Acta Math. Univ.

Comenianae 189
Vol. LXXI, 2(2002), pp. 189199

SOME DOUBLE INTEGRAL INEQUALITIES AND

APPLICATIONS

N. UJEVIC

Abstract. Some double integral inequalities are established. These inequalities

give upper and lower error bounds for the well-known mid-point and trapezoid
quadrature rules. Some inequalities for convex and concave functions are derived.
Applications in numerical integration are also given.

1. Introduction

Recently, P. Cerone and S. S. Dragomir [1] obtained the following double integral
inequality.
Theorem 1. Let f : [a, b] R be a twice differentiable mapping on (a, b) and
suppose that f 00 (t) for all t (a, b). Then we have the double inequality:
Zb
(b a)2 1 a+b (b a)2
(1.1) f (t)dt f ( ) .
24 ba 2 24
a
In this paper we derive new upper and lower bounds for the quantity
Rb
(b a)1 f (t)dt f ( a+b
2 ). We show that these new bounds can be better than
a
the bounds in (1.1).
In [2] the same authors proved the next result.
Theorem 2. Under the assumptions of Theorem 1 we have
Zb
(b a)2 f (a) + f (b) 1 (b a)2
(1.2) f (t)dt .
12 2 ba 12
a

We here derive new upper and lower bounds for the quantity f (a)+f 2
(b)

b
(ba)1 f (t)dt and show that these new bounds can be better than the bounds
R
a
in (1.2).

Received April 18, 2002.

2000 Mathematics Subject Classification. Primary 26D10, 41A55, 65D30.
Key words and phrases. mid-point inequality, trapezoid inequality, upper and lower error
bounds, numerical integration.
This paper is in final form and no version of it will be submitted for publication elsewhere.
190 N. UJEVIC

Note that the inequalities (1.1) and (1.2) give upper and lower error bounds for
the well-known mid-point and trapezoid quadrature rules, respectively.
We also consider a result obtained in [5] and compare this result with a result
obtained in this paper.
In Section 3 we derive some inequalities for convex and concave functions (sim-
ilar to the well-known Hermite-Hadamard inequalities). In Section 4 applications
in numerical integration are given. For example, we derive a perturbed compos-
ite trapezoidal quadrature rule. It is slight different than the classical composite
trapezoidal rule. In fact, only one additional term appears in the perturbed rule.
We show that the perturbed rule has two times better estimation of error than the
classical one.

2. Main results

Theorem 3. Let the assumptions of Theorem 1 hold. Then we have

Zb
3S 2 1 a+b 3S 2
(2.1) (b a)2 f (t)dt f ( ) (b a)2 ,
24 ba 2 24
a

f 0 (b)f 0 (a)
where S = ba .

Proof. We define
(
(ta)2
t a, a+b
 
2 , 2  .
(2.2) p(t) = (tb)2
2 , t a+b
2 ,b

Then we have
a+b
Zb Z2 Zb
(t a)2 (t b)2 (b a)3
(2.3) p(t)dt = dt + dt = .
2 2 24
a a a+b
2

Integrating by parts, we have

Zb
(2.4) p(t)f 00 (t)dt
a
a+b
Z2 Zb
0
= (t a)f (t)dt (t b)f 0 (t)dt
a a+b
2

Zb
a+b
= f (t)dt f ( )(b a).
2
a
 INTEGRAL INEQUALITIES 191

From (2.3) and (2.4) we get

Zb
(2.5) p(t) [f 00 (t) ] dt
a
Zb
a+b (b a)3
= f (t)dt f ( )(b a) .
2 24
a

We also have
Zb Zb
00
(2.6) p(t) [f (t) ] dt max |p(t)| |f 00 (t) | dt
t[a,b]
a a

and
(b a)2
(2.7) max |p(t)| = ,
t[a,b] 8

Zb
(2.8) |f 00 (t) | dt = f 0 (b) f 0 (a) (b a)
a
= (S )(b a),

since f 00 (t) , t [a, b].

