Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-oxford/2017/prelims/mathematics-ii/7/b/solution

Put , so the hypothesis is uniform convergence. Every step function is bounded and Riemann integrable: away from its finitely many partition points it is constant, and those exceptional points can be covered by intervals of arbitrarily small total length. A partition of an interval containing their boundaries makes the difference of its upper Darboux sum and lower Darboux sum arbitrarily small.
Choose one with . Boundedness of and show that is a bounded function. Assume , since for all the integrals are zero. Given , choose so that , and then a partition of an interval such that . On every partition subinterval, gives
Thus
The Riemann integrability criterion proves that is Riemann integrable. Finally, linearity of the integral and monotonicity of the Riemann integral give
Therefore
This proves the relevant case of uniform convergence preserves integrals on a compact interval.

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