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Approximation Pyq

The document discusses various approximation theorems, including the Weierstrass Approximation Theorem, which states that any continuous function can be approximated by polynomials. It also covers the Fejér-Hermite operator and its properties, including convergence and error bounds for Lipschitz functions. Additionally, it presents inequalities for polynomials and discusses cubic splines and interpolation methods.

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0% found this document useful (0 votes)
0 views19 pages

Approximation Pyq

The document discusses various approximation theorems, including the Weierstrass Approximation Theorem, which states that any continuous function can be approximated by polynomials. It also covers the Fejér-Hermite operator and its properties, including convergence and error bounds for Lipschitz functions. Additionally, it presents inequalities for polynomials and discusses cubic splines and interpolation methods.

Uploaded by

ayushmisra8090
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd

APPROXIMATION

#1. Weierstrass Approximation Theorem Step 2: Reproduction of constants and linear functions

Statement Bn (1 , x )=1Bn (t , x )=x


Let f be a continuous function on [ a , b ].
Then for every ε > 0there exists a polynomial Pn (x )such that
Step 3: Convergence
max ⁡ ∣ f (x)−P n (x) ∣< ε
x∈[ a ,b ]
Using properties of binomial distribution,
i.e. lim ⁡ B n (f , x)=f ( x)
n →∞
lim ⁡ Pn (x)=f (x)
n →∞ uniformly on [ 0 , 1 ].
uniformly on [ a , b ]. Hence

max ⁡ ∣ B n (f , x)−f (x )∣ →0
0 ≤ x ≤1
Proof (using Bernstein Polynomials)
Thus polynomials approximate any continuous function.
For f ∈ C [0 , 1]define
✔ Weierstrass theorem proved.

( kn )(nk) x ¿
n
Bn (f , x )=∑ f ⁣ k

k=0

#2. Fejér–Hermite Operator


These are called Bernstein polynomials.
Let Lnbe the Fejér-Hermite interpolation operator with nodes at
the zeros of
Step 1: Polynomial property
T n (x)
Bn (f , x )is a polynomial of degree n.
(Chebyshev polynomial).

1|Page
Using Korovkin type argument

Goal If an operator sequence satisfies

Ln f → f for all f ∈C (−1 ,1) 2


Ln (1)→ 1 , Ln ( x )→ x , Ln ( x )→ x
2

then
Idea of Proof Ln f → f

The interpolation polynomial is uniformly for f ∈ C [−1 , 1].


n
Fejér-Hermite operator satisfies these conditions.
Ln ( f , x )=∑ f (¿ x k )l 2k (x)¿
k=1
Therefore
where
Ln f → f
x k = zeros of T n (x)

and l k (x )are Lagrange polynomials.


#3(a) Inequality for Polynomials

For polynomial Pwith degree ≤ n−1


Properties
max ⁡ ∣ P( x) ∣≤ max ⁡ ∣ n √ 1−x2 P(x )∣
−1 ≤ x ≤1 −1 ≤ x≤ 1
1. Operator is positive

2. Preserves constants
Idea
Ln (1)=1
Let
3. Kernel behaves like Fejér kernel
x=cos ⁡θ

Define

2|Page
Q(θ)=P (cos ⁡θ) ∣T n (x)∣≤ 1

Then Q(θ)becomes a trigonometric polynomial of degree ≤ n−1. and

Using the inequality for trigonometric polynomials '


T n (1)=n
2

'
∣Q(θ)∣≤ max ⁡∣Q (θ)∣ Chebyshev polynomial gives the maximum derivative growth,
hence
and
' 2
' ' ∣ P (x )∣≤ n ∥ P∥ ∞
Q (θ)=−sin ⁡θ P (x )

After rearranging we obtain


#4(a) Error Bound for Lipschitz Functions
∣ P(x )∣ ≤ n √ 1−x 2 ∣ P' (x)∣
Given
which yields the required inequality.
∣ f (x )−f ( y)∣≤ λ ∣ x− y ∣

