In the branch of mathematics known as real analysis, the Riemann integral, created by Bernhard Riemann, was the first rigorous definition of the integral of a function on an interval. It was presented to the faculty at the University of Göttingen in 1854, but not published in a journal until 1868.[1] For many functions and practical applications, the Riemann integral can be evaluated by the fundamental theorem of calculus or approximated by numerical integration.
The integral as the area of a region under a curve.
Contents
1 Overview
Let f be a non-negative real-valued function on the interval [a, b], and let S be the region of the plane under the graph of the function f and above the interval [a, b]. See the figure on the top right. This region can be expressed in set-builder notation as
{\displaystyle S=\left{(x,y),:,a\leq x\leq b,0<y<f(x)\right}.}{\displaystyle S=\left{(x,y),:,a\leq x\leq b,0<y<f(x)\right}.}
We are interested in measuring the area of S. Once we have measured it, we will denote the area in the usual way by
{\displaystyle \int _{a}^{b}f(x),dx.}{\displaystyle \int _{a}^{b}f(x),dx.}
The basic idea of the Riemann integral is to use very simple approximations for the area of S. By taking better and better approximations, we can say that “in the limit” we get exactly the area of S under the curve.
When f(x) can take negative values, the integral equals the signed area between the graph of f and the x-axis: that is, the area above the x-axis minus the area below the x-axis.
2 Definition
2.1 Partitions of an interval
A partition of an interval [a, b] is a finite sequence of numbers of the form
{\displaystyle a=x_{0}<x_{1}<x_{2}<\dots <x_{i}<\dots <x_{n}=b}{\displaystyle a=x_{0}<x_{1}<x_{2}<\dots <x_{i}<\dots <x_{n}=b}
Each [xi, xi + 1] is called a sub-interval of the partition. The mesh or norm of a partition is defined to be the length of the longest sub-interval, that is,
{\displaystyle \max \left(x_{i+1}-x_{i}\right),\quad i\in [0,n-1].}{\displaystyle \max \left(x_{i+1}-x_{i}\right),\quad i\in [0,n-1].}
A tagged partition P(x, t) of an interval [a, b] is a partition together with a finite sequence of numbers t0, …, tn − 1 subject to the conditions that for each i, ti ∈ [xi, xi + 1]. In other words, it is a partition together with a distinguished point of every sub-interval. The mesh of a tagged partition is the same as that of an ordinary partition.
Suppose that two partitions P(x, t) and Q(y, s) are both partitions of the interval [a, b]. We say that Q(y, s) is a refinement of P(x, t) if for each integer i, with i ∈ [0, n], there exists an integer r(i) such that xi = yr(i) and such that ti = sj for some j with j ∈ [r(i), r(i + 1)]. Said more simply, a refinement of a tagged partition breaks up some of the sub-intervals and adds tags to the partition where necessary, thus it “refines” the accuracy of the partition.
We can turn the set of all tagged partitions into a directed set by saying that one tagged partition is greater than or equal to another if the former is a refinement of the latter.
2.2 Riemann sum
Let f be a real-valued function defined on the interval [a, b]. The Riemann sum of f with respect to the tagged partition x0, …, xn together with t0, …, tn − 1 is[2]
{\displaystyle \sum {i=0}^{n-1}f(t{i})\left(x_{i+1}-x_{i}\right).}{\displaystyle \sum {i=0}^{n-1}f(t{i})\left(x_{i+1}-x_{i}\right).}
Each term in the sum is the product of the value of the function at a given point and the length of an interval. Consequently, each term represents the (signed) area of a rectangle with height f(ti) and width xi + 1 − xi. The Riemann sum is the (signed) area of all the rectangles.
