T. Popoviciu, Asupra unei generalizări a formulei de integrare numerică a lui Gauss, Studii şi cerc. şt. Iaşi, 6 (1955) nos. 1-2, pp. 29-57 (in Romanian)
Keywords
Gauss formula, numerical integration
Cite this paper as
T. Popoviciu, Asupra unei generalizări a formulei de integrare numerică a lui Gauss, Studii şi cerc. şt. Iaşi, 6 (1955) nos. 1-2, pp. 29-57 (in Romanian)
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ON A GENERALIZATION OF GAUSS'S NUMERICAL INTEGRATION FORMULA
BY
TIBERIU POPOVICIU
Communication presented on May 4, 1955 at the meeting of the 1955 Branch of the Academy of the Romanian Republic
§ 1. Gaussian-type formulas.
1.
In practical numerical calculation problems, the value of a linear functional is often required 1 ), defined on a vector spaceof functions, real, of the real variable, defined and continuous on an interval I. In what follows we will assume that the elements ofare differentiable a sufficient number of times, at least at the points where these derivatives will occur. We will also assume thatcontains all polynomials inIn the following we will impose the functionalityand certain restrictive conditions, which we will specify when they occur.
2.
Suppose that the values ​​are given
(1)
of the functionand its first derivativeson distinct points
(2)
of interval I. On the pointthe values ​​of the function and its primes are givenderived, so that the numbersare entirely positive.
For eachcan be approximated by a given linear combination of the values ​​(1) of the functionand its first derivatives on points (2). We thus obtain the approximation formula
(3)
The points (2) are the nodes of this formula and the numbersare the multiplicity orders of these nodes. The nodehas the order to
0 0 footnotetext: 1. By a linear functional we mean an additive and homogenic functional.
multiplicity. The numberscharacterizes the approximation formula (3) of this type and can be called the coefficients of this formula.
RESTof formula (3) is, by definition, the difference between the first and second members of the formula. If we then add the remainder to the second member of the formula, this approximate equality becomes an ordinary equality. The remainder is, obviously, also a linear functional defined on.
3. Another interpretation of the approximation formula (3) can be given. A general method for finding an approximate value forconsists of replacing the functionthrough another functionand take theas an approximate value for, so.
From a theoretical point of view, nothing prevents us from choosing the functioncompletely arbitrary, with the only restriction that it belongs to. But from the point of view of practical applications, the choice of functionsmust and can generally be considerably restricted. An important case is whenis a given linear operator, with values ​​in. In this caseis a linear functional of, well determined and defined onThe restwill then also be a well-determined and defined linear functional on.
An important class of functionsof the previous form is formed by the generalized linear interpolation functions
(4)
corresponding to the nodes (2), with the indicated multiplicity orders and whereare some given functions. Then the formulareduces to (3), where the coefficients are given by the formulas
In particular, either
the Lagrange-Hermite interpolation polynomial of degree
(5)
which, together with its firstderivatives, the respective values ​​(1) on the nodesThis functionis of the form (4), where
are the fundamental interpolation polynomials relative to the nodes (2) with their respective multiplicity orders. These polynomials are completely determined. They have some well-known expressions, among which we recall the formulas
(6)
where
(7)
In the considered case, formula (3) becomes
(8)
where
4.
The rest of formula (8) enjoys the important property that it cancels out for any polynomial of degreebeing given by formula (5).
In general if the linear functionalis zero for any polynomial of degree), but is nonzero for at least one polynomial of degree, it is said that it has the degree of accuracyThis definition naturally extends to the casesandMore precisely, the degree of accuracy is an integeror the wrong numberattached to the functionalityand perfectly characterized by prosperity:
, if,
, ifand at least one of the numbersis different from zero,
, if
Finally, we will say that the functionalhas the degree of accuracy at least, if it has the degree of accuracy, so if it cancels out for any polynomial of degree.
For simplicity, we will say that an approximation formula (3) has the degree of accuracyrespectively has the degree of accuracy at least, if the rest of this formula has the degree of accuracyrespectively has the degree of accuracy at least.
With this convention we can say that formula (8) has the degree of accuracy at least.
