a quadrature formula based on a spline quasi-interpolant

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A quadrature formula based on a spline quasi-interpolant ANA MARIA ACU ”Lucian Blaga” University Department of Mathematics Str. Dr. I. Rat . iu, No. 5-7, 550012 - Sibiu ROMANIA [email protected] MUGUR ACU ”Lucian Blaga” University Department of Mathematics Str. Dr. I. Rat . iu, No. 5-7, 550012 - Sibiu ROMANIA acu [email protected] Abstract: In this paper we study a new simple quadrature rule based on integrating a spline quasi-interpolant operator on a bonded interval. We also give estimates of the quadrature error for smooth functions in the case of uniform partition by using the associated Peano kernel. We improve the degree of exactness of quadrature formulae with the knots depending on a parameter. Key–Words: quadrature rule, numerical integration, spline quasi-interpolant 1 Introduction Denote by H n [a, b] := n f C n-1 [a, b],f (n-1) abs. cont. o . Theorem 1 (Peano´s theorem) Let L(f ) be an ar- bitrary linear functional defined in H n [a, b] such that the function K(t) := L h (x - t) n-1 + i is in- tegrable over [a, b]. Suppose that L(p) = 0 for each polynomial p P n-1 . Then L(f ) = 1 (n - 1)! Z b a K(t)f (n) (t)dt, for each f H n [a, b]. Definition 2 [2] The function s(x) is called a spline function of degree n with knots {t i } d i=1 if -∞ := t 0 < t 1 < ··· <t d <t d+1 := and i) for each i =0,...,d, s(x) coincides on (t i ,t i+1 ) with a polynomial of degree not greater then n; ii) s(x),s 0 (x),...,s (n-1) (x) are continuous func- tions on (-∞, +). We shall denote by S n (t 1 ,...,t d ) the class of all spline functions of degree n with knots at t 1 ,...,t d . For fixed {t i } d i=1 , S n (t 1 ,...,t d ) is a linear space and dim S n (t 1 ,...,t d )= n + d +1. Let x 0 ≤···≤ x n+1 be arbitrary points in [a, b] such that x 0 <x n+1 . Definition 3 [2] The spline function B(x 0 ,...,x n+1 ; x) = (·- x) n + [x 0 ,...,x n+1 ] is called a B-spline of degree n with knots x 0 ,...,x n+1 . We denote by (·- x) n + [x 0 ,...,x n+1 ] the di- vided difference of the function (·- x) n + at the points x 0 ,...,x n+1 . A property of B-spline it is: Z b a B(x 0 ,...,x n+1 ; t)dt = 1 n +1 . Given the sequence (finite or infinite) of points {x i }, such that ···≤ x i x i+1 ≤··· and x i <x i+n+1 for all i, we shall denote by B i,n (t) the B-spline B i,n (t)=(·- x) n + [x i ,...,x i+n+1 ] . Theorem 4 [2] Let a<x n+2 ... x m <b be fixed points such that x i <x i+n+1 for all admis- sible i. Choose arbitrary 2n +2 additional points x 1 ≤ ··· ≤ x n+1 a and b x m+1 ≤ ··· ≤ x m+n+1 and define B i,n (t)= B(x i ,...,x i+n+1 ; t). The B-spline B 1,n (t),...,B m,n (t) constitute a basis for S n (x n+2 ,...,x m ). The B-spline basis for the space S n (x n+2 ,...,x m ) was constructed by Curry and Schoenberg in [7]. The spline function N i,n (t) = (x i+n+1 - x i )B i,n (t) is called normalized B-spline and satisfy the relation N i,n (t) = x i+n+1 - t x i+n+1 - x i+1 N i+1,n-1 (t) + t - x i x i+n - x i N i,n-1 (t), N i,0 (t) = ( 1, t [x i ,x i+1 ), 0, t<x i and t x i+1 . WSEAS TRANSACTIONS on BUSINESS and ECONOMICS Ana Maria Acu and Mugur Acu ISSN: 1109-9526 414 Issue 7, Volume 5, July 2008

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Page 1: A quadrature formula based on a spline quasi-interpolant

A quadrature formula based on a spline quasi-interpolant

ANA MARIA ACU”Lucian Blaga” University

Department of MathematicsStr. Dr. I. Rat.iu, No. 5-7, 550012 - Sibiu

[email protected]

MUGUR ACU”Lucian Blaga” University

Department of MathematicsStr. Dr. I. Rat.iu, No. 5-7, 550012 - Sibiu

ROMANIAacu [email protected]

Abstract: In this paper we study a new simple quadrature rule based on integrating a spline quasi-interpolantoperator on a bonded interval. We also give estimates of the quadrature error for smooth functions in the case ofuniform partition by using the associated Peano kernel. We improve the degree of exactness of quadrature formulaewith the knots depending on a parameter.

Key–Words: quadrature rule, numerical integration, spline quasi-interpolant

1 IntroductionDenote by

Hn[a, b] :={f ∈ Cn−1[a, b], f (n−1) abs. cont.

