Riemann integral

The common value determined by Riemann sums when a function is integrable.
Riemann integral

A Riemann integral of a f:[a,b]Rf:[a,b]\to\mathbb R is the number

abf(x)dx \int_a^b f(x)\,dx

defined by

abf(x)dx=supPL(f,P)=infPU(f,P), \int_a^b f(x)\,dx=\sup_P L(f,P)=\inf_P U(f,P),

where L(f,P)L(f,P) and U(f,P)U(f,P) are the and over all partitions PP of [a,b][a,b].

This definition matches the limit of along partitions of small mesh, and it is the starting point for results such as and the .

Examples:

  • If f(x)=cf(x)=c is constant on [a,b][a,b], then abf(x)dx=c(ba)\int_a^b f(x)\,dx=c(b-a).
  • For f(x)=xf(x)=x on [0,1][0,1], one has 01xdx=12\int_0^1 x\,dx=\tfrac12.