A HISTORY OF THE DEFINITE INTEGRAL

by

BRUCE VICTOR KALLIO

B.A., U n i v e r s i t y o f B r i t i s h Columbia, 1961

A THESIS SUBMITTED I N PARTIAL FULFILMENT

OF THE REQUIREMENTS FOR THE DEGREE OF-

MASTER OF ARTS
i n the
.. DEPARTMENT OF MATHEMATICS

We a c c e p t t h i s t h e s i s as conforming t o t h e
reouired standard.

THE UNIVERSITY OF BRITISH COLUMBIA

A u g u s t , 1966
In presenting t h i s t h e s i s i n p a r t i a l f u l f i l m e n t of the requirements

for an advanced degree a t the U n i v e r s i t y of B r i t i s h Columbia, I agree

that the L i b r a r y s h a l l make i t f r e e l y a v a i l able f o r reference and

study. I f u r t h e r agree that permission.for extensive copying of t h i s

t h e s i s f o r s c h o l a r l y purposes may he granted by the Head of my

Department or by h i s r e p r e s e n t a t i v e s . I t i s understood that copying

or p u b l i c a t i o n of t h i s t h e s i s f o r f i n a n c i a l gain s h a l l not be allowed

without my w r i t t e n permission.

Department of

The U n i v e r s i t y of B r i t i s h Columbia
Vancouver 8, Canada
 ii

ABSTRACT

T h e ' d e f i n i t e i n t e g r a l has an I n t e r e s t i n g h i s t o r y . In

t h i s t h e s i s we t r a c e i t s development from the time o f a n c i e n t

Greece (500-200 B. C.) u n t i l the modern p e r i o d . We place special

emphasis on the work done i h the n i n e t e e n t n c e n t u r y and on the

work of Lebesgue (1902) .

The t h e s i s i s d i v i d e d i n t o f o u r p a r t s arranged roughly

chronologically. The f i r s t p a r t t r a c e s the developments i n the
p e r i o d from the f i f t h c e n t u r y B. C. u n t i l the e i g h t e e n t h century
A. D. Secondary sources were used i n w r i t i n g t h i s h i s t o r y . The
second p a r t r e c o u n t s the c o n t r i b u t i o n s of the n i n e t e e n t h century.
The o r i g i n a l works of 'Cauchy, D i r i c h l e t / Riemann, Darboux, and
S t i e l t j e s a r e examined, t h e t h i r d p a r t i s concerned w i t h the
development o f measures i n the l a t t e r p a r t o f the nineteenth
century. T h i s work l e a d s t o the Lebesgue i n t e g r a l . The final
p a r t i s a b r i e f survey of modern i d e a s .
 iii

TABLE OP CONTENTS
Page

I A BRIEF HISTORY OF EARLY CONTRIBUTIONS 1

I I . DEVELOPMENTS I N INTEGRATION DURING THE 17

NINETEENTH CENTURY

III THE DEVELOPMENT OF MEASURES - THE 29

LEBESGUE INTEGRAL
IV A MODERN GLIMPSE 39

V BIBLIOGRAPHY *3
 iv

LIST OP ILLUSTRATIONS
Page

(1) Archimedes' h e u r i s t i c method f o r f i n d i n g area....4

(2) Use o f t h e Method o f E x h a u s t i o n . ....5

(3) C a v a l i e r i ' s use o f i n d i v i s i b l e s . . . . . • 9

(4) Fermat's procedure, f o r f i n d i n g a r e a 11

• under curve y = x.|j

(.5) W a l l i s ' procedure'for f i n d i n g area .13

.... 2
under curve y = x
 V

ACKNOWLEDGMENT

I w i s h t o e x p r e s s my thanks t o Dr. M a u r i c e S i o n f o r

suggesting t h e t o p i c , and f o r h i s g r e a t a s s i s t a n c e d u r i n g t h e

w r i t i n g o f t h e t h e s i s , and t o Dr. Robert C h r i s t i a n f o r h i s

encouragement i n i t s p r e p a r a t i o n .

The generous f i n a n c i a l support o f the N a t i o n a l Research

C o u n c i l and t h e U n i v e r s i t y o f B r i t i s h Columbia i s ' g r a t e f u l l y

acknowledged:
 CHAPTER ONE A B r i e f H i s t o r y of E a r l y C o n t r i b u t i o n s

The I d e a o f the d e f i n i t e i n t e g r a l a r o s e from the

problems of c a l c u l a t i n g l e n g t h s , a r e a s , and volumes of c u r v i -

l i n e a r geometric f i g u r e s . These problems were f i r s t s o l v e d w i t h

some success by the mathematicians o f a n c i e n t Greece.

P r o b a b l y the e a r l i e s t attempt a t a s o l u t i o n was one

devised f o r c a l c u l a t i n g areas of c u r v i l i n e a r f i g u r e s . I t can be
t r a c e d back t o two Greek geometers, A n t i p h o n (430 B. C.) and
B r y s o n (450 B. C.) . They attempted t o f i n d the a r e a o f a cir-
c l e by i n s c r i b i n g r e g u l a r p o l y g o n s , and t h e n s u c c e s s i v e l y
d o u b l i n g the number of s i d e s . By t h i s procedure they hoped t o
"'exhaust" the a r e a o f the c i r c l e , b e l i e v i n g t h a t the polygon,
would e v e n t u a l l y c o i n c i d e w i t h the c i r c l e . This implied that

the c i r c u m f e r e n c e o f t h e c i r c l e was not i n f i n i t e l y d i v i s i b l e ,

'"out must be made up o f " i n d i v i s i b l e s " o r " i n f i n i t e s i m a l s " .
These i d e a s were vague and l e d t o d i f f i c u l t i e s . I n f a c t , the
i d e a s o f i n f i n i t e s i m a l s and the I n f i n i t e caused so much d i f f i -
c u l t y t h a t they were e x c l u d e d from Greek geometry.

Eudoxus of Cnidus (408-355 B. C.) i s generally

c r e d i t e d w i t h d e v i s i n g a method o f f i n d i n g a r e a s and volumes

/Mich a v o i d e d t h e s e problems. This method, which l a t e r became

mown as the Method o f E x h a u s t i o n , was the Greek e q u i v a l e n t of

integration. I t used the b a s i c i d e a o f a p p r o x i m a t i n g c u r v i l i n e a r

f i g u r e s by r e c t i l i n e a r f i g u r e s but used o n l y a f i n i t e number o f

these f i g u r e s . I t a v o i d e d t h e problems o f t h e I n f i n i t e s i m a l and

the i n f i n i t e hy t h e j u d i c i o u s use o f a double r e d u c t i o ad absur--

dum argument.

The Method o f E x h a u s t i o n was based on t h e f o l l o w i n g

axiom, commonly c a l l e d t h e lemma, o r p o s t u l a t e , o f Archimedes.

Two unequal magnitudes b e i n g s e t o u t , i f from

the g r e a t e r t h e r e be s u b t r a c t e d a magnitude
g r e a t e r t h a n i t s h a l f , and from t h a t which i s
l e f t a magnitude g r e a t e r t h a n i t s h a l f , and
' i f t h i s p r o c e s s be r e p e a t e d c o n t i n u a l l y , t h e r e
w i l l be l e f t some magnitude which w i l l be l e s s
t h a n t h e l e s s e r magnitude s e t o u t . ( [ 2 1 ] , P. 14)

U s i n g t h i s p r i n c i p l e , f o r example, one can c o n c l u d e t h a t a r e g -

u l a r i n s c r i b e d p o l y g o n can approximate - a c i r c l e so t h a t t h e
d i f f e r e n c e I n t h e a r e a s can be made as s m a l l as one w i s h e s .
T h i s i s a c c o m p l i s h e d by s u c c e s s i v e l y , d o u b l i n g t h e number o f s i d e s
t h e r e b y d e c r e a s i n g the d i f f e r e n c e i n a r e a by more t h a n h a l f each
time.

The f o l l o w i n g example from E u c l i d ([21], pp. 374-375)

i l l u s t r a t e s t h e p r o c e d u r e used i n t h e Method o f E x h a u s t i o n .
(This i s a condensed v e r s i o n ' o f the a c t u a l procedure.)

Suppose one wished t o . p r o v e f o r two c i r c l e s

' 2 p
that A 1: A = d^ : dg . where A , Ag
2 1

are a r e a s o f t h e c i r c l e and d-^ , dg , a r e

t h e i r d i a m e t e r s . (The Greeks d i d n o t have
numbers f o r g e o m e t r i c a l q u a n t i t i e s because-
 of the problem of the Incommensurable but used
proportions i n v o l v i n g four geometrical quanti-
t i e s , ) . One then used the double r e d u c t i o ad
absurdum argument. Suppose f i r s t that
2 2
: Ag > d^ : dg . Then by the lemma t h e r e
e x i s t s a p o l y g o n P, i n c l u d e d i n A, and
x 2 g -L
such t h a t P^ : Ag > d^ : dg . Construct
a s i m i l a r oolygbn P i n A„ . Prom p r e v i o u s
0
2 2
2 "2
r e s u l t s one knows t h a t P.^: p- = d^ : d p . Now
? 1 : A g > P ] : P 2 which i m p l i e s t h a t A" < Pg .
2

But t h i s i s i m p o s s i b l e s i n c e the p o l y g o n Pg
i s included i n A . By a s i m i l a r argument
c

2 • 2
A. : A 0 < d n : d 0 leads to a c o n t r a d i c t i o n .
i d x d .... 2 2
Hence the r e s u l t A^ : Ag =» d^ : dg i s proved.
T h i s Method o f E x h a u s t i o n was used e x t e n s i v e l y by
Eudoxus and h i s s u c c e s s o r s u n t i l the s e v e n t e e n t h c e n t u r y . The
p r o c e d u r e had the advantages o f b e i n g l o g i c a l l y c o r r e c t and i n -
tuitively c l e a r but had the d i s a d v a n t a g e s of b e i n g cumbersome t o
a p p l y and d i f f i c u l t t o deduce new r e s u l t s from.
Archimedes ( 2 8 7 - 2 1 2 B. C ) , who' i s g e n e r a l l y c o n s i d -
ered t o be the g r e a t e s t m a t h e m a t i c i a n of a n t i q u i t y , g r e a t l y ex-
tended the work of f i n d i n g a r e a and volumes of g e o m e t r i c f i g u r e s .
He supplemented the Method of E x h a u s t i o n and d e v i s e d an ingenious
h e u r i s t i c method f o r f i n d i n g r e s u l t s b e f o r e p r o v i n g them f o r m a l l y .
He was t h e n a b l e t o a n t i c i p a t e many of the r e s u l t s of i n t e g r a l
calculus.

The h e u r i s t i c method w h i c h Archimedes d e v i s e d to get

i n i t i a l r e s u l t s was based on the m e c h a n i c a l law of the l e v e r .

