Definite integral 2026-10-14
A definite integral accumulates an integrand between specified endpoints, retaining the sign of each contribution. For a real-valued function on a finite real interval, a finite definite integral is a scalar; an indefinite integral describes a family of antiderivatives. The lower and upper limits of integration specify where accumulation starts and ends. The integration variable is a placeholder: .
This is useful whenever a varying rate must be converted into a total change. For motion along a straight line with continuous velocity and position satisfying , the fundamental theorem of calculus gives displacement, while accumulating speed gives the distance traveled from velocity:
Negative velocity reduces displacement while adding to the distance traveled from velocity. The physical dimension of a definite integral is the product of the integrand's physical dimension and the integration variable's physical dimension: here . An area on a rate graph need not be a spatial area.[ref]
As an explicitly synthetic motion model, let for , with . Using numerical values in seconds and metres, an antiderivative gives . The velocity changes sign at : the model first moves m in the negative direction, then m in the positive direction. Its displacement is m, and its distance traveled from velocity is m. The initial position fixes the constant of integration, but does not change either accumulated quantity.
Figure 1.
Synthetic variable velocity model with displacement 3 metres and distance traveled 5 metres over three seconds
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Orientation matters independently of whether the integrand is positive or negative. For a function integrable on the interval containing the endpoints, use the conventions
For the preceding velocity model, accumulation from seconds back to seconds gives m. Reversing the bounds of the speed integral gives m, which is an oriented integral, not a negative distance traveled from velocity; physical elapsed-time totals use the earlier endpoint first. The splitting rule holds even when is outside the interval between and , provided integrability holds on the interval containing all three endpoints.[ref]
Existence needs hypotheses. For a bounded function on with , a finite Riemann integral exists when every tagged Riemann sum approaches the same value as the largest cell width tends to zero:
The limit must be independent of both the partition of an interval and the tags. Merely making the number of cells large can leave a wide cell unresolved. On a finite closed interval, every continuous function, and every bounded function that is continuous except at finitely many points, is Riemann integrable.[ref] Boundedness alone is insufficient: the Dirichlet function on is on the rational numbers and on the irrational numbers. Tags can all be chosen rational or all irrational, giving Riemann sums of or at arbitrarily small cell widths.[ref]
For a finite signed Lebesgue integral, the condition is instead that be a measurable function for Lebesgue measure and . A measurable function for Lebesgue measure that is also a bounded function on a finite interval satisfies this condition since gives . The Dirichlet function therefore has Lebesgue integral zero: the rational numbers form a null set, so it equals zero Lebesgue almost everywhere. The Riemann integral and Lebesgue integral agree for the continuous functions used in the diagrams.[ref] An unbounded integrand or infinite endpoint requires further analysis, for example the limits defining an improper integral; the notation alone does not establish convergence.
A left-continuous cumulative function of an atomic measure with positive masses at a dense countable set has dense discontinuities. Nevertheless it is bounded and monotone on a compact interval, hence a Riemann-integrable function. Finite step-function sums approximate it uniformly because the positive masses are summable. Thus dense discontinuities do not imply failure of the Riemann integral.
If are continuous functions, , and is a nondecreasing monotonic function, there is satisfying the identity in the title. It expresses the weighted integral as a mixture of the two endpoint values of , with the split occurring in the accumulated weight.
Put and . The monotonicity of the Riemann integral gives . The function is continuous; indeed, by the extreme value theorem and the triangle inequality for the Riemann integral. Therefore
is continuous, with and . The intermediate value theorem gives . If the endpoint values coincide, the bounds force to have that common value and an endpoint works. The proof covers zero total weight and a degenerate interval without division.
For a nonnegative Riemann-integrable function and an interval partition,
Every factor is nonnegative, so multiplication of is legitimate. The final step uses the lower-sum bound on the Riemann integral.
Let consist of numbers whose decimal digits all lie in a fixed set with digits. The allowed prefixes give closed decimal intervals of length covering , with no endpoints in . A partition of an interval at those endpoints gives an upper Darboux sum at most . Every cell contains a terminating decimal outside , so the lower Darboux sum is zero. Thus the indicator function is Riemann integrable with Riemann integral zero. Such sets illustrate how an uncountable set may have an integrable indicator function of zero integral.
Integral Created 2026-09-24 Updated 2026-10-18
An integral adds up contributions of a function across a domain of integration. For a continuous function on , the Riemann integral is the common limit of its Riemann sums as the largest subinterval width tends to zero:
Each product combines a value with the width over which it acts. When is nonnegative, the result is the area beneath its graph; values below the horizontal axis contribute with the opposite sign. The signed area under a graph can therefore vanish even when the graph encloses nonzero geometric area.
