FUNDAMENTALS OF ANALYSIS

W W L CHEN
c

W W L Chen, 1996, 2008.

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Chapter 6
THE RIEMANN INTEGRAL

6.1. Introduction
Suppose that a function f (x) is bounded on the interval [A, B], where A, B R and A < B. Suppose
further that
: A = x0 < x1 < x2 < . . . < xn = B
is a dissection of the interval [A, B].
Definition. The sums
s(f, ) =

n
X

(xi xi1 )

i=1

inf

f (x)

and

S(f, ) =

x[xi1 ,xi ]

n
X

(xi xi1 )

i=1

sup

f (x)

x[xi1 ,xi ]

are called respectively the lower Riemann sum and the upper Riemann sum of f (x) corresponding to
the dissection .
Example 6.1.1. Consider the function f (x) = x2 in the interval [0, 1]. Suppose that n N is given and
fixed. Let us consider a dissection
n : 0 = x0 < x1 < x2 < . . . < xn = 1
of the interval [0, 1], where xi = i/n for every i = 0, 1, 2, . . . , n. For every i = 1, 2, . . . , n, we have
inf
x[xi1 ,xi ]

f (x) =

inf
i1
n

i
x n

Chapter 6 : The Riemann Integral

x2 =

(i 1)2
n2

and

sup
x[xi1 ,xi ]

f (x) =

sup
i1
i
n x n

x2 =

i2
.
n2
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W W L Chen, 1996, 2008

It follows that
s(f, n ) =

n
X
(xi xi1 )
i=1

inf

f (x) =

x[xi1 ,xi ]

n
X
(i 1)2
i=1

n3

(n 1)n(2n 1)
6n3

and
n
X
S(f, n ) =
(xi xi1 )
i=1

n
X
n(n + 1)(2n + 1)
i2
=
.
sup f (x) =
3
n
6n3
x[xi1 ,xi ]
i=1

Note that s(f, n ) S(f, n ), and that both terms converge to

1
3

as n .

THEOREM 6A. Suppose that a function f (x) is bounded on the interval [A, B], where A, B R and
A < B. Suppose further that 0 and are dissections of the interval [A, B], and that 0 . Then
s(f, 0 ) s(f, )

and

S(f, ) S(f, 0 ).

Proof. Suppose that x0 < x00 are consecutive dissection points of 0 , and suppose that
x0 = y0 < y1 < . . . < ym = x00
are all the dissection points of in the interval [x0 , x00 ]. Then, drawing a picture if necessary, it is easy
to see that
m
X

(yi yi1 )

i=1

inf

f (x)

x[yi1 ,yi ]

m
X

(yi yi1 )

i=1

inf

f (x) = (x00 x0 )

sup

f (x) = (x00 x0 )

x[x0 ,x00 ]

inf

f (x)

sup

f (x).

x[x0 ,x00 ]

and
m
X
i=1

(yi yi1 )

sup

f (x)

x[yi1 ,yi ]

m
X
(yi yi1 )

x[x0 ,x00 ]

i=1

x[x0 ,x00 ]

The result follows on summing over all consecutive points of the dissection 0 .
THEOREM 6B. Suppose that a function f (x) is bounded on the interval [A, B], where A, B R and
A < B. Suppose further that 0 and 00 are dissections of the interval [A, B]. Then
s(f, 0 ) S(f, 00 ).
Proof. Consider the dissection = 0 00 of [A, B]. Then it follows from Theorem 6A that
s(f, 0 ) s(f, )

and

S(f, ) S(f, 00 ).

(1)

On the other hand, it is easy to check that

s(f, ) S(f, ).

(2)

The result follows on combining (1) and (2).

Definition. The real numbers
I (f, A, B) = sup s(f, )

and

I + (f, A, B) = inf S(f, ),

where the supremum and infimum are taken over all dissections of [A, B], are called respectively the
lower integral and the upper integral of f (x) over [A, B].
Chapter 6 : The Riemann Integral

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W W L Chen, 1996, 2008

Remark. Since f (x) is bounded on [A, B], it follows that s(f, ) and S(f, ) are bounded above and
below. This guarantees the existence of I (f, A, B) and I + (f, A, B).
THEOREM 6C. Suppose that a function f (x) is bounded on the interval [A, B], where A, B R and
A < B. Then I (f, A, B) I + (f, A, B).
Proof. Suppose that 0 is a dissection of [A, B]. Then it follows from Theorem 6B that
s(f, 0 ) S(f, )
for every dissection of [A, B]. Keeping 0 fixed and taking the infimum over all dissections of
[A, B], we conclude that
s(f, 0 ) inf S(f, ) = I + (f, A, B).