The g e o m e t r i c a l f i g u r e s I n q u e s t i o n were v i s u a l i z e d as b e i n g
"made up" o f l i n e s o r p l a n e s . The l i n e s o r p l a n e s were then
p i c t u r e d as b e i n g hung from one end of a l e v e r which was then
b a l a n c e d by a f i g u r e o f known content and c e n t r e o f g r a v i t y .
Prom t h i s procedure the c o n t e n t o f the unknown f i g u r e c o u l d be
calculated. The method i s i l l u s t r a t e d by the f o l l o w i n g example
g i v e n by Archimedes ( [ 2 0 ] P. 1.5-17).

The problem was t o show t h a t i n the f o l l o w i n g diagram

the parabolic segment ABC has a r e a e q u a l t o V j 5 A ABC .

I n the diagram D 'is t h e m i d p o i n t o f chord AC ,

DBE and AKP a r e drawn p a r a l l e l t o t h e a x i s
of. the p a r a b o l a ,
CF i s a t a n g e n t ,
CK = KH,
CH i s v i s u a l i z e d as t h e l e v e r b a l a n c e d a t K ,
MO i s any Tine i n A AFC p a r a l l e l t o AKF and
DBE .

Archimedes proceeded as f o l l o w s : From t h e p r o p e r t i e s

o f the p a r a b o l a and t h e c o n s t r u c t i o n s he showed t h a t CK i s the
median o f A AFC and t h a t ^ = ^ = = . He c o n s i d e r e d
MO HK

the f i r s t and l a s t term ^ = ^ and i n t e r p r e t e d t h i s mechani-

c a l l y as meaning t h a t l i n e segment OP" a t H w i l l balance MO

at N. • w i t h K being the fulcrum. T h i s r e s u l t i s t r u e f o r any

position of MO i n A AFC . Since the geometric f i g u r e s a r e

"made up" o f l i n e s he concluded t h a t p a r a b o l i c segment ABC at

H w i l l balance A AFC a t i t s c e n t e r o f g r a v i t y . S i n c e t h e cen-

ter o f g r a v i t y o f a t r i a n g l e i s 1/3 the distance along i t s

median he concluded t h a t p a r a b o l i c segment ABC = 1/3 A AFC .

By a p r e v i o u s r e s u l t Archimedes knew t h a t A AFC =.4 A ABC .

Hence p a r a b o l i c segment ABC = 4/3 A ABC .

Archimedes t h e n r i g o r o u s l y proved, by t h e Method o f
E x h a u s t i o n , every re.sult suggested by t h e h e u r i s t i c procedure
because he d i d n o t c o n s i d e r i t t o be a v a l i d m a t h e m a t i c a l de-
monstration. Many o f h i s a p p l i c a t i o n s o f t h e Method o f Exhaust-
ion were q u i t e i n g e n i o u s . I n some problems, f o r example i n
f i n d i n g t h e volume o f a p a r a b o l o i d , he approximated the f i g u r e
b o t h from t h e i n s i d e and from t h e o u t s i d e w i t h elementary f i g u r e s
In o t h e r problems h i s procedure was very s i m i l a r t o t h a t which we
now u s e i n i n t e g r a l c a l c u l u s . F o r example, i n h i s o f f i c i a l
p r o o f t h a t t h e a r e a ; o f t h e p a r a b o l i c segment ABC i s equal t o
4/3 the area of A ABC he proceeded as f o l l o w s ([5]» PP- 5i-52)
3

Fig. 2
He approximated t h e a r e a o f the p a r a b o l i c segment ABC by suc-

c e s s i v e l y f o r m i n g t r i a n g l e s such as A AEB and A BDC . He

th
step was A ABC ( 1 + J- + i -
j
showed t h a t the a r e a a f t e r the n

+ + ... -^ ~ ) • R a t h e r t h a n c o n s i d e r i n g a l i m i t and showing

n 1

t h a t t h e l i m i t i s e q u a l t o V 3 A ABC he completed the l a s t

step by the double, r e d u e t i o ad absurdum argument.

U s i n g t h e s e methods Archimedes was a b l e t o f i n d a r e a s ,

volumes, and c e n t e r s o f g r a v i t y o f numerous g e o m e t r i c figures.

H i s r e s u l t s were a g r e a t i n c e n t i v e toward the f u r t h e r development

o f t h e s u b j e c t , e s p e c i a l l y i n the s e v e n t e e n t h c e n t u r y .

D u r i n g t h e two thousand y e a r p e r i o d from Archimedes

u n t i l t h e s i x t e e n t h c e n t u r y i t appears t h a t n o t h i n g s i g n i f i c a n t
was done I n d e v i s i n g new methods and t e c h n i q u e s f o r f i n d i n g a r e a
and volumes. However, two new i d e a s , u s e f u l i n the f u r t h e r
development o f i n t e g r a t i o n , were advanced d u r i n g t h i s p e r i o d .
One was t h e study o f v a r i a t i o n . P e o p l e began t o study i d e a s
such a s v e l o c i t y , a c c e l e r a t i o n , d e n s i t y , and t h e r m a l c o n t e n t
as p h y s i c a l quantities r a t h e r than a s q u a l i t i e s . T h i s was t h e
first step i n t h e development o f t h e i d e a o f a f u n c t i o n . The
second i d e a , due t o N i c o l e Oresme, (1323-1362) was t h e r e a l i z a -
t i o n o f a . c o n n e c t i o n between c e r t a i n g e o m e t r i c a l p i c t u r e s and
physical situations. Oresme d e v i s e d t h e e q u i v a l e n t o f a C a r -
t e s i a n c o o r d i n a t e system and r e p r e s e n t e d v e l o c i t i e s by l i n e s on
t h e c o o r d i n a t e system. He even I n t e r p r e t e d the a r e a under t h e
v e l o c i t y curve as r e p r e s e n t i n g t h e d i s t a n c e t h a t t h e body t r a v e l l -
ed. These Ideas were p r o b a b l y i n c e n t i v e s f o r the f u r t h e r d e v e l -
opment o f i n t e g r a t i o n .

The s i x t e e n t h c e n t u r y saw a r e v i v a l o f i n t e r e s t i n t h e

problems o f q u a d r a t u r e s , c u b a t u r e s , and c e n t e r s o f g r a v i t y . This

renewed i n t e r e s t was caused m a i n l y by t h e t r a n s l a t i o n o f

Archimedes* work i n t o L a t i n i n 1544. People f i r s t copied h i s

f o r m a l method (The Method o f E x h a u s t i o n ) b u t soon they began t o

seek improvements and t h e n t o d e v i s e new methods f o r s o l v i n g t h e

problems.

The first suggested r e f o r m came from t h e F l e m i s h

e n g i n e e r , Simon S t e v i n s (1586) , and t h e I t a l i a n mathematician,

L u c a V a l e r i o (I.606) . They b o t h attempted t o a v o i d t h e double

r e d u c t i o ad absurdum argument by a d i r e c t passage t o t h e l i m i t .

However, they s t i l l thought i n g e o m e t r i c a l terms and d i d n o t have

the a r i t h m e t i c ideas necessary to give precise d e f i n i t i o n s .

The u n w i e l d i n e s s o f t h e Method o f E x h a u s t i o n caused

the mathematicians o f the seventeenth c e n t u r y t o drop t h e p r o -

cedure c o m p l e t e l y and t o adopt t h e l e s s r i g o r o u s i d e a s o f i n d i -

v i s i b l e s or i n f i n i t e s i m a l s . I n f a c t , t h e p e r i o d i n t h e seven-

t e e n t h c e n t u r y u n t i l t h e time o f Newton and L e i b n i z .(1670) has

been c a l l e d t h e P e r i o d o f t h e I n d i v i s i b l e s ([12], P. 34l) .

I n t e g r a t i o n became a s s o c i a t e d w i t h t h e i d e a o f summing t h e s e

indivisibles.

The f i r s t t o make e x t e n s i v e use o f i n f i n i t e s i m a l s was

Johann K e p l e r (1571-1650). He became i n t e r e s t e d i n l e n g t h , area,

and volume problems w h i l e s t u d y i n g t h e laws o f p l a n e t a r y motion.

He was f a c e d w i t h t h e problems o f f i n d i n g t h e a r e a o f an e l l i p t i

segment and t h e l e n g t h o f an e l l i p t i c a r c . K e p l e r was a l s o i n -

t e r e s t e d i n gauging t h e c o n t e n t s o f wine c a s k s . To s o l v e t h e s e

problems and o t h e r s , K e p l e r v i s u a l i z e d t h a t geometric solids

were made up o f i n f i n i t e s i m a l s . P o r example, a c i r c l e was made

up o f an i n f i n i t e number o f t r i a n g l e s w i t h a common v e r t e x and

an i n f i n i t e l y s m a l l base, and a sphere was made up o f an i n -

f i n i t e number o f i n f i n i t e l y s m a l l pyramids. To f i n d t h e c o n t e n t

one merely added up t h e c o n t e n t s o f t h e components. F o r example

the a r e a o f a c i r c l e i s equal t o t h e sum o f t h e a r e a s o f t h e

t r i a n g l e s and t h i s i s equal t o o n e - h a l f t i m e s t h e t o t a l sum o f

t h e bases (i.e. t h e c i r c u m f e r e n c e ) times t h e r a d i u s .

Using procedures such a s t h i s , K e p l e r was a b l e t o f i n d

t h e contents o f more t h a n e i g h t y new g e o m e t r i c a l f i g u r e s .

I t was undoubtedly K e p l e r ' s work t h a t l e d Bonaventura

Caval-ieri ( 1 5 9 8 - 1 6 4 7 ) , an I t a l i a n J e s u i t m a t h e m a t i c i a n , t o
develop h i s method o f i n d i v i s i b l e s . H i s work was p r o b a b l y t h e
most i n f l u e n t i a l one o f t h i s p e r i o d .

Cavalieri was never t o o p r e c i s e as t o what he meant

by an i n d i v i s i b l e , b u t i t seems he v i s u a l i z e d p o i n t s as b e i n g

i n d i v i s i b l e s o f l i n e s , l i n e s as being i n d i v i s i b l e s o f s u r f a c e s ,

and p l a n e s a s b e i n g i n d i v i s i b l e s o f volumes. To f i n d l e n g t h s ,

a r e a s , o r volumes, he added up t h e i n d i v i s i b l e s . To a v o i d t h e

problem o f t h e i n f i n i t e he always c o n s i d e r e d two g e o m e t r i c

 f i g u r e s and formed a correspondence between them. This approach

i s i l l u s t r a t e d , by t h e s o - c a l l e d C a v a l i e r i ' s Theorem.
, I f two s o l i d s have e q u a l a l t i t u d e s , and i f
s e c t i o n s made by p l a n e s p a r a l l e l t o t h e bases
snd at equal distances'from them a r e always i n a
g i v e n r a t i o , t h e n t h e volumes o f t h e s o l i d s
are a l s o i n t h a t r a t i o .

