MA212 Further Mathematical Methods

MT Week 3: Riemann Integral

Prof Jozef Skokan

 Part 2: Definition of the Riemann Integral

The London School of Economics and Political Science

Department of Mathematics

MT week 3, part 2 Page 1

 What is the ‘area under the curve’ ?

Let f(x) be non-negative, continuous on (a, b).

y = f(t)

∫ x
For A(x) = f(t)dt = “area under y = f(t) over [c, x]”, we
c
showed A′ (x) = f(x) (FTC).

MT week 3, part 2 Page 2

 Inspiration - the area of the unit circle

α = 2π/n
orange area=2 × 21 sin( πn ) cos( πn )

Figure 1: Inscribed n-gon

MT week 3, part 2 Page 3

 More inspiration

α = 2π/n
red area =

Figure 2: Circumscribed n-gon

the area of unit circle ≤ n tan( πn ) for every n ≥ 3

MT week 3, part 2 Page 4

 Important concepts

Let f(t) be a bounded function on [a, b]

 partition P = {t0 , t1 , . . . , tn }, a = t0 < t1 < · · · < tn = b

{ }
 mi = inf f(t) : t ∈ [ti−1 , ti ]
{ }
 Mi = sup f(t) : t ∈ [ti−1 , ti ]

n
∑
 lower estimate L(P) = mi (ti − ti−1 )
i=1

n
∑
 upper estimate U(P) = Mi (ti − ti−1 )
i=1

MT week 3, part 2 Page 5

 Supremum sup and infimum inf

Take any non-empty set S.

 sup S is the least upper bound u of S
- ∀s ∈ S, s ≤ u
- ∀u′ < u, ∃s ∈ S, u′ < s
 inf S is the greatest lower bound ℓ of S
- ∀s ∈ S, s ≥ ℓ
- ∀ℓ′ > ℓ, ∃s ∈ S, s < ℓ′
 every bounded set S has sup S and inf S

Pause. Think.
Let S = {f(t) : t ∈ [c, d]}.
If f(t) is bounded on [c, d], then sup S, inf S exists.
If f(t) is continuous on [c, d], then sup S is the maximum of
f(t) over [c, d] and inf S is the minimum of f(t) over [c, d].

MT week 3, part 2 Page 6

 Meaning of L(P) and U(P)

If mi = inf{f(t) : t ∈ [ti−1 , ti ]}, Mi = sup{f(t) : t ∈ [ti−1 , ti ]}, then

mi (ti − ti−1 ) ≤ area under y = f(t) over [ti−1 , ti ] ≤ Mi (ti − ti−1 )

MT week 3, part 2 Page 7

 Meaning of L(P) and U(P)

n
∑
 L(P) = mi (ti − ti−1 ) is a lower bound on the area under
i=1
y = f(t) over [a, b]
∑n
 U(P) = Mi (ti − ti−1 ) is an upper bound on the area
i=1
under y = f(t) over [a, b]

MT week 3, part 2 Page 8

 Worked example

{ }
Take f(x) = x2 on [0, 1] with partition P = 0, 31 , 21 , 1 .

 on [0, 31 ]: we have m1 = 02 , M1 = ( 31 )2 ;
 on [ 31 , 21 ]: we have m2 = ( 31 )2 , M2 = ( 21 )2 ;
 on [ 21 , 1]: we have m3 = ( 21 )2 , M3 = 12 ;

So,
3
∑
 L(P) = mi (ti − ti−1 ) = 0( 31 − 0) + 91 ( 21 − 31 ) + 41 (1 − 21 ) = 31
216
i=1
∑ 3
 U(P) = Mi (ti − ti−1 ) = 91 ( 31 − 0) + 41 ( 21 − 31 ) + 1(1 − 21 ) = 125
216
i=1

MT week 3, part 2 Page 9

 Worked example 2

Consider f(x) = x2 on [0, 1] with partition Pn = {t0 , t1 , . . . , tn },

ti = ni . Calculate L(Pn ) and U(Pn ).

