ABOUT THE REST IN SOME LINEAR APPROXIMATION FORMULAS OF ANALYSIS
by
TIBERIU POPOVICIU
(Cluj)
T
Many of the approximation formulas of analysis are of the form
(*)
whereare linear functionals defined on a vector set of real and continuous functions of a real variable and whose remainderis canceled ongiven functionsThe restis also a linear functional and vanishes on any linear combination of the functions.
We will only consider real functionals and by a linear functional we will understand an additive and homogeneous functional.
The usual formulas for interpolation (polynomial or trigonometric), differentiation, and numerical integration, etc., are of the preceding form.
In applications it is important to be able to conveniently delimit the remainder. For this, at least in certain well-determined particular cases, attempts have been made to put the remainder in various convenient forms. For example, it has been obtainedin the form of a given linear combination of one or more values ​​of one or more derivatives of certain orders of the function. The remainder was also expressed in the form of a definite integral. It is sufficient to quote Taylor's formula which gives an approximation of the value of the functionfor a given value ofand whose remainder is given by the well-known Lagrange formula or by a well-known integral representation [4].
Much research has been done on the rest. We will content ourselves with citing the works of AA Markov [6]. GD Birkhoff [1], G. Kowalewski [5], R. v. Mises [7], J. Radon [21], E. Ya. Remez [22], A. Sard [23].
00footnotetext: *) This work is also published in French in the journal "Mathematica" vol. 1 (24), fascicula 1.
In this paper we will highlight another expression of the remainder, which is more general, in the sense that, in general, it does not require the existence of derivatives, other than those that actually intervene in the formula.
The new shape we give to the remainder makes its structure stand out better. We obtained this result with the help of the theory of higher-order convex functions, which we studied elsewhere [12, 13].
Under a certain particular hypothesis made on the functions, a case that nevertheless encompasses a vast field of applications, the expression we find for the remainder is closely related to certain average formulas.
We will make some considerations on these average formulas and thus we will find part of DV Widder's results [28].
In this case it is easy to deduce the remainder expressed as a linear combination of derivatives, if, of course, these derivatives exist.
We obtained some of these results [16] in the particular case when the functionsare reduced to successive powershis/hers, so in the case where the remainder cancels out for any polynomial of degreeIn this case, we also gave applications to certain formulas for derivation [17] and numerical integration [19].
This paper is divided into 4 parts. In § 1 we study the new expression of the remainder in the case when it has the form that we agree to call simple. In § 2 we study the average formulas that we have indicated. In § 3 we give examples for certain criteria that allow us to decide whether the remainder is of simple form or not. Finally, in § 4 we say a few words about the case when the remainder is not of simple form and we conclude this paragraph with an application. The resultsshows us, on the one hand, their connection with other known results, in particular with the results of E. Ya Remez [22] and, on the other hand, the degree of generality of the expression obtained for the remainder.
§ 1.
1.
All functions considered in this paper will be assumed to be real and of a real variable. We will denote bythe definition set of the function or the definition set of functions considered simultaneously. We will always specify, if necessary, the structure of.
We denote with
determinant of function values
(2)
on the pointsIn the determinant (1),is the element in line a-a and column a-a.
The determinant is obviously zero if the pointsor if the functions (2) are not distinct.
We will keep the notation (1) only for the case when the pointsare distinct. Otherwise, we will suitably modify the definition of the determinant (1). This modification consists in replacing the lines corresponding to each group of pointsconfused by lines formed by the values ​​of the functions (2) and their successive derivatives on these points. More precisely, eitherthe distinct points with which they coincide respectivelybetween the points. Then, for each, there exists exactlylines formed by the values ​​of the functions (2) and their primesderivatives on the pointThis implies, of course, the existence of the derivatives considered. The numberis the multiplicity order of the point.
Conveniently ordering the points, we can write the determinant (1) thus modified by
(3)
which is of the orderand in whichis the element in a-th line and-th column,is replaced by 0 if ).
We highlight the following particular cases
If, we will denote the determinant (1) byThis is the Vandermonde determinant of the numbers 1.and we have
(4)
Also in this case the determinant (3) will be denoted by
where we assume that the points, are distinct.
In the case when all the pointscoincide with, we denote the determinant (1) modified with. This is the Wronskian of the functions (2). We therefore have
where did I put.
2. We can also obtain the determinant (3) by passing the first limit if all the derivatives involved are continuous on, or at least in the vicinity of the points.
Whetherdistinct pointsand form the determinantof the orderwhose element of aline andcolumn is the difference divided (ordinary) by the orderIf we observe that this divided difference tends towardswhen the pointstend towards, we see that the determinanttends to the determinant (3) divided by ! !, when. Finally, if we multiply the determinantthrough the product
(5)
and once we do a few elementary operations on the lines, we obtain the determinant
(6)
It follows that the determinant (3) is obtained by multiplying (6) by ! !, dividing 1 by (5) and then making the pointsto tend towardsfor.
The procedure of passing to the limit by which determinant (3) was obtained starting from determinant (1) can be generalized. Namely, a determinant of the form (3) can be obtained in the same way starting from determinants of the same form. We do not insist on this generalization because it will not be used in what follows.
As a first application we find the formula
(7)
We have, based on the well-known formula (see, e.g., IV Gonciarov [3]),
(8)
from which it results and
(9)
If in the following we consider a determinant (1) with the pointsnot all distinct, we will consider it modified in the manner explained above.
3. If among the points, on which the determinant (1) or the modified determinant (3) is defined, there exists one that has the order of multiplicityrespectively an order of multiplicity, we will say that this point is repeated by, or respectively, it is repeated at mosttimes.
Definition 1. - We will say that the functions (2) form an interpolation system or a system (I) on the set(having at least m points) if. we have
for any group ofdistinct points The property of forming a system (I) on
, for the functions (2), is more restrictive than their linear-independence property (on). In other words, any system (I) is formed by linearly independent functions but not every system of linearly independent functions forms an (I) system.
It is also of interest to complete Definition 1 by
Definition 2. - We will say that the functions (2) form a regular system (I) of orderonif we have (10) for any group ofpuncture, each repeating at mosttimes.
If, we will say that the functions (2) form a complete regular system (I) (on ).
Regularity of the orderso it means that the determinant (3) isif, the pointsbeing distinct.
In definition 2 we always assume that if, derivatives of the orderof the functions (2) are continuous onIn this way, the regularity of the orderimplies continuity onof derivatives of the orderof the functions (2). The assumption made previously allows us to avoid any difficulty. This is obviously a restriction but, according to TJ Stieltjes [26], it ensures the validity of the passage to the limit from no. 2.
One can obviously define the modified determinant ( 3 ), assuming more general differentiability conditions, from which also a more general notion of regularity results, but then the limit properties are more complicated. We will systematically leave such generalizations aside.
The crowdit can be any. In what follows the crowdwill generally be an interval. Then the notion of derivative is the one known from elementary analysis.
It is clear that regularity of the orderimplies regularity of any lower order and that complete regularity implies regularity of any orderIn particular, the notions of system (I) and regular system (I) of order 1 are equivalent.
Finally, regularity of the orderis equivalent to one of the following properties:
For any group ofpoints (counted by their multiplicity orders), respectively, by the ordersof multiplicity,, and for any group ofNUMBERS, there is a linear combination of the functions (2) and a singlefor which,.
Ifis a function such that,, we will denote this linear combination and with
(11)
If the functions (2) form a regular system (I) of orderand if, the linear combination (11) is well-determined (and unique).
It is clear that ifreduces to a linear combination of the functions (2) and if the previous condition is verified, we have.
A linear combination of the functions (2) cannot be cancelled onpoints, each of which is repeated at mosttimes, without being identically null.
