6/8/2016

RiemannintegralWikipedia,thefreeencyclopedia

Riemannintegral
FromWikipedia,thefreeencyclopedia

Inthebranchofmathematicsknownasrealanalysis,theRiemann
integral,createdbyBernhardRiemann,wasthefirstrigorousdefinitionof
theintegralofafunctiononaninterval.[1]Formanyfunctionsandpractical
applications,theRiemannintegralcanbeevaluatedbythefundamental
theoremofcalculusorapproximatedbynumericalintegration.
TheRiemannintegralisunsuitableformanytheoreticalpurposes.Someof
thetechnicaldeficienciesinRiemannintegrationcanberemediedwiththe
RiemannStieltjesintegral,andmostdisappearwiththeLebesgueintegral.
Theintegralastheareaofaregion
underacurve.

Contents
1 Overview
2 Definition
2.1 Partitionsofaninterval
2.2 Riemannsums
2.3 Riemannintegral
3 Examples
4 Similarconcepts
5 Properties
5.1 Linearity
6 Integrability
7 Generalizations
8 Seealso
9 Notes
10 References
11 Externallinks

AsequenceofRiemannsumsovera
regularpartitionofaninterval.The
numberontopisthetotalareaofthe
rectangles,whichconvergestothe
integralofthefunction.

Overview
Letfbeanonnegativerealvaluedfunctionontheinterval[a,b],andlet

betheregionoftheplaneunderthegraphofthefunctionfandabovethe
interval[a,b](seethefigureonthetopright).Weareinterestedin
measuringtheareaofS.Oncewehavemeasuredit,wewilldenotethe
areaby:

Thepartitiondoesnotneedtobe
regular,asshownhere.The
approximationworksaslongasthe
widthofeachsubdivisiontendsto
zero.

ThebasicideaoftheRiemannintegralistouseverysimpleapproximationsfortheareaofS.Bytakingbetterand
betterapproximations,wecansaythat"inthelimit"wegetexactlytheareaofSunderthecurve.

Sismodifiedsothattheintegralcorresponds
1/11

Notethatwhere canbebothpositiveandnegative,thedefinitionof
https://en.wikipedia.org/wiki/Riemann_integral

6/8/2016

RiemannintegralWikipedia,thefreeencyclopedia

Notethatwherefcanbebothpositiveandnegative,thedefinitionofSismodifiedsothattheintegralcorresponds
tothesignedareaunderthegraphoff:thatis,theareaabovethexaxisminustheareabelowthexaxis.

Definition
Partitionsofaninterval
Apartitionofaninterval[a,b]isafinitesequenceofnumbersoftheform

Each[xi,xi+1]iscalledasubintervalofthepartition.Themeshornormofapartitionisdefinedtobethelength
ofthelongestsubinterval,thatis,

Ataggedpartition
ofaninterval[a,b]isapartitiontogetherwithafinitesequenceofnumbers
subjecttotheconditionsthatforeachi,
.Inotherwords,itisapartitiontogetherwith
adistinguishedpointofeverysubinterval.Themeshofataggedpartitionisthesameasthatofanordinary
partition.
Supposethattwopartitions
and
arebothpartitionsoftheinterval[a,b].Wesaythat
isa
refinementof
ifforeachintegeri,with
,thereexistsaninteger
suchthat
and
suchthat
forsomejwith
.Saidmoresimply,arefinementofataggedpartitionbreaks
upsomeofthesubintervalsandaddstagstothepartitionwherenecessary,thusit"refines"theaccuracyofthe
partition.
Wecandefineapartialorderonthesetofalltaggedpartitionsbysayingthatonetaggedpartitionisgreateror
equaltoanotheriftheformerisarefinementofthelatter.

Riemannsums
Choosearealvaluedfunctionfwhichisdefinedontheinterval[a,b].TheRiemannsumoffwithrespecttothe
taggedpartitionx0,,xntogetherwitht0,,tn1is:[2]

Eachterminthesumistheproductofthevalueofthefunctionatagivenpoint,andthelengthofaninterval.
Consequently,eachtermrepresentsthe(signed)areaofarectanglewithheightf(ti)andwidthxi+1xi.The
Riemannsumisthe(signed)areaofalltherectangles.

