Lec#33 Real Analysis

for lecturer mathematics

 Riemann Integral
 Some important results

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 Lec#33 Real Analysis | Lecturer Mathematics preparation | Riemann Integration
Lower Riemann integral: Lower Riemann integral is defined as
𝑏

න 𝑓(𝑥) 𝑑𝑥 = sup 𝐿 𝑓, 𝑃 : 𝑃 𝑖𝑠 𝑎𝑛𝑦 𝑝𝑎𝑟𝑡𝑖𝑡𝑖𝑜𝑛 𝑜𝑓 𝑎, 𝑏

𝑎ത

Upper Riemann integral: Upper Riemann integral is defined as

𝑏ത

න 𝑓(𝑥) 𝑑𝑥 = inf 𝑈 𝑓, 𝑃 : 𝑃 𝑖𝑠 𝑎𝑛𝑦 𝑝𝑎𝑟𝑡𝑖𝑡𝑖𝑜𝑛 𝑜𝑓 𝑎, 𝑏

𝑎

Riemann integrable function: A bounded real valued function 𝑓 defined on [𝑎, 𝑏] is said to be Riemann integrable if
𝑏 𝑏ത

න 𝑓(𝑥) 𝑑𝑥 = න 𝑓(𝑥) 𝑑𝑥
𝑎ത 𝑎
𝑏
The common value is called Riemann integral on [𝑎, 𝑏] denoted by ‫𝑥𝑑 )𝑥(𝑓 𝑎׬‬
Note: If 𝑓 is Riemann integrable on 𝑎, 𝑏 , we write 𝑓 ∈ 𝑅 𝑎, 𝑏 . Here 𝑅 𝑎, 𝑏 denote the set of all integrable functions on
𝑎, 𝑏 .

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 Lec#33 Real Analysis | Lecturer Mathematics preparation | Riemann Integration
Example:
1
1 ; 0≤𝑥<
2
1) 𝑓 𝑥 = 1 is Riemann integrable on [0,1].
2 ; ≤𝑥≤1
2
2) 𝑓 𝑥 = 𝑥 2 is integrable on [0,1]
3) Bracket function is integrable on 3,6 .
4) 𝑓 𝑥 = 𝑘 is integrable on 𝑎, 𝑏 .
𝜋
5) 𝑓 𝑥 = sin 𝑥 is Riemann integrable on 0, .
2

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 Lec#33 Real Analysis | Lecturer Mathematics preparation | Riemann Integration
Important Results:
𝑏 𝑏ത
1) Let 𝑓 is bounded on 𝑎, 𝑏 then ‫𝑎׬‬ത 𝑓(𝑥) 𝑑𝑥 ≤ ‫𝑥𝑑 )𝑥(𝑓 𝑎׬‬.
𝑏 𝑏ത
2) Let 𝑓 is bounded on 𝑎, 𝑏 then 𝑚 b−a ≤ ‫𝑎׬‬ത 𝑓(𝑥)
≤ ‫𝑥𝑑 )𝑥(𝑓 𝑎׬‬ ≤ 𝑀(𝑏 − 𝑎)
where 𝑚 = inf 𝑓 𝑥 : 𝑥 ∈ 𝑎, 𝑏 and 𝑀 = sup 𝑓 𝑥 : 𝑥 ∈ 𝑎, 𝑏 .
𝑏
3) Let 𝑓 is integrable on 𝑎, 𝑏 then 𝑚 b − a ≤ ‫ 𝑏(𝑀 ≤ )𝑥(𝑓 𝑎׬‬− 𝑎)
where 𝑚 = inf 𝑓 𝑥 : 𝑥 ∈ 𝑎, 𝑏 and 𝑀 = sup 𝑓 𝑥 : 𝑥 ∈ 𝑎, 𝑏 .
4) If a function is Riemann integrable then it is bounded. But its converse is not true, i.e. A bounded function
may not be Riemann integrable.
1 ; 𝑥∈𝑄
5) Example: Diretchlit’s function 𝑓 𝑥 = is bounded but it is not Riemann integrable on 0,1 .
−1 ; 𝑥 ∈ 𝑄𝑐
1
6) 𝑓 𝑥 = is not integrable on [0,1] because it is not bounded on 0,1 .
𝑥2

7) Riemann Theorem: A bounded function 𝑓 is integrable on [𝑎, 𝑏] if and only if for any 𝜖 > 0 there exists a
partition 𝑃 of [𝑎, 𝑏] such that 𝑈 𝑓, 𝑃 − 𝐿 𝑓, 𝑃 < 𝜖.

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 Lec#33 Real Analysis | Lecturer Mathematics preparation | Riemann Integration
Important Results:
7) Integrability and continuity: If 𝑓 is continuous on [𝑎, 𝑏] then it is integrable. But its converse is not true. i.e.
An integrable function on [𝑎, 𝑏] may not be continuos there.
8) Example: Bracket function 𝑓 𝑥 = [𝑥] is integrable on 1,4 but it is not continuous there.
9) Theorem: Let 𝑓 is bounded on [𝑎, 𝑏] let 𝑓 is continuous on [𝑎, 𝑏] except for a finite number of points then
𝑓 is integrable on 𝑎, 𝑏 .
𝑥 ; 0≤𝑥<1
10) Example: 𝑓 𝑥 = is not continuous on 𝑥 = 1 but 𝑓 is bounded on [0,3]. Hence 𝑓(𝑥) is
2𝑥 2 ; 1 ≤ 𝑥 ≤ 3
integrable on 0,3 .
1
sin ; 𝑥≠0
11) Example: 𝑓 𝑥 = 𝑥 is not continuous on 𝑥 = 0 but 𝑓 is bounded on [−3,3]. Hence 𝑓(𝑥)
1 ; 𝑥=0
is integrable on −3,3 .

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 Lec#33 Real Analysis | Lecturer Mathematics preparation | Riemann Integration
Important Results:
12) Integrability and monotonicity: If 𝑓 is bounded and monotonic on [𝑎, 𝑏] then it is integrable. But its
converse is not true. i.e. An integrable function on [𝑎, 𝑏] may not be monotonic there.
1 𝑖𝑓 0 ≤ 𝑥 < 1
13) Example: 𝑓 𝑥 = 3 𝑖𝑓 𝑥 = 1 is not monotonic on [0,2] but it is integrable on [0,2] because it has
2 𝑖𝑓 1 < 𝑥 ≤ 2
only one point of discontinuity at 𝑥 = 1.

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