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A PROJECT REPORT

ON

RIEMANN INTEGRATION

Submitted to
DEPARTMENT OF MATHEMATICS,STEWART SCIENCE COLLEGE,

CUTTACK,ODISHA

Submitted by
SK.TABREJUDDIN AHMED
University Roll No.:-1602010620060108
Under the guidance of
RISHIKANTA DASH
DEPARTMENT OF MATHEMATICS
STEWART SCIENCE COLLEGE,CUTTACK,ODISHA
CERTIFICATE
This is to certify that SK.TABREJUDDIN AHMED Bearing University Roll
NO.:-1602010620060108 of +3 3rd Year degree Science of Stewart
Science College,Cuttack has successfully completed his final semester
project entitled “RIEMANN INTEGRATION” for Department Of
Mathematics,Stewart Science College,Cuttack,Odisha under the
guidance of “Rishikanta Dash”. As a part fulfillment of academic
curriculum,he has worked on this project for a period from “9th Jan to
28th Feb 2019”.

External Examiner Internal Examiner

Date- Date-
ACKNOWLEDGEMENT
I sincerely thank to Honorable’ Rishikanta Dash without whom I would
not have completed this project report.

It’s my proud privilege to express deep gratitude to H.O.D of


Department Of Mathematics (Prasant Sir),Honorable’ Pandit Sir and
Kasturi Mam.I also wish to thank all Stewart Science College CUTTACK
staffs for their useful suggestion,encouragement,and uninterrupted
technical support,which helped me accomplish project.

And above all,I am thankful to my friends who had helped me for the
completion of this project report.

Place-Cuttack STUDENT NAME

(1602010620060108)

Date-
CERTIFICATE
This is to certify that SK.TABREJUDDIN AHMED Bearing
University Roll No-1602010620060108 of +3 3rd year degree
science of STEWART SCIENCE COLLEGE,CUTTACK has done a
project work on the “RIEMANN INTEGRATION” during the
academic session of 2018-2019 under my guidance and has
completed it successfully.
The project work submitted by him as a part fulfillment of the
B.SC degree syllabus in mathematics encompass the detailed
project work carried out by him and it entirely belong to his
own.I wish him all success in life.

Lecturer in Mathematics
DEPARTMENT OF MATHEMATICS
BONAFIED CERTIFICATE
This is to certify that the project entitled “RIEMANN INTEGRATION” is
the bonafide work carried out by SK.TABREJUDDIN AHMED bearing
Roll No.:-1602010620060108 , student of +3 3rd Year degree science of
Stewart Science College,Cuttack,Odisha,during the year 2016-
2019,who carried out the research under my supervision.Certified
further,that to the best of my knowledge,in partial fulfillment of the
requirements for the award of the degree course in Mathematics.

Academic Guide

Date-
DECLARATION
I SK.TABREJUDDIN AHMED continuing +3 3rd Year degree Science at
Stewart Science College, Cuttack, Odisha, hereby declare that the
project work entitled “RIEMANN INTEGRATION” is an authentic work
developed by me at Stewart Science College,Cuttack under the
guidance of Rishikanta Dash and for the fulfillment of the award for the
degree course in Mathematics.

SK.TABREJUDDIN AHMED(1602010620060108)

6th Semester B.SC Mathematics


ABSTRACT
I have tried to show that the integral calculus has its historical origin in
the need for solving concrete problems,such as the calculation of the
area of a curvilinear figure.
Also I have showed that Every monotonic function on [a,b] is
integrable,and Every continuous function on [a,b] is integrable.Also I
have shown some properties of Riemann Integral, And also I have
proved the fundamental theorem of calculus.
1.IDENTIFICATION OF PROBLEM

1(a). INTRODUCTION
The concept of the integral calculus has its historical origin in the need
for solving concrete problems,such as the calculation of the area of a
curvilinear figure (the problem of quadrature) or the distance travelled
in a non-uniform motion.

Integral calculus was essentially constructed by the great German


mathematician B. Riemann (1826-1866) to recapture the intuitive
meaning of area under the plane curve by analytical precision.The
technical details of this construction are given in Sec. 8.2,but now we
make some general remarks on the motivation of integral calculus and
its connection with differential calculus.
Bernhard Riemann

Bernhard Riemann in 1863


1(b). HISTORY
In the branch of mathematics known as real analysis, the Riemann
integral, created by Bernhard Riemann, was the first rigorous definition
of the integral of a function on an interval. It was presented to the
faculty at the University of Göttingen in 1854, but not published in a
journal until 1868. For many functions and practical applications, the
Riemann integral can be evaluated by the fundamental theorem of
calculus or approximated by numerical integration.
The Riemann integral is unsuitable for many theoretical purposes.
Some of the technical deficiencies in Riemann integration can be
remedied with the Riemann–Stieltjes integral, and most disappear with
the Lebesgue integral.
2. REVIEW OF LITERATURE
The purpose of literature review is to create familiarity with current
thinking and research on a particular topic. Many studies have been
conducted over the years to explain about the special functions. In this
chapter researchers and their respective research work are highlighted
which relates to the topic. A number of research papers have been
studied for review purpose. Some of the authors and their research
works are summarized below.
kilabas et al (2004) studied the classical Mittag-Leffler function 𝐸 𝜌,𝜇 (𝑧)
and the Kummer confluent hypergeometric function  (𝛾, 𝜇; 𝑧) and
proved the properties of MittagLeffler function. They recognized
Riemann–Liouville fractional integration and differentiation operators
and presented for the integral operators containing the Mittag-Leffler
and Kummer functions, 𝐸 𝜌,𝜇 (𝑧) and  (𝛾, 𝜇; 𝑧), in the kernels.
Saxena et al (2004) investigate the solution of a unified form of
fractional kinetic equation in which the free term contains any
integrable function f(t), which provides the unification. The solution has
been developed in terms of the Wright function in a closed form by the
method of Laplace transform. Derived a closed-form solution of a
fractional diffusion equation. The results obtained are in a form suitable
for numerical computation.