It is said that a function is canceled bytimes on a point, if this function and its primesderivatives are zero at this point.
Formula (7) shows us that the functions, forms a completely regular (I) system for any natural numberand on a certain crowd.
Also formula (9) shows us that the functions, forms a completely regular system (I), for any natural numberand on any interval that does not contain a closed subinterval of length, so, in particular on the interval), closed on the left and open on the right.
4. If the functions (2) are continuous, we can find more complete results. Thus, we have
Theorem 1. - If the functions (2) :. are continuous on the interval,. forms a regular system (I) of orderon,
the determinant (1) does not change sign, as long as the points, each of which is repeated at mosttimes, do not change their relative order of magnitude (e.g., as long as the functionsremain in the order indicated by the string (2) and the pointsremain in the ascending order of their indices, ).
According to the previous definitions, for(but not for1) conditionof the statement implies the continuity of functions (2).
Let us first assume that. For the sake of demonstration, let us assume the opposite. We can then find the points
(12)
so that we have
(13)
points
(14)
remain distinct forand the determinant (1) is a function ofperfectly determined and continues on.
A well-known property of continuous functions shows us that there is aso that the determinant (1), where the pointsare given by (14), to be equal to zero. This is in contradiction with the hypothesis that the functions (2) form a system (I).
Let us also note that from (12) it follows that, for, points (14) also verify the inequalitiesstaying within a length rangeIf in additionand, the pointsare inside the smallest interval containing the points.
Let's assume now. For the sake of demonstration, let us assume the opposite again. We can then find the points, each of which is repeated at mosttimes and points, each of which is also repeated at mosttimes, so that
(15)
We can then find the variable points (12), tending respectively to the pointsand, so that the product of the determinants (13), through some functions that remain positive, tends to the respective determinants (15). It follows that this time too it is possible to find the points (12) such that we have (13). The proof therefore returns to that of the previous case.
Theorem 1 is therefore completely proven.
5. The linear combination (11) can be written
(16)
whereare the points, with their multiplicity orders, in some order. Formula (16) has a precise meaning ifdoes not coincide with one of the points. Otherwise we agree to replace the second term of the second member by zero. This convention is necessary to avoid confusion with the definition of the determinant (1) in the case when the pointsthey are not all distinct.
From formula (16) it follows
In particular, if the pointsare distinct and the functions (2) are continuous, we deduce the inequality
(17)
whereis the maximum, in the smallest closed interval containing the points, of the continuous function
where the determinants that intervene (in the numerator) are defined by the second member of formula (1).
We can easily generalize this result to the case where the pointsthey are not distinct.
We then deduce
theorem 2. - If:. the functions (2) are continuous and form a system (I) on the interval. the linear combinationof these functions is canceled ondistinct points, without being identically null on,
function(is continuous and) changes sign passing through a point(which does not coincide with an extremity of ).
It is assumed, of course,.
This property is well known. For completeness, we will give its proof.
Let us suppose that, contrary to the statement,does not change sign passing through the point, which does not coincide with one of its extremitiesWe can then find the pointsthus, none of the pointsbelongs to the closed interval, Let us consider inequality (17) relative to the points, to the functionand to the linear combinationof functions
(2) which takes the same values ​​ason the pointsand for which, uncle is a positive numberWe then have
It follows that sg It is now seen that
, without being identical to null, cancels out at the pointsand at least once more on each of the open intervalsThis iscontradiction with the fact that functions (2) form a system (I).
Theorem 2 is proved.
6. Suppose that thefunctions
(18)
are defined and form a system (I) onIt is easy to see that then the firstof these functions
(19)
are linearly independent onWe say [ 13
] that the functionis convex, respectively concave with respect to the sequence (19) of functions, if
(20)
for any systemofhis pointsIf
the functionis convex or concave with respect to the sequence (19), the terms of the sequence together with this function form a system (I) (on). Conversely, if the functions (18) are continuous and form a system (I), the functionand, in general, any one of these functions is convex or concave with respect to any series formed with the othersfunctions.
In what follows we will assume that the integeris.
The previous definition can also be given meaning in the case ofThen the series (19) disappears and the convexity, respectively the concavity of the functionreturns to its positivity and negativity respectively.
The notion of convexity thus introduced generalizes that of higher-order convexity (of the order) [12], which is obtained in the particular case
(21)
In this case the function
()
is convex with respect to the sequence of functions (21), the intervalbeing any. 10 - Studiesmathematical research
7. The definition inequalities (20) are not symmetric with respect to the pointsand the distinction between convexity and concavity depends on the order in which the functions occur (19). This is the reason why in the definition I emphasized that convexity and concavity are relative to the sequence and not to the set of functions (1).
We observe that ifis convex or concave, the functionis concave or convex respectively. The set of convex functions (or concave) with respect to the sequence (19) remains invariant or changes to the set of concave (or convex) functions by a permutation of the functions (19).
To remove these asymmetries we introduce the notation
where we assume that the functions (18) form a system (I) and that the pointsare distinct. Then the expression (22) has a perfectly determined meaning and is symmetric with respect to the pointsIn the particular case (21), (21') this expression reduces to the divided difference of the functionon the nodesWe will continue to use the term divided difference for expression (22) and for the pointsthe name of the nodes (of this divided difference or on which this divided difference is defined). In the notation (22) we omitted to highlight the functions (18) because we will never encounter two different systems (18) simultaneously in our considerations.
The divided differences thus defined enjoy some properties which are expressed by the formulas
(23)
(24)
whatever the functions, the constantsand the distinct points, . Formula (24) expresses the linearity property of the divided difference.
8. With the help of divided differences, the definition of convexity can be stated (in a somewhat more precise form) as follows:
Definition 3. - The function f is convex, non-concave, non-convex or concave with respect to the functions (19) if
(25)
pointsbeing distinct and arbitrary.
It is seen that the definition is independent of the order of the functions (19) and that the distinction between convex and concave functions is specified by the choice of the functionwhich is, ipso facto, convex. We will see below
, when studying the rest, that the introduction of divided differences satisfies requirements that go far beyond our simple desire to restore the symmetry of certain formulas considered above.
Convexity (concavity) is a particular case of non-concavity (non-convexity). However, for what follows it is useful to make a clear distinction between non-concave (non-convex) functions in general and only convex (concave) functions.
If- is convex or non-concave,is concave respectively non-convex and reciprocal.
The linear combination with all positive and all negative coefficients, respectively, of a finite number (at least 1) of non-concave functions is non-concave, respectively non-convex. If at least one of the functions considered is convex, the linear combination considered is convex or concave, respectively.
The limit of a convergent sequence (on) of non-concave (non-convex) functions is a non-concave (non-convex) function.
A functioncan be both non-concave and non-convex. The functions that verify this property are those and only those whose divided difference is zero on any group ofhis pointsFor this property to be verified it is necessary and sufficient thatto reduce to a linear combination of the functions (19). The condition is obviously sufficient. But it is also necessary. Indeed, since the functions (19) are linearly independent, there existsdistinct points, so thatWe have, for, from which the property results.
Among the other properties of convex functions we point out
theorem 3. - If:. the functions (18) are continuous and form a system (I) on the interval. functionis continuous but is neither convex nor concave on,
can be founddistinct points, so that we have.
Indeed, if the function nut is neither convex nor concave, then it is either non-concave or non-convex and then the property is obvious or two groups of each can be founddistinct pointsand, , so that the divided differences
(26)
be different from zero and of opposite signs. It is then sufficient to apply Theorem 1, taking into account the definition formula (22) of divided differences.
