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Department of Mathematics

Indian Institute of Technology Delhi


MTL 100: Calculus
Lecture Notes

The Riemann Integral

You
may
want
to
read about
the life &
works
of
Riemann.

Georg Friedrich Bernhard Riemann


(1826 1866)
The geometric problem that leads to the concept of Riemann integral is that of finding the area of
the region bounded by the graph of a function and the lines x = a and x = b. So if f : [ a, b] R
is such that f ( x ) 0 for each x [ a, b], the Riemann integral addresses the problem of finding
the area of the region given by the set of points
S( f ) = {( x, y) R2 : a x b, 0 y f ( x )}.
This can be done by first breaking up the interval [ a, b] into finitely many subintervals, and then
underestimating and overestimating the area over each subinterval by computing rectangular
areas. The sum of these two areas over all subintervals then produces lower and upper estimates
of the required area, and we hope that as we pass these two sums over the limit as n tends to
infinity, we arrive at the area we seek.
Definition 1. A partition P of an interval [ a, b] is a finite set { x0 , x1 , . . . , xn } of points satisfying
a = x0 < x1 < x2 < < xn1 < xn = b.
A partition P thus breaks up an interval into n subintervals [ xi1 , xi ], with 1 i n. We denote
by xi the length of the i th subinterval, and by (P ) the largest of these subinterval lengths.
We use the term mesh of P for (P ). Thus
xi = xi xi1 ,

(P ) = max xi .
i

The theory of Riemann integration is based on bounded real-valued functions defined on a closed
and bounded interval. Thus consider f : [ a, b] R such that m f ( x ) M for some real
1

Partitions
partition
the
interval!

numbers m, M, and for all x [ a, b]. For a fixed partition P of [ a, b], set
Mi = sup f ,
[ xi1 ,xi ]

mi = inf

[ xi1 ,xi ]

Mi xi , L( f ; P ) =

U ( f ; P) =

i =1

f;
n

mi xi .

i =1

Geometrically, the upper sum U ( f ; P ) overestimates the area under the curve whereas the lower
sum U ( f ; P ) underestimates the same area. Since m mi Mi M for each i, we have
n

m xi
i =1

i =1

i =1

i =1

mi xi Mi xi M xi ,

or that
m(b a) L( f ; P ) U ( f ; P ) M(b a)

(1)

for every partition P of [ a, b].


Definition 2. A refinement P ? of a partition P is a partition of [ a, b] containing all the points of P.
Proposition 1. If P ? is a refinement of a partition P of [ a, b] and f is any real-valued bounded function
on [ a, b], then
L( f ; P ) L( f ; P ? ) U ( f ; P ? ) U ( f ; P ).
Proof. Since P and P ? are finite sets, we can realize P ? from P by adding one element to P
at a time and proving this theorem only in the special case where P ? = P { x ? }.
Suppose xi1 < x ? < xi . Write
Mi` = sup f ( x ), mi` =
[ x i 1 , x ? ]

inf

[ x i 1 , x ? ]

Refining a
partition
means
adding
points to
it.

Upper
&
Lower
sums gets
closer in a
refinement.

f ( x ), Mir = sup f ( x ), mir = inf f ( x ),


[ x ? , xi ]

[ x ? , xi ]

and observe that


max { Mi` , Mir } Mi ,

min {mi` , mir } mi .

Since the terms in the upper and lower sums corresponding to the partitions P and P ? are
identical except that the contribution from the i th sum in P is divided into two sums in P ? , we
have



L( f ; P ? ) L( f ; P ) = mi` x ? xi1 + mir xi x ? mi xi xi1



mi x ? xi1 + mi xi x ? mi xi xi1 = 0,
and



U ( f ; P ) U ( f ; P ? ) = Mi xi xi1 Mi` x ? xi1 Mir xi x ?



Mi xi xi1 Mi x ? xi1 Mi xi x ? = 0.
Since the middle inequality is trivial, the theorem is proved.
We define lower integral

f and the upper integral


Z

f = sup L( f ; P ),

f by

f = inf U ( f ; P ).
P

Proposition 1 and (1) show that both integrals exist.


