On certain mean value formulas in differential calculus

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Tiberiu Popoviciu
(Institutul de Calcul)

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Sur certaines formules de la moyenne du calcul différentiel

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T. Popoviciu, Sur certaines formules de la moyenne du calcul différentiel, “Gheorghe Ţiţeica and Dimitrie Pompeiu” Symposium on Geometry and Global Analysis (Bucharest, 1973), pp. 247-251, Editura Acad. R.S.R., Bucharest, 1976 (in French)

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ON CERTAIN MEAN VALUE FORMULAS OF THE DIFFERENTIAL CALCULUS

BY
acad. TIBERIU POPOVICIU
(România)
  1. 1.

    This first communication is dedicated to the memory of Dimitrie Pompeiu. Our illustrious predecessor, D. Pompeiu, in addition to his highly original results, knew how to show us how seemingly minor facts can lead to remarkable theories.
    D. Pompeiu placed great emphasis on the famous mean value theorem .

f(b)f(has)=(bhas)f(ξ),ξ]has,b[\left.f(b)-f(a)=(ba)f^{\prime}(\xi),\xi\in\right]a,b[ (1)

(ffcontinue on[has,b][a,b], derivable on]has,b[]a,b[), by suggesting various problems and generalizations, several of which have been solved by Romanian or foreign mathematicians.

In particular, he was interested in the position of the pointξ\xiin the interval ]has,ba,b[when the function belongs to certain particular sets, such as, for example, the set of polynomials of a given degree.

I do not intend to present a history of the so-called "contraction interval" problems, but only to point out a result I recently obtained which shows that the problems raised by D. Pompeiu can be further generalized.
2. Consider a linear (additive and homogeneous) functionalR(f)R(f), defined on a linear setSSof functionsffreal, defined and continuous on an interval (of non-zero length)IIof the real axis. We will assume thatSSContains all polynomials.

I remind you that the entirem1m\geqslant-1held by the property that

R(1)=R(x)==R(xm)=0,R(xm+1)0R(1)=R(x)=\ldots=R\left(x^{m}\right)=0,R\left(x^{m+1}\right)\neq 0

(Form=1m=-1, onlyR(1)0R(1)\neq 0) is called the degree of accuracy ofR¯(f)\bar{R}(f)and that the linear functionalR(f)R(f)is said to be of simple form if for allfSf\in Swe have.

R(f)=K[ξ1,ξ2,,ξm+2;f].R(f)=K\left[\xi_{1},\xi_{2},\ldots,\xi_{m+2};f\right]. (2)

OrKKis a number0\neq 0and independent of the functionffAndξi\xi_{i}arem+2m+2distinct pointsIIwhich generally depend on the functionffMoreover, ifm0m\geqslant 0we can always take the pointsξi\xi_{i}, insideII.

The second member of (2) also includes the divided difference of the functionffon the nodesξ1,ξ2,,ξm+2\xi_{1},\xi_{2},\ldots,\xi_{m+2}and whose definition is well known.

In particular, ifm0,R(f)m\geqslant 0,R(f)is the degree of accuracymm, of the simple form and iffSf\in Shas a derivativef(m+1)f^{(m+1)}orderm+1m+1insideII_{\text{, }}we have

R(f)=R(xm+1)f(m+1)(ξ)(m+1)!R(f)=R\left(x^{m+1}\right)\frac{f^{(m+1)}(\xi)}{(m+1)!} (3)

OrξintI\xi\in\operatorname{int}ICauchy
's classic formula

[x1,x2,,xm+2;f]=f(m+1)(ξ)(m+1)!\left[x_{1},x_{2},\ldots,x_{m+2};f\right]=\frac{f^{(m+1)}(\xi)}{(m+1)!} (4)

Ormini(x)ξmaxi(xi)\min_{i}(x)\leqq\xi\leqq\max_{i}\left(x_{i}\right)and which generalizes formula (1) is in turn a special case of formula (3).
3. Regarding formula (2), one can obtain results of the "Pompeii type".

Let us assume that the following assumptions are true.

  1. 1.

    mi is a non-negative integer.

  2. 2.

    S is formed by all the functionsffhaving a continuous derivative of orderm+1m+1on the bounded and closed interval[has,b][a,b].

  3. 3.

    R(f)R(f)is a linear functional defined onSS, degree of exactnessmmof a simple and bounded form with respect to the norm

i=0,w[has,b]kmax|f(i)(x)|\sum_{i=0,w\in[a,b]}^{k}\max\left|f^{(i)}(x)\right|

for an integerkksuch as0km+10\leqq k\leqq m+14.
Point e is given by

R(m+2)(m+2)R((m+1))e=0R\left(\infty^{m+2}\right)-(m+2)R\left(\infty^{(m+1)}\right)e=0

and we havehas<0<ba<0<b5.
The functionffis non-concave of orderm+1m+1and not concave in orderm+2m+2.

