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Below is my working:

CONTINUITY AT $x=a$

*$\lim_{x\to a^-}g(x)=\lim_{h\to0}g(a-h)=0$

*$\lim_{x\to a^+}g(x)=\lim_{h\to0}g(a+h)=\lim_{h\to0}\int_{a}^{a+h}f(t)dt=\int_{a}^{a}f(t)dt=0$

*$g(a)=\int_{a}^{a}f(t)dt=0$

Therefore $g(x)$ is continuous at $x=a$

CONTINUITY AT $x=b$

*$\lim_{x\to b^-}g(x)=\lim_{h\to0}g(b-h)=\lim_{h\to0}\int_{a}^{b-h}f(t)dt=\int_{a}^{b}f(t)dt$

*$\lim_{x\to b^+}g(x)=\lim_{h\to0}g(b+h)=\lim_{h\to0}\int_{a}^{b}f(t)dt=\int_{a}^{b}f(t)dt$

*$g(b)=\int_{a}^{b}f(t)dt$

Therefore $g(x)$ is continuous at $x=b$

CONTINUITY AT $x=k\in (a,b)$

*$\lim_{x\to k^-}g(x)=\lim_{h\to0}g(k-h)=\lim_{h\to0}\int_{a}^{k-h}f(t)dt=\int_{a}^{k}f(t)dt$

*$\lim_{x\to k^+}g(x)=\lim_{h\to0}g(k+h)=\lim_{h\to0}\int_{a}^{k+h}f(t)dt=\int_{a}^{k}f(t)dt$

*$g(k)=\int_{a}^{k}f(t)dt$

CONTINUITY AT $x=k<a$ and $x=k>b$

It can be shown in a similar way that $g(x)$ is continuous at $x=k<a$ and $x=k>b$

DIFFERENTIABILITY AT $x=a$

*$\lim_{x\to a^-}\frac{g(x)-g(a)}{x-a}=\lim_{h\to 0}\frac{g(a-h)-g(a)}{-h}=\lim_{h\to 0}\frac{0}{h}=0$

*$\lim_{x\to a^+}\frac{g(x)-g(a)}{x-a}=\lim_{h\to 0}\frac{g(a+h)-g(a)}{h}=\lim_{h\to 0}\frac{\int_{a}^{a+h}f(t)dt-0}{h}=\lim_{h\to 0}\frac{\frac{d}{dh}\int_{a}^{a+h}f(t)dt}{1}=\lim_{h\to 0}f(a+h)=f(a)=0$

Therefore $g(x)$ is differentiable at $x=a$

DIFFERENTIABILITY AT $x=b$

*$\lim_{x\to b^-}\frac{g(x)-g(b)}{x-b}=\lim_{h\to 0}\frac{g(b-h)-g(b)}{-h}=\lim_{h\to 0}\frac{\int_{a}^{b-h}f(t)dt-\int_{a}^{b}f(t)dt}{-h}=\lim_{h\to 0}\frac{\frac{d}{dh}\int_{a}^{b-h}f(t)dt-0}{-1}=\lim_{h\to 0}f(b-h)=f(b)=\int_{a}^{b}f(t)dt$

*$\lim_{x\to b^+}\frac{g(x)-g(b)}{x-b}=\lim_{h\to 0}\frac{g(b+h)-g(b)}{h}=\lim_{h\to 0}\frac{\int_{a}^{b}f(t)dt-\int_{a}^{b}f(t)dt}{h}=\lim_{h\to 0}\frac{0}{h}=\lim_{h\to 0}0=0$

Therefore $g(x)$ is not differentiable at $x=b$

DIFFERENTIABILITY AT $x=k\in(a,b)$

*$\lim_{x\to k^-}\frac{g(x)-g(k)}{x-k}=\lim_{h\to 0}\frac{g(k-h)-g(k)}{-h}=\lim_{h\to 0}\frac{\int_{a}^{k-h}f(t)dt-\int_{a}^{k}f(t)dt}{-h}=\lim_{h\to 0}\frac{\frac{d}{dh}\int_{a}^{k-h}f(t)dt-0}{-1}=\lim_{h\to 0}f(k-h)=f(k)=\int_{a}^{k}f(t)dt$

*$\lim_{x\to k^+}\frac{g(x)-g(k)}{x-k}=\lim_{h\to 0}\frac{g(k+h)-g(k)}{h}=\lim_{h\to 0}\frac{\int_{a}^{k+h}f(t)dt-\int_{a}^{k}f(t)dt}{h}=\lim_{h\to 0}\frac{\frac{d}{dh}\int_{a}^{k+h}f(t)dt-0}{1}=\lim_{h\to 0}f(k+h)=f(k)=\int_{a}^{k}f(t)dt$

Therefore $g(x)$ is differentiable in $(a,b)$

DIFFERENTIABILITY AT $x=k<a$ and $x=k>b$

Similarly it can be shown that $g(x)$ is differentiable at $x=k<a$ and $x=k>b$

Am I correct? Is there any short way to solve this?

MrAP
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2 Answers2

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Yes, there is a much shorter way to do this; make use of the fundamental theorem of calculus! I didn't fully read through the details of your work, but it seems like you were almost rederiving the FTC (but you must have made a mistake somewhere). I'll state it here again for the sake of completeness:

FTC: Let $f:[a,b] \to \mathbb{R}$ be continuous, and define the function $g:[a,b] \to \mathbb{R}$ by \begin{equation} g(x) = \int_a^x f(t) \, dt \end{equation} Then, $g$ is differentiable on $[a,b]$ and $g'(x) = f(x)$.