Changpin & Qian (2011) studied the main characteristics of the


Riemann-Liouville derivative, which has been frequently used is
fractional derivatives. A number of essential properties of the Caputo
derivative which have not been deliberated in another place are at the
same time mentioned.
Ahmed (2012) introduced a new Mittag multivariable generalized
Mittag Leffelr function, certain properties of the new Mittag Leffler
generalized multivariate function associated with the fractional
calculation points compounded by Riemann's Liouville integral
fractional operators associated with multivariate Mittag Leffler function
is obtained in the nucleus.

Sharma & Dhakad (2011) showed a different function K2 which has the
expansion of the function well-defined by Miller and Ross and its
associations through additional special functions. Some relations are
too resulting those occurs connecting the K2 – function and the
operators of Riemann Liouville fractional calculus.

Chand & chourasia (2012) developed a finite integral pertaining to two


H-functions with extended Jacobi-polynomial. Discussed the integration
of product of a certain class of Feynman integral and application of the
main result of the Riemann-Liouville type fractional integral operator.
The results derived are basic in nature and they are likely to be useful
applications into quite a few fields particularly electromagnetic
hypothesis, statistical mechanics and probability hypothesis.
3. METHODOLOGY
3(a). RIEMANN INTEGRAL
Definition of partition of closed interval:-

Let us consider the closed interval a, b  R . The order set


P={𝑥0 , 𝑥1 , 𝑥2 , … … . . , 𝑥𝑛 } is called a partition of [𝑎, 𝑏].i.e.,

a=𝑥0 < 𝑥1 < 𝑥2 < ⋯ < 𝑥𝑛 = 𝑏

The partition P consist of (n+1) points and there are n sub-intervals.

𝐼1 = [𝑥0 , 𝑥1 ], 𝐼2 = [𝑥1 , 𝑥2 ], … … … … 𝐼𝑛 = [𝑥𝑛−1 , 𝑥𝑛 ]

Therefore, a, b   I i   xi 1 , xi 


n n

i 1 i 1

Here ith sub-interval is [𝑥𝑖−1 , 𝑥𝑖 ] and its length is 𝑥𝑖 − 𝑥𝑖−1 .

Notes:-

 The length of the ith sub-interval is denoted by ∆𝑥𝑖 and defined as ∆𝑥𝑖 =
𝑥𝑖 − 𝑥𝑖−1
n n
Here  xi   ( xi  xi1)
i 1 i 1

= 𝑥1 − 𝑥0 + 𝑥2 − 𝑥1 + 𝑥3 − 𝑥2 + ⋯ + 𝑥𝑛 − 𝑥𝑛−1

= 𝑥𝑛 − 𝑥0

=𝑏−𝑎
 We call partition P is regular.
If every sub-interval has the same length.
𝑏−𝑎
i.e., 𝑥1 − 𝑥0 = 𝑥2 − 𝑥1 = ⋯ = 𝑥𝑛 − 𝑥𝑛−1 =
𝑛

Definition of Refinement:-

Given two partitions 𝑃1 and 𝑃2 of [a,b],We say 𝑃2 is a refinement of 𝑃1 if


P 2
 P.
1

Examples:-

 Consider the closed interval [1,5]


Let 𝑃1 = {1,2,3,4,5}
𝑃2 = {1,2,2.5,3,3.5,4,5}

Here 𝑃2 is a refinement of 𝑃1 .

 Consider the [1,2]


Let its partitions are
5 3 7
𝑃1 = {1, , , , 2}
4 2 4
6 5 3 19
𝑃2 = {1, , , , , 2}
5 4 2 10
5 3
𝑃3 = {1, , , 2}
4 2
Here P1
 P 3
and P 2
 P.
3

Therefore, 𝑃1 , 𝑃2 are the refinement of 𝑃3 .

But 𝑃1 is not refinement of 𝑃2 .

And 𝑃2 is not refinement of 𝑃1 .

Notes:-

 If 𝑃1 and 𝑃2 are the partitions of the [a,b],then


 P  P is the refinement of 𝑃1 as well as 𝑃2 .
1 2

 𝑃1 and 𝑃2 both are refinement of P  P . 1 2

Upper and Lower product sums:-

Let 𝑓: [𝑎, 𝑏] → 𝑅 be a bounded function .

Let 𝑃 = {𝑥0 , 𝑥1 , … . . , 𝑥𝑛 } be the partition of [a,b].

We know the definition of lub and glb of the bounded set of real numbers.

Consider sub-interval [𝑥𝑖−1 , 𝑥𝑖 ].

Let the set 𝑆𝑖 = {𝑓(𝑥): 𝑥 ∈ [𝑥𝑖−1 , 𝑥𝑖 ]}.

Since f is bounded function.

𝑆𝑖 must be bounded subset of R.

Let 𝑀𝑖 = 𝑆𝑢𝑝𝑆𝑖 = 𝑆𝑢𝑝{𝑓(𝑥): 𝑥 ∈ [𝑥𝑖−1 , 𝑥𝑖 ]} = 𝑙𝑢𝑏𝑓(𝑥)

𝑚𝑖 = 𝑖𝑛𝑓𝑆𝑖 = inf{𝑓(𝑥): 𝑥 ∈ [𝑥𝑖−1 , 𝑥𝑖 ]} = 𝑔𝑙𝑏𝑓(𝑥)

For i=1,2,3,4,…….,n.

