Left Riemann Sum: \(L_n = \sum_{i=0}^{n-1} f(x_i) \Delta x\) where \(x_i = a + i\Delta x\) and \(\Delta x = \frac{b-a}{n}\).
- Partition the interval \([a,b]\) into \(n\) equal subintervals
- Calculate \(\Delta x = \frac{b-a}{n}\)
- Find left endpoints: \(x_i = a + i\Delta x\) for \(i = 0, 1, ..., n-1\)
- Form the sum: \(L_n = \sum_{i=0}^{n-1} f(x_i) \Delta x\)
- Take the limit: \(\int_a^b f(x)dx = \lim_{n \to \infty} L_n\)
For \(\int_0^2 x^2 dx\), we have \(a = 0\), \(b = 2\)
Divide \([0,2]\) into \(n\) equal subintervals of width \(\Delta x = \frac{2-0}{n} = \frac{2}{n}\)
The left endpoints are: \(x_0 = 0, x_1 = \frac{2}{n}, x_2 = \frac{4}{n}, ..., x_{n-1} = \frac{2(n-1)}{n}\)
In general: \(x_i = \frac{2i}{n}\) for \(i = 0, 1, 2, ..., n-1\)
\(L_n = \sum_{i=0}^{n-1} f(x_i) \Delta x = \sum_{i=0}^{n-1} \left(\frac{2i}{n}\right)^2 \cdot \frac{2}{n}\)
\(L_n = \frac{2}{n} \sum_{i=0}^{n-1} \frac{4i^2}{n^2} = \frac{8}{n^3} \sum_{i=0}^{n-1} i^2\)
\(\sum_{i=0}^{n-1} i^2 = \sum_{i=1}^{n-1} i^2 = \frac{(n-1)n(2n-1)}{6}\)
(Note: The \(i=0\) term is 0, so we can start from \(i=1\))
\(L_n = \frac{8}{n^3} \cdot \frac{(n-1)n(2n-1)}{6} = \frac{8(n-1)(2n-1)}{6n^2}\)
\(L_n = \frac{4(n-1)(2n-1)}{3n^2} = \frac{4(2n^2 - 3n + 1)}{3n^2}\)
\(L_n = \frac{8n^2 - 12n + 4}{3n^2} = \frac{8}{3} - \frac{4}{n} + \frac{4}{3n^2}\)
\(\lim_{n \to \infty} L_n = \lim_{n \to \infty} \left(\frac{8}{3} - \frac{4}{n} + \frac{4}{3n^2}\right) = \frac{8}{3}\)
\(\int_0^2 x^2 dx = \lim_{n \to \infty} \frac{8}{n^3} \sum_{i=0}^{n-1} i^2 = \frac{8}{3}\)
• Definition of definite integral: As limit of Riemann sums
• Sum of squares: \(\sum_{i=1}^{n-1} i^2 = \frac{(n-1)n(2n-1)}{6}\)
• Limit properties: Terms with \(n\) in denominator approach zero
Right Riemann Sum: \(R_n = \sum_{i=1}^{n} f(x_i) \Delta x\) where \(x_i = a + i\Delta x\) and \(\Delta x = \frac{b-a}{n}\).
