RIEMANN INTEGRATION

The Riemann Integral

The notion of integration was developed much earlier than differentiation. The main
idea of integration is to assign a real number A, called the “area”, to the region bounded
by the curves x = a, x = b, y = 0, and y = f (x). To proceed formally, we introduce the
following concept.

Definition 1. By a partition P of [a, b] we mean a finite ordered set {x0 , x1 , . . . , xn } of

points in [a, b] such that

a = x0 < x1 < · · · < xn−1 < xn = b.

Examples.
(1) The simplest partition of [a, b] is given by P1 = {a, b}.
(2) For n ∈ N, let Pn = {x0 , x1 , . . . , xn }, where
i(b − a)
xi = a + , for i = 0, 1, . . . , n.
n
Then Pn is a partition that subdivides the interval [a, b] into n subintervals, each
of length (b − a)/n. What happens when n becomes larger?
Let f : [a, b] → R be a bounded function, and P = {x0 , x1 , . . . , xn } be a partition of
[a, b]. Define

m = inf{f (x) : x ∈ [a, b]} and M = sup{f (x) : x ∈ [a, b]}.

For i = 1, 2, . . . , n,

mi = inf{f (x) : x ∈ [xi−1 , xi ]} and Mi = sup{f (x) : x ∈ [xi−1 , xi ]}.

Clearly,
m ≤ mi ≤ Mi ≤ M for all i = 1, 2, . . . , n. (Prove!)

Definition 2. Given a bounded function f : [a, b] → R and a partition P : {x0 , x1 , . . . , xn }

of [a, b], the lower Riemann1 sum of f with respect to the partition P is defined as
n
X
L(P, f ) = mi (xi − xi−1 ).
i=1

1Bernhard Riemann was a German mathematician who made contributions to analysis, number theory,
and differential geometry. A work which Riemann did in 1859 is referred to as the Riemann hypothesis.
Anyone who solves the Riemann hypothesis will earn a million dollar!
2 RIEMANN INTEGRATION

The upper Riemann sum of f with respect to the partition P is defined as

n
X
U(P, f ) = Mi (xi − xi−1 ).
i=1

Lemma 3. Let f : [a, b] :→ R be a bounded function. Then for any partition P of [a, b],
we have
m(b − a) ≤ L(P, f ) ≤ U(P, f ) ≤ M(b − a).

Proof. Exercise. 

Definition 4. The upper and lower Riemann integral of f over [a, b] is respectively defined
as Z b
L(f ) = f (x)dx = sup{L(P, f ) : P is a partition of [a, b]},
a
and Z b
U(f ) = f (x)dx = inf{L(P, f ) : P is a partition of [a, b]}.
a
Does these two numbers exist? If the upper and lower Riemann integrals are equal, we
say that f is Riemann integrable or simply integrable. In this case, the common value of
L(f ) = U(f ) is called the Riemann integral of f (on [a, b] and is denoted by
Z b Z b
f (x)dx or simply f.
a a

Examples.
(1) Let f : [a, b] :→ R be a constant function with f (x) = c for all x. Let P be any
partition of [a, b]. Then mi = Mi = c for all i and L(P, f ) = U(P, f ) = c(b − a).
Rb Rb
Thus, a f (x)dx = c(b−a) = a f (x)dx, and hence f is Riemann integrable. This
Rb
implies that a f (x)dx = c(b − a).
(2) Let λ > 1 be a real number. Let f : [0, 1] :→ R be defined by

1, if 0 ≤ x < 1,

f (x) =
λ, if x = 1.


Let us find the upper and lower Riemann integrals. Let P = {x0 , . . . , xn } be a
partition of [0, 1]. We observe that mi = 1 for i = 1, . . . , n. Moreover, Mi = 1 for
i = 1, . . . , n − 1 and Mn = λ. It follows that
Z 1
L(P, f ) = 1 and f (x)dx = 1.
0

On the other hand, U(P, f ) = xn−1 + λ(1 − xn−1 ) and

Z 1
f (x)dx = inf{U(P, f ) : P is a partition of [0, 1]} = inf(1, λ] = 1 (Verify!).
0
R1
This shows that f is integrable and 0
f (x)dx = 1.
 RIEMANN INTEGRATION 3

(3) Consider the Dirichlet’s function, i.e., the function defined by f : [0, 1] → R defined
by f (x) = 1 if x ∈ Q and 0 otherwise. Let P = {x0 , . . . , xn } be a partition of
[0, 1]. In any subinterval [xi−1 , xi ], there exist some rational numbers and irrational
numbers. Hence, mi = 0 and Mi = 1. So, L(P, f ) = 0 and U(P, f ) = 1. It follows
Rb Rb
that a f (x)dx = 0 and a f (x)dx = 1. Thus, f is not integrable on [0, 1].