We also deduce the more general property expressed by
Theorem 4. - If:. the functions (18) are continuous and form a system (I) on the interval. functionis continuous on. is a number between the valuesof the divided differences (26),
one can finddistinct points, so that we have.
Ifcoincides withor with, which necessarily occurs if, the property is obvious. Otherwise we have. Taking into account (23), (24) it is easy to verify that the functionis neither convex nor concave. It is then sufficient to apply Theorem 3 to this latter function.
From the observations made in the proof of Theorem 1, it follows that if, the points can be chosen, so that we haveand, and ifto have plus and minus.
9. If the functions (18) form a regular system (I) of order, we can take formula (22) to define any divided difference whose distinct nodes are repeated at mosttimes. To highlight the multiplicity of nodes we will note this divided difference and with
(27)
where the nodesof the respective multiplicity orders, are distinct.
The results of 1a no. 2 show us that the divided difference (27) is the limit of the divided difference
on distinct nodes, if In particular, assuming that the functions (18) form a completely regular system (I), we have
(28)
The various properties of divided differences defined on distinct nodes can be extended to divided differences on not all distinct nodes, defined in the way shown above. For example, formulas (23), (24) obviously remain valid.
We observe that if the functions (18) form a completely regular system (I) and if the functions (19) are solutions (necessarily linearly independent) of the linear and homogeneous differential equation of order,
HAVEand the formula (28) is clevin
(29)
The divided difference (27) exists, based on the given definition, only if the determinantfrom the numerator of the second member of formula (22) exists in the sense of no. 2. In the following we will assume that the functionhas all the intervening derivatives continuous. With this assumption the divided difference (27) exists under the above conditions.
More general divided differences can be defined on nodes not all distinct, by convenient limit crossings. These limit crossings can be done by means of the limits of ordinary divided differences (those corresponding to the particular case (21), (21')). In fact, this is how we proceed in this paper. One can also proceed directly, without going through the particular case (21), (21'). All these questions are closely related to the definition and existence of higher-order direct derivatives of a function.
To give an example, let us observe that in the particular case (21), (21'), the quotient (29) reduces toand this result is valid, by virtue of our convention, ifhas a derivative of ordercontinues, at least on the point. However, if for the first member of (29) (remaining in the particular case (21), (21')) we adopt as definition the limit of the divided differencewhen the pointstend towards, formula (29) remains valid, as TJ Stieltjes [26] showed, only under the hypothesis of the existence of the derivative of orderof the function at the point(functionis assumed to be defined and bounded on ).
In what follows we will systematically leave aside such generalizations.
10. Leta linear functional, defined on a vector spacemade up of functionscontinue on the interval.
We assume that the functions (18) form a system (I) and belong to (f). In particular, they are continuous on.
If the linear functionalvanishes on the functions (19), it is zero on any linear combination of these functions. Such a functional is, for example,
(30)
whereis a number independent of the functionandsaintdistinct points of the interval.
We will now introduce
Definition 4. - We will say that the linear functional, defined on, is of simple form if, for any, it is of the form (30), whereis a non-zero number, independent of the function, andsaintdistinctive points of(which may generally depend on the function).
We then have
THEOREM 5. - The necessary and sufficient condition for the linear functionalto be of simple form, is to havefor any functionconvex with respect to the functions (19).
The condition is necessary. Indeed, ifis of the simple form. From (23) it follows first thatFrom the formula
(31)
it then follows thatifis convex.
The condition is sufficient. If we havefor any convex function, the same property is true for any concave function. Indeed, ifis concave, the functionis convex and we have
Whetherand consider the auxiliary function
(32)
weandIt follows thatis neither convex nor concave. By virtue of Theorem 3 we can finddistinct points, , so that we haveTaking into account (23), (24), from (32) we deduce formula (31).
Theorem 5 is therefore proven.
Ifis of simple form, it cancels out on the functions (19). This property can be deduced directly from the fact thatfor any convex or concave function. To prove the property, let us assume the opposite, so thatfor aIf we putin (32), we obtain a functionwhich is convex or concave. The equalityis then in contradiction with the hypothesis.
An analogous demonstration shows us that iffor any convex function, we have more preciselyfor these functions. In other wordskeeps its sign, which is the sign of, for any convex function, so it keeps the opposite sign for any concave function.
It is also seen that ifis of simple form, we havefor any functionnon-concave and we have the opposite inequality for any non-convex function.
§ 2.
11.
REST, in the case when it is of simple form, is expressed, by the formula (31), as a divided difference. The structure of the remainder therefore depends on the structure of the divided difference (22). The structure of this divided difference is specified by an important mean theorem due to DV Wid der [28]. This theorem takes place under an additional hypothesis made on the functions (19), an hypothesis which we will indicate below.
We will find DV Widder's results in a different way. Our results, which are sufficient for the study of the rest, are a little more general, but they only allow us to find part of DV Widder's results in the particular case examined by this author.
The additional hypothesis we discussed above is that the functions (19) form a system (I). This is not a consequence of the fact that the functions (18) form a system (I) (see, e.g., the example given in no. 16). To avoid any difficulty, we will assume in the following that the functions (18) are continuous.
12. We will use the following formula
(33)
To prove this formula, let us consider the determinant of order
(34)
uncle is the element in line a-a and column a-a and where
This determinant is equal to zero. To see this, it is enough to transform it, first adding the line a- that day-a forand the line of- that day-a for, and then subtracting its column from-a forIn this way all the elements located in the lastcolumns and firstslines become null.
If we expand the determinant (34) according to Laplace's formula after the firstcolumns, we obtain formula (33).
Formula (33) is valid forIt is easy to see how we can write it forand for.
If the pointsare distinct, considering (2), from formula (33) we deduce
(35)
where, taking into account the fact that the functions (19) form a system (I), we have
(36)
(37)
If in (35) we put, we find. But if, theorem 1 shows us that the coefficients, which are independent of the function, are positive. It follows that if, the divided difference, is a generalized arithmetic mean (with positive weights) of the divided differences.
In particular, in the case of (21), (21') we find the formula for the average of the ordinary divided differences
13.
From the formula (35) of the average we deduce the more general property expressed by
THEOREM 6. - Ifsainthis points, the divided differenceonbetween these points is a generalized arithmetic mean (with convenient positive weights) of the divided differences
(38)
eachconsecutive points in the sequence of pointsSo
we have
(39)
coefficientsbeing positive, independent of functionand of a sum equal to 1.
The proof presents no difficulty. It can be done exactly as in the particular case (21), (21') [14], by complete induction on the numberof pointsThe positivity of the coefficients is a consequence
of this proof if(and the fact that, ).
In addition to the hypotheses of theorem 6, the following inequalities are also deduced:
(40)
These equalities can only occur at the same time, namely if and only if the divided differences (38) have the same value., so if and only if for the function, these divided differences are all zero. We know that for this it is necessary and sufficient that the functionto depend linearly on the functionson the points.
14. The previous results allow us to demonstrate, under the same assumptions,
THEOREM 7. - If the function f is continuous on the intervaland ifsaintdistinctive points of, we can find, inside the smallest interval containing the points, a pointso that in any neighborhood of this point there existsdistinct points,for which we have the equality
(41)
We will first demonstrate that in (41) we can choose the pointsinside the smallest interval containing the pointsand in an interval of length less than a positive numbersome date.
We can assume from the outset that. We divide each of the intervals in equal parts,being a natural numberand which checks the inequality
(42)
Whetherall the division points thus obtained. We therefore haveand, finally, considering (42),
(43)
Whetherone of the smallest andone of the biggest differences divided,. Formula (40) gives us
(44)
We will distinguish two cases:
Case 1. The equalities do not hold in (44). Then based on Theorem 4, for
the property results if we take into account the observation made during the proof of Theorem 1 and taking into account (43). The hypotheses of Theorem 1 are satisfied here.
