The Use of Tagged Partitions in Elementary Real Analysis: The American Mathematical Monthly
The Use of Tagged Partitions in Elementary Real Analysis: The American Mathematical Monthly
Russell A. Gordon
To cite this article: Russell A. Gordon (1998) The Use of Tagged Partitions in
Elementary Real Analysis, The American Mathematical Monthly, 105:2, 107-117, DOI:
10.1080/00029890.1998.12004858
Article views: 4
The purpose of this paper is to present alternate proofs of several well known
results in elementary real analysis. An alternate proof of a theorem provides a new
way of looking at the theorem and this fresh perspective is often enough to justify
the new approach. However, a new proof of an old result that is conceptually
easier and points the way to generalizations of the result has obvious benefits. This
is the case, in my opinion, for several of the proofs presented in this paper.
The results to be considered here all depend on the Completeness Axiom; every
nonempty bounded set of real numbers has a supremum. Throughout this paper,
the universe is the set of real numbers, denoted by R. Several useful statements
that are equivalent to the Completeness Axiom are given in the following list:
1. Every Cauchy sequence converges.
2. Every bounded monotone sequence converges.
3. Every bounded sequence contains a convergent subsequence.
4. The intersection of a nested sequence of closed and bounded intervals is
nonempty.
One of these equivalent statements provides the theoretical basis for results such
as the Intermediate Value Theorem, the Extreme Value Theorem, and the
integrability of continuous functions. All of the proofs in this paper use a
consequence of the Completeness Axiom that involves tagged partitions of an
interval. The motivation for this concept can be found in the theory of the
Riemann integral. Although tagged partitions usually appear only in the context of
Riemann sums, we will show that tagged partitions can be used successfully to
prove results about differentiable functions and continuous functions as well. In
other words, the method of tagged partitions is quite versatile.
For the reader who chooses to skim this article as opposed to reading it fully, I
would like to highlight the proofs of Theorems 3, 10, and 14. The proof of
Theorem 3 is a good illustration of this new approach while the proofs of
Theorems 10 and 14 are simpler than the standard proofs found in current
textbooks. We begin with the definition of 8-fine tagged partitions. This concept
has its origins in the theory of the Henstock integral. A thorough treatment of the
Henstock integral can be found in [2].
8 (x) = ~fO ~x ~ 1;
{xj2,
.01, tfx-0.
Note that the interval (x - 8(x), x + 8(x)) does not contain 0 unless x = 0.
Consequently, any 8-fine tagged partition of [0, 1] must have 0 as a tag. Using
similar ideas, it is possible to force any finite number of points to be tags.
2. Let {Ik} be a sequence of open intervals in (a, b), let G = U ~= 1lk, and let
H =[a, b] \G. For each x E G, there exists an index k and a positive
number 8(x) such that (x - 8(x), x + 8(x)) ~ Ik. (In essence, 8(x) repre-
sents the distance from the point x to the closed set H.) For each x E H, let
8(x) = 1. This defines a positive function 8 on [a, b]. Suppose that
{(c;, [x; _ 1 , x;D: 1 ~ i ~ n} is a 8-fine tagged partition of [a, b] and let
SG = {i: c; E G}. Since the intervals in the partition are non-overlapping,
oc
i= 1
=e(b-a).
Theorem 1. If o is a positive function defined on the interval [a, b), then there exists a
o-fine tagged partition of [a, b ].
Proof" Let E be the set of all points x E (a, b] for which there exists a o-fine
tagged partition of [a, x ]. The set E is not empty since it contains the interval
(a, a + o(a))-the one element set {(a, [a, x])} is a 0-fine tagged partition of [a, x]
for each x E (a, a + o(a)). Let z = sup E and note that z E [a, b ]. To complete
the proof, it is sufficient to prove that z belongs to E and that z = b.
