14 tayangan

Diunggah oleh shady_man90

- Axial Load Frequencies Beams
- Solucionarios Calculo Fisica Mecanica Algebra Vectoria Logistica Dinamica Estatica Etc
- Manual Ade4
- BSMath Prospectus
- Advice To Third and Fourth Year Students
- ps2_answers.doc
- optimization
- 129847906-Complete-Advanced-Level-Mathematics-Pure-Mathematics.pdf
- Satdyn Mb 2010f
- Criteria of Savage (Opportunity Cost)
- Int_calc
- lo01
- Solution of Tutorial 2_2015
- ICIP_07
- Math 208
- On norming constants for normal maxima
- Basic Algebra Review1
- ch04_ex.pdf
- Example 01
- 2-LTI Discrete Time Systems

Anda di halaman 1dari 345

I

&

MONOGRAPHS

IN INEQUALITIES

MONOGRAPHS

IN INEQUALITIES

I. Franji, J. Peari

I. Peri, A. Vukeli

2

M

and error estimations

Iva Franji

Josip Peari

Ivan Peri

Ana Vukeli

I

&

quadrature formulae

and error estimations

from

the point of view

of inequality theory

(or theorists)

(from the point of view of inequality theory)

Iva Franjic, Josip Pecaric, Ivan Peric and Ana Vukelic

quadrature formulae

and error estimations

(from the point of view

of inequality theory)

Iva Franjic

Faculty of Food Technology and Biotechnology

University of Zagreb

Zagreb, Croatia

Josip Pecaric

Faculty of Textile Technology

University of Zagreb

Zagreb, Croatia

Ivan Peric

Faculty of Food Technology and Biotechnology

University of Zagreb

Zagreb, Croatia

Ana Vukelic

Faculty of Food Technology and Biotechnology

University of Zagreb

Zagreb, Croatia

Zagreb, 2010

(from the point of view of inequality theory)

Iva Franjic, Josip Pecaric, Ivan Peric and Ana Vukelic

www.element.hr/english/

Printed in Croatia.

All rights reserved.

ISBN 953-197-572-8 (hard cover)

No part of this publication may be reproduced or distributed in any form

or by any means, or stored in a data base or retrieval system, without

the prior written permission of the publisher.

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

Generalizations of the Ostrowski inequality are mainly given in Chapter 1, but related

results are scattered throughout the book (especially for the case x = (a + b)/2). Variants of

the Hermite-Hadamard inequality are given for some pairs of quadrature formulae (called

dual formulae) and refinements are given in the sense of the Bullen inequalities for higher

convex functions. The basic Bullen inequality

0

1

ba

b

a

f (x)dx f

a+b

2

1

f (a) + f (b)

2

ba

b

a

f (x)dx

The book contains generalizations of many classical quadrature formulae such as Simpson, dual Simpson, Maclaurin, Gauss, Lobatto, Radau. Standard methods in deducing

these formulae are very different, spanning from Lagrange, Newton interpolation polynomials to orthogonal polynomials such as Legendre, Chebyshev, Jacobi. The specific

v

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

1

1.1 Introduction . . . . . . . . . . . . .

1.2 General Euler-Ostrowski Formulae

1.2.1 Trapezoid formula . . . . .

1.2.2 Midpoint formula . . . . .

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

2.2 General Euler two-point formulae . . . . . . . . . . . . . . . . . . . .

2.3 Inequalities related to the general Euler two-point formulae . . . . . .

2.4 Integration of periodic function and application on the general Euler

two-point formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

2.5 Hermite-Hadamard and Dragomir-Agarwal inequalities and

convex functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

2.6 Estimations of the error for two-point formula via pre-Gruss inequality

2.7 Hermite-Hadamards inequalities of Bullen type . . . . . . . . . . . .

General 3-point Quadrature Formulae Of Euler Type

3.1 General approach . . . . . . . . . . . . . . . . . . . . . . .

3.1.1 Gauss 2-point formulae of Euler type . . . . . . . .

3.1.2 Simpsons formula . . . . . . . . . . . . . . . . . .

3.1.3 Dual Simpsons formula . . . . . . . . . . . . . . .

3.1.4 Maclaurins formula . . . . . . . . . . . . . . . . .

3.1.5 Hermite-Hadamard-type inequality for the 3-point

quadrature formulae . . . . . . . . . . . . . . . . .

3.1.6 Bullen-Simpsons inequality . . . . . . . . . . . . .

3.2 Corrected 3-point quadrature formulae . . . . . . . . . . . .

3.2.1 Corrected Simpsons formula . . . . . . . . . . . .

3.2.2 Corrected dual Simpsons formula . . . . . . . . . .

3.2.3 Corrected Maclaurins formula . . . . . . . . . . . .

3.2.4 Gauss 3-point formula of Euler type . . . . . . . . .

3.2.5 Corrected Gauss 2-point formula of Euler type . . .

3.2.6 Hermite-Hadamard-type inequality for the corrected

3-point quadrature formulae . . . . . . . . . . . . .

3.2.7 On corrected Bullen-Simpsons inequality . . . . . .

3.3 General Simpson formulae . . . . . . . . . . . . . . . . . .

3.3.1 General Euler-Simpson formulae . . . . . . . . . .

3.3.2 General dual Euler-Simpson formulae . . . . . . . .

3.3.3 Estimations of the error via pre-Gruss inequality . .

.

.

.

.

1

1

4

9

10

.

.

.

11

11

12

17

28

.

.

.

32

45

50

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

67

67

75

78

79

79

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

80

81

98

104

106

107

109

112

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

115

118

127

127

139

151

vii

4.1 General approach . . . . . . . . . . . . . . . . . . . . . . .

4.1.1 Simpsons 3/8 formula . . . . . . . . . . . . . . . .

4.1.2 Hermite-Hadamard-type inequality for the 4-point

quadrature formulae . . . . . . . . . . . . . . . . .

4.1.3 Bullen-Simpsons 3/8 inequality . . . . . . . . . . .

4.2 Closed corrected 4-point quadrature formulae . . . . . . . .

4.2.1 Lobatto 4-point formula . . . . . . . . . . . . . . .

4.2.2 Corrected Simpsons 3/8 formula . . . . . . . . . .

4.2.3 Hermite-Hadamard-type inequality for the corrected

4-point quadrature formulae . . . . . . . . . . . . .

4.2.4 On corrected Bullen-Simpsons 3/8 inequality . . . .

4.3 Gauss 4-point formula . . . . . . . . . . . . . . . . . . . .

157

. . . . . . . 157

. . . . . . . 163

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

163

164

184

190

192

. . . . . . . 193

. . . . . . . 195

. . . . . . . 204

5.1 General approach . . . . . . . . . . . . . . . . . . . . . . . . . . . .

5.1.1 Booles formula . . . . . . . . . . . . . . . . . . . . . . . . .

5.1.2 Hermite-Hadamard-type inequality for the 5-point quadrature

formulae . . . . . . . . . . . . . . . . . . . . . . . . . . . .

5.2 Closed corrected 5-point quadrature formulae . . . . . . . . . . . . .

5.2.1 Lobatto 5-point formula . . . . . . . . . . . . . . . . . . . .

5.2.2 Corrected Lobatto 4-point formula . . . . . . . . . . . . . . .

5.2.3 Corrected Gauss 3-point formula . . . . . . . . . . . . . . . .

5.2.4 Corrected Booles formula . . . . . . . . . . . . . . . . . . .

5.2.5 Hermite-Hadamard-type inequality for the corrected

5-point quadrature formulae . . . . . . . . . . . . . . . . . .

5.3 Corrected Lobatto 5-point formula . . . . . . . . . . . . . . . . . . .

5.4 General Euler-Booles and dual Euler-Booles formulae . . . . . . . .

5.4.1 General Euler-Booles formulae . . . . . . . . . . . . . . . .

5.4.2 General dual Euler-Booles formulae . . . . . . . . . . . . .

5.4.3 General Bullen-Booles inequality . . . . . . . . . . . . . . .

211

. . 211

. . 218

.

.

.

.

.

.

.

.

.

.

.

.

219

220

225

227

229

232

.

.

.

.

.

.

.

.

.

.

.

.

234

236

240

240

244

247

6.1 The first family of Radau-type quadratures . . . . . . . . . . . . . . . . .

6.2 The second family of Radau-type quadratures . . . . . . . . . . . . . . .

6.3 Radau 3-point Formulae . . . . . . . . . . . . . . . . . . . . . . . . . .

251

252

255

258

in the quadrature formulae

7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . .

7.2 Some preliminary considerations (or Reducing the Problem 7.2)

7.3 Case mi = mi . . . . . . . . . . . . . . . . . . . . . . . . . . .

7.4 Using the Fourier expansion of the periodic Bernoulli functions .

261

261

264

269

271

viii

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

weighted integral formulae

8.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . .

8.2 Main results . . . . . . . . . . . . . . . . . . . . . . . . . .

8.3 Related inequalities . . . . . . . . . . . . . . . . . . . . . .

8.4 Chebyshev-Gauss formulae of the first kind of Euler type . .

8.5 Chebyshev-Gauss formulae of the second kind of Euler type

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

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 . . . . . . . . . . . . . . . . . . . . . . . . . .

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

275

275

277

281

282

287

293

. . . . 293

. . . . 293

. . . . 298

. . . . 311

. . . . 315

. . . . 321

Appendix

325

Bernoulli polynomials and Bernoulli numbers . . . . . . . . . . . . . . . . . . 325

Bibliography

329

ix

Chapter

1.1

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

Proof. If a < x < b the function is differentiable on [a, b]\{x} and its derivative is

1

, since B1 (t) = t 1/2. It has a jump of (x + 0) (x 0) = 1 at x, which

equal to ba

1

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)

m

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).

R1k (x) =

(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)

Bk

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

xa

1

[ f (b) f (a)] +

ba

ba

b

1

= T1 (x) +

f (t)dt f (x).

ba a

R11 (x) = B1

b

a

f (t)dt f (x)

1.1 I NTRODUCTION

R11 (b) = B1 (0) f (b) B1 (1) f (a) +

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

R11 (x) = T1 (x) +

1

ba

b

a

f (t)dt f (x),

(1.6)

d

B

dt k

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

To obtain the identity (1.2), note that

R2n (x) = R1n (x)

(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)

The main results of this section are the general Euler-Ostrowski formulae which generalize

extended Euler identities (1.1) and (1.2), in a sense that the value of the integral is approximated by the values of the function in m equidistant points, instead of by its value in just

one point. The results presented in this section were published in [60].

To derive these formulae, we will need an analogue of Multiplication Theorem, stated

for periodic functions Bn . Multiplication Theorem for Bernoulli polynomials Bn states

(cf. [1] or Appendix):

Bn (mt) = mn1

m1

Bn

t+

k=0

k

,

m

n 0, m 1

1 j m 1:

Bn (mt) = Bn (m (t j/m)) = mn1

= mn1

m1

Bn

t+

k=0

m1

Bn

k=0

(1.7)

t+

k j

m

k

,

m

Bn (mt) = mn1

m1

Bn

k=0

t+

k

,

m

n 0, m 1.

(1.8)

The following theorem is crucial for our further investigations but is also of independent interest. Namely, the remainder is expressed in terms of Bn (x mt).

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

Bn (x mt) = mn1

Multiplying this with

applying (1.1).

d f (n1) (t)

m1

Bn

k=0

x+k

t

m

1

0

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)

f (n) (t) = sgn(Bn (x mt) Bn(x)) |Bn (x mt) Bn(x)|1/(p1)

for 1 < p < and

f (n) (t) = sgn(Bn (x mt) Bn(x))

for

p = in

(1.12).

1

t[0,1]

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)

1

0

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

is known that, for an odd n, Bernoulli polynomials have constant sign on (0, 1/2) and on

(1/2, 1). (1.14) also follows by direct calculation.

To prove (1.15), assume first that 0 x 1/2. For an odd n we have Bn (1 t)

= Bn (t), so we can rewrite K (n, 1) as

1/2

0

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

1

0

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)

1

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)| ,

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)

|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.

(1.15) and (1.17). In (1.14) it is obvious that x = 1/2 is such point. Differentiating the

function on the right-hand side of (1.17) this is the case when n is even it is easy to see

that it obtains its minimum for x = 1/4 and x = 3/4 (for n 2) while its maximal value is

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).

Choosing x = 0 and x = 1 in (1.9) and (1.10) when m = 1, adding those two formulae up

and then dividing the resulting formula by 2, produces the Euler trapezoid formulae - and

all the other results - obtained in [24]. Here, we just state the error estimates for this type

of quadrature formulae. Namely, for p = and p = 1, we have:

1

0

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) =

For m = 1 and x = 1/2 in (1.9) and (1.10), we get the Euler midpoint formulae derived in

[22] and of course all other results from that paper follow directly. The error estimates for

this type of quadrature formulae, for p = and p = 1, are:

1

0

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

2.1

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

The results from this and next section are published in [90].

For k 1 and fixed x [0, 1/2] define the functions Gxk (t) and Fkx (t) as

Gxk (t) = Bk (x t) + Bk (1 x t), t R

and Fkx (t) = Gxk (t) B k (x), t R, where

B k (x) = Bk (x) + Bk (1 x), x [0, 1/2], k 1.

Especially, we get B 1 (x) = 0, B 2 (x) = 2x2 2x + 1/3, B 3 (x) = 0. Also, for k 2 we

have B k (x) = Gxk (0), that is Fkx (t) = Gxk (t) Gxk (0), k 2, and F1x (t) = Gx1 (t), t R.

Obviously, Gxk (t) and Fkx (t) are periodic functions of period 1 and continuous for k 2.

Let f : [0, 1] R be such that f (n1) exists on [0, 1] for some n 1. We introduce the

following notation for each x [0, 1/2]

D(x) =

1

[ f (x) + f (1 x)] .

2

1

Tm (x) = [Tm (x) + Tm (1 x)] ,

2

where Tm (x) is given by (1.3). It is easy to see that

1 m B k (x) (k1)

f

(1) f (k1) (0) .

Tm (x) =

2 k=1 k!

(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,

F3x (t) = Gx3 (t) =

2t 3 + 6t 2 + (6x2 + 6x 7)t

+ 6x2 6x + 3,

0t x

x < t 1x

(2.5)

(2.6)

(2.7)

(2.8)

1 x < t 1.

Gxk (t)

Now, we will prove some properties of the functions

Bernoulli polynomials are symmetric with respect to 1/2, that is

Bk (1 x) = (1)k Bk (x) , k 1.

(2.9)

Therefore, we get B 2 j1 (x) = 0, j 1 and B 2 j (x) = 2B2 j (x), x [0, 1/2]. Now, we have

F2xj1 (t) = Gx2 j1 (t), j 1, and

F2xj (t) = Gx2 j (t) B 2 j (x) = Gx2 j (t) 2B2 j (x), x [0, 1/2], j 1.

(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),

= (1)k

0 t x,

Bk (1 x t)+ Bk (x t),

Bk (1 x t)+ Bk (1 + x t), x < t 1 x,

= (1)k Gxk (t),

which proves the first identity. Further, we have Fkx (t) = Gxk (t) Gxk (0) and (1)k Gxk (0)

= Gxk (0), since Gx2 j+1 (0) = 0, so that we have

Fkx (1 t) = Gxk (1 t) Gxk (0) = (1)k [Gxk (t) Gxk (0)] = (1)k Fkx (t) ,

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)

and

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)k1 Gx2k1 (x) = (1)k1 B2k1 (1 2x) = (1)k B2k1 (2x) > 0

and

(1)k Gx2k1 (x) = (1)k B2k1 (1 2x) > 0 for x

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

Proof. Using (A-2) we get

x

(1)k F2k

(t) = (1)k Gx2k (t) = 2k(1)k1 Gx2k1 (t)

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]

Corollary 2.2 For k 2, and x 0, 12 21 3

1

0

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

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

which proves the first assertion. By Corollary 2.1 and because F2k

2k

2k

does not change its sign on the interval (0, 1). Therefore, using (2.10) we get

1

0

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

two-point formulae

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

1

(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

t[0,1]

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.

1

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

0

1

0

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

Let f : [0, 1] R be such that f (2i1) (0) = f (2i1) (1) for i = 1, . . . , k and x [0, 1/2].

If f (2k) L p [0, 1], we have

1

0

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

0

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

0

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

i=1

We have

so

0 = g(2k1) (0) = f (2k1) (0) + (2k 1)!a2k1

0 = g(2k1) (1) = f (2k1) (1) + (2k)!a2k + (2k 1)!a2k1

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.

Corollary 2.3 Let f : [0, 1] R be L-Lipschitzian on [0, 1]. Then for each x [0, 1/2]

1

0

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)

1

0

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

1

2

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

1

0

|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

1

0

|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

x B2k (x)

2

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

1

0

f (t)dt D(x)

x2 1

V ( f ).

2 0

(2.25)

max |F2x (t)| = max 2x2 , 2x +

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).

[0, 1]. Then for each x [0, 1/2]

1

0

f (t)dt D(x) +

1

B2 (x)

x

[ f (1) f (0)] x2 +

V 1 ( f ).

2

2 12 0

max |Gx2 (t)| = max |G2 (0)|, |G2 (x)|, G2

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 )

1

0

f (t)dt D(x) +

B2 (x)

1

1

[ f (1) f (0)]

x2 + x

2

3

6

max

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

Gxn 2 (t) 2Gxn(t)B n (x) + B 2n (x) dt =

= (1)n1

1

0

2(n!)2

[B2n + B2n(1 2x)] + 4B2n(x).

(2n)!

boundary conditions f (1) = f (0). For x = 0 our con

stant from Theorem 2.3 is 1/(12 3). Guessab and Schmeisser in [65] also have 1/(12 3)

which confirms the sharpness of our inequality in this case.

Finally, we give the values of optimal constant for n = 1 and arbitrary p from Theorem

2.2.