For \(\int_1^3 \frac{1}{x} dx\), we have \(a = 1\), \(b = 3\)
\(\Delta x = \frac{3-1}{n} = \frac{2}{n}\)
The right endpoints are: \(x_1 = 1 + \frac{2}{n}, x_2 = 1 + \frac{4}{n}, ..., x_n = 1 + \frac{2n}{n} = 3\)
In general: \(x_i = 1 + \frac{2i}{n}\) for \(i = 1, 2, ..., n\)
\(R_n = \sum_{i=1}^{n} f(x_i) \Delta x = \sum_{i=1}^{n} \frac{1}{1 + \frac{2i}{n}} \cdot \frac{2}{n}\)
\(R_n = \frac{2}{n} \sum_{i=1}^{n} \frac{1}{1 + \frac{2i}{n}}\)
For this specific function \(f(x) = \frac{1}{x}\), we know that:
\(\int_1^3 \frac{1}{x} dx = \ln|x| \Big|_1^3 = \ln(3) - \ln(1) = \ln(3)\)
As \(n \to \infty\), the right Riemann sum \(R_n\) approaches \(\ln(3) \approx 1.0986\)
This demonstrates that \(\int_1^3 \frac{1}{x} dx = \lim_{n \to \infty} \frac{2}{n} \sum_{i=1}^{n} \frac{1}{1 + \frac{2i}{n}} = \ln(3)\)
\(\int_1^3 \frac{1}{x} dx = \lim_{n \to \infty} \frac{2}{n} \sum_{i=1}^{n} \frac{1}{1 + \frac{2i}{n}} = \ln(3)\)
• Right endpoint formula: \(x_i = a + i\Delta x\) for \(i = 1, 2, ..., n\)
• Integral of reciprocal: \(\int \frac{1}{x} dx = \ln|x| + C\)
• Logarithmic properties: \(\ln(a) - \ln(b) = \ln(\frac{a}{b})\)
Midpoint Riemann Sum: \(M_n = \sum_{i=1}^{n} f(\bar{x}_i) \Delta x\) where \(\bar{x}_i = a + \left(i - \frac{1}{2}\right)\Delta x\).
For \(\int_0^1 e^x dx\), we have \(a = 0\), \(b = 1\)
\(\Delta x = \frac{1-0}{n} = \frac{1}{n}\)
The midpoints are: \(\bar{x}_1 = \frac{1}{2n}, \bar{x}_2 = \frac{3}{2n}, ..., \bar{x}_n = \frac{2n-1}{2n}\)
In general: \(\bar{x}_i = 0 + \left(i - \frac{1}{2}\right) \cdot \frac{1}{n} = \frac{2i-1}{2n}\) for \(i = 1, 2, ..., n\)
\(M_n = \sum_{i=1}^{n} f(\bar{x}_i) \Delta x = \sum_{i=1}^{n} e^{\frac{2i-1}{2n}} \cdot \frac{1}{n}\)
\(M_n = \frac{1}{n} \sum_{i=1}^{n} e^{\frac{2i-1}{2n}}\)
We know that: \(\int_0^1 e^x dx = e^x \Big|_0^1 = e^1 - e^0 = e - 1\)
As \(n \to \infty\), the midpoint sum \(M_n\) approaches \(e - 1 \approx 1.7183\)
This demonstrates that \(\int_0^1 e^x dx = \lim_{n \to \infty} \frac{1}{n} \sum_{i=1}^{n} e^{\frac{2i-1}{2n}} = e - 1\)
\(\int_0^1 e^x dx = \lim_{n \to \infty} \frac{1}{n} \sum_{i=1}^{n} e^{\frac{2i-1}{2n}} = e - 1\)
• Midpoint formula: \(\bar{x}_i = a + \left(i - \frac{1}{2}\right)\Delta x\)
• Exponential integral: \(\int e^x dx = e^x + C\)
• Exponential properties: \(e^0 = 1\)
Partition: A division of interval \([a,b]\) into \(n\) subintervals
Norm of partition: The length of the largest subinterval
Riemann sum: A sum of the form \(\sum_{i=1}^{n} f(x_i^*) \Delta x_i\) where \(x_i^*\) is in the \(i\)-th subinterval
Definite integral: The limit of Riemann sums as the norm of the partition approaches zero