From (2.5)(2.8) it follows

Zb
a+b 3S 2
(2.9) f (t)dt f ( )(b a) (b a)3 .
2 24
a

On the other hand, we have

Zb Zb
00
(2.10) p(t) [ f (t)] dt max |p(t)| |f 00 (t) | dt
t[a,b]
a a
(b a)3
= ( S),
8
since
Zb
(2.11) | f 00 (t)| dt = (b a) f 0 (b) + f 0 (a)
a
= ( S)(b a).
192 N. UJEVIC

From (2.3) and (2.4) we get

Zb
(2.12) p(t) [ f 00 (t)] dt
a
Zb
a+b (b a)3
= f (t)dt + f ( )(b a) + .
2 24
a
From (2.10) and (2.12) we have
Zb
3S 2 a+b
(2.13) (b a)3 f (t)dt f ( )(b a).
24 2
a
This completes the proof. 
We now show that (2.1) can be better than (1.1). For that purpose, we give
the following examples.
Example 1. Let us choose f (t) = tk , k > 2, a = 0, b > 0. Then we have
f 0 (t) = ktk1 , f 00 (t) = k(k 1)tk2 , = 0, = k(k 1)bk2 , S = kbk2 .
Thus, the right-hand sides of (2.1) and (1.1) become:
k
R.H.S.(2.1) = bk
8
and
k(k 1) k
R.H.S.(1.1) = b .
24
We easily find that R.H.S.(2.1) < R.H.S.(1.1) if k > 4. In fact, if k  4 then
(2.1) is much better than (1.1).
Example 2. Let us choose f (t) = tk , k > 2, a = 0, b > 0. Then we have
f 0 (t) = ktk1 , f 00 (t) = k(k 1)tk2 , = 0, = k(k 1)bk2 , S = kbk2 .
Thus, the left-hand sides of (2.1) and (1.1) become:
k
L.H.S.(2.1) = bk
8
and
k(k 1) k
L.H.S.(1.1) = b .
24
If 2 < k < 4 then L.H.S.(2.1) < L.H.S.(1.1).
Theorem 4. Under the assumptions of Theorem 1 we have
Zb
3S f (a) + f (b) 1 3S
(2.14) (b a)2 f (t)dt (b a)2 ,
24 2 ba 24
a
f 0 (b)f 0 (a)
where S = ba .
 INTEGRAL INEQUALITIES 193

Proof. We define
1 a + b 2 (b a)2
(2.15) p(t) = (t ) .
2 2 8
Then we have
Zb
(b a)3
(2.16) p(t)dt = .
12
a

Integrating by parts, we have

Zb
(2.17) p(t)f 00 (t)dt
a
Zb Zb
a+b 0 f (a) + f (b)
= (t )f (t)dt = f (t)dt (b a).
2 2
a a

From (2.16) and (2.17) we get

Zb
(2.18) p(t) [ f 00 (t)] dt
a
Zb
f (a) + f (b) (b a)3
= f (t)dt + (b a) .
2 12
a

We also have
Zb Zb
00
(2.19) p(t) [ f (t)] dt max |p(t)| |f 00 (t) | dt.
t[a,b]
a a

and
(b a)2
(2.20) max |p(t)| = ,
t[a,b] 8

Zb
(2.21) |f 00 (t) | dt = f 0 (b) f 0 (a) (b a)
a
= (S )(b a).
From (2.18)(2.21) we have
Zb
f (a) + f (b) 3S
(b a) f (t)dt (b a)3 .
2 24
a
194 N. UJEVIC

On the other hand, we have

Zb
(2.22) p(t) [f 00 (t) ] dt
a
Zb
f (a) + f (b) (b a)3
= f (t)dt (b a) +
2 12
a
and
 b 
Z  Zb
 p(t) [f 00 (t) ] dt |f 00 (t) | dt
 
(2.23) max |p(t)|



 t[a,b]
a a
(b a)3
= ( S).
8
From (2.22) and (2.23) it follows
Zb
3S f (a) + f (b)
(b a)3 (b a) f (t)dt.
24 2
a
This completes the proof. 
We now show that (2.14) can be better than (1.2).
Example 3. Let us choose f (t) = tk , k > 2, a = 0, b > 0. Then we have
f 0 (t) = ktk1 , f 00 (t) = k(k 1)tk2 , = 0, = k(k 1)bk2 , S = kbk2 .
Thus, the right-hand sides of (2.14) and (1.2) become:
k k
R.H.S.(2.14) = b
8
and
k(k 1) k
R.H.S.(1.2) = b .
12
We easily find that R.H.S.(2.14) < R.H.S.(1.2) if k > 52 . In fact, if k  5
2 then
(2.14) is much better than (1.2).
Example 4. Let us choose f (t) = tk , k > 2, a = 0, b > 0. Then we have
f 0 (t) = ktk1 , f 00 (t) = k(k 1)tk2 , = 0, = k(k 1)bk2 , S = kbk2 .
Thus, the left-hand sides of (2.14) and (1.2) become:
k
L.H.S.(2.14) = bk
8
and
k(k 1) k
L.H.S.(1.2) = b .
12
5
If 2 < k < 2 then L.H.S.(2.14) < L.H.S.(1.2).
 INTEGRAL INEQUALITIES 195

In [5] we can find the following result.

