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 fC3[2,2]f \in C^{3}[-2,2], and b1,b2,b3b_{1}, b_{2}, b_{3} are chosen as above, then

22f(x)dxb1f(1)b2f(0)b3f(1)49maxξ[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|