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Uniform Partitions and Order Bounds for the Riemann Integral

Statement

Let p,qp,q be real numbers with p<qp<q in the order of the ordered field R\mathbb{R}, let [p,q][p,q] be the closed interval determined by pp and qq, and let N\mathbb{N} be the set of natural numbers, each n∈Nn\in\mathbb{N} being identified with its image in R\mathbb{R} under the canonical map.

1. (Uniform partitions) For every n∈Nn\in\mathbb{N} the points x0=px_0=p and

xi=p+i q−pn(i=1,…,n)x_i=p+i\,\frac{q-p}{n}\qquad(i=1,\dots,n)

form a partition Pn=(x0,x1,…,xn)P_n=(x_0,x_1,\dots,x_n) of [p,q][p,q] with mesh ∣Pn∣=(q−p)/n|P_n|=(q-p)/n. Moreover, for every real δ>0\delta>0 there exists n∈Nn\in\mathbb{N} with (q−p)/n<δ(q-p)/n<\delta.

2. (Order bounds) Let f:[p,q]→Rf:[p,q]\to\mathbb{R} be Riemann integrable on [p,q][p,q] and let m,M∈Rm,M\in\mathbb{R} satisfy m≤f(u)≤Mm\le f(u)\le M for every u∈[p,q]u\in[p,q]. Then

m (q−p)≤∫pqf(u) du≤M (q−p).m\,(q-p)\le\int_p^q f(u)\,du\le M\,(q-p) .

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