Remarks on the first and second mean value formulas of the integral calculus

Abstract

Authors

T. Popoviciu
Institutul de Calcul

Keywords

?

Paper coordinates

T. Popoviciu, Remarques sur la première et sur la seconde formule de la moyenne du calcul intégral, Mathematica (Cluj), 2(25) (1960) no. 1, pp. 163-169 (in French).

PDF

About this paper

Journal

Mathematica Cluj

Publisher Name

Published by the Romanian AcademyΒ  Publishing House

DOI
Print ISSN

1222-9016

Online ISSN

2601-744X

google scholar link

??

Paper (preprint) in HTML form

Original text
Rate this translation
Your feedback will be used to help improve Google Translate

REMARKS ON THE FIRST AND SECOND FORMULA OF THE AVERAGE OF THE INTEGRAL CALCULUS

by
TIBERIU POPOVICIU
in Cluj
  1. 1.

    Consider two real functionsf(x),g(x)f(x),g(x), defined and R-integrable on the finite and closed interval[has,b](has<b)[a,b](a<b). If we designate byfΒ―\bar{f}an average of the values ​​off(xΒ―)f(\bar{x}), so a number such that

infx∈[has,b]f(x)≦f¯≦supx∈[has,b]f(x),\inf_{x\in[a,b]}f(x)\leqq\bar{f}\leqq\sup_{x\in[a,b]}f(x),

we have the first formula of the average

∫hasbf(x)g(x)𝑑x=f¯∫hasbg(x)𝑑x\int_{a}^{b}f(x)g(x)dx=\bar{f}\int_{a}^{b}g(x)dx (1)

which is valid ifg(x)g(x)does not change sign (is constantlyβ‰₯0\geq 0or constantly≦0\leqq 0on[has,b][a,b]) Andf(x)f(x)is arbitrary.

It can be shown that, under the hypothesis of its continuity, the invariance of the sign ofg(x)g(x)is also necessary for the validity of formula (1), forf(x)f(x)any.

Indeed, let us suppose thatg(x)g(x)is continuous and that it changes sign on[has,b][a,b]. Without restricting the generality, we can assume that

∫hasbg(x)𝑑xβ©Ύ0\int_{a}^{b}g(x)dx\geqslant 0 (2)

(because otherwise it is enough to takeβˆ’g(x)-g(x)instead ofg(x)g(x)) and then there is a pointx0∈(has,b)x_{0}\in(a,b)such asg(x0)<0g\left(x_{0}\right)<0. As a result of the continuity
ofg(x)g(x), ifΞ΅>0\varepsilon>0is quite small we havehas<x0βˆ’Ξ΅<x0<x0+Ξ΅<ba<x_{0}-\varepsilon<x_{0}<x_{0}+\varepsilon<bAndg(x)g(x)is negative on the interval (x0βˆ’Ξ΅,x0+Ξ΅x_{0}-\varepsilon,x_{0}+\varepsilon).

Now we will build a functionfβˆ—(x)f^{*}(x)which is:
1∘1^{\circ}. Continuous, positive and at most equal to1on⁑(x0βˆ’Ξ΅,x0+Ξ΅)1\operatorname{on}\left(x_{0}-\varepsilon,x_{0}+\varepsilon\right).
2∘2^{\circ}. None on[has,x0βˆ’Ξ΅]\left[a,x_{0}-\varepsilon\right]and on[x0+Ξ΅,b]\left[x_{0}+\varepsilon,b\right].
The functionfβˆ—(x)f^{*}(x)EastRR-integrable on[has,b][a,b]and we have0≦fΒ―βˆ—β‰¦10\leqq\bar{f}^{*}\leqq 1.
We can, for example, take
(3)

fβˆ—(x)={1, For x∈(x0βˆ’Ξ΅,x0+Ξ΅),0, For x∈[has,b]βˆ’(x0βˆ’Ξ΅,x0+Ξ΅).f^{*}(x)=\left\{\begin{array}[]{l}1,\text{ for }x\in\left(x_{0}-\varepsilon,x_{0}+\varepsilon\right),\\ 0,\text{ for }x\in[a,b]-\left(x_{0}-\varepsilon,x_{0}+\varepsilon\right).\end{array}\right.