Then the formula for the average (3) is verified for aξ[c,b]\xi\in[c,b]In the case
of Cauchy's formula (4) we havec=1m+2i=1m+2xic=\frac{1}{m+2}\sum_{i=1}^{m+2}x_{i}For the demonstration
and other similar properties see my previous work [2].

Certain restrictions imposed on the derivativef(m+1)f^{(m+1)}and the position of the pointξ\xiarise from the method of demonstration we have employed and which can certainly be resolved.
4. D. Pompeiu has also demonstrated, by analogy with the classical formula (1), that we have

x2f(x1)x1f(x2)x2x1=f(ξ)ξf(ξ)\frac{x_{2}f\left(x_{1}\right)-x_{1}f\left(x_{2}\right)}{x_{2}-x_{1}}=f(\xi)-\xi f^{\prime}(\xi) (5)

ifx1,x2,ξx_{1},x_{2},\xiand the functionffsatisfy (forn=1n=1) under the conditions under which formula (6) takes place.

A former student, Carol Szász, a member of the Analysis Circle at the University of Cluj, extended D. Pompeiu's result by demonstrating the following property.

EitherCCthe coefficient ofxrx^{r}in the Lagrange-Hermite interpolation polynomialL(x1,x2,,xn+1;f)(n>0,0rn)L\left(x_{1},x_{2},\ldots,x_{n+1};f\right)(n>0,0\leqq r\leqq n)on the knotsx1,x2,,w^n+1x_{1},x_{2},\ldots\ldots,\hat{w}_{n+1}assumed not all confused and relative to the functionff. Ifffis a continuous function on a positive interval bT(Ix>0)T(\infty\in I\Rightarrow x>0)and has a derivativef(in)f^{(in)}of order n on intIIAloys ,
we have

O=1r!i=rn(ξ)ir(ir)!f(i)O=\frac{1}{r!}\sum_{i=r}^{n}\frac{(-\xi)^{ir}}{(ir)!}f^{(i)} (6)

where belongs to the interior of the smallest interval containing the pointsx1,x2,,xn+1x_{1},x_{2},\ldots,x_{n+1}.

We consider the Lagrange-Hermitè polynomial ordered according to successive powers ofxxand the intervalIIis of non-zero length.
5. The previous property can be generalized as follows.

If the following conditions are met:

  1. 1.

    x1,x2,,xn+1x_{1},x_{2},\ldots,x_{n+1}aren+1(n>0)n+1(n>0)points not all combined of interval I.

  2. 2.

    ffis a continuous function onIIand has a derivativenidne f(n)n^{\text{idne }}f^{(n)}on intII.

  3. 3.

    For simplicity, we denote the interpolation polynomial by L.L(x1,x2,,wn+1;f)L\left(x_{1},x_{2},\ldots,w_{n+1};f\right)and by

Lξ=L(ξ,ξ,,ξn+1;f)=i=1n(wξ)ii!f(i)L_{\xi}=L(\underbrace{\xi,\xi,\ldots,\xi}_{n+1};f)=\sum_{i=1}^{n}\frac{(w-\xi)^{i}}{i!}f^{(i)} (ξ\xi)

The same polynomial forx1=x2==xn1=ξx_{1}=x_{2}=\ldots=x_{n\uparrow 1}=\xi
4 . y1,y2,,yr+1(0rn)y_{1},y_{2},\ldots,y_{r+1}(0\leqq r\leqq n)arer+1r+1points on the real axis satisfying the inequalities

max(y1,y2,,yr+1)<min(x1,x2,,xn+1)( Or max(x1,x2,,xn+1)<min(y1,y2,,yr+1))\begin{array}[]{r}\max\left(y_{1},y_{2},\ldots,y_{r+1}\right)<\min\left(x_{1},x_{2},\ldots,x_{n+1}\right)\\ \left(\text{ or }\max\left(x_{1},x_{2},\ldots,x_{n+1}\right)<\min\left(y_{1},y_{2},\ldots,y_{r+1}\right)\right)\end{array}

So there is a pointξ\xiwithin the smallest interval that contains the pointsx1,x2,,xn+1x_{1},x_{2},\ldots,x_{n+1}, such as one might have

[y1,y2,,yr+1;L]=[y1,y2,,yr+1;Lξ].\left[y_{1},y_{2},\ldots,y_{r+1};L\right]=\left[y_{1},y_{2},\ldots,y_{r+1};L_{\xi}\right]. (8)

The pointsy1,y2,,yr+1y_{1},y_{2},\ldots,y_{r+1}are not necessarily distinct.
Fory1=y2==yr+1=0y_{1}=y_{2}=\ldots=y_{r+1}=0formula (8) is equivalent to formula (6) and forr=nr=nto Cauchy's formula (4).
6. Although formulas (6) and (8) are special cases of other, much more general formulas due to E. Popoviciu [1], they are of interest because they are related to various developments of the Lagrange-Hermite polynomial. A direct elementary proof of formula (8) can be given. We can follow the method that previously allowed us to establish various formulas for the mean of divided differences.

