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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
§ 1.
Preservation of convexity by interpolation
-
1.
Let us consider the linear operator
| (1) |
defined on the function space, real and of a real variable, defined on a linear setcontaining the pointsWe can assume that the pointsare distinct and are numbered in ascending order of magnitude, therefore
| (2) |
The functions
(3)
characterize the operator (1) and are real, of the real variabledefined on a non-zero interval.*) For allthe value of operator (1) is a function defined on the interval.
**) 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 functionThe points (2) are the corresponding interpolation nodes.
If the functions (3) are polynomials, the operator (1) is a (generalized) interpolation polynomial of the function. 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 pointsetsAnd, the valueof function (1) can be considered as an approximate value ofThis 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 intervalcontains the nodes (2) and if the functionscoincide on the nodes, regardless of the functionThis last condition is expressed by the conditions
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
| (5) |
In this case we have
-
2.
The polynomial (5) has the important property that it preserves the sign of the functionon the intervalTherefore, for any functionnon-negative (on), it is non-negative on.
I have previously demonstrated [2] that polynomials (5) also possess other properties of preserving the shape of the functionIf the functionis non-decreasing or, in general, if it is non-concave of order(on) 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 () of the function.
We can introduce 1a
Definition 1. We will say that the interpolation function (1) preserves (on the interval) the non-concavity of order(of the function) if, the function (1) is non-concave of order(on I) for any functionnonconcave of order(on3.
Recall that a function is said to be non-concave of orderonif all the differences divided by orderof this function, onany (distinct) points of, are non-negative. If all these divided differences are positive, the function is said, in particular, to be convex of orderonNon-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 orderof the function are all non-positive respectively all negative, we say that this function is non-convex respectively concave of order(on). There are specifications analogous to those above in the cases, 0 or 1.
If the functionis non-concave respectively convex of order, the function -is non-convex respectively concave of orderand vice versa.
A function whose differences are all divided by orderzero is said to be a polynomial of order(on). For a function to be polynomial of orderIt is necessary and sufficient that it be both non-concave and non-convex of order.
Convexity (concavity) and polynomiality are special cases of non-concavity (non-convexity) of the same order. If a function is non-concave of orderon the non-zero intervalbut if it is not convex of order(on), there exists a non-zero subinterval ofon which the function is polynomial of orderThis property is obviously not true for.
If the wholeis formed by at mostpoints (), any function defined onis polynomial of order(on).
A polynomial of degreeis a function of the form
| (6) |
THE(the coefficients of the polynomial) being arbitrary constants. IfThe first polynomial (6) has effective degreeAny polynomial function of orderis a polynomial of degreeThe (identically) zero function is a polynomial function of any order, 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 degreeWe can assume that the effective degree of this polynomial is equal to -1.
We refer tothe difference divided by orderand bythe Lagrange polynomial, therefore the polynomial taking the values ​​of the functionon the nodes,.
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 orderof the function.
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 polynomialdegree.
We also have
THEOREM 2. If, so that the interpolation function (1) preserves the non-concavity of order, it is necessary and sufficient that the functions (3) reduce to polynomials of degree.
Indeed, the polynomial
is a non-concave function of order, whatever the constant(because of inequality)For this function we haveand it is necessary and sufficient thatAndbe non-concave of orderTherefore, thatlet a polynomial of degree.
It follows that if the interpolation function (1) preserves the non-concavity of any order, the functions (3) reduce to polynomials of degreeand, moreover, the functionreduces to a polynomial of degreeifis a polynomial of degreeAn interpolation function (1) that preserves non-concavity of any order is therefore a polynomial of degreewho never raises his degree sois a polynomial.
5. It is easy to see that there exist interpolation functions (1) preserving non-concavity of any orderTo 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 degreepreserves the non-concaveness of any order.
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 that. According to a formula for the transformation of divided differences [5] we have
(7)oì
(8)
(9),
Here is the productifand the productifare replaced by 1.
We then have
THEOREM 3. If, so that the interpolation function (1) preserves on I the non-concavity of orderof any functionnon-concave of orderRegarding points (2), it is necessary and sufficient that the functionslet polynomials of degreeAndnonconcave functions of order(on I).
The property is easily derived by noting that one can find a non-concave function of orderon points (2) such thattake on any real values ​​andany non-negative real values. It must also be taken into account that any linear combination of non-concave functions of order, with non-negative coefficients, is also a non-concave function of order.
