Lecture 12

Riemann definite integral

Definition partitions.

Let  a , b ∈ R ,   and suppose  a< b. By a partition of the interval [a , b] we mean

a collection of intervals
Ƥ={[ x 0 , x 1 ] , [ x 1 , x 2 ] , … , [ x n−1 , x n ] }

such that  a=x 0 < x1 < …< x k−1< x k <…< x n=b and where n ∈ N .

Hence, a partition Ƥ defines a finite collection of non-overlapping intervals

I k =[ x k−1 , x k ] , where k =1 , ,… , n  . The norm of a partition Ƥ is defined as

‖Ƥ‖=max { x1 −x0 , x 2−x 1 , … , x n−x n−1 }

In other words, ‖Ƥ‖ is the maximum length of the intervals in Ƥ. To ease

n
our notation, we will denote a partition as  Ƥ={[ x k−1 , x k ] }k =1. Let

 Ƥ={[ x k−1 , x k ] }k =1   be a partition of  [ a , b ]. If  t k ∈ I k =[ x k−1 , x k ],  then we say that t k  

n

is a sample of  I k  and the set of ordered pairs Ƥ̇={[ x k−1 ˙, x k ] ,t k }k=1 will be called
n

a sampled partition.

Now consider a function  f : [ a , b ] → R  and let Ƥ={[ x k−1 ˙, x k ] ,t k }k=1 be a sampled

n

partition of the interval [ a , b ]. The Riemann sum of  f  corresponding

to Ƥ̇={[ x k−1 ˙, x k ] ,t k }k=1 is the number
n

n
S ( f ; Ƥ̇ ) =∑ f ( t k ) ( x k −x k−1 ) .
k=1

When  f ( x ) >0 on the interval  [ a , b ], the Riemann sum  is the sum of the areas
of the rectangles with height  f (t k ) and width ( x k −x k−1 ). We now define the
notion of Riemann integrability.

Definition Riemann integrability. The function  f : [ a , b ] → R    is said to

be Riemann integrable if there exist a number  L ∈ R such that for every ε > 0 
there exists δ >0 such that for any sampled partition Ƥ̇  that satisfies ‖Ƥ̇‖<δ   it
holds that  |S ( f ; Ƥ̇ )−L|<ε .
The set of all Riemann integrable functions on the interval [ a , b ] will be
denoted by  R [ a , b ] .
If  f ∈ R [ a ,b ] then the number  L in the definition of Riemann integrability
is unique.
If  f ∈ R [ a ,b ], we call the number  L the integral of  f  over [ a , b ] and we
denote it by
b n
L=∫ f ( x ) dx= lim S ( f ; Ƥ̇ )= lim ∑ f ( tk ) ( x k−x k−1 ) .
a ‖Ƥ‖ →0 ‖Ƥ‖→ 0 k=1

In addition, we define
a b a

∫ f ( x ) dx=−∫ f ( x ) dx ;∫ f ( x ) dx =0.
b a a

The next result shows that if  f ∈ R [ a ,b ] then changing  f  at a finite number of
points in [ a , b ] does not affect the value of 
b

∫ f ( x ) dx
a

Theorem 1. Let   f ∈ R [ a ,b ]and let g : [ a , b ] → R  be a function such

that  g ( x )=f (x) for all [ a , b ] except possibly at a finite number of points in [ a , b ].
Then  g ∈ R [ a , b ]  and in fact 
b b

∫ g( x)dx=∫ f ( x ) dx.
a a

We now give a necessary condition for Riemann integrability.

