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Riemann Integral

Graduation math hons.

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Sauryansh Shree
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33 views35 pages

Riemann Integral

Graduation math hons.

Uploaded by

Sauryansh Shree
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF or read online on Scribd
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ect of integration is generally introduced as the inverse of differentiation at y stage. A function F is called an integral of a function f, if F’(x)=fix) Vx ‘the domain of f: The theory of integration seems as the process of summation ‘The basic relationship between the process of integration and differentiation ‘known as the fundamental theorem of integral calculus. fman mathematician G.FB. Riemann (1826-1866) in 1850 gave a purely spproach to formulate and independent theory of integration. He separated the ion from its companion differentiation. The fundamental theorem of ne a result that held only for a restricted set of integrable functions. theory led others to invent other integration theories, the most significant being ory of integration. chapter we shall discuss the Riemann integral of real valued, bounded functions closed interval. We shall discuss some properties of Riemann integral and ite and prove the fundamental theorem of integral calculus. ONS AND EXISTENCE OF THE INTEGRAL PARTITION 1=(a, b] be a closed and bounded interval. Then a finite set of real numbers P= (i X23) 0 Sq) a having the property that @=% P, ie., if every and upper Riemann sum of f on {a,b} with a * = I (M,-m,) Ax,= £ @, Ax, rel ral led the oscillatory sum for the function f corresponding to d by «(P, /). F DARBOUX SUMS r — of interval {a, b and f is a bounded function defined | Mib—a) 2 U(P, 2 L(P, f) 2 m(b—a) (Meerut 1991) esq) be any partition of [a,b]. Let J, = [s,— »- 4h of (a,b). Let m, and M, be the inf and sup M2M,2m,2m M Ax, 2M, Ax, 2m, Ax, 2m At, » * * ® EZ MAz,z © M,Ax,2 © m,Ax,2 E mar, : rat rel rel rel Mib—a}2 UP. fz LP, f) 2 mid - 2) ‘ ‘and P, are two partitions of interval (a, b| such that Py < Py Hew Xp 1) ~ [My Xp 1) + MO = : —%,-)—M, O1~¥—-1 +%,- yy) =M, [x,-x,_)]-M, b,x, 1] =0. UP) A2 UP f) UPpASUP)./). \ tains p more partition points than P, then repeating the same procedure it can U(Pr, fs UP), f). ‘Similarly we can show that L(P>, 2 L(P,,f) +(3) We know that for the partition P, L(P2, h < UP, f From (2), (3) and (4), we have . Pr NSLP, A) < U(Psf) < UP; f. Property WI. if P; and P, be any two partitions of [a, bl then UP), f) 2 LP», f. Proof Let P=P,u P,, Then P is the common refinement of the partitions Py, and P5, Then by the remarks of property II, we have LP rf SUP,f) < UP.) < UP). f. Thus MP2, SUP)/) OP), 2UPo,f. (Property 1V. if P is any partition of interval {a, b] and f and g are bounded functions ‘on (a, b] then UP. f+ g) < U(P, f) + U(P, 8) LP, f+ g) 2 L(P, f) +L(P, 8). or %1s py» y=) be any partition of interval fa, 6). Let f and. : functions defined on (a, 6]. ‘Then f+ is also bounded on [a,b]. be the infimum values of f,g and f+. respectively and M,, |f +g respectively. Then we have m/l AXE [Xp 1 Xe) femme” XE [ry 7) f - = - L(P, f therefore b b b b her), f and J, co=-f f. Let fbe a bounded function defined on the interval (a, b}. Then ae b b frsj ff (Delhi B. Sc. (Hons.) 1990) ae | P; and P, be two partitions of [a,b]. Then we have . LP, f) < UP >,f)- (1) P, fixed and taking the infimum over all partitions P, of [a,b], we have 3 ur,.ns) # (2) tes taking the supremum overall partitions P, of [a,b] on (2), we have b b f rsf