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06 Slides Integration

integration

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0% found this document useful (0 votes)
2 views64 pages

06 Slides Integration

integration

Uploaded by

palashraut24
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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MA 101 (Mathematics-I)

Subhamay Saha and Ayon Ganguly


Department of Mathematics
IIT Guwahati

S. Saha & A. Ganguly MA-101 (2023)


Riemann Integration
The geometric problem that leads to the concept of Riemann integral is
that of finding the area of the region bounded by the graph of a function
and the lines x = a and x = b.

S. Saha & A. Ganguly MA-101 (2023)


Riemann Integration
The geometric problem that leads to the concept of Riemann integral is
that of finding the area of the region bounded by the graph of a function
and the lines x = a and x = b.

If f : [a, b] → R is such that f (x) ≥ 0 for each x ∈ [a, b], the Riemann
integral addresses the problem of finding the area of the region given by
the set of points

S(f ) = {(x, y ) ∈ R2 : a ≤ x ≤ b, 0 ≤ y ≤ f (x)}.

S. Saha & A. Ganguly MA-101 (2023)


Riemann Integration
The geometric problem that leads to the concept of Riemann integral is
that of finding the area of the region bounded by the graph of a function
and the lines x = a and x = b.

If f : [a, b] → R is such that f (x) ≥ 0 for each x ∈ [a, b], the Riemann
integral addresses the problem of finding the area of the region given by
the set of points

S(f ) = {(x, y ) ∈ R2 : a ≤ x ≤ b, 0 ≤ y ≤ f (x)}.

This can be done by first breaking up the interval [a, b] into finitely many
subintervals, and then underestimating and overestimating the area over
each subinterval by computing rectangular areas. The sum of these two
areas over all subintervals then produces lower and upper estimates of the
required area, and we hope that as we pass these two sums over the limit
as the number of subintervals tends to infinity, we arrive at the area we
seek.

S. Saha & A. Ganguly MA-101 (2023)


The theory of Riemann integration is based on bounded
real-valued functions defined on a closed and bounded interval.
Thus consider f : [a, b] → R such that m ≤ f (x) ≤ M for
some real numbers m, M, and for all x ∈ [a, b].

S. Saha & A. Ganguly MA-101 (2023)


The theory of Riemann integration is based on bounded
real-valued functions defined on a closed and bounded interval.
Thus consider f : [a, b] → R such that m ≤ f (x) ≤ M for
some real numbers m, M, and for all x ∈ [a, b].

Partition: A partition P of an interval [a, b] is a finite set


{x0 , x1 , x2 , . . . , xn } of points satisfying
a = x0 < x1 < x2 < · · · < xn = b.

S. Saha & A. Ganguly MA-101 (2023)


The theory of Riemann integration is based on bounded
real-valued functions defined on a closed and bounded interval.
Thus consider f : [a, b] → R such that m ≤ f (x) ≤ M for
some real numbers m, M, and for all x ∈ [a, b].

Partition: A partition P of an interval [a, b] is a finite set


{x0 , x1 , x2 , . . . , xn } of points satisfying
a = x0 < x1 < x2 < · · · < xn = b.

The above partition P breaks up an interval into n subintervals


[xi−1 , xi ], with 1 ≤ i ≤ n. We denote by ∆xi the length of the
ith subinterval, and by ∥P∥ the largest of these subinterval
lengths. We call ∥P∥ the norm of P.

S. Saha & A. Ganguly MA-101 (2023)


The theory of Riemann integration is based on bounded
real-valued functions defined on a closed and bounded interval.
Thus consider f : [a, b] → R such that m ≤ f (x) ≤ M for
some real numbers m, M, and for all x ∈ [a, b].

Partition: A partition P of an interval [a, b] is a finite set


{x0 , x1 , x2 , . . . , xn } of points satisfying
a = x0 < x1 < x2 < · · · < xn = b.

