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ON THE REMAINDER IN SOME NUMERICAL DERIVATION FORMULAS
by TIBERIU POPOVICIU
§ 1. Formulas of maximum accuracy
1.
A numerical derivative formula is a formula that allows the approximate evaluation of the value of the derivative of a given order of a function, at a given point, by a given linear combination of the values ​​of the function and a finite number of its successive derivatives, taken at a finite number of given points.
A numerical derivation formula is therefore a formula of the form
(1)
which allows us to attribute to, as an approximate value, sum of the second term (without). In this formula the coefficients,are some real constants given,are the values ​​of the functionand its successive derivativesat the given points.
numberfrom the second member of formula (1), is the remainder of this formula. An expression of the remainder, resulting from the nature of the function, allows an evaluation of the error that is committed by the indicated approximation of the first member.
2. We must specify from the beginning the hypotheses that will be maintained throughout the work and which are related to the data of formula (1). At the same time, we will also fix some names in connection with these data.
. The points
(2)
on the real axis, assumed distinct and in number of, we will call them the nodes of the numerical derivation formula.
. Each nodean order of multiplicity is attached to it. The numbersare positive integers.
The pointis different from the nodes (2) and we will call it the drift point of formula (1).
. The point of derivationan order of multiplicity is attached to it, assumed to be a positive integer or zero.
Number, integer position or zero, we will call it the derivative index of formula (1).
Finally, relative to the functionwe will make the following hypothesis, noting withthe smallest closed interval containing the nodes and the derivation point.
. The real function, of the real variable, is defined and continuous in the interval. Besides this, it is assumed that it admits the derivatives that actually occur in formula (1) and at least at the points where the values ​​of these derivatives actually appear in formula (1) 1 ).
The continuity assumption is made for the purpose of studying the rest of formula (1).
Any other assumption made on the problem data will be expressly stated.
There is an infinite multitudeof numerical derivation formulas (1), which are obtained by giving the coefficientsall possible real values ​​and having all of the following common characteristics:
. The nodes,The respective multiplicity orders of the nodes,. The derivation point,. The multiplicity order of the derivative point,. Derivation index.
It is useful to note withthe sum of the multiplicity orders of the nodes, so. Thenandrepresents the total number of nodes, each counted with its order of multiplicity. For all formulas in, the numbersare the same.
Each formula (1) inWe will attach two important characteristic numbers: the order of the formula and the degree of accuracy of the formula.
(3) The order of formula (1) serves to specify the sum of the orders of derivation, which effectively intervene in the second member. For this, we will define the numbers as followsattached to the nodes and the derivation point:
4.is the highest order of derivation that actually occurs in the node, therefore,
, if all the coefficientsare null;
, if the coefficientsthey are not all null,.
is the highest order of derivation that actually occurs at the pointin the second member, therefore,
, ifor if all the coefficientsare null,
if the coefficientsthey are not all null.
0 0 footnotetext: 1) This means that the coefficientorcorrespondingly is different from zero.
We then have:
equal, respectively, means that the derivation point, respectively the node, does not actually appear in the second member of formula (1). The equality, respectively, means that the coefficient, respectively, is different from zero.
By definition, the sumwill be called the order of the numerical derivation formula (1).
The order of formula (1) is at most equal to In the crowd
there is a formula that has order equal to 0. This is the trivial formula inwhich has all the coefficientsnull. Any other formula inhas positive order.
The trivial formula is of no interest for the problem of numerical derivation.
4. The degree of accuracy of formula (1) shows us how good the approximation studied is in the particular case, when the functionreduces to a polynomial of sufficiently small degree.
RESTof formula (1) is the value, given by this formula, of an additive and homogeneous functional. To highlight the function, we will denote this functional by.
functionis defined in the field of functions, which verifies the above hypotheses. This field is a vector field, which contains all functions differentiable a sufficient number of times in the intervaland therefore, in particular, all polynomials.
By definition, the degree of accuracy of the function, or of formula (1), is an integer, so that:
, for any polynomialof the degree).
, for at least one polynomialof the degreeThe
definition obviously applies to any functional that is defined for all polynomials.
Due to the additivity and homogeneity of the functional, the degree of accuracycan also be defined by the following properties:
If, we have.
Ifis the smallest integer, such that
The following observation is useful: because the degree of accuracy of the functionalto be, it is necessary and sufficient for us to havefor any polynomialof the degreeandfor at least one polynomaof effective degreeIndeed, any polynomialof the degreeis of the form, whereis a constant anda polynomial of degreeWe then have.
Let's introduce the polynomial
(3)
0 0 footnotetext: 1) A polynomial of degree -1 coincides with the identical zero polynomial.
An immediate calculation then gives us (enf. (1)).
(4)
ifis an integerForthis expression is equal to 0 .
For, the number (4) is different from 0 based on the assumptions made. It follows from this that the degree of accuracy of the functionalIt also follows that this degree of accuracy is.
It is clear that the degree of accuracy is uniquely determined.
The degree of accuracy of the trivial formula init's the same as, which can be easily verified.
5. Let us consider the interpolation polynomial of degree
(5)
relative to the functionand to the systemnodes, formed from the pointrepeated bytimes and from the points
(6)
which represent the nodes (2), each repeated as many times as its multiplicity order indicates. System (6) therefore represents a renumbering of the nodes (2), taking into account their multiplicities. To fix the notations it can be assumed that:
(7)
If, the pointis not a node of the polynomial and does not appear in the notation (5).
The polynomial (5) is the lowest degree polynomial that coincides with the functionin the pastgiven nodes. This means that if a node is repeated bytimes, polyne mul (5), together with its firstderivatives, coincides with the functionand with his firstrespective derivatives in this node. The polynomial (5) is therefore in general the Lagrange-Hermite polynomial [2], [3], which corresponds to the function and the nodes highlighted by the notation (5), that is, the (unique) polynomial of the lowest degree that verifies the conditions:
The explicit form of the pclinc m (5)is well known [3], [11]. We will recall some of these results in the form used here.
where the first sum in the second term vanishes if. Here,are polynomials of degree, completely determined by the conditions
,
, for.
If we put
HAVE
(10)
and it turns out that
(E)
is a numerical derivation formula belonging to the set Based on formulas (9) it is clear that for
, formula (E) reduces to the trivial formula. =
6. We propose to determine the degree of accuracy of formula (E). For this we will need the following lemma:
Let me 1. If two derivatives of consecutive ordersof a polynomial with all real roots have a common root, this root is a root of the polynomial of order multiplicity at least equal to.
Indeed, if the common root of the derivatives is, the polynomial can be written in the form
and if the coefficientswere not all zero, the polynomial would presentgap of at least 2 terms, which is in contradiction with the reality of all roots. We assume, of course, that the effective order of the polynomial is at least.
We now observe that, ifis a polynomial of degree, we have
(11)
and for formula (E) we then haveThis shows us that the degree of accuracy of formula (E) isIt is immediately seen that the conclusion holds even if (E) is reduced to the trivial formula.
If, formula (4) gives us, in particular,
(12)
and polynomialsare respectively of the effective degrees.
If, we have, based on the assumptions made, and if, taking into account lemma 1, it is seen that we cannot have at the same time
We therefore deduce the following theorem:
Theorem 1. The degree of accuracy of the formulait is always.
Ifthis degree of accuracy is equal toIf
​, the degree of accuracy is equal toifand is equal to p + r + 1 if.
It also follows from this that (E) reduces to the trivial formula if and only if.
