This is the classical definition
of an integral
. Here only given for function
Let be (a,b) a closed interval
. Let d be a finite partition
of (a,b) into closed intervals.
Let |d| be the the length of the largest interval of d.
A step function
on d is a function which is constant on the intervals of d.
The lower Riemann sums
L(d) of d is the sum of (the values of a step function s in an interval of d multiplied with the length of the interval), where s is a step function on d with s < f and there is no step function t on d, t < f, with an x in (a,b), s(x) < t(x) < f(x).
The upper Riemann sums
U(d) of d is defined analogous with s > f.
The Riemann integral of f exists iff
lim U(d) = lim S(d)
|d|-> 0 |d|-> 0
and the Riemann integral is lim U(d).
Note: The Riemann integral is not defined on unbounded intervals. If you encounter such "integrals", then it's not Riemann or it's a limit of Riemann integrals. You might even have such effects on open sets, but I'm not sure if this always holds.
The Riemann integral is classical, but it has some severe weaknesses:
You can't take the limit inside unless you have uniform convergence.
You can only integrate "relatively" continuous functions. Finite sets of non-continuous points are allowed, you run in trouble with infinite sets. (However, sometimes the Riemann integral exists anyway.)
You can only integrate in Rn style spaces. (Might work on Banach spaces, too)