On the remainder in the Everett’s quadrature formula

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Tiberiu Popoviciu
(Institutul de Calcul)

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Sur le reste dans la formule de quadrature d’Everett

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T. Popoviciu, Sur le reste dans la formule de quadrature d’Everett, Acta Math. Acad. Sci. Hungar. 20 (1969), pp. 443-449 (in French) https://doi.org/10.1007/BF01894915
Dédié à M. Alexits à l’occasion de son 70-ème anniversaire

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ON THE REMAINDER IN EVERETT'S SQUARING FORMULA

By
T. POPOVICIU (Cluj)

Dedicated to MG Alexits on the occasion of his70e70^{e}birthday

  1. 1.

    In his memoir on quadrature formulas, R. v. Mises [5] calls the summative formula Everett's quadrature formula

0nf(x)dx=α=0nf(α)+α=0m1dα[f(α)+f(nα)]+Rn[f]\int_{0}^{n}f(x)dx=\sum_{\alpha=0}^{n}f(\alpha)+\sum_{\alpha=0}^{m-1}d_{\alpha}[f(\alpha)+f(n-\alpha)]+R_{n}[f] (1)

Ormmcst a natural number,nna non-negative integer, the coefficientsdαd_{\alpha}independent of the functionf(x)f(x), being determined in such a way that the remainderRn[f]R_{n}[f]either degree of accuracym\geqq m, therefore it vanishes for any polynomial of degreemm.

We propose to find an expression of the remainderRn[f]R_{n}[f]making the following assumptions:
H. 1.mmis odd.
H. 2. The functionf(x)f(x)is continuous on an interval I of the real axis containing the points0.1,,n0,1,\ldots,nAndα,nα,α=1.2,,m1\alpha,n-\alpha,\alpha=1,2,\ldots,m-1.

The restRn[f]R_{n}[f]is a linear (additive and homogeneous) functional, and to find its desired expression, we will recall the definition of the simplicity of such a functional.
2. Consider a linear (therefore additive and homogeneous) functional .R[f]R[f], defined on a linear setSSof (real and) continuous functionsf(x)f(x)defined on a given intervalII(of non-zero length) of the real axis. We always assume thatSScontains all polynomials. When necessary, the structure of the set can be further specified.SS.

The degree of accuracy ofR[f]R[f](if it exists) is the integerm1m\equiv-1who enjoys ownership

{R[1]0 if m=1¯,R[1]=R[x]==R[xm]=0,R[xm+1]0 if m0.\left\{\begin{array}[]{l}R[1]\neq 0\text{ if }m=-\overline{1},\\ R[1]=R[x]=\ldots=R\left[x^{m}\right]=0,R\left[x^{m+1}\right]\neq 0\text{ if }m\geqq 0.\end{array}\right.

The degree of accuracy, if it exists, is well determined. When only equalities (2) are verified (m0m\geqq 0) we will say thatR[f]R[f]is of a degree of accuracy at leastmm(or that its degree of accuracy ism\geqq mThis is equivalent to the fact that the linear functionalR[f]R[f]vanishes on any polynomial of degreemmFor the degree of accuracy to be equal tommIt is necessary and sufficient thatR[f]R[f]or, moreover, different from zero on a polynomial of degreem+1m+1at least.

Let us recall the following definition of the simplicity of the linear functionalR[f]R[f] :

The linear functionalR[f]R[f]is said to be of simple form if there exists an integerm1m\geqq-1independent of the functionf(x)f(x), such as one has, forf(x)Sf(x)\in S,

R[f]=K[ξ1,ξ2,,ξm+2;f]R[f]=K\cdot\left[\xi_{1},\xi_{2},\ldots,\xi_{m+2};f\right] (3)

Orξα,α=1.2,,m+2\xi_{\alpha},\alpha=1,2,\ldots,m+2arem+2m+2distinct points of the intervalII, generally dependent on the functionf(x)f(x)AndKKis a non-zero constant, independent of the functionf(x)f(x).

The numbermmis completely determined and it is precisely the degree of accuracy ofR[f]R[f].

We also haveK=R[xm+1]=R[xm+1+P](0)K=R\left[x^{m+1}\right]=R\left[x^{m+1}+P\right](\neq 0)OrP(x)P(x)is a polynomial of degreemmwhich, in certain specific cases, can be chosen appropriately.

In formula (3) we denote by [y1,y2,,yr;fy_{1},y_{2},\ldots,y_{r};fthe difference divided, of orderr1r-1of the functionf(x)f(x)on the (distinct) nodesy1,y2,,yry_{1},y_{2},\ldots,y_{r}.