The above partition P breaks up an interval into n subintervals


[xi−1 , xi ], with 1 ≤ i ≤ n. We denote by ∆xi the length of the
ith subinterval, and by ∥P∥ the largest of these subinterval
lengths. We call ∥P∥ the norm of P.

Thus, ∆xi = xi − xi−1 and ∥P∥ = maxi ∆xi .

S. Saha & A. Ganguly MA-101 (2023)


For a fixed partition P of [a, b], set

Mi = sup f (x); mi = inf f (x);


x∈[xi−1 ,xi ] x∈[xi−1 ,xi ]
X n X n
U(f , P) = Mi ∆xi and L(f , P) = mi ∆xi .
i=1 i=1

S. Saha & A. Ganguly MA-101 (2023)


For a fixed partition P of [a, b], set

Mi = sup f (x); mi = inf f (x);


x∈[xi−1 ,xi ] x∈[xi−1 ,xi ]
X n X n
U(f , P) = Mi ∆xi and L(f , P) = mi ∆xi .
i=1 i=1
U(f , P) is called the upper sum of f for P and L(f , P) is
called the lower sum of f for P.

S. Saha & A. Ganguly MA-101 (2023)


For a fixed partition P of [a, b], set

Mi = sup f (x); mi = inf f (x);


x∈[xi−1 ,xi ] x∈[xi−1 ,xi ]
X n X n
U(f , P) = Mi ∆xi and L(f , P) = mi ∆xi .
i=1 i=1
U(f , P) is called the upper sum of f for P and L(f , P) is
called the lower sum of f for P.
Since m ≤ mi ≤ Mi ≤ M for each i, we have
n
X n
X n
X n
X
m ∆xi ≤ mi ∆xi ≤ Mi ∆xi ≤ M ∆xi .
i=1 i=1 i=1 i=1
Hence, m(b − a) ≤ L(f , P) ≤ U(f , P) ≤ M(b − a)
for every partition P of [a, b].

S. Saha & A. Ganguly MA-101 (2023)


Example: Let f (x) = x 4 − 4x 3 + 10 for all x ∈ [1, 4]. Then for
the partition P = {1, 2, 3, 4} of [1, 4], U(f , P) = 11 and
L(f , P) = −40.

S. Saha & A. Ganguly MA-101 (2023)


Example: Let f (x) = x 4 − 4x 3 + 10 for all x ∈ [1, 4]. Then for
the partition P = {1, 2, 3, 4} of [1, 4], U(f , P) = 11 and
L(f , P) = −40.
Solution: Since f ′ (x) = 4x 2 (x − 3) for all x ∈ [1, 4], we have
f ′ (x) < 0 for all x ∈ (1, 3) and f ′ (x) > 0 for all x ∈ (3, 4).
Hence f is strictly decreasing on [1, 3] and strictly increasing
on [3, 4].

S. Saha & A. Ganguly MA-101 (2023)


Example: Let f (x) = x 4 − 4x 3 + 10 for all x ∈ [1, 4]. Then for
the partition P = {1, 2, 3, 4} of [1, 4], U(f , P) = 11 and
L(f , P) = −40.
Solution: Since f ′ (x) = 4x 2 (x − 3) for all x ∈ [1, 4], we have
f ′ (x) < 0 for all x ∈ (1, 3) and f ′ (x) > 0 for all x ∈ (3, 4).
Hence f is strictly decreasing on [1, 3] and strictly increasing
on [3, 4].
Consequently sup{f (x) : x ∈ [1, 2]} = f (1) = 7,
sup{f (x) : x ∈ [2, 3]} = f (2) = −6,
sup{f (x) : x ∈ [3, 4]} = f (4) = 10 and
inf{f (x) : x ∈ [1, 2]} = f (2) = −6,
inf{f (x) : x ∈ [2, 3]} = f (3) = −17,
inf{f (x) : x ∈ [3, 4]} = f (3) = −17.

