Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
Comenianae 189
Vol. LXXI, 2(2002), pp. 189199
N. UJEVIC
1. Introduction
Recently, P. Cerone and S. S. Dragomir [1] obtained the following double integral
inequality.
Theorem 1. Let f : [a, b] R be a twice differentiable mapping on (a, b) and
suppose that f 00 (t) for all t (a, b). Then we have the double inequality:
Zb
(b a)2 1 a+b (b a)2
(1.1) f (t)dt f ( ) .
24 ba 2 24
a
In this paper we derive new upper and lower bounds for the quantity
Rb
(b a)1 f (t)dt f ( a+b
2 ). We show that these new bounds can be better than
a
the bounds in (1.1).
In [2] the same authors proved the next result.
Theorem 2. Under the assumptions of Theorem 1 we have
Zb
(b a)2 f (a) + f (b) 1 (b a)2
(1.2) f (t)dt .
12 2 ba 12
a
We here derive new upper and lower bounds for the quantity f (a)+f 2
(b)
b
(ba)1 f (t)dt and show that these new bounds can be better than the bounds
R
a
in (1.2).
Note that the inequalities (1.1) and (1.2) give upper and lower error bounds for
the well-known mid-point and trapezoid quadrature rules, respectively.
We also consider a result obtained in [5] and compare this result with a result
obtained in this paper.
In Section 3 we derive some inequalities for convex and concave functions (sim-
ilar to the well-known Hermite-Hadamard inequalities). In Section 4 applications
in numerical integration are given. For example, we derive a perturbed compos-
ite trapezoidal quadrature rule. It is slight different than the classical composite
trapezoidal rule. In fact, only one additional term appears in the perturbed rule.
We show that the perturbed rule has two times better estimation of error than the
classical one.
2. Main results
Zb
3S 2 1 a+b 3S 2
(2.1) (b a)2 f (t)dt f ( ) (b a)2 ,
24 ba 2 24
a
f 0 (b)f 0 (a)
where S = ba .
Proof. We define
(
(ta)2
t a, a+b
2 , 2 .
(2.2) p(t) = (tb)2
2 , t a+b
2 ,b
Then we have
a+b
Zb Z2 Zb
(t a)2 (t b)2 (b a)3
(2.3) p(t)dt = dt + dt = .
2 2 24
a a a+b
2
Zb
(2.4) p(t)f 00 (t)dt
a
a+b
Z2 Zb
0
= (t a)f (t)dt (t b)f 0 (t)dt
a a+b
2
Zb
a+b
= f (t)dt f ( )(b a).
2
a
INTEGRAL INEQUALITIES 191
Zb
(2.5) p(t) [f 00 (t) ] dt
a
Zb
a+b (b a)3
= f (t)dt f ( )(b a) .
2 24
a
We also have
Zb Zb
00
(2.6) p(t) [f (t) ] dt max |p(t)| |f 00 (t) | dt
t[a,b]
a a
and
(b a)2
(2.7) max |p(t)| = ,
t[a,b] 8
Zb
(2.8) |f 00 (t) | dt = f 0 (b) f 0 (a) (b a)
a
= (S )(b a),
Zb
a+b 3S 2
(2.9) f (t)dt f ( )(b a) (b a)3 .
2 24
a
Zb Zb
00
(2.10) p(t) [ f (t)] dt max |p(t)| |f 00 (t) | dt
t[a,b]
a a
(b a)3
= ( S),
8
since
Zb
(2.11) | f 00 (t)| dt = (b a) f 0 (b) + f 0 (a)
a
= ( S)(b a).
192 N. UJEVIC
Proof. We define
1 a + b 2 (b a)2
(2.15) p(t) = (t ) .
2 2 8
Then we have
Zb
(b a)3
(2.16) p(t)dt = .
12
a
We also have
Zb Zb
00
(2.19) p(t) [ f (t)] dt max |p(t)| |f 00 (t) | dt.
t[a,b]
a a
and
(b a)2
(2.20) max |p(t)| = ,
t[a,b] 8
Zb
(2.21) |f 00 (t) | dt = f 0 (b) f 0 (a) (b a)
a
= (S )(b a).
From (2.18)(2.21) we have
Zb
f (a) + f (b) 3S
(b a) f (t)dt (b a)3 .
2 24
a
194 N. UJEVIC
Remark 1. Inequality (2.14) can be much better than (2.24). For example, if f is
a convex function (f 00 > 0 such that f 0 is an increasing function, i.e. f 0 (b) > f 0 (a))
then (2.24) becomes
Zb
f (a) + f (b) 1 |f 0 (b)| + |f 0 (a)|
(2.25) 0 f (t)dt (b a),
2 ba 8
a
If f 0 is large on [a, b] and f 0 (a) is close to f 0 (b) then (2.26) is much better than
(2.25).
We here can obtain similar inequalities using the previous derived results.