Remark 2.13 Note that K (1, p, x) = K(1, p, x), for 1 < p , since Gx1 (t) = F1x (t). Also,

for 1 < p we can easily calculate K(1, p, x). We get

1 (2x)q+1 + (1 2x)q+1

K(1, p, x) =

2

q+1

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.

B4 (x) (4)

R 24 ( f ) =

f ( ),

24

respectively, which are formulae proved for x = 0 in [24], for x = 1/2 in [22] and for

x = 1/3 in [78].

Corollary 2.12 Let f C [0, 1] and R be such that 0 < < 2 and | f (2k) (t)|

2k for t [0, 1] and k k0 for some k0 2. Then for x 0, 12 21 3

we have

1

1 B2 j (x) (2 j1)

f (t)dt = D(x)

(1) f (2 j1)(0) .

f

2 j=1 (2 j)!

0

,1

2 3 2

(2.29)

|R 22k ( f )|

so, (2.29) follows.

(2k)! 2k

1

2

=2

(2k)!

(2k)!

(2k)! (2 )2k

2

2k

28

on the general Euler two-point formula

In the paper [84] the following lemma has been proved:

Lemma 2.3 Let (x) 0. Then

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

( (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,

If function is decreasing on I, the reverse of (2.31) can be obtained in the similar way.

To prove the sharpness, we can simply choose a decreasing function : [a, a + nP] R

defined with

a + (k + 1)P,

x [a + kP, xk ]

(x) =

,

a + kP,

x (xk , a + (k + 1)P]

for all k {0, ..., n 1}. This completes the proof.

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

2 2 3 the following inequality holds

b

(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)

x

is periodic with period P = 1. It can be easily

Proof. We know that function F2r1

x

x

x

x

checked that: F2r1 (0) = F2r1 (1/2) = F2r1

(1) = 0, (1)r1 F2r1

(t) > 0 for

r1 x

1 x

t (0, 1/2), (1) F2r1 (t) < 0 for t (1/2, 1), and also 0 F2r1 (t) dt = 0. This means

x

that if in Theorem 2.6 we choose (t) = (1)r1 F2r1

(t), (t) = f (2r1) (t(b a) + a)

and n = 1, we obtain

(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.

b

(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)!

(1)r1

<

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

inequalities and convex functions

One of the cornerstones of nonlinear analysis is the Hermite-Hadamard inequality, which

states that if [a, b] (a < b) is a real interval and f : [a, b] R is a convex function, then

a+b

2

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

(2r)!

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

,1

2 3 2

|B2r (x)| (2r)

f

(2r)!

1

2

we have

1

(1)r1

33

|B2r (x)|

(2r)!

1

f (t)dt [ f (x) + f (1 x)] + Tr1( f )

2

2

(2.39)

Proof. For x 0, 12 21 3 from (2.4) and (2.33) we have

1

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

since 01 (1 t) |F2rx (t)| dt = 01 t |F2rx (t)| dt =

(2.38) follows.

By Jensens integral inequality we have

1

0

1 1

x

2 0 |F2r (t)| dt.

(2.41)

So, the second inequality in

1

|F2rx (t)| dt

f (2r)

1

x

0 ((1 t) 0 + t 1) |F2r (t)| dt

1

x

0 F2r (t) dt

1

.

2

The proof of inequality (2.39) is similar.

(2.42)

Hermite-Hadamards inequality for Euler trapezoid, Euler midpoint and Euler two-point

Newton-Cotes formulae respectively (see [31], [32] and [97]).

34

(a) If f (n)

,1

2 3 2

1

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)!

2

q 1/q

(2.45)

(b) If

f (n)

1

1

f (t)dt [ f (x) + f (1 x)] + Tr1( f )

2

2

1

1

B2r

(2r)!

2

2

0

(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

0

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

1

f (t)dt [ f (x) + f (1 x)] + Tr1( f )

2

0

1

1

F x (t) f (2r1) (t) dt

1

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

The proofs of the inequalities (2.44), (2.47), (2.45) and (2.48) are similar.

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

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

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

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

6x2 + 6x 1

f

24

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

1

0

|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

(a) If | f |q is convex for some q 1, then for x [0, 1/2] we have

1

0

1

f (t)dt [ f (x) + f (1 x)]

2

4

2

1/q

1

0

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

1

0

6x2 + 6x 1

1

f (t)dt [ f (x) + f (1 x)]

2

24

| f (0)|q + | f (1)|q

2

1/q

1

0

8x2 4x + 1

1

f

f (t)dt [ f (x) + f (1 x)]

2

4

1

2

1

0

6x2 + 6x 1 1

1

+ (1 4x)3/2

f (t)dt [ f (x) + f (1 x)]

2

24

6

1

2

1

0

6x2 + 6x 1

1

f (t)dt [ f (x) + f (1 x)]

2

24

1

2

1

0

|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

.

192

2

39

1

0

1

f

2

f (t)dt

1

+f

4

3

4

1 | f (0)|q + | f (1)|q

8

2

1/q

1

0

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

1

0

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),

8

= (2r+1)(2r+2)

B2r+2 (x) B2r+2 12 x B2r (x),

x

(vi) C6 (x) = 01 (1 y)F2r

8

= (2r+1)(2r+2) B2r+2

(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,

8

B2r+2 (x) B2r+2 12 x ,

= 01 (1 y)Gx2r 1 2y dy = (2r+1)(2r+2)

40

1

,1 .

2 3 2

q

(a) If f (n)

11/q

1

x B2r (x)

2

1/q

q

r

1

. (2.49)

+ C2 (x) f (2r1)

2

2

1

2

f (t)dt [ f (x) + f (1 x)] + Tr1( f )

B2r

2

(2r)!

r

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

0

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)

1

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

0

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

1

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

1

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

The proofs of the inequalities (2.50), (2.53) and (2.51) are similar.

Dragomir-Agarwal inequality for Euler trapezoid (see [69]) , Euler midpoint and Euler

two-point Newton-Cotes formulae respectively.

The resultant formulae in Theorem 2.12 when r = 2 are of special interest, so we isolate

it as corollary.

Corollary 2.15 Suppose f : [0, 1] R is 4-times differentiable and x 0, 12 21 3

1

,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

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

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

0

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

0

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

0

1

1

f (t)dt [ f (x) + f (1 x)]

2

8

x2 + x +

1

6

+ f

x2 x +

1

0

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

0

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

0

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

1

0

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

1

0

f (t)dt

1

f

2

1

+f

3

2

3

36

16

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

1

0

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

1

0

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

1

0

2.6

f (t)dt f

1

2

via pre-Gruss

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

Further, he gave some improvements of the Simpsons inequality.

continuous of bounded variation with f L2 [a, b], then we have

a+b

+ f (b)

2

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)

2 , 0 (t) = (t)/ 2 .

In this section, using Theorem 2.14, we will give similar result for Euler two-point

formula and for functions whose derivative of order n, n 1, is from L2 [0, 1] space. We

will use interval [0, 1] because of simplicity and since it involves no loss in generality.

The results from this section are published in [96].

Theorem 2.16 If f : [0, 1] R is such that f (n1) is continuous of bounded variation

function with f (n) L2 [0, 1] then we have

1

0

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)

Bn+1 ( 12 +x)2Bn+1 (x)

2(Bn+1 (x)Bn+1 ( 12 +x))

, t 0, 12 ,

,t

1

2,1

1

0

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

0

1

2(n!)

1

0

1

1

1

Gxn (t)dt

f (n) (t)dt

2(n!) 0

0

1

1

1

f (n) (t)0 (t)dt

2(n!) 0

0

1

=

S (Gxn , f (n) ).

2(n!)

(2.62)

1

0

1

S (Gxn , Gxn )1/2 S ( f (n) , f (n) )1/2 .

2(n!)

(2.63)

S (Gxn , Gxn ) = Gxn

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

1

0

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

0

1

K

f (t)dt [ f (0) + f (1)] ,

2

2 3

while

(t) =

t 16 , t 0, 12 ,

t 56 , t 12 , 1 .

with f (n) L2 [0, 1], then we have

1

0

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

f

(1) f (2k1)(0)

(2k)!

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 + 21n1 4 , t 0, 12 ,

(t) =

1n

t + 32

,t

21n 4

1

2,1

1

0

while

K

,

2 3

1

2

f (t)dt f

t 13 , t 0, 12 ,

t 23 , t 12 , 1 .

(t) =

with f (n) L2 [0, 1], then we have

1

0

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

f

(1) f (2k1) (0)

(2k)!

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 ,

n

(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

1

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 .

with f (2m) L2 [0, 1], then we have

1

0

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

f

(1) f (2k1)(0)

(2k)!

k=1

m

and

K 2 = f (2m)

2

2

f (2m) (t)dt

while

1

0

1, t 0, 12 ,

1, t 12 , 1 .

(t) =

Hermite-Hadamards inequality can be generalized in the following way.

Theorem 2.17 Let f : [a, b] R be a convex function. Then for every x a, a+b

2

1

f (a) + f (b)

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)

Consider now x a, a+b

2

obtain

f (x) f (a) f (b) f (a + b x),

(2.75)

we have a + b 2x 0, so for such x the inequality (2.75) can be rewritten

For x a, a+b

2

as

f (b) f (a + b x)

f (x) f (a)

(a + b 2x)

,

(a + b 2x)

ba

ba

i.e.,

(a + b 2x)

f (b) f (a + b x)

f (x) f (a)

+ (2x a b)

0.

ba

ba

2(xa)

ba

ba [ f (x) + f (a + b x)]

f (a) + f (b) + f (x) + f (a + b x).

1

ba

b

a

f (t) dt

,

4

f (a) + f (b)

1

2

ba

b

a

f (t) dt

1

ba

b

a

f (t) dt

f (x) + f (a + b x)

,

2

(2.76)

52

Now let x

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

f (x) f

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)

1

ba

b

a

f (t) dt

f (x) + f (a + b x)

,

2

f (a) + f (b)

1

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

and

53

Bxk = Bk

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

Tm (x) + Tm (a + b x)

,

2

Tm (a) + Tm (b)

.

=

2

TmV (x) =

TmF

Obviously,

Tm (x) =

.

2

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

2

4s 6s + 2 1 < s < 1

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

=

= (1)k

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)

On the other hand, if k = 2i, i 1, then (1)2i = 1, so we obtain

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 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

, H2 ( ) is under the x axis. This will be true for 0, 25 . The sign of H1 (s) is determined by the sign of the function y (s) = 4s2 + 3s 2 3 2 3 + 1 . This function

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

1

2

3

8

<

2

5

< .

And in the end, we must separately investigate G3 because in this special point =

1

1

1

, s 0, .

2

2

1

2

58

1

1

1 1

4, 2

Gx3 (t) < 0, t a,

a+b

2

ba

2 4 6 , and also

a+b 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

2 4 6

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

2 4 6 . If r = 2 assertion follows from Lemma 2.5. Assume

now that r 3. In that case we have 2r 1 5 and the function Gx2r1 is continuous and

at least twice differentiable. We know that

2r 1 x

G

Gx2r1 (t) =

(t) ,

b a 2r2

(2r 1) (2r 2) x

G2r3 (t) ,

(2.81)

Gx2r1 (t) =

(b a)2

and that

Gx2r1 (a) = Gx2r1

a+b

2

59

= 0.

Suppose that Gx2r1 has another zero a, a+b

2

a+b

x

and , 2 the derivative G2r1 must have at least one zero, say 1 (a, ) and

. Therefore, the second derivative Gx2r1 must have at least one zero

2 , a+b

2

. Thus, from the assumption that Gx2r1 has a zero

inside the interval (1 , 2 ) a, a+b

2

a+b

inside the interval a, 2 it follows that Gx2r3 also has a zero inside the interval a, a+b

.

2

From this we could deduce that the function Gx3 also has a zero inside of the interval

which is not true. Thus, Gx2r1 can not have a zero inside the interval a, a+b

.

a, a+b

2

2

x

Furthermore, if Gx2r3 (t) > 0 for t a, a+b

,

then

from

(2.81)

follows

that

G

is

2r1

2

, and hence Gx2r1 (t) < 0 for t a, a+b

. Similarly, if Gx2r3 (t) < 0

convex on a, a+b

2

2

, then from (2.81) follows that Gx2r1 is concave on a, a+b

, and hence

for t a, a+b

2

2

x

x (t) < 0 for t a, a+b we can conclude that

G2r1 (t) > 0 for t a, a+b

.

Since

G

3

2

2

(1)r1 Gx2r1 (t) > 0, t a,

For the special cases x =

a+b

2

and x =

4ba

6

a+b

2

a+b

.

2

ba

2 4 6

and strictly decreasing on

2

a+b

the interval 2 , b . Consequently, a and b are the only zeros of F2rx in the interval [a, b]

and

1 xa

xa

max |F2rx (t)| = 2 B2r

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

2 4 6 . We know that

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

4ba

6

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

2 4 6 we have

=

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

and

1

ba

61

xa

+ B2r .

ba

ba

2 4 6 . Using Lemma 2.4 and Lemma 2.6 we get

b

a

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.

b

a

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

a+b

62

ba

2 4 6 . 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

(b a)2r

B2r

2 (2r)!

R22r (x) =

xa

+ B2r f (2r) ( ) .

ba

ba

(2r) is continuous on

2 4 6 . For n = 2r 4 and f such that f

= (1)r

(b a)2r1

4 (2r)!

If

(b a)2r1

Ir ,

4 (2r)!

where

Ir =

b

a

(2.82)

(2.83)

[a,b]

then

[a,b]

(1)r F2rx (t) 0, t [a, b],

so

m

Since

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

R22r (x) =

(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

2 4 6 . Assume that f : [a, b] R is such that for some

there exists a point [0, 1] such that

R22r (x) = B2r

1 xa

B2r

2 ba

xa

+ 2 22r 1 B2r

ba

(b a)2r1 (2r1)

f

(b) f (2r1) (a) .

2 (2r)!

(2.84)

0 (1)r1 F2rx (t) (1)r1 F2rx

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

+ T2r1 (x)

4

(b a)2r1 (2r1)

f

(b) f (2r1) (a)

2 (2r)!

1 xa

xa

B2r

+ 2 22r 1 B2r ,

B2r

2 ba

ba

64

x

Proof. We know that the function F2r1

is periodic with the period P = b a. From

ba

2 4 6 we have:

x

F2r1

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

b

1

f (a) + f (b) + f (x) + f (a + b x)

+ T2r1 (x)

f (t) dt

ba a

4

(b a)2r2

F x (t) f (2r1) (t) dt,

=

4 (2r 1)! [a,b] 2r1

so

(1)r

=

1

ba

b

a

(b a)2r2

(1)r

4 (2r 1)!

f (t) dt

b

a

+ T2r1 (x)

4

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)

ba

2 4 6 . In case n = 2r 4 from (2.80) we get

2

ba

b

a

f (t) dt

+ 2T2r1 (x) = 2R22r ( f ) ,

2

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 .

+ 2T2r1 (x) 0,

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

Formulae Of Euler Type

The topic of this chapter are general 3-point quadrature formulae. More precisely, a family

of quadrature formulae which approximate the integral over [0, 1] by values of the function

in nodes x, 1/2, 1 x, where x [0, 1/2), are studied. The results from the first section

were published in [57].

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

1

0

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.

3 (x,t). For 0 t x < 1/2, it takes the form

3

GQ3

3 (x,t) = t ,

3

GQ3

3 (x,t) = t +

1

t1 = ,

2

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

Denote:

RQ3

2n+2 (x, f ) =

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

Q3

(2n+1)

(1) f (2n+1)(0) .

(2n + 2)! RQ3

2n+2(x, f ) = F2n+2 (x, 1/2) f

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

1

,t

2

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

be such that f (2n) L p [0, 1] for some n 1. Then we have

1

0

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)

1

0

f (t)dt Q x,

1

0

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)

1

|GQ3

,

2n+2 (x, 0)|

(2n + 2)!

2

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

2

1/q

(3.25)

1

0

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

2n+1 (x,t)|dt

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

1

0

1

0

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

1

0

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.

There is an interesting special case of the results from the previous section. Namely, if we

choose w(x) = 1/2, where w(x) is as in (3.7), we will get

x=

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.

Corollary 3.1 If f : [1, 1] R is such that f (2n+2) is continuous on [1, 1] for some

n 1, then there exists [1, 1] such that

RG2

2n+2 ( f )

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].

Corollary 3.2 Let p, q R be such that 1 p, q and 1/p + 1/q = 1.

f : [1, 1] R be such that f (2n) L p [1, 1] for some n 1. Then we have

1

1

G2

f (t)dt QG2 + T2n

22n1

(2n)!

1

1

Let

q

q

GG2

2n (t) dt

f (2n)

p.

(3.34)

1

1

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

1

1

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

4320

2

78

94 3

3 3

3 3

LQ3 3,

=

,

LQ3 4,

6

1728

6

1

.

4320

One of the special cases of the results from the previous section, obtained for x = 0, is the

classical Simpsons formula. Results of this subsection were published in [28].

The quadrature formula is in this case:

Q 0,

1

1

,1 =

f (0) + 4 f

2

6

1

+ f (1) .

2

Further,

Q3

S

= T2n

(0) =

T2n

k=2

k (0,t) =

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:

3(2n + 2)!

1

RS2n+2 ( f ) =

(1 22n)B2n+2 f (2n+2) ( ),

[0, 1]

3(2n + 2)!

RS2n+2 ( f ) =

1

0

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

For x = 1/4, as a special case dual Euler-Simpsons formulae are obtained. Results of this

subsection are published in [25]. We have:

1 1 3

, ,

4 2 4

=

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

3(2n + 2)!

1

RDS

(1 4n)(1 212n)B2n+2 f (2n+2) ( ), [0, 1]

2n+2 ( f ) =

3(2n + 2)!

RDS

2n+2 ( f ) =

1

0

f (t)dt

1

2f

3

1

f

4

1

+2f

2

3

4

7

f (4) ( ).