Taking now the supremum over all dissections 0 of [A, B], we conclude that
I + (f, A, B) sup s(f, 0 ) = I (f, A, B).
0

The result follows.

Definition. Suppose that I (f, A, B) = I + (f, A, B). Then we say that the function f (x) is Riemann
integrable over [A, B], denoted by f R([A, B]), and write
Z

f (x) dx = I (f, A, B) = I + (f, A, B).

Example 6.1.2. Let us return to Example 6.1.1, and consider again the function f (x) = x2 in the
interval [0, 1]. Recall that both s(f, n ) and S(f, n ) converge to 31 as n . It follows that
I (f, 0, 1)

1
3

and

I + (f, 0, 1)

1
.
3

In view of Theorem 6C, we must have

I (f, 0, 1) = I + (f, 0, 1) =

1
,
3

so that
Z
0

x2 dx =

1
.
3

We can establish the following characterization of Riemann integrable functions in terms of Riemann
sums.
THEOREM 6D. Suppose that a function f (x) is bounded on the interval [A, B], where A, B R and
A < B. Then the following two statements are equivalent:
(a) f R([A, B]).
(b) Given any  > 0, there exists a dissection of [A, B] such that
S(f, ) s(f, ) < .
Chapter 6 : The Riemann Integral

(3)
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W W L Chen, 1996, 2008

Proof. ((a)(b)) If f R([A, B]), then

sup s(f, ) = inf S(f, ),

(4)

where the supremum and infimum are taken over all dissections of [A, B]. For every  > 0, there exist
dissections 1 and 2 of [A, B] such that
s(f, 1 ) > sup s(f, )


2


S(f, 2 ) < inf S(f, ) + .

(5)

S(f, ) S(f, 2 ).

(6)

and

Let = 1 2 . Then by Theorem 6A, we have

s(f, ) s(f, 1 )

and

The inequality (3) now follows on combining (4)(6).

((b)(a)) Suppose that  > 0 is given. We can choose a dissection of [A, B] such that (3) holds.
Clearly
s(f, ) I (f, A, B) I + (f, A, B) S(f, ).

(7)

Combining (3) and (7), we conclude that 0 I + (f, A, B) I (f, A, B) < . Note now that  > 0
is arbitrary, and that I + (f, A, B) I (f, A, B) is independent of . It follows that we must have
I + (f, A, B) I (f, A, B) = 0.

6.2. Properties of the Riemann Integral

In this section, we shall study some simple but useful properties of the Riemann integral. We begin by
studying the arithmetic of Riemann integrals.
THEOREM 6E. Suppose that f, g R([A, B]), where A, B R and A < B. Then the following
statements hold:
Z B
Z B
Z B
(a) We have f + g R([A, B]), and
(f (x) + g(x)) dx =
f (x) dx +
g(x) dx.
A

(b) For every c R, we have cf R([A, B]), and

Z
cf (x) dx = c

f (x) dx.
A

(c) If f (x) 0 for every x [A, B], then

f (x) dx 0.
A

(d) If f (x) g(x) for every x [A, B], then

f (x) dx
A

g(x) dx.
A

Proof. (a) Since f, g R([A, B]), it follows from Theorem 6D that for every  > 0, there exist dissections
1 and 2 of [A, B] such that
S(f, 1 ) s(f, 1 ) <


2

and

S(g, 2 ) s(g, 2 ) <


.
2

Let = 1 2 . Then in view of Theorem 6A, we have

S(f, ) s(f, ) <


2

and

S(g, ) s(g, ) <


.
2

(8)

Suppose that the dissection is given by : A = x0 < x1 < x2 < . . . < xn = B. It is easy to see that
for every i = 1, . . . , n, we have
sup
x[xi1 ,xi ]
Chapter 6 : The Riemann Integral

(f (x) + g(x))

sup
x[xi1 ,xi ]

f (x) +

sup

g(x)

x[xi1 ,xi ]
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W W L Chen, 1996, 2008

and
(f (x) + g(x))

inf
x[xi1 ,xi ]

inf

f (x) +

x[xi1 ,xi ]

inf

g(x).

x[xi1 ,xi ]

It follows that
S(f + g, ) S(f, ) + S(g, )

and

s(f + g, ) s(f, ) + s(g, ).

