Journal of Inequalities in Pure and Applied Mathematics AN INTEGRAL APPROXIMATION IN THREE VARIABLES A. SOFO School of Computer Science and Mathematics Victoria University of Technology PO Box 14428, MCMC 8001, Victoria, Australia. EMail: sofo@csm.vu.edu.au URL: http://rgmia.vu.edu.au/sofo volume 4, issue 3, article 58, 2003. Received 15 November, 2002; accepted 25 August, 2003. Communicated by: C.E.M. Pearce Abstract Contents JJ J II I Home Page Go Back Close c 2000 Victoria University ISSN (electronic): 1443-5756 125-02 Quit Abstract In this paper we will investigate a method of approximating an integral in three independent variables. The Ostrowski type inequality is established by the use of Peano kernels and provides a generalisation of a result given by Pachpatte. 2000 Mathematics Subject Classification: Primary 26D15; Secondary 41A55. Key words: Ostrowski inequality, Three independent variables, Partial derivatives. An Integral Approximation in Three Variables Contents 1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 Triple Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . References A. Sofo 3 7 Title Page Contents JJ J II I Go Back Close Quit Page 2 of 27 J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 http://jipam.vu.edu.au 1. Introduction The numerical estimation of the integral, or multiple integral of a function over some specified interval is important in many scientific applications. Generally speaking, the error bound for the midpoint rule is about one half of the trapezoidal rule and Stewart [14] has a nice geometrical explanation of this generality. The speed of convergence of an integral is also important and Weideman [15] has some pertinent examples illustrating perfect, algebraic, geometric, super-geometric and sub-geometric convergence for periodic functions. In particular, we shall establish an Ostrowski type inequality for a triple integral which provides a generalisation or extension of a result given by Pachpatte [10]. In 1938 Ostrowski [7] obtained a bound for the absolute value of the difference of a function to its average over a finite interval. The following definitions will be used in this exposition Z b 1 f (t) dt, (1.1) M (f ) := b−a a (1.2) f (b) + f (a) IT (f ) := 2 A. Sofo Title Page Contents JJ J II I Go Back Close Quit and (1.3) An Integral Approximation in Three Variables IM (f ) := f a+b 2 Page 3 of 27 . J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 The Ostrowski result is given by: http://jipam.vu.edu.au Theorem 1.1. Let f : [a, b] → R be a differentiable mapping on (a, b) whose derivative f 0 : (a, b) → R is bounded on (a, b) , that is, kf 0 k∞ := sup |f 0 (t)| < ∞. t∈(a,b) Then we have the inequality (1.4) |f (x) − M (f )| ≤ 2 ! x − a+b 1 2 (b − a) kf 0 k∞ + 4 (b − a)2 An Integral Approximation in Three Variables A. Sofo for all x ∈ [a, b] . The constant 41 is the best possible. Improvements of the result (1.4) has also been obtained by Dedić, Matić and Pearce [2], Pearce, Pečarić, Ujević and [11], Dragomir [3] and Varošanec , very recently Guessab and Sofo [12]. For a symmetrical point x ∈ a, a+b 2 Schmeisser [4] studied the more general quadrature formula f (x) + f (a + b − x) M (f ) − = E (f ; x) 2 Title Page Contents JJ J II I Go Back Close where E (f ; x) is the remainder. For x = a+b and f defined on [a, b] with Lipschitz constant M, then 2 |M (f ) − IM (f )| ≤ M (b − a) . 