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I'm trying to self study a bit of rigorous calculus before starting university and I would love some help with this problem.

Prove that $\int_{ca}^{cb} f(x)dx=c\int_{a}^{b}f(cx)dx$

Thank you!


As someone said, by the situation of this problem on the book, it should be proven with Riemann Sums, thanks for the help anyway!


As requested in the comments, I post my approach.

We define the partition of [a,b] as P={$t_0,t_1, ...,t_n$}

We know that when n goes to infinity and the limit of $t_i-t_{i-1}$ goes to $0$ the Lower and Upper sums converge to the integral of the function (assuming necessary conditions)

Then, we take $L(f,P)=\sum_{i=1}^{n}f(t_{i-1})(t_i-t_{i-1})$ as $\int_a^bf(x)$

Now we define $L(f,P)'=\sum_{i=1}^{n}f(c*t_{i-1})(t_i-t_{i-1})$ that would be equal to $\int_a^bf(cx)$

and $P'=${$ct_o,ct_1,....,ct_n$} the partition of the interval [ca,cb]

As done before, we take
$L(f,P')''=\sum_{i=1}^{n}f(c*t_{i-1})(c*t_i-c*t_{i-1})=\int_{ca}^{cb}f(x)dx=$
$=c*\sum_{i=1}^{n}f(c*t_{i-1})(t_i-t_{i-1})$
$=c*L'=c*\int_{a}^{b}f(cx)dx$

I hope you can check that and correct me if im wrong.
Thanks for your attention and help.


Here it comes what I expect to be the last try.

Lets define all the things we are going to use in the proof.

The partitions we are going to use are (as before).
$P=${$t_0,t_1, ...,t_n$} (partition of [a,b]) and $P'=$ {$ct_o,ct_1,....,ct_n$} (partition of [ca,cb])

As recommended in the comments, lets define $g(x)=cf(cx)$

Lets call $M_i$ the maximum of $g(x)$ in the interval [$t_{i-1},t_i$] and $m_i$ the minimum in the
same interval.

$L(g,P)=\sum_{i=1}^n m_{i-1} (t_i-t_{i-1})<\int_a^bg(x)dx$
$L(f,P')=\sum_{i=1}^n m_{i-1}'(ct_i-ct_{i-1})<\int_{ca}^{cb}f(x)dx$
As we are integrating in the interval [ca,cb] and $f(cx)=g(x)/c$ the minimums of the function $f$
can be expressed as $m_{i-1}/c$ then:

$L(f,P')=\sum_{i=1}^n m_{i-1}/c*(ct_i-ct_{i-1})=\sum_{i=1}^n m_{i-1}(t_i-t_{i-1})=L(g,P)<\int_a^bg(x)$
Doing the same substitution with the maximums we get from:
$U(g,P)=\sum_{i-1}^n M_{i-1}(t_i-t_{i-1})>\int_a^b(g(x)dx$
$U(f,P')=\sum_{i-1}^n M_{i-1}'(ct_i-ct_{i-1})=\sum_{i-1}^n M_{i-1}(t_i-t_{i-1})=U(g,P)$
By definition: $L(g,P)<\int_a^bf(x)dx<U(g,P)$ and only $\int_a^bf(x)dx$ satisfy this inequality
So after showing that the lower and uppers sums are equal, we conclude that
$\int_{ca}^{cb}f(x)dx=\int_{a}^{b}g(x)dx$
So we get

$\int_{ca}^{cb} f(x)dx=c\int_{a}^{b}f(cx)dx$

  • 2
    kindly include what you have tried. – Siong Thye Goh Aug 23 '17 at 00:05
  • 1
    Fairly straightforward with Riemann sums... – Simply Beautiful Art Aug 23 '17 at 00:06
  • Rule n°1 of mathematical rigor: all "$f$"-s must appear at least once in a sensible sentence containing the expression "such that". –  Aug 23 '17 at 00:23
  • In your solution, you say about Riemann sum, but you use Darboux sum and that too not in a correct fashion. Just use Riemann sum $$S(f, P) =\sum_{i=1}^{n}f(\xi_{i})(t_{i}-t_{i-1})$$ and try the approach in your solution. – Paramanand Singh Aug 24 '17 at 04:21
  • @ParamanandSingh Thanks a lot for your comment, because I was confused. I got what you meant, and let me repeat I appreciate a lot your help (and by the way, your blog is too complicated! :D) – Ignacio Encinas Rubio Aug 24 '17 at 14:03
  • You may provide feedback on the blog itself via comments to make it less complicated. I read all non-spam comments and reply them and also modify my content based on suggestions. This helps me as well as other blog readers. – Paramanand Singh Aug 24 '17 at 14:13
  • Haha well it was a joke, I havent started university so I get so lost in your posts but for sure I will read them when Im capable of doing it.The only recommendation I could give you is that you did introduction from the ground to the topics you explain that require a lot of knowledge but Im not sure you can do that because they seem too complex. – Ignacio Encinas Rubio Aug 24 '17 at 14:18
  • Which particular post are you talking about? I will try to see if I can modify something. – Paramanand Singh Aug 24 '17 at 15:39
  • @Paramanand Singh I dont think you can, Im talking about the posts about hypergeometric series and theta functions and those hard things, they really seem very interesting but they are out of my range – Ignacio Encinas Rubio Aug 24 '17 at 15:55
  • Oh those parts are difficult and do require some maturity of calculus. It took me some years to understand the topic myself, but believe it or not these topics are intrinsically very interesting (at the same time very demanding). – Paramanand Singh Aug 24 '17 at 16:02
  • Haha yes I know they are so hard, thats why I told you I will have to wait to read them, by the way, have you checked the last try I have done to solve the problem? – Ignacio Encinas Rubio Aug 24 '17 at 16:37
  • Your second try is correct but for completeness you should add this : the above proof works for $c\geq 0$ and for $c<0$ the upper sum of $g$ corresponds to lower sum of $f$ and the argument above can be completed with minor changes. I will provide an answer based on Riemann sums which avoids these technicalities. – Paramanand Singh Aug 25 '17 at 04:41

