Paper 2, Section II, C

Numerical Analysis
Part IB, 2014

A linear functional acting on fCk+1[a,b]f \in C^{k+1}[a, b] is approximated using a linear scheme L(f)L(f). The approximation is exact when ff is a polynomial of degree kk. The error is given by λ(f)\lambda(f). Starting from the Taylor formula for f(x)f(x) with an integral remainder term, show that the error can be written in the form

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

subject to a condition on λ\lambda that you should specify. Give an expression for K(θ)K(\theta).

Find c0,c1c_{0}, c_{1} and c3c_{3} such that the approximation scheme

f(2)c0f(0)+c1f(1)+c3f(3)f^{\prime \prime}(2) \approx c_{0} f(0)+c_{1} f(1)+c_{3} f(3)

is exact for all ff that are polynomials of degree 2 . Assuming fC3[0,3]f \in C^{3}[0,3], apply the Peano kernel theorem to the error. Find and sketch K(θ)K(\theta) for k=2k=2.

Find the minimum values for the constants rr and ss for which

λ(f)rf(3)1 and λ(f)sf(3)|\lambda(f)| \leqslant r\left\|f^{(3)}\right\|_{1} \quad \text { and } \quad|\lambda(f)| \leqslant s\left\|f^{(3)}\right\|_{\infty}

and show explicitly that both error bounds hold for f(x)=x3f(x)=x^{3}.