Paper 1, Section II, C

Numerical Analysis
Part IB, 2020

(a) Given a set of n+1n+1 distinct real points x0,x1,,xnx_{0}, x_{1}, \ldots, x_{n} and real numbers f0,f1,,fnf_{0}, f_{1}, \ldots, f_{n}, show that the interpolating polynomial pnPn[x],pn(xi)=fip_{n} \in \mathbb{P}_{n}[x], p_{n}\left(x_{i}\right)=f_{i}, can be written in the form

pn(x)=k=0nakj=0,jknxxjxkxj,xRp_{n}(x)=\sum_{k=0}^{n} a_{k} \prod_{j=0, j \neq k}^{n} \frac{x-x_{j}}{x_{k}-x_{j}}, \quad x \in \mathbb{R}

where the coefficients aka_{k} are to be determined.

(b) Consider the approximation of the integral of a function fC[a,b]f \in C[a, b] by a finite sum,

abf(x)dxk=0s1wkf(ck)\int_{a}^{b} f(x) d x \approx \sum_{k=0}^{s-1} w_{k} f\left(c_{k}\right)

where the weights w0,,ws1w_{0}, \ldots, w_{s-1} and nodes c0,,cs1[a,b]c_{0}, \ldots, c_{s-1} \in[a, b] are independent of ff. Derive the expressions for the weights wkw_{k} that make the approximation ( 1)) exact for ff being any polynomial of degree s1s-1, i.e. fPs1[x]f \in \mathbb{P}_{s-1}[x].

Show that by choosing c0,,cs1c_{0}, \ldots, c_{s-1} to be zeros of the polynomial qs(x)q_{s}(x) of degree ss, one of a sequence of orthogonal polynomials defined with respect to the scalar product

u,v=abu(x)v(x)dx\langle u, v\rangle=\int_{a}^{b} u(x) v(x) d x

the approximation (1) becomes exact for fP2s1[x]f \in \mathbb{P}_{2 s-1}[x] (i.e. for all polynomials of degree 2s1)2 s-1).

(c) On the interval [a,b]=[1,1][a, b]=[-1,1] the scalar product (2) generates orthogonal polynomials given by

qn(x)=12nn!dndxn(x21)n,n=0,1,2,q_{n}(x)=\frac{1}{2^{n} n !} \frac{d^{n}}{d x^{n}}\left(x^{2}-1\right)^{n}, \quad n=0,1,2, \ldots

Find the values of the nodes ckc_{k} for which the approximation (1) is exact for all polynomials of degree 7 (i.e. fP7[x]f \in \mathbb{P}_{7}[x] ) but no higher.