How to find $int_a^bx^mdx$ using the limit sum definition of definite integral?

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We have to evaluate




$$int_a^bx^mdx$$




Converting it to a sum as limit tends to infinity




$$=lim_hto0hsum_r=1^n f(a+rh)=lim_hto0hsum_r=1^n (a+rh)^m$$
with $h=(b-a)/n$ with $ntoinfty$.




Now, I have having trouble going on with this. What to do next?







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  • 1




    The sum doesn't appear correct, at least not without restrictions. Is $n$ intended to be $(b-a)/h$?
    – B. Mehta
    Jul 28 at 14:32










  • @B.Mehta Yep.... Edited that
    – tatan
    Jul 28 at 14:33










  • In that case, is the limit as $n to infty$ also?
    – B. Mehta
    Jul 28 at 14:34










  • @B.Mehta $hto 0$ directly implies $ntoinfty$... doesn't it?
    – tatan
    Jul 28 at 14:35










  • More likely $h=(b-a)/n$ and the limit should be taken as $ntoinfty,$ I would think. It's not clear what the sum means if $n$ isn't an integer.
    – saulspatz
    Jul 28 at 14:35














up vote
5
down vote

favorite
2












We have to evaluate




$$int_a^bx^mdx$$




Converting it to a sum as limit tends to infinity




$$=lim_hto0hsum_r=1^n f(a+rh)=lim_hto0hsum_r=1^n (a+rh)^m$$
with $h=(b-a)/n$ with $ntoinfty$.




Now, I have having trouble going on with this. What to do next?







share|cite|improve this question

















  • 1




    The sum doesn't appear correct, at least not without restrictions. Is $n$ intended to be $(b-a)/h$?
    – B. Mehta
    Jul 28 at 14:32










  • @B.Mehta Yep.... Edited that
    – tatan
    Jul 28 at 14:33










  • In that case, is the limit as $n to infty$ also?
    – B. Mehta
    Jul 28 at 14:34










  • @B.Mehta $hto 0$ directly implies $ntoinfty$... doesn't it?
    – tatan
    Jul 28 at 14:35










  • More likely $h=(b-a)/n$ and the limit should be taken as $ntoinfty,$ I would think. It's not clear what the sum means if $n$ isn't an integer.
    – saulspatz
    Jul 28 at 14:35












up vote
5
down vote

favorite
2









up vote
5
down vote

favorite
2






2





We have to evaluate




$$int_a^bx^mdx$$




Converting it to a sum as limit tends to infinity




$$=lim_hto0hsum_r=1^n f(a+rh)=lim_hto0hsum_r=1^n (a+rh)^m$$
with $h=(b-a)/n$ with $ntoinfty$.




Now, I have having trouble going on with this. What to do next?







share|cite|improve this question













We have to evaluate




$$int_a^bx^mdx$$




Converting it to a sum as limit tends to infinity




$$=lim_hto0hsum_r=1^n f(a+rh)=lim_hto0hsum_r=1^n (a+rh)^m$$
with $h=(b-a)/n$ with $ntoinfty$.




Now, I have having trouble going on with this. What to do next?









share|cite|improve this question












share|cite|improve this question




share|cite|improve this question








edited Jul 28 at 14:37









Henning Makholm

225k16290516




225k16290516









asked Jul 28 at 14:21









tatan

5,01442053




5,01442053







  • 1




    The sum doesn't appear correct, at least not without restrictions. Is $n$ intended to be $(b-a)/h$?
    – B. Mehta
    Jul 28 at 14:32










  • @B.Mehta Yep.... Edited that
    – tatan
    Jul 28 at 14:33










  • In that case, is the limit as $n to infty$ also?
    – B. Mehta
    Jul 28 at 14:34










  • @B.Mehta $hto 0$ directly implies $ntoinfty$... doesn't it?
    – tatan
    Jul 28 at 14:35










  • More likely $h=(b-a)/n$ and the limit should be taken as $ntoinfty,$ I would think. It's not clear what the sum means if $n$ isn't an integer.
    – saulspatz
    Jul 28 at 14:35












  • 1




    The sum doesn't appear correct, at least not without restrictions. Is $n$ intended to be $(b-a)/h$?
    – B. Mehta
    Jul 28 at 14:32










  • @B.Mehta Yep.... Edited that
    – tatan
    Jul 28 at 14:33










  • In that case, is the limit as $n to infty$ also?
    – B. Mehta
    Jul 28 at 14:34










  • @B.Mehta $hto 0$ directly implies $ntoinfty$... doesn't it?
    – tatan
    Jul 28 at 14:35










  • More likely $h=(b-a)/n$ and the limit should be taken as $ntoinfty,$ I would think. It's not clear what the sum means if $n$ isn't an integer.
    – saulspatz
    Jul 28 at 14:35







1




1




The sum doesn't appear correct, at least not without restrictions. Is $n$ intended to be $(b-a)/h$?
– B. Mehta
Jul 28 at 14:32




The sum doesn't appear correct, at least not without restrictions. Is $n$ intended to be $(b-a)/h$?
– B. Mehta
Jul 28 at 14:32












@B.Mehta Yep.... Edited that
– tatan
Jul 28 at 14:33




@B.Mehta Yep.... Edited that
– tatan
Jul 28 at 14:33












In that case, is the limit as $n to infty$ also?
– B. Mehta
Jul 28 at 14:34




In that case, is the limit as $n to infty$ also?
– B. Mehta
Jul 28 at 14:34












@B.Mehta $hto 0$ directly implies $ntoinfty$... doesn't it?
– tatan
Jul 28 at 14:35




@B.Mehta $hto 0$ directly implies $ntoinfty$... doesn't it?
– tatan
Jul 28 at 14:35












More likely $h=(b-a)/n$ and the limit should be taken as $ntoinfty,$ I would think. It's not clear what the sum means if $n$ isn't an integer.
– saulspatz
Jul 28 at 14:35




More likely $h=(b-a)/n$ and the limit should be taken as $ntoinfty,$ I would think. It's not clear what the sum means if $n$ isn't an integer.
– saulspatz
Jul 28 at 14:35










3 Answers
3






active

oldest

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up vote
4
down vote













Assuming $a>0$, I consider the special case $m=-1$.



