JOURNAL OF APPLIED FUNCTIONAL ANALYSIS · The purpose of the "Journal of Applied Functional...

Volume 9, Numbers 1-2 January-April 2014

ISSN:1559-1948 (PRINT), 1559-1956 (ONLINE) EUDOXUS PRESS,LLC

JOURNAL OF APPLIED FUNCTIONAL ANALYSIS

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Journal of Applied Functional Analysis A quartely international publication of Eudoxus Press, LLC, of TN.

Editor in Chief: George Anastassiou

Department of Mathematical Sciences University of Memphis

Memphis, TN 38152-3240, U.S.A.

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ON AN ABSTRACT NONLINEAR VOLTERRA INTEGRODIFFERENTIALEQUATION WITH NONLOCAL CONDITION

HARIBHAU. L. TIDKE AND RUPESH T. MORE∗

Department of Mathematics,School of Mathematical Sciences,

North Maharashtra University, Jalgaon-425 001, [email protected]

∗Department of Mathematics,Arts, Commerce and Sciences College, Bodwad, Jalgaon-425 310, India

[email protected]

Abstract. In this paper we prove the existence, uniqueness and other properties of mild solutions of anonlinear Volterra integrodifferential equation with nonlocal condition in Banach space. Our analysis isbased on C0−semigroup theory, Banach fixed point theorem and the integral inequality established byB. G. Pachpatte.

Key words: Volterra integrodifferential,fixed point theorem, continuous dependence, Pachpatte’s in-

equality, Nonlocal condition.

2000 Mathematics Subject Classification: 45J05, 34G20, 47H10, 34D05, 34D20.

1. Introduction

Let X be a Banach space with norm ‖ · ‖. Let B = C([t0, b];X) be Banach space of all continuous

functions from [t0, b] into X, endowed with the norm

‖x‖B = sup‖x(t)‖ : x ∈ B, 0 ≤ t0 ≤ t ≤ b.

In the present paper, we study the existence, uniqueness and other properties of mild solutions of a

nonlocal problem of the form:

x′(t) + Ax(t) = f(t, x(t),

∫ t

t0

a(t, s)k(s, x(s))ds), t ∈ [t0, b], (1.1)

x(t0) + g(x) = x0, (1.2)

where −A is the infinitesimal generator of a C0−semigroup T (t), t ≥ 0, on a Banach space X and

functions f : [t0, b]×X×X → X, g : B → X, k : [t0, b]×X → X , a : [t0, b]× [t0, b] → R are continuous

and x0 is a given element of X.

The nonlocal condition, which is a generalization of the classical initial, was motivated by physical

problems. The pioneering work on nonlocal conditions is due to Byszewski [4]. Existence of mild, strong

and classical solutions for differential and integrodifferential equations in abstract spaces with nonlocal

conditions has received much attention in recent years. We refer to the papers of Byszewski [4, 5],113

J. APPLIED FUNCTIONAL ANALYSIS, VOL. 9, NO.'S 1-2, 13-24, 2014, COPYRIGHT 2014 EUDOXUS PRESS, LLC

2 HARIBHAU. L. TIDKE AND RUPESH T. MORE∗

Balachandran and Chandrasekaran [1], K. Balachandran[2], S. Karunanithi and S. Chandrasekaran

[15], Y. Lin and J. H. Liu [17] and Zuomao Yan [27].

The equation of these type or their special forms commonly come across in almost all phases of

physics and other areas od applied mathematics, see, for example [6, 11, 19, 20, 24] and the references

listed therein. The problems of existence, uniqueness and other properties of solutions of various special

forms of (1.1)–(1.2) have been studied by using different techniques during last few years see, [3, 9, 12,

13, 14, 16, 18, 22, 23, 25, 26] and the references given therein. Our general formulation of (1.1)–(1.2) is

an attempt to generalize the results of [2, 7, 8, 10, 12, 22, 24, 26].

The paper is organized as follows. In section 2, we present the preliminaries and hypotheses. Section

3 deals with main results and in Section 4, we discuss the continuous dependence and other properties

of the solutions. Finally, in Section 5, we study the boundedness, asymptotic behaviour and growth of

solutions.

2. Preliminaries and Hypotheses

Before proceeding to the main results, we shall set forth some preliminaries and hypotheses that will

be used in our subsequent discussion.

Let X be a Banach space with norm ‖ · ‖ and −A is the infinitesimal generator of a C0−semigroup

T (t), t ≥ 0, on a Banach space X. The set of bounded linear operators T (t), t ∈ R+ = [0,∞) is a

C0−semigroup on X if

(i). T (t + s) = T (t)T (s) = T (s)T (t), t, s ≥ 0,

(ii). T (0) = I the identity operator,

(iii). T (·) is strongly continuous in t ∈ R+,

(iv). ‖T (t)‖ ≤ Mewt for some M ≥ 1 and real w and t ∈ R+

(see, Martin [18], p.276).

Definition 2.1. Let −A is the infinitesimal generator of a C0−semigroup T (t), t ≥ 0, on a Banach

space X. The function x ∈ B given by

x(t) = T (t− t0)[x0 − g(x)] +∫ t

t0

T (t− s)f(s, x(s),∫ s

t0

a(s, τ)k(τ, x(τ))dτ)ds, t ∈ [t0, b], (2.1)

is called the mild solution of the problem (1.1)–(1.2).

We require the following Lemma known as the Pachpatte’s inequality in our further discussion.

Lemma 2.2. (see, [21],p. 758) Let u(t), p(t) and q(t) be real valued nonnegative continuous functions

defined on R+, for which the inequality

u(t) ≤ u0 +∫ t

0p(s)

[u(s) +

∫ s

0q(τ)u(τ)dτ

]ds,

holds for all t ∈ R+, where u0 is a nonnegative constant, then

u(t) ≤ u0

[1 +

∫ t

0p(s) exp

( ∫ s

0

(p(τ) + q(τ)

)dτ

)]ds,

holds for all t ∈ R+.

14

ON AN ABSTRACT NONLINEAR VOLTERRA INTEGRODIFFERENTIAL EQUATION WITH NONLOCAL CONDITION3

Let us denote

L1 = maxt0≤t≤b

‖f(t, 0, 0)‖,

K1 = maxt0≤s, t≤b

‖k(t, 0)‖,

G = maxx∈B

‖g(x)‖.

We list the following hypotheses for our convenience.

(H1) g : B → X and there exists a constant G1 > 0 such that

‖g(x1)− g(x2)‖ ≤ G1‖x1(t)− x2(t)‖

for x1, x2 ∈ B.

(H2) f : [t0, b]×X ×X → X is continuous and there exist constants L > 0 such that

‖f(t, x1, y1)− f(t, x2, y2)‖ ≤ L(‖x1 − x2‖+ ‖y1 − y2‖),

for t ∈ [t0, b] and xi, yi ∈ X, i = 1, 2.

(H3) k : [t0, b]×X → X is continuous and there exists constant K > 0 such that

‖k(t, x1)− k(t, x2)‖ ≤ K(‖x1 − x2‖),

for t ∈ [t0, b] and xi ∈ X, i = 1, 2.

(H4) a : [t0, b]× [t0, b] → R is continuous and there exists constant N > 0 such that

|a(t, s)| ≤ N, for t, s ≥ 0.

3. Existence and Uniqueness

Now we first prove the result of existence and uniqueness of mild solutions.

Theorem 3.1. Assume that the hypotheses (H1) − (H4) hold. Then problem (1.1)–(1.2) has a unique

mild solution on [t0, b].

Proof. We use the Banach contraction principle to prove the existence and uniqueness of the mild

solution to (1.1)–(1.2). Let Er = x ∈ B : ‖x‖ ≤ r, where r ≥ [1− (MLb + MLKNb2)]−1[M(‖x0‖+

G) + MLNK1b2 + ML1b] with [MG1 + MLb + MLNKb2

]< 1, and define an operator on the Banach

space B by

(Fx)(t) = T (t− t0)[x0 − g(x)] +∫ t

t0

T (t− s)f(s, x(s),

∫ s

t0

a(s, τ)k(τ, x(τ))dτ)ds, t ∈ [t0, b]. (3.1)

Firstly, we show that the operator F maps Er into itself. For this by using assumptions, we have

‖(Fx)(t)‖ ≤ M [‖x0‖+ G] +∫ t

t0

M‖f(s, x(s),

∫ s

t0

a(s, τ)k(τ, x(τ))dτ)‖ds

≤ M [‖x0‖+ G] + M

∫ t

t0

[‖f

(s, x(s),

∫ s

t0

a(s, τ)k(τ, x(τ))dτ)− f(s, 0, 0)‖+ ‖f(s, 0, 0)‖

]ds

≤ M [‖x0‖+ G]

+ M

∫ t

t0

[L‖x(s)‖+ L

∫ s

t0

|a(s, τ)|‖k(τ, x(τ))− k(τ, 0) + k(τ, 0)‖dτ + L1

]ds

15


≤ M [‖x0‖+ G] + M

∫ t

t0

[Lr + LNKr(s− t0) + LNK1(s− t0) + L1

]ds

≤ M [‖x0‖+ G] + M[Lrb + LNKrb2 + LNK1b

2 + L1b]

= [M(‖x0‖+ G) + MLNK1b2 + ML1b] + (MLb + MLNKb2)r

≤ [1− (MLb + MLNKb2)]r + (MLb + MLNKb2)r = r, (3.2)

for x ∈ B. The equation (3.2) shows that the operator F maps B into itself.

Now for every x1, x2 ∈ E and t ∈ [t0, b], we obtain

‖(Fx1)(t)− (Fx2)(t)‖

≤ ‖T (t− t0)‖‖g(x1)− g(x2)‖+∫ t

t0

‖T (t− s)[f(s, x1(s),

∫ s

t0

a(s, τ)k(τ, x1(τ))dτ)

− f(s, x2(s),

∫ s

t0

a(s, τ)k(τ, x2(τ))dτ)]‖ds

≤ MG1‖x1 − x2‖B + M

∫ t

t0

[L‖x1 − x2‖B + LNK‖x1 − x2‖B(s− t0)

]ds

≤ MG1‖z1 − z2‖B + M[L(t− t0) + LNKb2

]‖x1 − x2‖B

≤[MG1 + MLb + MLNKb2

]‖x1 − x2‖B. (3.3)

If we take q = MG1 + MLb + MLNKb2, then

‖Fx1 − Fx2‖B ≤ q‖x1 − x2‖B

with 0 < q < 1. This shows that the the operator F is a contraction on the complete metric space B.

By the Banach fixed point theorem, the function B has a unique fixed point in the space B and this

point is the mild solution of problem (1.1)–(1.2) on [t0, b].

The following theorem shows the uniqueness of solutions to (1.1)–(1.2) without the existence part.

Theorem 3.2. Suppose that the hypotheses (H1) − (H4) hold. Then the (1.1)–(1.2) has at most one

solution on [t0, b].

Proof. Let x1(t) and x2(t) be two solutions of (1.1)–(1.2) and u(t) = ‖x1(t) − x2(t)‖, t ∈ [t0, b]. Then

by hypotheses, we have

u(t) ≤ ‖T (t− t0)‖‖g(x1)− g(x2)‖+∫ t

t0

‖T (t− s)[f(s, x1(s),

∫ s

t0

a(s, τ)k(τ, x1(τ))dτ)

− f(s, x2(s),

∫ s

t0

a(s, τ)k(τ, x2(τ))dτ)]‖ds

≤ MG1‖x1(t)− x2(t)‖+∫ t

t0

ML[‖x1(s)− x2(s)‖+

∫ s

t0

NK‖x1(τ)− x2(τ)‖dτ]ds

≤ MG1u(t) +∫ t

t0

ML[u(s) +

∫ s

t0

NKu(τ)dτ]ds,

16


which implies

u(t) ≤∫ t

t0

ML

1−MG1

[u(s) +

∫ s

t0

NKu(τ)dτ]ds. (3.4)

Now a suitable application of Lemma 2.2 with u0 = 0 to (3.5) yields

‖x1(t)− x2(t)‖ ≤ 0[1 +

∫ t

t0

ML

1−MG1exp

∫ s

t0

(ML

1−MG1+ NK)dτ

]ds

= 0[1 +

ML

ML + NK(1−MG1)

(exp

ML + NK(1−MG1)1−MG1

(t− t0)− 1

)]= 0. (3.5)

From (3.5), we have x1(t) = x2(t) for t ∈ [t0, b]. Thus there is at most one solution to (1.1)–(1.2) on

[t0, b].

4. Continuous Dependence

In this section we study the continuous dependence of solutions to (1.1) on the given initial data, and

the function f involved therein. Also we show the continuous dependence of solutions of equations of

the form (1.1) on certain parameters.

The following theorem concerning the continuous dependence of solutions to (1.1)–(1.2) on the given

initial conditions.

Theorem 4.1. Suppose that the hypotheses (H1) − (H4) hold. Suppose that the functions x1 and x2

satisfy the equation (1.1) for t0 ≤ t ≤ b with x1(t0) + g(x1) = x∗0 and x2(t0) + g(x2) = x∗∗0 respectively,

and x1(t), x2(t) ∈ B. Then

‖x1(t)− x2(t)‖ ≤M

1−MG1‖x∗0 − x∗∗0 ‖

[1 +

ML

ML + NK(1−MG1)

(exp


b− 1

)].

Proof. The details of the proof of Theorem 4.1 follow by by similar arguments as in the proof of Theorem

3.2 with suitable modification. Hence we omit the details.

Now we consider the initial value problem (1.1)–(1.2) and the corresponding initial-value problem

y′(t) + Ax(t) = f(t, y(t),

∫ t

t0

a(t, s)k(s, y(s))ds), t ∈ [t0, b], (4.1)

y(t0) + g(y) = y0, (4.2)

where f : [t0, b] ×X ×X → X, g : B → X, k : [t0, b] ×X → X, a : [t0, b] × [t0, b] → R are continuous

and y0 is a given element of X.

The following theorem deals with the closeness of solutions of the initial value problem (1.1)–(1.2)

and initial value problem (4.1)–(4.2).

Theorem 4.2. Suppose that the hypotheses (H1) − (H4) hold and there exist constants ε1 > 0, δ1 >

0, δ2 > 0 such that

‖f(t, u, v)− f(t, u, v)‖ ≤ ε1, (4.3)17


‖x0 − y0‖ ≤ δ1, ‖g(u)− g(u)‖ ≤ δ2, (4.4)

where x0, g, f and y0, g, f are as in (1.1)–(1.2) and (4.1)–(4.2). Let x(t) and y(t) be respectively,

solutions of (1.1)–(1.2) and (4.1)–(4.2) on [t0, b]. Then the solution x(t) of the initial value problem

(1.1)–(1.2) depends continuously on the functions involved therein.

Proof. Let u(t) = ‖x(t)− y(t)‖ for t ∈ [t0, b]. From the hypotheses, we have

u(t) ≤ M‖x0 − y0‖+ M‖g(y)− g(y)‖+ M‖g(x)− g(y)‖

+∫ t

t0

M‖f(s, x(s),∫ s

t0

a(s, τ)k(τ, x(τ))dτ)− f(s, y(s),∫ s

t0

a(s, τ)k(τ, y(τ))dτ)‖ds

+∫ t

t0

M‖f(s, y(s),∫ s

t0

a(s, τ)k(τ, y(τ))dτ)− f(s, y(s),∫ s

t0

a(s, τ)k(τ, y(τ))dτ)‖ds

≤ M(δ1 + δ2) + MG1u(t) +∫ t

t0

ML[u(s) +

∫ s

t0

NKu(τ)dτ]ds +

∫ t

t0

Mε1ds

≤ M(δ1 + δ2 + ε1b) + MG1u(t) +∫ t

t0

ML[u(s) +

∫ s

t0

NKu(τ)dτ]ds,

which implies

u(t) ≤ M(δ1 + δ2 + ε1b)1−MG1

+∫ t

t0

ML

1−MG1

[u(s) +

∫ s

t0

NKu(τ)dτ]ds, (4.5)

Now an application of Lemma 2.2 (with u0 =M(δ1 + δ2 + ε1b)

1−MG1), known as Pachpatte’s inequality, to

(4.5), yields that for t0 ≤ t ≤ b,

‖x(t)− y(t)‖ ≤ M(δ1 + δ2 + ε1b)1−MG1

[1 +

∫ t

t0

ML

1−MG1exp

∫ s

t0

(ML

1−MG1+ NK)dτ

ds

]≤ M(δ1 + δ2 + ε1b)

1−MG1

[1 +

ML

ML + NK(1−MG1)

(exp


b− 1

)].

(4.6)

This shows that the solution x(t) of the initial value problem (1.1)–(1.2) depends continuously on the

functions involved therein.

Remark 4.3. The result given in Theorem 4.2 relates the solutions of the initial value problem (1.1)–

(1.2) and of initial value problem (4.1)–(4.2) in the sense that if f is close to f , x0 is close to y0, and

g is close to g, then not only the solutions of the initial value problem (1.1)–(1.2) and of initial value

problem (4.1)–(4.2) are close to each other, but also depend continuously on the functions involved

therein.

Next, consider the initial value problem (1.1)–(1.2) together with

y′(t) + Ay(t) = fk(t, y(t),∫ t

t0

a(t, s)k(s, y(s)))ds, (4.7)

y(t0) + gk(y) = αk, (4.8)

for k = 1, 2, · · · , where fk ∈ C([t0, b]×X ×X, X), gk ∈ C(B,X), k ∈ C([t0, b]×X, X), a ∈ C([t0, b]×[t0, b], R) and αk is a sequence in X.

18


As an immediate consequence of Theorem 4.2, we have the following corollary.

Corollary 4.4. Suppose that the hypotheses (H1) − (H4) hold and there exist nonnegative constants

εk, δk, δk (k = 1, 2, · · · ) such that

‖f(t, u, v)− fk(t, u, v)‖ ≤ εk, (4.9)

‖x0 − αk‖ ≤ δk, ‖g(u)− gk(u)‖ ≤ δk, (4.10)

with εk → 0 and δk, δk → 0 as k →∞. If x(t) and yk(t) (k = 1, 2, · · · ) are respectively the solutions of

(1.1)–(1.2) and (4.7)–(4.8) on [t0, b], then yk(t) → x(t) as k →∞ on [t0, b].

Proof. For k = 1, 2, · · · , the conditions of of Theorem 4.2 hold. As an application of Theorem 4.2 and

Lemma 2.2 yields

‖yk(t)− x(t)‖ ≤ M(δk + δk + εkb)1−MG1

[1 +

ML

ML + NK(1−MG1)

(exp


b− 1

)],

(4.11)

for every t0 ≤ t ≤ b. As k →∞, the required result follows from (4.11).

Remark 4.5. The result obtained in Corollary 4.4 provide sufficient conditions to ensure that the

solutions of initial value problem (4.7)–(4.8) will converge to the solutions of initial value problem

(1.1)–(1.2).

Now, we consider the integrodifferential equations:

x′(t) + Ax(t) = f(t, x(t),∫ t

t0

a(t, s)k(s, x(s))ds, µ1), (4.12)

x′(t) + Ax(t) = f(t, x(t),∫ t

t0

a(t, s)k(s, x(s))ds, µ2), (4.13)

for t ∈ [t0, b], where f ∈ C([t0, b]×X ×X ×R,X), and with the initial condition given by (1.2).

The following theorem states the continuous dependence of solutions to (4.12)-(1.2) and (4.13)-(1.2)

on parameters.

Theorem 4.6. Assume that hypotheses (H1), (H3) and (H4) hold and there exists positive constant L1

such that

‖f(t, x, y, µ1)− f(t, x, y, µ2)‖ ≤ L1

[‖x− x‖+ ‖y − y‖+ |µ1 − µ2|

].

Let x(t) and y(t) be the solutions of (4.12) with (1.2) and (4.13) with (1.2) respectively. Then

‖x(t)− y(t)‖ ≤ ML1b|µ1 − µ2|1−MG1

[1 +

ML

ML + NK(1−MG1)

(exp


b− 1

)],

for t0 ≤ t ≤ b.19


Proof. Let u(t) = ‖x(t)− y(t)‖ for t ∈ [t0, b]. Now, by using the hypotheses, we have

u(t) ≤ MG1‖x(t)− y(t)‖+∫ t

t0

M‖[f(s, x(s),

∫ s

t0

a(s, τ)k(τ, x(τ))dτ, µ1)

− f(s, y(s),∫ s

t0

a(s, τ)k(τ, y(τ))dτ, µ2)]‖ds

≤ MG1u(t) +∫ t

t0

ML1

[‖x(s)− y(s)‖+

∫ s

t0

NK‖x(τ)− y(τ)‖dτ + |µ1 − µ2|]ds

≤ MG1u(t) +∫ t

t0

ML1

[u(s) +

∫ s

t0

NKu(τ)dτ + |µ1 − µ2|]ds

≤ ML1b|µ1 − µ2|+ MG1u(t) +∫ t

t0

ML1

[u(s) +

∫ s

t0

NKu(τ)dτ]ds,

which implies

u(t) ≤ ML1b|µ1 − µ2|1−MG1

+∫ t

t0

ML1

1−MG1

[u(s) +

∫ s

t0


Now an application of Lemma 2.2 (with u0 =ML1b|µ1 − µ2|

1−MG1), known as Pachpatte’s inequality, to

(4.14), yields

‖x(t)− y(t)‖ ≤ ML1b|µ1 − µ2|1−MG1

[1 +

ML

ML + NK(1−MG1)

(exp


b− 1

)].

(4.15)

A slight variant of Theorem 4.2 is given the following theorem.

Theorem 4.7. Assume that hypotheses (H1), (H3) and (H4) hold and there exists constant L such that

‖f(t, x, y)− f(t, x, y)‖ ≤ L[‖x− x‖+ ‖y − y‖

],

where L ≥ 0, and that the condition (4.4) hold. Let x(t) and y(t) be the solutions of (1.1)–(1.2) and

(4.1)–(4.2) respectively. Then

‖x(t)− y(t)‖ ≤ M(δ1 + δ2)1−MG1

[1 +

ML

ML + NK(1−MG1)

(exp


b− 1

)],

for t0 ≤ t ≤ b.

Proof. Let u(t) = ‖x(t)− y(t)‖ for t ∈ [t0, b]. Now, by using the hypotheses, we have

u(t) ≤ M‖x0 − y0‖+ M‖g(y)− g(y)‖+ M‖g(x)− g(y)‖

+∫ t

t0

M‖[f(s, x(s),

∫ s

t0

a(s, τ)k(τ, x(τ))dτ)− f(s, y(s),∫ s

t0

a(s, τ)k(τ, y(τ))dτ)]‖ds

≤ M(δ1 + δ2) + MG1u(t) +∫ t

t0

ML[u(s) +

∫ s

t0

NKu(τ)dτ]ds,

which implies

u(t) ≤ M(δ1 + δ2)1−MG1

+∫ t

t0

ML

1−MG1

[u(s) +

∫ s

t0


20


Now an application of Lemma 2.2 (with u0 =M(δ1 + δ2)1−MG1

), known as Pachpatte’s inequality, to (4.16),

yields

‖x(t)− y(t)‖ ≤ M(δ1 + δ2)1−MG1

[1 +

ML

ML + NK(1−MG1)

(exp


b− 1

)]. (4.17)

5. Boundedness and Growth of Solutions

In this section the boundedness, asymptotic behaviour and growth of the solutions of equations

(1.1)–(1.2) are investigated.

We need the following definitions in our subsequent discussion.

Definition 5.1. The solution x(t) of equations (1.1)–(1.2) is said to be exponentially asymptotically

stable, if there exist positive constants M and α such that the inequality

‖x(t)‖ ≤ M(‖x0‖+ G)e−α(t−t0), t ≥ t0,

holds for (‖x0‖+ G) sufficiently small.

Definition 5.2. The solution x(t) of equations (1.1)–(1.2) is said to be uniformly slowly growing if, and

only if, for every α > 0 there exists a constant M , possibly depending on α, such that the inequality

‖x(t)‖ ≤ M(‖x0‖+ G)eα(t−t0), t ≥ t0,

holds for (‖x0‖+ G) < ∞.

The following theorem contains the estimate on the solution of the initial value problem (1.1)–(1.2).

Theorem 5.3. Assume that the hypothesis (H4) holds. Let k and f satisfy

‖k(t, x(t))‖ ≤ p1(t)‖x(t)‖, (5.1)

and

‖f(t, x(t), y(t))‖ ≤ p2(t)[‖x(t) + ‖y(t)‖], (5.2)

for all t ∈ [t0,∞), x, y ∈ B, where p1(t) and p2(t) are real valued nonnegative continuous functions

defined on [t0,∞) such that ∫ ∞

t0

p1(t)dt < ∞,

∫ ∞

t0

p2(t)dt < ∞, (5.3)

then all solutions of the initial value problem (1.1)–(1.2) are bounded on R+.

Proof. Let x(t) = T (t− t0)[x0 − g(x)] +∫ t

t0

T (t− s)f(s, x(s),

∫ s

t0

a(s, τ)k(τ, x(τ))dτ)ds be a solution of

(1.1)–(1.2) on R+. Using conditions (5.1), (5.2), and hypothesis, we have

‖x(t)‖ ≤ M [‖x0‖+ G] +∫ t

t0

M‖f(s, x(s),

∫ s

t0


21


≤ M [‖x0‖+ G] + M

∫ t

t0

p2(s)[‖x(s)‖+

∫ s

t0

|a(s, τ)|‖k(τ, x(τ))‖dτ]ds

≤ M [‖x0‖+ G] + M

∫ t

t0

p2(s)[‖x(s)‖+

∫ s

t0

Np1(τ)‖x(τ)‖dτ]ds.

Applying Lemma 2.2 with u(t) = ‖x(t)‖, and u0 = M [‖x0‖+ G], we get

‖x(t)‖ ≤ M [‖x0‖+ G][1 +

∫ t

t0

Mp2(s) exp∫ s

t0

(Mp2(τ) + Np1(τ)

)dτ

ds

]. (5.4)

Thus, in view of condition (5.3), the boundedness of the solution x(t) follows. This completes the proof

of the theorem.

Remark 5.4. It is important to note that the Theorem 5.3 proves not only the boundedness, but also

the stability of x(t), if ‖x0‖+ G is small enough.

Next theorem deals the asymptotic behaviour of solution of the initial value problem (1.1)–(1.2).

Theorem 5.5. Assume that the hypothesis (H4) holds and ‖T (t − s)‖ ≤ C1e−α(t−s), where C1 is a

nonnegative constant.. Let k and f satisfy

‖k(t, x(t))‖ ≤ p1(t)‖x(t)‖, (5.5)

and

‖f(t, x(t), y(t))‖ ≤ p2(t)e−αt[‖x(t) + ‖y(t)‖], (5.6)

for all t ∈ [t0,∞), α > 0 is a constant, where p1(t) and p2(t) are as in Theorem 5.3 with condition

(5.3). Then all solutions of (1.1)–(1.2) approach to zero as t →∞.


t0

T (t− s)f(s, x(s),

∫ s

t0


(1.1)–(1.2) on R+. Using conditions (5.5), (5.6), and hypothesis (H4), we obtain

‖x(t)‖ ≤ C1e−α(t−t0)[‖x0‖+ G] +

∫ t

t0

C1e−α(t−s)‖f

(s, x(s),

∫ s

t0


≤ C1e−α(t−t0)[‖x0‖+ G] +

∫ t

t0

C1e−α(t−s)e−αsp2(s)

[‖x(s)‖+

∫ s

t0

Np1(τ)‖x(τ)‖dτ]ds

≤ C1e−αteαt0 [‖x0‖+ G] +

∫ t

t0

C1e−αteαse−αsp2(s)

[‖x(s)‖+

∫ s

t0

Np1(τ)‖x(τ)‖dτ]ds. (5.7)

Multiplying both sides of (5.7) by eαt and using fact e−αt < 1, we obtain

‖x(t)‖eαt ≤ C1eαt0 [‖x0‖+ G] +

∫ t

t0

C1p2(s)eαs‖x(s)‖ds +∫ t

t0

C1p2(s)∫ s

t0

Np1(τ)eατ‖x(τ)‖dτds. (5.8)

Applying Lemma 2.2 with u(t) = ‖x(t)‖eαt, and u0 = C1eαt0 [‖x0‖+ G], we get

‖x(t)‖eαt ≤ C1eαt0 [‖x0‖+ G]

[1 +

∫ t

t0

C1p2(s) exp∫ s

t0

(C1p2(τ) + Np1(τ)

)dτ

ds

]. (5.9)

Using the condition (5.3), we get

‖x(t)‖eαt ≤ L2,

22


where L2 > 0 is a constant. Thus, as t → ∞, the solution of (1.1)–(1.2) approaches to zero. This

completes the proof of the theorem.

Theorem 5.6. Assume that the hypothesis (H4) holds and ‖T (t − s)‖ ≤ C1eα(t−s), where C1 is a

nonnegative constant. Let k and f satisfy

‖k(t, x(t))‖ ≤ p1(t)e−αt‖x(t)‖, (5.10)

and

‖f(t, x(t), y(t))‖ ≤ p2(t)e−αt[‖x(t) + ‖y(t)‖], (5.11)

for all t ∈ [t0,∞), α > 0 is a constant, where p1(t) and p2(t) are as in Theorem 5.3 with condition

(5.3). Then all solutions of (1.1)–(1.2) are slowly growing.


t0

T (t− s)f(s, x(s),

∫ s

t0


(1.1)–(1.2) on R+. Using conditions (5.10), (5.11), and hypothesis (H4), we obtain

‖x(t)‖ ≤ C1eα(t−t0)[‖x0‖+ G] +

∫ t

t0

C1eα(t−s)‖f

(s, x(s),

∫ s

t0


≤ C1eα(t−t0)[‖x0‖+ G] +

∫ t

t0

C1eα(t−s)e−αsp2(s)

[‖x(s)‖+

∫ s

t0

Np1(τ)e−ατ‖x(τ)‖dτ]ds

≤ C1eαte−αt0 [‖x0‖+ G] +

∫ t

t0

C1eαte−αse−αsp2(s)

[‖x(s)‖+

∫ s

t0

Np1(τ)e−ατ‖x(τ)‖dτ]ds.

(5.12)

Multiplying both sides of (5.12) by e−αt and using fact e−αt < 1, we obtain

‖x(t)‖e−αt ≤ C1e−αt0 [‖x0‖+ G] +

∫ t

t0

C1p2(s)e−αs‖x(s)‖ds +∫ t

t0

C1p2(s)∫ s

t0

Np1(τ)e−ατ‖x(τ)‖dτds.

(5.13)

Applying Lemma 2.2 with u(t) = ‖x(t)‖e−αt, and u0 = C1e−αt0 [‖x0‖+ G], we get

‖x(t)‖e−αt ≤ C1e−αt0 [‖x0‖+ G]

[1 +

∫ t

t0

C1p2(s) exp∫ s

t0

(C1p2(τ) + Np1(τ)

)dτ

ds

]. (5.14)

Using the condition (5.3) in (5.14), we get

‖x(t)‖e−αt ≤ L3,

where L3 > 0 is a constant. Thus, as t → ∞, the solutions of (1.1)–(1.2) are slowly growing. This

completes the proof of the theorem.

References

[1] K. Balachandran and M. Chandrasekaran, Existence of solutions of nonlinear integrodifferential equations with nonlocalcondition,J. Appl. Math. Stoch. Anal., 10(1997), 279-288.

[2] K. Balachandran, Existence and uniqueness of mild and strong solutions of nonlinear integrodifferential equations withnonlocal condition, Differential Equations and Dynamical Systems, Vol. 6, 1/2(1998), 159-165.

[3] V. Barbu, Nonlinear Semigroups and Differential Equations in Banach Spaces, Noorhoff, Leyden, Netherland, (1976).[4] L. Byszewski, Theorems about the existence and uniquess of solutions of a semilinear evolution nonlocal Cauchy

problem, J. Math. Anal. Appl., 162(1991), 494-505.

23


[5] L. Byszewski, Existence of solutions of a semilinear functional-differential evolution nonlocal problem, Nonlinear Anal-ysis, 34(1998), 65-72.

[6] T. Dalin and S. M. Rankin III, Peristaltic transport of heat conducting viscous fluid as an application of abstractdifferential equations and semigroup of operators, J. Math. Anal. Appl. 169(1992), 391-407.

[7] S. G. Deo, V. Lakshmikantham and V. Raghavendra, Text Book of Ordinary Differential Equations, Tata McGraw-HillPublishing Company Limited, (2003).

[8] M. B. Dhakne, On an abstract functional integrodifferential equation, J. Natur. Phys. Sci. 9-10(1995-96), 1-12.[9] M. B. Dhakne and G. B. Lamb, Existence result for an abstract nonlinear integrodifferential equation, Gaint: J.

Bangladesh Math. Soc., 21(2001), 29-37.[10] M. B. Dhakne and B. G. Pachpatte, On perturbed functional integrodifferential equation, Acta Mathematica Scientia,

8(1988), 263-282.[11] Janet Dyson and Rosanna Villella, A nonlinear age and maturity structured model of population dynamics, I. Basic

theory, J. Math. Anal. Appl., 242(2000), 93-104.[12] W. E. Fitzgibbon, Semilinear integrodifferential equation in Banach space, Nonlinear Analysis TMA, 4(1980), 745-760.[13] M. L. Heard, An abstract semilinear hyperbolic Volterra integrodifferential equations, J. Math. Anal. Appl., 80(1981),

175-202.[14] M. A. Hussain, On a nonlinear integrodifferential equation in Banach space, Indian J. Pure Appl. Math. 19(6)(1988),

516-529.[15] S. Karunanithi and S. Chandrasekaran, existence results for non-autonomous semilinear integrodifferential systems,

International Journal of Nonlinear Sciences, Vol. 13(2012), No. 2, 220-227.[16] T. Kato, Perturbation Theory for Linear Operators, 2nd ed. Grundlehrender, Math. Wissenschaften Band 132,

Springer-Verlag, New York, (1980).[17] Y. Lin and J. H. Liu, Semilinear integrodifferential equations with nonlocal Cauchy problem, Nonlinear Analysis, TMA,

26(1996), 1023-1033.[18] Martin R. H. Jr., Nonlinear Operators and Differential Equaions in Banach Spaces, John Wiley and Sons, New York,

(1976).[19] B. A. Morante, An integrodifferential equation arising from the theory of heat conduction in rigid material with memory,

Boll. Un. Mat. Ital.,15(1978), 470-482.[20] B. A. Morante and G. F. Roach, A mathematical model for Gamma ray transport in the cardiac region, J. Math. Anal.

Appl. 244(2000), 498-514.[21] B. G. Pachpatte; A note on Gronwall-Bellman inequality, J. Math. Anal. Appl., 44(1973), 758-762.[22] B. G. Pachpatte; On some integrodifferential equations in Banach spaces, Bull. Austral. Math. Soc., 12(1975), 337-350.[23] B. G. Pachpatte; Appliations of the Leray-Schauder alternative to some Volterra intergral and integrodifferential

equations, Indian J. Pure Appl. Math., 26(12)(1995), 1161-1168.[24] A. Pazy, Semigroups of linear operators and applications to partial differential equations, New York, Springer-Verlag,

(1983).[25] G. Teschl, Ordinary Differential Equations and Dynamical Systems, Graduate Studies in Mathematics, American

Mathematical Society, (2011).[26] G. F. Webb, An abstract semilinear Volterra integrodifferential equation, Proc. Amer. Math. Soc. , 69(2)(1978), 255-

260.[27] Zuomao Yan, On solutions of semilinear evolution integrodifferential equations with nonlocal conditions, Tamkang

Journal Of Mathematics, Volume 40(2009), No.3, 257-269.

24

FIXED POINTS AND ORTHOGONAL STABILITY OFFUNCTIONAL EQUATIONS IN NON-ARCHIMEDEAN SPACES

CHOONKIL PARK, YEOL JE CHO∗, PRASIT CHOLAMJIAK, AND SUTHEP SUANTAI

Abstract. In this paper, by using the fixed point method, we investigate the or-thogonal stability of orthogonally Jensen additive functional equation, the orthogo-nally cubic functional equation and the orthogonally quartic functional equation innon-Archimedean normed spaces.

1. Introduction and preliminaries

Assume that X is a real inner product space and f : X → R is a solution of theorthogonal Cauchy functional equation f(x + y) = f(x) + f(y), where ⟨x, y⟩ = 0.By the Pythagorean theorem, f(x) = ∥x∥2 is a solution of the conditional equation.Of course, this function does not satisfy the additivity equation everywhere. Thusorthogonal Cauchy equation is not equivalent to the classic Cauchy equation on thewhole inner product space.

Pinsker [52] characterized orthogonally additive functionals on an inner productspace when the orthogonality is the ordinary one in such spaces. Sundaresan [63]generalized this result to arbitrary Banach spaces equipped with the Birkhoff-Jamesorthogonality. The orthogonal Cauchy functional equation

f(x+ y) = f(x) + f(y), x ⊥ y,

in which ⊥ is an abstract orthogonality relation, was first investigated by Gudder andStrawther [25]. They defined ⊥ by a system consisting of five axioms and describedthe general semi-continuous real-valued solution of conditional Cauchy functional equa-tion. In 1985, Ratz [59] introduced a new definition of orthogonality by using morerestrictive axioms than of Gudder and Strawther. Moreover, he investigated the struc-ture of orthogonally additive mappings. Ratz and Szabo [60] investigated the problemin a rather more general framework.

Let us recall the orthogonality in the sense of Ratz ([59]).

Suppose that X is a real vector space with dimX ≥ 2 and ⊥ is a binary relation onX with the following properties:

2010 Mathematics Subject Classification. Primary 39B55, 46S10, 47H10, 39B52, 47S10, 30G06,46H25, 12J25.

Key words and phrases. Hyers-Ulam stability, orthogonally (Jensen additive, Jensen quadratic,cubic, quartic) functional equation, fixed point, non-Archimedean normed space, orthogonality space.∗Corresponding author.

25


C. PARK, Y. CHO, P. CHOLAMJIAK, AND S. SUANTAI

(O1) totality of ⊥ for zero: x ⊥ 0 and 0 ⊥ x for all x ∈ X;(O2) independence: if x, y ∈ X −0 and x ⊥ y, then x and y are linearly indepen-

dent;(O3) homogeneity: if x, y ∈ X and x ⊥ y, then αx ⊥ βy for all α, β ∈ R;(O4) Thalesian property: if P is a 2-dimensional subspace of X, x ∈ P and λ ∈ R+,

which is the set of nonnegative real numbers, then there exists y0 ∈ P such that x ⊥ y0and x+ y0 ⊥ λx− y0.

The pair (X,⊥) is called an orthogonality space. By an orthogonality normed spacewe mean an orthogonality space having a normed structure.

Some interesting examples are as follows:

(1) The trivial orthogonality on a vector space X defined by (O1) and, for anynon-zero elements x, y ∈ X, x ⊥ y if and only if x and y are linearly independent.

(2) The ordinary orthogonality on an inner product space (X, ⟨·, ·⟩) given by x ⊥ yif and only if ⟨x, y⟩ = 0.

(3) The Birkhoff-James orthogonality on a normed space (X, ∥ · ∥) defined by x ⊥ yif and only if ∥x+ λy∥ ≥ ∥x∥ for all λ ∈ R.

The relation ⊥ is called symmetric if x ⊥ y implies that y ⊥ x for all x, y ∈X. Clearly, Examples (1) and (2) are symmetric, but Example (3) is not. It isremarkable to note, however, that a real normed space of dimension greater than 2 isan inner product space if and only if the Birkhoff-James orthogonality is symmetric.There are several orthogonality notions on a real normed space such as Birkhoff-James,Boussouis, Singer, Carlsson, unitary-Boussouis, Roberts, Phythagorean, isosceles andDiminnie (see [1]–[4], [9, 8, 21, 31]).

The stability problem of functional equations was originated from the followingquestion of Ulam [65]:

Under what condition does there is an additive mapping near an approximately ad-ditive mapping?

In 1941, Hyers [27] gave a partial affirmative answer to the question of Ulam in thecontext of Banach spaces. In 1978, Th.M. Rassias [54] extended the theorem of Hyersby considering the unbounded Cauchy difference

∥f(x+ y)− f(x)− f(y)∥ ≤ ε(∥x∥p + ∥y∥p) (ε > 0, p ∈ [0, 1)).

During the last decades several stability problems of functional equations have beeninvestigated in the spirit of Hyers-Ulam-Rassias. Refer to [18, 28, 33, 45, 58] andreferences therein for detailed information on stability of functional equations.

Ger and Sikorska [24] investigated the orthogonal stability of the Cauchy functionalequation f(x+ y) = f(x)+ f(y), namely, they showed that, if f is a mapping from anorthogonality space X into a real Banach space Y and ∥f(x+y)−f(x)−f(y)∥ ≤ ε forall x, y ∈ X with x ⊥ y and for some ε > 0, then there exists exactly one orthogonallyadditive mapping g : X → Y such that ∥f(x)− g(x)∥ ≤ 16

3ε for all x ∈ X.

26

ORTHOGONAL STABILITY OF FUNCTIONAL EQUATIONS

The first author treating the stability of the quadratic equation was Skof [62] byproving that, if f is a mapping from a normed spaceX into a Banach space Y satisfying

∥f(x+ y) + f(x− y)− 2f(x)− 2f(y)∥ ≤ ε

for some ε > 0, then there is a unique quadratic mapping g : X → Y such that ∥f(x)−g(x)∥ ≤ ε

2. Cholewa [15] extended the Skof’s theorem by replacing X by an abelian

group G. Skof’s result was later generalized by Czerwik [16] in the spirit of Hyers-Ulam-Rassias. The stability problem of functional equations has been extensivelyinvestigated by some mathematicians (see [17, 51, 50], [55]–[57]).

The orthogonally quadratic equation

f(x+ y) + f(x− y) = 2f(x) + 2f(y), x ⊥ y

was first investigated by Vajzovic [66] when X is a Hilbert space, Y is the scalar field,f is continuous and ⊥ means the Hilbert space orthogonality. Later, Cho et al. [12],Drljevic [22], Fochi [23], Moslehian [41, 42] and Szabo [64] generalized this result.

In [32], Jun and Kim considered the following cubic functional equation

f(2x+ y) + f(2x− y) = 2f(x+ y) + 2f(x− y) + 12f(x). (1.1)

It is easy to show that the function f(x) = x3 satisfies the functional equation (1.1),which is called a cubic functional equation and every solution of the cubic functionalequation is said to be a cubic mapping.

Let X be an orthogonality space and Y a real Banach space. A mapping f : X → Yis called orthogonally cubic if it satisfies the orthogonally cubic functional equation(0.3).

In [37], Lee et al. considered the following quartic functional equation

f(2x+ y) + f(2x− y) = 4f(x+ y) + 4f(x− y) + 24f(x)− 6f(y). (1.2)

It is easy to show that the function f(x) = x4 satisfies the functional equation (1.2),which is called a quartic functional equation and every solution of the quartic functionalequation is said to be a quartic mapping. For more results on the quartic functionalequations, see [3, 10, 14, 16, 22, 37, 40, 50, 55, 61, 64].

Let X be an orthogonality space and Y a Banach space. A mapping f : X → Y iscalled orthogonally quartic if it satisfies the orthogonally quartic functional equation(0.4).

In 1897, Hensel [26] introduced a normed space which does not have the Archimedeanproperty. It turned out that non-Archimedean spaces have many nice applications (see[19, 35, 36, 46]).

Definition 1.1. By a non-Archimedean field we mean a field K equipped with afunction (valuation) |·| : K→ [0,∞) such that, for all r, s ∈ K, the following conditionshold:

(1) |r| = 0 if and only if r = 0;

27


(2) |rs| = |r||s|;(3) |r + s| ≤ max|r|, |s|.

Definition 1.2. ([44]) Let X be a vector space over a scalar field K with a non-Archimedean non-trivial valuation | · | . A function || · || : X → R is a non-Archimedeannorm (valuation) if it satisfies the following conditions:

(1) ||x|| = 0 if and only if x = 0;(2) ||rx|| = |r|||x|| for all r ∈ K and x ∈ X;(3) The strong triangle inequality (ultrametric), namely,

||x+ y|| ≤ max||x||, ||y||

for all x, y ∈ X.

Then (X, || · ||) is called a non-Archimedean space.

Due to the fact that

||xn − xm|| ≤ max||xj+1 − xj|| : m ≤ j ≤ n− 1 (n > m).

Definition 1.3. A sequence xn is a Cauchy sequence if and only if xn+1 − xnconverges to zero in a non-Archimedean space. By a complete non-Archimedean spacewe mean one in which every Cauchy sequence is convergent.

Recently, some authors ([13, 14, 44, 46, 50]) investigated the stability of the func-tional inequalities, the ACQ functional equations and the generalized quadratic func-tional equations in non-Archimedean spaces.

Let X be a set. A function d : X ×X → [0,∞] is called a generalized metric on Xif d satisfies the following conditions:

(1) d(x, y) = 0 if and only if x = y;(2) d(x, y) = d(y, x) for all x, y ∈ X;(3) d(x, z) ≤ d(x, y) + d(y, z) for all x, y, z ∈ X.

We recall a fundamental result in fixed point theory.

Theorem 1.4. [5, 20] Let (X, d) be a complete generalized metric space and J : X →X be a strictly contractive mapping with Lipschitz constant α < 1. Then, for eachgiven element x ∈ X, either

d(Jnx, Jn+1x) = ∞for all nonnegative integers n or there exists a positive integer n0 such that

(1) d(Jnx, Jn+1x) < ∞ for all n ≥ n0;(2) the sequence Jnx converges to a fixed point y∗ of J ;(3) y∗ is the unique fixed point of J in the set Y = y ∈ X | d(Jn0x, y) < ∞;(4) d(y, y∗) ≤ 1

1−αd(y, Jy) for all y ∈ Y .

28


In 1996, Isac and Th.M. Rassias [29] were the first to provide applications ofstability theory of functional equations for the proof of new fixed point theoremswith applications. By using fixed point methods, the stability problems of severalfunctional equations have been extensively investigated by a number of authors (see[6, 7, 34, 39, 48, 49, 53]).

In this paper, by using the fixed point method, we prove the Hyers-Ulam stabilityof the orthogonally Jensen additive functional equation

2f(x+ y

2

)= f(x) + f(y), (1.3)

the orthogonally Jensen quadratic functional equation

2f(x+ y

2

)+ 2f

(x− y

2

)= f(x) + f(y), (1.4)

the orthogonally cubic functional equation

f(2x+ y) + f(2x− y) = 2f(x+ y) + 2f(x− y) + 12f(x), (1.5)

and the orthogonally quartic functional equation

f(2x+ y) + f(2x− y) = 4f(x+ y) + 4f(x− y) + 24f(x)− 6f(y) (1.6)

for all x, y with x ⊥ y, where ⊥ is the orthogonality in the sense of Ratz, in on-Archimedean normed spaces.

Throughout this paper, assume that (X,⊥) is an orthogonality non-Archimedeanspace and that (Y, ∥ · ∥Y ) is a non-Archimedean Banach space. Assume that |2| = 1.

2. Stability of the orthogonally Jensen additive functional equation

In this section, applying some ideas from [24, 28], we deal with the stability problemfor the orthogonally Jensen additive functional equation

2f(x+ y

2

)= f(x) + f(y)

for all x, y ∈ X with x ⊥ y.

Theorem 2.1. Let φ : X2 → [0,∞) be a function such that there exists an α < 1 with

φ(x, y) ≤ |2|αφ(x

2,y

2

)(2.1)

for all x, y ∈ X with x ⊥ y. Let f : X → Y be a mapping satisfying f(0) = 0 and∥∥∥∥2f (x+ y

2

)− f(x)− f(y)

∥∥∥∥Y≤ φ(x, y) (2.2)

for all x, y ∈ X with x ⊥ y. Then there exists a unique orthogonally Jensen additivemapping L : X → Y such that

∥f(x)− L(x)∥Y ≤ α

1− αφ (x, 0) (2.3)

29


for all x ∈ X.

Proof. Putting y = 0 in (2.2), we get∥∥∥∥2f (x

2

)− f(x)

∥∥∥∥Y≤ φ(x, 0) (2.4)

for all x ∈ X, since x ⊥ 0. So∥∥∥∥f(x)− 1

2f(2x)

∥∥∥∥Y≤ 1

|2|φ(2x, 0) ≤ α · φ(x, 0) (2.5)

for all x ∈ X. Consider the set

S := h : X → Y and introduce the generalized metric on S:

d(g, h) = inf µ ∈ R+ : ∥g(x)− h(x)∥Y ≤ µφ (x, 0) , ∀x ∈ X ,where, as usual, inf ϕ = +∞. It is easy to show that (S, d) is complete (see [38]).

Now, we consider the linear mapping J : S → S such that

Jg(x) :=1

2g (2x)

for all x ∈ X. Let g, h ∈ S be given such that d(g, h) = ε. Then we have

∥g(x)− h(x)∥Y ≤ φ (x, 0)

for all x ∈ X and so

∥Jg(x)− Jh(x)∥Y =∥∥∥∥12g (2x)− 1

2h (2x)

∥∥∥∥Y≤ αφ (x, 0)

for all x ∈ X. Thus d(g, h) = ε implies that d(Jg, Jh) ≤ αε, which means that

d(Jg, Jh) ≤ αd(g, h)

for all g, h ∈ S. It follows from (2.5) that d(f, Jf) ≤ α. By Theorem 1.4, there existsa mapping L : X → Y satisfying the following:

(1) L is a fixed point of J , i.e.,

L (2x) = 2L(x) (2.6)

for all x ∈ X. The mapping L is a unique fixed point of J in the set

M = g ∈ S : d(h, g) < ∞.This implies that L is a unique mapping satisfying (2.6) such that there exists aµ ∈ (0,∞) satisfying

∥f(x)− L(x)∥Y ≤ µφ (x, 0)

for all x ∈ X;(2) d(Jnf, L) → 0 as n → ∞. This implies the equality

limn→∞

1

2nf (2nx) = L(x)

30


for all x ∈ X;(3) d(f, L) ≤ 1

1−αd(f, Jf), which implies the inequality

d(f, L) ≤ α

1− α.

This implies that the inequalities (2.3) holds.

It follows from (2.1) and (2.2) that∥∥∥∥2L(x+ y

2

)− L(x)− L(y)

∥∥∥∥Y

= limn→∞

1

|2|n∥2f(2n−1(x+ y))− f(2nx)− f(2ny)∥Y

≤ limn→∞

1

|2|nφ(2nx, 2ny) ≤ lim

n→∞

|2|nαn

|2|nφ(x, y) = 0

for all x, y ∈ X with x ⊥ y. So

2L(x+ y

2

)− L(x)− L(y) = 0

for all x, y ∈ X with x ⊥ y. Hence L : X → Y is an orthogonally Jensen additivemapping. This completes the proof.

From now on, in Corollaries, assume that (X,⊥) is an orthogonality non-Archimedeannormed space.

Corollary 2.2. Let θ be a positive real number and p a real number with p > 1. Letf : X → Y be a mapping satisfying f(0) = 0 and∥∥∥∥2f (

x+ y

2

)− f(x)− f(y)

∥∥∥∥Y≤ θ(∥x∥p + ∥y∥p) (2.7)


∥f(x)− L(x)∥Y ≤ |2|pθ|2| − |2|p

∥x∥p

for all x ∈ X.

Proof. The proof follows from Theorem 2.1 by taking φ(x, y) = θ(∥x∥p + ∥y∥p) for allx, y ∈ X with x ⊥ y. Then we can choose α = |2|p−1 and we get the desired result.

Theorem 2.3. Let f : X → Y be a mapping satisfying (2.2) and f(0) = 0 for whichthere exists a function φ : X2 → [0,∞) such that

φ(x, y) ≤ α

2φ (2x, 2y)


∥f(x)− L(x)∥Y ≤ 1

1− αφ (x, 0) (2.8)

31


for all x ∈ X.

Proof. Let (S, d) be the generalized metric space defined in the proof of Theorem 2.1.Now, we consider the linear mapping J : S → S such that

Jg(x) := 2g(x

2

)for all x ∈ X. It follows from (2.4) that d(f, Jf) ≤ 1. So

d(f, L) ≤ 1

1− α.

Thus we obtain the inequality (2.8). The rest of the proof is similar to the proof ofTheorem 2.1.

Corollary 2.4. Let θ be a positive real number and p a real number with 0 < p < 1.Let f : X → Y be a mapping satisfying f(0) = 0 and (2.7). Then there exists a uniqueorthogonally Jensen additive mapping L : X → Y such that

∥f(x)− L(x)∥Y ≤ |2|pθ|2|p − |2|

∥x∥p

for all x ∈ X.

Proof. The proof follows from Theorem 2.3 by taking φ(x, y) = θ(∥x∥p + ∥y∥p) for allx, y ∈ X with x ⊥ y. Then we can choose α = |2|1−p and we get the desired result.

3. Stability of the orthogonally Jensen quadratic functional equation

In this section, applying some ideas from [24, 28], we deal with the stability problemfor the orthogonally Jensen quadratic functional equation

2f(x+ y

2

)+ 2f

(x− y

2

)= f(x) + f(y)



φ(x, y) ≤ |4|αφ(x

2,y

2

)(3.1)

for all x, y ∈ X with x ⊥ y. Let f : X → Y be a mapping satisfying f(0) = 0 and∥∥∥∥2f (x+ y

2

)+ 2f

(x− y

2

)− f(x)− f(y)

∥∥∥∥Y

≤ φ(x, y) (3.2)

for all x, y ∈ X with x ⊥ y. Then there exists a unique orthogonally Jensen quadraticmapping Q : X → Y such that

∥f(x)−Q(x)∥Y ≤ α

1− αφ(x, 0) (3.3)

for all x ∈ X.

32


Proof. Putting y = 0 in (3.2), we get∥∥∥∥4f (x

2

)− f(x)

∥∥∥∥Y≤ φ(x, 0) (3.4)

for all x ∈ X since x ⊥ 0. So∥∥∥∥f(x)− 1

4f(2x)

∥∥∥∥Y≤ 1

|4|φ(2x, 0) ≤ α · φ(x, 0) (3.5)

for all x ∈ X. By the same reasoning as in the proof of Theorem 2.1, one can obtainan orthogonally Jensen quadratic mapping Q : X → Y defined by

limn→∞

1

4nf (2nx) = Q(x)

for all x ∈ X.Let (S, d) be the generalized metric space defined in the proof of Theorem 2.1. Now,

we consider the linear mapping J : S → S such that

Jg(x) :=1

4g (2x)

for all x ∈ X. It follows from (3.5) that d(f, Jf) ≤ α. So

d(f,Q) ≤ α

1− α.

Thus we obtain the inequality (3.3). This completes the proof.

Corollary 3.2. Let θ be a positive real number and p a real number with p > 2. Letf : X → Y be a mapping satisfying∥∥∥∥2f (

x+ y

2

)+ 2f

(x− y

2

)− f(x)− f(y)

∥∥∥∥Y≤ θ(∥x∥p + ∥y∥p) (3.6)


∥f(x)−Q(x)∥Y ≤ 2pθ

4− 2p∥x∥p

for all x ∈ X.



φ(x, y) ≤ α

|4|φ (2x, 2y)

33



∥f(x)−Q(x)∥Y ≤ 1

1− αφ (x, 0) (3.7)

for all x ∈ X.


Jg(x) := 4g(x

2

)for all x ∈ X. It follows from (3.4) that d(f, Jf) ≤ 1. So we obtain the inequality(3.7). The rest of the proof is similar to the proofs of Theorems 2.1 and 3.1.

Corollary 3.4. Let θ be a positive real number and p a real number with 0 < p < 2.Let f : X → Y be a mapping satisfying (3.6). Then there exists a unique orthogonallyJensen quadratic mapping Q : X → Y such that

∥f(x)−Q(x)∥Y ≤ |2|pθ|2|p − |4|

∥x∥p

for all x ∈ X.


4. Stability of the orthogonally cubic functional equation

In this section, applying some ideas from [24, 28], we deal with the stability problemfor the orthogonally cubic functional equation

f(2x+ y) + f(2x− y) = 2f(x+ y) + 2f(x− y) + 12f(x)



φ(x, y) ≤ |8|αφ(x

2,y

2

)for all x, y ∈ X with x ⊥ y. Let f : X → Y be a mapping satisfying f(0) = 0 and

∥f(2x+ y) + f(2x− y)− 2f(x+ y)− 2f(x− y)− 12f(x)∥Y≤ φ(x, y) (4.1)

for all x, y ∈ X with x ⊥ y. Then there exists a unique orthogonally cubic mappingC : X → Y such that

∥f(x)− C(x)∥Y ≤ 1

|16| − |16|αφ(x, 0)

34


for all x ∈ X.

Proof. Putting y = 0 in (4.1), we get

∥2f(2x)− 16f(x)∥Y ≤ φ(x, 0) (4.2)


8f(2x)

∥∥∥∥Y≤ 1

|16|φ(x, 0)



Jg(x) :=1

8g (2x)

for all x ∈ X. The rest of the proof is similar to the proofs of Theorems 2.1 and3.1.

Corollary 4.2. Let θ be a positive real number and p a real number with p > 3. Letf : X → Y be a mapping satisfying

∥f(2x+ y) + f(2x− y)− 2f(x+ y)− 2f(x− y)− 12f(x)∥Y≤ θ(∥x∥p + ∥y∥p) (4.3)


∥f(x)− C(x)∥Y ≤ θ

|2|(|8| − |2|p)∥x∥p

for all x ∈ X.



φ(x, y) ≤ α

|8|φ (2x, 2y)


∥f(x)− C(x)∥Y ≤ α

|16| − |16|αφ (x, 0) (4.4)

for all x ∈ X.

35



Jg(x) := 8g(x

2

)for all x ∈ X. It follows from (4.2) that d(f, Jf) ≤ α

|16| . So we obtain the inequality

(4.4). The rest of the proof is similar to the proofs of Theorems 2.1 and 3.1.

Corollary 4.4. Let θ be a positive real number and p a real number with 0 < p < 3.Let f : X → Y be a mapping satisfying (4.3). Then there exists a unique orthogonallycubic mapping C : X → Y such that

∥f(x)− C(x)∥Y ≤ θ

|2|(|2|p − |8|)∥x∥p

for all x ∈ X.


5. Stability of the orthogonally quartic functional equation

Applying some ideas from [24, 28], we deal with the stability problem for the or-thogonally quartic functional equation

f(2x+ y) + f(2x− y) = 4f(x+ y) + 4f(x− y) + 24f(x)− 6f(y)



φ(x, y) ≤ |16|αφ(x

2,y

2

)for all x, y ∈ X with x ⊥ y. Let f : X → Y be a mapping satisfying f(0) = 0 and

∥f(2x+ y) + f(2x− y)− 4f(x+ y)− 4f(x− y)− 24f(x) + 6f(y)∥Y≤ φ(x, y) (5.1)

for all x, y ∈ X with x ⊥ y. Then there exists a unique orthogonally quartic mappingP : X → Y such that

∥f(x)− P (x)∥Y ≤ 1

|32| − |32|αφ(x, 0)

for all x ∈ X.

36


Proof. Putting y = 0 in (5.1), we get

∥2f(2x)− 32f(x)∥Y ≤ φ(x, 0) (5.2)


16f(2x)

∥∥∥∥Y≤ 1

|32|φ(x, 0)



Jg(x) :=1

16g (2x)

for all x ∈ X. The rest of the proof is similar to the proofs of Theorems 2.1 and3.1.

Corollary 5.2. Let θ be a positive real number and p a real number with p > 4. Letf : X → Y be a mapping satisfying

∥f(2x+ y) + f(2x− y)− 4f(x+ y)− 4f(x− y)− 24f(x) + 6f(y)∥Y≤ θ(∥x∥p + ∥y∥p) (5.3)


∥f(x)− P (x)∥Y ≤ θ

|2|(|16| − |2|p)∥x∥p

for all x ∈ X.



φ(x, y) ≤ α

|16|φ (2x, 2y)


∥f(x)− P (x)∥Y ≤ α

|32| − |32|αφ (x, 0) (5.4)

for all x ∈ X.

37



Jg(x) := 16g(x

2

)for all x ∈ X. It follows from (5.2) that d(f, Jf) ≤ α

|32| . So we obtain the inequality

(5.4). The rest of the proof is similar to the proofs of Theorems 2.1 and 3.1.

Corollary 5.4. Let θ be a positive real number and p a real number with 0 < p < 4.Let f : X → Y be a mapping satisfying (5.3). Then there exists a unique orthogonallyquartic mapping P : X → Y such that

∥f(x)− P (x)∥Y ≤ θ

|2|(|2|p − |16|)∥x∥p

for all x ∈ X.


Conclusions

Using the fixed point method, we have proved the Hyers-Ulam stability of the or-thogonally Jensen additive functional equation, of the orthogonally Jensen quadraticfunctional equation, of the orthogonally cubic functional equation and of the orthog-onally quartic functional equation in non-Archimedean Banach spaces.

Acknowledgments

C. Park was supported by Basic Science Research Program through the NationalResearch Foundation of Korea funded by the Ministry of Education, Science and Tech-nology (NRF-2012R1A1A2004299).

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[39] M. Mirzavaziri and M.S. Moslehian, A fixed point approach to stability of a quadratic equation,Bull. Braz. Math. Soc. 37 (2006), 361–376.

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[54] Th.M. Rassias, On the stability of the linear mapping in Banach spaces, Proc. Amer. Math. Soc.72 (1978), 297–300.

[55] Th.M. Rassias, On the stability of the quadratic functional equation and its applications, StudiaUniv. Babes-Bolyai Math. 43 (1998), 89–124.

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40


[57] Th.M. Rassias, On the stability of functional equations in Banach spaces, J. Math. Anal. Appl.251 (2000), 264–284.

[58] Th.M. Rassias (ed.), Functional Equations, Inequalities and Applications, Kluwer Academic Pub-lishers, Dordrecht, Boston and London, 2003.

[59] J. Ratz, On orthogonally additive mappings, Aequat. Math. 28 (1985), 35–49.[60] J. Ratz and Gy. Szabo, On orthogonally additive mappings IV , Aequat. Math. 38 (1989), 73–85.[61] R. Saadati, Y. Cho and J. Vahidi, The stability of the quartic functional equation in various

spaces, Comput. Math. Appl. 60(2010), 1994–2002.[62] F. Skof, Proprieta locali e approssimazione di operatori, Rend. Sem. Mat. Fis. Milano 53 (1983),

113–129.[63] K. Sundaresan, Orthogonality and nonlinear functionals on Banach spaces, Proc. Amer. Math.

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[66] F. Vajzovic, Uber das Funktional H mit der Eigenschaft: (x, y) = 0 ⇒ H(x + y) +H(x − y) =2H(x) + 2H(y), Glasnik Mat. Ser. III 2 (22) (1967), 73–81.

Choonkil ParkDepartment of Mathematics, Research Institute for Natural Sciences, Hanyang Uni-versity, Seoul 133-791, South Korea

E-mail address: [email protected]

Yeol Je ChoDepartment of Mathematics Education and the RINS, Gyeongsang National Univer-sity, Chinju 660-701, Korea


Prasit CholamjiakDepartment of Mathematics, Faculty of Science, University of Phayao, Phayao 56000,Thailand


Suthep SuantaiDepartment of Mathematics, Faculty of Science, Chiang Mai University, Chiang Mai50200, Thailand


41

ON THE GENERALIZED SUMUDU TRANSFORMS

S.K.Q. Al-Omari

Department of Applied Sciences, Faculty of Engineering TechnologyAl-Balqa Applied University, Amman 11134, Jordan

E-mail: [email protected]

AbstractIn this paper, we extend the Sumudu transform to a context of distributions and

obtain many of its properties in the sense of distributions of compact support. Inmore general case, we establish a generalization of the cited transform to a space ofintegrable Boehmians .

Keywords: Distribution Space; Sumudu Transform; Convolution Theorem; Com-pact Support; Boehmian Spaces.

1 INTRODUCTION

To solve di¤erential equations, various integral transforms were extensively used, intheory and applications, such as Laplace, Fourier, Hankel and convolution trans-forms, to name but a few. Such transforms have been studied in [1; 2; 3; 4; 5; 6] ; [9]and [10] :

In the sequence of these transformations, in early 90s, Watugala [11] introduceda new integral transform, namely, the Sumudu transform and further applied it tothe solution of ordinary di¤erential equations. For further details see [11] : Its mainadvantages is that it solves problems without resorting to a new frequency domain,since it preserves scales and units properties.

Having scale and unit-preserving properties, the Sumudu transform may solveintricate problems in engineering mathematics and applied sciences without resortingto a new frequency domain.

However, despite the potential presented by this new operator, only few theoret-ical investigations have appeared in the literature, over a fteen-years period. Mostof the available transform theory books, do not refer the Sumudu transform, even inthe recent well-know comprehensive handbooks. Perhaps, it is because no transformurder this name was declared until the early 90s of the previous century.

Weerakoon in [12] has discussed the Sumudu transform of partial di¤erentialequations applying the complex invesion formula to the solution of partial di¤erentialequations. In [7] ; Belgacem et al., show that the Sumudu transform has deeperconnections with the Laplace transform. However, the approach here is somewhatdi¤erent and interesting. This paper aims at extending the Sumudu transform to

42


2 S.K.Q. Al-Omari

a certain space of distributions of compact support and possibley derive certaintheorems. This, as we believe, will open a new avenue of the investigations of thetransform of generalized functions, such as, distributions, ultradistributions, andpossible Boehmian spaces in a way similar to that of the rest of integral transforms.

2 THE SUMUDU TRANSFORMATION

For a function f (t) ; the Sumudu transform is dened by [11]

M (u) =M (f (t) ;u) =ZR+

1

uexp

tu

f (t) dt; (2.1)

provided the integral exists. The su¢ cient conditions for the above integral to existare that f (t) ; t 0; is piecewise continuous and of an exponential order. On theother hand, over a set of functions

A =nf (t) =9M; 1; 2 > 0; jf (t)j < Mejtj= j ; if t 2 (1)j [0;1); j = 1; 2; :::

o;

the Sumudu transform is dened by

M (u) =ZR+f (ut) etdt; u 2 (1; 2) : (2.2)

The Sumudu transform, in (2:2) ; is, sometimes, reduced to (2:1) after a suitablechange of variables. In various papers, it has been shown to be a theoretical dualof the Laplace transform. That is, the Laplace and Sumudu transforms exhibit aduality relation expressed as

M

1

s

= sN (s) ;N

1

u

= uM (u) ; (2.3)

whereM ;N are the Sumudu and Laplace transforms of f; respectively. The dualityin (2:3) is known as Laplace-Sumudu duality, which is illustrated by the fact that theSumudu and Laplace transforms interchange the images of the Dirac and Heavisidefunctions as

M [H (t) ;u] =N [ (t) ;u] = 1;

andM [ (t) ;u] =N [H (t) ;u] =

1

u:

Similarly, the duality is also illustrated since both of the transforms interchange theimages of sin t and cos t in the formulae

M [cos t;u] =N [sin t;u] =1

1 + u2andM [sin t;u] =N [cos t;u] =

u

1 + u2:

The following, are the general properties of the Sumudu transform (2.1) whichcan easily be drawn from the substitution method and properties of denite integrals.

(i) If k1 and k2 are non-negative real numbers and M1and M2 are the corre-sponding Sumudu transforms of f1and f2; respectively, then

M ((k1f1 (t) + k2f2 (t)) ;u) = k1M1 (u) + k2M2 (u) :

43

on the generalized Sumudu transforms 3

(ii)M (f (kt) ;u) =M (ku) ; k 2 R+:(iii) limt!0 f (t) = limu!0M (u) = f (0) ; whereM (u) is the Sumudu transform

of f: For more discussion, reader is referred to [7], [11] and [12] and, references citedtherein.

3 DISTRIBUTIONAL SUMUDUTRANSFORMATION

LetK be a compact subset of R+. Denote by E (R+) the space of all complex-valuedinnitely smooth functions on R+ (with arbitrary support) such that

supt2K

Dkt (t) <1; (3.1)

where k is a non-negative integer and, Dkt =dk

dtk:

A sequencejof functions j 2 E (R+) is said to converge in the sense of

E (R+) if and only if for every xed k the sequenceDkt j

converges uniformly on

every compact subset of R+: The space E (R+) is complete under convergence inthe sense of E (R+). The strong dual E

0(R+) of E (R+) consists of distributions of

compact support. Indeed, as the denition in (2:1) shows, the kernel of the Sumudutransform et=u=u is smooth and satises

supt2K

Dkt et=uu = supt2K

(1)k et=uuk+1

<1 (3.2)

as K ranges over compact subsets of R+ for every positive real u:Hence, if f 2 E0

(R+) (f is a distribution of compact support) ; (3:2) suggestswe dene the distributional Sumudu transform of the distribution f of compactsupport as

M (u) =Df (t) ; et=u=u

E; (3.3)

for an arbitrary positive real u (u 2 R+) :

Theorem 3.1 The distributional Sumudu transform is linear .

Proof of this theorem is straightforward consequence of (3:3) : Thus, we avoid thedetails.

Theorem 3.2 If f 2 E0(R+) and g (t) =

f (t ) ; t 0; t <

; then

M2 (u) = e=uM1 (u) ;

where M1 and M2 are the distributional Sumudu transforms of f and g ,respectively.

Proof As it appears from the dened function, g 2 E0(R+) : Therefore, in view of

the translation property of distributions through [14;p.26] ; we get

44

4 S.K.Q. Al-Omari

M2 (u) =Df (t ) ; et=u=u

E=

Df (t) ; e(t+)=u=u

E= e=uM1 (u) :

Hence, the theorem.

Theorem 3.3 Let f 2 E0(R+) and M (u) be the Sumudu transform of f , then

DkuM (u)=Df (t) ;Dku

et=u=u

E; (3.4)

where Dku =dk

dukstands for the k-th derivative with respect to u:

Proof We attempt to prove the theorem by induction on k: For k = 0; the case isreduced to (3:3) :

To proceed to the induction step, we assume the theorem apply for (k 1)-derivatives. i.e.

Dk1u M (u) =Df (t) ;Dk1u

et=u=u

E:

Let u be xed and u 6= 0; then

(1=u)Dk1u M (u+u)Dk1u M (u)

Df (t) ;Dku

et=u=u

E=

hf (t) ; u (t)i ;

where

u (t) = (1=u)Dk1u

e(t=(u+u))= (u+u)

Dk1u

et=u=u

Dku

et=u=u

:

(3.5)To complete the proof of the theorem we are merely required to establish that

u (t)! 0 as u! 0; in the sense of topology of E (R+) :Let j be a non-negative integer. In light of (3:5) ; we have

(j)u (t) = (1=u)

Z ut+u

ut

Z y

utDj+k1

et==

ddy: (3.6)

Let = f : u t juj < < u t+ jujg : Consequently, from (3:6) ; to-gather with simple calculation, we have(j)u (t) juj

2sup2

Dj+k1

et==

! 0 uniformly as u! 0;

on compact subsets of R+: This completes the proof of the theorem.

45


Theorem 3.4 Let f 2 E0(R+) and M (u) be the distributional Sumudu transform

of f , thenM (tnDnt f (t) ;u) = unDnuM (u)

Proof In consideration of the properties of Sumudu transformation and (3:3), weget

DnuM (u) = DnuDf (t) ; et=u=u

E= Dnu

f (tu) ; et

i.e.

DnuM (u) = Dnuf (tu) ; et

=

tnDnt f (ut) ; et

i.e.

DnuM (u) =1

un(ut)nDnt f (tu) ; et

=

1

unM (tnDnt f (t) ;u)

This complete the proof of the theorem.

Theorem 3.5 Let f 2 E0(R+) and M (u) be its corresponding distributional

Sumudu transform; then

Meatf (t) ;u

= (1= (1 au))M (u= (1 au)) :

Proof This theorem is, indeed, an obvious result of Equation 2:1 and the basicproperties of di¤erentiation.

Theorem 3.6 Let f 2 E0(R+) and M (u) is the Sumudu transform of f; then

M (f (at) ;u) = M (au) :

Proof Applying the property of change under scale of Sumudu transforms, ourtheorem can be easily established.

Following is a theorem, which deals with multiplication of a distribution f (t) bya positive power of t :

Theorem 3.7 Let f 2 E0(R+) and M (u) be the distributional Sumudu transform

of f; then

(i)M (tf (t) ;u) = u2D1uM (u) + uM (u) :(ii)M

t2f (t) ;u

= u4D2uM (u) + 4u3D1uM (u) + 2u2M (u)

Proof We prove Part (i) of the theorem since the second part is similar .

46

6 S.K.Q. Al-Omari

Let f 2 E0(R+) then employing (3:3) and Theorem 3.3 we have

D1uM (u) =Df (t) ;D1u

et=u=u

E:

With the aid of the rules of di¤erentiation; simple calculations yield

D1uM (u) =1=u2

Dtf (t) ; et=u=u

E (1=u)

Df (t) ; et=u=u

E=

1=u2

M (tf (t) ;u) (1=u)M (u) :

EquivalentlyM (tf (t) ;u) = u2D1uM (u) + uM (u) :

Fortunately, we may proceed as in (i) to derive Part (ii) of the theorem. Detailedproof is avoided.

It will be interesting to know that Theorem 3.7 can be easily extended to mul-tiplication by tn; n 2 N: The desired proof of the extended result can, then, beautomatically constructed with the help of the principle of mathmatical inductionon n.

4 THEGENERALIZEDCONVOLUTIONOFTHE SUMUDUTRANSFORMATION

Let f and g be distributions of compact support in E0(R+) ; then the convolution

of f and g is dened by

h(f g) (t) ; (t)i = hf (t) ; hg () ; (t+ )ii ; (4.1)

for every test function 2 E (R+) : Indeed, the above denition is meaningfulprovided that

(t) = hg () ; (t+ )ibelongs to E (R+) :

Theorem 4.1 Let g 2 E0(R+) and 2 E (R+) : If

(t) = hg () ; (t+ )i ;

then is innitely di¤erentiable and

Dkt (t) =Dg () ;Dkt (t+ )

E; k = 1; 2; ::::

Proof of the above desired result can be established by an argument similar tothat obtained for Theorem 4:5:1 from [10;p.p.130] and, thus, we avoid the same.

Theorem 4.2 (The Convolution Theorem) If M1 (u) and M2 (u) are the dis-tributional Sumudu transforms of f and g, respectively, then

M ((f g) (t) ;u) = uM1 (u)M2 (u) :

47


Proof Employing the translation property and Equation 4.1, we get

M ((f g) (t) ;u) =D(f g) (t) ; et=u=u

E=

Df (t) ;

Dg () ; e(t+)=u=u

EE= u

Df (t) ; et=u=u

EDg () ; e=u=u

E= uM1 (u)M2 (u) :

Thus, the theorem is completely proved.

Theorem 4.3 Let f; g 2 E0(R+) and M (g () ;u) ;M (f (t) ;u) be their respective

distributional Sumudu transforms, then

(i)M ([Dmt (f g) (t) ;u])uM (Dmt f (t) ;u)M (g () ;u) ;(ii)M (Dmt (f g) (t) ;u) = uM (f (t) ;u)M (Dmt g (t) ;u) :

Proof We intend to prove Part (i) of the theorem since the proof of the secondpart is similar. With the aid of the fact

Dm (f g) = f (m) g = g f (m);

we obtain

M (Dmt (f g) (t) ;u) =

*Dmt (f g) (t) ;

et=u

u

+=

DDmt f (t) ;

Dg () ; e(t+)=u=u

EE= u

DDmt f (t) ; et=u

EDg () ; e=u=u

E= uM (Dmt f (t) ;u)M (g () ;u)

Proof of Part (ii) is analogous. This completes the proof of the theorem

5 CONSTRUCTION OF BOEHMIANS

One of the most youngest generalizations of functions, and more particularly ofdistributions, is the theory of Boehmians. The idea of construction of Boehmianswas initiated by the concept of regular operators introduced by Boehme [8]. Regularoperators form a subalgebra of the eld of Mikusinski operators and they includeonly such functions whose support is bounded from the left. In a concrete case, thespace of Boehmians contains all regular operators, all distributions and some objectswhich are neither operators nor distributions.

The construction of Boehmians is similar to the construction of the eld ofquotients and in some cases, it gives just the eld of quotients. On the other hand,the construction is possible where there are zero divisors, such as space C(the spaceof continous functions) with the operations of pointwise additions and convolution:

48

8 S.K.Q. Al-Omari

Let G be a linear space and S be a subspace of G: We assume that to each pairof elements f 2 G and 2 S; is assigned the product f ~ g such that the followingconditions are satised:

(1) If ; 2 S; then ~ 2 S and ~ = ~ :(2) If f 2 G and ; 2 S; then (f ~ )~ = f ~ (~ ) :(3) If f; g 2 G; 2 S and 2 R; then

(f + g)~ = f ~ + g ~ and (f ~ ) = (f)~ :

Let be a family of sequences from S; such that1 If f; g 2 G; (n) 2 and f ~ n = g ~ n (n = 1; 2; :::) ; then f = g:2 If(n) ; (n) 2 ;then (n ~ n) 2 :Elements of will be called delta sequences. Consider the class A of pair of

sequences dened by

A =((fn) ; (n)) : (fn) GN ; (n) 2

;

for each n 2 N: An element ((fn) ; (n)) 2 A is called a quotient of sequences,denoted by fn=n; if fi ~ j = fj ~ i;8i; j 2 N: Two quotients of sequences fn=nand gn= n are said to be equivalent, fn=n gn= n; if fi ~ j = gj ~ i;8i; j 2 N:

The relation is an equivalent relation on A and hence, splits A into equiva-lence classes. The equivalence class containing fn=n is denoted by [fn=n] : Theseequivalence classes are called Boehmians and the space of all Boehmians is denotedby B:The sum of two Boehmians and multiplication by a scalar can be dened in anatural way

[fn=n] + [gn= n] = [((fn ~ n) + (gn ~ n)) = (n ~ n)]

and [fn=n] = [fn=n] ; 2 C:

The operation ~ and the di¤erentiation are dened by

[fn=n]~ [gn= n] = [(fn ~ gn) = (n ~ n)]

andD [fn=n] = [Dfn=n] :

Many a time, G is equipped with a notion of convergence. The relationship betweenthe notion of convergence and ~ are given by:

(4) If fn ! f as n!1 in G and, 2 S is any xed element, then

fn ~ ! f ~ in G (as n!1) :

(5) If fn ! f as n!1 in G and (n) 2 ; then

fn ~ n ! f in G (as n!1) :

The operation ~ can be extended to B S by : If [fn=n] 2 B and 2 S, then[fn=n]~ = [(fn ~ ) =n]:

49


In B; two types of convergence, convergence and convergence, aredened as follows:

( convergence) A sequence of Boehmians (n) in B is said to be convergentto a Boehmian in B; denoted by n

! ; if there exists a delta sequence (n)such that

(n ~ n) ; ( ~ n) 2 G;8k; n 2 N;and

(n ~ k)! ( ~ k) as n!1; in G; for every k 2 N:The following is equivalent for the statement of convergence:

n! (n!1) in B if and only if there is fn;k; fk 2 G and k 2 such

that n = [fn;k=k] ; = [fk=k] and for each k 2 N;

fn;k ! fk as n!1 in G:

( convergence) A sequence of Boehmians (n) in B is said to be convergentto a Boehmian in B; denoted by n

! ; if there exists a (n) 2 such that(n )~ n 2 G;8n 2 N; and (n )~ n ! 0 as n!1 in G:

6 INTEGRABLEBOEHMIANS FOR SUMUDUTRANS-FORMS

Let L1 be the space of all Lebesgue integrable functions on the positive real line.With the convolution product, and as in [9] , a sequence (n)

1n=1 of continuous real

functions over R+ is called a delta sequence if and only if

(i)

ZR+n (x) = 1; n 2 N;

(ii)

ZR+jnj < M; for all n 2 N and some positive M 2 R+;

(iii)

Zjxj>"

jn (x)j dx! 0 as n!1 for every " > 0:

The space of all integrable Boehmians is denoted by BL1 ; which is a convolutionalgebra with the following operations

[fn=n] = [fn=n] ;

[fn=n] + [gn=n] = [(fn n + gn n) =n n] ;and

[fn=n] [gn=n] = [fn gn=n n] :(see [9] for further discussion).

Lemma 6.1 If [fn=n] 2 BL1 ; then the sequence

M (fn (t) ;u) =

ZR+

1

uexp

tu

fn (t) dt

converges uniformly on each compact set K in R+:

50

10 S.K.Q. Al-Omari

Proof If (n) is a sequence, then nn =M (n (t) ;u)

converges uniformly on

each compact subset to the function1

u: Hence, for each K; n > 0 on K for

almost k 2 N and

M (fn (t) ;u) = Mfn (u)k

k=M (fn k)

uk=M (fk n)

uk

=Mfk

kn on K:

i.e. Mfn !Mfk

ukas n!1 on K

Mn (u)!

1

uas n!1

:

Based on this result, we dene the Sumudu transform of an integrable Boehmianas

[fn=n] = lim fn; (6.1)

where the limit ranges over compact subsets of R+: Thus, the Sumudu transform ofan integrable Boehmian is a continuous function.

As a next step, we claim the concept in (6:1) is well-dened. For, let 1 = [fn=n]and 2 = [gn= n] be in BL1 such that 1 = 2: Then, [fn=n] = [gn= n] impliesfn m = gm n;m; n 2 N: Therefore,

M (fn m) = M (gm n)= M (gn m) :

From Theorem 4.2 and (6:1) we have limMfn = limMgn , over compact subsetsof (0;1) :i.e.

[fn=n] = [gn=n] :

Theorem 6.2 Let F;G 2 BL1, then

(i) (F ) = F and (F +G) = F +G(ii) (F G) = uFG;

(iii)F (n)

=(1)k

ukF;

(iv)If F = 0 then F = 0;(v) If limFn = F then Fn ! F unifomly on each compact set.

Proof Properties (i)(vi) can be directly established from the corresponding prop-erties of the Sumudu transform.

Part (vii) can be proved in a manner similar to that of [9, Theorem 2, Part (f)].The theorem is, thus, completely proved.

Remark: The extended Sumudu transform is a continuous mapping from BL1

into the space of continuous functions in sense of -convergence.

51


Proof Let n! (n!1) in BL1 ; then there is fn;k; fk 2 L1 and k 2 such

that n = [fn;k=k] ; = [fk=k] and for each k 2 N;

fn;k ! fk as n!1 in L1:

Continuity condition of the Sumudu transform justies thatM (fn;k)!M (fk)

as n!1 and therefore limn!1M (fn;k)! limn!1M (fk) : Hence [fn;k=k]!

[fk=k] as n!1: This proves the above remark.

References

[1] Al-Omari, S.K.Q. ,Loonker D. , Banerji P. K. and Kalla, S. L. (2008). Fouriersine(cosine) transform for ultradistributions and their extensions to temperedand ultraBoehmian spaces, Integ.Trans.Spl.Funct. 19(6), 453 462.

[2] Al-Omari, S.K.Q.(2009).Certain Class of Kernels for Roumieu-TypeConvolution Transform of Ultradistribution of Compact Growth,J.Concr.Appli.Math.7(4),310-316.

[3] Al-Omari, S.K.Q. and Al-Omari, J.M. (2009),Operations on Multipliers andCertain Spaces of Tempered Ultradistributions of Roumieu and Beurling typesfor the Hankel-type Transformations, J.Appl. Funct.Anal.5(2),158-168 .

[4] Banerji, P.K. and Al-Omari ,S. K.Q. (2006). Multipliers and Operators onthe Tempered Ultradistribution Spaces of Roumieu Type for the DistributionalHankel-type transformation spaces ,Internat. J.Math.Math. Sci.,2006(2006), Ar-ticle ID 31682 ,p.p.1-7.

[5] Banerji,P.K., Alomari,S.K.and Debnath,L.(2006).Tempered DistributionalFourier Sine(Cosine)Transform,Integ.Trans.Spl.Funct.17(11),759-768.

[6] Beurling,A.(1961).Quasi-analiticity and generalized distributions ,Lectures 4and 5,A.M.S.Summer Institute, Stanford.

[7] Belgasem, F.B.M., karaballi, A.A., and Kalla,S.L.(2003) Analytical investiga-tions of the sumudu transform and applications to integral production equations.Math.probl.Ing. no.3-4,103-118.

[8] Boehme, T.K. (1973),The Support of Mikusinski Operators,Tran.Amer. Math.Soc.176,319-334.

[9] Mikusinski,P.(1987), Fourier Transform for Integrable Boehmians, RockyMountain J.Math.17(3),577-582.

[10] Pathak,R.S.(1997). Integral transforms of generalized functions and their appli-cations,Gordon and Breach Science Publishers,Australia ,Canada,India,Japan.

52

12 S.K.Q. Al-Omari

[11] Watugala,G.K.(1993), Sumudu Transform:a new integral Transformto Solve Di¤erential Equations and Control Engineering Problems.Int.J.Math.Edu.Sci.Technol.,24(1),35-43.

[12] Weerakoon,S.,(1994), Application of Sumudu Transform to partial di¤erentialEquations, Int.J.Math.Edu.Sci.Technol.25,277-283.

[13] Widder, D.V. The Laplace Transform , Princeton University Press(1944).

[14] Zemanian,A.H.(1987). Distribution Theory and Transform analysis, Dover Pub-lications Inc. New York.

53

LEVY-KHINCHIN TYPE FORMULA FOR ELEMENTARY

DEFINITIZABLE FUNCTIONS ON HYPERGROUPS

A. S. Okb-El-Bab2 and H. A. Ghany1,3

1 Department of Mathematics, Faculty of Science, Taif University,Taif, Hawea(888), Saudi [email protected]

2Mathematics Department, Faculty of Science, Al-Azhar University,Nasr City (11884), Cairo, [email protected]

3 Mathematics Department, Faculty of Industrial Education ,Helwan University, Al-Ameraia, Cairo, Egypt.

Abstract. Our main task in this article is to give an integral representation forthe so called elementary definitizable functions defined on a hypergroup K. Firstly, weconstruct an argument kernel on the cross product K×K∗ (K∗the set of all characterson K), then we study the conditions that guarantee the existence of some integrationshaving an integrand parts as a function of the constructed kernel. Finally, we givea Levy- Khinchin type formula for elementary definitizable functions defined on thehypergroup K. Moreover, as an application we give the integral form for elementarydefinitizable functions defined on the polynomial hypergroup .

Keywords. Hypergroup; definitizable function; Positive definite function.

1. Introduction.

The notion of an abstract algebraic hypergroup has its origins in the studies ofE. Marty and H. S. Wall in the 1930s, and harmonic analysis on hypergroups datesback to J. Delsarte’s and B. M. Levitan’s work during the 1930s and 1940s, but thesubstantial development had to wait till the 1970s when Dunkl [6], Jewett [10] andSpector [21] put hypergroups in the right setting for harmonic analysis. A hyper-group is a locally compact space on which the space of finite regular Borel measurehas a convolution structure preserving the probability measures. Such a structure

1

54


2 A. S. Okb-El-Bab and H. A. Ghany

can arise in several ways in harmonic analysis. The class of hypergroups includes theclass of locally compact topological semigroups. It is still unknown if an arbitraryhypergroup admits a left Haar measure, but commutative hypergroups with an invo-lution and compact hypergroups with an involution have a Haar measure(Spector[21]and Jewett[10]). Maserick and Youssfi [15] gave a Levy-Khinchin type formula for theso called elementary definitizable functions defined on a semigroup S. Okb El-Babet al. gave Levy-Khinchin type formula for the so called strongly negative definitefunctions defined on the product of two hypergroups[17]. Here in we will give anintegral representation for the elementary definitizable function defined on a hyper-group K. The paper is organized as follows. In §2 we introduce the definition of theelementary definitizable function on hypergroup K. In §3 we construct an argumentkernel on the cartesian product K×K∗, then we give some properties of this kernel.In §4 we discusses the possibility of finding Levy measures that guarantees the exis-tence of some integration, having an integrand parts as a function of our constructedkernels, with respect to these measures. After discussing integrability conditions ofsome functions with respect to Levy measures in §4 we present a general integralrepresentation theorem (Theorem 13) in §5 for a class of definitizable functions ona hypergroup K. Finally §6 gives an application of our results for polynomial hyper-groups. Let M(K) denote the space of all bounded Radon measures on K, M1(K)be the subset of all probability measures and δx be the point measure of x ∈ K.C(K) denotes the space of continous functions on K. Throughout the sequel, K willdenote a multiplicative commutative hypergroup with identity e and involution −.In this case there exists an (up to normalization) unique Haar measure w ∈ M(K)which is characterized by w(f) = w(xf) for all f ∈ Cc(K) and x ∈ K. For eachx, y ∈ K we write

xf(y) = f(x ∗ y) :=∫

K

fd(δx ∗ δy), μ ∗ f(x) :=∫

K

f(z− ∗ x)dμ(z) (1)

and

f ∗ g(x) :=∫

K

f(x ∗ y)g(y−)dw(y) =∫

K

f(y)g(y− ∗ x)dw(y) (2)

Here f, g are measurable functions on K and μ ∈M(K), and the letter equality holdswhenever one of f,g is σ−finite[10, Theorem5.1D].

2. Definitizable functions on K .

A locally bounded measurable function χ : K → C is called a semicharacter ifχ(e) = 1 and χ(x ∗ y−) = χ(x)χ(y) for all x, y ∈ K. Every bounded semicharacter iscalled a character. If the character is not locally null then (see [3, Proposition 1.4.33])it must be continuous. The dual K∗ of K is just the set of continuous characterswith the compact-open topology in which case K∗ must be locally compact. In thispaper we will be concerned with continuous characters on hypergroups. Throughout

55

Levy-Khinchin Type Formula For Elementary Definitizable Function On Hypergroup 3

the sequel χ0 will denote a character on K which never assumes the value zero. Foreach x ∈ K, we define the shift operator Ey by EyΦ(x) = Φ(x ∗ y) for all x, y ∈ Kand Φ ∈ CK . The complex span A of all such operators is a commutative algebrawith identity E1 = I and involution (

∑αiExi)

− =∑αiEx−i

. The hypergroup K is

embedded in A as a Hamel basis. The algebra constructed in this way is isomorphic tothe L1-algebra constructed by Hewitt-Zuckermann [9]. A locally bounded measurablefunction Φ : K → C is said to be positive definite if

n∑

i=1

n∑

j=1

cicjΦ(xi ∗ x−j ) ≥ 0 (3)

for all choice of x1, x2, ..., xn ∈ K, c1, c2, ..., cn ∈ C and n ∈ N. Many properties ofpositive definite and some related functions can be found in [16-18] and [8].

Definition 1. Let k be a non-negative integer. It is not hard to see that thesingleton χ0 is precisely the set of all characters χ such that Tχ = O for all T ∈ Ahaving the form

T = (T1...Tk)(T1...Tk)− where T1, ..., Tk ∈ kerχ0 (4)

where kerχ0 denote the space of all operators R ∈ A such that Rχ0 = 0. We willdenote by ℘0(k, χ0) the class of all hermitian functions Φ : K → C which satisfy

(a) TΦ is positive definite for all operators T having the form (4).

(b) TΦ is |χ0|-bounded for all such T i.e., there exists a constant c such that TΦ(x) ≤c|χ0(x)| for all x ∈ K.

We shall call the elements of the class ℘0(k, χ0) the elementary definitizable func-tions.

3.Construction of an argument kernel On K ×K∗ .

Parthasarthy et al. [21] proved the existence of a kernel θ(x, χ) (called hereinan argument kernel) for an arbitrary abelian group G . Forst [7] used this kernel toestablish a Levy-Khinchin integral representation for conditionally positive definitefunctions. Sasvari [20] observed that truncations of the power series expansion ofexp(θ(x, χ)) yielded kernels he used to extend Forst’s result to a considerably largerclass of functions on G. The left x-translate of f is written xf(y) = f(x ∗ y) as seenabove. In Bloom and Heyer[2], Definition 2.5 the concept of uniform continuity wasintroduced, in terms of these translates, and it was shown that continuous functionswith compact support are indeed uniformly continuous. For the work that followswe need to extend this idea.

56


Definition 2. A locally bounded measurable function f is called left locally uni-formly continuous at x0 ∈ X if there exists a neighbourhood U of x0 such that forevery ε > 0 there exists a neighbourhood V of the identity e satisfying

|f(y ∗ x)− f(x)| < ε

for all x ∈ U , y ∈ V .

Theorem 2.6 of Bloom and Heyer[3] shows that a continuous function is left locallyuniformly continuous at every point in X. Depending on the preliminary result ofJewett ([10], Theorem 6.2E)) Bloom and Heyer [3] Proved that every function thatis left locally uniformly continuous at x0 is in fact continuous on a neighbourhood ofx0. This result will help us to prove part (b) of the following theorem as well as thefollowing Lemma will do for part (d).

Let H be a closed subhypergroup of K and let wH be a fixed Haar measure on H.The canonical homomorphism of K onto K/H is denoted π.

Lemma 3. For every compact subset C ⊆ K/H there exists a compact G ⊆ Ksuch that π(G) = C.

Proof. Let U be a compact neighbourhood of e in K. Since π is an open and contin-uous mapping, π(U) is a compact neighbourhood of e in K/H. There exist finitelymany points x1, ..., xn ∈ K such that

C ⊆n⋃

i=1

(π(xi) + π(U))

The set

G = (

n⋃

i=1

(xi + U))⋂π−1(C)

is compact and π(G) = C.

Theorem 4. There is a kernel ρχ0 : K ×K∗ → R satisfying each of the following:

(a) If (x, χ) ∈ K ×K∗ then ρχ0(x−, χ) = −ρχ0(x, χ)

(b) For each x ∈ K, the function ρχ0(x, .) of the second variable is measurable andbounded on K∗ and continuous on some neighborhood of of χ0.

(c) For each χ ∈ K∗, the function ρχ0(., χ) of the first variable is a homomorphismfrom (K, .) to (R,+).

(d) For each x ∈ K, there is a neighborhood Vx of χ0 such that χ(x) 6= 0 on Vx andχ(x)/χ0(x) = |χ(x)/χ0(x)| exp iρχ0(x, χ) for all χ ∈ Vx.

57


Proof . Firstly, we will assume that χ0 is identically 1. As pointed out of of Jewett[10], for each subhypergroup H of K the cosets x ∗H(x ∈ K) form a partition of K.Let H denote the subhypergroup of almost hermitian elements of K i.e., H = x ∈K : x ∗ u = x ∗ u− forall u ∈ K with u = u−. Then the quotient K/H is acommutative hypergroup and the inverse [x]−1 of the canonical image [x] of x ∈ Kin K/H is well defined by [x−]. Dividing this group by the subhypergroup of allelements with finite order, we obtain a maximal independent subhypergroup M ofK/H. Let x ∈ M denote the canonical image of x ∈ K. We form a maximal Z-freesystem λk; k ∈ Λ such that every x ∈ K admits a representation of the form

xn = Πk∈Λλnkk (n, nk ∈ Z, n > 0), (5)

where the rational numbers nk/n are unique. Let arg(z) denote the measurableextension of that branch of the argument function whose range lies in the half openinterval (−π, π] such that arg(0):=0. Hence ρ as defined by

ρ(x, χ) :=∑

k∈Λ

nk

narg(χ(λk)) forfixed λk ∈ λk (6)

is well defined and clearly satisfies (a) and (c) as well as the measurability andboundedness conditions of (b). As pointed out in [3] the argument presented byParthasarathy et al [19] for the group case and Maserick [13] for the semigroup caseextends to the hypergroup setting to establish the existence of an open neighborhoodℵ′xofχ0 such that

arg(x, χ) :=∑

k∈Λ

nk

narg(χ(λk)) forall χ ∈ ℵ′x (7)

Then ℵx := ℵ′x ∩ χ ∈ K∗ : |χ(x) − e| < 1 satisfies (d) as well as the continuity

assertion in (b) when χ0 is identically 1. The general assertion follows upon setting

ρχ0(x, χ) = ρ(x,χχ0) since the map χ→ χ(x)

χ0(x)is a homeomorphism of K∗ onto it self.

This complete the proof.

We call any kernel satisfying (a)-(d) above an argument kernel.

4. Some integrability conditions .

The function space CK can be algebraically identified with the dual A∗ of Avia T → (Tφ)(e)(φ ∈ CK) and (T ∈ A). This map topologically identifies CK

equipped with the topology of simple convergence and A∗ equipped with the topologyof weak∗-convergence. For each fourth root of unity σ ∈ C and x ∈ K, we define anelement Δx,σ ∈ A by Δx,σ := 1 − 1

2 [σEx/χ0(x) + σEx−/χ0(x−)], where ExΦ(y) =

Φ(x ∗ y), x, y ∈ K and Φ ∈ CK and for convenience set Δx = Δx,1. Suppose

58


that G be a generator set for K in the sense that every element of K is a finite productof members of G ∪ G∗. Let m be a positive integer we will denote by Lm(K) thecollection of all measures w satisfying

∫

K\χ0

m∏

j=1

Δxjχ(e)dw(χ) <∞ forall x1, ..., xm ∈ K (8)

where K be the set of all characters χ on K such that |χ(x)| ≤ |χ0(x)| for all x ∈ K.By mathematical induction and using Holder inequality we easily get the followinggeneralization of Cauchy Schwartz inequality

∫ψ1...ψmdμ ≤ (

∫ψm1 dμ...

∫ψmmdμ)

1m (9)

where μ ∈M(K) and ψim1 be a non negative measurable functions with respect toμ. This inequality help us to prove the following Proposition:

Proposition 5. If span(K)=A, then the following are equivalent:

(a) w ∈ Lm(K);

(b)∫K\χ0

(Δxχ(e))mdw(χ) forall x ∈ K;

(c)∫K\χ0

∏mj=1Δxjχ(e)dw(χ) <∞ forall x1, ..., xm ∈ G;

(d)∫K\χ0

(Δxχ(e))mdw(χ) forall x ∈ G.

Proof. (A) The equivalence of the pairs (a),(b) and (c),(d) follows from inequality(9). Clearly (a) implies (c), thus it sufficient to prove that (d) implies (b). Firstly,we assume that K is a Hamel base for A and prove that (d) implies the formallystronger condition

∫

K\χ0(χ(t))mdw(χ) <∞ forall t ∈ kerχ0 (10)

Since, every element of G lies in the linear span of the set e,Δx,1−Δx,i, then everyt ∈ kerχ0 is of the form

t =∑

(m,n)

α(m,n)t(m,n), (11)

wheret(m,n) =

∏

j

(Δxj )mj (e−Δxj ,i)

nj (12)

59


and α(m,n) ∈ C, xj ∈ G and m = (mj), n = (nj) (j=1,...,p) are sequences ofnonnegative integers which are not both null. For each χ ∈ K define χ∗|K → C byχ∗(x) = χ(x−) for each x ∈ K. But K assumed to be base for A so χ∗ extends to alinear functional on A. Let t0 be the sub-sum of the terms in the summand in (11)such that |n| =

∑j nj is odd and set te = t− t0 then

0 ≤ χ∗(t) + χ∗(te) = −χ(t0) + χ(te) forall χ ∈ K

hence, χ(t0) ≤ χ(te). Therefore for each t ∈ kerχ0 there exists a constant C suchthat

|χ(t)| ≤ C∑

j

(Δxj )χ(e), χ ∈ K. (13)

Using Minkowski’s inequality shows that χ→ χ(t) is a member of the Lebesgue spaceLm(μ) whenever t satisfies (d).

(B)Generally, K can isomorphically embedded in L1(K) via the map x→ Ex andthe image of K is a Hamel base for L1(K). Since K spans A, so A homomorphicimage of L1(K) under the map π defined by π(

∑j αjExj ) =

∑j αjxj , where xj ∈ K.

The adjoint map π∗ is a homomorphism mapping K onto the set K∗ of hermitianmultiplicative linear functionals π(χ) satisfying

(π∗(χ))(1−1

2[σEx/(π

∗(χ0))(x) + σEx−/(π∗(χ0))(x

−)]) ≥ 0 forall x ∈ G.

