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Math 220-2: Kursobjekt

Section 1.3 Riemann sums

Definition 1.3.1. Sigma notation.

Given a sequence of real numbers \(a_m, a_{m+1},\dots, a_n\) the sigma notation \(\sum\limits_{k=m}^{n}a_k\) denotes the sum of the \(m\)-th through \(n\)-th terms of the sequence: that is,
\begin{equation} \sum_{k=m}^{n}a_k=a_m+a_{m+1}+\cdots +a_n\text{.}\tag{1.3.1} \end{equation}
The variable symbol \(k\) in this notation is called the index of summation; the letters \(i\text{,}\) \(j\text{,}\) and \(k\) are customary choices for indices of summation.

Example 1.3.2. Sequence of primes.

Let \(p_1, p_2,p_3, \dots\text{,}\) be the sequence of prime numbers in increasing order: i.e., \(p_1=2\text{,}\) \(p_2=3\text{,}\) \(p_3=5\text{,}\) etc. Compute \(\sum\limits_{k=3}^{6}p_k\text{.}\)
Solution.
A prime number is a positive integer that has exactly two factors. Here the first six primes:
\begin{equation*} p_1=2, p_2=3, p_3=5, p_4=7, p_5=11, p_6=13\text{.} \end{equation*}
Thus
\begin{align*} \sum_{k=3}^6 p_k\amp = p_3+p_4+p_5+p_6 \\ \amp = 5+7+11+13\\ \amp = 36\text{.} \end{align*}

Example 1.3.3. Sinusoidal series.

Compute \(\sum\limits_{k=1}^{21}\sin(\pi k/2)\text{.}\)
Solution.
Some general advice: if you ever get stumped by a summation problem, expand out the sigma notation as a long sum and see what is revealed.
\begin{align*} \sum\limits_{k=1}^{21}\sin(\pi k/2)=\amp \sin(\pi/2)+\sin(2\pi/2)+\sin(3\pi/2)+\sin(4\pi/2)+ \\ \amp \sin(5\pi/2)+\sin(6\pi/2)+\sin(7\pi/2)+\sin(8\pi/2)+ \\ \amp \vdots\\ \amp \sin(17\pi/2)+\sin(18\pi/2)+\cdots+\sin(20\pi/2)+\\ \amp \sin(21\pi/2\\ =\amp 1+0-1+0 \amp (=0) \\ \amp +1+0-1+0 \amp (=0) \\ \amp \vdots\\ \amp +1+0-1+0 \amp (=0)\\ \amp +1\\ = \amp 1 \end{align*}

Proof.

Proof.

As with Theorem 1.3.4 the propositions of this theorem are typically proved using induction.
Informally, statements (1)-(3) follows from some elementary properties of real number arithmetic: namely, commutativity and associativity of addition, and the distributive property.
Statement (4) essentially says that relabeling the indices of the terms in a sum with a shift has no effect on the sum of the terms.

Example 1.3.6. Closed form of summation.

Compute \(\sum\limits_{k=1}^{5}(5k^3-10k+2)\) using appropriate summation rules and formulas.
Solution.
We can make short work of this using Theorem 1.3.4–1.3.5.
\begin{align*} \sum\limits_{k=1}^{5}(5k^3-10k+2)\amp =5\sum\limits_{k=1}^{5}k^3-10\sum\limits_{k=1}^{5}k+\sum\limits_{k=1}^{5}2 \amp (\knowl{./knowl/xref/th_summ_rules.html}{\text{Theorem 1.3.5}})\\ \amp = 5\left( \frac{5\cdot 6}{2}\right)^2-10\left( \frac{5\cdot 6}{2}\right)+2\cdot 10 \amp (\knowl{./knowl/xref/th_summ_formulas.html}{\text{Theorem 1.3.4}})\\ \amp =5\cdot 225-10\cdot 15+20 \\ \amp = 985\text{.} \end{align*}

Definition 1.3.7. Riemann sums.

