Uniform Approximation by Polynomials

Content:

Conditions:

1, f ∈ C [ a , b ] . f\in C[a,b]. fC[a,b]. That is a very weak condition.

Conclusions:

1, ∃ { P n } ⇉ f \exist\{P_n\}\rightrightarrows f {Pn}f, where P n P_n Pn are polynomials with rational coefficients.


Examples:

1, This says stage is important.

1 x \frac 1x x1 cannot be approximated by polynomials on ( 0 , 1 ] (0,1] (0,1].


Then we give three proofs that go along different main ideas.



Broken-Line Revamp

By Lebesgue, who uses a very, very straightforward method to prove this theorem.


Essence:

1, Since f f f’s uniformly continuous, we know the broken-lines, constructed by connecting all end-points in partitions, will uniformly converge to f f f.

2, Broken-line is actually a morph of ∣ x ∣ |x| x.

3, ∣ x ∣ |x| x can be uniformly approximated by polynomials.

Idea:

We just need to revamp a broken-line to a polynomial.

Tricks:

1, u 0 ( x ) : ≡ 0 , u n + 1 ( x ) : = u n ( x ) + x 2 − u n 2 ( x ) 2 . u n ( x ) ⇉ ∣ x ∣ , n → + ∞ . u_0(x):\equiv0,u_{n+1}(x):=u_n(x)+\frac{x^2-u_n^2(x)}2.u_n(x)\rightrightarrows|x|,n\to+\infty. u0(x):0,un+1(x):=un(x)+2x2un2(x).un(x)x,n+. Thus Essence 3 is utilised.

2, Remember ReLU \text{ReLU} ReLU? Now we define ReLU \text{ReLU} ReLU at x 0 x_0 x0:
ReLU ( x 0 ) : = x − x 0 + ∣ x − x 0 ∣ 2 . \text{ReLU}(x_0):=\frac{x-x_0+|x-x_0|}2. ReLU(x0):=2xx0+xx0.
According to Trick 1 we know this can be uniformly approximated by polynomials.

3, We now focus on the bent at c c c on the broken line.

See ReLU ( c ) \text{ReLU}(c) ReLU(c), which has no effect on [ a , c ] [a,c] [a,c] but changes the slope on ( c , b ] (c,b] (c,b].

Thus we can figure out the exact expression of this broken-line, which only consists of polynomials and things like ∣ x − x 0 ∣ |x-x_0| xx0.



Kernel Perturbation

By Landau, who shows us how to use kernel to fine-tune a function.


Essence:

1, Use a kernel to perturb it into a polynomial without changing any point’s being paramount at its own place.


Tricks:

1, We do a scaling and subtract a linear function to let f ( 0 ) = f ( 1 ) = 0   &   f ≡ 0 , x ∉ [ 0 , 1 ] f(0)=f(1)=0\ \&\ f\equiv0,x\not\in[0,1] f(0)=f(1)=0 & f0,x[0,1].

2,

Q n ( x ) : = c n ( 1 − t 2 ) n Q_n(x):=c_n(1-t^2)^n Qn(x):=cn(1t2)n, which only makes sense at 0 0 0, when n n n is big enough.

And we want its integral = 1 =1 =1, thus c n : = ( ∫ − 1 1 ( 1 − x 2 ) n d x ) − 1 ⩽ n c_n:=(\int_{-1}^1(1-x^2)^n\text dx)^{-1}\leqslant\sqrt n cn:=(11(1x2)ndx)1n .

   ⟹    Q n ⩽ n ( 1 − δ 2 ) n \implies Q_n\leqslant\sqrt n(1-\delta^2)^n Qnn (1δ2)n.

3,

P n ( x ) = ∫ − 1 1 f ( x + t ) Q n ( t ) d t , x ∈ [ 0 , 1 ] . P_n(x)=\int_{-1}^1f(x+t)Q_n(t)\text dt,x\in[0,1]. Pn(x)=11f(x+t)Qn(t)dt,x[0,1].

According to the property of Q n Q_n Qn, { P n } → f \{P_n\}\to f {Pn}f.

P n ( x ) = ∫ − x 1 − x f ( x + t ) Q n ( t ) d t = ∫ 0 1 f ( m ) Q n ( m − x ) d m P_n(x)=\int_{-x}^{1-x}f(x+t)Q_n(t)\text dt=\int_0^1f(m)Q_n(m-x)\text dm Pn(x)=x1xf(x+t)Qn(t)dt=01f(m)Qn(mx)dm.

Since m m m will disappear after the integrating, this is an x x x-polynomial.

4,

∣ P n − f ∣ ⩽ ∫ − 1 1 ∣ f ( x + t ) − f ( x ) ∣ Q n ( t ) d t |P_n-f|\leqslant\int_{-1}^1|f(x+t)-f(x)|Q_n(t)\text dt Pnf11f(x+t)f(x)Qn(t)dt.

Then we use uniformly continuous.

Split the interval into ∫ − 1 − δ + ∫ δ 1 + ∫ − δ δ \int_{-1}^{-\delta}+\int_{\delta}^1+\int_{-\delta}^{\delta} 1δ+δ1+δδ.

Then amplify to ε \varepsilon ε.



Distribution is also a Kernel!

By Bernstein, who let us know that binomial distribution can be non-trivial.


Essence:

1, Binomial distribution has maximal expectancy at mid.


Tricks:

1, Do a scaling; let f ∈ C [ 0 , 1 ] f\in C[0,1] fC[0,1].

2,

Construct kernel with binomial distribution: P n , i ( x ) : = C n i x i ( 1 − x ) n − i P_{n,i}(x):=C_n^ix^i(1-x)^{n-i} Pn,i(x):=Cnixi(1x)ni. Naturally, ∑ i = 0 n P n , i = 1 \sum_{i=0}^nP_{n,i}=1 i=0nPn,i=1.

3,

B n ( x ) : = ∑ i = 0 n P n , i ( x ) f ( i n ) . B_n(x):=\sum_{i=0}^nP_{n,i}(x)f(\frac in). Bn(x):=i=0nPn,i(x)f(ni).

Actually this expression has a form like expectancy.

4,

∣ B n ( x ) − f ( x ) ∣ = ∑ P n ( x ) ( f ( k n ) − f ( x ) ) = ⋯ |B_n(x)-f(x)|=\sum P_n(x)(f(\frac kn)-f(x))=\cdots Bn(x)f(x)=Pn(x)(f(nk)f(x))=.

Proof is like that of Landau.


Properties:

1, It’s exactly same at endpoints.

2, This has an explicit expression.

3, It converges very slowly.

4, Not a good approximation and some times funny.

Consider x 2 x^2 x2 which is a polynomial per se but this method will not find it out.

Actually, consider such a set E n ( f ) : = { P ( x ) ∣ deg ⁡ P ⩽ n , ∣ f − P ∣ < ε , ∀ x } E_n(f):=\{P(x)|\deg P\leqslant n,|f-P|<\varepsilon,\forall x\} En(f):={P(x)degPn,fP<ε,x}.

We want a minimal ε \varepsilon ε, which polynomial is the best?

De facto, Tschebyscheff’s method is the best. It’s not unwarranted that we have a noun Tschebyscheff’s best approximation in high school.

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