We recall the following:
Theorem 1. If formula (3) has the degree of accuracy at least p, this formula necessarily coincides with (8).
I gave the proof of this property in another paper [9]. The proof there referred to a linear functionalparticular, but it does not depend on the form of this functional.
Theorem 1 tells us that formula (8) plays a special role among the formulas (3) that are obtained by varying the coefficients of this formula. Formula (8) is, among all the formulas (3) corresponding to a functionaland some nodes (2), given together with their respective multiplicity orders, the (unique) one that has the maximum degree of accuracy.
5. In general, the degree of accuracy of formula (8) isIn particular cases, however, this degree of accuracy may be even greater than.
Definition. We will say that formula (8) is of Gaussian type if its degree of accuracy is at least.
0 0 footnotetext: 2. Through polynomial of degree, we understand a polynomial of effective degreeA polynomial of degree 0 is a constant, and a polynomial of degree -1, identical to the zero polynomial,
For formula (8) to be Gaussian it is necessary and sufficient that its remainderto cancel out for any polynomial of degree.
A polynomialof the degreeis always of the form
whereis the polynomial (7),a polynomial of degreeanda polynomial of degree. Conversely, any polynomial of this form is of degree. Thenand from (8) it immediately followsIt follows therefore that the necessary and sufficient condition for formula (4) to be Gaussian is that we have
(10)
whatever the polynomial isof the degree.
Two functionsfor which we havecan be called orthogonal to the functionalWe can therefore state:
Theorem 2. The necessary and sufficient condition for formula (8) to be of Gaussian type is that polynomial (7) is orthogonal to any polynomial of degree:
Orthogonality of the polynomialwith any polynomial of degreeis equivalent to its orthogonality withpolynomials of degreelinearly independent. Such a system ofpolynomials is formed from the firstpowerhis/hersAnother system of this kind is formed by the polynomials
(11)
because we assume that the nodes are distinct.
This last example shows us that a Gaussian formula (8) is nothing more than a formula of the form (8)
(12)
corresponding to nodes (2), but of multiplicity order(instead ofrespectivelyin which we have. This observation is due in principle to AA Markov [4]. The property results from formulas (6); (9) corresponding to formula (12).
6. In the following we will assume that the functional, natural numberand the orders of multiplicityof the nodes are given.
The orthogonality condition, based on the observation above, can be interpreted in another way. We can look at
(13)
as a (polynomial) function of. Then
It follows that the nodes of a Gaussian formula (8) always form a solution of the algebraic system
(14)
Any solution to this system, in which the values ​​of the variablesare distinct, it gives us a Gaussian formula. However, system (14) does not always have such a (real) solution.
If multiple numbersare equal, we do not consider as distinct two Gaussian formulas that differ only by a permutation of the nodes having this multiplicity order. In other words, Gaussian formulas depend only on the distinct values ​​of the multiplicity orders.
Based on this observation, one can easily transform system (14) into the equivalent jump from the point of view of searching for Gaussian-type formulas. Thus ifare the distinct values ​​of the multiplicity orders, eithernumber of nodes of multiplicity order$fundamental symmetric functifiles of these knots,Then, from the point of view of searching for Gaussian formulas, system (14) is equivalent to
(15)
This system is as simple as (14) in the sense that the functionis a polynomial with respect toThe equivalence of the systems (14', (15), in the specified sense, results from the fact that the functional determinant of the fundamental symmetric functionsof variableswith respect to these variables is different from zero, for any system of different values ​​of these variables (see e.g. [6]).
The same can be said about the system deduced from (14), replacing only in part the nodes corresponding to equal multiplicity orders by their fundamental symmetric functionals. The previous method can also be combined with some linear transformations of some or all of the variables.,
7. We must note that for a given linear functionaland for a given system of multiplicity orders, there are not always Gaussian-type formulas.
We will say that the functionalis of the order of positivityif, for any polynomialof the degreeand non-identical null.
We can then observe that for a functional of order positivityand if at least one of the multiplicity ordersis even, there is no Gaussian formula. Indeed, let us assume, for the sake of clarity, thatare even numbers,, the others (if) being odd. Thenis the square of a polynomial of degreeSo we have, if, which, based on Theorem 2 , proves the property.