Let \(f\) be a function defined on the interval \([a,b]\text{,}\) and let \(n\) be a positive integer. A partition of \([a,b]\) into \(n\) subintervals is a choice of points \(x_0, x_1,\dots, x_n\) satisfying
\begin{equation} a=x_0\lt x_1\lt x_2\lt \cdots \lt x_n=b\text{.}\tag{1.3.3} \end{equation}
Given a partition (1.3.3) and integer \(1\leq k\leq n\) the \(k\)-th subinterval \(I_k\) is the interval \([x_{k-1},x_k]\text{.}\) We denote by \(\Delta x_k\) the length of the subinterval \(I_k\text{.}\) Thus we have
\begin{equation} \Delta x_k=x_{k}-x_{k-1}\text{.}\tag{1.3.4} \end{equation}
The norm of a partition \(P\text{,}\) denoted \(\norm{P}\text{,}\) is the maximum length of a subinterval: i.e.,
\begin{equation*} \norm{P}=\max\{\Delta x_1, \Delta x_2, \dots, \Delta x_n\}\text{.} \end{equation*}
Given a choice of sample points (or sample inputs) \(c_k\in I_k\) for each subinterval, the corresponding Riemann sum of \(f\) on \([a,b]\) is
\begin{equation*} \sum_{k=1}^n f(c_k)\Delta x_k=f(c_1)(x_1-x_0)+f(c_2)(x_2-x_1)+\cdots +f(c_n)(x_n-x_{n-1})\text{.} \end{equation*}
A partition (1.3.3) along with a choice of sample points \(c_k\in I_k\) for each \(1\leq k\leq n\) is called a pointed partition of \([a,b]\text{.}\) In general we get a different Riemann sum of \(f\) for each pointed partition of the interval \([a,b]\) we choose.

Definition 1.3.8. Riemann sum types.

Let \(f\) be a function defined on the interval \([a,b]\) with a chosen partition (1.3.3). Particular rules for picking the sample points \(c_k\in I_k\) for each subinterval \(I_k\) in our partition give rise to particular types of Riemann sums. Here are some common examples.
  1. The left Riemann sum is obtained by choosing \(c_k=a_{k-1}\) for all \(1\leq k\leq n\text{:}\) i.e., \(c_k\) is chosen as the left endpoint of each subinterval \(I_k\text{.}\) The Riemann sum in this case is
    \begin{equation} \sum_{k=1}^nf(x_{k-1})\Delta x_k\text{.}\tag{1.3.5} \end{equation}
  2. The right Riemann sum is obtained by choosing \(c_k=a_{k}\) for all \(1\leq k\leq n\text{:}\) i.e., \(c_k\) is chosen as the right endpoint of each subinterval \(I_k\text{.}\) The Riemann sum in this case is
    \begin{equation} \sum_{k=1}^nf(x_{k})\Delta x_k\text{.}\tag{1.3.6} \end{equation}
  3. The midpoint Riemann sum is obtained by choosing \(c_k=(a_{k-1}+a_k)/2\) for all \(1\leq k\leq n\text{:}\) i.e., \(c_k\) is chosen as the midpoint of each subinterval \(I_k\text{.}\) The Riemann sum in this case is
    \begin{equation} \sum_{k=1}^nf(\frac{x_{k-1}+x_{k}}{2})\Delta x_{k}\text{.}\tag{1.3.7} \end{equation}
  4. The lower Riemann sum is obtained by choosing \(c_k\in I_k\) to be a point where \(f(c_k)\) is the minimum value of \(f\) on \(I_k\) for all \(1\leq k\leq n\text{.}\)
  5. The upper Riemann sum is obtained by choosing \(c_k\in I_k\) to be a point where \(f(c_k)\) is the maximum value of \(f\) on \(I_k\) for all \(1\leq k\leq n\text{.}\)

Example 1.3.9.

