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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 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.
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.
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 .
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. The motivation of h-integral comes from the Riemann sum of f(x).
The correspondent integrals coincide. This fact enables to conclude that with the McShane integral one formulates a kind of unification of the integration theory around Riemann sums, which, after all, constitute the origin of that theory. So far is not known an immediate proof of such theorem.
Taking n → ∞, the sum becomes the Riemann sum for the above integral. A mechanical device that computes area integrals is the planimeter , which measures the area of plane figures by tracing them out: this replicates integration in polar coordinates by adding a joint so that the 2-element linkage effects Green's theorem , converting the ...
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 .