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Topic: What Is an Integral?
Replies: 48   Last Post: Feb 5, 1998 3:47 PM

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Lee Lady

Posts: 24
Registered: 12/12/04
Re: What Is an Integral?
Posted: Feb 4, 1998 1:51 PM
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As usual, you've provided this poor algebraist with a couple of useful
pieces of information that he's forgotten from his course in measure
theory 30 years ago (or else never learned in the first place).

Thanks for the term "finitely additive integral." I felt a little
defensive in my notes because I wasn't assuming countable additivity over
disjoint sets, but apparently I don't need this for the Riemann integral.

Thanks also for the mention of the name Darboux. Someone else mentioned
the name Daniel. I usually attribute the notion of the integral as a
positive linear functional to Bourbaki, since that's where I learned it
from. But Bourbaki wraps it in a formidible topological package which,
at least for what I need, is quite unnecessary.

There is nothing in my notes <http://www.Math.Hawaii.Edu/~lee/
Integrals.pdf> that is in any way mathematically original. (Or at
least if there is, it's probably wrong!) What's innovative in my notes
is the observation that the Darboux/Daniel/Bourbaki approach to the
integral can be used to handle most of the simple applications of
integration taught in Calculus I without the need for explicit use of
limits of sums. As my notes say, "Step functions are required for the
proof, not for the actual calculation."

Secondly, what is primarily innovative in my notes and what required an
enormous amount of effort from me is the explanation of this approach in
terms that can be understood by a student with very little mathematical
sophistication.

In my notes I have used the term "cumulative" rather than "finitely
additive over disjoint intervals" and "stable" rather than
"continuous." I have used the term "relationship" expressly because of
the fact that it is not a generally used bit of mathematical jargon.
Roughly speaking, in my notes it is used instead of "functional" or
"mapping."

Finally, I have used a style that many mathematicians may find
objectionable but which I find that students deal with much more easily.
This style was common in books fifty or a hundred years ago. It
emphasisizes explanations rather than proofs. These explanations are
often given in terms of examples rather than a formidible array of
subscripts and summation signs.

The notes contain an abundance of very simple diagrams (each of
which cost me an enormous amount of effort to create in Latex). Most
formulas are displayed but not labeled. When referring back to a
previously given formula, I generally give the formula again rather
than asking the reader to leaf back to an earlier page. All this is
rather paper intensive. But I think that this forty-plus page paper
reads a lot more quickly than the same material would if presented in
15 pages.

In article <6b524j$12lu@mean.stat.purdue.edu>,
Herman Rubin <hrubin@mean.stat.purdue.edu> wrote:
>In article <6b3q5e$b01@news.Hawaii.Edu>,
Lee Lady <lady@Hawaii.Edu> wrote:
>SNIP<

>>So here's the main thing I claim:
>
>>Theorem: Let Appl(f,I) be a mapping that associates a real number to
>>each ordered pair (f,I) consisting of a Riemann-integrable function f
>>defined on some reasonable subset of the real line and a compact
>>subinterval I of the domain of f. Suppose further that Appl is
>>additive over disjoint intervals (and over intervals which intersect
>>only in a single point). Let G(x,y) be a continuous function of two
>>variables. Suppose now that Appl(f,I) equals the integral over I
>>of G(x,f(x)) whenever f is a constant function. Suppose also that
>>the mapping Appl is monotonic, i.e. making f larger [resp. smaller]
>>will always result in a larger [smaller] value for Appl(f,I).
>>THEN: Appl(f,I) will equal the integral over I of G(x,f(x))
>>for all Riemann-integrable functions f.

>
>>Proof: Since both sides of the asserted equation are additive over
>>disjoint intervals, the equation is valid not only for constant functions
>>but for step functions. Now f can be obtained as a limit of step
>>functions, and in fact there exist step functions s(x) and S(x)
>>with s(x) <= f(x) <= S(x), and where s and S can be chosen so that
>>the difference between Appl(s,I) and Appl(S,I) (as well as the
>>difference between the corresponding integrals) is arbitrarily small.*
>>The result now follows from the fact that both the mapping Appl and
>>the integral are monotonic. (*I think that this follows from the
>>hypotheses given. To say that s is a (uniformly) small function is to
>>say that there exists a small real number c such that s(x) <= c for
>>all x. It now follows from the stated hypotheses that Appl(s,I) will
>>be small. However I need to deal with the case where there are two
>>step functions s_1 and s_2 such that s_1 - s_2 is small.
>>Unfortunately, I can't assume that Appl respects subtraction. So
>>there might be a glitch here, as far as proving that Appl(s_1,I) -
>>Appl(s_2,I) is small. Actually, it suffices to consider the case where
>>s_1 and s_2 are constant functions. But maybe I need an additional
>>hypothesis on the function G(x,y). )


Actually, no. I was too tired when I wrote the above. No additional
hypothesis is required on G(x,y). The whole parenthetical comment
beginning with the asterisk can be omitted. Since one is dealing with
integrals of step functions, one really only needs to consider the case
where s_1 and s_2 are constants and in this case the continuity of G(x,y)
is all that is required.

>How does this really differ from the usual definition? It is
>essentially the Darboux approach.


To repeat: I'm not defining a new kind of integral. (At least I hope
not!) All I'm doing is justifying my claim that in setting up most
common applications of integration, one does not need to go back to an
explicit representation of the integral as a limit of sums. All one
needs to do is to find an integral formula which gives the correct result
in the case of constant functions.

>If the customary definition of the Riemann integral is modified
>to not requiring closeness of the approximation for all sufficiently
>fine partitions, but just the existence of a partition, it is the
>statement that a function is Riemann integrable on an interval
>if it can be squeezed between two step functions, the integrals
>(already defined as the sum of products of length times height)
>of which are close. It is this which, for arbitrary measures,
>is the basis for the finitely additive integral.


