Escolar Documentos
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I
&
MONOGRAPHS
IN INEQUALITIES
MONOGRAPHS
IN INEQUALITIES
I. Franji, J. Peari
I. Peri, A. Vukeli
2
M
Iva Franji
Josip Peari
Ivan Peri
Ana Vukeli
I
&
Zagreb, 2010
Preface
Despite of the title, the main motivation for writing this book (and the papers from which
this book has grown) was presenting some aspects of generalizations, refinements, variants
of three famous inequalities (actually four). The first inequality is the Hermite-Hadamard
inequality
b
f (a) + f (b)
a+b
1
,
f (x)dx
f
2
ba a
2
which holds for a convex function f on [a, b] R. The second inequality is the Ostrowski
inequality
f (x)
1
ba
b
a
f (t)dt
1
1
a+b
+
x
4 (b a)2
2
(b a)L,
which holds for a LLipschitzian function f on [a, b] R, and the third one is the Iyengar
inequality
1
ba
b
a
f (x)dx
f (a) + f (b)
1
2
f (b) f (a)
L(b a)
ba
L,
4
1
ba
b
a
f (x)dx f
a+b
2
1
f (a) + f (b)
2
ba
b
a
f (x)dx
feature of this book (regarded nevertheless as a book in numerical integration) is that the
unique method is used. This method is based on the, so called, Euler integral identities
expressing expansion of a function in Bernoulli polynomials proved by V. I. Krylov in [75]
as a generalization of the first and the second Euler-Maclaurin sum formula (for details see
Chapter 1). The Iyengar inequality is the exception. Although related to the HermiteHadamard inequality in the same way as the Ostrowski inequality, Iyengar type inequalities are, it seems, beyond the reach of methods based on the Euler integral identities. This
is the reason why generalizations of the Iyengar inequality are given in the Addendum.
vi
Preface
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Addendum
Iyengars inequality . . . . . . . . . . . . . . . . . . . . . . . . . . . .
8.5.1 Weighted generalizations of Iyengar type inequalities . . .
8.5.2 Improvements of the Milovanovic - Pecaric inequality . .
8.5.3 Weighted generalizations of Iyengars inequality
through Taylors formula . . . . . . . . . . . . . . . . . .
8.5.4 Weighted generalizations of Iyengars inequality
through Steffensens inequality . . . . . . . . . . . . . . .
8.5.5 Comparison between different generalizations of Iyengars
inequality . . . . . . . . . . . . . . . . . . . . . . . . . .
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275
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281
282
287
293
. . . . 293
. . . . 293
. . . . 298
. . . . 311
. . . . 315
. . . . 321
Appendix
325
Bernoulli polynomials and Bernoulli numbers . . . . . . . . . . . . . . . . . . 325
Bibliography
329
ix
Chapter
Introduction
Integral Euler identities extend the well known formula for the expansion of an arbitrary
function in Bernoulli polynomials (cf. [75] or Appendix) and were derived in [29]. To
prove them, the following lemma is needed:
Lemma 1.1 Let a, b R, a < b, x [a, b] and : R R be defined by
(t) = B1
xt
.
ba
[a,b]
F(t)d (t) =
and
[a,b]
F(t)d (t) =
1
ba
1
ba
b
a
b
a
gives the first formula. For x = a or x = b the function is differentiable on (a, b) and
1
its derivative is equal to ba
. It has a jump of (a + 0) (a) = 1 at the point a, while
(b) (b 0) = 0, which gives the second formula.
Here, as in the rest of the book, we write 01 g(t)d (t) to denote the Riemann-Stieltjes
integral with respect to a function : [0, 1] R of bounded variation, and 01 g(t)dt for the
Riemann integral.
Theorem 1.1 Let f : [a, b] R be such that f (n1) is continuous of bounded variation
on [a, b] for some n 1. Then for every x [a, b] we have
b
1
ba
1
ba
a
b
a
(1.1)
(1.2)
Tm (x) =
(b a)k1
Bk
k!
k=1
xa
ba
R1n (x) =
(b a)n1
n!
xt
d f (n1) (t),
ba
R2n (x) =
b
a
(b a)n1
n!
Bn
xt
Bn
ba
Bn
xa
ba
(1.3)
d f (n1) (t).
(b a)k1
Bk
k!
xt
ba
k1
(b a)
k!
[a,b]
f (k1) (t)
b
a
xt
.
ba
f (k1) (t)dBk
(1.4)
xb
ba
= Bk
xa
1 = Bk
ba
xa
ba
= Bk
xt
.
ba
(1.5)
Also, for k 2 the above formula is valid for every x [a, b]. The identity (1.4) for k = 1
becomes
R11 (x) = B1
xt
ba
f (t)
a
[a,b]
xt
.
ba
f (t)dB1
R11 (x) = B1
b
a
f (t)dt f (x)
1.1 I NTRODUCTION
1
ba
b
a
f (t)dt f (a)
b
1
1
1
= f (b) + f (a) +
f (t)dt f (a)
2
2
ba a
b
1
1
= [ f (b) f (a)] +
f (t)dt f (b)
2
ba a
b
1
= T1 (b) +
f (t)dt f (b).
ba a
1
ba
b
a
f (t)dt f (x),
(1.6)
xt
ba
k
B
b a k1
xt
,
ba
except for t from discrete set x + (b a)Z R, since the Bernoulli polynomials satisfy
d
xt
dt Bk (t) = kBk1 (t). Using the above formula and the fact that Bk ba is continuous for
k 2, we get
(b a)k1
k!
=
=
[a,b]
k2
(b a)
(k 1)!
(b a)k2
(k 1)!
f (k1) (t)dBk
b
a
Bk1
[a,b]
Bk1
xt
ba
xt
ba
f (k1) (t)dt
xt
d f (k2) (t)
ba
= R1k1 (x).
Using this formula and (1.5), from (1.4) we get the identity
R1k (x) =
(b a)k1
Bk
k!
xa
[ f (k1) (b) f (k1) (a)] + R1k1(x),
ba
which holds for k = 2, . . . , n and for every x [a, b]. So, for n 2 and for every x [a, b]
we get
R1n (x) =
(b a)k1
Bk
k!
k=2
xa
[ f (k1) (b) f (k1) (a)] + R11(x),
ba
(b a)n1
Bn
n!
xa
ba
= R1n (x)
(b a)n1
Bn
n!
xa
[ f (n1) (b) f (n1)(a)]
ba
[a,b]
d f (n1) (t)
m1
Bn
t+
k=0
k
,
m
n 0, m 1
m1
Bn
t+
k=0
m1
Bn
k=0
(1.7)
t+
k j
m
k
,
m
m1
Bn
k=0
t+
k
,
m
n 0, m 1.
(1.8)
Theorem 1.2 Let f : [0, 1] R be such that f (n1) is continuous of bounded variation
on [0, 1] for some n 1. Then, for x [0, 1] and m N, we have
1
0
f (t)dt =
1 m1
f
m k=0
x+k
m
Tn(x) +
1
n! mn
1
0
Bn (x mt)d f (n1)(t),
(1.9)
where
Tn (x) =
j=1
B j (x) ( j1)
[f
(1) f ( j1)(0)]
j! m j
d f (n1) (t)
m1
Bn
k=0
x+k
t
m
f (t)dt =
+
1 m1
f
m k=0
1
n! mn
x+k
m
1
0
Tn1(x)
(1.10)
with T0 (x) = 0.
We call formulae (1.9) and (1.10) the general Euler-Ostrowski formulae.
Theorem 1.3 Assume (p, q) is a pair of conjugate exponents, that is 1 p, q ,
1/p + 1/q = 1. Let f : [0, 1] R be such that f (n) L p [0, 1] for some n 1. Then,
for x [0, 1] and m N, we have
1
0
1
0
f (t)dt
1 m1
f
m k=0
x+k
+ Tn (x) K(n, q) f (n)
m
f (t)dt
1 m1
f
m k=0
x+k
+ Tn1(x) K (n, q) f (n)
m
p,
(1.11)
p,
where
1
K(n, q) =
n! mn
1
K (n, q) =
n! mn
1
0
|Bn (t)|q dt
1
1
q
1
q
These inequalities are sharp for 1 < p and the best possible for p = 1.
(1.12)
Proof. Inequalities (1.11) and (1.12) follow immediately after applying Holders inequality to the remainders in formulae (1.9) and (1.10) and using the fact that functions Bn (t)
are periodic. To prove that the inequalities are sharp, put
f (n) (t) = sgnBn (x mt) |Bn(x mt)|1/(p1)
(n)
for
p = in
(1.12).
1
0
f (n) (t) dt
is the best possible inequality (compare with the proof of Theorem 2.2 in Section 2.3).
Corollary 1.1 Let f : [0, 1] R be such that f (n) L [0, 1]. Let x [0, 1]. If n is odd,
then we have
1
0
f (t)dt
1 m1
f
m k=0
x+k
(4 21n)|Bn+1 |
f (n)
+ Tn (x)
m
mn (n + 1)!
(1.13)
and for n = 1
1
0
f (t)dt
1 m1
f
m k=0
x+k
m
1 1
1
+ x
m 4
2
(1.14)
while for n 3
1
0
f (t)dt
1 m1
f
m k=0
f (n)
mn n!
x+k
m
+ Tn1(x)
(1.15)
2
|Bn+1 (x) Bn+1(x1 )| ,
n+1
where x1 [0, 1] is such that Bn (x1 ) = Bn (x) and x1 = x, except when Bn1 (x) = 0. If x = 0
or x = 1, take x1 = 1/2.
If n is even, then we have
1
0
f (t)dt
1 m1
f
m k=0
x+k
m
+ Tn (x)
4 f (n)
4 f (n)
|B
max |Bn+1 (t)|,
(x
)|
=
n+1
1
mn (n + 1)!
mn (n + 1)! t[0,1]
(1.16)
f (t)dt
1 m1
f
m k=0
f (n)
mn n!
x+k
m
+ Tn1(x)
(1.17)
4
|Bn+1 (x)| .
n+1
1/2
0
The second integral has no zeros on (0, 1/2), so we can calculate it easily. The first integral,
however, has two zeros. One is obviously x and the other is x1 , where x1 [0, 1/2] and
Bn (x1 ) = Bn (x). When 1/2 x 1, the statement follows similarly.
Next, assume 0 x 1/2. Since Bn (t) are symmetric about t = 1/2 for an even n, we
1/2
can rewrite K (n, 1) as 2 0 |Bn (t) Bn (x)| dt. As Bernoulli polynomials are monotonous
on (0, 1/2) for an even n, inequality (1.17) follows. For 1/2 x 1 the statement follows
analogously. Using similar arguments we get (1.16).
Remark 1.1 For m = 1, formulae (1.9) and (1.10) reduce to (1.1) and (1.2), and thus
give all the results from [29] i.e. the generalizations of Ostrowskis inequality; especially,
(1.14) produces the classical Ostrowskis inequality for m = 1.
For m = 1 and n = 2, (1.17) gives an improvement of a result obtained in [37]. This
was discussed in detail in [29].
Further, taking m = 1 and n = 3 in (1.15) produces a result obtained in [4]. These
results are therefore a generalization of the results from that paper.
Corollary 1.2 Let f : [0, 1] R be such that f (n) L1 [0, 1] and x [0, 1]. For n = 1, we
have
1
0
1
0
f (t)dt
1 m1
f
m k=0
x+k
m
f (t)dt
1 m1
f
m k=0
x+k
m
f 1
B1 (x)
[ f (1) f (0)]
,
m
2m
(1.18)
1
1
+ x
2
2
(1.19)
f
m
f (t)dt
1 m1
f
m k=0
x+k
2 f (n) 1
,
+ Tn (x) <
m
(1 2n1)(2 m)n
(1.20)
f (t)dt
<
1 m1
f
m k=0
f (n) 1
mn n!
x+k
m
+ Tn1(x)
2n!
(1 2n1)(2 )n
(1.21)
+ |Bn (x)| ,
f (t)dt
1 m1
f
m k=0
x+k
m
+ Tn (x)
f (t)dt
1 m1
f
m k=0
x+k
m
+ Tn1(x)
|Bn |
f (n) 1 ,
mn n!
(1.22)
(1.23)
f (n) 1
(1 2n)|Bn | + 2n Bn Bn (x) .
mn n!
Proof. Put p = 1 in Theorem 1.3. Inequalities (1.18) and (1.19) follow by direct calculation. Using estimations of the maximal value of Bernoulli polynomials (cf. [1]), we get
(1.20), (1.21) and (1.22). Finally, since Bn (t) are symmetric about t = 1/2 for an even n,
it is enough to consider them on (0, 1/2) and there they are monotonous. So the maximal
value of |Bn (t) Bn(x)| is obtained either for t = 0 or for t = 1/2. Using formula
max {|A|, |B|} =
1
(|A + B| + |A B|),
2
(1.23) follows.
Corollary 1.3 Let f : [0, 1] R be such that f (n) L2 [0, 1] and x [0, 1]. Then we have
1
0
1
0
f (t)dt
1 m1
f
m k=0
x+k
m
+ Tn (x)
f (t)dt
1 m1
f
m k=0
x+k
m
+ Tn1(x)
f (n) 2
mn n!
(n!)2
|B2n | + B2n(x)
(2n)!
f (n)
mn
|B2n |
(2n)!
1/2
(1.24)
(1.25)
1/2
Proof. Both inequalities follow by direct calculation after taking p = 2 in Theorem 1.3.
in x = 0 and x = 1 (for n 4). Of course, the minimal value is of greater interest. In that
case, the quadrature formulae take the following form
1
0
1
0
1
4
1
f (t)dt
4
f (t)dt
f (1) + 4 f
f (0) + 4 f
1
f (0)
4
3
f (1)
4
Also, if we take these parameters and put them in (1.10), then add them up and divide by
2, we get a two-point formula where the integral is approximated by values of the function
in x = 1/4 and x = 3/4. The error estimation for this formula can be deduced from the
following, more general, estimation. Using triangle inequality, we get
1
0
f (t)dt
(n2)/2
j=1
1 m1
f
2m k=0
x+k
+f
m
1x+k
m
B2 j (x)
[ f (2 j1) (1) f (2 j1)(0)]
(2 j)! m2 j
f (n)
mn n!
4
|Bn+1 (x)| .
n+1
Therefore, this formula gives the best error estimate for x = 1/4.
On the other hand, inequality (1.15) behaves quite oppositely (this is the case when
n is odd and n 3). Observe that x1 is a decreasing function of x and it is differentiable
on (0, 1/2). This is sufficient since the function on the right-hand side of that inequality
(denote it by F(x)) obtains the same value for x and 1 x. For 0 x 1/2, we get
F (x) = (1)(n+1)/2 n(1 2|x x1|)Bn1 (x).
Since F (x) changes sign from positive to negative when passing through point
(0, 1/2) such that Bn1 ( ) = 0, we conclude that F(x) obtains maximal value at .
Note that is close to 1/4, but a bit smaller. Minimum is then obtained at the end points of
the interval i.e. for x = 0 and x = 1/2 (the same value is obtained at both of these points).
1
f (t)dt [ f (0) + f (1)] CT (m, q) f (m)
2
p,
m = 1, 2
where
1
CT (1, 1) = ,
4
1
CT (1, ) = ,
2
CT (2, 1) =
1
,
12
1
CT (2, ) = ,
8
10
while for m = 2, 3, 4
1
0
1
1
f (t)dt [ f (0) + f (1)] + [ f (1) f (0)] CT (m, q) f (m)
2
12
p,
where
1
1
1
, CT (3, 1) =
, CT (4, 1) =
,
192
720
18 3
1
1
1
CT (2, ) = , CT (3, ) = , CT (4, ) =
.
12
384
72 3
CT (2, 1) =
f (t)dt f
1
2
CM (m, q) f (m)
p,
m = 1, 2
where
1
CM (1, 1) = ,
4
1
CM (1, ) = ,
2
CM (2, 1) =
1
,
24
1
CM (2, ) = ,
8
while for m = 2, 3, 4
1
0
f (t)dt f
1
1
[ f (1) f (0)] CM (m, q) f (m)
2
24
p,
where
1
1
7
, CM (3, 1) =
, CM (4, 1) =
,
192
5760
18 3
1
1
1
CM (2, ) = , CM (3, ) = , CM (4, ) =
.
12
384
72 3
CM (2, 1) =
Chapter
Introduction
In this chapter we study, for each real number x [0, 1/2], the general two-point quadrature
formula
1
1
(2.1)
f (t)dt = [ f (x) + f (1 x)] + E( f ; , x)
2
0
with E( f ; x) being the remainder. This family of two-point quadrature formulae was considered by Guessab and Schmeisser in [65] and they established sharp estimates for the
remainder under various regularity conditions. The aim of this chapter is to establish general two-point formula (2.1) using identities (1.1) and (1.2) and give various error estimates
for the quadrature rules based on such generalizations. In Section 2 we use the extended
Euler formulae to obtain two new integral identities. We call them the general Euler twopoint formulae. In Section 3, we prove a number of inequalities which give error estimates
for the general Euler two-point formulae for functions whose derivatives are from the
L p -spaces, thus we extend the results from [65] and we generalize the results from papers [24]-[26], [77] and [78]. These inequalities are generally sharp (in case p = 1 the best
possible). Special attention is devoted to the case where we have some boundary conditions and in some cases we compare our estimates with the Finks estimates ([65], [43]).
In Section 4 we give a variant of the inequality proved in the paper [84] and we use those
results to prove some inequalities for the general Euler two-point formula. The general Euler two-point formulae are used in Section 5 with functions possessing various convexity
and concavity properties to derive inequalities pertinent to numerical integration. In Section 6 we generalize estimation of two-point formula by using pre-Gruss inequality and in
Section 7 we give Hermite-Hadamards inequalities of Bullen type.
11
12
1
[ f (x) + f (1 x)] .
2
(2.2)
In the next theorem we establish two formulae which play the key role in this chapter. We
call them the general Euler two-point formulae.
Theorem 2.1 Let f : [0, 1] R be such that f (n1) is a continuous function of bounded
variation on [0, 1], for some n 1. Then for each x [0, 1/2]
1
0
and
1
0
(2.3)
(2.4)
where
R 1n ( f ) =
1
2(n!)
1
0
1
2(n!)
1
0
13
Proof. Put x x and x 1 x in formula (1.1) to get two new formulae. Then multiply
these new formulae by 1/2 and add them up. The result is formula (2.3). Formula (2.4) is
obtained from (1.2) by the same procedure.
Remark 2.1 If in Theorem 2.1 we choose x = 0, 1/2, 1/3, 1/4 we get Euler trapezoid
[24], Euler midpoint [22], Euler two-point Newton-Cotes [78] and Euler two-point Maclaurin formulae respectively.
By direct calculations for each x [0, 1/2], we get
0t x
2t,
F1x (t) = Gx1 (t) = 2t + 1, x < t 1 x ,
2t + 2, 1 x < t 1
2
0t x
2t + 2x2 2x + 1/3,
x
x < t 1x ,
G2 (t) = 2t 2 2t + 2x2 + 1/3,
2
2t 4t + 2x2 2x + 7/3, 1 x < t 1
2
0t x
2t ,
F2x (t) = 2t 2 2t + 2x, x < t 1 x
2
2t 4t + 2, 1 x < t 1
and
2t 3 + (6x2 + 6x 1)t,
+ 6x2 6x + 3,
0t x
x < t 1x
(2.5)
(2.6)
(2.7)
(2.8)
1 x < t 1.
Gxk (t)
(2.9)
(2.10)
Further, the points 0 and 1 are zeros of Fkx (t) = Gxk (t) Gxk (0), k 2, that is
Fkx (0) = Fkx (1) = 0, k 1. As we shall see below, 0 and 1 are the only zeros of F2xj (t) for
j 2 and x 0, 12 21 3
(1)k B
,1
2 3 2
Bk (1/2) =
k (1/2), k 1, which implies that B2 j1 (1/2) = 0, j 1. Using the
above formulae, we get F2xj1 (1/2) = Gx2 j1 (1/2) = 0, j 1. We shall see that 0, 1/2
and 1 are the only zeros of F2xj1 (t) = Gx2 j1 (t), for j 2 and x 0, 12 21 3
Also, note that for x [0, 1/2], j 1
,1
2 3 2
(2.11)
14
Lemma 2.1 For k 2 we have Gxk (1 t) = (1)k Gxk (t), 0 t 1 and Fkx (1 t)
= (1)k Fkx (t), 0 t 1.
Proof. As the functions Bk (t) are periodic with period 1 and continuous for k 2.
Therefore, for k 2 and 0 t 1 we have
Gx (1 t) = Bk (x 1 + t)+ Bk (x + t)
k
0 t x,
Bk (x + t) + Bk (1 x + t),
x < t 1 x,
= Bk (x + t) + Bk (x + t),
0 t x,
Bk (1 x t)+ Bk (x t),
Bk (1 x t)+ Bk (1 + x t), x < t 1 x,
Note that the identities established in Lemma 2.1 are valid for k = 1, too, except at the
points x, and 1 x of discontinuity of F1x (t) = Gx1 (t).
1
Lemma 2.2 For k 2 and x 0, 12 21 3 2
, 1 the function Gx2k1 (t) has no zeros
3 2
in the interval (0, 1/2). For 0 < t < 1/2 the sign of this function is determined by
1
1
(1)k1 Gx2k1 (t) > 0, x 0,
2 2 3
Proof.
1 1
, .
2 3 2
For k = 2, Gx3 (t) is given by (2.8) and it is easy to see that for each
x 0, 12 21 3
Gx3 (t) < 0, 0 < t <
and for each x
1
2
,1
2 3 2
1
Gx3 (t) > 0, 0 < t < .
2
Thus, our assertion is true for k = 2. Now, assume that k 3. Then 2k 1 5 and Gx2k1 (t)
is continuous and at least twice differentiable function. Using (A-2) we get
Gx 2k1 (t) = (2k 1)Gx2k2(t)
15
Let us suppose that Gx2k3 has no zeros in the interval 0, 12 . We know that 0 and 12 are
zeros of Gx2k1 (t). Let us suppose that some , 0 < < 12 , is also a zero of Gx2k1 (t). Then
inside each of the intervals (0, ) and , 12 the derivative Gx 2k1 (t) must have at least one
zero, say 1 , 0 < 1 < and 2 , < 2 < 12 . Therefore, the second derivative Gx 2k1 (t)
must have at least one zero inside the interval (1 , 2 ) . Thus, from the assumption that
Gx2k1 (t) has a zero inside the interval 0, 12 , it follows that (2k 1)(2k 2)Gx2k3(t) also
has a zero inside this interval. Thus, Gx2k1 (t) can not have a zero inside the interval 0, 12 .
To determine the sign of Gx2k1 (t), note that
Gx2k1 (x) = B2k1 (1 2x).
We have [1, 23.1.14]
1
(1)k B2k1 (t) > 0, 0 < t < ,
2
1 1
, .
2 3 2
Consequently, we have
(1)k1 Gx2k1 (t) > 0, 0 < t <
and
(1)k Gx2k1 (t) > 0, 0 < t <
1
1
1
for x 0,
2
2 2 3
1 1
1
for x , .
2
2 3 2
x
(t) and (1)k Gx2k (t)
Corollary 2.1 For k 2 and x 0, 12 21 3 the functions (1)k F2k
are strictly increasing on the interval (0, 1/2), and strictly decreasing on the interval
x
(1/2, 1). Also, for x 21 3 , 12 the functions (1)k1 F2k
(t) and (1)k1 Gx2k (t) are strictly
increasing on the interval (0, 1/2), and strictly decreasing on the interval (1/2, 1). Further, for k 2, we have
x
(t)| = 2 |B2k (1/2 x) B2k (x)|
max |F2k
t[0,1]
and
t[0,1]
16
and (1)k1 Gx2k1 (t) > 0 for 0 < t < 1/2 and x 0, 12 21 3 , by Lemma 2.2. Thus,
x (t) and (1)k Gx (t) are strictly increasing on the interval (0, 1/2). Also, by
(1)k F2k
2k
x (1 t) = F x (t), 0 t 1 and Gx (1 t) = Gx (t), 0 t 1,
Lemma 2.1, we have F2k
2k
2k
2k
x (t) and (1)k Gx (t) are strictly decreasing on the interval
which implies that (1)k F2k
2k
x (0) = F x (1) = 0, which
(1/2, 1). The proof of second statement is similar. Further, F2k
2k
x
implies that F2k (t) achieves its maximum at t = 1/2, that is
x
x
max |F2k
(t)| = |F2k
(1/2)| = 2 |B2k (1/2 x) B2k (x)| .
t[0,1]
Also
max |Gx2k (t)| = max {|Gx2k (0)| , |Gx2k (1/2)|} = 2 max {|B2k (x)| , |B2k (1/2 x)|} , (2.12)
t[0,1]
x
(t) dt =
F2k1
1
0
Gx2k1 (t) dt =
,1
2 3 2
we have
2
|B2k (1/2 x) B2k (x)| .
k
Also, we have
1
0
x
|F2k
(t)| dt = B 2k (x) = 2 |B2k (x)| and
1
0
1/2
1 x
1/2
G (t)|
2k 2k 0
0
2
1
= |Gx2k (1/2) Gx2k (0)| = |B2k (1/2 x) B2k (x)| ,
k
k
Gx2k1 (t) dt = 2
Gx2k1 (t)dt = 2
x
|F2k
(t)| dt =
1
0
x
F2k
(t)dt =
1
0
1
1
Gx (t) B 2k (x) = B 2k (x) ,
2k + 1 2k+1 0
which proves the second assertion. Finally, we use (2.10) again and the triangle inequality
to obtain the third formula.
2.3 I NEQUALITIES
2.3
17
In this section we use formulae established in Theorem 2.1 to prove a number of inequalities using L p norms for 1 p . These inequalities are generally sharp (in case p = 1
the best possible). Special attention is devoted to the case where we have some boundary conditions and in some cases we compare our constants with the Fink constants ([65],
[43]).
Theorem 2.2 Assume (p, q) is a pair of conjugate exponents, 1 p, q and
f : [0, 1] R is such that f (n) L p [0, 1] for some n 1. Then for every x [0, 1/2],
we have
1
f (t)dt D(x) + Tn1(x) K(n, p, x) f (n) p ,
(2.13)
0
and
1
0
p,
(2.14)
where
K(n, p, x) =
1
2(n!)
1
0
1
q
|Fnx (t)|q dt
, K (n, p, x) =
1
2(n!)
1
0
|Gxn (t)|q dt
1
q
The constants K(n, p, x) and K (n, p, x) are sharp for 1 < p and the best possible for
p = 1.
Proof. Applying the Holder inequality we have
1
2(n!)
1
0
1
2(n!)
1
q
|Fnx (t)|q dt
f (n)
= K(n, p, x) f (n)
p.
Using the above inequality from (2.4) we get estimate (2.13). In the same manner, from
(2.3) we get estimate (2.14). Now, we consider the optimality of K(n, p, x). We shall find
a function f such that
1
0
1
0
|Fnx (t)|q dt
1
q
1
0
| f (n) (t)| p dt
1
p
(2.15)
where for p = we put f (n) (t) = sgnFnx (t). For constant K (n, p, x) the proof of sharpness
is analogous. For p = 1 we shall prove that
1
0
1
0
| f (n) (t)|dt
(2.16)
18
is the best possible inequality. Suppose that |Fnx (t)| attains its maximum at t0 (0, 1). First,
(n1)
we assume that Fnx (t0 ) > 0. For small enough define f
(t) by
t t0
0,
(n1)
(t) = 1 (t t0 ), t [t0 ,t0 + ] .
f
1,
t t0 +
Then, for small enough
1
0
t0 +
(n)
t0
1
1
Fnx (t) dt =
t0 +
t0
Fnx (t)dt.
t0 +
t0
Since,
1
0
lim
t0 +
t0
t0 +
t0
1
dt = Fnx (t0 ).
t t0
1,
(n1)
(t) = 1 (t t0 ), t [t0 ,t0 + ]
f
0,
t t0 +
and the rest of proof is the same as above. Proof of the best possibility of the second
inequality is similar.
1
2(2k)!
1
2(2k + 1)!
1
2(2k + 2)!
1
0
1
0
|Gx2k (t)|q dt
1
q
1
0
1
q
|Gx2k+1 (t)|q dt
1
p
| f (2k) (t)| p dt
1
0
|f
(2k+1)
(t)| dt
1
p
and
1
0
1
0
x
|F2k+2
(t)|q dt
1
q
1
0
|f
(2k+2)
(t)| dt
1
p
In the following theorem we are interested in sharpness of the above estimates in the
presence of boundary conditions.
2.3 I NEQUALITIES
19
1
f (t)dt D(x)
2(2k)!
1
0
|Gx2k (t)|q dt
1
q
1
0
|f
(2k)
1
p
(t)| dt
(2.17)
1
f (t)dt D(x)
2(2k + 1)!
1
0
|Gx2k+1 (t)|q dt
1
q
1
0
|f
(2k+1)
(t)| dt
|f
(2k+2)
1
p
. (2.18)
1
f (t)dt D(x)
2(2k + 2)!
1
0
x
|F2k+2
(t)|q dt
1
q
1
0
(t)| dt
1
p
. (2.19)
Inequality (2.17) is sharp for p = 2 and inequalities (2.18) and (2.19) are sharp for
1 < p and best possible for p = 1.
Proof. Inequality (2.17) is sharp since a function f for which we have equality in (2.14)
in case p = 2, n = 2k is defined by f (2k) (t) = Gx2k (t), so we can choose f such that
f (2k1) (t) =
1
1
Gx2k+1 (t), f (2k3) (t) =
Gx (t)
2k + 1
(2k + 1)(2k + 2)(2k + 3) 2k+3
and generally
f (2i1) (t) =
1
Gx
(t), i = 1, . . . , k
(2k + 1)(2k + 2) . . .(4k 2i + 1) 4k2i+1
which give f (2i1) (0) = f (2i1) (1) = 0, i = 1, . . . , k. With regard to the sharpness
or the best possibility of inequality (2.18), notice first that approximation 01 f (t)
D(x) T2k (x) is exact of order 2k + 1. Take any function f which is optimal for inequality (2.13) in case n = 2k + 1, 1 p . Set
2k
We have
so
20
which gives a2k , a2k1 . Using g(2k3) and conditions g(2k3) (0) = 0 = g(2k3) (1) we analogously obtain a2k2 , a2k3 and so on. So, the function g is also optimal for (2.13) and
satisfies boundary conditions g(2i1) (1) = g(2i1) (0), i = 1, . . . , k. Inequality (2.19) can be
treated in the same way.
f (t)dt D(x)
4x2 + (1 2x)2
L.
4
(2.20)
Proof. Using (2.5) for each x [0, 1/2] and applying (2.13) with n = 1 and p = we
get the above inequality.
Remark 2.3 The inequality (2.20), has been proved by A. Guessab and G. Schmeisser on
interval [a, b] in [65] (see also [33]). They also proved that this inequality is sharp for each
admissible x. Equality is attained exactly in the case of equality in Theorem 2.2 where we
put f (t) = sgnF1x (t).
Corollary 2.4 Let f : [0, 1] R be such that f is L-Lipschitzian on [0, 1]. Then for each
x [0, 1/4]
1
0
f (t)dt D(x)
1
1
1 2
x x
+ (1 4x)3/2 L
2
6
6
(2.21)
1
1 2
x x+
L.
2
6
(2.22)
f (t)dt D(x)
Proof. Using (2.7) for each x [0, 1/4] and applying (2.13) with n = 2 and p = we
get the above inequalities.
Remark 2.4 The inequalities (2.21) and (2.22) have been proved by A. Guessab and G.
Schmeisser on interval [a, b] in [65]. They also proved that these inequalities are sharp for
each admissible x.
Corollary 2.5 Let f : [0, 1] R be such that f is L-Lipschitzian on [0, 1]. Then for each
x 0, 12 21 3
1
0
for each x
1
2
f (t)dt D(x) +
B2 (x)
1
[ f (1) f (0)] (1 12x2)3/2 L,
2
18 3
21 3 , 21 3
1
0
f (t)dt D(x) +
1
4
x2 + x
3
6
B2 (x)
[ f (1) f (0)]
2
3/2
1
(1 12x2)3/2 L
18 3
2.3 I NEQUALITIES
and for each x
1
21
,1
2 3 2
f (t)dt D(x) +
4
B2 (x)
1
[ f (1) f (0)]
x2 + x
2
3
6
3/2
L.
1
0
= 4
|Gx2 (t)| dt = 2
1
2
1/2
0
2
112x
2 3
0
1
2
for each x
1
0
Gx2 (t)dt
|Gx2 (t)|dt = 2
1
1
2
= 4 Gx3 (t)|0
3
= 4
1
2
Gx2 (t)dt + 2
2
112x
2 3
2
112x
2 3
4
= Gx3
3
Gx2 (t)dt
1 12x2
2 3
,1
2 3 2
2
112x
2 3
x2 +x+ 16
4
=
Gx3
3
1
2
21 3 , 21 3
|Gx2 (t)| dt
1/2
Gx2 (t)dt
x2 + x
1
6
Gx3
1 12x2
2 3
we get
|Gx2 (t)| dt = 4
x2 +x 16
0
4
Gx2 (t)dt = Gx3
3
x2 + x
1
6
Remark 2.5 In Theorem 2.3 it was proved that inequality (2.17) is sharp just for p = 2.
We mention here that comparing the sharp constant from Guessab and Schmeisser in [65]
in case p = and our constant, we conclude that inequality (2.17) is not generally sharp.
Namely, our constant for boundary conditions f (1) = f (0), n = 2 and x = 0 is 1/(18 3),
while they have 1/32 (note that the sharpness of inequality (2.17) under conditions f (1)
= f (0) implies the sharpness of the same inequality under conditions f (1) = f (0) = 0).
Corollary 2.6 Let f : [0, 1] R be such that f is L-Lipschitzian on [0, 1]. Then for each
x 0, 12 21 3
1
0
f (t)dt D(x) +
B2 (x)
[ f (1) f (0)]
2
x3 x2
1
+
L,
6
8 192
22
for each x
21 3 , 14
1
f (t)dt D(x) +
B2 (x)
[ f (1) f (0)]
2
2
x3 x2
1
1
1
+
+
3x2 + 3x
6
8 192 6
2
L,
1
1
4, 2 3
for each x
1
0
and for each x
1
f (t)dt D(x) +
x3 x2
1
1
+
+ (1 12x2)2 L,
6
8 192 96
,1
2 3 2
f (t)dt D(x) +
B2 (x)
[ f (1) f (0)]
2
1
B2 (x)
x3 x2
[ f (1) f (0)] +
L.
2
6
8 192
|F3x (t)| dt = 2
1/2
0
1 x
=
G
2 4
1
2
for each x
1
0
for each x
1/2
1
1/2
F3x (t)dt = 2 Gx4 (t)|0
4
0
1
1
1
B 4(x) = F4x
,
2
2
2
|F3x (t)|dt = 2
21 3 , 14
|F3x (t)| dt = 2
1/2
0
F3x (t)dt + 4
3x2 +3x 21
0
F3x (t)dt
1
Gx4
2
1
2Gx4
2
3x2 + 3x
1
2
1
Fx
2 4
1
2F4x
2
3x2 + 3x
1
2
+ B 4 (x)
1
1
4, 2 3
1
0
|F3x (t)| dt
= 2
1/2
0
F3x (t)dt + 4
112x2
2
F3x (t)dt
2.3 I NEQUALITIES
23
1
=
Gx4
2
1
2Gx4
2
1
Fx
2 4
1
2F4x
2
=
1
,1
2 3 2
|F3x (t)| dt = 2
1 1 12x2
2
1 1 12x2
2
+ B 4 (x)
we get
1/2
0
F3x (t)dt =
1 x
G
2 4
1
1
B 4 (x) = F4x
2
2
1
.
2
Remark 2.6 Let f : [0, 1] R be such that f (n1) is L-Lipschitzian on [0, 1] for some
n 3. Then for each x 0, 12 21 3
K(2k 1, , x) =
K (2k, , x) =
,1
2 3 2
2
B2k
(2k)!
1
2
|B2k (x)| and K(2k, , x) =
|B2k (x)| .
(2k)!
(2k)!
If in the first inequality in Corollary 2.6 we put k = 2 we get the same inequalities as in
1
Corollary 2.6 when x is from intervals 0, 12 2
and 21 3 , 12 .
3
Remark 2.7 If in Corollaries 2.3, 2.4, 2.5, 2.6 and Remark 2.6 we choose x = 0, 1/2, 1/3
we get inequalities related to trapezoid (see [14], [38], and [24]), midpoint (see [15], [39]
and [22]) and two-point Newton-Cotes (see [78]), respectively. For x = 1/4 in Corollaries
2.3, 2.4, 2.5 and 2.6 we get inequalities related to two-point Maclaurin formulae (see [33]).
Corollary 2.7 Let f : [0, 1] R be continuous of bounded variation on [0, 1]. Then for
x [0, 1/2]
1
1 + |4x 1| 1
V0 ( f ).
f (t)dt D(x)
(2.23)
4
0
Proof. From (2.5) we have maxt[0,1] |F1x (t)| = max {2x, 2x + 1} = max{A, B}, where
A = 2x, B = 2x + 1. Also, max{A, B} = 12 (A + B + |A B|), so using this formula applying (2.13) with n = 1 and p = 1 we get the above inequality.
Remark 2.8 The inequality (2.23) has been proved by Dragomir in [34].
Corollary 2.8 Let f : [0, 1] R be such that f is continuous of bounded variation on
[0, 1]. Then for each x [0, 1/4]
1
0
f (t)dt D(x)
4x2 4x + 1 + |4x2 + 4x 1| 1
V0 ( f )
16
(2.24)
24
f (t)dt D(x)
x2 1
V ( f ).
2 0
(2.25)
t[0,1]
1
2
and for each x [1/4, 1/2], maxt[0,1] |F2x (t)| = 2x2 . So using these two formulae and
applying (2.13) with n = 2 and p = 1 we get the inequalities (2.24) and (2.25).
f (t)dt D(x) +
1
B2 (x)
x
[ f (1) f (0)] x2 +
V 1 ( f ).
2
2 12 0
t[0,1]
1
2
Remark 2.9 We mention here that comparing the best possible constant from Guessab
and Schmeisser in [65] in case p = 1 and our constant, we conclude that inequality
(2.17) is not generally the best possible. Namely, our constant for boundary conditions
f (1) = f (0), n = 2 and x = 0 is 1/12, while they have 1/16.
Corollary 2.10 Let f : [0, 1] R be such that f is continuous of bounded variation on
[0, 1]. Then for each x [0, 1/4]
1
0
f (t)dt D(x) +
1
B2 (x)
[ f (1) f (0)] 1 12x2
2
72 3
3/2
V01 ( f )
f (t)dt D(x) +
B2 (x)
1
1
[ f (1) f (0)]
x2 + x
2
3
6
t[0,1]
|F3x (t)|
= F3
1 12x2
2 3
3/2
V01 ( f ).
2.3 I NEQUALITIES
1
2
for each x
max
t[0,1]
21 3 , 14
|F3x (t)|
for each x
max
25
t[0,1]
= max
F3
F3
1 12x2
2 3
, F3
x2 + x
1
6
, F3
x2 + x
1
6
1
1
4, 2 3
|F3x (t)|
= max
,1
2 3 2
1 12x2
2 3
we get
max |F3x (t)| = F3
t[0,1]
x2 + x
1
6
Remark 2.10 Let f : [0, 1] R be such that f (n1) is a continuous function of bounded
variation on [0, 1] for some n 3. Then for each x 0, 12 21 3
lary 2.1 we get
1
max F x (t) ,
K(2k 1, 1, x) =
2(2k 1)! t[0,1] 2k1
K (2k, 1, x) =
1
B2k
(2k)!
,1
2 3 2
, from Corol-
1
x B2k (x)
2
1
1
.
max |B2k (x)| , B2k
x
(2k)!
2
If in the first inequality in Corollary 2.10 we put k = 2 we get the same inequalities as in
Corollary 2.10 when x is from intervals 0, 12 21 3 and 21 3 , 12 .
and K(2k 1, 1, x) =
Remark 2.11 If in Corollaries 2.7, 2.8, 2.9, 2.10 and Remark 2.10 we choose x = 0, 1/2,
1/3 we get inequalities related to trapezoid (see [14], [38] and [24]), midpoint (see [15],
[39] and [22])) and two-point Newton-Cotes (see [78]), respectively. For x = 1/4 in Corollaries 2.7, 2.8, 2.9 and 2.10 we get inequalities related to two-point Maclaurin formulae
(see [34]).
Now, we calculate the optimal constant for p = 2.
Corollary 2.11 Let f : [0, 1] R be such that f (n) L2 [0, 1] for some n 1. Then for
each x [0, 1/2], we have
1
0
4 2
1 2(1)n1
[B2n + B2n(1 2x)] +
B (x)
2
(2n)!
(n!)2 n
1/2
f (n) 2 ,
26
and
1
0
1 2(1)n1
[B2n + B2n(1 2x)]
f (t)dt D(x) + Tn(x)
2
(2n)!
1/2
f (n) 2 .
Proof. Using integration by parts and also using Lemma 1 from [29] we have
1
0
n(n 1) . . .2
1
(n + 1)(n + 2) . . .(2n 1) 2n
= (1)n1
2(n!)2
2
(2n)!
= (1)n1
2(n!)2
[B2n + B2n(1 2x)].
(2n)!
1
0
Now,
1
0
Fnx 2 (t)dt =
=
1
0
1
0
= (1)n1
1
0
2(n!)2
[B2n + B2n(1 2x)] + 4B2n(x).
(2n)!
1
q
, 1 < p .
(2.26)
Remark 2.14 (2.26) has been proved by S.S. Dragomir on interval [a, b] in [33].
Remark 2.15 If in Remark 2.13 we chose x = 0, 1/2, 1/3, 1/4 we get inequality related to
trapezoid (see [24]), midpoint (see [22]), two-point Newton-Cotes (see [78]) and two-point
Maclaurin formulae (see [33]), respectively.
In the following theorem using the formula (2.3) and one technical result from the
recent paper [77] we obtain Gruss type inequalities related to the general Euler two-point
formula (see [77]).
2.4 I NEQUALITIES
27
Theorem 2.4 Suppose that f : [0, 1] R is such that f (n) L1 [0, 1] for some n 1.
Assume that
mn f (n) (t) Mn , 0 t 1,
for some constants mn and Mn . Then for x [0, 1/2]
1
0
where Cn =
(2.27)
1
1
x
4(n!) 0 |Gn (t)|dt.
Remark 2.16 If in Theorem 2.4 we chose x = 0, 1/2, 1/3 we get inequalities related to
trapezoid, midpoint and two-point Newton-Cotes formulae (see [77]). For x = 1/4 we get
inequalities related to two-point Maclaurin formulae.
Our final results are connected with the series expansion of a function in Bernoulli
polynomials.
Theorem 2.5 If f : [0, 1] R is such that f (2k) is a continuous function on [0, 1], for
some k 2 then there exists a point [0, 1] such that
1
B2k (x) (2k)
1
1 1
f ( ) for x 0, ,
R 22k ( f ) =
[(2k)!]
2 2 3
2 3 2
(2.28)
Jk
, where
Proof. We can rewrite R 22k ( f ) for x 0, 12 21 3 as R 22k ( f ) = (1)k 2[(2k)!]
x (s) f (2k) (s)ds. From Corollary 2.1 follows that (1)k F x (s) 0,
Jk = 01 (1)k F2k
2k
0 s 1 and the claim follows from the mean value theorem for integrals and
Corollary 2.2. The proof on interval 21 3 , 12 is similar.
,1
2 3 2
(2.29)
(2k)! 2k
2k
28
1
(x) (x)dx < (0),
8
(2.30)
where (x) = x x 12 .
The aim of this section is to give a variant of this inequality, which involves a periodic
function , and use those results to prove some inequalities for the general Euler two-point
formula. The results from this section are published in [72].
Theorem 2.6 Let : I R, I R, be a monotone function, and let : R R be a
periodic function with period P such that for some a R and n N, [a, a + nP] I.
Suppose that there exists some x0 (a, a + P) such that (x0 ) = 0, (x) 0 for all
x [a, x0 ) and (x) 0 for all x (x0 , a + P]. Suppose also that aa+P (x) dx = 0. If
function is increasing on [a, a + nP], then
a+nP
a
(x) (x) dx
1
( (a + nP) (a))
2n
a+nP
a
| (x)| dx,
(2.31)
and this inequality is sharp. If function is decreasing on [a, a + nP], then inequality
(2.31) is reversed.
Proof. First we will consider the case of increasing function .
Since function is periodic with period P, from the conditions on we can deduce
that for all k {0, ..., n 1}
a+(k+1)P
a+kP
(x)dx = 0,
(xk ) = 0, xk = x0 + kP
(x) 0, x [a + kP, xk )
(x) 0, x (xk , a + (k + 1)P] .
a+nP
a
a+(k+1)P
k=0 a+kP
n1
xk
k=0
a+kP
n1
(x) (x)dx =
2.4 I NTEGRATION
29
a+(k+1)P
xk
n1
( (xk ) (a + kP))
a+kP
k=0
+ ( (xk ) (a + (k + 1)P))
( (a + nP) (a))
1
2n
a+(k+1)P
xk
a+nP
a
(x)dx
(x)dx + ak
n1
| (x)|dx + ak ,
k=0
where
xk
ak =
a+kP
a+(k+1)P
xk
Due to the fact that is increasing function on I, we can deduce that ak 0 for all
k {0, ..., n 1}, i.e. n1
k=1 ak 0. Immediately it follows that the inequality (2.31) is
valid.
In order to prove the sharpness we will define function : [a, a + nP] R with
(x) =
a + kP,
x [a + kP, xk ]
a + (k + 1)P, x (xk , a + (k + 1)P]
for all k {0, ..., n 1}. It is obvious that function is increasing on [a, a + nP], and for
any function which fulfils the conditions of this theorem we have:
a+nP
n1
(x) (x)dx =
n1
xk
k=0
a+kP
k=0 a+kP
= (a + kP)
n1
= (a + kP)
P n1
2 k=0
a+(k+1)P
a+kP
(x) (x)dx
(x)dx + (a + (k + 1)P)
a+(k+1)P
k=0 a+kP
= 0+
a+(k+1)P
n1
(x)dx P
xk
a+(k+1)P
k=0 xk
| (x)|dx =
a+(k+1)P
(x)dx
(x)dx
1
( (a + nP) (a))
2n
a+nP
a
| (x)|dx,
30
Remark 2.18 If we consider inequality (2.31) for a periodic function with period P
such that (x) 0 on [a + kP, x0 ), (x0 ) = 0 and (x) 0 on (x0 , a + (k + 1)P], then we
can use inequality (2.31) with function defined as (x) = (x), for x R.
Now we shall show how can Theorem 2.6 be used in order to obtain some inequalities for general Euler two-point formula. Let f C2r1 ([a, b], R) for some r 2, and let
y [a, (a + b)/2]. We have the general Euler two-point formula
b
a
where x =
ya
ba .
ba
[ f (y) + f (a + b y)] Tr1(y)
2
(b a)2r1 b x
za
+
F
f (2r1) (z)dz,
2(2r 1)! a 2r1 b a
f (t)dt =
(2.32)
Tk (y) =
(b a)2 j
B2 j
j=2 (2 j)!
ya
ba
(2.33)
Theorem 2.7 Let f : [a, b] R be such that for some r 2 derivative f (2r1) is an
ba
(1)r
f (t)dt
(b a)2r
B2r
(2r)!
ba
[ f (y) + f (a + b y)] + Tr1 (y)
2
1 ya
B2r
2 ba
ya
ba
(2.34)
, a+b we have
Also, for y a + 2ba
2
3
(1)r1
b
a
f (t)dt
(b a)2r
B2r
(2r)!
ba
[ f (y) + f (a + b y)] + Tr1 (y)
2
1 ya
B2r
2 ba
ya
ba
(2.35)
(1)r
b
a
x
F2r1
za
ba
f (2r1) (z)dz
2.4 I NTEGRATION
31
= (1)r (b a)
x
F2r1
(t) f (2r1) (t(b a) + a)dt
ba
B2r
r
ba
2
1
x B2r (x)
2
1
0
x
F2r1
(t) dt
and if we combine this with (2.32), we can easily obtain (2.35). The proof of the second
statement is similar.
(1)r
<
f (t)dt
ba
[ f (a) + f (b)] + Tr1 (a)
2
(b a)2r
(2 212r ) |B2r | f (2r1) (b) f (2r1)(a) .
(2r)!
b
a
f (t)dt (b a) f
a+b
+ Tr1
2
a+b
2
(b a)2r
(2 212r) |B2r | f (2r1) (b) f (2r1)(a)
(2r)!
and also for y = (2a + b)/3 in inequality (2.36), we get inequality for two-point NewtonCotes formula:
(1)r1
<
b
a
f (t)dt
ba
f
2
2a + b
+f
3
a + 2b
3
+ Tr1
(b a)2r
(1 312r)(1 22r ) |B2r | f (2r1) (b) f (2r1)(a) ,
(2r)!
2a + b
3
32
1
ba
b
a
f (t)dt
f (a) + f (b)
.
2
(2.36)
Recently, S.S. Dragomir and R.P. Agarwal [35] considered the trapezoid formula for
numerical integration of functions f such that | f |q is a convex function for some
q 1. Their approach was based on estimating the difference between the two sides of
the right-hand inequality in (2.36). Improvements of their results were obtained in [89]. In
particular, the following result was established.
Suppose f : [a, b] R is differentiable and such that | f |q is convex on [a, b] for some
q 1. Then
f (a) + f (b)
1
2
ba
b
a
f (t)dt
b a | f (a)|q + | f (b)|q
4
2
1/q
(2.37)
Some generalizations to higher-order convexities and applications of these results are given
in [31]. Related results for Euler midpoint, Euler-Simpson, Euler two-point, dual EulerSimpson, Euler-Simpson 3/8 and Euler-Maclaurin formulae were considered in [97] (see
also [32] and [98]). 1
In this section we consider some related results using the general Euler two-point formulae and these results are published in [95]. We will use interval [0, 1] for simplicity and
since it involves no loss in generality.
Theorem 2.8 Suppose f : [0, 1] R is (2r +2)-convex for r 2. Then for x 0, 12 21 3
the inequality
|B2r (x)| (2r)
f
(2r)!
1
2
(1)r
1
0
1
f (t)dt [ f (x) + f (1 x)] + Tr1( f )
2
(2.38)
1 We recall that a function f : [a,b] R is said to be n-convex on [a,b] for some n 0 if for any choice of
n + 1 points x0 ,...,xn from [a,b] we have
[x0 ,...,xn ] f 0,
where [x0 ,...,xn ] f is n-th order divided difference of f . If f is n-convex, then f (n2) exists and is convex function
in the ordinary sense. Also, if f (n) exists, then f is n-convex if and only if f (n) 0. For more details see for
example [92].
It should be noted that each continuous n-convex function on [a,b] is the uniform limit of a sequence of the
corresponding Bernsteins polynomials (see for example [92, p. 293]). Bernsteins polynomials of any continuous
n-convex function are also n-convex functions, so when stating our results for a continuous (2r)-convex function
f without any loss in generality we may assume that f (2r) exists and is continuous. Actually, our results are valid
for any continuous (2r)-convex function f .
,1
2 3 2
1
2
we have
1
(1)r1
33
|B2r (x)|
(2r)!
1
f (t)dt [ f (x) + f (1 x)] + Tr1( f )
2
(2.39)
1
f (t)dt [ f (x) + f (1 x)] + Tr1( f )
2
0
1
1
1
1
= (1)r
f (2r) (t)F2rx (t)dt =
f (2r) (t) |F2rx (t)| dt
2(2r)! 0
2(2r)! 0
1
1
=
f (2r) ((1 t) 0 + t 1) |F2rx (t)| dt.
2(2r)! 0
(1)r
(2.40)
Using the discrete Jensen inequality for the convex function f (2r) , we have
1
0
f (2r) (0)
1
0
1
0
t |F2rx (t)| dt
1 1
x
2 0 |F2r (t)| dt.
(2.41)
So, the second inequality in
|F2rx (t)| dt
f (2r)
1
x
0 ((1 t) 0 + t 1) |F2r (t)| dt
1
x
0 F2r (t) dt
1
.
2
(2.42)
34
,1
2 3 2
1
f (t)dt [ f (x) + f (1 x)] + Tr1( f )
2
0
q
q 1/q
(2r1) (0) + f (2r1) (1)
f
2
1
.
B2r
x B2r (x)
(2r)!
2
2
(2.43)
If n = 2r, r 2, then
1
0
q
q 1/q
(2r)
(2r)
|B2r (x)| f (0) + f (1)
1
f (t)dt [ f (x) + f (1 x)] + Tr1( f )
2
(2r)!
2
(2.44)
1
0
2|B2r (x)|
1
f (t)dt [ f (x) + f (1 x)] + Tr ( f )
2
(2r)!
q 1/q
(2.45)
(b) If
f (n)
1
f (t)dt [ f (x) + f (1 x)] + Tr1( f )
2
2
1
1
(2.46)
If n = 2r, r 2, then
1
0
1
1
B2r (x) f (2r)
f (t)dt [ f (x) + f (1 x)] + Tr1( f )
2
(2r)!
1
2
(2.47)
1
2
f (t)dt [ f (x) + f (1 x)] + Tr ( f )
B2r (x) f (2r)
2
(2r)!
1
2
(2.48)
Proof. First, let n = 2r 1 for some r 2. Then for convex function | f (2r) |q using
Holders and Jensens inequality we have
1
1
f (t)dt [ f (x) + f (1 x)] + Tr1( f )
2
0
1
1
F x (t) f (2r1) (t 1 + (1 t) 0) dt
1
0
1
0
11/q
x
F2r1
(t) dt
1
0
x
F2r1
(t) f (2r1) (t1 + (1t)0) dt
x
(t) dt
F2r1
1
0
2
B2r
(2r)!
1
B2r
(2r)!
2
B2r
(2r)!
11/q
x
(t) dt
F2r1
1
f (2r1) (0)
2(2r 1)!
1
x B2r (x)
2
1/q
dt
1
f (2r1) (1)
2(2r 1)!
1/q
11/q
x
(t) t f (2r1) (1) + (1 t) f (2r1) (0)
F2r1
1
2(2r 1)!
+
1
2(2r 1)!
1
2(2r1)!
35
x
(1 t) F2r1
(t) dt
11/q
1
B2r
(2r)!
q
0
x
t F2r1
(t) dt
1/q
1
x B2r (x) f (2r1) (1)
2
q 1/q
1
x B2r (x) f (2r1) (0)
2
q
q 1/q
(2r1) (0) + f (2r1) (1)
f
1
.
x B2r (x)
2
2
1
f (t)dt [ f (x) + f (1 x)] + Tr1( f )
2
0
1
1
F x (t) f (2r1) (t) dt
1
2(2r 1)!
2
(2r)!
1
x B2r (x) f (2r1)
2
B2r
x
(t) dt
F2r1
1
0
f (2r1)
x
(t) ((1 t) 0 + t 1)dt
F2r1
1
0
x
(t) dt
F2r1
1
2
Remark 2.21 For (2.46) to be satisfied it is enough to suppose that | f (2r1) | is a concave
function. For if |g|q is concave na [0, 1] for some q 1, then for x, y [0, 1] and [0, 1]
|g( x + (1 )y)|q |g(x)|q + (1 )|g(y)|q ( |g(x)| + (1 )|g(y)|)q,
therefore |g| is also concave on [0, 1].
Remark 2.22 If in Theorem 2.9 we choose x = 0, 1/2, 1/3, we get generalizations of
Dragomir-Agarwal inequality for Euler trapezoid, Euler midpoint and Euler two-point
Newton-Cotes formulae respectively (see [31], [32], [97] and [98]).
36
The resultant formulae in Theorems 2.8 and 2.9 when r = 2 are of special interest, so
we isolate them as corollaries.
Corollary 2.13 If f : [0, 1] R is 6-convex, then for x 0, 12 21 3 we have
1 (4) 1
1 4
x 2x3 + x2
f
24
30
2
1
1
1
f (1) f (0)
f (t)dt [ f (x) + f (1 x)] +
2
12
0
1 f (4) (0) + f (4) (1)
1 4
x 2x3 + x2
.
24
30
2
while for x
,1
2 3 2
the inequalities
1 (4) 1
1 4
x 2x3 + x2
f
24
30
2
1
1
1
f (t)dt
[ f (x) + f (1 x)]
f (1) f (0)
2
12
0
1 4
1 f (4) (0) + f (4) (1)
x 2x3 + x2
.
24
30
2
hold.
If f is 6-concave, the reversed inequalities apply.
Corollary 2.14 Suppose f : [0, 1] R is 4-times differentiable and x 0, 12 21 3
1
,1 .
2 3 2
q
(a) If f (3)
1
1
f (1) f (0)
f (t)dt [ f (x) + f (1 x)] +
2
12
0
q
q 1/q
f (3) (0) + f (3) (1)
3
1
1
2x3 x2 +
12
2
16
2
and if f (4)
1
1
f (1) f (0)
f (t)dt [ f (x) + f (1 x)] +
2
12
0
q
q 1/q
(4) (0) + f (4) (1)
f
1
1 4
.
x 2x3 + x2
24
30
2
37
1
1
f (1) f (0)
f (t)dt [ f (x) + f (1 x)] +
2
12
0
1
3
1
1
2x3 x2 +
f (3)
12
2
16
2
and if f (4) is concave, then
1
1
1
f (1) f (0)
f (t)dt [ f (x) + f (1 x)] +
2
12
0
1
1
1
x4 2x3 + x2
.
f (4)
24
30
2
Note that inequalities in Theorems 2.8 and 2.9 hold for r 2. Now, we will give some
results of the same type in the case when r = 1.
Theorem 2.10 Suppose f : [0, 1] R is 4-convex. Then for x [0, 1/4] the following
inequalities hold
6x2 + 6x 1 1
+ (1 4x)3/2 f
24
6
1
2
1
[ f (x) + f (1 x)]
2
1
0
f (t)dt
6x2 + 6x 1 1
f (1) + f (0)
+ (1 4x)3/2
,
24
6
2
1
2
1
0
1
f (t)dt [ f (x) + f (1 x)]
2
.
