Numerous approximations of
RiemannStieltjes double integrals
Mohammad W. Alomari
2009
CONTENTS
CHAPTER I
PREFACE
CHAPTER II
LITERATURE REVIEW AND BACKGROUND
2.1 Introduction
2.2 Functions of bounded variation and bivariation
2.3 Inequalities for mappings of one variable
2.3.1 Ostrowski type Inequalities
2.3.2 Simpsons Type Inequalities
2.4 Inequalities for mappings of two variables
2.4.1 Ostrowski and Gruss type inequalities
2.4.2 Simpsons Type Inequalities
3
3
3
10
10
18
19
19
26
CHAPTER III
OSTROWSKIS TYPE INEQUALITIES
3.1 Introduction
3.2 Preliminaries and Lemmas
3.3 Ostrowski inequality for mappings bounded bivariation
3.4 Quadrature Rules For RSdouble integral
3.5 Approximations via BeesackDarstPollard inequality
3.6 Applications to Quadrature Formula
29
29
29
34
48
56
59
CHAPTER IV
ON AN OSTROWSKI TYPE FUNCTIONAL
4.1 Introduction
4.2 A functional Related to the Ostrowski inequality
4.3 integral representation of error
4.4 Error bounds
4.5 A numerical quadrature formula for the RSintegral
62
62
62
68
73
95
CHAPTER V
SOME RELATED INEQUALITIES
5.1 Introduction
5.2 Gruss type inequalities
5.3 Approximating real functions of two variables which possess nth derivatives
of bounded variation
5.4 Trapezoidtype rules for RSDouble integrals
97
97
97
108
125
BIBLIOGRAPHY
129
CHAPTER I
PREFACE
Rb
a
u is called the integrator, plays an important role in Mathematics. The approximation problem
Rb
of the RiemannStieltjes integral a f (t) du (t) in terms of the RiemannStieltjes sums have
been considered recently by many authors. However, a small attention and a few works
have been considered for mappings of two variables; i.e., The approximation problem of the
RbRd
RiemannStieltjes double integral a c f (t, s) ds dt u (t, s) in terms of the RiemannStieltjes
RbRd
double sums. This study is devoted to obtain several bounds for a c f (t, s) ds dt u (t, s)
under various assumptions on the integrand f and the integrator u. Mainly, the concepts
of bounded variation and bivariation are used at large in the context. Several proposed
cubature formula are introduced to approximate such double integrals. For mappings of two
variables several inequalities of Trapezoid, Gruss and Ostrowski type for mappings of bounded
variation, bounded bivariation, Lipschitzian and monotonic are introduced and discussed.
Namely, Trapezoidtype rules for RSDouble integrals are proved, and therefore the classical
HermiteHadamard inequality for mappings of two variables is established. A Korkine type
identity is used to obtain several Gruss type inequalities for integrable functions. Finally,
approximating real functions of two variables which possess nth partial derivatives of bounded
bivariation, Lipschitzian and absolutely continuous are established and investigated.
The main concern in this monograph is to study the approximation problem of the
RiemannStieltjes double integral in terms of the RiemannStieltjes double sums. In fact,
the Ostrowski inequality for mappings of two independent variables which are of bounded
bivariation, Holder continuous and absolutely continuous are used to discuss this problem.
In this way, an interesting study of the approximation problem of the RiemannStieltjes double
integral is presented and therefore several proposed cubature rules for mappings of two variables
are given.
The organization of this monograph is given as follows. The first chapter gives a general
introduction of the research work where the motivation and objectives are defined. In chapter
II, some basic concepts of bounded variation, RiemannStieltjes integral including some of
its properties are given. Some known inequalities of Ostrowskis type with some related
refinements and generalizations in one and two variables are given. In chapter III, several
new inequalities of Ostrowskis type are introduced. Trapezoid and Midpoint type rules for
double RiemannStieltjes double integral are proved. A generalization of the well known
BeesackDarstPollard inequality for double RSdouble integrals is also considered. Finally,
as applications, two cubature formulae are proposed. In chapter IV, in order to approximate the
RSdouble integrals some functionals are introduced and therefore several representations of
the errors are established. Finally, as application, a cubature formulae is proposed. In chapter
V, some related inequalities are proved. Namely, Gruss type inequalities are proved as well as
an approximation of a real function of two variables which possess nth partial derivatives of
bounded bivariation are established. Finally Trapezoidtype rules for RSdouble integrals are
provided are given.
M. W. Alomari
July 4, 2009
CHAPTER II
2.1
INTRODUCTION
This chapter shall be considered as a review of some famous, fundamental and basic concepts
of mappings of bounded variation and bounded bivariation in two variables with some of their
properties. As well as, several inequalities of Ostrowskis and Simpsons type in one and two
variables are reviewed.
2.2
(2.2.1)
holds. If (2.2.1) is strictly for all x 6= y and (0, 1), then f is said to be strictly convex. If the
inequality in (2.2.1) is reversed, then f is said to be concave. If (2.2.1) is strictly for all x 6= y
and (0, 1), then f is said to be strictly concave (see (Pecaric et al. 1992)).
The above proposition as well as the one below can be used to generate several examples
of monotonic and bimonotonic functions.
Proposition 2.2.2. (Ghorpade & Limaye 2009) Let I, J be nonempty intervals in R. The set
I + J := {x + yx I, y J} R. Further, consider : I + J R be any function and
consider f : I J R defined by f (x, y) = (x + y), for (x, y) I J. Then we have the
following
x+y <0
.
x+y 0
then it is easy to see that is increasing on [1, 1]. Similarly, if we fix x0 [1, 1] and
consider the function : [1, 1] R defined by
(
(x0 + 1) (y + 1) ,
(y) =
(x0 + 2) (y + 2) ,
x+y <0
x+y 0
then it is easy to see that is increasing on [1, 1]. It follows that f is monotonically
increasing on [1, 1]2 . However, f is not bimonotonic on [1, 1]2 . To see this note that
(0, 0) (1, 1) and f (0, 1) + f (1, 0) = 6 + 6 < 4 + 9 = f (0, 0) + f (1, 1), whereas
(1, 0) (0, 1) and f (1, 1) + f (0, 0) = 3 + 4 > 0 + 6 = f (1, 0) + f (0, 1).
2. Consider f : R2 R defined by f (x, y) := cos x + sin y. Using Proposition 2.2.1, we
readily see that f is bimonotonic, but not monotonic.
b
_
a
(f ) = sup
nX
o
(P ) : P P[a, b] ,
In two variables or more, the concept of bounded variation is quite different. According
to Clarkson and Adams (1933), several definitions have been given of conditions under which
Therefore, one can define the concept of total variation of a function of two variables, as
follows:
(f ) :=
d _
b
_
c
(f ) := sup
nX
n
P
f (xi , yi )
i=1
o
P : P P (Q) ,
Therefore, one can define the concept of total bivariation of a function of two variables,
as follows:
Let f be of bounded bivariation on Q, and let
corresponding to the partition P of Q. The number
_
Q
(f ) :=
d _
b
_
c
(f ) := sup
nX
n P
m
P
11 f (xi , yj )
i=1 j=1
o
P : P P (Q) ,
10
For further properties of mappings of bounded variation and bivariation we refer the
reader to the comprehensive book Ghorpade and Limaye (2009) .
2.3
2.3.1
For a differentiable mapping f defined [a, b] and f 0 be integrable on [a, b], then the Montgomery
identity
1
f (x) =
ba
f (t) dt +
P (x, t) f 0 (t) dt
(2.3.1)
ta
,
ba
tb
,
ba
a t x,
x < t b.
1
ba
"
#
a+b 2
x
1
2
f (u) du M (b a)
+
4
(b a)2
(2.3.2)
holds for all x [a, b]. The constant 14 is the best possible in the sense that it cannot be replaced
by a smaller constant.
In 1992, Fink and earlier in 1976, Milovanovic and Pecaric have obtained some
interesting generalizations of (2.3.2) in the form
!
Z b
n1
1
X
1
f (x) +
Fk (x)
f (t) dt C (n, p, x)
f (n)
n
ba a
k=1
where,
(2.3.3)
11
and, kkr , 1 r are the usual Lebesgue norms on Lr [a, b], i.e.,
kf k := ess sup f (t) ,
t[a,b]
and
kf kr :=
Z
1/r
f (t) dt
, 1 r < .
r
In fact, Milovanovic and Pecaric (see also Mitrinovic et al. (1994)) have proved that
C (n, , x) =
(x a)n+1 + (b x)n+1
,
(b a) n (n + 1)!
while Fink proved that the inequality (2.3.3) holds provided f (n1) is absolutely continuous on
[a, b] and f (n) Lp [a, b], with
1/q
(x a)nq+1 + (b x)nq+1
C (n, p, x) =
1/q ((n 1) q + 1, q + 1) ,
(b a) n!
for 1 < p , is the beta function, and
(n 1)n1
C (n, 1, x) =
max {(x a)n , (b x)n } .
n
(b a) n n!
In 2001, Dragomir proved the following Ostrowskis inequality for mappings of bounded
variation:
Theorem 2.3.2. (Dragomir 2001b) Let f : [a, b] R be a mapping of bounded variation on
[a, b]. Then we have the inequalities:
# b
"
Z b
a+b
_
x
2
1 +
f (x) 1
f
(t)
dt
(f ) ,
(2.3.4)
ba a
2 ba
a
W
for any x [a, b] , where ba (f ) denotes the total variation of f on [a, b]. The constant 21 is best
possible.
The following trapezoid type inequality for mappings of bounded variation holds:
Theorem 2.3.3. (Cerone & Dragomir 2000) Let f : [a, b] R, be a mapping of bounded
variation on [a, b], Then
Z b
b
_
1
f
(a)
+
f
(b)
f (t) dt (b a)
2 (b a) (f ) .
2
a
a
The constant
1
2
(2.3.5)
12
A generalization of (2.3.5) and 2.3.4 for mappings of bounded variation, was considered
by Cerone et al. (2000), as follows:
_
Z b
b
a
+
b
b
a
x
(f )
(b x) f (b) + (x a) f (a)
+
f
(t)
dt
2
2
a
a
1
2
(2.3.6)
In the same way, the following midpoint type inequality for mappings of bounded
variation was proved in Cerone and Dragomir (2000):
Theorem 2.3.4. (Cerone & Dragomir 2000) Let f : [a, b] R, be a mapping of bounded
variation on [a, b], Then
The constant
1
2
Z b
b
_
1
(b a) f a + b
f (t) dt (b a) (f ) .
2
2
a
a
(2.3.7)
In the recent paper Tseng et al. (2008), the authors have proved the following weighted
Ostrowski inequality for mappings of bounded variation, as follows:
Theorem 2.3.5. (Tseng et al. 2008) Let 0 1, g : [a, b] [0, ) continuous and
positive on (a, b) and let h : [a, b] R be differentiable such that h0 (t) = g(t) on [a, b]. Let
c = h1 1 2 h (a) + 2 h (b) and d = h1 2 h (a) + 1 2 h (b) . Suppose that f is of
bounded variation on [a, b], then for all x [c, d], we have
Z b
Z b
b
_
f (a) + f (b)
f (t) g (t) dt (1 ) f (x) +
g (t) dt K
(f ) (2.3.8)
2
a
where,
K=
1
2
max
Rb
2
and
Wb
Rb
g (t) dt + h (x) +
1
2
Rb
a
g (t) dt,
h(a)+h(b)
,
2
g (t) dt + h (x) +
h(a)+h(b)
, 2
2
Rb
a
o
g (t) dt ,
constant
for
2
3
1
2
0
1
2
<<
2
3
1
2
2
3
for 0
1
2
and the
13
(1
)
f
(x)
g
(t)
dt
+
f
(a)
g
(t)
dt
+
f
(b)
g
(t)
dt
a
Z b
Z x
_
Z
b
1
1 b
1 1
+
g (t) dt +
g (t) dt
g (t) dt (f ) (2.3.9)
2 2
2 a
2 a
a
a
where,
Wb
best possible.
1
2
+ 12 is the
In 2002, Guessab and Schmeisser, incorporate the midpoint and the trapezoid inequality
together, and they have proved the following companion of Ostrowskis inequality:
Theorem 2.3.7. (Guessab & Schmeisser 2002) Assume that the function f : [a, b] R is of
rHHolder type, where r (0, 1] and H > 0 are given, i.e.,
f (t) f (s) H t sr ,
], one has the inequality
for any t, s [a, b]. Then, for each x [a, a+b
2
Z b
f (x) + f (a + b x)
1
f
(t)
dt
2
ba a
"
#
2r+1 (x a)r+1 + (a + b 2x)r+1
H
. (2.3.10)
2r (r + 1) (b a)
This inequality is sharp for each admissible x. Equality is obtained if and only if f = Hf +c,
with c R and
(x t)r ,
f (t) =
(t x)r ,
f (a + b x) ,
atx
xt
a+b
2
a+b
2
tb
Dragomir (2002), has proved the following companion of the Ostrowski inequality for
mappings of bounded variation:
14
1
4
1 +
f
(t)
dt
(f ) ,
2
ba a
4 ba
a
Wb
a (f )
(2.3.11)
Dragomir (2000), has introduced an Ostrowski type integral inequality for the
RiemannStieltjes integral, as follows:
Theorem 2.3.9. (Dragomir 2000) Let f : [a, b] R be a function of bounded variation and
u : [a, b] R a function of rHHolder type, i.e.,
u (x) u (y) H x yr ,
x, y [a, b] ,
where r (0, 1] and H > 0 are given. Then, for any x [a, b],
Z b
[u (b) u (a)] f (x)
f (t) du (t)
a
"
#
x
b
_
_
H (x a)r
(f ) + (b x)r
(f )
a
(2.3.12)
x
b
b
W
W
W
r
r
1
1
(f
)
+
(f
)
(f
)
[(x
a)
+
(b
x)
]
2
2
x
ap b x p 1/p
W
W
qr
qr 1/q
H
(f )
, p > 1, p1 +
[(x
a)
+
(b
x)
]
(f
)
+
a
x
b
r W
1
a+b
(f )
2 (b a) + x 2
1
q
=1
where,
d
W
For other results concerning inequalities for Stieltjes integrals, see Liu (2004) and
Cerone and Dragomir (2002). In 2007, Cerone et al. established some Ostrowski type
inequalities for the Stieltjes integral where the integrand is absolutely continuous while the
integrator is of bounded variation. Also, the case when f 0  is convex was explored.
Recently, Dragomir (2008) provided an approximation for the function f which
possesses continuous derivatives up to the order n 1 (n 1) and has the nth derivative
15
of bounded variation, in terms of the chord that connects its end points A = (a, f (a)) and
B = (b, f (b)) and some more terms which depend on the values of the k derivatives of the
function taken at the end points a and b, where k is between 1 and n.
As pointed out by Dragomir, if f : [a, b] R is assumed to be bounded on [a, b]. The chord
that connects its end points A = (a, f (a)) and B = (b, f (b)) has the equation
df : [a, b] R,
df (x) =
1
[f (a) (b x) + f (b) (x a)] .
ba
Before that in (2007) Dragomir was introduced the error in approximating the value of the
function f (x) by df (x) with x [a, b] by f (x), i.e., f (x) is defined by:
f (x) :=
bx
xa
f (a) +
f (b) f (x) .
ba
ba
(f ) +
(f )
f (x)
ba
ba
a
x
a+b
x
Wb
1
2
a (f )
2
ba
W
q i 1
1 h Wx
q
q
b
bx p
xa p p
+ ba
( a (f )) +
;
x (f )
ba
p > 1, p1 + 1q = 1
1 Wb (f ) + 1 Wx (f ) Wb (f )
a
a
x
2
2
1
2
(2.3.13)
branches.
16
bounded variation on the interval [a, b], then for any x [a, b] we have the representation
1
[(b x) f (a) + (x a) f (b)]
ba
n
i
(b x) (x a) X 1 h
+
f (x) =
atx
(x t) (b x) ,
Sn (x, t) =
(1)n+1 (t x)n (x a) , a t x
Dn (f ; x, a, b) :=
(2.3.15)
and
1
En (f ; x, a, b) :=
ba
Sn (x, t) d f (n) (t)
(2.3.16)
under the assumptions of Theorem 2.3.11, Dragomir approximated the function f utilizing
the polynomials Dn (f ; x, a, b) with the error En (f ; x, a, b). In other words, we have f (x) =
Dn (f ; x, a, b) + En (f ; x, a, b) for any x [a, b].
More recently, Dragomir (2009) introduced an approximation for the RiemannStieltjes
Rb
integral a f (t) du (t) by the use of some generalized trapezoidtype rules. To be more specific,
Rb
we investigate the error bounds in approximating a f (t) du (t) by the simpler quantities:
1
f (b)
ba
u (t) dt u (a) + f (a) u (b)
1
ba
u (t) dt
(2.3.17)
17
and
[u (b) u (a)] f (b) + f (a)
provided the Riemann integral
Rb
a
1
ba
f (t) dt
(2.3.18)
g (t) := g (t)
and he gave the following representation
Theorem 2.3.12. (Dragomir 2009) If f, u : [a, b] R are bounded on [a, b] and such that the
Rb
Rb
RiemannStieltjes integral a f (t) du (t) and the Riemann integral a f (t) dt exist, then
Z
Z b
Z b
1
1
u (t) dt u (a) + f (a) u (b)
u (t) dt
f (t) du (t) f (b)
ba a
ba a
Z b
=
f (t) du (t) (2.3.19)
a
and
[u (b) u (a)] f (b) + f (a)
1
ba
Z b
f (t) dt
f (t) du (t)
a
Z b
=
u (t) df (t) (2.3.20)
a
Rb
a
f (t) du (t)
by the generalized trapezoid formulae (2.3.17) and (2.3.18) under various assumptions were
obtained in the same paper.
