On the delimitation of the remainder in certain linear approximation formulas of analysis

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T. Popoviciu
Institutul de Calcul

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T. Popoviciu,Β Sur la dΓ©limitation du reste dans certaines formules d’approximation linΓ©aires de l’analyse,Β Mathematica (Cluj),Β 2(25) (1960) no. 1, pp. 159-162 (in French), republished, translation of 1960a

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Mathematica Cluj

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Published by the Romanian AcademyΒ  Publishing House

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1222-9016

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2601-744X

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ON THE DELIMITATION OF THE REMAINDER IN CERTAIN LINEAR APPROXIMATION FORMULAS OF ANALYSIS

by
TIBERIU POPOVICIU
in Cluj

TIBERIU POPOVICIU

  1. 1.

    Let's assume that the restR[f]R[f]of a linear approximation formula or a linear functional defined on the vector spaceSS, formed by functionsf=f(x)f=f(x), defined and continuous on an intervalII. The functionsffand the linear functionalR[f]R[f]are real andSScontains all polynomials.

We say thatR[f]R[f]is of the simple form if there exists an integernβ‰§βˆ’1n\geqq-1. such that we have

R[f]=K.[ΞΎ1,ΞΎ2,…,ΞΎn+1;f],f∈S,R[f]=K.\left[\xi_{1},\xi_{2},\ldots,\xi_{n+1};f\right],f\in S, (1)

OrK=R[xn+1]K=R\left[x^{n+1}\right]Eastβ‰ 0\neq 0, independent of the functionffAndΞΎi,i=1,2,……,n+2\xi_{i},i=1,2,\ldots\ldots,n+2aren+2n+2distinct points of the intervalII(which can, in general, depend on the functionffand located even insideIIifn≧0n\geqq 0). The notation[ΞΎ1,ΞΎ2,…,ΞΎn+2;f]\left[\xi_{1},\xi_{2},\ldots,\xi_{n+2};f\right]denotes the divided difference of the functionffon the knotsΞΎ1,ΞΎ2,…,ΞΎn+2\xi_{1},\xi_{2},\ldots,\xi_{n+2}. For these notions and the few properties which will follow we ask the reader to refer to our previous work, in particular, to our work in the previous volume of this journal [3].

In this casennis the degree of accuracy of the remainder and enjoys the property (characteristic) thatR[f]R[f]is zero on any polynomial of degreenn, butR[xn+1]β‰ 0R\left[x^{n+1}\right]\neq 0.

Let us recall that the necessary and sufficient condition forR[f]R[f], assumed from the degree of accuracynn, either of the simple form is that we haveR[fβ€²]β‰ 0R\left[f^{\prime}\right]\neq 0for everythingf∈Sf\in S, which is convex of ordernβ€²n^{\prime}(on I). In this case it is, moreover, necessary thatR[f]R[f]keep his sign forffconvex of ordernn. Noting that the functionxn+1x^{n+1}is indeed convex of ordernn, the previous condition can also be written
(2)

R[xn+1]R[f]>0.R\left[x^{n+1}\right]R[f]>0.

Condition (2), for allf∈Sf\in Sconvex of ordernn, is therefore necessary and sufficient forR[f]R[f]either of the simple form (1). Note that for this it is also necessary (but not sufficient) that we haveR[xn+1]β‰ 0R\left[x^{n+1}\right]\neq 0and
(3)

R[x"⁣+1]R[f]≧0,R\left[x^{\prime\prime+1}\right]R[f]\geqq 0,

for any function/∈S/\in S, non-concave of ordernn.
mule.
2. IfR[/]R[/]is of the simple form (1), we can delimit it by the for-

M=supxi∈I|[x1,x2,…,∣xn+2;f]|.M=\sup_{x_{i}\in I}\left|\left[x_{1},x_{2},\ldots,\mid x_{n+2};f\right]\right|.

Besides, ifffhas a derivative of ordern-ΜΈ1n\not-1(bounded) onII, the number
(5) is given by the equality

M=1(n+1)!supx∈I|f(n+1)(x)|M=\frac{1}{(n+1)!}\sup_{x\in I}\left|f^{(n+1)}(x)\right|

But, delimitation (4) is valid in a more general case. In particular, we will demonstrate that:

The delimitation (4) is valid ifR[t]R[t]is the degree of accuracynnand if inequality (3) is verified for any functionf∈Sf\in S, non-concave of ordernn.