S. Saha & A. Ganguly MA-101 (2023)


Example: Let f (x) = x 4 − 4x 3 + 10 for all x ∈ [1, 4]. Then for
the partition P = {1, 2, 3, 4} of [1, 4], U(f , P) = 11 and
L(f , P) = −40.
Solution: Since f ′ (x) = 4x 2 (x − 3) for all x ∈ [1, 4], we have
f ′ (x) < 0 for all x ∈ (1, 3) and f ′ (x) > 0 for all x ∈ (3, 4).
Hence f is strictly decreasing on [1, 3] and strictly increasing
on [3, 4].
Consequently sup{f (x) : x ∈ [1, 2]} = f (1) = 7,
sup{f (x) : x ∈ [2, 3]} = f (2) = −6,
sup{f (x) : x ∈ [3, 4]} = f (4) = 10 and
inf{f (x) : x ∈ [1, 2]} = f (2) = −6,
inf{f (x) : x ∈ [2, 3]} = f (3) = −17,
inf{f (x) : x ∈ [3, 4]} = f (3) = −17.
Therefore U(f , P) = 7(2 − 1) + (−6)(3 − 2) + 10(4 − 3) = 11,
L(f , P) = (−6)(2 − 1) + (−17)(3 − 2) + (−17)(4 − 3) = −40.

S. Saha & A. Ganguly MA-101 (2023)


Upper integral:
Rb
f = inf U(f , P) = inf{U(f , P) : P is a partition of [a, b]}
a P

S. Saha & A. Ganguly MA-101 (2023)


Upper integral:
Rb
f = inf U(f , P) = inf{U(f , P) : P is a partition of [a, b]}
a P

Lower integral:
Rb
f = sup L(f , P) = sup{L(f , P) : P is a partition of [a, b]}
a P

S. Saha & A. Ganguly MA-101 (2023)


Upper integral:
Rb
f = inf U(f , P) = inf{U(f , P) : P is a partition of [a, b]}
a P

Lower integral:
Rb
f = sup L(f , P) = sup{L(f , P) : P is a partition of [a, b]}
a P

Riemann integral: If Upper integral = Lower integral, then f is


called Riemann integrable on [a, b]. The common value is the
Rb Rb
Riemann integral of f on [a, b], denoted by f or f (x)dx.
a a

S. Saha & A. Ganguly MA-101 (2023)


Upper integral:
Rb
f = inf U(f , P) = inf{U(f , P) : P is a partition of [a, b]}
a P

Lower integral:
Rb
f = sup L(f , P) = sup{L(f , P) : P is a partition of [a, b]}
a P

Riemann integral: If Upper integral = Lower integral, then f is


called Riemann integrable on [a, b]. The common value is the
Rb Rb
Riemann integral of f on [a, b], denoted by f or f (x)dx.
a a
Notation: R[a, b] denotes the set of all Riemann integrable
functions f : [a, b] → R.

S. Saha & A. Ganguly MA-101 (2023)


Upper integral:
Rb
f = inf U(f , P) = inf{U(f , P) : P is a partition of [a, b]}
a P

Lower integral:
Rb
f = sup L(f , P) = sup{L(f , P) : P is a partition of [a, b]}
a P

Riemann integral: If Upper integral = Lower integral, then f is


called Riemann integrable on [a, b]. The common value is the
Rb Rb
Riemann integral of f on [a, b], denoted by f or f (x)dx.
a a
Notation: R[a, b] denotes the set of all Riemann integrable
functions f : [a, b] → R.
Remark: If f ∈ R[a, b] and m ≤ f (x) ≤ M for x ∈ [a, b], then
Z b
m(b − a) ≤ f (x)dx ≤ M(b − a).
a

S. Saha & A. Ganguly MA-101 (2023)


Example: The following functions are Riemann integrable.

S. Saha & A. Ganguly MA-101 (2023)


Example: The following functions are Riemann integrable.
(a) f (x) = k for all x ∈ [a, b].

S. Saha & A. Ganguly MA-101 (2023)


Example: The following functions are Riemann integrable.
(a) f (x) = k for all x ∈ [a, b].

