On an approximation formula

Abstract

We generalize an approximation formula which in some particular cases has been studied by [J.F. Traub 1964] and \ [R.M.Humel and C.S. Secbeck 1949]. Denote by \(I_{x}\) the closed interval determined by the distinct points \(x,x_{0} \in \mathbb{R}\). Consider the nonlinear mapping \(f:I_{x}\rightarrow \mathbb{R}\), which has derivatives up to the order \(2n+1\) on \(I_{x}\), and deonte by \(G\) the set of functions $$G=\big\{g:g(t) =f(x_0) + (t-x_0) \sum \limits_{i=1}^{n} a_i f'(x_0 + b_i(t-x_0) , \ a_i, b_i \in \mathbb{R}, i=1,n, t\in I_x\big\}$$ From the set \(G\) we determine a function \(\bar{g}\) with the properties \(f^{(i)}(x_0) = \bar{g}^{(i)}(x_0)\). We determine the coefficients \(a_{i},b_{i},\ i=1,\ldots,n\) and we also evaluate the remainder \(f(t) -\bar{g}(t)\), \(t\in I_{x}\).

Authors

Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)

Keywords

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Cite this paper as:

I. Păvăloiu, On an approximation formula, Rev. Anal. Numér. Théor. Approx., 26 (1997) nos. 1-2, pp. 179-184.

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1222-9024

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2457-8126

References

[1] C. I. Berezin and N. Jidkov, Metody vychisleny, Fizmatgiz, Moscow (1962).

[2] P. M. Humel and C. L. Seebeck Jr., A generalization of Taylor’s expansion, Amer. Math. Monthly 56 (1949), pp. 243-247.

[3] A. Lupas Calculul valorilor unor functii elementare, Gazeta Matematica (Ser. A) VII, l (1986), pp. 15-26.

[4] J. F. Traub, Iterative Methods for the Solution of Equations, Prentice-Hall, Inc., Englowood Cliffs, N.J., 1964.

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On an approximation formula

On an approximation formula

Ion Păvăloiu
1991 Mathematics Subject Classification:
65D05, 65D10.

1. Introduction

This Note contains some remarks concerning an approximation formula for functions, which is a generalization of some interpolation formulae given in [3] and [5]. In particular, we shall show that only one of the formulae of this type, mentioned in [5], has a maximal degree of exactness. Some particular cases of such formulae were also mentioned in [5, p.163].

Denote by Ix the closed interval determined by two distinct points x0, x in . For a (2n+1)-times derivable function f:Ix and n, consider the class G of functions given by

(1) G={ g:g(t)=f(x0)+(tx0)i=1naif(x0+bi(tx0)),
ai,bi,i=1,n¯,tIx}.

Consider the following problem: Find a function g¯G such that

(2) f(i)(x0)=g¯(i)(x0),i=1,m¯.

In [5] this problem was solved in some particular cases. We shall show that, for m=2n, this problem has a unique solution and we shall give a representation for the remainder.

2. Determination of the approximating function

For m=2n, we are looking for a function g¯ in G verifying conditions (2) and having a maximal degree of approximation.

It is easily seen that conditions (2) lead to the following system, having the real numbers ai,bi,i=1,n¯, as unknowns:

(3) i=1naibik=1(k+1),k=0,1,,2n1.

Consider now a continuous function φ:[0,1] and let

(4) 01φ(t)𝑑t=i=1naiφ(bi)+R[φ]

be a quadrature formula, having {bi}1n as knots and {ai}1n as coefficients. Asking that R[φk]=0 for φk(t)=tk,k=0,2n1¯, (4) becomes the classical Gauss quadrature formula. On the other hand, the conditions R[φk]=0, for φk(t)=tk,k=0,2n1¯, lead again to the system (3), implying that bi must be the roots of the Legendre polynomial wn of degree n, i.e., the roots of the equation

(5) wn(i):=n!(2n)!dtn[tn(tl)n]=0.

