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Composite Simpson error bound for Chebyshev weighted mass entries
Statement
Let , let be even, put , and let be the exact weighted mass entry from Arcsine-weighted inner product on the Chebyshev interval. The approximation from Composite-Simpson assembly of the Chebyshev weighted mass matrix satisfies
Facts & Assumptions
Given: Integers , even , , and indices .
Composite-Simpson assembly of the Chebyshev weighted mass matrix: is the composite Simpson value on for with step .
The derivatives of sine and cosine are cosine and minus sine and The chain rule, in one line from Carathéodory: if is differentiable at and is differentiable at , then is differentiable at with give the derivatives of each ; Sums, scalar multiples, products and quotients: , , , and when distributes these rules over the finite sum in step 1.1. The resulting derivatives are finite linear combinations of sine and cosine functions, which are continuous by differentiability and A function differentiable at is continuous at ; Sums, scalar multiples, products, absolute values, maxima, minima and quotients with nonvanishing denominator of continuous functions are continuous, as are constants, the identity and every polynomial function preserves continuity under those sums. Higher derivatives and the classes and is the convention.
Proof
By [F4], By [F5] this finite trigonometric expression is on , and its fourth derivative is Therefore This also covers , when the fourth derivative is zero.
Apply [F3] to and use [F1]–[F2] to identify the exact integral and the Simpson approximation. The derivative bound in step 1.1 gives the claimed entrywise error.
Depends on
- Arcsine-weighted inner product on the Chebyshev interval
- Composite-Simpson assembly of the Chebyshev weighted mass matrix
- Composite Simpson error bound for a four-times continuously differentiable function
- The addition formulas for sine and cosine
- $T_n(\cos\theta)=\cos(n\theta)$ and $U_n(\cos\theta)\sin\theta=\sin((n+1)\theta)$ for every $n\in\mathbb N$
- The derivatives of sine and cosine are cosine and minus sine
- The chain rule, in one line from Carathéodory: if $g$ is differentiable at $c$ and $f$ is differentiable at $g(c)$, then $f \circ g$ is differentiable at $c$ with $(f \circ g)'(c) = f'(g(c))\,g'(c)$
- Sums, scalar multiples, products and quotients: $(f+g)'(c) = f'(c) + g'(c)$, $(\alpha f)'(c) = \alpha f'(c)$, $(fg)'(c) = f'(c)g(c) + f(c)g'(c)$, and $(f/g)'(c) = \bigl(f'(c)g(c) - f(c)g'(c)\bigr)/g(c)^{2}$ when $g(c) \ne 0$
- A function differentiable at $c$ is continuous at $c$
- Sums, scalar multiples, products, absolute values, maxima, minima and quotients with nonvanishing denominator of continuous functions are continuous, as are constants, the identity and every polynomial function
- Higher derivatives and the classes $C^k$ and $C^\infty$
Used by
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Sources
- Jie Shen and Tao Tang, Spectral and High-Order Methods with Applications, §§3.1–3.3 (standard reference, not scraped)
- Art B. Owen, Monte Carlo Theory, Methods and Examples, §7.2 (standard reference, not scraped)