Journal of Inequalities in Pure and Applied Mathematics http://jipam.vu.edu.au/ Volume 7, Issue 5, Article 192, 2006 A SHARP INEQUALITY OF OSTROWSKI-GRÜSS TYPE ZHENG LIU I NSTITUTE OF A PPLIED M ATHEMATICS FACULTY OF S CIENCE A NSHAN U NIVERSITY OF S CIENCE AND T ECHNOLOGY A NSHAN 114044, L IAONING P EOPLE ’ S R EPUBLIC OF C HINA . lewzheng@163.net Received 9 February, 2006; accepted 23 May, 2006 Communicated by J. Sándor A BSTRACT. The main purpose of this paper is to use a Grüss type inequality for RiemannStieltjes integrals to obtain a sharp integral inequality of Ostrowski-Grüss type for functions whose first derivative are functions of Lipschitizian type and precisely characterize the functions for which equality holds. Key words and phrases: Ostrowski-Grüss type inequality, Grüss type inequality for Riemann-Stieltjes integrals, Lipschitzian type function, Sharp bound. 2000 Mathematics Subject Classification. 26D15. 1. I NTRODUCTION In 1935, G. Grüss (see [4, p. 296]) proved the following integral inequality which gives an approximation for the integral of a product of two functions in terms of the product of integrals of the two functions. Theorem A. Let h, g : [a, b] → R be two integrable functions such that φ ≤ h(x) ≤ Φ and γ ≤ g(x) ≤ Γ for all x ∈ [a, b], where φ, Φ, γ, Γ are real numbers. Then we have Z b Z b Z b 1 1 1 (1.1) |T (h, g)| := h(x)g(x)dx − h(x)dx · g(x)dx b−a a b−a a b−a a 1 ≤ (Φ − φ)(Γ − γ), 4 and the inequality is sharp, in the sense that the constant one. ISSN (electronic): 1443-5756 c 2006 Victoria University. All rights reserved. 163-06 1 4 cannot be replaced by a smaller 2 Z HENG L IU It is clear that the constant 1 4 is achieved for a+b h(x) = g(x) = sgn x − . 2 From then on, (1.1) has been known in the literature as the Grüss inequality. In 1998, S.S. Dragomir and I. Fedotov [2] established the following Grüss type inequality for Riemann-Stieltjes integrals: Theorem B. Let h, u : [a, b] → R be so that u is L-Lipschitzian on [a, b], i.e., |u(x) − u(y)| ≤ L |x − y| for all x, y ∈ [a, b], h is Riemann integrable on [a, b] and there exists the real numbers m, M so that m ≤ h(x) ≤ M for all x ∈ [a, b]. Then we have the inequality Z b Z 1 u(b) − u(a) b ≤ L(M − m)(b − a) (1.2) h(x)du(x) − h(t)dt 2 b−a a and the constant 1 2 a is sharp. In a recent paper [3], the inequality (1.2) has been improved and refined as follows: Theorem C. Let h, u : [a, b] → R be so that u is L-Lipschitzian on [a, b], h is Riemann integrable on [a, b] and there exist the real numbers m, M so that m ≤ h(x) ≤ M for all x ∈ [a, b]. Then we have Z b Z b u(b) − u(a) (1.3) h(x)du(x) − h(t)dt b−a a a Z b Z b 1 ≤L h(t)dtdx h(x) − b − a a a p ≤ L(b − a) T (h, h) 1 ≤ L(M − m)(b − a). 