If we seek to apply formula (1), taking forf(x)f(x)the functionfβˆ—(x)f^{*}(x), we have, taking into account (2),

∫hasbf(x)g(x)𝑑x=∫x0β†’hasx0+bfβˆ—(x)g(x)𝑑x<0,f¯∫hasbg(x)𝑑x≧0\int_{a}^{b}f(x)g(x)dx=\int_{x_{0}\rightarrow a}^{x_{0}+b}f^{*}(x)g(x)dx<0,\quad\bar{f}\int_{a}^{b}g(x)dx\geqq 0

which shows us that equality (1) is impossible.
We can therefore state the following property:
I. For the first formula of the mean (1) to be true for any continuous functiong(x)g(x)and for any functionRR-integrablef(x)f(x), it is necessary and sufficient thatg(x)g(x)does not change sign on[has,b][a,b].
2. The integral formula (1) corresponds to the formula for the average "in finite terms"

βˆ‘i=1nhasibi=hasΒ―βˆ‘i=1nbi\sum_{i=1}^{n}a_{i}b_{i}=\bar{a}\sum_{i=1}^{n}b_{i} (4)

where the suites(hasi),(bi)\left(a_{i}\right),\left(b_{i}\right)are real and

min⁑(has1,has2,…,hasn)≦has→≦max⁑(has1,has2,…,hasn)\min\left(a_{1},a_{2},\ldots,a_{n}\right)\leqq\vec{a}\leqq\max\left(a_{1},a_{2},\ldots,a_{n}\right)

We designate by(ci)\left(c_{i}\right)the sequel tonntermsc1,c2,…,cn,(n>1)c_{1},c_{2},\ldots,c_{n},(n>1).
The formula for the average (4) is true for any sequence(hasi)\left(a_{i}\right)if the terms of the sequence(bi)\left(b_{i}\right)are of the same sign (all≧0\geqq 0or all of them≀0\leq 0).

It is still easy to see that the invariance of the sign of thebiΒ―\overline{b_{i}}is necessary for the mean formula (4) to be true for any sequence(hasi)\left(a_{i}\right). Indeed, let us suppose that thebibi}are not all of the same sign. We can assume, without restricting the generality, thatβˆ‘i=1nbiβ‰₯0\sum_{i=1}^{n}b_{i}\geq 0(because otherwise we reason in the same way on the sequence (βˆ’bi-bi})). Then there is a cluekksuch asbk<0b_{k}<0. If we then takehask=1,hasi=0a_{k}=1,a_{i}=0, Foriβ‰ ki\neq k, We have0≦has¯≦10\leqq\bar{a}\leqq 1Andβˆ‘i=1nhasibi=bk<0,hasΒ―βˆ‘L=1nbiβ‰₯0\sum_{i=1}^{n}a_{i}b_{i}=b_{k}<0,\bar{a}\sum_{l=1}^{n}b_{i}\geq 0and equality (4) is impossible.

We can therefore state the following property:
I'. For the mean formula (4) to be true for any sequence(hasi)\left(a_{i}\right), it is necessary and sufficient that the terms of the sequence (bibi}) are of the same sign.

Property I can also be deduced from property I' by a passage to the limit, taking into account the definition of the integral R. Without insisting in more detail, let us say that properties II, III, IV which will follow result in the same way respectively from the propertiesIIβ€²,IIIβ€²,IVβ€²\mathrm{II}^{\prime},\mathrm{III}^{\prime},\mathrm{IV}^{\prime}.
3. C. BONFERRONI demonstrated [1] that the first formula of the mean (1) is true for any monotonic functionf(x)f(x)ifg(x)g(x)is R-integrable and if its integralG(x)=∫xg(t)𝑑tG(x)=\int^{x}g(t)dtremains between𝟎\boldsymbol{0}AndG(b)G(b)Forx∈[has,b]x\in[a,b]. The last property means that we have0≦G(x)≦G(b)0\leqq G(x)\leqq G(b)Forx∈[has,b]x\in[a,b]resp.G(b)≦G(x)≦0G(b)\leqq G(x)\leqq 0Forx∈[has,b]x\in[a,b]following that0≦G(b)0\leqq G(b)resp.G(b)≦0G(b)\leqq 0.

