Sur la forme du reste de certaines formules de quadrature
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T. Popoviciu, Sur la forme du reste de certaines formules de quadrature, Proceedings of the Conference on the Constructive Theory of Functions (Approximation Theory) (Budapest, 1969), pp. 365-370. Akadémiai Kiadó, Budapest, 1972 (in French)
1972 c -Popoviciu- Proceedings - On the form of the remainder of certain quadrature formulas
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ON THE FORM OF THE REMAINDER OF CERTAIN QUADRATURE FORMULAS
T. POPOVICIU (CLUJ)
In many approximation formulas of analysis, the remainderR[f]R[f]is a linear (additive and homogeneous) functional defined on a linear setSSfunctionsffcontinuous real numbers defined on the same intervalII(of non-zero length) of the real axis.
If the wholeSScontains all polynomials and if the equalities
are verified for a certain integerm >= -1m \geq-1, we say that the linear functionalR[f]R[f]is the degree of accuracymm(or thatmm(is its degree of accuracy). This numbermmIf it exists, it is, moreover, clearly defined. Ifm=-1m=-1Relations (1), (2) must be replaced by the single inequalityR[1]!=0R[1] \neq 0.
Let us consider, in particular, the quadrature formula
{:(3)int_(a)^(b)f(x)dV(x)=sum_(nu=0)^(n)c_(nu)f(x_(nu))+R[f]:}\begin{equation*} \int_{a}^{b} f(x) d V(x)=\sum_{\nu=0}^{n} c_{\nu} f\left(x_{\nu}\right)+R[f] \tag{3} \end{equation*}
Ora,b(a < b)a, b(a<b)are finished,V(x)V(x)is a function with bounded variation on[a,b],c_(nu),v=0,1,dots,n[a, b], c_{\nu}, v=0,1, \ldots, nindependent coefficients of the functionffand the knotsx_(nu),nu=0,1,dots,nx_{\nu}, \nu=0,1, \ldots, nare distinct and included within the interval[a,b][a, b].
The restR[f]R[f]of formula (3) is a linear functional defined on the set (S=S=)C[a,b]C[a, b]of all functionsffcontinuous over the interval(I=)[a,b](I=)[a, b]In this case, all polynomials belong toSSand the restR[f]R[f]a, in general, a well-defined degree of accuracy.
2. The remainder of formula (3) can be put into various forms which allow it to be delimited under suitable assumptions made about the functionff.
Without restricting the generality, one can assumeV(a)=0V(a)=0And (x_(-1)=x_{-1}=)a < x_(0) < x_(1) < dots < x_(n) < b(=x_(n+1))a<x_{0}<x_{1}<\ldots<x_{n}<b\left(=x_{n+1}\right).
Then, by specifying certain results of G. Kowalewski [1] and some results obtained by various authors, R. v. Mises, in his memoir on quadrature formulas [2], showed that, ifmmis a natural number and the remainderR[f]R[f]is the degree of accuracymm, we can write
{:(4)R[f]=int_(a)^(b)varphi(x)f^((m+1))(x)dx:}\begin{equation*}
R[f]=\int_{a}^{b} \varphi(x) f^{(m+1)}(x) d x \tag{4}
\end{equation*}
Orvarphi\varphiis a continuous function on[a,b][a, b]and assuming that the functionffhas a continuous derivative of orderm+1m+1over this interval.
The functionvarphi\varphiis given by the formula
varphi(x)=(1)/(m!)[-int_(a)^(x)(t-x)^(m)dV(t)+sum_(mu=0)^(v)c_(mu)(x_(mu)-x)^(m)]\varphi(x)=\frac{1}{m!}\left[-\int_{a}^{x}(t-x)^{m} d V(t)+\sum_{\mu=0}^{v} c_{\mu}\left(x_{\mu}-x\right)^{m}\right]
Forx in[x_(nu),x_(nu+1)],nu=-1,0,dots,nx \in\left[x_{\nu}, x_{\nu+1}\right], \nu=-1,0, \ldots, n
This function is segment polynomial. This is what I used to call an "elementary function" (of ordermm) [3] and what is now called a "spline" function.
When the functionvarphi\varphidoes not change sign, from (4) we deduce, by applying the first formula of the mean of integral calculus
{:(5)R[f]=K*(f^((m+1))(xi))/((m+1)!)quad" où "quad a < xi < b:}\begin{equation*}
R[f]=K \cdot \frac{f^{(m+1)}(\xi)}{(m+1)!} \quad \text { où } \quad a<\xi<b \tag{5}
\end{equation*}ù
with
K=R[x^(m+1)]=(m+1)!int_(a)^(b)varphi(x)dx quad(!=0)K=R\left[x^{m+1}\right]=(m+1)!\int_{a}^{b} \varphi(x) d x \quad(\neq 0)
The same representation (4) of the remainder is valid for approximation formulas more general than the quadrature formula (3). For example, for quadrature formulas containing on the right-hand side also a certain number of the values ​​at the nodes of some of the derivatives of the functionffSuch formulas, with the expression of the form (4) of the remainder, can be found in the cited work of R. v. Mises [2].
