Darboux   olokl rwma


Kˆtw olokl rwma


                       L(f ) ≡ sup L(P, f )
                                P
Anw olokl rwma


                 U(f ) ≡ inf U(P, f )
                          P
Olokl rwma   Darboux
 f (x) Darboux oloklhr¸simh ⇔ L(f ) = U(f )

                                                 b

                 L(f ) = U(f ) ≡ ID (f ) ≡           f (x) dx
                                             a

     uˆtw olokl rwm—                    enw olokl rwm—
Pr. 5

en upˆrqei Pn eÐn—i kˆpoi— —koloujЗ di—merÐsewn tètoi— ¸ste

                     lim L(Pn , f ) = lim U(Pn , f )
                    n→∞               n→∞

tìte h sunˆrthsh f (x) eÐn—i oloklhr¸simh

L mma


          ∀   > 0 ∃ P : U(P, f ) − L(P, f ) < U(f ) − L(f ) +

Pr.6

f (x) eÐn—i oloklhr¸simh L(f ) = U(f ) ⇔
∀ > 0 ∃ P : U(P, f ) − L(P, f ) <

Pr.7 Je¸rhma    Darboux
f (x) eÐn—i oloklhr¸simh L(f ) = U(f ) ⇔

         ∀    > 0 ∃ δ > 0 : |P| < δ ⇒ U(P, f ) − L(P, f ) <
Pr. 5

en upˆrqei Pn eÐn—i kˆpoi— —koloujЗ di—merÐsewn tètoi— ¸ste

                          lim L(Pn , f ) = lim U(Pn , f )
                          n→∞             n→∞

tìte h sunˆrthsh f (x) eÐn—i oloklhr¸simh

Apìdeixh.

iqoume ìti

                      L(Pn , f ) ≤ L(f ) ≤ U(f ) ≤ U(Pn , f ) ⇒
                lim L(Pn , f ) ≤ L(f ) ≤ U(f ) ≤ lim U(Pn , f )
                n→∞                               n→∞




L mma


            ∀   > 0 ∃ P : U(P, f ) − L(P, f ) < U(f ) − L(f ) +

Apìdeixh.

ipeid 

         L(f ) = sup L(P, f ) ⇒ ∀ > 0 ∃ P1 : L(P1 , f ) > L(f ) − /2
                 P

        U(f ) = inf U(P, f ) ⇒ ∀ > 0 ∃ P2 : U(P2 , f ) < U(f ) + /2
                 P

k—i gi— P = P1       P2

L(P, f ) ≥ L(P1 , f ) > L(f ) − /2      U(P, f ) ≤ U(P2 , f ) > U(f ) + /2

ˆr— U(P, f ) − L(P, f ) < U(f ) − L(f ) +
Pr.6

f (x) eÐn—i oloklhr¸simh L(f ) = U(f ) ⇔
∀ > 0 ∃ P : U(P, f ) − L(P, f ) <

Apìdeixh.

en L(f ) = U(f ) tìte —pì to p—r—pˆnw l mm— èqoume ìtiX

                 ∀   > 0 ∃ P : U(P, f ) − L(P, f ) <

istw t¸r— ìti h p—r—pˆnw sqèsh —lhjeÔei tìte èqoume epÐsh™ ìtiX

L(P, f ) ≤ L(f ) ≤ U(f ) ≤ U(P, f ) ⇒ U(f )−L(F ) ≤ U(P, f )−L(P, f ) <

er— ∀   > 0 U(f ) − L(F ) <    opìte L(f ) = U(f )F
Pr.7 Je¸rhma         Darboux
f (x) eÐn—i oloklhr¸simh L(f ) = U(f ) ⇔

          ∀   > 0 ∃ δ > 0 : |P| < δ ⇒ U(P, f ) − L(P, f ) <

Apìdeixh.

en ∀ > 0 ∃ δ > 0 : |P| < δ ⇒ U(P, f ) − L(P, f ) <                tìte
ik—nopoioÔnt—i oi sunj ke™ th™ prìt—sh™ TD epeid 

