Riemann integral

Let f(x) be defined on [𝒶,𝒷]. We say 𝒥 is the definite (Riemann) integral of f(x) over [𝒶,𝒷] if

∀ε∈ ℝ+ , ∃δ(ε) ∈ℝ+ : ∀𝒫, |𝒫|< δ(ε) , 𝒸i∈ [χ i-1 ,χi] ⇒ | 𝒥- ∑ κ=1 n f (𝒸i) Δχi | <ε
∫ 𝒶 𝒷 f(x) ⅆx = lim n→∞ ∑ κ=1 n f (𝒸i) Δχ = lim n→∞ ∑ κ=1 n f (𝒸i) 𝒷-𝒶 n = lim n→∞ ∑ κ=1 n f( 𝒶+κ⁢ 𝒷-𝒶 n ) 𝒷-𝒶 n = …

If f(x) is continuous on [𝒶,𝒷], or has at most finitely many jump discontinuities then f(x) is integrable over [𝒶,𝒷].

Area

If f(x) is non-negative and integrable over [𝒶,𝒷], then the area under the curve y= f(x) over the interval [𝒶,𝒷] is

𝒜= ∫ 𝒶 𝒷 f(x) ⅆx
net signed area
∫ 𝒶 𝒷 f(x) ⅆx
net area
∫ 𝒶 𝒷 | f(x) | ⅆx

Examples

Evaluate ∫ 0 1 f(x) ⅆx for

f(x) = x2 f(x) = { 1, x∈ℚ 0, x∈ℝ∖ℚ

Find the area under the curve

f(x) = 9-( x-4 )2

Find the net area and the net signed area under the curve

f(x) = x-2

over [-3,3], [-1,5] and [0,6].

Suppose

∫ 0 8 f(x) ⅆx =10 ∫ 0 5 f(x) ⅆx =3

Evaluate

∫ 0 8 f(x) ⅆx

Estimate

∫ 0 1 ℯ -x2 ⅆx

Find the average value of f(x) =x+1 on [1,6]

Find the average value of

f(x) = 9-( x-3 )2

Properties of definite integral

Sum rules

1. ∫ 𝒶 𝒷 𝒸 ⅆx = 𝒸⁢ (𝒷-𝒶) 2. ∫ 𝒶 𝒷 ( α⁢ f(x) +β⁢ g(x) ) ⅆx = α⁢ ∫ 𝒶 𝒷 f(x) ⅆx + β⁢ ∫ 𝒶 𝒷 g(x) ⅆx

Area rules

1. ∫ 𝒶 𝒶 f(x) ⅆx = 0 2. ∫ 𝒶 𝒷 f(x) ⅆx = - ∫ 𝒷 𝒶 f(x) ⅆx 3. ∫ 𝒶 𝒸 f(x) ⅆx = ∫ 𝒶 𝒷 f(x) ⅆx + ∫ 𝒷 𝒸 f(x) ⅆx

Comparison rules

If g(x) ≤ f(x) for every x in the interval [𝒶,𝒷] then

∫ 𝒶 𝒷 g(x) ⅆx ≤ ∫ 𝒶 𝒷 f(x) ⅆx

If 𝓁≤ f(x) ≤ 𝓊 for every x in the interval [𝒶,𝒷] then

𝓁⁢ (𝒷-𝒶) ≤ ∫ 𝒶 𝒷 f(x) ⅆx ≤ 𝓊⁢ (𝒷-𝒶)

Mean

Let f(x) be integrable on [𝒶,𝒷]. The average value of the function on the interval is

fave= 1 𝒷-𝒶 ∫ 𝒶 𝒷 f(x) ⅆx