Then the best approximation error


#3(b) Markov Inequality
En (f )=min ⁡ max ⁡∣ f ( x )− pn ( x)∣
For polynomial Pof degree ≤ n pn

max
'
⁡ ∣ P (x)∣≤ n max
2
⁡ ∣ P(x )∣ satisfies
−1 ≤ x ≤1 −1≤ x ≤1
πλ
En (f )≤
2(n+1)
Proof Idea

Use Chebyshev polynomial


Proof Idea
T n (x)=cos ⁡(n arccos ⁡x)
Using Jackson theorem
which satisfies
3|Page
For Lipschitz functions Idea

ω (f , 1/n) Write
En (f )≤ C
n
S(θ)=sin ⁡θ T (θ)
where modulus of continuity
where T (θ)is trigonometric polynomial of degree ≤ n−1.
ω (f , δ)≤ λδ
Using Bernstein inequality for trigonometric polynomials
Substitute
∣T (θ)∣ ≤ n max ⁡∣ S(θ)∣
π
δ= which yields the result.
n+1

which gives
πλ #5(a) Fundamental Polynomials A k ( x)
En (f )≤
2(n+1)
Nodes are zeros of

¿
#4(b) Trigonometric Polynomial Inequality
where Pn−1= Legendre polynomial.
Let
For ( 0 , 2 )interpolation the fundamental polynomials satisfy
S(θ)
Conditions
be odd trigonometric polynomial of degree ≤ n.
1.
Then
A k ( x j)=δ kj
S(θ)
max ⁡ ∣ ∣≤ n max ⁡ ∣ S(θ)∣ 2.
−π ≤ θ ≤π sin θ −π ≤θ ≤ π
'
A k ( x j)=0

4|Page
3. Thus each node is a double root.

Degree condition Number of roots ≥ 2 n.

deg ⁡A k (x )≤ 2 n−1 But

4. deg ⁡R (x)≤ 2n−1

Interpolation polynomial Hence only possibility


n
R(x )≡ 0
P(x )=∑ f (¿ x k ) Ak (x )¿
k=1
Therefore

P(x )=Q(x )
#5(b) Uniqueness of ( 0 , 2 )Interpolation
✔ Interpolation is unique.
Suppose two polynomials
#6(a) Zeros of the second derivative
P(x ), Q( x )
We need to show that the zeros of
satisfy same conditions. 2
d
2[
(1−x ) Pn−1 (x ) ]
2 '

Let dx

R(x )=P(x )−Q(x ) are the same as the zeros of


'
Then Pn (x )

R(x k )=0 where Pn (x )are Legendre polynomials.

and Legendre identity


'
R (x k )=0 Legendre polynomials satisfy

5|Page
d 2 ' Bk (x )=¿ ¿
[(1−x ) Pn (x)]=−n(n+1) Pn (x )
dx
for
Replace nby n−1
k =2 ,3 , … , n−1
d 2 '
[(1−x ) Pn−1 (x)]=−(n−1)n Pn−1 (x )
dx Properties

Differentiate again: Bk (x j )=0 ( j ≠ k )Bk (x k )=1


2
d 2 ' '
2
[(1−x )Pn−1 ( x )]=−(n−1)n P n−1( x )
dx
#6(c) First fundamental polynomial A k ( x)
Using the Legendre recurrence relation
For the same interpolation problem,
' n
Pn (x )= 2
[ Pn−1 (x)−x Pn (x )] A k ( x)=¿
1−x

it follows that the roots coincide with those of P'n (x ). for

Hence proved. k =1 ,2 , … , n

#6(b) Fundamental polynomial Bk (x ) 8. Cubic spline with S' ' (x j)=M j

For interpolation of type ( 0 , 2 )on nodes Let

xk x 0 < x 1< ⋯< x nh j=x j −x j−1

which are zeros of The cubic spline on [ x j−1 , x j ]is


¿ S(x )=M j−1 ¿ ¿
the fundamental polynomial is
6|Page
Equations for M j #9(b) Equations for m j

