CUBO A Mathematical Journal Vol.10, N o ¯ 01, (11–18). March 2008 Error Inequalities for a Taylor-like Formula Nenad Ujević Department of Mathematics University of Split Teslina 12/III, 21000 Split – CROATIA email: ujevic@pmfst.hr ABSTRACT A Taylor-like formula is derived. Various error bounds for this formula are established. RESUMEN Se deduce una formula de tipo Taylor. Se establecen varias cotas de error para esta formula. Key words and phrases: Error Inequalities, Taylor formula. Math. Subj. Class.: 26D10. 12 Nenad Ujević CUBO 10, 1 (2008) 1 Introduction In recent years a number of authors have considered the Taylor and generalized Taylor formulas from an inequalities point of view. For example, this topic is considered in [1], [2], [3], [4], [5], [6] and [8]. In [5] we can find the following generalization of Taylor formula: f (x) = f (a) + n ∑ k=1 (−1)k+1 [ Pk(x)f (k) (x) − Pk(a)f (k) (a) ] + Rn(f, a, x), (1) Rn(f, a, x) = (−1) n ∫ x a Pn(t)f (n+1) (t)dt, where{Pk(t)} ∞ 0 is a harmonic (or Appell) sequence of polynomials, that is P ′ k(t) = Pk−1(t), P0(t) = 1. If we substitute Pk(t) = (t − x)k k! in (1) then we get the classical Taylor formula: f (x) = f (a) + n ∑ k=1 (x − a)k k! f (k) (a) + R C n (f, a, x), R C n (f, a, x) = 1 n! ∫ x a (x − t)nf (n+1)(t)dt. In this paper we derive a Taylor-like formula. A way of obtaining this formula is similar to the way described in [5]. However, here we do not use an Appell sequence of polynomials. We use functions of the form Sn(t) = { Pn(t), t ∈ [ a, a+x 2 ] Qn(t), t ∈ ( a+x 2 , x ] , where Pn(t) and Qn(t) are Appell-like sequences of polynomials. We also establish various error bounds for this formula. Similar error inequalities are established in [7] for some quadrature rules. Finally, we give an application of the mentioned Taylor-like formula to logarithmic function. 2 Main results Theorem 1 Let f : [a, x] → R be a function such that f (n) is absolutely continuous. Then f (x) = f (a) − n ∑ k=1 (−1)k(x − a)k 4kk! (1 + k) [ f (k) (x) − (−1)kf (k)(a) ] (2) CUBO 10, 1 (2008) Error Inequalities for a Taylor-Like Formula 13 − n ∑ k=2 (−1)k(x − a)k 4kk! (1 − k) [ 1 − (−1)k ] f (k) ( a + x 2 ) + R(f ), where R(f ) = (−1)n ∫ x a Sn(t)f (n+1) (t)dt (3) and Sn(t) =    (t− 3a+x 4 )n−1 n! [ t + (n−3)a−(n+1)x 4 ] , t ∈ [ a, a+x 2 ] (t− a+3x )n−1 n! [ t + (n−3)x−(n+1)a 4 ] , t ∈ ( a+x 2 , x ] . (4) Proof. We prove (2) by induction. We easily show that (2) holds for n = 1. Now suppose that (2) holds for an arbitrary n. We have to prove that (2) holds for n → n + 1. To simplify the proof we introduce the notations Pn(t) = (t − 3a+x 4 ) n−1 n! [ t + (n − 3)a − (n + 1)x 4 ] (5) Qn(t) = (t − a+3x 4 ) n−1 n! [ t + (n − 3)x − (n + 1)a 4 ] . (6) We see that Pn and Qn form Appell sequences of polynomials, that is P ′ n(t) = Pn−1(t), Q ′ n(t) = Qn−1(t), P0(t) = Q0(t) = 1. We have (−1)n+1 ∫ x a Sn+1(t)f (n+2) (t)dt = (−1)n+1 ∫ a+x 2 a Pn+1(t)f (n+2) (t)dt + (−1)n+1 ∫ x a+x 2 Qn+1(t)f (n+2) (t)dt = (−1)n+1 [ Pn+1( a + x 2 )f (n+1) ( a + x 2 ) − Pn+1(a)f (n+1) (a) ] +(−1)n+1 [ Qn+1(x)f (n+1) (x) − Qn+1( a + x 2 )f (n+1) ( a + x 2 ) ] +(−1)n ∫ a+x 2 a Pn(t)f (n+1) (t)dt + (−1)n ∫ x a+x 2 Qn(t)f (n+1) (t)dt = (−1)n ∫ x a Sn(t)f (n+1) (t)dt + (−1)n+1 [ Pn+1( a + x 2 ) − Qn+1( a + x 2 ) ] f (n+1) ( a + x 2 ) −(−1)n+1 [ Pn+1(a)f (n) (a) − Qn+1(x)f (n) (x) ] = − ∫ x a f ′ (t)dt + n ∑ k=1 (−1)k(x − a)k 4kk! [ f (k) (x) − (−1)kf (k)(a) ] 14 Nenad Ujević CUBO 10, 1 (2008) + n ∑ k=2 (−1)k(x − a)k 4kk! (1 − k) [ 1 − (−1)k ] f (k) ( a + x 2 ) +(−1)n+1 [ Pn+1( a + x 2 ) − Qn+1( a + x 2 ) ] f (n+1) ( a + x 2 ) −(−1)n+1 [ Pn+1(a)f (n) (a) − Qn+1(x)f (n) (x) ] = − ∫ x a f ′ (t)dt + n+1 ∑ k=1 (−1)k(x − a)k 4kk! [ f (k) (x) − (−1)kf (k)(a) ] + n+1 ∑ k=2 (−1)k(x − a)k 4kk! (1 − k) [ 1 − (−1)k ] f (k) ( a + x 2 ), since (−1)n+1 [ Pn+1( a + x 2 ) − Qn+1( a + x 2 ) ] f (n) ( a + x 2 ) −(−1)n+1 [ Pn+1(a)f (n) (a) − Qn+1(x)f (n) (x) ] = (−1)n+1(x − a)n+1 4n+1(n + 1)! (1 − n − 1) [ 1 − (−1)n+1 ] f (n+1) ( a + x 2 ) + (−1)n+1(x − a)n+1 4n+1(n + 1)! [ f (n+1) (x) − (−1)n+1f (n+1)(a) ] . This completes the proof. Lemma 2 The functions Sn(t) satisfy: ∫ x a Sn(t)dt = 0, if n is odd, (7) ∫ x a |Sn(t)| dt = (4n + 4)(x − a)n+1 4n+1(n + 1)! , (8) max t∈[a,x] |Sn(t)| = (n + 1)(x − a)n 4nn! . (9) Proof. A simple calculation gives ∫ x a Sn(t)dt = (x − a)n+1 4n(n + 1)! [ 1 − (−1)n+1 ] . From the above relation we see that (7) holds, since 1 − (−1)n+1 = 0 if n is odd. CUBO 10, 1 (2008) Error Inequalities for a Taylor-Like Formula 15 We now consider some properties of the Appell sequences of polynomials Pn(t) and Qn(t), given by (5) and (6), respectively. Since t + (n − 3)a − (n + 1)x 4 ≤ 0, t ∈ [ a, a + x 2 ] and t + (n − 3)x − (n + 1)a 4 ≥ 0, t ∈ ( a + x 2 , x ] we easily show that the following facts are valid. If n is odd then Pn(t) ≤ 0 and Qn(t) ≥ 0. Furthermore, Pn(t) is an increasing function for t ∈ [ a, 3a+x 4 ) and it is a decreasing function for t ∈ ( 3a+x 4 , a+x 2 ] . The function Qn(t) is decreasing for t ∈ [ a+x 2 , a+3x 4 ) and it is increasing for t ∈ ( 3a+3x 4 , x ] . If n is even then Pn(t) is a decreasing function and Qn(t) is an increasing function. Furthermore, Pn(t) > 0 for t ∈ [ a, 3a+x 4 ) and Pn(t) < 0 for t ∈ ( 3a+x 4 , a+x 2 ] , while Qn(t) < 0 for t ∈ [ a+x 2 , a+3x 4 ) and Qn(t) > 0 for t ∈ ( 3a+3x 4 , x ] . We use these properties to prove (8) and (9). If n is odd then we have ∫ x a |Sn(t)| dt = ∫ a+x 2 a |Pn(t)| dt + ∫ x a+x 2 |Qn(t)| dt = ∣ ∣ ∣ ∣ ∣ ∫ a+x 2 a Pn(t)dt ∣ ∣ ∣ ∣ ∣ + ∣ ∣ ∣ ∣ ∣ ∫ x a+x 2 Qn(t)dt ∣ ∣ ∣ ∣ ∣ = (4n + 4)(x − a)n+1 4n+1(n + 1)! . If n is even then we find that the same result is valid. Thus (8) holds. Finally, we have max t∈[a,x] |Sn(t)| = max { max t∈[a, a+x 2 ] |Pn(t)| , max t∈[ a+x 2 ,x] |Qn(t)| } = max { ∣ ∣ ∣ ∣ Pn( a + x 2 ) ∣ ∣ ∣ ∣ , ∣ ∣ ∣ ∣ Qn( a + x 2 ) ∣ ∣ ∣ ∣ , |Pn(a)| , |Qn(x)| } = (n + 1)(x − a)n 4nn! . 