Riemannintegral
Looselyspeaking,theRiemannintegralisthelimitoftheRiemannsumsofafunctionasthepartitionsgetfiner.If
thelimitexiststhenthefunctionissaidtobeintegrable(ormorespecificallyRiemannintegrable).TheRiemann
sumcanbemadeascloseasdesiredtotheRiemannintegralbymakingthepartitionfineenough.[3]

https://en.wikipedia.org/wiki/Riemann_integral

2/11

6/8/2016

RiemannintegralWikipedia,thefreeencyclopedia

Oneimportantrequirementisthatthemeshofthepartitionsmustbecomesmallerandsmaller,sothatinthelimit,
itiszero.Ifthiswerenotso,thenwewouldnotbegettingagoodapproximationtothefunctiononcertain
subintervals.Infact,thisisenoughtodefineanintegral.Tobespecific,wesaythattheRiemannintegraloff
equalssifthefollowingconditionholds:
Forall>0,thereexistssuchthatforanytaggedpartition
islessthan,wehave

and

whosemesh

Unfortunately,thisdefinitionisverydifficulttouse.Itwouldhelptodevelopanequivalentdefinitionofthe
Riemannintegralwhichiseasiertoworkwith.Wedevelopthisdefinitionnow,withaproofofequivalence
following.OurnewdefinitionsaysthattheRiemannintegraloffequalssifthefollowingconditionholds:
Forall>0,thereexistsataggedpartition
and
partition
and
whichisarefinementof
have

suchthatforanytagged
and
,we

Bothofthesemeanthateventually,theRiemannsumoffwithrespecttoanypartitiongetstrappedclosetos.
Sincethisistruenomatterhowclosewedemandthesumsbetrapped,wesaythattheRiemannsumsconvergeto
s.Thesedefinitionsareactuallyaspecialcaseofamoregeneralconcept,anet.
Aswestatedearlier,thesetwodefinitionsareequivalent.Inotherwords,sworksinthefirstdefinitionifandonly
ifsworksintheseconddefinition.Toshowthatthefirstdefinitionimpliesthesecond,startwithan,andchoose
athatsatisfiesthecondition.Chooseanytaggedpartitionwhosemeshislessthan.ItsRiemannsumiswithin
ofs,andanyrefinementofthispartitionwillalsohavemeshlessthan,sotheRiemannsumoftherefinement
willalsobewithinofs.
Toshowthattheseconddefinitionimpliesthefirst,itiseasiesttousetheDarbouxintegral.First,oneshowsthat
theseconddefinitionisequivalenttothedefinitionoftheDarbouxintegralforthisseethearticleonDarboux
integration.NowwewillshowthataDarbouxintegrablefunctionsatisfiesthefirstdefinition.Fix,andchoosea
partition
suchthatthelowerandupperDarbouxsumswithrespecttothispartitionarewithin ofthe
valuesoftheDarbouxintegral.Let

Ifr=0,thenfisthezerofunction,whichisclearlybothDarbouxandRiemannintegrablewithintegralzero.
Therefore,wewillassumethatr>0.Ifm>1,thenwechoosesuchthat

https://en.wikipedia.org/wiki/Riemann_integral

3/11

6/8/2016

RiemannintegralWikipedia,thefreeencyclopedia

Ifm=1,thenwechoosetobelessthanone.Chooseataggedpartition
smallerthan.WemustshowthattheRiemannsumiswithinofs.
Toseethis,chooseaninterval

