Riemann Integration

dividedinto triangles

E
it
fit
A i is

Example

no not a InyltR Oshel Oeyen

0.1 n subintervals

1
EE LIII
In a particular interval mink
Is KentKy
man n
kn tenth
y n

Area As Area of kn big rectangles

Tdivideinto
n
Ikn tint t.tt th In lank In 0th t
t
thing
in an D
ninthsanti iz gin y
kn E A s kn
i Al Yz Bysandwich theorem

Assume
f is bounded function a non negative

Ani
Define bq
partition a No n Nz Nz Nn b P no ki na Un by

Mi sup FIN ME Nit Ni

Mi inf flu INE Nit Ni

ULPf EM Ani Knl

uppersum
p total area of superscribed rectangles that
LIP F É Mi Ani
LowerSum
p

sum of red rectangles e sum of green rectangles

P.FI E UCP f
 t
m n n

Let P kPabe partition of Laib Then Pais called the refinement of P if

P EP2

Q What is the b w LIP f A LIP f

connection

Assume Pa is the refinement of P with I extra point

P No Ni Nit Ni Nn
then
Pa No ni Nit Mt Ni Nn
Pz P v Ent

Denote
wit inf LfMINE Nit ni
Ws inf flu Ut In ni

We know
mi int f flu Int Nit ni

w z mi d waz m Infimum of smallerset z infimum of bigger set

flu Int Gi i ni is a bigger set FINIIne ni i n

L Ent Ni
 11Pa F LIP f jAj W Int ni it WaIni Nt ftp.mj n

ImjAnjtmilni ni ilt EmjAuj I

W Int Ni 1 Walni Nt Mi Mi ni i

wf ni.lt WINE mint mint

ni ut
Wyomi Mt Ni 1 Waziri
20

IPs f 2 LIP f

Ex check pictorially the case for UCPF UCR f I VIP f

flu nt Carb is bounded

EIR
so supremum infimum exists completeness property

M sup f Fini Int Cab

m in FL flu Int Lab

Mi E M
mi z m

EYMiAni E Mlb a
UCPF EM Cb a
LUIPA PEP Lab PLab set ofall partitions of Carb
 MI Mi
Mlb Al E UCP f
Mlb a E VCP.FI E MID a
LUCPF Pt PLab is bounded so again sup I inf exist

Upper Riemann Sum

It Fr fin dn inf ULP f

PCarb

LIP f Pt Slab
is bounded

Lower Riemann Sum

Fulda sub Cpp

Iffier Plaits

A function f is called Riemann integrable over Laib if

I finddu fluldn

Flu du URS LRS

I fluldu e affluldu

Pi Pa be any 2partitions of Laib

p p u P2
refinement of P I P2

LIP_F E LIPF E ULPF

E U Paf
 SubLIP F E U Pa f Pa
If Indu EE U PaU fPaft Pz
if Ifla du

Iftu due flu du

En F 0,1 R
FIND L NE Q
D MEIR Oh

Yes it is bounded
Let P be any partition of 10.1 Mi

i
f Miami giani y

CRF D

grind I

flu du 0

f is not Riemann integrable

EN y
y
Pne Colin 21h n tn Mn
VIP F MiANI MF t M2 2n

VIPn F anti
Intl
we know U Pn f 2 flu dn

afflulduent ninth anti

as
Taking n
I flu dnt 113 1

By considering Pn f we get
I Fln du z
a

I
a
flu due
I find I
I
f is Riemann Integrable

Rlab set of all functions defined on Laib whichare R integrable

Nase A ft RLaib if and only if for every E 0 t

bounded function

a partition Pe such that UCPe f L Pe f at

Proof Let ft RLab

Ifluldu Fondn
Let e so
 i bdfiuldn spupLLCP.FI

FP of a b St
If 125 LIP f I
1 flu du
t Pa of ab sit
If I VIPs fl e Ift 12

Pe P U Palrefinement

UCPE F LIPE FI E ULP F LIK f

s
Etty Ift t z E

For any partition P of Carb

IF If
LIP f E I I ULP f

If If I VIP f LIP f

Given that for t Pe St VIPe F LIPE f E

any t 0

Oc
If If at off If
Eg Flak V3 ME ON
Upn f ninthlagD Lun f a
ninety
V Pn f L Pnof
I
for any t 0 we can find n large s t In t AP

U Ph F LIPN F C E
Remark f ab IR is integrable if t a sequence Pn St
LingVIPnF L Pnf O

