3.II.19D

Numerical Analysis | Part IB, 2008

Starting from the Taylor formula for f(x)∈Ck+1[a,b]f(x) \in C^{k+1}[a, b] with an integral remainder term, show that the error of an approximant L(f)L(f) can be written in the form (Peano kernel theorem)

L(f)=1k!∫abK(θ)f(k+1)(θ)dθ,L(f)=\frac{1}{k !} \int_{a}^{b} K(\theta) f^{(k+1)}(\theta) d \theta,

when L(f)L(f), which is identically zero if f(x)f(x) is a polynomial of degree kk, satisfies conditions that you should specify. Give an expression for K(θ)K(\theta).

Hence determine the minimum value of cc in the inequality

∣L(f)∣≤c∥f′′′∥∞|L(f)| \leq c\left\|f^{\prime \prime \prime}\right\|_{\infty}

when

L(f)=f′(1)−12(f(2)−f(0)) for f(x)∈C3[0,2]L(f)=f^{\prime}(1)-\frac{1}{2}(f(2)-f(0)) \text { for } f(x) \in C^{3}[0,2]

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