7. Let (1) be a formula from, with the degree of accuracy. We will show that this formula reduces to formula (E). For this, let us assume the opposite. Then, at least one of the coefficientsis different from the coefficientrespectively. For the moment, let us note withthe rest of the formula (1) and eggthe rest of the formula (E).
To establish the ideas, let's assume that
Subtracting formula (E) from formula (1) member by member and solving with respect to, we find a formula of the form
(14)
where, ifin the second sum from the second member instead ofget alongrespectively. The restof formula (14) is
(15)
We have, of course,For formula
(14), the numbersarerespectively, so, based on an observation from point 4, the degree of accuracy
of this formula is. But from (15) it is seen that the degree of accuracy isThis contradiction shows us that hypothesis (13) is inadmissible.
We can therefore state the following theorem:
Theorem 2. In the setof the numerical derivation formulas (1) there is one formula, and only one, of maximum accuracy, and this formula is the formula.
For this reason, formula (E) will be called a maximum accuracy numerical derivation formula.
8. We can now specify the order of the formula (). This order isThe order of the formula can also be lower than, because certain coefficientscan be null.
If, the order is 0.
If, the order is a positive number. Suppose this order were, whereIn this case, formula (E) is at the same time a formula for numerical derivation from a set, which is deduced from, modifying the characteristics by reducing a numberof nodes (6) or and the pointa certain number of times, but maintaining the amountNumber, by passing intoBECOMESBut the formula having the degree of accuracyis a formula of maximum accuracy inConsequently, or the formula reduces to the trivial formula in, or has an accuracy level at most equal toThe first hypothesis is inadmissible because it would result in the formula being reduced to the trivial formula in, which is a saying with the hypothesisFrom the second hypothesis it follows that. sall.
caseoccurs if one of the coefficients
is zero. Moreover, if one of these coefficients is zero, the others are necessarily different from zero.
In this case, the formula passes from the setin the crowd, by suppressing once the derivation point or once a nodeThrough this passage, the numbersarerespectively, or remain unchanged.
The first case can only occur if, because otherwise we would end up contradicting the fact that the formula init does not reduce to the trivial formula.
Also, by moving into, the polynomialremains unchanged or becomes.
The formula considered hasdegree of accuracyand it turns out that this degree of accuracy is even, that is, inthe formula is found when its degree of accuracy increases by one unit.
From the foregoing it follows that we will have, if and only ifThis case is only possible ifand then all the coefficientsare different from zero, and ifwe also haveWe also have, if and only ifand then all the coefficientsWe also haveifandif.
From the above discussion the following theorem results:
Theorem-3. If, the degree of accuracy of the formula () is at most equal to its order. The degree of accuracy and the order are equal if and only ifis a root, different from the nodes, of one of the polynomials
(16)
In general, the degree of accuracy isand the order is. The degree of accuracy and the order are both equal to, ifis a root of the first polynomial (16). The degree of accuracy and the order are both equal to, ifis a root of one of the lastpolynomials (16).
9. From the previous analysis it follows that any two of the polynomials (16) cannot have a common root other than a node. This can also be proven directly. If, the polynomials, except possibly the second one, do not have roots different from the nodes. Also, the property is immediate if, because then
Let us examine the general case.
From Lemma 1 it follows that any common root of the first two polynomials (16) is a knot of order multiplicity at least equal to.
Highlighting one of the latestpolynomials (16), we can write
It can be seen from this that any common root of the polynomialsis a common root of the polynomialsand, based on Lemma 1 ; this can only be a node of order multiplicity at least equal to.
We also have
from which it is seen that, if, any common root of these polynomials is a common root of the polynomials
and so, based on Lemma 1, it is a node of order multiplicity at least equal to.
Finally we have
(17)
which shows us that any common root of polynomials
(18)
is a common root of the polynomials
It follows that any root of the polynomials (18) is either the node, or, based on Lemma 1, a node of multiplicity order at least equal to.
From the previous analysis it also follows that the property of the coefficients,(if) of not being both zero is a consequence of the fact that the polynomialscannot have a common root other than a knot. This latter fact follows from Lemma 1, which states that any common root of these polynomials is a knot of order multiplicity at least c gal with.
Also, the fact that(if) cannot both be zero results from the fact that the polynomials
(19)
cannot have a common root other than a node. However, we have
from which it is seen that any common root of the polynomials (19) is a common root of the polynomials
so, based on Lemma 1, a node of multiplicity order equal to at least.
Theorem 3 and the previous results can also be established directly, by calculating the coefficientsof the polynomial (10).
10. Let us return to formula (E). We will say that this formula is exceptional if its order is equal to its degree of accuracy.
Formula (E) becomes exceptional in three different aspects:The degree of accuracy increases by one unit,Number, attached to the derivation point, decreases by one unit fromNumber, attached to a node, decreases by one unit from.
However, from the results of point 8 it follows that the three aspects return to each other by passing the formula from the setin an analogous crowd, through the following changes in its characteristics.
If formula (E) looks likein, then it presents:
The aspectin the crowd, obtained by increasing the multiplicity order of the derivative point by one unit and decreasing the derivative index by one unit.
Appearancein the crowd, obtained by increasing the multiplicity order of the respective node by one unit.
If the formula looks likein, it presents:
The appearancein the crowd, obtained by decreasing the multiplicity order of the derivative point by one unit and increasing the derivative index by one unit.
Appearancein the crowd, obtained by decreasing the multiplicity order of the derivation point by one unit, increasing the derivation index by one unit, and increasing the multiplicity order of the respective node by one unit.
If the formula looks likein, it presents:
The appearancein the crowd, obtained by decreasing the multiplicity order of the respective node by one unit.
Appearancein the crowd, obtained by increasing the multiplicity order of the derivation point by one unit, decreasing the derivation index by one unit, and decreasing the multiplicity order of the respective node by one unit.
11. The equivalence of the three aspects of exceptionality can be expressed by formulas. To establish these formulas, let us consider the general formulas:
(20)
(21)
In these formulas,is the difference divided by the orderof the functionon thoseknots, distinct or not. We assume that the definition and main properties of divided differences are known, as well as of interpolation polynomials on distinct or not nodes [6].
Formula (20) gives us, in particular
Deriving fromtimes and taking into account, we deduce
which indicates the transition of the formula from the aspectto the aspectsandrespectively. Also, formulas (20), (21) give us
Deriving fromtimes and taking into account, we deduce
which indicates the transition of the formula from the aspectto the aspectsandrespectively.
Formulas (20), (21) also give us
whereare the nodes (6), of which the node was once deleted. Deriving fromtimes and taking into account, it is deduced
which indicates the transition from the aspectto the aspectsandrespectively.
The notion of a formula of exceptional maximum accuracy is thus completely clarified.
12. Letgathering of crowds, obtained by varying the derivation pointand leaving his other characteristics unchangedThere are then a finite number of exceptional formulas inThis number is equal to the total number of distinct node roots of the polynomials (16) ifand is equal to the total number of distinct roots of nodes of the first and lastpolynomials (16) if.
Roots of the polynomialare of two kinds. Some, let us call them improper, come from the multiplicity of knots. These are all knots, if, and are those nodes which are also roots of the polynomial, if. Any improper root is counted with its multiplicity order and coincides, based on Lemma 1, with a node of multiplicity order equal to, at least. More precisely, the number of improper roots that coincide with the nodeis equal toThus, the total number of improper roots of the polynomialis equal to
(22)
His other roots, let's call them proper, are simple roots. Such roots can only exist if. A proper root may coincide with a node, but in any case not with the smallest or largest of these nodes. This latter property results from the fact that the roots of the derivative of a polynomial with all real roots always belong to the smallest closed interval containing all the roots of the polynomial. Based on this property, ifit cancels out in an extreme node,also cancels out at this node. This node therefore has a multiplicity order at least equal toand so it is an improper root. Ifis its own root, we must haveForHAVE.