On the contrary, we will see that if all the numbersare odd, there is at least one Gaussian formula.
Formulas (14) immediately suggest us to examine the relative extrema of the function (13). A relative extremum reached by a system of different values ​​of the variables, we demonstrate the existence of at least one Gauss-type formula. We will see that based on this observation, this existence property holds in particular ifis of the order of positivityand if all multiplicity orders are odd.
In the following we will study an extremum problem which, in particular, will give us the solution to the above problem. The properties obtained in this section should be considered as a generalization of the well-known extremal properties of orthogonal polynomials and their generalizations in the sense of G. Polya [5] and D. Jackson [2, 3].
§ 2. On a minimum problem.
8.
Let us consider, in particular, a linear functional of the form
(16)
whereis a natural number,distinct points of the real axis andSYNTHESISgiven positive numbers.
We will note withthe set of (real) polynomials of degreeformal, so with its coefficientequal to 1.
They are givenpositive numbersandnatural numbersso that each numberWhat does a number correspond to?For the sake of brevity, we will call the numberspowers and numbersthe respective degrees corresponding to these powers. These names are justified by the following.
Whether
(17)
where the lower bound is relative to all polynomials,.
Any particular system of polynomialsfor whichit will be called a system of minimizing polynomials or, for short, a minimizing system.
caseis well known and has been examined in particular by D. Jackson [3].
9. In the case ofHAVEand because the systemto be minimizing it is necessary and sufficient that each pointto be a root of at least one polynomialIn the case ofthe results are less trivial and are given by the following:
Theorem 3.being a linear functional of the form (16) with the pointsdistinct and with numbersall positive anda system of (positive) powers anda system of degrees corresponding to given values, with their sum:
There is at least one minimizing system.
Ifis a minimizing system, the polynomialsthey all have real roots.
If the powersthey are all, then any minimizing systemalso check the following properties:
. All roots of the polynomial
(18)
are distinct.
. We have 3 )
(19)
whatever the polynomial isof the degree.
The roots of the polynomial (18) are separated by the points.
We note that in the case of Theorem 3,.
10. Forof Theorem 3 is proved by first showing that there exists a positive numberso that if at least one of the coefficients of the polynomialsisin absolute value, we have
This property results from the following three lemmas:
Lemma 1. Ifand, there is a positive numberso that
(21)
at leastfrom the points.
It is for this
(22)
the best approximation, in Chebisev's sense, ofin the polis, we are called by the degreeon distinct points. The value of (22) is well known [13] but there is no need to reproduce it here. We only note that this number is positive 4 ).
Let's take, where the minimum refers to all combinationsCiteof the indices. From the properties of best approximation polynomials and the definition of the numberit turns out that among the firstpuncturethere is one, eitherwhichLeaving aside the point, among the firstpunctureleft, there is one, either, which. We leave aside the pointand we continue the process. In this way we determine the points,on which inequality (21) is verified.
0 0 footnotetext: 3. We haveresp, 1 as,respectively.Ifis a positive and even integer, we havesg, whatever it is. 4. If, we have
We notice that the numberdoes not depend on the polynomial.
Lemma 2. Ifand if we have, ondistinct points, then there is a positive numberso that all the coefficients of the polynomialto be, in absolute value
The property is well known and we can dispense with giving its proof here 5 ).
Lemma 3. Ifand if
(23)
on the points, there is a positive number, independent of the polynomials, so that all the coefficients of these polynomials arein absolute value.
The proof can be done by complete induction onForthe property is true because then (23) becomes
and, based on Lemma 2, the coefficient of the polynomialAREin absolute value.
Suppose the property is true forpowers and demonstrate it forpowers. Let us therefore assume that we have (23). Based on Lemma 1, letbetween the pointswhich we have. Thenand on these points we haveIt follows that there was a numberso that all the coefficients of the polynomialsto be, in absolute value. Similarly, we prove that there is a numberso that all the coefficients of the polynomialsto be, in absolute value. If, we see that the property is true forpowers. With this, Lemma 3 is proven.
11. Let us return to pt.of theorem 3.
We have obviously
Let us now assume that
and either, the numbercorresponding tofrom Lemma 3.
