What does this definition of the upper and lower integral mean

calculusintegrationreal-analysisriemann sumriemann-integration

I'm struggling to understand this definition for a class project on Riemann integration.

Let $\mathcal{P}$ represent all possible partitions over $[a,b]$, where $f:[a,b]\rightarrow\mathbb{R}$, then the upper integral of $f$ is given by $U(f)=$ inf$(\{U(f,P):P\in\mathcal{P}\})$ and the lower integral of $f$ is given by $L(f)=$ sup$(\{L(f,P):P\in\mathcal{P}\})$.

I understand what it's saying, but I have no idea how to apply this. The example I'm illustrating is $f(x)=x$ over the interval $[0,2]$ with four subintervals split off by halves.

I calculated the lower sum as 1.5 and the upper sum as 2.5 by summation. The kicker here is Abbott chose to use the concepts of infimum and supremum with the Axiom of Completeness rather than Riemann sums and limits (so I'm really lost since I'm only familiar with the latter method).

How do I determine the upper and lower integrals for this function?

Best Answer

One approach to all this is to find a sequence of partitions $P_n$ for which $\lim_{n \to \infty} L(f,P_n) = \lim_{n \to \infty}U(f,P_n) = L$. If you do this, then we can say that $$ L = \lim_{n \to \infty} L(f,P_n) \leq \sup_{P \in \mathcal P} L(f,P) \leq \inf_{P \in \mathcal P} U(f,P) \leq \lim_{n \to \infty} U(f,P_n) = L, $$ which means that these four quantities must all be the same.

In fact, you should find that if you take any "common sense" choice of $P_n$ (e.g. breaking the interval into $n$ equal subintervals), then these two limits are indeed equal. All the "math" that needs to be done here is straightforward; the trick from there is to just use the argument I present to say that $L(f) = U(f) = 2$.

TL;DR: use the usual "Riemann sums and limits" method (for both the "upper" and "lower" sums), but provide a logical argument that this leads to the correct answer.

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