RIEMANN INTEGRATION Tabrej
RIEMANN INTEGRATION Tabrej
RIEMANN INTEGRATION Tabrej
ON
RIEMANN INTEGRATION
Submitted to
DEPARTMENT OF MATHEMATICS,STEWART SCIENCE COLLEGE,
CUTTACK,ODISHA
Submitted by
SK.TABREJUDDIN AHMED
University Roll No.:-1602010620060108
Under the guidance of
RISHIKANTA DASH
DEPARTMENT OF MATHEMATICS
STEWART SCIENCE COLLEGE,CUTTACK,ODISHA
CERTIFICATE
This is to certify that SK.TABREJUDDIN AHMED Bearing University Roll
NO.:-1602010620060108 of +3 3rd Year degree Science of Stewart
Science College,Cuttack has successfully completed his final semester
project entitled “RIEMANN INTEGRATION” for Department Of
Mathematics,Stewart Science College,Cuttack,Odisha under the
guidance of “Rishikanta Dash”. As a part fulfillment of academic
curriculum,he has worked on this project for a period from “9th Jan to
28th Feb 2019”.
Date- Date-
ACKNOWLEDGEMENT
I sincerely thank to Honorable’ Rishikanta Dash without whom I would
not have completed this project report.
And above all,I am thankful to my friends who had helped me for the
completion of this project report.
(1602010620060108)
Date-
CERTIFICATE
This is to certify that SK.TABREJUDDIN AHMED Bearing
University Roll No-1602010620060108 of +3 3rd year degree
science of STEWART SCIENCE COLLEGE,CUTTACK has done a
project work on the “RIEMANN INTEGRATION” during the
academic session of 2018-2019 under my guidance and has
completed it successfully.
The project work submitted by him as a part fulfillment of the
B.SC degree syllabus in mathematics encompass the detailed
project work carried out by him and it entirely belong to his
own.I wish him all success in life.
Lecturer in Mathematics
DEPARTMENT OF MATHEMATICS
BONAFIED CERTIFICATE
This is to certify that the project entitled “RIEMANN INTEGRATION” is
the bonafide work carried out by SK.TABREJUDDIN AHMED bearing
Roll No.:-1602010620060108 , student of +3 3rd Year degree science of
Stewart Science College,Cuttack,Odisha,during the year 2016-
2019,who carried out the research under my supervision.Certified
further,that to the best of my knowledge,in partial fulfillment of the
requirements for the award of the degree course in Mathematics.
Academic Guide
Date-
DECLARATION
I SK.TABREJUDDIN AHMED continuing +3 3rd Year degree Science at
Stewart Science College, Cuttack, Odisha, hereby declare that the
project work entitled “RIEMANN INTEGRATION” is an authentic work
developed by me at Stewart Science College,Cuttack under the
guidance of Rishikanta Dash and for the fulfillment of the award for the
degree course in Mathematics.
SK.TABREJUDDIN AHMED(1602010620060108)
1(a). INTRODUCTION
The concept of the integral calculus has its historical origin in the need
for solving concrete problems,such as the calculation of the area of a
curvilinear figure (the problem of quadrature) or the distance travelled
in a non-uniform motion.
Sharma & Dhakad (2011) showed a different function K2 which has the
expansion of the function well-defined by Miller and Ross and its
associations through additional special functions. Some relations are
too resulting those occurs connecting the K2 – function and the
operators of Riemann Liouville fractional calculus.
i 1 i 1
Notes:-
The length of the ith sub-interval is denoted by ∆𝑥𝑖 and defined as ∆𝑥𝑖 =
𝑥𝑖 − 𝑥𝑖−1
n n
Here xi ( xi xi1)
i 1 i 1
= 𝑥1 − 𝑥0 + 𝑥2 − 𝑥1 + 𝑥3 − 𝑥2 + ⋯ + 𝑥𝑛 − 𝑥𝑛−1
= 𝑥𝑛 − 𝑥0
=𝑏−𝑎
We call partition P is regular.
If every sub-interval has the same length.
𝑏−𝑎
i.e., 𝑥1 − 𝑥0 = 𝑥2 − 𝑥1 = ⋯ = 𝑥𝑛 − 𝑥𝑛−1 =
𝑛
Definition of Refinement:-
Examples:-
Here 𝑃2 is a refinement of 𝑃1 .