2 All the inequalities in (1.3) are sharp and the constant 12 is the best possible one. Theorem D. Let h, u : [a, b] → R be so that u is (l, L)-Lipschitzian on [a, b], i.e., it satisfies the condition l(x2 − x1 ) ≤ u(x2 ) − u(x1 ) ≤ L(x2 − x1 ) for a ≤ x1 ≤ x2 ≤ b with l < L, h is Riemann integral on [a, b] and there exist the real numbers m, M so that m ≤ h(x) ≤ M for all x ∈ [a, b]. Then we have the inequality Z b Z b u(b) − u(a) (1.4) h(x)du(x) − h(t)dt b−a a a Z b Z b L−l 1 ≤ h(x) − h(t)dtdx 2 b−a a a p L−l ≤ (b − a) T (h, h) 2 1 ≤ (L − l)(M − m)(b − a). 4 All the inequalities in (1.4) are sharp and the constant 41 is the best possible one. In [1], L.J. Dedić et al. have proved the following Ostrowski type inequality as J. Inequal. Pure and Appl. Math., 7(5) Art. 192, 2006 http://jipam.vu.edu.au/ A S HARP I NEQUALITY OF O STROWSKI -G RÜSS T YPE 3 Theorem E. If u0 is L-Lipschitzian on [a, b], then for every x ∈ [a, b] we have Z b b−a u(a) + u(b) a+b 0 u(t)dt − u(x) + + x− u (x) (1.5) 2 2 2 a ! 3 a + b (b − a)3 1 . ≤L x− + 3 2 48 In this paper, we will use Theorem C and Theorem D to obtain some sharp integral inequalities of Ostrowski-Grüss type for functions whose first derivative are functions of Lipschitzian type. Thus a further generalization of the Ostrowski type inequality and a perturbed version of the inequality (1.5) is obtained. 2. T HE R ESULTS Theorem 2.1. Let u : [a, b] → R be a differentiable function so that u0 is (l, L)-Lipschitzian on [a, b], i.e., satisfies the condition l(x2 − x1 ) ≤ u0 (x2 ) − u0 (x1 ) ≤ L(x2 − x1 ) (2.1) for a ≤ x1 ≤ x2 ≤ b with l < L.Then for all x ∈ [a, b] we have Z b b−a u(a) + u(b) a+b 0 (2.2) u(t)dt − (u(x) + + x− u (x) 2 2 2 a a + b 2 (b − a)2 L − l u0 (b) − u0 (a) x− − − ≤ 4 I(a, b, x), 4 2 12 where (2.3) I(a, b, x) = 1 6 a+b 2 −x 1 6 a+b 2 −x a+3b 4 − x [3(x − a) + (b − x)] h i3 (b−a)2 2 4 1 a+b 2 + 3 2 x− 2 + 48 , x− 3a+b 4 +4 16 3 h 1 2 x− a+b 2 1 6 x− a+b 2 1 6 x− a+b 2 with 2 + h 1 2 (b−a)2 48 i3 2 , − x [3(x − a) + (b − x)] h 2 (b−a)2 i 32 +4 12 x− a+b + 48 , 2 3a+b 4 + 43 h 1 2 ξ < x < ζ, ζ ≤ x ≤ θ, θ < x < η, [(x − a) + 3(b − x)] 2 (b−a)2 i 32 , x− a+b + 48 2 √ a+b 3(b − a) ξ= − , 2√ 6 6(b − a) , ζ =a+ 6 < ζ < a+b < θ < a+3b < η < b. and a < ξ < 3a+b 4 2 4 J. Inequal. Pure and Appl. Math., 7(5) Art. 192, 2006 [(x − a) + 3(b − x)] i3 (b−a)2 2 a+b 2 x− 