>SNIP<

>You are going through limits of sums.

Not explicitly. Not in the actual calculation. Only in the
justification for the method.

> How much calculation is used
>depends on the problem. Also, it is legitimate to use theorems to
>reduce the amount of calculation; the Fundamental Theorem of Calculus
>states that the antiderivative can be used to compute the integral,
>and not just of real-valued functions.


Students (even mine!) are reasonably competent in calculating integrals
by using anti-derivatives. Where they completely fail is in learning how
to set integrals up in the first place.

I am suggesting the use of theory not merely to calculate the integral,
but to set it up in the first place. As far as I can see, in terms of
what one finds in existing calculus books, this is (alas!) extremely
innovative.

I might also mention that the Fundamental Theorem can be very useful in
setting integrals up in the first place. For instance, consider the
example of arc length.

It is highly plausible to see arc length as determined by seeing the
function in question as a limit of piecewise linear functions. However
to justify this rigorously is beyond what one can do in a calculus
book. The Fundamental Theorem, though, gives us an approach which is
much more convincing.

Let s(x) by the length of the graph of the function f(x), measured from
a fixed starting point a. To find an integral yielding s(x), we can
consider the derivative ds/dx. Fix x. We are looking at a very small
neighborhood of x, and when we zoom in on the corresponding tiny
piece of the curve, we see that it looks like a straight line. (I am
assuming, of course, that f(x) is a differentiable function.) It is
now easy to see that ds/dx is given by on sec theta, where theta
is the angle the curve makes to the horizontal. But of course we all
know that f'(x), which is the slope of the curve, is given by
tan theta. It then follows from the usual trig identity that ds/dx
is the square root of 1 + f'(x)^2.

Therefore the formula for arc length is obtained by integrating the
square root of 1 + f'(x)^2.

The interesting thing about this approach is that one finds a formula for
arc length without ever needing a rigorous definition for arc length. I
realize that to some mathematicians this will seem like heresy, but I
prefer this to giving a definition of arc length that to many will seem
arbitrary and not obviously in agreement with the intuitive notion of
length.

--
Trying to understand learning by studying schooling
is rather like trying to understand sexuality by studying bordellos.
-- Mary Catherine Bateson, Peripheral Visions
lady@Hawaii.Edu






Date Subject Author
1/8/98
Read What Is an Integral?
Lee Lady
1/9/98
Read Re: What Is an Integral?
Darrell Ryan
1/9/98
Read Re: What Is an Integral?
Michael R.
1/9/98
Read Re: What Is an Integral?
Nat Silver
1/10/98
Read Re: What Is an Integral?
feldmann@bsi.fr
1/10/98
Read Re: What Is an Integral?
Lee Lady
1/10/98
Read Re: What Is an Integral?
Darrell Ryan
1/11/98
Read Re: What Is an Integral?
Herman Rubin
1/29/98
Read Re: What Is an Integral?
Lee Lady
1/31/98
Read Re: What Is an Integral?
Terry Moore
1/31/98
Read Re: What Is an Integral?
Lee Lady
2/1/98
Read Re: What Is an Integral?
Michael Joyce
2/1/98
Read Re: What Is an Integral?
Lee Lady
2/1/98
Read Re: What Is an Integral?
Herman Rubin
2/1/98
Read Re: What Is an Integral?
Lee Lady
2/2/98
Read Re: What Is an Integral?
Lee Lady
2/2/98
Read Re: What Is an Integral?
Herman Rubin
2/4/98
Read Re: What Is an Integral?
Lee Lady
2/5/98
Read Re: What Is an Integral?
Herman Rubin
2/2/98
Read Re: What Is an Integral?
Herman Rubin
2/2/98
Read Re: What Is an Integral?
Terry Moore
2/4/98
Read Re: What Is an Integral?
Lee Lady
2/5/98
Read Area Was: Re: What Is an Integral?
Herman Rubin
2/5/98
Read Re: What Is an Integral?
Lee Lady
1/11/98
Read Re: What Is an Integral?
altavoz
1/11/98
Read Re: What Is an Integral?
Darrell Ryan
1/12/98
Read Re: What Is an Integral?
altavoz
1/12/98
Read Re: What Is an Integral?
Darrell Ryan
1/12/98
Read Re: What Is an Integral?
altavoz
1/10/98
Read Re: What Is an Integral?
Lee Lady
1/10/98
Read Re: What Is an Integral?
Darrell Ryan
1/11/98
Read Re: What Is an Integral?
altavoz
1/11/98
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Brieuc Seydoux
1/11/98
Read Re: What Is an Integral?
Nat Silver
1/11/98
Read Re: What Is an Integral?
Darrell Ryan
1/11/98
Read Re: What Is an Integral?
Nat Silver
1/12/98
Read Re: What Is an Integral?
Darrell Ryan
1/12/98
Read Re: What Is an Integral?
Nat Silver
1/12/98
Read Re: What Is an Integral?
Darrell Ryan
1/12/98
Read Re: What Is an Integral?
Wilbert Dijkhof
1/13/98
Read Re: What Is an Integral?
Horst Kraemer
1/13/98
Read Re: What Is an Integral?
Darrell Ryan
1/14/98
Read Re: What Is an Integral?
Lee Lady
1/14/98
Read Re: What Is an Integral?
Horst Kraemer
1/15/98
Read Re: What Is an Integral?
Jostein Herredsvela
1/16/98
Read Re: What Is an Integral?
Herman Rubin
1/14/98
Read Re: What Is an Integral?
fzwielicht@hotmail.com
1/15/98
Read Re: What Is an Integral?
Mrx
1/11/98
Read Re: What Is an Integral?
Darrell Ryan

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