The coefficients ai are given by the following formula

(6) ai=(n!)4[(2n)!]2bi(1bi)[wn(bi)]2,i=1,n¯,

(see [2, p.261]).

Now, it is clear that the following theorem holds:

Theorem 2.1.

If f:Ix is a (2n+1)-times derivable function on Ix, then there exists only one function g¯G verifying conditions (2) for m=2n. The parameters {ai}i=1n are given by formula (6), where {bi}i=1n are the roots of equation (5).

3. Determination of the remainder

Consider the approximation formula

(7) f(x)=g¯(x)+r[f],

where g¯G is a function verifying (3) and r[f] is the remainder.

In the conditions of Theorem 2.1, it follows that

(8) f(x0+bi(xx0))=j=12nf(j)(x0)(j1)!bij1(xx0)j1+ri(x),

where

(9) ri(x)=f(2n+1)(θi)(2n)!bi2n(xx0)2n,

and θi is a number contained in the open interval determined by x0 and x0+bi(xx0),1in.

From (8) we obtain the equalities

(10) f(x)f(x0)(xx0)f(x0+bi(xx0))=
=f(x)f(x0)j=12nf(j)(x0)(j1)!bij1(xx0)jri(x)(xx0,),i=1,n¯.

Multiplying equalities (10) by ai, taking into account solution (3) and summing up, we obtain

(11) f(x)g¯(x)=f(x)j=02nf(j)(x0)j!(xx0)ji=1nairi(x)(xx0).

Now, using (9) and Lagrange from of the remainder in the Taylor formula, we get

(12) f(x)g¯(x)=[f(2n+1)(η)(2n+1)!i=1naibi2nf(2n+1)(θi)(2n)!](xx0)(2n+1),

where ηIx.

Setting φ(t)=t2n in (4) and taking into account the form of the remainder term in the Gauss quadrature formula [[2],p.259], we get

i=1naibi2n+[n!]4[(2n)!]2(2n+1)=12n+1,

implying

(13) i=1naibi2n=[(2n)!]2[n!]4(2n+1)[(2n)!]2.

Suppose now that the (2n+1)-order derivative of f is bounded on Ix and let

(14) M2n+1=suptIx|f(2n+1)(t)|.

Taking into account relations (12) and (13), one obtains the following delimitation for r[f]

(15) |r[f]|M2n+1(2n+1)!2[(2n)!]2+[n!]4[(2n)!]2|xx0|2n+1.

4. Particular cases

  • a)

    n=1. In this case, b1=12, a1=1 and

    g(x)=f(x0)+(xx0)f(x0+12(xx0)).

    From (15) we get

    |f(x)g(x)|7M324|xx0|3,

    where M3=suptIx|f′′′(t)|.

  • b)

    n=2. In this case, b1=336, b2=3+36,a1=a2=12and

    g(x)=f(x0)+12(xx0)[f(x0+336(xx0))+f(x0+3+36(xx0))],

    One also obtains the evaluation

    |f(x)g(x)|71M54320|xx0|5,

    where M5=suptIx|f(5)(t)|.

Remark.

Approximation formula of the type considered in this Note could be useful for the approximate calculation of the values of some functions having rational functions as derivatives.

References

  • [1]
  • [2] C. I. Berezin and N. Jidkov, Metody vychisleny, Fizmatgiz, Moscow (1962).
  • [3] P. M. Humel and C. L. Seebeck Jr., A generalization of Taylor’s expansion, Amer. Math. Monthly 56 (1949), 243–247.
  • [4] A. Lupaş, Calculul valorilor unor funcţii elementare, Gazeta Matematică (Ser. A) VII, 1 (1968), 15–26.
  • [5] J. F. Traub, Iterative Methods for the Solution of Equations, Prentice-Hall, Inc., Englewood Cliffs, N.J., 1964.

Received March 15, 1996

Institutul de Calcul ”Tiberiu Popoviciu”

Str. G. Bilaşcu, nr.37

C.P. 68, O.P. 1, 3400 Cluj-Napoca

România

1997

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