APPROXIMATION OF CONVEX FUNCTIONS BY CONVEX SPLINES AND CONVEXITY PRESERVING CONTINUOUS LINEAR OPERATORS
1. Introduction and results
Let be a real-valued function defined on . By we mean the -th divided difference of :
where and .
The function is a convex function of order if for every choice of . The set of all continuous convex functions of order on will be denoted by . When convexity problems are discussed, it is customary to assume that . However, it will be convenient here to allow also the values and . Consequently, will be the set of all continuous, non-decreasing functions on and will be the set of all continuous, nonnegative functions on .
Our main result is a generalization of the following geometrically obvious result:
A continuous, non-decreasing function on can be approximated uniformly on by functions of the form
where and , and
More precisely, the points , can be chosen so that for every .
theorem 1. Every , can be approximated uniformly on by spline functions of the form
theorem 1. Every
where and
In view of the preceding remark, Theorem 1 is true also if . The coefficient is defined by
and
As an application of this theorem we shall mention two results which characterize convexity preserving continuous linear operators defined on the space of continuous functions on , with values in , the space of bounded real-valued functions on endowed with the supremum norm.
The first of these results gives necessary and sufficient conditions for a continuous linear operator to transform every continuous convex function of order into a convex function of order .
theorem 2. Let be a continuous linear operator. In order that for every , we have , , it is necessary and sufficient that
(i) for every polynomial of degree and every set of points in .
(ii) for every .
theorem 2. Let
(i)
(ii)
Clearly, condition (i) means that for every polynomial of degree should be identically zero if , or a polynomial of degree if .
The second result gives necessary and sufficient conditions for a continuous linear operator to transform a convex function which is in every class into an element of an arbitrary closed, convex cone .
THEOREM 3. Let be a continuous linear operator and let be a cloeed convex cone in . In order that for every , we have , it is necessary and sufficient that
(i) for every
(ii) for every .
(i)
(ii)
Theorems 2 and 3 are true also if if one assumes that has a meaning since is not continuous on if .
Problems such as these have been studied by several authors. First results of this type were obtained by T. popoviciu [1]. He has studied monotonicity preserving operators of the form
where and are differentiable functions satisfying the condition
Under these hypotheses, in view of Theorem 2, a necessary and sufficient condition for to transform a non-decreasing function into a non-decreasing function is that for every the function
be a non-decreasing function on . Since the functions are differentiable functions, this will be true if
which is equivalent to Popoviciu's condition
Similar results were obtained by J. A. ROULIER [2] for operators of the form
where is a continuous function on . He has proved that is a non-negative increasing function on for every continuous, non-negative and increasing function if and only if
is non-negative and increasing for every . This result is clearly a simple consequence of Theorem 3.
Using a more general definition of convexity and an essentially different approach, Z. ZIEGLER [3] and S. KARLIN and W. J. STUDDEN [4, Ch. 11] have developed a theory of generalized convex functions which contains results similar to Theorems 1-3. Our proof of Theorem 1 is based on the fact, observed first by т. popoviciu [5], that Bernstein polynomial of a convex function of order is also a convex function of order , and on the well-known fact that uniformly as . These two facts. for which, apparently, there is no obvious analogy in the theory of generalized convex functions, make our proof of Theorem 1 very simple. Theorems 2 and 3 follow then easily from the Theorem 1.
2. Proofs.
We shall, for simplicity, prove Theorem 1 only for the special interval ; the general case then follows by simple substitutions. The proof of Theorem 1 is based on the following lemma.
Lemma 1 . Let be l-times differentiable on , and let for . Let
be the Taylor polynomial of of degree . Then for every there exist points in such that
where
Proof of Lemma 1. We have first
Since on , the function is non-negative, non-decreasing and continuous on [ 0,1 ]. Hence we can find in ( 0,1 ) such that
and it follows that, for every ,
where
The proof of Lemma 1 is finally completed by substituting (2.2) into (2.1) and using inequality (2.3).
Proof of Theorem 1. Let be the Bernstein polynomial of of degree :
Since
and since , we see that for . By Lemma 1 we can find points in such that, for every ,
where
and, by Lemma 1,
Let
In view of (2.5) and (2.7) we have
and it follows that, for every ,
Hence, by choosing first large enough so that is small, and then choosing so large that is small, we see that any , can be approximated uniformly on by spline functions . In order to complete the proof of Theorem 1 we have only to observe that
and that, by (2.6) and (2.4),
It follows then from (2.8) that
where by (2.6).
Proof of Theorem 2. (Necessity) Suppose that transforms every convex function of order into a convex function of order . Let be a polynomial of degree . Since and are both convex functions of order , the functions are convex functions of order . Hence
Proof of Theorem 2. (Necessity) Suppose that
and (i) follows. The necessity of (ii) is obvious since , .
(Sufficiency) Let and let be a spline function of the form (1.2). The proof of sufficiency of conditions (i) and (ii) of Theorem 2 consists in showing that these conditions and imply
(Sufficiency) Let
Using the fact that is a continuous linear operator and that the functions approximate uniformly on , we obtain
and so .
The proof of Theorem 3 is similar. Necessity of conditions (i) and (ii) is obvious. To show that these conditions are sufficient, observe that the hypothesis implies that all the coefficients of the function in (1.2) are non-negative. Conditions (i) and (ii) of Theorem 3 imply then that and the rest of the proof is completed as before by observing that is a continuous linear operator and that the functions approximate uniformly on . Since the cone is closed, by hypothesis, this implies that and Theorem 3 is proved.
REFERENCES
[1] Popovicin, T., Remarques sur la conservation du signe et de la monotonie par certains polynômes d'interpolation d'une fonction d'une variable, Annales Univ. Sci. Budapestinensis de Rolando Eötvös nom., Sectio Math., 3-4, 241-246 (1960/61).
[2] Roulier, J., Linear operators invariant on non-negative monotone functions, SIAM J. Numer. Analysis 8, 30-35 (1971).
[3] Ziegler, Z., Genevalized convexity cones, Pacific J. Matl. 17, 561-580 (1966).
[4] Karlin S., Studden W. J., Tchebycheff Systems, with applications in Analysis and Statistics, Interscience, New York, 1966.
[5] Popoviciu, T., Sur l'approximation des fonctions convexes d'ordre superieur, Mathematica (Cluj), 10, 49-54 (1935).
[2] Roulier, J., Linear operators invariant on non-negative monotone functions, SIAM J. Numer. Analysis 8, 30-35 (1971).
[3] Ziegler, Z., Genevalized convexity cones, Pacific J. Matl. 17, 561-580 (1966).
[4] Karlin S., Studden W. J., Tchebycheff Systems, with applications in Analysis and Statistics, Interscience, New York, 1966.
[5] Popoviciu, T., Sur l'approximation des fonctions convexes d'ordre superieur, Mathematica (Cluj), 10, 49-54 (1935).
Department of Mathematics, Ohio State University, Columbus, Ohio 43210.
Department of Mathematics, North Carolina State University, Raleigh, North Carolina 27607.
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