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1, 1998
http://sci.vut.edu.au/rgmia/reports.html
Abstract. An inequality of the Ostrowski type for double integrals and appli-
cations in Numerical Analysis in connection with cubature formulae are given.
1 Introduction
R P
m R
p (y) f (y) dy Mi p (y) |xi yi | dy
i=1
(1.2) f (x) D R D
R .
p (y) dy p (y) dy
D D
13
14 Barnett and Dragomir
In the present paper we point out an Ostrowski type inequality for double
integrals and apply it in Numerical Integration obtaining a general cubature
formula.
2 The Results
The following inequality of Ostrowskis type for mappings of two variables holds:
00 2f
Theorem 2.1. Let f : [a, b][c, d] R continuous on [a, b][c, d] , fx,y = xy
exists on (a, b) (c, d) and is bounded, i.e.,
2
00
f (x, y)
fs,t
:= sup
xy <
(x,y)(a,b)(c,d)
(d c) (b a) f (x, y)] |
" 2 # " 2 #
1 a+b 1 c+d
00
2
(b a) + x
2
(d c) + y
fs,t
4 2 4 2
Zx Zy
= (s a) [fs0 (s, y) (y c) fs0 (s, t) dt]ds
a c
Zx Zy Zx
= (y c) (s a) fs0 (s, y) ds (s a) fs0 (s, t) ds dt
a c a
Zx Zy Zx
= (y c) (x a) f (x, y) f (s, y) ds (x a) f (x, t) f (s, t) ds dt
a c a
Zx
= (y c) (x a) f (x, y) (y c) f (s, y) ds
a
Zy Zx Zy
(x a) f (x, t) dt + f (s, t) dsdt.
c a c
Zx Zd
00
(2.3) (s a) (t d) fs,t (s, t) dsdt
a y
Zx Zd
= (s a) (d y) fs0 (s, y) fs0 (s, t) dt ds
a y
Zx Zd Zx
= (d y) (s a) fs0 (s, y) ds (s a) fs0 (s, t) ds dt
a y a
Zx Zd Zx
= (d y) (x a) f (x, y) f (s, y) ds (x a) f (x, t) f (s, t) ds dt
a y a
Zx
= (x a) (d y) f (x, y) (d y) f (s, y) ds
a
Zd Zx Zy
(x a) f (x, t) dt + f (s, t) dsdt.
y a c
Now,
Zb Zd
00
(2.4) (s b) (t d) fs,t (s, t) dsdt
x y
Zb Zd
= (s b) (d y) fs0 (s, y) fs0 (s, t) dt ds
x y
Zb Zd Zb
= (d y) (s b) fs0 (s, y) ds (s b) fs0 (s, t) ds dt
x y x
Zb Zd Zb
= (d y) (b x) f (x, y) f (s, y) ds (b x) f (x, t) f (s, t) ds dt
x y x
Zb
= (d y) (b x) f (x, y) (d y) f (s, y) ds
x
Zd Zb Zd
(b x) f (x, t) dt + f (s, t) dsdt
y x y
and finally
Zb Zy
00
(2.5) (s b) (t c) fs,t (s, t) dsdt
x c
Zb Zy
= (s b) (y c)fs0 (s, y) fs0 (s, t) dt ds
x c
Zb Zy Zb
= (y c) (s b) fs0 (s, y) ds (s b) fs0 (s, t) ds dt
x c x
Zb Zy Zb
= (y c) (b x) f (x, y) f (s, y) ds (b x) f (x, t) f (s, t) ds dt
x c x
Zb
= (y c) (b x) f (x, y) (y c) f (s, y) ds
x
Zy Zb Zy
(b x) f (x, t) dt + f (s, t) dsdt.
c x c
Zx Zb Zy
(d c) f (s, y) ds (d c) f (s, y) ds (b a) f (x, t) dt
a x c
Zd Zx Zy Zx Zd
(b a) f (x, t) dt + f (s, t) dsdt + f (s, t) dsdt
y a c a y
Zb Zd Zb Zy
+ f (s, t) dsdt + f (s, t) dsdt
x y x c
Zb
= (d c) (b a) f (x, y) (d c) f (s, y) ds
a
Zb Zb Zd
(b a) f (x, t) dt + f (s, t) dsdt.
c a c
2
For the first membership, let us define the kernels: p : [a, b] R,
2
q : [c, d] R given by:
sa if s [a, x]
p (x, s) :=
sb if s (x, b]
and
tc if t [c, y]
q (y, t) := .
td if t (y, d]
Now, using these notations, we deduce that the left membership can be
represented as :
Zb Zd
00
p (x, s) q (y, t) fs,t (s, t) dsdt.
a c
Zb Zd Zb Zd
= (d c) (b a) f (x, y) (d c) f (x, y) ds (b a) f (x, t) dt + f (s, t) dsdt
a c a c
Zb Zd Zd Zb
(2.7) | f (s, t) dsdt [(b a) f (x, t) dt + (d c) f (x, y) ds
a c c a
(d c) (b a) f (x, y)] |
Zb Zd Zb Zd
00
00
|p (x, s)| |q (y, t)| fs,t (s, t) dsdt
fs,t
|p (x, s)| |q (y, t)| dsdt.
a c a c
Zb Zx Zb
|p (x, s)| ds = (s a) ds + (b s) ds
a a x
2 2 2
(x a) + (b x) 1 2 a+b
= = (b a) + x
2 4 2
and, similarly,
Zd 2
1 2 c+d
|q (y, t)| dt = (d c) + y .
