Improved Hermite–Hadamard Inequality Bounds for Riemann–Liouville Fractional Integrals via Jensen’s Inequality

This paper derives the sharp bounds for Hermite–Hadamard inequalities in the context of Riemann–Liouville fractional integrals. A generalization of Jensen’s inequality called the Jensen–Mercer inequality is used for general points to find the new and refined bounds of fractional Hermite–Hadamard inequalities. The existing Hermite–Hadamard inequalities in classical or fractional calculus have been proved for convex functions, typically involving only two points as in Jensen’s inequality. By applying the general points in Jensen–Mercer inequalities, we extend the scope of the existing results, which were previously proved for two points in the Jensen’s inequality or the Jensen–Mercer inequality. The use of left and right Riemann–Liouville fractional integrals in inequalities is challenging because of the general values involved in the Jensen–Mercer inequality, which we overcame by considering different cases. The use of the Jensen–Mercer inequality for general points to prove the refined bounds is a very interesting finding of this work, because it simultaneously generalizes many existing results in fractional and classical calculus. The application of these new results is demonstrated through error analysis of numerical integration formulas. To show the validity and significance of the findings, various numerical examples are tested. The numerical examples clearly demonstrate the significance of this new approach, as using more points in the Jensen–Mercer inequality leads to sharper bounds.