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A left-continuous cumulative function of an atomic measure with positive masses at a dense countable set has dense discontinuities. Nevertheless it is bounded and monotone on a compact interval, hence a Riemann-integrable function. Finite step-function sums approximate it uniformly because the positive masses are summable. Thus dense discontinuities do not imply failure of the Riemann integral.

For a nonnegative Riemann-integrable function and an interval partition,Every factor is nonnegative, so multiplication of $1+t\le e^t$ is legitimate. The final step uses the lower-sum bound on the Riemann integral.

The extreme value theorem ensures that $M$ is finite. Since $f(x)\le |f(x)|\le M$ and $g(x)\ge 0$, multiplication preserves the inequality. Monotonicity of the Riemann integral gives the required boundTo prove the weighted mean value theorem for integrals, put $G={\int }_0^{1}gdx$ and $I={\int }_0^{1}fgdx$. If $G=0$, then $|I|\le {\int }_0^1|f|gdx\le MG=0$, so any $\alpha$ works. This includes $g\equiv 0$.

If $G>0$, the extreme value theorem gives $m_0=\min f$ and $M_0=\max f$. Integrating $m_{0}g\le fg\le M_{0}g$ gives $m_0\le I/G\le M_0$. A continuous function on an interval takes every value between its minimum and maximum by the intermediate value theorem. Choose $\alpha$ with $f(\alpha )=I/G$. Consequently

For a partition $D=\{a=x_0<x_1<\cdots <x_n=b\}$, put $\Delta x_k=x_k-x_{k-1}$ andBoundedness makes these finite. The lower Darboux sum and upper Darboux sum areSince $m_k\le M_k$ and the widths are positive, $s(f,D)\le S(f,D)$.

Splitting a partition interval into smaller intervals can only increase each infimum and decrease each supremum. The smaller widths sum to the original width. Its new lower contribution is therefore at least its old lower contribution, and its new upper contribution at most its old upper contribution. Repeating this for every inserted point proves Darboux sum refinement monotonicity:For arbitrary partitions, take their common partition refinement $D_{\ast }=D_1\cup D_2$. ThenNo compatibility of the original partitions is required.

Finally suppose $f\ge 0$ is Riemann integrable. Then $t_k=m_k\Delta x_k\ge 0$, so every product factor is nonnegative and the exponential inequality can be multiplied safely:A lower Darboux sum is no greater than the Riemann integral, since the integral equals the supremum of all lower sums. Monotonicity of the exponential therefore gives the exponential bound for a lower-sum productFor a degenerate interval $a=b$, the empty product and the exponential are both one.

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.

For a partition of an interval $P:0=x_0<\cdots <x_m=1$, putThe upper Darboux sum and lower Darboux sum areThe upper and lower integrals areThe bounded function is Riemann integrable when these values agree, and their common value is its Riemann integral.

For the indicator of the rational numbers, every nondegenerate interval contains both a rational number and an irrational number. Hence every upper sum is one and every lower sum is zero. The function is not Riemann integrable.

For the one-to-one transformation $(u,v,w)\mapsto (x,y,z)$, the Jacobian determinant used in the stated formula isLocally, the derivative maps a small rectangular box of volume $dudvdw$ to a parallelepiped of volume $|J|dudvdw$. Partitioning the region into such boxes and passing to the Riemann integral gives the change of variables formula

In the plane $y=0$, the region is inside the unit circle and on the right-hand side of the hyperbolaIt is nonempty exactly when $\alpha \le 1$; it has positive area when $\alpha <1$. In $x>0$, its boundaries are $x=\sqrt{1-z^2}$ and $x=\alpha \sqrt{1+z^2/{\gamma }^2}$. The minimum and maximum $x$ values are $\alpha$ and $1$, both at $z=0$. The largest absolute $z$ occurs where the boundaries meet:

Now set $u=x$, $v=y/k$, and $w=z$. The inverse Jacobian determinant is $k$, and in cylindrical coordinates $r^2=u^2+v^2$ the transformed region isThus $|w|\le z_0$, and each horizontal cross-section is an annulus. Its volume isTherefore, for $\alpha <1$,For $\alpha =1$ the region has zero volume.

It is enough to treat an increasing function; replacing $f$ by $-f$ handles a decreasing one. Let $\mathcal{R}$ be the common refinement of dissections $\mathcal{D}$ and ${\mathcal{D}}^{\prime }$. Refinement raises lower Darboux sums and lowers upper ones, so

For the uniform dissection ${\mathcal{D}}_n=\{k/n:0\le k\le n\}$, monotonicity gives the telescoping differenceThis can be made smaller than any $\epsilon >0$, so the Riemann integrability criterion proves that $f$ is integrable.

The integral lies between the lower and upper sums, and the displayed sum in the question is the right-endpoint upper sum. Hence the generally valid sharp estimate isThe strict inequality printed in the question is false for arbitrary monotone functions: if $f(x)=0$ for $x<1$ and $f(1)=1$, the two sides of (1) are both $1/n$.

For the final claim, writeSince $F^{\prime }$ is continuous on a compact interval, it is uniformly continuous. Uniformly for $0\le t\le 1$,After the substitution $x=(k-1+t)/n$, summing the uniform errors givesThe right-hand sum is a Riemann integral, so the fundamental theorem of calculus yields

For a tagged partition $a=x_0<\cdots <x_n=b$ with $t_i\in [x_{i-1},x_i]$, the corresponding Riemann sum isIts limits over increasingly fine partitions define the Riemann integral.