The number of its own rootsis equal to
If, we haveIf, we haveand all proper roots are distinct from nodes. If, at most maxand of course at most, eigenroots coincide with a node.
The number of improper roots of the polynomialwill be equal to
The eigenroots of this polynomial are simple and, for the same reason as above, different from the smallest and largest nodes. It follows that the total number of eigenroots of the lastpolynomials (16) is equal to. The results from point 9 show us that any two of the polynomials (16) cannot have a common root other than a node. Also, formula (17) shows us that, ifis a proper root of one of the polynomials (18), then it is a proper root of both polynomials (18), but it is not a proper root of any other polynomial (16). If
a node is a proper root of the polynomial, then this node is not a root of any other polynomial (16). Finally, we observe that the maximum - maxnodes can be eigenroots of polynomials (16).
From the foregoing it follows that we can state the following theorem:
Theorem 4. The number N of formulas (E) in, whose degree of accuracy is equal to, is equal to 0 for, equal to s -1 forand check the inequalities
forNumber
​of formulasFROM, whose order is equal tois equal to 0 if, equal toifand check the inequalities.
for.
Number N of exceptional (E) formulas inis equal to 0 if, equal to s -1 ifand check the inequalities
for.
Max numberfrom the infcric delimitations can be changed depending on, but we do not deal with this issue.
13. We can delimit the number (22) quite conveniently in terms of onlyFor this we will use the following lemma:
Lemma 2. If the numbersare nonnegative, then the inequality holds...
(25)
It is enough to prove the property for, because forsome will result by complete induction.
For, the inequalities return to 1 )
which is immediately verified 2 ).
0 0 footnotetext: 1. We have.
2. Each member is linear in, in the intervals determined by the points
It is therefore sufficient to verify the inequalities for the finite extrema of these intervals and for.
The first inequality (23) goes back to a classical inequality and is true whatever the numbers are..
Returning to the delimitation of the sum (22), which foris equal to, we have, based on Lemma 2 ,
, because.
We now observe thatand we deduce
(24)
The numbersare null forIf
​, the only pointfor which the formula may be exceptional is
(25)
because this is the root ofIf
​, we have
which shows us, taking into account (24), that we have
Therefore, taking into account theorem 4, we deduce the following theorem:
Theorem 5. In the respective set there are not always formulasexceptional, except for the following three cases:
and point (25) coincides with a node.and.
14. If in formula (1) we haveand if the coefficients(ifare all zeros, the formula is at the same time a numerical derivation formula for the derivativeof the function. In this case, we will say that formula (1) is reducible. Otherwise, we will say that the formula is irreducible. Formula (1) is therefore reducible, respectively irreducible, as in this formula none of the values ​​of the function at the nodes and at the point of derivation appear, respectively at least one actually appears.
It is interesting to examine which maximum accuracy formulas are reducible. To do this, let us examine the reducibility of formula (E). Let us assume that formula (E) is non-trivial and is reducible. We must then have, orand. Let's net with () this form-
1 ) We have
mulă, viewed as a numerical derivation formula for the function. So using the notations (10), we have
(*)
Based on what has been established above, we can assume that the order of formula (E) isLet us denote bythe numbers, corresponding to the formula (E*). All these facts implyand then we haveorasor.
The degree of accuracy of the formula () isor, as formula (E) is not or is exceptional, because puttinginwe find the formula, and.
It is now immediately verified that, which shows us that (E*) is a formula of maximum accuracy. Since this formula does not reduce to the trivial formula, its degree of accuracy isor, as it is not or is exceptional. We have evaluated the degree of accuracy in two different ways and the results obtained must coincide. If, the formulas (E), (E*) cannot be exceptional and then we must haveand it is immediately verified that this equality holds if and only ifIf, we haveand equality between degrees of accuracy can only occur ifThis equality only holds ifand.
In short, formula (E)
cannot be reduced except in the following
two cases:
in this case, none of the formulas (E), (E*) is exceptional.
Note that an exceptional formula (E) is all
In the case
, the exceptional conditions are written.
(26)
15.
It remains to prove that in the two cases above formula (E) is effectively reducible.
In caseHAVE
so, from where In the case of
, polynomials, of the degree, 9 based on formulas (8) are divided by the polynomial
(27)
so they differ only by some constant factors from the polynomial (27). These constant factors are also different from zero, also based on formulas (8) 1 ). The conditionsare therefore equivalent to the second relation (26). The first relation (26) is a consequence of the previous analysis.
The simultaneity of conditions (26) can also be demonstrated directly. We have
from where do we deduce
From this it is seen that any common root of the polynomials,
and such a root, by Lemma 1, necessarily coincides with one of the nodes.
Finally, we can state the following theorem:
Theorem 6. If, formula (E) is reducible if and only if:
andis a root, different from the nodesof the polynomial
The properties are expressed by the formulas
where-check the second condition (26).
0 0 footnotetext: 1. Fromit follows that these factors are of opposite signs and equal in absolute value.
§ 2. Some considerations on the rest
16.
In certain important particular cases, the restof formula (1) is put in a simple and convenient form. In the case of the Lagrange-Hermite interpolation formula
(28)
HAVE
(29)
whereis the polynomial (3) already defined and which in the notation (7) can also be written
The rest of formula (28), in the form (29), is expressed as a product of a non-zero number and independent of the functionand a difference divided by the orderof the function.
Based on formulas
it is visible that formula (28) has the degree of accuracyPuttingin (28) and taking into account formula (11), we see that the factor of the divided difference in (29) is equal to
17.
We will say that the rest of formula (1) or that the functionalis of simple form if we have
(31)
whatever the function, whereis the degree of accuracy of the formula,a non-zero constant independent of the function, anddistinct points in the open interval.
In this case, based on formulas (30), the coefficientis given by the equality, whereis any polynomial of degree, with the first coefficient 1 .
pointsgenerally depend on the function, and the intervalThis is the one specified in § 1.
For example, as we will see below, the rest of formula (28) is of simple form.
To simplify the notations, we will denote bydifference divided by the orderof the functiononarbitrary distinct nodes in the interval (). So if formula (1) has the degree of accuracyand if restyl is of simple form, we have
The previous definition remains for. We will also maintain 0 for
the extremes of the interval. This convention simplifies the exposition. Moreover, in the almost trivial case when, it is generally easy to recognize whether the point can be chosen or not, within the interval
In the case when the remainder is of simple form, formula (31) gives us sufficient indications on the structure of this remainder, based on the properties of divided differences, properties that we expose elsewhere. These properties allow us to express the remainder in an analogous way, with the divided differences of the derivative of a given order of the function, when this derivative exists in the interval ().
18. Based on a previous result [9], for recognizing the simple form of the remainder we can apply the following criterion:
C. For the additive and homogeneous functional R [f], with the degree of accuracy n, to be of simple form it is necessary and sufficient that R [f] is non-zero for any functionconvex of order n in).
The definition of the simple form and the C criterion apply not only to the rest of formula (1) but also to an additive and homogeneous functional, defined in a vector fieldof continuous functions in the intervaland containing all polynomials.
A functionit is said to be unconquered by the orderin the interval, if all its differences divided bydistinct points inare nonnegative. The function is said, in particular, to be convex of orderin this interval, if all these divided differences are positive. We will point out in their place the properties used here of non-concave and convex functions.
