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Motivation:

In Spivak "Calculus on Manifolds" proof of Change of Variable in Integration - Theorem 3-13 (p. 68). He mentions, in a part of the proof, that: \begin{equation} \sum_S \int_{g^{-1}(\text{int}S)} f \circ g |\det g'| \le \int_{g^{-1}(V)} f \circ g |\det g'| \end{equation}

where $V$ is a rectangle and $S$ are all the subrectangles contained in a partition of $V$. And $\text{int}S$ is the interior of this subrectangle. Where $f$ is integrable and $g$ is a 1-1 continuos differentiable function.


Question

Why do we need the above inequality? Because I am of the impression that the equality would always hold in the above equation.


My take on the problem

In more general terms, I am of the impression that for any integrable funciton $h$, given an open set $A$ and open subsets $G_i$ such that $B = (A -\cup_i G_i)$ has measure 0, than: \begin{equation} \int_A h = \sum_i \int_{G_i} h \end{equation}

(tentative) Proof. Assume that we define an admissible open cover to each $G_i$, and define $\Phi_i$ a partition of the unit subordinate to this open cover (the existance of such partition is given by theorem 3-11 of the same book). By the definition of integrable in the extended sense (p.65 of the same book): \begin{equation} \int_{G_i} h = \sum_{\phi_i \in \Phi_i} \int_{G_i}\phi_i h \end{equation}

Now, the set $B = (A -\cup_i G_i)$ has measure 0 and hence can be covered with closed rectangles ${R_1, R_2, \cdots}$ with total volume smaller than any $\epsilon$. For each of these rectangles, we can define an open set inside $A$ covering $R_j$, and associate a function $\psi_j$, such that this function is zero outside of $R_j$, is $C^{\inf}$ and $\sum_j \psi_j(x) = 1$ and $0 \le \psi_j(x) \le 1$ for every $x \in B$. Similarly to theorem 3-11 of the same book.

It follow that $(\cup_i \Phi_i) \cup (\cup_j \psi_j)$ is a partition of the unit subordinate to a admissible cover of $A$ and hence, by definition: \begin{equation} \int_{A} h = \sum_i \sum_{\phi_i \in \Phi_i} \int_{G_i}\phi_i h + \sum_j \int_{R_j}\psi_j h \end{equation} However, we can made the volume of $R_j$ arbitrarily small. And, hence: \begin{equation} \int_{A} h = \sum_i \sum_{\phi_i \in \Phi_i} \int_{G_i}\phi_i h = \sum_i \int_{G}h \end{equation}

1 Answers1

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Yes, the equality does hold.

I think Spivak's thought process was like this:

  1. He assumed that the function $f$ is positive.
  2. Then the inequality would pretty much "obviously" hold due to adding only positive points
  3. Having proven the fact for positive functions, we can write any $f$ as a difference of its positive and negative part and be done.

Although statements 2 and 3 are not actually obvious and require rigorous proof (as everything else does), they are quite intuitive and at the same time sufficient to prove our fact.
(Yeah, Spivak did leave out a lot details in many parts of "Calculus on Manifolds".)

Sgg8
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