If the functions (3) are ()-times differentiable, therefore, in particular, if they are polynomials, the conditions of Theorem 3 can be written
| (10) |
| (11) |
Indeed, for a function ()-times differentiable or non-concave of order, it is necessary and sufficient that its derivative of ordereither 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 orderfunctionsnon-concave of orderRegarding points (2), it is necessary and sufficient thatlet be a polynomial of degree i forand that for allAndthe polynomialeither non-concave of order(on I).
Note that becauseis a polynomial of degreeForIt follows that the functions (3) are polynomials of degreeTo complete the formulas (9) we takeand we see thatare all polynomials of degreeThe conditions of the statement can also be written
| (12) |
(13)7.
In Theorems 3 and 4, it is essentially assumed that the domain of definitionof the functionreduces to the set of points (2). The non-extendability of non-concave functions of order[3] shows us that ifis 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'. If, so that the interpolation function (1) preserves the non-concavity of orderit is enough thatlet polynomials of degreeand that the functionsbe non-concave of orderTheorem 4'. For
the interpolation function (1) to preserve all non-concavities of orderit is enough thatlet a polynomial of degreeForand that forthe polynomialeither non-concave of order8.
We know that the non-concave functions of orderor 1 are always and everywhere extendable. We therefore deduce the
THEOREM 5.. For the interpolation function (1) to retain non-negativity it is necessary and sufficient that the functions (3) be non-negative.
For the interpolation function (1) to maintain non-decreasing, it is necessary and sufficient that the sumreduces to a constant and the functions
are non-decreasing.
For the interpolation function (1) to retain the usual non-concavity (of order 1), it is necessary and sufficient that the sums
reduce to polynomials of degree 1 and that the functions
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 forAnd.
WhenThe necessary and sufficient conditions are more complicated. Whenis random butthe conditions of the theoremare still necessary (even ifIndeed, in this case any non-concave function of orderon the nodes is always and everywhere extendable, notably by the Lagrange polynomial9.
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 interval) the convexity of order(of the function) if the function (1) is convex of order(on I) for any functionconvex of order(on).
If we take into account that the limit of a convergent sequence of non-concave functions of orderis also a non-concave function
Conversely, we have
Or,
We also have
§ 2.
Existence of convexity-preserving interpolation polynomials
-
12.
We will demonstrate that if the nodes (2) are given arbitrarily, there exist interpolation polynomials (1) of degreewhich retain all convexities of order, therefore which also retain all the non-concavities of order, on a finite, non-zero intervalWe will refer to it asthe extremities of.
We will construct an interpolation polynomial of the desired form using the
Lemma 1. If I is a finite interval, with endpoints, ifand ifarepolynomials of degreewe can find a polynomialdegreesuch as one has
| (14) |
on).
*) A slightly more general property can be stated in the following form:
Ifis a finite interval and ifare() polynomials, the last of which is of degreewe can find a polynomialdegreesuch as one has
onIf
the polynomialis of effective degree, we can choose, from among the infinite number of solutions to the problem, a polynomialof effective degree.
Indeed, the polynomial
where the coefficientsverify the inequalities
| (15) | |||
and where forthe sum ofhasThe 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..
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
where the coefficientsare given successively by the equalities
-
13.
By applying Lemma 1, we can construct the polynomials (3) of degreesuch that conditions (12) and (13) are satisfied. We first group these conditions in the form
| (i) | |||
and note that in the group (Polynomials are not included..
9 - Mathematica
Taking into account (8) and (9), the relationshipscan be written
The first (for) and the second (for) relation being
Note
that if (3) are polynomials of degree, 1st relationshipsare indeed of the form (14). Therefore, using Lemma 1, we can successively determine the polynomials.
In particular, the group () shows us that
Orare non-negative.
In this way, by taking, we obtain all the interpolation polynomials (1) of degreewhich preserve convexities of order -1,and assuming that the setcoincides with the set of points (2). Ifor 3, even without this last restriction.
By imposing the less restrictive condition, we obtain all the interpolation polynomials (1) that preserve non-concavity of any order, always taking the set of points (2) as the set14.
By takingand by successively determining the minimal solutions of the inequalitiesWe find a kind of minimal interpolation polynomial satisfying the desired conditions. In this case, the polynomials (3) all have the constant factor in common.If 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.The minimal normalized polynomial is
Moreover, the general solution is given by the formulas
Orare non-negative constants.
2.The minimal polynomial (for) is obtained using the formulas
-
3.
and the nodes are symmetrically distributed, therefore.
