Henri Lebesgue

Lebesgue's theory of integration

This is a non-technical treatment from a historical point of view; see the article Lebesgue integration for a technical treatment from a mathematical point of view.

Integration is a mathematical operation that corresponds to the informal idea of finding the area under the graph of a mathematical function. The first theory of integration was developed by Archimedes in the third century BC with his method of quadratures, but this could be applied only in limited circumstances with a high degree of geometric symmetry. In the seventeenth century, Isaac Newton and Gottfried Wilhelm Leibniz independently discovered the idea that integration was a sort of opposite of differentiation (which they had just invented), which allowed mathematicians to calculate a broad class of integrals for the first time. However, unlike Archimedes' method, which was based on Euclidean geometry, Newton's and Leibniz's integral calculus did not have a rigorous foundation.

In the nineteenth century, Augustin Cauchy finally developed a rigorous theory of limits, and Bernhard Riemann followed up on this by formalising what is now called the Riemann integral. To define this integral, one fills the area under the graph with smaller and smaller rectangles and takes the limit of the sums of the rectangles at each stage. Unfortunately, some functions do not have well-defined limits to these sums, so they have no Riemann integral.

Lesbesgue invented his method of integration to solve this problem. He first presented his ideas in Intégrale, longueur, aire (Integral, length, area) in 1902. Instead of using the areas of rectangles, which put the focus on the domain of the function, Lebesgue looked at the codomain of the function for his fundamental unit of area. Lesbesgue's idea was to first build the integral for what he called simple functions[?], functions that take only finitely many values. Then he defined it for more complicated functions as the upper bound of all the integrals of simple functions smaller than the function in question.

Lesbesgue integration has the beautiful property that every function with a Riemann integral also has a Lebesgue integral, and the two integrals agree. But there are many functions with a Lebesgue integral that have no Riemann integral.

As part of the development of Lebesgue integration, Lebesgue invented the concept of Lebesgue measure, which measures lengths rather than areas. Lebesgue's technique for turning a measure into an integral generalises easily to many other situations, leading to the modern field of measure theory.

The Lebesgue integral was deficient in one respect. The Riemann integral had been generalised to the improper Riemann integral[?] to measure functions whose domain of definition was not a closed interval. The Lebesgue integral integrated many of these functions (always reproducing the same answer when it did), but not all of them. The Henstock integral[?] is an even more general notion of integral (based on Riemann's theory rather than Lebesgue's) that subsumes both Lebesgue integration and improper Riemann integration. However, the Henstock integral depends on specific features of the real line and so does not generalise as well as the Lebesgue integral does.

Lesbesgue's other achievements

Although Lebesgue's integral was an example of the power of generalisation, Lebesgue himself did not approve of generalisation in general and spent the rest of his life working on very specific problems, generally in mathematical analysis. However, he certainly didn't hesitate to use his integral to solve these problems.

more to be written

External links:

• http://www-gap.dcs.st-and.ac.uk/~history/Mathematicians/Lebesgue
• http://mathweb.free.fr/bios/index.php3?action=affiche&quoi=lebesgue (in French)
• Lebesgue bibliography (http://www-mathdoc.math.sciences.univ-nantes.fr/NUMDAM/lebesgue)