From (A), the contraction measure π∗oμ satisfies the four conditions of the Theorem.

Assume that Wx is a compact neighborhood of χ0 which satisfies (d) of the aboveTheorem as well as

−log|χ(x)/χ0(x)| ≤ 2(Δxχ)(e). (14)

Since −log|z| ≤ −log|Re(z)| ≤ 2(1−Re(z)) whenever |1−z| ≤ 0.5, there does indeedexist such a neighborhood of χ0.

Lemma 6. There exists a finite subset xj : j = 1, ...,m of K and a constant Lsuch that the inequality

(−log|χ(x)/χ0(x)|)p|ρχ0(x, χ)|

q ≤ Lp+q(Δxχ)(e)p∑

j

(Δxjχ)(e)+|1−(Δxj ,iχ)(e)|q

is valid for every χ ∈Wx and every pair of non-negative integers p and q.

Proof. Recall from Theorem4 that there exists a maximal independent subhyper-group M of K/H. Let x ∈M denote the canonical image of x ∈ K, there in we found

60


a maximal Z-free system λk such that every x ∈ K admits a representation of theform

xn = Πmk=1λnkk

Fix χ ∈ Wx, rj = |χ(λj)χ0(λj)

| and θj = arg(χ(λj)χ0(λj)

) where −π < arg(.) < π and

arg(0):=0. Using|rjsin(θj)|

2 ≤ 2(1− rjcos(θj))

we easily get|θj − rjsin(θj)| ≤ |θj |(1− rjcos(θj))

hence|θj | ≤ |rjsin(θj)|+ 4(1− rjcos(θj))

squaring both sides givesθ2j ≤ 26(Δλk)(χ(e))

Let l = max |nj |nj . Then

|ρχ0(x, χ)| = |∑

j

(nj

nθj)| ≤

√26l∑

j

√Δλjχ(e)

from which the Cauchy-Schwartz inequality implies

|ρχ0(x, χ)|2 ≤ 26l2m

∑

j

Δλjχ(e)

The assertion now follows from the definition of Wx setting L = max[2, 26l2m] andxj = λj .

It is clear that K is a compact subset of K∗ relative to the topology of pointwiseconvergence.

Denote by Lk(K) the set of all positive Radon measures w on K\χ0 such that∫

K\χ0(Tχ)(e)dw(χ) <∞ (15)

for all operators T having the form (4).

Theorem 7. If p, q is any pair of non-negative integers satisfying p + q > 2k − 1and μ ∈ Lk(K), then∫

Wx\χ0


qdw(χ) <∞, forall x ∈ K. (16)

61


Proof. If p and q satisfy the hypothesis , let L be as Lemma 6. Then


q ≤ Lp+q(Δxχ)(e)p∑

j

(Δxjχ)(e)+|1−(Δxj ,iχ)(e)|q,

for all χ ∈ K, the multinomial theorem gives a decomposition of the summation onthe right hand side as a sum of products of terms of degree p+ q. Therefore the lefthand side of the inequality is dominated by a finite sum of integrable functions, sothe integrability assertion of the Theorem follows.

Let Ω = (x, χ) ∈ K × K∗ : χ(x) 6= 0 , we define the kernel logχ0(x, χ) =log|χ(x)/χ0(x)|+ iρχ0(x,χ). Then for each χ ∈ K

∗, log(., χ) is a homomorphism from(K, ∗) to (R,+). suppose that for each variables y, z and all integers k we denote byExpk(y, z) the minimal truncated exponential kernel of order k i.e.,

Expk(y + z) =∑

j

1

j!

∑

mj

(jmj )ymjzj−mj

where the indices j and mj are nonnegative integers satisfying 0 ≤ mj ≤ j andmj +

12 (j −mj) < k. If we replace y by log|χ(x)/χ0(x)| and z by iρχ0(x, χ) where

(x, χ) ∈ K ∗K then we denote Expk(y + z) by Expk(x, χ). By virtue of the aboveTheorem and the result obtained in [15], we get the following Corollaries

Corollary 8. Let V be a closed neighbourhood of χ0 and k be a positive integergreater than 0. If x ∈ K such that |χ(x)| 6= 0 for all χ ∈ V , then

∫

V \χ0

|χ(x)− χ0(x)Expk(x, χ)|dw(χ) <∞ (17)

for every w ∈ Lk(K).

Corollary 9. If Exk(x, χ) is any truncation of the power series expansion for exp(x, χ)which includes all terms of Expk(x, χ), then

∫

V \χ0

|χ(x)− χ0(x)Exk(x, χ)|dw(χ) <∞ (18)

for every w ∈ Lk(K).

5. Integral Representation Theorems .

Elementary definitizable functions allows in many cases a representation in termsof a local part and an integral term. Here we establish such a representation for

62


a commutative hypergroups. In CK we introduce the translation operators Ax forx ∈ K by the formula

(AxΦ)(y) = Φ(x∗y), y ∈ K, Φ ∈ CK

Since Axy = AxAy for x, y ∈ K, the complex linear span of these operators is analgebra B, the algebra of shift operators. For arbitrary function f ∈ CK the subspace

T (f) := Af |A ∈ B

is invariant under each operator A ∈ B. The rank of f ∈ CK will define by

rk(f) = dimA(f).

Since A(f) is independent of the involution, so is the rank of f . To say that rk(f) =n < ∞ means that there exist x1, ..., xn ∈ K such that Ax1f, ..., Axnf is a basis forA(f). In this case there exist functions a1, ...an on K such that

f(xt) =

n∑

i=1

ai(x)Axif(t), x, t ∈ K

Conversely, if f ∈ CK is such that there exist complex-valued functions ai, bi, i =1, ..., n satisfying

f(xt) =

n∑

i=1

ai(x)bi(t), x, t ∈ K (19)

then it is clear that f is of finite rank. Furthermore, if n is the smallest number forwhich a representation of the form (19) exists, then rk(f) = n and ai, i = 1, ..., n aswell as bi, i = 1, ..., n form a basis for A(f). From the representation (19) it followsthat the set of functions f ∈ CK of finite rank is an algebra of functions on K, stableunder complex conjugation

Definition 10 . A non-zero function f ∈ CK of finite rank is called elementaryif A(f) contains exactly one character function χ. We then say that f is associatedwith χ.

Theorem 11 . Let f ∈ CK be elementary of rank ≤ n and associated with acharacter χ. If A1, ..., An ∈ B are n shift operators satisfying Aiχ = 0, i = 1, ..., n,then A1...Anf = 0.

Proof . We first note that Aχ = Aχ(e)χ for any A ∈ B, so Aχ = 0 if and only ifAχ(e) = 0. The proof will proceed by induction after n. For n = 1 then A(f) = Cχ

63


and there is nothing to prove. Assume the result established for n−1 and let An ∈ Bsatisfy Anχ = 0. Then Φ = Anf is of rank≤ n − 1 because A(Φ) = An(A(f)) is aproper subspace of A(f) since χ ∈ A(f) and Anχ = 0. If Φ is non-zero, it is clearlyelementary associated with χ, so by induction hypothesis

A1...An−1Φ = A1...Anf.

In the following we shall denote by Nχ0 the set of all compact neighbourhood ofχ0 and for V ∈ Nχ0 we let KV denote the subhypergroup of all members x ∈ Ksuch that χ(x) 6= 0 for all χ ∈ V . Setting ΛV := spanEx : x ∈ KV we obtain thefollowing:

Corollary 12.

Tχ0Exk(., χ) = 0 on KV , (20)

for all T ∈ ΛV of the form (4). If χ = χ0 then

Tχ0

2k−1∑

j=0

1

j!(iρχ0(x, χ))

j = 0 on K,

for all T ∈ A of the form (4).

Our main result is the following theorem, whose reduction to discrete group gener-alizes the result of Sasvari [20, Satz 4.6] and whose reduction to arbitrary semigroupsextends known generalization of the classical Levy- Khinchin formula(cf[1,14] and[15]).

Theorem 13 . A hermitian function Φ ∈ CK belongs to the class ℘0(k, χ0) if andonly if Φ admits the Levy- Khinchin type integral representation

Φ(x) =

∫

V \χ0

χ(x)− χ0(x)Exk(x, χ)dw(χ) +∫

K\Vχ(x)dw(χ) + αV (x) (21)

for all x ∈ K, V ∈ Vχ0 , where w ∈ Lk(K) and αV : KV → C is a correction functionsatisfying the functional equation

TαV = (TαV )(1)χ0 on KV ,

for all T ∈ ΛV of the form (4).

64


Proof . The if part is a direct consequence of formula (20). Assume that Φ ∈℘0(k, χ0) and let T be an operator having the form (4). Since TΦ is positive definiteand |χ0| bounded, by Bloom and Ressel[4] we can find a unique Haar measure wTon K such that

TΦ(x) =

∫

K

χ(x)dwT (χ) forall x ∈ K.

For such an operator T let OT := χ ∈ K : Tχ(e) 6= 0. The family OT is anopen covering of the locally compact space K\χ0. since K is compact, we havethe uniqueness of the representing measure. Therefore, R(χ)dwT = T (χ)dwR, for alloperator R, T having the form (4), so that the compatibility condition

wT |OR∩OT = wR|OR∩OT

is satisfied. It follows that there exists a unique Haar measure w on K\χ0 suchthat for all T as above we have

TΦ(x) = χ0(x)wT (χ0) +∫

K

Tχ(x)dw(χ) forall x ∈ K

In particular for any such T , the function χ → Tχ(e) is w-integrable so that w ∈Lk(K). On setting

αV (x) = Φ(x)−∫

V \χ0

χ(x)− χ(x)0Exk(x, χ)dw(χ)−∫

K\Vχ(x)dw(χ)

for all x ∈ KV , V ∈ Nχ0 , and applying formula (20), we see that the correctionfunction αV satisfies

(TαV )(x) = (TΦ)(x)−∫

K

(Tχ)(x)dw(χ) = χ0(x)wT (χ0)

for all x ∈ ΛV of the form (4), from which the desired properties of αV follow. Thiscompletes the proof.

6. Polynomial Hypergroups .

In [11,13] Lasser demonstrated a close relationship between certain hypergroupson N0 and certain orthogonal polynomial sequences and discussed the basic prop-erties concerning these hypergroups, he called them polynomial hypergroups. LetRnn∈N0 be a polynomial sequence defined by a recurrence relation of the type

R1(x)Rn(x) = αnRn+1(x) + βnRn(x) + γnRn−1(x)

65


for n ∈ N with starting polynomials R0(x) = 1 and R1(x) = 1/α0(x−β0) and αn > 0,βn ≥ 0 for all n ∈ N0 and γn ≥ 0 for all n ∈ N. Let the polynomials be normalizedat x = 1, i.e., Rn(1) = 1 for all n ∈ N0. By the orthogonality of the polynomialsequence it follows immediately that there exist coefficients g(n,m; s) ∈ R with

Rn(x)Rm(x) =

|n+m|∑

s=|n−m|

g(n,m; s)Rs(x)

Suppose g(n,m; s) ≥ 0 for all n,m, s ∈ N0. A polynomial sequence with theseproperties generates a hypergroup structure on N0. We can obtain a Banach algebrastructure by considering the weighted space l1(N0, w) where

w(0) = 1, w(1) =1

γ1, w(n) =

α1α2...αn−1

γ1γ2...γn

with translation operators given by

Tnβ(m) =

|n+m|∑

s=|n−m|

g(n,m; s)β(s)

The pair (N0;w) is called the polynomial hypergroup generated by (Rn)n∈N and wesay that (Rn)n∈N induces a polynomial hypergroup. Since the linearization coefficientg(n,m;s)are nonnegative then we can define a convolution structure on N0 via

δm ∗ δn =|n+m|∑

s=|n−m|

g(n,m; s)δs

with this convolution, δ0 as unit and the identity involution N0 becomes a discrete hy-pergroups. Polynomial hypergroups are special cases of discrete hypergroups, cf.[12].Lasser [11], Proposition 4 showed that the continuous semicharacters of N0 are givenby αx : n→ Rn(x) where x ∈ R, and

N∗0 = αx : x ∈ R and αx is bounded.

Under the homomorphism between R and the continuous semicharacters on N0 givenby x→ αx, the plancherel measure π on N∗0 can be identified with the orthogonalitymeasure of (Rn), and suppπ ⊂ [−1, 1]. The dual space of polynomial hypergroupscan be identified with a compact subset of R. Explicitly, the space N∗0 of all hermitiancharacters of the hypergroup N0 is homeomorphic to

Ds = x ∈ R : |Rn(x)| ≤ 1 forall n ∈ N0

66


and the space of all characters

D = z ∈ C : |Rn(z)| ≤ 1 forall n ∈ N0

An example for a polynomial hypergroup is provided by the Jacobi polynomials.

Normalizing p(α,β)n (x) :=

P (α,β)n (x)

P(α,β)n (1)

= n!(α+1)n

P(α,β)n (x), the Jacobi polynomials induce

a polynomial hypergroup if β ≤ α and α+ β + 1 ≥ 0.

For m ∈ N0, we define a translation operator Tm : l(N0)→ l(N0) by

(φn)n∈N0 7→ (|n+m|∑

s=|n−m|

g(n,m; s)φ(s))n∈N0

The following characterization of these functions can be found e.g. in [3].

Lemma 14. Let (Rn)n∈N0 induce a polynomial hypergroup. A function χ is acharacter of (N0;w) if and only if there exists a z ∈ C such that

χ(n) = Rn(z), forall n ∈ N0

In particular, the set of all bounded characters is homeomorphic to D.

Let χ0 = 1 be the constant character on N0. Then the corresponding K is theinterval [-1,1]. The log-kernel in this example is given by

Logχ0(n, x) = nlog|x|, for n ∈ N0 and x ∈ R\0

Suppose Φ belongs to the class of elementary definitizable function on the polynomialhypergroup (N0, w). Let 0 < ε < 1 and V = [−1,−ε]∪ [ε, 1]. Then we have KV = Kapplying Theorem 13 to the polynomial hypergroup, the neighbourhood V and Φ,guarantees that Φ admits an integral representation of the form

Φ(n) =

∫

[−1,−ε]∪[ε,1]Rn(x)−1−

2k−1∑

j=1

(nlog|x|)j

j!dw(x)+

∫

|x|<εRn(x)dw(x)+wε(n)

where w ∈ Lk([−1, 1]) and wε := wV is a correction sequence satisfying

((x− 1)2k ∗ wε)(n) = ((x− 1)2k ∗ wε)(0) ≥ 0, n ∈ N0.

67


References.

[1] Berg, C., J. P. R. Christensen and P. Ressel, Harmonic analysis on semigroups.Theory of positive definite and related functions, Graduated texts in Math. 100,Springer-Verlag, Berlin-Heidelberg-New-York, 1984.

[2] Bloom, W. R. and H. Heyer, Characterisation of potential kernels of transientconvolution semigroups on a commutative hypergroup. Probability measures ongroups IX (Proc. Conf., Oberwolfach Math. Res. Inst, Oberwolfach 1988), Lec-ture Notes in Math .1379, Springer-Verlag, Berlin, Heidelberg, New-York, London,Paris, Tokyo, 1989.

[3] Bloom, W. R. and H. Heyer, Harmonic analysis of probability measures on hyper-groups, de Gruyter, Berlin, 1995.

[4] Bloom, W. R. and P. Ressel, Positive definite and related functions on hyper-groups, Can. J. Math 43(2) (1991)242-254.

[5] Buchwalter, H., Les fontion des Levy existent, Math. Ann. 279 (1986)31-34.

[6] Dunkl, C. F., The Measure Algebra of a Localy Compact Hypergroup, Trans.Amer. Math. Soc. 179 (1973)331-348.

[7] Forst, G., The Levy-Khinchin representation of negative definite functions., Z.Wahrsch. Verw. Geb. 34 (1976)313-318 .

[8] Hossam. A. Ghany, Basic completely monotone functions as coefficients and solu-tions of linear q-difference equations with some applications, Physics Essays, 25(1)(2012).

[9] Hewitt, E. and H. S. Zuckermann, The L1-algebra of a commutative semigroup,Trans. Amer. math. Soc. 83 (1956)70-97.

[10] Jewett, R. I., Spaces with an abstract convolution of measures, Adv. Math.18(1975)1-101.

[11] Lasser, R., Orthogonal polynomials and hypergroups, Rend.Mat.3 (1983)185-209.

[12] Lasser, R., Orthogonal polynomials and hypergroups II-the symmetric case, Trans.Amer.Math.Soc.341 (1994)749-770.

[13] Lasser, R., Discrete commutative hypergroups, in: Lectures on Orthogonal Poly-nomials” (W. zu Castell, F. Filbir, and B. Forster, eds.), Advances in the Theory ofSpecial Functions and Orthogonal Polynomials, Nova Science Publishers(2005)55-

68


102.

[14] Maserrick, P. H., A Levy -Khinchin Formula for Semigroups with Involution,Math. Ann. 236 (1978)209-216.

[15] Maserrick, P. H. and E. H. Youssfi, Integral characterization of elementary defini-tizable functions, Math. Z.209 (1992)531-545.

[16] A. S. Okb El Bab, H. A. Ghany and M. S. Mohamed, On Positive Definite Func-tions and Some Related Functions on Hypergroups, Int. J. Math.Anal 6(13)(2012)599-607.

[17] A. S. Okb El Bab, H. A. Ghany and S. Ramadan, On strongly negative definitefunctions for the product of commutative hypergroups, Int. J. Pure and Appl.Math.71(2011)581-594.

[18] A. S. Okb El Bab and H. A. Ghany, Harmonic analysis on hypergroups, AIP Conf.Proc. 1309(2010)312.

[19] Parthasarathy, K. R., R. R. Rao and S. R. S. Varadhan, Probability distributionson locally compact abelian groups, III. J. math. 7 (1963)337-369.

[20] Sasvari, Z., Definisierbare Funktionen auf Gruppen. Dissertationes Math, 1989.

[21] Spector R., Apercu de la theorie des hypergroups in analyse harmonique sur lesgroups de Lie, Lecture Notes in Math. 497, Springer Verlag, New York, 1975.

69

∗-REGULARITY OF OPERATOR SPACE PROJECTIVE

TENSOR PRODUCT OF C∗-ALGEBRAS

AJAY KUMAR AND VANDANA RAJPAL

Abstract. The Banach ∗-algebra A⊗B, the operator space projectivetensor product of C∗-algebras A and B, is shown to be ∗-regular ifTomiyama’s property (F ) holds for A⊗minB and A⊗minB = A⊗maxB,where ⊗min and ⊗max are the injective and the projective C∗-cross norm,respectively. However, A⊗B has a unique C∗-norm if and only if A⊗Bhas. We also discuss the property (F ) of A⊗B.

1. Introduction

The concepts of ∗-regularity and the uniqueness of C∗-norm have been ex-tensively studied in Harmonic analysis for L1-group algebras by J. Biodol [6],D. Poguntke [20], Barnes [3], and others. Barnes in [4] studied these con-cepts in the context of BG∗-algebras. These results on tensor products werefurther improved by Hauenschild, Kaniuth and Voigt [7].

Recall that for C∗-algebras A and B, and u an element in the algebraictensor product A⊗B, the operator space projective tensor norm is definedto be

‖u‖∧ = inf‖α‖‖x‖‖y‖‖β‖ : u = α(x⊗ y)β,where α ∈ M1,pq, β ∈ Mpq,1, x ∈ Mp(A) and y ∈ Mq(B), p, q ∈ N, andx ⊗ y = (xij ⊗ ykl)(i,k),(j,l) ∈ Mpq(A ⊗ B). The completion of A ⊗ B withrespect to this norm is called the operator space projective tensor product ofA and B, and is denoted by A⊗B. It is well known that A⊗B is a Banach ∗-algebra under the natural involution [8], [14], and is a C∗-algebra if and onlyif A or B is C. One of the main results about ∗-regularity obtained in [7], [19]was that the Banach space projective tensor product of C∗-algebras A andB is ∗-regular if their algebraic tensor product has a unique C∗-norm andA⊗minB has Tomiyama’s property (F ). In Section 2, we prove this result forthe operator space projective tensor product. We also show that A⊗B hasa unique C∗-norm if and only if A ⊗ B has. Using these results, we obtainseveral Banach ∗-algebras which are not ∗-regular, e.g. C∗r (F2)⊗C∗r (F2),B(H)⊗B(H), and B(H)/K(H)⊗B(H)/K(H), where C∗r (F2) is the C∗-algebra associated to the left regular representation of the free group F2

on two generators and H an infinite-dimensional separable Hilbert space,

2010 Mathematics Subject Classification. Primary 46L06, Secondary 46L07,47L25.Key words and phrases. Operator space projective tensor norm, Enveloping C∗-algebra,∗-regularity.

1

70


2 A. KUMAR AND V. RAJPAL

whereas the Banach ∗-algebras C∗(G1)⊗C∗(G2), G1 and G2 are locallycompact Hausdorff topological groups and G1 is amenable, K(H)⊗K(H),B(H)⊗K(H), and B(H)⊗K(H) + K(H)⊗B(H) are ∗-regular. Section 3deals with the ∗-regularity of A⊗A with the reverse involution. Finally, weintroduce the notion of property (F ) for A⊗B, and prove that if the Banach∗-algebra A⊗B has spectral synthesis in the sense of [12] then it satisfiesproperty (F ).

2. ∗-Regularity And Unique C∗-norm

Throughout this paper, all ∗-representations of ∗-algebras are assumed tobe normed and for any ∗-algebra A, Id(A) denotes the space of all two-sidedclosed ideals of A. Recall that a ∗-algebra A is called a G∗-algebra if, forevery a ∈ A, γA(a) defined by

γA(a) := sup‖π(a)‖ : π a ∗-representation of A,

is finite. This γA is the largest C∗-seminorm on A; and the reducing idealAR of A (or ∗-radical) is defined as AR = a ∈ A : γA(a) = 0. Denoteby C∗(A), the completion of A/AR in the C∗-norm induced by γA. C∗(A)together with the natural mapping ϕ : A → C∗(A) (a → a + AR) is calledthe enveloping C∗-algebra of A. If AR = 0, i.e. if the points of A areseparated by its ∗-representations, then we say that A is ∗-reduced(or ∗-semisimple). Clearly, every Banach ∗-algebra is a G∗-algebra. Also AR, inthis case, is a norm closed ∗-ideal of A and the quotient Banach ∗-algebraA/AR is automatically ∗-reduced.

For a ∗-algebra A, let Prim∗(A) denote the set of all primitive ideals ofA, i.e. the set of kernels of topologically irreducible ∗-representations of A.For a non-empty subset E of Prim∗(A), kernel of E is defined to be

k(E) =⋂P : P ∈ E,

and for any subset J of A, hull of J relative to Prim∗(A) is defined to beh∗(J) = P ∈ Prim∗(A) : P ⊇ J.

We endow Prim∗(A) with the hull-kernel topology (hk-topology), that is, foreach subset E of Prim∗(A), its closure is E = h∗k(E). If A is a C∗-algebrathen we usually write Prim(A) instead of Prim∗(A).

In a similar manner, one can define the hk-topology on Prime(A), thespace of all prime ideals of A. Also recall that a ∗-representation π of a∗-algebra A is called factorial if π(A)

′′(i.e., von Neumann algebra generated

by π(A)) is a factor. The set of kernels of factorial ∗-representations of Ais called the factorial ideal space of A and is denoted by Fac(A). It is wellknown that the kernel of a factorial ∗-representation of a ∗-algebra A is a(closed) prime ideal, so that one can introduce the hull-kernel topology onFac(A).

Definition 2.1. ( [19]) A G∗-algebra A is said to be ∗-regular if the contin-uous surjection ϕ : Prim(C∗(A)) → Prim∗(A) (P → ϕ−1(P )) is a homeo-morphism, where ϕ : A→ C∗(A) is the C∗-enveloping map of A.

71

∗-REGULARITY OF OPERATOR SPACE PROJECTIVE TENSOR PRODUCT 3

Equivalently, from ( [17], Proposition 1.3), a Banach ∗-algebra A is ∗-regular if and only if for any two non-degenerate ∗-representations π andρ of A, the inclusion kerπ ⊆ ker ρ will imply that ‖ρ(a)‖ ≤ ‖π(a)‖ for alla ∈ A.

Now, we proceed to show that the ∗-regularity of A⊗B. For this, we firstlook at the structure of Fac(A⊗B). The proof of the following result is onlines of ( [2], Proposition 4.2) but for sake of completeness, we outline theproof.

Proposition 2.2. A proper closed ideal K of A⊗B is factorial if and onlyif K = A⊗J + I⊗B for some I ∈ Fac(A) and J ∈ Fac(B).

Proof. Assume that K = A⊗J+I⊗B for some I ∈ Fac(A) and J ∈ Fac(B).Since I and J are factorial ideals there exist factorial ∗-representationsπ1 : A → B(H1) and π2 : B → B(H2) such that I = ker(π1) and J =ker(π2). Let π = π1 ⊗min π2 i, where π1 ⊗min π2 is a ∗–representation ofA⊗min B on H1 ⊗H2 [21] and i : A⊗B → A⊗min B is an injective algebra∗-homomorphism [9]. Clearly, π is a ∗-representation of A⊗B and we have

π(A⊗B)′′

= π(A⊗B)′′

= π1 ⊗min π2(A⊗B)′′

= (π1(A)⊗ π2(B))′′

and so by Tomita’s Commutant Theorem we get π(A⊗B)′′

= π1(A)′′⊗π2(B)

′′,

where ⊗ denotes the tensor product of von Neumann algebras. Since π1(A)′′

and π2(B)′′

are factors, so is π(A⊗B)′′

by ( [5], Proposition III. 1.5.10).Thus kerπ ∈ Fac(A⊗B). Also, by the definition of π, we have kerπ ⊇A⊗J + I⊗B. Now, we claim that K = kerπ. Consider the quotient mapq : A⊗B → A/I⊗B/J with ker q = K( [10], Lemma 2). Since π is ∗-representation of A⊗B, kerπ is closed ideal of A⊗B and kerπ ⊇ ker q. Sup-pose that the inclusion is strict. Then q(kerπ) is a closed ideal of A/I⊗B/Jby ( [10], Lemma 2). Clearly, q(kerπ) is a non-zero closed ideal, so it mustcontain a non-zero elementary tensor, say (a+ I)⊗ (b+J), by ( [11], Propo-sition 3.6). Hence a⊗ b ∈ kerπ, i.e. π(a⊗ b) = 0. Thus π1(a)⊗ π2(b) = 0,so that either π1(a) = 0 or π2(b) = 0, a contradiction. Thus K = kerπ.

For the converse, let K = ker(π) for some factorial ∗-representation π ofA⊗B on a Hilbert space H. By ( [21], Lemma 4.1), there exist representa-tions π1 : A→ B(H) and π2 : B → B(H) such that π(a⊗ b) = π1(a)π2(b) =π2(b)π1(a) for all a ∈ A and b ∈ B. Since π is a factorial ∗-representation

of A⊗B and π(A⊗B)′′

= π(A ⊗ B)′′, so π is factorial ∗-representation of

A ⊗ B also. Therefore, π1 and π2 are factorial ∗-representations of A andB by ( [5], Theorem II.9.2.1.). Let I = kerπ1 and J = kerπ2. Clearly,A⊗J + I⊗B ⊆ kerπ. Suppose that the inclusion is strict. Then, as doneearlier, we obtain a ∈ A\I and b ∈ B\J such that a ⊗ b ∈ kerπ and hence

π1(a)π2(b) = 0. Since π1(a) ∈ π1(A)′′, π2(b) ∈ π1(A)

′and π1(A)

′′is a factor,

so by ( [21], Proposition 4.20) it follows that either π1(a) = 0 or π2(b) = 0,a contradiction. Hence kerπ = A⊗J + I⊗B.

Now recall that A⊗minB satisfies Tomiyama’s property (F ) if the familyφ ⊗min ϕ : φ ∈ P (A), ϕ ∈ P (B) separates all closed ideals of A ⊗min

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B, where P (A) and P (B) denote the set of all pure states of A and B,respectively. For C∗-algebras A and B, it is known that ‖x‖max ≤ ‖x‖∧ forall x ∈ A⊗B. So, there is a contractive homomorphism i : A⊗B → A⊗maxBsuch that i(a ⊗ b) = a ⊗ b, for all a ∈ A, b ∈ B. Let q be the canonicalquotient map from A ⊗max B onto A ⊗min B. Then, by [9], q i is thecanonical injection map from A⊗B to A⊗minB. In particular, i is injective.

Proposition 2.3. For C∗-algebras A and B, if A⊗min B = A⊗max B andA ⊗min B has Tomiyama’s property (F ). Then the mapping K → i−1(K)is a homeomorphism from Prim(A⊗max B) onto Prim∗(A⊗B), where i isthe canonical map from A⊗B to A⊗max B.

Proof. We first claim that that the map K → i−1(K) is a homeomorphismfrom Fac(A⊗minB) onto Fac(A⊗B). Consider the map φ : Id(A)×Id(B)→Id(A⊗B) defined by φ(I, J) = A⊗J + I⊗B, I ∈ Id(A), J ∈ Id(B).Then Proposition 2.2 shows that the map φ maps Fac(A) × Fac(B) ontoFac(A⊗B). Also consider the maps φ1 : Id(A) × Id(B) → Id(A ⊗min B)((I, J) → ker(qI ⊗min qJ)) and φ2 : Id(A ⊗min B) → Id(A⊗B) (K →K∩A⊗B). By ( [21], Proposition 4.13) and ( [5], Proposition III 1.5.10), φ1maps Fac(A)× Fac(B) into Fac(A⊗min B). Since A⊗min B has property(F) so, by ( [7], Lemma 2.5), φ1 is homeomorphism from Fac(A)× Fac(B)onto Fac(A⊗minB). Also, φ2 maps Fac(A⊗minB) into Fac(A⊗B) as everyfactorial ∗-representation of A⊗minB restricts to a factorial ∗-representationof A⊗B. Since the factorial ideals are proper so it follows from ( [12], Propo-sition 1.1(v)) that the map φ is homeomorphism from Fac(A)×Fac(B) ontoFac(A⊗B). Now, note that a following diagram commutes:

Fac(A)× Fac(B)

Fac(A⊗min B) Fac(A⊗B)

φφ1

φ2

i.e. φ = φ2 φ1 by ( [12], Lemma 2.8), and so φ2 is homeomorphismfrom Fac(A⊗min B) onto Fac(A⊗B). Since the primitive ideals are facto-rial, so j := φ2|Prim(A⊗minB) is homeomorphism from Prim(A⊗min B) into

Prim(A⊗B). In fact, j is onto. To see this, let P = kerπ ∈ Prim(A⊗B),where π is an irreducible ∗-representation of A⊗B on a Hilbert space H.Thus there exist representations π1 : A → B(H) and π2 : B → B(H) suchthat π(a⊗ b) = π1(a)π2(b) = π2(b)π1(a) for all a ∈ A and b ∈ B. Therefore,it follows from ( [21], Proposition 4.7) that there exists a unique represen-tation ρ : A⊗max B → B(H) such that ρ(a⊗ b) = π1(a)π2(b) = π2(b)π1(a)for all a ∈ A and b ∈ B, which further gives us π(a⊗ b) = ρ i(a⊗ b), wherei : A⊗B → A⊗max B is an injective map. One can easily show that π and

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ρ i agree on A⊗B, and so by continuity π = ρ i. Since i(A⊗B) is ‖ ·‖max-dense in A⊗maxB and so ρ is irreducible. Also P = ker ρ i = j(ker ρ), andhence the result follows.

A G∗-algebra A has a unique C∗-norm if the Gelfand-Naimark normγA/AR

is the only C∗-norm that can be defined on A/AR. Note that theG∗-algebra A ⊗ B is ∗-regular if and only if it has a unique C∗-norm andA⊗min B has Tomiyama’s property (F )( [19], Theorem 10.5.36).

Next, we discuss the ∗-regularity of A⊗B.

Theorem 2.4. Let A and B be C∗-algebras, and suppose that A ⊗min Bhas Tomiyama’s property (F ) and A ⊗min B = A ⊗max B. Then A⊗B is∗-regular. In particular, if A or B is nuclear then A⊗B is ∗-regular.

Proof: As i(A⊗B) is ‖ · ‖max- dense in A ⊗max B, so by ( [19], The-orem 10.1.11(c)) we get a unique ∗-homomorphism C∗(i) : C∗(A⊗B) →C∗(A⊗max B) = A⊗max B that makes the following diagram commutative:

A⊗B

C∗(A⊗B) A⊗max B

iϕA⊗B

C∗(i)

with C∗(i) surjective. Also, by ( [16], Theorem 4.8), C∗(i) is an isometricisomorphism from C∗(A⊗B) onto A⊗max B.Since the canonical map i : A⊗B → A ⊗max B is a ∗-homomorphism, so( [19], Theorem 10.5.6) gives us a continuous map i : Prim(A ⊗max B) →Prim∗(A⊗B) defined by i(P ) = i−1(P ) for all P ∈ Prim(A ⊗max B), anda commutative diagram:

Prim(A⊗max B)

Prim(C∗(A⊗B)) Prim∗(A⊗B)

i˘C∗(i)

ϕA⊗B

i.e., i = ϕA⊗B ˘C∗(i).In order to show that A⊗B is ∗-regular, suppose that H is a closed subset

of Prim(C∗(A⊗B)). Since ˘C∗(i) is a continuous map, so ( ˘C∗(i))−1(H)is closed in Prim(A ⊗max B). By the given hypothesis and Proposition

2.3, i is a homeomorphism from Prim(A ⊗max B) onto Prim∗(A⊗B). So

i(( ˘C∗(i))−1(H)) is a closed subset of Prim∗(A⊗B). We now claim that

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˘C∗(i) is a bijective map. It can be seen easily, using the bijectivity of

C∗(i), that ˘C∗(i) is an injective map. To see the surjectivity, let P ∈Prim(C∗(A⊗B)) then P = kerπ, π is an irreducible ∗-representation of

C∗(A⊗B). Let π := π C∗(i)−1, then clearly kerπ = ˘C∗(i)(ker π)) and π is

an irreducible ∗-representation of A⊗maxB. So i = ϕA⊗B ˘C∗(i) implies that

ϕA⊗B(H) is a closed subset of Prim∗(A⊗B); note that ϕA⊗B is injective

since i and ˘C∗(i) both are bijective. Hence the result follows. 2

Example 2.5. For an amenable locally compact Hausdorff topological groupG1 and infinite dimensional separable Hilbert space H, C∗(G1) and K(H)are nuclear, so C∗(G1)⊗C∗(G2), B(H)⊗K(H), K(H)⊗B(H), and K(H)⊗K(H),are ∗-regular Banach algebras, where G2 is a locally compact Hausdorfftopological group. Therefore, by ( [19], Lemma 10.5.22), B(H)⊗K(H) +K(H)⊗B(H) is also ∗-regular. Thus, every proper closed ideal of B(H)⊗B(H)is ∗-regular.

We now give a partial converse of the above theorem. For this, we firstnote a result from ( [4], Proposition 2.4) namely: a reduced BG∗-algebraA has a unique C∗-norm if and only if for every non-zero closed ideal I ofC∗(A), I ∩A is non-zero.

It is known, from [1], that if I is a non-zero closed ideal in A⊗minB thenI contains a non-zero elementary tensor. However, this may not be true forA⊗max B if ‖ · ‖min 6= ‖ · ‖max on A⊗B. This fact is essentially used in thefollowing theorem.

Theorem 2.6. For C∗-algebras A and B, A⊗B has a unique C∗-norm if andonly if A ⊗ B has. In particular, if the Banach ∗-algebra A⊗B is ∗-regularthen A⊗B has a unique C∗-norm.

Proof: Suppose that A⊗B has a unique C∗-norm. In order to show theuniqueness of C∗-norm on A⊗B, it is enough to show that ‖ ·‖min = ‖ ·‖max

on A ⊗ B. Suppose, on the contrary, ‖ · ‖min 6= ‖ · ‖max on A ⊗ B. Thenker q is a non-zero closed ideal of A ⊗max B, where q is the canonical ∗-homomorphism from A⊗maxB onto A⊗minB. As in Theorem 2.4, we obtaina unique isometric ∗-isomorphism C∗(i) from C∗(A⊗B) onto A ⊗max B.Now consider the map φ : Id(A⊗max B) → Id(C∗(A⊗B)) given by φ(I) =C∗(i)−1(I) for all I ∈ Id(A ⊗max B). Clearly, this map φ is injective soC∗(i)−1(ker q) is a non-zero closed ideal of C∗(A⊗B). Since A⊗B is ∗-reduced, so C∗(i)−1(ker q)∩A⊗B is a non-zero closed ideal of A⊗B. Thus,by ( [11], Proposition 3.6), it would contain a non-zero elementary tensor, saya⊗b, which further gives C∗(i)(a⊗b) ∈ ker q, i.e. a⊗b = 0, a contradiction.Hence A⊗B has a unique C∗-norm. Converse follows by the same argumentas that in ( [19], Corollary 10.5.38). 2

From [7], C∗r (F2) ⊗ C∗r (F2) does not have unique C∗-norm, so C∗r (F2)⊗C∗r (F2) is not a ∗-regular Banach algebra, where C∗r (F2) is the C∗-algebraassociated to the left regular representation of the free group F2 on two

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generators. Note that C∗r (F2) is non-nuclear simple C∗-algebra [5]. Similarly,for any C∗-algebra A without the weak expectation property of Lance and fora free group F∞ on an infinite set of generators, C∗(F∞)⊗A is not ∗-regularby ( [18], Proposition 3.3). Also, by ( [13], Corollary 3.1), for an infinitedimensional separable Hilbert space H, B(H)⊗minB(H) 6= B(H)⊗maxB(H)so B(H)⊗B(H) is not ∗-regular.

Corollary 2.7. For an infinite dimensional separable Hilbert space H,B(H)/K(H)⊗B(H)/K(H) is not a ∗-regular Banach algebra.

Proof: From [10], we know that there exists an isometric isomorphism φfrom A := (B(H)⊗B(H))/(B(H)⊗K(H)+K(H)⊗B(H)) to B(H)/K(H)⊗B(H)/K(H), satisfying φ(x+(B(H)⊗K(H)+K(H)⊗B(H))) = q⊗q(x), forall x ∈ B(H)⊗B(H), where q is the quotient map fromB(H) toB(H)/K(H).Clearly, this map φ is a bijective algebra ∗-homomorphism. It is knownfrom [10] that the primitive ideals of B(H)⊗B(H) are 0, B(H)⊗K(H),K(H)⊗B(H), and B(H)⊗K(H) +K(H)⊗B(H). So A has only one prim-itive ideal (B(H)⊗K(H) +K(H)⊗B(H))/(B(H)⊗K(H) +K(H)⊗B(H)).Thus A is ∗-reduced. Now suppose that B(H)/K(H)⊗B(H)/K(H) is ∗-regular. Then, clearly A is ∗-regular and so is B(H)⊗B(H) by ( [19], The-orem 10.5.15(d)), a contradiction. 2

3. Reverse Involution

Let A be a C∗-algebra. On the Banach algebra A⊗A, with the usualmultiplication, define the involution on an elementary tensor as (a ⊗ b)∗ =b∗ ⊗ a∗ for all a, b ∈ A. This extends to A⊗A, by the definition of operatorspace projective tensor norm, and A⊗A becomes a Banach ∗-algebra withthis isometric involution, denoted by A⊗rA.

Theorem 3.1. For a C∗-algebra A, A⊗rA is ∗-regular.

Proof: Let π and ρ be non-degenerate ∗-representations of A⊗rA, onthe same Hilbert space H, with kerπ ⊆ ker ρ. Suppose first that A hasan identity 1. Define π1(a) := π(a ⊗ 1) and π2(a) := π(1 ⊗ a), a ∈ A;clearly π1 and π2 are bounded representations from A into B(H) satisfyingπ(a ⊗ b) = π1(a)π2(b) = π2(b)π1(a) for all a, b ∈ A, and π1(a

∗) = π2(a)∗

for all a ∈ A. Since every ∗-representation of a Banach ∗-algebra into aC∗-algebra is contractive and that ⊗ is a cross norm so, for a self-adjointelement h ∈ A, we get ‖ exp(itπ1(h))‖ = 1 for all t ∈ R. Thus π1(h) is aself-adjoint element of B(H). Let a ∈ A, so a = h + ik, where h and k areself-adjoint elements of A. One can verify that π1(a

∗) = π1(a)∗. This showsthat π1 is a ∗-representation of A and π1(a)∗ = π2(a)∗ for all a ∈ A, andthus π1(a) = π2(a) for all a ∈ A. But π(a ⊗ b) = π1(a)π2(b) = π2(b)π1(a),so π(a ⊗ b) = π1(ab) = π2(ba), for all a, b ∈ A; similarly, π2 is also a ∗-representation of A. In a similar manner, we can define ∗-representations ρ1and ρ2 of A satisfying ρ(a⊗b) = ρ1(a)ρ2(b) = ρ2(b)ρ1(a) for all a, b ∈ A. Ar-guing as above, we have ρ(a⊗ b) = ρ1(ab) = ρ2(ba) for all a, b ∈ A. Clearly,

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kerπ1 ⊆ ker ρ1. It follows easily that π1, ρ1, π2, ρ2, all are non-degenerate∗-representations of A. Therefore, by ( [17], Proposition 1.3), we have

‖ρ(a⊗ b)‖ = ‖ρ1(ab)‖ ≤ ‖π1(ab)‖ = ‖π(a⊗ b)‖ for all a, b ∈ A.

Now for any x =

n∑i=1

ai ⊗ bi in A⊗ A, clearly we have

∥∥∥∥∥ρ(

n∑i=1

ai ⊗ bi

)∥∥∥∥∥ ≤∥∥∥∥∥π(

n∑i=1

ai ⊗ bi

)∥∥∥∥∥. Since (A⊗A, ‖·‖∧) is dense inA⊗rA and ∗-representation

from the Banach ∗-algebra A⊗rA to B(H) is norm reducing, it follows easilythat ‖ρ(x)‖ ≤ ‖π(x)‖ for all x ∈ A⊗rA. Hence if A is a unital C∗-algebra,A⊗rA is ∗-regular by ( [17], Proposition 1.3).

If A does not have identity, consider the unitization Ae of A. Clearly, A isa closed ideal of Ae. Therefore, A⊗rA is a closed ideal of Ae⊗rAe by ( [14],Theorem 5). In fact, it is a ∗-ideal of Ae⊗rAe. Thus Ae⊗rAe is ∗-regular,so is A⊗rA by ( [19], Theorem 10.5.15). 2

4. property (F ) for the operator space projective tensorproduct of C∗-algebras

Tomiyama [22] defined the concept of property (F ) for the minimal tensorproduct of C∗-algebras. Following [22], we define the property (F ) for theoperator space projective tensor product of C∗-algebras and show that ifA⊗B, for any C∗-algebras A and B, has spectral synthesis in the senseof [12] then A⊗B satisfies property (F ). We also show that weak spectralsynthesis and spectral synthesis in the sense of [12] coincides on A⊗B.

Definition 4.1. Let A and B be C∗-algebras. We say that A⊗B satisfiesproperty (F ) if the family φ⊗ϕ : φ ∈ P (A), ϕ ∈ P (B), where P (A), P (B)denote the pure states of A and B respectively, separates all the closed idealsof A⊗B.

From [9], it is known that, for any C∗-algebras A and B, the canonicalmap i′ : A⊗B → A ⊗min B is an injective ∗-homomorphism, so that wecan regard A⊗B as a ∗-subalgebra of A ⊗min B. Let I be a closed ideal inA⊗B and Imin be the closure of i′(I) in A⊗minB. Now associate two closedideals, Il and Iu, with I defined as Il = closure of the span of all elementarytensors of I in A⊗B, Iu = Imin ∩A⊗B, known as the lower and upper idealassociated with I, respectively. Clearly, Il ⊆ I ⊆ Iu. Following [12], we saythat a closed ideal I of A⊗B is spectral if Il = I = Iu.

Following lemma can be proved using ( [14], Theorem 6).

Lemma 4.2. Let I and J be closed ideals in A⊗B such that Imin = Jmin.Then Jl ⊆ I ⊆ Ju and Il ⊆ J ⊆ Iu.

We now relate the property (F ) of the operator space projective tensorproduct of C∗-algebras to the spectral synthesis of the closed sets of itsprimitive ideal space. For this, recall that for any Banach ∗-algebra A, a

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closed subset E of Prim∗(A) is called spectral if k(E) is the only closed idealin A with hull equal to E, and we say that a Banach ∗-algebra A has spectralsynthesis if every closed subset of Prim∗(A) is spectral. From [12], for anyC∗-algebras A and B, the Banach ∗-algebra A⊗B has spectral synthesis ifand only if every closed ideal of A⊗B is spectral.

Theorem 4.3. Let A and B be C∗-algebras, and suppose that A⊗B hasspectral synthesis. Then A⊗B satisfies property (F ).

Proof: Let I and J be non-zero distinct closed ideals in A⊗B. Then, by( [9], Corollary 1), Imin and Jmin are non-zero closed ideals in A ⊗min B.Suppose that Imin = Jmin. Using Lemma 4.2 and the fact that A⊗B hasspectral synthesis, we get I ⊆ J , J ⊆ I, and thus I = J , a contradiction.This shows that Imin and Jmin are non-zero distinct closed ideals in A⊗minB.Now choose an irreducible ∗-representation π of A⊗minB such that π(Imin) =0 and π(Jmin) 6= 0. Set π := π i′ then π is an irreducible ∗-representationof A⊗B [10], and clearly π(I) = 0, π(J) 6= 0. Let us denote the restrictionof π to A and B by π1 and π2, respectively; and π1, π2 be the restrictionsof π to A and B.

Define a map θπ : π(A⊗ B)→ π1(A)⊗ π2(B) as θπ(π(a⊗ b)) = π1(a)⊗π2(b), a ∈ A, b ∈ B. Then θπ can be extended to a homomorphism θπ from

π(A⊗minB) onto π1(A)⊗min π2(B) and θπ π = π1⊗min π2 (see [7] and [16]for details). Note that π(A⊗B) ⊆ π(A ⊗min B). Since π(J) 6= 0, so choose

x ∈ J such that π(x) 6= 0. Suppose that θπ(π(u)) = 0 for all u ∈ J . In

particular, θπ(π(x)) = 0, that is, π1 ⊗min π2(i′(x)) = 0. Since both π1⊗π2

and (π1 ⊗min π2) i′ agree on A⊗B, so by continuity π1⊗π2(x) = 0, whereπ1⊗π2 is the extension of π1⊗ π2. Now we claim that π1 = π1 and π2 = π2.If A and B are unital then π1(a) = π(a ⊗ 1) = π(a ⊗ 1) = π1(a), for alla ∈ A, giving that π1 = π1; similarly π2 = π2. In the general case, if eλand fµ are the bounded approximate identities for A and B, respectively,then for any a ∈ A, π1(a) =s–lim π(a ⊗ fµ) =s–limπ(a ⊗ fµ) = π1(a) [21],where s–lim denotes the strong limit. Thus π1 = π1, similarly π2 = π2.

Using ( [10], Theorem 7), ker π = A⊗I2 + I1⊗B = ker qI1⊗qI2 , whereI1 = ker π1, I2 = ker π2. Also, by ( [7], Lemma 2.1), kerπ ⊆ kerπ1 ⊗min π2,giving that kerπ∩(A⊗B) ⊆ kerπ1⊗minπ2∩(A⊗B), in other words, ker π ⊆ker π1⊗π2; that is, ker qI1⊗qI2 ⊆ ker π1⊗π2. Suppose that the inclusion isstrict. Let K = ker π1⊗π2, then qI1⊗qI2(K) is a non-zero closed ideal ofA/I1⊗B/I2 by ( [10], Lemma 2). So it must contain a non-zero elementarytensor, say (a+ I1)⊗ (b+ I2)( [11], Proposition 3.6). Hence a⊗ b ∈ K, i.e.,π1⊗π2(a⊗ b) = 0. So π1(a)⊗π2(b) = 0, i.e. either π1(a) = 0 or π2(b) = 0, acontradiction. Thus ker π1⊗π2 = ker qI1⊗qI2 = ker π. Therefore, x ∈ ker π,

which is not true. So θπ(π(J)) 6= 0. Also note that θπ(π(J)) = π1⊗π2(J)

and θπ(π(J)), closure is taken with respect to min-norm, is a closed ideal inπ1(A) ⊗min π2(B). Therefore, there exist φ ∈ P (π1(A)) and ϕ ∈ P (π2(B))

such that φ ⊗min ϕ(θπ(π(J))) 6= 0 [21], so φ ⊗min ϕ(θπ(π(J))) 6= 0, which

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further gives (φπ1)⊗min (ϕπ2)(i′(J)) 6= 0. Let σ1 = φπ1 and σ2 = ϕπ2,then σ1 ⊗min σ2(i

′(J)) 6= 0, σ1 ∈ P (A), σ2 ∈ P (B). It is easy to see thatboth the maps (σ1⊗min σ2) i′, σ1⊗σ2 are continuous on A⊗B and agree onA ⊗ B, giving that σ1⊗σ2(J) 6= 0. Obviously σ1⊗σ2(I) = 0. Hence A⊗Bhas property (F ). 2

Remark 4.4. (i) If A or B has finitely many closed ideals then A⊗Bhas spectral synthesis [12]. Thus, it satisfies property (F ). In particular,B(H)⊗B(H), K(H)⊗K(H) and C0(X)⊗B(H) satisfy property (F ).(ii) One can also prove that if A⊗hB has spectral synthesis then it satisfiesproperty (F), details can be worked out as in Theorem 4.3.

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[16] Laursen, Kjeld B. (1969), Tensor products of Banach algebras with involution, Trans.Amer. Math. Soc. 136, 467–487.

[17] Leung, Chi-wai and Ng, Chi-Keung (2005), Functional calculas and ∗-regularity of aclass of Banach algebras, Trans. Amer. Math. Soc. 134, 755–763.

[18] Manuilov, V. and Thomsen, K. (2006), On the asymptotic tensor norm, Arch. Math.86, 138–144.

79


[19] Palmer, T. W. (2001), Banach algebras and the general theory of ∗-algebras II, Cam-bridge University Press.

[20] Poguntke, D. (1980), Symmetry and nonsymmetry for a class of exponential Liegroups, J. Reine Angew. Math. 315, 127–138.

[21] Takesaki, M. (2002), Theory of operator algebras I, Springer-Verlag, Berlin HeidelbergNew York.

[22] Tomiyama, J. (1967), Applications of fubini type theorem to the tensor products ofC∗-algebras, Tohoku Math. Journ. 19, 213–226.

Department of Mathematics, University of Delhi, Delhi, India.E-mail address: [email protected]

Department of Mathematics, University of Delhi, Delhi, India.E-mail address: [email protected]

80

CHEBYSHEV CARDINAL FUNCTIONS FOR SOLUTIONS OF

TRANSPORT EQUATION

PARIA SATTARI SHAJARI AND KARIM IVAZ

Abstract. In this paper we use Chebyshev cardinal functions to solve trans-port equation. The method consists of expanding the required approximate

solution as the elements of Chebyshev cardinal functions. Using the opera-tional matrix of derivative, the problem is reduced to a set of algebraic equa-tions. Some numerical examples are included to demonstrate the validity and

applicability of the technique. The method is easy to implement and producesvery accurate results.

1. Introduction

In this paper we use Chebyshev cardinal functions to solve transport equation[1] for the linear hyperbolic scalar equation:

(1.1) L(u) = ut + cux = a(x, t)

where c is a positive constant. Also we consider linear advection-diffusion equationof the form:

(1.2) L(u) = ut + cux − νuxx = a(x, t)

where ν > 0 is the diffusion coefficient. Initial conditions and inflow boundaryconditions are provided in the usual way,

(1.3) u(x, 0) = f(x)

(1.4) u(0, t) = g(t)

and the Neumann condition

(1.5)∂u

∂x|x=L = p(t).

However, the numerical method we are going to present here for the simple linearcase will be significant enough to enable many interesting conclusions to be drawn.

The general theory on hyperbolic equations and conservation laws has alreadygenerated an enormous amount of literature (see for instance [3], [1]). The relevanceof advection-dominated problems is also testified to by a number of recent papersdealing with a variety of approximating methods and numerical schemes [4]-[11].

Key words and phrases. Advection-diffusion equation, Chebyshev cardinal functions, trans-

port equation.2010 AMS Math. Subject Classification. Primary 40A05, 40A25; Secondary 45G05.

1

81


2 PARIA SATTARI SHAJARI AND KARIM IVAZ

2. CHEBYSHEV CARDINAL FUNCTIONS

Let us consider an independent variable t defined in the [-1, 1] interval. TheChebyshev polynomial TN (t) of the first kind and of degree N (see for example [2])is defined by the formula

TN (t) = cos(Narccos(t)).

It is evident that TN (t) has N zeros in the [-1, 1] interval and they are located atthe points

tk = cos(π(k − 1

2)/N), k = 1, 2, . . . , N

The Chebyshev polynomials can be also generated from the recurrence relation

Tn(t) = 2tTn−1(t)− Tn−2(t)

with T0(t) = 1 and T1(t) = t. The Chebyshev polynomials of the second kind,denoted as Un(t), are obtained from the same recurrence relation but with differentstarting values: U1(t) = 0 and U0(t) = 1.

Chebyshev cardinal functions of order N in [−1, 1] are defined as [2]:

Cj(t) =TN+1(t)

T ′N+1(tj)(t− tj)

j = 1, 2, . . . , N + 1

where TN+1(t) is the first kind Chebyshev function of order N + 1 in [-1, 1], i.e.,tj , j = 1, 2, . . . , N + 1 are the zeros of TN+1(t). By direct computation it is easilyseen that

Cj(t) =

∏N+1i=1,i =j(t− ti)∏N+1i=1,i =j(tj − ti)

We change the variable x = (t + 1)/2 to use these functions on [0, 1]. Now anyfunction f(x) on [0, 1] can be approximated as

(2.1) f(x) =N+1∑j=1

f(xj)Cj(x) = FTϕN (x)

where xj , j = 1, 2, . . . , N + 1 are the shifted points of tj , j = 1, 2, . . . , N + 1 bytransform x = (t+ 1)/2,

F = [f(x1), f(x2), . . . , f(xN+1)]T

andϕN (x) = [C1(x), C2(x), . . . , CN+1(x)]

T .

Also a function u(x, t) of two independent variables defined for 0 ≤ x ≤ 1 and0 ≤ t ≤ 1 may be expanded in terms of double Chebyshev cardinal functions as [2]

(2.2) u(x, t) =N+1∑i=1

N+1∑j=1

u(xi, tj)Ci(t)Cj(x) = ϕTN (t)AϕN (x)

whereA = (ai,j), ai,j = u(xj , ti)

It is easy to check that the differential of vector ϕN can be expressed as

ϕ′N = DϕN

whereD = (di,j) di,j = C ′

i(xj)

82

CHEBYSHEV CARDINAL FUNCTIONS FOR SOLUTIONS OF TRANSPORT EQUATION 3

3. Implementation of the method

Using Eq. (2.1) we approximate the functions f(x), g(t) and p(t) as:

f(x) = FTϕN (x)

g(t) = GTϕN (t)

p(t) = PTϕN (t)

a(x, t) = ϕTN (t)AϕN (x)

(3.1)

Considering,u(x, t) = ϕTN (t)UϕN (x)

we obtain

(3.2) ut(x, t) = ϕTN (t)DTUϕN (x)

(3.3) ux(x, t) = ϕTN (t)UDϕN (x)

(3.4) uxx(x, t) = ϕTN (t)UD2ϕN (x)

substituting (3.1)-(3.4) into (1.2)-(1.5) we obtain following system

ϕTN (t)(DTU + cUD − νUD2 −A

)ϕN (x) = 0

ϕTN (0)UϕN (x) = FTϕN (x)

ϕTN (t)UϕN (0) = GTϕN (t) = ϕTN (t)G

ϕTN (t)UDϕN (L) = PTϕN (t) = ϕTN (t)P

(3.5)

setting x = xi, t = tj , and considering the characteristic equations ϕi(xj) = δij fori, j = 1, . . . , N + 1 we get

DTU + cUD − νUD2 −A = 0

ϕTN (0)U = FT

UϕN (0) = GTϕN (t) = G

UDϕN (L) = PTϕN (t) = P.

(3.6)

The system (3.6) has (N + 1)2 + 3(N + 1) equations and (N + 1)2 unknowns.Now, how can we choose (N + 1)2 equations from (N + 1)2 + 3(N + 1) equationsof system (3.6)? Only one of the choices is true selection. Hence, in the firstequation of system (3.5) we set x = x2, ..., xN and t = t2, ..., tN+1, in the secondwe set x = x1, ..., xN+1 and finally in the third and forth equation of (3.5) we sett = x2, ..., xN+1 to obtain (N−1)N+N+1+N+N Now, we can solve this systemto obtain u.

4. Numerical experiment

In this section we give examples to show the efficiency of the method.

Example 4.1. Consider the equation (1.2) with c = 1, ν, a(x, t) = ex+t andboundary conditions (1.3)-(1.5) with f(x) = ex, g(t) = et and p(t) = et on [0, 1].The exact solution of this equation is u(x, t) = ex+t. Table 1 shows the exact solutionand approximate solution and the absolute value of errors for N = 5 at node points.This table shows the efficiency of the method.

83


Table 1. Numerical and exact solutions for N = 5.

(xi, tj) exact solution approximate solution error(0.0245, 0.0245) 1.0501609978 1.0501295658 0.000031432(0.2061, 0.0245) 1.2593290960 1.2592610944 0.000068001(0.5000, 0.0245) 1.6895660855 1.6894596188 0.000106467(0.7939, 0.0245) 2.2667891708 2.2666778658 0.000111305(0.9755, 0.0245) 2.7182818284 2.7181995759 0.000082252(0.0245, 0.2061) 1.2593290960 1.25928346207 0.000045634(0.2061, 0.2061) 1.5101587046 1.51003698304 0.000121722(0.5000, 0.2061) 2.02608908118 2.02595187254 0.000137209(0.7939, 0.2061) 2.71828182846 2.71829112477 0.00000929631(0.9755, 0.2061) 3.2597015170 3.25994112416 0.000239607(0.0245, 0.5000) 1.6895660855 1.68953019568 0.0000358899(0.2061,0.5000) 2.0260890811 2.02614148852 0.0000524073(0.5000, 0.5000) 2.7182818284 2.7186178102 0.000335982(0.7939, 0.5000) 3.6469551944 3.64772746858 0.000772274(0.9755, 0.5000) 4.37334541818 4.37449069415 0.00114528(0.0245, 0.7939) 2.26678917081 2.26673975775 0.00114528(0.2061, 0.7939) 2.71828182846 2.71835404076 0.0000722123(0.5000, 0.7939) 3.6469551944 3.64743408074 0.000478886(0.7939, 0.7939) 4.89290037946 4.89398484749 0.00108447(0.9755, 0.7939) 5.86745444227 5.86904285408 0.00158841(0.0245, 0.9755) 2.71828182846 2.71823024588 0.0000515826(0.2061, 0.9755) 3.25970151706 3.25983798953 0.000136472(0.5000, 0.9755) 4.37334541818 4.374010683 0.000665265(0.7939, 0.9755) 5.86745444227 5.86887808231 0.00142364(0.9755, 0.9755) 7.03611742774 7.0381561356 0.00203871

Table 2. The absolute value of errors for N = 5.

0.0005 0.0192 0.0408 0.0049 0.0029 0.00300.0004 0.0045 0.0102 0.0116 0.0121 0.01270.0001 0.0010 0.0028 0.0055 0.0068 0.00700.0001 0.0006 0.0015 0.0020 0.0024 0.00250.0000 0.0001 0.0004 0.0010 0.0013 0.00130.0000 0.0002 0.0006 0.0005 0.0006 0.0007

Example 4.2. Consider the equation (1.2) with c = 1, ν = 1, a(x, t) = x3 −4xt + 3x2t + t2 and boundary conditions (1.3)-(1.5) with f(x) = 0, g(t) = 0 andp(t) = t2 + 3t on [0, 1]. The exact solution of this equation is u(x, t) = xt2 + x3t.Table 2 shows the the absolute value of errors for N = 5 at node points. This tableshows the efficiency of the method.

84

CHEBYSHEV CARDINAL FUNCTIONS FOR SOLUTIONS OF TRANSPORT EQUATION 5

12

34

56

0

2

4

6−0.5

0

0.5

1

1.5

2

x

numerical solution

t

Figure 1. Numerical solution of example 2.

12

34

56

0

2

4

60

0.5

1

1.5

2

x

exact solution

t

Figure 2. Exact solution of example 2.

References

[1] K. W. Morton and D. F. Mayers, Numerical Solution of Partial Differential Equations Cam-bridge University Press, (1998).

[2] John P. Boyd, Chebyshev and fourier spectral methods, DOVER Publications, Inc. (2000).

[3] C. A. J. Fletcher, Computational Techniques for Fluid Dynamics, Springer Series in Comput.Phys, I, (1991).

[4] D. Funaro and G. Pontrelli, A general class of finite-difference methods for the linear transportequation, Comm. Math. Sci., 3(3), 403-423, (2005).

[5] A. F. Hegarty, J. J. H. Miller, E. O Riordan and G. I. Shishkin, Special meshes for finite differ-ences approximations to an advection-diffusion equation with parabolic layers, J. comp.Phys.,117, 47-54, (1995).

[6] W. Hundsdorfer, B. Koren, M. van loon and J. G. Verwer, A positive finite-difference advection

scheme, J. Comp. Phys., 117, 35-46 (1995).[7] K. W. Morton and D. F. Mayers, Numerical Solution of Partial Differential Equations, Cam-

bridge University Press, (1998).

[8] Y. Li, Wavenumber-extended high-order upwind-biased finite-difference schemes for convectivescalar transport, J. Comp. Phys., 133, 235-255, (1997).

85


[9] P. S. Shajari and K. Ivaz, Nine point multistep methods for linear transport equation, J.

Concrete and applicable mathematics, 11(2), 183-189, (2013).[10] T. W. H. Sheu, S. K. Wang and S. F. Tsai, Development of a high-resolution scheme for a

multi-dimensional advection-diffusion equation, J. Comp. Phys., 144, 1-16, (1998).[11] B. D. Shizgal, Spectral methods based on nonclassical basis functions: the advection-diffusion

equation, Comput. & Fluids, 31, 825-843, (2002).

(PARIA SATTARI SHAJARI) Islamic Azad University Shabestar Branch, Tabriz, IranE-mail address: [email protected]

(Karim Ivaz) Faculty of mathematical sciences, University of Tabriz, Tabriz, Iran


86

Multiple Positive solutions for boundary valueproblem of nonlinear fractional di¤erential

equation

A. Guezane-Lakoud1, S. Bensebaa21;2Laboratory of Advanced Materials

University Badji Mokhtar, Annaba. [email protected], [email protected]

September 7, 2013

In this paper, we study a boundary value problem of nonlinear fractionaldi¤erential equation. Existence and positivity results of solutions are obtained.Two examples are given to show the e¤ectiveness of our works.

Keywords: Positive solution, Fractional Caputo derivative, Banach Contrac-tion principle, Guo-Krasnoselskii Theorem, Avery and Peterson xed point The-orem.

2000 Mathematics Subject Classication: Primary 05C38, 15A15; Sec-ondary 05A15, 15A18.

1 Introduction

Fractional di¤erential equations have been of great interest recently. It is causedboth by the intensive development of the theory of fractional calculus itself andby the applications of such constructions in various sciences such as physics,mechanics, chemistry, engineering, etc. For details, see [2,6,14,15,18,19] andreferences therein. Positive solutions for ordinary di¤erential equations andfractional di¤erential equations also have been considered by many authors,e.g. [4,7,20,21,22], where the major tool in nding positive solutions for bothfractional and ordinary di¤erential equations have been xed point theorems.In [22] , using xed point theorems on cones, Zhang investigated the existence

and multiplicity of positive solutions of the following problem:

cD0+u(t) = f(t; u(t)); 0 < t < 1; 1 < 2

1

87


u(0) + u0(0) = 0; u(1) + u0(1) = 0:

By means of the Schauder xed point theorem and xed point index theory,Bai [4] discussed the existence of positive solutions for the fractional boundaryvalue problem

cD0+u(t) + f(t; u(t)) = 0; 0 < t < 1; 1 < 2

u(0) = 0; u() = u(1):

In [20]the autors study the existence and multiplicity of positive solutions forthe singular fractional boundary value problem

cD0+u(t) = h(t)f(t; u(t)); 0 < t < 1; 3 < 4

u(0) = u(1) = u0(0) = u0(1) = 0:

The main objective of this paper is to investigate the existence and multiplicityof positive solutions of the boundary value problem (P1):

cDq0+u(t) + f(t; u(t)) = 0; 0 < t < 1;

u(0) = u00(0) = 0; u(1) = u():

where f : [0; 1] R R! R is a given function, 2 < q < 3; 0 < < 1:We obtain our main result by using the xed point theorem on a cone pre-

serving operator on an ordered Banach space that will be dened in Section 2.First we obtain an integral representation of the solution by the correspondingGreens function.

2 Preliminaries

For the convenience of the reader, we present here the necessary denitionsfrom fractional calculus theory. These denitions can be found in the recentliterature.

Denition 1 [1] The Riemann -Liouville fractional integral of order > 0 ofa function g 2 C([a; b] is dened by

Ia+g(t) =1

()

tZa

g(s)

(t s)1 ds:

Denition 2 [1] The caputo fractional derivative of order > 0 of

2

GUEZANE-LAKOUD ET AL: NONLINEAR FRACTIONAL DIFFERENTIAL EQUATION

88

g 2 ACn [a; b] is dened by

cDa+g(t) =

1

(n )

tZa

g(n)(s)

(t s)n+1 ds;

where n = [] + 1 ([] is the entire part of ).

Lemma 3 [1] Let ; > 0 and n = [] + 1; then the following relations hold:

cDa+t

1 =()

( ) t1; > n;

andcD

a+tk = 0; k = 0; 1; 2; :::::; n 1:

Lemma 4 [1] Assume that u 2 Cn [a; b], then

Ia+D0+u(t) = u(t) + c1 + c2t+ c3t

2 + :::+ cntn1;

where, ci 2 R, i = 0; 1; 2; :::; n; and n = [] + 1:

Lemma 5 [1] Let p, q 0; f 2 L1([a; b] : Then

IP0+Iq0+f(t) = I

P+q0+ f(t) = Iq0+I

P0+f(t);

andcDq

a+Iq0+f(t) = f(t);8t 2 [a; b] :

Lemma 6 [1] Let > > 0; f 2 L1([a; b] : Then for all t 2 [a; b] we havecD

a+I0+f(t) = I

0+ f(t):

Denote by L1([0; 1] ;R) the Bananch space of lesbegue integrable functions from[0; 1] into R with the norme kY kL1 =

R 10jY (t)j dt:

Lemma 7 Given y 2 C([0; 1]); and 2 < q < 3; the unique solution of fractionalproblem (P0)

cDq0+u(t) + y(t) = 0; 0 < t < 1

u(0) = u00(0) = 0; u(1) = u(); 0 < < 1;

is given by

u(t) =1

(q)

Z 1

0

G(t; s)y(s)ds;

where

G(t; s) =

8>>>><>>>>:

t(1s)q11 t(s)q1

1 (t s)q1; 0 s min(t; ) 1t(1s)q1

1 (t s)q1; s tt(1s)q1

1 t(s)q11 ; t s

t(1s)q11 ;max(t; ) s 1:

(2.1)

3


89

Proof. Using Lemmas 1 and 2 we have

u(t) = Iq0+y(t) + C +Bt+At2;

from the conditions u(0) = u00(0) = 0; we obtain C = A = 0, and the conditionu(1) = u() implies

B =1

1

Z 1

0

(1 s)q1(q)

y(s)dsZ

0

( s)q1(q)

y(s)ds;

so u(t) can be written as

u(t) = Iq0+y(t) +1

1

Z 1

0

t(1 s)q1(q)

y(s)dsZ

0

t( s)q1(q)

y(s)ds;

where G is dened by (2.1) . The proof is complete.

Lemma 8 For all s; t 2 [0; 1] ; the Green fonction G(t; s) is non negative, con-tinuous and satisesi)G(t; s) (1s)q1

(1) ;

ii)G(t; s) t( q1) (1s)q1

(1) :

Proof. It is easy to check that G(t; s) is non negative, continuous and satises(i). So we prove that (ii) is true.For 0 s min(t; ) 1 we have

G(t; s) =t(1 s)q11 t( s)

q1

1 (t s)q1

t( q1) (1 s)q1

(1 )

By using an analogous argument, we can conclude that for all s; t 2 [0; 1] ;G(t; s) t( q1) (1s)

q1

(1) :

The proof is complete.

Lemma 9 If f 2 C([0; 1];R+); then, the solution of problem (P1) satises

mint2[;1]

u(t) ( q1) kuk :Proof. By Lemma 7, u can be expressed by

u(t) =1

(q)

Z 1

0

G(t; s)f(s; u(s))ds 1

(q)

Z 1

0

(1 s)q1(1 ) f(s; u(s))ds

then

kuk = max0t1

ju(t)j = max0t1

1

(q)

Z 1

0

G(t; s)f(s; u(s))ds

1

(q)

Z 1

0

(1 s)q1(1 ) f(s; u(s))ds:

4


90

Also, we have

u(t) 1

(q)

q1

(1 ) tZ 1

0

(1 s)q1f(s; u(s))ds

t( q1) kuk

thereforemint1

u(t) ( q1) kuk :

Theorem 10 (Guo-krasnoselskii xed point Theorem on cone)[9]. Let E be aBanach space, and let K E; be a cone. Assume 1 and 2 are open subsetsof E with 0 2 1; 1 2 and let

A : K \ (2=1)! Kbe a completely continuous operator such thati)kAuk kuk ; u 2 K\ @1; and kAuk kuk ; u 2 K\ @2; orii)kAuk kuk ; u 2 K\ @1; and kAuk kuk ; u 2 K\ @2:Then A has a xed point in K \ (2=1):

Theorem 11 (Avery and Peterson xed point Theorem)[3]. Let P be a conein a real Banach space E. Let ' and be continuous, nonnegative and convexfunctionals on P be a continuous nonnegative and concave functional on Pand be continuous and nonnegative functional on P satisfying (ku) k kukfor 0 k 1: Dene the sets

P ('; d) = fu 2 P;'(u) < dg ;P (';; b; d) = fu 2 P; b (u); '(u) dg ;P (';;; b; c; d) = fu 2 P; b (u);(u) c; '(u) dg ;R(';; a; d) = fu 2 P; a (u); '(u) dg : For M and d positive numbers

we have(u) (u)and kuk M'(u) for any u 2 P ('; d):Assume T : P ('; d) ! P ('; d) is a completely continuous and there exist

positive numbers a; b and c with a < b such that(S1) : fu 2 P (';;; b; c; d);(u) > bg 6= ; and (Tu) > bfor u 2 P (';;; b; c; d):(S2) : (Tu) > b for u 2 P (';; b; d) with (Tu) > c:(S3) : 0 =2 R(';; a; d) and (Tu) < a for u 2 R(';; a; d) with (u) = a:Then T has at least three positive xed points u1; u2; u3 2 P ('; d) such that

'(ui) d; for i = 1; 2; 3: b < (u1); a < (u2); with (u2) < b and (u3) < a:

3 Main results

Denote by E = C([0; 1];R) the Banach space of all continuous real functions on[0; 1] endowed with the normkuk = maxt2[0;1] ju(t)j and P be the cone dened by

5


91

P =

u 2 E; u(t) 0; 0 t 1; min

t1u(t) ( q1) kuk

:

Dene the integral operator T : E ! E by

Tu(t) =1

(q)

Z 1

0

G(t; s)a(s)f(u(s))ds;8t 2 [0; 1] :

We dene some important constants:A0 = limu!0+

f(u)u ; A1 = limu!1

f(u)u : The case A0 = 0 and A1 = 1 is

called superlinear case and the case A0 = 1 and A1 = 0 is called sublinearcase.

Theorem 12 Let f 2 C(R+;R+); a 2 C([0; 1];R+) andR 10(1 s)q1a(s)ds 6=

0;then the problem (P1) has at least one positif solution in the both cases super-linear as well as sublinear.

Proof. We apply Guo-krasnoselskii xed point Theorem on cone.Let u in P; in view of nonnegativeness and continuity of functions G (t ,s )

and f, we conclude that Tu 0; t 2 [0; 1] and continuous and T (P ) P:i)Let Br = fu 2 P; kuk rg be bounded. Since f is continuous, then there

exists a constant k suchmaxt2[0;1] ja(t)f(u(t))j = k: For any u 2 Br and by applying Lemma 8 we

obtain

jTu(t)j k

(q + 1)(1 )hence T is uniformly bounded.(ii)T is equicontinuous.Since G (t,s ) is continuous on [0; 1] [0; 1], it is uniformly continuous on

[0; 1] [0; 1]. Thus , for xed s 2 [0; 1] and for any " > 0, there exist a constant > 0, such that for any t1, t2 2 [0; 1] ; jt1 t2j < ,we have

jG(t1; s)G(t2; s)j "(q)

k;

since

jTu(t1) Tu(t2)j 1

(q)

Z 1

0

jG(t1; s)G(t2; s)j a(s)f(u(s))ds;

we obtainjTu(t1) Tu(t2)j ":

Consequently T (Br) is equicontinuous, by means of the Arzela-Ascoli Theoremwe conclude that T is completely continuous.Now we prove the superlinear case. Since A0 = 0; then for any A > 0 there

exists > 0; such that for any u, 0 < u ; then f(u) Au:

6


92

Set 1 = fu 2 E : kuk < g : let u 2 P \ @1; then we have

Tu(t) =1

(q)

Z 1

0

G(t; s)a(s)f(u(s))ds

A kuk(q)(1 )

Z 1

0

(1 s)q1a(s)ds

if we choose A = (q)(1)R 10(1s)q1a(s)ds ; then

kTuk kuk :

On the other hand since A1 =1; we deduce that for any " > 0 there exists > 0; such that for any u; u then f(u) "u:Setting R = max

n2; 1

(q1) oand 2 = fu 2 E : kuk < Rg ;

then 1 2 and for u 2 P \ @2 we have

Tu(t) =1

(q)

Z 1

0


2

(q)( q1)2" kuk

Z 1

0

(1 s)q1a(s)ds;

Choosing " = (q)

2(q1)2R 10(1s)q1a(s)ds we get kTuk kuk for all u 2

P \ @2: The second part of Theorem implies that T has a xed point inP \ (2=1); that means that T has at least a positive solution in P \ (2=1):Arguing as above, we prove the sublinear case. The proof is complete.Let us introduce the following functionals. Dene on P , the nonnegative,

continuous and concave functional by (u) = mint2[;1]

u(t); then (u) kuk :Dene the nonnegative, continuous and convex functionals ' and on P by'(u) = (u) = kuk and the nonnegative continuous functional on P by(u) = kuk ; then (ku) k kuk for 0 k 1:

Theorem 13 Let f 2 C(R+;R+) and a 2 (C[0; 1];R+) Suppose there exist pos-itive constants a; b; c; d, et L such that a < b; > 1

(q)(1)R 10(1 s)q1a(s)ds;

L < (q1)(q)(1)

R 10(1 s)q1a(s)ds and

i)f(u) d for u 2 [0; d]

ii)f(u) bL for u 2 [b;

b(q1) ]

iii)f(u) a for u 2 [0; a]:

The Problem (P1) has at least three positive solutions u1; u2; u3 2 P ('; d)such that '(ui) d; for i = 1; 2; 3: b < (u1); a < (u2); with (u2) < b and(u3) < a:Proof. To prove the existence of three positive solutions, we apply Theorem11. Proceeding analogoustly as in the proof of theorem 12, we prove that themaping T is completely continuous on P ('; d) .

7


93

1)Let u 2 P ('; d); then kuk d; we have

'(Tu) = kTuk = maxt2[0;1]

1

(q)

Z 1

0


1

(q)

Z 1

0

(1 s)q1(1 ) a(s)f(u(s))ds

d

1

(q)(1 )

Z 1

0

(1 s)q1a(s)ds d;

hence Tu 2 P ('; d):2)(S1) holds i.e.

nu 2 P (';;; b; b

(q1) ; d);(u) > bo6= ;

and (Tu) > b for u 2 P (';;; b; b(q1) ; d):

We choose u(t) = b(q1) : It is easy to see that

u(t) = b(q1) 2 P (';;; b;

b(q1) ; d);

(u) = mint2[;1]

u(t) = b(q1) > b;

and sonu 2 P (';;; b; b

(q1) ; d);(u) > bo6= ;:

Hence if u 2 P (';;; b; b(q1) ; d); then b u(t)

b(q1) ; and

(Tu) = mint2[;1]

Tu(t)

(q)

( q1)(1 )

Z 1

0

(1 s)q1a(s)f(u(s))ds

(q)

( q1)(1 )

b

L

Z 1

0

(1 s)q1a(s)ds > b;

This shows that condition (S1) is satised.3)For u 2 P (';; b; d) with (Tu) = kTuk > b

(q1) ; we get

(Tu) = mint2[;1]

Tu(t) ( q1) kTuk > b;

so (S2) holds true.We nally show that (S3) is satised. Suppose that u 2 R(';; a; d) then

0 < a < kuk d; then 0 =2 R(';; a; d):Let u 2 R(';; a; d) with (u) = kuk = a; then by using assumption (iii) it

yields

(Tu) = maxt2[0;1]

1

(q)

Z 1

0


1

(q)

Z 1

0

(1 s)q1(1 ) a(s)f(u(s))ds

a

1

(q)(1 )

Z 1

0

(1 s)q1a(s)ds < a;

then (S3) holds.

8


94

Therefore, an application of Theorem 11 implies that the boundary valueproblem (P1)has at least three positive solutions u1; u2 and u3 2 P ('; d) suchthat '(ui) d; for i = 1; 2; 3: b < (u1); a < (u2); with (u2) < b and(u3) < a:The proof is complete.

Example 14 Consider the boundary value problem:

cD83

0+u(t) + (1 t)u2

4= 0; 0 < t < 1;

u(0) = u00(0) = 0; u(1) = u():

u(0) = u00(0) = 0; u(1) = u():

We haveR 10(1 s) 83 ds = 3

11 6= 0, limu!0

f(u)u = lim

u!0

u2

4u = 0 and

limu!1

f(u)u = lim

u!1u2

4u = 1; then by applying Theorem 12 we deduce that

there exist at least one positive solution.

Example 15 Let us consider the fractional boundary value problem:

cD94

0+u(t) + a(t)f(u(t)) = 0; 0 < t < 1;

u(0) = u00(0) = 0; u(1) = u():

where a(t) = 1 t and

f(u) =

8<: u2; 0 u 1;125u 124; 1 u 2;

126; u 2:It is easy to see that f 2 C(R+;R+) and a 2 (C[0; 1];R+); Let us check the

assumptions of Theorem 13 for = 1112 and =

12

> 1( 94 )(1

12 )

R 10(1 s) 94 ds = 0:1604

L <1112 (

12(

12 )

54 )

( 94 )(112 )

R 10(1 s) 94ds = 0:0234:

If we choose = 1; L = 0:02; a = 1; b = 2; d 126 and c = 27:426; thenthe assumptions of Theorem 13 are satised, hence there exist at least threepositive solutions u1; u2 and u3 2 P ('; d) such that kuik 126; for i = 1; 2; 3:2 < min

t2[ 1112 ;1]u1(t); 1 < ku2k ; with min

t2[ 1112 ;1]u2(t) < 2 and ku3k < 1:

References

[1] G.A. Anastassiou, On right fractional calculus. Chaos Solitons Fract. 42,365376 (2009).

[2] G.A. Anastassiou, Fractional Di¤erentiation Inequalities, Research Mono-graph, Springer, New York, 2009.

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95

[3] R.I. Avery, A.C. Peterson, Three positive xed points of nonlinear operatorson ordered Banach spaces, Comput. Math. Appl. 42 (2001) 313-322.

[4] Z. Bai, On positive solutions of a nonlocal fractional boundary value prob-lem, Nonlinear Analysis, 72(2010), 916924.

[5] k. Deimling, Nonlinear functional analysis, Springer-Verlag, Berlin, 1985.

[6] N. Engheta, On fractional calculus and fractional multipoles in electromag-netism, IEEE Trans. 44 (4) (1996) 554-556.

[7] A. Guezane-Lakoud, R. Khaldi, Positive solution to a higher order frac-tional boundary value problem with fractional integral condition, Ro-manian Journal of Mathematics and Computer Sciences, 2 (2012), 2840.

[8] A. Guezane-Lakoud, R. Khaldi, Solvability of a three-point fractional non-linear boundary value problem, Di¤er Equ Dyn Syst 20(4) ( 2012) 395403.

[9] D. Guo, V. Lakshmikantham, Nonlinear problems in abstract cones, Aca-demic Press, San Diego, 1988.

[10] D. Jiang and C. Yuan, The positive properties of the Green function forDirichlettype boundary value problems of nonlinear fractional di¤erentialequations and its application, Nonlinear Analysis, 72(2010), 710719.

[11] R.A. Khan, Exstence and approximation of solutions of nonlinear problemswith integral boundary conditions, Dynam. Systems Appl. 14 (2005) 281-296.

[12] R.A. Khan, M.R Rehman, J 5. Henderson, Exstence and uniqueness of solu-tions for nonlinear fractional di¤erential equations with integral boundaryconditions, Fractional Di¤. eq. 1 (1) (2001) 2943.

[13] A. Kilbas, Hari M. Srivastava, juan j. Trujillo, Theory and applicaions offractional di¤erential equations, in: North-Holland Mathematics Studies,204, Elsevier Science, B.V. Amsterdam, 2006.

[14] F. Mainardi, Fractals and fractional calculus in Continuum Mechanics,Springer, New York, 1997.

[15] R. Magin, Fractional calculus in bioengineering, Crit. rev. Biom. Eng. 32(1) (2004) 1-104.

[16] K. Nishimoto, Fractional calculus and its applications, Nihon University,Koriyama, 1990.

[17] K. B. Oldham, Fractional Di¤erential Equations in Electrochemistry, Ad-vances in Engineering Software, 2009.

[18] I. Podlubny, Fractional Di¤erential Equations Mathematics in Sciences andEngineering, Academic Press, New York, London, Toronto, 1999.

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[19] J. Sabatier, O.P Agrawal, J. A.T. Machado, Advances in Fractional calcu-lus, Springer-Verlag, Berlin, 2007.

[20] J. Xu and Z. Yang, Multiple Positive Solutions of a Singular FractionalBoundary Value Problem, Applied Mathematics E-Notes, 10(2010), 259-267.

[21] X. Xu, D. Jiang and C. Yuan, Multiple positive solutions for the bound-ary value problem of a nonlinear fractional di¤erential equation, NonlinearAnalysis, 71(2009), 46764688.

[22] S. Q. Zhang, Positive solutions for boundary value problems of nonlinearfractional di¤erential equations,Electronic Journal of Di¤erential Equa-tions, vol. 36, pp. 112, 2006.

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97

Coupled fixed point theorems in cone metric

spaces for a general class of G−contractions

M. O. Olatinwo ∗

Department of Mathematics, Obafemi Awolowo University, Ile-Ife, Nigeria.

Abstract

In this paper, we obtain some coupled fixed point theorems in cone metric spaces

by assuming that the cone has nonempty interior as well as employing an hybrid

contractive-type condition. Our theorems generalize, extend and improve some re-

cently announced results in the literature. In particular, our results extend the recent

results of Akram et al from fixed point setting (A−contractions) to the corresponding

notion of coupled fixed points (G−contractions).

AMS Classification numbers: 47H06, 54H25.

Keywords: Coupled fixed point theorems; cone metric spaces; nonempty interior.

1. Introduction

Chang and Ma [6] introduced the concept of coupled fixed points. Since then, the

notion has been of great interest to many researchers in fixed point theory.

Bhaskar and Lakshmikantham [5] established a coupled fixed point theorem in a

metric space endowed with partial order by employing a weak contractive type condi-

tion. The result of [5] has also been generalized and extended by Lakshmikantham and

Ciric [11]. Huang and Zhang [10] extended the notion of metric spaces by consider-

ing vector-valued metrics (that is, cone metrics) with vaues in an ordered real Banach

space and then established some fixed point theorems in cone metric spaces. In the

recent times, several papers including Sabetghadam et al [19] have been devoted to

the study of the concepts of coupled fixed points in cone metric spaces. We refer to

[1, 3, 7, 10, 12, 13, 14, 15, 16, 17] and others in the reference section for detail.

∗e-mail: [email protected]/[email protected]/[email protected]

1

98


We consider the following definitions which shall be required in the sequel:

Definition 1.1: Let E be a real Banach space. A nonempty convex closed subset

P ⊂ E is called a cone in E if it satisfies the following:

(i) P is closed, nonempty and P 6= 0;(ii) a, b ∈ IR, a, b ≥ 0 and x, y ∈ P =⇒ ax+ by ∈ P ;

(iii) x ∈ P and −x ∈ P =⇒ x = 0.

For a given cone P ⊂ E, the partial ordering ≤ with respect to P is defined by x ≤ y

if and only if y − x ∈ P. If y − x ∈ int P, we write x ≺≺ y (where int P denotes the

interior of P ). Also, we use x < y if x ≤ y and x 6= y.

We shall subsequently take E as a real Banach space, P a cone and ≤ is the partial

ordering with respect to P.

Definition 1.2: Let X be a nonempty set and let E be a real Banach space equipped

with the partial ordering with respect to the cone P ⊂ E. Suppose that the mapping

d:X ×X → E satisfies the following conditions:

(i) 0 d(x, y), ∀ x, y ∈ X and d(x, y) = 0 ⇐⇒ x = y;

(ii) d(x, y) = d(y, x), ∀ x, y ∈ X;

(iii) d(x, y) d(x, z) + d(z, y), ∀ x, y, z ∈ X.Then, d is called a cone metric on X, and the pair (X, d) is called a cone metric space.

Definition 1.3: Let (X, d) be a cone metric space. An element (x, y) ∈ X × X is

said to be a coupled fixed point of the mapping T :X × X → X if T (x, y) = x and

T (y, x) = y.

For the definitions above, we refer to [5, 8, 10, 11, 19].

Definition 1.4 [10, 19]: Let (X, d) be a cone metric space. Let xn∞n=1 ⊆ X and

x ∈ X. Then,

(i) xn∞n=1 converges to x, that is, limn→∞

xn = x, if for every c ∈ E with 0 ≺≺ c there

exists a natural number N such that d(xn, x) ≺≺ c for all n N ;

(ii) xn∞n=1 is a Cauchy sequence if for every c ∈ E with 0 ≺≺ c, there exists a natural

number N such that d(xn, xm) ≺≺ c for all n, m N.A cone metric space (X, d) is said to be complete if every Cauchy sequence in X

converges to a point x ∈ X.Huang and Zhang [10] proved some existence and uniqueness theorems for selfmap-

pings T :X → X using various contractive conditions as well as imposing normality

condition on the cone P. However, some of the results of [10] were later improved by

Rezapour and Hamlbarani [18] by removing the normality condition on the cone.

In this paper, we assume that E is a real Banach space, P ⊂ E is a cone with

int. P 6= φ and is a partial order with respect to P. The relations P + int P ⊆ P and

λint P ⊆ int P (λ > 0) always hold.

Our purpose in this paper is to obtain some coupled fixed point theorems in cone

2

OLATINWO: COUPLED FIXED POINT THEOREMS

99

metric spaces by assuming that the cone has nonempty interior as well as employing

an hybrid contractive-type condition. Our theorems generalize, extend and improve

some recently announced results in the literature. In particular, our results extend

the recent results of Akram et al [2] from fixed point setting (A−contractions) to the

corresponding notion of coupled fixed points (G−contractions).

Definition 1.5 (Akram et al [2]): A selfmap T :X → X of a metric space (X, d) is

said to be A-contraction if it satisfies the condition:

d(Tx, Ty) ≤ α(d(x, y), d(x, Tx), d(y, Ty)), ∀ x, y ∈ X, (A)

and some α ∈ A, where A is the set of all functions α: IR3+ → IR+ satisfying

(i) α is continuous on the set IR3+ (with respect to the Euclidean metric on IR3);

(ii) a ≤ kb for some k ∈ [0, 1) whenever a ≤ α(a, b, b), or a ≤ α(b, a, b), or

a ≤ α(b, b, a), ∀ a, b ∈ IR+.

Following the concept of Akram et al [2] for fixed point theorems, we extend the notion

to coupled fixed point consideration by obtaining new class of operators more general

than those studied by [5, 11, 19].

Definition 1.6: A mapping T :X ×X → X of a cone metric space (X, d) is said to be

a G−contraction if it satisfies the condition:

d(T (x, y), T (u, v)) α(d(x, u), d(y, v), d(x, T (x, y)), d(u, T (u, v)), (G)

∀ x, y, u, v ∈ X and some α ∈ G, where G is the set of all functions α:E4 → E

satisfying:

(i) α is continuous on the set E4 (with respect to the E−metric);

(ii) there exists some k ∈ [0, 1) such that a kb whenever a α(b, c, b, a), or,

a α(b, b, c, a), or, a α(a, c, b, b), ∀ a, b, c ∈ E.

2. Main results

Theorem 2.1: Let (X, d) be a complete cone metric space with nonempty interior

and let T :X×X → X be a mapping satisfying condition (G), for each x, y, u, v ∈ X.Then, T has a unique coupled fixed point.

Proof: Choose (x0, y0) ∈ X×X and set x1 = T (x0, y0), y1 = T (y0, x0), and in general,

xn+1 = T (xn, yn), yn+1 = T (yn, xn).

Therefore, we have by condition (G) that

d(xn, xn+1) = d(T (xn−1, yn−1), T (xn, yn))

α(d(xn−1, xn), d(yn−1, yn), d(xn−1, T (xn−1, yn−1)), d(xn, T (xn, yn)))

= α(d(xn−1, xn), d(yn−1, yn), d(xn−1, xn), d(xn, xn+1))

kd(xn−1, xn). (1)

3


100

Similarly, using condition (G) again yields

d(yn, yn+1) = d(T (yn−1, xn−1), T (yn, xn))

α(d(yn−1, yn), d(xn−1, xn), d(yn−1, T (yn−1, xn−1)), d(yn, T (yn, xn)))

= α(d(yn−1, yn), d(xn−1, xn), d(yn−1, yn), d(yn, yn+1))

kd(yn−1, yn). (2)

Let qn = d(xn+1, xn) + d(yn+1, yn).

Then, we have from (1) and (2) that

qn kqn−1. (3)

Thus, we have from (3) that

0 qn kqn−1 k2qn−2 · · · knq0. (4)

If q0 = 0, then (x0, y0) is a coupled fixed point of T.

Suppose that q0 0. Then, for each r ∈ IN, we obtain by (4) and the repeated

application of triangle inequality that

d(xn, xn+r) + d(yn, yn+r) [d(xn, xn+1) + d(yn, yn+1)] + [d(xn+1, xn+2) + d(yn+1, yn+2)]

+ · · ·+ [d(xn+r−1, xn+r) + d(yn+r−1, yn+r)]

qn + qn+1 + · · ·+ qn+r−1

kn(1−kr)q01−k knq0

1−k → 0 as n→∞. (5)

It follows from (5) that for c ∈ E, 0 ≺≺ c and large n, we have knq01−k ≺≺ c, thus

d(xn, xn+r) + d(yn, yn+r) c.Therefore, xn, yn are Cauchy sequences in (X, d).

Now, since limn→∞

xn = x∗ and limn→∞

yn = y∗, for c ∈ E, 0 ≺≺ c, there exists N ∈ IN such

that

d(xN , x∗) ≺≺ c

2and d(yN , y

∗) ≺≺ c

2, (6)

for all n ≥ N.By condition (G) again, we get

d(x∗, T (x∗, y∗)) d(x∗, xN+1) + d(xN+1, T (x∗, y∗))

= d(x∗, xN+1) + d(T (xN , yN ), T (x∗, y∗))

d(x∗, xN+1) + α (d(xN , x∗), d(yN , y

∗), d(xN , T (xN , yN )), d(x∗, T (x∗, y∗)))

= d(x∗, xN+1) + α (d(xN , x∗), d(yN , y

∗), d(xN , xN+1), d(x∗, T (x∗, y∗))) . (7)

Also, by the first part of (6),

d(xN , xN+1) d(xN , x∗) + d(x∗, xN+1) ≺≺

c

2+c

2= c. (8)

4


101

Using (6) and (8) in (7), we obtain

d(x∗, T (x∗, y∗)) ≺≺ c

2+ α

(c

2,c

2, c, d(x∗, T (x∗, y∗))

) c

2+kc

2 c

2+c

2= c,

from which it follows that d(x∗, T (x∗, y∗)) = 0, that is, T (x∗, y∗) = x∗.

Similarly, using condition (G) again gives

d(y∗, T (y∗, x∗)) d(y∗, yN+1) + d(yN+1, T (y∗, x∗))

= d(y∗, yN+1) + d(T (yN , xN ), T (y∗, x∗))

d(y∗, yN+1) + α(d(yN , y∗), d(xN , x

∗), d(yN , T (yN , xN )), d(y∗, T (y∗, x∗)))

= d(y∗, yN+1) + α(d(yN , y∗), d(xN , x

∗), d(yN , yN+1), d(y∗, T (y∗, x∗))). (9)

Also, by the second part of (6),

d(yN , yN+1) d(yN , y∗) + d(y∗, yN+1) ≺≺

c

2+c

2= c. (10)

Using (6) and (10) in (9), we have

d(y∗, T (y∗, x∗)) ≺≺ c

2+ α

(c

2,c

2, c, d(y∗, T (y∗, x∗))

) c

2+kc

2 c

2+c

2= c,

from which it follows that d(y∗, T (y∗, x∗)) = 0, that is, T (y∗, x∗) = y∗.

Therefore, (x∗, y∗) is a coupled fixed point of T.

We now prove the uniqueness of coupled fixed point of T : Suppose that (x∗, y∗) and

(x′, y′) are two coupled fixed points of T. Then, by condition (G), we obtain

d(x∗, x′) = d(T (x∗, y∗), T (x′, y′))

α(d(x∗, x′), d(y∗, y′), d(x∗, T (x∗, y∗), d(x′, T (x′, y′))

= α(d(x∗, x′), d(y∗, y′), 0, 0) k . 0 = 0,

which gives d(x∗, x′) = 0 ⇐⇒ x∗ = x′.

Again, by condition (G), we have

d(y∗, y′) = d(T (y∗, x∗), T (y′, x′))

α(d(y∗, y′), d(x∗, x′), d(y∗, T (y∗, x∗), d(y′, T (y′, x′))

= α(d(y∗, y′), d(x∗, x′), 0, 0) k . 0 = 0,

which gives d(y∗, y′) = 0 ⇐⇒ y∗ = y′.

Therefore, d(x′, x∗) = d(y′, y∗), proving the uniqueness of the coupled fixed point of T.

Theorem 2.2: Let (X, d) be a complete cone metric space with nonempty interior

and Tn∞n=1 defined by Tn:X × X → X (n = 1, 2, · · ·), be a sequence of mappings

satisfying the contractivity condition

d(Ti(x, y), Tj(u, v)) α(d(x, u), d(y, v), d(x, Ti(x, y)), d(u, Tj(u, v)), i, j ∈ IN, (G′)

5


102

∀ x, y, u, v ∈ X and some α ∈ G, for each x, y, u, v ∈ X. Then, the members of

Tn∞n=1 have a unique common coupled fixed point.

Proof: Choose (x0, y0) ∈ X ×X and define xn, yn by

xn+1 = Tn+1(xn, yn), yn+1 = Tn+1(yn, xn).

Therefore, we have by condition (G′) that

d(x1, x2) = d(T1(x0, y0), T2(x1, y1))

α(d(x0, x1), d(y0, y1), d(x0, T1(x0, y0)), d(x1, T2(x1, y1)))

= α(d(x0, x1), d(y0, y1), d(x0, x1), d(x1, x2))

kd(x0, x1). (11)

Also,

d(x2, x3) = d(T2(x1, y1), T3(x2, y2))

α(d(x1, x2), d(y1, y2), d(x1, T2(x1, y1)), d(x2, T3(x2, y2)))

= α(d(x1, x2), d(y1, y2), d(x1, x2), d(x2, x3))

kd(x1, x2). (12)

In general, we have from above that

d(xn, xn+1) kd(xn−1, xn). (13)

Again, by condition (G′), we have

d(y1, y2) = d(T1(y0, x0), T2(y1, x1))

α(d(y0, y1), d(x0, x1), d(y0, T1(y0, x0)), d(y1, T2(y1, x1)))

= α(d(y0, y1), d(x0, x1), d(y0, y1), d(y1, y2))

kd(y0, y1). (14)

Also,

d(y2, y3) kd(y1, y2). (15)

Similarly, we obtain, in general that

d(yn, yn+1) kd(yn−1, yn). (16)

Again, By letting qn = d(xn+1, xn) + d(yn+1, yn) as in Theorem 2.1, we obtain from

(13) and (16) that

0 qn kqn−1 k2qn−2 · · · knq0,

from which it follows that for c ∈ E, 0 ≺≺ c and large n, we have as in Theorem

2.1 that d(xn, xn+r) + d(yn, yn+r) c. Thus, showing that xn, yn are Cauchy

6


103

sequences in (X, d).

Now, since limn→∞

xn = x∗ and limn→∞

yn = y∗, for c ∈ E, 0 ≺≺ c, there exists N ∈ IN such

that

d(xN , x∗) ≺≺ c

2and d(yN , y

∗) ≺≺ c

2, (?)

for all n ≥ N.By condition (G′) again, we get

d(x∗, Tn(x∗, y∗)) d(x∗, xs+1) + d(xs+1, Tn(x∗, y∗))

= d(x∗, xs+1) + d(Ts+1(xs, ys), Tn(x∗, y∗))

d(x∗, xs+1) + α (d(xs, x∗), d(ys, y

∗), d(xs, Ts+1(xs, ys)), d(x∗, Tn(x∗, y∗)))

= d(x∗, xN+1) + α (d(xs, x∗), d(ys, y

∗), d(xs, xs+1), d(x∗, Tn(x∗, y∗))) . (17)

Also, by the first part of (?),

d(xs, xs+1) d(xs, x∗) + d(x∗, xs+1) ≺≺

c

2+c

2= c. (18)

Using (?) and (18) in (17), we obtain

d(x∗, Tn(x∗, y∗)) ≺≺ c

2+ α

(c

2,c

2, c, d(x∗, Tn(x∗, y∗))

) c

2+kc

2 c

2+c

2= c,

from which it follows that d(x∗, Tn(x∗, y∗)) = 0, that is, Tn(x∗, y∗) = x∗.

Similarly, using condition (G′) again and obtaining similar inequalities as above as well

as using (?) yield

d(y∗, Tn(y∗, x∗)) ≺≺ c

2+ α

(c

2,c

2, c, d(y∗, Tn(y∗, x∗))

) c

2+kc

2 c

2+c

2= c,

from which it follows that d(y∗, Tn(y∗, x∗)) = 0, that is, Tn(y∗, x∗) = y∗.

Therefore, (x∗, y∗) is a common coupled fixed point of Tnn∈IN.We now prove the uniqueness of common coupled fixed point of Tn : Suppose that

(x∗, y∗) and (x′, y′) are two common coupled fixed points of Tn, that is, Ti(x∗, y∗) =

x∗, Ti(y∗, x∗) = y∗, and Tj(x

′, y′) = x′, Tj(y′, x′) = y′. Then, by condition (G′), we

obtain

d(x∗, x′) = d(Ti(x∗, y∗), Tj(x

′, y′))

α(d(x∗, x′), d(y∗, y′), d(x∗, Ti(x∗, y∗), d(x′, Tj(x

′, y′))

= α(d(x∗, x′), d(y∗, y′), 0, 0) k . 0 = 0,

which gives d(x∗, x′) = 0 ⇐⇒ x∗ = x′.

