On the conservation of the convexity shape of a function by its interpolation polynomials

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Tiberiu Popoviciu
(Institutul de Calcul)

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Sur la conservation de l’allure de convexité d’une fonction par ses polynomes d’interpolation

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T. Popoviciu, Sur la conservation de l’allure de convexité d’une fonction par ses polynomes d’interpolation, Mathematica (Cluj), 3(26) (1961) no. 2, pp. 311-329 (in French)

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ON PRESERVING THE CONVEXITY SHAPE OF A FUNCTION THROUGH ITS INTERPOLATION POLYNOMIES

T. Popoviciu
Former student of the Ecole Normale Supérieure of Paris
   TIBERIU POPOVICIU
in Cluj

§ 1.

Preservation of convexity by interpolation

  1. 1.

    Let us consider the linear operator

F[f|x]=i=0mf(xi)PiF[f\mid x]=\sum_{i=0}^{m}f\left(x_{i}\right)P_{i} (1)

defined on the function spacef=f(x)f=f^{\prime}(x), real and of a real variablexx, defined on a linear setEEcontaining the pointsx0,x1,,xmx_{0},x_{1},\ldots,x_{m}We can assume that the pointsxix_{i}are distinct and are numbered in ascending order of magnitude, therefore

x0<x1<<xn.x_{0}<x_{1}<\ldots<x_{n}. (2)

The functions
(3)

P0,P1,,PmP_{0},P_{1},\ldots,P_{m}

characterize the operator (1) and are real, of the real variablexxdefined on a non-zero intervalII.*) For allffthe value of operator (1) is a function defined on the intervalI**I^{**}.

00footnotetext:*) That is, of non-zero length.
**) The definitions and some of the results of this work can be easily extended to the case where the functions (3) are defined on any linear set.

Expression (1) represents and can therefore be called an interpolation function of the functionffThe points (2) are the corresponding interpolation nodes.

If the functions (3) are polynomials, the operator (1) is a (generalized) interpolation polynomial of the functionff. In this case the degree of the interpolation polynomial is equal to the largest of the degrees of the polynomials (3).

The designation of function, or interpolation polynomial respectively, is justified by the fact that on any common pointx0x_{0}setsEEAndII, the valueF[f|x0]F\left[f\mid x_{0}\right]of function (1) can be considered as an approximate value off(x0)f(x_{0})This approximation is obtained by the interpolation process expressed by the operator (1).

Here we understand interpolation in a generalized sense. The function (1) is a proper interpolation function (an interpolation polynomial) if the intervalIIcontains the nodes (2) and if the functionsF[f|x],fF[f\mid x],fcoincide on the nodes, regardless of the functionffThis last condition is expressed by the conditions

Pi(xj)={0, if ji1, if j=i,i=0.1,,mP_{i}\left(x_{j}\right)=\left\{\begin{array}[]{l}0,\text{ if }j\neq i\\ 1,\text{ if }j=i\end{array}\quad,\quad i=0,1,\ldots,m\right.

Of this form are, for example, the Lagrange interpolation polynomial, various types of interpolation polynomials due to I. FEJÉR [1], etc. But there are also interpolation polynomials that do not satisfy conditions (4) and yet are of great importance. Such is the well-known polynomial of SN Bernstein

i=0mf(im)(mi)xi(1x)mi\sum_{i=0}^{m}f\left(\frac{i}{m}\right)\binom{m}{i}x^{i}(1-x)^{mi} (5)

In this case we have

xi=im,Pi=(mi)xi(1x)mi,i=0.1,mx_{i}=\frac{i}{m},\quad P_{i}=\binom{m}{i}x^{i}(1-x)^{mi},\quad i=0.1,\ldots m
  1. 2.

    The polynomial (5) has the important property that it preserves the sign of the functionffon the interval[0.1][0,1]Therefore, for any functionffnon-negative (onEE), it is non-negative on[0.1][0,1].

I have previously demonstrated [2] that polynomials (5) also possess other properties of preserving the shape of the functionffIf the functionffis non-decreasing or, in general, if it is non-concave of ordernn(onEE) the same is true for the polynomial (5) on [0,1]. The polynomials (5) of SN Bernstein therefore preserve (on [0,1]) the non-concavity of any order (1\geqq-1) of the functionff.

We can introduce 1a

Definition 1. We will say that the interpolation function (1) preserves (on the intervalII) the non-concavity of ordernn(of the functionff) if, the function (1) is non-concave of ordernn(on I) for any functionffnonconcave of ordernn(onEE3.
Recall that a function is said to be non-concave of ordern(1)n(\geqq-1)onEEif all the differences divided by ordern+1n+1of this function, onn+2n+2any (distinct) points ofEE, are non-negative. If all these divided differences are positive, the function is said, in particular, to be convex of ordernnonEENon-concavity and convexity of order -1 are equivalent to non-negativity and positivity of the function, respectively. Non-concavity and convexity of order 0 are equivalent to non-decreasing and increasing of the function, respectively. Finally, non-concavity and convexity of order 1 are equivalent to the function's usual non-concavity and convexity, respectively.

If the differences divided by ordern+1n+1of the function are all non-positive respectively all negative, we say that this function is non-convex respectively concave of ordernn(onEE). There are specifications analogous to those above in the casesn=1n=-1, 0 or 1.

If the functionffis non-concave respectively convex of ordernn, the function -ffis non-convex respectively concave of ordernnand vice versa.

A function whose differences are all divided by ordern+1n+1zero is said to be a polynomial of ordernn(onEE). For a function to be polynomial of ordernnIt is necessary and sufficient that it be both non-concave and non-convex of ordernn.

Convexity (concavity) and polynomiality are special cases of non-concavity (non-convexity) of the same order. If a function is non-concave of ordern0n\geqq 0on the non-zero intervalIIbut if it is not convex of ordernn(onII), there exists a non-zero subinterval ofIIon which the function is polynomial of ordernnThis property is obviously not true forn=1n=-1.

If the wholeEEis formed by at mostn+1n+1points (n0n\geqq 0), any function defined onEEis polynomial of ordernn(onEE).

