MA1000: Calculus

S Vijayakumar
Indian Institute of Information Technology,
Design & Manufacturing, Kancheepuram

1/1
Riemann Integral: Motivation

1 unit

The area of a unit square is 1 square unit.

2/1
Area of a Rectangle

3/1
The Area of a Rectangle

Divide into unit squares? Yes!

4/1
The Area of a Rectangle
Divide into unit squares and count them!

Area of the rectangle is ab square units.

Note: The formula is valid for all non-negative real numbers.

5/1
The Area of a Parallelogram

6/1
The Area of a Parallelogram

The area is ah square units.

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The Area of a Triangle

8/1
The Area of a Triangle

Area of the parallelogram is bh square units.

Hence the area of the triangle is 12 bh square units.

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The Area of a Polygonal Region

Triangulate!

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The Area of a Polygonal Region

Triangulate and add the areas of the triangles!

The area of the polygon is the sum of the areas of the triangles!

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Computing area of an irregular object

12 / 1
Increasing the Number of Cuts

13 / 1
Note

1. Thus increase in number of cuts leads to a better estimate of the required area.
2. How to find the exact area? By cutting into infinitely many small square? Does it make
sense? It does! Riemann Integration does exactly that!

14 / 1
Area Under the Curve y = 1 − x 2 in the First Quadrant

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Area Under the Curve y = 1 − x 2 in the First Quadrant

1 Z 1
2
(1 − x 2 )dx = ≈ 0.667
x=0 3

16 / 1
Area under the curve y = 1 − x 2 : An Upper Estimate

0.5 1

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An Upper Estimate
M1 = sup {f (x) : x ∈ [0, 0.5]} = 1
3
M2 = sup {f (x) : x ∈ [0.5, 1]} = 4

0 0.5 1

The total area of the two rectangles is

3
1 · 0.5 + · 0.5 = 0.875.
4
This is an upper bound on the required area. It is called an upper sum.
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Area Under the Curve y = 1 − x 2 : A Better Upper Estimate

0.25 0.5 0.75 1

The total area of the four rectangles is

15 3 7
1 · 0.25 + · 0.25 + · 0.25 + · 0.25 = 0.78125.
16 4 16
This is a better upper bound on the required area. Moreover, it is an upper sum.
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Area Under the Curve y = 1 − x 2 : A Better Upper Estimate
M1 = sup 1 − x 2

: x ∈ [0, 0.25] = 1
15
M2 = sup 1 − x 2

: x ∈ [0.25, 0.5] = 16
1
3
M3 = sup 1 − x 2

: x ∈ [0.5, 0.75] = 4
7
M4 = sup 1 − x 2

: x ∈ [0.75, 1] = 16

0.25 0.5 0.75 1

The total area of the four rectangles is

15 3 7
1 · 0.25 + · 0.25 + · 0.25 + · 0.25 = 0.78125.
16 4 16
This is a better upper bound on the required area. Moreover, it is an upper sum.
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Area Under the Curve y = 1 − x 2 : A Lower Estimate
15
m1 = inf 1 − x 2

: x ∈ [0, 0.25] = 16
3
m2 = inf 1 − x 2

: x ∈ [0.25, 0.5] = 4
1
7
m3 = inf 1 − x 2

: x ∈ [0.5, 0.75] = 16
0.75
m4 = inf 1 − x 2

: x ∈ [0.75, 1] = 0

0.25 0.5 1

The total area of the four rectangles is

15 3 7
· 0.25 + · 0.25 + · 0.25 + 0 · 0.25 = 0.53125.
16 4 16
It is called a lower sum.
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Definition (Partition)
Let [a, b] be a closed interval. Then a set P = {x0 , x1 , x2 , . . . , xn } is called a partition of the
interval if
a = x0 ≤ x1 ≤ x2 ≤ . . . ≤ xn = b
.

Notation
If P = {x0 , x1 , x2 , . . . , xn } is a partition of an interval [a, b], we denote the length of the ith
subinterval [xi−1 , xi ] by
∆xi = xi − xi−1 , i = 1, 2, . . . , n.