Theorem 5. Let f : I R R be a differentiable mapping on I, a, b I, with
a < b. If |f 0 | is convex on [a, b] then the following inequality holds:
 
Zb
 |f 0 (b)| + |f 0 (a)|
 
 f (a) + f (b) 1
(2.24)  f (t)dt  (b a).

 2 ba 
 8
a

Remark 1. Inequality (2.14) can be much better than (2.24). For example, if f is
a convex function (f 00 > 0 such that f 0 is an increasing function, i.e. f 0 (b) > f 0 (a))
then (2.24) becomes

Zb
f (a) + f (b) 1 |f 0 (b)| + |f 0 (a)|
(2.25) 0 f (t)dt (b a),
2 ba 8
a

while (2.14) becomes

Zb
f (a) + f (b) 1 f 0 (b) f 0 (a)
(2.26) 0 f (t)dt (b a).
2 ba 8
a

If f 0 is large on [a, b] and f 0 (a) is close to f 0 (b) then (2.26) is much better than
(2.25).

3. Results for convex and concave functions

One of cornerstones of analysis are the well-known Hermite-Hadamard inequalities

for convex functions:
  Zb
a+b 1 f (a) + f (b)
(3.1) f f (t)dt .
2 ba 2
a

We here can obtain similar inequalities using the previous derived results.
If f 00 (t) 0, t [a, b], i.e. f is a convex function, then we can set = 0 in
(2.1). Thus,
Zb  
1 a+b 1
f (t)dt f + S,
ba 2 8
a
0 0
where S = [f (b) f (a)](b a). On the other hand, from (2.14) we get
Zb
1 f (a) + f (b) 1
f (t)dt S.
ba 2 8
a

Hence, the following result is valid.

196 N. UJEVIC

Theorem 6. Let the assumptions of Theorem 1 hold. If f 00 (t) 0, t [a, b]

then we have
Zb  
f (a) + f (b) 1 1 a+b 1
(3.2) S f (t)dt f + S,
2 8 ba 2 8
a

where S = [f 0 (b) f 0 (a)](b a).

Corollary 1. Under the assumptions of Theorem 6 we have

Zb
f (a) + f (b) 1 1 f (a) + f (b)
S f (t)dt
2 8 ba 2
a

and
  Zb  
a+b 1 a+b 1
f f (t)dt f + S.
2 ba 2 8
a

00
If f (t) 0, t [a, b], i.e. f is a concave function, then we can set = 0 in
(2.1). Thus,
Zb  
1 a+b 1
f (t)dt f + S,
ba 2 8
a
0 0
where S = [f (b) f (a)](b a). On the other hand, from (2.14) we get
Zb
1 f (a) + f (b) 1
f (t)dt S.
ba 2 8
a

If f is a concave function then we have

Zb  
f (a) + f (b) 1 a+b
f (t)dt f .
2 ba 2
a

Hence, we obtain the following result.

Theorem 7. Let the assumptions of Theorem 1 hold. If f 00 (t) 0, t [a, b]

then we have
  Zb
a+b 1 1 f (a) + f (b) 1
f + S f (t)dt S,
2 8 ba 2 8
a

where S = [f 0 (b) f 0 (a)](b a).

 INTEGRAL INEQUALITIES 197

Corollary 2. Under the assumptions of Theorem 7 we have

Zb
f (a) + f (b) 1 f (a) + f (b) 1
f (t)dt S
2 ba 2 8
a

and
  Zb  
a+b 1 1 a+b
f + S f (t)dt f .
2 8 ba 2
a

4. Applications in numerical integration

Theorem 8. Under the assumptions of Theorem 3 we have

1 1 (b a)3
(4.1) ( S )
8 12 n2
Zb n1
ba X 1
f (t)dt f (a + (i + )h)
n i=0 2
a
1 1 (b a)3
( S )
8 12 n2
ba
where h = n , n > 1 is a positive integer.