Mercer (2008) has introduced a midpoint and a trapezoid type rules for the
RiemannStieltjes integral which engender a natural generalization of Hadamards integral
inequality. Error terms are then obtained for this RiemannStieltjes Trapezoid Rule and other
related quadrature rules.
Theorem 2.3.13. (Mercer 2008) Let g be continuous and increasing, let c satisfy
Z b
g (t) dt = (c a) g (a) + (b c) g (b) ,
a
18
and let
1
G=
ba
If f 00 0, then we have
f (c) [g (b) g (a)]
g (t) dt
(2.3.21)
2.3.2
inequality
Zb
(b a)4
(4)
1 f (a) + f (b)
a
+
b
1
f
+ 2f
f (x) dx
3
2
2
b
a
2880
(2.3.22)
holds.
In 1999, Dragomir proved the Simpsons inequality for functions of bounded variation,
as follows:
Theorem 2.3.15. (Dragomir 1999) Let f : [a, b] R be a mapping of bounded variation on
[a, b]. Then we have the inequality:
b
Z
b
_
f (x) dx (b a) f (a) + f (b) + 2f a + b (b a)
(f ) ,
3
2
2
3
a
(2.3.23)
where
Wb
(f ) denotes the total variation of f on the interval [a, b]. The constant
1
3
is the best
possible.
In 2000, Pecaric and Varosanec, obtained some inequalities of Simpsons type for
functions whose nth derivative, n {0, 1, 2, 3} is of bounded variation, as follow:
19
Theorem 2.3.16. (Pecaric & Varosanec 2000) Let n {0, 1, 2, 3}. Let f be a real function on
[a, b] such that f (n) is function of bounded variation. Then
b
Z
f (x) dx (b a) f (a) + 4f a + b + f (b)
6
2
a
Cn (b a)n+1
b
_
a
f (n) , (2.3.24)
where,
1
1
1
1
, C3 =
,
C0 = , C1 = , C2 =
3
24
324
1152
and
Wb
f (n) is the total variation of f (n) on the interval [a, b].
In recent years, many authors have considered Simpsons like inequalities and therefore
several bounds are introduced, for details see Dedic et al. (2000), Dedic et al. (2001), Dedic
et al. (2001), Pecaric and Varosanec (2001), Dedic et al. (2005), Pecaric and Franjic (2006) and
Franjic et al. (2006)
2.4
2.4.1
In the recent papers Barnett and Dragomir (2001) and Dragomir et al. (2003), the authors have
proved the following inequality of Ostrowski type for double integrals:
Theorem 2.4.1. Let f : [a, b] [c, d] R be continuous on [a, b] [c, d]. Then for all
20
f (x, s) ds
f (t, y) dt
(d c) c
(b a) a
"
a+b 2 # "
c+d 2 #
2
x
y
f
2f
1
1
2
2
+
+
(b
a)
(d
c)
,
if
L (Q) ;
4
ba
4
dc
ts
ts
h (ba)(dc) i 1q h xa q+1
i 1 h yc q+1
i1
dy q+1 q
2 f
bx q+1 q
+ ba
+ dc
ts
,
,
ba
dc
(1+q)2
p
f
1
1
if ts Lp (Q) , p > 1, p + q = 1;
a+b
x
1 y c+d
2f
2f
1
2
2
2 + ba 2 + dc
L1 (Q)
ts
, if ts
a
(2.4.1)
and
2
Z b Z d 2
p1
f (t, s) p
f
, p 1.
ts dsdt
ts
:=
a
c
p
The best inequality we can get from (2.4.1) is the one for which x =
a+b
2
and y =
c+d
.
2
For some applications of the above results in numerical integration for cubature formulae see
Barnett and Dragomir (2001) and Dragomir et al. (2003).
In order to approximate the double integral
introduced the following representation:
RbRd
a
Theorem 2.4.2. (Dragomir et al. 2000) Let f : [a, b] [c, d] R be such that the partial
derivatives
exist and are continuous on [a, b] [c, d]. Then for all (x, y)
21
t a, t [a, x]
p (x, t) =
t b, t (x, b]
and
q (y, s) =
s c, s [c, y]
s d, s (y, d]
a+b
2
and y =
c+d
2
midpoint representation. Also, by letting (x, y) = (a, c) , (a, d) , (b, c) and (b, d) in (2.4.1), then
summing the obtained identities and do the required computations we obtain successively, we
obtain the following a trapezoid type identity
Z b Z d
1
f (a, c) + f (a, d) + f (b, c) + f (b, d)
=
f (t, s) dsdt
4
(b a) (d c) a c
Z bZ d
Z bZ d
c + d f
a + b f
+
t
(t, s) dsdt +
s
(t, s) dsdt
2
t
2
s
a
c
a
c
Z bZ d
a+b
c + d 2f
+
t
s
(t, s) dsdt (2.4.3)
2
2
ts
a
c
After that Dragomir et al. pointed out an inequality of Ostrowski type for mapping of two
independent variables, as follows:
Theorem 2.4.3. (Dragomir et al. 2000) Let f : [a, b] [c, d] R be such that the partial
derivatives
exist and are continuous on [a, b] [c, d]. Then for all (x, y)
(2.4.4)
22
where,
M1 (x) =
2
f
(x a+b
2 )
,
ba
t
1
(ba)2 +
4
(bx)q1 +1 +(xa)q1 +1
q1 +1
1
(ba)(dc) p1
1
q1
a+b
1
[ 2 (ba)+x 2 ]
f
(ba)(dc)
M2 (y) =
f (t,s)
t
f
,
t p1
1
(dc)2 +
4
(dy)q2 +1 +(yc)q2 +1
q2 +1
f (t,s)
t
1
(dc)(ba) p2
1
q2
f (t,s)
s
f
,
s p2
c+d
1
[ 2 (dc)+y 2 ]
f
,
(ba)(dc)
s 1
and
M3 (x, y) =
ih
i
2
14 (ba)2 +(x a+b
2 )
1
(ba)2 +
4
(bx)q3 +1 +(xa)q3 +1
q3 +1
(x a+b
2 )
(ba)(dc)
Lp1 (Q) ,
p1 > 1, p11 +
2
f
(y c+d
2 )
,
dc
t
f (t,s)
t
L (Q) ;
f (t,s)
s
L1 (Q) .
Lp2 (Q) ,
p2 > 1, p12 +
(ba)(dc)
a+b
c+d
1
1
f
[ 2 (ba)+x 2 ][ 2 (dc)+y 2 ]
ts
,
(ba)(dc)
1
2
f
ts
,
p3
1
q2
= 1;
L1 (Q) .
2
f
ts
,
= 1;
L (Q) ;
f (t,s)
s
1
1
q3 (dy)q3 +1 +(yc)q3 +1 q3
q +1
1
q1
2 f (t,s)
ts
L (Q) ;
2 f (t,s)
ts
Lp3 (Q) , .
p3 > 1, p13 +
2 f (t,s)
ts
1
q3
= 1;
L1 (Q) .
Therefore, several special cases, e.g., midpoint and trapezoid type inequalities were
obtained in Dragomir et al. (2000), as well as applications to cubature formulae are considered.
Hanna et al. (2002a) have obtained some generalizations of an Ostrowski type inequality
in two dimensions for ntime differentiable mappings
Theorem 2.4.4. (Hanna et al. 2002a) Let f : [a, b] [c, d] R be continuous on [a, b] [c, d]
, and assume that
n+m f
tn sm
23
n! , t [a, x]
Kn (x, t) =
,
(tb)n
, t (x, b]
n!
Sm (y, s) =
(sc)m
,
m!
s [c, y]
.
(sd)m
,
m!
s (y, d]
Z Z
n1 m1
b d
X
X
k+l f (x, y)
f (t, s) dsdt
Xk (x) Yl (y)
a c
tk sl
k=0 l=0
Z d
n1
X
k+m f (x, s)
m
(1)
Xk (x)
Sm (y, s)
ds
tk sm
c
k=0
Z d
m1
X
n+l f (t, y)
n
dt
(1)
Yl (y)
Kn (x, t)
tn sl
c
l=0
n+1
n+1
m+1
m+1
n+m f
1
(x
a)
+
(b
x)
(y
c)
+
(d
y)
(n+1)!(m+1)!
tn sm
n+m
if t
n sm L (Q)
h
i1 h
i1
,
n
m
n!m!
nq+1
mq+1
t s
p
n+m
f
1
1
if t
n sm Lp (Q) , p > 1, p + q = 1;
4n!m!
n+m
n+m
tn sm
(2.4.5)
n+m
p
Z b Z d n+m
p1
f
f (t, s)
, p 1,
tn sm
:=
tn sm dsdt
a
c
p
and
Xk (x) =
Yl (y) =
24
Keeping in mind that x and y are free parameters, then one can produce midpoint and
boundarypoint type results by choosing appropriate values for x and y. In addition choosing
values for n and m will recapture the earlier results of Hanna et al. (2000) and Dragomir et al.
(2000).
In order to compare the integral mean of the product with the product of the integral
(2.4.6)
and he has proved that for two integrable mappings f, g such that f (x) and
f (x) , the inequality
C (f, g)
holds, and the constant
1
4
1
( ) ( )
4
(2.4.7)
f (x) g (x) dx
f (x) dx
g (x) dx
a
Z Z
1 b b
[f (x) f (y)] [g (x) g (y)] dxdy (2.4.8)
=
2 a a
After that, and in order to represent the remainder of the Taylor formula in an integral
form which will allow a better estimation using the Gruss type inequalities, Hanna et al.
(2002b), generalized the above Korkine identity (2.4.8), for double integrals and therefore Gruss
type inequalities were proved. Namely, they proved
Theorem 2.4.5. (Hanna et al. 2002b) We assume that
f (x, y) f (u, v) M1 x u1 + M2 x u2
where, M1 , M2 > 0, 1 , 2 (0, 1] and
f (x, y) f (u, v) N1 x u1 + N2 x u2
25
where, N1 , N2 > 0, 1 , 2 (0, 1] for all (x, y), (u, v) [a, b] [c, d], then we have the
following inequality:
Z bZ
1
(b a) (d c)
a
(b a) (d c)
c
1 +1
1
(b a) (d c)
Z bZ
a
c
1
g (x, y) dydx
2 (b a) (d c)2
(b a)
+ M1 N 2
M1 N 1
(1 + 1 + 1) (1 + 1 + 2)
(1 + 1) (1 + 2) (2 + 1) (2 + 2)
+ M2 N 1
2 (b a)2 (d c)1
(b a)2 +2
+ M2 N 2
(2.4.9)
(2 + 1) (2 + 2) (1 + 1) (1 + 2)
(2 + 2 + 1) (2 + 2 + 2)
(b a) (d c)
2
L1 K 1
1
(b a) (d c)
Z bZ
a
g (x, y) dydx
(b a)
(b a) (d c)
(b a) (d c)
(d c)2
+ L1 K 2
+ L2 K 1
+ L2 K 2
. (2.4.10)
12
18
18
12
For approximation of multiple integrals see the classical book Stroud (1971).
Several
multivariate and univariate higher order Ostrowski type inequalities over Euclidean domains
as well as multivariate Fink type identity were recently proved in Anastassiou (1995),
Anastassiou (1997), Anastassiou (2002), Pachpatte (2002b), Pachpatte (2001), Pachpatte
(2002a) Anastassiou (2007) and Anastassiou and Goldstein (2007) and (2008). For recent
comprehensive list of refinements, counterparts and generalizations of Ostrowski integral
inequality see, Mitrinovic et al. (1993) and Dragomir and Rassias (2002), as well as the recent
PhD study, Hanna (2009) where the author introduced new multivariate approximations from a
generalized Taylor perspective in terms of Appell type polynomials.
26
2.4.2
Zhongxue (2008), has proved the following Simpson type inequality for mappings of two
independent variables:
Theorem 2.4.7. (Zhongxue 2008) Let f : [a, c] [b, d] R be an absolutely continuous
function, whose partial derivative of order 2 is f 00 L2 ([a, c] [b, d]). Then
f a, b+d + f a+c , b + f a+c , d + f c, b+d + 4f a+c , b+d
2
2
2
2
2
2
9
Rc
b+d
f
(s,
b)
+
4f
s,
+
f
(s,
d)
ds
f (a, b) + f (a, d) + f (c, b) + f (c, d)
2
+
a
36
6 (c a)
Rd
R
R
c
d
a+c
f
(a,
t)
+
4f
,
t
+
f
(c,
t)
dt
f
(s,
t)
dsdt
2
b
+ a b
6 (d b)
(c a) (d b)
[(c a) (d b)]1/2 p
(f 00 ), (2.4.11)
36
where () is defined by
(f ) =
kf k22
(c a) (d b)
Z c Z
a
2
f (s, t) dsdt ,
(2.4.12)
and
kf k22
Z c Z
a
1/2
f (s, t) dsdt
.
2
The inequality (2.4.11) is sharp in the sense that the constant 1/36 cannot be replaced by a
smaller one.
Another interesting result was considered by Zhongxue (2008), as follows:
Theorem 2.4.8. (Zhongxue 2008) Under the assumptions of Theorem 1, for any (x, y) [a, c]
[b, d], we have
Z c
Z d
(c a) (d b) f (x, y) (d b)
f (s, y) ds (c a)
f (x, t) dt
a
b
b+d
a+c
y
[f (c, d) f (a, d) f (c, b) + f (a, b)]
x
2
2
3
Z cZ d
[7 (c a) (d b)] 2 p
+
f (s, t) dsdt
(fst00 ), (2.4.13)
12
a
b
where (fst00 ) is defined above. The Inequality (2.4.13) is sharp in the sense that the constant
7 7
12
27
In his recent work, Liu (2010) has derived a new sharp inequality with a parameter for
the absolutely continuous function f : [a, c] [b, d] R whose partial derivative of order
2 is fst00 L2 ([a, c] [b, d]) via the new sharp bound (2.4.12), which will not only provide a
generalization of inequalities (2.4.11) and (2.4.13), but also gives some other interesting sharp
inequalities as special cases.
A generalization of (2.4.11) is considered recently by Liu (2010), as follows:
Theorem 2.4.9. (Liu 2010) Let the assumptions of Theorem 1 hold. Then for any [0, 1] and
(x, y) [a, c] [b, d], we have
(c a) (d b) (1 )2 f (x, y) + (1 ) [f (a, y) + f (c, y) + f (x, b) + f (x, d)]
2
2
+ [f (a, b) + f (a, d) + f (c, b) + f (c, d)]
4
b+d
a+c
2
y
[f (c, d) f (a, d) f (c, b) + f (a, b)]
(1 ) x
2
2
Z
db c
a+c
(2 ) (1 ) (c a) (d b) x
2
2
2
2
b+d
y
2
(1 ) (1 3 32 )
+
(c a) (d b)
12
"
2
2 #
a+c
b+d
2
2
(d b) x
+ (c a) y
2
2
)1
2
2 p
(1 3 32 )
(c a)3 (d b)3
+
(fst00 )
144
(2.4.14)
where (fst00 ) is defined above. The inequality (2.4.14) is sharp in the sense that the coefficient
constant 1 of the righthand side cannot be replaced by a smaller one.
28
a+c
,b
2
a+c
2
+f
and y =
a+c
,d
2
b+d
2
with = 31 , we get
+ f c, b+d
+ 2f
2
a+c b+d
, 2
2
Rc
f (s, b) + 2f s, b+d
+ f (s, d) ds
f (a, b) + f (a, d) + f (c, b) + f (c, d)
2
a
+
16
4 (c a)
Rd
RcRd
a+c
f
(a,
t)
+
2f
,
t
+
f
(c,
t)
dt
f
(s,
t)
dsdt
2
b
a b
+
4 (d b)
(c a) (d b)
[(c a) (d b)]1/2 p
(f 00 ), (2.4.15)
48
CHAPTER III
3.1
INTRODUCTION
In this chapter, several new inequalities of Ostrowskis type are introduced. Trapezoid and
Midpoint type rules for double RSdouble integral are proved. A generalization of the well
known BeesackDarstPollard inequality for double RSdouble integrals is also considered.
Finally, as applications, two cubature formulae are proposed.
3.2
and
30
n X
m
X
S=
f (i , j ) 11 (xi , yj )
i=1 j=1
tends to a finite limit as the norm of the subdivisions approaches zero, the integral of f with
respect to is said to exist. We call this limit the restricted integral, and designate it by the
symbol
Zb Zd
a
(3.2.1)
n X
m
X
f (ij , ij ) 11 (xi , yj ),
i=1 j=1
(3.2.2)
The existence of (3.2.2) implies both the existence of (3.2.1) and its equality to (3.2.2). On the
other hand, Clarkson (1933) has shown that the existence of (3.2.1) does not imply the existence
of (3.2.2) (see Clarkson (1933)).