If thenand if at least one of the coefficients of the polynomialsisin absolute value, we haveon
5) If, we have
at least one of the pointsWe then haveand ines
the equality (20) is verified. equality (20) is verified.
By well-known reasoning we can now demonstrate the existence of at least one minimizing system.
From his definitionand from the previous properties, it follows that we can find an infinite series of polynomial systemsso that, on the one hand, all the coefficients of these polynomials arein absolute value sí, on the other hand, if for abbreviation we putto have
We can then extract from the stringa partial stringso that
uniformly in any finite interval.
It then follows that the polynomialsform a minimizing system.
With this forof Theorem 3 is proved.
12. Leta system of minimizing polynomials. Let us also assume that, whereis a natural number and is a polynomialdecomposes into the product of two real factors,so thatsoWe can assumeand, in particular, the factorcan also be reduced to 1 (then).
Let us consider the linear functional
(24)
This functional is of the form, where
It is seen that at mostcoefficientsis canceled and at leastare positive. Forof Theorem 3 applies to the functional (24) and the system of polynomialsnecessarily coincides with a minimizing system for the functional (24), for the powersto which the degrees correspond respectivelyTo show this, let us assume the opposite and then leta minimizing system corresponding to the functionalityWe have
so
which contradicts the hypothesis thatit is a minimizing system.
13. Based on the above observations, to demonstrate forof Theorem 3 it is enough to assume, which simplifies the reasoning.
Be it thena minimizing polynomial. Suppose thatwould not have all real roots. Then this polynomial has a real factor of the form, where.
Let's put
Thenandfor anythingBut the strict inequalityis checked on at least one of the points.
Therefore,
which contradicts the hypothesis thatis a minimizing polynomial.
With this, forof Theorem 3 is proven.
14. To prove pt.of theorem 3, based on what was established in no. 12, 13, it is enough to consider only the case. If thenis a minimizing system, we must show that. Let's assume the opposite, so that we would haveand be. Thenis a continuous function and has a continuous derivative in We have
(25 )
But
forquite small, since the first term is a continuous function ofwhich forit reduces toFrom (25) it follows that sgsg, forquite small, which shows us thathas a relatively strict maximum forForquite small butwe have therefore
which contradicts the hypothesis thatis a minimizing system. With this we have demonstrated thatand therefore forof Theorem 3.
15. Letroots of the polynomial, then
(26)
is a continuous function of. Based on the previous results, at any point where the lower bound (17) is reached, we have a relative minimum of the function. If the powersthey are all, these minima are reached only for different values ​​of the variables. In this case,
however, the function (26) is differentiable and therefore, at these points, the first-order partial derivatives of the function (26) are zero. We have 6 )
where does it result from?of theorem 3, noting that under the conditions here the polynomials (i1) are linearly independent.
16. The statement forof theorem 3 constitutes, in a more complete form, a reciprocal of the previous properties in the sense that forresults from. In fact, the property is somewhat more general and can be stated as follows:
Theorem 4.being a linear functional of the form (16) with the pointsdistinct and with numbersall positive, anda system of all powersanda system of corresponding degrees, with their sum, if the polynomialsverify equality (19) for any polynomialof the degree, then all the roots of the polynomial (18) are real, distinct and separated from the points,.
The separation property of the statement means that if we assume the pointsarranged in ascending order, so, we haveand the string
(27)
presents (after removing any zero terms) exactlysign variations.
We first observe that the polynomialbeing of the degree, the string (27) represents at mostsign variations. In addition, ifor ifat most, and ifat mostvariations of sign. Finally, we observe that fromit follows that at least one term of the sequence (27) is different from zero.
Let us now suppose that the string would only presentsign variations and either
a substring of (27) that represents exactlysign variations. Letthe smallest natural number such that. Thus,Let's take the points.so that,and consider the polynomialwhich is the degreeand which does not cancel out at any of the pointsFrom the way the points were chosen, it follows that we have, and then we have
6.
we
sgx forandfor
in contradiction with equality (19).
With this, Theorem 4 is proven. It generalizes a property established long ago for[7].
