Riemann integration approximates area by upper and lower sums over finite partitions.
Changing the value of a bounded Riemann-integrable function at one point preserves its Riemann integral. The difference is supported at that point: partitions isolating it in intervals of arbitrarily small total length make both Darboux sums tend to zero. Thus a nonnegative single-point spike can have zero integral without vanishing everywhere. Its indefinite integral is identically zero, so the fundamental theorem of calculus derivative identity can fail at the changed point despite differentiability of the primitive.
For continuous and an integrator of bounded variation, the Riemann-Stieltjes integral is the limit of tagged sums as the mesh tends to zero. It exists and equals integration against the signed measure induced by . Continuous vector-valued integrators are handled componentwise, which defines path signatures of continuous bounded variation paths.
The difference between a weighted integral and a discrete approximation is a quadrature error. For a Hölder continuous function on a partition of an interval with mesh , a left endpoint approximation has error of order . For a normalized window indicator function, only the two endpoint cells contribute and the error is bounded by a constant times .
A partition of is a finite increasing sequence . Its mesh is , and a sequence of partitions is refining when each partition contains the preceding one.
The mesh of a partition of an interval is its largest subinterval length. A growing number of subintervals does not alone force the mesh to tend to zero: one subinterval could retain a fixed positive length.
A refinement of a finite interval partition inserts additional points without removing original points. The union of two partitions is a common refinement. Refinement makes each subinterval smaller, increasing its infimum and decreasing its supremum; this proves Darboux sum refinement monotonicity.
A dyadic partition of at level consists of equal cells of length . Each cell splits into two cells at the next level. Use left-closed, right-open cells, adding the endpoint to the final cell when a pointwise representative is needed. These nested partitions underlie the Haar scaling functions and Haar wavelets.
A dyadic interval is one cell in a dyadic partition. Its children are the left and right half intervals. Disjoint dyadic intervals at a fixed level produce orthogonal indicator functions and independent Brownian motion increments.
Define a finite colouring of the positive integers by . No increasing infinite sequence has all the numbers , , in one colour class.
Write . If is unbounded on the sequence, fix a term and choose a later term with . With , the numbers and lie respectively in the adjacent dyadic intervals and , so their colours differ. If is bounded by on the sequence, choose and then . Now lies in , whereas lies in . Their colours again differ. The finite colouring therefore excludes the symmetric weighted-pair configuration.
For a tagged partition with , the corresponding Riemann sum is
Its limits over increasingly fine partitions define the Riemann integral.
A right Riemann sum on a partition samples each subinterval at its right endpoint. For a continuous function its limit as the mesh tends to zero is the integral, by the Riemann sum convergence theorem. On a uniform partition of width , comparison of endpoint weights in the composite trapezoidal rule gives . Thus is a right Riemann sum for , and its limit is .
For a bounded function on a fixed closed interval, Riemann integrability with Riemann integral is equivalent to convergence of all tagged Riemann sums to as the mesh of a partition tends to zero. Precisely, for every there is such that every partition of an interval of mesh less than , with any tags in the corresponding closed subintervals, has its Riemann sum within of .
On the geometric progression , with , the interval widths are . The left-endpoint Riemann sum for the decreasing integrand is the geometric series
The right-endpoint sum is . Integral comparison on each interval gives . Both bounds tend to as , proving the improper integral by the squeeze theorem. Although the largest interval width is unbounded on the infinite domain, these explicit upper and lower bounds justify the limit without incorrectly applying a finite-interval mesh argument to the entire half-line.
Every Riemann-integrable function on a compact interval can be approximated in by continuous functions. Consequently their integrals converge uniformly over all subintervals.
The total variation of a function measures its accumulated rises and falls, rather than just its change between the endpoints. For each partition of an interval , add the absolute values of its sampled increments. Then take the supremum over all such partitions of an interval:
The function has bounded variation when . This definition uses its value at every point of the interval, including both endpoints.[ref]
For a nondecreasing function, all increments are nonnegative and the sum telescopes to . More generally, the triangle inequality gives . Equality can fail dramatically when the function changes direction: an object can travel a long distance and finish near its starting position. Here we measure movement of the function's value; arc length of its function graph also includes horizontal movement.