Case 2. The inequalities (44) both become equalities. We then have, whereand the property still follows from (43).
It is now easy to prove the existence of the pointThe previous reasoning shows us that we can find the strings ofpuncture,so that, assuming, let's have
and
The common pointof closed intervalscheck the property you are looking for.
It is seen that the pointalso enjoys the property that the points can always be foundso thatto be inside the smallest interval containing these points (we say thatseparate the points.
Proprietatea exprimată de teorema 7 , cel puțin în cazul particular (21), (21’), se datoreşte lui A. Cauchy [2]
15. Putem completa teorema 7, observînd că putem totdeauna alege punctele astfel ca ele să fie echidistante. Aplicînd proprietatea funcției , se vede că este suficient să demonstrăm că dacă avem
(45)
putem găsi puncte echidistante , cuprinse în intervalu1 închis astfel ca să avem (41).
Vom distinge două cazuri :
Cazul 1. Printre diferentele divizate pe noduri echidistante şi cuprinse în [ ], există cel puțin una care este pozitivă și cel puțin una care este negativă. In acest caz proprietatea rezultă deoarece prin procedeul întrebuintat la demonstrarea teoremei l, se poate construi o diferentă divizată pe noduri echidistante și care să fie nulă.
Cazul 2. Toate diferenţele divizate pe noduri echidistante și cuprinse în sînt de același semn. Vom arăta că atunci funcţia , presupusă
continuă, este neconcavă sau neconvexă pe . Pentru fixarea ideilor, să presupunem că diferentele divizate pe noduri echidistante sînt toate (sau toate ). Din teorema 6 rezultă că toate diferentele divizate pe noduri care se divid rational (rapoartele mutuale ale distanțelor dintre noduri sînt rationale) sînt (sau ). Din continuitatea funcției rezultă atunci că toate diferențele divizate sînt (sau ). Funcția este deci neconcavă (sau neconvexă) pe .
Proprietatea căutată rezultă atunci din
L ema 1. - Dacă funcția continuă este neconcavă pe intervalul si dacă avem (45), toate diferentele divizate ale functiei pe noduri apartinînd lui , sînt nule.
Pentru demonstrare să presupunem că proprietatea nu este adevărată. Există atunci puncte distincte astfel ca . Reunirea mulțimilor de puncte formează un şir de cel putin si cel mult puncte distincte ale intervalului . Aplicînd teorema 6, împreuna cu consecințele ei relative 1 a cazurile cînd egalitatea are loc în (40), succesiv şirurilor parti , se ajunge la o contradictic cu (45).
In fine, dacă tinem seamă de rezultatele lui D. V. W id d e r [28], putem afirma că egalitatea (41) poate fi realizată cu noduri echidistante, distanța a două noduri consecutive fiind suficient de mică. In cazul cînd intervalu1 , teorema de medie a lui D. V. Widder afirmă că se poate realiza rezultatul precedent cu noduri echidistante pentru care distanta este mai mică decît un număr fix independent de funcția .
16. Înainte de a merge mai departe să observăm că teorema 7 poate să nu aibă loc clacă funcţiile (19) nu formează un sistem (I).
Să considerăm funcţiile pe un interval care contine punctul 0. Aceste functii nu formează un sistem (I). Funcția este convexă sau concavă (convexă dacă este impar şi concavă dacă este par), în sensul definiției nesimetrice a convexității. Avem . Dacă deci pentru funcţia continuă avem egalitatea (41), unde unul dintre punctele coincide cu 0 , unul din punctele va coincide în mod necesar cu 0 . Rezultă ușor că teorema 7 nu se aplică.
17. Rezultatele acestui § se pot extinde și la cazul cînd nodurile nu sînt distincte.
Să presupunem că nu numai funcțille (18) dar și funcțiile (19) formează un sistem (I) regulat de ordinul .
Teorema 6 se poate extinde la cazul cînd punctele nu sînt toate distincte si acelaşi punct se repeta cel mult de ori. Pentru cele ce urmează va fi destul să ne ocupăm de extensiunea formulei (35) şi vom arăta că această formulă rămîne valabilă dacă
, acelaşi punct repetindu-se cel mult de ori. Mai mult încă, coeficientii respectivi , de sumă egală cu 1 , rămîn independenți de funcţia și sint pozitivi dacă (ceea ce implică )
Formula căutată se scrie
unde putem presupune şi avem dacă ; .
Această formulă se obține din formulele (35) - (37), presupunînd şi făcînd
(47)
Se vede ușor cum trebuie modificată formula dacă sau .
Rezultă imediat că sînt independenți de funcţia și că . Rămîne să se demonstreze că , . Pentru coeficientul acest lucru rezultă observînd că, cu ajutorul notatiilor (47), el se obtine din membrul al doilea al formulei (36) împărțind cei 4 determinanți (1) care figurează la numărător și la numitor prin expresia (5) ( ) multiplicată respectiv cu
și trecînd la limită. Mai sus determinantii lui Vandermonde care nu au sens (pentru sau ) sînt înlocuiţi cu 1 . Dacă se efectuează aceste împărtiri, pe de o parte 1111 se schimbă valoarea coeficientului și, pe de altă parte, fiecare dintre determinanții (1) astfel împărțiți tinde către o limită bine determinată și diferită de zero. Rezultă că . Se demonstrează în acelaşi fel că . Demonstrația ne mai arată că
coeficientii ai formulei (46) sînt bine determinați prin condiția ca să fie independenți de funcţia . Este uşor a se scrie valorile acestor coeficienti cu ajutorul determinanților (3).
18. Putem extinde teorema 7 la cazul cînd punctele nu sînt toate distincte. Intr-adevăr, presupunînd pe mai departe că funcţiile (18) și (19) sînt continue și formează cîte un sistem (I) regulat de ordinul , teorema 7 rămîne adevărată dacă printre punctele același punct se repetă cel mult. de ori.
Pentru a demonstra această proprietate, în virtutea chiar a teoremei 7, este sufficient să demonstrăm
L, e m a 2. - Dacă, pe lîngă ipotezele precedente, printre punctele există exact puncte distincte, cu ,
se pot găsi puncte , astfel ca : . fiecare se repetă cel mult de ori, . există printre ele cel putin distincte, . sînt cuprinse toate în cel mai mic interval închis care contine punctele . egalitatea (41) este verificată.
Pentru simplificarea limbajului vom zice că o diferență divizată ale cărei noduri, aranjate în ordinea lor crescătoare, au succesiv ordinele de multiplicitate , este de tipul . Condițiile ale lemei însemnează că diferența divizată pe nodurile fiind de tipul ( ), cu , , se pot găsi punctele astfel ca diferența divizată pe aceste puncte să fie de tipul ( ), cu , .
Să considerăm deci diferența divizată pe nodurile și fie ( ) tipul, iar valoarea acestei diferențe divizate. Să intercalăm între primele două noduri distincte un al ( )-lea nod, diferit de toate celelalte. Să aplicăm formula mediei (46) șirului de puncte astfel obținute, noul nod fiind acela care este eliminat în diferența divizată din membrul întîi. În membrul al doilea figurează diferentele divizate
(48)
care sînt respectiv de tipul și , unde trebuie suprimat dacă , şi dacă .
Trebuie acum să distingem trei cazuri :
Cazul 1. Diferentele divizate (48) au valori diferite. Atunci una are o valoare si cealaltă o valoare . Tinind seamă de felul cum - diferentă divizată (27) se obține ca limită de diferențe divizate pe noduri distincte, rezultă că putem găsi diferențele divizate
(49)
pe noduri distincte și ale căror valori sînt numerele respectiv oricît de aproape de numerele , deci în particular, astfel ca .