3. We then have the

Theorem 1. For the linear functionalR[f]R[f]degree of accuracymm, or in its simple form, it is necessary and sufficient that one hasR[f]0R[f]\neq 0, for any functionf(x)Sf(x)\in Sconvex of order m.

For the concept and properties of convex functions (non-concave, non-convex, concave) of ordermmAnd for the proof of Theorem 1, the reader can consult my previous work. The functionf(x)f(x)is said to be convex of ordermmonIIif all its differences divided by orderm+1m+1, on distinct nodes, are positive. In particular in my memoirs of "Mathematica" [7, 8] one can find various applications and various generalizations of the notion of simplicity of a linear functional.

Ifm0m\geqq 0one can even assert that the pointsξα,α=1.2,,m+2\xi_{\alpha},\alpha=1,2,\ldots,m+2of formula (3) are within the intervalII.

Ifm0m\geqq 0and iff(x)f(x)has a derivative of orderm+1m+1insideII, we have, thanks to a formula for the important mean of A. Cauchy [1],

R[f]=Kf(m+1)(ξ)(m+1)!(K=R[xm+1])R[f]=K\frac{f^{(m+1)}(\xi)}{(m+1)!}\quad\left(K=R\left[x^{m+1}\right]\right) (4)

assuming thatR[f]R[f]is the degree of accuracymmand that it is of simple form,ξ\xibeing a point inside the intervalII.

Formula (4) can, in particular, be used to give an upper bound ofR[f]R[f]when you knowf(m+1)(x)f^{(m+1)}(x)the derivative(m+1)th (m+1)thof the functionf(x)f(x)4.
Let us return to the quadrature formula (1). We will first demonstrate that, under hypothesis H.1 and assuming thatRn[f]R_{n}[f]either degree of accuracymmthe coefficientsdα,α=0.1,,m1d_{\alpha},\alpha=0,1,\ldots,m-1are determined independently ofnn.

Let's calculateRn[xk]R_{n}\left[x^{k}\right]Using the well-known theory of numbersBαB_{\alpha}and
polynomialsBα(x)B_{\alpha}(x)of Bernoulli, as set forth in the classical treatise of NE Nörlund [6], we have, forkkentire0\geqq 0,

0nxkdxα=0nαk=1k+1[α=1k(1)kα(k+1α)Bk+1αnα+(1+(1)k)Bk+1].\int_{0}^{n}x^{k}dx-\sum_{\alpha=0}^{n}\alpha^{k}=\frac{1}{k+1}\left[\sum_{\alpha=1}^{k}(-1) ^{k-\alpha}\binom{k+1}{\alpha}B_{k+1-\alpha}n^{\alpha}+\left(1+(-1)^{k}\right)B_{k+1}\right]. (5)

If we ask

sk=α=0m1αkdα,k=0.1,s_{k}=\sum_{\alpha=0}^{m-1}\alpha^{k}d_{\alpha},\quad k=0.1,\ldots (6)

(s0=d0+d1++dm1s_{0}=d_{0}+d_{1}+\ldots+d_{m-1}), We have

α=0m1dα[αk+(nα)k]=α=1k(1)kα(kα)skαnα+[1+(1)k]sk{k} (7)

By comparing formulas (5), (7) it follows that, if we set

sk=α=0m1αkdα=Bk+1k+1(k=0.1,,m1)s_{k}=\sum_{\alpha=0}^{m-1}\alpha^{k}d_{\alpha}=\frac{B_{k+1}}{k+1}\quad(k=0,1,\ldots,m-1) (8)

We haveRn[xk]=0,k=0.1,,mR_{n}\left[x^{k}\right]=0,k=0,1,\ldots,mThe accuracy of the last equality (Rn[xm]=0R_{n}\left[x^{m}\right]=0) is ensured by hypothesis H. 1 (the oddness ofmm).

The system (8) determines completely and independentlynnthe coefficientsdα,α=0.1,,m1d_{\alpha},\alpha=0,1,\ldots,m-1The fact that the restRn[f]R_{n}[f]is indeed a degree of accuracymmwill result from the following.