Since z = sup E, either z E E or there is a point u E E such that z- o(z) <
u < z. In the latter case, let .9' be a o-firte tagged partition of [a, u] and let
.9' 1 = .9' U {(z, [u, z ])}. Then .9' 1 is a 0-fine tagged partition of [a, z] and this shows
that z E £. Now suppose that z < b. Let u be a point in [a, b] such that
z < u < z + o(z) and let .9'2 = .9' 1 u {(z, [z, u ])}. Then .9'2 is a 0-fine tagged
partition of [a, u] and it follows that u E £,a contradiction to the fact that z is an
upper bound of the set E. We conclude that z = b. •
This proof of the existence of 0-fine tagged partitions makes direct use of the
Completeness Axiom. One may also prove this result using the Nested Intervals
Theorem (statement 4 in the introduction); the details are left to the reader. When
requested to give a proof of this result, students often try a direct approach; the
actual construction of a 0-fine tagged partition. This is not difficult if the number
of points where the function o"goes to 0" is finite. Such attempts by students offer
good opportunities to discuss the full generality of functions and sets. The
similarities between the proof of the existence of 0-fine tagged partitions of [a, b]
and the proof (at least one of the standard proofs) that the interval [a, b] is a
compact set are evident. This is no accident-the two statements are actually
equivalent. However, compact sets are a difficult concept for many students since
the typical student finds open covers, finite subcovers, and manipulations with
large collections of sets rather abstract. A positive function o seems easier to
visualize and the end result, a tagged partition, is easy to grasp: start with a piece
of string, cut it into pieces of various lengths, and mark a point on each piece. In
addition, the definition of a 0-fine tagged partition seems a little more motivated
than the open cover definition of a compact set. For the record, I am not
Proof' Suppose that f(a) < L < f(b ); the proof for f(b) < L < f(a) is similar.
Assume that f(x) -=1= L for all x E [a, b]. Since f is continuous at each point x of
[a, b ],
if f(x) < L, there exists 8(x) > 0 such that f(t) < L for all t E [a, b] that
satisfy It -xi < 8(x);
if f(x) > L, there exists 8(x) > 0 such that f(t) > L for all t E [a, b] that
satisfy It- xi < 8(x).
This defines a positive function 8 on [a, b]. Let {(c;, [x;_ 1 , x;]): 1 sis n} be a
8-fine tagged partition of [a, b]. Note that for each index i either f(x) < L for all
x E [x;_ 1 , X;] or f(x) > L for all x E [x;_ 1 , x;]. Since f(x 0 ) = f(a) < L, we find
that f(x) < L for all x E [x 0 , xd. Since f(x 1 ) < L, we find that f(x) < L for all
x E [x 1, x 2 ]. After a finite number of similar steps, we find that f(b) = f(xn) < L,
a contradiction. Hence, there exists a point c E (a, b) such that f(c) = L. •
We next prove that a continuous function defined on [a, b] is bounded on [a, b].
The proof of this result using subsequences is an indirect proof, but with 8-fine
tagged partitions, a direct proof is possible.
Proof' Since f is continuous on [a, b ], for each x E [a, b] there exists a positive
number 8(x) such that if(t)- f(x)l < 1 for all t E [a, b] that satisfy It- xi <
8(x). This defines a positive function 8 on [a, b]. Let {(c;, [x;_ 1 , x;D: 1 s i s n} be
a 8-fine tagged partition of [a, b] and let M = max{lf(c;)l: 1 sis n}. Given a
point x E [a, b], there is an index j such that x E [x1_ 1 , x1] and thus
lf(x)l s lf(x) -f(cJI + lf(c1)1 < 1 +M.
This shows that the function f is bounded by 1 + M. •
The proof of the preceding result reveals that the continuity hypothesis is not all
that crucial. The continuity of f at the point x is only used to obtain a local bound
for the function f. A function f is locally bounded at a point x if there exist
positive numbers M and 8 such that lf(t)l s M for all t that satisfy It -xi < 8.
A slight modification in the proof of Theorem 3 yields the following stronger
result.
Proof" Since f is locally bounded at each point of [a, b], for each x E [a, b] there
exist positive numbers M(x) and o(x) such that lf(t)l ~ M(x) for all t E [a, b]
that satisfy It - xl < o(x ). This defines a positive function o on [a, b ]. Let
{(c;, [x;-p x;]): 1 ~ i ~ n} be a o-fine tagged partition of [a, b] and let M =
max{M(c): 1 ~ i ~ n}. Given a point x E [a, b ], there is an index j such that
x E [xj_ 1 , x) and thus lf(x)l ~ M(c) ~ M. This shows that the function f is
bounded by M. •
Corollary 5. Iff: [a, b]---+ R has one-sided limits at each point of [a, b], then f is
bounded on [a, b].
