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APPLICATIONS OF OSTROWSKI’S VERSION OF THE GR ¨USS INEQUALITY FOR TRAPEZOID TYPE RULES

N.S. BARNETT AND S.S. DRAGOMIR

Abstract. Some applications of the Ostrowski inequality and a perturbed version of it for integral inequalities of the trapezoid type are given.

1. Introduction

In [1], A. Ostrowski proved the following inequality of the Gr¨uss type,

(1.1)

1

b−a

Z b

a

f(x)g(x)dx− 1 b−a

Z b

a

f(x)dx· 1 b−a

Z b

a

g(x)dx

≤ 1

8(b−a) (M−m)kf

0k

[a,b],∞

providedg is integrable on [a, b] and satisfies the condition

(1.2) −∞< m≤g(x)≤M <∞for a.e. x∈[a, b].

andf is absolutely continuous on [a, b] withf0∈L∞[a, b].

The constant18 is the best possible in (1.1) in the sense that it cannot be replaced by a smaller one.

In this paper we present some applications of (1.1) as well as a perturbed version of it that can also be applied to create some useful integral inequalities.

2. Integral Inequalities

The following trapezoid type result forn−time differentiable functions has been obtained in [2].

Lemma 1. Letf : [a, b]→Rbe a mapping such that the derivativef(n−1)(n1) is absolutely continuous on[a, b].Then for any x∈[a, b]one has the equality:

(2.1) Z b

a

f(t)dt= n−1 X

k=0 1 (k+ 1)!

h

(x−a)k+1f(k)(a) + (−1)k(b−x)k+1f(k)(b)i

+ 1

n! Z b

a

(x−t)nf(n)(t)dt.

Some useful particular cases are as follows.

Date: May 25, 2002.

1991Mathematics Subject Classification. Primary 26D15; Secondary 41A55.

Key words and phrases. Ostrowski’s inequality, Gr¨uss type inequalities, Trapezoid type inequalities.

(2)

(1) For n= 1,one can retrieve the identity (see for example [2])

(2.2)

Z b

a

f(t)dt= (x−a)f(a) + (b−x)f(b) + Z b

a

(x−t)f0(t)dt,

for eachx∈[a, b].

(2) For n= 2,we have (see for example [2])

(2.3) Z b

a

f(t)dt= (x−a)f(a) + (b−x)f(b)

+1 2 h

(x−a)2f0(a) + (b−x)2f0(b)i+1 2

Z b

a

(x−t)2f00(t)dt.

If in (2.2) we choosex= a+b

2 , then we get the trapezoid identity

(2.4)

Z b

a

f(t)dt= f(b) +f(a)

2 (b−a) + Z b

a

a+b

2 −t

f0(t)dt,

while the same choice of xwill produce, in (2.3), the following perturbed version of the trapezoid identity,

(2.5) Z b

a

f(t)dt=f(b) +f(a) 2 (b−a)

+(b−a) 2

8 [f

0(a)f0(b)] +1

2 Z b

a

t−a+b

2 2

f00(t)dt.

Consider now the following results.

Theorem 1. Letf : [a, b]→Rbe a mapping such that the derivativef(n−1)(n≥1) is absolutely continuous on [a, b] and there exists the real numbers γ,Γ such that

−∞< γ≤f(n)(x)Γ< for a.e. x[a, b].Then we have the inequality:

(2.6)

Z b

a

f(t)dt−

n−1 X

k=0 1 (k+ 1)!

h

(x−a)k+1f(k)(a) + (−1)k(b−x)k+1f(k)(b)i

− (x−a)

n+1

+ (−1)n(b−x)n+1 (n+ 1)!

h

f(n−1);a, bi

≤ 1

8 (n−1)!(b−a) 2

(Γ−γ) 1

2(b−a) +

x−a+b

2

n−1

for any x∈[a, b], where[h;a, b] = h(b)bh(a)a is the divided difference ofhon[a, b].

Proof. If we use Ostrowski’s inequality (1.1) we may write

1

b−a

Z b

a

(x−t)nf(n)(t)dt− 1 b−a

Z b

a

(x−t)ndt· 1 b−a

Z b

a

f(n)(t)dt

≤ 1

8(b−a) (Γ−γ)nt∈sup[a,b]

|x−t|n−1

= n

8(b−a) (Γ−γ) [max (x−a, b−x)] n−1

= n

8(b−a) (Γ−γ) 1

2(b−a) +

x−a+b

2

(3)

giving

(2.7)

Z b

a

(x−t)nf(n)(t)dt−(x−a)

n+1

+ (−1)n(b−x)n+1

n+ 1

h

f(n−1);a, bi

≤n

8 (b−a) 2

(Γ−γ) 1

2(b−a) +

x−a+b

2

n−1

.