17. Theorem 3 and the previous results show us that the minimum problem treated always returns to the particular case when the degrees corresponding to the powers are all equal to 1.
If for abbreviation we writethe number (17) when all the degreesare equal to 1, we have
and in particular In particular cases
andare equivalent in the previous sense.
To specify the uniqueness of the minimizing system, we must say that two minimizing polynomial systems in which, for each group of equal powers, the product of the polynomials is not considered distinct are not considered.is the same.
It is known that the minimizing system is unique if the powers are equal and[3].
If the powersare not all equal, uniqueness no longer occurs in general, as will result from the examples inThese examples also show us that the property expressed by pt.of Theorem 3 does not characterize minimizing systems, in other words, there are also polynomials (18) for which the orthogonality propertyof Theorem 3 is verified but which are not formed with a minimizing system.
If the powersthey are all, so andwe can easily prove that any system of polynomialswhich verifies the propertyof Theorem 3 , so in particular the minimizing polynomials, correspond to strict relative minima of the function (26). Indeed, in this case, the function (26) also has second-order partial derivatives and we have
(28)
.
.
Based on the orthogonality property (19) at the points considered, all derivatives (28) are zero and the stated property results. In the case when, it is obvious that, in the above sense, there are an infinity of minimizing systems.
If, uniqueness does not occur, in the above sense, unless the powers are equal.
It is noteworthy that forof Theorem 3 also holds in the case, even with its reciprocal, in the sense that, if (19) holds for any polynomialof the degree, the systemit is minimizing.
Indeed, let us assume that the system would not be minimizing, so that the polynomial (18) would not vanish at all pointsEither, for fixing ideas,We then have…
which contradicts equality (19).
§ 3. The existence of Gauss-type formulas.
18.
We first have the following:
Theorem 5. For any linear functionalof the form (16), with the pointsdistinct and with numbersall positive, relative to any natural numberand to any multiplicity order systemconsisting of odd numbers, there is at least one Gaussian formula (8).
The hypothesis that the numbersthat they are all odd is essential, as can easily be seen from considerations analogous to those made in No. 7.
Theorem 5 follows from Theorem 3. To see this, it is enough to take, the powersrespectively equal toand the corresponding degrees all equal to 1. If (2) are the roots of the polynomial (18) corresponding to a minimizing system, we have
and condition (19) reduces to the orthogonality of the polynomialwith any polynomial of degree.
In this way, each minimizing system corresponds to a Gaussian formula (8).
19. Let us return to a linear functionalin order of positivity, as it was defined in no. 7. Obviously, ifhas the order of positivity, it also has the order of positivityfor anything.
If we introduce the moments
(29)
and Hankel determinants
appropriate, the necessary and sufficient condition that the functionalto have the order of positivityit is so that we have…
or, which is equivalent, as the quadratic formto be definite and positive.
It is clear that in general the determination of Gaussian-type formulas depends only on the mutual ratios of the firstMOMENTS,his/hersMore precisely, in determining Gaussian formulas, one can abstract from a linear transformation of the variableand by a non-zero constant factor of the functional. Otherwise, this observation is generally valid for formulas of the form (3) which, through the indicated transforms ∗ s, retain their form and degree of accuracy.
Ifis a linear functional of positive order, there is a polynomialand only one that is orthogonal to any polynomial of degreeThis is the orthogonal polynomial of degreeattached functionally).
The polynomialhas all real and distinct roots. Indeed, otherwise, this polynomial should have a divisor of the form(real). If then, Q is a polynomial of degreeand we have, which contradicts the orthogonality property.
It is clear that the polynomialdepends only on the firstMOMENTShis/hers.
In particular, a functional of the form (16), in whichare distinct andpositive, has the degree of positivity. In this case.
But we also have a kind of reciprocal of this property in the following sense. Ifare the roots of the polynomialand the moments (29) verify the inequalities (30), there is a linear functionalof the form (16), with all coefficientspositive and so that we have
(31)
Indeed, any polynomialof the degreeis of the form
where the constantis equal to zero if and only ifis of the degreeIfis a polynomial of degree, he is stillone the product of two (real) polynomials, first degreeand the second in rankSo we have
0 0 footnotetext: 7. Existence and uniqueness of the polynomialresults only fromIfsuch a polynomial either does not exist or it is not uniquely determined.