It can still be demonstrated that the condition imposed ong(x)g(x)is necessary. For this, let's take the function

f(x)={1, For x∈[has,Ξ»]0, For x∈(Ξ»,b]f(x)=\begin{cases}1,&\text{ for }x\in[a,\lambda]\\ 0,&\text{ for }x\in(\lambda,b]\end{cases}

Orhas≦λ≦ba\leqq\lambda\leqq b(We havef(x)=1f(x)=1on[has,b][a,b]whenΞ»=b\lambda=b). This function is monotone (therefore a fortiori R-integrable) and we have0≀f¯≀10\leq\bar{f}\leq 1. Formula (1) then gives usG(Ξ»)=fΒ―G(b)G(\lambda)=\bar{f}G(b)Forλ∈[has,b]\lambda\in[a,b], which demonstrates the property.

We can therefore state the following property:
II. For the first formula of the mean (1) to be true for any monotonic functionf(x)f(x), it is necessary and sufficient that the integralG(x)=∫xg(t)𝑑tG(x)=\int^{x}g(t)dt, of the functionRR-integrableg(x)g(x), remains between 0 andG(b)G(b)Forx∈[has,b]x\in[a,b]
4. C. Bonferroni obtains the sufficiency of the condition of property II by a passage to the limit of the corresponding property relative to formula (4).

If we consider the partial sumssi=b1+b2+…+bis_{i}=b_{1}+b_{2}+\ldots+b_{i},i=1,2,…,ni=1,2,\ldots,nof the sequel(bi)\left(b_{i}\right), the mean formula (4) is verified for any monotonic sequence(hasi)\left(a_{i}\right)if the terms of the sequence(si)\left(s_{i}\right)remain included (in the broad sense) between 0 andsns_{n}.

C. Bonferroni's demonstration is as follows. Note that if thesi,i=1,2,…,ns_{i},i=1,2,\ldots,nare between 0 andsn,snβˆ’si,i=1,2,…,ns_{n},s_{n}-s_{i},i=1,2,\ldots,nare also between 0 andsns_{n}. I have the monotony of the sequence (hasia_{i}) shows us,
on the one hand, thathasΒ―\bar{a}is betweenhas1a_{1}Andhasnyear}and, on the other hand, that using the Abel transformation formula, we have

(βˆ‘i=1nhasibiβˆ’hasnsn)(βˆ‘i=1nhasibiβˆ’has1sn)==[βˆ‘i=1nβˆ’1si(hasiβˆ’hasi+1)][βˆ‘i=1nβˆ’1(snβˆ’si)(hasi+1βˆ’hasi)]≦0.\begin{gathered}\left(\sum_{i=1}^{n}a_{i}b_{i}-a_{n}s_{n}\right)\left(\sum_{i=1}^{n}a_{i}b_{i}-a_{1}s_{n}\right)=\\ =\left[\sum_{i=1}^{n-1}s_{i}\left(a_{i}-a_{i+1}\right)\right]\left[\sum_{i=1}^{n-1}\left(s_{n}-s_{i}\right)\left(a_{i+1}-a_{i}\right)\right]\leqq 0.\end{gathered}

The formula for the mean (4) follows immediately.
The necessity of the condition results from taking the monotonic sequence(hasi)\left(a_{i}\right), Orhas1=has2=…=hasi=1,hasi+1=hasi+2=…=hasn=0a_{1}=a_{2}=\ldots=a_{i}=1,a_{i+1}=a_{i+2}=\ldots=a_{n}=0.

