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FOURIER SERIES
THE RIEMANN DARBOUX INTEGRAL
A partition P of the interval [a, b] is a finite set of points {x0 , x1 , .., xn } satisfying a = x0 < x1 < .. <
xn = b. Consider a function f defined and bounded on [a, b].
Xn
Upper Darboux sum of f related to P : Uf (P ) = Mi (xi − xi−1 ) where Mi = sup f (x).
i=1 xi−1 ≤x≤xi
n
X
Lower Darboux sum of f related to P : Lf (P ) = mi (xi − xi−1 ) where mi = inf f (x).
xi−1 ≤x≤xi
i=1
Consider M = sup{f (x) | a ≤ x ≤ b} and m = inf{f (x) | a ≤ x ≤ b}.
For any partition P of [a, b] we have: m(b − a) ≤ Lf (P ) ≤ Uf (P ) ≤ M (b − a).
Lf = {Lf (P ) | P is a partition of [a, b]} and Uf = {Uf (P ) | P is a partition of [a, b]} are bounded sets.
So Lf = sup Lf and Uf = inf Uf exist. Moreover, Lf ≤ Uf .
A function defined and bounded on [a, b] is Riemann-Darboux integrable on [a, b] if Lf = Uf .
Z b
This common value is denoted by f (x) dx = Lf = Uf .
a
Properties of the Riemann-Darboux integral:
If f and g are Riemann-Darboux integrable on [a, b] then all the integrals below exist and
Z b Z b Z b
(1) (α f (x) + β g(x)) dx = α f (x) dx + β g(x) dx for any α, β ∈ R.
Zab Z c Z ab a
Z Z
where f (x)g 0 (x)dx andf 0 (x)g(x)dx represent the set of primitives of f g 0 and f 0 g, respectively.
Z b ¯b Z
¯ b
0 ¯
Consequence: f (x) · g (x) dx = f (x) · g(x)¯ − f 0 (x) · g(x) dx
a ¯ a
a
Change of variables:
If the function g : [α, β] → [a, b] is a continuously differentiable bijection having the property g(α) = a,
g(β) = b and f : [a, b] → R1 is continuous, then
µZ ¶ Z
f (x) dx ◦ g = (f ◦ g)(t) · g 0 (t) dt
Z Z
where f (x)dx and (f ◦ g)(t) · g 0 (t) dt represent the set of primitives of f and (f ◦ g) · g 0 , respectively.
Z g(β) Z β
Consequence: f (x) dx = (f ◦ g)(t) · g 0 (t) dt
g(α) α
Improper integrals:
Let f be a function bounded on [a, ∞) and Riemann-Darboux integrable on [a, b] for every b > a.
Z b Z ∞
If lim f (x) dx exists, then the improper integral of first kind f (x) converges.
b→∞ a a
Let f be a function defined on (a, b] and Riemann-Darboux integrable on [a + ε, b], for ε ∈ (0, b − a).
Z b Z b
If lim+ f (x) dx exists, then the improper integral of second kind f (x) dx converges.
ε→0 a+ε a
Comparison test for improper integrals of first kind:
Let f and g be defined on [a, ∞) and Riemann-Darboux
Z ∞ integrable on [a, b] for
Z ∞every b > a.
Suppose that 0 ≤ f (x) ≤ g(x) for all x ≥ a and g(x) dx converges. Then f (x) dx converges too.
a a
FOURIER SERIES
The Fourier series of a piecewise continuous function f defined on the interval [−π, π] is the series
∞
a0 X
+ (an · cos nx + bn · sin nx)
2 n=1
Z1 Z∞
1 1
7. dx 14. dx
x 1 + | sin x|
0 0