Taylor's theorem for functions f∈Ck+1[a,b] is given in the form
f(x)=f(a)+(x−a)f′(a)+⋯+k!(x−a)kf(k)(a)+R(x).
Use integration by parts to show that
R(x)=k!1∫ax(x−θ)kf(k+1)(θ)dθ
Let λk be a linear functional on Ck+1[a,b] such that λk[p]=0 for p∈Pk. Show that
λk[f]=k!1∫abK(θ)f(k+1)(θ)dθ
where the Peano kernel function K(θ)=λk[(x−θ)+k].[ You may assume that the functional commutes with integration over a fixed interval.]
The error in the mid-point rule for numerical quadrature on [0,1] is given by
e[f]=∫01f(x)dx−f(21)
Show that e[p]=0 if p is a linear polynomial. Find the Peano kernel function corresponding to e explicitly and verify the formula ( † ) in the case f(x)=x2.