Closely related concepts are the lower and upper Darboux sums. These are similar to Riemann sums, but the tags are replaced by the infimum and supremum (respectively) of f on each sub-interval:
{\displaystyle {\begin{aligned}L(f,P)&=\sum {i=0}^{n-1}\inf {t\in [x{i},x{i+1}]}f(t)(x_{i+1}-x_{i}),\U(f,P)&=\sum {i=0}^{n-1}\sup {t\in [x{i},x{i+1}]}f(t)(x_{i+1}-x_{i}).\end{aligned}}}{\displaystyle {\begin{aligned}L(f,P)&=\sum {i=0}^{n-1}\inf {t\in [x{i},x{i+1}]}f(t)(x_{i+1}-x_{i}),\U(f,P)&=\sum {i=0}^{n-1}\sup {t\in [x{i},x{i+1}]}f(t)(x_{i+1}-x_{i}).\end{aligned}}}
If f is continuous, then the lower and upper Darboux sums for an untagged partition are equal to the Riemann sum for that partition, where the tags are chosen to be the minimum or maximum (respectively) of f on each subinterval. (When f is discontinuous on a subinterval, there may not be a tag that achieves the infimum or supremum on that subinterval.) The Darboux integral, which is similar to the Riemann integral but based on Darboux sums, is equivalent to the Riemann integral.
2.3 Riemann integral
Loosely speaking, the Riemann integral is the limit of the Riemann sums of a function as the partitions get finer. If the limit exists then the function is said to be integrable (or more specifically Riemann-integrable). The Riemann sum can be made as close as desired to the Riemann integral by making the partition fine enough.[3]
One important requirement is that the mesh of the partitions must become smaller and smaller, so that in the limit, it is zero. If this were not so, then we would not be getting a good approximation to the function on certain subintervals. In fact, this is enough to define an integral. To be specific, we say that the Riemann integral of f equals s if the following condition holds:
For all ε > 0, there exists δ > 0 such that for any tagged partition x0, …, xn and t0, …, tn − 1 whose mesh is less than δ, we have
{\displaystyle \left|\left(\sum {i=0}^{n-1}f(t{i})(x_{i+1}-x_{i})\right)-s\right|<\varepsilon .}{\displaystyle \left|\left(\sum {i=0}^{n-1}f(t{i})(x_{i+1}-x_{i})\right)-s\right|<\varepsilon .}
Unfortunately, this definition is very difficult to use. It would help to develop an equivalent definition of the Riemann integral which is easier to work with. We develop this definition now, with a proof of equivalence following. Our new definition says that the Riemann integral of f equals s if the following condition holds:
For all ε > 0, there exists a tagged partition y0, …, ym and r0, …, rm − 1 such that for any tagged partition x0, …, xn and t0, …, tn − 1 which is a refinement of y0, …, ym and r0, …, rm − 1, we have
{\displaystyle \left|\left(\sum {i=0}^{n-1}f(t{i})(x_{i+1}-x_{i})\right)-s\right|<\varepsilon .}{\displaystyle \left|\left(\sum {i=0}^{n-1}f(t{i})(x_{i+1}-x_{i})\right)-s\right|<\varepsilon .}
Both of these mean that eventually, the Riemann sum of f with respect to any partition gets trapped close to s. Since this is true no matter how close we demand the sums be trapped, we say that the Riemann sums converge to s. These definitions are actually a special case of a more general concept, a net.
As we stated earlier, these two definitions are equivalent. In other words, s works in the first definition if and only if s works in the second definition. To show that the first definition implies the second, start with an ε, and choose a δ that satisfies the condition. Choose any tagged partition whose mesh is less than δ. Its Riemann sum is within ε of s, and any refinement of this partition will also have mesh less than δ, so the Riemann sum of the refinement will also be within ε of s.