}.

Theorem 1 (Peano´s theorem) Let L(f) be an ar-bitrary linear functional defined in Hn[a, b] suchthat the function K(t) := L

[(x− t)n−1

+

]is in-

tegrable over [a, b]. Suppose that L(p) = 0for each polynomial p ∈ Pn−1. Then L(f) =

1(n− 1)!

∫ b

aK(t)f (n)(t)dt, for each f ∈ Hn[a, b].

Definition 2 [2] The function s(x) is called a splinefunction of degree n with knots {ti}d

i=1 if−∞ := t0 <t1 < · · · < td < td+1 := ∞ andi) for each i = 0, . . . , d, s(x) coincides on (ti, ti+1)with a polynomial of degree not greater then n;ii) s(x), s′(x), . . . , s(n−1)(x) are continuous func-tions on (−∞,+∞).

We shall denote by Sn(t1, . . . , td) the class of allspline functions of degree n with knots at t1, . . . , td.For fixed {ti}d

i=1, Sn(t1, . . . , td) is a linear space anddim Sn(t1, . . . , td) = n + d + 1.

Let x0 ≤ · · · ≤ xn+1 be arbitrary points in [a, b]such that x0 < xn+1.

Definition 3 [2] The spline functionB(x0, . . . , xn+1; x) = (· − x)n

+ [x0, . . . , xn+1] iscalled a B-spline of degree n with knots x0, . . . , xn+1.

We denote by (· − x)n+ [x0, . . . , xn+1] the di-

vided difference of the function (· − x)n+ at the points

x0, . . . , xn+1.

A property of B-spline it is:∫ b

aB(x0, . . . , xn+1; t)dt =

1n + 1

.

Given the sequence (finite or infinite) of points{xi}, such that

· · · ≤ xi ≤ xi+1 ≤ · · ·and xi < xi+n+1 for all i, we shall denote by Bi,n(t)the B-spline

Bi,n(t) = (· − x)n+ [xi, . . . , xi+n+1] .

Theorem 4 [2] Let a < xn+2 ≤ . . . ≤ xm < bbe fixed points such that xi < xi+n+1 for all admis-sible i. Choose arbitrary 2n + 2 additional pointsx1 ≤ · · · ≤ xn+1 ≤ a and b ≤ xm+1 ≤ · · · ≤xm+n+1 and define Bi,n(t) = B(xi, . . . , xi+n+1; t).The B-spline B1,n(t), . . . , Bm,n(t) constitute a basisfor Sn(xn+2, . . . , xm).

The B-spline basis for the spaceSn(xn+2, . . . , xm) was constructed by Curryand Schoenberg in [7].

The spline function Ni,n(t) = (xi+n+1 −xi)Bi,n(t) is called normalized B-spline and satisfythe relation

Ni,n(t) =xi+n+1 − t

xi+n+1 − xi+1Ni+1,n−1(t)

+t− xi

xi+n − xiNi,n−1(t),

Ni,0(t) =

{1, t ∈ [xi, xi+1),0, t < xi and t ≥ xi+1.

WSEAS TRANSACTIONS on BUSINESS and ECONOMICS

Ana Maria Acu and Mugur Acu

ISSN: 1109-9526 414 Issue 7, Volume 5, July 2008

Page 2: A quadrature formula based on a spline quasi-interpolant

From the above relation, we have

Ni,1(t) =

xi+2 − t

xi+2 − xi+1, xi+1 ≤ t ≤ xi+2,

t− xi

xi+1 − xi, xi ≤ t ≤ xi+1,

(1)and

Ni,2(t)=

t−xi

xi+2−xi· t−xi

xi+1−xi, xi≤ t≤xi+1,

xi+3−t

xi+3−xi+1· t−xi+1

xi+2−xi+1+

t−xi

xi+2−xi· xi+2−t

xi+2−xi+1, xi+1≤ t≤xi+2,

xi+3−t

xi+3−xi+1· xi+3−t

xi+3−xi+2, xi+2≤ t≤xi+3.

(2)Given a function f , the basic problem of quasi-

spline approximation is to determine B-spline coeffi-cients (ci)m

i=1 such that

Pf =m∑

i=1

ciNi,n

is a reasonable approximation to f .Interesting results about spline quasi-interpolants

were obtain by P. Sabloniere in [12], [13], [14], [15],[16], T. Lyche and K. Morken in [10], D. Barrera, M.J.Ibanez, P. Sabloniere, D. Sbibih in [3], [4], [5], B.G.Lee, T. Lyche and L.L.Schumaker in [8].

In [10] is given the following procedure for deter-mining the B-spline coefficients.

Let x = (xj)m+n+1j=1 be arbitrary points in [a, b],

nondecreasing with xn+1 = a and xm+1 = b. We as-sume that f is defined on [a, b]. We fix j and proposethe following procedure for determining cj :

1) Choose a local interval I = (xµ, xν) with theproperty that I intersects the support of Nj,n:

I ∩ (xj , xj+n+1) 6= φ.

