On quadrature means
We observe that every quadrature of numerical integration together with a strictly increasing and continuous function generates a mean and then we study this family of means. We characterize the functions which generate weighted arithmetic means in this way and we show how to obtain comparison type theorems for means generated by different quadratures.
Keywords: Means; Polynomial functions; Convex functions; Convex functions of higher orders; Stochastic orderings; 26E60; 26A51; 26D10; 39B22; 39B62
Dedicated to Professor Maciej Sablik and Professor László Székelyhidi on the occasion of their 70th birthday.
Introduction
Lagrangian means are defined in the following way, let be a continuous, strictly monotonic function, defined on an interval I. The Lagrangian mean associated with is defined by
Graph
(see for example [[2], [4]]). Inspired by this notion we define means generated by quadrature rules in a similar manner.
Consider a quadrature of the form
1
Graph
Then there exist a real number a non-negative integer k and such that
2
Graph
where and k depend on Q exclusively and depends on Q and on f.
Now let be a continuous function and let be any function such that
Graph
Then equality (2) may be rewritten in the form
Graph
This allows us to formulate the following definition.
Definition 1
Let be an interval and let be a continuous and strictly monotone function. The mean generated by the quadrature rule Q is given by
3
Graph
Clearly, the choice of the function is not unique but this definition is correct, since for the polynomials of degree at most the quadrature Q and the integral coincide.
We give examples of means of this type using the simplest possible quadrature rules.
Example 1
Consider the midpoint quadrature rule Then we have
Graph
thus, the mean generated by this quadrature (and the function ) is of the form
4
Graph
Example 2
The trapezium quadrature rule is given by
Graph
and we have
Graph
thus, the mean generated by this quadrature (and function ) is of the form
Graph
Example 3
For the Simpson quadrature
Graph
we have
Graph
thus, the mean generated by this quadrature (and function ) is of the form
Graph
Remark 1
Directly from the definitions we have and for every continuous and monotone function
The next example is connected with the Radau quadrature which is not symmetric with respect to the change of x and y.
Example 4
For the point Radau quadrature
Graph
we have
Graph
thus, the mean generated by this quadrature (and function ) is of the form
5
Graph
Characterization of arithmetic means among quadrature means
Remark 2
Observe that if we consider the function then we have thus from (4) we get
6
Graph
As we can see from the above remark, for the identity function we obtain the arithmetic mean. Similar is the case of means (we omit the calculations). Now, we consider the Radau quadrature which is not symmetric with respect to the change of variables x, y.
Remark 3
As previously, we consider the function then we have thus from (5) we have
7
Graph
As we can see, the mean generated by classical quadrature rule may also be a weighted arithmetic mean. The main goal of this part of the paper will be to characterize functions which generate such means. To this end we consider the following functional equation
8
Graph
Note that, in (8), the integral is replaced by the expression and, consequently, no regularity of the functions F, f and g is needed. On the contrary, the regularity of these functions will be proved under some assumptions. Thus (8) yields an example of a situation where the regularity (continuity) of solutions is a consequence of the equation itself.
Further, the power k occurring here is not the same k as in (2). To keep the same k, (8) should be considered with instead of k but for the equation (8) it would be artificial.
In the short monograph [[16]] equations of the form
9
Graph
were considered. Our equation (8) yields a particular form of (9) and the solutions of (9) are expressed with the use of polynomial functions. Therefore, we say now a few words concerning polynomial functions.
Polynomial functions were introduced by M. Fréchet in [[6]]. To give the definition we need the notion of the difference operator First we define by the formula
Graph
and is defined recursively
Graph
Using this operator, polynomial functions are defined in the following way.
Definition 2
Function is called a polynomial function of order at most n if it satisfies the equality
Graph
for all
The general form of a polynomial function of order n is given by the formula
Graph
where is an additive and symmetric function.
For functions defined on we may use the approach from [[16]] which is based on a generalized Sablik's lemma. Let G, H be Abelian groups and , (i.e. the group of all homomorphisms from G into H), and for , , let be the group of all i–additive and symmetric mappings from into H. Furthermore, let
10
Graph
Finally, for let , .
Lemma 1
(A. Lisak, M. Sablik [[8]]) Let and let be finite subsets of Suppose further that H is uniquely divisible by N! and let functions and functions satisfy
11
Graph
for all Then is a polynomial function of order not greater than
Graph
Remark 4
In the forthcoming theorem we will show how to use Lemma 1 in order to prove that solutions of (8) must be polynomial functions.
