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In mathematics, a Riemann sum is a certain kind of approximation of an integral by a finite sum. It is named after nineteenth century German mathematician Bernhard Riemann . One very common application is in numerical integration , i.e., approximating the area of functions or lines on a graph, where it is also known as the rectangle rule .
Loosely speaking, the Riemann integral is the limit of the Riemann sums of a function as the partitions get finer. If the limit exists then the function is said to be integrable (or more specifically Riemann-integrable). The Riemann sum can be made as close as desired to the Riemann integral by making the partition fine enough.
The Riemann integral is defined in terms of Riemann sums of functions with ... which provide the partitioning for Riemann sums. [46] For an example of ...
The Riemann–Stieltjes integral admits integration by parts in the form () = () () ()and the existence of either integral implies the existence of the other. [2]On the other hand, a classical result [3] shows that the integral is well-defined if f is α-Hölder continuous and g is β-Hölder continuous with α + β > 1 .
The trapezoidal rule may be viewed as the result obtained by averaging the left and right Riemann sums, and is sometimes defined this way. The integral can be even better approximated by partitioning the integration interval, applying the trapezoidal rule to each subinterval, and summing the results. In practice, this "chained" (or "composite ...
The value of this limit, should it exist, is the (C, α) sum of the integral. An integral is (C, 0) summable precisely when it exists as an improper integral. However, there are integrals which are (C, α) summable for α > 0 which fail to converge as improper integrals (in the sense of Riemann or Lebesgue). One example is the integral
Abel's summation formula can be generalized to the case where is only assumed to be continuous if the integral is interpreted as a Riemann–Stieltjes integral: ∑ x < n ≤ y a n ϕ ( n ) = A ( y ) ϕ ( y ) − A ( x ) ϕ ( x ) − ∫ x y A ( u ) d ϕ ( u ) . {\displaystyle \sum _{x<n\leq y}a_{n}\phi (n)=A(y)\phi (y)-A(x)\phi (x)-\int _{x ...
An example of Riemann sums for the integral ((+ (+ (+))) +), sampling each interval at right (blue), minimum (red), maximum (green), or left (yellow). Convergence of all four choices to 3.76 occurs as number of intervals increases from 2 to 10 (and implicitly, to ∞).