C a v a l i e r i ' s u s e o f i n d i v i s i b l e s t o prove p r o p o s i t i o n s
can be i l l u s t r a t e d by t h e f o l l o w i n g s i m p l e example ( [ 5 ] , p. I l 8 ) .
He was i n t e r e s t e d i n p r o v i n g t h a t . p a r a l l e l o g r a m ACDP has a r e a
e q u a l t o double t h e a r e a o f A CAF or A CDF and proceeded as
follows:

A r

Fig. 3
If EF: = CB and HE and BM a r e p a r a l l e l t o CD then t h e

lines BM and HE are equal. Therefore, a l l the l i n e s of

A CAF a r e equal t o a l l the l i n e s o f A CDF and t h e two t r i a n g l e s '

are therefore equal. Also the area of the parallelogram ACDF
i s equal t o twice the area o f e i t h e r triangle.

By a s i m i l a r b u t more i n v o l v e d p r o c e d u r e , Cavalleri

was a b l e t o o b t a i n r e s u l t s which have been i n t e r p r e t e d ( [ 5 ] , p.120)

r a
m a
m + 1

as b e i n g e q u i v a l e n t t o t h e f o r m u l a J x dx = • ^ , although
•o .
he thought o f h i s work as p e r t a i n i n g o n l y t o g e o m e t r i c a l con-

siderations. H i s work was a g e n e r a l i z a t i o n o f K e p l e r ' s as i t

 10

went beyond the s p e c i f i c g e o m e t r i c problems.

C a v a l i e r i ' s work on i n d i v i s i b l e s s t i m u l a t e d more math-

e m a t i c i a n s to work on problems i n v o l v i n g a r e a s and volumes. Als

some m a t h e m a t i c i a n s , such as the Frenchman R o b e r v a l (1634) ,

developed ideas of i n d i v i s i b l e s independently. Thus t h e r e emerg

ed, i n the p e r i o d from 1630 to IbbO, a myriad of i n d i v i d u a l

methods f o r s o l v i n g these problems. As S t r u i k ( [ 4 2 ] , p. 136)

p o i n t s o u t , however, t h e r e e v o l v e d two d i s t i n c t t r e n d s i n the

work. C a v a l i e r i , T o r i c e l l i , and Barrow, (Newton's t e a c h e r )

c o n c e n t r a t e d on a g e o m e t r i c a l approach w h i l e Fermat, P a s c a l ,

D e s c a r t e s , and W a l l i s used more of the new a l g e b r a and a l s o more

o f the new a n a l y t i c geometry which had been developed i n this

period. Both groups were concerned w i t h the same b a s i c problem:

P r a c t i c a l l y a l l a u t h o r s i n the p e r i o d from
lc30 t o 1660 c o n f i n e d themselves to. quest-
. i o n s d e a l i n g w i t h a l g e b r a i c c u r v e s , espec-
. i a l l y tnose w i t h the e q u a t i o n s a y = b x
and they found each i n h i s own way, f o r m u l a s
c m a
equivalent to x" dx = ' • , f i r s t f o r p o s i -
... ' J
Q m-fl
tive integers m , later for m negative
i n t e g e r and f r a c t i o n a l . ( [ 4 2 ] , p. 13&)

We w i l l c o n s i d e r i n d e t a i l two o f the methods d e v i s e d

in t h i s p e r i o d , f i r s t t h a t of P i e r r e Fermat, and then t h a t o f

John W a l l i s . These methods were the most advanced of the p e r i o d

i n t h a t the t e c h n i q u e s used most c l o s e l y resemble the modern

approach t o the integral.

 11

P i e r r e Fermat d e v i s e d a precedure f o r c a l c u l a t i n g a r e a

under t h e curve f o r s p e c i a l c u r v e s . H i s i n g e n i o u s p r o c e d u r e used

a g e o m e t r i c s e r i e s and t h e new i d e a o f a l i m i t .

Fermat d e v i s e d t h i s procedure f o r f i n d i n g t h e a r e a under

the curve o f xv' from 0 t o b ( [ 5 ] , pp. 160-1615 [43]

PP. 53-54) •
y = x "S

.:..• F i g . 4.
He f i r s t s u b d i v i d e d t h e i n t e r v a l from 0 to b , not i n t o a

f i n i t e number o f s u b i n t e r v a l s , b u t i n t o an i n f i n i t e number o f

i n t e r v a l s o f unequal l e n g t h . He s e l e c t e d e < 1 and t h e n p a r t i -

t i o n e d t h e i n t e r v a l by the p o i n t s b, eb, e b, e^b,

He formed t h e a p p r o x i m a t i n g sum and found i t formed an i n f i n i t e

g e o m e t r i c p r o g r e s s i o n . The f o r m u l a f o r t h e sum was known a t t h e

time. •
P P p
S""= b q
(b - eb) + (eb) (eb - 3%) + ( e % ^ ( e b - e b ) +.. 3

.P 2p
= b§ (b - eb) [ 1 + elf-- +' e-q+2 +. . .

1-e q

Substituting e = E he found: q

p+q. n _ ,q-l
q /1-E . o"q~ (1-E) ( 1 + E + E
4

S b q (-l.-B ) = — — t ( l - E-). ( 1 +.E — + E 2

= T + q
L s
+ E P + q i
)
 To make t h e s i z e o f t h e r e c t a n g l e " i n f i n i t e l y s m a l l "

he l e t e = 1 ( i n s i n u a t i n g a l i m i t as e approaches one ) .

The w i d t h s o f t h e r e c t a n g l e s approach z e r o and E approaches

one. He s u b s t i t u t e d E = 1 i n t o t h e sum and found i t t o be

a p±a r
b
£: a m
e q u a l t o -~f-- b q . Hence hx H
dx = b q
P+q J- - 0 P+q

As Boyer p o i n t s out ( [ 5 ] , P- l 6 l ) , Permat's demonstra-

t i o n p o s s e s s e s many o f t h e i m p o r t a n t c h a r a c t e r i s t i c s o f t h e

definite integral. There i s an e q u a t i o n o f a c u r v e , a p a r t i t i o n

of t h e x - a x i s , a sum formed from t h e a r e a s o f a p p r o x i m a t i n g r e c -

t a n g l e s , and some i d e a o f a l i m i t o f t h e sum a s t h e w i d t h s o f

t h e r e c t a n g l e s approach zero. Fermat, however, d i d n o t r e a l i z e

t h e s i g n i f i c a n c e o f t h e o p e r a t i o n . He regarded t h e p r o c e d u r e as

a method o f s o l v i n g a p a r t i c u l a r g e o m e t r i c a l / p r o b l e m and had no

thought o f a g e n e r a l i z e d p r o c e d u r e .

John W a l l i s ( l 6 l 6 - 1 7 0 3 ) was an E n g l i s h mathematician.

He d e v i s e d an i n t e g r a t i o n p r o c e d u r e which i n t r o d u c e d a r i t h m e t i c
i n t o t h e g e o m e t r i c a l procedure and i n t r o d u c e d t h e i d e a o f a l i m i t .

W a l l i s ' procedure i s i l l u s t r a t e d by t h e f o l l o w i n g
example t a k e n from Hooper ( [ 2 9 ] , pp. 256-258) . I n t h i s example,
W a l l i s was i n t e r e s t e d i n comparing t h e a r e a under t h e curve
2

y = x between 0 and B w i t h the area i n the r e c t a n g l e

OBAC
 . ./ . F i g . 5
He began by subdividing t h e i n t e r v a l OB into m + 1 equal parts
and formed approximating
:
r e c t a n g l e s w i t h t h e h e i g h t s s e l e c t e d so
•• ••
:
o 'p p 2
t h a t t h e t o t a l . a r e a would be p r o p o r t i o n a l t o 0 + 1" + 2 '....+ m..
.......... 2
The a r e a o f r e c t a n g l e OBAC i s p r o p o r t i o n a l t o (m + l ) m .
Hence t h e r a t i o o f t h e a r e a s i s 0 +
—'''
1
p
+
. ' Sub-
2 + m

rri (m + 1)
s t i t u t i n g v a l u e s f o r m he found:

. (1) a = 1 TTlt = 1 / 5
+-/
] 6

... (2) m = 2 . .
:
4 HX 4 = 1 / 3 + 1A2 ..

- . (3) m... 5
;
^9 : i - l / 3 + 1/16

He noted t h a t t h e g r e a t e r t h e number o f terms, t h e c l o s e r t h e

r a t i o approximates 1/3 • I f t h i s i s c o n t i n u e d to i n f i n i t y the
d i f f e r e n c e " w i l l be about t o v a n i s h c o m p l e t e l y " ( [ 5 ] , p. 172).
"Consequently t h e r a t i o f o r an i n f i n i t e number o f terms i * * 1/3 "
a ,
([5], p. 172). T h i s r e s u l t i s e q u i v a l e n t t o t h e f o r m u l a x dx= ~ .
o <
W a l l i s was a b l e by a s i m i l a r procedure t o d e r i v e t h e f o r m u l a
x'dx = •• f o r h i g h e r powers o f i n t e g e r s and then he
a p p a r e n t l y a f f i r m e d the. r u l e f o r a l l powers, r a t i o n a l and i r -
 14.

r a t i o n a l except n = - 1 . He was a b l e t o a p p l y t h e s e r e s u l t s t o

problems o f q u a d r a t u r e s and c u b a t u r e s .

W a l l i s and Fermat came very c l o s e t o o u r p r e s e n t i d e a

of the d e f i n i t e i n t e g r a l . I n f a c t , a c c o r d i n g t o Boyer ( [ 5 ] , P

...the b a s i s f o r t h e concept o f t h e d e f i n i t e
i n t e g r a l may be c o n s i d e r e d f a i r l y w e l l es-
t a b l i s h e d i n t h e work o f Fermat and W a l l i s .

B u t , as he p o i n t s out

• . . . i t was t o become confused l a t e r by t h e

i n t r o d u c t i o n of the conceptions of f l u x i o n s
and d i f f e r e n t i a l s .

These two c o n t r i b u t i o n s came from Newton and L e i b n i z .

Newton and L e i b n i z a r e g e n e r a l l y c o n s i d e r e d t o be t h e i n v e n t o r s
o f c a l c u l u s , as they d e v i s e d a l g o r i t h m s f o r d i f f e r e n t i a t i o n
and i n t e g r a t i o n , b u t t h e i r work marks a change i n t h e concept o f
the i n t e g r a l .

