Popoviciu, T.

Institute of Mathematics AS CR, v. v. i.

EQUADIFF 2Tiberiu PopoviciuOn some functions which verify differential inequalitiesIn: Valter Šeda (ed.): Differential Equations and Their Applications, Proceedings of the Conferenceheld in Bratislava in September 1966. Slovenské pedagogické nakladateľstvo, Bratislava, 1967. ActaFacultatis Rerum Naturalium Universitatis Comenianae. Mathematica, XVII. pp. 307--314.Persistent URL: http://dml.cz/dmlcz/700207Terms of use:© Comenius University in Bratislava, 1967Institute of Mathematics of the Academy of Sciences of the Czech Republic provides access todigitized documents strictly for personal use. Each copy of any part of this document must containthese Terms of use.This paper has been digitized, optimized for electronic delivery and stampedwith digital signature within the project DML-CZ: The Czech Digital MathematicsLibrary http://project.dml.czACTA FACULTATIS RERUM NATURAL1UM UN1VERSITATIS COJIEXIANAE MATHEMATICA XVII - 19G7 3. APPLICATIONS AND NUMERICAL METHODS ON SOME FUNCTIONS WHICH VERIFY DIFFERENTIAL INEQUALITIES T. POPOVICITJ, Cluj 1. In the very first chapters of the mathematical analysis we find differential inequalities which characterize important classes of functions with a given comportement. Thus it is well-known that the differential inequality/'(#) ^ 0 characterizes the derivable and nondecreasing functions, i.e. the functions whose divided f/x \ f(x \ difference [xl9 x2;f] = -^-^ remains ^ 0 on every set of two distinct x2 x1 points xl9 x2 of the definition set of the function. 2. For the consideration of a more general case we introduce the notion of convex function of higher order. In the first place the divided difference [xl9 x29 . . . , xn+1\f] (of order n) of the function / on the knots xl9 x29 . . . , xn+1 may be defined by the recurrence relation r . /-i [#2- 3*3? • • •? %n-\lij] [#1> x2> • • •> X1l>f] L^U x%9 ' • • ' ^ W + I J J J — „ . . " ~ ~ ~ 9 xnJtl — x i [*lif] =f(xl) or in another way, as the coefficient of xn of the polynomial of interpolation (of degree n) which takes the same values as the function / on the knots xa9 a = 1, 2, . . . , n + 1. Another definition is with the quotient of the form (7) of two determinants (for the functions (11) in this case). For the sake of simplification and in the first stage ours considerations we may suppose that the knots xa are distinct. The case of knots which are not distinct is obtained by a convenient limite process. A function / is called nonconcave of order n (n ^ —1) if we have (1) [#i, #2> ..-»*»+2;/] ^ ° on any set of n + 2 distinct points xl9 x2, .. .9 xn+% of the set of definition of the function. If the strict inequality (with the sign > ) is valid in (1), the . 307 function is called convex of order n. In a similar way we can introduce the nonconvex functions respective the concave ones of order n, on condition tha t the divided difference in the first member of the formula (1) should remain ^ respective < 0. 3. If we suppose that function / i$ definite and has a derivative of order n + 1 (n ^ 0) on the interval [a, b], the condition (2) f(n+l)(x) .> 0 (on [a, b]) is necessary and sufficient for the nonconcavity of order n, and the condition /<n+1>(a?) > 0 (on [a, b]) is sufficient for the convexity of order n of the function. An analogous property exists for the nonconvexes and the concave functions of order n, respectively. The demonstration of these properties is based on the mean-value formula (n £ 0) /<»+-)(£) (3) [xv #2> • • •> xn+2>f] — / I j w where £ is within the smallest interval which contains all the knots xa. The formula (3) is due to CAUCIIY [2] but it can be perfected and admits various generalizations [11]. 4. The global characterization through the inequality (1) of the nonconcave functions of order n, corresponds to the local characterization (2). There is also a more general, local characterization which does not require existence of the derivative of order n + 1 of the function. A function is nonconcave of order n on the point x if there is a neighbourhood of x, on which it is non-concave of order n. If a function is nonconcave of order n on any point of the finite and closed interval [a, b], it is nonconcave of order n on [a, 6]. The demonstration of this property results from the general mean-value formula which we give below and also from the application of the well-known Borel—-Lebesgue's covering lemma. The general mean-value formula referred to is m— 7i —1 (4) [Xh, Xh, . . ., Xin+z,f] = 2 ^aL#a> #a+l> • • • > Xa+n+l,f] a = l where xx < x2 < . . . < xm, m ^ n + 2, 1 = ix < i2 < . . . < iw+i < tn+2 = = m and the Aa, a = 1, 2, . . . , m — n — 1 are coefficients independent of the function / and Aa ^ 0, a = 1, 2, . . . , m — n —- 1, Ax > 0, Am-n^ > 0, m — n — 1 I Aa = l. a = l Thus the divided difference in the first member of the formula (4) is comprised between the smallest and the greatest of the divided differences [#«> ^a+i* • • •» x*+n+i\f], a = 1, 2, . . . , m — n — 1. The mean-value formula *(3) is deduced from a limit case of the general formula (4). 