2

Upper
integral
is inf of
upper
sums.
Lower
integral
is
sup
of
lower
sums.

Proposition 2. For any real-valued bounded function f on [ a, b],


Z

f.

Proof. Let P1 and P2 be any two partitions of [ a, b], and let P ? = P1 P2 . By Theorem 1,

L( f ; P1 ) L( f ; P ? ) U ( f ; P ? ) U ( f ; P2 ).
Hence L( f ; P1 ) U ( f ; P2 ). Since U ( f ; P2R) is an upper bound for all lower sums L( f ; P1 ), it is
also an upper bound for the lower integral f . Now since each upper sum U ( f ; P2 ) is bounded
R
R
R
below by f , the upper integral f is also bounded below by f .

Definition 3. (Riemann, 1854)
R
R
A real-valued bounded function f on [ a, b] is Riemann integrable on [ a, b] provided f = f .
We denote by f R([ a, b]) the situation that f is Riemann integrable over [ a, b].
Theorem 1. (Riemanns Criterion)
Let f be a real-valued bounded function on [ a, b]. Then f is Riemann integrable over [ a, b] if and only if,
for every e > 0, there is a partition P of [ a, b] such that

U ( f ; P ) L( f ; P ) < e.
Proof. Suppose, for every e > 0, there is a partition P of [ a, b] such that U ( f ; P ) L( f ; P ) < e.
For every partition P of [ a, b] we have

L( f ; P )

f U ( f ; P ).

f is Riemann
integrable
exactly
if
Upper
integral
equals
Lower
integral.

Riemanns
Criterion
gives
a
standard
way
to
prove
that f is
Riemann
integrable.

R
R
R
R
Therefore, given e > 0, f f < e. Since this holds for every e > 0, we must have f = f .
Hence f is Riemann integrable over [ a, b].
Conversely, suppose f is Riemann integrable over [ a, b]. Let e > 0. Since the upper integral is
the infimum of upper sums and the lower integral is the supremum of lower sums, there exist
partitions P1 and P2 of [ a, b] such that
U ( f ; P1 )
Therefore for P = P1 P2 , since

U ( f ; P ) U ( f ; P1 ) <

f <

e
2,

f L( f ; P2 ) < 2e .

f =

f we have

f+

e
2

f+

e
2

< L( f ; P2 ) + e L( f ; P ) + e.


Example 1. Let f : [0, 1] R be given by



f (x) =

0 if x [0, 1] Q;
1 if x [0, 1] Qc .

Since every interval with more than one point contains at least one rational number and at least one
irrational number, sup[ xi1 ,xi ] f = 1 and inf[ xi1 ,xi ] f = 0 for any partition P = { xi }in=1 of [0, 1]. Hence
U ( f ; P ) = 1 while L( f ; P ) = 0 for every partition P of [0, 1]. Hence f is not Riemann integrable by
R
R
Theorem 1. In fact, f = 1 and f = 0.
3

An
example
of
a
nonintegrable
function.

Exercise 1. Let f 1 : [0, 1] R be given by




0 if x [0, 1] Q;
x if x [0, 1] Qc ;

x if x [0, 1] Q;
0 if x [0, 1] Qc ;

f1 (x) =
and let f 2 : [0, 1] R be given by
f2 (x) =

Discuss the Riemann integrability of f 1 and f 2 over [0, 1].


