FUNDAMENTALS OF ANALYSIS

W W L CHEN
c
W W L Chen, 1996, 2008.

This chapter is available free to all individuals, on the understanding that it is not to be used for nancial gain, and may be downloaded and/or photocopied, with or without permission from the author. However, this document may not be kept on any information storage and retrieval system without permission from the author, unless such system is not accessible to any individuals other than its owners.

Chapter 6
THE RIEMANN INTEGRAL

6.1. Introduction Suppose that a function f (x) is bounded on the interval [A, B ], where A, B R and A < B . Suppose further that : A = x0 < x1 < x2 < . . . < xn = B is a dissection of the interval [A, B ]. Definition. The sums
n n

s(f, ) =
i=1

(xi xi1 )

x[xi1 ,xi ]

inf

f (x)

and

S (f, ) =
i=1

(xi xi1 )

sup
x[xi1 ,xi ]

f (x)

are called respectively the lower Riemann sum and the upper Riemann sum of f (x) corresponding to the dissection . Example 6.1.1. Consider the function f (x) = x2 in the interval [0, 1]. Suppose that n N is given and xed. Let us consider a dissection n : 0 = x0 < x1 < x2 < . . . < xn = 1 of the interval [0, 1], where xi = i/n for every i = 0, 1, 2, . . . , n. For every i = 1, 2, . . . , n, we have inf f (x) = inf i1
n

x[xi1 ,xi ]

x2 =

i x n

(i 1)2 n2

and

sup
x[xi1 ,xi ]

f (x) =

sup
i1 i n x n

x2 =

i2 . n2
page 1 of 14

Chapter 6 : The Riemann Integral

Fundamentals of Analysis

W W L Chen, 1996, 2008

It follows that
n n

s(f, n ) =
i=1

(xi xi1 )

x[xi1 ,xi ]

inf

f ( x) =
i=1

(n 1)n(2n 1) (i 1)2 = 3 n 6n3

and
n n

S (f, n ) =
i=1

(xi xi1 )

sup
x[xi1 ,xi ]

f (x) =
i=1

n(n + 1)(2n + 1) i2 = . n3 6n3

Note that s(f, n ) S (f, n ), and that both terms converge to

as n .

THEOREM 6A. Suppose that a function f (x) is bounded on the interval [A, B ], where A, B R and A < B . Suppose further that and are dissections of the interval [A, B ], and that . Then s(f, ) s(f, ) and S (f, ) S (f, ).

Proof. Suppose that x < x are consecutive dissection points of , and suppose that x = y0 < y1 < . . . < ym = x are all the dissection points of in the interval [x , x ]. Then, drawing a picture if necessary, it is easy to see that
m m

(yi yi1 )
i=1

x[yi1 ,yi ]

inf

f ( x)
i=1

(yi yi1 )

x[x ,x ]

inf

f (x) = (x x )

x[x ,x ]

inf

f (x)

and
m m

(yi yi1 )
i=1

sup
x[yi1 ,yi ]

f (x)
i=1

(yi yi1 )

sup
x[x ,x ]

f (x) = (x x )

sup
x[x ,x ]

f (x).

The result follows on summing over all consecutive points of the dissection . THEOREM 6B. Suppose that a function f (x) is bounded on the interval [A, B ], where A, B R and A < B . Suppose further that and are dissections of the interval [A, B ]. Then s(f, ) S (f, ). Proof. Consider the dissection = of [A, B ]. Then it follows from Theorem 6A that s(f, ) s(f, ) On the other hand, it is easy to check that s(f, ) S (f, ). The result follows on combining (1) and (2). Definition. The real numbers I (f, A, B ) = sup s(f, )

and

S (f, ) S (f, ).

(1)

(2)

and

I + (f, A, B ) = inf S (f, ),

where the supremum and inmum are taken over all dissections of [A, B ], are called respectively the lower integral and the upper integral of f (x) over [A, B ].
Chapter 6 : The Riemann Integral page 2 of 14

Fundamentals of Analysis

W W L Chen, 1996, 2008

Remark. Since f (x) is bounded on [A, B ], it follows that s(f, ) and S (f, ) are bounded above and below. This guarantees the existence of I (f, A, B ) and I + (f, A, B ). THEOREM 6C. Suppose that a function f (x) is bounded on the interval [A, B ], where A, B R and A < B . Then I (f, A, B ) I + (f, A, B ). Proof. Suppose that is a dissection of [A, B ]. Then it follows from Theorem 6B that s(f, ) S (f, ) for every dissection of [A, B ]. Keeping xed and taking the inmum over all dissections of [A, B ], we conclude that s(f, ) inf S (f, ) = I + (f, A, B ).