Theorem 6. Iff: [a, b] ---+ R is continuous on [a, b ], then there exist points c, d E [a, b]
such that f(c) ~ f(x) ~ f(d) for all x E [a, b ].
Proof" We prove that there exists a point dE [a, b] such that f(x) ~ f(d) for all
x E [a, b ]; the proof of the existence of a point c is quite similar (or one can
consider the function -f). Let M = sup{f(x ): x E [a, b]} and suppose that
f(x) < M for all x E [a, b]. Since f is continuous on [a, b], for each x E [a, b]
there exist positive numbers o(x) and a(x) such that f(t) < M- a(x) for all
t E [a, b] that satisfy It- xl < o(x). (For example, one could let a(x) =
(M- f(x))/2.) This defines a positive function o on [a, b]. Let {(c;, [xi-1, x;]):
1 ~ i ~ n} be a 0-fine tagged partition of [a, b], let a= min{a(c): 1 ~ i ~ n}, and
note that a is a positive number. Fix x E [a, b] and choose an index j such that
x E [xj _ ~' xJ It follows that
f(x) <M- a(cJ ~M- a.
This inequality, valid for all x E [a, b ], contradicts the definition of the number M.
Hence, there exists a point d E [a, b] such that f(d) = M and it follows that
f(x) ~ f(d) for all x E [a, b]. •
Another familiar result about continuous functions that involves the Complete-
ness Axiom is the fact that a continuous function on the closed interval [a, b] is
uniformly continuous on [a, b]. The typical proof of this fact either uses sequences
and the Bolzano-Weierstrass Theorem or open covers and the Heine-Bore! Theo-
rem. Since the Completeness Axiom lies behind the proof of this result, the
uniform continuity theorem can also be proved using 0-fine tagged partitions. The
Proof' Let e > 0. For each x E [a, b1 choose S(x) > 0 so that lf(t)- f(x)l < ej2
for all t E [a, b1 that satisfy It- xi < 2S(x). This defines a positive function Son
[a, b 1. Let {(c;, [x; _ 1 , X;]): 1 ~ i ~ n} be a S-fine tagged partition of [a, b 1and let
S = min{S(c): 1 ~ i ~ n}. Suppose that s, t E [a, b1 with It- sl < S and choose
an index j such that s E [xj _ 1, xj 1. Note that
Is- cjl < S(cj);
It- cjl ~ It- sl + Is- cjl < S + S(cj) ~ 2S(cj).
It follows that
lf(t) -f(s)l ~ lf(t) -f(cj)l + lf(cj) -f(s)l <E.
This shows that the function f is uniformly continuous on [a, b 1.
•
It is possible to use S-fine tagged partitions to extend the previous result and
several others as well to the case in which the domain of the function is an
arbitrary closed and bounded set rather than a closed and bounded interval. We
will consider a set to be closed if its complement is an open set (and assume that
the reader is familiar with open sets). To illustrate the adjustments that are
necessary, we will prove the following result.
Proof' Let a = inf K and let b =sup K; then K ~[a, b1 and a, bE K. Let e > 0.
Define a positive function S on [a, b] as follows:
if x E K choose S(x) > 0 so that lf(t) - f(x)l < ej2 for all t E K that satisfy
It -xi < 2S(x);
if x E [a, b1 \ K choose S(x) > 0 so that (x- S(x), x + S(x)) n K = 0.
Let {(c;,[X;_ 1 ,xJ): 1 ~ i ~ n} be a &-fine tagged partition of [a,b]. By the
definition of S, it follows that c; E K whenever [x;_ 1 , xJ n K * 0. Let SK =
{i: C; E K} and let S = min(S(c;): i E SK}. Suppose that s, t E K with It- sl < S
and choose an index j such that s E [xj _ 1, xj]. Note that
Is- cjl < S(cj);
It- cjl ~ It- sl + Is- cjl < S + S(cj) ~ 2S(cj).
Since cj E K, it follows that
lf(t) -f(s)l ~ lf(t) -f(cj)l + lf(cj) -f(s)l <e.