Lemma 3.2.1. (Integration by parts) If f RS() on Q, then RS(f ) on Q, and we have
Z dZ b
Z dZ b
(t, s) dt ds f (t, s)
f (t, s) dt ds (t, s) +
c
RdRb
c
(3.2.3)
(t,
s)
t
s
c
(3.2.4)
31
Consider an arbitrary RiemannStieltjes sum for the integral (t, s) dt ds f (t, s), say
S (P, f, ) =
=
m X
n
X
j=1 i=1
m X
n
X
(ti , sj ) 11 f (xi , yj )
(ti , sj ) f (xi1 , yj1 )
j=1 i=1
m X
n
X
m X
n
X
(ti , sj ) f (xi1 , yj )
j=1 i=1
m X
n
X
j=1 i=1
(ti , sj ) f (xi , yj ),
j=1 i=1
m X
n
X
j=1 i=1
m X
n
X
j=1 i=1
m X
n
X
j=1 i=1
m X
n
X
f (xi1 , yj ) (xi1 , yj )
f (xi , yj ) (xi , yj ).
j=1 i=1
m X
n
X
j=1 i=1
m X
n
X
+
+
j=1 i=1
m X
n
X
j=1 i=1
m X
n
X
j=1 i=1
The sums on the right can be combined into a single sum of the form S (P 0 , f, ), where P 0 is
that partition of Q obtained by taking the points (ti , sj ), (xi , yj ) together. Then P 0 is finer than
P and hence finer than P . Therefore the inequality (3.2.4) is valid and this means that we have
Z dZ b
A S (P, f, )
f (t, s) dt ds (t, s) < ,
c
RdRb
c
32
Proof. First of all, we note that, by Lemma 3.2.1, a second sufficient condition can be obtained
by interchanging f and in the hypothesis. It suffices to prove the theorem when is
bimonotonically increasing with (a, ) (b, ), (, c) (, d) and (t, s) (x, y),
for all t < x and s < y in Q. Since f is continuous on Q then f is uniformly continuous on Q,
i.e., > 0 there exists > 0, such that
f (x, y) f (t, s) <
A
whenever
where A = 4 [ (b, d) (b, c) (a, d) + (a, c)]. If P is a partition of Q with kP k < ,
then for P finer than P we must have Mij (f ) mij (f ) /A, where
Mij (f ) mij (f ) = sup {f (x, y) f (x, s) f (t, y) + f (t, s) : (x, y) , (t, s) Q} .
Multiplying the inequality by 11 and summing, we find
m
XX
11 = < .
U (P, f, ) L (P, f, )
A j=1 i=1
4
Hence, f RS() on Q.
Lemma 3.2.3. Assume that g RS() on Q and is of bounded bivariation on Q, then
Z d Z b
_
sup g (x, y)
g
(x,
y)
d
d
(x,
y)
() .
(3.2.5)
x
y
c
(x,y)Q
RdRb
c
x0 < x1 < < xn = b and m := c = y0 < y1 < < ym = d be a partitions of [a, b] and
[c, d]; respectively. Let
n,m :=
33
m1
n1
XX
(n)
(m)
g (x, y) dx dy (x, y) = lim
g i , j
11 (xi , yj )
l(n,m )0
j=0 i=0
lim
l(n,m )0
m1
n1
XX
j=0 i=0
(n) (m)
g i , j
11 (xi , yj )
n,m
(x,y)Q
m1
n1
XX
11 (xi , yj )
j=0 i=0
() ,
which is required.
Lemma 3.2.4. Let g be a continuous mapping on Qb,d
a,c and is bimonotonic nondecreasing
on Qb,d
a,c , then
Z
Proof. Let
nm :=
Z
g (x, y) dx dy (x, y)
(3.2.6)
m1
n1
XX
(n) (m)
g (x, y) dx dy (x, y) = lim
g i , j
11 (xi , yj )
l(n,m )0
j=0 i=0
lim
l(n,m )0
m1
n1
XX
j=0 i=0
which is required.
(n) (m)
g i , j
11 (xi , yj )
holds
Z
g (x, y) dx dy (x, y) L
(3.2.7)
34
RdRb
c
x0 < x1 < < xn = b and m := c = y0 < y1 < < ym = d be a partitions of [a, b] and
[c, d]; respectively. Let
nn := {(x0 , y0 ) , (x1 , y1 ) , , (xn , y0 ) , , (xn , yn )}
be a partition of Q and l (nn ) := max {xi+1 xi , yj+1 yj } be the length of Q, therefore,
i,j
Z d Z b
n1 X
n1
X
(n) (n)
g
(x,
y)
d
d
(x,
y)
=
lim
g
[
(x
,
y
)
(x
,
y
)]
x y
i i
i1 i1
i
j
l(nn )0
c
a
j=0 i=0
lim
l(nn )0
L
=L
n1 X
n1
X
j=0 i=0
lim
l(nn )0
(n) (n)
g i , j  (xi , yi ) (xi1 , yi1 )
n1 X
n1
X
(n) (n)
g i , j (xi , yi ) (xi1 , yi1 )
j=0 i=0
which is required.
3.3
In this section and in order to approximate the RiemannStieltjes double integral, some of
Ostrowski, trapezoid and Simpson type inequalities are proved.
We begin with the following generalization of (2.3.4):
Theorem 3.3.1. Let f : Q R be a mapping of bounded bivariation on Q. Then for all
(x, y) Q, we have the inequality
Z dZ b
(b a) (d c) f (x, y)
f
(t,
s)
dtds
c a
a + b
d c
c + d _
b a
+ x
+ y
(f ) , (3.3.1)
2
2
2
2
Q
where
f (t, s) dtds,
35
(t a) (s d) dt ds f (t, s) = (x a) (d y) f (x, y)
(t b) (s c) dt ds f (t, s) = (b x) (y c) f (x, y)
f (t, s) dtds,
f (t, s) dtds,
and
(t b) (s d) dt ds f (t, s) = (x b) (y d) f (x, y)
f (t, s) dtds.
f (t, s) dtds
where,
P (x, t; y, s) =
(t a) (s c) ,
(t a) (s d) ,
(t b) (s c) ,
(t b) (s d) ,
(f )
(f ) ,
but,
M = max {(x a) (y c) , (x a) (d y) , (b x) (y c) , (b x) (d y)}
x,y
= max max {(x a) (y c) , (x a) (d y) , (b x) (y c) , (b x) (d y)} ,
x
36
M = max (x a) max {(y c) , (d y)} , (b x) max {(y c) , (d y)}
x
+ y
,
2
2
2
2
it follows that,
Z d Z b
P (x, t; y, s) dt ds f (t, s)
c
a
a + b
d c
c + d _
b a
+ x
+ y
(f ) ,
2
2
2
2
Q
f
(t,
s)
dtds
(f ) ,
2
2
4
c
a
Q
+ y
(f ) .
2
2
2
2
Q
A generalization of the trapezoid inequality (2.3.5) for mappings of two variables may
be stated as follows:
Theorem 3.3.5. Let f : Q R be a mapping of bounded bivariation on Q. Then for all
(x, y) Q, we have the inequality
Z dZ b
(b a) (d c)
[f
(b,
d)
f
(b,
c)
f
(a,
d)
+
f
(a,
c)]
f
(t,
s)
dtds
4
c
a
(b a) (d c) _
(f ) , (3.3.2)
4
Q
The constant
1
4
37
R (t, s) dt ds f (t, s)
(b a) (d c)
[f (b, d) f (b, c) f (a, d) + f (a, c)]
=
4
c+d
where, R (t, s) = t a+b
s
, a t b ; c s d.
2
2
f (t, s) dtds,
d _
b
_
(b a) (d c) _
(f ) ,
R (t, s) dt ds f (t, s) sup R (t, s)
(f ) =
4
(t,s)Q
which is required.
f (t, s) dt ds (t, s)
c
a
_
sup  (t, s)
(f ) . (3.3.3)
Z
(t,s)Q
(t, s) dt ds f (t, s) +
f (t, s) dt ds (t, s)
(t,
s)
d
d
f
(t,
s)
sup

(t,
s)
(f ) ,
t s
c
which is required.
(t,s)Q
38
__
1
(u)
(f, u, m, M ; Q) (M m)
2
c a
(3.3.5)
Z b
a
RdRb
c
m+M
f (t, s)
2
f (t, s)
m+M
2
dt ds u (t, s)
_
d _
b
d _
b
_
1
m+M
(u) (M m)
(u)
sup f (t, s)
2
2
(t,s)Q
c a
c a
Now, we consider an Ostrowski type inequality for (1 , 2 )Holder type mapping on the
coordinate.
Definition 3.3.8. A function f : Qb,d
older type mapping on the
a,c R is to be of (1 , 2 )H
coordinate, if for all (t1 , s1 ) , (t1 , s1 ) Qb,d
a,c , there exist H1 , H2 > 0 and 1 , 2 > 0 such that
f (t1 , s1 ) f (t2 , s2 ) H1 t1 t2 1 + H2 s1 s2 2 .
If 1 = 2 = 1, then f is called (L1 , L2 )Lipschitz on the coordinate, i.e.,
f (t1 , s1 ) f (t2 , s2 ) L1 t1 t2  + L2 s1 s2  .
39
(u). (3.3.6)
H1
2
2
2
2
2
b,d
Qa,c
sup
(t,s)Qb,d
a,c
(u) .
Qb,d
a,c
(t,s)Qb,d
a,c
1
2
H1 x t + H2 y s
sup
(t,s)Qb,d
a,c
s[c,d]
1
= H1 max (x a) , (b x)
+ H2 max (y c) , (d y)
1
a + b
d c
c + d 2
b a
+ x
+ H2
+ y
= H1
2
2
2
2
Z dZ b
[u (b, d) u (b, c) u (a, d) + u (a, c)] f (x, y)
f (t, s) dt ds u (t, s)
c
a
1
!
a + b
d c
c + d 2 _
b a
+ x
+ H2
+ y
(u),
H1
2
2
2
2
b,d
Qa,c
40
such that
f (t1 , s1 ) f (t2 , s2 ) L1 t1 t2  + L2 s1 s2  .
Then for all (x, y) Qb,d
a,c , we have the inequality
Z dZ b
[u (b, d) u (b, c) u (a, d) + u (a, c)] f (x, y)
f (t, s) dt ds u (t, s)
c a
a + b
d c
c + d
ba
+ x
+ L2
+ y
(3.3.7)
L1
2
2
2
2
b,d
Theorem 3.3.11. Let f : Qb,d
a,c R be a mapping of bounded bivariation on Qa,c and u :
Qb,d
older mapping on the coordinate. Then for all (x, y) Qb,d
a,c R be a (1 , 2 )H
a,c , we
have the inequality
h
 (f, u; x, a, b; y, c, d) H1 (x a)
y x
i _
_
+ H2 (y c)
(f )
2
+ H1 (b x)
y b
i _
_
+ H2 (y c)
(f )
2
h
i
+ H1 (x a)1 + H2 (d y)2
h
+ H1 (b x)1
c x
d _
x
_
y
(f )
d _
b
i _
2
+ H2 (d y)
(f ) ,
y
(3.3.8)
where,
(f, u; x, a, b; y, c, d)
:= [u (b, d) u (b, c) u (a, d) + u (a, c)] f (x, y)
f (t, s) dt ds u (t, s)
41
I2 :=
I3 :=
and
I4 :=
42
sup
(t,s)Qx,y
a,c
sup
y x
_
_
c
(t,s)Qb,y
x,c
sup
sup
y b
_
_
c
(t,s)Qx,d
a,y
(f )
(t,s)Qb,d
x,y
d _
x
_
y
(f )
d _
b
_
y
(f )
(f ) .
However,
u (t, s) u (a, c) H1 t a1 + H2 s c2 ,
so that,
sup
(t,s)Qx,y
a,c
sup
(t,s)Qx,y
a,c
H1 t a1 + H2 s c2
= H1 (x a)1 + H2 (y c)2 .
Similarly, for
sup
(t,s)Qb,y
x,c
sup
(t,s)Qx,d
a,y
and
sup
(t,s)Qb,d
x,y
43
a+b
2
and y =
c+d
,
2
we get inequalities
(x, y) Qa,c2
(b a) (d c)
[f (x, y) + f (a + b x, y) + f (x, c + d y) + f (a + b x, c + d y)]
4
Z dZ b
f (t, s) dtds
c
a
d b
b a
3a + b
d c
3c + d _ _
+ x
+ y
(f ) . (3.3.9)
4
4
4
4
c a
a+bx
a+b
(s c) dt ds f (t, s)
t
2
a+b
a+b
=
x (y c) f (a + b x, y) x
(y c) f (x, y) (3.3.11)
2
2
(3.3.10)
c+dy
(t b) (s c) dt ds f (t, s) = (x a) (y c) f (a + b x, y)
(3.3.12)
a+bx
c+d
(t a) s
2
dt ds f (t, s)
c+d
c+d
= f (x, c + d y) (x a)
y + f (x, y) (x a)
y
(3.3.13)
2
2
a
44
c+dy
c+dy
a+bx
c+d
s
dt ds f (t, s)
2
a+b
c+d
= f (a + b x, c + d y)
x
y
2
2
c+d
a+b
x
y
+ f (a + b x, y)
2
2
a+b
c+d
+ f (x, c + d y) x
y
2
2
c+d
a+b
y
(3.3.14)
+ f (x, y) x
2
2
a+b
t
2
c+d
(t b) s
2
a+bx
dt ds f (t, s)
c+d
c+d
= f (a + b x, c + d y) (x a)
y + f (a + b x, y) (a x) y
2
2
y
(3.3.15)
d
c+dy
c+dy
(t a) (s d) dt ds f (t, s) = (x a) (y c) f (x, c + d y)
a+bx
(3.3.16)
a+b
t
2
(s d) dt ds f (t, s)
a+b
a+b
x (d y) f (a + b x, c + d y) + x
(c y) f (x, c + d y)
2
2
(3.3.17)
c+dy
(t b) (s d) dt ds f (t, s) = f (a + b x, c + d y) (x a) (d y) (3.3.18)
a+bx
f (t, s) dtds
c
a
Z dZ b
=
K1 (x, t) K2 (y, s) dt ds f (t, s),
c
where,
t a,
K1 (x, t) =
,
t a+b
2
t b,
t [a, x]
t (x, a + b x] ,
t (a + b x, b]
45
and
s c,
K2 (y, s) =
s c+d
,
2
s d,
s [a, y]
s (y, c + d y]
s (c + d y, d]
f (t, s) dtds
c
a
Z d Z b
_
(f ) .
=
K1 (x, t) K2 (y, s) dt ds f (t, s) sup K1 (x, t) K2 (y, s)
c
(x,y)Qb,d
a,c
Qb,d
a,c
Since
c+d
a+b
sup K1 (x, t) K2 (y, s) = max (x a) ,
x
max (y c) ,
y
y
x
2
2
(x,y)Qb,d
a,c
3a + b
d c
3c + d
b a
+ x
+ y
.
=
4
4
4
4
1. x = a and y = c, we get
Z dZ b
(b a) (d c)
[f (a, c) + f (b, c) + f (a, d) + f (b, d)]
f (t, s) dtds
4
c
a
(b a) (d c) _
(f ) . (3.3.19)
4
b,d
Qa,c
2. x =
3a+b
4
and y =
3c+d
,
4
we get
(b a) (d c)
3a
+
b
3c
+
d
a
+
3b
3c
+
d
3a
+
b
c
+
3d
f
,
+f
,
+f
,
4
4
4
4
4
4
4
Z d Z b
(b a) (d c) _
a + 3b c + 3d
,
f (t, s) dtds
(f ) . (3.3.20)
+f
4
4
16
c
a
b,d
Qa,c
46
3. x =
a+b
2
and y =
c+d
,
2
we get
Z
a
+
b
c
+
d
(b a) (d c) f
,
2
2
(b a) (d c) _
f (t, s) dtds
(f ) .
4
b,d
Qa,c
(3.3.21)
f (s, t) dtds
2
2
a
c
(b a) (d c) _
(f ) , (3.3.22)
9
Q
where
c+d
2
5c + d
5a + b
s
t
dt ds f (t, s)
6
6
a
c
(b a) (d c)
a+b c+d
=
f
,
9
2
2
a+b
c+d
(b a) (d c)
f
, c + f a,
18
2
2
Z a+b Z c+d
2
2
(b a) (d c)
+
f (a, c)
f (s, t) dtds
36
a
c
47
a+b
2
5a + c
c + 5d
s
t
dt ds f (t, s)
c+d
6
6
a
2
(b a) (d c)
a+b c+d
=
f
,
9
2
2
(b a) (d c)
c+d
a+b
f a,
f
,d
18
2
2
Z a+b Z d
2
(b a) (d c)
f (s, t) dtds
f (a, d)
c+d
36
a
c+d
2
a + 5b
5c + d
s
t
dt ds f (t, s)
a+b
6
6
c
2
(b a) (d c)
a+b c+d
=
f
,
9
2
2
(b a) (d c)
c+d
a+b
+
f b,
f
,c
18
2
2
Z b Z c+d
2
(b a) (d c)
f (b, c)
f (s, t) dtds
a+b
36
c
and
b
c + 5d
a + 5b
t
dt ds f (t, s)
s
a+b
c+d
6
6
2
2
a+b c+d
(b a) (d c)
f
,
=
9
2
2
(b a) (d c)
c+d
a+b
+
f b,
+f
,d
18
2
2
Z b Z d
(b a) (d c)
+
f (b, d)
f (s, t) dtds
a+b c+d
36
(b a) (d c)
[f (b, d) f (b, c) f (a, d) + f (a, c)]
36
(b a) (d c)
a+b
c+d
a+b c+d
+
f
, d + f b,
+ 4f
,
9
2
2
2
2
Z b Z d
c+d
a+b
, c f a,
f (s, t) dtds
f
2
2
a
c
48
where,
K (s, t) =
5a+b
6
5a+b
6
a+5b
6
a+5b
6
5c+d
6
c+5d
6
5c+d
6
c+5d
6
as
a+b
,c
2
as
a+b c+d
, 2
2
a+b
2
< s b, c t
a+b
2
< s b, c+d
< t d.
