Riemann Sums and Bounds

Riemann Sums and Bounds

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From rectangles to area

A definite integral measures accumulated signed area. Before taking a limit, replace the curve by rectangles whose areas are easy to add.

Divide \([a,b]\) into \(n\) equal subintervals. If \(x_r=a+r\Delta x\), then

\[\Delta x=\frac{b-a}{n},\qquad \text{rectangle area}\approx \mathrm{f}(\text{sample point})\,\Delta x.\]

Left and right endpoint sums

Use the left endpoint of each subinterval for \(L_n\), or the right endpoint for \(R_n\). The width is the same; only the sampled height changes.

\[L_n=\Delta x\sum_{r=0}^{n-1}\mathrm{f}(x_r),\qquad R_n=\Delta x\sum_{r=1}^{n}\mathrm{f}(x_r).\]

On \([0,1]\), \(\Delta x=\frac1n\), so

\[L_n=\frac1n\sum_{r=0}^{n-1}\mathrm{f}\!\left(\frac rn\right)=\frac1n\sum_{r=1}^{n}\mathrm{f}\!\left(\frac{r-1}{n}\right),\qquad R_n=\frac1n\sum_{r=1}^{n}\mathrm{f}\!\left(\frac rn\right).\]

Overestimates and underestimates

For the positive curves shown, compare each rectangle with the curve over the same subinterval.

Behaviour of \(\mathrm{f}\)Left sumRight sum
IncreasingUnderestimateOverestimate
DecreasingOverestimateUnderestimate

From estimate to exact value

As \(n\) increases, the rectangles become thinner and the gaps shrink. For an integrable function, both endpoint sums approach the same value.

\[\lim_{n\to\infty}L_n=\lim_{n\to\infty}R_n=\int_a^b \mathrm{f}(x)\,\mathrm{d}x.\]

A Riemann sum is a finite approximation; the definite integral is its limiting value.

Left Riemann Sums

Right Riemann Sums

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Timothy Gan

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