4 Quit Page 4 of 27 J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 http://jipam.vu.edu.au For x = a, then M (b − a) . 4 The following result, which is a generalisation of Theorem 1.1, was given by Milovanović [6, p. 468] in 1975 concerning a function, f, of several variables. |M (f ) − IT (f )| ≤ Theorem 1.2. Let f : Rn → R be a differentiable function defined on D = ∂f {(x1 , . . . , xm ) |ai ≤ xi ≤ bi , (i = 1, . . . , m)} and let ∂x ≤ Mi (Mi > 0, i i = 1, . . . , m) in D. Furthermore, let x 7→ p (x) be integrable and p (x) > 0 for every x ∈ D. Then for every x ∈ D, we have the inequality: R R Pm p (y) f (y) dy i=1 Mi D p (y) |xi − yi | dy DR R (1.5) ≤ . f (x) − p (y) dy p (y) dy D D In 2001, Barnett and Dragomir [1] obtained the following Ostrowski type inequality for double integrals. Theorem 1.3. Let f : [a, b] × [c, d] → R be continuous on [a, b] × [c, d] , ∂2f 00 fx,y = ∂x∂y exist on (a, b) × (c, d) and is bounded, that is, 00 fs,t := ∞ sup (x,y)∈(a,b)×(c,d) 2 ∂ f (x, y) ∂x∂y < ∞, then we have the inequality: (1.6) Z b Z a c d An Integral Approximation in Three Variables A. Sofo Title Page Contents JJ J II I Go Back Close Quit Page 5 of 27 Z f (s, t) dsdt − (b − a) d f (x, t) dt c J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 http://jipam.vu.edu.au b − (d − c) f (s, y) ds + (d − c) (b − a) f (x, y) a " 2 # " 2 # 2 00 (b − a) (d − c)2 a+b c+d fs,t ≤ + x− + y− ∞ 4 2 4 2 Z for all (x, y) ∈ [a, b] × [c, d] . Pachpatte [8], obtained an inequality in the vein of (1.6) but used elementary analysis in his proof. Pachpatte [9] also obtains a discrete version of an inequality with two independent variables. Hanna, Dragomir and Cerone [5] obtained a further complementary result to (1.6) and Sofo [13] further improved the result (1.6). An Integral Approximation in Three Variables A. Sofo Title Page Contents JJ J II I Go Back Close Quit Page 6 of 27 J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 http://jipam.vu.edu.au 2. Triple Integrals In three independent variables Pachpatte obtains several results. For discrete variables he obtains a result in [9] and in [10] for continuous variables he obtained the following. Theorem 2.1. Let ∆ := [a, k] × [b, m] × [c, n] for a, b, c, k, m, n ∈ R+ and f (r, s, t) be differentiable on ∆. Denote the partial derivatives by D1 f (r, s, t) = ∂3f ∂ ∂ ∂ f (r, s, t) ; D f (r, s, t) = , D f (r, s, t) = and D D D f = . Let 2 3 3 2 1 ∂r ∂s ∂t ∂t∂s∂r F (∆) be the clan of continuous functions f : ∆ → R for which D1 f, D2 f, D3 f, D3 D2 D1 f exist and are continuous on ∆. For f ∈ F (∆) we have Z k Z m Z n (2.1) f (r, s, t) dtdsdr a b c 1 − (k − a) (m − b) (n − c) [f (a, b, c) + f (k, m, n)] 8 Z k 1 + (m−b)(n−c) [f (r, b, c)+f (r, m, n)+f (r, m, c)+f (r, b, n)]dr 4 Z am 1 + (k−a)(n−c) [f (a, s, c)+f (k, s, n)+f (a, s, n)+f (k, s, c)]ds 4 Zb n 1 + (k−a)(m−b) [f (a, b, t)+f (k, m, t)+f (k, b, t)+f (a, m, t)]dt 4 Z m Zc n 1 − (k − a) [f (a, s, t) + f (k, s, t)] dtds 2 b c Z kZ n 1 − (m − b) [f (r, b, t) + f (r, m, t)] dtdr 2 a c An Integral Approximation