2 + 48 , a+3b 4 x− a ≤ x ≤ ξ, η≤x≤b √ a+b 3(b − a) η= + , 2√ 6 6(b − a) θ =b− 6 http://jipam.vu.edu.au/ 4 Z HENG L IU Proof. Integrating by parts produces the identity Z b (2.4) K(x, t)du0 (t) a Z b 1 u(a) + u(b) a+b 0 = u(t)dt − (b − a) u(x) + + x− u (x) , 2 2 2 a where ( 1 , t ∈ [a, x], (t − a) t − a+b 2 2 (2.5) K(x, t) = 1 , t ∈ (x, b]. (t − b) t − a+b 2 2 Moreover, 1 b−a (2.6) Z a b 1 K(x, t)dt = 4 " a+b x− 2 2 # (b − a)2 − . 12 Applying the Grüss type inequality (1.4) gives Z b Z b 0 0 u (b) − u (a) 0 K(x, t)du (t) − K(x, t)dt b−a a a Z Z b L − l b 1 dt. ≤ K(x, t) − K(x, s)ds 2 b − a a a Then for any fixed x ∈ [a, b] we can derive from (2.4), (2.5) and (2.6) that Z b b − a u(a) + u(b) a + b 0 (2.7) u(t)dt − u(x) + + x− u (x) 2 2 2 a " # 2 u0 (b) − u0 (a) a+b (b − a)2 L − l x− − I(a, b, x), − ≤ 4 2 12 4 where x a+b 1 a + b 2 (b − a)2 I(a, b, x) = − x− − (t − a) t− 2 dt 2 2 12 a Z b a+b 1 a + b 2 (b − a)2 + − x− − (t − b) t− 2 dt. 2 2 12 x The last two integrals can be calculated as follows: For brevity, we put " # 2 a+b 1 a+b (b − a)2 p1 (t) := (t − a) t − − x− − , t ∈ [a, x], 2 2 2 12 " # 2 a+b 1 a+b (b − a)2 p2 (t) := (t − b) t − − x− − , t ∈ [x, b]. 2 2 2 12 Z Then we have " 2 2 # 1 (b − a) a+b − x− ; 2 12 2 1 b−a a+b (b − a)2 p1 (x) = x+ x− + , 2 2 2 24 p1 (a) = p2 (b) = J. Inequal. Pure and Appl. Math., 7(5) Art. 192, 2006 http://jipam.vu.edu.au/ A S HARP I NEQUALITY OF O STROWSKI -G RÜSS T YPE 1 p2 (x) = 2 Set b−a x− 2 5 a+b (b − a)2 x− + . 2 24 √ a+b 3(b − a) ξ= − , 6 2 √ 6(b − a) ζ =a+ , 6 √ a+b 3(b − a) η= + , 2 6 √ 6(b − a) θ =b− . 6 It is easy to find that p1 (a) = p2 (b) ≤ 0 for x ∈ [a, ξ] ∪ [η, b], p1 (a) = p2 (b) > 0 for x ∈ (ξ, η) and p1 (x) ≤ 0 for x ∈ [a, ζ], p1 (x) > 0 for x ∈ (ζ, b], p2 (x) > 0 for x ∈ [a, θ), p2 (x) ≤ 0 for x ∈ [θ, b]. Notice that a<ξ< a+b a + 3b 3a + b <ζ< <θ< < η < b, 4 2 4 we see that there are five possible cases to be determined. (i) In case x ∈ [ζ, θ]. p1 (a) = p2 (b) > 0, p1 (x) ≥ 0, p2 (x) ≥ 0 and it is easy to find by elementary calculus that the function p1 (t) is strictly decreasing in a, 3a+b and strictly increasing in 4 3a+b a+3b , x , also, as the function strictly 4 p2 (t) isa+3b decreasing in x, 4 and strictly increasing in a+3b 3a+b , b . Moreover, p1 4 = p2 4 < 0. So, p1 (t) has two zeros in (a, x) at the points 4 " # 12 2 3a + b 1 a+b (b − a)2 − x− + t1 = 4 2 2 48 and " # 12 2 1 a+b (b − a)2 3a + b t2 = + x− + . 4 2 2 48 Also p2 (t) has two zeros in (x, b) at the points " # 12 2 a + 3b 1 a+b (b − a)2 t3 = − x− + 4 2 2 48 and " # 12 2 a + 3b 1 a+b (b − a)2 t4 = + x− + . 