This shows that the function f is uniformly continuous on K. •
We now turn to integration theory and prove that continuous functions are
Riemann integrable. The typical proof of this result uses the uniform continuity of
a continuous function on a closed and bounded interval. The use of &-fine tagged
where the oscillation, w(f, [c, d]), of the function f on the interval [c, d] is defined
by
w(f,[c,d]) = sup{lf(t)- f(s)l: s,t E [c,d]}.
It provides one measure of the variability of a function in an interval.
Proof' Let e > 0. Since f is continuous on [a, b ], for each x E [a, b] there exists
8(x) > 0 such that lf(t)- f(x)l < E for all t E [a, b] that satisfy It- xi < 8(x).
This defines a positive function 8 on [a, b ]. Let {(c;, [x; _ 1, X;]): 1 ~ i ~ n} be a
&-fine tagged partition of [a, b ]. Based upon the definition of 8, it is easy to see
that w(f,[x;_ 1 ,x;D ~ 2e for each index i. It follows that
n n
L;w(f,[xi-l,xi]}(x;-x;_d ~ L;2e(x;-X;_ 1 ) =2e(b-a).
i=i i=i
Theorem 10. Iff is bounded and continuous almost everywhere on [a, b ], then f is
Riemann integrable on [a, b ].
Proof' Let M be a bound for the function f on [a, b ], let D be the set of all points
x E [a, b] such that f is not continuous at x, and let e > 0. Since D has measure
zero, there exists a sequence {Jk} of open intervals such that D <;;; U ~= 1Ik and
if x $ D use the continuity off at x to choose O(x) > 0 so that lf(t) - f(x)l <
ej2 for all t E [a, b] that satisfy It- xi < 8(x);
if x ED choose 8(x) > 0 so that (x - 8(x), x + 8(x)) ~ Ik for some index k.
Let {(c;, [x; _1 , x;D: 1 ::s; i ::s; n} be a 8-fine tagged partition of [a, b] and define
S 0 = {i: c; $ D} and S 0 = {i: c; E D} .
Since the intervals [x;_ 1 , x;] are non-overlapping, we find that
n
L w(f,[x;_ 1 ,x;])(x; -x;_ 1 )
i~l
<e(b-a+2).
Hence, the function f is Riemann integrable on [a, b]. •
Finally, we consider the use of 8-fine tagged partitions to pro•;e results in which
the derivative is involved. One of the simplest results of this type is the fact that a
function with a positive derivative on an interval is increasing on that interval. This
result is usually proved in calculus textbooks as an easy application of the Mean
Value Theorem. Tracing the roots of the Mean Value Theorem leads to the
Extreme Value Theorem, so it becomes apparent that the Completeness Axiom is
needed in the proof of this monotonicity result. Since there are several intermedi-
ate results prior to the Mean Value Theorem (in the usual scheme), it is easy to
forget that the Completeness Axiom is relevant to this result. There are several
advantages to the proof given here-namely, the Completeness Axiom is more
apparent, continuity is not used explicitly, and few preliminary results are needed.
We want to prove that a function that has a positive derivative at each point of
an interval is increasing on that interval. As a reminder that there is indeed
something to prove here, consider the function F: [ -1, 1] ~ R defined by
2
F(x) = {x/2 + x sin(1/x), if X =I= 0;
0, if X= 0.
This function has a positive derivative at 0, but it is not increasing on any open
interval that contains 0. This indicates that a proof of some sort is needed for the
result under discussion. The purpose of the monotonicity result is to extract global
information (F is increasing on an interval) from local information (F' is positive
at each point).
Theorem 12. Suppose that F: [a, b] ---.. R is continuous on [a, b] and differentiable at
each point of (a, b). IfF '(x) > 0 for each x E (a, b), then F is increasing on [a, b].
Proof" Let D be the set of all points x E [a, b] such that either F'(x) does not
exist or F'(x) ~ 0 and express D as a sequence {dk: k E z+}. Let e > 0. For each
x E [a, b] \D, use the fact that F'(x) > 0 to choose 8(x) > 0 so that
F(t) - F(x)
----->0
t-x
for all t E [a, b] that satisfy 0 < It- xi < 8(x). If x = dk, use the continuity ofF
at x to choose 8(x) > 0 so that IF(t)- F(x)l < ej2k for all t E [a, b] that satisfy
It- xi < 8(x). This defines a positive function 8 on [a, b). Suppose that a ~ u <
v ~band let {(c;,[X;-px;)): 1 ~ i ~ n} be a 8-fine tagged partition of [u,v]. By
combining intervals if necessary, we may assume that each tag occurs only once.
