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P. 80

76 CHAPTER 3. Multiple Integrals

Therefore,

     U (f, P) ´ U (f, P1)

                   (  sup     A(R)     inf     A(R))    n  mi      ÿ

                                                       ÿ   ÿ

                ď          f        ´       f                                           ν(∆k)

                                                       i=1 j=0 1ďkďN with

                                                                          yj(i) P∆(ki)

                   (  sup     A(R)     inf     A(R))    n  mi   2δrn´1

                                                       ÿ   ÿ

                ď          f        ´       f

                                                       i=1 j=0
                                                                (                                             )
                ď  2δrn´1(m1  +     m2  +      ¨¨¨  +  mn  +  n)   sup  f  A(R)         ´      inf  f  R  (A)    ă  ε  ,
                                                                                                                    2

and  the  fact  that  U (f, P1) ´ L(f, P1)          ă  ε  shows  that
                                                       2

                U (f, P) ´ I ď U (f, P) ´ I + U (f, P1) ´ U (f, P1)

                              ď U (f, P) ´ L(f, P1) + U (f, P1) ´ U (f, P1) ă ε .

Therefore, for any sample set tξ1, ¨ ¨ ¨ , ξN u for P,

                                                  N

                                ÿ f A(ξk)ν(∆k) ď U (f, P) ă I + ε .

                                                k=1

Similar argument can be used to show that

                               N

                              ÿ f A(ξk)ν(∆k) ě L(f, P) ą I ´ ε

                              k=1

which concludes the Theorem.                                                                                              ˝

Definition 3.12. A bounded set A Ď Rn is said to have volume if the characteristic
function of A, denoted by 1A and given by

                                               "    1  if x P A ,
                                                    0  otherwise ,
                              1A(x)     =

                                                                    ż

is Riemann integrable over A, and the number 1A(x) dx is called the volume of A and

                                                                                               A

is denoted by ν(A). If ν(A) = 0, then A is said to have volume zero.

Remark 3.13. Having defined the indicator function, then for a bounded function f : A Ñ
R with bounded domain A, any given partition P of A we have f A = f 1A; thus

U (f, P) = ÿ sup(f 1A)(x)ν(∆) and L(f, P) = ÿ inf (f 1A)(x)ν(∆) .
                                                                                               xP∆
            ∆PP xP∆                                                                     ∆PP
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