RIEMANN INTEGRATIONIntroduction ; Historically, the concept of integration came into existence as a means of evaluating area under a curve and was based on the notion of the limit of a sum when the number of terms in the sum tends to infinity, each-term tending to zero. This notion of integral as summation is associated with dependence on geometric concepts, In elementary calculus, the subject of integration is generally introduced as the inverse of differentiation and the integral of a function is sometimes, called an antle derivative, The German Mathematician G.F.B, Riemann (1826-1866) in 1850 gave a purely arithmetic approach to formulate an independent theory of integration. He, not only, made the process of integration free from geometric concepts but also separated the concept of integration from its companion differentiation, In present chapter, we study the theory of Riemann integration which is explicitly based on the order structure of the real line, The functions involved are taken as bounded one on closed bounded intervals. The study of integration regarding unbounded functions and unbounded intervals is dealt in next chapter under the title improper integrals,PARTITIONS 1, PARTITIONS AND RIEMANN (OR DARBOUX) SUMS : Def, : Partition ; Let (a, b| be a closed interval, Let xx, i such that EX 6X, CX, Sassen SX SN x, be real numbers %, = ay Then the set P={A= XX pyannadyy Yom = b| is called a partition ofa, b) ‘The partition P consists of (n + 1) points. Pa tbe 4] are the subintervals of partition and union of all these sub-intervals is la, b]. For example, (.3.2}. {1.1.2 1.4,1.6,1.8 2}, {11.75,1.87,2} are all partitions of interval (1, 2], Clearly, an interval can have infinite number of partitions, (However, the number of points in any partition is always finite). We shall denote by Pla, bl, the family of all partitions of [a,b].Def, + Norm of a partition : Let {a, b] be a closed interval, Let P=(a = Xyy Xp Xyponn Xe Kprsnonnky =D} be a partition of [a, b]. Let §, =x, -x;., = length of ith subinterval The maximum of the lengths of the subintervals 6,5,,.....8, is known as norm of partition P, It is denoted by || P| ie, | P= max. {3 :1sisn} For example, let P = 13 .al.p, = {1,1.21.4,1,6,1.8, 2} and P, ={1,1.75,1.87,2} be 27) partitions of interval (1, 2), then ||P, = d ||P, f= 0.2, || B | = 0.75.Def, : Refinement of a partition ; Let P and P* be partitions of a closed interval [a, b] such that Pc P*, then P* is called a refinement of P, For example, for the interval (1, 2), (i) | {1,1.25,1.6,1.75, 2} is arefinement of {1.1.5.2}, (i) {1,1.2,1.4,1.6,1.8, 2} is nota refinement of {1 {11.52}, (il) (1.1.5, 2} isa refinement of {11.5 2}, Note that superset is a refinement of subset, Observations ; 1, Itis clear that P UP, isa refinement of P and P, both Its known as the common refinement, 2, IfP* isa refinement of P, then | P*)< ||P. 8, If P** is a refinement of P* and P* is a refinement of P, then P** is a refinement of P,Def. : Upper and Lower Riemenn Sums : Let f be a bounded real valued function defined on a closed interval (a, b). Let P= {a = x5, x), XpycseegX) jp Xp oer, =D} be any partition of [a, b]. We define m, = gb. {flxyixe[ x, ml} and M,=lub.{ flx)ixe[x,, 5% ]} for t= 1, Qeonn Thenthesum -L(f, P) = », m5, = M8, + MB, + or. +9, i is called Lower Riemann sum or Lower Darboux sum or simply Lower sum of f on [a, b] with respect to the partition P. Similarly the sum UU, P)= )) MA, = M8, 4M, +... MS a is called upper Riemann sum or upper Darboux sum or simply upper sum of f on (a, b) with respect to the partition P,EXAMPLES: LS. P) UC. Py and uf. P) Example 1 : Compute Jtaking P= 0.2.3.4) Solution : The given function is S00) = } divides the tmerval [1.41 into. three phe partition P= {1.2.9.4} = (xe *1- Xe Xs} subintervals {1, 2}, [2. 3) and (3. 41 1, -[b2} t= [2-3)- 1-134] gin. and lapb.of fin {fort = 2.2.3. and'B, be the lengurof 1 Let m, and M, be the Then M,=1 M.=> &=1 ey 2 ms Ms=2 B= 16 9 [it should be noted here that the function SG) = Ets monotonically decreasing on (1-41 unt and wad for e-monotonically decreasing function, whe gb. is obeairied: om. rigs od PS a ohn is obtamed on Teft end point Now OP, f= BH H.