Here $f(x)=frac1x$, and we divide the interval $ale xle b$ so that the points of division are in a geometric progression as $$a,ar,ar^2,cdots,ar^n=b,;quadtext so r=left(fracbaright)^1/n$$



The length of the $k$th ($1le kle n$) sub-interval is $$delta_k=ar^k-ar^k-1=ar^k-1(r-1)$$



Let $delta$ be the maximum among $delta_1,delta_2,cdots,delta_n$. Then as $ntoinfty, rto1$ and so $deltato0$. We take $$delta_k=ar^k-1quad,,1le kle n$$



So by definition,



beginalign
int_a^b frac1x,dx&=lim_deltato0sum_k=1^n f(xi_k)delta_k
\&=lim_ntoinftysum_k=1^nfracar^k-1(r-1)ar^k-1
\&=lim_ntoinfty n(r-1)
\&=lim_1/nto0fracleft(fracbaright)^1/n-11/n
\&=ln fracbaqquadqquadleft[because, lim_xto0fraca^x-1x=ln aright]
endalign




For the general problem, we can use the general definition of definite integral of a continuous (or integrable) function. I roughly state the definition so that the notation is clear.



Let $f(x)$ be a bounded function defined on a closed interval $[a,b]$. We divide the interval $[a,b]$ into $n$ subintervals $[x_0,x_1],,[x_1,x_2],cdots,[x_n-1,x_n]$ by introducing the points $x_0,x_2,cdots,x_n$ satisfying $a=x_0<x_1<cdots<x_n=b$. Let $$delta_r=x_r-x_r-1quad,r=1,2,cdots,n$$



Choose any point $xi_r$ of the $r$th subinterval, i.e. $$x_r-1le xi_rle x_r$$



Let $delta=max(delta_1,cdots,delta_n)$, the norm of the subdivision of the partition.



We then form the sum $sum_r=1^nf(xi_r)delta_r$, which depends on the choice of the points $x_r$'s and $xi_r$'s.



We now let $delta$ tend to zero, so that $n$, the number of subdivisions, goes to infinity. If now the sum $sum_r=1^nf(xi_r)delta_r$ tends to a definite limit which is independent of the choice of the points $x_r$'s and $xi_r$'s in $[x_r-1,x_r]$, then this limit is defined to be the definite (Riemann) integral of $f(x)$ over $[a,b]$.



That is, $$int_a^b f(x),dx=lim_deltato0sum_r=1^n f(xi_r)delta_r$$



Many expressions for $int_a^b f(x),dx$ can be found by taking $x_r$'s and $xi_r$'s in suitable manner. We need one such particular choice here.



We choose $x_r$'s in such a way that they form a G.P. with common ratio $rho$ (say), like $$a=x_0,x_1=arho,x_2=arho^2,cdots,x_n=arho^n=b$$



So, $rho=left(fracbaright)^1/n$ and as $ntoinfty$, $rhoto 1$.



For $xi_r$'s, we choose the left hand end point of the $r$th subinterval $[x_r-1,x_r]$. That is, $$xi_r=x_r-1=arho^r-1quad,,r=1,2,cdots,n$$



Then for each $r$, $$delta_r=x_r-x_r-1=arho^r-1(rho-1)to0qquad[because rhoto1]$$



Hence we arrive at a new expression for $int_a^b f(x),dx$, given by $$int_a^b f(x),dx=lim_ntoinfty\ (rhoto1)a(rho -1)sum_r=1^n rho^r-1f(arho^r-1)$$



This form is particularly helpful for evaluating integrals of the form $int_a^b x^m,dx$, for $0<a<b$ and any rational number $m$.



For $mne -1$, we have by taking $f(x)=x^m$,



beginalign
int_a^b x^m,dx&=lim_ntoinfty\( rhoto1)a(rho -1)sum_r=1^n rho^r-1(arho^r-1)^m
\&=a^m+1lim_ntoinftyleft[fracrho -1rho^m+1sum_r=1^n rho^r(1+m)right]
\&=a^m+1lim_ntoinftyleft[frac(rho -1)rho^m+1rho^m+1fracrho^n(m+1)-1rho^m+1-1right]qquadleft[because, mne -1,, rho^m+1-1ne 0right]
\&=a^m+1lim_ntoinftyfrac(rho-1)rho^m+1-1left[left(fracbaright)^m+1-1right]qquadquadleft[because rho^n=b/aright]
\&=(b^m+1-a^m+1)lim_rhoto1frac1left(fracrho^m+1-1rho-1right)
\&=fracb^m+1-a^m+1m+1
endalign



In fact, the case $m=-1$ in the beginning has been done in an exactly similar manner. So the case distinction need not be made as mentioned in a comment below.



I had learnt this approach as Walli's method from my high school textbook, although I could not find a reference online.






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  • Your technique applies even when $mneq - 1$. +1 for simple approach.
    – Paramanand Singh
    Jul 28 at 17:20

















up vote
1
down vote













From the Euler-Maclaurin Summation Formula, $ colorbluesum_k=1^n k^m-ell=fracn^m-ell+1m-ell+1+Oleft(n^m-ellright)$. Using this result along with the binomial expansion $ colorred(x+y)^m=sum_ell=0^m x^ell y^m-ell$ and the relationship $ binommellfrac1m-ell+1=frac1m+1binomm+1ell$, we have for $mge 1$



$$beginalign
fracb-ansum_k=1^n colorredleft(a+fracb-ankright)^m&=fracb-ansum_k=1^n colorredsum_ell=0^mbinommella^ell left(fracb-ankright)^m-ell\\
&=fracb-ansum_ell=0^mbinommella^ell left(fracb-anright)^m-ellcolorbluesum_k=1^n k^m-ell\\
&=fracb-ansum_ell=0^mbinommella^ell left(fracb-anright)^m-ellcolorblueleft(fracn^m-ell+1m-ell+1 +O(n^m-
ell)right)\\
&=frac(b-a)^m+1m+1sum_ell=0^mbinomm+1ell left(fracab-aright)^ell+Oleft(frac1nright)\\
&=frac(b-a)^m+1m+1left(left(1+fracab-aright)^m+1-fraca^m+1(b-a)^m+1right)+Oleft(frac1nright)\\
&=fracb^m+1-a^m+1m+1+Oleft(frac1nright)
endalign$$