Continuity of S' ( x) gives Using continuity of second derivative:

h j M j−1+2 (h j + h j +1) M j +h j+1 M j+1=6


[ y j+1− y j y j− y j−1
h j+1

hj ] h j m j−1+ 2(h j+ h j +1)m j +h j+1 m j+ 1=3
[ hj
h j +1
( y j+1− y j)+
h j+1
hj ]
( y j − y j−1 )

for

j=1 ,2 , … , n−1 #10(i)


b

∫¿¿
a
#9(a) Cubic spline with given slopes

Given
10(ii)
S(x j)= y j S' (x j )=m j
b n
M j−M j−1
The spline on [ x j−1 , x j ]becomes cubic Hermite form ∫f ''
(x )S (x )dx=M 0 f −M f + ∑ (¿ f j−f j −1 )
'' '
0
'
n n
hj
¿
a j=1

S(x )= y j−1 H 1 (t)+ y j H 2 (t )+ h j m j−1 H 3 (t)+h j m j H 4 (t)

where 10(iii)
x−x j−1 The stationary condition for
t=
hj
b

and E=∫ ¿ ¿
a

3 2 3 2 3 2 3 2
H 1=2 t −3 t +1H 2=−2 t + 3t H 3=t −2 t +t H 4 =t −t leads to the spline equations

7|Page
[ ]
2
f j+1−f j f j−f j−1 f (x)=1, f (x)=x , f (x)=x
h j M j−1+2 (h j + h j +1) M j +h j+1 M j+1=6 −
h j+1 hj
Hence
which determine the M j . 2 2
Ln 1→ 1 , Ln x → x , Ln x → x
#1. Korovkin Theorem (for monotone operators)
Thus (ii) holds.
Let Lnbe a sequence of monotone (positive) linear operators on

Step 2: (ii) ⇒ (iii)


C [a , b].

Show the following are equivalent:


Take
1. Ln f → f uniformly for every f ∈ C [a ,b ].
ϕ (x )=¿
2. Ln f → f for the three functions 1 , x , x 2.
Expand:
3. Ln 1→ 1and
( t−x ¿2=t 2−2 tx+ x 2
Ln ϕ (t)→0
Apply Ln:
uniformly in t , where
2 2
Ln ϕ (t)=Ln ( t −2 tx+ x )
ϕ (x )=¿
Using linearity,

Step 1: (i) ⇒ (ii)


2 2
¿ t Ln 1−2 t Ln x + Ln x

If From (ii)
2 2
Ln f → f uniformly for all f ∈C [a , b] Ln 1→ 1 , Ln x → x , Ln x → x

then it must hold for the particular functions Thus


2 2 2
Ln ϕ (t)→t −2 t +t =0
8|Page
uniformly in t . Thus

Hence (iii) holds. Ln f → f

uniformly on [ a , b ].

Step 3: (iii) ⇒ (i) Hence (i) holds.

Let f ∈ C [a ,b ].

Because f is continuous on a closed interval, it is uniformly Conclusion


continuous.
¿
Hence for any ϵ >0 , there exists δ >0such that
Therefore all three conditions are equivalent.
∣ f (x )−f (t)∣<ϵ if ∣ x−t ∣<δ
#3(a) Solution
Using standard inequality,
Given the operator
∣ f (x )−f (t)∣ ≤ ϵ+ M ¿
¿
for some constant M .
where f is 2 π -periodic and f ' is continuous.
Apply operator Ln:
The Fourier coefficients are
∣ Ln f (t)−f (t)∣≤ Ln ∣ f (x )−f (t) ∣≤ ϵ Ln 1+ M Ln ¿ π π
1 1
From (iii)
a k= ∫
π −π
f (t)cos ⁡kt dtb k = ∫ f (t)sin ⁡kt dt
π −π

Ln 1→ 1 , Ln ¿

Therefore Step 1: Use Fourier series representation


∣ Ln f (t)−f (t)∣≤ ϵ + M ⋅ 0 For a 2 π -periodic function with continuous derivative,

9|Page
a0 ∞
f (x)= + ∑ (¿ a k cos ⁡kx +b k sin ⁡kx)¿
2 k=1
#3(b) Solution
Hence
Show that
¿ π

∫ (sin ⁡kx )sgn(sin ⁡nx) dx =0 for k < n


0

Step 2: Use integration by parts for coefficients

Using Step 1: Express the sign function

{−11
π
1 sin ⁡nx> 0
a k cos ⁡kx +b k sin ⁡kx= ∫ f (t)cos ⁡k (x−t) dt
π −π
sgn (sin ⁡nx)=
sin ⁡nx< 0