5. We will now demonstrate the

Theorem 2. Ifm+n>1m+n>1and if the coefficientsdα,α=0.1,,m1d_{\alpha},\alpha=0,1,\ldots,m-1are determined by equations (8), under the hypotheses H.1, H.2, the remainderRn[f]R_{n}[f]is of degree of accuracy m and it is of simple form, that is to say that

Rn[f]=Rn[xm+1][ξ1,ξ2,,ξm+2;f]R_{n}[f]=R_{n}\left[x^{m+1}\right]\left[\xi_{1},\xi_{2},\ldots,\xi_{m+2};f\right] (9)

Orξα,α=1.2,,m+2\xi_{\alpha},\alpha=1,2,\ldots,m+2arem+2m+2distinct points within the intervalII(and generally depend on the function)f(x)f(x)).

The conditionm+n>1m+n>1is essential. Indeed, ifm+n=1m+n=1we necessarilym=1,n=0m=1,n=0and thenR0[f]=0R_{0}[f]=0, whatever the functionf(x)f(x).

The demonstration now proceeds in stages by successively proving the following lemmas.

Lemma 1. Iff(x)f(x)is a convex function of ordermmwe haveRn[f]Rn1[f]<0R_{n}[f]-R_{n-1}[f]<0,n==1.2,n==1,2,\ldots.

This is a consequence of Steffensen's simplicity criterion [8]. It can also be easily obtained in the following way. The differenceR[f]=Rn[f]R[f]=R_{n}[f]Rn1[f]R_{n-1}[f]is the remainder of the quadrature formula (n>0n>0)

n1nf(x)dx=f(n)+α=0m1dα[f(nα)f(nα1)]+R[f]\int_{n-1}^{n}f(x)dx=f(n)+\sum_{\alpha=0}^{m-1}d_{\alpha}[f(n-\alpha)-f(n-\alpha-1)]+R[f]

which is the degree of accuracym\geqq mThis is then necessarily the formula for Cotes in the interval[n1,n][n-1,n]relative to the nodesnα,α=0.1,,mn-\alpha,\alpha=0,1,\ldots,mSo we have

R[f]=n1n[f(x)L(n,n1,,nm;f|x)]dxR[f]=\int_{n-1}^{n}[f(x)-L(n,n-1,\ldots,nm;f\mid x)]dx

where we designate byL(y1,y2,,yr;f|x)L\left(y_{1},y_{2},\ldots,y_{r};f\mid x\right)the Lagrange interpolation polynomial of the functionf(x)f(x)on the nodesy1,y2,,yry_{1},y_{2},\ldots,y_{r}We know that (forxxdifferent from a knot),

f(x)L(n,n1,,nm;f|x)=α=0m(xn+α)[n,n1,,nm,x;f]f(x)-L(n,n-1,\ldots,n-m;f\mid x)=\prod_{\alpha=0}^{m}(x-n+\alpha)\cdot[n,n-1,\ldots,n-m,x;f]

and the lemma follows from the fact that the polynomialα=0m(xn+α)\prod_{\alpha=0}^{m}(x-n+\alpha)is negative on the open interval]n1,n[]n-1,n[and that the second factor of the right-hand side, the difference divided by orderm+1m+1is, by hypothesis, positive.

In particular ifm=1m=1and iff(x)f(x)is a convex function of order 1, we haveR1[f]<0R_{1}[f]<0.

Lemma 2. Ifm>1m>1and iff(x)f(x)is a convex function of ordermmwe have

Rm1[f]<0R_{m-1}[f]<0

In this case, formula (1) is the Cotes formula relating tommknots0.1,,m10,1,\ldots,m-1The property then results from the simplicity of the rest of this formula [8].

Lemma 3. Ifm>1m>1and iff(x)f(x)is a convex function of ordermmwe have

Rm2[f]>0R_{m-2}[f]>0

The proof is still based on Steffensen's criterion, which in fact stems from the important results of J.F. Steffensen [9] on the remaining formulas of the Cotes type. Following J.F. Steffensen's exposition, we can prove Lemma 3 by first noting that we can write

Rm2[f]=HAS[f]+B[f]R_{m-2}[f]=A[f]+B[f] (10)

OrHAS[f]A[f]is the remainder in the formula for Cotes in the interval[m3,m2][m-3,m-2]AndB[f]B[f]the remainder in the formula of Cotes in the interval [0,m30,m-3], both on the nodes1,0,1,,m1-1,0,1,\ldots,m-1.