308 5. We mention by the way that the global characterization through the inequality (1) of the nonconcave (convexe, etc.) functions of order n may be replaced by a weaker characterization if we suppose that the function is continuous. A necessary and sufficient condition for function / which is defined and continuous on the interval [a, b] to be nonconcave of order n, is that the inequality (1) should be valid whenever the knots xv x2, . . . , xn+2 are equally spaced [7]. I t seems that this last condition may be replaced by another one which implies that the mutual ratios of the distances between the knots should have certain given values, so that the inequality (1) may be replaced by [x + Xxh, x + X2h, . . . , x + Xn+2h;f] £ 0 where Xa, a = 1, 2, . . . , n + 2 are distinct given numbers and x + Xah e e [a, b], a = 1, 2, . . . , n + 2. This is certainly true if n = 1, ?n = 0, /2 = 1, A3 = p = given natural number > 1. The cas of a given p comes to that of p — 1, as we have shown for p = 3 [12]. 6. We come to a generalization of the differential inequality (2) through a convenient generalization of the notion of non-concave function of order n. Let us write ( ffl> Ў2> • • •> ffm\ JUV JC2, . . . , Лm/ (5) VI \=\g,{xa)\a,i3=l,2,...tm \Jbl9 J02, . . . , *Vpi/ the determinant of the values of the functions gv g2, . . . , gm on the points xa, K=1,2, . . . , m. Let us consider now a sequence of n + 2 functions ( 6 ) . /o>/i> • • ->/w+i checking certain conditions of regularity [13], with which we shall deal below. The quotient . . „ /fo> /i» • • •' /»» A # -p, //o> /i> - "9 fn> /tt+A v^u #2- • • •? xn+2J \ xv x2, . . ., #n+2 / which we write [a?!, #2, . . . , xn+2; / ] , is the divided difference of the function / on the knots xa, a -== 1, 2, . . . , w + 2 with respect to the sequence of (given) functions (6). * We can generally consider the knots distinct. The divided difference may be defined also on knots which are not distinct, by limite process. By this limiting process we can get the divided difference on all knots coinciding with L 9 9 * * * 9 9 J J the same point x which can be written ' r^;—' and which has the forme r n + 2 21Equadiff II. 309 <8> [ ^ ~ y ^ / ] = <p0(x)f<n+V(x) + <px(x)fM{x) + . . . + <pn+t(x)f(x) = L[f] where by virtue of the admitted conditions of regularity, the function <pQ(x) does not vanish and the function/admits derivatives required by the existence of the formula. The conditions which are fulfilled by the functions (6) are of such a kind that the quotient (7) should have sense (the denominator is =?-- 0) and the divided difference taken into consideration should exist. 7. The definition of the nonconcave functions with respect to the sequence of functions (6) is given also by the inequality (1), when the divided difference in the first member has the value (7). The convexity, concavity and non-convexity with respect to the given sequence of functions may be similarly defined. In the condition of regularity mentioned the corresponding mean-value formula (3) has the following form [xl9 x2, . . . , xn+2,j\ — - g and the general mean-value formula (4) subsists. I t come out that the inequality (9) L[f] i> 0 which on the basis of (8) is a differential inequality, characterizes the non-concave functions with respect to the sequence (6) and if they admit a w + 1 order derivative. The differential equation (10) L[f] = 0 in the already mentioned conditions of regularity has just the functions /o> /i> • • • t /»> a s a system of liniarly independent solutions. The connection between the differential equation (10) and the differential inequality (9) is thus made by means of the divided difference (8) and of the notion of non-concave function with respect to a system of liniarly independent solutions of the equation (10) which checks certain supplementary regularity conditions. The above mentioned remarks are to be found generally in the case n == 1, in a remarcable note of H. POINCAR^ [5]. Various authors have completed the results previously achieved. In this respect one may consult one of G. POLYA works [6] and some bibliographical indications given in my mono-graph on convex functions [9]. Some properties of continuity and derivability of the convex (nonconcave, etc.) functions with respect to a sequence (6) were studied in a previous work of mine [8]. 