Again, by condition (G′), we obtain d(y∗, y′) = 0 ⇐⇒ y∗ = y′.

Therefore, d(x′, x∗) = d(y′, y∗), proving the uniqueness of the common coupled fixed

point of Tnn∈IN.

7


104

Remark 2.1: Theorem 2.1 and Theorem 2.2 generalize, extend and improve all the

results of Sabetghadam et al [19].

Example 2.1: Consider the mapping T :X ×X → X satisfying condition (G) with

α(d(x, u), d(y, v), d(x, T (x, y)), d(u, T (u, v)) = kd(x, u) + µd(y, v), x, y, u, v ∈ X,k ≥ 0, µ ≥ 0, k + µ < 1.

That is, we have

d(T (x, y), T (u, v)) kd(x, u) + µd(y, v), x, y, u, v ∈ X, (19)

k ≥ 0, µ ≥ 0, k + µ < 1.

Condition (19) above is condition (2.1) of Sabetghadam et al [19] (see Theorem 2.2 of

that paper). Condition (19) has just been recently nomenclated as (k, µ)−contraction

condition in Olatinwo [16].

Let E = IR+, X = C[a, b] :=Space of real-valued continuous functions on [a, b]. Define

T :X ×X → X by

T (f, h)(t) = φ(t) + λ

∫ t

af(s)ds+ ψ(t)− γ

∫ t

ah(s)ds,

where f, h ∈ C[a, b], λ, γ ∈ IR, φ and ψ are continuous functions on a subset of IR.

We claim that T satisfies (19) with k = |λ|(b− a) and µ = |γ|(b− a), k + µ < 1.

Let d(x, y) = max|x(s)− y(s)| : x, y ∈ C[a, b], s ∈ [a, b].

|T (f, h)(t)− T (u, v)(t)| = |λ∫ ta(f(s)− u(s))ds+ γ

∫ ta(v(s)− h(s))ds|

≤ |λ|∫ ta |f(s)− u(s)|ds+ |γ|

∫ ta |h(s)− v(s)|ds.

Therefore,

maxt∈[a,b]|T (f, h)(t)−T (u, v)(t)| ≤ |λ|∫ t

amaxs∈[a,b]|f(s)−u(s)|ds+|γ|

∫ t

amaxs∈[a,b]|h(s)−v(s)|ds,

from which it follows that

d(T (f, h)(t), T (u, v)(t)) ≤ |λ|(b− a)d(f, u) + |γ|(b− a)d(h, v). (20)

In (20), by letting k = |λ|(b− a) and µ = |γ|(b− a), k + µ < 1, then we have that the

mapping T satisfies the (k, µ)−contraction condition (19).

References

[1] M. Abbas, A. R. Khan, T. Nazir; Coupled common fixed results in two generalized

metric spaces, Applied Mathematics and Computation 217 (2011), 6328-6336.

8


105

[2] M. Akram, A. A. Zafar, A. A. Siddiqui; A general class of contractions:

A−contractions, Novi Sad J. Math. 38 (1) (2008), 25-33.

[3] M. Arshad, A. Azam, P. Vetro; Some common fixed point results in cone metric

spaces, Fixed Point Theory and Applications, Volume 2009 (2009), Article ID

493965, 11 Pages.

[4] I. Beg, A. Latif, R. Ali and A. Azam; Coupled fixed point of mixed monotone

operators on probabilistic Banach spaces, Archivum Math. 37 (1) (2001), 1-8.

[5] T. G. Bhaskar, V. Lakshmikantham; Fixed point theorems in partially ordered met-

ric spaces and applications, Nonlinear Analysis: Theory, Methods & Applications

65 (7) (2006), 1379-1393.

[6] S. S. Chang, Y. H. Ma; Coupled fixed point of mixed monotone condensing op-

erators and existence theorem of the solution for a class of functional equations

arising in dynamic programming, J. Math. Anal. Appl. 160 (1991), 468-479.

[7] Y. J. Cho, R. Saadati, S. Wang; Common fixed point theorems on generalized

distance in order cone metric spaces, Comput. Math. Appl. 61 (2011) 12541260.

[8] L. Ciric, V. Lakshmikantham; Coupled random fixed point theorems for nonlinear

contractions in partially ordered metric spaces, Stochastic Analysisand Applica-

tions 27 (2009), 1246-1259.

[9] L. G. Huang, X. Zhang; Cone metric spaces and fixed point theorems of contractive

mappings, Journal of Math. Anal. Appl. 332 (2) (2007), 1468-1476.

[10] X. J. Huang, C. X. Zhu, X. Wen; Common fixed point theorem for four nonself

mappings in cone metric spaces, Fixed Point Theory and Applications, Volume

2010, Article ID 983802, 14 Pages.

[11] V. Lakshmikantham, L. Ciric; Coupled fixed point theorems for nonlinear contrac-

tions in partially ordered metric spaces, Nonlinear Analysis: Theory, Methods &

Applications 70 (12) (2009), 4341-4349.

[12] V. Lakshmikantham, T. Gnana Bhaskar, J. Vasundhara Devi; Theory of Set Dif-

ferential Equations in Metric Spaces, Cambridge. Sci Pub., 2005.

[13] V. Lakshmikantham, R.N. Mohapatra; Theory of Fuzzy Differential Equations and

Inclusions, Taylor & Francis, London, 2003.

[14] V. Lakshmikantham, S. Koksal; Monotone Flows and Rapid Convergence for Non-

linear Partial Differential Equations, Taylor & Francis, 2003.

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[15] M. O. Olatinwo; Coupled fixed point theorems in cone metric spaces, Ann. Univ.

Ferrara 57 (1) (2011), 173-180.

[16] M. O. Olatinwo; Stability of coupled fixed point iteration and the continuous de-

pendence of coupled fixed points, Communications on Applied Nonlinear Analysis

Vol. 19 (2) (2012), 71-83.

[17] M. O. Olatinwo; Coupled common fixed points of contractive mappings in metric

spaces, Journal of Advanced Research in Pure Mathematics 4 (2) (2012), 11-20.

[18] Sh. Rezapour, R. H. Hamlbarani; Some notes on the paper ’Cone metric spaces and

fixed point theorems of contractive mappings,’ Journal of Mathematical Analysis

and Applications, Vol. 345 (2) (2008), 719-724.

[19] F. Sabetghadam, H. P. Masiha, A. H. Sanatpour; Some coupled fixed point theo-

rems in cone metric spaces, Fixed Point Theory and Applications, Volume 2009

(2009), Article ID 125426, 8 Pages.

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107

NON-LINEAR SYMMETRIC POSITIVE SYSTEMS

JAIME NAVARRO

Universidad Autonoma Metropolitana

Departamento de Ciencias Basicas

P. O. Box 16-306, Mexico City, 02000 Mexico

[email protected]

Abstract. Given a symmetric positive operator L and a non-linear maximal operator G,

for h in L2(Rn), it is shown that there is a unique strong solution u in L2(Rn) such that

Lu + Gu = h under the semi-admissible boundary condition β−

u = 0.

Key words and phrases: Symmetric positive operator, Symmetric positive systems, Maximal

monotone operators, Weak solutions, Strong solutions.

2000 AMS classification: 35G05, 35G16, 35G35

1. Introduction

The existence and uniqueness Theorems of weak and strong solutions for symmetric positive

systems has been studied in [4].

In [5], the theory of symmetric positive systems has been used to prove the uniqueness and

existence for a special ODE, and in [3] the author gives conditions to show that a strong solution

of a symmetric positive system as defined in [4] belongs to Hs.

Recently in [6], it is shown that the self-adjoint Neumann problem, the non self-adjoint

Neumann problem and the non self-adjoint Dirichlet problem have a unique strong solution

by using the theory of symmetric positive systems.

In this paper we study the non-linear perturbations to symmetric positive systems via the

theory of monotone maximal operators. That is, we show that there is a strong solution u in

L2(Rn) under the sum of two operators L and G, where L is a symmetric positive operator and

G is not necessarily linear. That is, for a given h in L2(Rn), we give conditions to show that

108


JAIME NAVARRO

there is a unique strong solution u in L2(Rn) so that Lu + Gu = h, under the semi-admissible

condition β−u = 0.

Most of the theory given in this paper is based on [4] and [6]. So, for the reader’s convenience,

we summarize this theory in the following section.

2. Notations and Definitions

Consider a bounded region Ω in Rm. Let k be a positive integer, and for each ρ = 1, 2, . . . , m,

each λ = 1, 2, . . . , k, and each ν = 1, 2, . . . , k, let λρλν : Ω → R be a function of class C1 in Ω.

Also, for each λ = 1, 2, . . . , k, and each ν = 1, 2, . . . , k, let γρλν : Ω → R be a continuous function

on Ω.

Note 1. We will consider the following convention: Every time and index is repeated, it will be

understood that we will add over this index.

Definition 1. For any function u : Ω → Rk of class C1, define the differential operator L as

Lu = 2αρ ∂u

∂xρ

+ γu, (1)

where αρ and γ are the k × k matrices defined by: αρ = (αρλν) and γ = (γλν).

Definition 2. The differential operator L defined in (1) is said to be symmetric positive if

1) The matrix αρ is symmetric for any ρ = 1, 2, . . . , m.

2) The symmetric part of the matrix ξ = γ −∂αρ

∂xρ

is positive definite.

Definition 3. Consider a function f : Ω → Rk such that f ∈ L2(R). The system

Lu(x) = f(x) if x ∈ Ω

β−(x)u(x) = 0 if x ∈ ∂Ω,

(2)

is said to be symmetric positive if

1) The differential operator L is symmetric positive.

2) For each x ∈ ∂Ω there are two k × k matrices β+(x) and β−(x) such that the matrix

β(x) ≡ ηρ(x)αρ(x) can be written as β(x) = β+(x) + β−(x), and where the symmetric part of

109


the matrix β+(x) − β−(x) is non-negative, where η = (η1, η2, . . . , ηm) is the unit normal vector

in each point of ∂Ω.

In this case the boundary condition β−(x)u(x) = 0 is called semi-admissible for the differential

operator L.

Moreover, if the matrices β+(x) and β−(x) satisfy that for each function u : Ω → Rk there are

two functions u+ : Ω → Rk and u− : Ω → R

k so that u(x) = u+(x) + u−(x) and β+(x)u−(x) =

0 = β−(x)u+(x), then the condition β−(x)u(x) = 0 is called an admissible boundary condition

for the differential operator L.

Definition 4. Consider a function f : Ω → Rk such that f ∈ L2(R). We say that the function

u : Ω → Rk where u ∈ L2(R) is a weak solution of the differential equation Lu = f under the

semi-admissible boundary condition β−u = 0, if for each function v ∈ C1(Ω), where βt+v = 0 we

have∫

Ω

u · (L∗v) =

∫

Ω

f · v

In this case, βt+ is the transpose of β+, and where L∗ is the adjoint of L given by:

L∗ = −2αρ ∂

∂xρ

−∂αρ

∂xρ

+ ξt.

The following two Theorems related with existence and uniqueness for weak solutions are given

in [4].

Theorem 1. (Existence) If the system (2) is symmetric positive, then for any f ∈ L2(Ω), this

system has a weak solution

Theorem 2. (Uniqueness) If the system (2) is symmetric positive, then for any f ∈ L2(Ω), this

system has at most one weak solution in C1(Ω).

Note 2. The proofs of the last two Theorems are based on the following classical inequality:

There is C > 0 such that if u is in the domain of L and β−u = 0, then

(Lu, u) ≥ C‖u‖2 (3)

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JAIME NAVARRO

Definition 5. We say that u ∈ L2(Ω) is a strong solution for Lu = f, where f is in L2(Ω) if there

is a sequence of functions uν ∈ C1 where ‖uν − u‖L2 → 0 as ν → ∞ such that ‖Luν − f‖L2 → 0

as ν → ∞ and β−uν = 0.

In this case, we will assume that Ω is a region whose boundary is a manifold with edges. That

is, we will suppose that there are set U1, U2, . . . , Un in Rm such that

Ω =

n⋃

i=1

Ui, Ω =

n⋃

i=1

Ui,

and each Ui satisfies one of the following properties:

1) Ui ⊂ Ω

2) Ui ∩ ∂Ω 6= ∅, and there is a diffeomorphism

φi : Ui →

(x1, x2, . . . , xm) | x21 + x2

2 + · · ·+ x2m ≤ 1 and xm ≤ 0

such that φi(z) = (x1, x2, . . . , xm−1, 0) if z ∈ ∂Ω

3) Ui ∩ ∂Ω 6= ∅, and there is a diffeomorphism

φi : Ui →

(x1, . . . , xm) | x21 + · · ·+ x2

m ≤ 1 and x1 ≤ 0, . . . , xm ≤ 0

,

and either

φi(z) = (x1, x2, . . . , xm−1, 0), or φi(z) = (x1, x2, . . . , 0, xm), · · · , or φi(z) = (0, x2, . . . , xm) if

z ∈ ∂Ω

The sets Ui will be called patches, and if Ui satisfies 1), the set Ui will be called an interior

patch.

Then we have the following Theorem.

Theorem 3. For each f ∈ L2(Ω) the system (2) has a strong solution if the boundary of Ω is a

manifold with edges and for each non interior patch there is a set of operators of first order Dσ,

where σ = 0, 1, . . . , m, with

Dσ = dτσ

∂

∂xτ

+ dσ, τ = 1, 2, . . . , m,

111


where the numbers dτσ and the matrices dσ are functions in C1 that satisfy the following

conditions:

1) If x ∈ ∂Ω, then dτσ(x)ητ(x) = 0.

2) Each operator dτ ∂∂xτ

+d is a linear combination of the operators Dσ with C0 coefficients

and where dτ and d are in C0, so that dm = 0 in ∂Ω

3) DσL − LDσ is a linear combination of the operators Dτ and L. That is,

DσL − LDσ = pτσDτ + tσL, where pτ

σ are matrices in C0 and tτ are matrices in C1.

4) Dσβ− − β−Dσ is a linear combination of the operators Dτ and β−. That is,

Dσβ− − β−Dσ = qτσDτ + t∂Ω

σ β− ,

where

t∂Ωσ = tσ +

∂

∂xmdm

σ

5) ν1

+ ν1

′ ≥ 0, where ν1u1

= νuσ + qτσuτ for a given compose system ν

1= uσ.

Proof. See [4].

Remark 1. The existence of the tangential operators Dσ, where σ = 0, 1, . . . , m exist when there

exist matrices σλ and τλ in C0 such that

∂αm

∂xλ

= τλαm + αmσλ, λ = 1, 2, . . . , m− 1

Remark 2. We have the following choices for σλ and τλ:

1) If the matrix αm is non-singular, we can take

σλ = (αm)−1 ∂αm

∂xλ

, and τλ = 0

2) If the matrix αm is singular, then we ask for the matrices αm in different points of Ω

to be similar. That is, we need the existence of a non-singular matrix W (x) in C1 such that

αm(x) = W (x)αm(x0)Wt(x) so that we can take

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JAIME NAVARRO

σλ = τ tλ, and τλ =

∂W

∂xλ

W−1

3) In the case that αm is a constant matrix, we can take σλ = 0 = τλ

Theorem 4. If β−u = 0 is a semi-admissible boundary condition to the system (2), then each

strong solution to (2) is unique.

Proof. See [6].

3. Maximal monotone operators

In this section, we will give the definition of maximal monotone operators and we will see

some of its properties. This theory is based in [2].

Let H be a Hilbert space over R, and let P (H) be the set of parts of H . Then we have the

following definitions.

Definition 6. Let A : H → P (H) be a multi-valued operator.

1) The domain of A is defined as the set D(A) = x ∈ H |Ax 6= ∅

2) The image of A is the set

R(A) =⋃

x∈H

Ax

3) Let A : H → P (H) and B : H → P (H) be two multi-valued operators, and let α, β in R.

Then αA + βB : H → P (H) is the multi-valued operator defined as the set

(αA + βB)(x) = αu + βv | u ∈ Ax and v ∈ Bx, and D(αA + βB) = D(A) ∩ D(B)

4) The graph of A is defined as the set G(A) = (x, y) ∈ H × H | y ∈ Ax

5) We say that x ∈ A−1y if and only if y ∈ Ax, and D(A−1) = R(A)

Definition 7. A multi-valued operator A : H → P (H) is said to be monotone if for any x, y in

D(A), we have 〈Ax − Ay, x − y〉 ≥ 0.

Definition 8. We say that A : H → P (H) is a maximal monotone operator if G(A) is not a

proper subset of the graphs of some monotone operator.

113


Definition 9. We say that the operator A : H → P (H) is hemi-continuous if for any x in H

and any ξ in H, we have A((1 − t)x + tξ) → A(x) as t → 0

Proposition 1. Let A : H → P (H) be a maximal monotone operator. If there is x0 in H such

that

lim|x|→∞

〈Aox, x− x0〉

|x|= +∞

for x in D(A), then A is onto. In this case, Aox = ProyAx0.

Proof. See ( [2], Corollary 2.4 ).

Proposition 2. Let A be a monotone univalent operator where D(A) = H. If A is hemi-

continuous, then A is a maximal monotone operator.

Proof. See ([2], Proposition 2.4).

Proposition 3. Let A and B be two maximal monotone operators. If IntD(A) ∩ D(B) 6= ∅,

then A + B is a maximal monotone operator and D(A) ∩ D(B) = D(A) ∩ D(B).

Proof. See ( [2], Corollary 2.7 ).

4. Main results

In this section we will show the existence and uniqueness of strong solutions under the operator

L+G satisfying some semi-admissible conditions. In this case, L is a symmetric positive operator

and G is a maximal monotone operator. First we have the following result:

Lemma 1. Let g : Rk → R

k be a continuous function such that |g(x)| ≤ M |x|+N , where M and

N are positive constants. For each u : Ω → Rk with u in L2(Ω), we define G(u)(x) = g(u(x)).

If m(Ω) < ∞ where Ω is a bounded region in Rk, then the operator G : D(G) → L2(Ω) is

hemi-continuous and D(G) = L2(Ω).

Proof. Note that G(u) is measurable since u is measurable and g is continuous.

Let us proof first that D(G) = L2(Ω). Consider then u in L2(Ω). Thus,

∫

Ω

|g(u(x))|2dx ≤

∫

Ω

(M |u(x)|+ N)2dx =

∫

Ω

(M2|u(x)|2 + 2MN |u(x)|+ N2)dx

≤ M2

∫

Ω

|u(x)|2dx + 2MN

(∫

Ω

|u(x)|2dx

) 1

2

(m(Ω))1

2 + N2m(Ω) < ∞.

114

JAIME NAVARRO

This means that g(u(x)) is in L2(Ω). Hence D(G) = L2(Ω).

Now, let us prove that G is hemi-continuous. So, consider u1, u2 in L2(Ω), and let tn be a

sequence in [0, 1] such that tn → t as n → ∞. Then

∣

∣

∣

∣

g(tnu1(ξ) + (1 − tn)u2(ξ)) − g(tu1(ξ) + (1 − t)u2(ξ))

∣

∣

∣

∣

2

≤[

(M |tnu1(ξ) + (1 − tn)u2(ξ)| + N) +(

M |tu1(ξ) + (1 − t)u2(ξ)| + N)]2

≤[

M |tnu1(ξ)| + M |(1− tn)u2(ξ)| + M |tu1(ξ)| + M |(1− t)u2(ξ)| + 2N]2

≤ [M |u1(ξ)| + M |u2(ξ)| + M |u1(ξ)| + M |u2(ξ)| + 2N ]2

= [2M |u1(ξ)| + 2M |u2(ξ)| + 2N ]2.

(4)

If we set |Sn|2 =

[

g(tnu1(ξ) + (1 − tn)u2(ξ)) − g(tu1(ξ) + (1 − t)u2(ξ))

]2

, then since g is a

continuous function, it follows that Sn → 0 as n → ∞ pointwise. Then by the last row in (4)

and the dominated convergence Theorem, ‖Sn‖2 → 0 as n → ∞. Then G is hemi-continuous.

This proves Lemma 1.

Corollary 1. Let g and G be as in Lemma 1. If moreover g is a non-decreasing function, then

G : L2(Ω) → L2(Ω) is a maximal monotone operator.

Proof. From Lemma 1, the operator G is hemicontinous and D(G) = L2(Ω). Now, since g

is a non-decreasing function, it follows that G is monotone. Hence, G is univalent. Thus, from

Proposition 2, G is maximal monotone.

This proves Corollary 1.

Theorem 5. Let f : Ω → Rk be a function such that f ∈ L2(R), and consider the symmetric

positive system given in (2). Suppose that there are tangential operators Dσ that satisfy the

hypotheses of Theorem 3, and G : L2(Ω) → L2(Ω) is a maximal monotone operator so that

IntD(G) ∩D(L) 6= ∅, then the system

Lu(x) + Gu(x) = f(x) if x ∈ Ω

β−(x)u(x) = 0 if x ∈ ∂Ω

(5)

has a unique strong solution.

115


Proof. Let us prove first that L with the semi-admissible boundary condition β−(x)u(x) = 0

is a maximal monotone operator.

Note that L : D(L) ⊂ L2(Ω) → L2(Ω) is a maximal monotone operator if and only if

L−1 : D(L−1) ⊂ L2(Ω) → L2(Ω) is a maximal monotone operator. Now from Proposition 2, the

operator L−1 is a maximal monotone operator if L−1 is univalent, monotone, hemi-continuous,

and D(L−1) = L2(Ω).

1) From the uniqueness Theorem (Theorem 4), the operator L−1 is univalent.

2) Let f, g be two functions in the range of L, and let u, v be in L2(Ω) strong solutions of

Lu = f and Lv = g respectively with β−u = 0 and β−v = 0. Then from (3),

⟨

f − g, L−1f − L−1g⟩

= 〈Lu − Lv, u − v〉 = 〈L(u − v), u − v〉 ≥ C‖u− v‖2 ≥ 0,

where C > 0. This means that L−1 is monotone.

3) Let f, u be in L2(Ω) such that u is a strong solution of Lu = f with β−u = 0. Then

from (3), we have C‖u‖2 ≤ 〈Lu, u〉 = 〈f, u〉 ≤ ‖f‖ ‖u‖. Hence, C‖u‖ ≤ ‖f‖. Therefore,

‖L−1f‖ = ‖u‖ ≤1

C‖f‖. This means that L−1 is bounded. Therefore, since L−1 is a bounded

linear operator, it follows that L−1 is continuous.

4) From Theorem 3, it follows that Lu = f with β−u = 0 is onto. This means that

D(L−1) = L2(Ω). This proves that L−1 is a maximal monotone operator. Hence, L is a maximal

monotone operator.

On the other hand, we will show that L + G is a maximal monotone operator.

We know that D(G) = L2(Ω) and D(L) ⊂ L2(Ω), then

Int(D(G)) ∩ D(L) = Int(L2(Ω)) ∩ D(L) = L2(Ω) ∩ D(L) 6= ∅.

Then by Proposition 3, we have that L + G is a maximal monotone operator.

Finally, we will show that the operator L + G is onto. For this, take u in L2(Ω) and let us

consider

lim‖u‖→∞

〈(L + G)ou, u− 0〉

‖u‖.

Note that since L + G is univalent, (L + G)o(u) = Proy(L+G)(u)0 = (L + G)(u).

116

JAIME NAVARRO

Thus, for L + G we have

〈Lu + Gu, u〉

‖u‖=

〈Lu, u〉

‖u‖+

〈Gu, u〉

‖u‖=

〈Lu, u〉

‖u‖+

〈G(u) − G(0) + G(0), u〉

‖u‖

=〈Lu, u〉

‖u‖+

〈G(u) − G(0), u〉

‖u‖+

〈G(0), u〉

‖u‖.

Now since G is a monotone operator, it follows that 〈G(u) − G(0), u〉 ≥ 0, and since

〈G(0), u〉

‖u‖≤

‖G(0)‖ ‖u‖

‖u‖= ‖G(0)‖,

then from (3), we have

〈Lu + Gu, u〉

‖u‖≥

C‖u‖2

‖u‖+ 0 − ‖G(0)‖ = C‖u‖ − ‖G(0)‖ → +∞

as ‖u‖ → +∞. Then by Proposition 1, the operator L + G is onto.

This proves Theorem 5.

5. Applications

Semi-linear heat equation

We will show that the semi-linear heat equation has a unique strong solution. That is, we

have the following result:

Theorem 6. Let Γ = x = (x1, x2, . . . , xn) ∈ Rn | 0 ≤ xj ≤ 1; j = 1, 2, . . . , m, and for T > 0,

consider t in [0, T ]. If g : R → R is a continuous function such that (g(u)−g(v))(u−v) ≥ C(u−v)2

with u, v in R and C a constant, and there are real numbers M and N so that |g(x)| ≤ M |x|+N ,

then given h in L2 (Ω), where Ω = Γ × [0, T ], the semi-linear heat problem has a unique strong

solution φ : Rm+1 → R satisfying:

∂φ

∂t−

∂2φ

∂x2+ g(φ) = h(x, t) if (x, t) ∈ Γ × [0, T ]

φ(x1, x2, . . . , xn−1, 0, t) = 0, φ(x1, x2, . . . , 1, xn, t) = 0,

...

φ(0, x2, . . . , xn−1, xn, t) = 0, φ(1, x2, . . . , xn−1, xn, t) = 0,

φ(x, 0) = 0, where x ∈ Γ and t ∈ [0, T ].

(6)

117


Proof. Let λ be in R, and consider the following functions:

u0 = e−λtφ, u1 = e−λt ∂φ

∂x1, u2 = e−λt ∂φ

∂x2, . . . , um = e−λt ∂φ

∂xm

.

Then the first equation in (6) can be written as:

A0∂

∂t+

m∑

j=1

Aj

∂

∂xj

+ B

u + D = H,

where

1) A0 is the (m + 1) × (m + 1) matrix whose entries are 0′s except in the 1 × 1 entry, where

the element is 1.

2) Aj is the (m + 1)× (m + 1) matrix whose elements are 0′s except in the entries 1× (j + 1)

and (j + 1) × 1, where the elements are −1′s, and where j = 0, 1, 2, . . . , m.

3) B is the (m + 1) × (m + 1) diagonal matrix, where the element in the 1 × 1 entry is λ and

the remaining elements are 1′s.

4) u is the (m + 1) × 1 matrix, where its elements are u0, u1, u2, . . . , um.

5) D is the (m + 1) × 1 matrix, where the 1 × 1 element is e−λtg(eλtu0), and the remaining

elements are 0′s.

6) H is the (m + 1)× 1 matrix, where the 1× 1 element is e−λth, and the remaining elements

are 0′s.

Note that if we define B′ as the matrix B with λ2 instead of λ, then we set D′ as the matrix

D with λ2 u0 + e−λtg(eλtu0) instead of e−λtg(eλtu0), so that the first equation in (6) can now be

written as:

A0∂

∂t+

m∑

j=1

Aj

∂

∂xj

+ B′

u + D′ = H. (7)

Now, if we define

L = A0∂

∂t+

m∑

j=1

Aj

∂

∂xj

+ B′, (8)

and

118

JAIME NAVARRO

G =

G0

G1

...

Gm

so that Gu =

G0(u0)

G1(u1)

...

Gm(um)

= D′, (9)

then the equation (7) is equivalent to Lu + Gu = H.

Thus, we have the following three Claims:

Claim 1. The operator G is monotone.

Proof. Note that G0(u0) = λ2 u0 + e−λtg(eλtu0) and Gi(ui) = 0 for i = 1, 2, . . . , m. Thus, for

G0 we have

⟨

G0(u0) − G0(v0), u0 − v0

⟩

=

∫

Ω

(

λ

2u0 + e−λtg(eλtu0) −

λ

2v0 − e−λtg(eλtv0)

)

(u0 − v0)

=λ

2

∫

Ω

(u0 − v0)2 +

∫

Ω

e−2λt(

g(eλtu0) − (eλtv0)) (

eλtu0 − eλtv0

)

≥λ

2

∫

Ω

(u0 − v0)2 +

∫

Ω

e−2λtC(

eλtu0 − eλtv0

)2=

(

λ

2+ C

)∫

Ω

(u0 − v0)2 ≥ 0 if

λ

2≥ −C.

Hence, The operator G is monotone if λ ≥ −2C.

This completes the proof of Claim 1.

Claim 2. The domain of G0 is L2(Ω).

Proof. Let u0 be in L2(Ω). Then

∫

Ω

∣

∣e−λtg(eλtu0)∣

∣

2≤

∫

Ω

e−2λt(

M |eλtu0| + N)2

= M2

∫

Ω

|u0|2 + 2MN

∫

Ω

e−λt|u0| + N2

∫

Ω

e−2λt

≤ M2

∫

Ω

|u0|2 + 2MN

∫

Ω

|u0|+ N2

∫

Ω

1 < ∞.

On the other hand, since λ2 u0 is in L2(Ω), it follows that D(G0) = L2(Ω).

This proves Claim 2.

Claim 3. The operator G0 is hemicontinuous.

119


Proof. Let tn be a sequence in [0, 1] such that tn → t as n → ∞, and u0, v0 ∈ L2(Ω). Then

∣

∣

∣

∣

λ

2(tu0 + (1 − t)v0) + e−λtg

[

eλt(tu0 + (1 − t)v0)]

−λ

2(tnu0 + (1 − tn)v0) − e−λtg

[

eλt(tnu0 + (1 − tn)v0)]

∣

∣

∣

∣

2

≤

∣

∣

∣

∣

λ

2(tu0 + (1 − t)v0)

∣

∣

∣

∣

+ e−λt

(

M

∣

∣

∣

∣

eλt(tu0 + (1 − t)v0)

∣

∣

∣

∣

+ N

)

+

∣

∣

∣

∣

λ

2(tnu0 + (1 − tn)v0)

∣

∣

∣

∣

+ e−λt

(

M

∣

∣

∣

∣

eλt(tnu0 + (1 − tn)v0)

∣

∣

∣

∣

+ N

)2

≤

(|λ| + 2M)|u0| + (|λ| + 2M)|v0| + 2N

2

.

Following the same argument used after (4), it can be proved that G0 is hemi-continuous.


Hence, by Claims 1, 2, 3, the operators G0, G1, . . . , Gm are monotone, hemi-continuous,

univalent, and D(Gi) = L2(Ω) for i = 0, 1, . . . , m. Then by Proposition 2, the operators

G0, G1, . . . , Gm are maximal monotone. Therefore, the operator G is maximal monotone.

On the other hand, since L is a positive symmetric operator for λ > 0, with the semi-admissible

boundary condition β−u = 0, then by Theorem 5, the problem (6) has a unique strong solution.

This completes the proof of Theorem 6.

Hyperbolic non-linear problem

Now, we will prove that by using the theory of symmetric positive systems, the problem given

in [1] has a unique strong solution. That is, we have the following result:

Theorem 7. Suppose that δ1(x) and δ2(x) are C1 functions in Ω, where

Ω = (x, t)|0 ≤ x ≤ 1, t ∈ [0, +∞], such that δi(x) ≥ εi,where εi are positive constants for

i = i, 2, and |δi(x)| ≤ Mi a. e., where Mi are positive constants for i = 1, 2. Also, suppose that

Ai(x, φi(x, t)) are continuous, monotone and measurable functions satisfying

|Ai(x, ζi)| ≤ ai|ζi| + bi, where ai, bi are positive constants for i = 1, 2. Then given fi(x, t) in

L2(Ω) for i = 1, 2, the following system has a unique strong solution.

δ1(x)∂φ1

∂t−

∂φ2

∂x+ A1(x, φ1(x, t)) = f1(x, t)

δ2(x)∂φ2

∂t−

∂φ1

∂x+ A2(x, φ2(x, t)) = f2(x, t)

(10)

120

JAIME NAVARRO

Proof. For λ in R, let ui = e−λtφi for i = 1, 2. Then (10) is equaivalent to:

[

δ(x)∂

∂t+ B

∂

∂x+ λδ(x)

]

u + D = h, (11)

where

δ(x) =

δ1(x) 0

0 δ2(x)

, B =

0 −1

−1 0

, D =

e−λtA1(x, φ1)

e−λtA2(x, φ2)

,

u =

u1

u2

, and h =

e−λtf1(x, t)

e−λtf2(x, t)

.

Now, if we let

α1 =

0 −1

−1 0

, α2 =

δ1(x) 0

0 δ2(x)

, and γ =

λδ1(x) 0

0 λδ2(x)

,

then

1) The matrices α1, α2 are symmetric.

2) The symmetric part of

ξ = γ −∂α1

∂x−

∂α2

∂t=

λδ1(x) 0

0 λδ2(x)

is positive definite if λδ1(x) > 0 and λ2δ1(x)δ2(x) > 0. But this is true if λ > 0 since δ1(x) > 0

and δ2(x) > 0.

3) For each (x, t) in Ω and for η = (η1, η2) as the exterior normal unit vector to each point in

∂Ω, the matrix

β(x) = η1(x)α1(x) + η2(x)α2(x) =

η2δ1(x) −η1

−η1 η2δ2(x)

can be written as β = β+ + β−, where

121


β+ =

0 0

−η1 0

and β− =

η2δ1(x) −η1

0 η2δ2(x)

.

Thus, the symmetric part of

β+ − β− =

−η2δ1(x) η1

−η1 −η2δ2(x)

is non-negative if η2 ≤ 0 and η22δ1(x)δ2(x) ≥ 0. But this is true if η2 ≤ 0.

So, for η = (±1, 0) we write

u =

u1

u2

as u = u+ + u−, where u+ =

u1

0

and u− =

0

u2

so that

β+u− =

0 0

±1 0

0

u2

=

0

0

, β−u+ =

0 ±1

0 0

u1

0

=

0

0

,

and

β−u =

0 ±1

0 0

u1

u2

=

±u2

0

=

0

0

if u2 = 0.

That is, the boudary condition β−u = 0 is admissible if φ(x, t) = 0.

Now, in the direction η = (0,−1) we write

u =

u1

u2

as u = u+ + u−, where u+ =

0

0

and u− =

u1

u2

so that

122

JAIME NAVARRO

β+u− =

0 0

0 0

u1

u2

=

0

0

, β−u+ =

−δ1(x) 0

0 −δ2(x)

0

0

=

0

0

,

and

β−u =

−δ1(x) 0

0 −δ2(x)

u1

u2

=

−δ1(x)u1

−δ2(x)u2

=

0

0

if u1 = 0 and u2 = 0. That is the boundary condition β−u = 0 is admissible if

φ1(x, t) = 0 = φ2(x, t).

Hence, if we take

L = δ(x)∂

∂t+ B

∂

∂x+ λδ(x) and u =

u1

u2

,

then the problem

L u(x, t) = h(x, t)

β−(x, t) u(x, t) = 0

(12)

is a symmetric positive system for (x, t) in Ω, and where

h(x, t) =

e−λtf1(x, t)

e−λtf2(x, t)

,

and since β−u = 0 is and admissible boundary condition, it follows from Theorems 1 and 2

that (12) has a unique weak solution for each h in L2(Ω).

In order to show the existence of a strong solution, let us now write (11) as

L u + G u = h,

where

Lu =

[

δ(x)∂

∂t+ B

∂

∂x+

λ

2δ(x)

]

u, (13)

123


Gu =

λ2 δ1(x)u1 + e−λtA1(x, eλtu1)

λ2 δ2(x)u2 + e−λtA2(x, eλtu2)

=

G1(u1)

G2(u2)

, (14)

u =

u1

u2

, and where h =

e−λtf1(x, t)

e−λtf2(x, t)

.

Note that the new operator L defined in (13) is still a symmetric positive operator since

λ > 0, δ1(x) > 0 and δ2(x) > 0. Besides, the boundary condition β−u = 0 is semi-admissible.

Now, for the operator G defined in (14) we have the following Claims.

Claim 4. The operator G : D(G) ⊂ L2(Ω) → L2(Ω) is monotone.

Proof. Let us consider both, G1 and G2. Then from (14) and for ui and vi in L2(Ω) with

i = 1, 2,

⟨

Gi(ui) − Gi(vi), ui − vi

⟩

=

∫

Ω

[Gi(ui) − Gi(vi)][ui − vi]

∫

Ω

[

λ

2δi(x)ui + e−λtAi(x, eλtui) −

λ

2δi(x)vi − e−λtAi(x, eλtvi)

]

[ui − vi]

=

∫

Ω

λ

2δi(x)(ui − vi)

2 +

∫

Ω

e−2λt[

Ai(x, eλtui) − Ai(x, eλtvi)] [

eλtui − eλtvi

]

.

Now, if the functions Ai : R2 → R satisfy that for i = 1, 2,

[

Ai(x, eλtui) − Ai(x, eλtvi)] [

eλtui − eλtvi

]

≥ Ci

[

eλtui − eλtvi

]2,

where Ci are positive constants, then

⟨

Gi(ui) − Gi(vi), ui − vi

⟩

≥

∫

Ω

λ

2δi(x)(ui − vi)

2 +

∫

Ω

Cie−2λt

(

eλtui − eλtvi

)2.

=

(

λ

2εi + Ci

) ∫

Ω

(ui − vi)2.

Thus Gi is monotone if λ2 εi + Ci ≥ 0. That is, the operator G is monotone if λ

2 εi ≥ −Ci for

i = 1, 2. This proves Claim 4.

Claim 5. The domain of the operator G is L2(Ω).

Proof. Let ui be in L2(Ω) with i = 1, 2. Then from (14)

124

JAIME NAVARRO

∫

Ω

∣

∣

∣

∣

λ

2δi(x)ui

∣

∣

∣

∣

2

≤ M2i

∣

∣

∣

∣

λ

2

∣

∣

∣

∣

2 ∫

Ω

|ui|2 < ∞.

On the other hand since |Ai(x, ζi)| ≤ ai|ζi| + |bi|, it follows that e−λtAi(x, eλtui) is in L2(Ω).

Thus, D(G) = L2(Ω).


Claim 6. The operator G : L2(Ω) → L2(Ω) is hemi-continuous.

Proof. Let tn be a sequence in [0, 1] such that tn → t, and take ui, vi in L2(Ω) for i = 1, 2.

Then

∥

∥

∥

∥

Gi[(1− tn)vi + tnui] − Gi[(1 − t)vi + tui]

∥

∥

∥

∥

2

=

∫

Ω

∣

∣

∣

∣

λ

2δi(x)[(1 − tn)vi + tnui] + e−λtAi

(

x, eλt[(1− tn)vi + tnui])

−λ

2δi(x)[(1 − t)vi + tui]− e−λtAi

(

x, eλt[(1 − t)vi + tui])

∣

∣

∣

∣

2

≤

∫

Ω

[

λ

2Mi|(1 − tn)vi + tnui| + e−λt

(

ai|eλt[(1− tn)vi + tnui]| + bi

)

+λ

2Mi|(1 − t)vi + tui|+ e−λt

(

ai|eλt[(1 − t)vi + tui]|+ bi

)

]2

≤

∫

Ω

[

(λMi + 2ai)|vi| + (λMi + 2ai)|ui|+ 2bi

]2

.

Following the same argument used after (4), it can be proved that Gi is hemi-continuous.

Hence, G is hemi-continuous.


Finally, since IntD(G)∩D(L) 6= ∅, and since G is hemi-continuous, it follows from Proposition

2 that G is a maximal monotone operator. Thus, from Theorem 5, the problem (10) has a unique

strong solution.

Remark 3. The existence of the strong solution for problem (10) is based on the existence of

the matrices σ1 and τ1 in C0 such that

∂α2

∂x= τ1α

2 + α2σ1,

125


where

α2 =

δ1(x) 0

0 δ2(x)

is a symmetric non-singular matrix. Then from part 1) of Remark 2, take

α2 =

1δ1(x)

∂∂x

δ1(x) 0

0 1δ2(x)

∂∂x

δ2(x)

and τ1 = 0.

This completes the proof of Theorem 7.

References

[1] V. Barbu and Ioan I. Vrabie, An existence result for a nonlinear boundary-value problem of hyperbolic type,

Journal of Nonlinear Analysis: Theory, Meythods and Applications, V. 1, Issue 4, pp. 373-382, 1977.

[2] H. Brezis, Maximal monotone operators, Amsterdam, 1973.

[3] G. Chao-hao, Differentiable solutions of a symmetric positive partial differential equations, Chinese Math,

Acta 5, pp. 541-555, 1964.

[4] K. O. Friedrichs, Symmetric positive linear differential equations, Communications pure and applied math.,

Vol. XI, pp. 333-418, 1958.

[5] O. Lopes, Uniqueness of a symmetric positive solution to an ODE system, Electronic Journal of Differential

Equations, No. 162, pp. 1-8 2009.

[6] J. Navarro, Symmetric positive systems applied to partial differential equations, International Mathematical

Forum (IMF), Vol. 7, no. 24, pp. 1149-1169, 2012.

126

ON EXPECTATION OF SOME PRODUCTS OF WICK POWERS

TERESA BERMUDEZ, ANTONIO MARTINON, AND EMILIO NEGRIN

Abstract. In this paper we give a new expression for the expectation of Wick products used in the litera-ture. We compare this expression with that obtained by I. E. Segal in [12] p. 452, which has been used to

treat differential equations involving Wick powers.

1. Introduction

The Wick products (cf. Dyson [6] and Wick [13]) have been useful in practical quantum mechanics,specially in applications to Feynman graph theory, where Bose and Fermi fields play an important role indefining Feymann propagators as the Fock (vacuum) state of ordinary products of them (cf. [3, Section17.4], [4, Section 17] and [9, Section 4-2]).

In a more explicit mathematical form, and according to the ideas of Bratteli and Robinson (cf. [5, Section5.2]), one considers Wick products over the CCR algebra.

Here, we obtain a new expression for the expectation of Wick products. We compare this expressionwith that obtained by I. E. Segal in [12, p 452]. This formula was used by Segal concerning his studies ondifferential equations including Wick powers (cf. [12, Corollary 2.3 and 2.4]).

Our treatment benefits immeasurably from the interpretation of Wick products given by Segal (cf. [11]and [12, Section 1.4]), Segal et al. [1, Section 7.2] and Jorgensen et al. [10].

For recent studies treating Wick powers on CCR algebra see [2], [7] and [8].

2. The expectation of products of Wick powers

Throughout this paper we will use the terminology and the notations of monograph [1] and paper [12].Recall some notions and basic results.

Let L be a real linear space endowed with a nondegenerate anti-symmetric bilinear form A(·, ·), havingpure imaginary values. Denote by E the (infinitesimal) Weyl algebra over (L, A), which is the associativecomplex algebra generated by L and an unit e, with the relation zz′ − z′z = −iA(z, z′)e, for arbitrary z, z′

in L [1, Definition, p. 175]. Consider on L an admissible complex structure and let E be the associatedvacuum normal. Then there exists a unique mapping : · :, called renormalization map, from monomials inE to E verifying certain conditions. This mapping extends to a linear mapping of E into itself which isuniquely determined by some properties.

In Theorem 3 we give an expression for the expectations E(: zn1 : · · · : znt :).

Notice that by definition of E one has that E(e) = 1, where e is the unit and, by [12, Corollary 5], ifz1, . . . , zt ∈ L + iL, then E(: z1 · · · zt :) = 0.

Observe that given z ∈ L + iL, by [12, Theorem 1.3 (a)], it is clear that

: zn : z =: zn+1 : +n : zn−1 : E(z2) . (1)

We have found part (1) of the following proposition in http://eom.springer.de/w/w097870.htm, howeverwe have included the proof in order to be self contained.

Proposition 1. Let z ∈ L + iL and n ∈ N. Then the following properties hold:

2000 Mathematics Subject Classification. 81T08.Key words and phrases. Wick products, renormalization, expectation.

1

127


2 TERESA BERMUDEZ, ANTONIO MARTINON, AND EMILIO NEGRIN

(1) : zn :=

[ n2 ]∑m=0

(−1)mn!

m! (n− 2m)! 2mzn−2mE(z2)m,

(2) zn =

[ n2 ]∑m=0

n!

m! (n− 2m)! 2m: zn−2m : E(z2)m ,

where[n

2

]denotes the integer part of

n

2.

Proof. (1) Let us prove it by induction. For n = 1 is clear. Suppose that the equality is true for n − 1and assume that n − 1 is even. Let us prove it for n. Then n−1

2 = k with k ∈ N, hence [n−12 ] = [n2 ] = k,

[n−22 ] = k − 1 and by [12, Theorem 1.3 (a)] and the induction hypothesis we have

: zn : =: zn−1 : z − (n− 1) : zn−2 : E(z2)

=

[ n−12 ]∑

m=0

(−1)m(n− 1)!

m!(n− 1− 2m)!2mzn−1−2mE(z2)mz

−(n− 1)

[ n−22 ]∑

m=0

(−1)m(n− 2)!

m!(n− 2− 2m)!2mzn−2−2mE(z2)m+1

= zn +k∑

m=1

(−1)m(n− 1)!

m!(n− 1− 2m)!2mzn−2mE(z2)m

−k∑

m=1

(−1)m−1 (n− 1)!

(m− 1)!(n− 2m)!2m−1zn−2mE(z2)m

= zn +k∑

m=1

(−1)m(n− 1)!

(1

m!(n− 1− 2m)!2m+

1

(m− 1)!(n− 2m)!2m−1

)zn−2mE(z2)m

=

[ n2 ]∑m=0

(−1)mn!

m! (n− 2m)! 2mzn−2mE(z2)m .

If n− 1 is odd, then the proof is similar to the even case.(2) Let us prove it by induction. For n = 1 is clear. Suppose that the equality is true for n− 1. Assume

that n − 1 is odd. Then n = 2k with k ∈ N, [n2 ] = k and [n−12 ] = k − 1. By [12, Theorem 1.3 (a)] and the

induction hypothesis we have that

zn = zn−1z =k−1∑m=0

(n− 1)!

m! (n− 1− 2m)! 2m: zn−1−2m : zE(z2)m

=k−1∑m=0

(n− 1)!

m! (n− 1− 2m)! 2m(: zn−2m : +(n− 1− 2m) : zn−2−2m : E(z2)

)E(z2)m

=k−1∑m=0

(n− 1)!

m! (n− 1− 2m)! 2m: zn−2m : E(z2)m

+k−1∑m=0

(n− 1)! (n− 1− 2m)

m! (n− 1− 2m)! 2m: zn−2−2m : E(z2)m+1

=: zn : +k−1∑m=1

(n− 1)!

m! (n− 1− 2m)! 2m: zn−2m : E(z2)m

+k∑

m=1

(n− 1)!(n− 2m + 1)

(m− 1)!(n− 2m + 1)!2m−1: zn−2m : E(z2)m

128

ON EXPECTATION OF SOME PRODUCTS OF WICK POWERS 3

=: zn : +k−1∑m=1

(n− 1)!

(1

m!(n− 1− 2m)!2m+

1

(m− 1)!(n− 2m)!2m−1

): zn−2m : E(z2)m

+ (n−1)!(k−1)! 2k−1 : z0 : E(z2)k

=k∑

m=0

n!

m! (n− 2m)! 2m: zn−2m : E(z2)m .

The case n− 1 even is similar to the above.

Denote

n!! =

n(n− 2) . . . 5.3.1 if n > 0 and odd

n(n− 2) . . . 4.2 if n > 0 and even

1 if n = −1, 0 .

Corollary 2. Let z ∈ L + iL and n ∈ N. Then the following property holds:

E(zn) =

(n− 1)!! E(z2)n2 if n is even

0 if n is odd .(2)

Proof. Using part (2) of Proposition 1 and the linearity of the functional E we have

E(zn) =

[ n2 ]∑m=0

n!

m! (n− 2m)! 2mE(: zn−2m :)E(z2)m .

Notice that E(: zn−2m :) = 0 for all n− 2m 6= 0. Assume that n is even, that is n = 2k for some k ∈ N. So,

E(zn) =(2k)!

k! 2kE(z2)k = (2k − 1)!! E(z2)k = (n− 1)!! E(z2)

n2 .

The case n odd is clear. The following theorem gives a formula of the expectation of products of the form : zn1 : · · · : znt :.

Theorem 3. Let z1, . . . , zt ∈ L + iL and n ∈ N with nt even. Then

E(: zn1 : · · · : znt :) =∑

0≤lk≤[n2

]

0≤k≤t

∑1≤ih<jh<2s

1≤h≤s

(−1)l1+···+lt n!t E(zi1 zj1) · · ·E(zis zjs)

l1! · · · lt! (n− 2l1)! · · · (n− 2lt)! 2l1+···+ltE(z2

1)l1 · · ·E(z2t )lt (3)

where 2s = nt − 2(l1 + · · · + lt), the second sum ranges over i1 < i2 < · · · < is and zh = zj for (j − 1)n −2(l0 + · · ·+ lj−1) + 1 ≤ h ≤ jn− 2(l1 + · · ·+ lj) and 1 ≤ j ≤ t with l0 = 0.

Proof. By part (1) of Proposition 1 we have that

E(: zn1 : · · · : znt :) =∑

0≤lk≤[n2

]

0≤k≤t

(−1)l1+···+lt n!t E(zn−2l11 · · · zn−2lt

t )

l1! · · · lt! (n− 2l1)! · · · (n− 2lt)! 2l1+···+ltE(z2

1)l1 · · ·E(z2t )lt . (4)

By Wick’s Theorem [12, Theorem 1.3 (b)], we obtain

E(zn−2l11 · · · zn−2lt

t ) =∑

1≤ih<jh<2s

1≤h≤s

E(zi1 zj1) · · ·E(zis zjs) ,

where the sum ranges over i1 < i2 < · · · < is and the zh are defined as the statement. So, we get the desireresult.

It is clear that if nt is odd in Theorem 3, then E(: zn1 : · · · : znt :) = 0.

129

4 TERESA BERMUDEZ, ANTONIO MARTINON, AND EMILIO NEGRIN

Lemma 4. Let z ∈ L + iL and n,m ∈ N with m ≤ n. Then

E(: zn : zm) =

0 if m < n

n! E(z2)n if m = n .(5)

Proof. By (1) we have

: zn : zm =(: zn+1 : +n : zn−1E(z2)

)zm−1

=(: zn+2 : +(n + 1) : zn : E(z2) + n(: zn : +(n− 1) : zn−2 : E(z2))E(z2)

)zm−2 .

Repeating the property (1) and using the linearity of the renormalization we obtain the result.

In the next corollary we present a particular case of Theorem 3.

Corollary 5. Let z ∈ L + iL and n, t ∈ N with nt even. Then the following property holds:

E(: zn :t) =∑

0≤lk≤[n2

]

0≤k≤t

(−1)l1+···+lt n!t(nt− 2(l1 + · · · lt)− 1)!!

l1! · · · lt! (n− 2l1)! · · · (n− 2lt)! 2l1+···ltE(z2)

nt2 .

In particular, if t = 2 then E(: zn :2) = n! E(z2)n.

Proof. It is a consequence of (4) of Theorem 3 and Corollary 2.Suppose that t = 2. By Proposition 1 we have

: zn :2=: zn :

[ n2 ]∑m=0

(−1)mn!

m! (n− 2m)! 2mzn−2mE(z2)m

. (6)

Taking the expectation in (6) and using Lemma 4 we obtain

E(: zn :2) = E

: zn :

[ n2 ]∑m=0

(−1)mn!

m! (n− 2m)! 2mzn−2mE(z2)m

=

[ n2 ]∑m=0

(−1)mn!

m! (n− 2m)! 2mE(: zn : zn−2m)E(z2)m

= n!E(z2)n .

Remark 6. In [12, p. 452] the author assures that if z1, . . . , zt ∈ L + iL with t even and n ∈ N, then

E(: zn1 : · · · : znt :) =∑q∈Q

∏i<j

E(zizj)q(i,j) , (7)

where Q is the set of all the functions q(i, j) having nonnegative integer values, defined for i, j = 1, 2..., tand i 6= j, and such that

∑i q(i, j) = n for all j and q(i, j) = q(j, i). If we compare the expectation values

obtained by Segal’s formula (7) and by Corollary 5, we find a gap (see Table 1).

Table 1. Comparation between the expectation values by Segal’s formula (7) and by Corol-lary 5.

Expectation By Segal’s formula (7) By Corollary 5E(: zn :2) E(z2)n n!E(z2)n

E(: z2 :4) 6E(z2)4 60E(z2)4

E(: z3 :4) 10E(z2)6 3348E(z2)6

Ackmowledgements: The first author is partially supported by grant of Ministerio de Ciencia e Inno-vacion, Spain, proyect no. MTM2011-26538.

130

ON EXPECTATION OF SOME PRODUCTS OF WICK POWERS 5

References

[1] J. Baez, I. Segal, Z. Zhou, Introduction to algebraic and constructive quantum field theory. Princeton Series in Physics.

Princeton University Press, Princeton, NJ, 1992.

[2] T. Bermudez, B. J. Gonzalez and E. R. Negrın, On commutators of Wick products on CCR and CAR algebras, J. Math.Anal. Appl. 360 (2009), 328-333.

[3] J. D. Bjorken and S. D. Drell, Relativistic Quantum Fields (McGraw-Hill, NY, 1965).[4] N. N. Bogoliubov and D. V. Shirkov, Quantum Fields (Benjamin/Cummings Pub. Co., Reading, MA, 1983).

[5] O. Bratteli and D. W. Robinson, Operator Algebras and Quantum-statistical Mechanics. II, in: Equilibrium States, Models

in Quantum-statistical Mechanics, Texts and Monographs in Physics (Springer-Verlag, New York-Berlin, 1981).[6] F. J. Dyson, The Radiation Theories of Tomonaga, Schwinger, and Feymann, Phys. Rev. 75 (3), 486-502 (1949).

[7] B. J. Gonzalez, E. R. Negrın, Recursion relation for Wick products of the CCR algebra, Complex Anal. Oper. Theory 2

(3), 441-447 (2008).[8] B. J. Gonzalez, E. R. Negrın, Wick produts of the CCR algebra, Mat. Nachr. 284 (10), 1280-1285 (2011).

[9] C. Itzykson and J.-B. Zuber, Quantum Field Theory, (McGraw-Hill, NY, 1980).

[10] P. E. T. Jorgensen, L. M. Schmitt and R. F. Werner, Positive representations of general commutation relations allowingWick ordering, J. Funct. Anal. 134 (1), 33-99 (1995).

[11] I. E. Segal, Quantized differential forms, Topology 7, 147-172 (1968).

[12] I. E. Segal, Nonlinear functions of weak processes. I, J. Funct. Anal. 4, 404–456 (1969).[13] G. C. Wick, The evaluation of the collision matrix, Phys. Rev. 80 (2), 268-272 (1950).




Departamento de Analisis Matematico, Universidad de La Laguna, 38271 La Laguna (Tenerife), Spain

131

Solving nonlinear Klein-Gordon equation with high accuracy

multiquadric quasi-interpolation scheme

M. Sarboland, A. Aminataei∗

Faculty of Mathematics, K. N. Toosi University of Technology,

P.O. Box: 16315-1618, Tehran, Iran

Abstract

In this paper, we present a numerical method for solving the nonlinear Klein-Gordon equation. This method isbased on the multiquadric quasi-interpolation operator LW2 . In the present scheme, the third order convergencefinite difference method is used to disrcretize the temporal derivative. Then, the unknown function and itsspatial derivatives are approximated by the multiquadric quasi-interpolation operator LW 2. Further, by usingcollocation method, the approximated solution of the equation is obtained. This method is applied on some testexperiments and the numerical results have been compared with the exact solutions and the solutions in [1, 2].The L∞, L2 and root-mean-square (RMS) errors of the solutions show the efficiency and the accuracy of themethod.

Keywords: Nonlinear Klein-Gordon equation; Multiquadric quasi-interpolation scheme; Collocation scheme;Radial basis function.

2010 Mathematics Subject Classification: 35K61; 97N50; 65N35; 33E99.

1 Introduction

In this paper, we concentrate on the numerical solution of one of the well known equation named as Klein-Gordonequation:utt + µuxx + F (u) = f(x, t), x ∈ Ω = [a, b] ⊂ R, 0 < t 6 T, (1)

with the initial conditionsu(x, 0) = g1(x), x ∈ Ω,

(2)ut(x, 0) = g2(x), x ∈ Ω,

and the boundary conditionu(x, t) = g(x, t), x ∈ ∂Ω, (3)

where u = u(x, t) represents the wave displacement at position x and time t, µ is a known constant, F (u) is thenonlinear force such that ∂F

∂u > 0 and g1(x), g2(x) and g(x, t) are known functions.In the present work, the numerical approximation of the following nonlinear Klein-Gordon equation:

utt + µuxx + αu+ βuk = f(x, t), (4)

∗Corresponding author. E-

E-mail addresses: [email protected] (M. Sarboland), [email protected] (A. Aminataei).

1

132


Solving nonlinear Klein-Gordon equation with high accuracy multiquadric quasi-interpolation scheme

is considered wherein k = 2 or k = 3 and α and β are known constants. In this case, the nonlinear force F (u) isequal to αu+ βuk.

The nonlinear Klein-Gordon equation appears in different application areas, including differential geometry andrelativistic field theory, and it also appears in other physical applications, such as the propagation of fluxons in theJosephson junctions, the motion of rigid pendula attached a stretched wire, and dislocations in crystals [3, 4].

Various numerical techniques have been presented to solve Klein-Gordon equation such as finite difference [5],finite element, spectral and pseudo-spectral methods [6, 7]. Although these methods have been widely used butthey usually require the construction and update of a mesh and hence bring inconvenience during computation. Toavoid the mesh generation, meshless methods have attracted the attention of researchers. These methods are basedon radial basis functions (RBFs). The idea of using RBFs for solving partial differential equations (PDEs) was firstproposed by Kansa (1990) [8, 9]. The kansa’s method is applied for solving of different kinds of nonlinear PDEssuch as Burgers’ equation [10], Sine-Gordon equation [11], Klein-Gordon equation [2], Korteweg-de Vries (KdV)equation [12] etc..

In most of the known methods for solving PDEs using RBFs, one must resolve a linear system of equationsat each time step. Hon and Wu [13], Wu [14, 15] and others have provided some successful examples using MQquasi-interpolation scheme for solving differential equations. Beatson and Powell [16] and Wu and Schaback [17]proposed other univariate MQ quasi-interpolations. In [18,19], Chen and Wu used MQ quasi-interpolation to solveBurgers’ equation and hyperbolic conservation laws. Also, Xiao et al. [20] presented the numerical method basedon Chen and Wu’s method for solving the third-order KdV equation. Recently, Jiang et al. [21] have introduced anew multi-level univariate MQ quasi-interpolation approach with high approximation order compared with initialMQ quasi-interpolation scheme. This method is based on inverse multiquadric (IMQ) RBF interpolation, and Wuand Schaback’s MQ quasi-interpolation operator LD that have the advantages of high approximation order.

The aim of this paper is to present a numerical scheme to solve the nonlinear Klein-Gordon equation that isbased on Jiang et al. MQ quasi-interpolation operator LW2 . This paper is arranged as follows. In Section 2, wedescribe a brief information about the MQ quasi-interpolation scheme. In Section 3, the method is applied onthe nonlinear Klein-Gordon equation. In Section 4, the results of four numerical experiments are presented andcompared with the analytical solutions and the results in [1,2]. Finally, a brief discussion and conclusion is presentedin Section 5.

2 The MQ quasi-interpolation scheme

In this section, some elementary knowledge about three univariate MQ quasi-interpolation schemes, namely,LD,LW and LW2 are presented. For more details about MQ quasi-interpolation operators, see [16–19].

For a given interval Ω = [a, b] and a finite set of distinct points

a = x0 < x1 < . . . < xN = b, h = max16i6N

(xi − xi−1).

quasi-interpolation of a univariate function f : [a, b] → R has the form

L(f) =

N∑

i=0

f(xi)φi(x),

where each function φi(x) is a linear combination of the MQs

ψi(x) =√c2 + (x − xi)2,

and c ∈ R+ is a shape parameter. In [17], Wu and Scheback presented the univariate MQ quasi-interpolation

operator LD that is defined as

LDf(x) =N∑

i=0

f(xi)ψi(x), (5)

133

M. Sarboland and A. Aminataei

where

ψ0(x) =1

2+ψ1(x) − (x− x0)

2(x1 − x0),

ψ1(x) =ψ2(x) − ψ1(x)

2(x2 − x1)−ψ1(x)− (x − x0)

2(x1 − x0),

ψi(x) =ψi+1(x) − ψi(x)

2(xi+1 − xi)−ψi(x)− ψi−1(x)

2(xi − xi−1), 2 6 i 6 N − 2, (6)

ψN−1(x) =(xN − x)− ψN−1(x)

2(xN − xN−1)−ψN−1(x)− ψN−2(x)

2(xN−1 − xN−2),

and

ψN (x) =1

2+ψN−1(x) − (xN − x)

2(xN − xN−1).

In RBFs interpolation, high approximation order can be gotten by increasing the number of interpolationcenters but one has to solve unstable linear system of equations. By using MQ quasi-interpolation scheme, onecan avoid this problem, whereas, the approximation order is not good. Therefore, Jiang et al. [21] defined two MQquasi-interpolation operators denoted as LW and LW2 , which pose the advantages of RBFs interpolation and MQquasi-interpolation scheme. The process of MQ quasi-interpolation of LW and LW2 are as follows which is describedin [21].

Suppose that xkjNj=1 is a smaller set from the given points xi

Ni=0 where N is a positive integer satisfying

N < N and 0 = k0 < k1 < . . . < kN+1 = N . Using the IMQ-RBF, the second derivative of f(x) can beapproximated by RBF interpolant Sf ′′ as

Sf ′′(x) =

N∑

j=1

λj ϕ(|x− xkj|), (7)

where

ϕ(r) =s2

(s2 + r2)3/2,

and s ∈ R+ is a shape parameter. The coefficients λj

Nj=1 are uniquely determined [22] by the interpolation

condition

Sf ′′(xki) =

N∑

j=1

λjϕ(|xki− xkj

|) = f ′′(xki), 1 6 i 6 N. (8)

Since, the Eq. (8) is solvable [22], soλ = A−1

X .f ′′

X , (9)

where

X = xk1 , . . . , xkN, λ = [λ1, . . . , λN ]T , AX = [ϕ(|xki

− xkj|)], f ′′

X = [f ′′(xk1 ), . . . , f′′(xkN

)]T .

By using f and the coefficient λ defined in Eq. (9), a function e(x) is constructed in the form

e(x) = f(x)−N∑

i=1

λi√s2 + (x− xki

)2. (10)

134


Then the MQ quasi-interpolation operator LW by using LD defined by Eqs. (5) and (6) on the data (xi, e(xi))06i6N

with the shape parameter c is defined as follows:

LWf(x) =

N∑

i=1

λi√s2 + (x − xki

)2 + LDe(x). (11)

The shape parameters c and s should not be the same constant in Eq. (11).In Eq. (8), f ′′

xkjcan be replaced as

f ′′

xkj=f(xkj+1)− 2f(xkj

) + f(xkj−1)

h22, with h2 =

b− a

N,

when the data (xki, f(xki

))06i6N are given, and (xi)06i6N are equally spaced points. So, if f ′′X in Eq. (9) replaced

byf ′′

X = [f ′′

xk1, . . . , f ′′

xkN

]T , (12)

the quasi-interpolation operator defined by Eqs. (10) and (11) is denoted by LW2 . In this case, LW2 defined asfollows:

LW2f(x) =

N∑

i=1

λi√s2 + (x− xki

)2 +

N∑

i=0

(f(xi)−

N∑

j=1

λj

√s2 + (xi − xkj

)2)ψi(x). (13)

For more information about the properties and accuracy of LW and LW2, see [21]. In this paper, we use the MQquasi-interpolation operator LW2 with h2 = 2h.

3 The numerical method

In this section, the numerical scheme is presented for solving the Klein-Gordon equation (1) by using the MQquasi-interpolation LW2 . In our approach, the MQ quasi-interpolation approximates the solution function andthe spatial derivatives of the differential equation and the fourth order finite difference approximation employs fordiscretizing of the temporal derivative similar to work that Rashidinia did in [1].

According of the fourth order finite difference, the term untt = utt(x, tn), tn = n∆t, can be arranged as

untt∼=

δ2t(∆t)2(1 + δ2t )

un +O((∆t)2), (14)

where δ2t = un+1 − 2un + un−1.Substituting Eq. (14) into Eq. (1) yields the following time discretized form of Klein-Gordon equation:

δ2t un + µ(∆t)2(1 + γδ2t )u

nxx + (∆t)2(1 + γδ2t )F

n = (∆t)2(1 + γδ2t )fn, (15)

where fn = f(x, tn) and Fn = F (un) = αun + β(un)k .

After some arrangements, Eq. (15) can be written in the following form:

(1

γ(∆t)2+ α) un+1 + µ un+1

xx + β (un+1)k = χ(x), (16)

where

χ(x) = (2

γ(∆t)2− ακ)un − (

1

γ(∆t)2+ α)un−1 − µ[unxx + un−1

xx ]− β[κ(un)k + (un−1)k ],

and κ = 1−2γγ .

135


Assuming that there are a total of N + 1 interpolation points, un can be approximated by

un(x) =

N∑

i=1

αi

√s2 + (x − xki

)2 +

N∑

i=0

(uni −

N∑

j=1

αj

√s2 + (xi − xkj

)2)ψi(x), (17)

where uni = u(xi, tn). Now, substituting Eq. (17) into Eqs. (16) and (3) and applying collocation method yield thefollowing equations:

(1

γ(∆t)2+ α)

N∑

i=1

λi√s2 + (xl − xki

)2 +

N∑

i=0

(uni −

N∑

j=1

λj

√s2 + (xi − xkj

)2)ψi(xl) + µ (

N∑

i=1


)2

+

N∑

i=0

(un+1

i −

N∑

j=1

λj

√s2 + (xi − xkj

)2)ψ′′

i (xl)) + β(

N∑

i=1


)2 +

N∑

i=0

(un+1

i −

N∑

j=1

λj

√s2 + (xi − xkj

)2)

ψi(xl))k = χ(xl), l = 1, . . . , N − 1, (18)

andN∑

i=1


)2 +N∑

i=0

(uni −N∑

j=1

λj

√s2 + (xi − xkj

)2)ψi(xl) = gn+1(xl), l = 0, N, (19)

where gn+1(xl) = g(xl, tn+1) and

χ(xl) = (2

γ(∆t)2− ακ)un(xl)− (

1

γ(∆t)2+ α)un−1(xl)− µ[unxx(xl) + un−1

xx (xl)]− β[κ(un(xl))k + (un−1(xl))

k].

The coefficients λiNi=1 are determined by the solvable linear system

N∑

i=1

λiϕ(|xkj− xki

|) =unkj+1 − 2unkj

+ unkj−1

h22, j = 1, . . . , N . (20)

At n = 1, according to the initial conditions that was introduced in (2) and approach that Rashidinia did in [1]based on Taylor series, we apply the following assumptions

u0(x) = u(x, 0) = g1(x),

and

u1(x) = g1(x) + ∆tg2(x)−(∆t)2

2![µuxx + F − f ]0 −

(∆t)3

3![µg

′′

2 (x) + Ft − ft + Fuut]0 + µ

(∆t)4

4![µuxxxx+

Fxux + Fxx − fxx + Fxuux + ux(Fxu + Fuuux)]0 +O((∆t)5).

In each time step (i.e. time step n+ 1), at first we set un+1

j = unj . Having this, Eqs. (18) and (19) are solved as a

system of linear algebraic equations for unknowns un+1

j ; j = 0, 1, . . . , N . Then, we recompute un+1

j = un+1

j where

un+1

j as we illustrate, can be obtained by solving Eqs. (18) and (19). Now, at each time level, we iterate calculating

un+1

j and solving the approximation values of the unknown, until the tolerance of any two latest iterations is not

bigger than 10−8, i.e. a predictor-corrector scheme is adopted in each time level, then one can move on to the nexttime level.

136


Figure 1:The graph of the estimated solution up to t = 10 with ∆t = 0.0001 and N = 10 of experiment 1.

4 The numerical experiments

Four experiments are studied to investigate the robustness and the accuracy of the proposed method. We comparethe numerical results of the Klein-Gordon equation by using presented scheme with the analytical solutions andsolutions in [1,2]. These methods include Thin Plate Splines (TPS) RBF collocation method [2] and cubic B-splinecollocation method (CBS) [1]. We denote our scheme by MQQI. The L2, L∞ and RMS errors which are defined by

L2 =

√√√√hm

M∑

j=0

(un(xj)− un(xj))2,

L∞ = max06j6M

|un(xj)− un(xj)|,

RMS =

√√√√(M∑

j=0

(un(xj)− un(xj))2)/M,

are used to measure the accuracy of our scheme where u is the approximation solution and M and hm are thenumber and the space of points that used to compute the errors, respectively.

In this paper, we propose the following values for the shape parameters c and s :

c = |σ log(h)h|, s = |σ log(h2)h2|, (21)

where σ is an input parameter. Our numerical observations show that the accuracy of the solution depends on themagnitude of σ in such a way that the error drops to a minimum by adjusting the value of σ so that the numericalsolution provides a reasonable approximation to the exact solution.

The computations associated with our experiments are performed in Maple 14 on a PC with a CPU of 2.4 GHZ.

137


Table 1The comparison of the L∞,L2 and RMS errors of our method with the results of [1, 2] at different times of experiment 1.

Time 1 3 5 7 10MQQI; N = 10, M = 100 and ∆t = 0.0001L∞ 6.0719E-11 1.1651E-10 1.4196E-10 1.1799E-10 3.3761E-11L2 4.1778E-10 7.6003E-10 1.0234E-09 9.2925E-10 1.9398E-10RMS 4.1571E-11 7.5626E-11 1.0182E-10 9.2464E-11 1.9302E-11Time 1 3 5 10 20CBSM [1]; N = 100 and ∆t = 0.0001L∞ 4.7698E-13 2.8899E-13 4.3667E-13 8.4593E-13 3.1344E-12L2 1.8986E-12 1.0680E-12 1.5686E-12 5.3244E-12 4.4324E-11RMS 2.6850E-14 1.5105E-13 2.2184E-12 5.9738E-12 2.2332E-12Time 1 3 5 7 10TPSM [2]; N = 100 and ∆t = 0.0001L∞ 1.2540E-05 1.5554E-05 3.3792E-05 3.7753E-05 1.3086E-05L2 6.5422E-05 1.1717E-04 2.2011E-04 2.5892E-04 7.9854E-05RMS 6.5097E-06 1.1659E-05 2.1902E-05 2.5763E-05 7.9458E-06

Experiment 1. In this experiment, the Klein-Gordon equation (1) is considered with µ = 1, f(x, t) = −x cos(t)+x2 cos(t) in interval −1 6 x 6 1 and the nonlinear force F (u) = u2; so that the values of constants in (16) areα = 0, β = 1 and k = 2. The initial conditions are given by

u(x, 0) = x, −1 6 x 6 1,

ut(x, 0) = 0, −1 6 x 6 1.

The exact solution is given in [23] as

u(x, t) = x cos(t).

The boundary function g(x, t) can be extracted from the exact solution. The L2, L∞ and RMS errors in the solutionswith ∆t = 0.001 and ∆t = 0.0001, σ = 0.815, N = 10, M = 100 and γ = 1

12are listed in Table 1 and compared

with the results in [1,2]. The space-time graphs of the estimated solution is drawn in Fig. 1. Table 1 indicates thatthe proposed method requires less nodes to attain the accuracy of the CBSM [1] and TPSM [2]. Also, it show thatthis scheme performs better than TPSM.

Experiment 2. Consider the Klein-Gordon equation (1) with µ = 1, f(x, t) = 6xt(x2 − t2) + x6t6 in interval0 6 x 6 1 and the nonlinear force F (u) = u2 wherein α, β and k are considered as 0, 1 and 2, respectively. Theinitial conditions are given by

u(x, 0) = 0, 0 6 x 6 1,

ut(x, 0) = 0, 0 6 x 6 1.


u(x, t) = x3t3.

The boundary function g(x, t) can be extracted from the exact solution. Table 2 shows the L2, L∞ and RMS errorsin the solutions with ∆t = 0.001, σ = 0.815, N = M = 50 and γ = 1

12. Our numerical results are compared with

the results in [1,2]. Moreover, the space-time graph of the estimated solution is drawn in Fig. 2. Table 2 shows thatour scheme has better accuracy than TPSM whereas we use time step ∆t = 0.001 and the time step ∆t = 0.0001is used in TPSM [2].

138




Time 1 2 3 4 5MQQI; N = 50, M = 50 and ∆t = 0.001L∞ 2.5756E-05 2.0580E-04 6.5461E-04 1.4417E-03 2.5914E-03L2 6.5854E-05 6.0958E-04 1.4182E-03 2.4832E-03 3.8577E-03RMS 9.2213E-06 8.5358E-05 1.9858E-04 3.4772E-04 5.4019E-04CBSM [1]; N = 50 and ∆t = 0.0001L∞ 5.5733E-14 3.0198E-13 3.5829E-12 5.1088E-12 7.2456E-11L2 1.4257E-13 8.7463E-13 1.0177E-11 1.7568E-11 3.0183E-10RMS 2.0162E-14 1.2369E-13 1.4392E-12 2.4846E-12 4.2685E-12TPSM [2]; N = 50 and ∆t = 0.0001L∞ 1.1012E-05 1.6496E-04 5.9728E-04 1.8264E-03 3.6915E-03L2 5.4998E-05 1.1522E-03 3.2588E-03 9.8191E-03 1.9139E-02RMS 5.4725E-06 1.1465E-04 3.2426E-04 9.7704E-04 1.9044E-03

Experiment 3. In this experiment, we consider the Klein-Gordon equation (1) with µ = 2.5, f(x, t) = 0 ininterval 0 6 x 6 1 and the nonlinear force F (u) = u+1.5u3 wherein α, β and k are considered as 1, 1.5 and 3. Theinitial conditions are given by

u(x, 0) = B tan(Kx), 0 6 x 6 1,

ut(x, 0) = BCK sec2(Kx), 0 6 x 6 1.


u(x, t) = B tan(K(x+ Ct)),

139


Figure 3:The graph of the estimated solution up to t = 4 with ∆t = 0.001 and N = 30 of experiment 3, C = 0.05 (Left), C = 0.5

(Right).

Table 3The comparison of the L∞,L2 and RMS errors of our method with the results of [1, 2] with C = 0.05 at different times of

experiment 3.

Time 1 2 3 4MQQI; N = 30, M = 100 and ∆t = 0.001L∞ 2.9293E-06 3.1901E-06 3.5819E-06 4.1980E-06L2 1.5566E-05 2.0814E-05 2.3670E-05 2.0758E-05RMS 1.5489E-06 2.0711E-06 2.3553E-06 2.0655E-06CBSM [1]; N = 100 and ∆t = 0.001L∞ 1.1986E-08 2.4733E-08 2.8958E-08 1.9916E-08L2 7.5619E-08 1.7997E-07 2.0797E-07 1.4058E-07RMS 7.5619E-08 1.7997E-08 2.0797E-08 1.4058E-08TPSM [2]; N = 100 and ∆t = 0.001L∞ 3.6497E-07 3.8952E-07 4.2123E-07 4.5928E-07L2 1.7861E-06 1.5383E-06 1.7275E-06 2.0097E-06RMS 1.7772E-07 1.5306E-07 1.7190E-07 1.9997E-07

where B =√

αβ and K =

√α

−2µ+C2 . The boundary function g(x, t) can be extracted from the exact solution. In

Tables 3 and 4, the L2, L∞ and RMS errors in the solutions are listed with ∆t = 0.001, σ = 1, N = 30, M = 100,γ = 1

12and C = 0.05 and C = 0.5. Tables 3 and 4 indicate that the proposed method requires less nodes to attain

the accuracy of the CBSM [1] and TPSM [2].

Experiment 4. Consider the nonlinear Klein-Gordon equation (1) with µ = 1 and the nonlinear force F (u) =u+u3 in interval −1 6 x 6 1. In this case, the constants α, β and k are considered as 1, 1 and 3, respectively. Theinitial conditions are given by

u(x, 0) = x2 cosh(x), −1 6 x 6 1,

140


Table 4The comparison of the L∞,L2 and RMS errors of our method with the results of [1, 2] with C = 0.5 at different times of

experiment 3.

Time 1 2 3 4MQQI; N = 30, M = 100 and ∆t = 0.001L∞ 7.6149E-06 2.1557E-05 1.0041E-04 2.2122E-03L2 3.9375E-05 1.0820E-04 4.2058E-04 6.4696E-03RMS 3.9179E-06 1.0766E-05 4.1849E-05 6.4375E-04CBSM [1]; N = 100 and ∆t = 0.001L∞ 2.6949E-08 8.7462E-08 3.0903E-07 1.9394E-06L2 1.9015E-07 6.3813E-07 2.2341E-06 1.3439E-05RMS 1.9015E-08 6.3813E-08 2.2344E-07 1.3439E-06TPSM [2]; N = 100 and ∆t = 0.001L∞ 5.9964E-06 2.1973E-05 9.0893E-05 8.2945E-04L2 4.0761E-05 1.5769E-04 6.4792E-04 5.3572E-03RMS 4.0559E-06 1.5691E-05 6.4470E-05 5.3306E-04


Time 1 2 3 4 5MQQI; N = 50, M = 50 and ∆t = 0.001L∞ 2.5756E-05 2.0580E-04 6.5461E-04 1.4417E-03 2.5914E-03L2 6.5854E-05 6.0958E-04 1.4182E-03 2.4832E-03 3.8577E-03RMS 9.2213E-06 8.5358E-05 1.9858E-04 3.4772E-04 5.4019E-04CBSM [1]; N = 50 and ∆t = 0.0001L∞ 3.5666E-06 3.1949E-06 3.9619E-06 5.6889E-06 6.3356E-06L2 2.5993E-05 2.2013E-05 2.3990E-05 2.9542E-05 3.2638E-05RMS 2.5930E-06 2.2013E-06 2.3909E-06 2.9542E-06 2.9092E-06TPSM [2]; N = 50 and ∆t = 0.0001L∞ 5.0705E-05 5.0260E-04 2.0612E-03 6.5720E-03 1.9067E-02L2 2.9474E-04 2.7082E-03 9.7246E-03 2.7881E-02 7.7337E-02RMS 2.0789E-05 1.9102E-04 6.8592E-04 1.9666E-03 5.4549E-03

ut(x, 0) = x2 sinh(x), −1 6 x 6 1.

The exact solution is given as

u(x, t) = x2 cosh(x+ t).

The boundary function g(x, t) can be extracted from the exact solution. Table 5 shows the L2, L∞ and RMSerrors in the solutions with ∆t = 0.001, σ = 0.815, N = M = 50 and γ = 1

12. We compare our results with the

results in [1, 2]. Also, the space-time graph of the estimated solution is drawn in Fig. 4. Table 5 shows that ourscheme has better accuracy than TPSM whereas we use the time step ∆t = 0.001 and the time step ∆t = 0.0001is used in TPSM [2].

5 Conclusion

In this paper, a numerical scheme based on high accuracy MQ quasi-interpolation scheme has been applied tosolve the nonlinear Klein-Gordon equation with quadratic and cubic nonlinearity. The numerical results which are

141



given in the previous section demonstrate the good accuracy of the present scheme. Also, the Tables show thatthis scheme performs better than TPS method and requires less nodes to attain accuracy. Moreover, we have usedbigger time step ∆t, in comparison with [2]. Therewith, we would like to emphasize that, the scheme introduced inthis paper can be well studied for any other nonlinear PDEs.

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143

A note on strong differential subordinations using Salageanoperator and Ruscheweyh derivative

Alina Alb LupasDepartment of Mathematics and Computer Science

University of Oradeastr. Universitatii nr. 1, 410087 Oradea, Romania

[email protected]

Abstract

In the present paper we establish several strong differential subordinations regardind the ex-tended new operator Lmα , given by L

mα : A∗nζ → A∗nζ , Lmα f(z, ζ) = (1− α)Rmf(z, ζ) + αSmf(z, ζ),

where Rmf(z, ζ) denote the extended Ruscheweyh derivative, Smf(z, ζ) is the extended Salageanoperator and A∗nζ = f ∈ H(U × U), f(z, ζ) = z + an+1 (ζ) zn+1 + . . . , z ∈ U, ζ ∈ U is the classof normalized analytic functions. A number of interesting consequences of some of these strongsubordination results are discussed. For functions belonging to the class SLm (δ,α, ζ) , δ ∈ [0, 1),α ≥ 0 and m ∈ N, of analytic functions in U × U, which are investigated in this paper, the authorderives several interesting strong differential subordination results. Relevant connections of someof the new results obtained in this paper with those in earlier works are also provided.

Keywords: strong differential subordination, univalent function, convex function, best dominant,extended differential operator.2000 Mathematical Subject Classification: 30C45, 30A20, 34A40.

1 Introduction

Denote by U the unit disc of the complex plane U = z ∈ C : |z| < 1, U = z ∈ C : |z| ≤ 1 theclosed unit disc of the complex plane and H(U × U) the class of analytic functions in U × U .

LetA∗nζ = f ∈ H(U × U), f(z, ζ) = z + an+1 (ζ) zn+1 + . . . , z ∈ U, ζ ∈ U,

where ak (ζ) are holomorphic functions in U for k ≥ 2, and

H∗[a, n, ζ] = f ∈ H(U × U), f(z, ζ) = a+ an (ζ) zn + an+1 (ζ) zn+1 + . . . , z ∈ U, ζ ∈ U,

for a ∈ C and n ∈ N, ak (ζ) are holomorphic functions in U for k ≥ n.Generalizing the notion of differential subordinations, J.A. Antonino and S. Romaguera have in-

troduced in [5] the notion of strong differential subordinations, which was developed by G.I. Oros andGh. Oros in [7], [6].

Definition 1.1 [7] Let f (z, ζ), H (z, ζ) analytic in U ×U. The function f (z, ζ) is said to be stronglysubordinate to H (z, ζ) if there exists a function w analytic in U , with w (0) = 0 and |w (z)| < 1 suchthat f (z, ζ) = H (w (z) , ζ) for all ζ ∈ U . In such a case we write f (z, ζ) ≺≺ H (z, ζ) , z ∈ U, ζ ∈ U.

1

144


Remark 1.2 [7] (i) Since f (z, ζ) is analytic in U × U , for all ζ ∈ U, and univalent in U, for allζ ∈ U , Definition 1.1 is equivalent to f (0, ζ) = H (0, ζ) , for all ζ ∈ U, and f

¡U × U

¢⊂ H

¡U × U

¢.

(ii) If H (z, ζ) ≡ H (z) and f (z, ζ) ≡ f (z) , the strong subordination becomes the usual notion ofsubordination.

We have need the following lemmas to study the strong differential subordinations.

Lemma 1.3 [4] Let h (z, ζ) be a convex function with h (0, ζ) = a for every ζ ∈ U and let γ ∈ C∗ bea complex number with Reγ ≥ 0. If p ∈ H∗[a, n, ζ] and

p (z, ζ) +1

γzp0 (z, ζ) ≺≺ h (z, ζ) ,

thenp (z, ζ) ≺≺ g (z, ζ) ≺≺ h (z, ζ) ,

where g (z, ζ) = γ

nzγn

R z0 h (t, ζ) t

γn−1dt is convex and it is the best dominant.

Lemma 1.4 [4] Let g (z, ζ) be a convex function in U , for all ζ ∈ U, and leth(z, ζ) = g(z, ζ) + nαzg0(z, ζ), z ∈ U, ζ ∈ U,

where α > 0 and n is a positive integer. If

p(z, ζ) = g(0, ζ) + pn (ζ) zn + pn+1 (ζ) z

n+1 + . . . , z ∈ U, ζ ∈ U,is holomorphic in U, for all ζ ∈ U, and

p(z, ζ) + αzp0(z, ζ) ≺≺ h(z, ζ), z ∈ U, ζ ∈ U,then

p(z, ζ) ≺≺ g(z, ζ)and this result is sharp.

We extend the Salagean operator [9] and the Ruscheweyh derivative [8] to the new class of analyticfunctions A∗ζ introduced in [6].

Definition 1.5 [4] For f ∈ A∗nζ , n,m ∈ N, the extended operator Sm is defined by Sm : A∗nζ → A∗nζ,

S0f (z, ζ) = f (z, ζ)

S1f (z, ζ) = zf 0(z, ζ)

...

Sm+1f(z, ζ) = z (Smf (z, ζ))0 , z ∈ U, ζ ∈ U.

Remark 1.6 [4] If f ∈ A∗nζ, f(z, ζ) = z+P∞j=n+1 aj (ζ) z

j, then Smf (z, ζ) = z+P∞j=n+1 j

maj (ζ) zj,

z ∈ U, ζ ∈ U .

Definition 1.7 [4] For f ∈ A∗nζ, n,m ∈ N, the extended operator Rm is defined by Rm : A∗nζ → A∗nζ ,

R0f (z, ζ) = f (z, ζ)

R1f (z, ζ) = zf 0 (z, ζ)

...

(m+ 1)Rm+1f (z, ζ) = z (Rmf (z, ζ))0 +mRmf (z, ζ) , z ∈ U, ζ ∈ U.

Remark 1.8 [4] If f ∈ A∗nζ , f(z, ζ) = z +P∞j=n+1 aj (ζ) z

j, thenRmf (z, ζ) = z +

P∞j=n+1C

mm+j−1aj (ζ) z

j, z ∈ U, ζ ∈ U.

2

LUPAS: STRONG DIFFERENTIAL SUBORDINATIONS

145

2 Main results

We also extend the differential operator Lmα studied in [1], [2], [3] to the new class of analyticfunctions A∗nζ .

Definition 2.1 [4] Let α ≥ 0, m ∈ N. Denote by Lmα the extended operator given by Lmα : A∗nζ → A∗nζ ,

Lmα f(z, ζ) = (1− α)Rmf(z, ζ) + αSmf(z, ζ), z ∈ U, ζ ∈ U.

Remark 2.2 [4] If f ∈ A∗nζ , f(z, ζ) = z +P∞j=n+1 aj (ζ) z

j, then

Lmα f(z, ζ) = z +P∞j=n+1

³αjm + (1− α)Cmm+j−1

´aj (ζ) z

j , z ∈ U, ζ ∈ U.

Definition 2.3 Let δ ∈ [0, 1), α ≥ 0 and n,m ∈ N. A function f (z, ζ) ∈ A∗nζ is said to be in theclass SLm (δ,α, ζ) if it satisfies the inequality

Re (Lmα f (z, ζ))0z > δ, z ∈ U, ζ ∈ U. (2.1)

Theorem 2.4 The set SLm (δ,α, ζ) is convex.

Proof. Let the functions

fk (z, ζ) = z +∞X

j=n+1

ajk (ζ) zj , for k = 1, 2, z ∈ U, ζ ∈ U,

be in the class SLm (δ,α, ζ). It is sufficient to show that the function

h (z, ζ) = η1f1 (z, ζ) + η2f2 (z, ζ)

is in the class SLm (δ,α, ζ) , with η1 and η2 nonnegative such that η1 + η2 = 1.Since h (z, ζ) = z +

P∞j=n+1 (η1aj1 (ζ) + η2aj2 (ζ)) z

j , z ∈ U, ζ ∈ U, then

Lmα h (z, ζ) = z +∞X

j=n+1

£αjm + (1− α)Cmm+j−1

¤(η1aj1 (ζ) + η2aj2 (ζ)) z

j , z ∈ U, ζ ∈ U. (2.2)

Differentiating with respect to z (2.2) we obtain

(Lmα h (z, ζ))0z = 1 +

P∞j=n+1

hαjm + (1− α)Cmm+j−1

i(η1aj1 (ζ) + η2aj2 (ζ)) jz

j−1, z ∈ U, ζ ∈ U.Hence

Re (Lmα h (z, ζ))0z = 1 +Re

⎛⎝η1

∞Xj=n+1

j£αjm + (1− α)Cmm+j−1

¤aj1 (ζ) z

j−1

⎞⎠+Re

⎛⎝η2

∞Xj=n+1


¤aj2 (ζ) z

j−1

⎞⎠ . (2.3)

Taking into account that f1, f2 ∈ SLm (δ,α, ζ) we deduce

Re

⎛⎝ηk

∞Xj=n+1


¤ajk (ζ) z

j−1

⎞⎠ > ηk (δ − 1) , k = 1, 2. (2.4)

Using (2.4) we get from (2.3)

Re (Lmα h (z, ζ))0z > 1 + η1 (δ − 1) + η2 (δ − 1) = δ, z ∈ U, ζ ∈ U,

which is equivalent that SLm (δ,α, ζ) is convex.

3


146

Theorem 2.5 Let g (z, ζ) be a convex function such that g (0, ζ) = 1 and let h be the function h (z, ζ) =g (z, ζ) + 1

c+2zg0z (z, ζ), z ∈ U, ζ ∈ U, c > 0. If α ≥ 0, m ∈ N, f ∈ SLm (δ,α, ζ) and F (z, ζ) =

Ic (f) (z, ζ) =c+2zc+1

R z0 t

cf (t, ζ) dt, z ∈ U, ζ ∈ U, then

(Lmα f(z, ζ))0z ≺≺ h (z, ζ) , z ∈ U, ζ ∈ U, (2.5)

implies(Lmα F (z, ζ))

0z ≺≺ g (z, ζ) , z ∈ U, ζ ∈ U,

and this result is sharp.

Proof. We obtain thatzc+1F (z, ζ) = (c+ 2)

Z z

0tcf (t, ζ) dt. (2.6)

Differentiating (2.6), with respect to z, we have (c+ 1)F (z, ζ) + zF 0z (z, ζ) = (c+ 2) f (z, ζ) and

(c+ 1)Lmα F (z, ζ) + z (Lmα F (z, ζ))

0z = (c+ 2)L

mα f (z, ζ) , z ∈ U, ζ ∈ U. (2.7)

Differentiating (2.7) with respect to z we have

(Lmα F (z, ζ))0z +

1

c+ 2z (Lmα F (z, ζ))

00z2 = (L

mα f (z, ζ))

0z , z ∈ U, ζ ∈ U. (2.8)

Using (2.8), the strong differential subordination (2.5) becomes

(Lmα F (z, ζ))0z +

1

c+ 2z (Lmα F (z, ζ))

00z2 ≺≺ g (z, ζ) +

1

c+ 2zg0z (z, ζ) . (2.9)

Denotep (z, ζ) = (Lmα F (z, ζ))

0z , z ∈ U, ζ ∈ U. (2.10)

Replacing (2.10) in (2.9) we obtain

p (z, ζ) +1

c+ 2zp0z (z, ζ) ≺≺ g (z, ζ) +

1

c+ 2zg0z (z, ζ) , z ∈ U, ζ ∈ U.

Using Lemma 1.4 we have

p (z, ζ) ≺≺ g (z, ζ) , z ∈ U, ζ ∈ U, i.e. (Lmα F (z, ζ))0z ≺≺ g (z, ζ) , z ∈ U, ζ ∈ U,


Theorem 2.6 Let h (z, ζ) = ζ+(2δ−ζ)z1+z , z ∈ U, ζ ∈ U, δ ∈ [0, 1) and c > 0. If α ≥ 0, m ∈ N and Ic is

given by Theorem 2.5, thenIc [SLm (δ,α, ζ)] ⊂ SLm (δ∗,α, ζ) , (2.11)

where δ∗ = 2δ − ζ + 2(c+2)(ζ−δ)n β

¡c+2n − 2

¢and β (x) =

R 10tx+1

t+1 dt.

Proof. The function h is convex and using the same steps as in the proof of Theorem 2.5 we getfrom the hypothesis of Theorem 2.6 that

p (z, ζ) +1

c+ 2zp0z (z, ζ) ≺≺ h (z, ζ) ,

where p (z, ζ) is defined in (2.10).

4


147

Using Lemma 1.3 we deduce that

p (z, ζ) ≺≺ g (z, ζ) ≺≺ h (z, ζ) ,

that is(Lmα F (z, ζ))

0z ≺≺ g (z, ζ) ≺≺ h (z, ζ) ,

where

g (z, ζ) =c+ 2

nzc+2n

Z z

0tc+2n−1 ζ + (2δ − ζ) t

1 + tdt =

(2δ − ζ) +2 (c+ 2) (ζ − δ)

nzc+2n

Z z

0

tc+2n−1

1 + tdt.

Since g is convex and g¡U × U

¢is symmetric with respect to the real axis, we deduce

Re (Lmα F (z, ζ))0z ≥ min|z|=1

Re g (z, ζ) = Re g (1, ζ) = δ∗ = (2.12)

2δ − ζ +2 (c+ 2) (ζ − δ)

nβ

µc+ 2

n− 2¶.

From (2.12) we deduce inclusion (2.11).

Theorem 2.7 Let g (z, ζ) be a convex function such that g (0, ζ) = 1 and let h be the function h (z, ζ) =g (z, ζ)+zg0z (z, ζ), z ∈ U, ζ ∈ U . If α ≥ 0, n,m ∈ N, f ∈ A∗nζ and the strong differential subordination

(Lmα f(z, ζ))0z ≺≺ h (z, ζ) , z ∈ U, ζ ∈ U, (2.13)

holds, thenLmα f(z, ζ)

z≺≺ g (z, ζ) , z ∈ U, ζ ∈ U,


Proof. By using the properties of the extended operator Lmα , we have

Lmα f(z, ζ) = z +∞X

j=n+1

¡αjm + (1− α)Cmm+j−1

¢aj (ζ) z

j , z ∈ U, ζ ∈ U.

Consider p(z, ζ) = Lmα f(z,ζ)z =

z+P∞j=n+1(αjm+(1−α)Cmm+j−1)aj(ζ)zj

z = 1 + pn (ζ) zn + pn+1 (ζ) z

n+1 +..., z ∈ U, ζ ∈ U.

Let Lmα f(z, ζ) = zp(z, ζ), z ∈ U, ζ ∈ U. Differentiating with respect to z, we obtain (Lmα f(z, ζ))0z =p(z, ζ) + zp0z(z, ζ), z ∈ U, ζ ∈ U.

Then (2.13) becomes

p(z, ζ) + zp0z(z, ζ) ≺≺ h(z, ζ) = g(z, ζ) + zg0z(z, ζ), z ∈ U, ζ ∈ U.

By using Lemma 1.4, we have

p(z, ζ) ≺≺ g(z, ζ), z ∈ U, ζ ∈ U, i.e.Lmα f(z, ζ)

z≺≺ g(z, ζ), z ∈ U, ζ ∈ U.

5


148

Theorem 2.8 Let h (z, ζ) be a convex function such that h (0, ζ) = 1. If α ≥ 0, n,m ∈ N, f ∈ A∗nζand the strong differential subordination

(Lmα f(z, ζ))0z ≺≺ h (z, ζ) , z ∈ U, ζ ∈ U, (2.14)

holds, thenLmα f(z, ζ)

z≺≺ g (z, ζ) ≺≺ h (z, ζ) , z ∈ U, ζ ∈ U,

where g (z, ζ) = 1

nz1n

R z0 h (t, ζ) t

1n−1dt is convex and it is the best dominant.

Proof. With notation p (z, ζ) = Lmα f(z,ζ)z = 1 +

P∞j=n+1


´aj (ζ) z

j−1 and

p (0, ζ) = 1, we obtain for f(z, ζ) = z +P∞j=n+1 aj (ζ) z

j , p (z, ζ) + zp0z (z, ζ) = (Lmα f(z, ζ))

0z .

We have p (z, ζ) + zp0z (z, ζ) ≺≺ h (z, ζ), z ∈ U, ζ ∈ U . Since p (z, ζ) ∈ H∗ [1, n, ζ] , using Lemma1.3, for γ = 1, we obtain p (z, ζ) ≺≺ g (z, ζ) ≺≺ h (z, ζ), z ∈ U , ζ ∈ U , i.e. Lmα f(z,ζ)

z ≺≺ g (z, ζ) =1

nz1n

R z0 h (t, ζ) t

1n−1dt ≺≺ h (z, ζ), z ∈ U, ζ ∈ U , and g (z, ζ) is convex and it is the best dominant.

Corollary 2.9 Let h(z, ζ) = ζ+(2β−ζ)z1+z a convex function in U × U , 0 ≤ β < 1. If α ≥ 0, m ∈ N,

f ∈ A∗nζ and verifies the strong differential subordination

(Lmα f(z, ζ))0z ≺≺ h(z, ζ), z ∈ U, ζ ∈ U, (2.15)

thenLmα f(z, ζ)

z≺≺ g (z, ζ) ≺≺ h (z, ζ) , z ∈ U, ζ ∈ U,

where g is given by g(z, ζ) = 2β − ζ + 2(ζ−β)nz

1n

R z0t1n−1

1+t dt, z ∈ U, ζ ∈ U. The function g is convex and itis the best dominant.

Proof. Following the same steps as in the proof of Theorem 2.8 and considering p(z, ζ) = Lmα f(z,ζ)z ,

the strong differential subordination (2.15) becomes

p(z, ζ) + zp0z(z, ζ) ≺≺ h(z, ζ) =ζ + (2β − ζ)z

1 + z, z ∈ U, ζ ∈ U.

By using Lemma 1.3 for γ = 1, we have p (z, ζ) ≺≺ g (z, ζ) ≺≺ h (z, ζ), z ∈ U , ζ ∈ U , i.e.,Lmα f(z, ζ)

z≺≺ g (z, ζ) = 1

nz1n

Z z

0h (t, ζ) t

1n−1dt =

1

nz1n

Z z

0t1n−1 ζ + (2β − ζ) t

1 + tdt

= 2β − ζ +2(ζ − β)

nz1n

Z z

0

t1n−1

1 + tdt, z ∈ U, ζ ∈ U.

Theorem 2.10 Let g (z, ζ) be a convex function such that g (0, ζ) = 1 and let h be the functionh (z, ζ) = g (z, ζ) + zg0z (z, ζ), z ∈ U, ζ ∈ U . If α ≥ 0, n,m ∈ N, f ∈ A∗nζ and the strong differentialsubordination µ

zLm+1α f (z, ζ)

Lmα f (z, ζ)

¶0z

≺≺ h (z, ζ) , z ∈ U, ζ ∈ U, (2.16)

holds, thenLm+1α f (z, ζ)

Lmα f (z, ζ)≺≺ g (z, ζ) , z ∈ U, ζ ∈ U,


6


149

Proof. For f ∈ A∗nζ , f(z, ζ) = z +P∞j=n+1 aj (ζ) z

j we have



´aj (ζ) z

j , z ∈ U, ζ ∈ U .

Consider p (z, ζ) = Lm+1α f(z,ζ)Lmα f(z,ζ)

=z+P∞j=n+1(αjm+1+(1−α)C

m+1m+j )aj(ζ)zj

z+P∞j=n+1(αjm+(1−α)Cmm+j−1)aj(ζ)zj

=

1+P∞j=n+1(αjm+1+(1−α)C

m+1m+j )aj(ζ)zj−1

1+P∞j=n+1(αjm+(1−α)Cmm+j−1)aj(ζ)zj−1

.

We have p0z (z, ζ) =(Lm+1α f(z,ζ))

0z

Lmα f(z,ζ)− p (z, ζ) · (L

mα f(z,ζ))

0z

Lmα f(z,ζ). Then p (z, ζ) + zp0z (z, ζ) =

³zLm+1α f(z,ζ)Lmα f(z,ζ)

´0z.

Relation (2.16) becomes p (z, ζ) + zp0z (z, ζ) ≺≺ h (z, ζ) = g (z, ζ) + zg0z (z, ζ), z ∈ U, ζ ∈ U, andby using Lemma 1.4 we obtain p (z, ζ) ≺≺ g (z, ζ), z ∈ U, ζ ∈ U , i.e. Lm+1α f(z,ζ)

Lmα f(z,ζ)≺≺ g (z, ζ), z ∈ U,

ζ ∈ U.

