Computers and Mathematics with Applications 58 (2009) 589–596
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A new inequality of Ostrowski–Grüss type and applications to some numerical quadrature rules Marek Niezgoda Department of Applied Mathematics and Computer Science, University of Life Sciences in Lublin, Akademicka 13, 20-950 Lublin, Poland
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Article history: Received 30 October 2008 Accepted 23 March 2009 Keywords: Grüss type inequality Ostrowski–Grüss type inequality Numerical quadrature rule
abstract In this paper we derive some Grüss and Ostrowski–Grüss type inequalities for functions in Lp -spaces. As applications, we provide some new estimates for the error in some numerical integration rules. In particular, we deal with the mid-point and trapezoid quadrature rules. © 2009 Elsevier Ltd. All rights reserved.
1. Motivation and summary p
We denote by L[a,b] (1 ≤ p < ∞) the space of p-power integrable functions on interval [a, b] equipped with the norm
1/p b kf kp = a |f (t )|p dt . The symbol L∞ [a,b] stands for the space of all essentially bounded functions on [a, b] with the norm kf k∞ = ess supx∈[a,b] |f (x)|. For two real functions f and g such that f , g , fg ∈ L1[a,b] , the Chebyshev functional is defined by Z b Z b Z b 1 1 1 T (f , g ) = f (x)g (x)dx − f (x)dx · g (x)dx. (1) b−a a b−a a b−a a R
The Grüss inequality [1] states that if f , g : [a, b] → R are two bounded integrable functions and α0 , β0 , γ0 and δ0 are numbers such that
α0 ≤ f (t ) ≤ β0 and γ0 ≤ g (t ) ≤ δ0 for all t ∈ [a, b],
(2)
then
|T (f , g )| ≤
1 4
(β0 − α0 )(δ0 − γ0 ).
(3)
See [2–8] for generalizations and extensions of (3). A related result is the following Ostrowski inequality [9, p. 468]. If f : [a, b] → R is a differentiable function with bounded derivative, then
# " Z b (x − a+2 b )2 1 f (x) − 1 f (t )dt ≤ + (b − a)kf 0 k∞ for x ∈ [a, b]. b−a a 4 ( b − a) 2
E-mail address:
[email protected]. 0898-1221/$ – see front matter © 2009 Elsevier Ltd. All rights reserved. doi:10.1016/j.camwa.2009.03.089
(4)
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M. Niezgoda / Computers and Mathematics with Applications 58 (2009) 589–596
Dragomir and Wang [10] proved the Ostrowski–Grüss type inequality in the following form. If f : [a, b] → R is a differentiable function with bounded derivative and
α0 ≤ f 0 (t ) ≤ β0 for t ∈ [a, b], then
Z b f (b) − f (a) a+b f (x) − 1 ≤ 1 (b − a)(β0 − α0 ) for x ∈ [a, b]. f (t )dt − x− 4 b−a a b−a 2
(5)
Some improvements of (5) are due to Matić, Pečarić and Ujević [11] and to Cheng [12]. In the last decade, Grüss and Ostrowski type inequalities have attracted much attention from researchers, because of their applications in numerical analysis (see [13,14,10,15–21]). In [2], Dragomir established a generalization of the Grüss inequality in inner product spaces. Developing Dragomir’s idea, Niezgoda [22] extended the above implication (2) ⇒ (3) by using some classes of bounding functions α(t ), β(t ), γ (t ), δ(t ) in place of bounding constants α0 , β0 , γ0 , δ0 , respectively. Recall that a function ϕ : [a, b] → R is said to be a constant function if there exists a constant c ∈ R such that ϕ(t ) = c for all t ∈ [a, b]. Lemma 1.1 ([22, Corollary 4.5]). Let f , g , α, β, γ , δ ∈ L2[a,b] be functions such that (a) α + β and γ + δ are constant functions, and (b) α(t ) ≤ f (t ) ≤ β(t ) and γ (t ) ≤ g (t ) ≤ δ(t ) for all t ∈ [a, b], or more generally b
Z
b
Z
(β(t ) − f (t ))(f (t ) − α(t ))dt ≥ 0 and a
(δ(t ) − g (t ))(g (t ) − γ (t ))dt ≥ 0. a
Then we have the inequality
|T (f , g )| ≤
1 4(b − a)
kβ − αk2 kδ − γ k2 .
