import matplotlib.pyplot as plt
import numpy as np

fig, ax = plt.subplots()

ax.stairs([1, 2, 3, 4, 5], linewidth=2.5)
ax.stairs([1, 2], edges=[0, 1, 1.5], fill=True, label='U(1.5)')

ax.stairs([3], edges=[2.4, 2.6], fill=True, label='U{[2.4, 2.6]}')

ax.set_yticklabels(['$\mathregular{a_0}$', '$\mathregular{a_1}$', '$\mathregular{a_2}$', '$\mathregular{a_3}$', '$\mathregular{a_4}$'])

ax.set(xlim=(0, 5), xticks=np.arange(1, 5),
       ylim=(0, 6), yticks=np.arange(1, 6))

ax.legend()
ax.set_title("Graph of u(x), showing U(1.5) and U{[2.4, 2.6]} as areas under the curve")

plt.show()