For a velocity on , use equal time steps. The left and right Riemann sums are
Because the function is increasing, they bound the integral. With six steps they give and ; with sixty steps they give and . Both approach the same total, . This is accumulation made exact by refining finite measurements.
Figure 1.
Left and right Riemann sums bracket the accumulated displacement of a particle with velocity 1 + 2t
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An integral retains units: velocity times time gives displacement, and a probability density function integrated over an interval gives a probability. Weighting a density by a function gives its expectation. The same operation serves different subjects because it expresses a common pattern, value multiplied by extent, then accumulated.
The fundamental theorem of calculus often evaluates a definite integral by finding an antiderivative, but a finite sum or a numerical approximation is still useful when no convenient antiderivative is available. An indefinite integral denotes a family of antiderivatives; a definite integral denotes an accumulated value between specified endpoints. More general constructions, including Lebesgue integration, extend the class of functions and domains that can be handled.
Lebesgue integral Created 2026-09-29 Updated 2026-10-14
For a nonnegative measurable function on a measure space, define
The supremum may be infinite. A simple function assigns finitely many heights to measurable sets, so its integral is height times measure, summed over those pieces. This definition groups points by their values rather than requiring a partition into short intervals. See MIT lecture 11, Definition 108.
A real-valued function is Lebesgue integrable when . Its integral is , where is its positive part and . This finiteness requirement avoids subtracting two infinities. For functions taking values in the complex numbers, integrate the real part and imaginary part separately.
Consider the Dirichlet function on . It is a simple function, and
Its Riemann integral does not exist. For every partition of an interval , each nondegenerate contains both rational numbers and irrational numbers, by their respective density of the rational numbers and density of the irrational numbers. Thus its infimum there is and its supremum is . The lower Darboux sum is , whereas the upper Darboux sum is . Refinement never closes this gap. A finite scatterplot cannot represent this behavior: the assertion concerns every subinterval and every partition of an interval.
Another view builds the Lebesgue integral from horizontal layers. For any nonnegative measurable function, the layer cake representation states
Both sides may be infinite. The right side integrates the measure of a superlevel set against Lebesgue measure in the height variable . See Gautam Iyer's measure theory notes, Theorem 9.5.
For on with Lebesgue measure, the superlevel set at is , of Lebesgue measure ; for it is empty. Consequently
At height , the layer extends from to , a width of . The picture shows why the same area can be accumulated vertically or horizontally. In a probability space, the identical formula expresses the expected value of a nonnegative random variable through its exceedance probabilities.
Figure 1.
Integrating by horizontal layers and their widths
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A proof outline avoids extra assumptions on the measure space. For a nonnegative simple function with disjoint measurable sets , the superlevel set has measure . Integrating this finite sum gives . Next use approximation by nonnegative simple functions . For every , the superlevel sets increase to . Continuity from below of a measure and the monotone convergence theorem on the height variable give the formula for .
Augustin-Louis Cauchy's importance lies in the interaction of foundations, methods and applications. He made the justification of limits, series and integrals a programme for teaching and research; developed complex analysis into a source of powerful general methods; and contributed to permutation groups, geometry and continuum mechanics. His work is best assessed through particular achievements and their limitations, rather than by treating every theorem now bearing his name as a modern statement he already possessed. His engineering training and subsequent mathematical career also make a rigid separation of pure and applied work historically unhelpful.[ref]
The Cours d'analyse by Augustin-Louis Cauchy (1821) makes convergence a condition requiring argument. A series is studied through its partial sums; a limit describes a variable approaching a fixed value; an infinitesimal is a variable tending to zero, rather than simply a mysterious fixed quantity smaller than every positive number. The introduction explicitly challenges unrestricted transfers of rules from finite expressions to infinite ones. This is not an abandonment of calculation: it seeks to identify when calculations are valid.[ref]
For example, the Cauchy criterion for series asks whether tails can all be made small:
This is a modern formulation of the convergence requirement, with the completeness of the real numbers understood. Merely requiring is weaker. In the harmonic series, grouping the terms from to gives a block of at least , so its tails cannot satisfy the criterion. In contrast, the root test compares a tail with a geometric series: if , then eventually , which proves absolute convergence. Such arguments explain the usefulness of convergence tests instead of reducing Augustin-Louis Cauchy's contribution to a vocabulary of definitions.