24
2
Proof. It was already shown that for x [0, 1/4] we have
1
0
|F2x (t)|dt =
6x2 + 6x 1 2
+ (1 4x)3/2,
6
3
|F2x (t)|dt =
6x2 + 6x 1
.
6
So, using identity (2.4) and following the proof of Theorem 2.8, we get above inequalities.
38
1/q
1
f (t)dt [ f (x) + f (1 x)]
2
6x2 + 6x 1 1
+ (1 4x)3/2
24
6
1/q
| f (0)|q + | f (1)|q
2
6x2 + 6x 1
1
f (t)dt [ f (x) + f (1 x)]
2
24
| f (0)|q + | f (1)|q
2
1/q
8x2 4x + 1
1
f
f (t)dt [ f (x) + f (1 x)]
2
4
1
2
6x2 + 6x 1 1
1
+ (1 4x)3/2
f (t)dt [ f (x) + f (1 x)]
2
24
6
1
2
6x2 + 6x 1
1
f (t)dt [ f (x) + f (1 x)]
2
24
1
2
|F1x (t)|dt =
8x2 4x + 1
,
2
so, using identity (2.4) and following the proof of Theorem 2.12 we get first inequalities in
(a) and (b). The second inequality in (a) and (b) we prove similarly.
Remark 2.23 For x = 0, x = 1/3 and x = 1/2 in above theorems we get the results from
[97] and [98].
For x = 1/4 we get two-point Maclaurin formula and then we have
1 (2)
f
192
1
2
1
0
f (t)dt
1
f
2
1
4
+f
3
4
39
1
f
2
f (t)dt
1
+f
4
3
4
1 | f (0)|q + | f (1)|q
8
2
1/q
1
f (t)dt
f
2
1
+f
4
q
q 1/q
(2)
(2)
1 f (0) + f (1)
.
192
2
3
4
If | f | is concave, then
1
0
f (t)dt
1
f
2
1
+f
4
3
4
1
f
8
1
2
f (t)dt
1
+f
4
1
f
2
3
4
1
f (2)
192
1
2
In the paper [69] Dah-Yan Hwang gave some new inequalities of this type and he
applied the result to obtain better estimates of the error in the trapezoidal formula.
Here we consider some related results using the general Euler two-point formulae
which are published in [106].
By integration by parts, we have that the following identities:
(i) C1 (x) =
(ii) C2 (x) =
1 x
y
0 F2r1 2
1
y
x
0 yF2r1 2
dy =
dy =
(iii) C3 (x) =
1
y
x
0 (1 y)F2r1 2
(iv) C4 (x) =
1 x
0 F2r
y
2
1 x
0 F2r1
dy =
1 2y dy =
1
x
0 yF2r1
dy =
1 x
0 F2r
2
r
1 2y dy = 2r B2r
1
x
0 (1 y)F2r1
1
2
1
2
x ,
x ,
1 2y dy = 2r B2r (x),
1 2y dy = 2B2r (x),
(vii) C7 (x) =
1 x
0 G2r
y
2
1
y
y
x
2 dy = 0 (1 y)F2r 1 2
1
2 x B2r+2 (x) B2r (x),
dy =
1 x
0 G2r
dy
1 2y dy = 0,
40
,1 .
2 3 2
q
(a) If f (n)
1
2
f (t)dt [ f (x) + f (1 x)] + Tr1( f )
B2r
2
(2r)!
C3 (x)
2
2
If n = 2r, r 2, then
1
|B2r (x)|11/q
f (t)dt [ f (x) + f (1 x)] + Tr1( f )
2
(2r)!
1
C6 (x)
2
1
+ C5 (x) f (2r)
2
1
2
1/q
(2.50)
1
C8 (x)
8
(b) If f (n)
1
2
+ f (2r) (1)
1/q
1
f (t)dt [ f (x) + f (1 x)] + Tr1( f )
2
1 r
C1 (x)
(2r)! 2
(2.51)
2|B2r (x)|11/q
1
f (t)dt [ f (x) + f (1 x)] + Tr ( f )
2
(2r)!
f (2r1)
|C2 (x)|
2 |C1 (x)|
+ f (2r1)
(2.52)
C3 (x) + 12 C2 (x)
|C1 (x)|
If n = 2r, r 2, then
1
0
1
|C4 (x)|
f (t)dt [ f (x) + f (1 x)] + Tr1( f )
2
4(2r)!
f (2r)
|C5 (x)|
2|C4 (x)|
+ f (2r)
C6 (x) + 12 C5 (x)
|C4 (x)|
1
f (t)dt [ f (x) + f (1 x)] + Tr1( f )
2
(2.53)
1
2(2r 1)!
1
2(2r 1)!
1
2(2r 1)!
41
x
F2r1
(t) f (2r1) (t) dt
x
F2r1
(t) dt
2
B2r
r
11/q
1
0
1
x B2r (x)
2
x
F2r1
(t) f (2r1) (t) dt
11/q
1
0
1/q
1/q
x
(t) f (2r1) (t) dt
F2r1
x
(t) f (2r1) (t) dt
F2r1
1/2
0
1
2
1
+
2
1
2
=
+
+
x
(t) f (2r1) (t) dt +
F2r1
x
F2r1
0
1
y
2
1/2
y
2
x
(t) f (2r1) (t) dt
F2r1
f (2r1) (1 y) 0 + y
x
F2r1
1
1
2
dy
f (2r1) (1 y) 1 + y
q
y
dy f (2r1) (0) +
2
0
1
q
y
x
dy f (2r1) (1)
(1 y)F2r1
1
2
0
1
1 q
y
x
1
dy f (2r1)
yF2r1
.
2
2
0
x
(1 y)F2r1
1
2
0
dy
x
yF2r1
y
dy f (2r1)
2
1
2
is concave, then
1
f (t)dt [ f (x) + f (1 x)] + Tr1( f )
2
1
1
F x (t) f (2r1) (t) dt
2(2r 1)! 0 2r1
1/2
1
1
x
x
F2r1
F2r1
(t) f (2r1) (t) dt +
(t) f (2r1) (t) dt
2(2r 1)! 0
1/2
1
y
1
1
f (2r1) (1 y) 0 + y
dy
Fx
2(2r 1)! 0 2r1 2
2
1
y
1
x
1
f (2r1) (1 y) 1 + y
F2r1
dy
2
2
0
0
=
=
+
4(2r 1)!
1
0
x
F2r1
y
dy f (2r1)
2
1 x
y
0 F2r1 2
((1 y) 0 + y 12 )dy
1 x
y
0 F2r1 2
dy
42
x
F2r1
y
1
dy f (2r1)
2
1 x
0 F2r1
1 2y ((1 y) 1 + y 12 )dy
1 x
0 F2r1
1 2y dy
,1 .
2 3 2
q
(3)
(a)If f
1
1
3
1
1
f (1) f (0)
f (t)dt [ f (x) + f (1 x)] +
2x3 x2 +
2
12
12
2
16
q
1
x4 2x3 + x2
30
and if f (4)
1
7
x2
+ x4 +
2 240
1/q
1
1
1
1 4
f (t)dt [ f (x) + f (1 x)] +
f (1) f (0)
x 2x3 + x2
2
12
24
30
q
2x5
1
3x2
x4 + x3
+
5
8
96
+
f (3)
1
2
11/q
5x2
11
2x5
+ x3
+
5
8
480
f (4)
11/q
2
1
2
q 1/q
1
1
f (1) f (0)
f (t)dt [ f (x) + f (1 x)] +
2
12
2
7
x4 + x2 240
3
1
1
f (3)
+ f (3)
2x3 x2 +
24
2
16
4x3 + 3x2 18
0
x4
2
23
2x3 + 5x4 480
2
1
2x3 + 3x2 16
43
1
1
f (t)dt [ f (x) + f (1 x)] +
f (1) f (0)
2
12
5
2
11
4x5 + 2x3 5x4 + 240
1 4
1
f (4)
x 2x3 + x2
2
48
30
4x4 + 8x3 4x2 + 15
5
2x
4 + 3x3 11x2 + 7
2x
5
8
160
.
+ f (4)
1
2x4 + 4x3 2x2 + 15
0
Now, we will give some results of the same type in the case when r = 1.
Theorem 2.13 Suppose f : [0, 1] R is 2-times differentiable.
(a) If | f |q is convex for some q 1, then for x [0, 1/2] we have
1
0
|8x2 4x + 1|11/q
1
f (t)dt [ f (x) + f (1 x)]
2
4
2x2 2x +
2 | f (0)|q + | f (1)|q
1
+ 2x2 + 2x +
3
2
3
1
2
q 1/q
1
f (t)dt [ f (x) + f (1 x)]
2
x2 + x
1 |f
8
(0)|q + | f
(1)|q
6x2 +6x1
3
+ 23 (1 4x)3/2
11/q
4
+ 2x2 + 2x
5
24
1
2
q 1/q
1
2
q 1/q
1 6x2 + 6x 1
1
f (t)dt [ f (x) + f (1 x)]
2
4
3
x2 + x
11/q
1 | f (0)|q + | f (1)|q
5
+ 2x2 + 2x
8
2
24
1
1
f (t)dt [ f (x) + f (1 x)]
2
8
x2 + x +
1
6
+ f
x2 x +
1
1
1
f (t)dt [ f (x) + f (1 x)] 3x2 + 3x
2
8
3
5
2x2 + 2x 24
6x2 + 6x 23
+ f
2x2 + 2x 11
48
3x2 + 3x 13
5
6
44
Proof. Using identities the (2.3) and (2.4) with calculation of Ci (x), i = 1, . . . , 6, similar
as in Theorem 2.12, we get the inequalities in (a) and (b).
Remark 2.25 For x = 0 in the above theorem we have the trapezoid formula and for | f |q
convex function and | f | concave function we get the results from [69].
If | f |q is convex for some q 1, then
1
0
1 | f (0)|q + | f 12 |q + | f (1)|q
1
f (t)dt [ f (0) + f (1)]
2
4
3
1/q
1
1
f (t)dt [ f (0) + f (1)]
2
8
1
6
5
6
+ f
For x = 1/4 we get two-point Maclaurin formula and then if | f |q is convex for some
q 1, then
1
0
1
+f
4
1
f (t)dt
f
2
1/q
8
24
3
4
1
f (t)dt
f
2
1
+f
4
1 3| f (0)|q + 16| f
96
4
3
4
1
2
|q + 3| f (1)|q
1/q
If | f | is concave, then
1
0
f (t)dt
1
f
2
1
+f
4
3
4
1
8
11
384
17
48
+ f
31
48
f (t)dt
1
f
2
1
+f
4
3
4
4
11
+ f
7
11
For x = 1/3 we get two-point Newton-Cotes formula and then if | f |q is convex for
some q 1, then
1
0
1
f (t)dt
f
2
1
+f
3
5 | f (0)|q + 7| f 12 |q + | f (1)|q
36
5
2
3
1/q
f (t)dt
1
f
2
1
+f
3
2
3
1/q
INEQUALITY
2.6 P RE -G R USS
45
If | f | is concave, then
1
0
f (t)dt
1
+f
3
1
f
2
2
3
1
8
7
18
+ f
11
18
1
24
17
48
+ f
31
48
f (t)dt
1
f
2
1
+f
3
2
3
For x = 1/2 we get midpoint formula and then if | f |q is convex for some q 1, then
1
0
4
12
1
2
f (t)dt f
1/q
f (t)dt f
1
2
1 3| f (0)|q + 14| f
24
8
1
2
|q + 3| f (1)|q
1/q
If | f | is concave, then
1
0
1
2
f (t)dt f
1
8
5
12
+ f
7
12
5
96
7
20
+ f
13
20
2.6
f (t)dt f
1
2
inequality
In the paper [104] N. Ujevic used the generalization of pre-Gruss inequality to derive some
better estimations of the error for Simpsons quadrature rule. In fact, he proved the next as
his main result:
Theorem 2.14 If g, h, L2 [0, 1] and
1
0 (t)dt
= 0 then we have
(2.54)
where
S (g, h) =
1
0
g(t)h(t)dt
1
0
g(t)dt
1
0
h(t)dt
1
0
g(t)0 (t)dt
1
0
h(t)0 (t)dt
46
ba
f (a) + 4 f
6
where
K12 = f
2
2
1
ba
b
a
f (t)dt
f (t)dt
(b a)3/2
K1 ,
6
(2.55)
f (t)0 (t)dt
(2.56)
1 2(1)n1
[B2n + B2n(1 2x)]
2
(2n)!
where
K 2 = f (n)
2
2
1
0
f (n) (t)dt
For n even
1
0
1/2
K,
(2.57)
(2.58)
1, t 0, 12 ,
1, t 12 , 1 ,
(t) =
while for n odd we have
(t) =
t+
t+
Bn+1 ( 12 +x)
, t 0, 12 ,
,t
1
2,1
Gn (t)dt = 0,
(t)dt = 0,
(2.60)
Gn (t)(t)dt = 0.
(2.61)
0
1
0
(2.59)
INEQUALITY
2.6 P RE -G R USS
47
1
2(n!)
1
0
1
1
1
Gxn (t)dt
f (n) (t)dt
2(n!) 0
0
1
1
1
(2.62)
1
S (Gxn , Gxn )1/2 S ( f (n) , f (n) )1/2 .
2(n!)
(2.63)
2
2
= (1)n1
1
0
Gxn (t)dt
2(n!)2
(2n)!
1
0
(2.64)
and
S ( f (n) , f (n) ) = f (n)
2
2
1
0
f (n) (t)dt
1
0
= K2.
(2.65)
Remark 2.26 Function (t) can be any function which satisfies conditions 01 (t)dt = 0
and 01 Gxn (t)(t)dt = 0. Because Gxn (1 t) = (1)n Gxn (t) (see Section 3 of this chapter), for n even, we can take function (t) such that (1 t) = (t). For n odd, we
have to calculate (t) and with no lost in generality in our theorem we take the form
t + a, t 0, 12 ,
(t) =
t + b, t 12 , 1 .
Remark 2.27 For n = 1 in Theorem 2.16 we have
1
0
f (t)dt D(x)
while
1 1
2x + 4x2
2 3
2
(t) =
1/2
t 0, 12 ,
t + 112x
24x6 ,
12x2 24x+5
t + 24x6 , t 12 , 1 .
K,
(2.66)
48
f (t)dt D(x)
1 1
x2 4x3 4x4
+
2 180 3
3
3
while
1/2
K,
(2.67)
1, t 0, 12 ,
1, t 12 , 1 .
(t) =
If in Theorem 2.16 we choose x = 0, 1/2, 1/3, 1/4 we get inequality related to the
trapezoid, the midpoint, the two-point Newton-Cotes and the two-point Maclaurin formula:
Corollary 2.16 If f : [0, 1] R is such that f (n1) is continuous of bounded variation
with f (n) L2 [0, 1], then we have
1
0
(1)n1
1
B2n
f (t)dt [ f (0) + f (1)] + Tn (0)
2
(2n)!
where T0 (0) = 0,
n/2
k=1
and
K 2 = f (n)
2
2
K,
(2.68)
B2k
f (2k1) (1) f (2k1) (0)
(2k)!
Tn (0) =
1/2
1
0
f (n) (t)dt
For n even
1
0
1, t 0, 12 ,
1, t 12 , 1 ,
(t) =
while for n odd we have
(t) =
2 1
1
t + 42
1n , t 0, 2 ,
n
2 3
1
t + 42
1n , t 2 , 1 .
1
K
f (t)dt [ f (0) + f (1)] ,
2
2 3
while
(t) =
t 16 , t 0, 12 ,
t 56 , t 12 , 1 .
f (t)dt f
1
+ Tn
2
1
2
(1)n1
B2n
(2n)!
1/2
K,
(2.69)
INEQUALITY
2.6 P RE -G R USS
where T0
1
2
49
= 0,
n/2
1
2
Tn
k=1
and
K 2 = f (n)
2
2
f (n) (t)dt
For n even
(t) =
1, t 0, 12 ,
1, t 12 , 1 ,
(t) =
1n
t + 32
,t
21n 4
1
2,1
while
K
,
2 3
1
2
f (t)dt f
t 13 , t 0, 12 ,
t 23 , t 12 , 1 .
(t) =
f (t)dt
where T0
1
3
1
f
2
1
+f
3
2
3
+ Tn
1
3
1 (1)n1
(1 + 312n)B2n
2
(2n)!
= 0,
Tn
1
3
1
2
n/2
k=1
and
K 2 = f (n)
2
2
1
0
f (n) (t)dt
For n even
(t) =
1
0
1, t 0, 12 ,
1, t 12 , 1 ,
(t) =
12
t + 22+n
, t 0, 12 ,
2
n
1
t + 2132
2+n 2n , t 2 , 1 .
1/2
K,
(2.70)
50
f (t)dt
1
f
2
while
(t) =
1
+f
3
2
3
K
,
6
t 16 , t 0, 12 ,
t 56 , t 12 , 1 .
where T0
1
f (t)dt
f
2
1
4
1
+f
4
3
4
1
4
+ T2m
24m
B4m
(4m)!
1/2
K,
(2.71)
= 0,
T2m
1
4
and
K 2 = f (2m)
2
2
f (2m) (t)dt
while
1
0
1, t 0, 12 ,
1, t 12 , 1 .
(t) =
2
ba
and for every x
b
a
f (t) dt
1
ba
b
a
f (t) dt
f (x) + f (a + b x)
,
2
(2.72)
3a+b a+b
4 , 2
1
ba
b
a
f (t) dt
f (x) + f (a + b x)
0.
2
(2.73)
51
. Since f is convex on [a, b], the right hand side of (2.36) gives
Proof. Let x a, a+b
2
b
1
f (t) dt
ba a
x
a+bx
b
1
=
f (t) dt +
f (t) dt +
f (t) dt
ba a
x
a+bx
f (x) + f (a + b x)
1
f (a) + f (x)
+ (a + b 2x)
+
(x a)
ba
2
2
f (a + b x)+ f (b)
+ (x a)
2
bx
1 xa
( f (a) + f (b)) +
( f (x) + f (a + b x)) .
=
2 ba
ba
Since f is convex on [a, b], for any h > 0 and x1 , x2 [a, b] such that x1 x2 we have (see
for example [103, p. 5,6])
f (x1 + h) f (x1 ) f (x2 + h) f (x2 ) .
(2.74)
f (b) f (a + b x)
f (x) f (a)
+ (2x a b)
0.
ba
ba
b
a
f (t) dt
2
ba
b
a
f (t) dt
1
ba
b
a
f (t) dt
f (x) + f (a + b x)
,
2
(2.76)
52
3a+b a+b
4 , 2
. Since f is convex on [a, b], the left hand side of (2.36) gives
1
ba
=
f (t) dt
a+b
2
1
ba
f (t) dt +
a+b
2
f (t) dt
3a + b
1
ba
ba
f
f
+
ba
2
4
2
1
3a + b
a + 3b
=
f
+f
.
2
4
4
4x3ab
,
4
3a + b
4
x1 =
i.e.,
f (x) + f (a + b x) f
3a+b
4
a + 3b
4
(2.77)
and x2 = a + b x, we obtain
a + 3b
f (a + b x),
4
a + 3b
+f
4
3a + b
.
4
(2.78)
b
a
f (t) dt
f (x) + f (a + b x)
,
2
2
ba
b
a
f (t) dt
a+b
2 ,
1
ba
b
a
we obtain
f (t) dt f
a+b
2
0,
which is Bullens result from [11]. His result was generalized for (2r)-convex functions
(r N) in [27].
The next goal is to obtain a variant of inequalities (2.72) and (2.73) for (2r)-convex
functions (r N). To achieve this goal we will construct a general closed 4-point rule
based on Euler-type identities (1.1) and (1.2).
we define functions Gxk and Fkx as
For k 1 and fixed x a, a+b
2
Gxk (t) = Bk
= Bk
xt
+ Bk
ba
xt
+ Bk
ba
a+bxt
at
+ Bk
+ Bk
ba
ba
a+bxt
at
+ 2Bk
ba
ba
bt
ba
53
xa
ba
+ Bk
= 1 + (1)k
bx
ba
+ Bk (0) + Bk (1)
xa
ba
Bk
+ Bk .
Of course, if k 2 we have
Bxk = 1 + (1)k Bk
xa
+ 2Bk .
ba
Using the properties of the Bernoulli polynomials we can easily see that for any
x a, a+b
2
Bxk = Gxk (a) , k 2
Bx2r1 = 0, r 1
xa
+ B2r , r 1
Bx2r = 2 B2r
ba
x
F2i1
(t) = Gx2i1 (t) , i 1
xa
F2rx (t) = Gx2r (t) 2 B2r
+ B2r , r 1
ba
Fkx (a) = Fkx (b) = 0, k 1
xa
Gxk (a) = Gxk (b) = 1 + (1)k Bk
+ 2Bk , k 1.
ba
We can also easily check that for all r 1
x
F2r1
a+b
2
= Gx2r1
a+b
2
=0
and
Gx2r
F2rx
a+b
2
a+b
2
1 xa
1
+ 2B2r
2 ba
2
a
+
b
= Gx2r
Bx2r
2
1 xa
xa
1
= 2 B2r
B2r
+ B2r
B2r
2 ba
ba
2
1 xa
xa
= 2 B2r
B2r
+ 2 22r 1 B2r
2 ba
ba
= 2B2r
Now let f : [a, b] R be such that f (n1) exists on [a, b] for some n 1. We introduce the
following notation for each x a, a+b
2
D (x) =
1
[ f (x) + f (a + b x)+ f (a) + f (b)] .
4
54
Furthermore, we define
T0 (x) = 0
1
Tm (x) = [Tm (x) + Tm (a + b x)+ Tm (a) + Tm (b)] , 1 m n,
4
where Tm is given by (1.3) . It can be easily checked that
Tm (x) =
1 m (b a)k1 x (k1)
(b) f (k1) (a) .
k! Bk f
4 k=1
TmV (x) =
TmF
Obviously,
Tm (x) =
Theorem 2.18 Let f : [a, b] R, a < b, be such that for some n N, f (n1) is a
continuous function of bounded variation on [a, b]. Then for every x [a, b]
b
1
ba
and
1
ba
a
b
a
where
(2.79)
(2.80)
R1n (x) =
(b a)n1
4n!
[a,b]
R2n (x) =
(b a)n1
4n!
[a,b]
and
Proof. Put x x, a + b x, a, b in the formula (1.1) to get four new formulae. Then
multiply these formulae by 14 and add them up. The result is (2.79), and (2.80) is obtained
from (1.2) by the same procedure.
Remark 2.32 If in Theorem 2.18 we choose x = a we obtain Euler trapezoid rule [24],
and if we choose x = a+b
2 we obtain Euler bitrapezoid rule [27].
55
Our next goal is to give an estimation of the remainder R2n (x). For the sake of simplicity
we will temporarily introduce two new variables:
t a
xa
, s=
.
=
ba
ba
It can be easily seen that for x,t [a, b] we have , s [0, 1] . Using direct calculations,
for each 0, 12 we obtain
4s + 1 0 s
4s + 3 1 < s < 1
2
4s 2s + 2 2 2 + 23 0 s
G2 (s) =
4s2 4s + 2 2 + 23
< s 1 ,
2
8
2
4s 6s + 2 2 + 3 1 < s < 1
0s
4s2 2s
G3
0s
4s3 + 3s2 2s 3 2 3 + 1
(s) =
4s3 + 6s2 2s 3 2 + 1 + 3 2
< s 1
= F3 (s) .
Next we present some properties of the functions Gk and Fk defined as above. First
we prove that the functions Gk and Fk are symmetric for even k and skew-symmetric for
odd k with respect to 12 .
Lemma 2.4 Let 0, 12 be fixed. For k 2 and s [0, 1] we have
Gk (1 s) = (1)k Gk (s) ,
Fk (1 s) = (1)k Fk (s) .
Proof. As it is stated in the beginning of this section, for k 2 and s [0, 1] we have
Gk (1 s) = Bk ( 1 + s) + Bk ( + s) + 2Bk (s)
0s
Bk ( + s) + Bk (1 + s) + 2Bk (s)
Bk ( + s) + Bk ( + s) + 2Bk (s) < s 1
=
0s
Bk (1 s) + Bk ( s) + 2Bk (1 s)
Bk (1 s) + Bk (1 + s) + 2Bk (1 s) < s 1
Bk (2 s) + Bk (1 + s) + 2Bk (1 s) 1 < s 1
= (1)k Gk (s) ,
56
F2i1 (1 s)
= G2i1 (1 s)
F2i (1 s)
Remark 2.33 It is obvious that analogous assertions hold true for the functions Gxk and
Fkx , k 2. In other words, if x a, a+b
and t [a, b] we have
2
Gxk (b t) = (1)k Gxk (t) ,
Fkx (b t) = (1)k Fkx (t) .
G3 (s) < 0.
Also
1
1
2 4 6
G3
(s) < 0, s 0,
1
2
3
,
8
1 1
4, 2
0s
4s3 + 3s2 2s 3 2 3 + 1 ,
G3 (s) =
4s3 + 6s2 2s 3 2 + 1 + 3 2
< s 1
H1 (s) 0 s
= H2 (s) < s 1 .
H3 (s) 1 < s 1
57
If we write H1 (s) as
H1 (s) = s 4s2 + 3s 2 3 2 3 + 1
1
2
exist) both zeros s1 and s2 are positive. Of course, if = 12 41 6 the function y has only
one zero s = 38 . We want to know is it possible for
1
2
cause this will imply that H1 (s) < 0 for all 0 s ). This in fact is not possible because
if < s1 than we have < 38 , and 38 < 12 41 6 . This means that H1 (s) 0 for all s (0, )
can be true only if D 0, and this will be true for 0, 12 41 6 0, 25 .
1
2
we have
1
2
which means that H2 is convex for any choice of such . Since H2 ( ) < 0 and H2
1
2
0, 12
G3 (s) < 0, s 0,
4 6
=0
, then
1
,
2
G3 (s) < 0, s 0,
2 1
5, 2
3
.
8
1
\
2
x axis, and we want H1 (s) to be positive for all s (0, ) . This, of course, can not be true
because
2 1
5, 2
1
2
3
8
<
2
5
< .
And in the end, we must separately investigate G3 because in this special point =
1
1
, s 0, .
2
2
1
2
58
1 1
4, 2
a+b
2
ba
2
4 6
G3
(s) < 0, s a,
a+b
G3 2 (t)
a+b
2
G3
5a + 3b
,
8
a+b
\
2
,
< 0, t a, a+b
4
(t) > 0, t
3a+b a+b
4 , 2
ba
interval a, a+b
. The sign of this function is determined by
2
(1)r1 Gx2r1 (t) > 0, t a,
Also,
a+b ba
2
4 6
(1)r1 G2r1
(t) > 0, t a,
a+b
a+b
.
2
a+b
\
2
5a + 3b
,
8
3a + b
,
4
3a + b a + b
,
.
4
2
2
(t) > 0, t a,
(1)r1 G2r1
a+b
2
(s) < 0, s
(1)r1 G2r1
ba
a+b
2
59
= 0.
a+b
2
and x =
4ba
6
a+b
2
a+b
.
2
ba
B2r
+ 2 22r 1 B2r ,
2 ba
ba
t[a,b]
max |Gx2r (t)| = 2 B2r
t[a,b]
xa
+ B2r , 2 B2r
ba
1 xa
+ B2r
2 ba
1
2
ba
2r
(1)r1 Gx2r1 (t) ,
ba
and by Lemma 2.6 we also know that (1)r1 Gx2r1 (t) > 0 for all t a, a+b
2 . Thus the
.
functions (1)r F2rx (t) and (1)r Gx2r (t) are strictly increasing on the interval a, a+b
2
Also, by Lemma 2.4, we have F2rx (b t) = F2rx (t) and Gx2r (b t) = Gx2r (t) for t [a, b],
which implies that (1)r F2rx (t) and (1)r Gx2r (t) are strictly decreasing on the interval
60
a+b
2 , b . Further,
at t = a+b
2 , that is
F2rx (a) = F2rx (b) = 0, which implies that |F2rx (t)| achieves its maximum
a+b
2
t[a,b]
xa
+ 2 22r 1 B2r .
ba
1 xa
B2r
2 ba
= 2 B2r
Also,
t[a,b]
= max 2 B2r
The special case x =
a+b
2
a+b
2
xa
+ B2r , 2 B2r
ba
1 xa
+ B2r
2 ba
1
2
a+b
a+b
Corollary 2.21 For r 2 the functions (1)r F2r2 (t) and (1)r G2r2 (t) are strictly
a+3b
and a+b
, and strictly decreasing on the inincreasing on the intervals a, 3a+b
4
2 , 4
a+b
and
tervals 3a+b
4 , 2
in the interval [a, b] and
a+3b
4 ,b
. Consequently, a,
a+b
2
a+b
a+b
a+b
3a + b
4
a+b
a+b
3a + b
4
t[a,b]
t[a,b]
Proof. Similarly as in the proof of Corollary 2.20 and using the fact
a+b
F2r2
a+b
2
= 2 B2r B2r
1
+ 2 22r 1 B2r = 0.
2
ba
=
Also, we have
b
1
x
ba a F2r1 (t) dt
b
1
1
x
x a+b
= ba
a G2r1 (t) dt = r F2r
2
2
1
xa
xa
2r
1
r B2r 2 ba B2r ba + 2 2
1
ba
b
a
B2r .
xa
+ B2r
ba
1
ba
61
xa
+ B2r .
ba
ba
Gx2r1 (t) dt = 2
a+b
2
Gx2r1 (t) dt
a+b
ba x
ba x
G2r (s) |a 2 =
G2r
2r
r
ba x a+b
F
,
=
r 2r
2
= 2
a+b
Gx2r (a)
2
which proves the first assertion. Using Corollary 2.20 and the fact that F2rx (a) = F2rx (b)
= 0, we can deduce that the function F2rx does not change its sign on the interval (a, b).
Therefore we have
b
a
|F2rx (t)| dt
b
a
F2rx (t) dt =
ba x
G
(t) |ba (b a) Bx2r = (b a) Bx2r
2r + 1 2r+1
xa
= 2 (b a) B2r
+ B2r ,
ba
=
which proves the second assertion. Finally, we use the triangle inequality to obtain the
third formula.
Also,
and
a+b
2
F2r1
(t) dt =
1
ba
1
ba
a+b
2
G2r1
(t) dt =
b
a
b
a
b a 42r
2
1 22r |B2r |
r
a+b
62
ba
f (2r) is continuous on [a, b], then there exists a point [a, b] such that
(b a)2r
B2r
2 (2r)!
R22r (x) =
xa
+ B2r f (2r) ( ) .
ba
ba
(2r) is continuous on
(b a)2r1
4 (2r)!
If
(b a)2r1
Ir ,
4 (2r)!
where
Ir =
b
a
(2.82)
(2.83)
then
[a,b]
b
a
b
a
b
a
xa
+ B2r ,
ba
we obtain
xa
+ B2r
ba
xa
Ir 2M (1)r1 (b a) B2r
+ B2r .
ba
2m (1)r1 (b a) B2r
By the continuity of f (2r) on [a, b] it follows that there must exist a point [a, b] such
that
xa
Ir = 2 (1)r1 (b a) B2r
+ B2r f (2r) ( ) .
ba
63
(b a)2r
B2r
2 (2r)!
xa
+ B2r f (2r) ( ) .
ba
Lemma 2.8 If f : [a, b] R is such that for some r 2 derivative f (2r) is continuous on
[a, b] , then there exists a point [a, b] such that
a+b
2
R22r
(b a)2r 2r
2 B2r f (2r) ( ) .
(2r)!
ba
1 xa
B2r
2 ba
xa
+ 2 22r 1 B2r
ba
(b a)2r1 (2r1)
f
(b) f (2r1) (a) .
2 (2r)!
(2.84)
a+b
.
2
Using the Theorem 2.6 we can improve the above theorem in a way that the derivative
f (2r) need not to be continuous on [a, b] .
Theorem 2.20 Assume that the function f : [a, b] R is such that for some r 2 the
ba
derivative f (2r1) is continuous and increasing on [a, b]. Then for every x a, a+b
2 4 6
we have
(1)r
1
ba
b
a
f (t) dt
(b a)2r1 (2r1)
f
(b) f (2r1) (a)
2 (2r)!
1 xa
xa
B2r
+ 2 22r 1 B2r ,
B2r
2 ba
ba
64
ba
a+b
2
= 0,
x
(t) > 0, t a,
(1)r1 F2r1
a+b
,b
2
x
(t) < 0, t
(1)r1 F2r1
and also
b
a
a+b
2
x
F2r1
(t) dt = 0.
x
This means that if in Theorem 2.6 we choose (t) = (1)r1 F2r1
(t), (t) = f (2r1) (t)
and n = 1, then we obtain
b
x
(1)r1 F2r1
(t) f (2r1) (t) dt
1 (2r1)
f
(b) f (2r1) (a)
2
and combining this with Corollary 2.22 we obtain
(1)r
b
a
b
a
x
(t) dt,
F2r1
x
F2r1
(t) f (2r1) (t) dt
b a (2r1)
f
(b) f (2r1) (a)
r
1 xa
xa
B2r
B2r
+ 2 22r 1 B2r .
2 ba
ba
so
(1)r
=
1
ba
b
a
(b a)2r2
(1)r
4 (2r 1)!
f (t) dt
b
a
x
F2r1
(t) f (2r1) (t) dt
(b a)2r1 (2r1)
f
(b) f (2r1) (a)
2 (2r)!
1 xa
xa
B2r
B2r
+ 2 22r 1 B2r .
2 ba
ba
65
Theorem 2.21 Assume that the function f : [a, b] R is such that for some r 2 the
derivative f (2r1) is continuous and increasing on [a, b] . Then we have
(1)r
1
ba
f (t) dt
f (a) + f (b) + 2 f
4
a+b
2
+ T2r1
a+b
2
(b a)2r1 (2r1)
(b) f (2r1) (a) 212r 1 22r |B2r | ,
f
(2r)!
Now we can give our main result in this section: a generalization of Hermite-Hadamards
inequalities for (2r)-convex functions, r 2.
Theorem 2.22 Assume that f : [a, b] R is such that for some r 2 derivative f (2r1)
is continuous on [a, b], and assume that f is (2r)-convex on [a, b]. If r is odd, then for all
ba
x a, a+b
2 4 6
a+b
2
b
1
f (a) + f (b)
F
f (t) dt T2r1
,
2
ba a
b
1
f (x) + f (a + b x)
V
f (t) dt
(x) ,
+ T2r1
ba a
2
(2.85)
, a+b
and for all x a + 2ba
3 2
1
ba
b
a
f (t) dt
f (x) + f (a + b x)
V
+ T2r1
(x) 0.
2
(2.86)
2
ba
b
a
f (t) dt
where
R22r (x) =
(b a)2r1
4 (2r)!
[a,b]
If f is (2r)-convex then d f (2r1) (t) 0 on [a, b], and since by Corollary 2.20 we know
that
(1)r F2rx (t) 0, t [a, b],
66
we obtain R22r (x) 0 for r even and R22r (x) 0 for r odd. The same is true if x =
This means that for r odd we have
2
ba
b
a
f (t) dt
a+b
2 .
i.e.,
b
f (a) + f (b)
1
F
f (t) dt T2r1
2
ba a
b
1
f (x) + f (a + b x)
V
f (t) dt
(x) ,
+ T2r1
ba a
2
and the above inequality is reversed if r is even. This completes the proof of (2.85).
, a+b and suppose that r is odd. We can use the analogous results
Now let x a + 2ba
3 2
from Section 3 of this chapter to obtain
1
ba
b
a
f (t) dt
f (x) + f (a + b x)
V
+ T2r1
(x) 0,
2
The interested reader can find several sharper variants of (2.86) in [97].
Chapter
3.1
General approach
Let x [0, 1/2) and f : [0, 1] R be such that f (2n) is continuous of bounded variation on
[0, 1] for some n 0. Put x x, 1/2, 1 x in (1.2), multiply by w(x), 1 2w(x), w(x),
respectively, and add up. The following formula is produced:
1
0
1
w(x) f (1 x) + T2n(x)
2
1
(2n + 2)!
1
0
(3.1)
67
68
where
T2n (x) =
2n
(3.2)
k=2
1
t ,
2
(3.3)
(3.4)
for k 1 and t R.
Using the properties of Bernoulli polynomials, it is easy to verify that:
Gk (x, 1 t) = (1)k Gk (x,t),
Gk (x,t)
= kGk1 (x,t).
t
t [0, 1],
(3.5)
(3.6)
Further, notice that G2k1 (0) = 0 for k 2, and this is not affected by any choice of the
weight w(x). On the other hand, in general, G2k (x, 0) = 0.
To obtain the 3-point quadrature formulae with the maximum degree of exactness
(which is equal to 3), it is clear from (3.1) that we have to impose a condition: G2 (x, 0) = 0.
This condition gives:
w(x) =
1
6(2x 1)2
f (t)dt Q x,
1
1
Q3
, 1 x + T2n
(x) =
2
(2n + 2)!
1
0
Q3
F2n+2
(x,t)d f (2n+1) (t),
(3.7)
where
1
1
1
, 1x =
f (x) + 24B2(x) f
+ f (1 x)
2
6(2x 1)2
2
n
1
Q3
(2k1)
GQ3
(x) =
(1) f (2k1) (0)],
T2n
2k (x, 0) [ f
(2k)!
k=2
Q x,
GQ3
k (x,t) =
1
B (x t) + 24B2(x) Bk
6(2x 1)2 k
Q3
FkQ3 (x,t) = GQ3
k (x,t) Gk (x, 0).
1
t + Bk (1 x t)
2
(3.8)
(3.9)
(3.10)
(3.11)
If we assumed G2k (x, 0) = G2k+2 (x, 0) = 0 for some k 2, it would increase the degree
of exactness but the quadrature formulae thus produced would include values of up to
(2k 3)-th order derivatives at the end points of the interval. When those values are easy
to calculate, this is not an obstacle. Furthermore, when f (2k1) (1) = f (2k1) (0) for k 1,
we get a formula with an even higher degree of exactness. This type of quadrature formulae
- which include the values of the first derivative at the end points - are sometimes called
perturbed or corrected quadrature formulae and will be the topic of the next section.
69
Changing the assumptions on function f , we can obtain two more identities with the
left-hand side equal to that in (3.7): assuming f (2n1) is continuous of bounded variation
on [0, 1] for some n 1, from (1.1) we get:
1
0
f (t)dt Q x,
1
1
Q3
, 1 x + T2n
(x) =
2
(2n)!
1
0
(2n1)
GQ3
(t),
2n (x,t)d f
(3.12)
and assuming f (2n) is continuous of bounded variation on [0, 1] for some n 0, from (1.1)
(or (1.2)) we get:
1
0
1
1
Q3
(x) =
, 1 x + T2n
2
(2n + 1)!
f (t)dt Q x,
1
0
(2n)
GQ3
(t),
2n+1 (x,t)d f
(3.13)
The key step for obtaining the best possible estimates of the error for this type of
quadrature formulae is the following lemma.
Lemma 3.1 For x {0} [1/6, 1/2) and k 1, GQ3
2k+1 (x,t) has no zeros in variable t on
the interval (0, 1/2). The sign of this function is determined by
(1)k GQ3
2k+1 (x,t) > 0
k+1
(1)
GQ3
2k+1 (x,t)
>0
za x [1/6, 1/2),
za x = 0.
x x2 2x3 3x4
t2 =
,
(2x 1)2
(x t)2
.
2(2x 1)2
x x2 + 2x3 3x4
t3 =
.
(2x 1)2
It is easy to check that t2 < x which is opposite from our assumption. On the other hand,
t3 x for all x [0, 1/2), but t3 1/2 only for x [1/6, 1/2). Thus, our assertion is true
for k = 1 (for x = 0 the assertion is trivial). Assuming the opposite, by induction it follows
easily that the assertion is true for all k 2.
It is elementary to determine the sign of GQ3
3 since we know its form. In order to
determine the sign of GQ3
in
general,
use
their
second derivatives and the fact that they
2k+1
have no zeros on (0, 1/2).
Remark 3.1 From Lemma 3.1 it follows immediately that, for k 1 and x [1/6, 1/2),
Q3
(1)k+1 F2k+2
(x,t) is strictly increasing on (0, 1/2) and strictly decreasing on (1/2, 1).
Q3
Q3
Since F2k+2 (x, 0) = F2k+2
(x, 1) = 0, it has constant sign on (0, 1) and obtains its maximum
value at t = 1/2. Analogous statement, but with the opposite sign, is valid in the case when
x = 0.
70
1
(2n + 2)!
1
0
Q3
F2n+2
(x,t) f (2n+2) (t)dt.
(3.14)
Theorem 3.1 Let f : [0, 1] R be such that f (2n+2) is continuous on [0, 1] for some n 2
and let x {0} [1/6, 1/2). If f (2n) and f (2n+2) have the same constant sign on [0, 1], then
Q3
the remainder RQ3
2n (x, f ) has the same sign as the first neglected term 2n (x, f ) where
Q3
Q3
Q3
2n (x, f ) := R2n (x, f ) R2n+2 (x, f ) =
1
GQ3 (x, 0)[ f (2n1) (1) f (2n1)(0)].
(2n)! 2n
Q3
Q3
Q3
Furthermore, |RQ3
2n (x, f )| |2n (x, f )| and |R2n+2 (x, f )| |2n (x, f )|.
Q3
Proof. From Remark 3.1 it follows that RQ3
2n (x, f ) and R2n+2 (x, f ) have the same sign.
Q3
Q3
Therefore, Q3
2n (x, f ) has that same sign. Moreover, it follows that |R2n (x, f )| |2n (x, f )|
Q3
Q3
Theorem 3.2 If f : [0, 1] R is such that f (2n+2) is continuous on [0, 1] for some n 1
and x {0} [1/6, 1/2), then there exists [0, 1] such that
RQ3
2n+2 (x, f ) =
GQ3
2n+2 (x, 0)
f (2n+2) ( ),
(2n + 2)!
(3.15)
where
GQ3
2n+2 (x, 0) =
1
B2n+2(x) + 1 22n1 B2n+2 1 22n1 B2n+2
3(2x 1)2
(3.16)
If, in addition, f (2n+2) does not change sign on [0, 1], then there exists [0, 1] such
that
RQ3
2n+2 (x, f ) =
1
F Q3 x,
f (2n+1) (1) f (2n+1)(0) ,
(2n + 2)! 2n+2
2
(3.17)
where
Q3
x,
F2n+2
1
2
1
1
B2n+2 x +
B2n+2(x) 2 22n1 B2n+2
3(2x 1)2
2
+ 2 22n1 B2n+2
(3.18)
Q3
Proof. From Remark 3.1 we know that function F2n+2
(x,t) has constant sign on (0, 1), so
(3.15) follows from the mean value theorem for integrals.
Next, let x [1/6, 1/2) and suppose f (2n+2) (t) 0, 0 t 1. Then we have
1
0
Q3
Q3
(1)n+1F2n+2
(x,t) f (2n+2) (t)dt (1)n+1 F2n+2
(x, 1/2)
1
0
f (2n+2) (t)dt,
71
When (3.15) is applied to the remainder in formula (3.7) for n = 1, the following formula is produced:
1
0
f (t)dt
1
1
f (x) + 24B2(x) f
+ f (1 x)
6(2x 1)2
2
1
(10x2 + 10x 1) f (4)( ).
=
2880
(3.19)
For an adequate choice of node x, formula (3.19) gives classical Simpsons, dual Simpsons and Maclaurins formula as special cases. Furthermore, for x = 0, results of this
section produce results obtained in [28], where Euler-Simpson formulae were derived. For
x = 1/4, results from [25] are produced, i.e. dual Euler-Simpson formulae and all related
results, and finally, for x = 1/6 Euler-Maclaurin formulae are obtained together with all
the results from [23].
Remark 3.2 Formula (3.19) is valid only for x {0} [1/6, 1/2), so let us consider the
limit process when x tends to 1/2. The following quadrature formula is produced:
1
0
f (t)dt f
1
1
f
2
24
1
2
1 (4)
f ( ).
1920
GQ3
k
= Bk
1
k(k 1)
t +
Bk2
2
24
1
t ,
2
k 2.
So, when f (m) L p [1, 1] for p = or p = 1 and m = 2, 3, 4 we get the following estimations:
1
0
f (t)dt f
1
1
f
2
24
1
2
C(m, q) f (m)
where
1
1
1
, C(3, 1) =
, C(4, 1) =
,
24
192
1920
1
1
1
.
C(2, ) = , C(3, ) = , C(4, ) =
8
48
480
C(2, 1) =
Comparing these estimations with those obtained for the trapezoid formula and the midpoint formula (cf. subsections 1.2.1. and 1.2.2.) shows that for m = 4, these are better.
The following theorem gives an estimate of error for this type of quadrature formulae.
72
f (t)dt Q x,
1
Q3
, 1 x + T2n
(x) KQ3 (2n, q) f (2n)
2
p.
(3.20)
1
Q3
, 1 x + T2n
(x) KQ3 (2n + 1, q) f (2n+1) p .
2
(3.21)
f (t)dt Q x,
f (t)dt Q x,
1
Q3
, 1 x + T2n
(x) KQ3
(2n + 2, q) f (2n+2) p ,
2
(3.22)
where
1
KQ3 (m, q) =
m!
KQ3
(m, q) =
1
m!
q
q
GQ3
m (x,t) dt
q
q
FmQ3 (x,t) dt
These inequalities are sharp for 1 < p and the best possible for p = 1.
For x {0} [1/6, 1/2) and n 1, using Lemma 3.1 and Remark 3.1, we can calculate
the following constants as special cases from the previous Theorem:
1
GQ3 (x, 0) ,
(2n + 2)! 2n+2
1
1
1
F Q3 x,
(2n + 2, ) = KQ3 (2n + 1, 1) =
KQ3
2
(2n + 2)! 2n+2
2
KQ3
(2n + 2, 1) =
Q3
where GQ3
2n+2 (x, 0) and F2n+2 (x, 1/2) are as in (3.16) and (3.18).
Next, we shall consider which x gives the best estimation for p = and p = 1. Assume
x [1/6, 1/2) and define function H(x) := |GQ3
2n+2 (x, 0)|, i.e.
H(x) = (1)n
1
B2n+2(x) + 1 22n1 B2n+2 1 22n1 B2n+2
3(2x 1)2
Then
H (x) =
(1)n
(2x 1)(2n + 2)B2n+1(x) + 4 B2n+2
3(2x 1)3
1
B2n+2 (x)
2
73
We claim H (x) > 0. To prove this, it suffices to check that h(x) < 0 where
h(x) = (1)n (2x 1)(2n + 2)B2n+1(x) + 4 B2n+2
1
B2n+2 (x)
2
Now,
h (x) = (2n + 2)(2n + 1)(2n) (2x 1) (1)nB2n1 (x) < 0,
so we conclude that h is decreasing and since h (1/2) = 0, we have h (x) > 0. This means
h is increasing and since h(1/2) = 0, it follows that h(x) < 0 so our claim is true. H(x)
is therefore an increasing function and attains its minimal value at x = 1/6. Further, it is
easy to see (by induction) that |H(1/6)| < |H(0)|. This shows that Maclaurin formula,
i.e. its generalization - the Euler-Maclaurin formulae, give the best estimation out of all
quadrature formulae of the form
1
0
f (t)dt Q x,
1
, 1x
2
where Q x, 12 , 1 x is as in (3.8).
It can be shown analogously that the integrand in KQ3 (2n + 1, 1) is also increasing and
attains its minimum value at x = 1/6, so the same conclusion is derived again. Furthermore,
(2n + 2, ) is considered.
the same conclusion follows if KQ3
We will finish this section by considering Hermite-Hadamards and Dragomir-Agarwals
type inequality for this type of quadrature formulae (cf. Section 2.5.).
Theorem 3.4 Let f : [0, 1] R be (2n + 4)-convex for n 1. Then for x [1/6, 1/2),
we have
1
|GQ3 (x, 0)| f (2n+2)
(2n + 2)! 2n+2
(1)n+1
1
0
1
2
f (t)dt Q x,
1
Q3
(x)
, 1 x + T2n
2
(3.23)
where GQ3
2n+2 (x, 0) is as in (3.16), while
1
1
(1 22n)|B2n+2 | f (2n+2)
3(2n + 2)!
2
1
1
Q3
f (t)dt Q 0, , 1 + T2n
(0)
(1)n
2
0
1
f (2n+2) (0) + f (2n+2)(1)
(1 22n)|B2n+2 |
.
3(2n + 2)!
2
(3.24)
74
Theorem 3.5 Let x {0} [1/6, 1/2) and f : [0, 1] R be m-times differentiable for
m 3. If | f (m) |q is convex for some q 1, then
1
f (t)dt Q x,
1
Q3
, 1 x + T2n
(x) LQ3 (m, x)
2
1/q
(3.25)
f (t)dt Q x,
1
Q3
, 1 x + T2n
(x) LQ3 (m, x) f (m)
2
1
2
(3.26)
where
2
|F Q3 (x, 1/2)|
(2n + 2)! 2n+2
1
|GQ3 (x, 0)|
and for m = 2n + 2 LQ3 (2n + 2, x) =
(2n + 2)! 2n+2
for m = 2n + 1 LQ3 (2n + 1, x) =
Q3
with GQ3
2n+2 (x, 0) and F2n+2 (x, 1/2) as in (3.16) and (3.18), respectively.
Proof. Starting from (3.13) and applying Holders inequality and then Jensens inequality
for the convex function | f (2n+1) |q , we get
1
0
f (t)dt Q x,
1
(2n + 1)!
1
1
0
1
1
Q3
, 1 x + T2n
(x)
2
(2n + 1)!
|GQ3
2n+1 (x,t)|dt
1
0
|GQ3
2n+1 (x,t)|dt
| f (2n+1) (0)|q
1
0
(2n+1)
|GQ3
(t)|dt
2n+1 (x,t)|| f
11/q
1
(2n + 1)!
1/q
11/q
(2n+1)
(1 t)|GQ3
(1)|q
2n+1(x,t)|dt + | f
1
0
t|GQ3
2n+1 (x,t)|dt
1/q
Q3
|F2k+2
(x,t)|dt = 2
|GQ3
2k+1 (x,t)|dt = 2
1
0
Q3
t|F2k+2
(x,t)|dt = |GQ3
2k+2 (x, 0)|,
1
0
t|GQ3
2k+1 (x,t)|dt =
2
1
F Q3 x,
2k + 2 2k+2
2
(3.27)
.
(3.28)
Applying (3.28), inequality (3.25) for an odd m easily follows. The assertion for an even
m follows similarly, starting from (3.7) and applying (3.27).
75
f (t)dt Q x,
1
(2n + 1)!
1
(2n + 1)!
1
0
1
0
1
Q3
, 1 x + T2n
(x)
2
(2n+1)
|GQ3
((1 t) 0 + t 1)|dt
2n+1 (x,t)| | f
Q3
1
0 ((1 t) 0 + t 1)|G2n+1 (x,t)|dt
Q3
1
0 |G2n+1 (x,t)|dt
(2n+1)
|GQ3
2n+1 (x,t)|dt f
Recalling (3.28), (3.26) is proved for an odd m. For an even m, the statement follows
similarly.
Remark 3.3 Inequality (3.24) is in fact Hermite-Hadamard type estimate for the classical
Simpsons formula and it was derived in [32]. For x = 1/4, (3.23) becomes a HermiteHadamard type inequality for the dual Simpsons formula, and for x = 1/6 for Maclaurins
formula; these two cases were covered in [25] and [23], respectively.
Theorem 3.5 gives Dragomir-Agarwal type inequalities for Simpsons formula (x = 0),
dual Simpsons formula (x = 1/4) and Maclaurins formula (x = 1/6). These results were
already obtained in [32], [25] and [23], respectively.
1
1
.
2 2 3
Since 16 < 12 21 3 < 12 , we can apply all the results in this case.
For this choice of the node x, formula (3.19) becomes the classical Gauss 2-point formula stated on the interval [0, 1]. Since it is customary to study Gauss formulae on the
interval [1, 1], in order to make use of the symmetry of the nodes and coefficients, by a
simple linear transformation we transform the interval [0, 1] we have so far worked with,
into [1, 1].
Formulae (3.12), (3.13) and (3.7) now become:
1
1
1
1
1
1
G2
f (t)dt QG2 + T2n
=
22n1
(2n)!
G2
f (t)dt QG2 + T2n
=
22n
(2n + 1)!
G2
f (t)dt QG2 + T2n
=
22n+1
(2n + 2)!
1
1
(2n1)
GG2
(t),
2n (t)d f
1
1
1
1
(3.29)
(2n)
GG2
(t),
2n+1 (t)d f
(3.30)
G2
F2n+2
(t)d f (2n+1) (t),
(3.31)
76
where
3
QG2 = f
+f
3
n
22k
3 3
G2
T2n
B2k
=
6
k=2 (2k)!
3 t
+ Bk
GG2
k (t) = Bk
6
2
G2
FkG2 (t) = GG2
k (t) Gk (1),
3 t
6
2
k 1,
t R.
22n+3
B2n+2
=
(2n + 2)!
3 3
6
f (2n+2) ( ).
(3.32)
If, in addition, f (2n+2) does not change sign on [1, 1], then there exists [0, 1] such
that
3
22n+2
3 3
G2
B2n+2
B2n+2
R2n+2 ( f ) =
(2n + 2)!
6
6
f (2n+1) (1) f (2n+1)(1) .
(3.33)
Applying (3.32) to the remainder in (3.31) for n = 1, produces the classical Gauss
2-point formula:
1
1
f (t)dt = f
3
3
+f
3
3
1
f (4) ( ),
135
[1, 1].
G2
f (t)dt QG2 + T2n
22n1
(2n)!
1
1
Let
q
q
GG2
2n (t) dt
f (2n)
p.
(3.34)
G2
f (t)dt QG2 + T2n
22n
(2n + 1)!
1
1
q
q
GG2
2n+1 (t) dt
f (2n+1)
p.
(3.35)
77
G2
f (t)dt QG2 + T2n
22n+1
(2n + 2)!
1
1
q
q
G2
(t) dt
F2n+2
f (2n+2)
p.
(3.36)
These inequalities are sharp for 1 < p and the best possible for p = 1.
It is easy to see that:
1
1
1
1
8
4
G2
B2n+2
(0) =
F2n+2
dt =
2n + 2
2n + 2
3 3
G2
B
=
4
(t) dt = 2 GG2
(1)
F2n+2
2n+2
2n+2
6
GG2
2n+1 (t)
3
6
B2n+2
3 3
6
As direct consequences of this and Corollary 3.2, the following estimates of error can be
obtained for p = and p = 1:
1
3
3
CG2 (m, q) f (m) p , m = 1, 2, 3, 4,
f
f (t)dt f
3
3
1
where
52 3
3
0.511966, CG2 (1, ) =
0.57735,
CG2 (1, 1) =
3
3
4
CG2 (2, 1) =
26 3 45 0.0811291,
9
2 3
0.0893164,
CG2 (2, ) =
3
94 3
CG2 (3, 1) =
0.0191833,
108
2 3
CG2 (3, ) =
2 3 3 0.0202823,
9
1
94 3
0.00740741, CG2 (4, ) =
0.00959165.
CG2 (4, 1) =
135
216
Remark 3.4 The constant CG2 (1, ) was obtained in Theorem 1.1. in [45].
Remark 3.5 Gauss 2-point formulae of Euler type (3.29), (3.30) and (3.31) were derived
also in [90], as a special case of the general 2-point formulae that were studied there, but
this was not explicitly mentioned since a small mistake was made in the proof.
Finally, Theorem 3.4 gives the Hermite-Hadamard type inequality for the Gauss 2-point
formula:
1
1
1
3 3
1
3+ 3
1
f (4)
f
f (t)dt f
4320
2
2
6
2
6
0
78
94 3
3 3
3 3
LQ3 3,
=
,
LQ3 4,
6
1728
6
1
.
4320
1
1
,1 =
f (0) + 4 f
2
6
1
+ f (1) .
2
Further,
Q3
S
= T2n
(0) =
T2n
k=2
1
B (1 t) + 2Bk
3 k
1
t
2
k1
k 2 and t R.
The remainder on the right-hand side of (3.7) for x = 0 and n 2, can be written,
according to Theorem 3.2, as:
RS2n+2 ( f ) =
f (t)dt
1
f (0) + 4 f
6
1
1
f (4) ( )
+ f (1) =
2
2880
(3.37)
As special cases of Theorem 3.3, for p = and p = 1 we get the following estimates
for m = 1, 2, 3, 4:
1
0
f (t)dt
1
f (0) + 4 f
6
1
+ f (1)
2
CS (m, q) f (m)
p,
where
5
1
1
1
, CS (2, 1) = , CS (3, 1) =
, CS (4, 1) =
,
36
81
576
2880
1
1
1
1
CS (1, ) = , CS (2, ) = , CS (3, ) =
, CS (4, ) =
.
3
24
324
1152
CS (1, 1) =
79
=
1
4
Q3
DS
= T2n
T2n
Q3
GDS
k (t) = Gk
as:
1
2f
3
1
1
3
f
+2f
,
4
2
4
n
1
(2k1)
GDS
(1) f (2k1)(0)
=
2k (0) f
k=2 (2k)!
1
1
1
1
3
,t =
t Bk
t + 2Bk
t
2Bk
4
3
4
2
4
1
DS
,t = GDS
k (t) Gk (0), k 1 and t R.
4
Q3
The remainder RDS
2n+2 ( f ) = R2n+2 (1/4, f ), according to Theorem 3.2, can be written
RDS
2n+2 ( f ) =
f (t)dt
1
2f
3
1
f
4
1
+2f
2
3
4
7
f (4) ( ).
23040
(3.38)
f (t)dt
1
2f
3
1
f
4
1
+2f
2
3
4
p,
where
5
5
1
7
, CDS (2, 1) =
, CDS (3, 1) =
, CDS (4, 1) =
,
24
324
576
23040
5
1
5
1
, CDS (4, ) =
.
