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MC431 Classical Approximation Theory


MC431 Classical Approximation Theory

Credits: 20 Convenor: Dr J. Levesley Semester: 1


Prerequisites: essential: MC144, MC145, MC146, MC147, MC240, MC241 desirable: MC243
Assessment: Continual assessment (30% Notebook, 10% worksheets): 40% Three hour exam: 60%

Lectures: 36 Classes: 10
Tutorials: none Private Study: 104
Labs: none Seminars: none
Project: none Other: none
Total: 150

Explanation of Pre-requisites

I will use some results from MC243 about best approximations, though these results will be covered again. Also since one of the main spaces under study will be an inner product space, again material from MC243 will smooth the student's path to understanding. However, it is not essential to have done MC243.

Course Description

This course will expound the basic theory of approximation of functions, mainly by polynomials and trigonometric functions. The usual measures of quality of approximation will be the $L_\infty$ and L2 norms.

We will start by looking at interpolation by polynomials and piecewise polynomials, discussing algorithms and error estimates. Following a section on normed linear spaces, we will consider periodic approximation using classical Fourier series. Here we will meet best approximation in the L2 sense. We will generalise these ideas to more general orthogonal polynomials on an interval. We will also consider uniform approximation using generalised Fourier series. In the final section we will prove the celebrated Weierstrass theorem, which says that every continuous function can be uniformly approximated by polynomials. This proof will be done via Korovkin's theorem and the use of Bernstein polynomials. We will end by considering some fascinating results characterising best approximations in the $L_\infty$ sense.

Aims

To experience a variety of different methods of approximation. To understand the concept of a best approximation, and the properties of polynomial and trigonometric best approximations in particular. To further improve skills in problem solving, and constructing mathematical arguments involving logical thinking. A major part of the course will focus on further developing the mathematical writing skills of the student through the device of a notebook.

Objectives

To know the definitions of and understand the key concepts introduced in this module.

To understand and be able to use the main results and proofs of this course.

To improve mathematical writing skills.

To improve skills in solving problems in approximation theory.

Transferable Skills

Students will further improve skills in logical argument, mathematical reasoning. There will be a significant emphasis on mathematical writing skills in the course.

Syllabus

Interpolation: polynomial interpolation including solution of the interpolation equation and the Vandermonde matrix, The Lagrange basis, divided differences, error estimate, Runge's example and the problem with polynomial interpolation; piecewise polynomial interpolation including linear and cubic splines, semi-norm minimisation.

Normed linear spaces: basic properties, compactness and convexity, inner product spaces, Hilbert spaces, and the Gram-Schmidt process.

Periodic approximation using Fourier series: real and complex Fourier series, square integrable functions and the convergence of Fourier series, the Dirichlet kernel and divergent Fourier series, the Fejer kernel and the convergence of Cesaro means, Jackson and Bernstein theorems.

Approximation on an interval using orthogonal polynomials: Legendre polynomials and other examples. Three term recurrence relation, orthogonal projection, generalised Fourier series, best approximation, zeros of orthogonal polynomials, Gaussian quadrature, interpolation using a basis of orthogonal polynomials, Christoffel Darboux formula and pointwise convergence of Fourier series, decay rates of Fourier coefficients and uniform convergence of Fourier series.

Approximation of continuous functions: Korovkin's theorem, Bernstein polynomials and Weierstrass' theorem, polynomial approximation alternation theorems. Approximation using a general family of functions and the Haar condition.

Reading list

Recommended:

E. W. Cheney, An Introduction to Approximation Theory, McGraw-Hill, 1966.

M.J.D. Powell, Approximation Theory and Methods, Cambridge 1981.

Background:

P.J. Davis, Interpolation and Approximation, Dover Publications, 1975.

Details of Assessment

The written examination lasts for three hours, and contains 6 questions. The best 4 answers only will contribute to the final mark.

The coursework for the continual assessment consists of about 5 pieces of written work, consisting of problems from the problem sheets. Students will have the opportunity to resubmit the work in order to improve their mark. The average of the two marks will be taken as the final mark.

Each student must keep a notebook, in which a perfect version of the lectures is maintained. The lectures themselves will be somewhat terser than normal, and students will be expected to provide a full account of the details of sketched arguments in their notebooks. Initially, lectures will leave very few details unattended, but there will be a progression towards omission of easy arguments which the student can be reasonably expected to fill in.


next up previous
Next: MC434 Time Dependent Partial Up: Year 4 Previous: Year 4
S. J. Ambler
11/20/1999