Riemann sum

A finite weighted sum approximating an integral using a tagged partition.
Riemann sum

A Riemann sum of a bounded function f:[a,b]Rf:[a,b]\to\mathbb R with respect to a (P,{ti})(P,\{t_i\}), where P={x0,,xn}P=\{x_0,\dots,x_n\}, is the number

S(f;P,{ti})=i=1nf(ti)(xixi1). S(f;P,\{t_i\})=\sum_{i=1}^n f(t_i)\,(x_i-x_{i-1}).

Riemann sums approximate the ; the approximation is controlled by the P\|P\| becoming small.

Examples:

  • If f(x)=1f(x)=1 on [a,b][a,b], then every Riemann sum equals bab-a.
  • For f(x)=xf(x)=x on [0,1][0,1], take P={0,12,1}P=\{0,\tfrac12,1\} and midpoint tags t1=14t_1=\tfrac14, t2=34t_2=\tfrac34. Then S(f;P,{ti})=1412+3412=12S(f;P,\{t_i\})=\tfrac14\cdot\tfrac12+\tfrac34\cdot\tfrac12=\tfrac12.