Proof. If we apply Theorem 3 to the interval [xi , xi+1 ], where xi = a + ih, then
we get
x
Zi+1
3Si 2 3 xi + xi+1 3Si 2 3
(4.2) h f (t)dt f ( )h h ,
24 2 24
xi

0 0
where Si = f (xi+1h)f (xi ) , i = 0, 1, 2, ..., n 1. We now sum the above relation
over i from 0 to n 1. We get
" n1
#
1 X f 0 (xi+1 ) f 0 (xi ) 1
(4.3) n h3
8 i=0 h 12
Zb n1
ba X 1
f (t)dt f (a + (i + )h)
n i=0 2
a
" n1 #
1 X f 0 (xi+1 ) f 0 (xi ) 1
n h3 ,
8 i=0 h 12
198 N. UJEVIC

n1
xi +xi+1 f 0 (xi+1 )f 0 (xi )
= a + (i + 12 )h. From (4.3) and the fact that
P
since 2 h =
i=0
f 0 (b)f 0 (a)
= h it follows
1 f 0 (b) f 0 (a) (b a)3
 
1
(4.4) n n
8 ba 12 n3
Zb n1
ba X 1
f (t)dt f (a + (i + )h)
n i=0 2
a
 0
1 f (b) f 0 (a) (b a)3

1
n n .
8 ba 12 n3
Inequalities (4.4) are equivalent to (4.1). This completes the proof. 

Remark 2. From the above theorem it is not difficult to get

Zb n1
+ (b a)3
 
ba X 1 S
f (t)dt = f (a + (i + )h) + + R(f )
n i=0 2 8 24 n2
a

where

(4.5) (b a)3 .
|R(f )|
24n2
For example, if , > 0 then the classical composite mid-point quadrature rule
3
has the estimate of error 24n 2 (b a) . It is obvious that, in this case, (4.5) is

better than the last estimate.

Theorem 9. Under the assumptions of Theorem 4 we have
1 1 (b a)3
(4.6) ( S )
8 24 n2
" n1
# Zb
b a f (a) + f (b) X
+ f (a + ih) f (t)dt
n 2 i=1 a
1 1 (b a)3
( S ) ,
8 24 n2
ba
where h = n and n > 1 is a positive integer.
Proof. The proof of this theorem is almost the same as the proof of Theorem 8.
Instead of Theorem 3, we here apply Theorem 4. 

Remark 3. From the above theorem it is not difficult to get

Zb " n1
# 
+ (b a)3

b a f (a) + f (b) X S
f (t)dt = + f (a + ih) + R(f )
n 2 i=1
8 48 n2
a
 INTEGRAL INEQUALITIES 199

where

(4.7) |R(f )| (b a)3 .
48n2
For example, if , > 0 then the classical composite trapezoidal quadrature rule
3
has the estimate of error 12n 2 (b a) . It is obvious that, in this case, (4.7) is

better than the last estimate. In fact, if M2 = max {|| , ||} then the classical
M2 3
composite trapezoidal quadrature rule has the estimate of error 12n 2 (b a) . On
M2 3
the other hand, from (4.7) we get the estimate 24n 2 (b a) . This is, in all cases,

two times better estimate than the classical estimate.

References
1. Cerone P. and Dragomir S. S., Midpoint-type Rules from an Inequalities Point of View, Hand-
book of Analytic-Computational Methods in Applied Mathematics, Editor: G. Anastassiou,
CRC Press, New York, (2000), 135200.
2. , Trapezoidal-type Rules from an Inequalities Point of View, Handbook of Analytic-
Computational Methods in Applied Mathematics, Editor: G. Anastassiou, CRC Press, New
York, (2000), 65134.
3. Dedic Lj., Pecaric J. and Ujevic N., Generalizations of Some Inequalities of Ostrowski Type,
Czechoslovak Math. J. (accepted).
4. Dragomir S. S., Cerone P. and Roumeliotis J., A New Generalization of Ostrowski Integral
Inequality for Mappings Whose Derivatives Are Bounded and Applications in Numerical
Integration and for Special Means, Appl. Math. Lett. 13 (2000), 1925.
5. Dragomir S. S. and Agarwal R. P., Two Inequalities for Differentiable Mappings and Applica-
tions to Special Means of Real Numbers and to Trapezoidal Formula, Appl. Math. Lett. 11(5)
(1998), 9195.
6. Dragomir S. S. and Agarwal R. P., Two New Mappings Associated with Hadamards Inequal-
ities for Convex Functions, Appl. Math. Lett. 11(3) (1998), 3338.
7. Ghizzetti A. and Ossicini A., Quadrature Formulae, Birkhauses Verlag, Basel, Stuttgart,
1970.
8. Mitrinovic D. S., Pecaric J. E. and Fink A. M., Inequalities Involving Functions and Their
Integrals and Derivatives, Kluwer Acad. Publ., Dordrecht, Boston, Lancaster, Tokyo, 1991.
9. , Classical and New Inequalities in Analysis, Kluwer Acad. Publ., Dordrecht, Boston,
Lancaster, Tokyo, 1993.

N. Ujevic, Department of Mathematics University of Split, Teslina 12/III, 21000 Split, Croatia,
e-mail: ujevic@pmfst.hr