.Ifthisintervaliscontainedwithinsome

wheremjandMjarerespectively,theinfimumandthesupremumoffon

and

withmesh
,then

.Ifallintervalshadthis

property,thenthiswouldconcludetheproof,becauseeachtermintheRiemannsumwouldbeboundedbya
correspondingtermintheDarbouxsums,andwechosetheDarbouxsumstobenears.Thisisthecasewhenm=
1,sotheproofisfinishedinthatcase.
Therefore,wemayassumethatm>1.Inthiscase,itispossiblethatoneofthe
isnotcontainedinany
.Instead,itmaystretchacrosstwooftheintervalsdeterminedby
.(Itcannotmeetthree
intervalsbecauseisassumedtobesmallerthanthelengthofanyoneinterval.)Insymbols,itmayhappenthat

(Wemayassumethatalltheinequalitiesarestrictbecauseotherwiseweareinthepreviouscasebyourassumption
onthelengthof.)Thiscanhappenatmostm1times.
Tohandlethiscase,wewillestimatethedifferencebetweentheRiemannsumandtheDarbouxsumby
subdividingthepartition
at
.Theterm
intheRiemannsumsplitsintotwoterms:

Suppose,withoutlossofgenerality,that

.Then

sothistermisboundedbythecorrespondingtermintheDarbouxsumforyj.Toboundtheotherterm,noticethat

Itfollowsthat,forsome(indeedany)

Sincethishappensatmostm1times,thedistancebetweentheRiemannsumandaDarbouxsumisatmost .
Therefore,thedistancebetweentheRiemannsumandsisatmost.

Examples
Let
bethefunctionwhichtakesthevalue1ateverypoint.AnyRiemannsumoffon[0,1]will
havethevalue1,thereforetheRiemannintegraloffon[0,1]is1.

https://en.wikipedia.org/wiki/Riemann_integral

4/11

6/8/2016

Let

RiemannintegralWikipedia,thefreeencyclopedia

betheindicatorfunctionoftherationalnumbersin[0,1]thatis,IQtakesthevalue1on

rationalnumbersand0onirrationalnumbers.ThisfunctiondoesnothaveaRiemannintegral.Toprovethis,we
willshowhowtoconstructtaggedpartitionswhoseRiemannsumsgetarbitrarilyclosetobothzeroandone.
Tostart,let

and

beataggedpartition(eachtiisbetweenxiand

).Choose>0.Theti

havealreadybeenchosen,andwecan'tchangethevalueoffatthosepoints.Butifwecutthepartitionintotiny
piecesaroundeachti,wecanminimizetheeffectoftheti.Then,bycarefullychoosingthenewtags,wecanmake
thevalueoftheRiemannsumturnouttobewithinofeitherzerooroneourchoice!
Ourfirststepistocutupthepartition.Therearenoftheti,andwewanttheirtotaleffecttobelessthan.Ifwe
confineeachofthemtoanintervaloflengthlessthan ,thenthecontributionofeachtitotheRiemannsumwill
beatleast

andatmost

.Thismakesthetotalsumatleastzeroandatmost.Soletbeapositive

numberlessthan .Ifithappensthattwoofthetiarewithinofeachother,choosesmaller.Ifithappensthat
sometiiswithinofsomexj,andtiisnotequaltoxj,choosesmaller.Sincethereareonlyfinitelymanytiandxj,
wecanalwayschoosesufficientlysmall.
Nowweaddtwocutstothepartitionforeachti.Oneofthecutswillbeat

,andtheotherwillbeat

Ifoneoftheseleavestheinterval[0,1],thenweleaveitout.tiwillbethetagcorrespondingtothesubinterval

Iftiisdirectlyontopofoneofthexj,thenwelettibethetagforbothintervals:

Westillhavetochoosetagsfortheothersubintervals.Wewillchoosethemintwodifferentways.Thefirstwayis
toalwayschoosearationalpoint,sothattheRiemannsumisaslargeaspossible.Thiswillmakethevalueofthe
Riemannsumatleast1.Thesecondwayistoalwayschooseanirrationalpoint,sothattheRiemannsumisas
smallaspossible.ThiswillmakethevalueoftheRiemannsumatmost.
Sincewestartedfromanarbitrarypartitionandendedupascloseaswewantedtoeitherzeroorone,itisfalseto
saythatweareeventuallytrappednearsomenumbers,sothisfunctionisnotRiemannintegrable.However,itis
Lebesgueintegrable.IntheLebesguesenseitsintegraliszero,sincethefunctioniszeroalmosteverywhere.But
thisisafactthatisbeyondthereachoftheRiemannintegral.
Thereareevenworseexamples.IQisequivalent(thatis,equalalmosteverywhere)toaRiemannintegrable
function,buttherearenonRiemannintegrableboundedfunctionswhicharenotequivalenttoanyRiemann
integrablefunction.Forexample,letCbetheSmithVolterraCantorset,andletICbeitsindicatorfunction.
BecauseCisnotJordanmeasurable,ICisnotRiemannintegrable.Moreover,nofunctiongequivalenttoICis
Riemannintegrable:g,likeIC,mustbezeroonadenseset,soasinthepreviousexample,anyRiemannsumofg
hasarefinementwhichiswithinof0foranypositivenumber.ButiftheRiemannintegralofgexists,thenit
mustequaltheLebesgueintegralofIC,whichis1/2.Therefore,gisnotRiemannintegrable.

Similarconcepts
https://en.wikipedia.org/wiki/Riemann_integral

5/11

6/8/2016

RiemannintegralWikipedia,thefreeencyclopedia

ItispopulartodefinetheRiemannintegralastheDarbouxintegral.ThisisbecausetheDarbouxintegralis
technicallysimplerandbecauseafunctionisRiemannintegrableifandonlyifitisDarbouxintegrable.
Somecalculusbooksdonotusegeneraltaggedpartitions,butlimitthemselvestospecifictypesoftagged
partitions.Ifthetypeofpartitionislimitedtoomuch,somenonintegrablefunctionsmayappeartobeintegrable.
Onepopularrestrictionistheuseof"lefthand"and"righthand"Riemannsums.InalefthandRiemannsum,
foralli,andinarighthandRiemannsum,
foralli.Alonethisrestrictiondoesnotimposea
problem:wecanrefineanypartitioninawaythatmakesitalefthandorrighthandsumbysubdividingitateach
ti.Inmoreformallanguage,thesetofalllefthandRiemannsumsandthesetofallrighthandRiemannsumsis
cofinalinthesetofalltaggedpartitions.
Anotherpopularrestrictionistheuseofregularsubdivisionsofaninterval.Forexample,the thregular
subdivisionof[0,1]consistsoftheintervals

Again,alonethisrestrictiondoesnotimposeaproblem,butthereasoningrequiredtoseethisfactismoredifficult
thaninthecaseoflefthandandrighthandRiemannsums.
However,combiningtheserestrictions,sothatoneusesonlylefthandorrighthandRiemannsumsonregularly
dividedintervals,isdangerous.IfafunctionisknowninadvancetobeRiemannintegrable,thenthistechnique
willgivethecorrectvalueoftheintegral.ButundertheseconditionstheindicatorfunctionIQwillappeartobe
integrableon[0,1]withintegralequaltoone:Everyendpointofeverysubintervalwillbearationalnumber,sothe
functionwillalwaysbeevaluatedatrationalnumbers,andhenceitwillappeartoalwaysequalone.Theproblem
withthisdefinitionbecomesapparentwhenwetrytosplittheintegralintotwopieces.Thefollowingequation
oughttohold:

IfweuseregularsubdivisionsandlefthandorrighthandRiemannsums,thenthetwotermsontheleftareequal
tozero,sinceeveryendpointexcept0and1willbeirrational,butaswehaveseenthetermontherightwillequal
1.
Asdefinedabove,theRiemannintegralavoidsthisproblembyrefusingtointegrateIQ.TheLebesgueintegralis
definedinsuchawaythatalltheseintegralsare0.