Theorem 2.11 Let g (z, ζ) be a convex function such that g (0, ζ) = 1 and let h be the functionh (z, ζ) = g (z, ζ) + zg0z (z, ζ), z ∈ U, ζ ∈ U . If α ≥ 0, n,m ∈ N, f ∈ A∗nζ and the strong differentialsubordination ¡

Lm+1α f(z, ζ)¢0z+(1− α)mz(Rmf(z, ζ))00z2

m+ 1≺≺ h(z, ζ), z ∈ U, ζ ∈ U, (2.17)

holds, then[Lmα f(z, ζ)]

0z ≺≺ g(z, ζ), z ∈ U, ζ ∈ U.

This result is sharp.

Proof. By using the properties of the extended operator Lmα , we obtain

Lm+1α f(z, ζ) = (1− α)Rm+1f(z, ζ) + αSm+1f(z, ζ), z ∈ U, ζ ∈ U. (2.18)

Then (2.17) becomes

¡(1− α)Rm+1f(z, ζ) + αSm+1f(z, ζ)

¢0z+(1− α)mz (Rmf(z, ζ))00z2

m+ 1≺≺ h(z, ζ),

with z ∈ U, ζ ∈ U.After a short calculation, we obtain(1− α) (Rmf (z, ζ))0z + α (Smf (z, ζ))0z + z

¡(1− α) (Rmf (z, ζ))00z2 + α (Smf (z, ζ))00z2

¢≺≺ h (z, ζ),

z ∈ U, ζ ∈ U.Let

p(z, ζ) = (1− α) (Rmf(z, ζ))0z + α (Smf(z, ζ))0z = (Lmα f(z, ζ))

0z (2.19)

= 1 +∞X

j=n+1

¡αjm+1 + (1− α) jCmm+j−1

¢aj (ζ) z

j−1 = 1 + pn (ζ) zn + pn+1 (ζ) z

n+1 + ....

Using the notation in (2.19), the strong differential subordination becomes

p(z, ζ) + zp0z(z, ζ) ≺≺ h(z, ζ) = g(z, ζ) + zg0z(z, ζ).

By using Lemma 1.4, we have

p(z, ζ) ≺≺ g(z, ζ), z ∈ U, ζ ∈ U, i.e. (Lmα f(z, ζ))0z ≺≺ g(z, ζ), z ∈ U , ζ ∈ U,


7


150

Theorem 2.12 Let h (z, ζ) be a convex function such that h (0, ζ) = 1. If α ≥ 0, n,m ∈ N, f ∈ A∗nζand the strong differential subordination

[Lm+1α f(z, ζ)]0z +(1− α)mz (Rmf(z, ζ))00z2

m+ 1≺≺ h (z, ζ) , z ∈ U, ζ ∈ U, (2.20)

holds, then(Lmα f(z, ζ))

0z ≺≺ g (z, ζ) ≺≺ h (z, ζ) , z ∈ U, ζ ∈ U,

where g (z, ζ) = 1

nz1n

R z0 h (t, ζ) t

1n−1dt is convex and it is the best dominant.

Proof. For f ∈ A∗nζ , f(z, ζ) = z +P∞j=n+1 aj (ζ) z

j we have



´aj (ζ) z

j , z ∈ U , ζ ∈ U.

Consider p (z, ζ) = (Lmα f(z, ζ))0z = 1 +

P∞j=n+1

³αjm+1 + (1− α) jCmm+j−1

´aj (ζ) z

j−1 ∈ H∗ [1, n, ζ] .

We have p (z, ζ) + zp0z (z, ζ) = [Lm+1α f(z, ζ)]0z +

(1−α)mz(Rmf(z,ζ))00z2

m+1 , z ∈ U , ζ ∈ U.Then [Lm+1α f(z, ζ)]0z+

(1−α)mz(Rmf(z,ζ))00z2

m+1 ≺≺ h (z, ζ), z ∈ U, ζ ∈ U, becomes p (z, ζ)+zp0z (z, ζ) ≺≺h (z, ζ), z ∈ U , ζ ∈ U. By using Lemma 1.3, for γ = 1, we obtain p (z, ζ) ≺≺ g (z, ζ) ≺≺ h (z, ζ),z ∈ U , ζ ∈ U, i.e. (Lmα f(z, ζ))0z ≺≺ g (z, ζ) = 1

nz1n

R z0 h (t, ζ) t

1n−1dt ≺≺ h (z, ζ), z ∈ U, ζ ∈ U, and

g (z, ζ) is convex and it is the best dominant.

Corollary 2.13 Let h(z, ζ) = ζ+(2β−ζ)z1+z a convex function in U × U , 0 ≤ β < 1. If α ≥ 0, m ∈ N,

f ∈ A∗nζ and verifies the strong differential subordination

[Lm+1α f(z, ζ)]0z +(1− α)mz (Rmf(z, ζ))00z2

m+ 1≺≺ h(z, ζ), z ∈ U, ζ ∈ U, (2.21)

then(Lmα f(z, ζ))

0z ≺≺ g (z, ζ) ≺≺ h (z, ζ) , z ∈ U, ζ ∈ U,

where g is given by g(z, ζ) = 2β − ζ + 2(ζ−β)nz

1n

R z0t1n−1

1+t dt, z ∈ U, ζ ∈ U. The function g is convex and itis the best dominant.

Proof. Following the same steps as in the proof of Theorem 2.12 and considering p(z, ζ) =(Lmα f(z, ζ))

0z, the strong differential subordination (2.21) becomes

p(z, ζ) + zp0z(z, ζ) ≺≺ h(z, ζ) =ζ + (2β − ζ)z

1 + z, z ∈ U, ζ ∈ U.

By using Lemma 1.3 for γ = 1, we have p (z, ζ) ≺≺ g (z, ζ) ≺≺ h (z, ζ), z ∈ U , ζ ∈ U , i.e.,

(Lmα f(z, ζ))0z ≺≺ g (z, ζ) =

1

nz1n

Z z

0h (t, ζ) t

1n−1dt =

1

nz1n

Z z

0t1n−1 ζ + (2β − ζ) t

1 + tdt

= 2β − ζ +2(ζ − β)

nz1n

Z z

0

t1n−1

1 + tdt, z ∈ U, ζ ∈ U.

8


151

References

[1] A. Alb Lupas, On special differential subordinations using Salagean and Ruscheweyh operators,Mathematical Inequalities and Applications, Volume 12, Issue 4, 2009, 781-790.

[2] A. Alb Lupas, On a certain subclass of analytic functions defined by Salagean and Ruscheweyhoperators, Journal of Mathematics and Applications, No. 31, (2009), 67-76.

[3] A. Alb Lupas, D. Breaz, On special differential superordinations using Salagean and Ruscheweyhoperators, Geometric Function Theory and Applications’ 2010 (Proc. of International Symposium,Sofia, 27-31 August 2010), 98-103.

[4] A. Alb Lupas, G.I. Oros, Gh. Oros, On special strong differential subordinations using Salageanand Ruscheweyh operators, Journal of Computational Analysis and Applications, Vol. 14, No. 2,2012, 266-270.

[5] J.A. Antonino, S. Romaguera, Strong differential subordination to Briot-Bouquet differential equa-tions, Journal of Differential Equations, 114 (1994), 101-105.

[6] G.I. Oros, On a new strong differential subordination, Acta Universitatis Apulensis, 32 (2012),6-17.

[7] G.I. Oros, Gh. Oros, Strong differential subordination, Turkish Journal of Mathematics, 33 (2009),249-257.

[8] St. Ruscheweyh, New criteria for univalent functions, Proc. Amet. Math. Soc., 49(1975), 109-115.

[9] G. St. Salagean, Subclasses of univalent functions, Lecture Notes in Math., Springer Verlag, Berlin,1013(1983), 362-372.

9


152

New Iterative Algorithms with Errors forApproximating Zeroes of m-accretive Operators1

Heng-you Lan a, b and Yeol Je Cho c

aDepartment of Mathematics, Sichuan University,

Chengdu, Sichuan 610064, PR ChinabArtificial Intelligence Key Laboratory of Sichuan Province,

Zigong, Sichuan 643000, PR China

E-Mail: [email protected]

cDepartment of Mathematics and the Research Institute of Natural Sciences,

Gyeongsang National University, Chinju 660-701, Korea


Abstract. The purpose of this paper is to construct a new class of iterativesequence with errors and to prove convergence of the iterative sequence witherrors to a zero of m-accretive operators in Banach spaces. Our resultsimprove and generalize the corresponding results of recent works.Key Words: Uniformly smooth Banach space, iterative algorithm witherrors, m-accretive operator, resolvent operator and convergence.2000 MR Subject Classification 47H06, 47J25

1 Introduction

Let X be a real Banach space, C be a nonempty closed convex subset of X, A :X → X be an m-accretive operator (possibly multivalued) and Jr = (I + rA)−1 bethe resolvent of A for all r > 0. The following iterative schemes is well-known:

x0 = u ∈ X,xn+1 = Jrn

xn, n ≥ 0,(1.1)

where rn is a sequence of positive real numbers. The convergence of (1.1) hasbeen studied by many authors. See, for example, [2–4, 10, 12, 15, 16, 19, 20] and thereferences therein.

On the other hand, Halpern [9] and Mann [14] introduced the following iterativeschemes for approximating fixed points of nonexpansive mappings T of X into itself,respectively:

x0 ∈ X,xn+1 = αnu + (1− αn)T (xn), n ≥ 0,

(1.2)

andx0 ∈ X,xn+1 = αnxn + (1− αn)T (xn), n ≥ 0,

(1.3)

1This work was supported by the the Scientific Research Fund of Sichuan Provincial EducationDepartment (10ZA136), the Cultivation Project of Sichuan University of Science & Engineering(2011PY01), and the Open Foundation of Artificial Intelligence Key Laboratory of Sichuan Province(2012RYY04).

153


H.Y. Lan and Y.J. Cho

where u ∈ C and αn is a sequence in [0,1]. The iterative schemes (1.2) and(1.3) have been studied extensively by Takahashi [21] and others (see the referencestherein). Further, Kim and Xu [11] studied the sequence generated by the algorithm(1.2) when T = Jrn

for rn > 0.

Let C be a nonempty closed convex subset of X such that D(A) ⊂ C ⊂ ∩r>0R(I+rA). We can consider the following corresponding iterative schemes to (1.2) and(1.3), respectively:

xn+1 = P (αnx + (1− αn)Jrnxn + fn), n ≥ 0,

andxn+1 = P (αnxn + (1− αn)Jrn

xn + fn), n ≥ 0,

where P is a nonexpansive retraction of X onto C and fn is the term showing acomputational error.

Recently, Cho et al. [6] studied a new iterative scheme

xn+1 = αnu + βnJrnxn + γnPen, n ≥ 0, (1.4)

where αn, βn, γn are sequences in [0, 1], en is a sequence in X and rn isa sequence in (0,∞) satisfying some conditions.

Motivated and inspired by (1.1)-(1.4) and recent works of [5, 8, 13, 17], in thispaper, we introduce a new class of terative schemes with errors

zn = λnxn + µnJrnxn + νnhn,

yn = anxn + bnJrnzn + cngn,xn+1 = αnu + βnJrnyn + γnfn,

(1.5)

where αn, βn, γn, an, bn, cn, λn, µn, νn are sequences in (0, 1),fn gn, hn are sequences in X and rn is a sequence in (0,∞) satisfying someconditions and show that, if A−10 6= ∅, then the sequence xn defined by (1.5)converges strongly to a zero of A.

2 Preliminaries

Throughout this paper, let X be a real Banach space with norm ‖ · ‖ and let X∗

denote the dual space of X. We denote the value of y∗ ∈ X∗ at x ∈ X by 〈x, y∗〉.When xn is a sequence in X, we denote strong convergence of xn to x ∈ X byxn → x.

The (normalized) duality mapping J from X into 2X∗is defined by

J(x) = f ∈ X∗ : 〈x, f〉 = ‖x‖2 = ‖f‖2for any x ∈ X. The norm of X is said to be Gateaux differentiable (and E is said tobe smooth) if

limt→0

‖x + ty‖ − ‖x‖t

(2.1)

exists for each x, y in its unit sphere U = x ∈ X : ‖x‖ = 1. The space X is said tohave a uniformly Frechet differentiable norm (and E is said to be uniformly smooth)

154

New Iterative Algorithms with Errors

if the limit in (2.1) is attained uniformly for (x, y) ∈ U × U . It is known that X issmooth if and only if each duality mapping J is single-valued.

Let C be a closed convex subset of X. A mapping T : C → C is said to benonexpansive if

‖T (x)− T (y)‖ ≤ ‖x− y‖for all x, y ∈ C. We denote the set of all fixed points of T by F (T ). A closed convexsubset C of X is said to have the fixed point property for nonexpansive mappings ifevery nonexpansive mapping of a bounded closed convex subset D of C into itselfhas a fixed point in D. Let D be a subset of C. Then a mapping P of D into itselfis said to be a retraction if P 2 = P . A subset D of C is said to be a nonexpansiveretract of C if there exists a nonexpansive retraction of C onto D. Further, a mapQ : C → D is sunny ( [18]) provided Q(x + t(x − Q(x))) = Q(x) for all x ∈ Cand t ≥ 0 whenever x + t(x − Q(x)) ∈ C. A sunny nonexpansive retraction is asunny retraction, which is also nonexpansive. Sunny nonexpansive retractions playan important role in our argument. They are characterized as follows ( [7, 18]): IfX is a smooth Banach space, then Q : C → D is a sunny nonexpansive retraction ifand only if there holds the inequality

〈x−Q(x), J(y −Q(x))〉 ≤ 0 (2.2)

for all x ∈ C and y ∈ D.

Reich [19] showed that, if X is uniformly smooth and D is the fixed point setof a nonexpansive mapping from C into itself, then there is a sunny nonexpansiveretraction from C onto D and it can be constructed as follows:

Lemma 2.1. ( [19]) Let X be a uniformly smooth Banach space and T : C → Cbe a nonexpansive mapping with a fixed point xt ∈ C of the contraction C : x 7→tu + (1 − t)tx converges strongly as t → 0 to a fixed point of T . Define a mappingQ : C → F (T ) by Q(u) = s− limt→0 xt. Then Q is the unique sunny nonexpansiveretract from C onto F (T ) and

〈u−Q(u), J(z −Q(u))〉 ≤ 0

for all u ∈ C and z ∈ F (T ).

Let I denote the identity operator on X. An operator A : X → X with domainD(A) = z ∈ X : A(z) 6= ∅ and range R(A) = ∪A(z) : z ∈ D(A) is said to beaccretive if, for each xi ∈ D(A) and yi ∈ A(xi), i = 1, 2, there exists j ∈ J(x1 − x2)such that

〈y1 − y2, j(x1 − x2)〉 ≥ 0.

If A is accretive, then we have

‖x1 − x2‖ ≤ ‖x1 − x2 + r(y1 − y2)‖

for any xi ∈ D(A), yi ∈ A(xi), i = 1, 2, and r > 0.

If A is accretive, then we can define a nonexpansive single valued mapping Jr :R(I + rA) → D(A) by

Jr = (I + rA)−1

155


for each r > 0, which is called the resolvent of A. We also define the Yosida approx-imation Ar by

Ar =1r(I − Jr).

An accretive operator A is said to be m-accretive if R(I + rA) = X for any r > 0( [1]).

The set of zeros of A is denoted by F , that is,

F = z ∈ D(A) : 0 ∈ A(z) = A−1(0).

For each r > 0, we denote by Jr the resolvent of A, i.e., Jr = (I + rA)−1. Note that,if A is m-accretive, then Jr : X → X is nonexpansive and F (Jr) = F = A−1(0) forall r > 0. We also denote by Ar the Yosida approximation of A, i.e., Ar = 1

r (I−Jr).It is known that Jr is a nonexpansive mapping from X to C := D(A). We assumethat C is convex.

On the other hand, we know that Ar(x) ∈ A(Jrx) for all x ∈ R(I + rA) and‖Ar(x)‖ ≤ inf‖y‖ : y ∈ Ax for all x ∈ D(A) ∩R(I + rA).

Lemma 2.2. ( [23]) Let an∞n=0 be a sequence of positive real numbers satisfying

an+1 ≤ (1− tn)an + tnbn + cn, n ≥ 0,

where tn∞n=0 ⊂ (0, 1) and bn∞n=0 and cn∞n=0 are two nonnegative real numberssequences such that

(i) limn→∞ tn = 0 and∑∞

n=0 tn = ∞,∞∑

n=0cn < ∞,

(ii) either lim supn→∞ bn ≤ 0 or∑∞

n=0 tnbn < ∞.

Then an → 0 as n →∞.

Lemma 2.3. In a Banach space X, there holds the inequality

‖x + y‖2 ≤ ‖x‖2 + 2〈y, j(x + y)〉for all x, y ∈ X, where j(x + y) ∈ J(x + y).

Lemma 2.4. ( [1]) For all λ > 0, µ > 0 and x ∈ X, Jλx = Jµ

(µλx+

(1− µ

λ

)Jλx

).

Lemma 2.5. A Banach space X is uniformly smooth if and only if the dualitymap J is the single-valued and norm-to-norm uniformly continuous on bounded setsof X.

3 Main Results

In this section, we shall give some strong convergence theorems of the iterativesequence xn with errors defined by (1.5) to a zero of the accretive operator A inBanach spaces.

Theorem 3.1. Let X be a uniformly smooth Banach space and A be an m-accretive operator in X such that A−1(0) 6= ∅. Assume that the sequences αn,

156


βn, γn, an, bn, cn, λn, µn, νn in (0, 1), fn, gn, hn in Xand rn in (0,∞) satisfy the following conditions:

(i) αn + βn + γn = 1, an + bn + cn = 1, λn + µn + νn = 1;

(ii)∞∑

n=0αn = +∞, αn → 0, γn → 0 and there exist α, γ such that αn > α > 0

and γn > γ > 0,∞∑

n=0γn < +∞, cn → 0, νn → 0;

(iii) rn →∞ as n →∞;

(iv)∑∞

n=1 |rn − rn−1| < ∞,∑∞

n=1 |λn − λn−1| < ∞,∑∞

n=1 |νn − νn−1| < ∞,∑∞n=1 |an − an−1| < ∞,

∑∞n=1 |cn − cn−1| < ∞,

∑∞n=1 |αn − αn−1| < ∞ and |γn −

γn−1| < ∞;

(v) fn, gn and hn are bounded.Then, for any given u ∈ C, the sequence xn defined by (1.5) converges strongly toa zero of A.

Proof. We proceed with the following four steps.

Step 1. We observe that xn is bounded. Indeed, if we take a fixed elementp ∈ A−1(0), and set

M = max‖x0 − p‖, ‖u− p‖, supn≥0

‖fn − p‖, supn≥0

‖gn − p‖, supn≥0

‖hn − p‖,

then we have ‖x0− p‖ ≤ M and ‖u− p‖ ≤ M . Assume that ‖xn− p‖ ≤ M for somepositive integer n. Then, by using (1.5), we have

‖zn − p‖ ≤ λn‖xn − p‖+ µn‖Jrnxn − p‖+ νn‖hn − p‖≤ (1− νn)‖xn − p‖+ νn‖hn − p‖≤ M,

‖yn − p‖ ≤ an‖xn − p‖+ bn‖Jrnzn − p‖+ cn‖gn − p‖≤ an‖xn − p‖+ bn‖zn − p‖+ cn‖gn − p‖≤ (an + bn + cn)M= M,

‖xn+1 − p‖ ≤ αn‖u− p‖+ βn‖Jrnyn − p‖+ γn‖fn − p‖≤ αn‖u− p‖+ βn‖yn − p‖+ γn‖fn − p‖≤ (αn + βn + γn)M= M.

Thus, by induction, we assert that ‖xn − p‖ ≤ M for all n ≥ 0 and hence xn isbounded and so are yn and zn. Further, Jrn

xn, Jrnyn and Jrn

zn are alsobounded since Jrn is nonexpansive. As a result, we obtain, by the condition (ii),

‖xn+1 − Jrnyn‖ = αn‖u− Jrn

yn‖+ γn‖fn − Jrnyn‖ → 0 as n →∞. (3.1)

Step 2. We prove ‖xn+1 − xn‖ → 0. It follows from (1.5) that

‖zn − zn−1‖ ≤ λn‖xn − xn−1‖+ µn‖Jrnxn − Jrn−1xn−1‖+ νn‖hn − hn−1‖+ |λn − λn−1| · ‖xn−1 − Jrn−1xn−1‖+ |νn − νn−1| · ‖Jrn−1xn−1 − hn−1‖.

(3.2)

157


Hence it follows from Lemma 2.2 and (3.6) that

‖xn+1 − xn‖ → 0. (3.7)

Step 3. lim supn→∞〈u−Q(u), J(xn −Q(u))〉 ≤ 0, where z = limt→∞ Jtu, whichis guaranteed by Lemma 2.2. It follows from (1.5) that

‖Jrnxn − xn‖

≤ ‖xn − xn+1‖+ ‖xn+1 − Jrnyn‖+ ‖Jrn

yn − Jrnxn‖

≤ ‖xn − xn+1‖+ ‖xn+1 − Jrnyn‖+ ‖yn − xn‖

≤ ‖xn − xn+1‖+ ‖xn+1 − Jrnyn‖

+ bn‖xn − Jrnzn‖+ cn‖xn − gn‖

≤ ‖xn − xn+1‖+ ‖xn+1 − Jrnyn‖+ bn‖xn − Jrn

xn‖+ bn‖Jrn

xn − Jrnzn‖+ cn‖xn − gn‖


xn‖+ bn‖xn − zn‖+ cn‖xn − gn‖


xn‖+ bnµn‖xn − Jrn

xn‖+ bnνn‖xn − hn‖+ cn‖xn − gn‖,

that is,

(1− bn − bnµn)‖Jrnxn − xn‖

≤ ‖xn − xn+1‖+ ‖xn+1 − Jrnyn‖+ bnνn‖xn − hn‖+ cn‖xn − gn‖.

From (3.1), (3.7) and the condition (ii), we get

‖Jrnxn − xn‖ → 0.

Taking a fixed number r such that ε > r > 0, it follows from Lemma 2.4 that

‖Jrnxn − Jrxn‖

≤∥∥∥Jr

( r

rnxn +

(1− r

rn

)Jrn

xn

)− Jrxn

∥∥∥

≤ (1− r

rn)‖xn − Jrnxn‖

≤ ‖xn − Jrnxn‖

and so‖xn − Jrxn‖ ≤ ‖xn − Jrn

xn‖+ ‖Jrnxn − Jrxn‖

≤ ‖Jrnxn − xn‖+ ‖Jrn

xn − xn‖≤ 2‖Jrn

xn − xn‖ → 0.

Since in a uniformly smooth Banach space, the sunny nonexpansive retract Q fromX onto the fixed point set F (Jr)(= F = A−1(0)) of Jr is unique, it must be obtainedfrom Reich’s theorem (Lemma 2.1). Namely,

Q(u) = s− limt→0

zt

160


for all u ∈ X, where t ∈ (0, 1) and zt solves the fixed point equation

zt = tu + (1− t)Jrzt.

Thus we have‖zt − xn‖ = ‖(1− t)(Jrzt − xn) + t(u− xn)‖.

It follows from Lemma 2.3 that

‖zt − xn‖2 ≤ (1− t)2‖Jrzt − xn‖2 + 2t〈u− xn, J(zt − xn)〉≤ (1− 2t + t2)‖zt − xn‖2 + fn(t)

+ 2t〈u− zt, J(zt − xn)〉+ 2t‖zt − xn‖2,where

fn(t) = (2‖zt − xn‖+ ‖xn − Jrxn‖)‖xn − Jrxn‖ → 0 (3.8)

as n →∞. It follows that

〈zt − u, J(zt − xn)〉 ≤ t

2‖zt − xn‖2 +

12t

fn(t). (3.9)

Letting n →∞ in (3.9) and noting (3.8) yield

lim supn→∞

〈zt − u, J(zt − xn)〉 ≤ t

2Γ, (3.10)

where Γ > 0 is a constant such that Γ ≥ ‖zt − xn‖2 for all t ∈ (0, 1) and n ≥ 1.Letting t → 0, it follows from (3.10) that

limt→0

lim supn→∞

〈zt − u, J(zt − xn)〉 ≤ 0

and so, for any ε > 0, there exists a positive number δ1 such that, for any t ∈ (0, δ1),

lim supn→∞

〈zt − u, J(zt − xn)〉 ≤ ε

2. (3.11)

On the other hand, zt → q as t → 0 and it follows from Lemma 2.5 that there existsδ2 > 0 such that, for any t ∈ (0, δ2),

|〈u− q, J(xn − q)〉 − 〈zt − u, J(zt − xn)〉|≤ |〈u− q, J(xn − q)〉 − 〈u− q, J(xn − zt)〉|

+ |〈u− q, J(xn − zt)〉 − 〈zt − u, J(zt − xn)〉|≤ |〈u− q, J(xn − q)− J(xn − zt)〉|+ |〈zt − q, J(xn − zt)〉|≤ ε

2.

Choose δ = minδ1, δ2. For all t ∈ (0, δ), we have

〈u−Q(u), J(xn −Q(u))〉 ≤ 〈zt − u, J(zt − xn)〉+ε

2,

that is,

lim supn→∞

〈u−Q(u), J(xn −Q(u))〉 ≤ lim supn→∞

〈zt − u, J(zt − xn)〉+ε

2.

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It follows from (3.11) that

lim supn→∞

〈u−Q(u), J(xn −Q(u))〉 ≤ ε.

Since ε is chosen arbitrarily, we have

lim supn→∞

〈u−Q(u), J(xn −Q(u))〉 ≤ 0. (3.12)

Step 4. We shall show that xn → Q(u) as n →∞.

In fact, by using Lemma 2.3 again we obtain

‖xn+1 −Q(u)‖2= ‖βn(Jrnyn −Q(u)) + αn(u−Q(u)) + γn(fn −Q(u))‖2≤ β2

n‖Jrnyn −Q(u)‖2

+ 2〈αn(u−Q(u)) + γn(fn −Q(u)), J(xn+1 −Q(u))〉≤ (1− (αn + γn))‖xn −Q(u)‖2

+ 2(αn + γn)〈u−Q(u), J(xn+1 −Q(u))〉+ 2γn〈fn −Q(u), J(xn+1 −Q(u))〉.

By Lemma 2.2 and (3.12), now we know that ‖xn −Q(u)‖ → 0. This completes theproof. ¤

Remark 3.1. when γn = 0 or cn = 0 or νn = 0 in (1.5), we can also obtain thecorresponding results. Our results improve and generalize the corresponding resultsof recent works. For more detail, see [6, 11,22,23] and the references therein.

References

[1] V. Barbu, Nonlinear Semigroups and Differential Equations in Banach Space, Noord-hoff, 1976.

[2] H. Brezis and P.L. Lions, Produits infinis de resolvants, Israel J. Math. 29 (1978),329–345.

[3] R.E. Bruck and G.B. Passty, Almost convergence of the infinite product of resolventsin Banach spaces, Nonlinear Anal. 3 (1979), 279–282.

[4] R.E. Bruck and S. Reich, Nonexpansive projections and resolvents of accretive operatorsin Banach spaces, Houston J. Math. 3 (1977), 459–470.

[5] L.C. Ceng, A.R. Khan, Q.H. Ansari and J.C. Yao, Strong convergence of compositeiterative schemes for zeros of m-accretive operators in Banach spaces, Nonlinear Anal.70(5) (2009), 1830–1840.

[6] Y.J. Cho, H.Y. Zhou and J.K. Kim, Iterative approximations of zeroes for accretiveoperators in Banach spaces, Commun. Korean Math. Soc. 21(2) (2006), 237–251.

[7] K. Goebel and S. Reich, Uniform Convexity, Hyperbolic Geometry, and NonexpansiveMappings, Marcel Dekker, New York, 1984.

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[8] A. Hajjafar and R.U. Verma, Two-step iterative algorithms and applications. J. Appl.Funct. Anal. 1 (2006), no. 3, 327–342.

[9] B. Halpern, Fixed points of nonexpansive maps, Bull. Amer. Math. Soc. 73 (1967),957–961.

[10] J.S. Jung and W. Takahashi, Dual convergence theorems for the infinite products ofresolvents in Banach spaces, Kodai Math. J. 14 (1991), 358–364.

[11] T.H. Kim and H.K. Xu, Strong convergence of modified Mann iterations, J. Math.Anal. Appl. 61 (2005), 51–60.

[12] P.L. Lions, Une methode iterative de resolution d’une inequation variationnelle, IsraelJ. Math. 31 (1978), 204–208.

[13] L.S. Liu, Ishikawa and Mann iterative processes with errors for nonlinear stronglyaccretive mappings in Banach spaces, J. Math. Anal. Appl. 194 (1995), 114–125.

[14] W.R. Mann, Mean value methods in iteration, Proc. Amer. Math. Soc. 4 (1953), 506–510.

[15] O. Nevanlinna and S. Reich, Strong convergence of contraction semigroups and ofiterative methods for accretive operators in Banach spaces, Israel J. Math. 32 (1979),44–58.

[16] A. Pazy, Remarks on nonlinear ergodic theory in Hilbert spaces, Nonlinear Anal. 6(1979), 863–871.

[17] A. Rafiq and Shin Min Kang, Convergence of three-step iterative schemes involvingφ-strongly accretive operators in Banach spaces, Panamer. Math. J. 22(4) (2012), 97–107.

[18] S. Reich, Asymptotic behavior of contractions in Banach spaces, J. Math. Anal. Appl.44 (1973), 57–70.

[19] S. Reich, Strong convergence theorems for resolvents of accretive operators in Banachspaces, J. Math. Anal. Appl. 75 (1980), 287–292.

[20] R.T. Rockafellar, Monotone operators and the proximal point algorithm, SIAM J.Control and Optim. 14 (1976), 877–898.

[21] W. Takahashi and T. Tanaka, Fixed point theorems, convergence theorems and theirapplications, Nonlinear Analysis and Convex Analysis, World Scientific PublishingCompany, 1999, pp. 87–94.

[22] R.U. Verma, Three-step models for projection methods and their applications to non-linear variational inequality problems, Math. Sci. Res. J. 9(3) (2005), 65–75.

[23] H.K. Xu, Iterative algorithms for nonlinear operators, J. London Math. Soc. 66(2)(2002), 240–256.

163

NUMERICAL METHODS TO SOLVING OF VOLTERRA

INTEGRO-DIFFERENTIAL EQUATIONS

GALINA Y. MEHDIYEVA, MEHRIBAN N. IMANOVA, VAGIF R. IBRAHIMOV

Abstract. One of priorities direction in numerical mathematics is the in-

vestigation of the numerical solution of integro-differential equations. As isknown, many vital tasks such as research in the field of atomic physics, ecol-ogy, geophysics, to extended infectious diseases and, etc. reduced to solvingof integro-differential equations. Here, applied forward-jumping methods to

solving initial- value problem for Volterra integrodifferential equations. Con-structed concrete methods, which are used to solving any model problems.

1. Introduction

In construction of the mathematical models for various processes of natural sci-ence, we are faced with the finding the solution of integro-differential equations(see [1]). It is known that V.Volterra in the make up of model for some problemsin the theory elasticity received a new type of equations, which he called integro-differential (see [2, pp. 22-33]). V.Volterra shown that many problems of ecology,geophysics and etc reduced to the finding of the solution of integro-differentialequations with variable boundary. Consider the following initial value problem fornonlinear integro-differential equation of Volterra type:

y′ = f(x, y) +

x∫x0

K(x, s, y(s))ds, y(x0) = y0, x0 ≤ s ≤ x ≤ X. (1)

Suppose that the problem (1) has a unique continuous solution y(x)defined onthe interval [x0, X]. To find the numerical solutions of the problem (1), dividethe segment [x0, X] into N equal parts with the mesh points xi = x0 + ih(i =0, 1, 2, ...). Here the parameter h > 0 is the step size. Denoted by yi- approximate,and after y(xi)- the exact values of the solution of the problem (1) at the mesh pointxi (i = 0, 1, 2, ...).

Note that finding approximate solutions of the problem (1) the scientists in-volved, beginning with the works of V.Volterra. V.Volterra to solving of the prob-lem (1) used the method of quadratures. Using the quadrature method to solvingof the problem (1) engaged in works written by many scholars (see e.g. [1] - [9]).The main idea of the quadrature method is to replace the integral with the integral

Key words and phrases. Forward-jumping methods, hybrid methods, integro-differential equa-tion, initial value problem, stability.

The authors with express their thanks to academician Ali Abbasov for his suggestion that

the investigate the computational aspects. This work was supported by the Science DevelopmentFoundation of Azerbaijan (Grand EIF-2011-1(3)-82/27/1).

1

164


2 G.Y.MEHDIYEVA, M.N.IMANOVA, V.R.IBRAHIMOV

sum:

ϑ(xn) =

xn∫x0

K(xn, s, y(s))ds = hn∑

i=0

aiK(xn, xi, yi) +Rn. (2)

Here the variables ai (i = 0, 1, ..., n) are the coefficients but Rn is the remainderterm of the quadrature formula. As is follows from (2), on the calculation of thevalues of ϑ(xn + h), the quantities of the conversion to calculation of the functionK(x, s, y)are increases. Hence we find that in using the quadrature method volumeof computing work is increases with the values of variation n. In [10], proposed themultistep method permutation to use the constant value of computational workon each step, and also constructed specific stable methods, which has the order ofaccuracyp = 2 [k/2] + 2. The limitation obtained by Dahlquist for stable multistepmethods can be written as p ≤ 2[k/2]+2 (see [11]). Because consider to constructedstable forward-jumping methods with the order of accuracyp > 2 [k/2] + 2. Tosolving of Volterra integral equations by using this scheme, considered in [12]. Hereapplied the forward-jumping methods to solving of the problem (1). To this end,the problem (1) let us write in the following form:

y′ = f(x, y) + ϑ(x), y(x0) = y0, (3)

ϑ(x) =

x∫0

K(x, s, y(s))ds. (4)

By the replacement solving of the problem (1) is reduced to solving of the systemconsisting from equations (4) and of the problem (3), involved many researchers.

Consider the following forward-jumping method:

k−m∑i=0

αiϑn+i = hk∑

i=0

βiϑ′n+i (m > 0). (5)

After applying the method (5) to the solving of the problem (3) we have:

k−m∑i=0

αiyn+i = hk∑

i=0

βifn+i + hk∑

i=0

βiϑn+i (m > 0), (6)

If applied the method (5) to solving equation (4)then we have:

k−l∑i=0

αiϑn+i = hk∑

j=0

k∑i=0

β(j)i K(xn+j , xn+i, yn+i) (l > 0). (7)

Consider the investigation of the methods (6) and (7).

2. The construction and application of the forward-jumping methodsto solving integro-differential equations of Volterra type

Note that the methods (6) and (7) by using any schemes can be written in theseveral form as the single method, one of which as the following:

yn+k−m = φ(xn, . . . , xn+k, yn+k, . . . , yn+k−m−1, yn+k−m, . . . , yn+k,

ϑn+k, . . . , ϑn+k−m−1, ϑn+k−m, . . . , ϑn+k), (8)

here we assume that the values of variables yn+k−m+ν , ϑn+k−m+ν (ν = 0, 1, ..., m)are found by any ways. Method (8) is used for increasing the order of accuracy

165

NUMERICAL METHODS TO SOLVING OF VOLTERRA IDE 3

of the approximate values yn+k−m of the solution the problem’s (1) at the pointxn+k−m. As is known, the using of forward –jumping methods has some difficulties.To address these shortcomings, one can be use the predictor-corrector methods withspecial structures (see e.g. [13], [14]). Easy to prove that if a method (5) is stable,then (see e.g. [14]):

p ≤ k +m+ 1 (0 < m ≤ 3k). (9)

In particular, consider the following method:

yn+2 = (11yn + 8yn+1)/19 + h(10fn + 57fn+1 + 24fn+2 − fn+3)/57 (10)

(y′ = f(x, y)).

For calculation the values yn+2 by the method (10) must be known the approx-imately values of quantities, yn+1, yn+2 and yn+3. Here the difficulty to containedin the computation of item yn+3, which will be determine by the methods (10) inthe next step. Depends from the choosing of the scheme to calculate the valuesyn+3 in the method (10), one can be receive A-stable methods. Indeed, if we usethe following method

yn+3 = yn+2 + h(23fn+2 − 16fn+1 + 5fn)/12, (11)

in the method (10), then in result receive A-stable method, which will have the de-gree p = 5. Note that the corresponding forward-jumping methods is not A-stable.However, by using the forward-jumping methods constructed A-stable methodswith the degree p = k +m+ 1 (see[15]).

If we use the method (11) in (10), then we have the following:

yn+2 = (11yn + 8yn+1)/19 + h(10fn + 57fn+1 + 24fn+2)/57−

− h

57f(xn+3, yn+2 + h(23fn+2 − 16fn+1 + 5fn)/12). (12)

The receive method is implicit and has the degree p = 5. For applying themethod (12) to solving of some problems one can use the predictor-corrector meth-ods. Now the method (11) replace with the following:

yn+3 = yn+1 + h(7fn+2 − 2fn+1 + fn)/3

and to use it in the method (10). Then we get an implicit method that whichhas the degree p = 5 and stable. However, it is not A-stable. Consequently, theproperties of the methods based on the scheme described above is highly dependenton the choosing of the predictor formula. As the forward-jumping method let ustake the following:

yn+1 = yn + h(8fn+1 + 5fn)/12− hf(xn+2, yn+2)/12. (13)

If we replace the value yn+2by using the following formula:

yn+2 = yn+1 + h(3fn+1 − fn)/2, (14)

and use it in the method (13), then in result receive the method that is A-stable,and has the degreep = 3. But, if we replace the method (14) to the following:

yn+2 = 3yn+1 − 2yn + hfn, (15)

then by the application of these method to solving the model problem y′ = λy,y(0) = 1, we have:

(12− 5hλ)yn+1 = (12 + 7hλ+ h2λ2)yn.

166


Hence, the method obtained after accounting (15) in the method (13) is stable,but not A-stable.

Now consider the application of the forward-jumping method to solving of theproblem (1). For this purpose, one can use the problem (3) and the integral equation(4). In these case we have the methods (6) and (7).

As noted above, for using of the method (6), must be known yn+k−m+1, ..., yn+k

and the values ϑn+k−m+1, ..., ϑn+k. However, if are known the values yn+k−m+1, ...,yn+k, then one by using the methods such as (7) can be calculated ϑn+k−m+1, ...,ϑn+k. Note that if the method (6) has the degreep then the method by whichcalculates the values ϑn+k should be has the order of accuracy not less than p− 1.Therefore for using the forward-jumping method, with the order of accuracy greaterthan k + 3 arising is necessity to change the method (7) to the correspondingforward-jumping methods. Note that the same forward-jumping methods can beapplied to solving the problem (3), and equation (4). In this case, if assumingthe known’s of the values ym, ϑm (m = k −m+ 1, ..., k) then the forward-jumpingmethod can be written as follows:

yn+k−m = −k−m+1∑

i=0

αiyn+i + h

k−m+1∑i=0

βi(fn+i + ϑn+i)+

+hk∑

i=k−m−1

γi(fn+i + ϑn+i), (16)

here fm = f(xm, ym) (m = 0, 1, 2, ...), and the coefficients αi, βi, γi (i =0, 1, ..., k−m− 1; j = k−m+1, ..., k) - are real numbers, which are determinedby the items αi, βi (i = 0, 1, ..., k).

For example, consider a combination of the methods (14) and (13). Then wehave:

yn+1 = yn + h(8fn+1 + 5fn)/12−hf(xn+2, yn+1 + h(3fn+1 − fn)/2)/12+

+h(8ϑn+1 + 4ϑn − h(K(xn+2, xn+1, yn+1) +K(xn+1, xn+1, yn+1)))/12. (17)

These method is implicit and its application to solving of some initial valueproblem, one can use the predictor-corrector scheme. Here as a predictor formula,to proposing the midpoint method:

yn+1 = yn + h(fn + f(xn+1, yn + hfn))/2 + h(ϑn + ϑn+1)/2, (18)

ϑn+1 = ϑn + h(K(xn+1/2, xn+1/2, yn + (h/2)fn)+

+K(xn+1, xn+1/2, yn + (h/2)fn))/2. (19)

Thus constructed forward-jumping method for solving of the problem (1). Ob-viously, if the functions f(x, y) and K(x, s, y) linear in y, then the method (17)can be applied to solving of the problem (1), otherwise by the method (19) can bedetermine the value of ϑn+1, and by the methods (18) the value of item yn+1, thenby the received values can be corrected the value of item yn+1 by using the method(17).

Note that the method (18) by its structure coincides with the method (16).This method is obtained by using the midpoint rule which to remind a hybridmethods. Hybrid methods have some advantages (see e.g. [15]-[19]). However,their application to solving some practical problems more difficult than forward-jumping methods.

167


Indeed, consider the following hybrid method

yn+1 = yn + h(y′n+1/2−α + y′n+1/2+α)/2 (α =

√6/3). (20)

which is stable and has the order of accuracy p = 4. To apply the method (20) tosolve some specific problems is needed to be known values of items yn+1/2−α andyn+1/2+α. If the values of the parameter α, a rational number, then among theknown methods can select suitable formula. For example, when α = 0 from theformula (20) receive the midpoint rule, and when α = 1/2 we get the trapezoidalmethod. Note that for the application the following hybrid method to solving ofthe problem (1)

yn+1 = yn + h(3y′n+1/3 + y′n+1)/4 , (21)

appears necessity to determine the values of the solution of the problem (1) at anintermediate point xn+h/3. Take into account that the method (21) has the orderof accuracy p = 3, to calculate the values yn+1/3 one can use the following scheme

yn+α = yn + αhy′n, (22)

yn+α = yn + αh(3y′n + y′n+α)/2 (α = 1/3). (23)

Obviously by, the scheme (22)-(23) can calculate the values yn+α for any valuesof the parameter α. However, the order of accuracy of the calculated values mustbe small, than O(h3). But if to determine the values of yn+α use the more accuratemethods, then appears of necessity to define the values of the variable yn+β(α). Tothis end, consider the following method:

yn+α = yn + αh(y′n + 4y′n+α/2 + y′n+α)/6 . (24)

For using the method (24) it is necessity to determine the approximate valuesof variables yn+α/2 and yn+α. Consequently, for the using of hybrid methods en-counters with some difficulties, which can be solved by the block methods (see e.g.[18]).

If generalize the above mentioned hybrid methods, we have:

k∑i=0

αiyn+i = hk∑

i=0

βiy′n+i + h

k∑i=0

γiy′n+i+νi

(|νi| < 1; i = 0, 1, 2, ..., k) . (25)

Method (25) in the work [18] was used to solving differential equations of firstorder and in [20] to solving Volterra integral equations.

3. Algorithm for using method (13) and its application to solvingsome concrete problems

Now by using the method (13) consider to construction a specific algorithm forsolving problem (1). For these aims use the scheme of the work [21, page 304].

To approximate the solution of the initial-value problem

y′ = f(x, y) +

x∫x0

K(x, s, y(s))ds, x0 ≤ s ≤ x ≤ X, y(x0) = y0,

at N equal spaced numbers in the interval [x0, X]:INPUT end points x0, X; integer N ; initial condition y0.OUTPUT i, xi, yi where at the step yi approximates y(xi) at the N values of x.

168


Step 1 set h = (X − x0)/N ;

x = x0; z = y0;

OUTPUT (x, z).Step 2 For i = 1, 2, ..., N do Step 3-6Step 3 Set

vi+1 = vi + h(K(xi+1/2, xi+1/2, yi + h(fi + vi)/2)+

+K(xi+1, xi+1/2, yi + h(fi + vi)/2))/2;

xi+1/2 = xi + h/2; xi+1 = xi + h;

Step 4 Set

yi+1 = yi + h(fi + f(xi+1, yi + h(fi + vi)))/2 + h(vi + vi+1)/2;

(predict yi+1)

Step 5 set

yi+1 = yi + h(8fi+1 + 5fi − f(xi+2, yi + 2hfi+1 + 2hvi+1))/12+

+h(8vi+1 + 4vi − h(K(xi+1, xi+1, yi+1) +K(xi+2, xi+1, yi+1)))/12;

(correct yi+1)

xi+2 = xi + 2h;

Step 6 OUTPUT (i, xi+1, yi+1).Step 7 STOP.By the above mentioned concrete method was shown that by the forward-jumping

methods one can be to solve of the integral and integro-differential equation. Forthe applying of the forward-jumping methods to solving problem (1), it is necessarypropose the scheme to determine the values of the coefficients of the methods (6)and (7).

We can show that if the order of accuracy for the method is determined by theformulas (6) and (7) equals to p, then its coefficients must satisfy the followingconditions:

k−m∑i=0

αi = 0;k∑

i=0

βi =k−m∑j=0

jαj

k∑i=0

il−1βi =k−m∑j=0

jlαj/l; l = 1, 2, ..., p.

(26)

But the coefficients β(j)i (i, j = 0, 1, 2, ..., k) must satisfy the following conditions:

k∑j=0

β(j)i =

k∑j=0

βj ; i = 0, 1, 2, ..., k. (27)

For the construction of the method with the higher order of accuracy let usconsider application of the next modification of the method (25)

k−m∑i=0

αiyn+i = hk∑

i=0

βiy′n+i + h

k∑i=0

γiy′n+i+νi

. (28)

169


For the determined variable αi, βi, γi, νi (i = 0, 1, 2, ..., k) suppose here to solvingthe following system:

k−m∑i=0

αi = 0;k∑

i=0

(βi + γi) =k−m∑j=0

iαi;

k∑i=0

(il−1

(l − 1)!βi +

(i+ νi)l−1

(l − 1)!γi) =

k−m∑j=0

il

l!αi, (l = 2, 3, .., p) .

(29)

It is easy to determine that system (29) for the values νi = 0 (i = 0, 1, ..., k) islinear and coincides with known systems that are used to determine the coefficientsof the multistep method with constant coefficients. Furthermore, for the conditions|ν0| + |ν1| + ... + |νk| = 0, system (29) is nonlinear; by solving it, we determinethe coefficients of method (28). In this system, the number of unknowns is equalto 4k + 4 and the number of equations is equal to p + 1. Because system (29) ishomogeneous, it always has a trivial solution, but to ensure that system (29) willhave a solution that is different from zero, the condition 4k+ 4 > p+ 1 must hold.Thus, one can be write the following:

p ≤ 4k + 2−m.

It is clear that k − m > 0. Consequently if m = 1 then k ≥ 2. Methodconstructed for the value (29) k = 2 is stable. Thus we receive that by solving thesystem consist from the algebraic equation we can be constructed stable method oftype (28) with the degree p ≥ 8.

The methods (28) constructed in the joint of the forward-jumping and hybridmethods. So they have some properties as the forward-jumping methods and hybridmethods. These methods are more accurate than the known. Note that the studyof the usual methods for finding the values of solutions of (1) at the point xn+1

by using of its values in the previous points. But the forward-jumping methodsare used information of the solution the considered problems. It follows that suchmethods is desirable to apply is to the study of those problems for which the solutionis an oscillating function. With the need to solve such problems are faced whendealing with some scientific and engineering problems. For example in the study ofthe trajectory of guided ballistic missiles.

Among the most popular hybrid methods are symmetric that can be constructbuilt for even values k. For the k = 2 symmetrical type of method (28) has thefollowing form:

yn+1 = yn + h(β2y′n+2 + β1y

′n+1 + β0y

′n)+

+h(γ2y′n+1+α + γ1y

′n+1 + γ0y

′n+1−α), 0 < α < 1. (30)

Solving the system of equations with contained from the coefficients of themethod (28), we obtain different solutions. For example, considers defining co-efficients of the method (30). Then receive the following:

β0 = 133.82166032672427,β1 = 124.2912214645596,β2 = 0.00001615285793018,γ0 = 0.5237738917262333,γ1 = −124.0822376790813,γ1 = −133.55443415633394,

170


m0 = 0.5363788961926791,m1 = 1.0001066023537044,m2 = −0.00017423672396165.

As the second variant consider case β2 = 0 in the method (30). Then receive:

β0 = 218.62792919687118,β1 = 0.06425150613651433,β2 = −0.00000270478210308,γ0 = −218.44818963227522,γ1 = 0.4184313953445676,γ1 = 0.33758023886880617,m0 = −0.00004558491684368,m1 = 0.38645278117498433,m2 = 0.7823087296154607.

Note that of negative values the parameter α can get, are not interesting. Tofind the coefficients of the method (30) we set k = 2 in the system (29). Then wehave:

β0 + β1 + β2 + γ0 + γ1 + γ2 = 1,

β1 + 2β2 +m0γ0 +m1γ1 +m2γ2 = 1/2,

β1 + 22β2 +m20γ0 +m2

1γ1 +m22γ2 = 1/3,

β1 + 23β2 +m30γ0 +m3

1γ1 +m32γ2 = 1/4,

β1 + 24β2 +m40γ0 +m4

1γ1 +m42γ2 = 1/5,

β1 + 25β2 +m50γ0 +m5

1γ1 +m52γ2 = 1/6,

β1 + 26β2 +m60γ0 +m6

1γ1 +m62γ2 = 1/7,

β1 + 27β2 +m70γ0 +m7

1γ1 +m72γ2 = 1/8,

β1 + 28β2 +m80γ0 +m8

1γ1 +m82γ2 = 1/9,

β1 + 29β2 +m90γ0 +m9

1γ1 +m92γ2 = 1/10.

(31)

Note that the solution of the system (31) is not unique. One of them is thefollowing:

β0 = 0.05082388467541876,β1 = 0.05137427406610529,β2 = −0.00000067307130487,γ0 = 0.35187646010359275,γ1 = 0.27254332133827536,γ1 = 0.2733827328879044,m0 = 0.49929961804083894,m1 = 0.17410576766585883,m2 = 0.8247921251524742.

(32)

Now consider the construction algorithm for using of the method (28). For thisaim we are used a block by block method, which in single form can be written asfollows

Block I

yn+1/2 = yn + hy′n/2, yn+1/2 = yn + h(y′n + y′n+1/2)/4, yn+1 = yn + hy′n+1/2,

171


yn+1 = yn + h(y′n + 4y′n+1/2 + y′n+1)/6,

yn+1/2 = yn − h(y′n+1 − 8y′n+1/2 − 5y′n)/12.

yn+1 = yn + h(y′n + 4y′n+1/2 + y′n+1)/6.

Block II

yn+3/2 = yn+1 + h(23y′n+1 − 16y′n+1/2 + 5y′n)/24,

yn+3/2 = yn+1 + h(9y′n+3/2 + 19y′n+1 − 5y′n+1/2 + y′n)/48, (33)

yn+1/2 = yn + h(y′n+3/2 − 5y′n+1 + 19y′n+1/2 + 9y′n)/48, (34)

yn+1 = yn+1 + h(8y′n+3/2 − 5y′n+1/2 + 4y′n+1/2 − y′n)/6,

yn+1+α = yn+1 +h

720((96α5 + 120α4 + 120α3 − 60α2)y′n+2−

−(384α5 + 240α4 − 480α2)y′n+3/2+

+(576α5 − 240α3 + 720α)y′n+1 − (384α5 − 240α4 + 480α2)y′n+1/2+

+(96α5 − 120α4 + 120α3 + 60α2)y′n). (35)

yn+1/2 = yn + h(y′n+1/2 + y′n)/24 + 5h(y′n+1/4−α/2 + y′n+1/4+α/2)/24, (36)

yn+1 = yn + h(5yn+1/2+α/2 + 8y′n+1/2 + 5y′n+(1−α)/2)/18, (37)

yn+2 = yn + h(64y′n+2 + 98y′n+1 + 18y′n)/180+

+h(18y′n+1+β + 98y′n+1 + 64y′n+1−β)/180.

Any variant of method (30)The block I proposed for calculating quantity yn+1/2, because that is used only

one time. But block II is used for all the values of variable n.For the receive results of more accuracy one can be used twice calculating of

methods (36) and (37).For using formula (35) we must define approximately values of the solution of

initial problem in five mesh points, but can be construct formula which has thesame order of accuracy with the formula (35) and used approximately values ofthe solution of initial problem only in three mesh points. For example, the nextformula

yn+1/2+β = 4β2(1− 2β2)(yn+1 + yn) + (1− 4β2)2yn+1/2+

+2β3(5− 12β2)(yn+1 − yn) + hβ3(4β2 − 1)(y′n+1 − y′n)+

+hβ(1− 4β2)2y′n+1/2 − hβ2

(1

2− 2β2

)(y′n+1 − y′n).

Note that the system (26) is a linear system of algebraic equations, which mayhave a unique solution, but the system (27) has more than one solution, as in whichthe number of unknowns is greater than the number of equations. From here followsthat some of these unknown can be choices in free form. For example, if use thecoefficients of the method (13) in the system (27), then obtain any methods forsolving equation (4). Here are several of them:

ϑn+1 = ϑn + h(4K(xn+1, xn+1, yn+1) + 3K(xn+1, xn, yn)+

+4K(xn+2, xn+1, yn+1) + 2K(xn+2, xn, yn)−K(xn+2, xn+2, yn+2))/12,

ϑn+1 = ϑn + h(10K(xn+1, xn+1, yn+1 ) + 6K(xn+1, xn, yn)+

+6K(xn+2, xn+1, yn+1) + 4K(xn, xn, yn)−K(xn+2, xn+2, yn+2))/24.

172


For illustrations of the results of this work, applied of the method (13) to solvingthe following problems by the above described algorithm. Let us consider determinethe approximate values of the solution of the following problems:

1. y′ =x∫0

xs cos(s2)ds, 0 ≤ x ≤ 2, y(0) = −1/4,

the step size h = 0, 125, exact solution for which is: y(x) = − cos(x2)/4.

2. y′ = 1 + y − x exp(−x2)− 2x∫0

xs exp(−y2(s))ds, 0 ≤ x ≤ 2, y(0) = 0,

the step size, h = 0, 05 and the exact solution : y(x) = x.

3. y′ = −x3/3 + 4 exp(−y)/3 + 4

3

x∫0

s2

x exp(y(s))ds, 1 ≤ x ≤ 3, y(1) = 0,

the step size h = 1/125 and the exact solutions can be written as following form:y(x) = lnx.

4. y′ =x∫0

cos sds, 0 ≤ x ≤ 2, y(0) = −1, the step size h = 0, 125 and exact

solution: y(x) = − cosx.The obtained results, place in the following table.

Number ofexample

Step size Variable x Error of themethod (13)

I h = 0, 125 0.250.501.001.502.00

0.5E-040.97E-040.26E-030.11E-020.24E-02

II h = 0, 05 0.100.501.001.502.00

0.11E-060.42E-060.88E-050.28E-040.77E-04

III h = 0, 05 1.11.52.002.503.00

0.72E-050.17E-040.40E-050.12E-030.68E-03

IV h = 0, 125 0.250.501.001.502.00

0.24E-040.42E-040.62E-040.44E-040.16E-04

Remark that for the constructed the methods to solving equation (4) with thebest properties one can be used results from the work [24]. And for the constructedavailable methods to solving model problems, some authors after application finite-difference methods suggested using iterative methods (see for example [25]) in whichused the midpoint method.

173


4. Conclusion

Here considered to application one of the little investigation method to solv-ing integro-differential equation, which is called forward-jumping method. Thesemethod in the first time was applied to investigation the motion of Halley’s comet byCowell (see [22]), because some authors calles forward-jumping methods as Cow-ell’s methods (see[23, p.293]). Bu using any information about forward-jumpingmethods shown that the methods of Cowell’s type has some advetages. For theseaim has redused two forward-jumping methods and constructed algorithm to usingone of them. For the comparse forward-jumping method with the known, herehave used model problems, which sometimes ago have solving in the known works.Results of these illustration are agrees with the theoretical, it is shown that theforward-jumping methods have the some preference.

References

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[2] V.Volterra. Theory of functional and of integral and integro-differensial equations, Dover

publications. Ing, New York, 1959, 304 p (Russian).[3] P.Linz Linear Multistep methods for Volterra Integro-Differential equations, Journal of the

Association for Computing Machinery, Vol.16, No.2, April 1969, p.295-301.[4] H.Brunner. Imlicit Runge-Kutta Methods of Optimal oreder for Volterra integro-differential

equation. Methematics of computation, Volume 42, Number 165, January 1984, p. 95-109.[5] A.A. Makroglou Hybrid methods in the numerical solution of Volterra integro-differential

equations. Journal of Numerical Analysis 2, 1982, p.21-35.[6] A.A. Makroglou Block - by-block method for the numerical solution of Volterra delay integro-

differential equations, Computing 3, 1983, 30, 1, p.49-62.[7] O.S.Budnikova, M.V. Bulatov Numerical solution of integro algebraic equations by multistep

methods, Journal of Comput. Math. and mat.fiziki, 2012, .52, 5, p.829-839 (Russian).[8] G. Mehdiyeva, V.Ibrahimov, M.Imanova Research of a multistep method applied to numerical

solution of Volterra integro-differential equation. World Academy of Science, engineering andTechnology, Amsterdam, 2010, p. 349-352.

[9] Bulatov M.B. Chistakov E.B. Chislennoe resheniye inteqro-differensialnix sisitem s virojden-

noy matrisey pered proizvodnoy mnoqoshaqovimi metodami. Dif. Equations, 2006, 42, 9,p.1218-1255 (Russian).

[10] R.Mirzayev, G. Mehdiyeva, V.Ibrahimov On an application of a multistep method for solvingVolterra integral equation of the second kind. International conference on theoretical and

Mathematical Foundations of Computer Science (TMFCS-10), 2010, p. 46-50.[11] G.Dahlquist Convergence and stability in the numerical integration of ordinary differential

equations. Math. Scand. 1956, 4, p.33-53.[12] G. Mehdiyeva, V.Ibrahimov, M.Imanova Application of the forward jumping Method to

the solving of Volterra integral equation Conference in Numerical Analysis, Chania, Crete,Greece. 2010, p. 106-111.

[13] V.Ibrahimov Convergence of the predictor-corrector method. Godsh. na visshite ucheb.zaved.Pril. matem. Sofiya, NRB, 1984, p.187-197 (Russian).

[14] G.Yu.Mehdiyeva,V.R.Ibrahimov. On the research of multi-step methods with constant coef-ficients. Monograph , Lambert.acad. publ., 2013, 316 p.

[15] G. Mehdiyeva, V. Ibrahimov, I. Nasirova On the forward-jumping methods. Transactions issuemathematics and mechanics series of physical-technical and mathema-tical science, 2005, 4,

p. 163-170 (Russian).[16] J.C. Butcher A modified multistep method for the numerical integration of ordinary differ-

ential equations. J. Assoc. Comput. Math., v.12, 1965, p.124-135.

[17] L.M.Skvortsov. Explicit two-step Runge-Kutta methods. Math. modeling, 21, 9 (2009), p.54-65 (Russian).

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[18] G.Yu.Mehdiyeva, M.N. Imanova, V.R. Ibrahimov. On a way for constructing numerical meth-

ods on the joint of multistep and hybrid methods. World Academy of Science, engineeringand Technology, Paris, 2011, p. 240-243.

[19] G.K. Gupta. A polynomial representation of hybrid methods for solving ordinary differentialequations, Mathematics of comp., volume 33, number 148, 1979, p.1251-1256.

[20] G.Yu. Mehdiyeva, M.N. Imanova, V.R. Ibrahimov. On the construction test equations andits Applying to solving Volterra integral equation, Methematical methods for informationscience and economics, Montreux, Switzerland, 2012, p. 109-114.

[21] Duglas J.F., Burden R.L. Numerical analysis, 7 edition Cengage Learning 2001,850 p.

[22] P.H.Cowell, AC.D.Cromellin. Investigation of the motion of Halley’s comet from 1759 to 1910.Appendix to Greenwich observations for 1909, Edinburgh, p.1-84.

[23] I.P.Misovskix.Lectures on methods of calculations.Moskow, 1962. 344p.[24] G.Yu.Mehdiyeva, M.N. Imanova, V.R. Ibrahimov. Hybrid methods for solving Volterra in-

tegral equations. Journal of Concrete and Applicable Mathematics, Volume 11, Number 2,April 2013, p. 246- 252.

[25] J.Sulaiman, M.K.Hasan, M.Othman, S.A.Abdul Karim. Numerical solution of nonlinearsecond-order two-point boundary value problems using half-sweep for with Newton method.

Journal of Concrete and Applicable Mathematics, Volume 11, Number 1, 2013, p. 112-120.

(G.Yu. Mehdiyeva) Baku State University, Baku, AzerbaijanE-mail address: imn [email protected](M.N. Imanova) Baku State University, Baku, AzerbaijanE-mail address: imn [email protected](V.R. Ibrahimov) Baku State University, Baku, AzerbaijanE-mail address: [email protected]

175

Closed-Form Solutions to Discrete-Time

Portfolio Optimization Problems

Martin Bohner and Mathias GoggelMissouri University of Science and TechnologyDepartment of Mathematics and Statistics

Rolla, MO 65409-0020, [email protected], [email protected]

November 12, 2013

Abstract

In this paper, we study some discrete-time portfolio optimization prob-lems. We introduce a discrete-time financial market model. The change inasset prices is modelled in contrast to the continuous-time market modelby stochastic difference equations. We provide solutions of these stochasticdifference equations. Then we introduce the discrete-time risk measuresand the portfolio optimization problems. The main contributions of thispaper are the closed-form solutions to the discrete-time portfolio models.For simulation purposes, the discrete-time financial market is often bettersuited. Several examples illustrating our theoretical results are provided.

AMS Subject Classifications. 26D15, 26E70, 34N05, 39A10, 39A12,39A13.

Keywords. Portfolio optimization, discrete-time financial market, mean-variance.

1 Introduction

In [5, 6], the authors solved the continuous-time multi-period Earnings-at-Riskoptimization problem

minϕ∈Rn

EaR(ϕ)

s.t. E(Xϕ(T )) ≥ C(1.1)

and the continuous-time multi-period mean-variance optimization problemminϕ∈Rn

Var(ϕ)

s.t. E(Xϕ(T )) ≥ C(1.2)

1

176


with a constant rebalanced portfolio. A standard Black–Scholes financial marketwas assumed, which was modelled by stochastic differential equations (see [1,4]).In this paper, we consider discrete-time versions of the problems (1.1) and (1.2).In Section 2, we briefly introduce the discrete-time financial market and theportfolio process. In Section 3, we prove some auxiliary results that are neededthroughout the paper. Next, in Sections 4–7, we introduce several risk measuresand solve the discrete-time one-period mean-Earnings-at-Risk problem, one-period Capital-at-Risk problem, one-period Value-at-Risk problem, and multi-period mean-variance problem.

2 Discrete-Time Financial Market

We construct our portfolio with n + 1 assets. In our model we are consideringdiscrete trading times on [0, T ] ∩ N0, where T ∈ N. Let us denote the price ofasset i at time t with Pi(t) for i = 0, . . . , n. We have one risk-free asset in ourmodel. Without loss of generality it is asset i = 0. The risk-free asset is thebank account which pays constant interest with rate r every year. Denote byP0(t) the price of the risk-free asset at time t. Then P0 follows the differenceequation

P0(t+ 1)− P0(t) = P0(t)r. (2.1)

Lemma 2.1 (Solution of (2.1)). The solution of (2.1) is given by

P0(t) = P0(0)(1 + r)t, t ∈ N0. (2.2)

Proof. The relation (2.2) follows easily from (2.1) by induction.

We now introduce the price processes of the risky assets. These are describedby stochastic difference equations. First we need some notation to define theprice processes of the risky assets. Let b = (b1, . . . , bn)′ be the vector with theexpected returns of the individual assets, and denote by σ = (σij)1≤i,j≤n then×n-matrix with the stock volatilities. To simplify the calculations, b and σ areassumed to be constant over the time. Now Pi follow the stochastic differenceequations

Pi(t+ 1)− Pi(t) = Pi(t)

bi +n∑j=1

σij (Bj(t+ 1)−Bj(t))

, i = 1, . . . , n,

(2.3)where B(t) is a standard n-dimensional Brownian motion.


Pi(t) = Pi(0)t−1∏a=0

1 + bi +n∑j=1

σij (Bj(a+ 1)−Bj(a))

, t ∈ N0. (2.4)


2

BOHNER-GOGGEL: PORTFOLIO OPTIMIZATION PROBLEMS

177

Now we define the portfolio for our model. With Xϕ(t) we denote the totalwealth at time t, and ϕi(t) is the fraction of Xϕ(t) invested in asset i at time t.The vector ϕ(t) = (ϕ1(t), . . . , ϕn(t))′ ∈ Rn is called the portfolio constructionprocess, and Xϕ(t) is called the wealth process of the portfolio. In this paperwe only consider so-called constant rebalanced investment portfolio strategies,i.e., ϕ(t) ≡ ϕ is the same at each time t ∈ [0, T ] ∩ N0. We can calculate theweight of the risk-free asset in the portfolio by

ϕ0 = 1− ϕ′1, where 1 = (1, . . . , 1)′.

If ϕ0 = 1, then the entire wealth is invested in the risk-free asset (“pure-bondstrategy”). The numbers of shares of the assets in our portfolio are

Ni(t) = Xϕ(t)ϕiPi(t)

, i = 0, 1, . . . , n. (2.5)

Lemma 2.3 (Total wealth). The wealth of the portfolio at time t is given by

Xϕ(t) =

n∑i=0

Ni(t)Pi(t), t ∈ N0. (2.6)

Proof. The calculation

n∑i=0

Ni(t)Pi(t)(2.5)=

n∑i=0

Xϕ(t)ϕiPi(t)

Pi(t) = Xϕ(t)n∑i=0

ϕi = Xϕ(t)

shows (2.6).

The assumptions in this paper are: We have no transaction costs, no con-sumption over time, and a self-financing portfolio strategy. Now we find thechange of portfolio wealth over one period. We obtain a stochastic differenceequation.

Lemma 2.4 (Change in portfolio wealth over one period). We have

Xϕ(t+ 1)−Xϕ(t) = Xϕ(t) (r + ϕ′(b− r1) + ϕ′σ(B(t+ 1)−B(t))) . (2.7)

Proof. Using our assumptions, we find

Xϕ(t+ 1)−Xϕ(t)(2.6)=

n∑i=0

Ni(t)(Pi(t+ 1)− Pi(t))

(2.1)=

(2.3)N0(t)rP0(t) +

n∑i=1

Ni(t)biPi(t)

+n∑i=1

Ni(t)Pi(t)n∑j=1

σij(Bj(t+ 1)−Bj(t))

(2.5)= rXϕ(t)(1− ϕ′1) +

n∑i=1

Xϕ(t)ϕibi

3


178

+n∑i=1

Xϕ(t)ϕi

n∑j=1

σij(Bj(t+ 1)−Bj(t))

= Xϕ(t) ((1− ϕ′1)r + ϕ′b+ ϕ′σ(B(t+ 1)−B(t))) .

This shows (2.7).


Xϕ(t) = Xϕ(0)t−1∏a=0

[1 + r + ϕ′(b− r1) + ϕ′σ∆B(a)] , t ∈ N0. (2.8)


We use the explicit formula (2.8) for Xϕ(t) to calculate expectation and vari-ance of the portfolio. Some simple calculations using the properties of Brownianmotion show the following results.

Theorem 2.6 (Expectation and variance of the wealth process). With

α := r + ϕ′(b− r1), c := σ′ϕ, and x := Xϕ(0), (2.9)

we have

Xϕ(t) = x

t−1∏a=0

[1 + α+ c′∆B(a)] , (2.10)

and thereforeE(Xϕ(t)) = x(1 + α)t, t ∈ N0 (2.11)

and

Var(Xϕ(t)) = x2[((1 + α)2 + c′c)t − (1 + α)2t

], t ∈ N0. (2.12)

Proof. By (2.9), (2.10) is the same as (2.8). We use (2.10) and the fact thatincrements of Brownian motion are independent with expectation zero to find

E (Xϕ(t)) = x

t−1∏a=0

E

1 + α+

n∑j=1

cj∆Bj(a)

= x

t−1∏a=0

(1 + α) = x(1 + α)t.

This shows (2.11). Next, using (2.10) and the fact that increments of Brownianmotion are independent with expectation zero and variance one, we find

E((Xϕ(t))2) = E

(x2

t−1∏a=0

[1 + α+ c′∆B(a)]2

)

= x2t−1∏a=0

E

(1 + α)2 + 2(1 + α)n∑j=1

cj∆Bj(a) +

n∑j=1

cj∆Bj(a)

2

= x2t−1∏a=0

((1 + α)2 + c′c

)= x2

((1 + α)2 + c′c

)t.

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179

By (2.11) and Var(Xϕ(t)) = E((Xϕ(t))2

)− (E(Xϕ(t)))

2, we get (2.12).

We now introduce the main component of the risk measures used in thispaper.

Definition 2.7. For a portfolio ϕ with wealth Xϕ(1), we define the risk measureµ(ϕ) corresponding to the β-quantile of Xϕ(1) by

P(Xϕ(1) ≤ µ(ϕ)) = β, where β ∈ (0, 1). (2.13)

In the next lemma we give an explicit expression for µ(ϕ) for a given β.

Lemma 2.8. Let β ∈ (0, 1). If zβ denotes the β-quantile of the standard normaldistribution, then µ(ϕ) in (2.13) is given by

µ(ϕ) = x(zβ ‖σ′ϕ‖+ 1 + r + ϕ′(b− r1)). (2.14)

Proof. Since Xϕ(1) is standard normally distributed with expectation x(1 +α)(see (2.11)) and variance x2c′c (see (2.12)), it follows that zβ = (µ(ϕ) − x(1 +

α))/(x√c′c), i.e., using (2.9), (2.14) holds.

3 Auxiliary Results

In this section we provide some simple auxiliary results. For the rest of thispaper we assume

σ is invertible and b 6= r1, and let Θ :=∥∥σ−1(b− r1)

∥∥ . (3.1)

We first give the following three properties which are used often in Sections4–7.

Lemma 3.1. Assume (3.1). We have

|ϕ′(b− r1)| ≤ ‖σ′ϕ‖Θ for all ϕ ∈ Rn. (3.2)

Moreover, if we define

ϕ∗ =λ(σσ′)−1(b− r1)

Θwith λ ∈ R,

then we have(ϕ∗)′(b− r1) = λΘ (3.3)

and‖σ′ϕ∗‖ = |λ|. (3.4)

Proof. First, we let ϕ ∈ Rn and use the Cauchy–Schwarz inequality to obtain

|ϕ′(b− r1)| = |(σ′ϕ)′(σ−1(b− r1))| ≤ ‖σ′ϕ‖∥∥σ−1(b− r1)

∥∥ = ‖σ′ϕ‖Θ,

5


180

which shows (3.2). Next, we get

(ϕ∗)′(b− r1) = λ(b− r1)′(σσ′)−1

Θ(b− r1) = λ

(b− r1)′(σ′)−1σ−1(b− r1)

Θ

= λ(σ−1(b− r1))′σ−1(b− r1)

Θ= λ

∥∥σ−1(b− r1)∥∥2

Θ= λΘ,

which shows (3.3). Finally, we obtain

‖σ′ϕ∗‖ =

∥∥∥∥σ′λ(σσ′)−1(b− r1)

Θ

∥∥∥∥ =

∥∥∥∥λσ′(σ′)−1σ−1(b− r1)

Θ

∥∥∥∥ = ‖λ‖ Θ

Θ= |λ|,

which shows (3.4).

Next we give a lemma that will be used frequently for the mean-CaR opti-mization problem (Section 5) and the mean-VaR optimization problem (Section6). There and for the rest of this paper we assume

0 < β <1

2, and zβ is the β-quantile of the standard normal distribution.

(3.5)

Lemma 3.2. Assume (3.1) and (3.5). Let Ψ ∈ R be independent of ϕ and let

A := ϕ ∈ Rn : ϕ′(b− r1) + zβ ‖σ′ϕ‖ = Ψ .

If ϕ ∈ A, then

ϕ′(b− r1) ≥ ΨΘ

Θ− zβ(3.6)

and(Θ + zβ)ϕ′(b− r1) ≥ ΨΘ. (3.7)

Proof. Note first that (3.5) implies zβ < 0. Let ϕ ∈ A. Then

ϕ′(b− r1) ≥ −|ϕ′(b− r1)|(3.2)

≥ −‖σ′ϕ‖Θ(ϕ∈A)

=Ψ− ϕ′(b− r1)

−zβΘ,

i.e.,−zβϕ′(b− r1) ≥ ΨΘ−Θϕ′(b− r1),

i.e.,(Θ− zβ)ϕ′(b− r1) ≥ ΨΘ,

which proves (3.6) since Θ− zβ > 0. Next,

ϕ′(b− r1) ≤ |ϕ′(b− r1)|(3.2)

≤ ‖σ′ϕ‖Θ(ϕ∈A)

=Ψ− ϕ′(b− r1)

zβΘ,

i.e.,zβϕ

′(b− r1) ≥ ΨΘ−Θϕ′(b− r1),

which proves (3.7).

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181

Finally, we give a lemma which we use for the multi-period mean-varianceproblem (Section 7).

Lemma 3.3. Let c1, c2 ≥ 0 and T ∈ N and define f : [0,∞)→ R by

f(x) =((c1 + x)2 + c2

)T − (c1 + x)2T .

Then f is increasing.

Proof. We let x ≥ 0 and calculate

f ′(x) = T((c1 + x)2 + c2

)T−12(c1 + x)− 2T (c1 + x)2T−1

= 2T (c1 + x)[(

(c1 + x)2 + c2)T−1 − (c1 + x)2T−2

]≥ 2T (c1 + x)

[((c1 + x)2)T−1 − (c1 + x)2T−2

]= 0,

which completes the proof.

4 One-Period Mean-Earnings-at-Risk Problem

In this section we introduce the discrete-time one-period mean-Earnings-at-Riskproblem and provide a closed-form solution. The difference between the ex-pected wealth after one period and the risk measure µ(ϕ) with the same portfolioϕ is called Earnings-at-Risk.

Definition 4.1 (Earnings-at-Risk). EaR(ϕ) := E(Xϕ(1))− µ(ϕ).

We solve the optimization problemminϕ∈Rn

EaR(ϕ)

s.t. E(Xϕ(1)) ≥ C,(4.1)

where C ∈ R is the expected terminal wealth at time T = 1.

Theorem 4.2 (Closed-form solution of the discrete-time one-period mean-EaRoptimization problem). Assume (3.1) and (3.5). The closed-form solution ofthe one-period mean-Earnings-at-Risk problem (4.1) is given by

ϕ∗ =λ(σσ′)−1(b− r1)

Θwith λ =

(Cx − 1− r

)+Θ

,

where

z+ =

z if z ≥ 00 if z < 0

for any z ∈ R.

The expected wealth after one period is C with Earnings-at-Risk −xzβλ.

7


182

Proof. Using (2.11) for t = 1 and (2.14), it suffices to show that ϕ∗ ∈ A and

g(ϕ) ≥ g(ϕ∗) = −xzβλ for all ϕ ∈ A,

where

g(ϕ) := −xzβ ‖σ′ϕ‖ and A :=

ϕ ∈ Rn : ϕ′(b− r1) ≥ C

x− 1− r

.

To show this, first note that

(ϕ∗)′(b− r1)

(3.3)= λΘ =

(Cx − 1− r

)+Θ

Θ =

(C

x− 1− r

)+

≥ C

x− 1− r

implies ϕ∗ ∈ A. Next, if ϕ ∈ A, then

g(ϕ) =−xzβ

Θ‖σ′ϕ‖Θ

(3.2)

≥ −xzβΘ|ϕ′(b− r1)|

(ϕ∈A)

≥ −xzβΘ

(C

x− 1− r

)+

= −xzβλ(3.4)= −xzβ ‖σ′ϕ∗‖ = g(ϕ∗).

This completes the proof.

As an immediate consequence of Theorem 4.2 we get that the optimalEarnings-at-Risk is a function of the expected terminal wealth. An investoris now able to plot a graph for different expected terminal wealths. Since thesupremum of EaR is infinity and the constraint of (4.1) is unbounded fromabove, the solution of the corresponding maximum problem is infinity. We de-note with ω := E(Xϕ(1)) the expected wealth after 1 year. We plug ω into λgiven by Theorem 4.2 and get

EaR(ω) = −xzβλ = −xzβ(ωx − 1− r

)+‖σ−1(b− r1)‖

.

Example 4.3. Let

r = 0.05, b =

0.10.20.3

, σ =

0.2 0.01 0.030.1 0.3 0.040.05 0.03 0.1

and

x = 1000, C = 1056, zβ = −1.64.

Now we calculate

λ =

(Cx − 1− r

)+‖σ−1(b− r1)‖

=10561000 − 1− 0.05∥∥∥∥∥∥∥

0.2 0.01 0.030.1 0.3 0.040.05 0.03 0.1

−10.050.150.25

∥∥∥∥∥∥∥≈ 0.002384.

8


183

With that λ we calculate the Earnings-at-Risk for our portfolio with an expectedterminal wealth of C as

EaR(ϕ∗) = −xzβλ = −1000 · (−1.64) · λ ≈ 3.908947.

This is the minimal Earnings-at-Risk for the portfolio with an expected terminalwealth of 1056 at time 1. By Theorem 4.2, the optimal policy is given by

ϕ∗ =

λ ·

0.041 0.0242 0.01330.0242 0.1016 0.0180.0133 0.018 0.0134

−10.050.150.25

∥∥∥∥∥∥∥ 0.2 0.01 0.03

0.1 0.3 0.040.05 0.03 0.1

−10.050.150.25

∥∥∥∥∥∥∥

≈

−0.006349−0.001753

0.026322

.

This means 2.6322% are invested in asset 3 and the rest is invested risk free.Now we check if the expected wealth at time 1 really is 1056:

E(Xϕ(1)) = 1000

1 + 0.05 + (ϕ∗)′

0.050.150.25

= 1056.

5 One-Period Capital-at-Risk Problem

In this section we introduce the discrete-time one-period mean-Capital-at-Riskproblem and provide a closed-form solution. The solution of the continuous-time optimization problem can be found in [3]. The difference between thepossible risk-free profit after one period and the risk measure µ(ϕ) is calledCapital-at-Risk.

Definition 5.1 (Capital-at-Risk). CaR(ϕ) := x(1 + r)− µ(ϕ).

We accept a certain amount as Capital-at-Risk and we want to maximizethe expected return. We solve the optimization wealth

maxϕ∈Rn

E(Xϕ(1))

s.t. CaR(ϕ) = C,(5.1)

and we also solve the problemminϕ∈Rn

E(Xϕ(1))

s.t. CaR(ϕ) = C,(5.2)

where C is the CaR at time T = 1. An overview of the results given in thissection can be found in Table 1.

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184

Table 1: Overview mean-Capital-at-Risk problem

Θ + zβ C Result See

< 0 > 0 Found max and min Theorem 5.2

> 0 > 0 Found min Theorem 5.3

> 0 < 0 Found min Theorem 5.4

< 0 < 0 A = ∅ Theorem 5.5

Theorem 5.2 (Closed-form solution to the discrete-time one-period mean-CaRoptimization problem, part 1). Assume (3.1), (3.5), and

Θ + zβ < 0 and C > 0.

The closed-form solution of the one-period mean-Capital-at-Risk problem (5.1)is given by

ϕ∗ =λ(σσ′)−1(b− r1)

Θwith λ = −

Cx

Θ + zβ.

The closed-form solution of problem (5.2) is given by

ϕ∗ =µ(σσ′)−1(b− r1)

Θwith µ = −

Cx

Θ− zβ.

The corresponding expected wealth after one period is

E(Xϕ∗(1)) = x (1 + r + λΘ) and E(Xϕ∗(1)) = x (1 + r + µΘ) ,

respectively, with CaR(ϕ∗) = CaR(ϕ∗) = C.

Proof. Using (2.11) for t = 1 and (2.14), it suffices to show that ϕ∗, ϕ∗ ∈ A and

x(1 + r + µΘ) = g(ϕ∗) ≤ g(ϕ) ≤ g(ϕ∗) = x(1 + r + λΘ) for all ϕ ∈ A,

whereg(ϕ) := x(1 + r + ϕ′(b− r1))

and

A :=

ϕ ∈ Rn : ϕ′(b− r1) + zβ ‖σ′ϕ‖ = −C

x

.

To show this, first note

(ϕ∗)′(b− r1) + zβ ‖σ′ϕ∗‖(3.3)=

(3.4)λΘ + |λ|zβ = λ(Θ + zβ) = −C

x

10


185

implies ϕ∗ ∈ A and

(ϕ∗)′(b− r1) + zβ ‖σ′ϕ∗‖

(3.3)=

(3.4)µΘ + |µ|zβ = µ(Θ− zβ) = −C

x


g(ϕ∗) = x(1 + r + (ϕ∗)′(b− r1))

(3.3)= x(1 + r + µΘ) = x

(1 + r −

Cx Θ

Θ− zβ

)(3.6)

≤ x(1 + r + ϕ′(b− r1)) = g(ϕ)(3.7)

≤ x

(1 + r −

Cx Θ

Θ + zβ

)= x(1 + r + λΘ)

(3.3)= x(1 + r + (ϕ∗)′(b− r1)) = g(ϕ∗).



Θ + zβ > 0 and C > 0.


ϕ∗ =µ(σσ′)−1(b− r1)

Θwith µ = −

Cx

Θ− zβ.

The expected wealth after one period is

E(Xϕ∗(1)) = x (1 + r + µΘ)

with CaR(ϕ∗) = C.

Proof. As in the proof of Theorem 5.2 and with the same g and A, it suffices toshow that ϕ∗ ∈ A and

g(ϕ) ≥ g(ϕ∗) = x(1 + r + µΘ) for all ϕ ∈ A.


(ϕ∗)′(b− r1) + zβ ‖σ′ϕ∗‖

(3.3)=

(3.4)µΘ + |µ|zβ = µ(Θ− zβ) = −C

x


g(ϕ) = x(1 + r + ϕ′(b− r1))(3.6)

≥ x

(1 + r −

Cx Θ

Θ− zβ

)= x(1 + r + µΘ)

(3.3)= x(1 + r + (ϕ∗)

′(b− r1)) = g(ϕ∗).


11


186


Θ + zβ > 0 and C < 0.


ϕ∗ =λ(σσ′)−1(b− r1)

Θwith λ = −

Cx

Θ + zβ.


E(Xϕ∗(1)) = x (1 + r + λΘ)

with CaR(ϕ∗) = C.


g(ϕ) ≥ g(ϕ∗) = x(1 + r + λΘ) for all ϕ ∈ A.


(ϕ∗)′(b− r1) + zβ ‖σ′ϕ∗‖

(3.3)=

(3.4)λΘ + |λ|zβ = λ(Θ + zβ) = −C

x


g(ϕ) = x(1 + r + ϕ′(b− r1))(3.7)

≥ x

(1 + r −

Cx Θ

Θ + zβ

)= x(1 + r + λΘ)

(3.3)= x(1 + r + (ϕ∗)

′(b− r1)) = g(ϕ∗).



Θ + zβ < 0 and C < 0.

Then both (5.2) and the mean-Capital-at-Risk problem (5.1) are unsolvable.

Proof. Let A be the feasible set as in the proof of Theorem 5.2. If ϕ ∈ A, then

0 < −Cx

Θ

Θ− zβ

(3.6)

≤ ϕ′(b− r1)(3.7)

≤ −Cx

Θ

Θ + zβ< 0.

This contradiction shows A = ∅, and hence both (5.1) and (5.2) are unsolvable.

12


187

Example 5.6. We calculate the maximal expected wealth with CaR = C. Let

r = 0.05, b =

0.10.20.3

, σ =

0.1 0 00 0.3 00 0 0.2

and

x = 1000, C = 20, zβ = −1.64.

Then

Θ + zβ =

∥∥∥∥∥∥∥0.1 0 0

0 0.3 00 0 0.2

−10.050.150.25

∥∥∥∥∥∥∥− 1.64 ≈ −0.203859

so that all assumptions of Theorem 5.2 are satisfied. Next,

λ = −20

1000∥∥∥∥∥∥∥0.1 0 0

0 0.3 00 0 0.2

−10.050.150.25

∥∥∥∥∥∥∥− 1.64

≈ 0.098107.

By Theorem 5.2, the optimal investment strategy is given by

ϕ∗ =

λ ·

0.01 0 00 0.09 00 0 0.04

−10.050.150.25

∥∥∥∥∥∥∥0.1 0 0

0 0.3 00 0 0.2

−10.050.150.25

∥∥∥∥∥∥∥≈

0.3415640.1138550.426955

.

This means 34.1564% are invested in asset 1, 11.3855% are invested in asset 2,and 42.6955% are invested in asset 3. Now we calculate the expected wealth ofthis strategy:

E(Xϕ(1)) = 1000 ·

1 + 0.05 + (ϕ∗)′

0.050.150.25

≈ 1190.895254.

We finally check if the CaR of this strategy really is 20:

CaR(ϕ∗) = −1000 ·

(−1.64) · λ+ (ϕ∗)′

0.050.150.25

= 20.

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188

6 One-Period Value-at-Risk Problem

In this section we introduce the discrete-time one-period mean-Value-at-Riskproblem and provide a closed-form solution.

Definition 6.1 (Value-at-Risk). VaR(ϕ) := µ(ϕ).

We accept a certain amount as Value-at-Risk and we want to find the port-folio strategy which maximizes our expected wealth. We solve the optimizationproblem

maxϕ∈Rn

E(Xϕ(1))

s.t. VaR(ϕ) = C,(6.1)

and we also solve the problemminϕ∈Rn

E(Xϕ(1))

s.t. VaR(ϕ) = C,(6.2)

where C is the VaR at time T = 1. An overview of the results given in thissection is displayed in Table 2.

Table 2: Overview mean-Value-at-Risk problem

Θ + zβCx − 1− r Result See

< 0 < 0 Found max and min Theorem 6.2

> 0 < 0 Found min Theorem 6.4

> 0 > 0 Found min Theorem 6.3

< 0 > 0 A = ∅ Theorem 6.5

Theorem 6.2 (Closed-form solution to the discrete-time one-period mean-VaRoptimization problem, part 1). Assume (3.1), (3.5), and

Θ + zβ < 0 and C < x(1 + r).

The closed-form solution of the one-period mean-Value-at-Risk problem (6.1) isgiven by

ϕ∗ =λ(σσ′)−1(b− r1)

Θwith λ =

Cx − 1− rΘ + zβ

.


ϕ∗ =µ(σσ′)−1(b− r1)

Θwith µ =

Cx − 1− rΘ− zβ

.

14


189

The corresponding expected wealth after one period is

E(Xϕ∗(1)) = x (1 + r + λΘ) and E(Xϕ∗(1)) = x (1 + r + µΘ) ,

respectively, with VaR(ϕ∗) = VaR(ϕ∗) = C.

Proof. Using (2.11) for t = 1 and (2.14), it suffices to show that ϕ∗, ϕ∗ ∈ A and

x(1 + r + µΘ) = g(ϕ∗) ≤ g(ϕ) ≤ g(ϕ∗) = x(1 + r + λΘ) for all ϕ ∈ A,

whereg(ϕ) := x(1 + r + ϕ′(b− r1))

and

A :=

ϕ ∈ Rn : ϕ′(b− r1) + zβ ‖σ′ϕ‖ =

C

x− 1− r

.


(ϕ∗)′(b− r1) + zβ ‖σ′ϕ∗‖(3.3)=

(3.4)λΘ + |λ|zβ = λ(Θ + zβ) =

C

x− 1− r

implies ϕ∗ ∈ A and

(ϕ∗)′(b− r1) + zβ ‖σ′ϕ∗‖

(3.3)=

(3.4)µΘ + |µ|zβ = µ(Θ− zβ) =

C

x− 1− r


g(ϕ∗) = x(1 + r + (ϕ∗)′(b− r1))

(3.3)= x(1 + r + µΘ)

= x

(1 + r +

(Cx − 1− r

)Θ

Θ− zβ

)(3.6)

≤ x(1 + r + ϕ′(b− r1))

= g(ϕ)(3.7)

≤ x

(1 + r +

(Cx − 1− r

)Θ

Θ + zβ

)= x(1 + r + λΘ)

(3.3)= x(1 + r + (ϕ∗)′(b− r1)) = g(ϕ∗).



Θ + zβ > 0 and C < x(1 + r).


ϕ∗ =µ(σσ′)−1(b− r1)

Θwith µ =

Cx − 1− rΘ− zβ

.


E(Xϕ∗(1)) = x (1 + r + µΘ)

with VaR(ϕ∗) = C.

15


190


g(ϕ) ≥ g(ϕ∗) = x(1 + r + µΘ) for all ϕ ∈ A.


(ϕ∗)′(b− r1) + zβ ‖σ′ϕ∗‖

(3.3)=

(3.4)µΘ + |µ|zβ = µ(Θ− zβ) =

C

x− 1− r


g(ϕ) = x(1 + r + ϕ′(b− r1))(3.6)

≥ x

(1 + r +

(Cx − 1− r

)Θ

Θ− zβ

)= x(1 + r + µΘ)

(3.3)= x(1 + r + (ϕ∗)

′(b− r1)) = g(ϕ∗).



Θ + zβ > 0 and C > x(1 + r).


ϕ∗ =λ(σσ′)−1(b− r1)

Θwith λ =

Cx − 1− rΘ + zβ

.


E(Xϕ∗(1)) = x (1 + r + λΘ)

with VaR(ϕ∗) = C.


g(ϕ) ≥ g(ϕ∗) = x(1 + r + λΘ) for all ϕ ∈ A.


(ϕ∗)′(b− r1) + zβ ‖σ′ϕ∗‖

(3.3)=

(3.4)λΘ + |λ|zβ = λ(Θ + zβ) =

C

x− 1− r


g(ϕ) = x(1 + r + ϕ′(b− r1))(3.7)

≥ x

(1 + r +

(Cx − 1− r

)Θ

Θ + zβ

)= x(1 + r + λΘ)

(3.3)= x(1 + r + (ϕ∗)

′(b− r1)) = g(ϕ∗).


16


191


Θ + zβ < 0 and C > x(1 + r).

Then both (6.2) and the mean-Value-at-Risk problem (6.1) are unsolvable.

Proof. Let A be the feasible set as in the proof of Theorem 6.2. If ϕ ∈ A, then

0 <

(C

x− 1− r

)Θ

Θ− zβ

(3.6)

≤ ϕ′(b− r1)(3.7)

≤(C

x− 1− r

)Θ

Θ + zβ< 0.

This contradiction shows A = ∅, and hence both (6.1) and (6.2) are unsolvable.

Example 6.6. We calculate the maximal expected wealth with VaR = C. Let r,b, σ, x, and zβ be as in Example 5.6 and let C = 1030. Thus C < x(1 + r) sothat all assumptions of Theorem 6.2 are satisfied. Next,

λ =10301000 − 1− 0.05∥∥∥∥∥∥∥

0.1 0 00 0.3 00 0 0.2

−10.050.150.25

∥∥∥∥∥∥∥− 1.64

≈ 0.098107.

By Theorem 6.2, the optimal investment strategy is given by

ϕ∗ =

λ ·

0.01 0 00 0.09 00 0 0.04

−10.050.150.25

∥∥∥∥∥∥∥0.1 0 0

0 0.3 00 0 0.2

−10.050.150.25

∥∥∥∥∥∥∥≈

0.3415640.1138550.426955

.

This means 34.1564% are invested in asset 1, 11.3855% are invested in asset 2,and 42.6955% are invested in asset 3. Now we calculate the expected wealth ofthis strategy:

E(Xϕ(1)) = 1000 ·

1 + 0.05 + (ϕ∗)′

0.050.150.25

≈ 1190.895254.

We finally check if the VaR of this strategy really is 1030:

VaR(ϕ∗) = 1000 ·

(−1.64) · λ+ 1 + 0.05 + (ϕ∗)′

0.050.150.25

= 1030.

17


192

7 Multi-Period Mean-Variance Problem

In this section we introduce the multi-period mean-variance problem (see also[7]) and provide a closed-form solution. We solve the optimization problem

minϕ∈Rn

Var(Xϕ(T ))

s.t. E(Xϕ(T )) ≥ C,(7.1)

where C is the expected terminal wealth at time T . We assume that the expectedwealth of the investor is greater than the wealth of the risk-free asset.

Theorem 7.1 (Closed-form solution of the discrete-time multi-period mean-va-riance optimization problem). Assume (3.1). The closed-form solution of themulti-period mean-variance problem (7.1) is given by

ϕ∗ =λ(σσ′)−1(b− r1)

Θwith λ =

T

√Cx − 1− r

Θ.

The expected wealth after T periods is C with variance

Var(Xϕ(T )) = x2

((Cx

) 2T

+ λ2

)T−(C

x

)2 .

Proof. Using (2.11) and (2.12) for t = T , it suffices to show that ϕ∗ ∈ A and

g(ϕ) ≥ g(ϕ∗) = x2

((Cx

) 2T

+ λ2

)T−(C

x

)2 for all ϕ ∈ A,

where

g(ϕ) := x2[(

(1 + r + ϕ′(b− r1))2 + ϕ′σσ′ϕ)T − (1 + r + ϕ′(b− r1))2T

]and

A :=

ϕ ∈ Rn : 1 + r + ϕ′(b− r1) ≥ T

√C

x

.

To show this, first note that

x (1 + r + (ϕ∗)′(b− r1))

T (3.3)= x(1 + r + λΘ)T

= x

1 + r +

T

√Cx − 1− r

ΘΘ

T

= C


‖σ′ϕ‖2(3.2)

≥ |ϕ′(b− r1)|2

Θ2≥∣∣∣∣ϕ′(b− r1)

Θ

∣∣∣∣2 ≥ λ2 (7.2)

18


193

and thus

g(ϕ) = x2[(

(1 + r + ϕ′(b− r1))2 + ϕ′σσ′ϕ)T − (1 + r + ϕ′(b− r1))2T

](7.2)

≥ x2[(

(1 + r + ϕ′(b− r1))2 + λ2)T − (1 + r + ϕ′(b− r1))2T

](ϕ∈A)

≥ x2

(1 + r +T

√C

x− 1− r

)2

+ λ2

T

−x2(

1 + r +T

√C

x− 1− r

)2T

= x2

((Cx

) 2T

+ λ2

)T−(C

x

)2

= x2[(

(1 + r + λΘ)2 + λ2)T − (1 + r + λΘ)2T

](3.3)=

(3.4)x2[(

(1 + r + (ϕ∗)′(b− r1))2 + (ϕ∗)

′σσ′ϕ∗)T ]

−x2(1 + r + (ϕ∗)′(b− r1))2T

= g(ϕ∗),

where in the second inequality sign we have used Lemma 3.3.

As an immediate consequence of Theorem 7.1 we get that the mean-varianceis a function of the expected terminal wealth. An investor is now able toplot a graph for different expected terminal wealths. Let us denote with ω :=E(Xϕ(T )) the expected wealth after T periods. Now we can plug it into theresult of Theorem 7.1 to get

Var(ω) = x2

(ω

x

) 2T

+

(T√

ωx − 1− r

Θ

)2T

−(ωx

)2 .If we know our desirable expected terminal wealth, then we can calculate λ andthe portfolio construction strategy. Another way is that we accept a certainamount as variance, and then we calculate ω and set this equal to C. Then weare able to calculate the optimal portfolio.

Example 7.2. Let r, b, σ, and x be as in Example 4.3 and let C = 1110 andT = 2. Now we calculate

λ =

√11101000 − 1− 0.05∥∥∥∥∥∥∥

0.2 0.01 0.030.1 0.3 0.040.05 0.03 0.1

−10.050.150.25

∥∥∥∥∥∥∥≈ 0.001416.

19


194

Then we find the variance of our portfolio with expected terminal wealth C as

Var(ϕ∗) = x2

((Cx

) 2T

+ λ2

)T−(C

x

)2

= 10002

[(1110

1000+ λ2

)2

−(

1110

1000

)2]≈ 4.453.

This is the minimal variance for the portfolio with an expected terminal wealthof 1110 at time 2. By Theorem 7.1, the optimal investment strategy is given by

ϕ∗ =

λ ·

0.041 0.0242 0.01330.0242 0.1016 0.0180.0133 0.018 0.0134

−10.050.150.25

∥∥∥∥∥∥∥ 0.2 0.01 0.03

0.1 0.3 0.040.05 0.03 0.1

−10.050.150.25

∥∥∥∥∥∥∥

≈

−0.003773−0.001042

0.015641

.

This means we invest 1.5641% of our initial wealth in asset 3. The rest isinvested risk free. Now we check if the expected wealth at time 2 really is 1110:

E(Xϕ(2)) = 1000 ·

1 + 0.05 + (ϕ∗)′

0.050.150.25

2

= 1110.

Remark 7.3. The presented results can also be generalized from difference equa-tions to dynamic equations on isolated time scales (see [2]). This will be donein a forthcoming paper of the authors.

References

[1] Nick H. Bingham and Rudiger Kiesel. Risk-neutral valuation. SpringerFinance. Springer-Verlag London Ltd., London, second edition, 2004. Pricingand hedging of financial derivatives.

[2] Martin Bohner and Allan Peterson. Dynamic equations on time scales: anintroduction with applications. Birkhauser, Boston, 2001.

[3] Susanne Emmer, Claudia Kluppelberg, and Ralf Korn. Optimal portfolioswith bounded capital at risk. Math. Finance, 11(4):365–384, 2001.

[4] Ralf Korn and Elke Korn. Optionsbewertung und Portfolio-Optimierung.Friedr. Vieweg & Sohn, Braunschweig, 1999. Moderne Methoden der Fi-nanzmathematik. [Modern methods in financial mathematics].

[5] Zhong-Fei Li, Kai W. Ng, Ken Seng Tan, and Hailiang Yang. A closed-formsolution to a dynamic portfolio optimization problem. Dyn. Contin. DiscreteImpuls. Syst. Ser. B Appl. Algorithms, 12(4):517–526, 2005.

20


195

[6] Zhong-Fei Li, Kai W. Ng, Ken Seng Tan, and Hailiang Yang. A closed-formsolution to a dynamic portfolio optimization problem. Actuarial Science,5(4), 2007.

[7] Harry Markowitz. Portfolio selection. The Journal of Finance, 7(1):77–91,1952.

