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The Riemann Integral

Jiří Lebl · Basic Analysis I, Ch. 6 · CC BY-SA 4.0

The Riemann integral is defined by squeezing a function between upper and lower sums over partitions. When the upper and lower integrals agree, the function is integrable. The fundamental theorem of calculus links integration to differentiation: integration undoes differentiation.

a b Riemann sum: rectangles approximate the area under the curve.

Partitions and upper/lower sums

A partition P of [a, b] is a finite set of points a = x_0 < x_1 < ... < x_n = b. The lower sum L(P, f) uses the infimum of f on each subinterval; the upper sum U(P, f) uses the supremum. Always L(P, f) ≤ U(P, f). Refining the partition tightens the squeeze.

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Integrability

f is Riemann integrable on [a, b] if the supremum of all lower sums equals the infimum of all upper sums. Every continuous function on [a, b] is integrable. Every monotone function on [a, b] is integrable. Functions with finitely many discontinuities are integrable.

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Fundamental theorem of calculus

FTC Part 1: if f is continuous on [a, b], then F(x) = ∫_a^x f(t) dt is differentiable and F'(x) = f(x). FTC Part 2: if F is any antiderivative of f, then ∫_a^b f(t) dt = F(b) - F(a). Integration and differentiation are inverse operations.

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Notation reference

Symbol Scheme Meaning
L(P, f)lower sumLower Riemann sum
U(P, f)upper sumUpper Riemann sum
∫_a^b f(numerical-integral ...)Riemann integral
F' = fFTCFundamental theorem of calculus
Neighbors

Translation notes

Numerical integration (midpoint rule) converges at rate O(1/n^2). The upper/lower sum approach converges at O(1/n) for monotone functions. Neither is the Riemann integral itself: that is the common value they converge to. The FTC proof requires the mean value theorem, not computation.