2
c+d
,
2
< t d,
c+d
,
2
(f ) ,
9
(x,y)Q
c
a
c a
c a
In this section and using Mercer approach to prove Theorem 2.3.13, we introduce the following
quadrature rule for RiemannStieltjes double integral. Looking for a trapezoidal rule for the
double RSintegral, we seek numbers A, B, C and D such that
Zb Zd
a
f (x, y) dy dx g (x, y)
= Af (a, c) + Bf (a, d) + Cf (b, c) + Df (b, d)
is equality for f (x, y) = 1,f (x, y) = x,f (x, y) = y and f (x, y) = xy. That is,
Zb Zd
a
Zb Zd
Zb Zd
a
Zb Zd
a
and
1dy dx g (x, y) = A + B + C + D,
49
Solving these equations for A, B, C and D, we obtain our double RStrapezoidal rule:
Zb
Zd
Zb Zd
1
1
g (x, c) dx
g (a, y) dy
f (x, y) dy dx g (x, y) = g (a, c)
ba
dc
a
c
a c
b
d
Z Z
1
+
g (x, y)dydx f (a, c)
(b a) (d c)
a c
Zb
Zd
1
1
g (x, d) dx
g (a, y) dy
g (a, d)
ba
dc
a
c
b
d
Z Z
1
+
g (x, y)dydx f (a, d)
(b a) (d c)
a c
Zb
Zd
1
1
g (b, c)
g (x, c) dx
g (b, y) dy
ba
dc
a
c
b
d
Z Z
1
+
g (x, y)dydx f (b, c)
(b a) (d c)
a c
Zb
Zd
1
1
g (x, d) dx
g (b, y) dy
+ g (b, d)
ba
dc
a
c
b
d
Z Z
1
g (x, y)dydx f (b, d) .
+
(b a) (d c)
a
Looking for a midpoint rule for the double RSintegral, we seek A R and (t, s) [a, b][c, d]
such that
Zb Zd
a
f (x, y) dy dx g (x, y)
= Af (t, s) ,
1dy dx g (x, y) = A,
Zb Zd
a
Zb Zd
a
Solving these equations for A, t and s, we obtain our double RSmidpoint rule:
Zb Zd
a
f (x, y) dy dx g (x, y)
= [g (b, d) g (a, d) g (b, c) + g (a, c)] f (t, s)
50
where,
b [g (b, d) g (b, c)] a [g (a, d) g (a, c)]
Rb
t=
and
Rd
s=
Theorem 3.4.1. Let g : R2 R be continuous and increasing, let (t, s) [a, b] [c, d] satisfy
Zb
Zd
and
If
2f
xy
f (x, y) dy dx g (x, y)
a
g (a, c)
1
ba
g (a, d)
g (b, c)
Zb
g (x, c) dx
1
dc
where,
(3.4.1)
+ g (b, d)
Zd
c
g (a, y) dy + G f (a, c)
1
ba
Zb
1
ba
Zb
a
Zd
1
ba
Zb
Zd
g (x, d) dx
1
dc
Zd
c
g (x, c) dx
1
dc
g (x, d) dx
1
dc
1
G=
(b a) (d c)
Zb Zd
a
g (a, y) dy + G f (a, d)
g (b, y) dy + G f (b, c)
g (b, y) dy + G f (b, d) .
g (x, y) dydx.
51
Zd
g (u, y) dy ,
G2 (v) =
Zb
g (x, v) dx,
so that
H (t, s) =
Z t Zs
a
h (u, v) dvdu
I =
Zb Zd
a
Zb Zd
a
d
f (u, v) dv du g (u, v) [g (u, v) G1 (u) G2 (v) + G] f (u, v)ba
c
d
f (u, v) dv du h (u, v) h (u, v) f (u, v)ba ,
c
therefore using integration by parts twice, then using H (a, c) = H (a, d) = H (b, c) =
H (b, d) = 0, we see that
I =
Zb Zd
a
H (u, v)
2f
(u, v) dvdu.
uv
2f
uv
Zx Zy
a
h (u, v) dvdu 0,
52
Z1 Z2
a
h (u, v) dvdu +
Zb
h (u, v) dvdu
1 2
Z2
h (u, v) dvdu +
Zx Zy
Zx Zy
h (u, v) dvdu
1 2
Z2
h (u, v) dv +
Zy
h (u, v) dv du
Zb Z2
Zd
Zb
= g (u, v) g (u, y) dy g (x, v) dx + G dv
x
Z2
Zy
Z2
c
Z2
c
Zb
Zb
g (u, y) dy
g (u, v)
c
d
Z
Zb
Zb
g (u, v) du +
Zb
x
Zb Zd
g (u, v) du +
a
b
Z
g (x, v) dx + G du
Zb Zb
g (u, y) dydu +
g (x, v) dxdu
g (x, v) dxdu
Gdudv
Zb
x
Zb
a
Zb
x
Zb Zb
g (u, y) dydu + (b x)
g (x, v) dx + Gdu dv
x
Zb Zd
x
Zb
g (u, y) dydu +
Zb Zd
g (x, v) dx + G dv du
Zd
g (u, v) du +
g (u, y) dy
g (u, y) dy
g (u, v) du +
Zb
Zb
a
Zd
g (u, v)
Zd
b
Z
Zy
Z2
Zy
g (u, v)
Zy
g (u, y) dydu + (b x)
Gdudv
g (x, v) dx (b x) Gdv
Zb
a
g (x, v) dx (b x) Gdv
Zy
53
Zd
Zy
Zd
Zd
(b x) g (x, v)dv (b x)
Zd
g (x, d)dv
(b x)
Zd
g (b, v)dv + (d y) (b x) G
(b x) (d y) g (x, y) 2 (b x) (d y) g (b, d) + (d y) (b x) G
= (b x) (d y) [g (x, y) 2g (b, d) + G]
0,
so the claim is proved because g is increasing.
For the lefthand inequality, we begin instead with
(
g (x, d) g (x, c) g (a, d) + g (a, c) , x [a, t]
d
hc (x) =
g (x, d) g (x, c) g (b, d) + g (b, c) , x (t, b]
Here again,
Hcd
(x) =
Zx
clearly
Hcd
(b) =
Zt
Zb
Zb
54
(y) =
Zy
clearly
Hcd
Zs
Zd
Zd
Zx Zy
a
Zb Zd
Zb
Zd
H (x, y)
2f
(x, y) dydx.
xy
2f
xy
0 and so
55
(x) =
Zx
(x) =
Zt
Zx
Zx
Zb
Zb
Zb
again since g is increasing. Similarly one can prove that Hab (y) 0, and therefore our second
claim is proved, which completes the proof of the theorem.
56
f (t, s) dt ds u (t, s) A
inf
(t,s)Qb,d
a,c
_
f (t, s) + S u; Qb,d
(f )
a,c
(3.5.1)
Qb,d
a,c
where,
A := [u (b, d) u (b, c) u (a, d) + u (a, c)]
and
S u; Qb,d
a,c :=
sup
[u (1 , 2 ) u (1 , 2 ) u (1 , 2 ) + u (1 , 2 )] .
a1 <1 b
c2 <2 d
By replacing u with (u) in (3.5.1), we can also obtain the dual Beesack inequality
Z dZ b
_
f (t, s) dt ds u (t, s) A inf f (t, s) + s u; Qb,d
(f )
(3.5.2)
a,c
c
(t,s)Qb,d
a,c
Qb,d
a,c
where,
s u; Qb,d
a,c :=
inf
a1 <1 b
c2 <2 d
[u (1 , 2 ) u (1 , 2 ) u (1 , 2 ) + u (1 , 2 )] .
Proof. We observe first that it is enough to prove the inequality in the case inf f = 0, when it
becomes
Z
_
Q
(f ) .
(3.5.3)
57
For the general case can be obtained from (3.5.3) by replacing h in it by f inf f . Clearly we
may also suppose that for some (1 , 2 ), f (1 , 2 ) = 0. Since
Z dZ b
Z d Z 1
f (t, s) dt ds u (t, s) =
f (t, s) ds dt u (t, s)
c
a
c
a
Z d Z 1
+
f (t, s) ds dt [u (t, s)]
c
f (t, s) dt ds u (t, s)
Z 2 Z b
+
f (t, s) dt ds [u (t, s)],
a
and
sup
b1 <1 1
{[u (1 , )] [u (1 , )]} = S u; Qb,d
1 ,c ,
sup
{[u (, 2 )] [u (, 2 )]} = S
d2 <2 2
u; Qb,d
a,2
therefore, we need only to show that, if f 0 and f (b, ) = 0, then (3.5.3) holds.
To observe that let us assume that u (a, ) = 0 = u (, c).
Define (t, s) :=
inf u (1 , 2 ) and
a1 t
c2 s
(t, s) := u (t, s) (t, s) = sup {u (t, s) u (1 , 2 )} S u, Qt,s
a,c .
a1 t
c2 s
Then, is nonincreasing, (t, ) = 0 = (, c), and 0 (t, s) S u, Qt,s
a,c . Moreover, we
have
f (t, s) dt ds u (t, s) =
f (t, s) dt ds (t, s) +
c
a
c
Z dZ b
f (t, s) dt ds (t, s)
0+
c
a
Z dZ b
=
(t, s) dt ds f (t, s)
c
kk
f (t, s) dt ds (t, s)
(f )
_
S u, Qb,d
(f ) ,
a,c
which proves (3.5.1). Similarly, one can obtain (3.5.2) by replacing u with (u) in (3.5.1), and
thus the proof is completely established.
58
As in one variable, a careful examination of the above proof, shows that the continuity
of u was only used at two points of the proof: first, to justify the assumption that f (1 , 2 ) = 0
for some (1 , 2 ) Q in the second reduction step of the proof; finally, to justify the existence
RdRb
of the integral c a f (t, s) dt ds (t, s) (since the continuity of follows from the continuity
of u). In the following we show that the bounds (3.5.1), (3.5.2) remain valid even if u is not
RdRb
continuous on Q, provided only that u is bounded on Q and c a f (t, s) dt ds u (t, s) exists.
We observe first that when u is bounded with u (a, ) = 0 = u (, c), and if (t, s) :=
inf u (1 , 2 ), for all t [a, b] and s [c, d], it follows that, is decreasing on Q. Now, it
a1 t
c2 s
RdRb
c
assertion, it suffices to rearrange the proof of Theorem 3.5.1 somewhat in order to avoid the
necessity of assuming that f vanishes at some point of Q when m = inf f = 0. As in the proof
of Theorem 3.5.1, the general case of (3.5.1) follows from the case m = 0, so we are to prove
that (3.5.3) holds, when inf f = 0. Given an integer n 1 there exists (1n , 2n ) Q such that
f (1n , 2n ) = 0. Writing
Z dZ b
Z
f (t, s) dt ds u (t, s) =
c
1n
f (t, s) ds dt u (t, s)
Z d Z 1n
+
f (t, s) ds dt [u (t, s)]
c
2n
f (t, s) dt ds u (t, s)
Z 2n Z b
f (t, s) dt ds [u (t, s)],
+
a
and note that f (t, s), f (t, s) and f (t, s) are nonnegative on their respective intervals of
integration and
n
d
_
_1
c
(f (t, s)) =
d _
b
_
c
(f (t, s))
1n
and
2n b
__
d
(f (t, s)) =
d _
b
_
2n
(f (t, s)) ,
n ,d
b,2n
b,d
also, S u (t, s) , Qb,c1
= S u (t, s) , Qb,d
and
S
u
(t,
s)
,
Q
=
S
u
(t,
s)
,
Q
1n ,c
a,d
a,2n ,c .
59
2n
1n
a1 t
c2 s
1n ,2n
2 1
_
_
(f )
c
a
2n 1n
__
n n
n n
1 ,2
1 ,2
f (1n , 2n ) S u, Qa,c
+ S u, Qa,c
(f )
c
1n ,2n
2n
1n
1n ,2n
u, Qb,d
1n ,2n
1n ,2n
u (t, s) , Qb,d
2n 1n
_
_
(f )
d b
2n 1n
_
_
(f )
n n
= S u (t, s) , Qb,d
1n ,2n f (1 , 2 ) +
d _
b
_
2n
1n
(f ) .
so that (3.5.1) follows on letting n . Therefore, we just have proved the following fact:
b,d
Theorem 3.5.2. Let f, u : Qb,d
a,c R be such that f is of bounded bivariation on Qa,c , u is
RdRb
bounded on Qb,d
a,c and c a f (t, s) dt ds u (t, s) exists. Then, (3.5.1) and (3.5.2) hold.
In this section, we apply some of the above obtained inequalities to give a sample of proposed
quadrature rules for RiemannStieltjes integral. Let us consider the arbitrary division In : a =
60
x0 < x1 < < xn1 < xn = b, and Jm : c = y0 < y1 < < yn1 < yn = d, where
i [xi , xi+1 ] (i = 0, 1, , n 1) and j [yj , yj+1 ] (j = 0, 1, , m 1) are intermediate
points. Consider the Riemann sum
R (f, In , Jm , , ) =
m1
n1
XX
(xi+1 xi ) (yj+1 yj ) f (i , j )
(3.6.1)
j=0 i=0
(3.6.2)
where R (f, In , Jm , , ) is the Riemann sum defined in (3.6.1) and the remainder the through
the approximation E (f, In , Jm , , ) satisfies the bound
E (f, In , Jm , , )
y_
j+1 xi+1
n1 m1
_
X
X xi+1 xi
x
+
x
y
y
y
+
y
i
i+1
j+1
j
j
j+1
+ i
+ j
(f ).
2
2
2
2
y
x
i=0 j=0
j
(3.6.3)
Proof. Applying Theorem 3.3.1 on the bidimentional interval [xi , xi+1 ] [yj , yj+1 ], we get the
required result.
Similarly, we can give the following estimation for the Simpsons rule for mappings of
bounded variation in two independent variables:
Theorem 3.6.2. Let f as in Theorem 3.3.15. Then we have
Z dZ b
f (t, s) dtds = RS (f, In , Jm , , ) + ES (f, In , Jm , , ) ,
c
(3.6.4)
(xi+1 xi ) (yj+1 yj )
[f (xi+1 , yj+1 ) f (xi+1 , yj ) f (xi , yj+1 ) + f (xi , yj )
36
yj + yj+1
xi + xi+1
xi + xi+1
, yj+1 + 4f xi+1 ,
4f
, yj
+ 4f
2
2
2
Z yj+1 Z xi+1
xi + xi+1 yj + yj+1
yj + yj+1
+ 16f
,
f (t, s) dtds,
+ 4f xi ,
2
2
2
yj
xi
61
and the remainder the through the approximation ES (f, In , Jm , , ) satisfies the bound
j+1 xi+1
n1 m1
X
X (xi+1 xi ) (yj+1 yj ) y_
_
ES (f, In , Jm , , )
(f )
9
y
x
i=0 j=0
j
(3.6.5)
Proof. Applying Theorem 3.3.15 on the bidimentional interval [xi , xi+1 ] [yj , yj+1 ], we get the
required result.
CHAPTER IV
4.1
INTRODUCTION
This chapter is devoted to introduce some functionals related with the Ostrowski integral
inequality for mappings of two variables and therefore several representations of the errors
are established. Therefore, inequalities of Trapezoid and Ostrowski type are discussed. Finally,
as application, a cubature formula is given.
4.2
Z dZ b
g (b, d) g (a, d) g (b, c) + g (a, c)
f (t, s) dtds
f (x, y) dx dy g (x, y)
(b a) (d c)
"
# c a
1
2
_
(b a)
(d c)
+ H2 2 +1
(g) , (4.2.1)
H1 1 +1
2
(1 + 1)
2
(2 + 1)
a,b
Qc,d
where
63
f (t, s) dtds
f (x, y) dx dy g (x, y)
(b a) (d c)
c
Z ad Z b
c a
Z dZ b
1
=
f (x, y)
f (t, s) dtds dx dy g (x, y)
(b a) (d c) c a
c
a
Z dZ b
_
1
sup f (x, y)
f (t, s) dtds
(g)
(b a) (d c) c a
(x,y)Qa,b
a,b
Qc,d
c,d
Z
sup
a,b
1
(b a) (d c) (x,y)Q
c,d
dZ
_
b
[f (x, y) f (t, s)] dtds
(g) .
(4.2.2)
Qa,b
c,d
f
(t,
s)]
dtds
c
a
Z dZ b
(y c)2 +1 + (d y)2 +1
(x a)1 +1 + (b x)1 +1
+ H2 (b a)
= H1 (d c)
1 + 1
2 + 1
and therefore,
Z d Z b
sup
[f (x, y) f (t, s)] dtds
(x,y)Qa,b
c,d
"
(y c)2 +1 + (d y)2 +1
(x a)1 +1 + (b x)1 +1
+ H2 (b a)
sup
H1 (d c)
1 + 1
2 + 1
(x,y)Qa,b
c,d
"
#
(x a)1 +1 + (b x)1 +1
H1 (d c) sup
1 + 1
(x,y)Qa,b
c,d
"
#
(y c)2 +1 + (d y)2 +1
+ H2 (b a) sup
2 + 1
(x,y)Qa,b
c,d
1 +1
= H1 (d c)
(b a)
(d c)2 +1
+
H
(b
a)
.
