Functional equations stemming from numerical analysis

Tomasz Szostok. Functional equations stemming from numerical analysis. 2015. <http://eudml.org/doc/286024>.

@book{TomaszSzostok2015,
abstract = {Always when a numerical method gives exact results an interesting functional equation arises. And, since no regularity is assumed, some unexpected solutions may appear. Here we deal with equations constructed in this spirit. The vast majority of this paper is devoted to the equation $∑_\{i=0\}^\{l\} (y-x)^\{i\}[f_\{1,i\}(α_\{1,i\}x+β_\{1,i\}y) + ⋯ +f_\{\{k_\{i\}\},i\}(α_\{k_\{i\},i\}x+β_\{k_\{i\},i\}y)] = 0 (1)$ and its particular cases. We use Sablik’s lemma to prove that all solutions of (1) are polynomial functions. Since a continuous polynomial function is an ordinary polynomial, the crucial problem throughout the whole paper will be the continuity of solutions of (1). The first of the particular forms of (1) which we consider is F(y) - F(x) = (y-x)[a₁f(α₁x+β₁y)+ ⋯ +aₙf(αₙx+βₙy)] (2) and is motivated by the quadrature formulas of numerical integration. Quadrature rules give exact results for polynomials, and therefore the following problem becomes interesting: do equations of the type (2) characterize polynomials? We present new results concerning this equation, in particular, we obtain a general solution of (2) in the case of rational $α_\{i\},β_\{i\}$, i = 1,...,n, and we show that if (2) has discontinuous solutions then the equation a₁f(α₁x+β₁y) + ⋯ + aₙf(αₙx+βₙy) = 0 has nontrivial solutions. This result allows us to solve functional equations motivated by all classical quadrature rules such as the rule of Simpson (this equation was already solved earlier), Radau, Lobatto and Gauss. Further we also consider the following equation: F(y) - F(x) = (y-x)[a₁f(α₁x+β₁y)+ ⋯ +aₙf(αₙx+βₙy)] + (y-x)²[g(y)-g(x)], (3) which is connected with Hermite quadrature formulas where on the right-hand side derivatives of f are used; F(y) - F(x) = (y-x)[a₁f(x) + b₁f(α₁x+β₁y) + ⋯ + bₙf(αₙx+βₙy) + a₁f(y)] + (y-x)³[c₁g(α₁x+β₁y) + ⋯ + cₙg(αₙx+βₙy)], (4) which stems from Birkhoff quadrature rules where f” is involved; and $g(αx+βy)(y-x)^\{k\} = a₁f(α₁x+β₁y) + ⋯ + aₙf(αₙx+βₙy)$, (5) which is motivated by formulas used in numerical differentiation. Results concerning (5) are used to obtain new facts about the well known equation f[x₁,...,xₙ] = g(x₁+⋯ +xₙ) (f[x₁,...,xₙ] is the nth divided difference of f). We also present a direct method which may beused to show that solutions of (2) must be polynomial functions and, motivated by this method, we obtain a generalization of the Aczél equation F(y) - F(x) = (y-x)g((x+y)/2). At the end of the paper we present a list of open problems.},
author = {Tomasz Szostok},
keywords = {functional equations; polynomial functions and polynomials; numerical differentiation and integration; difference operators; higher-order divided differences},
language = {eng},
title = {Functional equations stemming from numerical analysis},
url = {http://eudml.org/doc/286024},
year = {2015},
}

TY - BOOK
AU - Tomasz Szostok
TI - Functional equations stemming from numerical analysis
PY - 2015
AB - Always when a numerical method gives exact results an interesting functional equation arises. And, since no regularity is assumed, some unexpected solutions may appear. Here we deal with equations constructed in this spirit. The vast majority of this paper is devoted to the equation $∑_{i=0}^{l} (y-x)^{i}[f_{1,i}(α_{1,i}x+β_{1,i}y) + ⋯ +f_{{k_{i}},i}(α_{k_{i},i}x+β_{k_{i},i}y)] = 0 (1)$ and its particular cases. We use Sablik’s lemma to prove that all solutions of (1) are polynomial functions. Since a continuous polynomial function is an ordinary polynomial, the crucial problem throughout the whole paper will be the continuity of solutions of (1). The first of the particular forms of (1) which we consider is F(y) - F(x) = (y-x)[a₁f(α₁x+β₁y)+ ⋯ +aₙf(αₙx+βₙy)] (2) and is motivated by the quadrature formulas of numerical integration. Quadrature rules give exact results for polynomials, and therefore the following problem becomes interesting: do equations of the type (2) characterize polynomials? We present new results concerning this equation, in particular, we obtain a general solution of (2) in the case of rational $α_{i},β_{i}$, i = 1,...,n, and we show that if (2) has discontinuous solutions then the equation a₁f(α₁x+β₁y) + ⋯ + aₙf(αₙx+βₙy) = 0 has nontrivial solutions. This result allows us to solve functional equations motivated by all classical quadrature rules such as the rule of Simpson (this equation was already solved earlier), Radau, Lobatto and Gauss. Further we also consider the following equation: F(y) - F(x) = (y-x)[a₁f(α₁x+β₁y)+ ⋯ +aₙf(αₙx+βₙy)] + (y-x)²[g(y)-g(x)], (3) which is connected with Hermite quadrature formulas where on the right-hand side derivatives of f are used; F(y) - F(x) = (y-x)[a₁f(x) + b₁f(α₁x+β₁y) + ⋯ + bₙf(αₙx+βₙy) + a₁f(y)] + (y-x)³[c₁g(α₁x+β₁y) + ⋯ + cₙg(αₙx+βₙy)], (4) which stems from Birkhoff quadrature rules where f” is involved; and $g(αx+βy)(y-x)^{k} = a₁f(α₁x+β₁y) + ⋯ + aₙf(αₙx+βₙy)$, (5) which is motivated by formulas used in numerical differentiation. Results concerning (5) are used to obtain new facts about the well known equation f[x₁,...,xₙ] = g(x₁+⋯ +xₙ) (f[x₁,...,xₙ] is the nth divided difference of f). We also present a direct method which may beused to show that solutions of (2) must be polynomial functions and, motivated by this method, we obtain a generalization of the Aczél equation F(y) - F(x) = (y-x)g((x+y)/2). At the end of the paper we present a list of open problems.
LA - eng
KW - functional equations; polynomial functions and polynomials; numerical differentiation and integration; difference operators; higher-order divided differences
UR - http://eudml.org/doc/286024
ER -