Notes:-
We know the definition of lub and glb of the bounded set of real numbers.
For i=1,2,3,4,…….,n.
Example:-
1
𝑓: [1,3] → 𝑅 defined by 𝑓(𝑥) =
𝑥2
3 5
Let 𝑃 = {1, , 2, , 3}
2 2
3 3 5 5
𝐼1 = [1, ] 𝐼2 = [ , 2] 𝐼3 = [2, ] 𝐼4 = [ , 3]
2 2 2 2
4 1 4 1
𝑚1 = 𝑚2 = 𝑚3 = 𝑚4 =
9 4 25 9
4 1 4
𝑀1 = 1 𝑀2 = 𝑀3 = 𝑀4 =
9 4 25
4 1 4
𝑀 = 𝑆𝑢𝑝 {1, , , } = 1 = 𝑙𝑢𝑏𝑓 (𝑥 )
9 4 25
4 1 4 1 1
𝑚 = inf { , , , } = = 𝑔𝑙𝑏𝑓(𝑥)
9 4 25 9 9
3 4 3 1 5 4 5
𝑈(𝑓, 𝑃) = 1 ( − 1) + (2 − ) + ( − 2) + (3 − )
2 9 2 4 2 25 2
4 3 1 3 4 5 1 5
𝐿(𝑓, 𝑃) = ( − 1) + (2 − ) + ( − 2) + (3 − )
9 2 4 2 25 2 9 2
Riemann integral:-
Let B[a,b] denote the class of all bounded function 𝑓: [𝑎, 𝑏] → 𝑅.
M sup f ( x)
xa ,b
Refinement of partition:-
A partition 𝑃1 is said to be refinement of 𝑃2 if P2 P1.
For a partition P ,We write for 𝑓 ∈ 𝐵[𝑎, 𝑏]
M sup f ( x)
x , x
i
x i 1 i
m inf
f ( x)
x x
i
x i 1
, i
Lemma-1:-
Let 𝑓 ∈ 𝐵[𝑎, 𝑏]
L( f , P) L( f , Q) U ( f , Q) U ( f , P).
then L( f , P) U ( f , Q).
i.e., The Supremum of all set of Lower sum is called the Lower Integral
over [a,b].
i.e., the infimum of the set of all upper sums is called the Upper
Darboux Integral.
lower integrals.
b b b
i.e., f ( x)dx f ( x)dx f ( x)dx.
a a a
Notation:-
Theorem-1:-
Let 𝑓 ∈ 𝐵[𝑎, 𝑏].Then
b b
m(b a) f ( x)dx f ( x)dx M (b a)
a a
Proof:-
sup L( f , P) inf U ( f , P)
b b
f ( x)dx f ( x)dx -(1)
a a
Also we know
inf U ( f , P) M (b a)
b
f ( x)dx inf U ( f , P) M (b a)
a
-(3)
b b
Hence fdx c(b a), and fdx c(b a).
a
a
Norm of a partition:-
||P||= max | xk xk 1 |
1 k n
Example:- [1,4]=[1,2,2.5,3,3.7,4].
Theorem-2:-
[a,b]
Darboux’s Theorem:-
b
(ii)- L( f , P ) > fdx - .
a
Theorem-3:-
Let 𝑓 ∈ 𝐵[𝑎, 𝑏]. 𝑇ℎ𝑒𝑛 𝑓 ∈ 𝑅 [𝑎, 𝑏] if and only if there exists 𝜃 ∈ 𝑅 Such
b
that lim S ( f , P, t )
||P||0
and in that case f ( x)dx.
a
3(b).CONTINUITY AND INTEGRABILITY
Notation:-
Theorem-1:-
Proof:-
So f is a bounded function.
Then,
𝑛
ba n
f( )
n k 1 xk
[Since f is an increasing function.]
