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  2. Limits of integration - Wikipedia

    en.wikipedia.org/wiki/Limits_of_integration

    In calculus and mathematical analysis the limits of integration (or bounds of integration) of the integral () of a Riemann integrable function f {\displaystyle f} defined on a closed and bounded interval are the real numbers a {\displaystyle a} and b {\displaystyle b} , in which a {\displaystyle a} is called the lower limit and b {\displaystyle ...

  3. Riemann integral - Wikipedia

    en.wikipedia.org/wiki/Riemann_integral

    In the branch of mathematics known as real analysis, the Riemann integral, created by Bernhard Riemann, was the first rigorous definition of the integral of a function on an interval. It was presented to the faculty at the University of Göttingen in 1854, but not published in a journal until 1868. [ 1 ]

  4. Riemann sum - Wikipedia

    en.wikipedia.org/wiki/Riemann_sum

    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 .

  5. Integral - Wikipedia

    en.wikipedia.org/wiki/Integral

    It is often of interest, both in theory and applications, to be able to pass to the limit under the integral. For instance, a sequence of functions can frequently be constructed that approximate, in a suitable sense, the solution to a problem. Then the integral of the solution function should be the limit of the integrals of the approximations.

  6. Riemann–Stieltjes integral - Wikipedia

    en.wikipedia.org/wiki/Riemann–Stieltjes_integral

    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 .

  7. Nonstandard calculus - Wikipedia

    en.wikipedia.org/wiki/Nonstandard_calculus

    the width of the mesh. In the definition of the Riemann integral, the limit of the Riemann sums is taken as the width of the mesh goes to 0. Theorem: Let f be a real-valued function defined on an interval [a, b]. Then f is Riemann-integrable on [a, b] if and only if for every internal mesh of infinitesimal width, the quantity

  8. Lebesgue integral - Wikipedia

    en.wikipedia.org/wiki/Lebesgue_integral

    The Riemann integral uses the notion of length explicitly. Indeed, the element of calculation for the Riemann integral is the rectangle [a, b] × [c, d], whose area is calculated to be (b − a)(d − c). The quantity b − a is the length of the base of the rectangle and d − c is the height of the rectangle. Riemann could only use planar ...

  9. Improper integral - Wikipedia

    en.wikipedia.org/wiki/Improper_integral

    An improper Riemann integral of the first kind, where the region in the plane implied by the integral is infinite in extent horizontally. The area of such a region, which the integral represents, may be finite (as here) or infinite. An improper Riemann integral of the second kind, where the implied region is infinite vertically.