310 The case of inequality (2) with the usual divided difference is the „poly-nomial" case when (11) /« = #"> a==0, 1, . . . , » + 1. In this case all the conditions of regularity, of the existence of the divided differences, etc. are satisfied, whatever the definition interval of the considered functions may be. Another important, peculiar case will be examinad below. 8. The convexity notion with respect to a given sequence of functions may be applied to the study of the structure of the remainder of some linear approximation formulae of the analysis. Consider a linear functional (additive and homogeneous) R[f] definite on a vectorial space 8 formed by continuous functions on the interval E. Suppose the functions (6) belong to S and check the regularity conditions required. In this case we say that the linear functional R[f] is of simple form if for any / G 8 it is of the form (12) ^tf] = ^ - [fi, fm where K -7-= 0 is a constant independent of function / , and £a , a = 1, 2, . . . , n + 2 are n + 2 distinct points from E and generally dependent on function/. Supposing that the linear functional R[f] vanishes in the first n + 1 functions (6), a necessary and sufficient condition for it to be of simple form is that we should have R[f] ^-Oon any convex (not non-concave!) feS with respect to functions (6). Then the universal constant K from the formula (12) may be easily calculated and is equal to R[fn+{]. 9. The previous result may be applied to the remainder of various numerical derivation and numerical integration formulae. [10, 13, 14, 15]. The conclusion may be applied to the remainder of the well known quadrature formula 2a m <13> /><*>"* = ^ 2 ' ^ ) + ™ 0 a-=0 where m is a natural number and / a continuous function on [a, 6]. We have here a „trigonometric" case in which for functions (6) we can take (n = 2m) /o = !» /2W+1 = %, /2 a- i = cos oca, /2 a = sin oca;, a = 1, 2, . . . , m. In this case the conditions of regularity required are satisfied on the interval [0, 2n) (closed on the left and open on the right) [13]. The remainder of the formula (13) is of simple form [13] and in this case we have R^ = m+1 ^19 ** #''' ^2W+2;^-21* 311 We find J . RADON'S formula if a derivative of order 2m + 1 exists [16], ™ = (M+2IM«/,» [E ( £ + ") ( £ + 2°) - ( £ + - ) / ] _ . I e (0,2*). In the demonstration we can initialy suppose tha t the function has a con-tinuous (2m + l)th derivative on the interval [0, 2n]. Later on we can omit this supposition. 10. The conditions of regularity to which we referred and which are cheeked by sequence (6), or by the*subsequence of its first n + 1 terms, is the same with interpolator property of the set of all linear combinations of these functions. . The sequence gl9 g2, . . . , gm is an interpolator sequence (system), or a system of TSCHEBYSCHEFF, if the determinant (5) is ^ 0 for any system of m distinct points xa9 a = 1, 2, . . . , m of the definition set of the functions ga9 a = 1, 2, . . . , m. The regularity conditions of the sequence (6) also contain limit properties which ensure the existence of divided differences wich knots not all different. • We can study much more general interpolator systems. ' In order to be more precise, let's consider a set F of functions, definite and continuous on the finite and closed interval [a9 b]. We shall say that the set F is interpolator of order n + 1 (n ^ 0) if for any system of n + 1 distinct point xa9 a = 1, 2, . . . , n + 1 of [a, b] and for any continuous function / , definite on the interval [a9 b]9 there is an element and only one y e F which checks the equalities y(xa) =f(xa)9 a = l , 2, . . . , n + 1. We can write y(x) = = L(xl9 x29 . . . , xn+1;f\x) this element of F. In this definition the continuity hypothesis of/ is not essential. Still we take into consideration this hypothesis because in what we are going to present all the functions will be supposed to be continuous. The difference (n ^ 0) (14) [xl9 x29 . . . , xn+2;f]D = f(xn+2) — L(xl9 x2, . . . , xn+1;f\xn+2) . where xx < x2 < . . . < xn+29 plays the part of divided difference (7) in the linear case. We can extend the mean-value theorems of the divided difference [3, 4]. Thus we get the following property: if / is a continuous function on [a, 6] and xx < x2 < . . . < xn+2 are n + 2 points on this interval, there is a point $ G (xl9 xn+2) (open interval) so tha t in all neighbouhood of £ should exist the points S1< i2< • * • < £rc+2 f °r w i °h we have sg [xl9 x29 ..., xn+29f]D = sg [flf £2, . . . , £w+2;/Jz> There are various other mean-value formulae which are closely connected 312 with the