We can state the following property
II'. For the mean formula (4) to be true for any monotonic sequence(hasi)\left(a_{i}\right)it is necessary and sufficient that the terms of the sequence(si)\left(s_{i}\right)partial sequels of the sequence(bi)\left(b_{i}\right)remain between 0 andsns_{n}.
5. Let us now consider the second formula for the mean
where t

∫hasbf(x)g(x)𝑑x=g(has)∫has5f(x)𝑑x+g(b)∫ξbf(x)𝑑x\int_{a}^{b}f(x)g(x)dx=g(a)\int_{a}^{5}f(x)dx+g(b)\int_{\xi}^{b}f(x)dx (5)
has≦ξ≦ba\leqq\xi\leqq b

This formula is valid for any functionf(x)f(x)R-integrable if the functiong(x)g(x)is monotonous on[has,b][a,b].

Let's suppose thatg(x)g(x)has a continuous derivativegβ€²(x)g^{\prime}(x)on[has,b][a,b]. We can then demonstrate that the monotonicity ofg(x)g(x)is necessary for formula (5) to hold forf(x)f(x)any. Indeed, ifgβ€²(x)g^{\prime}(x)is a continuous function and if we setF(x)=∫hasxf(t)𝑑tF(x)=\int_{a}^{x}f(t)dt, We have

∫hasbf(x)g(x)𝑑x=F(b)g(b)βˆ’βˆ«hasbF(x)gβ€²(x)𝑑x\int_{a}^{b}f(x)g(x)dx=F(b)g(b)-\int_{a}^{b}F(x)g^{\prime}(x)dx

and formula (5) becomes

∫hasbF(x)gβ€²(x)𝑑x=F(ΞΎ)∫hasbgβ€²(x)𝑑x\int_{a}^{b}F(x)g^{\prime}(x)dx=F(\xi)\int_{a}^{b}g^{\prime}(x)dx

so comes back to the first formula of the average(F(ΞΎ)=FΒ―)(F(\xi)=\bar{F}).
In our case the monotony ofg(x)g(x)on[has,b][a,b]is equivalent to the fact that the derivativegβ€²(x)g^{\prime}(x)does not change sign on[has,b][a,b]. The necessity of the condition we have in mind results as in nr. 1. We must only take the functiongβ€²(x)g^{\prime}(x)instead ofg(x)g(x)and forF(x)F(x). a functionfβˆ—(x)f^{*}(x)
suitable. Since by constructionF(x)F(x)is an integral, to satisfy the conditions1∘,2∘1^{\circ},2^{\circ}from No. 1, it is sufficient, for example, to take forF(x)F(x)1st function

fβˆ—(x)={2Ξ΅3(xβˆ’x0+Ξ΅)2(x0βˆ’x+Ξ΅2), For x∈(x0βˆ’Ξ΅,x0],2Ξ΅3(xβˆ’x0βˆ’Ξ΅)2(xβˆ’x0+Ξ΅2), For x∈(x0,x0+Ξ΅),0, For x∈[has,b]βˆ’(x0βˆ’Ξ΅,x0+Ξ΅).f^{*}(x)=\left\{\begin{array}[]{l}\frac{2}{\varepsilon^{3}}\left(x-x_{0}+\varepsilon\right)^{2}\left(x_{0}-x+\frac{\varepsilon}{2}\right),\text{ pour }x\in\left(x_{0}-\varepsilon,x_{0}\right],\\ \frac{2}{\varepsilon^{3}}\left(x-x_{0}-\varepsilon\right)^{2}\left(x-x_{0}+\frac{\varepsilon}{2}\right),\text{ pour }x\in\left(x_{0},x_{0}+\varepsilon\right),\\ 0,\text{ pour }x\in[a,b]-\left(x_{0}-\varepsilon,x_{0}+\varepsilon\right).\end{array}\right.

This amounts, moreover, to taking forf(x)f(x)the function

f(x)={6Ξ΅3(x0βˆ’x)(xβˆ’x0+Ξ΅), For x∈(x0βˆ’Ξ΅,x0],6Ξ΅3(xβˆ’x0)(xβˆ’x0βˆ’Ξ΅), For x∈(x0,x0+Ξ΅),0, For x∈[has,b]βˆ’(x0βˆ’Ξ΅,x0+Ξ΅).f(x)=\left\{\begin{array}[]{l}\frac{6}{\varepsilon^{3}}\left(x_{0}-x\right)\left(x-x_{0}+\varepsilon\right),\text{ pour }x\in\left(x_{0}-\varepsilon,x_{0}\right],\\ \frac{6}{\varepsilon^{3}}\left(x-x_{0}\right)\left(x-x_{0}-\varepsilon\right),\text{ pour }x\in\left(x_{0},x_{0}+\varepsilon\right),\\ 0,\text{ pour }x\in[a,b]-\left(x_{0}-\varepsilon,x_{0}+\varepsilon\right).\end{array}\right.