Note
n
X
∆xi = (x1 − x0 ) + (x2 − x1 ) + . . . + (xn − xn−1 ) = xn − x0 = b − a.
i=1

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Examples

Consider the interval [0, 1]. The following are some partitions of it:
(1) P1 = {0, 0.5, 1}.
1. P2 = {0, 0.25, 0.5, 1}.
2. P3 = {0, 0, 25, 0.5, 0.75, 1}.
3. P4 = {0, 0.1, 0.3, 0.7, 1}.
4. P5 = {0, 0, 2, 0.4, 0.6, 0.8, 1}.
For partition P1 ,

x0 = 0, x1 = 0.5, x2 = 1 and ∆x1 = 0.5, ∆x2 = 0.5.

For partition P2 ,

x0 = 0, x1 = 0.25, x2 = 0.5, x3 = 1 and ∆x1 = 0.25, ∆x2 = 0.25, ∆x3 = 0.5.

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Definition (Upper Riemann Sum, Lower Riemann Sum)
Let f : [a, b] → R be a bounded function. Let P = {x0 , x1 , x2 , . . . , xn } be a partition of [a, b]
and let

Mi = sup{f (x) | x ∈ [xi−1 , xi ]} and mi = inf{f (x) | x ∈ [xi−1 , xi ]} (i = 1, 2, . . . , k).

Then the upper Riemann sum corresponding to the partition P is

n
X
U(P, f ) = Mi ∆xi .
i=1

Similaryly, the lower Riemann sum corresponding to P is

n
X
L(P, f ) = mi ∆xi .
i=1

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Example

0 0.25 0.5 0.75 1

The upper Riemann sum corresponding to the partition P = {0, 0, 25, 0.5, 0.75, 1} is

15 3 7
U(P, f ) = M1 (x1 −x0 )+M2 (x2 −x1 )+M3 (x3 −x2 )+M4 (x4 −x3 ) = 1·0.25+ ·0.25+ ·0.25+ ·0.25 = 0
16 4 16

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Example

M1 = sup 1 − x 2

: x ∈ [0, 0.25] = 1
15
M2 = sup 1 − x 2

: x ∈ [0.25, 0.5] = 16
1
3
M3 = sup 1 − x 2

: x ∈ [0.5, 0.75] = 4
7
M4 = sup 1 − x 2

: x ∈ [0.75, 1] = 16

0 0.25 0.5 0.75 1

The upper Riemann sum corresponding to the partition P = {0, 0, 25, 0.5, 0.75, 1} is

15 3 7
U(P, f ) = M1 (x1 −x0 )+M2 (x2 −x1 )+M3 (x3 −x2 )+M4 (x4 −x3 ) = 1·0.25+ ·0.25+ ·0.25+ ·0.25 = 0
16 4 16

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Example
15
m1 = inf 1 − x 2

: x ∈ [0, 0.25] = 16
3
m2 = inf 1 − x 2

: x ∈ [0.25, 0.5] = 4
1
7
m3 = inf 1 − x 2

: x ∈ [0.5, 0.75] = 16
0.75
m4 = inf 1 − x 2

: x ∈ [0.75, 1] = 0

0 0.25 0.5 1

The lower Riemann sum corresponding to the partition P = {0, 0, 25, 0.5, 0.75, 1} is

15 3 7
L(P, f ) = m1 (x1 −x0 )+m2 (x2 −x1 )+m3 (x3 −x2 )+m4 (x4 −x3 ) = ·0.25+ ·0.25+ ·0.25+0·0.25 = 0.
16 4 16

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Note

In the preceding example, L(P, f ) ≤ U(P, f ). It is true always. In fact, the following theorem is
true:
Lemma
Let f : [a, b] → R be a bounded function such that m ≤ f (x) ≤ M. Then for any partition
P = {x0 , x1 , x2 , . . . , xn } of [a, b]

m(b − a) ≤ L(P, f ) ≤ U(P, f ) ≤ M(b − a).