On the vector space of continuous functions of bounded variation with , the total variation of a function is a norm. Its triangle inequality and absolute homogeneity of a norm follow by applying the corresponding absolute value identities to every partition of an interval, then taking the supremum. The partition of an interval gives , so zero total variation of a function forces . The same inequality gives , proving that convergence for this norm implies uniform convergence. Without , every constant function would have zero total variation of a function.
Define a piecewise linear function by joining the five points . Its net change is , but the increments at these knots are . Their absolute values give
This is its exact total variation, not merely one lower bound. Given any partition of an interval, insert all five knots. The triangle inequality ensures that this partition refinement cannot decrease the sum. On each resulting monotone function segment, the absolute increments telescope, so every refined sum is . The knot partition of an interval itself attains .
Figure 1.
A piecewise linear function has net change 1 and total variation 11; refinements reveal hidden movement, while accumulated rises and falls give its Jordan decomposition
. Details.
Sampling only at gives . Sampling at gives . Inserting the remaining knot at reveals the descent and rise that were hidden inside , giving . These are nested partitions of an interval: their sums increase because each is a partition refinement of the preceding one. Arbitrarily chosen unrelated partitions of an interval need not produce an increasing sequence of sums.
For each positive integer , put on . Its supremum norm is exactly , so this sequence of functions converges to zero by uniform convergence. Nevertheless,
Each of its complete sine oscillations contributes : rise from zero to , fall through zero to , then return to zero. Taking a partition of an interval through all extrema attains . Every further partition refinement merely subdivides monotone function segments, so the same reasoning as in partition example of total variation proves the upper bound too.
Figure 1.
The functions sin(2πnt)/n converge uniformly to zero while their total variation remains 4; all three function plots use the same vertical scale
. Details.
For a continuously differentiable function on a closed bounded interval, total variation also satisfies
Applied here, the derivative is , and integrating its absolute value over periods gives . The differentiability hypothesis matters: the partition definition applies much more widely than this derivative formula.[ref] Small pointwise size and small accumulated movement are different approximation goals.
Let have bounded variation, and let be continuous functions on . In any tagged sum for the Riemann-Stieltjes integral,
Taking the limit proves the displayed error bound. Thus approximating uniformly to accuracy controls this integration error by , even when the integrator is not differentiable. For the piecewise linear function in partition example of total variation, accuracy gives an error at most . Total variation supplies exactly the movement budget that an endpoint difference would miss.
Camille Jordan developed bounded variation as part of his work in real analysis; his treatment of functions and arc length was part of the influence of his analysis textbooks.[ref] The Jordan decomposition of a function of bounded variation expresses the underlying idea especially well: complicated changes of direction can be separated into two functions that only increase.
For , the displayed quantity measures the accumulated oscillation of a path in a metric space. For it is total variation. A Hölder continuous path of exponent has finite -variation on a compact interval if . Applying this construction to the Carnot-Carathéodory distance gives the defining regularity of a weak geometric p-rough path.
For a càdlàg function, replace the last sampled value at by . Right continuity makes this change tend to zero. The corrected sum is bounded by the total variation of a function. Conversely every finite partition of an interval can be approximated by dyadic points from the right, retaining the endpoint . The triangle inequality bounds that partition's limiting sum by the dyadic sums. Taking the supremum proves convergence, including the value .
If continuously differentiable converge uniformly on a compact interval and have uniformly bounded total variation of a function, then for every continuous . For continuously differentiable test functions this is integration by parts. Uniform approximation by polynomials extends the conclusion to continuous tests using the variation bound.
Every real function on has bounded variation if and only if it is a difference of two nondecreasing functions. For a normalized version, let and . Its accumulated positive and negative variations are
Both are nondecreasing functions, , and
This is the Jordan decomposition of a function of bounded variation.[ref] Equivalently one may write with and ; those functions need not vanish at .
For the piecewise linear function in partition example of total variation, the successive values of are , while those of are . At , the total rise is and the total fall is : their difference gives the net change , and their sum gives the total variation . A declining segment increases while stays constant; an ascending segment does the opposite.
For a short proof outline, total variation is additive over adjacent intervals, because any two partitions of an interval have a common partition refinement. Thus for . Substituting this inequality into the formulas for and shows their increments are nonnegative. Conversely, if for two nondecreasing functions, the triangle inequality bounds each partition sum by . This proves finite total variation without restricting the number of changes of direction.