Let \(n\) be a positive integer and define \(R_n\) to be the right Riemann sum of \(f(x)=1-x^3\) corresponding to the partition of \([0,1]\) into \(n\) equal subintervals.
  1. Derive a closed formula for \(R_n\text{.}\) Your answer will be expressed in terms of \(n\text{.}\)
  2. Compute \(\lim_{n\to \infty}R_n\text{.}\)
  3. Now do the same thing with \(L_n\text{,}\) the left Riemann sum of \(f(x)\) corresponding to the partion of \([0,1]\) into \(n\) equal subintervals.
    Hint. For the closed formula of \(L_n\) use the index shift identity (1.3.2).
Solution.
  1. Fix a positive integer \(n\text{.}\) We build the right Riemann sum \(R_n\) corresponding to a partition of \([0,1]\) into \(n\) subintervals of equal length. We have \(\Delta x_k=\Delta x=1/n\) for all \(1\leq k\leq n\) and thus \(x_k=0+k\Delta x=k/n\) for all \(1\leq k\leq n\text{.}\) Using (1.3.6) we then have
    \begin{align*} R_n \amp = \sum_{k=1}^nf(x_k)\Delta x\\ \amp = \sum_{k=1}^nf(k/n)\cdot (1/n)\\ \amp = \sum_{k=1}^n(1-(k/n)^3)\cdot (1/n)\\ \amp = \sum_{k=1}^n\frac{1}{n}-\frac{k^3}{n^4} \amp (\text{algebra})\\ \amp = \sum_{k=1}^n\frac{1}{n}-\frac{1}{n^4}\sum_{k=1}^nk^3 \amp (\knowl{./knowl/xref/th_summ_rules.html}{\text{Theorem 1.3.5}})\\ \amp =\frac{1}{n}\cdot n - \frac{1}{n^4}\cdot\left(\frac{n(n+1)}{2}\right)^2 \amp (\knowl{./knowl/xref/th_summ_formulas.html}{\text{Theorem 1.3.4}})\\ \amp= 1-\frac{n^2(n+1)^2}{4n^4} \text{.} \end{align*}
    Note that since we have fixed the integer \(n\) at the beginning of our argument, it is treated throughout as a constant. You can see this in action in the last few lines above.
  2. We have
    \begin{align*} \lim_{n \to \infty} R_n \amp = \lim_{n \to \infty} 1-\frac{n^2(n+1)^2}{4n^4} \\ \amp = \lim_{n\to \infty}1-\frac{1}{4}\lim_{n\to \infty}\frac{n^2(n+1)^2}{n^4} \amp \text{(sum and scalar mult. rule)} \\ \amp = 1-\frac{1}{4}\cdot 1 \amp (\text{lim. rule for poly. quot.})\\ \amp = \frac{3}{4}\text{.} \end{align*}
    Hey, \(3/4=0.75\) is the numeric value we saw our area estimates approaching when working the GeoGebra interactive in Interactive example 1.2.1!
  3. We include a computation of \(L_n\) to illustrate the use of the index shift rule of summation. Most of the ingredients are the same as with the computation for \(R_n\) except now we use (1.3.5).
    \begin{align*} L_n \amp = \sum_{k=1}^nf(x_{k-1})\Delta x\\ \amp = \sum_{k=1}^n(1-((k-1)/n)^3)\cdot (1/n) \\ \amp = \sum_{\boxed{k=0}}^{\boxed{k=n-1}}(1-(\boxed{k}/n)^3)\cdot (1/n) \amp (\text{index shift!})\\ \amp = \sum_{k=0}^{n-1}\frac{1}{n}-\frac{1}{n^4}\sum_{k=0}^{n-1}k^3\\ \amp = \frac{1}{n}\cdot n -\frac{1}{n^4}\sum_{k=1}^{n-1}k^3 \\ \amp = 1- \frac{1}{n^4}\left(\frac{(n-1)n}{2}\right)^2\\ \amp = 1- \frac{(n-1)^2n^2}{4n^4}\text{.} \end{align*}
    A similar argument as above shows \(\lim\limits_{n\to \infty}L_n=3/4\text{.}\)