Denote the restriction of the spaceSn(xn+2, . . . , xm) to the interval I by Sn,I , namely

Sn,I = span {Nµ−n,n, . . . , Nν−1,n} .

2) Choose some local approximation method P I

with the property that P Ig = g for all g ∈ Sn,I .3) Let f I denote the restriction of f to the interval

I . Then there exist B-spline coefficients (bi)ν−1i=µ−n

such that P If I =ν−1∑

i=µ−n

biNi,n. Note that µ − n ≤j ≤ ν − 1 since suppNj,n intersects I .

4) Set cj = bj .

2 A quadrature formula with degreeof exactness equal to 1

Let S1(x3, · · · , xm) be the space of spline functions ofdegree 1 with knots at x3, · · · , xm. Let f be a functiondefined by [x2, xm+1]. The spline quasi-interpolantoperator is

P1f =m∑

j=1

cjNj,1.

To determine B-spline coefficients, cj , by choos-ing the local interval I = [xj , xj+1] and the local ap-proximation method

P I1 f(x) =

j∑

i=j−1

biNi,1(x). (3)

We consider that local approximation method isthe polynomial interpolation at knots

x(1)j = (1− α)xj + αxj+1

x(2)j = αxj + (1− α)xj+1

where α ∈ [0, 1]\{

12

}. We have

{P I

1 f(x(1)j ) = f(x(1)

j ),P I

1 f(x(2)j ) = f(x(2)

j ),

namely{

bj−1Nj−1,1(x(1)j ) + bjNj,1(x

(1)j ) = f(x(1)

j ),bj−1Nj−1,1(x

(2)j ) + bjNj,1(x

(2)j ) = f(x(2)

j ).(4)

Using relations (1) and (4) we obtain{

(1− α)bj−1 + αbj = f(x(1)j )

αbj−1 + (1− α)bj = f(x(2)j )

(5)

From (5) we have

bj =1

2α− 1

[αf(x(1)

j )− (1− α)f(x(2)j )

]

and the spline quasi-interpolant operator will be

P1f =m∑

j=1

12α− 1

[αf(x(1)

j )−(1−α)f(x(2)j )

]Nj,1.

(6)

WSEAS TRANSACTIONS on BUSINESS and ECONOMICS Ana Maria Acu and Mugur Acu

ISSN: 1109-9526 415 Issue 7, Volume 5, July 2008

Page 3: A quadrature formula based on a spline quasi-interpolant

Let x1 = x2 = a, xm+1 = xm+2 = b and (xi)mi=3

are the equidistant nodes from the interval [a, b]. If weintegrate the approximation formula of function f

f(x) =m∑

j=1

12α−1

[αf(x(1)

j )−(1−α)f(x2j )

]Nj,1(x)

+ rm[f ]

to obtain following quadrature formula with the exact-ness degree 1∫ b

af(x)dx =

12α− 1

m∑

j=1

xj+2 − xj

2

[αf(x(1)

j )

− (1− α)f(x(2)j )

]+Rm[f ]. (7)

If we choose α = 1 or α = 0, then the quadratureformula (7) have degree of exactness equal to 1 andcan be written:∫ b

af(x)dx =

m∑

j=1

xj+2 − xj

2f(xj+1) +Rm[f ]. (8)

For m = 2 we have trapezoid quadrature formula.If we consider m = 3, to obtain the following quadra-ture formula∫ b

af(x)dx=

b−a

4

[f(a)+2f

(a+b

2

)+f(b)

]+R3[f ].

For m = 4 we have the following quadrature formula∫ b

af(x)dx =

b− a

6

[f(a) + 2f

(2a + b

3

)

+ 2f

(a + 2b

3

)+ f(b)

]+R4[f ].

Next to study the quadrature formulae for m > 4.For simplicity of calculations we choose a = 0, b = 1.

If denote h =1

m− 1, we have xi = (i−2)h, i = 3, m

and the quadrature formula (8) can be written

∫ 1

0f(x)dx=

h

2

f(0)+2

m−2∑

j=1

f(jh)+f(1)

+Rm[f ].

(9)The exactness degree of quadrature formula (9) is

equal with 1 and from Theorem 1, the remainder termhas the form

Rm[f ] =∫ 1

0K(t)f ′′(t)dt, where f ∈ H2[0, 1]

K(t) = Rm [(· − t)+] (10)

=(1− t)2

2− h

2

2

m−2∑

j=1

(jh− t)+ + (1− t)

.