I s a a c Newton (1642-172?) was p r i m a r i l y i n t e r e s t e d I n

the i d e a o f t h e d e r i v a t i v e , w h i c h was a l s o b e i n g s t u d i e d a t t h e
time. He showed t h a t t h e a r e a under t h e curve c o u l d be c a l c u l a t -
ed, n o t by a summation p r o c e s s as h i s p r e d e c e s s o r s had done, b u t
by a p r o c e s s w h i c h depended on t h e Idea o f d i f f e r e n t i a t i o n . For
example, ( [ 5 ] , P- 191) he c o n s i d e r e d a curve w i t h a b s c i s s a x

and o r d i n a t e y, w i t h a r e a under t h e curve b e i n g g i v e n by

. t n m+n
z = ( ) ax n . . i f o r e p r e s e n t s t h e i n f i n i t e s i m a l i n c r e a s e
m+n'
v v
 15.

i n t h e a b s c i s s a t h e n t h e augmented a r e a w i l l he z + o«y =(=rr7r)

m+n +

a ( x + d) n . I f , i n t h i s e q u a t i o n , one uses t h e b i n o m i a l

theorem, d i v i d e s t h r o u g h by Q > and t h e n n e g l e c t s t h e terms i n -

volving Q (Newton was u n c e r t a i n o f t h e j u s t i f i c a t i o n f o r t h i s

p r o c e d u r e b u t was t h i n k i n g i n terms o f a l i m i t c o n c e p t ) , t h e
m
r e s u l t w i l l be y = ax n~ . Hence, I f t h e a r e a i s z = (——)
m+n
m+n :a
ax n t h e curve w i l l be y = ax n" . C o n v e r s e l y , i f t h e curve
- n m + n

i s y = ax n t h e n t h e a r e a w i l l be z - ( ) ax . Thus n

. m+n' v

t o f i n d t h e a r e a one c o u l d work backwards from t h e d e r i v a t i v e .

Newton, c o n s e q u e n t l y d e f i n e d t h e i n t e g r a l , o r f l u e n t , as he

c a l l e d i t , as t h e i n v e r s e o f t h e f l u x i o n o r d e r i v a t i v e and con-

centrated on t h e methods f o r f i n d i n g d e r i v a t i v e s .

L e i b n i z , (16^0-1716) w o r k i n g a t t h e same time as

Newton, Was i n t e r e s t e d i n d e v e l o p i n g o p e r a t i o n a l r u l e s f o r sums
and differences of i n f i n i t e s i m a l s . He i n t r o d u c e d the notation
ijx and l a t e r ! x dx to represent t h e sum o f a l l t h e v a l u e s
o f t h e magnitudes x - or the i n t e g r a l of x , a name w h i c h
was suggested by t h e B e r n o u l l i b r o t h e r s . However, i n d e v i s i n g
r u l e s f o r t h e sum o f t h e i n f i n i t e s i m a l s , L e i b n i z r e l i e d upon
the f a c t t h a t sums and d i f f e r e n c e s a r e i n v e r s e o p e r a t i o n s and
he used t h e r u l e s f o r f i n d i n g d i f f e r e n c e s . F o r example, he
derived the rule that the difference ( o r derivative) of x n

was nx " '

11- 1
. Hence, t h e sum o r i n t e g r a l o f x n
must be

x n + 1
, :
,
n+1
 16.

W i t h t h e work o f Newton and L e i b n i z , t h e i d e a o f t h e

i n t e g r a l had changed . . I t was no l o n g e r a s s o c i a t e d w i t h t h e

i d e a o f a sum, hut was now viewed as a secondary operation.

 17.

CHAPTER TWO Developments i n I n t e g r a t i o n D u r i n g t h e N i n e t e e n t h

Century ' '. ' ' —

Prom t h e time of.Newton and L e i b n i z u n t i l t h e beginning

of t h e n i n e t e e n t h century, i n t e g r a t i o n was viewed as t h e i n v e r s e

operation to d i f f e r e n t i a t i o n . As we have n o t e d , Newton had

d e f i n e d t h e i n t e g r a l as t h e I n v e r s e of the f l u x i o n or d e r i v a t i v e ,

w h i l e L e i b n i z i n p r a c t i c e used t h e i d e a o f an a n t i d e r i v a t i v e .

I n t h e f u r t h e r development o f t h e s u b j e c t , Johann B e r n o u l l i and

E u l e r a l s o s t r e s s e d t h e i n t e g r a l as t h e i n v e r s e o f t h e d i f f e r -

ential. Euler, i n f a c t , i n the p u b l i c a t i o n of h i s I n s t i t u t i o n e s

c a l c u l i i n t e g r a l ! s o f 17*58., d e f i n e d i n t e g r a l c a l c u l u s as t h e

method o f f i n d i n g from a g i v e n r e l a t i o n o f d i f f e r e n t i a l s , t h e

q u a n t i t i e s themselves ([32], p. 6 6 4 ) . He used t h e sum concept

o n l y as a means o f a p p r o x i m a t i n g t h e value o f t h e i n t e g r a l .

.. The concept o f a f u n c t i o n i n use a t t h i s time was

rather r e s t r i c t e d . I t u s u a l l y meant a quantity-, y related to
a Variable x by an e q u a t i o n i n v o l v i n g c e r t a i n constants, t o - .
g e t h e r w i t h symbols t o r e p r e s e n t arithmetic, trigonometric,
2
exponential or logarithmic operations. P o r example, y = 3x ,

y = s i n x + 4x , y = a ... would be c l a s s i f i e d as f u n c t i o n s .

Functions c o u l d a l s o be d e f i n e d and r e p r e s e n t e d geometrically,

but i t appears as i f t h e graph must be a smooth c o n t i n u o u s curve

before i t represented a true function. A l s o i t was assumed t h a t

so:meho.w these t r u e g e o m e t r i c a l f u n c t i o n s c o u l d be represented

by a s i n g l e a n a l y t i c e x p r e s s i o n , w h i l e a r b i t r a r y c u r v e s c o u l d
 IS.

not be ( [ 3 5 ] , P • 3) .

The work o f J . B. F o u r i e r , p u b l i s h e d i n h i s famous

book "The A n a l y t i c Theory o f Heat" (1&07-1&22) ' f o r c e d a

r e e x a m i n a t i o n o f these fundamental i d e a s .

F o u r i e r f i r s t showed t h a t some d i s c o n t i n u o u s f u n c t i o n s
c o u l d be r e p r e s e n t e d by a s i n g l e a n a l y t i c e x p r e s s i o n , namely a
trigonometric series. F o r example, a f u n c t i o n e q u a l t o 1 from
0 to a , and 0 from a t o ir has a t r i g o n o m e t r i c e x p a n s i o n .
Thus t h e requirement o f h a v i n g an a n a l y t i c e x p r e s s i o n d i d n o t
d i s t i n g u i s h between a t r u e . f u n c t i o n and some a r b i t r a r y f u n c t i o n s .
Moreover i t seemed no l o n g e r n e c e s s a r y t o a s s o c i a t e t h e e x i s t e n c e
of a s i n g l e a n a l y t i c e x p r e s s i o n w i t h t h e d e f i n i t i o n o f a f u n c t i o n
because such e x p r e s s i o n s c o u l d a p p a r e n t l y be determined after-
wards. T h i s work suggested a more g e n e r a l concept of a function.

I t a l s o forced a re-examination of the n o t i o n of •

integral. I n t h e development o f t h e t r i g o n o m e t r i c o r F o u r i e r
•series o f a- d i s c o n t i n u o u s f u n c t i o n , t h e c o e f f i c i e n t s a r e de-
f i n e d i n terms o f t h e i n t e g r a l o f d i s c o n t i n u o u s f u n c t i o n s . F o r
example, i n expanding t h e f u n c t i o n f i n a trigonometric series,
- - 2 f
the c o e f f i e n t s a. a r e g i v e n by — i f ( x ) s i n i x dx or
- jf~ . . . . . . 1
.. h ..... ...

^ j f ( x ) cos i x dx . These d e f i n i t e i n t e g r a l s c o u l d n o t be

d e f i n e d as t h e i n v e r s e o f a d e r i v a t i v e b u t they seemed t o have

some i n t e r p r e t a t i o n i n terms o f a r e a ( [ 1 5 ] , p. 196). T h e r e f o r e

they added i m p e t u s t o t h e development o f t h e i n t e g r a l i n terms

of a p p r o x i m a t i n g sums.
 A. L. Cauchy (1S23) was t h e person who c l a r i f i e d

these concepts. He suggested a more g e n e r a l d e f i n i t i o n o f a

f u n c t i o n and he r e s t o r e d i n t e g r a t i o n t o a p r i m a r y i d e a rather

t h a n a secondary operation.

He f i r s t considered t h e concept o f a f u n c t i o n . He

began by d e f i n i n g an independent v a r i a b l e ([6], p. 17):

When v a r i a b l e q u a n t i t i e s a r e r e l a t e d i n such a v yr:

manner t h a t g i v e n one o f them one can conclude
the v a l u e o f a l l t h e o t h e r s , t h e f i r s t quantity
i s c a l l e d an independent v a r i a b l e .

The d e f i n i t i o n of function followed directly:

... and t h e o t h e r q u a n t i t i e s , e x p r e s s i b l e by
means o f t h e independent v a r i a b l e , a r e c a l l e d
functions of this variable.

S i m i l a r l y , f u n c t i o n s o f more t h a n one v a r i a b l e were d e f i n e d .

Cauchy d i d n o t , however, t h i n k i n terms o f t h e modern n o t i o n o f
f u n c t i o n because h i s l a t e r work suggested t h a t he thought o f t h e
v a r i a b l e s being r e l a t e d , n o t by any a r b i t r a r y r u l e , b u t by an
e q u a t i o n . .'

Cauchy n e x t c o n s i d e r e d a s p e c i a l type o f f u n c t i o n ,
w h i c h he named c o n t i n u o u s and which he d e f i n e d as f o l l o w s
([8], op. 19-20) :

When t h e f u n c t i o n f ( x ) has unique and f i n i t e

values f o r a l l x between two g i v e n limits,
and the difference f(x+i) - f(x) i s an i n f i n -
 20.

'. .' . itely s m a l l q u a n t i t y , one says t h a t the func-

tion f(x) i s a c o n t i n u o u s f u n c t i o n of x
,o between the g i v e n limits.

The stage was now set f o r Cauchy's d e f i n i t i o n o f the

Integral (1523) . He a r b i t r a r i l y r e s t r i c t e d h i m s e l f by d e f i n i n g

the i n t e g r a l o n l y f o r c o n t i n u o u s f u n c t i o n s , p r o b a b l y because con-

t i n u o u s f u n c t i o n s o r t h o s e w i t h a f i n i t e number of d i s c o n t i n u i t i e s

were the only' f u n c t i o n s w h i c h , a t the t i m e , were considered

important. An o u t l i n e o f h i s procedure (.£&], pp. 1 2 2 - 1 2 5 ) i s as

follows:

Let f(x) be a c o n t i n u o u s f u n c t i o n of x defin-

ed between the two finite limits x=x
and' x=X .
o . -
L e t x., x , x_, ... x = X be a p a r t i t i o n of
o' x 2 n . ...
[ x , X]
Q and form the sum S = (x - x ) f ( X ) +
1 Q Q

( x - i ) ( i ) ••• + (X - x _ ) f ( x .) . Then
2
x f x
n 1 n

the sum S approaches a d e f i n i t e l i m i t as the

differences (x^ - ) become i n f i n i t e l y
s m a l l . T h i s l i m i t w h i c h depends o n l y on the
f u n c t i o n f (x) and the v a l u e s x and X is
Q

c a l l e d the d e f i n i t e i n t e g r a l of fix) and i s

•••• >X , '
r e p r e s e n t e d by the n o t a t i o n -j^f^x) dx .
(The n o t a t i o n i s due t o F o u r i e r . )

I t i s i n t e r e s t i n g t o n o t e t h a t Cauchy's p r o o f of the

e x i s t e n c e of the i n t e g r a l i s i n c o m p l e t e as he assumed uniform

c o n t i n u i t y of the f u n c t i o n .

