Upper sum (Riemann)

A weighted sum of suprema of f over subintervals of a partition.
Upper sum (Riemann)

Let f:[a,b]Rf:[a,b]\to\mathbb{R} be bounded and let P:a=x0<<xn=bP:a=x_0<\cdots<x_n=b be a partition. For each subinterval, define

Mi:=sup{f(x):x[xi1,xi]}.M_i := \sup\{f(x): x\in[x_{i-1},x_i]\}.

The upper sum of ff with respect to PP is

U(f,P):=i=1nMi(xixi1).U(f,P) := \sum_{i=1}^n M_i\, (x_i-x_{i-1}).

Upper sums approximate the integral from above. As the partition is refined, upper sums decrease (or stay the same).

Examples:

  • If f(x)=xf(x)=x on [0,1][0,1] and P:0<1/2<1P:0<1/2<1, then M1=1/2M_1=1/2, M2=1M_2=1, so U(f,P)=1212+112=34U(f,P)=\frac12\cdot\frac12+1\cdot\frac12=\frac34.
  • If ff is constant, f(x)=cf(x)=c, then U(f,P)=c(ba)U(f,P)=c(b-a) for every PP.
  • For a bounded but highly oscillatory ff, U(f,P)U(f,P) may remain far above any candidate limit unless the oscillations are controlled.