         ∀    > 0 ∃ P : U(P, f ) − L(P, f ) <         ⇒ L(f ) = U(f )

istw t¸r— L(f ) = U(f ) tìte sÔmfwn— me thn prìt—sh T

                ∀     > 0 ∃ P0 : U(P0 , f ) − L(P0 , f ) < /2

epì thn di—mèrish P0 orÐzoume

                          δ=                 |f (x)| < B
                                8d(P0 )B

istw mi— di—mèrish P,          |P| < δ F
yrÐzoume Q = P P0               d(Q) − d(P) ≤ d(P0 )
epì thn prìt—sh P

L(Q, f )−L(P, f ) ≤ 2 (d(Q) − d(P)) B|P| ≤ 2d(P0 )B|P| < 2d(P0 )Bδ =
                                                                                   4
—pì thn prìt—sh P èqoume

                L(P0 , f ) − L(P, f ) ≤ L(Q, f ) − L(P, f ) <
                                                                 4
ìmoi— —podeiknÔoume ìtiX U(P, f ) − U(P0 , f ) <       4   epomènw™

                                                           U(P, f ) − L(P, f ) =
  = U(P, f ) − U(P0 , f ) + U(P0 , f ) − L(P0 , f ) + L(P0 , f ) − L(P, f ) <
              < /4                    < /2                      < /4
Pr. 8

 f (x) monìtonh k—i fr—gmènh sto [a, b]           f (x) @DarbouxAEoloklhr¸simh

Apìdeixh.

istw f (x) —Ôxous— k—i P = {x0 , x1 , . . . , xn } miˆ di—mèrish k—i
  xk ≤ |P|
en xk−1 ≤ x ≤ xk tìte mk = inf {f (x), x ∈ [xk−1 , xk ]} = f (xk−1 ) k—i
Mk = sup {f (x), x ∈ [xk−1 , xk ]} = f (xk ) opìte
                                          n
                U(P, f ) − L(P, f ) =          (Mk − mk )    xk ≤
                                         k=1
                           n
                  ≤ |P|         (Mk − mk ) = |P| (f (b) − f (a))
                          k=1


qi— kˆje    > 0 upˆrqei mi— di—mèrish me |P| <              opìte
                                              f (b) − f (a)
U(P, f ) − L(P, f ) < F epì thn €rF T sunepˆget—i ìti upˆrqei to
olokl rwm— DarbouxF

Pr. 9

 f (x) suneq ™ sto [a, b]   f (x) omoiìmorf— suneq ™ sto [a, b]
                   f (x) @DarbouxAEoloklhr¸simh

Apìdeixh.

f (x) omoiìmorf— suneq ™ ⇔

        ∀ > 0, ∃ δ( ) : |x − y | < δ( )           |f (x) − f (y )| <
                                                                       b−a
hi—lègoume mi— di—mèrish me |P| < δ( )F ipeid  h sunˆrthsh eÐn—i
@omoiìmorf—A suneq ™ sto diˆsthm— [xk−1 , xk ] j— èqoume

                  Mk = sup {f (x), x ∈ [xk−1 , xk ]} = f (ξk )

                  mk = inf {f (x), x ∈ [xk−1 , xk ]} = f (ηk )

me ξk , ηk ∈ [xk−1 , xk ] opìte Mk − mk = f (ξk ) − f (ηk ) <            k—i
                                                                   b−a
                                          n
                U(P, f ) − L(P, f ) =          (Mk − mk )    xk <
                                         k=1
                                                      n
                                          ≤                 xk =
                                               b−a
                                                     k=1

epì thn €rF T sunepˆget—i ìti upˆrqei to olokl rwm— DarbouxF
Pr. 8

f (x) monìtonh k—i fr—gmènh sto [a, b]   f (x) @DarbouxAEoloklhr¸simh

Pr. 9

 f (x) suneq ™ sto [a, b]   f (x) omoiìmorf— suneq ™ sto [a, b]
                   f (x) @DarbouxAEoloklhr¸simh
Olokl rwma             Riemann

               diamèrish P = {x0 , x1 , x2 , . . . , xn , }
    epilog  shmeÐwn T = {ξ1 , ξ2 , . . . , ξn , } ìpou xk−1 ≤ ξk   ≤ xk