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  • Please let me know how I can improve my answer. I really want to give you the best answer I can.
    – Mark Viola
    Jul 28 at 19:20

















up vote
0
down vote













I will assume $m>0$. Using MVT, for a partition $P:a=x_1<x_2<...<x_n+1=b$, we have $exists xi_i in (x_i,x_i+1)$ s.t. $xi_i^m(x_i+1-x_i)=fracx_i+1^m+1m+1-fracx_i^m+1m+1$. As a result
$$S^*(P)=sumlimits_i=1^n xi_i^m(x_i+1-x_i)=
sumlimits_i=1^n left(fracx_i+1^m+1m+1-fracx_i^m+1m+1right)=\
fracx_n+1^m+1m+1-fracx_1^m+1m+1=fracb^m+1-a^m+1m+1$$
Because $inflimits_xin[x_i,x_i+1]leftx^mright leq xi_i^m leq suplimits_xin[x_i,x_i+1]x^m$, we also have
$$L(x^m,P)leq S^*(P)leq U(x^m,P)$$
But $x^m$ is continuous on $[a,b]$, thus uniform continuous, so $L(x^m,P)$ and $U(x^m,P)$ will squeeze to $S^*(P)$, because
$$0< U(x^m, P) - L(x^m, P)=sumlimits_i=1^n left(suplimits_xin[x_i,x_i+1]x^m-inflimits_xin[x_i,x_i+1]x^mright)(x_i+1-x_i)leq \
fracvarepsilonb-a (b-a) = varepsilon$$
assuming we choose the partition such that $|y^m-x^m|<fracvarepsilona-b, forall x,y in[x_i,x_i+1], |x_i+1-x_i|<delta$ (see the definition of uniform continuity). This makes $x^m$ integrable (see Riemann's criterion, theorem 3 here, for more details).






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  • I think you would have to explain the notations you have used a bit more explicitly as I am not familiar with them
    – tatan
    Jul 28 at 15:43










  • I have provided many links explaining those notations. $S^*(P)$ is just a particular sum I constructed based on MVT, i.e. just an arbitrary notation. However $L$ (lower) and $U$ (upper) are very well known (see the link coming with "... we also have").
    – rtybase
    Jul 28 at 16:20











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3 Answers
3






active

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3 Answers
3






active

oldest

votes









active

oldest

votes






active

oldest

votes








up vote
4
down vote













Assuming $a>0$, I consider the special case $m=-1$.



Here $f(x)=frac1x$, and we divide the interval $ale xle b$ so that the points of division are in a geometric progression as $$a,ar,ar^2,cdots,ar^n=b,;quadtext so r=left(fracbaright)^1/n$$



The length of the $k$th ($1le kle n$) sub-interval is $$delta_k=ar^k-ar^k-1=ar^k-1(r-1)$$



Let $delta$ be the maximum among $delta_1,delta_2,cdots,delta_n$. Then as $ntoinfty, rto1$ and so $deltato0$. We take $$delta_k=ar^k-1quad,,1le kle n$$



So by definition,



beginalign
int_a^b frac1x,dx&=lim_deltato0sum_k=1^n f(xi_k)delta_k
\&=lim_ntoinftysum_k=1^nfracar^k-1(r-1)ar^k-1
\&=lim_ntoinfty n(r-1)
\&=lim_1/nto0fracleft(fracbaright)^1/n-11/n
\&=ln fracbaqquadqquadleft[because, lim_xto0fraca^x-1x=ln aright]
endalign




For the general problem, we can use the general definition of definite integral of a continuous (or integrable) function. I roughly state the definition so that the notation is clear.



Let $f(x)$ be a bounded function defined on a closed interval $[a,b]$. We divide the interval $[a,b]$ into $n$ subintervals $[x_0,x_1],,[x_1,x_2],cdots,[x_n-1,x_n]$ by introducing the points $x_0,x_2,cdots,x_n$ satisfying $a=x_0<x_1<cdots<x_n=b$. Let $$delta_r=x_r-x_r-1quad,r=1,2,cdots,n$$



Choose any point $xi_r$ of the $r$th subinterval, i.e. $$x_r-1le xi_rle x_r$$



Let $delta=max(delta_1,cdots,delta_n)$, the norm of the subdivision of the partition.



We then form the sum $sum_r=1^nf(xi_r)delta_r$, which depends on the choice of the points $x_r$'s and $xi_r$'s.



We now let $delta$ tend to zero, so that $n$, the number of subdivisions, goes to infinity. If now the sum $sum_r=1^nf(xi_r)delta_r$ tends to a definite limit which is independent of the choice of the points $x_r$'s and $xi_r$'s in $[x_r-1,x_r]$, then this limit is defined to be the definite (Riemann) integral of $f(x)$ over $[a,b]$.



That is, $$int_a^b f(x),dx=lim_deltato0sum_r=1^n f(xi_r)delta_r$$



Many expressions for $int_a^b f(x),dx$ can be found by taking $x_r$'s and $xi_r$'s in suitable manner. We need one such particular choice here.



We choose $x_r$'s in such a way that they form a G.P. with common ratio $rho$ (say), like $$a=x_0,x_1=arho,x_2=arho^2,cdots,x_n=arho^n=b$$



So, $rho=left(fracbaright)^1/n$ and as $ntoinfty$, $rhoto 1$.



For $xi_r$'s, we choose the left hand end point of the $r$th subinterval $[x_r-1,x_r]$. That is, $$xi_r=x_r-1=arho^r-1quad,,r=1,2,cdots,n$$



Then for each $r$, $$delta_r=x_r-x_r-1=arho^r-1(rho-1)to0qquad[because rhoto1]$$



Hence we arrive at a new expression for $int_a^b f(x),dx$, given by $$int_a^b f(x),dx=lim_ntoinfty\ (rhoto1)a(rho -1)sum_r=1^n rho^r-1f(arho^r-1)$$



This form is particularly helpful for evaluating integrals of the form $int_a^b x^m,dx$, for $0<a<b$ and any rational number $m$.



For $mne -1$, we have by taking $f(x)=x^m$,



beginalign
int_a^b x^m,dx&=lim_ntoinfty\( rhoto1)a(rho -1)sum_r=1^n rho^r-1(arho^r-1)^m
\&=a^m+1lim_ntoinftyleft[fracrho -1rho^m+1sum_r=1^n rho^r(1+m)right]
\&=a^m+1lim_ntoinftyleft[frac(rho -1)rho^m+1rho^m+1fracrho^n(m+1)-1rho^m+1-1right]qquadleft[because, mne -1,, rho^m+1-1ne 0right]
\&=a^m+1lim_ntoinftyfrac(rho-1)rho^m+1-1left[left(fracbaright)^m+1-1right]qquadquadleft[because rho^n=b/aright]
\&=(b^m+1-a^m+1)lim_rhoto1frac1left(fracrho^m+1-1rho-1right)
\&=fracb^m+1-a^m+1m+1
endalign



In fact, the case $m=-1$ in the beginning has been done in an exactly similar manner. So the case distinction need not be made as mentioned in a comment below.