21


196

TABLE OF CONTENTS, JOURNAL OF APPLIED FUNCTIONAL

ANALYSIS, VOL. 9, NO.’S 1-2, 2014

On an Abstract Nonlinear Volterra Integrodifferential Equation with Nonlocal Condition, Haribhau. L. Tidke, and Rupesh T. More,….…………………………………………………...13

Fixed Points and Orthogonal Stability of Functional Equations in Non-Archimedean Spaces, Choonkil Park, Yeol Je Cho, Prasit Cholamjiak, And Suthep Suantai,…………………………25

On the Generalized Sumudu Transforms, S.K.Q. Al-Omari,…………………………………..42

Lévy-Khinchin Type Formula for Elementary Definitizable Functions on Hypergroups, A. S. Okb-El-Bab, and H. A. Ghany,………………………………………………………………...54

*-Regularity of Operator Space Projective Tensor Product of C*-Algebras, Ajay Kumar, and Vandana Rajpal,………………………………………………………………………………...70

Chebyshev Cardinal Functions for Solutions of Transport Equation, Paria Sattari Shajari, and Karim Ivaz,……………………………………………………………………………………...81

Multiple Positive Solutions for Boundary Value Problem of Nonlinear Fractional Differential Equation, A. Guezane-Lakoud, and S. Bensebaa,………………………………………………87

Coupled Fixed Point Theorems in Cone Metric Spaces for a General Class of G-contractions, M.O. Olatinwo,………………………………………………………………………………….98

Non-Linear Symmetric Positive Systems, Jaime Navarro,…………………………………….108

On Expectation of Some Products of Wick Powers, Teresa Bermúdez, Antonio Martinón, Emilio Negrín,………………………………………………………………………………………….127

Solving Nonlinear Klein-Gordon Equation with High Accuracy Multiquadric Quasi-Interpolation Scheme, M. Sarboland, and A. Aminataei,……………………………………………………132

A Note on Strong Differential Subordinations using Sălăgean Operator and Ruscheweyh Derivative, Alina Alb Lupaș,………………………………………………………………….144

New Iterative Algorithms with Errors for Approximating Zeroes of m-accretive Operators, Heng-you Lan, and Yeol Je Cho,………………………………………………………………153

Numerical Methods to Solving of Volterra Integro-Differential Equations, Galina Y. Mehdiyeva, Mehriban N. Imanova, and Vagif R. Ibrahimov,………………………………………………164

Closed-Form Solutions to Discrete-Time Portfolio Optimization Problems, Martin Bohner, and Mathias Göggel,………………………………………………………………………………..176

Volume 9, Numbers 3-4 July-October 2014

ISSN:1559-1948 (PRINT), 1559-1956 (ONLINE) EUDOXUS PRESS,LLC

JOURNAL OF APPLIED FUNCTIONAL ANALYSIS GUEST EDITORS: MARGARETA HEILMANN, DANIELA KACSO, GERLIND PLONKA-HOCH, SPECIAL ISSUE “APPROXIMATION THEORY”, DEDICATED TO 65 TH BIRTHDAY OF HEINER GONSKA

199

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GUEST EDITORS: OF SPECIAL ISSUE “APPROXIMATION THEORY” Prof. Dr. Margareta Heilmann Faculty of Mathematics and Natural Sciences University of Wuppertal Gaussstr. 20 D-42119 Wuppertal, Germany [email protected] PD. Dr. Daniela Kacso Faculty of Mathematics Ruhr University of Bochum Universitätsstr. 150 D-44801 Bochum, Germany [email protected] Prof. Dr. Gerlind Plonka-Hoch Institute for Numerical and Applied Mathematics Georg-August University Göttingen Lotzestr. 16-18 D-37083 Göttingen, Germany [email protected]

DEDICATED TO 65TH BIRTHDAY OF Prof. Dr. dr.h.c. Heiner Gonska Faculty of Mathematics University of Duisburg-Essen Forsthausweg 2 D-47057 Duisburg, Germany [email protected]

211

HEINER GONSKAHEINER GONSKA

On the 65th Birthday of

Prof. Dr. dr.h.c. Heiner Gonska

Daniela Kacso1 and Jorg Wenz2

1 Faculty of MathematicsRuhr University of BochumD-44780 Bochum, Germany

[email protected] Dept. of Technomathematics

Hamm-Lippstadt University of Applied SciencesD-59063 Hamm, Germany

[email protected]

This issue of “Journal of Applied Functional Analysis” is dedicated to Pro-fessor Heiner Gonska who will celebrate his 65th birthday on January 6, 2014.

Heiner Gonska was born and grew up in Gelsenkirchen, Germany, which islocated in the region called Ruhrgebiet (meaning the area of the river Ruhr).After finishing high school (Gymnasium) in 1967 in Gelsenkirchen, he studiedmathematics, economy, philosophy and education science at the newly foundedRuhr University in Bochum, where he was a student of Hartmut Ehlich andWerner Haußmann. Both scholars had recently come from the south of Ger-many: Professor Ehlich was the head of the Institute of Numerical Mathematicsand Applied Approximation Theory, and, at the same time, director of the datacenter of the Ruhr University, with Werner Haußmann being his assistant. SoHeiner Gonska was present when applied mathematics started to grow in Ger-many, and universities in the Ruhr area were founded (next to Bochum, theuniversities of Dortmund, Hagen, Essen and Duisburg) and offered the chanceof higher education in this region.

His academic studies were interrupted by military service from 1968 to 1969,and in 1975 Heiner Gonska finished his studies at the Ruhr University of Bochumwith a diploma thesis on convergence theorems of Bohman-Korovkin-type forpositive linear operators. He followed then Werner Haussmann who, in thatyear, became a full professor at the University of Duisburg (now University ofDuisburg-Essen); the University of Duisburg seems to be a point in Heiner Gon-ska’s life to which he always returned, after quite a few longer absences. Whilebeing assistant (Wissenschaftlicher Assistent) to Prof. Simm and Prof. Hauß-mann from 1975 to 1982, he was at the same time, visiting assistant professorat the Rensselaer Polytechnic Institute, Troy, NY, from 1981 to 1982. Then he

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was assistant professor (Hochschulassistent) at Duisburg University from 1982till 1987, and also during this time, from 1983 till 1987, he worked as assistantprofessor at Drexel University, Philadelphia, PA. From 1987 to 1989, HeinerGonska was appointed temporary professor at University of Duisburg.

During this time, he finished his doctoral degree in 1979 with a dissertationon quantitative results on the approximation by positive linear operators, super-vised by Werner Haußmann and, in 1986, his “Habilitationsschrift” QuantitativeApproximation in C(X); two works that greatly influenced many researchers inthis topic.

Also while working as an assistant and later professor for mathematics atDuisburg, Troy and Drexel, Gonska became interested in the new topic of com-puter science and studied this field at the FernUniversitat Hagen, Germany,an open university, from 1980 to 1984. During his stays at US universities, healso learned to appreciate a certain brand of computers (at that time hardlyknown, but very popular nowadays). At his recommendation, when the mathe-matics department at the University of Duisburg decided to equip the stuff withpersonal computers, all of them were (and still are) marked with a certain fruit.

After this period of very intensive activity - graduation in mathematics,holding two positions on two continents at the same time over seven years, andstudying computer science, Heiner Gonska became a full professor for Theoret-ical Computer Science at the European Business School, a private universitynear Frankfurt, Germany, in 1989. He held this position till 1993, when hewas appointed full professor at the University of Duisburg. This is the positionHeiner Gonska has held since then.

The list of publications of Heiner Gonska contains so far more than 150papers and contributions. Most of them deal with different topics in approxi-mation theory, some also with applications in computer aided geometric design.His work on positive linear operators, in particular, pushed the research to thevery limits of what can be achieved in this area, solved problems that remainedopen for a long time and formulated further questions and conjectures thatinspired many researches around the world.

Next to his research activities, there are other things that are very specialto Professor Gonska: one of them is his early interest in Eastern Europeanand Asian works, another one is his awareness of the social aspects of being amathematician.

Let us start with the second aspect and mention one example of this aware-ness which is typical for him. In 1989, Heiner Gonska and Ewald Quak, at thattime University of Dortmund, realized that they frequently met at differentplaces all over the world, but never in the Ruhr area, where their universitieswere located at a distance of 50 kilometers from each other. So they camewith the idea to bring mathematicians with common interests in approximationtheory (and neighboring disciplines such as numerical mathematics) together;this was the starting point of the Oberseminar Rhein-Ruhr. Predominantly,mathematicians were addressed that were in a close regional distance. Sincethen, every year six to eight such local meetings have regularly been takingplace, and now five universities collaborate to make this happen. At the end

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KACSO-WENZ: 65TH BIRTHDAY OF H. GONSKA

214

of each winter semester, a two-day workshop is being organized and attractspeople also from the rest of Germany. Heiner Gonska made sure that especiallyyoung mathematicians got the chance to present their research results, withoutthe pressure of a large international conference. Also, a lot of German seniorexperts participated regularly in these workshops, giving friendly advises to theyoungsters. It has been almost 25 years now that Heiner contributes to bringpeople together in a casual setting and help young people start their conferenceexperience. Not only the authors of this contribution, but also many others arevery grateful to him for this fruitful experience he enabled.

Gonska’s early interest in Eastern European and Asian research activitieswas - to a certain extend - shared by other members of the Duisburg approxi-mation group as well (Proff. Haußmann, Jetter and Knoop). Being aware of thestrong contribution of eastern European mathematicians (Heiner Gonska andhis later wife Jutta Meier compiled a first bibliography on Approximation ofFunctions by Bernstein-type operators in 1983, analyzing piles of Eastern Eu-ropean journals) to approximation theory, he frequently contacted and visitedEastern European scientists, in spite of the Iron Curtain. As early as 1986,his first publications with coauthors from China and Romania appeared. Af-ter 1990, he was strongly engaged to help many mathematicians from EasternEurope to visit him at Duisburg and to collaborate with him and several otherpeople from his group. Aside from these collaborations with individuals, hewas among the initiators, organizers and members of the scientific committee ofRoGer (Romanian-German Seminar on Approximation Theory and its Applica-tions), a bi-national conference held every second year since 1994. He also was inthe scientific committee of two international conferences on Numerical Analysisand Approximation Theory in 2006 and 2010 in Cluj-Napoca, Romania.

His activies yielded, among others, many joint papers with co-authors fromChina and Eastern Europe. Among the ten habilitations and dissertations hesupervised so far, there are two PhD theses he supervised at Babes -BolyaiUniversity from Cluj-Napoca, Romania. Professor Gonska received a price fromthe Ministery of Education of the People’s Republic of China (1993), and anhonorary doctorate from the Babes-Bolyai University (1999). His collaborationwork was supported by many diverse grants, among which the largest one is theCenter of Excellence for Applications of Mathematics, financed by the GermanFederal Foreign Office and the German Academic Exchange Service (DAAD)with an amount of about one million Euros so far. This center, with Prof.Gonska as coordinator, involves 15 partner universities from ten south-easterncountries.

Heiner’s daughters, Jenny and Nadine, are both accomplishing now theiracademic studies, Nadine being also very successful in sports.

The authors of this article are positive to speak on behalf of all of ProfessorGonska’s students when expressing our best wishes for the future, in particularfor continuing success in his various professional activities and a life full of healthand happiness.

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KACSO-WENZ: 65TH BIRTHDAY OF H. GONSKA

215

Improvement and generalization of some

Ostrowski-type inequalities

Ana Maria Acu1 and Maria-Daniela Rusu2

1 Lucian Blaga University of Sibiu,

Department of Mathematics and Informatics

Str. Dr. I. Ratiu, No.5-7,RO-550012 Sibiu, Romania

E-mail: [email protected] of Duisburg-Essen

Faculty of Mathematics

Forsthausweg 2, 47057 Duisburg, Germany


Dedicated to the 65th birthday of Professor Heiner Gonska

Abstract

Several inequalities of Ostrowski-type available in the literature are

generalized and improved. New bounds for the error in some numerical

integration rules are derived.

2010 AMS Subject Classification : 65D30, 65D32, 26A15.Key Words and Phrases: Chebyshev functional, Chebyshev-type inequality,Gruss-type inequality, Ostrowski-type inequality, moduli of smoothness.

1 Introduction

In the last years, Gruss- and Ostrowski-type inequalities have attracted muchattention, because of their applications in mathematical statistics, econometricsand actuarial mathematics. In this paper, we improve and generalize someOstrowski-type inequalities involving differentiable mappings. The connectionbetween the Ostrowski and the Gruss inequality is emphasized, explaining inthis way the term ”Ostrowski-Gruss-type inequalities” used in the literature.Some generalizations of these inequalities, using the least concave majorant ofthe modulus of continuity and the second order modulus of smoothness, are

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216


considered. B. Gavrea and I. Gavrea [6] were the first to observe the possibilityof using moduli in this context. The functional given by

T (f, g) :=1

b− a

∫ b

a

f(t)g(t)dt− 1b− a

∫ b

a

f(t)dt · 1b− a

∫ b

a

g(t)dt, (1.1)

where f, g : [a, b]→ R are integrable functions, is well known in the literature asthe Chebyshev functional (see [2]). In 1935, G. Gruss [9] obtained the followingresult.

Theorem 1 Let f and g be two functions defined and integrable on [a, b]. Ifm ≤ f(x) ≤M and p ≤ g(x) ≤ P for all x ∈ [a, b], then we have

|T (f, g)| ≤ 14

(M−m)(P−p). (1.2)

The constant 1/4 is the best possible.

In 1882, P.L. Chebyshev [2] obtained the following inequality.

Theorem 2 If f, g ∈ C1[a, b], then

|T (f, g)| ≤ 112‖f ′‖∞‖g′‖∞(b− a)2 (1.3)

holds, where ‖f ′‖∞ := supt∈[a,b]

|f ′(t)|. The constant112

cannot be improved in the

general case.

In 1970, A. Ostrowski [12] proved the following result, which is a combinationof the Chebyshev and the Gruss results (1.3) and (1.2).

Theorem 3 If f is Lebesgue integrable on [a, b] satisfying m ≤ f(x) ≤ M ,x ∈ [a, b] and g : [a, b]→ R is absolutely continuous with g′ ∈ L∞[a, b], then theinequality

|T (f, g)| ≤ 18

(b− a)(M −m)‖g′‖∞ (1.4)

holds. The constant18

is sharp.

Remark 4 The inequalities (1.2) and(1.4) are known in the literature as Gruss-type inequalities, but we consider them to be of Chebyshev-Gruss-type.

Another celebrated classical inequality was proved by A. Ostrowski [11] in1938, which we cite below in the form given by G.A. Anastassiou in 1995(see [3]).

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ACU-RUSU: OSTROWSKI INEQUALITIES

217

Theorem 5 Let f be in C1[a, b], x ∈ [a, b]. Then∣∣∣∣∣f(x)− 1b− a

∫ b

a

f(t)dt

∣∣∣∣∣ ≤ (x− a)2 + (b− x)2

2(b− a)‖f ′‖∞. (1.5)

This inequality gives an upper bound for the approximation of the averagevalue of the function f by the value f(x) at the point x ∈ [a, b]. In 1997,S.S. Dragomir and S. Wang [5] applied Theorem 1 to the mappings f ′(t) and

p(x, t) =t− a, t ∈ [a, x]t− b, t ∈ (x, b]

, obtaining a new result for bounded differentiable

mappings, which is known as the Ostrowski-Gruss-type inequality.

Theorem 6 (see Theorem 2.1 in [5]) Let f : I ⊆ R → R be a differentiablemapping in Int(I) and let a, b ∈ Int(I) with a < b. If f ′ ∈ L1[a, b] andγ ≤ f ′(x) ≤ Γ, ∀ x ∈ [a, b], then we have the following inequality∣∣∣∣∣f(x)− 1

b− a

∫ b

a

f(t)dt− f(b)− f(a)b− a

(x− a+ b

2

)∣∣∣∣∣ ≤ 14

(b− a)(Γ− γ).

This inequality has been improved by M. Matic et al. ([10]), as shown in thefollwing theorem.

Theorem 7 (see Theorem 6 in [10]) Let f : I → R, where I ⊆ R is an interval,be a mapping which is differentiable in the interior Int(I) of I, and let a, b ∈Int(I) with a < b. If γ ≤ f ′(x) ≤ Γ, for x ∈ [a, b] and some constants γ,Γ ∈ R,then, for all x ∈ [a, b], we have∣∣∣∣∣f(x)− 1

b− a

∫ b

a


(x− a+ b

2

)∣∣∣∣∣ ≤ 14√

3(b− a)(Γ− γ).

This result is improved by X.L. Cheng in [4], as follows in the next theorem.He also proved that the constant 1/8 is sharp.

Theorem 8 (see Theorem 1.5. in [4]) Let the assumptions of Theorem 7 hold.Then, for all x ∈ [a, b], we have∣∣∣∣∣f(x)− 1

b− a

∫ b

a


(x− a+ b

2

)∣∣∣∣∣≤ 18

(b− a) (Γ− γ). (1.6)

In [14], N. Ujevic proved the following, involving the second derivative of themapping f .

Theorem 9 (see Theorem 4 in [14]) Let f : I → R, where I ⊂ R an interval,be a twice continuously differentiable mapping in the interior Int(I) of I with

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218

f ′′ ∈ L2(a, b), and let a, b ∈ Int(I), a < b. Then we have, for all x ∈ [a, b],∣∣∣∣∣f(x)− 1b− a

∫ b

a


(x− a+ b

2

)∣∣∣∣∣ ≤ (b− a)3/2

2π√

3‖f ′′‖2,

(1.7)

Remark 10 The above results are known in the literature as Ostrowski-Gruss-type inequalities, because on the left hand-side there are Ostrowski-type expres-sions present, while the right hand-side looks of Gruss type. Nevertheless, be-cause Gruss-type inequalities involve the Chebyshev functional on the left hand-side, we consider these inequalities to be of modified Ostrowski-type.

For brevity, in the sequel we will denote

Mx[f ] := f(x)− 1b− a

∫ b

a


(x− a+ b

2

),

where f : [a, b]→ R is an integrable function and x ∈ [a, b].The structure of this paper is as follows: in Section 2 we give new bounds

and improve some inequalities available in the literature for the functionalMx[f ] (see [4], [14]), involving the least concave majorant of the modulus ofcontinuity and the second order modulus of smoothness. In Section 3, usingPeano’s theorem, we propose a generalization of some Ostrowski-typeinequalities. Finally, in Section 4, we provide new estimates for the error insome numerical integration rules.

2 Ostrowski-type inequalities in terms of the least

concave majorant and moduli of smoothness

The aim of this section is to give new inequalities for the functional Mx[f ],involving the second derivative of the mapping f . Also, we will extend theinequalities mentioned in the previous section, by using the least concavemajorant of the modulus of continuity, K-functionals and second ordermoduli of smoothness.

Theorem 11 Let f : [a, b] → R be twice differentiable on the interval (a, b),with the second derivative bounded on (a,b), i.e., ‖f ′′‖∞ := sup

t∈(a,b)

|f ′′(t)| <∞.

Then, for all x ∈ [a, b], we get |Mx[f ]| ≤ u(x; a, b)b− a

· ‖f ′′‖∞,

where u(x; a, b) =

u1(x; a, b), x∈

[a, a+b2

],

u2(x; a, b), x∈(a+b2 , b

],

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219

u1(x; a, b) =12

[−4abx+

a3

2− 8

3x3+

b3

6+3bx2+

32ba2−3xa2+5ax2+

12ab2−xb2

],

u2(x; a, b) =12

[4abx− b

3

2+

83x3− a

3

6−3ax2− 3

2ab2+3xb2−5bx2− 1

2ba2+xa2

].

Proof. We define

P(x, t) =

12

(t+ b− 2x)(t− a), t ∈ [a, x],12

(t+ a− 2x)(t− b), t ∈ (x, b].(2.1)

Integrating by parts, we have∫ b

a

P(x, t)f ′′(t)dt =∫ b

a

f(t)dt− (b− a)f(x) +(x− a+ b

2

)(f(b)− f(a)) .

From the above relation, we get

|Mx[f ]| = 1b− a

∣∣∣∣∣∫ b

a

P(x, t)f ′′(t)dt

∣∣∣∣∣ ≤ 1b− a

‖f ′′‖∞ ·∫ b

a

|P(x, t)|dt.

Since∫ b

a

|P(x, t)|dt = u(x; a, b), the inequality (11) is proved.

Remark 12 Since u(x; a, b) ≤ (b− a)3

12, from inequality (11) it follows

|Mx[f ]| ≤ (b− a)2

12· ‖f ′′‖∞.

Theorem 13 Let f : [a, b] → R be twice differentiable on the interval (a, b),with f ′′ ∈ L2[a, b]. Then, for all x ∈ [a, b], we have

|Mx[f ]| ≤√µ(x; a, b)b− a

‖f ′′‖2, where (2.2)

µ(x; a, b) =14

(b− a)x4 − 12

(b2 − a2)x3 + x2

[12

(ab2 − a2b) +13

(b3 − a3)]

+x[

13(ba3 − ab3

)+

112(a4 − b4

)]+

1120

(b5 − a5) +124(ab4 − ba4

)+

112

(a2b3 − b2a3).

Proof. If we consider the function P(x, t) defined in (2.1), it follows

|Mx[f ]| = 1b− a

∣∣∣∣∣∫ b

a


∣∣∣∣∣ ≤ ‖f ′′‖2b− a

[∫ b

a

(P(x, t))2dt

]1/2

=

√µ(x; a, b)b− a

‖f ′′‖2.

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220

Remark 14 For a = 0 and b = 1, the inequalities (1.7) and (2.2), respectively,become

|Mx[f ]| ≤ 12π√

3‖f ′′‖2 ≈ 0.0919‖f ′′‖2, and

|Mx[f ]| ≤√

1120

+x4

4− x3

2− x

12+x2

3· ‖f ′′‖2 ≤

√30

60‖f ′′‖2 ≈ 0.0913‖f ′′‖2,

respectively. In this particular case, our estimates are better than N. Ujevic’sresult (1.7).

Theorem 15 Let f : [a, b] → R be twice differentiable on the interval (a, b),with f ′′ ∈ L1[a, b]. Then, for all x ∈ [a, b], we have

|Mx[f ]|≤ ν(x; a, b)b− a

·‖f ′′‖1, where ν(x; a, b)=

12

(x− a+b

2

)2

, x∈ [x1, x2],

12

(x−a)(b−x), x∈ [a, b] \ [x1, x2],

(2.3)for

x1 =(2 +

√2)a+ (2−

√2)b

4, x2 =

(2−√

2)a+ (2 +√

2)b4

.

Proof. If we consider the function P(x, t) defined by (2.1), it follows

|Mx[f ]| = 1b− a

∣∣∣∣∣∫ b

a


∣∣∣∣∣ ≤ ‖f ′′‖1b− asupt∈[a,b]

|P(x, t)| = ν(x; a, b) · ‖f′′‖1

b− a.

In order to formulate the next result we need the following

Definition 16 Let f ∈ C[a, b]. If, for t ∈ [0,∞), the quantity

ω(f ; t) = sup |f(x)− f(y)| , |x− y| ≤ t

is the usual modulus of continuity, its least concave majorant is given by

ω(f ; t) = sup

(t− x)ω(f ; y) + (y − t)ω(f ;x)y − x

; 0 ≤ x ≤ t ≤ y ≤ b− a, x 6= y

.

Let I = [a, b] be a compact interval of the real axis and f ∈ C(I). In [13],the following result for the least concave majorant is proved:

K

(t

2, f ;C[a, b], C1[a, b]

):= inf

g∈C1(I)

(‖f − g‖∞ +

t

2‖g′‖∞

)=

12ω(f ; t), t ≥ 0.

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221

Theorem 17 If f ∈ C1[a, b], then

|Mx[f ]| ≤ b− a8

ω

(f ′;

8u(x; a, b)(b− a)2

),

where the constant u(x; a, b) is defined in Theorem 11.

Proof. Let Ax : C[a, b]→ R be defined by

Ax[f ] =∫ x

a

(t− x+

b− a2

)f(t)dt+

∫ b

x

(t− x− b− a

2

)f(t)dt.

We have

|Ax[f ]| ≤ ‖f‖∞·

∫ x

a

∣∣∣∣t− x+b− a

2

∣∣∣∣ dt+∫ b

x

∣∣∣∣t− x− b− a2

∣∣∣∣ dt

=(b− a)2

4·‖f‖∞.

(2.4)Let g ∈ C1[a, b] and P(x, t) be the mapping defined by (2.1). We obtain∫ b

a

P(x, t)g′(t)dt = −∫ x

a

(t− x+

b− a2

)g(t)dt−

∫ b

x

(t− x− b− a

2

)g(t)dt,

namely

|Ax[g]| =

∣∣∣∣∣∫ b

a

P(x, t)g′(t)dt

∣∣∣∣∣ ≤ ‖g′‖∞ ·∫ b

a

|P(x, t)|dt = ‖g′‖∞ · u(x; a, b). (2.5)

From relations (2.4) and (2.5), we have

|Ax[f ]| = |Ax(f − g + g)| ≤ |Ax(f − g)|+ |Ax(g)|

≤ (b− a)2

4‖f − g‖∞ + ‖g′‖∞ · u(x; a, b)

≤ (b− a)2

4inf

g∈C1[a,b]

‖f − g‖∞ +

4u(x; a, b)(b− a)2

‖g′‖∞.

Therefore,

|Ax[f ]| ≤ (b− a)2

8ω

(f ;

8u(x; a, b)(b− a)2

). (2.6)

If we write (2.6) for the function f ′, we obtain inequality (17).

Theorem 18 If f ∈ C[a, b], then for all x ∈ [a, b], we have

|Mx[f ]| ≤ 3K(u(x; a, b)3(b− a)

; f ;C[a, b], C2[a, b]), (2.7)

7


222

whereK(t; f ;C[a, b], C2[a, b]

):= inf

g∈C2[a,b]‖f − g‖∞ + t‖g′′‖∞.

Proof. For any f ∈ C[a, b], |Mx[f ]| ≤ 3‖f‖∞. For g ∈ C2[a, b], fromTheorem 11 we get

|Mx[g]| ≤ u(x; a, b)b− a

‖g′′‖∞.

So, for f ∈ C[a, b] fixed and g ∈ C2[a, b] arbitrary, we have

|Mx[f ]| ≤ |Mx[f − g]|+ |Mx[g]| ≤ 3‖f − g‖∞ +u(x; a, b)b− a

‖g′′‖∞

= 3‖f − g‖∞ +u(x; a, b)3(b− a)

‖g′′‖∞.

Passing to the infimum over g ∈ C2[a, b] gives relation (2.7).An upper bound in terms of the second modulus of smoothness will be

considered in the next part of this paper. For brevity, in the sequel we will take[a, b] = [0, 1]. In order to formulate our result, we need the following lemma(see [12], [8]).

Lemma 19 For f ∈ C[0, 1], 0 < h ≤ 12

fixed and any ε > 0, there are polyno-

mials p = p(f, h), such that

‖f − p‖∞ ≤34ω2(f ;h) + ε, ‖p′′‖∞ ≤

32h2

ω2(f ;h)

hold.

Theorem 20 If f ∈ C[0, 1], then for all x ∈ [0, 1], the following inequalityholds

|Mx[f ]| ≤ 154ω2

(f ;√u(x; 0, 1)

). (2.8)

Proof. Let ε > 0 be arbitrarily given. For f ∈ C[0, 1] and 0 < h ≤ 12

, we

consider the polynomial p = p(f, h) in Lemma 19. Since p ∈ C2[0, 1], from theproof of Theorem 18 we have

|Mx[f ]| ≤ 3‖f − p‖∞ +

u(x; 0, 1)3

‖p′′‖∞

≤ 3

34ω2(f ;h) + ε+

u(x; 0, 1)2h2

ω2(f ;h).

Letting ε tend to zero shows that

|Mx[f ]| ≤ 3

34

+u(x; 0, 1)

2h2

ω2(f ;h), where 0 < h ≤ 1

2is arbitrary.

8


223

Now choose h =√u(x; 0, 1) ≤ 1√

12. This implies relation (2.8).

3 A generalized Ostrowski-type inequality

Inequalities for a linear functional in terms of a variety of norms are givenin this section. For the particular cases, some inequalities of Ostrowski- andOstrowski-Gruss-type from the literature are retrieved. Let L : Cn+1[a, b]→ Rbe a linear functional, with degree of exactness n (L(ei) = 0, ei(x) = xi, i =0, n). Using Peano’s theorem, the functional has the following integral rep-resentation L[f ] =

∫ baK(t)f (n+1)(t)dt,where K(t) = L

((x−t)n

+n!

). Denote by

L[f ] = L[f ]−A[f (n)(b)− f (n)(a)

], where A =

1b− a

∫ b

a

K(t)dt. Since the func-

tional L has degree of exactness n, it follows L[f ] =∫ b

a

K(t)f (n+1)(t)dt, where

K(t) = L

((x− t)n+

n!

)= L

((x− t)n+

n!

)−A = K(t)−A. From the above rela-

tion, we remark that∫ b

a

K(t)dt = 0.

Remark 21 a) The functional

L[f ] = f(x)− 1b− a

∫ b

a

f(t)dt (3.1)

has degree of exactness n = 0 and it holds that

L[f ] =Mx[f ] := f(x)− 1b− a

∫ b

a


(x− a+ b

2

),

with K(t) =

t− ab− a

, t ∈ [a, x],

t− bb− a

, t ∈ (x, b],and K(t) =

1

b− a

[t− x+

b− a2

], t ∈ [a, x],

1b− a

[t− x− b− a

2

], t ∈ (x, b].

b) The functional

L[f ] =12

[f(x) + f(a)]− 1b− a

∫ b

a

f(t)dt (3.2)

has degree of exactness n = 0 and

L[f ] = Nx[f ] :=12f(x)− 1

b− a

∫ b

a

f(t)dt− (x− b)f(b)− (x− a)f(a)2(b− a)

,

9


224

with

K(t) =

12− b− tb− a

, t ∈ [a, x],

− b− tb− a

, t ∈ (x, b],K(t) =

1

b− a

[t− x+ a

2

], t ∈ [a, x],

1b− a

[t− x+ b

2

], t ∈ (x, b].

Denote byWnp [a, b] =

f ∈ Cn[a, b], f (n) absolutely continuous, ‖f (n+1)‖p <∞

,

where

‖f‖p :=

∫ b

a

|f(x)|p dx

1p

, for 1 ≤ p <∞,

‖f‖∞ := supx∈[a,b]

|f(x)| .

Using the following relation

L[f ] =∫ b

a

K(t)f (n+1)(t)dt =∫ b

a

[K(t)− 1

b−a

∫ b

a

K(t)dt

]f (n+1)(t)dt (3.3)

= (b−a)T(K, f (n+1)

),

we obtain the next results.

Theorem 22 Let f ∈ Wn∞[a, b] and γ ≤ f (n+1)(t) ≤ Γ, for all t ∈ [a, b] and

some constants γ,Γ ∈ IR. Then the inequality∣∣∣L[f ]

∣∣∣ ≤ Γ−γ2 · ‖K‖1 holds.

Proof. Since∫ b

a

K(t)dt = 0, we have

∣∣∣L[f ]∣∣∣ =

∣∣∣∣∣∫ b

a

K(t)f (n+1)(t)dt

∣∣∣∣∣ =

∣∣∣∣∣∫ b

a

K(t)(f (n+1)(t)− Γ + γ

2

)dt

∣∣∣∣∣≤ supt∈[a,b]

∣∣∣∣f (n+1)(t)− Γ + γ

2

∣∣∣∣ · ∫ b

a

|K(t)|dt ≤ Γ− γ2· ‖K‖1.

Remark 23 Using Remark 21 and applying Theorem 22 for the functionalsNx[f ] and Mx[f ], we obtain the results given by X.L. Cheng in [4], namely

|Mx[f ]| ≤ 18

(b− a) (Γ− γ), |Nx[f ]| ≤ (x−a)2+(b−x)2

8(b−a)(Γ−γ).

10


225

Theorem 24 Let f ∈Wn1 [a, b] and γ ≤ f (n+1)(t), for all t ∈ [a, b]. Then

|L[f ]| ≤ ‖K‖∞ ·[f (n)(b)− f (n)(a)

b− a− γ]

(b− a).

Proof. Since∫ b

a

K(t)dt = 0, we have

∣∣∣L[f ]∣∣∣ =

∣∣∣∣∣∫ b

a

K(t)f (n+1)(t)dt

∣∣∣∣∣ =

∣∣∣∣∣∫ b

a

K(t)(f (n+1)(t)− γ

)dt

∣∣∣∣∣≤ supt∈[a,b]

∣∣∣K(t)∣∣∣ · ∫ b

a

(fn+1(t)− γ

)dt = ‖K‖∞ ·

[f (n)(b)− f (n)(a)

b− a− γ]

(b− a).

Theorem 25 Let f ∈Wn1 [a, b] and f (n+1)(t) ≤ Γ , for all t ∈ [a, b]. Then

|L[f ]| ≤ ‖K‖∞ ·[Γ− f (n)(b)− f (n)(a)

b− a

](b− a).

Theorem 26 If f ∈Wn2 [a, b], then

|L[f ]| ≤ (b− a)√T (K,K) ·

√T (f (n+1), f (n+1)). (3.4)

The inequality (3.4) is sharp, in the sense that the constant (b − a)√T (K,K)

cannot be replaced by a smaller ones.

Proof. The inequality (3.4) follows easily from relation (3.3).To prove that the constant (b−a)

√T (K,K) cannot be replaced by a smaller

ones, we define the function F ∈ Cn+1[a, b], such that F (n+1)(x) = K(x),x ∈ [a, b]. For the function F , the right hand-side of (3.4) is equal with(b− a)T (K,K) and the left hand-side becomes

∣∣∣L[F ]∣∣∣ =

∫ b

a

K(t)K(t)dt =∫ b

a

(K(t)− 1

b− a

∫ b

a

K(t)dt

)K(t)dt

=∫ b

a

K(t)2dt− 1b− a

∫ b

a

K(t)dt∫ b

a

K(t)dt = (b− a)T (K,K).

Corollary 27 If f, g ∈ C1[a, b], then |Mx[f ]| ≤ b− a√12·√T (f ′, f ′),

and |Nx[f ]| ≤√a2 − 3xa+ ab+ b2 − 3bx+ 3x2

√12

·√T (f ′, f ′).

11


226

In [3] P. Cerone and S.S. Dragomir proved the following inequality for thefunctional T (f, g).

Theorem 28 Assume that f : [a, b]→ R is a measurable function on [a, b] and

such that f := f − 1b− a

∫ b

a

f(t)dt, ef ∈ L2[a, b], where e(t) = t, t ∈ [a, b].

If g : [a, b] → R is absolutely continuous and g′ ∈ L2[a, b], then we have theinequality

|T (f, g)| ≤ 2b− a

‖g′‖2 ·

∫ b

a

f(t)2dt ·∫ b

a

t2f(t)2dt−

(∫ b

a

tf(t)2dt

)2

∫ b

a

f(t)2dt

1/2

≤ 2b− a

‖g′‖2 · ‖ef‖2.

Using P. Cerone and S.S. Dragomir’s result, a new inequality for thefunctional L[f ] in L2-norm can be given.

Theorem 29 Let f : [a, b] → R be (n + 2)-differentiable on the interval (a, b),with f (n+2) ∈ L2[a, b]. Then

‖L[f ]‖≤2‖f (n+2)‖2 ·

∫ b

a

K(t)2dt ·∫ b

a

t2K(t)2dt−

(∫ b

a

tK(t)2dt

)2

∫ b

a

K(t)2dt

1/2

. (3.5)

Proof. Since L[f ] = (b− a)T(K, f (n+1)

), using Theorem 28, the inequality

(3.5) holds.

Corollary 30 Let f : [0, 1] → R be twice differentiable on the interval (0, 1),with f ′′ ∈ L2[0, 1]. Then, for all x ∈ [0, 1], we have

|Mx[f ]| ≤ 130

√−4800x6+14400x5−16200x4+8400x3−1800x2+45 · ‖f ′′‖2,

(3.6)

|Nx[f ]| ≤√

1530

√40x6−120x5+180x4−160x3+84x2−24x+3

3x2− 3x+1· ‖f ′′‖2. (3.7)

Proof. Let us consider the functions K and K, defined in Remark 21 a). SinceMx[f ] = L[f ], applying Theorem 29, the inequality (3.6) holds. In a similar

12


227

way, for the functions K and K defined in Remark 21 b), we prove the inequality(3.7).

4 Application to numerical quadrature rules

In this section we give some applications of the Ostrowski-type inequalities.Using the previous results, we derive new error-bounds in some numericalintegration rules.

Let ∆n : a = x0 < x1 < · · · < xn−1 < xn = b be a partition of [a, b], and ξ =(ξ0, ξ1, · · · , ξn−1), ξi ∈ [xi, xi+1], i = 0, n− 1 be an intermediate point vector.

Denote by Q(f,∆n, ξ) :=n−1∑i=0

hif(ξi)−n−1∑i=0

(ξi −

xi + xi+1

2

)(f(xi+1)− f(xi))

a quadrature rule, where hi = xi+1 − xi, i = 0, n− 1.

Theorem 31 Let f : [a, b] → R be twice differentiable on the interval (a, b),with second derivative bounded on (a, b), i.e., ‖f ′′‖∞ := sup

t∈(a,b)

|f ′′(t)| < ∞.

Then

∣∣∣∣∣∫ b

a

f(t)dt−Q(f,∆n, ξ)

∣∣∣∣∣ ≤n−1∑i=0

u(ξi;xi, xi+1) · ‖f ′′‖(i)∞ holds, where the

function u is defined in (11) and ‖f ′′‖(i)∞ = supt∈[xi,xi+1]

|f(t)|.

Theorem 32 Let f : [a, b] → R be twice differentiable on the interval (a, b),

with f ′′ ∈ L2[a, b]. Then

∣∣∣∣∣∫ b

a

f(t)dt−Q(f,∆n, ξ)

∣∣∣∣∣ ≤n−1∑i=0

√µ(ξi;xi, xi+1)‖f ′′‖(i)2 ,

where the function µ is defined by (2.2) and ‖f ′′‖(i)2 =(∫ xi+1

xi

f ′′(t)2dt

)1/2

.

Theorem 33 Let f : [a, b] → R be twice differentiable on the interval (a, b),

with f ′′ ∈ L1[a, b]. Then

∣∣∣∣∣∫ b

a

f(t)−Q(f,∆n, ξ)

∣∣∣∣∣ ≤n−1∑i=0

ν(ξi;xi, xi+1) · ‖f ′′‖(i)1 ,

where the function ν is defined in (2.3) and ‖f ′′‖(i)1 =∫ xi+1

xi

|f ′′(t)|dt.

Remark 34 Taking ξi =xi + xi+1

2, i = 0, n− 1 in the above theorems, the

error bounds of the mid-point quadrature rule, defined by

QM (f,∆n) =n−1∑i=0

hif

(xi + xi+1

2

), are obtained. For ξi = xi and ξi = xi+1,

respectively, in the above theorems, bounds for the error in the trapezoid

quadrature rule, defined by QT (f,∆n) =n−1∑i=0

hif(xi) + f(xi+1)

2, are obtained.

13


228

References

[1] G.A. Anastassiou, Ostrowski type inequalities, Proc. AMS, 123(1995), 3775-3781.

[2] P.L. Chebyshev, Sur les expressions approximatives des integrales definiespar les autres prises entre les memes limites, Proc. Math. Soc. Kharkov,2(1882), 93-98 (Russian), translated in Oeuvres, 2(1907), 716-719.

[3] P. Cerone, S.S. Dragomir, New bounds for the Chebyshev functional, Ap-plied Mathematics Letters, 18(2005), 603-611.

[4] X.L. Cheng, Improvement of some Ostrowski-Gruss type inequalities, Com-put. Math. Appl., 42(2001), 109-114.

[5] S.S. Dragomir, S. Wang, An inequality of Ostrowski-Gruss type and itsapplications to the estimation of error bounds for some special means andfor some numerical quadrature rules, Computers Math. Applic., 33(1997),16-20.

[6] B. Gavrea, I. Gavrea, Ostrowski type inequalities from a linear functionalpoint of view, J. Inequal. Pure Appl. Math., 1(2000), article 11.

[7] H. Gonska, R. Kovacheva, The second order modulus revisited: remarks,applications, problems, Conf. Sem. Mat. Univ. Bari, 257(1994), 1-32.

[8] H. Gonska, I. Rasa, A Voronovskaya estimate with second order modulus ofsmoothness, Proc. of the 5th Int. Symp.”Mathematical Inequalities” Sibiu,25-27 Sept. 2008, 76-90.

[9] G. Gruss, Uber das Maximum des absoluten Betrages von1b−a

∫ baf(x)g(x)dx − 1

(b−a)2

∫ baf(x)dx ·

∫ bag(x)dx, Math. Z., 39(1935),

215-226.

[10] M. Matic, J. Pecaric, N. Ujevic, Improvement and further generalizationof some inequalities of Ostrowski Gruss type, Computers Math. Applic.,39(2000) (3/4), 161-175.

[11] A. Ostrowski, Uber die Absolutabweichung einer differentiierbaren Funktionvon ihrem Integralmittelwert, Comment. Math. Helv., 10(1938), 226-227.

[12] A. Ostrowski, On an integral inequality, Aequ. Math., 4(1970), 358-373.

[13] E.M. Semenov, B.S. Mitjagin, Lack of interpolation of linear operators inspaces of smooth functions, Math. USSR-Izv., 11(1977), 1229-1266.

[14] N. Ujevic, New bounds for the first inequality of Ostrowski-Gruss type andapplications, Comput. Math. Appl., 46(2003), No. 2-3, 421-427.

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229

Balanced Canavati type Fractional Opial

Inequalities

George A. Anastassiou

Department of Mathematical Sciences

University of Memphis

Memphis, TN 38152, U.S.A.

[email protected]


Abstract

Here we present Lp, p > 1, fractional Opial type inequalities subject to

high order boundary conditions. They involve the right and left Canavati

type generalised fractional derivatives. These derivatives are mixed to-

gether into the balanced Canavati type generalised fractional derivative.

This balanced fractional derivative is introduced and activated here for

the first time.

2010 AMS Subject Classification : 26A33, 26D10, 26D15.

Key Words and Phrases: Opial inequality, fractional inequality, Canavati

fractional derivative, boundary conditions.

1 Introduction

This article is inspired by the famous theorem of Z. Opial [10], 1960, which

follows.

Theorem 1 Let x (t) ∈ C1 ([0, h]) be such that x (0) = x (h) = 0, and x (t) > 0

in (0, h) . Then ∫ h

0

|x (t)x′ (t)| dt ≤ h

4

∫ h

0

(x′ (t))2dt. (1)

In (1), the constant h4 is the best possible. Inequality (1) holds as equality for

the optimal function

x (t) =

ct, 0 ≤ t ≤ h

2 ,

c (h− t) , h2 ≤ t ≤ h,

1

230


where c > 0 is an arbitrary constant.

To prove easier Theorem 1, Beesack [4] proved the following well-known

Opial type inequality which is used very commonly.

This is another inspiration to our work.

Theorem 2 Let x (t) be absolutely continuous in [0, a], and x (0) = 0. Then∫ a

0

|x (t)x′ (t)| dt ≤ a

2

∫ a

0

(x′ (t))2dt. (2)

Inequality (2) is sharp, it is attained by x (t) = ct, c > 0 is an arbitrary constant.

Opial type inequalities are used a lot in proving uniqueness of solutions to

differential equations, also to give upper bounds to their solutions.

By themselves have made a great subject of intensive research and there

exists a great literature about them.

Typical and great sources on them are the monographs [1], [2].

We define here the balanced Canavati type fractional derivative and we prove

related Opial type inequalities subject to boundary conditions.

These have smaller constants than in other Opial inequalities when using

traditional fractional derivatives.

2 Background

Let ν > 0, n := [ν] (integral part of ν), and α := ν−n (0 < α < 1). The gamma

function Γ is given by Γ (ν) =∫∞0e−ttν−1dt. Here [a, b] ⊆ R, x, x0 ∈ [a, b] such

that x ≥ x0, where x0 is fixed. Let f ∈ C ([a, b]) and define the left Riemann-

Liouville integral

(Jx0ν f) (x) :=

1

Γ (ν)

∫ x

x0

(x− t)ν−1 f (t) dt, (3)

x0 ≤ x ≤ b. We define the subspace Cνx0([a.b]) of Cn ([a, b]):

Cνx0([a, b]) :=

f ∈ Cn ([a, b]) : Jx0

1−αf(n) ∈ C1 ([x0, b])

. (4)

For f ∈ Cνx0([a, b]), we define the left generalized ν-fractional derivative of

f over [x0, b] as

Dνx0f :=

(Jx01−αf

(n))′, (5)

see [2], p. 24, and Canavati derivative in [5].

Notice that Dνx0f ∈ C ([x0, b]) .

We need the following generalization of Taylor’s formula at the fractional

level, see [2], pp. 8-10, and [5].

2

ANASTASSIOU: OPIAL INEQUALITIES

231

Theorem 3 Let f ∈ Cνx0([a, b]), x0 ∈ [a, b] fixed.

(i) If ν ≥ 1 then

f (x) = f (x0)+f ′ (x0) (x− x0)+f ′′ (x0)(x− x0)

2

2+...+f (n−1) (x0)

(x− x0)n−1

(n− 1)!(6)

+(Jx0ν Dν

x0f)

(x) , all x ∈ [a, b] : x ≥ x0.(ii) If 0 < ν < 1 we get

f (x) =(Jx0ν Dν

x0f)

(x) , all x ∈ [a, b] : x ≥ x0 (7)

We will use (6) and (7).

Furthermore we need:

Let α > 0, m = [α], β = α − m, 0 < β < 1, f ∈ C ([a, b]), call the right

Riemann-Liouville fractional integral operator by(Jαb−f

)(x) :=

1

Γ (α)

∫ b

x

(J − x)α−1

f (J) dJ, (8)

x ∈ [a, b], see also [3], [6], [7], [8], [11]. Define the subspace of functions

Cαb− ([a, b]) :=f ∈ Cm ([a, b]) : J1−β

b− f (m) ∈ C1 ([a, b]). (9)

Define the right generalized α-fractional derivative of f over [a, b] as

Dαb−f := (−1)

m−1(J1−βb− f (m)

)′, (10)

see [3]. We set D0b−f = f . Notice that Dα

b−f ∈ C ([a, b]) .

From [3], we need the following Taylor fractional formula.

Theorem 4 Let f ∈ Cαb− ([a, b]), α > 0, m := [α]. Then

1) If α ≥ 1, we get

f (x) =

m−1∑k=0

f (k) (b−)

k!(x− b)k +

(Jαb−D

αb−f

)(x) , ∀ x ∈ [a, b] . (11)

2) If 0 < α < 1, we get

f (x) = Jαb−Dαb−f (x) , ∀ x ∈ [a, b] . (12)

We will use (11) and (12).

We introduce a new concept:

Definition 5 Let f ∈ C ([a, b]), x ∈ [a, b], α > 0, m := [α]. Assume that

f ∈ Cαb−([a+b2 , b

])and f ∈ Cαa

([a, α+b2

]). We define the balanced Canavati

type fractional derivative by

Dαf (x) :=

Dαb−f (x) , for a+b

2 ≤ x ≤ b,Dαa f (x) , for a ≤ x < a+b

2 .(13)

3


232

3 Main Result

We give our main result.

Theorem 6 Let f ∈ C ([a, b]), α > 0, m := [α]. Assume that f ∈ Cαb−([a+b2 , b

])and f ∈ Cαa

([a, a+b2

]). Assume further that

f (k) (a) = f (k) (b) = 0, k = 0, 1, ...,m− 1; (14)

p, q > 1 :1

p+

1

q= 1, and α >

1

q.

(i) Case of 1 < q ≤ 2. Then∫ b

a

|f (ω)| |Dαf (ω)| dω ≤ (15)

2−(α+ 1p ) (b− a)(

p(α−1)+2p )

Γ (α) [(p (α− 1) + 1) (p (α− 1) + 2)]1p

(∫ b

a

|Dαf (ω)|q dω

) 2q

.

(ii) Case of q > 2. Then∫ b

a

|f (ω)| |Dαf (ω)| dω ≤ (16)

2−(α+ 1q ) (b− a)(

p(α−1)+2p )

Γ (α) [(p (α− 1) + 1) (p (α− 1) + 2)]1p

(∫ b

a

|Dαf (ω)|q dω

) 2q

.

(iii) When p = q = 2, α > 12 , then∫ b

a

|f (ω)| |Dαf (ω)| dω ≤ (17)

2−(α+ 12 ) (b− a)

α

Γ (α)[√

2α (2α− 1)] (∫ b

a

|Dαf (ω)|2 dω

).

Remark 7 Let us say that α = 1, then by (17) we obtain∫ b

a

|f (ω)| |f ′ (ω)| dω ≤ (b− a)

4

(∫ b

a

(f ′ (ω))2dω

), (18)

that is reproving and recovering Opial’s inequality (1), see [10], see also Olech’s

result [9].

4


233

Proof. of Theorem 6. Let x ∈[a, a+b2

], we have by assumption f (k) (a) =

0, k = 0, 1, ...,m− 1 and Theorem 3 that

f (x) =1

Γ (α)

∫ x

a

(x− τ)α−1

Dαa f (τ) dτ. (19)

Let x ∈[a+b2 , b

], we have by assumption f (k) (b) = 0, k = 0, 1, ...,m − 1 and

Theorem 4 that

f (x) =1

Γ (α)

∫ b

x

(τ − x)α−1

Dαb−f (τ) dτ. (20)

Using Holder’s inequality on (19) we get

|f (x)| ≤ 1

Γ (α)

∫ x

a

(x− τ)α−1 |Dα

a f (τ)| dτ ≤

1

Γ (α)

(∫ x

a

((x− τ)

α−1)pdτ

) 1p(∫ x

a

|Dαa f (τ)|q dτ

) 1q

=

1

Γ (α)

(x− a)p(α−1)+1

p

(p (α− 1) + 1)1p

(∫ x

a

|Dαa f (τ)|q dτ

) 1q

. (21)

Set

z (x) :=

∫ x

a

|Dαa f (τ)|q dτ, (z (a) = 0).

Then

z′ (x) = |Dαa f (x)|q ,

and

|Dαa f (x)| = (z′ (x))

1q , all a ≤ x ≤ a+ b

2.

Therefore by (21) we have

|f (ω)| |Dαa f (ω)| ≤ 1

Γ (α)

(ω − a)p(α−1)+1

p

(p (α− 1) + 1)1p

(z (ω) z′ (ω))1q , (22)

all a ≤ ω ≤ x ≤ a+b2 .

Next working similarly with (20) we obtain

|f (x)| ≤ 1

Γ (α)

∫ b

x

(τ − x)α−1 ∣∣Dα

b−f (τ)∣∣ dτ ≤

1

Γ (α)

(∫ b

x

((τ − x)

α−1)pdτ

) 1p(∫ b

x

∣∣Dαb−f (τ)

∣∣q dτ) 1q

=

5


234

1

Γ (α)

(b− x)p(α−1)+1

p

(p (α− 1) + 1)1p

(∫ b

x

∣∣Dαb−f (τ)

∣∣q dτ) 1q

. (23)

Set

λ (x) :=

∫ b

x

∣∣Dαb−f (τ)

∣∣q dτ = −∫ x

b

∣∣Dαb−f (τ)

∣∣q dτ, (λ (b) = 0).

Then

λ′ (x) = −∣∣Dα

b−f (x)∣∣q

and ∣∣Dαb−f (x)

∣∣ = (−λ′ (x))1q , all

a+ b

2≤ x ≤ b.

Therefore by (23) we have

|f (ω)|∣∣Dα

b−f (ω)∣∣ ≤ 1

Γ (α)

(b− ω)p(α−1)+1

p

(p (α− 1) + 1)1p

(−λ (ω)λ′ (ω))1q , (24)

all a+b2 ≤ x ≤ ω ≤ b.

Next we integrate (22) over [a, x] to obtain∫ x

a

|f (ω)| |Dαa f (ω)| dω ≤

1

Γ (α) (p (α− 1) + 1)1p

∫ x

a

(ω − a)p(α−1)+1

p (z (ω) z′ (ω))1q dω ≤

1

Γ (α) (p (α− 1) + 1)1p

(∫ x

a

(ω − a)p(α−1)+1

dω

) 1p(∫ x

a

z (ω) z′ (ω) dω

) 1q

=

1

Γ (α) (p (α− 1) + 1)1p

(x− a)p(α−1)+2

p

(p (α− 1) + 2)1p

z (x)2q

21q

=

2−1q (x− a)

p(α−1)+2p

Γ (α) [(p (α− 1) + 1) (p (α− 1) + 2)]1p

(∫ x

a

|Dαa f (ω)|q dω

) 2q

. (25)

So we have proved ∫ x

a

|f (ω)| |Dαa f (ω)| dω ≤

2−1q (x− a)

p(α−1)+2p

Γ (α) [(p (α− 1) + 1) (p (α− 1) + 2)]1p

(∫ x

a

|Dαa f (ω)|q dω

) 2q

, (26)

for all a ≤ x ≤ a+b2 .

6


235

By (26) we get ∫ a+b2

a

|f (ω)| |Dαa f (ω)| dω ≤

(b− a)(p(α−1)+2)

p 2−[ p(α−1)+2p + 1

q ]

Γ (α) [(p (α− 1) + 1) (p (α− 1) + 2)]1p

(∫ a+b2

a

|Dαa f (ω)|q dω

) 2q

. (27)

Similarly we integrate (24) over [x, b] to obtain∫ b

x

|f (ω)|∣∣Dα

b−f (ω)∣∣ dω ≤

1

Γ (α) (p (α− 1) + 1)1p

∫ b

x

(b− ω)p(α−1)+1

p (−λ (ω)λ′ (ω))1q dω ≤

1

Γ (α) (p (α− 1) + 1)1p

(∫ b

x

(b− ω)p(α−1)+1

dω

) 1p(∫ b

x

−λ (ω)λ′ (ω) dω

) 1q

=

1

Γ (α) (p (α− 1) + 1)1p

(b− x)p(α−1)+2

p

(p (α− 1) + 2)1p

(λ (x))2q

21q

. (28)

We have proved that ∫ b

x

|f (ω)|∣∣Dα

b−f (ω)∣∣ dω ≤

2−1q (b− x)

p(α−1)+2p

Γ (α) [(p (α− 1) + 1) (p (α− 1) + 2)]1p

(∫ b

x

∣∣Dαb−f (ω)

∣∣q dω) 2q

, (29)

for all a+b2 ≤ x ≤ b.

By (29) we get ∫ b

a+b2

|f (ω)|∣∣Dα

b−f (ω)∣∣ dω ≤

(b− a)(p(α−1)+2)

p 2−[ p(α−1)+2p + 1

q ]

Γ (α) [(p (α− 1) + 1) (p (α− 1) + 2)]1p

(∫ b

a+b2

∣∣Dαb−f (ω)

∣∣q dω) 2q

. (30)

Adding (27) and (30) we get∫ b

a

|f (ω)| |Dαf (ω)| dω ≤ 2−(α+ 1p ) (b− a)(

p(α−1)+2p )

Γ (α) [(p (α− 1) + 1) (p (α− 1) + 2)]1p

·

(∫ a+b2

a

|Dαa f (ω)|q dω

) 2q

+

(∫ b

a+b2

∣∣Dαb−f (ω)

∣∣q dω) 2q

=: (∗.) (31)

Assume 1 < q ≤ 2, then 2q ≥ 1.

7


236

Therefore we get

(∗) ≤ 2−(α+ 1p ) (b− a)(

p(α−1)+2p )

Γ (α) [(p (α− 1) + 1) (p (α− 1) + 2)]1p

·

[∫ a+b2

a

|Dαa f (ω)|q dω +

∫ b

a+b2

∣∣Dαb−f (ω)

∣∣q dω] 2q

= (32)

2−(α+ 1p ) (b− a)(

p(α−1)+2p )

Γ (α) [(p (α− 1) + 1) (p (α− 1) + 2)]1p

(∫ b

a

|Dαf (ω)|q dω

) 2q

. (33)

So for 1 < q ≤ 2 we have proved (15).

Assume now q > 2, then 0 < 2q < 1.

Therefore we get

(∗) ≤ 2−(α+ 1p ) (b− a)(

p(α−1)+2p ) 21−

2q

Γ (α) [(p (α− 1) + 1) (p (α− 1) + 2)]1p

·

[∫ a+b2

a

|Dαa f (ω)|q dω +

∫ b

a+b2

∣∣Dαb−f (ω)

∣∣q dω] 2q

=

2−(α+ 1q ) (b− a)(

p(α−1)+2p )

Γ (α) [(p (α− 1) + 1) (p (α− 1) + 2)]1p

(∫ b

a

|Dαf (ω)|q dω

) 2q

. (34)

So when q > 2 we have established (16).

(iii) The case of p = q = 2, see (17), is obvious, it derives from (15) imme-

diately.

References

[1] R.P. Agarwal and P.Y.H. Pang, Opial Inequalities with Applications in

Differential and Difference Equations, Kluwer, Dordrecht, London, 1995.

[2] G.A. Anastassiou, Fractional Differentiation Inequalities, Research Mono-

graph, Springer, New York, 2009.

[3] G.A. Anastassiou, On Right Fractional Calculus, Chaos, Solitons and Frac-

tals, 42 (2009), 365-376.

[4] P.R. Beesack, On an integral inequality of Z. Opial, Trans. Amer. Math.

Soc. 104 (1962), 470-475.

[5] J.A. Canavati, The Riemann-Liouville Integral, Nieuw Archief Voor

Wiskunde, 5 (1) (1987), 53-75.

8


237

[6] A.M.A. El-Sayed, M. Gaber, On the finite Caputo and finite Riesz deriva-

tives, Electronic Journal of Theoretical Physics, Vol. 3, No. 12 (2006), 81-

95.

[7] G.S. Frederico, D.F.M. Torres, Fractional Optimal Control in the sense of

Caputo and the fractional Noether’s theorem, International Mathematical

Forum, Vol. 3, No. 10 (2008), 479-493.

[8] R. Gorenflo, F. Mainardi, Essentials of Fractional Calculus, 2000,

Maphysto Center, http://www.maphysto.dk/oldpages/events/LevyCAC-

2000/MainardiNotes/fm2k0a.ps.

[9] C. Olech, A simple proof of a certain result of Z. Opial, Ann. Polon. Math.

8 (1960), 61-63.

[10] Z. Opial, Sur une inegalite, Ann. Polon. Math. 8 (1960), 29-32.

[11] S.G. Samko, A.A. Kilbas, O.I. Marichev, Fractional Integrals and Deriva-

tives, Theory and Applications, (Gordon and Breach, Amsterdam, 1993)

[English translation from the Russian, Integrals and Derivatives of Frac-

tional Order and Some of Their Applications (Nauka i Tekhnika, Minsk,

1987)].

9


238

K-spectral sets: an asymptotic viewpoint

Catalin Badea

Laboratoire Paul Painleve, UFR Mathematiques,

Universite Lille 1, F-59655 Villeneuve d’Ascq, France

[email protected]

Dedicated to Heiner Gonska for his 65th anniversary.

Abstract

We discuss several results about K-spectral sets of bounded linear

operators on Hilbert space from an asymptotic viewpoint.

2010 AMS Subject Classification : 47A25; 47A20; 47A10

Key Words and Phrases: Spectral sets; K-spectral sets; numerical range;

dilations; functional calculi.

1 Introduction

Preamble.

The aim of this note is to highlight, put into context, and review several results

about K-spectral sets of continuous linear operators acting on complex Hilbert

spaces. We focus on some recent “asymptotic” results which were proved in

[8, 6, 7] jointly with Bernhard Beckermann from Lille, Michel Crouzeix from

Rennes and Bernard Delyon from Rennes.

Notation.

Throughout this paper H will denote a complex Hilbert space. We denote by

B(H) the C∗-algebra of all continuous linear operators on H endowed with the

operator norm ‖ · ‖ and involution A 7→ A∗ (the Hilbertian adjoint of A). The

spectrum of A, defined as the set of complex numbers z for which zI −A is not

invertible, is denoted by σ(A). Here I is the identity operator. The inverse of

1

239


an invertible operator A is denoted by A−1 and A± will stand for the operator

A or its inverse. The numerical range W (A) of A is defined by

W (A) = 〈Ax, x〉 : x ∈ H, ‖x‖ = 1.

We refer to the books [27, 20] as basic references for the spectral theory of linear

operators.

The open disk of center a and radius r is denoted by D(a, r) and its closure

by D(a, r). We set D = D(0, 1).

For a (possibly unbounded) set X in the complex plane we denote by R(X)

and C(X) the algebras of complex-valued bounded rational functions on X, and

complex-valued bounded continuous functions on X, respectively, equipped with

the supremum norm

‖f‖X = sup|f(x)| : x ∈ X.

Dedication and acknowledgements.

Heiner Gonska was one of the coauthors of my first published mathematical

paper (about a completely different topic) in 1986, and this note is dedicated to

him. I would like to thank Bernd Beckermann, Michel Crouzeix and Bernard De-

lyon who are the coauthors of the main mathematical results of this manuscript

(Theorems 4.2, 5.1, 5.2 and 5.3). The present note is a modified version of talks

delivered by the author at several institutions during the last years, including

the Erwin Schrodinger Institute in Vienna, the Mathematical Institute of the

Romanian Academy in Bucharest and the Universite de Lorraine in Metz. I

would like to thank these institutions for their support during my visits.

Organization of the paper.

The rest of the paper is organized as follows. In the next section we recall the

definition of spectral and K-spectral sets and we present several examples and

results. Section 3 deals with the theorem and the problem of Shields [31] about

an annulus as a K-spectral set. The next section presents several results about

the numerical range of an operator as a K-spectral set. Different results of

asymptotic nature are discussed in Section 5. The present note concludes with

a discussion about the proofs of some of the results presented here.

2 Spectral and K-spectral sets

The notion of spectral set of a Hilbert space linear operator has been introduced

in 1951 by John von Neumann [34]. We refer to two books [27, 23] and one recent

survey [5] for more detailed presentations and more information.

2

BADEA: K-SPECTRAL SETS

240

Let X be a closed set in the complex plane. Suppose that A is a bounded

linear operator acting on the Hilbert space H. Suppose now that the spectrum

σ(A) of A is included in the closed set X and that f = p/q ∈ R(X) denotes a

rational function with poles off X. As the poles of the rational function f are

outside of X, the operator f(A) is naturally defined as f(A) = p(A)q(A)−1 or,

equivalently, by the Riesz holomorphic functional calculus [27].

Definition 2.1. For a fixed constant K > 0, the set X is said to be a K-

spectral set for A if the spectrum σ(A) of A is included in X and the inequality

‖f(A)‖ ≤ K‖f‖X holds for every f ∈ R(X). The set X is a spectral set for A

if it is a K-spectral set with K = 1.

Example 2.2. (Normal operators.) Suppose that A is a normal operator, that

is A commutes with its adjoint A∗. The spectral theorem for normal operators

implies that σ(A) is spectral for A. More generally, the same result holds true

if A is subnormal [11]. It was proved by Stampfli [33] that if the spectrum of an

operator is K-spectral for some K ≥ 1, then the operator possess a nontrivial

closed invariant subspace. The case K = 1 of spectral sets has been previously

proved by Jim Agler [1]. This also shows one reason why we are interested in

K-spectral sets.

The main example of spectral sets given in [34] is provided by the celebrated

von Neumann inequality for contractions.

Example 2.3. (Spectral sets for Hilbert space contractions) Suppose that A ∈B(H), ‖A‖ ≤ 1, is a Hilbert space contraction. Then the spectrum of A is

included in the closed unit disk D. Let f be a rational function inR(D). The von

Neumann inequality, proved in the same paper [34], states that ‖f(A)‖ ≤ ‖f‖D.

This actually provides a functional calculus for functions in the disk algebra

A(D) for every given Hilbert space contraction. In particular, the closed unit

disk D is spectral for every A ∈ B(H) with ‖A‖ ≤ 1.

Example 2.4. (Disks of the Riemann sphere) The above example generalizes

to arbitrary closed disks: the closed disk D(a,R) of center a and radius R

is spectral for A ∈ B(H) if and only if ‖A − aI‖ ≤ R. Also, the exterior

D(a, r)c = z : |z − a| ≥ r of the open disk D(a, r) is spectral for A if and

only if A − aI is invertible and ‖(A − aI)−1‖ ≤ r−1. The right half plane

C+ := z ∈ C : Re(z) ≥ 0 is spectral for A ∈ B(H) if and only if the numerical

range W (A) is included in C+. In conclusion, it is easy to recognize when disks

of the Riemann sphere (interior/exterior of a disk or a half-plane) are spectral

for a given operator.

Example 2.5. (The results of Berger and Ando/Okubo) It was proved by

Okubo and Ando [22], and by Berger (see [9]) with a larger K-spectrality con-

stant, that if W (A) ⊂ D, then D is 2-spectral for A. Berger proved this fact

3


241

using a “skew dilation” theorem: if W (A) ⊂ D, then A has a 2-dilation: there

is a unitary operator U acting on a larger Hilbert space K ⊃ H such that

An = 2PHUn |H for every n ≥ 1. Here PH denotes the orthogonal projec-

tion onto H. Ando/Okubo proof uses a similarity to a contraction theorem: if

W (A) ⊂ D then there is an invertible operator L with ‖L‖ · ‖L−1‖ ≤ 2 such

that ‖L−1AL‖ ≤ 1. The von Neumann inequality for contractions implies then

the 2-spectrality of W (A). The famous counterexample to Halmos’ similarity

problem of Pisier [25] implies the existence of an operator A for which D is

K-spectral for some K, but A is not similar to a contraction.

Example 2.6. (The Sz.-Nagy dilation theorem) A geometric explanation of

the validity of von Neumann’s inequality is provided by the classical dilation

theorem of Sz.-Nagy. This now classical and nice theorem says that for every

Hilbert space contraction A ∈ B(H) there is a larger Hilbert space K ⊃ H and

a unitary operator U acting on K such that An = PHUn |H for n ≥ 0. Here

PH denotes the orthogonal projection onto H.

Example 2.7. (Agler’s theorem for the annulus) The relation between the von

Neumann inequality and the Sz.-Nagy dilation theorem (for the unit disk) has

a counterpart for annular domains. For R > 1, set AR = z : 1R ≤ |z| ≤ R.

Agler [2] proved that if A ∈ B(H) has the annulus AR as a spectral set, then

A has a normal dilation U with σ(U) ⊂ ∂AR. Thus, for annuli, the ana-

logue of the von Neumann inequality implies the analogue of Sz.-Nagy dilation

theorem. According to counterexamples due to Dritschel-McCullough [16] and

Agler-Harland-Raphael [3] the corresponding implication for some domains with

at least two “holes” is false. See also [24].

Example 2.8. (In general, the intersection of two spectral sets is not a spectral

set) We can write AR = D(0, R) ∩D(0, 1R )c. Consider the invertible matrix

A(t) =

(1 t

0 1

), with A(t)−1 =

(1 −t0 1

),

acting on C2 endowed with the Euclidean norm. For t0 = R − 1R we have

‖A(t0)‖ = ‖A(t0)−1‖ = R. Therefore D(0, R) and D(0, 1R )c are spectral sets for

A(t0). However, AR = D(0, R) ∩D(0, 1R )c is not a spectral set for A(t0) if R is

large. Indeed [19], the example of the function f(z) = z − 1/z which verifies

‖f(A)‖/‖f‖AR= 2

R2 − 1

R2 + 1

shows that AR is not a spectral set for R >√

3.

The following sharper statement seems to be new. For the function f(z) =

g(z)− g(1/z), g(z) = R z−1R2−z , we get

‖f(A)‖ = 2, ‖f‖AR=

1 +R2 + 2R

1 +R2 +R<

4

3.

4


242

Thus AR is even not 32 -spectral for A(t0), for any R > 1.

It is an open problem to know if the intersection of two K-spectral sets is

always a K ′-spectral set for a suitable constant K ′. The above example shows

that we cannot always take K ′ = K.

3 The annulus as a K-spectral set

Shields [31] proved in 1974 the following result:

Theorem 3.1 (Shields). Let R > 1. If A ∈ B(H) verifies ‖A‖ ≤ R and

‖A−1‖ ≤ R, then the annulus AR is a K(R)-spectral set for A, with a constant

K(R) such that

K(R) ≤ 2 +

√R2 + 1

R2 − 1. (3.1)

Some comments are in order here. The bound for K(R) provided by (3.1)

goes to infinity whenR→ 1. As mentioned in Example 2.8, it is an open problem

to know if the intersection of two K-spectral sets is always a K ′-spectral set.

Problem 3.2 (Shields [31]). Is there a universal constant K such that the

annulus AR is a K-spectral set for A whenever R > 1, ‖A‖ ≤ R and ‖A−1‖ ≤ R?

This question of Shields is a first explanation for the use of the word “asymp-

totic” in the title of this note. The limit case R = 1 means that A verifies

‖A‖ ≤ 1 and ‖A−1‖ ≤ 1, which means that A is a unitary operator. In this

case the unit circle is spectral for A. We should note however that this does not

imply immediately an answer to Shields’ problem.

We will discuss the positive answer to Shields’ problem later on. For the

moment, let us mention the following result proved by Stampfli [32], generalizing

the above mentioned elementary characterization of unitary operators.

Theorem 3.3 (Stampfli [32]). An invertible operator A is unitary if and only

if W (A±) ⊂ D, that is, W (A) ⊂ D and W (A−1) ⊂ D.

4 The numerical range as a K-spectral set

The following result, proved in 1999 by Bernard and Francois Delyon [15], came

quite as a surprise to the operator theory community.

Theorem 4.1 (Delyon brothers’ theorem). Let A ∈ B(H). Then W (A) is a

K-spectral set for A, with

K ≤ 3 +

(2π(diameter(W (A))2

area(W (A))

)3

. (4.1)

5


243

Using this property of the rational functional calculus on the numerical

range, a proof of a conjecture of Burkholder concerning almost everywhere con-

vergence of products of conditional expectations was given in [15]. We refer the

reader to [13] for other applications of Theorem 4.1.

It was remarked independently by Putinar-Sandberg [26] and Badea-Crouzeix-

(B.) Delyon [8] that, as in Example 2.5, there is a similarity-dilation result be-

hind Theorem 4.1. We follow here the version presented in [8]. In the next

result, I+P , P = P (Ω), designates the C.Neumann’s (or Poincare-Neumann’s)

double layer potential operator (cf. [8, 26, 18, 30, 29]) associated with a non-

empty convex set Ω, which is possibly unbounded. In the case when Ω is a

bounded convex set, a modern proof of the invertibility of I + P is given in

[30, 18]. A description of P will be given in Section 6, together with a proof

that Theorem 4.2 implies the skew dilation theorem of Berger.

Theorem 4.2 ([8]). We assume that the convex domain Ω, possibly unbounded,

is such that I +P is an isomorphism of C(∂Ω) and that the operator A ∈ B(H)

satisfies W (A) ⊂ Ω. Then there exists a larger Hilbert space K containing H,

and a normal operator N acting on K with spectrum σ(N) ⊂ ∂Ω, such that, for

all rational functions r bounded in Ω,

r(A) = PHg(N) |H .

Here PH is the orthogonal projection from K onto H and g = 2(I+P )−1r.

The upper bound for the constant of K-spectrality of the closure of the

numerical range W (A) provided by Equation (4.1) blows up when the area of

the numerical range of A goes to zero. The limit case, when area(W (A)) = 0,

is thus obtain for operators A such that eiθA is self-adjoint for a suitable real

number θ. In this case W (A) is even spectral for A. As in Shields’ problem,

the question of the existence of a universal constant arises, and this is the

second appearance of the “asymptotic” aspect of K-spectral sets in this note.

The existence of such a universal constant is a beautiful result due to Michel

Crouzeix [12].

Theorem 4.3 (Crouzeix’ theorem). Let A ∈ B(H). The closure of the numer-

ical range W (A) is a 12-spectral set for A.

It is a conjecture of Michel Crouzeix that the best possible constant for K-

spectrality in the above theorem is 2. See [17, 10] for recent contributions about

Crouzeix’ conjecture.

5 Some asymptotic results

The following result [6] gives a positive answer to the problem of Shields.

6


244

Theorem 5.1 ([6]). There is a universal constant K with 2 ≤ K ≤ 2+ 2√3

, such

that AR is K-spectral for A whenever A ∈ B(H), ‖A‖ ≤ R and ‖A−1‖ ≤ R.

Think again of the annulus AR as the intersection of one closed disk and

the exterior of an open disk. The following more general result looks at the

intersection of several disks of the Riemann sphere as a K-spectral set, with a

universal constant.

Theorem 5.2 ([6]). Let n ≥ 2 and let A ∈ B(H). Suppose that n disks Dj, j =

1, · · · , n, of the Riemann sphere are spectral sets for A. Then X = D1 ∩ · · ·Dn

is K-spectral for A, with

K ≤ n+n(n− 1)√

3.

This result provides a positive answer to a question of Michael Dritschel

(private communication).

In relation to Stampfli’s result given in Theorem 3.3, the following estimate

was proved in [7]. See also [14].

Theorem 5.3 ([7]). Let ε > 0. Suppose that A ∈ B(H) verifies W (A±) ⊂(1 + ε)D. Then

inf‖A− U‖ : U unitary operator ≤ Cε1/4

for some constant C > 0. Moreover, the exponent 1/4 is the best possible one.

Theorem 3.3 is obtained for ε = 0.

6 Some ingredients of, and comments about, the

proofs

About the proof of Theorem 4.2.

We consider in what follows only the case when Ω is a bounded convex set in

the complex plane and we refer to [8] for the general case. We start by recalling

the definition of the operator P , following [30]. As Ω is a bounded convex

set in the complex plane, its boundary C = ∂Ω is a rectifiable Jordan curve.

Moreover, C is a curve of bounded rotation: that is, one-sided tangents exist

at every point of C, and the angles which they make with a fixed direction are

of bounded variation with respect to arc length. So except for a countable set,

a tangent angle τ is defined and continuous with respect to arc length, and its

discontinuities are jumps which can be assumed to be at most π in modulus.

Represent C as a function of arc length by the equation z = ζ(s), 0 ≤ s ≤ L,

7


245

in such a way that s = 0 is a point of continuity of τ . The Poincare-Neumann

integral operator can be defined [30] as

P (f)(s) =

∫ L

0

f(t) dψ(s, t),

where

ψ(s, t) =

1π arg (ζ(t)− ζ(s)) for 0 ≤ t < s ≤ L ;

1π arg ((ζ(t)− ζ(s)) + 1 for 0 ≤ s < t ≤ L ;

ψ(s, s+ 0) for 0 ≤ s = t < L ;

ψ(s, s− 0) for s = t = L.

Notice that branches of the argument function are chosen so that for s 6= t

the function ψ is continuous and ψ(s, t) = ψ(t, s). Since C is convex, ψ(s, ·) is

nondecreasing and∫ L

0dψ(s, t) = 1 for all s. For points ζ(s) ∈ C at which the

tangent angle τ is continuous, we have

(Tf)(s) =

∫ L

0

f(t)K(s, t) dt,

where K(s, t) is the classical Poincare-Neumann kernel of two-dimensional po-

tential theory (cf. [29]).

The proof of Theorem 4.2 uses the classical Naimark’s dilation theorem about

the existence of a spectral measure dilating a certain regular positive measure.

If Ω = D is the unit disk and r(z) = zn, with n ≥ 1, we have (see [8, Remark

4.1]) g = 2(I+P )−1r = 2 r. In this case, Theorem 4.2 reduces to the skew

dilation theorem of Berger mentioned above: every A ∈ B(H) with W (A) ⊂ Dsatisfies

An = 2PHUn |H , ∀n ≥ 1,

for a suitable unitary operator U acting on K.


Let A ∈ B(H), and consider the intersection X = D1 ∩D2 ∩ · · · ∩Dn of n disks

of the Riemann sphere C, each of them being spectral for A.

Convention. In what follows we will always suppose that for each spectral set

Dj , the spectrum σ(A) of A is included in the interior of Dj . The general case

will then follow by a limit argument by slightly enlarging the disks. Note that

each superset of a spectral set is spectral.

Decomposition of the Cauchy kernel. Consider a disk D among D1, · · · , Dn,

which is centered in ω ∈ C (if D is a half-plane we take ω = ∞). We chose

an arclength parametrization s 7→ σ = σ(s) ∈ ∂D of the boundary of D with

8


246

orientation such that 1idσds is the outward normal to D. Let A ∈ B(H) be a

bounded operator with σ(A) ⊂ int(D). For σ ∈ ∂D, we consider the following

Poisson kernel

µ(σ,A,D) = 12πi

((σ−A)−1 dσ

ds − (σ−A∗)−1 dσds −

1σ−ω

dσds

). (6.1)

Notice that in case ω =∞ of a half-plane, the term involving ω on the right-hand

side of (6.1) vanishes.

The first important step in the proof is the decomposition of the Cauchy

kernel1

2πi(σ −A)−1dσ = µ(σ,A,D) ds+ ν(σ,A,D) dσ

as the sum of the Poisson kernel and a residual kernel.

Decomposition of f(A). For a rational function f ∈ R(X), the above decompo-

sition of the Cauchy kernel leads to a decomposition of f(A) as

f(A) = gp(f) + gr(f), (6.2)

with

gp(f) =

n∑j=1

∫X∩∂Dj

f(σ)µ(σ,A,Dj) ds, gr(f) =

n∑j=1

∫X∩∂Dj

f(σ) ν(σ,A,Dj) dσ.

Here p stands for ”Poisson“ and r for ”residual“. The given proof consists in

showing that the norm of the map f 7→ gp(f) is bounded by n, while the norm

of the map f 7→ gr(f) can be estimated by n(n−1)/√

3. This is done using

two basic lemmas on operator-valued integrals which leads to an estimation of

the Poisson term. For the residual term, the decisive step is the invariance un-

der Mobius maps (also called fractional linear transformations or homographic

transformations) of our representation formula. We also use the fact that the

variable σ which appears in gr(f) can be expressed in terms of σ due to the

particular form of ∂X. Subsequently, a new path of integration is used in order

to monitor the norm of the residual term. The new path of integration will be

the circle of radius 1 in case of the annulus R−1 ≤ |z| ≤ R, and the positive

real line in case of the sector | arg(z)| ≤ θ for θ ∈ (0, π/2). We call these

median lines.

The proof of our result is obtained by constructing a Voronoi-like tessellation

of the Riemann sphere based on the reciprocal of the infinitesimal Caratheodory

pseudodistance, sometimes also called infinitesimal Caratheodory metric. Here

the new paths of integration (the median lines) are obtained using suitable edges

of this tessellation, which requires some combinatorial considerations.

9


247


Notice that it can be proved that

inf‖A− U‖ : U unitary operator = max

(‖A‖ − 1, 1− 1

‖A−1‖

).

The proof of the required estimate uses some techniques similar to ones from

[28] and [4].

The proof that the exponent 1/4 is the best possible one in Theorem 5.3

follows from the following construction. For each positive integer n of the form

n = 8k + 4 it is constructed in [7] a n× n matrix An verifying

W (A±n ) ⊂ 1

cos πn+1

D ; ‖An‖ = 1 +1

8√n.

The matrix An, defined for n = 8k + 4, is given by An = DBD, where D

is the diagonal matrix D = diag(eiπ/2n, . . . , e(2`−1)iπ/2n, . . . , e(2n−1)iπ/2n) and

B = I + 12n3/2E, where E is a matrix whose entries are defined by eij = 1 if

3k + 2 ≤ |i− j| ≤ 5k + 2 and eij = 0 otherwise.

Taking

1 + ε =1

cos πn= 1 +

π2

2n2+O(

1

n4),

we see that the exponent 1/4 cannot be improved.

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Sampling theorems associated with Stone-regular

eigenvalue problems

S.A. Buterin

Department of Mathematics, Saratov State University

Saratov 410012, Russia; [email protected]

G. Freiling

Department of Mathematics, University Duisburg-Essen

Duisburg 47057, Germany; [email protected]


Abstract

We derive sampling representations for integral transforms whose ker-

nels are Green’s functions of Stone-regular eigenvalue problems multiplied

by the characteristic determinant. Unlike the Birkhof-regular case, such

sampling representations are generally speaking not convergent. We prove

that the convergence can be achieved by adding a certain finite number

of extra sampling points.

2010 AMS Subject Classification : 34B05, 30D10, 94A20.

Key Words and Phrases: sampling theory, Lagrange and Hermite interpo-

lation, Stone-regular eigenvalue problems.

1 Introduction

Sampling theory deals with the reconstruction of certain functions (signals)

from their values (samples) at an appropiate sequence of points. Classical sam-

pling theorem of Whittaker [35], Kotel’nikov [19] and Shannon [24] (the WKS

theorem) states that any function of the form

F (λ) =

∫ π

−πf(x)exp(−iλx) dx, f ∈ L2(−π, π), λ ∈ R, (1.1)

1

251


can be reconstructed from its samples F (k), k ∈ Z, by the formula

F (λ) =∞∑

k=−∞

F (k)sinπ(λ− k)

π(λ− k), (1.2)

where the series converges absolutely and uniformly on R. Moreover, it can be

written as a Lagrange interpolation series, since

sinπ(λ− k)

π(λ− k)=

∆(λ)

(λ− k)∆′(k)with 4(λ) = sinλπ = πλ

∞∏k=1

(1− λ2

k2

).

The WKS theorem deserved grate popularity by virtue of important applications

in radio electronics and theory of signals.

Weiss [34] showed that there is a connection between sampling and expan-

sions into series with respect to eigenfunctions of eigenvalue problems for certain

ordinary differential operators. For example, formula (1.2) can be obtained with

the help of the boundary value problem

iy′(x) = λy(x), −π < x < π, y(−π) = y(π). (1.3)

The kernel exp(−iλx) of the integral transform (1.1) is a solution of the dif-

ferential equation in (1.3) and the sampling points λk = k, k ∈ Z, coincide

with the eigenvalues of (1.3), which, in turn, coincide with the zeros of its

characteristic function ∆(λ) = sinλπ. Moreover, the system of eigenfunctions

exp(−ikx), k ∈ Z, forms an orthogonal basis of the space L2(−π, π) and there-

fore any function f ∈ L2(−π, π) can be expanded into the L2-convergent Fourier

series

f(x) =

∞∑k=−∞

ak exp(ikx), ak =1

2π

∫ π

−πf(x)e−ikx dx =

F (k)

2π. (1.4)

Substituting (1.4) into (1.1) we arrive at (1.2). It can be shown that the series

in (1.2) converges absolutely on C and uniformly on horizontal strips of C.Kramer [20] shaped this approach into the following abstract form known as

Kramer’s lemma. Let the function F (λ), λ ∈ R, has the form

F (λ) =

∫I

f(x)K(x, λ) dx, f ∈ L2(I),

where the kernel K(x, λ) possesses the following properties: K(x, λ) ∈ L2(I) for

each λ ∈ R and there exists a sequence λk such that K(x, λk) is a complete

orthogonal system in L2(I). Then the following representation holds:

F (λ) =∑k

F (k)Sk(λ), Sk(λ) =(∫

I

|K(x, λn)|2 dx)−1

∫I

K(x, λ)K(x, λk) dx.

2

BUTERIN-FREILING: SAMPLING THEOREMS

252

The proof is similar to the given above proof of (1.2). Kramer’s Lemma al-

lowed to derive sampling representations for a wide class of eigenvalue problems

not necessarily selfadjoint. For the non-selfadjoint case there exists so-called

biorthogonal form of Kramer’s lemma (see, e.g., [15]). In this case eigenfunc-

tions need to form a biorthogonal basis in L2.

For obtaining sampled transforms one can also use the (compact) resolvent

of a Hermitian operator [14]. For example, the kernel in (1.1) can be obtained

as

exp(−iλx) = −2∆(λ)G(x, π, λ),

where

G(x, t, λ) = − 1

2∆(λ)

exp(iλ(t− x− π)), t > x,

exp(iλ(t− x+ π)), t < x,

is the Green function of (1.3). Instead of exp(−iλx) one can use more general

kernel ϕ(x, λ) = ∆(λ)G(x, t0, λ), where t0 ∈ [−π, π] is fixed. However, this

generalization obviously does not change the class (1.1) of functions F (λ) being

sampled. For the Sturm-Liouville differential operators using the Green function

also does not enrich the variety of sampled transforms by virtue of existence of

the transformation operator (see, e.g., [12]). Moreover, because of this reason for

first and second orders it is usually sufficient to consider only simplest boundary

value problems with zero coefficients when constructing sampled transforms.

In [1] the authors suggested another approach of deriving sampling repre-

sentations. This approach uses the analytic nature of the Green function and

seems to be more natural for boundary value problems. It does not require

neither basisness of eigenfunctions, nor even their completeness. The only re-

quirement was the Birkhoff-regularity of the boundary value problem. The cor-

responding sampling series are generally speaking of Hermite interpolation type

because of a possibly multiple spectrum and appearance together with eigen-

also of associated functions. In the present paper we generalize this approach

for Stone-regular boundary value problems. For this purpose we summarize in

the next section necessary information on Stone-regular problems. In section

3 we derive sampling representations for the corresponding integral transforms.

It turns out that one has to add a finite number of extra sampling points.

2 Stone-regular problems

Let L be the differential operator generated by the differential expression

l(y) := iny(n) +n−2∑j=0

pj(x)y(j) = λy =: ρny, 0 ≤ x ≤ 1, (2.1)

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253

with complex-valued coefficients pj ∈ L(0, 1) and n linearly independent bound-

ary conditions

Uν(y) := Uν0(y) + Uν1(y) = 0, ν = 1, n, (2.2)

where

Uν0(y) = aνy(kν)(0) +

kν−1∑l=0

ανly(l)(0), Uν1(y) = bνy

(kν)(1) +

kν−1∑l=0

βνly(l)(1)

and aν , bν , ανl, βνl ∈ C. Without loss of generality we assume that the bound-

ary conditions are normalized, i.e. n − 1 ≥ k1 ≥ k2 ≥ ... ≥ kn, kν > kν+2,

and | aν | + | bν |> 0 for ν = 1, n. The number kν is called the order of the

condition Uν(y) = 0 and κ = k1 + ... + kn is the total order of (2.2), which

we assume minimal among all equivalent boundary conditions. The operator

L : D(L)→ L2(0, 1), y 7→ l(y) has the domain of definition

D(L) = y | y(j) ∈ AC[0, 1], j = 0, n− 1, l(y) ∈ L2(0, 1), Uν(y) = 0, ν = 1, n.

Let y1(·, λ), · · · , yn(·, λ) be the fundamental system of solutions of the dif-

ferential equation (2.1) with y(j−1)k (0, λ) = δjk, j, k = 1, n. Then for all fixed

x, j, k the functions y(j−1)k (x, λ) are entire in λ. The eigenvalues λk, k ∈ N, of

L coincide with the zeros of its characteristic determinant

∆(λ) = det ‖Uj(yk)‖j,k=1,n, (2.3)

which is also is entire function.

If λ is not an eigenvalue of L, then for any function f ∈ L2(0, 1) the solution

of Ly = λy + f exists and is given by the formula

y(x) =

∫ 1

0

G(x, ξ, λ)f(ξ) dξ, 0 ≤ x ≤ 1,

where G(x, ξ, λ) = (∆(λ))−1H(x, ξ, λ) is the Green function of L (see [23]) with

H(x, ξ, λ) = (−1)n

∣∣∣∣∣∣∣∣∣y1(x, λ) . . . yn(x, λ) g(x, ξ, λ)

U1(y1) . . . U1(yn) U1(g)...

......

...

U1(yn) . . . Un(yn) Un(g)

∣∣∣∣∣∣∣∣∣ ,

g(x, ξ, λ) =

1

2

n∑j=1

yj(x, λ)zj(ξ, λ), for x > ξ,

−1

2

n∑j=1

yj(x, λ)zj(ξ, λ), for x < ξ,

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254

zj(ξ, λ) =Wj(ξ, λ)

W (λ), W (λ) = det ‖y(j−1)

k (ξ, λ)‖j,k=1,n,

where Wj(ξ, λ), is the cofactor of y(n−1)j (ξ, λ) in the determinant W (λ). Thus,

G(x, ξ, λ) is meromorphic in λ (for fixed x, ξ) with the poles λk, k ∈ N.

Denote by mg(λk) the geometric multiplicity of λk (i.e. the number of lin-

early independent eigenfunctions of L corresponding to λk). Let

yk,j,0, yk,j,1, . . . , yk,j,mkj−1, j = 1,mg(λk),

be a complete system of eigen- and associated functions related to λk, i.e.

l(yk,j,µ) = λkyk,j,µ + yk,j,µ−1, Uν(yk,j,µ) = 0, ν = 1, n, µ = 0,mkj−1,

where yk,j,−1 = 0. The value mkj is called the multiplicity of the eigenfunction

yk,j,0. Denote by ma(λk) the algebraic multiplicity of λk, i.e. the multiplicity of

λk as a zero of the characteristic determinant ∆(λ). It is known (see [23]) that

ma(λk) =

mg(λk)∑j=1

mkj

The principal part of G(x, ξ, λ) in a vicinity of λk has the form (see [23])

Resζ=λk

G(x, ξ, ζ)

λ− ζ=

mg(λk)∑j=1

mkj∑ν=1

1

(λ− λk)ν

mkj+1−ν∑l=1

zk,j,l−1(ξ)yk,j,mkj+1−ν−l(x),

(2.4)

where

zk,j,0, zk,j,1, . . . , zk,j,mkj−1, j = 1,mg(λk),

is a system of eigen- and associated functions of the adjoint operator L∗ corre-

sponding to the eigenvalue λk that is appropriately normalized:∫ 1

0

yk,j,q(x)zk1,j1,q1(x) dx = −δk,k1δj,j1δq+q1,mkj−1.

Put Cδ = C \ Dδ, δ > 0, with Dδ = ρn ∈ C : |ρ − ρk| < δ, ρnk = λk, k ∈N. Following [2], we call the problem (2.1), (2.2) and also the corresponding

operator Stone-regular (of order α ∈ N0 := 0 ∪ N) if here exists M > 0 such

that

|G(x, ξ, λ)| ≤M |λ| 1n (α+1−n) for λ ∈ Cδ. (2.5)

Otherwise we call them irregular. We note that the set of Stone-regular problems

of order α = 0 coincide with the set of Birkhoff-regular ones (see [23], [25], [26]).

Birkhoff [3], [4], Tamarkin [31], [32] and Stone [29] proved convergence,

equiconvergence and summability results for eigenfunction expansions in eigen-

5


255

and associated functions of Birkhoff-regular problems; their results have later

on been generalized in various directions (see the survey in [13]).

Stone [30] determined for the case n = 2 the class of boundary conditions

that are not Birkhoff-regular (he called them irregular). He gave an exhaus-

tive treatment of this narrowed topic, in particular he proved results on the

summability of the corresponding eigenfunction expansions.

The work of Stone was extended by Khromov [16] and Benzinger [2] to a class

of problems of the form (2.1), (2.2) for arbitrary n ≥ 2. They defined a class

of Stone-regular problems containing the Birkhoff-regular ones as a subclass.

A detailed investigation of Stone-regular boundary value problems has been

published recently by Locker [21]. We note that unlike Birkhoff-regularity, which

depends only on boundary conditions, the Stone-regularity depends also on

the differential equation (2.1). The definition of Stone-regularity (sometimes

also called: almost regularity) can be easily extended to include more general

boundary conditions (multipoint conditions, conditions including the eigenvalue

parameter or general functionals) and also more general differential equations:

pencils and systems (see [7], [8], [11], [22] [28], [33]).

Irregular eigenvalue problems, where Green’s function grows exponentially,

have properties completely different from those of Birkhoff- or Stone-regular

problems and have been studied only by a few authors (see Eberhard [5], [6],

Freiling [9], [10], Shkalikov [27], Khromov [17], [18]).

The purpose of the present paper is to show, how the sampling results of [1]

for Birkhoff-regular problems can be modified for Stone-regular problems.

The eigenvalues of a Stone-regular problem (2.1), (2.2) (counted with mul-

tiplicities) form two sequences λ′kk∈N and λ′′kk∈N with the asymptotics

λ′k = (2πk)n(

1+O( lns k

k

)), λ′′k = (−2πk)n

(1+O

( lns k

k

)), s = 1−δα,0. (2.6)

Choose m ∈ N0 with mn > α− (n− 1) and numbers µ1, . . . , µm ∈ C, which we

let for simplicity be distinct and lie outside λkk∈N. Put D(λ) =∏mν=1(λ−µν),

GD(x, ξ, λ) =1

D(λ)G(x, ξ, λ), λ 6∈ λkk∈N ∪ µ1, · · · , µm =: σµ. (2.7)

Lemma 1. For λ 6∈ σµ the following representation holds:

GD(x, ξ, λ) =m∑ν=1

Q0,ν(x, ξ)

λ− µν+

∞∑k=1

mk∑ν=1

Qk,ν(x, ξ)

(λ− λk)ν, (2.8)

where mk = max1≤j≤mg(λk)mkj and Qk,ν(x, ξ) are continuous functions. The

series and its derivatives with respect to λ converge uniformly for x, ξ ∈ [0, 1]

and for λ on bounded subsets of C. Moreover, mk ≤ 2 for large k and

| Qk,1(x, ξ) |≤ C, | Qk,2(x, ξ) |≤ Ckn−1. (2.9)

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256

Proof. Fix sufficiently small δ > 0 and consider circles ΓN := λ : |λ| = RN,N ∈ N, in Cδ with max |µν | < RN < RN+1 and limRN =∞. Denote

IN (λ) =1

2πi

∫ΓN

GD(x, ξ, ζ)

λ− ζdζ, λ ∈ intΓN . (2.10)

Using (2.5) and the definition of m and D(λ) for |λ| → ∞, λ ∈ Cδ we obtain

GD(x, ξ, λ) = O(ρ−1), and hence (2.10) yields I(ν)N (λ) = o(1) as N → ∞ uni-

formly in x, ξ ∈ [0, 1] and λ in bounded subsets of C. On the other hand, we

have

IN (λ) = −GD(x, ξ, λ) +m∑ν=1

Resζ=µν

GD(x, ξ, ζ)

λ− ζ+

qN∑k=1

Resζ=λk

GD(x, ξ, ζ)

λ− ζ

for certain qN ∈ N with lim qN =∞. Coming to the limit as N →∞ we get

GD(x, ξ, λ) =m∑ν=1

Resζ=µν

GD(x, ξ, ζ)

λ− ζ+∞∑k=1

Resζ=λk

GD(x, ξ, ζ)

λ− ζ(2.11)

Since according to (2.4)

Resζ=λk

G(x, ξ, ζ)

λ− ζ=

mk∑ν=1

Rk,ν(x, ξ)

(λ− λk)ν,

with certain continuous functions Rk,ν(x, ξ), formula (2.7) gives

Resζ=µν

GD(x, ξ, ζ)

λ− ζ=Q0,ν(x, ξ)

λ− µν, Res

ζ=λk

GD(x, ξ, ζ)

λ− ζ=

mk∑ν=1

Qk,ν(x, ξ)

(λ− λk)ν, (2.12)

where

Q0,ν(x, ξ) =G(x, ξ, µν)

D′(µν), Qk,ν(x, ξ) =

mk∑l=ν

Rk,ν(x, ξ)1

(l − ν)!

dl−ν

dζl−ν1

D(ζ)

∣∣∣ζ=λk

.

Substituting (2.12) into (2.11) we arrive at (2.8). Further, according to (2.6)

mk ≤ 2 for sufficiently large k and as in the proof of Lemma 3.3 in [1] we get

(2.9).

3 Sampling theorems

Fix ξ0 ∈ [0, 1]. Denote ϕ(x, λ) := ∆(λ)G(x, ξ0, λ) and N(λ) := D(λ)∆(λ).

Consider the set F of integral transforms of the form

F (λ) =

∫ 1

0

f(x)ϕ(x, λ) dx, f(x) ∈ L2(0, 1).

7


257

Our goal is to derive a sampling representation for functions F (λ) ∈ F. Recall

that the WKS theorem corresponds to the case n = 1 and that for n = 1 each

problem (2.1), (2.2) different from an initial value problem is Birkhoff-regular.

For definiteness we assume that n > 1. At first we also assume that ma(λk) ≤ 2

for all k ∈ N, which according to (2.6) for sufficiently large k holds anyway.

Denote

N1 = k ∈ N : ma(λk) = 1, N2 = k ∈ N : ma(λk) = 2,mg(λk) = 1,

N3 = k ∈ N : ma(λk) = mg(λk) = 2.

Under the preceding assumption we have N = N1 ∪ N2 ∪ N3.

Theorem 1. Let (2.1), (2.2) be Stone-regular and ma(λk) ≤ 2, k ∈ N. Then

F (λ) =m∑ν=1

F (µν)N(λ)

(λ− µν)N ′(µν)+∑k∈N1

F (λk)N(λ)

(λ− λk)N ′(λk)+

+∑k∈N2

(F (λk)

( 2N(λ)

(λ− λk)2N ′′(λk)− 2N ′′′(λk)N(λ)

3(λ− λk)(N ′′(λk))2

)+

+F ′(λk)2N(λ)

(λ− λk)N ′′(λk)

)+∑k∈N3

F ′(λk)2N(λ)

(λ− λk)N ′′(λk).

(3.1)

The series in the right-hand side of (3.1) and all its derivatives converge abso-

lutely and uniformly on bounded subsets of C. Moreover

∣∣∣ F (λk)

N ′(λk)

∣∣∣ ≤ C, k ∈ N1,

∣∣∣ F (λk)

N ′′(λk)

∣∣∣ ≤ Ckn−1,∣∣∣ F ′(λk)

N ′′(λk)− F (λk)N ′′′(λk)

3(N ′′(λk))2

∣∣∣ ≤ C, k ∈ N2,

∣∣∣ F ′(λk)

N ′′(λk)

∣∣∣ ≤ C, k ∈ N3.

(3.2)

The proof is similar to the proof of Theorem 4.2 in [1]. In the general case

we get the following theorem, which is analogous to Theorem 4.3 in [1].

Theorem 2. Let (2.1), (2.2) be Stone-regular. Then

F (λ) =m∑ν=1

F (µν)N(λ)

(λ− µν)N ′(µν)+∞∑k=1

ma(λk)−1∑ν=ma(λk)−mk

F (ν)(λk)Sk,ν(λ), (3.3)

where

Sk,ν(λ) =1

ν!

ma(λk)−ν∑j=1

Ck,jN(λ)

(λ− λk)ma(λk)−ν+1−j ,

8


258

and the numbers Ck,j , j = 1,mk, can be found from the triangular non-singular

system of linear algebraic equations

s∑j=1

Ck,jN (ma(λk)+s−j)(λk)

(ma(λk) + s− j)!= δs,1, s = 1,mk.

The series in (3.3) and all its termwise derivatives converge absolutely and uni-

formly on every bounded subset of C. Moreover, the estimates (3.2) remain valid.

In particular, for each fixed l ≥ 0 they yield

dl

dλl

ma(λk)−1∑ν=ma(λk)−mk

F (ν)(λk)Sk,ν(λ) = O( 1

kn

),

uniformly in λ from bounded subsets of C.

Acknowledgement. This research was supported in part by RFBR (project

13-01-00134) and by joint program ”Mikhail Lomonosov” of Ministry of Educa-

tion and Science of Russian Federation and DAAD (project 15007).

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261

Volume of Support for Multivariate Continuous

Refinable Functions

Li Cheng

Department of Mathematics, Lishui University

323000 Lishui, China, email: [email protected]

H.-B Knoop

Faculty of Mathematics, University of Duisburg-Essen

47048 Duisburg, Germany, email: [email protected]

Xinlong Zhou

Faculty of Mathematics, University of Duisburg-Essen

47048 Duisburg, Germany, email: [email protected]


Abstract

Let a(α) : α ∈ Zd be a finitely supported real sequence. Thedilation equation associated with a(α) is defined by

ϕ(x) =∑α

a(α)ϕ(2x− α) and∑α

a(α) = 2d.

Assume that ϕ is continuous and nontrivial. We study in this paper thevolume of the support for ϕ. We will show that if d ∈ 1, 2 then theminimal volume among all those ϕ is d + 1. Under the restriction thatϕ is shift stable the above holds also for d = 3. Moreover, the minimalvolume can be reached by some a(α).

2010 AMS Subject Classification : 26B15, 51M25, 52B10, 65D17.Key Words and Phrases: minimal support, refinable function, dilation equation,polytope.

1 Introduction

Denote Zd the d-dimensional integer lattice. Let a(α) : α ∈ Zd be a finitely sup-ported real sequence (mask) satisfying

∑α a(α) = 2d. It is known (see [3]) that under

1The first author is supported by National Natural Science Foundation of China(11171137), Natural Science Foundation of Zhejiang Province (Y6110676) and Scientific Re-search Fund of Zhejiang Provincial Education Department (Y201120498).