0 if x ∈ (a, b],
(b) Let f (x) =
1 if x = a.

S. Saha & A. Ganguly MA-101 (2023)


Example: The following functions are Riemann integrable.
(a) f (x) = k for all x ∈ [a, b].

0 if x ∈ (a, b],
(b) Let f (x) =
1 if x = a.
Solution of (b): Let P = {x0 , x1 , ..., xn } be any partition of
[a, b]. Then mi = 0 and M1 = 1, Mi = 0 for i = 2, ..., n and so
L(f , P) = 0 and U(f , P) = x1 − x0 = x1 − a.

S. Saha & A. Ganguly MA-101 (2023)


Example: The following functions are Riemann integrable.
(a) f (x) = k for all x ∈ [a, b].

0 if x ∈ (a, b],
(b) Let f (x) =
1 if x = a.
Solution of (b): Let P = {x0 , x1 , ..., xn } be any partition of
[a, b]. Then mi = 0 and M1 = 1, Mi = 0 for i = 2, ..., n and so
L(f , P) = 0 and U(f , P) = x1 − x0 = x1 − a.
Rb
Hence f (x) dx = 0.
a

S. Saha & A. Ganguly MA-101 (2023)


Example: The following functions are Riemann integrable.
(a) f (x) = k for all x ∈ [a, b].

0 if x ∈ (a, b],
(b) Let f (x) =
1 if x = a.
Solution of (b): Let P = {x0 , x1 , ..., xn } be any partition of
[a, b]. Then mi = 0 and M1 = 1, Mi = 0 for i = 2, ..., n and so
L(f , P) = 0 and U(f , P) = x1 − x0 = x1 − a.
Rb
Hence f (x) dx = 0.
a

Rb
Again, f (x) dx = inf U(f , P) = inf{x1 − a : x1 ∈ (a, b)} = 0.
a P

S. Saha & A. Ganguly MA-101 (2023)


Example: The following functions are Riemann integrable.
(a) f (x) = k for all x ∈ [a, b].

0 if x ∈ (a, b],
(b) Let f (x) =
1 if x = a.
Solution of (b): Let P = {x0 , x1 , ..., xn } be any partition of
[a, b]. Then mi = 0 and M1 = 1, Mi = 0 for i = 2, ..., n and so
L(f , P) = 0 and U(f , P) = x1 − x0 = x1 − a.
Rb
Hence f (x) dx = 0.
a

Rb
Again, f (x) dx = inf U(f , P) = inf{x1 − a : x1 ∈ (a, b)} = 0.
a P

Rb
Therefore f is Riemann integrable on [a, b] and f (x) dx = 0.
a

S. Saha & A. Ganguly MA-101 (2023)


Example: Let f : [a, b] → R be defined by
1 if x is rational,
f (x) =
0 if x is irrational.
Then f is not Riemann integrable.

S. Saha & A. Ganguly MA-101 (2023)


Example: Let f : [a, b] → R be defined by
1 if x is rational,
f (x) =
0 if x is irrational.
Then f is not Riemann integrable.

Solution: Let P = {x0 , x1 , ..., xn } be any partition of [a, b].


Since every interval contains a rational as well as an irrational
number, we get Mi = 1 and mi = 0 for i = 1, . . . , n.

S. Saha & A. Ganguly MA-101 (2023)


Example: Let f : [a, b] → R be defined by
1 if x is rational,
f (x) =
0 if x is irrational.
Then f is not Riemann integrable.

Solution: Let P = {x0 , x1 , ..., xn } be any partition of [a, b].


Since every interval contains a rational as well as an irrational
number, we get Mi = 1 and mi = 0 for i = 1, . . . , n.
Therefore, L(f , P) = 0 and U(f , P) = b − a.

S. Saha & A. Ganguly MA-101 (2023)


Example: Let f : [a, b] → R be defined by
1 if x is rational,
f (x) =
0 if x is irrational.
Then f is not Riemann integrable.

