Past exam of the mathematics course of the University of Cambridge / 2014 / ia / Paper 1 / 12F / a / Solution

For a bounded real function on $[0,1]$, take a partition $P$ with nodes $0=x_0<\cdots <x_N=1$. Its lower Darboux sum and upper Darboux sum areThe function is Riemann integrable when ${\sup }_{P}L(f,P)={\inf }_{P}U(f,P)$; their common value is its Riemann integral. Equivalently, for every $\eta >0$ some partition has $U-L<\eta$. Indeed a common refinement of nearly extremizing upper and lower partitions proves necessity, while arbitrarily small gaps force equality of the two integrals. This is the Riemann integrability criterion.

A continuous function on a compact interval is bounded and uniformly continuous. Choose a mesh small enough that its oscillation on each subinterval is less than $\eta$. Then $U-L\le \eta {\sum }_j(x_j-x_{j-1})=\eta$; using $\eta /2$ first makes the desired inequality strict. Thus every continuous function on $[0,1]$ is Riemann integrable.