His Résumé des leçons sur le calcul infinitésimal by Augustin-Louis Cauchy (1823) extends the programme to differentiation and integration. For a continuous function on a compact interval, an integral can be approached through sums of values times subinterval lengths. A modern justification uses uniform continuity: for a partition of mesh at most , two choices of sample points give sums differing by at most , where the modulus of continuity tends to zero. Refinement then establishes the common limit. This reconstruction makes clear why control of error, rather than a geometrical picture of area alone, is decisive. It does not attribute the later full Riemann integral theory for discontinuous functions to the 1823 text.[ref]
The achievement has limits. The 1821 Sum theorem of Cauchy asserts continuity of sums of convergent series of continuous functions in terms that, under a pointwise reading, are insufficient. The original proof treats the tail as negligible without establishing the uniform control needed near the point concerned. A modern diagnostic is on : every is continuous, but its pointwise limit is zero for and one at . Thus a proof must distinguish pointwise convergence from uniform convergence. Augustin-Louis Cauchy's use of variable and infinitesimal language deserves historical interpretation, but it does not license silently importing modern hypotheses into his printed theorem.[ref]
In complex analysis, the Mémoire sur les intégrales définies, prises entre des limites imaginaires by Augustin-Louis Cauchy (1825) exemplifies a new productive setting for integration. A contour integral depends on a path in the complex plane; deforming that path and accounting for isolated singularities can evaluate otherwise difficult definite integrals. In modern form, Cauchy's integral theorem applies to a holomorphic function on a suitable domain and Cauchy integral formula states, for a circle enclosing and lying with its interior in that domain,
The importance is structural: local values and derivatives are determined by data on a surrounding path. Historical proofs and hypotheses should be distinguished from later general forms of the theorem.[ref]
A short modern consequence measures the power of this method. For an entire function bounded by , the derivative version of Cauchy integral formula on a circle of radius gives . Since is arbitrary, , proving Liouville's theorem. If a nonconstant polynomial had no root, then would be an entire function, bounded outside a large disc by the leading term and inside the disc by compactness. Liouville's theorem would force it to be constant, a contradiction. This proves the fundamental theorem of algebra. The chain is an assessment of the reach of the methods, not a claim that Augustin-Louis Cauchy alone originated every named result.
Augustin-Louis Cauchy's algebra concerns concrete permutations as well as analytical formulas. His 1845 investigations developed the theory of substitutions; Cauchy theorem for groups says that a prime number dividing a finite group order occurs as an element order. One can appreciate its generality from a modern argument: rotate the coordinates of the tuples satisfying . Rotation preserves this condition, since . There are such tuples; nonfixed rotation orbits have elements, and fixed tuples correspond to . When , the number of fixed tuples is divisible by , so besides there is an element of element order . This is explanatory mathematics, not Augustin-Louis Cauchy's original proof. The dating itself needs care: Peter Michael Neumann's archival argument places the major burst of work in 1845 despite an 1844 date traditionally attached to a volume.[ref]
Finally, Augustin-Louis Cauchy's work on elasticity shows the strength of making a local mathematical object out of physical interactions. Instead of describing only a force perpendicular to a surface, one studies the traction on a plane through a point, with its direction dependent on the plane's unit normal. In modern notation the relation is , where the Cauchy stress tensor contains the necessary directional information. Together with balance of linear momentum, this yields equations for the internal motion of a body. The modern tensor notation is later explanatory language; the conceptual contribution is the reduction of the forces on arbitrary internal planes to a finite collection of local components.[ref]
Augustin-Louis Cauchy's lasting contribution was a powerful research programme, not a finished foundation. His insistence on justified passage to a limit reshaped analysis, while complex integration, substitutions and local stresses opened methods whose value extended beyond their first applications. The inadequacy of a pointwise convergence hypothesis, the need to state domains in complex analysis, and the later construction of the real numbers show that nineteenth-century rigour remained a collective and revisable achievement. These qualifications strengthen an assessment of his influence by identifying what later mathematicians could extend and repair.
For a bounded function on a nondegenerate compact interval , a partition has Darboux sums
The Riemann integrability criterion is
Equivalently the supremum of lower sums and infimum of upper sums agree; their common value is the Riemann integral. A bounded nonintegrable example is the Dirichlet function . Every positive-length interval contains rational and irrational points, so every lower sum is zero and every upper sum is .
For a partition and tags , form the Riemann sum . The Riemann integral is the unique real number such that for every there is for which every tagged partition with mesh has its sum within of . Then . The stated continuity ensures existence, which need not be proved here.