2
21 +1 (1 + 1)
22 +1 (2 + 1)
64
f (t, s) dtds
f (x, y) dx dy g (x, y)
(b a) (d c)
c
a
c
a
Z d Z b
_
1
sup
[f (x, y) f (t, s)] dtds
(g)
(b a) (d c) (x,y)Qa,b c a
a,b
Qc,d
c,d
"
H1
_
(d c)2
(b a)1
+
H
(g) ,
2
21 +1 (1 + 1)
22 +1 (2 + 1)
a,b
Qc,d
as required.
Theorem 4.2.2. Let f, g : Q R be such that f f is (1 , 2 )Holder type mapping, where
H1 , H2 > 0 and 1 , 2 > 0 are given, and g is bimonotonic nondecreasing on Q. Then we have
the inequality
Z
Z dZ b
g (b, d) g (a, d) g (b, c) + g (a, c)
f (t, s) dtds
f (x, y) dx dy g (x, y)
(b a) (d c)
c
a
a
"
#
2
1
H2 (d c)
H1 (b a)
+
[g (b, d) g (b, c) g (a, d) + g (a, c)] . (4.2.3)
(1 + 1)
(2 + 1)
b
g
(a,
d)
g
(b,
c)
+
g
(a,
c)
f
(t,
s)
dtds
f
(x,
y)
d
d
g
(x,
y)
x
y
(b a) (d c)
c
a
c
a
Z d Z b
Z dZ b
1
=
f (x, y)
f (t, s) dtds dx dy g (x, y)
(b a) (d c) c a
c
a
Z dZ b
Z dZ b
1
f (x, y)
dx dy g (x, y)
f
(t,
s)
dtds
(b a) (d c) c a
c
a
Z d Z b Z d Z b
1
[f (x, y) f (t, s)] dtds dx dy g (x, y)
(4.2.4)
=
(b a) (d c) c a c a
f
(t,
s)]
dtds
c
(x a)1 +1 + (b x)1 +1
(y c)2 +1 + (d y)2 +1
H1 (d c)
+ H2 (b a)
1 + 1
2 + 1
65
g
(a,
d)
g
(b,
c)
+
g
(a,
c)
f (x, y) dx dy g (x, y)
f (t, s) dtds
(b a) (d c)
c
a
c
a
Z d Z b Z d Z b
1
1 +1
= (b a)
(4.2.5)
and
Z
Z bh
a
i
(y c)2 +1 + (d y)2 +1 dx dy g (x, y)
2 +1
= (d c)
(d c) g (a, c)
(b a)1 +1
,
1 + 1
(4.2.6)
66
(b x) g (x, y) dxdy
Z
g (b, y) dy
(y c) g (x, y) dxdy
Z
Z
Z
(b x) dx
(d c) g (b, d)
Z
(b a)1 +1
,
1 + 1
g (x, c) dy
(y c) dx
(b a) g (a, c)
(d c)2 +1
,
2 + 1
and
Z
(d y) g (x, y) dxdy
Z
g (x, d) dy
(d y) dx
(d c)2 +1
(b a) g (b, d)
.
2 + 1
(4.2.7)
and
Z
Z bh
a
i
(y c)2 +1 + (d y)2 +1 dx dy g (x, y)
2 +1
(d c)
(4.2.8)
67
f (t, s) dtds
f (x, y) dx dy g (x, y)
(b a) (d c)
c
a
c
a
Z dZ bh
i
H1
(1 + 1)
(2 + 1)
which completes the proof.
Theorem 4.2.3. Let f, g : Q R be such that f is continuous on Q and f, g are of bounded
bivariation on Q. Then we have the inequality
Z
where
Z dZ b
g (b, d) g (a, d) g (b, c) + g (a, c)
f (x, y) dx dy g (x, y)
f (t, s) dtds
(b a) (d c)
c
a
_
_
(f ) (g) , (4.2.9)
f
(t,
s)
dtds
f
(x,
y)
d
d
g
(x,
y)
x
y
(b
a)
(d
c)
c
Z ad Z b
c a
Z dZ b
1
=
f (x, y)
f (t, s) dtds dx dy g (x, y)
(b a) (d c) c a
c
a
Z dZ b
_
1
sup f (x, y)
f (t, s) dtds
(g)
(b a) (d c) c a
(x,y)Q
Q
W
W
ba
a + b
d c
c + d
Q (f )
Q (g)
sup
+ x
+ y
(b a) (d c) (x,y)Q 2
2
2
2
_
_
(f ) (g) .
Q
Since
ba
a + b
d c
c + d
+ x
+ y
= (b a) (d c)
sup
2
2
2
2
(x,y)Q
68
4.3
b,d
For a function g : Qb,d
a,c R, we define g , g : Qa,c R by
g (t, s)
.
(b a) (d c)
(4.3.1)
exist, then
Z dZ b
c
f (t, s) dt ds u (t, s)
Z dZ b
Z dZ b
f (a, c) f (a, d) f (b, c) + f (b, d)
u (t, s) dtds
u (t, s) dt ds f (t, s)
=
(b a) (d c)
c
a
c
a
(4.3.2)
Proof. By assumptions, we have
Z dZ b
f (t, s) dt ds u (t, s)
c
a
Z dZ b
=
f (t, s) dt ds u (t, s)
c
1
(b a) (d c)
Integrating by parts in the RiemannStieltjes double integral (see Lemma 3.2.1), we also have
Z dZ b
f (t, s) dt ds u (t, s)
c
u (t, s) dt ds f (t, s)
c
69
u (t, s) dtds
(b a) (d c)
c
a
c
a
[f (a, c) u (b, d) f (a, d) u (b, c) f (b, c) u (a, d) + f (b, d) u (a, c)]
Z dZ b
Z dZ b
f (a, c) f (a, d) f (b, c) + f (b, d)
u (t, s) dtds
u (t, s) dt ds f (t, s)
=
(b a) (d c)
c
a
c
a
(t,
s)
d
d
u
(t,
s)
f
t
s
c
(u) , (4.3.3)
Qb,d
a,c
where
Qb,d
a,c
(t,
s)
d
d
u
(t,
s)
f
t
s
c
(t,s)Qb,d
a,c
f (t, s)
(u)
Qb,d
a,c
But
sup
f (t, s)
(t,s)Qb,d
a,c
= max {f (b, d) , f (b, c) , f (a, d) , f (a, c)}
= max {f (b, d) f (a, c) , f (b, c) f (a, d) , f (a, d) f (b, d) , f (a, c) f (b, c)}
which gives
Z d Z b
_
(t,
s)
d
d
u
(t,
s)
(u) max {f (b, d) f (a, c) , f (b, c) f (a, d) ,
f
t
s
c
Qb,d
a,c
as required.
70
1. f is increasing on Qb,d
a,c , then we have
Z
f (t, s) dt ds u (t, s)
(u) , (4.3.4)
(u) , (4.3.5)
Qb,d
a,c
2. f is decreasing on Qb,d
a,c , then we have
Z
f (t, s) dt ds u (t, s)
Qb,d
a,c
where
#
"
2
1
_
(d
c)
(b
a)
+ H2
(u) ,
f (t, s) dt ds u (t, s) H1
1 + 1
2 + 1
a,b
(4.3.6)
Qc,d
Proof. The proof may be done by applying Theorems 4.2.1 and 4.3.1 directly.
71
as follows:
E f, u; Qb,d
a,c
Z dZ b
1
=
(t a) (s c) [f (t, s) f (t, c) f (a, s) + f (a, c)] dt ds u (t, s)
(b a) (d c) c a
Z dZ b
1
+
(t a) (s d) [f (t, d) f (t, s) f (a, d) + f (a, s)] dt ds u (t, s)
(b a) (d c) c a
Z dZ b
1
(t b) (s c) [f (b, s) f (b, c) f (t, s) + f (t, c)] dt ds u (t, s)
+
(b a) (d c) c a
Z dZ b
1
+
(t b) (s d) [f (b, d) f (b, s) f (t, d) + f (t, s)] dt ds u (t, s),
(b a) (d c) c a
then we can state the following result.
Corollary 4.3.5. With the assumptions of Theorem 4.3.2, we have
E f, u; Qb,d
a,c
Z d Z b Z d Z b
1
T (t, r1 , s, r2 ) dr1 dr2 f (r1 , r2 ) dt ds u (t, s)
=
(b a) (d c) c a
c
a
Z d Z b Z d Z b
1
=
T (t, r1 , s, r2 ) dt ds u (t, s) dr1 dr2 f (r1 , r2 ) (4.3.7)
(b a) (d c) c a
c
a
where,
(t a) (s c) ,
(t a) (s d) ,
T (t, r1 , s, r2 ) =
(t b) (s c) ,
(t b) (s d) ,
a r1 t b,
a r1 t b,
a t r1 b,
a t r1 b,
c r2 s d
c s r2 d
c r2 s d
c s r2 d
b,d
Proof. If f is bounded on Qb,d
a,c , then for any (t, s) Qa,c the RiemannStieltjes double integrals
RsRt
RdRt
RsRb
RdRb
d d f (r1 , r2 ), s a dr1 dr2 f (r1 , r2 ), c t dr1 dr2 f (r1 , r2 ) and s t dr1 dr2 f (r1 , r2 ) are
c a r1 r2
exist and
Z sZ
Z sZ
72
and
Z
Therefore,
Z dZ
c
Z sZ
= (b a) (d c) f (t, s) ,
and by (4.3.2) we deduce the first and the second equalities in (4.3.4). The last part follows by
the Fubinitype theorem for the RiemannStieltjes double integral. The details are omitted
Remark 4.3.6. One can obtain another error approximation for the RiemannStieltjes double
integral defined above by considering the dual error of E f, u; Qb,d
a,c i.e., define
F f, u; Qb,d
a,c
Z dZ b
1
(t a) (s c) [u (t, s) u (t, c) u (a, s) + u (a, c)] dt ds f (t, s)
=
(b a) (d c) c a
Z dZ b
1
+
(t a) (d s) [u (t, d) u (t, s) u (a, d) + u (a, s)] dt ds f (t, s)
(b a) (d c) c a
Z dZ b
1
+
(b t) (s c) [u (b, s) u (b, c) u (t, s) + u (t, c)] dt ds f (t, s)
(b a) (d c) c a
Z dZ b
1
+
(b t) (d s) [u (b, d) u (b, s) u (t, d) + u (t, s)] dt ds f (t, s).
(b a) (d c) c a
Therefore, with the assumptions of Theorem 4.3.2, we have
F f, u; Qb,d
a,c
Z d Z b Z d Z b
1
=
T (t, r1 , s, r2 ) dr1 dr2 u (r1 , r2 ) dt ds f (t, s)
(b a) (d c) c a
c
a
Z d Z b Z d Z b
1
T (t, r1 , s, r2 ) dt ds f (t, s) dr1 dr2 u (r1 , r2 ) (4.3.8)
=
(b a) (d c) c a
c
a
where, T (t, r1 , s, r2 ) is defined above.
73
4.4
ERROR BOUNDS
(u)
_
Q
(f )
(4.4.1)
u (t, s) dt ds f (t, s)
(4.4.2)
Proof. The proof follows, using Lemmas 3.2.3 and 3.2.4; respectively.
Theorem 4.4.2. Assume that f, u : [a, b] R are bounded on [a, b] and the RiemannStieltjes
RdRb
(double) integral c a f (t, s) dt ds u (t, s) exists. If < m1 f (t, ) M1 < , for all
t [a, b] and < m2 f (, s) M2 < , for all s [c, d], and u is bimonotonic
nondecreasing on Q. Then, we have
[f (b, d) f (a, c)] [u (b, d) u (a, c)]
[M1 f (a, d) + M2 m] [u (b, d) u (b, c)]
[M2 f (b, c) + M1 m] [u (b, d) u (a, d)]
E (f, u; Q)
(4.4.3)
74
Proof. From the condition < m1 f (t, ) M1 < , for all t [a, b] and < m2
f (, s) M2 < , for all s [c, d]. Setting
M := max {M1 , M2 },
(4.4.4)
(4.4.5)
(4.4.6)
and
f (b, d) f (b, s) f (t, d) + m f (b, d) f (b, s) f (t, d) + f (t, s)
f (b, d) f (b, s) f (t, d) + M
(4.4.7)
(4.4.8)
(4.4.9)
(4.4.10)
and
f (b, d) M2 M1 + m f (b, d) f (b, s) f (t, d) + f (t, s)
f (b, d) m2 m1 + M
(4.4.11)
75
(4.4.12)
(t a) (s c) [M m1 m2 + f (a, c)] ,
(t a) (s d) [M1 f (a, d) + M2 m]
(t a) (s d) [f (t, d) f (t, s) f (a, d) + f (a, s)]
(4.4.13)
(t a) (s d) [m1 f (a, d) + m2 M ] ,
(t b) (s c) [M2 f (b, c) + M1 m]
(t b) (s c) [f (b, s) f (b, c) f (t, s) + f (t, c)]
(4.4.14)
(t b) (s c) [m2 f (b, c) + m1 M ] ,
and
(t b) (s d) [f (b, d) M2 M1 + m]
(t b) (s d) [f (b, d) f (b, s) f (t, d) + f (t, s)]
(4.4.15)
(t b) (s d) [f (b, d) m2 m1 + M ] .
Summing the above inequalities (4.4.12)(4.4.15), and then integrating over the bimonotonic
nondecreasing function u we get,
76
[m M1 M2 + f (a, c)]
(t a) (s c)dt ds u (t, s)
Z dZ b
+ [M1 f (a, d) + M2 m]
(t a) (s d)dt ds u (t, s)
c
a
Z dZ b
+ [M2 f (b, c) + M1 m]
(t b) (s c)dt ds u (t, s)
c
a
Z dZ b
+ [f (b, d) M2 M1 + m]
(t b) (s d)dt ds u (t, s)
c
a
Z dZ b
77
E (f, u; Q)
Z dZ b
[M m1 m2 + f (a, c)]
(t a) (s c)dt ds u (t, s)
c
a
Z dZ b
+ [m1 f (a, d) + m2 M ]
(t a) (s d)dt ds u (t, s)
c
a
Z dZ b
+ [m2 f (b, c) + m1 M ]
(t b) (s c)dt ds u (t, s)
c
a
Z dZ b
+ [f (b, d) m2 m1 + M ]
(t b) (s d)dt ds u (t, s) .
(b a) (d c)
However,
Z dZ
c
(t a) (s c) dt ds u (t, s) = (b a) (d c) u (b, d)
(t a) (s d) dt ds u (t, s) = (b a) (d c) u (b, c)
(t b) (s c) dt ds u (t, s) = (b a) (d c) u (a, d)
u (t, s) dtds,
u (t, s) dtds,
u (t, s) dtds,
and
(t b) (s d) dt ds u (t, s) = (b a) (d c) u (a, c)
u (t, s) dtds.
78
and then
[m M1 M2 + f (a, c)] [u (b, d) u (a, c)]
+ [M1 f (a, d) + M2 m] [u (b, c) u (b, d)]
+ [M2 f (b, c) + M1 m] [u (a, d) u (b, d)]
[f (b, d) M2 M1 + m] [u (b, d) u (a, c)]
E (f, u; Q)
[M m1 m2 + f (a, c)] [u (b, d) u (a, c)]
+ [m1 f (a, d) + m2 M ] [u (b, c) u (a, c)]
+ [m2 f (b, c) + m1 M ] [u (a, d) u (a, c)]
+ [f (b, d) m2 m1 + M ] [u (b, d) u (a, c)] .
79
(4.4.16)
Proof. The argument is similar to the proof of Theorem 4.4.2 and we shall omit the details
80
b,d
In what follows, we establish some bounds for E f, u; Qb,d
(respectively
F
f,
u;
Q
a,c
a,c )
in the situation where the function from the integrand satisfies the following conditions at the
end points:
f (t, s) f (a, c) La (t a)1 + Lc (s c)2 , (t, s) Q.
(4.4.17)
(4.4.18)
(4.4.19)
(4.4.20)
81
(4.4.21)
2. u is bimonotonic nondecreasing, then
E f, u; Qb,d
a,c
n
max 2La (b a)1 [u (b, d) u (a, d)] 2Lb (b a)1 [u (b, c) u (a, c)] ,
o
2Lc (d c)2 [u (b, d) u (a, d)] 2Ld (d c)2 [u (b, c) u (a, c)]
(4.4.22)
Proof.
(b a) (d c) (t,s)Q
+ sup (t a) (s d) [f (t, d) f (t, s) f (a, d) + f (a, s)]
(t,s)Q
82
"
(u)
(t,s)Q
#
+ 2 sup (t b) (s d) (s d) Ld (d s)2
(t,s)Q
4 Lc (d c)
i _
+ Ld (d c) (u)
2
4
L
(b
a)
+
L
(b
a)
(u) ,
a
b
a,c
Q
and therefore,
E f, u; Qb,d
a,c
nh
i h
io _
1
1
2
2
4 max La (b a) + Lb (b a) , Lc (d c) + Ld (d c)
(u) .
Q
(4.4.23)
and
Z
(t a) (s d) [f (t, d) f (t, s) f (a, d) + f (a, s)] dt ds u (t, s)
a
dZ b
(4.4.24)
83
(4.4.25)
and
d
(t b) (s d) [f (b, d) f (b, s) f (t, d) + f (t, s)] dt ds u (t, s)
c
a
Z dZ b
2 +1
2Ld (b a) (d c)
u (a, c) 2 (2 + 1) Ld
(d s)2 u (t, s) dtds.