If we divide this by n! and use the representation (2.1), we obtain the desired inequality (2.6).

Remark 1. If n= 1 in (2.6), we deduce,

Z b

a

f(t)dt−(x−a)f(a)−(b−x)f(b)−(b−a)

x−a+b

2

[f;a, b]

≤1

8(b−a) 2

(Γ−γ),

which is clearly equivalent to the trapezoid inequality

(2.8)

Z b

a

f(t)dt−f(b) +f(a)

2 (b−a)

≤1

8(b−a) 2

(Γ−γ).

It has been shown in various papers that 18 is a sharp constant (see [4], and[3]).

Remark 2. Further work has yet to be done on comparing, for anyx∈[a, b], the bounds provided by (2.6) and the bound

Γ−γ

2 ·

1

n!I(x, n), where

I(x, n) := 1 (n+ 1)√2n+ 1

n

n2(b−a)h(x−a)2n+1+ (b−x)2n+1i

+ (2n+ 1) (x−a) (b−x) [(x−a)n+ (b−x)n]2o

1 2

has been obtained in[2].

The Ostrowski inequality (1.1) can also be applied in the following way.

Theorem 2. Let f : [a, b] → R be a mapping such that the derivative f(n) is absolutely continuous and f(n+1)∈L∞[a, b]. Then we have the inequality:

(2.9)

Z b

a

f(t)dt−

n−1 X

k=0 1 (k+ 1)!

h

(x−a)k+1f(k)(a) + (−1)k(b−x)k+1f(k)(b)i

− (x−a)

n+1

+ (−1)n(b−x)n+1 (n+ 1)!

h

f(n−1);a, bi

   

   

1

8n!(b−a) 21

2(b−a) +

x−a+b

2

n f(n+1)

[a,b],

∞ if nis even,

1

8n!(b−a) 2

[(x−a)n+ (b−x)n]f(n+1) [a,b],

(4)

Proof. Forn= 2k,consider h2k(t) = (x−t) 2k

.It is obvious that

inf

t∈[a,b]h2k(t) = 0,

sup t∈[a,b]

h2k(t) = max h

(x−a)2k,(b−x)2ki= [max (x−a, b−x)]2k

=

1

2(b−a) +

x−a+b

2

2k

.

If we now apply Ostrowski’s inequality (1.1) forh2k andf(2k),we deduce

1

b−a

Z b

a

(x−t)2kf(2k)(t)dt− 1 b−a

Z b

a

(x−t)2kdt· 1 b−a

Z b

a

f(2k)(t)dt

≤ 1

8(b−a) 1

2(b−a) +

x−a+b

2

2k f

(2k+1) [a,b],

∞,

by a similar argument to that in Theorem 1, proving the first part of (2.9). Forn= 2k+ 1,considerh2k+1(t) = (x−t)

2k+1

.Then

h02k+1(t) =−(2k+ 1) (x−t)2k,

showing thath2k+1is decreasing on [a, b],and thus

inf

t∈[a,b]h2k+1(t) =h2k+1(b) = (x−b) 2k+1

=−(b−x)2k+1

and

sup t∈[a,b]

h2k+1(t) =h2k+1(a) = (x−a) 2k+1

.

Now apply Ostrowski’s inequality (1.1) forh2k+1 andf(2k+1) we get

1

b−a

Z b

a

(x−t)2k+1f(2k+1)(t)dt

− 1 b−a

Z b

a

(x−t)2k+1dt· 1 b−a

Z b

a

f(2k+1)(t)dt

≤1

8(b−a) h

(x−a)2k+1+ (b−x)2k+1i f

(2k+1) [a,b],,

giving, by a similar procedure to that in Theorem 1, the second part of (2.9).

3. A Perturbed Version

The following result holds.

Theorem 3. Let f : [a, b] → R be an absolutely continuous function on [a, b] so that the derivativef0: [a, b]→Rsatisfies the condition:

(3.1) −∞< γ≤f0(x)≤Γ<∞for a.e. x∈[a, b].

If g: [a, b]→Ris such that

(5)

then we have the inequality

(3.3)

1

b−a

Z b

a

f(x)g(x)dx− 1 b−a

Z b

a

f(x)dx· 1 b−a

Z b

a

g(x)dx

−γ+ Γ

2 ·

1

b−a

Z b

a

x−a+b

2

g(x)dx

≤ 1

16(b−a) (M−m) (Γ−γ).

The constant 161 is best possible.

Proof. We know that

(3.4)

1

b−a

Z b

a

h(x)g(x)dx− 1 b−a

Z b

a

h(x)dx· 1 b−a

Z b

a

g(x)dx

≤1

8(b−a) (M−m)kh

0k

[a,b],∞,

provided−∞< m≤g(x)≤M <∞for a.e. x∈[a, b].