If we take orthogonality into account, we deduce
where
From this, in particular, the formulas (31) result.
From the previous analysis we recall:
Lemma 4. – If the linear functionalhas positivity ordinal, a linear functional can be foundof the form (16) with all coefficientspositive and so that we have, for any polynomial of degree.
It is easy to see that the linear functionalis unique and is precisely the one determined above.
20. - We assume of course that ifhas the order of positís vita, intervalu1 I contains the roots of the orthogonal polynomial of degreeattached to this functionality.
We can observe that ifis a number such that, for any polynomial Q of degree, the roots of the polynomialthey are allIndeed, ifwould have a root, then if we put, we would have, which centers the orthogonality. It is also seen that if, for any orthogonal Q , its nilethey are all.
Thus, for example, the classical functionals of Jacobí, Laguerre and Hermite
(32)
(33)
(34)
have the order of positivity, for anythingIn the first case the roots of the orthogonal polynomials are in the interval (), in the second in the intervaland in the third case in the interval. In these cases it is
therefore sufficient to assume that I coincides with these intervals respectively.
In the case of positive linear functionals it follows in particular that the roots of orthogonal polynomials are inside the interval I .
21. - Returning to our problem, we can now prove
Theorem 6. - For any linear functional A [] which has the order of positivity, relative to any natural number and any multiplicity order systemconsists only of odd numbers so that, there is at least one Gaussian formula (8).
To prove this theorem it is enough to consider the functionaldetermined by Lemma 4. Let (2) then be the nodes of a Gauss formula relative to the functionalsuch a formula exists becauseThe polynomialis orthogonal to any polynomialof the degreefunctional sideBut the productis of the degree, soThe polynomialis therefore orthogonal to any polynomial of degreecompared to the functional, which, based on Theorem 2, proves the property.
It is also seen that all Gauss-type formulas related to the functionalare obtained in this way.
Equalityit is only possible ifThen the Gaussian formula is unique and has as nodes precisely the roots of the polynomialorthogonally attached functionallyApart from this particular case, in the indicated hypotheses, the nodes of any Gaussian-type formula are separated by the roots of the orthogonal polynomialfunctional attachment.
We observe that, under the conditions of Theorem 6, we have
(35)
It is seen that the minimum problem can be posed and solved on expression (35) from, as in the case of functionals of the form (16). This is of course the minimum problem corresponding to the powersand the respective degrees all equal to) The problem reduces, on the basis of equality (35), to a corresponding problem for a functional of the form (16). There are therefore, in particular, Gauss-type formulas corresponding to the minimizing system of this problem.
Ifhas the order of positivity, formula (35) can be replaced by
In particular, a positive lymph functional has a positivity orderfor anythingand we therefore deduce
0 0 footnotetext: 8. The lower bound of this expression is no longer necessarily.
Corollary 1. - For any positive linear functional, relative to any natural number n and to any multiplicity order systemconsisting only of odd numbers, there is at least one Gauss-type formula.
In this case the nodes of a Gaussian formula are inside the interval I and are separated by the roots of any orthogonal polynomial of degreeattached to functionality.
In particular (32), (33), (34) are functionals of this kind.
The existence of Gaussian-type formulas for the casepar was proved by P. Turán [12].
22.- For the restof the Gauss-type formulas (8) , we have
(36)
It follows that under the conditions of the theoremis the smallest, for and only for Gaussian formulas that come from minimizing systems.
If the functionalhas the order of positivity, all Gaussian formulas have the degree of accuracy equal to, because, in this case from (36) it follows that.
Based on an observation made in No. 5 and on the well-known expression of the remainder of the Lagrange-Hermite interpolation formula, the remainderof a Gaussian type formula (8) can be written
(37)
using a convenient notation of divided differences, which can be defined as follows:
Fie
(38)
determinant of function valueson the points(is the line index andof columns), provided that if a group ofpunctureare confused, thoseThe corresponding lines contain the values ​​of the functions and their primes.derivatives on this point. In particular
: is the Vandermonde determinant of the numbersand
is the divided difference (of the order) of the functionon the nodes,.