23040

(3.38)

1

0

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) =

The next interesting special case is Maclaurins formula, obtained for x = 1/6. Results of

this subsection are published in [23]. We have:

Q

1 1 5

, ,

6 2 6

1

3f

8

1

+2f

6

1

2

+3f

5

6

80

1

6

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

2n+2 ( f ) can be written as:

RM

2n+2 ( f ) =

RM

2n+2 ( f ) =

(1) f (2n1)(0) , [0, 1]

f

8(2n + 2)!

f

( ),

8(2n + 2)!

[0, 1]

1

0

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)

1

0

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) =

quadrature formulae

The well-known Hermite-Hadamard-type inequality states that: for any convex function

f : [0, 1] R, the following pair of inequalities holds

f

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

Proof. For a 4-convex function f , we have f (4) 0, so the statement follows easily from

(3.19).

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

Proof. Follows from (3.40) for x = 1/4.

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

Proof. Follows from (3.40) for x = 1/6.

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.

For any function f : [0, 1] R, with continuous fourth derivative f (4) on [0, 1] and

f (4) (t) 0, t [0, 1], we have

1

2f

3

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)

The aim of this section is to establish a generalization of the inequalities (3.41) and

(3.42) for a class of (2r)-convex functions and also to obtain some estimates for the absolute value of difference between the absolute value of error in the dual Simpsons quadrature rule and the absolute value of error in the Simpsons quadrature rule. We shall make

use of the following five-point quadrature formula

1

0

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)

Tm ( f ) :=

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

G1 (t) = F1 (t) =

.

(3.49)

6t + 7/2, t (1/2, 3/4]

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

that by direct calculation we get B 2 = B 3 = 0 and

6t 2 t,

t [0, 1/4]

,

6t 2 5t + 1, t (1/4, 1/2]

(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

B2r

1

2

1

4

B 2r = 2 22r (4 22r 1)B2r , r 1.

(3.54)

(3.55)

(3.56)

Also,

Further, as we pointed out earlier, the points 0 and 12 are the zeros of Fk (t), k 2. As we

shall see below, 0 and 12 are the only zeros of Fk (t) in 0, 12 for k = 2r, r 1, while for

k = 2r 1, r 2 we have F2r1 14 = G2r1 14 = 0. We shall see that 0, 14 and 12 are the

only zeros of F2r1 (t) = G2r1 (t), in 0, 12 for r 2. Also, note that for r 1 we have

G2r (0) = G2r

and

G2r

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

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 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

Corollary 3.7 Assume r 2. Then we have

1

0

Also, we have

1

0

and

1

0

|G2r1 (t)| dt =

8 22r 1 22r

|B2r | .

r

1

0

|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.

of order n, for some n 1. In this case we can use remainders n1 ( f ) and n2 ( f ) as

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.

Theorem 3.7 Assume f : [0, 1] R is such that f (2r) is continuous on [0, 1] , for some

r 2. If f is (2r)-convex function, then for even r we have

1

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)

Proof. Let us denote by LHS and RHS respectively the left hand side and the right hand

side in the second inequality in (3.64). Then we have

2

LHS = 2r

(f)

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

(f) =

22r

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

(3.66) and (3.67) we get the inequalities

and

f (2r) ( )

(3.67)

0 so that using (3.65),

LHS 0, RHS LHS 0, when r is odd.

Remark 3.7 For r = 2 formula (3.61) reduces to

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

then the next approximation will be I2r+2 ( f ). The difference

2r ( f ) = I2r+2 ( f ) I2r ( f )

is equal to the last term in I2r+2 ( f ), that is

2r ( f ) =

1

22r (1 4 22r)B2r f (2r1) (1) f (2r1) (0) .

3(2r)!

2

2r

(f) =

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 )| .

estimate the absolute value of difference between the absolute value of error in the dual

Simpsons quadrature rule and the absolute value of error in the Simpsons quadrature

rule. We do this by proving a number of inequalities for various classes of functions.

First, let us denote

RS :=

and

RD :=

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

||RD | |RS|| |RD + RS |.

Now, if we define R := RD + RS , then

R

=

2

=

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

[0, 1] for some n 1.

If n = 2r 1, r 2, then

1

0

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

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

Corollary 3.9 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.

4608

2304

1

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.

1

0

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

1

0

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

t[0,1]

(3.81)

1

6(2r 1)!

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)

variation on [0, 1]. Then

1

0

If f

f (t)dt D(0, 1)

1

1

V01 ( f ), |R|

V 1 ( f ).

2592

1296 0

1

0

f (t)dt D(0, 1)

1

1

V 1 ( f ), |R|

V 1 ( f ).

18432 0

9216 0

max |G3 (t)| =

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]

we get

1

0

95

f (t)dt D(0, 1)

1 1

1

V ( f ) and |R| V01 ( f ).

6 0

3

1

0

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

1

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

1

6(2r 1)!

1

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

|R 2Tr ( f )| 2K(2r, p) f (2r)

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)

1

0

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.

C1 =

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

1

0

f (t)dt D(0, 1)

1

(M3 m3 ).

9216

The aim of this section is to derive general 3-point quadrature formulae with a degree of

exactness higher than that which the formulae from the previous section had. Observe

identity (3.1) again. Imposing the condition G2 (x, 0) = 0 led us to a family of quadrature

formulae with a degree of exactness equal to 3 (assuming the values of the derivatives

of order 3 or higher are not included in the quadrature; otherwise, an arbitrary degree of

exactness can be achieved).

Now, impose a condition G4 (x, 0) = 0 (for function Gk (x,t) defined in (3.3) and

x [0, 1/2)). Formulae thus obtained will include the values of the first derivative at the

end points of the interval and we will call them corrected quadrature formulae. This name

was first introduced in [105]. The weight is now of the form:

wc (x) =

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)

1

0

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,

What follows is a lemma which is, similarly as before, key for obtaining the rest of the

results in this section.

2k+1 (x,t) has no zeros in variable

t on (0, 1/2). The sign of the function is determined by:

(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

5

for x 0, 12

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

(0, 1/2). Namely, we have

, 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.

3

2

10 6

t

t

GCQ3

5 (x, 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

Q3

Remark 3.16 Similarly as for the function F2k+2

, k 1 in the previous section, we con

CQ3

clude that for k 2 and x [0, 1/2 15/10], the function (1)k F2k+2

(x,t) is strictly

CQ3

(x, 0)

increasing in variable t on (0, 1/2) and strictly decreasing on (1/2, 1). Since F2k+2

CQ3

= F2k+2 (x, 1) = 0, it has constant sign on (0, 1) and attains its maximal value at t = 1/2.

Analogous statement, but with the opposite sign, is valid in the case when x [1/6, 1/2).

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

2n (x, f ) where

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 )|.

1] R be such that f (2n+2) is continuous on [0, 1] for some

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)

=

f ( ).

604800(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

1

0

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)

1

0

f (t)dt QC x,

1

CQ3

, 1 x + T2n

(x) KCQ3 (2n + 1, q) f (2n+1) p .

2

(3.106)

1

0

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.).

we have

1

2

1

CQ3

x, , 1 x + T2n

(x)

2

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)

1

|GCQ3

,

2n+2 (x, 0)|

(2n + 2)!

2

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.

Theorem 3.18 Let x 0, 12

for m 5. If | f

15

10

1 1

6, 2

(m) q

1

0

f (t)dt QC x,

LCQ3 (m, x)

1

CQ3

, 1 x + T2n

(x)

2

2

1/q

(3.112)

1

0

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.

One of the special cases of the results from the previous section, obtained for x = 0, is

corrected Simpsons formula. It was introduced for the first time in [105] and [76]. Results

of this subsection are in fact a generalization of the results from [105] and were published

in [48].

The quadrature formula is in this case:

QC 0,

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.

2n+2 ( f ) on the right-hand side of (3.95) for x = 0 and n 2 can be

written, according to Theorem 3.15, as:

15(2n + 2)!

1

RCS

(1 222n)B2n+2 f (2n+2) ( ),

[0, 1]

2n+2 ( f ) =

15(2n + 2)!

RCS

2n+2 ( f ) =

1

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

CCS (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

where

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

LCQ3 (5, 0) =

1

,

115200

LCQ3 (6, 0) =

1

.

604800

106

For x = 1/4, as a special case corrected dual Euler-Simpsons formulae are obtained. Results of this subsection are published in [50]. We have

1 1 3

, ,

4 2 4

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

as:

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

15(2n + 2)!

1

(9 212n 214n 1)B2n+2 f (2n+2) ( ), [0, 1] (3.116)

RCDS

2n+2 ( f ) =

15(2n + 2)!

RCDS

2n+2 ( f ) =

1

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) =

1

CCDS (2, ) =

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,

where

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

The Hermite-Hadamard-type inequality for the corrected dual Simpsons formula is:

31

f (6)

19353600

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

LCQ3 5,

1

4

1

,

115200

LCQ3 6,

1

4

31

.

19353600

The next interesting special case is corrected Maclaurins formula, obtained for x = 1/6.

Results of this subsection were published in [53]. We have:

QC

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)

2n+2 ( f ) can be written as:

RCM

2n+2 ( f ) =

RCM

2n+2 ( f ) =

f

(1) f (2n1)(0) , [0, 1]

80(2n + 2)!

f

( ),

80(2n + 2)!

[0, 1]

(3.119)

1

0

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)

1

0

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

CCM (2, ) =

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

where

CCM (2, 1) =

,

1728000

1

1

7

CCM (2, ) = GCM

,

=

2 2

6

720

,

CCM (3, 1) =

491520000

CCM (3, ) =

,

13824000

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

Perhaps the most interesting special case is the Gauss 3-point formula. Namely, if we put

x = 510 15 in (3.103), we obtain

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)

1

1

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)

2n+2 ( f ) can, for n 2, be written as:

RG3

2n+2 ( f ) =

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

where F2n+2

2n+2

Further, for 1 m 6 we have:

1

1

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

0.00548184,

CG3 (3, 1) =

14580

0.0063794,

CG3 (3, ) =

2187

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

f (6)

2016000

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

What if in formulae (3.93)-(3.95) a condition w(x) = 1/2 is imposed? The unique solution

x0 of this equation, such that x0 [0, 1/2), is

x0 =

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.

2n+2 ( f ) for n 2 can be written similarly as in

(3.128) and (3.129), where

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

CCG2 (5, 1) =

0.000503075,

27000

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

LCQ3 5,

1

1

2 30

15(15 2 30)

=

1728000

1

45 7 30

1

.

15(15 2 30) =

LCQ3 6,

2 30

4536000

3-point quadrature formulae

The main result of this section provides Hermite-Hadamard-type inequality for the corrected 3-point quadrature formulae.

Theorem 3.19 Let f : [0, 1] R be 6-convex and such that f (6) is continuous on [0, 1].

Then, for x [0, 12 1015 ] and y 16 , 12

10x2 10x + 1

1

[ f (1) f (0)]

QC x, , 1 x

2

60(4x2 + 4x + 1)

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

x1,2,3,4 =

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

Proof. Follows from (3.138) for x = 0 and y = 1/4.

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

Proof. Follows from (3.138) for x = 0 and y = 1/6.

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

Proof. Follows from (3.138) for x = 0 and y = 1/2

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

In [66], it was shown by a simple geometric argument that for a convex function f the

following inequality is valid :

0

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),

CDS

where GCS

k (t) and Gk (t) are defined in (3.114) and (3.116), respectively. Thus,

1

1

t + 7Bk

t + 8Bk

4

2

Fk (t) = Gk (t) Gk (0) for k 2.

3

t ,

4

F1 (t) = G1 (t),

k 1,

B 2 = 1/4

and

B 3 = B 4 = B 5 = 0.

Now, let f : [0, 1] R be such that f (n1) exists on [0, 1] for some n 1. Introduce the

following notation

D(0, 1) =

1

7 f (0) + 16 f

60

1

+ 14 f

4

1

+ 16 f

2

Tm ( f ) =

1 CQ3

T

(0) + TmCQ3 (1/4) ,

2 m

3

4

+ 7 f (1) .

119

T2 ( f ) = T3 ( f ) = T4 ( f ) = T5 ( f ) =

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

1

0

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)

G5 (t) =

0 t 1/4

30t 5 + 115/2 t 4 85/2 t 3 + 15t 2 5/2 t + 5/32, 1/4 t 1/2

121

G5 (t) < 0,

(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

Corollary 3.20 For k 3, we have

1

0

1

0

1

0

|F2k1 (t)| dt =

1

0

|G2k1 (t)| dt =

232k

1 22k |B2k | ,

k

|G2k (t)| dt 2|B 2k | = 222k 1 16 22k |B2k | .

122

get

1

0

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

(2)

R 6 ( f ) =

1

f (6) ( ).

38707200

Theorem 3.22 Let f : [0, 1] R be such that f (2k) is continuous on [0, 1] for some k 3.

If f is a (2k)convex function, then for an even k we have

1

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)

2k ( f ) can be written in

the form:

1

(1 18 22k + 32 24k)B2k f (2k) ( ), [0, 1]

(3.149)

RCDS

2k ( f ) =

15(2k)!

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 (3.149) and (3.145) we get

LHS 0,

RHS LHS 0,

for even k

LHS 0,

RHS LHS 0,

for odd k

Remark 3.24 From (3.148) for k = 3 we get

1

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.

Jk = (1)k1 222k 1 22k B2k f (2k1) (1) f (2k1)(0) .

When f is (2k)concave, the statement follows similarly.

Now define

2k ( f ) =

Clearly,

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 ).

(1)k1 F2k (t) 0 and (1)k1 [F2k+2(t)] 0,

(2)

(2)

so we conclude that R 2k ( f ) has the same sign as R 2k+2 ( f ). Therefore, 2k ( f ) must have

(2)

(2)

the same sign as R ( f ) and R

( f ). Moreover, it follows that

2k

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

30n!

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

1

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

lim K(1, p) =

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.

m F(t) M,

and

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

The results from this section are published in [62].

Here we study the general Simpson quadrature formula

1

0

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

C. E. M. Pearce and J. Pecaric

in [19]. The aim of this section is to establish general Simpson formula (3.155) 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 Euler-Simpson formulae. After that we

prove a number of inequalities which give error estimates for the general Euler-Simpson

formulae for functions whose derivatives are in L p -spaces.

For k 1 define the functions Gk (t) and Fk (t) as

Gk (t) = 2uBk (1 t) + vBk

and

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

Fk (t) = Gk (t) Gk (0), k 2, and F1 (t) = G1 (t), t R.

Obviously, Gk (t) and Fk (t) are periodic functions of period 1 and continuous for k 2.

Let f : [0, 1] R be such that f (n1) exists on [0, 1] for some n 1. We introduce the

following notation

D(u, v) =

1

u f (0) + v f

2u + v

1

+ u f (1) .

2

Tm (u, v) =

1

1

uTm (0) + vTm

2u + v

2

+ uTm (1) ,

128

Tm (u, v) =

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) =

0 t 1/2

,

(2u + v)t 2 2(u + v)t + (4u + 11v)/12, 1/2 < t 1

F2 (t) =

F3 (t) = G3 (t) =

(2u + v)t + u,

0 < t 1/2

,

(2u + v)t + u + v, 1/2 < t 1

0 t 1/2

,

(2u + v)t 2 2(u + v)t + v, 1/2 < t 1

(3.159)

(3.160)

(3.161)

0 t 1/2

.

(2u + v)t 3 + (3u + 3v)t 2 (4u + 11v)t/4 + 3v/4, 1/2 < t 1

(3.162)

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.

F2 j1 (t) = G2 j1 (t), 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

B2 j1

1

2

= 0, j 1.

F2 j1

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)

Gk (1 t) = (1)k Gk (t), 0 t 1,

and

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

=

2uBk (t) + vBk 12 + t , 1/2 < t 1,

= (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 u,

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]

v 2u(1 212k) |B2k |, for v 4u.

132

(1)k F2k (t) = (1)k G2k (t) = 2k(1)k1 G2k1 (t)

and (1)k1 G2k1 (t) > 0 for 0 < t < 1/2, by Lemma 3.12. Thus, (1)k F2k (t) and

(1)k G2k (t) are strictly increasing on the interval (0, 1/2). Also, by Lemma 3.11, we

have F2k (1 t) = F2k (t), 0 t 1 and G2k (1 t) = G2k (t), 0 t 1, which implies that

(1)k F2k (t) and (1)k G2k (t) are strictly decreasing on the interval (1/2, 1). The proof of

the second assertion is similar. Further, F2k (0) = F2k (1) = 0, which implies that |F2k (t)|

achieves its maximum at t = 1/2, that is

max |F2k (t)| = F2k

t[0,1]

1

2

Also

max |G2k (t)| = max |G2k (0)| , G2k

t[0,1]

1

2

v 2u(1 212k) |B2k |, for v 4u.

Corollary 3.22 For k 2, and v u or v 4u we have

1

0

|F2k1 (t)| dt =

Also, we have

1

0

and

1

0

1

0

|G2k1 (t)| dt =

2 212k

|(v 2u)B2k | .

k

Gm (t) = mGm1 (t), m 3.

Now, using Lemma 3.11, Lemma 3.12 and (3.169) we get

1

0

|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 ,

using L p norms for 1 p . These inequalities are generally sharp (in case p = 1 the

best possible).

Theorem 3.28 Assume (p, q) is a pair of conjugate exponents, 1 p, q .

f : [0, 1] R is such that f (n) L p [0, 1] for some n 1. Then we have

1

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

1

0

f (t)dt D(u, v)

48u3 12u2v + v3

L.

24(2u + v)3

134

1

0

|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

max |F1 (t)| = max u,

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)!]

v 2u(1 212k) |B2k |, for v 4u.

Corollary 3.25 Let f : [0, 1] R be such that f (n) L2 [0, 1] for some n 1. Then, we

have

1

0

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

R 24 ( f ) =

16u 7v

f (4) ( ).

5760(2u + v)

1

0

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

Fn (t) d f (n1) (t),

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

Fn (t) f (n) (t)dt +

x

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.