Chooseh(x) =f(x)−γ+Γ

2 (x−α), α∈R. Then

h0(x) =f0(x)−γ+ Γ

2 and since

|h0(x)| ≤ Γ−γ

2 , for a.e. x∈[a, b], we have

(3.5)

1

b−a

Z b

a

f(x)−γ+ Γ

2 (x−α)

g(x)dx

− 1 b−a

Z b

a

f(x)−γ+ Γ

2 (x−α)

dx· 1 b−a

Z b

a

g(x)dx

≤ 1

16(b−a) (M−m) (Γ−γ). However,

1

b−a

Z b

a

f(x)−γ+ Γ

2 (x−α)

g(x)dx

= 1

b−a

Z b

a

f(x)g(x)dx−γ+ Γ

2 ·

1

b−a

Z b

a

(x−α)g(x)dx

and

1

b−a

Z b

a

f(x)−γ+ Γ

2 (x−α)

dx· 1 b−a

Z b

a

g(x)dx

= 1

b−a

Z b

a

f(x)dx· 1 b−a

Z b

a

g(x)dx

−γ+ Γ

2 ·

1

b−a

Z b

a

(x−α)dx· 1 b−a

Z b

a

(6)

By (3.5) we deduce,

(3.6)

1

b−a

Z b

a

f(x)g(x)dx−γ+ Γ

2 ·

1

b−a

Z b

a

(x−α)g(x)dx

− 1 b−a

Z b

a

f(x)dx· 1 b−a

Z b

a

g(x)dx+γ+ Γ 2

× 1 b−a

Z b

a

(x−α)dx· 1 b−a

Z b

a

g(x)dx

≤ 1

16(b−a) (M−m) (Γ−γ). Now, observe that

γ+ Γ

2 ·

1

b−a

Z b

a

(x−α)g(x)dx

−γ+ Γ

2 ·

1

b−a

Z b

a

(x−α)dx· 1 b−a

Z b

a

g(x)dx

=γ+ Γ

2 ·

1

(b−a)2 (

(b−a) "

Z b

a

xg(x)dx−α

Z b

a

g(x)dx

" Z b

a

xdx−α(b−a) #

Z b

a

g(x)dx

#)

=γ+ Γ

2 ·

1

(b−a)2 "

(b−a) Z b

a

xg(x)dx−

Z b

a

xdx·

Z b

a

g(x)dx

#

=γ+ Γ 2

" 1

b−a

Z b

a

xg(x)dx−a+b

2 ·

1

b−a

Z b

a

g(x)dx

#

and by (3.6) we deduce the desired result.

The fact that 161 is the best constant, follows by Ostrowski’s result on choosing

γ=− kf0k

[a,b],∞, Γ =kf0k[a,b],∞.We omit the details.

In what follows, an application of the above perturbed version of Ostrowski’s inequality is given.

Using Lemma 1, we have the identity, (see also [2])

(3.7) Z b

a

f(t)dt= n−1 X

k=0 1

(k+ 1)!2k+1 (b−a) k+1h

f(k)(a) + (−1)kf(k)(b)i

+ 1

n! Z b

a

a+b

2 −t n

f(n)(t)dt.

We can further state the following result.

(7)

that −∞< γ≤f(n)(x)≤Γ<∞for a.e., x∈[a, b]. Then we have the inequality:

(3.8)

Z b

a

f(t)dt−

n−1 X

k=0

(b−a)k+1 (k+ 1)!2k+1

h

f(k)(a) + (−1)kf(k)(b)i

− (b−a)

n+1

2n(n+ 1)! h

f(n−1);b, ai−(b−a)

n+1

2n+1n! ·

f(n−1)(b) +f(n−1)(a) 2

+(b−a) n+1

2n+1n! h

f(n−2);b, ai

   

   

(b−a)n+2

2n+5n! (Γ−γ) if nis even,

(b−a)n+2

2n+3n! (Γ−γ) if nis odd.

Proof. The proof is by application of Theorem 3 forg→f(n)andf a+b 2 − ·

n

.

We first observe that

Z b

a

a+b

2 −t n

dt= (b−a) n+1

[1 + (−1)n] 2n+1(n+ 1) ,

1

b−a

Z b

a

f(n)(t)dt=hf(n−1);b, ai,

γ= inf t∈[a,b]

a+b

2 −t n

= 

 

 

0 ifnis even,

(a−b)n

2n ifnis odd,

Γ = sup t∈[a,b]

a+b

2 −t n

= 

   

   

(b−a)n

2n ifnis even,

(b−a)n

2n ifnis odd,

and then

γ+ Γ

2 =

 

 

(b−a)n

2n+1 ifnis even,

0 ifnis odd.

