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Rolle bound for a divided difference
Statement
Let , , let , and let be distinct points of . Then
where , , and .
Facts & Assumptions
Given: , , , and distinct nodes .
Divided differences on distinct nodes and Divided differences are symmetric leading coefficients: the divided difference is the leading coefficient of the degree-at-most- Lagrange interpolant through the node data.
Higher derivatives and the classes and : means exists and is continuous on for every , with one-sided endpoint derivatives.
Rolle's theorem: if , is continuous on , differentiable at every point of , and , then for some : a function continuous on a closed interval, differentiable on its interior, and equal at the endpoints has an interior point where its derivative is zero.
The natural numbers (von Neumann): , so the order-zero case is part of the stated range.
Extreme value theorem: a continuous real function on a nonempty compact subset of attains a greatest and a least value: a continuous real function on a nonempty compact subset of has a finite attained maximum and minimum.
Proof
If , which is allowed by [F4], then , so the claim is . The norm is finite by [F5].
Suppose , and let be the Lagrange interpolant in [F1], with leading coefficient . The function has a zero at each of the distinct ordered nodes. Order those nodes increasingly and apply [F3] on each consecutive interval to obtain distinct zeros of . Applying [F3] between consecutive zeros of gives distinct zeros of ; continuing, after rounds has distinct zeros. Because by [F2] and is a polynomial, each derivative through order is continuous and its predecessor is differentiable, so every application satisfies [F3]. After rounds one zero of remains. Since has degree at most and leading coefficient , its th derivative is the constant . Hence , and the claimed bound follows by taking absolute values. The derivative norm is finite by [F5].
Depends on
- Divided differences on distinct nodes
- Divided differences are symmetric leading coefficients
- Higher derivatives and the classes $C^k$ and $C^\infty$
- The natural numbers $\mathbb{N}$ (von Neumann)
- Extreme value theorem: a continuous real function on a nonempty compact subset of $\mathbb{R}$ attains a greatest and a least value
- Rolle's theorem: if $a < b$, $f$ is continuous on $[a,b]$, differentiable at every point of $(a,b)$, and $f(a) = f(b)$, then $f'(c) = 0$ for some $c \in (a,b)$
Used by
Dependency tree · two levels
36 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Michael S. Floater and Kai Hormann, Barycentric rational interpolation with no poles and high rates of approximation, Theorems 2–3 (standard reference, not scraped)
- Lloyd N. Trefethen, Approximation Theory and Approximation Practice, Chapter 5 (standard reference, not scraped)