CDS (1, ) = , CDS (2, ) = , CDS (3, ) =
12
24
1296
1152
CDS (1, 1) =
1 1 5
, ,
6 2 6
1
3f
8
1
+2f
6
1
2
+3f
5
6
80
Q3
M
T2n
= T2n
Q3
GM
k (t) = Gk
k=2
1
1
1
1
,t =
t + 2Bk
t + 3Bk
3Bk
6
8
6
2
1
M
,t = GM
k (t) Gk (0), k 1 and t R.
6
5
t
6
[0, 1]
f (t)dt
1
+2f
6
1
3f
8
1
+3f
2
5
6
5
6
CM (m, q) f (m)
7
f (4) ( )
51840
(3.39)
f (t)dt
1
3f
8
1
+2f
6
1
+3f
2
p,
where
25
1
1
7
, CM (2, 1) =
, CM (3, 1) =
, CM (4, 1) =
,
288
192
1728
51840
5
1
1
1
CM (1, ) = , CM (2, ) = , CM (3, ) =
, CM (4, ) =
.
24
72
768
3456
CM (1, 1) =
1
2
1
0
f (t)dt
f (0) + f (1)
.
2
If f is concave, inequalities are reversed. The aim of this subsection is to provide this type
of inequality for the general 3-point quadrature formulae. The main result states:
Theorem 3.6 Let f : [0, 1] R be 4-convex and such that f (4) is continuous on [0, 1].
Then, for x 16 , 12
1
6(2x 1)2
1
0
1
+ f (1 x)
2
1
f (0) + 4 f
+ f (1) .
2
f (x) + 24B2(x) f
f (t)dt
1
6
(3.40)
81
The following corollaries give comparison between dual Simpsons and Simpsons
rule, Maclaurins and Simpsons rule, and finally, the Gauss 2-point and Simpsons rule.
Corollary 3.3 Let f : [0, 1] R be 4-convex and such that f (4) is continuous on [0, 1].
Then
1
2f
3
1
f
4
1
+2f
2
3
4
1
0
f (t)dt
1
6
f (0) + 4 f
1
+ f (1) .
2
Corollary 3.4 Let f : [0, 1] R be 4-convex and such that f (4) is continuous on [0, 1].
Then
1
3f
8
1
+2f
6
1
+3f
2
5
6
f (t)dt
1
6
f (0) + 4 f
1
+ f (1) .
2
Corollary 3.5 Let f : [0, 1] R be 4-convex and such that f (4) is continuous on [0, 1].
Then
1
3 3
1
3+ 3
1
1
1
f
+ f
f (t)dt
f (0) + 4 f
+ f (1) .
2
6
2
6
6
2
0
If f is 4-concave, the inequalities are reversed.
1
4
1
2
+2f
3
4
1
0
f (t)dt
1
f (0) + 4 f
6
1
+ f (1) .
2
(3.41)
82
In the case when f (4) exists, the condition f (4) (t) 0, t [0, 1] is equivalent to the
requirement that f is 4-convex function on [0, 1]. However, a function f may be 4-convex
although f (4) does not exist.
P. S. Bullen in [11] proved that, if f is 4-convex, then (3.41) is valid. Moreover, he
proved that the dual Simpsons quadrature rule is more accurate than the Simpsons quadrature rule, that is we have
0
1
0
1
1
1
2f
f
+2f
3
4
2
1
1
f (t)dt,
+ f (1)
2
0
3
4
f (t)dt
f (0) + 4 f
6
(3.42)
f (t)dt
1
f (0) + 4 f
12
1
+2f
4
1
+4f
2
3
+ f (1) ,
4
obtained by adding the Simpsons and the dual Simpsons quadrature formulae. It is suitable for our purposes to rewrite the inequality (3.41) in the form
1
0
f (t)dt
1
f (0) + 4 f
12
1
+2f
4
1
+4f
2
3
+ f (1)
4
(3.43)
As we mentioned earlier, this inequality is valid for any 4-convex function f and we call it
the Bullen-Simpsons inequality. The results from this section are published in [80].
We consider the sequences of functions (Gk (t))k1 and (Fk (t))k1 defined for t R by
S
DS
Gk (t) := GSk (t) + GDS
k (t), Fk (t) := Fk (t) + Fk (t),
S
DS
where GSk (t), GDS
k (t), Fk (t) and Fk (t) are defined as in Section 3.1.2. and Section 3.1.3.,
respectively. So we have
1
t + B1
4
1
3
t + 2B1
t
2
4
and, for k 2,
Gk (t) = Bk (1 t) + 2Bk
1
t + Bk
4
1
t + 2Bk
2
3
t ,
4
Fk (t) := Gk (t) B k ,
where
B k := Gk (0) = Bk + 2Bk
1
4
+ Bk
1
+ 2Bk
2
3
.
4
83
Let f : [0, 1] R be such that f (n1) exists on [0, 1] for some n 1. We introduce the
following notation
D(0, 1) :=
1
f (0) + 4 f
12
1
+2f
4
1
+4f
2
3
4
+ f (1)
1 S
T ( f ) + TmDS ( f ) ,
2 m
where TmS ( f ) and TmDS ( f ) are given in Section 3.1.2 and Section 3.1.3, respectively. It is
easy to see that
Tm ( f ) =
1 m 1 2k
(2k)! 2 (1 4 22k)B2k f (2k1) (1) f (2k1)(0) .
3 k=2
(3.44)
In the next lemma we establish two formulae which play the key role here. We call them
Bullen-Simpson formulae of Euler type.
Lemma 3.2 Let f : [0, 1] R be such that f (n1) is a continuous function of bounded
variation on [0, 1], for some n 1. Then we have
1
0
f (t)dt = D(0, 1) + Tr ( f ) + n1 ( f ),
n1 ( f ) =
Also,
1
0
1
6 (n!)
1
0
(3.45)
(3.46)
n2 ( f ) =
1
6 (n!)
1
0
Proof. We multiply Euler-Simpsons and dual Euler-Simpsons formulae by the factor 1/2
and then add them up to obtain the identities (3.45) and (3.46).
Remark 3.6 The interval [0, 1] is used for simplicity and involves no loss in generality.
The results which follow will be applied, without comment, to any interval that is convenient.
Namely it is easy to transform the identities (3.45) and (3.46) to the identities which hold
for any function f : [a, b] R such that f (n1) is a continuous function of bounded variation on [a, b], for some n 1. We get
b
a
(b a)
f (t)dt = D(a, b) + Tr ( f ) +
6 (n!)
b
a
Gn
t a
d f (n1) (t)
ba
(3.47)
84
and
b
a
(b a)n
6 (n!)
b
a
Fn
t a
d f (n1) (t),
ba
(3.48)
where
D(a, b) :=
ba
3a + b
a+b
a + 3b
f (a) + 4
+2
+4
+ f (b) ,
12
4
2
4
while T0 ( f ) = T1 ( f ) = 0 and
1 m (b a)2k 2k
2 (1 4 22k)B2k f (2k1) (b) f (2k1)(a) ,
Tm ( f ) =
3 k=2 (2k)!
for 2 m [n/2].
Now, we use Bullen-Simpson formulae of Euler type established in Lemma 3.2 to
obtain a generalization of Bullen-Simpsons inequality for (2r)-convex functions. First,
we need some properties of the functions Gk (t) and Fk (t).
Since B1 (t) = t (1/2), we have
6t + 11/2, t (3/4, 1]
Further, for k 2 the functions Bk (t) are periodic with period 1 and continuous. We have
Gk (0) = Gk (1/2) = Gk (1) = B k and Fk (0) = Fk (1/2) = Fk (1) = 0.
Moreover, it is enough to know the values of the functions Gk (t) and Fk (t), k 2 only on
the interval [0, 1/2] since for 0 t 1/2 we have
Gk t +
1
2
1
1
t + 2Bk t + Bk (t) + 2Bk
2
4
1
3
= Bk
t + 2Bk
t + Bk (1 t) + 2Bk
2
4
= Gk (t) .
= Bk
1
t
4
1
t
4
(3.50)
6t 3 + (3/2)t 2,
t [0, 1/4]
.
6t 3 + (15/2)t 2 3t + (3/8), t (1/4, 1/2]
(3.51)
G2 (t) = F2 (t) =
G3 (t) = F3 (t) =
85
The Bernoulli polynomials have the property of symmetry with respect to 12 , that is [1,
23.1.8]
(3.52)
Bk (1 t) = (1)k Bk (t), t R, k 1.
Also, we have
Bk (1) = Bk (0) = Bk , k 2, B1 (1) = B1 (0) =
1
2
and
B2r1 = 0, r 2.
This implies
B 2r1 = 0, r 2
and
B 2r = B2r + 4B2r
1
+ B2r
4
(3.53)
1
, r 1.
2
1
2
1
4
(3.54)
(3.55)
(3.56)
1
4
= 2B2r + 2B2r
while
F2r
1
4
= G2r
1
2
1
+ 2B2r
4
1
2
1
B 2r = 4 22r (1 22r )B2r .
4
(3.57)
86
1
t
2
1
= (1)k Gk (t), 0 t ,
2
Fk
1
t
2
1
= (1)k Fk (t), 0 t .
2
and
Proof. As the functions Bk (t) are periodic with period 1 and continuous for k 2, we get
these two identities.
Note that the identities established in Lemma 3.3 are valid for k = 1, too, except at the
points 0, 14 and 12 .
Lemma 3.4 For r 2 the function G2r1 (t) has no zeros in the interval 0, 14 . The sign
of this function is determined by
1
(1)r G2r1 (t) > 0, 0 < t < .
4
Proof. For r = 2, G3 (t) is given by (3.51) and it is easy to see that
1
G3 (t) > 0, 0 < t < .
4
(3.58)
Thus, our assertion is true for r = 2. Now, using a simple induction we prove that can
not have a zero inside the interval 0, 14 . Further, if G2r3 (t) > 0, 0 < t < 14 , then from
G2k1 (t) = (2k 1)(2k 2)G2k3(t) it follows that G2r1 (t) is convex on 0, 14 and hence
G2r1 (t) < 0, 0 < t < 14 , while in the case when G2r3 (t) < 0, 0 < t < 14 we have that
G2r1 (t) is concave and hence G2r1 (t) > 0, 0 < t < 14 . Since (3.58) is valid we conclude
that
1
(1)r G2r1 (t) > 0, 0 < t < .
4
Corollary 3.6 For r 2 the functions (1)r1 F2r (t) and (1)r1 G2r (t) are strictly increasing on the interval 0, 14 , and strictly decreasing on the interval 14 , 12 . Consequently, 0 and 12 are the only zeros of F2r (t) in the interval 0, 12 and
max |F2r (t)| = 4 22r (1 22r ) |B2r | , r 1.
t[0,1]
Also, we have
max |G2r (t)| = 2 22r 2 22r + 1 |B2r | , r 1.
t[0,1]
87
Proof. We have
(1)r1 F2r (t) = (1)r1 G2r (t) = 2r(1)r G2r1 (t)
and (1)r G2r1 (t) > 0 for 0 < t < 14 , by Lemma 3.4. Thus, (1)r1 F2r (t) and (1)r1 G2r (t)
are strictly increasing on the interval 0, 14 . Also, by Lemma 3.3, we have F2r 12 t =
F2r (t), 0 t 12 and G2r 12 t = G2r (t), 0 t 12 , which implies that (1)r1 F2r (t) and
(1)r1 G2r (t) are strictly decreasing on the interval 14 , 12 . Further, F2r (0) = F2r 12 = 0,
which implies that |F2r (t)| achieves its maximum at t = 14 , that is
max |F2r (t)| = F2r
t[0,1]
1
4
Also,
max |G2r (t)| = max |G2r (0)| , G2r
t[0,1]
1
4
Also, we have
1
0
and
1
0
|G2r1 (t)| dt =
8 22r 1 22r
|B2r | .
r
|G2r1 (t)| dt = 4
2
G2r
r
1
4
G2r1 (t)dt = 4
1
1
G2r (t)|04
2r
8 22r 1 22r
1
|B2r | ,
G2r (0) =
4
r
which proves the first assertion. By the Corollary 3.6, F2r (t) does not change the sign on
the interval 0, 12 . Therefore, using (3.56) we get
1
0
|F2r (t)| dt = 2
=2
1/2
0
F2r (t)dt = 2
1/2
0
G2r (t) B 2r dt
1
1
1/2
G2r+1 (t)|0 B 2r = B 2r = 2 22r 1 4 22r |B2r | .
2r + 1
2
88
This proves the second assertion. Finally, we use (3.56) again and the triangle inequality
to obtain the third formula.
n1 ( f ) =
1
6(n!)
n2 ( f ) =
1
6(n!)
and
1
0
1
0
(3.59)
(3.60)
Lemma 3.5 If f : [0, 1] R is such that f (2r) is continuous on [0, 1] , for some r 2, then
there exists a point [0, 1] such that
2
2r
(f) =
1
22r (1 4 22r)B2r f (2r) ( ).
3(2r)!
(3.61)
2
( f ) as
Proof. Using (3.60) with n = 2r, we can rewrite 2r
2
2r
( f ) = (1)r1
where
Jr =
1
0
1
Jr ,
6(2r)!
(3.62)
(3.63)
From Corollary 3.6 it follows that (1)r1 F2r (s) 0, o s 1 and the claim follows
from the mean value theorem for integrals and Corollary 3.81.
1
1
3
1
D
(f)
2f
f
+2f
Tr1
3
4
2
4
0
1
1
1
S
f (t)dt,
f (0) + 4 f
+ f (1) + Tr1
6
2
0
f (t)dt
(3.64)
and
2
( f ),
RHS LHS = 22r
89
For dual Euler-Simpsons formula is proved that, under given assumption on f , there exists
a point [0, 1] such that
2
2r
(f) =
1
1 2 22r (1 4 22r)B2r f (2r) ( ).
3(2r)!
(3.65)
2
22r (1 4 22r)B2r f (2r) ( ),
3(2r)!
(3.66)
for some point [0, 1]. Finally, we know that [1, 23.1.15]
(1)r1 B2r > 0, r = 1, 2, .
f (2r) ( ) 0
and
f (2r) ( )
(3.67)
0 so that using (3.65),
42 ( f ) =
1
f (4) ( ).
46080
Theorem 3.8 Assume f : [0, 1] R is such that f (2r) is continuous on [0, 1], for some
r 2. If f is either (2r)-convex or (2r)-concave function, then there exists a point [0, 1]
such that
2
2
22r (1 22r )B2r f (2r1) (1) f (2r1) (0) .
2r
(f) =
(3.68)
3(2r)!
Proof. With (3.62) and using (3.57) we get (3.68).
Remark 3.8 If we approximate
1
0
f (t)dt by
1
22r (1 4 22r)B2r f (2r1) (1) f (2r1) (0) .
3(2r)!
2 1 22r
2r ( f )
1 4 22r
90
Theorem 3.9 Assume f : [0, 1] R is such that f (2r+2) is continuous on [0, 1] , for some
r 2. If f is either (2r)-convex and (2r + 2)-convex or (2r)-concave and (2r + 2)-concave
2
function, then the remainder 2r
( f ) has the same sign as the first neglected term 2r ( f )
and
2
2r
( f ) |2r ( f )| .
Proof. We have
2
2
( f ) = 2r
( f ),
2r ( f ) + 2r+2
that is
2
2
2r ( f ) = 2r
( f ) 2r+2
( f ).
(3.69)
By (3.60) we have
2
2r
(f) =
and
2
2r+2
(f) =
1
6(2r)!
1
6(2r + 2)!
1
0
1
0
It follows that
2
2
2r
( f ) |2r ( f )| and 2r+2
( f ) |2r ( f )| .
1
0
1
0
f (t)dt
f (t)dt
1
f (0) + 4 f
6
1
2f
3
1
f
4
1
+ f (1)
2
1
+2f
2
3
4
1
0
1
0
f (t)dt
1
f (0) + 4 f
12
1
+2f
4
1
+4f
2
3
4
+ f (1)
(3.70)
91
1
6(2r 1)!
|G2r1 (t)|dt L
8 22r (1 22r )
|B2r | L.
3(2r)!
(3.71)
If n = 2r, r 2, then
1
0
1
6(2r)!
1
0
|F2r (t)|dt L
22r (1 4 22r)
|B2r | L
3(2r)!
(3.72)
and also
1
0
f (t)dt D(0, 1) Tr ( f )
1
6(2r)!
1
0
|G2r (t)|dt L
2 22r (1 4 22r)
|B2r | L.
3(2r)!
(3.73)
1
0
|(t)| dt L,
(3.74)
since f (n1) is L-Lipschitzian function. Applying (3.74) with (t) = G2r1 (t), we get
1
6(2r 1)!
1
0
1
6(2r 1)!
1
0
|G2r1 (t)| dt L.
Applying the above inequality and the identity (3.46), we get the inequality in (3.71).
Similarly, we can apply the inequality (3.74) with (t) = F2r (t) and again the identity
(3.46) to get the inequality in (3.72). Finally, applying (3.74) with (t) = G2r (t) and the
identity (3.45), we get the first inequality in (3.73). The equalities in (3.71) and (3.72) and
the second inequality in (3.73) follow from Corollary 3.7.
Corollary 3.8 Let f : [0, 1] R be such that f (n1) is an L-Lipschitzian function on [0, 1]
for some n 1.
If n = 2r 1, r 2, then
|R 2Tr1( f )|
1
3(2r 1)!
1
0
|G2r1 (t)|dt L =
16 22r(1 22r )
|B2r | L.
3(2r)!
(3.75)
92
If n = 2r, r 2, then
1
1
3(2r)!
|R 2Tr1( f )|
2 22r (1 4 22r)
|B2r | L
3(2r)!
(3.76)
4 22r (1 4 22r)
|B2r | L.
3(2r)!
(3.77)
|F2r (t)|dt L =
and also
|R 2Tr ( f )|
1
3(2r)!
1
0
|G2r (t)|dt L
If f
f (t)dt D(0, 1)
1
1
L, |R|
L.
4608
2304
1
1
L, |R|
L.
46080
23040
f (t)dt D(0, 1)
Proof. The first pair of inequalities follow from (3.71)and (3.75) with r = 2, while the
second pair follow from (3.72) and (3.76) with r = 2.
f (t)dt D(0, 1)
Since
1
0
we get
1
0
1
6
|G1 (t)|dt =
f (t)dt D(0, 1)
1
0
|G1 (t)|dt L.
5
,
12
5
5
L and |R|
L.
72
36
f (t)dt D(0, 1)
Since
1
0
we get
1
0
1
12
|F2 (t)|dt =
f (t)dt D(0, 1)
1
0
|F2 (t)|dt L.
1
,
27
1
1
L and |R|
L.
324
162
93
Remark 3.10 Suppose that f : [0, 1] R is such that f (n) exists and is bounded on [0, 1],
for some n 1 In this case we have for all t, s [0, 1]
f (n1) (t) f (n1)(s) f (n)
|t s| ,
which means that f (n1) is f (n) -Lipschitzian function on [0, 1]. Therefore, the inequalities established in Theorem 3.10 hold with L = f (n) . Consequently, under appropriate assumptions on f , the inequalities from Corollary 3.9 and Remark 3.9 hold with
L = f , f , f , f (4) .
Theorem 3.11 Let f : [0, 1] R be such that f (n1) is a continuous function of bounded
variation on [0, 1] for some n 1.
If n = 2r 1, r 2, then
1
0
1
max |G2r1 (t)| V01 ( f (2r2) ).
6(2r 1)! t[0,1]
(3.78)
If n = 2r, r 2, then
1
0
1
max |F2r (t)| V01 ( f (2r1) )
6(2r)! t[0,1]
2 22r (1 22r )
|B2r | V01 ( f (2r1) ).
3(2r)!
(3.79)
Also, we have
1
0
1
max |G2r (t)| V01 ( f (2r1) )
6(2r)! t[0,1]
22r (2 22r + 1)
|B2r | V01 ( f (2r1) ).
3(2r)!
(3.80)
Here V01 ( f (n1) ) denotes the total variation of f (n1) on [0, 1].
Proof. If : [0, 1] R is bounded on [0, 1] and the Riemann-Stieltjes integral
1
(n1) (t) exists, then
0 (t)d f
1
0
(3.81)
1
0
1
max |G2r1 (t)| V01 ( f (2r2) ),
6(2r 1)! t[0,1]
which is just the inequality (3.78), because of the identity (3.46). Similarly, we can apply
the estimate (3.81) with (t) = F2r (t) and use the identity (3.46) and Corollary 3.6 to
obtain (3.79). Finally, (3.80) follows from (3.81) with (t) = G2r (t) , the identity (3.45)
and Corollary 3.6.
94
Corollary 3.10 Let f : [0, 1] R be such that f (n1) is a continuous function of bounded
variation on [0, 1] for some n 1.
If n = 2r 1, r 2, then
|R 2Tr1( f )|
1
max |G2r1 (t)| V01 ( f (2r2) ).
3(2r 1)! t[0,1]
(3.82)
If n = 2r, r 2, then
|R 2Tr1( f )|
=
1
max |F2r (t)| V01 ( f (2r1) )
3(2r)! t[0,1]
4 22r (1 22r )
|B2r | V01 ( f (2r1) ).
3(2r)!
(3.83)
Also, we have
|R 2Tr ( f )|
=
1
max |G2r (t)| V01 ( f (2r1) )
3(2r)! t[0,1]
2 22r (2 22r + 1)
|B2r | V01 ( f (2r1) ).
3(2r)!
(3.84)
If f
f (t)dt D(0, 1)
1
1
V01 ( f ), |R|
V 1 ( f ).
2592
1296 0
f (t)dt D(0, 1)
1
1
V 1 ( f ), |R|
V 1 ( f ).
18432 0
9216 0
t[0,1]
1
,
72
so that the first pair of inequalities follow from (3.78) and (3.82) with r = 2. The second
pair of inequalities follow from (3.79) and (3.83) with r = 2.
Remark 3.11 If f is a continuous function of bounded variation on [0, 1], then, as above
1
0
f (t)dt D(0, 1)
1
max |G1 (t)| V01 ( f ).
6 t[0,1]
Since
max |G1 (t)| = 1,
t[0,1]
1
0
95
f (t)dt D(0, 1)
1 1
1
V ( f ) and |R| V01 ( f ).
6 0
3
f (t)dt D(0, 1)
Since
1
max |F2 (t)| V01 ( f ).
12 t[0,1]
1
max |F2 (t)| = ,
8
t[0,1]
we get
f (t)dt D(0, 1)
1
1
V 1 ( f ) and |R|
V 1 ( f ).
96 0
48 0
Remark 3.12 Suppose that f : [0, 1] R is such that f (n) L1 [0, 1] for some n 1 In
this case f (n1) is a continuous function of bounded variation on [0, 1] and we have
V01 ( f (n1) ) =
1
0
Therefore, the inequalities established in Theorem 3.11 hold with f (n) 1 in place of
V01 ( f (n1) ). However, a similar observation can be made for the results of Corollary 3.11
and Remark 3.11.
Theorem 3.12 Assume (p, q) is a pair of conjugate exponents, that is 1 < p, q < ,
1
1
(n)
L p [0, 1] for some n 1.
p + q = 1 or p = , q = 1. Let f : [0, 1] R be such that f
If n = 2r 1, r 1, then
1
0
p.
(3.85)
If n = 2r, r 1, then
1
0
Also, we have
Here
K(n, p) =
1
6n!
1
0
|Gn (t)|q dt
and
1
K (n, p) =
6n!
|Fn (t)| dt
1
q
1
q
p.
p.
(3.86)
(3.87)
96
6(2r 1)!
1
0
1
0
|G2r1 (t)| dt
1
q
f (2r1)
= K(2r 1, p) f (2r1)
The above estimate is just (3.85), by the identity (3.47). The inequalities (3.86) and (3.87)
are obtained in the same manner from (3.46) and (3.45), respectively.
Corollary 3.12 Assume (p, q) is a pair of conjugate exponents, that is 1 < p, q < ,
1
1
(n) L [0, 1]
p
p + q = 1 or p = , q = 1. Let f : [0, 1] R be integrable function such that f
for some n 1.
If n = 2r 1, r 1, then
|R 2Tr1( f )| 2K(2r 1, p) f (2r1)
If n = 2r, r 1, then
Also, we have
p.
p.
p.
Remark 3.13 Note that K (1, p) = K(1, p), for 1 < p , since G1 (t) = F1 (t). Also, for
1 < p we can easily calculate K(1, p). We get
1 2 + 2q
K(1, p) =
6 3(1 + q)
1
q
, 1 < p .
At the end of this section we prove an interesting Gruss type inequality related to BullenSimpsons identity (3.45). To do this we use the following variant of the key technical
result from the paper [77]:
Lemma 3.6 Let F, G : [0, 1] R be two integrable functions. If, for some constants
m, M R
m F(t) M, 0 t 1
and
1
0
then
1
0
G(t)dt = 0,
F(t)G(t)dt
Mm
2
1
0
|G(t)| dt.
(3.88)
97
Theorem 3.13 Suppose that f : [0, 1] R is such that f (n) exists and is integrable on
[0, 1], for some n 1. Assume that
mn f (n) (t) Mn , 0 t 1,
for some constants mn and Mn . Then
1
0
where k =
n
2
1
Cn (Mn mn ),
12 (n!)
(3.89)
and
1
Cn =
Moreover, if n = 2r 1, r 2, then
1
0
4 22r 1 22r
|B2r | (M2r1 m2r1 ).
3 (2r)!
(3.90)
where
f (t)dt D(0, 1) Tk ( f ) =
1
6(n!)
1
0
F(t)G(t)dt,
(3.91)
In [26, Lemma 2 (i)] it was proved that for all n 1 and for every R
1
0
Bn ( t)dt = 0,
so that we have
1
0
1
0
G(t)dt
Bn (1 t) + 2Bn
1
t + Bn
4
1
3
t + 2Bn
t
2
4
dt = 0.
Thus, we can apply (3.88) to the integral in the right hand side of (3.91) and (3.89) follows
immediately. The inequality (3.90) follows from (3.89) and Corollary 3.7.
1
0
so that we have
|G1 (t)|dt =
1
5
, C2 =
12
f (t)dt D(0, 1)
1
0
|G2 (t)|dt =
5
(M1 m1)
144
1
,
27
98
and
1
0
f (t)dt D(0, 1)
1
(M2 m2 ).
648
f (t)dt D(0, 1)
1
(M3 m3 ).
9216
7
.
30(2x 1)2(4x2 + 4x + 1)
(3.92)
Let f : [0, 1] R be such that f (2n1) is continuous of bounded variation on [0, 1] for some
n 1. Similarly as before, we now obtain:
1
0
f (t)dt QC x,
1
1
CQ3
, 1 x + T2n
(x) =
2
(2n)!
1
0
(2n1)
GCQ3
(t).
2n (x,t)d f
(3.93)
f (t)dt QC x,
1
1
CQ3
, 1 x + T2n
(x) =
2
(2n + 1)!
1
0
(2n)
GCQ3
(t),
2n+1 (x,t)d f
(3.94)
and finally, if f (2n+1) is continuous of bounded variation on [0, 1] for some n 0, then:
1
0
f (t)dt QC x,
1
1
CQ3
, 1 x + T2n
(x) =
2
(2n + 2)!
1
0
CQ3
F2n+2
(x,t)d f (2n+1) (t),
(3.95)
99
where
QC x,
1
, 1x
2
(3.96)
1
1
7 f (x) 480B4(x) f
+ 7 f (1 x)
30(2x 1)2(4x2 + 4x + 1)
2
n
1
CQ3
(2k1)
GCQ3
(x) =
(1) f (2k1)(0)]
T2n
2k (x, 0) [ f
(2k)!
k=1
=
10x2 10x + 1
[ f (1) f (0)]
60(4x2 + 4x + 1)
n
1
(2k1)
GCQ3
(1) f (2k1) (0)]
+
2k (x, 0) [ f
(2k)!
k=3
(3.97)
GCQ3
k (x,t) = wc (x)[Bk (x t) + Bk (1 x t)] + (1 2wc(x))Bk (1/2 t),
CQ3
FkCQ3 (x,t) = GCQ3
k (x,t) Gk (x, 0),
k 1, t R,
(1)k+1 GCQ3
2k+1 (x,t) > 0 for x [0, 1/2 15/10],
(1)k GCQ3
2k+1 (x,t) > 0
1
Proof. We start from GCQ3
and claim that GCQ3
5
5 (x,t) has constant sign for x 0, 2
15
10
16 , 12 . We will show that it is increasing in x for x [0, 1/2) and after considering its
behavior at the end points, the claim will follow. For 0 t x < 1/2, we have
GCQ3
t3
14(1 2x)
5
(x,t) =
>0
x
3 (4x2 4x 1)2
so our statement is true. For 0 x t 1/2, we have
GCQ3
14x (1 2t)
5
(x,t) =
g(x,t),
x
3(1 2x)3(4x2 4x 1)2
where g(x,t) = 4t 3 (x 1) + t 2(8x3 + 4x2 + 3) + tx(8x2 4x 3) + x2 + 2x3 4x4 . The
3 4x2 3x
and it is elementary to see that t2 < x.
zeros of gt (x,t) are t1 = 1/2 and t2 = 8x 6(x1)
Also, it is very simple to check that g(x, 0) > 0 and g(x, 1/2) > 0, so we have g(x,t) > 0.
Thus, it follows that GCQ3
5 (x,t) is increasing in x.
100
1
15
2 10 ,t
GCQ3
5 (x,t) < 0
Since GCQ3
5
we see that
15
10
and
1
6 ,t > 0 (cf. [53]) for t (0, 1/2),
1 1
GCQ3
5 (x,t) > 0 for x 6 , 2 . So,
GCQ3
5 (x,t)
has constant sign, for an adequate choice of x, and our statement is therefore
valid for k = 2. Assuming the opposite, the assertion follows for all k 3 by induction.
CQ3
Knowing the sign of GCQ3
5 (x,t) allows us to see whether G7 (x,t) is convex or concave on (0, 1/2). As it has no zeros there, that is enough to determine its sign. With this
procedure we can determine the sign of GCQ3
2k+1 (x,t) for k 4 which completes the proof.
1
2
, GCQ3
5 (x,t) has at least one zero in t on
15 1
10 , 6
GCQ3
2 GCQ3
5
5
(x, 0) =
(x, 0) = GCQ3
5 (x, 1/2) = 0
t
t2
and it is not difficult to see that
3 GCQ3
GCQ3
1
15 1
5
5
x
,
(x, 1/2) > 0.
GCQ3
(3.98)
GCQ3
From 5t (x, 1/2) > 0 we conclude that 5t (x,t) > 0 in some neighborhood of t = 1/2,
CQ3
and then from GCQ3
5 (x, 1/2) = 0 it follows that G5 (x,t) < 0 in that neighborhood. On
3 GCQ3
5
(x,t) > 0 in some neighbor t3
hood of t = 0. Similarly as above, using (3.98), we conclude that GCQ3
5 (x,t) > 0 in this
15 1
1
neighborhood of 0. Therefore, it is now clear that for x 2 10 , 6 , GCQ3
5 (x,t) has at
3 GCQ3
5
(x, 0) > 0
t3
we conclude that
Denote by RCQ3
2n+2 (x, f ) the right-hand side of (3.95) and let the weight wc (x) be as in
(3.92).
Theorem 3.14 Let f : [0,
1] R be such that f (2n+2) is continuous on [0, 1] for some
n 3 and let x 0, 12
15
10
1 1
6, 2 .
CQ3
R2n (x,
CQ3
CQ3
CQ3
2n (x, f ) := R2n (x, f ) R2n+2 (x, f ) =
1
GCQ3 (x, 0)[ f (2n1) (1) f (2n1)(0)].
(2n)! 2n
101
CQ3
CQ3
CQ3
Furthermore, |RCQ3
2n (x, f )| |2n (x, f )| and |R2n+2 (x, f )| |2n (x, f )|.
n 2 and let x 0, 12
15
10
1 1
6, 2
RCQ3
2n+2 (x, f ) =
GCQ3
2n+2 (x, 0) (2n+2)
f
( ).
(2n + 2)!
(3.99)
where
2n1
)B2n+2 (1 22n1)B2n+2 .
GCQ3
2n+2 (x, 0) = 2wc (x) B2n+2 (x) + (1 2
(3.100)
If, in addition, f (2n+2) has constant sign on [0, 1], then there exists [0, 1] such that
RCQ3
2n+2 (x, f ) =
F CQ3 x,
(2n + 2)! 2n+2
2
(3.101)
where
CQ3
F2n+2
(x, 1/2) = 2wc (x) B2n+2 (1/2 x) B2n+2(x) 2 22n1 B2n+2
+ 2 22n1 B2n+2.
(3.102)
When (3.99) is applied to the remainder in (3.95) for n = 2, the following formula is
produced:
1
0
f (t)dt QC x,
10x2 10x + 1
1
, 1x +
[ f (1) f (0)]
2
60(4x2 + 4x + 1)
=
(3.103)
For x = 0, formula (3.103) becomes corrected Simpsons formula, for x = 1/4 corrected
dual Simpsons
formula and for x = 1/6 corrected Maclaurins formula. Furthermore, for
x = 510 15 , (3.103) becomes the classical Gauss 3-point formula (stated on [0, 1]), while for
15 15(152 30)
the corrected Gauss 2-point formula is produced. These quadrature
x=
30
formulae will be the main
topics of the sections that follow.
Note that x = 510 15 is the unique solution of the equation G2 (x, 0) = 0. In fact, the
nodes and coefficients of the Gauss 3-point formula are the unique solution of the system:
G2 (x, 0) = G4 (x, 0) = 0.
This would be the system one would set to obtain from (3.1) the quadrature formula which
is not corrected (i.e. does not include values of the first derivatives in the quadrature) and
has the highest possible degree of exactness, which is 5 in this case. That this is exactly
the classical Gauss 3-point formula is no surprise.
102
Remark 3.17 Although only x [0, 1/2) were taken into consideration here, results for
x = 1/2 can easily be obtained by considering the limit process when x tends to 1/2.
Namely,
1
1
1
7
f
lim QC x, , 1 x = f
+
2
2
240
2
x1/2
7
1
lim GCQ3
k (x,t) = Bk 2 t + 240 k(k 1)Bk2
x1/2
1
t
2
f (t)dt + f
7
1
f
2
240
1
11
1
[ f (1) f (0)] =
f (6) ( ). (3.104)
2
80
3225600
Next, some sharp estimates of error for this type of quadrature formulae are given.
Theorem 3.16 Let p, q R be such that 1 p, q and 1/p + 1/q = 1. If f : [0, 1] R
is such that f (2n) L p [0, 1] for some n 1, then we have
1
0
f (t)dt QC x,
1
CQ3
, 1 x + T2n
(x) KCQ3 (2n, q) f (2n)
2
p.
(3.105)
f (t)dt QC x,
1
CQ3
, 1 x + T2n
(x) KCQ3 (2n + 1, q) f (2n+1) p .
2
(3.106)
f (t)dt QC x,
1
CQ3
, 1 x + T2n
(x) KCQ3
(2n + 2, q) f (2n+2) p ,
2
(3.107)
where
1
KCQ3 (m, q) =
m!
KCQ3
(m, q) =
1
m!
q
q
GCQ3
m (x,t) dt
q
q
FmCQ3 (x,t) dt
These inequalities are sharp for 1 < p and the best possible for p = 1.
Proof. Analogous to the proof of Theorem 2.2.
15
10
For x 0, 12
16 , 12 and n 2, using Lemma 3.7 and Remark 3.16, we can
calculate the following constants for p = 1 and p = from the previous Theorem:
1
GCQ3 (x, 0) ,
(2n + 2)! 2n+2
1
1
1
CQ3
F2n+2
(2n + 2, ) = KCQ3 (2n + 1, 1) =
x,
KCQ3
2
(2n + 2)!
2
(2n + 2, 1) =
KCQ3
(3.108)
, (3.109)
103
CQ3
where GCQ3
2n+2 (x, 0) and F2n+2 (x, 1/2) are as in (3.100) and (3.102).
The following two theorems give Hermite-Hadamard and Dragomir-Agarwal type inequalities for the general corrected 3-point quadrature formulae (cf. Section 2.5.).
15
10
1
|GCQ3 (x, 0)| f (2n+2)
(2n + 2)! 2n+2
(1)n
while for x
1 1
6, 2
1
0
f (t)dt QC
(3.110)
we have
1
|GCQ3 (x, 0)| f (2n+2)
(2n + 2)! 2n+2
(1)n+1
1
0
f (t)dt QC
1
2
1
CQ3
(x)
x, , 1 x + T2n
2
(3.111)
1
f (2n+2) (0) + f (2n+2)(1)
|GCQ3
,
2n+2 (x, 0)|
(2n + 2)!
2
where GCQ3
2n+2 (x, 0) is as in (3.100). If f is (2n + 4)-concave, the inequalities are reversed.
15
10
1 1
6, 2
(m) q
f (t)dt QC x,
LCQ3 (m, x)
1
CQ3
, 1 x + T2n
(x)
2
1/q
(3.112)
f (t)dt QC x,
1
CQ3
, 1 x + T2n
(x) LCQ3 (m, x) f (m)
2
1
2
where
2
|F CQ3 (x, 1/2)|
(2n + 2)! 2n+2
1
|GCQ3 (x, 0)|
and for m = 2n + 2 LCQ3 (2n + 2, x) =
(2n + 2)! 2n+2
(3.113)
104
CQ3
with GCQ3
2n+2 (x, 0) and F2n+2 (x, 1/2) as in (3.100) and (3.102), respectively.
1
1
,1 =
7 f (0) + 16 f
2
30
1
+ 7 f (1) .
2
Further,
1
[ f (1) f (0)]
60
n
1
(2k1)
GCS
(1) f (2k1) (0)]
+
2k (0) [ f
(2k)!
k=3
CQ3
CS
= T2n
(0) =
T2n
CQ3
GCS
k (t) = Gk (0,t) =
1
1
t
14Bk (1 t) + 16Bk
30
2
CS
FkCS (t) = FkCQ3 (0,t) = GCS
k (t) Gk (0),
k1
(3.114)
k 2 and t R.
1
1
1
+ 7 f (1) + [ f (1) f (0)] =
f (6) ( )
2
60
604800
(3.115)
Formula (3.115) is called corrected Simpsons formula.
As special cases of Theorem 3.16, (3.108) and (3.109), for p = and p = 1 we get the
following estimates for m = 1, 2:
0
f (t)dt
1
0
1
7 f (0) + 16 f
30
f (t)dt
1
7 f (0) + 16 f
30
1
+ 7 f (1)
2
p,
105
where
113
,
900
697
,
CCS (2, 1) =
40500
CCS (1, 1) =
1
2
1 CS
F
2 2
7
30
4
,
15
=
49
,
1800
while for m = 2, 3, 4, 5, 6
1
0
f (t)dt
1
1
+ 7 f (1) + [ f (1) f (0)]
2
60
1
7 f (0) + 16 f
30
19 19
,
CCS (2, 1) =
10125
p,
1
1
= ,
2
40
253
28 + 19 19
CCS (3, 1) =
,
CCS (3, ) =
360000
81000
1
1
1 CS 1
G
,
CCS (4, ) =
=
CCS (4, 1) =
14580
24 4 2
5760
1
1
1
F CS
=
,
CCS (5, 1) =
360 6
2
115200
1
1
1
CCS (5, ) =
GCS
=
120 5 3
58320
1
1
,
CCS (6, 1) =
GCS (0) =
720 6
604800
1
1
1
CCS (6, ) =
.
F CS
=
720 6
2
230400
CCS (2, ) =
1 CS
G
2 2
From (3.108) and (3.109), estimates can easily be obtained for m 7. However, for those
m, the values of higher order derivatives at the end points are included in the quadrature.
The Hermite-Hadamard-type inequality for the corrected Simpsons formula is:
1
f (6)
604800
1
0
1
2
f (t)dt
1
7 f (0) + 16 f
30
1
1
+ 7 f (1) + [ f (1) f (0)]
2
60
1
f (6) (0) + f (6) (1)
604800
2
1
,
115200
LCQ3 (6, 0) =
1
.
604800
106
QC
CQ3
CDS
= T2n
T2n
1
8f
15
1
4
1
f
4
1
+8f
2
3
4
1
[ f (1) f (0)]
120
1
(2k1)
GCDS
(1) f (2k1) (0)
2k (0) f
(2k)!
k=3
+
CQ3
GCDS
k (t) = Gk
1
1
1
1
3
,t =
t Bk
t + 8Bk
t
8Bk
4
15
4
2
4
1
CDS
,t = GCDS
k (t) Gk (0), k 1 and t R.
4
CQ3
The remainder RCDS
2n+2 ( f ) = R2n+2 (1/4, f ), according to Theorem 3.15, can be written
1
1
3
1
1
[ f (1) f (0)]
8f
f
+8f
15
4
2
4
120
31
f (6) ( )
(3.117)
=
19353600
Formula (3.117) is called corrected dual Simpsons formula.
Estimate of error for p = i p = 1 are for m = 1, 2 :
0
1
0
f (t)dt
f (t)dt
1
8f
15
1
f
4
1
2
+8f
3
4
p,
where
17
,
120
31
,
CCDS (2, 1) =
3000
CCDS (1, 1) =
3
4
1 CDS
F
2 2
=
1
4
17
,
60
=
1
,
32
while for m = 2, 3, 4, 5, 6
1
0
f (t)dt
1
8f
15
1
f
4
1
+8f
2
3
4
1
[ f (1) f (0)]
120
p,
107
31 31 + 15 15 46
,
CCDS (2, 1) =
20250
11
1
1
=
CCDS (2, ) = GCDS
,
2 2
4
480
11
31 31 46
CCDS (3, 1) =
,
CCDS (3, ) =
,
14400
81000
17
1
1
GCDS
CCDS (4, 1) =
,
CCDS (4, ) =
4
233280
24
2
1
1
1
F CDS
=
,
CCDS (5, 1) =
360 6
2
115200
17
1
1
GCDS
CCDS (5, ) =
,
=
5
120
3
933120
1
31
,
GCDS (0) =
CCDS (6, 1) =
720 6
19353600
1
1
1
F6CDS
CCDS (6, ) =
.
=
720
2
230400
1
,
5760
1
0
1
2
f (t)dt
1
8f
15
1
4
1
+8f
2
3
4
1
[ f (1) f (0)]
120
31
f (6) (0) + f (6) (1)
19353600
2
1
4
1
,
115200
LCQ3 6,
1
4
31
.
19353600
1 1 5
, ,
6 2 6
CQ3
CM
= T2n
T2n
1
1
5
1
27 f
+ 26 f
+ 27 f
,
80
6
2
6
1
1
[ f (1) f (0)]
=
6
240
n
1
(2k1)
GCM
+
(1) f (2k1) (0)
2k (0) f
(2k)!
k=3
=
108
CQ3
GCM
k (t)=Gk
1
1
1
1
5
,t =
t +26Bk
t +27Bk
t
27Bk
6
80
6
2
6
1
CM
,t = GCM
k (t) Gk (0), k 1 and t R.
6
, (3.118)
[0, 1]
(3.119)
1
1
27 f
+ 26 f
80
6
31
=
f (6) ( )
87091200
f (t)dt
1
+ 27 f
2
5
6
1
[ f (1) f (0)]
240
(3.120)
f (t)dt
1
27 f
80
1
+ 26 f
6
1
+ 27 f
2
5
6
p,
where
2401
,
28800
827
CCM (2, 1) =
,
192000
CCM (1, 1) =
5
6
1 CM
F
2 2
=
1
6
41
,
240
1
= ,
72
while for m = 2, 3, 4, 5, 6
1
0
f (t)dt
1
27 f
80
1
+ 26 f
6
1
+ 27 f
2
5
6
1
[ f (1) f (0)]
240
p,
109
1
1
,
CCM (4, ) =
,
73728
38400
1
1
1
,
CCM (5, 1) =
F6CM
=
360
2
691200
1
1
1
GCM
CCM (5, ) =
=
,
5
120
4
294912
1
31
GCM
,
CCM (6, 1) =
6 (0) =
720
87091200
1
1
1
F CM
=
CCM (6, ) =
.
720 6
2
1382400
CCM (4, 1) =
Let us mention again that from (3.108) and (3.109) estimates of error for m 7 can also
be calculated.
The Hermite-Hadamard-type inequality for the corrected Maclaurins formula is:
31
f (6)
87091200
1
0
1
2
f (t)dt
1
27 f
80
1
+ 26 f
6
31
f (6) (0) + f (6) (1)
87091200
2
and the constants from Theorem 3.18 are:
1
1
,
LCQ3 5,
=
6
691200
1
+ 27 f
2
5
6
1
[ f (1) f (0)]
240
LCQ3 6,
1
6
31
.
87091200
1
5 15
1
5 + 15
1
1
5f
+8f
+5f
=
f (6) ( )
f (t)dt
18
10
2
10
2016000
0
which is exactly the Gauss 3-point formula on the interval [0, 1]. Note once more that this
CQ3
node is the unique solution of the system GCQ3
2 (x, 0) = G4 (x, 0) = 0. Again, we switch
to interval [1, 1] for reasons mentioned in the subsection on the Gauss 2-point formula.
Let f : [1, 1] R be such that f (2n1) is continuous of bounded variation on [1, 1]
for some n 1. Then we have:
1
1
G3
f (t)dt QG3 + T2n
=
22n1
(2n)!
1
1
(2n1)
GG3
(t);
2n (t)d f
(3.121)
G3
f (t)dt QG3 + T2n
=
22n
(2n + 1)!
1
1
(2n)
GG3
(t),
2n+1 (t)d f
(3.122)
110
and finally, if f (2n+1) is continuous of bounded variation on [1, 1] for some n 0, then
1
1
G3
f (t)dt QG3 + T2n
=
22n+1
(2n + 2)!
1
1
G3
F2n+2
(t)d f (2n+1) (t),
(3.123)
where
1
QG3 =
5f
9
G3
T2n
=
GG3
k (t)
15
+ 8 f (0) + 5 f
15
5
(3.124)
22k1
(2k1)
(1) f (2k1) (1)]
(2k)! GG3
2k (1)[ f
k=3
15 t
1
5Bk
=
9
10
2
+ 8Bk
t
+ 5Bk
2
(3.125)
15 t
10
2
G3
FkG3 (t) = GG3
k (t) Gk (1).
(3.126)
(3.127)
22n+2
GG3 (1) f (2n+2)( ),
(2n + 2)! 2n+2
[1, 1]
RG3
2n+2 ( f ) =
22n+1
F G3 (0) f (2n+1) (1) f (2n+1)(1) , [0, 1]
(2n + 2)! 2n+2
GG3
2n+2 (1) =
1
10B2n+2
9
(3.128)
(3.129)
where
G3
F2n+2
(0) =
1
10B2n+2
9
5 15
10
15
10
(8 222n)B2n+2
10B2n+2
5 15
10
(3.130)
+ (16 222n)B2n+2
(3.131)
From (3.128) and (3.123) for n = 2 the classical Gauss 3-point formula is produced:
1
1
15
15
1
5f
+ 8 f (0) + 5 f
+
f (6) ( ), [1, 1].
f (t)dt =
9
5
5
15750
1
Applying Holders inequality (see Theorem 3.16), sharp, i.e. the best possible, estimates of error for the formulae (3.121)-(3.123) can be obtained. For p = and p = 1, and
n 2, they are:
(2n + 2, ) =
KG3 (2n + 1, 1) = 2KG3
(2n + 2, 1) =
KG3
22n+2
F G3 (0)
(2n + 2)! 2n+2
22n+2
GG3 (1) ,
(2n + 2)! 2n+2
111
1
5f
f (t)dt
9
15
+ 8 f (0) + 5 f
15
5
p,
where
1051 234 15
4
0.357338, CG3 (1, ) = 0.444444,
CG3 (1, 1) =
405
9
8
3/2
(18 15 65)
CG3 (2, 1) =
0.0374355,
2187
9 2 15
CG3 (2, ) =
0.0696685,
18
4 15 15
0.00136648,
CG3 (4, 1) 0.000908828, CG3 (4, ) =
360
25 6 15
CG3 (5, 1) =
0.000195789, CG3 (5, ) 0.000227207,
9000
1
0.0000634921,
CG3 (6, 1) =
15750
25 6 15
0.0000978944.
CG3 (6, ) =
18000
1
Integral 1
|GG3
4 (t)|dt is calculated only approximately, with the help of Wolframs Mathematica, because it is difficult to obtain the exact value of the zero of GG3
4 (t) (which is
t 0.280949). Further, |GG3
(t)|
attains
its
maximal
value
in
the
zero
of
GG3
4 (t), so we
5
have the same problem again. Therefore, CG3 (5, ) is also calculated with the help of
Wolframs Mathematica.
Remark 3.18 It was shown previously that in the class of all 3-point quadrature formulae where the integral is approximated by (3.8), the best estimation is obtained for x = 1/6
(when considering an integral over [1, 1], for x = 2/3), i.e. Maclaurins formula. Comparing estimates C(m, 1) and C(m, ) obtained for Maclaurins formula and the Gauss
3-point formula shows that, when p = , the Gauss 3-point formula gives better approximation for m = 2, 3, 4, while when p = 1, it gives better approximation for m = 3 and
m = 4.
Remark 3.19 The constant CG3 (1, ) coincides with the constant V (RG
3 ), obtained in
Theorem 1.1. in [45].
112
1
0
1
2
1
5f
f (t)dt
18
5 15
10
+8f
1
+5f
2
LCQ3
5 15
6,
10
5 + 15
10
1
f (6) (0) + f (6) (1)
2016000
2
25 6 15
5 15
LCQ3 5,
,
=
10
576000
1
.
2016000
1
1
2 30
15(15 2 30).
At the same time, B4 (x0 ) = 0, which means the quadrature formula thus obtained has only
two nodes. We will call this formula corrected Gauss 2-point formula.
The results are again transformed to the interval [1, 1]. Formulae (3.93)-(3.95) become:
1
1
1
1
1
1
where
CG2
f (t)dt QCG2 + T2n
=
22n1
(2n)!
CG2
f (t)dt QCG2 + T2n
=
22n
(2n + 1)!
CG2
f (t)dt QCG2 + T2n
=
22n+1
(2n + 2)!
2 30
QCG2 = f 1
+f
15
1
1
(2n1)
GCG2
(t),
2n (t)d f
1
1
1
1
(2n)
GCG2
(t)
2n+1 (t)d f
(3.133)
CG2
F2n+2
(t)d f (2n+1) (t),
(3.134)
2 30
1
15
22k1 CG2
(2k)! G2k (1)[ f (2k1)(1) f (2k1)(1)]
k=1
5 30
=
[ f (1) f (1)]
15
n
22k1 CG2
G2k (1)[ f (2k1) (1) f (2k1) (1)]
+
(2k)!
k=3
CG2
=
T2n
(3.132)
1
GCG2
k (t) = Bk
2
113
2 30 t
1
1
+ Bk
15
2
2
2 30 t
1
15
2
CG2
FkCG2 (t) = GCG2
k (t) Gk (1), k 1.
1
30
2
1
1
GCG2
(3.135)
2n+2 (1) = 2 B2n+2
2 2
15
1
30
30
2
2
1
1
CG2
B2n+2
(0) = 2 B2n+2
1
1
F2n+2
(3.136)
2
15
2 2
15
Using this, from (3.134) for n = 2, the corrected Gauss 2-point formula is obtained:
1
5 30
14 30 90 (6)
[ f (1) f (1)] +
f ( ), [1, 1]
f (t)dt = QCG2
15
70875
1
(3.137)
Note that
14 30 90
0.00018792.
70875
Further, similarly as in the previous subsection where the Gauss 3-point formula was
considered, from Theorem 3.16 we get the sharp estimates of error for n 2, with the
CG2
appropriate values of GCG2
2n+2 (1) and F2n+2 (0) as in (3.135) and (3.136). Specially, let us
see what these estimates are for p = and p = 1:
1
1
p,
m = 1, 2
where
4 30
2 30
CCG2 (1, 1) = 3
2 1
0.500747,
15
15
2 30
CCG2 (1, ) = 1
0.51933,
15
CCG2 (2, 1) =
2
3 30 15 + 4 15 2 30 15 + 2 585 106 30
45
30
CCG2 (2, ) = 1
15
2 30
0.115522,
1
15
114
while for 2 m 6
1
1
5 30
[ f (1) f (1)] CCG2 (m, q) f (m)
f (t)dt QCG2 +
15
p,
where
CCG2 (2, 1) 0.0650208,
1
CCG2 (2, ) =
20 2 30 225 30 30 0.083707,
15
1
CCG2 (3, 1) =
339 60 30 4 585 106 30 0.0109032,
180
1
22745
2 25653825 4649430 30 + 1226 30
45
3
0.010905,
CCG2 (4, 1) 0.00209577,
1
5
1
CCG2 (4, ) =
585 106 30 0.002415,
24
30 90
90 14 30
CCG2 (5, ) 0.000523942, CCG2 (6, 1) =
0.00018792,
70875
1
4778 30
+ 10 30 55 0.000251537.
2 1745
CCG2 (6, ) =
3600
15
CCG2 (3, ) =
The exact values of CCG2 (2, 1) (for the case when the values of the first derivative are
included in the quadrature formula), CCG2 (4, 1) and CCG2 (5, ) can be calculated (with the
help of Wolframs Mathematica) but obtained expressions are rather cumbersome so we
state only their approximate values.
Also, notice that when p = and m = 1, 2, and when p = 1 and m = 1, corrected Gauss
2-point formulae give better estimations than Gauss 2-point formulae.
The Hermite-Hadamard-type inequality for the corrected Gauss 2-point formula is:
45 7 30 (6) 1
f
4536000
2
1
1
1
1
1
1
1
f (t)dt f
15(15 2 30) f
15(15 2 30)
2
2
30
2
2
30
0
5 30
+
[ f (1) f (0)]
60
4536000
2
115
1
1
2 30
15(15 2 30)
1
45 7 30
1
.
15(15 2 30) =
LCQ3 6,
2 30
4536000
1
0
f (t)dt
(3.138)
10y2 10y + 1
1
[ f (1) f (0)],
QC y, , 1 y
2
60(4y2 + 4y + 1)
where QC x, 12 , 1 x is defined in (3.96). If f is 6-concave, the inequalities are reversed.
Proof. First, note that
1
1
(98x4 196x3 + 102x2 4x 1) = x
98
2
2
1
x
2
x
1
2
45
196
45
1
x
98
2
33
784
51
4802
45 + 2 102
196
1
2
45 2 102
196
1
1
2 14
45 2 102.
Now, it is easy to determine the sign of the remainder in the formula (3.103). Finally, for a
116
The following corollaries give comparison between corrected Simpsons rule and corrected dual Simpsons rule, corrected Simpsons rule and corrected Maclaurins rule, corrected Simpsons rule and the corrected Gauss 2-point rule, and then the Gauss 3-point rule
and corrected dual Simpsons rule, the Gauss 3-point rule and corrected Maclaurins rule,
the Gauss 3-point rule and the corrected Gauss 2-point rule.
Corollary 3.13 Let f : [0, 1] R be 6-convex and such that f (6) is continuous on [0, 1].
Then
1
7 f (0) + 16 f
30
1
f (t)dt
1
8f
15
1
1
+ 7 f (1) [ f (1) f (0)]
2
60
1
4
1
+8f
2
3
4
1
[ f (1) f (0)].
120
Corollary 3.14 Let f : [0, 1] R be 6-convex and such that f (6) is continuous on [0, 1].
Then
1
7 f (0) + 16 f
30
1
0
1
1
+ 7 f (1) [ f (1) f (0)]
2
60
f (t)dt
1
27 f
80
1
+ 26 f
6
1
+ 27 f
2
5
6
1
[ f (1) f (0)].
240
Corollary 3.15 Let f : [0, 1] R be 6-convex and such that f (6) is continuous on [0, 1].
Then
1
7 f (0) + 16 f
30
1
0
1
2
+ 7 f (1)
1
[ f (1) f (0)]
60
f (t)dt
1
1
1
225 30 30 + f
2 30
2
7 30 5
+
[ f (1) f (0)].
420
1
f
2
1
1
+
2 30
225 30 30
117
225 30 30 30 B4 (y) = 0.
Corollary 3.16 Let f : [0, 1] R be 6-convex and such that f (6) is continuous on [0, 1].
Then
5 15
1
1
5 + 15
5f
+8f
+5f
18
10
2
10
1
f (t)dt
1
8f
15
1
f
4
1
+8f
2
3
4
1
[ f (1) f (0)].
120
Proof. Follows from (3.138) for x = 1/2 15/10 10x2 10x + 1 = 0 and y = 1/4.
Corollary 3.17 Let f : [0, 1] R be 6-convex and such that f (6) is continuous on [0, 1].
Then
1
5 15
1
5 + 15
5f
+8f
+5f
18
10
2
10
1
0
f (t)dt
1
27 f
80
1
+ 26 f
6
1
+ 27 f
2
5
6
1
[ f (1) f (0)].
240
Proof. Follows from (3.138) for x = 1/2 15/10 10x2 10x + 1 = 0 and y = 1/6.
Corollary 3.18 Let f : [0, 1] R be 6-convex and such that f (6) is continuous on [0, 1].
Then
5 15
1
1
5 + 15
5f
+8f
+5f
18
10
2
10
1
0
f (t)dt
1
1
1
1
1
1
f
+
225 30 30 + f
225 30 30
2
2 30
2
2 30
7 30 5
+
[ f (1) f (0)].
420
If f is 6-concave, the inequalities are reversed.
Proof. Follows from (3.138) for x = 1/2 15/10 10x2 10x + 1 = 0 and
118
1
0
1
2
f (t)dt f
f (0) + f (1)
1
0
f (t)dt.
(3.139)
An elementary analytic proof of (3.40) and (3.139) was given in [11]. Another interesting result of a similar type was given in that same paper. Namely, provided f is 4-convex,
we have:
1
1
1
1
3
2f
f
+2f
3
4
2
4
0
1
1
1
f (t)dt
f (0) + 4 f
+ f (1)
6
2
0
f (t)dt
(3.140)
This implies that dual Simpsons quadrature rule is more accurate than Simpsons quadrature rule. Inequality (3.140) is sometimes called Bullen-Simpsons inequality and was
generalized for a class of (2k)-convex functions in [80].