The minimal polynomial (for) is given by the formulas
-
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 numbersand let us designate by
the successive differences of these numbers. We then have the
Lemma 2. Ifand ifGiven these numbers, we can determine the sequencesuch that one has
| (j) | |||
Indeed, the followingis completely determined by the sequence of differences.
Let us now note that
and then the inequalities () can be written
the sum of the second member being replaced by 0 ifThe
differencesare completely determined by the equalities (). If, therefore, we choose successively,so that we have
the sequelVerifies Lemma 1.2.
Here again, we can highlight a kind of minimal solution by determining thethrough equality
-
17.
A solution to Lemma 1 is now obtained in the following way.
Note that every polynomialdegreecan be put in the form
| (19) |
If the coefficientsare non-negative; polynomial (19) is non-negative on the intervalThis polynomial is zero if and only ifThe derivative of polynomial (19) can be written in the form
therefore its derivative of orderin the form
Let's now ask
If we are looking for the polynomialin the form (19), to realize the inequalities (14) it suffices to have
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 order, we can look for polynomials (3) in the form
We then look for the solutions of the systems, 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 polynomial.
In the caseand in the caseand symmetrically distributed nodes, the minimal polynomials (for) in both directions coincide.
§ 3.
Convexity is not preserved by the Lagrange polynomial
-
19.
It is expected that the Lagrange polynomialcannot, in general, maintain the non-concave shape of orderof the functionIn this sense, we will demonstrate 1 e
THEORY 8. IfAnd, the Lagrange polynomialdoes not preserve the non-concave orderof the functiondefined on the points (2), on no (non-zero) interval of the real axis.
It suffices to demonstrate the property for any closed and finite intervalwhich does not contain any of the nodes (2).
Let us consider the polynomial
Oris a positive number.
Letthe function that takes the values ​​of the polynomialon points (2). So we have, sinceis a polynomial of degree.
A simple calculation gives us
It follows that ifis quite small the differences divided [are positive and the functionis then convex of orderon points (2). But the value on pointof 1a-th derivative of the polynomialis equal to !which is a negative number. That is, the polynomialis therefore not non-concave of orderon the interval(in the vicinity of the middle of this interval).
Theorem 8 is therefore proven.
20. To complete the previous result, note that:
. If1st Lagrange polynomialpreserves the non-concave orderof the functionover any interval.
. If, We have
It follows that the Lagrange polynomialpreserves the non-concave orderon the intervalif and only if it is a subinterval of the interval
-
21.
In Theorem 8, we essentially assume that the functionis defined only at points (2). Now suppose thatlet be a function defined on an intervalcontaining 1 of the points (2).
Before stating certain results in this case, we will establish some preliminary lemmas.
Eithera finite and closed interval that contains the nodes (2),an integerand let's take the natural numberssuch that:
a) IfAndare odd.
b) Ifis an even number.
We have 1st
Lemma 3. The polynomial
(20)
is not non-concave of orderon.
Forthe property is true since then the polynomialis negative on the open interval (). Forthe property is equivalent to the fact that the ()th derivativeis not non-negative on. Butcertainly has at least one simple root inand therefore changes sign betweenAnd.
Let us now consider the functiondefined by the equalities
being the polynomial (20).
We have 1e
Lemma 4. The functionis non-concave of orderon (), therefore also on any subinterval of.
Forand 1 the demonstration is immediate. ForThe demonstration results from the facts thatadmits a continuous derivative of orderthat if the derivative of orderIf the function is non-concave of order 1, then the function itself is non-concave of order 2.and that we have 1st
Lemma 5. Ifis a polynomial of even degreeand ifis the smallest closed interval containing all its roots, assumed to be all real (in particularare roots of), the function
is non-concave of order 1 on (This lemma follows from the fact that the
functionis continuous and is non-concave of order 1 on each of the intervals (),since onAndthe second derivativeofis positive.
22. We have the
THEOREM 9. Ifand the numberssatisfy conditions a), b) of the previous issue, the Lagrange polynomialdoes not preserve the non-concave orderof the functiondefined on the interval, on no (non-zero) interval of the real axis.
It suffices to demonstrate the property for any intervalwhich does not contain the nodes. Let us then consider the polynomial (20) and the function (21) constructed previously. We have
and the theorem follows from Lemmas 3 and 4.
The numbersAndcan be chosen in the following way:
We then deduce the
Corollary. If
the Lagrange polynomialdoes not preserve the non-concave orderof the functiondefined on the interval, on no (non-zero) interval of the real axis.
Assumingwe can impose on the functionthe restriction of having a continuous derivative of orderTheorem 9 then remains true, imposing on the numbersthe additional condition of being.
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.
