T. Popoviciu, Sur le reste de certaines formules de quadrature, Aequationes Math., 2 (1969) nos. 2-3, pp. 265-268 (in French) http://doi.org/10.1007/BF01817710
Dedicated to MA Ostrowski on the occasion of his 75th birthday
1.
The remainder can be expressed in several ways.of the quadrature formula
(1)
Orare distinct points of the real axis andgiven real constants, independent of the function. We will assume thatAnd, Or, are finite, that all the functions considered are real, and we will denote byan interval containing the points.
Eitherthe degree of accuracy of the remainder(or the quadrature formula (1)), therefore the number, well determined by the conditions:,. Ifwe takeAndWe have.
Ifis a continuous function on the intervalwe have [1]
(2)
The points, on the one hand, and the points, on the other hand, are distinct but generally depend on the function. The constantsare independent of the function. We haveAnddenotes the divided difference, of order, of the functionon the points (or nodes). Ifthe points, can be chosen within the intervaland if in addition the functionhas a ()-th derivativeinside, we have
(3)
, being two points inside the intervalAndbeing, moreover, the same constants as in (2).
If we can takein (2) or in (3), we say that the remainderis of the simple form. We have previously given necessary and sufficient conditions for this to be so [1], but the rest is not always of the simple form.
We shall show that even if the remainder is not of the simple form, in the preceding sense, we can, in certain cases, introduce
modified divided differences so that the remainder becomes of the simple form with respect to these new divided differences. The definition of the divided difference which will occur here will result from the following.
2. Let alwaysthe degree of accuracy ofand designate bythe number of pointsincluded in the open interval (). Ifwe can assume that the points, are in () and ifthat the points,, are outside of (). Let us designate by, the ends of the intervaland consider the polynomials
which are well defined sinceand which verify the equalities
(4)
It is easy to see that we must have. Indeed if we take the polynomial
(whose form is easy to write ifOr), We have
(5)
Let us now designate bythe determinant of function values(iffunctions,on the points, and bythe minor corresponding to the elementof this determinant, therefore the determinant of the values ​​of the functionson the points. We haveOr,) is the Vandermonde determinant of numbers.
The new divided difference we introduce is defined by the formula
(6)
In this definition we have assumed that the pointsare distinct. But we can extend the definition also to the case of pointsnot necessarily distinct by a passage to the limit in formula (6). This amounts to maintaining the definition formula (6) by suitably modifying the determinant(and also the determinants
as we explained previously [1]. This requires the existence of a certain number of derivatives of the function. In this way the divided difference (6) is defined whatever the pointsdistinct or not.
3. With the previous notations consider the continuous functionwhich outside the pointsis equal to the linear combination,functions. We then haveso also
and taking into account (4), (5), we have
Noting that the functiondoes not change sign on, it follows that
(7)
where theare distinct points of the interior of(generally depending on the function), provided that the mean theorems can be applied to divided differences (6). I refer the reader for these theorems to a previous work [1]. This condition is surely verified if:
(H). The determinantEast, whatever the points,distinct or not.
In the previous demonstration of formula (7) we assumed that the function continueshas a derivative (at least on the points). We can easily see that the result obtained is valid under the sole hypothesis of continuity on the closed intervalof the function.
If we designate bythe Wronskian of functions, if we further assume that the functionhave a-th derivative on the interior ofand if the conditionis verified, we have (the Wronskian has its rows and columns in the usual order)
being an interior point of. Note that the second member of this formula
is of the form
Oris a polynomial of degreeindependent of function,).
4. IfAndare the fundamental symmetric functions of numbers, We have
It follows that the condition () is checked if the numbers
are all positive or all negative.
Example. Consider the quadrature formula
In this case we haveand we can take. The rest is not of the usual simple form (we haveif the second derivative exists). In this case the numbers (8) are all of the same sign and different from 0, so the conditionis verified. If the functionis continuous onand has a fourth derivative on, We have
5.
The above considerations can easily be extended to quadrature formulas where the second member also linearly contains some of the values ​​on the pointssuccessive derivatives of the functionand also to linear approximation formulas corresponding to more general linear functionals.
BIBLIOGRAPHY
[1] Popoviciu, T., On the remainder in some linear approximation formulas of analysis, Mathematica, Cluj(24), 95-142 (1959).