Properties
Linearity
TheRiemannintegralisalineartransformationthatis,iffandgareRiemannintegrableon[a,b]andandare
constants,then

https://en.wikipedia.org/wiki/Riemann_integral

6/11

6/8/2016

RiemannintegralWikipedia,thefreeencyclopedia

BecausetheRiemannintegralofafunctionisanumber,thismakestheRiemannintegralalinearfunctionalonthe
vectorspaceofRiemannintegrablefunctions.

Integrability
Aboundedfunctiononacompactinterval[a,b]isRiemannintegrableifandonlyifitiscontinuousalmost
everywhere(thesetofitspointsofdiscontinuityhasmeasurezero,inthesenseofLebesguemeasure).Thisis
knownastheLebesgue'sintegrabilityconditionorLebesgue'scriterionforRiemannintegrabilityorthe
RiemannLebesguetheorem.[4]ThecriterionhasnothingtodowiththeLebesgueintegral.ItisduetoLebesgue
anduseshismeasurezero,butmakesuseofneitherLebesgue'sgeneralmeasureorintegral.
Theintegrabilityconditioncanbeproveninvariousways,[4][5][6][7]oneofwhichissketchedbelow.
Proof
TheproofiseasiestusingtheDarbouxintegraldefinitionofintegrability(formally,theRiemann
conditionforintegrability)afunctionisRiemannintegrableifandonlyiftheupperandlower
sumscanbemadearbitrarilyclosebychoosinganappropriatepartition.
Onedirectioncanbeprovenusingtheoscillationdefinitionofcontinuity:[8]Foreverypositive,
LetXbethesetofpointsin[a,b]withoscillationofatleast.Sinceeverypointwherefis
discontinuoushasapositiveoscillationandviceversa,thesetofpointsin[a,b],wherefis
discontinuousisequaltotheunionover{X1/n}forallnaturalnumbersn.
IfthissetdoesnothaveazeroLebesguemeasure,thenbycountableadditivityofthemeasure
thereisatleastonesuchnsothatX1/ndoesnothaveazeromeasure.Thusthereissomepositive
numbercsuchthateverycountablecollectionofopenintervalscoveringX1/nhasatotallength
ofatleastc.Inparticularthisisalsotrueforeverysuchfinitecollectionofintervals.Notethat
thisremainstruealsoforX1/nlessafinitenumberofpoints(asanumberfiniteofpointscan
alwaysbecoveredbyafinitecollectionofintervalswitharbitrarilysmalltotallength).
Foreverypartitionof[a,b],considerthesetofintervalswhoseinteriorsincludepointsfrom
X1/n.TheseinteriorsconsistofafiniteopencoverofX1/n,possiblyuptoafinitenumberof
points(whichmayfallonintervaledges).Thustheseintervalshaveatotallengthofatleastc.
Sinceinthesepointsfhasoscillationofatleast1/n,theinfimumandsupremumoffineachof
theseintervalsdifferbyatleast1/n.Thustheupperandlowersumsoffdifferbyatleastc/n.
Sincethisistrueforeverypartition,fisnotRiemannintegrable.
WenowprovetheconversedirectionusingthesetsXdefinedabove.[9]Notethatforevery,X
iscompact,asitisbounded(byaandb)andclosed:
ForeveryseriesofpointsinXthatisconvergingin[a,b],itslimitisinXaswell.Thisis
becauseeveryneighborhoodofthelimitpointisalsoaneighborhoodofsomepointinX,
andthusfhasanoscillationofatleastonit.HencethelimitpointisinX.
Now,supposethatfiscontinuousalmosteverywhere.Thenforevery,XhaszeroLebesgue
measure.Therefore,thereisacountablecollectionsofopenintervalsin[a,b]whichisanopen
coverofX,suchthatthesumoveralltheirlengthsisarbitrarilysmall.SinceXiscompact,
thereisafinitesubcoverafinitecollectionsofopenintervalsin[a,b]witharbitrarilysmall

https://en.wikipedia.org/wiki/Riemann_integral

7/11

6/8/2016

RiemannintegralWikipedia,thefreeencyclopedia

thereisafinitesubcoverafinitecollectionsofopenintervalsin[a,b]witharbitrarilysmall
totallengththattogethercontainallpointsinX.Wedenotetheseintervals{I()i},for1ik,
forsomenaturalk.
Thecomplementoftheunionoftheseintervalsisitselfaunionofafinitenumberofintervals,
whichwedenote{J()i}(for1ik1andpossiblyfori=k,k+1aswell).
Wenowshowthatforevery>0,thereareupperandlowersumswhosedifferenceislessthan
,fromwhichRiemannintegrabilityfollows.Tothisend,weconstructapartitionof[a,b]as
follows:

Denote1= 2(ba)
and2= 2(Mm)
,wheremandMaretheinfimumandsupremumoffon[a,

b].Sincewemaychooseintervals{I(1)i}witharbitrarilysmalltotallength,wechoosethemto
havetotallengthsmallerthan2.
Eachoftheintervals{J(1)i}hasanemptyintersectionwithX1,soeachpointinithasa
neighborhoodwithoscillationsmallerthan1.Theseneighborhoodsconsistofanopencoverof
theinterval,andsincetheintervaliscompactthereisafinitesubcoverofthem.Thissubcoveris
afinitecollectionofopenintervals,whicharesubintervalsofJ(1)i(exceptforthosethatinclude
anedgepoint,forwhichweonlytaketheirintersectionwithJ(1)i).Wetaketheedgepointsof
thesubintervalsforallJ(1)is,includingtheedgepointsoftheintervalsthemselves,asour
partition.
Thusthepartitiondivides[a,b]totwokindsofintervals:
Intervalsofthelatterkind(themselvessubintervalsofsomeJ(1)i).Ineachofthese,f
oscillatesbylessthan1.Sincethetotallengthoftheseisnotlargerthanba,they
togethercontributeatmost1(ba)=/2tothedifferencebetweentheupperandlower
sumsofthepartition.
Theintervals{I()i}.Thesehavetotallengthsmallerthan2,andfoscillatesonthemby
nomorethanMm.Thustogethertheycontributelessthan2(Mm)=/2tothe
differencebetweentheupperandlowersumsofthepartition.
Intotal,thedifferencebetweentheupperandlowersumsofthepartitionissmallerthan,as
required.

Inparticular,anysetthatisatmostcountablehasLebesguemeasurezero,andthusaboundedfunction(ona
compactinterval)withonlyfinitelyorcountablymanydiscontinuitiesisRiemannintegrable.
AnindicatorfunctionofaboundedsetisRiemannintegrableifandonlyifthesetisJordanmeasurable.[10]The
RiemannintegralcanbeinterpretedmeasuretheoreticallyastheintegralwithrespecttotheJordanmeasure.
Ifarealvaluedfunctionismonotoneontheinterval[a,b]itisRiemannintegrable,sinceitssetofdiscontinuities
isatmostcountable,andthereforeofLebesguemeasurezero.

https://en.wikipedia.org/wiki/Riemann_integral

8/11

6/8/2016

RiemannintegralWikipedia,thefreeencyclopedia

Ifarealvaluedfunctionon[a,b]isRiemannintegrable,itisLebesgueintegrable.Thatis,Riemannintegrability
isastronger(meaningmoredifficulttosatisfy)conditionthanLebesgueintegrability.
Iffnisauniformlyconvergentsequenceon[a,b]withlimitf,thenRiemannintegrabilityofallfnimpliesRiemann
integrabilityoff,and

However,theLebesguemonotoneconvergencetheorem(onamonotonepointwiselimit)doesnothold.In
Riemannintegration,takinglimitsundertheintegralsignisfarmoredifficulttologicallyjustifythaninLebesgue
integration.[11]

Generalizations
ItiseasytoextendtheRiemannintegraltofunctionswithvaluesintheEuclideanvectorspaceRnforanyn.The
integralisdefinedcomponentwiseinotherwords,iff=(f1,...,fn)then

