Please take a look at the following example :
$α(x)=x$ when $0≤x≤1$
$α(x)=x+2$ when $1< x≤2$
Evaluate $\int_{0}^{2}xdα(x)$
I solved this using the integration by parts formula and got the answer as 4. But what I am curious to know is how to solve this using partitions. Say I take a partition as follows;
P={$0,1/n,2/n,...,1,(n+1)/n,(n+2)/n,...,2$}.
I want to know the best way to proceed forward. Is it by using Riemann sums and take the limit or use upper sums and lower sums? If I choose to go with Riemann sums can i take the choice point as $i/n$ where $i=1,...,2n$ and calculate a limit? or should it be a arbitrary point within $[i-1/n,i/n]$? Do we always have to use arbitrary point or depending on the functions can we make that choice? I hope my question is not confusing. Thanks in advance !
Upper and lower sums are preferable: fewer choices to make.
Depends. Do you already know (from some theorem) that the integral exists? If yes, you can take a convenient point such as $i/n$, because the limit of Riemann sums is already known to be independent of your choice. If not, you must consider arbitrary points.
Usually, neither: there are better ways to evaluate integrals than looking at partitions. Also the answer depends on whether we know if the integral exists: see above.