Cauchy t h e n proved the standard algebraic properties

o f the i n t e g r a l . He also apparently ([5], P« 2.6 0 ) gave the

 21.

f i r s t rigorous d e m o n s t r a t i o n o f the fundamental theorem of c a l -

cuius, jLe, i f f i s a c o n t i n u o u s f u n c t i o n and F(x) = f(x)dx

then F'(x) = f(x). xo

Cauchy n e x t extended i n t e g r a t i o n t o a c e r t a i n c l a s s o f

unbounded f u n c t i o n ([5], p. l4j5) . The f o l l o w i n g i s an o u t l i n e

o f the procedure:

I f the f u n c t i o n f ( x ) becomes i n f i n i t e between x==x.

. • o
and. x=X a t t h e . p o i n t s ^ f i n i t e i n number) x^, x^...
x t h e n the i n t e g r a l J*x f(x)dx i s d e f i n e d as:
m o
X
l ~ ^ l€
.. 2 " ^ 2 x €
X
f (x)dx = l i m f ( x ) d x + J f ( x ) d x ...+ J f ( x ) d x
x ' e-o x x e
o Q 1 + H l

p r o v i d e d the l i m i t e x i s t s , where ^>•••^m' m Y

and e are a r b i t r a r y p o s i t i v e constants.

I f the l i m i t s o f i n t e g r a t i o n a r e i n f i n i t e v t h e n .
the i n t e g r a l ffx)dx i s defined as :
. • . l / e v •
f f(x)dx = lim [: f ( x ) d x + f(x)dx. + f(x)dx
e-o l^-l/eu X
i + €
Y 1
x
m Ym
+e

p r o v i d e d the l i m i t e x i s t s where, u and y are

a r b i t r a r y p o s i t i v e constants.
I f I n the p r e v i o u s d e f i n i t i o n s a l l o f the a r b i t r a r y
constants are reduced t o u n i t y one g e t s Cauchy's d e f i n i t i o n o f
the p r i n c i p a l v a l u e .
Thus Cauchy•s work gave i n t e g r a t i o n i t s modern c h a r -
acter. L a t e r d e v e l o p m e n t s - i n the f i e l d were based on the found-
a t i o n w h i c h he had provided. .
The work of L e j e u n e D i r i c h l e t , a contemporary o f
Cauchy, on F o u r i e r s e r i e s m o t i v a t e d a f u r t h e r development•of
the i n t e g r a l . D i r i c h l e t , i n 1&29, devised s u f f i c i e n t condi-
t i o n s under w h i c h a f u n c t i o n could be r e p r e s e n t e d by a conver-
 22.

gent F o u r i e r s e r i e s . These c o n d i t i o n s were ( [ 1 1 ], p. l 6 ) :

(1) The f u n c t i o n has o n l y a f i n i t e number of maxima

.and minima.

(2) The f u n c t i o n has o n l y a f i n i t e number of d i s c o n -

tinuities . /
• . . . - . /

The second c o n d i t i o n was i n c l u d e d because i t was o n l y under t h i s

c o n d i t i o n t h a t the i n t e g r a l s d e f i n i n g the c o e f f i c i e n t s were con-
sidered .

The n e x t step i n the development seemed t o be t o a l t e r

t h i s second;.condition by e x t e n d i n g the i d e a of the integral.

F i r s t D i r i c h l e t h i m s e l f attempted t o do t h i s by e x t e n d i n g the

integral t o f u n c t i o n s whose set; e of d i s c o n t i n u i t i e s has a

f i n i t e number of a c c u m u l a t i o n p o i n t s . An example o f t h i s type

of f u n c t i o n i c ""~ ' f o r t , n e o n l
y accumulation point i s 0.

T h e ; i n t e g r a l was d e f i n e d as f o l l o w s ([35], p• 10) :

• . The a c c u m u l a t i o n p o i n t s o f e w i l l d i v i d e
the i n t e r v a l [ a , b,] i n t o a f i n i t e number
:
of p a r t i a l i n t e r v a l s . L e t [ a , £>] be one
of them. The i n t e r v a l [ a + h, S - k ] w i l l
c o n t a i n o n l y a f i n i t e number of p o i n t s of
e and one can c o n s i d e r the Cauchy i n t e g r a l
B-k
j f(,x)dx p r o v i d e d i t e x i s t s . Then
ra+h " ' • • -
3 ,.B-k;
f ( x ) d x = 11m f(x)dx provided the
J
a §^8 J
a+h
 23.

limit exists. The i n t e g r a l over [a,b] i s

t h e n j u s t t h e sum o f t h e i n t e g r a l s over t h e
. intervals.

T h i s i n t e g r a l a p p a r e n t l y was n o t e x t e n s i v e l y used,

p a r t l y because t h e o r i g i n a l paper was never p u b l i s h e d / b u t

m a i n l y because i t was superceded by t h e i n t e g r a l o f Riemann.

G. B. Riemann (l&54) was a l s o i n t e r e s t e d i n extending

the c o n d i t i o n s o f D i r i c h l e t . . I n f a c t , he was i n t e r e s t e d i n
f i n d i n g n o t o n l y s u f f i c i e n t b u t n e c e s s a r y c o n d i t i o n s under
w h i c h t h e r e p r e s e n t a t i o n can o c c u r . T h i s l e d him q u i t e naturally
t o an i n v e s t i g a t i o n o f t h e meaning o f t h e symbol | f(x)dx .
The r e s u l t o f t h e i n v e s t i g a t i o n was t h e famous Riemann i n t e g r a l .

r b
Riemann began by c o n s i d e r i n g what f(x)dx meant
J
a
f i r s t f o r bounded f u n c t i o n s . U n l i k e Cauchy he made no o t h e r

a s s u m p t i o n s about t h e f u n c t i o n s . An outline of h i s procedure

( [ 4 6 ] , p. 239) i s a s f o l l o w s :

Let x ' x„, ... x ' be an i n c r e a s i n g seauence

1' n
2" . n-l 0

of v a l u e s i n (a,b) and l e t 5 ^ = x^ - a , 5 ^ =

x
2 ~ l * '"'* ' ' ' ^n k ~ n - l ' ^
x = x
the sum o r m

S = 6 f ( a + € 6 ) + 6 f ( x + 2 ^ + ••• +
x 1 a 2 1
€
2
5

6^f(x„ , + e *_) where t h e e. a r e p o s i t i v e

n > n-l n n' i
p r o p e r f r a c t i o n s . The v a l u e o f t h e sum S
depends upon t h e c h o i c e o f t h e i n t e r v a l s \
and t h e numbers e. . I f t h i s sum has t h e
p r o p e r t y t h a t i t approaches a f i n i t e number
A as the 8^ approach z e r o , no m a t t e r how
(1) I t i s mentioned i n [35] p . 10
 24.

6.. and .€. a r e chosen, t h e v a l u e A i s t h e

definite integral f ( x ) d x . I f t h e sum S
a r>b
does n o t have t h i s p r o p e r t y t h e n f(x)dx ;

has no meaning. a

-b
Riemann a l s o defined f(x)dx f o r functions f
a
w h i c h have a s i n g u l a r i t y a t a p o i n t c , . a <_ c <_ b ( [ 4 6 ] , p .24C).
- c-ai r -b
Form t h e i n t e g r a l s S ^
f(x)dx + I f(x)dx
a c + a ',
p

for a^, a^, arbitrary positive constants.

• Now l e t and a g approach z e r o independ-
ently. If S approaches a l i m i t then t h i s
l i m i t i s defined as f f(x)dx .
a

Under what c o n d i t i o n s imposed on t h e f u n c t i o n f

w i l l the i n t e g r a l exist? This i s the next question that

Riemann answered. He showed t h a t a n e c e s s a r y and s u f f i c i e n t

c o n d i t i o n f o r the i n t e g r a l of a function t o e x i s t i s that given

a > o t h e n t h e sum o f t h e l e n g t h s o f i n t e r v a l s where t h e o s -

c i l l a t i o n of the function i s greater than that a can be made

as s m a l l a s one would like.

This statement suggested t h e i d e a o f a; measure o f a

s e t and may have, been a s t i m u l u s i n t h e development of that,
concept ( [ 4 ] , p. 2 4 9 ) .

Riemann's work t h u s i n t r o d u c e d the property of

i n t e g r a b i l i t y o f a f u n c t i o n and widened the c l a s s of i n t e g r a b l e

f u n c t i o n s t o i n c l u d e many d i s c o n t i n u o u s ones.
 25.

G. M. Darboux [10] (1875) w h i l e attempting t o make

Riemann!s work on i n t e g r a t i o n more p r e c i s e , suggested a d i f f e r e n t

approach t o the i n t e g r a l through the use of upper and lower sums.

Darboux began by d e f i n i n g p r e c i s e l y the supremum

and infiaium m^ of a bounded f u n c t i o n f on an i n t e r v a l [a,b].

He then s u b d i v i d e d the I n t e r v a l (a,b) by the p o i n t s x^, x ,....

2

x„ , and formed the new sums:

• n-l •

M
1 1 2 2
; . T
M 6 + M 6 + M
n; n 6

m mm 6 + m 6 1 2 2 + m 6 n n

Where 5 ± = x ^ ^ ^ 6 Q - - a , 6 n = b - x ^

M. = sup f ( x ) m. = i n f f(x) '

1
x. ,< x < x. x. x < x.
i-l— — i i-1— — i

Then he proved what became known as the Darboux Theorem ([10],p. 6 5 ) :

If 6 i £ 6 for a l l I , then t h e r e e x i s t s f i n i t e

numbers M , , m . such t h a t lim M = M . ,

• . 6-0
lim m = m^-. .
• • -. 6*0
_
••
ab
. •

He d i d not c a l l these l i m i t s the upper and lower i n t e g r a l s nor

did he use the n o t a t i o n Jf(x)dx and Jf(x)dx . These contri-

b u t i o n s a p p a r e n t l y came from Jordan i n 1&92 ( [ 2 & ] , p. 464) .. • '.

............ b - p • .
In c o n s i d e r i n g the i n t e g r a l f(x)dx Darboux s t a r t e d
a
w i t h the c h a r a c t e r i s t i c sum.

! £ = 6 f(a+9 6 ) +. 8 f ( x + © 6 )
1 1 1 2 1 2 2 ..+ ^ ( ^ + 9 ^ )

He then formed h i s upper and lower sums, M Arid m , discussed

 •2b.

above, and showed t h a t a n e c e s s a r y and s u f f i c i e n t c o n d i t i o n t h a t

the sum £ has a l i m i t a s 6-0 (6. < 6) i s t h a t t h e l i m i t s M ,

1 — ab
and m^ of M and m are equal.

A. s i m i l a r procedure t o t h i s i s used i n many modern

t e x t s t o d e f i n e t h e Riemann i n t e g r a l .