Solution: Let P = {x0 , x1 , ..., xn } be any partition of [a, b].


Since every interval contains a rational as well as an irrational
number, we get Mi = 1 and mi = 0 for i = 1, . . . , n.
Therefore, L(f , P) = 0 and U(f , P) = b − a.
Rb Rb
Hence f (x) dx = 0 and f (x) dx = b − a.
a a

S. Saha & A. Ganguly MA-101 (2023)


Example: Let f : [a, b] → R be defined by
1 if x is rational,
f (x) =
0 if x is irrational.
Then f is not Riemann integrable.

Solution: Let P = {x0 , x1 , ..., xn } be any partition of [a, b].


Since every interval contains a rational as well as an irrational
number, we get Mi = 1 and mi = 0 for i = 1, . . . , n.
Therefore, L(f , P) = 0 and U(f , P) = b − a.
Rb Rb
Hence f (x) dx = 0 and f (x) dx = b − a.
a a

Rb Rb
Since f (x) dx ̸= f (x) dx, f is not Riemann integrable.
a a

S. Saha & A. Ganguly MA-101 (2023)


A refinement P ∗ of a partition P is a partition of [a, b]
containing all the points of P.

S. Saha & A. Ganguly MA-101 (2023)


A refinement P ∗ of a partition P is a partition of [a, b]
containing all the points of P.

Result: Let f : [a, b] → R be bounded. Let P ∗ be a


refinement of P. Then

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

S. Saha & A. Ganguly MA-101 (2023)


A refinement P ∗ of a partition P is a partition of [a, b]
containing all the points of P.

Result: Let f : [a, b] → R be bounded. Let P ∗ be a


refinement of P. Then

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

Result: Let f : [a, b] → R be bounded. Let P and Q be any


two partitions of [a, b]. Then
L(f , P) ≤ U(f , Q).

S. Saha & A. Ganguly MA-101 (2023)


A refinement P ∗ of a partition P is a partition of [a, b]
containing all the points of P.

Result: Let f : [a, b] → R be bounded. Let P ∗ be a


refinement of P. Then

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

Result: Let f : [a, b] → R be bounded. Let P and Q be any


two partitions of [a, b]. Then
L(f , P) ≤ U(f , Q).

Result: Let f : [a, b] → R be bounded. Then

Zb Zb
f ≤ f.
a a

S. Saha & A. Ganguly MA-101 (2023)


Result: Let f : [a, b] → R be bounded. Let there exist a
sequence (Pn ) of partitions of [a, b] such that L(f , Pn ) → α
Rb
and U(f , Pn ) → α. Then f ∈ R[a, b] and f = α.
a

S. Saha & A. Ganguly MA-101 (2023)


Result: Let f : [a, b] → R be bounded. Let there exist a
sequence (Pn ) of partitions of [a, b] such that L(f , Pn ) → α
Rb
and U(f , Pn ) → α. Then f ∈ R[a, b] and f = α.
a
2
Example: Let f (x) = x for all x ∈ [0, 1]. Then f : [0, 1] → R
R1
is Riemann integrable on [0, 1] and f (x) dx = 31 .
0

S. Saha & A. Ganguly MA-101 (2023)


Result: Let f : [a, b] → R be bounded. Let there exist a
sequence (Pn ) of partitions of [a, b] such that L(f , Pn ) → α
Rb
and U(f , Pn ) → α. Then f ∈ R[a, b] and f = α.
a
2
Example: Let f (x) = x for all x ∈ [0, 1]. Then f : [0, 1] → R
R1
is Riemann integrable on [0, 1] and f (x) dx = 31 .
0

Solution: For each n ∈ N, Pn = {0, n1 , . . . , nn = 1} is a


partition of [0, 1].

