Riemann Sum


Let a closed
interval be partitioned by points
, where the lengths of the resulting intervals between the
points are denoted
,
, ...,
. Let
be an arbitrary point in the
th subinterval. Then the quantity
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is called a Riemann sum for a given function and partition, and the value
is called the mesh
size of the partition.
If the limit of
the Riemann sums exists as , this limit is known as the Riemann integral of
over the interval
. The shaded areas in the above plots show the lower
and upper sums
for a constant mesh
size.