Since it is known that a continuous polynomial function is an ordinary polynomial, solutions of the equation
Graph
must be polynomials. Nevertheless, as it has already been pointed out, equation (8) may be considered without any regularity assumptions, thus we will prove a result concerning a general solution of this equation. It will be shown that, under some mild assumptions, the continuity of solutions is forced by the equation itself.
Note also that this theorem may look like a particular version of Theorem 3.5 from [[16]]. However the assumptions here are slightly weaker, we will explain it later on.
Theorem 1
Let be integers, let
Graph
be some real numbers such that
Graph
and
12
Graph
If satisfy
8
Graph
then F, f, g are polynomial function of orders at most respectively. Moreover F must be continuous and if satisfy
Graph
and
13
Graph
then solutions f, g are also continuous.
Proof
In the first part of the proof we use Lemma 1 to show that functions f, g, F are polynomial.
Clearly, the homomorphisms occurring in Lemma 1 are now replaced by multiplication by a constant and the condition from (10) simply means that the respective constant is not equal to zero.
As we can see from the formulation of Lemma, 1, the polynomiality of a given function may be proved if the value of this function at x is multiplied by the highest power of y (or conversely).
Observe that putting
Graph
in place of x and
Graph
in place of y, we have
14
Graph
thus we may take g in the role of in (11) (with and ) and we can see that g must be a polynomial function (clearly, the sum over an empty set of indices is equal to zero). Of course, it is not a problem if for some i we have
Graph
In such a case we simply leave the respective term on the same side of the equation as the term given by (14).
Now, to proceed with the proof we must consider two cases. If then it may happen that the polynomiality of f cannot be obtained directly from Lemma 1 (it is the case if
Graph
However, in this case we get that F is a polynomial function, since there is either no x or no y in the arguments of the functions on the right-hand side. Once we know that g and F are polynomial functions we can obtain the form of f, taking x or y equal to zero in (8).
The remaining case is Then in view of (12), we know that either
Graph
Assume that for example the first of the above possibilities takes place. Then we take
Graph
in place of x and
Graph
in place of y. We have
Graph
and we may use Lemma 1 with: and It is possible that the polynomiality of F cannot be proved with the use of Lemma 1 (if the summands of the form occur in (8)) but it suffices to take in (8) to obtain the form of F.
Once we know that all functions occurring in (8) are polynomial, we need to show the continuity results.
This will be done in three steps. The reasonings are the same as in [[16]] but we we will describe it briefly for the sake of completeness.
First, we make the following observation. Let F, f, g be polynomial functions satisfying (8). It follows from Lemma 3.2 [[16]] that our functional equation is satisfied by the monomial summands of F, f and g of orders respectively.
In the second step we assume that F, f, g are monomial functions of the respective orders. Now, we put and we get from Lemma 3.4 [[16]] that F must be an ordinary monomial.
In the last step we also proceed similarly as in [[16]]. We put into (8) getting
Graph
( are here the monomial parts of f, g of orders respectively). Here we cancel on both sides arriving at
15
Graph
Since we canceled we cannot substitute However, we can take a sequence of rationals and substitute in place of y. Then we use the rational homogeneity of monomial functions, we pass to the limit and, in consequence, we know that our equation is satisfied also for (see Lemma 3.7 [[16]]). Thus we substitute in (15) and, from (13), we get that f is an ordinary monomial. Knowing that both F and f are continuous, it is enough to take to show that also g is continuous.
Note that it is quite important that we managed to relax the assumptions of Theorem 3.5 [[16]]. Namely, in order to use that theorem it would be necessary that at least one of vectors is linearly independent of Then it would not be possible to prove the following proposition.
Proposition 1
The solutions of the equation
16
Graph
are of the form
Graph
for some
Proof
From Theorem 1 we know that g is a polynomial of degree at most 1. Thus for some constants a, b. Note that, dividing the equation by and tending with x to y, we get We mentioned in the proof of Theorem 1 that the monomial parts of F, f, g of respective orders satisfy the same equation. Let us for example consider the monomials Since, we have Taking in (16), we get
Graph
Using here the above-mentioned forms of F, f, g we get
Graph
i.e. as claimed. The rest of the proof is completely analogous.
From this proposition we immediately obtain the following corollary.