S. Saha & A. Ganguly MA-101 (2023)


Result: Let f : [a, b] → R be bounded. Let there exist a
sequence (Pn ) of partitions of [a, b] such that L(f , Pn ) → α
Rb
and U(f , Pn ) → α. Then f ∈ R[a, b] and f = α.
a
2
Example: Let f (x) = x for all x ∈ [0, 1]. Then f : [0, 1] → R
R1
is Riemann integrable on [0, 1] and f (x) dx = 31 .
0

Solution: For each n ∈ N, Pn = {0, n1 , . . . , nn = 1} is a


partition of [0, 1].
(n−1)2
L(f , Pn ) = n1 (0 + 1
n2
+ ··· + n2
) = (1 − n1 )( 31 − 1
6n
) → 13 .

S. Saha & A. Ganguly MA-101 (2023)


Result: Let f : [a, b] → R be bounded. Let there exist a
sequence (Pn ) of partitions of [a, b] such that L(f , Pn ) → α
Rb
and U(f , Pn ) → α. Then f ∈ R[a, b] and f = α.
a
2
Example: Let f (x) = x for all x ∈ [0, 1]. Then f : [0, 1] → R
R1
is Riemann integrable on [0, 1] and f (x) dx = 31 .
0

Solution: For each n ∈ N, Pn = {0, n1 , . . . , nn = 1} is a


partition of [0, 1].
(n−1)2
L(f , Pn ) = n1 (0 + 1
n2
+ ··· + n2
) = (1 − n1 )( 31 − 1
6n
) → 13 .
n2
U(f , Pn ) = n1 ( n12 + · · · + n2
) = (1 + n1 )( 13 + 1
6n
) → 31 .

S. Saha & A. Ganguly MA-101 (2023)


Result: Let f : [a, b] → R be bounded. Let there exist a
sequence (Pn ) of partitions of [a, b] such that L(f , Pn ) → α
Rb
and U(f , Pn ) → α. Then f ∈ R[a, b] and f = α.
a
2
Example: Let f (x) = x for all x ∈ [0, 1]. Then f : [0, 1] → R
R1
is Riemann integrable on [0, 1] and f (x) dx = 31 .
0

Solution: For each n ∈ N, Pn = {0, n1 , . . . , nn = 1} is a


partition of [0, 1].
(n−1)2
L(f , Pn ) = n1 (0 + 1
n2
+ ··· + n2
) = (1 − n1 )( 31 − 1
6n
) → 13 .
n2
U(f , Pn ) = n1 ( n12 + · · · + n2
) = (1 + n1 )( 13 + 1
6n
) → 31 .
R1
Hence f is Riemann integrable on [0, 1] and f (x) dx = 31 .
0

S. Saha & A. Ganguly MA-101 (2023)


Riemann’s criterion for integrability: A bounded function
f : [a, b] → R is Riemann integrable on [a, b] if and only if for
each ε > 0, there exists a partition Pε of [a, b] such that
U(f , Pε ) − L(f , Pε ) < ε.

S. Saha & A. Ganguly MA-101 (2023)


Riemann’s criterion for integrability: A bounded function
f : [a, b] → R is Riemann integrable on [a, b] if and only if for
each ε > 0, there exists a partition Pε of [a, b] such that
U(f , Pε ) − L(f , Pε ) < ε.

Corollary: A bounded function f : [a, b] → R is Riemann


integrable on [a, b] if and only if there exists a sequence (Pn )
of partitions of [a, b] such that lim [U(f , Pn ) − L(f , Pn )] = 0,
n→∞
in which case
Zb
f (x) dx = lim U(f , Pn ) = lim L(f , Pn ).
n→∞ n→∞
a

S. Saha & A. Ganguly MA-101 (2023)


Some Riemann integrable functions:

S. Saha & A. Ganguly MA-101 (2023)


Some Riemann integrable functions:

(a) Let f : [a, b] → R be continuous. Then f is Riemann


integrable.

S. Saha & A. Ganguly MA-101 (2023)


Some Riemann integrable functions:

(a) Let f : [a, b] → R be continuous. Then f is Riemann


integrable.

(b) Let f : [a, b] → R be bounded. If f is continuous except at


finitely many points in [a, b], then f is Riemann integrable.