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Proof:

Let

Mi = sup{f (x) | x ∈ [xi−1 , xi ]} and mi = inf{f (x) | x ∈ [xi−1 , xi ]} (i = 1, 2, . . . , n).

Then

m ≤ mi ≤ Mi ≤ M ⇒ m∆xi ≤ mi ∆xi ≤ Mi ∆xi ≤ M∆xi

Xn n
X Xn n
X
⇒ m∆xi ≤ mi ∆xi ≤ Mi ∆xi ≤ M∆xi
i=1 i=1 i=1 i=1
n
X X n X n n
X
⇒ m ∆xi ≤ mi ∆xi ≤ Mi ∆xi ≤ M ∆xi
i=1 i=1 i=1 i=1
⇒ m(b − a) ≤ L(P, f ) ≤ U(P, f ) ≤ M(b − a).

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Corollary
Let f be a bounded real-valued function on [a, b]. Then the set of all lower sums is bounded
above. And the set of all upper sums is bounded below.

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Refinement of a Partition and Common Refinedment

Definition (Refinement, Common Refinement)

1. Let P1 be a partition of [a, b]. Then a partition P2 of [a, b] is called a refinement of P1 if
P1 ⊆ P2 .
2. Let P1 and P2 be partitions of [a, b]. Then P1 ∪ P2 is called a common refinement of P1
and P2 .

Examples:
1. Consider the interval [0, 1] and its partitions P1 = {0, 0.5, 1} and P2 = {0, 0.5, 0.75, 1}.
Here P1 ⊆ P2 . So, P2 is a refinement of P1 .
2. Consider the interval [0, 1] and its partitions P1 = {0, 0.25, 0.5, 1} and
P2 = {0, 0.5, 0.75, 1}. Then their common refinement is P1 ∪ P2 = {0, 0.25, 0.5, 0.75, 1}.

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Lemma
Let f : [a, b] → R be a bounded function. Let P1 and P2 be partitions of [a, b] such that P2 is
a refinement of P1 . Then

L(P1 , f ) ≤ L(P2 , f ) ≤ U(P2 , f ) ≤ U(P1 , f ).

Theorem
Let f : [a, b] → R be a bounded function. Let P1 and P2 be any partitions of [a, b]. Then

L(P1 , f ) ≤ U(P2 , f ).

Proof: Let Q = P1 ∪ P2 be the common refinement of P1 and P2 . Then by the above lemma

L(P1 , f ) ≤ L(Q, f ) ≤ U(Q, f ) ≤ U(P2 , f ).

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Definition
Let f : [a, b] → R be a bounded function. The upper Riemann integral of f over [a, b] is
Z b
f (x)dx = inf {U(P, f ) : P is a partition of [a, b]} = inf U(P, f ).
a

The lower Riemann integral of f over [a, b] is

Z b
f (x)dx = sup {L(P, f ) : P is a partition of [a, b]} = sup L(P, f ).
a

Note: From the theorem on the preceding slide, we have

Z b Z b
f (x)dx ≤ f (x)dx.
a a

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Definition
Let f : [a, b] → R be a bounded function. We say f is Riemann integrable on [a.b] if the
upper and lower Riemann integrals are equal:
Z b Z b
f (x)dx = f (x)dx
a a

In this case, we say f is Riemann integrable on [a, b] ( f ∈ R) and denote the common value by
Z b Z b Z b
f (x)dx = f (x)dx = f (x)dx.
a a a

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Example

Show that f (x) = k (a constant function) on [a, b] is Riemann integrable.

Solution : Let P = {a = x0 , x1 , . . . , xn = b} be any partition of [a, b]. Then

Mi = sup {f (x) : xi−1 ≤ x ≤ xi } = sup {k : xi−1 ≤ x ≤ xi } = k.

mi = inf {f (x) : xi−1 ≤ x ≤ xi } = inf {k : xi−1 ≤ x ≤ xi } = k.