Again
𝑛 𝑛 𝑛
𝑏−𝑎 𝑏−𝑎
𝐿(𝑓, 𝑃) = ∑ 𝑚𝑘 (𝑥𝑘 − 𝑥𝑘−1 ) = ∑ 𝑚𝑘 = ∑ 𝑓(𝑥𝑘−1 )
𝑛 𝑛
𝑘=1 𝑘=1 𝑘=1
Now consider
𝑈(𝑓, 𝑃) − 𝐿(𝑓, 𝑃)
𝑛 𝑛
𝑏−𝑎 𝑏−𝑎
= ∑ 𝑓(𝑥𝑘 ) − ∑ 𝑓(𝑥𝑘−1 )
𝑛 𝑛
𝑘=1 𝑘=1
𝑛
𝑏−𝑎
= ∑[𝑓(𝑥𝑘 ) − 𝑓 (𝑥𝑘−1 )]
𝑛
𝑘=1
𝑏−𝑎
= [𝑓(𝑥1 ) − 𝑓(𝑥0 ) + 𝑓(𝑥2 ) − 𝑓(𝑥1 ) + 𝑓 (𝑥3 ) − 𝑓(𝑥2 ) + ⋯
𝑛
+ 𝑓(𝑥𝑛 ) − 𝑓(𝑥𝑛−1 )]
𝑏−𝑎 𝑏−𝑎
= [𝑓(𝑥𝑛 ) − 𝑓(𝑥0 )] = [𝑓(𝑏) − 𝑓(𝑎)]
𝑛 𝑛
Now given ∈> 0 we can select n so that
𝑏−𝑎
[𝑓(𝑏) − 𝑓(𝑎)] <∈
𝑛
Hence
𝑏−𝑎
𝑈(𝑓, 𝑃) − 𝐿(𝑓, 𝑃) = [𝑓(𝑏) − 𝑓 (𝑎)] <∈
𝑛
f Ra, b.
(Proved).
f Ba, b .
So for a given ∈> 0 there exists 𝛿 > 0 such that for all x,y∈ [𝑎, 𝑏].
∈
|𝑥 − 𝑦| < 𝛿 => |𝑓(𝑥 ) − 𝑓(𝑦)| < -(2)
𝑏−𝑎
f ( ) sup{ f ( x) : x [ xk 1 , xk ]}
k
f ( ) inf{ f ( x) : x [ xk 1 , xk ]}
k
k 1 k 1
L( f , P) mk ( xk xk 1) f ( )( xk xk 1)
n n
k
k 1 k 1
Now
U ( f , P ) L( f , P )
[ f ( ) f ( )]( xk xk 1)
n
k k
k 1
n
< ( )
b a k 1 xk xk 1
∈
= [𝑥 − 𝑥0 + 𝑥2 − 𝑥1 + 𝑥3 − 𝑥2 + ⋯ + 𝑥𝑛 − 𝑥𝑛−1 ]
𝑏−𝑎 1
∈ ∈
= (𝑥𝑛 − 𝑥0 ) = (𝑏 − 𝑎) =∈.
𝑏−𝑎 𝑏−𝑎
Hence f is Riemann Integrable.
f Ra, b.
=> [𝑥 ] ∈ 𝑅 [𝑎, 𝑏]
But [x] is not a continuous function at the integral point.
(Proved).
Theorem-2:-
Theorem-3:-
(i) 𝑓 + 𝑔 ∈ 𝑅[𝑎, 𝑏]
And also
∫(𝑓 + 𝑔) = ∫ 𝑓 + ∫ 𝑔
∫(𝛼𝑓) = 𝛼 ∫ 𝑓.
(b)- (i) 𝑓 2 ∈ 𝑅[𝑎, 𝑏]
Theorem-2:-
Proof:-
It is given 𝑓, 𝑔 ∈ 𝑅[𝑎, 𝑏]
Since 𝑔 ∈ 𝑅 [𝑎, 𝑏] => −𝑔 ∈ 𝑅[𝑎, 𝑏]
M is the supremum of f - g.
𝑏
=> ∫ (𝑓 − 𝑔) ≤ 𝑀(𝑏 − 𝑎) = 0(𝑏 − 𝑎) = 0.
𝑎
𝑏 𝑏
=> ∫ 𝑓 − ∫ 𝑔 ≤ 0
𝑎 𝑎
𝑏 𝑏
=> ∫ 𝑓 ≤ ∫ 𝑔
𝑎 𝑎
(Proved).