Z
(4.4.26)
2Lc (d c)2 [u (b, d) u (a, d)] 2Ld (d c)2 [u (b, c) u (a, c)] . (4.4.27)
(4.4.28)
and
Z
(t a) (s d) [f (t, d) f (t, s) f (a, d) + f (a, s)] dt ds u (t, s)
a
dZ b
(4.4.29)
84
b)
(s
c)
[f
(b,
s)
f
(b,
c)
f
(t,
s)
+
f
(t,
c)]
d
d
u
(t,
s)
t
s
c
a
Z dZ b
2La (b a)1 +1 (d c) u (a, d) 2 (1 + 1) La
(t a)2 u (t, s) dtds,
c
(4.4.30)
and
Z
(t b) (s d) [f (b, d) f (b, s) f (t, d) + f (t, s)] dt ds u (t, s)
c
a
Z dZ b
1 +1
2Lb (b a)
(d c) u (a, c) 2 (1 + 1) Lb
(b t)1 u (t, s) dtds.
Z
(4.4.31)
2La (b a)1 [u (b, d) u (a, d)] 2Lb (b a)1 [u (b, c) u (a, c)] . (4.4.32)
Now, we may state the following result for F f, u; Qb,d
a,c :
Corollary 4.4.5. With the assumptions of Theorem 4.3.4. If u satisfies (4.4.17)(4.4.20), with
1 = 1 , 2 = 2 , 1 = 1 , 2 = 2 and La = Ha , Lb = Hb , Lc = Hc a, Ld = Hd , then if
1. f is of bounded bivariation, then
F f, u; Qb,d
a,c
nh
i h
io _
4 max Ha (b a)1 + Hb (b a)1 , Hc (d c)2 + Hd (d c)2 (f ) .
Q
(4.4.34)
85
(u)
(f ) .
a,c
Q
(4.4.36)
E f, u; Qb,d
(4.4.37)
a,c
_
Z dZ b
1
f (r1 , r2 ) dr1 dr2
(u)
f (b, d)
(b a) (d c) c a
r1 ,r2
Qa,c
_
Z dZ b
1
f (r1 , r2 ) dr1 dr2
(u)
f (b, c)
(b a) (d c) c a
r ,d
1
Qa,r
2
f (a, d)
1
(b a) (d c)
+ f (a, c)
1
(b a) (d c)
(u)
(u) .
b,r2
Qr1 ,c
Qb,d
r1 ,r2
Proof. Utilizing the equality between the first and the last terms in (4.3.7) we can write
E f, u; Qb,d
a,c
Z d Z b Z r2 Z r1
1
=
(t a) (s c) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
(b a) (d c) c a
c
a
Z d Z b Z d Z r 2
+
(t a) (s d) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
c
a
r2 a
Z d Z b Z r 2 Z b
+
(t b) (s c) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
c
a
c
r1
Z d Z b Z d Z b
+
(t b) (s d) dt ds u (t, s) dr1 dr2 f (r1 , r2 ) .
c
r2
r1
86
Z b Z
a
r2
r1
(t a) (s c) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
Z r2 Z r1
_
sup
(t a) (s c) dt ds u (t, s) (f ) ,
(r1 ,r2 )Q
a)
(s
c)
d
d
u
(t,
s)
t
s
c
sup (t a) (s c)
(r1 ,r2 )Q
(u)
r1 ,r2
Qa,c
= (b a) (d c)
(u) ,
(4.4.38)
r ,r2
1
Qa,c
Z b Z
a
r2
r1
(t a) (s c) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
(b a) (d c)
(u)
(u)
(u)
(u)
r1 ,r2
Qa,c
(f ) .
(f ) ,
(f ) ,
(f ) .
Z b Z
a
r2
r2
(t a) (s d) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
(b a) (d c)
r ,d
1
Qa,r
2
Z b Z
a
r2
r1
(t b) (s c) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
(b a) (d c)
b,r2
Qr1 ,c
and
Z
Z b Z
a
r2
r1
(t b) (s d) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
(b a) (d c)
Qb,d
r1 ,r2
87
Therefore,
E f, u; Qb,d
a,c
_
_
_
_
_
(u) +
(u) +
(u) +
(u)
(f )
r ,r2
r ,d
1
Qa,c
b,r
1
Qa,r
2
(u)
2
Qr1 ,c
Qb,d
r1 ,r2
(f )
Z b Z
a
r2
r1
(t a) (s c) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
Z d Z b Z r2 Z r1
dr1 dr2 f (r1 , r2 )
(t
a)
(s
c)
d
d
u
(t,
s)
t
s
c
a)
(s
c)
d
d
u
(t,
s)
(u) ,
t
s
c
r ,r2
1
Qa,c
it follows that
Z
Z b Z
a
r2
r1
(t a) (s c) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
Z dZ b
_
r ,r2
1
Qa,c
Z b Z
a
r2
r2
(t a) (s d) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
Z b Z
a
r2
r1
(u) , (4.4.40)
(u) , (4.4.41)
r ,d
1
Qa,r
2
(t b) (s c) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
Z
b,r
2
Qr1 ,c
88
and
Z
Z b Z
a
r2
r1
(t b) (s d) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
(u) . (4.4.42)
Qb,d
r1 ,r2
= (b a) (d c) f (b, c) +
= (b a) (d c) f (a, d) +
and
Z
= (b a) (d c) f (a, c)
a)
(s
c)
d
d
u
(t,
s)
f
(r
,
r
)
dr
dr
t
s
1
2
1
2
c
a
c
a
_
Z dZ b
f (r1 , r2 ) dr1 dr2
(b a) (d c) f (b, d)
(u) . (4.4.47)
c
r ,r2
1
Qa,c
a)
(s
d)
d
d
u
(t,
s)
d
d
f
(r
,
r
)
t
s
r
r
1
2
1
2
c
a
r2 a
Z d Z b
_
r ,d
1
Qa,r
2
89
Z b Z
a
r2
(t b) (s c) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
Z
r1
dZ b
_
f (r1 , r2 ) dr1 dr2 (b a) (d c) f (a, d)
(u) , (4.4.49)
b,r
2
Qr1 ,c
and
Z
Z b Z
a
r2
r1
(t b) (s d) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
(b a) (d c) f (a, c)
(u) . (4.4.50)
Qb,d
r1 ,r2
Adding the inequalities to each other and then dividing by (b a) (d c), we obtain
E f, u; Qb,d
a,c
_
Z dZ b
1
f (r1 , r2 ) dr1 dr2
(u)
f (b, d)
(b a) (d c) c a
r1 ,r2
Qa,c
_
Z dZ b
1
f (b, c)
f (r1 , r2 ) dr1 dr2
(u)
(b a) (d c) c a
r ,d
1
Qa,r
2
f (a, d)
+ f (a, c)
1
(b a) (d c)
dZ
1
(b a) (d c)
dZ
(u)
(u)
b,r
2
Qr1 ,c
Qb,d
r1 ,r2
(f
)
(u) .
a,c
Q
(4.4.51)
90
u (a, d)
+ u (a, c)
1
(b a) (d c)
dZ
1
(b a) (d c)
(f )
(f ) .
b,r2
Qr1 ,c
Qb,d
r1 ,r2
[u
(b,
d)
u
(b,
c)
u
(a,
d)
+
u
(a,
c)]
(f ) .
a,c
(4.4.53)
91
Proof. Utilizing the equality between the first and the last terms in (4.3.7) we can write
E f, u; Qb,d
a,c
Z d Z b Z r2 Z r1
1
=
(t a) (s c) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
(b a) (d c) c a
c
a
Z d Z b Z d Z r 1
+
(t a) (s d) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
c
a
r2 a
Z d Z b Z r 2 Z b
+
(t b) (s c) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
c
a
c
r1
Z d Z b Z d Z b
+
(t b) (s d) dt ds u (t, s) dr1 dr2 f (r1 , r2 ) .
c
r2
r1
a)
(s
c)
d
d
u
(t,
s)
d
d
f
(r
,
r
)
t
s
r
r
1
2
1
2
c
a
c
a
Z r2 Z r1
_
sup
(t a) (s c) dt ds u (t, s) (f ) ,
(r1 ,r2 )Q
a)
(s
c)
d
d
u
(t,
s)
t
s
c
a
Z r2 Z r1
(t a) (s c) dt ds u (t, s)
c
a
Z r2 Z
= (r1 a) (r2 c) u (r1 , r2 )
c
r1
u (t, s) dtds,
(4.4.55)
r1
(t a) (s c) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
c
a
_
Z r2 Z r1
sup
(r1 a) (r2 c) u (r1 , r2 )
u (t, s) dtds
(f )
(r1 ,r2 )Q
Z
(b a) (d c) u (b, d)
dZ
_
u (t, s) dtds (f ) .
Q
r2
Z
_
u (t, s) dtds (b a) (d c) u (b, c) (f ) ,
Q
92
Z b Z
a
r2
r1
sup
(r1 ,r2 )Q
(t b) (s c) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
Z
r2
r1
_
u (t, s) dtds (b r1 ) (r2 c) u (r1 , r2 ) (f )
Q
Z
and
Z
Z b Z
a
_
u (t, s) dtds (b a) (d c) u (a, d) (f ) ,
Q
(t b) (s d) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
r2 r1
_
Z dZ b
sup
(b r1 ) (d r2 ) u (r1 , r2 )
u (t, s) dtds (f )
Z
(r1 ,r2 )Q
r2
r1
Z
(b a) (d c) u (a, c)
_
u (t, s) dtds (f ) .
Q
Therefore,
_
E f, u; Qb,d
[u
(b,
d)
u
(b,
c)
u
(a,
d)
+
u
(a,
c)]
(f ) .
a,c
Q
(t
a)
(s
c)
d
d
u
(t,
s)
t
s
c
a)
(s
c)
d
d
u
(t,
s)
t
s
c
a
Z r2 Z r1
(t a) (s c) dt ds u (t, s)
c
a
Z r2 Z
= (r1 a) (r2 c) u (r1 , r2 )
c
r1
u (t, s) dtds,
(4.4.56)
a)
(s
c)
d
d
u
(t,
s)
d
d
f
(r
,
r
)
t
s
r
r
1
2
1
2
c
a
c
a
Z r2 Z r1
Z dZ b
u (t, s) dtds dr1 dr2 f (r1 , r2 ).
(r1 a) (r2 c) u (r1 , r2 )
(4.4.57)
93
a)
(s
d)
d
d
u
(t,
s)
d
d
f
(r
,
r
)
t
s
r
r
1
2
1
2
c
a
r2 a
Z d Z b Z d Z r1
r2
(4.4.58)
Z b Z
a
r2
1
Z b Z
(t b) (s c) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
r2
r1
u (t, s) dtds (b r1 ) (r2 c) u (r1 , r2 ) dr1 dr2 f (r1 , r2 ),
(4.4.59)
and
Z d Z b Z d Z b
(t b) (s d) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
r2 r1
c
a
Z dZ b
Z dZ b
(b r1 ) (d r2 ) u (r1 , r2 )
u (t, s) dtds dr1 dr2 f (r1 , r2 ). (4.4.60)
c
r2
r1
Z b
Z r2 Z r1
(r1 a) (r2 c) u (r1 , r2 )
u (t, s) dtds dr1 dr2 f (r1 , r2 )
a
c
a
Z dZ b
=
(r1 a) (r2 c) u (r1 , r2 ) dr1 dr2 f (r1 , r2 )
c
a
Z d Z b Z r2 Z r1
u (t, s) dtds dr1 dr2 f (r1 , r2 ), (4.4.61)
therefore,
Z
and
Z
Z b Z
a
r2
r1
u (t, s) dtds dr1 dr2 f (r1 , r2 )
c
a
Z d Z b
Z dZ b
f (r1 , r2 ) dr1 dr2 u (r1 , r2 ), (4.4.63)
=
u (t, s) dtds f (b, d)
Z
94
Z b
Z r2 Z r1
(r1 a) (r2 c) u (r1 , r2 )
u (t, s) dtds dr1 dr2 f (r1 , r2 )
a
c
a
Z dZ b
= (b a) (d c) u (b, d)
u (t, s) dtds f (b, d) . (4.4.64)
c
a)
(s
c)
d
d
u
(t,
s)
d
d
f
(r
,
r
)
t
s
r
r
1
2
1
2
c
a
c
a
Z dZ b
(b a) (d c) u (b, d)
u (t, s) dtds f (b, d) . (4.4.65)
c
and
Z
Z b Z
a
r2
(t b) (s c) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
r1
Z d Z b
u (t, s) dtds (b a) (d c) u (a, d) f (a, d) , (4.4.67)
Z b Z
a
r2
(t b) (s d) dt ds u (t, s) dr1 dr2 f (r1 , r2 )
r1
Z dZ b
u (t, s) dtds f (a, c) . (4.4.68)
(b a) (d c) u (a, c)
Adding the inequalities (4.4.65)(4.4.68) to each other and then dividing by (b a) (d c),
we obtain
Z dZ b
b,d
E f, u; Qa,c (b a) (d c) u (b, d)
u (t, s) dtds f (b, d)
c
a
Z dZ b
u (t, s) dtds f (b, c)
(b a) (d c) u (b, c)
c
a
Z dZ b
u (t, s) dtds f (a, d)
(b a) (d c) u (a, d)
c
a
Z dZ b
u (t, s) dtds f (a, c)
+ (b a) (d c) u (a, c)
c
95
[f
(b,
d)
f
(b,
c)
f
(a,
d)
+
f
(a,
c)]
(u) .
a,c
(4.4.69)
In this section, we apply some of the above obtained inequalities to give a sample of proposed
quadrature rules for RiemannStieltjes integral. Let us consider the arbitrary division In : a =
x0 < x1 < < xn1 < xn = b, and Jm : c = y0 < y1 < < yn1 < yn = d, where
i [xi , xi+1 ] (i = 0, 1, , n 1) and j [yj , yj+1 ] (j = 0, 1, , m 1) are intermediate
points. Consider the Riemann sum
A (f, In , Jm , , )
=
n1 m1
X
X g (xi+1 , yj+1 ) g (xi+1 , yj ) g (xi , yj+1 ) + g (xi , yj ) Z
i=0 j=0
(xi+1 xi ) (yj+1 yj )
xi+1
xi
yj+1
f (t, s) dtds
yj
(4.5.1)
Using Theorem 4.2.1, we can state the following theorem
96
(4.5.2)
where R (f, In , Jm , , ) is the Riemann sum defined in (4.5.1) and the remainder the through
the approximation E (f, In , Jm , , ) satisfies the bound
# b d
"
__
H2 (d c)2
H1 (b a)1
+ 2 +1
(g) .
E (f, In , Jm , , ) 1 +1
2
(1 + 1) 2
(2 + 1)
a c
(4.5.3)
Proof. Applying Theorem 4.2.1 on the bidimentional interval [xi , xi+1 ] [yj , yj+1 ], we get that
Z
xi+1 Z yj+1
f (t, s) dt ds g (t, s)
xi
yj
Z
Z
g (xi+1 , yj+1 ) g (xi+1 , yj ) g (xi , yj+1 ) + g (xi , yj ) xi+1 yj+1
f (t, s) dtds
(xi+1 xi ) (yj+1 yj )
xi
yj
"
# xi+1 yj+1
_ _
H1 (xi+1 xi )1 H2 (yj+1 yj )2
(g) .
21 +1 (1 + 1)
22 +1 (2 + 1)
x
y
i
(g)
E (f, In , Jm , , )
1 +1 ( + 1)
2 +1 ( + 1)
2
2
1
2
x i yj
i=0 j=0
H1
H2
1
2
1 +1
sup (xi+1 xi ) + 2 +1
sup (yj+1 yj )
2
(1 + 1) 1in1
2
(2 + 1) 1jm1
n1 m1
i+1 yj+1
X
X x_
_
i=0 j=0
xi
(g)
yj
"
# b d
__
H2 (d c)2
H1 (b a)1
= 1 +1
+ 2 +1
(g) ,
2
(1 + 1) 2
(2 + 1)
a c
CHAPTER V
5.1
INTRODUCTION
In this chapter, for mappings of two variables several inequalities of Trapezoid, Gruss
and Ostrowski type are discussed. Namely, in the next two sections, by a Korkine type
identity the Gruss type inequality for integrable functions holds. Inequalities for mappings
of bounded variation, bounded bivariation, Lipschitzian and bimonotonic are also provided.
In the section after, approximating real functions of two variables which possess nth partial
derivatives of bounded variation, Lipschitzian and absolutely continuous are proved. In the
section 5.5, Trapezoidtype rules for RSDouble integrals are proved, and therefore, the
classical HermiteHadamard inequality for mappings of two variables is hold. As applications
quadrature rules for RSdouble integral are deduced.
5.2
GRUSS
TYPE INEQUALITIES
c
a
c
a
Z Z Z Z
1 d d b b
{(F1 (x1 , y1 ) G1 (x2 , y2 ) F1 (x2 , y2 ) G1 (x1 , y1 ))
=
2 c c a a
(F2 (x1 , y1 ) G2 (x2 , y2 ) F2 (x2 , y2 ) G2 (x1 , y1 ))} dx1 dx2 dy1 dy2 ,
provided that the above integrals are exist.