 Upper product sum:-


The Upper product sum is denoted by 𝑈(𝑓, 𝑃) and defined as
𝑈(𝑓, 𝑃) = 𝑀1 (𝑥1 − 𝑥0 ) + 𝑀2 (𝑥2 − 𝑥1 ) + ⋯ + 𝑀𝑛 (𝑥𝑛 − 𝑥𝑛−1 )
n
  M i xi where ∆𝑥𝑖 = |𝑥𝑖 − 𝑥𝑖−1 |
i 1

 Lower product sum:-


The Lower product sum is denoted by 𝐿(𝑓, 𝑃) and defined as
𝐿(𝑓, 𝑃) = 𝑚1 (𝑥1 − 𝑥0 ) + 𝑚2 (𝑥2 − 𝑥1 ) + ⋯ + 𝑚𝑛 (𝑥𝑛 − 𝑥𝑛−1 )
n
  mi xi
i 1

Example:-
1
𝑓: [1,3] → 𝑅 defined by 𝑓(𝑥) =
𝑥2

3 5
Let 𝑃 = {1, , 2, , 3}
2 2

3 3 5 5
𝐼1 = [1, ] 𝐼2 = [ , 2] 𝐼3 = [2, ] 𝐼4 = [ , 3]
2 2 2 2

4 1 4 1
𝑚1 = 𝑚2 = 𝑚3 = 𝑚4 =
9 4 25 9

4 1 4
𝑀1 = 1 𝑀2 = 𝑀3 = 𝑀4 =
9 4 25

4 1 4
𝑀 = 𝑆𝑢𝑝 {1, , , } = 1 = 𝑙𝑢𝑏𝑓 (𝑥 )
9 4 25
4 1 4 1 1
𝑚 = inf { , , , } = = 𝑔𝑙𝑏𝑓(𝑥)
9 4 25 9 9
3 4 3 1 5 4 5
𝑈(𝑓, 𝑃) = 1 ( − 1) + (2 − ) + ( − 2) + (3 − )
2 9 2 4 2 25 2
4 3 1 3 4 5 1 5
𝐿(𝑓, 𝑃) = ( − 1) + (2 − ) + ( − 2) + (3 − )
9 2 4 2 25 2 9 2
Riemann integral:-
 Let B[a,b] denote the class of all bounded function 𝑓: [𝑎, 𝑏] → 𝑅.

If 𝑓 ∈ 𝐵[𝑎, 𝑏] then we write


m  inf f ( x)
xa ,b 

M  sup f ( x)
xa ,b 

 By a partition of [a,b] we mean the set of points of sub-division.


𝑃 = {𝑥0 , 𝑥1 , … . , 𝑥𝑛 }
Such that 𝑎 = 𝑥0 < 𝑥1 < 𝑥2 < ⋯ < 𝑥𝑛 = 𝑏.

 Refinement of partition:-
A partition 𝑃1 is said to be refinement of 𝑃2 if P2  P1.
 For a partition P ,We write for 𝑓 ∈ 𝐵[𝑎, 𝑏]
M  sup f ( x)
x , x 
i
x i 1 i

m  inf

f ( x)
x x
i
x i 1
, i

 The Upper Darboux sum is denoted by U(f,P) and defined as


n
U ( f , P)   M i ( xi  xi 1).
i 1

 The Lower Darboux sum is denoted by L(f,P) and defined as


n
L( f , P)   mi ( xi  xi 1).
i 1

Lemma-1:-

Let 𝑓 ∈ 𝐵[𝑎, 𝑏]

(i)Let P be any partition of [a,b].Then


m(b  a)  L( f , P)  U ( f , P)  M (b  a).

(ii)Let P and Q be two partition of [a,b] such that P  Q. Then

L( f , P)  L( f , Q)  U ( f , Q)  U ( f , P).

(iii)Let P and Q be arbitrary partition of [a,b] and 𝑓 ∈ 𝐵[𝑎, 𝑏],

then L( f , P)  U ( f , Q).

Definition of Lower Darboux Integral:-

𝐿𝑒𝑡 𝑓 ∈ 𝐵[𝑎, 𝑏].Then the Lower Darboux Integral of f is denoted by


b b

 f ( x)dx and is defined as  f ( x)dx  sup L( f , P) .


 
a a

i.e., The Supremum of all set of Lower sum is called the Lower Integral
over [a,b].

Definition of Upper Darboux Integral:-

Let 𝑓 ∈ 𝐵[𝑎, 𝑏].Then the Upper Darboux Integral of f is denoted by


b b
 f ( x)dx and is defined as  f ( x)dx  inf U ( f , P).
a a

i.e., the infimum of the set of all upper sums is called the Upper
Darboux Integral.

Definition of Riemann Integral:-

Let a function 𝑓 ∈ 𝐵[𝑎, 𝑏] is said to be Riemann Integrable over [a,b] if


b b
 f ( x)dx   f ( x)dx

a a
(i.e., Two integral are same) and in this case the Riemann Integral of f
b
denoted by  f ( x)dx is defined to be the common value of upper and
a

lower integrals.
b b b
i.e.,  f ( x)dx   f ( x)dx   f ( x)dx.

a a a

Notation:-

We write R[a,b] to denote the class of all Riemann Integral functions.

Theorem-1:-
Let 𝑓 ∈ 𝐵[𝑎, 𝑏].Then
b b
m(b  a)   f ( x)dx   f ( x)dx  M (b  a)

a a

Proof:-

It is given 𝑓 ∈ 𝐵[𝑎, 𝑏].

We know that for any arbitrary partition P.


L( f , P)  U ( f , P)  L( f , P)  inf U ( f , P).

 sup L( f , P)  inf U ( f , P)

b b
  f ( x)dx   f ( x)dx -(1)

a a

Also we know

m(b  a)  L( f , P) for any partition P.


b
 m(b  a)  sup L( f , P)   f ( x)dx -(2)

a

Again U ( f , P)  M (b  a) for any partition P.

 inf U ( f , P)  M (b  a)

b
  f ( x)dx  inf U ( f , P)  M (b  a)
a
-(3)

Equating (1),(2) and (3)


b b
m(b  a)   f ( x)dx   f ( x)dx  M (b  a). (Proved).

a a
Examples:-
1⁄ , (𝑥 ≠ 0),
(i)- Let 𝑓: [0,1] → 𝑅 be defined by 𝑓(𝑥 ) = { 𝑥
0, (𝑥 = 0)

Since R[a,b]  B[a,b] and since 𝑓  B[a,b],

It follows that f  R[a,b].