I had learnt this approach as Walli's method from my high school textbook, although I could not find a reference online.






share|cite|improve this answer























  • Your technique applies even when $mneq - 1$. +1 for simple approach.
    – Paramanand Singh
    Jul 28 at 17:20














up vote
4
down vote













Assuming $a>0$, I consider the special case $m=-1$.



Here $f(x)=frac1x$, and we divide the interval $ale xle b$ so that the points of division are in a geometric progression as $$a,ar,ar^2,cdots,ar^n=b,;quadtext so r=left(fracbaright)^1/n$$



The length of the $k$th ($1le kle n$) sub-interval is $$delta_k=ar^k-ar^k-1=ar^k-1(r-1)$$



Let $delta$ be the maximum among $delta_1,delta_2,cdots,delta_n$. Then as $ntoinfty, rto1$ and so $deltato0$. We take $$delta_k=ar^k-1quad,,1le kle n$$



So by definition,



beginalign
int_a^b frac1x,dx&=lim_deltato0sum_k=1^n f(xi_k)delta_k
\&=lim_ntoinftysum_k=1^nfracar^k-1(r-1)ar^k-1
\&=lim_ntoinfty n(r-1)
\&=lim_1/nto0fracleft(fracbaright)^1/n-11/n
\&=ln fracbaqquadqquadleft[because, lim_xto0fraca^x-1x=ln aright]
endalign




For the general problem, we can use the general definition of definite integral of a continuous (or integrable) function. I roughly state the definition so that the notation is clear.



Let $f(x)$ be a bounded function defined on a closed interval $[a,b]$. We divide the interval $[a,b]$ into $n$ subintervals $[x_0,x_1],,[x_1,x_2],cdots,[x_n-1,x_n]$ by introducing the points $x_0,x_2,cdots,x_n$ satisfying $a=x_0<x_1<cdots<x_n=b$. Let $$delta_r=x_r-x_r-1quad,r=1,2,cdots,n$$



Choose any point $xi_r$ of the $r$th subinterval, i.e. $$x_r-1le xi_rle x_r$$



Let $delta=max(delta_1,cdots,delta_n)$, the norm of the subdivision of the partition.



We then form the sum $sum_r=1^nf(xi_r)delta_r$, which depends on the choice of the points $x_r$'s and $xi_r$'s.



We now let $delta$ tend to zero, so that $n$, the number of subdivisions, goes to infinity. If now the sum $sum_r=1^nf(xi_r)delta_r$ tends to a definite limit which is independent of the choice of the points $x_r$'s and $xi_r$'s in $[x_r-1,x_r]$, then this limit is defined to be the definite (Riemann) integral of $f(x)$ over $[a,b]$.



That is, $$int_a^b f(x),dx=lim_deltato0sum_r=1^n f(xi_r)delta_r$$



Many expressions for $int_a^b f(x),dx$ can be found by taking $x_r$'s and $xi_r$'s in suitable manner. We need one such particular choice here.



We choose $x_r$'s in such a way that they form a G.P. with common ratio $rho$ (say), like $$a=x_0,x_1=arho,x_2=arho^2,cdots,x_n=arho^n=b$$



So, $rho=left(fracbaright)^1/n$ and as $ntoinfty$, $rhoto 1$.



For $xi_r$'s, we choose the left hand end point of the $r$th subinterval $[x_r-1,x_r]$. That is, $$xi_r=x_r-1=arho^r-1quad,,r=1,2,cdots,n$$



Then for each $r$, $$delta_r=x_r-x_r-1=arho^r-1(rho-1)to0qquad[because rhoto1]$$



Hence we arrive at a new expression for $int_a^b f(x),dx$, given by $$int_a^b f(x),dx=lim_ntoinfty\ (rhoto1)a(rho -1)sum_r=1^n rho^r-1f(arho^r-1)$$



This form is particularly helpful for evaluating integrals of the form $int_a^b x^m,dx$, for $0<a<b$ and any rational number $m$.



For $mne -1$, we have by taking $f(x)=x^m$,



beginalign
int_a^b x^m,dx&=lim_ntoinfty\( rhoto1)a(rho -1)sum_r=1^n rho^r-1(arho^r-1)^m
\&=a^m+1lim_ntoinftyleft[fracrho -1rho^m+1sum_r=1^n rho^r(1+m)right]
\&=a^m+1lim_ntoinftyleft[frac(rho -1)rho^m+1rho^m+1fracrho^n(m+1)-1rho^m+1-1right]qquadleft[because, mne -1,, rho^m+1-1ne 0right]
\&=a^m+1lim_ntoinftyfrac(rho-1)rho^m+1-1left[left(fracbaright)^m+1-1right]qquadquadleft[because rho^n=b/aright]
\&=(b^m+1-a^m+1)lim_rhoto1frac1left(fracrho^m+1-1rho-1right)
\&=fracb^m+1-a^m+1m+1
endalign



In fact, the case $m=-1$ in the beginning has been done in an exactly similar manner. So the case distinction need not be made as mentioned in a comment below.



I had learnt this approach as Walli's method from my high school textbook, although I could not find a reference online.






share|cite|improve this answer























  • Your technique applies even when $mneq - 1$. +1 for simple approach.
    – Paramanand Singh
    Jul 28 at 17:20












up vote
4
down vote










up vote
4
down vote









Assuming $a>0$, I consider the special case $m=-1$.



Here $f(x)=frac1x$, and we divide the interval $ale xle b$ so that the points of division are in a geometric progression as $$a,ar,ar^2,cdots,ar^n=b,;quadtext so r=left(fracbaright)^1/n$$



The length of the $k$th ($1le kle n$) sub-interval is $$delta_k=ar^k-ar^k-1=ar^k-1(r-1)$$



Let $delta$ be the maximum among $delta_1,delta_2,cdots,delta_n$. Then as $ntoinfty, rto1$ and so $deltato0$. We take $$delta_k=ar^k-1quad,,1le kle n$$



So by definition,



beginalign
int_a^b frac1x,dx&=lim_deltato0sum_k=1^n f(xi_k)delta_k
\&=lim_ntoinftysum_k=1^nfracar^k-1(r-1)ar^k-1
\&=lim_ntoinfty n(r-1)
\&=lim_1/nto0fracleft(fracbaright)^1/n-11/n
\&=ln fracbaqquadqquadleft[because, lim_xto0fraca^x-1x=ln aright]
endalign




For the general problem, we can use the general definition of definite integral of a continuous (or integrable) function. I roughly state the definition so that the notation is clear.