The aim here is to derive similar type inequalities, only this time starting from corrected
Simpsons and dual corrected Simpsons formula. The results of this subsection were
published in [51].
For k 1 and t R, we define functions
CQ3
CS
CDS
Gk (t) = GCQ3
k (0,t) + Gk (1/4,t) = Gk (t) + Gk (t),
1
1
t + 7Bk
t + 8Bk
4
2
Fk (t) = Gk (t) Gk (0) for k 2.
3
t ,
4
k 1,
and
B 3 = B 4 = B 5 = 0.
1
7 f (0) + 16 f
60
1
+ 14 f
4
1
+ 16 f
2
1 CQ3
T
(0) + TmCQ3 (1/4) ,
2 m
3
4
+ 7 f (1) .
119
1
[ f (1) f (0)]
240
and, for m 6,
Tm ( f ) =
+
1
[ f (1) f (0)]
240
1 [m/2] B2k
(2k)! (16 24k 22k) f (2k1) (1) f (2k1)(0) .
15 k=3
In the next theorem we establish two formulae which play the key role here. We call
them corrected Bullen-Simpsons formulae of Euler type.
Theorem 3.20 Let f : [0, 1] R be such that f (n1) is continuous of bounded variation
on [0, 1], for some n 1. Then
1
0
and
1
0
(1)
f (t)dt = D(0, 1) Tn( f ) + R n ( f ),
(3.141)
(2)
f (t)dt = D(0, 1) Tn1( f ) + R n ( f ),
(3.142)
where
(1)
R n ( f ) =
1
30n!
(2)
R n ( f ) =
1
30n!
and
1
0
1
0
Proof. Apply (3.94) for x = 0 and x = 1/4, add those two formulae, divide by 2 and identity
(3.141) is produced. Identity (3.142) is obtained analogously from (3.95).
Remark 3.20 Interval [0, 1] is used for simplicity and involves no loss in generality. In
what follows, Theorem 3.20 and others will be applied, without comment, to any interval
that is convenient.
It is easy to see that if f : [a, b] R is such that f (n1) is continuous of bounded
variation on [a, b], for some n 1, then
b
a
and
b
a
(b a)n
30n!
b
a
Gn
(b a)
f (t)dt = D(a, b) Tn1( f ) +
30n!
b
a
Fn
t a
d f (n1) (t)
ba
t a
d f (n1) (t),
ba
120
where
D(a, b) =
ba
7 f (a) + 16 f
60
3a + b
+ 14 f
4
a+b
+ 16 f
2
a + 3b
+ 7 f (b) ,
4
T0 ( f ) = T1 ( f ) = 0,
(b a)2
T2 ( f ) = T3 ( f ) = T4 ( f ) = T5 ( f ) =
f (b) f (a)
240
and for m 6
(b a)2
Tm ( f ) =
f (b) f (a)
240
+
1 [m/2] (b a)2k
(2k)! (16 24k 22k)B2k f (2k1) (b) f (2k1)(a) .
15 k=3
Remark 3.21 Suppose that f : [0, 1] R is such that f (n) exists and is integrable on
[0, 1], for some n 1. In this case (3.141) holds with
(1)
R n ( f ) =
1
30n!
(2)
R n ( f ) =
1
30n!
1
0
f (t)dt D(0, 1) +
1
f (1) f (0)
=
240
21600
1
0
From this identity it is clear that corrected Bullen-Simpsons formula of Euler type is exact
for all polynomials of order 5.
Before the main result is stated, we will need to prove some properties of functions
Gk and Fk . Notice that it is enough to know the values of those functions on the interval
[0, 1/2], since Gk (t + 1/2) = Gk (t).
Lemma 3.8 For k 3, function G2k1 (t) has no zeros in the interval 0, 14 . The sign of
this function is determined by
(1)k G2k1 (t) > 0,
1
0<t < .
4
(3.143)
121
(3.144)
so our assertion is true for k = 3. Assuming the opposite, by induction, it follows easily
that the assertion is true for all k 4.
Further, if G2k3 (t) > 0, 0 < t < 1/4, then since
G2k1 (t) = (2k 1)(2k 2)G2k3(t)
it follows that G2k1 is convex and hence G2k1 (t) < 0 on (0, 1/4). Similarly, we conclude
that if G2k3 (t) < 0, then G2k1 (t) > 0 on (0, 1/4). (3.143) now follows from (3.144).
Corollary 3.19 For k 3, functions (1)k1 F2k (t) and (1)k1 G2k (t) are strictly increasing on the interval (0, 1/4) and strictly decreasing on the interval (1/4, 1/2). Consequently, 0 and 1/2 are the only zeros of F2k (t) on [0, 1/2] and
max |F2k (t)| = 222k (1 22k)|B2k |,
t[0,1]
t[0,1]
Proof. Since
[(1)k1 F2k (t)] = [(1)k1 G2k (t)] = (1)k 2k G2k1(t),
from Lemma 3.8 we conclude that (1)k1 F2k (t) and (1)k1 G2k (t) are strictly increasing
on (0, 1/4). It is easy to check that for k 2 and 0 t 1/2,
Gk (1/2 t) = (1)k Gk (t)
and
From there we conclude that (1)k1 F2k (t) and (1)k1 G2k (t) are strictly decreasing on
(1/4, 1/2). Further, F2k (0) = F2k (1/2) = 0, which implies |F2k (t)| achieves maximum at
t = 1/4 and thus, the first assertion is proved.
On the other hand,
max |G2k (t)| = max |G2k (0)| , G2k
t[0,1]
1
4
= G2k
1
4
|F2k1 (t)| dt =
1
0
|G2k1 (t)| dt =
232k
1 22k |B2k | ,
k
122
1/4
|G2k1 (t)| dt = 4
G2k1 (t)dt =
2
F2k
k
1
4
which proves the first assertion. Since F2k (0) = F2k (1/2) = 0, from Corollary 3.19 we
conclude that F2k (t) does not change sign on (0, 1/2). Therefore,
1
0
|F2k (t)| dt = 2
1/2
0
1
G2k (t)dt B 2k = |B 2k |,
2
which proves the second assertion. Finally, we use the triangle inequality to obtain
1
0
|G2k (t)| dt
1
0
Theorem 3.21 If f : [0, 1] R is such that f (2k) is a continuous function on [0, 1], for
some k 3, then there exists [0, 1] such that
(2)
R 2k ( f ) =
1
22k (1 16 22k)B2k f (2k) ( ).
15(2k)!
(3.145)
(2)
Proof. We can rewrite R 2k ( f ) as
(1)k1
(2)
Jk ,
R 2k ( f ) =
30(2k)!
where
Jk =
1
0
(3.146)
(3.147)
From Corollary 3.19 we know that (1)k1 F2k (t) 0, 0 t 1, so the claim follows
from the mean value theorem for integrals and Corollary 3.20
1
f (6) ( ).
38707200
1
1
3
1
D
(f)
8f
f
+8f
+ T2k1
15
4
2
4
0
1
1
1
S
(f)
f (t)dt
7 f (0) + 16 f
+ 7 f (1) T2k1
30
2
0
f (t)dt
(3.148)
123
Proof. Denote the middle part and the right-hand side of (3.148) by LHS and DHS, respectively. Then we have
LHS = RCDS
2k ( f )
and
(2)
RHS LHS = 2R 2k ( f )
(2)
RHS LHS 0,
for even k
LHS 0,
RHS LHS 0,
for odd k
1
1
1
1
3
[ f (1) f (0)]
8f
f
+8f
15
4
2
4
120
0
1
1
1
1
f (t)dt
7 f (0) + 16 f
+ 7 f (1) [ f (1) f (0)]
30
2
60
0
f (t)dt
Theorem 3.23 If f : [0, 1] R is such that f (2k) is a continuous function on [0, 1] and f
is either (2k)convex or (2k)concave, for some k 3, then there exists [0, 1] such
that
212k
(2)
(1 22k )B2k f (2k1) (1) f (2k1) (0) .
(3.150)
R 2k ( f ) =
15(2k)!
Proof. Suppose f is (2k)convex, so f (2k) (t) 0, 0 t 1. If Jk is given by (3.147),
using Corollary 3.19, we obtain
0 Jk (1)k1 F2k
1
0
f (2k) (t)dt.
22k
(1 16 22k)B2k f (2k1) (1) f (2k1)(0) .
15(2k)!
12k
22
(2)
R 2k ( f ) =
2k ( f ).
1 242k
124
Theorem 3.24 Suppose that f : [0, 1] R is such that f (2k+2) is a continuous function
on [0, 1] for some k 3. If f is either (2k)-convex and (2k + 2)-convex or (2k)-concave
(2)
and (2k + 2)-concave, then the remainder R 2k ( f ) has the same sign as the first neglected
term 2k ( f ) and
(2)
|R 2k ( f )| |2k ( f )|.
Proof. We have
(2)
(2)
2k ( f ) = R 2k ( f ) R 2k+2 ( f ).
2k+2
(2)
(2)
In this subsection, using formulae derived in Theorem 3.20, we shall prove a number
of inequalities for various classes of functions.
Theorem 3.25 Assume (p, q) is a pair of conjugate exponents, that is 1 p, q ,
1
1
(n) L [0, 1] for some n 1, then we have
p
p + q = 1. If f : [0, 1] R is such that f
1
and
1
0
p,
(3.151)
p,
(3.152)
where
1
1
K(n, p) =
30n!
|Fn (t)| dt
1
q
1
and K (n, p) =
30n!
|Gn (t)| dt
1
q
1
0
Fn (t) f
(n)
1
(t)dt
30n!
1
0
= K(n, p) f
|Fn (t)| dt
(n)
1
q
f (n)
Having in mind Remark 3.21, from (3.142) and the above inequality, we obtain (3.151).
Similarly, from (3.141) we obtain (3.152).
125
where
113
,
1800
Taking p = 1 and n = 1, 2, we get
K(1, ) =
1
0
K(2, ) =
697
.
162000
where
49
2
, K(2, 1) =
.
15
7200
Comparing these estimates with the analogous ones obtained for Bullen-Simpsons
formula shows that these are better in all cases except for n = 2 and p = .
Moreover, for p = and n = 3, 4, 5 we obtain
K(1, 1) =
1
0
f (t)dt D(0, 1) +
1
[ f (1) f (0)] K(n, ) f (n)
240
where
253
1
, K(4, ) =
,
2880000
233280
and for p = 1 and n = 3, 4, 5 we get
K(3, ) =
1
0
f (t)dt D(0, 1) +
28 + 19 19
K(3, 1) =
,
648000
Finally, for p = 2 we get
0
1
,
3686400
1
[ f (1) f (0)] K(n, 1) f (n) 1 ,
240
where
K(5, ) =
K(4, 1) =
1
,
92160
K(5, 1) =
1
.
1866240
where
K(1, 2) =
19
,
60
K(2, 2) =
3
,
360
and
1
0
f (t)dt D(0, 1) +
where
1
[ f (1) f (0)] K(n, 2) f (n) 2 ,
240
K(3, 2) =
105
,
100800
K(4, 2) =
70
,
1612800
K(5, 2) =
5005
.
212889600
126
Remark 3.26 Note that K (1, p) = K(1, p), for 1 < p , since G1 (t) = F1 (t). Also, for
1 < p , we can easily calculate K(1, p). Namely,
1 7q+1 + 8q+1
K(1, p) =
60 15(q + 1)
1
q
p1
2
= K(1, 1).
15
Now we use formula (3.141) and a Gruss type inequality to obtain estimations of corrected Bullen-Simpsons formulae in terms of oscillation of derivatives of a function. To
do this, we need the following two technical lemmas. The first one was proved in [26] and
the second one is the key result from [77].
Lemma 3.9 Let k 1 and R. Then
1
0
Bk ( t)dt = 0.
1
0
then
1
0
0t 1
G(t)dt = 0,
F(t)G(t)dt
Mm
1
0
|G(t)|dt.
(3.153)
Theorem 3.26 Let f : [0, 1] R be such that f (n) exists and is integrable on [0, 1], for
some n 1. Suppose
0 t 1,
mn f (n) (t) Mn ,
for some constants mn and Mn . Then
1
0
where
(3.154)
113
19 19
253
1
, C2 =
, C3 =
, C4 =
,
C1 =
3600
81000
5760000
466560
222k (1 22k)
22k (1 16 22k)
C2k1 =
|B2k |, C2k =
|B2k |, k 3.
15(2k)!
15(2k)!
Proof. Lemma 3.9 ensures that the second condition of Lemma 3.10 is satisfied. Hav(1)
ing in mind Remark 3.21, apply inequality (3.153) to obtain the estimate for |R n ( f )|.
Now our statement follows easily from Corollary 3.20 for n 5 and direct calculation for
n = 1, 2, 3, 4.
3.3
127
f (t)dt =
1
u f (0) + v f
2u + v
1
+ u f (1) + E( f ; u, v)
2
(3.155)
with E( f ; u, v) being the remainder, u, v Z+ and the greatest common divisor of u and v
1
t , t R
2
Fk (t) = Gk (t) B k , t R, k 1,
where
B k = uBk (0) + vBk
1
+ uBk (1), k 1.
2
1
u f (0) + v f
2u + v
1
+ u f (1) .
2
1
1
uTm (0) + vTm
2u + v
2
+ uTm (1) ,
128
m
1
Bk (k1)
(1) f (k1)(0) .
f
2u + v k=1 k!
(3.156)
In the next theorem we establish two formulae which play the key role in this paper.
We call them the general Euler-Simpson formulae.
Theorem 3.27 Let f : [0, 1] R be such that f (n1) is a continuous function of bounded
variation on [0, 1], for some n 1. Then
1
0
and
1
0
(3.157)
(3.158)
where
R 1n ( f ) =
1
(2u + v)(n!)
R 2n ( f ) =
1
(2u + v)(n!)
and
1
0
1
0
Proof. Put x = 0, 1/2, 1 in formula (1.1) to get three new formulae. Then multiply these
new formulae by u, v, u respectively, and add them up. The result is formula (3.157).
Formula (3.158) is obtained from (1.2) by the same procedure.
Remark 3.27 If in Theorem 3.27 we chose u = 1 and v = 4 we get Euler Simpson formulae [28], for u = 1 and v = 2 Euler bitrapezoid formulae [27] and for u = 7 and v = 16 we
get corrected Euler Simpson formulae [48].
By direct calculations we get
F1 (t) = G1 (t) =
G2 (t) =
F3 (t) = G3 (t) =
(2u + v)t + u,
0 < t 1/2
,
(2u + v)t + u + v, 1/2 < t 1
(3.159)
(3.160)
(3.161)
129
Now, we will prove some properties of the functions Gk (t) and Fk (t) defined above. The
Bernoulli polynomials are symmetric with respect to 1/2, that is [1, 23.1.8]
Bk (1 t) = (1)k Bk (t), t R, k 1.
Also, we have
Bk (1) = Bk (0) = Bk , k 2, B1 (1) = B1 (0) =
(3.163)
1
2
and
B2 j1 = 0, j 2.
Therefore, using [1, 23.1.21, 23.1.22]
B2 j
1
2
= 1 212 j B2 j , B2 j
we get
1
4
= 22 j 1 212 j B2 j j 1,
B 2 j1 = 0, j 1
(3.164)
1
2
(3.165)
and
B 2 j = 2uB2 j + vB2 j
= 2u v(1 212 j) B2 j , j 1.
(3.166)
and, by (3.165),
F2 j (t) = G2 j (t) B 2 j = G2 j (t) 2u v(1 212 j) B2 j , j 1.
(3.167)
Further, the points 0 and 1 are the zeros of Fk (t) = Gk (t) Gk (0), k 2, that is
Fk (0) = Fk (1) = 0, k 2.
As we shall see below, for j 1, 0 and 1 are the only zeros of F2 j (t) for v u or v 4u.
Next, setting t = 1/2 in (3.163) we get
Bk
1
2
1
, k 1.
2
= (1)k Bk
1
2
= 0, j 1.
1
2
= G2 j1
1
2
= 0, j 1.
130
We shall see that for j 2, 0, 1/2 and 1 are the only zeros of F2 j1 (t) = G2 j1 (t), for
v u or v 4u. Also, note that
1
2
G2 j
F2 j
1
2
= 2uB2 j
= G2 j
1
+ vB2 j = v 2u(1 212 j) B2 j , j 1,
2
1
B 2 j = (v 2u)(2 212 j)B2 j , j 1.
2
(3.168)
Fk (1 t) = (1)k Fk (t), 0 t 1.
Proof. As we noted in introduction, the functions Bk (t) are periodic with period 1 and
continuous for k 2. Therefore, for k 2 and 0 t 1 we have
1
Gk (1 t) = 2uBk (t) + vBk + t
2
=
= (1)k
2uBk (1 t) + vBk
2uBk (1 t) + vBk
1
2
3
2
t , 0 t 1/2,
= (1)k Gk (t),
t , 1/2 < t 1,
which proves the first identity. Further, we have Fk (t) = Gk (t) Gk (0) and (1)k Gk (0)
= Gk (0), since G2 j+1 (0) = 0, so that we have
Fk (1 t) = Gk (1 t) Gk (0) = (1)k [Gk (t) Gk (0)] = (1)k Fk (t) ,
Note that the identities established in Lemma 3.11 are valid for k = 1, too, except at
the points 0, 1/2 and 1 of discontinuity of F1 (t) = G1 (t).
Lemma 3.12 For k 2 and v u or v 4u the function G2k1 (t) has no zeros in the
interval (0, 1/2). The sign of this function is determined by
(1)k1 G2k1 (t) > 0, 0 < t <
(1)k G2k1 (t) > 0, 0 < t <
1
for v u,
2
1
for v 4u.
2
1
G3 (t) > 0, 0 < t < , v 4u,
2
131
Thus, our assertion is true for k = 2. Now, assume that k 3. Then 2k 1 5 and G2k1 (t)
is continuous and at least twice differentiable function. Using (A-2) we get
G2k1 (t) = (2k 1)G2k2(t)
and
G2k1 (t) = (2k 1)(2k 2)G2k3(t).
Let us suppose that G2k3 has no zeros in the interval (0, 1/2). We know that 0 and 1/2
are the zeros of G2k1 (t). Let us suppose that some , 0 < < 1/2, is also a zero of
G2k1 (t). Then inside each of the intervals (0, ) and ( , 1/2) the derivative G2k1 (t)
must have at least one zero, say 1 , 0 < 1 < and 2 , < 2 < 1/2. Therefore, the
second derivative G2k1 (t) must have at least one zero inside the interval (1 , 2 ) . Thus,
from the assumption that G2k1 (t) has a zero inside the interval (0, 1/2), it follows that
(2k 1)(2k 2)G2k3(t) also has a zero inside this interval. Thus, G2k1 (t) can not have
a zero inside the interval (0, 1/2). To determine the sign of G2k1 (t), note that
G2k1
We have [1, 23.1.14]
1
4
= (v 2u)B2k1
1
.
4
1
(1)k B2k1 (t) > 0, 0 < t < ,
2
which implies
1
4
(1)k1 G2k1
and
(1)k G2k1
1
4
1
4
> 0 for v u
> 0 for v 4u
Corollary 3.21 For k 2 and v u, functions (1)k F2k (t) and (1)k G2k (t) are strictly
increasing on the interval (0, 1/2), and strictly decreasing on the interval (1/2, 1). Also,
for k 2 and v 4u, functions (1)k1 F2k (t) and (1)k1 G2k (t) are strictly increasing on the interval (0, 1/2), and strictly decreasing on the interval (1/2, 1). Further, for
k 2, v u or v 4u we have
max |F2k (t)| = 2 212k |(v 2u)B2k | ,
t[0,1]
and
max |G2k (t)| =
t[0,1]
132
t[0,1]
1
2
Also
max |G2k (t)| = max |G2k (0)| , G2k
t[0,1]
1
2
|F2k1 (t)| dt =
Also, we have
1
0
and
1
0
1
0
|G2k1 (t)| dt =
2 212k
|(v 2u)B2k | .
k
|G2k1 (t)| dt = 2
1/2
0
1
G2k
=
k
G2k1 (t)dt = 2
1
1/2
G2k (t)|0
2k
2 212k
1
|(v 2u)B2k | ,
G2k (0) =
2
k
(3.169)
133
which proves the first assertion. By Corollary 3.21 and because F2k (0) = F2k (1) = 0, F2k (t)
does not change sign on the interval (0, 1). Therefore, using (3.167) and (3.169), we get
1
0
|F2k (t)| dt =
F2k (t)dt =
G2k (t) B 2k dt
1
G2k+1 (t)|10 B 2k = B 2k ,
2k + 1
which proves the second assertion. Finally, we use (3.167) again and the triangle inequality
to obtain
1
0
|G2k (t)| dt =
1
0
F2k (t) + B 2k dt
|F2k (t)| dt + B 2k = 2 B 2k ,
and
1
0
where
K(n, p; u, v) =
1
(2u + v)(n!)
K (n, p; u, v) =
1
(2u + v)(n!)
|Fn (t)|q dt
1
0
p,
p,
If
(3.170)
(3.171)
1/q
|Gn (t)|q dt
and
1/q
The constants K(n, p; u, v) and K (n, p; u, v) are sharp for 1 < p and the best possible
for p = 1.
Proof. The proof is analogous to the proof of Theorem 2.2.
Corollary 3.23 Let f : [0, 1] R be a L-Lipschitzian function on [0, 1]. Then
1
0
f (t)dt D(u, v)
4u2 + v2
L.
4(2u + v)2
f (t)dt D(u, v)
48u3 12u2v + v3
L.
24(2u + v)3
134
|F1 (t)| dt =
4u2 + v2
and
4(2u + v)
1
0
|F2 (t)| dt =
48u3 12u2v + v3
.
12(2u + v)2
Remark 3.28 The estimation in the first inequality in Corollary 3.23 achieves minimum
of 1/8 for u = 1 and v = 2, which is bitrapezoid formula (see [19] and [27]) and the second
achieves minimum of 1/81 for u = 1 and v = 4, which is Simpsons formula (see [28]).
Remark 3.29 Let f : [0, 1] R be such that f (n1) is an L-Lipschitzian function on [0, 1]
for some n 3. Then for v u or v 4u, from Corollary 3.22 we get
K(2k 1, ; u, v) =
K (2k, ; u, v) =
and
K(2k, ; u, v) =
2
(2 212k) |(v 2u)B2k | ,
(2u + v) [(2k)!]
1
[2u v(1 212k)]B2k
(2u + v) [(2k)!]
2
[2u v(1 212k)]B2k .
(2u + v) [(2k)!]
Corollary 3.24 Let f : [0, 1] R be a continuous function of bounded variation on [0, 1].
Then
1
1
|2u v|
f (t)dt D(u, v)
1+
V01 ( f ).
4
2u + v
0
If f is a continuous function of bounded variation on [0, 1], then
1
0
f (t)dt D(u, v)
1
[v2 + |8u2 v2 |] V01 ( f ).
16(2u + v)2
t[0,1]
t[0,1]
v
2
1
= [2u + v + |2u v|] and
4
u2 v 2u
,
2u + v
4
1
[v2 + |8u2 v2|].
8(2u + v)
Remark 3.30 The estimations in inequalities in Corollary 3.24 achieve minimuma of 1/4
and 1/32 for u = 1 and v = 2 which is bitrapezoid formula (see [27]).
135
Remark 3.31 Let f : [0, 1] R be such that f (n1) is a continuous function of bounded
variation on [0, 1] for some n 3. Then for v u and v 4u from Corollary 3.21 we get
K(2k 1, 1; u, v) =
1
max |F2k1 (t)| ,
(2u + v) [(2k 1)!] t[0,1]
K (2k, 1; u, v) =
2 212k
|(v 2u)B2k |
(2u + v) [(2k)!]
and
K(2k, 1; u, v) =
1
(2u + v) [(2k)!]
1
(1)n1
B 2
4u2 + v2 4uv(1 212n) B2n + n 2
(2u + v)
(2n)!
(n!)
1/2
f (n) 2 ,
and
1
0
1
(1)n1
4u2 + v2 4uv(1 212n) B2n
(2u + v)
(2n)!
1/2
f (n) 2 .
Proof. Using integration by parts and also using Lemma 1 from [29] we have
1
0
n(n 1) . . .2
(n + 1)(n + 2) . . .(2n 1)
1 1
1
G2n (t)dG1 (t)
G2n (t)G1 (t)|10 +
2n
2n 0
= (1)n1
(n!)2
(2u + v)
(2n)!
1
0
1
(n!)2
= (1)n1
4uvB2n
+ (4u2 + v2 )B2n
(2n)!
2
= (1)n1
(n!)2
4u2 + v2 4uv(1 212n) B2n .
(2n)!
1
2
136
Now,
1
0
Fn2 (t)dt =
=
1
0
1
0
Gn (t) B n dt
G2n (t) 2Gn(t)B n + B 2n dt =
= (1)n1
1
0
G2n (t)dt + B 2n
(n!)2
4u2 + v2 4uv(1 212n) B2n + B 2n .
(2n)!
Finally, we give the values of optimal constant for n = 1 and arbitrary p from Theorem
3.28.
Remark 3.32 Note that K (1, p; u, v) = K(1, p; u, v), for 1 < p , since G1 (t) = F1 (t).
Also, for 1 < p we can easily calculate K(1, p; u, v). We get
(2u)q+1 + vq+1
1
K(1, p; u, v) =
2(2u + v) (2u + v)(q + 1)
1
q
, 1 < p .
Now we use the formula (3.157) and one technical result from [77] to obtain Gruss
type inequality related to that general Euler-Simpson formula:
Theorem 3.29 Suppose that f : [0, 1] R is such that f (n) exists and is integrable on
[0, 1], for some n 1. Assume that
mn f (n) (t) Mn , 0 t 1,
for some constants mn and Mn . Then
1
0
where Cn =
(3.172)
1
1
|Gn (t)|dt.
(2u+v)(n!) 0
Our final results are connected with the series expansion of a function in Bernoulli
polynomials.
Theorem 3.30 If f : [0, 1] R is such that f (2k) is a continuous function on [0, 1] , for
some k 2 and v u or v 4u, then there exists a point [0, 1] such that
12k
)]B2k (2k)
[2u v(1 2
f ( ).
R 22k ( f ) =
(2u + v)[(2k)!]
Proof.
(3.173)
Jk
We can rewrite R 22k ( f ) for v u as R 22k ( f ) = (1)k (2u+v)[(2k)!]
, where
Jk = 01 (1)k F2k (s) f (2k) (s)ds. From Corollary 3.21 follows that (1)k F2k (s) 0,
0 s 1 and the claim from the mean value theorem for integrals and Corollary 3.22.
The proof for v 4u is similar.
137
16u 7v
f (4) ( ).
5760(2u + v)
f (t)dt =
1
u f (0) + v f
u+v+w
1
+ w f (1) + E( f ; u, v, w)
2
(3.174)
with E( f ; u, v, w) being the remainder, u, v, w Z+ and we are using identities (2.36) and
(2.37) to get two new identities of Euler type (see [19]).
Theorem 3.31 Let f : [0, 1] R be such that f (n1) is a continuous function of bounded
variation on [0, 1], for some n 1. Then
1
0
and
1
0
(3.175)
(3.176)
where
D(u, v, w) =
1
u f (0) + v f
u+v+w
R1n ( f ) =
1
(u + v + w)(n!)
R2n ( f ) =
1
(u + v + w)(n!)
1
0
1
0
1
+ w f (1) ,
2
1
t , t R,
Gk (t) = (u + w)Bk (1 t) + vBk
2
Fk (t) = Gk (t) Bk , t R, k 1,
Bk = uBk (0) + vBk
and
Tm (u, v, w) =
1
+ wBk (1), k 1
2
1
1
uTm (0) + vTm
+ wTm (1) .
u+v+w
2
Proof. Put x = 0, 1/2, 1 in formula (1.1) to get three new formulae. Then multiply these
new formulae by u, v, w respectively, and add them up. The result is formula (3.175).
Formula (3.176) is obtained from (1.2) by the same procedure.
138
Theorem 3.32 Assume (p1 , q1 ) and (p2 , q2 ) are two pairs of conjugate exponents,
1 p1 , q1 , p2 , q2 . Let x [0, 1] and f : [0, 1] R be such that f (n) L p1 [0, x] and
f (n) L p2 [x, 1], for some n 1. Then, we have
1
0
K(n, p1 ; u, v, w, x) f (n)
(3.177)
f (n)
L p1 [0,x] + K(n, p2 ; u, v, w, x)
L p2 [x,1] ,
and
1
0
K (n, p1 ; u, v, w, x) f (n)
L p1 [0,x] + K
(3.178)
(n, p2 ; u, v, w, x) f (n)
where
K(n, p1 ; u, v, w, x) =
1
(u + v + w)(n!)
K(n, p2 ; u, v, w, x) =
1
(u + v + w)(n!)
K (n, p1 ; u, v, w, x) =
0
1
x
x
1
(u + v + w)(n!)
K (n, p2 ; u, v, w, x) =
1
(u + v + w)(n!)
1
x
1/q2
|Fn (t)| 2 dt
q1
dt
Gn (t)
q2
Gn (t)
1/q1
|Fn (t)| 1 dt
1/q1
dt
L p2 [x,1] ,
,
,
and
1/q2
The inequalities are sharp for 1 < p1 , p2 and the best possible for p1 = 1 or p2 = 1.
Proof. Applying the Holder inequality we have
1
(u + v + w)(n!)
1
=
(u + v + w)(n!)
1
0
x
0
1
(u + v + w)(n!)
1
x
|Fn (t)|q2 dt
0
1/q2
= K(n, p1 ; u, v, w, x) f (n)
|Fn (t)|q1 dt
f (n)
1
(u + v + w)(n!)
1/q1
f (n)
1
x
L p1 [0,x]
L p2 [x,1]
L p1 [0,x] + K(n, p2 ; u, v, w, x)
f (n)
L p2 [x,1] .
Using the above inequality from (3.158) we get estimate (3.177). In the same manner, from
(3.157) we get estimate (3.178). The proof of sharpness and best possibility is similar as
in the proof of Theorem 2.2.
1
2
139
f (t)dt D(u, v, w)
uq1 +1 + 12 u
q1 + 1
wq2 +1 + w 12
q2 + 1
q1 +1
1/q1
L p1 [0,1/2]
q2 +1 1/q2
L p2 [1/2,1] ,
f (t)dt =
1
uf
2u v
1
vf
4
1
+uf
2
3
4
+ E( f ; u, v)
(3.179)
with E( f ; u, v) being the remainder, u, v Z+ , v < 2u and the greatest common divisor of
u and v is 1. The aim of this section is to establish general dual Simpson formula (3.179)
using identities (1.1) and (1.2) and give various error estimates for the quadrature rules
based on such generalizations. We use the extended Euler formulae for a = 0, b = 1 to
obtain two new integral identities. We call them the general dual Euler-Simpson formulae.
After that we prove a number of inequalities which give error estimates for the general dual
Euler-Simpson formulae for functions whose derivatives are from the L p -spaces.
D
For k 1 define the functions GD
k (t) and Fk (t) as
GD
k (t) = uBk
and
1
t vBk
4
1
3
t + uBk
t , t R
2
4
D
FkD (t) = GD
k (t) Bk , t R, k 1,
where
B D
k = uBk
1
vBk
4
1
+ uBk
2
3
, k 1.
4
D
D
Especially, using B1 (t) = t 1/2 we get B D
1 = 0. Also, for k 2 we have Bk = Gk (0),
that is
D
D
D
FkD (t) = GD
k (t) Gk (0), k 2, and F1 (t) = G1 (t), t R.
D
Obviously, GD
k (t) and Fk (t) are periodic functions of period 1 and continuous for k 2.
140
Let f : [0, 1] R be such that f (n1) exists on [0, 1] for some n 1. We introduce the
following notation
F(u, v) =
1
uf
2u v
1
vf
4
1
+uf
2
3
4
1
uTm
2u v
1
4
vTm
1
+ uTm
2
3
4
m
1
Bk (k1)
(1) f (k1) (0) .
f
2u v k=1 k!
(3.180)
In the next theorem we establish two formulae which play the key role in this section.
We call them the general dual Euler-Simpson formulae.
Theorem 3.33 Let f : [0, 1] R be such that f (n1) is a continuous function of bounded
variation on [0, 1], for some n 1. Then
1
0
and
1
0
(3.181)
D
f (t)dt = F(u, v) Tn1
(u, v) + R D2
n ( f ),
(3.182)
where
R D1
n (f) =
1
(2u v)(n!)
R D2
n (f) =
1
(2u v)(n!)
and
1
0
1
0
Proof. Put x = 1/4, 1/2, 3/4 in formula (1.1) to get three new formulae. Then multiply
these new formulae by u, v, u respectively, and add them up. The result is formula
(3.181). Formula (3.182) is obtained from (1.2) by the same procedure.
Remark 3.36 If in Theorem 3.33 we chose u = 2 and v = 1 we get dual Euler Simpson
formulae [25] and for u = 8 and v = 1 we get corrected dual Euler Simpson formulae [50].
By direct calculations we get
(v 2u)t,
(v
2u)t + u,
F1D (t) = GD
1 (t) =
(v
2u)t + u v,
(v 2u)t + 2u v,
0 t 1/4
1/4 < t 1/2
,
1/2 < t 3/4
3/4 < t 1
(3.183)
141
2
0 t 1/4
(2u v)t 2,
0 t 1/4
2 2ut + u/2,
(2u
v)t
1/4 < t 1/2
F2D (t) =
(3.185)
2 + (2v 2u)t + (u 2v)/2, 1/2 < t 3/4 ,
(2u
v)t
2
(2u v)t + (2v 4u)t + 2u v,
3/4 < t 1
(v 2u)t 3 + (u 2v)t/8,
0 t 1/4
(v
2u)t
(3.187)
1
2
and
B2 j1 = 0, j 2.
Therefore, using [1, 23.1.21, 23.1.22]
B2 j
1
2
= 1 212 j B2 j , B2 j
we get
1
4
= 22 j 1 212 j B2 j j 1,
B D
2 j1 = 0, j 1
(3.188)
and for j 1
B D
2 j = uB2 j
1
vB2 j
4
1
2
+ uB2 j
3
4
F2Dj1 (t) = GD
2 j1 (t), j 1,
(3.190)
and, by (3.189),
D
12 j
D
F2Dj (t) = GD
)(1 212 j )B2 j , j 1.
2 j (t) B2 j = G2 j (t) (v u 2
D
Further, the points 0 and 1 are the zeros of FkD (t) = GD
k (t) Gk (0), k 2, that is
(3.191)
142
As we shall see below, for j 1, 0 and 1 are the only zeros of F2Dj (t) for u/2 v < 2u.
Next, setting t = 1/2 in (3.187) we get
Bk
1
2
1
, k 1.
2
= (1)k Bk
1
2
= 0, j 1.
1
2
= GD
2 j1
1
2
= 0, j 1.
We shall see that for j 2, 0, 1/2 and 1 are the only zeros of F2Dj1(t) = GD
2 j1 (t) for
u/2 v < 2u. Also, note that
GD
2j
1
2
= uB2 j
F2Dj
3
vB2 j + uB2 j
4
1
2
= GD
2j
1
4
1
2 j
)B2 j , j 1.
B D
2 j = 2v(1 2
2
(3.192)
and
FkD (1 t) = (1)k FkD (t), 0 t 1.
Proof. As we noted in introduction, the functions Bk (t) are periodic with period 1 and
continuous for k 2. Therefore, for k 2 and 0 t 1 we have
3
1
1
GD
k (1 t) = uBk + t vBk + t + uBk + t
4
2
4
1
uB
+ t vBk 12 + t + uBk 34 + t ,
0 t 1/4,
k 41
1/4 < t 1/2,
uBk 4 + t vBk 12 + t + uBk 14 + t ,
=
1
1
1
+
t
vB
+
t
+
uB
+
t
,
1/2
< t 3/4,
uB
k
k
2
4
k 4 3
uBk 4 + t vBk 12 + t + uBk 14 + t , 3/4 < t 1,
3
uB
t vBk 12 t + uBk 14 t , 0 t 1/4,
k 43
uBk 4 t vBk 12 t + uBk 54 t , 1/4 < t 1/2,
= (1)k
uB 3 t vBk 32 t + uBk 54 t , 1/2 < t 3/4,
k 47
uBk 4 t vBk 32 t + uBk 54 t , 3/4 < t 1,
= (1)k GD
k (t),
143
D
k D
which proves the first identity. Further, we have FkD (t) = GD
k (t) Gk (0) and (1) Gk (0)
D
D
= Gk (0), since G2 j+1 (0) = 0, so that we have
D
k
D
D
k D
FkD (1 t) = GD
k (1 t) Gk (0) = (1) Gk (t) Gk (0) = (1) Fk (t) ,
Note that the identities established in Lemma 3.11 are valid for k = 1, too, except at
the points 1/4, 1/2 and 3/4 of discontinuity of F1D (t) = GD
1 (t).
Lemma 3.14 For k 2 and u/2 v < 2u the function GD
2k1 (t) has no zeros in the
interval (0, 1/2). The sign of this function is determined by
1
(1)k1 GD
2k1 (t) > 0, 0 < t < .
2
Proof. For k = 2, GD
3 (t) is given by (3.186) and it is easy to see that for u/2 v < 2u
1
GD
3 (t) > 0, 0 < t < ,
2
Thus, our assertion is true for k = 2. Now, assume that k 3. Then 2k 1 5 and GD
2k1 (t)
is continuous and at least twice differentiable function. Using (A-2) we get
D
GD
2k1 (t) = (2k 1)G2k2(t)
and
D
GD
2k1 (t) = (2k 1)(2k 2)G2k3(t).
1
4
= vB2k1
1
.
4
1
(1)k B2k1 (t) > 0, 0 < t < ,
2
which implies
(1)k1 GD
2k1
So, we proved our assertions.
1
4
= (1)k vB2k1
1
4
> 0.
144
t[0,1]
and
12k
max GD
(1 212k ) |B2k |.
2k (t) = v + u 2
t[0,1]
t[0,1]
1
2
= 2v 1 22k |B2k | .
Also
max GD
2k (t) = max
t[0,1]
D
GD
2k (0) , G2k
1
2
D
F2k1
(t) dt =
1
0
GD
2k1 (t) dt =
2v
(1 22k) |B2k | .
k
Also, we have
1
0
and
1
0
D
12 j
F2k
(t) dt = B D
)(1 212 j ) |B2k |
2k = (v u 2
12 j
D
)(1 212 j ) |B2k | .
GD
2k (t) dt 2 B2k = 2(v u 2
(3.193)
145
GD
2k1 (t) dt = 2
1/2
0
1 D
G
k 2k
1 D
1/2
G (t)
2k 2k 0
2v
1
(1 22k ) |B2k | ,
GD
2k (0) =
2
k
GD
2k1 (t)dt = 2
D
F2k
(t) dt =
D
F2k
(t)dt =
D
GD
2k (t) B2k dt
1
1
D
GD (t) B D
2k = B2k ,
2k + 1 2k+1 0
which proves the second assertion. Finally, we use (3.191) again and the triangle inequality
to obtain
1
0
GD
2k (t) dt =
1
0
D
(t) + B D
F2k
2k dt
1
0
D
D
(t) dt + B D
F2k
2k = 2 B2k ,
and
1
0
D
f (t)dt F(u, v) + Tn1
(u, v) K D (n, p; u, v) f (n)
p,
(3.194)
p,
(3.195)
where
K D (n, p; u, v) =
1
(2u v)(n!)
K D (n, p; u, v) =
1
(2u v)(n!)
1
0
|Fn (t)|q dt
1
0
1/q
|Gn (t)|q dt
and
1/q
The constants K D (n, p; u, v) and K D (n, p; u, v) are sharp for 1 < p and the best possible for p = 1.
146
1
0
1
(2u v)(n!)
D
1
0
= K (n, p; u, v) f
FnD (t) dt
(n)
1/q
f (n)
p.
Using the above inequality from (3.182) we get estimate (3.194). In the same manner, from
(3.181) we get estimate (3.195). The proof of the optimality of K D (n, p; u, v) is analogous
to the proof of Theorem 2.2.
f (t)dt F(u, v)
2u + v
L.
8(2u v)
f (t)dt F(u, v)
L.
48(2u v)(v + 2uv)(2u + v + 2 2uv)
1
0
2u + v
and
8
0
F2 (t) dt =
.
24(v + 2uv)(2u + v + 2 2uv)
F1D (t) dt =
Remark 3.37 The estimation in the first inequality in Corollary 3.28 achieves an infimum
of 1/24 and the second inequality an infimum of 0 for u and v = 1.
Remark 3.38 Let f : [0, 1] R be such that f (n1) is an L-Lipschitzian function on [0, 1]
for some n 3. Then from Corollary 3.27 for u/2 v < 2u we get
K D (2k 1, ; u, v) =
K D (2k, ; u, v) =
and
K D (2k, ; u, v) =
2v
(1 22k ) |B2k | ,
(2u v) [(2k)!]
1
(v u 212k)(1 212k ) |B2k |
(2u v) [(2k)!]
2
(v u 212k)(1 212k) |B2k | .
(2u v) [(2k)!]
147
Corollary 3.29 Let f : [0, 1] R be a continuous function of bounded variation on [0, 1].
Then
1
2u + v
V 1 ( f ).
f (t)dt F(u, v)
4(2u v) 0
0
If f is a continuous function of bounded variation on [0, 1], then
1
0
f (t)dt F(u, v)
1
[2u + 3v + |2u 5v|] V01 ( f ).
64(2u v)
2u v 2u + v
,
4
4
2u v v
,
16 4
t[0,1]
t[0,1]
2u + v
and
4
1
[2u + 3v + |2u 5v|].
32
Remark 3.39 The estimation in the first inequality in Corollary 3.29 achieves an infimum
of 1/4 and in the second inequality an infimum of 0 for u and v = 1.
Remark 3.40 Let f : [0, 1] R be such that f (n1) is a continuous function of bounded
variation on [0, 1] for some n 3. Then from Corollary 3.26 for u/2 v < 2u we get
K D (2k 1, 1; u, v) =
K D (2k, 1; u, v) =
1
max F D (t) ,
(2u v) [(2k 1)!] t[0,1] 2k1
2v
(1 22k) |B2k |
(2u v) [(2k)!]
and
K D (2k, 1; u, v) =
1
v + u 212k(1 212k ) |B2k |
(2u v) [(2k)!]
D
f (t)dt F(u, v) + Tn1
(u, v)
1
(1)n1
2u2 + v2 (2u2 uv 222n)(1 212n) B2n
(2u v)
(2n)!
B 2n
(n!)2
1/2
f (n) 2 ,
148
and
1
0
(1)n1
1
2u2 + v2 (2u2 uv 222n)(1 212n) B2n
(2u v)
(2n)!
1/2
f (n) 2 .
Proof. Using integration by parts and also using Lemma 1 from [29] we have
1
0
n(n 1) . . .2
(n + 1)(n + 2) . . .(2n 1)
1 1 D
1
D
1
G (t)dGD
GD
2n (t)G1 (t)|0 +
1 (t)
2n
2n 0 2n
2
n1
(GD
n (t)) dt = (1)
= (1)n1
(n!)2
(v 2u)
(2n)!
1
0
D
GD
2n (t)dt + 2uG2n
1
(n!)2
= (1)n1
4uvB2n
+ 2u2B2n
(2n)!
4
= (1)n1
1
vGD
2n
4
1
2
1
+ (2u2 + v2 )B2n
2
(n!)2
2u2 + v2 (2u2 uv 222n)(1 212n) B2n .
(2n)!
Now,
1
0
(FnD (t))2 dt =
=
1
0
1
0
D dt
GD
n (t) Bn
D 2
(Gn (t))2 2Gn(t)B D
n + (Bn ) dt =
= (1)n1
1
0
2
D 2
(GD
n ) (t)dt + (Bn )
(n!)2
2
2u2 + v2 (2u2 uv 222n)(1 212n) B2n + (B D
n) .
(2n)!
Finally, we give the values of optimal constant for n = 1 and arbitrary p from Theorem
3.34.
Remark 3.41 Note that K D (1, p; u, v) = K D (1, p; u, v), for 1 < p , since GD
1 (t) =
F1D (t). Also, for 1 < p we can easily calculate K D (1, p; u, v). We get
(2u v)q+1 + (2u + v)q+1 2q+1vq+1
1
K (1, p; u, v) =
(2u v)
(2u v)(q + 1)22q+1
D
1
q
, 1 < p .
Now we use the formula (3.181) and one technical result from [77] to obtain Gruss
type inequality related to the general dual Euler-Simpson formula:
Theorem 3.35 Suppose that f : [0, 1] R is such that f (n) exists and is integrable on
[0, 1], for some n 1. Assume that
mn f (n) (t) Mn , 0 t 1,
149
where Cn =
(3.196)
1
1
D
(2uv)(n!) 0 |Gn (t)|dt.
Our final results are connected with the series expansion of a function in Bernoulli
polynomials.
Theorem 3.36 If f : [0, 1] R is such that f (2k) is a continuous function on [0, 1], for
some k 2, then for u/2 v < 2u there exists a point [0, 1] such that
(v u 212k)(1 212k )B2k (2k)
f ( ).
R D2
2k ( f ) =
(2u v)[(2k)!]
Proof.
k Jk
D2
We can rewrite R D2
2k ( f ) as R2k ( f ) = (1) 2[(2k)!] , where Jk =
(3.197)
1
k D
(2k) (s)ds.
0 (1) F2k (s) f
D
From Corollary 3.26 follows that (1)k F2k
(s) 0, 0 s 1 and the claim follows from
the mean value theorem for integrals and Corollary 3.27.
7(8v u)
f (4) ( ).
46080(2u v)
f (t)dt =
1
uf
u + v + w
1
vf
4
1
+wf
2
3
4
+ E( f ; u, v, w)
(3.198)
and
1
0
(3.199)
D
f (t)dt = F(u, v, w) Tn1
(u, v, w) + RD2
n ( f ),
(3.200)
where
F(u, v, w) =
1
uf
uv+w
1
vf
4
1
+wf
2
3
4
150
1
(u v + w)(n!)
RD2
n (f) =
1
(u v + w)(n!)
GD
k (t) = uBk
1
0
1
0
(n1)
GD
(t),
n (t) d f
1
1
3
t vBk
t + wBk
t , t R,
4
2
4
D
FkD (t) = GD
k (t) Bk , t R, k 1,
1
vBk
4
1
+ wBk
2
3
, k1
4
1
uTm
uv+w
1
vTm
4
1
+ wTm
2
BD
k = uBk
and
TmD (u, v, w) =
3
4
Proof. Put x = 1/4, 1/2, 3/4 in formula (1.1) to get three new formulae. Then multiply
these new formulae by u, v, w respectively, and add them up. The result is formula
(3.199). Formula (3.200) is obtained from (1.2) by the same procedure.
Theorem 3.38 Assume (p1 , q1 ) and (p2 , q2 ) are two pairs of conjugate exponents,
1 p1 , q1 , p2 , q2 . Let x [0, 1] and f : [0, 1] R be such that f (n) L p1 [0, x] and
f (n) L p2 [x, 1] for some n 1. Then, we have
1
0
D
D
f (t)dt F(u, v, w) + Tn1
(u, v, w)
K (n, p1 ; u, v, w, x) f (n)
L p1 [0,x] + K
(3.201)
(n, p2 ; u, v, w, x) f (n)
L p2 [x,1] ,
and
1
0
K D (n, p1 ; u, v, w, x) f (n)
L p1 [0,x] + K
(3.202)
D
(n, p2 ; u, v, w, x) f (n)
where
K D (n, p1 ; u, v, w, x) =
1
(u v + w)(n!)
K D (n, p2 ; u, v, w, x) =
1
(u v + w)(n!)
K D (n, p1 ; u, v, w, x) =
1
(u v + w)(n!)
K D (n, p2 ; u, v, w, x) =
1
(u v + w)(n!)
x
0
1
x
x
0
FnD (t)
q1
FnD (t)
q2
q1
dt
GD
n (t)
q2
GD
n (t)
1
x
dt
dt
1/q1
1/q2
1/q1
dt
L p2 [x,1] ,
,
,
and
1/q2
151
1
0
x
0
|FnD (t)|q2 dt
1
(u v + w)(n!)
|FnD (t)|q1 dt
1/q2
f (n)
= K D (n, p1 ; u, v, w, x) f (n)
1
(u v + w)(n!)
1/q1
f (n)
1
x
L p1 [0,x]
L p2 [x,1]
L p1 [0,x] + K
(n, p2 ; u, v, w, x) f (n)
L p2 [x,1] .
Using the above inequality from (3.182) we get estimate (3.201). In the same manner, from
(3.181) we get estimate (3.202). The proof of sharpness and best possibility is similar as
in the proof of Theorem 2.2.
1
4
uw
1
2
f (t)dt F(u, v, w)
1/q1
L p1 [0,1/2]
1/q2
L p2 [1/2,1] .
inequality
In [104], N. Ujevic used the generalization of pre-Gruss inequality to derive some better
estimations of the error for Simpsons quadrature rule. In fact, he proved the next three
theorems:
Theorem 3.39 Let I R be a closed interval and a, b IntI, a < b. If f : I R is a
continuous function of bounded variation with f L2 [a, b], then we have
ba
f (a) + 4 f
6
a+b
+ f (b)
2
where
K12 = f
2
2
1
ba
b
a
b
a
f (t)dt
f (t)dt
b
a
(b a)3/2
K1 ,
6
(3.203)
f (t)0 (t)dt
(3.204)
152
a+b
+ f (b)
2
b
a
f (t)dt
(b a)5/2
K2 ,
12 30
(3.205)
where
K22 = f
1
ba
2
2
b
a
f (t)dt
(t) =
b
a
f (t)0 (t)dt
(3.206)
1, t a, a+b
2
1, t a+b
2 ,b
(3.207)
a+b
+ f (b)
2
b
a
f (t)dt
(b a)7/2
K3 ,
48 105
(3.208)
where
K32 = f
2
2
1
ba
b
a
(t) =
f (t)dt
b
a
f (t)0 (t)dt
a+b
t 7a+3b
10 , t a, 2
a+b
t 3a+7b
10 , t
2 ,b
(3.209)
(3.210)
(1)n1
1
4u2 + v2 4uv(1 212n) B2n
2u + v
(2n)!
(3.211)
1/2
K,
153
where
K 2 = f (n)
2
2
f (n) (t)dt
For n even
(3.212)
1, t 0, 12 ,
1, t 12 , 1 ,
(t) =
while for n odd we have
1n
(t) =
u2u+v
t + 21n2v22n
, t 0, 12 ,
u+8u4v
1n
2
(uv)+3v6u
t + 21n
,t
v22n u+8u4v
1
2,1
Gn (t)dt = 0,
(t)dt = 0,
(3.214)
Gn (t)(t)dt = 0.
(3.215)
0
1
0
(3.213)
1
(2u + v)n!
1
1
1
Gn (t)dt
f (n) (t)dt
(2u + v)n! 0
0
1
1
1
Gn (t)0 (t)dt
f (n) (t)0 (t)dt
(2u + v)n! 0
0
1
=
S (Gn , f (n) ).
(2u + v)n!
(3.216)
1
S (Gn , Gn )1/2 S ( f (n) , f (n) )1/2 .
(2u + v)n!
(3.217)
2
2
1
0
Gn (t)dt
1
0
Gn (t)0 (t)dt
(n!)2
4u2 + v2 4uv(1 212n) B2n
= (1)n1
(2n)!
(3.218)
154
and
S ( f (n) , f (n) ) = f (n)
2
2
1
0
f (n) (t)dt
= K2.
(3.219)
(1)n1 2n
2 B2n
(2n)!
Remark 3.45 For u = 1 and v = 4 in Theorem 3.42, we get Euler-Simpson formula (see
[28]) and then we have
1
0
where
D(1, 4) =
and
Tn (1, 4) =
n/2
k=2
1 (1)n1
1 + 232n) B2n
3
(2n)!
1
f (0) + 4 f
6
1/2
K,
(3.220)
1
+ f (1) ,
2
1
(1 222k )B2k f (2k1) (1) f (2k1) (0) .
3(2k)!
For n even
(t) =
1, t 0, 12 ,
1, t 12 , 1 ,
t+
t+
2n +1
,
4(21n 1)
3(12n )
,
4(21n 1)
t 0, 12 ,
t
1
2,1
For n = 1, 2 and 3 in the inequality (3.220) we get inequalities (3.203), (3.205) and
(3.208) respectively.
Theorem 3.43 If f : [0, 1] R is such that f (n1) is a continuous function of bounded
variation with f (n) L2 [0, 1], then we have
1
0
(3.221)
1
(1)n1
2u2 + v2 (2u2 uv 222n)(1 212n) B2n
2u v
(2n)!
where
K 2 = f (n)
2
2
1
0
f (n) (t)dt
1
0
1/2
K,
(3.222)
1/2
155
For n even
1, t 0, 12 ,
1, t 12 , 1 ,
(t) =
while for n odd we have
(t) =
t+
u(12 )+v
t + 2 4v(2
n1 1) ,
t 0, 12 ,
1
2,1
,t
Remark 3.46 For u = 2 and v = 1 in Theorem 3.43 we get dual Euler-Simpson formula
(see [25]) and then we have
1
0
where
F(2, 1) =
1 (1)n1
9 (8 232n)(1 212n) B2n
3
(2n)!
1
2f
3
1
4
1
+2f
2
3
4
1/2
K,
(3.223)
and
TnD (2, 1) =
n/2
k=2
1
8 24k 6 22k + 1 B2k f (2k1) (1) f (2k1)(0) .
3(2k)!
For n even
(t) =
1, t 0, 12 ,
1, t 12 , 1 ,
t + 21n (12n)+1 , t 0, 1 ,
2
4(21n 1)
(t) =
2n +212n
32
1
t+
,
t
,
1
.
2
4(21n 1)
For n = 1, 2 and 3 we get inequalities
1
f
4
1
2f
3
and
respectively.
1
+2f
2
3
4
1
2f
3
1
f
4
1
+2f
2
3
4
1
2f
3
1
4
1
2
3
4
+2f
0
1
0
1
0
1
f (t)dt K1 ,
3 2
13
f (t)dt K2
48 15
13
K3
f (t)dt
192 70
156
Chapter
4.1
General approach
Let x (0, 1/2] and f : [0, 1] R be such that f (2n+1) is continuous of bounded variation on [0, 1] for some n 0. We proceed similarly as in the previous chapter, since
the main idea of the method is the same: put x 0, x, 1 x and 1 in (1.2), multiply by
1/2 w(x), w(x), w(x), 1/2 w(x), respectively and add up. The following formula is
obtained:
1
0
1
(2n + 2)!
1
0
(4.1)
157
158
where, for t R,
T2n (x) =
2n
k=2
Q4
f (t)dt Q(0, x, 1 x, 1) + T2n
(x) =
1
(2n + 2)!
Q4
F2n+2
(x,t)d f (2n+1) (t),
(4.3)
where
Q(0, x, 1 x, 1) =
Q4
T2n
(x) =
1
[6B2(x) f (0) + f (x) + f (1 x) 6B2(x) f (1)] ,
12x(1 x)
(2k1)
(1) f (2k1) (0)],
(2k)! GQ4
2k (x, 0) [ f
(4.4)
(4.5)
k=2
GQ4
k (x,t) =
1
[B (x t) 12B2(x) Bk (1 t) + Bk (1 x t)] ,
12x(1 x) k
Q4
FkQ4 (x,t) = GQ4
k (x,t) Gk (x, 0), k 2 .
(4.6)
(4.7)
Q4
f (t)dt Q(0, x, 1 x, 1) + T2n
(x) =
1
(2n)!
1
0
(2n1)
GQ4
(t),
2n (x,t)d f
(4.8)
while assuming f (2n) fulfills the same condition for some n 0, we get:
1
0
Q4
f (t)dt Q(0, x, 1 x, 1) + T2n
(x) =
1
(2n + 1)!
1
0
(2n)
GQ4
(t).
2n+1 (x,t)d f
(4.9)
The following lemma is the key step for obtaining sharp estimates of error for the
formulae (4.3), (4.8) and (4.9).
(1)k GQ4
2k+1 (x,t) > 0 for x (0, 1/2 3/6],
(1)k+1 GQ4
2k+1 (x,t) > 0
159
2
2 ].
3B2 (x)
2x(x1) .
3B2 (x)
.
2x(1 x)
3
6 ,
1
t2 =
2
3t 2
t
x
+
.
2
2(1 x) 4(1 x)
3x2 4x + 1
,
2(1 x)
1
t3 = +
2
3x2 4x + 1
.
2(1 x)
It only needs to be checked if t2 is a zero for x (0, 1/3) since t2 ,t3 R iff x (0, 1/3]
and it is obvious
that t3 1/2. That t2 < 1/2 is trivial and it is easy to see that t2 x iff
Remark
4.1 From Lemma 4.1 it follows immediately that for k 1 and x (0, 1/2
Q4
3/6], function (1)k+1 F2k+2
(x,t) is strictly increasing in variable t on (0, 1/2) and
Q4
Q4
strictly decreasing on (1/2, 1). Since F2k+2
(x, 0) = F2k+2
(x, 1) = 0, it has constant sign
on (0, 1) and obtains its maximum at t = 1/2. Analogous statement, but with the opposite
sign, is valid in the case when x [1/3, 1/2].
Denote by RQ4
2n+2 (x, f ) the right-hand side of (4.3).
Theorem 4.1 Let f : [0, 1] R be such that f (2n+2) is continuous on [0, 1] for some n 2
and let x (0, 12 63 ] [ 13 , 12 ]. If f (2n) and f (2n+2) have the same constant sign on [0, 1],
Q4
then the remainder RQ4
2n (x, f ) has the same sign as the first neglected term 2n (x, f ) where
Q4
Q4
Q4
2n (x, f ) := R2n (x, f ) R2n+2 (x, f ) =
1
GQ4 (x, 0)[ f (2n1) (1) f (2n1)(0)].
(2n)! 2n
Q4
Q4
Q4
Furthermore, |RQ4
2n (x, f )| |2n (x, f )| and |R2n+2 (x, f )| |2n (x, f )|.