Lemma 5 The Peano´s kernel defined in relation (10)verifies

K(t) = K(1− t), any t ∈ [0, 1]; (11)K(t) ≤ 0, any t ∈ [0, 1]; (12)

maxt∈[0,1]

|K(t)| = h2

8; (13)

∫ 1

0K(t)dt = − 1

12(m− 1)2. (14)

Proof: Using the symmetry of nodes and coefficientswe obtain

K(1−t) =t2

2−h

2

2

m−2∑

j=1

(t−(m−1−j)h)++t

=t2

2− h

2

2

m−2∑

j=1

(t− jh)+ + t

. (15)

If in the quadrature formula (9), we choosef(x) = x− t ∈ P1 to obtain the following relation

(1− t)2

2− t2

2=

h

2

−t + 2

m−2∑

j=1

(jh− t) + (1− t)

.

(16)From the relation (10), (15), (16) and the formula

(ti − t)+ − (t− ti)+ = (ti − t)

we have K(t) = K(1− t). We denote

K(t) = Ki(t) for t ∈ [(i− 1)h, ih], i = 1, m− 1.

From the relation (15) we obtain

K1(t) =t2

2− h

2t, t ∈ [0, h]

Ki(t) =t2

2− h

2

2

i−1∑

j=1

(t− jh) + t

=t2

2− (2i− 1)

h

2t +

h2

2i(i− 1),

for t ∈ [(i− 1)h, ih] , i = 2, m− 1.We have

K ′1(t) = t− h

2, t ∈ [0, h]

K ′i(t) = t− (2i− 1)

h

2, t ∈ [(i− 1)h, ih] ,

i = 2,m− 1.(17)

From relation (17) we obtain K(t) ≤ 0, i = 1, m− 1

and maxt∈[0,1]

|K(t)| = h2

8.

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ISSN: 1109-9526 416 Issue 7, Volume 5, July 2008

Page 4: A quadrature formula based on a spline quasi-interpolant

We have

∫ 1

0K(t)dt =

∫ h

0

(t2

2− h

2t

)dt

+m−1∑

i=2

∫ ih

(i−1)h

[t2

2− (2i− 1)

h

2t +

h2

2i(i− 1)

]dt

=h3

12(1−m) = − 1

12(m− 1)2.

ut

Theorem 6 If f ∈ H2[0, 1] and there exist real num-bers γ, Γ such that γ ≤ f ′′(t) ≤ Γ, t ∈ [0, 1], then

|Rm[f ]| ≤ 124(m− 1)2

[Γ− γ + |Γ + γ|] .

Proof: We can write

Rm[f ]=∫ 1

0K(t)f ′′(t)dt=

∫ 1

0K(t)

[f ′′(t)− γ+Γ

2

]dt

+γ + Γ

2

∫ 1

0K(t)dt =

∫ 1

0K(t)

[f ′′(t)− γ + Γ

2

]dt

− 124(m− 1)2

(γ + Γ)

and we obtain

|Rm[f ]| ≤ maxt∈[0,1]

∣∣∣∣f ′′(t)−γ + Γ

2

∣∣∣∣ ·∫ 1

0|K(t)| dt

+ |γ + Γ| · 124(m− 1)2

=1

12(m− 1)2

·{

maxt∈[0,1]

∣∣∣∣f ′′(t)−γ + Γ

2

∣∣∣∣ +∣∣∣∣Γ + γ

2

∣∣∣∣}

=1

12(m− 1)2

{Γ− γ

2+|Γ + γ|

2

}

=1

24(m− 1)2{Γ− γ + |Γ + γ|} .

ut

Theorem 7 If f ∈ H2[0, 1] and there exist real num-bers γ, Γ such that γ ≤ f ′′(t) ≤ Γ, t ∈ [0, 1], then wehave

124(m−1)2

(3T−5Γ) ≤ Rm[f ] ≤ 124(m−1)2

(3T−5γ),

where T = f ′(1)− f ′(0).

Proof: We have∫ 1

0K(t)

[f ′′(t)− γ

]dt = Rm[f ] +

γ

12(m− 1)2.

Since∫ 1

0K(t)

[f ′′(t)−γ

]dt≤ max

t∈[0,1]|K(t)|

∫ 1

0

(f ′′(t)−γ

)dt

=h2

8[f ′(1)− f ′(0)− γ

]=

h2

8(T − γ)

=1

8(m− 1)2(T − γ),

we obtain

Rm[f ] ≤ 124(m− 1)2

(3T − 5γ).

On the other hand we have∫ 1

0K(t)

[Γ− f ′′(t)

]= − Γ

12(m− 1)2−Rm[f ],

∫ 1

0K(t)

[Γ−f ′′(t)

]dt≤ max

t∈[0,1]|K(t)|

∫ 1

0

(Γ−f ′′(t)

)dt

=h2

8(Γ− f ′(1) + f ′(0)

)=

18(m− 1)2

(Γ− T ).

From above relations we obtain

Rm[f ] ≥ 124(m− 1)2

(3T − 5Γ).

ut

3 The improvement of degree ofexactness

In this section we want to improve the degree of ex-actness of quadrature formulae (7).