given formula and which all come to mean-value formulae of the divided difference when F is the set of linear combinations of the first n + 1 terms of the sequence (6) checking the respective interpolator conditions. A function / definite on [a9 b] is called nonconcave (convex, concave, non-convex) with respect to the interpolator set F9 if we have [xl9 x%9 . . . , xn+2;f]D ^ ^ ( > , < , <) 0, for any system of n + 2 points xx < x2 < . . . < xn+2 of [a, b]. The continuous convex (concave) functions have an equivalent definition because they cannot coincide in more than n + 1 points with a certain element of F. The mean-value formulae already mentioned or such properties of inter-section allon us to study the properties of the nonconcave (convex, concave, nonconvex) functions with respect to the interpolator set JP [4, 17]. 11. By a convenient particularizing of our researches wre come to differential inequalities more general than the inequality (9) studied above. Consider the differential equation (n ^ 0) (15) y<n+l>-0(x9y9y'9 . . . , y « ) = ' o where the function G(zl9 z29 . . . , zn+2) is continuous for zx e [a9 6], za e (-—oo, +oo), a = 2, 3, . . . , n + 2. Suppose that the set of the solutions of the equation (15) is interpolator of order n + 1 and that Cauchy's problem has always a unique solution on any point of [a9 b]. If / is a function which has a continuous derivative of order n + 1 (n ^ 0) on [a9 b] and if it coincide with a solution of the equation (15) on the points xx < x2 < . . . < xn+2 of [a9 b] there is a point | e (xl9 xn+2) so that f(n+i){S) _ <?(!,/(!),/'(£), . . .,/<«>({)) = 0 The differential inequality f(n+i)(x) _ G(x9f(x)9f'(x)9 .. .,/<w>(#)) S 0 (respectively > ) 0 for x G [a9 b] characterizes the functions / which have a continuous derivative of order n + 1 and which are nonconcave (convex) with respect to the set of solutions of the equation (15), [3]. As regards the hypotheses according to which the set of solutions of a dif-ferential equation (15) is interpolator of order n + 1, on a given interval, they constitute the so-called plurilocal problem of the differential equations. This problem was studied by many authors and has been for many years the preoccupation of the researchers of the Institut of Calculus from, CLUJ, of the Academy of the Socialist Republic of Romania [1], 313 BIBLIOGRAPHY [1] ARAMA, 0 . RIPEANU, D. Asupra problemei pólilocale pentru ecuatii diferentiale liniare cu coeficienti constanti. Studii si Cerc. de matem. Cluj, VIII, 37— 74, 211 — 265 (1957). [2] CAUCHY, A. Sur les fonctions interpolaires. C. R. Acad. Sc. Paris, 11, 775—789 (1840). [3] MOLDOVAN, E. Proprietati ale functiilor convexe generalizate. Studii si Cerc. de matem. Cluj, VIII, 21-35 (1957). [4] MOLDOVAN, E. Sur une généralisation des fonctions convexes. Matìiematica, 1 (24), 49-80 (1959). [5] POINCARÉ, H. Iłéponse à la question 128. ĽIntermédiaire des mathêmaticiens, I, 141-144 (1894). [6] PÓLYA, G. On ťhe mean-value theorem corresponding to a given linear homogeneous differential equation. Transac. of the Amer. Math. Soc, 24, 312 — 324 (1923/24). [7] POPOVICIU, T. Sur quelques propriétês des fonctions ďune ou de deux variables réelles. Mathematica, 8, 1 — 85 (1934). [8] POPOVICIU, T. Notes sur les fonctions convexes ďordre supèrieur (I.). Mathematica, 12, 81-92 (1936). [9] POPOVICIU, T. Les fonctions convexes. Actualités scientifìques et industrielles, no. 9929 Paris, 76 p. (1945). [10] POPOVICIU, T. Asupra restului in unele formule de derivare numerica. Studii si Cerc. de matem., III, 53—122 (1952). [11] POPOVICIU, T. Folytonos függvênyek középértêktêteleiröl. A Magyar Tud. Akad. III (mat. és fiz.) osztályának közlemênyeiröl. IV, 353—356 (1954). [12] POPOVICIU, T. W Mathematica, 1 (24), 81 — 93 (1959). [13] POPOVICIU, T. Sur le reste dans certaines formules linéaires ďapproximation de Гanalyse. Mathematica, 1 (24), 95 — 142 (1959). [14] POPOVICIU, T. Diffêrences divisêes et dêrivées. Mathematica, 1 (24), 297—319 (1959). [15] POPOVICIU, T. La simplicitê du reste dans certaines formules de quadrature. Mathe-matica 6 (29), 157-184 (1964). [16] RADON, J . Eestausdrücke bei InterpoЫtion und Quadraturformeln durch bestimmte Integrale. Monatshefte f. Math. u. Phys., 42, 389 — 396 (1935). [17] TORNHEIM, L. On n-parametr familles of functions and associated convexe functions. Transac. of the Amer. Math. Soc, 69, 457—467 (1950). зu 

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On some functions which verify differential inequalities

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On some functions which verify differential inequalities

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