Lemma
\(f\) is Darboux integrable, then
$$
\begin{align*}
(U) \int_a^b f(x)dx = (L) \int_a^b f(x)dx
\end{align*}
$$
Proof
Since \(f\) is Darboux integrable, then by definition for all \(\epsilon > 0\), there exists a partition \(P\) such that
$$
\begin{align}
U(f,P) - L(f,P) < \epsilon \quad \quad \quad (1)
\end{align}
$$
Recall that by definition
$$
\begin{align}
(U) \int_a^b f(x)dx &= \inf\{U(f,P): P \text{ is any partition of } [a,b]\}
\end{align}
$$
Recall that \(U(f,P)\) is an upper Riemann sum. Among the set of all upper Riemann sums, the infimum then will satisfy
$$
\begin{align}
(U) \int_a^b f(x)dx \leq U(f,P) \quad \quad \quad (2)
\end{align}
$$
Similarly, recall that
$$
\begin{align}
(L) \int_a^b f(x)dx &= \sup\{L(f,P): P \text{ is any partition of } [a,b]\}
\end{align}
$$
\(L(f,P)\) is a lower Riemann sum. Among all the possible lower Riemann sums, the supremum must satisfy
$$
\begin{align}
(L) \int_a^b f(x)dx \geq L(f,P) \quad \quad \quad (3)
\end{align}
$$
Subtract (3) from (2) to get
$$
\begin{align}
(U) \int_a^b f(x)dx - (L) \int_a^b f(x)dx \leq U(f,P) - L(f,P)
\end{align}
$$
But from (1) we also have
$$
\begin{align}
(U) \int_a^b f(x)dx - (L) \int_a^b f(x)dx \leq U(f,P) - L(f,P) < \epsilon
\end{align}
$$
And clearly \(U(f,P) \geq L(f,P)\) for any partition. Hence
$$
\begin{align}
0 \leq (U) \int_a^b f(x)dx - (L) \int_a^b f(x)dx \leq U(f,P) - L(f,P) < \epsilon
\end{align}
$$
This is true for any \(\epsilon > 0\). Hence,
$$
\begin{align}
(U) \int_a^b f(x)dx = (L) \int_a^b f(x)dx
\end{align}
$$
References
- Introduction to Analysis, An, 4th edition by William Wade
- Lecture Notes by Professor Chun Kit Lai