Exercise 2. Let f be a real-valued bounded function on [ a, b]. Prove that f is Riemann integrable if and
only if there exists a unique real number such that for every partition P of [ a, b], we have

L( f ; P ) U ( f ; P ).
Exercise 3. Let f be a real-valued bounded function on [ a, b].
(i) If there exists a sequence {Pn }n1 of partitions of [ a, b] such that

lim U ( f ; Pn ) L( f ; Pn ) = 0,
n

then f is Riemann integrable over [ a, b] and


lim L( f ; Pn ) =

Z b

f = lim U ( f ; Pn ).
n

(ii) If f is Riemann integrable over [ a, b], then there exists a sequence {Pn }n1 of partitions of [ a, b]
such that each Pn+1 is a refinement of Pn , (Pn ) 0 as n , and

lim U ( f ; Pn ) L( f ; Pn ) = 0.
n

Proposition 3. Let f be a real-valued bounded function on [ a, b], and let e > 0. Let P = { xi }in=0 be a
partition of [ a, b] such that
U ( f ; P ) L( f ; P ) < e.
(i) If P ? is a refinement of P, then

U ( f ; P ? ) L( f ; P ? ) < e.
(ii) If si , ti [ xi1 , xi ], then

f (si ) f (ti ) xi < e.


i =1

(iii) If f is Riemann integrable on [ a, b] and ti [ xi1 , xi ], then




Z b
n


f < e.
f (ti )xi
i =1

a
Proof.
(i) This follows directly from Proposition 1.
4

Exercises
2 & 3 are
closely
related to
Theorem
1.
Try
them!

(ii) Since si , ti [ xi1 , xi ], | f (si ) f (ti )| Mi mi . Hence


n



f (si ) f (ti ) xi

i =1

( Mi mi )xi = U ( f ; P ) L( f ; P ) < e.

i =1

(iii) This follows from the fact that both in=1 f (ti )xi and
whose difference is less than e.

Rb
a

f lie between L( f ; P ) and U ( f ; P ),


Definition 4. Let f be a real-valued bounded function on [ a, b]. Let P = { xi }in=0 be a partition of [ a, b],
and let ti [ xi1 , xi ] be arbitrarily chosen. Then
S( f ; P ) =

f (ti )xi

i =1

There are
infinitely
many
Riemann
sums!

is called a Riemann sum of f with respect to the partition P.


Definition 5. Let f be a real-valued bounded function on [ a, b]. We say that f is R-integrable if
lim S( f ; P ) exists.

(P )0

Thus f is R-integrable if there exists a real number L having the property that, for every e > 0,
there exists a > 0 such that if P is any partition of [ a, b] with (P ) < and S( f ; P ) is any
Riemann sum of f with respect to P, then |S( f ; P ) L| < e.
Theorem 2. (Darboux)
Let f be a real-valued bounded function on [ a, b]. Then f is R-integrable if and only f is Riemann
integrable, and in that case
lim S( f ; P ) =

(P )0

Z b
a

f.

Proof. If f is Riemann integrable over [ a, b], then Proposition 3, part (iii) shows that lim S( f ; P )
(P )0

exists and equals

Z b
a

f . We do not prove the converse here.

Remark 1. If f is Riemann integrable over [ a, b],

Z b
a

f can be realized as the limit of a sum. Since all

Riemann sums approach the integral as (P ) approaches 0, we choose a partition of [ a, b] that makes the
a
computation as easy as possible. We partition [ a, b] into n equal parts, so that xi = a + b
n i, and choose
a
ti = xi for i {1, . . . , n}. Note that xi = b
n . Then Theorem 2 gives
Z b
a

1 n 
f = (b a) lim f a +
n n
i =1

b a
n i

(2)

If
f
is
Riemann
integrable,
then
you
can comZ
b

1
x

Example 2. The function f ( x ) = is continuous on [1, 2], hence Riemann integrable by Theorem 4
1
which follows. Partitioning [1, 2] into n equal parts, we have xi = 1 + i, f ( xi ) = 1+
i for i {1, . . . , n }.
Hence
Z 2
n

1
1 n
1 n
1
1
ln 2 =
dx = lim f 1 + n1 i = lim
=
lim
.

1
n

x
n
n
n
+
i
1
i =1
i =1
i =1 1 + n i
5

pute
a

by taking
limits
of
sums.

Exercise 4. Use (2) to show that


n

= ,

2
2
n
n +i
4
i =1

n2 + i 2
n

lim

lim

= ln(1 +

2).

i =1

Theorem 3. If f is monotonic on [ a, b], then f is Riemann integrable over [ a, b].