Note that F(x)-F(x;_ 1 )>0 for each iES0 and that F(x;)-F(x;_ 1 )>
-2(ej2k) for some unique k for each i E Sv. It follows that
n
F(v)- F(u) = L (F(x;)- F(x;_J))
i=l
-2E.
Since E > 0 was arbitrary, we find that F(v) ;::: F(u). Therefore, the function F is
nondecreasing on [a, b]. •
Our final result is the fact that an absolutely continuous singular function is
constant. This result, which is outside the realm of elementary real analysis, is
important in Lebesgue integration theory. In most current textbooks (see [3] for
instance), the proof of this result uses the Vitali Covering Lemma. This lemma is
familiar to students at this level since it is used in the proof that monotone
functions are differentiable almost everywhere. Since the concepts involved in the
Vitali Covering Lemma are difficult for many students, the following proof may be
easier to understand.
Theorem 14. Suppose that F is absolutely continuous on [a, b]. IfF' = 0 almost
everywhere on [a, b ], then F is constant on [a, b ].
Proof" Let E be the set of all points x E [a, b] for which either F'(x) does not
exist or F'(x) -=1= 0. By hypothesis, the set E has measure zero. Let E > 0 and
choose a positive number 7J such that I:7= 1 IF(t;)- F(s;)l < E whenever Us;, tJ
1 ~ i ~ n} is a finite collection of non-overlapping intervals in [a, b] that satisfy
I:7= 1 lt; - s;l < 7J. Since E has measure zero, there exists a sequence {Ik} of open
intervals such that E t::;:; U ~= Jk and I:~= 1 1(/k) < 7J. Define a positive function 8
on [a, b] as follows:
if x $ E use the fact that F'(x) = 0 to choose 8(x) > 0 so that IF(t)- F(x)l
~ elt- xi for all t E [a, b] that satisfy It- xi < 8(x);
if x E E choose 8(x) > 0 so that (x - 8(x), x + 8(x)) t::;:; Ik for some index k.
Let {(c;, [x;_ 1 , x;]): 1 ~ i ~ n} be a 8-fine tagged partition of [a, b] and define
Note that IF(x;)- F(x;_ 1 )1 ~ e(x;- X;_ 1 ) for each i E S 0 and that
:$ L,e(x;-X;-d+e
iES 0
:$e(b-a+l).
Since e > 0 was arbitrary, we find that F(b) = F(a). Similarly, it can be shown
that F(x) = F(a) for all x E (a, b). This completes the proof. •
My aim in this paper has been to demonstrate the versatility of 8-fine tagged
partitions and their use outside the context of integration theory. Although I do
not anticipate the use of 8-fine tagged partitions to transform the teaching of real
analysis, I hope this discussion provides new insight into old results. By introducing
8-fine tagged partitions early, the transition to integration theory and the abstract
notion of a compact set can be made easier. In addition, some of the ideas here
would make good "research" questions for advanced undergraduates.
REFERENCES
1. R. G. Bartle, Return to the Riemann Integral, Amer. Math. Monthly 103 (1996), 625-632.
2. R. A Gordon, The integrals of Lebesgue, Denjoy, Perron, and Henstock, Graduate Studies in
Mathematics, Vol. 4, American Mathematical Society, Providence, RI, 1994.
3. H. L. Royden, Real analysis, 3rd ed., Macmillan, New York, 1988.
RUSSELL A. GORDON received a BA from Blackburn College, an MS from Colorado State Univer-
sity, and a PhD from the University of Illinois. His dissertation, written under the influence of Jerry
Uhl, mutated into a graduate textbook on nonabsolute integration. He has also written a textbook on
elementary real analysis, which explains his current interest/preoccupation with this subject. Beyond
academia, his three sons keep him busy, especially an active 3 year old. A weekly date with his wife
Brenda is a welcome change of pace from a very busy life. He also enjoys running, playing basketball,
and hiking in the mountains.
Whitman College, Walla Walla, WA 99362
gordon @whitman. edu