Riemann Integration

Build integrals from first principles using partitions and Riemann sums

Building the Integral from Rectangles

An integral is an area built from rectangles. Make the rectangles thinner below and watch the estimates close in on one answer, or fail to.

Riemann Sums

Choose left, right, midpoint, or random sample points, then add rectangles. Every choice closes in on the same area.

a:
b:

Riemann Sum

1.920000

Exact Integral

2.666667

Error

0.746667

Riemann Sums

The Riemann sum approximates the integral by summing rectangle areas:

Sn = Σ f(xi*) · Δxi

As n → ∞, the sum converges to the definite integral (for integrable functions).

Go deeper:Riemann Sums

The Riemann integral is built from approximating areas with rectangles. We partition an interval, form upper and lower sums, and take limits as the partition becomes finer. A function is Riemann integrable when the upper and lower integrals agree.

Approximate the integral by summing rectangle areas. Choose left, right, midpoint, or random sample points. Watch convergence as you increase the number of rectangles.

Key insight: Regardless of how sample points are chosen within each subinterval, the Riemann sum converges to the same value for integrable functions.

Upper and Lower Darboux Sums

Add subintervals and watch the upper and lower sums squeeze together.

Upper Sum U

3.5200

Lower Sum L

1.9200

Gap (U - L)

1.6000

Exact ∫

2.6667

Darboux Sums and Integrability

Upper sum U(f, P): Use supremum of f on each subinterval
Lower sum L(f, P): Use infimum of f on each subinterval

A function is Riemann integrable iff sup L(f, P) = inf U(f, P) (the upper and lower integrals agree). As the partition gets finer, U and L squeeze together toward the integral value.

Go deeper:Upper and Lower Darboux Sums

The upper sum uses supremums, the lower sum uses infimums. For integrable functions, they squeeze together as the partition refines.

Key insight: A bounded function f is integrable on [a, b] if and only if for every ε > 0, there exists a partition P with U(f, P) - L(f, P) < ε.

When is a Function Integrable?

Compare Thomae's function T(x) with the Dirichlet function D(x) as you add subintervals. One gap shrinks toward zero; the other never does.

Riemann Integrable

Continuous functions are always integrable

U - L = 0.100000

Gap shrinks as n increases → function is integrable

When is a Function Integrable?

A bounded function f on [a, b] is Riemann integrable iff:

For every ε > 0, ∃ partition P such that U(f, P) - L(f, P) < ε

• Continuous functions: Always integrable

• Finitely many discontinuities: Still integrable

• Monotone functions: Always integrable

• Dirichlet function: NOT integrable (discontinuous everywhere)

• Thomae function: Integrable! (continuous on irrationals)

Go deeper:When is a Function Integrable?

Continuous functions are always integrable. But what about discontinuous functions? Explore the surprising integrability of Thomae's function and the failure of the Dirichlet function.

Key insight: By Lebesgue's criterion, a bounded function is Riemann integrable if and only if its set of discontinuities has measure zero.

The Fundamental Theorem of Calculus

Move x and watch the accumulated area F(x) grow. The slope of F always matches the height of f at x.

f(1.50) = 2.2500

F'(1.50) = 2.2500

They match! (FTC Part 1)

Fundamental Theorem of Calculus

Part 1 (Differentiation): If F(x) = ∫[a,x] f(t) dt, then F'(x) = f(x)

d/dx [∫[a,x] f(t) dt] = f(x)

Part 2 (Evaluation): If F is an antiderivative of f, then

∫[a,b] f(x) dx = F(b) - F(a)

The FTC connects the two fundamental operations: differentiation and integration are inverses!

Go deeper:The Fundamental Theorem of Calculus

The FTC connects differentiation and integration: the derivative of the accumulation function F(x) = ∫[a,x] f(t) dt equals f(x). See this relationship in action.

Key insight: If f is continuous and F(x) = ∫[a,x] f(t) dt, then F'(x) = f(x). Integration and differentiation are inverse operations.

FTC Part 2 — if F is an antiderivative of f on [a, b], then ∫[a,b] f(x) dx = F(b) - F(a)

Improper Integrals

Pick a function and push the upper bound toward infinity. The partial integrals either level off or keep growing.

Partial Integrals:

∫[1,3.4]0.705695
∫[1,3.8]0.736586
∫[1,4.2]0.761569
∫[1,4.6]0.782182
∫[1,5.0]0.799472

Integral Converges

∫[1,∞) 1/x² dx = 1 (converges)

Improper Integrals

An improper integral has either an infinite limit or an unbounded integrand:

∫[a,∞) f(x) dx = limN→∞ ∫[a,N] f(x) dx

• ∫[1,∞) 1/x² dx = 1 (converges - area is finite)

• ∫[1,∞) 1/x dx = ∞ (diverges - area is infinite)

• p-test: ∫[1,∞) 1/xp dx converges iff p > 1

Go deeper:Improper Integrals

What happens when integration limits extend to infinity or the integrand is unbounded? Some improper integrals converge to finite values, others diverge. The convergence behavior often mirrors that of infinite series.

Key insight: Improper integrals are defined as limits of proper integrals. The comparison test for integrals parallels the comparison test for series, linking the two convergence theories.

Key Takeaways

  • A function is integrable when upper and lower sums can be squeezed together.
  • The rate of change of accumulated area is the height of the curve.
  • Integrals can be computed with antiderivatives: F(b) - F(a).
  • Riemann integrable means bounded with a measure-zero set of discontinuities.

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