A polynomial of degreennis a function of the form

has0xn+has1xn1++hasna_{0}x^{n}+a_{1}x^{n-1}+\cdots+a_{n} (6)

THEhasia_{i}(the coefficients of the polynomial) being arbitrary constants. Ifhas00a_{0}\neq 0The first polynomial (6) has effective degreennAny polynomial function of ordern(0)n(\geqq 0)is a polynomial of degreen*n^{*}The (identically) zero function is a polynomial function of any ordern1n\geq-1, therefore a polynomial
*) To simplify, we can, without any inconvenience, consider a polynomial to be a polynomial function, although the two notions are logically distinct.
A polynomial of any degreen1n\geqq-1We can assume that the effective degree of this polynomial is equal to -1.

We refer to[ξ1,ξ2,,ξn+1;f]\left[\xi_{1},\xi_{2},\ldots,\xi_{n+1};f\right]the difference divided by ordernnand byL(ξ1,ξ2,,ξn+1;f|x)L\left(\xi_{1},\xi_{2},\ldots,\xi_{n+1};f\mid x\right)the Lagrange polynomial, therefore the polynomial taking the values ​​of the functionffon the nodesξi,i=1.2,\xi_{i},i=1,2,\ldots,n+1n+1.

In what follows, we will use several properties of higher-order convex functions, divided differences, and Lagrange polynomials. These properties are generally known. The most important ones will be briefly recalled as they appear.
4. We aim to find conditions that the functions (3) must satisfy for the interpolation function (1) to preserve non-concavity of ordernnof the functionff.

Before going further, let us note that we can give a definition analogous to definition 1 for the preservation of non-convexity and polynomiality. Moreover, any interpolation function (1) that preserves non-concavity also preserves non-convexity of the same order, and vice versa.

In particular, therefore,
THEORIM 1. If the interpolation function (1) preserves non-concavity of order n, it reduces to a polynomial of degree n for any polynomialffdegreen*)n^{*)}.

We also have
THEOREM 2. Ifnmn\geqq m, so that the interpolation function (1) preserves the non-concavity of ordernn, it is necessary and sufficient that the functions (3) reduce to polynomials of degreenn.

Indeed, the polynomial

f=λ(xx0)(xxi1)(xxi+1)(xxm)(xix0)(xixi1)(xixi+1)(xixm)f=\lambda\frac{\left(x-x_{0}\right)\ldots\left(x-x_{i-1}\right)\left(x-x_{i+1}\right)\ldots\left(x-x_{m}\right)}{ \left(x_{i}-x_{0}\right)\ldots\left(x_{i}-x_{i-1}\right)\left(x_{i}-x_{i+1}\right)\ldots\left(x_{i}-x_{m}\right)}

is a non-concave function of ordernn, whatever the constantλ\lambda(because of inequality)mnm\leqq nFor this function we haveF[f|x]=λPiF[f\mid x]=\lambda P_{i}and it is necessary and sufficient thatPiP_{i}AndPi-P_{i}be non-concave of ordernnTherefore, thatPPlet a polynomial of degreenn.

It follows that if the interpolation function (1) preserves the non-concavity of any ordern1n\geqq-1, the functions (3) reduce to polynomials of degreemmand, moreover, the functionF[f|x]F[f\mid x]reduces to a polynomial of degreen(1)n(\geqq-1)ifffis a polynomial of degreennAn interpolation function (1) that preserves non-concavity of any order is therefore a polynomial of degreemmwho never raises his degree soffis a polynomial.

00footnotetext:*) Forn=1n=-1, the property is banal and results from the linearity of the operator (1).

5. It is easy to see that there exist interpolation functions (1) preserving non-concavity of any ordern1n\geqq-1To obtain such an interpolation function, it suffices to take any non-negative constants for the functions (3). We can even state that any interpolation polynomial of degreekkpreserves the non-concaveness of any ordernkn\geqq k.
6. For the interpolation function (1) to preserve the non-concavity of order - 1 (non-negativity) it is necessary and sufficient that the functions (3) be non-negative.

Let us now suppose that0nm10\leqq n\leqq m-1. According to a formula for the transformation of divided differences [5] we have
(7)F[f|x]=i=0n[x0,x1,,xi;f]Qi+i=0nn1[xi,xi+1,,xi+n+1;f]Rn,iF[f\mid x]=\sum_{i=0}^{n}\left[x_{0},x_{1},\ldots,x_{i};f\right]Q_{i}+\sum_{i=0}^{nn-1}\left[x_{i},x_{i+1},\ldots,x_{i+n+1};f\right]R_{n,i}
(8)Qi=j=im(xjx0)(xjx1)(xjxi1)Pj,i=0.1,,m\quad Q_{i}=\sum_{j=i}^{m}\left(x_{j}-x_{0}\right)\left(x_{j}-x_{1}\right)\ldots\left(x_{j}-x_{i-1}\right)P_{j},\quad i=0,1,\ldots,m
(9)Rn,i=(xi+n+1xi)j=i+n+1n(xjxi+1)(xjxi+2)(xjxi+n)Pj\quad R_{n,i}=\left(x_{i+n+1}-x_{i}\right)\sum_{j=i+n+1}^{n}\left(x_{j}-x_{i+1}\right)\left(x_{j}-x_{i+2}\right)\cdots\left(x_{j}-x_{i+n}\right)P_{j},

i=0.1,,mn1;n=0.1,,m1i=0.1,\ldots,mn-1;\quad n=0.1,\ldots,m-1

Here is the product(xjx0)(xjx1)(xjxi1)\left(x_{j}-x_{0}\right)\left(x_{j}-x_{1}\right)\ldots\left(x_{j}-x_{i-1}\right)ifi=0i=0and the product(xjxi+1)(xjxi+2)(xjxi+n)\left(x_{j}-x_{i+1}\right)\left(x_{j}-x_{i+2}\right)\ldots\left(x_{j}-x_{i+n}\right)ifn=0n=0are replaced by 1.

