Refined Gauss--Lobatto bounds for odd-order convexity

Abstract

For functions that are convex of higher order, classical extremalities identify Gaussian quadrature as a lower bound and Gauss--Lobatto quadrature as an upper bound for the integral. We sharpen this bracket in every odd order: if $f$ is $(2n-1)$-convex on $[-1,1]$, then the exact integral $I[f]:={\int }_{-1}^{1}f(x)dx$ lies not merely between the $n$-point Gauss--Legendre rule $G_n[f]$ and the $(n+1)$-point Gauss--Lobatto rule $L_{n+1}[f]$, but already between $G_n[f]$ and their midpoint. This yields the certified estimator $Q_n[f]:=\frac{3}{4}{G}_n[f]+\frac{1}{4}{L}_{n+1}[f]$, with $|I[f]-Q_n[f]|⩽\frac{1}{4}|L_{n+1}[f]-G_n[f]|$, and the constant $\frac{1}{4}$ is sharp. We also record a complementary phenomenon in even order: for $2n$-convex functions the Gauss--Radau endpoint rules still bracket the integral, but the midpoint of the two Radau rules cannot yield a one-sided refinement. The obstruction is explained by an odd, sign-changing Radau quadrature kernel. Finally, we distinguish numerical certification from ordinary high-order approximation: we include concrete examples from spline, moment and statistical models and report experiments for truncated powers and near-pole Stieltjes kernels, where the shape certificate remains meaningful when classical smoothness-based error constants are unavailable or severely pessimistic.

arXiv comment17 pp., accepted for publication in Journal of Computational and Applied Mathematics