(ii)- Let f ( x)  c on [a,b].Let P be any partition of [a,b].Then

m  c  M and so U ( f , P)  c(b  a), L( f , P)  c(b  a).


i i

b b
Hence  fdx  c(b  a), and  fdx  c(b  a).

a
a

Hence 𝑓 ∈ 𝑅[𝑎, 𝑏] and its integral is given by


b

 fdx  c(b  a).


a

Norm of a partition:-

Given a partition 𝑃 = {𝑎 = 𝑥0 , 𝑥1 , 𝑥2 , … . , 𝑥𝑛 = 𝑏} of [a,b], We define


the norm of partition [a,b] by

||P||= max | xk  xk 1 |
1 k  n

i.e., the largest sub-interval of the partition P.

Example:- [1,4]=[1,2,2.5,3,3.7,4].

Theorem-2:-

Let 𝑓 ∈ 𝐵[𝑎, 𝑏].Then the following statements are equivalent.

(a)- 𝑓 ∈ 𝑅 [𝑎, 𝑏];


(b)- For each ∈> 0,there exists a partition P of [a,b] such that

𝑈(𝑓, 𝑃) − 𝐿(𝑓, 𝑃) <∈;


(c)- For each ∈> 0, 𝑡ℎ𝑒𝑟𝑒 𝑒𝑥𝑖𝑠𝑡𝑠 𝛿 > 0 such that for all partitions P of

[a,b]

||P||<𝛿 => 𝑈(𝑓, 𝑃) − 𝐿(𝑓, 𝑃) <∈.

Darboux’s Theorem:-

If f is a bounded function on [a,b] then to every ∈> 0 there


corresponds 𝛿 > 0 Such that
b
(i)- U ( f , P) <  fdx +  .
a

b
(ii)- L( f , P ) >  fdx -  .

a

For every partition P of [a,b] with norm ||P||< 𝛿.

Definition of Riemann’s Sum:-

Let f be a real valued function defined on [a,b].Given a partition

𝑃 = {𝑎 = 𝑥0 , 𝑥1 , 𝑥2 , … . , 𝑥𝑛 = 𝑏} the Riemann Sum of f associated

With partition P is denoted by S(f,P,t) and defined as


n
S ( f , P, t )   f (t k )( xk  xk 1)
k 1

Where 𝑡 = 𝑡𝑘 𝑎𝑛𝑑 𝑡𝑘 ∈ [𝑥𝑘−1 , 𝑥𝑘 ].

Theorem-3:-
Let 𝑓 ∈ 𝐵[𝑎, 𝑏]. 𝑇ℎ𝑒𝑛 𝑓 ∈ 𝑅 [𝑎, 𝑏] if and only if there exists 𝜃 ∈ 𝑅 Such
b
that lim S ( f , P, t )  
||P||0
and in that case    f ( x)dx.
a
3(b).CONTINUITY AND INTEGRABILITY
Notation:-

 Ca, b denote the set of all continuous function on [a,b].


 Da, b denote the set of all differentiable function on [a,b].
 Ra, b denote the set of all Riemann Integral function on [a,b].
 Ba, b denote the set of all bounded function in [a,b].

Theorem-1:-

(a)- Every monotonic function on [a,b] is integrable.

(b)- Every continuous function on [a,b] is integrable.In fact we have

Da, b  Ca, b  Ra, b  Ba, b

and each of the above inclusion relations is proper.

Proof:-

(a)- Let f be an increasing function in [a,b].

Hence 𝑓 (𝑎) ≤ 𝑓(𝑥 ) ≤ 𝑓(𝑏).

So f is a bounded function.

Let 𝑃 = {𝑎 = 𝑥0 < 𝑥1 < 𝑥2 < ⋯ < 𝑥𝑛−1 < 𝑥𝑛 = 𝑏}


𝑏−𝑎
be a partition of [a,b], such that 𝑥𝑘 − 𝑥𝑘−1 =
𝑛

Then,
𝑛

𝑈(𝑓, 𝑃) = ∑ 𝑀𝑘 (𝑥𝑘 − 𝑥𝑘−1 )


𝑘=1
n
ba ba n
 M k  
k 1 n n k 1 M k

ba n
  f( )
n k 1 xk
[Since f is an increasing function.]

Again
𝑛 𝑛 𝑛
𝑏−𝑎 𝑏−𝑎
𝐿(𝑓, 𝑃) = ∑ 𝑚𝑘 (𝑥𝑘 − 𝑥𝑘−1 ) = ∑ 𝑚𝑘 = ∑ 𝑓(𝑥𝑘−1 )
𝑛 𝑛
𝑘=1 𝑘=1 𝑘=1

Now consider

𝑈(𝑓, 𝑃) − 𝐿(𝑓, 𝑃)
𝑛 𝑛
𝑏−𝑎 𝑏−𝑎
= ∑ 𝑓(𝑥𝑘 ) − ∑ 𝑓(𝑥𝑘−1 )
𝑛 𝑛
𝑘=1 𝑘=1
𝑛
𝑏−𝑎
= ∑[𝑓(𝑥𝑘 ) − 𝑓 (𝑥𝑘−1 )]
𝑛
𝑘=1

𝑏−𝑎
= [𝑓(𝑥1 ) − 𝑓(𝑥0 ) + 𝑓(𝑥2 ) − 𝑓(𝑥1 ) + 𝑓 (𝑥3 ) − 𝑓(𝑥2 ) + ⋯
𝑛
+ 𝑓(𝑥𝑛 ) − 𝑓(𝑥𝑛−1 )]
𝑏−𝑎 𝑏−𝑎
= [𝑓(𝑥𝑛 ) − 𝑓(𝑥0 )] = [𝑓(𝑏) − 𝑓(𝑎)]
𝑛 𝑛
Now given ∈> 0 we can select n so that
𝑏−𝑎
[𝑓(𝑏) − 𝑓(𝑎)] <∈
𝑛
Hence
𝑏−𝑎
𝑈(𝑓, 𝑃) − 𝐿(𝑓, 𝑃) = [𝑓(𝑏) − 𝑓 (𝑎)] <∈
𝑛

Which implies f is a Riemann Integrable function.

 f  Ra, b.

(Proved).

