A linear functional acting on f∈Ck+1[a,b] is approximated using a linear scheme L(f). The approximation is exact when f is a polynomial of degree k. The error is given by λ(f). Starting from the Taylor formula for f(x) with an integral remainder term, show that the error can be written in the form
λ(f)=k!1∫abK(θ)f(k+1)(θ)dθ
subject to a condition on λ that you should specify. Give an expression for K(θ).
Find c0,c1 and c3 such that the approximation scheme
f′′(2)≈c0f(0)+c1f(1)+c3f(3)
is exact for all f that are polynomials of degree 2 . Assuming f∈C3[0,3], apply the Peano kernel theorem to the error. Find and sketch K(θ) for k=2.
Find the minimum values for the constants r and s for which
∣λ(f)∣⩽r∥∥∥∥f(3)∥∥∥∥1 and ∣λ(f)∣⩽s∥∥∥∥f(3)∥∥∥∥∞
and show explicitly that both error bounds hold for f(x)=x3.