We then have
THEOREM 3. If0nm10\leqq n\leqq m-1, so that the interpolation function (1) preserves on I the non-concavity of ordernnof any functionffnon-concave of ordernnRegarding points (2), it is necessary and sufficient that the functionsQ0,Q1,,QnQ_{0}, Q_{1}, ..., Q_{n}let polynomials of degreennAndRn,0,Rn,1,,Rn,mn1R_{n,0},R_{n,1},\ldots,R_{n,mn-1}nonconcave functions of ordernn(on I).

The property is easily derived by noting that one can find a non-concave function of ordernnon points (2) such that[x0,x1,,xi;f],i=0.1,,n\left[x_{0},x_{1},\ldots,x_{i};f\right],i=0,1,\ldots,ntake on any real values ​​and[xi,xi+1,,xi+n+1;f],i=0.1,,mn1\left[x_{i},x_{i+1},\ldots,x_{i+n+1};f\right],i=0,1,\ldots,mn-1any non-negative real values. It must also be taken into account that any linear combination of non-concave functions of ordernn, with non-negative coefficients, is also a non-concave function of ordernn.

If the functions (3) are (n+1n+1)-times differentiable, therefore, in particular, if they are polynomials, the conditions of Theorem 3 can be written

Qi(n+1)=0,i=0.1,,nQ_{i}^{(n+1)}=0,i=0,1,\ldots,n (10)
Rn,i(n+1)0,i=0.1,,mn1R_{n,i}^{(n+1)}\geqq 0,i=0,1,\ldots,mn-1 (11)

Indeed, for a function (n+1n+1)-times differentiable or non-concave of ordernn, it is necessary and sufficient that its derivative of ordern+1n+1either non-negative. Finally, it is easy to see that from the above also follows the

THEOREM 4. For the interpolation function (1) to preserve (on I) any non-concavity of ordern1n\geqq-1functionsffnon-concave of ordernnRegarding points (2), it is necessary and sufficient thatQiQ_{i}let be a polynomial of degree i fori=0.1,,mi=0,1,\ldots,mand that for alln1n\geqq-1Andi=0.1,,mn1i=0,1,\ldots,mn-1the polynomialRn,iR_{n,i}either non-concave of ordernn(on I).

Note that becauseQiQ_{i}is a polynomial of degreeiiFori=0.1,,mi=0,1,\ldots,mIt follows that the functions (3) are polynomials of degreemmTo complete the formulas (9) we takeR1,i=Pi,i=0.1,,mR_{-1,i}=P_{i},i=0,1,\ldots,mand we see thatRn,iR_{n,i}are all polynomials of degreemmThe conditions of the statement can also be written

Qi(i+1)=0,i=0.1,,mQ_{i}^{(i+1)}=0,i=0,1,\ldots,m (12)

(13)Rn,i(n+1)0,i=0.1,,mn1,n=1,0,1,,m1\quad R_{n,i}^{(n+1)}\geqq 0,i=0,1,\ldots,mn-1,n=-1,0,1,\ldots,m-17.
In Theorems 3 and 4, it is essentially assumed that the domain of definitionEEof the functionffreduces to the set of points (2). The non-extendability of non-concave functions of order>1>1[3] shows us that ifEEis any set containing the points (2) we can only affirm that the conditions of the theorems are merely sufficient. We therefore have 1es

THEOREM 3'. If0nm10\leqq n\leqq m-1, so that the interpolation function (1) preserves the non-concavity of ordernnit is enough thatQ0,Q1,,QnQ_{0}, Q_{1}, ..., Q_{n}let polynomials of degreennand that the functionsRn,0,Rn,1,,Rn,nn1R_{n,0},R_{n,1},\ldots,R_{n,nn-1}be non-concave of ordernnTheorem 4'. For
the interpolation function (1) to preserve all non-concavities of ordern1n\geqq-1it is enough thatQiQ_{i}let a polynomial of degreeiiFori=0.1,,mi=0,1,\ldots,mand that fori=0.1,,mn1,n==1,0,1,,m1i=0,1,\ldots,mn-1,n==-1,0,1,\ldots,m-1the polynomialRn,iR_{n,i}either non-concave of ordernn8.
We know that the non-concave functions of order1.0-1.0or 1 are always and everywhere extendable. We therefore deduce the

THEOREM 5.11^{\circ}. For the interpolation function (1) to retain non-negativity it is necessary and sufficient that the functions (3) be non-negative.
22^{\circ}For the interpolation function (1) to maintain non-decreasing, it is necessary and sufficient that the sumP¯0+P1++Pm\bar{P}_{0}+P_{1}+\ldots+P_{m}reduces to a constant and the functions

j=i+1mPj,i=0.1,,m1\sum_{j=i+1}^{m}P_{j},i=0,1,\ldots,m-1

are non-decreasing.
33^{\circ}For the interpolation function (1) to retain the usual non-concavity (of order 1), it is necessary and sufficient that the sums

j=0mPj,j=1m(xjx0)Pj\sum_{j=0}^{m}P_{j},\quad\sum_{j=1}^{m}\left(x_{j}-x_{0}\right)P_{j}

reduce to polynomials of degree 1 and that the functions

j=i+2m(xjxi+1)Pj,i=0.1,,m2\sum_{j=i+2}^{m}\left(x_{j}-x_{i+1}\right)P_{j},\quad i=0,1,\ldots,m-2

are non-concave of order 1.
We have taken into account formulas (8) and (9) and the numbering (2) of the nodes.

It is easy to find similar statements form=0m=0Andm=1m=1.
Whenn>1n>1The necessary and sufficient conditions are more complicated. Whennnis random butm=n+1m=n+1the conditions of the theorem33^{\prime}are still necessary (even ifn>1n>1Indeed, in this case any non-concave function of ordernnon the nodes is always and everywhere extendable, notably by the Lagrange polynomialL(x0,x1,,xn+1;f|x)L\left(x_{0},x_{1},\ldots,x_{n+1};f\mid x\right)9.
By introducing a slight restriction through the modification of definition 1, more interesting results can be obtained. This modification consists of requiring the preservation not only of non-concavity, but also of convexity.