ˆjroisma   Riemann
                                         n
                      S (P, T , f ) =         f (ξk )   xk
                                        k=1
Orismìc: Olokl rwma    Riemann
 ∃ olokl rwm—
              ⇔ ∃ lim S (P, T , f ) = IR (f )
    Riemann      |P|→0


      ∀ > 0 ∃ δ( ) > O : ∀ |P| < δ k—i T epilog  shmeÐwn
                  ⇒ |S (P, T , f ) − IR (f )| <


en upˆrqei to olokl rwm— Riemann tìte eÐn—i mon—dikì
Pr. 10

    olokl rwm—                   olokl rwm—
X              IR (f ) = ID (f )
      Riemann                      Darboux

Pr. 11 (Je¸rhma             Darboux)

                                   k −1             k
                  ξk,n ∈ a +            (b − a), a + (b − a)
                                     n              n

                        b                              n
                                                b−a
                            f (x) dx = lim                  f (ξk,n )
                                       n→∞       n
                    a                                 k=1


€—rˆdeigm—
                                                     
             n                              n                      1
                   1        1                   1                     1
      lim             = lim                           =                   dx = ln 2
      n→∞         n+k   n→∞ n                      k                  1+x
            k=1                            k=1 n +             0
                                                   n
Pr. 12 Idiìthtec oloklhrwmˆtwn

Grammikìthta

          b                                                       b                                         b

              (c1 f (x) + c2 g (x)) dx = c1                               f (x) dx + c2                         g (x) dx
      a                                                       a                                         a


"Jetikìthta

                                                       b                                  b

                   f1 (x) ≤ f2 (x)                         f1 (x) dx ≤                        f2 (x) dx
                                                   a                                  a


Trigwnik  idiìthta

                                    b                            b

                                        f (x) dx ≤                    |f (x)| dx
                                a                            a


Qwrismìc diast matoc

                                        b                        c                                  b

              c ∈ [a, b]                    f (x) dx =                f (x) dx +                        f (x) dx
                                    a                        a                                  c


Epektˆseic oloklhr¸matoc

                       a                           b                              a
                                    or                                                         or
                           f (x) dx ≡ −                f (x) dx                       f (x) dx ≡ 0
                   b                           a                              a



                                                                          b

          m ≤ f (x) ≤ M                      m(b − a) ≤                       f (x) dx ≤ M(b − a)
                                                                      a