(9)

Combining (8) and (9), we have

S(f + g, ) s(f + g, ) (S(f, ) s(f, )) + (S(g, ) s(g, )) < .
It now follows from Theorem 6D that f + g R([A, B]). To establish the second assertion, suppose now
that 1 and 2 are any two dissections of [A, B]. As before, let = 1 2 . Then in view of Theorem
6A and (9), we have
S(f, 1 ) + S(g, 2 ) S(f, ) + S(g, ) S(f + g, ) I + (f + g, A, B),
so that
S(g, 2 ) I + (f + g, A, B) S(f, 1 ).
Keeping 1 fixed and taking the infimum over all dissections 2 of [A, B], we have
I + (g, A, B) I + (f + g, A, B) S(f, 1 ),
so that
S(f, 1 ) I + (f + g, A, B) I + (g, A, B).
Taking the infimum over all dissections 1 of [A, B], we have
I + (f, A, B) I + (f + g, A, B) I + (g, A, B),
so that
I + (f + g, A, B) I + (f, A, B) + I + (g, A, B).

(10)

Similarly, in view of Theorem 6A and (9), we have

s(f, 1 ) + s(g, 2 ) s(f, ) + s(g, ) s(f + g, ) I (f + g, A, B),
so that
s(g, 2 ) I (f + g, A, B) s(f, 1 ).
Keeping 1 fixed and taking the supremum over all dissections 2 of [A, B], we have
I (g, A, B) I (f + g, A, B) s(f, 1 ),
so that
s(f, 1 ) I (f + g, A, B) I (g, A, B).
Taking the supremum over all dissections 1 of [A, B], we have
I (f, A, B) I (f + g, A, B) I (g, A, B),
Chapter 6 : The Riemann Integral

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W W L Chen, 1996, 2008

so that
I (f, A, B) + I (g, A, B) I (f + g, A, B).

(11)

Combining (10) and (11), we have

I (f, A, B) + I (g, A, B) I (f + g, A, B) = I + (f + g, A, B) I + (f, A, B) + I + (g, A, B).

(12)

Clearly I (f, A, B) = I + (f, A, B) and I (g, A, B) = I + (g, A, B), and so equality must hold everywhere
in (12). In particular, we have I + (f, A, B) + I + (g, A, B) = I + (f + g, A, B).
(b) The case c = 0 is trivial. Suppose now that c > 0. Since f R([A, B]), it follows from Theorem
6D that for every  > 0, there exists a dissection of [A, B] such that

S(f, ) s(f, ) < .
c
It is easy to see that
S(cf, ) = cS(f, )

and

s(cf, ) = cs(f, ).

(13)

Hence
S(cf, ) s(cf, ) < .
It follows from Theorem 6D that cf R([A, B]). Also, (13) clearly implies I + (cf, A, B) = cI + (f, A, B).
Suppose next that c < 0. Since f R([A, B]), it follows from Theorem 6D that for every  > 0, there
exists a dissection of [A, B] such that

S(f, ) s(f, ) < .
c
It is easy to see that
S(cf, ) = cs(f, )

and

s(cf, ) = cS(f, ).

(14)

Hence
S(cf, ) s(cf, ) < .
It follows from Theorem 6D that cf R([A, B]). Also, (14) clearly implies I + (cf, A, B) = cI (f, A, B).
(c) Note simply that
Z

f (x) dx (B A)

inf

f (x),

x[A,B]

where the right hand side is the lower sum corresponding to the trivial dissection.
(d) Note that g f R([A, B]) in view of (a) and (b). We apply part (c) to the function g f .
Next, we investigate the question of breaking up the interval [A, B] of integration.
THEOREM 6F. Suppose that f R([A, B]), where A, B R and A < B. Then for every real number
C (A, B), we have f R([A, C]) and f R([C, B]). Furthermore, we have
Z

f (x) dx =
A
Chapter 6 : The Riemann Integral

f (x) dx +
A

f (x) dx.