Theorem-3:-
Theorem-4:-
Then
𝑥
∫𝑎 𝑓 ′ (𝑡)𝑑𝑡 = 𝑓(𝑥 ) − 𝑓(𝑎).
Proof:-
(a)- (i)
Hence
𝑥 𝑥
|𝐹 (𝑥 ) − 𝐹 (𝑦)| = | ∫𝑦 𝑓(𝑡)𝑑𝑡| ≤ ∫𝑦 |𝑓 (𝑡)|𝑑𝑡 ≤ 𝑀|𝑥 − 𝑦| -(1)
If |𝑥 − 𝑦| < ∈⁄𝑀
(a)- (ii)
Such that
|𝑡 − 𝑥0 | < 𝛿 => |𝑓(𝑡) − 𝑓(𝑥0 )| <∈.
𝑥0 + ℎ ∈ [𝑎, 𝑏].
Then
𝑥 +ℎ 𝑥
𝐹 (𝑥0 + ℎ) − 𝐹 (𝑥0 ) = ∫𝑎 0 𝑓(𝑡)𝑑𝑡 − ∫𝑎 0 𝑓(𝑡)𝑑𝑡
𝑥 +ℎ 𝑎
= ∫𝑎 0 𝑓(𝑡)𝑑𝑡 + ∫𝑥 𝑓(𝑡)𝑑𝑡
0
𝑥 +ℎ
= ∫𝑥 0 𝑓(𝑡)𝑑𝑡
0
It follows that
𝐹(𝑥0 +ℎ)−𝐹(𝑥0 ) 1 𝑥 +ℎ
= ∫𝑥 0 𝑓 (𝑡)𝑑𝑡
ℎ ℎ 0
𝐹(𝑥0 +ℎ)−𝐹(𝑥0 ) 1 𝑥 +ℎ
=> − 𝑓(𝑥0 ) = ∫𝑥 0 [𝑓(𝑡) − 𝑓 (𝑥0 )]𝑑𝑡
ℎ ℎ 0
We obtained
𝐹(𝑥0 +ℎ)−𝐹(𝑥0 ) 1 𝑥 +ℎ
| − 𝑓(𝑥0 )| ≤ ∫𝑥 0 |𝑓 (𝑡) − 𝑓(𝑥0 )|𝑑𝑡
ℎ ℎ 0
∈ 𝑥 +ℎ
< ∫𝑥 0 𝑑𝑡 =∈.
ℎ 0
Since ∈ is arbitrary
𝐹(𝑥0 +ℎ)−𝐹(𝑥0 )
= 𝑓(𝑥0 )
ℎ
[a,b].
n 𝑓(𝑥𝑘 )−𝑓(𝑥𝑘−1 )
∙ (𝑥𝑘 − 𝑥𝑘−1 )
k 1 (𝑥𝑘 −𝑥𝑘−1 )
= 𝑓(𝑐) − 𝑓(𝑎).
Therefore,𝑓 (𝑐) − 𝑓 (𝑎) = 𝑆(𝑓 ′ , 𝑃, 𝑡)
′
lim 𝑆(𝑓 , 𝑃, 𝑡) = 𝑓 (𝑐) − 𝑓(𝑎)
|| P||0
We know
′ ′ 𝑐
lim 𝑆(𝑓 , 𝑃, 𝑡) = ∫𝑎 𝑓 (𝑡)𝑑𝑡.
|| P||0
(Proved).
Theorem-2:-
(Integration by parts)
Then
𝑏 𝑏
∫𝑎 𝑢(𝑥 )𝑣 ′ (𝑥 )𝑑𝑥 = 𝑢(𝑥 )𝑣 (𝑥 )]𝑏𝑎 − ∫𝑎 𝑢′ (𝑥 )𝑣 (𝑥 )𝑑𝑥 .
Theorem-3:-
(Change of variable)
Then
𝑏 𝑔(𝑏)
∫𝑎 (𝑓𝑜𝑔)(𝑡)𝑔′ (𝑡)𝑑𝑡 = ∫𝑔(𝑎) 𝑓(𝑥 )𝑑𝑥.