Theorem 2. Integrable functions are bounded.
If f ∈ R [ a ,b ]then f is bounded on [ a , b ].
b

Proof. Let   f ∈ R [ a ,b ] , ε =1and put  L=∫ f ( x ) dx .

a

There exists  δ >0 such that if ‖Ƥ̇‖<δ   then |S ( f ; Ƥ̇ )−L|<1, and therefore

|S ( f ; Ƥ̇ )|<|L|+1.  Suppose by contradiction that  f  is unbounded on [ a , b ].
Let Ƥ be a partition of [ a , b ], with sets I 1 , … , I N  , and with ‖Ƥ‖<δ .  Then  f  is
unbounded on some  I j, i.e., for any  M >0 there exists

  x ∈ I j=[ x j−1 , x j ], such that   f ( x ) > M . Choose samples in Ƥ by asking that t k =x k  
for  k ≠ j and t j  is such that

|f ( t j ) ( x j−x j −1 )|>|L|+1+|∑ f ( tk ) ( x k−x k−1 )|.

k≠j

Therefore,

| k≠ j | |
k≠ j |
|S ( f ; Ƥ̇ )|= f ( x j ) ( x j−x j−1 ) +∑ f ( t k ) ( x k −x k−1 ) ≥|f ( x j ) ( x j−x j−1 )|− ∑ f ( t k ) ( x k −x k−1 ) >|L|+1.
This is a contradiction and thus  f  is bounded on [ a , b ] . 

Darboux sums and their properties.

Let f : [ a , b ] → R   be a bounded function and let Ƥ={[ x k−1˙ , x k ] , }k=1 be a sampled
n

partition of the interval [ a , b ]. For k =1 , … ,n let us denote

mk = inf f ( x ) , M k =¿ [ x k−1 , x k ] f ( x ).
[ x k−1 , xk ]

We define the upper Darboux sum of 𝑓 with respect to Ƥ by

n
U ( f ; Ƥ ) =∑ M k ( x k −x k−1) ,
k=1

and the lower Darboux sum of 𝑓 with respect to Ƥ by

n
L ( f ; Ƥ )=∑ mk ( x k −x k −1 ) .
k=1

It's obvious that for any partition Ƥ of the interval [ a , b ]we have

n
L ( f ; Ƥ ) ≤ S ( f ; Ƥ̇ )=∑ f ( t k ) ( x k −x k−1 ) ≤U ( f ; Ƥ )
k=1

Lemma1.If f : [ a , b ] → R   is bounded function and Ƥ is any partition of [ a , b ],

then
L ( f ; Ƥ ) ≤U ( f ; Ƥ ) .
Proof. Let Ƥ={[ x k−1˙ , x k ] , }k=1.Since mk ≤ M k for k =1 , … ,n and since x k −x k−1 >0 for
n

k =1 , … ,n , it follows that
n n
L ( f ; Ƥ )=∑ mk ( x k −x k −1 ) ≤ ∑ M k ( x k −x k−1 ) =U ( f ; Ƥ ) .
k=1 k=1

Definition. If Ƥ={[ x k−1 , x k ] , }k=1and  Q= {[ y j−1˙ , y j ] , } j=1 are partitions of [ a , b ],we say
˙ n m

that Q is a refinement of Ƥ if each partition x k ∈ Ƥ also belongs to Q , that is Ƥ ⊆ Q.

Lemma 2.If f : [ a , b ] → R   is bounded function and Ƥ is any partition of [ a , b ],
and if Q is a refinement of Ƥ , then
L ( f ;Ƥ ) ≤ L ( f ; Q ) and U ( f ; Q ) ≤U ( f ; Ƥ ).
Proof. Let Ƥ={[ x k−1˙ , x k ] , }k=1 . We first examine the effect of adjoining one point
n