Differentiate under the integral and integrate by parts: It alternates sign over intervals
t mπ (m+1)π
f (t)=f (x + π−t )−∫ f ( x + π−s)ds
' <x<
n n
x

Substituting into the representation and simplifying gives


Step 2: Split the integral
[
( −1 ¿
]
π n k
1 1
(Lf −f )( x)= ∫ + ∑
'
A k sin ⁡kt f (x+ π −t)dt π n−1
π −π 2 k=1 k
∫ (sin ⁡kx )sgn(sin ⁡nx)dx=¿ ∑ ¿ ¿ ¿
0 m =0

[
( −1 ¿
]
π n k
1 1
(Lf −f )( x)= ∫ + ∑
'
A k sin ⁡kt f (x+ π −t) dt Step 3: Evaluate the integral
π −π 2 k=1 k
−cos ⁡kx
which is the required result. ∫ sin ⁡kx dx=
k

10 | P a g e
Thus Define

1
n−1
Q(θ)=P (cos ⁡θ)
¿− ∑ ¿ ¿
k m=0
Since Phas degree ≤ n−1, Q(θ)is a trigonometric polynomial of
For k < n, the cosine terms cancel pairwise because of periodic order ≤ n−1.
symmetry.

Hence
Step 2: Apply Bernstein inequality
π

∫ (sin ⁡kx )sgn(sin ⁡nx) dx =0 For trigonometric polynomials


0
'
∣Q (θ)∣≤ n max ⁡∣Q( θ)∣

But
#4(a) Solution
' '
Q (θ)=−P (cos ⁡θ)sin ⁡θ
Prove that for any polynomial Pof degree ≤ n−1,
Hence
max ⁡ ∣ P( x) ∣≤ max ⁡ ∣ n √ 1−x2 P( x)∣
−1 ≤ x ≤1 −1 ≤ x≤ 1
∣ P(cos ⁡θ)∣ ≤ n∣ sin ⁡θP(cos ⁡θ)∣

Step 1: Substitute Step 3: Convert back to x


Let
sin ⁡θ=√ 1−x 2
x=cos ⁡θ
Thus
Then
∣ P(x )∣ ≤ n √ 1−x 2 ∣ P(x )∣
√ 1−x 2=sin ⁡θ Taking maximum over [ −1 ,1 ]:

11 | P a g e
∣ n √ 1−x2 P( x)∣
n
max ⁡ ∣ P( x) ∣≤ max ⁡
−1 ≤ x ≤1 −1 ≤ x≤ 1 E=∑ ¿ ¿
i=1

#We need to minimize


Only the last two terms depend on M i.
b
E=∫ ( f (x )−S Δ (x) ) dx
'' '' 2
Using
a

'' x i−x x−x i−1


where S Δ (x)is the cubic spline on the partition S Δ (x)= M i−1+ Mi
hi hi
Δ : a=x0 < x 1 <⋯< x n=b
we obtain
Let xi

hi =xi −xi−1 , M i =S Δ(x i )


'' ∫ ¿¿
xi−1

For a cubic spline, on [ x i−1 , x i ] Thus the discrete form


xi
x i−x x−x i−1 n
hi n
E=C+ ∑ ( M i−1+ M i−1 M i + M i ) −2 ∑ ∫ f ' ' (x )S 'Δ' (x )dx
'' 2 2
S Δ (x)= M i−1+ Mi
hi hi i=1 3 i =1 x i−1

where C is independent of M i.
1. Discrete form of E

Write the integral as a sum over subintervals: 2. Stationary condition


n xi
Stationary points occur when
E=∑ ∫ ¿ ¿ ¿
i=1 x i−1
∂E
=0
Expanding the square, ∂Mj

After differentiating and simplifying we obtain

12 | P a g e
( )
y j +1− y j y j− y j−1 ∣ P(x 0 )∣=M
h j M j−1+2 (h j + h j +1) M j +h j+1 M j+1=6 −
h j +1 hj
Define
for F (x)=P (x)−P (x 0)
j=1 ,2 , … , n−1
Then
where F (x 0)=0
y j=f (x j )
Since Phas degree ≤ n−1, F also has degree ≤ n−1.

