The Definition of the Definite Integral

From the last post, it seems pretty obvious that as the number of rectangles in a Riemann sum increases or, what amounts to the same thing, the width of the sub-intervals decreases, the Riemann sum approaches the area of the region between a graph and the x-axis. The figures below show left-Riemann sums for the function f\left( x \right)=1+{{x}^{2}} on the interval [1, 4]. Hover and click on the figure below.

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As the number of rectangles increase, they fill up more and more of the region. The sums increase, yet, their sum is always less than the area. They form an increasing sequence which is bounded above and therefore approaches its least upper bound (the area) as a limit.

Right-side rectangles work almost the same way. The sums form a decreasing sequence that is bounded below by the area and thus they approach the same limit.

All of the other Riemann sums must be between these two (at least for this example) and thus all approach the same limit.

This limit is called the definite integral for f on the interval [a, b], denoted by the new symbol below.

\displaystyle \underset{n\to \infty }{\mathop{\lim }}\,\sum\limits_{i=1}^{n}{f\left( x_{i}^{*} \right)\left( {{x}_{i}}-{{x}_{i-1}} \right)}=\underset{\Delta x\to 0}{\mathop{\lim }}\,\sum\limits_{i=1}^{n}{f\left( x_{i}^{*} \right)\Delta x=\int_{a}^{b}{f\left( x \right)dx}}

The notation has the advantage of being simpler to write than all the limit stuff and it shows us the interval which the limits do not. (For now consider the dx as a stand-in for \Delta x.)

The disadvantage of the notation is that, as we use it for real applications, the concept of Riemann sums often gets lost. The integrals become formulas and they get memorized but not understood.

Remember: behind every (any, all) definite integral is a Riemann sum.  As we look at applications we should always look for the Riemann sum and how it is set up. This will tell us what the definite integral should be. We will not need to be too fussy about the subscripts and such; in fact, we will almost ignore them, but we will look carefully at the Riemann sum rectangles.

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