A non-concave function of order, so in particular a convex function of order, is continuous in the open interval (). If, it admits continuous derivatives of the ordersin the interval () In general, such a function does not have a derivative of the orderat all points of the interval ().
In general, the fieldof the functionaldoes not contain all convex functions of orderin () because, on the one hand, by hypothesis the fieldis made up of continuous functions in, on the other hand the functional may depend on values ​​of the derivatives of orderof the functionCriterion C is, however, always applicable because from the demonstration of this criterion [7], it follows that it is sufficient to consider only functions of orderwhich belong to.
19. In the statement of the criterionconditioncan be replaced with the conditionfor any two functionsand, convex of the orderThis property results from the following lemma, very useful in applying the C criterion.
Lemma 3. If n is the degree of accuracy of the additive and homogeneous functional R[f] and if we can find two functionsunconquered by orderin the intervalso that
(32)
then there is a function, convex of orderin, so that
(33)
0 0 footnotetext: 1) The criterion in this form is sufficient here. In general, from the fact that, for any convex function of order, it follows that the degree of accuracy is.
It is known that a linear combination, with positive coefficients, of several (a finite number) non-concave functions of order, of which at least one is convex of order, is a convex function of order.
Let us now observe that the functionis convex of order
in the interval.
On the other hand,, because of the definition of the degree of accuracy.
It follows that the functions …
are convex of the order Taking into account (32), a simple calculation shows us that
It follows that the function
is convex of orderand, it is immediately verified, satisfies equality (33).
Lemma 3 is therefore proven.
For, applying the criterion C , the following theorem is deduced:
Theorem 7. If n is the degree of accuracy of the functional R[f], adjectival : and homogeneous and if we can find two functions, non-concave of order n in, so that we have (32), then the functional is not of simple form.
20. The remainderof formula (1) can be studied in a more symmetrical form
(34)
where for the moment we can assume
Of course, the fieldof the functional (34) consists of the functionscontinue inand admitting the derivatives at the points where they actually intervene in the expression of.
We will seek to establish some properties regarding the simple form of the functional (34).
Let's assume that the degree of accuracy isWe will show that the functional cannot effectively depend on the derivatives of orderin case its form is simple. For this it will be enough, based on Theorem 7, to construct two functions in the opposite casenon-concave of the order, so that we have inequality (32).
0 0 footnotetext: 1 ) It can be shown, for example, that the derivative of the orderof the function is positive in the interval.
Let us therefore suppose that, where.
Whethera fairly small positive number and which will be further specified in the course of the demonstration.
Let's define the continuous functionin the following way:
.
for, respectively, as, respectively.
is linear in each of the remaining intervals ofso inand, respectively, as, respectively.
We then haveforLet us
now consider the function
Then, ifHAVE
for
It then immediately follows that
, forand.
Be it nowsome non-zero constant and consider the function
(36)
We then have
and therefore, based on (35),
This inequality shows us that the functionis non-concave of the orderin.
Taking into account (36), we deduce
for Taking into account (35), we have
(37)
If we now assume that
(38)
we also have
(39)
Taking into accountand from (34), (37), (39), we deduce
Choosingsmall enough and in any case such that inequality (38) is verified, we deduce
which shows us that thenhas his signButwas chosen randomly. Takingand noting withfunction (36) thus obtained, and taking the aroiand noting withfunction (36) thus obtained, inequality (32) is verified.
We can, however, state the following theorem:
Theorem 8. If the degree of accuracy of the functional (34) is n, this junctional cannot be of simple form unless it contains derivative effects of order.
In other words, the functional cannot be of simple form unlessfor.
We will examine in particular the functional (32) with the degree of accuracyor 1.
21. Suppose that the degree of accuracy is -1. Theorem 8, which also applies here, shows us that the functional (32) is necessarily of the form
(40)
if it is of simple form.
For the functional (40) to be of simple form, it is necessary that the coefficientsbe of the same sign 1 ). Indeed, let us assume the opposite, and letThen, inequality (32) is verified only forwe take a continuous non-negative function, such that,and forwe take a continuous non-negative function, so it.
The condition is also sufficient, because if it is fulfilled, then
it results thatfor any positive function.
We therefore deduce the following theorem:
Theorem 9. The necessary and sufficient condition for the functional (40) to be of degree of accuracy -1 and to be of simple form is that all the coefficientsbe of the same sign, without all being zero.
If the condition is met, then we have
which also expresses a well-known property of continuous functions. HereThe pointgenerally belongs to the closed intervalIf, for example,and at least one of the coefficientsis different from zero, the pointcan be chosen in the range.
As an application, note that the necessary and sufficient condition for formula (1) to be of degree of accuracy -1 and with the remainder in simple form is thatand that, for.
22. If the functional (34) is of degree of accuracy 0 and of simple form, then, according to Theorem 8, it is necessarily of the form
(41)
The conditions for the degree of accuracy to be 0 are
(42)
Let's now look for necessary conditions for the functional to also be of simple form.
The first relation (42) is necessary because 1 and -1 are both non-decreasing functions and we have
and if the condition were not fulfilled, we would satisfy inequality (32).
Also, the second condition (42) is necessary, because otherwise we would have, andis an increasing function.
0 0 footnotetext: 1) This means that the numbers are all non-negative or all non-positive. A single number is considered to always have the same sign.
Be it nowa continuous, non-decreasing function equal to 0 forand equal to 1 forbeing a positive number, often smallWe then have
Based on Theorem 7, it follows that the numbers
(43)
be of the same sign.
Then let the functionequal to 0 for, equal toforand linear in the interval, whereis a fairly small positive number,This function is non-decreasing and we have
Since e can be taken as small as desired, it is seen, also based on Theorem 7, that the numbers
(44)
together with the numbers (43) must be of the same sign.
Finally, we will highlight another necessary condition. Letfunction defined as follows:
We then have
, forand it is seen that the function is continuous and differentiable in the intervalButand, forso the functionis increasing and we have
We therefore deduce the necessary condition
(45)
Let us now show that the established conditions are also sufficient.
Based on the first relation (42) we can write
(46)
which is obtained by applying Abel's transformation formula.
We now observe that
what is achieved by doingin (41) and (46). Condition (15) therefore implies that the numbers (43) are not all zero.
If nowis an increasing function, we have
so the first relation (42), the condition (45) and the fact that the numbers (43), (44) are of the same sign, imply, based on formula (46), that.
Note that the first relation (42) and condition (45) entail the second condition (42), if the numbers (43), (44) are of the same sign.
We therefore have the following theorem:
Theorem 10. The necessary and sufficient conditions for the functional (41) to be of degree of accuracy 0 and of simple form are that we have
and like the numbers
have the same sign.
23. In order for formula (1) to have the degree of accuracy 0 and to be of simple form, it is necessary to haveand,To write the other conditions, the mutual position of the nodes and the point of derivation must be taken into account.
To fix the ideas, we can assume that the nodes are in ascending order, so
(47)
We must distinguish three cases here:
Assuming, the necessary and sufficient conditions are then
and like the numbers
be of the same sign.
Iforthe first and second series of numbers (48) disappear. In these cases we have, respectively.
Assuming againthe necessary and sufficient conditions are
and that all numbers (48) are non-positive, with the above restriction, ifor.
3.The necessary and sufficient conditions are
and like the numbers
be all non-positive.
There is only one formula (E) of degree of accuracy 0, which is of simple form and which we will indicate in § 5.
24. If the functional (34) is of degree of accuracy 1 and of simple form, then, according to Theorem 8, it is necessarily of the form
(49)
The conditions for the degree of accuracy to be 1 are
(50)
Let us again look for the necessary conditions for functional (49) to be of simple form.
