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Chebyshev–Lobatto interpolation has an algebraic weighted spectral-Sobolev rate

Statement

Let s>1/2, N≥1, and u=∑n≥0cnTn∈HCs. Then the series converges uniformly, its nodal interpolant INLu is defined, and ∥u−INLu∥C≤CsN−s∥u∥HCs,Cs=1+21+12s−1.

Facts & Assumptions

Given: A real s>1/2, an integer N≥1, and a Chebyshev coefficient sequence in HCs.

[F1]

Chebyshev weighted spectral Sobolev scale and projection: ∥u∥HCs2=π∣c0∣2+π2∑n≥1(1+n2)s∣cn∣2.

[F2]

Chebyshev–Lobatto interpolation folds polynomial modes: INLTn=TρN(n) for the unique folded degree ρN(n)∈{0,…,N}.

[F3]

Cardinal-polynomial interpolation: INLf is the finite Lagrange cardinal sum at the N+1 distinct Lobatto nodes, hence is linear and continuous in the uniform norm.

[F4]

Chebyshev polynomials are orthogonal for the arcsine weight: ∥T0∥C2=π and ∥Tr∥C2=π/2 for r≥1, with distinct modes orthogonal.

[F6]

The p-series for a real exponent p converges exactly when p is greater than one: ∑n≥1n−2s converges because 2s>1.

[F7]

The Cauchy-Schwarz inequality for finite sums: for finite real lists, ∣∑akbk∣2≤(∑ak2)(∑bk2).

[F8]

The exponent, product, quotient, and iterated-power laws for positive real bases and real exponents gives (ab)r=arbr and (ar)s=ars for positive bases; the monotonicity of xs for s≥0 and of x−s for s>0 is recorded with the coefficient weights in Chebyshev weighted spectral Sobolev scale and projection.

[F9]

For p=2s>1, x−p is continuous and decreasing on [1,∞) by Continuity and derivatives of positive-base real powers and the scale's real-power monotonicity. Its antiderivative x1−p/(1−p) follows from the same power rule, so The second fundamental theorem: if G is differentiable on [a,b] with G′=f and f is integrable, then ∫abf=G(b)−G(a) evaluates its integral on each finite interval. A series of nonnegative terms converges iff its partial sums are bounded, and then the sum is their supremum identifies a bounded sequence of its nonnegative partial sums with a finite series sum.

Proof

1.1givenF1F5F6F7algebra

Let wn=(1+n2)s. By [F1] the weighted coefficient sum ∑n≥0wn∣cn∣2 is finite. For n≥1, monotonicity of x−s from [F1] gives wn−1≤n−2s, so [F6] implies ∑n≥0wn−1<∞. For every finite Q, apply [F7] to wn∣cn∣ and wn−1/2, 0≤n≤Q; this bounds ∑n=0Q∣cn∣ uniformly in Q. Nonnegative partial sums therefore give ∑n≥0∣cn∣<∞ by A series of nonnegative terms converges iff its partial sums are bounded, and then the sum is their supremum. By [F5], ∣Tn(x)∣≤1 on [−1,1], so the series converges uniformly and its nodal values are defined.

2.1F2F3step 1.1algebra

Write u=SN+RN, where SN=∑n=0NcnTn and RN=∑n>NcnTn. The Lagrange operator [F3] reproduces SN and is continuous in the uniform norm; therefore u−INLu=RN−INLRN. By [F2], uniform convergence and the finite cardinal sum give INLRN=∑r=0NbrTr, where br=∑n>N:ρN(n)=rcn.

3.1givenF2F8F9step 2.1algebra

Fix r∈{0,…,N}. Since n≡r or −r(mod2N), every index in its alias class has form 2qN+r or 2qN−r. When n>N the corresponding integer q is positive. For each q there are at most two candidates; the plus candidate is at least qN, and the minus candidate is at least (2q−1)N≥qN. Thus 1+n2≥(qN)2; since x−s is nonincreasing for s>0, and by [F8], (1+n2)−s≤(qN)−2s=N−2sq−2s. For every integer Q≥2, monotonicity gives q−2s≤∫q−1qx−2s dx for 2≤q≤Q, so [F9] yields ∑q=1Qq−2s≤1+∫1Qx−2s dx=1+1−Q1−2s2s−1≤1+12s−1. By nonnegativity and [F9], the infinite sum has the same bound. Therefore ∑n>N:ρN(n)=r(1+n2)−s≤2(1+12s−1)N−2s.

4.1F1F2F4F7step 1.1step 3.1algebra

Let As=1+1/(2s−1). Apply [F7] to finite partial sums over an alias class, use step 3.1, and pass to the limit; the coefficient sums converge absolutely by step 1.1. This gives ∣br∣2≤2AsN−2s∑n>N:ρN(n)=r(1+n2)s∣cn∣2. The alias classes partition n>N. By [F4], ∥INLRN∥C2≤π∑r=0N∣br∣2≤2πAsN−2s∑n>N(1+n2)s∣cn∣2≤4AsN−2s∥u∥HCs2, where the last inequality uses [F1]. Also [F1] and [F4] give ∥RN∥C2=π2∑n>N∣cn∣2≤(N+1)−2s∥u∥HCs2. Thus ∥RN∥C≤(N+1)−s∥u∥HCs.

5.1step 2.1step 4.1algebra∎

By step 2.1 and the triangle inequality, ∥u−INLu∥C≤∥RN∥C+∥INLRN∥C≤(1+2As)N−s∥u∥HCs because (N+1)−s≤N−s. This is the claimed estimate.

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