A proper Riemann integral on a compact interval requires a bounded integrand, but a derivative can be unbounded. For away from zero and , the difference quotient gives , whereas for . At , this derivative is and is unbounded. The fundamental theorem of calculus version that integrates a derivative therefore needs an explicit integrability hypothesis.
For real continuous functions on a compact interval with , some in the interval satisfies . If , the weighted average lies between the minimum and maximum of , and the intermediate value theorem supplies . If , the bound makes both sides zero. Nonnegativity of the weight is essential to this argument.
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.
A function on is directly Riemann integrable when its upper and lower sums on an equal-width mesh are absolutely finite and converge to the same finite integral as the mesh width tends to zero. A locally absolutely continuous integrable function with integrable derivative has this property: the upper-minus-lower sum is bounded by mesh width times its total variation. The derivative bound therefore gives bounded variation as well as tail control. This stronger form of integrability is a hypothesis of the key renewal theorem.
An improper integral is defined by taking a limit when an integration endpoint is infinite or the integrand is unbounded. Its convergence must be established before ordinary integral manipulations are applied.
Let be measurable, integrable over a positive period , and have mean zero there. Its positive and negative parts have equal integrals . On the -th period the signed integral of has absolute value at most
This follows by bounding the positive and negative weighted integrals between and . The bounds are summable, so the integrals at period endpoints converge. A leftover partial period has absolute integral at most , tending to zero, which proves convergence for arbitrary upper endpoints too.
In contrast, each full-period integral of is at least . It diverges in total unless , equivalently almost everywhere. Thus a nonzero mean-zero periodic function gives a convergent improper integral here but no Lebesgue integrability.
For , the function is Lebesgue integrable on exactly when . Near zero, , so absolute integrability is equivalent to that of , which requires . At infinity, gives the upper bound . For , on each interval ,
and the corresponding P-series diverges.
The signed improper integral nevertheless converges for every : near zero the same local comparison applies, and at infinity the Dirichlet test for improper integrals uses the bounded antiderivative of sine and the decreasing factor . Thus gives conditional convergence, while gives absolute integrability. In particular, substituting turns into the divergent tail .
Figure 1.
Conditional and absolute convergence have different thresholds for a sine power kernel
. The left panel assumes and excludes the open endpoints of each range. The right panel compares signed and absolute truncated integrals at , with a divergent harmonic lower bound. Details.
For a locally integrable real or complex function, the displayed tail condition is equivalent to ordinary convergence of its improper integral at infinity. Apply the Cauchy criterion for a function limit to its truncated integrals, using completeness of the real or complex numbers. The necessity follows by subtracting two nearby-to-limit truncations; sufficiency follows by first taking a convergent sequence of truncations and then bounding all other late truncations against it. The analogous criterion applies at a finite singular endpoint. Bounding the modulus of every tail by its absolute-value integral proves that an absolutely convergent improper integral converges ordinarily.
An improper integral whose absolute-value integral is finite. The triangle inequality for an integral bounds each truncated tail by the corresponding tail of , so the Cauchy criterion for an improper integral gives ordinary convergence. Absolute convergence is stronger than a Cauchy principal value, which may exist only because two divergent sides cancel. The continuous sine-product integrand has a removable value at zero and an integrable tail; its auxiliary complex contour integrand can nevertheless require a principal value.
If is bounded and is a nonnegative differentiable decreasing function tending to zero, then converges as an improper integral. Integration by parts bounds the tail by a constant multiple of , because is bounded and . In particular converges for every , even though absolute integrability of that tail requires .
A logarithmic divergence grows like a logarithm as a cutoff is removed. For example as . An integrand near zero gives . This behavior distinguishes logarithmic sensitivity to an infrared or ultraviolet cutoff from power-law divergence.
The improper integral converges exactly when , in which case its value is .
A function has an integrable singularity at a point if it becomes unbounded there but its absolute value has a finite improper integral over a sufficiently small surrounding interval, one-sided at an endpoint. The endpoint behavior of the arcsine distribution's probability density function is an example.
An endpoint integrable singularity with as , for finite nonzero . It is an integrable singularity because . One common origin is a stationary change of variables: if with and a smooth nonzero probability density for at zero, the two inverse branches give a probability density for proportional to .
If Riemann-integrable functions satisfy throughout , then
This follows directly by comparing their lower and upper Darboux sums, or their Riemann sums on a common sequence of refining partitions.