The properties required are linearity, the integral of a constant, and monotonicity of the Riemann integral. Monotonicity follows directly because a nonnegative function has nonnegative Riemann sums, and therefore a nonnegative integral. Integrating and gives
Since , multiplication preserves the pointwise inequalities: . The continuous products are integrable, so the same monotonicity and linearity give
Neither nor needs to be nonnegative for this argument.
For the first limit, set , , and . By continuity at zero, . On this shrinking interval , and
Applying the weighted bounds just proved gives
Both bounding expressions tend to , so the squeeze theorem proves the first limit.
For the full interval, continuity on gives a finite bound by the extreme value theorem. The remaining tail has absolute value at most
Adding this to the already evaluated near-end integral proves
These are instances of a one-sided exponential approximate identity: the positive weight has total mass tending to one, concentrated in a shrinking neighborhood of zero. No interchange of limit and integral has been assumed.
Put . Uniform convergence means , and continuity ensures that the functions have Riemann integrals. The integral triangle inequality gives
This proves that uniform convergence preserves integrals on a compact interval.
For the derivative assertion, take and . These functions are differentiable, with , so their convergence is uniform. However, whereas . The derivatives therefore need not converge even at one interior point.
For a bounded real function on , take a partition . Its lower and upper Darboux sums are
The function is Riemann integrable when ; the common value is its Riemann integral. Equivalently, for every there is a partition with . A continuous function is bounded and Riemann integrable on each compact interval, so all the following integrals exist.
Set for . Strict decrease gives for . Integrating, with strict inequalities because the difference is positive on interior subintervals, gives
The intermediate value theorem produces with , and strict monotonicity makes this point unique. Thus there is exactly one such in .
For the given exponential function, , so
The preceding strict bounds already prove ; no limiting value at zero needs to be included in its domain.
For differentiability, a continuous strictly monotone function has a continuous inverse on its range. If it is differentiable at an interior point with , the inverse is differentiable at , with derivative . Indeed, setting , inverse continuity gives as , and
This one-dimensional inverse result needs no assumption that is continuous. It is enough here that is differentiable and at every positive argument.
The fundamental theorem of calculus and the quotient rule give
Now and , so the inverse derivative formula applies at every relevant point. The monotone mean-value point of an integral average satisfies
Both numerator and denominator are negative. For the exponential example, this also agrees with , since for .
For a bounded function, a partition of an interval is . Put and . Its lower Darboux sum and upper Darboux sum are
The lower Darboux integral is and the upper Darboux integral is . Riemann integrability means that these two real numbers coincide, and their common value is the Riemann integral.
Equivalently, the Riemann integrability criterion says that for every some partition satisfies . To see equivalence, all lower sums are at most all upper sums: refine any two partitions to their common refinement and use Darboux sum refinement monotonicity. Thus a small gap forces the difference of the two integrals below . Conversely, if both integrals equal , choose a lower sum above and an upper sum below ; their common refinement has gap below .
This also agrees with the tagged Riemann sum definition: there is such that every tagged sum on a partition of sufficiently small mesh is within any prescribed tolerance of . Each tagged sum lies between the two Darboux sums. From a partition with small gap, an arbitrary small-mesh partition differs from its refinement at only the cells crossing the finitely many original division points; boundedness makes their total contribution tend to zero. Conversely, on a fine partition tags approximating each cell supremum or infimum force both Darboux sums close to the same tagged-sum limit.
Now suppose is continuous on . It is bounded by the result of Question 11. It is also uniformly continuous: otherwise there are with but . The Bolzano-Weierstrass theorem gives a convergent subsequence of ; the corresponding have the same limit, contradicting continuity. Given , this uniform continuity gives such that points less than apart have function values less than apart. A partition of mesh below then satisfies
Hence every continuous function on the interval is Riemann integrable, with the required proof supplied by its oscillation estimates.
Fix . For any sufficiently small nonzero , the additivity of the Riemann integral gives
Taking absolute values, for either sign of ,
Because is continuous at , the right side tends to zero. Thus the fundamental theorem of calculus here follows directly from the difference quotient:
Only continuity at the point under consideration was used.
Without continuity, the assertion is false. Take the Riemann integrable step function for and for . Its primitive is for and for . The left and right difference quotients at are respectively zero and one, so the primitive need not be differentiable at every interior point. A function with this single jump is Riemann integrable; changing its value at the jump does not change the integral or the counterexample.
