Bounding at Newton Divided Difference Formula
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Let $a=x_0,x_1,...,x_n=b$ are $n+1$ points which are equally spaced in $[a,b]$. The distance between consecutive terms is $h= frac{b-a}{n}$ and $x in [a,b]$
Show that $ biggr|prod_{i=}^n (x-x_i) biggr| leq frac{h^{n+1}.n!}{4} $
I have written
$ biggr|prod_{i=}^n (x-x_i) biggr| = biggr| (x-x_0)(x-x_0-h)(x-x_0-2h)...(x-x_0-nh) biggr|$
I know it is so easy but I couldn’t see in no way. I think I have written something unnecessary. Thanks for any help..
numerical-methods interpolation numerical-calculus
$endgroup$
add a comment |
$begingroup$
Let $a=x_0,x_1,...,x_n=b$ are $n+1$ points which are equally spaced in $[a,b]$. The distance between consecutive terms is $h= frac{b-a}{n}$ and $x in [a,b]$
Show that $ biggr|prod_{i=}^n (x-x_i) biggr| leq frac{h^{n+1}.n!}{4} $
I have written
$ biggr|prod_{i=}^n (x-x_i) biggr| = biggr| (x-x_0)(x-x_0-h)(x-x_0-2h)...(x-x_0-nh) biggr|$
I know it is so easy but I couldn’t see in no way. I think I have written something unnecessary. Thanks for any help..
numerical-methods interpolation numerical-calculus
$endgroup$
$begingroup$
$x$ is any real number? or $xin [a,b]$?
$endgroup$
– Ricardo Largaespada
Dec 16 '18 at 0:53
$begingroup$
@RicardoLargaespada sorry I’ve forgotten to write it. $in [a,b]$
$endgroup$
– user519955
Dec 16 '18 at 1:01
add a comment |
$begingroup$
Let $a=x_0,x_1,...,x_n=b$ are $n+1$ points which are equally spaced in $[a,b]$. The distance between consecutive terms is $h= frac{b-a}{n}$ and $x in [a,b]$
Show that $ biggr|prod_{i=}^n (x-x_i) biggr| leq frac{h^{n+1}.n!}{4} $
I have written
$ biggr|prod_{i=}^n (x-x_i) biggr| = biggr| (x-x_0)(x-x_0-h)(x-x_0-2h)...(x-x_0-nh) biggr|$
I know it is so easy but I couldn’t see in no way. I think I have written something unnecessary. Thanks for any help..
numerical-methods interpolation numerical-calculus
$endgroup$
Let $a=x_0,x_1,...,x_n=b$ are $n+1$ points which are equally spaced in $[a,b]$. The distance between consecutive terms is $h= frac{b-a}{n}$ and $x in [a,b]$
Show that $ biggr|prod_{i=}^n (x-x_i) biggr| leq frac{h^{n+1}.n!}{4} $
I have written
$ biggr|prod_{i=}^n (x-x_i) biggr| = biggr| (x-x_0)(x-x_0-h)(x-x_0-2h)...(x-x_0-nh) biggr|$
I know it is so easy but I couldn’t see in no way. I think I have written something unnecessary. Thanks for any help..
numerical-methods interpolation numerical-calculus
numerical-methods interpolation numerical-calculus
edited Dec 16 '18 at 1:02
user519955
asked Dec 16 '18 at 0:30
user519955user519955
312111
312111
$begingroup$
$x$ is any real number? or $xin [a,b]$?
$endgroup$
– Ricardo Largaespada
Dec 16 '18 at 0:53
$begingroup$
@RicardoLargaespada sorry I’ve forgotten to write it. $in [a,b]$
$endgroup$
– user519955
Dec 16 '18 at 1:01
add a comment |
$begingroup$
$x$ is any real number? or $xin [a,b]$?
$endgroup$
– Ricardo Largaespada
Dec 16 '18 at 0:53
$begingroup$
@RicardoLargaespada sorry I’ve forgotten to write it. $in [a,b]$
$endgroup$
– user519955
Dec 16 '18 at 1:01
$begingroup$
$x$ is any real number? or $xin [a,b]$?