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Cii integral 5

  • 1. Darboux olokl rwma Kˆtw olokl rwma L(f ) ≡ sup L(P, f ) P
  • 2. Anw olokl rwma U(f ) ≡ inf U(P, f ) P
  • 3. Olokl rwma Darboux f (x) Darboux oloklhr¸simh ⇔ L(f ) = U(f ) b L(f ) = U(f ) ≡ ID (f ) ≡ f (x) dx a uˆtw olokl rwm— enw olokl rwm—
  • 4. Pr. 5 en upˆrqei Pn eÐn—i kˆpoi— —koloujЗ di—merÐsewn tètoi— ¸ste lim L(Pn , f ) = lim U(Pn , f ) n→∞ n→∞ tìte h sunˆrthsh f (x) eÐn—i oloklhr¸simh L mma ∀ > 0 ∃ P : U(P, f ) − L(P, f ) < U(f ) − L(f ) + Pr.6 f (x) eÐn—i oloklhr¸simh L(f ) = U(f ) ⇔ ∀ > 0 ∃ P : U(P, f ) − L(P, f ) < Pr.7 Je¸rhma Darboux f (x) eÐn—i oloklhr¸simh L(f ) = U(f ) ⇔ ∀ > 0 ∃ δ > 0 : |P| < δ ⇒ U(P, f ) − L(P, f ) <
  • 5. Pr. 5 en upˆrqei Pn eÐn—i kˆpoi— —koloujЗ di—merÐsewn tètoi— ¸ste lim L(Pn , f ) = lim U(Pn , f ) n→∞ n→∞ tìte h sunˆrthsh f (x) eÐn—i oloklhr¸simh Apìdeixh. iqoume ìti L(Pn , f ) ≤ L(f ) ≤ U(f ) ≤ U(Pn , f ) ⇒ lim L(Pn , f ) ≤ L(f ) ≤ U(f ) ≤ lim U(Pn , f ) n→∞ n→∞ L mma ∀ > 0 ∃ P : U(P, f ) − L(P, f ) < U(f ) − L(f ) + Apìdeixh. ipeid  L(f ) = sup L(P, f ) ⇒ ∀ > 0 ∃ P1 : L(P1 , f ) > L(f ) − /2 P U(f ) = inf U(P, f ) ⇒ ∀ > 0 ∃ P2 : U(P2 , f ) < U(f ) + /2 P k—i gi— P = P1 P2 L(P, f ) ≥ L(P1 , f ) > L(f ) − /2 U(P, f ) ≤ U(P2 , f ) > U(f ) + /2 ˆr— U(P, f ) − L(P, f ) < U(f ) − L(f ) +
  • 6. Pr.6 f (x) eÐn—i oloklhr¸simh L(f ) = U(f ) ⇔ ∀ > 0 ∃ P : U(P, f ) − L(P, f ) < Apìdeixh. en L(f ) = U(f ) tìte —pì to p—r—pˆnw l mm— èqoume ìtiX ∀ > 0 ∃ P : U(P, f ) − L(P, f ) < istw t¸r— ìti h p—r—pˆnw sqèsh —lhjeÔei tìte èqoume epÐsh™ ìtiX L(P, f ) ≤ L(f ) ≤ U(f ) ≤ U(P, f ) ⇒ U(f )−L(F ) ≤ U(P, f )−L(P, f ) < er— ∀ > 0 U(f ) − L(F ) < opìte L(f ) = U(f )F
  • 7. Pr.7 Je¸rhma Darboux f (x) eÐn—i oloklhr¸simh L(f ) = U(f ) ⇔ ∀ > 0 ∃ δ > 0 : |P| < δ ⇒ U(P, f ) − L(P, f ) < Apìdeixh. en ∀ > 0 ∃ δ > 0 : |P| < δ ⇒ U(P, f ) − L(P, f ) < tìte ik—nopoioÔnt—i oi sunj ke™ th™ prìt—sh™ TD epeid  ∀ > 0 ∃ P : U(P, f ) − L(P, f ) < ⇒ L(f ) = U(f ) istw t¸r— L(f ) = U(f ) tìte sÔmfwn— me thn prìt—sh T ∀ > 0 ∃ P0 : U(P0 , f ) − L(P0 , f ) < /2 epì thn di—mèrish P0 orÐzoume δ= |f (x)| < B 8d(P0 )B istw mi— di—mèrish P, |P| < δ F yrÐzoume Q = P P0 d(Q) − d(P) ≤ d(P0 ) epì thn prìt—sh P L(Q, f )−L(P, f ) ≤ 2 (d(Q) − d(P)) B|P| ≤ 2d(P0 )B|P| < 2d(P0 )Bδ = 4 —pì thn prìt—sh P èqoume L(P0 , f ) − L(P, f ) ≤ L(Q, f ) − L(P, f ) < 4 ìmoi— —podeiknÔoume ìtiX U(P, f ) − U(P0 , f ) < 4 epomènw™ U(P, f ) − L(P, f ) = = U(P, f ) − U(P0 , f ) + U(P0 , f ) − L(P0 , f ) + L(P0 , f ) − L(P, f ) < < /4 < /2 < /4