Theorem 4.2
If f : [0, 1] R is such that f (2n+2) is continuous on [0, 1] for some n 1
1
and x (0, 2 63 ] [ 13 , 12 ], then there exists [0, 1] such that
RQ4
2n+2 (x, f ) =
GQ4
2n+2 (x, 0)
f (2n+2) ( )
(2n + 2)!
(4.10)
160
where
GQ4
2n+2 (x, 0) =
1
[B2n+2 (x) B2n+2] + B2n+2.
6x(1 x)
(4.11)
If, in addition, f (2n+2) does not change sign on [0, 1], then there exists [0, 1] such
that
RQ4
2n+2 (x, f ) =
Q4
F2n+2
x,
f (2n+1) (1) f (2n+1)(0)
(2n + 2)!
2
(4.12)
where
1
2
Q4
F2n+2
x,
1
B2n+2 (1/2 x) B2n+2(x) + 2 22n1 B2n+2
6x(1 x)
2 22n1 B2n+2 .
(4.13)
f (t)dt Q(0, x, 1 x, 1) =
1
(5x2 5x + 1) f (4)( ).
720
(4.14)
For x = 1/3, this formula becomes the classical Simpsons 3/8 formula,
for x = 1/2 it
becomes the well-known Simpsons formula, and finally for x = 1/2 3/6 w(x) = 1/2
it becomes the classical Gauss 2-point formula (stated on [0, 1]). These three formulae
were studied and generalized using a similar technique as here, in [30], [28] and [57],
respectively. Of course, all related results from those papers follow as special cases of our
results.
Remark 4.2 Although only x (0, 1/2] were taken into consideration here, results for
x = 0 can easily be obtained by considering the limit process when x tends to 0. Namely,
1
1
lim Q(0, x, 1 x, 1) = [ f (0) + f (1)] [ f (1) f (0)]
2
12
lim GQ4
k (x,t) = Bk (1 t)
x0
x0
1
1
1 (4)
f ( ).
f (t)dt [ f (0) + f (1)] + [ f (1) f (0)] =
2
12
720
(4.15)
Q4
f (t)dt Q(0, x, 1 x, 1) + T2n
(x) KQ4 (2n, q) f (2n)
p.
(4.16)
161
Q4
f (t)dt Q(0, x, 1 x, 1) + T2n
(x) KQ4 (2n + 1, q) f (2n+1) p .
(4.17)
Q4
(4.18)
where
1
1
KQ4 (m, q) =
m!
q
q
GQ4
m (x,t) dt
KQ4
(m, q)
1
=
m!
1
0
q
q
FmQ4 (x,t) dt
These inequalities are sharp for 1 < p and the best possible for p = 1.
For x (0, 12 63 ] [ 13 , 12 ] and n 1, using Lemma 4.1 and Remark 4.1, we can
calculate the following constants as special cases of the previous Theorem:
1
GQ4 (x, 0) ,
(2n + 2)! 2n+2
1
1
1
Q4
(2n + 2, 1) =
KQ4
Q4
where GQ4
2n+2 (x, 0) is as in (4.11) and F2n+2 (x, 1/2) as in (4.13). In view of this, let us
consider inequalities (4.17) and (4.18) for n = 1 and p = :
1
0
1
0
1 16x2 15x + 3
f
576
1x
1
5x2 5x + 1 f (4)
f (t)dt Q(0, x, 1 x, 1)
720
f (t)dt Q(0, x, 1 x, 1)
In order to find which admissible x gives the least estimate of error, we have to minimize the
functions on
the right-hand side. It is easy to see that both those functions are decreasing
on (0, 12 63 ] and increasing on [ 13 , 12 ] and that they reach their minimal values at x = 1/3.
In fact, the same is valid in the case when n = 1 and p = 1, since KQ4
(4, ) = 12 KQ4 (3, 1).
Therefore, the node that gives the least estimate of error in these three cases is x = 1/3,
i.e. the optimal closed 4-point quadrature formula is Simpsons 3/8 formula.
The following two theorems give Hermite-Hadamard and Dragomir-Agarwal type inequalities for the general 4-point quadrature formulae:
162
(1)n+1
1 1
3, 2
while for x
3
6
1
2
Q4
f (t)dt Q(0, x, 1 x, 1) + T2n
(x)
(4.19)
1
f (2n+2) (0) + f (2n+2)(1)
|GQ4
,
2n+2 (x, 0)|
(2n + 2)!
2
we have
1
|GQ4 (x, 0)| f (2n+2)
(2n + 2)! 2n+2
(1)n
1
0
1
2
Q4
f (t)dt Q(0, x, 1 x, 1) + T2n
(x)
(4.20)
where GQ4
2n+2 (x, 0) is as in (4.11).
If f is (2n + 4)-concave, the inequalities are reversed.
3
6
1 1
3, 2
Q4
f (t)dt Q(0, x, 1 x, 1) + T2n
(x)
LQ4 (m, x)
1/q
(4.21)
Q4
f (t)dt Q(0, x, 1 x, 1) + T2n
(x) LQ4 (m, x) f (m)
1
2
(4.22)
where
2
|F Q4 (x, 1/2)|
(2n + 2)! 2n+2
1
and for m = 2n + 2 LQ4 (2n + 2, x) =
|GQ4 (x, 0)|
(2n + 2)! 2n+2
for m = 2n + 1 LQ4 (2n + 1, x) =
Q4
with GQ4
2n+2 (x, 0) and F2n+2 (x, 1/2) as in (4.11) and (4.13), respectively.
163
f (t)dt
1
f (0) + 3 f
8
1
+3f
3
2
1
f (4) ( ).
+ f (1) =
3
6480
(4.23)
GS38
k (t) =
1
3Bk
8
1
t + 3Bk
3
2
t + 2Bk (1 t) , k 1
3
S38
FkS38 (t) = GS38
k (t) Gk (0), k 2
1
(1 9n)B2n+2 f (2n+2)( ),
8(2n + 2)!
RS38
2n+2 ( f ) =
[0, 1]
[0, 1]
p,
where
25
1
1
1
, CS38 (2, 1) =
, CS38 (3, 1) =
, CS38 (4, 1) =
,
288
192
1728
6480
5
1
1
1
CS38 (1, ) = , CS38 (2, ) = , CS38 (3, ) =
, CS38 (4, ) =
.
24
72
768
3456
CS38 (1, 1) =
1
0
(4.24)
164
The following corollary gives comparison between the Gauss 2-point and Simpsons
3/8 rule.
Corollary 4.1 Let f : [0, 1] R be 4-convex and such that f (4) is continuous on [0, 1].
Then
1
1
3 3
1
3+ 3
1
2
1
f
+ f
f (t)dt
f (0) + 3 f
+3f
+ f (1) .
2
6
2
6
8
3
3
0
If f is 4-concave, the inequalities are reversed.
Proof. Follows from (4.24) for x = 1/2 3/6 B2 (x) = 0 and y = 1/3.
Remark
4.3 The result of Corollary 3.5 can be recaptured from (4.24) for x = 1/2
1
+2f
6
1
+3f
2
5
6
1
0
f (t)dt
1
f (0) + 3 f
8
(4.25)
1
+3f
3
2
+ f (1) .
3
In the case when f (4) exists, the condition f (4) (t) 0, t [0, 1] is equivalent to the
requirement that f is 4-convex function on [0, 1]. However, a function f may be 4-convex
although f (4) does not exist.
P. S. Bullen in [11] proved that, if f is 4-convex, then (4.26) is valid. Moreover, he
proved that the Maclaurin quadrature rule is more accurate than the Simpsons 3/8 quadrature rule, that is we have
1
1
1
1
5
3f
+2f
+3f
8
6
2
6
0
1
1
2
1
f (t)dt,
f (0) + 3 f
+3f
+ f (1)
8
3
3
0
f (t)dt
(4.26)
1
+3f
6
1
+2f
3
1
+3f
2
2
+3f
3
5
6
+ f (1) .
165
obtained by adding the Simpson 3/8 and the Maclaurin quadrature formulae. It is suitable
for our purposes to rewrite the second inequality in (4.26) in the form
1
0
(4.27)
As we mentioned earlier, this inequality is valid for any 4-convex function f and we call it
the Bullen-Simpsons 3/8 inequality. The results from this section are published in [81].
We consider the sequences of functions (Gk (t))k1 and (Fk (t))k1 defined for t R by
M
S38
M
Gk (t) := GS38
k (t) + Gk (t), Fk (t) := Fk (t) + Fk (t),
M
S38
M
where GS38
k (t), Gk (t), Fk (t) and Fk (t) are defined as Section 4.1.1 and Section 3.1.4
respectively. So we have
1
1
t + 3Bk
t
6
3
1
2
5
t + 3Bk
t + 3Bk
t , t R
2
3
6
Fk (t) = Gk (t) B k , t R
where
M
B k = B S38
k + Bk
= Bk (0) + 3Bk
1
+ 3Bk
6
1
+ 2Bk
3
1
+ 3Bk
2
2
+ 3Bk
3
5
+ Bk (1).
6
For any function f : [0, 1] R such that f (n1) exists on [0, 1] for some n 1 let
D(0, 1) be defined as in Introduction. Further, we define T0 ( f ) = T1 ( f ) := 0 and, for
2 m [n/2],
1
Tm ( f ) := TmS38 ( f ) + TmM ( f ) ,
2
where TmS38 ( f ) and TmM ( f ) are given in Section 4.1.1 and Section 3.1.4, respectively. It is
easy to see that
Tm ( f ) =
1 m 1 2k
(2k)! 2 (1 322k)B2k f (2k1)(1) f (2k1)(0) .
8 k=2
(4.28)
In the next lemma we establish two formulae which play the key role in this paper. We
call them the Euler Bullen-Simpson 3/8 formulae.
166
Lemma 4.2 Let f : [0, 1] R be such that f (n1) is a continuous function of bounded
variation on [0, 1], for some n 1. Then we have
1
0
f (t)dt = D(0, 1) + Tr ( f ) + n1 ( f ),
n1 ( f ) =
Also,
1
0
1
16 (n!)
1
0
(4.29)
(4.30)
n2 ( f ) =
1
16 (n!)
1
0
Proof. We multiply Euler-Simpsons 3/8 and Euler-Maclaurins formulae by the factor 1/2
and then add them up to obtain the identities (4.29) and (4.30).
Remark 4.4 In the case when f : [0, 1] R is such that f (n) exists and is integrable
on [0, 1], then the Riemann-Stieltjes integral 01 H(t)d f (n1) (t) is equal to the Riemann
integral 01 H(t) f (n) (t)dt. Therefore, if f (n) exists for some n 1 and is integrable on
[0, 1], then (4.29) and (4.30) reduce to
1
0
and
1
0
f (t)dt = D(0, 1) + Tr ( f ) +
1
16 (n!)
1
16 (n!)
1
0
1
0
(4.31)
(4.32)
Remark 4.5 The interval [0, 1] is used for simplicity and involves no loss in generality.
The results which follow will apply, without comment, to any interval that is convenient.
Namely it is easy to transform the identities (4.29) and (4.30) to the identities which hold
for any function f : [a, b] R such that f (n1) is a continuous function of bounded variation on [a, b], for some n 1. We get
b
a
f (t)dt = D(a, b) + Tr ( f ) +
(b a)n
16 (n!)
b
a
Gn
t a
d f (n1) (t)
ba
(4.33)
Fn
t a
d f (n1) (t),
ba
(4.34)
and
b
a
(b a)
f (t)dt = D(a, b) + Ts( f ) +
16 (n!)
b
a
167
where
D(a, b) :=
ba
5a + b
2a + b
f (a) + 3
+3
16
6
3
a+b
a + 5b
a + 2b
+ 2
+3
+3
+ f (b) ,
2
6
3
while T0 ( f ) = T1 ( f ) = 0 and
1 m (b a)2k 2k
Tm ( f ) =
2 (1 322k)B2k f (2k1) (b) f (2k1)(a) ,
8 k=2 (2k)!
for 2 m [n/2].
Now, we use the Euler Bullen-Simpson 3/8 formulae established in Lemma 4.2 to
extend the Bullen-Simpsons 3/8 inequality for (2r)-convex functions. First, we need some
properties of the functions Gk (t) and Fk (t).
First note that it is enough to know the values of the functions Gk (t) and Fk (t), k 1
only on the interval [0, 1/2]. Namely, the functions Bk (t) are periodic with period 1 so that
for 0 t 1/2 we have
Gk t +
1
2
and
Fk t +
1
1
1
t + 3Bk t + 3Bk t
2
3
6
1
1
t + 3Bk
t
+2Bk (t) + 3Bk
6
3
1
2
5
= 2Bk
t + 3Bk
t + 3Bk
t
2
3
6
1
1
t + 3Bk
t
+2Bk (1 t) + 3Bk
6
3
= Gk (t)
= 2Bk
1
2
= Gk t +
1
B k = Gk (t) B k = Fk (t) .
2
1,
16t + 1,
G1 (t) = F1 (t) =
16t + 4,
6t + 11/2,
t=0
t (0, 1/6]
.
t (1/6, 1/3]
t (1/3, 1/2]
(4.35)
Further, for k 2 the functions Bk (t) are continuous and the same is true for Gk (t) and
Fk (t), k 2 . Also we have for k 2
Gk (0) = Gk (1/2) = Gk (1) = B k
168
and
Fk (0) = Fk (1/2) = Fk (1) = 0.
For example, for k = 2 and k = 3 we have B2 (t) = t 2 t + (1/6) and B3 (t) = t 3 (3/2)t 2 +
(1/2)t, so that by direct calculation we get B 2 = B 3 = 0 and
t [0, 1/6]
16t 2 2t,
G2 (t) = F2 (t) = 16t 2 8t + 1, t (1/6, 1/3] ,
(4.36)
t [0, 1/6]
16t 3 + 3t 2,
G3 (t) = F3 (t) = 16t 3 + 12t 2 3t + (1/4), t (1/6, 1/3] .
(4.37)
The Bernoulli polynomials of even order are symmetric and those of odd order skewsymmetric about 1/2, that is [1, 23.1.8]
Bk (1 t) = (1)k Bk (t), 0 t 1, k 1.
(4.38)
Also, we have
Bk (1) = Bk (0) = Bk , k 2, B1 (1) = B1 (0) =
1
2
and
B2r1 = 0, r 2.
Therefore, for r 1 we have
B 2r1 = 0
(4.39)
and
B 2r = 2B2r + 3B2r
1
+ 3B2r
6
1
+ 2B2r
3
1
+ 3B2r
2
2
+ 3B2r
3
5
.
6
1
2
and
B2r
1
6
1
1 212r
2
1
3
1
1 312r B2r ,
2
1 312r B2r ,
(4.40)
(4.41)
169
(4.42)
Further, as we pointed out earlier, the points 0 and 1/2 are the zeros of Fk (t), k 2. As we
shall see below, 0 and 1/2 are the only zeros of Fk (t) in [0, 1/2] for k = 2r, r 2, while for
k = 2r 1, r 2, using (4.38) we easily get
1
4
G2r1
= F2r1
1
4
= 0.
We shall see that 0, 1/4 and 1/2 are the only zeros of F2r1 (t) = G2r1 (t), in [0, 1/2] for
r 2. Also, note that for r 1 we have
G2r (0) = G2r
1
2
= B 2r = 212r (1 322r)B2r .
The values G2r (1/4) and F2r (1/4) can also be evaluated exactly.
Lemma 4.3 For r 1 we have
G2r
1
4
F2r
1
4
and
(4.43)
m1
B2r
x+
i=0
i
, r 0, m 1.
m
1
4
= B2r
3
12
= 32r1 B2r
1
+ B2r
12
5
+ B2r
12
1
+ B2r
12
5
12
= (312r 1)B2r
1
4
since B2r (3/4) = B2r (1/4), by (4.38). Now we have (see [1, 23.1.22])
B2r
1
4
= 22r (1 212r)B2r
1
4
1
1
+ 6 B2r
+ B2r
4
12
1
= 2(322r 1)B2r
4
= 4B2r
5
12
3
4
170
1
4
1
B 2r = 222r (1 22r )(1 322r )B2r .
4
= G2r
Now we prove that the functions Gk (t) and Fk (t) are symmetric for even k and skewsymmetric for odd k, about 1/4.
Lemma 4.4 For k 2 we have
Gk
1
t
2
1
= (1)k Gk (t), 0 t ,
2
Fk
1
t
2
1
= (1)k Fk (t), 0 t .
2
and
Proof. As we already noted, the functions Bk (t) are periodic with period 1 and continuous
for k 2. Also, from (4.38) we get
Bk (1 t) = (1)k Bk (t), t R, k 2.
Therefore, for k 2 and 0 t
Gk
1
t
2
1
2
we have
1
1
1
+ t + 3Bk + t + 3Bk + t
2
3
6
1
1
+ 2Bk (t) + 3Bk
+ t + 3Bk
+t
6
3
1
4
7
= (1)k 2Bk
t + 3Bk
t + 3Bk
t
2
3
6
5
2
+ 2Bk (1 t) + 3Bk
t + 3Bk
t
6
3
= 2Bk
= (1)k Gk (t),
which proves the first identity. Further, we have B k = (1)k B k , k 2, since (4.39) holds,
so that
Fk
1
t
2
= Gk
1
t B k = (1)k Gk (t) B k = (1)k Fk (t) ,
2
Note that the identities established in Lemma 4.4 are valid for k = 1, too, except at the
points 0, 1/6, 1/3 and 1/2.
Lemma 4.5 For r 2 the function G2r1 (t) has no zeros in the interval 0, 14 . The sign
of this function is determined by
1
(1)r G2r1 (t) > 0, 0 < t < .
4
171
(4.44)
Thus, our assertion is true for r = 2. Now, assume that r 3. Then 2r 1 5 and G2r1 (t)
is continuous and twice differentiable function. We get
G2r1 (t) = (2r 1)G2r2(t)
and
G2r1 (t) = (2r 1)(2r 2)G2r3(t).
(4.45)
We know that 0 and 14 are the zeros of G2r1 (t). Let us suppose that some , 0 < < 14 , is
also a zero of G2r1 (t). Then inside each of the intervals (0, ) and , 14 the derivative
G2r1 (t) must have at least one zero, say 1 , 0 < 1 < and 2 , < 2 < 14 . Therefore,
the second derivative G2r1 (t) must have at least one zero inside the interval (1 , 2 ) .
Thus, from the assumption that G2r1 (t) has a zero inside the interval 0, 14 , it follows
that (2r 1)(2r 2)G2r3 (t) also has a zero inside this interval. From this it follows that
G3 (t) would have a zero inside the interval 0, 14 , which is not true. Thus, G2r1 (t) can
not have a zero inside the interval 0, 14 . Further, if G2r3 (t) > 0, 0 < t < 14 , then from
(4.45) it follows that G2r1 (t) is convex on 0, 14 and hence G2r1 (t) < 0, 0 < t < 14 ,
while in the case when G2r3 (t) < 0, 0 < t < 14 we have that G2r1 (t) is concave and
hence G2r1 (t) > 0, 0 < t < 14 . Since (4.44) is valid we conclude that
1
(1)r G2r1 (t) > 0, 0 < t < .
4
Corollary 4.2 For r 2 the functions (1)r1 F2r (t) and (1)r1 G2r (t) are strictly increasing on the interval 0, 14 , and strictly decreasing on the interval 14 , 12 . Consequently, 0 and 12 are the only zeros of F2r (t) in the interval 0, 12 and
max |F2r (t)| = 222r (1 22r )(1 322r)|B2r |, r 2.
t[0,1]
Also, we have
t[0,1]
Proof. We have
(1)r1 F2r (t) = (1)r1 G2r (t) = 2r(1)r G2r1 (t)
and (1)r G2r1 (t) > 0 for 0 < t < 14 , by the Lemma 4.5. Thus, (1)r1 F2r (t) and
(1)r1 G2r (t) are strictly increasing on the interval 0, 14 . Also, by the Lemma 4.4, we
have F2r 12 t = F2r (t), 0 t 12 and G2r 12 t = G2r (t), 0 t 12 , which implies
172
that (1)r1 F2r (t) and (1)r1 G2r (t) are strictly decreasing on the interval 14 , 12 . Further, F2r (0) = F2r 12 = 0, which implies that |F2r (t)| achieves its maximum at t = 14 , that
is
1
max |F2r (t)| = F2r
= 222r (1 22r )(1 322r )|B2r |.
4
t[0,1]
Also,
max |G2r (t)| = max |G2r (0)| , G2r
t[0,1]
1
4
= 212r (1 322r)|B2r |,
|G2r1 (t)| dt =
Also, we have
1
0
and
1
0
1
0 |F2r1 (t)|dt
1
0
1
0 |G2r1 (t)|dt.
|G2r1 (t)| dt = 4
2
G2r
r
1
4
(4.46)
G2r1 (t)dt = 4
1
1
G2r (t)|04
2r
1
232r (1 22r )(1 322r )
G2r (0) =
|B2r | ,
4
r
which proves the first assertion. By the Corollary 4.2, F2r (t) does not change the sign on
the interval 0, 12 . Therefore, using (4.42) and (4.46), we get
1
0
|F2r (t)| dt = 2
=2
1/2
0
F2r (t)dt = 2
1/2
0
G2r (t) B 2r dt
1
1
1/2
G2r+1 (t)|0 B 2r = B 2r = 212r 1 322r |B2r | .
2r + 1
2
173
This proves the second assertion. Finally, we use (4.42) again and the triangle inequality
to obtain
1
0
|G2r (t)| dt =
1
0
1
0
F2r (t) + B 2r dt
|F2r (t)| dt + B 2r = 2 B 2r = 222r 1 322r |B2r | ,
n1 ( f ) =
1
16(n!)
n2 ( f ) =
1
16(n!)
and
1
0
1
0
(4.47)
(4.48)
Lemma 4.6 If f : [0, 1] R is such that f (2r) is continuous on [0, 1] , for some r 2, then
there exists a point [0, 1] such that
2
2r
(f) =
1
22r (1 322r )B2r f (2r) ( ).
8(2r)!
(4.49)
2
Proof. Using (4.48) with n = 2r, we can rewrite 2r
( f ) as
2
2r
( f ) = (1)r1
where
Jr =
If
1
0
1
Jr ,
16(2r)!
then
t[0,1]
m f (2r) (s) M, 0 s 1.
1
0
1
0
(4.50)
(4.51)
174
so that
m(1)r1 212r (1 322r)B2r Jr M(1)r1 212r (1 322r )B2r .
By the continuity of f (2r) (s) on [0, 1], it follows that there must exist a point [0, 1] such
that
Jr = (1)r1 212r (1 322r )B2r f (2r) ( ).
Combining this with (4.50) we get (4.49).
1
1
5
1
M
(f)
3f
+2f
+3f
Tr1
8
6
2
6
0
1
1
2
1
S
f (t)dt,
f (0) + 3 f
+3f
+ f (1) + Tr1
8
3
3
0
f (t)dt
(4.52)
and
2
( f ),
RHS LHS = 22r
For Euler-Maclaurin formula, under given assumption on f , there exists a point [0, 1]
such that
1
2
1 212r (1 322r )B2r f (2r) ( ).
2r
(f) =
(4.53)
8(2r)!
Also by Lemma 4.6 we know that
2
22r
(f) =
1
212r (1 322r )B2r f (2r) ( ),
8(2r)!
(4.54)
for some point [0, 1]. Finally, we know that [1, 23.1.15]
(1)r1 B2r > 0, r = 1, 2, .
(4.55)
175
Now, if f is (2r)-convex function, then f (2r) ( ) 0 and f (2r) ( ) 0 so that using (4.53),
(4.54) and (4.55) we get the inequalities
LHS 0, RHS LHS 0, when r is even;
LHS 0, RHS LHS 0, when r is odd.
Remark 4.6 In the case when r = 2 we have B4 = 1/30 and formula (4.49) reduces to
42 ( f ) =
1
f (4) ( ).
103680
Note that in this case the result stated in Theorem 4.7 reduces to Bullens result that we
mentioned in Introduction.
Theorem 4.8 Assume f : [0, 1] R is such that f (2r) is continuous on [0, 1], for some
r 2. If f is either (2r)-convex or (2r)-concave function, then there exists a point [0, 1]
such that
2
2r
(f) =
1
22r (1 22r )(1 322r)B2r f (2r1) (1) f (2r1)(0) .
4(2r)!
(4.56)
Proof. First, consider the case when f is (2r)-convex, that is f (2r) (t) 0, 0 t 1. By
Corollary 4.2 we get
0 (1)r1 F2r (s) (1)r1 F2r
1
, 0 s 1.
4
= (1)r1 F2r
1
4
1
0
f (2r) (s)ds
1
4
Combining this with (4.50) and using (4.43) we get (4.56). The argument is the same when
f is (2r)-concave since in that case f (2r) (t) 0, 0 t 1 and we get
(1)r1 F2r
1
4
176
1
0
f (t)dt by
1
22r (1 322r )B2r f (2r1) (1) f (2r1) (0) .
8(2r)!
Theorem 4.9 Assume f : [0, 1] R is such that f (2r+2) is continuous on [0, 1] , for some
r 2. If f is either (2r)-convex and (2r + 2)-convex or (2r)-concave and (2r + 2)-concave
2 ( f ) has the same sign as the first neglected term ( f )
function, then the remainder 2r
2r
and
2
2r
( f ) |2r ( f )| .
Proof. We have
2
2
2r ( f ) + 2r+2
( f ) = 2r
( f ),
that is
2
2
( f ) 2r+2
( f ).
2r ( f ) = 2r
By (4.48) we have
2
2r
(f) =
and
2
2r+2
(f) =
1
16(2r)!
1
16(2r + 2)!
1
0
1
0
(4.57)
177
Now, we use the Euler Bullen-Simpson 3/8 formulae established in Lemma 4.2 to determine the absolute value of difference between the absolute value of error in the Maclaurin
quadrature rule and the absolute value of error in the Simpsons 3/8 quadrature rule. We
do this by proving a number of inequalities for various classes of functions.
First, let us denote
RS :=
1
0
and
RM :=
f (t)dt
1
0
1
f (0) + 3 f
8
f (t)dt
1
3f
8
1
6
1
+3f
3
+2f
2
+ f (1)
3
1
+3f
2
5
6
1
0
f (t)dt D(0, 1)
(4.58)
1
16(2r 1)!
0
2r
|G2r1 (t)|dt L
(4.59)
If n = 2r, r 2, then
1
0
1
16(2r)!
|F2r (t)|dt L
(4.60)
22r (1 322r )
|B2r | L.
8(2r)!
and also
1
0
1
16(2r)!
1
0
|G2r (t)|dt L
22r (1 322r )
|B2r | L.
4(2r)!
(4.61)
178
|(t)| dt L,
(4.62)
since f (n1) is L-Lipschitzian function. Applying (4.62) with (t) = G2r1 (t), we get
1
1
16(2r 1)!
1
16(2r 1)!
1
0
|G2r1 (t)| dt L.
Applying the above inequality and the identity (4.30), we get the inequality in (4.59).
Similarly, we can apply the inequality (4.62) with (t) = F2r (t) and again the identity
(4.30) to get the inequality in (4.60). Finally, applying (4.62) with (t) = G2r (t) and the
identity (4.29), we get the first inequality in (4.61). The equalities in (4.59) and (4.60) and
the second inequality in (4.61) follow from Corollary 4.3.
Corollary 4.4 Let f : [0, 1] R be such that f is L-Lipschitzian on [0, 1], then
1
0
If f
f (t)dt D(0, 1)
1
1
L, |R|
L.
13824
6912
f (t)dt D(0, 1)
1
1
L, |R|
L.
103680
51840
Proof. The first pair of inequalities follows from (4.59) with r = 2, while the second pair
follows from (4.60) with r = 2.
f (t)dt D(0, 1)
Since
1
0
we get
1
0
1
16
|G1 (t)|dt =
f (t)dt D(0, 1)
1
0
|G1 (t)|dt L.
25
,
36
25
25
L and |R|
L.
576
288
f (t)dt D(0, 1)
Since
1
0
1
32
|F2 (t)|dt =
1
0
1
,
24
|F2 (t)|dt L.
179
we get
1
0
1
1
L and |R|
L.
768
384
f (t)dt D(0, 1)
Theorem 4.11 Let f : [0, 1] R be such that f (n1) is a continuous function of bounded
variation on [0, 1] for some n 2.
If n = 2r 1, r 2, then
1
0
1
max |G2r1 (t)| V01 ( f (2r2) ).
16(2r 1)! t[0,1]
(4.63)
If n = 2r, r 2, then
1
0
1
max |F2r (t)| V01 ( f (2r1) )
16(2r)! t[0,1]
(4.64)
Also, we have
1
0
f (t)dt D(0, 1) Tr ( f )
1
max |G2r (t)| V01 ( f (2r1) )
16(2r)! t[0,1]
22r (1 322r)
|B2r | V01 ( f (2r1) ).
8(2r)!
(4.65)
Here V01 ( f (n1) ) denotes the total variation of f (n1) on [0, 1].
Proof. If : [0, 1] R is bounded on [0, 1] and the Riemann-Stieltjes integral
1
(n1) (t) exists, then
0 (t)d f
1
0
(4.66)
1
0
1
max |G2r1 (t)| V01 ( f (2r2) )
16(2r 1)! t[0,1]
which is just the inequality (4.63), because of the identity (4.30). Similarly, we can apply
the estimate (4.66) with (t) = F2r (t) and use the identity (4.30) and Corollary 4.2 to
obtain (4.64). Finally, (4.65) follows from (4.66) with (t) = G2r (t) , the identity (4.29)
and Corollary 4.2.
180
If f
f (t)dt D(0, 1)
1
1
V 1 ( f ), |R|
V 1 ( f ).
6144 0
3072 0
f (t)dt D(0, 1)
1
1
V 1 ( f ), |R|
V 1 ( f ).
55296 0
27648 0
t[0,1]
1
64
so that the first pair of inequalities follow from (4.63) with r = 2. The second pair of
inequalities follow from (4.64) with r = 2.
Remark 4.9 If f is a continuous function of bounded variation on [0, 1], then, as above
1
0
Since
f (t)dt D(0, 1)
1
max |G1 (t)| V01 ( f ).
16 t[0,1]
5
max |G1 (t)| = ,
3
t[0,1]
we get
1
0
f (t)dt D(0, 1)
5
5
V01 ( f ) and |R|
V 1 ( f ).
48
24 0
Since
f (t)dt D(0, 1)
1
max |F2 (t)| V01 ( f ).
32 t[0,1]
1
max |F2 (t)| = ,
9
t[0,1]
we get
1
0
f (t)dt D(0, 1)
1
1
V 1 ( f ) and |R|
V 1 ( f ).
288 0
144 0
Theorem 4.12 Assume (p, q) is a pair of conjugate exponents, that is 1 < p, q < ,
1
1
(n) L [0, 1] for some n 1.
p
p + q = 1 or p = , q = 1. Let f : [0, 1] R be such that f
If n = 2r 1, r 1, then
1
0
p.
(4.67)
181
If n = 2r, r 1, then
1
0
Also, we have
Here
1
1
K(n, p) =
16n!
|Gn (t)| dt
and
K (n, p) =
1
16n!
1
0
|Fn (t)|q dt
1
q
1
q
p.
(4.68)
p.
(4.69)
16(2r 1)!
1
0
1
0
|G2r1 (t)| dt
1
q
f (2r1)
= K(2r 1, p) f (2r1)
The above estimate is just (4.67), by the identity (4.33). The inequalities (4.68) and (4.69)
are obtained in the same manner from (4.32) and (4.31), respectively.
1
16n!
1
0
1
16n!
1
0
The results established in Theorem 4.12 for p = coincide with the results of Theorem
4.10 with L = f (n) . Moreover, by Remark 4.8 and Corollary 4.4, we have
1
0
where
K(1, ) =
r = 1, 2,
25
1
, K(3, ) =
.
576
13824
Also, we have
1
0
where
K (2, ) =
1
1
, K (4, ) =
.
768
103680
r = 1, 2,
182
1
1
max |Gn (t)| and K (n, 1) =
max |Fn (t)| .
16n! t[0,1]
16n! t[0,1]
Then, using Corollary 4.5, Remark 4.9 and Theorem 4.11, we can extend the results established in Theorem 4.12 to the pair p = 1, q = . This means that if we set 1q = 0, then
(4.67) and (4.68) hold for p = 1. Also, by Corollary 4.5, we have
1
0
where
K(1, 1) =
5
1
, K(3, 1) =
.
48
6144
Also, we have
1
0
where
K (2, 1) =
1
1
, K (4, 1) =
.
288
55296
Remark 4.12 Note that K (1, p) = K(1, p), for 1 < p , since G1 (t) = F1 (t). Also, for
1 < p we can easily calculate K(1, p). We get
1 3q+1 + 4q+1 + 5q+1
K(1, p) =
16
4(q + 1)3q+1
1
q
, 1 < p .
1
q
p.
1
q
5
= K(1, 1).
48
At the end of this section we prove an interesting Gruss type inequality related to to
Euler Bullen-Simpsons 3/8 identity (4.31). To do this we use the following variant of the
key technical result from the paper [77]:
Lemma 4.7 Let F, G : [0, 1] R be two integrable functions. If, for some constants
m, M R
m F(t) M, 0 t 1
183
and
1
0
then
1
0
G(t)dt = 0,
F(t)G(t)dt
Mm
2
1
0
|G(t)|dt.
(4.70)
Theorem 4.13 Suppose that f : [0, 1] R is such that f (n) exists and is integrable on
[0, 1], for some n 1. Assume that
mn f (n) (t) Mn , 0 t 1,
for some constants mn and Mn . Then
1
0
where k =
n
2
1
Cn (Mn mn ),
32 (n!)
(4.71)
and
1
Cn =
Moreover, if n = 2r 1, r 2, then
1
0
2r
2
(4.72)
where
1
16(n!)
1
0
F(t)G(t)dt,
(4.73)
In [26, Lemma 2 (i)] it was proved that for all n 1 and for every R
1
0
Bn ( t)dt = 0,
so that we have
1
0
G(t)dt =
+2Bn
1
0
1
1
s + 3Bn
s
6
3
2
5
s + 3Bn
s ds = 0.
3
6
2Bn (1 s) + 3Bn
1
s + 3Bn
2
Thus, we can apply (4.70) to the integral in the right hand side of (4.73) and (4.71) follows
immediately. The inequality (4.72) follows from (4.71) and Corollary 4.3.
184
1
0
so that we have
|G1 (t)|dt =
1
0
and
1
0
25
, C2 =
36
1
0
|G2 (t)|dt =
f (t)dt D(0, 1)
25
(M1 m1)
1152
f (t)dt D(0, 1)
1
(M2 m2 ).
1536
1
,
24
f (t)dt D(0, 1)
1
(M3 m3 ).
27648
CQ4
f (t)dt QC (0, x, 1 x, 1) + T2n
(x) =
1
(2n)!
1
0
(2n1)
GCQ4
(t),
2n (x,t)d f
(4.75)
CQ4
f (t)dt QC (0, x, 1 x, 1) + T2n
(x) =
1
(2n + 1)!
1
0
(2n)
GCQ4
(t),
2n+1 (x,t)d f
(4.76)
and finally, assuming f (2n+1) is continuous of bounded variation on [0, 1] for some n 0,
we have:
1
0
CQ4
f (t)dt QC (0, x, 1 x, 1) + T2n
(x) =
1
(2n + 2)!
1
0
CQ4
F2n+2
(x,t)d f (2n+1) (t), (4.77)
185
where
QC (0, x, 1 x, 1)
1
=
[30B4 (x) f (0) + f (x) + f (1 x) + 30B4(x) f (1)],
60x2 (1 x)2
CQ4
(x) =
T2n
2n
(4.78)
(k1)
(1) f (k1)(0)]
k! GCQ4
k (x, 0) [ f
(4.79)
k=2
n GCQ4 (x, 0)
5x2 5x + 1
[ f (1) f (0)] + 2k
[ f (2k1) (1) f (2k1)(0)]
60x(x 1)
(2k)!
k=3
1
[60B4(x) Bk (1 t) + Bk (x t) + Bk (1 x t)] ,
60x2 (1 x)2
k1
CQ4
CQ4
CQ4
Fk (x,t) = Gk (x,t) Gk (x, 0), k 2.
GCQ4
k (x,t) =
(1)k GCQ4
2k+1 (x,t) > 0 for x (0, 1/2 5/10],
(1)k+1 GCQ4
2k+1 (x,t) > 0
CQ4
Proof. We start from GCQ4
5 (x,t) and claim that for x (1/2 5/10, 1/3), G5 (x,t)
CQ4
has at least one zero in variable t in (0, 1/2). To prove this, first notice that G5 (x, 0) =
GCQ4
2 GCQ4
CQ4
5
5
t (x, 0) = t 2 (x, 0) = G5 (x, 1/2) = 0 and that x (1/2 5/10, 1/3) is equivalent to
3 GCQ4
5
(x, 0)
t3
3 GCQ4
5
(x,t)
t3
< 0 and
GCQ4
1
5
t (x, 2 )
< 0.
2 GCQ4
5
t2
3 GCQ4
5
(x, 0) < 0
t3
2 GCQ4
Therefore, t52 (x,t)
From
we conclude
is decreasing
2 GCQ4
GCQ4
GCQ4
5
(x,t) < 0. Further, 5t (x,t) is then also decreasing and since 5t (x, 0) = 0, we
t2
GCQ4
conclude 5t (x,t) < 0 in some neighborhood of t = 0. Finally, from here we see that
CQ4
CQ4
GCQ4
5 (x,t) is decreasing and since G5 (x, 0) = 0 we have G5 (x,t) < 0 in some neighCQ4
G
GCQ4
borhood of 0. On the other hand, from 5t (x, 12 ) < 0 we conclude that 5t (x,t) < 0 in
CQ4
some neighborhood of t = 1/2. Then GCQ4
5 (x,t) is decreasing and since G5 (x, 1/2) = 0
3 GCQ4
5
we see that GCQ4
(x,t)
>
0
in
that
neighborhood.
Now
it
is
clear
that
when
(x, 0) < 0
5
t3
CQ4
G5
CQ4
and t (x, 12 ) < 0, i.e. when x (1/2 5/10, 1/3), G5 (x,t) has at least one zero on
(0, 1/2).
186
GCQ4
1 2x
5
(x,t) = t 3 3
[t 2x(1 x)].
x
6x (1 x)3
Since t x 2x(1 x), it follows that
0 < x t < 1/2, we have
GCQ4
5
x (x,t)
When
GCQ4
(1 2t)
5
(x,t) =
[x 2t(1 t)].
x
6(1 x)3
Similarly as before, now x t 2t(1 t). Therefore GCQ4
5 (x,t) is decreasing in x. To
5 5
10 ,t
and GCQ4
5
1
3 ,t . As12t 2(1 x)2
x + t(30x
+ 60x 30x + 1) + 4x(5x 10x + 6x 1). Now, it is trivial to see that
5 5
1
,t
> 0 and that GCQ4
GCQ4
5
5
10
3 ,t < 0. Similarly, when 0 < x t 1/2, we have
GCQ4
5 (x,t) =
12t
h(x,t) where h(x,t) = 6t 4 (1 x)2 12t 3 (1 x)3 + t 2 (4x2 8x +
12(1x)2
CQ4 1
5 5
6) + 2t x(x 2) + x2 and again GCQ4
5
10 ,t > 0 and G5
3 ,t < 0. Therefore, since
CQ4
5
1
GCQ4
(x,t)
is
decreasing
in
x,
it
follows
that
G
(x,t)
>
0
for
x
(0,
5
5
2
10 ] and that
CQ4
1 1
G5 (x,t) < 0 for x [ 3 , 2 ].
Thus, the assertion is true for k = 2. For k 3 it follows by induction. As for the sign
of functions GCQ4
2k+1 (x,t), the proof is analogous to the same part of the proof of Lemma 3.1
Denote by RCQ4
2n+2 (x, f ) the right-hand side of (4.77).
Theorem 4.14 Let f : [0,1] R be such that f (2n+2) is continuous on [0, 1] for some
n 3 and let x (0, 12 105 ] [ 13 , 12 ]. If f (2n) and f (2n+2) have the same constant sign
on [0, 1], then the remainder RCQ4
2n (x, f ) has the same sign as the first neglected term
CQ4
(x,
f
)
where
2n
CQ4
CQ4
CQ4
2n (x, f ) := R2n (x, f ) R2n+2 (x, f ) =
1
GCQ4 (x, 0)[ f (2n1) (1) f (2n1)(0)].
(2n)! 2n
CQ4
CQ4
CQ4
Furthermore, |RCQ4
2n (x, f )| |2n (x, f )| and |R2n+2 (x, f )| |2n (x, f )|.
Theorem 4.15If f : [0, 1] R is such that f (2n+2) is continuous on [0, 1] for some n 2
and x (0, 12 105 ] [ 13 , 12 ], then there exists [0, 1] such that
RCQ4
2n+2 (x, f ) =
GCQ4
2n+2 (x, 0)
f (2n+2) ( )
(2n + 2)!
(4.80)
187
where
GCQ4
2n+2 (x, 0) =
1
[B2n+2 (x) B2n+2] + B2n+2.
30x2 (1 x)2
(4.81)
If, in addition, f (2n+2) does not change sign on [0,1], then there exists [0, 1] such
that
1
F CQ4 x,
RCQ4
f (2n+1) (1) f (2n+1)(0)
(4.82)
2n+2 (x, f ) =
(2n + 2)! 2n+2
2
where
CQ4
(x, 1/2) =
F2n+2
1
B2n+2 (1/2 x) B2n+2(x) + 2 22n1 B2n+2
30x2 (1 x)2
2 22n1 B2n+2.
(4.83)
f (t)dt QC (0, x, 1 x, 1) +
5x2 5x + 1
[ f (1) f (0)]
60x(x 1)
(4.84)
For x = 1/2, formula (4.84) produces corrected Simpsons formula which was already
studied some sections earlier. For x = 1/3 corrected Simpsons 3/8 formula is produced.
Imposing condition wc (x) = 1/2, where wc (x) is as in (4.74), gives a 2-point quadrature formula (since wc (x) = 1/2 B4 (x) = 0), and the corrected Gauss 2-point formula,
which wasalso already studied here. Possible the most interesting special case is for the
x = 1/2 5/10 which produces the Lobatto 4-point formula. The following subsections
will be dedicated to these special cases.
Remark 4.14 Similarly as in Remark 4.2, one might wonder if similar results can be
obtained for x = 0. By considering the limit process we get:
5x2 5x + 1
[ f (1) f (0)]
x0
60x(x 1)
1
1
1
= [ f (0) + f (1)] [ f (1) f (0)] +
[ f (0) + f (1)]
2
10
120
k(k 1)
Bk2 (1 t)
(x,t) = Bk (1 t) +
lim GCQ4
k
x0
60
lim QC (0, x, 1 x, 1)
1
1
1
1
[ f (0)+ f (1)] =
f (6) ( ).
f (t)dt [ f (0)+ f (1)]+ [ f (1) f (0)]
2
10
120
100800
0
(4.85)
Note that quadrature formulae (4.15) and (4.85) were derived in [21], by integrating the
two-point Taylor interpolation formula.
188
CQ4
f (t)dt QC (0, x, 1 x, 1) + T2n
(x) KCQ4 (2n, q) f (2n)
p.
(4.86)
CQ4
f (t)dt QC (0, x, 1 x, 1) + T2n
(x) KCQ4 (2n + 1, q) f (2n+1)
(4.87)
CQ4
(4.88)
where
1
KCQ4 (m, q) =
m!
and
KCQ4
(m, q)
q
q
GCQ4
m (x,t) dt
q
q
FmCQ4 (x,t) dt
1
=
m!
These inequalities are sharp for 1 < p and the best possible for p = 1.
Proof. Analogous to the proof of Theorem 2.2.
5
1 1
10 ] [ 3 , 2 ]
KCQ4
(2n + 2, ) = KCQ4 (2n + 1, 1) =
F CQ4 x,
2
(2n + 2)! 2n+2
2
KCQ4
(2n + 2, 1) =
CQ4
where GCQ4
2n+2 (x, 0) and F2n+2 (x, 1/2) are as in (4.81) and (4.83), respectively.
We now seek for the optimal corrected closed 4-point quadrature formula for
x (0, 12 105 ] [ 13 , 12 ], n = 2 and p = . Theorem 4.16 gives:
1
0
f (t)dt QC (0, x, 1 x, 1) +
1
0
5x2 5x + 1
[ f (1) f (0)]
60x(x 1)
f (t)dt QC (0, x, 1 x, 1) +
5x2 5x + 1
[ f (1) f (0)]
60x(x 1)
|14x2 14x + 3|
f (6)
302400
189
are decreasing on (0, 12 105 ] and increasing on [ 13 , 12 ] and they reach their minimum at
x = 1/3. The same goes for the case when n = 2 and p = 1.
Thus, once again, we conclude that the node which gives the best estimation of error in
these three cases is x = 1/3, i.e. the optimal corrected closed 4-point quadrature formula
is corrected Simpsons 3/8 formula.
The following two theorems give Hermite-Hadamard and Dragomir-Agarwal type inequalities for the general corrected 4-point quadrature formulae:
Theorem 4.17 Let f : [0, 1] R be (2n + 4)-convex for n 2. Then for x 0, 12
we have
1
|GCQ4 (x, 0)| f (2n+2)
(2n + 2)! 2n+2
1
(1)n+1
1 1
3, 2
1
2
CQ4
f (t)dt QC (0, x, 1 x, 1) + T2n
(x)
(4.89)
while for x
5
10
we have
1
|GCQ4 (x, 0)| f (2n+2)
(2n + 2)! 2n+2
(1)n
1
0
1
2
CQ4
f (t)dt QC (0, x, 1 x, 1) + T2n
(x)
(4.90)
1
f (2n+2) (0) + f (2n+2)(1)
|GCQ4
,
2n+2 (x, 0)|
(2n + 2)!
2
where GCQ4
2n+2 (x, 0) is as in (4.81).
If f is (2n + 4)-concave, the inequalities are reversed.
5
10
1 1
3, 2
CQ4
f (t)dt QC (0, x, 1 x, 1) + T2n
(x)
LCQ4 (m, x)
1/q
(4.91)
CQ4
f (t)dt QC (0, x, 1 x, 1) + T2n
(x) LCQ4 (m, x) f (m)
1
2
(4.92)
190
where
2
|F CQ4 (x, 1/2)|
(2n + 2)! 2n+2
1
and for m = 2n + 2 LCQ4 (2n + 2, x) =
|GCQ4 (x, 0)|
(2n + 2)! 2n+2
CQ4
with GCQ4
2n+2 (x, 0) and F2n+2 (x, 1/2) as in (4.81) and (4.83), respectively.
The unique solution to this system are exactly the nodes (x0 = 1/2 5/10) and the
weights of the Lobatto 4-point formula (on the interval [0, 1]), which was to be expected.
Q4
The same is obtained from (4.3) when considering the system: GQ4
2 (x, 0) = G4 (x, 0) = 0,
Q4
where the functions Gk are as in (4.6).
Let us now see the results and the estimates for the Lobatto 4-point formula. We move
to [1, 1]. Formulae (4.75)-(4.77) now become:
1
1
1
1
1
1
L4
f (t)dt QL4 + T2n
=
22n1
(2n)!
L4
f (t)dt QL4 + T2n
=
22n
(2n + 1)!
L4
f (t)dt QL4 + T2n
=
22n+1
(2n + 2)!
1
1
(2n1)
GL4
(t),
2n (t)d f
1
1
1
1
(4.93)
(2n)
GL4
(t),
2n+1 (t)d f
(4.94)
L4
F2n+2
(t)d f (2n+1) (t),
(4.95)
where
1
QL4 =
6
L4
T2n
=
f (1) + 5 f
+5f
5
5
+ f (1) ,
22k1
(2k1)
(1) f (2k1) (1)],
(2k)! GL4
2k (1) [ f
k=3
1
GL4
k (t) = Bk
3
1 t
2 2
5
B
6 k
5 t
10 2
L4
FkL4 (t) = GL4
k (t) Gk (1), k 2.
+ Bk
5 t
10 2
, k1
191
22n+2
GL4 (1) f (2n+2)( )
(2n + 2)! 2n+2
where
GL4
2n+2 (1) =
1
B2n+2 + 5B2n+2
3
1
5
2 10
(4.96)
(4.97)
Applying (4.96) for n = 2 to the remainder in (4.95) produces Lobatto 4-point formula:
1
1
f (t)dt QL4 =
2
f (6) ( )
23625
(4.98)
Using Holders inequality one can easily obtain the analogue of Theorem 4.16 for
this quadrature formula. As a direct consequence, for p = 1 and p = the following
estimations are obtained:
1
1
where
CL4 (1, 1) 0.376866,
CL4 (2, 1) 0.0417772,
CL4 (3, 1) 0.0064048,
CL4 (4, 1) 0.00113265,
p,
m = 1, . . . , 6
1/ 5 = 1/ 5 0.447214,
CL4 (1, ) = GL4
1
1/ 5 0.0606553,
CL4 (2, ) = GL4
2
CL4 (3, ) 0.00735788
CL4 (4, ) = GL4
4 (0)/3 0.00146629,
0.0000846561,
CL4 (6, 1) = 4|GL4
6
1
0
1
2
1
f (t)dt
12
f (0) + 5 f
1
f (6) (0) + f (6) (1)
.
1512000
2
The constants from Theorem 4.18 are:
5
5 5
LCQ4 5,
=
,
10
576000
5 5
10
+5f
5+ 5
10
+ f (1)
LCQ4
5 5
6,
10
1
.
1512000
192
1
1
2
13 f (0) + 27 f
+ 27 f
+ 13 f (1)
80
3
3
1
1
[ f (1) f (0)] +
f (6) ( ).
120
2721600
f (t)dt =
(4.99)
1
13 f (0) + 27 f
80
CQ4
CS38
= T2n
T2n
1
3
2n
1
3
+ 27 f
2
+ 13 f (1) ,
3
k=2
n GCS38 (0)
5x2 5x + 1
[ f (1) f (0)] + 2k
[ f (2k1) (1) f (2k1) (0)]
=
60x(x 1)
(2k)!
k=3
(t) =
GCS38
k
1
27Bk
80
1
2
t + 27Bk
t + 26Bk (1 t) , k 1
3
3
(4.100)
(t) GCS38
(0), k 2
FkCS38 (t) = GCS38
k
k
The error RCS38
2n+2 ( f ) for n 2 can be expressed as:
RCS38
2n+2 ( f ) =
1
(1 322n)B2n+2 f (2n+2) ( ),
80(2n + 2)!
RCS38
2n+2 ( f ) =
[0, 1]
[0, 1]
p,
where
1
41
CCS38 (1, ) = GCS38
,
=
1
3
240
597 + 320 10
1
13
, CCS38 (2, ) = F2CS38
CCS38 (2, 1) =
192000
2
80
CCS38 (1, 1) =
2401
,
28800
169
.
12800
Comparing these estimates with the ones the classical Simpsons 3/8 formula provides,
shows that the corrected formula gives better estimates for m = 1.
Furthermore, for p = 1, and m = 2, 3, 4, 5, 6 we get:
1
0
f (t)dt QCS38 +
1
[ f (1) f (0)] CCS38 (m, q) f (m)
120
p,
193
where
CCS38 (2, 1) =
CCS38 (3, 1) =
CCS38 (4, 1) =
CCS38 (5, 1) =
CCS38 (6, 1) =
1
7
320 30 + 187 561
1
, CCS38 (2, ) = GCS38
=
,
1728000
2 2
3
720
The Hermite-Hadamard type inequality for the corrected Simpsons 3/8 formula is:
1
f (6)
2721600
1
0
1
2
f (t)dt
1
13 f (0) + 27 f
80
1
+ 27 f
3
2
3
+ 13 f (1) +
1
[ f (1) f (0)]
120
1
3
1
,
691200
LCQ4 6,
1
3
1
.
2721600
1
0
5y2 5y + 1
[ f (1) f (0)]
60y(y 1)
f (t)dt
QC (0, x, 1 x, 1)
(4.101)
5x2 5x + 1
[ f (1) f (0)],
60x(x 1)
194
The following corollaries give comparison between corrected Simpsons 3/8 and the
corrected Gauss 2-point rule, corrected Simpsons 3/8 and the Lobatto 4-point, and finally
corrected Simpsons and the Lobatto 4-point.
Corollary 4.7 Let f : [0, 1] R be 6-convex and such that f (6) is continuous on [0, 1].
Then
1
13 f (0) + 27 f
80
1
0
1
+ 27 f
3
2
1
[ f (1) f (0)]
+ 13 f (1)
3
120
f (t)dt
1
1
1
1
f
225 30 30 + f
2
2 30
2
7 30 5
+
[ f (1) f (0)].
420
If f is 6-concave, the inequalities are reversed.
1
1
+
2 30
225 30 30
Corollary 4.8 Let f : [0, 1] R be 6-convex and such that f (6) is continuous on [0, 1].
Then
1
13 f (0) + 27 f
80
1
0
12
1
+ 27 f
3
2
1
[ f (1) f (0)]
+ 13 f (1)
3
120
f (t)dt
5 5
10
f (0) + 5 f
+5f
5+ 5
10
+ f (1) .
Proof. Follows from (4.101) for x = 1/2 5/10 5x2 5x + 1 = 0 and y = 1/3.
Corollary 4.9 Let f : [0, 1] R be 6-convex and such that f (6) is continuous on [0, 1].
Then
1
7 f (0) + 16 f
30
1
0
1
12
1
2
+ 7 f (1)
1
[ f (1) f (0)]
60
f (t)dt
f (0) + 5 f
5 5
10
+5f
5+ 5
10
+ f (1) .
195
Proof. Follows from (4.101) for x = 1/2 5/10 5x2 5x + 1 = 0 and y = 1/2.
Remark 4.15 The result of Corollary 3.15 can be recaptured from (4.101) for x = 1/2
1
1
1
5
3f
+2f
+3f
8
6
2
6
1
1
1
2
f (t)dt
f (0) + 3 f
+3f
+ f (1)
8
3
3
0
f (t)dt
(4.102)
This implies that, for a 4-convex function, Maclaurins quadrature rule is more accurate than Simpsons 3/8 quadrature rule. Inequality (4.102) is sometimes called BullenSimpsons 3/8 inequality and was generalized for a class of (2k)-convex functions in [81].
The aim is to derive an inequality of similar type, only this time starting from corrected
Simpsons 3/8 and corrected Maclaurins formula. The results of this subsection were
published in [52].
For k 1 and t R, we define functions
CQ3
CS38
(t) + GCM
Gk (t) = GCQ4
k (t),
k (1/3,t) + Gk (1/6,t) = Gk
Gk (t) = 27Bk
k 1,
and
B 3 = B 4 = B 5 = 0
1
+ 27 f
6
1
+ 26 f
3
1
+ 27 f
2
2
3
+ 27 f
5
+ 13 f (1) .
6
196
1 CQ4
T
(1/3, f ) + TmCQ3 (1/6, f ) ,
2 m
where TmCQ4 (x, f ) and TmCQ3 (x, f ) are given by (4.79) and (3.97), respectively. So, we have
T1 ( f ) = 0,
1
T2 ( f ) = T3 ( f ) = T4 ( f ) = T5 ( f ) =
[ f (1) f (0)]
480
and for m 6,
Tm ( f ) =
1
1 [m/2] B2k 2k 42k
[ f (1) f (0)] +
(2k)! 2 (3 1) f (2k1) (1) f (2k1)(0) .
480
80 k=3
In the next theorem we establish two formulae which we call corrected Bullen-Simpsons
3/8 formulae of Euler type.
Theorem 4.20 Let f : [0, 1] R be such that f (n1) is a continuous function of bounded
variation on [0, 1], for some n 1. Then
1
0
and
1
0
(1)
f (t)dt = D(0, 1) Tn( f ) + R n ( f ),
(2)
where
(1)
R n ( f ) =
1
160n!
(2)
R n ( f ) =
1
160n!
and
1
0
1
0
(4.103)
(4.104)
Proof. Apply (3.94) for x = 1/6 and (4.76) for x = 1/3, add them and divide by 2. Identity
(4.103) is produced. Identity (4.104) is obtained similarly from (3.95) and (4.77).
Remark 4.16 Interval [0, 1] is used for simplicity and involves no loss in generality. In
what follows, Theorem 4.20 and others will be applied, without comment, to any interval
that is convenient.
It is easy to see that if f : [a, b] R is such that f (n1) is continuous of bounded
variation on [a, b], for some n 1, then
b
a
and
b
a
(b a)n
160n!
b
a
Gn
(b a)
f (t)dt = D(a, b) Tn1( f ) +
160n!
b
a
Fn
t a
d f (n1) (t)
ba
t a
d f (n1) (t),
ba
197
where
D(a, b) =
ba
5a + b
2a + b
13 f (a) + 27 f
+ 27 f
+ 26 f
160
6
3
a + 2b
a + 5b
+ 27 f
+ 27 f
+ 13 f (b) ,
3
6
a+b
2
T0 ( f ) = T1 ( f ) = 0,
(b a)2
T2 ( f ) = T3 ( f ) = T4 ( f ) = T5 ( f ) =
f (b) f (a)
480
and for m 6
(b a)2
f (b) f (a)
Tm ( f ) =
480
+
Remark 4.17 Suppose that f : [0, 1] R is such that f (n) exists and is integrable on
[0, 1], for some n 1. In this case (4.103) holds with
(1)
R n ( f ) =
1
160n!
(2)
R n ( f ) =
1
160n!
1
0
f (t)dt D(0, 1) +
1
1
[ f (1) f (0)] =
480
115200
1
0
From this identity it is clear that corrected Bullen-Simpsons 3/8 formula of Euler type is
exact for all polynomials of order 5.
Before we state our main result, we will need to prove some properties of functions Gk
and Fk . Notice that it is enough to know the values of those functions on the interval 0, 12 ,
since Gk t + 12 = Gk (t).