Proof. Let e > 0 be arbitrary. We assume that f is monotonically increasing; the other case
where f is monotonically decreasing is similar. For each n, let Pn be the partition where xi =
(b a)/n. Then

U ( f ; Pn ) L( f ; Pn ) =

( Mi mi )xi

i =1
n


f ( xi ) f ( xi1 ) xi

i =1


ba n
f ( x i ) f ( x i 1 )

n i =1

1
(b a) f (b) f ( a) < e
n

=
=

for all sufficiently large n. Hence f is Riemann integrable over [ a, b] by Theorem 1.

Theorem 4. If f is continuous on [ a, b], then f is Riemann integrable over [ a, b].


Proof. Let e > 0 be arbitrary. Since f is continuous on a closed and bounded interval [ a, b], f
is uniformly continuous on [ a, b]. Hence there exists > 0 such that | f ( x ) f (y)| < e/(b a)
whenever | x y| < .
Choose any partition P of [ a, b] for which (P ) < . Since f is continuous on each subinterval
[ xi1 , xi ] of P, Mi mi = f (si ) f (ti ) < e/(b a) since |si ti | xi (P ). Therefore

U ( f ; P ) L( f ; P ) =

( Mi mi )xi <

i =1

n
e
xi = e.
b a i
=1

Hence f is Riemann integrable over [ a, b] by Theorem 1.

Theorem 5. If f is real-valued bounded function on [ a, b] for which the set of discontinuities is a finite
set, then f is Riemann integrable over [ a, b].
? } denote the finite set of discontinuities
Proof. Let e > 0 be arbitrary. Let D f = { x1? , . . . , xm
of f on [ a, b]. Choose open intervals (ui , vi ) such that ui < xi? < vi and im=1 (vi ui ) < e.
S
Then f is uniformly continuous on [ a, b] \ im=1 (ui , vi ) (which is a union of m + 1 disjoint closed
S
intervals), so that there exists a > 0 for which |s t| < and s, t [ a, b] \ im=1 (ui , vi ) implies
| f (s) f (t)| < e.
Form a partition P = { xi }in=1 of [ a, b] to include each ui , each vi , and none of the points in the
segment (ui , vi ). If xi1 is not one of the u j , then choose xi < . So if xi1 is not one of the
u j , the corresponding Mi mi < e, and if xi1 is a u j , Mi mi 2M, where M = sup[a,b] | f |.
Therefore

U ( f ; P ) L( f ; P ) =

( Mi mi )xi < (b a)e + 2Me = (b a + 2M)e.

i =1

Since e > 0 is arbitrary, f is Riemann integrable over [ a, b] by Theorem 1.

Continuous
functions
are
Riemann
integrable.

Theorem 6. Suppose f is Riemann integrable over [ a, b], m f ( x ) M for x [ a, b], and is


continuous on [m, M]. Then g = f is Riemann integrable over [ a, b].
Proof. Let e > 0 be arbitrary. Since is continuous on [m, M], is uniformly continuous on
[m, M]. So there exists > 0 such that |(s) (t)| < e whenever |s t| < and s, t [m, M].
Observe that we may assume < e.
Since f is Riemann integrable over [ a, b], there exists a partition P = { xi }in=0 of [ a, b] such that

U ( f ; P ) L( f ; P ) < 2 .

continuous

integrable
is
integrable.

(3)

Write
Mi = sup f ,

mi = inf

[ xi1 ,xi ]

[ xi1 ,xi ]

Mi? = sup ( f ),

f,

mi? = inf ( f ).
[ xi1 ,xi ]

[ xi1 ,xi ]

For i {1, . . . , n}, let i A if Mi mi < and let i B if Mi mi . For i A, we now have
Mi? mi? e. For i B, Mi? mi? 2K, where K = sup[m,M] |(t)|. By (3),
xi

( Mi mi )xi < 2 ,

i B

i B

so that i B xi < . Hence

( Mi? mi? )xi + ( Mi? mi? )xi

U ( f ; P ) L( f ; P ) =

i A

i B

e(b a) + 2K
< e(b a + 2K ).
Since e is arbitrary, f is Riemann integrable over [ a, b] by Theorem 1.