+ MBA HMBS aod UCL PY SMB = MB + MAB. Mabe © 1a-n+Le-2+ha-a=194+5" 56 “49 _ 61 Sac a Also, wf. P) =U. P)~ LOS: PYTheorem 2.3 : Let f be a bounded function on interval {a, b| and P, P* be partitions of [a, b| such that Pc P* Le., P* is.a refinement of P , then @) LY, P)s Lg, P*) (i) UCS, P)> UL. P*) {M.D.U. 2001, 06, 08} Proof : Let Pim {a's xy. x).'X,0) sy = BY > and Pt = {a= Xp, x, x, X19 & Xpeeenrn Xe =D} ‘Then P* is a refinement of P because it contains an additional point £ such that Xi 0 asn>o. Here, Xs a0 eee cit where amt n Note that h + 0 as ne, b Now, we have : [roa = lim a ih a Taking =x, =a+ih , we have(i) Let M/,M," and M, be the supremum off n the intervals [xn ils xj] and [rena] respectively. meee. AHEM sy. amen | et (2) Further U(f,P*) -UCJ, P)=Ml}(6=..)+ MY (%/-8)~BK(4 4.) =M(G=x,)+M/C4,-8) = 1-9) + Gx) = (M/=M,) =x.) 40M) -M) (% -8) It can be observed (in view of (2) and the fact that x,,<@ ULPA)SULP) or Ulf. P)2ULJP*) We have discussed the case when P* contalns exactly one point more than P, IfP* contains pp points more than P, then repeating the above argument p times, we can prove that U(f.P)2 Ulf, P*).Del: Upper and Lover Riemann nepal Let/be abounded uncton ono bj an etm, Abe nt and Suprettum of f (nab) then we ave ered proved that (=a) J, P)SU(f, PIS Mlb-@) From hee, tolls that L(J;P) is bounded for every partition P of fa, b Le, the set |U{.P):Pls parton fb} of lover suns is bounded abe and Hence has the supe, Sura allows tht the st (U(fP): Pisa parton of [abl of Uppe Sus sounded below and hence has the inmum,Definition : The supremum of the set of the lowersums L{f,P) {s called the lower $ integral of fover fa, b] and is denoted by fle) ax ‘The infimum of the set of the upper sums UJ. P) is called the upper integral of f over {a, b] and ts denoted by [soe » Thus, [soar oot J.P): P is a partition of [a, b} : 5 Jocraeninr(ucs-rrsP ma pation teal Def. : Riemann Integrability : ‘A bounded function fis said to be Riemann integrable or simply integrable over {a. b] ifits \ o o upper and lower Riemann integrals are equal i.¢., if foo dx= foo dx i ‘The common value {s called the Riemann integral or simply integral of fover [a, b] and is denoted by J fx dx .= US, P)< Lf, P) +8 ori | UGuP)=LGePy O be any number. Let P be'a partition of [a,b] such that UC. P)-L(f. P) fru Jracsuus. rus) free foo Hence f is integrable on (a, b].Assignment — f(x)=x on [0,1] where P={0,1/3,2/3,1}? If Pis a partition of interval [a,b] and fis a bounded function defined on [a,b], then L(f,P) Et U(f,P)? ~ f(x)=sinx on [0, #/2] where P={0, =/6, =/3, =/2}? ~ State and prove Darboux theorem? State and prove necessary and sufficient condition of integrability? _ Every monotonic and bounded function is integrable?~ Acontinuous function on a close interval is integrable on that interval? ~ Show that greatest integer function f(x)=[x] is integrable on [0,4] and 4%, [x]dx=6? ~ let f be a bounded function such that the set of points of discontinuity of f on [a,b] then f is integrable on [a,b]? ~ show that f(x)=|x| is integrable on [-1,1]let P= AUP, beconmon elven oan oat (oy roe (3) of ppt and fersums), —ULAPISUULR) at () wd Un wll b Non wrboty 6h UL, ISUULA)< ji ay cli yc =UifP)vesli{2}es UBExample 5 : Evaluate the integral frow where f(x)=|x|.(M.D.U. 20071 1 x<0 Solution + By definition. we have soonixin{ = “eee 2.1} of f= 1, 11 nto 2n equal subintervals each consider a partition, Pa{lax. x 0.x, of length 2. so that IPI +0 asn+@ Also, we have x, =—1+4. n Now, we have free = um SF se08, TaiangEiia x; we have frooa eum St pe03, = lim [= HB, + > s0s\] =lm [ Lent “inf 3) -( = rcoaenr2. CONDITIONS OF INTEGRABILITY : F-1 First form : A necessary and sufficient condition for bounded function f to be US, P)- 4S. P) <2. 2011, 09 ; K.U. Seegrable is that for every ¢ > 0. there exists a partition P such that (M.D.u. Proof : The condition is necessary expe integrable on a. bh so that fpax= [rae= [pax Let « > 0 be given. : - Since [ye = tab. (167. P): P te parution of fa.5]} Se. by definition of Lu.b. there exists a partition P, of (a, b] such that re (es ee Aein.since Py ae= gb. (UUs. 9): P19. partition of [2.b)} is Se by definition of g.1.b. there exists a partition P, of [a.b] such that goo [aes (cee . usin [rats rey (15} 7 ttpied dled : sed Jove{te2] ned] lm un 2 Yet | Put + =xand + = dx and changing limit into integration, we have : log = Jost = [log( +x). x (ae xd 3 $ [Integrating by parts taking 1 as second function] ‘ = 4og5 - ts dx = 4logs—[x-logd+x)]} z 5 = 4log5 -[4-log5] = 5log5-4 = log5® -loge* = log a 5 7 2 log = loge 2 ua -5[3] eAttempt any three: ~ State and prove Darboux theorem? ~ Evaluate « x™dx,m#-1 on [a,b]? ~ Prove the condition of integrability? ~ Give an example of a function which is bounded but not integrable?