1

262


some suitable conditions the dilation equation

ϕ(x) =∑α

a(α)ϕ(2x− α) (1.1)

has up to a constant a unique nontrivial solution – a refinable function. In this paperwe focus on those refinable functions, which are continuous and have compact support.It is well known that such functions play an important role in wavelet theory for theconstruction of wavelets and in geometric modeling for fast generation of curves andsurfaces. In our case the support of ϕ is the convex hull of Ω = α : a(α) 6= 0(see [3]). Denote [Ω] to be the convex hull of Ω and ∂[Ω] the boundary of [Ω]. Itis clear that [Ω] is a convex polytope, whose vertices are integers. Let vol[Ω] be thevolume of [Ω] we are interested in the minimal value of vol[Ω] among all those Ω, i.e.Ω = α : a(α) 6= 0 and the dilation equation (1.1) defined by a(α) has a nontrivialcontinuous solution. We note that for d = 1 this problem is trivial. Indeed, if therefinable function ϕ from (1.1) is continuous and nontrivial, then there is at least oneelement from Ω which is the inner point of [Ω] (see [3]). Thus, Ω has at least threeelements, which gives vol[Ω] ≥ 2 (see also [4]). On the other hand, the hat functiongiven by N(x) = 1− |x| if |x| ≤ 1 and zero otherwise is continuous and satisfies

N(x) =1

2N(2x+ 1) +N(2x) +

1

2N(2x− 1)

with Ω = −1, 0, 1. We obtain [Ω] = [−1, 1] and vol[Ω] = 2. Therefore, for d = 1the minimal value among all those Ω equals to 2. What is the analogue for d ≥ 2?It is interesting to see that this problem is far from trivial and appears to be ratherdifficult. We will show in this paper

Theorem 1.1. Let d ∈ 1, 2. Then the support Ω of the continuous nontrivialsolution ϕ of (1.1) associated with a(α) satisfies vol[Ω] ≥ d+ 1.

We do not know whether the above theorem is true for all d ≥ 1. However, wehave an analogue for d = 3. We need the concept of shift stability for functions (see[6]). A continuous function g in Rd is shift stable if there are two positive constantsC1 and C2 so that for any finitely supported λ = λ(α) ∈ l∞

C1||λ||∞ ≤ ||∑α

λ(α)g(· − α)||C ≤ C2||λ||∞, (1.2)

where || · || is the uniform norm of C(Rd). Our next result is

Theorem 1.2. Let d = 3. If the nontrivial continuous solution of (1.1) is shift stable,then vol[Ω] ≥ d+ 1.

In the next section we first collect and prove some propositions concerning sub-division algorithms and cascade algorithms. Some results concerning polytopes willalso be presented there. Finally, we give an example, which shows that the minimalvolume can be reached by some continuous refinable function ϕ. Moreover, ϕ is shiftstable and belongs to Lip 1. The two theorems will be verified in Section 3.

2

CHENG ET AL: MULTIVARIATE CONTINUOUS REFINABLE FUNCTIONS

263

2 Basic Properties

A subdivision scheme is defined by a fixed finitely supported mask a = a(α) : α ∈Zd. The Laurent polynomial

a(z) =∑α

a(α)zα

is associated with this mask, where z = (z1, ..., zd)T ∈ Rd and zα = zα1

1 · · · zαdd for α =

(α1, ..., αd)T . Given an initial finite sequence of data values, v0 = v0α, a subdivision

scheme with mask a defines recursively a new sequence of values vk by applying therule

vkα =∑β

vk−1β a(α− 2β), k = 1, 2, ....

This scheme is said to be convergent if for each v0 there exists a continuous functionfv such that

limk→∞

supα|fv(

α

2k)− vkα| = 0

and fv 6≡ 0 for at least one v0. If this is the case, the limit function fv can be expressedas

fv(x) =∑α

v0αϕ(x− α),

where ϕ is the refinable function given by (1.1). In fact, ϕ is the function obtained bysubdivision from the initial data v0α = δ0,α. On the other hand, ϕ can also be obtainedby the so-called cascade algorithm. Thus, beginning with ϕ0(x) = N(x1) · · ·N(xd),where N(y) is the hat function given in Section 1, one defines recursively

ϕk(x) =∑α

a(α)ϕk−1(2x− α), k = 1, 2, ....

It is known that the uniform convergence of ϕk to a nontrivial function is equivalentto the convergence of the corresponding subdivision scheme (see [3]). To describe thenecessary and sufficient conditions of the convergence of the above present schemeswe denote ak(α) =

∑β a

k−1(β)a(α− 2β) with the understanding a1(α) = a(α). It is

easy to check that ak(α) are the coefficients of the Laurent polynomial∏k−1l=0 a(z2

l

)where zµ = zµ1 · · · z

µd , if µ ∈ R. Let us recall the following known result as (see e.g.

[5, 6, 9])

Theorem 2.1. A subdivision scheme associated with a finitely supported real maska = a(α) : α ∈ Zd converges if and only if∑

β

a(α+ 2β) = 1, ∀ α ∈ Zd (2.1)

and for Ed = 0, 1d

limk→∞

supα∈Zd, e∈Ed

|ak(α)− ak(α− e)| = 0. (2.2)

Furthermore, assume that ϕ satisfying (1.1) is shift stable, then (2.1) and (2.2) arevalid.

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264

Thus, by Theorem 2.1 if ϕ is shift stable, ϕ can be obtained by the subdivisionalgorithm with the initial data v0α = δ0,α or by the cascade algorithm. For our goalwe need also the following

Lemma 2.2. Let a(α) : α ∈ Zd be a finite mask in Rd and Ω = α : a(α) 6= 0.Assume that the subdivision scheme associated with a(α) converges to ϕ. If a(α′) 6= 0for some α′ and

a(α+ 2β) : a(α+ 2β) 6= 0, β ∈ Zd = a(α′), (2.3)

then α′ ∈ Ω \ ∂[Ω] and ϕ(α′) = 1 . Moreover, Let α ∈ Ω be an extreme point of thepolytope [Ω], then |a(α)| < 1.

Proof. It follows from Theorem 2.1 (see (2.1)) that a(α′) = 1. On the one hand, weknow that

limk→∞

|ϕ(α

2k)− αk(α)| = 0

and ϕ(x) = 0 if x ∈ ∂[Ω] ∩ [Ω]. On the other hand, one can easily see that

ak((2k − 1)α′) =∑β

ak−1(β)a((2k − 1)α′ − 2β)

= a(α′)ak−1(α′(2k−1 − 1)).

Thus, ak((2k − 1)α′) = (a(α′))k = 1. We conclude

limk→∞

ϕ((2k − 1)α′

2k) = ϕ(α′) = 1.

Hence, α′ must be an inner point of [Ω].To verify the second assertion we observe that the Laurent polynomial associated

with a(β) is

a(z) =∑β

a(β)zβ .

We know that ak(β) are the coefficients of Laurent polynomial

k−1∏l=0

a(z2l

) =∑

β0,...,βk−1

a(β0) · · · a(βk−1)zβ02l0+...+βk−12

lk−1

=∑β

ak(β)zβ , (2.4)

where β0, ..., βk−1 ∈ Ω and (l0, ..., lk−1) is a permutation of (0, 1, ..., k − 1). Clearly,

β02l0 + ...+ βk−12lk−1

2k − 1∈ [Ω].

Since α is an extreme point of the convex polytope [Ω], one must have β02l0 + ... +βk−12lk−1 = (2k−1)α if and only if β0 = ... = βk−1 = α. Hence, there is only one termin the first sum of (2.4), whose power is (2k − 1)α. In other words, ak((2k − 1)α) =(a(α))k. We denote the corresponding refinable function by ϕ. As α′ ∈ ∂[Ω], weconclude

limk→∞

(a(α))k = limk→∞

ak((2k − 1)α) = limk→∞

ϕ((2k − 1)α

2k) = ϕ(α) = 0,

which implies |a(α)| < 1.

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265

Let Md be the set of d× d unimodular matrices, namely,

Md = M : M is d× dmatrix with integer entries and | detM | = 1.

Clearly, Md is a group under the matrix production. In particular, M ∈ Md impliesM−1 ∈Md. We have

Lemma 2.3. Let a(α) : α ∈ Zd be a finite mask in Rd and satisfy∑α a(α) = 2d.

Let further b(α) = a(Mα) for any given M ∈ Md. Then,∑α b(α) = 2d . Moreover,

The existing nontrivial continuous solution of (1.1) associated with a(α) and b(α)respectively are the same.

Proof. The first assertion is rather clear. To show the second one we write ψ(x) =ϕ(Mx). Thus,

ψ(x) = ϕ(Mx) =∑α

a(α)ϕ(2Mx− α)

=∑α

a(MM−1α)ϕ(2Mx− α)

=∑α

b(M−1α)ϕ(M(2x−M−1α))

=∑β

b(β)ϕ(M(2x− β))

=∑β

b(β)ψ(2x− β).

Clearly, if ϕ is continuous, so does ψ and vice versa.

A d-polytope is defined to be a d-dimensional set, that is the convex hull of a finitenumber of vertices. A d-polytope is said to be simplical if each facet, i.e. d − 1-face,is a simplex. Let us cite the following result concerning with the lower bound of thenumber of facets as (see [1]):

Lemma 2.4. For a given simplical d-polytope Q, let fd−1 and f0 be the numbers offacets and vertices, respectively. Then there holds

fd−1 ≥ (d− 1)f0 − (d+ 1)(d− 2).

Finally, let us give an example, which shows that the minimum in Theorems 1.1and 1.2 can be reached. We should formulate this example as

Lemma 2.5. Let d ≥ 1. There is a nonnegative mask a(α) in Rd such that vol[Ω] =d+1. The equation (1.1) associated with this mask has a nontrivial continuous solutionϕ. Furthermore, ϕ is shift stable and ϕ ∈ Lip1.

Proof. We choose a(α) to be the coefficients of

a(z) =∑α

a(α)zα =1

2

d+1∏l=1

(1 + zel),

where el, l = 1, ..., d, is the coordinate vector of Rd and ed+1 = e1 + ...+ ed. Thus, [Ω]is the convex hull given by [0, 1]d ∪ ([0, 1]d + ed+1). Moreover, [Ω] can be presented as

[Ω] = e1t1 + e2t2 + ...+ ed+1td+1 : 0 ≤ tl ≤ 1, l = 1, .., d+ 1.

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266

Thus, vol[Ω] = d+1 as shown in [2]. The equation (1.1) associated with this mask hasa continuous and nontrivial solution ϕ (see [8]). Moreover, one can easily verify thatϕ is shift stable. Next we show ϕ ∈ Lip1. We note that

∑α aα+2β = 1 for all α ∈ Zd

and ∑α

an(α)zα =1

2n

n−1∏j=0

d+1∏l=1

(1 + z2jel).

Obviously,n−1∏j=0

(1 + z2jel) =

2n−1∑i=0

ziel .

On the other hand, let Ej and A be given by Eµj f(x) = f(x−µej) and Af(x) = f(2x).Then (see [9]),

ϕ(·) = Ann−1∏l=0

a(E2l)ϕ(·)

where E = (E1, ..., Ed). Now,

ϕ(x)− ϕ(x− 2−nek) = Ann−1∏j=0

a(E2j )(I − Ek)ϕ(x)

=1

2n(I − Ek)An

n−1∏j=0

d+1∏l=1l6=k

(1 + E2jel)ϕ(x).

We notice that, sinced+1∑l=1l6=k

ilEl =

d+1∑l=1l6=k

jlEl

if and only if il = jl, the coefficients of

n−1∏j=0

d+1∏l=1l6=k

(1 + E2jel)

is 1. Consequently, for some αi ∈ N

Ann−1∏j=0

d+1∏l=1l6=k

(1 + E2jel)ϕ(x) =∑i,j

ϕ(2nx− αiej).

Therefore, as ϕ is compactly supported the number of terms of the sum, which aredifferent to zero , is bounded. We conclude for some constant C, which does notdepend on n,

|ϕ(x)− ϕ(x− 2−nek)| ≤ C2−n,

i.e. ϕ ∈ Lip1.

6


267

3 Proof of Theorems 1.1 and 1.2

We are now in the position to prove Theorems 1.1 and 1.2. Let us first note (see[3, 4, 6]) that if (1.1) has a nontrivial continuous ϕ we can always suppose the Fourier-transformation of ϕ satisfying ϕ(0) = 1 and∑

α

ϕ(x− α) = 1. (3.1)

We notice also that if ϕ is nontrivial and continuous then there exists at least oneinteger α′ ∈ [Ω] \ ∂[Ω] (see [3]). Thus, if [Ω] \ ∂[Ω] = α′, then ϕ is interpolated, i.e.ϕ(α′) = 1 and ϕ(β) = 0 for all β ∈ Zd \ α′. Obviously, in this case, ϕ is shift stable.In the following proof we will frequently use these facts.

Proof of Theorem 1.1. We already have this assertion for d = 1. So let d = 2. Weknow that [Ω] must have at least one inner point. If [Ω] has only one inner point, then,ϕ must be interpolated. Hence, ϕ is shift stable. It follows from Theorem 2.1 that themask satisfies the sum rule (2.1). There are total four equations of (2.1), i.e., thereare four sets of

a(α+ 2β) : a(α+ 2β) 6= 0, β ∈ Z2.Only one set contains one element. Thus, by Lemma 2.2 the number of [Ω] is at least7. According to Lemma 2.4 [Ω] can be divided into at least 6 simplexes with integervertices. Let (x1, x2, x3) be the vertices of any such simplex. Thus, | det(x1 − x3, x2 −x3)| ≥ 1 and the volume of (x1, x2, x3) is at least 1/2. Therefore, if [Ω] contains atleast 7 integers we must have vol[Ω] ≥ 3.

Assume that [Ω] has two inner points. So if the integer number of [Ω] is at least 6,we conclude again vol[Ω] ≥ 3, because [Ω] can also be divided into at least 6 simplexeswith integer vertices.

Let the integer number of [Ω] be 5 with two inner points (say x0, x1, ...x4). Clearly,[Ω] can be divided into 5 simplexes with integer vertices. The volume of each simplexis at least 1/2. Moreover, if one of simplexes has the volume greater than 1/2 then itsvolume must be at least 1. In this case we get again vol[Ω] ≥ 3.

Next let us suppose that each those simplexes has the volume 1/2. We provethat there is no continuous and nontrivial ϕ. To see this, we note that there are twopoints xi, xj satisfying xi ≡ xj (mod 2) and (xi +xj)/2 ∈ ([Ω] \∂[Ω])∩Z2. Moreover,one of xi and xj is an inner point. We may therefore suppose that x0 = 0 and x1are inner points of [Ω] and x1 ≡ x3 (mod 2). Let (0, x1, x2) be a simplex of [Ω].Thus, M−1 = (x1, x2) ∈ M2 and M0, x1, x2, x3 = 0, e1, e2,−e1, where ej is thecoordinate unit vector. Consequently, [MΩ] = 0, e1,−e1, e2, 3e1 − e2.

Let M1 = (e1, e1 + e2) ∈M2. We obtain

[M1MΩ] = [0, e1,−e1, e1 + e2, 2e1 − e2].

Lemma 2.3 allows us to change Ω in this way. We can write ϕ again to be the solutionof (1.1) with the mask b(M1Mα) = a(α), α ∈ [Ω]∩Z2. We notice that −e1 ∈M1MΩ.So b(−e1) 6= 0. Moreover, ϕ(0) 6= 0 and ϕ(e1) 6= 0. Otherwise ϕ is interpolated. Asϕ(e1) = b(e1)ϕ(e1) we conclude b(e1) = 1. On the other hand, let ϕ2(y2) be definedby

ϕ2(y2) =

∫ϕ(y1, y2)dy1.

7


268

Then, ϕ2 has the mask

c−1 =b(2e1 − e2)

2, c0 =

b(−e1) + b(0) + b(e1)

2and c1 =

b(e1 + e2)

2.

Clearly, ϕ2 is nontrivial and continuous. Moreover, it follows from [7] that ϕ2 is shiftstable. Hence, by Theorem 2.1 there holds c0 = 1 and c−1 + c1 = 1. On the otherhand, if we define ϕ1(y1) =

∫ϕ(y1, y2)dy2, then ϕ1 has the mask

h−1 =b(−e1)

2, h0 =

b(0)

2, h1 =

b(e1 + e2) + b(e1)

2and h2 =

b(2e1 − e2)

2.

By the same reason ϕ1 is shift stable. We conclude therefore h−1 + h1 = 1 andh0 + h2 = 1. Comparing these two masks, we obtain in particular b(0) = b(e1 + e2).In what follows we should again use M1 to change [M1MΩ]. So we get

M1[M1MΩ] = [0, e1,−e1, 2e1 + e2, e1 − e2].

Now repeating the above procedure we get b(0) = b(2e1 − e2). Consequently, b(0) =b(2e1 − e2) = b(e1 + e2) = 1. As b(e1) = 1, we obtain b(−e1) = 0. This is a contradic-tion. So in this case ϕ cannot be nontrivial and continuous. Hence, we have alwaysvol[Ω] ≥ 3.

Proof of Theorem 1.2. The refinable function ϕ is now shift stable. Thus, by Theorem2.1 the mask a(α) satisfies (2.1). In other words, there are 2d = 8 different relationsof (2.1). Let us denote

Bα = α+ 2β : a(α+ 2β) 6= 0, β ∈ Z3.

Clearly, Bα 6= ∅ and Bα ∩Bα′ = ∅ if and only if α 6≡ α′ (mod 2). Moreover Bα = Bα′

if and only if α ≡ α′ (mod 2). We observe the cases according to the numbers ofrelations, which contain only one nonzero element of a(α), i.e.

Bα = α+ 2β : a(α+ 2β) 6= 0, β ∈ Z3 = α′. (3.2)

We remember (see Lemma 2.2 ) that if (3.2) is true then α′ is an inner point of [Ω]and ϕ(α′) = 1. Let the number of relations (3.2) is k ≥ 0, and denote α′1, ..., α

′k to be

the corresponding elements of (3.2). Thus,

|Bα| ≥ 2, ∀ α 6≡ α′j (mod 2), j = 1, ..., k. (3.3)

We notice that there must exist an inner integer point in [Ω] (see [3]). Consequently,if k ≥ 2, then [Ω] has at least k + 1 inner integer points. To see this, we note thatdue to (3.1) there must exist an integer γ, which is different from α′j and ϕ(γ) 6= 0.For otherwise, we would have

∑α ϕ(α) = k > 1, which however contradicts to (3.1).

We note also that if [Ω] has j + 1 inner integer points and |∂[Ω] ∩ Zd| = m then [Ω]can be triangulated into at least 2m − 4 + 3j simplexes, whose vertices are integers.Indeed, by Lemma 2.4 the polytope [Ω] has at least 2m−4 facets. Each such facet is asimplex in Rd−1. Thus, each facet builds with a fixed inner point a simplex in Rd. Weobtain at least 2m − 4 simplexes. If one of these simplexes contains another integerpoint we can again triangulate this into 4, 3 or 2 simplexes according to whether thispoint is an inner point, a point on facets or on edges, respectively. As [Ω] has j + 1

8


269

inner integer points, the number of simplexes for [Ω] is at least 2m − 4 + 3j. In thefollowing discussion we will use this fact. Let us divide the proof into five cases.

Case 1. k ∈ 0, 1. We know that [Ω] must have an inner integer point. If k = 1,α′1 is an inner point of [Ω]. Thus, |[Ω] ∩ Z3| ≥ 15. We may assume that [Ω] has onlyone inner integer point, say α0. By Lemma 2.4 [Ω] has at least 24 facets. Clearly,each facet builds with α0 a simplex. Hence, [Ω] can be triangulated into at least 24simplexes, whose vertices are integers. Clearly, each simplex has a volume at least1/3!. We conclude vol[Ω] ≥ 24/3! = 4. It is easy to see that if [Ω] has more than oneinner point this inequality still holds. Thus vol[Ω] ≥ 24/3! = 4 if k = 0, 1.

Case 2. k ∈ 2, 3, 4 and there is an α such that |Bα| ≥ 3. We have already knownthat [Ω] has at least k+ 1 integer inner points. We may assume |∂[Ω]∩Z3| ≥ 2(8−k).Thus, [Ω] can be triangulated into at least 2(16 − 2k) − 4 + 3k ≥ 24 simplexes withinteger vertices. We conclude again vol[Ω] ≥ 24/3! = 4.

Case 3. k ∈ 2, 3 and there is no α such that |Bα| ≥ 3. We know that there existsan integer γ 6≡ α′j (mod 2) and ϕ(γ) 6= 0. If the number of such γ is one, then (1.1)tells us

ϕ(γ) = a(γ)ϕ(γ) + a(2γ − α′1)ϕ(α′1) + ...+ a(2γ − α′k)ϕ(α′k).

Clearly, a(2γ − α′j) = 0 because α′j and 2γ − α′j belong to the same relation of Bα.However, the relation, that contains α′j , has only one element. Hence, a(2γ − α′j) = 0.We conclude in this way ϕ(γ) = a(γ)ϕ(γ). Thus, a(γ) = 1. But, the relation, thatcontains γ, has two elements and the sum of a(α) indexed with these elements isone. This gives a contradiction. Therefore, the number of such γ is at least two.We may without loss of the generality assume that [Ω] has k + 2 inner integers and|∂[Ω] ∩ Z3| = 2(8 − k) − 2. We conclude that the number of simplexes is at least2(14− 2k)− 4 + 3k + 3 ≥ 24. We obtain also vol[Ω] ≥ 24/3! = 4.

Case 4. k = 4 and there is no α such that |Bα| ≥ 3. According to Case 3 we mayassume that [Ω] has 6 inner integer points and |∂[Ω] ∩ Z3| = 6. If the number of thefacets is more than 8, we have immediately vol[Ω] ≥ 4. Let the number of the facetsbe 8. Hence, there are β1 and β2 in ∂[Ω] ∩ Z3 such that β1 ≡ β2 (mod 2). Moreover,(β1 +β2)/2 ∈ [Ω]∩Z3. Thus, β1 and β2 belong to different facets. It is not hard to seethat there are two facets with the form x1, x2, β1 and x1, x2, β2, respectively. Letα 6= (β1 +β2)/2 be an inner integer of [Ω]. So according to this α the polytope [Ω] canbe triangulated into 8 simplexes. Two of them are α, x1, x2, β1 and α, x1, x2, β2.Clearly,

[α, x1, x2, β1 ∪ α, x1, x2, β2] = [α, x1, x2, β1] ∪ [α, x1, x2, β2]= [α, x1, x2, β1, β2].

Let us without loss of the generality suppose that beside α, x1, x2, β1, β2 there is nointeger on the facets of [α, x1, x2, β1, β2]. Let [α, x1, x2, β1, β2] have j + 1 innerintegers. So for the rest 6 simplexes of [Ω] there are k−j inner integers. Therefore, thetotal number of simplexes is at least 6 + 3(k− j) + 6 + 3j = 24 and vol[Ω] ≥ 24/3! = 4.

Case 5. k ≥ 5. Thus, we have 8− k sets Bα with |Bα| ≥ 2 provided α 6≡ α′j (mod 2)for j = 1, ..., k. We remember that [Ω] must have at least k + 1 inner integer points.

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270

Because k ≥ 5 the set Ω ∩ ∂[Ω] ∩ Z3 contains at least four integers. Thus there areβ1, β2 ∈ Bα for some α. If |∂Ω| = 4, then since (β1 + β2)/2 is an integer, the numberof the facets are at least 6. We conclude that [Ω] can be triangulated into at least6 + 3k simplexes. Thus, vol[Ω] ≥ 4 whenever k ≥ 6. If the inner integer points arek+ 2, then the same discussion implies vol[Ω] ≥ 4 whenever k ≥ 5. It remains to showthe assertion for k = 5 and the number of inner integer points is k+ 1. If [Ω] has morethan 8 facets, we have nothing more to do, since in this case [Ω] can be triangulatedinto at least 9 + 3k = 24 simplexes and thus vol[Ω] ≥ 4. If [Ω] has exact 8 facets, weuse the argument in Case 3. We obtain |∂Ω ∩ Z3| = 6. Thus, ∂Ω contain two integersβ1, β2 such that β1 ≡ β1 (mod 2). As (β1 + β2)/2 is an integer, they cannot belongto the same facet. Now, like in Case 4 let α 6= (β1 + β2)/2 be an inner integer of [Ω].So according to this α the polytope [Ω] can be triangulated into 8 simplexes. Two ofthem are α, x1, x2, β1 and α, x1, x2, β2. Clearly, [α, x1, x2, β1∪α, x1, x2, β2] =[α, x1, x2, β1] ∪ [α, x1, x2, β2] = [α, x1, x2, β1, β2]. Let us without loss of thegenerality suppose that beside α, x1, x2, β1, β2 there is no integer on the facets of[α, x1, x2, β1, β2]. Let [α, x1, x2, β1, β2] have j + 1 inner integers. So for the rest 6simplexes there are k − j inner integers. Therefore, the total number of simplexes isat least 6 + 3(k − j) + 6 + 3j = 24 and vol[Ω] ≥ 24/3! = 4.

References

[1] D. Barnette, The minimum number of vertices of a simple polytope, Israel J. ofMath., 10 121-125(1971) .

[2] C. de Boor, K. Hollig and S. Riemenschneider, Box Splines, Springer-Verlag, NewYork, 1993.

[3] A. S. Cavaretta, W. Dahmen, and C.A. Micchelli, Stationary Subdivision, Mem.Amer. Math. Soc. 453 (1991).

[4] I. Daubechies and J. C. Lagarias, Two-scale difference equations I. Existence andglobal regularity of solutions, SIAM J. Math. Anal. 22 1388-1410 (1991) .

[5] T. N.T. Goodman, C. M. Micchelli and J. Ward, Spectral radius formulas forsubdivision operators, Recent advances in Wavelet Analysis, L.L. Schumaker andG. Webb (eds.) Academic Press, Inc. 1994, pp. 335-360.

[6] B. Han and R.-Q. Jia, Multivariate refinement equations and convergence of sub-division schemes, SIAM J. Anal. 29 1177-1199(1998) .

[7] R.-Q. Jia and J. Z. Wang, Stability and linear independence associated withwavelet decompositions, Proc. Amer. Math. Soc. 117 1115-1124(1993) .

[8] R.-Q. Jia and D.-X. Zhou, Convergence of subdivision schemes associated withnonnegative masks, SIAM J. Matrix Anal. Appl. 21 418-430(1999) .

[9] X. Zhou, Characterization of convergent subdivision schemes, J. Approx.& itsAppl. 14 11-24(1998) .

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271

On copositive approximation by bivariate

polynomials on rectangular grids

Lucian Coroianu and Sorin G. Gal

University of Oradea

Department of Mathematics

Str. Universitatii 1

410087 Oradea, Romania

e-mails: [email protected] and [email protected]


Abstract

In this paper, firstly we complete a result in the book [2] concerning

quantitative estimates in the copositive approximation of smooth func-

tions by bivariate polynomials on rectangular grids. Then, for bivariate

functions which are only continuous, an error estimate in terms of a first

order Ditzian-Totik bivariate modulus of continuity is obtained. The re-

sults are natural extensions of those well-known in the univariate case.

2010 AMS Subject Classification : 41A29, 41A10, 41A25, 41A63.Key Words and Phrases: Copositive approximation, bivariate approxima-tion polynomials, proper grid.

1 Introduction

In the book [2], Subsection 2.6.3, pp. 186-194, some quantitative results interms of the moduli of smoothness in copositive approximation by bivariatepolynomials were obtained. For example, by using a result in unconstrained bi-variate approximation in [1], one of them refers to the copositive approximationon a proper grid, of functions having continuous the mixed second order partialderivative. This result can be stated as follows.

Theorem 1 (see Gal [2], Theorem 2.6.6, p. 187) If f : [0, 1] × [0, 1] → R hasthe partial derivative ∂2f

∂x∂y continuous on [0, 1] × [0, 1] and changes its sign onthe proper rectangular grid in (0, 1)× (0, 1), determined by the distinct segments

1

272


x = xi, i ∈ 1, ..., k, y = yj , j ∈ 1, ..., s, then for all n ≥ n0 and m ≥ m0 (withn0 and m0 depending only on k, s, α, β, where α = min0≤i≤k(xi+1 − xi), β =min0≤j≤s(yj+1 − yj), 0 = x0 = y0, 1 = xk+1 = ys+1), there exists a polynomialPn,m(x, y) of degrees ≤ n in x and ≤ m in y, which satisfies

‖f − Pn,m‖ ≤ C

[a

n+

b

m

],

and is copositive with f on [0, 1]2 \ A ∪B, where C = C(k, s, α, β) > 0,

a = ω2(∂f

∂x;1n

, 0) + ω2(∂2f

∂x∂y;1n

, 0), b = ω2(∂f

∂y; 0,

1m

) + ω2(∂2f

∂x∂y; 0,

1m

),

ω2(f ; α, β) = sup|f(x, y)− 2f(x + h, y + p) + f(x + 2h, y + 2p)|; (x, y), (x + 2h, y + 2p) ∈ [0, 1]× [0, 1], 0 ≤ h ≤ α, 0 ≤ p ≤ β,

A = (x, y) ∈ [0, 1]2;x ∈ ∪ki=1[xi− 1/n, xi + 1/n], y 6∈ ∪s

j=1[yj − 1/m, yj + 1/m],

Πsj=1(y − yj) < 0,

B = (x, y) ∈ [0, 1]2; y ∈ ∪sj=1[yj − 1/m, yj + 1/m], x 6∈ ∪k

i=1[xi− 1/n, xi + 1/n],

Πki=1(x− xi) < 0.

Remark 2 As can easily be seen, unfortunately the above theorem states thatthe copositivity does not hold on the whole bidimensional interval [0, 1]× [0, 1].It is the first goal of this note to modify/complete the proof of the above theorem,by obtaining that the copositivity can hold on the whole bidimensional interval[0, 1]× [0, 1], in terms of the same quantitative estimate.

Secondly, for functions which are only continuous, by using a result in bivari-ate comonotone approximation already proved in the same book [2], pp. 194-205,a quantitative result in the bivariate copositive polynomial approximation withthe error in terms of the first order bivariate Ditzian-Totik modulus of continu-ity, ωϕ

1 (f ; 1/n, 1/m) is obtained.

2 Main Results

The first main result is the following.

Theorem 3 If f : [0, 1]× [0, 1] → R has the partial derivative ∂2f∂x∂y continuous

on [0, 1] × [0, 1] and changes its sign on the proper rectangular grid in (0, 1) ×(0, 1), determined by the distinct segments x = xi, i ∈ 1, ..., k, y = yj , j ∈1, ..., s, then for all n ≥ n0 and m ≥ m0 (with n0 and m0 depending only onk, s, α, β, where α = min0≤i≤k(xi+1 − xi), β = min0≤j≤s(yj+1 − yj), 0 = x0 =

2

COROIANU-GAL: COPOSITIVE APPROXIMATION

273

y0, 1 = xk+1 = ys+1), there exists a polynomial Pn,m(x, y) of degrees ≤ n in x

and ≤ m in y, which satisfies

‖f − Pn,m‖ ≤ C

[a

n+

b

m

],

and is copositive with f on [0, 1]× [0, 1], where C = C(k, s, α, β) > 0 and

a = ω2(∂f

∂x;1n

, 0) + ω2(∂2f

∂x∂y;1n

, 0), b = ω2(∂f

∂y; 0,

1m

) + ω2(∂2f

∂x∂y; 0,

1m

).

Here ‖ · ‖ denotes the uniform norm in C([0, 1]× [0, 1]).

Proof. Keeping the notations, we construct the polynomials Qn,m(x, y)exactly as in the proof of Theorem 2.6.6, pp. 187-189 in [2], but we slightlymodify the expression En,m(x, y) as follows. Consider

En,m(x, y) = εD1D2C

[a

n+

b

m

] k∏

i=1

qn(x− xi)s∏

j=1

qm(y − yj),

where ε, C, qn(x), qm(y) are exactly as in the proof of Theorem 2.6.6, p. 188in [2] and D1, D2 are strictly positive constants which will be determined later.It is known that f(x, y)En,m(x, y) ≥ 0, for all (x, y) ∈ [0, 1]× [0, 1].

Define Pn,m(x, y) = Qn,m(x, y) + En,m(x, y), x, y ∈ [0, 1].We distinguish three cases :(i) y /∈ ∪s

j=1[yj − 1/m, yj + 1/m];(ii) x /∈ ∪k

i=1[xi − 1/n, xi + 1/n];(iii) there exists i such that x ∈ [xi − 1/n, xi + 1/n] and there exists j such

that y ∈ [yj − 1/m, yj + 1/m].Case (i) Consider fixed y and define the polynomial Pn(x) = Qn,m(x, y) +

hn(x), x ∈ [0, 1], with hn(x) = ε1εD1C[

an + b

m

] ∏ki=1 qn(x − xi), x ∈ [0, 1],

where ε1 = 1 if∏k

j=1 qm(y− yj) ≥ 0 and ε1 = −1 if∏k

j=1 qm(y− yj) < 0. Fromhere it follows that f(x, y)hn(x) ≥ 0, for all x ∈ [0, 1].

Using now the same reasoning as in the proof of Theorem 1.5.4, (iv), p.44-46 in [2] and choosing D1 ≥ 2A−k, we obtain f(x, y)Pn(x) ≥ 0 (∀) x ∈ [0, 1].Recall here that A > 0 is the constant in the statement of Lemma (A), p. 43,in [2] (see also [3]).

Now, let x ∈ [0, 1] be arbitrary chosen. We have two subcases : (i)a f(x, y)and Qn,m(x, y) have the same sign ; (i)b f(x, y) and Qn,m(x, y) are of oppositesigns.

Case (i)a. Because f(x, y) and En,m(x, y) have the same sign, it immediatelyfollows that f(x, y)Pn,m(x, y) ≥ 0.

Case (i)b. Because f(x, y)Pn(x) ≥ 0 and f(x, y)hn(x) ≥ 0, it necessarilyfollows that we have |Qn,m(x, y)| ≤ |hn(x)|. Choosing D2 ≥ A−s and reasoning

3


274

again as in the proof of Theorem 1.5.4, (iv), p. 44-46 in [2], it follows thatD2

∣∣∣∏sj=1 qm(y − yj)

∣∣∣ ≥ 1, which easily implies that |hn(x)| ≤ |En,m(x, y)|.In conclusion, we get that |Qn,m(x, y)| ≤ |En,m(x, y)| and because f(x, y)

and En,m(x, y) have the same sign, it is immediate that f(x, y)Pn,m(x, y) ≥ 0,which finishes the proof of the case (i).

Case (ii). The proof uses the same type of reasoning as in the case (i).Case (iii). The proof is identical with the proof of the case (iv) of Theorem

2.6.6 in [2], p. 189.Finally, as in the proof of Theorem 2.6.6, p. 189 in [2], note that from its

construction it follows in fact that Pn,m(x, y) is of degrees ≤ 2kn in x and ≤ 2sm

in y, but by a standard procedure we may reduce it to degrees ≤ n in x and≤ m in y.

Remark 4 The above theorem extends to bivariate case the result in univariatecase in [3].

The second main result one refers to the case of the absence of partial deriva-tives of f , namely to the case when f is only continuous.

Theorem 5 If f : [−1, 1] × [−1, 1] → R is continuous on [−1, 1] × [−1, 1] (wewrite f ∈ C([−1, 1]×[−1, 1])) and changes its sign on the proper rectangular gridin (0, 1) × (0, 1), determined by the distinct segments x = xi, i ∈ 1, ..., k, y =yj , j ∈ 1, ..., k, then for all n ≥ 1 and m ≥ 1, there exists a polynomialQn,m(x, y) of degrees ≤ n in x and ≤ m in y, which satisfies

‖f −Qn,m‖ ≤ C(k) · ωϕ1

(f ;

1n

,1m

)

and is copositive with f on [−1, 1]× [−1, 1], where C = C(k) > 0 depends onlyon k and

ωϕ1 (f ; δ1, δ2) = sup|∆h1ϕ(x),h2ϕ(y)f(x, y)|; 0 ≤ hi ≤ δi, i = 1, 2, x, y ∈ [−1, 1],

with ∆h1,h2f(x, y) = f(x+h1/2, y+h2/2)−f(x−h1/2, y−h2/2) if (x±h1/2, y±h2/2) ∈ [−1, 1]×[−1, 1], ∆h1,h2f(x, y) = 0 elsewhere and ϕ(x) =

√1− x2. Here

‖ · ‖ denotes the uniform norm in C([−1, 1]× [−1, 1]).

Proof. Firstly, we prove that the polynomials Pn,m in the statement ofTheorem 2.6.10, p. 195 in [2], in addition to be upper bidimensional comonotonewith f (that is satisfying ∂2Pn,m

∂x∂y (x, y) · ∂2f∂x∂y (x, y) ≥ 0, for all x, y ∈ [−1, 1]) and

to approximate f , they also satisfy the estimate∥∥∥∥

∂2f

∂x∂y− ∂2Pn,m

∂x∂y

∥∥∥∥ ≤ C(k) · ωϕ1

(∂2f

∂x∂y;1n

,1m

). (1)

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275

Indeed, looking into the proof of Theorem 2.6.10 at pages 204-206 in [2], wereason by mathematical induction. Thus, for k = 0 the above estimate (1) isexactly the second estimate in the statement of Theorem 2.6.12, p. 196 in [2].Then, keeping the notations and the reasonings (by mathematical induction)from the page 205 in [2], taking into account the second estimate in the state-ment of Lemma 2.6.15, p. 199 in [2] obtained there for ε ≥ ωϕ

1

(∂2f

∂x∂y ; 1n , 1

m

),

we immediately get exactly the above desired estimate.Now, in order to get our result of copositive approximation, for given f ∈

C([−1, 1]× [−1, 1]), let us define

F (x, y) =∫ x

−1

[∫ y

−1

f(t, s)ds

]dt, x, y ∈ [−1, 1].

Clearly we have ∂2F∂x∂y (x, y) = f(x, y). Therefore, applying all the above con-

siderations to F instead of f , we obtain the sequence of bivariate polynomialsQn,m(x, y) = ∂2Pn,m

∂x∂y (x, y), that clearly satisfy the requirements in the state-ment.

Remark 6 As an open question would be interesting to study the general casein copositive bivariate approximation by polynomials, namely when the approx-imated function changes its sign along to some given algebraic curves (not nec-essarily segments) included in [0, 1]× [0, 1] or in [−1, 1]× [−1, 1], respectively.

References

[1] L. Beutel and H. Gonska, Quantitative inheritance properties for simul-taneous approximation by tensor product operators II : Applications, in :Mathematics and its Applications, Proceed. 17th Scientific Session (G. V.Orman ed.), Edit. Univ. ”Transilvania”, Brasov, 2003, pp. 1-28.

[2] S.G. Gal, Shape Preserving Approximation by Real and Complex Polyno-mials, Birkhauser, Boston, Basel, Berlin, 2008.

[3] Y.K. Hu, D. Leviatan and X.M. Yu, Copositive polynomial and spline ap-proximation, J. Approx. Theory, 80 (1995), 204-218.

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From Bernstein polynomials to Bernstein copulas

Claudia CottinDepartment of Engineering and MathematicsFH Bielefeld University of Applied Sciences

33511 Bielefeld, [email protected]

Dietmar PfeiferDepartment of Mathematics

School of Mathematics and ScienceCarl von Ossietzky University Oldenburg

26111 Oldenburg, [email protected]


Abstract

In this paper we review Bernstein and checkerboard copulas for arbi-trary dimensions and general grid resolutions in connection with discreterandom vectors possessing uniform margins, and point out the relationto tensor product Bernstein operators. We further suggest a pragmaticand effective way to fit the dependence structure of multivariate data toBernstein copulas via rook copulas, a subclass of checkerboard copulas,which is based on the multivariate empirical distribution.

2010 AMS Subject Classification: 41A10, 41A63, 60E05, 62E17, 62G30,62P05Key words and Phrases: Bernstein polynomials, Bernstein copulas, checker-board copulas, construction of copulas, risk management applications

1 Introduction

In the history of approximation theory, univariate and multivariate Bernsteinpolynomials have played a central role since the beginning of the 20th century,see, e.g., [11] for a survey of Bernstein polynomials in one variable and [1],chapters 8.4 and 18, for a short treatment of Bernstein polynomials in sev-eral variables. They have not only been used to provide a constructive proofof the famous Weierstraß approximation theorem for continuous functions on

1

277


compact intervals, including explicit estimates for the rate of convergence, butalso for more advanced applications in functional analysis and computer aideddesign, such as Bezier curves and surfaces, see, e.g., [7], [15] and [16]. Here,shape preserving and local smoothness properties of Bernstein polynomials areof central interest, in particular w.r.t. engineering applications. (It might beinteresting to note here that Donald Knuth has used Bezier curves for the designof TEX-fonts.) Applications of Bernstein polynomials for modelling stochasticdependence in a nonparametric way have, in contrast, been considered muchlater.

The use of copulas for modelling and simulation purposes, for instance in riskmanagement, is of increasing importance, see, e.g., [3], section 5.3, or [9], chapter5, and the references given there. Let us recall that a (d-dimensional) copula Cis the cumulative distribution function (cdf) of a random vector U = (U1,⋯, Ud)whose one-dimensional marginal distributions are uniform on the interval [0,1].The following well-known theorem (see, e.g., [9], p. 186) deals with a key prop-erty of copulas.

Theorem of Sklar: Let F be the cdf of some random vector X = (X1,⋯,Xd),i.e., F (x1,⋯, xd) = P (X1 ≤ x1,⋯,Xd ≤ xd) with marginal cdfs F1,⋯, Fd. Thenthere exists a copula C ∶ [0,1]d → [0,1] such that

F (x1,⋯, xd) = C(F1(x1),⋯, Fd(xd)) (1)

for all x1,⋯, xd ∈ R. If F1,⋯, Fd are continuous, then C is uniquely deter-mined. Vice versa: For a copula C and univariate cdfs F1,⋯, Fd the assignmentF (x1,⋯, xd) ∶= C(F1(x1),⋯, Fd(xd)) defines the cdf F of some d-variate ran-dom vector with marginal cdfs F1,⋯, Fd.

Thus, the theorem of Sklar states that the cdf F of any d-variate randomvector can be written in terms of its marginal distribution functions F1,⋯, Fdand a suitable copula C which thus describes the dependence structure of thevector components. Such a decomposition is often very useful in practice; foran exemplary application in the context of Bernstein copulas see Example 4.2.The definition of this specific copula type, constructed by means of Bernsteinpolynomials, is given in section 2.

The discussion of potential copula models has so far mostly focussed on othertypes, i.e., either the elliptical case (e.g., the Gaussian and t-copula) or theArchimedean case (e.g., Gumbel-, Clayton-, and Frank-copulas). It seems thatthe true impact of Bernstein polynomials on copula models has been discoveredonly more recently, first in the framework of approximation theory (see, e.g., [8],[10], [11]) and later in particular in connection with applications in finance (see,e.g., [2], [5], [6], [13], [14]). Bernstein copulas possess several benefits comparedto the traditional approaches:

• Bernstein copulas allow for a very flexible, non-parametric and essentiallynon-symmetric description of dependence structures also in higher dimen-sions

2

COTTIN-PFEIFER: BERNSTEIN COPULAS

278

• Bernstein copulas approximate any other given copula arbitrarily well

• Bernstein copula densities are given in an explicit form and can hence beeasily used for Monte Carlo simulation studies.

In this paper, we review the construction of Bernstein copulas through dis-crete random vectors with uniform margins (called discrete skeletons), and pointout their connection to checkerboard copulas, as discussed, e.g., in [8], [10] and[11], and to Bernstein tensor product operators (cf. the proof of Theorem 2.2).The explicit representation of Bernstein copulas in terms of tensor product Bern-stein operators with a discrete skeleton has, to our knowledge, not been statedin the related literature before. This approach, amongst others, opens a prag-matic and storage saving approach to fit the dependence structure of observeddata to Bernstein copulas via rook copulas, a special subcase of checkerboardcopulas based on the multivariate empirical distribution. The tensor productrepresentation might also be helpful in further studies on global smoothnesspreservation for copula approximation since it allows a direct transfer of resultsfrom multivariate approximation theory (as formulated, e.g., in [4] and [12])into the copula context.

2 Some simple mathematical facts on Bernsteinpolynomials and Bernstein copulas

The assertions of the following lemma are well-known in the literature, but forconvenience and better understanding in the copula context we give a shortproof.

Lemma 2.1. Let B(m,k, z) = (mk)zk(1−z)m−k, 0 ≤ z ≤ 1, k = 0,⋯,m ∈ N. Then

we have

∫1

0mB(m − 1, k, z)dz = 1 for k = 0,⋯,m − 1.

Further,

d

dzB(m,k, z) =m [B(m − 1, k − 1, z) −B(m − 1, k, z)] for k = 0,⋯,m

with the convention B(m − 1,−1, z) = B(m − 1,m, z) = 0. For the Bernstein op-erator Bm defined by Bmf ∶ z ↦ ∑mk=0 f ( k

m)B(m,k, z) for real-valued functions

f on [0,1] and z ∈ [0,1] , this yields

d

dzBmf(z) =m

m−1

∑k=0

∆mf ( km

)B(m − 1, k, z)

where ∆mf(z) ∶= f (z + 1m) − f(z) for z ∈ [0,1] denotes the forward difference

operator.

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279

Proof. Let B(x, y) ∶= Γ(x)⋅Γ(y)Γ(x+y) for x, y > 0 denote the Beta function and Γ the

Gamma function, as usual. Then

∫1

0mB(m − 1, k, z)dz =m(m − 1

k)B(k + 1,m − k)

=m(m − 1

k) Γ(k + 1)Γ(m − k)

Γ(m + 1)

= m (m − 1)!k!(m − k − 1)!

× k!(m − k − 1)!m!

= 1.

Further, for 0 < k <m,

d

dzB(m,k, z) = k(m

k)zk−1(1 − z)m−k − (m − k)(m

k)zk(1 − z)m−k−1

=m(m − 1

k − 1)zk−1(1 − z)(m−1)−(k−1)

−m(m − 1

k)zk(1 − z)m−1−k

=m [B(m − 1, k − 1, z) −B(m − 1, k, z)]

which, by the above convention, also holds for k ∈ 0,m . The remaining state-ment follows easily from this.

Theorem 2.1 and Definition. For d ∈ N let U = (U1,⋯, Ud) be a randomvector whose marginal component Ui follows a discrete uniform distributionover Ti ∶= 0,1,⋯,mi − 1 with mi ∈ N, i = 1,⋯, d. Let further

p (k1,⋯, kd) ∶= P (d

⋂i=1

Ui = ki) for all (k1,⋯, kd) ∈d

⨉i=1

Ti.

Then

cUB (u1,⋯, ud) ∶=m1−1

∑k1=0

⋯md−1

∑kd=0

p (k1,⋯, kd)d

∏i=1

miB (mi − 1, ki, ui) ,

(u1,⋯, ud) ∈ [0,1]d, defines the density of a d-dimensional copula CUB , called

Bernstein copula. We call cUB the Bernstein copula density induced by U . Thevector U is also called the discrete skeleton of the Bernstein copula.

Proof. For fixed 1 ≤ j ≤ d we obtain, according to Lemma 2.1 above,

∫1

0cUB (u1,⋯, ud) duj

=m1−1

∑k1=0

⋯md−1

∑kd=0

p (k1,⋯, kd)d

∏i=1i≠j

miB (mi − 1, ki, ui)∫1

0mjB (mj − 1, kj , uj) duj

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280

=m1−1

∑k1=0

⋯md−1

∑kd=0

p (k1,⋯, kd)d

∏i=1i≠j

miB (mi − 1, ki, ui)

=m1−1

∑k1=0

⋯mj−1−1

∑kj−1=0

mj+1−1

∑kj+1=0

⋯md−1

∑kd=0

⎛⎝

mj−1

∑kj=0

p (k1,⋯, kd)⎞⎠

d

∏i=1i≠j


=m1−1

∑k1=0

⋯mj−1−1

∑kj−1=0

mj+1−1

∑kj+1=0

⋯md−1

∑kd=0

P

⎛⎜⎜⎝

d

⋂i=1i≠j

Ui = ki⎞⎟⎟⎠

d

∏i=1i≠j


= cU/j

B (u1,⋯, uj−1, uj+1,⋯, ud)

for (u1,⋯, uj−1, uj+1,⋯, ud) ∈ [0,1]d−1, where U /j = (U1,⋯, Uj−1, Uj+1,⋯, Ud)

(note that for j = 1, the symbol U /jreads (U2,⋯, Ud) , likewise for j = d). Wethus obtain another Bernstein copula density, but of dimension d − 1 instead ofd. Continuing integration according to the remaining variables except for thevariable ur for fixed 1 ≤ r ≤ d, we end up with

∫1

0⋯∫

1

0c (u1,⋯, ud) du1⋯dur−1 dur+1⋯dud

=mr−1

∑kr=0

P (Ur = kr) mrB (mr − 1, kr, ur)

=mr−1

∑kr=0

1

mrmrB (mr − 1, kr, ur) =

mr−1

∑kr=0

B (mr − 1, kr, ur)

=mr−1

∑k=0

(mr − 1

k)ukr(1 − ur)mr−k−1 = 1

for all ur ∈ [0,1] which proves that the r-th marginal density of cUB is that of acontinuous uniform distribution over [0,1] , for every 1 ≤ r ≤ d.

Remark 2.1. Note that the line of proof above shows that if U = (U1,⋯, Ud)is a random vector with joint Bernstein copula density cUB as above, then alsoany partial random vector V = (Ui1 ,⋯, Uin) with n < d and 1 ≤ i1 < ⋯ < in ≤ dpossesses a Bernstein copula density cVB given by

cVB (ui1 ,⋯, uin)

=mi1

−1

∑ki1=0

⋯min−1

∑kin=0

P (n

⋂`=1

Ui` = ki`)n

∏`=1

mi`B (mi` − 1, ki` , ui`) ,

(ui1 ,⋯, uin) ∈ [0,1]n.

Theorem 2.2. Under the conditions of Theorem 2.1, the Bernstein copula CUB

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281

induced by U is explicitly given by

CUB (x1,⋯, xd) ∶= ∫

xd

0⋯∫

x1

0cUB (u1,⋯, ud) du1⋯dud

=m1

∑k1=0

⋯md

∑kd=0

P (d

⋂i=1

Ui < ki)d

∏i=1

B (mi, ki, xi)

for (x1,⋯, xd) ∈ [0,1]d .Proof. Let FU denote the cdf of U , i.e. FU (x1,⋯, xd) = P (⋂di=1 Ui ≤ xi) for

(x1,⋯, xd) ∈ Rd, and let Z = (Z1,⋯, Zd) be given by Zi ∶= Ui+1mi

for i = 1,⋯, d.Then for the cdf of Z, we obtain

FZ ( k1

m1,⋯, kd

md) = P (

d

⋂i=1

Ui ≤ ki − 1) = P (d

⋂i=1

Ui < ki)

= FU (k1 − 1,⋯, kd − 1)

for (k1,⋯, kd) ∈d

⨉i=1Ti. By applying Lemma 2.1 consecutively d times, it follows

that

cUB (u1,⋯, ud) =m1−1

∑k1=0

⋯md−1

∑kd=0

P (d

⋂i=1

Ui = ki)d

∏i=1


=m1−1

∑k1=0

⋯md−1

∑kd=0

P (d

⋂i=1

Ui ∈ (ki − 1, ki])d

∏i=1


=m1−1

∑k1=0

⋯md−1

∑kd=0

∆m1,⋯,mdFZ ( k1

m1,⋯, kd

md)d

∏i=1


= ∂d

∂x1⋯∂xdBm1 ⋯ Bmd

FZ (u1,⋯, ud)

for (u1,⋯, ud) ∈ [0,1]d where ∆m1,⋯,md∶= ∆m1 ⋯∆md

is the tensor product ofthe forward difference operators ∆m1

,⋯,∆mdfrom Lemma 2.1 and Bm1⋯Bmd

is the tensor product of the Bernstein operators Bm1 ,⋯,Bmdin the sense of [1],

section 8.4 (i.e., roughly speaking, the operator with index mi is applied withthe i-th of the d components as a variable and all other components remainingfixed). By integration, we thus obtain

CUB (x1,⋯, xd) = ∫

xd

0⋯∫

x1

0c (u1,⋯, ud) du1⋯dud

= Bm1 ⋯ BmdFZ (x1,⋯, xd)

=m1

∑k1=0

⋯md

∑kd=0

FZ ( k1

m1,⋯, kd

md)d

∏i=1

B (mi, ki, xi)

=m1

∑k1=0

⋯md

∑kd=0

P (d

⋂i=1

Ui < ki)d

∏i=1

B (mi, ki, xi)

for (x1,⋯, xd) ∈ [0,1]d, as stated.

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282

Remark 2.2. Note that the term ∆m1,⋯,mdFZ ( k1

m1,⋯, kd

md) in the proof above

corresponds – up to an index shift – to the d-th order difference of the d-increasing cdf FZ , see, e.g., [17], chapter 6, or [8], Proposition 4.2. For instance,for d = 2, we obtain

∆m1,m2FZ ( k1

m1,k2

m2) = FZ (k1 + 1

m1,k2 + 1

m2) − FZ (k1 + 1

m1,k2

m2)

− FZ ( k1

m1,k2 + 1

m2) + FZ ( k1

m1,k2

m2) .

Remark 2.3. From a probabilistic point of view, in the light of Lemma 2.1,Bernstein copula densities cUB (u1,⋯, ud) can also be considered as mixtures ofdensities of random vectors Y (k1,m1,⋯, kd,md) = (Y(k1,m1),⋯, Y(kd,md)) withindependent components which follow beta distributions with parameters kj +1and mj − kj and density

fY(kj,mj)(z) =mj(

mj − 1

kj)zkj(1 − z)mj−1−kj

= 1

B(kj + 1,mj − kj)zkj(1 − z)mj−1−kj

for j = 1,⋯, d and z ∈ [0,1]. Here U is the mixing random vector. From analgorithmic point of view, this representation is particularly useful for MonteCarlo simulations with Bernstein copulas.

3 Bernstein and checkerboard copulas

There is also a natural relationship between Bernstein and checkerboard copulasas discussed in [2] , [5] and [6]. We refer to a slightly more general setup here.

Theorem 3.1 and Definition. Under the assumptions of Theorem 2.1 define

the intervals Ik1,⋯,kd ∶=d

⨉j=1

( kjmj,kj+1

mj] for all possible choices (k1,⋯, kd) ∈

d

⨉i=1Ti.

Then the function

cUCB ∶=d

∏i=1

mi

m1−1

∑k1=0

⋯md−1

∑kd=0

p (k1,⋯, kd) 1Ik1,⋯,kd

is the density of a d -dimensional copula CUCB , called checkerboard copula (in-

duced by U). Similarly as before, U is called the discrete skeleton of the checker-board copula. Here 1A denotes the indicator random variable of the set A, asusual.

Proof. The assertion is a direct consequence of the fact that a random vectorW = (W1,⋯,Wd) follows a checkerboard copula iff the conditional distributionof W given U fulfills the conditions

PW ( ∣U = (k1,⋯, kd)) = U (Ik1,⋯,kd) for all (k1,⋯, kd) ∈d

⨉i=1

Ti,

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283

where U (Ik1,⋯,kd) denotes the continuous uniform distribution over Ik1,⋯,kd and

U = (k1,⋯, kd) ⇔ W ∈ Ik1,⋯,kd for all (k1,⋯, kd) ∈d

⨉i=1

Ti

(i.e., U denotes in some sense the “coordinates” of W w.r.t. the grid inducedby Ik1,⋯,kd).

Remark 3.1. The Bernstein copula induced by U can be regarded as a natu-rally smoothed version of the checkerboard copula induced by U , replacing thediscontinuous indicator functions

1Ik1,⋯,kd(u1,⋯, ud) =

d

∏i=1

1( kimi,ki+1mi

] (ui)

by the continuous polynomials

d

∏i=1

B (mi − 1, ki, ui) , (u1,⋯, ud) ∈ [0,1]d .

Theorem 3.2 (Approximation Theorem). Every copula C in d dimensions canbe uniformly approximated by a sequence CUr

CB,rr∈N of checkerboard copulas

with grid constants mr1, . . . ,mrd ∈ N, if min1≤k≤d

mrk tends to infinity when r

tends to infinity. If C is the cdf of the random vector Z = (Z1,⋯, Zd) anadmissible choice of the discrete skeletons U r, r ∈ N is given by the randomvectors U r = (Ur1,⋯, Urd) with Urj ∶= ⌈mrj ⋅Zj − 1⌉ for j = 1,⋯, d where ⌈z⌉ ∶=mink ∈ Z ∣ z ≤ k for z ∈ R (rounding upwards). In this case,

pr (k1,⋯, kd) = P (d

⋂i=1

Uri = ki) = P (d

⋂j=1

kj

mrj< Zj ≤

kj + 1

mrj)

= P (Z ∈ Ik1,⋯,kd)

for all (k1,⋯, kd) ∈d

⨉i=1Tri.

Proof. The statement Theorem 3.2 as well as the following Corollary 3.1 followsfrom a straight-forward extension of the two-dimensional case discussed in [8],section 5.

Corollary 3.1. Every copula C in d dimensions can be uniformly approximatedby a sequence CUr

B,rr∈N of Bernstein copulas with discrete skeletons and grid

constants mr1, . . . ,mrd ∈ N, if min1≤k≤d

mrk tends to infinity when r tends to

infinity. The discrete skeletons may be chosen identically as in the checkerboardcopula approximation.

The practical importance of Theorem 3.2 lies in the fact that the MonteCarlo simulation of – especially high dimensional – copulas is generally difficult,while a simulation of checkerboard copulas is comparatively easy.

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284

4 Bernstein and rook copulas

In most practical applications, e.g., when modelling financial portfolios contain-ing different stocks and derivatives or insurance portfolios with different typesof risk, the stochastic dependence structure of the various model variables isnot explicitly known, see, e.g., [9], [13] and [14] for numerous examples. Insuch situations, assumptions on the class of corresponding (parametric) cop-ula families are sometimes made on the basis of statistical tests. Alternatively,a non-parametric approach could be chosen, for instance identifying the dis-crete skeleton of a checkerboard or Bernstein copula directly via the observeddata. A major problem here is to find a suitable contingency table since themarginal distributions must be discretely uniform, which means that a set ofside conditions has to be fulfilled. Also, this approach becomes ineffective forhigher dimensions d, since in general ∏d

i=1mi real numbers have to be storedin order to describe the distribution of the discrete skeleton completely. Suchproblems are completely avoided if so-called rook copulas are used for modellingthe discrete skeleton.

A rook copula is a particular checkerboard copula with the same grid sizein each dimension that distributes probability mass according to the placementof rooks on a checkerboard without mutual threatening. It can in general beconstructed in d dimensions as follows. Let

M ∶=

⎡⎢⎢⎢⎢⎢⎢⎢⎢⎢⎣

σ01 σ02 ⋯ σ0,d−1 σ0d

σ11 σ12 ⋯ σ1,d−1 σ1d

⋮ ⋮ ⋱ ⋮ ⋮σm−2,1 σm−2,2 ⋯ σm−2,d−1 σm−2,d

σm−1,1 σm−1,2 ⋯ σm−1,d−1 σm−1,d

⎤⎥⎥⎥⎥⎥⎥⎥⎥⎥⎦denote a matrix of permutations in column vector notation, i.e. each column(σ0k, σ1k,⋯, σm−1,k) is a permutation of the set T ∶= 0,1,⋯,m − 1 for k =1,⋯, d. A checkerboard copula C is a rook copula iff there holds

pm (k1,⋯, kd) = P (d

⋂i=1

Ui = ki) = 1

m

⇔ (k1,⋯, kd) = (σt1, σt2,⋯, σt,d) for some t ∈ T.The distribution of the discrete skeleton of a rook copula can thus be completelydescribed by storing just m ⋅ d instead of md real numbers.

Example 4.1. The rook copula corresponding tothe picture on the right is given by the matrix

M = [ 0 1 2 3 4 5 6 70 1 4 2 3 6 5 7

]T

.

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285

In practical applications, in the case of continuous distributions, the per-mutation matrix pertaining to a rook copula can directly be extracted fromthe ranks of the observed random vectors according to the following procedure.Given a matrix x = [xij] of data, where i = 1,⋯, n is the i -th out of n indepen-dent d -dimensional observation row vectors and j = 1,⋯, d is the correspondingcomponent (dimension) index:

• For each j, calculate the rank rij of the observation xij among x1j ,⋯, xnjfor i = 1,⋯, n.

• Form the matrix M ∶= [(rij − 1)] of permutations for the empirical rookcopula.

W.r.t. Monte Carlo simulations, it is extremely easy to generate samples thatfollow either a rook copula or a Bernstein copula with the same discrete skeleton.For simplicity, we explain the procedure by means of the following example only.

Example 4.2. The following table contains some original data (xi1, xi2) , i =1,⋯,20 from an insurance portfolio of storm and flooding losses, observed overa period of 20 years, their ranks and the permutation matrix M.

i xi1 xi2 ri1 ri2 M

1 0.468 0.966 4 9 3 8

2 9.951 2.679 20 20 19 19

3 0.866 0.897 8 4 7 3

4 6.731 2.249 19 19 18 18

5 1.421 0.956 13 8 12 9

6 2.040 1.141 17 15 16 14

7 2.967 1.707 18 18 17 17

8 1.200 1.008 11 10 10 9

9 0.426 1.065 3 12 2 11

10 1.946 1.162 15 16 14 15

11 0.676 0.918 5 6 4 5

12 1.184 1.336 10 17 9 16

13 0.960 0.933 9 7 8 6

14 1.972 1.077 16 13 15 12

15 1.549 1.041 14 11 13 10

16 0.819 0.899 6 5 5 4

17 0.063 0.710 1 1 0 0

18 1.280 1.118 12 14 11 13

19 0.824 0.894 7 3 6 2

20 0.227 0.837 2 2 1 1

Figure 1: Scatterplot of observed risksxi1 and xi2 (in million euros)

In the first step, we draw a pair (σi1, σi2) out of M with equal probability1m

= 120

w.r.t. the index i ∈ 0,⋯,m − 1 = 0,⋯,19 . In the second step, weeither draw a sample Z = (Z1, Z2) from a continuous uniform distribution overthe rectangle Iσi1,σi2 = [σi1

m, σi1+1

m]× [σi2

m, σi2+1

m] for the rook copula, or a sample

Z = (Z1, Z2) with independent components where Zj follows a beta distributionwith parameters σij + 1 and m − σij , j ∈ 1,2 .

A generalization of the procedure to arbitrary dimensions, replacing therectangle Iσi1,σi2 by a general cube, is obvious.

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286

Figure 2: 5000 simulated random vectors following the rook copula (left) andthe Bernstein copula (right)

Note that according to a fundamental theorem in statistics, the empiricaldistribution function of a multivariate observation converges uniformly to thetrue cdf when the sample size increases. Likewise, the empirical copula based onthe extracted marginal ranks converges uniformly to the true underlying copula.This implies that with an increasing number of observed data, the rook copulasas well as the Bernstein copulas with the discrete skeletons derived from themarginal ranks converge to the true underlying copula as well, since in bothcases the grid constant m corresponds to the sample size.

References

1. G.A. Anastassiou, S.G. Gal (2000): Approximation Theory. Moduli ofContinuity and Global Smoothness Preservation. Birkhauser, Basel.

2. T. Bouezmarni, J.V.K. Rombouts, A. Taamouti (2008): Asymptotic prop-erties of the Bernstein density copula for dependent data. CORE discus-sion paper 2008/45, Leuven University, Belgium.

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Blended Fejer-type Approximation

Franz-J. DelvosDept. of MathematicsUniversity of Siegen

D-57068 Siegen, [email protected]

Dedicated to Prof Dr. H. H. Gonska on the occasion of his 65th birthday

Babuska introduced the concept of periodic Hilbert spaces in studying op-timal approximation of linear functionals. We used these spaces to study theapproximation properties of trigonometric interpolation and periodic spline in-terpolation [1,4,8 ] .We will continue the investigation of approximation by generalized Fourier par-tial sums constructed by Boolean methods [ 3,6 ] . We will consider the con-struction of bivariate periodic Hilbert spaces . In these spaces we will considerbivariate Fejer opertors . In particular we will introduce approximately blendedFejer operators and study their approximation order.

AMS 2010 subject classification : 42A10, 42A24, 41A35Key words and phrases : Boolean sum, Fejer operator, periodic Hilbert

space, approximation order

1 Periodic Hilbert spaces

We denote by l∞(Zn) the linear space of bounded discrete complex-valuedfunctions on Zn with norm

‖F‖∞ = supk∈Zn

|Fk| <∞.

The linear subspace of summable discrete functions is denoted by l1(Zn) withnorm

‖F‖1 =∑k∈Zn

|Fk| <∞

Any F ∈ l1(Zn) is related to an absolutely convergent Fourier series:

f(x) =∑k∈Zn

Fkeixk.

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The associated function f is an element of the algebra C(Tn) of continuousperiodic function with maximum norm

‖f‖∞ = sup|f(x)| : x ∈ Tn.

The Wiener algebra A(Tn) is the linear subspace of C(Tn) of those functionswith absolutely convergent Fourier series. The norm for f ∈ A(Tn) is definedby

‖f‖a =∑k∈Zn

|Fk| .

Here the finite Fourier transform recovers F from f :

Fk =1

(2π)n

∫Tn

f(x)e−ixkdx .

Note the continuous imbeddings of spaces

A(Tn) ⊂ C(Tn) ⊂ L2(Tn) : ‖f‖2 ≤ ‖f‖∞ ≤ ‖f‖a .

are true where the norm for f ∈ L2(Tn) is given by

‖f‖2 =

(1

(2π)n

∫Tn|f(x)|2dx

) 12

=

∑k∈Zn

|Fk|2 1

2

.

Periodc Hilbert spaces are subspaces of the Wiener algebra A(Tn) . Thedefining positive summable discrete function D ∈ l1(Zn) describes the smooth-ness of the functions of the periodic Hilbert space :

HD(Tn) := f ∈ L2(Tn) :∑k∈Zn

|Fk|2/Dk <∞ .

Note that the associated generating function

d(x) =∑k∈Zn

Dkeixk

and its translates d(· − c) are elements from HD(Tn) .The univariate periodic Sobolev space W q(T) = HD(T) is a simple

example with defining function

Dk =1

k2q, D0 = 1, q ≥ 1 .

The function d is given by

d(x) = 1 + (−1)qB2q(x)

2

DELVOS: FEJER TYPE APPROXIMATION

290

whereB2q(x) =

∑|k|>0

(ik)−2qeixk, q ≥ 1,

is the periodically extended Bernoulli polynomial .The construction of periodic tensor product Hilbert space

HD⊗D(T2) = HD(T)⊗HD(T)

is based on the defining discrete function

(D ⊗D)(k1,k2) = Dk1Dk2

The associated generating function is of tensor product-type:

dD⊗D(x1, x2) = (d⊗ d) (x1, x2) = d(x1)d(x2) .

In particular for the special choice Dk = 1k2q , D0 = 1, q ≥ 1, we obtain the

tensor product Sobolev space W q(T)⊗W q(T) .

2 Generalized Fourier sums

We will investigate approximation properties of generalized Fourier sum (Fourier means ) of f ∈ L2(Tn) defined by

Sψ(f)(x) =∑k∈Zn

ψkFkeixk , ψ ∈ l∞(Zn, [0, 1]) .

Theorem 1 Sψ is a bounded linear operator from HD(Tn) into L2(Tn) :

‖Sψ(f)‖2 ≤ ‖f‖D∥∥∥√Dψ∥∥∥

∞.

Proof : We apply Parseval’s equality :

‖Sψ(f)‖22 =∑k∈Zn

|Fkψk|2 =∑k∈Zn

|Fk|2

Dk|ψk|2Dk

≤∑k∈Zn

|Fk|2

Dk· sup

l|ψ2lDl| = ‖f‖2D

∥∥ψ2D∥∥∞ ≤ ‖f‖

2D

∥∥∥√Dψ∥∥∥2∞.

The preceeding result is used to obtain error bounds. Replacing ψ by 1 − ψwe obtain

Theorem 2 Assume f ∈ HD(Tn) . Then

‖f − Sψ(f)‖2 ≤ ‖f‖D∥∥∥√D(1− ψ)

∥∥∥∞

.

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291

The quantity∥∥∥√D(1− ψ)

∥∥∥∞

describes the approximation error in the mean

square norm . The classical example is given by the Fourier partial sum relatedto

ψk =[1−

∣∣b−1k∣∣]0+.

In this case we have

Sψ(f)(x) =∑k∈Z

[1−

∣∣b−1k∣∣]0+Fke

ixk =∑|k|≤b

Fkeixk =: Sb(f)(x).

The approximation error in the mean square norm is determined by∥∥∥√D(1− ψ)∥∥∥∞

= sup|k|>b

√Dk = sup

|k|>b|k|−q ≤ b−q.

Theorem 3 For f ∈W q(T) we have

‖f − Sb(f)‖2 ≤ ‖f‖D b−q, q ≥ 1.

The next classical example is given by the Fejer sum related to

ψk =[1−

∣∣b−1k∣∣]1+.

In this case we have

Sψ(f)(x) =∑|k|<b

[1− |b−1k|]Fkeixk =: Fb(f)(x).

Again, the mean square error for Fejer sum Fb is determined by∥∥∥√D(1− ψ)∥∥∥∞

= sup sup0<|k|<b

∣∣b−1k∣∣ |k|−q, sup|k|≥b

|k|−q ≤ b−1, q ≥ 1 .


‖f − Fb(f)‖2 ≤ ‖f‖D b−1, q ≥ 1 .

To compare the operators Sb and Fb we note that the error for Sb decreasesby enlarging both b, q while the error for Fb decreases only by enlarging b whilethe order of approximation of Fb is 1 and does not depend on the degree ofsmoothness q .

On the other hand the Fejer sum operator Fb is bounded on C(T) in contrastto the Fourier partial sum operator Sb . As a consequence as is well known forany f ∈ C(T) Fb(f) converges uniformly to f as b tends to infinity .

To improve the approximation order of Fb we use Boolean sum techniques([3],[ 6], [7]) .

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292

3 Boolean constructions

The set of discrete functions l∞(Zn, [0, 1]) = ψ ∈ l∞(Zn) : 0 ≤ ψk ≤ 1 which is essential in the definition of Sψ possesses algebraic properties. Givenψ1, ψ2 ∈ l∞(Zn, [0, 1]) we have

ψ1 · ψ2 ∈ l∞(Zn, [0, 1]) ,

ψ1 ⊕ ψ2 := ψ1 + ψ2 − ψ1 · ψ2 ∈ l∞(Zn, [0, 1])

in view of0 ≤ ψ1 + (1− ψ1)ψ2 ≤ 1.

The related operators are given by

Sψ1Sψ2

= Sψ1ψ2, Sψ1

⊕ Sψ2:= Sψ1

+ Sψ2− Sψ1

Sψ2= Sψ1⊕ψ2

.

Sψ1ψ2 is the called the product operator while Sψ1⊕ψ2 is the called the Booleansum operator . Since I = S1 is the identity operator the remainder operatorof Sψ is given by

I − Sψ = S1−ψ.

Theorem 5 The mean square error of the product operator Sψ1Sψ2

is describedby

‖f − Sψ1Sψ2

(f)‖2 ≤ ‖f‖D(∥∥∥√D(1− ψ1)

∥∥∥∞

+∥∥∥√D(1− ψ2)

∥∥∥∞

).

Proof : An application of Theorem 2 yields

‖f − Sψ1Sψ2

(f)‖2 ≤ ‖f‖D∥∥∥√D(1− ψ1ψ2)

∥∥∥∞

.

Since1− ψ1 · ψ2 = (1− ψ1)ψ2 + (1− ψ2) .

we can conclude∥∥∥√D(1− ψ1ψ2)∥∥∥∞

=∥∥∥√D((1− ψ1)ψ2 + (1− ψ2))

∥∥∥∞

≤∥∥∥√D(1− ψ1)ψ2

∥∥∥∞

+∥∥∥√D(1− ψ2)

∥∥∥∞≤∥∥∥√D(1− ψ1)

∥∥∥∞

+∥∥∥√D(1− ψ2)

∥∥∥∞

which completes the proof .

Theorem 6 The mean square error of the Boolean sum operator Sψ1⊕Sψ2

isdescribed by

‖f − Sψ1 ⊕ Sψ2(f)‖2 ≤ ‖f‖D∥∥∥√D(1− ψ1)(1− ψ2)

∥∥∥∞.

In particular for ψ1 = ψ2 = ψ the estimate

‖f − Sψ ⊕ Sψ(f)‖2 ≤ ‖f‖D∥∥∥√D(1− ψ)2

∥∥∥∞

holds .

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293

Proof : In this case we have

1− ψ1 ⊕ ψ2 = 1− ψ1 − ψ2 + ψ1ψ2 = (1− ψ1)(1− ψ2).

By Theorem 2 we obtain

‖f − Sψ1⊕ Sψ2

(f)‖2 ≤ ‖f‖D∥∥∥√D(1− ψ1)(1− ψ2)

∥∥∥∞

.

As an example we consider the Boolean Fejer sum . We have

ψ(k)⊕ ψ(k) = 2ψ(k)− ψ(k)2

= 2[1−

∣∣b−1k∣∣]1+−[1−

∣∣b−1k∣∣]2+

=[1−

∣∣b−2k2∣∣]1+.

Thus we have

[Fb ⊕ Fb](f)(x) =∑|k|<b

[1−

∣∣b−2k2∣∣]Fkeixk = 2Fb(f)− F 2b (f))

which is a Riesz means [2] . The improvement of the approximation order byFb ⊕ Fb compared with that of Fb is described in the following theorem.


‖f − [Fb ⊕ Fb](f)‖2 ≤ ‖f‖D b−2, q ≥ 2 .

Proof : The mean square error for Boolean Fejer sum Fb ⊕ Fb is determined by∥∥∥√D(1− ψ)2∥∥∥∞

= sup sup0<|k|<b

∣∣b−2k2∣∣ |k|−q, sup|k|≥b

|k|−q ≤ b−2, q ≥ 2 .

While the Boolean sum operator for the Fejer operator improves the approx-imation order in the case of higher smoothnes this procedure does not work forthe Fourier partial sum operator since Sb ⊕ Sb = Sb.

As the Fejer operator itself the Boolean sum operator Fb⊕Fb = 2Fb−F 2b is

bounded on C(T) . As a consequence for any f ∈ C(T) Fb ⊕ Fb(f) convergesuniformly to f as b tends to infinity .

4 Bivariate Fejer approximation

Blending approximation is one tool to extend univariate approximation methodsto the bivariate situation. As the periodic Hilbert space of bivariate functionswe choose the periodic tensor product Hilbert space

HD⊗D(T2) = HD(T)⊗HD(T).

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294

The defining discrete function is given by

(D ⊗D)(k1,k2) = Dk1Dk2 .

We construct the defining ψ ∈ l∞(Z2, [0, 1]) of Sψ on L2(T2) by using para-metric extensions of ϕ, ζ ∈ l∞(Z, [0, 1]) wich are defined by

(ϕ⊗ 1)(k1,k2) = ϕk1 , (1⊗ ζ)(k1,k2) = ζk2 .

Recall that the tensor product of ϕ, ζ ∈ l∞(Z) is defined by

(ϕ⊗ ζ)(k1,k2) = ϕk1ζk2 .

Note that ϕ, ζ ∈ l∞(Z, [0, 1]) yields

ϕ⊗ ζ = (ϕ⊗ 1)(1⊗ ζ) ∈ l∞(Z2, [0, 1]) .

The associated bivariate generalized Fourier partial sum is given by

Sϕ⊗ζ(f)(x1, x2) =∑

k1,k2∈Z

ϕk1ζk2F(k1,k2)ei(k1x1+k2x2) .

We introduce the tensor product operator notation :

Sϕ ⊗ Sζ = Sϕ⊗ζ = Sϕ⊗1S1⊗ζ .

Note that Sϕ ⊗ I = Sϕ⊗1, I ⊗ Sζ = S1⊗ζ , I ⊗ I = I .

Theorem 8 Assume

f ∈ HD(T)⊗HD(T) = HD⊗D(T2) .

Then the mean square error estimate for the tensor product operator is describedby

‖f − Sϕ ⊗ Sϕ(f)‖2 ≤ ‖f‖D⊗D‖√D‖∞2‖(1− ϕ)

√D‖∞.

Proof SinceSϕ⊗ϕ = Sϕ⊗1S1⊗ϕ

we apply Theoerem 5 :‖f − Sϕ⊗1S1⊗ϕ(f)‖2

≤ ‖f‖D⊗D (∥∥∥√D ⊗D(1− ϕ⊗ 1)

∥∥∥∞

+∥∥∥√D ⊗D(1− 1⊗ ϕ)

∥∥∥∞

).

Now we have ( 1⊗ 1 = 1 )∥∥∥√D ⊗D(1− ϕ⊗ 1)∥∥∥∞

=∥∥∥√D(1− ϕ))

∥∥∥∞

∥∥∥√D∥∥∥∞

,

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295

∥∥∥√D ⊗D(1− 1⊗ ϕ)∥∥∥∞

=∥∥∥√D(1− ϕ))

∥∥∥∞

∥∥∥√D∥∥∥∞

,

which completes the proof.

Next we consider the Boolean sum of ϕ⊗ 1, 1⊗ ϕ is given by

(ϕ⊗ 1)⊕ (1⊗ ϕ) = ϕ⊗ 1 + 1⊗ ϕ − ϕ⊗ ϕ ∈ l∞(Z2, [0, 1]) .

In this case the associated generalized Fourier partial sum operator

S(ϕ⊗1)⊕(1⊗ϕ) = Sϕ⊗1 + S1⊗ϕ − Sϕ⊗ϕ = Sϕ ⊗ I + I ⊗ Sϕ − Sϕ ⊗ Sϕ .

is called the Blending operator . We also use the Boolean sum notation for theBlending operator :

(Sϕ ⊗ I)⊕ (I ⊗ Sϕ) := Sϕ ⊗ I + I ⊗ Sϕ − Sϕ ⊗ Sϕ.

The Fourier series representation is given by the bivariate series

(Sϕ ⊗ I)⊕ (I ⊗ Sϕ)(f)(x1, x2)

=∑

k1,k2∈Z

(ϕk1 + ϕk2 − ϕk1ϕk2)F(k1,k2)ei(k1x1+k2x2)

Theorem 9 Assume

f ∈ HD(T)⊗HD(T) = HD⊗D(T2) .

Then the mean square error estimate of the Blending operator is described by

‖f − (Sϕ ⊗ I)⊕ (I ⊗ Sϕ)(f)‖2 ≤ ‖f‖D⊗D‖(1− ϕ)√D‖2∞.

Proof : Since(Sϕ ⊗ I)⊕ (I ⊗ Sϕ) = Sϕ⊗1 ⊕ S1⊗ϕ

we apply Theorem 6 :‖f − Sϕ⊗1 ⊕ S1⊗ϕ(f)‖2

≤ ‖f‖D⊗D∥∥∥√D ⊗D(1− ϕ⊗ 1)(1− 1⊗ ϕ)

∥∥∥∞.

Again we have ( 1⊗ 1 = 1 )∥∥∥√D ⊗D(1− ϕ⊗ 1)(1− 1⊗ ϕ)∥∥∥∞

=∥∥∥√D ⊗D(1− ϕ)⊗ (1− ϕ)

∥∥∥∞

=∥∥∥√D(1− ϕ)

∥∥∥2∞

.

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296

We next consider a finite-dimensional version of the transfinite Blendingoperator (Sϕ⊗ I)⊕ (I ⊗Sϕ) . The approximate Blending operator is defined by

(Sϕ ⊗ Sϕ′)⊕′ (Sϕ′ ⊗ Sϕ) := Sϕ ⊗ Sϕ′ + Sϕ′ ⊗ Sϕ − Sϕ ⊗ Sϕ

assuming the relations 0 ≤ ϕ ≤ ϕ′ ≤ 1 . We have

(Sϕ ⊗ Sϕ′)⊕′ (Sϕ′ ⊗ Sϕ) = Sϕ⊗ϕ′+ϕ′⊗ϕ−ϕ⊗ϕ .

Note that

0 ≤ ϕ⊗ ϕ ≤ ϕ⊗ ϕ′ + ϕ′ ⊗ ϕ− ϕ⊗ ϕ ≤ ϕ⊗ 1 + 1⊗ ϕ− ϕ⊗ ϕ ≤ 1 .

The Fourier series representation of the approximate Blending operator is givenby

(Sϕ ⊗ Sϕ′)⊕′ (Sϕ′ ⊗ Sϕ)(f)(x1, x2)

=∑

k1,k2∈Z

[ϕk1ϕ′k2 + ϕ′k1ϕk2 − ϕk1ϕk2 ]F(k1,k2)e

i(k1x1+k2x2) .

Choosing ϕ, ϕ′ with bounded support we obtain a bivariate trigonometricpolynomial .

Theorem 10 Assume

f ∈ HD(T)⊗HD(T) = HD⊗D(T2) .

Then the mean square error estimate of the approximate Blending operator isdescribed by

‖f − (Sϕ ⊗ Sϕ′)⊕′ (Sϕ′ ⊗ Sϕ)(f)‖2≤ ‖f‖D⊗D [‖(1− ϕ)

√D‖2∞ + ‖

√D‖∞2‖(1− ϕ′)

√D‖∞] .

Proof : By Theorem 2 we have

‖f − (Sϕ ⊗ Sϕ′)⊕′ (Sϕ′ ⊗ Sϕ)(f)‖2≤ ‖f‖D⊗D ‖

√D ⊗D[1− (ϕ⊗ ϕ′ + ϕ′ ⊗ ϕ− ϕ⊗ ϕ)]‖∞ .

Sinceϕ⊗ ϕ′ + ϕ′ ⊗ ϕ− ϕ⊗ ϕ

= ϕ⊗ 1 + 1⊗ ϕ− ϕ⊗ ϕ− ϕ⊗ (1− ϕ′)− (1− ϕ′)⊗ ϕ

implies1− [ϕ⊗ ϕ′ + ϕ′ ⊗ ϕ− ϕ⊗ ϕ]

= (1− ϕ)⊗ (1− ϕ) + ϕ⊗ (1− ϕ′) + (1− ϕ′)⊗ ϕ.

we can conclude

‖√D ⊗D[1− (ϕ⊗ ϕ′ + ϕ′ ⊗ ϕ− ϕ⊗ ϕ)]‖∞

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297

≤ ‖√D ⊗D[(1− ϕ)⊗ (1− ϕ)]‖∞

+‖√D ⊗D[ϕ⊗ (1− ϕ′)]‖∞ + ‖

√D ⊗D[(1− ϕ′)⊗ ϕ]‖∞

≤ ‖√D(1− ϕ)‖2∞ + 2‖

√D(1− ϕ′)‖∞‖

√Dϕ‖∞

which completes the proof .

We appy the preceeding results to the classical Fejer sum :

Fb(f)(x) =∑|k|<b

[1− |b−1k|]Fkeixk .

The tensor product Fejer sum is given by

Fb ⊗ Fb(f)(x1, x2) =∑|k1|<b

∑|k2|<b

[1− |b−1k1|]+[1− |b−1k2|]+F(k1,k2)ei(x1k1+x2k2) .

while the blended Fejer sum is given by the bivariate series

(Fb ⊗ I)⊕ (I ⊗ Fb)(f)(x1, x2)

=∑

k1,k2∈Z

([1− |b−1k1|]+ + [1− |b−1k2|]+

)F(k1,k2)ek1(x1)ek2(x2)

−∑

k1,k2∈Z

[1− |b−1k1|]+[1− |b−1k2|]+F(k1,k2)ek1(x1)ek2(x2)

An application of Theorem 8 and Theorem 9 yields

Theorem 11 Assumef ∈W q(T)⊗W q(T) .

The mean square error for the tensor product Fejer sum is described by

‖f − Fb ⊗ Fb(f)‖2 ≤ 2‖f‖D⊗D b−1

while the mean square error for the blended Fejer sum is described by

‖f − (Fb ⊗ I)⊕ (I ⊗ Fb)(f)‖2 ≤ ‖f‖D⊗D b−2

with Dk = 1k2q , D0 = 1, q ≥ 1 .

The approximately blended Fejer sum is given by the bivariate trigonometricpolynomial

(Fb ⊗ Fb2)⊕′ (Fb2 ⊗ Fb)(f)(x1, x2)

=∑|k1|<b

∑|k2|<b2

[1− |b−1k1|][1− |b−2k2|]F(k1,k2)ei(x1k1+x2k2)

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298

+∑|k1|<b2

∑|k2|<b

[1− |b−2k1|][1− |b−1k2|]F(k1,k2)ei(x1k1+x2k2)

−∑|k1|<b

∑|k2|<b

[1− |b−1k1|][1− |b−1k2|]F(k1,k2)ei(x1k1+x2k2) .

An application of Theorem 10 now yields

Theorem 12 Assumef ∈W q(T)⊗W q(T) .

The mean square error for the approximately blended Fejer sum is described by

‖f − (Fb ⊗ Fb2)⊕′ (Fb2 ⊗ Fb)(f)‖2 ≤ 3‖f‖D⊗D b−2

with Dk = 1k2q , D0 = 1, q ≥ 1 .

References

[1] I. Babuska, Uber universal optimale Quadraturformeln. Teil 1, Apl. mat.,13 (1968), 304-338, Teil 2. Apl. mat., 13 (1968), 388-404.

[2] P. L. Butzer, R. J. Nessel, Fourier Analysis and Approximation ( vol. I ),Birkhaeuser, Basel and Stuttgart, 1971

[3] F.-J. Delvos, W. Schempp, Boolean methods in interpolation and approxi-mation, Longman Sientific and Technical, Wiley, New York, 1989

[4] F.-J. Delvos, Approximation by optimal periodic interpolation Apl. mat.35 (1990), 451-457.

[5] F.-J. Delvos, Trigonometric approximation in multivariate periodic Hilbertspaces, in: Multivariate approximation: Recent trends and results; W.Haußmann, K. Jetter and M. Reimer (eds. ), Mathematical Research, Vol.101, pp. 35-44, Akademie-Verlag, Berlin 1997

[6] F.-J. Delvos, Boolean approximation in periodic Hilbert spaces, Results inMathematics bf 53(2009)

[7] H. H. Gonska, Xin-long Zhou, Approximation theorems for the iteratedBoolean sums of Bernstein operators, Journal of Computational and ap-plied mathematics, 33(1994), 21-31

[8] M. Prager, Universally optimal approximation of functionals, Apl. mat. 24(1979) 406-420.

11


299

An answer to a conjecture on positive linear

operators

Ioan Gavrea and Mircea IvanDepartment of Mathematics

Technical University of Cluj NapocaStr. Memorandumului nr. 28, 400114 Cluj-Napoca, [email protected] and [email protected]


Abstract

We answer and generalize an open problem of Tachev on the boundsof the remainder term in the Bernstein approximation and give a positiveanswer to a conjecture of Cao, Gonska and Kacso concerning positivelinear operators.

2010 AMS Subject Classification: 41A10, 41A25, 41A36, 41A17, 41A80.Key Words and Phrases: Bernstein polynomials, positive linear operators,divided differences.

1 Introduction

Let f : [0, 1]→ R. For any n ∈ N the Bernstein operator is defined by

Bn(f ;x) =n∑k=0

(n

k

)xk(1− x)n−kf

(k

n

), x ∈ [0, 1].

In what follows we shall denote by g the function g: [0, 1]→ R,

g(x) =

0, x = 0,x lnx+ (1− x) ln(1− x), x ∈ (0, 1),

0, x = 1.

The function g appears in numerous problems in approximation theory (see,e.g., [1], [2], [3], [8], [7], [11], [12]).

From [1, Lemma 3, Eq. (18)] Berens and Lorentz obtained the followingestimate for the uniform approximation of g by Bng:

‖Bng − g‖ ≤7

n, n = 1, 2, . . . (1)

1

300


Let us consider the remainder term in the Bernstein approximation of the func-tion g,

Rn(g, x) = Bn(g, x)− g(x), x ∈ [0, 1].

In 2002, Tachev proposed the following open problem:

Open Problem 1 (Tachev [11]) Find the best constants k1, k2 > 0, α1, α2,a1, a2 and β, b, such that

k1xα1(1− x)α2

nβ≤ Rn(g, x) ≤ k2

xa1(1− x)a2

nb, (2)

for all x ∈ [0, 1].

In 2002, Lupas gave an answer to the Open Problem 1 in a particular case:

Theorem 2 (Lupas [7]) For all x ∈ [0, 1], the following inequalities hold true.

x(1− x)

2n≤ Rn(g, x) ≤

√2

√x(1− x)

n.

In 2012, Tachev showed that if β = 1 and b = 12 , the best possible constants

α1, α2, a1, a2 in (2) are

α1 = α2 = 1, and a1 = a2 =1

2.

More precisely, he proves the following result.

Theorem 3 (Tachev [12]) It is not possible to find

α1 < 1 or α2 < 1 or a1 >1

2or a2 >

1

2

and k1, k2 > 0 such that

k1xα1(1− x)α2

n≤ Rn(g, x) ≤ k2

xa1(1− x)a2√n

hold true for all x ∈ [0, 1] and n ∈ N.

The previous results are in closer connection with the following conjecture.

Conjecture 4 (Cao, Gonska and Kacso [2, 3]) Let Tn:C[0, 1]→ C[0, 1] bea sequence of linear operators, εn > 0, with lim

n→∞εn = 0, ϕ(x) =

√x(1− x),

and 0 ≤ β < λ ≤ 1. If, for every f ∈ C[0, 1], one has

|Tn(f, x)− f(x)| ≤ C(f)ωϕλ

2 (f ; εnϕ1−λ(x)),

where C(f) is a constant dependent only on f, then the lower pointwise estimates

c(f)ωϕβ

2 (f ; εnϕ1−λ(x)) ≤ |Tn(f ;x)− f(x)|, f ∈ C[0, 1],

do not hold in general.

2

GAVREA-IVAN: POSITIVE LINEAR OPERATORS

301

Let us recall the definition of the generalized modulus ωϕλ

2 (see, e.g., [6,Chap. 2])

ωϕλ

2 (f ; δ) = sup0≤h≤δ

‖∆2hϕλf‖,

where

∆2hϕλf(x) =

f(x− hϕλ(x))− 2f(x) + f(x+ hϕλ(x)),0 ≤ x− hϕλ(x) ≤ x+ hϕλ(x) ≤ 1,

0, otherwise.

By using Theorem 3, Tachev [12] gives a positive answer to Conjecture 4 inthe particular case when Tn is the Bernstein operator Bn.

The main tasks of this paper are:

- to establish a relation of the type (2) for any linear positive operatorpreserving linear functions Tn:C[0, 1]→ C[0, 1];

- to give a solution to the Tachev Open Problem 1;

- to answer the Cao, Gonska and Kacso Conjecture 4 for all positive linearoperators preserving linear functions Tn:C[0, 1]→ C[0, 1].

2 Auxiliary Results

In the following we shall use the following notations:

I = [0, 1],

C(I), the Banach space of all continuous functions f : I → R endowed withthe uniform norm ‖f‖ = sup

x∈I|f(x)|,

ej(t) = tj , t ∈ [0, 1], j ∈ N,

[x1, . . . , xm; f ], the divided difference of the function f at the specifieddistinct knots x1, . . . , xm, defined by

[x1, . . . , xm; f ] =m∑k=1

f(xk)

(xk − x1) · · · (xk − xk−1)(xk − xk+1) · · · (xk − xm).

A function f : I → R is said to be s-convex (s-concave) on I if for every systemx1, . . . , xs+2 distinct points in I we have [x1, . . . , xs+2; f ] > 0 (< 0).

Following [8], we denote by Ks(I) (Ks(I)) the cone of all s-convex (s-concave) functions on I.

In what follows we shall need the following results:

3


302

Theorem 5 ([8]) Let A:C[0, 1]→ R be a positive linear functional with A(e0) = 1.If f ∈ K3(I), then:

A(f)− f(a) ≥ A(e2)− a2

2f ′′(z). (3)

where a = A(e1) and z = a+A((e1 − a)3

)3A ((e1 − a)2)

.

An application of the Jensen inequality to the concave logarithmic functionyields

αx1 + (1− α)x2 ≥ xα1x1−α2 , x1, x2 > 0, α ∈ (0, 1),

or

x1 + x2 ≥xα1αα

x1−α2

(1− α)1−α, x1, x2 > 0, α ∈ (0, 1). (4)

We will also make use of the following result.

Lemma 6 Let A:C[0, 1] → R be a positive linear functional with A(e0) = 1.Define the functional B:C[0, 1]→ R by

B(f) := A (f(e0 − e1)) .

Then, with b := B(e1), the following equalities hold true.

B(e0) = 1, B(e1) = 1− a, B((e1 − b)2

)= A

((e1 − a)2

).

The proof reduces fairly easily to explicit computations.

3 Main results

The following theorem gives an answer to and generalizes the Open Problem 1raised by Tachev.

Theorem 7 Let α, x ∈ (0, 1) and Tn:C[0, 1] → C[0, 1] be a positive linearoperator preserving the linear functions. Then, the following inequalities holdtrue.

2(Tn(e2;x)− x2

)≤ Tn(g;x)− g(x) ≤

k(α)(Tn(e2;x)− x2

) 1+α2

2α−1xα(1− x)α, (5)

where k(α) = αα2 (1− α)

1−α2 .

Proof. It is known that g ∈ K3(I). Define the linear functional A(f) := Tn(f ;x).If Tn((e1 − x)2;x) = 0, then Tn(f ;x) = f(x) for every f ∈ C[0, 1]. and

inequality (5) is trivial. Let us suppose that Tn((e1 − x)2;x) > 0.

Let us prove that z = x+Tn((e1 − x)3;x

)3Tn ((e1 − x)2;x)

∈ (0, 1).

4


303

First, let us note that e0, e1, e3 and e0, e0−e1, (e0−e1)3 are Chebyshevsystems on I.

The inequality z > 0 is equivalent to Tn(e3;x) > x3. Since e3 is convex, byJessen inequality for positive linear functionals, we deduce that

Tn(e3;x) ≥ x3.

If Tn(e3;x) = x3, then the positive linear functional A: [0, 1] → R, A(f) =Tn(f ;x), satisfies the relations:

A(e0) = 1, A(e1) = x, A(e3) = x3.

By Saskin’s ([10]) theorem, we deduce that A(f) = f(x), for all f ∈ C[0, 1], soTn((e1 − x)2;x) = 0. This is in contradiction with the initial assumption.

The inequality z < 1 is equivalent to

(1− x)3 < Tn((1− e1)3;x).

The function (1 − e1)3 is convex. Next, we just follow the same procedureas above and obtain that Tn((e1 − x)2;x) = 0, which contradicts the initialassumption.

Now let us properly begin the proof of inequalities (5). By (3), we get

A(g)− g(x) ≥ A(e2)− x2

2g′′(z). (6)

But g′′(z) ≥ 4, and so, from (6) we obtain

Tn(g;x)− g(x) ≥ 2(Tn(e2;x)− x2).

The function g1: [0, 1] → R, g1(x) = x lnx, x ∈ (0, 1], g(0) = 0 belongs toK1(I) ∩K2(I).

In what follows, we need the following inequality (see [8, Corollary 3.2]).

A(g1)− g1(x) ≤ (A(e2)− x2)1√

Tn(e2;x). (7)

By Lemma 6 and (7) we get

B(g1)− g1(1− x) ≤ (A(e2)− x2)1√

(1− x)2 + Tn(e2;x)− x2(8)

ButA(g)− g(x) = A(g1)− g1(x) +B(g1)− g1(1− x) (9)

From (7), (8) and (9) we obtain

Tn(g;x)− g(x) (10)

≤ (Tn(e2;x)− x2)

(1√

x2 + Tn(e2;x)− x2+

1√(1− x)2 + Tn(e2;x)− x2

)

5


304

From (4) we obtain

x2 + Tn(e2;x)− x2 ≥ x2α

αα

(Tn(e2;x)− x2

)1−α(1− α)1−α

(11)

(1− x)2 + Tn(e2;x)− x2 ≥ (1− x)2α

αα

(Tn(e2;x)− x2

)1−α(1− α)1−α

(12)

From (10), (11) and (12), we get

Tn(g;x)− g(x) ≤(Tn(e2;x)− x2

) 1+α2

xα(1− x)ααα2 (1− α)

1−α2 (xα + (1− x)α)

By using the inequality

xα + (1− x)α ≤ 21−α, x ∈ [0, 1],

the proof is completed. In the case of the Bernstein operator, we deduce the following results.

Corollary 8 For all x ∈ [0, 1] the following inequalities are satisfied.

2x(1− x)

n≤ Bn(g;x)− g(x) ≤ α

α2 (1− α)

1−α2

2α−1x

1−α2 (1− x)

1−α2

n1+α2

, (13)

and

2x(1− x)

n≤ Bn(g;x)− g(x) ≤ 1

n. (14)

Proof. Relation (13) follows from (5) because Bn(e2;x)− x2 = x(1− x)/n.From (13), for α 1, we obtain (14).

Remark 9 We note that (14), already proved in [9, Lemma 3.2], is an im-provement of Berens and Lorentz’s inequality (1).

Corollary 10 The best constant β in (2) is β = 1.

Corollary 11 Let b ∈(12 , 1). Then

2x(1− x)

n≤ Bn(g;x)− g(x) ≤ (2b− 1)

2b−12 (1− b)1−b23(1−b)x

1−b(1− x)1−b

nb,

(15)and a1 = a2 = 1− b are the best constants in (2).

Proof. Inequalities (15) follows from (13) for α = 2b− 1.Since g ≤ 0, we have:

Bn(g;x)

≥(n

1

)x1(1− x)n−1g

(1

n

)≥(n

1

)x g

(1

n

)= x

(− lnn+ (n− 1) ln

(1− 1

n

))≥ x (− lnn− 1) , x ∈ [0, 1]. (16)

6


305

Suppose that there exist some constants a1 > 1− b and a2 such that

Bn(g;x)− g(x) ≤ Kxa1(1− x)a2

nb, (17)

where K is a constant independent of x and n.Since g(x) ≤ x lnx, from (16) and (17), we obtain

x (− lnn− lnx− 1) ≤ Bn(g;x)− g(x) ≤ Kxa1(1− x)a2

nb.

For x = e−a

n , a > 1, the previous inequalities yield

(a− 1) e−a nb−1+a1 ≤ K e−a a1(

1− e−a

n

)a2, for all n ∈ N, n > 1,

which is not true.

In what follows, we give a positive answer to Conjecture 4 in the case whenTn are positive linear operators preserving linear functions. To this end we needthe following result.

Lemma 12 Let Tn, n ∈ N, be positive linear operators preserving the linearfunctions. If there exist some constants a1, a2 and C > 0 such that

Tn(g;x)− g(x) ≥ C ε2n xa1(1− x)a2 , forall x ∈ [0, 1] (18)

then a1, a2 ≥ 1.

Proof. Let us suppose that inequality (18) is satisfied for some a1 < 1. Sinceg(x) ≤ 0, we obtain

Tn(g;x)− g(x) ≤ −g(x). (19)

From (18) and (19), we get

C ε2n xa1(1− x)a2 ≤ −x lnx− (1− x) ln(1− x),

or

C ε2n(1− x)a2 ≤ −x1−a1 lnx− (1− x)ln(1− x)

xa1,

which, for x 0, gives C ε2n ≤ 0, which is false. Similarly, for x 1, we obtainthat a2 ≥ 1.

Now we are in position to answer Conjecture 4.Let us suppose that there exists C(f) > 0, β ∈ [0, 1] and λ ∈ (0, 1) such that

|Tn(f ;x)− f(x)| ≥ C(f)ωϕβ

2 (f ; εnϕ1−λ(x))

for all x ∈ [0, 1] and f ∈ C[0, 1]. In particular, we have

Tn(e2;x)− x2 ≥ C(e2)ωϕβ

2 (e2; εnϕ1−λ(x)) = C(e2)

x1−λ(1− x)1−λ

22β−1ε2n (20)

On the other hand, from (5) we have Tn(g;x) − g(x) ≥ 2(Tn(e2;x) − x2), and

so Tn(g;x)− g(x) ≥ C(e2) x1−λ(1−x)1−λ

22β−2 ε2n, which contradicts Lemma 12.