4 2 2 48 Thus we have (2.8) " # 2 a+b 1 a+b (b − a)2 I(a, b, x) = (t − a) t− − x− + dt 2 2 2 24 a 2 # Z t2 " 1 a+b (b − a)2 a+b + x− − − (t − a) t− dt 2 2 24 2 t1 Z x a+b 1 a + b 2 (b − a)2 + (t − a) t− − x− + dt 2 2 2 24 t2 Z t1 J. Inequal. Pure and Appl. Math., 7(5) Art. 192, 2006 http://jipam.vu.edu.au/ 6 Z HENG L IU " # 2 a+b (b − a)2 1 a+b + (t − b) t− − x− + dt 2 2 2 24 x 2 # Z t4 " 1 a+b (b − a)2 a+b + x− − − (t − b) t− dt 2 2 24 2 t3 # 2 Z b" a+b 1 a+b (b − a)2 + − x− + dt (t − b) t− 2 2 2 24 t4 " # 32 2 a+b (b − a)2 16 1 + . = x− 3 2 2 48 Z t3 (ii) In case x ∈ [a, ξ], p1 (a) = p2 (b) ≤ 0, p1 (x) < 0,p2 (x) > 0 and p1 (t) is strictly decreasing in (a, x) as well as p2 (t) is strictly decreasing in (x, a+3b ) and strictly increasing in ( a+3b , b) with 4 4 a+3b t3 ∈ (x, 4 ) such that p2 (t3 ) = 0. Thus we have " 2 # a+b 1 (b − a)2 a+b x− − − (t − a) t− dt I(a, b, x) = 2 2 24 2 a # 2 Z t3 " a+b 1 a+b (b − a)2 + (t − b) t− − x− + dt 2 2 2 24 x 2 # Z b" a+b (b − a)2 a+b 1 x− − − (t − b) t− dt + 2 2 24 2 t3 1 a+b a + 3b = −x − x [3(x − a) + (b − x)] 6 2 4 " #3 2 2 2 4 1 a+b (b − a) + x− + . 3 2 2 48 x Z (2.9) (iii) In case (ξ, ζ), p1 (a) = p2 (b) > 0, p1 (x) < 0,p2 (x) > 0 and p1 (t) has a unique zero t1 ∈ (a, x), p2 (t) has two zeros t3 , t4 ∈ (x, b). Thus we have (2.10) I(a, b, x) = t1 " 2 2 # a+b 1 a+b (b − a) − x− + dt 2 2 2 24 a Z x 1 a + b 2 (b − a)2 a+b + x− − − (t − a) t− dt 2 2 24 2 t1 # 2 Z t3 " a+b 1 a+b (b − a)2 + (t − b) t− − x− + dt 2 2 2 24 x 2 # Z t4 " 1 a+b (b − a)2 a+b + x− − − (t − b) t− dt 2 2 24 2 t3 Z b a+b 1 a + b 2 (b − a)2 + (t − b) t− − x− + dt 2 2 2 24 t4 Z (t − a) t− J. Inequal. Pure and Appl. Math., 7(5) Art. 192, 2006 http://jipam.vu.edu.au/ A S HARP I NEQUALITY OF O STROWSKI -G RÜSS T YPE 1 = 6 7 a+b 3a + b −x x− [(x − a) + 3(b − x)] 2 4 # 32 " 2 a+b (b − a)2 1 + +4 x− . 2 2 48 (iv) In case x ∈ (θ, η), p1 (a) = p2 (b) > 0, p1 (x) > 0, p2 (x) < 0 and p1 (t) has two zeros t1 , t2 ∈ (a, x), p2 (t) has a unique zero t4 ∈ (x, b). Thus we have Z t1 1 a + b 2 (b − a)2 a+b (t − a) t− (2.11) I(a, b, x) = − x− + dt 2 2 2 24 a 2 # Z t2 " a+b (b − a)2 a+b 1 − + x− − (t − a) t− dt 2 2 24 2 t1 # 2 Z x" a+b 1 a+b (b − a)2 + (t − a) t− − x− + dt 2 2 2 24 t2 2 # Z t4 " 1 a+b (b − a)2 a+b + x− − − (t − b) t− dt 2 2 24 2 x # 2 Z b" a+b 1 a+b (b − a)2 + (t − b) t− − x− + dt 2 2 2 24 t4 1 a+b a + 3b = x− − x [3(x − a) + (b − x)] 6 2 4 # 32 " 2 a+b (b − a)2 1 x− + +4 . 