The first two conditions (50) are necessary because the functionsare non-concave of order 1 and
Let's consider the function
whereis a positive numberThis function is non-concave of order 1 inand we have
where did I put
Also, the function
is non-concave of order 1 inand we have ()
Formulas (51) ; (52) hold no matter how smallpositive. It follows immediately, based on Theorem 8, that the numbers 1 )
must be of the same sign.
Be it nownull function for, equal toin the intervaland equal toforThis is a continuous non-concave function of order 1 inand forquite smallHAVE
numbercan be however small positive, also based on theorem 8, we see that the numbers
(54)
are of the same sign as the numbers (53).
Finally, as in the case of, we will highlight another necessary condition. Letfunction defined as follows:
We then have
, forIt is seen
that the function is continuous and has a second derivative, continuous in the intervalButandfor, so the functionis convex of order 1 and we have
1 ) For, the second number reduces to.
2 ) It is useful to make a graphical representation of this function, as well as of the other auxiliary functions used here.
We also have the necessary condition
(55)
Let us now show that the conditions found are also sufficient. This follows from the formula
which is valid when the first two conditions (50) are satisfied. This formula is a particular case of the general formula for the transformation of divided differences and is obtained by applying Abel's transformation formula twice [6]. If we put, we deduce
and then, based on hypothesis (55), at least one of the numbers (53) is different from zero.
Ifis a convex function of order 1, we have
so the first two equalities (50), condition (55) and the fact that the numbers (53), (54) are of the same sign imply.
Note that under the same conditions the third relation (50) results.
Theorem 11. The necessary and sufficient conditions for the functional (49) to be of degree of accuracy 1 and of simple form are that the first two relations (50) are verified, that the inequality (55) is verified and that the numbers (53), (54) have the same sign.
25. For the formula (1) to be of degree of accuracy 1 and of simple form, it is necessary thatand asThe expression of the other conditions depends on the mutual positions of the nodes and the derivation point.
Let us assume that the nodes are in increasing order, so that we have (47): We will then be able to express the necessary and sufficient conditions in terms of the values ​​of
and the position of the pointwith respect to the nodes. These conditions are quite complicated. It will therefore suffice to show in each case how we bring the remainder to the form (49), studied above, and for which the pointsare in ascending order. The conditions will then be expressed using the coefficients.
We must distinguish 6 cases. We will generally assume thatA series of necessary and sufficient conditions become
and the other conditions are deduced by reducing the remainder to the form (49) 1 ) which comes down to replacing in (49) the sequence of pointsegg,and then putting
. Analogous reduction, except that the second series of formulas (56) becomes
3.
. Analogous reduction, the second series of formulas (56) becomes
4.
Analogous reduction with
5.
Analogous reduction with
6.
Analogous reduction with
In casesthe sign of all the corresponding numbers (53), (54) is non-positive.
Ifso, the first series of formulas (56) is suppressed, and ifso, the third series of formulas (56) is deleted.
There are 5 formulas (E) of accuracy level 1 that we will report in § 5.
0 0 footnotetext: 1 ) More precisely (for the sake of simplicity of exposition) the remainder changed by sign is brought to this form, a fact which does not restrict the generality of the problem.
§ 3. A criterion for recognizing the simple form of the remainder of a formula of maximum accuracy
26.
Let us resume the numerical derivation formula (E). We will first assume, so we will consider the formula
(57)
To study the rest of this formula, we can start from the case, first considering formula (28).
Because at some point it will be convenient to consider the pointas a variable, we will then, for greater clarity, denote it byFormula (29) shows us that if we put
(58)
the rest of formula (28) is, and the rest of formula (57) will be given by the equality
(59)
Derivative of the ordercan be calculated from formula (58). We have
()
But [5]
(60)
from which the more general formula is deduced
(61)
whereare fixed nodes andis 0 variable.
Taking into account (60), formula (59') becomes
(62)
27.
We will now transform formula (62) into another formula that will prove useful.
We can write
(63)
where the coefficientsare polynomials in, completely determined and independent of the function.
This formula results from a general transformation formula [6] applied to the additive and homogeneous functional (62), defined for the functionsdata on points
(64)
taken in this order.
Formula (63) is deduced from formula (62), conveniently applying to the divided differences in the second member the recurrence formula of divided differences until all these divided differences are expressed linearly and homogeneously in terms of divided differences of the ordertaken as many asconsecutive points in the string (64).
Polynomialscan be calculated explicitly by putting them in a convenient form. Deriving formula (63) with respect toand taking into account formulas (59) and (61), we deduce
(65)
Taking into account the recurrence formula
(66)
and identifying the coefficients in (65) we deduce
(67)
28.
To find the explicit form of polynomialswe will introduce some more useful notations. We put
We then haveand
(68)
If, for the sake of simplicity, we agree to put
(69)
from (68) we immediately deduce the relations
(70)
(74)
It is always taken into account in calculations, ifor We can write the nodes (6) in the form
(72)
thenare the deviations of the respective nodes from the derivation point.
We will note withfundamental symmetric polynomials of deviationsand we will always put, iforWe will also denote by,the fundamental symmetric polynomials of the firstDEVIATIONSandforandWe then have the formulasand
(73)
Considering the above, we will prove that we have
(74)
For this we note thatand therefore for, formulas (74) are true. Let us assume that these formulas are true forand let's demonstrate them for. Taking into account (67) and (74), we deduce
(75)
But from (70), (71) it follows that
and substituting in (75), we find
which shows that formulas (74) are general.
29. Applying Abel's transformation formula to formula (63), we have
(76)
If, however, in formula (63) we putand taking into account (30) we deduce
(77)
We observe that from (70), (74) it follows
Taking into account the recurrence formula (66) and (77), formula (76) becomes
(78)
Formulas (63), (78) remain, of course, whatever(and ifcoincides with one of the nodes).
30. Numberscannot all be zero. Otherwise, we would have, whatever the function, which is in contradiction with the fact that formula (57) has, based on the assumptions made in point 2, a certain degree of accuracy. At least one of the numbersis different from zero. This result, as well as the following ones, holds if we slightly broaden the assumptions from point 2. We can assume, more generally, thatmay also coincide with a node. But we must then assume that
(79)
Ifandthe rest of formula (57) is null whatever the function.
Suppose the numbersare all of the same sign 1 ). Then, from the above observation and from (77), it follows thatTherefore, the degree of accuracy of formula (57) isTo fix the ideas, let's assume that
(80)
From formula (74) it then follows that
(81)
0 0 footnotetext: 1 ) See reference 1 ), on page 75.
If nowis a convex function of order, we have
(82)
But, a convex function of orderenjoys the property that differences divided by the orderits, on nodes not all confused, are positive. From (81) it follows that
(83)
From formulas (74), (80), (82), (83) it then follows that we haveBased on criterion C
we can state the following theorem:
Theorem 12. If the numbersare all of the same sign, the degree of accuracy of formula (57) is p and the rest is of simple form.
Under the conditions of the theorem, the remainder is therefore of the form
If we assume that, an absolutely analogous demonstration based on formula (78), allows us to state
Theorem 13. Ifand if the numbers,are of the same sign, the degree of accuracy of formula (57) is equal to p + 1 and the remainder is of simple form.
Under the conditions of the theorem, the remainder is of the form
because from (62) we deduce
Theorems 12, 13 are valid under hypothesis (79). Indeed, ifand, equalitiesandare incompatible by Lemma 1.