S. Saha & A. Ganguly MA-101 (2023)


Some Riemann integrable functions:

(a) Let f : [a, b] → R be continuous. Then f is Riemann


integrable.

(b) Let f : [a, b] → R be bounded. If f is continuous except at


finitely many points in [a, b], then f is Riemann integrable.

(c) If f : [a, b] → R is monotonic, then f is Riemann


integrable.

S. Saha & A. Ganguly MA-101 (2023)


Riemann sum: Let f : [a, b] → R be bounded. Let
P = {x0 , x1 , . . . , xn } be a partition of [a, b], and ci ∈ [xi−1 , xi ]
for i = 1, 2, . . . , n. Then P̃ = (P, (ci )) is called a tagged
partition.
Xn
S(f , P̃) = f (ci )(xi − xi−1 )
i=1

is called the Riemann sum of f with respect to the tagged


partition P̃.

S. Saha & A. Ganguly MA-101 (2023)


Riemann sum: Let f : [a, b] → R be bounded. Let
P = {x0 , x1 , . . . , xn } be a partition of [a, b], and ci ∈ [xi−1 , xi ]
for i = 1, 2, . . . , n. Then P̃ = (P, (ci )) is called a tagged
partition.
Xn
S(f , P̃) = f (ci )(xi − xi−1 )
i=1

is called the Riemann sum of f with respect to the tagged


partition P̃.

Result: A bounded function f : [a, b] → R is Riemann


integrable on [a, b] if and only if lim S(f , P̃) exists in R.
∥P∥→0

S. Saha & A. Ganguly MA-101 (2023)


Riemann sum: Let f : [a, b] → R be bounded. Let
P = {x0 , x1 , . . . , xn } be a partition of [a, b], and ci ∈ [xi−1 , xi ]
for i = 1, 2, . . . , n. Then P̃ = (P, (ci )) is called a tagged
partition.
Xn
S(f , P̃) = f (ci )(xi − xi−1 )
i=1

is called the Riemann sum of f with respect to the tagged


partition P̃.

Result: A bounded function f : [a, b] → R is Riemann


integrable on [a, b] if and only if lim S(f , P̃) exists in R.
∥P∥→0

Rb
Also, in this case, f = lim S(f , P̃).
a ∥P∥→0

S. Saha & A. Ganguly MA-101 (2023)


1 1 1
Example: lim [ n+1 + n+2
+ ··· + n+n
] = log 2.
n→∞

S. Saha & A. Ganguly MA-101 (2023)


1 1 1
Example: lim [ n+1 + n+2
+ ··· + n+n
] = log 2.
n→∞
1
Solution: Let f (x) = 1+x for all x ∈ [0, 1]. Considering the
partition Pn = {0, n , n , . . . , nn = 1} of [0, 1] for each n ∈ N
1 2

(and taking ci = ni for i = 1, . . . , n), we find that


n    X n
X i i i −1 1
S(f , P̃n ) = f − = .
i=1
n n n i=1
n+i

S. Saha & A. Ganguly MA-101 (2023)


1 1 1
Example: lim [ n+1 + n+2
+ ··· + n+n
] = log 2.
n→∞
1
Solution: Let f (x) = 1+x for all x ∈ [0, 1]. Considering the
partition Pn = {0, n , n , . . . , nn = 1} of [0, 1] for each n ∈ N
1 2

(and taking ci = ni for i = 1, . . . , n), we find that


n    X n
X i i i −1 1
S(f , P̃n ) = f − = .
i=1
n n n i=1
n+i

Since f : [0, 1] → R is continuous, f is Riemann integrable on


Pn
1
R1
[0, 1] and hence lim n+i
= lim S(f , P̃n ) = f (x) dx =
n→∞ i=1 n→∞ 0
log(1 + x)|1x=0 = log 2.

S. Saha & A. Ganguly MA-101 (2023)


Properties of Riemann integrals

Suppose that f , g ∈ R[a, b] and α ∈ R.