(15)

C
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W W L Chen, 1996, 2008

Proof. We shall first show that for every C 0 , C 00 R satisfying A C 0 < C 00 B, we have f
R([C 0 , C 00 ]). Since f R([A, B]), it follows from Theorem 6D that given any  > 0, there exists a
dissection of [A, B] such that
S(f, ) s(f, ) < .
It follows from Theorem 6A that the dissection = {C 0 , C 00 } of [A, B] satisfies
S(f, ) s(f, ) < .

(16)

Suppose that the dissection is given by : A = x0 < x1 < x2 < . . . < xn = B. Then there exist
k 0 , k 00 {0, 1, 2, . . . , n} satisfying k 0 < k 00 such that C 0 = xk0 and C 00 = xk00 . It follows that
0 : C 0 = xk0 < xk0 +1 < xk0 +2 < . . . < xk00 = C 00
is a dissection of [C 0 , C 00 ]. Furthermore,
00

S(f, 0 ) s(f, 0 ) =

k
X

!
(xi xi1 )

n
X

f (x)

sup

inf

f (x)

x[xi1 ,xi ]

x[xi1 ,xi ]

i=k0 +1

!
(xi xi1 )

f (x)

sup

inf

f (x)

x[xi1 ,xi ]

x[xi1 ,xi ]

i=1

= S(f, ) s(f, ) < ,

in view of (16). It now follows from Theorem 6D that f R([C 0 , C 00 ]). To establish (15), note that by
definition, we have
Z

f (x) dx = inf S(f, ),

(17)

while
Z

Z
f (x) dx = inf S(f, 1 )
1

and

f (x) dx = inf S(f, 2 ).

2

(18)

Here , 1 and 2 run over all dissections of [A, B], [A, C] and [C, B] respectively. The identity (15)
will follow from (17) and (18) if we can show that
inf S(f, ) = inf S(f, 1 ) + inf S(f, 2 ).

(19)

Suppose first of all that is a dissection of [A, B]. Then we can write {C} = 0 00 , where 0
and 00 are dissections of [A, C] and [C, B] respectively. By Theorem 6A, we have
S(f, ) S(f, {C}) = S(f, 0 ) + S(f, 00 ).
Clearly
S(f, 0 ) + S(f, 00 ) inf S(f, 1 ) + inf S(f, 2 ).
1

Hence
S(f, ) inf S(f, 1 ) + inf S(f, 2 ).
1

Taking the infimum over all dissections of [A, B], we conclude that
inf S(f, ) inf S(f, 1 ) + inf S(f, 2 ).

Chapter 6 : The Riemann Integral

(20)
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To establish the opposite inequality, suppose next that 1 and 2 are dissections of [A, C] and [C, B]
respectively. Then 1 2 is a dissection of [A, B], and
S(f, 1 ) + S(f, 2 ) = S(f, 1 2 ) inf S(f, ).

This implies that

S(f, 1 ) inf S(f, ) S(f, 2 ).

Keeping 2 fixed and taking the infimum over all dissections 1 of [A, C], we have
inf S(f, 1 ) inf S(f, ) S(f, 2 ),
1

and so
S(f, 2 ) inf S(f, ) inf S(f, 1 ).

Taking the infimum over all dissections 2 of [C, B], we have

inf S(f, 2 ) inf S(f, ) inf S(f, 1 ),

and so
inf S(f, 1 ) + inf S(f, 2 ) inf S(f, ).

(21)

The assertion (19) now follows on combining (20) and (21).

Next, we investigate the question of combining two intervals of integration.
THEOREM 6G. Suppose that A, B, C R and A < C < B. Suppose further that f R([A, C]) and
f R([C, B]). Then f R([A, B]). Furthermore,
Z

f (x) dx =
A

f (x) dx +
A

f (x) dx.
C

Proof. Since f R([A, C]) and f R([C, B]), it follows from Theorem 6D that given any  > 0, there
exist dissections 1 and 2 of [A, C] and [C, B] respectively such that
S(f, 1 ) s(f, 1 ) <


2

and

S(f, 2 ) s(f, 2 ) <


.
2

(22)

Clearly = 1 2 is a dissection of [A, B]. Furthermore,

S(f, ) = S(f, 1 ) + S(f, 2 )

and

s(f, ) = s(f, 1 ) + s(f, 2 ).

