So many Integrals – I

Standard
So many Integrals – I

We all know that, area is  the basis of integration theory, just as counting is basis of the real number system. So, we can say:

An integral is a mathematical operator that can be interpreted as an area under curve.

But, in mathematics we have various flavors of integrals named after their discoverers. Since the topic is a bit long, I have divided it into two posts. In this and next post I will write their general form and then will briefly discuss them.

Cauchy Integral

nlc

Newton, Leibniz and Cauchy (left to right)

This was rigorous formulation of Newton’s & Leibniz’s idea of integration, in 1826 by French mathematician, Baron Augustin-Louis Cauchy.

Let f be a positive continuous function defined on an interval [a, b],\quad a, b being real numbers. Let P : a = x_0 < x_1 < x_2<\ldots < x_n = b, n being an integer, be a partition of the interval [a, b] and form the sum

S_p = \sum_{i=1}^n (x_i - x_{i-1}) f(t_i)

where t_i \in [x_{i-1} , x_i]f be such that f(t_i) = \text{Minimum} \{ f(x) : x \in [x_{i-1}, x_{i}]\}

By adding more points to the partition P, we can get a new partition, say P', which we call a ‘refinement’ of P and then form the sum S_{P'}.  It is trivial to see that S_P \leq S_{P'} \leq \text{Area bounded between x-axis and function}f

Since, f is continuous (and positive), then S_P becomes closer and closer to a unique real number, say kf, as we take more and more refined partitions in such a way that |P| := \text{Maximum} \{x_i - x_{i-1}, 1 \leq i \leq n\} becomes closer to zero. Such a limit will be independent of the partitions. The number k is the area bounded by function and x-axis and we call it the Cauchy integral of f over a  to b. Symbolically, \int_{a}^{b} f(x) dx (read as “integral of f(x)dx from a to b”).


 

Riemann Integral

Riemann_3

Riemann

Cauchy’s definition of integral can readily be extended to a bounded function with finitely many discontinuities. Thus, Cauchy integral does not require either the assumption of continuity or any analytical expression of f to prove that the sum S_p indeed converges to a unique real number.

In 1851, a German mathematician, Georg Friedrich Bernhard Riemann gave a more general definition of integral.

Let [a,b] be a closed interval in \mathbb{R}. A finite, ordered set of points P :\{ a = x_0 < x_1 < x_2<\ldots < x_n = b\}, n being an integer, be a partition of the interval [a, b]. Let, I_j denote the interval [x_{j-1}, x_j], j= 1,2,3,\ldots , n. The symbol \Delta_j denotes the length of I_j. The mesh of P, denoted by m(P), is defined to be max\Delta_j.

Now, let f be a function defined on interval [a,b]. If, for each j, s_j is an element of I_j, then we define:

S_P = \sum_{j=1}^n f(s_j) \Delta_j

Further, we say that S_P tend to a limit k as m(P) tends to 0 if, for any \epsilon > 0, there is a \delta >0 such that, if P is any partition of [a,b] with m(P) < \delta, then |S_P - k| < \epsilon for every choice of s_j \in I_j.

Now, if S_P tends to a finite limit as m(P) tends to zero, the value of the limit is called Riemann integral of f over [a,b] and is denoted by \int_{a}^{b} f(x) dx


 

Darboux Integral

Darboux.jpg

Darboux

In 1875, a French mathematician, Jean Gaston Darboux  gave his way of looking at the Riemann integral, defining upper and lower sums and defining a function to be integrable if the difference between the upper and lower sums tends to zero as the mesh size gets smaller.

Let f be a bounded function defined on an interval [a, b],\quad a, b being real numbers. Let P : a = x_0 < x_1 < x_2<\ldots < x_n = b, n being an integer, be a partition of the interval [a, b] and form the sum

S_P = \sum_{i=1}^n (x_i - x_{i-1}) f(t_i), \quad \overline{S}_P =\sum_{i=1}^n (x_i - x_{i-1}) f(s_i)

where t_i,s_i \in [x_{i-1} , x_i] be such that

f(t_i) = \text{sup} \{ f(x) : x \in [x_{i-1}, x_{i}]\},

f(s_i) = \text{inf} \{ f(x) : x \in [x_{i-1}, x_{i}]\}

The sums S_P and \overline{S}_P represent the areas and  S_P \leq \text{Area bounded by curve} \leq \overline{S}_P. Moreover, if P' is a refinement of P, then

S_p \leq S_{P'} \leq \text{Area bounded by curve} \leq \overline{S}_{P'} \leq \overline{S}_{P}

Using the boundedness of f, one can show that S_P, \overline{S}_P converge as the partition get’s finer and finer, that is |P| := \text{Maximum}\{x_i - x_{i-1}, 1 \leq i \leq n\} \rightarrow 0, to some real numbers, say k_1, k_2 respectively. Then:

k_l \leq \text{Area bounnded by the curve} \leq k_2

If k_l = k_2 , then we have \int_{a}^{b} f(x) dx = k_l = k_2.


There are two more flavours of integrals which I will discuss in next post. (namely, Stieltjes Integral and Lebesgue Integral)

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3 responses »

  1. Pingback: Integration & Summation | Gaurish4Math

  2. Pingback: So many Integrals – II | Gaurish4Math

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