  • 8. Pr. 8 f (x) monìtonh k—i fr—gmènh sto [a, b] f (x) @DarbouxAEoloklhr¸simh Apìdeixh. istw f (x) —Ôxous— k—i P = {x0 , x1 , . . . , xn } miˆ di—mèrish k—i xk ≤ |P| en xk−1 ≤ x ≤ xk tìte mk = inf {f (x), x ∈ [xk−1 , xk ]} = f (xk−1 ) k—i Mk = sup {f (x), x ∈ [xk−1 , xk ]} = f (xk ) opìte n U(P, f ) − L(P, f ) = (Mk − mk ) xk ≤ k=1 n ≤ |P| (Mk − mk ) = |P| (f (b) − f (a)) k=1 qi— kˆje > 0 upˆrqei mi— di—mèrish me |P| < opìte f (b) − f (a) U(P, f ) − L(P, f ) < F epì thn €rF T sunepˆget—i ìti upˆrqei to olokl rwm— DarbouxF Pr. 9 f (x) suneq ™ sto [a, b] f (x) omoiìmorf— suneq ™ sto [a, b] f (x) @DarbouxAEoloklhr¸simh Apìdeixh. f (x) omoiìmorf— suneq ™ ⇔ ∀ > 0, ∃ δ( ) : |x − y | < δ( ) |f (x) − f (y )| < b−a hi—lègoume mi— di—mèrish me |P| < δ( )F ipeid  h sunˆrthsh eÐn—i @omoiìmorf—A suneq ™ sto diˆsthm— [xk−1 , xk ] j— èqoume Mk = sup {f (x), x ∈ [xk−1 , xk ]} = f (ξk ) mk = inf {f (x), x ∈ [xk−1 , xk ]} = f (ηk ) me ξk , ηk ∈ [xk−1 , xk ] opìte Mk − mk = f (ξk ) − f (ηk ) < k—i b−a n U(P, f ) − L(P, f ) = (Mk − mk ) xk < k=1 n ≤ xk = b−a k=1 epì thn €rF T sunepˆget—i ìti upˆrqei to olokl rwm— DarbouxF
  • 9. Pr. 8 f (x) monìtonh k—i fr—gmènh sto [a, b] f (x) @DarbouxAEoloklhr¸simh Pr. 9 f (x) suneq ™ sto [a, b] f (x) omoiìmorf— suneq ™ sto [a, b] f (x) @DarbouxAEoloklhr¸simh
  • 10. Olokl rwma Riemann diamèrish P = {x0 , x1 , x2 , . . . , xn , } epilog  shmeÐwn T = {ξ1 , ξ2 , . . . , ξn , } ìpou xk−1 ≤ ξk ≤ xk ˆjroisma Riemann n S (P, T , f ) = f (ξk ) xk k=1
  • 11. Orismìc: Olokl rwma Riemann ∃ olokl rwm— ⇔ ∃ lim S (P, T , f ) = IR (f ) Riemann |P|→0 ∀ > 0 ∃ δ( ) > O : ∀ |P| < δ k—i T epilog  shmeÐwn ⇒ |S (P, T , f ) − IR (f )| < en upˆrqei to olokl rwm— Riemann tìte eÐn—i mon—dikì
  • 12. Pr. 10 olokl rwm— olokl rwm— X IR (f ) = ID (f ) Riemann Darboux Pr. 11 (Je¸rhma Darboux) k −1 k ξk,n ∈ a + (b − a), a + (b − a) n n b n b−a f (x) dx = lim f (ξk,n ) n→∞ n a k=1 €—rˆdeigm—   n n 1 1 1 1  1 lim = lim  = dx = ln 2 n→∞ n+k n→∞ n k 1+x k=1 k=1 n + 0 n
  • 13. Pr. 12 Idiìthtec oloklhrwmˆtwn Grammikìthta b b b (c1 f (x) + c2 g (x)) dx = c1 f (x) dx + c2 g (x) dx a a a "Jetikìthta b b f1 (x) ≤ f2 (x) f1 (x) dx ≤ f2 (x) dx a a Trigwnik  idiìthta b b f (x) dx ≤ |f (x)| dx a a Qwrismìc diast matoc b c b c ∈ [a, b] f (x) dx = f (x) dx + f (x) dx a a c Epektˆseic oloklhr¸matoc a b a or or f (x) dx ≡ − f (x) dx f (x) dx ≡ 0 b a a b m ≤ f (x) ≤ M m(b − a) ≤ f (x) dx ≤ M(b − a) a