Hence
S(f, ) s(f, ) = (S(f, 1 ) s(f, 1 )) + (S(f, 2 ) s(f, 2 )) < ,
in view of (22). It now follows from Theorem 6D that f R([A, B]). The last assertion now follows
immediately from Theorem 6F.
Finally, we consider the question of altering the value of the function at a finite number of points.
The following result may be applied a finite number of times.
Chapter 6 : The Riemann Integral

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W W L Chen, 1996, 2008

THEOREM 6H. Suppose that f R([A, B]), where A, B R and A < B. Suppose further that the
real number C [A, B], and that f (x) = g(x) for every x [A, B] except possibly at x = C. Then
g R([A, B]), and
Z B
Z B
g(x) dx.
f (x) dx =
A

Proof. Write h(x) = f (x) g(x) for every x [A, B]. We shall show that
Z B
h(x) dx = 0.
A

Note that h(x) = 0 whenever x 6= C. The case h(C) = 0 is trivial, so we assume, without loss of
generality, that h(C) 6= 0. Given any  > 0, we shall choose a dissection of [A, B] such that C is not
one of the dissection points and such that the subinterval containing C has length less than /|h(C)|.
Since |h(C)| h(C) |h(C)|, it is easy to check that
S(h, ) |h(C)|


<
|h(C)|

and

s(h, ) |h(C)|


> .
|h(C)|

Hence
 < I (h, A, B) I + (h, A, B) < .
Note now that  > 0 is arbitrary, and the terms I (h, A, B) and I + (h, A, B) are independent of . It
follows that we must have I (h, A, B) = I + (h, A, B) = 0. This completes the proof.

6.3. Sufficient Conditions for Integrability

There are a few conditions that guarantee Riemann integrability. Here we shall study two such instances.
Definition. Suppose that f (x) is a function defined on an interval I.
(1) We say that f (x) is increasing in I if f (x1 ) f (x2 ) for every x1 , x2 I satisfying x1 < x2 .
(2) We say that f (x) is decreasing in I if f (x1 ) f (x2 ) for every x1 , x2 I satisfying x1 < x2 .
(3) We say that f (x) is monotonic in I if it is increasing in I or decreasing in I.
Remark. Note that a constant function on an interval I is both increasing in I and decreasing in I.
THEOREM 6J. Suppose that a function f (x) is monotonic in the closed interval [A, B], where
A, B R and A < B. Then f R([A, B]).
Proof. The result is trivial if f (A) = f (B), so we may assume that f (A) 6= f (B). We may further
assume, without loss of generality, that f (x) is increasing in [A, B], so that f (A) < f (B). Given any
 > 0, we shall consider a dissection
: A = x0 < x1 < x2 < . . . < xn = B
of [A, B] such that
xi xi1 <


f (B) f (A)

for every i = 1, . . . , n.

Since f (x) is increasing in [A, B], we have

S(f, ) =

n
X
(xi xi1 )f (xi )
i=1

Chapter 6 : The Riemann Integral

and

s(f, ) =

n
X

(xi xi1 )f (xi1 ),

i=1
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W W L Chen, 1996, 2008

so that
S(f, ) s(f, ) =

n
X
(xi xi1 )(f (xi ) f (xi1 )) <
i=1

X

(f (xi ) f (xi1 )) = .
f (B) f (A) i=1

The result now follows from Theorem 6D.

THEOREM 6K. Suppose that a function f (x) is continuous in the closed interval [A, B], where
A, B R and A < B. Then f R([A, B]).
Here we need the idea of uniformity in continuity.
Definition. A function f (x) is said to be uniformly continuous in an interval I if, given any  > 0,
there exists > 0 such that
|f (x) f (y)| < 

whenever x, y I and |x y| < .

It is easy to show that if f (x) is uniformly continuous in an interval I, then it is continuous in I. The
converse is not true, as can be seen from the following example.
Example 6.3.1. Consider the function f (x) = 1/x in the open interval (0, 1). Then given any > 0,
there exists n N such that n2 > 1 . Note now that


  


1


1
1 
1
1

=1
f 1 f
and

=
< 2 < .




n
n+1
n n+1
n(n + 1)
n
THEOREM 6L. Suppose that a function f (x) is continuous in the closed interval [A, B], where
A, B R and A < B. Then f (x) is uniformly continuous in [A, B].
Proof. Suppose on the contrary that f (x) is not uniformly continuous in [A, B]. Then there exists
 > 0 such that for every n N, there exist xn , yn [A, B] such that
|xn yn | <

1
n

and

|f (xn ) f (yn )| .