Now consider
3. Final system of equations 2 '
G(x )=(1−x ) P (x )

h j M j−1+2 (h j + h j +1) M j +h j+1 M j+1=6


( y j +1− y j y j− y j−1
h j +1

hj ) By properties of extremal polynomials on [ −1 ,1 ], the maximum of
P(x )occurs where
with boundary conditions (natural spline) '
P (x 0)=0 or x 0 =±1
M 0=0 , M n=0 #Q5(a)
Using the standard inequality for polynomials on [ −1 ,1 ]:
Prove that for any polynomial Pof degree ≤ n−1,
∣ P(x )∣ ≤ n √ 1−x 2 ∣ P' (x)∣
max ⁡ ∣ P( x) ∣≤ max ⁡ ∣ n √ 1−x2 P' (x)∣ Taking maximum on both sides:
−1 ≤ x ≤1 −1 ≤ x≤ 1

Proof max ⁡ ∣ P( x) ∣≤ max ⁡ ∣ n √ 1−x2 P' (x)∣


−1 ≤ x ≤1 −1 ≤ x≤ 1

Let
Hence proved.
M =max ⁡ ∣ P(x )∣
−1≤ x ≤1

Then there exists x 0 ∈[−1 , 1]such that #Q5(b)

13 | P a g e
Prove that for any polynomial Pof degree ≤ n Multiplying by M :
' 2 ' 2
max ⁡ ∣ P (x)∣≤ n max ⁡ ∣ P(x )∣ ∣ P (x )∣≤ n M
−1 ≤ x ≤1 −1≤ x ≤1

Thus
Proof (Markov Inequality)
' 2
Let max ⁡ ∣ P ( x)∣≤ n max ⁡ ∣ P(x )∣
−1 ≤ x ≤1 −1≤ x ≤1

M =max ⁡ ∣ P(x )∣ Hence proved.


−1≤ x ≤1

Define

P (x) #Q6(a)
Q(x )=
M Show that the (0,2) interpolation on the zeros of
Then ¿
∣Q(x )∣ ≤1 exists.
Now the Markov inequality for polynomials states: Proof
If Q(x )is a polynomial of degree n satisfying Let
∣Q(x )∣ ≤1(−1≤ x ≤ 1) 2
ω (x)=(1−x ) Pn−1 (x )
'

then
The polynomial Pn−1 (x) is the Legendre polynomial of degree n−1.
' 2
∣Q (x )∣≤ n
Properties:
Therefore
1. Pn−1 (x) has n−1simple zeros in (−1 , 1 ).
'
P (x)
∣ ∣ ≤n 2 2. P'n−1 (x) therefore has n−2zeros in (−1 , 1 ).
M

14 | P a g e
Now If f (x)is a continuous function on [ a , b ], then for every ε > 0there
2 ' exists a polynomial Pn (x )such that
ω (x)=(1−x ) Pn−1 (x )
max ⁡ ∣ f (x)−P n (x) ∣< ε
Zeros occur at: x∈[ a ,b ]

x=−1 , x=1 i.e., every continuous function on a closed interval can be


uniformly approximated by polynomials.
and the zeros of P'n−1 (x) .

Hence total zeros:


Proof (using Bernstein Polynomials)
(n−2)+2=n
Consider f (x)∈C [0 ,1] .
Thus we obtain n interpolation nodes
Define the Bernstein polynomial
x 1 , x 2 ,… , x n

( kn )(nk) x ¿
n

For (0,2) interpolation, the conditions are: Bn (f ; x )=∑ f k

k=0
'
S(x k )=f (x k ), S (x k )=0 Properties:
for k =1 ,2 , … , n. 1. Bn (f ; x )is a polynomial of degree n .
Total conditions: 2. f continuous on [ 0 , 1 ]⇒ uniformly continuous.
2n Let ω (δ)be modulus of continuity.
A polynomial of degree ≤ 2 n−1has 2 ncoefficients. Then
Hence the system is solvable and (0,2) interpolation exists.