Inparticular,sincethecomplexnumbersarearealvectorspace,thisallowstheintegrationofcomplexvalued
functions.
TheRiemannintegralisonlydefinedonboundedintervals,anditdoesnotextendwelltounboundedintervals.
Thesimplestpossibleextensionistodefinesuchanintegralasalimit,inotherwords,asanimproperintegral:

Thisdefinitioncarrieswithitsomesubtleties,suchasthefactthatitisnotalwaysequivalenttocomputethe
Cauchyprincipalvalue
.Forexample,considerthefunctionf(x)whichis0atx=0,1for
x>0,and1forx<0.Bysymmetry,
always,regardlessofa.Buttherearemanywaysforthe
intervalofintegrationtoexpandtofilltherealline,andotherwayscanproducedifferentresultsinotherwords,
themultivariatelimitdoesnotalwaysexist.Computing
yieldsa,andcomputing
yields
a.Ingeneral,thisimproperRiemannintegralisundefined.Evenstandardizingawayfortheintervaltoapproach
thereallinedoesnotworkbecauseitleadstodisturbinglycounterintuitiveresults.Ifweagree(forinstance)that
theimproperintegralshouldalwaysbe
,thentheintegralofthetranslationf(x1)is2,so
thisdefinitionisnotinvariantundershifts,ahighlyundesirableproperty.Infact,notonlydoesthisfunctionnot
haveanimproperRiemannintegral,itsLebesgueintegralisalsoundefined(itequals
).
Unfortunately,theimproperRiemannintegralisnotpowerfulenough.Themostsevereproblemisthatthereareno
widelyapplicabletheoremsforcommutingimproperRiemannintegralswithlimitsoffunctions.Inapplications
suchasFourierseriesitisimportanttobeabletoapproximatetheintegralofafunctionusingintegralsof
approximationstothefunction.ForproperRiemannintegrals,astandardtheoremstatesthatiffnisasequenceof

https://en.wikipedia.org/wiki/Riemann_integral

9/11

6/8/2016

RiemannintegralWikipedia,thefreeencyclopedia

functionsthatconvergeuniformlytofonacompactset[a,b],then

.Onnon

compactintervalssuchastherealline,thisisfalse.Forexample,takefn(x)toben1on[0,n]andzeroelsewhere.
Forallnwehave:

Thesequence(fn)convergesuniformlytothezerofunction,andclearlytheintegralofthezerofunctioniszero.
Consequently,

Thisdemonstratesthatforintegralsonunboundedintervals,uniformconvergenceofafunctionisnotstrong
enoughtoallowpassingalimitthroughanintegralsign.ThismakestheRiemannintegralunworkablein
applications(eventhoughtheRiemannintegralassignsbothsidesthecorrectvalue),becausethereisnoother
generalcriterionforexchangingalimitandaRiemannintegral,andwithoutsuchacriterionitisdifficultto
approximateintegralsbyapproximatingtheirintegrands.
AbetterrouteistoabandontheRiemannintegralfortheLebesgueintegral.ThedefinitionoftheLebesgueintegral
isnotobviouslyageneralizationoftheRiemannintegral,butitisnothardtoprovethateveryRiemannintegrable
functionisLebesgueintegrableandthatthevaluesofthetwointegralsagreewhenevertheyarebothdefined.
Moreover,afunctiondefinedonaboundedintervalisRiemannintegrableifandonlyifitisboundedandtheset
ofpointswherefisdiscontinuoushasLebesguemeasurezero.
AnintegralwhichisinfactadirectgeneralizationoftheRiemannintegralistheHenstockKurzweilintegral.
AnotherwayofgeneralizingtheRiemannintegralistoreplacethefactorsxk+1xkinthedefinitionofaRiemann
sumbysomethingelseroughlyspeaking,thisgivestheintervalofintegrationadifferentnotionoflength.Thisis
theapproachtakenbytheRiemannStieltjesintegral.
Inmultivariablecalculus,theRiemannintegralsforfunctionsfromRnRaremultipleintegrals.

