1 s2.0 002190458090026X Main
1 s2.0 002190458090026X Main
1 s2.0 002190458090026X Main
R. A. LORENTZ
Let D, be the functional given by D,,f = f’(0) on C’( - I, I). Let n, be the set
of polynomials of degree not exceeding n and let M, be the polynomial inter-
polation to fat a given set of points x1, x2 ,..., x,, We approximate DOf by
D&J This is called a numerical differentiation formula. We study the point-
wise convergence of DJvf,, to D, for two choices of the set of points: for equi-
spaced points and for the extrema of the Chebycheff polynomials.
where -- I -.:<x1 < x2 < ... < x, .< 1 and the 3(i are real. This will be called
a differentiation formula. The justification of the term “approximate” lies in
our demand that DJ = Ff for all polynomials f of degree not exceeding
I? ~ I
FP == D,P, P ELITLpl.
0021-9045/80:090059-12$02.00i0
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60 Ii. A. LORENTZ
for all P t n,_, determines the coefficients uniquely. Let L,, ,,,(s, ..__..I-,?: .v)
be the Lagrange interpolating polynomial:
Then
ai2 -2 f&(x, ,...) x, ; .). (1)
We will consider two choices of the nodes {x,1. The first is the easiest
choice made using information neither on the functional to be approximated
nor of the set on which the approximation is exact. This is
The second choice is the set of extremal points of the Chebycheff polynomial
of degree 2m - I, TznL+l .
If we let
and
n(i + m)
-xi -= -- cos 2m-I ’
-yo 0, (3)
i7(i $ m - 1)
x, ~~ -~ cos i ~~ 1, 2,. . ., m.
2m-1 ’
(4)
where the Lzt are the point evaluation fimctionals, which reproduces D,,
exactly on Il,, , has coefficients given by (1) if we replace K by D,
As a functional on C,
i,,
NUMERICAL DIFFERENTIATION 61
It turns out that the choice of the Chebycheff extrema minimizes the norm of
F,, among all choices of nodes. As a consequence, this choice yields a differen-
tiation formula which is the least sensitive to uncertainty in the given informa-
tion f(xi). For more detail on this aspect see Pallaschke [4].
It is another aspect, however, which is of primary interest to us, namely,
the convergence of FZm(f) to f’(o) as m increases.
Pallaschke, [3], has proved that the differentiation formula with the
Chebycheff nodes (3) converges tof’(o) for anyfwhich is twice continuously
differentiable. We will show here that this formula even converges for once
differentiable functions. We then compare this behavior with that of the
differentiation formula with equi-spaced nodes (2) which are worse behaved.
It is shown that for equi-spaced nodes the formula also converges for three
times continuously differentiable functions but diverges for at least one func-
tion not in this class.
The following three theorems represent our main results.
THEOREM I. Let
where the xi are the Chebycheff nodes (3). Then for all f E C,[- 1, I],
L(f) -+f’(O>
for m + 00.
Thus
NUMERICAL DIFFERENTIATION 63
Since
Since
and since
we get
(T,r,,Sk p s(O)
for any g ;I C. since the poiynomials are dense in C. But anyf’t C, may bc
written as j‘ S<qfor sotne g E C. so that
r,,J‘ -+ g(O) f“(O).
in considering the convergence of difltreniiation formulas. we can thus, by
using Lemtna 4. restict ourselves to the functionals TJ. Note also that this
lemma is independent of the nodes.
Now, also for both our choices of nodes
NlJhlEKICAL DlFFERE:NTIATION 65
and so
Because
We want to continue with exact formulas for 1:F2,,,S I/. To do this, we show
that
and that the ‘P, alternate in sign. This is clear from (6). For the equi-spaced
case. we consider
Since both factors of the right hand side are smaller than one, here also the .x,
decrease in absolute value with increasingj and alternate in sign.
By re-grouping,
66
and
Proof of Thorem 3
Now xj 1;2m so that
and because
m vl(tl- l)...(m-i-+ 1)
~_ (-l)i'l
'%
i (m +1)(/n A~ 2) ... (m ~- i) ’
From Lemma 4, we may conclude that there exists anfE C, for which
Fmf +f ‘0
which concludes the proof.
Proof of Theorem 1
Using (13) and (14),
i nz (Xi- Xi-,) )
<2) (22 1,x-+;* (2m- 1)x3
640!30/1-6
R. A. LORENTZ
Hence
Now
x, - (-0s ~---m7r 57
2m -- I s’n >jzrn - 1) .
For 0 b .Y .. 4,
sin .Y : ; .Y - x3, 6
from which
Thus
and
I m’)
, . i --. I.
i m
NUMERICAL DIFFERENTIATION 69
Thus
Thus
-G E,,-,(.f’)(log m t- I).
i.s thr degree of approximation to ffrom Il’, and jl . /I is the uniform norm,
If we know thatf’ E Lip O(for some (Y ‘: 0, then
REFERENCES