En Pne L t n n n't n by
VIPn.FI L Pnf 0

Norm of partition

P man In no Na Mi Cnn Nn l

MEIDRI
thbe a refinement of P n
11011 I 11Pll

suppose we have Halle 11Pll Does that mean h is a refinement of P

P
forty I 311
0 0,4 5.123 8 1

y
11011 44 Q
11411 116
a'nini ban
91.92 En St Une E En E Un
FIS In no f Ez la mi f En Gen unit Riemann Sum

SCP F E I SIPf

PF E SIP f I VIP F Mr E f Er E Mr

m YET M Sb
Mlb a E LIP FI E SIP.FI I ULPF E MID a
 NOTE MrMr
SIP.FI L Pf
or
SCP.FI U PF
for particular choice of Gr

f ab IR s t F EIR a b then F E 0 A 78 0 St

ISIP F ablf la E t P st 11PM

lip l
SIP f
o
abjf lim
EXERCISE If FERlab then for any t o tf O ft U Pf cabff t t
RF Eff E t APIof

Claim If FERCarb then for any sequence of partitions Lpn w 11h11 o

we have L Pn f off I Ucpn f If as n o

Remark If t a seq Lpn St 11Pm11 0 VpnFl Ldn f to

as n o
Then f is not Riemann integrable
ti ti
n
Example
f OI IR
E Mimi Itt Hin
104 an ntn
fink Etat
I Etc is not Riemann integrable
Mi Citrin
mi Il in Emishi tin t n
ng
I 33
Theo If f is a continuous function on Laib
FER a b cab C R Aib
continuous
an

Proof Claim E O F Pe St UIPe F LIPerf t

Let E O
Bygiven condition f is uniformly continuous on Carb
So I 8 0 St the lab In y of IFIN fly t

Let P of Lab
p No Me Nn
a b
Ani ni Nit a f ti

Then
UCP.FI LIP.FI EnMiAni El mi Ani Er Mi Milani
Mi qq.ph
n mi inffin
Nit Ni
F Ni Bi t Nit Ni St Mi flail mi ftp.i

By the choice of P we have Arild

using uniform continuity
I flail
FIBil Ist 2
Hence 1mi mil se

Then I VIPF LIPA S E AVI Ecb a

E

Then IULPF L PF C E
FER lab
 Continuity is not necessary
condition for Riemann Integration

Theo If f ab IR is a monotone function then f ERLab

Proof Assume f is monotone increasing Proof for monotone decreasing isanalogous

E 0
Let in such that t
by s

choose a partition Pst ti

Dui s
bg
since f is monotone increasing
Mi Flail
Mi fluid

Then UCP.FI LIPF ET Mi Mi DUI

for monotone increasing
fini fineg In
EI Fini fluid bat
d Telescoping

C G Feb Fla E

FER Laib

Monotone functions have no discontinuities of 2nd kind

when either or both
LHLIRHL don'texist

Let f be a monotonic increasing function on Laib Then Flutie fin 1

exists at every n t Lab i e Sup flt fin I flu E flat
actin inf flt
uct b
Fundamental Theorem
FE RLab for each ut Laib
f is integrable on Cain
Domain decomposition Theorem at I b

Hence a'Sfltldt exists

we can define Fon la bl Fink affitldt
Thee Let f carb R be integrable on Laib then F
Flu Ifltldt NE lab is continuous on a b
If f is continuous at no then f is differentiable at no and
F'IN FINO

Proof f isbounded on Carb

Define
Ms sup Iftu Int Laib

IFM Fly Idf Adt 1fltldtl lffltld.tl

at
FIFA
IFM Fly I 1 MIN
YI F is actually uniformly cont
Assume f is continuous at no
CLAIM F is diff at no

E o f f O ft IFIN Fmo In noted

St
For some Nt Laib St In no let

Fln Fmo f No fly

n No IFAldt

g If dt
n.tnfflnold

nylfltlflnolldt

flt finolldt
In
M not e
my
so then Fln Fino fino s t In not f
N No

Fino Fino
En Flu D 1 ENZO
L O incl
f is bounded
It is continuous at all points except at Of Riemann Integrable

They Suppose f ab IR be a bounded function that has

finitely many discontinuous then ft RLab

En F OI IR
U 42
FINI U 112

at att 1
P LO 112 42 42 42 I o 112

Choose E o st E Ely

Pe f 1142 42 0 42 642 112 42 1 1 42 Ga

1 El

VIPE F I 112 42 I latter 112 42 t 1 t 42 C112

I

ULPE F LIPE F I It E S E
f e RLaib

Similarly for finitely many tot tot tot tot

discontinuities a
Going backtothat example

En Flu D 1 E NE O
L O incl
f is bounded
It is continuous at all points except at Of Riemann Integrable