We haveR[xn+1]β‰ 0R\left[x^{n+1}\right]\neq 0and for the demonstration we can assume thatR[xn+1]>0R\left[x^{n+1}\right]>0. Let us then consider the linear functional (also defined onSS)
(6)

R1[f]=R[f]+Ξ΅[x1,x2,…,xn+2;f]R_{1}[f]=R[f]+\varepsilon\left[x_{1},x_{2},\ldots,x_{n+2};f\right]

Orx1,x2,…,xn+2x_{1},x_{2},\ldots,x_{n+2}aren+2n+2fixed distinct points (independent of the functionff) of the intervalIIAndΞ΅\varepsilonis any positive number. We will show thatR1[f]R_{1}[f]is of the simple form (1). Indeed, if we take into account the fact that the difference divided onn+2n+2nodes (not all combined) of a convex function of ordernnis, by positive definition, we deduce thatR1[f]>0R_{1}[f]>0, Forf∈Sf\in Sconvex of ordernn. The property is demonstrated. Taking into account (5) and (6), also writing the corresponding delimitation (4) forR1[t]R_{1}[t], we get

|R[f]|≦(R[xn+1]+2Ξ΅)M|R[f]|\leqq\left(R\left[x^{n+1}\right]+2\varepsilon\right)M

This inequality being true whatever the positive numberΞ΅\varepsilon, it follows that we have (4) and the sought property is demonstrated. If we haveR[xn+1]<0R\left[x^{n+1}\right]<0, the demonstration is completely analogous. We then take in (6) forΞ΅\varepsilonany negative number.
3. To apply the previous property it is sufficient to know criteria allowing us to affirm that (under the hypothesisR[xn+1]zΜΈβ€²0R\left[x^{n+1}\right]\not z^{\prime}0) inequality
(3) is verified for any functionf∈Sf\in Snon-concave ordernn. We will present here such a criterion which results from the remarkable property of SN Bernstein approximation polynomials of preserving the convexity characteristics of functions [2].

Let's suppose thatI=[0,1]I=[0,1]and that the elements ofSShave a derivative of orderI(β‰₯0)j(\geq 0)continue on[0,1][0,1]. Consider the linear functionalR[f]R[f], of the degree of accuracynnand which is limited in relation to the norine

β€–fβ€–=βˆ‘i=0Isupx∈[0,1]|f(i)(x)|\|f\|=\sum_{i=0}^{j}\sup_{x\in[0,1]}\left|f^{(i)}(x)\right| (7)

Let's ask

Ο€k,L=(βˆ’1)n+1n!∫x1(tβˆ’x)ntk(1βˆ’t)L𝑑t\pi_{k,l}=\frac{(-1)^{n+1}}{n!}\int_{x}^{1}(t-x)^{n}t^{k}(1-t)^{l}dt

Under the previous assumptions, we have the following property:
For inequality (3) to hold for any functionf∈Sf\in Snon-concave ordernn, it is (necessary and it is) sufficient that one hasR[xn+1]R[Ο€k,L]≧0R\left[x^{n+1}\right]R\left[\pi_{k,l}\right]\geqq 0, whatever the non-negative integerskkAndLl.

Note thatΟ€k,L(n+1)=xk(1βˆ’x)L\pi_{k,l}^{(n+1)}=x^{k}(1-x)^{l}. If

Bm=Bm(x;f)=βˆ‘i=0m(mi)t(im)xi(1βˆ’x)mβˆ’iB_{m}=B_{m}(x;f)=\sum_{i=0}^{m}\binom{m}{i}t\left(\frac{i}{m}\right)x^{i}(1-x)^{m-i}

is the SN Bernstein polynomial of degreemm, for its order derivativen+1n+1We have (mβ©Ύn+1m\geqslant n+1),
Bm(n+1)=(mβˆ’1)!(n+1)!mn(mβˆ’nβˆ’1)!βˆ‘i=0mβˆ’1(mβˆ’nβˆ’1i)[im,i+1m,…,i+n+1m;f]Ο€i,mβˆ’nβˆ’1βˆ’i(n+1)B_{m}^{(n+1)}=\frac{(m-1)!(n+1)!}{m^{n}(m-n-1)!}\sum_{i=0}^{m-1}\binom{m-n-1}{i}\left[\frac{i}{m},\frac{i+1}{m},\ldots,\frac{i+n+1}{m};f\right]\pi_{i,m-n-1-i}^{(n+1)}from where

Bm=(mβˆ’1)!(n+1)!mn(mβˆ’nβˆ’1)!βˆ‘i=0mβˆ’nβˆ’1(mβˆ’nβˆ’1i)[im,i+1m,…,i+n+1m;f]Ο€i,mβˆ’nβˆ’1βˆ’i+Ξ²m,B_{m}=\frac{(m-1)!(n+1)!}{m^{n}(m-n-1)!}\sum_{i=0}^{m-n-1}\binom{m-n-1}{i}\left[\frac{i}{m},\frac{i+1}{m},\ldots,\frac{i+n+1}{m};f\right]\pi_{i,m-n-1-i}+\beta_{m},