Remark 3.34 For n = 1, 0 u

we get inequality

1

0

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] ,

Remark 3.35 Using formulae (3.177) and (3.178) we can also get the other inequalities

from [20].

Results from this section are published in [94].

Here we study the general dual Simpson quadrature formula

1

0

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

TmD (u, v) =

1

uTm

2u v

1

4

vTm

1

+ uTm

2

3

4

TmD (u, v) =

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

n ( f ),

(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

Fn (t) d f (n1) (t).

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

1/4 < t 1/2

D

G2 (t) =

,

(3.184)

(2u v)t 2 + (2v 2u)t + (11u 22v)/24, 1/2 < t 3/4

(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

F3D (t) = GD

.

(t)

=

3

+(22v 11u)t/8 + (3u 12v)/16,

1/2 < t 3/4

3/4 < t 1

(3.186)

D

Now, we will prove some properties of the functions GD

k (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) =

(3.187)

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

B2 j1

1

2

= 0, j 1.

F2Dj1

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)

k D

GD

k (1 t) = (1) Gk (t), 0 t 1,

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).

2k3 has no zeros in the interval (0, 1/2). We know that 0 and 1/2

are the zeros of GD

2k1 (t). Let us suppose that some , 0 < < 1/2, is also a zero of

D

G2k1 (t). Then inside each of the intervals (0, ) and ( , 1/2) the derivative GD

2k1 (t)

must have at least one zero, say 1 , 0 < 1 < and 2 , < 2 < 1/2. Therefore, the

second derivative GD

2k1 (t) must have at least one zero inside the interval (1 , 2 ) . Thus,

from the assumption that GD

2k1 (t) has a zero inside the interval (0, 1/2), it follows that

(t)

also

has a zero inside this interval. Thus, GD

(2k 1)(2k 2)GD

2k3

2k1 (t) can not have

a zero inside the interval (0, 1/2). To determine the sign of GD

(t),

note that

2k1

GD

2k1

We have [1, 23.1.14]

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

Corollary 3.26 For k 2 and u/2 v < 2u the functions (1)k F2k

2k

are strictly increasing on the interval (0, 1/2), and strictly decreasing on the interval

(1/2, 1). Further, for k 2 and u/2 v < 2u we have

D

(t) = 2v 1 22k |B2k | ,

max F2k

t[0,1]

and

12k

max GD

(1 212k ) |B2k |.

2k (t) = v + u 2

t[0,1]

D

k1 D

(1)k F2k

(t) = (1)k GD

G2k1 (t)

2k (t) = 2k(1)

k D

and (1)k1 GD

2k1 (t) > 0 for 0 < t < 1/2, by Lemma 3.14. Thus, (1) F2k (t) and

(1)k GD

2k (t) are strictly increasing on the interval (0, 1/2). Also, by Lemma 3.13, we

D (1 t) = F D (t), 0 t 1 and GD (1 t) = GD (t), 0 t 1, which implies

have F2k

2k

2k

2k

D

that (1)k F2k

(t) and (1)k GD

2k (t) are strictly decreasing on the interval (1/2, 1). Further,

D (0) = F D (1) = 0, which implies that F D (t) achieves its maximum at t = 1/2, that is

F2k

2k

2k

D

D

(t) = F2k

max F2k

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

Corollary 3.27 For k 2 and u/2 v < 2u we have

1

0

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

D

GD

m (t) = mGm1 (t), m 3.

(3.193)

145

1

0

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

which proves the first assertion. By Corollary 3.26 and because F2k

2k

2k

does not change its sign on the interval (0, 1). Therefore, using (3.191) and (3.193), we get

1

0

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 ,

using L p norms for 1 p . These inequalities are generally sharp (in case p = 1 the

best possible).

Theorem 3.34 Assume (p, q) is a pair of conjugate exponents, 1 p, q . Let f :

[0, 1] R be such that f (n) L p [0, 1] for some n 1. Then, we have

1

0

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

(2u v)(n!)

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.

1

f (t)dt F(u, v)

2u + v

L.

8(2u v)

1

0

f (t)dt F(u, v)

L.

48(2u v)(v + 2uv)(2u + v + 2 2uv)

1

1

0

2u + v

and

8

0

D

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)

max F1D (t) = max

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)!]

Corollary 3.30 Let f (n) L2 [0, 1] for some n 1. Then, we have

1

0

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

1

0

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.

R D2

4 (f) =

7(8v u)

f (4) ( ).

46080(2u v)

1

0

f (t)dt =

1

uf

u + v + w

1

vf

4

1

+wf

2

3

4

+ E( f ; u, v, w)

(3.198)

(1.1) and (1.2) to get two new identities of Euler type.

Theorem 3.37 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

n ( f ),

(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

RD1

n (f) =

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

K D (n, p2 ; u, v, w, x) are sharp for 1 < p1 , p2 and the best possible for p1 = 1 or p2 = 1.

151

1

(u v + w)(n!)

1

=

(u v + w)(n!)

1

0

x

0

|FnD (t)|q2 dt

x

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.

inequality

1

0

1

4

uw

1

2

f (t)dt F(u, v, w)

1/q1

4q1 +1 (q1 + 1)

4q2 +1 (q2 + 1)

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

2 , 0 (t) = (t)/ 2 .

Theorem 3.40 Let I R be a closed interval and a, b IntI, a < b. If f : I R is such

that f 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

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)

Theorem 3.41 Let I R be a closed interval and a, b IntI, a < b. If f : I R is such

that f 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

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)

In this section using Theorem 2.14 we will give a similar result for general EulerSimpson formula and for functions whose derivative of order n, n 1, is from L2 [0, 1]

space. We will also give related results for general dual Euler-Simpson formula. We will

use interval [0, 1] for simplicity and since it involves no loss in generality.

Theorem 3.42 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

(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

1

0

Gn (t)dt = 0,

(t)dt = 0,

(3.214)

Gn (t)(t)dt = 0.

(3.215)

0

1

0

(3.213)

1

0

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

0

1

S (Gn , Gn )1/2 S ( f (n) , f (n) )1/2 .

(2u + v)n!

(3.217)

S (Gn , Gn ) = Gn

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)

Remark 3.44 The estimation in inequality (3.211) achieves minimum of

(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+

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) ,

4v(2n1 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

formulae of Euler type

The object of interest in this chapter are the general 4-point formulae which approximate

the integral over [0, 1] by values of the function in points 0, x, 1 x and 1, with x (0, 1/2].

The results from this chapter were published in [54].

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

Fk (x,t) = Gk (x,t) Gk (x, 0), k 2.

Functions Gk have all the properties that functions Gk from Chapter 3 had, including

(3.5) and (3.6). If one wants to obtain from (4.1) the quadrature formula with the maximum

degree of exactness (if values of derivatives at the end points are not to be included in the

quadrature, then it is equal to 3), similarly as before, a condition G2 (x, 0) = 0 has to be

imposed. In this way we get:

1

.

(4.2)

w(x) =

12x(1 x)

Formula (4.1) now becomes:

1

0

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)

1

0

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).

2k+1 (x,t) has no zeros in variable t

on (0, 1/2). The sign of this function is determined by

(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

3 (x,t). For 0 t x, it takes the form:

2

GQ4

t+

3 (x,t) = t

1

2

2 ].

3B2 (x)

2x(x1) .

3B2 (x)

.

2x(1 x)

3

6 ,

3 (x,t) takes the form:

3

GQ4

3 (x,t) = t +

1

t= ,

2

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

statement for k 2 follows by induction. The rest of the proof is analogous to the same

part of the proof of Lemma 3.1

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)

When (4.10) is applied to the remainder in formula (4.3) for n = 1, we obtain:

1

0

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

0

1

1

1 (4)

f ( ).

f (t)dt [ f (0) + f (1)] + [ f (1) f (0)] =

2

12

720

(4.15)

is such that f (2n) L p [0, 1] for some n 1, then we have

1

0

Q4

f (t)dt Q(0, x, 1 x, 1) + T2n

(x) KQ4 (2n, q) f (2n)

p.

(4.16)

161

1

0

Q4

f (t)dt Q(0, x, 1 x, 1) + T2n

(x) KQ4 (2n + 1, q) f (2n+1) p .

(4.17)

1

0

Q4

(x) KQ4

(2n + 2, q) f (2n+2) p ,

(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

x,

KQ4

F2n+2

2

(2n + 2)!

2

(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

we have

1

|GQ4 (x, 0)| f (2n+2)

(2n + 2)! 2n+2

1

(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)

1

|GQ4

,

(x,

0)|

(2n + 2)! 2n+2

2

where GQ4

2n+2 (x, 0) is as in (4.11).

If f is (2n + 4)-concave, the inequalities are reversed.

Theorem 4.5 Let x 0, 12

3

6

1 1

3, 2

1

0

Q4

f (t)dt Q(0, x, 1 x, 1) + T2n

(x)

LQ4 (m, x)

2

1/q

(4.21)

1

0

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

For x = 1/3, (4.14) becomes classical Simpsons 3/8 formula:

1

0

f (t)dt

1

f (0) + 3 f

8

1

+3f

3

2

1

f (4) ( ).

+ f (1) =

3

6480

(4.23)

1

1

2

f (0) + 3 f

+3f

+ f (1) ,

8

3

3

n

1

Q4 1

S38

(2k1)

GS38

= T2n

(1) f (2k1) (0)]

T2n

=

2k (0) [ f

3

(2k)!

k=2

QS38 =

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

2n+2 ( f ) for n 2 can be expressed as:

RS38

2n+2 ( f ) =

1

(1 9n)B2n+2 f (2n+2)( ),

8(2n + 2)!

RS38

2n+2 ( f ) =

[0, 1]

f

(1) f (2n+1)(0) ,

8(2n + 2)!

[0, 1]

1

0

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) =

quadrature formulae

The main result of this subsection provides Hermite-Hadamard-type inequality for the

4-point quadrature formulae.

Theorem 4.6 Let f : [0, 1] R be 4-convex and such that f (4) is continuous on [0, 1].

Then, for x (0, 12 63 ] and y 13 , 12

Q (0, x, 1 x, 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

For function f : [0, 1] R such that f (4) is continuous on [0, 1] and f (4) (t) 0, t [0, 1],

we have

1

3f

8

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)

The aim of this section is to establish a generalization of the inequalities (4.26) and

(4.26) for a class of (2r)-convex functions and also to obtain some estimates for 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. Let us define

D(0, 1)

1

:=

f (0) + 3 f

16

1

+3f

6

1

+2f

3

1

+3f

2

2

+3f

3

5

6

+ f (1) .

165

1

0

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

+ 2Bk

and

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

B2r

1

2

and

B2r

1

6

1

1 212r

2

1

3

1

1 312r B2r ,

2

1 312r B2r ,

B 2r = 212r (1 322r )B2r , r 1.

(4.40)

F2r1 (t) = G2r1 (t), r 1

(4.41)

and

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)

B2r (mx) = m2r1

m1

B2r

x+

i=0

i

, r 0, m 1.

m

B2r

1

4

= B2r

3

12

= 32r1 B2r

1

+ B2r

12

5

+ B2r

12

B2r

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

G2r

1

4

1

1

+ 6 B2r

+ B2r

4

12

1

= 2(322r 1)B2r

4

= 4B2r

5

12

3

4

170

F2r

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

1

G3 (t) > 0, 0 < t < .

4

(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 |,

Corollary 4.3 Assume r 2. Then we have

1

0

|B2r | .

r

|G2r1 (t)| dt =

Also, we have

1

0

and

1

0

Gm (t) = mGm1 (t), m 3.

By (4.41) we have

and (4.46) we get

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 | ,

order n, for some n 1. In this case we can use formulae (4.31) and (4.32) from Remark

4.4 so that remainders n1 ( f ) and n2 ( f ) are given as

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)!

t[0,1]

then

t[0,1]

m f (2r) (s) M, 0 s 1.

(1)r1 F2r (s) 0, 0 s 1,

which implies

m

1

0

1

0

(4.50)

(4.51)

174

1

0

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).

Theorem 4.7 Assume f : [0, 1] R is such that f (2r) is continuous on [0, 1] , for some

r 2. If f is (2r)-convex function, then for even r we have

1

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)

Proof. Let us denote by LHS and RHS respectively the left hand side and the right hand

side in the second inequality in (4.52). Then we have

2

LHS = 2r

(f)

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

0 Jr (1)r1 F2r

1

4

= (1)r1 F2r

1

4

1

0

f (2r) (s)ds

Jr = (1)r1 F2r

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

then the next approximation will be I2r+2 ( f ). The difference

2r ( f ) = I2r+2 ( f ) I2r ( f )

is equal to the last term in I2r+2 ( f ), that is

2r ( f ) =

1

22r (1 322r )B2r f (2r1) (1) f (2r1) (0) .

8(2r)!

2

2r

( f ) = 2 1 22r 2r ( f ).

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)

[F2r+2(s)] f (2r+2) (s)ds.

f (2r) (s) 0 and f (2r+2) (s) 0

or

(1)r1 F2r (s) 0 and (1)r1 [F2r+2(s)] 0.

2 ( f ) has the same sign as 2

We conclude that 2r

2r+2 ( f ). Therefore, because of (4.57),

2 ( f ) and 2

2r ( f ) must have the same sign as 2r

2r+2 ( f ). Moreover, it follows that

2

2

2r

( f ) |2r ( f )| and 2r+2

( f ) |2r ( f )| .

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

||RM | |RS || |RM + RS |.

Now, if we define R := RM + RS , then

R

=

2

1

0

f (t)dt D(0, 1)

(4.58)

Theorem 4.10 Let f : [0, 1] R be such that f (n1) is an L-Lipschitzian function on

[0, 1] for some n 2.

If n = 2r 1, r 2, then

1

0

=

1

16(2r 1)!

0

2r

|G2r1 (t)|dt L

(4.59)

|B2r | L.

(2r)!

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

1

0

|(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

1

0

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.

1

0

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

1

0

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)

|B2r | V01 ( f (2r1) ).

4(2r)!

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

t[0,1]

(4.66)

1

16(2r 1)!

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

variation on [0, 1], then

1

0

If f

f (t)dt D(0, 1)

1

1

V 1 ( f ), |R|

V 1 ( f ).

6144 0

3072 0

1

f (t)dt D(0, 1)

1

1

V 1 ( f ), |R|

V 1 ( f ).

55296 0

27648 0

max |G3 (t)| =

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

1

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

1

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)

1

16(2r 1)!

1

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.

K(n, ) =

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

K(n, 1) =

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

0

f (t)dt D(0, 1)

16

4(q + 1)3q+1

1

q

p.

1 3q+1 + 4q+1 + 5q+1

lim

q 16

4(q + 1)3q+1

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

1 22r 1 322r

|B2r | (M2r1 m2r1 ).

2 [(2r)!]

(4.72)

1

0

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

C1 =

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

1

0

f (t)dt D(0, 1)

1

(M3 m3 ).

27648

In this section, we follow the same idea as in section on corrected 3-point quadrature formulae. Let us observe formula (4.1) again. Instead of the condition G2 (x, 0) = 0, we impose condition G4 (x, 0) = 0, thus leaving the values of the first derivative in the quadrature

formula and removing the values of the third. This new condition produces the following

weight:

1

B4

wc (x) := w(x) =

=

.

(4.74)

2

2(B4 (x) B4 ) 60x (1 x)2

Now, assuming f (2n1) is continuous of bounded variation on [0, 1] for some n 1, we

have:

1

0

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)

1

0

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) =

2k+1 (x,t) has no zeros in variable t

in the interval (0, 1/2). The sign of the function is determined by:

(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).

5 (x,t) has constant sign. This will

186

5 (x,t) is decreasing in the variable x and after checking its

behavior at the end points, our statement will follow. First assume 0 < t x 1/2. Then

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

t 3

12x2 (1x)2

3

2

5 (x,t) =

2

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)

When we apply (4.80) to the remainder in formula (4.77) for n = 2, we obtain:

1

0

f (t)dt QC (0, x, 1 x, 1) +

5x2 5x + 1

[ f (1) f (0)]

60x(x 1)

f ( ).

302400

(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

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

is such that f (2n) L p [0, 1] for some n 1, then we have

1

0

CQ4

f (t)dt QC (0, x, 1 x, 1) + T2n

(x) KCQ4 (2n, q) f (2n)

p.

(4.86)

1

0

CQ4

f (t)dt QC (0, x, 1 x, 1) + T2n

(x) KCQ4 (2n + 1, q) f (2n+1)

(4.87)

CQ4

(x) KCQ4

(2n + 2, q) f (2n+2) p ,

(4.88)

1

0

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 ]

and n 2, we can

calculate the following constants as special cases of the previous Theorem:

1

GCQ4 (x, 0) ,

(2n + 2)! 2n+2

1

1

1

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 (5)

115200(1 x)2

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

on the right-hand sides of both of these inequalities

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)

1

|GCQ4

,

(x,

0)|

(2n + 2)! 2n+2

2

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.

Theorem 4.18 Let x 0, 12

5

10

1 1

3, 2

1

0

CQ4

f (t)dt QC (0, x, 1 x, 1) + T2n

(x)

LCQ4 (m, x)

2

1/q

(4.91)

1

0

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.

If one wants to obtain from (4.77) the quadrature formula with the maximum degree of

exactness, and for that formula not to be corrected at the same time, one has to impose

the condition:

CQ4

GCQ4

2 (x, 0) = G4 (x, 0) = 0.

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

Corollary 4.6 If f : [1, 1] R is such that f (2n+2) is continuous on [1, 1] for some

n 2, then there exists [1, 1] such that

RL4

2n+2 ( f ) =

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,

CL4 (5, ) 0.000283162,

(1)|/45

0.0000846561,

CL4 (6, 1) = 4|GL4

6

The Hermite-Hadamard type inequality for the Lobatto 4-point formula is:

1

f (6)

1512000

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

For x = 1/3, (4.84) becomes corrected Simpsons 3/8 formula:

1

0

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)

QCS38 =

1

13 f (0) + 27 f

80

CQ4

CS38

= T2n

T2n

1

3

2n

1

3

+ 27 f

2

+ 13 f (1) ,

3

k! GCS38

k

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]

f

(1) f (2n+1)(0) ,

80(2n + 2)!

