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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–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 Darboux integral, which is defined by Darboux sums (restricted Riemann sums) yet is equivalent to the Riemann integral. A function is Darboux-integrable if and only if it is Riemann-integrable. Darboux integrals have the advantage of being easier to define than Riemann integrals.
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 ∞).
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 ...
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 partition of an interval being used in a Riemann sum. The partition itself is shown in grey at the bottom, with the norm of the partition indicated in red. In mathematics, a partition of an interval [a, b] on the real line is a finite sequence x 0, x 1, x 2, …, x n of real numbers such that a = x 0 < x 1 < x 2 < … < x n = b.