7


306

References

[1] H. Berens and G. G. Lorentz, Inverse theorems for Bernstein polynomials,Indiana Univ. Math. J. 21 (1971/72), 693–708.

[2] J. Cao, H. Gonska and D. Kacso, On the impossibility of certain lower esti-mates for sequences of linear operators, Math. Balkanica (N.S.) 19 (2005),no. 1-2, 39–58.

[3] J. Cao, H. Gonska and D. Kacso, On the second order and weighted Ditzian-Totik moduli of smoothness. In Ioan Gavrea and Mircea Ivan, editors, Pro-ceedings of the 6th Romanian-German Seminar, pages 35–42, Cluj-Napoca,2005. Mediamira.

[4] R. A. DeVore and G. G. Lorentz, Constructive approximation, Grundlehrender Mathematischen Wissenschaften, 303, Springer, Berlin, 1993.

[5] Z. Ditzian, Direct estimate for Bernstein polynomials, J. Approx. Theory79 (1994), no. 1, 165–166.

[6] Z. Ditzian and V. Totik, Moduli of smoothness, Springer Series in Compu-tational Mathematics, 9, Springer, New York, 1987.

[7] A. Lupas. On a problem of G. Tachev. In Alexandru Lupas and et al,editors, Mathematical Analysis and Approximation Theory (Proceedings ofthe 5th Romanian-German Seminar), page 326, Sibiu, 2002. Burg-Verlag.

[8] A. Lupas, L. Lupas, and V. Maier. The approximation of a class of func-tions. In Alexandru Lupas and et al, editors, Mathematical Analysis andApproximation Theory (Proceedings of the 5th Romanian-German Semi-nar), pages 155–168, Sibiu, 2002. Burg-Verlag.

[9] P. E. Parvanov and B. D. Popov, The limit case of Bernstein’s operatorswith Jacobi-weights, Math. Balkanica (N.S.) 8 (1994), no. 2-3, 165–177.

[10] Ju. A. Saskin, Korovkin systems in spaces of continuous functions, Izv.Akad. Nauk SSSR Ser. Mat. 26 (1962), 495–512.

[11] G. Tachev. Three open problems. In Alexandru Lupas and et al, editors,Mathematical Analysis and Approximation Theory (Proceedings of the 5th

Romanian-German Seminar), page 329, Sibiu, 2002. Burg-Verlag.

[12] G. T. Tachev, On the conjecture of Cao, Gonska and Kacso, Stud. Univ.Babes-Bolyai Math. 57 (2012), no. 1, 83–88.

8


307

Approximation by Szasz-Mirakyan-Baskakov

operators

Vijay Gupta* and Gancho Tachev**

*School of Applied Sciences

Netaji Subhas Institute of Technology

Sector 3 Dwarka, New Delhi 110078, India

[email protected]

**Department of Mathematics, University of Architecture

Sofia 1046, Bulgaria

gtt [email protected]


Abstract

In the present article we find the hypergeometric representation of the

Szasz-Baskakov operators and obtain the moments using confluent Hy-

pergeometric functions, which can be related to Laguerre polynomials.

We study approximation by linear combinations of Szasz-Baskakov oper-

ators and establish a Voronovskaja-type theorem. The case of weighted

approximation is also considered.

2010 AMS Subject Classification : 41A25, 41A35.

Key Words and Phrases: Szasz-Mirakyan operators, Pochhammer-Berens

confluent hypergeometric function, generalized Voronovskaja-type theorem, La-

guerre polynomials, Szasz-Baskakov operators, better approximation, linear com-

binations.

1 Introduction

There are several integral modifications of the well known Szasz-Mirakyan op-

erators [13] available in the literature which include the most common modi-

fications due to Kantorovich and Durrmeyer. In the year 1983 Prasad et al.

[12] introduced the modification of the Szasz-Mirakyan operator by taking the

1

308


weights of Baskakov basis functions as

Sn(f, x) = (n− 1)∞∑k=0

sn,k(x)

∫ ∞0

bn,k(t)f(t)dt, x ∈ R+ ≡ [0,∞) (1.1)

where sn,k(x) = e−nx (nx)k

k! and bn,k(t) =(n+k−1

k

)tk

(1+t)n+k = (n)kk!

tk

(1+t)n+k and

(n)k represents the Pochhammer symbol given by

(n)k = n(n+ 1)(n+ 2)(n+ 3)....(n+ k − 1).

Some approximation properties on such operators were later studied by several

researchers Gupta [6] improved the estimates of [12]. In further studies Gupta-

Gupta ([9],[10]) considered the simultaneous approximation and they obtained

asymptotic formula, error estimation and inverse theorem for these operators.

Recently Tuncer et al. [1] estimated the rate of convergence for functions hav-

ing derivatives of bounded variation. The q analogue of these operators was

discussed in [7] and the Stancu variant of q operators was studied in [11]. Deo

[4] also claimed to study the inverse theorem for the operators Sn, but he has

copied some parts without giving proper citations for example Lemma 2.3 of [4]

was copied and repeated the same misprint as in [10].

Alternatively (1.1) with k! = (1)k, can be written as

Sn(f(t), x) = (n− 1)

∫ ∞0

f(t)e−nx

(1 + t)n

∞∑k=0

(nxt

1 + t

)k(n)k

(1)kk!dt

= (n− 1)

∫ ∞0

e−nxf(t)

(1 + t)n1F1

(n; 1;

nxt

1 + t

)dt,

where the function 1F1 is known as the Pochhammer-Berens confluent hyper-

geometric function defined as

1F1(a; b;x) =

∞∑k=0

(a)k(b)k

xk

k!.

2 Moments

In this section we establish the moments of Szasz-Baskakov operators.

Lemma 1 For n > 0 and r ≥ 0, we have

Sn(tr, x) =Γ(n− r − 1)Γ(r + 1)

Γ(n− 1)1F1(−r; 1;−nx). (2.1)

Further, we have

Sn(tr, x) =Γ(n− r + 1)Γ(r + 1)

Γ(n− 1)Lr(−nx),

where Lr(−nx) is the Laguerre polynomials.

2

GUPTA-TACHEV: SZASZ-MIRAKYAN-BASKAKOV OPERATORS

309

Proof. Substituting f(t) = tr in (1.1) and using the definition Beta integral,

we have

Sn(tr, x) = (n− 1)∞∑k=0

e−nx(nx)k

k!

(n)kk!

∫ ∞0

tk+r

(1 + t)n+kdt

= (n− 1)∞∑k=0

e−nx(nx)k

k!

(n)kk!

Γ(k + r + 1)Γ(n− r − 1)

Γ(n+ k).

Using k! = (1)k and Γ(k + r + 1) = Γ(r + 1)(r + 1)k, we have

Sn(tr, x) = (n− 1)e−nxΓ(n− r − 1)∞∑k=0

(nx)k

k!

(n)k(1)k

Γ(r + 1)(r + 1)k(n)kΓ(n)

=e−nxΓ(n− r − 1)Γ(r + 1)

Γ(n− 1)

∞∑k=0

(r + 1)k(1)k

(nx)k

k!

=e−nxΓ(n− r − 1)Γ(r + 1)

Γ(n− 1)1F1(r + 1; 1;nx),

which on using 1F1(a; b;x) = ex 1F1(b− a; b;−x), leads us to (2.1).

It is obvious that the confluent Hypergeometric functions can be related with

the generalized Laguerre polynomials Lmn (x) with the relation

Lmn (x) =(m+ n)!

m!n!1F1 (−n;m+ 1;x) .

Thus

Sn(tr, x) =Γ(n− r − 1)Γ(r + 1)

Γ(n− 1)Lr(−nx),

where Lr(−nx) = L0r(−nx) is the simple Laguerre polynomials.

Remark 2 By definition of the operators Sn(1, x) = 1, using Lemma 1, we

have

Sn(t, x) =1 + nx

n− 2, Sn(t2, x) =

n2x2 + 4nx+ 2

(n− 2)(n− 3).

The higher order moments can be obtained easily by Lemma 1. For fixed x ∈I ≡ [0,∞), define the function ψx by ψx(t) = t − x. The central moments for

the operators Sn are given by

(Snψ0x)(x) = 1, (Snψ

1x)(x) =

1 + 2x

n− 2, (Snψ

2x)(x) =

(n+ 6)x2 + 2(n+ 3)x+ 2

(n− 2)(n− 3).

Moreover, let x ∈ I be fixed. For r = 0, 1, 2, ... and n ∈ N , the central moments

for the operators Sn satisfy

(Snψrx)(x) = O(n−[(r+1)/2]).

In view of above, an application of the Schwarz inequality, for r = 0, 1, 2, ...,

yields

(Sn|ψrx|)(x) ≤√

(Snψ2rx )(x) = O(n−r/2). (2.2)

3


310

3 Better Approximation

Very recently Bhardwaj and Deo [5] studied these operators again and they

constructed the following operators as

Sn(f, x) = (n− 1)∞∑k=0

sn,k(rn(x))

∫ ∞0

bn,k(t)f(t)dt, (3.1)

with rn(x) = (n−2)x−1n . We may remark here that these operators are defined

for n ≥ 3 and on the compact interval x ∈ [1,∞). Also it is observed that for

the form (3.1), the Remark 21.6 of [5] should be:

|Sn(f, x)− f(x)| ≤ Cω2

(f,

√(n+ 6)x2 + 2(n+ 3)x+ 2

(n− 2)(n− 3)+

(1 + 2x)2

(n− 2)2

)(3.2)

+ω

(f,

1 + 2x

n− 2

).

It follows that the degree of approximation is at most O(n−1). To increase the

degree of approximation, in the next section we consider linear combinations

of the Szasz-Baskakov operators. The more general case of the above estimate

in the q setting is already available in the literature. We refer the readers to

Theorem 1 of [7].

4 Linear combinations of Szasz-Baskakov oper-

ators

It is known that the simple generalized Laguerre polynomials Lk(x) have the

following representation

Lk(x) =k∑j=0

(−1)j(

k

k − j

)xj

j!. (4.1)

4


311

Therefore the coefficient of the leading term in (4.1) is (−1)k · 1k! . Hence

Sn(tk, x) =Γ(n− k − 1)k!

Γ(n− 1)· Lk(−nx) (4.2)

=Γ(n− k − 1)k!

Γ(n− 1)·k∑j=0

(k

k − j

)njxj

j!

=Γ(n− k − 1)k!

Γ(n− 1)·

nkxkk!

+k−1∑j=0

(k

k − j

)njxj

j!

=

Γ(n− k − 1)

Γ(n− 1)· nkxk +

Γ(n− k − 1)k!

Γ(n− 1)

k−1∑j=0

(k

k − j

)njxj

j!.

Following the ideas from [15] we will consider the following linear combinations

Sn,r =r∑i=0

αi(n) · Sni , (4.3)

where ni, i = 0, 1, . . . , r-are different positive numbers. Determine αi(n)

such that Sn,rp = p for all p ∈ Pr. This seems to be natural as the operators

Sn don’t preserve linear functions. The requirement that each polynomial of

degree at most r should be reproduced leads to a linear system of equations:

Sn,r(tk, x) = xk, 0 ≤ k ≤ r. (4.4)

Therefore (4.2) and (4.3) imply the system

α0 + α1 + · · ·+ αr = 1∑ri=0 αi ·

Γ(ni−k−1)Γ(ni−1) · n

ki = 1, 1 ≤ k ≤ r. (4.5)

The unique solution of this system is

αi =Γ(ni − 1)

Γ(ni − r − 1)·r∏j=0j 6=i

1

(ni − nj), 0 ≤ i ≤ r. (4.6)

To verify this, let us set firstly k = r in the second equation in (4.5). By

using (4.6) the left side of second equation of (4.5) is equal to

r∑i=0

nri

r∏j=0j 6=i

1

(ni − nj)= f [n0, n1, . . . , nr], f(t) = tr, (4.7)

where in (4.7), we have used the well known formula for the representation

of the divided difference f [n0, n1, . . . , nr] over the knots n0, . . . , nr for f(t) = tr.

But the latter is equal to the leading coefficient in the Lagrange interpolation

5


312

polynomial of degree r over the knots n0, . . . , nr, which obviously is equal to 1.

Further if 1 ≤ k < r in (4.5) then we should verify that

r∑i=0

Γ(ni − k − 1)

Γ(ni − r − 1)· nki ·

r∏j=0j 6=i

1

(ni − nj)= 1.

Consequently

(ni − r − 1)(ni − r) · (ni − k − 2) · nki = h(ni) ∈ Pr,

with leading coefficient 1. So in a similar way as above we see that the second

equation in (4.5) holds true for all 1 ≤ k ≤ r. To verify the first equation in

(4.5) we only need to observe that α0 + · · ·+αr equals to the divided difference

f [n0, · · · , nr] for

f(t) = (t− r − 1)(t− r) . . . (t− 2) = tr + . . .

and the latter is equal to 1. According to (4.2) by the same method we observe

thatr∑i=0

αiΓ(ni − k − 1)k!

Γ(ni − 1)

(k

k − j

)njix

j

j!= 0

for 0 ≤ j ≤ k− 1 and 1 ≤ k ≤ r. To obtain a direct estimate for approximation

by linear combinations Sn,r one needs two additional assumptions:

n = n0 < n1 < · · · < nr ≤ A · n, (A = A(r)), (4.8)

r∑i=0

|αi(n)| ≤ C. (4.9)

The first of these conditions guarantees that(Sn,r|ψr+1

x |)

(x) = O(n−

r+12

), n→∞, (4.10)

which follows from (2.2). The second condition is that the sum of the abso-

lute values of the coefficients should be bounded independent of n. This is due

to the fact that the linear combinations are no longer positive operators.We end

this section with the following example:

Example 3 Let n0 = n, n1 = 2n, n2 = 3n. Then by simple calculations we

verify that

α0 =(n− 2)(n− 3)

(−n)(−2n)=

1

2− 5

2· 1

n+

3

n2,

α1 = −4 + 101

n− 6 · 1

n2,

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313

α2 =9

2− 15

2· 1

n+

3

n2.

The two assumptions on αi are fulfilled.

But if we choose α0 = n, α1 = n+ 1, α2 = n+ 2 it is easy to verify that the

condition (4.9) is not satisfied. So we should be careful with the choice of the

coefficients of the linear combination.

5 Direct estimate for linear combinations Sn,r

The main result in this section is

Theorem 4 Let f ∈ CB [0,∞). Then for every x ∈ [0,∞) and for C > 0, n > r

we have

|(Sn,rf)(x)− f(x)| ≤ C · ωr+1

(f,

1√n

),

where CB [0,∞) be the space of all real valued continuous bounded functions f

defined on [0,∞).

Corollary 5 If f (r+1) ∈ CB [0,∞) then

|(Sn,rf)(x)− f(x)| ≤ C ·(

1√n

)r+1

· ‖f (r+1)‖CB [0,∞).

Proof. The classical Peetre’s Kr-functional for f ∈ CB [0,∞) is defined by

Kr(f, δr) = inf‖f − g‖+ δr · ‖g(r)‖ : g ∈W r

∞, δ > 0, (5.1)

where W r∞ = g ∈ CB [0,∞), g(r) ∈ CB [0,∞). From the classical book of

DeVore-Lorentz [3] there exists a positive constant C such that

Kr(f, δr) ≤ Cωr(f, δ). (5.2)

Let g ∈W r∞. By Taylor’s expansion of g we get

g(t) = g(x) +r∑i=1

(t− x)i

i!g(i) +

(t− x)r+1

(r + 1)!· g(r+1)(ξt,x). (5.3)

We apply the operator to the both sides of (5.3). Now (4.4) implies

Sn,r(g, x)− g(x) = Sn,r

((t− x)r+1

(r + 1)!· g(r+1)(ξt,x);x

)Therefore

|Sn,r(g, x)− g(x)| ≤r∑i=0

|αi| · Sni(|t− x|r+1

(r + 1)!;x

)· ‖g(r+1)‖CB [0,∞)

7


314

From (4.9) and (4.10) it follows

|Sn,r(g, x)− g(x)| ≤ C(r) · n−r+12 · ‖g(r+1)‖.

Consequently

|Sn,r(f, x)− f(x)| ≤ |Sn,r(f − g, x)− (f − g)(x)|+ |Sn,r(g, x)− g(x)| ≤

≤ 2‖f − g‖+ C(r) · n−r+12 · ‖g(r+1)‖.

Taking the infimum on the right side over all g ∈ W r+1∞ and using (5.1),(5.2)

we get the required result.

Remark 6 If r = 1 then linear combinations of only two Szasz-Baskakov oper-

ators

Sn,r = α0 · Sn0 + α1 · Sn1

guarantees, that the linear functions will be preserved. Then Theorem 4 implies

direct estimate in term of second-order moduli of smoothness, which improves

the estimate (3.2) from [5].

6 Generalized Voronovskaja-type Theorem

The following Voronovskaja-type estimate was proved in [5]-(see Remark 21.8

there:)

limn→∞

n[Sn(f, x)− f(x)] = (2x+ 1)f ′(x) + (x2 + 1)f ′′(x).

The aim of this section is to generalized this estimate for linear combinations

of Sn.

Theorem 7 Let f, f ′, . . . , f (r+2) ∈ CB [0,∞). Then, if r = 2k+1, k = 0, 1, 2, . . .

for x ∈ [0,∞) it follows

limn→∞

nk+1 · [Sn,2k+1(f, x)− f(x)] = P2k+2(x) · f (2k+2)(x),

where

P2k+2(x) = limn→∞

(Sn,2k+1(ψ2k+2

x (t), x)nk+1)

.

Proof. By Taylor’s expansion of f we obtain

f(t) = f(x) +

2k+2∑i=1

(t− x)i

i!· f (i)(x) +

(t− x)2k+2

(2k + 2)!·R(t, x), (6.1)

8


315

where R(t, x) is a bounded function for all t, x ∈ [0,∞) and limt→x

R(t, x) = 0. We

apply Sn,2k+1 to the both sides of (6.1) to get

Sn,2k+1(f, x)− f(x) =f (2k+2)(x)

(2k + 2)!· Sn,2k+1(ψ2k+2

x , x) + I, (6.2)

where

I =1

(2k + 2)!· Sn,2k+1

((t− x)2k+2 ·R(t, x);x

).

From (2.2), (4.9) and (4.10) we get

|Sn,2k+1(ψ2k+2x , x)| = O

(n−[ 2k+3

2 ])

= O(n−(k+1)

). (6.3)

Let ε > 0 be given. Since ξ(t, x) → 0 as t → x, then there exists δ > 0 such

that when |t− x| < δ we have |ξ(t, x)| < ε and when |t− x| ≥ δ we write

|ξ(t, x)| ≤ C < C · (t− x)2

δ2.

Thus for all t, x ∈ [0,∞)

|ξ(t, x)| ≤ ε+ C · (t− x)2

δ2

and

|I| ≤ Cε · n−(k+1) +C

δ2·∣∣Sn,2k+1((t− x)2k+4, x)

∣∣ ≤≤ Cε · n−(k+1) +

C

δ2· n−(k+2).

Hence

nk+1 · |I| ≤ Cε+C

δ2

1

n.

So

limn→∞

nk+1 · |I| = 0.

Combining the estimates (6.1), (6.2) and (6.3), we get the desired result. This

completes the proof of the theorem. .

7 Weighted approximation by Szasz-Baskakov

operators

First we point out that our statements in previous sections are formulated for

f ∈ CB [0,∞). On the other hand, the Szasz-Baskakov operator Sn is well-

defined for much larger class of functions, satisfying certain polynomial growth

9


316

at infinity, that is |f(t)| ≤ M(1 + t)m, for some M > 0,m > 0. In this case we

consider the weight

ρ(x) = (1 + x)−m, x ∈ I = [0,∞).

The polynomial weighted space associated to this weight is defined by

Cρ(I) = f ∈ C(I) : ‖f‖ρ <∞‖,

where

‖f‖ρ = supx≥0

ρ(x)|f(x)|.

Recently the case of weighted approximation by a broad class of linear positive

operators, satisfying some conditions was considered in [2]. For a ∈ N0, b >

0, c ≥ 0 we denote

ϕ(x) =√

(1 + ax)(bx+ c).

For λ ∈ [0, 1], r = 1, f ∈ Cρ(I) we consider the K-functional

K1,ϕλ(f, t)ρ = inf‖f − g‖ρ + t‖ϕλg′‖ρ, g ∈W∞1,λ(ϕ),

where W∞1,λ(ϕ) consists of all functions g ∈ Cρ[0,∞) such that ‖ϕλg′‖ρ < ∞.

According to the second moment of Szasz-Baskakov operator we set a = 2, b =

1, c = 0. Hence ϕ(x) =√x(1 + 2x). One of the main statements in [2] is The-

orem 1, which we cite here as:

Theorem A Let Ln :→ Cρ(I) be a sequence of positive linear operators

satisfying the following conditions:

(i) Ln(e0) = e0.

(ii) There exists a constant C1 and a sequence αn such that

Ln((t− x)2, x) ≤ C1αn · ϕ2(x).

(iii) There exists a constant C2 = C2(m) such that for each n ∈ N,

Ln((1 + t)m, x) ≤ C2(1 + x)m, x ≥ 0.

(iv) There exists a constant C3 = C3(m) such that for every m ∈ N,

ρ(x)Ln

((t− x)2

ρ(t), x

)≤ C3αn · ϕ2(x), x ≥ 0.

Then for λ ∈ [0, 1] , there exists a constant C4 = C4(m,λ) such that for any

f ∈ Cρ(I), x ∈ I, n ∈ N, one has

ρ(x)|f(x)− Ln(f, x)| ≤ C4K1,ϕλ(f,√αn · ϕ1−λ(x))ρ, x ≥ 0.

10


317

It is easy to verify that all 4 conditions in Theorem A are satisfied for

Ln = Sn with αn = 1n . The condition (i) is obvious. The conditions (ii),

(iii) follow from the representation of the second moment and (4.2). To verify

(iv) we apply again the Schwarz inequality and estimate for the fourth moment

of Sn. So we arrive at the proof of the following statement for a weighted ap-

proximation by Sn:

Theorem 8 By the conditions of Theorem A the following holds true

ρ(x)|f(x)− Sn(f, x)| ≤ C4K1,ϕλ(f,√αn · ϕ1−λ(x))ρ, x ≥ 0.

If λ = 1 we get the estimate in term of the first Ditzian-Totik modulus of

smoothness. For λ = 0 we get the estimate in term of the first modulus of

continuity. The both estimates are in a point-wise form.

References

[1] T. Acar, V. Gupta and A. Aral, Rate of convergence for generalized Szasz

operators, Bull. Math. Sci. 1 (2011), 99-113.

[2] J. Bustamante, J. M. Quesada and L. M. Cruz, Direct estimate for positive

linear operators in polynomial weighted spaces, J. Approx. Theory 162

(2010), 1495-1508.

[3] R. A. DeVore and G. G. Lorentz, Constructive Approximation, Springer,

Berlin, 1993.

[4] N. Deo, Direct and inverse theorems for Szasz-Lupas type operators in

simultaneous approximation, Math. Vesniki 58 (2006), 19-29.

[5] N. Bhardwaj and N. Deo, A better error estimation on Szasz Baskakov

Durrmeyer operators, Ch 21., Advanaces in Applied Mathematics and

Approximation Theory: Contributions from AMAT 2012, Series: Springer

Proceedings in Mathematics & Statistics, Vol. 41, Anastassiou, George A.;

Duman, Oktay (Eds.) 2013, X, 490 p.

[6] V. Gupta, A note on modified Szasz operators, Bull. Inst. Math. Acad

Sinica 21 (3) (1993), 275-278.

[7] V. Gupta, A. Aral and M. Ozhavzali, Approximation by q-Szasz-Mirakyan-

Baskakov operators, Fasc. Math. 48 (2012), 35-48.

[8] V. Gupta and G. S. Srivastava, On convergence of derivatives by Szasz-

Mirakyan-Baskakov type operators, The Math. Student 64 (1-4) (1995),

195-205.

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[9] V. Gupta and P. Gupta, Rate of convergence by Szasz-Mirakyan Baskakov

type operators, Istanbul Univ. Fen Fakult. Mat. Dergisi 57-58 (1998-1999),

71-78.

[10] V. Gupta and P. Gupta, Direct theorem in simultaneous approximation

for Szasz-Mirakyan Baskakov type operators, Kyungpook Math. J. 41 (2)

(2001), 243-249.

[11] V. Gupta and H. Karsli, Some approximation properties by q-Szasz-

Mirakyan-Baskakov-Stancu operators, Lobachevsky Math. J. 33 (2)

(2012), 175-182.

[12] G. Prasad, P. N. Agrawal and H. S. Kasana, Approximation of functions

on [0,∞] by a new sequence of modified Szasz operators, Math. Forum.

6(2) (1983), 1-11.

[13] O. Szasz, Generalizations of S. Bernstein’s polynomial to the infinite in-

terval, J. Res. Nat. Bur. Standards. 45(1950), 239-245.

[14] M. Heilmann and G. Tachev, Commutativity, Direct and Strong Converse

Results for Phillips Operators, East J. Approx. Th. 17(3) (2011), 299-317.

[15] M. Heilmann and G. Tachev, Linear Combinations of Genuine Szasz-

Mirakjan-Durrmeyer Operators, Ch 5., Advanaces in Applied Mathemat-

ics and Approximation Theory: Contributions from AMAT 2012, Series:

Springer Proceedings in Mathematics & Statistics, Vol. 41, Anastassiou,

George A.; Duman, Oktay (Eds.) 2013, X, 490 p.

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319

k-th order Kantorovich type modification of the

operators Uρn

Margareta Heilmann1 and Ioan Rasa2

1Faculty of Mathematics and Natural SciencesUniversity of Wuppertal

Gaußstraße 20D-42119 Wuppertal, Germany

[email protected] of Mathematics

Technical UniversityStr. Memorandumului 28

RO-400114 Cluj-Napoca, [email protected]

Dedicated to Heiner Gonska on the occasion of his 65th birthday

Abstract

H. Gonska and R. Paltanea introduced and investigated a remarkableclass of positive linear operators constituting a link between the classi-cal Bernstein operators and the genuine Bernstein-Durrmeyer operators.In this paper we study the k-th order Kantorovich type modification ofthese operators. For the modified operators we establish explicit formulasas well as recursion formulas for the images of the monomials and the mo-ments of arbitrary order. Applications are given to asymptotic relations.In particular, this unifies several known results for classical sequences ofpositive linear operators.

2010 AMS Subject Classification : 41A36, 41A10, 41A60.Key Words and Phrases: positive linear operators, Kantorovich type modi-fications, moments, images of monomials, asymptotic results.

1 Introduction

We consider sequences Qk,ρn , n ∈ N, k ∈ N0, ρ ∈ R+, of positive linear opera-tors which can be considered as the k-th order Kantorovich modification of the

1

320


operators Uρn. For a function f ∈ C[0, 1] the operators Uρn are defined by

Uρn(f, x) :=n∑j=0

F ρn,j(f)pn,j(x)

= f(0)pn,0(x) + f(1)pn,n(x) +n−1∑j=1

pn,j(x)

∫ 1

0

µρn,j(t)f(t)dt

where pn,j(x) =

(n

j

)xj(1− x)n−j , 0 ≤ j ≤ n, x ∈ [0, 1].

Moreover, for 1 ≤ j ≤ n − 1, µρn,j(t) =tjρ−1(1− t)(n−j)ρ−1

B(jρ, (n− j)ρ)with Euler’s Beta

function B(x, y) =

∫ 1

0

tx−1(1− t)y−1dt =Γ(x)Γ(y)

Γ(x+ y), x, y > 0.

The operators Uρn were introduced in [8] and studied in [2, 3]. They con-stitute a non-trivial link between the Bernstein operators Bn and their genuineBernstein-Durrmeyer variant U1

n and inherit many useful properties of theseclassical operators. In [2] it is proved that

limρ→∞

Uρnf = Bnf = U∞n f uniformly on [0, 1] for any f ∈ C[0, 1].

In [4] Gonska and the authors of this paper investigated the k-th order Kan-torovich modification of the Bernstein operators, i.e.,

Dk Bn Ik (1)

where Dk denotes the k-th order ordinary differential operator and

Ikf = f, if k = 0, and Ik(f, x) =

∫ x

0

(x− t)k−1

(k − 1)!f(t)dt, if k ∈ N.

In the investigation a crucial role was played by the moments of the new oper-ators, and by the images of monomials under them.

In this paper we generalize this concept to the operators Uρn and consider

Qk,ρn = Dk Uρn Ik, n ∈ N, k ∈ N0, ρ ∈ R+.

This general definition contains many known operators as special cases. Forρ → ∞ the operators Qk,∞n are the k-th order Kantorovich modification ofthe Bernstein operators (1) which include the Bernstein operators Q0,∞

n , theKantorovich operators Q1,∞

n and the Kantorovich operators of second orderQ2,∞n considered by Nagel in [7]. For ρ = 1 we get the genuine Bernstein-

Durrmeyer operators Q0,1n , the Bernstein-Durrmeyer operators Q1,1

n and theauxiliary operators Qk,1n considered in [6, (3.5)].

In this paper we establish recurrence relations and explicit representationsfor the moments and the images of the monomials for the general operatorsQk,ρn . This enables us to get asymptotic relations for the operators Qk,ρn . In

2

HEILMANN-RASA: KANTOROVICH TYPE OPERATORS

321

particular, we establish a Voronovskaja type formula for Qk,ρn , which unifies thecorresponding formulas for the special cases mentioned above.

Throughout this paper we use the notations ak :=∏k−1l=0 (a − l), ak :=∏k−1

l=0 (a+ l), k ∈ N, a0 = a0 := 1 and for abbreviation we define X := x(1− x),X ′ := 1− 2x, Y := y(1− y), Y ′ := 1− 2y.

2 Monomials and moments – explicit formulas

In this section we prove general explicit formulas for the moments and theimages of the monomials of the operators Qk,ρn . In what follows we denote byeν(t) = tν , ν ∈ N0, the monomials and by

~∆lhf(x) =

l∑κ=0

(−1)l−κ(l

κ

)f(x+ κh) (2)

the l-th order forward difference of a function f with step h and define

pρν(ξ) :=ν−1∏l=1

(ξ +

l

ρ

), ν ∈ N.

We first consider the images of the monomials for the case k = 0.

Theorem 1 Let n ∈ N, ρ ∈ R+, ν ∈ N0, ν ≤ n. Then

(Q0,ρn e0)(x) = 1, (3)

(Q0,ρn eν)(x) =

ρν

(nρ)ν

ν∑j=1

(n

j

)j(~∆j−1

1 pρν(1))xj , ν ∈ N. (4)

Proof. For (3) see [8, (2.7)].In order to prove (4) we take into account that∫ 1

0tνtiρ−1(1− t)(n−i)ρ−1dt∫ 1

0tiρ−1(1− t)(n−i)ρ−1dt

=Γ(iρ+ ν)Γ(nρ)

Γ(iρ)Γ(nρ+ ν)=

ρν

(nρ)ν

ν−1∏l=0

(i+

l

ρ

).

Thus we get for ν ≥ 1

(Q0,ρn eν)(x) = xn +

ρν

(nρ)ν

n−1∑i=1

pn,i(x)ν−1∏l=0

(i+

l

ρ

)

=ρν

(nρ)νnx

n∑i=1

pn−1,i−1(x)ν−1∏l=1

(i+

l

ρ

).

We have

pν(i) =ν−1∏l=1

(i+

l

ρ

)=ν−1∑j=0

~∆j1pρν(1)

j!

j∏l=1

(i− l),

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322

which can be derived by the using the Newton representation of the interpolationpolynomial of pρν for the equidistant knots 1, 2, . . . , ν, evaluated for ξ = i. Then

(Q0,ρn eν)(x) =

ρν

(nρ)νnx

n∑i=1

pn−1,i−1(x)ν−1∑j=0

~∆j1pρν(1)

j!

j∏l=1

(i− l)

=ρν

(nρ)νnx

ν−1∑j=0

~∆j1pρν(1)

j!

n∑i=j+1

pn−j−1,i−j−1(x)(n− 1)!

(n− j − 1)!xj

=ρν

(nρ)ν

ν∑j=1

(n

j

)j(~∆j−1

1 pρν(1))xj .

Remark 1 Using (2), the representation (4) can be rewritten into

(Q0,ρn eν)(x) =

ρν

(nρ)ν

ν∑j=1

(n

j

)jxj

j−1∑κ=0

(−1)j−1−κ(j − 1

κ

)pρν(1 + κ).

Now we look at the special cases ρ = 1 and ρ→∞.

ρ = 1: Then1

(n)ν=

(n− 1)!

(n+ ν − 1)!, and with [5, (3.48)]

~∆j−11 p1ν(1) =

j−1∑κ=0

(−1)j−1−κ(j − 1

κ

)(κ+ ν)!

(κ+ 1)!= (ν − 1)!

(ν

j

).

Thus

(Q0,1n eν)(x) =

n!(ν − 1)!

(n+ ν − 1)!

ν∑j=1

(n− 1

j − 1

)(ν

j

)xj ,

which coincides with the formula given in [11, Lemma 1.11].

ρ→∞: Thenρν

(nρ)ν→ 1

nν, and

~∆j−11 p∞ν (1) =

j−1∑κ=0

(−1)j−1−κ(j − 1

κ

)(k + 1)ν−1

=1

j

j∑κ=1

(−1)j+κ(j

κ

)κν = (j − 1)!σjν ,

where σjν denote the Stirling numbers of second kind. Thus

(Q0,∞n eν)(x) =

1

nνn!

ν∑j=1

1

(n− j)!σjνx

j ,

which coincides with the known result for the Bernstein operators (see [4, p.720]).

Next we consider the images of the monomials for the case k ∈ N.

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323

Theorem 2 Let n ∈ N, ρ ∈ R+, ν ∈ N0, ν + k ≤ n. Then

(Qk,ρn eν)(x) (5)

=ν!

(ν + k)!

ρν+k

(nρ)ν+k

ν∑j=0

n!

(n− j − k)!j!(j + k)

(~∆j+k−1

1 pρν+k(1))xj .

Proof. By using Qk,ρn eν = ν!(ν+k)!D

kQ0,ρn eν+k we get from (4) for k ∈ N

(Qk,ρn eν)(x)

=ν!

(ν + k)!

ρν+k

(nρ)ν+k

ν+k∑j=1

(n

j

)j(~∆j−1

1 pρν+k(1))

(xj)(k)

=ν!

(ν + k)!

ρν+k

(nρ)ν+k

ν+k∑j=k

(n

j

)j(~∆j−1

1 pρν+k(1)) j!

(j − k)!xj−k

=ν!

(ν + k)!

ρν+k

(nρ)ν+k

ν∑j=0

n!

(n− j − k)!j!(j + k)

(~∆j+k−1

1 pρν+k(1))xj .

Remark 2 Using again (2), the representation (5) can be rewritten into

(Qk,ρn eν)(x)

=ν!

(ν + k)!

ρν+k

(nρ)ν+k

ν∑j=0

n!(j + k)!

(n− j − k)!j!xj

×j+k−1∑κ=0

(−1)j+k−1−κ1

κ!(j + k − 1− κ)!pρν+k(1 + κ).

Again we consider the special cases ρ = 1 and ρ→∞.

ρ = 1: Then1

(n)ν+k=

(n− 1)!

(n+ ν + k − 1)!, and again with [5, (3.48)]

~∆j+k−11 p1ν+k(1) =

j+k−1∑κ=0

(−1)j+k−1−κ(j + k − 1

κ

)(κ+ ν + k)!

(κ+ 1)!

= (ν + k − 1)!

j+k−1∑κ=0

(−1)j+k−1−κ(j + k − 1

κ

)(κ+ ν + k

κ+ 1

)= (ν + k − 1)!

(ν + k

j + k

).

5


324

Thus

(Qk,1n eν)(x)

=ν!

(ν + k)!

(n− 1)!

(n+ ν + k − 1)!

ν∑j=0

n!(j + k)

(n− j − k)!j!xj(ν + k − 1)!

(ν + k

j + k

)

=n!(ν + k − 1)!

(n+ ν + k − 1)!

ν∑j=0

(n− 1

n− j − k

)(ν

j

)xj .

This coincides with the corresponding result in [6, Satz 4.2] for the auxiliaryoperators with the notation Qk,1n = Mn−1,k−1 there.

ρ→∞: Thenρν+k

(nρ)ν+k→ 1

nν+kand

~∆j+k−11 p∞ν+k(1) =

1

(j + k)

j+k∑κ=1

(−1)j+k+κ(j + k

κ

)κν+k = (j + k − 1)!σj+kν+k.

Thus

(Qk,∞n eν)(x) =ν!

(ν + k)!

1

nν+k

ν∑j=0

n!(j + k)!

(n− j − k)!j!σj+kν+kx

j

which coincides with [4, (2)]).For the evaluation of Qk,ρn eν , k ∈ N, for special values of ν, we use the

representation

pρν+k(ξ) =

ν+k−1∑l=0

ρ−lσl(1, 2, . . . , ν + k − 1)ξν+k−1−l,

with the notation σj(x0, x1, . . . , xn), j ∈ N, for the symmetric function whichis the sum of all products of j distinct values from the set x0, x1, . . . xn andσ0(x0, x1, . . . , xn) := 1.For the monomial em it is known (see e.g. [9, Theorem 1.2.1]) that

~∆j+k−11 em(1) =

0, m < j + k − 1,(j + k − 1)!τm−(j+k−1)(1, 2, . . . , j + k),0 ≤ j + k − 1 ≤ m,

with the complete symmetric function τj(x0, x1, . . . , xn) which is the sum of allproducts of x0, x1, . . . , xn of total degree j, j ∈ N, and τ0(x0, x1, . . . , xn) := 1.

Thus we can rewrite (Qk,ρn eν) into

(Qk,ρn eν)(x) =ν!

(ν + k)!

ρν+k

(nρ)ν+k

ν∑j=0

n!(j + k)!

(n− j − k)!j!xj (6)

×ν−j∑l=0

ρ−lσl(1, 2, . . . , ν + k − 1)τν−l−j(1, 2, . . . , j + k).

As a corollary we present the results for ν = 0, 1, 2.

6


325

Corollary 1 For k ∈ N0 the images for the first monomials are given by

(Qk,ρn e0)(x) =ρk

(nρ)k· nk,

(Qk,ρn e1)(x) =ρk+1

(nρ)k+1· nk

[1

2k

(1 +

1

ρ

)+ (n− k)x

],

(Qk,ρn e2)(x) =ρk+2

(nρ)k+2· nk

[1

2k

(3k + 1

6+k + 1

ρ+

3k + 5

6ρ2

)+(n− k)

((k + 1)

(1 +

1

ρ

)x+ (n− k − 1)x2

)].

Proof. For k = 0 the identities follow from Theorem 1. For k ∈ N we derivethe proposition by using the representation (6) and the fact that for m ∈ N

σ0(1, . . . ,m) = τ0(1, . . . ,m) = 1,

σ1(1, . . . ,m) = τ1(1, . . . ,m) =1

2m(m+ 1),

σ2(1, . . . ,m) =1

24(m− 1)m(m+ 1)(3m+ 2),

τ2(1, . . . ,m) =1

24m(m+ 1)(m+ 2)(3m+ 1).

Next we consider the moments of Qk,ρn . For abbreviation we use the notation

Mk,ρn,m(x) = [Qk,ρn (e1 − xe0)m](x), m ∈ N0, x ∈ [0, 1] (7)

and use the fact that Mk,ρn,m(x) =

m∑ν=0

(m

ν

)(−x)m−ν(Qk,ρn eν)(x).

Again we first treat the case k = 0.

Theorem 3 Let n ∈ N, ρ ∈ R+, m ∈ N0, m ≤ n. Then

M0,ρn,0(x) = 1, (8)

M0,ρn,1(x) = 0, (9)

M0,ρn,m(x) = (−x)m +

m∑j=1

(−x)jj∑

ν=1

ρν+m−j

(nρ)ν+m−j(−1)ν

(m

j − ν

)(10)

×(n

ν

)ν ~∆ν−1

1 pρν+m−j(1), m ≥ 2.

Proof. For (8) and (9) see [8, (2.7)].In order to prove (10) we apply Theorem 1. With the indextransform j →j −m + ν, changing the order of summation and applying the indextransform

7


326

ν → ν +m− j, we derive

M0,ρn,m(x)

= (−x)m +m∑ν=1

(m

ν

)(−x)m−ν

ρν

(nρ)ν

ν∑j=1

(n

j

)j(~∆j−1

1 pρν(1))xj

= (−x)m +m∑ν=1

(m

ν

)(−1)m−ν

ρν

(nρ)ν

×m∑

j=m−ν+1

(n

j −m+ ν

)(j −m+ ν)

(~∆j−m+ν−1

1 pρν(1))xj

= (−x)m +m∑j=1

xjm∑

ν=m+1−j

(m

ν

)(−1)m−ν

ρν

(nρ)ν

×(

n

j −m+ ν

)(j −m+ ν)

(~∆j−m+ν−1

1 pρν(1))

= (−x)m +m∑j=1

xjj∑

ν=1

(m

ν +m− j

)(−1)j−ν

ρν+m−j

(nρ)ν+m−j

×(n

ν

)ν(~∆ν−1

1 pρν+m−j(1))

= (−x)m +m∑j=1

(−x)jj∑

ν=1

ρν+m−j

(nρ)ν+m−j(−1)ν

(m

j − ν

)(n

ν

)ν ~∆ν−1

1 pρν+m−j(1).

Remark 3 Analogously as for the images of monomials, (10) can be rewritteninto

M0,ρn,m(x) = (−x)m +

m∑j=1

(−x)jj∑

ν=1

ρν+m−j

(nρ)ν+m−jn!

(n− ν)!

(m

j − ν

)

×ν−1∑κ=0

(−1)κ+1 1

κ!(ν − 1− κ)!pρν+m−j(1 + κ).

Next we consider the special cases ρ = 1 and ρ→∞.

ρ = 1: Then1

(n)ν+m−j=

(n− 1)!

(n+ ν +m− j − 1)!, and with [5, (3.48)]

~∆ν−11 p1ν+m−j(1) =

ν−1∑κ=0

(−1)ν−1−κ(ν − 1

κ

)(κ+ ν +m− j)!

(κ+ 1)!

= (ν +m− j − 1)!

(ν +m− j

ν

).

8


327

Thus

M0,1n,m(x) = (−x)m +

m∑j=1

(−x)jj∑

ν=1

(−1)ν(n− 1)!

(n+ ν +m− j − 1)!

× n!

(n− ν)!

(m

j − ν

)(j

ν

)(ν +m− j − 1)!

(ν − 1)!,

which coincides with the result in [11, Korollar 1.12].

ρ→∞: Thenρν+m−j

(nρ)ν+m−j→ 1

nν+m−jand

~∆ν−11 p∞ν+m−j(1) =

1

ν

ν∑κ=1

(−1)ν+κ(ν

κ

)κν+m−j

= (ν − 1)!σνν+m−j .

Thus

M0,∞n,m (x) = (−x)m +

m∑j=1

(−x)jj∑

ν=1

1

nν+m−jn!

(n− ν)!

(m

j − ν

)σνν+m−j .

In our next theorem we evaluate the moments for the case k ∈ N.

Theorem 4 Let n ∈ N, ρ ∈ R+, k ∈ N, m ∈ N0, m+ k ≤ n. Then

Mk,ρn,m(x) =

m∑j=0

(−x)jj∑

ν=0

ρν+m−j+k

(nρ)ν+m−j+k(−1)ν

(m

j − ν

)(11)

× (ν +m− j)!(ν +m− j + k)!

n!(ν + k)

(n− ν − k)!ν!~∆ν+k−1

1 pρν+m−j+k(1).

Proof. We now use Theorem 2 and carry out the same steps as in the proof ofTheorem 3 to derive

Mk,ρn,m(x)

=m∑ν=0

(m

ν

)(−x)m−ν

ν!

(ν + k)!

ρν+k

(nρ)ν+k

ν∑j=0

n!(j + k)

(n− j − k)!j!

(~∆j+k−1

1 pρν+k(1))xj

=m∑ν=0

(m

ν

)(−1)m−ν

ν!

(ν + k)!

ρν+k

(nρ)ν+k

×m∑

j=m−ν

n!(j −m+ ν + k)

(n− j +m− ν − k)!(j −m+ ν)!

(~∆j−m+ν+k−1

1 pρν+k(1))xj

9


328

=m∑j=0

xjm∑

ν=m−j

(m

ν

)(−1)m−ν

ν!

(ν + k)!

ρν+k

(nρ)ν+k

× n!(j −m+ ν + k)

(n− j +m− ν − k)!(j −m+ ν)!~∆j−m+ν+k−1

1 pρν+k(1)

=m∑j=0

xjj∑

ν=0

(m

ν +m− j

)(−1)j−ν

(ν +m− j)!(ν +m− j + k)!

ρν+m−j+k

(nρ)ν+m−j+k

× n!(ν + k)

(n− ν − k)!ν!~∆ν+k−1

1 pρν+m−j+k(1)

=m∑j=0

(−x)jj∑

ν=0

ρν+m−j+k

(nρ)ν+m−j+k(−1)ν

(m

j − ν

)× (ν +m− j)!

(ν +m− j + k)!

n!(ν + k)

(n− ν − k)!ν!~∆ν+k−1

1 pρν+m−j+k(1).

Remark 4 With (2), we can rewrite the representation (11) into

Mk,ρn,m(x)

=m∑j=0

(−x)jj∑

ν=0

ρν+m−j+k

(nρ)ν+m−j+k

(m

j − ν

)(ν +m− j)!

(ν +m− j + k)!

× n!(ν + k)!

(n− ν − k)!ν!

ν+k−1∑κ=0

(−1)k+1+κ 1

κ!(ν + k − 1− κ)!pρν+m−j+k(1 + κ).

From Theorem 4 we derive the following identity for the special case ρ = 1.

ρ = 1: Then1

(n)ν+m−j+k=

(n− 1)!

(n+ ν +m− j + k − 1)!, and with [5, (3.48)]

~∆ν+k−11 p1ν+m−j+k(1) =

ν+k−1∑κ=0

(−1)ν+k−1−κ(ν + k − 1

κ

)(κ+ ν +m− j + k)!

(κ+ 1)!

=(ν +m− j + k − 1)!

(ν +m− j + k

ν + k

).

Thus

Mk,1n,m(x) =

m∑j=0

(−x)jj∑

ν=0

(−1)ν(n− 1)!

(n+ ν +m− j + k − 1)!

× n!

(n− ν − k)!

(m

j − ν

)(j

ν

)(ν +m− j + k − 1)!

(ν + k − 1)!.

This coincides with the result [6, Korollar 4.4] for the moments of the auxiliaryoperators named Mn−1,k−1 there.

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329

With the same notations and arguments used for Corollary 1, the moments(10) and (11) can be computed by using

~∆ν+k−11 pρν+m−j+k(1)

=(ν + k − 1)!

m−j∑l=0

ρ−lσl(1, 2, . . . , ν +m− j + k − 1)τm−j−l(1, 2, . . . , ν + k).

Corollary 2 For k ∈ N0 the first moments are given by

Mk,ρn,0 (x) =

ρk

(nρ)knk, Mk,ρ

n,1 (x) =ρk+1

(nρ)k+1nk

1

2k

(1 +

1

ρ

)X ′,

Mk,ρn,2 (x) =

ρk+2

(nρ)k+2nk(

1 +1

ρ

)[n−

(1 +

1

ρ

)k(k + 1)

]X

+k

12

[(3k + 1)

(1 +

1

ρ

)+

4

ρ

].

3 Monomials and moments – recursion formulas

First of all, we establish recurrence formulas for the functions

Rk,ρ,yn,m (x) :=[Qk,ρn (e1 − ye0)m

](x), (12)

where y ∈ [0, 1] is a parameter.

Theorem 5 The following relations hold for k ∈ N0:

Rk,ρ,yn,0 (x) =ρk

(nρ)knk, (13)

Rk,ρ,yn,1 (x) =ρk+1

(nρ)k+1nk[

1

2k

(1 +

1

ρ

)+ n(x− y)− k

(x+

y

ρ

)], (14)

(m+ k + 1)(nρ+m+ k)

m+ 1Rk,ρ,yn,m+1(x) (15)

= ρXd

dxRk,ρ,yn,m (x) + (ρkX ′ + ρn(x− y) + (m+ k)Y ′)Rk,ρ,yn,m (x)

+mYRk,ρ,yn,m−1(x) +ρk(n− k + 1)

m+ 1Rk−1,ρ,yn,m+1 (x), m ∈ N.

Proof. (13) and (14) follow immediately from Corollary 1. To prove (15)we first note that in case k = 0 the last term on the right hand side vanishes.Furthermore, for k = 0 (15) is Theorem 3.1 in [2]. Thus we have

(nρ+m+ k)R0,ρ,yn,m+k+1(x) = ρX

d

dxR0,ρ,yn,m+k(x) (16)

+ ((m+ k)Y ′ + nρ(x− y))R0,ρ,yn,m+k(x) + (m+ k)Y R0,ρ,y

n,m+k−1(x).

11


330

On the other hand,

DkR0,ρ,yn,m+k(x) = DkUρn(e1 − ye0)m+k(x) =

(m+ k)!

m!DkUρnIk(e1 − ye0)m(x),

so that

DkR0,ρ,yn,m+k(x) =

(m+ k)!

m!Rk,ρ,yn,m (x). (17)

Applying Dk to both sides of (16), and then using (17), we obtain (15). Let us remark that, according to (7) and (12),

Mk,ρn,m(x) = Rk,ρ,xn,m (x). (18)

So, we shall replace y by x in Theorem 5, but first we need

Lemma 1 For each m ∈ N0,(d

dxRk,ρ,yn,m (x)

)y=x

=d

dxMk,ρn,m(x) +mMk,ρ

n,m−1(x). (19)

Proof. According to the definition of Uρn, we have:

d

dxMk,ρn,m(x) =

d

dxDkUρnIk(e1 − xe0)m(x)

=m!

(m+ k)!

d

dxDkUρn(e1 − xe0)m+k(x)

=m!

(m+ k)!

d

dx

Dk

n∑j=0

pn,j(x)F ρn,j(e1 − xe0)m+k

(x)

=m!

(m+ k)!

d

dx

n∑j=0

p(k)n,j(x)F ρn,j(e1 − xe0)m+k

=m!

(m+ k)!

n∑j=0

p(k+1)n,j (x)F ρn,j(e1 − xe0)m+k

−n∑j=0

p(k)n,j(x)(m+ k)F ρn,j(e1 − xe0)m+k−1

=

(d

dxRk,y,ρn,m (x)

)y=x

−mMk,ρn,m−1(x).

Now, as a consequence of Theorem 5 and Lemma 1, we have

Theorem 6 The following relations hold for k ∈ N0:

Mk,ρn,0 (x) =

ρk

(nρ)knk, (20)

Mk,ρn,1 (x) =

ρk+1

(nρ)k+1nk

1

2k

(1 +

1

ρ

)X ′, (21)

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331

(m+ k + 1)(nρ+m+ k)

m+ 1Mk,ρn,m+1(x) (22)

= ρXd

dxMk,ρn,m(x) + (k(ρ+ 1) +m)X ′Mk,ρ

n,m(x)

+m(ρ+ 1)XMk,ρn,m−1(x) +

ρk(n− k + 1)

m+ 1Mk−1,ρn,m+1(x), m ∈ N.

Obviously Rk,ρ,0n,0 (x) = Qk,ρn eν(x); thus, setting y = 0 in Theorem 5, we get

Theorem 7 The following relations hold for k ∈ N0 :

Qk,ρn e0(x) =ρk

(nρ)knk, (23)

Qk,ρn e1(x) =ρk+1

(nρ)k+1nk[

1

2k

(1 +

1

ρ

)+ (n− k)x

], (24)

(ν + k + 1)(nρ+ ν + k)

ν + 1Qk,ρn eν+1(x) (25)

= ρXd

dxQk,ρn eν(x) + (ρkX ′ + ρnx+ ν + k)Qk,ρn eν(x)

+ρk(n− k + 1)

ν + 1Qk−1,ρn eν+1(x), ν ∈ N.

As in the case of the moments, from these recurrence formulas we can com-pute the images of the monomials under Qk,ρn .

The following special cases deserve to be mentioned separately, since theyare related to the operators investigated in [4]. From Theorem 6 we infer

(r + k + 1)n

r + 1Mk,∞n,r+1(x) (26)

= Xd

dxMk,∞n,r (x) + kX ′Mk,∞

n,r (x)

+rXMk,∞n,r−1(x) +

k(n− k + 1)

r + 1Mk−1,∞n,r+1 (x).

Moreover, Theorem 7 leads to

(r + k + 1)n

r + 1Qk,∞n er+1(x) (27)

= Xd

dxQk,∞n er(x) + (kX ′ + nx)Qk,∞n er(x)

+k(n− k + 1)

r + 1Qk−1,∞n er+1(x).

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332

4 Asymptotic relations

The preceding results allow us to establish asymptotic relations for the operatorsQk,ρn . To this aim, an essential tool is the following theorem.

Theorem 8 For each m ∈ N0 we have, as n→∞,

Mk,ρn,m(x) = O

(n−[m+1

2 ]), (28)

uniformly with respect to x ∈ [0, 1].

Proof. For the moments M0,ρn,j (x) of Uρn, j ∈ N0, we know from [2, Corollary

3.2] and Theorem 6 for k = 0 that

M0,ρn,0(x) = 1, M0,ρ

n,1(x) = 0,

and for j ∈ N

(nρ+ j)M0,ρn,j+1(x) = ρX

d

dxM0,ρn,j (x) + jX ′M0,ρ

n,j (x) + j(ρ+ 1)XM0,ρn,j−1(x).

Now it is easy to verify by induction on j that for n→∞

M0,ρn,j (x) = O

(n−[ j+1

2 ]), (29)

uniformly with respect to x ∈ [0, 1]. On the other hand, from [1, Lemma 1] wededuce

Mk,ρn,m(x) =

m+k∑j=m

(k

j −m

)m!

j!

dj−m

dxj−mM0,ρn,j (x). (30)

Comparing (29) and (30) we conclude the proof. Let us remark that (28) is exactly what is needed in order to apply Sikkema’s

result [10]. Consequently, we have

Theorem 9 Let f ∈ C[0, 1] be 2q times differentiable at x ∈ [0, 1]. Then

Qk,ρn f(x) =

2q∑m=0

1

m!f (m)(x)Mk,ρ

n,m(x) + O(n−q

). (31)

If f ∈ C2q[0, 1], then (31) holds uniformly with respect to x ∈ [0, 1].

Using the known values of the moments Mk,ρn,m(x), m = 0, 1, 2, (see Corollary

2) it is easy to derive from Theorem 9 the Voronovskaja type formula for theoperators Qk,ρn . More precisely, we have:

Theorem 10 Let f ∈ C[0, 1] be two times differentiable at x ∈ [0, 1]. Then

limn→∞

n(Qk,ρn f(x)− f(x)

)(32)

=ρ+ 1

2ρ(Xf ′′(x) + kX ′f ′(x)− (k − 1)kf(x)) .

If f ∈ C2[0, 1], then (32) holds uniformly with respect to x ∈ [0, 1].

14


333

Remark 5 With the notation I0f = f , I−1f = f ′ and I−2f = f ′′ (32) can berewritten as

limn→∞

n(Qk,ρn f(x)− f(x)

)=ρ+ 1

2ρ(XIk−2f(x))

(k).

For special values of the parameters k and ρ, from (32) we obtain theVoronovskaja type formulas for several classical operators.

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[9] G. M. Phillips, Interpolation and Approximation by Polynomials, Springer-Verlag, 2003.

[10] P. Sikkema, On some linear positive operators. Nederlandse Akademievan Wetenschappen, Proceedings, Series A. Indagationes Mathematicae,73 (1970), 327-337.

[11] M. Wagner, Quasi-Interpolanten zu genuinen Baskakov-Durrmeyer-TypOperatoren, Disssertation Universitat Wuppertal, 2013.

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On the class of operators U%n linking the Bernstein

and the genuine Bernstein-Durrmeyer operators

Daniela Kacso1 and Elena Stanila2

1 Faculty of MathematicsRuhr University of BochumD-44780 Bochum, Germany

[email protected] Faculty of Mathematics

University of Duisburg-EssenD-47057 Duisburg, [email protected]

Dedicated to Prof. Dr. dr.h.c. Heiner Gonskaon the occasion of his 65th birthday

Abstract

We consider the class of operators U%n introduced and investigated

by Paltanea and Gonska and study further properties, such as variationdiminution and global smoothness preservation. We also establish upperand lower estimates for iterates of these operators. The results we pro-vide here come as a natural extension of the known results for both theBernstein and the genuine Bernstein-Durrmeyer operators.

2010 AMS Subject Classification : 41A36, 41A25, 41A10.Key Words and Phrases: positive linear operators, variation diminution,global smoothness preservation, iterates, rate of convergence.

1 Basic properties

Definition 1 Let % > 0 and n ∈ N. The operators U%n : C[0, 1] → Πn aredefined by

U%n(f, x) :=n∑k=0

F %n,k(f)pn,k(x)

:=n−1∑k=1

1∫0

tk%−1(1− t)(n−k)%−1

B(k%, (n− k)%)f(t)dt

pn,k(x) + f(0)(1− x)n + f(1)xn,

1

335


for f ∈ C[0, 1], x ∈ [0, 1], where B(·, ·) is Euler’s Beta function. The fundamen-tal functions pn,k are given by

pn,k(x) =

(n

k

)xk(1− x)n−k, 0 ≤ k ≤ n, k, n ∈ N0, x ∈ [0, 1].

For % = 1 and f ∈ C[0, 1], one has

U1n(f, x) = Un(f, x) = (n− 1)

n−1∑k=1

(1∫0

f(t)pn−2,k−1(t)dt

)pn,k(x)

+(1− x)nf(0) + xnf(1),

where Un are the genuine Bernstein-Durrmeyer operators (see [5]), while for% → ∞, for each f ∈ C[0, 1] the sequence U%n(f, x) converges uniformly to the

Bernstein polynomial Bn(f, x) =n∑k=0

f

(k

n

)pn,k(x). The operators U%n were

introduced in [17] by Paltanea and further investigated by Paltanea and Gon-ska in [10] and [11], where also the latter convergence was shown, and manyinteresting results and historical remarks can be found.

Moreover, it was noted in [18, (2.1)] that U%n = Bn Bn%, where Bn% areBeta-type operators (see [14, p. 63] and [15]) given by

Br(f, x) :=

f(x), x = 0, 1;1∫0

trx−1(1− t)r−rx−1f(t)dt

B(rx, r − rx), 0 < x < 1,

for r > 0, f ∈ C[0, 1], x ∈ [0, 1].U%n share many properties common for the well–known operators Bn, Un,Bn,

such as being positive linear operators preserving linear functions. Furthermore,

Lemma 2 If f is convex on C[0, 1], then

U%n(f, x) ≥ U%n+1(f, x) ≥ f(x), 0 < x < 1. (1)

The inequalities are strict when f is strictly convex on [0, 1].

Proof. This result is a consequence of ([1], Th.1) and ([4], Corollary 4.2).Let f ∈ C[0, 1] convex. If s > r > 0, then

Br(f, x) ≥ Bs(f, x).

We choose s = (n+ 1)% and r = n% in the inequality above and we compose tothe left with the (n+ 1)-st Bernstein operator. We get then

(Bn+1 Bn%)(f, x) ≥ (Bn+1 B(n+1)%)(f, x) = U%n+1(f, x). (2)

2

KACSO-STANILA:ON A CLASS OF OPERATORS

336

Next in the inequality bellow we compose to the right with Bn%(f, x)

Bn(f, x) ≥ Bn+1(f, x)

and getU%n(f, x) = (Bn Bn%)(f, x) ≥ (Bn+1 Bn%)(f, x). (3)

Combining (2) and (3) we get (1).

Lemma 3 If f is convex on C[0, 1], then

U%n(f, x) ≥ Bn(f, x), 0 < x < 1. (4)

The inequality is strict if f is strictly convex on [0, 1].

Proof. In [18] it is shown that for f ∈ C[0, 1] convex and 0 < % < σ,

U%n(f, x) ≥ Uσn (f, x).

Letting σ →∞ in the inequality above we get (4).

2 Variation diminution

Shape preservation properties of an approximation method are considered tobe of great importance in both Approximation Theory and Computer AidedGeometric Design. Among them, we discuss first the variation diminution.As it is known that both Bn and Un satisfy this property (see [19] and [5],respectively), it is natural to consider the question whether the operators U%nare also variation–diminishing. To that end, we refer to [8], which containshistorical remarks clarifying the various meanings of “variation–diminishing”employed in the past as well as an approach to prove this property.

Let K be any interval on the real line, and let f : K → R be an arbitraryfunction. For an ordered sequence x0 < x1 < ... < xn of points in K, letS[f(xk)] denote the number of sign changes in the finite sequence of ordinatesf(xk), where zeros are disregarded. The number of sign changes of f in theinterval K is defined by

SK [f ] = supS[f(xk)],

where the supremum is taken over all ordered finite sets xk.Let I and J be two intervals, let U be a subspace of C(I), and suppose thatL : U → C(J) is a linear operator reproducing constant functions.The operator L is said to be (strongly) variation-diminishing (as an operatorfrom U into C(J)) if

SJ [Lf ] ≤ SI [f ], for all f ∈ U.

The main result presented in [8] (see Theorem 1 there) reads as follows.

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337

Theorem 4 Let I = (a, b) or I = (a,∞) with a ≥ 0, let w : I → R+ be a strictlypositive continuous weight function, and [α, β] ⊂ [0,∞). Consider a linear andpositive definite functional A : C(I) → R having the following property: thereexists a subspace C [α,β]

w (I) ⊂ C(I) such that for f ∈ C [α,β]w (I) the function

Lf : (α, β) → R given by (Lf)(x) := At[tx · w(t) · f(t)] is well–defined. If the

function Lf has one-sided limits at the endpoints, then

S[α,β][Lf ] ≤ SI [f ], ∀f ∈ C [α,β]w (I),

where, for x ∈ α, β, one understands by sgn(Lf)(x) the sign of the corre-sponding one-sided limit.

Theorem 5 The operators U%n have the (strong) variation-diminishing prop-erty, that is,

S[0,1][U%nf ] ≤ S[0,1][f ] for all f ∈ C[0, 1].

Proof. We use the fact that U%n = Bn(Bn%) and that the Bernstein operatorsBn are (strongly) variation–diminishing. Thus we have

S[0,1][U%nf ] ≤ S[0,1][Bn%f ] = S[0,1]

[∫ 1

0

tn%x−1(1− t)n%−n%x−1f(t) dt

].

Substituting

(t

1− t

)n%= u the above integral becomes

1

n%

∫ ∞0

ux · 1

u(u1n% + 1)n%

· f

(u

1n%

u1n% + 1

)du.

Obviously, the number of sign changes of f(t), t ∈ [0, 1] equals the number of sign

changes of the function g(u) = f

(u

1n%

u1n% + 1

), u ∈ [0,∞). Applying Theorem 4

for the functional A(g) =

∫ ∞0

g(u) du with w(u) =1

u(u1n% + 1)n%

we get that

the operators U%n have the (strong) variation–diminishing property on C[0, 1].

Remark 6 As degree U%nei = i, i = 0, 1, . . . , n (with ei(x) = xi, see [10,Lemma 3.5]) and U%n have the (strong) variation–diminishing property, it followsfrom Theorem 7 in [8] that U%n, n ∈ N preserve the convexity of order i, fori = 0, 1, . . . , n (i.e., U%nf is convex of order i, provided that f is convex of orderi). This preservation of convexity by U%n was proved first by Gonska and Paltanea(see [10, Th. 4.1], where also more details about the terminology and historicalreferences can be found) and recently in [18], both using different methods.

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338

3 Global smoothness preservation

Over the last decades there has been considerable interest in the preservationof global smoothness in various contexts. This intensive research culminated inthe book by Anastassiou and Gal [2].The results in this section generalize the corresponding statements availablein the literature for both Bernstein (see [3]) and genuine Bernstein–Durrmeyeroperators (see [12, S.3.3.2]) and they supplement results on the behavior of theoperators U%n with respect to Lipschitz classes very recently given in [18].To that end, we use first the following result given earlier by Cottin and Gonska[3, Theorem 2.2].

Lemma 7 Let k ≥ 0 and s ≥ 1 be integers, and let I = [a, b] and I ′ =[c, d] ⊂ [a, b] be compact intervals with non-empty interior. Furthermore, letL : Ck(I)→ Ck(I ′) be a linear operator having the following properties:

(i) L is almost convex of orders k − 1 and k + s− 1,

(ii) L maps Ck+s(I) into Ck+s(I ′),

(iii) L(Πk−1) ⊆ Πk−1 and L(Πk+s−1) ⊆ Πk+s−1

(iv) L(Ck(I)) 6⊂ Πk−1

Then for all f ∈ Ck(I) and all δ ≥ 0 we have

Ks(DkLf ; δ)I′ ≤

1

k!||DkLek|| ·Ks

(f (k);

1

(k + s)s||Dk+sLek+s||||DkLek||

δ

)(5)

with the following notations for the rising and falling factorial:

xk = x(x+ 1) · ... · (x+ k − 1),xk = x(x− 1) · ... · (x− k + 1).

First we provide the corresponding quantitative statement regarding the smooth-ing effect of the operators U%n.

Theorem 8 Let k ≥ 0 and s ≥ 1 be fixed integers. Then for all n ≥ k + s, allf ∈ Ck[0, 1] and all δ ≥ 0 the following inequality holds

Ks(DkU%nf ; δ)[0,1] ≤ %k

nk

(n%)kKs

(f (k); %s

(n− k)s

(n%+ k)sδ

)[0,1]

. (6)

Proof. It can be easily verified that the assumptions of Lemma 7 are satisfiedby the operators U%n. Using its assertion and the fact that

DmU%nem = m!%mnm

(n%)m, m ∈ k, k + s. (7)

(easily deduced from [10, Lemma 5.1]) we immediately get the statement of ourtheorem.

We now consider two special cases of s ≥ 1 which are of particular interest.The first is the case s = 1 leading to

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339

Proposition 9 Let k ≥ 0 be a fixed integer. Then for all n ≥ k+1, f ∈ Ck[0, 1]and δ ≥ 0 we have

ω1(DkU%nf ; δ) ≤ %k nk

(n%)kω1

(f (k);

%(n− k)

n%+ kδ

)≤ 1 · ω1(f (k); δ) ≤ 2 · ω1(f (k); δ).

where ω1(f, ·) denotes the least concave majorant of ω1(f, ·) and is given by

ω1(f, t) :=

sup0≤x≤t≤y≤1

x6=y

(t− x)ω1(f, y) + (y − t)ω1(f, x)

y − x, for 0 ≤ t ≤ 1,

ω1(f, t), for t > 1.

The leftmost inequality is best possible in the sense that for ek+1 both sides areequal and do not vanish.

Proof. Theorem 8 gives in this particular case

K1(DkU%nf ; δ)[0,1] ≤ %knk

(n%)kK1

(f (k);

%(n− k)

(n%+ k)δ

)[0,1]

.

For the K-functional K1 it is known from Brudnyi’s representation theorem

(see, e.g. [16], p.1258) that K1(f, δ) =1

2ω1(f, 2δ). Using this representation on

both sides of the inequality involving K1 and the fact that ω1(f, t) ≤ ω1(f, t) ≤2ω1(f, t) leads to our first assertion.Furthermore, for the function ek+1(x) = xk+1 it can be easily verified that, forn ≥ k + 1 and δ > 0, both sides in the leftmost inequality above equal

(k + 1)! · %k nk

(n%)k· %(n− k)

n%+ k· δ > 0.

Thus it follows

Corollary 10 For a fixed integer k ≥ 0 the following assertion holds for alln ∈ N. If f (k) ∈ LipM (τ ; [0, 1]) for some M ≥ 0 and some 0 < τ ≤ 1, thenDkU%nf is in the same Lipschitz class.

The second case we discuss in more detail is s = 2. Here we get

Proposition 11 Let k ≥ 0 be a fixed integer. Then for all n ≥ k + 2, f ∈Ck[0, 1] and δ ≥ 0 we have

ω2(DkU%nf ; δ) ≤ 3 · %k nk

(n%)k

[1 + %2 (n− k)(n− k − 1)

2(n%+ k)(n%+ k + 1)

]ω2

(f (k); δ

)≤ 9

2ω2(f (k); δ).

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340

Proof. Instead of using the statement of Theorem 8 and the equivalence be-tween the K–functional K2 and the modulus ω2, which would deteriorate theconstants, we start from the definition of ω2 and employ the function Zδ(f)from Zuk’s paper [20] (see Lemma 1 there).

First recall the identity

K2(f ; δ) = K(f ; δ;C[0, 1], C2[0, 1]) = K(f ; δ;C[0, 1],W2,∞[0, 1]),

where W2,∞[0, 1] := f ∈ C[0, 1] : f ′ absolutely continuous, ||f ′′||L∞ < ∞,and ||f ′′||L∞ = vrai sup

x∈[0,1]

|f ′′(x)|.

Let now f ∈ Ck[0, 1], 0 < δ < 12 be arbitrary given, and let 0 < h ≤ δ. Then for

a typical difference figuring in the definition of ω2(DkU%nf ; δ) we have

|DkU%nf(x− h)− 2DkU%nf(x) +DkU%nf(x+ h)| =|DkU%n(f − g;x− h)− 2DkU%n(f − g;x) +DkU%n(f − g;x+ h)+

DkU%n(g;x− h)− 2DkU%n(g;x) +DkU%n(g;x+ h)|

where g ∈ Ck[0, 1] with g(k) ∈W2,∞[0, 1] arbitrarily chosen.Taking into account that the operator U%n preserves convexity and using equality(7), the absolute value of the first term in braces can be estimated from aboveby

4||DkU%n(f − g)||∞ ≤ 4%knk

(n%)k||(f − g)(k)||∞.

For the modulus of the second expression in braces we have

|DkU%n(g;x− h)− 2DkU%n(g;x) +DkU%n(g;x+ h)|= |Dk+2U%n(g; ξ)| · h2 (for some ξ between x− h and x+ h)

≤ |Dk+2U%ng| · h2 ≤ %k+2 nk+2

(n%)k+2· h2 · ||g(k+2)||L∞ .

We substitute now the function g(k) ∈ W2,∞[0, 1] by Zuk’s function Zh(f (k)),yielding

||(f − g)(k)|| = ||f (k) − Zh(f)|| ≤ 3

4· ω2(f (k);h)

and

||g(k+2)||L∞ = ||Z ′′h(f)||L∞ ≤3

2· 1

h2· ω2(f (k);h).

Combining these estimates and taking into account the preceding steps we ob-tain

ω2(DkU%nf ; δ) ≤ 4 · 3

4%k

nk

(n%)kω2(f (k); δ) +

3

2· %k+2 nk+2

(n%)k+2· ω2(f (k);h)

= 3 · %k nk

(n%)k

[1 + %2 (n− k)(n− k − 1)

2(n%+ k)(n%+ k + 1)

]ω2

(f (k); δ

)≤ 9

2ω2(f (k); δ).

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341

Defining Lipschitz classes with respect to the second order modulus by

Lip∗M (τ, [0, 1]) :=

f ∈ C[0, 1] : ω2(f ; δ) ≤M · δτ , 0 ≤ δ ≤ 1

2

, 0 < τ ≤ 2,

we get

Corollary 12 For a fixed integer k ≥ 0 the following assertion holds for alln ∈ N. If f (k) ∈ Lip∗M (τ ; [0, 1]) for some M ≥ 0 and some 0 < τ ≤ 2, then

DkU%nf ∈ Lip∗4.5M (τ ; [0, 1]).

4 Upper and lower estimates for iterates of U%n

The operators U%n are of the form given in [13] for certain general positive linearoperators preserving linear functions, so that we can apply the general resultsprovided there for iterates of such operators. We have namely

U%n(e2;x) =

(1− %+ 1

n%+ 1

)x2 +

%+ 1

n%+ 1x,

Hence an application of Theorem 6 as well as of Corollaries 7, 8 and 10 in [13](with the coefficient of x2 in the above an = 1 − %+1

n%+1 ) yields the followingstatements.

Corollary 13 Let ϕ(x) =√x(1− x) and let Φ : [0, 1]→ R be a function such

that Φ2 is concave. Then for n, k ∈ N, f ∈ C[0, 1] and x ∈ [0, 1] the followingpointwise estimate holds for the iterates of U%n

|[U%n]k(f ;x)− f(x)| ≤ 2 ·KΦ2

(f ;ϕ2(x)

Φ2(x)·

1− (1− %+1n%+1 )k

2

).

Corollary 14 Let Φ : [0, 1] → R be an admissible step–weight function of theDitzian–Totik modulus and such that Φ2 is concave. Then for all n, k ∈ N, f ∈C[0, 1] and x ∈ [0, 1], we have

|[U%n]k(f ;x)− f(x)| ≤ c · ωΦ2

f ;ϕ(x)

Φ(x)·

√1− (1− %+1

n%+1 )k

2

,

where the constant c depends only on the function Φ.In particular, for Φ = ϕλ, λ ∈ [0, 1], x ∈ [0, 1] we get

|[U%n]k(f ;x)− f(x)| ≤ c · ωϕλ

2

f ;ϕ1−λ(x) ·

√1− (1− %+1

n%+1 )k

2

.

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342

In terms of the classical modulus of smoothness we have

Corollary 15 For all f ∈ C[0, 1], n, k ∈ N, x ∈ [0, 1], and each h > 0 we havethe following pointwise estimate

|[U%n]k(f ;x)− f(x)| ≤[1 +

1

2h2·(

1− (1− %+ 1

n%+ 1)k)· x(1− x)

]· ω2(f ;h).

Taking, in particular, h =

√(1− (1− %+1

n%+1 )k)· x(1− x), and h =

√1− (1− %+1

n%+1 )k,

yields

|[U%n]k(f ;x)− f(x)| ≤ 3

2· ω2

(f ;

√(1− (1− %+ 1

n%+ 1)k)· x(1− x)

), and

‖[U%n]kf − f‖ ≤ 9

8· ω2

(f ;

√1− (1− %+ 1

n%+ 1)k),

respectively.

Furthermore, in terms of the second order Ditzian–Totik modulus we get

Corollary 16 For all f ∈ C[0, 1], n, k ∈ N, and h ∈(0, 1

2

]there holds the

uniform estimate

‖[U%n]kf − f‖ ≤[1 +

3

2h2·(

1− (1− %+ 1

n%+ 1)k)]· ωϕ2 (f ;h).

For the particular choice h =√

1− (1− %+1n%+1 )k, this gives

‖[U%n]kf − f‖ ≤ 5

2· ωϕ2

(f ;

√1− (1− %+ 1

n%+ 1)k).

Remark 17 Note that for n ∈ N, and 0 < % <∞, one has 0 ≤ 1− %+ 1

n%+ 1< 1

and 1 − %+ 1

n%+ 1→ 1, for n → ∞, so, for k fixed the results in the above imply

uniform convergence as n→∞. For n fixed and k →∞, one has [U%n]k → B1f(see [11]).

Applying the general results given above for k = 1 (no iterates) we get thefollowing direct estimates, which supplement the corresponding results given byPaltanea [17, Th. 2.3].

Corollary 18 Let ϕ(x) =√x(1− x) and let Φ : [0, 1] → R be an admissible

step–weight function of the Ditzian–Totik modulus such that Φ2 is concave. Thenfor f ∈ C[0, 1] and x ∈ [0, 1] the following estimates hold for U%n:

|U%n(f ;x)− f(x)| ≤ 2 ·KΦ2

(f ;ϕ2(x)

Φ2(x)· %+ 1

2(n%+ 1)

)

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343

and

|U%n(f ;x)− f(x)| ≤ c · ωΦ2

(f ;ϕ(x)

Φ(x)·

√%+ 1

2(n%+ 1)

),

where the constant c depends only on the function Φ.In particular, for Φ = ϕλ, λ ∈ [0, 1], x ∈ [0, 1] we get

|U%n(f ;x)− f(x)| ≤ c · ωϕλ

2

(f ;ϕ1−λ(x) ·

√%+ 1

2(n%+ 1)

).

Furthermore, in terms of the second order Ditzian–Totik modulus with h =√%+1n%+1 respectively h =

√1

n%+1 , one has the uniform estimates

||U%n(f ;x)− f(x)|| ≤ 5

2· ωϕ

λ

2

(f ;

√%+ 1

n%+ 1

),

||U%n(f ;x)− f(x)|| ≤ 5 + 3%

2· ωϕ

λ

2

(f ;

√1

n%+ 1

).

In terms of the classical modulus of smoothness we get for the particular choices

h =√

%+1n%+1x(1− x) respectively h =

√x(1−x)n%+1 the local estimates

|U%n(f ;x)− f(x)| ≤ 3

2· ω2

(f ;

√%+ 1

n%+ 1x(1− x)

),

|U%n(f ;x)− f(x)| ≤ 3 + %

2· ω2

(f ;

√x(1− x)

n%+ 1

),

and for h =√

%+1n%+1 respectively h =

√1

n%+1 the global estimates

|U%n(f ;x)− f(x)| ≤ 9

8· ω2

(f ;

√%+ 1

n%+ 1

), (8)

|U%n(f ;x)− f(x)| ≤ 9 + %

8· ω2

(f ;

√1

n%+ 1

). (9)

Remark 19 The reason we choose two different representations for h is thatone case is better suited for the instance when %→∞, and the other for smallvalues of %. However this are not the only choices available. One can manipulateh in order to get the best possible estimate.

Concerning the magnitude of the constants appearing in inequalities like (9),we show

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344

Theorem 20 For all f ∈ C[0, 1], the best possible constant c in the uniformestimate

|U%n(f ;x)− f(x)| ≤ c · ω2

(f ;

√1

n%+ 1

). (10)

cannot be smaller than 1 for 1 ≤ % <∞.

Proof. Recall that for convex functions f ∈ C[0, 1] one has U%nf ≥ f andBnf ≥ f . Moreover, according to Lemma 3, it holds U%nf ≥ Bnf , thus

0 ≤ Bnf(x)− f(x) ≤ U%nf(x)− f(x), x ∈ [0, 1],

implying||Bnf − f || ≤ ||U%nf − f ||.

Let now n and % be fixed, 0 < ε < 1n% , and consider the convex function

fε(x) =

0, 0 ≤ x ≤ 1− ε,1εx+ 1− 1

ε , 1− ε < x ≤ ε.

We have

Bnfε(x) =n−1∑k=0

pn,k(x)fε

(k

n

)+ xn · fε(1) = xn,

thus

||Bnfε − fε|| = maxx∈[0,1]

(Bnfε(x)− fε(x)) = Bnfε(1− ε)− fε(1− ε) = (1− ε)n.

Next we compute

ω2

(fε;

1√n%+ 1

)= sup|h|≤ 1√

n%+1x±h∈[0,1]

|fε(x− h)− 2fε(x) + fε(x+ h)| = fε(1) = 1,

since the largest possible value for the second order difference is obtained forx = 1− ε, h = ε(< 1

n% ≤1√n%+1

). Hence, there holds

||Bnfε − fε||

ω2

(fε;

1√n%+ 1

) = (1− ε)n.

Assume that there exists a constant a such that

||Bnf − f ||

ω2

(f ;

1√n%+ 1

) ≤ a < 1, for each f ∈ [0, 1].

Then, since limε→0

(1−ε)n = 1, for fixed n, we can choose ε > 0, such that (1−ε)n >a. Taking the function f = fε, we arrive from above to a contradiction.Thus

‖Bnfε − fε‖ ≤ c1 · ω2

(fε;

√1

n%+ 1

)with c1 ≥ 1.

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345

Since||Bnfε − fε|| ≤ ||U%nfε − fε||,

it follows that

|U%nfε − fε| ≤ c · ω2

(fε;

√1

n%+ 1

), with c ≥ 1,

so for the best constant in (10) it also holds c ≥ 1.

We apply now the results of Corollaries 13 – 16 in [13] for iterates of U%n. Thisshows that lower inequalities in terms of the classical moduli, corresponding tothe upper ones in the above, are not possible. More precisely, for k ∈ N fixed,we have

Corollary 21 Lower inequalities of the form

C(f)ω2

(f ;

√1− (1− %+ 1

n%+ 1)k)≤ ‖[U%n]k(f)− f‖ for all f ∈ C[0, 1]

do not hold.

Corollary 22 The lower pointwise estimates

C(f)ω2

(f ;

√(1− (1− %+ 1

n%+ 1)k)x(1− x)

)≤ |[U%n]k(f ;x)−f(x)| for f ∈ C[0, 1]

do not hold.

Corollary 23 Let 0 < λ ≤ 1 be fixed. The lower pointwise estimates

C(f)ω2

f ;ϕ1−λ(x)

√1− (1− %+1

n%+1 )k

2

≤ |[U%n]k(f ;x)− f(x)|, f ∈ C[0, 1],

do not hold.

Moreover, we have

Corollary 24 For l ≥ 3 it is not possible to have an inequality of the type

C(f) · ωl(f ; l

√1− (1− %+ 1

n%+ 1)k)≤ ‖[U%n]k(f)− f‖

for all f ∈ C[0, 1] and all n ∈ N.

Acknowledgement. The authors are grateful to the referee for the helpfulremarks.

12


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References

[1] J.A. Adell, F. G. Badia, J. de la Cal, F. Plo: On the property of monotonicconvergence for Beta operators, J. Approx. Theory 84 (1996), 61-73.

[2] G. Anastassiou, S. Gal, Approximation Theory, Moduli of Continuity andGlobal Smoothness Preservation. Boston: Birkhauser 2000.

[3] C. Cottin, H. Gonska, Simultaneous approximation and global smoothnesspreservation, Rend. Circ. Mat. Palermo (2) Suppl. 33 (1993), 259–279.

[4] R.A. DeVore, G.G. Lorentz, Constructive Approximation, Springer-Verlag:Berlin-Heidelberg-New York, 1993.

[5] T.N.T. Goodman, A. Sharma, A modified Bernstein-Schoenberg operator.In: Proc. of the Conference on Constructive Theory of Functions, Varna1987 (ed. by Bl. Sendov et al.), 166–173. Sofia: Publ. House Bulg. Acad.of Sci. 1988.

[6] T.N.T. Goodman, A. Sharma, A Bernstein-type operator on the Simplex,Math. Balkanica 5 (1991), 129-145.

[7] H. Gonska, Quantitative Korovki-type theorems on simultaneous approxi-mation, Math. Z. 186 (1984), 419-433.

[8] I. Gavrea, H. Gonska, D. Kacso, On the variation–diminishing property,Result. Math. 33 (1998), 96–105.

[9] H. Gonska, D. Kacso, I. Rasa, The genuine Bernstein-Durrmeyer operatorsrevisited, Result. Math. 62 (2012), 295-310.

[10] H. Gonska, R. Paltanea, Simultaneous approximation by a class ofBernstein-Durrmeyer operators preserving linear functions, CzechoslovakMath. J. 60 (2010), 783–799.

[11] H. Gonska, R. Paltanea, Quantitative convergence theorems for a classof Bernstein-Durrmeyer operators preserving linear functions, UkrainianMath. J. 62 (2010), 913-922.

[12] D. Kacso, Certain Bernstein-Durrmeyer type operators preserving lin-ear functions. Habilitationsschrift, University of Duisburg–Essen 2006.Schriftenreihe des Fachbereichs Mathematik, University of Duisburg–Essen,SM–DU–675.

[13] D. Kacso, Estimates for iterates of positive linear operators preserving lin-ear functions, Result. Math., 54 (2009), 85–101.

[14] A. Lupas, Die Folge der Betaoperatoren, Ph.D. Thesis, Stuttgart: Univer-sity of Stuttgart 1972.

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[15] G. Muhlbach, Rekursionsformeln fur die zentralen Momente der Polyaund der Beta-Verteilung, Metrika 19 (1972), 171–177.

[16] B. Mitjagin, E. Semenov, Lack of interpolation of linear operators in spacesof smooth functions, Math. USSR–Izv. 11 (1977), 1229–1266.

[17] R. Paltanea, A class of Durrmeyer type operators preserving linear func-tions, Ann. Tiberiu Popoviciu Sem. Funct. Equat. Approxim. Convex.(Cluj-Napoca) 5 (2007), 109-117.

[18] I. Rasa, E. Stanila, On some operators linking the Bernstein and the gen-uine Bernstein-Durrmeyer operators. Submitted.

[19] I. J. Schoenberg, On variation diminishing approximation methods. In:On Numerical Approximation, pp. 249-274. Madison, Wisconsin: Univ. ofWisconsin Press, 1959.

[20] V. Zuk, Functions of the Lip 1 class and S.N. Bernstein’s polynomials(Russian), Vestnik Leningrad. Univ. Mat. Mekh. Astronom. 1 (1989), 25–30, 122–123.

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348

On Zermelo’s navigation problem with

Mathematica

Marian MuresanFaculty of Mathematics and Computer Science

Babes-Bolyai UniversityCluj-Napoca, 400084, Romania

email: [email protected]

Abstract

Zermelo’s navigation problem requires determination of the optimaltrajectory and the associated guidance of a boat (ship, aircraft) travel-ing between two given points so that the transit time is minimized. Inthe present paper we study this minimum time optimal control problemmainly numerically by the power of Mathematica. By the Manipulate com-mand we show the families of trajectories of the navigation problem forcertain values of parameters.

2010 AMS Subject Classification: 49J15, 49K05, 34K29Key Words and Phrases: navigation problem, Zermelo, optimal control,minimum time, Manipulate

1 Introduction

According to [5, p. 150], Zermelo was the first to formulate and solve in [16] and[17] a problem that now is called the navigation problem of Zermelo. The prob-lem came to Zermelo’s mind when the airship Graf Zeppelin circumnavigatedthe Earth in August 1929. He considered a vector field given in the Euclideanplane that describes the distribution of winds as depending on place and timeand treats the question how an airship or plane, moving at a constant speedagainst the surrounding air, has to fly in order to reach a given point B from agiven point A in the shortest time possible. With

(i) x = x(t) and y = y(t) the Cartesian coordinates of the airship at time t,

(ii) u = u(t, x, y) and v = v(t, x, y) the corresponding components of the vectorfield representing the speed of the wind (water) in respect to the Cartesiansystem,

(iii) β = β(t, x, y) the angle between the momentary speed (u0, v0) of the air-ship against the surrounding air and the x-axis,

1

349


and normalizing to |(u0, v0)| = 1, one has the system of differential equationsthat describes the problem

dx

dt= u+ cosβ and

dy

dt= v + sinβ.

Using the calculus of variations, Zermelo obtained the following differentialequation for the heading angle β

dβ

dt= sin2 β

∂v

∂x+ sinβ cosβ

(∂u

∂x− ∂v

∂y

)− cos2 β

∂u

∂y.

The previous differential equation called the Zermelo’s differential equation, isa necessary condition for β to be the optimal guidance function.

Other historical remarks on the contribution of Zermelo and others of histime to this problem may be found in [5, pp. 150–152]. We also note theinteresting papers [11] and [10]. In all these papers as well as in [2, pp. 17–22],the investigation was based on the calculus of variations. Later on the maintool of investigation became the maximum principle of Pontryagin, [15], [3, pp.77–79], [4, pp. 228–231], and [13]. We emphasize the interest on the navigationproblem for routing and guidance of airplanes (boats) as a part of flight planning[6], [9], [14], [1], and [8]. Since the navigation problem is obviously nonlinear, upto the author’s knowledge, there is no solution in closed form and its approachesmake intensively use of numerical methods [7], [6], [9], [14], [3, pp. 77–79], [1],and [8]. Hereafter we will use the power of Mathematica to study numericallythe navigation problem of Zermelo.

2 A planar form of the navigation problem

Zermelo’s navigation problem is a minimum-time paths through a region ofposition-dependent-time vector velocity. Under a general form the problemsupposes that a boat travels through a zone of currents. The magnitude anddirection of the currents are given by the functions of time and position

u = u(t, x, y) and v = v(t, x, y),

where (x, y) are Cartesian coordinates giving the position of the boat at time tand (u, v) are the velocity components of the boat at the current point (x, y) attime t in the x and y directions, respectively. The speed of the boat relative tothe water is supposed to be a constant V > 0.

The problem requires to steer the boat in such a way to minimize the timenecessary to travel from a given point A = (x1, y1) at instant a to another givenpoint B = (x2, y2) at instant b.

The equations of the motion arex′(t) = V cosβ(t) + u(t, x(t), y(t)),

y′(t) = V sinβ(t) + v(t, x(t), y(t)), t ∈ [a, b],(2.1)

2

MURESAN: USING MATHEMATICA

350

where β is the heading angle of the boat’s axis relative to a fixed coordinateaxis, let it be the horizontal axis, and is the control function.

In a more compact form the navigation problem can be stated as

x′(t) = V cosβ(t) + u(t, x(t), y(t)),

y′(t) = V sinβ(t) + v(t, x(t), y(t)), dynamics

x(a) = x1, y(a) = y1, initial conditions, (2.2)

x(b) = x2, y(b) = y2, final conditions, (2.3)

[a, b], finite horizon,

β ∈ C([a, b],R), control function,

u, v : [a, b]× R× R→ R, components of the velocity of water,

V, relative speed of the boat,

g(b) = b→ min, cost functional.

We suppose that the functions u and v are continuous in the first variable andof class C1 in the second and third variables.

By the maximum principle of Pontryagin under the form in [3, §2.4], we havethat

λ′1 = −∂H∂x

= −λ1∂u

∂x− λ2

∂v

∂x, (2.4)

λ′2 = −∂H∂y

= −λ1∂u

∂y− λ2

∂v

∂y, (2.5)

0 =∂H

∂β= V (−λ1 sinβ + λ2 cosβ) =⇒ λ1 sinβ = λ2 cosβ, (2.6)

where the Hamiltonian of the system is

H(t, x, y, β, λ1, λ2) = λ1(V cosβ + u(t, x, y)) + λ2(V sinβ + v(t, x, y)) + 1.(2.7)

If we solve the system of differential equations (2.1) and (2.4)–(2.6), then wefind x, y, β, λ1, λ2. By (2.6) and the initial and final conditions (2.2)–(2.3) wefind the solutions that solve the navigation problem. By [10] or [11] we havethat there exists a solution.

Remark 1 If the functions u and v do not depend explicitly upon t, that is,x′(t) = V cosβ(t) + u(x(t), y(t)),

y′(t) = V sinβ(t) + v(x(t), y(t)),(2.8)

then the problem is autonomous and therefore we take a = 0 initial instant and(0, 0) is the final point. 4

From now on we suppose that the functions u and v do not depend on t, i.e.,the equations (2.8) hold. Then the Hamiltonian does not explicitly depend on

3


351

t, and then H = constant is a prime integral. Because we minimize time, thisconstant has to be 0. Then from (2.7) we have that H = 0. We invoke (2.6) andget that

λ1 =− cosβ

V + u cosβ + v sinβand λ2 =

− sinβ

V + u cosβ + v sinβ. (2.9)

Substituting (2.9) in (2.4) and (2.5) (or asking for consistency between (2.6)and d(∂H/∂β)/ dt = 0) it follows the Zermelo’s navigation formula

dβ

dt= sin2 β

∂v

∂x+ sinβ cosβ

(∂u

∂x− ∂v

∂y

)− cos2 β

∂u

∂y. (2.10)

Now the nonlinear equations (2.8) and (2.10) give the general solution for ournavigation problem. If we take into account the initial and final conditions, weget the concrete solution if the data are consistent.

We now study a special case considering for the current of water the followingfunction

u(x, y) = −(V/h)y, v(x, y) = 0, (2.11)

where h is a nonzero real number. Now we express the data of the problem asfunctions depending on the angle β. From (2.10) we write

dβ

dt=V

hcos2 β =⇒ dβ

cos2 β=V

hdt =⇒ tanβ = tanβf +

V

h(t− tf ), (2.12)

where tf is the final time and βf is the final angle, both still unknown.From the second equation in (2.8) we have that

dy

dt= V sinβ =⇒ dy

dβ= V sinβ

h

V

1

cos2 β= h

sinβ

cos2 β,

=⇒ y = y(β) = h(secβ − secβf ).

Now we take into account the first equation in (2.8), that is,

dx

dt= V cosβ − V

hy =⇒ dx = h(secβ − sec3 β + secβf sec2 β) dβ.

From the last equation by integration we find that

x = x(β) = −h2

[ln

secβf + tanβfsecβ + tanβ

+ (tanβf − tanβ) secβf

− (secβf − secβ) tanβf ] .

The angular limits of the navigation problem, the initial angle β0 and the finalone βf , can be obtained asking from the following system of nonlinear equation

x(β0) = x1 and y(β0) = y1. (2.13)

Now all the elements of the trajectory are determined and we pass to the nu-merical approach.

4


352

3 Numerical approach to the navigation prob-lem

We introduce now a particular case of (2.11) such that V = 2 and h = 2.Clearly the initial time is a = 0. We choose the initial position at (x(0), y(0)) =(7.32,−3.727). The final position is at the origin (0, 0). Then by (2.13) we havethat the initial angle is 105 whereas the final angle is 240.004 . The minimumtime to steer the boat from the initial point to the origin by formula (2.12) is5.46439. By Figure 1 the trajectory of this problem is given in blue whereas theheading direction vectors appear in red. The numerical results in the pictureare consistent to [3, pp. 77–79].

minimum time of traveling = 5.46439

A

O

from A = H7.32,-3.727L to O=H0,0L

initial angle in A = 105.ë

final angle in O = 240.004ë

2 4 6 8 10

-3

-2

-1

1

2

Figure 1: A navigation problem

Figure 2 exhibits a case of dynamical navigation problem when the initialdata belong to some intervals. The black (horizontal) vector at A representsthe direction and magnitude of the current vector at the initial point. The blue(oblique) vector at A represents the tangent to the trajectory. The figure isself-explanatory.

4 Acknowledgements

This paper was done at University of Duisburg-Essen located in Duisburg whilethe author was a visiting scientist under the grant “Center of Excellence forApplications of Mathematics” supported by DAAD. The author expresses hisdeep gratitude to professor H. Gonska for his warm hospitality.

5


353

Manipulate@

QuietBoatDynamic@vbig, h, x0, y0, mD,

88vbig, 2, "V"<, .5, 5, 0.5, Appearance ® "Labeled"<,

88h, 2, "h"<, 0.5, 5, 0.5, Appearance ® "Labeled"<,

88x0, 7, "x0"<, 5, 20, 1, Appearance ® "Labeled"<,

88y0, -2, "y0"<, -7, 3, 1, Appearance ® "Labeled"<,

88m, 15, "number of arrows"<, 10, 30, 1, Appearance ® "Labeled"<,

SaveDefinitions ® True

D

V 2

h 2

x0 7

y0 -2

numberofarrows 15

minimum time of traveling = 3.92194

A

O

from A = H7,-2L to O=H0,0L

initial angle in A = 111.596ë

final angle in O = 234.379ë

2 4 6 8

-2

-1

1

2

Figure 2: A dynamical navigation problem

References

[1] S. J. Bijlsma, Optimal aircraft routing in general wind fields, J. GuidanceControl Dynam. 32 (2009), no. 3, 1025–1028.

[2] M. G. Boyce and J. L. Linnstaedter, Applications of calculus of variationsto trajectory analysis, Final Report on Research Contract NAS 8-2619,Vanderbilt University, Nashville, Tenn., Mar. 1966.

[3] A. E. Bryson Jr. and Yu-Chi Ho, Applied Optimal Control. Optimization,Estimation, and Control, Taylor & Francis, New York, 1975, Revised print-ing.

6


354

[4] L. Cesari, Optimization - Theory and Applications. Problems with OrdinaryDifferential Equations, Applications of Mathematics, no. 17, Spinger, NewYork, Heidelberg, Berlin, 1983, xiv+542pp.

[5] H.-D. Ebbinghaus and V. Peckhaus, Ernst Zermelo. An approach to his lifeand work, Springer, Berlin Heidelberg, 2007, xiv+356.

[6] H. Erzberger and H. Q. Lee, Optimum horizontal guidance technique foraircraft, J. Aircraft 8 (1971), no. 2, 95–101.

[7] F. D. Faulkner, Determining optimum ship routes, Operations Res. 10(1962), no. 6, 799–807.

[8] M. R. Jardin and A. E. Bryson Jr., Methods for computing minimum-timepaths in strong winds, J. Guidance Control Dynam. 35 (2012), no. 1, 165–171.

[9] F. H. Kishi and I. Pfeffer, Approach guidance to circular flight paths, J.Aircraft 8 (1971), no. 2, 89–95.

[10] B. Mania, Sopra un problema di navigatione di Zermelo, Math. Ann. 113(1937), no. 1, 584–589.

[11] E. J. McShane, A navigation problem in the calculus of variations, Amer.J. Math. 59 (1937), no. 2, 327–334.

[12] M. Muresan, A Concrete Approach to Classical Analysis, CMS Books inMathematics, Springer, New York, 2009, xviii+433pp.

[13] M. Muresan, A Primer on the Calculus of Variations and Optimal Control,in preparation.

[14] T. Pecsvaradi, Optimal horizontal guidance law for aircraft in the terminalarea, IEEE Trans. Automatic Control 17 (1972), no. 6, 763–772.

[15] L. S. Pontryagin, V. G. Boltyanskii, R. V. Gamkrelidze, and E. F.Mishchenko, The Mathematical Theory of Optimal Processes, Internationalseries of monographs in pure and applied mathematics, Interscience, NewYork and London, 1962, Translated from Russian.

[16] E. Zermelo, Ueber die Navigation in der Luft als Problem der Variation-srechnung, Jahresbericht der deutschen Mathematiker - Vereinigung, An-gelegenheiten 39 (1930), 44–48.

[17] E. Zermelo, Uber das navigationproblem bei ruhender oder veranderlicherwindverteilung, Z. Angew. Math. Mech. 11 (1931), no. 2, 114–124.

7


355

Simultaneous Approximation by a Class of

Szasz-Mirakjan Operators

Radu PaltaneaDepartment of Mathematics and Computer Science

”Transilvania” University of Brasov, Brasov, 500091, [email protected]


Abstract

We study the shape preserving property and the simultaneous approxi-mation by a sequences of Durrmeyer type modification of Szasz-Mirakjanoperators with a parameter. These operators preserve linear functionsand make a link between the Phillips operators and the classical Szasz-Mirakjan operators.

2010 AMS Subject Classification : 41A28, 41A36, 41A35Key Words and Phrases: Szasz-Mirakjan type operators, Durrmeyer typeoperators, Phillips operators, shape preserving property, simultaneous approxi-mation.

1 Introduction

Several Durrmeyer type modification of Szasz-Mirakjan operators are known.A not exhaustive list of them is given in References. In [10] a new Durrmeyermodification of Szasz-Mirakjan operators is given, using two parameters α >0, ρ > 0, in the following way:

Lρα(f, x) = e−αxf(0) +

∞∑k=1

sα,k(x)

∫ ∞0

Θρα,k(t)f(t) dt, x ∈ [0,∞), (1.1)

where

sα,k(x) = e−αx · (αx)k

k!, Θρ

α,k(t) =αρ

Γ(kρ)· e−αρt(αρt)kρ−1, (1.2)

and where f : [0,∞) → R is an integrable function for which the integrals andthe series above are convergent.

1

356


Operators Lρα preserve linear functions, as can be easily verified. For ρ = 1,when Θρ

α,k is equal to αsα,k−1, Lρα becomes the Phillips operators, [11]. On theother hand we shall prove that the limit of operators Lρα for ρ → ∞ are theSzasz-Mirakjan operators, [12], with a continuous parameter α > 0, given by

Sα(f, x) =∞∑k=0

sα,k(x)f

(k

α

), x ≥ 0. (1.3)

Also we shall prove that operators Lρα preserve convexity of higher order andthey have the property of simultaneous approximation on compact sets.