We introduce 1a
Definition 2. We will say that the interpolation function (1) preserves (on the intervalII) the convexity of ordernn(of the functionff) if the function (1) is convex of ordernn(on I) for any functionffconvex of ordernn(onEE).

If we take into account that the limit of a convergent sequence of non-concave functions of ordernnis also a non-concave function

Conversely, we have

Qi=j=0i[xm,xm1,,xmj;φi]Q¯j,i=0.1,,mQ_{i}=\sum_{j=0}^{i}\left[x_{m},x_{m-1},\ldots,x_{mj};\varphi_{i}\right]\bar{Q}_{j},i=0,1,\ldots,m

Orφi=(xx0)(xx1)(xxi1),i=0.1,,m(φ0=1)\varphi_{i}=\left(x-x_{0}\right)\left(x-x_{1}\right)\cdots\left(x-x_{i-1}\right),i=0,1,\ldots,m\left(\varphi_{0}=1\right),

Rn,i=R¯n,i+(x˙i+n+1xi)j=0n[xm,xm1,,xmj;φi,n]Q¯ji=0.1,,mn1,n=0.1,,m1\begin{gathered}R_{n,i}=\bar{R}_{n,i}+\left(\dot{x}_{i+n+1}-x_{i}\right)\sum_{j=0}^{n}\left[x_{m},x_{m-1},\ldots,x_{m-j};\varphi_{i,n}\right]\bar{Q}_{j}\\ i=0,1,\ldots,m-n-1,\quad n=0,1,\ldots,m-1\end{gathered}

We also haveR1,i=R¯1,i=Pi,i=0.1,,nR_{-1,i}=\bar{R}_{-1,i}=P_{i},i=0,1,\ldots,n

§ 2.

Existence of convexity-preserving interpolation polynomials

  1. 12.

    We will demonstrate that if the nodes (2) are given arbitrarily, there exist interpolation polynomials (1) of degreemmwhich retain all convexities of orderm1\leqq m-1, therefore which also retain all the non-concavities of order1\geqq-1, on a finite, non-zero intervalIIWe will refer to it ashas,b,has<b¯a,b,a<\bar{b}the extremities ofII.

We will construct an interpolation polynomial of the desired form using the

Lemma 1. If I is a finite interval, with endpointshas,b,has<ba,b,a<b, if0im0\leqq i\leqq mand ifS0,S1,,Si+1S_{0},S_{1},\ldots,S_{i+1}arei+2i+2polynomials of degreemmwe can find a polynomialPPdegreemmsuch as one has

P(j)Sj(j),j=0.1,,i,P(i+1)=Si+1(i+1)P^{(j)}\geqq S_{j}^{(j)},j=0,1,\ldots,i,\quad P^{(i+1)}=S_{i+1}^{(i+1)} (14)

onI*I^{*}).
*) A slightly more general property can be stated in the following form:
IfIIis a finite interval and ifZ0,Z1,,Zi+1Z_{0},Z_{1},\ldots,Z_{i+1}arei+2i+2(i0i\geqq 0) polynomials, the last of which is of degreekkwe can find a polynomialPPdegreek+i+1k+i+1such as one has

P(j)Zj,j=0.1,,i+1P(j)\geqq Z_{j},\quad j=0,1,\ldots,i+1

onIIIf
the polynomialZi+1Z_{i+1}is of effective degreekk, we can choose, from among the infinite number of solutions to the problem, a polynomialPPof effective degreek+i+1k+i+1.

Indeed, the polynomial

P=Si+1+j=0iλj(xhas)ij(ij)!P=S_{i+1}+\sum_{j=0}^{i}\lambda_{j}\frac{(x-a)^{i-j}}{(i-j)!}

where the coefficientsλ0,λ1,,λi\lambda_{0},\lambda_{1},\ldots,\lambda_{i}verify the inequalities

λjsup(I)[Sij(ij)Si+1(ij)ν=0j1λν(xhas)jν(jν)!]\displaystyle\lambda_{j}\geqq\sup_{(\mathrm{I})}\left[S_{i-j}^{(i-j)}-S_{i+1}^{(i-j)}-\sum_{\nu=0}^{j-1}\lambda_{\nu}\frac{(x-a)^{j-\nu}}{(j-\nu)!}\right] (15)
j=0.1,,i\displaystyle j=0,1,\ldots,i

and where forj=0j=0the sum ofv=0v=0hasv=j1v=j-1The term on the right-hand side is replaced by 0, thus satisfying Lemma 1. The supremums on the right-hand side are always finite, and we can therefore successively determine the coefficients.λ0,λ1,,λi\lambda_{0},\lambda_{1},\ldots,\lambda_{i}.

It is clear that in this way we obtain all the solutions of Lemma 1. Among these solutions, we can distinguish, as a kind of minimal solution, the first polynomial

P*=Si+1+j=0iλj*(xhas)ij(ij)!P^{*}=S_{i+1}+\sum_{j=0}^{i}\lambda_{j}^{*}\frac{(x-a)^{i-j}}{(i-j)!}

where the coefficientsλ0*,λ1*,,λi*\lambda_{0}^{*},\lambda_{1}^{*},\ldots,\lambda_{i}^{*}are given successively by the equalities

λj*=sup(I)[Sij(ij)Si+1(ij)ν=0j1λν*(xhas)jν(jν)!]j=0.1,,i\begin{gathered}\lambda_{j}^{*}=\sup_{(\mathrm{I})}\left[S_{i-j}^{(i-j)}-S_{i+1}^{(i-j)}-\sum_{\nu=0}^{j-1}\lambda_{\nu}^{*}\frac{(x-a)^{j-\nu}}{(j-\nu)!}\right]\\ j=0,1,\ldots,i\end{gathered}
  1. 13.