In the important case for applications, whenis a positive linear functional, from (37) it follows that we haveifis a convex function of order. It is then known that we have [8],
(39)
where, for brevity, we denote bya difference divided by orderof the functiononconvenient distinct nodes (depending on the function) from within the interval I. These nodes can be chosen arbitrarily close to each other.
If, in particular, the functionadmits a derivative of the order, we have
(40)
whereis a convenient point inside the intervalAlso, ifhas a derivative of orderwhich verifies an ordinary Lipschitz condition with the constant, we have (41)
In formulas (39), (40), (41), the coefficientcan be replaced with its value extracted from (36),
Finally, in this case we observe that in the sense of delimiting the remainder, the most precise Gauss-type formulas are those that correspond to minimizing systems.
In the particular case whenand the functional is of the form (16), the Gaussian (unique) formula reduces to the trivial formula
with the remainder identically zero. The degree of accuracy of this formula is.
§ 4. - Determination of some Gauss-type formulas
23.
•
To standardize notations, when it comes to a function: nalà lympha, we denote with the corresponding lowercase Greek letter, affected by the indices, the momentscorresponding uppercase Greek letter, affected by indices, Hankel's determinantsand, in particular,
We also introduce the transformed moments,, whereis an independent parameter ofWe then have
Hankel's determinantwhich is a polis nom in, can be brought, by elementary transformations of lines and columns, to other remarkable forms. Thus, we have ().
where we put
In particular, forformula (42) becomes
The formula is also valid forin the following form:
If we apply a well-known transformation formula to this latter determinant (see e.g., [11]), we deduce:
where we notesuccessive application of the operator F to the variables.
24. - To effectively determine all Gauss-type formulas, it is sufficient to solve the system obtained from (10) if we replace Q withpolynomials of degreelinearly independent. This comes down to solving system (14) or an equivalent system in the sense of no. 6.
We will deal in particular with the case whenandThe other orders of multiplicityare odd numbers (some or all of them can also be equal to 1).
Assuming we have obtained the nodes, the other nodes are uniquely determined as the roots of the orthogonal polynomialvery sadattached to functionality 9 )
polynomialcan be obtained by solving a linear system. If we put
HAVE
(43)
function, having the order of positivity, functionalwill have the order of positivityand therefore the system (43) has a unique well-determined solution. The determinant of this system is independent ofand is equal to.
25.- System (43) is equivalent to the lastequations (14). Taking into account this system, the firstWe will replace equations (14) with others that will contain only the variables.
For this we consider the functional
(44)
Thenequation (14) can be written
(45)
We now observe thatso,, so for, the system (43) becomes
0 0 footnotetext: 9. We can replacebecause the numbersI am a parent.
(40)
If we now take this system into account, equation (45) becomes
(47)
Eliminating thefrom thoseequations (56 (47), we find
(48)
If we do thiswe find a system that determines our nodes.
Based on what was said in No. 23, it can be written
and if we take into account (44),
Once the nodesdetermined from the indicated system, the polynomial can be foundcalculating from system (47) the coefficients…,. We can write this polynomial explicitly using the moments of the functionalWe have
we
(49)
Ifhas a positive order, we can obtain the polynomialand with the help of a well-known formula of Christoffel (see e.g. [11]). For this let us denote withthe orthogonal polynomial of degreeattached to the functionThis polynomial is well determined for.
Then the polynomialdiffers only by a constant factor of
StCeroStlasi,VI-1
26.
In particular, if, functionalit reduces toand it is deduced that the nodeis a root of the polynomial
which, if, differs only by a constant factor from the orthogonal polynomial of degreeattached to the functionality.
Regarding the calculation of the polynomial, in this case, we can apply formula (49). Ifhas a positivity orderHAVE
(50)
From the determinant in the second member of formula (50) one can easily extract the factorbecause, first of all, the elementcan be replaced, based on the othersalign with ()
27. We can calculate onrelative to the rest of the Gauss-type formulas thus obtained. From formulas (36), (44) we deduce
and if we take into account (46) we obtain
(51)
(51), we obtain
(52)
Of course, in this formula we need to replace the nodes,with their values ​​calculated from the system that is deduced from (48) if we do.