to Ƥ .Let z ∈ [ a , b ] satisfy x k−1< z< x k and Ƥ ´ be the partition

Ƥ ´ ={ x 0 , x1 , … , xk −1 , z , x x , … , x n }, obtained from Ƥ by adjoining z to Ƥ.
Let m´ k =inf {f ( x ) : x ∈ [ x k−1 , z ] } , and m´ ´ k =inf {f ( x ) : x ∈ [ z , x k ] }.Then mk ≤m ´k and mk ≤m ´ ´ k
and therefore
mk ( x k −x k−1 )=mk ( z−x k−1 ) +mk ( x k −z ) ≤ ≤ m´ k ( z −x k−1 ) + m´ ´ k ( x k −z ) .
If we add the terms m j ( x j −x j−1 )for j ≠ k to the above inequality ,we obtain
L (f ;Ƥ) ≤ L (f ;Ƥ ´ ) .
Now if Q is any refinement of Ƥ (i.e. if Ƥ ⊆Q), then Q can be obtained from Ƥ by
adjoining a finite number of points to Ƥ one at a time. Hence, repeating the
preceding argument, we infer that L ( f ;Ƥ ) ≤ L ( f ;Q ) .
Upper sums are handled similarly.
Lemma 3. Let f : [ a , b ] → R   be bounded function. If Ƥ1 , Ƥ2 are any two
partitions of [ a , b ], then
L ( f ; Ƥ 1 ) ≤ U ( f ; Ƥ 2 ).
Proof. Let Q=Ƥ1 ∪Ƥ2 be the partition obtained combining the points of Ƥ1 and Ƥ2 .
Then Q is a refinement of both Ƥ1and Ƥ2 .Hence by Lemmas 1 and 2,we conclude
that
L ( f ; Ƥ 1 ) ≤ L ( f ;Q ) ≤ U ( f ; Q ) ≤ U ( f ; Ƥ2 ) .

Darboux criterion for the integrability of a function.

Theorem . Let 𝑓 ∶ [𝑎, 𝑏] → ℝ be a bounded function. Then 𝑓 is integrable on
[𝑎, 𝑏] if and only if
lim ( U ( f ; Ƥ )−L ( f ; Ƥ ) )=0 ,
‖Ƥ‖→ 0

for any partition of the interval [𝑎, 𝑏] .

Corollary. Let 𝑓 ∶ [𝑎, 𝑏] → ℝ be a bounded function. Then 𝑓 is integrable on
[𝑎, 𝑏] if and only if ∀𝜀 > 0, ∃ a partition Ƥ of [𝑎, 𝑏],
( U ( f ; Ƥ )−L ( f ; Ƥ ) ) <ε .
Proof. Let 𝑓 is integrable on [𝑎, 𝑏].Then by the definition, there exists a
number  L ∈ R such that for every ε > 0 there exists δ >0 such that for any
sampled partition Ƥ̇  that satisfies ‖Ƥ̇‖<δ   it holds that
|S ( f ; Ƥ̇ )−L|<ε or L−ε ≤ S ( f ; Ƥ̇ ) ≤ L+ ε .
But L−ε ≤ L ( f ; Ƥ ) ≤U ( f ; Ƥ ) ≤ L+ε . Consequently
lim L ( f ;Ƥ ) =L= lim U ( f ; Ƥ )
‖Ƥ‖→ 0 ‖Ƥ‖→ 0

Whence it follows that ‖Ƥlim ( U ( f ; Ƥ )−L ( f ; Ƥ ) )=0.

‖→ 0

Now suppose that ∀𝜀 > 0, ∃ a partition Ƥ of [𝑎, 𝑏] such that satisfy

( U ( f ; Ƥ )−L ( f ; Ƥ ) ) <ε .
On the other hand we know that for any partition Ƥ of [ a , b ]
L ( f ; Ƥ ) ≤U ( f ; Ƥ ).Hence
L(f ; Ƥ)≤¿ Ƥ L ( f ; Ƥ ) ≤ inf U ( f ; Ƥ ) ≤ U ( f ; Ƥ ) .
Ƥ

Then we have
0 ≤ inf U ( f ; Ƥ)−¿ Ƥ L(f ; Ƥ)≤ ( U ( f ; Ƥ ) −L ( f ; Ƥ ) ) <ε .
Ƥ
¿
Since ε > 0 is arbitrary, we conclude that inf U (f ; Ƥ)= Ƥ L ( f ; Ƥ )=L.
Ƥ
Therefore we can write
−ε < L ( f ; Ƥ )−L ≤ S ( f ; Ƥ̇ )−L≤ U ( f ; Ƥ ) −L<ε .
Hence |S ( f ; Ƥ̇ )−L|<ε , that is f is integrable.