31. Let us now consider the general case of formula (E). We will show how this case can be reduced to the case.
If we consider the polynomial of degree
(84)
and if we take into account formulas (28), (29), we deduce
(85)
Now applying the formula
(86)
Serviceand taking into account the relationships
deduce
from where
(87)
But, from (85) it also follows
(88)
Let's note withthe rest of the formula (E) and withthe rest of formula (57). We then have, taking into account (87) and (88),
(89)
and formula (E) can be written
(90)
32.
To proceed further, we will first demonstrate
Le ma 4. If the additive and homogeneous functional[f] is of degree of accuracyand of simple form, then the additive and homogeneous functional
(91)
whereis a constant (independent of the function) andthere are k fixed points, it is of degree of accuracy n + k and it is of simple form.
The proof is easy. We have, for, and forthis divided difference is a polynomial of degree, with the first coefficient 1 , so
From here follows the property relative to the degree of accuracy.
Let us now suppose thatis a convex function of orderWe then say that the functionis convex of order n. Indeed, we have
if the nodes are not all confused. Equality (91) shows us that, for any functionconvex of the order, becausefor any functionconvex of the order, so in particular,.
Lemma 4 is completely proven.
Taking into account formula (89), from theorems 12, 13 we deduce, based on the previous lemma
Theorem 14. Ifis integer and if the numbers,are of the same sign, the numerical derivation formulahas the degree of accuracyand the rest of simple form.
Based on formula (12) the remainder is then written
(92)
Theorem 15. Ifis whole, ifand if the numbersare of the same sign, the numerical derivation formula (E) has the degree of accuracyand the rest of simple form.
Based on formulas (12) the remainder is then written
Theorems 14, 15 are valid under the hypothesis expressed by relation (79).
33. From what has been said it follows that formula (E) certainly has the remainder of simple form if. Formula (E) forhas the degree of accuracyand the rest
in the assumptions of point 2. Under the same conditions, formula (E) has the degree of accuracyand the rest
ifandis a root, different from nodes, of.
The condition imposed on numbers, respectively the numbers, is sufficient for formula (E) to have the remainder in simple form. Number formationdepends on the order in which the nodes are taken (6). More precisely, a number systemis characterized by the order in which the clouds are taken. In order for formula (E) to be of a certain degree of accuracyand to be of simple form, it is sufficient that one of these systems be added to the remaining numbers of the same sign. We do not examine here the necessity of this general form. However, it follows from § 4 that in the case ofthe condition is conditions in
§ 4. On some applications of the preceding results
We will apply the previous formulas to the following 3 examples: 34. Example 1. The point of derivationis outside the smallest open interval containing the nodes (2).
If we assume that, more generally, the hypothesis expressed by condition (79) is fulfilled, we have
(93)
so formula (E) is of degree of accuracyand, in particular, is never exceptional. Indeed, the roots ofbelong to the smallest closed interval containing the nodes (2). Ifdoes not belong to this interval, (93) is proven. Suppose thatcoincides with an extreme node. In this caseforBut, based on hypothesis (79), so (93) results this time as well.
Deviations 1 )of the nodes of the derivation point are in this case of the same sign, namely non-positive, respectively non-negative, as
Formula (73) then shows us that
whateverand.
0 0 footnotetext: 1) See point 28.
Taking into account formulas (74), we then have, respectively,
All the hypotheses in which Theorem 14 was established are therefore fulfilled and we can state
Theorem 16. Ifis integer, m satisfies the condition expressed by (79) andis outside the smallest open interval containing the nodes (2), we have the numerical derivation formula (), with the degree of accuracyand with the remainder of the form (92).
The assumptions under which the theorem is true require that in the case when, the pointto be different from the nodes.
35. Example 2. The nodes (2) are symmetrically distributed with respect to the derivation pointTo simplify the language we will say, in this case, that formula (E) is a symmetric formula.
In the symmetric case, we can assume that the point of derivationis different from the nodes, so that the deviationsare different from zero. The number of nodes is then even and equal to, whereFor greater clarity we will denote bydeviations, wherearepositive numbers (distinct or not). We will denote byfundamental symmetric polynomials of numbers, forand for). We will also denote byfundamental symmetric polynomials of numbers,, forand for). We then have.
we
It follows thator, asis even or odd. Formula (E) is in this case exceptional if, and the results from point 11 show us that it is enough to consider only the case whenit is even, the caseodd reducing to this by changing the number.
In case the derivation indexis even, we will denote it by, so, where.
Let's now take the nodes in the following order:
We have, so but 1 )
(94)
To calculate numberswe will first calculate the corresponding numbers (73), wherecorrespond to deviations (94).
0 0 footnotetext: 1 ) [z] means the largest integer contained in z.
Ifit is hair,are the fundamental symmetric polynomials of the numbersAn elementary calculation shows us that
Ifit is oddare the fundamental symmetric polynomials of the numbersand. Formulas (70), (73) together with (94), (95) give us
Formulas (74) show us that we have
It is clear, however, that we have
and therefore that all the conditions of Theorem 14 are fulfilled. We can then
state Theorem 17. Ifis an integer, ifis an integer, so, andpositive numbers, we have the numerical derivative formula 1 )
the degree of accuracy.
36. Example 3. Derivation indexis equal to 1.
To examine this case, we will assume that nodes (2), and therefore (6), are in non-decreasing order, so
as well as
(96)
0 0 footnotetext: 1. To simplify the notations in the interpolation polynomial and in the divided difference, we denote bythe two symmetrical nodes.
providedGET INVOLVEDWe will assume, so that the nodes are not all confused. Otherwise, we return to example 1 studied above, which then exhausts the problem.
For simplicity, let us denote bypolynomialSo we have
(97)
and
from where
if the polynomialsare constructed by taking the nodes in order (6).
The condition that these polynomials be of the same sign therefore becomes
(98)
Analogously, if we put
so
and if we form the polynomialstaking the knots in reverse order, the condition for these polynomials to be of the same sign is that
(99)
The hypothesis expressed by condition (79) here comes back to the fact thatdoes not coincide with a node which is not simple.
Both inequalities (98), (99) are verified for, ifcoincides with a node or ifis outside the smallest interval containing the nodes. We are then in the case of example 1 above.
If we have
(100)
one of the inequalities (98), (99) is verified for. So if, in this case,does not coincide with a node that is not simple, our formula has the degree of accuracyand the rest of simple form. It will therefore be sufficient to examine the pointfrom the open interval (), for which inequality (100) is not verified. If in addition, in this case, the degree of accuracy is, we will see that the remainder is not simple.
37. To show this, we will rely on criterion C and first prove
Lemma 5. Ifand if
(101)
we can find a convex functionof the orderin the interval, so that we have.
Let us assume that condition (79) is fulfilled.
Based on Lemma 3, it is enough to construct two functionsnon-concave of the order, so that inequality (32) is verified. For this, let us consider the functions
defined for.
Functionis non-concave of the orderin []. If we look atas a variable,is a polynomial of degreein relation to, in any interval that does not containand the nodes.
We have the formula
If we assumeand, then it is seen thatis a polynomial in, which divides byand the coefficients of this power ofcome only from the first term of the second member of formula (103). But then we have
polynomialbeing given by.
Doing the calculations we find
the unwritten terms being divisible byFrom this
it is seen that, ifit is close enough toHAVE, and more precisely 1 )
(104)
0 0 footnotetext: 1. We put sg, asWe have the fundamental relationship.
functionis also non-concave of the orderIf we assumeand we use the formula
we find, as above, that the polynomialinis of the form
where the polynomialis given by, and the unordered terms are divided byFrom this it is seen that, ifit is close enough to, we have, and more precisely
(105)
Formulas (104), (105) were deduced in addition to the hypotheses,.