SOHAS[f]A[f]is the integral ofm3m-3hasm2m-2of the difference (forxx(different from a knot)

f(x)L(1,0,1,,m1;f|x)=α=0m(x+1α)[1,0,1,,m1,x;f]f(x)-L(-1,0,1,\ldots,m-1;f\mid x)=\prod_{\alpha=0}^{m}(x+1-\alpha)\cdot[-1,0,1,\ldots,m-1,x;f] (11)

and the polynomialα=0m(x+1α)\prod_{\alpha=0}^{m}(x+1-\alpha)is positive on the interval]m3,m2[]m-3,m-2[It follows that iff(x)f(x)is convex of ordermmwe have

HAS[f]>0.A[f]>0. (12)

Whenm=3m=3we haveB[f]=0B[f]=0, regardless off(x)f(x).
Ifm>3,B[f]m>3,B[f]is the integral from 0 tom3m-3of the same difference (11). Following a line of reasoning by JF Steffensen [9], we now note that the difference (11) can be written (forxx(different from a knot)

α=0m1(x+1α){[1,0,1,,m2,x;f][1,0,1,,m1;f]}\prod_{\alpha=0}^{m-1}(x+1-\alpha)\{[-1,0,1,\ldots,m-2,x;f]-[-1,0,1,\ldots,m-1;f]\}

and it follows thatB[f]B[f]is the remainder of the formula for Cotes in the interval[0,m3][0,m-3]on the nodes1,0,1,,m2-1,0,1,\ldots,m-2We deduce from the considerations made by JF Steffensen [9] on the polynomialP(x)=α=0m1(x+1α)P(x)=\prod_{\alpha=0}^{m-1}(x+1-\alpha)that the polynomial0xP(t)dt\int_{0}^{x}P(t)dtis negative on the open interval]0,m3[]0,m-3[and is useless forx=m3x=m-3We can deduce that iff(x)f(x)is a convex function of ordermmwe have

B[f]>0.B[f]>0. (13)

Formulas (10), (12), and (13) prove Lemma 3.
Theorem 2 is now easily obtained. We can conclude from the formula

Rn[f]=Rm1[f]+α=0nm{Rm+α[f]Rm+α1[f]}R_{n}[f]=R_{m-1}[f]+\sum_{\alpha=0}^{n-m}\left\{R_{m+\alpha}[f]-R_{m+\alpha-1}[f]\right\}

Ornmn\geqq mand lemmas 1 and 2 that

Rn[f]<0,nm1R_{n}[f]<0,\quad n\geqq m-1 (14)

for any functionf(x)f(x)convex of ordermm.
Ifm>1m>1it comes from the formula

Rn[f]=Rm2[f]α=0mn3{Rm2α[f]Rm3α[f]}R_{n}[f]=R_{m-2}[f]-\sum_{\alpha=0}^{m-n-3}\left\{R_{m-2-\alpha}[f]-R_{m-3-\alpha}[f]\right\}

Ornm3n\leqq m-3and lemmas 1,3 that

Rn[f]>0,nm2R_{n}[f]>0,\quad n\leqq m-2 (15)

for any functionf(x)f(x)convex of ordermm
The function xm+1x^{m+1}is convex of ordermmand then formulas (14), (15) show thatRn[f]R_{n}[f]is indeed a degree of accuracymmTheorem 2 is therefore a consequence of Theorem 1.
6. The preceding considerations also allow us to calculate, in various forms, the factorRn[xm+1]R_{n}\left[x^{m+1}\right]which appears in formula (9). Given formula (5), notation (6) and hypothesis H.1, we have (m>1m>1)

Rn[xm+1]=1m+2[α=1m+1(1)m+1α(m+2α)Bm+2αnα]α=1m+1(1)m+1α(m+1α)sm+1αnα2sm+1\begin{gathered}R_{n}\left[x^{m+1}\right]=\frac{1}{m+2}\left[\sum_{\alpha=1}^{m+1}(-1)^{m+1-\alpha}\binom{m+2}{\alpha}B_{m+2-\alpha}n^{\alpha}\right]-\\ -\sum_{\alpha=1}^{m+1}(-1)^{m+1-\alpha}\binom{m+1}{\alpha}s_{m+1-\alpha}n^{\alpha}-2s_{m+1}\end{gathered}

Thus, by virtue of (8),

Rn[xm+1]=[(m+1)smBm+1]n2sm+1=λn+μR_{n}\left[x^{m+1}\right]=\left[(m+1)s_{m}-B_{m+1}\right]n-2s_{m+1}=\lambda n+\mu

linear expression with respect ton,λ,μn,\lambda,\mubeing independent numerical coefficients ofnn.