    By applying Lemma 1, we can construct the polynomials (3) of degreemmsuch that conditions (12) and (13) are satisfied. We first group these conditions in the form

Qi(i+1)=0,Rs1,is(s)0,s=0.1,,i\displaystyle Q_{i}^{(i+1)}=0,\quad R_{s-1,i-s}^{(s)}\geqq 0,s=0,1,\ldots,i (i)
i=0.1,,m\displaystyle i=0,1,\ldots,m

and note that in the group (16i16_{i}Polynomials are not included.P0,P1,,Pi1(i1)P_{0},P_{1},\ldots,P_{i-1}(i\geqq 1).

9 - Mathematica

Taking into account (8) and (9), the relationships(16i)\left(16_{i}\right)can be written

{Pi(s)1v=1s1(xixiv)j=i1m[v=1s1(xjxiv)]Pj(s)s=0.1,,iPi(i+1)=1v=0i1(xixv)j=i+1m[v=0i1(xjxv)]Pj(i+1)i=0.1,,m\left\{\begin{array}[]{c}P_{i}^{(s)}\geqq-\frac{1}{\prod_{v=1}^{s-1}\left(x_{i}-x_{i-v}\right)}\sum_{j=i-1}^{m}\left[\prod_{v=1}^{s-1}\left(x_{j}-x_{i-v}\right)\right]P_{j}^{(s)}\\ s=0,1,\ldots,i\\ P_{i}^{(i+1)}=-\frac{1}{\prod_{v=0}^{i-1}\left(x_{i}-x_{v}\right)}\sum_{j=i+1}^{m}\left[\prod_{v=0}^{i-1}\left(x_{j}-x_{v}\right)\right]P_{j}^{(i+1)}\\ i=0,1,\ldots,m\end{array}\right.

The first (fori0i\geqq 0) and the second (fori1i\geqq 1) relation being

Pi0,Pij=i+1mPjP_{i}\geqq 0,\quad P_{i}^{\prime}\geqq-\sum_{j=i+1}^{m}P_{j}^{\prime}

Note
that if (3) are polynomials of degreemm, 1st relationships(17i)\left(17_{i}\right)are indeed of the form (14). Therefore, using Lemma 1, we can successively determine the polynomialsPm,Pm1,,P1,P0P_{m},P_{m-1},\ldots,P_{1},P_{0}.

In particular, the group (17m17_{m}) shows us that

Pm=ρ(xhas)m+c1(xhas)m1++cmP_{m}=\rho(x-a)^{m}+c_{1}(x-a)^{m-1}+\cdots+c_{m}

Orρ,c1,c2,,cn\rho,c_{1},c_{2},\ldots,c_{n}are non-negative.
In this way, by takingρ>0\rho>0, we obtain all the interpolation polynomials (1) of degreemmwhich preserve convexities of order -1,0.1,,m10,1,\ldots,m-1and assuming that the setEEcoincides with the set of points (2). Ifm=0,1,2m=0,1,2or 3, even without this last restriction.

By imposing the less restrictive conditionp0p\geqq 0, we obtain all the interpolation polynomials (1) that preserve non-concavity of any order, always taking the set of points (2) as the setEE14.
By takingc1=c2==cm=0c_{1}=c_{2}=\ldots=c_{m}=0and by successively determining the minimal solutions of the inequalities(17m1),(17m2),,(170)\left(17_{m-1}\right),\left(17_{m-2}\right),\ldots,\left(17_{0}\right)We find a kind of minimal interpolation polynomial satisfying the desired conditions. In this case, the polynomials (3) all have the constant factor in common.ρ\rhoIf we determine this constant such that the sum of the polynomials (3) equals 1, we will say that we have obtained the normalized minimal interpolation polynomial.
15. The structure of the minimal polynomial depends on the ratios of the mutual distances of the nodes (2), but this structure is, in general, very complicated. This complexity is already apparent from the simple examples we give here.

Examples. 1.m=1m=1The minimal normalized polynomial is

f(x0)bxbhas+f(x1)xhasbhasf\left(x_{0}\right)\frac{b-x}{b-a}+f\left(x_{1}\right)\frac{x-a}{b-a}

Moreover, the general solution is given by the formulas

P0=ρ(xhas)+λ0,P1=ρ(bx)+μP_{0}=\rho(x-a)+\lambda_{0},\quad P_{1}=\rho(b-x)+\mu

Orρ,λ,μ\rho,\lambda,\muare non-negative constants.
2.m=2m=2The minimal polynomial (forρ=1\rho=1) is obtained using the formulas

P0=k(xb)2,P2=(xhas)2P1=(k+1)(xhas)2+2k(bhas)(xhas)τ(bhas)2 oì k=x2x1x1x0,τ=1k+|1k|2.\begin{gathered}P_{0}=k(x-b)^{2},\quad P_{2}=(x-a)^{2}\\ P_{1}=-(k+1)(x-a)^{2}+2k(b-a)(x-a)-\tau(b-a)^{2}\\ \text{ oì }k=\frac{x_{2}-x_{1}}{x_{1}-x_{0}},\tau=\frac{1-k+|1-k|}{2}.\end{gathered}
  1. 3.

    m=3m=3and the nodes are symmetrically distributed, thereforex0++x3=x1+x2x_{0}++x_{3}=x_{1}+x_{2}.

The minimal polynomial (forp=1p=1) is given by the formulas

P0=(bx)3,P3=(xhas)3P1=(2k+1)(bx)3+3k(bhas)(xb)2+τ(bhas)3P2=(2k+1)(xhas)3+3k(bhas)(xhas)2+τ(bhas)3 Or k=x1x0x2x1=x3x2x2x1,τ=1k+|1k|2.\begin{gathered}P_{0}=(b-x)^{3},P_{3}=(x-a)^{3}\\ P_{1}=(2k+1)(b-x)^{3}+3k(b-a)(x-b)^{2}+\tau(b-a)^{3}\\ P_{2}=-(2k+1)(x-a)^{3}+3k(b-a)(x-a)^{2}+\tau(b-a)^{3}\\ \text{ où }k=\frac{x_{1}-x_{0}}{x_{2}-x_{1}}=\frac{x_{3}-x_{2}}{x_{2}-x_{1}},\quad\tau=\frac{1-k+|1-k|}{2}.\end{gathered}
  1. 16.