Proposition 4. (Properties of the Integral)


Suppose f , g are Riemann integrable over [ a, b] and c R.
(i) Then f + g and c f are Riemann integrable, and
Z b
a

(ii) If f 0 on [ a, b], then

Z b
a

( f + g) =

Z b
a

f+

Z b
a

g,

Z b
a

cf = c

Z b
a

f 0. It follows that if f g on [ a, b], then

if m f ( x ) M for x [ a, b], then m(b a)

Z b
a

f.
Z b
a

f M ( b a ).

(iii) If a < c < b, then f is Riemann integrable over [ a, c] and over [c, b], and
Z b
a

f =

Z c

(iv) f g is Riemann integrable.


Z b

(v) | f | is Riemann integrable and
a

Z b

f
| f |.
a

Proof.

f+

Z b
c

f.

Z b
a

g. In particular,

Some
important
properties
of
the
Riemann
integral.

(i) Let e > 0 be arbitrary. For any set S [ a, b],


sup( f + g) sup f + sup g,
S

inf( f + g) inf f + inf g.


S

Therefore, for any partition P of [ a, b], we have

L( f ; P ) + L( g; P ) L( f + g; P ) U ( f + g; P ) U ( f ; P ) + U ( g; P ).

(4)

Since f , g are Riemann integrable, there exist partitions P and Q of [ a, b] such that
e
U ( g; Q ) L( g; Q ) < .
2

e
U ( f ; P ) L( f ; P ) < ,
2

These inequalities also hold on replacing P and Q by P Q. Then (4) implies U ( f +


g; P Q ) L( f + g; P Q ) < e. Hence f + g is Riemann integrable over [ a, b] by Theorem 1.
Since U ( f ; P Q ) <

Z b

Z b
a

f + e and U ( g; P Q ) <

Z b
a

( f + g) U ( f + g; P Q ) <

Since e > 0 is arbitrary, we get

Z b
a

( f + g)

Z b
a

f+

g + e, (4) implies

Z b
a

Z b
a

reverses the inequality, and proves the equality.

f+

Z b
a

g + 2e.

g. Replacing f by f and g by g

The second part is left as an exercise.


(ii) If f 0, then

Z b
a

f L( f ; P ) 0 for every partition P of [ a, b].

If f g, then ( f g) 0. So
proved. Since c
m(b a)

Z b
a

Z b
a

Z b
a

Z b
a

g =

Z b
a

( f g) 0 by what we have just

1 = c(b a) for any c R, m f ( x ) M for x [ a, b] implies

f M ( b a ).

(iii) This is left as an exercise.


(iv) Applying the composition of the continuous function ( x ) = x2 with the integrable function f , we see that f 2 is also integrable by Theorem 6. The identity 4 f g = ( f + g)2 ( f g)2 ,
together with the fact that f g are both integrable, and that c f is integrable whenever f
is integrable imply that f g is integrable.
(v) Applying the composition of the continuous function ( x ) = | x | with the integrable function f , we see that
R | f | is also integrable by Theorem 6. To obtain the inequality, choose
c = 1 so that c f 0. Then
Z b
Z b
Z b
Z b



=c
f
f
=
c
f

| f |,


a

since c f | f |.

Exercise 5. Let f be a nonnegative continuous function defined on [ a, b].


(i) If f (c) > 0 for some c [ a, b], show that
(ii) If

Z b
a

Z b
a

f > 0.

f = 0, show that f ( x ) = 0 for each x [ a, b].

Theorem 7. Suppose f is Riemann integrable over [ a, b]. For x [ a, b], set


F(x) =

Z x
a

f (t) dt.

(a) Then F is uniformly continuous on [ a, b].


