Let be a continuous function on the interval
and assume
for every function which is continuous on the interval
. Prove that
for all
.
Proof. Since must hold for every function
that is continuous on
, it must hold for
itself (since
is continuous on
by hypothesis). Therefore we must have,
However, for all
. We know from the previous exercise (Section 3.20, #7) that a non-negative function whose integral is zero on an interval must be zero at every point at which it is continuous. By hypothesis
is continuous at every point of
; hence,
is also continuous at every point of
(since the product of continuous functions is continuous). Therefore,
Which implies,
It’s easier to choose g(x) = 1 for every x then by the previous exercice the answer holds immediately
Note that we cannot choose g(x) = 1, because f may change sign on the interval. In that case we are integrating both negative and positive areas which may sum to zero. For example, suppose f(x) = cos(x) and g(x) = 1. Then if we integrate from 0 to 2pi we get zero, even though cos(x) != 0 on every point in the interval.