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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 .
A sequence of Riemann sums over a regular partition of an interval. The number on top is the total area of the rectangles, which converges to the integral of the function. The partition does not need to be regular, as shown here. The approximation works as long as the width of each subdivision tends to zero.
Discrete integral calculus is the study of the definitions, properties, and applications of the Riemann sums. The process of finding the value of a sum is called integration . In technical language, integral calculus studies a certain linear operator .
A converging sequence of Riemann sums. The number in the upper left is the total area of the blue rectangles. They converge to the definite integral of the function. We are describing the area of a rectangle, with the width times the height, and we are adding the areas together.
The Riemann integral is defined in terms of Riemann sums of functions with respect to tagged partitions of an interval. [21] A tagged partition of a closed interval [a, b] on the real line is a finite sequence
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 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 .
A function F(x) is an h-antiderivative of f(x) if D h F(x) = f(x).The h-integral is denoted by ().If a and b differ by an integer multiple of h then the definite integral () is given by a Riemann sum of f(x) on the interval [a, b], partitioned into sub-intervals of equal width h.