2.II.14B

Numerical Analysis | Part IB, 2003

Let

f′′(0)≈a0f(−1)+a1f(0)+a2f(1)=μ(f)f^{\prime \prime}(0) \approx a_{0} f(-1)+a_{1} f(0)+a_{2} f(1)=\mu(f)

be an approximation of the second derivative which is exact for f∈P2f \in \mathcal{P}_{2}, the set of polynomials of degree ≤2\leq 2, and let

e(f)=f′′(0)−μ(f)e(f)=f^{\prime \prime}(0)-\mu(f)

be its error.

(a) Determine the coefficients a0,a1,a2a_{0}, a_{1}, a_{2}.

(b) Using the Peano kernel theorem prove that, for f∈C3[−1,1]f \in C^{3}[-1,1], the set of threetimes continuously differentiable functions, the error satisfies the inequality

∣e(f)∣≤13max⁡x∈[−1,1]∣f′′′(x)∣.|e(f)| \leq \frac{1}{3} \max _{x \in[-1,1]}\left|f^{\prime \prime \prime}(x)\right| .

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