Thus the upper Riemann sum
n
X n
X n
X
U(P, f ) = Mi ∆xi = k∆xi = k ∆xi = k(b − a).
i=1 i=1 i=1

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And the lower Riemann sum
n
X n
X n
X
L(P, f ) = mi ∆xi = k∆xi = k ∆xi = k(b − a).
i=1 i=1 i=1

Note that we computed U(P, f ) and L(P, f ) for an arbitrary partition P on [a, b].
This implies that the upper Riemann integral of f over [a, b] is
Z b
f (x)dx = inf {U(P, f ) : P is a partition of [a, b]} = inf {k(b − a)} = k(b − a).
a

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And the lower Riemann integral of f over [a, b] is
Z b
f (x)dx = sup {L(P, f ) : P is a partition of [a, b]} = sup {k(b − a)} = k(b − a).
a

So, the upper and lower Riemann integrals are equal. Hence the function is Riemann integrable
and
Z b Z b
f (x)dx = kdx = k(b − a).
a a

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Example of a non-Riemann Integrable Bounded Function

Let f : [0, 1] −→ R be the function defined by


1, if x is a rational number
f (x) =
0, if x is an irrational number

Show that f ∈
/ R ( f is not a Riemann integrable function)

Solution : Note that 0 ≤ f (x) ≤ 1 for all x ∈ [0, 1]. So, it is a bounded function on [0, 1].
Let P = {0 = x0 , x1 , . . . , xn = 1} be any partition of [0, 1]:

0 = x0 ≤ x1 ≤ . . . ≤ xn = 1.

Mi = sup {f (x) : xi−1 ≤ x ≤ xi } = sup {1, 0} = 1.

mi = inf {f (x) : xi−1 ≤ x ≤ xi } = inf {1, 0} = 0.

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The upper Riemann sum :
n
X n
X
U(P, f ) = Mi ∆xi = ∆xi = 1 − 0 = 1
i=1 i=1

The lower Riemann sum :

n
X
L(P, f ) = mi ∆xi = 0.
i=1

Note that we computed U(P, f ) and L(P, f ) for an arbitrary partition P on [0, 1].
Thus the upper Riemann integral of f over [0, 1] is
Z 1
f (x)dx = inf {U(P, f ) : P is a partition of [0, 1]} = inf {1} = 1.
0

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The lower Riemann integral of f over [0, 1] is
Z 1
f (x)dx = sup {L(P, f ) : P is a partition of [a, b]} = sup {0} = 0
0

Thus
Z 1 Z 1
f (x)dx 6= f (x)dx.
0 0

Hence f is not Riemann integrable on [0, 1].

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Homework

Let f : [0, 1] → R be a function defined as


1, if x is a rational number
f (x) =
-1, if x is an irrational number

Prove or disprove the following: (i) f is a Riemann integrable function and (ii) |f | is a Riemann
integrable function.

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Theorem
Let f : [a, b] → R be a bounded function. Then f is Riemann integrable if and only if for every
 > 0, there exists a partition P such that

U(P, f ) − L(P, f ) < .

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Example
Let f (x) = x be a function defined on [a, b]. Let h = b−a n .
Let Pn = {a = x0 , x1 = a + h, x2 = a + 2h, . . . , xn = a + nh = b}.
Compute (i) L(Pn , f ) and (ii) U(Pn , f ).
Solution :
mi = inf {f (x) : xi−1 ≤ x ≤ xi }
= inf {x : a + (i − 1)h ≤ x ≤ a + ih}
= a + (i − 1)h.
n
X
L(Pn , f ) = mi ∆xi
i=1
Xn
= (a + (i − 1)h) h
i=1
n
X n
X
= ah (1) + h2 (i − 1)
i=1 i=1
= ahn + h2 (0 + 1 + 2 + . . . + (n − 1))
= a × nh + h2 n(n−1)
2 2
(b−a)2
= a(b − a) + (b−a)
n 2
n(n−1)
2 = a(b − a) + 2 (1 − n1 )
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We observe that
(b − a)2 b−a b 2 − a2
lim L(Pn , f ) = a(b − a) + (1 − 0) = (2a + b − a) = .
n−→∞ 2 2 2
Mi = sup {f (x) : xi−1 ≤ x ≤ xi }
= sup {x : a + (i − 1)h ≤ x ≤ a + ih}
= a + ih