OrΞ²m\beta_{m}is a polynomial of degreenn.
According to sn BERNSTEIN [1] and S. WIGERT [4] if the derivativef(L)f^{(l)}of orderi(≧0)i(\geqq 0)of the functionffexists and is continuous on[0,1][0,1], the sequel(Bm(i))\left(B_{m}^{(i)}\right)tends, formβ†’βˆžm\rightarrow\infty, uniformly on[0,1][0,1], towardsf(i)f^{(i)}. It follows thatR[Bm]β†’β†’R[f]R\left[B_{m}\right]\rightarrow\rightarrow R[f]Formβ†’βˆžm\rightarrow\infty, therefore
(8)

limmβ†’βˆžR[xn+1]R[Bm]=R[xn+1]R[f]\lim_{m\rightarrow\infty}R\left[x^{n+1}\right]R\left[B_{m}\right]=R\left[x^{n+1}\right]R[f]

If we notice that

R[Bm]=(mβˆ’1)!(n+1)!mn(mβˆ’nβˆ’1)!βˆ‘i=0mβˆ’nβˆ’1(mβˆ’nβˆ’1i)[im,i+1m,…,i+n+1m;f]R[Ο€i,nβ†’nβˆ’1βˆ’i]R\left[B_{m}\right]=\frac{(m-1)!(n+1)!}{m^{n}(m-n-1)!}\sum_{i=0}^{m-n-1}\binom{m-n-1}{i}\left[\tfrac{i}{m},\tfrac{i+1}{m},\ldots,\tfrac{i+n+1}{m};f\right]R_{\left[\pi_{i,\,n\rightarrow n-1-i}\right]}

and that the differences divided onn+2n+2nodes of a non-concave function of ordernnare non-negative, it follows that

R[xn+1]R[Bm]β‰₯0,R\left[x^{n+1}\right]\,R\left[B_{m}\right]\geq 0,

for a functionffnon-concave ordernn. Taking into account (8), the desired property results.

7. To give an application eitherR[f]R[f]the remainder in the digital quadrature formula

∫01f(x)𝑑x=23f(0)+15fβ€²(0)+130f"(0)+1360fβ€²β€²β€²(0)+13f(1)βˆ’130fβ€²(1)+R[f],\int_{0}^{1}f(x)\,dx=\frac{2}{3}f(0)+\frac{1}{5}f^{\prime}(0)+\frac{1}{30}f^{\prime\prime}(0)+\frac{1}{360}f^{\prime\prime\prime}(0)+\frac{1}{3}f(1)-\frac{1}{30}f^{\prime}(1)+R[f],

Orffhas a continuous third-order derivative on[0,1][0,1].

In this caseR[f]R[f]is the degree of accuracyn=5n=5and is bounded with respect to the norm (7) forI=3j=3. In our case

Ο€k,L=15!∫x1(tβˆ’x)5tL(1βˆ’t)L𝑑t\pi_{k,l}=\frac{1}{5!}\int_{x}^{1}(t-x)^{5}t^{l}(1-t)^{l}dt

We deduce

R[x6]=1105>0,∫01Ο€k,L𝑑x=16!∫01t6+k(1βˆ’t)L𝑑tR\left[x^{6}\right]=\frac{1}{105}>0,\int_{0}^{1}\pi_{k,l}dx=\frac{1}{6!}\int_{0}^{1}t^{6+k}(1-t)^{l}dt

and a simple calculation gives us

R[Ο€k,L]=16!∫01tk+2(1βˆ’t)L+4𝑑t>0R\left[\pi_{k,l}\right]=\frac{1}{6!}\int_{0}^{1}t^{k+2}(1-t)^{l+4}dt>0

The delimitation (4) is therefore applicable in this case and we have

|R[fi]|≦1105supxi∈[0,1]|[x1,x2,x3,x4,x5,x6,x7;f]|.\left|R\left[f_{i}\right]\right|\leqq\frac{1}{105}\sup_{x_{i}\in[0,1]}\left|\left[x_{1},x_{2},x_{3},x_{4},x_{5},x_{6},x_{7};f\right]\right|.

If the derivative of order66,f(6)f^{(6)}, exists on[0,1][0,1], We have

|R[f]|≦1150β‹…16!supx∈[0,1]|f(6)(x)|.|R[f]|\leqq\frac{1}{150}\cdot\frac{1}{6!}\sup_{x\in[0,1]}\left|f^{(6)}(x)\right|.

BIBLIOGRAPHY

[1] Bernstein SN, *Proof of Weierstrass's theorem based on the calculus of probabilities*, series 2, 13, 1–2 (1912).

[2] Popoviciu T., *On the approximation of convex functions of higher order*. Mathematica, 10, 49–54 (1934).

[3] Popoviciu T., *On the remainder in some linear approximation formulas of analysis*. Mathematica, 1(24), 95–142 (1960).

[4] Wigert S., *On the polynomial approximation of continuous functions*. Arkiv fΓΆr Mat., Astr., och Fysik, 22B, No. 9, 1–4 (1932).

Received on 28.2.1960.

1960

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