Lemma 4.9 For k 3, function G2k1 (t) has no zeros in the interval (0, 1/4). The sign
of this function is determined by
(1)k G2k1 (t) > 0,
(4.105)
198
0 t 1/6
160t 5 + 65t 4 20/3 t 3 ,
1/6 t 1/3
G5 (t) = 160t 5 + 200t 4 290/3 t 3 + 45/2 t 2 5/2 t + 5/48,
160t 5 + 335t 4 830/3 t 3 + 225/2 t 2 45/2 t + 85/48, 1/3 t 1/2
and it is elementary to see that
G5 (t) < 0,
(4.106)
so our first assertion is true for k = 3. Assuming the opposite, by induction, it follows
easily that the assertion is true for all k 4.
Further, if G2k3 (t) > 0, 0 < t < 1/4, then since
G2k1 (t) = (2k 1)(2k 2)G2k3(t)
it follows that G2k1 is convex and hence G2k1 (t) < 0 on (0, 1/4). Similarly, we conclude
that if G2k3 (t) < 0, then G2k1 (t) > 0 on (0, 1/4). (4.105) now follows from (4.106).
Corollary 4.10 For k 3, functions (1)k1 F2k (t) and (1)k1 G2k (t) are strictly increasing on the interval (0, 1/4) and strictly decreasing on the interval (1/4, 1/2). Consequently, 0 and 1/2 are the only zeros of F2k (t) on [0, 1/2] and
max |F2k (t)| = 222k (1 22k )(1 342k )|B2k |,
t[0,1]
t[0,1]
Proof. Since
[(1)k1 F2k (t)] = [(1)k1 G2k (t)] = (1)k 2k G2k1(t),
from Lemma 4.9 we conclude that (1)k1 F2k (t) and (1)k1 G2k (t) are strictly increasing
on (0, 1/4). It is easy to check that for k 2 and 0 t 1/2,
Gk (1/2 t) = (1)k Gk (t)
and
From there we conclude that (1)k1 F2k (t) and (1)k1 G2k (t) are strictly decreasing on
(1/4, 1/2). Further, F2k (0) = F2k (1/2) = 0, which implies |F2k (t)| achieves maximum at
t = 1/4 and thus, the first assertion is proved.
On the other hand,
max |G2k (t)| = max |G2k (0)| , G2k
t[0,1]
1
4
= |G2k (0)| .
199
|F2k1 (t)| dt =
1
0
|G2k1 (t)| dt =
232k
1 22k
k
1 342k |B2k | ,
1/4
|G2k1 (t)| dt = 4
G2k1 (t)dt =
2
F2k
k
1
4
which proves the first assertion. Since F2k (0) = F2k (1/2) = 0, from Corollary 4.10 we
conclude that F2k (t) does not change sign on (0, 1/2). Therefore,
1
0
|F2k (t)| dt = 2
1/2
0
1
G2k (t)dt B 2k = |B 2k |,
2
which proves the second assertion. Finally, we use the triangle inequality to obtain
1
0
|G2k (t)| dt
1
0
Theorem 4.21 If f : [0, 1] R is such that f (2k) is a continuous function on [0, 1], for
some k 3, then there exists [0, 1] such that
22k
(2)
(1 342k )B2k f (2k) ( ).
R 2k ( f ) =
80(2k)!
(4.107)
(2)
Proof. We can rewrite R 2k ( f ) as
(1)k1
(2)
Jk ,
R 2k ( f ) =
160(2k)!
where
Jk =
1
0
(4.108)
(4.109)
From Corollary 4.10 we know that (1)k1 F2k (t) 0, 0 t 1, so the claim follows
from the mean value theorem for integrals and Corollary 4.11
200
1
f (6) ( ).
174182400
1
1
1
5
D
(f)
(4.110)
27 f
+ 26 f
+ 27 f
+ T2k1
80
6
2
6
0
1
1
1
2
S
(f)
f (t)dt
13 f (0) + 27 f
+ 27 f
+ 13 f (1) T2k1
80
3
3
0
f (t)dt
(2)
and RHS LHS = 2R 2k ( f )
(2)
1
(1 212k )(1 342k)B2k f (2k) ( ), [0, 1]
80(2k)!
(4.111)
Recall that if f is (2k)convex on [0, 1], then f (2k) (x) 0, x [0, 1]. Now, having in mind
that (1)k1 B2k > 0 (k N), from (4.111) and (4.107), it follows
LHS 0,
RHS LHS 0,
for even k
LHS 0,
RHS LHS 0,
for odd k
1
1
5
1
1
[ f (1) f (0)]
27 f
+ 26 f
+ 27 f
80
6
2
6
240
0
1
1
2
1
1
[ f (1) f (0)]
f (t)dt
13 f (0) + 27 f
+ 27 f
+ 13 f (1)
80
3
3
120
0
f (t)dt
Theorem 4.23 If f : [0, 1] R is such that f (2k) is a continuous function on [0, 1] and f
is either (2k)convex or (2k)concave, for some k 3, then there exists [0, 1] such
that
22k
(2)
(1 22k ) 1 342k B2k f (2k1) (1) f (2k1) (0) .
R 2k ( f ) =
40(2k)!
(4.112)
201
1
0
f (2k) (t)dt.
Now define
2k ( f ) =
22k
(1 342k)B2k f (2k1) (1) f (2k1)(0) .
80(2k)!
Clearly,
(2)
R 2k ( f ) = (2 212k) 2k ( f ).
Theorem 4.24 Suppose that f : [0, 1] R is such that f (2k+2) is a continuous function
on [0, 1] for some k 3. If f is either (2k)-convex and (2k + 2)-convex or (2k)-concave
(2)
and (2k + 2)-concave, then the remainder R 2k ( f ) has the same sign as the first neglected
term 2k ( f ) and
(2)
|R 2k ( f )| |2k ( f )|.
Proof. We have
(2)
(2)
2k ( f ) = R 2k ( f ) R 2k+2 ( f ).
(2)
so we conclude R 2k ( f ) has the same sign as R 2k+2 ( f ). Therefore, 2k ( f ) must have the
(2)
(2)
( f ). Moreover, it follows that
same sign as R ( f ) and R
2k
2k+2
(2)
(2)
Using formulae derived in Theorem 4.20, we shall prove a number of inequalities for
various classes of functions.
Theorem 4.25 Assume (p, q) is a pair of conjugate exponents, that is 1 p, q ,
1
1
(n)
L p [0, 1] for some n 1. Then we have
p + q = 1. Let f : [0, 1] R be such that f
1
0
p,
(4.113)
202
and
1
0
p,
(4.114)
where
1
1
K(n, p) =
160n!
|Fn (t)| dt
1
q
1
and K (n, p) =
160n!
|Gn (t)| dt
1
q
1
0
1
160n!
1
0
|Fn (t)|q dt
1
q
f (n)
Having in mind Remark 4.17, from (4.104) and the above inequality, we obtain (4.113).
Similarly, from (4.103) we obtain (4.114).
where
2401
K(1, ) =
,
57600
Taking p = 1 and n = 1, 2, we get
1
0
597 + 320 10
K(2, ) =
.
768000
where
41
169
, K(2, 1) =
.
480
51200
Comparing these estimates with the analogous ones obtained for the Bullen-Simpsons
3/8 formula shows that these are better in all cases except for n = 2 and p = .
Moreover, for p = and n = 3, 4, 5 we obtain
K(1, 1) =
1
0
f (t)dt D(0, 1) +
1
[ f (1) f (0)] K(n, ) f (n)
480
where
K(4, ) =
1
,
1179648
K(5, ) =
1
,
22118400
f (t)dt D(0, 1) +
1
[ f (1) f (0)] K(n, 1) f (n) 1 ,
480
203
where
K(4, 1) =
1
,
614400
K(5, 1) =
1
.
9437184
where
534
K(1, 2) =
,
480
5
K(2, 2) =
,
960
and
1
0
f (t)dt D(0, 1) +
1
[ f (1) f (0)] K(n, 2) f (n) 2 ,
480
where
1155
K(3, 2) =
,
1209600
210
K(4, 2) =
,
14515200
116655
K(5, 2) =
.
5748019200
Remark 4.22 Note that K (1, p) = K(1, p), for 1 < p , since G1 (t) = F1 (t). Also, for
1 < p , we can easily calculate K(1, p). Namely,
1 39q+1 + 40q+1 + 41q+1
K(1, p) =
480
120(q + 1)
1
q
p1
41
= K(1, 1).
480
Now we use formula (4.103) and a Gruss type inequality to obtain estimations of corrected Bullen-Simpsons 3/8 formulae in terms of oscillation of derivatives of a function.
Theorem 4.26 Let f : [0, 1] R be such that f (n) exists and is integrable on [0, 1], for
some n 1. Suppose
mn f (n) (t) Mn ,
0 t 1,
(4.115)
204
where
2401
320 30 + 187 561
, C2 =
,
C1 =
115200
27648000
22k
(1 342k )|B2k |, k 3.
80(2k)!
Proof. Similarly as in the proof of Theorem 3.26, Lemma 3.9 ensures that the second condition of Lemma 3.10 is satisfied. Having in mind Remark 4.17, apply inequality (3.153)
(1)
to obtain the estimate for |R n ( f )|. Now our statement follows easily from Corollary 4.11
for n 5 and direct calculation for n = 1, 2, 3, 4.
f (t)dt w(x, y)[ f (y) + f (y)] (1 w(x, y))[ f (x) + f (x)] + T2n(x, y)
=
22n+1
(2n + 2)!
1
1
2n
2k1
Gk (x, y, 1) [ f (k1) (1) f (k1) (1)]
k!
k=1
(4.116)
205
y t
yt
+ Bk
2
2
x
t
xt
+ (1 w(x, y)) Bk
+ Bk
2
2
Fk (x, y,t) = Gk (x, y,t) Gk (x, y, 1).
Functions Gk have the same properties again as the analogous functions from previous sections. In order to produce the quadrature formula with the maximum degree of
exactness, impose conditions:
G2 (x, y, 1) = G4 (x, y, 1) = G6 (x, y 1) = 0.
The solution of this system is:
15 2 30
, y0 =
35
x0 =
15 + 2 30
18 30
, w(x0 , y0 ) =
35
36
18 30
f (t)dt
f
36
18 + 30
+
f
36
15 + 2 30
+f
35
15 2 30
+f
35
15 + 2 30
35
15 2 30
,
35
which is exactly the classical Gauss 4-point formula. To shorten notation, denote the righthand side of the upper expression with QG4 . Now we have:
G4
= T2n (x0 , y0 ) =
T2n
22k1 G4
G2k (1)[ f (2k1) (1) f (2k1)(1)]
k=4 (2k)!
GG4
k (t) = Gk (x0 , y0 ,t)
FkG4 (t) = Fk (x0 , y0 ,t) Fk (x0 , y0 , 1),
(4.117)
(4.118)
(4.119)
G4
f (t)dt QG4 + T2n
=
22n+1
(2n + 2)!
1
1
G4
F2n+2
(t)d f (2n+1) (t).
(4.120)
G4
f (t)dt QG4 + T2n
=
22n1
(2n)!
1
1
(2n1)
GG4
(t),
2n (t)d f
(4.121)
G4
f (t)dt QG4 + T2n
=
22n
(2n + 1)!
1
1
(2n)
GG4
(t).
2n+1 (t)d f
(4.122)
206
0 < t < 1.
1
G4
7
Proof. We start from GG4
7 (t). For t [y0 , 1), G7 (t) = 64 (1 t) , so obviously it has no
G4
zeros there. It is easy to check that (G )7 (0) > 0. Now, assume GG4
7 has at least one zero
has
at
least
3
local
extrema
in
(0,
1).
This
means
GG4
in (0, 1). Then GG4
7
6 has at least 3
G4
zeros and therefore at least 3 local extrema, since G6 (1) = 0. This implies GG4
5 has at
(0)
=
G
(1)
=
0,
it
has
at
least
4
local
extrema.
From
there
least 3 zeros and since GG4
5
5
G4 (1) = 0, GG4 has at least 4 local extrema
we conclude GG4
has
at
least
4
zeros
and
as
G
4
4
4
G4
G4
as well. Therefore, GG4
3 has at least 4 zeros and since G3 (0) = G3 (1) = 0, it has at
G4
least 5 local extrema in this interval. Finally, this implies G2 has at least 5 zeros which
is obviously impossible - we know it has none on [y0 , 1), so it could have 4 zeros at most.
G4
Thus, we conclude GG4
7 has no zeros and G7 (t) > 0 on (0, 1). Assuming the opposite, by
induction, it follows easily that the assertion is true for all k 4. The sign of the functions
GG4
2k+1 (t), k 5 can be determined analogously as in Lemma 3.1
G4
(t)
Remark 4.23 From Lemma 4.10 it follows immediately that for k 3, (1)k+1 F2k+2
G4
is strictly increasing on (1, 0) and strictly decreasing on (0, 1). Since F2k+2 (1) =
G4 (1) = 0, it has constant sign on (1, 1) and attains maximum at t = 0.
F2k+2
Using Holders inequality, estimates of error for this type of quadrature formulae are
obtained:
Theorem 4.27 Let p, q R be such that 1 p, q , 1/p+1/q = 1. Let f : [1, 1] R
be such that f (2n) L p [1, 1] for some n 1. Then we have
1
1
G4
KG4 (2n, q) f (2n) p .
f (t)dt QG4 + T2n
(4.123)
G4
f (t)dt QG4 + T2n
KG4 (2n + 1, q) f (2n+1) p .
(4.124)
G4
KG4
f (t)dt QG4 + T2n
(2n + 2, q) f (2n+2) p ,
(4.125)
where
2m1
KG4 (m, q) =
m!
1
1
q
q
GG4
m (t) dt
KG4
(m, q) =
2m1
m!
1
1
q
q
FmG4 (t) dt
These inequalities are sharp for 1 < p and the the best possible for p = 1.
207
where
KG4
(2n + 2, 1) =
22n+2
GG4 (1) ,
(2n + 2)! 2n+2
(4.126)
KG4
(2n + 2, ) =
1
22n+1
KG4 (2n + 1, 1) =
F G4 (0) ,
2
(2n + 2)! 2n+2
(4.127)
18 30
1 y0
18 + 30
B2n+2
B2n+2
=
+
18
2
18
1 y0
y0
18 30
G4
B2n+2
(0) =
B2n+2
F2n+2
18
2
2
x0
1 x0
18 + 30
B2n+2
B2n+2
.
+
18
2
2
GG4
2n+2 (1)
1 x0
2
(4.128)
(4.129)
22n+2
GG4 (1) f (2n+2)( ),
(2n + 2)! 2n+2
(4.130)
where GG4
2n+2 (1) is as in (4.128).
If, in addition, f (2n+2) does not change sign on [1, 1], then there exists [0, 1] such
that
RG4
2n+2 ( f ) =
22n+1
F G4 (0) f (2n+1) (1) f (2n+1)(1) ,
(2n + 2)! 2n+2
(4.131)
G4 (0) is as in (4.129).
where F2n+2
Applying (4.130) to the remainder in (4.120) for n = 3 produces the classical Gauss
4-point formula:
1
1
f (t)dt QG4 =
1
f (8) ( ),
3472875
[1, 1].
As direct consequences of Theorem 4.27, i.e. (4.126) and (4.127), the following estimations are obtained for p = and p = 1:
1
1
p,
1m8
208
where
CG4 (1, 1) 2.75994 101,
2
CG4 (2, ) = |GG4
2 (x0 )| 3.65261 10 ,
CG4 (3, ) 2.92413 103,
4
CG4 (4, ) = |GG4
4 (0)|/3 3.73171 10 ,
CG4 (5, ) 4.89802 105,
6
CG4 (6, 1) 5.25522 106, CG4 (6, ) = 2|GG4
6 (0)|/45 8.498485 10 ,
CG4 (7, 1) = 2|F8G4 (0)|/315 9.941993 107, CG4 (7, ) 1.313805 106,
7
CG4 (8, 1) = 2|GG4
8 (1)|/315 = 1/3472875 2.8794587 10 ,
CG4 (8, ) = |F8G4 (0)|/315 4.971 107.
Above constants are obtained with the help of Wolframs Mathematica, as the expressions involved are rather cumbersome. Similar estimations can be obtained for m 9
from (4.126) and (4.127). However, the values of derivatives (starting from the 7th) in
the end points of the interval are then also included in the quadrature formula. In cases
when those values are easy to calculate, this is not an obstacle. Furthermore, in cases when
f (k) (1) = f (k) (1) for k 7, we get a formula with an even higher degree of exactness.
For m = 1 and 1 < p , we get:
2 q+1
x0 +
q+1
18 + 30
x0
36
18 + 30
+ y0
36
q+1
1/q
q+1
+ (1 y0)q+1
CG4 (2, q) =
+(y0 )q+1 ( )q F q, q + 1; q + 2;
y0
1/q
209
where , and are zeros of G2 (t) such that 0 < < x0 < < < y0 . Here, the integral
representation of a hypergeometric function was used. It is given by:
F(a, b; c; x) =
1
B(b, c b)
1
0
t b1 (1 t)cb1(1 xt)adt,
210
Chapter
5.1
General approach
Let x (0, 1/2) and f : [0, 1] R be such that f (2n+1) is continuous of bounded variation on [0, 1] for some n 0. Analogously as before: put x 0, x, 1/2, 1 x and 1 in
(1.2), multiply by w1 (x), w2 (x), w3 (x), w2 (x), w1 (x) respectively, where 2w1 (x) + 2w2 (x)
+ w3 (x) = 1, and add up. The following formula is obtained:
1
0
1
1
f (t)dt Q 0, x, , 1 x, 1 + T2n (x) =
2
(2n + 2)!
1
0
where
1
Q 0, x, , 1 x, 1
2
(5.2)
211
212
1
,
2
(5.3)
k=1
(5.4)
(5.5)
To obtain the formula with the maximum degree of exactness from (5.1), impose the
condition:
G2 (x, 0) = G4 (x, 0) = 0.
Then:
w1 (x) =
10x2 10x + 1
,
60x(x 1)
w2 (x) =
1
,
60x(1 x)(2x 1)2
8(5x2 5x + 1)
;
15(2x 1)2
(5.6)
1
1
Q5
f (t)dt Q 0, x, , 1 x, 1 + T2n
(x) =
2
(2n)!
1
0
(2n1)
GQ5
(t),
2n (x,t)d f
(5.7)
and assuming f (2n) is continuous of bounded variation on [0, 1] for some n 0, from (1.1)
(or (1.2)) we get:
1
0
1
1
Q5
f (t)dt Q 0, x, , 1 x, 1 + T2n
(x) =
2
(2n + 1)!
1
0
(2n)
GQ5
(t),
2n+1 (x,t)d f
Q5
Q5
where T2n
(x), GQ5
2n (x,t), F2n (x,t) are as in (5.3)-(5.5) with weights as in (5.6).
(5.8)
(1)k+1 GQ5
2k+1 (x,t) > 0 za x 0, 1/2 15/10 ,
(1)k GQ5
2k+1 (x,t) > 0 za x [1/5, 1/2).
Proof. First, note that
5 15 1
,
x
10
5
4 GQ5
5
(x, 0) > 0 &
t4
GQ5
5
t
x,
1
2
> 0.
213
Q5
x, 12 = 0. The claim is that for x
Further, GQ5
k (x, 0) = 0 for 2 k 5 and G5
5 15 1
10 , 5
, GQ5
5 (x,t) has at least one zero in variable t on (0, 1/2). Assume first
4 GQ5
5
(x, 0) > 0. This
t4
3 GQ5
5
is increasing in
t3
means
4 GQ5
5
t4
5
x, 12 > 0, analoGQ5
5 (x,t) > 0 in this neighborhood of zero. From the assumption t
Q5
gously follows that G5 (x,t) < 0 in some neighborhood of 1/2. Now it is clear that for
5 15 1
10 , 5
, GQ5
5 has at least one zero.
GQ5
1 2t
5 (x,t)
=
h(x,t),
x
12(x 1)2(2x 1)3
where h(x,t) = 8t 3 (x 1)2 + t 2 (4x2 + 4x 6) + 2t(4x 5x2 ) + x2 (4x 3). We claim
h(x,t) < 0. It is easy to see that
h(x,t)
1
4x 5x2
= 0 t1 = , t2 =
t
2
6(x 1)2
but we also have t2 < x, so h(x,t) is strictly decreasing for t [x, 1/2]. Since h(x, x) < 0,
our claim follows, and from there it is clear that GQ5
5 is strictly increasing in x on this
interval.
Q5 1
5 15
Further, since GQ5
5 ( 10 ,t) < 0 for t (0, 1/2) (see [57]), G5 ( 5 ,t) =
1
1
3
2
t 4 (5/16 t) > 0 for t (0, 1/5] and GQ5
5 ( 5 ,t) = 432 (1 2t) (54t 14t + 1) > 0 for
5 15
10
and GQ5
5 (x,t) > 0 for
.
The rest of the proof is analogous to the proof of Lemma 3.1
1 1
5, 2
Denote by
RQ5
2n+2 (x,
Theorem 5.1 Letf : [0, 1] R be such that f (2n+2) is continuous on [0, 1] for some n 3
and let x (0, 12 1015 ] [ 15 , 12 ). If f (2n) and f (2n+2) have the same constant sign on [0, 1],
Q5
then the remainder RQ5
2n (x, f ) has the same sign as the first neglected term 2n (x, f ) where
Q5
Q5
Q5
2n (x, f ) := R2n (x, f ) R2n+2 (x, f ) =
1
GQ5 (x, 0)[ f (2n1) (1) f (2n1)(0)].
(2n)! 2n
Q5
Q5
Q5
Furthermore, |RQ5
2n (x, f )| |2n (x, f )| and |R2n+2 (x, f )| |2n (x, f )|.
214
Theorem 5.2
If f : [0, 1] R is such that f (2n+2) is continuous on [0, 1] for some n 2
1
and x (0, 2 1015 ] [ 15 , 12 ), then there exists [0, 1] such that
RQ5
2n+2 (x, f ) =
GQ5
2n+2 (x, 0)
f (2n+2) ( )
(2n + 2)!
(5.9)
where
2n1
)]B2n+2 .
GQ5
2n+2 (x, 0) = 2w2 (x) B2n+2 (x) + [2w1 (x) w3 (x)(1 2
(5.10)
If, in addition, f (2n+2) has constant sign on [0, 1], then there exists a point [0, 1]
such that
RQ5
2n+2 (x, f ) =
1
F Q5 x,
f (2n+1) (1) f (2n+1)(0)
(2n + 2)! 2n+2
2
(5.11)
where
Q5
F2n+2
(x, 1/2) = 2w2 (x)[B2n+2 (1/2 x) B2n+2 (x)]
2n1
(5.12)
)B2n+2 .
1
1
(7x2 7x + 1) f (6)( ).
f (t)dt Q 0, x, , 1 x, 1 =
2
604800
(5.13)
equivalent to x = 510 15 , formula (5.13) becomes the Gauss 3-point formula (stated on
[0, 1]). When w3 (x) = 0, i.e. when x = 510 5 , (5.13) gives the Lobatto 4-point formula (on
[0, 1] again). Note that w2 (x) = 0 for every x what could be expected since if x such that
w2 (x) = 0 existed, that x would generate a closed 3-point quadrature formula with a degree
of exactness equal to 5, and we know that such a formula does not exist - unless of course
it is corrected, but we do not deal with that kind of quadrature formulae just yet.
Remark 5.1 Although only x (0, 1/2) were taken into consideration here, results for
x = 0 and x = 1/2 can be obtained by considering the limit processes. Namely,
1
1
1
1
+ 7 f (1)] [ f (1) f (0)]
lim Q 0, x, , 1 x, 1 = [7 f (0) + 16 f
x0
2
30
2
60
1
7
8
lim GQ5 (x,t) = Bk (1 t) + Bk
t
x0 k
15
15
2
215
f (t)dt
1
1
+ 7 f (1)] + [ f (1) f (0)]
2
60
1
f (6) ( )
=
604800
1
[7 f (0) + 16 f
30
f (t)dt
1
[ f (0) + 8 f
10
1
1
f
+ f (1)]
2
60
1
2
1
f (6) ( ).
806400
The next theorem gives some sharp estimates of error for this type of quadrature formulae.
Theorem 5.3 Let p, q R be such that 1 p, q and 1/p + 1/q = 1. If f : [0, 1] R
is such that f (2n) L p [0, 1] for some n 1, then
1
0
1
Q5
f (t)dt Q 0, x, , 1 x, 1 + T2n
(x) KQ5 (2n, q, x) f (2n)
2
p,
(5.14)
1
Q5
f (t)dt Q 0, x, , 1 x, 1 + T2n
(x) KQ5 (2n + 1, q, x) f (2n+1) p ,
2
(5.15)
1
Q5
f (t)dt Q 0, x, , 1 x, 1 + T2n
(x) KQ5
(2n + 2, q, x) f (2n+2) p ,
2
(5.16)
where
KQ5 (m, q, x) =
1
m!
1
0
GQ5
m (x,t) dt
1
q
KQ5
(m, q, x) =
1
m!
1
0
FmQ5 (x,t) dt
These inequalities are sharp for 1 < p and best possible for p = 1.
1
q
216
15
1 1
10 ] [ 5 , 2 )
For x (0, 12
constants can be calculated:
1
GQ5 (x, 0) ,
(2n + 2)! 2n+2
1
1
1
Q5
KQ5
F2n+2
x,
(2n + 2, , x) = KQ5 (2n + 1, 1, x) =
2
(2n + 2)!
2
KQ5
(2n + 2, 1, x) =
Q5
1
where GQ5
2n+2 (x, 0) and F2n+2 x, 2 are as in (5.10) and (5.12), respectively. In view of this,
let us consider inequalities (5.15) and (5.16) for n = 2 and p = :
1
0
1
0
1
f (t)dt Q 0, x, , 1 x, 1
2
|8x2 7x + 1|
f (5)
115200(1 x)
1
f (t)dt Q 0, x, , 1 x, 1
2
|7x2 7x + 1|
f (6)
604800
In order to find which admissible x gives the least estimate of error, the functions of the
right-hand sides
have to be minimized. It is easy to verify that both functions are decreasing
on (0, 1/2 15/10], increasing on [1/5, 1/2) and reach their minimal value at x = 1/5.
(6, ), the same conclusion applies for n = 2 and p = 1. For
Since KQ5 (5, 1) = 2KQ5
x = 1/5, (5.13) readily gives:
1
0
f (t)dt
1
27 f (0) + 125 f
432
1
+ 128 f
5
1
+ 125 f
2
4
+ 27 f (1)
5
1
f (6) ( ).
=
5040000
For functions with the degree of smoothness lower than 6, this formula gives the following
error estimates (cf. Theorem 5.3):
1
0
f (t)dt
1
27 f (0) + 125 f
432
1
+ 128 f
5
1
+ 125 f
2
4
+ 27 f (1)
5
p,
m = 1, . . . , 6
where
C(1, 1, 1/5) 6.78194 102,
C(1, , 1/5) = |GQ5
1 (1/5, 4/5)| 0.151852,
C(2, 1, 1/5) 2.58029 103,
1
C(2, , 1/5) = |GQ5
(1/5, 1/5)| 7.5 103,
2 2
C(3, 1, 1/5) 1.34151 104, C(3, , 1/5) 2.96195 104
C(4, 1, 1/5) 8.68677 106, C(4, , 1/5) 1.71661 105,
217
(1)n
while for x
1 1
5, 2
1
2
15
10
(5.17)
1
Q5
f (t)dt Q 0, x, , 1 x, 1 + T2n
(x)
2
1
f (2n+2) (0) + f (2n+2)(1)
|GQ5
,
2n+2 (x, 0)|
(2n + 2)!
2
we have
1
|GQ5 (x, 0)| f (2n+2)
(2n + 2)! 2n+2
(1)n+1
1
0
1
2
(5.18)
1
Q5
f (t)dt Q 0, x, , 1 x, 1 + T2n
(x)
2
1
f (2n+2) (0) + f (2n+2)(1)
|GQ5
,
2n+2 (x, 0)|
(2n + 2)!
2
with GQ5
2n+2 (x, 0) as in (5.10) and w1 (x), w2 (x) and w3 (x) as in (5.6).
If f is (2n + 4)-concave, the inequalities are reversed.
| f (m) |q
15
10
1 1
5, 2
1
Q5
f (t)dt Q 0, x, , 1 x, 1 + T2n
(x)
2
LQ5 (m, x)
while if | f (m) | is concave, then
1/q
(5.19)
218
1
0
1
Q5
f (t)dt Q 0, x, , 1 x, 1 + T2n
(x) LQ5 (m, x) f (m)
2
1
2
(5.20)
where
2
|F Q5 (x, 1/2)|
(2n + 2)! 2n+2
1
and for m = 2n + 2 LQ5 (2n + 2, x) =
|GQ5 (x, 0)|
(2n + 2)! 2n+2
for m = 2n + 1 LQ5 (2n + 1, x) =
Q5
with GQ5
2n+2 (x, 0) as in (5.10) and F2n+2 (x, 1/2) as in (5.12).
f (t)dt
1
7 f (0) + 32 f
90
1
1
3
+ 12 f
+ 32 f
+ 7 f (1)
4
2
4
1
f (6) ( ), [0, 1]
=
1935360
(5.21)
We now have:
1
1
3
1
7 f (0) + 32 f
+ 12 f
+ 32 f
+ 7 f (1)
90
4
2
4
n
1
Q5 1
B
GB2k (0) [ f (2k1) (1) f (2k1)(0)]
= T2n
T2n
=
4
(2k)!
k=3
QB =
FkB (t) = F Q5
1
,t
4
1
,t
4
1
14
12
B (1 t) + Bk
t
90 k
90
2
32 1
t + Bk
+
B
90 k 4
3
t
4
Note that
1
(1 5 4n + 4 16n)B2n+2 ,
45
1
Q5
B
(1/2) = F2n+2
(1/4, 1/2) = (2 22n1)B2n+2 .
F2n+2
45
Finally, let us see what the estimates of error for functions with a low degree of smoothness for this type of formula are:
GB2n+2 (0) = GQ5
2n+2 (1/4, 0) =
1
0
p,
219
where
239
11
, CB (1, ) = ,
3240
60
1018
17
CB (2, 1) =
, CB (2, ) =
.
273375
1440
For x = 1/4 and n = 2, (5.18) gives Hermite-Hadamard type estimate for Booles formula:
1
1
f (6)
1935360
2
1
1
1
1
3
f (t)dt
7 f (0) + 32 f
+ 12 f
+ 32 f
+ 7 f (1)
90
4
2
4
0
CB (1, 1) =
LQ5 5,
1
4
1
,
345600
LQ5 6,
1
4
1
.
1935360
1
0
1
f (t)dt Q 0, y, , 1 y, 1 ,
2
(5.22)
The following corollaries give comparison between the Gauss 3-point and the Lobatto
4-point, and the Gauss 3-point and Booles rule.
Corollary 5.1 Let f : [0, 1] R be 6-convex and such that f (6) is continuous on [0, 1].
Then
1
5 15
1
5 + 15
5f
+8f
+5f
18
10
2
10
1
0
12
f (t)dt
f (0) + 5 f
5 5
10
+5f
5+ 5
10
+ f (1) .
220
Corollary 5.2 Let f : [0, 1] R be 6-convex and such that f (6) is continuous on [0, 1].
Then
5 15
1
1
5 + 15
5f
+8f
+5f
18
10
2
10
1
0
f (t)dt
1
7 f (0) + 32 f
90
1
+ 12 f
4
1
+ 32 f
2
3
+ 7 f (1) .
4
Proof. Follows from (5.22) for x = 1/2 15/10 10x2 10x + 1 = 0 and y = 1/4.
w2 (x) =
1
,
2
420x (1 x)2 (1 2x)2
w3 (x) =
(5.23)
16(14x2 14x + 3)
105(2x 1)2
All related results from the previous section can now be obtained completely analogously, just having in mind that we are now working with the weights from (5.23). These
221
results are therefore not going to be stated explicitly, except for the key lemma. To emphaCQ5
(x), GCQ5
size the weights we are using, denote the notions from (5.3)-(5.5) by T2n
2n (x,t)
CQ5
1
and F2n (x,t), and the quadrature itself by QC 0, x, 2 , 1 x, 1 . Note that
CQ5
T2n
(x) =
(2k1)
(1) f (2k1)(0)]
(2k)! GCQ5
2k (x, 0) [ f
k=1
7x2 7x + 1
[ f (1) f (0)]
420x(x 1)
n
1
(2k1)
GCQ5
(1) f (2k1) (0)].
+
2k (x, 0) [ f
(2k)!
k=4
=
x ( 714 21 , 37 2 ), GCQ5
has at least one zero on (0, 1/2). It is easy to check that
7
x
7 21 3 2
,
14
7
5 GCQ5
7
(x, 0) < 0 &
t5
5 GCQ5
5 GCQ5
7
(x, 0) < 0, it follows that t75
t5
GCQ5
7
t
x,
1
2
< 0.
zero. Recall
(x, 0) = 0 for 0 k 4. Knowing the sign of the (k + 1)-th derivative,
we can conclude on the monotonicity of the k-th derivative, and from its behavior in zero
we can conclude what its sign is. In short, all derivatives (for 0 k 4) are strictly
decreasing and have negative sign. Therefore, GCQ5
7 (x,t) < 0 on some neighborhood of
zero. Similarly, from
GCQ5
7
t
7 21 3 2
14 ,
7
GCQ5
1
1
7 (x,t)
= 0 x1 = , x2 =
x
2
2
3(4t 2 8t + 3)
,
2(2t 3)
1
+
2
3(4t 2 8t + 3)
.
2(2t 3)
x3 =
GCQ5
7 (x,t)
x
222
GCQ5
7 (x,t) is therefore strictly decreasing in x. Next, let 0 < x t 1/2. Then
GCQ5
1 2t
7 (x,t)
=
(x,t),
x
30(2x2 3x + 1)3
where (x,t) = 16t 5 (x 1)3 + t 4 (16x3 + 48x2 60x + 25) 2t 3 (4x3 12x2 + 5)
+ t 2(4x3 18x2 + 15x) + t(13x3 9x2) + (2 3x)x3. Further,
(x,t)
= (1 2t) 1(x,t),
t
1 (x,t)
1
3x3 9x2 + 5x
= 0 t1 = , t2 =
.
t
2
10(1 x)3
But, t2 < x, so 1 (x,t) is strictly decreasing in t on this interval, and since 1 (x, x) < 0, we
conclude 1 (x,t) < 0. From here it follows that (x,t) is strictly decreasing in t and since
(x, x) < 0, we see that GCQ5
is strictly decreasing on thisinterval as well. Finally, it is not
7
CQ5 7 21
3 2
difficult to verify that G7 ( 14 ,t) > 0 and GCQ5
7 ( 7 ,t) < 0 for t (0, 1/2), so we
7 21
3 2 1
conclude GCQ5
and GCQ5
7 (x,t) > 0 for x 0,
7 (x,t) < 0 for x
14
7 , 2 . This
completes the proof of the statement for k = 3. The rest of the proof is analogous to the
proof of Lemma 3.1
Applying the analogue of (5.9) for n = 3 and x (0, 714 21 ] [ 37 2 , 12 ) the following
formula is produced:
1
0
7x2 7x + 1
1
[ f (1) f (0)]
f (t)dt QC 0, x, , 1 x, 1 +
2
420x(x 1)
1
(6x2 + 6x 1) f (8)( ), [0, 1]
=
203212800
(5.24)
This formula has several interesting special cases that are worth studying: for x = 1/4 it
gives corrected Booles formula; when w1 (x) = 0 it becomes the corrected Gauss
3-point formula while when w3 (x) = 0, it produces the corrected Lobattos 4-point formula. As an especially interesting case, the classical Lobatto 5-point formula is obtained
(upon taking GCQ5
2 (x, 0) = 0). Once again, as it could be expected, w2 (x) = 0 for every x.
If x such that w2 (x) = 0 existed, it would generate a corrected closed 3-point quadrature
formula with a degree of exactness equal to 7, and such a formula does not exist. The
only 3-point quadrature formula that has a degree of exactness that high is the corrected
Gauss 3-point formula (and that is an open quadrature formula). We will investigate these
formulae further in the following subsections.
Remark 5.2 Here, only x (0, 1/2) were considered, but results for x = 0 and x = 1/2
can be obtained by considering the limit processes. Namely,
7x2 7x + 1
1
[ f (1) f (0)]
lim QC 0, x, , 1 x, 1 +
x0
2
420x(1 x)
223
1
1
1
1
[19 f (0) + 32 f
[ f (0) + f (1)]
+ 19 f (1)] [ f (1) f (0)] +
70
2
35
840
k(k 1)
19
16
1
lim GCQ5
t +
Bk2 (1 t)
(x,t) = Bk (1 t) + Bk
k
x0
35
35
2
420
=
f (t)dt
1
1
1
[19 f (0) + 32 f
+ 19 f (1)] + [ f (1) f (0)]
70
2
35
1
1
[ f (0) + f (1)] =
f (8) ( ).
840
203212800
Furthermore,
7x2 7x + 1
1
[ f (1) f (0)]
QC 0, x, , 1 x, 1 +
2
420x(1 x)
x1/2
1
1
1
1
1
=
[11 f (0) + 48 f
[ f (1) f (0)] +
f
+ 11 f (1)]
70
2
140
105
2
k(k 1)
11
24 1
Bk2 (1 t)
lim GCQ5
k (x,t) = 35 Bk (1 t) + 35 Bk 2 t +
105
x1/2
lim
f (t)dt
1
[11 f (0) + 48 f
70
1
1
[ f (1) f (0)]
+ 11 f (1)] +
2
140
1
1
1
f
f (8) ( ).
=
105
2
406425600
Next, for x (0, 71421 ] [ 37 2 , 12 ) and n 3, using Lemma 5.2, from the analogue of
Theorem 5.3 we get:
1
GCQ5 (x, 0) ,
(2n + 2)! 2n+2
1
1
1
CQ5
KCQ5
(2n + 2, , x) = KCQ5 (2n + 1, 1, x) =
x,
F2n+2
2
(2n + 2)!
2
(2n + 2, 1, x) =
KCQ5
CQ5
where GCQ5
2n+2 (x, 0) and F2n+2 (x, 1/2) are similar as in (5.10) and (5.12) but with weights
w1 (x), w2 (x), w3 (x) as in (5.23). For n = 3 and p = we obtain:
1
0
7x2 7x + 1
1
[ f (1) f (0)]
f (t)dt QC 0, x, , 1 x, 1 +
2
420x(x 1)
7x2 7x + 1
1
[ f (1) f (0)]
f (t)dt QC 0, x, , 1 x, 1 +
2
420x(x 1)
|6x2 6x + 1|
f (8)
203212800
224
In order to find which admissible x gives the least estimate of error for this kind of formulae,
the functions on the right-hand sides have to be minimized. It is elementary
to establish
that both functions are decreasing on (0, 714 21 ], increasing on [ 37 2 , 12 ) and reach their
minimal value at xop := 37 2 . Thus, the nodes of the quadrature formula that gives the
least estimate of error are
0, xop 0.226541, 1/2, 1 xop 0.773459, 1
1
2
1
2
p,
m = 1, 2
where
C(1, 1, xop ) 6.3344 102,
C(2, 1, xop ) 3.49012 103,
and
1
0
+w3 (xop ) f
1
2
where
C(2, 1, xop ) 2.09749 103,
1
(xop , 1/2)| 6.46602 103,
C(2, , xop ) = |GCQ5
2 2
C(3, 1, xop ) 9.0368 105,
C(3, , xop ) 1.74082 104
C(4, 1, xop ) 3.99829 106,
p,
225
(5.25)
is imposed (thus, here the weights are as in (5.23)). From (5.25) we get:
7 21
1
49
16
x0 =
, w1 (x0 ) = , w2 (x0 ) =
, w3 (x0 ) = .
14
20
180
45
With this node and these weights, (5.24) becomes the classical Lobatto 5-point formula
stated on [0, 1]. Once again, we switch to [1, 1].
Analogues of the formulae (5.7), (5.8) and (5.1) in this case are:
1
1
1
1
1
1
L5
f (t)dt QL5 + T2n
=
22n1
(2n)!
L5
f (t)dt QL5 + T2n
=
22n
(2n + 1)!
L5
f (t)dt QL5 + T2n
=
22n+1
(2n + 2)!
1
1
(2n1)
GL5
(t),
2n (t)d f
1
1
1
1
(5.26)
(2n)
GL5
(t),
2n+1 (t)d f
(5.27)
L5
F2n+2
(t)d f (2n+1) (t),
(5.28)
where
3
7
QL5 =
1
90
L5
T2n
=
(2k1)
(1) f (2k1)(1)],
(2k)! GL5
2k (1) [ f
9 f (1) + 49 f
+ 64 f (0) + 49 f
3
7
+ 9 f (1) ,
22k1
k=4
1
GL5
k (t) = Bk
5
1t
2
t
32
B 1
45 k
2
21 t
49
Bk
+
90
14
2
+
+ Bk
21 t
14
2
L5
FkL5 (t) = GL5
k (t) Gk (1).
22n+2
GL5 (1) f (2n+2)( ),
(2n + 2)! 2n+2
RL5
2n+2 ( f ) =
[1, 1],
(5.29)
22n+1
F L5 (0) f (2n+1) (1) f (2n+1)(1) ,
(2n + 2)! 2n+2
(5.30)
[0, 1]
226
where
21
1
1
49B2n+2
+ (42n 23)B2n+2 ,
45
2
14
49
1
21
21
L5
F2n+2
B2n+2
B2n+2
(0) =
45
14
2
14
GL5
2n+2 (1) =
(5.31)
(5.32)
23
2 22n1 B2n+2 .
45
Finally, from (5.28) and (5.29) for n = 3 the Lobatto 5-point formula is produced:
1
1
f (t)dt QL5 =
1
f (8) ( ).
2778300
(5.33)
Applying Holders inequality, sharp estimates for the formulae (5.26)-(5.28) can easily
be obtained (cf.Theorem 5.3); especially, for n 3 and p = , i.e. p = 1, we have
(2n + 2, 1) =
KL5
22n+2
GL5 (1) ,
(2n + 2)! 2n+2
KL5
(2n + 2, ) =
1
22n+1
KL5 (2n + 1, 1) =
F L5 (0) ,
2
(2n + 2)! 2n+2
L5
where GL5
2n+2 (1) and F2n+2 (0) are as in (5.31) and (5.32). Further,
1
1
p,
m = 1, . . . , 8
where
10943 2034 21
CL5 (1, 1) =
0.286074,
5670
16
0.355556,
CL5 (1, ) = GL5
1 (0) =
45
CL5 (2, 1) 0.0234146,
36 7 21
L5
0.0435774,
CL5 (2, ) = |G2 (0) | =
90
CL5 (3, 1) 2.58631 103,
CL5 (3, ) 3.10461 103,
CL5 (4, 1) 3.05134 104,
2 21 9
4.58754 104,
CL5 (4, )
360
CL5 (5, ) 5.46895 105,
CL5 (5, 1) 4.0538 105,
CL5 (6, 1) 6.21866 106,
14 3 21
L5
1.00108 105,
CL5 (6, ) = 2|G6 (0)|/45 =
25200
= |GL5
4 (0)|/3 =
227
12 21 49
1.21293 106,
4939200
12 21 49
L5
CL5 (8, ) = |F8 (0)|/315 =
6.06465 107.
9878400
The Hermite-Hadamard type estimate for the Lobatto 5-point formula is:
1
f (8)
1422489600
1
1
+
180
1
2
f (t)dt
9 f (0) + 49 f
7 21
14
+ 64 f
1
2
+ 49 f
7 + 21
14
+ 9 f (1)
12 21 49
7 21
7 21
CCQ5 7,
,
CCQ5 8,
=
14
1264435200
14
1
.
1422489600
7 7
x0 = 14 is produced. This node generates from (5.24) the corrected closed
4-point quadrature formula with the maximum degree of exactness for this type of formula
(i.e. with this number of nodes and the necessity of the end points being included), so we
call it the corrected Lobatto 4-point formula. The results are transformed to the interval
[1, 1] again. Analogues of the formulae (5.7), (5.8) and (5.1) are in this case:
1
1
1
1
1
1
CL4
f (t)dt QCL4 + T2n
=
22n1
(2n)!
CL4
f (t)dt QCL4 + T2n
=
22n
(2n + 1)!
CL4
f (t)dt QCL4 + T2n
=
22n+1
(2n + 2)!
1
1
(2n1)
GCL4
(t),
2n (t)d f
1
1
1
1
(2n)
GCL4
(t),
2n+1 (t)d f
(5.35)
CL4
F2n+2
(t)d f (2n+1) (t),
(5.36)
where
1
QCL4 =
135
37 f (1) + 98 f
(5.34)
+ 98 f
7
7
+ 37 f (1) ,
228
2n
2k1 CL4
Gk (1) [ f (k1) (1) f (k1) (1)]
k=2 k!
n
22k1 CL4
1
[ f (1) f (1)] +
G2k (1) [ f (2k1) (1) f (2k1)(1)],
45
(2k)!
k=4
7 t
7 t
74 1 t
98
CL4
Gk (t) =
B
B
+ Bk
,
+
135 k
2
135 k 14 2
14 2
CL4
FkCL4 (t) = GCL4
k (t) Gk (1).
22n+2
GCL4 (1) f (2n+2)( ),
(2n + 2)! 2n+2
RCL4
2n+2 ( f ) =
[1, 1],
(5.37)
22n+1
F CL4 (0) f (2n+1) (1) f (2n+1)(1) ,
(2n + 2)! 2n+2
(5.38)
[0, 1]
where
1
196B2n+2
135
7
196
CL4
B2n+2
F2n+2 (0) =
135
14
GCL4
2n+2 (1) =
7
1
2 14
+ 74B2n+2 ,
(5.39)
B2n+2
7
1
2 14
(5.40)
74
2 22n1 B2n+2 .
135
From (5.36) and (5.37) we get the corrected Lobatto 4-point formula:
1
1
[ f (1) f (1)] =
f (8) ( ).
45
1389150
Estimates of error for this formula for n 3 and p = , i.e. p = 1, are:
1
f (t)dt QCL4 +
(2n + 2, 1) =
KCL4
22n+2
GCL4 (1) ,
(2n + 2)! 2n+2
(2n + 2, ) =
KCL4
1
22n+1
F CL4 (0) .
KCL4 (2n + 1, 1) =
2
(2n + 2)! 2n+2
(5.41)
Further, we have
1
1
where
CCL4 (1, 1) 0.339051,
CCL4 (2, 1) 0.0506718,
p,
1/ 7
CCL4 (1, ) = GCL4
1
m = 1, 2
= 1/ 7 0.377964,
229
and
1
1
1
[ f (1) f (1)] CCL4 (m, q) f (m)
45
f (t)dt QCL4 +
p,
m = 2, . . . , 8
where
CCL4 (2, 1) 3.03418 102,
1/ 7 | 4.52025 102,
CCL4 (2, ) = |GCL4
2
CCL4 (3, 1) 3.59487 103,
CCL4 (4, 1) 4.55146 104,
4
CCL4 (4, ) = |GCL4
4 (0)|/3 5.66046 10 ,
CCL4 (5, ) 8.23873 105,
CCL4 (5, 1) 6.49236 105,
7
CCL4 (8, 1) = 2|GCL4
8 (1)|/315 = 1/1389150 7.19865 10 ,
CCL4 (8, ) = |F8CL4 (0)|/315 1.12729 106.
The Hermite-Hadamard type estimate for the corrected Lobatto 4-point formula is:
1
f (8)
711244800
1
0
f (t)dt
1
2
1
270
37 f (0) + 98 f
7 7
14
+ 98 f
7+ 7
14
+ 37 f (1)
1
[ f (1) f (0)]
180
f (8) (0) + f (8) (1)
1
711244800
2
+
7 7
7,
14
343 16 7
=
,
34139750400
CCQ5
7 7
8,
14
1
.
711244800
102
Consider the case when w1 (x) = 0, with w1 (x) as in (5.23). Then x = 7 452
. For
14
this choice of x, we obtain from (5.24) the corrected open 3-point quadrature formula with
the maximum degree of exactness, so we call it the corrected Gauss 3-point formula. It
230
should be mentioned that this formula was also consider in [45] but not in as much detail.
We have:
1
1
1
1
1
1
CG3
f (t)dt QCG3 + T2n
=
22n1
(2n)!
CG3
f (t)dt QCG3 + T2n
=
22n
(2n + 1)!
CG3
f (t)dt QCG3 + T2n
=
22n+1
(2n + 2)!
1
1
(2n1)
GCG3
(t),
2n (t)d f
1
1
1
1
(5.42)
(2n)
GCG3
(t),
2n+1 (t)d f
(5.43)
CG3
F2n+2
(t)d f (2n+1) (t),
(5.44)
where
x0 =
QCG3 =
CG3
=
T2n
=
GCG3
k (t) =
1
45 2 102,
7
1977 + 16 102
2976 32 102
[ f (x0 ) + f (x0 )] +
f (0),
3465
3465
2n k1
2
(k1)
(1) f (k1) (1)]
k! GCG3
k (1) [ f
k=2
n
9 102
22k1 CG3
[ f (1) f (1)] +
G2k (1) [ f (2k1) (1) f (2k1) (1)],
105
(2k)!
k=4
x0 t
t
1977 + 16 102 x0 t
2976 32 102
Bk 1
+
Bk
+ Bk
3465
2
3465
2
2
CG3
FkCG3 (t) = GCG3
k (t) Gk (1).
22n+2
GCG3 (1) f (2n+2)( ),
(2n + 2)! 2n+2
RCG3
2n+2 ( f ) =
where
[1, 1],
22n+1
F CG3 (0) f (2n+1) (1) f (2n+1)(1) ,
(2n + 2)! 2n+2
(5.45)
[0, 1]
1 x0
3954 + 32 102
B2n+2
3465
2
2976 32 102
(1 22n1)B2n+2 ,
3465
1 x0
x0
3954 + 32 102
CG3
F2n+2 (0) =
B2n+2
B2n+2
3465
2
2
2976 32 102
2 22n1 B2n+2.
+
3465
GCG3
2n+2 (1) =
(5.46)
(5.47)
(5.48)
Now, from (5.44) and (5.45) for n = 3 the corrected Gauss 3-point formula is produced:
1
1
231
9 102
3 102 43 (8)
[ f (1) f (1)] =
f ( ).
f (t)dt QCG3 +
105
19448100
(5.49)
p,
m = 1, 2
where
CCG3 (1, 1) 0.337807, CCG3 (1, ) 0.382802,
CCG3 (2, 1) 0.0313153, CCG3 (2, ) 0.0609023,
and
9 102
[ f (1) f (1)] CCG3 (m, q) f (m)
f (t)dt QCG3 +
105
1
1
p,
2m8
where
CCG3 (2, 1) 0.0300722,
The Hermite-Hadamard type estimate for the corrected Gauss 3-point formula (on
[0, 1]) is:
43 3 102 (8) 1
f
9957427200
2
1
7 45 2 102
7 + 45 2 102
1977 + 16 102
f
+f
f (t)dt
6930
14
14
0
1
1488 16 102
9 102
f
[ f (1) f (0)]
+
3465
2
420
9957427200
2
232
43 3 102
7 45 2 102
=
.
CCQ5 8,
14
9957427200
f (t)dt
1
1
1
3
217 f (0) + 512 f
+ 432 f
+ 512 f
+ 217 f (1)
1890
4
2
4
1
1
[ f (1) f (0)] =
f (8) ( ), [0, 1] (5.50)
+
252
1625702400
1
1
GCB (t)d f (2n1) (t),
(2n)! 0 2n
1
1
CB
f (t)dt QCB + T2n
=
GCB (t)d f (2n) (t),
(2n + 1)! 0 2n+1
1
1
CB
f (t)dt QCB + T2n
=
F CB (t)d f (2n+1) (t),
(2n + 2)! 0 2n+2
CB
f (t)dt QCB + T2n
=
where
QCB =
1
217 f (0) + 512 f
1890
CQ5
CB
= T2n
T2n
1
4
2n
1
+ 432 f
4
1
+ 512 f
2
3
+ 217 f (1)
4
(k1)
(1) f (k1) (0)]
k! GCB
k (0) [ f
k=2
n
1
1
(2k1)
[ f (1) f (0)] +
GCB
(1) f (2k1) (0)],
2k (0) [ f
252
(2k)!
k=4
CQ5
GCB
k (t) = Gk
1
,t
4
31
B (1 t)
135 k
1
3
t + Bk
t
4
4
=
256
B
945 k
1
CB
FkCB (t) = F CQ5
,t = GCB
k (t) Gk (0).
4
+
8
B
35 k
1
t ,
2
Note that
CQ5
GCB
2n+2 (0) = G2n+2 (1/4, 0) =
1
(1 20 4n + 64 16n)B2n+2 ,
945
(5.51)
(5.52)
(5.53)
233
1
(22n1 2)B2n+2.
945
Finally, let us see what the estimates of error for functions with a low degree of smoothness for this type of formula are.
CQ5
CB
F2n+2
(1/2) = F2n+2
(1/4, 1/2) =
1
0
p,
m = 1, 2
where
89927
0.0629371,
1428840
19
CCB (1, ) = |GCB
0.135714,
1 (3/4)| =
140
21454879 + 285606 5289
0.00416966,
CCB (2, 1) =
10126903500
1
27
1763
CCB (2, ) = F2CB
0.00666289
=
2
70
264600
CCB (1, 1) =
and further
1
0
where
f (t)dt QCB +
1
[ f (1) f (0)] CCB (m, q) f (m)
252
p,
2m8
234
The Hermite-Hadamard type estimate for the corrected Booles formula is:
1
f (8)
1625702400
1
2
1
1
f (t)dt
217 f (0) + 512 f
1890
0
1
[ f (1) f (0)]
+
252
f (8) (0) + f (8) (1)
1
1625702400
2
1
+ 432 f
4
1
+ 512 f
2
3
+ 217 f (1)
4
1
4
17
,
4877107200
CCQ5 8,
1
4
1
.
1625702400
21
14 ]
and y
3 2 1
7 ,2
7y2 7y + 1
1
[ f (1) f (0)]
QC 0, y, , 1 y, 1
2
420y(y 1)
1
0
f (t)dt
(5.54)
7x2 7x + 1
1
[ f (1) f (0)],
QC 0, x, , 1 x, 1
2
420x(x 1)
where
1
QC 0, x, , 1 x, 1
2
1
=
(98x4 196x3 + 102x2 4x 1)(1 2x)2[ f (0) + f (1)]
420x2 (1 x)2(1 2x)2
1
+ f (x) + f (1 x) + 64x2(1 x)2 (14x2 14x + 3) f
.
2
If f is 8-concave, the inequalities are reversed.
Proof. Analogous to the proof of Theorem 3.6.
235
The following corollaries give comparison between the corrected Lobatto 4-point and
the Lobatto 5-point rule, corrected Booles and the Lobatto 5-point rule, the corrected
Lobatto 4-point and the corrected Gauss 3-point rule, corrected Booles and the corrected
Gauss 3-point rule.
Corollary 5.3 Let f : [0, 1] R be 8-convex and such that f (8) is continuous on [0, 1].
Then
7 7
7+ 7
1
1
[ f (1) f (0)]
37 f (0) + 98 f
+ 98 f
+ 37 f (1)
270
14
14
180
f (t)dt
180
9 f (0) + 49 f
7 21
14
+ 64 f
1
+ 49 f
2
7 + 21
14
+ 9 f (1) .
Proof.
Follows from (5.22) for x = 1/2 21/14 7x2 7x + 1 = 0 and y = 1/2
7/14 5y2 5y + 1 = 0.
Corollary 5.4 Let f : [0, 1] R be 8-convex and such that f (8) is continuous on [0, 1].
Then
1
217 f (0) + 512 f
1890
1
0
1
+ 432 f
4
1
+ 512 f
2
3
1
[ f (1) f (0)]
+ 217 f (1)
4
252
f (t)dt
180
9 f (0) + 49 f
7 21
14
+ 64 f
1
+ 49 f
2
7 + 21
14
+ 9 f (1) .
Proof. Follows from (5.22) for x = 1/2 21/14 7x2 7x + 1 = 0 and y = 1/4.
Corollary 5.5 Let f : [0, 1] R be 8-convex and such that f (8) is continuous on [0, 1].
Then
7 7
7+ 7
1
1
37 f (0) + 98 f
+ 98 f
+ 37 f (1)
[ f (1) f (0)]
270
14
14
180
1
0
f (t)dt
7 45 2 102
7 + 45 2 102
1977 + 16 102
f
+f
6930
14
14
1
2976 32 102
9 102
+
f
[ f (1) f (0)].
6930
2
420
236
Proof. Follows from (5.22) for x = 1/2 45 2 102 14 98x4 196x3 + 102x2
Corollary 5.6 Let f : [0, 1] R be 8-convex and such that f (8) is continuous on [0, 1].
Then
1
217 f (0) + 512 f
1890
1
0
1
+ 432 f
4
1
+ 512 f
2
1
3
[ f (1) f (0)]
+ 217 f (1)
4
252
f (t)dt
1977 + 16 102
7 45 2 102
7 + 45 2 102
f
+f
6930
14
14
1
2976 32 102
9 102
+
f
[ f (1) f (0)].
6930
2
420
237
Instead of on the interval [0, 1], we shall work on [1, 1]. Having this transformation
in mind, we get
1
x0 = ,
3
w1 (x0 ) =
19
,
105
w2 (x0 ) =
18
,
35
w3 (x0 ) =
64
;
105
these are the node and the weights of the corrected Lobatto 5-point formula.
So, if f (2n1) is continuous of bounded variation on [1, 1] for some n 1, then:
1
1
CL5
f (t)dt QCL5 + T2n
=
22n1
(2n)!
1
1
(2n1)
GCL5
(t);
2n (t)d f
(5.55)
CL5
f (t)dt QCL5 + T2n
=
22n
(2n + 1)!
1
1
(2n)
GCL5
(t),
2n+1 (t)d f
(5.56)
and, finally, if f (2n+1) satisfies the same condition for some n 0, then:
1
1
CL5
f (t)dt QCL5 + T2n
=
22n+1
(2n + 2)!