(6)
It is worth emphasizing that for many functions f and g with appropriate choice of functions α , β , γ and δ , (6) provides a more precise estimate than (3) (see (16) and (17)). In the present paper, our aim is (1) to derive some Grüss and Ostrowski–Grüss like inequalities by using a generalization of Lemma 1.1 in Lp -spaces (p ≥ 1), (2) to provide some new estimates for the error in some numerical integration rules of functions which have first derivatives p in L[a,b] . The paper is organized as follows. Results are collected in Section 2. In Theorem 2.1 we present a Grüss like inequality for functions in Lp -spaces. Here we apply a method employing some bounding functions α(t ) and β(t ) (see conditions (a)– (b) of Lemma 1.1) in place of bounding constants α0 and β0 , respectively (see (2)). To prove Theorem 2.1, we use Lemma 2.2, which is an extension of Lemma 1.1 from p = 2 to 1 ≤ p ≤ ∞. In Lemma 2.3 we show that the method used in Lemma 2.2 and Theorem 2.1 can give a tighter estimate than the standard method based on bounding constants. Theorem 2.4 contains an Ostrowski–Grüss type inequality involving the above-mentioned bounding functions. In Section 3 we demonstrate some applications. We apply Theorem 2.4 to derive some new bounds for the error in some numerical integration rules. In particular, we provide special versions for the mid-point and trapezoid quadrature rules. Finally, by using the above results for the constant bounding functions, we recover some results of Dragomir and Wang [10] and Matić et al. [11]. 2. Ostrowski–Grüss type inequalities In this section we begin with a further extension of the Grüss inequality in Lp -spaces (cf. [23, Theorems 2 and 3], [24, p. 2]). For p = q = 2, the result below applied to constant functions reduces to [11, Lemma 1]. p
q
Theorem 2.1. Let f , α, β ∈ L[a,b] and g ∈ L[a,b] ( 1p +
1 q
= 1, 1 ≤ p ≤ ∞) be functions such that
(a) α + β is a constant function, and (b) α(t ) ≤ f (t ) ≤ β(t ) for all t ∈ [a, b]. Then we have the inequality
|T (f , g )| ≤
1 2(b − a)
kβ − αkp ·
g −
1 b−a
b
Z a
g (s)ds
.
(7)
q
The proof of Theorem 2.1 will be simplified if we first prove the following lemma which extends [2, Lemma 2.1] from inner product spaces to Lp -spaces.
M. Niezgoda / Computers and Mathematics with Applications 58 (2009) 589–596
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p
Lemma 2.2. Let f , α, β ∈ L[a,b] (1 ≤ p ≤ ∞) be functions such that
α(t ) ≤ f (t ) ≤ β(t ) for all t ∈ [a, b].
(8)
Then we have the inequality
f − α + β ≤ 1 kβ − αkp .
2 p 2
(9)
Proof. It follows from (8) that
α(t ) −
α(t ) + β(t ) 2
≤ f (t ) −
α(t ) + β(t ) 2
α(t ) + β(t )
≤ β(t ) −
2
for all t ∈ [a, b],
or, equivalently,
α(t ) − β(t ) 2
≤ f (t ) −
α(t ) + β(t ) 2
≤
β(t ) − α(t ) 2
for all t ∈ [a, b],
which gives
f (t ) − α(t ) + β(t ) ≤ β(t ) − α(t ) 2 2
for all t ∈ [a, b].
Hence, for 1 ≤ p < ∞,
p 1/p Z b 1/p
Z b
β(t ) − α(t ) p
β − α
f − α + β = f (t ) − α(t ) + β(t ) dt
. ≤ =
dt 2 p 2 2 2 p a a The case p = ∞ can be proved similarly. This completes the proof of the lemma. 1 Proof of Theorem 2.1. Define I (g ) = b− a holds:
T (f , g ) =
b−a
a
g (s)ds. It is not hard to verify that for any constant c ∈ R the following identity
b
Z
1
Rb
(10)
(f (t ) − c ) (g (t ) − I (g )) dt . a
Using the Hölder inequality we get 1
|T (f , g )| ≤ Substituting c =
b−a α+β
|T (f , g )| ≤ as required.
kf − c kp · kg − I (g )kq for c ∈ R.
