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Continuous Markov derivative bound on an interval

Statement

If p is a real polynomial with no supported monomial of degree greater than d∈N0, and h:=max⁡[−1,1]p−min⁡[−1,1]p, then max⁡[−1,1]∣p′∣≤d2h2. The zero polynomial is allowed under the support-degree convention.

Facts & Assumptions

Given: An integer d≥0 and a real polynomial p with no supported monomial of degree greater than d.

[F1]

Formal real polynomials, evaluation, degree, leading coefficient, and monic polynomials and The formal derivative of a polynomial: a polynomial is a finite real coefficient list; its formal derivative is obtained term by term.

[F3]

Chebyshev polynomials of the first and second kinds by their three-term recurrences and Degrees and leading coefficients of the Chebyshev polynomials: T0=1, T1=X, Tn+1=2XTn−Tn−1, deg⁡Tn=n; and U0=1, U1=2X, Un+1=2XUn−Un−1, deg⁡Un=n.

[F4]

Tn(cos⁡θ)=cos⁡(nθ) and Un(cos⁡θ)sin⁡θ=sin⁡((n+1)θ) for every n∈N: Tn(cos⁡θ)=cos⁡(nθ) and Un(cos⁡θ)sin⁡θ=sin⁡((n+1)θ).

[F5]

Pi is the first positive zero of sine, Signs, monotonicity intervals, and ranges of sine and cosine, Quarter-turn values and shifts by pi/2 and pi, and Cofunction, supplementary, quarter-turn, and reflection identities for the six trigonometric functions: sine is positive on (0,π) and increases to 1 at π/2 then decreases to 0 at π; cosine decreases on [0,π], ranges over [−1,1], has cos⁡(π/2)=0, and cos⁡(π−θ)=−cos⁡θ.

[F7]

A nonzero real polynomial of degree n has no more than n distinct real roots and A real polynomial vanishing at a is divisible by x−a: a nonzero degree-n real polynomial has at most n distinct roots, and a polynomial vanishing at a has a factor X−a.

[F8]

The addition formulas for sine and cosine: the sine addition formula holds, and the cosine product identity follows by adding the cosine sum and difference formulas.

[F10]

A function differentiable at c is continuous at c: differentiability at a point implies continuity there.

[F12]

The triangle inequality: ∣u+v∣≤∣u∣+∣v∣ for real u,v.

[F13]

The principle of mathematical induction: a property of natural numbers holding at 1 and preserved from n to n+1 holds at every positive natural number.

[F14]

Pythagorean and parity identities for all six trigonometric functions on their natural domains: sin⁡2x+cos⁡2x=1, sin⁡(−x)=−sin⁡x, and cos⁡(−x)=cos⁡x.

Proof

1.1givenF1F2F4F5F6F9F10F13F15

By [F1], p and each polynomial r below are finite real polynomials; [F2] and [F9] make p,p′ continuous and attain their extrema on [−1,1]. For any such r, Sr(θ):=sin⁡θ r(cos⁡θ) is continuous by [F6], [F9], and [F10], and is 2π-periodic by [F15]; hence [F9] gives a maximum of ∣Sr∣ on [0,2π]. If d=0 or p=0, then p′=0 and h=0; assume d≥1. For j=1,…,d, put θj=(2j−1)π/(2d) and xj=cos⁡θj. By [F4], Td(xj)=cos⁡(dθj)=0. Monotonicity and reflection in [F5] show x1>⋯>xd in (−1,1) and xd=−x1. Also [F5] gives sin⁡θj>0. Since dθj=(j−1)π+π/2, repeated use of the shift-by-π identity in [F5], with finite induction [F13], gives sin⁡(dθj)=(−1)j−1. The chain rule [F6] applied to [F4] now gives Td′(xj)=dsin⁡(dθj)/sin⁡θj=d(−1)j−1/sin⁡θj≠0.

2.1givenstep 1.1F5F8F12F13algebra

Fix any polynomial r supported in degrees at most d−1. For x∈[−x1,x1], choose θ∈[0,π] with x=cos⁡θ. Monotonicity and reflection in [F5] imply π/(2d)≤θ≤π−π/(2d), so sin⁡θ≥sin⁡(π/(2d)). For every positive integer n, ∣sin⁡(nϕ)∣≤n∣sin⁡ϕ∣: equality holds for n=1; the sine addition formula [F8] and ∣sin⁡∣,∣cos⁡∣≤1 from [F5] give ∣sin⁡((n+1)ϕ)∣≤∣sin⁡(nϕ)∣+∣sin⁡ϕ∣, so induction [F13] proves the claim. At ϕ=π/(2d) this yields 1=∣sin⁡(dϕ)∣≤dsin⁡ϕ, hence sin⁡(π/(2d))≥1/d. Therefore ∣r(x)∣≤d∣sin⁡θ r(cos⁡θ)∣≤dmax⁡η∈[0,2π]∣Sr(η)∣ throughout this central interval.