- Partition the interval: Divide \([a,b]\) into \(n\) subintervals of width \(\Delta x = \frac{b-a}{n}\)
- Choose sample points: Select \(x_i^*\) in each subinterval (left, right, midpoint, or arbitrary)
- Form the sum: Calculate \(R_n = \sum_{i=1}^{n} f(x_i^*) \Delta x\)
- Take the limit: Evaluate \(\lim_{n \to \infty} R_n\)
Trapezoidal Rule: \(T_n = \frac{\Delta x}{2}[f(x_0) + 2f(x_1) + 2f(x_2) + ... + 2f(x_{n-1}) + f(x_n)]\)
For \(\int_0^1 x^3 dx\), we have \(a = 0\), \(b = 1\)
\(\Delta x = \frac{1-0}{n} = \frac{1}{n}\)
All endpoints: \(x_0 = 0, x_1 = \frac{1}{n}, x_2 = \frac{2}{n}, ..., x_n = 1\)
In general: \(x_i = \frac{i}{n}\) for \(i = 0, 1, 2, ..., n\)
\(T_n = \frac{\Delta x}{2}[f(x_0) + 2f(x_1) + 2f(x_2) + ... + 2f(x_{n-1}) + f(x_n)]\)
For \(f(x) = x^3\):
\(T_n = \frac{1/n}{2}[0^3 + 2\left(\frac{1}{n}\right)^3 + 2\left(\frac{2}{n}\right)^3 + ... + 2\left(\frac{n-1}{n}\right)^3 + 1^3]\)
\(T_n = \frac{1}{2n}[0 + 2\sum_{i=1}^{n-1} \left(\frac{i}{n}\right)^3 + 1]\)
\(T_n = \frac{1}{2n}\left[\frac{2}{n^3}\sum_{i=1}^{n-1} i^3 + 1\right]\)
\(\sum_{i=1}^{n-1} i^3 = \left[\frac{(n-1)n}{2}\right]^2\)
\(T_n = \frac{1}{2n}\left[\frac{2}{n^3} \cdot \frac{(n-1)^2n^2}{4} + 1\right]\)
\(T_n = \frac{1}{2n}\left[\frac{(n-1)^2}{2n} + 1\right] = \frac{(n-1)^2}{4n^2} + \frac{1}{2n}\)
\(T_n = \frac{n^2 - 2n + 1}{4n^2} + \frac{1}{2n} = \frac{1}{4} - \frac{1}{2n} + \frac{1}{4n^2} + \frac{1}{2n}\)
\(T_n = \frac{1}{4} + \frac{1}{4n^2}\)
\(\lim_{n \to \infty} T_n = \lim_{n \to \infty} \left(\frac{1}{4} + \frac{1}{4n^2}\right) = \frac{1}{4}\)
\(\int_0^1 x^3 dx = \left[\frac{x^4}{4}\right]_0^1 = \frac{1}{4} - 0 = \frac{1}{4}\)
\(\int_0^1 x^3 dx = \lim_{n \to \infty} T_n = \frac{1}{4}\) where \(T_n = \frac{1}{2n}\left[\frac{2}{n^3}\sum_{i=1}^{n-1} i^3 + 1\right]\).
• Trapezoidal formula: Average of left and right sums
• Sum of cubes: \(\sum_{i=1}^{n} i^3 = \left[\frac{n(n+1)}{2}\right]^2\)
• Limit evaluation: Terms with \(n\) in denominator approach zero
Integrability: A function \(f(x)\) is Riemann integrable on \([a,b]\) if all Riemann sums converge to the same limit as the partition norm approaches zero.
For a continuous function \(f(x)\) on the closed interval \([a,b]\), we know that:
• \(f(x)\) is uniformly continuous on \([a,b]\)
• \(f(x)\) is bounded on \([a,b]\)
• \(f(x)\) is Riemann integrable on \([a,b]\)
Consider the difference between right and left sums:
\(R_n - L_n = \sum_{i=1}^{n} f(x_i) \Delta x - \sum_{i=0}^{n-1} f(x_i) \Delta x\)
\(= \Delta x[f(x_n) - f(x_0)] = \frac{b-a}{n}[f(b) - f(a)]\)
\(\lim_{n \to \infty} (R_n - L_n) = \lim_{n \to \infty} \frac{b-a}{n}[f(b) - f(a)] = 0\)
This shows that \(R_n\) and \(L_n\) approach the same limit.