Let us now consider the functions
Then, ifit is close enough toandclose enough to, from (101), (104), (105), we deduce
and inequality (32) is verified.
Lemma 5 is completely proven.
From the above it follows that, ifand ifdoes not coincide with a node that is not simple, the numerical derivation formulas (E) present one of the following 3 aspects:
If, the degree of accuracy is, with the rest of the form simple.
Ifand if inequality (101) is verified, the degree of accuracy is, but the rest is not of simple form.
For all other values ​​of, the degree of accuracy isand the rest of the simple form.
38. We can determine the position of the point more preciselyafter the three reported cases.
Whetherthe distinct roots of the nodes, of the derivativeThese roots are separated from the nodes (96) and we can assume
polynomialhas, respectively, different roots of nodes as, respectivelyLet us denote these roots, in their ascending order, by, wheredoes not exist ifWe then have
and if, these inequalities also hold forFrom the well -
known property of the variation of the roots of the derivative of a polynomial with all real roots [8], it follows that
(106)
inequality that also occurs for, if Let us now, by definition ,
, if. Then, inequality (106) is always true for.
In the intervals between the nodes,, so and, changes sign, passing through the pointsBut, from (97) it follows that
It follows, therefore, that inequality (98) is verified only in the intervals
Let us also note withthe roots, different from the nodes, of, wheredoes not exist ifAs above, it is seen that
inequalities that are always true, agreeing to put, by definition,if.
It then follows, as above, that inequality (105) is verified only in the intervals
From the previous analysis it finally results
that Te o rema 18. Ifis an integer, ifdoes not coincide with a node that is not simple and if, the numerical derivation formula (E) is:
. With the degree of accuracyand like the rest of the simple form, ifcoincideone of the points.
. With the degree of accuracyand with the rest of the simple form, ifbelongs to one of the intervals
degree of accuracy, but with a remainder different from the simple form, ifbelongs to one of the intervals
The rest, in casesandrespectively is
These results were found, in a different way and in a less general form, by GD Birkhoff [1].
39. From the previous results a conclusion can be drawn about formula (E) in the case whenIn this case, ifand the numbers,are of the same sign, the rest of the formula is of simple form. To satisfy the sign condition it will be sufficient to prove the following lemma:
Lemma 6. The roots of the second derivativeof the polynomialare all contained in the open intervals
The proof is simple, if we rely on the way the roots of the derivative vary when the roots of the polynomial vary [8]. Let us prove, for example, that in the interval
polynomialit is not canceled.
This is obvious ifand, because thenis the largest root of
and this root is simple.
In the other cases we observe that, becauseis a simple root of, and from (112) we deduce …
because thenandbecauseis a simple root of.
In the open range, the polynomialcan have at mostroot because, otherwise,should have a root in this interval, which is impossible. Suppose there were a root ofin the interval (). This root would remain in the interval (), while the firstknots and the lastnodes would vary. Making the first ones tend towards, and on the last ones to, we see that the property should be true in the particular case
(107)
because, during this variation,they remain a finite distance apart on the real axis.
In case (107) we have howeverand the roothis/heris greater thanThe property is demonstrated.
polynomialtherefore it does not cancel in the intervalsIt is also proven that this polynomial does not vanish in the intervals
Lemma 6 is completely proven.
We therefore deduce
Theorem 19. Ifis an integer, ifdoes not coincide with a node that is not simple and if, numerical derivation formulahas the degree of accuracyand the rest of simple form.
The rest of the formula is
§5. On some explicit formulas for numerical derivation
The practical use of numerical derivation formulas (E) depends largely on the explicit form under which the respective derivative of the interpolation polynomial is put. The speed and accuracy of the actual numerical calculation depend on this explicit form. Also, the eventual use of numerical tables and calculating machines requires a thorough study of these explicit forms. This problem has a very extensive literature. We limit ourselves here to citing the research of SE Micheladze [4] and JF Steffensen [10].
We will examine two kinds of such explicit forms:
Numerical derivative formulas without differences.
. Numerical differentiation formulas with differences.
In this paper we are mainly interested in giving a completion of the results from the previous §§. In a subsequent paper we will resume other important examples.
Formulas without differences
40.
Maximum accuracy numerical derivation formulas can be classified according to the values ​​of the numberswhich fall into the characteristics of this formula, as well as according to their particular nature, such as: degree of accuracy, reducibility, exceptionality, symmetry. In particular, symmetric formulas are of particular interest and their study has been resumed recently by SE Micheladze [4].
We will always assume.
Ignoring the values ​​of the nodes and their mutual order of magnitude, a system of values ​​ofthere are as many types of formulas corresponding to it as there are ways we can choose the orders of multiplicitywith an amount equal toThis number is equal to the numberof solutions in non-negative integersof the Diophantine equation
Becausetake the values, the number of formulas forandgive it to you too.
It follows that the number of formulas (E) with degree of exartityand non-exceptional (general) is equal to
To enumerate the exceptional formulas (E), it is sufficient, based on the results from point 10, to consider only those exceptional formulas that result from increasing the degree of accuracy by one unit ( 1 ). The number of these formulas forgiven is, because such formulas cannot exist forand forInstead, forand, based on inequalities (24), there are such formulas. Forgive (and) these
1) Formulas presenting the aspect(point 10).
formulas vanish only for particular mutual positions of the nodes. In enumerating exceptional formulas we do not distinguish between the different roots, distinct from the nodes, of the polynomialIt then follows that the number of exceptional formulas with the degree of accuracyis
To enumerate the symmetric formulas, we takeWe have seen that we can assumeForyes there will betypes of such formulas. Forgiven we will have thensuch formulas. Finally, the degree of accuracy of the formula being, the number formula 1 . symmetrical s, with the degree of accuracyis
Ifis even, all these formulas are exceptional. However, ifis odd for, the formulas are not exceptional. So in this case,of these formulas are unexceptional.
To enumerate the reducible formulas, we distinguish two cases. Some with all the nodes confused (). For agiven existssuch formulas, corresponding to the valueshis/hersTheir degree of accuracy is ; therefore, there issuch formulas of degree of accuracyThe other reducible formulas have two distinct nodes (), which may presentdifferent types. Of these, however, only atreducible formulas can correspond, because if,, the polynomial (27) has all its roots mixed up. Also,can only take the valuesFor agiven, so we havesuch formulas. These formulas being non-exceptional, there aresuch formulas with the degree of accuracy.
The following table summarizes the above discussion, relative to the number of maximum accuracy formulas, by their specified nature, from the degree of accuracyto the degree of accuracyinclusive.
We take into account the following values ​​of the numbers,
41.
To obtain the formulas of maximum accuracy, we can start from the case. This last condition is equivalent to the fact that all the nodes are simple, that is, the points (6) are distinct. We then have
(108)
To express the coefficients of formula (E) using deviationsof the nodes of the derivation point, we introduce, in addition to the notations of point 28, the numberswhat are the fundamental symmetric polynomials offorand for). Either
We then have, soand formula (73) gives us
as well as
Taking into account formula (108), we deduce
(109)
Passing the casein caseis done using formula (90). Formula (84) gives us
(110)
and from (85) we then deduce
(111)
so taking into account formulas (90) and (109) we deduce
(112)
If, this formula has the degree of accuracy, and if the remainder is of simple form, we have
If, the formula becomes exceptional and has the degree of accuracyand if the remainder is of simple form, we have
Starting from formula (111), established in the case when the deviationsare distinct (and different from zero), we obtain the other types of numerical derivation formulas (E) by making, in convenient groups, the deviations tend towards each other.