Se poate uşor constata că putem chiar lua nodurile primei diferențe divizate (49) în intervalul ( ) şi nodurile celei de a doua diferente divizate în intervalul ( ). Aplicînd teorema 4 diferențelor divizate ( 49 ), putem găsi o diferență divizată avînd valoarea . Se vede că conditiile ale lemei sînt verificate.
Cazul 2. Avem şi cele două diferențe divizate (48) sînt egale. Atunci ambele sînt egale cu şi sau prima (dacă ) sau a doua (dacă ) verifică condițiile și ale lemei.
Cazul 3. Avem și cele două diferenţe divizate (48) sînt egale cu . Avem atunci o diferență divizată egală cu şi de tipul . Cu această diferență divizată se procedează în mod analog. Se vede atunci că dacă , cădem peste cazu1 1 sau 2 iar dacă se construieşte o diferenţă divizată egală cu și de tipul . Deoarece cel puţin un este , după un număr finit de operafii de acest fel se cade asupra cazului 1 sau 2 .
Astfel condiţiile și ale lemei sînt realizate. Să observăm că în timpul demonstrației, pe de o parte nu se întrece niciodată ordinul de multiplicitate şi, pe de altă parte, nu se iese niciodată din cel mai mic interval care conţine punctele . Deci și condițiile și ale lemei sint verificate.
Lema 2 este deci demonstrată.
Din cele ce preced rezultă și
teorema 8. - Dacă functilie (18) şi functiile (19) sînt continue si /ormează sisteme (I) regulate de ordinul pe intervalul si dacă functia este continuă și convexă, neconcavă, neconvexă resp. concavă in raport cu Junctiile (19),
prima, a doua, a treia respectiv a patra inegalitate (25) rămîne adevărată dacă nodurile nu sînt toate confundate si fiecare se repetă cel mult de ori.
Moreover, for non-concave functions and non-convex functions, the property results simply by passing to the limit and remains true if functions (18) and (19) form completely regular systems (I), even if the pointsthey are all confused.
Theorem 8 results from the extension of Theorem 7 given in this issue
19. Theorem 7, extended in the above way, allows us to link the structure of a linear functional of simple form to the differential properties of the functions on which it is defined. Thus we have
THEIf:. the functionals (18) and (19) form completely regular systems (I) on the interval. linear functionalis of simple form,, functionhas a continuous derivative of orderinside it,
can be found, inside it, a pointso that we have
(50)
The proof follows immediately from Theorem 7 and the limit properties of divided differences with multiple nodes. The pointis one of those that verifies theorem 7.
The difference divided by the second term of (50) can be calculated using formula (28) or formula (29).
We do not intend to delve into these issues further in this paper. We only recall that, in the particular case (21), (21'), we gave a generalization of Theorem 7 [18] which allows us to further specify the connection between the properties of the remainderand the differential properties of different orders of the function.
§ 3.
20.
In this § we will examine some criteria that allow us to decide whether a linear functionalis or is not of simple form. We will then make applications to the remaining few approximation formulas (*).
The linear combination (11) can be used to find an approximation formula of the form (*).
Whethera linear functional defined on the vector spaceformed by continuous functions defined on the intervaland which have continuous derivatives onof all the orders that intervene. We will assume that the functions (18) and (19) belong to (f) and, to simplify matters, that they form completely regular systems (I). Moreover, for the validity of some of the results that follow, a regularity of an order lower than resp. is generally sufficient.
We will take as an approximation forthe defined and linear functional on,
(51)
whereis given by (11), relative to the functions (19).
This approximation procedure is well known and has been widely studied, especially in various particular cases.
we
pointsbeing distinct and, being well-determined linear combinations of the functions (19). We then have
(52)
where There is an important particular case when the rest
of the approximation formula thus obtained is of simple form. We have, namely
THEOREM 10. - If:. linear functionalis positive,. orders of multiplicityof all pointswhich are foundinside the interval, are even,
the restof the approximation formula (*), constructed in the way shown above, is of simple form.
functionis positive if we have, for any function(continuous) non-negative, the equality being true (if and) only ifon.
Formula (16) gives us
(53)
pointshaving the same meaning as in (16). In this formula we have
ifis different from one of the nodes.
Formula (53) is true for any, provided that the second term is replaced by 0 ifcoincides with one of the nodesWe have
and the rest is of simple form because:. the divided difference appearing in the second member of formula (53) is, by virtue of theorem 8, positive ifis a convex function, except at mostpoints (points) of his. the function is not identically zero and does not change sign on ; this property results from theorem 2 by taking the limit,. functionis continuous onIt follows that this latter function is not identically zero and that it does not change sign onifis a convex function. Theorem 10 follows immediately.
The remainder is of the form (30) and if-derivative ofexists and is continuous within it, of the same form as indicated in theorem 9. The constantcan also be calculated using the formula, or using the formula, whereis a linear combination of the functions (19).
It is easy to generalize the previous result in the case when it is assumed that the functions (18) and (19) form regular (I) systems of orderFinally, it is clear that an analogous property exists for a functionalnegative, for which we therefore havefor any functionnonnegative, the equality being true only for.
We note that many classical approximation formulas, for example so-called numerical (or mechanical) quadrature formulas, are of the previous form. We will recall some of these formulas below.
21. The well-known numerical quadrature formula
(54)
whereis a natural number anda continuous function on the closed interval, is of the previous form.
In this caseis null on the functions
(55)
to which the functions (19) now reduce. We have already shown that the functions (55) form a completely regular system (I) on the intervalThis property is equivalent to the fact that a trigonometric polynomial of degreecannot havedistinct roots or not in the interval, without being identically null.
Let us also consider the function
()
Then the functions (55), (55') together also form a completely regular system (I) onIndeed, a non-identical non-zero linear combinationof functions ( 55 ), () cannot have more thandistinct roots or not inOtherwise, the derivative, which is a trigonometric polynomial of degree, would have at leastdistinct roots or not inIt would follow that, so thatis a constant, which is impossible.
Formula (54) is of the previous form. To obtain it, it is sufficient to take the function(Lagrange-Hermite type trigonometric interpolation polynomial) relative to the simple node 0 and to the nodes, It is easy to verify that (54) is the only formula of the form
in whichare independent of the functionand the remainder of which cancels out on the functions (55).
The rest of formula (54) is of simple form and we have
functionbeing continuous onand having a continuous derivative on. The pointsare distinct.
Ifhas a continuous derivative of orderon (), we find the remainder given by J. Radon [21]. In our case
22.
Formula (54) is the trigonometric analogue of Gauss's classical numerical integration formula,
(56)
whereare the roots, all real, distinct and contained in (), of the polynomial
and whose remainder cancels out on any polynomial of degree. Formula (56) is relative to the particular case (21), (21') and to obtain it it is sufficient to take the function(LagrangeHermite interpolation polynomial) relative to double knotsBy virtue of Theorem 10 the remainder is of simple form and we have ( ),
The remainder is therefore of the form
(57)
the function being continuous onand having a continuous derivative on. The pointsare distinct.
Existence and continuity of the derivative of the functionin the study of the simplicity of the rest of the formulas (54) and (56) are imposed by the particular method by which we obtained this simplicity. It can be shown that the hypothesis of the existence of the derivative is superfluous, which we will effectively show below for Gauss's formula.
23. Let us consider a linear functional of the form
(58)
whereare points of the intervaland, are independent coefficients of the function. Definition spaceof the functional is formed by the functions whose derivative of the max orderexists and is continuous on. We assume that the functions (18) and (19) belong toand form regular systems of max order.