3.1givenstep 1.1step 2.1F3F7F11algebra

By the factor theorem [F7] and Td(xj)=0 from step 1.1, each quotient Td(X)/(X−xj) is a polynomial of degree d−1, so the Lagrange polynomials Lj(X):=Td(X)/((X−xj)Td′(xj)) have degree at most d−1. At xi with i≠j, Lj(xi)=0; at xj, factorization Td(X)=(X−xj)sj(X) and product rule [F11] give sj(xj)=Td′(xj), so Lj(xj)=1. Thus every r as in step 2.1 satisfies r(X)=∑j=1dr(xj)Lj(X), since the difference has degree at most d−1 and d distinct roots, hence vanishes by [F7]. Repeated factorization by [F7] gives Td(X)=c∏j(X−xj) with c≠0 (degree d by [F3]); repeated product rule gives Td′(X)=c∑j∏k≠j(X−xk). Therefore the polynomial ∑jTd(X)/(X−xj)−Td′(X) vanishes for every X away from the nodes, an infinite set, so it is zero by the root bound [F7]. Substituting 1/Td′(xj)=(−1)j−1sin⁡θj/d from step 1.1 gives r(X)=1d∑j=1d(−1)j−1sin⁡θj r(xj)Td(X)X−xj.

4.1givenstep 2.1step 3.1F2F4F6F9F12algebra

Let W:=max⁡η∈[0,2π]∣Sr(η)∣. At each node, sin⁡θj∣r(xj)∣=∣Sr(θj)∣≤W. For x∈(x1,1], all x−xj>0, and the interpolation formula of step 3.1 gives ∣r(x)∣≤(W/d)∣Td(x)∣∑j1/(x−xj)=(W/d)∣Td′(x)∣. For x∈[−1,−x1) all denominators are negative, so the summands Td(x)/(x−xj) have a common sign and their absolute values sum to ∣Td′(x)∣; the same interpolation and node bounds give ∣r(x)∣≤(W/d)∣Td′(x)∣. For interior x=cos⁡θ, 0<θ<π, differentiating [F4] by [F6] gives ∣Td′(x)∣=d∣sin⁡(dθ)∣/sin⁡θ≤d2 by the sine estimate of step 2.1. Continuity extends this bound to the outer endpoints; the central boundary nodes are covered by step 2.1. Hence ∣r(x)∣≤dW on the outer intervals. Combining this with step 2.1 proves ∥r∥[−1,1]≤dmax⁡η∈[0,2π]∣Sr(η)∣ on all of [−1,1].

5.1givenstep 2.1step 4.1F2F3F4F6F8F9F10F11F12F14F15

For continuous g on [−1,1] write ∥g∥:=max⁡[−1,1]∣g∣; for continuous 2π-periodic S write ∥S∥trig:=max⁡[0,2π]∣S∣. Let S be a real trigonometric polynomial of degree at most d, meaning a finite real linear combination of 1,cos⁡(kθ),sin⁡(kθ) for 1≤k≤d. Its sine and cosine terms and their derivatives are continuous by [F6] and [F10], and are 2π-periodic by [F15], so all maxima just defined, including that of ∣S′∣, exist by [F9]. For fixed α, Fα(θ):=(S(α+θ)−S(α−θ))/2 is a linear combination of sin⁡(kθ): the constant term cancels, each cosine term contributes −sin⁡(kα)sin⁡(kθ), and each sine term contributes cos⁡(kα)sin⁡(kθ) by the addition formulas [F8] and parity [F14]. By [F4], sin⁡(kθ)=sin⁡θ Uk−1(cos⁡θ), so Fα(θ)=sin⁡θ r(cos⁡θ) for a polynomial r supported in degrees at most d−1 by [F3]. By the chain rule [F6], differentiating the centered difference at 0 gives Fα′(0)=(S′(α)+S′(α))/2=S′(α). Differentiating the factorization using polynomial differentiability [F2], [F6], and [F11] gives Fα′(0)=r(1), because sin⁡0=0 and cos⁡0=1 by [F6]. Thus S′(α)=r(1). By steps 2.1 and 4.1, ∣r(1)∣≤∥r∥≤d∥Fα∥trig. Also ∥Fα∥trig≤∥S∥trig by [F12], since Fα is the half-difference of two values of S. As this holds for every α, ∥S′∥trig≤d∥S∥trig.

6.1givenF2F5F6F8F9F14F15step 2.1step 4.1step 5.1algebra∎

Put S(θ):=p(cos⁡θ). Applying [F8] at (u,v) and (u,−v) and using [F14] gives cos⁡ucos⁡v=(cos⁡(u+v)+cos⁡(u−v))/2. Induction now gives that each power cos⁡kθ is a linear combination of cos⁡(jθ) for 0≤j≤k: multiplying a term cos⁡(jθ) by cos⁡θ gives frequencies j+1 and j−1 when j≥1, while the constant term gives cos⁡θ. Thus S is a real trigonometric polynomial of degree at most d. Cosine decreases from 1 to −1 on [0,π] by [F5] and its endpoint values [F6], [F5], so its range on [0,2π] is [−1,1]; with [F15] this gives ∥S∥trig=∥p∥. The chain rule [F6] and polynomial differentiability [F2] give S′(θ)=−sin⁡θ p′(cos⁡θ), so step 5.1 gives max⁡θ∈[0,2π]∣sin⁡θ p′(cos⁡θ)∣≤d∥p∥. Applying the inequality proved in steps 2.1 and 4.1 to r=p′, whose degree is at most d−1 by [F2], yields ∥p′∥≤dmax⁡θ∈[0,2π]∣sin⁡θ p′(cos⁡θ)∣≤d2∥p∥. Finally, let M=max⁡p and m=min⁡p, attained by [F9], and apply this derivative bound to p−(M+m)/2. Its range height is h and its supremum norm is h/2, while its derivative is p′. Thus max⁡∣p′∣≤d2h/2, as claimed.

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