f. (3) jada @arboux Theorem). Let f be a bounded function on [a,b] and P be a ‘Then for every € > there exists 8 >O such that o > we.n [fe Wise ‘bounded on (a, b] there exists > 0 such that (fed |sk Vxe [a, 5). ; n FUP.) =['f, therefore for e>0 there exists a parin ly we can show that there exists 8, >0 such that : uP.p> [se P with | Pl <3, 3 wrn 0 there exists a wl) +(2) i UPS E f6) (6,—%-) SUP. -) ‘and (3), we conclude that for every partition P with || P ||<8, ce e< z AG ,) Ax, < [in e 0 and number / such that for any partition Be bry pth © £6) ds, <1 wl , E AG) dy, >| +1. "Hence f cannot be unbounded on (a, ), ie. f is bounded on if 5 aioe he tive definition for any € >0 there exists a number 6>0 and a that for every partition P of {a,b} with |/Pi]<& and for every JEAE) Ax,-I] M,- GE and £8,) EM, Ax,- E ae r=i r=t rap b-a* n E fla, Ax,> U(P, f)-e. =1 * * : E AB, Ax,< Z m,dx,+E —* Ax a1 rel rej o-a EAB,) Ax, U(P,f)-€ 1+2€ > U(P.f). (2) and (4), we have 1-e 0 there exists UP,A-LIP,f0 such that for every partition b we.n [’r-$=['y-& Tet P be the common refinement of P; and Py, ie., P=P;UP,. ‘Therefore, i b wr. sUP.N0 c 7 é : LS sof f and consequently fe R (0, 1). Example 6. Let fix)=x2 on (0,4), a>0. Show that Fe R00} ana f pe 10 Solution. Let P= fa r=0,1,. -on} be a pain of (0a. Then S23 DT n == and Ax, =. fn n n 2 Teefne LP, )= Em, as,= FCM a ah sin x is R-integrable over [o 5 ; SI Vere [0.3] -eretre = sin is bounded onfo.5] \ be a partition of [o3] « Since fix)=sinx is terra f rao, aah then ay a igueex vwxe[0.8]: terete me=sin(e— 1) and M,=cos (r— 1) E ose[-o- v8] +. +008 (+ (n— 1) B)) B: n where a=. p= ® BLE FUNCTIONS ‘continuous on a, b| is R-integrable on (a, 6) (Lucknow 1997; Kurukshetra B, Sc. 91) on the closed and bounded interval [a, 6}, it is bounded {a,b}. €>0 there exists a number 8>0 such that for all points A) ,n} be a partition of [a,b] with ||P\|<& Let Since || P || <6, Ax, <8, r= then f is . (Bundelkhand 1994; Meerut 98 (0)) be eens and monotonic non-dereasng function defined on to oy Let €>0 be given. Let PE W1.2,....0) bos pantilion OF [a, 6) with WSS where § = £ Ib) = fla) +1 Since f is monotonic non-decreasing on /, = Gy, _1.,) the infi m, and M, are given by imum and supremum of ; m=fls,_ 1) and M,= fx). n Therefore UP, A\-LIP, f= x (M,~m,) Ax, 1 e = © We) —fe,_ Ar, , n “R= fast ,2, We) ~ fx] “RB =fay Ve) — A) 0 there exists a partition P of [a, 6] such that ei. OP. <5 +9 =F fe Ra, d}. Points of Discontinuity have a Finite Number of Limit Points : 4, Let f be a bounded function on ta, b] and let the set of its discontinuities ! of limit points; then fe R (a, b] ‘ Lat fej. ¢p. cp} be the Finite set of limit pints of the set of discontinuities such that ¢) — py where P of (a,b) is P= (a, 4, by, dy, by, «+. App bp»). +1) component intervals of two types : i=1,2, sem p, each of which contains a point ¢ e oscillator sum by these intervals in its interior. (+1) subintervals : (a, a1], [b), 42), (by, 43] «-. [bp 4). fer r ese sbinervals te function fhas only a finite sumber of poins of discontinuity. cl meee r=1,2,..., (p + 1) respectively of these subintervals such oe: WPD0 there exists a partition P of [a, b] such UP.