Corollary 1
Let be a continuous and monotone function. The equality
17
Graph
is satisfied if and only if for some constants a, b.
Remark 5
It is clear that it is possible to prove analogous statements for other quadrature means.
Remark 6
The assumption (13) of Theorem 1 is essential since a simple equation
Graph
is satisfied by any (possibly discontinuous) additive function f with and
Until now we have presented a method which may be used to deal with functions defined on However, in general, a function may be defined on an interval. In such a case the methods from [[16]] cannot be used. Therefore we cite now a lemma proved by Pawlikowska, which may be called a version of Sablik's lemma on convex subsets of linear spaces. In this lemma X, Y are linear spaces and by we denote the group of all symmetric additive functions from into Y. Further is the family of all constant mappings from X into Y
Lemma 2
([[14]] Corollary 2.2) Let X, Y be linear spaces over a field and let Suppose further that are finite subsets of If is a convex set such that and if the functions and satisfy the equation
18
Graph
then there exist a convex set such that and is a locally polynomial function of degree at most
Graph
on
Using this lemma, we can prove the following result. Here, for simplicity, we assume the continuity of the unknown function.
Theorem 2
Let be an interval, let Q be a quadrature and let be a given continuous and increasing function. If
Graph
for some then is a polynomial.
Proof
We will use here Lemma 2. Fix an Since the function is multiplied by the highest power of we do not need to assume anything concerning the coefficients or weights of the quadrature Q. Moreover is assumed to be continuous thus it must be a polynomial (on some interval ). Let us write
Graph
where p is a polynomial. We need to show that Thus assume, for the indirect proof, that there exists a point where this equality does not hold and define
Graph
Now we may again use Lemma 2 with in place of to obtain that there exist a polynomial q and an interval containing the point such that
Graph
We can see that and this contradicts the definition of
Remark 7
We proved that quadrature means may be artihmetic only if the functions involved are polynomials. In the papers [[7], [12]] the question when a Lagrangian mean may be quasi-arithmetic was considered. Such a problem is interesting for quadrature means but it seems very difficult.
Inequalities between means generated by different quadratures
In this part of the paper we will deal with inequalities connected with the means introduced here. Comparison of means has a long history starting from the elementary inequality and containing many results for different kinds of means (see for example [[1], [4], [9], [20]]). Let P and Q be two different quadratures. We will study the inequality
19
Graph
Remark 8
Assume that is a continuous and increasing function. Writing inequality (19) explicitly and using the assumed increasingness of (and thus of ) we can see that we in fact need to compare expressions of the type
Graph
In order to obtain such results we will use the method originated by Rajba in [[14]] which is based on the use of stochastic ordering results which may be found among others in [[5], [10], [15]]. This method was continued in [[11], [17]–[19]].
The most useful result for us will be the following theorem.
Theorem 3
([[5]] Theorem 4.3) Let X and Y be two random variables such that
Graph
If the distribution functions cross exactly times and the last sign of is positive then
Graph
for all convex functions
We will start with the inequality for means and
Theorem 4
For every continuous convex and increasing function we have
20
Graph
Proof
Taking Remark 8 into account, we can write inequality (20) in the form
21
Graph
which, after some simplifications, yields
22
Graph
Taking two probability measures: that is equally distributed on the interval [x, y] and and, using Theorem 3, we can see that (22) is satisfied by every convex function. However if is convex then is convex.
Remark 9
Inequality (22) may be found in the paper of Bessenyei and Páles [[3]] (see also [[19]])
To give another example of such an inequality, we now compare with
Theorem 5
For every continuous convex and increasing function we have
23
Graph
Proof
Now we must show that
Graph
for every convex To this end we have to construct the cumulative distribution functions connected with both expressions occurring in this inequality. For simplicity we will work on the interval [0, 1] (a function constructed on [0, 1] may be easily shifted and re-scaled to fit any interval). Let then clearly
Graph
Further, let be given by
Graph
We have
24
Graph
It is easy to see that
Graph
and that have exactly one crossing point. Therefore, inequality (23) follows from Theorem 3.
Remark 10
In fact Theorem 3 with (used in the proof of Theorem 5) is known as the Ohlin lemma (see [[10]]).
Author Contributions
The whole paper was written by the author - Tomasz Szostok
Funding
There were no fundings
Declarations
Conflict of interest
The authors declare no competing interests
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