    The difficulty in effectively constructing a solution to Lemma 1, as we have indicated, lies in the need to calculate the supremums of the right-hand sides of inequalities (15). We can also determine a solution using another method, which we will now describe.

Let's consider a sequence of numbersc0,c1,,cmc_{0},c_{1},\ldots,c_{m}and let us designate by

Δcν=cν+1cν,ν=0.1,,m1\Delta c_{\nu}=c_{\nu+1}-c_{\nu},\quad\nu=0,1,\ldots,m-1
Δkcv=Δk1cv+1Δk1cv,v=0.1,,mk,k=2.3,,m\Delta^{k}c_{v}=\Delta^{k-1}c_{v+1}-\Delta^{k-1}c_{v},\quad v=0,1,\ldots,m-k,k=2,3,\ldots,m

the successive differences of these numbers. We then have the

Lemma 2. If0im0\leqq i\leqq mand ifλj,v,v=0.1,,mj,j==0.1,,i+1\lambda_{j,v},\quad v=0,1,\ldots,m-j,j==0,1,\ldots,i+1Given these numbers, we can determine the sequencec0,c1,,cmc_{0},c_{1},\ldots,c_{m}such that one has

Δjcvλj,v,v=0.1,,mj,j=0.1,,i\displaystyle\Delta^{j}c_{v}\geqq\lambda_{j,v},\quad v=0,1,\ldots,m-j,j=0,1,\ldots,i (j)
Δi+1cv=λi+1,v,v=0.1,,mi1\displaystyle\Delta^{i+1}c_{v}=\lambda_{i+1,v},\quad v=0,1,\ldots,m-i-1

Indeed, the followingc0,c1,,cmc_{0},c_{1},\ldots,c_{m}is completely determined by the sequence of differencesc0,Δc0,Δ2c0,,Δmc0c_{0},\Delta c_{0},\Delta^{2}c_{0},\ldots,\Delta^{m}c_{0}.

Let us now note that

Δj𝒞ν=γ=0ν(γγ)Δγ+j𝒞0\Delta^{j}\mathcal{C}_{\nu}=\sum_{\gamma=0}^{\nu}\binom{\gamma}{\gamma}\Delta^{\gamma+j}\mathcal{C}_{0}

and then the inequalities (18%18\%) can be written

Δjc0λj,vr=1ν(vr)Δj+rc0,v=0.1,,mj\Delta^{j}c_{0}\geqq\lambda_{j,v}-\sum_{r=1}^{\nu}\binom{v}{r}\Delta^{j+r}c_{0},\quad v=0,1,\ldots,m-j

the sum of the second member being replaced by 0 ifν=0\nu=0The
differencesΔi+1c0,Δi+2c0,,Δmc0\Delta^{i+1}c_{0},\Delta^{i+2}c_{0},\ldots,\Delta^{m}c_{0}are completely determined by the equalities (18i+118_{i+1}). If, therefore, we choose successivelyΔic0\Delta^{i}c_{0},Δi1c0,,Δc0,c0\Delta^{i-1}c_{0},\ldots,\Delta c_{0},c_{0}so that we have

Δjc0maxν=0.1,,nj[λj,νr=1ν(νγ)Δj+γc0],j=i,i1,1.0\Delta^{j}c_{0}\geqq\max_{\nu=0,1,\ldots,n-j}\left[\lambda_{j,\nu}-\sum_{r=1}^{\nu}\binom{\nu}{\gamma}\Delta^{j+\gamma}c_{0}\right],j=i,i-1,\ldots,1,0

the sequelc0,c1,,cmc_{0},c_{1},\ldots,c_{m}Verifies Lemma 1.2.
Here again, we can highlight a kind of minimal solution by determining theΔic0,Δi1c0,,Δc0,c0\Delta^{i}c_{0},\Delta^{i-1}c_{0},\ldots,\Delta c_{0},c_{0}through equality

Δjc0=maxν=0.1,,mj[λj,νγ=1ν(νγ)Δj+γc0],j=i,i1,1.0.\Delta^{j}c_{0}=\max_{\nu=0,1,\ldots,m-j}\left[\lambda_{j,\nu}-\sum_{\gamma=1}^{\nu}\binom{\nu}{\gamma}\Delta^{j+\gamma}c_{0}\right],j=i,i-1,\ldots,1,0.
  1. 17.

    A solution to Lemma 1 is now obtained in the following way.

Note that every polynomialPPdegreemmcan be put in the form

P=v=0m(mv)pv(xhas)v(bx)mvP=\sum_{v=0}^{m}\binom{m}{v}p_{v}(x-a)^{v}(b-x)^{m-v} (19)

If the coefficientsp0,p1,,pmp_{0},p_{1},\ldots,p_{m}are non-negative; polynomial (19) is non-negative on the interval[has,b][a,b]This polynomial is zero if and only ifp0=p1==pm=0p_{0}=p_{1}=\ldots=p_{m}=0The derivative of polynomial (19) can be written in the form

P=mν=0m1(m1ν)Δpν(xhas)ν(bx)m1νP^{\prime}=m\sum_{\nu=0}^{m-1}\binom{m-1}{\nu}\Delta p_{\nu}(x-a)^{\nu}(b-x)^{m-1-\nu}

therefore its derivative of orderjjin the form

P(j)=m(m1)(mj+1)ν=0mj(mjν)Δjpν(xhas)ν(bx)mjν.P^{(j)}=m(m-1)\ldots(m-j+1)\sum_{\nu=0}^{m-j}\binom{m-j}{\nu}\Delta^{j}p_{\nu}(x-a)^{\nu}(b-x)^{m-j-\nu}.