Darboux was a l s o a b l e t o g i v e a c o m p l e t e l y v a l i d p r o o f
t h a t a c o n t i n u o u s f u n c t i o n was i n t e g r a b l e . I t i s d i f f i c u l t t o
say f o r c e r t a i n b u t t h i s seems t o be one o f t h e e a r l i e s t p r o o f s
of t h i s r e s u l t . (Heine [ 2 3 ](1S72) had c o n s i d e r e d t h e i d e a o f
u n i f o r m c o n t i n u i t y and had shown t h a t a c o n t i n u o u s f u n c t i o n
on [a,b] i s uniformly continuous. T h i s c o u l d have l e d t o
e a r l i e r proofs of t h i s result) .

D u r i n g t h e l a t t e r p a r t o f t h e n i n e t e e n t h c e n t u r y ap-
p a r e n t l y many i n t e g r a l s were d e v i s e d f o r unbounded f u n c t i o n s
([-+4], p. 236) • These i n t e g r a l s were e x t e n s i o n s o f t h e Riemann
integral. They d i d n o t a c h i e v e l a s t i n g importance b u t have some
historical interest. We w i l l c o n s i d e r one example t o i l l u s t r a t e
the type o f p r o c e d u r e .

A. Harnack ( l S & 4 ) [ l b ] d e v i s e d an i n t e g r a l f o r unbound-

ed f u n c t i o n s whose s e t o f s i n g u l a r i t i e s can be e n c l o s e d i n a f i n -

i t e number o f i n t e r v a l s w i t h t o t a l l e n g t h a s s m a l l as one would

wish. (By modern t e r m i n o l o g y t h e s e t o f s i n g u l a r i t i e s has-content

zero.) An o u t l i n e o f h i s procedure ( [ l b ] , p. 2 2 0 ) i s as f o l l o w s :
 Let f be the f u n c t i o n and enclose the
s i n g u l a r i t y p o i n t s i n a set E consisting
of a f i n i t e number of i n t e r v a l s of t o t a l length
e .. Let f, be equal to 0 in E and
to f everywhere e l s e and suppose f-, ( x ) d x
exists. I f t h i s i n t e g r a l approaches a finite
l i m i t as e approaches 0 this limit i s
s a i d t o be the i n t e g r a l of f from a to b .

. I n lSg4 T, J . - S t i e l t j e s [40] introduced a completely

new i d e a i n t o the h i s t o r y of i n t e g r a t i o n , an i d e a which was

u n r e l a t e d t o o t h e r developments i n the f i e l d . While working on

q u e s t i o n s i n v o l v i n g the d i s t r i b u t i o n ' o f mass along a l i n e ,

S t i e l t j e s suggested the i d e a o f an . i n t e g r a l ' i n v o l v i n g two func-

t i o n s .'..•'-';'.

He began by c o n s i d e r i n g a monotone i n c r e a s i n g f u n c t i o n ,
cp d e f i n e d on the p o s i t i v e x - axis with cp(o) = o . The func-
t i o n c o u l d be v i s u a l i z e d as r e p r e s e n t i n g a d i s t r i b u t i o n of mass
w i t h the p o i n t s of d i s c o n t i n u i t y r e p r e s e n t i n g the p o i n t s of
c o n d e n s a t i o n of mass. W i t h t h i s i n t e r p r e t a t i o n an i n c r e a s i n g
f u n c t i o n represents a p h y s i c a l example o f a measure.

S t i e l t j e s then considered the moment about the origin

of such a d i s t r i b u t i o n i n [a,b] and proceeded as f o l l o w s
([40], p. o7l) : '

Let a=x::; b=x_ , and p l a c e between x and

o n " o
x the n - l v a l u e s x < x, < x . . . < x„ . 0

n o 1 2 n
Next p i c k n numbers e, , e_, ... .
• 1 2 n sucn
 that ' <_ £ x^ . Then form t h e sum

e [ c p ( x ) - c p ( x ) ]+e [cp(x ) -cp(x ) ]. . .+e [cp(x ) c p ( x _ ) ] ,

1 1 0 2 2 1 n ri 7 n 1

The l i m i t o f t h e sum ( a s max ( x ^ - x ^ ) approaches 0)

i s by d e f i n i t i o n the moment o f t h e d i s t r i b u t i o n
about t h e o r i g i n .

S t i e l t j e s then g e n e r a l i z e d t h i s procedure by c o n s i d e r -

i n g t h e sum f ( e ) [ p ( x ) -cp(x ) ]+f( e ) [cp(x ) - c o ( x ) ]+..f ( e ) [ ^ M f o ) !

L C 1 Q 2 2 1 n

where f i s any c o n t i n u o u s f u n c t i o n . T h i s sum w i l l have a

l i m i t as max ( x . - x. ,) aporoaches 0. T h i s l i m i t i s designat-

ed by " f(x)dcp(x) and i s now c a l l e d t h e S t i e l t j ' e s i n t e g r a l of

f with respect to cp .

S t i e l t j e s d i d not extend t h i s i n t e g r a l beyond t h e case

where f I s c o n t i n u o u s and <p i s monotone. The.only p r o p e r t y
he proved was t h e f o l l o w i n g :
.b . b
f(x)dcp(x)=f(b)cp(b)-f(a)cp(a) - <p(x)df(x) .
t a
 29.

CHAPTER THREE The Development o f Measures - The Lebesgue I n t e g r a l

As.we have seen, t h e concept o f t h e i n t e g r a l i s c l o s e -

l y r e l a t e d t o the; concept o f a r e a . A r e a , a l o n g w i t h l e n g t h and

volume, were h i s t o r i c a l l y amongst t h e f i r s t examples o f t h e

g e n e r a l i d e a o f measure. These examples a l l have t h e c h a r a c t e r -

i s t i c p r o p e r t y o f b e i n g n o n - n e g a t i v e and a d d i t i v e .

From a n t i q u i t y u n t i l t h e n i n e t e e n t h c e n t u r y , these
measures were c a l c u l a t e d o n l y f o r very r e g u l a r g e o m e t r i c sets
such as t h e s e t o f p o i n t s under a c o n t i n u o u s curve. The pro-
cedure, as we have noted i n t h e case.of a r e a , was to'approximate
the s e t s from t h e i n s i d e and/or t h e o u t s i d e by a ' f i n i t e number
of simple f i g u r e s . F o r example, Archimedes, i n c a l c u l a t i n g t h e
volume o f a p a r a b o l o i d used a p p r o x i m a t i o n s by r e c t i l i n e a r solids,
b o t h from t h e i n s i d e and from t h e o u t s i d e .

The advances i n a n a l y s i s i n t h e n i n e t e e n t h century

seemed t o m o t i v a t e a more i n t e n s i v e study o f measures.: As.we
have. seen Riemann's c o n d i t i o n f o r t h e i n t e g r a b i l i t y o f a f u n c -
t i o n ( t h a t t h e sum o f t h e l e n g t h s o f t h e i n t e r v a l s on w h i c h t h e
.oscillation > a can be made as s m a l l as we l i k e ) suggests t h e
i d e a o f a measure f o r c e r t a i n new s u b s e t s ( [ 4 ] , p. 249). W i t h
the development o f set. t h e o r y , many more s e t s were c o n s i d e r e d .
The problem then p r e s e n t e d ( a c c o r d i n g to. some sources ([13]., p 150))
was how t o a s s o c i a t e a measure n o t o n l y w i t h t h e r e g u l a r s e t s
but a l s o w i t h a r b i t r a r y subsets.
 30.

The f i r s t methods i n t r o d u c e d by S t o l z , ( [ 4 l ] , p..151),

/Harnack, ([17], P- 2 4 l j , and Cantor, ( [ 7 ] , pp. 473-^75), (15S4-1&&5),

a l l used the same b a s i c i d e a . A set E in , f o r example, was

covered by a f i n i t e number o f i n t e r v a l s . The measure, m(E), was

d e f i n e d as the l i m i t of the sum o f the l e n g t h s as the l o n g e s t o f

the i n t e r v a l s approached zero. T h i s measure, however, was un-

s a t i s f a c t o r y because i t d i d not have t h e a d d i t i v e p r o p e r t y even;

for commonly used s e t s . F o r example, i f A i s the set of

rationals i n [0,1 ] , A* i s t h e complement o f A , rti i s t h e

measure, t h e n m(A') =1, m(A) = 1, m(AUA') - 1 . Hence

m(AUA») k- *(A) + m(A') .

P r o b a b l y t o overcome t h e s e d i f f i c u l t i e s , C. Jordan
[30] ( l o 9 4 ) suggested a more r e f i n e d approach t o t h e problem o f
measures. He f i r s t o f a l l c o n s i d e r e d a p p r o x i m a t i n g a s e t n o t
o n l y from the o u t s i d e b u t a l s o from the i n s i d e , u s i n g i n each
.case a f i n i t e number o f elementary f i g u r e s . He t h e n c a l c u l a t e d
l i m i t s as the s i z e o f the f i g u r e s ; approached zero. He illustrat-
ed h i s p r o c e d u r e by c o n s i d e r i n g a s e t E i n the plane.

...Decompose t h i s p l a n e by p a r a l l e l s t o the
c o o r d i n a t e a x e s , i n t o squares of s i d e s r .

The s e t o f t h o s e squares w h i c h a r e .
i n t e r i o r to E form a domain S i n t e r i o r to
E; The set of those which are i n t e r i o r to E
or w h i c h meet i t s boundary form a new domain
S + S' t o which E i s interior . We can
r e p r e s e n t the' a r e a s o f t h e s e domains by S
and S + S' .
 31.

L e t us now vary o u r d e c o m p o s i t i o n i n t o squares

in such-a way t h a t r tends t o z e r o : the areas
S and S+S' will tend t o some f i x e d limits.
• ( [ 3 0 ] , p. 2 0 )

These l i m i t s A and a are c a l l e d r e s p e c t i v e l y the

i n t e r i o r a r e a and e x t e r i o r a r e a o f E . I f these two numbers

a r e .equal t h e s e t E i s called " quarrable" and has. a r e a ' o r .

measure a=A . Jordan then r e s t r i c t e d h i m s e l f to these quarrable

s e t s and showed t h a t t h e measure has t h e a d d i t i v e property,.

T h i s was p r o b a b l y t h e f i r s t time t h a t , i n o r d e r t o
a c h i e v e t h i s a d d i t i v e p r o p e r t y , t h e measure was r e s t r i c t e d t o a
f a m i l y o f subsets r a t h e r t h a n b e i n g c a l c u l a t e d f o r a l l subsets.

J o r d a n a l s o mentioned t h a t t h i s procedure can be adopt-

ed f o r s e t s , o f any number o f d i m e n s i o n s . The i n t e r i o r and e x t e r -
ior " c o n t e n t " (etendue) can be determined and i f t h e s e two
numbers, a r e e q u a l t h e s e t ' i s . c a l l e d measurable.: The measure i s
a d d i t i v e on t h e s e measurable s e t s .