In particular if, we have
In general, the calculation of (51) is complicated. Only if(the Gaussian formula is then unique) we have the well-known value fold (in this case)
28.
Let's consider the particular caseand let's assume thathas a positivity order. The nodeis a root of the equation
(53)
Nodeis given by the formula
and the numberof
Equation (53) has at least two real roots, because, based on the assumptions made, it is of even degree and has at least one real root 10. We therefore have at least two Gauss-type formulas, of which, however, in general, only one corresponds to the minimizing system.
To show this, it is enough to conveniently customize the moments
.
Then equation (53) reduces to
which has only two real roots,andThese are the node valuesin the two corresponding Gauss-type formulas.
Node valuesare,, and its valuesare, respectively.
The two Gaussian formulas can be written
The first formula alone corresponds to a minimizing system.
29. We will say that the functionalis symmetric of the orderif by a linear transformation of the variablewe can make moments with odd indicesto become null. Such functionals are, for example, those of the form, whereare finite and the functioncheck the propertyAlso functions of the form, whereis a para function.
Returning to the case.studied above, let's assume that the functionalhas a positivity orderandyes an order of symmetryWe can then assumeand equation (53) becomes
(54)
In the conditions we are in () it is immediately seen that this equation has only two real roots unequal and equal in absolute value 11 ). We therefore have two Gauss-type formulas with the same.
In particular, for functionality, we have,sj the roots of equation (54) are. Doing the calculations, we obtain the Gauss-type formula
and a second Gauss-type formula, with the same remainder, which is deduced from this by replacing.
30. We will also consider the case when, assuming thathas a positivity orderand an order of symmetryThen we can assumeand the knotis 0 root of the equation
0 0 footnotetext: 11. For the discussion it is enough to assume. Then if, the property results from Descartes' rule of signs and iffrom the fact that the derivative of the equation init has no real roots.
(55)
Because,, this equation has at least 3 real roots, namely the rootand two other different and equal in absolute value 12. So we have at least three Gauss-type formulas.
The other two nodes are the roots of the orthogonal polynomial of degreeattached to the functionalappropriate.
Apart from a constant factor different from zero, this polynomial, based on formula (49), can be written in the form
numberrelative to the rest of the formula is equal to
If the nodeis equal to 0, the other two nodes are
, andso we find the Gaussian formula
In particular we have the formulas
12.
It would also be interesting here to demonstrate that, under the conditions of the problem, equation (55) has only three real roots.
13.
In this formulais the second-order Eulerian function.
.
31.
To show that not all three formulas correspond to a minimizing system in the sense of, let us consider the particular case whenEquation (55) then becomes
which has real roots 0,2 and - 2. These being the possible values ​​of the node, the other two nodesare respectively the roots of the equations, andThe corresponding values ​​ofSYNTHESISforandfor
The Gauss-type formulas thus obtained are
32.
For the case when all multiplicity orders are equal to each other, we have the following property due to P. Turán [12].
Theorem 7. For any linear functionalwhich has the order of positivity, relative to any natural number n and to any system ofmultiplicity orders, all equal to the same odd numberso that, there is one and only one Gaussian formula (8).
P. Turá's proof consists in observing that if, in this case, the orthogonality condition (10) is verified, the polynomialis minimizing. Indeed, eithera polynomial different fromWe then have
and finally taking into account orthogonality, the fact thatis a polynomial of degree, and
are polynomials of degree, we deduce
so, which proves the theorem. It is seen that the proof remains valid for.
BIBLIOGRAPHY
1.
Cauchy A., Sur les fonctions Interpolaires. Comptes rendus Ac. Sci. Parls, 11, pp. 775,789, 1840.
2.
Jackson D., The theory of approximation, 1930.
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Ditto thons. Year hons. A. Diff Ma1cm., (2), 25, pp. 184,152, 1924.
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Mar a G. Sur, Dalgorithme toulour,
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Po1 ya G., Jur un algorithme toujours convergent pourobtenir les polynomes de mention continuous, quel coque. Fully rendered Ac. Sci. Parls, 157, pp, 840-843, 1913.