Definition:Definite Integral/Riemann

From ProofWiki
Jump to: navigation, search


Let $\left[{a \,.\,.\, b}\right]$ be a closed real interval.

Let $f: \left[{a \,.\,.\, b}\right] \to \R$ be a real function.

Let $\Delta$ be a finite subdivision of $\left[{a \,.\,.\, b}\right]$, $\Delta = \left\{{x_0, \ldots, x_n}\right\}$, $x_0 = a$ and $x_n = b$.

Let there for $\Delta$ be a corresponding sequence $C$ of sample points $c_i$, $C = \left({c_1, \ldots, c_n}\right)$, where $c_i \in \left[{x_{i - 1} \,.\,.\, x_i}\right]$ for every $i \in \left\{{1, \ldots, n}\right\}$.

Let $S \left({f; \Delta, C}\right)$ denote the Riemann sum of $f$ for the subdivision $\Delta$ and the sample point sequence $C$.

Then $f$ is said to be (properly) Riemann integrable on $\left[{a \,.\,.\, b}\right]$ if and only if:

$\exists L \in \R: \forall \epsilon \in \R_{>0}: \exists \delta \in \R_{>0}: \forall$ finite subdivision $\Delta$ of $\left[{a \,.\,.\, b}\right]: \forall$ sample point sequences $C$ of $\Delta: \left\Vert{\Delta}\right\Vert < \delta \implies \left\vert{S \left({f; \Delta, C}\right) - L}\right\vert < \epsilon$

where $\left\Vert{\Delta}\right\Vert$ denotes the norm of $\Delta$.

The real number $L$ is called the Riemann integral of $f$ over $\left[{a \,.\,.\, b}\right]$ and is denoted:

$\displaystyle \int_a^b f \left({x}\right) \rd x$

More usually (and informally), we say:

$f$ is (Riemann) integrable over $\left[{a \,.\,.\, b}\right]$.

Also denoted as

The notation:

$\displaystyle \int_a^b f$

can occasionally be seen.

Also see

Source of Name

This entry was named for Georg Friedrich Bernhard Riemann.

Historical Note

Consider the Riemann sum:

$\displaystyle \sum_{i \mathop = 1}^n \ f \left({c_i}\right) \ \Delta x_i$

Historically, the definite integral was an extension of this type of summation such that:

The finite difference $\Delta x$ is instead the infinitely small difference $\rd x$
The finite sum $\Sigma$ is instead the sum of an infinite number of infinitely small quantities: $\int$

Hence the similarity in notation:

\(\displaystyle \sum_a^b \ f \left({x}\right) \, \Delta x\) \(\to\) \(\displaystyle \int_a^b f \left({x}\right) \rd x\) $\quad$ as $\Delta x \to \rd x$ $\quad$

The notion of "infinitely small" does not exist in the modern formulation of real numbers. Nevertheless, this idea is sometimes used as an informal interpretation of the definite integral.

Riemann established this definition in his paper Ueber die Darstellbarkeit einer Function durch eine trigonometrische Reihe of $1854$, on the subject of Fourier series.