Let $f(x)$ be a bounded function defined on a closed interval $[a,b]$. We divide the interval $[a,b]$ into $n$ subintervals $[x_0,x_1],,[x_1,x_2],cdots,[x_n-1,x_n]$ by introducing the points $x_0,x_2,cdots,x_n$ satisfying $a=x_0<x_1<cdots<x_n=b$. Let $$delta_r=x_r-x_r-1quad,r=1,2,cdots,n$$



Choose any point $xi_r$ of the $r$th subinterval, i.e. $$x_r-1le xi_rle x_r$$



Let $delta=max(delta_1,cdots,delta_n)$, the norm of the subdivision of the partition.



We then form the sum $sum_r=1^nf(xi_r)delta_r$, which depends on the choice of the points $x_r$'s and $xi_r$'s.



We now let $delta$ tend to zero, so that $n$, the number of subdivisions, goes to infinity. If now the sum $sum_r=1^nf(xi_r)delta_r$ tends to a definite limit which is independent of the choice of the points $x_r$'s and $xi_r$'s in $[x_r-1,x_r]$, then this limit is defined to be the definite (Riemann) integral of $f(x)$ over $[a,b]$.



That is, $$int_a^b f(x),dx=lim_deltato0sum_r=1^n f(xi_r)delta_r$$



Many expressions for $int_a^b f(x),dx$ can be found by taking $x_r$'s and $xi_r$'s in suitable manner. We need one such particular choice here.



We choose $x_r$'s in such a way that they form a G.P. with common ratio $rho$ (say), like $$a=x_0,x_1=arho,x_2=arho^2,cdots,x_n=arho^n=b$$



So, $rho=left(fracbaright)^1/n$ and as $ntoinfty$, $rhoto 1$.



For $xi_r$'s, we choose the left hand end point of the $r$th subinterval $[x_r-1,x_r]$. That is, $$xi_r=x_r-1=arho^r-1quad,,r=1,2,cdots,n$$



Then for each $r$, $$delta_r=x_r-x_r-1=arho^r-1(rho-1)to0qquad[because rhoto1]$$



Hence we arrive at a new expression for $int_a^b f(x),dx$, given by $$int_a^b f(x),dx=lim_ntoinfty\ (rhoto1)a(rho -1)sum_r=1^n rho^r-1f(arho^r-1)$$



This form is particularly helpful for evaluating integrals of the form $int_a^b x^m,dx$, for $0<a<b$ and any rational number $m$.



For $mne -1$, we have by taking $f(x)=x^m$,



beginalign
int_a^b x^m,dx&=lim_ntoinfty\( rhoto1)a(rho -1)sum_r=1^n rho^r-1(arho^r-1)^m
\&=a^m+1lim_ntoinftyleft[fracrho -1rho^m+1sum_r=1^n rho^r(1+m)right]
\&=a^m+1lim_ntoinftyleft[frac(rho -1)rho^m+1rho^m+1fracrho^n(m+1)-1rho^m+1-1right]qquadleft[because, mne -1,, rho^m+1-1ne 0right]
\&=a^m+1lim_ntoinftyfrac(rho-1)rho^m+1-1left[left(fracbaright)^m+1-1right]qquadquadleft[because rho^n=b/aright]
\&=(b^m+1-a^m+1)lim_rhoto1frac1left(fracrho^m+1-1rho-1right)
\&=fracb^m+1-a^m+1m+1
endalign



In fact, the case $m=-1$ in the beginning has been done in an exactly similar manner. So the case distinction need not be made as mentioned in a comment below.



I had learnt this approach as Walli's method from my high school textbook, although I could not find a reference online.






share|cite|improve this answer















Assuming $a>0$, I consider the special case $m=-1$.



Here $f(x)=frac1x$, and we divide the interval $ale xle b$ so that the points of division are in a geometric progression as $$a,ar,ar^2,cdots,ar^n=b,;quadtext so r=left(fracbaright)^1/n$$



The length of the $k$th ($1le kle n$) sub-interval is $$delta_k=ar^k-ar^k-1=ar^k-1(r-1)$$



Let $delta$ be the maximum among $delta_1,delta_2,cdots,delta_n$. Then as $ntoinfty, rto1$ and so $deltato0$. We take $$delta_k=ar^k-1quad,,1le kle n$$



So by definition,



beginalign
int_a^b frac1x,dx&=lim_deltato0sum_k=1^n f(xi_k)delta_k
\&=lim_ntoinftysum_k=1^nfracar^k-1(r-1)ar^k-1
\&=lim_ntoinfty n(r-1)
\&=lim_1/nto0fracleft(fracbaright)^1/n-11/n
\&=ln fracbaqquadqquadleft[because, lim_xto0fraca^x-1x=ln aright]
endalign




For the general problem, we can use the general definition of definite integral of a continuous (or integrable) function. I roughly state the definition so that the notation is clear.



Let $f(x)$ be a bounded function defined on a closed interval $[a,b]$. We divide the interval $[a,b]$ into $n$ subintervals $[x_0,x_1],,[x_1,x_2],cdots,[x_n-1,x_n]$ by introducing the points $x_0,x_2,cdots,x_n$ satisfying $a=x_0<x_1<cdots<x_n=b$. Let $$delta_r=x_r-x_r-1quad,r=1,2,cdots,n$$



Choose any point $xi_r$ of the $r$th subinterval, i.e. $$x_r-1le xi_rle x_r$$



Let $delta=max(delta_1,cdots,delta_n)$, the norm of the subdivision of the partition.



We then form the sum $sum_r=1^nf(xi_r)delta_r$, which depends on the choice of the points $x_r$'s and $xi_r$'s.



We now let $delta$ tend to zero, so that $n$, the number of subdivisions, goes to infinity. If now the sum $sum_r=1^nf(xi_r)delta_r$ tends to a definite limit which is independent of the choice of the points $x_r$'s and $xi_r$'s in $[x_r-1,x_r]$, then this limit is defined to be the definite (Riemann) integral of $f(x)$ over $[a,b]$.



