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Midpoint panel error kernel and second-derivative bound
Statement
Let , , and in the sense of Higher derivatives and the classes and . Define
Then is nonnegative and continuous,
and, with ,
In particular, if on , the panel midpoint value does not exceed the integral.
Facts & Assumptions
Given: Reals and .
Higher derivatives and the classes and : means that , , and are continuous on the closed interval, with endpoint derivatives interpreted from within the interval.
If are differentiable on with integrable, then : for differentiable with integrable derivatives, on a closed interval.
For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary : an integrable function's integral over two adjacent intervals is the sum of the two integrals.
Every continuous function on a closed nondegenerate rectangle in is Riemann integrable: every continuous real function on a closed nondegenerate rectangle in , , is Riemann integrable; here and the rectangle is .
Heine-Borel by bisection: every closed bounded interval is compact: the closed interval is compact.
Extreme value theorem: a continuous real function on a nonempty compact subset of attains a greatest and a least value: a continuous real function on a nonempty compact subset of attains its maximum and minimum.
If on and both are integrable then ; and : pointwise order between integrable functions on an increasing interval gives the same order between their integrals.
Integrable functions on form a set closed under sums and scalar multiples, and : the integral of a scalar multiple of an integrable function is the same scalar multiple of its integral.
The second fundamental theorem: if is differentiable on with and is integrable, then : if is differentiable on , , and is integrable, then .
Sums, scalar multiples, products, absolute values, maxima, minima and quotients with nonvanishing denominator of continuous functions are continuous, as are constants, the identity and every polynomial function: constants and the identity are continuous; sums, scalar multiples and products preserve continuity, so every polynomial function and its product with are continuous on each interval where the polynomial formula for applies.
The chain rule, in one line from Carathéodory: if is differentiable at and is differentiable at , then is differentiable at with : the derivative of a differentiable composition is the outer derivative at the image multiplied by the inner derivative.
Sums, scalar multiples, products and quotients: , , , and when : derivatives of sums and scalar multiples are the corresponding sums and scalar multiples of the derivatives.
Proof
By [F1], is continuous and is compact by [F5], so [F6] gives the finite maximum . Each formula for is polynomial and hence continuous by [F10]; the two formulas agree at , so is continuous on and nonnegative on both halves. Thus is continuous by [F10], and , , , and their restrictions are integrable by [F4].
On , , , , and inside; applying [F2] first to and then to gives , with all hypotheses valid because is polynomial on this half and .
On , , , , and inside; the same two applications of [F2] give .
Adding steps 2.1 and 2.2 cancels the terms, sums the terms to , and by additivity [F3] yields .
The chain rule [F11], power rule [F12], and scalar rule [F13] show that is an antiderivative of the left formula for , and is an antiderivative of the right formula. The FTC [F9] therefore gives and ; additivity [F3] gives . Since and , one has ; monotonicity [F7] and linearity [F8] give , and if they also give . Step 3.1 transfers the bound and sign to the midpoint error.
Depends on
- Higher derivatives and the classes $C^k$ and $C^\infty$
- If $u,v$ are differentiable on $[a,b]$ with $u',v'$ integrable, then $\int_a^b u v' = u(b)v(b)-u(a)v(a) - \int_a^b u'v$
- For $a<c<b$: $f$ is integrable on $[a,b]$ if and only if it is integrable on $[a,c]$ and on $[c,b]$, and then $\int_a^b f = \int_a^c f + \int_c^b f$; with the oriented form for arbitrary $a,b,c$
- Integrable functions on $[a,b]$ form a set closed under sums and scalar multiples, and $\int_a^b(\lambda f+\mu g) = \lambda\int_a^b f + \mu\int_a^b g$
- If $f \le g$ on $[a,b]$ and both are integrable then $\int_a^b f \le \int_a^b g$; and $m(b-a) \le \int_a^b f \le M(b-a)$
- Every continuous function on a closed nondegenerate rectangle in $\mathbb{R}^m$ is Riemann integrable
- Heine-Borel by bisection: every closed bounded interval $[a,b]$ is compact
- Extreme value theorem: a continuous real function on a nonempty compact subset of $\mathbb{R}$ attains a greatest and a least value
- The second fundamental theorem: if $G$ is differentiable on $[a,b]$ with $G' = f$ and $f$ is integrable, then $\int_a^b f = G(b)-G(a)$
- Sums, scalar multiples, products, absolute values, maxima, minima and quotients with nonvanishing denominator of continuous functions are continuous, as are constants, the identity and every polynomial function
- The chain rule, in one line from Carathéodory: if $g$ is differentiable at $c$ and $f$ is differentiable at $g(c)$, then $f \circ g$ is differentiable at $c$ with $(f \circ g)'(c) = f'(g(c))\,g'(c)$
- For a natural $n \ge 1$ the function $x \mapsto x^{n}$ is differentiable everywhere with derivative $\iota(n)\,x^{\,n-1}$; for $n = 0$ it is the constant $1$, with derivative $0$; for a natural $n \ge 1$ the function $x \mapsto x^{-n}$ is differentiable at every $x \ne 0$ with derivative $-\iota(n)\,x^{-n-1}$; consequently every polynomial function is differentiable at every real, with the derivative computed term by term
- Sums, scalar multiples, products and quotients: $(f+g)'(c) = f'(c) + g'(c)$, $(\alpha f)'(c) = \alpha f'(c)$, $(fg)'(c) = f'(c)g(c) + f(c)g'(c)$, and $(f/g)'(c) = \bigl(f'(c)g(c) - f(c)g'(c)\bigr)/g(c)^{2}$ when $g(c) \ne 0$
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Sources
- MATH 373 lecture notes, §8 Approximation of Integrals (standard reference, not scraped)
- Tobin A. Driscoll and Richard J. Braun, Fundamentals of Numerical Computation, §5.6 (standard reference, not scraped)