..•.'...-."•-.'•.':;•/. A p p a r e n t l y G-. Peano (.[4],.p. 249) ,• a t a p p r o x i m a t e l y

the same t i m e , developed, s i m i l a r i d e a s o f measure and measura-
b i l i t y .'.••'.';..'

These i d e a s o f J o r d a n and Peano, however, had l i m i t e d

a p p l i c a b i l i t y because t o o many commonly used s e t s were n o t mea-

surable. F o r example, t h e s e t o f i r r a t i o n a l s i n [0,1] has

I n n e r c o n t e n t e q u a l t o z e r o and o u t e r c o n t e n t e q u a l t o one and

 32.

i s t h e r e f o r e n o t measurable.

A l l o f t h e s e p r e v i o u s l y mentioned measures, u s i n g .',.

f i n i t e approximations from t h e outside,were very c o a r s e . They

would n o t , i n f a c t , d i s t i n g u i s h between a s e t and i t s c l o s u r e . .

E. B o r e l ( 1 6 9 6 ) , a p p a r e n t l y ( [ 1 2 ] , p. 3^2) while
s t u d y i n g s e r i e s o f f u n c t i o n s , found t h e need f o r a measure w i t h
the p r o p e r t y t h a t t h e measure o f c o u n t a b l e s e t s was z e r o . To
f u l f i l l t h i s need, he i n t r o d u c e d ( [ 3 ] , PP • 46~r-50) a new p r o -
p e r t y f o r a measure and a new method f o r c a l c u l a t i n g t h e measure
of c e r t a i n s e t s . The new p r o p e r t y was c o u n t a b l e a d d i t i v e l y , i e .
the measure o f t h e u n i o n o f a c o u n t a b l e number o f d i s j o i n t s e t s
i s e q u a l t o t h e sum o f t h e i r measures. The new method I n v o l v e d
' c o n s i d e r i n g how c e r t a i n s e t s were c o n s t r u c t e d and deducing what
the measure should be. R e s t r i c t i n g h i m s e l f to subsets of the
interval [0,1] B o r e l began by c o n s i d e r i n g an i n t e r v a l w i t h o r
w i t h o u t end p o i n t s . The measure should be i t s 1ength. S i n c e an
open s e t G can be expressed as t h e u n i o n o f a c o u n t a b l e number
of d i s j o i n t i n t e r v a l s Ev, i = 1 , 2 , the measure o f G,m(G),

should be e q u a l t o t h e sum o f the measures m(E^) i = l , 2 , ...

A closed set P i s the complement o f an open s e t G. I t s mea-
sure m(P) should t h e r e f o r e be l-m(G) .

B o r e l c o n t i n u e d t o c a l c u l a t e t h e measure o f a s e t by
t h i s step by step p r o c e d u r e , u s i n g t h e f o l l o w i n g two p r o p e r t i e s :
 33.

(1) countable additivity.

(2) i f E E' and m(E) = S, m(E«) - S',
3
then
m(E - E>) = S - S'

Those s e t s which had a measure d e f i n e d by t h i s proce-

dure were c a l l e d measurable sets.. By a t r a n s f i n i t e procedure,

B o r e l c o n s t r u c t e d a l l t h e s e t s which b e l o n g t o what we now call

the B o r e l a - ring. He then showed t h a t t h e measure d e f i n e d on

these s e t s was a non-negative countably a d d i t i v e set f u n c t i o n .

I n 1902 H e n r i Lebesgue i n t r o d u c e d , i n h i s t h e s i s [3^],

some p o w e r f u l , new i d e a s on measure and i n t e g r a t i o n . H i s work

'.marks t h e b e g i n n i n g o f a new e r a i n these fields,

.Lebesgue was i n t e r e s t e d i n t h e problems o f f i n d i n g a

. f u n c t i o n knowing i t s . d e r i v a t i v e . T h i s l e d him q u i t e n a t u r a l l y
t o a c o n s i d e r a t i o n o f a r e a under t h e c u r v e , hence t o . a r e a i n the
plane and t o t h e more g e n e r a l problem o f measures. He i n t r o -
duced a new approach t o measures, and a more g e n e r a l c l a s s o f
measurable s e t s . These i d e a s l e d d i r e c t l y t o a d e f i n i t i o n o f
. t h e . i n t e g r a l f o r . a wider c l a s s of f u n c t i o n s . H i s i n t e g r a l pos-
sessed some important, new p r o p e r t i e s and was used i n t h e s o l u t i o n
o f t h e o r i g i n a l problem o f f i n d i n g a f u n c t i o n knowing i t s d e r i -
vative . . 1 .

Lebesgue began h i s work on measures by s t i p u l a t i n g t h e

c o n d i t i o n s B o r e l had a p p a r e n t l y suggested a measure must s a t i s f y

( [ 3 ^ ] j P- 2 3 2 ) , t h e measure b e i n g r e s t r i c t e d t o bounded sets:

 34.

We propose t o a t t a c h t o each hounded s e t a number,

p o s i t i v e o r z e r o , which we w i l l c a l l i t s measure
and which w i l l s a t i s f y t h e f o l l o w i n g c o n d i t i o n s :
(1) There e x i s t s some s e t s f o r which t h e measure
i s not zero.
(2) Two e q u a l s e t s have t h e same measure ( s e t s
a r e e q u a l i f they can be made t o c o i n c i d e
by d i s p l a c e m e n t . ) ;
, ( 3 ) The measure o f t h e sum o f a f i n i t e o r
c o u n t a b l e number o f d i s j o i n t s e t s i s t h e ,
sum o f t h e measures o f the s e t s . ( [ 3 4 ] , p . 2 3 6 )

I n o r d e r t o a c h i e v e t h i s g o a l Lebesgue used a much

s i m p l e r and, as i t t u r n e d o u t , more g e n e r a l approach than had
Borel. He amended t h e procedure o f J o r d a n by a p p r o x i m a t i n g s e t s
w i t h c o u n t a b l e c o v e r s r a t h e r than j u s t f i n i t e ones. This idea
i s Lebesgue's key c o n t r i b u t i o n t o measure t h e o r y .

He c o n s i d e r e d bounded s e t s E f i r s t on t h e r e a l line
and covered E w i t h a c o u n t a b l e number o f i n t e r v a l s . These
intervals formed a s e t E^ . He d e f i n e d t h e measure o f an i n -
t e r v a l as i t s l e n g t h arid d e f i n e d m(E ) 1 as t h e sum o f t h e l e n g t h s
of t h e component i n t e r v a l s . He then d e f i n e d t h e o u t e r measure
of .E, m ( E ) : , as t h e Inf. of, t h e numbers
e m(E^) t a k e n over a l l
p o s s i b l e c o u n t a b l e c o v e r s by i n t e r v a l s . To g e t t h e i n n e r mea-
sure o f E he l e t I r e p r e s e n t an i n t e r v a l c o n t a i n i n g E arid
d e f i n e d t h e i n n e r measure m.(E) by m.(E) = m(l) - m ( I - E ) .

The Important s e t s c o n s i d e r e d were t h o s e f o r which t h e

two measures were e q u a l :

 35.

We c a l l s e t s measurable i f the o u t e r measure

and the i n n e r measure a r e e q u a l . ([ 3'0 ,p. 238)

Lebesgue showed t h a t t h i s c l a s s of measurable s e t s

•was c l o s e d under c o u n t a b l e u n i o n s and i n t e r s e c t i o n s and included

the c l a s s e s of J o r d a n and B o r e l measurable s e t s . He a l s o showed

..that the measure r e s t r i c t e d t o these s e t s had t h e d e s i r e d pro-.

p e r t i e s f o r a measure.

Lebesgue t h e n s t a t e d t h a t t h e s e c o n s i d e r a t i o n s could

e a s i l y be extended t o bounded s e t s E of any dimension. He

contented h i m s e l f , however, w i t h c o n s i d e r i n g o n l y d i m e n s i o n

two and suggested a p r o c e d u r e w h i c h was completely analogous t o

the procedure f o r d i m e n s i o n one. I t i s i n t e r e s t i n g to.note

t h a t he used t r i a n g l e s t o cover the plane s e t s . They would be

more u s e f u l i n the e x t e n s i o n t o s u r f a c e area.

'.Having s e t t l e d the problem of measures, Lebesgue was

l e d q u i t e n a t u r a l l y t o the f o l l o w i n g d e f i n i t i o n of the. i n t e g r a l
f o r -bounded- function's ([ 34 ], p. 250) .':•• . ( T h i s i s a p a r a - - v.-.
phrase of the a c t u a l d e f i n i t i o n ) :

Let f be a bounded f u n c t i o n d e f i n e d on [a,b],

•let m be the p l a n e measure, and l e t
: •: :• \ {(x, )
y i a < x < b 0 < y < f(x)},
E - {(x,y) i a < x < b
2 f ( x ) < y < o}. :

I f E^ and E are measurable s e t s t h e n the

?

i n t e g r a l of f i s d e f i n e d as the q u a n t i t y
m(E^) -. m(E; ) , and the f u n c t i o n f i s c a l l e d
2

summable. • •
 36.

The n e x t step •was.-to t r y . t o d e f i n e t h e i n t e g r a l f o r

unbounded f u n c t i o n s . One p r o c e d u r e , which Lebesgue acknowledged

b u t d i d n o t f o l l o w , was t o extend;the measure t o unbounded sets.

Instead he used a new'procedure w h i c h i n v o l v e d subdividing the

y - a x i s .••;,•

'His i n s p i r a t i o n . f o r t h i s procedure came from consider-

i n g a continuous monotone•increasing f u n c t i o n f d e f i n e d on
[oc,S] w i t h range [ a , b ] (a<b) . C o r r e s p o n d i n g t o a s u b d i v i s i o n
a. = x Q < x^ < x 2 ... < x n = 3 of . [a,8] was a s u b d i v i s i o n
a' = a ' < a ^ <Q ... <a n = b of [a,b ] . Lebesgue noted that
the c l a s s i c a l i n t e g r a l o f t h e f u n c t i o n w h i c h was u s u a l l y d e f i n -
ed a s t h e common l i m i t o f t h e two. sums
n n
E(x^ - x-l^ i_l' >
x a
j^ ± ~ x x
i-l^ I
a

as max (x^- x
j_-lJ approached z e r o c o u l d a l s o be d e f i n e d a s
the common l i m i t as max ( a ^ - a^ "'^). approached zero. Gener-
a l i z i n g t h i s i d e a he a s s o c i a t e d - t h e f o l l o w i n g , sums w i t h a n
a r b i t r a r y bounded f u n c t i o n f and anv s u b d i v i s i o n a = a <
••• ' ' • . ' • • • • • . " °

a
l ^ a
2 •• • < a
n '"' D
o f an i n t e r v a l [a,b ] ' C o n t a i n i n g .the
range:
' ' •• • n . ' ' n-l
a -• S a.m(.e) + £ a m(e. ».)
n n-l
S = ' E a.m(e. ) + E a. ,-,m(e, '.)
where e^ - [x: f (x) •= a., ] ;

V = t X !a
i< < ) < i l } ;
f x a
+

m i s t h e measure on t h e l i n e . .
 37.

