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Real Analysis                                                   Richa Nandra, Lovely Professional University




                    Notes                         Unit 20: The Riemann Integration


                                     CONTENTS
                                     Objectives
                                     Introduction
                                     20.1 Riemann Integration
                                     20.2 Riemann Integrable Functions

                                     20.3 Algebra of Integrable Functions
                                     20.4 Computing an Integral
                                     20.5 Summary
                                     20.6 Keywords
                                     20.7 Review Questions
                                     20.8 Further Readings

                                   Objectives

                                   After studying this unit, you will be able to:

                                      Define the Riemann Integral of a function
                                      Derive the conditions of  Integrability and determine the  class of functions which are
                                       always integrable
                                      Discuss the algebra of integrable functions

                                      Compute the integral as a limit of a sum
                                   Introduction


                                   You are quite familiar with the words ‘differentiation’ and distinguishing ‘integration’. You
                                   know that in ordinary language, differentiation refers to separating things while integration
                                   means putting  things together.  In  Mathematics,  particularly  in  Calculus  and  Analysis,
                                   differentiation and  integration are considered as some kind of operations on functions. You
                                   have used these operations in our study of Calculus.
                                   There are essentially two ways of describing the operation of integration. One way is to view it
                                   as the inverse operation of differentiation. The other way is to treat it as some sort of limit of a
                                   sum.
                                   The  first  view  gives  rise  to  an  integral  which  is  the  result  of  reversing  the  process  of
                                   differentiation. This is the view which was generally considered during the eighteenth century.
                                   Accordingly, the method is to obtain, from a given function, another function which has the first
                                   function as its derivative. This second function, if it be obtained, is called the indefinite integral
                                   of the first function. This is also called the 'primitive' or  anti-derivative of the first  function.
                                   Thus, the integral of a function f(x) is obtained by finding an anti-derivative or primitive function
                                   F(x) show that F’(x) = f (x). The indefinite integral of f(x), is symbolized by the notation  f(x) dx.







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