MA1000: Calculus

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

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Riemann Integral: Motivation

1 unit

The area of a unit square is 1 square unit.

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Area of a Rectangle

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The Area of a Rectangle

Divide into unit squares? Yes!

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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.

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The Area of a Parallelogram

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The Area of a Parallelogram

The area is ah square units.

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The Area of a Triangle

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The Area of a Triangle

Area of the parallelogram is bh square units.

Hence the area of the triangle is 21 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

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Increasing the Number of Cuts

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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!

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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

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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
M2 = sup {1 − x 2 : x ∈ [0.25, 0.5]}
1
M3 = sup {1 − x 2 : x ∈ [0.5, 0.75]}
M4 = sup {1 − x 2 : x ∈ [0.75, 1]} =

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
m1 = inf {1 − x 2 : x ∈ [0, 0.25]} =
m2 = inf {1 − x 2 : x ∈ [0.25, 0.5]}
1
m3 = inf {1 − x 2 : x ∈ [0.5, 0.75]}
0.75
m4 = inf {1 − x 2 : x ∈ [0.75, 1]} =

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.

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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 ]}.

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 with P = {0, 0, 25, 0.5, 0.75, 1} is

U(P, f ) = M1 ∆x1 + M2 ∆x2 + M3 ∆x3 + M4 ∆x4

15 3 7
= 1 · 0.25 + · 0.25 + · 0.25 + · 0.25 = 0.78125.
16 4 16 26 / 64
Example
M1 = sup {1 − x 2 : x ∈ [0, 0.25]}
M2 = sup {1 − x 2 : x ∈ [0.25, 0.5]}
1
M3 = sup {1 − x 2 : x ∈ [0.5, 0.75]}
M4 = sup {1 − x 2 : x ∈ [0.75, 1]}

0 0.25 0.5 0.75 1

The upper Riemann sum with P = {0, 0, 25, 0.5, 0.75, 1} is

U(P, f ) = M1 ∆x1 + M2 ∆x2 + M3 ∆x3 + M4 ∆x4

15 3 7
= 1 · 0.25 + · 0.25 + · 0.25 + · 0.25 = 0.78125.
16 4 16 27 / 64
 m1 = inf {1 − x 2 : x ∈ [0, 0.25]}
m2 = inf {1 − x 2 : x ∈ [0.25, 0.5]}
1
m3 = inf {1 − x 2 : x ∈ [0.5, 0.75]}
0.75
m4 = inf {1 − x 2 : x ∈ [0.75, 1]}

0 0.25 0.5 1

The lower Riemann sum corresponding to the partition

P = {0, 0, 25, 0.5, 0.75, 1} is

L(P, f ) = m1 ∆x1 + m2 ∆x2 + m3 ∆x3 + m4 ∆x4

15 3 7
= · 0.25 + · 0.25 + · 0.25 + 0 · 0.25 = 0.53125.
16 4 16
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Note

In the preceding example, L(P, f ) ≤ U(P, f ). It is true always:

Lemma
Let f : [a, b] → R be a bounded function with

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 Xn 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:

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

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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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Recall

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

{L(P, f ) : P is a partition of [a, b]}

is bounded above by M(b − a). And the set of all upper sums

{U(P, f ) : P is a partition of [a, b]}

is bounded below by m(b − a).

What is the improvement on this corollary due to the preceding theorem?

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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

Homework: Prove the following:

Z b Z b
f (x)dx ≤ f (x)dx.
a a 35 / 64
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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That is, for any partition P of [a, b]:

U(P, f ) = k(b − a).

Thus, 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 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

That is, for any partition P of [a, b]:

L(P, f ) = k(b − a).

Thus 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

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Conclusion
The upper Riemann integral of the constant function f (x) = k over [a, b] is
Z b
f (x)dx = k(b − a).
a

And the lower Riemann integral of f (x) = k over [a, b] is

Z b
f (x)dx = k(b − a).
a

Thus, 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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An Important Theorem

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.

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 n
X
L(Pn , f ) = mi ∆xi
i=1
n
X
= (a + (i − 1)h) h
i=1
n
X n
X
2
= ah (1) + h (i − 1)
i=1 i=1
= ahn + h2 (0 + 1 + 2 + . . . + (n − 1))
= a × nh + h2 n(n−1)
2
2 n(n−1) (b−a)2
= a(b − a) + (b−a)
n2 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

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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
n
X
= (a + ih) h
i=1
n
X n
X
2
= ah (1) + h (i)
i=1 i=1
= ahn + h2 (1 + 2 + . . . + n)
= a × nh + h2 n(n+1)
2
2 n(n+1)
= a(b − a) + (b−a)
n2 2
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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We have
b 2 − a2 b 2 − a2
lim L(Pn , f ) = and lim U(Pn , f ) = .
n−→∞ 2 n−→∞ 2
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−→∞

Then, for each  > 0 there corresponds an integer N such that

n ≥ N =⇒ U(Pn , f ) − L(Pn , f ) < .

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So, corresponding to each  > 0, there is a partition Pn such that

U(Pn , f ) − L(Pn , f ) < .

Hence, by theorem, the function is Riemann integrable.

Also
Z b
L(Pn , f ) ≤ f (x)dx ≤ U(Pn , f ).
a
Hence
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. Let g (x) = x 2 be a function defined on [a, b] where 0 < a < b. Let

1
h = ba n . 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)
2
defined on [0, 1]. Let
Pn = x0 = 0, x1 = n , x2 = n , . . . , 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
Xn
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, each of length b−a
n
= 1−0
n
= n1 : 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
Pi=1
n i i2 1
= i=1 n + n2 n
n n
1
X 1 X 2
= n2 i+ 3 i
i=1
n i=1
1 n(n+1)
= n2 2
+ n13 n(n+1)(2n+1)
6

1
1 + n1 + 16 1 + n1 2 1



= 2
+ n
5
lim SP = .
n−→∞ 6
1
5
Z
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)
b a
Z 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 n
X 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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