Paper 1, Section II, 18D

Numerical Analysis | Part IB, 2015

Determine the real coefficients b1,b2,b3b_{1}, b_{2}, b_{3} such that

∫−22f(x)dx=b1f(−1)+b2f(0)+b3f(1)\int_{-2}^{2} f(x) d x=b_{1} f(-1)+b_{2} f(0)+b_{3} f(1)

is exact when f(x)f(x) is any real polynomial of degree 2 . Check explicitly that the quadrature is exact for f(x)=x2f(x)=x^{2} with these coefficients.

State the Peano kernel theorem and define the Peano kernel K(θ)K(\theta). Use this theorem to show that if f∈C3[−2,2]f \in C^{3}[-2,2], and b1,b2,b3b_{1}, b_{2}, b_{3} are chosen as above, then

∣∫−22f(x)dx−b1f(−1)−b2f(0)−b3f(1)∣⩽49max⁡ξ∈[−2,2]∣f(3)(ξ)∣\left|\int_{-2}^{2} f(x) d x-b_{1} f(-1)-b_{2} f(0)-b_{3} f(1)\right| \leqslant \frac{4}{9} \max _{\xi \in[-2,2]}\left|f^{(3)}(\xi)\right|

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