#Q2. Weierstrass Approximation Theorem


∣ Bn (f ; x)−f (x )∣≤ ω (√ x (1−x )
n )
Statement Since

15 | P a g e
√ x (1−x) π π
1
n
→ 0(n→ ∞ ) I =∫ sin ⁡kx sin ⁡nx dx¿ ∫ [cos ⁡(k −n)x −cos ⁡(k +n) x ]dx
0 20
therefore
Integrate
lim ⁡ B n (f ; x )=f (x) π
sin ⁡(mπ )
n →∞
∫ cos ⁡(mx)dx =¿ m
¿
uniformly on [ 0 , 1 ]. 0

Since m integer,
Hence polynomial approximation exists.
sin ⁡(mπ)=0
Thus Weierstrass theorem proved.
Thus both integrals vanish.

I =0
#Q3(a)
Hence proved.
Show that if k < n
π

∫ (sin ⁡kx )(sin ⁡nx )dx=0 #Q4(a)


0

For f ∈ C2 π

Proof

Use trigonometric identity


3
En (f )≤ ω
2
π
n+1 ( )
where
1
sin ⁡kx sin ⁡nx = [cos ⁡(k −n)x−cos ⁡( k +n) x ]
2  En (f )= best approximation error
Thus  ω (δ)= modulus of continuity

16 | P a g e
Proof Sketch #Q4(b)

Define modulus of continuity Given

ω (δ) ∣ x−=y ∣ ≤δ ⁡ ∣ f (x )−f ( y )∣ −α


En (f )≤ A n , 0< α <1

Using Fejér kernel approximation Show f ∈ Lip(α )


π
1
σ n (f ; x)= ∫ f (x−t)F n (t )dt
π −π
Proof
where F nis Fejér kernel. Choose best approximating polynomial Pn
Properties ∣∣ f −P n ∣∣ ≤ A n
−α

1. σ n (f )is a trigonometric polynomial degree n


Then
2. ∣ f (x )−f ( y)∣≤ ∣ f (x)−P n (x)∣+∣ P n (x)−P n ( y)∣+ ∣ Pn ( y )−f ( y )∣
3
∣ f (x )−σ n ( f ; x)∣≤ ω
2
π
n+1 ( ) Thus
−α
∣ f (x )−f ( y)∣≤ 2 A n +∣ Pn (x )−Pn ( y )∣
Since En (f )is minimum approximation error
Using polynomial derivative estimate
En (f )≤ ∣∣ f −σ n (f )∣∣
∣ Pn (x )−Pn ( y)∣≤Cn ∣ x− y ∣
Therefore
Choose
3
En (f )≤ ω
2
π
n+1 ( ) n≈
1
∣ x− y ∣
Hence proved.
Then

17 | P a g e
α
∣ f (x )−f ( y)∣≤ C ∣ x− y ∣

Hence Equations for m j

f ∈ Lip(α ) Using continuity of S' ' ( x)

#Q9. Cubic Spline S Δ (x)


m j+1 −m j m j −m j−1
h j+ 1
+
hj
=3
(
y j +1− y j y j− y j−1
2
h j +1
− 2
hj )
Conditions These form a tridiagonal linear system to compute m j .

S Δ (x j )= y j S'Δ (x j )=m j
#Q10
for j=0 , 1, … , n
Given cubic spline S Δ (x)

Spline on interval [ x j−1 , x j ]


(i)
Let
b
h j=x j −x j−1 ∫¿¿
a
Cubic Hermite form
Using integration by parts
S(x )=( 1−3t +2 t ) y j −1 + ( 3 t − 2t ) y j
2 3 2 3
b
2 3 2
+h j (t−2 t +t )m j−1 +h j (−t + t )m j
3
∫¿¿
a

where
Since spline minimizes energy functional,
x−x j−1 b
t=
hj ∫¿¿
a

18 | P a g e
is the minimum curvature energy among all interpolants.

(ii)
b

∫ f ' ' (x )S Δ (x )dx


a

Using integration by parts twice


b

∫ f ' ' Sdx=¿¿ ¿


a

Thus
b

∫ f ' ' (x )S Δ (x )dx =¿


a

19 | P a g e

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