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Comparing Riemann and Lebesgue Integrals · Tutorial 320 of 798

Monotone Functions and Countably Many Discontinuities

Learn why bounded monotone functions have only countably many discontinuities, and use that structure to establish Riemann integrability and calculate exact integrals.

Advanced 11 min read

What You'll Learn

  • Define the one-sided limits of a bounded monotone function and relate them to its interior discontinuities.
  • Prove that each interior discontinuity determines a distinct rational interval.
  • Handle endpoint discontinuities and the degenerate compact interval.
  • Deduce Riemann integrability from the Lebesgue criterion and countability.
  • Compute exact integrals for a monotone continuous function, a function with a jump, and a staircase function.
  • Identify why the fundamental theorem of calculus cannot be applied across a jump.

Monotonicity Restricts Discontinuities

A bounded monotone function can jump, but it cannot oscillate back and forth. Each interior jump occupies a nonempty interval of function values, and the intervals associated with different jumps do not overlap. Since every nonempty open interval contains a rational number, this gives a direct way to count the discontinuities. Combined with the Lebesgue criterion for Riemann integrability, the countability result also guarantees that every bounded monotone function on a compact interval is Riemann integrable.

Here, a function \(f:[a,b]\to\mathbb{R}\) is nondecreasing if \(f(x)\le f(y)\) whenever \(x\le y\). Nonincreasing means \(f(x)\ge f(y)\) whenever \(x\le y\). The function is bounded if there is a finite \(M\) such that \(|f(x)|\le M\) for every \(x\in[a,b]\). Continuity at an endpoint is understood relative to the interval: at \(a\), only values to the right are relevant, and at \(b\), only values to the left are relevant.

Theorem: If \(a<b\) and \(f:[a,b]\to\mathbb{R}\) is bounded and nondecreasing, then its set of discontinuities is at most countable. Consequently, \(f\) is Riemann integrable on \([a,b]\). The same conclusions hold for bounded nonincreasing functions.

One-Sided Limits Detect Jumps

Consider first a bounded nondecreasing function. At each interior point \(x\in(a,b)\), define its left and right limits by

$$ f(x-)=\sup\{f(t):a\le t<x\}, \qquad f(x+)=\inf\{f(t):x<t\le b\}. $$

These quantities are finite because \(f\) is bounded. Monotonicity gives \(f(x-)\le f(x)\le f(x+)\). To see that the first quantity is the left limit, fix \(\varepsilon>0\). By the definition of supremum, some \(u<x\) satisfies \(f(u)>f(x-)-\varepsilon\). For \(u<t<x\), monotonicity then gives \(f(x-)-\varepsilon<f(u)\le f(t)\le f(x-)\). This is the left-limit condition. The right-limit condition follows in the same way from the infimum: choose \(v>x\) with \(f(v)<f(x+)+\varepsilon\); for \(x<t<v\), \(f(x+)\le f(t)\le f(v)<f(x+)+\varepsilon\).

It follows that \(f\) is continuous at \(x\) exactly when \(f(x-)=f(x)=f(x+)\). In particular, an interior discontinuity must satisfy \(f(x-)<f(x+)\). The open interval \((f(x-),f(x+))\) is therefore nonempty at every interior discontinuity.

Proof of Countability and Integrability

Proof. Let \(D\) be the set of interior discontinuities of \(f\). For each \(x\in D\), the open interval \((f(x-),f(x+))\) contains a rational number. If \(x<y\) are in \(D\), choose \(t\) with \(x<t<y\). The definitions of the one-sided limits and monotonicity give \(f(x+)\le f(t)\le f(y-)\). Thus the two open intervals \((f(x-),f(x+))\) and \((f(y-),f(y+))\) are disjoint. Fix an enumeration of the rational numbers and assign to each \(x\in D\) the first rational in that enumeration lying in \((f(x-),f(x+))\). Disjointness makes this assignment injective, so \(D\) is at most countable.

There are at most two further discontinuities, at \(a\) and \(b\). Indeed, the monotone one-sided limit exists at each endpoint, and a discontinuity there can only be a mismatch between that limit and the endpoint value. Adding at most two points to a countable set preserves countability.

A countable subset of \([a,b]\) has Lebesgue measure zero: if its points are listed as \(x_1,x_2,\ldots\), then for any \(\varepsilon>0\) cover \(x_n\) by an open interval of length \(\varepsilon/2^n\). The total length of this cover is at most \(\sum_{n=1}^{\infty}\varepsilon/2^n=\varepsilon\), so the set has outer measure zero. The Lebesgue criterion for Riemann integrability states that a bounded real-valued function on a compact interval is Riemann integrable if and only if its set of discontinuities has Lebesgue measure zero; this criterion was established in earlier material. Applying it to \(f\) proves Riemann integrability.

If \(f\) is nonincreasing, then \(-f\) is bounded and nondecreasing. It has the same discontinuities as \(f\), so the conclusion follows. If \(a=b\), there is only one point in the domain, the function is continuous in the relative topology, and its integral over the degenerate interval is zero. \(\square\)

The proof uses boundedness to ensure finite one-sided limits. It also explains why countability is stronger than needed for integrability: the criterion requires only that the discontinuity set have measure zero.