These sums w i l l be d e f i n e d only•if m ( e ) and m(e' )

i i a r e de-
fined. C o n s e q u e n t l y , Lebesgue c o n s i d e r e d t h e sums o n l y f o r t h e
f u n c t i o n s , f o r w h i c h , g i v e n any a and b, the set
[x: a < f ( x ) < b} i s measurable. T h i s c o n d i t i o n , i t turned
out, i s equivalent t o t h e c o n d i t i o n t h a t t h e f u n c t i o n i s summ-
able. T h e r e f o r e , f o r : t h e s e f u n c t i o n s t h e sums , a and E a r e
defined and, a s Lebesgue showed, they have t h e same l i m i t a s
max ( a ^ - a ^ ^ ) approaches z e r o . This l i m i t i s equal t o the
i n t e g r a l of the f u n c t i o n .

T h i s procedure thus suggested a n o t h e r d e f i n i t i o n o f

summable f u n c t i o n and i n t e g r a l which i s a p p l i c a b l e t o unbounded
f u n c t i o n s as w e l l :

A (bounded o r unbounded) f u n c t i o n f i s c a l l e d ,
summable i f f o r any a and b t h e s e t ,
. (x: a <.-'• f (x) < b} i s measurable. ([34], p . 256)
:

Thus Lebesgue•s concept o f a summable f u n c t i o n i s

equivalent t o o u r p r e s e n t concept o f a measurable f u n c t i o n .

To d e f i n e , t h e i n t e g r a l he c o n s i d e r e d a subdivision
..,.31 2 < m_.j < m Q < m 1 < m p ... o f t h e y - a x i s , v a r y i n g be-
tween -» and +00 and such t h a t m. - m. , i s bounded, and
1 1 - 1
he. l e t :

a = I m m(e ) + 2 m m(e ')

i i i i

.... S = £ rrum(e^) + £ m^ ^m(e^') +

 3b

He t h e n showed t h a t i f one of these sums i ^ f i n i t e t h e n b o t h

w i l l converge t o the same f i n i t e l i m i t e as..max (m^ ~ ^.x) a

P~

proaches z e r o . T h i s l i m i t , i f i t e x i s t s , i s d e f i n e d , as the in-

:

t e g r a l of the f u n c t i o n . '. Lebesgue n o t e d , however, t h a t the irite

g r a l does not n e c e s s a r i l y e x i s t f o r unbounded summable f u n c t i o n

•hence the term measurable i n s t e a d .

T h i s i n t e g r a l of Lebesgue has some i n t e r e s t i n g p r o p e r

.ties. •

A l t h o u g h i t i s a g e n e r a l i z a t i o n of the p r o p e r Riemann

i n t e g r a l , i t i s not a g e n e r a l i z a t i o n of the i m p r o p e r one. For

,-..,,'-V, v , . '/ .' •• ' - :.. :

example, the f u n c t i o n f ( x ) = — v
f o r r - l <_ x < r r ^ 1,2..
has.an i m p r o p e r Riemann i n t e g r a l but i s not Lebesgue i n t e g r a b l e

.However, u n l i k e a n y . o t h e r i n t e g r a l c o n s i d e r e d before,
i t p o s s e s s e s the f o l l o w i n g .important property, which, i s of p a r a -
mount i n t e r e s t i n a n a l y s i s . ([>'-!-], p. 259)

I f a', sequence o f summable f u n c t i o n s

f^, f , fp h a v i n g i n t e g r a l s , hasalimit f, and i f
|f - f i < M, Vn, where M i s some f i x e d
n

number,, t h e n ,f .' has an i n t e g r a l w h i c h i s

."the' l i m i t of the. i n t e g r a l s of f u n c t i o n s f .

Moreover, the i n t e g r a l can be used t o f i n d p r i m i t i v e s

f o r a w i d e r c l a s s of f u n c t i o n s t h a n t h o s e . c o n s i d e r e d heretofore
 39.

CHAPTER POUR A Modern Glimpse

I n .this p a r t o f .the t h e s i s , we w i l l g i v e some i n d i c a -

t i o n o f t h e developments i n . i n t e g r a t i o n i n t h e p e r i o d a f t e r
Lebesgue... The .amount o f m a t e r i a l on t h i s p e r i o d i s tremendous;;
we w i l l , c o n f i n e o u r s e l v e s t o a very b r i e f coverage.

The n o t i o n s o f measure and i n t e g r a l a r e i n t i m a t e l y

connected. Measure, .assigns numbers t o s e t s w h i l e t h e i n t e g r a l
a s s i g n s numbers t o f u n c t i o n s , t h a t i s , i t i s a f u n c t i o n a l .
G i v e n a measure, one can d e f i n e an i n t e g r a l by a procedure l i k e
Lebesgue's o r one d e v i s e d by ¥. H. Young (1905) w h i c h uses
Darboux sums. S i m i l a r l y , g i v e n . a n i n t e g r a l , one can a s s i g n a
measure t o a s e t by c o n s i d e r i n g t h e i n t e g r a l . of i t s . c h a r a c t e r i s t i c ,
function if. i t i s integrable. These p o i n t s o f view a r e r e f l e c t e d .
..in developments, a l o n g two broad l i n e s , , a s e t t h e o r e t i c approach
and a f u n c t i o n a l approach.

The work o f Radon (1913), P r e c h e t (1915), and

Carath£odory (1914, 1 9 l 6 ) . s t r e s s e d t h e measure t h e o r y approach.
T h e i r work r e p r e s e n t s , a n a t u r a l g e n e r a l i z a t i o n o f t h e works o f
•Lebesgue and S t i e l t j e s .

Radon suggested r e p l a c i n g t h e n - d i m e n s i o n a l Lebesgue

measure by any c o m p l e t e l y a d d i t i v e s e t f u n c t i o n . d e f i n e d oh t h e

Lebesgue measurable s e t s .
 40.

.. F r e c h e t g e n e r a l i z e d t h i s i d e a by c o n s i d e r i n g any com-

p l e t e l y a d d i t i v e set f u n c t i o n d e f i n e d on the s u b s e t s of any ab-

s t r a c t space. He p o s t u l a t e d the measurable s u b s e t s t o be a

0-field .

The c o r r e s p o n d i n g i n t e g r a l s . i n b o t h these cases a r e

d e f i n e d i n any o f the u s u a l ways using.sums.

Caratheodory next, d e v i s e d a. procedure f o r g e n e r a t i n g

a measure r a t h e r t h a n assuming i t s e x i s t e n c e on a a-field..

S t a r t i n g w i t h any n o n n e g a t l v e f u n c t i o n d e f i n e d on a g i v e n c l a s s

o f s e t s , he determined.an o u t e r measure d e f i n e d on a l l s e t s of

the .space.considered. T h i s . o u t e r measure, i n g e n e r a l , i s o n l y

subadditive. He t h e n i s o l a t e d s e t s . c a l l e d measurable which form

a, a - f i e l d and on which the o u t e r measure i s c o m p l e t e l y a d d i t i v e ,

t h a t i s , i t i s a measure. I n the. d e f i n i t i o n o f . t h e i n t e g r a l ,

Car.atheodory c o n t i n u e d h i s s t r e s s on measures by p u r s u i n g the

i d e a o f a r e a under the c u r v e . To t h i s end, he d e f i n e d p r o d u c t

measure ( t o t a k e t h e . p l a c e o f a r e a i n t h e plane) and d e f i n e d the

i n t e g r a l , i n terms of. t h i s p r o d u c t measure.

The i d e a o f t h e i n t e g r a l as a f u n c t i o n a l , specifically

a l i n e a r f u n c t i o n a l , was s t r e s s e d by F. R i e s z (1909) and Daniell

(l9lo). T h e i r work e s t a b l i s h e d fundamental c o n n e c t i o n s between

i n t e g r a t i o n and f u n c t i o n a l analysis.

. R i e s z s o l v e d a problem posed p r e v i o u s l y by J . Hadamard

when he showed t h a t the S t i e l t j e s i n t e g r a l f eg was the.most

 41

general l i n e a r c o n t i n u o u s f u n c t i o n a l on the space C(I) of

. c o n t i n u o u s f u n c t i o n s on [a,b] . That i s , g i v e n a l i n e a r con-

t i n u o u s ; f u n c t i o n a l • S' on C ( l ) , he showed t h e r e e x i s t s a f u n c t i o n

g o f bounded v a r i a t i o n such t h a t S ( f ) = f°f dg , V f € C ( l ) ,

:

t h e r e b y e s t a b l i s h i n g a fundamental c o n n e c t i o n between l i n e a r

c o n t i n u o u s . f u n c t i o n a l s . and measures .

D a n i e l l d i s a s s o c i a t e d the i n t e g r a l from I t s dependence

on a measure by a b s t r a c t i n g t h e e s s e n t i a l ' p r o p e r t i e s o f t h e

Lebesgue i n t e g r a l . . He began by p o s t u l a t i n g a f u n c t i o n a l

d e f i n e d on a c e r t a i n ..class o f f u n c t i o n s P , f o r example t h e

.continuous • f u n c t i o n s o r step f u n c t i o n s . This f u n c t i o n a l i s as-

rt f» rt
sumed t o be l i n e a r ( a f + bg = a: f + b ) g } nonnegative

( f _> o := > j f >. o) , and t o have t h e monotone convergence property

(f„t f =••> f — f ) .. D a n i e l l t h e n d e v i s e d a procedure f o r
. n J n J '
•extending-this f u n c t i o n a l . t o a l a r g e r c l a s s o f f u n c t i o n s i n such
a way.that i t s t i l l - s a t i s f i e s , the g i v e n c o n d i t i o n s . . I f t h e c l a s s
P I s the- c o n t i n u o u s f u n c t i o n s and . i s t h e Riemann i n t e g r a l ,
then the.extension procedure w i l l y i e l d t h e Lebesgue i n t e g r a l
f o r the Lebesgue-integrable f u n c t i o n s .

. The i d e a o f the i n t e g r a l as a l i n e a r f u n c t i o n a l was

f u r t h e r extended b e g i n n i n g i n the.1930's w i t h t h e study o f i n -

t e g r a l s o f f u n c t i o n s w i t h v a l u e s i n a Banach space. The i n t e g r a l

. , • . ,{

now maps f u n c t i o n s i n t o a more g e n e r a l space t h a n t h e r e a l line.

 42.

A t h i r d post Lebesgue approach to i n t e g r a t i o n was toward

the u n i f i c a t i o n of the i d e a s of a n t i d e r i v a t i v e and l i m i t of a sum.

The Lebesgue i n t e g r a l d i d not completely combine these two ideas.

For example, the d e r i v a t i v e o f x sin — 2 has an a n t i d e r i v a t i v e

x
but i s not i n t e g r a b l e i n the Lebesgue sense. To overcome such

d i f f i c u l t i e s Denjoy (1912) and Perron (1914) devised new integrals.

 43-

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