Paper 2, Section I, I

Topics in Analysis | Part II, 2015

Let x1,x2,…,xnx_{1}, x_{2}, \ldots, x_{n} be the roots of the Legendre polynomial of degree nn. Let A1A_{1}, A2,…,AnA_{2}, \ldots, A_{n} be chosen so that

∫−11p(t)dt=∑j=1nAjp(xj)\int_{-1}^{1} p(t) d t=\sum_{j=1}^{n} A_{j} p\left(x_{j}\right)

for all polynomials pp of degree n−1n-1 or less. Assuming any results about Legendre polynomials that you need, prove the following results:

(i) ∫−11p(t)dt=∑j=1nAjp(xj)\int_{-1}^{1} p(t) d t=\sum_{j=1}^{n} A_{j} p\left(x_{j}\right) for all polynomials pp of degree 2n−12 n-1 or less;

(ii) Aj⩾0A_{j} \geqslant 0 for all 1⩽j⩽n1 \leqslant j \leqslant n;

(iii) ∑j=1nAj=2\sum_{j=1}^{n} A_{j}=2.

Now consider Qn(f)=∑j=1nAjf(xj)Q_{n}(f)=\sum_{j=1}^{n} A_{j} f\left(x_{j}\right). Show that

Qn(f)→∫−11f(t)dtQ_{n}(f) \rightarrow \int_{-1}^{1} f(t) d t

as n→∞n \rightarrow \infty for all continuous functions ff.

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