42. To evaluate the coefficients ofin formula (112), we can use formula (86). Referring to the notations in formula (10), we deduce from (86)
(113)
Taking into account (110) we have
(114)
However, based on formulas (69), (73),
From the comparison of formulas (113), (114) we deduce therefore
(115)
But, from the equality
deduce
Eliminating the
from equation (115) and from the firstequations (116), we deduce
Comparing this formula with (112) we finally deduce
(117)
43.
Let's consider some particular cases
For, we have
(118)
This is Taylor's formula, with a new expression for the remainder. For, we obtain the first series of reducible formulas.
For, we obtain the formula
(119)
This formula also results from Taylor's formula (118) (forand with a change in notation). For, the two formulas (118), (119) coincide.
Let's assume thatA simple calculation shows us that the determinant in the second member of formula (117) is equal to
and we derive the formula
(120)
From this, the limit formula (
(121)
For, the determinant in the second member of formula (116) is equal to
and we deduce the formula
(122)
This formula is of the degree of accuracy, if, but the rest is generally not of simple form. From this formula we also deduce the limit formula ()
(123)
If, formula (122) becomes exceptional and can be written in the form
44.
Among the formulas of the degree of accuracywe will only write explicitly those for which, so for which the nodes are all confused, except of course those that have been signaled. The rest of these formulas are of simple form. For the degrees of accuracy, there is respectivelysuch formulas. Of these formulas 1,respectively 6 are deduced from formula (118) and one of formulas (119), (121), (123). We group therespectively the remaining 12 formulas according to their degree of accuracy. In parentheses, after the formula, we indicate in turn the corresponding values ​​of the numbersFor the sake of simplicity, we write the particulars, assuming. Moving on to his caseany, through a simple linear transformation.
Exceptional formulas are obtained by imposing the restriction on deviationsWe will write the exceptional degree of accuracy formulas, but only those corresponding to, without those resulting from formula (124). In this case, the two distinct deviationsare linked by a relationship that allows us to express them in the formbeing two fixed numbers). The ratio of the numbersis not always rational. The rest of these formulas are of simple form when, or when the formula is symmetric. For the degrees of accuracywe have respectivelysuch formulas, of which 6 the simple form of the remainder does not result from the preceding ones. In parentheses, we indicate the values ​​of, as well as the restriction to which it is subjectand, the order of multiplicity of the nodebeing at least equal to his.
Accuracy level 3:
(F23)
(F24)
Accuracy level 4:
(F25)
(F26)
(F27)
(F28)
(F29)
(F30)
(F31)
(F32)
Accuracy level 5:
(F33)
(F34)
(F35)
(F36)
(h)
(F37)
(F38)
(F39)
(F40)
(F41)
(F42)
(F43)
(F44)
(F45)
(F46)
(F47)
(F48)
46.
The reducible formulas in the second series (with) are easily obtained from exceptional formulas because such a formula is exceptional as a formula for numerical derivation of the functionA reducible formula with the characteristicsis obtained from the exceptional formula corresponding to the respective characteristicsThe 9 reducible formulas of degree of accuracy, from this series, are obtained from formula (124) forand from formulas (F23) - (F30). These formulas are
Accuracy level 3:
(F49)
(3,0,2)
Accuracy level 4:
(F50)
(F51)
Accuracy level 5:
(F52)
(F53)
(F54)
(F55)
(F56)
(F57)
The simplicity of the remainder, in the case of formulas (F49), (F53), (F57), results from the symmetry of these formulas.
The remainders of formulas (F50), (F51), (F52), (F54) and (F55) can be written respectively as
But the functional ()
wherearefixed points, not all confused, is of a degree of accuracyand is of simple form. The property relative to the degree of accuracy results from formula (30). The simplicity results from the fact that, ifis a convex function of orderis a convex function of orderWe have in this case, so
RANGEbeing the smallest closed interval containing the points. From here the formula results
whose meaning is clear and from which we have deduced the remainders of formulas (F50), (F51), (F52), (F54) and (F55).
47. The symmetrical formulas (E) can be written using the notations of point 35, writing the deviations in the formIf we denote bythe fundamental symmetric polynomials of, forandand if we take into account (94), we deduce
We also have
Let's put
then, whence, taking into account (94),
Doing the calculations, formula (109) becomes
To move on to the case, we take into account formulas (85) andWe note that
the second member reducing by definition to, when. We therefore deduce 1 )
(126)
Taking into account (111), we also deduce
Substituting into (126), we finally obtain the formula
(127)
0 0 footnotetext: 1 ) See the abbreviated notation at -1 ), on page 39.
His coefficientsin this formula can be calculated as above, in the case of formula (112). By making the calculations and following the above procedure, we deduce
This result can also be deduced from (117), taking into account (125). Formula (127) is valid as long as the deviationsare distinct. The formulas of the other types are obtained by making the deviations. tend, in groups, towards each other.
48. From (120) we deduce the symmetric formula ()
This, for, gives us the symmetric formulas of degree of accuracy,
Apart from this, we also have the following symmetric formulas of degree of accuracy :
Accuracy level 3:
(F64)
(F65).
To these is added the formula (F49).
Degree of accuracy 4 :
(F66).
(F67)
To these are added the formulas (F26), (F30).
Accuracy level 5:
(F68)
(F69)
(5,0,0)
(F70)
(5,0,0)
(F71)
(F72)
(5,0,2)
(F73)
(F74)
(5,0,4)
(F75)
(3,2,0)
(F76)
(3,2,2)
To these are added formulas (F42), (F46), (F53) and (F57). Deviationswhich in a formula are assumed to be different from each other and different from zero. The summation in formulas (F68), (F71) and (F73) refers to the circular permutations of the letters. For the sake of simplicity, I have also assumed here.
Formulas with differences
49.
We will briefly indicate how these formulas are obtained, without now worrying about the form of the remainder. If we use the previous notations, Newton's formula
gives us
because, taking into account (72), we have 1 )
We derive the following numerical derivation formula
(128)
If we use formula (21), we deduce
from where we obtain the numerical derivation formula
(129)
1.
For greater clarity, we also highlight the variablein the notation of the divided difference (and of the interpolation polynomial).
50.
Let's see how we get to the case.From the general formula 1 )
(130)
ifis different from the nodes, we deduce
Taking into account formulas (86) and (113), we obtain
where the coefficientsare given by the formula
From formula (130) it can also be deduced that
Replacing here the functionwith, we deduce
We therefore also have the formula
1 ) The equality results from the fact that the two polynomials of degree, from the first and second members, coincide in the nodes.
2 ) We can proceed as in formula (130).
We deduce from this that, ifand ifis different from nodes,
Finally, we have the following numerical derivation formulas
(131)
(132)
What are the efficiencies?can be calculated using the recurrence formula
giving him, successively, the valuesand noting that
Coefficientswere calculated above.
51. Formula (131) is convenient, in particular, if the nodes are equidistant, and formula (132), if the nodes and the derivation point form an equidistant system.
To illustrate what has been said, we will consider a particular case.
Let us suppose that, that the nodes are equidistant and symmetrical with respect toUsing the notations (94), putting
(133)
and noting that
deduce
Formula (128) becomes
Introducing the usual notation of differences and taking into account (94), (133), we deduce
If we also use relations (134), we finally have the numerical derivative formula
Let us assume that the nodes are symmetric with respect toand that together with this point it forms a system of equidistant points. Then we can use formula (129).
Instead of (133) we take
We then have
and
and we derive the numerical derivation formula
Mathematical Sciences Department of the RPR Academy Branch, Cluj