(b)- We know every differentiable function is continuous but converse


is not true.

i.e., If function is continuous then it may or may not be differentiable.

 Da, b is proper in Ca, b .

i.e., Da, b  Ca, b. –(1)

Again let f  Ca, b.

Since every continuous function is bounded

f  Ba, b .

Hence f is uniformly continuous on [a,b].

So for a given ∈> 0 there exists 𝛿 > 0 such that for all x,y∈ [𝑎, 𝑏].

|𝑥 − 𝑦| < 𝛿 => |𝑓(𝑥 ) − 𝑓(𝑦)| < -(2)
𝑏−𝑎

Now consider a partition

𝑃 = {𝑎 = 𝑥0 , 𝑥1 , 𝑥2 , … , 𝑥𝑛 = 𝑏} of [a,b] such that ||P||< 𝛿.

Since f is continuous in [a,b],it must attained supremum and infimum in


[𝑥𝑘−1 , 𝑥𝑘 ].
Let  k , k  [ xk 1 , xk ] such that

f ( )  sup{ f ( x) : x  [ xk 1 , xk ]}
k

f ( )  inf{ f ( x) : x  [ xk 1 , xk ]}
k

Hence U ( f , P)   M k ( xk  xk 1)   f ( k )( xk  xk 1)


n n

k 1 k 1

L( f , P)   mk ( xk  xk 1)   f ( )( xk  xk 1)
n n

k
k 1 k 1

Now
U ( f , P )  L( f , P )

  [ f ( )  f ( )]( xk  xk 1)
n

k k
k 1

 n
< (  )
b  a k 1 xk xk 1


= [𝑥 − 𝑥0 + 𝑥2 − 𝑥1 + 𝑥3 − 𝑥2 + ⋯ + 𝑥𝑛 − 𝑥𝑛−1 ]
𝑏−𝑎 1
∈ ∈
= (𝑥𝑛 − 𝑥0 ) = (𝑏 − 𝑎) =∈.
𝑏−𝑎 𝑏−𝑎
Hence f is Riemann Integrable.

 f  Ra, b.

 Ca, b  Ra, b. –(3)

Now we have to show that C[a,b] is proper.

For this let us consider f(x)=[x].

Which is a m.i function in any interval [a,b].


Every increasing function is Riemann Integrable.

=> [𝑥 ] ∈ 𝑅 [𝑎, 𝑏]
But [x] is not a continuous function at the integral point.

 Ca, b is proper in Ra, b,

Again we know every Ra, b is bounded Ba, b.

i.e., Ra, b  Ba, b -(4)

Equating (1),(3),(4) we have

Da, b  Ca, b  Ra, b  Ba, b.

(Proved).

Theorem-2:-

Let 𝑓 ∈ 𝐵[𝑎, 𝑏] be continuous over [a,b] except over a finite set.Then f


is integrable.

Theorem-3:-

Let f  Ca, b. Then there exists   a, b such that


b
1
(b  a) a
f ( )  f ( x)dx .
3(c). PROPERTIES OF RIEMANN
INTEGRAL
Theorem-1:-

Let f and g ∈ 𝑅 [𝑎, 𝑏].Then

(a) R[a,b] is a linear space,i.e.,

(i) 𝑓 + 𝑔 ∈ 𝑅[𝑎, 𝑏]

(ii) 𝛼𝑓 ∈ 𝑅 [𝑎, 𝑏], 𝛼 ∈ 𝑅

And also

∫(𝑓 + 𝑔) = ∫ 𝑓 + ∫ 𝑔

∫(𝛼𝑓) = 𝛼 ∫ 𝑓.
(b)- (i) 𝑓 2 ∈ 𝑅[𝑎, 𝑏]

(ii) 𝑓𝑔 ∈ 𝑅[𝑎, 𝑏].

Theorem-2:-

Let 𝑓, 𝑔 ∈ 𝑅 [𝑎, 𝑏] 𝑎𝑛𝑑 𝑙𝑒𝑡 𝑓(𝑥 ) ≤ 𝑔(𝑥 ).

For all 𝑥 ∈ [𝑎, 𝑏].


𝑏 𝑏
Then ∫𝑎 𝑓(𝑥 )𝑑𝑥 ≤ ∫𝑎 𝑔(𝑥 )𝑑𝑥.

Proof:-

It is given 𝑓, 𝑔 ∈ 𝑅[𝑎, 𝑏]
Since 𝑔 ∈ 𝑅 [𝑎, 𝑏] => −𝑔 ∈ 𝑅[𝑎, 𝑏]

By the linearity property we have

𝑓 + (−𝑔) ∈ 𝑅 [𝑎, 𝑏].


=> 𝑓 − 𝑔 ∈ 𝑅[𝑎, 𝑏].
Since 𝑓(𝑥 ) ≤ 𝑔(𝑥 ) 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑣𝑎𝑙𝑢𝑒𝑠 𝑜𝑓 𝑥 ∈ [𝑎, 𝑏].

=> 𝑓(𝑥 ) − 𝑔(𝑥 ) ≤ 0 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑣𝑎𝑙𝑢𝑒𝑠 𝑜𝑓 𝑥 ∈ [𝑎, 𝑏].


=> 0 𝑖𝑠 𝑡ℎ𝑒 sup (𝑓 − 𝑔)
𝑥∈[𝑎,𝑏]

Since 𝑓 − 𝑔 ∈ 𝑅 [𝑎, 𝑏].

=> 𝑓 − 𝑔 ∈ 𝐵[𝑎, 𝑏].


Hence
b b
m(b  a)   ( f  g )   ( f  g )  M (b  a)

a a

Where m is the infimum of f - g.

M is the supremum of f - g.
𝑏
=> ∫ (𝑓 − 𝑔) ≤ 𝑀(𝑏 − 𝑎) = 0(𝑏 − 𝑎) = 0.
𝑎

𝑏 𝑏
=> ∫ 𝑓 − ∫ 𝑔 ≤ 0
𝑎 𝑎
𝑏 𝑏
=> ∫ 𝑓 ≤ ∫ 𝑔
𝑎 𝑎

(Proved).
Theorem-3:-

Let 𝑓 ∈ 𝑅[𝑎, 𝑏]. 𝑇ℎ𝑒𝑛 |𝑓| ∈ 𝑅[𝑎, 𝑏]


𝑏 𝑏
and | ∫𝑎 𝑓(𝑥 )𝑑𝑥| ≤ ∫𝑎 |𝑓 (𝑥 )|𝑑𝑥.