Taking now the supremum over all dissections of [A, B ], we conclude that I + (f, A, B ) sup s(f, ) = I (f, A, B ).

The result follows. Definition. Suppose that I (f, A, B ) = I + (f, A, B ). Then we say that the function f (x) is Riemann integrable over [A, B ], denoted by f R([A, B ]), and write
B

f (x) dx = I (f, A, B ) = I + (f, A, B ).

Example 6.1.2. Let us return to Example 6.1.1, and consider again the function f (x) = x2 in the 1 as n . It follows that interval [0, 1]. Recall that both s(f, n ) and S (f, n ) converge to 3 I (f, 0, 1) In view of Theorem 6C, we must have I (f, 0, 1) = I + (f, 0, 1) = so that
1

1 3

and

I + (f, 0, 1)

1 . 3

1 , 3

x2 dx =
0

1 . 3

We can establish the following characterization of Riemann integrable functions in terms of Riemann sums. THEOREM 6D. Suppose that a function f (x) is bounded on the interval [A, B ], where A, B R and A < B . Then the following two statements are equivalent: (a) f R([A, B ]). (b) Given any > 0, there exists a dissection of [A, B ] such that S (f, ) s(f, ) < .
Chapter 6 : The Riemann Integral

(3)
page 3 of 14

Fundamentals of Analysis

W W L Chen, 1996, 2008

Proof. ((a)(b)) If f R([A, B ]), then sup s(f, ) = inf S (f, ),

(4)

where the supremum and inmum are taken over all dissections of [A, B ]. For every > 0, there exist dissections 1 and 2 of [A, B ] such that s(f, 1 ) > sup s(f, )

and

S (f, 2 ) < inf S (f, ) + . 2

(5)

Let = 1 2 . Then by Theorem 6A, we have s(f, ) s(f, 1 ) and S (f, ) S (f, 2 ). (6)

The inequality (3) now follows on combining (4)(6). ((b)(a)) Suppose that Clearly > 0 is given. We can choose a dissection of [A, B ] such that (3) holds. s(f, ) I (f, A, B ) I + (f, A, B ) S (f, ). (7)

Combining (3) and (7), we conclude that 0 I + (f, A, B ) I (f, A, B ) < . Note now that > 0 is arbitrary, and that I + (f, A, B ) I (f, A, B ) is independent of . It follows that we must have I + (f, A, B ) I (f, A, B ) = 0.

6.2. Properties of the Riemann Integral In this section, we shall study some simple but useful properties of the Riemann integral. We begin by studying the arithmetic of Riemann integrals. THEOREM 6E. Suppose that f, g R([A, B ]), where A, B R and A < B . Then the following statements hold:
B B B

(a) We have f + g R([A, B ]), and

(f (x) + g (x)) dx =
A B

f (x) dx +
A B

g (x) dx.

(b) For every c R, we have cf R([A, B ]), and

cf (x) dx = c
A

f (x) dx.

(c) If f (x) 0 for every x [A, B ], then

f (x) dx 0.
B B

(d) If f (x) g (x) for every x [A, B ], then

f (x) dx
A

g (x) dx.

Proof. (a) Since f, g R([A, B ]), it follows from Theorem 6D that for every > 0, there exist dissections 1 and 2 of [A, B ] such that S (f, 1 ) s(f, 1 ) < 2 and S (g, 2 ) s(g, 2 ) < 2 .

