Paper 3, Section II, C

Numerical Analysis
Part IB, 2009

Starting from Taylor's theorem with integral form of the remainder, prove the Peano kernel theorem: the error of an approximant L(f)L(f) applied to f(x)Ck+1[a,b]f(x) \in C^{k+1}[a, b] can be written in the form

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

You should specify the form of K(θ)K(\theta). Here it is assumed that L(f)L(f) is identically zero when f(x)f(x) is a polynomial of degree kk. State any other necessary conditions.

Setting a=0a=0 and b=2b=2, find K(θ)K(\theta) and show that it is negative for 0<θ<20<\theta<2 when

L(f)=02f(x)dx13(f(0)+4f(1)+f(2)) for f(x)C4[0,2].L(f)=\int_{0}^{2} f(x) d x-\frac{1}{3}(f(0)+4 f(1)+f(2)) \quad \text { for } \quad f(x) \in C^{4}[0,2] .

Hence determine the minimum value of ρ\rho for which

L(f)ρf(4)|L(f)| \leqslant \rho\left\|f^{(4)}\right\|_{\infty}

holds for all f(x)C4[0,2]f(x) \in C^{4}[0,2].