The Cauchy criterion for integrability

The following theorem gives a criterion for integrability that is analogous to the
Cauchy condition for the convergence of a sequence.

Theorem. A bounded function f : [ a , b ] → R   is Riemann integrable if and only

if for every ε > 0 there exists a partition Ƥ of [a , b ], which may depend on ε , such
that
U ( f ; Ƥ ) −L ( f ; Ƥ ) <ε .

Properties of the definite integrals.

1. Linearity.
Theorem. i). If f : [ a , b ]→ R is integrable and c ∈ ℝ, then cf is integrable
and
b b

∫ cf ( x ) dx=c ∫ f ( x ) dx .
a a

ii) If f , g : [a , b ] → R are integrable functions, then f +g is integrable and

b b b

∫ [f ( x )+ g ( x ) ] dx=∫ f ( x ) dx+∫ f ( x ) dx .
a a a

2.The product Theorem. If f , g : [a , b ] → R are integrable then

fg : [a , b ] → R is integrable . If, in addition, g ≠ 0and 1/ g is bounded, then
f /g : [a , b ] → R is integrable.
3. Monotonicity Theorem . Suppose that f , g : [a , b ] → R are integrable
and f ≤ g. Then
b b

∫ f ( x ) dx ≤∫ g ( x ) dx .
a a

Corollary . Let : [ a , b ]→ R be integrable on [ a , b ].If f (x) ≥ 0 for all x ∈ [ a , b ] , then

b

∫ f ( x ) dx ≥0.
a
b

Moreover, if f (x)>0 for x ∈ [ α , β ] ⊆ [ a , b ] , then ∫ f ( x ) dx >0.

a

Theorem . Suppose that f : [ a , b ]→ R is integrable and

M =¿ [ a , b ] f , m=inf f
[ a ,b ]
 Then
a
m(b−a)≤∫ f ( x ) dx ≤ M ( b−a ) .
a

Theorem . If f : [ a , b ]→ R is integrable on [ a , b ] , then |f | is integrable too

|∫ | ∫|
a b

on [ a , b ]and f ( x ) dx ≤ f (x )| dx .
a a

In particular, if f : [ a , b ]→ R is integrable on [ a , b ]and if |f ( x)|≤ K for all

x ∈ [ a , b ] ,then

|∫ |
a
f ( x ) dx ≤ K |b−a| .
a

Additivity. This property refers to additivity with respect to the interval

of integration, rather than linearity with respect to the function being
integrated.
Theorem . Suppose that f : [ a , b ]→ R and a< c< b . Then f is Riemann
integrable on [ a , b ] if and only if it is Riemann integrable on both [ a , c ] and
[ c ,b ] . In that case,
b c b

∫ f ( x ) dx=¿ ∫ f ( x ) dx +∫ f ( x ) dx . ¿
a a c

The integrability of Monotone and Continuous Functions

If f : [ a , b ]→ R is bounded function on [ a , b ] and Ƥ={[ x k−1˙ , x k ] , }k=1
n

is a partition of [ a , b ]we use the familiar notation

mk = inf f ( x ) , M k = [ x k−1 , x k ] f ( x ).
¿

[ x k−1 , xk ]
We also note that
n
U ( f ; Ƥ ) −L ( f ; Ƥ )=∑ ( M k −mk )( x k −x k−1 ) .
k=1

Theorem (Integrability of monotone functions).

