Remainder converges uniformly to 0

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SUMMARY

The discussion centers on the uniform convergence of the remainder \( R_n(x) = f(x) - p_n(x) \) for the function \( f(x) = e^{\lambda x} \) as \( n \) approaches infinity. The remainder is expressed as \( R_n(x) = \frac{\lambda^{n+1} e^{\lambda \xi_x}}{(n+1)!} \prod_{i=0}^n (x - x_i) \), where \( x_i \) are interpolation points in the interval \([a, b]\). The participants conclude that \( R_n(x) \) converges uniformly to 0, as the factorial in the denominator grows faster than the polynomial terms in the numerator, leading to the limit being zero regardless of the values of \( \lambda \) and \( |b-a| \).

PREREQUISITES
  • Understanding of Lagrange interpolation
  • Familiarity with the concept of uniform convergence
  • Knowledge of Taylor series and remainders
  • Basic calculus, specifically limits and factorial growth
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  • Learn about uniform convergence and its implications in analysis
  • Explore the growth rates of factorials versus polynomial functions
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Mathematicians, students of calculus, and anyone interested in numerical analysis and approximation methods will benefit from this discussion.

mathmari
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Hey! :o

We have the function $f (x) = e^{\lambda x}$ on an interval $[a, b] , \ \lambda \in \mathbb{R}$.

I want to show that the remainder $R_n (x) = f (x)- p_n (x)$ at the lagrange interpolation of $f (x)$ with $n+1$ points from $[a, b]$ for $n \rightarrow \infty$ converges uniformly to $0$.

For each $n$ the points can be chosen arbitrarily in $[a, b]$.
The remainder is defined as $\displaystyle{R_n(x)=f(x)-p_n(x)=\frac{f^{(n+1)}(\xi_x)}{(n+1)!}\prod_{i=0}^n(x-x_i)=\frac{\lambda^{n+1}e^{\lambda \xi_x}}{(n+1)!}\prod_{i=0}^n(x-x_i)}$, right?

Then we have the following:

$\displaystyle{|R_n(x)|=|f(x)-p_n(x)|=\left |\frac{\lambda^{n+1}e^{\lambda \xi_x}}{(n+1)!}\prod_{i=0}^n(x-x_i)\right |=\left |\frac{\lambda^{n+1}e^{\lambda \xi_x}}{(n+1)!}\right |\prod_{i=0}^n|x-x_i|}\\ \displaystyle{\leq \frac{|\lambda|^{n+1}\sup_{\xi_x\in [a,b]}e^{\lambda \xi_x}}{(n+1)!} \cdot \sup_{x\in [a,b]}\prod_{i=0}^n|x-x_i|}$

right?

How could we continue? (Wondering)
 
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Hey mathmari!

Isn't $|x-x_i| \le b-a$? (Wondering)
 
I like Serena said:
Isn't $|x-x_i| \le b-a$? (Wondering)

Ah yes! So, we have the following:

\begin{align*}|R_n(x)|&=|f(x)-p_n(x)|=\left |\frac{\lambda^{n+1}e^{\lambda \xi_x}}{(n+1)!}\prod_{i=0}^n(x-x_i)\right |=\left |\frac{\lambda^{n+1}e^{\lambda \xi_x}}{(n+1)!}\right |\prod_{i=0}^n|x-x_i| \\ & \leq \frac{|\lambda|^{n+1}\sup_{\xi_x\in [a,b]}e^{\lambda \xi_x}}{(n+1)!} \cdot \sup_{x\in [a,b]}\prod_{i=0}^n|x-x_i|\leq \frac{|\lambda|^{n+1}\sup_{\xi_x\in [a,b]}e^{\lambda \xi_x}}{(n+1)!} \cdot \prod_{i=0}^n|b-a|=\frac{|\lambda|^{n+1}\sup_{\xi_x\in [a,b]}e^{\lambda \xi_x}}{(n+1)!} \cdot |b-a|^n\end{align*}

Can we say also something for $\sup_{\xi_x\in [a,b]}e^{\lambda \xi_x}$ ? (Wondering)
 
mathmari said:
Can we say also something for $\sup_{\xi_x\in [a,b]}e^{\lambda \xi_x}$ ?

Isn't it a constant that is independent from $x$? (Wondering)
 
I like Serena said:
Isn't it a constant that is independent from $x$? (Wondering)

Ah, so is $\xi_x$ independent from $x$ ?
 
mathmari said:
Ah, so is $\xi_x$ independent from $x$ ?

Nope. But that supremum is either in $a$ or in $b$, isn't it? (Wondering)
 
I like Serena said:
Nope. But that supremum is either in $a$ or in $b$, isn't it?
Ah ok! So, say $c=\sup_{\xi_x\in [a,b]}e^{\lambda \xi_x}$ we get $$\frac{|\lambda|^{n+1}\cdot c}{(n+1)!} \cdot |b-a|^n$$ But how do we know that this converges to $0$ ? Doesn;t this hold only when $\lambda$ and $|b-a|$ are less than $1$ ? (Wondering)
 
mathmari said:
Ah ok! So, say $c=\sup_{\xi_x\in [a,b]}e^{\lambda \xi_x}$ we get $$\frac{|\lambda|^{n+1}\cdot c}{(n+1)!} \cdot |b-a|^n$$

Shouldn't that be $\frac{|\lambda|^{n+1}\cdot c}{(n+1)!} \cdot |b-a|^{n+1}$? (Wondering)

mathmari said:
But how do we know that this converges to $0$ ? Doesn;t this hold only when $\lambda$ and $|b-a|$ are less than $1$ ? (Wondering)

Which increases asymptotically faster, $c^n$ or $n!$? (Wondering)
 
I like Serena said:
Shouldn't that be $\frac{|\lambda|^{n+1}\cdot c}{(n+1)!} \cdot |b-a|^{n+1}$? (Wondering)

Oh yes, I forgot to counter $i=0$. (Blush)

I like Serena said:
Which increases asymptotically faster, $c^n$ or $n!$? (Wondering)

The factorial? How can we see that? (Wondering)
 
  • #10
mathmari said:
The factorial? How can we see that?

A couple of years ago someone explained it here. (Clapping)
 
  • #11
I like Serena said:
A couple of years ago someone explained it here. (Clapping)

Ooh yes! (Tmi)(Blush) Thank you very much! (Yes)
 

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