Let us also recall the research of E. Rémèz who studied [6, 7] the representation, in the form (4) or in a more general form using a Stieltjes integral, of a linear functionalR[f]R[f]degree of accuracymmand satisfying certain continuity conditions. These formulas are obtained by applying the well-known theorem of F. Riesz on the representation in the form of an integral of a linear functional.
We will not dwell on these questions here.
4. Another representation of the linear functionalR[f]R[f]is obtained in the case of its "simplicity".
The linear functionalR[f]R[f]defined on the setSS, the structure of which was specified inn^(@)1\mathrm{n}^{\circ} 1and having a degree of accuracymm, is said to be of simple form if one can findm+2m+2distinct pointsxi_(nu),v=1,2dots,m+2\xi_{\nu}, v=1,2 \ldots, m+2of the intervalIIdefining the elements ofSS, generally dependent on
the functionffand a constantKKindependent of the functionffsuch as one might have
Here[xi_(1),xi_(2),dots,xi_(m+2);f]\left[\xi_{1}, \xi_{2}, \ldots, \xi_{m+2} ; f\right]denotes the difference divided (of orderm+1m+1) of the functionffon the (distinct) nodesxi_(1),xi_(2),dots,xi_(n+2)\xi_{1}, \xi_{2}, \ldots, \xi_{n+2}Moreover, whenm >= 0m \geqslant 0We can choose the nodesxi_(nu)\xi_{\nu}within the intervalII.
The constantKKis equal toR[x^(m+1)]R\left[x^{m+1}\right]and if, in addition,m >= 0m \geq 0and the derivative(m+1)^("ième ")f^((m+1))(x)(m+1)^{\text {ième }} f^{(m+1)}(x)èexists within the intervalII, we have formula (5).
Note that if the derivative(m+1)^("ième ")f^((m+1))(x)(m+1)^{\text {ième }} f^{(m+1)}(x)èis bounded, therefore if
OrMMis a real number independent ofxx, we deduce from (5) the delimitation
|R[f]| <= |K|M.|R[f]| \leqq|K| M .
This same delimitation is valid, ifR[f]R[f]is of the simple form andMMis the supremum of the absolute value of the divided difference of orderm+1m+1of the functionffSo thatMMto be finished, it is not necessary that the derivative(m+1)^("ième ")f^((m+1))(x)(m+1)^{\text {ième }} f^{(m+1)}(x)èexists. It is enough thatffhas a derivativem^("ième ")f^((m))(x)m^{\text {ième }} f^{(m)}(x)èsatisfying an ordinary Lipschitz condition.
5. It follows from the preceding analysis that if the quadrature formula (3) has the remainderR[f]R[f]degree of accuracym( >= 1)m(\geq 1)and if the functionffhas a derivative of orderm+1m+1on the interval[a,b][a, b], formula (5), withK=R[x^(m+1)]K=R\left[x^{m+1}\right], takes place, or if the "core"varphi\varphiin (4) does not change sign or if the restR[f]R[f]is of the simple form. To show the close link between the two properties which in this way ensure the existence of formula (5) we will demonstrate the
Theorem. For the linear functional (4) defined on the set of continuous functions having a derivative(m+1)^("ième ")(m+1)^{\text {ième }}ècontinues over the bounded interval[a,b][a, b], or degree of accuracym >= 1m \geq 1and in its simple form, it is necessary and sufficient that one has
{:(7)int_(a)^(b)varphi(x)dx!=0:}\begin{equation*}
\int_{a}^{b} \varphi(x) d x \neq 0 \tag{7}
\end{equation*}
and that the functionvarphi\varphiassumed to be continuous, does not change sign over the interval[a,b][a, b]6.
Before proceeding to the demonstration of our theorem, we must recall some preliminary properties.
We always assume that the setSScontains all polynomials and is defined as atn^(0)1\mathrm{n}^{0} 1.
Lemma 1. For the linear functionalR[f]R[f], defined onSSand degree of accuracymmeither in its simple form, it is necessary and sufficient that one hasR[f]!=0R[f] \neq 0for any functionf in Sf \in Sconvex of ordermm(over the intervalII).
For the concept and properties of convex functions (non-concave, non-convex, concave) of ordermmFor the proof of Lemma 1, you can consult my previous work. The function is said to be convex (non-concave, non-convex, concave) of orderm( >= -1)m(\geq-1)if all its differences
divided by orderm+1m+1, on distinct nodes (of the intervalII), are positive (non-negative, non-positive, negative). The reader may consult, in particular, my memoirs in "Mathematica" [4, 5] where various criteria for simplicity can also be found.