4 2
c
Zb
c+d a + b c + d
+ (d c) f s, ds (d c) (b a) f ,
2 2 2
a
1 2
00
(b a) (d c)
fs,t
.
2
16
Remark 2.1. The constants 41 from the first and the second bracket are optimal
in the sense that not both of them can be less than 14 .
Indeed, if we had assumed that there exists c1 , c2 0, 41 so that
Zb Zd Zd Zb
(2.9) | f (s, t) dsdt [(b a) f (x, t) dt + (d c) f (s, y) ds
a c c a
(d c) (b a) f (x, y)]|
" 2 # " 2 #
a+b c+d
00
c1 (b a) + x
2 2
c2 (d c) + y
fs,t
2 2
for all f as in Theorem 2.1 and (x, y) [a, b] [c, d] , then we would have had
for f (s, t) = st and x = a, y = c that:
Zb Zd
b2 a2 d2 c2
f (s, t) dsdt = ,
4
a c
Zd Zb
d2 c2 b2 a2
f (x, t) dt = a , f (s, y) ds = c ,
2 2
c a
00
fs,t
= 1
b2 a2 d2 c2 d2 c2 b2 a2
(b a) a (d c) c + (d c) (b a) ac
4 2 2
2 1 2 1
(b a) c1 + (d c) c2 +
4 4
i.e.
2 2
(b a) (d c) 2 2 1 1
(b a) (d c) c1 + c2 +
4 4 4
i.e.
1 1 1
(2.10) c1 + c2 + .
4 4 4
Now, as we have assumed that c1 , c2 0, 14 , we get
1 1 1 1
c1 + < , c2 + <
4 2 4 2
and then c1 + 14 c2 + 14 < 1
4 which contradicts the inequality (2.10) , and the
statement is proved.
" 2 #2
1 2 a+b 2
(b a) + x khk
4 2
i.e.
b 2
Z 2
h (s) ds h (x) (b a) 1 (b a)2 + x a + b 2
khk
4 2
a
Let us consider the arbitrary division In : a = x1 < x1 < ... < xn1 <
xn = b and Jm : c = y0 < y1 < ... < ym1 < ym = b and i [xi , xi+1 ]
(i = 0, ..., n 1) , j [yj , yj+1 ] (j = 0, ..., m 1) be intermediate points.
Consider the sum
yZj+1
n1
X m1
X
(3.1) C (f, In , Jm , , ) := hi f ( i , t) dt
i=0 j=0 yj
x
Zi+1
n1
X m1
X n1
X m1
X
+ lj f s, j ds hi lj f i , j
i=0 j=0 xi i=0 j=0
for which we assume that the involved integrals can more easily be computed
than the original double integral
Zb Zd
D := f (s, t) dsdt,
a c
and
(3.3) |R (f, In , Jm , , )|
" 2 # " 2 #
00
n1
X m1
X 1 xi + xi+1 1 y j + y j+1
fs,t
2
h + i 2
l + j
i=0 j=0
4 i 2 4 j 2
1
n1
X m1 X
fs,t
00
h2i lj2 .
4
i=0 j=0
Proof. Apply Theorem 2.1 on the interval [xi , xi+1 ] [yj , yj+1 ]
(i = 0, ..., n 1; j = 0, ..., m 1) to get:
xZi+1 yZj+1 yZj+1 x
Zi+1
f (s, t) dsdt hi f ( i , t) dt + lj f s, j ds hi lj f i , j
xi y j yj xi
" 2 # " 2 #
1 2 xi + xi+1 1 2 yj + yj+1
00
h + i l + j
fs,t
4 i 2 4 j 2
and
m1
X m1
X
lj2 (l) lj = (d c) (l)
j=0 j=0
where
n1
X m1
X
yZj+1
xi + xi+1
CM (f, In , Jm ) := hi f , t dt
i=0 j=0
2
yj
n1
X m1
X
x
Zi+1 n1
X m1
X
yj + yj+1 xi + xi+1 yj + yj+1
+ lj f s, ds hi lj f , .
i=0 j=0
2 i=0 j=0
2 2
xi
Then we have the best cubature formula we can get from (3.2) .
Corollary 3.2. Under the above assumptions we have
Zb Zd
(3.4) f (s, t) dsdt = CM (f, In , Jm ) + R (f, In , Jm )
a c
References
[5] D.S. MITRINOVIC, J.E. PECARIC and A.M. FINK, Inequalities Involving
Functions and Their Integrals and Derivatives, Kluwer Academic Publishers,
Dordrecht, 1994.