Theorem-4:-

Let 𝑎 < 𝑐 < 𝑏. 𝑇ℎ𝑒𝑛 𝑓 ∈ 𝑅[𝑎, 𝑏].

If and only if 𝑓 ∈ 𝑅 [𝑎, 𝑐] 𝑎𝑛𝑑 𝑓 ∈ 𝑅[𝑐, 𝑏]

And in either cases


𝑏 𝑐 𝑏
∫ 𝑓(𝑥 )𝑑𝑥 = ∫ 𝑓(𝑥 )𝑑𝑥 + ∫ 𝑓 (𝑥 )𝑑𝑥.
𝑎 𝑎 𝑐
3(d). FUNDAMENTAL THEOREM OF
CALCULUS
Theorem-1:-

(Fundamental Theorem Of Calculus)

(a) Let 𝑓 ∈ 𝑅 [𝑎, 𝑏].Then


𝑥
(i) 𝐹 (𝑥 ) = ∫𝑎 𝑓(𝑡)𝑑𝑡 is continuous on [a,b].

(ii) If 𝑓 ∈ 𝐶 [𝑎, 𝑏],then


𝑑 𝑥
𝐹 ′ (𝑥 ) = (∫ 𝑓(𝑡)𝑑𝑡) = 𝑓(𝑥) for all 𝑥 ∈ [𝑎, 𝑏].
𝑑𝑥 𝑎

(b) Let 𝑓 ∈ 𝐷[𝑎, 𝑏] 𝑠𝑢𝑐ℎ 𝑡ℎ𝑎𝑡 𝑓 ′ ∈ 𝑅 [𝑎, 𝑏].

Then
𝑥
∫𝑎 𝑓 ′ (𝑡)𝑑𝑡 = 𝑓(𝑥 ) − 𝑓(𝑎).

Proof:-

(a)- (i)

It is given 𝑓 ∈ 𝑅[𝑎, 𝑏],hence f is bounded on [a,b].

Let M be the U.b such that


|𝑓(𝑡)| ≤ 𝑀 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑣𝑎𝑙𝑢𝑒𝑠 𝑜𝑓 𝑡 ∈ [𝑎, 𝑏].

Let 𝑎 ≤ 𝑥 < 𝑦 ≤ 𝑏.Then


𝑥 𝑦
𝐹 (𝑥 ) − 𝐹 (𝑦) = ∫𝑎 𝑓(𝑡)𝑑𝑡 − ∫𝑎 𝑓(𝑡)𝑑𝑡
𝑥 𝑎
= ∫𝑎 𝑓(𝑡)𝑑𝑡 + ∫𝑦 𝑓 (𝑡)𝑑𝑡
𝑥
= ∫𝑦 𝑓(𝑡)𝑑𝑡.

Hence
𝑥 𝑥
|𝐹 (𝑥 ) − 𝐹 (𝑦)| = | ∫𝑦 𝑓(𝑡)𝑑𝑡| ≤ ∫𝑦 |𝑓 (𝑡)|𝑑𝑡 ≤ 𝑀|𝑥 − 𝑦| -(1)

Let ∈> 0 be given

If |𝑥 − 𝑦| < ∈⁄𝑀

We see from eqn(1)



|𝑓 (𝑥 ) − 𝑓 (𝑦)| ≤ 𝑀|𝑥 − 𝑦| < M ∙ =∈.
𝑀

This proves that F is continuous.

=> 𝐹 ∈ 𝐶 [𝑎, 𝑏].


(Proved).

(a)- (ii)

Let 𝑥0 ∈ [𝑎, 𝑏].

Since f is continuous at 𝑥 = 𝑥0 ,given ∈> 0 there exists a 𝛿 > 0

Such that
|𝑡 − 𝑥0 | < 𝛿 => |𝑓(𝑡) − 𝑓(𝑥0 )| <∈.

Since 𝑥0 ∈ [𝑎, 𝑏] be a fixed point choose ℎ ≠ 0 such that

𝑥0 + ℎ ∈ [𝑎, 𝑏].
Then
𝑥 +ℎ 𝑥
𝐹 (𝑥0 + ℎ) − 𝐹 (𝑥0 ) = ∫𝑎 0 𝑓(𝑡)𝑑𝑡 − ∫𝑎 0 𝑓(𝑡)𝑑𝑡
𝑥 +ℎ 𝑎
= ∫𝑎 0 𝑓(𝑡)𝑑𝑡 + ∫𝑥 𝑓(𝑡)𝑑𝑡
0

𝑥 +ℎ
= ∫𝑥 0 𝑓(𝑡)𝑑𝑡
0

Now choose 0 < ℎ < 𝛿.

It follows that
𝐹(𝑥0 +ℎ)−𝐹(𝑥0 ) 1 𝑥 +ℎ
= ∫𝑥 0 𝑓 (𝑡)𝑑𝑡
ℎ ℎ 0

𝐹(𝑥0 +ℎ)−𝐹(𝑥0 ) 1 𝑥 +ℎ
=> − 𝑓(𝑥0 ) = ∫𝑥 0 [𝑓(𝑡) − 𝑓 (𝑥0 )]𝑑𝑡
ℎ ℎ 0

Hence taking modulus of Riemann Integral.