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 n
X
U(Pn , f ) = Mi ∆xi
i=1
Xn
= (a + ih) h
i=1
n
X n
X
= ah (1) + h2 (i)
i=1 i=1
= ahn + h2 (1 + 2 + . . . + n)
= a × nh + h2 n(n+1)
2 2
= a(b − a) + (b−a)
n2 2
n(n+1)
2
= a(b − a) + (b−a)
2 (1 + n1 )
Thus
(b − a)2 b−a b 2 − a2
lim U(Pn , f ) = a(b − a) + (1 + 0) = (2a + b − a) = .
n−→∞ 2 2 2

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Let  > 0 be given.
Since both L(Pn , f ) and U(Pn , f ) converge have the same limit, we have

lim [U(Pn , f ) − L(Pn , f )] = 0.

n−→∞

Hence from the definition of convergence of sequences, corresponding to the  given, we can
find a positive integer N such that for any n ≥ N

U(Pn , f ) − L(Pn , f ) < .

So, it follows that corresponding to the  > 0 given, there is a partition Pn satisfying above
inequlity. Hence, by theorem, the function is Riemann integrable and
Z b
L(Pn , f ) ≤ f (x)dx ≤ U(Pn , f ).
a

Hence it follows that

b b
b 2 − a2
Z Z
f (x)dx = xdx = .
a a 2

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Homework

1. Let f (x) = x 2 be a function defined on [a, b]. Let h = b−a n . Let

Pn = {a = x0 , x1 = a + h, x2 = a + 2h, . . . , xn = a + nh = b}. Compute (i) L(Pn , f ) and
(ii) U(Pn , f ). Find the limits of these lower and upper Riemann sums and conclude that
the function is Riemann itegrable and find the Riemann integral.
2

1
b n
2. Let g (x) = x be a function defined on [a, b] where 0 < a < b. Let h = a . Let
Qn = a = x0 , x1 = ah, x2 = ah2 , . . . , xn = ahn = b . Compute (i) L(Qn , g ) and (ii)


U(Qn , g ). Find the limits of these lower and upper Riemann sums and conclude that the
function is Riemann itegrable and find the Riemann integral.
2
 = 1 − x be1 a function
3. Let f (x) defined on [0, 1]. Let
Pn = x0 = 0, x1 = n , x2 = n2 , . . . , xn = nn = 1 . Compute (i) L(Pn , f ) and (ii) U(Pn , f ).
Argue that the function is Riemann integrable and find the Riemann integral.

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Definition (Riemann sum)
Let f (x) be a bounded real valued function defined on [a, b]. Let
P = {x0 = a, x1 , x2 , . . . , xn = b} be a partition of [a, b]. Let ci ∈ [xi−1 .xi ], 1 ≤ i ≤ n. Then
n
X
SP = f (ci )∆xi
i=1

is called a Riemann sum for f corresponding to the partition P.

Note:
L(P, f ) ≤ SP ≤ U(P, f ).

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Theorem (Riemann Integrability of Continuous Functions)
If a function f is continuous on the interval [a, b], then it is Riemann integrable. Moreover, if
h = b−an and Pn = {a = x0 , x1 = a + h, x2 = a + 2h, . . . , xn = a + nh = b} is a partition of
[a, b] into equal subintervals, then
Z b
lim L(Pn , f ) = lim U(Pn , f ) = f (x)dx.
n−→∞ n−→∞ a

Hence if SPn is any Riemann sum corresponding to Pn , then

Z b
lim SPn = f (x)dx.
n−→∞ a

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Homework

For the following continuous functions , find a formula for the Riemann sum obtained by
dividing the interval [a, b] into n equal subintervals and using the right-hand endpoint for each
ci . Then take a limit of these sums as n −→ ∞ to compute the corresponding Riemnann
integral (which is also the area under the curve y = f (x), [a, b], and above the x-axis).
1. f (x) = x + x 2 over the interval [0, 1].
2. f (x) = x 2 + 1 over the interval [0, 3].
3. f (x) = x 2 − x 3 over the interval [−1, 0].
4. f (x) = 2x 3 over the interval [0, 1].

