Scribd
Upload
63 views3 pages

Convex Integral

Let f be a convex function from [0,1] to [0,1] such that f(0) = 0 and f(1) = 1 . Which point should be queried in order to estimate the integral of f with the smallest error in the worst case?

Uploaded by

Arthur B.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
63 views3 pages

Convex Integral

Let f be a convex function from [0,1] to [0,1] such that f(0) = 0 and f(1) = 1 . Which point should be queried in order to estimate the integral of f with the smallest error in the worst case?

Uploaded by

Arthur B.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
You are on page 1/ 3

ya xa 1 - xa 1 - ya

In[5]:= upper[xa_, ya_] = FullSimplify + 1 - xa ya + 


2 2
Out[5]=
1 1 - xa + ya
2

In[6]:= lower[xa_, ya_, b_] =


1 - x0 b 1 - xa + ya
FullSimplify /. Solveb x0 - xa + ya ⩵ 0, x0[[1]]
2
b - b xa + ya2
Out[6]=
2b

In[11]:= Assuming[xa < 1, FullSimplify[b /. Solve[D[lower[xa, ya, b], b] ⩵ 0, b]][[2]]]


Out[11]= - ya
- 1 + xa

ya ya 1 - ya
In[20]:= bstar[xa_, ya_] = MinMax , , 
1 - xa xa 1 - xa
Out[20]= Min 1 - ya , Max ya , ya 
1 - xa 1 - xa xa

In[27]:= range[xa_, ya_] = FullSimplify[upper[xa, ya] - lower[xa, ya, bstar[xa, ya]]]

ya - - 1 + xa Min -1+ya ya ,


, Max 1-xa ya 2
Out[27]=
1 1 - xa + ya - -1+xa xa
2 Min -1+ya ya , ya 
, Max 1-xa
-1+xa xa

In[34]:= Plot[Evaluate[Table[range[xa, y xa], {xa, 0.001, 1, 0.05}]], {y, 0, 1}]

0.5

0.4

0.3

Out[34]=

0.2

0.1

0.2 0.4 0.6 0.8 1.0


2

In[88]:= FullSimplify[
Min[Max[y xa, 0], 1] /. Assuming[xa > 0, FullSimplify[Solve[D[range[xa, y xa], y] ⩵ 0, y]]]]

Out[88]= ConditionalExpression1 - 1 - xa , 3 < xa < 1,


4
ConditionalExpression1, 3 < xa < 1 || xa < 3 
4 4

In[94]:= Assuming3  4 < xa < 1, FullSimplifyrange[xa, ya] /. ya → 1 - 1 - xa 


xa
1- 1 - xa -
2
xa
In[95]:= Plot1 - 1 - xa - , xa, 3  4, 1
2
0.5

0.4

Out[95]=
0.3

0.2

0.80 0.85 0.90 0.95 1.00

In[97]:= Assuming0 < ya < 3  4, FullSimplifyrange3  4, ya


1 2 ya < 1
8
Out[97]=
ya (-3+4 ya) True
8 (-1+ya)
3

You might also like