(5.2.1)
98
2 c c a a
Z Z Z Z
1 d d b b
2 c a
c
a
Z Z
Z dZ b
1 d b
+
G1 (x1 , y1 ) G2 (x1 , y1 ) dx1 dy1
F1 (x2 , y2 ) F2 (x2 , y2 ) dx2 dy2
2 c a
c
a
Z dZ b
Z dZ b
=
F1 (x, y) F2 (x, y) dxdy
G1 (x, y) G2 (x, y) dxdy
c
a
c
a
Z dZ b
Z dZ b
where, the last equality holds by changing of variables and thus the required result holds.
Therefore, we may deduce the following Korkine type identity for mappings of two
variables.
Corollary 5.2.2. Let F1 , F2 , G1 , G2 as in Lemma 5.2.1. Then the following identity holds:
Z d Z b
Z d Z b
Z dZ b
where, = (b a) (d c).
Proof. In Lemma 5.2.1, choose G1 (x, y) = G2 (x, y) = 1, F1 (x, y) = f (x, y), F2 (x, y) =
g (x, y), then the required result holds.
99
(5.2.3)
f (x, y) dxdy.
(5.2.4)
(5.2.5)
(5.2.6)
(5.2.7)
which shifts a function by its integral mean, then the following identity holds. Namely,
T (f, g) = T (S (f ) , g) = T (f, S (g)) = T (S (f ) , S (g))
(5.2.8)
(5.2.9)
and so
since M (S (f )) = M (S (g)) = 0.
For the last term in (5.2.8) (or 5.2.9) only one of the functions needs to be shifted by its
integral mean. If the other were to be shifted by any other quantity, the identities would still
hold.
100
Using the above Korkine type identity (5.2.2), we give another proof for the wellknown
Gruss inequality:
Theorem 5.2.3. Let f, g : Q R be integrable on Q and satisfy
f (x, y) , g (x, y) , (x, y) Q
Then we have the inequality
T (f, g)
1
( ) ( )
4
(5.2.10)
where,
T (f, g)
Z dZ b
Z dZ b
Z Z
1
1
1 d b
:=
f (x, y) g (x, y) dxdy
f (x, y) dxdy
g (x, y) dxdy
c a
c a
c a
csevs functional, and := (b a) (d c).
is the Ceby
Z bZ
a
Z bZ
a
(f (x1 , y1 ) f (x2 , y2 )) (g (x1 , y1 ) g (x2 , y2 )) dx1 dx2 dy1 dy2
a
Z d Z d Z b Z b
1/2
2
Z
Z bZ
a
1/2
. (5.2.11)
2
, (5.2.12)
Z bZ
a
b
2
f (x, y) dxdy
Z
f (x, y) dxdy
101
Z bZ
a
b
2
g (x, y) dxdy
Z
g (x, y) dxdy
2
. (5.2.13)
2
f (x, y) dxdy
f (x, y) dxdy
c
a
Z dZ b
Z Z
1 d b
1
=
f (x, y) dxdy
f (x, y) dxdy
c a
c a
Z Z
1 d b
(5.2.14)
2
g (x, y) dxdy
g (x, y) dxdy
c
a
Z dZ b
Z Z
1 d b
1
=
g (x, y) dxdy
g (x, y) dxdy
c a
c a
Z Z
1 d b
(5.2.15)
By the assumption we have (f (x, y) ) ( f (x, y)) 0 and (g (x, y) ) ( g (x, y))
0 for all x, y Q, and so
Z
b
2
2
f (x, y) dxdy
f (x, y) dxdy
c
a
Z dZ b
Z Z
1 d b
1
=
f (x, y) dxdy
f (x, y) dxdy
c a
c a
Z dZ b
2
Z Z
1
1 d b
f (x, y) dxdy +
f (x, y) dxdy
c a
c a
1
(5.2.16)
= ( )2
4
c
102
A+B 2
.
2
b
2
g (x, y) dxdy
1
( )2 .
4
g (x, y) dxdy
2
(5.2.17)
Using the inequality (5.2.11) via (5.2.12), (5.2.13) and the estimations (5.2.16) and (5.2.17), we
get
Z dZ dZ bZ b
1
(f
(x
,
y
)
f
(x
,
y
))
(g
(x
,
y
)
g
(x
,
y
))
dx
dx
dy
dy
1
1
2
2
1
1
2
2
1
2
1
2
2
c
c
a
a
1
( ) ( ) (b a) (d c) ,
4
and then, by (5.2.2), we deduce the desired inequality (5.2.10).
Theorem 5.2.4. Let f, g : Q R be L1 , L2 Lipschitzian mappings on Q, so that
f (x1 , y1 ) f (x2 , y2 ) L1 k(x1 , y1 ) (x2 , y2 )k
and
g (x1 , y1 ) g (x2 , y2 ) L2 k(x1 , y1 ) (x2 , y2 )k
for all (x1 , y1 ), (x2 , y2 ) Q. We then have the inequality
L1 L2
(b a)2 + (d c)2 ,
12
p
where, kk is the usual Euclidean norm, i.e., k(x, y)k = x2 + y 2 .
T (f, g)
(5.2.18)
1
=
2
Z
Z
a
dZ d
c
where, = (b a) (d c).
103
By assumptions we have
(f (x1 , y1 ) f (x2 , y2 )) (g (x1 , y1 ) g (x2 , y2 ))
[L1 (x1 , y1 ) (x2 , y2 )] [L2 (x1 , y1 ) (x2 , y2 )]
q
2
2
2
(x1 x2 ) + (y1 y2 )
= L1 L2
= L1 L2 (x1 x2 )2 + (y1 y2 )2
(5.2.20)
c)
(b
a)
+
= L1 L2 (d c)2 (b a)2
6
6
Using (5.2.19), we get (5.2.18).
Theorem 5.2.5. Let f, g : Q R be satisfy
f (x1 , y1 ) f (x2 , y2 ) L1 x1 x2  y1 y2 
and
g (x1 , y1 ) g (x2 , y2 ) L2 x1 x2  y1 y2 
for all (x1 , y1 ), (x2 , y2 ) Q. We then have the inequality
L1 L2
(d c)4 (b a)4 ,
36
p
where, kk is the usual Euclidean norm, i.e., k(x, y)k = x2 + y 2 .
T (f, g)
(5.2.21)
104
where, = (b a) (d c).
By assumptions we have
(f (x1 , y1 ) f (x2 , y2 )) (g (x1 , y1 ) g (x2 , y2 ))
[L1 x1 x2  y1 y2 ] [L2 x1 x2  y1 y2 ]
= L1 L2 (x1 x2 )2 (y1 y2 )2
(5.2.23)
= L1 L2
6
6
=
1
L1 L2 (d c)6 (b a)6 .
36
(5.2.24)
where,
(t, s) : = (s c) (t a) A (t, b; s, d) (s c) (b t) A (a, t; s, d)
(d s) (t a) A (t, b; c, s) + (d s) (b t) A (a, t; c, s)
(5.2.25)
with
A (a, b; c, d) :=
g (x, y) dxdy
(5.2.26)
105
(t, s) dt ds f (t, s)
1
[ (b, d) f (b, d) (b, c) f (b, c) (a, d) f (a, d) + (a, c) f (a, c)]
2
Z dZ b
2
1
f (t, s)
(t, s) dtds
2
c a
ts
since (t, s) differentiable. Thus, from (5.2.25) we have (b, d) = (b, c) = (a, d) =
(a, c) = 0, and so
Z dZ b
1
(t, s) dt ds f (t, s)
2 c a
Z dZ b
1
= 2
[(b a) (d c) g (t, s) A (a, b; c, d)] f (t, s) dtds
c a
Z Z
1 d b
=
[g (t, s) M (g)] f (t, s) dtds
c a
= M (f S (g)) = T (f, g) .
from which the result (5.2.25) is obtained on noting identity (5.2.24).
Remark 5.2.7. We remark that (t, s) attain its maximum at
, c+d
.
sup (t, s) = a+b
2
2
a+b c+d
, 2
2
and therefore,
(t,s)Q
W W
sup (t, s) dc ba (f )
(t,s)Q
RdRb
2
T (f, g)
L
 (t, s) dtds,
c a
RdRb
 (t, s) dt ds f (t, s),
c a
f or f L Lipschitzian
f or f bimonotonic nondecreasing
(5.2.27)
Proof. The first part may be done by Lemma, the second by Lemma and the last part by Lemma.
We shall omit the details.
106
(5.2.29)
with
P (t, s) =
Z sZ
c
p (x, y) dxdy,
Z sZ
c
Proof. The proof may be very closely to proof of Lemma 5.2.6. We shall omit the details.
Theorem 5.2.10. Under the assumptions of Theorem 5.2.9, we have
W W
sup (t, s) dc ba (f )
(t,s)Q
RdRb
P 2 (b, d) = (f, g; p)
L c a  (t, s) dtds,
f or f L Lipschitzian
RdRb
 (t, s) dt ds f (t, s), f or f bimonotonic nondecreasing
c a
(5.2.32)
Proof. The proof uses results 5.2.6 through 5.2.8 and follows closely the proof in procuring the
bounds in (5.2.32).
f (x, y) dx dy g (x, y)
Z dZ b
g (b, d) g (a, d) g (b, c) + g (a, c)
(b a) (d c)
c
a
a
107
1
(M m) (b a) (d c) .
2
(5.2.34)
f (t, s) dtds
(b a) (d c)
c
a
Z d Z b
Z dZ b
1
=
f (x, y)
f (t, s) dtds dx dy g (x, y)
(b a) (d c) c a
c
a
Z dZ b
Z dZ b
1
dxdy.
f (x, y)
L
f
(t,
s)
dtds
(b a) (d c) c a
c
a
(5.2.35)
Now, define
1
I :=
(b a) (d c)
Z b
a
1
f (x, y)
(b a) (d c)
2
f (t, s) dtds dxdy,
then, we have
1
I :=
(b a) (d c)
Z b
f 2 (x, y) 2f (x, y)
Z dZ b
1
f (t, s) dtds
(b a) (d c) c a
2 #
Z dZ b
f (t, s) dtds
dxdy
1
=
(b a) (d c)
1
(b a) (d c) c a
Z dZ b
2
f (x, y)dxdy
c
1
(b a) (d c)
2
f (t, s) dtds .
(b a) (d c) c a
Z dZ b
1
[M f (t, s)] [f (t, s) m] dtds.
(b a) (d c) c a
108
1
M
(b a) (d c)
f (t, s) dtds
Z dZ b
1
f (t, s) dtds m .
(b a) (d c) c a
1
(M m)2
4
1
(M m)2 .
4
(5.2.36)
1
I
(b a) (d c)
Now, by (5.2.36), we get
Z
2
Z b
Z dZ b
1
f (x, y)
f (t, s) dtds dxdy
(b a) (d c) c a
a
Z dZ b
Z b
1
dxdy
f (x, y)
f
(t,
s)
dtds
(b
a)
(d
c)
c
a
a
1
(M m) (b a) (d c)
2
APPROXIMATING REAL FUNCTIONS OF TWO VARIABLES WHICH POSSESS N TH DERIVATIVES OF BOUNDED VARIATION
109
representation
1
[(b x)(d y)f (a, c) + (b x)(y c)f (a, d)
(b a)(d c)
(y c)(d y)
+(x a)(d y)f (b, c) + (x a)(y c)f (b, d)] +
(b a)(d c)
!
n
h
i
X1
n n
where, Dn f (t, s) =
nf
tnj sj
(t, s) and
(x t)n (b x) (y s)n (d y) ,
(t x)n (x a) (s y)n (y c) ,
a t x, c s y
x < t b, c s y
a t x, y < s d
x < t b, y < s d
(5.3.2)
such that,
n
X
1
Pn (x, y) =
j!
j=0
n
j
(x x0 )nj (y y0 )j Dn f (x0 , y0 )
(5.3.3)
and
1
Rn (x, y) =
n!
where, Dn f (t, s) =
nf
tnj sj
y0
(5.3.4)
x0
(t, s), and (x, y), (x0 , y0 ) are in Q and the double integral in the
110
f (x, y) =
n
X
(1)j
j=0
f (x, y) =
j!
n
X
(1)j
j=0
n
X
1
f (x, y) =
j!
j=0
j!
n
j
n
j
(1)n+1
+
n!
n
j
for ny (x, y) Q.
Now, by multiplying (5.3.5) with (b x)(d y), (5.3.6) with (b x)(y c), (5.3.7) with
(x a)(d y), (5.3.8) with (x a)(y c), we get
(b x)(d y)f (x, y) = (b x)(d y)f (a, c)
!
n
X
n
1
(x a)nj (y c)j Dn f (a, c)
+ (b x)(d y)
j!
j
j=1
Z yZ x
1
+ (b x)(d y)
(x t)n (y s)n dt ds (Dn f (t, s)), (5.3.9)
n!
c
a
(b x)(y c)f (x, y) = (b x)(y c)f (a, d)
!
n
X
n
(1)j
+ (b x)(y c)
(x a)nj (d y)j Dn f (a, d)
j!
j
j=0
Z
Z
d
x
(1)n+1
+
(b x)(y c)
(x t)n (s y)n dt ds (Dn f (t, s)), (5.3.10)
n!
y
a
(x a)(d y)f (x, y) = (x a)(d y)f (b, c)
!
n
X
n
(1)j
(b x)nj (y c)j Dn f (b, c)
+ (x a)(d y)
j!
j
j=0
Z
yZ b
(1)n+1
+
(x a)(d y)
(t x)n (y s)n dt ds (Dn f (t, s)) (5.3.11)
n!
c
x
111
1
[(b x)(d y)f (a, c) + (b x)(y c)f (a, d)
(b a)(d c)
+(x a)(d y)f (b, c) + (x a)(y c)f (b, d)]
!
n
h
n n
(y c)(d y) X 1
(b x) (x a)nj (y c)j1 Dn f (a, c)
+
(b a)(d c) j=1 j!
j
i
h
+ (1)j (d y)j1 Dn f (a, d) + (x a) (b x)nj (1)j (y c)j1 Dn f (b, c)
io
+ (d y)j1 Dn f (b, d)
+
+
+
+
Z Z
1 (b x)(d y) y x
(x t)n (y s)n dt ds (Dn f (t, s))
n! (b a) (d c) c a
Z Z
(1)n+1 (b x)(y c) d x
(x t)n (s y)n dt ds (Dn f (t, s)),
n! (b a) (d c) y a
Z Z
(1)n+1 (x a)(d y) y b
(t x)n (y s)n dt ds (Dn f (t, s))
n!
(b a) (d c) c x
Z Z
1 (x a)(y c) d b
(t x)n (s y)n dt ds (Dn f (t, s))
n! (b a) (d c) y x
1
[(b x)(d y)f (a, c) + (b x)(y c)f (a, d)
(b a)(d c)
+(x a)(d y)f (b, c) + (x a)(y c)f (b, d)]
Z dZ b
1
S0 (x, t; y, s) dt ds (f (t, s)) (5.3.13)
+
(b a) (d c) c a
112
(b x) (d y) ,
(x a) (d y) ,
S0 (x, t; y, s) =
(b x) (y c) ,
(x a) (y c) ,
a t x,
x < t b,
a t x,
x < t b,
csy
csy
y<sd
y<sd
nf
tnj sj
(t, s) and
a+b
n c+d
n
s
,
a t a+b
, c s c+d
2
2
2
2
n c+d
n
a+b
c+d
s
,
<
t
b,
c
(b a) (d c) (1)n t a+b
2
2
2
2
Mn (t, s) =
n
n a+b
c+d n
a+b
c+d
4n!
(1)
,
a
t
s
,
<
s
2
2
2
2
a+b n
c+d n
a+b
c+d
t 2
s 2
,
< t b,
<sd
2
2
On utilizing the following notations
1
[(b x)(d y)f (a, c) + (b x)(y c)f (a, d)
(b a)(d c)
(y c)(d y)
+(x a)(d y)f (b, c) + (x a)(y c)f (b, d)] +
(b a)(d c)
!
n
h
i
X1
n n
(b x) (x a)nj (y c)j1 Dn f (a, c) + (1)j (d y)j1 Dn f (a, d)
j!
j
j=1
h
io
+ (x a) (b x)nj (1)j (y c)j1 Dn f (b, c) + (d y)j1 Dn f (b, d)
(5.3.15)
A (f, Q) =
113
and
1
Bn (f, Q) :=
(b a) (d c)
(5.3.16)
under the assumptions of Theorem 5.3.1, we can approximate the function f utilizing the
polynomials An (f, Q) with the error Bn (f, Q) . In other words, we have
f (x, y) = An (f, Q) + Bn (f, Q)
for any (x, y) Q .
It is then natural to ask for a priori error bounds provided that f belongs to different
classes of functions for which the RiemannStieltjes integral defining the expression in (5.3.16)
exists and can be bounded in absolute value.