The sequence xn is clearly bounded, and so has a convergent subsequence xnp . Suppose that xnp c
as p . Then
|ynp c| |xnp ynp | + |xnp c| 0

as p ,

so that ynp c as p . Suppose first of all that c (A, B). Since f (x) is continuous in [A, B], it is
continuous at c, and so f (xnp ) f (c) and f (ynp ) f (c) as p . Note now that
|f (xnp ) f (ynp )| |f (xnp ) f (c)| + |f (ynp ) f (c)|.
This implies that |f (xnp ) f (ynp )| 0 as p , clearly a contradiction. If c = A or c = B, then
there is only one-sided continuity at c, and the proof requires minor modification.
Proof of Theorem 6K. In view of Theorem 6L, given any  > 0, there exists > 0 such that
|f (x) f (y)| <


BA

whenever x, y [A, B] and |x y| < .

We now consider a dissection

: A = x0 < x1 < x2 < . . . < xn = B
Chapter 6 : The Riemann Integral

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W W L Chen, 1996, 2008

of [A, B] such that

xi xi1 <

for every i = 1, . . . , n.

Then
!

n
X
S(f, ) s(f, ) =
(xi xi1 )

f (x)

sup

inf

f (x)

x[xi1 ,xi ]

x[xi1 ,xi ]

i=1
n

 X
(xi xi1 ) = .
B A i=1

The result now follows from Theorem 6D.

6.4. Integration as the Inverse of Differentiation

In this section, we shall establish the principle that if we can find an indefinite integral, then we can
calculate definite integrals. However, we shall first establish some properties of the indefinite integral.
THEOREM 6M. Suppose that f R([A, B]), where A, B R and A < B. Suppose further that
Z x
F (x) =
f (t) dt
A

for every x [A, B]. Then the following assertions hold:

(a) The function F (x) is continuous in [A, B].
(b) For every a (A, B) such that f (x) is continuous at x = a, we have F 0 (a) = f (a).
Proof. (a) Suppose that a (A, B). Then
Z

a+h

F (a + h) f (a) =

f (t) dt.
a

If h > 0, then it follows from Theorem 6E(d) that

Z

a+h

f (t)

h inf

f (t) dt h sup f (t),

t[A,B]

t[A,B]

so that F (a + h) F (a) 0 as h 0+. An essentially similar argument holds for h < 0 and h 0.
The argument has to be slightly modified if a = A or a = B.
(b) Suppose first of all that h > 0. Then it follows from Theorem 6E(d) that
Z
h

f (t)

inf
t[a,a+h]

a+h

f (t) dt h

sup

f (t),

t[a,a+h]

so that
inf

f (t)

t[a,a+h]

F (a + h) F (a)
sup f (t).
h
t[a,a+h]

If f (x) is continuous at x = a, then

inf

f (t) f (a)

t[a,a+h]

Chapter 6 : The Riemann Integral

and

sup

f (t) f (a)

as h 0+,

t[a,a+h]
page 11 of 14

Fundamentals of Analysis

W W L Chen, 1996, 2008

so that
F (a + h) F (a)
f (a)
h

as h 0 + .

An essentially similar argument holds for h < 0 and h 0.

THEOREM 6N. Suppose that f (x) is continuous in the interval [A, B], where A, B R and A < B.
Suppose further that 0 (x) = f (x) for every x [A, B]. Then for every x [A, B], we have
Z

f (t) dt = (x) (A).

A

Proof. It follows from Theorem 6M that F 0 (x) 0 (x) = 0 for every x (A, B), so that F (x) (x)
is constant in [A, B] by Theorem 5H(a). Since F (A) = 0, we must have F (x) = (x) (a) for every
x [A, B].

6.5. An Important Example

In this section, we shall find a function that is not Riemann integrable. Consider the function
g(x) =

0
1

if x is rational,
if x is irrational.

