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Real Analysis




                    Notes
                                               n     1     1     1                1
                                   Therefore,  lim å      =   -    dx.  because  lim  = 0.
                                            n¥  r 1    2  0   1 x  2          n¥  n
                                                                 -
                                               =
                                                     æ  r ö
                                                 n 1 + ç ÷
                                                     è  n ø
                                                                                 p
                                   The value of this integral, on the r.h.s. of last equality, is   ,
                                                                                 2
                                                         3  n  n  2
                                          Example: Find  lim å  n  3  .
                                                     n¥  r 1 (3 +  r)
                                                         =
                                   Solution: We have

                                                                         æ       ö
                                                                 n 2    1  ç  1  ÷
                                                                      =  ç        . ÷
                                                                 n
                                                               (3 + r) 3  n ç æ  r ö  3  ÷
                                                                          ç ç  3 +  ÷ ÷
                                                                          è è  n ø ø
                                                                          n
                                   Since the number of terms in the summation is 3 , the resulting definite integral will have the
                                   limits from 0 to 3.
                                               3 n  n 2      3 n  1  1   3  dx
                                   Therefore,  lim å   3  =  lim å        =
                                            n¥  r 1  ( 3 +  r )  n¥  r 1 n (3 r)+  3  0 (3 x)+  3
                                               =
                                                             =
                                                   n
                                   This integral you can evaluate easily.
                                   Self Assessment

                                   Fill in the blanks:
                                   1.  Let P, and P, be two partitions of [a,b]. We say that P, is finer than P, or P , refines P, or P
                                                                                                  2           2
                                       is a refinement of P  if ................., that is, every point of P  is a point of P,.
                                                       1                             1
                                   2.  Let f: [a,b]  R be a bounded function. The infimum or the greatest lower hound of, the set
                                       of ail upper sums is called the  upper (Riemann)  integral of f on [a, b]  and is denoted
                                       by,..........................................

                                   3.  If the partition P  is a refinement of the partition P, of  [a,b], then L(P ,f) £ L(P ,f)  and
                                                     2                                           1       2
                                       .............................................
                                   4.  The  integrability  is  not  affected  even  when  there  are  finites  number  of  points  of
                                       ................................ or the set of points of discontinuity of the function has a finite number
                                       of limit points.
                                   5.  If f : [a, bJ  R is a ......................, then f is integrable over [a, b], that is f Î R(a,b).

                                   20.5 Summary


                                      In this unit, you have been introduced to the concept of integration without bringing in
                                       the idea of differentiation. As upper and lower sums and integrals of a bounded function
                                       f over closed interval [a,b] have been defined. You have seen that upper and lower Riemann
                                       integrals of a bounded function always exist. Only when the upper and lower Riemann
                                       integrals are equal, the function f is said to be Riemann integrable or simply integrable
                                       over [a,b] and we write it as f  Î R [a,b] and the value of the integral of f over [a,b] is




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