Warning: at the endpoints $a$ and $b$, what we really mean is the right and left continuity of $f$ and differentiability of $g$. i.e \begin{equation} \lim_{h \to 0^+} f(a+h) = f(a) \end{equation} and \begin{equation} \lim_{h \to 0^+} \dfrac{g(a + h) - g(a)}{h} = f(a), \end{equation} and similarly at $b$, with $\lim_{h \to 0^-}$.

The correct answer is (A). First, lets see why $g$ is not differentiable at $a$. The left-derivative of $g$ at $a$ is $g_l'(a) = 0$ (the subscript $l$ means I'm taking the limit from the left of $a$), because to the left of $a$, $g$ is constant. Next, by the Fundamental Theorem of Calculus stated above, the right derivative is $g_r'(a) = f(a) \neq 0$. I said $\neq 0$, because the question states that the target space for $f$ is $[1, \infty)$. So, we showed that \begin{align} g_l'(a) = 0 \neq g_r'(a). \end{align} This proves $g$ is not differentiable at $a$. By similar reasoning, $g$ is not differentiable at $b$.

Edit:

I just read your proof for the continuity of $g$ at $a$. It has some mistakes. First, \begin{equation} \lim \limits_{x \to a^-}g(x) = \lim_{h \to 0} g(a-h) \end{equation} is an incorrect statement. It should be $\lim \limits_{h \to 0^+}$. The proper way to present it is \begin{equation} \lim \limits_{x \to a^-}g(x) = \lim_{x \to a^-} 0 = 0. \end{equation} Next, you wrote \begin{equation} \lim_{h \to 0} \int_a^{a+h} f(t) \, dt = \int_a^a f(t) \, dt = 0. \end{equation} There are a couple of mistakes here. Note that $f$ is only defined on $[a,b]$, so doing $\lim \limits_{h \to 0}$ does not make sense. You need to write $\lim \limits_{h \to 0^+}$. Next, why is \begin{equation} \lim_{h \to 0^+} \int_a^{a+h} f(t) \, dt = \int_a^a f(t) \, dt \end{equation} true? This is pretty much what you need to prove to say that "$g$ is continuous from the right at $a$"! So how would you go about fixing this?

peek-a-boo
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  • Take a look at my question now. – MrAP Jun 03 '19 at 16:02
  • I don't see how this is incorrect: $ \lim_{x \to a^-}g(x) = \lim_{h \to 0} g(a-h)$. Here $h$ is a very small positive quantity and is used to remove the sidedness. My textbook uses this technique and I have been using it for quite some time now. – MrAP Jun 03 '19 at 16:06
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    how do you know $h$ is a small positive quantity? because the notation $\lim \limits_{h \to 0}$ doesn't specify whether it is positive or negative. To explicitly mention that you want $h$ to be positive, you need to write $\lim \limits_{h \to 0^+}$. When I read that statement, I knew you wanted $h$ to be positive, but what I'm telling you is that what you wrote vs what you intended were different things. – peek-a-boo Jun 03 '19 at 16:36
  • @MrAP by the way, your working still has the same mistakes I mentioned after "Edit" – peek-a-boo Jun 03 '19 at 16:38
  • I understand. My book follows this notation. It is assumed that $h$ is positive. – MrAP Jun 03 '19 at 16:50
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    that is just sloppy and incorrect, and I'd suggest you change that habit from now on and be more precise about these matters. – peek-a-boo Jun 03 '19 at 16:51
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Your solution uses Fundamental Theorem of Calculus implicitly (perhaps you are not aware where it is being used). Here are a few mistakes which you should know and then get rid of them:

  1. The notation $\lim_{h\to 0}$ does not ensure that $h$ is positive. Use the notation $\lim_{h\to 0^+}$ instead.
  2. The fact that $\lim_{h\to 0}\int_{a}^{k+h}f(t)\,dt=\int_{a}^{k}f(t)\,dt$ is just symbolic way of saying that $\int_{a} ^{x} f(t) \, dt$ is continuous at $k$. So your approach here does not prove the continuity of $g$ but rather assumes it. The result is true via Fundamental Theorem of Calculus for any Riemann integrable function $f$. Same remark applies to your handling of continuity at $a$ and $b$.
  3. You have used L'Hospital's Rule for handling differentiability of $g$. Note that a derivative can't be calculated via L'Hospital's Rule. Rather derivatives are known by some other means and then used while applying L'Hospital's Rule. The key here is to use Fundamental Theorem of Calculus.

For more details on Fundamental Theorem of Calculus see this answer.

  • I dont understand this: "The fact that $\lim_{h\to 0}\int_{a}^{k+h}f(t),dt=\int_{a}^{k}f(t),dt$ is just symbolic way of saying that $\int_{a} ^{x} f(t) , dt$ is continuous at $k$. So your approach here does not prove the continuity of $g$ but rather assumes it.". I followed the standard process to check continuity. Where is the problem? Why can't we use L'Hospital's Rule to calculate derivative? After all it's a limit. – MrAP Jun 04 '19 at 05:18
  • @MrAP : the definition of continuity is as follows : $f$ is said to be continuous at $c$ if $\lim_{x\to c} f(x) =f(c) $ or equivalently $\lim_{h\to 0}f(c+h)=f(c)$. So the standard process to check continuity is to find the limit of function and then compare with function value. You have nowhere tried to evaluate the limit $\lim_{h\to 0}\int_{a}^{k+h}f(t),dt$ rather you have just said that it equals $\int_{a} ^{k} f(t) , dt$. In other words the equality $\lim_{h\to 0}\int_{a}^{k+h}f(t),dt=\int_{a}^{k}f(t),dt$ needs justification. – Paramanand Singh Jun 04 '19 at 06:27
  • @MrAP: for derivatives and L'Hospital's Rule see https://math.stackexchange.com/a/2277563/72031 – Paramanand Singh Jun 04 '19 at 06:32