The link given by operators Lρα between the Phillips operators and the Szasz-Mirakjan operators is the analogous with the link, shown in [2], between the”genuine” Durrmeyer operators and the Bernstein operators, given by a class ofDurrmeyer type operators.

2 Auxiliary results

We use the following notation I = [0,∞), N0 = N ∪ 0, em(x) = xm, (x ∈I, m = 0, 1, . . .). Denote W = f : I → R, f integrable and ∃M > 0, ∃q ≥0 : |f(t)| ≤ Meqt, (t ≥ 0). We denote by W ρ

α the set of functions f ∈ W ,satisfying the condition given in the definition of W with q < αρ. In [10] it isgiven the following simple result.

Lemma A Lρα(f) exists for any f ∈W ρα, when α > 0 and ρ > 0.

For fixed α > 0 and ρ > 0 set Tm(x) = Lρα(em, x), for m ∈ N0, and x ≥ 0.

Lemma 1 Let x ∈ [0,∞) and m ∈ N. We have

T0(x) = 1, T1(x) = x, T2(x) = x2 +ρ+ 1

αρ· x. (2.1)

Tm(x) =

(x+

m− 1

αρ

)Tm−1(x) +

x

α· T ′m−1(x). (2.2)

Consequently operators Lρα transform any polynomial into a polynomial of thesame degree.

Proof. T0(x) and T1(x) can be obtained immediately by a direct compu-tation. It follows relation (2.2) for m = 1. Let now m ≥ 2. Then we have

2

PALTANEA: SIMULTANEOUS APPROXIMATION

357

successively

Tm(x) =∞∑k=1

sα,k(x)1

Γ(kρ)(αρ)m

∫ ∞0

e−sskρ+m−1ds

=∞∑k=1

sα,k(x)(kρ)(kρ+ 1) . . . (kρ+m− 1)

(αρ)m

=∞∑k=1

((m− 1

αρ+ x)sα,k(x) +

x

α· s′α,k(x)

) (kρ)(kρ+ 1) . . . (kρ+m− 2)

(αρ)m−1

=

(x+

m− 1

αρ

)Tm−1(x) +

x

α· T ′m−1(x).

From relation (2.2), we deduce T2(x) and the last part of Lemma 1.

Corollary 2 For m ∈ N, x ≥ 0, we have

Tm(x) = xm +ρ+ 1

2αρ·m(m− 1)xm−1

+ρ+ 1

24(αρ)2·m(m− 1)(m− 2)[(3m− 5)ρ+ 3m− 1]xm−2 + . . . .(2.3)

Proof. Formula (2.3) can be obtained by induction using relation (2.2).

Lemma 3 Let α > 0, ρ > 0, k ∈ N and m ≥ 0.

i) If αρ > m, then ∫ ∞0

Θρα,k(t)emtdt =

( αρ

αρ−m

)kρ. (2.4)

ii) If αρ > 2m, and c > 0, then∫ ∞c

Θρα,k(t)emtdt ≤

√kρ

2π· 2kρ

νm(ρ, c)eνm(ρ,c), where νm(ρ, c) =

c

2·(αρ−2m).

(2.5)

Proof. i) It follows by a direct computation. See also [10] - Lemma 1.ii) Using the change of variable u = αρt, then taking into account that

u = 2kρ is the point of maximum for the function u 7→ ukρe−u2 and finally using

the well-known formula Γ(x) ≥√

2πx ·(xe

)x, for x > 0, we obtain successively

3


358

∫ ∞c

Θρα,k(t)emtdt =

∫ ∞αρc

ukρ−1e−uemuαρ

Γ(kρ)du

≤ (2kρ)kρe−kρ

αρcΓ(kρ)

∫ ∞αρc

e−u2 e

muαρ du

=(2kρ)kρe−kρ

Γ(kρ)νm(ρ, c)eνm(ρ,c)

≤√kρ

2π· 2kρ

νm(ρ, c)eνm(ρ,c).

3 The limit of operators Lρα when ρ→∞In [10] there is proved that for each function f which belongs to the closurein sup-norm of the space of polynomials, and for each constant α > 0, Lρα(f)converges on compacts to Sα(f). Here we extend this result in the followingway.

Theorem 4 For any α > 0, any f ∈ W and any b > 0 there is ρ0 > 0, suchthat Lρα(f) exists for all ρ ≥ ρ0 and we have

limρ→∞

Lρα(f, x) = Sα(f, x), uniformly for x ∈ [0, b]. (3.1)

Proof. Let M > 0 and q > 0, such that f(t) ≤ Meqt, for t ≥ 0. Chooseε > 0 arbitrarily. Take ρ0 >

qα . Then f ∈ W ρ

α , for ρ ≥ ρ0 and hence, from

Lemma A, Lρα(f) exists. Since the function ρ 7→(

αραρ−q

)ρis decreasing on

interval [ρ0,∞), we obtain from Lemma 3- i), for x ∈ [0, b] and ρ ≥ ρ0:

∞∑k=1

sα,k(x)

∫ ∞0

Θρα,k(t)|f(t)|dt ≤M

∞∑k=1

1

k!

(αb( αρ0αρ0 − q

)ρ0)k.

Also we have∞∑k=1

sα,k(x)∣∣∣f( k

α

)∣∣∣ ≤M ∞∑k=1

1

k!·(αbe

qα

)k.

From these two absolute and uniformly convergent series we deduce that thereis N ∈ N, such that, for all x ∈ [0, b] and ρ ≥ ρ0 we have∣∣∣ ∞∑

k=N+1

sα,k(x)

∫ ∞0

Θρα,k(t)f(t)dt

∣∣∣ < ε

6,∣∣∣ ∞∑k=N+1

sα,k(x)f( kα

)∣∣∣ < ε

6.

4


359

Hence we obtain, for all x ∈ [0, b] and ρ ≥ ρ0,

|Lρα(f, x)− Sα(f, x)| ≤N∑k=1

sα,k(x)

∫ ∞0

Θρα,k(t)

∣∣∣f(t)− f( kα

)∣∣∣dt+ε

3. (3.2)

Set M1 = max1≤k≤N

∣∣∣f( kα)∣∣∣. Fix a number c > N ln 4α . Then∫ ∞

c

Θρα,k(t)

∣∣∣f(t)− f( kα

)∣∣∣dt ≤ ∫ ∞c

Θρα,k(t)(Meqt +M1)dt, 1 ≤ k ≤ N.

From the choice of c and using the notation νq(ρ, c) = c2 (αρ− 2q) it follows

limρ→∞

√kρ

2π· 2kρ

νq(ρ, c)eνq(ρ,c)= 0.

This is also true, if instead of q we have 0. Then, by Lemma 3 - ii), for thechoices m = q and m = 0 we obtain

limρ→∞

∫ ∞c

Θρα,k(t)(Meqt +M1)dt = 0, for 1 ≤ k ≤ N.

Since∑Nk=1 sα,k(x) ≤ 1, for x ≥ 0 it follows that there is ρ1ε ≥ ρ0, such that, for

ρ > ρ1ε:N∑k=1

sα,k(x)

∫ ∞c

Θρα,k(t)

∣∣∣f(t)− f( kα

)∣∣∣dt < ε

6.

By combining with relation (3.2) we obtain for all x ∈ [0, b] and ρ ≥ ρ1ε

|Lρα(f, x)− Sα(f, x)| ≤N∑k=1

sα,k(x)

∫ c

0

Θρα,k(t)

∣∣∣f(t)− f( kα

)∣∣∣dt+ε

2. (3.3)

From the choice of c we have kα ∈ (0, c), for 1 ≤ k ≤ N . From the continuity of

function f there is δ > 0, such that δ < min

1α , c−

Nα

and

∣∣∣f(t)−f(kα

)∣∣∣ < ε6N ,

if∣∣∣t− k

α

∣∣∣ ≤ δ. It follows,

N∑k=1

sα,k(x)

∫ kα+δ

kα−δ

Θρα,k(t)

∣∣∣f(t)− f( kα

)∣∣∣dt < ε

6. (3.4)

Denote M2 = maxt∈[0,c] |f(t)|. Take ρ > max

1δα , 1

. For 1 ≤ k ≤ N , denote

yk(ρ) = kρ− δαρ and zk(ρ) = kρ+ δαρ. Since yk(ρ) < kρ− 1 < zk(ρ) functionu 7→ ukρ−1e−u is increasing on [0, yk(ρ)] and decreasing on [zk(ρ), αρc]. Using

the change of variable u = αρt and the inequality Γ(x) ≥√

2πx ·(xe

)x, for x > 0,

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360

we obtain successively∫ kα−δ

0

Θρα,k(t)

∣∣∣f(t)− f( kα

)∣∣∣dt ≤ 2M2

∫ yk(ρ)

0

ukρ−1e−u

Γ(kρ)du

≤ 2M2(yk(ρ))kρe−yk(ρ)

Γ(kρ)

≤√

2

π·M2

√kρ

[(1− αδ

k

)keαδ]ρ.

But (1− αδk

)keαδ < 1 and hence there is ρ2ε > max

ρ1ε,

1δα , 1

, such that for all

ρ > ρ2ε and 1 ≤ k ≤ N to have∫ kα−δ

0

Θρα,k(t)

∣∣∣f(t)− f( kα

)∣∣∣dt < ε

6N. (3.5)

In a similar way we obtain∫ c

kα+δ

Θρα,k(t)

∣∣∣f(t)− f( kα

)∣∣∣dt ≤ 2M2

∫ αρc

zk(ρ)

ukρ−1e−u

Γ(kρ)du

≤ 2M2(αρc− zk(ρ))(zk(ρ))kρ−1e−zk(ρ)

Γ(kρ)

≤√

2

π·M2

cα− k − αδk + αδ

√kρ

[(1 +

αδ

k

)ke−αδ

]ρ.

Since (1+ αδk

)ke−αδ < 1 there is ρ3ε > ρ2ε, such that for all ρ > ρ3ε and 1 ≤ k ≤ N

to have ∫ c

kα+δ

Θρα,k(t)

∣∣∣f(t)− f( kα

)∣∣∣dt < ε

6N. (3.6)

From relations (3.3), (3.4), (3.5) and (3.6) we arrive to

|Lρα(f, x)− Sα(f, x)| < ε, for ρ > ρ3ε.

4 Convexity of operators Lρα(f)

We extend the definition of functions sα,k, for all k ∈ Z by sα,k = 0, if k < 0.

Lemma 5 Let α > 0, ρ > 0, r ∈ N0.

i) For k ∈ Z and x ∈ I we have

s(r)α,k(x) = αr

r∑j=0

(r

j

)(−1)r−jsα,k−j(x). (4.1)

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361

ii) Let f ∈W ρα ∩ Cr(I). Then for any x ∈ I we have:

(Lρα(f, x))(r) = s(r)α,0(x)f(0) +

∞∑k=1

s(r)α,k(x)

∫ ∞0

Θρα,k(t)f(t) dt. (4.2)

Proof. i) It follows by induction by relation: s′α,k(x) = α(sα,k−1(x) −sα,k(x)).

ii) It suffices to show that, for any points 0 ≤ a < b and any r ∈ N we have

T ra,b := maxx∈[a,b]

|s(r)α,0(x)f(0)|+∞∑k=1

maxx∈[a,b]

∣∣∣∣s(r)α,k(x)

∫ ∞0

Θρα,k(t)f(t) dt

∣∣∣∣ <∞.If these conditions are true, then relation (4.2) can be proved by induction.Indeed, let denote by Sr(x) the series given in the right side of relation (4.2).Suppose that (Lρα(f))(r)(x0) = Sr−1(x0), for x0 ∈ I and r ≥ 1. Choose acompact neighbourhood of x0 of the form [a, b] ⊂ I. Using condition T ra,b <∞,from Weierstrass’s theorem it follows that series Sr(x) is uniformly convergentfor x ∈ [a, b]. Then, series Sr−1(x) can be differentiated term-by-term on [a, b].We obtain relation (4.2) for x = x0. Since x0 was chosen arbitrarily we obtainrelation (4.2) for all x ∈ I. We pass to prove that T ra,b <∞ for any 0 ≤ a < b.

Let M > 0, 0 ≤ q < αρ be such that |f(t)| ≤ Meqt, for t ≥ 0. From Lemma 3we have

T ra,b = M∞∑k=0

maxx∈[a,b]

∣∣∣∣∣s(r)α,k(x)

(αρ

αρ− q

)kρ∣∣∣∣∣≤M

∞∑k=0

maxx∈[a,b]

αrr∑j=0

(r

j

)sα,k−j(x)

(αρ

αρ− q

)kρ

≤Mαr∞∑k=0

( αρ

αρ− q

)kρ minr,k∑j=0

(r

j

)(αb)k−j

(k − j)!

≤Mαr∞∑k=0

(( αρ

αρ− q

)ραb)k krk!

minr,k∑j=0

(r

j

)1

(αb)j

<∞.

The main result in this section is the following.

Theorem 6 For all α > 0 and ρ > 0 and r ∈ N, if f ∈ W ρα ∩ Cr(I) satisfies

condition f (r) ≥ 0 on I then (Lρα)(r)(f) ≥ 0 on I.

Proof. For r = 0 this fact reduces to the positivity of operator Lρα. So thatwe take r ≥ 1 and f ∈W ρ

α ∩ Cr(I) with f (r) ≥ 0 on I. We have

f(t) =

r−1∑j=0

f (j)(0)

j!· tj +

∫ t

0

(t− u)r−1

(r − 1)!· f (r)(u)du, t ∈ I.

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362

Since f ∈ W ρα , it follows that the function f −

∑r−1j=0

f(j)(0)j! · ej belongs to W ρ

α

and consequently, the function t 7→∫ t0

(t−u)r−1

(r−1)! · f(r)(u)du, t ∈ I, belongs to

W ρα . From Lemma 1 it follows that Lρα(Πr−1) ⊂ Πr−1, where Πr−1 is the set

of polynomials of degree at most r − 1. Then (Lρα)(r)(∑r−1

j=0f(j)(0)j! · ej

)= 0.

From Lemma 5, for x ∈ I, we obtain

(Lρα)(r)(f, x) =∞∑k=1

s(r)α,k(x)

∫ ∞0

Θρα,k(t)

(∫ t

0

(t− u)r−1

(r − 1)!· f (r)(u)du

)dt

=∞∑k=1

r∑j=0

sα,k−j(x)Uk,j ,

where

Uk,j = (−1)r−jαr(r

j

)∫ ∞0

Θρα,k(t)

(∫ t

0

(t− u)r−1

(r − 1)!· f (r)(u)du

)dt.

We have

∞∑k=1

r∑j=0

sα,k−j(x)|Uk,j | ≤ αr∞∑k=1

r∑j=0

(r

j

)sα,k−j(x)

∫ ∞0

Θρα,k(t)

∣∣∣∣∣f(t)−r−1∑i=0

f (i)(0)

i!· ti∣∣∣∣∣ dt.

The following inequalities

αr∞∑k=1

r∑j=0

(r

j

)sα,k−j(x)

∫ ∞0

Θρα,k(t)|f(t)|dt <∞,

αrr−1∑i=0

|f (i)(0)|i!

∞∑k=1

r∑j=0

(r

j

)sα,k−j(x)

∫ ∞0

Θρα,k(t)tidt <∞

can be proved similarly as the inequality T ra,b < ∞ in Lemma 5. We extend

conventionally the definition of Θρα,k, for k = 0, by Θρ

α,0 = 0. Then U0,j = 0,j ≥ 0. Now, the inequality

∞∑k=0

minr,k∑j=0

sα,k−j(x)|Uk,j | <∞

allows us to rewrite

(Lρα)(r)(f, x) =∞∑m=0

sα,m(x)r∑j=0

Um+j,j .

In order to prove (Lρα)(r)(f, x) ≥ 0 it suffices to show that

r∑j=0

Um+j,j ≥ 0, for all m ≥ 0.

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363

Since f (r) ≥ 0 we can rewrite

Um+j,j = (−1)r−jαr(r

j

)∫ ∞0

f (r)(u)(∫ ∞

u

Θρα,m+j(t)

(t− u)r−1

(r − 1)!dt)du.

Consequently, in order to prove (Lρα)(r)(f) ≥ 0 it is sufficient to prove

Ψrm(u) ≥ 0, for all m ∈ N0, u ≥ 0, r ∈ N. (4.3)

where

Ψrm(u) =

r∑j=0

(−1)r+j(r

j

)∫ ∞u

Θρα,m+j(t)

(t− u)r−1

(r − 1)!dt. (4.4)

We find by induction, for 0 ≤ i ≤ r − 1, that

di

duiΨrm(u) =

r∑j=0

(−1)r+j+i(r

j

)∫ ∞u

Θρα,m+j(t)

(t− u)r−i−1

(r − i− 1)!dt. (4.5)

For any q ∈ N we obtain∫ ∞0

Θρα,m+j(t)

tq

q!dt =

((m+ j)ρ)((m+ j)ρ+ 1) . . . ((m+ j)ρ+ q − 1)

q!(αρ)q.

This shows that the above integral is a polynomial of degree q in variable j.

Since di

duiΨrm(0) is the finite difference of order r of a polynomial of degree at

most r − 1 we deduce

di

duiΨrm(0) = 0, m ∈ N0, r ∈ N, 0 ≤ i ≤ r − 1. (4.6)

Note that this relation holds true also in the case m = 0, when, by convention,Θρα,0 = 0.

Also, clearly, we have

limu→∞

di

duiΨrm(u) = 0, m ∈ N0, r ∈ N, 0 ≤ i ≤ r − 1. (4.7)

From (4.5) we obtain also

dr

durΨrm(u) =

r∑j=0

(−1)j(r

j

)Θρα,m+j(u)

=(αρ)(m+j)ρe−αρuumρ−1

Γ((m+ j)ρ)

r∑j=0

(−1)j(r

j

)(uρ)j .

From Descartes’ rule of signs, the polynomial P (s) =∑rj=0(−1)j

(rj

)sj has at

most r positive roots. Then function dr

dur Ψrm(u) has at most r roots on interval

I.

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364

Now it follows by induction that, for 0 ≤ i ≤ r function (di/dui)Ψrm has at

most i roots on interval (0,∞). Indeed, for i ≥ 1, suppose that the function(di/dui)Ψr

m has at most i roots on (0,∞). If we suppose also that function(di−1/dui−1)Ψr

m(u) has at least i roots on (0,∞), we obtain a contradiction, bytaking into account relations (4.6) and (4.7). Finally it follows that Ψr

m has noroots on interval (0,∞).

Applying r-times l’Hopital’s rule we obtain, for 0 ≤ j < r

limu→∞

∫ ∞u

Θρα,m+j(t)

(t− u)r−1

(r − 1)!dt/∫ ∞

u

Θρα,m+r(t)

(t− u)r−1

(r − 1)!dt

= limu→∞

(−1)r(αρ)(m+j)ρu(m+j)ρ−1

(−1)r(αρ)(m+r)ρu(m+r)ρ−1 ·Γ((m+ r)ρ)

Γ((m+ j)ρ)

= 0.

It follows that, for sufficiently large u, the sign of Ψrm(u) is equal to the sign

of the term of index j = r, from the sum which define function Ψrm in (4.4),

namely∫∞u

Θρα,m+r(t)

(t−u)r−1

(r−1)! dt. Consequently, we obtain relation (4.3). The

proof is finished.

Remark 7 From Theorem 6 it follows, more general, that any function f ∈W ρα

which is r convex of I, r ≥ −1, i.e. f satisfies condition [f ;x1, . . . , xr+1] ≥ 0, forany distinct points x1, . . . xr+1 ∈ I, where [f ;x1, . . . , xr+1] denotes the divideddifference, is transformed by operator Lρα into a function which is also convexof order r. Since we do not use this more general property we do not give thedetails of the proof.

5 Simultaneous approximation

We need of the following Lemma.

Lemma 8 Let α > 0, ρ > 0, q > 0, b > 0 and r, j ∈ N0. Let c > 2ρ (2ρ − 1)b.

Then we have

limα→∞

αr∞∑k=0

sα,k−j(x)

∫ ∞c

Θρα,k(t)eqtdt = 0, uniformly for x ∈ [0, b]. (5.1)

Proof. Take α such that c2 (αρ − 2q) > 1. Denote C =

√ρ2π · e

cq2jρ. ByLemma 3 - ii):

αr∞∑k=0

sα,k−j(x)

∫ ∞c

Θρα,k(t)eqtdtαr

∞∑k=0

sα,k(x)

∫ ∞c

Θρα,k+j(t)e

qtdt

≤ Cαre−(x+ c2ρ)α

∞∑k=0

(2ραx)k

k!·√k + j ≤ Cαre−(x+ c

2ρ)α∞∑k=0

(2ραx)k

k!· (k + j)

≤ Cαr(2ραb+ j)e[(2ρ−1)b− c2ρ]α.

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365

From the condition imposed to c it follows (5.1).Our main result is the following

Theorem 9 For any f ∈ W ∩ Cr(I), r ∈ N and ρ > 0 there is α0 > 0 suchthat Lρα(f) exists for all α ≥ α0 and for any interval [0, b] ⊂ [0,∞) we have

limα→∞

(Lρα)(r)(f) = f (r), uniformly on interval [0, b]. (5.2)

Proof. Let f ∈ W ∩ Cr(I), such that |f(t)| ≤ Meqt, t ∈ I, for certainconstants M > 0 and q > 0. We can choose α0 any number such that α0ρ > q.Then, for α ≥ α0, Lρα(f) exists, by Lemma A. Choose an interval [0, b] ⊂ [0,∞).

Denote by Dr the operator of differentiation of order r and consider operatorJr : C(I)→ Cr(I), given by

Jr(g, x) =

∫ x

0

(x− u)r−1

(r − 1)!· g(u)du, g ∈ C(I), x ∈ I.

Then consider the Kantorovich modification of operator Lρα, Krα,ρ := DrLραJr.

Consider the domain of Krα,ρ to be the space of function g ∈ C(I) with property

that Jr(g) ∈ W ρα . Since Jr(f (r)) = f −

∑r−1j=0

f(j)(0)j! · ej , f ∈ W ρ

α and any

polynomial belongs to space W ρα , it follows Jr(f (r)) ∈W ρ

α . Since Lrα,ρ(Πr−1) ⊂Πr−1 it follows Dr(Lrα,ρ)(f) = Kr

α,ρ(f(r)). Hence the theorem which we want

to prove is equivalent with: limα→∞Krα,ρ(f

(r)) = f (r), uniformly on [0, b].

Fix c > 2ρ (2ρ−1)b. Denote by χA the characteristic function of a set A ⊂ R.

Consider operator Urα,ρ : C[0, c] → C(I), given by Urα,ρ(g) = Krα,ρ(g · χ[0,c]),

g ∈ C[0, c], where g ∈ C(I) is an arbitrary extension of g. We consider functiong only for the correctness of the notation. Also, on the subspace of C[c,∞) offunctions g satisfying condition |g(t)| ≤ Meqt, t ≥ c, with some M > 0 and0 ≤ q < αρ, consider operator V rα,ρ given by V rα,ρ(g) = Kr

α,ρ(g · χ[c,∞)), whereg ∈ C(I) is an arbitrary extension of g. From Theorem 6 it follows that operatorKrα,ρ is positive. Consequently, operators Urα,ρ and V rα,ρ are also positive.

Then we have

Krα,ρ(f

(r)) = Urα,ρ(f(r)|[0,c]) + V rα,ρ(f

(r)|[c,∞)).

Since

Jr(f (r)χ[c,∞), t) =

∫ maxc,t

c

(t− u)r−1

(r − 1)!· f (r)(u)du

=[f(t)−

r−1∑j=0

f j)(c)

j!· (t− c)j

]χ[c,∞)(t),

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366

from Lemma 5 we obtain, for x ∈ [0, b]

V rα,ρ(f(r)|[c,∞), x) =

∞∑k=1

(sα,k(x))(r)∫ ∞c

Θρα,k(t)

[f(t)−

r−1∑j=0

f j)(c)

j!· (t− c)j

]dt

=r∑j=0

αr(r

j

)(−1)r−j

∞∑k=1

sα,k−j(x)

∫ ∞c

Θρα,k(t)

[f(t)−

r−1∑j=0

f j)(c)

j!· (t− c)j

]dt.

Then using Lemma 8 we obtain

limα→∞

V rα,ρ(f(r)|[c,∞), x) = 0, uniformly with regard to x ∈ [0, b]. (5.3)

Now, we shall prove

limα→∞

V rα,ρ(g) = g, uniformly on [0, b], for all g ∈ C[0, c]. (5.4)

By Popoviciu-Bohmann-Korovkin’s theorem in order to prove (5.4) it sufficesto prove it only for the test functions ej , j = 0, 1, 2, restricted to interval [0, c].We can write V rα,ρ(ej) = (Dr Lρα Jr)(ej · χ[0,c]). Denote εj = Jr(ej · χ[0,c]).We have

εj(t) =

∫ minc,t

0

(t− u)r−1

(r − 1)!· ujdu.

For computing ε1 we use decomposition u = u− t+ t and for computing ε2 weuse decomposition u2 = (u− t)2 + 2t(u− t) + t2. We obtain

ε0(t) =1

r!· tr − (t− c)r

r!χ[c,∞)(t),

ε1(t) =1

(r + 1)!· tr+1 +

(t− c)r

(r − 1)!

[ t− cr + 1

− t

r

]χ[c,∞)(t),

ε2(t) =2

(r + 2)!· tr+2 +

(t− c)r

(r − 1)!

[− (t− c)2

r + 2+ 2

t(t− c)r + 1

− t2

r

]χ[c,∞)(t).

Summarizing, εj(t) = j!(r+j)! · t

r+j +hr+j(t)χ[c,∞)(t), where hr+j is a polyno-

mial of degree r+j. Hence V rα,ρ(ej) = j!(r+j)!D

r(Lρα(er+j))+Dr(Lρα(hr+j ·χ[c,∞)),

j = 0, 1, 2. Using Lemmas 5 and 8 we obtain

limα→∞

Dr(Lρα(hr+j · χ[c,∞))) = 0, uniformly on interval [0, b].

Using Corollary 2 we obtain

V rα,ρ(e0) = e0,

V rα,ρ(e1) = e1 +(ρ+ 1)r

2αρ· e0,

V rα,ρ(e2) = e2 +(ρ+ 1)(r + 1)

αρ· e1 +

(ρ+ 1)r

12(αρ)2· (ρ(3r + 1) + 3r + 5)e0.

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367

Thus limα→∞ V rα,ρ(ej) = ej , uniformly on [0, b], for j = 0, 1, 2. Consequently

limα→∞

V rα,ρ(f(r)χ[0,c]) = 0, uniformly on interval [0, b].

The theorem is proved.

References

[1] Z. Finta, N. K. Govil, V. Gupta, Some results on modified Szasz-Mirakjanoperators, J. Math. Anal. Appl. 327 (2007), 1284-1296.

[2] H. Gonska, R. Paltanea, Simultaneous approximation by a class ofBernstein-Durrmeyer operators preserving linear functions, CzechoslovakMathematical Journal, 60(135) (2010), 783-799.

[3] Z-R. Guo, D-X. Zhou, Approximation theorems for modified Szasz opera-tors, Acta Sci. Math., 56 (1992), 311-321.

[4] V. Gupta, R.P. Pant, Rate of convergence for modified Szasz-Mirakjan op-erators on functions of bounded variation, J. Math. Anal. Appl., 233 (1999),476-483.

[5] V. Gupta, U. Abel, On the rate of convergence of Bezier variant of Szasz-Durrmeyer operators, Analysis in Theory and Applications, 19(1) (2003),81-88.

[6] V. Gupta, M. A. Noor, Convergence of derivatives for certain misted Szasz-Beta operators, J. Math. Anal. Appl., 321 (2006), 1-9.

[7] V. Gupta, R. Mohapatra, On the rate of convergence for certainsummation-integration type operators, Mathematical Inequalities and Ap-plications, 9(3) (2006), 465-472.

[8] C.P. May, On Phillips operators, J. Approx. Theory, 20(4) (1977), 315-322.

[9] S.M. Mazhar, V. Totik, Approximation by modified Szasz operators, Acta.Sci. Math., 49 (1985), 257-269.

[10] R. Paltanea, Modified Szasz-Mirakjan operators of integral form,Carpathian Journal of Mathematics, 24(3-4) (2008), 378-385.

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On some operators linking the Bernstein and the

genuine Bernstein-Durrmeyer operators

Ioan Rasa1 and Elena Stanila2

1 Department of MathematicsTechnical University of Cluj-Napoca

400114 Cluj-Napoca, [email protected] Faculty of Mathematics

University of Duisburg-EssenD-47057 Duisburg, [email protected]

Dedicated to Prof. Dr. dr.h.c. Heiner Gonskaon the occasion of his 65th birthday

Abstract

H. Gonska and R. Paltanea investigated in 2010 a class of operatorslinking the Bernstein and the genuine Bernstein-Durrmeyer ones. In thispaper we give new proofs of some results of these authors, and investigatenew properties of the operators.

2010 Mathematics Subject Classification: 41A36, 26A51, 26A16Key words and phrases: Bernstein-Durrmeyer type operators, convexity,

Lipschitz classes, commutators

1 Introduction

In this paper we are concerned with the operators U%n introduced by R. Paltanea[15] and further investigated by H. Gonska and R. Paltanea in [7] and [8]. Theyare defined as follows. Let n ≥ 1 and % > 0. For 0 ≤ k ≤ n consider thefunctionals F %n,k : C[0, 1]→ R,

F %n,k(f) =

f(0), if k = 0,1∫0

tk%−1(1− t)(n−k)%−1

B(k%, (n− k)%)f(t)dt, if 1 ≤ k ≤ n− 1,

f(1), if k = n,

(1)

1

369


here B(·, ·) is Euler’s Beta function. Now define U%n : C[0, 1]→ Πn by

U%nf(x) =n∑k=0

F %n,k(f)pn,k(x), f ∈ C[0, 1], x ∈ [0, 1], (2)

where Πn is the space of polynomials of degree at most n, and the fundamentalpolynomials pn,k(x) are defined by

pn,k(x) =

(n

k

)xk(1− x)n−k, 0 ≤ k ≤ n, k, n ∈ N0, x ∈ [0, 1]. (3)

In particular, Un := U1n, n ≥ 1, are the well-known genuine Bernstein-Durrmeyer

operators. The basic properties of U%n were studied in [7] and [8].In this paper we give new proofs of some theorems from [7], [8], and investigateother properties of the operators U%n. The difference U%n − Uσn is estimated, aswell as two commutators of operators from this class. The behavior of U%n withrespect to Lipschitz classes is also studied. Throughout the paper we use thenotation ei(t) = ti, i = 0, 1, ...; t ∈ [0, 1].

2 The difference U%n − Uσ

n

A first approach in order to study this difference is based on a method presentedin [5]. We need the following result from that paper :

Theorem 1 Let A,B : C[0, 1]→ C[0, 1] be positive linear operators such that

(A−B)((e1 − x)i)(x) = 0 for i = 0, 1, . . . , n and x ∈ [0, 1],

also satisfying Ae0 = Be0 = e0. Then for all f ∈ C[0, 1], x ∈ [0, 1] we have

|(A−B)(f)(x)| ≤ c1 · ωn+1

(f ;

√1

2(A+B)(|e1 − x|n+1)(x)

).

Here c1 is an absolute constant independent of f, x and A and B, and ωn+1(f, ·)denotes the (n+ 1)-st order modulus of smoothness.

We choose A = U%n and B = Uσn . Both operators reproduce linear functions sowe have

(U%n − Uσn )((e1 − x)i)(x) = 0 for i = 0, 1, x ∈ [0, 1].

According to [7], Corollary 3.3, the second moments for U%n and Uσn are givenby

M tn,2(x) =

(t+ 1)x(1− x)

nt+ 1

where t = %, σ. As a consequence of Theorem 1 the following statement holds:

2

RASA-STANILA: BERNSTEIN TYPE OPERATORS

370

Proposition 2

|(U%n − Uσn )(f)(x)| ≤ c1 · ω2

(f ;

√1

2(U%n + Uσn )(|e1 − x|2)(x)

)

≤ c1 · ω2

(f ;

√1

2

2n%σ + (n+ 1)(%+ σ) + 2

(n%+ 1)(nσ + 1)x(1− x)

).

Another approach is described in the sequel. Consider the Beta operator, intro-duced independently by A. Lupas [12] and Muhlbach [14]:

Brf(x) :=

f(x), x = 0, 1;1∫0

trx−1(1− t)r−rx−1f(t)dt

B(rx, r − rx), 0 < x < 1,

(4)

for r > 0, f ∈ C[0, 1], x ∈ [0, 1]. It is not difficult to see that

U%n = Bn Bn%, (5)

where Bn : C[0, 1]→ Πn is the classical Bernstein operator:

Bnf(x) =n∑k=0

f

(k

n

)pn,k(x), f ∈ C[0, 1], x ∈ [0, 1]. (6)

The following result is a consequence of ([1], Th.1).

Theorem 3 If g ∈ C[0, 1] is convex, and s > r > 0, then

Brg(x) ≥ Bsg(x). (7)

Now we are in a position to state

Theorem 4 Let f ∈ C[0, 1], n ≥ 1, % > 0, σ > 0. Then

|(U%n − Uσn )f(x)| ≤ 9

4ω2

(f ;

√(n− 1)|σ − %|

(n%+ 1)(nσ + 1)x(1− x)

), (8)

where ω2 is the second order modulus of smoothness.

Proof. Suppose that 0 < % < σ and set r := n%, s := nσ. According to (7), wehave for each convex function g ∈ C[0, 1],

Bn%g ≥ Bnσg.

This entailsBn(Bn%g) ≥ Bn(Bnσg). (9)

3


371

Now (5) and (9) yield

U%ng ≥ Uσn g, g ∈ C[0, 1] convex. (10)

Let x ∈ [0, 1] be fixed. Consider the functional Φ : C[0, 1]→ R,

Φ(f) := U%nf(x)− Uσn f(x), f ∈ C[0, 1].

The linear functional Φ is bounded on C[0, 1] endowed with the uniform norm;moreover, Φ is different from 0, and according to (10),

Φ(g) ≥ 0, g ∈ C[0, 1] convex. (11)

By a result of T. Popoviciu [16] (see also [17]) it follows that for each f ∈ C[0, 1]there exist distinct points t0, t1, t2 in [0, 1] such that

Φ(f) = Φ(e2)[t0, t1, t2; f ], (12)

where [t0, t1, t2; f ] is the divided difference of the function f on the nodest0, t1, t2. According to [7],

U%ne2(x) = x2 +%+ 1

n%+ 1x(1− x),

so that

Φ(e2) = U%ne2(x)− Uσn e2(x) =(n− 1)(σ − %)

(n%+ 1)(nσ + 1)x(1− x).

On the other hand, if g ∈ C2[0, 1], then

[t0, t1, t2; g] =1

2g′′(ξ)

for some ξ ∈ [0, 1]. Thus (12) leads to

U%ng(x)− Uσn g(x) =(n− 1)(σ − %)

(n%+ 1)(nσ + 1)x(1− x)

g′′(ξ)

2, g ∈ C2[0, 1].

This entails

|U%ng(x)− Uσn g(x)| ≤ (n− 1)(σ − %)

2(n%+ 1)(nσ + 1)x(1− x)||g′′||∞, g ∈ C2[0, 1]. (13)

As a consequence of Theorem 4.2 and Corollary 4.3 in [4],

for h2 =(n− 1)(σ − %)

(n%+ 1)(nσ + 1)x(1− x), α = 2 and β2 =

h2

2we obtain

|(U%n − Uσn )(f)(x)| ≤(

2 · 3

4+

1

2· 3

2

)ω2

(f ;

√(n− 1)|σ − %|

(n%+ 1)(nσ + 1)x(1− x)

)

≤ 9

4ω2

(f ;

√(n− 1)|σ − %|

(n%+ 1)(nσ + 1)x(1− x)

).

4


372

3 The commutators [U%n;Uσ

n ] and [U%m;U%

n]

The problem of studying the commutator [A;B] := AB − BA of two positivelinear operators A and B was raised by A. Lupas in [13]. Some answers toLupas’s problem can be found in [6]. Here we shall study the commutators[U%n;Uσn ] and [U%m;U%n]. First of all, we need information about the moments ofthe investigated operators.Let M%

n,j(x) := U%n(e1 − xe0)j(x), be the j-th moment of U%n. Then, accordingto [7],

M%n,0(x) = 1,M%

n,1(x) = 0, (14)

M%n,j+1(x) =

1

n%+ j(%x(1− x)

d

dxM%n,j(x) + j(1− 2x)M%

n,j(x)+

+j(%+ 1)x(1− x)M%n,j−1(x)

), j ≥ 1.

(15)

By using (14) and (15) it is not difficult to prove by induction on j that

M%n,j(x) = O

(n−[

j+12 ])

(16)

uniformly with respect to x ∈ [0, 1]. Now let

M%,σn,r (x) := U%nU

σn (e1 − xe0)r(x) (17)

be the r-th moment of U%nUσn . According to [9], Theorem 4,

M%,σn,r (x) =

∑i,k≥0i+k=r

r∑j=k

(r

k

)1

(j − k)!M%n,j(x)(Mσ

n,i(x))(j−k). (18)

Combining (16) and (18) (see also [9], Corollary 1), we get

M%,σn,r (x) = O

(n−[

r+12 ])

(19)

uniformly with respect to x ∈ [0, 1]. Now by a result of Sikkema [18] we have

U%nUσn f(x) =

6∑r=0

f (r)(x)

r!M%,σn,r (x) + o(n−3) (20)

uniformly with respect to x ∈ [0, 1], for each f ∈ C6[0, 1]. It follows that forf ∈ C6[0, 1],

(U%nUσn − UσnU%n)f(x) =

6∑r=0

f (r)(x)

r!(M%,σ

n,r (x)−Mσ,%n,r (x)) + o(n−3). (21)

A combination of hand calculations and MAPLE shows that

M%,σn,r (x)−Mσ,%

n,r (x) = 0, r = 0, 1, 2, 3, (22)

5


373

limn→∞

n3(M%,σn,4 (x)−Mσ,%

n,4 (x)) =(σ − %)(%+ 1)(σ + 1)

%2σ2x(1− x), (23)

limn→∞

n3(M%,σn,r (x)−Mσ,%

n,r (x)) = 0, r = 5, 6, (24)

uniformly with respect to x ∈ [0, 1]. From (21)-(24) we derive

Theorem 5 For each f ∈ C6[0, 1] one has

limn→∞

n3(U%nUσn − UσnU%n)f(x) =

(σ − %)(%+ 1)(σ + 1)

%2σ2x(1− x)f (4)(x), (25)

uniformly with respect to x ∈ [0, 1].

In particular, we see that U%n and Uσn do not commute if % 6= σ. On the otherhand it is well known (see [10]) that U1

n and U1m (i.e., the genuine Bernstein-

Durrmeyer operators) do commute. A combination of hand calculations andMAPLE shows that

(U%mU%n − U%nU%m)er(x) = 0, r = 0, 1, 2, 3, (26)

and

(U%mU%n − U%nU%m)e4(x) =

%3(%− 1)(%+ 1)2(m− 1)(n− 1)(n−m)

(m%+ 1)(m%+ 2)(m%+ 3)(n%+ 1)(n%+ 2)(n%+ 3).

(27)We see that U%m and U%n do not commute if % 6= 1,m 6= 1, n 6= 1 and m 6= n.

4 New proofs of some theorems from [7] and [8]

In [7] the authors proved that for each n ≥ 1 and f ∈ C[0, 1],

lim%→∞

U%nf = Bnf, uniformly on [0, 1]. (28)

Thus, for n fixed and % ∈ [1,∞), the operators U%n constitute a link betweenthe genuine Bernstein-Durrmeyer operators Un and the Bernstein operators Bn.The authors of [8] proved that for n ≥ 1 and f ∈ C[0, 1],

lim%→0+

U%nf = B1f, uniformly on [0, 1]. (29)

Moreover, they proved

Theorem 6 For U%n, 0 < % <∞, n ≥ 1, we have

|U%nf(x)−B1f(x)| ≤ 9

4ω2

(f ;

√n%− %n%+ 1

x(1− x)

).

6


374

In what follows, we give a different proof of (29). First of all, we have

F %n,k(ej) =k%(k%+ 1) · ... · (k%+ j − 1)

n%(n%+ 1) · ... · (n%+ j − 1), j ≥ 0, 0 ≤ k ≤ n,

and consequently,lim%→0+

F %n,k(e0) = 1 (30)

and

lim%→0+

F %n,k(ej) =k

n, j = 1, 2, .... (31)

Now let p ∈ Π, p = a0e0 + a1e1 + ...+ amem for some a0, a1, ..., am ∈ R. Then,according to (30) and (31),

lim%→0+

F %n,k(p) = a0 + (a1 + ...+ am)k

n= p(0) + (p(1)− p(0))

k

n.

This leads to

lim%→0+

U%np =n∑k=0

(p(0) + (p(1)− p(0))

k

n

)pn,k = p(0)e0 + (p(1)− p(0))e1,

and solim%→0+

U%np = B1p, p ∈ Π. (32)

Since Π is dense in C[0, 1], and ||U%n|| = ||B1|| = 1, (29) is a consequence on(32).

In the sequel we shall be concerned with shape preserving properties of theoperators U%n. In [7], Theorem 4.1, the authors proved that for n ≥ 1 and% > 0, the operators U%n transform k-convex functions into k-convex functions.Basically this means that if f (k) ≥ 0, then (U%n)(k)f ≥ 0, k ≥ 0; see [7] forthe complete terminology. Here we shall present briefly another proof of thistheorem.First, let α ≥ −1, β ≥ −1 be real numbers. For r > 0 consider the kernel

(x, y) ∈ [0, 1]×]0, 1[→ Kα,βr (x, y) :=

yrx+α(1− y)r(1−x)+β

B(rx+ α+ 1, r(1− x) + β + 1),

and the operator

Bα,βr f(x) :=

1∫0

Kα,βr (x, y)f(y)dy, f ∈ C[0, 1], x ∈ [0, 1].

In particular, B−1,−1r is the operator Br discussed in Section 2. Let us remarkthat the kernel Kα,β

r can be represented also as

Kα,βr (x, y) =

eα log y+(r+β) log(1−y) · erx(log y−log(1−y))

B(rx+ α+ 1, r(1− x) + β + 1).

7


375

According to [11], Theorem 1.1, part (a), p. 99, and (1.5), p. 100, Kα,βr is a

totally positive kernel. Moreover, a direct computation yields

Bα,βr ek(x) =(rx+ α+ 1)(rx+ α+ 2) · ... · (rx+ α+ k)

(r + α+ β + 2) · ... · (r + α+ β + k + 1).

Thus, for any k ≥ 0,Bα,βr ek is a polynomial of degree k with leading coefficient

aα,βr,k :=rk

(r + α+ β + 2) · ... · (r + α+ β + k + 1).

By [3] Theorem 2.3 and Remark 2.5, Bα,βr transforms k-convex functions intok-convex functions, k ≥ 0. Since the Bernstein operator Bn does the same, weconclude that Bn Bα,βr preserves k-convexity. In particular, Un = Bn B−1,−1r

preserves k-convexity, and this is the content of [7], Theorem 4.1.

5 The behavior of U%n with respect to Lipschitz

classes

Fix an integer m ≥ 0 and M > 0. We say that a function f ∈ C[0, 1] belongsto the Lipschitz class Lipm(M) if

|∆mh f(x)| ≤Mhm

for all x ∈ [0, 1] and h > 0 such that x + mh ∈ [0, 1]; ∆mh f(x) stands for the

m-th order difference of f with step h at x. According to [3], Proposition 2.1,

f ∈ Lipm(M) if and only ifM

m!em ± f are m- convex functions.

Theorem 7 If f ∈ Lipm(M), then for all n ≥ 1, % > 0,

U%nf ∈ Lipm(

M%mn(n− 1) · ... · (n−m+ 1)

m!(n%)(n%+ 1) · ... · (n%+m− 1)

).

Proof. Let f ∈ Lipm(M). ThenM

m!em ± f are m-convex functions, so that

M

m!U%nem ± U%nf

are m-convex functions. Since

U%nem(x) =%mn(n− 1) · ... · (n−m+ 1)

(n%)(n%+ 1) · ... · (n%+m− 1)xm + terms of lower degree,

we deduce that

M

m!· %mn(n− 1) · ... · (n−m+ 1)

(n%)(n%+ 1) · ... · (n%+m− 1)em ± U%nf

8


376

are m-convex functions.This means that U%nf belongs to the class

Lipm

(M%mn(n− 1) · ... · (n−m+ 1)

m!(n%)(n%+ 1) · ... · (n%+m− 1)

).

Let now M > 0 and 0 < γ ≤ 1. Define

Lip(γ,M) := f ∈ C[0, 1] : |f(x)− f(y)| ≤M |x− y|γ , x, y ∈ [0, 1],

and remark that Lip(1,M) = Lip1(M). Let ω be the usual modulus of conti-nuity.

Theorem 8 For all n ≥ 1 and % > 0,

a) ω(U%nf, δ) ≤ 2ω(f, δ), f ∈ C[0, 1], δ > 0;

b) U%n(Lip(γ,M)) ⊂ Lip(γ,M).

Proof. According to Theorem 7, U%n(Lip1(M)) ⊂ Lip1(M), henceU%n(Lip(1,M)) ⊂ Lip(1,M). Now the statements a) and b) follow from [2],Corollary 6 and Corollary 7.

References

[1] J.A. Adell, F. G. Badia, J. de la Cal, F. Plo: On the property of monotonicconvergence for Beta operators, J. Approx. Theory 84 (1996), 61-73.

[2] G.A. Anastassiou, C. Cottin, H. Gonska: Global smoothness of approxi-mating functions, Analysis 11 (1991), 43-57.

[3] A. Attalienti, I. Rasa: Total Positivity : an application to positive linearoperators and to their limiting semigroup , Anal. Numer. Theor. Approx.36 (2007), 51 - 66.

[4] H. Gonska, R.K. Kovacheva: The second order modulus revisited: re-marks, applications, problems, Conferenze del seminario di matematicadell’universita di Bari 257 (1994).

[5] H. Gonska, P. Pitul, I. Rasa: On differences of positive linear operators,Carpathian J. Math. 22 (2006), 65-78.

[6] H. Gonska, P. Pitul, I. Rasa: On Peano’s form of the Taylor remainder,Voronovskaja’s theorem and the commutator of positive linear operators.In: Numerical Analysis and Approximation Theory (Proc. Int. Conf. NAAT2006, ed. by O. Agratini and P. Blaga), 55-80, Cluj-Napoca: Casa Cartiide Stiinta 2006.

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[7] H. Gonska, R. Paltanea: Simultaneous approximation by a class ofBernstein-Durrmeyer operators preserving linear functions, CzechoslovakMath. J. 60 (135) (2010), 783-799.

[8] H. Gonska, R. Paltanea: Quantitative convergence theorems for a classof Bernstein-Durrmeyer operators preserving linear functions, UkrainianMath. J. 62 (2010), 913-922.

[9] H. Gonska, I. Rasa: On the composition and decomposition of positivelinear operators (II), Stud. Sci. Math. Hung. 47 (2010), 948 - 461.

[10] T.N.T. Goodman, A. Sharma: A Bernstein-type operator on the simplex,Mathematica Balkanica 5 (1991), 129-145.

[11] S. Karlin: Total Positivity, Vol. I, Stanford: Stanford University Press,1968.

[12] A. Lupas: Die Folge der Betaoperatoren, Ph.D. Thesis, Stuttgart: Univer-sitat Stuttgart 1972.

[13] A. Lupas: The approximation by means of some linear positive opera-tors. In Approximation Theory (M.W. Muller et al., eds.), 201-227, Berlin:Akademie-Verlag 1995.

[14] G. Muhlbach: Rekursionsformeln fur die zentralen Momente der Polya undder Beta-Verteilung, Metrika 19 (1972), 171-177.

[15] R. Paltanea: A class of Durrmeyer type operators preserving linear func-tions, Ann. Tiberiu Popoviciu Sem. Funct. Equat. Approxim. Convex.(Cluj-Napoca) 5 (2007), 109-117.

[16] T. Popoviciu: Notes sur les fonctions convexes d’ordre superieure IX.Inegalites lineaires et bilineaires entre les functions convexes. Quelquesgeneralisations d’une inegalite de Tchebycheff, Bull. Math. Soc. RoumanieSci. 43 (1941), 85-141.

[17] I. Rasa: Sur les fonctionnelles de la forme simple au sens de T. Popoviciu,Anal. Numer. Theor. Approx. 9 (1980), 261-268.

[18] P.C. Sikkema: On some linear positive operators, Indag. Math. 32 (1970),327-337.

[19] V.V. Zhuk: Functions of the Lip 1 class and S.N. Bernstein’s polynomials(Russian), Vestnik Leningrad. Univ. Mat. Mekh. Astronom. 1 (1989), 25-30.

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378

Approximation by Positive Linear Operators on

Variable Lp(·) Spaces

Ding-Xuan Zhou

Department of Mathematics

City University of Hong Kong

Tat Chee Avenue, Kowloon, Hong Kong, China

[email protected]


Abstract

Approximation of functions by Bernstein type positive linear operators

on Lp spaces is a classical topic in approximation theory. In this paper

we consider the approximation on an open set Ω by positive linear opera-

tors on a variable space Lp(·) associated with a general exponent function

p : Ω → [1,∞). The topic is motivated by applications in electrorhe-

ological fluids and learning theory. Under an assumption of log-Holder

continuity of the exponent function p, we provide quantitative estimates

for the approximation when the approximated function lies in a variable

Sobolev space. The uniform boundedness of the Kantorovich operators

and the Durrmeyer operators on the variable spaces is proved when the

exponent function p is Lipschitz α with 0 < α ≤ 1, which yields rates of

approximation. The technical difficulty arising from the uniform bound-

edness is overcome by the Lipschiz continuity of the exponent function

and localization of Bernstein type positive linear operators.

2010 AMS Subject Classification: 41A36, 42B35.

Key Words and Phrases: Positive linear operators, variable Lp(·) spaces,

exponent function, Hardy-Littlewood maximal operator, log-Holder continuity.

1 Introduction and Motivations

Approximation of functions by positive linear operators is a classical topic in

the field of approximation theory [15]. It was motivated by the Weierstrass ap-

proximation theorem verifying the denseness of polynomials in the space C[0, 1]

1

379


of continuous functions on the interval [0, 1] and started with the investigation

of approximation of continuous functions by the classical Bernstein operators

defined [4] as

Bn(f, x) =n∑k=0

f

(k

n

)bn,k(x), x ∈ [0, 1], f ∈ C[0, 1], (1.1)

where bn,knk=0 is the Bernstein basis given by

bn,k(x) =

(n

k

)xk(1− x)n−k. (1.2)

To approximate discontinuous functions, one often replaces the point evaluation

functionals in (1.1) by some integrals and considers the corresponding Bernstein

type positive linear operators on Lp[0, 1] spaces with 1 ≤ p <∞ where Lp[0, 1]

is the Banach space consisting of all integrable functions f on [0, 1] with the

Lp-norm

‖f‖Lp :=

(∫ 1

0

|f(x)|pdx)1/p

(1.3)

finite. Examples of such positive linear operators on Lp[0, 1] include the Kan-

torovich operators [13] defined by

Kn(f, x) =

n∑k=0

(n+ 1)

∫ (k+1)/(n+1)

k/(n+1)

f(t)dtbn,k(x), x ∈ [0, 1] (1.4)

and the Durrmeyer operators [11] by

Dn(f, x) =n∑k=0

(n+ 1)

∫ 1

0

bn,k(t)f(t)dtbn,k(x), x ∈ [0, 1]. (1.5)

Quantitative behaviors of the approximation by the above mentioned positive

linear operators have been well understood due to a large literature (e.g. [6, 5]),

which can be found in the book [10] and references therein.

In this paper we study the approximation of functions by positive linear

operators on variable Lp spaces. Note that (1.4) and (1.5) may be regarded as

operators on the space Lp(0, 1). So the functions for approximation considered

in this paper are defined on a connected open subset Ω of R such as Ω =

(0, 1), (0,∞) and (−∞,∞). The variable Lp space, Lp(·), is associated with a

measurable function p : Ω → [1,∞) called the exponent function. The space

Lp(·) consists of all measurable function f on Ω such that∫

Ω(|f(x)|/λ)

p(x)dx ≤

1 for some λ > 0. Its norm cannot be defined through replacing the constant p

in (1.3) by the exponent function p(x). It is defined by scaling as

‖f‖Lp(·) = inf

λ > 0 :

∫Ω

(|f(x)|λ

)p(x)

dx ≤ 1

. (1.6)

2

ZHOU: APPROXIMATION BY POSITIVE LINEAR OPERATORS

380

With this definition, Lp(·) becomes a Banach space.

The idea of variable Lp(·) spaces was introduced by Orlicz [16] who considered

necessary and sufficient conditions on a sequence ykk∈N for the series∑k xkyk

to converge, given that pk > 1k and xkk are real sequences with the series∑k x

pkk convergent. Mathematical analysis [14] of variable spaces Lp(·) was mo-

tivated by connections between these function spaces and variational integrals

with non-standard growth related to modeling of electrorheological fluids, which

can be found in [1] and references therein. Important analysis topics include

boundedness of various maximal operators [9, 7], continuity of translates, and

denseness of smooth functions [14].

The purpose of this paper is to raise the issue of approximation on the

variable spaces Lp(·) by positive linear operators.

Definition 1 We say that a linear operator Ln on Lp(·) is positive if it maps(Lp(·)

)+

into itself, where(Lp(·)

)+

denotes the positive cone of Lp(·) consisting

of all functions f in Lp(·) such that f(x) ≥ 0 almost everywhere.

We aim at providing some quantitative estimates for the approximation,

and then demonstrating that the uniform boundedness of the linear operators

including (1.4) and (1.5) is essentially different from that in the classical Lp

spaces.

To illustrate the technical difficulty arising from the variety of the exponent

function p(·), we choose the Durrmeyer operator (1.5) and consider the standard

trick [12] for bounding∫ 1

0

|Dn(f, x)|p(x)dx ≤

∫ 1

0

n∑k=0

(n+ 1)

∫ 1

0

bn,k(t) |f(t)|p(x)dtbn,k(x)dx.

From this expression, we see that the term |f(t)|p(x)appears and is different

from |f(t)|p(t), a quantity in the definition of the norm ‖f‖Lp(·) . This difference

is essential, which motivates the introduction of various regularity concepts for

the exponent function towards approximation analysis stated in the next section.

Our investigation of approximation on variable spaces Lp(·) is also motivated

by its applications in learning theory [8]. In [20] a Durrmeyer operator associated

with a general probability measure ρX on Ω = (0, 1) was introduced as

Dn(f, x) =n∑k=0

1∫Ωbn,k(t)dρX(t)

∫Ω

bn,k(t)f(t)dρX(t)bn,k(x), x ∈ Ω

and was applied to error analysis of support vector machine algorithms for clas-

sification. Further mathematical analysis can be found in the literature (e.g.,

[3]). In learning theory, the least squares loss∫

Ω×Y (f(x)−y)2dρ with an output

space Y ⊆ R and a probability measure ρ on Ω× Y is the most commonly used

3


381

tool to measure errors, which leads to learning algorithms for predicting condi-

tional means [17, 18] affected by outliers. To reduce the affect of outliers, the `1

loss∫

Ω×Y |f(x) − y|dρ is often used to produce learning algorithms predicting

conditional medians [19]. One may use the variable loss∫

Ω×Y |f(x) − y|p(x)dρ

to learn conditional means for some events and conditional medians for some

others. To this end, a variable space involving a general probability measure ρX

on Ω might be defined by means of scaled integrals of type∫

Ω

(|f(x)|λ

)p(x)

dρX .

Further discussion on this point is out of the scope of this paper.

2 Main Results

The first main result of this paper is error analysis for the approximation by pos-

itive linear operators on the variable space Lp(·). Here regularity of the approx-

imated functions is needed. We use the variable Sobolev space, W 1,p(·), defined

to be the subspace of Lp(·) consisting of functions f such that its distributional

gradient or derivative ∇f exists almost everywhere and satisfies ∇f ∈ Lp(·). Its

norm is given by

‖f‖1,p(·) = ‖f‖Lp(·) + ‖∇f‖Lp(·) . (2.1)

To give quantitative estimates for the approximation on the variable space

Lp(·), we need to assume that the exponent function p is log-Holder continuous

[9, 7].

Definition 2 We say that the exponent function p : Ω → [1,∞) is log-Holder

continuous if there exists a positive constant Cp > 0 such that

|p(x)− p(y)| ≤ Cp− log |x− y|

, x, y ∈ Ω, |x− y| < 1

2. (2.2)

We say that p is log-Holder continuous at infinity (when Ω is unbounded) if

there holds

|p(x)− p(y)| ≤ Cplog(e+ |x|)

, x, y ∈ Ω, |y| ≥ |x|. (2.3)

Note that the condition (2.3) for the log-Holder continuity at infinity is

automatically satisfied if Ω is bounded. When Ω is unbounded, (2.3) tells us

that the limit limx→∞ p(x) exists.

Denote

p− = infx∈Ω

p(x), p+ = supx∈Ω

p(x).

Our quantitative estimate for the approximation on the variable space Lp(·)

of Sobolev functions by positive linear operators can be stated as follows. It

will be proved in Section 3.

4


382

Theorem 3 Assume that the exponent function p : Ω → [1,∞) satisfies 1 <

p− ≤ p+ <∞. If p is log-Holder continuous satisfying (2.2) and (2.3), then for

any positive linear operator Ln on Lp(·) and f ∈W 1,p(·), we have

‖Ln(f)− f‖Lp(·) ≤ (Ap + 1) ‖f‖1,p(·)∆n, (2.4)

where with the constant 1 function 1, ∆n is the quantity defined by

∆n = supx∈ΩLn(| · −x|, x) + |Ln(1, x)− 1| , (2.5)

and Ap is a constant depending only on p.

For general functions, we can measure the regularity by the K-functional

K(f, t)p(·) between Lp(·) and W 1,p(·) defined for f ∈ Lp(·) as

K(f, t)p(·) = inf‖f − g‖Lp(·) + t‖g‖1,p(·) : g ∈W 1,p(·)

, t > 0. (2.6)

Then the following corollary is a standard consequence of Theorem 3, though

getting reasonable bounds for the operator norm ‖Ln‖ is non-trivial.

Corollary 4 Under the assumption of Theorem 3, there holds

‖Ln(f)− f‖Lp(·) ≤ (‖Ln‖+ 1)K

(f,

Ap + 1

‖Ln‖+ 1∆n

)p(·)

, ∀f ∈ Lp(·). (2.7)

At a first glance, one might expect that the approximation theorems on

the variable space Lp(·) can be stated in a straight forward way from those on

the classical Lp spaces. However, this is not trivial at all. Even the uniform

boundedness of the linear operators (1.4) and (1.5) is not clear and the operator

norm ‖Ln‖ is hard to obtain when a general exponent function p is involved.

The second main result of this paper, to be proved in Section 4, is a uniform

bound for the Kantorovich operator (1.4) and the Durrmeyer operator (1.5)

when the general exponent function p is Lipschitz α with 0 < α ≤ 1.

Theorem 5 Let Ω = (0, 1) and 0 < α ≤ 1. If p− > 1, and the exponent

function p : Ω→ [1,∞) is Lipschitz α satisfying

|p(x)− p(y)| ≤ Cα|x− y|α, x, y ∈ Ω (2.8)

for some positive constant Cα, then there exists a positive constant Aα,p depend-

ing only on α and p such that for Ln = Kn or Dn, we have

‖Ln‖ ≤ Aα,p, ∀n ∈ N. (2.9)

5


383

It would be interesting to obtain the uniform boundedness of the Kantorovich

operator or the Durrmeyer operator on Lp(·) associated with a general exponent

function p. In particular, we conjecture that the uniform boundedness holds

true when p is log-Holder continuous satisfying (2.2).

Theorem 5 can be extended to positive linear operators on Lp(·) defined on

unbounded domains such as integral versions of the Szasz-Mirakjan operators

and the Baskakov operators [2] on Ω = (0,∞). Some of our analysis can be

extended to the multidimensional case where Ω is an open domain in Rd with

d > 1.

3 Proof of Approximation Estimates

We need the boundedness of the Hardy-Littlewood maximal operator on vari-

able spaces Lp(·) which can be found in [9, 7]. The Hardy-Littlewood maximal

operator M is defined for locally integrable functions f on Ω as

M(f)(x) = supx∈B

1

|B|

∫B∩Ω

|f(y)|dy, x ∈ Ω, (3.1)

where the supremum is taken over all balls B which contains x and for which

|B ∩Ω| > 0. Here |E| denotes the Lebesgue measure of a subset E of Ω. It was

shown in [9, 7] that when the exponent function p is log-Holder continuous, the

Hardy-Littlewood maximal operator M is bounded on the variable space Lp(·).

Lemma 6 If the exponent function p : Ω → [1,∞) satisfies 1 < p− ≤ p+ < ∞and the log-Holder continuity conditions (2.2) and (2.3), then there exists a

constant Ap depending only on p such that

‖M(f)‖Lp(·) ≤ Ap‖f‖Lp(·) , ∀f ∈ Lp(·). (3.2)

Now we can prove our first main result on quantitative estimates for the

approximation by positive linear operators on the variable space Lp(·) when the

approximated function lies in the Sobolev space W 1,p(·).

Proof of Theorem 3. Let f ∈ W 1,p(·). Express the difference function

Ln(f, x)− f(x) as

Ln(f, x)− f(x) = Ln(f(·)− f(x), x) + Ln(f(x), x)− f(x), x ∈ Ω.

By the linearity, Ln(f(x), x) = f(x)Ln(1, x).

For x, t ∈ Ω, we have

|f(t)− f(x)| =∣∣∣∣∫ t

x

∇f(u)du

∣∣∣∣ ≤M(∇f)(x)|t− x|.

6


384

Since Ln is a positive linear operator, the trivial relation −|f(t) − f(x)| ≤f(t)− f(x) ≤ |f(t)− f(x)| yields −Ln(|f(·)− f(x)|, x) ≤ Ln(f(·)− f(x), x) ≤Ln(|f(·)− f(x)|, x). It follows that

|Ln(f(·)− f(x), x)| ≤ Ln(|f(·)− f(x)|, x) ≤ Ln(M(∇f)(x)| · −x|, x)

≤M(∇f)(x)Ln(| · −x|, x).

Therefore, for any x ∈ Ω, there holds

|Ln(f, x)− f(x)| ≤M(∇f)(x)Ln(| · −x|, x) + |f(x)| |Ln(1, x)− 1|≤ ∆n (M(∇f)(x) + |f(x)|) .

The above bound gives

‖Ln(f)− f‖Lp(·) ≤ ∆n (‖M(∇f)‖Lp(·) + ‖f‖Lp(·)) .

Now we apply Lemma 6 and find ‖M(∇f)‖Lp(·) ≤ Ap‖∇f‖Lp(·) . Hence

‖Ln(f)− f‖Lp(·) ≤ ∆n (Ap‖∇f‖Lp(·) + ‖f‖Lp(·)) ≤ ∆n (Ap + 1) ‖f‖1,p(·).

The proof of Theorem 3 is complete.

The proof for the approximation estimates for general functions on the vari-

able space Lp(·) is standard.

Proof of Corollary 4. The triangle inequality tells us that for any g ∈W 1,p(·),

there holds

‖Ln(f)− f‖Lp(·) ≤ ‖Ln(f − g)‖Lp(·) + ‖Ln(g)− g‖Lp(·) + ‖g − f‖Lp(·) .

Then we apply Theorem 3 and see from the definition of the operator norm

‖Ln‖ that

‖Ln(f)− f‖Lp(·) ≤ (‖Ln‖+ 1) ‖f − g‖Lp(·) + (Ap + 1) ‖g‖1,p(·)∆n.

Taking the infimum over g ∈W 1,p(·) in the above bound yields

‖Ln(f)− f‖Lp(·) ≤ (‖Ln‖+ 1)K

(f,

Ap + 1

‖Ln‖+ 1∆n

)p(·)

.

The proof of Corollary 4 is complete.

4 Uniform Boundedness on Variable Spaces

In this section, we prove our second main result. The technical difficulty arising

from the uniform boundedness is overcome by the Lipschiz continuity of the

7


385

exponent function and localization of Bernstein type positive linear operators.

Here the Lipschitz continuity condition (2.8) and the lower bound p− > 1 play

a crucial role, and they imply the finiteness of the upper bound p+. Note that

here Ω = (0, 1).

Proof of Theorem 5. To give the proof in a unified way for both the Kan-

torovich operator and Durrmeyer operator, we use the notation χE for the

characteristic function of a set E and define kernels qn,knk=0 as

qn,k(t) =

(n+ 1)χ(k/(n+1),(k+1)/(n+1))(t), for Ln = Kn,

(n+ 1)bn,k(t), for Ln = Dn.(4.1)

Note that 0 ≤ qn,k(t) ≤ n+ 1 and∫

Ωqn,k(t)dt = 1. Then

Ln(f, x) =n∑k=0

∫Ω

qn,k(t)f(t)dtbn,k(x), x ∈ Ω = (0, 1).

Let f ∈ Lp(·) have norm 1. That means∫

Ω|f(x)|p(x)dx ≤ 1.

Let x ∈ Ω, n ∈ N, and β = 2p−−1 > 0. Define a subset Ωn of Ω as

Ωn =t ∈ Ω : |f(t)| > nβ

,

and

L∗n(f, x) =

n∑k=0

∫Ωn

qn,k(t)f(t)dtbn,k(x).

By the definition of p−, we have p(t) ≥ p− > 1 and |f(t)| > nβ for every

t ∈ Ωn, which implies

|f(t)| ≤ |f(t)|p(t)(nβ)1−p(t) ≤ |f(t)|p(t)nβ(1−p−) = n−2|f(t)|p(t).

It follows that

|L∗n(f, x)| ≤ n−2n∑k=0

∫Ωn

qn,k(t)|f(t)|p(t)dtbn,k(x)

≤ n−2n∑k=0

∫Ωn

(n+ 1)|f(t)|p(t)dtbn,k(x)

= n−2

∫Ωn

(n+ 1)|f(t)|p(t)dt ≤ 2

n.

Here we have used the assumption that∫

Ω|f(x)|p(x)dx ≤ 1.

Define

L∗∗n (f, x) =∑

k 6∈Jn,x

∫Ω\Ωn

qn,k(t)f(t)dtbn,k(x),

8


386

where Jn,x is the index set defined by

Jn,x =k ∈ 0, . . . , n : |k − nx| ≤ n 3

4

=

k ∈ 0, . . . , n :

∣∣∣∣kn − x∣∣∣∣ ≤ n− 1

4

.

(4.2)

We use the bound |f(t)| ≤ nβ for t ∈ Ω \ Ωn and

n14

∣∣∣∣kn − x∣∣∣∣ > 1, for k 6∈ Jn,x,

and see that

|L∗∗n (f, x)| ≤∑

k 6∈Jn,x

∫Ω\Ωn

(n+ 1)nβdtbn,k(x)

≤ (n+ 1)nβ∑

k 6∈Jn,x

bn,k(x)

≤ (n+ 1)nβ∑

k 6∈Jn,x

(n

14

∣∣∣∣kn − x∣∣∣∣)2r

bn,k(x),

where r is the integer part of 2β + 5. Then 2β + 4 < r ≤ 2β + 5.

It is well known in the classical approximation theory (see e.g., [15, 10]) that

there exists a positive constant Mr depending only on r ∈ N such that

Bn((· − x)2r, x

)≤Mrn

−r, ∀x ∈ (0, 1). (4.3)

Applying this bound to continue our estimates gives

|L∗∗n (f, x)| ≤ (n+ 1)nβnr2

n∑k=0

(k

n− x)2r

bn,k(x)

= (n+ 1)nβnr2Bn

((· − x)2r, x

)≤ (n+ 1)nβn

r2Mrn

−r ≤ 2Mrn1+β− r2 ≤ 2Mr

n.

Let us turn to the key part defined by

In :=

∫Ω

|Ln(f, x)− L∗n(f, x)− L∗∗n (f, x)|p(x)dx

=

∫Ω

∣∣∣∣∣∣∑

k∈Jn,x

∫Ω\Ωn

qn,k(t)f(t)dtbn,k(x)

∣∣∣∣∣∣p(x)

dx.

Applying the Holder inequality and the relation∑nk=0 bn,k(x) = 1 yields

In ≤∫

Ω

∑k∈Jn,x

(∫Ω\Ωn

qn,k(t)|f(t)|dt

)p(x)

bn,k(x)dx.

9


387

Since qn,k(t) ≥ 0 and∫

Ωqn,k(t)dt = 1, we apply the Holder inequality again and

find

In ≤∫

Ω

∑k∈Jn,x

∫Ω\Ωn

qn,k(t)|f(t)|p(x)dt

bn,k(x)dx

≤∫

Ω

∫Ω\Ωn

|f(t)|p(t)In,x,tdt

dx, (4.4)

where In,x,t is the quantity defined by

In,x,t =∑

k∈Jn,x

qn,k(t)|f(t)|p(x)−p(t)bn,k(x), t ∈ Ω \ Ωn. (4.5)

Recall the index set (4.2). It tells us that for k ∈ Jn,x, we have∣∣ kn − x

∣∣ ≤n−

14 .

For the Kantorovich operator Ln = Kn, we have qn,k(t) 6= 0 only when

t ∈ (k/(n + 1), (k + 1)/(n + 1)). In this case there hold |x − t| ≤ 2n−14 for

k ∈ Jn,x, and |p(x) − p(t)| ≤ 2Cαn−α4 by the Lipschitz condition (2.8). It

follows that

In,x,t ≤∑

k∈Jn,x

qn,k(t)(nβ2Cαn

−α4 + |f(t)|−p(t)

)bn,k(x)

≤(Mp,α + |f(t)|−p(t)

) n∑k=0

qn,k(t)bn,k(x), (4.6)

where the number Mp,α defined by

Mp,α = supn∈N

nβ2Cαn−α

4

is finite because taking logarithms tells us that

log(nβ2Cαn

−α4)

= β2Cαn−α4 log n→ 0 (n→∞).

The argument for the Durrmeyer operator is more complicated. Recall

Jn,t =

k ∈ 0, 1, . . . , n :

∣∣∣∣kn − t∣∣∣∣ ≤ n− 1

4

.

We need to separate the summation∑k∈Jn,x into

∑k∈Jn,x∩Jn,t +

∑k∈Jn,x\Jn,t .

For k ∈ Jn,x ∩ Jn,t we have again |x− t| ≤ 2n−14 and |p(x)− p(t)| ≤ 2Cαn

−α4 .

10


388

Hence ∑k∈Jn,x∩Jn,t

qn,k(t)|f(t)|p(x)−p(t)bn,k(x)

≤∑

k∈Jn,x∩Jn,t

qn,k(t)(nβ2Cαn

−α4 + |f(t)|−p(t)

)bn,k(x)

≤(Mp,α + |f(t)|−p(t)

) n∑k=0

qn,k(t)bn,k(x).

For the second summation term, we apply the moment estimate (4.3) to the

integer part r′ of the positive number 3 + 2βp+ and get from the upper bound

p+ = supx∈Ω p(x) of p that∑k∈Jn,x\Jn,t

qn,k(t)|f(t)|p(x)−p(t)bn,k(x)

≤∑

k∈Jn,x\Jn,t

(n

14

∣∣∣∣kn − t∣∣∣∣)2r′

(n+ 1)bn,k(t)(nβp+ + |f(t)|−p(t)

)bn,k(x)

≤ n r′2 Mr′n

−r′(n+ 1)(nβp+ + |f(t)|−p(t)

)≤ 2Mr′n

1− r′2(nβp+ + |f(t)|−p(t)

)≤ 2Mr′ + 2Mr′ |f(t)|−p(t).

Putting the above bounds for the two terms into (4.5), we know that

In,x,t ≤(Mp,α + |f(t)|−p(t)

) n∑k=0

qn,k(t)bn,k(x) + 2Mr′ + 2Mr′ |f(t)|−p(t).

Combining this with the bound (4.6) for the Kantorovich operator and (4.4),

we see by∫

Ωbn,k(t)dt = 1

n+1 and∑nk=0 bn,k(t) = 1 that

In ≤∫

Ω

∫Ω\Ωn

|f(t)|p(t)(Mp,α

n∑k=0

qn,k(t)bn,k(x) + 2Mr′

)

+n∑k=0

qn,k(t)bn,k(x) + 2Mr′dt

dx

≤ (Mp,α + 2Mr′)

∫Ω

|f(t)|p(t)dt+ 1 + 2Mr′ ≤Mp,α + 1 + 4Mr′ .

Based on the above estimates for the three terms L∗n, L∗∗n and Ln−L∗n−L∗∗n ,

we conclude that∫Ω

|Ln(f, x)|p(x)dx ≤

∫Ω

3p(x)|L∗n(f, x)|p(x)

+ |L∗∗n (f, x)|p(x)

+ |Ln(f, x)− L∗n(f, x)− L∗∗n (f, x)|p(x)dx

≤ 3p+(

2

n

)p++

(2

n

)p−+

(2Mr

n

)p++

(2Mr

n

)p−+Mp,α + 1 + 4Mr′

.

11


389

Thus, from p(x) ≥ p−, we find∫Ω

(|Ln(f, x)|

λ

)p(x)

dx ≤(

1

λ

)p− ∫Ω

|Ln(f, x)|p(x)dx ≤ 1,

if we choose

λ = Aα,p := 31+Cα

2 + 21+Cα + 2Mr + (2Mr)1+Cα +Mp,α + 1 + 4Mr′

,

since the Lipschitz condition (2.8) gives |p(x) − p(y)| ≤ Cα|x − y|α ≤ Cα, and

thereby the relations p+ ≤ p− + Cα and p+p−≤ 1 + Cα

p−≤ 1 + Cα. Therefore, we

have ‖Ln(f)‖Lp(·) ≤ Aα,p. This bound is true for any f ∈ Lp(·) with ‖f‖Lp(·) =

1. So ‖Ln‖ ≤ Aα,p. This completes the proof of Theorem 5.

Acknowledgement. This paper is dedicated to Professor Heiner Gonska who

helped the author with getting an Alexander von Humboldt Fellowship and host-

ed his visit at University of Duisburg during 1993-95. The author is grateful

to the warm hospitality provided by Heiner, Kurt, Joachim, Xinlong, Hubert,

Walter, Robert, and the other colleagues in Germany. He gained a lot of aca-

demic advice and research experience from his visit, which led him to write this

paper. The work was partially supported by a grant from the Research Grants

Council of Hong Kong [Project No. CityU 104710].

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Further interpretation of some fractionalOstrowski and Grüss type inequalities

George A. AnastassiouDepartment of Mathematical Sciences

University of MemphisMemphis, TN 38152, [email protected]

AbstractWe further interpret and simplify earlier produced fractional Ostrowski

and Grüss type inequalities involving several functions.

2010 Mathematics Subject Classication: 26A33, 26D10, 26D15.Keywords and Phrases: fractional derivative, fractional inequalities, Os-

trowski inequality, Grüss inequality.

1 Background

Let 0; the operator Ia+; dened for f 2 L1 [(a; b)] is given by

Ia+f (x) :=1

()

Z x

a

(x t)1 f (t) dt, (1)

for a x b, is called the left Riemann-Liouville fractional integral operatorof order . For = 0, we set I0a+ := I, the identity operator, see [1], p. 392,also [7].Let 0, n := de (de ceiling of the number), f 2 ACn ([a; b]) (it means

f (n1) 2 AC ([a; b]), absolutely continuous functions).Then the left Caputo fractional derivative is given by

Daf (x) =

1

(n )

Z x

a

(x t)n1 f (n) (t) dt =Ina+ f (n)

(x) ; (2)

and it exists almost everywhere for x 2 [a; b] :Let f 2 L1 ([a; b]), > 0. The right Riemann-Liouville fractional operator

([2], [8], [9]) of order is denoted by

Ibf (x) :=1

()

Z b

x

(z x)1 f (z) dz, 8x 2 [a; b] : (3)

1

392


We set I0b := I, the identity operator.Let now f 2 ACm ([a; b]), m 2 N, with m := de :We dene the right Caputo fractional derivative of order 0, by

Dbf (x) := (1)

mImb f (m) (x) ; (4)

we set D0bf := f , that is

Dbf (x) =

(1)m

(m )

Z b

x

(z x)m1 f (m) (z) dz: (5)

We need

Proposition 1 ([4], p. 361) Let > 0, m = de, f 2 Cm1 ([a; b]), f (m) 2L1 ([a; b]); x; x0 2 [a; b] : x x0. Then D

x0f (x) is continuous in x0:

Proposition 2 ([4], p. 361) Let > 0, m = de, f 2 Cm1 ([a; b]), f (m) 2L1 ([a; b]); x; x0 2 [a; b] : x x0. Then D

x0f (x) is continuous in x0:

We also mention

Theorem 3 ([4], p. 362) Let f 2 Cm ([a; b]) ; m = de ; > 0, x; x0 2 [a; b] :Then D

x0f (x), Dx0f (x) are jointly continuous functions in (x; x0) from

[a; b]2 into R:

Convention 4 ([4], p. 360) We suppose that

Dx0f (x) = 0, for x < x0; (6)

andDx0f (x) = 0, for x > x0; (7)

for all x; x0 2 [a; b] :

2 Motivation

We mention some Caputo fractional mixed Ostrowski type inequalities involvingseveral functions.

Theorem 5 ([6]) Let x0 2 [a; b] R, > 0, m = de, fi 2 ACm ([a; b]),i = 1; :::; r 2 N f1g, with f (k)i (x0) = 0, k = 1; :::;m 1, i = 1; :::; r: Assumethat

Dx0fi

1;[a;x0]

, D

x0fi 1;[x0;b]

<1, i = 1; :::; r: Denote by

(f1; :::; fr) (x0) := r

Z b

a

rY

k=1

fk (x)

!dx

rXi=1

2664fi (x0)Z b

a

0BB@ rYj=1j 6=i

fj (x)

1CCA dx

3775 :(8)

2

ANASTASSIOU: FRACTIONAL OSTROWSKI AND GRUSS INEQUALITIES

393

Then

j (f1; :::; fr) (x0)j rXi=1

26642664 D

x0fi 1;[a;x0]

I+1a+

0BB@ rYj=1j 6=i

jfj (x0)j

1CCA3775 (9)

+

2664 Dx0fi

1;[x0;b]

I+1b

0BB@ rYj=1j 6=i

jfj (x0)j

1CCA37753775 :

Inequality (9) is sharp, infact it is attained.

Theorem 6 ([6]) Let 1, m = de, and fi 2 ACm ([a; b]), i = 1; :::; r 2N f1g. Suppose that f (k)i (x0) = 0, k = 1; :::;m 1; x0 2 [a; b] and D

x0fi 2L1 ([a; x0]), D

x0fi 2 L1 ([x0; b]) ; for all i = 1; :::; r: Then

j (f1; :::; fr) (x0)j rXi=1

26642664 D

x0fi L1([a;x0])

Ia+

0BB@ rYj=1j 6=i

jfj (x0)j

1CCA3775 (10)

+

2664 Dx0fi

L1([x0;b])

Ib

0BB@ rYj=1j 6=i

jfj (x0)j

1CCA37753775 :

Theorem 7 ([6]) Let p; q > 1 : 1p +1q = 1, >

1q , m = de, > 0, and fi 2

ACm ([a; b]), i = 1; :::; r 2 Nf1g. Suppose that f (k)i (x0) = 0, k = 1; :::;m 1,x0 2 [a; b]; i = 1; :::; r. Assume D

x0fi 2 Lq ([a; x0]), and Dx0fi 2 Lq ([x0; b]) ;

i = 1; :::; r. Thenj (f1; :::; fr) (x0)j

+ 1

p

(p ( 1) + 1)

1p ()

rXi=1

26642664 D

x0fi Lq([a;x0])

I+ 1

p

a+

0BB@ rYj=1j 6=i

jfj (x0)j

1CCA3775 (11)

+

2664 Dx0fi

Lq([x0;b])

I+ 1

p

b

0BB@ rYj=1j 6=i

jfj (x0)j

1CCA37753775 :

Next we mention some Caputo fractional Grüss type inequalities for severalfunctions.

3


394

Theorem 8 ([6]) Let x0 2 [a; b] R, 0 < 1, fi 2 AC ([a; b]), i = 1; :::; r 2N f1g. Assume that sup

x02[a;b]

Dx0fi

1;[a;x0]

, supx02[a;b]

Dx0fi

1;[x0;b]

< 1,

i = 1; :::; r: Denote by

(f1; :::; fr) := r (b a)Z b

a

rY

k=1

fk (x)

!dx (12)

rXi=1

2664 Z b

a

fi (x) dx

!0BB@Z b

a

0BB@ rYj=1j 6=i

fj (x)

1CCA dx

1CCA3775 :

Thenj(f1; :::; fr)j (b a)

rXi=1

26642664 supx02[a;b]

Dx0fi

1;[a;x0]

supx02[a;b]

I+1a+

0BB@ rYj=1j 6=i

jfj (x0)j

1CCA3775+

2664 supx02[a;b]

Dx0fi

1;[x0;b]

supx02[a;b]

I+1b

0BB@ rYj=1j 6=i

jfj (x0)j

1CCA37753775 : (13)

Theorem 9 ([6]) Let p; q > 1 : 1p +1q = 1, 1

q < 1, and fi 2 AC ([a; b]),i = 1; :::; r 2 N f1g, x0 2 [a; b]. Assume that sup

x02[a;b]

Dx0fi

Lq([a;x0])

, and

supx02[a;b]

Dx0fi

Lq([x0;b])

<1; i = 1; :::; r. Then

j(f1; :::; fr)j (b a)

+ 1

p

(p ( 1) + 1)

1p ()

rXi=1

26642664 supx02[a;b]

Dx0fi

Lq([a;x0])

supx02[a;b]

I+ 1

p

a+

0BB@ rYj=1j 6=i

jfj (x0)j

1CCA3775+

2664 supx02[a;b]

Dx0fi

Lq([x0;b])

supx02[a;b]

I+ 1

p

b

0BB@ rYj=1j 6=i

jfj (x0)j

1CCA37753775 : (14)

4


395

3 Main Results

We make

Remark 10 Let g 2 C ([a; b]), > 0, x0 2 [a; b] R: Notice that

I+1a+ (g) (x0) =1

(+ 1)

Z x0

a

(x0 z) g (z) dz. (15)

Hence I+1a+ (g) (x0) 1

(+ 1)

Z x0

a

(x0 z) jg (z)j dz

kgk1;[a;x0]

(+ 1)

Z x0

a

(x0 z) dz =kgk1;[a;x0]

(+ 1)

(x0 a)+1

(+ 1)

=kgk1;[a;x0]

(+ 2)(x0 a)+1 : (16)

That is I+1a+ (g) (x0) kgk1;[a;x0]

(+ 2)(x0 a)+1 : (17)

Similarly we have

I+1b (g) (x0) =1

(+ 1)

Z b

x0

(z x0) g (z) dz, (18)

and I+1b (g) (x0) kgk1;[x0;b]

(+ 1)

Z b

x0

(z x0) dz

=kgk1;[x0;b]

(+ 1)

(b x0)+1

(+ 1)=kgk1;[x0;b]

(+ 2)(b x0)+1 : (19)

That is I+1b (g) (x0) kgk1;[x0;b]

(+ 2)(b x0)+1 : (20)

Consequently we derive

I+1a+

0BB@ rYj=1j 6=i

jfj (x0)j

1CCA (17)

rYj=1j 6=i

fj

1;[a;x0]

(+ 2)(x0 a)+1 ; (21)

5


396

and

I+1b

0BB@ rYj=1j 6=i

jfj (x0)j

1CCA (20)

rYj=1j 6=i

fj

1;[x0;b]

(+ 2)(b x0)+1 : (22)

Therefore it holds

j (f1; :::; fr) (x0)j(9)

rXi=1

26642664 D

x0fi 1;[a;x0]

I+1a+

0BB@ rYj=1j 6=i

jfj (x0)j

1CCA3775+

2664 Dx0fi

1;[x0;b]

I+1b

0BB@ rYj=1j 6=i

jfj (x0)j

1CCA37753775 ((21);(22))

1

(+ 2)

rXi=1

26642664 D

x0fi 1;[a;x0]

rYj=1j 6=i

fj

1;[a;x0]

3775 (x0 a)+1+2664 D

x0fi 1;[x0;b]

rYj=1j 6=i

fj

1;[x0;b]

3775 (b x0)+13775 =: (1) : (24)

Call

M1 (f1; :::; fr) (x0) := maxi=1;:::;r

n Dx0fi

1;[a;x0]

; D

x0fi 1;[x0;b]

o: (25)

Then

(1) M1 (f1; :::; fr) (x0)

(+ 2)

rXi=1

2664

rYj=1j 6=i

fj

1;[a;x0]

(x0 a)+1+

rYj=1j 6=i

fj

1;[x0;b]

(b x0)+1

3775 =: (2) : (26)

Call

1 (f1; :::; fr) (x0) := max

8>><>>:rXi=1

rYj=1j 6=i

fj

1;[a;x0]

;rXi=1

rYj=1j 6=i

fj

1;[x0;b]

9>>=>>; : (27)

6


397

So that

(2) M1 (f1; :::; fr) (x0) 1 (f1; :::; fr) (x0)

(+ 2)

h(b x0)+1 + (x0 a)+1

i

(28)M1 (f1; :::; fr) (x0) 1 (f1; :::; fr) (x0)

(+ 2)(b a)+1 :

We have proved simpler interpretations of Caputo fractional mixed Os-trowski type inequalities involving several functions.

Theorem 11 Here all as in Theorem 5, M1 (f1; :::; fr) (x0) as in (25) and 1 (f1; :::; fr) (x0) as in (27). Then

j (f1; :::; fr) (x0)j

M1 (f1; :::; fr) (x0) 1 (f1; :::; fr) (x0)

(+ 2)

h(b x0)+1 + (x0 a)+1

i (29)

M1 (f1; :::; fr) (x0) 1 (f1; :::; fr) (x0)

(+ 2)(b a)+1 : (30)

We make

Remark 12 Let g 2 C ([a; b]), 1, x0 2 [a; b] R. We have that

Ia+ (g) (x0) kgk1;[a;x0]

(+ 1)(x0 a) ; (31)

and Ib (g) (x0) kgk1;[x0;b]

(+ 1)(b x0) : (32)

Consequently we derive

Ia+

0BB@ rYj=1j 6=i

jfj (x0)j

1CCA (31)

rYj=1j 6=i

fj

1;[a;x0]

(+ 1)(x0 a) ; (33)

Ib

0BB@ rYj=1j 6=i

jfj (x0)j

1CCA (32)

rYj=1j 6=i

fj

1;[x0;b]

(+ 1)(b x0) : (34)

7


398

Therefore it holds

j (f1; :::; fr) (x0)j(10)

rXi=1

26642664 D

x0fi L1([a;x0])

Ia+

0BB@ rYj=1j 6=i

jfj (x0)j

1CCA3775+

2664 Dx0fi

L1([x0;b])

Ib

0BB@ rYj=1j 6=i

jfj (x0)j

1CCA37753775 ((33);(34))

1

(+ 1)

rXi=1

26642664 D

x0fi L1([a;x0])

rYj=1j 6=i

fj

1;[a;x0]

3775 (x0 a)+2664 D

x0fi L1([x0;b])

rYj=1j 6=i

fj

1;[x0;b]

3775 (b x0)3775 =: () : (35)

Call

M2 (f1; :::; fr) (x0) := maxi=1;:::;r

n Dx0fi

L1([a;x0])

; D

x0fi L1([x0;b])

o: (36)

Then

() M2 (f1; :::; fr) (x0)

(+ 1)

rXi=1

2664

rYj=1j 6=i

fj

1;[a;x0]

(x0 a) +

rYj=1j 6=i

fj

1;[x0;b]

(b x0)

3775 (37)

M2 (f1; :::; fr) (x0) 1 (f1; :::; fr) (x0)

(+ 1)[(b x0) + (x0 a)] (38)

M2 (f1; :::; fr) (x0) 1 (f1; :::; fr) (x0)

(+ 1)(b a) : (39)

We have proved

Theorem 13 Let all as in Theorem 6, M2 (f1; :::; fr) (x0) as in (36) and 1(f1;:::; fr) (x0) as in (27). Then

j (f1; :::; fr) (x0)j M2 (f1; :::; fr) (x0) 1 (f1; :::; fr) (x0)

(+ 1)[(b x0) + (x0 a)]

(40)

M2 (f1; :::; fr) (x0) 1 (f1; :::; fr) (x0)

(+ 1)(b a) : (41)

8


399

Similarly we obtain

Theorem 14 Let all as in Theorem 7. Call

M3 (f1; :::; fr) (x0) := maxi=1;:::;r

n Dx0fi

Lq([a;x0])

; D

x0fi Lq([x0;b])

o: (42)

Here 1 (f1; :::; fr) (x0) as in (27). Then

j (f1; :::; fr) (x0)j

M3 (f1; :::; fr) (x0) 1 (f1; :::; fr) (x0)+ 1

p

(p ( 1) + 1)

1p ()

h(b x0)+

1p + (x0 a)+

1p

i (43)

M3 (f1; :::; fr) (x0) 1 (f1; :::; fr) (x0)+ 1

p

(p ( 1) + 1)

1p ()

(b a)+1p : (44)

Finally we give a simpler interpretation of Caputo fractional Grüss typeinequalities (13), (14).

Theorem 15 All as in Theorem 8. We dene

M4 (f1; :::; fr) := maxi=1;:::;r

(sup

x02[a;b]

Dx0fi

1;[a;x0]

; supx02[a;b]

Dx0fi

1;[x0;b]

)(45)

and 2 (f1; :::; fr) (x0) :=

max

8>><>>:rXi=1

supx02[a;b]

rYj=1j 6=i

fj

1;[a;x0]

;rXi=1

supx02[a;b]

rYj=1j 6=i

fj

1;[x0;b]

9>>=>>; : (46)

Then

j(f1; :::; fr)j 2M4 (f1; :::; fr) 2 (f1; :::; fr)

(+ 2)(b a)+2 : (47)

Theorem 16 All as in Theorem 9. We dene

M5 (f1; :::; fr) := maxi=1;:::;r

(sup

x02[a;b]

Dx0fi

Lq([a;x0])

; supx02[a;b]

Dx0fi

Lq([x0;b])

)(48)

Here 2 is as in (46). Then

j(f1; :::; fr)j 2M5 (f1; :::; fr) 2 (f1; :::; fr)+ 1

p

(p ( 1) + 1)

1p ()

(b a)+1p+1 : (49)

We nish with applications.

9


400

4 Applications

We apply above theory for r = 2. In that case

(f1; f2) (x0) = 2

Z b

a

f1 (x) f2 (x) dxf1 (x0)Z b

a

f2 (x) dxf2 (x0)Z b

a

f1 (x) dx;

(50)x0 2 [a; b] ;

M1 (f1; f2) (x0) =

maxn D

x0f1 1;[a;x0]

; D

x0f2 1;[a;x0]

; D

x0f1 1;[x0;b]

; D

x0f2 1;[x0;b]

o;

(51)

1 (f1; f2) (x0) = maxnkf1k1;[a;x0]

+ kf2k1;[a;x0]; kf1k1;[x0;b]

+ kf2k1;[x0;b]

o;

(52)

M2 (f1; f2) (x0) = maxn D

x0f1 L1([a;x0])

; Dx0f2

L1([a;x0])

; D

x0f1 L1([x0;b])

; D

x0f2 L1([x0;b])

o; (53)

M3 (f1; f2) (x0) := maxn D

x0f1 Lq([a;x0])

; Dx0f2

Lq([a;x0])

; D

x0f1 Lq([x0;b])

; D

x0f2 Lq([x0;b])

o; (54)

(f1; f2) = 2

"(b a)

Z b

a

f1 (x) f2 (x) dx Z b

a

f1 (x) dx

! Z b

a

f2 (x) dx

!#;

(55)

M4 (f1; f2) = max

(sup

x02[a;b]

Dx0f1

1;[a;x0]

; supx02[a;b]

Dx0f2

1;[a;x0]

;

supx02[a;b]

Dx0f1

1;[x0;b]

; supx02[a;b]

Dx0f2

1;[x0;b]

); (56)

2 (f1; f2) = max

(sup

x02[a;b]kf1k1;[a;x0]

+ supx02[a;b]

kf2k1;[a;x0];

supx02[a;b]

kf1k1;[x0;b]+ supx02[a;b]

kf2k1;[x0;b]

); (57)

and

M5 (f1; f2) = max

(sup

x02[a;b]

Dx0f1

Lq([a;x0])

; supx02[a;b]

Dx0f2

Lq([a;x0])

;

supx02[a;b]

Dx0f1

Lq([x0;b])

; supx02[a;b]

Dx0f2

Lq([x0;b])

); (58)

above p; q > 1 : 1p +1q = 1:

10


401

Proposition 17 Let x0 2 [a; b] R, > 0, m = de, f1; f2 2 ACm ([a; b]),with f (k)1 (x0) = f

(k)2 (x0) = 0, k = 1; :::;m 1. Assume that

Dx0f1

1;[a;x0]

; Dx0f2

1;[a;x0]

; D

x0f1 1;[x0;b]

; D

x0f2 1;[x0;b]

<1: Then

j (f1; f2) (x0)j M1 (f1; f2) (x0) 1 (f1; f2) (x0)

(+ 2)

h(b x0)+1 + (x0 a)+1

i(59)

M1 (f1; f2) (x0) 1 (f1; f2) (x0)

(+ 2)(b a)+1 : (60)

Proof. By Theorem 11.

Proposition 18 Let 1, m = de, and f1; f2 2 ACm ([a; b]). Suppose thatf(k)1 (x0) = f

(k)2 (x0) = 0, k = 1; :::;m 1; x0 2 [a; b] and D

x0f1; Dx0f2 2

L1 ([a; x0]), Dx0f1; D

x0f2 2 L1 ([x0; b]). Then

j (f1; f2) (x0)j M2 (f1; f2) (x0) 1 (f1; f2) (x0)

(+ 1)[(b x0) + (x0 a)] (61)

M2 (f1; f2) (x0) 1 (f1; f2) (x0)

(+ 1)(b a) : (62)


Proposition 19 Let p; q > 1 : 1p +1q = 1, >

1q , m = de, > 0, and f1; f2 2

ACm ([a; b]) : Suppose that f (k)1 (x0) = f(k)2 (x0) = 0, k = 1; :::;m1, x0 2 [a; b] :

Assume Dx0f1; D

x0f2 2 Lq ([a; x0]), and D

x0f1; D

x0f2 2 Lq ([x0; b]). Then

j (f1; f2) (x0)j M3 (f1; f2) (x0) 1 (f1; f2) (x0)+ 1

p

(p ( 1) + 1)

1p ()

h(b x0)+

1p + (x0 a)+

1p

i(63)

M3 (f1; f2) (x0) 1 (f1; f2) (x0)+ 1

p

(p ( 1) + 1)

1p ()

(b a)+1p : (64)


Proposition 20 Let x0 2 [a; b] R, 0 < 1, f1; f2 2 AC ([a; b]). Assumethat sup

x02[a;b]

Dx0f1

1;[a;x0]

; supx02[a;b]

Dx0f2

1;[a;x0]

; supx02[a;b]

Dx0f1

1;[x0;b]

;

supx02[a;b]

Dx0f2

1;[x0;b]

<1: Then

j(f1; f2)j 2M4 (f1; f2) 2 (f1; f2)

(+ 2)(b a)+2 : (65)


11


402

Proposition 21 Let p; q > 1 : 1p +1q = 1,

1q < 1, and f1; f2 2 AC ([a; b]),

x0 2 [a; b] : Assume that supx02[a;b]

Dx0fi

Lq([a;x0])

; supx02[a;b]

Dx0fi

Lq([x0;b])

<

1, i = 1; 2: Then

j(f1; f2)j 2M5 (f1; f2) 2 (f1; f2)

+ 1p

(p ( 1) + 1)

1p ()

(b a)+1p+1 : (66)


References

[1] G.A. Anastassiou, Fractional Di¤erentiation Inequalities, Research Mono-graph, Springer, New York, 2009.

[2] G.A. Anastassiou, On Right fractional calculus, Chaos, Solitons and Fractals,42 (2009), 365-376.

[3] G.A. Anastassiou, Advances on Fractional Inequalities, Research Mono-graph, Springer, New York, 2011.

[4] G.A. Anastassiou, Intelligent Mathematics: Computational Analysis, Re-search Monograph, Springer, Berlin, Heidelberg, 2011.

[5] G.A. Anastassiou, Fractional Representation Formulae and right fractionalinequalities, Mathematical and Computer Modelling, 54 (2011), (11-12),3098-3115.

[6] G.A. Anastassiou, Fractional Ostrowski and Grüss Type Inequalities Involv-ing Several Functions, submitted 2013.

[7] Kai Diethelm, The Analysis of Fractional Di¤erential Equations, LectureNotes in Mathematics, Vol. 2004, 1 st edition, Springer, New York, Heidel-berg, 2010.

[8] A.M.A. El-Sayed and M. Gaber, On the nite Caputo and nite Riesz deriva-tives, Electronic Journal of Theoretical Physics, Vol. 3, No. 12 (2006), 81-95.

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12


403

TABLE OF CONTENTS, JOURNAL OF APPLIED FUNCTIONAL

ANALYSIS, VOL. 9, NO.’S 3-4, 2014

On the 65th Birthday of Prof. Dr. dr.h.c. Heiner Gonska, Daniela Kacsó, and Jörg Wenz,…213

Improvement and Generalization of some Ostrowski-type Inequalities, Ana Maria Acu, and Maria-Daniela Rusu,…………………………………………………………………………216

Balanced Canavati type Fractional Opial Inequalities, George A. Anastassiou,……………..230

K-spectral Sets: an Asymptotic Viewpoint, Catalin Badea,…………………………………239

Sampling Theorems Associated with Stone-regular Eigenvalue Problems, S.A. Buterin, and G. Freiling,……………………………………………………………………………………251

Volume of Support for Multivariate Continuous Refinable Functions, Li Cheng, H.-B Knoop, and Xinlong Zhou,……………………………………………………………………………262

On Copositive Approximation by Bivariate Polynomials on Rectangular Grids, Lucian Coroianu, and Sorin G. Gal,………………………………………………………………………………272

From Bernstein Polynomials to Bernstein Copulas, Claudia Cottin, and Dietmar Pfeifer,……277

Blended Fejer-type Approximation, Franz-J. Delvos,…………………………………………289

An Answer to a Conjecture on Positive Linear Operators, Ioan Gavrea, and Mircea Ivan,…..300

Approximation by Szász-Mirakyan-Baskakov Operators, Vijay Gupta, and Gancho Tachev,.308

k-th Order Kantorovich Type Modification of the Operators , Margareta Heilmann, and Ioan

Rașa,……………………………………………………………………………………………320

On the Class of Operators ϱ Linking the Bernstein and the Genuine Bernstein-Durrmeyer

Operators, Daniela Kacsó, and Elena Stănilă,…………………………………………………335

On Zermelo's Navigation Problem with Mathematica, Marian Mureșan,…………………….349

Simultaneous Approximation by a Class of Szász-Mirakjan Operators, Radu Păltănea,…….356

On Some Operators Linking the Bernstein and the Genuine Bernstein-Durrmeyer Operators, Ioan Rașa, and Elena Stănilă,.............................................................................................................369

Approximation by Positive Linear Operators on Variable Lp(.) Spaces, Ding-Xuan Zhou,.......379

Further Interpretation of Some Fractional Ostrowski and Grüss Type Inequalities, George A. Anastassiou,.................................................................................................................................392

JOURNAL OF APPLIED FUNCTIONAL ANALYSIS · The purpose of the "Journal of Applied Functional...

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