As a result, we also have

Rn[xm+1]=(nm+2)Rm1[xm+1](nm+1)Rm2[xm+1]R_{n}\left[x^{m+1}\right]=(n-m+2)R_{m-1}\left[x^{m+1}\right]-(n-m+1)R_{m-2}\left[x^{m+1}\right]

and in this formulaRm1[xm+1],Rm2[xm+1]R_{m-1}\left[x^{m+1}\right],R_{m-2}\left[x^{m+1}\right]can be obtained by following the proof of lemmas 2,3.

The interpretation ofRm1[f]R_{m-1}[f]given

Rm1[xm+1]=0m1[x+m(m1)2]α=0m1(xα)dxR_{m-1}\left[x^{m+1}\right]=\int_{0}^{m-1}\left[x+\frac{m(m-1)}{2}\right]\prod_{\alpha=0}^{m-1}(x-\alpha)dx

and that ofRm2[f]R_{m-2}[f]that

Rm2[xm+1]=0m3[x+m(m3)2]α=0m1(x+1α)dx+m3m2α=0m(x+1α)dxR_{m-2}\left[x^{m+1}\right]=\int_{0}^{m-3}\left[x+\frac{m(m-3)}{2}\right]\prod_{\alpha=0}^{m-1}(x+1-\alpha)dx+\int_{m-3}^{m-2}\prod_{\alpha=0}^{m}(x+1-\alpha)dx

In the casem=1m=1We haveλ=16,μ=0\lambda=-\frac{1}{6},\mu=0And

Rn[f]=n6[ξ1,ξ2,ξ3;f]R_{n}[f]=-\frac{n}{6}\left[\xi_{1},\xi_{2},\xi_{3};f\right]

is the remainder of the trapezoid formula

0nf(x)dx=12f(0)+f(1)++f(n1)+12f(n)+Rn[f]\int_{0}^{n}f(x)dx=\frac{1}{2}f(0)+f(1)+\ldots+f(n-1)+\frac{1}{2}f(n)+R_{n}[f]

Ifm>1m>1The previous analysis shows us thatλ<0\lambda<0Andμ>0,m2<μλ<m1\mu>0,m-2<\frac{\mu}{-\lambda}<m-17.
When the functionf(x)f(x)has a derivative of orderm+1m+1within the intervalIIwe have

Rn[f]=Rn[xm+1]f(m+1)(ξ)(m+1)!R_{n}[f]=R_{n}\left[x^{m+1}\right]\frac{f^{(m+1)}(\xi)}{(m+1)!}

ξ\xibeing a point insideII
This result, for m=3,5,7m=3,5,7was obtained, in another way, by DV Ionescu [2] and DV Ionescu and A. Cotiu [3, 4].

When|f(m+1)(x)|M(m+1)\left|f^{(m+1)}(x)\right|\leqq M(m+1)  ! ForxIx\in I, we obtain the delimitation

|Rn[f]||Rn[xm+1]|M\left|R_{n}[f]\right|\leqq\left|R_{n}\left[x^{m+1}\right]\right|M

MMbeing a non-negative real number. Such an upper bound of the remainder still exists if the functionf(x)f(x)is at (m+1m+1)th difference divided into absolute value byMMAn example of such a function is provided by anyf(x)f(x)who has amth m^{\text{ième }}derivativef(m)(x)f^{(m)}(x)satisfying an ordinary Lipschitz condition.

Bibliography

[1] A. Cauchy, On interpolar functions, Comptes Rendus Acad. Sci. Paris, 11 (1840), pp. 775-789.
[2] D.V. Ionescu, New practical quadrature formulas, Comptes Rendus Acad. Sci. Paris, 259 (1964), pp. 504-507.
[3] D.V. Ionescu-A. Cotiu, An extension of Lacroix's quadrature formula, Mathematica, 9 (32) (1967), pp. 49-52.
[4] D.V. Ionescu, A new extension of Lacroix's quadrature formula, Colloquium on the theory of approximation of functions, Cluj, 1967 (summary of papers), p. 76.
[5] R. v. Mises, Über allgemeine Quadraturformeln, J. f. die reine u. angew. Math., 174 (1936), pp. 56–67.
[6] N.E. Nörlund, Differenzenrechnung (1924).
[7] T. Popoviciu, Sur le reste dans certains formules ligneaux d'approximation de l'analyse, Mathematica, 1 (24) (1959), pp. 95–142.
[8] T. Popoviciu, La simplicité du reste dans certains formules de quadrature, Mathematica, 6 (29) (1964), pp. 157–184.
[9] J.F. Steffensen, Interpolation (1950).

1969

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