in Three Variables A. Sofo Title Page Contents JJ J II I Go Back Close Quit Page 7 of 27 J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 http://jipam.vu.edu.au Z kZ m 1 − (n − c) [f (r, s, c) + f (r, s, n)] dsdr 2 a b Z kZ mZ n ≤ |D3 D2 D1 f (r, s, t)| dtdsdr. a b c The following theorem establishes an Ostrowski type identity for an integral in three independent variables. Theorem 2.2. Let f : [a1 , b1 ] × [a2 , b2 ] × [a3 , b3 ] → R be a continuous mapping i+j+k (·,·,·) such that the following partial derivatives ∂ ∂xi ∂yfj ∂z k ; i = 0, . . . , n − 1, j = 0, . . . , m − 1; k = 0, . . . , p − 1 exist and are continuous on [a1 , b1 ] × [a2 , b2 ] × [a3 , b3 ] . Also, let n 1) (r−a ; r ∈ [a1 , x), n! (2.2) Pn (x, r) := (r−b1 )n ; r ∈ [x, b1 ] , n! (2.3) Qm (y, s) := (s−a2 )m ; m! s ∈ [a2 , y), (s−b2 )m ; m! s ∈ [y, b2 ] , A. Sofo Title Page Contents JJ J II I Go Back Close Quit and (2.4) An Integral Approximation in Three Variables Sp (z, t) := (t−a3 )p ; p! t ∈ [a3 , z), (t−b3 )p ; p! s ∈ [z, b3 ] , Page 8 of 27 J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 http://jipam.vu.edu.au then for all (x, y, z) ∈ [a1 , b1 ] × [a2 , b2 ] × [a3 , b3 ] we have the identity Z b1 b2 Z Z b3 (2.5) V := − f (r, s, t) dtdsdr a1 a2 a3 p−1 n−1 m−1 XXX Xi (x) Yj (y) Zk (z) i=0 j=0 k=0 p + (−1) n−1 m−1 X X Xi (x) Yj (y) a3 i=0 j=0 p−1 n−1 X X m + (−1) + (−1) XX Xi (x) Zk (z) m+p − (−1) n−1 X Qm (y, s) a2 Z b1 Yj (y) Zk (z) a1 j=0 k=0 Z b2 Z ∂ i+j+p f (x, y, t) Sp (z, t) dt ∂xi ∂y j ∂tp b2 Z i=0 k=0 m−1 p−1 n b3 Z ∂ i+j+k f (x, y, z) ∂xi ∂y j ∂z k ∂ i+m+k f (x, s, z) ds ∂xi ∂sm ∂z k ∂ n+j+k f (r, y, z) Pn (x, r) dr ∂rn ∂y j ∂z k b3 Xi (x) Qm (y, s) Sp (z, t) a2 i=0 i+m+p An Integral Approximation in Three Variables a3 A. Sofo Title Page Contents JJ J II I f (x, s, t) dtds i ∂x ∂sm ∂tp Z b1 Z b3 m−1 X n+p − (−1) Yj (y) Pn (x, r) Sp (z, t) Go Back a1 a3 Page 9 of 27 dtdr J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 × ∂ j=0 × ∂ n+j+p f (r, y, t) ∂rn ∂y j ∂tp Close Quit http://jipam.vu.edu.au n+m − (−1) p−1 X Z b1 Z b2 Zk (z) Pn (x, r) Qm (y, s) a1 k=0 a2 ∂ n+m+k f (r, s, z) × dsdr ∂rn ∂sm ∂z k Z b1 Z b2 Z b3 n+m+p = − (−1) Pn (x, r) Qm (y, s) Sp (z, t) a1 a2 a3 ∂ n+m+p f (r, s, t) × dtdsdr, ∂rn ∂sm ∂tp An Integral Approximation in Three Variables where A. Sofo (2.6) (b1 − x)i+1 + (−1)i (x − a1 )i+1 Xi (x) := , (i + 1)! (2.7) Yj (y) := (b2 − y)j+1 + (−1)j (y − a2 )j+1 , (j + 1)! Zk (z) := (b3 − z)k+1 + (−1)k (z − a3 )k+1 . (k + 1)! Title Page Contents JJ J and (2.8) Go Back Close Quit Proof. We have an identity, see [5] Z b1 g (r) dr = (2.9) a1 n−1 X i=0 Xi (x) g II I (i) n Z Page 10 of 27 b1 (x) + (−1) Pn (x, r) g a1 (n) (r) dr. J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 http://jipam.vu.edu.au Now for the partial mapping f (·, s, t) , s ∈ [a2 , b2 ] , we have Z b1 f (r, s, t) dr = (2.10) a1 n−1 X i=0 ∂ if Xi (x) i + (−1)n ∂x Z b1 Pn (x, r) a1 ∂ nf dr ∂rn for every r ∈ [a1 , b1 ] , s ∈ [a2 , b2 ] and t ∈ [a3 , b3 ] . Now integrate over s ∈ [a2 , b2 ] Z b1 Z b2 An Integral Approximation in Three Variables f (r, s, t) dsdr (2.11) a1 = a2 n−1 X i=0 Z b2 Xi (x) a2 ∂ if ds + (−1)n ∂xi for all x ∈ [a1 , b1 ] . From (2.9) for the partial mapping b2 Z b1 Z b2 Pn (x, r) a1 a2 ∂ nf ds dt ∂rn Title Page Contents ∂if ∂xi on [a2 , b2 ] we have, ∂i (2.12) f (x, s, t) ds i a2 ∂x Z b2 m−1 X ∂ j ∂ if ∂ m ∂ if m = Yj (y) j + (−1) Qm (y, s) m ds ∂y ∂xi ∂s ∂xi a2 j=0 Z b2 m−1 X ∂ i+j f ∂ i+m f m = Yj (y) i j + (−1) Qm (y, s) i m ds. ∂x ∂y ∂x ∂s a2 j=0 Z A. Sofo JJ J II I Go Back Close Quit Page 11 of 27 J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 http://jipam.vu.edu.au Also, from (2.8) Z Z b2 m−1 X ∂ f ∂ j+n f ∂ m ∂ nf m ds = Yj (y) j n +(−1) Qm (y, s) m ds. ∂rn ∂y ∂r ∂s ∂rn a2 j=0 b2 n (2.13) a2 From (2.11) substitute (2.12) and (2.13), so that Z b1 Z b2 (2.14) f (r, s, t) dsdr a1 a2 "m−1 # Z b2 n−1 i+m X X ∂ i+j f ∂ f = Xi (x) Qm (y, s) i m ds Yj (y) i j +(−1)m ∂x ∂y ∂x ∂s a2 i=0 j=0 " Z b1 m−1 X ∂ j+n f n + (−1) Pn (x, r) Yj (y) j n ∂y ∂r a1 j=0 Z b2 ∂ m ∂ nf m + (−1) Qm (y, s) m ds dt ∂s ∂rn a2 n−1 m−1 X X ∂ i+j f = Xi (x) Yj (y) i j ∂x ∂y i=0 j=0 Z b2 n−1 X ∂ i+m f m + (−1) Xi (x) Qm (y, s) i m ds ∂x ∂s a2 i=0 Z b1 m−1 X ∂ j+n f n + (−1) Yj (y) Pn (x, r) j n ∂y ∂r a1 j=0 An Integral Approximation in Three Variables A. Sofo Title Page Contents JJ J II I Go Back Close Quit Page 12 of 27 J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 http://jipam.vu.edu.au n+m Z b1 Z b2 + (−1) Pn (x, r) Qm (y, s) a1 a2 ∂ n+m f dsdr ∂sm ∂rn Now integrate (2.14) for t ∈ [a3 , b3 ] Z b1 Z b2 Z b3 f (r, s, t) dtdsdr (2.15) a1 a2 a3 m−1 n−1 XX b3 ∂ i+j f dt i ∂y j ∂x a 3 i=0 j=0 Z Z b2 n−1 X m + (−1) Xi (x) Qm (y, s) = Z Xi (x) Yj (y) An Integral Approximation in Three Variables A. Sofo b3 ∂ i+m f dt ds i m a2 a3 ∂x ∂s i=0 Z b3 j+n Z b1 m−1 X ∂ n + (−1) Yj (y) dt dr Pn (x, r) j n a2 a3 ∂y ∂r j=0 Z b3 n+m Z b1 Z b2 ∂ f n+m dt dsdr. + (−1) Pn (x, r) Qm (y, s) m n a1 a2 a3 ∂s ∂r Title Page Contents JJ J II I Go Back From (2.9), Close Z b3 (2.16) a3 p−1 X ∂ i+j f ∂k dt = Z (z) k ∂xi ∂y j ∂z k k=0 ∂ i+j f ∂xi ∂y j i+j Z b3 ∂p ∂ f p + (−1) Sp (z, t) p dt, ∂t ∂xi ∂y j a3 Quit Page 13 of 27 J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 http://jipam.vu.edu.au Z b3 (2.17) a3 Z b3 a3 p−1 X ∂k ∂ i+m f dt = Z (z) k ∂xi ∂sm ∂z k k=0 ∂ i+m f ∂xi ∂sm i+m Z b3 ∂ f ∂p p + (−1) dt, Sp (z, t) p ∂t ∂xi ∂sm a3 ∂ j+n f dt ∂y j ∂rn p−1 = X Zk (z) k=0 ∂k ∂z k ∂ j+n f ∂y j ∂rn + (−1)p Z b3 Sp (z, t) a3 ∂p ∂tp ∂ j+n f ∂y j ∂rn An Integral Approximation in Three Variables dt, and A. Sofo Title Page Z b3 (2.18) a3 p−1 X ∂ n+m f ∂k dt = Zk (z) k ∂sm ∂rn ∂z k=0 ∂ n+m f ∂rn ∂sm n+m Z b3 ∂p ∂ f p + (−1) Sp (z, t) p dt. n ∂t ∂r ∂sm a3 Putting (2.16), (2.17) and (2.18) into (2.15) we arrive at the identity (2.5). At the midpoint of the interval x̄ = a2 + b 2 a3 + b 3 a1 + b 1 , ȳ = , z̄ = 2 2 2 we have the following corollary. Contents JJ J II I Go Back Close Quit Page 14 of 27 J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 http://jipam.vu.edu.au Corollary 2.3. Under the assumptions of Theorem 2.2, we have the identity Z b1 Z b2 Z b3 (2.19) V̄ := f (r, s, t) dtdsdr a1 − a2 a3 p−1 n−1 m−1 XXX Xi (x̄) Yj (ȳ) Zk (z̄) i=0 j=0 k=0 p + (−1) n−1 m−1 X X + (−1) b3 Z Xi (x̄) Yj (ȳ) p−1 n−1 X X Sp (z̄, t) a3 i=0 j=0 m ∂ i+j+k f (x̄, ȳ, z̄) ∂xi ∂y j ∂z k Z ∂ i+j+p f (x̄, ȳ, t) dt ∂xi ∂y j ∂tp b2 Xi (x̄) Zk (z̄) A. Sofo Qm (ȳ, s) a2 i=0 k=0 i+m+k f (x̄, s, z̄) ds ∂xi ∂sm ∂z k Z b1 p−1 m−1 XX n + (−1) Yj (ȳ) Zk (z̄) Pn (x̄, r) × ∂ a1 j=0 k=0 ∂ i=0 i+m+p × ∂ Title Page Contents JJ J II I n+j+k f (r, ȳ, z̄) dr ∂rn ∂y j ∂z k Z b2 Z b3 n−1 X m+p − (−1) Xi (x̄) Qm (ȳ, s) Sp (z̄, t) × An Integral Approximation in Three Variables a2 Go Back Close Quit a3 f (x̄, s, t) dtds i ∂x ∂sm ∂tp Page 15 of 27 J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 http://jipam.vu.edu.au n+p − (−1) m−1 X b1 Z Z b3 Yj (ȳ) Pn (x̄, r) Sp (z̄, t) a1 j=0 a3 ∂ n+j+p f (r, ȳ, t) dtdr ∂rn ∂y j ∂tp Z b1 Z b2 p−1 X n+m − (−1) Zk (z̄) Pn (x̄, r) Qm (ȳ, s) × k=0 n+m+k × n+m+p ∂ a1 f (r, s, z̄) ∂rn ∂sm ∂z k Z b1 Z b2 Z dsdr A. Sofo Pn (x̄, r) Qm (ȳ, s) Sp (z̄, t) a1 a2 n+m+p ∂ a3 f (r, s, t) ∂rn ∂sm ∂tp dtdsdr. The identity (2.5) will now be utilised to establish an inequality for a function of three independent variables which will furnish a refinement for the inequality (2.1) given by Pachpatte. Theorem 2.4. Let f : [a1 , b1 ]×[a2 , b2 ]×[a3 , b3 ] → R be continuous on (a1 , b1 )× (a2 , b2 ) × (a3 , b3 ) and the conditions of Theorem 2.2 apply. Then we have the inequality |V | ≤ An Integral Approximation in Three Variables b3 = − (−1) × a2 Title Page Contents JJ J II I Go Back Close Quit Page 16 of 27 J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 http://jipam.vu.edu.au ih i h (y−a2 )m+1 +(b2 −y)m+1 (x−a1 )n+1 +(b1 −x)n+1 (n+1)! (m+1)! i n+m+p h p+1 p+1 ∂ (z−a ) +(b 3 3 −z) × ∂rn ∂sm ∂tfp (p+1)! ∞ ∂ n+m+p f if ∈ L ([a , b ] × [a2 , b2 ] × [a3 , b3 ]) ; ∞ 1 1 ∂rn ∂sm ∂tp h i1 h i1 (x−a1 )nβ+1 +(b1 −x)nβ+1 β (y−a2 )mβ+1 +(b2 −y)mβ+1 β 1 n!m!p! nβ+1 mβ+1 h i1 (z−a3 )pβ+1 +(b3 −z)pβ+1 β ∂ n+m+p f × ∂rn ∂sm ∂tp pβ+1 ≤ α n+m+p ∂ f ∈ L ([a , b ] × [a2 , b2 ] × [a3 , b3 ]) , if α 1 1 n m p ∂r ∂s ∂t α > 1, α−1 + β −1 = 1; 1 [(x − a1 )n + (b1 − x)n + |(x − a1 )n − (b1 − x)n |] 8n!m!p! × [(y − a2 )m + (b2 − y)m + |(y − a2 )m − (b2 − y)m|] p p p p ∂ n+m+p f × [(z − a ) + (b − z) + |(z − a ) − (b − z) |] 3 3 3 3 ∂rn ∂sm ∂tp 1 n+m+p if ∂r∂ n ∂sm ∂tfp ∈ L1 ([a1 , b1 ] × [a2 , b2 ] × [a3 , b3 ]) ; for all (x, y, z) ∈ [a1 , b1 ] × [a2 , b2 ] × [a3 , b3 ] , where n+m+p n+m+p ∂ ∂ f f = sup ∂rn ∂sm ∂tp n m p < ∞, (r,s,t)∈[a1 ,b1 ]×[a2 ,b2 ]×[a3 ,b3 ] ∂r ∂s ∂t ∞ and (2.20) An Integral Approximation in Three Variables A. Sofo Title Page Contents JJ J II I Go Back Close Quit Page 17 of 27 n+m+p Z ∂ f = ∂rn ∂sm ∂tp α b1 Z a1 b2 Z a2 n+m+p α α1 b3 f ∂ < ∞. ∂rn ∂sm ∂tp dtdsdr a3 J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 http://jipam.vu.edu.au Proof. Z b1 Z b2 Z b3 ∂ n+m+p f (r, s, t) dtdsdr |V | = Pn (x, r) Qm (y, s) Sp (z, t) n m p ∂r ∂s ∂t a1 a2 a3 n+m+p Z b1 Z b2 Z b3 ∂ f (r, s, t) dtdsdr. ≤ |Pn (x, r) Qm (y, s) Sp (z, t)| ∂rn ∂sm ∂tp a1 a2 a3 Using Hölder’s inequality and property of the modulus and integral, then we have that n+m+p Z b1 Z b2 Z b3 ∂ f (r, s, t) dtdsdr (2.21) |Pn (x, r) Qm (y, s) Sp (z, t)| ∂rn ∂sm ∂tp a1 a2 a3 n+m+p R R R ∂ b b b ∂rn ∂sm ∂tfp a11 a22 a33 |Pn (x, r) Qm (y, s) Sp (z, t)| dtdsdr, ∞ R R R β1 b1 b2 b3 β ∂ n+m+p f , |P (x, r) Q (y, s) S (z, t)| dtdsdr ∂rn ∂sm ∂tp n m p a1 a2 a3 α ≤ α > 1, α−1 + β −1 = 1; n+m+p ∂ f sup |Pn (x, r) Qm (y, s) Sp (z, t)| . ∂rn ∂sm ∂tp 1 (r,s,t)∈[a1 ,b1 ]×[a2 ,b2 ]×[a3 ,b3 ] From (2.21) and using (2.2), (2.3) and (2.4) Z b1 Z b2 Z b3 |Pn (x, r) Qm (y, s) Sp (z, t)| dtdsdr a1 a2 Z a3 b1 Z b2 |Pn (x, r)| dr = a1 Z A. Sofo Title Page Contents JJ J II I Go Back Close Quit Page 18 of 27 b3 |Qm (y, s)| ds a2 An Integral Approximation in Three Variables |Sp (z, t)| dt a3 J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 http://jipam.vu.edu.au Z b1 (r − a1 )n (b1 − r)n = dr + dr n! n! a1 x Z y Z b2 (s − a2 )m (b2 − s)m × ds + ds m! m! a2 y Z z Z b3 (t − a3 )p (b3 − t)p × dt + dt p! p! a3 z (x − a1 )n+1 + (b1 − x)n+1 (y − a2 )m+1 + (b2 − y)m+1 = (n + 1)! (m + 1)! p+1 (z − a3 ) + (b3 − z)p+1 × (p + 1)! Z x An Integral Approximation in Three Variables A. Sofo Title Page giving the first inequality in (2.20). Now, if we again use (2.21) we have Z b1 Z b2 Contents b3 Z JJ J β1 β |Pn (x, r) Qm (y, s) Sp (z, t)| dtdsdr a1 a2 a3 Z b1 β b2 |Pn (x, r)| dr = a1 = β1 Z 1 n!m!p! β β1 Z |Qm (y, s)| ds a2 Z x (r − a1 )nβ dr + a1 a3 b1 Z (b1 − r)nβ dr β1 y × a2 (s − a2 )mβ ds + β1 |Sp (z, t)| dt β Go Back Close Quit Page 19 of 27 x Z b3 II I Z y b2 β1 mβ (b2 − s) ds J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 http://jipam.vu.edu.au Z z × pβ b3 Z (t − a3 ) dt + a3 β1 (b3 − t) dt pβ z # β1 (x − a1 )nβ+1 + (b1 − x)nβ+1 1 = n!m!p! nβ + 1 " # β1 (y − a2 )mβ+1 + (b2 − y)mβ+1 × mβ + 1 # β1 " (z − a3 )pβ+1 + (b3 − z)pβ+1 × pβ + 1 " producing the second inequality in (2.20). Finally, we have Contents (r,s,t)∈[a1 ,b1 ]×[a2 ,b2 ]×[a3 ,b3 ] = sup |Pn (x, r)| sup |Qm (y, s)| sup |Sp (z, t)| r∈[a1 ,b1 ] s∈[a2 ,b2 ] t∈[a3 ,b3 ] (y − a2 )m (b2 − y)m (x − a1 ) (b1 − x) , max , = max n! n! m! m! p p (z − a3 ) (b3 − z) , × max p! p! n n n n (x − a1 ) + (b1 − x) (x − a ) − (b − x) 1 1 1 + = n!m!p! 2 2 n n A. Sofo Title Page |Pn (x, r) Qm (y, s) Sp (z, t)| sup An Integral Approximation in Three Variables JJ J II I Go Back Close Quit Page 20 of 27 J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 http://jipam.vu.edu.au (y − a2 )m + (b2 − y)m (y − a2 )m − (b2 − y)m × + 2 2 (z − a3 )p + (b3 − z)p (z − a3 )p − (b3 − z)p × + , 2 2 giving us the third inequality in (2.20) and we have used the fact that for A > 0, B > 0 then A + B A − B max {A, B} = + . 2 2 Hence the theorem is completely solved. An Integral Approximation in Three Variables A. Sofo The following corollary is a consequence of Theorem 2.4. Corollary 2.5. Under the assumptions of Corollary 2.3, we have the inequality h i (b1 −a1 )n+1 (b2 −a2 )m+1 (b3 −a3 )p+1 ∂ n+m+p f , 2n+m+p (n+1)!(m+1)!(p+1)! ∂rn ∂sm ∂tp ∞ h i1 (b1 −a1 )nβ+1 (b2 −a2 )mβ+1 (b3 −a3 )pβ+1 β ∂ n+m+p f V̄ ≤ 1 , 2n+m+p n!m!p! (nβ+1)(mβ+1)(pβ+1) ∂rn ∂sm ∂tp α n+m+p 2n+m+p1 n!m!p! (b1 − a1 )n (b2 − a2 )m (b3 − a3 )p ∂r∂ n ∂sm ∂tfp , Title Page Contents JJ J II I Go Back Close 1 Quit where k·kα (α ∈ [1, ∞)) are the Lebesgue norms on [a1 , b1 ] × [a2 , b2 ] × [a3 , b3 ] . Page 21 of 27 The following two corollaries concern the estimation of V at the end points. J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 http://jipam.vu.edu.au Corollary 2.6. Under the assumptions of Theorem 2.4 we have, for x = a1 , y = a2 and z = a3 , the inequality |V (a1 , a2 , a3 )| Z b1 Z b2 Z := a1 − b3 f (r, s, t) dtdsdr a2 a3 p−1 n−1 m−1 XXX Xi (a1 ) Yj (a2 ) Zk (a3 ) i=0 j=0 k=0 + (−1)p n−1 m−1 