Bourbaki

Exercise 11, § 1

Functions of a Real Variable, II, p. 30

The hypotheses being the same as in Exercise 10, now prove that, for every ε>0\varepsilon > 0, there exists a number ρ>0\rho > 0 such that for every subdivision of [a,b][a, b] into intervals [xi,xi+1][x_i, x_{i+1}] of length ≤ρ\leq \rho (0≤i≤n−10 \leq i \leq n - 1), one has

∥∫ab[f(t)⋅g(t)]dt−∑i=0n−1[f(ui)⋅g(vi)](xi+1−xi)∥≤ε \left\| \int_a^b [f(t) \cdot g(t)] dt - \sum_{i=0}^{n-1} [f(u_i) \cdot g(v_i)] (x_{i+1} - x_i) \right\| \leq \varepsilon
whatever the points ui,viu_i, v_i in [xi,xi+1][x_i, x_{i+1}] may be, for each index ii (reduce to the case where ff and gg are step functions).

Solution

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Machine translation of the English, by gpt-5-mini. Not checked by a person. That model is a cut down version of the one the rest of this language was written by.