[0, 1]

1

0

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

1053 + 187 561

, CCS38 (3, ) =

,

491520000

13824000

1

1

, CCS38 (4, ) =

73728

38400

1

1

1 CS38 1

G

, CCS38 (5, ) =

=

691200

5! 5

4

294912

1

1

1 CS38 1

F

=

, CCS38 (6, ) =

.

2721600

6! 6

2

1382400

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

2721600

2

LCQ4 5,

1

3

1

,

691200

LCQ4 6,

1

3

1

.

2721600

4-point quadrature formulae

The main result of this section provides Hermite-Hadamard-type inequality for the corrected 4-point quadrature formulae.

Theorem 4.19 Let f : [0, 1] R be 6-convex and such that f (6) is continuous on [0, 1].

Then, for x (0, 12 105 ] and y 13 , 12

QC (0, y, 1 y, 1)

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

In [11], an elementary analytic proof of the following inequality was given: provided f is

4-convex, we have

1

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

(t) and GCM

where GCS38

k

k (t) where defined as in (4.100) and (3.118), respectively. So,

1

1

1

t + 27Bk

t + 26Bk

t

6

3

2

2

5

+ 27Bk

t + 27Bk

t + 26Bk (1 t),

3

6

F1 (t) = G1 (t),

Fk (t) = Gk (t) Gk (0),

k 2.

Gk (t) = 27Bk

k 1,

B 2 = 2/3

and

B 3 = B 4 = B 5 = 0

Now, let f : [0, 1] R be such that f (n1) exists on [0, 1] for some n 1. Introduce the

following notation

D(0, 1)

1

=

13 f (0) + 27 f

160

1

+ 27 f

6

1

+ 26 f

3

1

+ 27 f

2

2

3

+ 27 f

5

+ 13 f (1) .

6

196

Tm ( f ) =

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)

Fn (t) d f (n1) (t).

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

+

(2k)! 2 (3 1)B2k f (2k1) (b) f (2k1)(a) .

80 k=3

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

1

0

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

1

0

1

0

1

0

|F2k1 (t)| dt =

1

0

|G2k1 (t)| dt =

232k

1 22k

k

1 342k |B2k | ,

|G2k (t)| dt 2|B 2k | = 222k 1 342k |B2k | .

get

1

0

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

(2)

R 6 ( f ) =

1

f (6) ( ).

174182400

Theorem 4.22 Let f : [0, 1] R be such that f (2k) is a continuous function on [0, 1] for

some k 3. If f is a (2k)convex function, then for even k we have

1

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

Proof. Denote the middle part and the right-hand side of (4.110) by LHS and DHS, respectively. Then we have

LHS = RCM

2k ( f )

(2)

and RHS LHS = 2R 2k ( f )

(2)

2k ( f ) can be written

in a form

RCM

2k ( f ) =

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

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

using Corollary 4.10, we obtain

0 Jk (1)k1 F2k

1

0

f (2k) (t)dt.

Jk = (1)k1 222k 1 22k

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 ).

(1)k1 F2k (t) 0 and (1)k1 (F2k+2 (t)) 0,

(2)

(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

160n!

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).

1

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(3, ) =

3932160000

K(4, ) =

1

,

1179648

K(5, ) =

1

,

22118400

1

0

f (t)dt D(0, 1) +

1

[ f (1) f (0)] K(n, 1) f (n) 1 ,

480

203

where

,

K(3, 1) =

110592000

K(4, 1) =

1

,

614400

K(5, 1) =

1

.

9437184

1

0

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

lim K(1, p) =

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,

1

0

(4.115)

204

where

2401

320 30 + 187 561

, C2 =

,

C1 =

115200

27648000

1

, C4 =

,

C3 =

7864320000

2359296

22k

(1 22k)(1 342k )|B2k |, k 3,

C2k1 =

20(2k)!

C2k =

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.

One of the most interesting properties to consider when studying the quadrature formulae

is the maximum degree of exactness. It is well-known that the formulae that have property

are the Gauss formulae.

The Gauss 4-point formula is an open quadrature formula and is furthermore exact for

all polynomials of order 7, so it is clear why it has not appeared as a special case of the

two families of closed 4-point quadrature formulae considered in this chapter. Nevertheless, we are going to consider it separately, using the same technique as before. The results

from this section are published in [56].

Let f : [1, 1] R be such that f (2n) is continuous of bounded variation on [1, 1]

for some n 0. Assume 0 < x < y < 1. Put x y, x, x, y in (1.2), multiply by

w(x, y), 1 w(x, y), 1 w(x, y), w(x, y), respectively, and add. The following formula is

obtained:

1

1

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

T2n (x, y) =

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

1

1

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)

1

1

G4

f (t)dt QG4 + T2n

=

22n+1

(2n + 2)!

1

1

G4

F2n+2

(t)d f (2n+1) (t).

(4.120)

obtain analogously:

1

1

G4

f (t)dt QG4 + T2n

=

22n1

(2n)!

1

1

(2n1)

GG4

(t),

2n (t)d f

(4.121)

1

1

G4

f (t)dt QG4 + T2n

=

22n

(2n + 1)!

1

1

(2n)

GG4

(t).

2n+1 (t)d f

(4.122)

206

2k+1 (t) has no zeros in (0, 1). The sign of this function is

determined by

(1)k+1 GG4

2k+1 (t) > 0,

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)

1

1

G4

f (t)dt QG4 + T2n

KG4 (2n + 1, q) f (2n+1) p .

(4.124)

1

1

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

Using Lemma 4.10 and Remark 4.23, for p = 1 and p = we get:

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)

2n+2 ( f ) in formula (4.120) can be

expressed.

Theorem 4.28 If f : [1, 1] R is such that f (2n+2) is continuous on [1, 1] for some

n 3, then there exists [1, 1] such that

RG4

2n+2 ( f ) =

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,

CG4 (3, 1) 2.3501 103,

2

CG4 (2, ) = |GG4

2 (x0 )| 3.65261 10 ,

CG4 (3, ) 2.92413 103,

CG4 (5, 1) 3.48131 105,

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

directly.

Remark 4.24 The constant CG4 (1, ) coincides with the constant V (RG

4 ) from Theorem

1.1. in [45].

Estimations for m = 2 and 1 < p are expressed in terms of hypergeometric functions. Namely,

1

2

(1 y0)2q+1 + 2( )2q+1B(q + 1, q + 1)

2 2q + 1

2

1

+

2q+1 2q F q, q + 1; q + 2;

q+1

2

x0

+(x0 )q+1 (2 )q F q, q + 1; q + 2;

2

x0

+( x0 )q+1 ( )q F q, q + 1; q + 2;

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,

Similar estimations could be obtained for higher derivatives but it is difficult to calculate the zeros of the integrand for m 3.

210

Chapter

Formulae

This chapter is dedicated to the closed 5-point quadrature formulae, i.e. quadratures which

estimate the integral over [0, 1] with the values of the function at nodes 0, x, 1/2, 1 x and

1, where x (0, 1/2).

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

(5.1)

where

1

Q 0, x, , 1 x, 1

2

(5.2)

211

212

= w1 (x)[ f (0) + f (1)] + w2 (x)[ f (x) + f (1 x)] + w3(x) f

T2n (x) =

1

,

2

(5.3)

k=1

Fk (x,t) = Gk (x,t) Gk (x, 0).

(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)

Changing the assumptions on function f , we can obtain two more identities with the

left-hand side equal to that in (5.1). Namely, assuming f (2n1) is continuous of bounded

variation on [0, 1] for some n 1, from (1.1) we get:

1

0

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)

2k+1 (x,t) has no zeros in the variable

t on (0, 1/2). The sign of the function is determined by:

(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

knowing the values of the k-th derivative in 0 and the sign of the (k + 1)-th derivative of

GQ5

5 , we conclude on the sign of the k-th derivative (for k = 0, 1, 2, 3). Thus it follows

GQ5

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.

5 (x,t) is monotonous (in x). Assume first 0 t x < 1/2.

Then

GQ5

t 4 (1 2x)

5 (x,t)

=

,

x

12x2 (x 1)2

so obviously GQ5

5 is strictly increasing. Next, let 0 < x t 1/2. Then

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

5 (x,t) < 0 for x 0,

x

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 .

When (5.9) is applied to (5.1) for n = 2, the following formula is produced:

1

0

1

1

(7x2 7x + 1) f (6)( ).

f (t)dt Q 0, x, , 1 x, 1 =

2

604800

(5.13)

the classical Booles formula. When w1 (x) = 0, which is

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

1

0

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

Furthermore,

1

1

1

1

1

lim Q 0, x, , 1 x, 1 = [ f (0) + 8 f

f

+ f (1)] +

2

10

2

60

2

k(k 1)

1

4 1

1

Bk2

t

lim GQ5

k (x,t) = 5 Bk (1 t) + 5 Bk 2 t +

60

2

x1/2

x1/2

1

0

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

0

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

0

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

C(6, , 1/5) = |F6Q5 (1/5, 1/2)| 4.34028 107.

6!

The following two theorems give the Hermite-Hadamard and Dragomir-Agawal type

inequalities for the general 5-point quadrature formulae:

Theorem 5.4 Let f : [0, 1] R be (2n + 4)-convex for n 2. Then for x 0, 12

we have

1

|GQ5 (x, 0)| f (2n+2)

(2n + 2)! 2n+2

1

(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.

Theorem 5.5 Let x 0, 12

for m 5. If

| f (m) |q

15

10

1 1

5, 2

1

0

1

Q5

f (t)dt Q 0, x, , 1 x, 1 + T2n

(x)

2

LQ5 (m, x)

while if | f (m) | is concave, then

2

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).

The special case which is considered in this subsection is the case when x = 1/4. These

results are published in [91].

For x = 1/4, formula (5.13) becomes the classical Booles formula:

1

0

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 =

k

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) =

1

1935360

2

The Dragomir-Agarwal estimates for Booles formula are:

LQ5 5,

1

4

1

,

345600

LQ5 6,

1

4

1

.

1935360

The main result of this section provides Hermite-Hadamard-type inequality for the 5-point

quadrature formulae.

Theorem 5.6 Let f : [0, 1] R be 6-convex and such that f (6) is continuous on [0, 1].

Then, for x (0, 12 1015 ] and y 15 , 12

1

Q 0, x, , 1 x, 1

2

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

Proof. Follows from (5.22) for x = 1/2

y = 1/2 5/10 5x2 5x + 1 = 0.

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.

The idea is now to derive a family of closed 5-point quadrature formulae with a degree

of exactness higher than what the family from the previous section had. Observe formula

(5.1) again. If we choose weights such that

G4 (x, 0) = G6 (x, 0) = 0,

it will increase the degree of exactness but it will also include values of the first derivative

of the integrand in the quadrature - i.e. corrected quadrature formulae will be produced.

The weights thus produced are:

w1 (x) =

,

420x2(1 x)2

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

=

2k+1 (x,t) has no zeros in the

variable t on the interval (0, 1/2). The sign of this function is determined by:

(1)k+1 GCQ5

2k+1 (x,t) > 0

(1)k GCQ5

2k+1 (x,t) > 0

is the same as in the proof of Lemma 5.1: first show that for

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

k GCQ5

7

tk

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 (x,t) > 0 on some neighborhood

7 21 3 2

14 ,

7

, GCQ5

7

It is left to prove that GCQ5

7

to check its behavior at the end points in order to determine its sign. Let 0 t x < 1/2.

Then

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

=

1

0

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

1

0

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

f (7)

541900800(1 x)2

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

w1 (xop ) 0.10143, w2 (xop ) 0.259261, w3 (xop ) 0.278617.

The formula itself is

1

0

1

2

Sharp error estimates for functions with low degree of smoothness are as follows:

1

0

+w3 (xop ) f

1

2

p,

m = 1, 2

where

C(1, 1, xop ) 6.3344 102,

C(2, 1, xop ) 3.49012 103,

1 (xop , 1/2)| 0.139309,

C(2, , xop ) 6.31576 103

and

1

0

+w3 (xop ) f

1

2

m = 2, . . . , 8

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

To obtain from (5.1) the node x which generates the quadrature formula with the maximum

degree of exactness, clearly conditions

G2 (x, 0) = G4 (x, 0) = G6 (x, 0) = 0

have to be imposed. As a matter of fact, the same node will be produced if the condition:

GCQ5

2 (x, 0) = 0

(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).

2n+2 ( f ) in (5.28) can be

written as:

RL5

2n+2 ( f ) =

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 =

CL5 (7, 1) = 2|F8L5 (0)|/315 =

227

12 21 49

1.21293 106,

4939200

1

3.59932 107,

2778300

12 21 49

L5

CL5 (8, ) = |F8 (0)|/315 =

6.06465 107.

9878400

8 (1)|/315 =

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)

1

1422489600

2

12 21 49

7 21

7 21

CCQ5 7,

,

CCQ5 8,

=

14

1264435200

14

1

.

1422489600

What happens

if the condition w3 (x) = 0 is imposed, where w3 (x) is as in (5.23)? The node

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

CL4

T2n

=

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).

2n+2 ( f ) for n 3 in (5.36) can be written as:

RCL4

2n+2 ( f ) =

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,

5

CCL4 (6, ) = 2|GCL4

6 (0)|/45 1.57981 10 ,

CCL4 (7, ) 2.70262 106,

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

+

CCQ5

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).

2n+2 ( f ) for n 3 can be written as:

RCG3

2n+2 ( f ) =

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)

CG3

p = 1, can be expressed through the values of GCG3

2n+2 (1) and F2n+2 (0). For functions with

lower degree of smoothness, the appropriate estimates can also be explicitly calculated. We

have

1

1

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,

CCG3 (4, 1) 0.000438656, CCG3 (4, ) 0.000610086,

CCG3 (5, 1) 0.0000618111, CCG3 (5, ) 0.000077903,

CCG3 (6, 1) 1.00553 105, CCG3 (6, ) 0.0000151755,

CCG3 (7, 1) 2.077547 106,

CCG3 (8, 1) 6.530965 107,

CCG3 (8, ) 1.038773 106.

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

7 45 2 102

=

,

CCQ5 7,

14

3793305600

43 3 102

7 45 2 102

=

.

CCQ5 8,

14

9957427200

The last special case which is to be considered is the case when x = 1/4. For this x, formula

(5.24) becomes:

1

0

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

0

1

0

1

0

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

0.00206824,

CCB (2, 1) =

2531725875

1

1

197

CCB (2, ) = GCB

0.00651455,

=

2 2

4

30240

CCB (3, 1) 9.15728 105,

CCB (5, 1) 3.47811 107,

1

1 CB 1

G

=

8.16513 107,

CCB (5, ) =

5! 5

3

1224720

1

CCB (6, 1) =

3.17533 108,

31492800

1

1 CB 1

G6

=

6.88933 108,

CCB (6, ) =

6!

2

14515200

17

3.48567 109

CCB (7, 1) =

4877107200

1 CB 1

1

7.93832 109,

CCB (7, ) =

G7

=

7!

3

125971200

1

6.15119 1010,

CCB (8, 1) =

1625702400

1 CB 1

17

CCB (8, ) =

F8

1.74284 109.

=

8!

2

9754214400

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

CCQ5 7,

1

4

17

,

4877107200

CCQ5 8,

1

4

1

.

1625702400

5-point quadrature formulae

The main result of this subsection provides Hermite-Hadamard-type inequality for the corrected 5-point quadrature formulae.

Theorem 5.7 Let f : [0, 1] R be 8-convex

and such that f (8) is continuous on [0, 1].

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

Proof. Follows from (5.22) for x = 1/2

4x 1 = 0 and y = 1/4.

One of the concepts of this book was to adjoin the classical quadrature formulae with the

corresponding corrected one. This was done for all closed 5-point formulae except for the

Lobatto 5-point formula.

Recall how the classical Lobatto 5-point formula was derived: starting from (5.1) and

setting the system

G2 (x, 0) = G4 (x, 0) = G6 (x, 0) = 0.

The classical Lobatto 5-point formula belongs to the family of the corrected closed 5-point

formulae, studied in the previous section, which are exact for all polynomials of order

7. What we want to do now is derive the closed 5-point quadrature formula that has

a degree of exactness higher than the classical Lobatto 5-point formula but on the other

hand includes in the quadrature the values of the first derivative. To do this, we impose the

conditions:

G4 (x, 0) = G6 (x, 0) = G8 (x, 0) = 0.

Formula thus obtained will have the maximum degree of exactness for this type of formula

(which is 9) so we call it the corrected Lobatto 5-point formula.

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)

1

1

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.

9 . For 1/ 3 t < 1,

1

(1 t)7(35t 2 13t + 2),

8960

9 (t) > 0. For 0 < t 1/ 3, it is a bit more complicated:

GCL5

9 (t) =

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)

The corrected Lobatto 5-point formula is produced after applying (5.58) for n = 4:

1

1

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

The aim of this section is to derive general Euler-Booles and dual Euler-Booles formulae. The idea is to obtain Boole type quadrature formulae such that G2n2 (1/4, 0) =

G2n (1/4, 0) = 0, where Gk are as in (5.4), thus achieving an arbitrary degree of exactness.

Dual Euler-Booles formulae are derived by analogy with Simpsons and dual Simpsons

formula, and Simpsons 3/8 and its dual formula - Maclaurins formula. Results from this

section are published in [61].

To start with, a quadrature formula with the nodes: 0, 1/4, 1/2, 3/4, 1 and general

weights, needs to be derived. The technique is the same as in deriving (5.1), only with

x = 1/4. Then, for f : [0, 1] R such that f (2n1) is continuous of bounded variation on

[0, 1] for some n 1, we have

1

0

GB

f (t)dt QGB + T2n

=

1

(2n)!