Whetherpointscounted with their respective multiplicity orders. The functional (58) can also be written in the form
whereare independent coefficients of the function.
is an expression analogous to (58), but where only the values ​​of the function appearand its successive derivatives on the firstknots(distinct or not). If one of these latter nodes is repeated bytimes, inonly the value of the function and its primes appear linearly (possibly with zero coefficients)derivatives at this point.
If we observe that in the divided divergence (27) (whereare distinct) the coefficients ofare always different from zero, we see that the coefficientsand the linear functionalare completely determined by the linear functional (58).
For the linear functional (58) to be zero on the functions (19), it is necessary and sufficient thatbe identically null. The condition is obviously sufficient (formula (23)). It is also necessary because the coefficients of can be successively nullified, choosing fora convenient linear combination of functions (19).
From here the formula first resultsand then
Lemma 3. - For the linear functional (58) to be zero on the functions (19), it is necessary and sufficient that it be of the form
(59)
where the coefficientsare well-determined and independent of function From here we deduce
THEOREM 11. - If :
. functions (18) and (19) form completely regular systems (I) on the interval. the linear functional (58) is zero on the functional (19),In expression (59) of this linear functional, the coefficientsare of the same sign (allor all ), . assuming, we have
the linear functional (58) is of the simple form.
We assume here. The conditionmeans that at least one of the coefficientsisand at the same time the nodes, corresponding to such a coefficient, are not all confused. The proof of Theorem 11 follows easily. Indeed, for a convex function all the terms of the sum (59) are of the same sign and at least one is.
The result is also valid for, suppressing the condition in the theorem.
It is easy to see that the conditionis essential. In particular, this condition is satisfied by the linear functional (59). However, in the case when the condition is not satisfied, the linear functional (58) may not be of the indicated form and therefore Theorem 11 may not hold.
24. In the particular case (21), (21') we can give more complete results. In this case we can distinguish convexities from successive ordersand the notion of simplicity of a linear functional is related to its degree of accuracy.
It is said that the linear functional(or the corresponding approximation formula that has this remainder) has the degree of accuracy (integer)ifHere we putifandifforThe degree of accuracy (finite or not) is always well determined. In what follows we consider only linear functionals having a finite degree of accuracy and which are defined, in particular, on any polynomial. For such a linear functional to have a finite degree of accuracy, it is necessary and sufficient that it is not zero on any polynomial. For example, the linear functional (58), assumed non-identically zero (more precisely with coefficientsnot all zero), has a finite degree of accuracy. Indeed, without restricting generality, it can be assumed that one of the coefficientsisEither, for fixing ideas,. It can then be easily seen that.
For a linear functional to be of simple form, it is necessary for it to have a finite degree of accuracy.
We will prove
Theorem 12. - Assuming, because the linear junction
(60)
(the coefficientsbeing independent of the function) to be of simple form, it is necessary and sufficient that one of the conditions:
. The nodesthey are not all confused and.
to be verified.
From the conditionit also follows that the nodes are not all confused. Moreover, if the firstrespectively the lastnodes are confused, the coefficientrespectively the coefficientis.
To prove the theorem it is necessary and sufficient to verify that in the casesandof the statement, the functional is of simple form, while in the other possible cases it is not of simple form. These possible cases are the following:
. The nodesthey are all confused.
. The nodesare not all confused and,
. The nodesthey are all confused and We will examine each of the 5 cases
.
In this case expression (60) can be written asIt is of the degree of accuracyand is of simple form, by virtue of Theorem 8.
The property follows from Theorem 11.
Based on the definition of the differences divided by not all distinct nodes, expression (60) is of the formThen the linear functional is:. or identically null, so it is not of the simple form,. Or has the degree of accuracy, but it cancels out on the functionwhich is convex of order, so it is not of simple form.
At least one of the coefficientsis zero and the linear functional (60) is:. or identically null,or in the form ofprevious. In this case too, the functional is not of simple form.
The degree of accuracy isand we can write withthe distinct nodes,being the order of multiplicity ofWe haveLet's consider the functions
(61)
which are non-concave of the orderand belong to the definition setof the linear functional (60), as this set was defined in no.Indeed, the functions (61) have (everywhere) continuous derivatives of orderWe will calculate onand on, assuming thatandIt is unnecessary to reproduce this calculation in detail here. We have
where
the other coefficients, independent ofand, having values ​​that are unnecessary to calculate here.
We note thatare different from zero and of the same sign asrespectively. It is then seen that we can find aclose enough toand aclose enough toso that we have. From an observation made in no. 10 it follows that the linear functional (60) cannot be of simple form.
Theorem 12 is completely proven.
The construction of functions (61) depends, to some extent, on the space (7. If this space is more restricted, e.g. if it contains only indefinitely differentiable functions on, we must replace the functions (61) by other convenient ones. We can avoid this modification by criteria analogous to those studied below (see no. 30).
25. Remaining in the particular case (21), (21'), ifis a linear functional defined onis a linear functional defined on the setof continuous and differentiable functions whose derivative belongs toIt is easy to see that ifis of degree of accuracyis of degree of accuracy.
We also have
Theorem 13. - Under the previous assumptions, becauseto be of simple form, it is necessary and sufficient thatto be of simple form.
The proof is immediate. It suffices to observe that the derivative of a convex function of orderis a convex function of orderand that all the primitives of such a function are convex functions of order.
26. To make an application, let's consider the numerical quadrature formula
(62)
whereis a continuous function onhaving the derivatives written continuous and.
Let us assume that the remainder of formula (62) is zero on any polynomial of degree. Then the formula falls into the category of those studied at no. 20. The numberscan be zero, which means that the corresponding sum (hence the pointorcorresponding) does not occur in the second term of formula (62).
Particular cases of formula (62) have been studied by various authors and in particular by K. Petr [10, 11], GN Watson [27], N. Obreschkoff [9]. The method of these authors is different from the one presented here.
By virtue of Theorem 10, the remainder is of simple form ifis even, in particular so ifWe will find this result below with the help of Theorems 12 and 13.
It is easily seen thathas a finite degree of accuracy which is equal toor with. Linear functionalis of the form (58), with nodes not all confused, their total number beingifandifWe can now discuss the simplicity of the remainder with the help of Theorems 12 and 13.
is of degree of accuracyif and only if
(63)
This algebraic equation (of degree) inhas no real root in () (in fact on the entire real axis) ifis even, and has only one real rootwhich is inifis odd. This result is obtained by noting that the derivative equationis of the same shape.is therefore of degree of accuracyif and only ifis odd and.
Theorem 11 shows us that ifis of degree of accuracyand is of simple form. Thereforeis of degree of accuracyand of the simple form. It is also seen that ifis odd and, it is of accuracy gradeand it is of simple form.
To study the other possible cases, the coefficients must be calculatedof the formula (60) corresponding toSome calculations, which we will not reproduce in detail, give us
, where
Applying Theorem 12, we see that ifand if the restis of degree of accuracy, it is of simple form if and only ifThis condition is checked ifis an even number.
Ifis odd and, exists ina valuehis/herand only one for whichand ifa valuehis/herand only one for which.
weTo prove the first inequality it is sufficient to observe that for the polynomial (63) we have
The second inequality is proved in the same way.
It is immediately seen that ifHAVE, and iforHAVEThe results remain even ifTAKING, and iftaking then.
RESTof formula (62) is therefore of simple form only in the following three cases:
odd,.
. odd,or.
.about.