Worked Example: Darboux Sums for \(f(x)=x^2\)

Compute the Riemann integral of \(f(x)=x^2\) on \([0,1]\) using equal-width Darboux sums. The function is bounded and nondecreasing there, so the theorem guarantees its Riemann integrability. For the partition into \(n\) intervals of width \(1/n\), monotonicity makes the lower value on the \(k\)-th interval \(((k-1)/n)^2\) and the upper value \((k/n)^2\), for \(k=1,\ldots,n\). Therefore

$$ L_n=\frac{1}{n^3}\sum_{j=0}^{n-1}j^2 =\frac{(n-1)n(2n-1)}{6n^3}, \qquad U_n=\frac{1}{n^3}\sum_{k=1}^{n}k^2 =\frac{n(n+1)(2n+1)}{6n^3}. $$

As \(n\to\infty\), both expressions tend to \(1/3\), so the integral is squeezed between Darboux sums with the same limit. Check: at \(n=2\), the formulas give \(L_2=(1\cdot2\cdot3)/(6\cdot8)=1/8\) and \(U_2=(2\cdot3\cdot5)/(6\cdot8)=5/8\); their difference is \(1/2\), equal to \(1/n\). Independently, the antiderivative gives \(\int_0^1x^2\,dx=[x^3/3]_0^1=1/3\).

Worked Example: Integrating a Single Jump

On \([0,1]\), let \(f(x)=x\) for \(0\le x<1/2\), and \(f(x)=x+1\) for \(1/2\le x\le1\). This function is nondecreasing: it increases on each piece, and its value at the jump is \(f(1/2)=3/2\), greater than every value on the first piece. It is bounded, and its only discontinuity is at \(1/2\), so it is Riemann integrable by the theorem.

Splitting the integral at the jump gives

$$ \int_0^1 f(x)\,dx =\int_0^{1/2}x\,dx+\int_{1/2}^1(x+1)\,dx =\frac18+\left(\frac38+\frac12\right) =1. $$

The value at the single splitting point does not affect a Riemann integral; equivalently, the integral is obtained as the limit of sums whose intervals around that point have arbitrarily small total length. Check: the first piece contributes \(1/8\), and the second contributes \(3/8+1/2=7/8\), so the total is \(1/8+7/8=1\). Direct antiderivatives on the two pieces give the same values.

Worked Example: A Staircase Function

Let \(f(x)=\lfloor 3x\rfloor\) on \([0,1]\), where \(\lfloor y\rfloor\) is the greatest integer less than or equal to \(y\). This function is nondecreasing and bounded; it has jumps at \(1/3\), \(2/3\), and at the right endpoint \(1\). Thus it is Riemann integrable.

For any positive integer \(N\), take the \(3N\) equal subintervals of width \(1/(3N)\) and use their midpoints as tags. There are \(N\) midpoints in each of \([0,1/3)\), \([1/3,2/3)\), and \([2/3,1)\); the function values at those midpoints are respectively \(0\), \(1\), and \(2\). The tagged sum is therefore

$$ \frac{1}{3N}\bigl(N\cdot0+N\cdot1+N\cdot2\bigr)=1. $$

The mesh \(1/(3N)\) tends to zero, so these sums converge to the integral, which is \(1\). Check: the three intervals have length \(1/3\) and constant values \(0\), \(1\), and \(2\) away from their endpoints, giving \(0\cdot(1/3)+1\cdot(1/3)+2\cdot(1/3)=1\). The endpoint values do not change the integral.

A Pitfall: A Jump Cannot Be Ignored by the Fundamental Theorem

For the single-jump function above, it is incorrect to apply the fundamental theorem of calculus across the jump and conclude that the integral equals \(f(1)-f(0)=2\). Although \(f'(x)=1\) away from \(x=1/2\), this function is discontinuous there, so that application of the theorem is not justified. The actual integral, computed on the two pieces, is \(1\), while \(f(1)-f(0)=2\). The jump contributes to the endpoint difference but is not an area of that size. Monotonicity guarantees Riemann integrability; it does not make a discontinuous function eligible for every calculus formula.

It is also important not to mistake “at most countably many” for “finitely many.” The rational-interval argument permits infinitely many jumps: their associated value intervals are disjoint, but their lengths can become arbitrarily small. Countability is enough here because every countable subset of a real interval has Lebesgue measure zero.

Check Your Understanding

Use the one-sided-limit argument and the integrability theorem to justify your answers.

  1. For a bounded nondecreasing function, why must \(f(x-)\le f(x)\le f(x+)\) at every interior point?
  2. Explain why the open intervals \((f(x-),f(x+))\) for distinct interior discontinuities are disjoint.
  3. What additional points must be considered after proving the interior discontinuities form a countable set?
  4. Use equal-width Darboux sums to compute the integral of \(f(x)=x\) on \([0,1]\).
  5. Why does a countable discontinuity set suffice for Riemann integrability of a bounded function?