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70 CHAPTER 3. Multiple Integrals

A collection of rectangles P is called a partition of A if there exists partitions P(k) of
[ak, bk], k = 1, ¨ ¨ ¨ , n, P(k) = ␣ak = x0(k) ă x(1k) ă ¨ ¨ ¨ ă xN(kk) = bk(, such that

                   !                 ˇ                    [x(i11), xi(11+) 1]        [x(i22), xi(22+) 1] ˆ            [x(inn),  x(n+1)  ]
                    ∆i1i2¨¨¨in                                                                                                    in+1   ,
          P  =                       ˇ  ∆i1   i2¨¨¨in  =                        ˆ                           ¨¨¨  ˆ
                                     ˇ

                                                                                   )
                                        ik = 0, 1, ¨ ¨ ¨ , Nk ´ 1, k = 1, ¨ ¨ ¨ , n .

The mesh size of the partition P, denoted by }P}, is defined by

                                     g
                                     fn
                                  !                                      ˇ                                                         )
          }P }        =  max            ÿ     (x(ikk+) 1     x(ikk))2    ˇ  ik  =    0, 1, ¨ ¨ ¨   , Nk     1, k  =   1, ¨ ¨ ¨  ,n .
                                    f                                    ˇ
                                                          ´                                              ´
                                    e

                                        k=1

                 d
                                n

The number ř (x(ikk+) 1 ´ x(ikk))2 is often denoted by diam(∆i1i2¨¨¨in), and is called the di-
                              k=1

ameter of the rectangle ∆i1i2¨¨¨in.

Definition 3.4. Let A Ď Rn be a bounded set, and f : A Ñ R be a bounded function. For
any partition

                   !                 ˇ                    [x(i11), xi(11+) 1]        [x(i22), x(i22+) 1] ˆ            [xi(nn),  x(n+1)  ]
                    ∆i1i2¨¨¨in                                                                                                    in+1   ,
          P  =                       ˇ  ∆i1   i2¨¨¨in  =                        ˆ                           ¨¨¨  ˆ
                                     ˇ

                                                                                   )
                                        ik = 0, 1, ¨ ¨ ¨ , Nk ´ 1, k = 1, ¨ ¨ ¨ , n ,

the upper sum and the lower sum of f with respect to the partition P, denoted by
U (f, P) and L(f, P) respectively, are numbers defined by

                                      U (f, P) = ÿ sup f A(x)νn(∆) ,

                                                                               ∆PP xP∆

                                       L(f, P) = ÿ inf f A(x)νn(∆) ,
                                                                                      xP∆
                                                                               ∆PP

where νn(∆) is the n-dimensional volume of the rectangle ∆ given by

                         νn(∆) = (x(i11+) 1 ´ x(i11))(x(i22+) 1 ´ xi(22)) ¨ ¨ ¨ (xi(nn+) 1 ´ xi(nn))

if  ∆  =  [x(i11)  ´  x(i11+) 1]  ˆ  [x(i22)  ´  x(i22+) 1]  ˆ  ¨  ¨  ¨  ˆ  [xi(nn)  ´  xi(nn+) 1  ]   and  fA    is  the  extension        of  f  by
                                                                                                    ,

zero outside A given by

                                                       f A(x) = " f (x) x P A ,                                                                 (3.1)
                                                                       0 x R A.
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