2 2 48 (v) In case x ∈ [η, b], p1 (a) = p2 (b) ≤ 0, p1 (x) > 0, p2 (x) < 0 and p1 (t) has a unique zero t2 ∈ (a, x), p2 (t) ≤ 0 for t ∈ [x, b]. Thus we have 2 # Z t2 " 1 a+b (b − a)2 a+b (2.12) I(a, b, x) = x− − − (t − a) t− dt 2 2 24 2 a # 2 Z x" a+b 1 a+b (b − a)2 + (t − a) t− − x− + dt 2 2 2 24 t2 2 # Z b" 1 a+b (b − a)2 a+b + x− − − (t − b) t − dt 2 2 24 2 x 1 a+b 3a + b = x− x− [(x − a) + 3(b − x)] 6 2 4 " # 32 2 4 1 a+b (b − a)2 + x− + . 3 2 2 48 Consequently, the inequality (2.2) with (2.3) follows from (2.7), (2.8), (2.9), (2.10), (2.11) and (2.12). The proof is completed. J. Inequal. Pure and Appl. Math., 7(5) Art. 192, 2006 http://jipam.vu.edu.au/ 8 Z HENG L IU Remark 2.2. It is not difficult to prove that the inequality (2.2) with (2.3) is sharp in the sense that we can construct the function u to attain the equality in (2.2) with (2.3). Indeed, we may choose u such that 1 (t − a)2 , a ≤ t < x, 2 L (t − x)2 + l [2(x − a)t − (x2 − a2 )], x ≤ t < t3 , 2 2 u(t) = l [(t − t3 )2 + 2(x − a)t − (x2 − a2 )] 2 + L2 [2(t3 − x)t − (t23 − x2 )], t3 ≤ t ≤ b, which follows l(t − a), a ≤ t < x, L(t − x) + (x − a)l, x ≤ t < t3, u0 (t) = l(t − t3 + x − a) + (t3 − x)L, t3 ≤ t ≤ b, for any x ∈ [a, ξ], and u(t) = L (t − a)2 , 2 l (t − t1 )2 + L2 [2(t1 − a)t − (t21 − a2 )], 2 L [(t − x)2 + 2(t1 − a)t − (t21 − a2 )] 2 + l [2(x − t1 )t − (x2 − t2 )], 2 1 a ≤ t < t1 , t1 ≤ t < x, x ≤ t < t3 , l [(t − t23 ) + 2(x − t1 )t − (x2 − t21 )] 2 t3 ≤ t < t4 , + L2 [2(t3 − x + t1 − a)t − (t23 − x2 + t21 − a2 )], L [(t − t4 )2 + 2(t3 − x + t1 − a)t − (t23 − x2 + t21 − a2 )] 2 + 2l [2(t4 − t3 + x − t1 )t − (t24 − t23 + x2 − t21 )], t4 ≤ t ≤ b, which follows L(t − a), l(t − t1 ) + (t1 − a)L, L(t − x + t1 − a) + (x − t1 )l, u0 (t) = l(t − t3 + x − t1 ) + (t3 − x + t1 − a)L, L(t − t4 + t3 − x + t1 − a) + (t4 − t3 + x − t1 )l, J. Inequal. Pure and Appl. Math., 7(5) Art. 192, 2006 a ≤ t < t1 , t1 ≤ t < x, x ≤ t < t3 , t3 ≤ t < t4 , t4 ≤ t ≤ b, http://jipam.vu.edu.au/ A S HARP I NEQUALITY OF O STROWSKI -G RÜSS T YPE 9 for any x ∈ (ξ, ζ), and L (t − a)2 , 2 2l (t − t1 )2 + L2 [2(t1 − a)t − (t21 − a2 )], L [(t − t2 )2 + 2(t1 − a)t − (t21 − a2 )] 2 + 2l [2(t2 − t1 )t − (t22 − t21 )], u(t) = l [(t − t23 ) + 2(t2 − t1 )t − (t22 − t21 )] 2 + L2 [2(t3 − t2 + t1 − a)t − (t23 − t22 + t21 − a2 )], L [(t − t4 )2 + 2(t3 − t2 + t1 − a)t − (t23 − t22 + t21 − a2 )] 2 + 2l [2(t4 − t3 + t2 − t1 )t− (t24 − t23 + t22 − t21 ) ], a ≤ t < t1 , t1 ≤ t < t2 , t2 ≤ t < t3 , t3 ≤ t < t4 , t4 ≤ t ≤ b, which follows L(t − a), l(t − t1 ) + (t1 − a)L, L(t − t2 + t1 − a) + (t2 − t1 )l, u0 (t) = l(t − t3 + t2 − t1 ) + (t3 − t2 + t1 − a)L, L(t − t4 + t3 − t2 + t1 − a) + (t4 − t3 + t2 − t1 )l, a ≤ t < t1 , t1 ≤ t < t2 , t2 ≤ t < t3 , t3 ≤ t < t4 , t4 ≤ t ≤ b, for any x ∈ (ξ, ζ), and L (t − a)2 , 2 l (t − t1 )2 + L [2(t1 − a)t − (t2 − a2 )], 1 2 2 L [(t − t2 )2 + 2(t1 − a)t − (t21 − a2 )] 2 + 2l [2(t2 − t1 )t − (t22 − t21 )], u(t) = l [(t − x2 ) + 2(t2 − t1 )t − (t22 − t21 )] 2 + L2 [2(x − t2 + t1 − a)t − (x2 − t22 + t21 − a2 )], L [(t − t4 )2 + 2(x − t2 + t1 − a)t − (x2 − t22 + t21 − a2 )] 2 + 2l [2(t4 − x + t2 − t1 )t − (t24 − x2 + t22 − t21 )], a ≤ t < t1 , t1 ≤ t < t2 , t2 ≤ t < x, x ≤ t < t4 , t4 ≤ t ≤ b, which follows L(t − a), l(t − t1 ) + (t1 − a)L, L(t − t2 + t1 − a) + (t2 − t1 )l, u0 (t) = l(t − x + t2 − t1 ) + (x − t2 + t1 − a)L, L(t − t4 + x − t2 + t1 − a) + (t4 − x + t2 − t1 )l, J. Inequal. Pure and Appl. Math., 7(5) Art. 192, 2006 a ≤ t < t1 , t1 ≤ t < t2 , t2 ≤ t < x, x ≤ t < t4 , t4 ≤ t ≤ b, http://jipam.vu.edu.au/ 10 Z HENG L IU for any x ∈ (θ, η), and l (t − a)2 , a ≤ t < t2 , 2 L (t − t2 )2 + l [2(t2 − a)t − (t2 − a2 )], t2 ≤ t < x, 2 2 2 u(t) = l [(t − x)2 + 2(t2 − a)t − (t22 − a2 )] 2 + L2 [2(x − t2 )t − (x2 − t22 )], x ≤ t ≤ b, which follows l(t − a), a ≤ t < t2 , L(t − t2 ) + (t2 − a)l, t2 ≤ t < x, u0 (t) = l(t − x + t2 − a) + (x − t2 )L, x ≤ t ≤ b. for any x ∈ [η, b]. It is clear that all the above u0 (t) satisfy the condition (2.1) on [a, b]. Remark 2.3. For x = a+b , we have 2 Z b 2 a + b u(a) + u(b) (b − a) b − a 0 0 u + + [u (b) − u a)] u(t)dt − 2 2 2 48 a (L − l)(b − a)3 √ ≤ . 144 3 Corollary 2.4. If u0 is L-Lipschitzian on [a, b], then for all x ∈ [a, b] we have Z b b−a u(a) + u(b) a+b 0 (2.13) u(x) + + x− u (x) u(t)dt − 2 2 2 a a + b 2 (b − a)2 L u0 (b) − u0 (a) − x− − ≤ 2 I(a, b, x), 4 2 12 where I(a, b, x) is as defined in (2.3). Proof. It is immediate by taking l = −L in the theorem. R EFERENCES [1] L.J. DEDIĆ, M. MATIĆ, J. PEČARIĆ AND A. VUKELIĆ, On generalizations of Ostrowski inequality via Euler harmonic identities, J. of Inequal. & Appl., 7(6) (2002), 787–805. [2] S.S. DRAGOMIR AND I. FEDOTOV, An inequality of Grüss type for Riemann-Stieltjes integral and applications for special means, Tamkang J. of Math., 29(4) (1998), 286–292. [3] Z. LIU, Refinement of an inequality of Grüss type for Riemann-Stieltjes integral, Soochow J. of Math., 30(4) (2004), 483–489. [4] D.S. MITRINOVIĆ, J. PEČARIĆ AND A.M. FINK, Classical and New Inequalities in Analysis, Kluwer Academic Publishers, Dordrecht, 1993. J. Inequal. Pure and Appl. Math., 7(5) Art. 192, 2006 http://jipam.vu.edu.au/