Also,

Z b

a

a+b

2 −t

f(n)(t)dt

= f(n−1)(t) a+b

2 −t

b

a +

Z b

a

f(n−1)(t)dt

=−(b−a)f

(n−1)(b) +f(n−1)(a)

2 +

h

(8)

Consequently, whennis even, we have

Z b

a

a+b

2 −t n

f(n)(t)dt−

Z b

a

a+b

2 −t n

dt· 1 b−a

Z b

a

f(n)(t)dt

−(b−a)

n

2n+1

(b−a)f

(n−1)(b) +f(n−1)(a)

2 −

h

f(n−2);b, ai(b−a)

≤ 1

16(b−a)

2(b−a) n

2n+1 (Γ−γ), i.e.,

Z b

a

a+b

2 −t n

f(n)(t)dt−(b−a)

n+1

2n(n+ 1) h

f(n−1);b, ai

−(b−a)

n+1

2n+1 ·

f(n−1)(b) +f(n−1)(a)

2 +

(b−a)n+1 2n+1

h

f(n−2);b, ai

≤ (b−a)

n+2

2n+5 (Γ−γ) from which we we obtain the first branch in (3.8).

Whennis odd, we have

Z b

a

a+b

2 −t n

f(n)(t)dt

≤ 1

16(b−a) 2

(Γ−γ)(b−a) n

2n−1

=(b−a) n+2

(Γ−γ) 2n+3 from where we get the second branch of (3.8).

The theorem is thus proved.

The second approach is incorporated in the following theorem.

Theorem 5. Let f : [a, b] → R be a mapping such that the derivative g(n) is absolutely continuous on f(n+1) ∈ L∞[a, b] and assume that there exist constants

φ,Φ∈R such that −∞< φ ≤f(n+1)(x) Φ< for a.e. x[a, b]. Then we have the inequality

(3.9) Z b

a

f(t)dt−

n−1 X

k=0

(b−a)k+1 (k+ 1)!2k+1

h

f(k)(a) + (−1)kf(k)(b)i

×

    

    

−(b−a)

n+1

2n(n+ 1)!

f(n−1);b, a

+φ+ Φ

2 ·

(b−a)n+2 2n+1(n+ 2)n!

   

   

(b−a)n+2

2n+2n! (Φ−φ) if nis even,

(b−a)n+2

(9)

Proof. We apply Theorem 3 for the choicesg→ a+b 2 − ·

n

andf →f(n).

We observe that Z b

a

t−a+b

2

a+b

2 −t n

dt=−

Z b

a

a+b

2 −t n+1

dt

=

(b−a)n+2h(−1)n+1+ 1i 2n+2(n+ 2) .

Then by (3.3) we get

Z b

a

a+b

2 −t n

f(n)(t)dt−

Z b

a

a+b

2 −t n

dt· 1 b−a

Z b

a

f(n)(t)dt

− φ+ Φ

2 Z b

a

t−a+b

2

a+b

2 −t n

dt

≤ 1

16(b−a) 2

(Φ−φ) 

   

   

(b−a)n

2n ifnis even,

(b−a)n

2n−1 ifnis odd, that is,

Z b

a

a+b

2 −t n

f(n)(t)dt−(b−a)

n+1

[1 + (−1)n] 2n+1(n+ 1)

h

f(n−1);b, ai

+ φ+ Φ

2 ·

(b−a)n+2h(−1)n+1+ 1i 2n+2(n+ 2)

   

   

(b−a)n

2n+4 (Φ−φ) ifnis even,

(b−a)n

2n+3 (Φ−φ) ifnis odd, and the inequality (3.9) is proved.

References

[1] A.M. Ostrowski, On an integral inequality,Aequat. Math.,4(1970), 358-373.

[2] P. Cerone, S.S. Dragomir, J. Roumeliotis and J. Sunde, A new generalistion of the trpezoid formula for n-time differentiable mappings and applications,Demonstratio Mathematica,33(4) (2000), 719 - 736.

[3] S.S. Dragomir and Th. M. Rassias (Ed.), Ostrowski Type Inequalities and Applications in Numerical Integration, Kluwer Academic Publishers, Dordrecht, 2002.

[4] S.S. Dragomir, Improvements of Ostrowski and generalised trapezoid inequality in terms of the upper and lower bounds of the first derivative,RGMIA Res. Rep. Coll.,5(2002), Supplement, Article 10 [http://rgmia.vu.edu.au/v5(E).html]

School of Communications and Informatics, Victoria University of Technology, PO Box 14428, MCMC 8001, Victoria, Australia.

E-mail address:[email protected]

URL:http://

E-mail address:[email protected]

References

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