A monotonic function f : [ a , b ]→ R on [ a , b ] interval is Riemann integrable.
Proof. Without loss of generality, suppose that f is monotonic increasing. Let
Ƥn ={ I 1 , … , I n } be a partition of [a , b ] into n intervals I k =[ x k , x k−1 ] , of equal length
k
( b−a ) /n , with endpoints x k =a+ ( b−a ) , k =0,1 , … ,n . Since f is increasing,
n
M k = [ x k−1 , x k ] f ( x)=f ( x k ) ,mk = inf f ( x )=f (x k−1). Hence, summing a telescoping series,
¿

[ xk−1 , x k]
we get
n
U ( f ;Ƥ ) −L ( f ;Ƥ )=∑ ( M k −mk )( x k −x k−1 )=¿ ¿
k=1
n
b−a b−a b−a
¿ ∑
n k=1 [ f ( x k )−f ( x k−1)] =
n [ f ( xn ) −f ( x 0) ] =
n
[ f ( b )−f (a)] .
 b−a
Now if ε > 0 is given, we choose n ∈ N such that n> ε [ f ( b ) −f ( a) ] .
For the corresponding partition Ƥn we have
n
U ( f ; Ƥ n )−L ( f ; Ƥn ) =∑ ( M k −mk )( x k −x k−1 ) < ε .
k=1

It follows that f is integrable on [ a , b ] .

Theorem (Integrability of continuous functions).
Let f ∈ C [ a , b ] .Then f ∈ R [ a ,b ] , that is the continuous function on close interval [ a , b ]
is Riemann integrable.
Proof. Let ε > 0. By the Cantor theorem, a continuous function on close interval
[ a , b ] is uniformly continuous, so there exists δ > 0 such that
ε
|f ( x ) −f ( y )|< b−a for all x , y ∈ [ a , b ]such that |x− y|< δ .
Now let nϵ N be such that n> ( b−a ) /δ and let Ƥn ={ I 1 , … , I n } be the partition of [ a , b ]
into n equal parts so that |I k|=x k −x k−1=( b−a ) /n< δ .
Since f is continuous, it attains its maximum and minimum values M k and mk on
the close interval I k =[ x k , x k−1 ] at points x k and y k in I k . These points satisfy |x k − y k|<δ
, so
ε
M k −mk =f ( x k )−f ( y k ) < .
b−a
The upper and lower sums of f therefore satisfy
n
U ( f ; Ƥ n )−L ( f ; Ƥn ) =∑ ( M k −mk )( x k −x k−1 ) < ¿¿
k=1
n
ε
∑ ( x −x ) =ε .
¿
b−a k=1 k k−1
Since ε > 0 is arbitrary, it follows that f is integrable on [ a , b ] .

{1/ x , x ∈ ¿
Example 1. Let f ( x )= 0 , x=0 .
Then
1

∫ 1x dx
0

isn’t defined as a Riemann integral because f is unbounded. In fact, if

Ƥn ={0=x 0< x1 <…< xn −1 <1=x n }
is a partition of [ 0,1 ] , then
¿ fx ¿=+∞ ,¿
[0 , x 1]

so the upper Riemann sums are not well-defined.

Example 2. The Dirichlet function: f [0, 1] → R is defined by

{
f ( x )= 1 if x ∈ [ 0,1 ] ∩Q ,
0 , if x ∈ [ 0,1 ] ¿ .

That is, f is one at every rational number and zero at every irrational number.
This function is not Riemann integrable. If Ƥ = { I 1 , … , I n} is a partition of [0, 1],
then M k =max
I k
f =1 , mk =min f =0 , since every interval of non-zero length contains
Ik

both rational and irrational numbers. It follows that U ( f ; Ƥ ) =1 , L ( f ; Ƥ )=0 for every
¿
partition P of [0, 1], so inf
Ƥ
U (f ; Ƥ)≠ Ƥ L(f ; Ƥ) are not equal. The Dirichlet function

is discontinuous at every point of [0, 1], and the moral of the last example is that
the Riemann integral of a highly discontinuous function need not exist.