$endgroup$
– Ricardo Largaespada
Dec 16 '18 at 0:53
$begingroup$
$x$ is any real number? or $xin [a,b]$?
$endgroup$
– Ricardo Largaespada
Dec 16 '18 at 0:53
$begingroup$
@RicardoLargaespada sorry I’ve forgotten to write it. $in [a,b]$
$endgroup$
– user519955
Dec 16 '18 at 1:01
$begingroup$
@RicardoLargaespada sorry I’ve forgotten to write it. $in [a,b]$
$endgroup$
– user519955
Dec 16 '18 at 1:01
add a comment |
1 Answer
1
active
oldest
votes
$begingroup$
Argue that the maximal error occurs in the boundary intervals. Set $x=sh$. Then
$$prod_{k=0}^n|x-x_k|=h^{n+1}|s(1-s)|cdot|2-s|cdots|n-s|$$
and the bound should be obvious.
More generally, for $x=mh+s$, $m=0,...,n$, you get
$$h^{n+1}|m+1-(1-s)|⋯|2-(1-s)|⋅|s(1-s)|⋅|1-s|⋯|n-m-s|le frac14h^{n+1}(m+1)!(n-m)!$$
Take the next term into the maximum calculation, thus maximizing $s(1-s)(2-s)$ and find the maximum for $sin [0,frac32]$ at the interval ends or the root of
$$
0=3s^2-6s+2iff s=1-frac1{sqrt3}
$$
so that the bound can be decreased to
$$
h^{n+1}frac{n!}{3sqrt3}.
$$
$endgroup$
$begingroup$
How can I get $frac{h^{n+1}n!}{4}$ with your writtens? I’m sorry I could not understand
$endgroup$
– user519955
Dec 16 '18 at 9:20
$begingroup$
With the easy estimates $k-sle k$ and $s(1-s)=frac14(1-(2s-1)^2$.
$endgroup$
– LutzL
Dec 16 '18 at 9:31
add a comment |
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1 Answer
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1 Answer
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$begingroup$
Argue that the maximal error occurs in the boundary intervals. Set $x=sh$. Then
$$prod_{k=0}^n|x-x_k|=h^{n+1}|s(1-s)|cdot|2-s|cdots|n-s|$$
and the bound should be obvious.
More generally, for $x=mh+s$, $m=0,...,n$, you get
$$h^{n+1}|m+1-(1-s)|⋯|2-(1-s)|⋅|s(1-s)|⋅|1-s|⋯|n-m-s|le frac14h^{n+1}(m+1)!(n-m)!$$
Take the next term into the maximum calculation, thus maximizing $s(1-s)(2-s)$ and find the maximum for $sin [0,frac32]$ at the interval ends or the root of
$$
0=3s^2-6s+2iff s=1-frac1{sqrt3}
$$
so that the bound can be decreased to
$$
h^{n+1}frac{n!}{3sqrt3}.
$$
$endgroup$
$begingroup$
How can I get $frac{h^{n+1}n!}{4}$ with your writtens? I’m sorry I could not understand
$endgroup$
– user519955
Dec 16 '18 at 9:20
$begingroup$
With the easy estimates $k-sle k$ and $s(1-s)=frac14(1-(2s-1)^2$.
$endgroup$
– LutzL
Dec 16 '18 at 9:31
add a comment |
$begingroup$
Argue that the maximal error occurs in the boundary intervals. Set $x=sh$. Then
$$prod_{k=0}^n|x-x_k|=h^{n+1}|s(1-s)|cdot|2-s|cdots|n-s|$$
and the bound should be obvious.
More generally, for $x=mh+s$, $m=0,...,n$, you get
$$h^{n+1}|m+1-(1-s)|⋯|2-(1-s)|⋅|s(1-s)|⋅|1-s|⋯|n-m-s|le frac14h^{n+1}(m+1)!(n-m)!$$
Take the next term into the maximum calculation, thus maximizing $s(1-s)(2-s)$ and find the maximum for $sin [0,frac32]$ at the interval ends or the root of
$$
0=3s^2-6s+2iff s=1-frac1{sqrt3}
$$
so that the bound can be decreased to
$$
h^{n+1}frac{n!}{3sqrt3}.
$$
$endgroup$
$begingroup$
How can I get $frac{h^{n+1}n!}{4}$ with your writtens? I’m sorry I could not understand
$endgroup$
– user519955
Dec 16 '18 at 9:20
$begingroup$
With the easy estimates $k-sle k$ and $s(1-s)=frac14(1-(2s-1)^2$.
