§ 01The Problem of Area
Finding the area of a rectangle is trivial. Finding the area under a curved function is not, at least, not directly. Riemann sums solve this by approximating the curved region with objects we can measure.
Given a function f(x) on an interval [a, b], we want to find the area between the curve and the x-axis. The strategy: divide [a, b] into n subintervals of equal width Δx = (b−a)/n, erect a rectangle over each subinterval, and add up all the rectangle areas. As n → ∞ and Δx → 0, the approximation becomes exact.
The partition points are x₀ = a, x₁ = a+Δx, x₂ = a+2Δx, …, xₙ = b.
§ 02The Four Approximation Rules
The height of each rectangle depends on which x-value inside the subinterval we choose to evaluate f at. The four standard choices give four approximation methods.
Height = f at the left endpoint of each subinterval. Overestimates for decreasing f; underestimates for increasing f.
Height = f at the right endpoint. Opposite bias to the left rule. Overestimates for increasing f.
Height = f at the midpoint of each subinterval. Usually the most accurate of the three rectangle rules.
Uses trapezoids instead of rectangles. Averages the left and right sums: Tₙ = (Lₙ+Rₙ)/2. Exact for linear functions.
§ 03Sigma Notation and General Formula
A Riemann sum for a general partition point xᵢ* (chosen anywhere in the i-th subinterval) is written:
where xᵢ* ∈ [xᵢ₋₁, xᵢ] is any sample point in the i-th subinterval.
Three useful sigma identities are needed when evaluating Riemann sums exactly using formulas:
From Riemann Sum to Definite Integral
The definite integral is defined as the limit of any Riemann sum as n → ∞ (provided f is integrable on [a, b]):
The choice of sample point (left, right, midpoint, or any other) does not affect the limit for continuous f, they all converge to the same value.
§ 04Worked Examples
- Δx = (2−0)/4 = 0.5. Partition: 0, 0.5, 1, 1.5, 2.
- Left endpoints: x₀=0, x₁=0.5, x₂=1, x₃=1.5.
- Heights: f(0)=0, f(0.5)=0.25, f(1)=1, f(1.5)=2.25.
- L₄ = 0.5·(0 + 0.25 + 1 + 2.25) = 0.5 · 3.5 = 1.75.
- Same Δx = 0.5. Right endpoints: x₁=0.5, x₂=1, x₃=1.5, x₄=2.
- Heights: f(0.5)=0.25, f(1)=1, f(1.5)=2.25, f(2)=4.
- R₄ = 0.5·(0.25+1+2.25+4) = 0.5·7.5 = 3.75.
- Midpoints: 0.25, 0.75, 1.25, 1.75.
- Heights: (0.25)²=0.0625, (0.75)²=0.5625, (1.25)²=1.5625, (1.75)²=3.0625.
- M₄ = 0.5·(0.0625+0.5625+1.5625+3.0625) = 0.5·5.25 = 2.625.
- T₄ = (Δx/2)·[f(0) + 2f(0.5) + 2f(1) + 2f(1.5) + f(2)]
- = (0.5/2)·[0 + 2(0.25) + 2(1) + 2(2.25) + 4]
- = 0.25·[0 + 0.5 + 2 + 4.5 + 4] = 0.25·11 = 2.75.
- Check: T₄ = (L₄+R₄)/2 = (1.75+3.75)/2 = 2.75 ✓
Derive the exact integral using the limit definition with right endpoints.
- Δx = 1/n. Right endpoint of i-th subinterval: xᵢ = i/n.
- Rₙ = Σᵢ₌₁ⁿ f(i/n)·(1/n) = Σᵢ₌₁ⁿ (i/n)²·(1/n) = (1/n³)·Σᵢ₌₁ⁿ i².
- Using Σi² = n(n+1)(2n+1)/6: Rₙ = (1/n³)·n(n+1)(2n+1)/6 = (n+1)(2n+1)/(6n²)
- Take the limit: lim_{n→∞} (n+1)(2n+1)/(6n²) = lim (2n²+3n+1)/(6n²) = 2/6 = 1/3.
- Δx = (3−1)/5 = 0.4. Right endpoints: 1.4, 1.8, 2.2, 2.6, 3.0.
- Heights: 3(1.4)+1=5.2; 3(1.8)+1=6.4; 3(2.2)+1=7.6; 3(2.6)+1=8.8; 3(3)+1=10.