For simplicity of calculations we choose a = 0,

b = 1. If denote h =1

m− 1, we have xi = (i− 2)h,

i = 3,m.Now, we study the quadrature formula obtained

for m = 3. In this case we have the following quadra-ture formula

∫ 1

0f(x)dx =

14(2α− 1)

{(2α− 1)f(0)

+2[αf

2

)+(α−1)f

(1−α

2

)]+αf

(α+1

2

)

+(α− 1) f

(2− α

2

)}+R3[f ]. (18)

This quadrature formula has degree of exactness equal1. If we claim thatR3[e2] = 0, where e2(x) = x2, weobtain

18α3 − 27α2 + 13α− 2 = 0, namely α ∈{

13,23

}.

WSEAS TRANSACTIONS on BUSINESS and ECONOMICS Ana Maria Acu and Mugur Acu

ISSN: 1109-9526 417 Issue 7, Volume 5, July 2008

Page 5: A quadrature formula based on a spline quasi-interpolant

We consider α ∈{

13,23

}and we observe that

R3[e3] = −18α3 − 27α2 + 13α− 232(2α− 1)

= 0,

where e3(x) = x3. Therefore, for α ∈{

13,23

}, the

quadrature formula (23) has degree of exactness equal3 and can be written

∫ 1

0f(x)dx =

14

{f(0)− 2f

(16

)+ 4f

(13

)

− f

(23

)+ 2f

(56

)}+R3[f ]. (19)

For m ≥ 4 the quadrature formula (7) can be writ-ten

∫ 1

0f(x)dx =

h

2α− 1

{2α− 1

2f(0)

+m−1∑

j=2

[αf ((j+α−2)h)−(1−α)f ((j−1−α)h)]

+12

[αf ((m+α−2)h)−(1−α)f ((m−1−α)h)]}+Rm[f ]. (20)

The quadrature formula (20) has degree of exactnessequal 1 and we want to obtain the values of parame-ter α such that to improve degree of exactness of thisquadrature formula.

We claim that Rm(e2) = 0, where e2(x) = x2

and we obtain∫ 1

0x2dx =

h3

2α− 1

m−1∑

j=2

[α(j + α− 2)2

− (1− α)(j − 1− α)2]+

12

[α(m + α− 2)2

− (1− α)(m− 1− α)2]}

,

namely

h3

m−1∑

j=2

[(j − 1)2 + α(α− 1)

]

+12

[(m− 1)2 + α(α− 1)

]}=

13. (21)

From relation (21) we obtain

3(2m− 3)α2 − 3(2m− 3)α + m− 1 = 0, (22)

and degree of exactness of quadrature formula (20) isequal 2 for

α ∈

12

1 +

√2m− 56m− 9

,

12

1−

√2m− 56m− 9

.

We observe that α ∈ [0, 1]\{

12

}for m ≥ 1.

Now, we want to give the values of m suchthat degree of exactness of quadrature formula (20)is equal 3. From condition Rm(e3) = 0, wheree3(x) = x3 we have

1(m− 1)4

m−2∑

j=1

[j3 + 3α(α− 1)j − α(α− 1)

]

+12

[(m−1)3+3α(α−1)(m−1)−α(α−1)

]}=

14

and using relation (22) we obtain m = 3. Therefore,there is not value of m ∈ IN, m ≥ 4, such that thequadrature formula (20) to have degree of exactnessequal 3.

4 A quadrature formula with degreeof exactness equal to 3

Let S2(x4, . . . , xm) be the space of spline functions ofdegree 2 with knots at x4, . . . , xm. Let f be a functiondefined on [x3, xm+1]. The spline quasi-interpolantoperator is

P2f =m∑

j=1

cjNj,2.

To determine B-spline coefficients, cj , by choos-ing the local interval I = [xj+1, xj+2] and the localapproximation method

P I2 f(x) =

j+1∑

i=j−1

biNi,2(x).

We consider that local approximation method isthe polynomial interpolation knots

x(1)j = (1− α)xj+1 + αxj+2,

x(2)j =

xj+1 + xj+2

2,

x(3)j = αxj+1 + (1− α)xj+2,

where α ∈ [0, 1] \{

12

}. We have

P I2 f(x(1)

j ) = f(x(1)j ),

P I2 f(x(2)

j ) = f(x(2)j ),

P I2 f(x(3)

j ) = f(x(3)j ),

namely

WSEAS TRANSACTIONS on BUSINESS and ECONOMICS Ana Maria Acu and Mugur Acu

ISSN: 1109-9526 418 Issue 7, Volume 5, July 2008

Page 6: A quadrature formula based on a spline quasi-interpolant

bj−1Nj−1,2(x(1)j ) + bjNj,2(x

(1)j )+

bj+1Nj+1,2(x(1)j ) = f(x(1)

j ),

bj−1Nj−1,2(x(2)j ) + bjNj,2(x

(2)j )+

bj+1Nj+1,2(x(2)j ) = f(x(2)

j ),

bj−1Nj−1,2(x(3)j ) + bjNj,2(x

(3)j )+

bj+1Nj+1,2(x(3)j ) = f(x(3)

j ).