That is, $$int_a^b f(x),dx=lim_deltato0sum_r=1^n f(xi_r)delta_r$$



Many expressions for $int_a^b f(x),dx$ can be found by taking $x_r$'s and $xi_r$'s in suitable manner. We need one such particular choice here.



We choose $x_r$'s in such a way that they form a G.P. with common ratio $rho$ (say), like $$a=x_0,x_1=arho,x_2=arho^2,cdots,x_n=arho^n=b$$



So, $rho=left(fracbaright)^1/n$ and as $ntoinfty$, $rhoto 1$.



For $xi_r$'s, we choose the left hand end point of the $r$th subinterval $[x_r-1,x_r]$. That is, $$xi_r=x_r-1=arho^r-1quad,,r=1,2,cdots,n$$



Then for each $r$, $$delta_r=x_r-x_r-1=arho^r-1(rho-1)to0qquad[because rhoto1]$$



Hence we arrive at a new expression for $int_a^b f(x),dx$, given by $$int_a^b f(x),dx=lim_ntoinfty\ (rhoto1)a(rho -1)sum_r=1^n rho^r-1f(arho^r-1)$$



This form is particularly helpful for evaluating integrals of the form $int_a^b x^m,dx$, for $0<a<b$ and any rational number $m$.



For $mne -1$, we have by taking $f(x)=x^m$,



beginalign
int_a^b x^m,dx&=lim_ntoinfty\( rhoto1)a(rho -1)sum_r=1^n rho^r-1(arho^r-1)^m
\&=a^m+1lim_ntoinftyleft[fracrho -1rho^m+1sum_r=1^n rho^r(1+m)right]
\&=a^m+1lim_ntoinftyleft[frac(rho -1)rho^m+1rho^m+1fracrho^n(m+1)-1rho^m+1-1right]qquadleft[because, mne -1,, rho^m+1-1ne 0right]
\&=a^m+1lim_ntoinftyfrac(rho-1)rho^m+1-1left[left(fracbaright)^m+1-1right]qquadquadleft[because rho^n=b/aright]
\&=(b^m+1-a^m+1)lim_rhoto1frac1left(fracrho^m+1-1rho-1right)
\&=fracb^m+1-a^m+1m+1
endalign



In fact, the case $m=-1$ in the beginning has been done in an exactly similar manner. So the case distinction need not be made as mentioned in a comment below.



I had learnt this approach as Walli's method from my high school textbook, although I could not find a reference online.







share|cite|improve this answer















share|cite|improve this answer



share|cite|improve this answer








edited Jul 29 at 5:50


























answered Jul 28 at 16:31









StubbornAtom

3,69611134




3,69611134











  • Your technique applies even when $mneq - 1$. +1 for simple approach.
    – Paramanand Singh
    Jul 28 at 17:20
















  • Your technique applies even when $mneq - 1$. +1 for simple approach.
    – Paramanand Singh
    Jul 28 at 17:20















Your technique applies even when $mneq - 1$. +1 for simple approach.
– Paramanand Singh
Jul 28 at 17:20




Your technique applies even when $mneq - 1$. +1 for simple approach.
– Paramanand Singh
Jul 28 at 17:20










up vote
1
down vote













From the Euler-Maclaurin Summation Formula, $ colorbluesum_k=1^n k^m-ell=fracn^m-ell+1m-ell+1+Oleft(n^m-ellright)$. Using this result along with the binomial expansion $ colorred(x+y)^m=sum_ell=0^m x^ell y^m-ell$ and the relationship $ binommellfrac1m-ell+1=frac1m+1binomm+1ell$, we have for $mge 1$



$$beginalign
fracb-ansum_k=1^n colorredleft(a+fracb-ankright)^m&=fracb-ansum_k=1^n colorredsum_ell=0^mbinommella^ell left(fracb-ankright)^m-ell\\
&=fracb-ansum_ell=0^mbinommella^ell left(fracb-anright)^m-ellcolorbluesum_k=1^n k^m-ell\\
&=fracb-ansum_ell=0^mbinommella^ell left(fracb-anright)^m-ellcolorblueleft(fracn^m-ell+1m-ell+1 +O(n^m-
ell)right)\\
&=frac(b-a)^m+1m+1sum_ell=0^mbinomm+1ell left(fracab-aright)^ell+Oleft(frac1nright)\\
&=frac(b-a)^m+1m+1left(left(1+fracab-aright)^m+1-fraca^m+1(b-a)^m+1right)+Oleft(frac1nright)\\
&=fracb^m+1-a^m+1m+1+Oleft(frac1nright)
endalign$$






share|cite|improve this answer























  • Please let me know how I can improve my answer. I really want to give you the best answer I can.
    – Mark Viola
    Jul 28 at 19:20














up vote
1
down vote













From the Euler-Maclaurin Summation Formula, $ colorbluesum_k=1^n k^m-ell=fracn^m-ell+1m-ell+1+Oleft(n^m-ellright)$. Using this result along with the binomial expansion $ colorred(x+y)^m=sum_ell=0^m x^ell y^m-ell$ and the relationship $ binommellfrac1m-ell+1=frac1m+1binomm+1ell$, we have for $mge 1$



$$beginalign
fracb-ansum_k=1^n colorredleft(a+fracb-ankright)^m&=fracb-ansum_k=1^n colorredsum_ell=0^mbinommella^ell left(fracb-ankright)^m-ell\\
&=fracb-ansum_ell=0^mbinommella^ell left(fracb-anright)^m-ellcolorbluesum_k=1^n k^m-ell\\
&=fracb-ansum_ell=0^mbinommella^ell left(fracb-anright)^m-ellcolorblueleft(fracn^m-ell+1m-ell+1 +O(n^m-
ell)right)\\
&=frac(b-a)^m+1m+1sum_ell=0^mbinomm+1ell left(fracab-aright)^ell+Oleft(frac1nright)\\
&=frac(b-a)^m+1m+1left(left(1+fracab-aright)^m+1-fraca^m+1(b-a)^m+1right)+Oleft(frac1nright)\\
&=fracb^m+1-a^m+1m+1+Oleft(frac1nright)
endalign$$






share|cite|improve this answer























  • Please let me know how I can improve my answer. I really want to give you the best answer I can.
    – Mark Viola
    Jul 28 at 19:20












