Proposition 1. Let $I=[a,b]$ be a compact interval of $\mathbb{R}$. Let $G$ be an open set of $I$. Then there exists an increasing sequence of step functions $\{s_n\}$ defined on $I$ such that $s_n\nearrow \chi_{G}$ almost everywhere on $I$.
I was trying to prove it, so I first considered the case of $G$ being connected (I was thinking to consider the connected components of $G$, but if there were infinite I don't know how to do that). In this case, we can easily define a sequence $\{G_n\}_{n\in\mathbb{N}}$of compact subintervals of $G$ which satisfies:
\begin{align}(\forall n\in\mathbb{N}),G_n&\subset G\\ (\forall n\in \mathbb{N}), G_n&\subset G_{n+1}\\ \bigcup_{n\in\mathbb{N}}G_n&=G\end{align}
and then just take the sequence of functions given by $$s_n=\chi_{G_n}$$
If the set $G$ is not connected, how should I approach the problem?
If we supposed $G$ was closed, would there be some problem in the validity of the proposition? For example, we would be able to find a decreasing sequence for $\chi_{G}$, given an increasing sequence for the characteristic function of the complement (If $s_n\nearrow \chi_{G^c}$ then $1-s_n\searrow \chi_G$). So the problem might become to find a decreasing sequence for the case of $G$ being open.