1

0

(2n1)

GGB

(t);

2n (t)d f

(5.63)

1

0

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)

1

0

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 =

(4n 1)(4n 4)

What follows is a lemma that is a key step for all the results in this section.

Lemma 5.4 For n 2, GGB

2n+1 (t) has no zeros in the interval (0, 1/2). The sign of the

function is determined by

(1)n GGB

2n+1 (t) > 0,

2n+1 (t) as

GGB

2n+1 (t) =

1

[B (4t) 10B2n+1(2t) + 16B2n+1(t)].

4(4n 1)(4n 4) 2n+1

(5.66)

2n+1 (t) = 0 because B2n+1 (t), B2n+1 (2t)

GB

Let us assume there exists t1 (0, 1/4] such that GGB

2n+1 (t1 ) = 0. Since G2n+1 (0) = 0,

GB

we conclude there must exist t2 (0,t1 ) such that (G )2n+1 (t2 ) = 0. So, we must have

which is equivalent to

=4

B2n (2t2 ) B2n(t2 )

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,

g (x1 )

and from there

B2n1 (2x1t2 )

= 2,

B2n1 (x1t2 )

Next, define a function

(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

is such that f (2n) L p [0, 1] for some n 2, then:

1

0

GB

KGB (2n, q) f (2n) p ,

f (t)dt QGB + T2n

(5.68)

243

1

0

GB

f (t)dt QGB + T2n

KGB (2n + 1, q) f (2n+1) p ,

(5.69)

1

0

GB

(2n + 2, q) f (2n+2) p ,

KGB

(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.

(2n

KGB

+ 2, 1), and

(2n + 2, ). Further, using Lemma 1 from [29] for p = 2 we obtain using integraKGB

tion by parts:

KGB (2n, 2) =

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)

2

325 212n + 4497 |B4n+4 |

(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 ) =

f (2n+1) (1) f (2n+1)(0) .

(2n + 2)!(4n 1)(4n 4)

(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

Booles formula is a quadrature formula of closed type, and so are the general EulerBooles formulae. When the value of the function at the end point of the interval cannot be

computed, formulae of closed type cannot be applied. For such functions, open formulae

are much more effective. That is why quadrature formulae are usually considered in pairs:

a closed and a corresponding open one, both with the same degree of exactness. For example, the well-known Simpsons rule (cf. subsection 3.1.2.) is sometimes studied in pair

with the dual Simpsons formula (cf. subsection 3.1.3.). Another such pair of formulae

is Simpsons 3/8 formula (cf. subsection 4.1.1.) and Maclaurins formula (cf. subsection

3.1.4.).

Similar reasoning can be applied for corrected quadrature formulae: corrected Simpsons (3.115) and corrected dual Simpsons (3.117) can be considered dual quadrature

formulae, as well as corrected Simpsons 3/8 (4.99) and corrected Maclaurins (3.120).

So, now the idea is to derive a formula of open type that will be dual to Booles formula

in this sense, or, more generally, open formulae dual to general Euler-Booles formulae.

We shall call those formulae general dual Euler-Booles formulae.

It can easily be checked that in all of these cases we have

1k

Gk (2t) Gk (t),

GD

k (t) = 2

(5.73)

k in

case of the corresponding dual quadrature formula. We will use this identity as a definition

of a dual formula, since from the function Gk we can deduce the quadrature formula itself.

Especially, using (1.8) and (5.73) gives

GGDB

(t) =

k

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)

GDB

=

T2n

(2k1)

(1) f (2k1)(0)].

(2k)! GGDB

2k (0) [ f

k=1

(5.75)

245

1

GDB

f (t)dt QGDB + T2n

=

1

(2n)!

1

0

(2n1)

GGDB

(t),

2n (t)d f

(5.76)

1

0

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.

2n+1 in (5.78) with the form of the

GB

function G2n+1 in (5.66). One can easily deduce one from the other having this connection

in mind. Therefore, (5.78) can also be used as a definition of the dual function GGDB

2n+1 .

Theorem 5.11 Let p, q R be such that 1 p, q , 1/p + 1/q = 1. If f : [0, 1] R

is such that f (2n) L p [0, 1] for some n 2, then

1

0

GDB

f (t)dt QGDB + T2n

KGDB (2n, q) f (2n)

p,

(5.79)

1

0

GDB

KGDB (2n + 1, q) f (2n+1) p ,

f (t)dt QGDB + T2n

(5.80)

1

0

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.

One can easily find that:

45(1 22n1)

|B2n+2 |,

16(2n + 2)!(4n 1)(4n 4)

1

2(4 4n)|B2n+2 |

,

(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

(2n + 2, 2) =

KGDB

16(2n + 2)!(4n 1)(4n 4)

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 ) =

f (2n+2)( ),

16(2n + 2)!(4n 1)(4n 4)

(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 ) =

f (2n+1) (1) f (2n+1)(0) .

(2n + 2)!(4n 1)(4n 4)

(5.83)

247

1

0

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

1

0

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

Several prior subsections were devoted to the generalizations and variants of the Bullens

inequality. In this subsection we derive an inequality of similar type, only this time starting

from general Booles formula and its dual formula. We call it general Bullen-Booles

inequality.

First, add (5.65) and (5.77) then divide by 2. We get:

1

0

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

+ (42n 10 4n + 16)Bk (1/2 t)

B 1 = 0, B k = G k (0), k 2

Fk (t) = G k (t) B k , k 1

1

1

R 2n+2 ( f ) =

F2n+2(t)d f (2n+1) (t)

(2n + 2)! 0

The function G k has the property G k (t + 1/2) = G k (t) so it is enough to study it on the

interval (0, 1/4).

Lemma 5.6 For n 2, G 2n+1 (t) has no zeros in the interval (0, 1/4). The sign of the

function is determined by

(1)n G 2n+1 (t) > 0,

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)

Proof. Denote the middle part of (5.88) by LHS and the right-hand side by RHS. Then

LHS = RD

2n+2 ( f )

LHS 0,

LHS 0,

and thus the proof is complete.

RHS LHS 0,

RHS LHS 0,

for even n

for odd n

249

1

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

1t

2

Fn (x,t) = Gn (x,t) Gn(x, 1).

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.

As the coefficient w(x) is arbitrary, it can be chosen so that:

G1 (x, 1) = 0

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

F2R1 (x,t) =

1+t

3x 1

(t(1 + x) 3x + 1) = 0 t =

.

2(1 + x)

x+1

1 < x t < 1, F2R1 (x,t) = 12 (1 t)2 > 0 , so the assertion is proved.

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)

2

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)

1

1

f (t)dt

2

2x

f (1)

f (x)

x+1

x+1

3(1 + x)3

(6.13)

0.2977 and we have:

1

1

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

Theorem 6.4 Let f : [1, 1] R be 2-convex and such that f is continuous on [1, 1],

and let x (1, 0]. Then

x

1

1

f (1) +

f (x)

x+1

x+1

2

1

1

f (t)dt

f (1) + f (1)

.

2

(6.14)

Proof. For a 2-convex function f , we have f 0, so the statement follows easily from

(6.8).

Corollary 6.1 If f : [1, 1] R is 2-convex and such that f is continuous on [1, 1],

then

f (0)

1

2

1

1

f (t)dt

f (1) + f (1)

.

2

Proof. Take x = 0 in (6.14).

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

F3R2 (x,t) =

(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)

1

1

f (t)dt

4

1 3x

1 + 3x

f (1)

f (x)

f (1)

3(1 + x)

3(1 x2)

3(1 x)

81(1 x2)3

[1/3, 1),

1

1

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)

1

1

f (t)dt

4

1 3x

1 + 3x

f (1)

f (x)

f (1)

3(1 + x)

3(1 x2)

3(1 x)

f

36(1 |x|)4

(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]

and let x (1, 1/3] and y [1/3, 1). Then

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)

Proof. Analogous to the proof of Theorem 6.4.

258

then

3

1

f (1) + f

2

2

1

3

1

1

1

3

1

f

+ f (1)

2

3

2

f (t)dt

(6.24)

Proof. Take x = 1/3 and y = 1/3 in (6.23).

Remark 6.5 Using another, more general approach, the inequality (6.24) was also obtained in [10], i.e. [9].

Let x, y (1, 1], x < y, and let f : [1, 1] R be such that f (n1) is continuous and

of bounded variation on [1, 1] for some n 1. Put x 1, x, y in (1.2), multiply by

2 w1 (x, y) w2 (x, y), w1 (x, y), w2 (x, y) respectively and add up. The following formula

is produced:

1

1

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)

G1 (x, y, 1) = G2 (x, y, 1) = G3 (x, y, 1) = G4 (x, y, 1) = 0.

The unique solution of this system

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

F5R3 (t) =

1

k(t)

288

where

We have to prove that k(t) > 0. From

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

f : [1, 1] R is such that f (n) L p [1, 1] for some n 1, then

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.

Then we have

1

1

where

C1 0.434014,

C2 0.0566841,

C4 0.00247235, C5 =

C3 0.0106218,

1

0.000888889.

1125

Then we have

1

1

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 =

(7.1) is usually written as

1

0

1

0

2k

i=1

2k

i=1

1

(2n)!

1

(2n + 2)!

1

0

1

(7.2)

(7.3)

261

262

B2i

f (2i1) (1) f (2i1)(0) , G2n+1 (t) = 2k

i i B2n+1 (xi t), F2n+2 (t) =

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)

which do not involve derivatives at boundary points. Notice that (7.4) is equivalent to

(1)

(3)

(2k3)

(7.5)

The main step in obtaining the best possible error estimates is to prove that

2k

i=1

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)

Some partial results can be found in previous chapters, where nodes and weights are explicitly calculated or a priori given, thus allowing explicit expression of G2n+1 for some

small n. An exception is Section 5.4, where some elementary motivations for the present

chapter can be found.

To prove some special cases of Problem 7.1 (but of a general nature as stated above),

we found the frequency variant of identities (1.1) and (1.2) more tractable. An easy

consequence of Multiplication Theorem for periodic Bernoulli functions Bn in the form

Bn (x mt) = mn1

m1

Bn

k=0

x+k

t , n 0, m 1,

m

Theorem 7.1 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

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)

weights 0 , . . . , s , si=0 i = 1 give:

1

0

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)

Problem 7.2 Find the distribution of frequencies m0 = 1 < m1 < m2 < < ms ,

j

mi N, such that G2n+1 (t) = sj=0 2n+1

B2n+1 (m j t) has no zeros in (0, 1/2), if sj=0 j = 1,

(1)

(3)

G2n+1 (0) = G2n+1 (0) =

mj

(2s1)

= G2n+1 (0) = 0,

where n s.

(or Reducing the Problem 7.2)

To obtain quadrature formulae based on identities (7.8) and (7.9), we determine weights

0 , 1 , . . . , s from the linear system

M = b,

where

1

1

M = ..

.

(7.13)

1

m2n

1

..

.

2(ns+1)

m1

1

m2n

s

..

.

(7.14)

2(ns+1)

ms

[100]), so the system (7.13) has a unique solution. Cramers rule and (7.12) immediately

imply:

G2n+1 (t) =

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 )

the sequence a0 , . . . , an at x I.

To transform the functions H2n+1 in a more suitable form, the following General Mean

Value theorem from [63] appears to be useful.

Theorem 7.2 Let a0 , . . . , an be a sequence of real functions of a real variable x, possessing derivatives up to the order n, and further such that the Wronskians W (a0 , . . . , ak ),

k = 0, 1, . . . , n, do not vanish on a certain interval I. Let f (x) be a function possessing

derivatives up to the order n in I. Finally let x0 , x1 , . . . , xn be a system of (n + 1) values of

x in I. There exists at least one value in I such that

D

D

a0

x0

a0

x0

an1

xn1

an1

xn1

f

xn

an

xn

W (a0 , . . . , an1 , f ) ( )

.

W (a0 , . . . , an1 , an ) ( )

(7.18)

266

a0 (x) = x, a1 (x) = x3 , . . . , as (x) = x2s+1 ,

f (x) = B2n+1 (xt) = g(xt),

x0 = 1, x1 = m1 , . . . , xs = ms , I = [1, ms ].

Assumptions of Theorem 7.2 are obviously satisfied, so there is an [1, ms ] such that

x x3 x2s1 g(xt)

1 m1 ms1 ms

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)

as1 (1) u f (u)

as1 (1) u2 f (u) ,

..

..

.

.

(s)

s

(s)

as1 (1) u f (u)

(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

a0 (1) a1 (1) as1 (1)

Ch = ..

..

..

.

.

.

(s)

(s)

(s)

by deleting the ( j + 1)th row. The sequence of functions a0 , a1 , . . . , as can be obtained by

using the universal construction of Chebyshev systems (S. Karlin, W. J. Studden, Tchebyscheff systems with applications in analysis and statistics, Interscience, New York, 1966.).

Take 0 (x) = x, 1 (x) = 2x,. . ., s (x) = 2sx. Then

a0 (x) = 0 (x), a1 (x) = 0 (x)

a2 (x) = 0 (x)

as (x) = 0 (x)

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)!!

Lemma 7.1 Let (Fk )sk=0 be the sequence of functions defined by:

Fk (u) =

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)

(7.23)

(k)

(k+1)

( j+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

= uFk+1 (u).

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)

Proof. Suppose that 0 < t 2m1 s . Then 0 < u = t 12 (see the discussion and notation

below Theorem 7.2). The claim follows from previous reductions and because Lemma

7.23 implies

F(u) = F0 (u) =

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)

Ks1 (t; f )

m m2 ms V[m2 , m4 , . . . m2s ]

m m3 m2s3 Ks1 (mt; f )

m

m

=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 )

f (m2 t) m2s1 f (mt)

..

.

f (mst) m2s1 f (ms1t)

(7.27)

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

Bernoulli functions

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) =

k2n+1 , n 1, x R, n = 0, x = k.

(2 )2n+1

k=1

(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 sin

22s3 sin 2

32s3 sin 3 = sin

.

..

..

.

s s3 s2s3 sin s

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)

Since S is the polynomial of degree s 1, we conclude

S(x) = V[1, 22 , . . . , (s 1)2 ](x 1)s1.

It follows

= (1)s1 V[1, 22 , . . . , (s 1)2 ] sin (1 cos )s1 .

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

The method of this section can give more information in negative direction. Let us

consider Example 1 from Section 2 i.e.

1 1 sin (2k t)

1 1 B5 (t)

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

weighted integral formulae

8.1

Introduction

b

a

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)

Ls (t) =

(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 =

,

(2n)!( + + 2n + 1)[( + + 2n + 1)]2

277

+

+ 2n

+ + 2n + + 2n + 2

C1 =

.

(2n + 1)!( + + 2n + 1)( + + 2n + 2)

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

ut

du d f (r1) (t)

ba

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.

[a, b] for some (m + s) 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

a

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).

Proof. First, we put r = m + s in the identity (8.8). Now, if we put f (t) = Pl (t) (l m 1)

in the identity (8.8) we get

b

a

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).

order m + s, for some m + s 1. In this case we will use (8.11) and we define

Fm+s (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

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+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

ua

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

Remark 8.3 We can rewrite the identity (8.14) as

b

a

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

b

a

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

k=1

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

of Euler type

If the weight function is w(t) = 1

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

En ( f ) =

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.

Proof. This is a special case of Corollary 8.1 for a = 1, b = 1, w(t) = 1

Ak = 1n .

1t 2

and

f : [1, 1] R be such that f (m+s) L p [1, 1] for some m + s 1. Then we have

f (t)

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)

1t

first kind of Euler type

f (t)

2m+s1

CG1

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).

CG1 (t, 1) =

GCG1

1 (t, 1) = F1

2 arcsint, 1 t 0,

0 < t 1.

2 arcsint,

284

1

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)

2

4

1t

which is the well known one-point Chebyshev-Gauss formula of the first kind.

1

(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,

where

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

If the presumptions of the Theorem 8.2 hold, for m = 4 and s = 0 we get

f (t)

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.

Gauss formulae of the first kind of Euler type

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,

The constants for p = and p = 1 are obtained in [74].

If the presumptions of Theorem 8.2 hold, for m = 6 and s = 0 we get

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

of Euler type

given by

1

1

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) =

.

sin [arccos(x)]

Un (x) has exactly n distinct zeros, all of which lie in the interval [1, 1] and

xk = cos

k

.

n+1

En ( f ) =

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

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.

Proof. This is a special case of Corollary 8.1 for a = 1, b = 1, w(t) =

2

k

.

sin2 n+1

Ak = n+1

1t 2

f : [1, 1] R be such that f (m+s) L p [1, 1] for some m + s 1. Then we have

1

1

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)

The constants Kn m, s, p, 2

1t 2

and Kn m, s, p, 2

1t 2

289

Proof. This is a special case of Theorem 8.3 for a = 1, b = 1, w(t) =

2

k

sin2 n+1

Ak = n+1

.

1t 2

and

kind of Euler type

1

1

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)!

CG2

(t, 1)

GCG2

1 (t, 1) = F1

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

1

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

If the presumptions of the Theorem 8.2 hold, for m = 4 and s = 0 we get

1

1

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

.

If the presumptions of the Theorem 8.2 hold, for m = 6 and s = 0 we get

1

1

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

f (a) + f (b)

.

2

4

4M(b a)

(1)

A( f ; 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)

1 Recall

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

In [83], G.V.Milovanovic and J.Pecaric proved another generalization of Iyengars inequality.

Theorem 8.10 Let function f : [a, b] R satisfy the following conditions:

1

f (n1) LipM ( )

Then we have

1

ba

b

a

1

f (x)dx ( f (a) + f (b))

2

M(b a) +n1

q

(n)

2

( + n)

(6)

+n1 (1 ) +n1 = q,

q=

( + n 1)(n1)

| f (b) f (a)|,

M(b a) +n1

(7)

For = 1 and n = 2, inequality (6) reduces to

1

ba

b

a

1

1

M(b a)2

2

24

2M

f (b) f (a)

ba

(8)

The weighted version of Theorem 8.10 was given in [55] by Franjic, Pecaric and Peric.