Let = 1 2 . Then in view of Theorem 6A, we have S (f, ) s(f, ) < 2 and S (g, ) s(g, ) < 2 . (8)

Suppose that the dissection is given by : A = x0 < x1 < x2 < . . . < xn = B . It is easy to see that for every i = 1, . . . , n, we have sup
x[xi1 ,xi ] Chapter 6 : The Riemann Integral

(f (x) + g (x))

sup
x[xi1 ,xi ]

f (x) +

sup
x[xi1 ,xi ]

g (x)
page 4 of 14

Fundamentals of Analysis

W W L Chen, 1996, 2008

and
x[xi1 ,xi ]

inf

(f (x) + g (x))

x[xi1 ,xi ]

inf

f (x) +

x[xi1 ,xi ]

inf

g (x).

It follows that S (f + g, ) S (f, ) + S (g, ) Combining (8) and (9), we have S (f + g, ) s(f + g, ) (S (f, ) s(f, )) + (S (g, ) s(g, )) < . It now follows from Theorem 6D that f + g R([A, B ]). To establish the second assertion, suppose now that 1 and 2 are any two dissections of [A, B ]. As before, let = 1 2 . Then in view of Theorem 6A and (9), we have S (f, 1 ) + S (g, 2 ) S (f, ) + S (g, ) S (f + g, ) I + (f + g, A, B ), so that S (g, 2 ) I + (f + g, A, B ) S (f, 1 ). Keeping 1 xed and taking the inmum over all dissections 2 of [A, B ], we have I + (g, A, B ) I + (f + g, A, B ) S (f, 1 ), so that S (f, 1 ) I + (f + g, A, B ) I + (g, A, B ). Taking the inmum over all dissections 1 of [A, B ], we have I + (f, A, B ) I + (f + g, A, B ) I + (g, A, B ), so that I + (f + g, A, B ) I + (f, A, B ) + I + (g, A, B ). Similarly, in view of Theorem 6A and (9), we have s(f, 1 ) + s(g, 2 ) s(f, ) + s(g, ) s(f + g, ) I (f + g, A, B ), so that s(g, 2 ) I (f + g, A, B ) s(f, 1 ). Keeping 1 xed and taking the supremum over all dissections 2 of [A, B ], we have I (g, A, B ) I (f + g, A, B ) s(f, 1 ), so that s(f, 1 ) I (f + g, A, B ) I (g, A, B ). Taking the supremum over all dissections 1 of [A, B ], we have I (f, A, B ) I (f + g, A, B ) I (g, A, B ),
Chapter 6 : The Riemann Integral page 5 of 14

and

s(f + g, ) s(f, ) + s(g, ).

(9)

(10)

Fundamentals of Analysis

W W L Chen, 1996, 2008

so that I (f, A, B ) + I (g, A, B ) I (f + g, A, B ). Combining (10) and (11), we have I (f, A, B ) + I (g, A, B ) I (f + g, A, B ) = I + (f + g, A, B ) I + (f, A, B ) + I + (g, A, B ). (12) (11)

Clearly I (f, A, B ) = I + (f, A, B ) and I (g, A, B ) = I + (g, A, B ), and so equality must hold everywhere in (12). In particular, we have I + (f, A, B ) + I + (g, A, B ) = I + (f + g, A, B ). (b) The case c = 0 is trivial. Suppose now that c > 0. Since f R([A, B ]), it follows from Theorem 6D that for every > 0, there exists a dissection of [A, B ] such that S (f, ) s(f, ) < . c It is easy to see that S (cf, ) = cS (f, ) Hence S (cf, ) s(cf, ) < . It follows from Theorem 6D that cf R([A, B ]). Also, (13) clearly implies I + (cf, A, B ) = cI + (f, A, B ). Suppose next that c < 0. Since f R([A, B ]), it follows from Theorem 6D that for every > 0, there exists a dissection of [A, B ] such that S (f, ) s(f, ) < . c It is easy to see that S (cf, ) = cs(f, ) Hence S (cf, ) s(cf, ) < . It follows from Theorem 6D that cf R([A, B ]). Also, (14) clearly implies I + (cf, A, B ) = cI (f, A, B ). (c) Note simply that
B

and

s(cf, ) = cs(f, ).

(13)

and

s(cf, ) = cS (f, ).

