Riemann sum

A finite sum ∑ f(t_i)Δx_i associated to a tagged partition of [a,b].
Riemann sum

Let f:[a,b]Rf:[a,b]\to\mathbb{R} be bounded and let (P,T)(P,T) be a tagged partition with P:a=x0<<xn=bP:a=x_0<\cdots<x_n=b and tags ti[xi1,xi]t_i\in[x_{i-1},x_i]. The Riemann sum of ff for (P,T)(P,T) is

S(f;P,T):=i=1nf(ti)(xixi1). S(f;P,T) := \sum_{i=1}^n f(t_i)\,(x_i-x_{i-1}).

Riemann sums approximate the integral by sampling ff at finitely many points and weighting by interval lengths. The Riemann integral (when it exists) is the common limit of these sums as the mesh tends to 00.

Examples:

  • For f(x)=xf(x)=x on [0,1][0,1], using the uniform partition xi=i/nx_i=i/n and right-endpoint tags gives S=i=1nin1n=1n2n(n+1)212.S=\sum_{i=1}^n \frac{i}{n}\cdot\frac{1}{n}=\frac{1}{n^2}\cdot\frac{n(n+1)}{2}\to \frac12.
  • If ff is constant cc, then S(f;P,T)=c(ba)S(f;P,T)=c(b-a) for every tagged partition.
  • For discontinuous ff, Riemann sums may depend strongly on the tags unless ff is integrable.