Theorem 8.11 Let function f : [a, b] R satisfy the following conditions:

1

f (n1) LipM ( )

b

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

(9)

where

F(x) = M

295

(x a) +n1

(b x) +n1

, G(x) = M

.

(n1)

( + n 1)

( + n 1)(n1)

(10)

M(x a) f (n1) (x) f (n1)(a) M(x a) ,

M(b x) f (n1) (b) f (n1)(x) M(b x) .

Using condition 2 and (n 1)-times successive integration of these two inequalities

on (a, x) and (x, b), respectively, we get

f (a) M

(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)

max { f (a) F(x), f (b) G(x)} f (x) min { f (a) + F(x), f (b) + G(x)}.

(12)

1

1

min { , } = ( + | |), max { , } = ( + + | |).

2

2

(13)

1

1

F(x) G(x) + | f (b) G(x) f (a) + F(x)| f (x)

f (a) + f (b)

2

2

1

2

(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)

Proof. First, note that

F(a + b x) = M

(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)

with (18), from the left-hand side of (15) we get

1

2

b

a

b

a

F(x)w(x)dx +

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.

For the proof of the next corollary (which generalizes Theorem 8.9), we need the following result (cf. [93]).

Theorem 8.12 Let f be an integrable function on (a, b) and m f (x) M for each

x (a, b). 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

m(M ) + M( m)

m(M ) + M( m)

A( f ; w)

(M ) + ( m)

(M ) + ( m)

where A( f , w) is defined by (3) and =

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 w(x)dx

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)

b

a w(x)dx

(21)

C

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

q + (1 t) +n+1 t +n+1 dt.

h(t) = t +n+1 (1 t) +n+1

is strictly increasing and h(0) = 1, h(1) = 1. Therefrom we conclude there exists a real

zero [0, 1] of the integrand. Simple calculation now gives

2F(b)

q

1 +n1 + [1 + ( + n 1)(2 1)] .

+n

2

Remark 8.11 Taking w(x) = 1 in Corollary 8.3, produces Theorem 8.10 again.

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

1 jk

we have

and

1 jk

Theorem 8.13 Let f be a function defined on [a, b] and belonging to LipM . Then, for

each x [a, 12 (a + b)], the remainder in (23) satisfies:

|E( f ; x)|

.

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

and analogously,

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

and also

|E( ; x)| = |E( ; x)|

=

(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

(x a) f (x)

+

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)

Applying this technique of proof, the same authors gave the weighted generalization of

the inequality (25) for the class of functions whose derivatives are in LipM ( ). Of course,

the weighted generalization of Ostrowskis inequality is needed in this case. It was given

by Matic, Pecaric and Ujevic in [79]:

Theorem 8.14 Assume f (n) exists for each t [a, b] while n N {0}. Let f (n)

LipM ( ) and let w be a non-negative and integrable function on [a, b]. Then, for x [a, b],

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)

For w(x) = 1, (29) reduces to

b

a

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)

Theorem 8.15 Let function f : [a, b] R satisfy the following conditions:

1

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)

I=

=

+

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

x

a

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)

Proof. Statement follows from Theorem 8.15 by taking w(x) = 1. It can, of course, be

proved directly, using the same idea and applying inequalities (6) and (30).

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

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)

2 . Equality is attained for

f (t) = M f (t)dt + c with c R and

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

the supremum od |E( f ; x)| over all f

2

F M (). Using integration by parts, it is easy to check the following formula

E( f ; x) =

1

ba

b

a

K(t) f (t)dt,

where

305

at x

a t,

K(t) := 12 (a + b) t, x < t a + b x

b t,

a + b x < t b.

sup

f F M ()

|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 .

S1 = S3 =

M

ba

(t a)(x t)dt =

M(x a)3

.

6(b a)

(38)

t x+

a + b 2x

(t + 1)

2

g(t) :=

Now

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.

g(1) = g(1) = 0

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.

Though A.Guessab and G.Schmeisser proved Theorem 8.16 for x [a, 12 (a + b)), it is

in fact enough to prove their statement for x = a. From that, the more general case when

x [a, 12 (a + b)) follows. So, suppose we have

1

ba

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)

x

a

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)

We will finish this subsection with another generalization of Iyengars inequality, obtained by X.L.Cheng and J.Sun in [17].

Theorem 8.17 Let f : I R, I R, be twice differentiable in the interior I of I and let

a, b I , a < b. If | f (x)| M for every x [a, b], then

b

a

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

Jf =

and

=

2

ba

J f + (b a)2 =

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

F( ) =

32

1

3.

24

3

= sgn()

||

32M(b a)

f ( ) = M(b a)3 F( ) (b a)2

achieves its minimal value. (49) implies

||

2M

ba

b

a

a+b

M

dx = (b a),

2

2

From (50) it follows

J f f ( ) =

M

(b a)3

24

||3 (b a)3

.

72M

J f = J f

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

side of (47), it easily follows

b

a

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

= 2

f (b) f (a)

,

ba

b

a

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)

Remark 8.18 With the additional assumption f (a) = f (b) = 0, the estimate of the

trapezoid formula in (47) is weaker than the one in (36) with x = a, i.e. (42). We claim:

M

( f (b) f (a))2

M

||

(b a)2

(b a)2

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)

M

(b a)2

M

2M(b a)2

96

|g(b) g(a)|

3(b a)

f (x)

. Now

M

|g(b) g(a)|

(g(b) g(a))2

(b a)2

.

2(b a)2

96

(52)

h(t) =

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

X.L.Cheng in [16].

Theorem 8.18 Let f C2 ([a, b]) and | f (x)| M. Then

b

a

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

c+

a

b

c+

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 =

F0 + F1 + 2 F2 for | | (b a)/2:

ba

( f (a) + f (b)) + 2M(b a) = 0,

2

F ( ) = 2M(b a) > 0.

F ( ) = f (a) f (b) +

0 =

=

,

4M

4M

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

f (x) f (a) + f (a)(x a)

M

(x a)2

2

M

(b x)2.

2

and

b

a

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

right-hand side and the appropriate polynomial which estimates the left-hand side, would

produce

b

a

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).

through Taylors formula

The results of this subsection were obtained by F.Qi in [101]. Introduce notation:

hs,k (t) =

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 =

=

w(x)(x a) f (1 )dx +

w(x)(x b) f (2 )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

Similarly,

b

a

w(x) f (x)dx m

(x a)w(x)dx + M

The lower bound attains its maximal value for =

the proof.

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)

where t2 =

Mm

313

(a, b), t3 =

Mm

(a, b).

(x) = [ f (x) f (a)](b a) [ f (b) f (a)](x a).

Obviously, (a) = (b) = 0. Furthermore,

(x) = (b a) f (x) f (b) + f (a),

and therefrom

(b a)m f (b) + f (a) (x) (b a)M f (b) + f (a).

Now, notice that

b

a

w(x)(x)dx = (b a)

b

a

= (b a)

b

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

i!

;

n!

(59)

m(ha,n (t) hb,n(t))

n!

b

a

w(x) f (x)dx +

n1

i=0

i!

.

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

n+1

(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)

n+1

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)

f (b) f (a) b f (b) + a f (a) + m2 (b2 a2 )

m(b3 a3)

+

6

2 [ f (b) f (a) + m(a b)]

b

b2 f (b) a2 f (a)

2

(65)

2

M(b3 a3)

+

.

6

2 [ f (b) f (a) + M(a b)]

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)

2(M m)

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

through Steffensens inequality

Through the years, Iyengars inequality has been generalized in various ways. Generalizations that are of interest in this subsection are the ones obtained using Hayashis modification of the well-known Steffensens inequality. For example, in [3] R.P.Agarwal and

S.S.Dragomir first proved:

Theorem 8.22 Let function f be differentiable on [a, b] and m f (x) M. Then

b

f (a) + f (b)

1

f (x)dx

ba a

2

[ f (b) f (a) m(b a)][M(b a) f (b) + f (a)]

.

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=

n even

( b + n0)n+1 ( b)n+1, n odd

U=

( a)n+1 ( a n0)n+1 ,

n odd

(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

by Rn, f (c, x) the nth Taylors remainder of function f (x) with center c:

n

k=0

f (k) (c)

(x c)k .

k!

f Cn+1 ([a, b]) and w C([a, b]). Assume that m f (n+1) (x) M, m = M and w(x) 0

for each x [a, b]. Then

(i)

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;

Addition of (76) and (77) upon taking n = 0 and w(x) = 1 followed by division by 2,

produces (67) again. Of course, as a special case we get Iyengars inequality once more.

Now, we give a generalization of both Theorem 8.23 and Theorem 8.24 in a sense

that an inequality involving both the weight w(x) and the parameter is given. This was

published in [58].

Before we proceed, it should be mentioned that using the same technique similar in

equalities were proved in a number of papers. In [2], R.P.Agarwal, V.Culjak

and J.Pecaric

derived inequality (68) for an odd n. For an even n, using a somewhat different technique, they obtained a result which involves only the midpoint. In [42], only the case

n = 2 was considered. In [18], an even more special case was considered. The results

obtained there follow from (68) by taking = (a + b)/2 again and assuming function f

satisfies f (k) (a) = (1)k+1 f (k) (b), for 1 < k < n. Results obtained in [13] by P.Cerone and

S.S.Dragomir are special cases of Theorem 8.24 produced after taking n = 0.

For the proof of our main result we use the Hayashi modification of the well-known

Steffensens inequality, so we state it first (cf. [86]).

317

integrable function such that 0 G(x) A for each x [a, b]. Then

b

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)

Now we state our main result:

Theorem 8.26 Let f : [a, b] R be such that f (n1) is absolutely continuous on [a, b].

Assume that m f (n) (x) M for each x [a, b]. Let w : I R be integrable and such that

w(x) 0 for each x [a, b]. Let [a, b]. Then, when n is odd we have

(M m)hn (b n0, ) Mhn(b, ) + mhn(a, )

b

a

n1

(80)

k=0

and when n is even we have

(M m)[hn ( na, ) hn( + nb, )] + m[hn(a, ) hn(b, )]

b

a

f (x)w(x)dx +

n1

(81)

k=0

where n0 , na and nb are defined by (73), (74) and (75), respectively.

Proof. For [a, b], set

Gk (x) = f (k) (x) m,

1

Fk (x) =

(t x)k w(t)dt

k! x

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

(M m)

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

k=0

The upper bound is

Uo =

a+n0

Mm

(n 1)!

(t x)n1w(t)dt dx.

Uo = (M m)[hn (a, ) hn(a + n0, )].

(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)

where

na =

319

1

Mm

as defined in (74).

On [, b], Fn1(x) is nondecreasing so inequality (78) is reversed. We have:

b

Lbe

(88)

Ueb = (M m)

Lbe = (M m)

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

k=0

where n = na nb + b , 0 n b a.

(91)

320

8 ADDENDUM

Fn1 (x) =

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)

c1 = a + na,

c2 = b nb,

d1 = na,

d2 = + nb,

|hn (c1 + c2 , )| hn (c1 , ) hn(c2 , ),

(96)

(97)

have c1 c1 + c2 c2 and d1 d1 + d2 d2 . For an even n, function hn (x, ) is

decreasing. Also, hn (, ) = 0. Let us consider (96). First assume c1 + c2 . Then

hn (c1 + c2 , ) 0 and

hn (c1 + c2 , ) hn (c1 , ) hn (c1 , ) hn(c2 , )

since hn (c2 , ) 0. Next, suppose c1 + c2 . Then hn (c1 + c2 , ) 0 and

hn (c1 + c2 , ) hn (c2 , ) hn (c2 , ) hn(c1 , )

since hn (c1 , ) 0. Proof of (97) is analogous.

Finally, we give a comparison between Theorem 8.26 and Theorem 8.21. The connection is obvious - under the same assumptions, the same expression is estimated. The claim

is that the estimation given in Theorem 8.26 is better than the one in Theorem 8.21.

First, consider the case when n is odd. The upper bound in (80) is

US = Mhn (a, ) mhn(b, ) (M m)hn(a + n0, )

and in (59)

321

LS = (M m)hn(b n0, ) Mhn (b, ) + mhn(a, )

and in (59)

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)

LS = (M m)[hn ( na, ) hn( + nb, )] + m[hn(a, ) hn(b, )]

and in (60)

so LS LT .

This completes the proof of the claim.

We give yet another comparison between generalizations of Iyengars inequality obtained

through different methods, for a function f such that f C2 [a, b] and | f (x)| M. The

results given here were published in [59].

For w(x) = 1, m = M, n = 2 and = (a + b)/2, (81) from Theorem 8.26 yields:

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

b

a

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)

2 ) + f (b).

Another result of a similar type was given by Cheng in [16] (cf. Theorem 8.18 and

Remark 8.19):

b

a

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

b

a

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

H(a + ) H(b b) H(b b) H(a + a),

since H(a + a) 0. The proof that the lower bound in (104) is also better is analogous:

just note |H(b )| = |H(a + )|.

Finally, we give some classes of functions for which (98) gives better estimates than

(102). We claim that

M

(b a)221

3

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

The Bernoulli polynomial Bk (x) of the kth degree is defined as the coefficient of t k /k! in

the expansion

k

t

text

=

Bk (x).

(A-1)

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

t

k+1

text

t

=

Bk (x).

1 k=0 k!

et

325

Therefore

=

k!

(k 1)!

and thus

Bk (x) = kBk1 (x).

(A-2)

Bk (t + 1) Bk (t) = kt k1 , k 0.

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

Bk (mx) = mk1

m1

Bk

j=0

x+

j

.

m

(A-3)

For the kth Bernoulli polynomial we have

Bk (1 x) = (1)k Bk (x),

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 .

(1)k [B2k (x) B2k ] > 0

and

(1)k B2k1 (x) > 0

Bk (x) are periodic functions of period 1 defined by the condition

Bk (x + 1) = Bk (x),

x R,

Bk (x) = Bk (x),

0 x < 1.

1 at each integer. For k 2, Bk (t) is a continuous function.

Direct calculations give the following results:

B2k (x) =

m2k

22k1 2k m=1

B2k+1 (x) =

2k+1 .

22k 2k+1

m=1 m

(A-5)

(A-6)

For further details on Bernoulli polynomials and Bernoulli numbers see [1] or [75].

328

ADDENDUM

Bibliography

[1] M. Abramowitz and I. A. Stegun (Eds), Handbook of mathematical functions with

formulae,graphs and mathematical tables, National Bureau of Standards, Applied

Math. Series 55, 4th printing, Washington, 1965.

J. Pecaric, Some integral inequalities involving bounded

higher order derivatives, Math. Comput. Modelling. 28(3) (1998), 5157.

[3] R. P. Agarwal, S. S. Dragomir, An application of Hayashis inequality for differentiable functions, Comput. Math. Appl. 32(6) (1996) 9599,

[4] A. Aglic Aljinovic, M. Matic, J. Pecaric, Improvements of some Ostrowski type inequalities, J. Comput. Anal. Appl. 7(3) (2005), 289304.

[5] A. Aglic Aljinovic, J. Pecaric, The weighted Euler identity, Math. Inequal. Appl. 8(2)

(2005), 207221.

[6] G. A. Anastassiou, Univariate Ostrowski inequalities, Revisited, Monatsh. Math. 135

(2002), 175189.

[7] E. F. Beckenbach, R. Bellman, Inequalities, Springer - Verlag, Berlin and New York,

1961, 1965.

[8] I. S. Berezin and N. P. Zhidkov, Computing methods. Vol. I, Pergamon Press, Oxford,

1965.

[9] M. Bessenyei, Hermite-Hadamard-type inequalities for generalized convex functions,

Ph.D. dissertation, available on RGMIA

[10] M. Bessenyei, Z. Pales, Higher-order generalizations of Hadamards inequality,

Publ. Math. Debrecen 61(3-4) (2002), 623-643.

[11] P. S. Bullen, Error estimates for some elementary quadrature rules, Univ. Beograd

Publ. Elektrotehn. Fak. Ser. Mat. Fiz. 602-633 (1978), 97103.

[12] P. Cerone, Generalised trapezoidal rules with error involving bounds of the n-th

derivative, Math. Inequal. Appl. 5(3) (2002), 451462.

[13] P. Cerone, S. S. Dragomir, On a weighted generalizations of Iyengar type inequalities

involving bounded first derivative, Math. Inequal. Appl. 3(1) (2000), 3544.

[14] P. Cerone, S. S. Dragomir, Trapezoidal type rules from an inequalities point of view,

RGMIA 2 (6) (1999), Article 8.

[15] P. Cerone, S. S. Dragomir, Midpoint type rules from an inequalities point of view,

RGMIA 2 (7) (1999), Article 1.

329

330

B IBLIOGRAPHY

[16] X. L. Cheng, The Iyengar type inequality, Appl. Math. Lett. 14 (2001), 975978.

[17] X. L. Cheng, J. Sun, A note on the perturbed trapezoid inequality, JIPAM. J. Inequal.

Pure Appl. Math. 3(2), Article 29, 2002.

[18] V. Culjak,

N. Elezovic, A note on Steffensens and Iyengars inequality, Glas. Mat.

33(53) (1998), 167171.

[19] V. Culjak,

C. E. M. Pearce, J. Pecaric, The unified treatment of some inequalities of

Ostrowski and Simpson types, Soochow J. Math. 26(4) (2000), 377390.

[20] V. Culjak,

J. Pecaric, L. E. Persson, A note on Simpson type numerical integration,

Soochow J. Math. 29(2) (2003), 191200.

[21] P. J. Davis, P. Rabinowitz, Methods of numerical integration, Academic Press, New

York, San Francisco, London, 1975.

[22] Lj. Dedic, M. Matic, J. Pecaric, On Euler midpoint formulae, ANZIAM J 46 (2005),

417438.

[23] Lj. Dedic, M. Matic, J. Pecaric, Euler-Maclaurin formulae, Math. Inequal. Appl. 6(2)

(2003), 247275.