We know from Theorem 1D that in any open interval, there are rational numbers and irrational numbers.
It follows that in any interval [, ], where < , we have
inf g(x) = 0

and

x[,]

sup g(x) = 1.
x[,]

It follows that for every dissection of [0, 1], we have

s(g, ) = 0

and

S(g, ) = 1,

so that
I (g, 0, 1) = 0 6= 1 = I + (g, 0, 1).
It follows that g(x) is not Riemann integrable over the closed interval [0, 1].
Note, on the other hand, that the rational numbers in [0, 1] are countable, while the irrational numbers
in [0, 1] are not countable. In the sense of cardinality, there are far more irrational numbers than rational
numbers in [0, 1]. However, the definition of the Riemann integral does not highlight this inequality.
We wish therefore to develop a theory of integration more general than Riemann integration. This is
the motivation for the Lebesgue integral.

Chapter 6 : The Riemann Integral

page 12 of 14

Fundamentals of Analysis

W W L Chen, 1996, 2008

Problems for Chapter 6

Z

1. Calculate the integral

x dx by dissecting the interval [0, 1] into equal parts.

0
B

xk dx, where k > 0 is fixed, by dissecting the interval [A, B] into n parts

2. Calculate the integral

A

in geometric progression, so that A < Aq < Aq 2 < . . . < Aq n = B.

Z 2
1
1
3. a) By using the method of Problem 2, prove that
dx = .
2
2
1 x


1
1
1
1
+
+ ... +
= .
b) Deduce that lim n
2
2
2
n
(n + 1)
(n + 2)
(2n)
2
Z

4. Calculate the integral

sin x dx by dissecting the interval [0, ] into equal parts.

0

5. Consider the function f (x) = 1/x in the closed interval [1, 2]. For every n N, let n denote the
dissection of the interval [1, 2] into n subintervals of equal length.
a) Find s(f, n ) and S(f, n ), and show that
S(f, n ) s(f, n ) =

1
.
2n

b) Show that f R([1, 2]).

c) Explain why the value of the integral is equal to


1
1
1
lim
+
+ ... +
.
n n + 1
n+2
2n
6. In this question, we shall try to verify from the definition of the Riemann integral that
Z

f (x) dx =
0

2
,

where f (x) = cos

x
.
2

For every n N, let n denote the dissection of the interval [0, 1] into n subintervals of equal length.
a) Find s(f, n ) and S(f, n ), and show that
S(f, n ) s(f, n ) =

1
.
n

b) Show that f R([0, 1]).

c) Explain why
Z

f (x) dx = lim S(f, n ).

n

d) Note that cos(k 1) = R(ei(k1) ), so that S(f, n ) is the real part of a geometric series. Sum
the geometric series and show that




1
1 ein
1
1i

sin

S(f, n ) = R
,
where =
.
= R
= +
n
1 ei
n
1 ei
(1 cos )
2n
e) Explain why
lim S(f, n ) =

n
Chapter 6 : The Riemann Integral

2
.

page 13 of 14

Fundamentals of Analysis

W W L Chen, 1996, 2008

7. Suppose that a function f (x) is bounded on the closed interval [A, B], where A, B R and A < B.
a) Show that for any closed interval I [A, B],
sup |f (x)| inf |f (x)| sup f (x) inf f (x).
xI

xI

xI

xI

b) Show that for every dissection of the interval [A, B],

S(|f |, ) s(|f |, ) S(f, ) s(f, ).
c) Show that if f R([A, B]), then |f | R([A, B]).
d) Note that |f (x)| f (x) |f (x)| for every x [A, B]. Use this to show that if f R([A, B]),
then
 Z
Z

 B
B


|f (x)| dx.
f (x) dx


 A
A
8. Suppose that f, g R([A, B]), where A, B R and A < B.
a) Show that f 2 R([A, B]).
b) Use part (a) to deduce that f g R([A, B]).
c) Suppose further that m f (x) M and g(x) 0 for every x [A, B]. Show that
Z

g(x) dx

m
A

Z
f (x)g(x) dx M

g(x) dx.
A

d) By considering the integral

Z

(f (x) + g(x))2 dx

for suitable constants and , establish Schwarzs inequality

Z

!2

f (x)g(x) dx
A

Chapter 6 : The Riemann Integral

! Z
f (x) dx

g (x) dx .

page 14 of 14