$endgroup$
– LutzL
Dec 16 '18 at 9:31
add a comment |
$begingroup$
Argue that the maximal error occurs in the boundary intervals. Set $x=sh$. Then
$$prod_{k=0}^n|x-x_k|=h^{n+1}|s(1-s)|cdot|2-s|cdots|n-s|$$
and the bound should be obvious.
More generally, for $x=mh+s$, $m=0,...,n$, you get
$$h^{n+1}|m+1-(1-s)|⋯|2-(1-s)|⋅|s(1-s)|⋅|1-s|⋯|n-m-s|le frac14h^{n+1}(m+1)!(n-m)!$$
Take the next term into the maximum calculation, thus maximizing $s(1-s)(2-s)$ and find the maximum for $sin [0,frac32]$ at the interval ends or the root of
$$
0=3s^2-6s+2iff s=1-frac1{sqrt3}
$$
so that the bound can be decreased to
$$
h^{n+1}frac{n!}{3sqrt3}.
$$
$endgroup$
Argue that the maximal error occurs in the boundary intervals. Set $x=sh$. Then
$$prod_{k=0}^n|x-x_k|=h^{n+1}|s(1-s)|cdot|2-s|cdots|n-s|$$
and the bound should be obvious.
More generally, for $x=mh+s$, $m=0,...,n$, you get
$$h^{n+1}|m+1-(1-s)|⋯|2-(1-s)|⋅|s(1-s)|⋅|1-s|⋯|n-m-s|le frac14h^{n+1}(m+1)!(n-m)!$$
Take the next term into the maximum calculation, thus maximizing $s(1-s)(2-s)$ and find the maximum for $sin [0,frac32]$ at the interval ends or the root of
$$
0=3s^2-6s+2iff s=1-frac1{sqrt3}
$$
so that the bound can be decreased to
$$
h^{n+1}frac{n!}{3sqrt3}.
$$
edited Dec 16 '18 at 9:34
answered Dec 16 '18 at 8:54
LutzLLutzL
58.7k42055
58.7k42055
$begingroup$
How can I get $frac{h^{n+1}n!}{4}$ with your writtens? I’m sorry I could not understand
$endgroup$
– user519955
Dec 16 '18 at 9:20
$begingroup$
With the easy estimates $k-sle k$ and $s(1-s)=frac14(1-(2s-1)^2$.
$endgroup$
– LutzL
Dec 16 '18 at 9:31
add a comment |
$begingroup$
How can I get $frac{h^{n+1}n!}{4}$ with your writtens? I’m sorry I could not understand
$endgroup$
– user519955
Dec 16 '18 at 9:20
$begingroup$
With the easy estimates $k-sle k$ and $s(1-s)=frac14(1-(2s-1)^2$.
$endgroup$
– LutzL
Dec 16 '18 at 9:31
$begingroup$
How can I get $frac{h^{n+1}n!}{4}$ with your writtens? I’m sorry I could not understand
$endgroup$
– user519955
Dec 16 '18 at 9:20
$begingroup$
How can I get $frac{h^{n+1}n!}{4}$ with your writtens? I’m sorry I could not understand
$endgroup$
– user519955
Dec 16 '18 at 9:20
$begingroup$
With the easy estimates $k-sle k$ and $s(1-s)=frac14(1-(2s-1)^2$.
$endgroup$
– LutzL
Dec 16 '18 at 9:31
$begingroup$
With the easy estimates $k-sle k$ and $s(1-s)=frac14(1-(2s-1)^2$.
$endgroup$
– LutzL
Dec 16 '18 at 9:31
add a comment |
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$begingroup$
$x$ is any real number? or $xin [a,b]$?
$endgroup$
– Ricardo Largaespada
Dec 16 '18 at 0:53
$begingroup$
@RicardoLargaespada sorry I’ve forgotten to write it. $in [a,b]$
$endgroup$
– user519955
Dec 16 '18 at 1:01