- R₅ = 0.4·(5.2+6.4+7.6+8.8+10) = 0.4·38 = 15.2.
- Exact: ∫₁³(3x+1)dx = [1.5x²+x]₁³ = (13.5+3)−(1.5+1) = 16.5−2.5 = 14.
When f takes negative values, the Riemann sum includes negative contributions.
- Δx = π/2. Right endpoints: π/2, π, 3π/2, 2π.
- Heights: sin(π/2)=1, sin(π)=0, sin(3π/2)=−1, sin(2π)=0.
- R₄ = (π/2)·(1+0+(−1)+0) = 0.
Identify the corresponding integral from the Riemann sum structure.
- f(xᵢ*) = (i/n)³ suggests f(x) = x³ with xᵢ* = i/n (right endpoint of [0,1]).
- Δx = 1/n, a = 0, b = 1.
- Therefore the limit equals ∫₀¹ x³ dx = [x⁴/4]₀¹ = 1/4.
§ 05Error Bounds and Convergence
How good are these approximations? For smooth functions, the errors can be bounded precisely.
where K₂ = max|f″(x)| on [a,b]. The midpoint rule is exactly twice as accurate as the trapezoidal rule.
| Method | Error Order | Exact for | Best use |
|---|---|---|---|
| Left / Right | O(1/n) | Constant f | Theoretical motivation |
| Midpoint | O(1/n²) | Linear f | Best simple rule |
| Trapezoidal | O(1/n²) | Linear f | Easy to implement |
| Simpson's Rule | O(1/n⁴) | Cubic f | High accuracy |
§ 06Common Mistakes
§ 07Test Yourself — 10-Question Quiz
For f(x) = x² on [0, 1] with n = 4, what is Δx?
Δx = (b−a)/n = (1−0)/4 = 0.25.
Which rule uses trapezoids and equals (Lₙ + Rₙ)/2?
The Trapezoidal Rule connects consecutive function values with straight lines (trapezoids) and equals the average of the left and right sums.
Compute L₄ for f(x) = x² on [0, 1] with n = 4. Enter exact decimal.
- f(0)=0, f(0.25)=0.0625, f(0.5)=0.25, f(0.75)=0.5625.
- Sum = 0.875. L₄ = 0.25 × 0.875 = 0.21875.
For a monotone increasing function, which statement is always true?
For increasing f, the left endpoints give the minimum height in each interval (underestimate) and right endpoints give the maximum (overestimate). So Lₙ ≤ exact ≤ Rₙ.
Evaluate R₄ for f(x) = x² on [0, 1], n = 4. Enter exact decimal.
- Right endpoints: 0.25, 0.5, 0.75, 1.0.
- Heights: 0.0625, 0.25, 0.5625, 1.0. Sum = 1.875.
- R₄ = 0.25 × 1.875 = 0.46875.
What is the value of Σᵢ₌₁⁴ i²?
Using Σi² = n(n+1)(2n+1)/6 with n=4: 4·5·9/6 = 180/6 = 30. Verify: 1+4+9+16 = 30 ✓.
The definite integral is defined as lim_{n→∞} Σ f(xᵢ*)·Δx. For continuous f, does the choice of sample point (left, right, midpoint) affect this limit?
For a continuous (or even Riemann-integrable) function, the limit of any Riemann sum is the same regardless of sample point selection. The choice only affects the approximation quality at finite n, not the limit.
Express lim_{n→∞} (1/n) Σᵢ₌₁ⁿ √(i/n) as a definite integral and give its value to 3 decimal places.
- Identify: f(x)=√x, Δx=1/n, sample point xᵢ*=i/n, so this is ∫₀¹ √x dx.
- = [⅔x^(3/2)]₀¹ = 2/3 ≈ 0.667.
T₄ for f(x) = x² on [0,1] equals (L₄ + R₄)/2. Using L₄ = 0.21875 and R₄ = 0.46875, what is T₄?
T₄ = (0.21875 + 0.46875)/2 = 0.6875/2 = 0.34375. True value = 1/3 ≈ 0.3333. Error ≈ 0.010.
For which type of function is the trapezoidal rule exact (zero error) for any n?
The trapezoidal error bound contains f″. For linear functions f″ = 0, so the error is exactly 0. Each trapezoid fits perfectly under a straight-line segment.
Quiz complete!