how to show an improper integral is well defined?












2














Let $g$ be continuous on [0,1] and assume that $f$ is continuous on (0,1]. Assume further that for any $epsilonin (0,1)$, we have
begin{align*}
int_{epsilon}^{1} f(s), ds=int_{h(epsilon)}^{1} g(u),du
end{align*}

where $h(epsilon)in (0,1)$ and $h(epsilon)to 0$ as $epsilon to 0$.



I want to show that the improper integral
begin{align*}
int_{0}^{1}f(s),ds
end{align*}

is well defined.



My question is that how to show an improper integral is well defined? Do I need to use Cauthy's criterion to that this integral is bounded by some other well defined integral?










share|cite|improve this question
























  • The limit as $epsilonto 0$ of the integral on the right-hand side is $int_0^1 g(u),du$, which exists since $g$ is continuous in $[0,1]$.
    – Mark Viola
    Dec 9 at 0:48


















2














Let $g$ be continuous on [0,1] and assume that $f$ is continuous on (0,1]. Assume further that for any $epsilonin (0,1)$, we have
begin{align*}
int_{epsilon}^{1} f(s), ds=int_{h(epsilon)}^{1} g(u),du
end{align*}

where $h(epsilon)in (0,1)$ and $h(epsilon)to 0$ as $epsilon to 0$.



I want to show that the improper integral
begin{align*}
int_{0}^{1}f(s),ds
end{align*}

is well defined.



My question is that how to show an improper integral is well defined? Do I need to use Cauthy's criterion to that this integral is bounded by some other well defined integral?










share|cite|improve this question
























  • The limit as $epsilonto 0$ of the integral on the right-hand side is $int_0^1 g(u),du$, which exists since $g$ is continuous in $[0,1]$.
    – Mark Viola
    Dec 9 at 0:48
















2












2








2







Let $g$ be continuous on [0,1] and assume that $f$ is continuous on (0,1]. Assume further that for any $epsilonin (0,1)$, we have
begin{align*}
int_{epsilon}^{1} f(s), ds=int_{h(epsilon)}^{1} g(u),du
end{align*}

where $h(epsilon)in (0,1)$ and $h(epsilon)to 0$ as $epsilon to 0$.



I want to show that the improper integral
begin{align*}
int_{0}^{1}f(s),ds
end{align*}

is well defined.



My question is that how to show an improper integral is well defined? Do I need to use Cauthy's criterion to that this integral is bounded by some other well defined integral?










share|cite|improve this question















Let $g$ be continuous on [0,1] and assume that $f$ is continuous on (0,1]. Assume further that for any $epsilonin (0,1)$, we have
begin{align*}
int_{epsilon}^{1} f(s), ds=int_{h(epsilon)}^{1} g(u),du
end{align*}

where $h(epsilon)in (0,1)$ and $h(epsilon)to 0$ as $epsilon to 0$.



I want to show that the improper integral
begin{align*}
int_{0}^{1}f(s),ds
end{align*}

is well defined.



My question is that how to show an improper integral is well defined? Do I need to use Cauthy's criterion to that this integral is bounded by some other well defined integral?







real-analysis calculus improper-integrals






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edited Dec 8 at 23:34









GNUSupporter 8964民主女神 地下教會

12.8k72445




12.8k72445










asked Dec 8 at 23:26









Jiexiong687691

705




705












  • The limit as $epsilonto 0$ of the integral on the right-hand side is $int_0^1 g(u),du$, which exists since $g$ is continuous in $[0,1]$.
    – Mark Viola
    Dec 9 at 0:48




















  • The limit as $epsilonto 0$ of the integral on the right-hand side is $int_0^1 g(u),du$, which exists since $g$ is continuous in $[0,1]$.
    – Mark Viola
    Dec 9 at 0:48


















The limit as $epsilonto 0$ of the integral on the right-hand side is $int_0^1 g(u),du$, which exists since $g$ is continuous in $[0,1]$.
– Mark Viola
Dec 9 at 0:48






The limit as $epsilonto 0$ of the integral on the right-hand side is $int_0^1 g(u),du$, which exists since $g$ is continuous in $[0,1]$.
– Mark Viola
Dec 9 at 0:48












1 Answer
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The improper integral is well defined if $displaystyle lim_{epsilon to 0} int_e^1 f(s) ,ds$ exists.



Since $g$ is continuous and integrable on $[0,1]$ you can take your pick of ways to prove this.



Using the Cauchy criterion we have



$$left|int_alpha^beta f(s) , ds right| = left|int_{h(alpha)}^{h(beta)} g(s) , ds right| leqslant sup_{[0,1]}|g|,|h(beta) - h(alpha)| longrightarrow _{alpha,beta to 0} 0$$






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    1 Answer
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    active

    oldest

    votes








    1 Answer
    1






    active

    oldest

    votes









    active

    oldest

    votes






    active

    oldest

    votes









    0














    The improper integral is well defined if $displaystyle lim_{epsilon to 0} int_e^1 f(s) ,ds$ exists.



    Since $g$ is continuous and integrable on $[0,1]$ you can take your pick of ways to prove this.



    Using the Cauchy criterion we have



    $$left|int_alpha^beta f(s) , ds right| = left|int_{h(alpha)}^{h(beta)} g(s) , ds right| leqslant sup_{[0,1]}|g|,|h(beta) - h(alpha)| longrightarrow _{alpha,beta to 0} 0$$






    share|cite|improve this answer


























      0














      The improper integral is well defined if $displaystyle lim_{epsilon to 0} int_e^1 f(s) ,ds$ exists.



      Since $g$ is continuous and integrable on $[0,1]$ you can take your pick of ways to prove this.



      Using the Cauchy criterion we have



      $$left|int_alpha^beta f(s) , ds right| = left|int_{h(alpha)}^{h(beta)} g(s) , ds right| leqslant sup_{[0,1]}|g|,|h(beta) - h(alpha)| longrightarrow _{alpha,beta to 0} 0$$






      share|cite|improve this answer
























        0












        0








        0






        The improper integral is well defined if $displaystyle lim_{epsilon to 0} int_e^1 f(s) ,ds$ exists.



        Since $g$ is continuous and integrable on $[0,1]$ you can take your pick of ways to prove this.



        Using the Cauchy criterion we have



        $$left|int_alpha^beta f(s) , ds right| = left|int_{h(alpha)}^{h(beta)} g(s) , ds right| leqslant sup_{[0,1]}|g|,|h(beta) - h(alpha)| longrightarrow _{alpha,beta to 0} 0$$






        share|cite|improve this answer












        The improper integral is well defined if $displaystyle lim_{epsilon to 0} int_e^1 f(s) ,ds$ exists.



        Since $g$ is continuous and integrable on $[0,1]$ you can take your pick of ways to prove this.



        Using the Cauchy criterion we have



        $$left|int_alpha^beta f(s) , ds right| = left|int_{h(alpha)}^{h(beta)} g(s) , ds right| leqslant sup_{[0,1]}|g|,|h(beta) - h(alpha)| longrightarrow _{alpha,beta to 0} 0$$







        share|cite|improve this answer












        share|cite|improve this answer



        share|cite|improve this answer










        answered Dec 9 at 0:46









        RRL

        48.8k42573




        48.8k42573






























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