(b) If f is continuous at x0 [ a, b], then F is differentiable at x0 , and F 0 ( x0 ) = f ( x0 ).
Proof.
(a) Since f is Riemann integrable over [ a, b], f is bounded on [ a, b]. If | f | M on [ a, b], then
for a x < y b, we have


Z y


F (y) F ( x ) =

x f (t) dt M (y x )
by Theorem 4, (iii). So given e > 0, | F (y) F ( x )| < e whenever |y x | < e/M. Thus F is
uniformly continuous on [ a, b].
(b) Suppose f is continuous at x0 . Given e > 0, choose > 0 such that | f ( x ) f ( x0 )| < e
whenever | x x0 | < and x [ a, b]. Thus



F ( x ) F ( x0 )
1 Z x




f ( x0 ) =
f (t) f ( x0 ) dt < e

x x0
x x 0 x0
for | x x0 | < . Hence F is differentiable at x0 and F 0 ( x0 ) = f ( x0 ).


Theorem 8. (The Fundamental Theorem of Calculus)
If f is Riemann integrable over [ a, b] and if there exists a function F differentiable on [ a, b] such that
F 0 = f on [ a, b], then
Z b
a

f = F ( b ) F ( a ).

Proof. Let e > 0 be arbitrary. Since f is Riemann integrable over [ a, b], Theorem 1 provides a
partition P = { xi }in=0 of [ a, b] such that U ( f ; P ) L( f ; P ) < e. Since F is differentiable over
[ xi1 , xi ], there exists ti [ xi1 , xi ] such that
F ( xi ) F ( xi1 ) = F 0 (ti )xi = f (ti )xi

for i {1, . . . , n}. Hence in=1 f (ti )xi = in=1 F ( xi ) F ( xi1 ) = F (b) F ( a), so that



Z b
Z b
n



F (b) F ( a)
f = f (ti )xi
f < e

i =1

a
a
by Theorem 3, part (iii). Since this holds for each e > 0, the proof is complete.

Theorem 9. (Integration by parts)


Suppose F and G are differentiable functions on [ a, b]. If F 0 = f and G 0 = g are both Riemann integrable
on [ a, b], then
Z b
a

F g = F (b) G (b) F ( a) G ( a)

Z b
a

f G.

Proof. Let H = FG. Then H is differentiable on [ a, b] and H 0 = F 0 G + F G 0 = f G + F g is


Riemann integrable on [ a, b] since f , g are Riemann integrable and F, G are continuous, hence
Riemann integrable. Therefore
Z b
a

f G+Fg =

Z b
a

H 0 = H (b) H ( a) = F (b) G (b) F ( a) G ( a)

by Theorem 8.

We end these notes by answering a question about characterization of real-valued bounded functions on [ a, b] that are Riemann integrable. This characterization is based on the size of the set of
discontinuities of f , and as Theorem 10 implies, this set must not contain any interval of positive
length. More precisely, we call a subset S of real numbers a null set if S is contained in the
countable union of intervals the sum of lengths of which is less than any prescribed positive
real number. More precisely, given any e > 0, S is a null set if there is a countable collection of
intervals [ an , bn ] such that
S

n =1

[ a n , bn ] ,

(bn an ) < e.

n =1

For example, any countably infinite set S = { x1 , x2 , x3 , . . .} is a null set. A countably infinite set
is one which can be put in a one-to-one correspondence with the set N of natural numbers, and
so can be listed as a sequence. To see that any countably infinite set is a null set, let e > 0 be
S
arbitrary. Let In be the interval centred at xn , of length e/2n . Then S In and
n=1 `( In ) = e,
where `( I ) denotes the length of the interval I. In particular, the set Q of rational numbers is a
null set.
Theorem 10. (Lebesgue-Vitali)
Let f be a real-valued bounded function on [ a, b]. Then f is Riemann integrable over [ a, b] if and only if
the set D f of discontinuities of f is a null set.

Reference
Walter Rudin, Principles of Mathematical Analysis, Third Edition, McGraw Hill International Editions, 1976.

10

Exactly
which
functions
are
Riemann
integrable?