We obtained
𝐹(𝑥0 +ℎ)−𝐹(𝑥0 ) 1 𝑥 +ℎ
| − 𝑓(𝑥0 )| ≤ ∫𝑥 0 |𝑓 (𝑡) − 𝑓(𝑥0 )|𝑑𝑡
ℎ ℎ 0

∈ 𝑥 +ℎ
< ∫𝑥 0 𝑑𝑡 =∈.
ℎ 0

Since ∈ is arbitrary
𝐹(𝑥0 +ℎ)−𝐹(𝑥0 )
= 𝑓(𝑥0 )

=> 𝐹 ′ (𝑥0 ) = 𝑓(𝑥0 )


Since 𝑥0 is any point in [a,b].
𝑑 𝑥
𝐹 ′ (𝑥 ) = (∫ 𝑓 (𝑡)𝑑𝑡) = 𝑓(𝑥) for all values of 𝑥 ∈ [𝑎, 𝑏]. (Proved).
𝑑𝑥 𝑎
(b)-

It is given 𝑓 ∈ 𝐷[𝑎, 𝑏] 𝑎𝑛𝑑 𝑓 ′ ∈ 𝑅[𝑎, 𝑏]

So we can find a partition

𝑃 = [𝑎 = 𝑥0 < 𝑥1 < 𝑥2 < ⋯ < 𝑥𝑛 = 𝑐],for all values of 𝑎 < 𝑐 < 𝑏.


n
Therefore,  ( f ( xk )  f ( xk 1))
k 1

= 𝑓(𝑥1 ) − 𝑓(𝑥0 ) + 𝑓(𝑥2 ) − 𝑓 (𝑥1 ) + ⋯ + 𝑓 (𝑥𝑛 ) − 𝑓(𝑥𝑛−1 )


= 𝑓 (𝑥𝑛 ) − 𝑓(𝑥0 )
= 𝑓 (𝑐) − 𝑓(𝑎).
n
Therefore, f (c)  f (a)   [ f ( xk )  f ( xk 1)]
k 1

Since 𝑓 ∈ 𝐷[𝑎, 𝑏] means f satisfies mean value on every sub-interval

[a,b].

So by Lagrange’s Mean Value Theorem.


n
𝑆(𝑓 ′ , 𝑃, 𝑡)   𝑓′(𝑡𝑘 )(𝑥𝑘 − 𝑥𝑘−1 ) where 𝑡𝑘 < 𝑥𝑘
k 1

n 𝑓(𝑥𝑘 )−𝑓(𝑥𝑘−1 )
 ∙ (𝑥𝑘 − 𝑥𝑘−1 )
k 1 (𝑥𝑘 −𝑥𝑘−1 )

= 𝑓(𝑐) − 𝑓(𝑎).
Therefore,𝑓 (𝑐) − 𝑓 (𝑎) = 𝑆(𝑓 ′ , 𝑃, 𝑡)

lim 𝑆(𝑓 , 𝑃, 𝑡) = 𝑓 (𝑐) − 𝑓(𝑎)
|| P||0

We know
′ ′ 𝑐
lim 𝑆(𝑓 , 𝑃, 𝑡) = ∫𝑎 𝑓 (𝑡)𝑑𝑡.
|| P||0

Therefore, 𝑓 ′ ∈ 𝑅 [𝑎, 𝑐], 𝑎 < 𝑐 < 𝑏.

Since ‘c’ is arbitrary point on [a,b].


𝑥
𝑓(𝑥 ) − 𝑓 (𝑎) = ∫𝑎 𝑓 ′ (𝑡)𝑑𝑡 for all values of 𝑥 ∈ [𝑎, 𝑏].

(Proved).

Theorem-2:-

(Integration by parts)

Let (i) 𝑢, 𝑣 ∈ 𝐶 [𝑎, 𝑏].

(ii) 𝑢, 𝑣 ∈ 𝐷(𝑎, 𝑏) 𝑎𝑛𝑑

(iii) 𝑢′ , 𝑣 ′ ∈ 𝑅 [𝑎, 𝑏].

Then
𝑏 𝑏
∫𝑎 𝑢(𝑥 )𝑣 ′ (𝑥 )𝑑𝑥 = 𝑢(𝑥 )𝑣 (𝑥 )]𝑏𝑎 − ∫𝑎 𝑢′ (𝑥 )𝑣 (𝑥 )𝑑𝑥 .

Theorem-3:-

(Change of variable)

Let (i) 𝑔 ∈ 𝐷[𝑎, 𝑏].

(ii) 𝑔′ ∈ 𝐶 [𝑎, 𝑏].

(iii) 𝑓 𝑖𝑠 𝑐𝑜𝑛𝑡𝑖𝑛𝑢𝑜𝑢𝑠 𝑜𝑛 𝑔[𝑎, 𝑏].

Then
𝑏 𝑔(𝑏)
∫𝑎 (𝑓𝑜𝑔)(𝑡)𝑔′ (𝑡)𝑑𝑡 = ∫𝑔(𝑎) 𝑓(𝑥 )𝑑𝑥.
4. ANALYSIS
Problem-1:-

Prove by using Riemann Integral


𝑏 𝑑𝑥 1 1
∫𝑎 = −
𝑥2 𝑎 𝑏

Solution:-
1
Here 𝑓 (𝑥 ) =
𝑥2

Let us consider the partition

𝑃 = {𝑎 = 𝑥0 < 𝑥1 < 𝑥2 < ⋯ < 𝑥𝑛−1 < 𝑥𝑛 = 𝑏}.


For this partition Let us consider

𝑡𝑘 = √𝑥𝑘−1 ∙ 𝑥𝑘

Now
𝑛

𝑆(𝑓, 𝑃, 𝑡) = ∑ 𝑓(𝑡𝑘 )(𝑥𝑘 − 𝑥𝑘−1 )