1
1
CL5
F2n+2
(t)d f (2n+1) (t),
(5.57)
where
1
1
1
+ 19 f (1) ,
19 f (1) + 54 f + 64 f (0) + 54
105
3
3
n
22k1 CL5
1
CL5
T2n
[ f (1) f (1)] +
G2k (1) [ f (2k1) (1) f (2k1)(1)],
=
105
(2k)!
k=5
3 3t
38 1 t
18
CL5
3 3t
Gk (t) =
B
B
+ Bk
+
105 k
2
35 k
6
6
QCL5 =
64
t
B 1
,
105 k
2
CL5
FkCL5 (t) = GCL5
k (t) Gk (1).
+
To prove the rest of the results for these formulae, we need the following lemma:
Lemma 5.3 For k 4, GCL5
2k+1 (t) has no zeros on (0, 1). The sign of this function is
k
CL5
determined by (1) G2k+1 (t) > 0.
GCL5
9 (t) =
t
k(t),
8960
238
where
k(t) = 35t 8 + 96t 7 + 36(12 3 23)t 6 + 42(24 3 41)t 4 + 84(4 3 7)t 2 + 16 3 27.
We have:
k (t) = 8t k1 (t) and k1 (t) = 6t k2 (t),
2
4
where k2 (t) = 35t 70t 3 + (414 216
3)t + 287 168 3. It is easy to check that
k2 (t) >
0. From
0 which, together with k2 (1/ 3) < 0, leads to a conclusion that k2 <
k1 (1/ 3) > 0 it follows that k1 > 0. Finally, we conclude that k > 0 since k(1/ 3) > 0.
Therefore, it is now clear that GCL5
9 (t) > 0 on this interval. This proves the assertion for
k = 4. The rest of the proof is analogous to the same part of the proof of Lemma 5.1.
Denote by RCL5
2n+2 ( f ) the remainder in (5.57).
Theorem 5.8 Let f : [1, 1] R be such that f (2n+2) is continuous on [1, 1] for some
n 4. Then there exists [1, 1] such that
RCL5
2n+2 ( f ) =
22n+2
GCL5 (1) f (2n+2)( )
(2n + 2)! 2n+2
(5.58)
where
GCL5
2n+2 (1) =
36
B2n+2
35
3 3
6
1
(252n 26)B2n+2.
105
(5.59)
If, in addition, f (2n+2) has constant sign on [1, 1], then there exists [0, 1] such that
RCL5
2n+2 ( f ) =
22n+1
F CL5 (0) f (2n+1) (1) f (2n+1)(1) ,
(2n + 2)! 2n+2
(5.60)
where
CL5
F2n+2
(0) =
36
B2n+2
35
+
3
6
3 3
6
B2n+2
1
(52 13 22n)B2n+2
105
(5.61)
f (t)dt QCL5 +
1
1
[ f (1) f (1)] =
f (10) ( ),
105
589396500
Using Holders inequality, sharp error estimates can easily be obtained for these formulae (cf. Theorem 5.3). Especially, we have
1
1
p,
m = 1, 2
239
where
3431 1652 3
CCL5 (1, 1) =
0.258346, CCL5 (2, 1) 0.0253504,
2205
35 3 32
1
=
CCL5 (1, ) = GCL5
0.272588,
1
105
3
3780 3 6011
32
CL5
=
CCL5 (2, ) = F2
0.0243153
105
22050
and
1
1
f (t)dt QCL5 +
1
[ f (1) f (1)] CCL5 (m, q) f (m)
105
p,
m = 2, . . . , 10
where
CCL5 (2, 1) 1.78428 102,
23 12 3
=
3.16484 102,
CCL5 (2, ) =
70
CCL5 (3, 1) 1.63266 103, CCL5 (3, ) 1.90589 103,
CCL5 (4, 1) 1.55231 104,
24 3 41
CL5
2.25881 104,
CCL5 (4, ) = |G4 (0)|/3 =
2520
CCL5 (5, 1) 1.60278 105, CCL5 (5, ) 2.19844 105,
CCL5 (6, 1) 1.79762 106,
74 3
2.84908 106,
(0)|/45
=
CCL5 (6, ) = 2|GCL5
6
25200
CCL5 (7, 1) 2.25172 107, CCL5 (7, ) 3.30395 107,
CCL5 (8, 1) 3.27708 108,
16 3 27
CL5
5.61235 108
CCL5 (8, ) = |G8 (0)|/315 =
12700800
94 3
6.0416 109, CCL5 (9, ) 8.19271 109,
CCL5 (9, 1) =
342921600
1
1.69665 109,
CCL5 (10, 1) =
589396500
94 3
CL5
3.0208 109.
CCL5 (10, ) = 2|F10 (0)|/14175 =
685843200
GCL5
2 (0)
240
GB
f (t)dt QGB + T2n
=
1
(2n)!
1
0
(2n1)
GGB
(t);
2n (t)d f
(5.63)
GB
f (t)dt QGB + T2n
=
1
(2n + 1)!
(2n)
GGB
(t),
2n+1 (t)d f
(5.64)
GB
F2n+2
(t)d f (2n+1) (t),
(5.65)
GB
f (t)dt QGB + T2n
=
1
(2n + 2)!
1
0
where, for t R,
QGB = 1 [ f (0) + f (1)] + 2[ f (1/4) + f (3/4)] + 3 f (1/2),
n
1
GB
(2k1)
GGB
T2n
=
(1) f (2k1) (0)],
2k (0) [ f
(2k)!
k=1
GGB
k (t) = 21 Bk (1 t) + 2[Bk (1/4 t) + Bk (3/4 t)] + 3Bk (1/2 t),
GB
FkGB (t) = GGB
k (t) Gk (0),
and 21 + 22 + 3 = 1.
Formulae (5.63), (5.64) and (5.65) shall be called general Euler-Booles formulae.
Now, for n 2, set the following linear system:
GB
GGB
2n2 (0) = G2n (0) = 0.
241
These conditions will provide that the formula thus obtained has the maximum degree of
exactness and includes the values of up to (2n 5)-th derivative at the endpoints (which is
why n 2). Using properties of Bernoulli polynomials and numbers, it is not difficult to
find the solutions of this system:
1 =
16 10 4n + 42n
,
8(4n 1)(4n 4)
2 =
42n1
,
(4n 1)(4n 4)
3 =
1
[B (4t) 10B2n+1(2t) + 16B2n+1(t)].
4(4n 1)(4n 4) 2n+1
(5.66)
since for z (0, 1/2), B2n (2z) = B2n (z) iff z = 1/3 and that cannot be the case. Define
functions
f (x) = B2n (2xt2 ), g(x) = B2n (xt2 ), x [1, 2].
Note that g (x) = 0 for x [1, 2], since 0 < xt2 < 1/2. From Cauchys mean value theorem
we know there exists x1 (1, 2) such that
B2n (4t2 ) B2n(2t2 )
f (x1 )
=
= 4,
(5.67)
242
From (5.67) it follows that h(x1t2 ) = 0. To obtain a contradiction, we will prove h(t) = 0
for t (0, 1/2). First, assume t (0, 1/4]. Suppose there exists t3 (0, 1/4] such that
h(t3 ) = 0. Since h(0) = 0, we conclude there must exist t4 (0,t3 ) such that h (t4 ) = 0. But
from there it would follow that B2n2(t4 ) = B2n2(2t4 ) which cannot be the case. When
t (1/4, 1/2), B2n1 (t) and B2n1(2t) have the same sign, so our statement follows
easily.
Finally, consider the case t [3/8, 1/2). We have
B2n+1 (4t) 10B2n+1(2t) + 16B2n+1(t) = k(t) 8B2n+1(2t) + 16B2n+1(t),
where
k(t) = B2n+1 (4t) 2B2n+1(2t) = 2B2n+1 (1 2t) B2n+1[2(1 2t)].
It follows from the previous proof for the function h(t), that k(t) has no zeros on [3/8, 1/2).
Furthermore, k(t), B2n+1(2t) and B2n+1(t) have the same sign on this interval. So, in
conclusion, the function GGB
2n+1 (t) has no zeros on (0, 1/2).
It is clear now that GGB
2n+1 (t) has constant sign on (0, 1/2). To determine the sign, it is
enough to calculate the value of that function in any point from the interval (0, 1/2), e.g.
t = 1/4.
The proof of the previous Lemma, compared to the proof of Lemma 2 in [91], is much
more difficult, since we cannot reduce it to the case where we can explicitly calculate zeros
of the function.
Remark 5.3 It follows immediately from the previous Lemma that for n 2,
GB (t) is strictly increasing on (0, 1/2) and strictly decreasing on (1/2, 1) and
(1)n+1F2n+2
GB (0) = F GB (1) = 0, we have:
since F2n+2
2n+2
GB
GB
(t) = F2n+2
(1/2) =
max F2n+2
t[0,1]
2(4 4n)
|B2n+2 |.
(4n 1)(4n 4)
Furthermore,
1
0
1
0
1
1
GB
F2n+2
n+1
2
0
2(4 4n)|B2n+2 |
=
,
(n + 1)(4n 1)(4n 4)
45 |B2n+2|
GB
.
(t) dt = |GGB
F2n+2
2n+2 (0)| =
16(4n 1)(4n 4)
GGB
2n+1 (t) dt =
GB
(t) dt =
F2n+1
GB
KGB (2n, q) f (2n) p ,
f (t)dt QGB + T2n
(5.68)
243
GB
f (t)dt QGB + T2n
KGB (2n + 1, q) f (2n+1) p ,
(5.69)
GB
(5.70)
where
1
1
KGB (m, q) =
m!
q
q
GGB
m (t) dt
and
KGB
(m, q)
1
=
m!
1
0
q
q
FmGB (t) dt
These inequalities are sharp for 1 < p and best possible for p = 1.
1
|B4n | 34n
25 212n + 42)
(2
n
n
(4 1)(4 4) (4n)!
KGB (2n + 1, 2) =
(2n + 2, 2) =
KGB
1
4(4n 1)(4n 4)
1/2
B4n+2
234n 85 212n + 357
(4n + 2)!
1/2
1
2025B22n+2
16(2n + 2)!(4n 1)(4n 4)
1/2
Theorem 5.10 Let f : [0, 1] R be such that f (2n+2) is continuous on [0, 1] for some
n 2, then there exists [0, 1] such that
RGB
2n+2 ( f ) =
45 B2n+2
f (2n+2) ( ),
16(2n + 2)!(4n 1)(4n 4)
(5.71)
where RGB
2n+2 ( f ) is the remainder in (5.65).
If, in addition, f (2n+2) does not change sign on [0, 1], then there exists [0, 1] such
that
RGB
2n+2 ( f ) =
(5.72)
Remark 5.4 Applying (5.71) for n = 2, from (5.65) classical Booles formula is produced,
while for n = 3 corrected Booles formula (5.50) is obtained.
244
(5.73)
1
42n Bk (1/8 t) 10 4nBk (1/4 t)
4(4n 1)(4n 4)
(5.74)
for k 1 and t R.
The procedure is from now on similar as before: take f : [0, 1] R such that f (2n)
is continuous of bounded variation on [0, 1] for some n 2; put x = 1/8, 1/4, 3/8, 1/2,
5/8, 3/4, 7/8 in (1.1), multiply by 42n , 10 4n, 42n , 16, 42n , 10 4n, 42n , respectively;
add those formulae up and divide by 4(4n 1)(4n 4). We obtain:
1
0
GDB
f (t)dt QGDB + T2n
=
1
(2n + 1)!
1
0
(2n)
GGDB
(t),
2n+1 (t)d f
where
QGDB =
1
42n f (1/8) 10 4n f (1/4) + 42n f (3/8)
4(4n 1)(4n 4)
(2k1)
(1) f (2k1)(0)].
(2k)! GGDB
2k (0) [ f
k=1
(5.75)
245
GDB
f (t)dt QGDB + T2n
=
1
(2n)!
1
0
(2n1)
GGDB
(t),
2n (t)d f
(5.76)
GDB
f (t)dt QGDB + T2n
=
1
(2n + 2)!
1
0
GDB
F2n+2
(t)d f (2n+1) (t),
(5.77)
(t) GGDB
(0), k 2. Formulae (5.75)-(5.77) are general dual
where FkGDB (t) = GGDB
k
k
Euler-Booles formulae.
Lemma 5.5 For n 2, GGDB
2n+1 (t) has no zeros in (0, 1/2). The sign of the function is
determined by
0 < t < 1/2.
(1)n1 GGDB
2n+1 (t) > 0,
GB
GB
Proof. We have GGB
2n+1 (1 t) = G2n+1 (t), so from Lemma 5.4 it follows that G2n+1 (2t)
GB
and G2n+1(t) have the same sign on (1/4, 1/2) so from (5.73) we conclude GGDB
2n+1 (t)
cannot have any zeros here.
Next, we can rewrite GGDB
2n+1 (t) as
GGDB
2n+1 (t) =
1
B (4t 1/2)
4(4n 1)(4n 4) 2n+1
(5.78)
Using this in the case when t (0, 1/4], the proof is completely analogous to the same part
of the proof of Lemma 5.4. As for the sign of the function, again it is enough to calculate
the value of the function in any point of the interval (0, 1/2), e.g. t = 1/4.
GDB
f (t)dt QGDB + T2n
KGDB (2n, q) f (2n)
p,
(5.79)
GDB
KGDB (2n + 1, q) f (2n+1) p ,
f (t)dt QGDB + T2n
(5.80)
GDB
KGDB
f (t)dt QGDB + T2n
(2n + 2, q) f (2n+2) p ,
(5.81)
246
where
1
KGDB (m, q) =
m!
KGDB
(m, q)
1
=
m!
q
q
GGDB
m (t) dt
q
q
FmGDB (t) dt
These inequalities are sharp for 1 < p and best possible for p = 1.
,
(2n + 2, ) = KGDB (2n + 1, 1) =
KGDB
2
(2n + 2)!(4n 1)(4n 4)
KGDB (2n, 2)
KGDB
(2n + 2, 1) =
|B4n | 48n
1
(2
25 226n 234n + 25 212n + 42)
(4n 1)(4n 4) (4n)!
KGDB (2n + 1, 2)
1/2
,
1/2
B4n+2
228n 85 26n 234n + 85 212n + 357
(4n + 2)!
1
4(4n 1)(4n 4)
[(2n + 2)!]2 8n
2
325 226n 234n + 325 212n + 4497 |B4n+4 |
(4n + 4)!
1/2
Theorem 5.12 Let f : [0, 1] R be such that f (2n+2) is continuous on [0, 1] for some
n 2. Then there exists [0, 1] such that
RGDB
2n+2 ( f ) =
(5.82)
where RGDB
2n+2 ( f ) is the remainder in (5.77).
If, in addition, f (2n+2) does not change sign on [0, 1] for some n 2, then there exists
[0, 1] such that
RGDB
2n+2 ( f ) =
(5.83)
247
f (t)dt
10 f
1
3
5
7
1
16 f
+f
+f
+f
45
8
8
8
8
3
1
31
1
f (6) ( ),
+f
+ f
=
4
4
2
61931520
(5.84)
0< <1
f (t)dt
40 f
1
3
5
+f
+f
+f
8
8
8
1
1
+f
[ f (1) f
2
504
127
=
f (8) ( ),
208089907200
1
256 f
945
3
1
+f
4
4
7
8
(5.85)
(0)]
0< <1
Note that
127
6.10313 1010.
208089907200
31
5.00553 107 and
61931520
1) + T2n( f ) = R 2n+2 ( f ),
f (t)dt D(0,
(5.86)
where
1) =
D(0,
1
8(4n 1)(4n 4)
+ 4n (4n 10) f
+ 42n f
1
+ 42n f
4
5
+ 4n(4n 10) f
8
1
8
3
1
+ (42n 10 4n + 16) f
8
2
3
7
+ 42n f
+ (24n1 5 4n + 8) f (1)
4
8
Tm ( f ) =
B k (k1)
[f
(1) f (k1) (0)],
k!
k=1
G k (t) =
1
(42n 10 4n + 16)Bk (1 t) + 42nBk (1/8 t)
8(4n 1)(4n 4)
1 m 2n
248
Proof. As (5.73) implies that G 2n+1 (t) = 22n1G2n+1 (2t), the statement follows immediately from Lemma 5.4.
Theorem 5.13 If f : [0, 1] R is such that f (2n+2) is continuous on [0, 1] for some n 2,
then there exists a point [0, 1] such that
R 2n+2 ( f ) =
45 4n3 B2n+2
f (2n+2) ( ).
(2n + 2)!(4n 1)(4n 4)
(5.87)
Theorem 5.14 Let f : [0, 1] R be such that f (2n+2) is continuous on [0, 1] for some
n 2. If f is a (2n + 2)convex function, then for an even n we have
0
1
0
D
1) + T2n
f (t)dt D(0,
( f ) D(0, 1) T2n( f )
1
0
f (t)dt.
(5.88)
RHS LHS 0,
RHS LHS 0,
for even n
for odd n
249
1
[16 ( f (1/8) + f (3/8) + f (5/8) + f (7/8))
45
0
10 ( f (1/4) + f (3/4)) + f (1/2)]
1
[7 f (0) + 32 f (1/4) + 12 f (1/2) + 32 f (3/4) + 7 f (1)]
90
f (t)dt
1
0
f (t)dt
which implies dual Booles formula is more accurate than classical Booles formula. For
n = 3, (5.88) becomes
1
[256 ( f (1/8) + f (3/8) + f (5/8) + f (7/8)) 40 ( f (1/4) + f (3/4))
945
1
1
[ f (1) f (0)]
+ f (1/2)] +
f (t)dt
504
0
1
1
[217 f (0) + 512 f (1/4) + 432 f (1/2) + 512 f (3/4) + 217 f (1)]
f (t)dt
1890
0
1
+
[ f (1) f (0)].
252
Therefore, dual corrected Booles formula is more accurate than corrected Booles formula.
For this new quadrature formula (5.86), similar results as those obtained for general
Euler-Booles and general dual Euler-Booles formulae can be derived analogously.
250
Chapter
Radau-type quadrature
formulae
In the previous chapters, Gauss, Lobatto and Newton-Cotes quadrature formulae were obtained, using the extended Euler formulae. It is natural to wonder if Radau quadrature
formulae can be obtained using the same technique. The results from this chapter were
published in [46].
Radau-type quadrature formulae involve one end of the interval as a node (cf. [21]):
1
1
and
1
1
Thus, let x (1, 1] and f : [1, 1] R be such that f (n1) is continuous of bounded
variation on [1, 1] for some n 1. Put x 1, x in (1.2), multiply by 2 w(x), w(x)
respectively and add up. The following formula is produced:
1
1
2n1
n!
1
1
(6.1)
where
Q(1, x) = (2 w(x)) f (1) + w(x) f (x)
Tn1 (x) =
n1 k1
2
k=1
k!
(6.2)
(6.3)
251
252
Gn (x,t) = [2 w(x)]Bn
Note that
xt
2
+ w(x)Bn
(6.4)
(6.5)
k Gn (x,t)
n!
Gnk (x,t).
=
k
k
t
(2) (n k)!
The following theorem gives the best possible estimate of error for this type of quadrature formulae.
Theorem 6.1 Let p, q R be such that 1 p, q and 1/p + 1/q = 1.
f : [1, 1] R is such that f (n) L p [1, 1] for some n 1, then
1
1
2n1
n!
1
1
|Fn (x,t)|q dt
1
q
f (n)
If
(6.6)
The inequality is sharp for 1 < p and the best possible for p = 1.
w(x) =
2
.
x+1
(6.7)
This coefficient removes the values of the function at the end points of the interval out of
Tn1 (x) and thus provides the highest possible degree of exactness (namely, such a quadrature rule is exact for all first degree polynomials), without the values of the derivatives
being included in the quadrature. To emphasize the coefficient we are working with, we
R1 (x), GR1 (x,t) and F R1 (x,t).
denote notions (6.2)-(6.5) by QR1 (1, x), Tn1
n
n
Lemma 6.1 For x (1, 0] {1}, F2R1 (x,t) has no zeros in the variable t on (1, 1). The
sign of the function is determined by:
F2R1 (x,t) > 0 for x (1, 0] and F2R1 (1,t) < 0.
Proof. We have:
F2R1 (x,t) =
2x
B2
x+1
1t
2
1
2
+
B
6
x+1 2
xt
2
B2
x+1
2
253
1+t
3x 1
(t(1 + x) 3x + 1) = 0 t =
.
2(1 + x)
x+1
Theorem 6.2 Let f : [1, 1] R be such that f is continuous on [1, 1] and let
x (1, 0] {1}. Then there exists [1, 1] such that
1
2
1
2x
f (1)
f (x) = (1 3x) f ( )
x+1
x+1
3
(6.8)
2x
1
2
f (x)
f (1) = (1 3x) f ( ).
x+1
x+1
3
(6.9)
f (t)dt
and
1
1
f (t)dt
Proof. (6.8) follows after applying the Mean Value Theorem for integrals and Lemma 6.1
1
FnR1 (x,t)dt =
to the remainder in (6.1) for n = 2 and coefficients from (6.7). Note that 1
R1
2Gn (x, 1). (6.9) follows analogously for f (x).
Remark 6.1 When considering the limit process x 1, we obtain the following quadrature rules:
1
4
f (t)dt 2 f (1) 2 f (1) = f ( )
3
1
and
1
1
4
f ( ).
3
Theorem 6.3 If f : [1, 1] R is such that f L [1, 1], then for x (1, 0]
1
1
f (t)dt
2
2x
f (1)
f (x) (1 x)2 f
x+1
x+1
(6.10)
1 + x2
2
2x
f (1)
f (x)
f (t)dt
f
(6.11)
x+1
x+1
1+x
1
The node which provides the smallest error here is x = 2 1 0.4142 and we have
1
1
1
(12 8 2 0.6863).
254
Furthermore, if f : [1, 1] R is such that f L [1, 1], then for x (1, 0] {1}
we have
1
1
f (t)dt
2
2x
1
f (1)
f (x) |1 3x| f
x+1
x+1
3
(6.12)
f (t)dt
(6.13)
Proof. (6.10) and (6.11) follow after taking p = and n = 1 in (6.6) with coefficients from
(6.7). (6.12) and (6.13) follow similarly, for n = 2.
In order to find the nodes which provide the smallest error, the functions on the righthand sides of all four inequalities have to be minimized. Routine calculation confirms the
claims. When trying to minimize the function on the right-hand side of (6.13), note that
1
1
f (t)dt
f (1) + f (1)
.
2
(6.14)
1
2
1
1
f (t)dt
f (1) + f (1)
.
2
Remark 6.2 All the results obtained here easily follow for the quadrature rule with the
right-end of the interval as the preassigned node, therefore we will not state them explicitly.
6.2
255
Suppose we want to obtain a quadrature rule exact for all polynomials of order 2, instead of 1, as were (6.8) and (6.9). Observe (6.1) again. We considered the case
when G1 (x, 1) = 0. Now, impose another condition and choose the coefficient so that
G2 (x, 1) = 0.
G2 (x, 1) = 0 w(x) =
4
3(1 x2)
(6.15)
This will produce a quadrature rule with the desired degree of exactness, however, as a
downside, the value of the function at the right end of the interval will now also be included
in the quadrature. To emphasize the coefficient we are working with, we denote notions
R2 (x), GR2 (x,t) and F R2 (x,t) for this specific coefficient.
(6.2)-(6.5) by QR2 (1, x), Tn1
n
n
Lemma 6.2 For x (1, 1/3] [1/3, 1), F3R2 (x,t) has no zeros in t on (1, 1). The
sign of this function is determined by:
F3R2 (x,t) > 0 for x [1/3, 1)
F3R2 (x,t) < 0 for x (1, 1/3].
Proof. For 1 < t x < 1, we have
F3R2 (x,t) = (1 + t)2
2x
t
1+x
= 0 t =
2x
,
1+x
(1 t)2
4
2x
t
1x
= 0 t =
2x
.
1x
Theorem 6.5 Let f : [1, 1] R be such that f is continuous on [1, 1] and let
x (1, 1/3] [1/3, 1). Then there exists [1, 1] such that
1
1
f (t)dt
4
1 3x
2x
1 + 3x
f (1)
f (x)
f (1) =
f ( ).
3(1 + x)
3(1 x2)
3(1 x)
9
(6.16)
Remark 6.3 For x = 1/3 and x = 1/3, from (6.16) we get the Radau 2-point formulae:
1
1
and
1
1
f (t)dt
f (t)dt
3
1
f (1) f
2
2
1
3
2
f ( )
27
1
2
3
1
f
f (1) = f ( )
2
3
2
27
256
Remark 6.4 When considering the limit processes x 1 and x 1, the following
quadrature rules are produced:
1
1
f (t)dt
4
2
2
2
f (1) f (1) + f (1) = f ( )
3
3
3
9
and
1
1
f (t)dt
2
2
4
2
f (1) f (1) f (1) = f ( ).
3
3
3
9
Next, we consider the error estimates for this type of quadrature rules.
Theorem 6.6 If f : [1, 1] R is such that f L [1, 1], then for x (1, 1/3]
[1/3, 1)
1
1
f (t)dt
4
1 3x
1 + 3x
f (1)
f (x)
f (1)
2
3(1 + x)
3(1 x )
3(1 x)
4
81
1 + 3|x|
1 + |x|
(6.17)
f (t)dt
4
1 3x
1 + 3x
f (1)
f (x)
f (1)
3(1 + x)
3(1 x2)
3(1 x)
f (t)dt
(6.18)
4
1 3x
1 + 3x
2|x|
f (1)
f (x)
f (1)
2
3(1 + x)
3(1 x )
3(1 x)
9
(6.19)
f (t)dt
4
1 3x
1 + 3x
f (1)
f (x)
f (1)
3(1 + x)
3(1 x2)
3(1 x)
(6.20)
In both cases, the node which provides the smallest error is x = 0. The quadrature rule
thus obtained is the classical Simpsons rule. More precisely, we have:
1
1
f (t)dt
4
1
1
8
f (1) f (0) f (1)
f
3
3
3
81
f (t)dt
4
1
1
1
f (1) f (0) f (1)
f
3
3
3
36
and
1
1
257
Proof. (6.17) and (6.18) follow after taking p = and n = 2 in (6.6) with coefficients from
(6.15). (6.19) and (6.20) follow similarly, for n = 3.
As for finding the node which provides the smallest error, the functions on the righthand sides of all four inequalities have to be minimized. The claim follows after somewhat
lengthy but routine calculation.
Corollary 6.2 Let f : [1, 1] R be such that f (n) L [1, 1] for n = 1, 2 or 3. Then
we have:
1
1
f (t)dt
3
1
f (1) f
2
2
where
C1 =
25
,
36
1
3
Cn f (n)
1
C2 = ,
6
C3 =
n = 1, 2, 3
(6.21)
2
.
27
Proof. For n = 2 and n = 3 the assertions follow directly after taking x = 1/3 in (6.17) and
(6.19). As for n = 1, take n = 1 and p = in (6.6).
Corollary 6.3 Let f : [1, 1] R be such that f (n) L1 [1, 1] for n = 1, 2 or 3. Then
we have:
1
1
f (t)dt
where
3
1
f (1) f
2
2
5
C11 = ,
6
1
3
Cn1 f (n) 1 ,
2
C21 = ,
9
C31 =
n = 1, 2, 3
(6.22)
1
.
12
Proof. Take p = 1 and n = 1, 2, 3, respectively, in (6.6) and then find sup |Fn (1/3,t)|.
t[1,1]
4
1 3y
1 + 3y
f (1) +
f (y) +
f (1)
3(1 + y)
3(1 y2)
3(1 y)
1
1
f (t)dt
(6.23)
4
1 3x
1 + 3x
f (1) +
f (x) +
f (1)
3(1 + x)
3(1 x2)
3(1 x)
258
1
3
1
1
1
3
1
f
+ f (1)
2
3
2
f (t)dt
(6.24)
Remark 6.5 Using another, more general approach, the inequality (6.24) was also obtained in [10], i.e. [9].
2n1
n!
1
1
(6.25)
where
Q(1, x, y) = [2 w1(x, y) w2 (x, y)] f (1) + w1 (x, y) f (x) + w2 (x, y) f (y)
Tn1 (x, y) =
n1 k1
k=1
k!
1t
2
(6.26)
T0 (x) = 0
(6.27)
xt
2
(6.28)
+ w1 (x, y)Bn
yt
2
Fn (x, y,t) = Gn (x, y,t) Gn (x, y, 1).
+w2 (x, y)Bn
(6.29)
(6.30)
1 6
1+ 6
16 + 6
x=
, y=
, w1 (x, y) =
,
5
5
18
16 6
w2 (x, y) =
18
are the nodes and the coefficients of the Radau 3-point formula.
(6.31)
259
To emphasize the nodes and the coefficients we are going to be working with in this
R3 , GR3 (t), F R3 (t) and
subsection, denote notions (6.27)- (6.30) by Tn1
n
n
16 + 6
2
QR3 = f (1) +
f
9
18
1 6
5
16 6
+
f
18
1+ 6
5
Lemma 6.3 F5R3 (t) has no zeros in (1, 1) and its sign is determined by F5R3 (t) > 0.
1
(1 + t)4 (1 9t) so the claim is
Proof. For 1 t (1 6)/5, we have F5R3 (t) = 144
1
R3
(1 t)5 . For (1 6)/5
obvious. So it is for (1 + 6)/5 t < 1, since there F5 (t) = 16
1
k(t)
288
where
we conclude that k increases on (t1 ,t2 ) and decreases on [ 15 6 ,t1 ) (t2 , 1+5 6 ], where
t1 0.068755 and t2 0.563143 . This, together with the fact that k ( 15 6 ) < 0,
k (t1 ) < 0, k (t2 ) > 0, k ( 1+5 6 ) > 0, shows that k has only one zero t (t1 ,t2 ). This
and k ( 1+5 6 ) < 0, it follows that k has only one zero t (t1 ,t2 ). From there we con
Theorem 6.8 If f : [1, 1] R is such that f (5) is continuous on [1, 1], then there exists
[1, 1] such that
1
1
f (t)dt QR3 =
1
f (5) ( )
1125
and
1
1
16 6
f
f (t)dt
18
1+ 6
16 + 6
f
18
1 6
5
=
2
f (1)
9
1
f (5) ( ).
1125
260
Theorem 6.9 If f : [1, 1] R is 5-convex and such that f (5) is continuous on [1, 1],
then
2
16 + 6
1 6
16 6
1+ 6
f (1) +
f
+
f
9
18
5
18
5
f (t)dt
16 6
f
18
1
1+ 6
16 + 6
f
+
18
1 6
2
f (1)
9
If
1
1
R3
2n1
n!
FnR3 (t) dt
1
q
f (n)
(6.32)
The inequality is sharp for 1 < p and the best possible for p = 1.
where
C1 0.434014,
C2 0.0566841,
C4 0.00247235, C5 =
C3 0.0106218,
1
0.000888889.
1125
where
C11
F1R3
1 6
5
C31 0.0131784,
0.537092,
C41 = F4R3
1
3
C21
F2R3
1 6
5
0.00274348,
0.094322,
C51 0.00123618.
Chapter
A general problem of
non-vanishing of the kernel
in the quadrature formulae
7.1
Introduction
From the previous chapters it is clear that the procedure of deducing the quadrature formulae can be summarized as follows. Using symmetric (with respect to 1/2) nodes 0 x1 <
x2 < xk 1/2 xk+1 < < x2k 1 and affine combinations of (1.1) it follows
1
0
2k
f (t)dt = i f (xi ) Tn +
i=1
1
n!
1
0
2k
i Bn (xi t)
d f (n1) (t),
(7.1)
i=1
2k
where Tn = ni=1 Bi!i f (i1) (1) f (2i1)(0) , Bi = 2k
j=1 j Bi (x j ), i=1 i = 1 and j =
2k
2k
1
(2n)!
1
(2n + 2)!
1
0
(7.2)
(7.3)
261
262
B2i
2k
i=1 i B2n+2 (xi t) B2n+2(xi ) .
To produce quadrature formulae for preassigned nodes the following conditions are
usually imposed:
(7.4)
(3)
(2k3)
(7.5)
The main step in obtaining the best possible error estimates is to prove that
2k
has some nice zeros in (0, 1/2) (usually G2n+1 has no zeros at all in (0, 1/2)). We formulate the following problem which seems to be interesting independently of the present
context.
Problem 7.1 Find the distribution of nodes 0 x1 < x2 < < xk 1/2, such that
2k
G2n+1 (t) = 2k
i=1 i B2n+1 (xi t) has no zeros in (0, 1/2), if i=1 i = 1, x2k j+1 = 1 xk ,
(1)
(3)
(2k3)
m1
Bn
k=0
x+k
t , n 0, m 1,
m
f (t)dt =
1 m1
f
m k=0
x+k
1
Tn (x) +
m
n! mn
where
Tn (x) =
j=1
1
0
Bn (x mt)d f (n1)(t),
B j (x) ( j1)
f
(1) f ( j1)(0) .
j! m j
(7.6)
7.1 I NTRODUCTION
263
Setting x = 0 in (7.6) and using that B1 = 1/2, B2i1 = 0, i 2, we write (7.6), with
appropriate assumptions, in a more convenient form:
1
0
f (t)dt =
1 f (0) + f (1) 1 m1
+ f
m
2
m i=1
i
m
B2i
f (2i1) (1) f (2i1) (0)
2i
(2i)!m
i=1
1
(2n + 1)!m2n+1
(7.7)
f (0) + f (1)
2
f (t)dt =
+
B2i
(2i)!
m j 1
mj + mj
j=0
j=0
i=1
s
j=0
s
1
(2n + 1)!
m2n+1 B2n+1(m j t)
j=0
m2i
i=1
i
mj
d f (2n) (t).
(7.8)
Analogously,
1
0
f (t)dt =
+
f (0) + f (1)
2
n
B2i
(2i)!
s
j
j
mj + mj
j=0
j=0
m j 1
1
(2n + 2)!
i
mj
i=1
i=1
m2i
j=0
1
0
m2n+2
j=0
B2n+2(m j t) B2n+2
d f (2n+1) (t).
(7.9)
It is clear that identities (7.8) and (7.9) can be written in the form of identities (7.2) and
(7.3), respectively. Also, it is easy to see that there are identities of the type (7.2) and (7.3)
which cannot be of a type (7.8) and (7.9), respectively.
Again, as in (7.4) and (7.5), to produce quadrature formulae it is natural to impose the
following conditions:
s
m2n =
j=0
or equivalently:
2(n1)
j=0 m j
(1)
(3)
= =
j
2(ns+1)
j=0 m j
(2s1)
= 0, n s,
(7.10)
(7.11)
264
where
G2n+1 (t) =
j=0
(7.12)
mj
(2s1)
= G2n+1 (0) = 0,
where n s.
1
1
M = ..
.
(7.13)
1
m2n
1
..
.
2(ns+1)
m1
1
m2n
s
..
.
(7.14)
2(ns+1)
ms
m2n+1 B2n+1(m j t)
j=0
1
DetM
B
(m t)
B2n+1 (t) 2n+12n+11
m1
1
1
m2n
1
..
.
1
..
.
2(ns+1)
m1
B2n+1 (ms t)
m2n+1
s
1
m2n
s
..
.
2(ns+1)
ms
(7.15)
265
which gives
1
m1
(1)s
m2
G2n+1 (t) =
(m1 ms )2n+1 DetM ..
.
1
m31
m32
..
.
1
B2n+1 (t)
2s1
m1
B2n+1 (m1t)
m2s1
B2n+1 (m2t) .
2
..
..
.
.
(7.16)
ms m3s m2s1
B2n+1 (mst)
s
Define
1
m1
H2n+1 (t) = m2
..
.
1
m31
m32
..
.
1
B2n+1 (t)
2s1
m1
B2n+1 (m1t)
m2s1
B2n+1 (m2t) .
2
.
..
..
.
(7.17)
ms m3s m2s1
B2n+1 (mst)
s
In this way Problem 7.2 is equivalent to the following problem.
Problem 7.3 Find the distribution of frequencies such that H2n+1 (t) has no zeros in
(0, 1/2) for n s.
Example 7.1 Suppose that m0 = 1 < m1 = 3 < m2 = 4, n = s = 2. Using Wolframs
1 1 B5 (t)
Mathematica, for H5 (t) = 3 33 B5 (3t) , H5 (0.45) = 1.11285 and H5 (0.3) = 3.3996,
4 43 B5 (4t)
so H5 has zeros in (0, 1/2).
For a given sequence of functions a0 , . . . , an defined on some real interval I and given
sequence x0 , . . . , xn in I, we introduce
a0 an1 an
x0 xn1 xn
a0 (x0 ) a1 (x0 )
a0 (x1 ) a1 (x1 )
=
..
..
.
.
a0 (xn ) a1 (xn )
an (x0 )
an (x1 )
,
..
.
an (xn )
a0
x0
a0
x0
an1
xn1
an1
xn1
f
xn
an
xn
W (a0 , . . . , an1 , f ) ( )
.
W (a0 , . . . , an1 , an ) ( )
(7.18)
266
H2n+1 (t) = D
D
=
x x3 x2s1 x2s+1
1 m1 ms1 ms
W (x, x3 , . . . , x2s+1 ) ( )
3
2s1
g( t)
2
1 3
(2s 1) 2s2
tg ( t)
0 3! (2s 1)(2s 2) 2s3 t 2 g ( t)
.. ..
..
..
. .
.
.
(2s1)! s1
s
(s)
t g ( t)
0
(s1)!
Denote the last determinant in (7.19) by H2n+1 (t, ). Multiplying the kth row of this determinant by k1 , k = 2, . . . , s, then extracting from the lth column 2l1 , l = 1, . . . , s, we
have
H2n+1 (t, ) =
s(s+1)
2
1
1
0
..
.
1
3
3!
..
.
1
f ( t)
2s 1
t f ( t)
(2s 1)(2s 2) ( t)2 f ( t)
..
..
.
.
s(s+1)
2
(2s1)!
(s1)!
a0 (1) a1 (1)
a0 (1) a1 (1)
a0 (1) a1 (1)
..
..
.
.
(s)
(s)
a0 (1) a1 (1)
( t)s f (s) ( t)
(7.19)
where u = t. Note that 0 < u < ms /2 for 0 < u < 1/2. It remains to investigate the sign
of the function given by the last determinant in (7.19). Using the Laplace expansion of
determinants, this function is up to the sign equal to the function
F(u) =
j=0
(7.20)
267
where Ch( j) (Ch stands for Chebyshev) is the determinant of the matrix obtained from the
(s + 1) s matrix
Ch = ..
..
..
.
.
.
(s)
(s)
(s)
x
0
x
0
1 (t1 )
1 (t1 )
t1
t1
0
x
0
1 (t1 )dt1 ,
2 (t2 )
ts1
0
Using this and properties of determinants (manipulating with columns of Ch( j) ), straightforward calculation reveals that
Ch( j) = Ch(s)
(2s j)!
(2s j)!
= 2s1 4s2 (2s 4)2 (2s 2)
j!(2s 2 j)!!
j!(2s 2 j)!!
s1
(1) j Chk
( j) jk ( j+k)
(7.21)
j=k
where
( j)
Chk =
j! (2s j k)! ( j)
Ch , j = k, . . . , s.
( j k)! (2s j)!
Then
(i) F0 (u) = F(u) where F(u) is given by (7.20)
(ii) Fs (u) = (1)s Ch(s) f (2s) (u),
(iii) Fk (u) = uFk+1 (u), k = 0, . . . s 1.
(7.22)
268
Proof. The first two properties are obvious. Let us prove the third property. Simple rearranging gives:
(k)
(k+1)
s1
j=k+1
f (2k+1) (u)
( j)
( j+1)
u jk f ( j+k+1) (u)
(k+1)
1 k)Chk
( j)
( j)
( j)
2s2 j
( j)
( j+1)(2s j) Ch
we have:
( j+1)
Chk ( j + 1 k)Chk
j! (2s j k)! ( j) ( j + 1)! (2s j k 1)! ( j+1)
Ch
Ch
=
( j k)! (2s j)!
( j k)! (2s j 1)!
j! (2s j k)! ( j + 1)! (2s j k 1)!
2s 2 j
= Ch( j)
( j k)! (2s j)!
( j k)! (2s j 1)! ( j + 1)(2s j)
(2s j k 1)!
j!
( j)
= Chk+1 .
= Ch( j)
( j k 1)!
(2s j)!
We can write
Fk (u) = u
s1
( j)
j=k+1
Theorem 7.3 Suppose that m0 = 1 < m1 < m2 < < ms , mi N and sj=0 j = 1,
j R.
(1)
j
Then the function G2n+1 (t) = sj=0 2n+1
B2n+1 (m j t) such that G2n+1 (0)
m
j
(3)
(2s1)
u
0
t1
t1
0
t2 ts1
ts1
0
(7.24)
7.3 C ASE mi = mi
269
(k)
Remark 7.1 Notice that Fk (u) = (1)k Chk f (2k) (u) + u [ ]. Consequently Fk (0) = 0
for functions for which f (2k) (0) = 0, k = 0, . . . , s. From Lemma 7.23 follows:
F(u) = F0 (u) =
7.3
u
0
t1
t1
0
t2
ts1
0
(7.25)
Case mi = mi
In the previous section we proved that the function G2n+1 (t), defined in (7.12) such that
conditions (7.11) hold and sj=0 j = 0, has no zeros on (0, 2m1 s ].
In the present section we give the complete answer for the case mi = mi , i = 0, . . . s,
m 2, m N, in the sense that we prove that the function H2n+1 defined in (7.17), using
frequencies 1, m, m2 , . . . , ms , has no zeros on (0, 1/2).
Theorem 7.4 Let s N and m N, m 2. Then the function
1
1
m m3
2
2 3
Ks (t; f ) = m m
..
..
.
.
ms (ms )3
1
f (t)
m2s1
f (mt)
2s1
m2
f m2 t
..
..
.
.
(ms )2s1 f (mst)
(7.26)
has no zeros on (0, 1/2), for any odd function f : R R which is periodic with period
T = 1, such that f (2s2) is continuous on R and strictly concave (convex) on (0, 1/2).
Proof. The proof is by induction. Suppose that f is continuous on R and strictly concave on
(0, 1/2). We shall prove that K1 (t; f ) = f (mt) m f (t) is strictly negative for t (0, 1/2).
1
Using strict concavity f (mt) < m f (t) for 0 < t 2m
. Now, we split the proof into two
cases.
1
t < 12 . Set g(x) = f ( 12 x). Obviously g is
Case m = 2k + 1: Suppose that 12 2m
strictly concave on (0, 1/2) and g(0) = 0. This implies g(mx) < mg(x) for x = 12 t,
which gives f (k + mt) = f (mt) < m f (t). In this way we conclude that f (mt) < m f (t)
1
1 1
] [ 12 2m
, 2 ).
for t (0, 2m
1
Set M = maxt[0,1/2] f (t). There is t1 (0, 2m
) such that f (mt1 ) = M, and there is
1
1 1
1 1
1
is arbitrary. Then
, 2 2m
t2 2 2m , 2 such that f (mt2 ) = M. Suppose that t 2m
there is (0, 1) such that t = t1 + (1 )t2. Finally:
f (mt) M = f (mt1 ) + (1 ) f (mt2) < f (m( t1 + (1 )t2)) = f (mt).
1
Case m = 2k: Notice that f (mt) < 0 for 12 2m
< t < 12 . Arguing as in the final step of
1
< m f (t) for
the proof for the case m = 2k + 1, it is enough to prove that f m t 2m
270
1
2
1
2m
t < 12 . Set again g(x) = f ( 12 x). Obviously g is strictly concave on (0, 1/2) and
1
g(0) = 0, so g(mx) < mg(x) for 0 < x 2m
. This implies for x = 12 t that g( m2 mt) <
mg( 12 t), so f (mt + 12 k) = f (mt 12 ) < m f (t).
The proof when f is convex is analogous.
To prove the inductive step we use the Sylvester identity for determinants with the
first and the last row and with the two last columns. It follows (where we denote by
V[1 , . . . , n ] the Vandermonde determinant):
m3
m2s3
2 3
(m ) (m2 )2s3
..
..
.
.
s1 3
s1 2s3
m
m
m
m2
..
.
Ks (t; f )
ms1
1
..
.
1
m
..
.
=
ms1
ms1
m
m2
.. ..
. .
ms
=
=
1
m2s1
..
.
1
m
..
.
2s1
1
m3
..
.
ms1 ms1
m2s1
(m2 )2s1
..
.
1
m2s3
.
..
ms1
m2s3
m3
2
3
(m ) (m2 )2s3
..
.
.
..
ms (ms )3 (ms )2s3
m
m2
..
.
(ms )2s1
2s3
f (t)
f (mt)
..
.
f (ms1 t)
f (mt)
f (m2 t)
..
.
f (ms t)
=m
s(s+1)
2
(s1)s
2
V[1, m2 , . . . , m2(s1) ]
m(s1)sV
(s1)(3s2)
2
1, m2 , . . . , m2(s1)
Ks1 (t; f )
2
(s1)
m
Ks1 (mt;
f)
1
Ks1 (t; f )
,
m2s1 Ks1 (mt; f )
V 1, m2 , . . . , m2(s1)
which gives
Ks (t; f ) = m
=C
1
m
..
.
(s1)(s+2)
2
1
m3
..
.
ms1 ms1
= CKs1 (t; g),
V 1, m2 , . . . , m2(s1)
V 1, m2 , . . . , m2(s2)
m2s3
..
.
ms1
2s3
1
Ks1 (t; f )
m2s1 Ks1 (mt; f )
271
where g(t) = f (mt) m2s1 f (t). To use the inductive assumption we only have to prove
that g(2s4) is strictly concave or strictly convex on (0, 1/2). We have
g(2s4)(t) = m2s4 f (2s4) (mt) m3 f (2s4) (t) .
Set h(t) = f (2s4) (mt)m3 f (2s4) (t). Since h (t) = m2 f (2s2) (mt) m f (2s2)(t) , using
assumption ( f (2s2) is strictly concave or strictly convex on (0, 1/2)) and the basis of
induction, we conclude that h has no zeros on (0, 1/2). Since f (2s2) is continuous, h has
constant sign on (0, 1/2). It follows that h, and consequently g(2s4), is strictly concave
or strictly convex on (0, 1/2). Using inductive assumption, Ks1 (t; g) has no zeros on
(0, 1/2), so by (7.27), Ks (t; f ) has no zeros on (0, 1/2). The proof is complete.
Obvious examples of the functions which satisfy conditions in the previous theorem
are f (t) = B2n+1 (t) and f (t) = sin 2 t.
Example 7.2 The Boole and Simpson formula can be easily deduced using above procedure.
7.4
In this section we present yet another method to study zeros of the functions defined as
the function H2n+1 . This method is motivated by the Fourier expansion of the periodic
Bernoulli functions given by
B2n+1 (t) =
(7.28)
Recall that we reduced the problem of zeros of the function G2n+1 to the one of the function
H2n+1 . Using (7.28) we can write
1
2n+1
k
k=1
H2n+1 (t) = Cn
1
sin (2k t)
2s1
m1
sin (2km1 t)
m2s1
sin (2km2 t) .
2
..
..
.
.
ms m3s m2s1
sin
(2km
s t)
s
1
m1
m2
..
.
1
m31
m32
..
.
(7.29)
272
We consider the case with no gaps in frequencies i.e. case with (s 1)-nontrivial frequencies m1 = 2 < m2 = 3 < < ms1 = s. In that case we have
1
2n+1
k
k=1
H2n+1 (t) = Cn
1 sin (2k t)
22s3 sin (4k t)
32s3 sin (6k t) .
.
..
..
.
s s3 s2s3 sin (2sk t)
1
2
3
..
.
1
23
33
..
.
(7.30)
1
2
S( ) = 3
..
.
1
23
33
..
.
1
2
3
..
.
1
23
33
..
.
1
22s3
32s3
.
..
s s3 s2s3
sin 2
sin
sin 3
sin
..
.
sin s
sin
Recall that the Chebyshev polynomials of the second kind are defined by
sin (n + 1)
, = arccosx, n = 0, 1, . . . .
sin
We will need the following properties of the Chebyshev polynomials Un :
Un (x) =
(i)
Un (1) = n + 1
(ii)
(k)
Un (1) =
(n + k + 1)!
(k)
(k)
(k1)
Un (x) = xUn1 (x) + (k + n)Un1 (x)
(2k + 1)!!(n k)!
(iii)
|Un (x)| n + 1
Set:
1
1
22s3 U1 (x)
32s3 U2 (x) .
.
..
..
.
s s3 s2s3 Us1 (x)
1
2
S(x) = 3
..
.
1
23
33
..
.
(s1)
Obviously S(1) = 0, S
(1) = (s 1)!V[1, 22 , . . . , (s 1)2 ]. We want to prove that
(k)
S (1) = 0 for k = 1, . . . , s 2. We have:
1
0
22s3 U1 (x)
32s3 U2 (x) .
.
..
..
.
s s3 s2s3 Us1 (x)
1
2
S (x) = 3
..
.
1
23
33
..
.
273
(l+2)!
We have Ul (1) = 3!!(l1)!
. Multiplying the first column with 1 and adding to the second
column, we have in the (l + 1)th row:
(l + 2)!
,
(l 1)!
(k)
which obviously implies that S (1) = 0. To make a general argument we compare Ul1 (1),
k l 1, with the lth row in the (k + 1)th column after reducing the first k + 1 columns on
the lower trapezoid form. Using properties of the polynomials Un we have:
(k)
Ul1 (1) =
(l + k)!
.
(2k + 1)!!(l k 1)!
After reducing the first k + 1 columns on the lower trapezoid form in the lth row and the
(k + 1)th column, using inductive property of the Vandermonde determinant applied on
determinant
1 1 1
2 23 22k+1
.. ..
.
,
. . ..
k k3 k2k+1
l l 3 l 2k+1
we obtain
(l + k)!
.
(l k 1)!
(k)
H2n+1 (t) = Dn
k=1
1
k2n+1
To illustrate how this expression helps in proving that H2n+1 has no zeros in (0, 1/2), we
will prove that
1
sin (2k t)(1 cos(2k t))s1 , s n.
2n+1
k
k=2
274
sin (2k t)
2n+1 sin (2 t)
k
k=2
Since
sin k
sin
sin (k t)
sin t
2s2
< 1.
k=2
k=2
k2 < 1,
k=2
1
H5 (t) = 3 33 B5 (3t) = Cn 5 3 33 sin (6k t) ,
k=1 k
4 43 B5 (4t)
4 43 sin (8k t)
and consider the first term
1 1 sin (2 t)
1 1 1
3 33 sin (6 t) = sin (2 t) 3 33 U2 (x) = sin (2 t)S(x).
4 43 sin (8 t)
4 43 U3 (x)
It can be shown easily that
S(x) = (x 1)2(144 + 192x),
which implies
1 1 sin (2 t)
3 33 sin (6 t) = sin (2 t)(1 cos(2 t))2 (144 + 192 cos(2 t)).
4 43 sin (8 t)
It can be shown easily that terms with higher frequencies (and small amplitudes) cannot
remove the zeros in the basic term.
Chapter
Introduction
w(x) f (x)dx =
Ak f (xk ) + En( f ),
(8.1)
k=1
where nk=1 Ak = 1.
In [75] V.I.Krylov assumed that this formula is exact for all polynomials of degree
m 1, and using the representation by the Taylor series, transformed this formula into an
equation of Eulers form:
b
a
w(x) f (x)dx =
Ak f (xk ) + C0
k=1
(8.2)
275
276
1, x > 0
where for E(x) = 12 , x = 0 , we have
0, x < 0
b
Ci = (b a)1
L0 (t) = K(t) =
t
Li+1 (t) =
b
a
b
t
Li (t)dt,
w(x)
n
(x t)m1
(xk t)m1
dx Ak E(xk t)
,
(m 1)!
(m 1)!
k=1
Ens ( f ) =
(8.3)
Equations (8.3) give a method for sequentially calculating the Ci and Li (t). However,
V.I.Krylov found a representation for Ci and Li (t) directly from the kernel K(t). To do this
he returned to the initial quadrature formula (8.1) with the integral representation for the
remainder
En ( f ) =
f (m) (t)K(t)dt,
with replacing f (m) (t) by its expansion in terms of Bernoulli polynomials. Then
Ci =
=
(b a)m+i1
En Bm+i
(m + i)!
(b a)m+i1
(m + i)!
b
a
t a
ba
w(t)Bm+i
n
t a
dt Ak Bm+i
ba
k=1
xk a
ba
(8.4)
(b a)m+s1
En,x Bm+s
(m + s)!
xt
Bm+s
ba
xa
ba
(8.5)
where En,x indicates the remainder when the quadrature formula is applied with respect to
the variable x.
He also gave the series in (8.3) for increasing the precision of quadrature formula
1
1
(1 x) (1 + x) f (x)dx
+ C0 f
Ak f (xk )
k=1
(2n1)
(1) f
(2n1)
where , > 1 and the nodes are the zeros of the Jacobi polynomial. So,
C0 =
277
+
+ 2n
+ + 2n + + 2n + 2
C1 =
For the special ultraspherical case, = , the Ci with odd subscripts are zero:
C0 =
C2 =
22 n!(2 + n + 1) 2n ( + n + 1)
(2n)!(2 + 2n + 1) (2 + 2n + 1)
22 n!(2 + n + 1) 2n ( + n + 1)
(2n + 2)!
(2 + 2n + 1)
n(n 1)
(n + 1)(2n + 1)
2n2 + 2(2 + 1)n + 2 1
+
.
(2 + 2n 1)(2 + 2n + 1)(2 + 2n + 3) (2 + 2n 1)(2 + 2n + 1) 3(2 + 2n + 1)
8.2
Main results
Let us suppose f (r1) is a continuous function of bounded variation on [a, b] for some
r 1 and let w : [a, b] [0, ) be some probability density function, that is, an integrable
function satisfying ab w(t)dt = 1.
A. Aglic Aljinovic and J. Pecaric (in [5]) have proved the following two identities
f (x) =
b
a
(b a)k1
k!
k=1
w(t) f (t)dt +
xa
ba
Bk
(b a)r1
r!
b
a
w(t)Bk
t a
dt
ba
xt
ba
Br
(8.6)
b
a
w(u)Br
and
f (x) =
b
a
r1
(b a)k1
k!
k=1
w(t) f (t)dt +
Bk
xa
ba
(b a)r1
r!
b
a
b
a
w(u) Br
b
a
w(t)Bk
t a
dt
ba
(8.7)
f (k1) (b) f (k1) (a)
xt
xa
Br
ba
ba
ut
ua
Br
du d f (r1) (t).
ba
ba
Br
278
Now, using the identities (8.6) i (8.7), we will consider the remainder En ( f ) of the
quadrature formula (8.1).
Theorem 8.1 Let us suppose f (r1) is a continuous function of bounded variation on
[a, b] for some r 1. If w : [a, b] [0, ) is some probability density function, that is, an
integrable function satisfying ab w(t)dt = 1, then the following formulae hold
b
w(t) f (t)dt =
(b a)i1
i!
i=1
n
t a
dt Ak Bi
ba
k=1
w(t)Bi
(b a)r1
r!
k=1
b
Ak f (xk ) +
w(u)Br
xk a
ba
(8.8)
f (i1) (b) f (i1)(a)
n
ut
du Ak Br
ba
k=1
xk t
ba
d f (r1) (t)
and
b
w(t) f (t)dt =
r1
(b a)i1
i!
i=1
Ak f (xk ) +
k=1
b
n
t a
dt Ak Bi
ba
k=1
w(t)Bi
(b a)r1
r!
Ak
k=1
xk t
ba
Br
w(u) Br
ut
Br
ba
xk a
ba
Br
xk a
ba
(8.9)
f (i1) (b) f (i1)(a)
ua
ba
du
d f (r1) (t).
Proof. First, we put x = xk in the identity (8.6). Then multiplying it by Ak and summing up
from 1 to n, we obtain identity (8.8).
The proof of formula (8.9) is similar.
w(t) f (t)dt =
(b a) j+m1
(m + j)!
j=0
Ak f (xk ) +
k=1
b
a
n
t a
dt Ak B j+m
ba
k=1
w(t)B j+m
(b a)m+s1
(m + s)!
b
a
b
a
w(u)Bm+s
xk a
ba
(8.10)
f (m+ j1) (b) f (m+ j1)(a)
n
ut
du Ak Bm+s
ba
k=1
xk t
ba
d f (m+s1) (t)
279
and
b
w(t) f (t)dt =
s1
(b a) j+m1
(m + j)!
j=0
k=1
b
Ak f (xk ) +
(b a)m+s1
(m + s)!
Ak
k=1
n
t a
dt Ak B j+m
ba
k=1
w(t)B j+m
b
a
b
a
xk t
ba
Bm+s
w(u) Bm+s
Bm+s
xk a
ba
ut
Bm+s
ba
xk a
ba
(8.11)
f (m+ j1) (b) f (m+ j1) (a)
ua
ba
du
d f (m+s1) (t).
k=1
i=1
w(t)Pl (t)dt =
(ba)i1
xk a
b
ta
n
where Ci =
.
a w(t)Bi ba dt k=1 Ak Bi ba
i!
If formula (8.8) has to be exact for polynomial Pl (t), l = 1, 2, . . . , m 1, by induction
we get C1 = C2 = = Cm1 = 0.
So, with substitution i = j + m in formula (8.8) we obtain formula (8.10).
The proof of formula (8.11) is similar.
Remark 8.1 The formula (8.11) was proved by V.I. Krylov in [75].
Remark 8.2 If we put s = 0 in the identity (8.11), then for m1 < m we get
b
a
w(t) f (t)dt =
(b a)m1 1
m1 !
Ak
k=1
Ak f (xk )
k=1
b
b
a
xk t
ba
Bm1
(8.12)
w(u) Bm1
Bm1
ut
Bm1
ba
xk a
ba
ua
ba
du
d f (m1 1) (t).
b
a
n
w(u) Bm+s
Ak
k=1
Bm+s
ut
ua
Bm+s
ba
ba
xk t
xk a
Bm+s
ba
ba
du
.