Seealso
Area
Antiderivative
Lebesgueintegration

Notes
1.TheRiemannintegralwasintroducedinBernhardRiemann'spaper"berdieDarstellbarkeiteinerFunctiondurcheine
trigonometrischeReihe"(Ontherepresentabilityofafunctionbyatrigonometricseriesi.e.,whencanafunctionbe
representedbyatrigonometricseries).ThispaperwassubmittedtotheUniversityofGttingenin1854asRiemann's
Habilitationsschrift(qualificationtobecomeaninstructor).Itwaspublishedin1868inAbhandlungenderKniglichen
GesellschaftderWissenschaftenzuGttingen(ProceedingsoftheRoyalPhilosophicalSocietyatGttingen),vol.13,
pages87132.(Availableonlinehere(https://books.google.com/books?id=PDVFAAAAcAAJ&pg=RA1PA87).)For
Riemann'sdefinitionofhisintegral,seesection4,"berderBegriffeinesbestimmtenIntegralsunddenUmfangseiner
Gltigkeit"(Ontheconceptofadefiniteintegralandtheextentofitsvalidity),pages101103.
2.Krantz,StevenG.(1991).RealAnalysisandFoundations.CRCPress.p.173.2005edition.ISBN9781584884835.
https://en.wikipedia.org/wiki/Riemann_integral

10/11

6/8/2016

RiemannintegralWikipedia,thefreeencyclopedia

3.Taylor,MichaelE.(2006).MeasureTheoryandIntegration.AmericanMathematicalSociety.p.1.
ISBN9780821872468.
4.Apostol1974,pp.169172
5.Brown,A.B.(September1936)."AProofoftheLebesgueConditionforRiemannIntegrability".TheAmerican
MathematicalMonthly43(7):396398.doi:10.2307/2301737.ISSN00029890.JSTOR2301737.
6.Basicrealanalysis,byHoushangH.Sohrab,section7.3,SetsofMeasureZeroandLebesguesIntegrabilityCondition,
pp.264271(https://books.google.com/books?id=gBPI_oYZoMMC&pg=PA264)
7.IntroductiontoRealAnalysis(http://ramanujan.math.trinity.edu/wtrench/texts/TRENCH_REAL_ANALYSIS.PDF),
updatedApril2010,WilliamF.Trench,3.5"AMoreAdvancedLookattheExistenceoftheProperRiemannIntegral",
pp.171177
8.LebesguesCondition(http://unapologetic.wordpress.com/2009/12/15/lebesguescondition/),JohnArmstrong,December
15,2009,TheUnapologeticMathematician
9.JordanContentIntegrabilityCondition(http://unapologetic.wordpress.com/2009/12/09/jordancontentintegrabilitycondit
ion/),JohnArmstrong,December9,2009,TheUnapologeticMathematician
10.PlanetMathVolume(http://planetmath.org/encyclopedia/Volume.html)
11.Cunningham,Jr.,Frederick(1967)."Takinglimitsundertheintegralsign".MathematicsMagazine40:179186.
doi:10.2307/2688673.

References
Shilov,G.E.,andGurevich,B.L.,1978.Integral,Measure,andDerivative:AUnifiedApproach,Richard
A.Silverman,trans.DoverPublications.ISBN0486635198.
Apostol,Tom(1974),MathematicalAnalysis,AddisonWesley

Externallinks
Hazewinkel,Michiel,ed.(2001),"Riemannintegral",EncyclopediaofMathematics,Springer,ISBN9781
556080104
Retrievedfrom"https://en.wikipedia.org/w/index.php?title=Riemann_integral&oldid=719661054"
Categories: Definitionsofmathematicalintegration BernhardRiemann
Thispagewaslastmodifiedon11May2016,at01:10.
TextisavailableundertheCreativeCommonsAttributionShareAlikeLicenseadditionaltermsmayapply.
Byusingthissite,youagreetotheTermsofUseandPrivacyPolicy.Wikipediaisaregisteredtrademark
oftheWikimediaFoundation,Inc.,anonprofitorganization.

https://en.wikipedia.org/wiki/Riemann_integral

11/11