up vote
1
down vote










up vote
1
down vote









From the Euler-Maclaurin Summation Formula, $ colorbluesum_k=1^n k^m-ell=fracn^m-ell+1m-ell+1+Oleft(n^m-ellright)$. Using this result along with the binomial expansion $ colorred(x+y)^m=sum_ell=0^m x^ell y^m-ell$ and the relationship $ binommellfrac1m-ell+1=frac1m+1binomm+1ell$, we have for $mge 1$



$$beginalign
fracb-ansum_k=1^n colorredleft(a+fracb-ankright)^m&=fracb-ansum_k=1^n colorredsum_ell=0^mbinommella^ell left(fracb-ankright)^m-ell\\
&=fracb-ansum_ell=0^mbinommella^ell left(fracb-anright)^m-ellcolorbluesum_k=1^n k^m-ell\\
&=fracb-ansum_ell=0^mbinommella^ell left(fracb-anright)^m-ellcolorblueleft(fracn^m-ell+1m-ell+1 +O(n^m-
ell)right)\\
&=frac(b-a)^m+1m+1sum_ell=0^mbinomm+1ell left(fracab-aright)^ell+Oleft(frac1nright)\\
&=frac(b-a)^m+1m+1left(left(1+fracab-aright)^m+1-fraca^m+1(b-a)^m+1right)+Oleft(frac1nright)\\
&=fracb^m+1-a^m+1m+1+Oleft(frac1nright)
endalign$$






share|cite|improve this answer















From the Euler-Maclaurin Summation Formula, $ colorbluesum_k=1^n k^m-ell=fracn^m-ell+1m-ell+1+Oleft(n^m-ellright)$. Using this result along with the binomial expansion $ colorred(x+y)^m=sum_ell=0^m x^ell y^m-ell$ and the relationship $ binommellfrac1m-ell+1=frac1m+1binomm+1ell$, we have for $mge 1$



$$beginalign
fracb-ansum_k=1^n colorredleft(a+fracb-ankright)^m&=fracb-ansum_k=1^n colorredsum_ell=0^mbinommella^ell left(fracb-ankright)^m-ell\\
&=fracb-ansum_ell=0^mbinommella^ell left(fracb-anright)^m-ellcolorbluesum_k=1^n k^m-ell\\
&=fracb-ansum_ell=0^mbinommella^ell left(fracb-anright)^m-ellcolorblueleft(fracn^m-ell+1m-ell+1 +O(n^m-
ell)right)\\
&=frac(b-a)^m+1m+1sum_ell=0^mbinomm+1ell left(fracab-aright)^ell+Oleft(frac1nright)\\
&=frac(b-a)^m+1m+1left(left(1+fracab-aright)^m+1-fraca^m+1(b-a)^m+1right)+Oleft(frac1nright)\\
&=fracb^m+1-a^m+1m+1+Oleft(frac1nright)
endalign$$







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share|cite|improve this answer



share|cite|improve this answer








edited Jul 28 at 17:36


























answered Jul 28 at 17:25









Mark Viola

126k1172167




126k1172167











  • Please let me know how I can improve my answer. I really want to give you the best answer I can.
    – Mark Viola
    Jul 28 at 19:20
















  • Please let me know how I can improve my answer. I really want to give you the best answer I can.
    – Mark Viola
    Jul 28 at 19:20















Please let me know how I can improve my answer. I really want to give you the best answer I can.
– Mark Viola
Jul 28 at 19:20




Please let me know how I can improve my answer. I really want to give you the best answer I can.
– Mark Viola
Jul 28 at 19:20










up vote
0
down vote













I will assume $m>0$. Using MVT, for a partition $P:a=x_1<x_2<...<x_n+1=b$, we have $exists xi_i in (x_i,x_i+1)$ s.t. $xi_i^m(x_i+1-x_i)=fracx_i+1^m+1m+1-fracx_i^m+1m+1$. As a result
$$S^*(P)=sumlimits_i=1^n xi_i^m(x_i+1-x_i)=
sumlimits_i=1^n left(fracx_i+1^m+1m+1-fracx_i^m+1m+1right)=\
fracx_n+1^m+1m+1-fracx_1^m+1m+1=fracb^m+1-a^m+1m+1$$
Because $inflimits_xin[x_i,x_i+1]leftx^mright leq xi_i^m leq suplimits_xin[x_i,x_i+1]x^m$, we also have
$$L(x^m,P)leq S^*(P)leq U(x^m,P)$$
But $x^m$ is continuous on $[a,b]$, thus uniform continuous, so $L(x^m,P)$ and $U(x^m,P)$ will squeeze to $S^*(P)$, because
$$0< U(x^m, P) - L(x^m, P)=sumlimits_i=1^n left(suplimits_xin[x_i,x_i+1]x^m-inflimits_xin[x_i,x_i+1]x^mright)(x_i+1-x_i)leq \
fracvarepsilonb-a (b-a) = varepsilon$$
assuming we choose the partition such that $|y^m-x^m|<fracvarepsilona-b, forall x,y in[x_i,x_i+1], |x_i+1-x_i|<delta$ (see the definition of uniform continuity). This makes $x^m$ integrable (see Riemann's criterion, theorem 3 here, for more details).






share|cite|improve this answer























  • I think you would have to explain the notations you have used a bit more explicitly as I am not familiar with them
    – tatan
    Jul 28 at 15:43










  • I have provided many links explaining those notations. $S^*(P)$ is just a particular sum I constructed based on MVT, i.e. just an arbitrary notation. However $L$ (lower) and $U$ (upper) are very well known (see the link coming with "... we also have").
    – rtybase
    Jul 28 at 16:20















up vote
0
down vote













I will assume $m>0$. Using MVT, for a partition $P:a=x_1<x_2<...<x_n+1=b$, we have $exists xi_i in (x_i,x_i+1)$ s.t. $xi_i^m(x_i+1-x_i)=fracx_i+1^m+1m+1-fracx_i^m+1m+1$. As a result
$$S^*(P)=sumlimits_i=1^n xi_i^m(x_i+1-x_i)=
sumlimits_i=1^n left(fracx_i+1^m+1m+1-fracx_i^m+1m+1right)=\
fracx_n+1^m+1m+1-fracx_1^m+1m+1=fracb^m+1-a^m+1m+1$$
Because $inflimits_xin[x_i,x_i+1]leftx^mright leq xi_i^m leq suplimits_xin[x_i,x_i+1]x^m$, we also have
$$L(x^m,P)leq S^*(P)leq U(x^m,P)$$
But $x^m$ is continuous on $[a,b]$, thus uniform continuous, so $L(x^m,P)$ and $U(x^m,P)$ will squeeze to $S^*(P)$, because
$$0< U(x^m, P) - L(x^m, P)=sumlimits_i=1^n left(suplimits_xin[x_i,x_i+1]x^m-inflimits_xin[x_i,x_i+1]x^mright)(x_i+1-x_i)leq \
fracvarepsilonb-a (b-a) = varepsilon$$
assuming we choose the partition such that $|y^m-x^m|<fracvarepsilona-b, forall x,y in[x_i,x_i+1], |x_i+1-x_i|<delta$ (see the definition of uniform continuity). This makes $x^m$ integrable (see Riemann's criterion, theorem 3 here, for more details).