X X + (−1) Xi (a1 ) Yj (a2 ) + (−1)n p−1 n−1 X X i=0 k=0 p−1 m−1 XX n−1 X − (−1) − (−1)n+p i=0 m−1 X a3 Xi (a1 ) Zk (a3 ) a2 b1 Yj (a2 ) Zk (a3 ) b2 ∂ i+m+k f ds ∂xi ∂sm ∂z k n+j+k P̄n (a1 , r) a1 ∂ f dr n j ∂r ∂y ∂z k b3 Z Xi (a1 ) Q̄m (a2 , s) S̄p (a3 , t) a2 b1 Z a3 b3 Z Yj (a2 ) Z a3 b1 Z b2 Zk (a3 ) a1 a2 ∂ i+m+p f dtds ∂xi ∂sm ∂tp n+j+p P̄n (a1 , r) S̄p (a3 , t) a1 p−1 k=0 Q̄m (a2 , s) Z Z X ∂ f dt ∂xi ∂y j ∂tp b2 Z j=0 − (−1)n+m i+j+p S̄p (a3 , t) j=0 k=0 m+p b3 Z i=0 j=0 m ∂ i+j+k f ∂xi ∂y j ∂z k ∂ f dtdr n j ∂r ∂y ∂tp ∂ f P̄n (a1 , r) Q̄m (a2 , s) n m k dsdr ∂r ∂s ∂z An Integral Approximation in Three Variables A. Sofo Title Page Contents JJ J II I Go Back Close Quit Page 22 of 27 n+m+k J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 http://jipam.vu.edu.au ≤ (b1 −a1 )n+1 (b2 −a2 )m+1 (b3 −a3 )p+1 (n+1)!(m+1)!(p+1)! if n+m+p ∂ ∂rn ∂sm ∂tfp , ∞ ∂ n+m+p f ∂rn ∂sm ∂tp (b1 −a1 ) n+ 1 β 1 ∈ L∞ ([a1 , b1 ] × [a2 , b2 ] × [a3 , b3 ]) ; m+ 1 p+ 1 n+m+p β β · (b2 −a2 ) 1 · (b3 −a3 ) 1 ∂r∂ n ∂sm ∂tfp , n!(nβ+1) β m!(mβ+1) β p!(pβ+1) β n+m+p if ∂r∂ n ∂sm ∂tfp ∈ Lα ([a1 , b1 ] × [a2 , b2 ] −1 (b1 −a1 )n (b2 −a2 )m (b3 −a3 )p n!m!p! if ∂ n+m+p f ∂rn ∂sm ∂tp α × [a3 , b3 ]) , α > 1, α + β −1 = 1; n+m+p ∂ ∂rn ∂sm ∂tfp , An Integral Approximation in Three Variables A. Sofo 1 ∈ L1 ([a1 , b1 ] × [a2 , b2 ] × [a3 , b3 ]) , Title Page where Contents (b2 − a2 )j+1 (b3 − a3 )k+1 (b1 − a1 )i+1 Xi (a1 ) := , Yj (a2 ) := , Zk (a3 ) := . (i + 1)! (j + 1)! (k + 1)! (r − b1 )n P̄n (a1 , r) = , r ∈ [a1 , b1 ] ; n! (s − b2 )m Q̄m (a2 , s) = , s ∈ [a2 , b2 ] m! JJ J II I Go Back Close Quit Page 23 of 27 and S̄p (a3 , t) = (t − b3 )p ; t ∈ [a3 , b3 ] . p! J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 http://jipam.vu.edu.au Corollary 2.7. Under the assumptions of Theorem 2.4 we have, for x = b1 , y = b2 and z = b3 , the inequality |V (b1 , b2 , b3 )| Z b1 Z := a1 − b2 Z b3 f (r, s, t) dtdsdr a2 a3 p−1 n−1 m−1 XXX Xi (a1 ) Yj (a2 ) Zk (a3 ) i=0 j=0 k=0 + (−1)p n−1 m−1 X X + (−1) Xi (b1 ) Yj (b2 ) S̄p (b3 , t) a3 p−1 n−1 X X Xi (b1 ) Zk (b3 ) XX a2 n−1 X − (−1) − (−1)n+p i=0 m−1 X P̄n (b1 , r) a1 ∂ i+m+k f ds ∂xi ∂sm ∂z k ∂ n+j+k f dr ∂rn ∂y j ∂z k b3 Z Xi (b1 ) Q̄m (b2 , s) S̄p (b3 , t) a2 a3 b1 Z b3 Z Yj (b2 ) p−1 X k=0 b2 Z P̄n (b1 , r) S̄p (b3 , t) a1 j=0 − (−1)n+m b1 Yj (b2 ) Zk (b3 ) j=0 k=0 m+p Q̄m (b2 , s) Z An Integral Approximation in Three Variables ∂ i+j+p f dt ∂xi ∂y j ∂tp b2 Z i=0 k=0 m−1 p−1 + (−1)n b3 Z i=0 j=0 m ∂ i+j+k f ∂xi ∂y j ∂z k Z a3 ∂ i+m+p f dtds ∂xi ∂sm ∂tp ∂ n+j+p f dtdr ∂rn ∂y j ∂tp b2 ∂ n+m+k f P̄n (b1 , r) Q̄m (b2 , s) n m k dsdr ∂r ∂s ∂z a2 A. Sofo Title Page Contents JJ J II I Go Back Close Quit Page 24 of 27 b1 Z Zk (b3 ) a1 J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 http://jipam.vu.edu.au ≤ (b1 −a1 )n+1 (b2 −a2 )m+1 (b3 −a3 )p+1 (n+1)!(m+1)!(p+1)! if (b1 −a1 ) n+ 1 β 1 · (b2 −a2 ) n+m+p ∂ ∂rn ∂sm ∂tfp , ∞ ∂ n+m+p f ∈ L∞ ([a1 , b1 ] × [a2 , b2 ] × [a3 , b3 ]) ; p+ 1 (b3 −a3 ) β ∂ n+m+p f · 1 ∂r n ∂sm ∂tp , ∂rn ∂sm ∂tp m+ 1 β 1 n!(nβ+1) β m!(mβ+1) β p!