Theorem 5.3.4. With the assumptions of Theorem 5.3.1 for f and Q, we have
Bn (f, Q)
(x a) (b x) (y c) (d y)
n! (b a) (d c)
"
y x
d _
x
_
_
_
n1
n1
n1
n1
n
(x a)
(y c)
(D f ) (x a)
(d y)
(Dn f )
c
+ (b x)n1 (y c)n1
b
__
c
d _
b
_
y
(Dn f )
(5.3.17)
(x a) (b x) (y c) (d y)
n! (b a) (d c)
1
x a+b n1 1 (d c) + y c+d n1 Wd Wb (Dn f ) ;
(b
a)
+
c
a
2
2
2
2
h
i1/p h
i1/p
p(n1)
p(n1)
p(n1)
p(n1)
(x
a)
+
(b
x)
(y
c)
+
(d
y)
W W
q W W
q W W
q i1/q
h Wy Wx
q
d
x
y
b
d
b
(
(f
))
+
(f
)
+
(f
)
+
(f
)
c
a
y
a
c
x
y
x
p, q > 1, p1 + 1q = 1;
nW W
o
Wd Wx n
W y Wb
Wd Wb
y
x
n
n
n
max
c
a (D f ) , y
a (D f ) ,
c
x (D f ) ,
y
x (D f )
(5.3.18)
114
(b a) (d c)
16n!
1
x a+b n1 1 (d c) + y c+d n1 Wd Wb (Dn f ) ;
(b
a)
+
c
a
2
2
2
2
h
i1/p h
i1/p
p(n1)
p(n1)
p(n1)
p(n1)
(x
a)
+
(b
x)
(y
c)
+
(d
y)
W W
q W W
q W W
q i1/q
h Wy Wx
q
d
x
y
b
d
b
(
(f
))
+
(f
)
+
(f
)
+
(f
)
c
a
y
a
c
x
y
x
p, q > 1, p1 + 1q = 1;
o
nW W
Wd Wx n
W y Wb
Wd Wb
y
x
n
n
n
max
(D
f
)
,
(D
f
)
,
(D
f
)
,
(D
f
)
c
a
y
a
c
x
y
x
(5.3.19)
Proof. Using the inequality for the RiemannStieltjes integral of continuous integrands and
115
n! (b a) (d c)
c
a
Z d Z x
n+1
n
n
n
+
(1)
(x t) (b x) (s y) (y c)dt ds (D f (t, s))
y
a
Z y Z b
n+1
n
n
n
+
(1)
(t x) (x a) (y s) (d y)dt ds (D f (t, s))
Z c d Z x b
n
n
n
+
(t x) (x a) (y s) (d y)dt ds (D f (t, s))
y
x
y x
_
_
1
n
n
max {(x t) (b x) (y s) (d y)}
(Dn f )
n! (b a) (d c) t[a,x]
c a
+
s[c,y]
d _
x
_
y
y b
_
_
c
(Dn f )
d _
b
_
y
(Dn f )
"
(Dn f )
y
__
1
(x a)n (b x) (y c)n (d y)
(Dn f )
n! (b a) (d c)
c a
n
+ (x a) (b x) (d y) (y c)
d _
x
_
y
(Dn f )
+ (b x) (x a) (y c) (d y)
+ (b x)n (x a) (d y)n (y c)
b
__
c x
d
b
__
y
(Dn f )
#
(Dn f )
116
"
y x
_
_
(x a) (b x) (y c) (d y)
n1
n1
=
(x a)
(y c)
(Dn f )
n! (b a) (d c)
c a
n1
n1
+ (x a)
(d y)
d _
x
_
y
+ (b x)n1 (d y)n1
(D f ) + (b x)
n1
(y c)
d _
b
_
y
n1
y b
_
_
c
(Dn f )
(Dn f )
(x a)
n1
(y c)
y x
_
_
c
(D f ) + (x a)
(d y)
d _
x
_
y
b
__
c
n1
+ (b x)n1 (y c)n1
n1
(Dn f )
d _
b
_
y
(Dn f )
max (x a)n1 (y c)n1
, (x a)n1 (d y)n1 , (b x)n1 (y c)n1 ,
h
Wy Wx n
Wd Wx n
Wy Wb
n
(b x)n1 (d y)n1
c
a (D f ) +
y
a (D f ) +
c
x (D f )
i
W W
+ dy bx (Dn f ) ;
h
p(n1)
p(n1)
p(n1)
i1/p
+ (b x)
(y c)
+ (b x)
(d y)
hW W
W W
q W W
q W W
q i1/q
q
y
x
d
x
y
b
d
b
( c a (f )) +
+
+
;
y
a (f )
c
x (f )
y
x (f )
p, q > 1, p1 + 1q = 1
nW W
o
W d Wx n
W y Wb
W d Wb
y
x
n
n
n
(D
f
)
,
(D
f
)
,
(D
f
)
max
(D
f
)
,
c
a
y
a
c
x
y
x
n1
n1
n1
n1
(x a)
(y c)
+ (x a)
(d y)
+ (b x)n1 (y c)n1
+ (b x)n1 (d y)n1 ;
117
n1
n1
n1
n1 Wd Wb
max
(x
a)
,
(b
x)
max
(y
c)
,
(d
y)
c a (Dn f ) ;
h
i1/p h
i1/p
p(n1)
p(n1)
p(n1)
p(n1)
(x a)
+ (b x)
(y c)
+ (d y)
h
W W
q i1/q
q
q
Wy Wx
Wd Wx
Wy Wb
q
d
b
( c a (f )) +
+
+
y
a (f )
c
x (f )
y
x (f )
=
p, q > 1, p1 + 1q = 1;
o
nW W
W d Wx n
Wy Wb
Wd Wb
x
y
n
n
n
max
(D
f
)
,
(D
f
)
,
(D
f
)
,
(D
f
)
c
a
y
a
c
x
y
x
(b
a)
+
c
a
2
2
2
2
h
i1/p h
i1/p
p(n1)
p(n1)
p(n1)
p(n1)
(x
a)
+
(b
x)
(y
c)
+
(d
y)
W W
q W W
q W W
q i1/q
h Wy Wx
q
d
x
y
b
d
b
(
(f
))
+
(f
)
+
(f
)
+
(f
)
c
a
y
a
c
x
y
x
=
p, q > 1, p1 + 1q = 1;
n
o
a
c
x
y
x
c
a
y
1
(b a)2 , x [a, b]
4
(y c) (d y)
1
(d c)2 , y [c, d].
4
and
118
Now, if we denote
f (a, c) + f (a, d) + f (b, c) + f (b, d)
!4
n
n
1 X1
+ n+2
(b a)nj (d c)j Dn f (a, c) + (1)j Dn f (a, d)
2
j!
j
j=1
+ (1)j Dn f (b, c) + Dn f (b, d) (5.3.21)
EM (f ; Q) =
and
1
FM (f ; Q) =
(b a) (d c)
(5.3.22)
where,
Mn (t, s) =
(b a) (d c)
4n!
a+b
n c+d
n
s
,
2
2
n
n+1 a+b
c+d n
t
s
,
(1)
2
2
a+b n
c+d n
t 2
s 2
,
a t a+b
,
2
a+b
< t b,
2
a t a+b
,
2
a+b
< t b,
2
c s c+d
2
c+d
cs 2
c+d
<sd
2
c+d
<sd
2
then we can approximate the value of the function at the midpoint in terms of the values of the
function and its partial derivatives taken at the end points with the error FM (f ; Q). Namely, we
have the representation formula
f
a+b c+d
,
2
2
= EM (f ; Q) + FM (f ; Q)
d b
(b a)n (d c)n _ _
(f )
22n+2 n!
c a
(5.3.23)
119
derivatives Dn f is L1 Lipschitz on [a, x] [c, y], L2 Lipschitz on [a, x] [y, d], L3 Lipschitz
on [x, b] [c, y] and L4 Lipschitz on [x, b] [y, d], then we have
Bn (f, Q)
(b x) (x a) (d y) (y c)
{(x a)n [L1 (y c)n + L2 (d y)n ]
2
n! (n + 1) (b a) (d c)
+ (b x)n [L3 (y c)n + L4 (d y)n ]}
(b a) (d c)
n
n
n
2 {(x a) [L1 (y c) + L2 (d y) ]
n!16 (n + 1)
n! (b a) (d c)
c
a
Z dZ x
(1)n+1 (x t)n (b x) (s y)n (y c)dtds
+ L2
+
+ L3
+L4
c
d
x
b
(1)n+1 (t x)n (x a) (y s)n (d y)dtds
(t x) (x a) (y s) (d y)dtds
n
120
Z y
Z x
1
n
=
L1 (b x) (d y)
(y s) ds
(x t)n dt
n! (b a) (d c)
c
a
Z d
Z x
+ L2 (b x) (y c)
(s y)n ds
(x t)n dt
y
+ L3 (x a) (d y)
(y s)n ds
(t x)n dt
c
x
Z d
Z b
n
n
+L4 (x a) (d y)
(y s) ds
(t x) dt
y
(b x) (x a) (d y) (y c)
{(x a)n [L1 (y c)n + L2 (d y)n ]
n! (n + 1)2 (b a) (d c)
+ (b x)n [L3 (y c)n + L4 (d y)n ]}
which proves the first inequality in (5.3.24). The last part follows by elementary inequalities
(x a) (b x)
1
(b a)2 , x [a, b],
4
(y c) (d y)
1
(d c)2 , y [c, d],
4
and
(b x) (x a) (d y) (y c)
[(x a)n + (b x)n ]
2
n! (n + 1) (b a) (d c)
[(y c)n + (d y)n ]
(b a) (d c)
n
n
n
n
2 [(x a) + (b x) ] [(y c) + (d y) ] (5.3.25)
n!16 (n + 1)
(5.3.26)
(5.3.27)
121
f (t, s)
.
(b a) (d c)
A generalization of this error may be extended to be for n = k, provided that the kth partial
derivatives Dk f exist, as we shown above.
(t x)n (y s)n Dn+1 f (t, s) dtds
c
x
Z dZ b
n
n n+1
+ (d y) (x a)
(t x) (y s) D f (t, s) dtds
+ (d y) (x a)
122
(xa)n+1 (yc)n+1
(n+1)2
(bx)n+1 (dy)n+1
(n+1)2
(b x) (d y)
(xa)n+1/q (yc)n+1/q
1
1
p > 1, p + q = 1;
n+1
n+1
(xa)
(dy)
a,y );
(n+1)
(b x) (y c)
(xa)n+1/q (dy)n+1/q
+
kDn+1 f k[a,x][y,d],p , Dn+1 f Lp (Qx,d
a,y ),
(nq+1)1/q
n! (b a) (d c)
p > 1, p1 + 1q = 1;
n+1
n+1
(bx)
(yc)
x,c );
(n+1)2
(x a) (d y)
(bx)n+1/q (yc)n+1/q
+
kDn+1 f k[x,b][c,y],p , Dn+1 f Lp (Qb,y
x,c ),
(nq+1)1/q
n! (b a) (d c)
p > 1, p1 + 1q = 1;
(x a) (y c)
(bx)n+1/q (dy)n+1/q
p > 1, p1 + 1q = 1;
(5.3.28)
Proof. Since Dn f is absolutely continuous on Q then for any (x, y) Q we have the
representation
1
[(b x)(d y)f (a, c) + (b x)(y c)f (a, d)
(b a)(d c)
(y c)(d y)
+(x a)(d y)f (b, c) + (x a)(y c)f (b, d)] +
(b a)(d c)
!
n
h
i
X1
n n
123
where the integral is considered in the Lebesgue sense and the kernel Sn (x, t; y, s) is given in
Theorem 5.3.1.
Utilizing the properties of the Stieltjes integral, we have
Z d Z b
1
n+1
Bn (f ; Q) =
S
(x,
t;
y,
s)
D
f
(t,
s)
dtds
n
(b a) (d c) c a
Z y Z x
1
(x t)n (b x) (y s)n (d y) Dn+1 f (t, s) dtds
=
n! (b a) (d c) c a
Z dZ x
+
(1)n+1 (x t)n (b x) (s y)n (y c) Dn+1 f (t, s) dtds
y
(x t) (b x) (y s) (d y) D f (t, s) dtds
n! (b a) (d c)
c
a
Z d Z x
n+1
n
n
n+1
+
(1)
(x t) (b x) (s y) (y c) D f (t, s) dtds
y
a
Z y Z b
n+1
n
n
n+1
+
(1)
(t x) (x a) (y s) (d y) D f (t, s) dtds
Z c d Z x b
n
n
n+1
+
(t x) (x a) (y s) (d y) D f (t, s) dtds
+
Z yZ x
1
(b x) (d y)
(x t)n (y s)n Dn+1 f (t, s) dtds
n! (b a) (d c)
c
a
Z dZ x
+ (y c) (b x)
(x t)n (s y)n Dn+1 f (t, s) dtds
y
(t x)n (y s)n Dn+1 f (t, s) dtds
c
x
Z dZ b
n
n n+1
+ (d y) (x a)
(t x) (y s) D f (t, s) dtds
+ (d y) (x a)
124
(x t)n (y s)n Dn+1 f (t, s) dtds
(xa)n+1 (yc)n+1
(n+1)2
kDn+1 f k[a,x][c,y], ,
(xa)n+1/q (yc)n+1/q
(nq+1)1/q
kDn+1 f k[a,x][c,y],p ,
(x t)n (s y)n Dn+1 f (t, s) dtds
(xa)n+1 (dy)n+1
(n+1)2
kDn+1 f k[a,x][y,d], ,
(xa)n+1/q (dy)n+1/q
(nq+1)1/q
kDn+1 f k[a,x][y,d],p ,
(t x)n (y s)n Dn+1 f (t, s) dtds
x
(bx)n+1 (yc)n+1
kDn+1 f k[x,b][c,y], ,
(n+1)2
(bx)n+1/q (yc)n+1/q
=
kDn+1 f k[x,b][c,y],p ,
(nq+1)1/q
(5.3.30)
p > 1, p1 + 1q = 1;
Dn+1 f L1 [a, x] [c, y] ;
(5.3.31)
p > 1, p1 + 1q = 1;
Dn+1 f L1 [a, x] [y, d]
[x,b][c,y],1
(t x)n (y s)n Dn+1 f (t, s) dtds
(bx)n+1 (dy)n+1
(n+1)2
kDn+1 f k[x,b][y,d], ,
(bx)n+1/q (dy)n+1/q
(nq+1)1/q
kDn+1 f k[x,b][y,d],p ,
(5.3.32)
p > 1, p1 + 1q = 1;
Dn+1 f L1 [x, b] [c, y] ;
(5.3.33)
125
5.4
RdRb
c
T (f, u; Q)
:=
(5.4.1)
Proof. Using the inequality for the RiemannStieltjes integral of continuous integrands and
bounded variation integrators, we have
Z d Z b
f (a, c) + f (a, d) + f (b, c) + f (b, d)
f (t, s) dt ds u (t, s)
T (f, u; Q) =
4
c
a
_
f (a, c) + f (a, d) + f (b, c) + f (b, d)
sup
(u) .
(5.4.2)
f (t, s)
4
Q
As f is of (1 , 2 )(H1 , H2 )Holder type mapping, then we have
f (a, c) + f (a, d) + f (b, c) + f (b, d)
f
(t,
s)
4
1
[f (a, c) f (t, s) + f (a, d) f (t, s) + f (b, c) f (t, s) + f (b, d) f (t, s)]
4
1
{[H1 (t a)1 + H2 (s c)2 ] + [H1 (t a)1 + H2 (d s)2 ]
4
+ [H1 (b t)1 + H2 (s c)2 ] + [H1 (b t)1 + H2 (d s)2 ]}
=
H1
H2
[(t a)1 + (b t)1 ] +
[(s c)2 + (d s)2 ] ,
2
2
(5.4.3)
a+b
,
2
10 (t) > 0 on
126
(a, a+b
) and 10 (t) < 0 on ( a+b
, b), which shows that its maximum is realized at t =
2
2
a+b
max {1 (t)} = 1
= 211 (b a)1 .
t[a,b]
2
a+b
2
and
g
(t,
s)
dtds
f
(t,
s)
g
(t,
s)
dtds
4
c
a
c
a
1
2 Z d Z b
ba
dc
H1
+ H2
1
[L1 (b a) + L2 (d c)] . (5.4.8)
2
127
2
2
H1
H2
1
2
+
(b a) (d c) +
(b a) (d c)
[u (b, d) u (a, c)] .
2
2
(5.4.9)
Proof. Using the inequality for the RiemannStieltjes integral of continuous integrands and a
bimonotonic nondecreasing integrators, we have
Z d Z b
f
(a,
c)
+
f
(a,
d)
+
f
(b,
c)
+
f
(b,
d)
T (f, u; Q) =
f (t, s) dt ds u (t, s)
4
c
a
Z dZ b
f (a, c) + f (a, d) + f (b, c) + f (b, d)
dt ds u (t, s).
f
(t,
s)
4
c
a
(5.4.10)
[(t a) + (b t) ] +
[(s c) + (d s) ] dt ds u (t, s)
2
2
c
a
H1
H2
1
2
(b a) +
(d c)
=
[u (b, d) u (b, c) u (a, d) + u (a, c)]
2
2
Z dZ b
H1
1
(t a)1 1 (b t)1 1 u (t, s) dtds
2
c
a
Z dZ b
H2
2
(s c)2 1 (d s)2 1 u (t, s) dtds.
(5.4.12)
2
c
a
128
1
= u (a, c) (b a)1 (d c) ,
1
1 1
(b t)
(b t)1 1 dtds
1
= u (b, d) (b a)1 (d c) ,
1
b
2 1
(s c)
(5.4.13)
(5.4.14)
(s a)2 1 dtds
1
= u (a, c) (b a) (d c)2 ,
2
(5.4.15)
and
Z
2 1
(d s)
(d s)2 1 dtds
1
= u (b, d) (b a) (d c)2 .
2
2
2
H2
H1
1
2
+
(b a) (d c) +
(b a) (d c)
[u (b, d) u (a, c)] .
2
2
(5.4.16)
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