A Riemann integrable function on a closed interval is bounded and has equal upper and lower Darboux integrals. More explicitly, for a partition of an interval , define the Darboux sums
Then Riemann integrability means
and this common value is the Riemann integral. Equivalently, the Riemann integrability criterion requires that for every some partition of an interval satisfies . Indeed, the common partition refinement of two partitions increases each lower Darboux sum and decreases each upper Darboux sum, so equality of the two extremal values is equivalent to arbitrarily small gaps.
Let be the set where the indicator function equals one. Fix a positive integer . Each permitted length- decimal prefix gives the interval
There are such intervals, each of length , and they cover . Every point of is strictly inside the interval for its prefix, since its remaining tail lies between and . Thus none of the interval endpoints belongs to . The intervals are disjoint and separated: their distinct prefix integers cannot be consecutive because their final digits are only and .
The complement consists of finitely many closed intervals on which , of total length . Part (b) therefore already proves Riemann integrability, since this length tends to one.
To compute the Riemann integral directly, make a partition of an interval using and all the endpoints of the . On complementary cells the upper Darboux sum contribution is zero, and on the it is at most their total length. Moreover every nonempty cell contains a terminating decimal, which is not in : neither its terminating expansion with a zero tail nor its alternative expansion with a nine tail consists entirely of twos and sevens. Such decimals are dense, so every cell has infimum zero. Therefore
Letting gives the exact answer
This is an example of an indicator of a restricted-digit decimal set: infinitely many, indeed uncountably many, points can support an indicator function whose Riemann integral is zero.
The fundamental theorem of calculus connects the Riemann integral with differentiation. Its first part says that for continuous , the accumulation function is continuous on and differentiable inside it, with
To prove this, boundedness of gives , proving continuity. For an interior point and a sufficiently small nonzero increment ,
Its absolute value is at most , which tends to zero by continuity of at . This proves the derivative formula. The same estimate gives the appropriate one-sided endpoint derivatives.
The second part says that if is continuous on , differentiable on , and with continuous, then
Indeed , so the mean value theorem makes constant, and evaluating at the endpoints proves the formula. A useful stronger version only requires to be Riemann integrable. For a partition , the mean value theorem on each subinterval provides such that
As the mesh tends to zero, these tagged Riemann sums converge to , proving that version too. Its integrability hypothesis must not be omitted.
An integrable integrand need not give an everywhere differentiable accumulation function. For a counterexample, let for and for . This bounded step function is Riemann integrable, but
Its left and right derivatives at are zero and one. Thus need not be differentiable at every interior point. The first part of the fundamental theorem of calculus does apply at every point where the integrand is continuous.
A derivative need not have a Riemann integral. Define on all of
At zero , so ; elsewhere the product rule and chain rule give
At , this equals . Hence is unbounded on , whereas a properly Riemann integrable function on a compact interval must be bounded. The requested Riemann integral therefore need not exist, even though is differentiable everywhere. This example is an unbounded derivative obstruction to Riemann integrability; it does not contradict the theorem's version that explicitly assumes integrability of the derivative.
The function is decreasing and positive. Therefore on it is at most , and the Riemann integral gives
Summing from to yields
For both sides are zero; for the inequality is actually strict. The same integral test for convergence gives .
The extreme value theorem ensures that is finite. Since and , multiplication preserves the inequality. Monotonicity of the Riemann integral gives the required bound
To prove the weighted mean value theorem for integrals, put and . If , then , so any works. This includes .
If , the extreme value theorem gives and . Integrating gives . A continuous function on an interval takes every value between its minimum and maximum by the intermediate value theorem. Choose with . Consequently
For a partition , put and
Boundedness makes these finite. The lower Darboux sum and upper Darboux sum are
Since and the widths are positive, .
Splitting a partition interval into smaller intervals can only increase each infimum and decrease each supremum. The smaller widths sum to the original width. Its new lower contribution is therefore at least its old lower contribution, and its new upper contribution at most its old upper contribution. Repeating this for every inserted point proves Darboux sum refinement monotonicity:
For arbitrary partitions, take their common partition refinement . Then
No compatibility of the original partitions is required.
Finally suppose is Riemann integrable. Then , so every product factor is nonnegative and the exponential inequality can be multiplied safely:
A lower Darboux sum is no greater than the Riemann integral, since the integral equals the supremum of all lower sums. Monotonicity of the exponential therefore gives the exponential bound for a lower-sum product
For a degenerate interval , the empty product and the exponential are both one.