In casethe rest has the form
and in casesandis of the form
whereare, each time, distinct points of the interval () and
In the "symmetric" case, we haveand In the case of
, we have
It can be shown that in all cases of simplicity of remainder, simplicity also occurs if the function is assumed to be continuous only on, having on the pointsthe derivatives that actually appear in the second member of formula (62). The hypothesis of continuity of the derivative of the orderwas imposed only by the definition we adopted for differences divided by multiple nadas and by the criterion we relied on to demonstrate the simplicity of the remainder.
27. In the particular case (21), (21'), we will resume, specifying and completing it, a criterion we have already given [15].
Whether
(64)
whereis a natural number. This is a non-concave function of orderfor anythingIts derivative of the orderexists ifand is continuous for anyWe have, moreover,
(65)
Whethera natural number and divide the finite and closed intervalinequal parts by points
(66)
We denote with
(67) the divided (ordinary) differences of the functionon (66) consecutive points,
Let's consider the functions
(68)
where
(69)
(70)
The function (68) is continuous and has a continuous derivative of order(so in any order) for anyIt reduces to a polynomial of degreein each of the intervals. is what I once called an elementary function of order.
We have shown [15] that ifis continuous on, the stringconverges uniformly over the entire intervalbyforWe will complete this convergence property for the case when the functionis differentiable a certain number of times.
28. Before stating and proving Theorem 14, which we will establish below, it is necessary to make some preliminary calculations.
Recurrence formulaallows us to establish various relations between the divided differences (67). Thus we have
(71)
Hereis a whole such thatFor what follows it will suffice to assume that.
Taking into account formula (71), function (69) becomes
(72)
whereforand forif, .
To simplify, we introduce the notations
(73)
Taking into account (73), we find
, for,
To put the polynomial (70) in a convenient form, we will apply the transformation formula
Let's take
If we take into account the well-known formula (see, e.g., E. Netto [8])
we deduce
where, finally,
(74)
We will now calculate the derivatives of the function (68). Note that
where we consideras a parameter andas the variable of the polynomialwhose divided difference is calculated on the nodes. However, the difference divided by the orderof a polynomial of degreeis identically zero. It follows that the derivative of the orderof the second sum of the second term of formula (74), vanishes. It is seen in the same way thatfor.
So we have
We will also need some convenient delimitations of derivatives of the orderof the polynomials (73) that intervene in these formulas.
ForHAVE
So if we put
(75)
we have, in particular,
For,
we have
Better delimitations can be found. I have given delimitations of this kind in another paper [15]. For what follows it is sufficient to note that the number (75) is independent of(and of).
29. I will demonstrate the act.
THEOREM 14. - Given a natural numberand the wholeso that, if the functionadmitsderived from the ordercontinue at the intersectionof the tinnitus and closed intervalwith an open interval,
the series of derivatives of order, of the functions (68) converges uniformly to the derivative of order, of the function ! forand on any closed subinterval of.
The zeroth derivative of a function coincides with the function itself.
The conclusion of the statement means that the convergence is uniform onifis continuous onand if, in addition,, is continuous and on an intervalwith, and ifis continuous and on an interval (] with.
To demonstrate, we will delimit the difference.
If in his expressionwe replace all divided differencesby 1, the functionthe polynomial also cancels out identicallyit reduces to
In this calculation we have taken into account an observation already made on the divided differences of a polynomial. It is seen that the expression is independent ofand so one can take (e.g.).
It follows that the differenceis obtained fromreplacing.
Taking into account the calculations made in the previous section, we have
Be it nowa closed subinterval ofLet us first assume thatand then, derivative of the orderbeing continuous onLet us denote bythe oscillation modulus ofon the interval.
Let's take the natural numberbig enough for us to have
(76)
and let's put
wheremeans the largest integer less than or equal to.
We then haveand.
If, the nodes of the divided differenceI am in the range, whereis continuous. There is then a pointso that
and it turns out that
So we have
so, all the more so,
(77)
which, based on the well-known properties of the oscillation modulus, of continuous functions, proves the theorem in this case.
It is easy to see that the delimitation (77) is also valid in the other possible cases. The modifications that need to be made to the proof are the following:
If, the term is deleted, in the second member of formula (76).
If, the term is deletedin the second member of formula (76) and it is observed that forNUMBERis subject to the condition that. Divided difference nodesI am then in the range.
Theorem 14 is proved.
30. We can now return to the study of the simplicity criteria of linear functionals.
Whethera finite and closed interval and consider the non-ascending sequence ofpartial intervals, where.
Whetherfunction spacewhich admit continuous derivatives of the orderonforand let's consider the norm
(78)
of this space.
we
THEOREM 15. - Find the given natural numberand the wholeso that, if the linear functionalis:. defined on,. degree of accuracy. bounded with respect to the norm (78) becauseto be of simple form is necessary and sufficient for us to have
(79)
where the functionsare defined by formula (64).
Let us note that the polynomials and functions, belong to the space.
The condition is necessary. Indeed,is convex andis non-concave of the orderThe property results from formula (31).
The condition is also sufficient. By hypothesis, we have
being a number independent of the functionand norma (78).
Vom demonstra întîi că este o funcție continuă de pe . Intr-adevăr, avem
deci și ,
Avem deci
.
Dar,
de unde proprietatea rezultă fără nici o dificultate.
Prin ipoteză, , deci nut schimbă de semn cînd parcurge intervalul . Să ne reamintim că o funcție convexă de ordinul pe are o derivată continuă de toate ordinele pe . Dacă deci este convex de ordinul , în virtutea teoremei 14 şirul tinde către pentru . Dar, pe baza formulelor (68) - (70), avem şi din (79) rezultă că dacă este convex de ordinul , avem
(80)
Rămîne să demonstrăm că în această formulă egalitatea nu poate avea loc. Am dat această demonstraţie în altă parte [15], aşa că mu mai revenim aici asupra ei.
Se deduce că pentru orice funcție convexă de ordinul semmul este valabil în (80), deci că .
Yeorema 15 este deci demonstrată.
31. Fie o funcţională liniară definită pe şi mărginită in raport cu norma (78). Să presupunem că şi că . Atunci, după E. Ya. Remez [22], dacă este de gradul de exactitate , avem
(81)
unde este un întreg, si o functie cu variaţia mărginită care, pentru , verifică egalitatea . Reprezentarea (81) este valabilă dacă derivata a este continuă pe . E. Ya. Remez a demonstrat [22] şi formulele
(82)
(83)
In particular, funcția de admite o derivată continuă de ordinul pe . Avem deci, ținînd cont de (80), (81),
Din (83) rezultă deci că dacă are o derivată de ordinul continux pe , avem reprezentarea
(84)
32.
Să reluăm formula (56) a lui Gauss. Am stabilit formula (57) sub ipoteza continuitătii funcţiei pe si a derivatei sale pe . Insă în cazul acesta functionala liniară este mărginită pe spatiul al functiilor continue pe , in raport cu norma max .
Formula (57) este, în particular, adevărată pentru funcțiile care sînt neconcave de ordinul . Se deduce că pentru și, aplicînd teorema 15, rezultă că formula (57) este adevărată sub singura ipoteză a continuitătii functiei f pe intervalul .
§4.
83.
Vom examina în acest §, fără a întra în prea multe detalii, cazul cînd funcţionala liniară nu este de forma simplă.
O funcţională liniară definită pe se numește o majorantă simplă a lui dacă : . ea este de forma simplă, . avem pentru orice funcţie convexă
Avem atunci
TEOREMA 16. - Dacă functionala liniară definită pe admite majorantă simplă, avem
(85)
unde : sint numere diferite de zero și independente de functia . punctele pe de o parte și punctele pe altă parte, sînt distincte (ele pot depinde, în general, de functia ).
Intr-adevăr, fie o majorantă simplă a lui . Avem , unde functionalele liniare - sînt de forma simplă.
