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Riemann sum (Definition)

Let $ I=[a,b]$ be a closed interval, $ f: I \rightarrow \mathbb{R}$ be bounded on $ I$, $ n \in \mathbb{N}$, and $ P = \{[x_0, x_1), [x_1, x_2), \dots [x_{n-1}, x_n]\}$ be a partition of $ I$. The Riemann sum of $ f$ over $ I$ with respect to the partition $ P$ is defined as

$\displaystyle S=\sum_{j=1}^n f(c_j)(x_j-x_{j-1})$

where $ c_j \in [x_{j-1},x_j]$ is chosen arbitrary.

If $ c_j=x_{j-1}$ for all $ j$, then $ S$ is called a left Riemann sum.

If $ c_j=x_j$ for all $ j$, then $ S$ is called a right Riemann sum.

Equivalently, the Riemann sum can be defined as

$\displaystyle S=\sum_{j=1}^n b_j(x_j-x_{j-1})$

where $ b_j \in \{ f(x):x\in[x_{j-1},x_j]\}$ is chosen arbitrarily.

If $ \displaystyle b_j=\sup_{x\in[x_{j-1},x_j]} f(x)$, then $ S$ is called an upper Riemann sum.

If $ \displaystyle b_j=\inf_{x\in[x_{j-1},x_j]} f(x)$, then $ S$ is called a lower Riemann sum.

For some examples of Riemann sums, see the entry examples of estimating a Riemann integral.



"Riemann sum" is owned by Wkbj79. [ full author list (3) | owner history (2) ]
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See Also: Riemann integral, Riemann-Stieltjes integral, left hand rule, right hand rule, midpoint rule

Also defines:  left Riemann sum, right Riemann sum, upper Riemann sum, lower Riemann sum
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Cross-references: examples of estimating a Riemann integral, partition, bounded, closed interval
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This is version 9 of Riemann sum, born on 2001-10-19, modified 2007-05-18.
Object id is 368, canonical name is RiemannSum.
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Classification:
AMS MSC26A42 (Real functions :: Functions of one variable :: Integrals of Riemann, Stieltjes and Lebesgue type)

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