For the midpoint sum \(M_n\), note that each rectangle has the same width as in \(L_n\) and \(R_n\), but the height is taken at the midpoint of each subinterval.
By the Mean Value Theorem, for each subinterval \([x_{i-1}, x_i]\), there exists a point \(c_i\) such that the area of the midpoint rectangle approximates the area under the curve on that subinterval.
Since \(f\) is continuous, as \(\Delta x \to 0\) (which happens as \(n \to \infty\)), the values \(f(x_{i-1})\), \(f(x_i)\), and \(f(\bar{x}_i)\) all approach the same average value for the subinterval.
This ensures that all Riemann sums converge to the same limit.
Therefore, for any continuous function \(f(x)\) on \([a,b]\):
\(\lim_{n \to \infty} L_n = \lim_{n \to \infty} R_n = \lim_{n \to \infty} M_n = \lim_{n \to \infty} T_n = \int_a^b f(x)dx\)
For continuous functions on \([a,b]\), all Riemann sums (left, right, midpoint, trapezoidal) converge to the same definite integral as \(n \to \infty\).
• Continuity implies integrability: Continuous functions on closed intervals are Riemann integrable
• Uniform continuity: Ensures that function values in small intervals become arbitrarily close
• Limit properties: Differences between different Riemann sums approach zero as \(n \to \infty\)
Darboux sums: Upper sum \(U(f,P) = \sum M_i \Delta x_i\) and lower sum \(L(f,P) = \sum m_i \Delta x_i\) where \(M_i\) and \(m_i\) are the supremum and infimum of \(f\) on the \(i\)-th subinterval.
Integrability criterion: \(f\) is integrable if \(\sup L(f,P) = \inf U(f,P)\) over all partitions \(P\).
Refinement: A partition \(Q\) is a refinement of \(P\) if every point of \(P\) is also in \(Q\).
- Verify integrability: Check if the function satisfies integrability conditions
- Choose partition: Usually uniform partitions with \(\Delta x = \frac{b-a}{n}\)
- Select sample points: Based on the type of Riemann sum needed
- Formulate sum: Express the Riemann sum using sigma notation
- Evaluate limit: Calculate \(\lim_{n \to \infty}\) of the Riemann sum
• Left sum: \(L_n = \sum_{i=0}^{n-1} f(a + i\Delta x) \Delta x\)
• Right sum: \(R_n = \sum_{i=1}^{n} f(a + i\Delta x) \Delta x\)
• Midpoint: \(M_n = \sum_{i=1}^{n} f(a + (i-\frac{1}{2})\Delta x) \Delta x\)
• Trapezoid: \(T_n = \frac{\Delta x}{2}[f(x_0) + 2\sum_{i=1}^{n-1} f(x_i) + f(x_n)]\)
• Standard sums: \(\sum_{i=1}^{n} i^k\) for \(k = 0, 1, 2, 3\)
\(L_n = \frac{1}{n}\sum_{i=0}^{n-1} \left(\frac{i}{n}\right)^2\) (left)
\(R_n = \frac{1}{n}\sum_{i=1}^{n} \left(\frac{i}{n}\right)^2\) (right)
\(M_n = \frac{1}{n}\sum_{i=1}^{n} \left(\frac{i-0.5}{n}\right)^2\) (midpoint)
\(T_n = \frac{1}{2n}[f(0) + 2\sum_{i=1}^{n-1} f(x_i) + f(1)]\) (trapezoidal)
Analysis: The chart shows how different methods converge to the exact value \(\frac{1}{3} \approx 0.333\).
- Left sum: Underestimates (since \(f(x) = x^2\) is increasing)
- Right sum: Overestimates (since \(f(x) = x^2\) is increasing)
- Midpoint sum: Most accurate, converges quadratically
- Trapezoidal sum: Also quadratic convergence