To show that the second definition implies the first, it is easiest to use the Darboux integral. First, one shows that the second definition is equivalent to the definition of the Darboux integral; for this see the Darboux Integral article. Now we will show that a Darboux integrable function satisfies the first definition. Fix ε, and choose a partition y0, …, ym such that the lower and upper Darboux sums with respect to this partition are within ε/2 of the value s of the Darboux integral. Let
{\displaystyle r=2\sup _{x\in [a,b]}|f(x)|.}{\displaystyle r=2\sup _{x\in [a,b]}|f(x)|.}
If r = 0, then f is the zero function, which is clearly both Darboux and Riemann integrable with integral zero. Therefore, we will assume that r > 0. If m > 1, then we choose δ such that
{\displaystyle \delta <\min \left{{\frac {\varepsilon }{2r(m-1)}},\left(y_{1}-y_{0}\right),\left(y_{2}-y_{1}\right),\cdots ,\left(y_{m}-y_{m-1}\right)\right}}{\displaystyle \delta <\min \left{{\frac {\varepsilon }{2r(m-1)}},\left(y_{1}-y_{0}\right),\left(y_{2}-y_{1}\right),\cdots ,\left(y_{m}-y_{m-1}\right)\right}}
If m = 1, then we choose δ to be less than one. Choose a tagged partition x0, …, xn and t0, …, tn − 1 with mesh smaller than δ. We must show that the Riemann sum is within ε of s.
To see this, choose an interval [xi, xi + 1]. If this interval is contained within some [yj, yj + 1], then
{\displaystyle m_{j}<f(t_{i})<M_{j}}{\displaystyle m_{j}<f(t_{i})<M_{j}}
where mj and Mj are respectively, the infimum and the supremum of f on [yj, yj + 1]. If all intervals had this property, then this would conclude the proof, because each term in the Riemann sum would be bounded by a corresponding term in the Darboux sums, and we chose the Darboux sums to be near s. This is the case when m = 1, so the proof is finished in that case.
Therefore, we may assume that m > 1. In this case, it is possible that one of the [xi, xi + 1] is not contained in any [yj, yj + 1]. Instead, it may stretch across two of the intervals determined by y0, …, ym. (It cannot meet three intervals because δ is assumed to be smaller than the length of any one interval.) In symbols, it may happen that
{\displaystyle y_{j}<x_{i}<y_{j+1}<x_{i+1}<y_{j+2}.}{\displaystyle y_{j}<x_{i}<y_{j+1}<x_{i+1}<y_{j+2}.}
(We may assume that all the inequalities are strict because otherwise we are in the previous case by our assumption on the length of δ.) This can happen at most m − 1 times.
To handle this case, we will estimate the difference between the Riemann sum and the Darboux sum by subdividing the partition x0, …, xn at yj + 1. The term f(ti)(xi + 1 − xi) in the Riemann sum splits into two terms:
{\displaystyle f\left(t_{i}\right)\left(x_{i+1}-x_{i}\right)=f\left(t_{i}\right)\left(x_{i+1}-y_{j+1}\right)+f\left(t_{i}\right)\left(y_{j+1}-x_{i}\right).}{\displaystyle f\left(t_{i}\right)\left(x_{i+1}-x_{i}\right)=f\left(t_{i}\right)\left(x_{i+1}-y_{j+1}\right)+f\left(t_{i}\right)\left(y_{j+1}-x_{i}\right).}
Suppose, without loss of generality, that ti ∈ [yj, yj + 1]. Then
{\displaystyle m_{j}<f(t_{i})<M_{j},}{\displaystyle m_{j}<f(t_{i})<M_{j},}
so this term is bounded by the corresponding term in the Darboux sum for yj. To bound the other term, notice that
{\displaystyle x_{i+1}-y_{j+1}<\delta <{\frac {\varepsilon }{2r(m-1)}},}{\displaystyle x_{i+1}-y_{j+1}<\delta <{\frac {\varepsilon }{2r(m-1)}},}
It follows that, for some (indeed any) t*
i ∈ [yj + 1, xi + 1],
{\displaystyle \left|f\left(t_{i}\right)-f\left(t_{i}^{}\right)\right|\left(x_{i+1}-y_{j+1}\right)<{\frac {\varepsilon }{2(m-1)}}.}{\displaystyle \left|f\left(t_{i}\right)-f\left(t_{i}^{}\right)\right|\left(x_{i+1}-y_{j+1}\right)<{\frac {\varepsilon }{2(m-1)}}.}
Since this happens at most m − 1 times, the distance between the Riemann sum and a Darboux sum is at most ε/2. Therefore, the distance between the Riemann sum and s is at most ε.
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