[24] Lj. Dedic, M. Matic, J. Pecaric, On Euler trapezoid formulae, Appl. Math. Comput.

123 (2001), 3762.

[25] Lj. Dedic, M. Matic, J. Pecaric, On dual Euler-Simpson formulae, Bull. Belg. Math.

Soc. 8 (2001), 479504.

[26] Lj. Dedic, M. Matic, J. Pecaric, Some inequalities of Euler-Gruss type, Comput.

Math. Appl. 41 (2001), 843856.

[27] Lj. Dedic, M. Matic, J. Pecaric, A.Vukelic, Hadamard type inequalities via some

Euler type identities - Euler bitrapezoid formulae, Nonlinear Stud. 8(3) (2001), 343

372.

[28] Lj. Dedic, M. Matic, J. Pecaric, On Euler-Simpson formulae, PanAmer. Math. J. 11(2)

(2001), 4764.

[29] Lj. Dedic, M. Matic, J. Pecaric, On generalizations of Ostrowski inequality via some

Euler-type identities, Math. Inequal. Appl., 3(3) (2000), 337353.

[30] Lj. Dedic, M. Matic, J. Pecaric, A. Vukelic, On Euler-Simpson 3/8 formulae (to appear in Nonlinear Studies)

[31] Lj. Dedic, C. E. M. Pearce and J. Pecaric, Hadamard and Dragomir-Agarwal inequalities, higher-order convexity and the Euler formula, J. Korean Math. Soc. 38

(2001), 12351243.

[32] Lj. Dedic, C. E. M. Pearce and J. Pecaric, The Euler formulae and convex functions,

Math. Inequal. Appl. 3(2) (2000), 211221.

[33] S. S. Dragomir, Some companions of Ostrowskis inequality for absolutely continuous

functions and applications, RGMIA 5 (2002), supplement.

[34] S. S. Dragomir, A companion of Ostrowskis inequality for functions of bounded variation and applications, RGMIA 5 (2002), supplement.

B IBLIOGRAPHY

331

[35] S. S. Dragomir and R. P. Agarwal, Two inequalities for differentiable mappings and

applications to special means of real numbers and to trapesoidal formula, Appl.

Math. Lett. 11(5) (1998), 9195.

[36] S. S. Dragomir, R. P. Agarwal, P. Cerone, On Simpsons inequality and applications,

J. Inequal. Appl. 5(6) (2000), 533579.

[37] S. S. Dragomir, N. S. Barnett, An Ostrowski type inequality for mappings whose

second derivatives are bounded and applications, J. Indian Math. Soc.(N.S.) 66 (1-4)

(1999), 237245.

[38] S. S. Dragomir, P. Cerone, A. Sofo, Some remarks on the trapezoid rule in numerical

integration, Indian J. Pure Appl. Math. 31(5) (2000), 475494.

[39] S. S. Dragomir, P. Cerone, A. Sofo, Some remarks on the midpoint rule in numerical

integration, Studia Math. Babes-Bolyai Uni XLV (2000), 6373.

[40] S. S. Dragomir, C. E. M. Pearce, Selected Topics on Hermite-Hadamard Inequalities

and Applications, monography, RGMIA

[41] S. S. Dragomir, T. M. Rassias, Ostrowski Type Inequalities and Applications in Numerical Integration, monography, RGMIA

[42] N. Elezovic, J. Pecaric, Steffensens inequality and estimates of error in trapezoidal

rule, Appl. Math. Lett. 11(6) (1998), 6369.

[43] A. M. Fink, Bounds on the deviation of a function from its averages, Czech. Math. J.

42 (1992), 289310.

[44] G. B. Folland, Real Analysis, Modern Techniques and Their Applications, A WileyInterscience publication, 1984.

[45] K. J. Forster, K. Petras, Error estimates in Gaussian quadrature for functions of

bounded variation, SIAM J. Numer. Anal. 28 (1991), 880889.

[46] I. Franjic, Hermite-Hadamard-type inequalities for Radau-type quadrature rules, J.

Math. Inequal. 3(3) (2009), 395407.

[47] I. Franjic, J. Pecaric, Dragomir-Agarwal type inequalities for several families of

quadratures, JIPAM. J. Inequal. Pure Appl. Math. 10(3) (2009), Article 65, 11 pp.

[48] I. Franjic, J. Pecaric, Generalisation of corrected Simpsons formula,

ANZIAM J. 47 (2006), 367385.

[49] I. Franjic, J. Pecaric, On corrected Euler-Simpsons 3/8 formulae, Nonlinear Stud.

13(4) (2006), 309319.

[50] I. Franjic, J. Pecaric, On corrected dual Euler-Simpson formulae, Soochow J. Math.

32(4) (2006), 575587.

[51] I. Franjic, J. Pecaric, On corrected Bullen-Simpsons inequality, Bull. Allahabad

Math. Soc. 21 (2006), 105123.

[52] I. Franjic, J. Pecaric, On corrected Bullen-Simpsons 3/8 inequality, Tamkang J.

Math. 37(2) (2006), 135148.

[53] I. Franjic, J. Pecaric, Corrected Euler-Maclaurins formulae, Rend. Circ. Mat.

Palermo (2) 54(2) (2005), 259272.

332

B IBLIOGRAPHY

[54] I. Franjic, J. Pecaric, I. Peric, General closed 4-point quadrature formulae of Euler

type, Math. Inequal. Appl. 12(3) (2009), 573586.

[55] I. Franjic, J. Pecaric , I. Peric, Weighted generalizations of Iyengar type inequalities,

Indian J.Pure Appl. Math. 38(4) (2007), 291304.

[56] I. Franjic, J. Pecaric, I. Peric, Estimates for the Gauss four-point formula for functions

with low degree of smoothness, Appl. Math. Lett. 20(1) (2007), 16.

[57] I. Franjic, J. Pecaric, I. Peric, Quadrature formulae of Gauss type based on Euler

identitites Math. Comput. Modelling 45(3-4) (2007), 355370.

[58] I. Franjic, J. Pecaric, I. Peric, Iyengar type estimate of error in trapezoidal rule, Int.

J. Pure Appl. Math. 26(3) (2006), 285295.

[59] I. Franjic, J. Pecaric, I. Peric, Note on an Iyengar type inequality, Appl. Math. Lett.

19 (2006), 657660.

[60] I. Franjic, J. Pecaric, I. Peric, General Euler-Ostrowski formulae and applications to

quadratures, Appl. Math. Comput. 177 (2006), 9298.

[61] I. Franjic, J. Pecaric, I. Peric, General Euler-Booles and dual Euler-Booles formulae, Math. Inequal. Appl. 8(2) (2005), 287303.

[62] I. Franjic, J. Pecaric, A. Vukelic, General Euler-Simpson formulae, Indian J. Math.

47(2-3) (2005), 139157.

[63] R. Frisch, On approximation to a certain type of integrals, Skandinavisk Aktuarietidskrift 12 (1929), 129181.

[64] H. Gauchman, Some integral inequalities involving Taylors remainder.I, JIPAM. J.

Inequal. Pure Appl. Math. 3(2) (2002), Article 26.

[65] A. Guessab, G. Schmeisser, Sharp integral inequalities of the Hermite-Hadamard

type, J. Approx. Theory 115 (2002), 260288.

[66] P. C. Hammer, The mid-point method of numerical integration, Math. Mag. 31, (195758), 193195.

[67] G. H. Hardy, J. E. Littlewood, G. Polya, Inequalities, Cambridge, 1934.

[68] F. B. Hildebrand, Introduction to Numerical Analysis, McGraw-Hill Book Company

Inc., New York, 1956.

[69] D. Y. Hwang, Improvements of Euler-trapezodial type inequalities with higher-order

convexity and applications, JIPAM. J. Inequal. Pure Appl. Math. 5(3) (2004), Article

66.

[70] K. S. K. Iyengar, Note on an inequality, Math. Student 6 (1938), 7576.

[71] S. Karlin, W. J. Studden, Tchebyscheff systems with applications in analysis and

statistics, Interscience, New York, 1966.

[72] M. Klaricic Bakula, J. Pecaric, A. Vukelic, Integration of periodic function and applications on integration formulae, Bull. Math. Soc. Sci. Math. Roumanie. 48(96)(3)

(2005), 261275.

[73] S. Kovac, J. E. Pecaric, Generalization of an integral formula of Guessab and

Schmeisser, manuscript

B IBLIOGRAPHY

333

[75] V. I. Krylov, Approximate Calculation of Integrals, The Macmillan Company, New

York, 1962.

[76] C. Lanczos, Applied Analysis, Prentice-Hall, Inc., Englewood Cliffs, New Jersey,

1956.

[77] M. Matic, Improvement of some inequalities of Euler-Gruss type, Comput. Math.

Appl. 46 (2003), 13251336.

[78] M. Matic, C. E. M. Pearce, J. Pecaric, Two-point formulae of Euler type, ANZIAM

J. 44 (2002), 221245.

[79] M. Matic, J. Pecaric, N. Ujevic, Generalizations of weighted version of Ostrowskis

inequality and some related results, J. Inequal. Appl. 5 (2000), 639666.

[80] M. Matic, J. Pecaric, A. Vukelic, On generalization of Bullen-Simpsons inequality,

Rocky Mountain J. Math. 35 (2005), 17271754.

[81] M. Matic, J. Pecaric, A. Vukelic, Generalization of Bullen-Simpsons 3/8 inequality,

Math. Comput. Modelling 41(4-5) (2005), 463483.

[82] G. V. Milovanovic, O nekim funkcionalnim nejednakostima, Univ. Beograd. Publ.

Elektrotehn. Fak., Ser. Mat. Fiz. 599 (1977), 159.

[83] G. V. Milovanovic, J. Pecaric, Some considerations on Iyengars inequality and some

related applications, Univ.Beograd. Publ. Elektrotehn. Fak., Ser. Mat. Fiz. 544 - 576

(1976), 166170.

[84] G. Mingzhe, G. Xuemei, On the generalized Hardy-Hilbert inequality and its applications, Math. Ineq. Appl. 7(1) (2004), 1926.

[85] D. S. Mitrinovic, Analytic Inequalities, Springer-Verlag, Berlin - Heildelberg - New

York, 1970.

[86] D. S. Mitrinovic, J. Pecaric, A. M. Fink, Classical and New Inequalities in Analysis,

Kluwer, Dordrecht, 1993.

[87] D. S. Mitrinovic, J. Pecaric, A. M. Fink, Inequalities Involving Functions and Their

Integrals and Derivatives, Kluwer, Dordrecht, 1991.

die Absolutabweichung einer differentierbaren Funktion von

ihrem Integralmittelwert, Comment. Math. Helv. 10 (1938), 226227.

[89] C. E. M. Pearce, J. Pecaric, Inequalities for differentiable mappings and applications

to special means and quadrature formulas, Appl. Math. Lett. 13 (2000), 5155.

[90] J. Pecaric, I. Peric, A. Vukelic, Sharp integral inequalities based on general Euler

two-point formulae, ANZIAM J 46 (2005), 120.

[91] J. Pecaric, I. Peric, A. Vukelic, On Euler-Boole formulae, Math. Inequal. Appl. 7(1)

(2004), 2746.

[92] J. Pecaric, F. Proschan, Y. L. Tong, Convex Functions, Partial Orderings and Statistical Applications, Mathematics in Science and Engineering Volume 187, Academic

Press inc., 1992.

[93] J. Pecaric, B. Savic, O generalizacijama nekih rezultata J.Karamate i nekim primjenama, Zbor. Rad. AKoV (Beograd) (1984), 245268.

334

B IBLIOGRAPHY

[94] J. Pecaric, A. Vukelic, General dual Euler-Simpson formulae, J. Math. Inequal. 2(4)

(2008), 511526.

[95] J. Pecaric, A. Vukelic, Hadamard and Dragomir-Agarwal inequalities, the general Euler two point formulae and convex functions, Rad HAZU 491. Matematicke

znanosti 15 (2005), 139151.

[96] J. Pecaric, A. Vukelic, Estimations of the error for two-point formula via pre-Gruss

inequality, Gen. Math. 13(2) (2005), 95104.

[97] J. Pecaric, A. Vukelic, Hadamard and Dragomir-Agarwal inequalities, the Euler formulae and convex functions, Functional Equations, Inequalities and Applications /

Rassias, Themistocles M. (ed.), Dordrecht, Kluwer Academic Publishers, 2003.

[98] J. Pecaric, A. Vukelic, On generalizations of Dragomir-Agarwal inequality via some

Euler-type identities, Bulletin de la Societe des Mathematiciens de R. Macedoine 26,

(LII)(2002), 1742.

[99] G. Polya, On the mean value theorem corresponding to a given linear homogeneous

differential equation, Trans. Am. Math. Soc. 24 (1922) 312324.

[100] G. Polya, G. Szego, Aufgaben und Lehrsatze aus der Analysis II, Berlin, Verlag von

Julius Springer, 1925.

[101] F. Qi, Inequalities for a weighted integral, RGMIA Research Report Collection 2(7),

Article 2 (1999).

[102] F. Qi, P. Cerone, S. S. Dragomir, Some new Iyengar type inequalities, RGMIA Research Report Collection 5(2), Article 3 (2002).

[103] A. W. Roberts, D. E. Varberg, Convex Functions, Academic Press, New York, 1973.

[104] N. Ujevic, New bounds for Simpsons inequality, Tamkang J. Math. 33(2) (2002),

129138.

[105] N. Ujevic, A. J. Roberts, A corrected quadrature formula and applications,

ANZIAM J. 45(E) (2004), ppE41-E56.

[106] A. Vukelic, Note on Dragomir-Agarwal inequalities, the general Euler two-point

formulae and convex functions, JIPAM. J. Inequal. Pure Appl. Math. 6(1) (2005),

Article 19.

- Axial Load Frequencies BeamsDiunggah olehKhristiam Alvarez
- Solucionarios Calculo Fisica Mecanica Algebra Vectoria Logistica Dinamica Estatica EtcDiunggah olehalxeslavas
- Manual Ade4Diunggah olehGerson Schaffer
- BSMath ProspectusDiunggah olehChester Tapia
- Advice To Third and Fourth Year StudentsDiunggah olehBill E Moon
- ps2_answers.docDiunggah olehshimo1992
- optimizationDiunggah olehLawrence Patrick
- 129847906-Complete-Advanced-Level-Mathematics-Pure-Mathematics.pdfDiunggah olehAnderson Alfred
- Satdyn Mb 2010fDiunggah olehaerostark
- Criteria of Savage (Opportunity Cost)Diunggah olehdorasancez
- Int_calcDiunggah olehDung V Vu
- lo01Diunggah olehhisuin
- Solution of Tutorial 2_2015Diunggah olehJack
- Math 208Diunggah olehRifat Zaman
- On norming constants for normal maximaDiunggah olehGuobing
- ch04_ex.pdfDiunggah olehTom
- ICIP_07Diunggah olehVijayarajan Maruthathurai
- Basic Algebra Review1Diunggah olehGeorge Loman
- Example 01Diunggah olehlt2955
- 2-LTI Discrete Time SystemsDiunggah olehBomber Killer
- Bode RulesDiunggah olehAnonymous kbFn5I
- Mid Year 13- Revision Chap 4Diunggah olehKugahn Aesen
- problem4-02Diunggah oleh10999989
- aug 2018Diunggah olehZain Mirxa Chughtai
- Module 5 SetsDiunggah olehHusna Adila
- 1390993038Diunggah olehductility
- IJCE v6n3p198 EnDiunggah olehDiego Canales Aguilera
- Animation GuideDiunggah olehP4KISTAN
- Newton Raphson VariableDiunggah olehSachin Mathpati
- emmerson1.docxDiunggah olehSofea Hanom Nordin

- Literature ReviewDiunggah olehMuhle Lindow Nokhomboyi
- Quincy CompressorDiunggah olehRaven VE
- 303.pdfDiunggah olehFrena1
- 03 - InventoryDiunggah olehdaniels.br9918
- OOPS imp 2mDiunggah olehalkshoba
- Casio Fx-500ES User ManualDiunggah olehaaf6
- The Development of a Competence Scale for LearningDiunggah olehNurshuhada Nordin
- 34Diunggah olehAmaç Herdağdelen
- Cs6304 Analog and Digital Communication l t p c3 0 0 3Diunggah olehEby Sam Stewart
- Motion Control the Heart of CNCDiunggah olehcrystalcane36
- Manual Product Catalog 2Diunggah olehYuganshu Soni
- Digital Lab Manual - UPTO EXP 10Diunggah olehUday Deogam
- omega-acb-users-manual.pdfDiunggah olehViswa Bhuvan
- Formwork.pdfDiunggah olehKandarp Rajyaguru
- Rielly E.conrad. SMP93 - Standard Ship Motion Program User ManualDiunggah olehYuriyAK
- metale in urmeDiunggah olehAdriana Elena Culea
- Data Driven Mineral Exploration (Group Project)Diunggah olehKristina Ramlan
- cermin arusDiunggah olehMarissa Tania T
- ps-II , IImidDiunggah olehGopi Pavan Jonnadula
- p150eDiunggah olehdidimom
- Cross-category sales promotion effectsDiunggah olehkutukankutu
- Chapter 1Diunggah olehMeiying Kwok
- Catia V5 DesignerDiunggah olehapi-78968529
- CCNA Security v2.0 Final Exam AnswersDiunggah olehCCNA V6
- OS BitsDiunggah olehPhani Bandhakavi
- apem-600H.pdfDiunggah olehanonim_321
- Regenerative CircuitDiunggah olehPraveen Kumar
- Hydraulic Cylinder TroubleshootingDiunggah olehsolidcad
- Full Paper Unt Zurich-Stability Analysis of Variation Span and Turning Angle Against Width in Suspension Bridge - BSP-SPT 2017 (1)Diunggah olehTRI MULYANTO
- Chapter 01 IntroductionDiunggah olehArief Pratama