(23)

Using relations (23) and (2) we obtain

(1−α)2xj+2−xj+1

xj+2−xjbj−1+

[1+α2 xj+1−xj+2

xj+3−xj+1+

(1−α)2xj+1−xj+2

xj+2−xj

]bj+α2 xj+2−xj+1

xj+3−xj+1bj+1 =f(x(1)

j ),

xj+2−xj+1

4(xj+2−xj)bj−1+

[12+

14

(xj+3−xj+2

xj+3−xj+1+

xj+1−xj

xj+2−xj

)]bj

+xj+2 − xj+1

4(xj+3 − xj+1)bj+1 = f(x(2)

j ),

α2 xj+2−xj+1

xj+2−xjbj−1+

[1+(1−α)2

xj+1−xj+2

xj+3−xj+1−

α2 xj+2−xj+1

xj+2−xj

]bj+(1−α)2

xj+2−xj+1

xj+3−xj+1bj+1 =f(x(3)

j ).

From the above relations we obtain

bj = − 12(2α− 1)2

[f(x(1)

j )

− 4(α2 + (1− α)2)f(x(2)j ) + f(x(3)

j )],

for 1 < j < m.

The expression for bj is valid whenever xj+1 <xj+2 which is not the case for j = 1 and j = m, sincex1 = x2 = x3 and xm+1 = xm+2 = xm+3. The firstvalue of j for which the general procedure works isj = 2. To obtain the value of b1 by solving the abovesystem with j = 2. We have

(1− α)2b1 +[1− α2 x4 − x1

x5 − x1− (1− α)2

]b2+

α2 x4 − x1

x5 − x1b3 = f(x(1)

2 ),

14b1 +

[12+

14· x5−x4

x5−x1

]b2+

14· x4−x1

x5−x1b3 =f(x(2)

2 ),

α2b1 +[1− (1− α)2

x4 − x1

x5 − x1− α2

]b2+

+(1− α)2x4 − x1

x5 − x1b3 = f(x(3)

2 ),

namely

b1 =1

(1−2α)2{(1−α)f ((1−α)x1+αx4)

− 4α(1−α)f(

x1+x4

2

)+αf (αx1+(1−α)x4)

}.

This procedure can obviously be used to deter-mine value of bm. For j = m− 1 we have

α2bm+[1−α2−(1−α)2

xm+1−xm

xm+1−xm−1

]bm−1+

(1− α)2xm+1 − xm

xm+1 − xm−1bm−2 = f(x(1)

m−1),

14bm +

[12

+14· xm − xm−1

xm+1 − xm−1

]bm−1+

14· xm+1 − xm

xm+1 − xm−1bm−2 = f(x(2)

m−1),

(1−α)2bm+[1−(1−α)2−α2 xm+1−xm

xm+1−xm−1

]bm−1+

α2 xm+1 − xm

xm+1 − xm−1bm−2 = f(x(3)

m−1),

and we obtain

bm =1

(1−2α)2{αf ((1−α)xm+αxm+1)

− 4α(1−α)f(

xm+xm+1

2

)

+ (1−α)f (αxm+(1−α)xm+1)} .

For α = 0 or α = 1 we obtain the followingspline quasi-interpolant operator

P2f =m∑

j=1

cjNj,2,

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where

cj =

f(x1), for j = 1,

12

[−f(xj+1)+4f

(xj+1+xj+2

2

)

−f(xj+2)] , for 1<j <m,

f(xm+1), for j = m.

Let x1 = x2 = x3 = a, xm+1 = xm+2 =xm+3 = b and (xi)m

i=3 are the equidistant nodes fromthe interval [a, b]. If we integrate the approximationformula of function f

f(x) =m∑

j=1

cjNj,2(x) + rm[f ]

to obtain following quadrature formula

∫ b

af(x)dx =

m∑

i=1

xi+3 − xi

3

[−1

2f(xi+1) (24)

+ 2f(xi+1+xi+2

2

)− 1

2f(xi+2)

]+Rm[f ].

The quadrature formula (24) was studied in paper [1].For m = 3 we have the Simpson ′s quadrature for-

mula. We shall choose the equidistant nodes (xi)mi=4

from the interval [a, b].For m = 4 we obtain the following quadrature

formula∫ b

af(x)dx =

b− a

3

[2f

(3a + b

4

)− f

(a + b

2

)

+ 2f

(a + 3b

4

)]+R4[f ],

and for m = 5 we have∫ b

af(x)dx=

b−a

3

[43f

(5a+b

6

)− 5

6f

(2a+b

3

)+

2f

(a+b

2

)− 5

6f

(a+2b

3

)+

43f

(a+5b

6

)]+R5[f ].

Next to study the quadrature formula for m ≥ 6.For simplicity of calculations we choose a = 0, b = 1.

If denote h =1

m− 2, we have xi = (i−3)h, i = 4, m

and the quadrature formula (24) can be written

∫ 1

0f(x)dx=h

{43f

(h

2

)− 5

6f(h)+2

m−3∑

k=2

f

(2k−1

2h

)

−m−4∑

k=2

f(kh)− 56f((m−3)h)+

43f

(2m−5

2h

)}+Rm[f ].

