Integration

Notes on Review of Integration
Introduction: Let f be a function defined on the domain [a, b].

Partition the domain into small subintervals [xk−1 , xk ] k = 1, 2, · · · n.
We say P = [x0 , x1 , x2 , · · · xn ], where a = x0 < x1 < x2 < · · · < xn =
b be a portion of [a, b]. It results in n sub intervals [x0 , x1 ], [x1 , x2 ], · · · , [xn−1 , xn ].
Let ck ∈ [xk−1 , xk ] and f (ck ) is an approximation of y = f (x) on
[xk−1 , xk ]. Graphically we have thin rectangles with area f (ck )∆xk ,
where ∆xk = xk − xk−1 .
x0 c c3
1 x1 c x x n−1 cn
= 2 2 x3 xn
a
Therefore, the total area of the rectangles is given by

n
X
f (ck )∆xk
i=1
called the Riemann sum. It is clear that the Riemann sum approx-
imation seems to improve its accuracy of the area as the rectangles
get thinner. ie, consider the limit of the Riemann sums as the width
of the individual subintervals of the position tends to zero. This
limit is the Riemann’s definition of integration (if it exists).
Definition: Let P = {x0 , x1 , · · · , xn } be a partition of [a, b] and

∆xk = xk − xk−1 is the length of the k th subinterval [xk−1 , xk ]. Also
let
mk = inf {f (x) : [x ∈ [xk−1 , xk ]}
Mk = sup {f (x) : x ∈ [xk−1 , xk ]}
1
Then the Upper and Lower Riemann sums of f with respect to the
partition P is defined by
n
X
U (f, P ) = Mk ∆xk
k=1
n
X
L(f, P ) = mk ∆xk
k=1
Definition: Let P be the collection of all possible partitions of the

interval [a, b]. Then the upper and lower integrals are defined by
Z− Z−b
= f (x)dx = U (f ) = inf {U (f, P ) : P ∈ P}
a
Z Zb
= f (x)dx = L(f ) = sup {L(f, P ) : P ∈ P}
− −a
Definition: A bounded function f defined Z on the

Z −interval [a, b] is
Riemann-integrable if U (f ) = L(f ) ie, f = f and denoted
−
Z Z b
by or .
a
Theorem 1: A function f : [a, b] → R is Riemann integrable iff

there is a sequence {Pn } of partitions of [a, b] such that
lim [U (f, Pn ) − L(f, Pn )] = 0
n→∞
Also
Z b
f (x)dx = lim U (f, Pn ) = lim L(f, Pn )
a n→∞ n→∞
n
X
= lim f (ck )∆xk (Any Riemann sum)
n→∞
k=1
Theorem 2: If f is a monotone function on a closed bounded

interval [a, b], then f is integrable on [a, b].
2
Properties of the integral
Let f and g are integrable functions on a closed, bounded interval
[a, b] and α ∈ R is any constant then
Z b Z b
(1) αf is integrable and αf = α f
a a
Z Z Z
(2) f ± g is integrable and f ±g = f± g
Z b Z c Z b
(3) f= f+ f where c ∈ [a, b]
a a c
(4) f g is integrable.
(5) Let f and g are integrable functions on [a, b] and f (x) ≤
g(x) ∀ x ∈ [a, b] then
Z b Z b
f (x)dx ≤ g(x)dx.
a a
(6) Let f is integrable on [a, b], then |f | is also integrable on [a, b]

and Z b Z b
f (x)dx ≤ f (x) dx.
a a
Z a
(7) f (x)dx = 0
a
Z b Z a
(8) f (x)dx = − f (x)dx.
a b
(9) If f is integrable, f 2 is also integrable.
Theorem 3 (Mean Value Theorem for Integrals): Let f and

g are Riemann integrable functions defined on [a, b] and g keeps the
same sign (+ or -) throughout [a, b]. Then ∃ a number µ such that
m≤µ≤M and
Z b Z b
f (x)g(x)dx = µ g(x)dx
a a
sup
Inf {f (x)} and M = x∈[a,b]
where m = x∈[a,b] {f (x)} .
3
Theorem 4: Let f : [a, b] → R is RI and continuous then ∃ ζ ∈ [a, b]
such that Z b
1
f (ζ) = f (x)dx.
b−a a
Theorem 5 (The first fundamental Theorem on Integral):

Let [a, b] be a closed bounded interval and f is continuous on [a, b]
and differentiable on (a, b) and its derivative f 0 is Riemann inte-
grable on [a, b]. Then
Z b
f 0 (x)dx = f (b) − f (a)
a
Theorem 6 (Second Fundamental Theorem on Integral): Let

f : [a, b] → R be Riemann integrable. For any x ∈ [a, b], define a
function F (x) by Z x
G(x) = f (t) · dt
a
Then
(1) G is continuous. (* Note that f need not be continuous)
(2) G is differentiable on (a, b) and G(x) = f (x), if f is continuous.
Theorem 7: Every continuous function on a closed bounded inter-

val [a, b] is integrable.
Results
Z Z Z Z
• If f is bounded, = = = exists, even if f is
[a,b] (a,b] [a,b) (a,b)
discontinuous at the end points.
Z b Z c1 Z c2 Z b
• If f is discontinuous at c1 , c2 ∈ (a, b), then f= + + ,
a a c1 c2
where c1 < c2 . This property concludes that any function with
a finite number of discontinuous is integrable.
4
Theorem 8 (Integration by parts): Let f and g are continuous
function on a closed bounded interval [a, b] and suppose that f and
g are differentiable on (a, b) with derivatives that are integrable on
[a, b] then f g 0 and f 0 g are integrable and
Z b Z b
0
f (x)g (x)dx = f (b)g(b) − f (a)g(a) − g(x)f 0 (x)dx.
a a

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Notes on Review of Integration

Introduction: Let f be a function defined on the domain [a, b].

Therefore, the total area of the rectangles is given by

Definition: Let P = {x0 , x1 , · · · , xn } be a partition of [a, b] and

Definition: Let P be the collection of all possible partitions of the

Definition: A bounded function f defined Z on the

Theorem 1: A function f : [a, b] → R is Riemann integrable iff

Theorem 2: If f is a monotone function on a closed bounded

(6) Let f is integrable on [a, b], then |f | is also integrable on [a, b]

(9) If f is integrable, f 2 is also integrable.

Theorem 3 (Mean Value Theorem for Integrals): Let f and

Theorem 5 (The first fundamental Theorem on Integral):

Theorem 6 (Second Fundamental Theorem on Integral): Let

Theorem 7: Every continuous function on a closed bounded inter-

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