4. ANALYSIS
Problem-1:-
Solution:-
1
Here 𝑓 (𝑥 ) =
𝑥2
𝑡𝑘 = √𝑥𝑘−1 ∙ 𝑥𝑘
Now
𝑛
n 1
2 (𝑥𝑘 − 𝑥𝑘−1 )
k 1 (√𝑥𝑘−1 ∙𝑥𝑘 )
n 1
(𝑥𝑘 − 𝑥𝑘−1 )
k 1 𝑥𝑘−1 ∙𝑥𝑘
n 1 1
( − )
k 1 𝑥𝑘−1 𝑥𝑘
1 1 1 1 1 1 1 1
=( − )+( − )+( − ) + ⋯+ ( − )
𝑥0 𝑥1 𝑥1 𝑥2 𝑥2 𝑥3 𝑥𝑛−1 𝑥𝑛
1 1
= −
𝑥0 𝑥𝑛
1 1
= −
𝑎 𝑏
𝑏 𝑑𝑥 1 1
Hence ∫𝑎 lim S ( f , P, t ) lim ( )
𝑥2 || P||0 || P||0 a b
1 1
= − (Proved).
𝑎 𝑏
Problem-2:-
Solution:-
𝑛 𝑛
1 𝑎
1 𝑘 𝑎
∑ 𝑘 = ∑( )
𝑛𝑎+1 𝑛 𝑛
𝑘=1 𝑘=1
Let 𝑓(𝑥 ) = 𝑥 𝑎
1 2 𝑛−1
Let 𝑃 = {0, , , … . . , , 1}
𝑛 𝑛 𝑛
𝑘
𝑡𝑘 = 𝑓𝑜𝑟 𝑘 = 1,2, … …
𝑛
1 1 n
Therefore, = ∫0 𝑥 𝑎 𝑑𝑥 lim 1 𝑓(𝑡𝑘 )
𝑎+1 n n k 1
1 n 𝑘
lim
n
n k 1
( )𝑎
𝑛
1 1
Here we are taking for granted that we know ∫0 𝑥 𝑎 𝑑𝑥 = , 𝑎 > −1.
𝑎+1
Problem-3:-
Show that
1 1 1
∫0 (2𝑥𝑠𝑖𝑛 𝑥 − 𝑐𝑜𝑠 𝑥) 𝑑𝑥 = sin 1.
Solution:-
Let
1
𝑥 2 𝑠𝑖𝑛 , 𝑥 ∈ (0,1].
𝑓(𝑥 ) = { 𝑥
0, 𝑥 = 0.
Then f is differentiable and
1 1
′( 2𝑥𝑠𝑖𝑛 − 𝑐𝑜𝑠 , 𝑥 ∈ (0,1]
𝑓 𝑥) = { 𝑥 𝑥
0, 𝑥 = 0
Since if 𝑓 ∈ 𝐷[𝑎, 𝑏]𝑠𝑢𝑐ℎ 𝑡ℎ𝑎𝑡 𝑓 ′ ∈ 𝑅 [𝑎, 𝑏]. 𝑇ℎ𝑒𝑛
𝑥
∫𝑎 𝑓 ′ (𝑡)𝑑𝑡 = 𝑓(𝑥 ) − 𝑓(𝑎).
1
Therefore, ∫0 𝑓 ′ (𝑥 )𝑑𝑥 = 𝑓(1) − 𝑓(0) = sin 1. (Proved).
5.APPLICATIONS OF
RIEMANN
INTEGRAL
The Riemann integral can be used in many areas. We can use it in
integration as well as differential calculus. They can be applied
from calculus to physics problems.
They can be used in partial differential equations and representation of
functions by the trigonometric series.
The Riemann Integral can also be used for the measurement of distance
traveled by some object since we can easily retrieve average velocity of
journey and total time by the Velocity versus Time graph.
The distance traveled is actually represented by the area under the
given curve.
But at the same time, the bitter truth is that the Riemann integral is
quite difficult to handle. We can see that its definition itself is little
above the math sophistication level of many people. So, it is
bit awkward to use Riemann integral in practical life.
1944.
Springer-Verlag, 1969.
(5)- Knopp, K., Theory and application of infinite series, Blackie, 1964.
1977.
Springer-Verlag, 1980.
1964.