share|cite|improve this answer























  • I think you would have to explain the notations you have used a bit more explicitly as I am not familiar with them
    – tatan
    Jul 28 at 15:43










  • I have provided many links explaining those notations. $S^*(P)$ is just a particular sum I constructed based on MVT, i.e. just an arbitrary notation. However $L$ (lower) and $U$ (upper) are very well known (see the link coming with "... we also have").
    – rtybase
    Jul 28 at 16:20













up vote
0
down vote










up vote
0
down vote









I will assume $m>0$. Using MVT, for a partition $P:a=x_1<x_2<...<x_n+1=b$, we have $exists xi_i in (x_i,x_i+1)$ s.t. $xi_i^m(x_i+1-x_i)=fracx_i+1^m+1m+1-fracx_i^m+1m+1$. As a result
$$S^*(P)=sumlimits_i=1^n xi_i^m(x_i+1-x_i)=
sumlimits_i=1^n left(fracx_i+1^m+1m+1-fracx_i^m+1m+1right)=\
fracx_n+1^m+1m+1-fracx_1^m+1m+1=fracb^m+1-a^m+1m+1$$
Because $inflimits_xin[x_i,x_i+1]leftx^mright leq xi_i^m leq suplimits_xin[x_i,x_i+1]x^m$, we also have
$$L(x^m,P)leq S^*(P)leq U(x^m,P)$$
But $x^m$ is continuous on $[a,b]$, thus uniform continuous, so $L(x^m,P)$ and $U(x^m,P)$ will squeeze to $S^*(P)$, because
$$0< U(x^m, P) - L(x^m, P)=sumlimits_i=1^n left(suplimits_xin[x_i,x_i+1]x^m-inflimits_xin[x_i,x_i+1]x^mright)(x_i+1-x_i)leq \
fracvarepsilonb-a (b-a) = varepsilon$$
assuming we choose the partition such that $|y^m-x^m|<fracvarepsilona-b, forall x,y in[x_i,x_i+1], |x_i+1-x_i|<delta$ (see the definition of uniform continuity). This makes $x^m$ integrable (see Riemann's criterion, theorem 3 here, for more details).






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I will assume $m>0$. Using MVT, for a partition $P:a=x_1<x_2<...<x_n+1=b$, we have $exists xi_i in (x_i,x_i+1)$ s.t. $xi_i^m(x_i+1-x_i)=fracx_i+1^m+1m+1-fracx_i^m+1m+1$. As a result
$$S^*(P)=sumlimits_i=1^n xi_i^m(x_i+1-x_i)=
sumlimits_i=1^n left(fracx_i+1^m+1m+1-fracx_i^m+1m+1right)=\
fracx_n+1^m+1m+1-fracx_1^m+1m+1=fracb^m+1-a^m+1m+1$$
Because $inflimits_xin[x_i,x_i+1]leftx^mright leq xi_i^m leq suplimits_xin[x_i,x_i+1]x^m$, we also have
$$L(x^m,P)leq S^*(P)leq U(x^m,P)$$
But $x^m$ is continuous on $[a,b]$, thus uniform continuous, so $L(x^m,P)$ and $U(x^m,P)$ will squeeze to $S^*(P)$, because
$$0< U(x^m, P) - L(x^m, P)=sumlimits_i=1^n left(suplimits_xin[x_i,x_i+1]x^m-inflimits_xin[x_i,x_i+1]x^mright)(x_i+1-x_i)leq \
fracvarepsilonb-a (b-a) = varepsilon$$
assuming we choose the partition such that $|y^m-x^m|<fracvarepsilona-b, forall x,y in[x_i,x_i+1], |x_i+1-x_i|<delta$ (see the definition of uniform continuity). This makes $x^m$ integrable (see Riemann's criterion, theorem 3 here, for more details).







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edited Jul 28 at 16:30


























answered Jul 28 at 15:42









rtybase

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  • I think you would have to explain the notations you have used a bit more explicitly as I am not familiar with them
    – tatan
    Jul 28 at 15:43










  • I have provided many links explaining those notations. $S^*(P)$ is just a particular sum I constructed based on MVT, i.e. just an arbitrary notation. However $L$ (lower) and $U$ (upper) are very well known (see the link coming with "... we also have").
    – rtybase
    Jul 28 at 16:20

















  • I think you would have to explain the notations you have used a bit more explicitly as I am not familiar with them
    – tatan
    Jul 28 at 15:43










  • I have provided many links explaining those notations. $S^*(P)$ is just a particular sum I constructed based on MVT, i.e. just an arbitrary notation. However $L$ (lower) and $U$ (upper) are very well known (see the link coming with "... we also have").
    – rtybase
    Jul 28 at 16:20
















I think you would have to explain the notations you have used a bit more explicitly as I am not familiar with them
– tatan
Jul 28 at 15:43




I think you would have to explain the notations you have used a bit more explicitly as I am not familiar with them
– tatan
Jul 28 at 15:43












I have provided many links explaining those notations. $S^*(P)$ is just a particular sum I constructed based on MVT, i.e. just an arbitrary notation. However $L$ (lower) and $U$ (upper) are very well known (see the link coming with "... we also have").
– rtybase
Jul 28 at 16:20





I have provided many links explaining those notations. $S^*(P)$ is just a particular sum I constructed based on MVT, i.e. just an arbitrary notation. However $L$ (lower) and $U$ (upper) are very well known (see the link coming with "... we also have").
– rtybase
Jul 28 at 16:20













 

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