A bounded function is Riemann integrable exactly when for every some partition satisfies .
Enumerate the rational points of a compact nondegenerate interval as . Each singleton indicator function is Riemann integrable with integral zero. Their pointwise supremum is the Dirichlet function, which is not Riemann integrable. Thus even a uniformly bounded countable supremum need not preserve integrability.
The indicator of the rational numbers is not Riemann integrable on a nondegenerate interval: every subinterval contains both rational and irrational points, so its lower sum is zero and its upper sum is the interval length.
For a common interval partition, the oscillation of a function on an interval satisfies . Refining two good Darboux sums therefore proves integrability of the sum. Lipschitz composition preserves Riemann integrability, so absolute values preserve it too. The identity then proves the assertion for the maximum.
Let be bounded on and continuous on . For any positive error tolerance, isolate . Its contribution to the difference of upper Darboux sums and lower Darboux sums is at most . On , uniform continuity supplies a partition of an interval with arbitrarily small remaining oscillation sum. The Riemann integrability criterion then proves integrability, even when the values oscillate without a limit at the endpoint.
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.
Let on . Suppose finitely many nonoverlapping closed intervals, of total length at least , can be chosen for each , with Riemann integrable on each. Refine the intervals to make their total Darboux sum gap less than . The remaining length contributes at most . Taking proves global Riemann integrability by the Riemann integrability criterion.
If is Riemann integrable and is Lipschitz on an interval containing the range of , then is Riemann integrable. With Lipschitz constant , the oscillation on each partition cell satisfies , and hence the gap between Darboux sums is multiplied by at most . A continuously differentiable is Lipschitz on each closed bounded interval by the mean value theorem and the extreme value theorem applied to .
A bounded function on is Riemann integrable if and only if its upper Darboux sum minus its lower Darboux sum on the equal-length partition tends to zero. Sufficiency follows directly from the Riemann integrability criterion. Necessity follows by comparing with a fixed partition whose gap is small and using the finite bad-cell estimate for Darboux sums. The equal-length partitions need not be nested.
Let on and let have interior division points. At most cells of the equal-length partition have one of those points in their interior. Their total length is at most , and their oscillation is at most . Every other cell lies in a single cell of . Therefore
This comparison of Darboux sums avoids the incorrect assumption that refines for all large .
A bounded function on a closed interval is Riemann-integrable when its upper and lower Darboux integrals agree.
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.
A continuous function on a compact interval is uniformly continuous. A partition with sufficiently small mesh then makes the oscillation on every subinterval small, so its upper and lower Darboux sums can be made arbitrarily close.
A lower Darboux sum uses the infimum of a function on each partition interval, while an upper sum uses the supremum.
For a bounded real function, its oscillation on an interval is its full range width there. An upper Darboux sum minus a lower Darboux sum is the sum of these widths multiplied by their interval lengths. This gives the Riemann integrability criterion in terms of oscillation.
For a bounded real function, inserting partition points increases its lower Darboux sum and decreases its upper Darboux sum. This follows interval by interval because infima increase on smaller sets while suprema decrease, and the new widths sum to the original width. A common partition refinement consequently proves for arbitrary two partitions.
For a bounded function and a partition of an interval , the upper Darboux sum multiplies the supremum of on each subinterval by its length and adds the results.
For a bounded function and a partition of an interval , the lower Darboux sum multiplies the infimum of on each subinterval by its length and adds the results.
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.
For a bounded function,
The function is Riemann integrable exactly when these values agree.
The lower Darboux integral of a bounded real function on a closed interval is the supremum of its lower Darboux sums over all partitions of an interval. Refinement increases a lower Darboux sum. A common refinement of two arbitrary partitions of an interval proves that every lower Darboux sum is at most every upper Darboux sum, hence the lower Darboux integral never exceeds the upper Darboux integral.
The upper Darboux integral of a bounded real function on a closed interval is the infimum of its upper Darboux sums over all partitions of an interval. Refinement decreases an upper Darboux sum, and the function is Riemann integrable precisely when this infimum agrees with its lower Darboux integral.
For a nonnegative unbounded function, one truncation convention sets and asks that every be Riemann integrable and that have a finite limit as .
Under uniform length on , the position of the first occurrence of a fixed decimal digit has
The set of expansions in which the digit never occurs has length zero, and

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