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Re: piecewise linear approximation

Subject: Re: piecewise linear approximation
From: "Alex. Lupas"
Date: 29 Apr 2006 21:24:04 -0700
Newsgroups: sci.math
Consider a particular case, namely

f:[0,1]--->R and x(j)=j/n , j in {0,1,...,n}.

In the following

[a,b,c;f] or [a,b,c;f(t)]_t denotes the

divided difference of f,with respect to variable t,

 at the (distinct) knots a,b,c from [0,1].More

precisely

   [a,b,c;f]=[a,b,c;f(t)]_t =

=f(a)/((a-b)(a-c)) + f(b)/((b-a)(b-c)) +

 +f(c)/((c-a)(c-b)).

It's well known that for g in C^2[0,1] there exists

at least a point z in [0,1] such that

(1)  [a,b,c;g]= g"(z)/2! .

Therefore , in case when g is in C^2[0,1],

||g"||:= max_{x in [0,1]}|g"(x)| ,

 we have

(2)  | [a,b,c;g] | =< ||g"||/2.

Further let

h_x(t):=|x-t|,

{.}:=fractional part,

[.]:=integer part,

e_j(t):=t^j ,

D_n(x):= {nx}(1-{nx})/n^2 .

If c_n:=1/n , x in [0,1],  define
===========================

     (S_nf)(x)=

=c_n*SUM_{k=0 to k=n}[(k-1)/n,k/n,(k+1)/n; h_x(t)]_t f(k/n).

==========================

Observe following facts:

1) S_n: f-->S_nf is a linear positive operator.

2) For j in {0,1} we have  S_ne_j = e_j .

3)  (S_ne_2)(x)= e_2(x) + D_n(x)

4)   0=< D_n(x) =< 1/(4n^2)  for x in [0,1].

5) The restrictions of S_nf at intervals [(j-1)/n,j/n],

   jin {1,2,...,n}, are  linear functions.

6) (S_nf)(k/n)=f(k/n) , k in {0,1,...,n}.


7) For x in [0,1] , a_n(x):=[nx]/n , we have

          (S_nf)(x) -f(x) =
(#)

= D_n(x)*[a_n(x),x,a_n(x)+ 1/n ;f] .

Now assume that f is in C^2[0,1]  and x in [0,1].

Using (#) together with 4), (1)-(2), one finds

 | (S_nf)(x)-f(x) | =< ||f"||/(8*n^2)  , n in {1,2,...}.

Of course, a generalisation (to arbitrary knots x(j))
 is possible. Perhaps help/Alex
======

Note: If you assume that f is only in C[0,1] you can use the

modulus of continuity (of the first order) that is

  W(f;d):=max_{|t-x|=< d}|f(t)-f(x)| .

One finds  (x in [0,1])

  |f(x)-(S_nf)(x)|=< 2*W(f;sqrt({nx}(1-{nx}))/n)  .


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