(25)The exactness degree of quadrature formula (25)

is equal to 3 and from Theorem 1 the remainder termhas the form

Rm[f ] =16

∫ 1

0K(t)f (4)(t)dt, where f ∈ H4[0, 1]

K(t) = Rm[(· − t)3+] =

(1− t)4

4− h

{43

(h

2− t

)3

+− 5

6(h− t)3+

+2m−3∑

k=2

(2k − 1

2h− t

)3

+−

m−4∑

k=2

(kh− t)3+

−56

((m− 3)h− t)3+ +43

(2m− 5

2h− t

)3

+

}.

In paper [1] we obtain the following properties offunction K:

Lemma 8 [1] The function K verifies

K(t) = K(1− t) any t ∈ [0, 1] (26)K(t) ≥ 0 any t ∈ [0, 1] (27)

maxt∈[0,1]

K(t) =h4

12(28)

∫ 1

0K(t)dt =

1480

· 29m− 88(m− 2)5

. (29)

In paper [1] we give some estimates of the quadra-ture error (24) for smooth functions by using the asso-ciated Peano kernel.

Theorem 9 [1] If f ∈ H4[0, 1] and there exist realnumbers γ, Γ such that γ ≤ f (4)(t) ≤ Γ , t ∈ [0, 1] ,then

|Rm[f ]| ≤ 29m− 882880(m− 2)5

{Γ− γ

2+

∣∣∣∣Γ + γ

2

∣∣∣∣}

.

(30)

Theorem 10 [1] Let f ∈ H4[0, 1] . If there exist areal number γ such that γ ≤ f (4)(t) , t ∈ [0, 1], then

|Rm[f ]| ≤ 172(m− 2)4

·[T − γ +

29m− 8840(m− 2)

|γ|]

(31)where T = f (3)(1)− f (3)(0) .

If there exist a real number Γ such that f (4)(t) ≤Γ , t ∈ [0, 1] , then

|Rm[f ]| ≤ 172(m− 2)4

·[Γ− T +

29m− 8840(m− 2)

|Γ|]

.

(32)

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ISSN: 1109-9526 420 Issue 7, Volume 5, July 2008

Page 8: A quadrature formula based on a spline quasi-interpolant

In this paper we give the following double in-equality.

Theorem 11 If f ∈ H4[0, 1] and there exist realnumbers γ, Γ such that γ ≤ f (4)(t) ≤ Γ, t ∈ [0, 1],then we have

12880(m−2)5

{40T (m−2)−Γ(11m+8)} ≤ Rm[f ]

≤ 12880(m−2)5

{40T (m−2)−γ(11m+8)}

where T = f (3)(1)− f (3)(0).

Proof: We have

16

∫ 1

0K(t)

[f (4)(t)− γ

]dt =

Rm[f ]− γ

2880· 29m− 88

(m− 2)5.

Since∫ 1

0K(t)

[f (4)(t)− γ

]dt

≤ maxt∈[0,1]

|K(t)|∫ 1

0

[f (4)(t)− γ

]dt

=h4

12

[f (3)(1)− f (3)(0)− γ

]

=h4

12(T − γ) =

112(m− 2)4

(T − γ),

we obtain

Rm[f ] ≤ 12880(m−2)5

{40T (m−2)−γ(11m+8)} .

On the other hand we have

16

∫ 1

0K(t)

[Γ− f (4)(t)

]dt

2880· 29m− 88

(m− 2)5−Rm[f ],

∫ 1

0K(t)

[Γ− f (4)(t)

]dt

≤ maxt∈[0,1]

|K(t)|∫ 1

0(Γ− f (4)(t))dt

=h4

12

(Γ− f (3)(1) + f (3)(0)

)=

112(m− 2)4

(Γ− T ).

From above relations we obtain

Rm[f ] ≥ 12880(m−2)5

{40T (m−2)−Γ(11m+8)} .

ut

5 An intermediate point property inthe quadrature formulas

In this section we study a property of the intermediatepoint for the quadrature formulae of type (9) and (25).

Lemma 12 [9] If −∞ < α < β < +∞ and w is aweight on (α, β) and

∫ β

αf(t)w(t)dt =

n∑

k=1

ckf(zk)+rn[f ] , f ∈ L1w(α, β)

then

W (x) = w

(α + (β − α)

x− a

b− a

),

x ∈ (a, b), −∞ < a < b < +∞is a weight on (a, b) and

∫ b

aF (x)W (x)dx =

b−a

β−α

n∑

k=1

ckF

((a+(b−a)

zk−α

β−α

)

+Rn[F ]

where F ∈ L1w(a, b) and

Rn[F ]=b−a

β−αrn[F ], F (t)=F

(a+(b−a)

t−α

β−α

).

