Riemann integral

The common value of the upper and lower integrals of a Riemann integrable function.
Riemann integral

If f:[a,b]Rf:[a,b]\to\mathbb{R} is , its Riemann integral over [a,b][a,b] is the common value

abf(x)dx:=supPL(f,P)  =  infPU(f,P),\int_a^b f(x)\,dx := \sup_P L(f,P) \;=\; \inf_P U(f,P),

where PP ranges over all of [a,b][a,b], and L(f,P)L(f,P), U(f,P)U(f,P) are the and .

Equivalently, abf\int_a^b f is the number II such that for every ε>0\varepsilon>0 there exists δ>0\delta>0 with

P<δ  S(f;P,T)I<ε\|P\|<\delta \ \Rightarrow\ |S(f;P,T)-I|<\varepsilon

for all (P,T)(P,T) (this equivalence requires a standard theorem).

The Riemann integral is the classical integral used in elementary calculus and remains useful for and piecewise regular functions.

Examples:

  • 01xdx=12\int_0^1 x\,dx=\frac12.
  • If f(x)=cf(x)=c is constant, then abf(x)dx=c(ba)\int_a^b f(x)\,dx=c(b-a).
  • If f=1[0,1/2]f=\mathbf{1}_{[0,1/2]} on [0,1][0,1], then 01f(x)dx=12\int_0^1 f(x)\,dx=\frac12.