 on [ti−1 , ti ] = [ i−1 i 2 i−1 2

n , n , ]: we have mi = ti−1 = ( n ) ;
 on [ti−1 , ti ] = [ i−1 i 2 i 2
n , n , ]: we have Mi = ti = ( n ) ;

hence
n
∑ n
∑ (i − 1)2 1
 L(Pn ) = mi (ti − ti−1 ) = ;
n2 n
i=1 i=1
∑ n n
∑ i2 1
 U(Pn ) = Mi (ti − ti−1 ) = .
n2 n
i=1 i=1

MT week 3, part 2 Page 10

 Worked example 2 (continued)

This simplifies to
n
1 ∑
 L(Pn ) = 3 (i − 1)2 =
n
i=1

n
1 ∑ 2
 U(Pn ) = i =
n3
i=1

MT week 3, part 2 Page 11

 Definition of Riemann Integral

Definition.

A (bounded) function g(t), defined on an interval [a, b],

is Riemann-integrable, if there exists a unique number I
such that, for all partitions P of [a, b], we have that

L(P) ≤ I ≤ U(P).
∫ b
We refer to such I as the Riemann Integral g(t) dt.
a

What functions are Riemann-integrable ?

MT week 3, part 2 Page 12

 Worked example 2 (cont.)

∫ 1
Riemann Integral x2 dx is a unique number I (if it exists)
0
such that such that, for all partitions P of [0, 1], we have that

L(P) ≤ I ≤ U(P).

In particular,
L(Pn ) ≤ I ≤ U(Pn )
1
6 (1 − n1 )(2 − n1 ) ≤ I ≤ 61 (1 + n1 )(2 + n1 )

Take the limit as n → ∞:

MT week 3, part 2 Page 13

 Definition of Riemann Integral

A (bounded) function g(t), defined on an interval [a, b],

is Riemann-integrable, if there exists a unique number I
such that, for all partitions P of [a, b], we have that

L(P) ≤ I ≤ U(P).
∫ b
We refer to such I as the Riemann Integral g(t) dt.
a

What functions are Riemann-integrable ?

→ continuous functions, functions of bounded variation

MT week 3, part 2 Page 14

 Remark about the properties of Riemann Integral

The Riemann Integral satisfies the usual properties that we

expect, for example:
∫ b ∫ c ∫ b
 f(t)dt = f(t)dt + f(t)dt;
a a c
∫ b ∫ b ∫ b
 (f(t) + g(t))dt = f(t)dt + g(t)dt;
a a a
∫ b ∫ b
 C · f(t)dt = C · f(t)dt;
a a
∫ b ∫ b
 if f(t) ≤ g(t) for all t ∈ [a, b], then f(t)dt ≤ g(t)dt;
a a
 substitution method;
 integration by parts; etc.

MT week 3, part 2 Page 15

 Continuous functions are Riemann-integrable

Two key observations:

Fact.
For any two partitions P, R of [a, b], we have L(P) ≤ U(R).

For any function g(t) continuous on [a, b] and, for every

ϵ > 0, one can find a partition Pϵ such that

L(Pϵ ) ≤ U(Pϵ ) ≤ L(Pϵ ) + ϵ.

MT week 3, part 2 Page 16

 Something to think about

Let fQ be a function that takes the value 1 on rational

numbers and 0 on irrational numbers. This function is
not Riemann-integrable. Why ?

For any two partitions P, R of [a, b], find a partition S of

[a, b] that contains all points of P and R.
Then show that we have L(P) ≤ L(S) ≤ U(S) ≤ U(R).

Suppose that f(t) is continuous and increasing on [a, b].

Explain why, for every ϵ > 0, there is a partition Pϵ such
that
L(Pϵ ) ≤ U(Pϵ ) ≤ L(Pϵ ) + ϵ.

MT week 3, part 2 Page 17