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Solution:

(1) Consider f (x) = x + x 2 on the interval [0, 1]. Let us divide [0, 1] into n equal subintervals,
1−0 1
each of length b−a
n = n = n : That is, consider the partition
 
1 i
Pn = x0 = 0, x1 = , . . . , xi = , . . . , xn = 1 .
n n
i2
For each i, 1 ≤ i ≤ n, let ci = xi = ni . Then f (ci ) = ci + ci2 = i
n + n2 .
Also note that ∆xi = n1 .

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 Pn
SPn = f (ci )∆xi
Pni=1  i i2 1
= i=1 n + n2 n
n n
X 1 X 2
= n12 i+ 3 i
n
i=1 i=1
1 n(n+1) 1 n(n+1)(2n+1)
= n 2 2 + 3

n1 6

1 1 1
2 + n1


= 2 1+ n + 6 1+ n
5
lim SP = .
n−→∞ 6
Z 1
5
x + x 2 dx = .


Hence
0 6

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Properties of Riemann Integration

Theorem
Let f and g be integrable over the interval [a, b]. Then
Z a Z b
(1) Order of Integration: f (x)dx = − f (x)dx (definition)
Zb a a

(2) Zero Width Interval : f (x)dx = 0 (a definition when f (a) exists )

a
Z b Z b
(3) Constant Multiple: kf (x)dx = k f (x)dx
a a
(any constant k)
Z b Z b Z b
(4) Sum: (f (x) + g (x)) dx = f (x)dx + g (x)dx
a Z b a Z b a Z b
Difference: (f (x) − g (x)) dx = f (x)dx − g (x)dx
a a a

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Theorem Contd.

Z b Z c Z c
(5) Additivity: f (x)dx + f (x)dx = f (x)dx
a b a
(6) Max-Min Inequality: If f has maximum value M and minimum value m on [a, b], then
Z b
m(b − a) ≤ f (x)dx ≤ M(b − a)
a
Z b Z b
(7) Domination : If f (x) ≥ g (x) on [a, b], then f (x)dx ≥ g (x)dx.
a a

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Theorem (The Fundamental Theorem of Calculus)
If f is Riemann integrable on [a, b] and if there is a differentiable function F on [a, b] such that
F 0 = f , then Z b
f (x)dx = F (b) − F (a).
a

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Proof:
Let  > 0 be given.
Choose a partition P = {x0 , x1 , . . . , xn } of [a, b] so that U(P, f ) − L(P, f ) < .

The mean value theorem implies that there is a ti in [xi−1 , xi ] such that

F (xi ) − F (xi−1 )
= F 0 (ti ) = f (ti ) or F (xi ) − F (xi−1 ) = f (ti )∆xi (1 ≤ i ≤ n).
∆xi
Thus
n
X n
X
f (ti )∆xi = (F (xi ) − F (xi−1 )) = F (b) − F (a).
i=1 i=1

We also note that

n
X Z b
L(P, f ) ≤ f (ti )∆xi ≤ U(P, f ) and L(P, f ) ≤ f (x)dx ≤ U(P, f ).
i=1 a

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Hence
n
X Z b Z b
f (ti )∆xi − f (x)dx <  ⇒ F (b) − F (a) − f (x)dx < .
i=1 a a

Since this holds for every , the theorem follows.

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Theorem
Let f be Riemann integrable on [a, b]. For a ≤ x ≤ b, put
Z x
F (x) = f (x)dx.
a

Then F is continuous on [a, b]. Further, if f is continuous on [a, b], then F is differentiable on
[a, b] and F 0 = f .

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