(11)
into (11) and applying Lemma 2.2, we obtain
2
1
f − α + β · kg − I (g )kq ≤ kβ − αkp · kg − I (g )kq ,
b−a 2 p 2(b − a) 1
(12)
In the case p = q = 2, Theorem 2.1 implies Lemma 1.1. In fact, we have the additional estimate
kg − I (g )k2 ≤ kg − c1 k2 for any constant c1 ∈ R, (13) Rb 1 because the function [a, b] 3 t → I (g ) = b−a a g (s)ds is the orthogonal projection of g into the subspace of constant functions in L2[a,b] . In consequence, (12) and (13) imply
|T (f , g )| ≤
1 2(b − a)
kβ − αk2 · kg − c1 k2 for all c1 ∈ R.
(14)
If, in addition, γ , δ ∈ L2[a,b] and γ + δ is a constant function, and γ (t ) ≤ g (t ) ≤ δ(t ) for t ∈ [a, b], then by (14) applied for the constant c1 =
|T (f , g )| ≤
γ +δ 2
and by Lemma 2.2 applied to functions g, γ and δ , we have
1
kβ − αk2 · kδ − γ k2 .
4(b − a) This gives Lemma 1.1. In particular, if α0 , β0 , γ0 , δ0 ∈ R are constants such that
(15)
α0 ≤ f (t ) ≤ β0 and γ0 ≤ g (t ) ≤ δ0 for all t ∈ [a, b], then (15) used for α(t ) = α0 , β(t ) = β0 , γ (t ) = γ0 and δ(t ) = δ0 reduces to (3), because the L2 -norm of a constant function ϕ(t ) = c0 ≥ 0, t ∈ [a, b], equals c0 (b − a)1/2 .
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M. Niezgoda / Computers and Mathematics with Applications 58 (2009) 589–596
It is easily seen that if f , g , α, β, γ , δ ∈ L2[a,b] are functions and α0 , β0 , γ0 , δ0 ∈ R are numbers satisfying
α0 ≤ α(t ) ≤ f (t ) ≤ β(t ) ≤ β0 and γ0 ≤ γ (t ) ≤ g (t ) ≤ δ(t ) ≤ δ0
for t ∈ [a, b],
(16)
then
kβ − αk2 ≤ (β0 − α0 )(b − a)1/2 and kδ − γ k2 ≤ (δ0 − γ0 )(b − a)1/2 .
(17)
This shows that (15) is a tighter estimate than (3) provided (16) holds. The following result is a complement to Lemma 2.2 and Theorem 2.1. p
Lemma 2.3. For given function f ∈ L[a,b] (1 ≤ p ≤ ∞) and constant c ∈ R, define
p
p
Bf ,c = (α, β) ∈ L[a,b] × L[a,b] :
α+β 2
= c , α(t ) ≤ f (t ) ≤ β(t ) for t ∈ [a, b] ,
(18)
and
αf ,c (t ) = −|f (t ) − c | + c and βf ,c (t ) = |f (t ) − c | + c for t ∈ [a, b].
(19)
Then
βf ,c − αf ,c
β − α
. = kf − c kp = min
(α,β)∈Bf ,c 2 2 p
(20)
p
Proof. For any (α, β) ∈ Bf ,c , the inequality
α +β
≤ β − α kf − c kp = f −
2 2 p p
(21)
holds by Lemma 2.2. We shall show that the minimum is attained at (αf ,c , βf ,c ) ∈ Bf ,c defined by (19). As
−|f (t ) − c | ≤ f (t ) − c ≤ |f (t ) − c | for t ∈ [a, b], we have
αf ,c (t ) ≤ f (t ) ≤ βf ,c (t ) for t ∈ [a, b]. αf ,c +βf ,c
βf ,c −αf ,c
= |f − c |. In consequence, (αf ,c , βf ,c ) ∈ Bf ,c and 2
βf ,c − αf ,c
= k|f − c |kp = kf − c kp .
2
Furthermore,
2
= c and
(22)
p
Combining (21) and (22) yields (20).
By virtue of inequality (11) and Lemma 2.3, the assertion of Theorem 2.1 can be expressed as
!
β − α
· kg − I (g )kq kf − c kp · kg − I (g )kq = |T (f , g )| ≤ min b−a b − a (α,β)∈Bf ,c 2 p 1
1
(23)
for any c ∈ R. Now we proceed to present an improvement of the Ostrowski–Grüss inequality. This is a combination of Theorem 2.1 and a method given in [10]. For x, t ∈ [a, b], we define P (x, t ) =
t −a t −b
if t ∈ [a, x], if t ∈ (x, b].