2 Answers2

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Big Hint, without giving away the whole solution:

You're on the right track, mostly, but you've got some notational problems. I suggest that you define $g(x) = c \cdot f(cx)$, just to give it a name. And for any partition $P = \{t_0, \ldots, t_k\}$ of $[a, b]$, you consider the partition $P' = \{ ct_0, \ldots, ct_k \}$ of $[ca, cb]$.

What I mean here is that you consider "prime" as an operation that takes a partition of $[a. b]$ and produces a partition of $[ca, cb]$. Clearly there's another operation... call it $\circ$, that does the opposite: given a partition $Q = \{t_0, \ldots, t_k\}$ of $[ca, cb]$, there's a corresponding partition $Q^\circ = \{\frac{1}{a} t_0, \ldots, \frac{1}{a} t_k \}$. And if you consider $(P')^\circ$, you get back $P$, for any partition $P$ of $[a, b]$.

Now your goal is to show that two integrals are equal. Here's how to do that:

  • Show that every upper sum for one of them is also an upper sum for the other, and vice versa. Note that each upper sum is just a number, so we're trying to show that two sets of real numbers are the same.

  • show the same thing for lower sums.

Once you've done that, you know the integrals are equal, for they are the least-upper-bound of the two identical sets (and the greatest lower bounds of two other identical sets).

Whew. Now with all that notation and stuff in hand, consider, for some partition $P$ of $[a, b]$, the lower sum $$ s = L(P, g). $$

Can you think of some partition of $[ca, cb]$ with the property that the lower sum for $f$ with respect to that partition is also $s$? If so, write it down and prove that they're equal (which you've almost done, although a bit garbled, in your question).

Now take that idea and run with it to complete the two bulleted tasks.

John Hughes
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  • First of all I want to thank you a lot for your great answer, but I have some doubts about your comment. Do you mean that I would need to do the same I did with the Lower sum with the Upper sum? (And of course change the weird notation, but It is one of the first time I write with this commands and I was a bit lost) – Ignacio Encinas Rubio Aug 24 '17 at 00:44
  • What I mean is that I've shown you a way to demonstrate that each lower sum for the left integral is a lower sum for the right one; you can use a similar technique to show that each upper sum for the left integral is an upper sum for the right one. Once you know those two things, you know that the two integrals must be equal. – John Hughes Aug 24 '17 at 00:55
  • Why no upvotes for this excellent answer. Adding my +1 – Paramanand Singh Aug 24 '17 at 04:15
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The claim holds trivially when $c=0$ as each side is equal to $0$. I will show the following for $c>0$.

If $g(x) =f(cx) $ is Riemann integrable on $[a, b] $ then $f(x) $ is Riemann integrable on $[ca, cb] $ and the result in question holds.

As in question, let $P$ denote a partition of $[a, b] $ and $P'$ be the corresponding partition of $[ca, cb] $. Since $g$ is Riemann integrable on $[a, b] $, for every $\epsilon >0$ there is a $\delta'>0$ such that for any partition $P$ of $[a, b] $ with norm $||P||<\delta'$ the Riemann sum $$S(P, g)=\sum_{i=1}^{n}g(\xi_{i})(t_{i}-t_{i-1}) ,\,\xi_{i}\in[t_{i-1},t_{i}]$$ satisfies $$\left|S(P, g) - \int_{a} ^{b} g(x) \, dx\right|<\epsilon/c\tag{1}$$ Now we can see that a Riemann sum for $f $ on $[ca, cb] $ is $$S(P', f) =\sum_{i=1}^{n}f(\xi_{i}')(t_{i}'-t_{i-1}')=c\sum_{i=1}^{n}g(\xi_{i})(t_{i}-t_{i-1})=cS(P, g) ,\,\xi_{i}'=c\xi_{i}$$ so that each Riemann sum for $f$ is equal to $c$ times a Riemann sum for $g$ and vice versa. Multiplying $(1)$ by $c$ we can see that $$\left|S(P', f) - c\int_{a} ^{b} g(x) \, dx\right|<\epsilon $$ for all partitions $P'$ of $[ca, cb] $ with norm $||P'||<c\delta'=\delta$. It follows that $$\int_{ca} ^{cb} f(x) \, dx=c\int_{a} ^{b} f(cx) \, dx$$ The converse of the above result is proved in similar manner and the proofs can be easily adapted for the case when $c<0$.