(14)

f (x) dx (B A)
A

x[A,B ]

inf

f (x),

where the right hand side is the lower sum corresponding to the trivial dissection. (d) Note that g f R([A, B ]) in view of (a) and (b). We apply part (c) to the function g f . Next, we investigate the question of breaking up the interval [A, B ] of integration. THEOREM 6F. Suppose that f R([A, B ]), where A, B R and A < B . Then for every real number C (A, B ), we have f R([A, C ]) and f R([C, B ]). Furthermore, we have
B C B

f (x) dx =
A Chapter 6 : The Riemann Integral A

f (x) dx +
C

f (x) dx.

(15)
page 6 of 14

Fundamentals of Analysis

W W L Chen, 1996, 2008

Proof. We shall rst show that for every C , C R satisfying A C < C R([C , C ]). Since f R([A, B ]), it follows from Theorem 6D that given any dissection of [A, B ] such that S (f, ) s(f, ) < .

B , we have f > 0, there exists a

It follows from Theorem 6A that the dissection = {C , C } of [A, B ] satises S (f, ) s(f, ) < . (16)

Suppose that the dissection is given by : A = x0 < x1 < x2 < . . . < xn = B . Then there exist k , k {0, 1, 2, . . . , n} satisfying k < k such that C = xk and C = xk . It follows that 0 : C = xk < xk +1 < xk +2 < . . . < xk = C is a dissection of [C , C ]. Furthermore,
k

S (f, 0 ) s(f, 0 ) =
n

(xi xi1 )
i=k +1

sup
x[xi1 ,xi ]

f (x)

x[xi1 ,xi ]

inf

f (x)

i=1

(xi xi1 )

sup
x[xi1 ,xi ]

f (x)

x[xi1 ,xi ]

inf

f (x)

= S (f, ) s(f, ) < , in view of (16). It now follows from Theorem 6D that f R([C , C ]). To establish (15), note that by denition, we have
B

f (x) dx = inf S (f, ),

(17)

while
C B

f (x) dx = inf S (f, 1 )

and
C

f (x) dx = inf S (f, 2 ).

(18)

Here , 1 and 2 run over all dissections of [A, B ], [A, C ] and [C, B ] respectively. The identity (15) will follow from (17) and (18) if we can show that inf S (f, ) = inf S (f, 1 ) + inf S (f, 2 ).
1 2

(19)

Suppose rst of all that is a dissection of [A, B ]. Then we can write {C } = , where and are dissections of [A, C ] and [C, B ] respectively. By Theorem 6A, we have S (f, ) S (f, {C }) = S (f, ) + S (f, ). Clearly S (f, ) + S (f, ) inf S (f, 1 ) + inf S (f, 2 ).
1 2

Hence S (f, ) inf S (f, 1 ) + inf S (f, 2 ).

Taking the inmum over all dissections of [A, B ], we conclude that inf S (f, ) inf S (f, 1 ) + inf S (f, 2 ).
1 2 Chapter 6 : The Riemann Integral

(20)
page 7 of 14

Fundamentals of Analysis

W W L Chen, 1996, 2008

To establish the opposite inequality, suppose next that 1 and 2 are dissections of [A, C ] and [C, B ] respectively. Then 1 2 is a dissection of [A, B ], and S (f, 1 ) + S (f, 2 ) = S (f, 1 2 ) inf S (f, ).

This implies that S (f, 1 ) inf S (f, ) S (f, 2 ).

Keeping 2 xed and taking the inmum over all dissections 1 of [A, C ], we have inf S (f, 1 ) inf S (f, ) S (f, 2 ),
1

and so S (f, 2 ) inf S (f, ) inf S (f, 1 ).

Taking the inmum over all dissections 2 of [C, B ], we have inf S (f, 2 ) inf S (f, ) inf S (f, 1 ),
2 1

and so inf S (f, 1 ) + inf S (f, 2 ) inf S (f, ).

(21)

The assertion (19) now follows on combining (20) and (21). Next, we investigate the question of combining two intervals of integration. THEOREM 6G. Suppose that A, B, C R and A < C < B . Suppose further that f R([A, C ]) and f R([C, B ]). Then f R([A, B ]). Furthermore,
B C B

f (x) dx =
A A

f (x) dx +
C

f (x) dx.