(24) ◦
◦
Theorem 2.4. Let f : I → R, where I ⊂ R is an interval, be a function differentiable in the interior I of I, and let [a, b] ⊂ I . p Suppose that f 0 , α, β ∈ L[a,b] (1 ≤ p ≤ ∞) are functions such that (a) α + β is a constant function, and (b) α(t ) ≤ f 0 (t ) ≤ β(t ) for all t ∈ [a, b]. Then for x ∈ [a, b] we have the inequality
1 (b − a)1/q Z b kβ − αkp 1 a + b f (b) − f (a) (q + 1)1/q f (x) − ≤ 4 f (t )dt − x − 1 b−a a 2 b−a kβ − αk1 4
where
1 p
+
1 q
= 1.
if 1 ≤ q < ∞, if q = ∞,
(25)
M. Niezgoda / Computers and Mathematics with Applications 58 (2009) 589–596
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Proof. In the first part of this proof, we follow the method presented in the proof of [10, Theorem 2.1]. By the Montgomery identity (see [7]) we get f ( x) =
b
Z
1 b−a
f (t )dt + a
Z
1 b−a
b
f 0 (t )P (x, t )dt .
(26)
a
It is easy to calculate that 1 b−a
f (b) − f (a)
b
Z
f 0 (t )dt =
(27)
b−a
a
and 1 b−a
b
Z
b−a
a
x
Z
1
P (x, t )dt =
(t − a)dt + a
b
Z
1 b−a
(t − b)dt = x −
a+b
x
2
.
(28)
According to Theorem 2.1 applied to f 0 and P (x, ·), we have the inequality
Z 1 b − a
b
f (t )P (x, t )dt −
b
Z
1
0
f (t )dt ·
1
b
Z
b−a
a+b 1
. P ( x , ·) − x − ≤ kβ − αkp ·
2(b − a) 2 q a
b−a
0
a
P (x, t )dt
a
(29)
Putting (26)–(28) into (29), we obtain
Z b
a + b f (b) − f (a) 1
P (x, ·) − x − a + b . f (x) − 1 f ( t ) dt − x − ≤ kβ − αk p
b−a a 2 b−a 2(b − a) 2 q
(30)
Assume 1 ≤ q < ∞. It remains to prove that
1+1/q
P (x, ·) − x − a + b = (b − a)
2 2(q + 1)1/q q
for 1 ≤ q < ∞.
(31)
Define c1 = x −
a+b 2
,
t∗ = a + c1
,
t∗ − x =
and
t ∗ = b + c1 .
Then x − t∗ =
b−a 2
b−a 2
,
t∗ − a = c1 ,
t ∗ − b = c1 .
(32)
Evidently, for x, t ∈ [a, b], we have P (x, t ) − c1 =
t − t∗ t − t∗
if t ∈ [a, x], if t ∈ (x, b].
(33)
b b . (In the case a+ ≤ x ≤ b, the proof is analogous.) Then Without lost of generality we can assume that a ≤ x ≤ a+ 2 2 c1 ≤ 0 and a ≤ x ≤ t ∗ ≤ b. Also,
P (x, t ) − c1 ≥ 0
for t ∈ [a, x) ∪ [t ∗ , b],
and
P (x, t ) − c1 ≤ 0
for t ∈ [x, t ∗ ]
(see [12, p. 111]). In consequence, we have
kP (x, ·) −
b
Z
c1 qq
|P (x, t ) − c1 |q dt
k = a x
Z
|t − t∗ |q dt +
= a
(t − t∗ )q dt + a
|t − t ∗ |q dt +
Z
b
|t − t ∗ |q dt t∗
x x
Z =
t∗
Z
t∗
Z
[−(t − t ∗ )]q dt + x
Z
b t∗
(t − t ∗ )q dt
(x − t∗ )q+1 (a − t∗ )q+1 [−(t ∗ − t ∗ )]q+1 [−(x − t ∗ )]q+1 (b − t ∗ )q+1 (t ∗ − t ∗ )q+1 − − + + − q+1 q+1 q+1 q+1 q+1 q+1 q +1 q +1 2 b−a (b − a) = = q . q+1 2 2 (q + 1) =
The last equality follows from (32). So, we conclude that (31) holds.
