Theorem 6.22 — integration by parts
DisprovedRudin.ch06_integration_by_partsanalysisintegration
If and are differentiable on with and , then
Preamble
import Mathlib import Definitions.Def_Rudin_ch06_stieltjes open Filter Topology
Formal statement
namespace Rudin
/-- Rudin, Theorem 6.22 (integration by parts): if `F` and `G` are differentiable on `[a, b]`
with `F' = f ∈ ℛ` and `G' = g ∈ ℛ`, then
`∫ₐᵇ F g dx = F b G b - F a G a - ∫ₐᵇ f G dx`. -/
theorem ch06_integration_by_parts (a b : ℝ) (hab : a ≤ b) (F G f g : ℝ → ℝ)
(hF : ∀ x ∈ Set.Icc a b, HasDerivAt F (f x) x)
(hG : ∀ x ∈ Set.Icc a b, HasDerivAt G (g x) x)
(hf : RiemannIntegrable a b f) (hg : RiemannIntegrable a b g) :
RiemannIntegral a b (fun x => F x * g x) =
F b * G b - F a * G a - RiemannIntegral a b (fun x => f x * G x) := by sorry
end RudinSource
Walter Rudin, Principles of Mathematical Analysis, 3rd edition, McGraw-Hill, 1976, Chapter 6, p. 134, Theorem 6.22
Read-back
What the Lean code literally says, in plain math · Aristotle (Harmonic)
Let and let satisfy:
- at every , is differentiable with derivative ;
- at every , is differentiable with derivative ;
- is Riemann integrable on and is Riemann integrable on (in the sense of this bundle: upper integral lower integral with integrator the identity).
Then
where each integral denotes the corresponding upper integral over with integrator the identity. Integrability of the two products and is not asserted; the equation is between the values as defined. The differentiability hypotheses are two-sided and imposed at the endpoints as well.
Human review
Confirmed by the mission captain (proposal self-audit).