We can state the following property:
III. For the mean formula (5) to be true for any functiong(x)g(x)having a continuous derivative on[has,b][a,b]and for any functionf(x)Rf(x)R-integrable on[has,b][a,b], it is necessary and sufficient thatg(x)g(x)be monotonous on[has,b][a,b].
6. Formula (5) also corresponds to a formula for the average "in finite terms"
whererβ†’\vec{r}is an average value of thenβˆ’1n-1first terms of the sequence (rir_{i}) partial sequencesri=has1+has2+…+hasi,i=1,2,…,nr_{i}=a_{1}+a_{2}+\ldots+a_{i},\quad i=1,2,\ldots,nof the following (hasia_{i}), SO

mini=1,2,…,nβˆ’1⁑(has1+has2+…+hasi)≦r¯≦maxi=1,2,…,nβˆ’1⁑(has1+has2+…+hasi)\min_{i=1,2,\ldots,n-1}\left(a_{1}+a_{2}+\ldots+a_{i}\right)\leqq\bar{r}\leqq\max_{i=1,2,\ldots,n-1}\left(a_{1}+a_{2}+\ldots+a_{i}\right)

The mean formula (6) is true for any sequence(hasi)\left(a_{i}\right)if the sequel(bi)\left(b_{i}\right)is monotonic. The demonstration is simple, since if we notice that

βˆ‘i=1nhasibiβˆ’bnβˆ‘i=1nhasi=βˆ‘i=1nβˆ’1ri(biβˆ’bi+1)\sum_{i=1}^{n}a_{i}b_{i}-b_{n}\sum_{i=1}^{n}a_{i}=\sum_{i=1}^{n-1}r_{i}\left(b_{i}-b_{i+1}\right)

we return to the first formula of the average.
The necessity of the monotony of the sequence (bib_{i}), so that (6) remains true for any sequence (hasia_{i}), immediately results in takinghasi=1,hasi+1=βˆ’1a_{i}=1,a_{i+1}=-1Andhask=0a_{k}=0, Forkβ‰ i,i+1k\neq i,i+1, successively fori=1,2,…,nβˆ’1i=1,2,\ldots,n-1.

We can therefore state the following property:
III'. For the mean formula (6) to be true for any sequence:(hasi)\left(a_{i}\right), it is necessary and sufficient that the following(bi)\left(b_{i}\right)be monotonous.
7. C. Bonferroni in his cited work [1] also demonstrated that the formula for the mean (5) is valid for any functionf(x)f(x)whose integralF(x)=∫f(t)𝑑tF(x)=\int f(t)dtis monotonous ifg(x)g(x)remains understood (in the broad sense): betweeng(has)g(a)Andg(b)g(b)Forx∈[has,b]x\in[a,b].

Assumingg(x)g(x)continues, the stated condition is also necessary. Indeed, suppose thatg(x)g(x)let's continue and take forf(x)f(x)function (3), wherex0x_{0}is a point of(has,b)(a,b)AndΞ΅\varepsilona sufficiently small positive number. Assuming that the mean formula (5) holds, we have one of the equalities
12Ρ∫xσΡx0+Ξ΅g(x)𝑑x={g(b), For ΞΎβ‰¦x0βˆ’Ξ΅,(ΞΎβˆ’x0+Ξ΅)g(has)+(x0+Ξ΅βˆ’ΞΎ)g(b)2Ξ΅, For ΞΎβˆˆ(x0βˆ’Ξ΅,x0+Ξ΅),g(has), For ΞΎβ‰₯x0+ΞΎ,\frac{1}{2\varepsilon}\int_{x_{\sigma}\varepsilon}^{x_{0}+\varepsilon}g(x)dx=\left\{\begin{array}[]{l}g(b),\text{ pour }\xi\leqq x_{0}-\varepsilon,\\ \frac{\left(\xi-x_{0}+\varepsilon\right)g(a)+\left(x_{0}+\varepsilon-\xi\right)g(b)}{2\varepsilon},\text{ pour }\xi\in\left(x_{0}-\varepsilon,x_{0}+\varepsilon\right),\\ g(a),\text{ pour }\xi\geq x_{0}+\xi,\end{array}\right.
We therefore see that forΞ΅\varepsilonpositive and quite small,
(7)