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M. Niezgoda / Computers and Mathematics with Applications 58 (2009) 589–596
On the other hand, if q = ∞ then b−a
kP (x, ·) − c1 k∞ = lim kP (x, ·) − c1 kr =
2
r →∞
,
because of (31) and limr →∞ (r + 1)1/r = 1. This completes the proof.
◦
◦
Corollary 2.5. Let f : I → R, where I ⊂ R is an interval, be a function differentiable in the interior I of I, and let [a, b] ⊂ I . Suppose that α0 , β0 ∈ R are numbers such that α0 ≤ f 0 (t ) ≤ β0 for all t ∈ [a, b]. Then for x ∈ [a, b] and 1 ≤ q ≤ ∞ we have the inequality
1 Z b (β0 − α0 )(b − a) a + b f (b) − f (a) 4 ( q + 1)1/q f (x) − 1 f ( t ) dt − x − ≤ 1 b−a a 2 b−a (β − α )(b − a) 4
0
0
if 1 ≤ q < ∞, (34) if q = ∞.
p
Proof. Take 1 ≤ p ≤ ∞ satisfying 1p + 1q = 1. Clearly, f 0 ∈ L∞ [a,b] ⊂ L[a,b] . Define α(t ) = α0 and β(t ) = β0 for t ∈ [a, b]. Then conditions (a) and (b) in Theorem 2.4 are satisfied. Consequently, (25) holds. Observe that kβ − αkp = (β0 − α0 )(b − a)1/p . Therefore the right-hand side of (25) is equal to 1 4
kβ − αkp
1/q (b − a)1/q 1 1 ( b − a) 1/p (b − a) = (β − α )( b − a ) = (β0 − α0 ) 0 0 (q + 1)1/q 4 (q + 1)1/q 4 (q + 1)1/q
for 1 ≤ q < ∞, and 1 4
(β0 − α0 )(b − a) for q = ∞.
All of this gives (34).
Three special cases of Corollary 2.5 are well-known. Namely, if q = 2 then Corollary 2.5 becomes a result of Matić et al. [11, 1 Theorem 6] with the factor √ on the right-hand side of (34). 4 3
Also, the case q = 1 leads to a result of Cheng [12, Theorem 1.5] with the factor 18 on the right-hand side of (34). (See also a similar result of Liu [17, Theorem 3].) Finally, the aforementioned inequality (5) of Dragomir and Wang [10, Theorem 2.1] corresponds to (34) for q = ∞. 3. Applications to numerical quadrature rules In this section we apply (25) to obtain bounds for the error in some numerical integration rules for functions with first p derivatives in L[a,b] . Setting
1 q
1
= 0 and (q + 1) q = 1 for q = ∞, we have the following. ◦
◦
Theorem 3.1. Let f : I → R, where I ⊂ R is an interval, be a function differentiable in the interior I of I, and let [a, b] ⊂ I . p Suppose that f 0 , α, β ∈ L[a,b] (1 ≤ p ≤ ∞) are functions such that (a) α + β is a constant function, and (b) α(t ) ≤ f 0 (t ) ≤ β(t ) for all t ∈ [a, b].
Then for every partition In : a = x0 < x1 < · · · < xn−1 < xn = b of [a, b] and for any intermediate point vector ξ = (ξ0 , ξ1 , . . . , ξn−1 ) satisfying ξi ∈ [xi , xi+1 ] for i = 0, 1, . . . , n − 1, we have Z b n −1 X 1 1+1/q ≤ f ( t ) dt − A ( f , I , ξ ) kβ − αk(pi) hi , (35) G n 4(q + 1)1/q a
where
1 p
+
i =0
1 q
= 1, hi = xi+1 − xi , and Z x 1/p i+1 |β( t ) − α(t )|p dt kβ − αk(pi) = xi ess sup |β(t ) − α(t )| t ∈[xi ,xi+1 ]
if 1 ≤ p < ∞, if p = ∞,
and AG denotes the generalized quadrature rules defined by AG (f , In , ξ ) =
n −1 X i=0
hi f (ξi ) −
n −1 X i =0
ξi −
xi + xi+1 2
(f (xi+1 ) − f (xi )).