Proof. Since f R([A, C ]) and f R([C, B ]), it follows from Theorem 6D that given any > 0, there exist dissections 1 and 2 of [A, C ] and [C, B ] respectively such that S (f, 1 ) s(f, 1 ) < 2 and S (f, 2 ) s(f, 2 ) < 2 . (22)

Clearly = 1 2 is a dissection of [A, B ]. Furthermore, S (f, ) = S (f, 1 ) + S (f, 2 ) Hence S (f, ) s(f, ) = (S (f, 1 ) s(f, 1 )) + (S (f, 2 ) s(f, 2 )) < , in view of (22). It now follows from Theorem 6D that f R([A, B ]). The last assertion now follows immediately from Theorem 6F. Finally, we consider the question of altering the value of the function at a nite number of points. The following result may be applied a nite number of times.
Chapter 6 : The Riemann Integral page 8 of 14

and

s(f, ) = s(f, 1 ) + s(f, 2 ).

Fundamentals of Analysis

W W L Chen, 1996, 2008

THEOREM 6H. Suppose that f R([A, B ]), where A, B R and A < B . Suppose further that the real number C [A, B ], and that f (x) = g (x) for every x [A, B ] except possibly at x = C . Then g R([A, B ]), and
B B

f (x) dx =
A A

g (x) dx.

Proof. Write h(x) = f (x) g (x) for every x [A, B ]. We shall show that
B

h(x) dx = 0.
A

Note that h(x) = 0 whenever x = C . The case h(C ) = 0 is trivial, so we assume, without loss of generality, that h(C ) = 0. Given any > 0, we shall choose a dissection of [A, B ] such that C is not one of the dissection points and such that the subinterval containing C has length less than /|h(C )|. Since |h(C )| h(C ) |h(C )|, it is easy to check that S (h, ) |h(C )| Hence < I (h, A, B ) I + (h, A, B ) < . Note now that > 0 is arbitrary, and the terms I (h, A, B ) and I + (h, A, B ) are independent of . It follows that we must have I (h, A, B ) = I + (h, A, B ) = 0. This completes the proof. |h(C )| < and s(h, ) |h(C )| |h(C )| > .

6.3. Sucient Conditions for Integrability There are a few conditions that guarantee Riemann integrability. Here we shall study two such instances. Definition. Suppose that f (x) is a function dened on an interval I . (1) We say that f (x) is increasing in I if f (x1 ) f (x2 ) for every x1 , x2 I satisfying x1 < x2 . (2) We say that f (x) is decreasing in I if f (x1 ) f (x2 ) for every x1 , x2 I satisfying x1 < x2 . (3) We say that f (x) is monotonic in I if it is increasing in I or decreasing in I . Remark. Note that a constant function on an interval I is both increasing in I and decreasing in I . THEOREM 6J. Suppose that a function f (x) is monotonic in the closed interval [A, B ], where A, B R and A < B . Then f R([A, B ]). Proof. The result is trivial if f (A) = f (B ), so we may assume that f (A) = f (B ). We may further assume, without loss of generality, that f (x) is increasing in [A, B ], so that f (A) < f (B ). Given any > 0, we shall consider a dissection : A = x0 < x1 < x2 < . . . < xn = B of [A, B ] such that x i x i 1 < f (B ) f (A) for every i = 1, . . . , n.

Since f (x) is increasing in [A, B ], we have

S (f, ) =
i=1

(xi xi1 )f (xi )

and

s(f, ) =
i=1

(xi xi1 )f (xi1 ),

Chapter 6 : The Riemann Integral

page 9 of 14

Fundamentals of Analysis

W W L Chen, 1996, 2008

so that
n n

S (f, ) s(f, ) =
i=1

(xi xi1 )(f (xi ) f (xi1 )) <

f (B ) f (A)

(f (xi ) f (xi1 )) = .
i=1

The result now follows from Theorem 6D. THEOREM 6K. Suppose that a function f (x) is continuous in the closed interval [A, B ], where A, B R and A < B . Then f R([A, B ]). Here we need the idea of uniformity in continuity. Definition. A function f (x) is said to be uniformly continuous in an interval I if, given any there exists > 0 such that |f (x) f (y )| < whenever x, y I and |x y | < . > 0,

It is easy to show that if f (x) is uniformly continuous in an interval I , then it is continuous in I . The converse is not true, as can be seen from the following example. Example 6.3.1. Consider the function f (x) = 1/x in the open interval (0, 1). Then given any > 0, there exists n N such that n2 > 1 . Note now that f 1 n f 1 n+1 =1 and 1 1 1 1 = < 2 < . n n+1 n(n + 1) n

THEOREM 6L. Suppose that a function f (x) is continuous in the closed interval [A, B ], where A, B R and A < B . Then f (x) is uniformly continuous in [A, B ]. Proof. Suppose on the contrary that f (x) is not uniformly continuous in [A, B ]. Then there exists > 0 such that for every n N, there exist xn , yn [A, B ] such that |xn yn | < 1 n and |f (xn ) f (yn )| .

