Real Analysis Math 278

INTEGRATION

Yao Elikem Ayekple (PhD)

July 19, 2022

Yao Elikem Ayekple (PhD) Real Analysis Math 278

INTEGRATION

The Riemann Integral

Definition: Let [a,b] be an interval in R. A partition P of [a,b] is a finite
set of points {x0 , x1 , ..., xn } in [a,b] such that

a = x0 < x1 < ... < xn = b.

If P and Q are two partitions of [a,b] with P ⊆ Q, then Q is called

refinement of P.

Yao Elikem Ayekple (PhD) Real Analysis Math 278

Definition
Suppose that f is a bounded function defined on [a,b] and that P =
{x0 , ..., xn } is a partition of [a,b]. For each i = 1, ..., n we let

Mi (f ) = sup{f (x) : x ∈ [xi−1 , xi ]}

and
mi (f ) = inf {f (x) : x ∈ [xi−1 , xi ]}.
When only one function is under consideration, we may abbreviate these
to Mi and mi , respectively. Letting ∆xi = xi − xi−1 (i = 1,...,n), we
define the upper sum of f with respect to P to be
n
X
U(f , P) = Mi ∆xi ,
i=1

and the lower sum of f with respect to P to be

n
X
L(f , P) = mi ∆xi
i=1

Yao Elikem Ayekple (PhD) Real Analysis Math 278

Definition Cont’d
[Sometimes U(f,P) and L(f, P) are called the upper and lower Darboux
sums in honor of Gaston Darboux (1842 - 1917), who first developed this
approach to Riemann integral.]
Since we are assuming that f is a bounded function on [a,b], there exist
numbers m and M such that m ≤ f (x) ≤ M for all x ∈ [a,b]. Thus for
any partition P of [a,b] we have

m(b − a) ≤ L(f , P) ≤ U(f , P) ≤ M(b − a).

This implies that the upper and lower sums for f form a bounded set, and
it guarantees the existence of the following upper and lower integrals of f .

Yao Elikem Ayekple (PhD) Real Analysis Math 278

Definition
let f be a bounded function defined on [a,b]. Then U(f ) = inf {U(f , P) :
P is a partition of [a,b]}
is called the upper integral of f on [a, b]. Similarly,
L(f ) = sup{L(f , P) : P is a partition of [a, b] }
is called the lower integral of f on [a,b]. If these upper and lower
integrals are equal, then we say that f is Riemann integrable on [a,b],
Rb Rb
and we denote their common value by a f or by a f (x)dx. That is, if
L(f) = U(f), then
Z b Z b
f = f (x)dx = L(f ) = U(f )
a a

is the Riemann integral of f on [a,b].

Since the Riemann integral is the only kind of integral we shall deal with
in this book, it will often be convenient to drop the reference to Riemann
Rb
and simply refer to a function f as being integrable on [a,b] and call a f
the integral of f on [a,b].

Yao Elikem Ayekple (PhD) Real Analysis Math 278

Theorem
Let f be a bounded function on [a,b]. IF P and Q are partition of [a,b]
and Q is a refinement of P, then

L(f , P) ≤ L(f , Q) ≤ U(f , Q) ≤ U(f , P)

Yao Elikem Ayekple (PhD) Real Analysis Math 278

Properties of the Riemann Integral

Theorem
Let f be a monotone function on [a,b]. Then f is integrable.

Yao Elikem Ayekple (PhD) Real Analysis Math 278

Proof
We suppose that f is increasing on [a,b]; the decreasing case is similar.
Since f (a) ≤ f (x) ≤ f (b) for all x ∈ [a,b], f is bounded on [a,b].Now
given  > 0 there exist k > 0 such that

k[f (b) − f (a)] < .

Let P = {x0 , ..., xn } be a partition of [a,b] such that ∆xi < k for all i.
Since f is increasing, we have

mi = f (xi−1 andMi = f (xi ))

for i = 1, ...,n. Thus

n
X
U(f , P) − L(f , P) = [f (xi ) − f (xi−1 )](∆xi )
i=1
n
X
≤k [f (xi ) − f (xi−1 )]
i=1
= k[f (b) − f (a)] > 
It follows that f is integrable on [a,b]
Yao Elikem Ayekple (PhD) Real Analysis Math 278
Theorem
Let f be a continuous function on [a,b]. Then f is integrable on [a,b].

Yao Elikem Ayekple (PhD) Real Analysis Math 278

Theorem
Let f and g be integrable functions on [a,b] and lt k ∈ R. Then
Rb Rb
(a) kf is integral and a kf = k a f , and
Rb Rb Rb
(b) f + g is integrable and a (f + g ) = a f + a g .

Yao Elikem Ayekple (PhD) Real Analysis Math 278

Theorem
Suppose that f is integrable on both [a,c] and [c,b]. Then f is integrable
Rb Rc Rb
on [a,b]. Furthermore, a f = a f + c f .

Yao Elikem Ayekple (PhD) Real Analysis Math 278

Theorem
Suppose that f is integrable on [a,b] and g is continuous on [c,d], where
f([a,b]) ⊆ [c,d]. Then g ◦ f is integrable on [a,b].

Yao Elikem Ayekple (PhD) Real Analysis Math 278

The Fundamental Theorem of Calculus

Theorem
(The Fundamental Theorem of Calculus I) Let f be integrable on [a,b].
For each x ∈ [a, b], let
Z x
F (x) = f (t)dt.
a

Then F is uniformly continuous on [a,b]. Furthermore, if f is continuous

at c ∈ [a, b], then F is differentiable at c and
0
F (c) = f (c).

Yao Elikem Ayekple (PhD) Real Analysis Math 278

Corollary
Let f be continuous on [a,b] and let g be differentiable on [c,d], where
g([c,d]) ⊆ [a,b]. Define
Z g (x)
F (x) = f, for allx ∈ [c, d].
a
0 0
Then F is differentiable on [c,d] and F (x) = [(f ◦ g )(x)]g (x).

Yao Elikem Ayekple (PhD) Real Analysis Math 278

Theorem
(The Fundamental Theorem of Calculus II) If f is differentiable on [a,b]
0
and f is integrable on [a,b], then
Z b
0
f = f (b) − f (a).
a

Yao Elikem Ayekple (PhD) Real Analysis Math 278

Improper Integrals

Definition
Let f be defined on [a,b] and integrable on [c,b] for every c ∈ [c,b]. If
Rb
lim f exists, then the improper integral of f on [a,b], denoted by
c→a+ c
Rb
a
f , is given by
Z b Z b
f = lim f.
a c→a+ c

Yao Elikem Ayekple (PhD) Real Analysis Math 278

Definition
Let f Rbe defined on [a, ∞) and integrable on [a,c] for every c ¿ a. If
c
lim a f exists, then the improper integral of f on [a,∞), denoted by
c→∞
R∞
a
f , is given by
Z ∞ Z c
f = lim f.
a c→∞ a

Yao Elikem Ayekple (PhD) Real Analysis Math 278

Question
R∞
Let f (x) = x −2 for x ≥ 1. Find 1
f , if it exists.

Yao Elikem Ayekple (PhD) Real Analysis Math 278

 THANK YOU

Yao Elikem Ayekple (PhD) Real Analysis Math 278