Example of an integrable, but discontinuous function


Define  g: MathType@MTEF@5@5@+=feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaam4zaiaacQdacqWIDesOcqGHsgIRcqWIDesOaaa@3C63@ by  g(x){ x 2 sin 1 x , if  x0 0, if  x=0 MathType@MTEF@5@5@+=feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaam4zaiaacIcacaWG4bGaaiykaiabg2da9maaceaabaqbaeaabiqaaaqaaiaadIhadaahaaWcbeqaaiaaikdaaaGccqGHflY1ciGGZbGaaiyAaiaac6gadaWcaaqaaiaaigdaaeaacaWG4baaaiaabYcacaqGGaGaaeOzaiaabggacaqGSbGaaeiBaiaabohacaWG4bGaeyiyIKRaaGimaaqaaiaaicdacaqGSaGaaeiiaiaabAgacaqGHbGaaeiBaiaabYgacaqGZbGaamiEaiabg2da9iaaicdaaaaacaGL7baaaaa@570F@ .  For g we have:

  1. g is differentiable and  g (x)={ 2xsin 1 x cos 1 x , if  x0 0, if  x=0 MathType@MTEF@5@5@+=feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabm4zayaafaGaaiikaiaadIhacaGGPaGaeyypa0ZaaiqaaeaafaqaaeGabaaabaGaaGOmaiaadIhacqGHflY1ciGGZbGaaiyAaiaac6gadaWcaaqaaiaaigdaaeaacaWG4baaaiabgkHiTiGacogacaGGVbGaai4CamaalaaabaGaaGymaaqaaiaadIhaaaGaaeilaiaabccacaqGMbGaaeyyaiaabYgacaqGSbGaae4CaiaadIhacqGHGjsUcaaIWaaabaGaaGimaiaabYcacaqGGaGaaeOzaiaabggacaqGSbGaaeiBaiaabohacaWG4bGaeyypa0JaaGimaaaaaiaawUhaaaaa@5C6C@ .

  2. g MathType@MTEF@5@5@+=feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabm4zayaafaaaaa@36E4@ is discontinuous (at 0).

Proof:  

1.  If x0 MathType@MTEF@5@5@+=feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEaiabgcMi5kaaicdaaaa@396A@ we see that g is differentiable at x due to the product and the chain rule [7.6.3/11]. The derivation at x calculates to

g (x)=2xsin 1 x + x 2 cos 1 x ( 1 x 2 )=2xsin 1 x cos 1 x MathType@MTEF@5@5@+=feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabm4zayaafaGaaiikaiaadIhacaGGPaGaeyypa0JaaGOmaiaadIhacqGHflY1ciGGZbGaaiyAaiaac6gadaWcaaqaaiaaigdaaeaacaWG4baaaiabgUcaRiaadIhadaahaaWcbeqaaiaaikdaaaGccqGHflY1ciGGJbGaai4BaiaacohadaWcaaqaaiaaigdaaeaacaWG4baaaiabgwSixlaacIcacqGHsisldaWcaaqaaiaaigdaaeaacaWG4bWaaWbaaSqabeaacaaIYaaaaaaakiaacMcacqGH9aqpcaaIYaGaamiEaiabgwSixlGacohacaGGPbGaaiOBamaalaaabaGaaGymaaqaaiaadIhaaaGaeyOeI0Iaci4yaiaac+gacaGGZbWaaSaaaeaacaaIXaaabaGaamiEaaaaaaa@6316@

If x=0 MathType@MTEF@5@5@+=feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEaiabg2da9iaaicdaaaa@38A9@ we need to check if the difference quotient function gg(0) X0 MathType@MTEF@5@5@+=feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaSaaaeaacaWGNbGaeyOeI0Iaam4zaiaacIcacaaIWaGaaiykaaqaaiaadIfacqGHsislcaaIWaaaaaaa@3D58@ has a limit. But as the following estimate holds for all x0 MathType@MTEF@5@5@+=feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEaiabgcMi5kaaicdaaaa@396A@ (note that sin is bounded by 1)

0| g(x)g(0) x0 |=| x 2 sin 1 x x |=|x||sin 1 x ||x| MathType@MTEF@5@5@+=feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaGimaiabgsMiJkaacYhadaWcaaqaaiaadEgacaGGOaGaamiEaiaacMcacqGHsislcaWGNbGaaiikaiaaicdacaGGPaaabaGaamiEaiabgkHiTiaaicdaaaGaaiiFaiabg2da9iaacYhadaWcaaqaaiaadIhadaahaaWcbeqaaiaaikdaaaGccqGHflY1ciGGZbGaaiyAaiaac6gadaWcaaqaaiaaigdaaeaacaWG4baaaaqaaiaadIhaaaGaaiiFaiabg2da9iaacYhacaWG4bGaaiiFaiabgwSixlaacYhaciGGZbGaaiyAaiaac6gadaWcaaqaaiaaigdaaeaacaWG4baaaiaacYhacqGHKjYOcaGG8bGaamiEaiaacYhaaaa@62C9@

the identity lim x0 g(x)g(0) x0 =0 MathType@MTEF@5@5@+=feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaCbeaeaaciGGSbGaaiyAaiaac2gaaSqaaiaadIhacqGHsgIRcaaIWaaabeaakmaalaaabaGaam4zaiaacIcacaWG4bGaaiykaiabgkHiTiaadEgacaGGOaGaaGimaiaacMcaaeaacaWG4bGaeyOeI0IaaGimaaaacqGH9aqpcaaIWaaaaa@4845@ is valid, so that g is differentiable at 0 with g (0)=0 MathType@MTEF@5@5@+=feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabm4zayaafaGaaiikaiaaicdacaGGPaGaeyypa0JaaGimaaaa@3AB7@ .

2.  As e.g. 1 2πn 0 MathType@MTEF@5@5@+=feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaSaaaeaacaaIXaaabaGaaGOmaiabec8aWjaad6gaaaGaeyOKH4QaaGimaaaa@3CCA@ , but g ( 1 2πn )= 1 πn sin(2πn)cos(2πn)=11 g (0) MathType@MTEF@5@5@+=feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabm4zayaafaGaaiikamaalaaabaGaaGymaaqaaiaaikdacqaHapaCcaWGUbaaaiaacMcacqGH9aqpdaWcaaqaaiaaigdaaeaacqaHapaCcaWGUbaaaiGacohacaGGPbGaaiOBaiaacIcacaaIYaGaeqiWdaNaamOBaiaacMcacqGHsislciGGJbGaai4BaiaacohacaGGOaGaaGOmaiabec8aWjaad6gacaGGPaGaeyypa0JaeyOeI0IaaGymaiabgkziUkabgkHiTiaaigdacqGHGjsUceWGNbGbauaacaGGOaGaaGimaiaacMcaaaa@5C2C@ , we find g MathType@MTEF@5@5@+=feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabm4zayaafaaaaa@36E4@ to be discontinuous at 0.
 

So we know that  f g MathType@MTEF@5@5@+=feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOzaiabg2da9iqadEgagaqbaaaa@38D5@ is discontinuous and has a primitive.