If f 00 (t) 0, t [a, b], i.e. f is a convex function, then we can set = 0 in
(2.1). Thus,
Zb
1 a+b 1
f (t)dt f + S,
ba 2 8
a
0 0
where S = [f (b) f (a)](b a). On the other hand, from (2.14) we get
Zb
1 f (a) + f (b) 1
f (t)dt S.
ba 2 8
a
and
Zb
a+b 1 a+b 1
f f (t)dt f + S.
2 ba 2 8
a
00
If f (t) 0, t [a, b], i.e. f is a concave function, then we can set = 0 in
(2.1). Thus,
Zb
1 a+b 1
f (t)dt f + S,
ba 2 8
a
0 0
where S = [f (b) f (a)](b a). On the other hand, from (2.14) we get
Zb
1 f (a) + f (b) 1
f (t)dt S.
ba 2 8
a
Zb
f (a) + f (b) 1 a+b
f (t)dt f .
2 ba 2
a
Zb
f (a) + f (b) 1 f (a) + f (b) 1
f (t)dt S
2 ba 2 8
a
and
Zb
a+b 1 1 a+b
f + S f (t)dt f .
2 8 ba 2
a
1 1 (b a)3
(4.1) ( S )
8 12 n2
Zb n1
ba X 1
f (t)dt f (a + (i + )h)
n i=0 2
a
1 1 (b a)3
( S )
8 12 n2
ba
where h = n , n > 1 is a positive integer.
Proof. If we apply Theorem 3 to the interval [xi , xi+1 ], where xi = a + ih, then
we get
x
Zi+1
3Si 2 3 xi + xi+1 3Si 2 3
(4.2) h f (t)dt f ( )h h ,
24 2 24
xi
0 0
where Si = f (xi+1h)f (xi ) , i = 0, 1, 2, ..., n 1. We now sum the above relation
over i from 0 to n 1. We get
" n1
#
1 X f 0 (xi+1 ) f 0 (xi ) 1
(4.3) n h3
8 i=0 h 12
Zb n1
ba X 1
f (t)dt f (a + (i + )h)
n i=0 2
a
" n1 #
1 X f 0 (xi+1 ) f 0 (xi ) 1
n h3 ,
8 i=0 h 12
198 N. UJEVIC
n1
xi +xi+1 f 0 (xi+1 )f 0 (xi )
= a + (i + 12 )h. From (4.3) and the fact that
P
since 2 h =
i=0
f 0 (b)f 0 (a)
= h it follows
1 f 0 (b) f 0 (a) (b a)3
1
(4.4) n n
8 ba 12 n3
Zb n1
ba X 1
f (t)dt f (a + (i + )h)
n i=0 2
a
0
1 f (b) f 0 (a) (b a)3
1
n n .
8 ba 12 n3
Inequalities (4.4) are equivalent to (4.1). This completes the proof.
where
(4.5) (b a)3 .
|R(f )|
24n2
For example, if , > 0 then the classical composite mid-point quadrature rule
3
has the estimate of error 24n 2 (b a) . It is obvious that, in this case, (4.5) is
where
(4.7) |R(f )| (b a)3 .
48n2
For example, if , > 0 then the classical composite trapezoidal quadrature rule
3
has the estimate of error 12n 2 (b a) . It is obvious that, in this case, (4.7) is
better than the last estimate. In fact, if M2 = max {|| , ||} then the classical
M2 3
composite trapezoidal quadrature rule has the estimate of error 12n 2 (b a) . On
M2 3
the other hand, from (4.7) we get the estimate 24n 2 (b a) . This is, in all cases,
References
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book of Analytic-Computational Methods in Applied Mathematics, Editor: G. Anastassiou,
CRC Press, New York, (2000), 135200.
2. , Trapezoidal-type Rules from an Inequalities Point of View, Handbook of Analytic-
Computational Methods in Applied Mathematics, Editor: G. Anastassiou, CRC Press, New
York, (2000), 65134.
3. Dedic Lj., Pecaric J. and Ujevic N., Generalizations of Some Inequalities of Ostrowski Type,
Czechoslovak Math. J. (accepted).
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Inequality for Mappings Whose Derivatives Are Bounded and Applications in Numerical
Integration and for Special Means, Appl. Math. Lett. 13 (2000), 1925.
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(1998), 9195.
6. Dragomir S. S. and Agarwal R. P., Two New Mappings Associated with Hadamards Inequal-
ities for Convex Functions, Appl. Math. Lett. 11(3) (1998), 3338.
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1970.
8. Mitrinovic D. S., Pecaric J. E. and Fink A. M., Inequalities Involving Functions and Their
Integrals and Derivatives, Kluwer Acad. Publ., Dordrecht, Boston, Lancaster, Tokyo, 1991.
9. , Classical and New Inequalities in Analysis, Kluwer Acad. Publ., Dordrecht, Boston,
Lancaster, Tokyo, 1993.
N. Ujevic, Department of Mathematics University of Split, Teslina 12/III, 21000 Split, Croatia,
e-mail: ujevic@pmfst.hr