* partition of an intervalIn
mathematics, a
partition of an
interval [
a,
b] on the
real line is a finite
sequence of the form
a =
x0 <
x1 <
x2 < ... <
xn =
b.
Such partitions are used in the theory of the
Riemann integral, the
Riemann-Stieltjes integral and the
regulated integral.
The
norm (or
mesh) of the partition
x0 <
x1 <
x2 < ... <
xnis the length of the longest of these subintervals; it is
max{ |
xi −
xi−1| :
i = 1, ...,
n }.
As the mesh approaches zero, a
Riemann sum based on the partition approaches the Riemann integral.
A
tagged partition is a partition of an interval together with a finite sequence of numbers
t0, ...,
tn−1 subject to the conditions that for each
i,
xi t
i x
i+1.
In other words, it is a partition together with a distinguished
point of every subinterval. The mesh of a tagged partition is defined
the same as for an ordinary partition. We can define a
partial orderon the set of all tagged partitions by saying that one tagged partition
is bigger than another if the bigger one is a refinement of the smaller
one.
Suppose that
together with
are a tagged partition of [
a,
b], and that
together with
are another tagged partition of [
a,
b]. We say that
and
together are a
refinement of
together with
if for each integer
i with
, there is an integer
r(
i) such that
xi =
yr(i) and such that
ti =
sj for some
j with
.
Said more simply, a refinement of a tagged partition takes the starting
partition and adds more tags, but does not take any away.
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*Darboux integralDefinitionA
partition of an interval [
a,
b] is a finite sequence of values
xi such that
Each interval [
xi−1,
xi] is called a
subinterval of the partition. A
refinement of the partition
is a partition
such that for every
i with
there is an integer
r(
i) such that
In other words, to make a refinement, cut the subintervals into smaller pieces and do not remove any existing cuts.
Let ƒ:[
a,
b]→
R be a bounded function, and let
be a partition of [
a,
b]. Let
Lower (green) and upper (green plus lavender) Darboux sums for four subintervals
The
upper Darboux sum of ƒ with respect to
P is
The
lower Darboux sum of ƒ with respect to
P is
The
upper Darboux integral of ƒ is
The
lower Darboux integral of ƒ is
If
Uƒ =
Lƒ, then we say that ƒ is
Darboux-integrable and set
the common value of the upper and lower Darboux integrals.
Facts about the Darboux integralWhen passing to a refinement, the lower sum increases and the upper sum decreases.
If
is a refinement of
then
and
If
P1,
P2 are two partitions of the same interval (one need not be a refinement of the other), then
.
It follows that
Riemann sums always lie between the corresponding lower and upper Darboux sums. Formally, if
and
together make a tagged partition
(as in the definition of the
Riemann integral), and if the Riemann sum of ƒ corresponding to
P and
T is
R, then
.
From the previous fact, Riemann integrals are at least as strong as
Darboux integrals: If the Darboux integral exists, then the upper and
lower Darboux sums corresponding to a sufficiently fine partition will
be close to the value of the integral, so any Riemann sum over the same
partition will also be close to the value of the integral. It is not
hard to see that there is a tagged partition that comes arbitrarily
close to the value of the upper Darboux integral or lower Darboux
integral, and consequently, if the Riemann integral exists, then the
Darboux integral must exist as well.
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