12Ρ∫x0βˆ’Ξ΅x0+Ξ΅g(x)𝑑x\frac{1}{2\varepsilon}\int_{x_{0}-\varepsilon}^{x_{0}+\varepsilon}g(x)dx

rest included betweeng(has)g(a)Andg(b)g(b). But ifΞ΅β†’0\varepsilon\rightarrow 0, the integral mean (7) tends towardsg(x0)g\left(x_{0}\right), which therefore also remains betweeng(has)g(a)Andg(b)g(b).

We can therefore state the following property:
IV. For the mean formula (5) to be true for any function:f(x)f(x), whose integral∫hasxf(t)𝑑t\int_{a}^{x}f(t)dtis monotonous, it is necessary and sufficient that the functiong(x)g(x), assumed to be continuous, remains betweeng(has)g(a)Andg(b)g(b)Forx∈[has,b]x\in[a,b].
8. Here againCC. Bonferroni obtains the sufficiency of the condition of property IV by a passage to the limit.

The mean formula (6) is verified for any sequence (hasia_{i}) whose terms have the same sign if the terms of the sequence(bi)\left(b_{i}\right)remain betweenb1b_{1}Andbnb_{n}. The demonstration is as follows. When thehasia_{i}are of the same sign and thebib_{i}are included betweenb1b_{1}Andbnb_{n}, We have

[βˆ‘i=1nhasi(biβˆ’bn)+(bnβˆ’b1)βˆ‘i=1nβˆ’1hasi][βˆ‘i=1nhasi(biβˆ’bn)+(bnβˆ’b1)has1]==[βˆ‘i=1nβˆ’1hasi(biβˆ’b1)][βˆ‘i=2nhasi(biβˆ’bn)]≀0\begin{gathered}{\left[\sum_{i=1}^{n}a_{i}\left(b_{i}-b_{n}\right)+\left(b_{n}-b_{1}\right)\sum_{i=1}^{n-1}a_{i}\right]\left[\sum_{i=1}^{n}a_{i}\left(b_{i}-b_{n}\right)+\left(b_{n}-b_{1}\right)a_{1}\right]=}\\ =\left[\sum_{i=1}^{n-1}a_{i}\left(b_{i}-b_{1}\right)\right]\left[\sum_{i=2}^{n}a_{i}\left(b_{i}-b_{n}\right)\right]\leq 0\end{gathered}

The formula for the average follows immediately.

The necessity of the condition results in takinghasi=1a_{i}=1Andhask=0a_{k}=0, Forkβ‰ ik\neq i. We then have0≦r¯≦10\leqq\bar{r}\leqq 1and formula (6) gives usbi=rΒ―b1++(1βˆ’rΒ―)bnb_{i}=\bar{r}b_{1}++(1-\bar{r})b_{n}, which clearly shows thatbib_{i}is betweenb1b_{1}Andbnb_{n}.

We can therefore state the following property:
IV'. For the mean formula (6) to be true for any sequence(hasi)\left(a_{i}\right)whose terms are all of the same sign, it is necessary and sufficient that thebib_{i},i=1,2,…,ni=1,2,\ldots,nremain betweenb1b_{1}Andbnb_{n}.

BIBLIOGRAPHY

[1] Bonferroni C., Sulla validitΓ  dei teoremi della media nel Calcolo integrale. Boll. A. Mat. Ital., XIII, 225-229 (1934).

Received on 8. II. 1960.

1960

Related Posts