S. Saha & A. Ganguly MA-101 (2023)


Properties of Riemann integrals

Suppose that f , g ∈ R[a, b] and α ∈ R.


(1) Then αf , f + g ∈ R[a, b] and
Z b Z b
(αf )(x)dx = α f (x)dx;
a a
Z b Z b Z b
(f + g )(x)dx = f (x)dx + g (x)dx.
a a a

S. Saha & A. Ganguly MA-101 (2023)


(2) If f (x) ≤ g (x) on [a, b]. Then
Z b Z b
f (x)dx ≤ g (x)dx.
a a

S. Saha & A. Ganguly MA-101 (2023)


(2) If f (x) ≤ g (x) on [a, b]. Then
Z b Z b
f (x)dx ≤ g (x)dx.
a a

(3) If f ∈ R[a, b] and a < c < b, then f ∈ R[a, c] and


f ∈ R[c, b], and
Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx.
a a c

S. Saha & A. Ganguly MA-101 (2023)


(2) If f (x) ≤ g (x) on [a, b]. Then
Z b Z b
f (x)dx ≤ g (x)dx.
a a

(3) If f ∈ R[a, b] and a < c < b, then f ∈ R[a, c] and


f ∈ R[c, b], and
Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx.
a a c

(4) If f ∈ R[a, b] then |f | ∈ R[a, b] and


Z b Z b
| f (x)dx| ≤ |f |(x)dx.
a a

S. Saha & A. Ganguly MA-101 (2023)


Theorem (Mean value theorem)
If f : [a, b] → R is continuous, then there exists a point
c ∈ (a, b) such that
Z b
f (x)dx = f (c) · (b − a).
a

S. Saha & A. Ganguly MA-101 (2023)


Theorem (Mean value theorem)
If f : [a, b] → R is continuous, then there exists a point
c ∈ (a, b) such that
Z b
f (x)dx = f (c) · (b − a).
a

Theorem (First fundamental theorem of calculus)


Let f : [a, b] → R be Riemann integrable and let
Rx
F (x) = f (t) dt for all x ∈ [a, b]. Then F : [a, b] → R is
a
continuous. Also, if f is continuous at x0 ∈ [a, b], then F is
differentiable at x0 and F ′ (x0 ) = f (x0 ).

S. Saha & A. Ganguly MA-101 (2023)


Corollary: If f : [a, b] → R is continuous and
Rx
F (x) = f (t) dt for all x ∈ [a, b], then F is differentiable on
a
[a, b] and F ′ = f .

S. Saha & A. Ganguly MA-101 (2023)


Corollary: If f : [a, b] → R is continuous and
Rx
F (x) = f (t) dt for all x ∈ [a, b], then F is differentiable on
a
[a, b] and F ′ = f .
Theorem (Second fundamental theorem of calculus)
Let f : [a, b] → R be Riemann integrable on [a, b]. If there
exists a differentiable function F : [a, b] → R such that
Rb
F ′ (x) = f (x) for all x ∈ [a, b], then f (x) dx = F (b) − F (a).
a

S. Saha & A. Ganguly MA-101 (2023)


Corollary: If f : [a, b] → R is continuous and
Rx
F (x) = f (t) dt for all x ∈ [a, b], then F is differentiable on
a
[a, b] and F ′ = f .
Theorem (Second fundamental theorem of calculus)
Let f : [a, b] → R be Riemann integrable on [a, b]. If there
exists a differentiable function F : [a, b] → R such that
Rb
F ′ (x) = f (x) for all x ∈ [a, b], then f (x) dx = F (b) − F (a).
a
Remark: It is not true that derivatives are automatically
integrable. For example, let F : [0, 1] → R be defined by
F (x) = x 2 sin x12 for x ̸= 0 and F (0) = 0. Then F is
differentiable on [0, 1]. It is easy to see that F ′ is not bounded
and hence it is not Riemann integrable.

S. Saha & A. Ganguly MA-101 (2023)

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