(pβ+1) β n+m+p if ∂r∂ n ∂sm ∂tfp ∈ Lα ([a1 , b1 ] × [a2 , b2 ] (b1 −a1 )n (b2 −a2 )m (b3 −a3 )p n!m!p! if α × [a3 , b3 ]) , α > 1, 1 α + 1 β = 1; An Integral Approximation in Three Variables n+m+p ∂ ∂rn ∂sm ∂tfp , 1 ∂ n+m+p f ∂rn ∂sm ∂tp A. Sofo ∈ L1 ([a1 , b1 ] × [a2 , b2 ] × [a3 , b3 ]) , where Title Page i Xi (b1 ) := i+1 (−1) (b1 − a1 ) (i + 1)! j , Yj (b2 ) := (−1) (b2 − a2 ) (j + 1)! (−1)k (b3 − a3 )k+1 Zk (b3 ) := . (k + 1)! (r − a1 )n P̄n (b1 , r) = ; r ∈ [a1 , b1 ] , n! (s − a2 )m Q̄m (b2 , s) = ; s ∈ [a2 , b2 ] m! and j+1 , Contents JJ J II I Go Back Close Quit Page 25 of 27 p S̄p (b3 , t) = (t − a3 ) ; t ∈ [a3 , b3 ] . p! J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 http://jipam.vu.edu.au References [1] N.S. BARNETT AND S.S. DRAGOMIR, An Ostrowski type inequality for double integrals and applications for cubature formulae, Soochow J. Math., 27(1) (2001), 1–10. [2] L. DEDIĆ, M. MATIĆ AND J.E. PEČARIĆ, On some generalisations of Ostrowski inequality for Lipschitz functions and functions of bounded variation, Math. Ineq. & Appl., 3(1) (2001), 1–14. [3] S.S. DRAGOMIR, A generalisation of Ostrowski’s integral inequality for mappings whose derivatives belong to L∞ [a, b] and applications in numerical integration, J. KSIAM, 5(2) (2001), 117–136. [4] A. GUESSAB AND G. SCHMEISSER, Sharp integral inequalities of the Hermite-Hadamard type, J. of Approximation Theory, 115 (2002), 260– 288. [5] G. HANNA, S.S. DRAGOMIR AND P. CERONE, A general Ostrowski type inequality for double integrals, Tamsui Oxford J. Mathematical Sciences, 18(1) (2002), 1–16. [6] D.S. MITRINOVIĆ, J.E. PEČARIĆ AND A.M. FINK, Inequalities Involving Functions and their Integrals and Derivatives, Kluwer Academic Publishers, Dordrecht, 1994. [7] A. OSTROWSKI, Uber die Absolutabweichung einer differentienbaren Funktionen von ihren Integralmittelwert, Comment. Math. Hel, 10 (1938), 226-227. An Integral Approximation in Three Variables A. Sofo Title Page Contents JJ J II I Go Back Close Quit Page 26 of 27 J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 http://jipam.vu.edu.au [8] B.G. PACHPATTE, On a new Ostrowski type inequality in two independent variables, Tamkang J. Math., 32(1) (2001), 45–49. [9] B.G. PACHPATTE, Discrete inequalities in three independent variables, Demonstratio Math., 31 (1999), 849–854. [10] B.G. PACHPATTE, On an inequality of Ostrowski type in three independent variables, J. Math. Analysis and Applications, 249 (2000), 583–591. [11] C.E.M. PEARCE, J.E. PEČARIĆ, N. UJEVIĆ AND S. VAROSANEC, Generalisation of some inequalities of Ostrowski-Grüss type, Math. Ineq. & Appl., 3(1) (2000), 25–34. An Integral Approximation in Three Variables [12] A. SOFO, Integral inequalities for n−times differentiable mappings, 65139. Ostrowski Type Inequalities and Applications in Numerical Integration. Editors: S.S. Dragomir and Th. M. Rassias. Kluwer Academic Publishers, 2002. Title Page [13] A. SOFO, Double integral inequalities based on multi-branch Peano kernels, Math. Ineq. & Appl., 5(3) (2002), 491–504. A. Sofo Contents JJ J II I [14] J. STEWART, Calculus: Early Transcendentals, 3rd Edition. Brooks/Cole, Pacific Grove, 1995. Go Back [15] J.A.C. WEIDEMAN, Numerical integration of periodic functions: A few examples, The American Mathematical Monthly, Vol. 109, 21-36, 2002. Quit Close Page 27 of 27 J. Ineq. Pure and Appl. Math. 4(3) Art. 58, 2003 http://jipam.vu.edu.au