Let's now ask

Sj=ν=0m(mν)sν(j)(xhas)ν(bx)mν,j=0.1,,i+1S_{j}=\sum_{\nu=0}^{m}\binom{m}{\nu}s_{\nu}^{(j)}(x-a)^{\nu}(b-x)^{m-\nu},\quad j=0,1,\ldots,i+1

If we are looking for the polynomialPPin the form (19), to realize the inequalities (14) it suffices to have

ΔjpvΔjsv(j),v=0.1,,mj,j=0.1,,iΔi+1pv=Δi+1sv(i+1),v=0.1,mi1\begin{gathered}\Delta^{j}p_{v}\geqq\Delta^{j}s_{v}^{(j)},\quad v=0,1,\ldots,m-j,j=0,1,\ldots,i\\ \Delta^{i+1}p_{v}=\Delta^{i+1}s_{v}^{(i+1)},\quad v=0,1,\ldots m-i-1\end{gathered}

and Lemma 1 follows from Lemma 2.
It is clear what is meant by the minimal solution of the lemma obtained by this method.
18. To construct an interpolation polynomial (1) preserving convexity for all orderm1\leqq m-1, we can look for polynomials (3) in the form

Pj=ν=0m(mν)pν(j)(xhas)ν(bx)mν,j=0.1,,mP_{j}=\sum_{\nu=0}^{m}\binom{m}{\nu}p_{\nu}^{(j)}(x-a)^{\nu}(b-x)^{m-\nu},\quad j=0,1,\ldots,m

We then look for the solutions of the systems(17i)\left(17_{i}\right), by applying Lemma 2. Here again, we can highlight the minimal polynomial by determining the minimal solutions, in the direction of the previous note, and starting from the polynomialPm=ρ(xhas)mP_{m}=\rho(x-a)^{m}.

In the casem=2m=2and in the casem=3m=3and symmetrically distributed nodes, the minimal polynomials (forρ=1\rho=1) in both directions coincide.

§ 3.

Convexity is not preserved by the Lagrange polynomial

  1. 19.

    It is expected that the Lagrange polynomialL(x0,x1,,xm;f|x)L\left(x_{0},x_{1},\ldots,x_{m};f\mid x\right)cannot, in general, maintain the non-concave shape of ordernnof the functionffIn this sense, we will demonstrate 1 e

THEORY 8. Ifn1n\geqq-1Andm>n+2m>n+2, the Lagrange polynomialL(x0,x1,,xm;f|x)L\left(x_{0},x_{1},\ldots,x_{m};f\mid x\right)does not preserve the non-concave ordernnof the functionffdefined on the points (2), on no (non-zero) interval of the real axis.

It suffices to demonstrate the property for any closed and finite interval[has,b][a,b]which does not contain any of the nodes (2).

Let us consider the polynomial

P=2(xhas+b2)n+3(n+2)(n+3)εxn+2P=\frac{2\left(x-\frac{a+b}{2}\right)^{n+3}}{(n+2)(n+3)}-\varepsilon x^{n+2}

Orε\varepsilonis a positive number.
Letffthe function that takes the values ​​of the polynomialPPon points (2). So we haveL(x0,x1,,xm;f|x)=PL\left(x_{0},x_{1},\ldots,x_{m};f\mid x\right)=P, sincePPis a polynomial of degreemm.

A simple calculation gives us

[xi,xi+1,,xi+n+1;f]==(has+b2xi+xi+1++xi+n+1n+2)2+1n+3μ,y=ii+n+1(xμxν)2ε\begin{gathered}{\left[x_{i},x_{i+1},\ldots,x_{i+n+1};f\right]=}\\ =\left(\frac{a+b}{2}-\frac{x_{i}+x_{i+1}+\ldots+x_{i+n+1}}{n+2}\right)^{2}+\frac{1}{n+3}\sum_{\mu,y=i}^{i+n+1}\left(x_{\mu}-x_{\nu}\right)^{2}-\varepsilon\end{gathered}

It follows that ifε\varepsilonis quite small the differences divided [xi,xi+1,,xi+n+1;f],i=0.1,,mn1x_{i},x_{i+1},\cdots\left.\ldots,x_{i+n+1};f\right],i=0,1,\ldots,m-n-1are positive and the functionffis then convex of ordernnon points (2). But the value on pointhas+b2\frac{a+b}{2}of 1a(n+1)(n+1)-th derivative of the polynomialPPis equal to(n+1)-(n+1)  !ε\varepsilonwhich is a negative number. That is, the polynomialPPis therefore not non-concave of ordernnon the interval[has,b][a,b](in the vicinity of the middle of this interval).

Theorem 8 is therefore proven.
20. To complete the previous result, note that:
11^{\circ}. Ifm=n+1m=n+11st Lagrange polynomialL(x0,x1,,xn+1;f|x)L\left(x_{0},x_{1},\ldots,x_{n+1};f\mid x\right)preserves the non-concave ordernnof the functionffover any intervalII.
22^{\circ}. Ifm=n+2m=n+2, We have

L(n+1)(x0,x1,,xn+2;f|x)=L^{(n+1)}\left(x_{0},x_{1},\ldots,x_{n+2};f\mid x\right)=
=(n+2)1xn+2x0{[x1,x2,,xn+2;f](xx0+x1++xn+1n+2)[x0,x1,,xn+1;f](xx1+x2++xn+2n+2)}\begin{gathered}=\frac{(n+2)1}{x_{n+2}-x_{0}}\left\{\left[x_{1},x_{2},\ldots,x_{n+2};f\right]\left(x-\frac{x_{0}+x_{1}+\ldots+x_{n+1}}{n+2}\right)-\right.\\ \left.\quad-\left[x_{0},x_{1},\ldots,x_{n+1};f\right]\left(x-\frac{x_{1}+x_{2}+\ldots+x_{n+2}}{n+2}\right)\right\}\end{gathered}

It follows that the Lagrange polynomialL(x0,x1,,xn+2;f|x)L\left(x_{0},x_{1},\ldots,x_{n+2};f\mid x\right)preserves the non-concave ordernnon the intervalIIif and only if it is a subinterval of the interval

[x0+x1++xn+1n+2,x1+x2++xn+2n+2]\left[\frac{x_{0}+x_{1}+\ldots+x_{n+1}}{n+2},\frac{x_{1}+x_{2}+\ldots+x_{n+2}}{n+2}\right]
  1. 21.

