Generalized Riemann Integration : Killing Two Birds with One Stone?

Abstract: Since the time of Cauchy, integration theory has in the main been an attempt to regain the Eden of Newton. In that idyllic time [. . . ] derivatives and integrals were [. . . ] different aspects of the same thing. -Peter Bullen, as quoted in [24] The theory of integration has gone through many changes in the past centuries and, in particular, there has been a tension between the Riemann and the Lebesgue approach to integration. Riemann's definition is often the first integral to be introduced in undergraduate studies, while Lebesgue's integral is more powerful but also more complicated and its methods are often postponed until graduate or advanced undergraduate studies. The integral presented in this paper is due to the work of Ralph Henstock and Jaroslav Kurzweil. By a simple exchange of the criterion for integrability in Riemann's definition a powerful integral with many properties of the Lebesgue integral was found. Further, the generalized Riemann integral expands the class of integrable functions with respect to Lebesgue integrals, while there is a characterization of the Lebesgue integral in terms of absolute integrability. As this definition expands the class of functions beyond absolutely integrable functions, some theorems become more cumbersome to prove in contrast to elegant results in Lebesgue's theory and some important properties in composition are lost. Further, it is not as easily abstracted as the Lebesgue integral. Therefore, the generalized Riemann integral should be thought of as a complement to Lebesgue's definition and not as a replacement.