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From now on for our convenience we will consider Riemann sums in which all
strips have the same width, d. A general Riemann sum with fixed widths consists
then of the sum of d times the values of f chosen in each strip. We define the
following four choices We can make the following observations. We assume that f is bounded so that
m(d) and M(d) are both finite. Then the rightmost argument of one strip is the
leftmost argument of the next. Therefore the difference between L(d) and R(d)
is only that R(d) gets a contribution of d * f(b) from the last strip that L(d)
lacks and L(d) gets instead a contribution of d * f(a) that R(d) lacks. The arguments
in between at the endpoints of strips contribute to the L interval to the right
and an identical amount to the R interval on the left. Therefore we have R(d) = L(d) + (f(b) - f(a) * d,
If f is not increasing between a and b but we can break up that interval into pieces in which f within each piece is increasing or decreasing, and f has bounded total variation between a and b, then f will be integrable by the same argument applied to all the pieces one at a time, and adding the resulting bound. |