The sequence xn is clearly bounded, and so has a convergent subsequence xnp . Suppose that xnp c as p . Then |ynp c| |xnp ynp | + |xnp c| 0 as p ,

so that ynp c as p . Suppose rst of all that c (A, B ). Since f (x) is continuous in [A, B ], it is continuous at c, and so f (xnp ) f (c) and f (ynp ) f (c) as p . Note now that |f (xnp ) f (ynp )| |f (xnp ) f (c)| + |f (ynp ) f (c)|. This implies that |f (xnp ) f (ynp )| 0 as p , clearly a contradiction. If c = A or c = B , then there is only one-sided continuity at c, and the proof requires minor modication. Proof of Theorem 6K. In view of Theorem 6L, given any |f (x) f (y )| < We now consider a dissection : A = x0 < x1 < x2 < . . . < xn = B
Chapter 6 : The Riemann Integral page 10 of 14

> 0, there exists > 0 such that

BA

whenever x, y [A, B ] and |x y | < .

Fundamentals of Analysis

W W L Chen, 1996, 2008

of [A, B ] such that xi xi1 < Then

for every i = 1, . . . , n.

S (f, ) s(f, ) =
i=1

(xi xi1 )
n

sup
x[xi1 ,xi ]

f (x)

x[xi1 ,xi ]

inf

f (x)

BA

(xi xi1 ) = .
i=1

The result now follows from Theorem 6D.

6.4. Integration as the Inverse of Dierentiation In this section, we shall establish the principle that if we can nd an indenite integral, then we can calculate denite integrals. However, we shall rst establish some properties of the indenite integral. THEOREM 6M. Suppose that f R([A, B ]), where A, B R and A < B . Suppose further that
x

F (x) =
A

f (t) dt

for every x [A, B ]. Then the following assertions hold: (a) The function F (x) is continuous in [A, B ]. (b) For every a (A, B ) such that f (x) is continuous at x = a, we have F (a) = f (a). Proof. (a) Suppose that a (A, B ). Then
a+h

F (a + h) f (a) =
a

f (t) dt.

If h > 0, then it follows from Theorem 6E(d) that

h inf

t[A,B ]

f (t)
a

f (t) dt h sup f (t),

so that F (a + h) F (a) 0 as h 0+. An essentially similar argument holds for h < 0 and h 0. The argument has to be slightly modied if a = A or a = B . (b) Suppose rst of all that h > 0. Then it follows from Theorem 6E(d) that
a+h

h so that

t[a,a+h]

inf

f (t)
a

f (t) dt h

sup
t[a,a+h]

f (t),

t[a,a+h]

inf

f (t)

F (a + h) F (a) sup f (t). h t[a,a+h]

If f (x) is continuous at x = a, then

inf

f (t) f (a)

and

sup
t[a,a+h]

f (t) f (a)

as h 0+,
page 11 of 14

Chapter 6 : The Riemann Integral

Fundamentals of Analysis

W W L Chen, 1996, 2008

so that F (a + h) F (a) f (a) h as h 0 + .

An essentially similar argument holds for h < 0 and h 0. THEOREM 6N. Suppose that f (x) is continuous in the interval [A, B ], where A, B R and A < B . Suppose further that (x) = f (x) for every x [A, B ]. Then for every x [A, B ], we have
x

f (t) dt = (x) (A).

Proof. It follows from Theorem 6M that F (x) (x) = 0 for every x (A, B ), so that F (x) (x) is constant in [A, B ] by Theorem 5H(a). Since F (A) = 0, we must have F (x) = (x) (a) for every x [A, B ].

