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Example of a Riemann Integral


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To compute $ \int_0^1 x^2\,dx$ with Riemann sums, we choose a sequence of partitions

$\displaystyle \Delta_n: x_i= i/n,\quad i=0,\ldots,n
\,,
$

with points

$\displaystyle \xi_i=(2i-1)/(2n),\quad i=1,\ldots,n
\,.
$

The Riemann sums are

$\displaystyle \int f_{\Delta_n}$ $\displaystyle =$ $\displaystyle \sum_{i=1}^n \frac{1}{n}\left(\frac{2i-1}{2n}\right)^2
= \frac{1}{4n^3} \left(4\sum_{i=1}^n i^2-4 \sum_{i=1}^n i + \sum_{i=1}^n
1\right)$  
  $\displaystyle =$ $\displaystyle \frac{1}{4n^3} \left( \frac{4n(n+1)(2n+1)}{6} - \frac{4n(n+1)}{2} +n
\right)
= \frac{1}{3} -\frac{1}{12n^2}
\,,$  

and

$\displaystyle \lim_{n\to\infty} \int f_{\Delta_n} = \frac{1}{3}
\,,
$

in accordance with the exact value of the integral.
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  automatisch erstellt am 22.  9. 2016