𝑘=1
n 1
 (𝑥𝑘 − 𝑥𝑘−1 )
k 1 (𝑡𝑘 )2

n 1
 2 (𝑥𝑘 − 𝑥𝑘−1 )
k 1 (√𝑥𝑘−1 ∙𝑥𝑘 )

n 1
 (𝑥𝑘 − 𝑥𝑘−1 )
k 1 𝑥𝑘−1 ∙𝑥𝑘
n 1 1
 ( − )
k 1 𝑥𝑘−1 𝑥𝑘

1 1 1 1 1 1 1 1
=( − )+( − )+( − ) + ⋯+ ( − )
𝑥0 𝑥1 𝑥1 𝑥2 𝑥2 𝑥3 𝑥𝑛−1 𝑥𝑛

1 1
= −
𝑥0 𝑥𝑛

1 1
= −
𝑎 𝑏

𝑏 𝑑𝑥 1 1
Hence ∫𝑎  lim S ( f , P, t )  lim (  )
𝑥2 || P||0 || P||0 a b

1 1
= − (Proved).
𝑎 𝑏

Problem-2:-

Show that for 𝑎 > −1,


𝑛
1 1
𝑎+1
∑ 𝑘𝑎 → 𝑎𝑠 𝑛 → ∞.
𝑛 𝑎+1
𝑘=1

Solution:-
𝑛 𝑛
1 𝑎
1 𝑘 𝑎
∑ 𝑘 = ∑( )
𝑛𝑎+1 𝑛 𝑛
𝑘=1 𝑘=1

Let 𝑓(𝑥 ) = 𝑥 𝑎
1 2 𝑛−1
Let 𝑃 = {0, , , … . . , , 1}
𝑛 𝑛 𝑛

𝑘
𝑡𝑘 = 𝑓𝑜𝑟 𝑘 = 1,2, … …
𝑛
1 1 n
Therefore, = ∫0 𝑥 𝑎 𝑑𝑥  lim 1  𝑓(𝑡𝑘 )
𝑎+1 n  n k 1
1 n 𝑘
 lim
n 

n k 1
( )𝑎
𝑛

1 1+2𝑎 +3𝑎 +⋯+𝑛𝑎


 lim
n  𝑛 𝑛𝑎

1 1
Here we are taking for granted that we know ∫0 𝑥 𝑎 𝑑𝑥 = , 𝑎 > −1.
𝑎+1

Hence for 𝑎 > −1,


1 n 1
𝑛 𝑎+1  𝑘𝑎 →
𝑎+1
k 1
𝑎𝑠 𝑛 → ∞. (Proved).

Problem-3:-

Show that
1 1 1
∫0 (2𝑥𝑠𝑖𝑛 𝑥 − 𝑐𝑜𝑠 𝑥) 𝑑𝑥 = sin 1.

Solution:-

Let
1
𝑥 2 𝑠𝑖𝑛 , 𝑥 ∈ (0,1].
𝑓(𝑥 ) = { 𝑥
0, 𝑥 = 0.
Then f is differentiable and
1 1
′( 2𝑥𝑠𝑖𝑛 − 𝑐𝑜𝑠 , 𝑥 ∈ (0,1]
𝑓 𝑥) = { 𝑥 𝑥
0, 𝑥 = 0
Since if 𝑓 ∈ 𝐷[𝑎, 𝑏]𝑠𝑢𝑐ℎ 𝑡ℎ𝑎𝑡 𝑓 ′ ∈ 𝑅 [𝑎, 𝑏]. 𝑇ℎ𝑒𝑛
𝑥
∫𝑎 𝑓 ′ (𝑡)𝑑𝑡 = 𝑓(𝑥 ) − 𝑓(𝑎).
1
Therefore, ∫0 𝑓 ′ (𝑥 )𝑑𝑥 = 𝑓(1) − 𝑓(0) = sin 1. (Proved).
5.APPLICATIONS OF
RIEMANN

INTEGRAL
The Riemann integral can be used in many areas. We can use it in
integration as well as differential calculus. They can be applied
from calculus to physics problems.
They can be used in partial differential equations and representation of
functions by the trigonometric series.
The Riemann Integral can also be used for the measurement of distance
traveled by some object since we can easily retrieve average velocity of
journey and total time by the Velocity versus Time graph.
The distance traveled is actually represented by the area under the
given curve.
But at the same time, the bitter truth is that the Riemann integral is
quite difficult to handle. We can see that its definition itself is little
above the math sophistication level of many people. So, it is
bit awkward to use Riemann integral in practical life.

The Riemann–Stieltjes integral appears in the original formulation


of F.Riesz's theorem which represents the dual space of the Banach
space C[a,b] of continuous functions in an interval [a,b] as Riemann–
Stieltjes integrals against functions of bounded variation. Later, that
theorem was reformulated in terms of measures.
The Riemann–Stieltjes integral also appears in the formulation of
the spectral theorem for (non-compact) self-adjoint (or more generally,
normal) operators in a Hilbert space. In this theorem, the integral is
considered with respect to a spectral family of projections.
It is applied to many practical applications and functions. It can be
measured and approximated by the numerical integration and by
fundamental theorem of calculus. Riemann integral is defined as a
definite integral in calculus. It is being utilized by engineers and
physicists.
6. CONCLUSION/FINDINGS
The Riemann integral is a widely known and used integral in
undergraduate mathematics. The concept is pretty straightforward and
is generally nice to work with (especially when the function is uniformly
continuous). This integral is certainly strong, as it is used for the
fundamental theorem of calculus.

We also conclude that Every


monotonic function on [a,b] is integrable.And Every continuous
function on [a,b] is integrable.
7.BIBLIOGRAPHY
(1)- G. Das and S. Pattanayak., Fundamentals of Mathematical Analysis,

TMH Publishing Co., 1987.

(2)- Hardy,G.H., A course of pure mathematics,Cambridge University,

1944.

(3)- Herstein, I.N., Topics in Algebra, John Wiley, 1975.

(4)- Hewitt, E. and Stromberg, K. Real and abstract analysis,

Springer-Verlag, 1969.

(5)- Knopp, K., Theory and application of infinite series, Blackie, 1964.

(6)- Maddox, I.J., Introductory mathematical analysis, Adam Hilger,

1977.

(7)- Parzynski, W.R. and Zipes P.W., Introduction to mathematical

Analysis McGraw-Hill, 1982.

(8)- Ross, K.A., Elementary analysis: Theory of calculus,

Springer-Verlag, 1980.

(9)- Rudin W., Principles of mathematical analysis, McGraw-Hill,

1964.

(10)- Suppes, P., Axiomatic Set-Theory, Van Nostrand, 1960.

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