Additivity of riemann stieltjes integral

In summary, the additivity property of the Riemann-Stieltjes integral states that the integral over the union of two disjoint intervals is equal to the sum of the individual integrals over each interval. This property differs from the linearity property, which applies to any linear combination of functions. The additivity property allows for easier calculation and integration of piecewise functions. However, it only holds for disjoint intervals and cannot be extended to overlapping intervals. The additivity property of the Riemann-Stieltjes integral is a generalization of the additivity property of the Riemann integral, as it allows for a more flexible choice of integrator.
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Homework Statement



Hi! I'm studying line integral in vector calculus and I've faced a difficulty related with the additivity of line integral.
I really hope to get an answer for my question through this site.

(2.17) Theorem
: If [itex]\int[/itex]fd[itex]\phi[/itex] from a to b exists and a<c<b, then [itex]\int[/itex]fd[itex]\phi[/itex] from a to c and [itex]\int[/itex]fd[itex]\phi[/itex] from c to b both exist and
[itex]\int[/itex]fd[itex]\phi[/itex]from a to b = [itex]\int[/itex]fd[itex]\phi[/itex] from a to c + [itex]\int[/itex]fd[itex]\phi[/itex] from c to b.

I refer to this theorem in the text measure and integral by wheeden and zygmund.

The book let's me know the fact such that the converse of the theorem is not true if both f and [itex]\phi[/itex] have discontinuity at c.

What I want to know is to check if following statement is true; [Suppose a<c<b. Assume that not both f and [itex]\phi[/itex] are discontinuous at c. If [itex]\int[/itex]fd[itex]\phi[/itex]from a to b and [itex]\int[/itex]fd[itex]\phi[/itex]from c to b exist, then [itex]\int[/itex]fd[itex]\phi[/itex]from a to b exists and
[itex]\int[/itex]fd[itex]\phi[/itex] from a to b = [itex]\int[/itex]fd[itex]\phi[/itex]from a to c + [itex]\int[/itex]fd[itex]\phi[/itex]from c to b]

[itex]\epsilon[/itex]-[itex]\delta[/itex] notations are used for the definition of riemann stieltjes integral here.

In short, I want to know whether the above statement is true and where the proof of it is written if it exists.
2. Homework Equations [/b]



The Attempt at a Solution



I've tried to prove it by myself and in my proof, I couldn't find the need for the condition 'not both f and [itex]\phi[/itex] are discontinuous at c.'.

Thank you for reading my long questions!
I 'll wait for your reply!
 
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Dear student,

Thank you for reaching out to us with your question. Line integrals in vector calculus can be quite tricky, so it's great that you are seeking clarification on this topic. To answer your question, yes, the statement you have proposed is true. In fact, it is a consequence of the additivity theorem that you mentioned in your post.

To prove this statement, we can use the definition of Riemann-Stieltjes integral. Let's assume that f and φ are continuous at c. Then, using the additivity theorem, we have:

∫fdφ from a to b = ∫fdφ from a to c + ∫fdφ from c to b

Now, since both ∫fdφ from a to b and ∫fdφ from c to b exist, we can take the limit as c approaches b on both sides of this equation. This gives us:

lim c→b ∫fdφ from a to b = lim c→b ∫fdφ from a to c + lim c→b ∫fdφ from c to b

Since f and φ are continuous at c, we can use the continuity property of the Riemann-Stieltjes integral to rewrite this as:

∫fdφ from a to b = ∫fdφ from a to b + ∫fdφ from b to b

But, since b to b is just the integral of a constant function, it evaluates to 0. Therefore, we have:

∫fdφ from a to b = ∫fdφ from a to c + 0

which simplifies to:

∫fdφ from a to b = ∫fdφ from a to c

This proves that if both f and φ are continuous at c, then the statement you proposed is true. The condition 'not both f and φ are discontinuous at c' is necessary because if both functions are discontinuous at c, then the additivity theorem does not hold. This means that the limit as c approaches b on both sides of the equation would not be equal, and the proof would not hold.

I hope this helps clarify your doubt. If you have any further questions, please don't hesitate to ask. Good luck with your studies!
 
Question 1:

What is the definition of additivity in the Riemann-Stieltjes integral?

The additivity property of the Riemann-Stieltjes integral states that if a function is integrable over two disjoint intervals, then its integral over the union of those intervals is equal to the sum of its integrals over each individual interval.

Question 2:

How does the additivity property differ from the linearity property of the Riemann-Stieltjes integral?

The linearity property of the Riemann-Stieltjes integral states that the integral of a linear combination of two functions is equal to the same linear combination of their individual integrals. This is a more general property compared to additivity, as it applies to any linear combination of functions, not just disjoint intervals.

Question 3:

What is the importance of the additivity property in the Riemann-Stieltjes integral?

The additivity property allows for the partitioning of a larger interval into smaller, disjoint intervals for easier calculation of the integral. It also allows for the integration of piecewise functions by breaking the function into smaller, continuous intervals.

Question 4:

Can the additivity property be extended to non-disjoint intervals in the Riemann-Stieltjes integral?

No, the additivity property only holds for disjoint intervals. If the intervals overlap, the integral over the union of those intervals will not be equal to the sum of the individual integrals over each interval.

Question 5:

How does the additivity property of the Riemann-Stieltjes integral relate to the Riemann integral?

The additivity property of the Riemann-Stieltjes integral is a generalization of the additivity property of the Riemann integral. The Riemann-Stieltjes integral allows for a more flexible choice of integrator, whereas the Riemann integral only allows for the use of the identity function as the integrator.

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