We can assumex1<x2<<xn+1x_{1}<x_{2}<\ldots<x_{n+1}There is then aξ]x1,xn+1[\xi\in]x_{1},x_{n+1}\left[\right.such as any neighborhood ofξ\xicontains the pointsx1<x2<<ωn+1x_{1}^{\prime}<x_{2}^{\prime}<<\ldots<\omega_{n+1}^{\prime}such as

[y1,y2,,yr+1;L(x1,x2,,xn+1;f)]=\displaystyle{\left[y_{1},y_{2},\ldots,y_{r+1};L\left(x_{1}^{\prime},x_{2}^{\prime},\ldots,x_{n+1}^{\prime};f\right)\right]=}
=[y1,y2,,yr+1;L(x1,x2,,xn+1;f)].\displaystyle=\left[y_{1},y_{2},\ldots,y_{r+1};L\left(x_{1},x_{2},\ldots,x_{n+1};f\right)\right].

The property results from the average formula

[y1,y2,,yr+1;L(x1,x2,,xs1,xs+1,,xn+2;f)]=\displaystyle{\left[y_{1},y_{2},\ldots,y_{r+1};L\left(x_{1},x_{2},\ldots,x_{s-1},x_{s+1},\ldots,x_{n+2};f\right)\right]=}
=HAS[y1,y2,,yr+1;L(x1,x2,,xn+1;f)]+\displaystyle=A\left[y_{1},y_{2},\ldots,y_{r+1};L\left(x_{1},x_{2},\ldots,x_{n+1};f\right)\right]+
+B[y1,y2,,yr+1;L(x2,x3,,xn+2;f)]\displaystyle\quad+B\left[y_{1},y_{2},\ldots,y_{r+1};L\left(x_{2},x_{3},\ldots,x_{n+2};f\right)\right]

Orx1<x2<<xn+2,1<s<n+2x_{1}<x_{2}<\ldots<x_{n+2},1<s<n+2AndHAS,BA,Bare positive coefficients, independent of the functionffAndHAS+B=1A+B=1.

The positivity of the coefficientsHAS,BA,Band the formulaHAS+B=1A+B=1result from their explicit values,

HAS\displaystyle A =[y1,y2,,yr+1;(xrx1)ω(x)(xx1)(xxr)][y1,y2,,yr+1;(xn+2x1)ω(x)(xx1)(xxn+2)]\displaystyle=\frac{\left[y_{1},y_{2},\ldots,y_{r+1};\frac{\left(x_{r}-x_{1}\right)\omega(x)}{\left(x-x_{1}\right)\left(x-x_{r}\right)}\right]}{\left[y_{1},y_{2},\ldots,y_{r+1};\frac{\left(x_{n+2}-x_{1}\right)\omega(x)}{\left(x-x_{1}\right)\left(x-x_{n+2}\right)}\right]}
B\displaystyle B =[y1,y2,,yr+1;(xn+2xr)ω(x)(xxr)(xxn+2)][y1,y2,,yr+1;(xn+2x1)ω(x)(xx1)(xxn+2)]\displaystyle=\frac{\left[y_{1},y_{2},\ldots,y_{r+1};\frac{\left(x_{n+2}-x_{r}\right)\omega(x)}{\left(x-x_{r}\right)\left(x-x_{n+2}\right)}\right]}{\left[y_{1},y_{2},\ldots,y_{r+1};\frac{\left(x_{n+2}-x_{1}\right)\omega(x)}{\left(x-x_{1}\right)\left(x-x_{n+2}\right)}\right]}

Orω(x)=i=1n+2(xwi)\omega(x)=\prod_{i=1}^{n+2}\left(x-w_{i}\right).

Because of hypothesis (7), the four divided differences that intervene here are different from 0 and of the same sign (because of the convexity where the concavity of orderr1r-1functions that come into play.

BIBLIOGRAPHY

Popovigiu, Elena, Teoreme de medie din analiza matemalică si legălura lor cu teoria interpolaril, 1972.
2. Popoviotú, Tiseriu, Asupra unor formula de media. Revista de analiză numerică şi teoría aproximaţici, 1972, 1, 97-107.

1976

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