Continuous Non-Negative Real Function with Zero Integral is Zero Function
Theorem
Let $a, b$ be real numbers with $a < b$.
Let $f : \closedint a b \to \R$ be a continuous function.
Let:
- $\map f x \ge 0$
for all $x \in \closedint a b$.
Let:
- $\ds \int_a^b \map f x \rd x = 0$
Then $\map f x = 0$ for all $x \in \closedint a b$.
Proof 1
From Definite Integral of Constant, if $\map f x = 0$ for all $x \in \closedint a b$, then:
- $\ds \int_a^b \map f x \rd x = 0$
We want to show that if:
- $\ds \int_a^b \map f x \rd x = 0$
then:
- $\map f x = 0$ for all $x \in \closedint a b$.
Since $\map f x \ge 0$, by Relative Sizes of Definite Integrals:
- $\ds \int_a^b \map f x \rd x \ge 0$
It therefore suffices to show that if:
- $\map f x > 0$ for some $x \in \closedint a b$
then:
- $\ds \int_a^b \map f x \rd x > 0$
We split this into three cases:
- $x = a$
- $a < x < b$
- $x = b$
since continuity on endpoints is defined slightly differently.
Consider the case:
- $a < x < b$
By continuity at $x$ we have that there exists $\delta > 0$ such that:
- for all $y \in \openint {x - \delta} {x + \delta}$ we have $\size {\map f y - \map f x} < \dfrac {\map f x} 2$
In particular for $y \in \openint {x - \delta} {x + \delta}$ we have:
- $0 < \dfrac {\map f x} 2 < \map f y$
Pick $\delta$ sufficiently small so that:
- $\openint {x - \delta} {x + \delta} \subseteq \closedint a b$
We then have:
\(\ds \int_a^b \map f y \rd y\) | \(=\) | \(\ds \int_a^{x - \delta} \map f y \rd y + \int_{x - \delta}^{x + \delta} \map f y \rd y + \int_{x + \delta}^b \map f y \rd y\) | Sum of Integrals on Adjacent Intervals for Continuous Functions | |||||||||||
\(\ds \) | \(\ge\) | \(\ds \int_{x - \delta}^{x + \delta} \map f y \rd y\) | Relative Sizes of Definite Integrals gives $\ds \int_a^{x - \delta} \map f y \rd y + \int_{x + \delta}^b \map f y \rd y \ge 0$ | |||||||||||
\(\ds \) | \(>\) | \(\ds \delta \map f x\) | Relative Sizes of Definite Integrals, Definite Integral of Constant | |||||||||||
\(\ds \) | \(>\) | \(\ds 0\) |
In the case $x = a$, by the definition of right continuity, there exists $\delta > 0$ such that:
- for all $x \in \openint a {a + \delta}$ we have $\size {\map f x - \map f a} < \dfrac {\map f a} 2$
That is, there exists some $x \in \openint a b$ such that:
- $\map f x > \dfrac {\map f a} 2 > 0$
So the former proof applies in this case.
The case $x = b$ follows similarly.
In the case $x = b$, by the definition of left continuity, there exists $\delta > 0$ such that:
- for all $x \in \openint {b - \delta} b$ we have $\size {\map f x - \map f b} < \dfrac {\map f b} 2$
That is, there exists some $x \in \openint a b$ such that:
- $\map f x > \dfrac {\map f b} 2 > 0$
So, again, the proof for the case $a < x < b$ applies.
We have covered all three cases, so we are done.
$\blacksquare$
Proof 2
From Continuous Real Function is Darboux Integrable, $f$ is Darboux integrable on $\closedint a b$.
Let $F : \closedint a b \to \R$ be a real function defined by:
- $\ds \map F x = \int_a^x \map f x \rd x$
We are assured that this function is well-defined, since $f$ is integrable on $\closedint a b$.
From Fundamental Theorem of Calculus: First Part, we have:
- $F$ is continuous on $\closedint a b$
- $F$ is differentiable on $\openint a b$ with derivative $f$
Note that:
\(\ds \map {F'} x\) | \(=\) | \(\ds \map f x\) | ||||||||||||
\(\ds \) | \(\ge\) | \(\ds 0\) |
for all $x \in \openint a b$.
We therefore have, by Real Function with Positive Derivative is Increasing:
- $F$ is increasing on $\closedint a b$.
However, by hypothesis:
\(\ds \map F b\) | \(=\) | \(\ds \int_a^b \map f x \rd x\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds 0\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds \int_a^a \map f x \rd x\) | Definite Integral on Zero Interval | |||||||||||
\(\ds \) | \(=\) | \(\ds \map F a\) |
So, it must be the case that:
- $\map F x = 0$ for all $x \in \closedint a b$.
We therefore have, from Derivative of Constant:
- $\map {F'} x = \map f x = 0$ for all $x \in \closedint a b$
as required.
$\blacksquare$