Let f : [a, b] → R, f ∈ C2[a, b]. By usingLemma 5 and Lemma 12, the quadrature formula (9)can be written

∫ x

af(t)dt=

x−a

2(m−1)

f(a)+2

m−2∑

j=1

f

(a+j

x−a

m−1

)

+f(x)}− (x− a)3

12(m− 1)2f ′′(cx), cx ∈ (a, x), x ∈ (a, b].

(33)

Theorem 13 If f ∈ C4[a, b] and f ′′′(a) 6= 0, thenfor the intermediate point cx that appears in formula(33), it follows

limx→a

cx − a

x− a=

12.

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Page 9: A quadrature formula based on a spline quasi-interpolant

Proof: Let F, G : [a, b] → R defined as follows

F (x) =∫ x

af(t)dt− x− a

2(m− 1)f(a)− x− a

m− 1

·m−2∑

j=1

f

(a + j

x− a

m− 1

)− x− a

2(m− 1)f(x)

+(x− a)3

12(m− 1)2f ′′(a),

G(x) = (x− a)4.

We observe that F (a) = 0 and for i = 1, 4 wehave

F (i)(x) = f (i−1)(x)−(

x− a

2(m− 1)

)(i)

f(a)−

i∑

k=0

(ik

) (x−a

m−1

)(k)

m−2∑

j=1

f

(a+j

x−a

m−1

)

(i−k)

i∑

k=0

(ik

) (x−a

2(m−1)

)(k)

f (i−k)(x)+

((x−a)3

12(m−1)2

)(i)

f ′′(a).

(34)From relation (34) we obtain

F (i)(a) = 0, for i = 1, 3,

F (4)(a) = f ′′′(a)

1− 4

(m− 1)4

m−2∑

j=1

j3 − 2m− 1

= − f ′′′(a)(m− 1)2

.

By using successive l′ Hospital we obtain:

limx→a

F (x)G(x)

= limx→a

F (4)(x)G(4)(x)

= − f ′′′(a)4!(m− 1)2

, (35)

limx→a

F (x)G(x)

= limx→a

− (x− a)3

12(m− 1)2· f ′′(cx)− f ′′(a)

(x− a)4

= limx→a

− 112(m− 1)2

· f ′′(cx)− f ′′(a)cx − a

· cx − a

x− a

= − 112(m− 1)2

f ′′′(a) · limx→a

cx − a

x− a. (36)

From (35) and (36) we obtain

limx→a

cx − a

x− a=

12.

ut

Let f : [a, b] → R, f ∈ C4[a, b]. By usingLemma 8 and Lemma 12, the quadrature formula (25)can be written∫ x

af(t)dt=

x−a

m−2

{43f

(a+

12· x−a

m−2

)− 5

6f

(a+

x−a

m−2

)

+2m−3∑

k=2

f

(a+

2k−12

· x−a

m−2

)−

m−4∑

k=2

f

(a+k

x−a

m−2

)

− 56f

(a+(m−3)

x−a

m−2

)+

43f

(a+

2m−52

· x−a

m−2

)}

+(x− a)5

(m− 2)5·29m− 88

2880f (4)(cx), cx ∈ (a, x), x ∈ (a, b].

(37)

Theorem 14 If f ∈ C6[a, b] and f (5)(a) 6= 0, thenfor the intermediate point cx that appears in formula(37), it follows

limx→a

cx − a

x− a=

12

Proof: Let F, G : [a, b] → R defined as follows

F (x) =∫ x

af(t)dt− 4

3x−a

m−2f

(a+

12· x−a

m−2

)

+56

x−a

m−2f

(a+

x−a

m−2

)

− 2x−a

m−2

m−3∑

k=2

f

(a+

2k−12

· x−a

m−2

)

+x−a

m−2

m−4∑

k=2

f

(a+k

x−a

m−2

)

+56

x−a

m−2f

(a+(m−3)

x−a

m−2

)

− 43

x−a

m−2f

(a+

2m−52

· x−a

m−2

)

− (x− a)5

(m− 2)5· 29m− 88

2880f (4)(a),

G(x) = (x− a)6.

We have F (i)(a) = 0, for i = 0, 5 and

F (6)(a) =f (5)(a)

(m− 2)5· 29m− 88

8.

By using successive l′ Hospital we obtain:

limx→a

F (x)G(x)

= limx→a

F (6)(x)G(6)(x)

=29m−88

5760f (5)(a)(m−2)5

,

(38)

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Page 10: A quadrature formula based on a spline quasi-interpolant

limx→a

F (x)G(x)

= limx→a

(x−a)5

(m−2)529m−88

2880f (4)(cx)−f (4)(a)

(x−a)6

= limx→a

29m− 882880(m− 2)5

· f (4)(cx)− f (4)(a)cx − a

· cx − a

x− a

=29m− 88

2880(m− 2)5f (5)(a) · lim

x→a

cx − a

x− a. (39)

From (38) and (39) we obtain

limx→a

cx − a

x− a=

12.

ut

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