(36)
M. Niezgoda / Computers and Mathematics with Applications 58 (2009) 589–596
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Proof. By (25) with x = ξi ∈ [xi , xi+1 ] we have the inequality
Z
xi+1
f (t )dt − hi f (ξi ) +
xi + xi+1
ξi −
2
xi
1+1/q 1 h (f (xi+1 ) − f (xi )) ≤ kβ − αk(pi) i 1/q 4 (q + 1)
for i = 0, 1, . . . , n − 1. Summing the above and using the triangle inequality we get (35). Taking ξi =
xi +xi+1 2
(37)
for i = 0, 1, . . . , n − 1, we obtain the following result for the mid-point quadrature rule.
Corollary 3.2. Under the assumptions and notation of Theorem 3.1, we have
Z
b
a
where
1 p
f (t )dt − AM (f , In ) ≤
+
1 q
n −1 X
1 1/q
4(q + 1)
1+1/q
kβ − αk(pi) hi
,
(38)
i=0
= 1, and AM is the mid-point quadrature rule defined by
A M ( f , In ) =
n −1 X
hi f
xi + xi+1
.
2
i =0
(39)
Applying Theorem 3.1 for ξi = xi and next for ξi = xi+1 leads to: Corollary 3.3. Under the assumptions and notation of Theorem 3.1, we have
Z
b
a
where
1 p
+
1 q
n −1 X
1
f (t )dt − AT (f , In ) ≤
1/q
4(q + 1)
1+1/q
kβ − αk(pi) hi
,
(40)
i=0
= 1, and AT is the trapezoid quadrature rule defined by
AT (f , In ) =
n−1 X
hi
f (xi ) + f (xi+1 ) 2
i=0
.
(41) 1/p
(i)
For constant functions α(t ) = α0 and β(t ) = β0 for t ∈ [a, b], we have kβ − αkp = (β0 − α0 )hi Consequently, the right-hand side of (35), (38) and (40) becomes 1 4(q + 1)
(β0 − α0 ) 1/q
n −1 X
h2i
for 1 ≤ p ≤ ∞.
for 1 ≤ q ≤ ∞.
(42)
i =0
Moreover, if α0 ≤ f 0 (t ) ≤ β0 for t ∈ [a, b], then f 0 ∈ L∞ [a,b] . So, Theorem 3.1 applied to p = ∞ and q = 1 implies the following result. ◦
◦
Corollary 3.4. Let f : I → R, where I ⊂ R is an interval, be a function differentiable in the interior I of I, and let [a, b] ⊂ I . Suppose that α0 , β0 ∈ R are numbers such that α0 ≤ f 0 (t ) ≤ β0 for all t ∈ [a, b]. Then for every partition In : a = x0 < x1 < · · · < xn−1 < xn = b of [a, b] and for any intermediate point vector ξ = (ξ0 , ξ1 , . . . , ξn−1 ) satisfying ξi ∈ [xi , xi+1 ] for i = 0, 1, . . . , n − 1, we have
Z
b
n−1 X 1 h2i , f (t )dt − AG (f , In , ξ ) ≤ (β0 − α0 ) 8
a
(43)
i=0
where hi = xi+1 − xi and AG is defined by (36). p
It is worth noting that the right-hand side of (43) can be replaced by (42) for any q ≥ 1, because L∞ [a,b] ⊂ L[a,b] for any p ≥ 1. For example, such a version of Corollary 3.4 for p = q = 2 gives a result of Matić et al. [11, Theorem 8] with the factor 1 √ in place of 18 (cf. [12, Theorem 1.5]). 4 3
Special versions of Corollary 3.4 are as follows (cf. [10, Corollaries 4.3 and 4.5] and [11, Corollaries 5 and 6]). Corollary 3.5. Under the assumptions and notation of Corollary 3.4, we have
Z
a
b
f (t )dt − AM (f , In ) ≤
where AM is defined by (39).
1 8
(β0 − α0 )
n−1 X i=0
h2i ,
(44)
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M. Niezgoda / Computers and Mathematics with Applications 58 (2009) 589–596
Corollary 3.6. Under the assumptions and notation of Corollary 3.4, we have
Z
b a
f (t )dt − AT (f , In ) ≤
1 8
(β0 − α0 )
n−1 X
h2i ,
(45)
i=0
where AT is defined by (41). References Rb
Rb
Rb
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