Note that ifR[f]!=0R[f] \neq 0for any functionf in Sf \in Sconvex of ordermmthe numberR[f]R[f]Forffconvex of ordermmis or is always positivemmthe sumf_(1),f_(2)f_{1}, f_{2}or always negative... Suppose, we have two convex functions of ordermmbelonging as such we aid_(1)_(1) >{ }_{1}{ }_{1}>,R[f_(2)] < 0R\left[f_{2}\right]<0The functionf(x)=f_(1)(x)-(R[f_(1)])/(R[f_(2)])f_(2)(x)f(x)=f_{1}(x)-\frac{R\left[f_{1}\right]}{R\left[f_{2}\right]} f_{2}(x)belongs toSS, is convex of ordermmand checks the equalityR[f]=0R[f]=0This contradicts the hypothesis. The result is...
Lemma 2. IfR[f]R[f]is a linear functional defined onSSdegree of accuracymmand if we can find two functionsf_(1),f_(2)in Sf_{1}, f_{2} \in Sconvex of ordermmsuch as one might haveR[f_(1)]R[f_(2)] < 0R\left[f_{1}\right] R\left[f_{2}\right]<0, so it is not of simple form. Let's also demonstrate the
Lemma 3.R[f]R[f]being a linear functional defined onSSdegree of accuracymm, iff in Sf \in Sis a non-concave function of ordermmsuch asR[f]!=0R[f] \neq 0, then we can find a functionf^(**)in Sf^{*} \in Sconvex of ordermmsuch that one hasR[f]R[f^(**)] > 0R[f] R\left[f^{*}\right]>0. ∼\simIndeed
, ifepsi\varepsilonis a positive constant, the functionf^(**)(x)=f(x)+epsix^(m+1)f^{*}(x)=f(x)+\varepsilon x^{m+1}is convex of ordermmand we have
All you have to do is takeepsi < |(R[f])/(R[x^(m+1)])|\varepsilon<\left|\frac{R[f]}{R\left[x^{m+1}\right]}\right|to deduce the property stated in
Lemma 3. Lemma 3.
Finally, we have
Lemma 4.R[f]R[f]being a linear functional defined onSSdegree of accuracymm, if we can find the functionsf_(1),f_(2)in Sf_{1}, f_{2} \in Snon-concave of ordermmsuch as one hasR[f_(1)]R[f_(2)] < 0R\left[f_{1}\right] R\left[f_{2}\right]<0, so it is not of the simple form.
Indeed,f_(1)^(**),f_(2)^(**)in Sf_{1}^{*}, f_{2}^{*} \in Sconvex functions of ordermm, such asR[f_(1)]R[f_(1)^(**)] > 0,R[f_(2)]R[f_(2)^(**)] > 0R\left[f_{1}\right] R\left[f_{1}^{*}\right]>0, R\left[f_{2}\right] R\left[f_{2}^{*}\right]>0, which do indeed exist according to Lemma 3. It then followsR[f^(**)]R[f_(2)^(**)] < 0R\left[f^{*}\right] R\left[f_{2}^{*}\right]<0and then apply Lemma
2.7. After this digression, we can proceed to the proof of our theorem stated inn^(@)5\mathrm{n}^{\circ} 5(7 )
results from
The condition is necessary, the relation (1) results in equality
{:(8)R[x^(m+1)]=(m+1)!int_(a)^(b)varphi(x)dx.:}\begin{equation*}
R\left[x^{m+1}\right]=(m+1)!\int_{a}^{b} \varphi(x) d x . \tag{8}
\end{equation*}
The functionvarphi\varphiis not identically zero on[a,b][a, b]So thenx_(0)in[a,b]x_{0} \in[a, b]such asvarphi(x_(0))!=0\varphi\left(x_{0}\right) \neq 0As a result of the continuity ofvarphi\varphithere exists a subinterval[c,d][c, d]of[a,b][a, b], of non-zero length (thereforea <= c < d <= ba \leqq c<d \leqq b), such as sgvarphi(x)=\varphi(x)= =sg varphi(x_(0))=\operatorname{sg} \varphi\left(x_{0}\right)Forx in[c,d]x \in[c, d]Let us now consider the functions
is non-concave of ordermmand has a derivative(m+1)^("ième ")(m+1)^{\text {ième }}ècontinuous which is equal to|x-c|+|x-d|-2|x-(c+d)/(2)||x-c|+|x-d|-2\left|x-\frac{c+d}{2}\right|, therefore positive on the open interval(c,d)(c, d)and zero outside this interval. For function (10) we have
R[f]=int_(c)^(d)varphi(x)f^((m+1))(x)dxR[f]=\int_{c}^{d} \varphi(x) f^{(m+1)}(x) d x
from which it follows thatsg R[f]=sg varphi(x_(0))\operatorname{sg} R[f]=\operatorname{sg} \varphi\left(x_{0}\right).
