CI 9 Integral

Riemann Integrals
Dr. Tran Thai-Duong

Room #513
November 30, 2012
Dr. Tran Thai-Duong (IU HCMC) Riemann Integrals November 30, 2012 1 / 20
Riemann Sum
f is defined on an open interval (a, b)

n−1
X
f (ti )(xi+1 − xi )
i=0
where (xi )0≤i≤n are chosen so that

x0 = a < x1 < x2 < x3 < ... < xn = b
and ti ∈ (xi , xi+1) for 0 ≤ i ≤ n − 1
Riemann Integral
If the Riemann sums converge to a limit as the
differences (xi+1 − xi ) → 0, then f is Riemann
integrable and the limit is called the
Riemann integral of f on [a,b], written
Z b
f (x)dx
a
where x is a dummy variable which is used to
express the function f .
Example

 1 for x < c
f (x) = 0.5 for x = c
0 for x > c

where (xi )0≤i≤n is the partition, xm ≤ c < xm+1.
Example

 1 for x < c
f (x) = 0.5 for x = c
0 for x > c


Pm−1
R-Sum= i=0 (xi+1 − xi ) + f (tm )(xm+1 − xm )
= xm + f (tm )(xm+1 − xm )
Example

 1 for x < c
f (x) = 0.5 for x = c
0 for x > c


Pm−1
= xm + f (tm )(xm+1 − xm ) → c
as (xi+1 − xi ) → 0
Example

 1 for x < c
f (x) = 0.5 for x = c
0 for x > c


Pm−1
= xm + f (tm )(xm+1 − xm ) → c
as (xi+1 − xi ) → 0. Hence
Z 1
f (x)dx = c
0
Theorem
Every continuous function on a closed interval is
Riemann integrable.
Theorem
Riemann integrable.
Example. Let f (x) = x 2, and
0 ≤ x0 = a < x1 < x2 < . . . < xn = b.
Theorem
Riemann integrable.
Example. Let f (x) = x 2, and
0 ≤ x0 = a < x1 < x2 < . . . < xn = b.
Apply the MVT, choose ti such that
xi2 + xi xi+1 + xi+1
2
f (ti ) =
3
3
xi+1 − xi3

f (ti )(xi+1 − xi ) =
3
f (x) = x 2, a = 0, b = 1
Then a Riemann sum is
n−1
X
s = f (ti )(xi+1 − xi )
i=0
n−1
X x3 − xi3 b 3 − a3

i+1
= =
3 3
i=0
Therefore
b
b 3 − a3
Z
f (x)dx =
a 3
Quiz
Rx
1. Sketch the graph of F (x) = 0 f (t)dt
2. f (x) = x, 0 ≤ x0 = a < x1 < . . . < xn = b.

Choose ti ∈ (xi , xi+1) such that
n−1
X b 2 − a2
f (ti )(xi+1 − xi ) =
2
i=0
Linear Properties
For any constant k,
Z b
k = k(b − a)
Z ab Z b
kf = k f
Z b a Z ba Z b
(f ± g ) = f ± g
a
Z c Za b Za c
f = f + f
a a b
Example
Rx
Let F (x) = 0 f (t)dt where f is the first function
in Quiz question 1. Then



 2x for 0 ≤ x ≤ 1
x + 1 for 1 ≤ x ≤ 2

f (x) =

 5 − x for 2 ≤ x ≤ 3
for 3 ≤ x ≤ 4

2
Example
Example
Rx
Let F (x) = 0 f (t)dt where f is the second
function in Quiz question 1. Then
( 2
x
2 for 0 ≤ x ≤ 2
f (x) = 2
4x − 4 − x2 for 2 ≤ x ≤ 4
Example
Remarks
Z a Z b Z a
f = 0, f =− f
a a b
Remarks
Z a Z b Z a
f = 0, f =− f
a a b
Monotonicity. If f (x) ≤ g (x), ∀x ∈ (a, b), then
Z b Z b
f ≤ g
a a
Remarks
Z a Z b Z a
f = 0, f =− f
a a b
Monotonicity. If f (x) ≤ g (x), ∀x ∈ (a, b), then
Z b Z b
f ≤ g
a a
Boundedness. If |f − g | ≤ , ∀x ∈ (a, b), then
Z b Z b

f − g ≤ (b − a).

a a
Anti-derivative
Supposet F 0 = f , then the anti-derivatives of f are
Z
f (x)dx = F (x) + C
Anti-derivative
Supposet F 0 = f , then the anti-derivatives of f are
Z
f (x)dx = F (x) + C
Newton-Leibnitz Theorem Suppose f is
continuous on [a, b], we define
Z x
G (x) = f , ∀x ∈ [a, b]
a
then G (x) is an anti-derivative of f on [a, b] and
Z b
G (b) − G (a) = f
a
Example: f (x) = x 2
x3
G (x) =
3
is an anti-derivative of f (x) = x 2.
Example: f (x) = x 2
x3
G (x) =
3
is an anti-derivative of f (x) = x 2.
Therefore,
Z b Z b
2 b 3 − a3
x dx = f (x)dx = G (b) − G (a) =
a a 3
Example
Z 6 Z 3 Z 6
|3 − x|dx = (3 − x)dx + (x − 3)dx
0 0 3
2 3
2
6
x x
= 3x − + − 3x = 9
2 0 2 3
Counter-example
1
f (x) = x is not integrable on [0,1]
Counter-example
f (x) = x1 is not integrable on [0,1]
Define xi = ni for i = 0, 1, ..., n and
Counter-example
choose t0 = n12 ∈ (xi , xi+1)
Counter-example
choose t0 = n12 ∈ (xi , xi+1)then
n−1
X
f (ti )(xi+1 − xi ) > f (t0)(x1 − x0) = n → ∞
i=0
as (xi+1 − xi ) → 0.
Counter-example
choose t0 = n12 ∈ (xi , xi+1)then
n−1
X
f (ti )(xi+1 − xi ) > f (t0)(x1 − x0) = n → ∞
i=0
as (xi+1 − xi ) → 0. Hence, the Riemann sums do

not converge and f is not integrable on [0,1]
Example
1
f (x) =
cos2 x
Then G (x) = tan x is an anti-derivative of f .
Therefore,
Z 2π
1
2x
dx = tan(2π) − tan(0) = 0
0 cos
Example
2x + 3
f (x) =
x 2 + 3x + 2
Then G (x) = ln |x 2 + 3x + 2| is an anti-derivative
of f . Therefore,
Z 3
f (x) = G (3) − G (−3) = ln 20 − ln 2 = ln 10
−3
Homework
1. What is wrong in the last two examples?
2. Calculate
Z 2 Z 1
|x 2 − 1|dx, x − 1 dx

0 0
2x + 1
3. Given b > a > 0. Calculate the following
integrals by limits of Riemann sums
Z b Z b
√ 1
xdx 2
dx
a a x

CI 9 Integral

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Riemann Integrals

Dr. Tran Thai-Duong

November 30, 2012

f is defined on an open interval (a, b)

where (xi )0≤i≤n are chosen so that

where (xi )0≤i≤n is the partition, xm ≤ c < xm+1.

where (xi )0≤i≤n is the partition, xm ≤ c < xm+1.

where (xi )0≤i≤n is the partition, xm ≤ c < xm+1.

where (xi )0≤i≤n is the partition, xm ≤ c < xm+1.

2. f (x) = x, 0 ≤ x0 = a < x1 < . . . < xn = b.

as (xi+1 − xi ) → 0. Hence, the Riemann sums do

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