-LP,f\ inf UP" P= inf UP, +inf UP, f b z 5 a [tae sae ff fds b sa [see firace f ‘hie Ue fe Blab). fe Rla,cl.fe R[c,hI] Integral of Sum of Functions : ¢ Theorem 2. iff and g € R [a,b], then (f+) € Ra, 6} and le Greacr| rect f gas (Meant 1992) Proof. Since fe R(a,b) and ge R{a, bj, for a given €>0 there exist partitions P, ‘and P of (a,b) such that UPI - UP.) <5 i wa) UP pf -UP rN <5 (3) Sone Ce fig and f+g€ R(a,6)) LP, f+ g)2L(P,f) +P, 8) LP, f +g) 2 sup (P, f) + sup L(P, 8) b b [Porerace [rare f gdx b # b b oe [i vroare f favs pdx. 4) ; ‘fig and 5) (. fig and f+ ge R{a,6)) [iv pare f aes [pas ihe , rs ,f +fe s ‘Multiple of a Function : Wf fe R{a,b) and ke R then kfe R (a,b) and ene ene ‘e Ra, b}, we have Loaf Sreof za a] n =H] = as] Kfe Rla,b) and [Pueef’s 1. If fe Ra, b} then so is (-/) and fi ca=-f's (4) fs a of fg and fg respectively = [x,_ 1» 47]. Then for all x,y € J,, we have 1) 8@)- fo) 80) | = |e) 862) - fy) 862) + f0) (2) -f0) 80) = 186) | Ye) -f0)] +0) (@() - 8091 | $186) |1,A8) - Ay) | + 1/0) || 800 - 0) | 5M 12) —f0) +24 0) - 80) € number, then the quotient function f/g is also R-integrable ), they are bounded on [a, b]. Let M be a positive number eh ae Bese Therefore wl) (2) on aid Mn M,s m,', M,’ and m,", My” be the infimum and supremum of fg and f/g ely over the sub-interval J, = (x, ,x,]. Then Vx, ye 1), we have * _ ofr = | 4) =e 2020 = MRE e+ 0) — a = ae Is@I180)1 *” Teel goy1 M $321) -1001+ 5 |e) 20) ‘m, and M, are the infimum and supremum of f respectively over I, If) -f0)|0 Vx€ [a,b then there exists a point ce a,b} auch ther fon a a jf Sx) g(x) de = fic) f BOX) dx. (DeIhi (Hons.) 1991) Proof. Since f(x) is continuous on (a, 6}, it is bounded on [a,b]. Thus MSfix)SM Y xe (a,b) m= inf fix) and M = sup fx). Also 8)>0 Vxre {a,b} _ Therefore mg(x) SAX) BOS M g(x) Vxe (a,b). both f and g are continuous on (a, b], so R- integrable over [a, b]. rb > b j met ars f fe) ao ars f M glx) de la a a > n » mf eendes f fa eoo.drsm f 8(2) dr. la lo la ‘shows that there exists a number }1 between m and M such that b b if fe gc a= f sx) dx, msusM. la la f is continuous on [a, 6], by intermediate theorem there exists a point c € (a, b] ‘=fic) and hence rb b fro seracafo [sees ascse, a SOLVED EXAMPLES a Verify value theorem (generalised form) for the functions | “ 4, ak. : (Delhi B. Se. (Hons.) 1901) ee tin fix) are g(x) are continuous on [0,7] and g(x)>0 for all i ena (+1), Oscsn Aje™+1 wee [2%] 0 on (0, x] by the first mean value theorem (generalised form), we have RP x aie 1 fe esa 4 Secs Ss S43 cmc ly ts OScsx 2) and g(x) both will be ae 5+3 cose 3 v i as. * OSesn. 3 543cosc O 0, let |x) — x, |<€/M; then we have ie) fay be a differentiable [a,b] such that (x)= fix), aSx [mra=00)- 0 (Meerut 1998, 2005; Lucknow 92) ng Proof. Since f is continuous on (a, b] then the integral function F of f defined by m P= [Rode xe f.0) ___ is differentiable and \ F'@)=f), xe (a,b). But we have ¥@)=flv, xe (a,b). ‘From (1) and (2), we have % Fx)=0(@) Vxe [a,6] F(x)-9'(@)=0 Vxe [4,5] Zire)-owi=0 Ve [a,b]. F(®)- $2) =<, some constant FQ)=0@) +0. Fla)=(a)+¢ F(b)= 90) +. F(b)- Fla) = (6) - a). Fos [. fod be a differentiable function on (a, b) such that dx= $(b) — (a). Xj» Xpy s-s%q =) be any partition of (a, b]. Let J, =[x,_ y.x/s Is of [a,b] and Ax,=x,—,_). on [a,b], i. is differentiable on /,. Therefore by mean value calculus, we have — 6,1) = Gp — 47-1) OG). 1 <0 for all xe (0, 2}, fle) = log [1 +x] is continuous on [0, 2} and hence j Therefore tim £(p)-faoe neM rat -[ log (1 ta]dr=[x log (1 +oh-[ ye |« =2log3-[x- log (1 +o} = 2log3=2+log3-0=3 log 3=2 lim log A=3 log 3~2 nm Pe fe? ne ahiee. lim Aw e?W89-? 25 ne et} eaTs Vere (0,1). £}ée= 4 =i ‘Show that with the help of an example that the equation [[reva=n0)-n0 (1) poefPoner? 9 : ders! 0, x=0. in ‘Then fis differentiable on (0, 1) and ae sin (W/?), if 00 by flx) =x? then show that f is R-integrable on [0, a] and 2o({}ose0 and (0) =0 ~ ‘ iF fe) de= © (.¢.8.u. 2002) Eat) 49 3 4 Upper integral = {> + lower integral = 2

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