16 Nenad Ujević CUBO 10, 1 (2008) We introduce the notation F (x, a) = f (a) − n ∑ k=1 (−1)k(x − a)k 4kk! (1 + k) [ f (k) (x) − (−1)kf (k)(a) ] − n ∑ k=2 (−1)k(x − a)k 4kk! (1 − k) [ 1 − (−1)k ] f (k) ( a + x 2 ). Theorem 3 Let f : [a, x] → R be a function such that f (n) is absolutely continuous and there exist real numbers γn, Γn such that γn ≤ f (n+1) (t) ≤ Γn, t ∈ [a, x]. Then |f (x) − F (x, a)| ≤ Γn − γn (n + 1)! (2n + 2)(x − a)n+1 4n+1 if n is odd (10) and |f (x) − F (x, a)| ≤ (4n + 4)(x − a)n+1 4n+1(n + 1)! ∥ ∥ ∥ f (n+1) ∥ ∥ ∥ ∞ if n is even. (11) Proof. Let n be odd. From (3) and (7) we get R(f ) = (−1)n ∫ x a Sn(t)f (n+1) (t)dt = (−1)n ∫ x a Sn(t) [ f (n+1) (t) − γn + Γn 2 ] dt such that we have |R(f )| = |f (x) − F (x, a)| ≤ max t∈[a,x] ∣ ∣ ∣ ∣ f (n+1) (t) − γn + Γn 2 ∣ ∣ ∣ ∣ ∫ x a |Sn(t)| dt. (12) We also have max t∈[a,x] ∣ ∣ ∣ ∣ f (n+1) (t) − γn + Γn 2 ∣ ∣ ∣ ∣ ≤ Γn − γn 2 . (13) From (12), (13) and (8) we get |f (x) − F (x, a)| ≤ Γn − γn (n + 1)! (2n + 2)(x − a)n+1 4n+1 . Let n be even. Then we have |R(f )| = |f (x) − F (x, a)| ≤ ∫ x a |Sn(t)| dt ∥ ∥ ∥ f (n+1) ∥ ∥ ∥ ∞ = (4n + 4)(x − a)n+1 4n+1(n + 1)! ∥ ∥ ∥ f (n+1) ∥ ∥ ∥ ∞ . Theorem 4 Let f : [a, x] → R be a function such that f (n) is absolutely continuous and let n be odd. If there exists a real number γn such that γn ≤ f (n+1) (t), t ∈ [a, x] then |f (x) − F (x, a)| ≤ (Tn − γn) (n + 1)(x − a)n+1 4nn! , (14) CUBO 10, 1 (2008) Error Inequalities for a Taylor-Like Formula 17 where Tn = f (n) (x) − f (n)(a) x − a . If there exists a real number Γn such that f (n+1) (t) ≤ Γn, t ∈ [a, x] then |f (x) − F (x, a)| ≤ (Γn − Tn) (n + 1)(x − a)n+1 4nn! . (15) Proof. We have |R(f )| = |f (x) − F (x, a)| = ∣ ∣ ∣ ∣ ∫ x a (f (n+1) (t) − γn)Sn(t)dt ∣ ∣ ∣ ∣ , since (7) holds. Then we have ∣ ∣ ∣ ∣ ∫ x a (f (n+1) (t) − γn)Sn(t)dt ∣ ∣ ∣ ∣ ≤ max t∈[a,x] |Sn(t)| ∫ x a (f (n+1) (t) − γn)dt = (n + 1)(x − a)n 4nn! [ f (n) (x) − f (n)(a) − γn(x − a) ] = (n + 1)(x − a)n+1 4nn! (Tn − γn) . In a similar way we can prove that (15) holds. Remark 5 Note that we can apply the estimations (10) and (11) only if f (n+1) is bounded. On the other hand, we can apply the estimation (14) if f (n+1) is unbounded above and we can apply the estimation (15) if f (n+1) is unbounded below. 3 An application to logarithmic function We now apply the formula (2) to logarithmic function. We have f (j) (t) = (−1)j (j − 1)! (1 + t)j if f (t) = ln(1 + t). (16) From (2), (16) and a = 0, f (t) = ln(1 + t) we get F (x) = − n ∑ k=1 (−1)kxk 4kk [ (1 + k) ( (−1)k+1 (1 + x)k + 1 ) + (−1)k+1(1 − k)(1 − (−1)k) (1 + x 2 )k ] (17) ≈ ln(1 + x), x ∈ ( − 4 5 , 4 ) . 18 Nenad Ujević CUBO 10, 1 (2008) The standard formula for this function is given by S(x) = m ∑ k=1 (−1)k+1xk k ≈ ln(1 + x), x ∈ (−1, 1) . (18) Many numerical examples show that n can be much less than m if we wish to obtain a prior given accuracy and if x is close to 1 (x < 1). Let us choose x = 0.99 and give the accuracy of order E − 14. The ”exact” value is ln(1 + 0.99) = 0.688134643528734. If we use (17) with n = 22 then we get F (0.99) ≈ 0.688134643528725. If we use (18) with m = 5000 then we get S(0.99) ≈ 0.688134643528737. All calculations are done in double precision arithmetic. The first approximate result is obtained faster than the second one. Similar results are obtained when we chose x = 0.9, x = 0.95, etc. Received: May 2006. Revised: August 2006. References [1] G.A. 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