(8.13)
280
Theorem 8.2 Let f : [a, b] R be such that f (m+s) is a continuous function on [a, b] and
Fm+s (t) > 0,t [a, b]. Then there exists a point (a, b) such that
b
a
s1
(b a) j+m1
(m + j)!
j=0
k=1
b
Ak f (xk ) +
w(t) f (t)dt =
n
t a
dt Ak B j+m
ba
k=1
w(t)B j+m
(b a)m+s (m+s)
f
( )
(m + s)!
b
a
w(u)Bm+s
xk a
ba
(8.14)
f (m+ j1) (b) f (m+ j1) (a)
n
ua
du Ak Bm+s
ba
k=1
xk a
ba
s1
(b a) j+m1
(m + j)!
j=0
k=1
b
Ak f (xk ) +
w(t) f (t)dt =
n
t a
dt Ak B j+m
ba
k=1
w(t)B j+m
(b a)m+s1 (m+s)
f
( )
(m + s)!
n
Ak
Bm+s
k=1
xk t
ba
Bm+s
xk a
ba
ut
Bm+s
ba
w(u) Bm+s
xk a
ba
du
dt.
Because
b
a
Bm+s
yt
dt =
ba
y
a
Bm+s
yt
dt +
ba
b
y
Bm+s
yt
+ 1 dt = 0, y [a, b]
ba
w(t) f (t)dt =
s1
k=1
j=0
where
Cj =
(b a) j+m1
(m + j)!
b
a
w(t)B j+m
n
t a
dt Ak B j+m
ba
k=1
w(t)Pm (t)dt =
k=1
xk a
ba
8.3
281
Related inequalities
In this section we use formulae established in Corollary 8.1 to prove a number of inequalities using L p norms for 1 p . These inequalities are generally sharp (in case p = 1
the best possible).
Theorem 8.3 Assume (p, q) is a pair of conjugate exponents, 1 p, q . Let f :
[a, b] R be such that f (m+s) L p [a, b] for some m + s 1. Then we have
b
a
(b a) j+m1
(m + j)!
j=0
k=1
n
t a
dt Ak B j+m
ba
k=1
w(t)B j+m
Kn (m, s, p, w) f (m+s)
xk a
ba
p,
(8.15)
and
b
a
s1
(b a) j+m1
(m + j)!
j=0
b
a
n
t a
dt Ak B j+m
ba
k=1
w(t)B j+m
Kn (m, s, p, w) f (m+s)
xk a
ba
p,
(8.16)
where
(b a)m+s1
Kn (m, s, p, w) =
(m + s)!
Kn (m, s, p, w) =
b
a
(b a)m+s1
(m + s)!
n
Ak
k=1
Bm+s
w(u)Bm+s
b
a
b
a
xk t
ba
n
ut
du Ak Bm+s
ba
k=1
w(u) Bm+s
Bm+s
ut
Bm+s
ba
xk a
ba
xk t
ba
ua
ba
1
q
dt
du
1
q
dt
The constants Kn (m, s, p, w) and Kn (m, s, p, w) are sharp for 1 < p and the best possible for p = 1.
Proof. The proof is analogous to the proof of Theorem 2.2.
282
given by
1t 2
n
f (t)
dt = Ak f (xk ) + En( f ),
1
1 t2
k=1
1
(8.17)
where
1
Ak = , k = 1, . . . , n,
n
and xk are zeros of Chebyshev polynomials of the first kind defined as
Tn (x) = cos (n arccos(x)) .
Tn (x) has exactly n distinct zeros, all of which lie in the interval [1, 1] and
xk = cos
(2k 1)
2n
f (2n) ( ),
22n1(2n)!
(1, 1).
In the next theorem we establish Chebyshev-Gauss formulae of the first kind of Euler type
which are exact for all polynomials of degree m 1.
Theorem 8.4 Let us suppose f (m+s1) is a continuous function of bounded variation on
[1, 1] for some (m + s) 1. Then the following formulae hold
f (t)
dt =
2
n
1
1t
1
k=1
CG1
f (xk ) + Tm+s
( f , n) +
2m+s1
(m + s)!
1
1
(m+s1)
GCG1
(t) (8.18)
m+s (t, n)d f
and
f (t)
n
2m+s1
CG1
dt = f (xk ) + Tm+s1
( f , n) +
n k=1
(m + s)!
1 1 t 2
1
1
1
CG1
Fm+s
(t, n)d f (m+s1) (t),
where
CG1
Tm+s
( f , n) =
B j+m
k=1
2 j+m1
(m + j)!
j=0
xk + 1
2
t +1
1
B j+m
dt
2
2
1
1t
(8.19)
n
Bm+s
n k=1
GCG1
m+s (t, n) =
xk t
2
283
Bm+s
1
1 u2
ut
2
du
and
CG1
(t, n) =
Fm+s
n
Bm+s
n k=1
xk t
2
Bm+s
1
1 u2
xk + 1
2
Bm+s
ut
2
Bm+s
u+1
2
du.
Ak = 1n .
1t 2
and
dt
n
1
1 t2
1
CG1
( f , n)
f (xk ) Tm+s
k=1
1
Kn m, s, p,
1 t2
f (m+s)
p,
(8.20)
and
f (t)
dt
2
n
1
1t
1
CG1
( f , n)
f (xk ) Tm+s1
k=1
The constants Kn m, s, p,
1
1t 2
1
Kn m, s, p,
1 t2
and Kn m, s, p,
1
1t 2
f (m+s)
p.
(8.21)
dt = f (0) + Tm+s
( f , 1) +
(m + s)!
1
1 t2
1
1
1
(m+s1)
GCG1
(t)
m+s (t, 1)d f
and
1
1
f (t)
1 t2
CG1
dt = f (0) + Tm+s1
( f , 1) +
2m+s1
(m + s)!
1
1
CG1
Fm+s
(t, 1)d f (m+s1) (t).
2 arcsint, 1 t 0,
0 < t 1.
2 arcsint,
284
f (t)
1
dt f (0) K1 1, 0, p,
2
1
1t
1 t2
and
1
1
f (t)
1
dt f (0) K1 1, 0, p,
2
1t
1 t2
where K1 1, 0, , 1
= K1 1, 0, , 1
K1 1, 0, 2, 1
1
2.
1t 2
1t 2
= 2 4
1.51102
2
,
1t 2
and K1 1, 0, 1, 1
1t 2
p,
K1 1, 0, 2, 1
1t 2
= K1 1, 0, 1, 1
1t 2
The first and third constant have also been obtained in [73].
If the presumptions of the Theorem 8.2 hold, for m = 2 and s = 0 we get
f (t)
(8.22)
Remark 8.5 For n = 2, x1 = 22 and x2 = 22 we get two-point Chebyshev-Gauss formulae of the first kind of Euler type
1
f (t)
2
2
CG1
f
+f
+ Tm+s
dt =
( f , 2)
2
2
2
2
1
1t
+
2m+s1
(m + s)!
and
f (t)
dt =
2
1
1 t2
1
2
2
1
1
(m+s1)
GCG1
(t)
m+s (t, 2)d f
+f
2m+s1
(m + s)!
1
1
2
2
CG1
+ Tm+s1
( f , 2)
CG1
Fm+s
(t, 2)d f (m+s1) (t).
1
f (t)
2
2
f
+f
dt
2
2
2
2
1
1t
1
K2 m1 , 0, p,
1 t2
f (t)
dt
2
1
1 t2
1
f (m1 )
p,
+f
1
K2 m1 , 0, p,
1 t2
2
2
f (m1 )
p,
285
K2 1, 0, , 1
= K2 1, 0, , 1
K2 1, 0, 2, 1
= K2 1, 0, 2, 1
,
= 2 22 0.828427
,
= 24 0.665495
K2 1, 0, 1, 1
= K2 1, 0, 1, 1
= 14 ,
K2 2, 0, , 1
= K2 2, 0, , 1
K2 2, 0, 2, 1
= K2 2, 0, 2, 1
0.11295
,
K2 2, 0, 1, 1
= K2 2, 0, 1, 1
0.151746
,
K2 3, 0, , 1
= K2 3, 0, , 1
K2 3, 0, 2, 1
= K2 3, 0, 2, 1
0.0472213
,
K2 3, 0, 1, 1
= K2 3, 0, 1, 1
0.0345377
.
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
The constants K2 2, 0, , 1
0.138151
,
0.0371021
,
and K2 2, 0, 1, 1
1t 2
1t 2
1t 2
dt =
2
1
1 t2
1
2
2
2
2
+f
(4)
f ( ) , (1, 1) ,
192
(8.23)
which is the well known two-point Chebyshev-Gauss formula of the first kind.
dt =
2
3
1
1t
1
f (t)
2
+
3
2
+ f (0) + f
2m+s1
(m + s)!
1
1
3
2
CG1
+ Tm+s
( f , 3)
(m+s1)
GCG1
(t)
m+s (t, 3)d f
and
f (t)
dt =
2
3
1
1t
1
2
+
+ f (0) + f
2m+s1
(m + s)!
1
1
3
2
CG1
+ Tm+s1
( f , 3)
CG1
Fm+s
(t, 3)d f (m+s1) (t).
286
1
f (t)
3
3
f
+ f (0) + f
dt
2
3
2
2
1
1t
1
K3 m1 , 0, p,
1 t2
f (m1 )
3
2
f (t)
dt
2
3
1
1t
1
+ f (0) + f
1
K3 m1 , 0, p,
1 t2
where
K3 1, 0, , 1
= K3 1, 0, , 1
K3 1, 0, 2, 1
= K3 1, 0, 2, 1
K3 1, 0, 1, 1
= K3 1, 0, 1, 1
1
= ,
6
K3 2, 0, , 1
= K3 2, 0, , 1
K3 2, 0, 2, 1
= K3 2, 0, 2, 1
0.0487106
,
K3 2, 0, 1, 1
= K3 2, 0, 1, 1
0.0931
,
K3 3, 0, , 1
= K3 3, 0, , 1
K3 3, 0, 2, 1
= K3 3, 0, 2, 1
0.0077668
,
K3 3, 0, 1, 1
= K3 3, 0, 1, 1
0.00959813
,
K3 4, 0, , 1
= K3 4, 0, , 1
K3 4, 0, 2, 1
= K3 4, 0, 2, 1
0.00146947
,
K3 4, 0, 1, 1
= K3 4, 0, 1, 1
0.002251
,
K3 5, 0, , 1
= K3 5, 0, , 1
K3 5, 0, 2, 1
= K3 5, 0, 2, 1
0.000348327
,
K3 5, 0, 1, 1
= K3 5, 0, 1, 1
0.000413232
.
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
1t 2
0.535898
,
0.4345
,
0.0578
,
0.009162
,
0.00165293
,
0.0003867
,
f (m1 )
p,
p,
1
f (t)
3
3
f
+ f (0) + f
+
f (6) ( ) ,
dt =
2
3
2
2
23040
1
1t
287
(8.24)
which is the well known three-point Chebyshev-Gauss formula of the first kind.
8.5
1t 2
,
1 t 2 f (t)dt =
n
Ak f (xk ) + En( f ),
2 k=1
(8.25)
where
2
k
sin2
, k = 1, . . . , n,
n+1
n+1
xk are zeros of Chebyshev polynomials of the second kind defined as
Ak =
Un (x) =
Un (x) has exactly n distinct zeros, all of which lie in the interval [1, 1] and
xk = cos
k
.
n+1
f (2n) ( ),
22n+1 (2n)!
(1, 1).
In the next theorem we establish Chebyshev-Gauss formulae of the second kind of Euler
type which are exact for all polynomials of degree m 1.
Theorem 8.6 Let us suppose f (m+s1) is a continuous function of bounded variation on
[1, 1] for some (m + s) 1. Then the following formulae hold
1
1
1 t 2 f (t)dt =
+
n
sin2
n + 1 k=1
2m+s1
(m + s)!
1
1
k
n+1
CG2
( f , n)
f (xk ) + Tm+s
(m+s1)
GCG2
(t)
m+s (t, n)d f
(8.26)
288
and
1
1
1 t 2 f (t)dt =
+
n
sin2
n + 1 k=1
2m+s1
(m + s)!
1
1
k
n+1
CG2
( f , n)
f (xk ) + Tm+s1
CG2
Fm+s
(t, n)d f (m+s1) (t),
(8.27)
where
CG2
Tm+s
( f , n) =
sin2
n + 1 k=1
k
B j+m
n+1
n
sin2
n + 1 k=1
t +1
dt
2
1 t 2B j+m
j=0
GCG2
m+s (t, n) =
2 j+m1
(m + j)!
xk + 1
2
k
Bm+s
n+1
xk t
2
Bm+s
xk t
2
ut
2
1 u2Bm+s
du
and
CG2
(t, n) =
Fm+s
n
sin2
n + 1 k=1
1
1
k
n+1
1 u2 Bm+s
ut
2
Bm+s
Bm+s
u+1
2
xk + 1
2
du.
1t 2
1 t 2 f (t)dt
n
sin2
n + 1 k=1
k
n+1
and
Let
CG2
f (xk ) Tm+s
( f , n)
2 1 t2
Kn m, s, p,
2
f (m+s)
(8.28)
and
1
1
1 t 2 f (t)dt
n
sin2
n + 1 k=1
k
n+1
CG2
( f , n)
f (xk ) Tm+s1
2 1 t2
Kn m, s, p,
2
f (m+s)
p.
(8.29)
1t 2
and Kn m, s, p, 2
1t 2
289
1t 2
and
1 t 2 f (t)dt =
2m+s1
CG2
f (0) + Tm+s
( f , 1) +
2
(m + s)!
1
1
(m+s1)
GCG2
(t)
m+s (t, 1)d f
and
1
1
1 t 2 f (t)dt =
2m+s1
CG2
f (0) + Tm+s1
( f , 1) +
2
(m + s)!
1
1
CG2
Fm+s
(t, 1)d f (m+s1) (t).
4 12 (t 1 t 2 + arcsint), 1 t 0,
1
2
0 < t 1.
4 2 (t 1 t + arcsint),
1 t2 f
2 1 t2
(t) dt f (0) K1 1, 0, p,
2
2
and
2 1 t2
(t) dt f (0) K1 1, 0, p,
f p,
2
2
2
2
2
where K1 1, 0, , 2 1t
= K1 1, 0, , 2 1t
= 34 , K1 1, 0, 2, 2 1t
2
2 1t 2
1, 0, 1, 2 1t 2
and
K
K1 1, 0, 2, 2 1t 1.15946
1,
0,
1,
=
K
= 12 .
1
1
1 t2 f
The first and the third constant have also been obtained in [73].
If the presumptions of the Theorem 8.2 hold, for m = 2 and s = 0 we get
1
1
1 t 2 f (t) dt =
f (0) +
f ( ) , (1, 1),
2
16
(8.30)
which is the well known one-point Chebyshev-Gauss formula of the second kind.
Remark 8.8 For n = 2, x1 = 12 and x2 = 12 we get two-point Chebyshev-Gauss formulae
of the second kind of Euler type
1
1
1
f
+f
4
2
2
m+s1
2
CG2
( f , 2) +
+Tm+s
(m + s)!
1 t 2 f (t)dt =
1
1
(m+s1)
GCG2
(t)
m+s (t, 2)d f
290
and
1
1 t 2 f (t)dt =
1
f
+f
4
2
1
2
CG2
( f , 2)+
+Tm+s1
2m+s1
(m + s)!
1
1
CG2
Fm+s
(t, 2)d f (m+s1) (t).
2 1 t2
1
1
2
1 t f (t) dt
f
+f
K2 m1 , 0, p,
4
2
2
2
1
1
1
(t) dt
f
+f
4
2
1 t2 f
where
K2 1, 0, ,
K2 1, 0, 2, 2
K2 1, 0, 1, 2
K2 2, 0, ,
K2 2, 0, 1, 2
1t 2
= K2 1, 0, ,
1t 2
= K2 1, 0, 2, 2
1t 2
= K2 1, 0, 1, 2
1t 2
= K2
1t 2
= K2 2, 0, 2, 2
1t 2
= K2 2, 0, 1, 2
K2 2, 0, 2, 2
2, 0, ,
1t 2
0.643534
,
1t 2
0.95661
,
1t 2
f (m1 )
p,
0.109429
,
1t 2
0.0968132
,
1t 2
0.1259202
,
p,
0.741144
,
1t 2
2 1 t2
K2 m1 , 0, p,
2
1
2
f (m1 )
2
2
K2 3, 0, , 2 1t = K2 3, 0, , 2 1t 0.023439
,
2
2
,
K2 3, 0, 2, 2 1t = K2 3, 0, 2, 2 1t 0.0218954
2
2
K2 3, 0, 1, 2 1t = K2 3, 0, 1, 2 1t 0.0273572
.
2
2
The constants K2 1, 0, , 2 1t , K2 1, 0, 1, 2 1t
and K2 2, 0, 1, 2
1t 2
1 t 2 f (t) dt =
1
f
+f
4
2
1
2
(4)
f ( ) , (1, 1) ,
768
(8.31)
which is the well known two-point Chebyshev-Gauss formula of the second kind.
Remark 8.9 For n = 3, x1 = 22 , x2 = 0 and x3 = 22 we get three-point ChebyshevGauss formulae of second kind of Euler type
2
2
CG2
2
f
+ 2 f (0) + f
+ Tm+s
1 t f (t)dt =
( f , 3)
8
2
2
1
2m+s1
(m + s)!
and
1
1
1 t 2 f (t)dt
=
8
+
(m+s1)
GCG2
(t)
m+s (t, 3)d f
2m+s1
(m + s)!
1
1
291
+ 2 f (0) + f
2
2
CG2
+ Tm+s1
( f , 3)
CG2
Fm+s
(t, 3)d f (m+s1) (t).
2
2
f
+ 2 f (0) + f
1 t 2 f (t) dt
8
2
2
1
2 1 t2
K3 m1 , 0, p,
f (m1 )
2
1
1
where
2
K3 1, 0, , 2 1t
2
K3 1, 0, 2, 2 1t
2
K3 1, 0, 1, 2 1t
2 1t 2
K3 2, 0, ,
2
K3 2, 0, 2, 2 1t
2
K3 2, 0, 1, 2 1t
2
K3 3, 0, , 2 1t
2 1t 2
K3 3, 0, 2,
2
K3 3, 0, 1, 2 1t
2
K3 4, 0, , 2 1t
1 t2 f
(t) dt
8
+ 2 f (0) + f
2 1 t2
K3 m1 , 0, p,
2
2
= K3 1, 0, , 2 1t
2
= K3 1, 0, 2, 2 1t
2
= K3 1, 0, 1, 2 1t
2 1t 2
= K3 2, 0, ,
2
= K3 2, 0, 2, 2 1t
2
= K3 2, 0, 1, 2 1t
2
= K3 3, 0, , 2 1t
2 1t 2
= K3 3, 0, 2,
2
= K3 3, 0, 1, 2 1t
2
= K3 4, 0, , 2 1t
0.53833976
,
0.478324
,
1
= ,
4
0.053417328
,
0.0493938
,
0.111306298
,
0.007288942
,
0.0067384
,
0.00925848
,
0.001123902
,
p,
2
2
f (m1 )
p,
292
K3 4, 0, 2, 2
K3 4, 0, 1, 2
K3 5, 0, ,
1t 2
= K3 4, 0, 2, 2
1t 2
= K3 4, 0, 1, 2
1t 2
= K3
1t 2
= K3 5, 0, 2, 2
1t 2
= K3 5, 0, 1,
K3 5, 0, 2, 2
K3 5, 0, 1,
5, 0, ,
1t 2
0.001081414
,
1t 2
0.001835586
,
1t 2
0.00022568
,
1t 2
0.000218644
,
1t 2
0.000280976
.
1 t2 f
(t) dt =
8
+ 2 f (0) + f
2
2
f (6) ( ) ,
92160
which is the well known three-point Chebyshev-Gauss formula of the second kind.
(8.32)
ADDENDUM
IYENGARS INEQUALITY
8.5.1 Weighted generalizations of Iyengar type inequalities
In 1938. K.S.K.Iyengar proved the following inequality (see [70]):
Theorem 8.8 Let f be a differentiable function on [a, b] and | f (x)| M. Then
1
ba
b
a
f (x)dx
.
2
4
4M(b a)
(1)
f (a) + f (b)
M(b a)
(1 q2),
2
4
where
A( f ; w) =
and
b
a w(x) f (x)dx
b
a w(x)dx
| f (b) f (a)|
.
M(b a)
In [82], G.Milovanovic generalized Theorem 8.8. He proved the following:
q=
(2)
(3)
(4)
Theorem 8.9 Let f be such that f LipM 1 , let w be an integrable function on (a, b) and
let there exist 1 such that 0 < c w(x) c for each x [a, b]. Then
1
M(b a) ( + q)(1 q2) + 2( 1)q
A( f ; w) ( f (a) + f (b))
2
2
2 (1 + q) ( 1)(1 + q2)
(5)
that for a function f defined on an interval [a,b], we write f LipM ( ) with M > 0 and 0 < 1
and say that f satisfies a Lipschitz condition of order with the Lipschitz constant M, if
| f (t2 ) f (t1 )| M|t2 t1 | , f or each t1 ,t2 [a,b].
For notational convenience, the class LipM (1) is denoted simply LipM .
293
294
8 ADDENDUM
f (n1) LipM ( )
Then we have
1
ba
b
a
1
f (x)dx ( f (a) + f (b))
2
M(b a) +n1
q
(6)
+n1 (1 ) +n1 = q,
q=
( + n 1)(n1)
| f (b) f (a)|,
M(b a) +n1
(7)
b
a
1
1
M(b a)2
f (b) f (a)
ba
(8)
f (n1) LipM ( )
b
1
f (x)w(x)dx ( f (a) + f (b))
w(x)dx
2
a
a
1 b
(| f (b) f (a) G(x) + F(x)| | f (b) f (a) + G(x) F(x)|) w(x)dx
+
4 a
1
2
b
a
1
2
b
a
295
(x a) +n1
(b x) +n1
, G(x) = M
.
(n1)
( + n 1)
( + n 1)(n1)
(10)
(x a) +n1
(x a) +n1
f (x) f (a) + M
,
(n1)
( + n 1)
( + n 1)(n1)
f (b) M
(b x) +n1
(b x) +n1
f
(x)
f
(b)
+
M
.
( + n 1)(n1)
( + n 1)(n1)
(11)
(12)
(13)
(14)
Now, multiply (14) by w(x) and then integrate over (a, b). We get:
1
2
b
a
1
2
1
2
b
a
1
f (a) + f (b)
2
1
F(x) + G(x) w(x)dx
2
f (x)w(x)dx
b
a
Applying
A B C B
a
b
a
w(x)dx
C+A
CA
2
2
(15)
(16)
296
8 ADDENDUM
Corollary 8.2 Let the assumptions of Theorem 8.11 be valid. Let function w be symmetric
a+b
about the mid-point a+b
2 , i.e. let w(x) = w(a + b x) for every x [a, 2 ]. Then we have
b
f (a) + f (b) b
w(x)dx
2
a
a
b
1 b
F(x)w(x)dx
| f (b) f (a) + G(x) F(x)|w(x)dx
2 a
a
f (x)w(x)dx
(17)
(a + b x a) +n1
= G(x),
( + n 1)(n1)
G(a + b x) = M
(b a b + x) +n1
= F(x).
( + n 1)(n1)
(18)
1
2
b
a
b
a
1
2
b
a
1
2
b
a
which is equal to the negative value of the right-hand side of (15). Therefore, (17) is
proved.
b
1
ba a
(19)
f (t)dt.
Corollary 8.3 Let the assumptions of Corollary 8.2 be valid and let there exist 1
such that 0 < c w(x) c for each x [a, b]. Then
1
A( f ; w) ( f (a) + f (b))
2
( + n)(1 ) + 2 +n1 2
(q + 1)
F(b)
+n2
+n1
2
( + n)(2
)+2
( 1) F(b) (q + 1) ( 1)
(20)
297
| f (b) f (a)|
,
F(b)
is the real root of the equation
+n1 (1 ) +n1 = q,
2F(b)
q
1 +n1 + [1 + ( + n 1)(2 1)] .
=
and
+n
2
q=
Proof. We start from (17). Using the symmetric property of function w and (18), write it
in a form
b
a
f (x)w(x)dx
1
2
b
a
A( f ; w)
1
2
b
a w(x)dx.
1
2
w(x)dx
b
a
It follows
f (a) + f (b)
2
b
a [F(x) + G(x)]w(x)dx
b
a w(x)dx
Set
B=
We have
and
[F(x) + G(x)]w(x)dx
f (a) + f (b)
2
1
2
b
a | f (b)
b
a [F(x) + G(x)]w(x)dx
.
b
a w(x)dx
4F(b)
F(x) + G(x) F(b), x [a, b]
2 +n
b
1
2F(b)
.
(F(x) + G(x))dx =
ba a
+n
Now we can apply (the right side of) (19). We get:
F(b)
= F(b)
Similarly, for
C=
4
2 +n
2
1 +n
+
2
4
+n 2 +n
4
1
+
2 +n
( + n)(1 ) + 2 +n1 2
2
+n
2
+n
b
a | f (b)
(21)
F(b)(q + 1)
(| f (b) f (a)| + F(b))
=
.
(| f (b) f (a)| + F(b)) ( 1)
F(b) (q + 1) ( 1)
(22)
298
8 ADDENDUM
Namely, we have
0 | f (b) f (a) + G(x) F(x)| | f (b) f (a)| + F(b) = F(b)(1 + q)
and
1
ba
= F(b)
b
a
1
0
2F(b)
q
1 +n1 + [1 + ( + n 1)(2 1)] .
+n
2
Remark 8.12 It should be noted that the first expression on the right side of (20) is of
the indeterminate form ( 00 ) for n = 1 and = 1, but the limit of that expression, as + n
approaches 2, is equal to 1, so this Corollary really is a generalization of Theorem 8.9.
c inequality
8.5.2 Improvements of the Milovanovic - Pecari
Yet another generalization of Iyengars inequality was given in [65] by A.Guessab and
G.Schmeisser. They studied, for each real number x [a, 12 (a + b)], the more general
quadrature formula
1
ba
b
a
f (t)dt =
1
( f (x) + f (a + b x)) + E( f ; x),
2
(23)
with E( f ; x) being the remainder. Before their main result is stated, a remark is needed.
Remark 8.13 Let f LipM and suppose that the graph of f passes through the point
( , ). Then from
| f (t) f ( )| M|t |
it follows
(24)
299
The functions ( , ;t) and ( , ;t) themselves belong to LipM . Moreover, if we know
k points (1 , 1 ), (2 , 2 ), . . . , (k , k ) on the graph of f , then the estimate (24) can be
refined. In fact, defining
we have
and
.
4
ba
4M(b a)
(25)
This inequality is sharp for each admissible x. Equality is attained if and only if f =
M f ( ; ) + c (c R) and
at x
xt
t x,
x t 12 (a + b + )
(26)
f ( ;t) :=
a + b x t + , 12 (a + b + ) t a + b x
t a b + x + , a + b x t b,
where R is any real number satisfying | | a + b 2x.
Proof. Let u, v R. Denote by FM (u, v) the class of all functions which belong to LipM
on [a, b] and satisfy f (x) = u and f (a + b x) = v. In view of Remark 8.13 with k = 2, we
have
max{u M|t x|, v M|t a b + x|}
f (t) min{u + M|t x|, v + M|t a b + x|}.
To shorten notation put
max{1 (t), 2 (t)} f (t) min{1 (t), 2 (t)}.
The assumption f LipM yields
|u v| M|2x a b| = M(a + b 2x)
and therefrom
M(a + b 2x) M|t x| + M|t a b + x|
u M|t x| v + M|t a b + x|
M(a + b 2x) M|t x| + M|t a b + x|
300
8 ADDENDUM
1 (t) 2 (t), t a,
while
1
uv
a+b+
2
M
1
uv
a+b+
,b .
2
M
1 (t) 2 (t), t
Further, note that
v M|t a b + x| = u M f
1
uv
uv
;t , x
a+b+
,b
M
2
M
where f is as in (26).
We conclude that
uv
;t , t [a, b]
M
vu
;t , t [a, b].
M
Thus, we have proved that for every f FM (u, v) we have (t) f (t) (t). Functions and are both in FM (u, v).
Now
|E( f ; x)| =
1
ba
sup
b
a
gFM (u,v)
f (t)dt
1
ba
b
a
u+v
2
g(t)dt
u+v
2
4(b a)
4M(b a)
Remark 8.14 Note that from Theorem 8.13 for x = a, we obtain the conclusion of Theorem 8.8 under a weaker hypothesis.
301
Next, we give an alternative proof of Theorem 8.13 which was published in [55] by
I.Franjic, J.Pecaric and I.Peric. First, notice that
ba
( f (x) + f (a + b x))
2
a + b 2x
( f (x) + f (a + b x)) + (x a) f (a + b x).
= (x a) f (x) +
2
(27)
The idea is to apply Ostrowskis inequality to the first and the last expression on the righthand side and Iyengars inequality to the middle one.
The well-known Ostrowskis inequality (cf. [88]) states that for a differentiable function f on (a, b) such that | f (x)| M for each x (a, b), we have
1
ba
b
a
x a+b
1
2
+
4
(b a)2
, x (a, b)
(28)
Now,
b
a
x
a
f (t)dt
f (t)dt
a + b 2x
( f (x) + f (a + b x))
2
+ (x a) f (a + b x)
M(x a)2
+
1
+
4
a+bx
a+x 2
x 2
(x a)2
a+bx
x
f (t)dt
f (t)dt
M
1
(a + b 2x)2
( f (a + b x) f (x))2
4
4M
+ M(b a b + x)2
=
ba
( f (x) + f (a + b x))
2
a + b x a+bx+b
1
2
+
4
(b a b + x)2
4
ba
4M(b a)
302
8 ADDENDUM
we have
b
a
f (t)w(t)dt
j=0
( + 1)
M
( + n + 1)
f ( j) (x)
j!
b
a
b
a
(t x) j w(t)dt
|t x| +n w(t)dt,
(29)
f ( j) (x)
(b x) j+1 (a x) j+1
j=0 ( j + 1)!
n
f (t)dt
M( + 1)
(b x) j+1 + (x a) j+1 .
( + n + 2)
(30)
f (n1) LipM ( )
a+b
, k = 1, 2, . . . , n 1.
2
Let w be a non-negative and integrable function on [a, b] and such that w(x) = w(a + b x),
for each x a, a+b
2 . Then we have
b
b
1
f (t)w(t)dt ( f (x) + f (a + b x))
w(t)dt
2
a
a
a+bx
1 a+bx
F(t)w(t)dt
| f (a + b x) f (x) + G(t) F(t)|w(t)dt
2 x
x
x
2M
+
|t x| +n1w(t)dt
(31)
( + n 1)(n1) a
where
F(t) = M
(t x) +n1
(a + b x t) +n1
, G(t) = M
.
(n1)
( + n 1)
( + n 1)(n1)
b
1
f (t)w(t)dt ( f (x) + f (a + b x))
w(t)dt
2
a
a
a+bx
a+bx
1
f (t)w(t)dt ( f (x) + f (a + b x))
w(t)dt
2
x
x
x
a
f (t)w(t)dt +
b
a+bx
1
( f (x) + f (a + b x))
2
f (t)w(t)dt
x
a
w(t)dt +
b
a+bx
w(t)dt
303
w(t)dt =
b
a+bx
w(t)dt.
Therefore
a+bx
I =
x
x
f (t)w(t)dt +
a+bx
x
x
a+bx
a+bx
x
w(t)dt
a+bx
1
f (t)w(t)dt ( f (x) + f (a + b x))
2
f (t)w(t)dt f (x)
1
f (t)w(t)dt ( f (x) + f (a + b x))
2
x
a
a+bx
x
x
a
w(t)dt
w(t)dt
w(t)dt
f (t)w(t)dt f (a + b x)
b
a+bx
w(t)dt .
Now, apply the weighted generalization of Iyengars inequality (17) to the first expression
on the right side and the weighted generalization of Ostrowskis inequality (29) to the
second and the third. It follows
I
a+bx
x
F(t)w(t)dt
( + 1)
( + n)
( + 1)
+M
( + n)
+M
x
a
1
2
a+bx
x
|t x| +n1w(t)dt
b
a+bx
|t (a + b x)| +n1w(t)dt.
Using the symmetric property of function w, it is easy to check that the second and the
third expression on the right side are equal and thus inequality (31) is proved.
Corollary 8.4 Let function f satisfy the assumptions of Theorem 8.15. Then we have
M
2(x a) +n
(b a)( + n)(n)
q
+ (a + b 2x) +n +n1 [1 + ( + n 1)(2 1)]
2
|E( f ; x)|
(32)
304
8 ADDENDUM
If we weaken the condition f (n1) LipM ( ) to f (n1) being continuous and satisfying
| f (n1) (t1 ) f (n1) (t2 )| M1 |t1 t2 | ,
|f
(n1)
|f
(n1)
(t1 ) f
(n1)
(t1 ) f
(n1)
t1 ,t2 [a, x]
t1 ,t2 [x, a + b x]
t1 ,t2 [a + b x, b]
(t2 )| M2 |t1 t2 | ,
(t2 )| M3 |t1 t2 | ,
(33)
b
1
f (t)w(t)dt ( f (x) + f (a + b x))
w(t)dt
2
a
a
a+bx
1 a+bx
F(t)w(t)dt
| f (a + b x) f (x) + G(t) F(t)|w(t)dt
2 x
x
x
M1 + M3
+
|t x| +n1w(t)dt
(34)
(n1)
( + n 1)
a
where
F(t) = M2
(t x) +n1
(a + b x t) +n1
, G(t) = M2
.
(n1)
( + n 1)
( + n 1)(n1)
(35)
Inequality (31) follows upon taking M1 = M2 = M3 and using concavity of function t for
(0, 1].
Another interesting result from [65] is the following theorem.
Theorem 8.16 Let f be a differentiable function defined on [a, b] with f LipM . Let
x a, a+b
2 , and suppose that f (x) = f (a + b x) = 0. Then the remainder in (23)
satisfies
|E( f ; x)|
M
M
( f (a + b x) f (x))2
1
(x a)3 + (a + b 2x)3
.
ba 3
32
2M(a + b 2x)
(36)
a t 14 (a + b + 2x) =: x1
x t,
1
f (t) := t 2 (a + b) + 2 , x1 t 14 (3a + 3b 2x) =: x2
a + b x t,
x2 t b,
where R is any real number satisfying | | 14 (a + b 2x).
Proof. Denote by F M () the class of all functions which are differentiable on [a, b] with
f belonging LipM and which satsify
f (a + b x) f (x) =
f (x) = f (a + b x) = 0.
and
1
ba
b
a
K(t) f (t)dt,
305
at x
a t,
K(t) := 12 (a + b) t, x < t a + b x
b t,
a + b x < t b.
|E( f ; x)| = S1 + S2 + S3 ,
(37)
where
S1 =
S2 =
S3 =
sup
f F M ()
sup
f F M ()
sup
f F M ()
1
ba
(a t) f (t)dt ,
a+bx
1
ba
x
b
1
ba
a+bx
1
(a + b) t
2
f (t)dt ,
(b t) f (t)dt .
M
ba
(t a)(x t)dt =
M(x a)3
.
6(b a)
(38)
a + b 2x
(t + 1)
2
a+bx
x
The condition f F
2
f
M(a + b 2x)
1
(a + b) t
2
M ()
g Lip1 ,
x+
f (t)dt = M
a + b 2x
(t + 1) .
2
a + b 2x
2
1
1
tg(t)dt.
where
and
1
1
g(t)dt = D
(39)
2
2
(40)
M a + b 2x
We can assume D is non-negative; otherwise, take g instead of g. Furthermore, assume
1
1 tg(t)dt is non-negative; otherwise, replace g by g(.), which is again a function satisfying (39). Now
a + b 2x 3
M
,
(41)
S2 =
ba
2
where is the solution of the following optimization problem:
D :=
306
8 ADDENDUM
(g) :=
Maximize
1
1
tg(t)dt
The solution of this problem is the function (for details see [65])
1 t, 1 t 12 (1 + D)
G (t) = t + D, 12 (1 + D) t 12 (1 D)
1 t, 12 (1 D) t 1.
and the maximal value of this functional is
:= (G ) =
1 D2
.
4
Now, combining (37)-(41), we readily obtain (36). Functions f for which equality is attained are easily deduced from G . The proof is thus completed.
b
a
M
1
( f (b) f (a))2
f (t)dt ( f (a) + f (b)) (b a)2
.
2
32
2M(b a)2
(42)
We will use, again, the same idea as in proof of Theorem 31, or more precisely, we will
now start from (29). To the middle part we apply (42):
a+bx
x
f (t)dt
a + b 2x
( f (x) + f (a + b x))
2
M
( f (a + b x) f (x))2
(a + b 2x)3
.
32
2M(a + b 2x)
(43)
To the first and the last part, we apply (30) for n = 1 and = 1. In that case (30) reduces
to
b
a
M
2
b
a
|t x|2 dt
(44)
f (t)dt (x a) f (x)
b
a+bx
M
(x a)3 ,
6
f (t)dt (x a) f (a + b x)
(45)
M
(x a)3 .
6
(46)
307
Once again, replacing condition f (n1) LipM ( ) with condition (33), gives us
|E( f ; x)|
1
M1 + M3
M2
( f (a + b x) f (x))2
(x a)3 +
(a + b 2x)3
.
ba
6
32
2M2 (a + b 2x)
1
1
f (x)dx (b a)( f (a) + f (b)) + (b a)2( f (b) f (a))
2
8
where
= f (a) 2
M
(b a)3
24
||3 (b a)3
,
72M
f (b) f (a)
+ f (b).
ba
(47)
(48)
Proof. Denote
Jf =
b
a
1
1
f (x)dx (b a)( f (a) + f (b)) + (b a)2( f (b) f (a)).
2
8
2
ba
1
2
1
8
b
a
a+b
2
f (x)dx
f (x)dx.
(49)
we have
1
a+b
x
2
2
a+b
2
+ 2 (b a) x
a+b
2
f (x)dx
M(b a)3F( ),
(50)
where
F( ) =
=
1
(b a)3
1
0
b
a
1
1
x
2
2
a+b
1
x
2
2
2
+ 2 x
1
2
+ 2 (b a) x
dx.
a+b
2
dx
308
8 ADDENDUM
The zeros of the integrands are x1 = 1/2 and x2 = 1/2 4 , so 0 x2 1/2 when
0 1/8, while 1/2 x2 1 when 1/8 0. Thus, for 0 18 :
F( ) =
1
2 4
0
1
2
1 4
2
1
1
x
2
2
2
1
1
x
2
2
+ 2 x
+ 2 x
1
2
dx
1
2
dx +
1
1
2
1
1
x
2
2
+ 2 x
1
2
dx
32
1
+ 3.
24
3
32
1
3.
24
3
= sgn()
||
32M(b a)
2M
ba
b
a
a+b
M
dx = (b a),
2
2
M
(b a)3
24
||3 (b a)3
.
72M
M
(b a)3
24
||3 (b a)3
72M
and thus
|J f |
M
(b a)3
24
||3 (b a)3
.
72M
309
||
M
ba
2 .
1
1
f (x)dx (b a)( f (a) + f (b)) + (b a)2( f (b) f (a))
2
8
||(b a)
M
(b a)3
24
6
M
ba 2
3
(b a)
.
24
6M
ba
2
||
M
f (b) f (a)
,
ba
1
2 ( f (b) f (a))2
M
f (x)dx (b a)( f (a) + f (b)) (b a)3
2
24
3 M(b a)
(51)
32
2M(b a)2
24
6
=
since now = 2
f (b) f (a)
.
ba
||(b a)
,
2M
M
| f (b) f (a)|
(b a)2
24
3(b a)
| f (b) f (a)|
M
| f (b) f (a)|
3(b a)
(b a)2
M
2M(b a)2
96
f (x)
. Now
M
|g(b) g(a)|
(g(b) g(a))2
(b a)2
.
2(b a)2
96
(52)
t2
t 3/2
.
3(b a) 2(b a)2
It is easy to check that t = (b a)2 /4 is the point in which the function h(t) attains its
maximal value which is (b a)2/96. This proves (52), and our claim.
310
8 ADDENDUM
1
1
f (x)dx (b a)( f (a) + f (b)) + (b a)2( f (b) f (a))
2
8
M
ba 2
(b a)3
,
24
16M
(53)
where is as in (48).
Proof. By Taylors expansion formula, for x [a, b] we get
f (x) f (a) + f (a)(x a) +
M
(x a)2
2
M
(b x)2.
2
and
f (x)dx f (a)
f (x)dx f (b)
Then
f (x)dx =
ba
ba
1
+ + f (a)
+
2
2
2
ba
ba
1
f (b)
2
2
2
c+
a
f (x)dx +
b
c+
+
2
M
6
ba
+
2
M
6
ba
f (x)dx F0 + F1 + 2 F2 ,
where
(b a)2
ba
M
( f (a) + f (b)) +
( f (a) f (b)) + (b a)3,
2
8
24
ba
F1 = f (a) f (b) +
( f (a) + f (b)),
2
1
F2 = ( f (a) f (b) + M(b a)).
2
F0 =
F ( ) = f (a) f (b) +
0 =
311
where is as in (48). Using Taylors expansion formula it is not difficult to verify that
|0 | (b a)/2. Thus,
b
a
f (x)dx F(0 )
=
(b a)2
M
ba 2
ba
( f (a) + f (b)) +
( f (a) f (b)) + (b a)3
.
2
8
24
16M
M
(x a)2
2
M
(b x)2.
2
and
f (x)dx
ba
M
ba 2
(b a)2
( f (a) + f (b)) +
( f (a) f (b)) (b a)3 +
2
8
24
16M
1
1
f (x)dx (b a)( f (a) + f (b)) + (b a)2( f (b) f (a))
2
8
M
(b a)22
(b a)3
24
8[M(b a) + f (a) f (b)]
(54)
which is exactly inequality (65) from Corollary 8.6 for m = M, only written in somewhat
different form. Obviously, the estimate (54) is better than the one in (53).
t
s
(55)
312
8 ADDENDUM
Theorem 8.19 Let f be continuous on [a, b] and differentiable on (a, b). Suppose f (a) =
f (b) = 0 and m f (x) M for every x (a, b). Let w(x) > 0 for every x [a, b]. If f = 0,
then m < 0 < M and
mha,1 (t1 ) Mhb,1(t1 )
where t0 =
Mamb
Mm
(a, b), t1 =
b
a
Mbma
Mm
(56)
(a, b).
Proof. m < 0 < M is a direct consequence of the Rolles Mean Value Theorem. The idea
is to apply Lagranges Mean Value Theorem in order to estimate the weighted integral.
Let (a, b). Now,
b
a
w(x) f (x)dx =
=
where a < 1 < < 2 < b. Using the fact that the first derivative is bounded we get
b
a
w(x) f (x)dx M
(x a)w(x)dx + m
(x b)w(x)dx
= Mha,1 () mhb,1().
(57)
We wish to determine the minimal value of the upper bound. From (55) it follows
dhs,k (t)
= (t s)k w(t),
dt
d(Mha,1 () mhb,1())
= [(M m) + (bm aM)]w().
i.e.
d
Mamb
Mm
w(x) f (x)dx m
(x a)w(x)dx + M
Mbma
Mm
= t0 (a, b).
(x b)w(x)dx
Theorem 8.20 Let f be continuous on [a, b] and differentiable on (a, b). Assume f is not
a constant function and that m f (x) M for every x (a, b). Let w(x) > 0 for every
x [a, b]. Then
f (b) f (a)
f (b) f (a)
M hb,1 (t3 )
m ha,1 (t3 )
ba
ba
b
f (b) f (a)
ha,1 (b)
w(x) f (x)dx f (a)ha,0 (b)
ba
a
f (b) f (a)
f (b) f (a)
m hb,1 (t2 )
M ha,1 (t2 )
ba
ba
(58)
313
(a, b), t3 =
(a, b).
w(x)(x)dx = (b a)
b
a
= (b a)
b
a
(x a)w(x)dx
Applying Theorem 8.19 to the function (x) now yields the statement.
Further results are given without proof. For details see [101].
Theorem 8.21 Let f be differentiable, f Cn1 ([a, b]) and such that m f (n) (x) M
for every x (a, b). Let w(x) > 0 for x [a, b]. If n is odd, then for every t (a, b)
mha,n (t) Mhb,n (t)
n!
b
a
w(x) f (x)dx +
n1
i=0
n!
(59)
b
a
w(x) f (x)dx +
n1
i=0
n!
(60)
Corollary 8.5 Let f Cn ([a, b]) and m f (n) M for x [a, b]. Denote
n1
w
(1)k k (k1)
u f
(v) + (1)n un ,
n!
k=1 k!
(61)
k Sn
(k)
= Sn (u, v, w).
uk
(62)
Sn (u, v, w) =
314
8 ADDENDUM
(1)i (i)
(i)
Sn+1 (a, a, m) Sn+1(b, b, m) t i
i!
i=0
n+1
i=0
b
a
f (x)dx
(1)i (i)
(i)
Sn+1 (a, a, M) Sn+1(b, b, M) t i ;
i!
(63)
i=0
(1)i (i)
(i)
Sn+1(a, a, m) Sn+1(b, b, M) t i
i!
n+1
i=0
b
a
f (x)dx
(1)i (i)
(i)
Sn+1 (a, a, M) Sn+1(b, b, m) t i .
i!
(64)
b2 f (b) a2 f (a)
2
(65)
2
Corollary 8.7 Let f be continuous on [a, b] and differentiable on (a, b). Suppose f is not
a constant function and m f (x) M for every x (a, b). Then
mM(b a)2 + 2(b a)[M f (a) m f (b)] + [ f (b) f (a)]2
2(M m)
b
a
f (x)dx
(66)
Remark 8.20 The inequality (66) was also derived by R.P.Agarwal and S.S. Dragomir
in [3]. Note that for m = M, (66) recaptures Iyengars inequality (1).
Remark 8.21 In [102], F.Qi, P.Cerone and S.S.Dragomir gave a generalization of Iyengars inequality using a generalized Taylors formula with an integral remainder. The main
tool used is a harmonic sequence of polynomials. A sequence of polynomials {Pi (x)}
i=0 is
called harmonic if
P0 (x) = 1.
Pi (x) = Pi1 (x), i N;
315
2(M m)(b a)
(67)
Inequality (67) is in fact inequality (66), only written in somewhat different form.
In [12], P.Cerone proved the following result for the trapezoidal rule:
Theorem 8.23 Let f : I R R be such that f (n1) is absolutely continuous on I (I
being the interior od I) and [a, b] I . Assume m = infx[a,b] f (n) (x) > and
M = supx[a,b] f (n) (x) < . Then
b
a
f (x)dx Ek (; a, b) + R
k=1
Mm
Mm
(U + L)
(U L)
2(n + 1)!
2(n + 1)!
(68)
where
Ek (; a, b) =
R=
1
[( a)k f (k1) (a) ( b)k f (k1) (b)]
k!
m
( b)n+1 ( a)n+1
(n + 1)!
L=
U=
(69)
(70)
(71)
(72)
1
f (n1) (b) f (n1)(a) m(b a) ,
=
Mm
1
f (n1) () f (n1)(a) m( a) ,
na =
Mm
1
f (n1) (b) f (n1)() m(b ) .
nb =
Mm
n0
(73)
(74)
(75)
316
8 ADDENDUM
k=0
f (k) (c)
(x c)k .
k!
1
(n + 1)!
b
bn0
(x b + n0)n+1 w(x)dx
(76)
b
1
(x a)n+1
Rn, f (a, x) m
w(x)dx
Mm a
(n + 1)!
b
1
[(x a)n+1 (x a n0)n+1 ]w(x)dx
(n + 1)! a
+
(ii)
(1)n+1
(n + 1)!
1
(n + 1)!
a+n0
a
(1)n+1
Mm
1
(n + 1)!
+
a+n0
(1)n+1
(n + 1)!
(a + n0 x)n+1 w(x)dx;
(a + n0 x)n+1 w(x)dx
b
a
b
a
Rn, f (b, x) m
(77)
(x b)n+1
w(x)dx
(n + 1)!
b
bn0
(x b + n0)n+1 w(x)dx;
317
A
where =
F(x)dx
b
a
F(x)G(x)dx A
a+
a
F(x)dx,
(78)
1 b
A a G(x)dx.
We introduce:
hk (s,t) =
1
k!
t
s
(x s)k w(x)dx
(79)
b
a
n1
(80)
k=0
b
a
f (x)w(x)dx +
n1
(81)
k=0
k = 0, 1, . . . n
k = 0, 1, . . . n 1
for each x [a, b]. Now we have: 0 Gn (x) M m, for each x [a, b] , so Gn (x)
satisfies the conditions of Theorem 8.25. It is easy to prove that
Fk (x) = Fk1 (x)
and from there we conclude that for x , function Fn1 (x) is nonincreasing. For x
and odd n, Fn1(x) is again nonincreasing. However, for x and even n, Fn1 (x) is
nondecreasing. Therefore, inequality (78) is in that case reversed.
318
8 ADDENDUM
b
bn0
Fn1 (x)dx
b
a
Fn1(x)Gn (x)dx (M m)
a+n0
a
Fn1 (x)dx.
where
b
1
( f (n) (x) m)dx
Mm a
as defined in (73). Using integration by parts and the fact that Fn1 (x) = Fn2 (x), we
easily obtain
n0 =
In =
=
b
a
b
a
Fn1(x)Gn (x)dx
(82)
n1
a+n0
Mm
(n 1)!
(t x)n1w(t)dt dx.
(83)
Assuming a + n0, we get the same expression for the upper bound again.
Analogously, after changing the order of integration in the case when b n0 , the
lower bound equals
Lo =
=
Mm
(n 1)!
bn0
(t x)n1w(t)dt dx
x
(M m)[hn (b n0, ) hn(b, )].
(84)
For b n0 , we get the same expression and thus, once again, obtain the same expression in both cases. Inequality (80) is produced by combining (82), (83) and (84), so the
statement is proved for the case when n is odd.
Assume now n is even. Fn1 (x) is nonincreasing on [a, ] so inequality (78) gives us:
Lae
(85)
It is easy to check that a + na . We calculate both lower and upper bound by changing
the order of integration:
Uea = (M m)
Lae = (M m)
a+na
a
na
(86)
(87)
na =
319
1
Mm
as defined in (74).
On [, b], Fn1(x) is nondecreasing so inequality (78) is reversed. We have:
b
Lbe
(88)
b
bnb
+nb
where
nb =
1
Mm
(89)
(90)
as defined in (75).
Addition of (85) and (88) gives:
Le In Ue
where
Ue = Uea + Ueb
and
Le = Lae + Lbe ,
and thus inequality (81) is produced. The proof of this theorem is now complete.
Remark 8.22 Taking w(x) = 1 in Theorem 8.26 recaptures Theorem 8.23. Taking = b
produces inequality (76) and = a produces inequality (77). Of course, for w(x) = 1,
n = 1 and = (a + b)/2, we get inequality (67) again.
Next, we prove an alternative inequality for an even n and thus generalize results from
[2]. Taking = (a + b)/2 and w(x) = 1 will produce results from there.
Theorem 8.27 Assume assumptions of Theorem 8.26 are valid. Then, for [a, b] and
even n, we have
m(hn (a, ) hn(b, )) + (M m)|hn(b n, )|
b
a
n1
(91)
320
8 ADDENDUM
1
n1 w(t)dt,
(n1)! x (t x)
x
1
n1
w(t)dt,
(n1)! (t x)
a x ,
x b.
(92)
From the proof of Theorem 8.26 it is clear that Fn1 is decreasing on [a, b]. Taking
Gn (x) =
f (n) (x) m, a x ,
M f (n) (x), x b.
(93)
Remark 8.23 Estimates for an even n from Theorem 8.26 are better than the ones from
Theorem 8.27. To prove this, we have to check that
|hn (a + n, )| hn (a + na, ) hn(b nb, ),
|hn (b n, )| hn ( na, ) hn( + nb, ).
(94)
(95)
c2 = b nb,
d1 = na,
d2 = + nb,
(96)
(97)
321
so LS LT .
Next, consider the case when n is even. The upper bound in (81) is
US = M[hn (a, ) hn(b, )] + (M m)[hn (b nb, ) hn(a + na, )]
and in (60)
so LS LT .
This completes the proof of the claim.
M(b a)3 M 3
+
+ b3
24
3 a
b
(b a)2
ba
( f (a) + f (b)) +
( f (b) f (a))
f (x)dx
2
8
a
M(b a)3 M
24
3
ba
a
2
ba
b
2
(98)
where
1
2M
1
b =
2M
a =
a+b
ba
,
f (a) +
2
4
a+b
ba
.
f (b) f
+
2
4
f
(99)
(100)
322
8 ADDENDUM
f (x)dx
(b a)2
ba
( f (a) + f (b)) +
( f (b) f (a))
2
8
M
|1 |3
(b a)3
,
24
24M 2
(101)
f (x)dx
(b a)2
ba
( f (a) + f (b)) +
( f (b) f (a))
2
8
M
(b a)222
(b a)3
24
8[M(b a) + f (a) f (b)]
(102)
f (a)
where 2 = f (a) 2 f (b)
+ f (b).
ba
In the same paper, Cheng showed that, for some classes of functions, inequality (102)
gives better estimations than inequality (101). Now, we prove that (98) is always better
than (101) and better than (102) for the same class of functions for which (102) is better
than (101).
Define:
3
M a+b
x ,
for x [a, b].
H(x) =
3
2
and
f (x)dx
(b a)2
ba
( f (a) + f (b)) +
( f (b) f (a))
2
8
M(b a)3
|H(a + )|,
24
(103)
M(b a)3
+ H( a) H( + b)
24
b
(b a)2
ba
( f (a) + f (b)) +
( f (b) f (a))
f (x)dx
2
8
a
M(b a)3
H(a + a) + H(b b),
24
where = a b + ba
2 .
H(x) is decreasing, H() = 0 and a + a b b , 0 a , b
a + a a + b b. Assume first a b . Then H(a + ) 0 and
H(a + ) H(a + a) H(a + a) H(b b),
(104)
ba
2 .
Also,
323
ba
a
2
ba
b
2
(105)
(b a)221
M 3
+ b3 ,
8[M(b a) + f (a) f (b)]
3 a
(106)
for f (x) = xn , n 5 on [0, 1]. Inequalities (105) and (106) in this case reduce to
n 2 n(n 1)
8n
3
1 1 21n
4 2(n 1)
n 2 n(n 1)
8n
3
1 1 21n
+
4 2(n 1)
1
21n
4 2(n 1)
1
21n
+
4 2(n 1)
(107)
(108)
Routine calculation shows that (107) is valid for n 5 (for n = 2 we get equality) and (108)
is valid for n 2. Thus, we have shown that (98) is better than (102) for the same class of
functions for which (102) is better than (101).
Further, with no loss in generality, we can consider functions on [0, 1] such that f (0) =
f (0) = 0 and | f (x)| 1. Inequalities (105) and (106) turn to:
[2 f (1) f (1)]2
1
1 f (1)
24
1
2
12f
1
[2 f (1) f (1)]2
1 f (1)
24
1
2
1+2f
1
2
+ 1 2 f (1) + 2 f
1
2
+ 1 + 2 f (1) 2 f
(109)
(110)
When f (1) = f (1) = 0, or, more generally, when 2 f (1) = f (1) and f (1) = 1, (98) gives
better estimates than (102), since the right-hand sides of (109) and (110) are obviously
positive. If we take f (1/2) = t, 0 t 1/2, when f (1) = 0, (109) and (110) reduce to
4 f 2 (1) t 2 + 1/12.
(111)
Maximizing the left-hand side of (111) using continuous piecewise linear function with
| f (x)| = 1 (where f exists), (111) will follow if
(t 2 t 1/4)2 t 2 + 1/12.
(112)
Using Wolframs Mathematica 5.0, we see that the approximate solutions on [0, 1/2] of the
equation in (112) are t1 = 0.044 and t2 = 0.395, so for 0 t t1 or t2 t 1/2, (98) is
better than (102). For t1 < t < t2 , (102) may give better estimates.
324
8 ADDENDUM
APPENDIX
et 1 k=0 k!
The first ten Bernoulli polynomials are
B0 (x) = 1
B1 (x) = x 1/2
B2 (x) = x2 x + 1/6
B3 (x) = x3 3/2 x2 + 1/2 x
B4 (x) = x4 2x3 + x2 1/30
B5 (x) = x5 5/2 x4 + 5/3 x3 1/6 x
B6 (x) = x6 3x5 + 5/2 x4 1/2 x2 + 1/42
B7 (x) = x7 7/2 x6 + 7/2 x5 7/6 x3 + 1/6 x
B8 (x) = x8 4x7 + 14/3 x6 7/3 x4 + 2/3 x2 1/30
B9 (x) = x9 9/2 x8 + 6x7 21/5 x5 + 2x3 3/10 x
B10 (x) = x10 5x9 + 15/2 x8 7x6 + 5x4 3/2 x2 + 5/66.
Differentiating (A-1) with respect to x gives
t
k
text
t
=
B (x).
et 1 k=0 k! k
k+1
text
t
=
Bk (x).
1 k=0 k!
et
325
Therefore
and thus
Bk (x) = kBk1 (x).
(A-2)
B0 (t) = 1,
Let m N. Then
emxt
et
k
t
t
= Bk (mx)
1 k=0 k!
and furthermore
emxt
emxt
t
=
et 1
m
mt(1 + et + . . . + e(m1)t )
emt 1
x+ j mt
1 m1 mt e m
=
emt 1
m j=0
1 m1 (mt)k
j
Bk x +
.
m j=0 k=0 k!
m
m1
Bk
j=0
x+
j
.
m
(A-3)
x R,
k1
(A-4)
so the graph of B2k (x) is symmetric with respect to the line x = 1/2, while the graph
of B2k1 (x) is centrally symmetric with respect to the point x = 1/2.
The kth Bernoulli number Bk is defined by the relation Bk = Bk (0). From (A-4) it
follows that
B2k (1) = B2k
and
B2k1 (1) = B2k1 ,
and therefore for k 2, we have
Bk (1) = Bk (0) = Bk .
Note that
B2k1 = 0,
k2
and
B1 (1) = B1 (0) = 1/2.
For k N
1
2
Bk
= (1 21k )Bk .
x R,
0 x < 1.
B2k+1 (x) =
(A-5)
(A-6)
For further details on Bernoulli polynomials and Bernoulli numbers see [1] or [75].
328
ADDENDUM
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