Fig. 1
If the functionvarphi\varphichanges sign on[a,b][a, b]we can find two pointsx_(1),x_(2)in[a,b]x_{1}, x_{2} \in[a, b]such asvarphi(x_(1))varphi(x_(2)) < 0\varphi\left(x_{1}\right) \varphi\left(x_{2}\right)<0, therefore also two functionsf_(1),f_(2)f_{1}, f_{2}nonconcave of ordermmsuch assg R[f_(1)]=sg varphi(x_(1))\operatorname{sg} R\left[f_{1}\right]=\operatorname{sg} \varphi\left(x_{1}\right),sg R[f_(2)]=sg varphi(x_(2))\operatorname{sg} R\left[f_{2}\right]=\operatorname{sg} \varphi\left(x_{2}\right)It follows thatR[f_(1)]R[f_(2)] < 0\mathrm{R}\left[f_{1}\right] R\left[f_{2}\right]<0. As a consequence of Lemma 4, the linear functionalR[f]R[f]Therefore, it is not of the simple form.
In the theorem, the invariance of the sign of the functionvarphi\varphiis therefore also necessary.
The condition is sufficient. The sufficiency of condition (7) also follows from formula (8). Let [c,dc, da non-zero-length subinterval of[a,b](a <= c < d <= b)[a, b](a \leqq c<d \leqq b)on whichvarphi\varphiis positive. Thenffa convex function of ordermmhaving a derivative(m+1)^("ième ")(m+1)^{\text {ième }}ècontinue on[a,b][a, b]We then havef^((m+1))(x) >= 0f^{(m+1)}(x) \geqq 0Forx in[a,b]x \in[a, b]. Butf^((m+1))f^{(m+1)}cannot be identically zero on any non-zero subinterval of length[a,b][a, b]because otherwiseffwould only be non-concave and not convex of ordermmon[a,b][a, b]As a result, there exists a[c^('),d^(')]sube[c,d]\left[c^{\prime}, d^{\prime}\right] \subseteq[c, d], of non-zero length
(c <= c^(') < d^(') <= dc \leqq c^{\prime}<d^{\prime} \leqq d), on whichf^((m+1))(x) > 0f^{(m+1)}(x)>0We then have
R[f]=int_(a)^(b)varphi(x)f^((m+1))(x)dx >= int_(c^('))^(d^('))varphi(x)f^((m+1))(x)dx > 0R[f]=\int_{a}^{b} \varphi(x) f^{(m+1)}(x) d x \geq \int_{c^{\prime}}^{d^{\prime}} \varphi(x) f^{(m+1)}(x) d x>0
SOR[f] > 0R[f]>0When
the functionffis non-positive, we demonstrate, in the same way thatR[f] < 0R[f]<0, for any convex function of ordermmon[a,b][a, b].
The linear functional (4) is indeed of the simple form.
The theorem stated inn^(@)5\mathrm{n}^{\circ} 5is thus demonstrated.
8. R. v. Mises studied[2][2]the representation of the remainsR[f]R[f]quadrature formulas also in the more general form of a Stieltjes integral
R[f]=int_(a)^(b)f^((m+1))(x)d alpha(x)R[f]=\int_{a}^{b} f^{(m+1)}(x) d \alpha(x)
Oralpha(x)\alpha(x)is a function with bounded variation on the bounded interval[a,b][a, b]We can also study the simplicity of a linear functional of this form. We will return to this question in another work.
Bibliography
[1] G. Kowalewski, Interpolation und genäherte Quadrature, 1932.
[2] R. Mises, Über allgemeine Quadraturformeln, J. f. die reine u. angew. Math. 174 (1936) 56-67.
[3] T. Popoviciu, Notes sur les fonctions convexes d'ordre supérieur (IX). Bull. Math. Soc. Roumaine des sciences, 43 (1942) 84-141.
[4] T. Popoviciu, Sur le reste dans certains formules ligneaux d'approximation de l'analyse, Mathematica 1 (24) (1959) 95-142.
[5] T. Popoviciu, La simplicité du reste dans certains formules de quadrature, Mathematica, 6 (29) (1964) 157-184.
[6] E. Rémèz, On certain classes of linear functionals in spacesC_(P)\mathrm{C}_{\mathrm{P}}and on the complementary terms of the formulas of approximate analysis I, Rec. Trav. Inst. Math. Acad. Sci. URSS Ukraine 3 (1940) 21-62
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