    In Theorem 8, we essentially assume that the functionffis defined only at points (2). Now suppose thatfflet be a function defined on an intervalEEcontaining 1 of the points (2).

Before stating certain results in this case, we will establish some preliminary lemmas.

Either[has,b],(has<b)[a,b],(a<b)a finite and closed interval that contains the nodes (2),nnan integer1\geqq-1and let's take the natural numbersk,Lk,lsuch that:
a) Ifn=1,kn=-1,kAndLlare odd.
b) Ifn0,k+Ln1n\geqq 0,k+l-n-1is an even number2\geqq 2.

We have 1st
Lemma 3. The polynomial
(20)

P=(xhas)b(xb)LP=(x-a)^{b}(x-b)^{l}

is not non-concave of ordernnon[has,b][a,b].
Forn=1n=-1the property is true since then the polynomialPPis negative on the open interval (has,ba,b). Forn0n\geqq 0the property is equivalent to the fact that the (n+1n+1)th derivativeP(n+1)P^{(n+1)}is not non-negative on[has,b][a,b]. ButP(n+1)P^{(n+1)}certainly has at least one simple root in(has,b)(a,b)and therefore changes sign betweenhasaAndbb.

Let us now consider the functionf*f^{*}defined by the equalities

f*={0, on [has,b]P, on (,has)(b,)f^{*}=\begin{cases}0,&\text{ sur }[a,b]\\ P,&\text{ sur }(-\infty,a)\cup(b,\infty)\end{cases}

PPbeing the polynomial (20).
We have 1e

Lemma 4. The functionf*f^{*}is non-concave of ordernnon (,-\infty,\infty), therefore also on any subinterval of(,)(-\infty,\infty).

Forn=1.0n=-1,0and 1 the demonstration is immediate. Forn>1n>1The demonstration results from the facts thatffadmits a continuous derivative of ordern1n-1that if the derivative of ordern1n-1If the function is non-concave of order 1, then the function itself is non-concave of order 2.nnand that we have 1st

Lemma 5. IfQQis a polynomial of even degree2\geqq 2and if[has,b][a,b]is the smallest closed interval containing all its roots, assumed to be all real (in particularhas,ba,bare roots ofQQ), the function

g={0, on [has,b]Q, on (;,has)(b,)g=\begin{cases}0,&\text{ sur }[a,b]\\ Q,&\text{ sur }(-;,a)\cup(b,\infty)\end{cases}

is non-concave of order 1 on (,-\infty,\inftyThis lemma follows from the fact that the
functionggis continuous and is non-concave of order 1 on each of the intervals (,has-\infty,a),[has,b],(b,)[a,b],(b,\infty)since on(,has)(-\infty,a)Andon(b,)\operatorname{sur}(b,\infty)the second derivativeQ"Q^{\prime\prime}ofQQis positive.

22. We have the

THEOREM 9. Ifmk+Lm\geq k+land the numbersn,k,Ln,k,lsatisfy conditions a), b) of the previous issue, the Lagrange polynomialL(x0,x1,,xm;f|x)L\left(x_{0},x_{1},\ldots,x_{m};f\mid x\right)does not preserve the non-concave ordernnof the functionffdefined on the intervalEE, on no (non-zero) interval of the real axis.

It suffices to demonstrate the property for any interval[has,b][a,b]which does not contain the nodes. Let us then consider the polynomial (20) and the function (21) constructed previously. We have

L(x0,x1,,xm;f*|x)=L(x0,x1,,xm;P|x)=PL\left(x_{0},x_{1},\ldots,x_{m};f^{*}\mid x\right)=L\left(x_{0},x_{1},\ldots,x_{m};P\mid x\right)=P

and the theorem follows from Lemmas 3 and 4.
The numberskkAndLlcan be chosen in the following way:

1.k=L=1 if n=1.\displaystyle 1^{\circ}.k=l=1\text{ si }n=-1.
2.k=1,L=2 if n=0.\displaystyle 2^{\circ}.k=1,l=2\text{ si }n=0.
3.k=L=2 if n=1.\displaystyle 3^{\circ}.k=l=2\text{ si }n=1.
4.k=n,L=2[n2]+1 if n>1.\displaystyle 4^{\circ}.k=n,l=2\left[\frac{n}{2}\right]+1\text{ si }n>1.

We then deduce the
Corollary. If

m{n+3, For n=1,0,1,2 Or 32n, For n odd and 32n+1, For n pair and 2m\geqq\begin{cases}n+3,&\text{ pour }n=-1,0,1,2\text{ ou }3\\ 2n,&\text{ pour }n\text{ impair et }\geqq 3\\ 2n+1,&\text{ pour }n\text{ pair et }\geqq 2\end{cases}

the Lagrange polynomialL(x0,x1,,xm;f|x)L\left(x_{0},x_{1},\ldots,x_{m};f\mid x\right)does not preserve the non-concave ordernnof the functionffdefined on the intervalEE, on no (non-zero) interval of the real axis.

Assumingn1n\geqq-1we can impose on the functionffthe restriction of having a continuous derivative of orderγn1\gamma\geqq n-1Theorem 9 then remains true, imposing on the numbersk,Lk,lthe additional condition of beingr+1\geqq r+1.

BIBLIOGRAPHY

[1] Fejér, Leopold, "Über Weierstrassche Approximation besonders durch Hermitesche Interpolation," Mathematische Annalen, 102, 707-725 (1930).
[2] Popoviciu, Ť., "Sur l'approximation des fonctions convexes d'ordre supérieur," Mathematica, 10, 49-54 (1934).
[3] "Sur le prolongation des fonctions convexes d'ordre supérieur," Bull. Math. Soc. Roun. Sci., 36, 75-108 (1934).
[4] "Sur le prolongation des fonctions monotones et des fonctions convexesdéfinies sur un nombre finit de points," Bull. Acad. Roumaine, 20, 54-56 (1938).
[5] "Introduction à la théorie des différences sépares," Bull. Matl. Soc. Rum. Sci.. 42, 65-78 (1940).

Received on August 8, 1961.

1961

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