Să considerăm o funcțională liniară definită pe şi de forma (85) indicată în teorema 16. Dacă constantele sînt de semne contrare, este de forma simplă. Este deci destul să examinăm cazul cînd sînt (diferite de zero şi) de acelaşi semn. Fără să restrîngem generalitatea, putem atunci presupune că ei sînt pozitivi. Avem atunci
L e m a 4. - Dacă functionala liniară is defined on the space (f and if it is of the form (85), indicated in Theorem 16, for any function /with the bounded divided difference,
the representation (85) is valid for any(so also for the elements which do not have bounded divided difference).
It is easy to see that Lemma 4 is a consequence of the following:
Lemma 5. - If:. R[f] is a linear functional defined on,are two positive numbers,
for anywhose divided difference is not bounded, one can finddistinct pointsanddistinct points, so that we have (85).
Let us assume, for the sake of clarity, that the divided difference of the functionis not bounded above, By virtue of Theorem 4, if the divided difference of this function takes the value, it will take any value greater than. Be it thena value taken from the difference
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a divided difference that takes a valueanda divided difference that takes the value
Formula (85) results.
The same procedure is followed if the divided difference of the functionit is not bounded inferiorly.
Lemma 5 is therefore proven.
We recall that the notion of divided difference, of simplicity of linear functionals and the spaces considered are in the sense of § 1.
It is clear that instead of simple majorities we can use simple minorities. Linear functionaldefined onis called a simple minor forif it is of simple form and iffor any concave function.
To be able to put a linear functionalin the form ( 85 ), it is therefore sufficient to know a simple majorant (or a minorant). For example, the linear functional (58), which cancels out on the functions (19) and which can therefore be put in the form (59), has as a simple majorant the linear functional
whereis a positive number anddistinct points of the interval. All linear functionals of the form (58) can therefore be put into the form (85), indicated in Theorem 16.
34. If the linear functionalis of the form (85), the differencehas a perfectly determined value. Suppose thatare positive. We can then replacebyrespectively,being an arbitrary positive number. Indeed, if we have (85) for agiven, we have, where, wheresaintdistinct points of the intervalWe can look atas linear functionals defined on. Then they are of the simple form. The stated property results from observing that.
Ifis of the form (85) but is not of simple form, the coefficients, assumed positive, have some lower bounds whose values ​​are of interest especially whenis the remainder of an approximation formula. In this sense we will examine an important particular case in the next no.
35. Let us suppose again that we are in the particular case (21), (21') and consider a linear functionaldefined and bounded in spaceconsidered at No. 30. We have
THEOREM 17. - If:. linear functionalis defined on, limited in relation to the norm (78) and the degree of accuracy, with. A is the upper edge offor the functionswhose difference divided by the orderremains contained inand,
for anything, linear functionalis of the form (85), indicated by Theorem 16, where.
From the demonstration it will follow thatare finite.
We havebecause, in particular,has its difference divided by the ordercontained inWe have obviously.
If we consider the functions (69), by the formulawe define a linear functional which, for, tends towardsfor anythingLet's put
(86)
and let's note withhis/her subsetmade up of the functionswhich have their differences divided by the orderbounded. Moreover, any function defined on, having its difference divided by the orderbordered, belongs toLet us note that the functionbeing continuous on, the string with positive terms
(87)
tend, for, towards a finite and well-determined limit equal to
(88)
It follows that the sequence (87) is bounded. If, the stringis also bounded. One can extract from this sequence a partial sequence convergent to the functionalIt is easy to see that the functionalthus defined onis linear and vanishes on any polynomial of degreeBut we haveifis convex, soifis convex. It immediately follows that ifis a positive number andfixed points of the interval, the linear functionalis a simple majority ofIt is easy to see that, whereis given by formula (88).
It remains to be proven that the number, given by formula (88), coincides with the upper edge ofiftraverses the set of functions whose difference divided by the orderremains contained inIfis such a function, it is clear thatdoes not exceed the general (corresponding) term of the sequence ( 87 ). Taking the limit, it follows thatdon't blink -
step on. Be it nowan arbitrary positive number. Let us take into account the continuity of the function, therefore by the continuity and non-negativity of the functionand note that the points at which a function continues oncancels out, formsclosed set. It follows that we can find a finite numberof disjoint intervals, belonging toand so that the functionto be nonnegative on these intervals and so that we have
(89)
We can assume. Eitherso that we haveand as
(90)
Be it nowa function whose derivative of the orderexists and is continuous on, this derivative reducing to ! on the intervals, to 0 on the intervals,and one linear function on each of the intervalsFunctionconsidered to belong toand the formula (29) of the average shows us that the difference divided by the orderremains contained inTaking into account the representation ( 85 ), we have for this function
(91)
But
Taking into account (89), (92), from formula (91) it follows that. Numberis therefore the upper bound indicated in the statement of the theorem.
Theorem 17 is therefore proven.
In this theorem we assumed. Otherwise, so if, the property and the proof are analogous. In this case.
In casesor, functionalis of simple form.
It is easy to show that ifhas a derivative of ordercontinue on, we have
Ifand ifis the upper bound of the absolute value of the difference divided by the orderhis/her, we have the delimitation
36.
There are other forms in which a linear functional can be put, so the remainder of a linear approximation formula. These expressions are of interest especially whenit is not of simple form.
Let us suppose that we are in the particular case (21), (21') and let us suppose thatis a linear functional defined and of degree of accuracyonLet us consider a decomposition of the form
(93)
whereis a linear functional defined onand where the linear functional (also defined onhas a degree of accuracy. Then ifandare of simple form, we have
(94)
whereis independent of the functionandare groups of resp. distinct points in.
Without claiming to make a general theory here, we will show, by two examples, how a representation of the form (94) can actually be found for the rest of certain approximation formulas.
37. Let us consider Hardy's quadrature formula,
The degree of accuracy of the remainderis 5. A simple calculation shows us thatand so, by virtue of Theorem 15, the remainder is not of simple form.
To putin the form (94) it is advantageous to first consider the linear functional, which we have already considered in the previous §. Indeed, it is enough to find a decomposition of the form (94) for this linear functional. The corresponding decomposition for, it results immediately.
we
Whether
(95)
where
we have then.
(96)
(97)
which has a degree of accuracyThe linear functionals
(95), (97) are of simple form ifare nonnegative. We thus find the following expression for the remainder in Hardy's formula,
whereis continuous onthere are 7 distinct points andThere are 9 distinct points in the interval (0.6).
From the particular method of demonstration it follows that in this formula we have.
Ifhas a continuous derivative of order 8 on ( 0.6 ), we have
If we put in this formula, we find the well-known remainder [24]
(98)
But we can also takeand then we find
where the coefficientis smaller than the corresponding coefficientfrom formula (98).
38. As a second application, let us take Weddle's quadrature formula,
6 , whose remainder is still of accuracy degree 5. We have,, so the remainder is not of simple form. Proceeding as in the previous example, we have
and we take
(99)
and then we have
(101)
Let's takeThen (100) is true.
functionand the pointsverifying the same conditions as in the previous example (no. 37). If the functionhas a continuous derivative of order 8 on, we have
In the well-known formula [24],
the coefficient of the 8th order derivative is 4.5 times greater in absolute value.
Let us also observe that if, in addition to (100), we also have
(102)
we can write
(103)
If we take, the equalities (100), (102) are verified and the linear functionals (99), (103) are of simple form. For the restof Weddle's formula we obtain
whereis continuous onthere are 7 distinct points andthere are 11 distinct points of the interval
If the functionhas a continuous derivative of order 10 on ( 0.6 ), we have