Definition (Definite Integral): Let be continuous on the closed interval


Proof: by the Non-Negative Rule. By the Linear Rule, we then obtain  Increasing Rule



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Proof: by the Non-Negative Rule. By the Linear Rule, we then obtain 


  1. Increasing Rule.

Proof: by the Positive Rule. By the Linear Rule, we then obtain 



  1. Zero Width Interval Rule.



  1. Order Integration Rule.



  1. Additive Rule.

Proof: Since is continuous on , it is continuous on and on . Therefore,

  1. of ,

  2. of ,

  3. of ,

Let and be a partitions of and , respectively, such that and Let . Then and . So,









Thus, Since was arbitrary, 


  1. If is continuous on the smallest interval that contains , then , no matter what the order of are Interval Additive Rule.


Proof: Consider the case The other cases are handled in the same way. Now, Thus, The other cases are done in the same way. 


Exercises:

  1. Let be a polynomial and Show that

  2. Let be continuous on the closed interval If show that




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