Flu fit at 0 flu O ELO

I 10.1
O nel
FIN n

FIN IE NE O
I On
Oc n I l
F is continuous

second Fundamental theorem

fe R ab
If t differentiable sit
g gink flu t ne Laib
the
affine du grindu gib
glb gta glad

antiderivative of f
g
En 1 F L LD R
FIN D I E NCO
L O En El
Check F has no antiderivative on 1 1 I but f is integrable on 11
 2 F El I IR
flu 2min42 Hua442 N 0
D 2 0
check F has an anti derivative although f is not integrable
utsintr
Elementary Properties

1 FERLab C FIR
Cf ERLab

Cfmldu ablefluldn

2
Eg ERLab
then ftger Lab

g du If dnt ablyculdu
3
Eg E RLaib

flute glut
abffluldutalgluldu

4 Domain decomposition

fer Lab Ac cab then ft R are I FER Gb

flu dn afflu dnt flu du

5 If ft Rab then If le Rab

abffluldn e
I flu du
 IIF
Exercise
F COIT QT E 01
IR
sin sin
E 13
fink
gyu
Nt a
n 40
1
E E

checkthis is not R integrable

5
2 EE
1 La O
I
ft RLab
b a
V L If
not defined at
some point in aib
2 f
Un bounded

if e 19du

a
fan Idf
Improper integral of 1st rind

suppose f is a bounded function on a o ft Rlab b a

IFluldu Ging fluldn

If the limit exists then improper integral converges

If the limit as does not exist then theimproper int diverges

 as
I 42 bliss yay

a
19 so if d I

3
1,9g bing.jpn ylimLloflltbl
divergent

Test of convergence

1 Comparison Test
01 Fln E 01N t N a
affluldn converges if alloffuldy converges
10 n du diverges if I flu du diverges

2 Limit Comparison Test

flu O gin O f na a
L
dins
FI
OL La es
f
flu dm converge diverge agenda converge diverge

1 0
If gluldn converges I fin du converges

L as
ifgirldu diverges Yfluldn diverges
 1
Eg Jutten
unten 2

easy to check day converges

du test
judge by comparison
converges

It It E JE diverges

Jay diverges
by comparison test

3
Jyp
flu gin
Iq
him fgh 1

If any diverges
Me diverges
Dirichlet's Test

O monotonic I bounded on Laos

0121 0
Ig
flu du be bounded on lab tb a

Then flavin dm is convergent

1
if sing du
see solution

Absolute convergence

affluldu is absolutely convergent if If lulan convergent

Theo If flflulldu converges then if flu du converges

Proof Of Interfet'd 21 nterges

Wfla du at flu If n du abllflinldu
converges converges

Wfluldn converges
 Converse is not true
gfsingan converges but fisinant an diverges
his if sing dm
is infinite

andkind

at flu du a is the only

pt of discontinuity

Let f defined on a b ft R att b At 0 Oct lb a

affluldn fling Iffiuldn

If the limit exists then abffluldu converges

EI
if Fe
FM E R E IT E O
In
fins I dry 2 cos

i
if darn 2 converges

II fluldn

Let f defined on a b ft R a b e HE 0 Oct lb a

affluldu fling abffluldn

If the limit exists then abffluldu converges

En
En
1 Ma E

III Let f defined on a b ft RLateb e ft E 0

Iijimaaffluldn effin du
If I both converge
converges

affinldu affluldnt flu du

En
f fan
Oc E 2 Oc Ec 2

IF I Fan E Both exist

Is if
Yaman

ai Az An in ab

abffendu as Iif t
tall
abffendu converges in all integrals on RHS converge
comparisontest
OE ONE flu
F NE La C

Daffin converges then again converges

a foin diverges then atflu diverges

Eg D
f Ia du

ence ne Q1

ifan converges Vegan converges

often
diverges

Limit comparison Test

Oc flat gin

arc L
hinge fight

1 Oc Leo affluidntalgluldn converge I diverge together

2 1 0 algin du converges affaldu converges

3 L O Ifgluldu diverges affluldu diverges

Ey IS logSinndu
flu logSinn Nt 10,712

O is pt of infinite discontinuity n
e
FM z O
flat e unp l
to glut e
tiny reign es y
o Ff
np Flog sing

0
ing rn I gut lysine
o
tiny rn lysinn

gin flat lysin

In
0 flu as
Ling
fay
converges
gin converges

Beta A Gamma Functions

Blp g In i n at du

pal gel
flute n't II na continuous in O I

pal q a 1
o infinite discont
 gal p 21
I infinite discont

i n or
I ofnbt du

Is I n't'll a a du

for I FM nd t in q 1
gin up 1
i flu converges byLCT

for Iz flu up1 i n 91

Cl a 9 1
gin
i Flu converges by LCT