Chapter1: Simple and Multiple Integrals
Course instructor: Dr. Amele TAÏEB
30/03/2024
Chapter 1
Simple and multiple integrals
1.1 Reminders on the Riemann integral and
on the calculation of primitives
Let f be a function defined on [a; b], such that for all x ∈ [a; b]; f (x) ≥ 0.
1.1.1 Riemann integral
We call subdivision ∆ of the interval [a; b] a finite set of n+1 reals {xp ∈ [a; b] : 0 ≤ p ≤ n},
with x0 = a, xn = b; ∀p; xp ≤ xp+1 . δ (∆) = max (xp+1 − xp ) is called the
0≤p≤n−1
”step” of ∆.
Definition 1 We consider a subdivision ∆ on [a; b] and we choose αi ∈
[xi , xi+1 ) , we call the Riemann sumPrelative to subdivision ∆ at the choice of
(αi )0≤i≤n−1 ,the sum R (f, ∆, α) = n−1 i=0 f (αi ) (xi+1 − xi ) .
Geometrically
Definition 2 We say that the function f is Riemann-integrable if lim R (f, ∆, α) =
δ(∆)→0
Rb Rb
I is finite for all α. I = a f (x) dx = a f.
1
Example 3 xi = ni , 0 ≤ i ≤ n is a subdivision of the interval [0; 1]. f (x) =
x on tne interval [0; 1], we have
1
(xi+1 − xi ) = , 0 ≤ i ≤ n,
n
the sum
n−1 Xn−1
X i i+1 i i n (n − 1)
− = = ,
i=0
n n n i=0
n2 2n2
is a Riemann sum of the function f (x) = x on tne interval [0; 1].
1.1.2 Darboux sums
Definition 4 We consider a subdivision ∆ on [a; b] and we choose:
mi = inf |f (x)| and Mi = sup |f (x)| .
xi ∈[xi ,xi+1 ) xi ∈[xi ,xi+1 )
The following two sums
n−1
X
S (f, ∆) = Mi (xi+1 − xi ) ,
i=0
n−1
X
s (f, ∆) = mi (xi+1 − xi ) ,
i=0
called respectively lower and upper Darboux sums.
Theorem 5 If lim S (f, ∆) = lim s (f, ∆) , then f is Riemann-integrable.
δ(∆)→+∞ δ(∆)→+∞
Proposition 6 Any continuous function on an interval I is a Riemann-
integrable function on I.
Example 7 xi = ni , 0 ≤ i ≤ n is a subdivision of the interval [0; 1]. f (x) =
x on tne interval [0; 1], we have:
1
(xi+1 − xi ) = , 0 ≤ i ≤ n,
n
i i+1
mi = inf |f (x)| = and Mi = sup |f (x)| = .
xi ∈[xi ,xi+1 ) n xi ∈[xi ,xi+1 ) n
2
We calculate the two Darboux sums:
n−1 n−1
X X i+1 n (n + 1)
S (f, ∆) = Mi (xi+1 − xi ) = = ,
i=0 i=0
n2 2n2
n−1 n−1
X X i n (n − 1)
s (f, ∆) = mi (xi+1 − xi ) = 2
= .
i=0 i=0
n 2n2
It is noted that
1
lim S (f, ∆) = s (f, ∆) = ,
lim
δ(∆)→+∞ δ(∆)→+∞ 2
so f is Riemann-integrable.
1.1.3 Properties of the Riemann integral
Let f and g be two functions, λ ∈ R and a, b, c ∈ R : a ≤ c ≤ b,we have:
1. If the function f is integrable on the intervals [a; c] and [c; b], it is inte-
grable on the interval [a; b] and we have:
Z b Z c Z b
f (x) dx = f (x) dx + f (x) dx.
a a c
2. If the function f is integrable on the interval [a; b] and f ≥ 0 then
Rb
a
f (x) dx ≥ 0.
3. If the function f is integrable on the interval [a; b] and λ ∈ R then the
function λf f is integrable on the interval [a; b].
Z b Z b
λf (x) dx = λ f (x) dx.
a a
4. If the function f and g are integrable on the interval [a; b],then
Z b Z b Z b
(f (x) + g (x)) dx = f (x) dx + g (x) dx.
a a a
3
Let f be an integrable function on [a; b],
Average value: We call average of f on [a; b] the number
Z b
1
m= f (x) dx.
b−a a
Example 8 We calculate the average of the squares of the real numbers
between 0 and 1. Z 1
1
x2 dx = .
0 3
Effective value: The effective value of f on [a; b] is called the number
v such that
1
v2 = (f (x))2 dx.
b−a
√
Example 9 We calculate the effective value of the function f (x) = x on
[0, 1]. Z 1
1 1
xdx = and v = √ .
0 2 2
1.2 Calculation of primitives (Indefinite inte-
gral)
F :I→R
Definition 10 Let f be a continuous function on I. It is said that
0
is a primitive of f on I if the derivative of F gives f F = f .We then get
into the habit of writing any primitive of f in the form:
Z
F (x) = f (x) dx,
and is also called the indefinite integral of f.
Remark 11 The primitive of a function if it exists is not unique.
Example 12 Let f : R → R defined by f (x) = x. Then, F : R → R defined
2 2
by F (x) = x2 is a primitive of f. Also, F (x) = x2 + 2 is a primitive of f.