6.5. An Important Example In this section, we shall nd a function that is not Riemann integrable. Consider the function g (x) = 0 1 if x is rational, if x is irrational.

We know from Theorem 1D that in any open interval, there are rational numbers and irrational numbers. It follows that in any interval [, ], where < , we have
x[, ]

inf g (x) = 0

and

sup g (x) = 1.
x[, ]

It follows that for every dissection of [0, 1], we have s(g, ) = 0 so that I (g, 0, 1) = 0 = 1 = I + (g, 0, 1). It follows that g (x) is not Riemann integrable over the closed interval [0, 1]. Note, on the other hand, that the rational numbers in [0, 1] are countable, while the irrational numbers in [0, 1] are not countable. In the sense of cardinality, there are far more irrational numbers than rational numbers in [0, 1]. However, the denition of the Riemann integral does not highlight this inequality. We wish therefore to develop a theory of integration more general than Riemann integration. This is the motivation for the Lebesgue integral. and S (g, ) = 1,

Chapter 6 : The Riemann Integral

page 12 of 14

Fundamentals of Analysis

W W L Chen, 1996, 2008

Problems for Chapter 6

1. Calculate the integral

x dx by dissecting the interval [0, 1] into equal parts.

2. Calculate the integral

xk dx, where k > 0 is xed, by dissecting the interval [A, B ] into n parts

in geometric progression, so that A < Aq < Aq 2 < . . . < Aq n = B . 3. a) By using the method of Problem 2, prove that b) Deduce that lim n
n

1 1 dx = . 2 2 1 x 1 1 1 1 + + ... + = . 2 2 2 (n + 1) (n + 2) (2n) 2

4. Calculate the integral

sin x dx by dissecting the interval [0, ] into equal parts.

5. Consider the function f (x) = 1/x in the closed interval [1, 2]. For every n N, let n denote the dissection of the interval [1, 2] into n subintervals of equal length. a) Find s(f, n ) and S (f, n ), and show that S (f, n ) s(f, n ) = b) Show that f R([1, 2]). c) Explain why the value of the integral is equal to lim 1 1 1 + + ... + n+1 n+2 2n . 1 . 2n

6. In this question, we shall try to verify from the denition of the Riemann integral that
1

f (x) dx =
0

2 ,

where f (x) = cos

x . 2

For every n N, let n denote the dissection of the interval [0, 1] into n subintervals of equal length. a) Find s(f, n ) and S (f, n ), and show that S (f, n ) s(f, n ) = b) Show that f R([0, 1]). c) Explain why
1

1 . n

f (x) dx = lim S (f, n ).

d) Note that cos(k 1) = R(ei(k1) ), so that S (f, n ) is the real part of a geometric series. Sum the geometric series and show that S (f, n ) = e) Explain why lim S (f, n ) = 2 .
page 13 of 14

1 R n

1 ein 1 ei

1 R n

1i 1 ei

sin + , (1 cos )

where =

. 2n

n Chapter 6 : The Riemann Integral

Fundamentals of Analysis

W W L Chen, 1996, 2008

7. Suppose that a function f (x) is bounded on the closed interval [A, B ], where A, B R and A < B . a) Show that for any closed interval I [A, B ], sup |f (x)| inf |f (x)| sup f (x) inf f (x).
x I x I xI xI

b) Show that for every dissection of the interval [A, B ], S (|f |, ) s(|f |, ) S (f, ) s(f, ). c) Show that if f R([A, B ]), then |f | R([A, B ]). d) Note that |f (x)| f (x) |f (x)| for every x [A, B ]. Use this to show that if f R([A, B ]), then
B B

f (x) dx
A A

|f (x)| dx.

8. Suppose that f, g R([A, B ]), where A, B R and A < B . a) Show that f 2 R([A, B ]). b) Use part (a) to deduce that f g R([A, B ]). c) Suppose further that m f (x) M and g (x) 0 for every x [A, B ]. Show that
B B B

m
A

g (x) dx
A

f (x)g (x) dx M
A

g (x) dx.

d) By considering the integral

(f (x) + g (x))2 dx
A

for suitable constants and , establish Schwarzs inequality

f (x)g (x) dx
A

f 2 (x) dx
A

g 2 (x) dx .

Chapter 6 : The Riemann Integral

page 14 of 14