Integrable Functions

Definition 5. Given a partition P of [a, b], we say that a partition P ∗ of [a, b] is a

refinement of P if P ⊂ P ∗ . Given partitions P1 and P2 of [a, b], the partition P ∗ = P1 ∪P2
is called the common refinement of P1 and P2 .

Proposition 6. Let f : [a, b] → R be a bounded function. Then we have the following:

(1) If P is partition of [a, b], and P ∗ is a refinement of P , then

L(P, f ) ≤ L(P ∗ , f ) and U(P ∗ , f ) ≤ U(P, f ),

and consequently,

U(P ∗ , f ) − L(P ∗ , f ) ≤ U(P, f ) − L(P, f ).

(2) If P1 and P2 are partitions of [a, b], then L(P1 , f ) ≤ U(P2 , f ).

Rb Rb
(3) a f (x)dx ≤ a f (x)dx

In the following result we present a necessary and sufficient condition for the existence
of the integral of a bounded function.

Theorem 7 (Riemann’s criterion for integrability). Let f : [a, b] → R be a bounded

function. The f is integrable if and only if for every ε > 0, there is a partition Pε of [a, b]
such that

U(Pε , f ) − L(Pε , f ) < ε.

The proof of the following corollary is immediate from the previous theorem.

Corollary 8. Let f : [a, b] → R be a bounded function. Suppose (Pn ) is a sequence of

partitions of [a, b] such that U(Pn , f ) − L(Pn , f ) → 0. Then f is integrable.

Example. Let f (x) = x2 on [0, 1]. Let ε > 0 be given. Choose a partition P such that
max{xi − xi−1 : 1 ≤ i ≤ n} < ε/2. Since f is increasing, we have

mi = f (xi−1 ) = x2i−1 and Mi = f (xi ) = x2i .

4 RIEMANN INTEGRATION

This implies that

n
X n
X
U(P, f ) − L(P, f ) = x2i (xi − xi−1 ) − x2i−1 (xi − xi−1 )
i=1 i=1
n
X
= (xi − xi−1 )(xi + xi−1 )((xi − xi−1 )
i=1
n h 
X ε i
< × 2 (xi − xi−1 ), since 0 ≤, xi−1 , xi ≤ 1
i=1
2
n
X
=ε (xi − xi−1 ) = ε.
i=1

Hence, f is integrable.
We will apply the Riemann’s criterion for integrability to prove the following theorem.

Theorem 9. Let f : [a, b] → R be a function.

(1) If f is monotone, then it is integrable.

(2) If f is continuous, then it is integrable.

Proof. We proof part (1). The the proof of part (2) is left to the reader.
Suppose f is monotonically increasing (the proof is similar in the other case). Choose
b−a
a partition P such that xi − xi−1 = n
for each i. Then Mi = f (xi ) and mi = f (xi−1 ).
Thus, for large n, we have

n n
b−aX b−aX
U(P, f ) − L(P, f ) = (f (xi ) − f (xi−1 )) = (f (b) − f (a)) < ε.
n i=1 n i=1

Hence, f is integrable. 

We end this lecture with the following problem. We encourage students to understand
and verify each step.

Problem 10. Let f : [0, 1] −→ R be defined as


x,

x is rational
f (x) =
0,

x is irrational.

Evaluate the upper and lower integrals of f and show that f is not integrable.

Solution. Let P = {x0 , x1 , . . . , xn } be any partition of [0, 1]. Since there exists an irra-
R1
tional number in each subinterval [xi−1 , xi ], L(P, f ) = 0, and hence 0 f (x)dx = 0.
 RIEMANN INTEGRATION 5

Now,
n
X
U(P, f ) = xi (xi − xi−1 )
i=1
n
X n
X
= x2i − xi−1 xi
i=1 i=1
n n
X 1X 2
≥ x2i − (x + x2i ) (Using AM-GM inequality)
i=1
2 i=1 i−1
n
1X 2 1
= (xi−1 − x2i ) = .
2 i=1 2
1
1
Z
=⇒ f (x)dx ≥ .
0 2
n 1 2 n−1 n o
For each n ∈ N, consider Pn = 0, , , · · · , , =1 .
n n n n
Then
n+1 1 1
U(Pn , f ) = = +
2n 2 2n
 1
=⇒ inf U(Pn , f ) : n ∈ N =
2
Z 1
1
=⇒ f (x)dx ≤ .
0 2
R1
Therefore, 0
f (x)dx = 21 .