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Real Analysis II Chapter 11

Dr. Manuel Berriozábal Weierstrass Approximation Theorem

Theorem (Weierstrass Approximation Theorem)


Let f(x) be a continuous function defined on a closed interval [a,b]. Then ∀ε> 0, ∃ a
polynomial P(x) such that ∀x∈[a,b] |f(x)-P(x)| < ε
Proof
n
n!
LEMMA 1. ∀x∈ [a,b], ∑
k=0
c kn xk(1-x)n-k = 1 where c kn =
k!(n-k)!
.

Proof
By Newton’s binomial formula, ∀u, v∈R and n∈N
n
(u+v)n = ∑
k=0
c kn unvn-k

Let u=x and v=1-x


n n
Then 1=1n=[x+(1-x)]n = (u+v)n = ∑ c kn unvn-k = ∑ c kn xk(1-x)n-k
k=0 k=0

#
n
m
LEMMA 2. ∀x∈R and n∈N0{0}. ∑
k =0
Cnk (k-n x)2 xk (1-x)n-k ≤
4
Proof:
Case 1: x=1
n
Then ∑
k =0
Cnk (k-nx)2 xk(1-x)n-k
n
= ∑
k =v
Cnk (k-n)2 1k (1-1)n-k

n
= Cnn |0|2 .1.1 = 0 ≤
4
Case 2: x≠1. By use of Newton’s binomial formula, we note that ∀z∈R
n n
(1+z)n = (z+1)n = ∑
k =0
Cnk zk 1n-k = ∑
k =0
Cnk zk, we agree O0=1.
n
A. Thus ∑
k =0
Cnkzk = (1+z)n identically

Differentiating both sides with respect to z, we obtain


n

∑k =1
kCnkzk-1 = n(1+z)n-1
Real Analysis II Chapter 11
Dr. Manuel Berriozábal Weierstrass Approximation Theorem

Multiplying both sides by z, we obtain


n
B. ∑
k =1
kCnkzk = nz(1+z)n-1

Or
n n n


k =0
kCnkzk = 0 + ∑
k =1
kCnkzk = ∑
k =1
kCnkzk = nz(1+z)n-1

Differentiating both sides of the identity and multiplying the result by z,

n
C. We obtain ∑
k =0
kz Cnkzk = nz(1+nz)(1+z)n-2

x
Let z = in A, B, C and multiply each by (1-x)n
1− x

We thus obtain
n
A’: ∑
k =0
Cnkxk(1-x)n-k = 1
n
B’: ∑
k =0
k Cnkxk(1-x)n-k = nx
n
C’: ∑
k =0
kz k Cnkxk(1-x)n-k = nx (1-x+nx)

Multiply A’ by n2x2, B’ by -2nx, we obtain

n
A’’ ∑
k =0
Cnkxk(1-x)n-k . n2x2 = n2x2
n
B’’ ∑
k =0
k Cnkxk(1-x)n-k(-2nx) = -2n2x2
n
C’’ (same as C’) ∑
k =0
k2 k Cnkxk(1-x)n-k = nx (1-x+nx)
Real Analysis II Chapter 11
Dr. Manuel Berriozábal Weierstrass Approximation Theorem

Adding the corresponding sides,


n


k =0
Cnkxk(1-x)n-k[u2-2nkx+k2] = nx(1-x)

Or
n


k =0
Cnkxk(1-x)n-k(k-nx)2 = nx(1-x)

1 ≤
We claim x(1-x) ≤ or 4x(1-x) 1
4 2
Now 4x(1-x) = (-4x +4x-1)+1 = -(2x-1)2+1≤0+1=1
2

n n
n
Thus ∑
k =0
k 2 k
Cn (k-nx) x (1-x)n-k
= ∑
k =0
Cnkxk(1-x)n-k(k-nx)2≤
4
Real Analysis II Chapter 11
Dr. Manuel Berriozábal Weierstrass Approximation Theorem

Definition: Let f(x) be a real valued function defined on [0,1].


n
k
Let Bn(x) = ∑ f( )Cnkxk(1-x)n-k
k =0 n
Bn(x) is the Bernstein polynomial of degree n for f(x).

Lemma 2 (Bernstein’s Theorem)


If f: [0,1] Æ R is continuous, then Bn(x) ⇒ f(x)

Proof:
Let M = max |f(x)| on [0,1].
Take ε>0. We wish to show ∃ p∈n such that ∀ n>p and x∈[0, 1], |B(x) – F(x)| < ε.

Since f is continuous on [0,1] then f is uniformly continuous on [0,1].


Thus ∃ δ > 0 such that ∀ x’,x’’∈ [0,1], where |x’-x”|<δ, |f(x”)-f(x’)| <.ε/2.

M
Pick p∈N such that p > . We claim ∀ n>p, |Bn(x)-f(x)| < ε
εδ 2
n
By lemma 1, ∀ x∈[0,1] and ∀ n>p f(x) = ∑
k =0
f(x) C kn xk(1-x)n-k

Take and fix x∈[0,1]

n
k n
D. Thus, |Bn(x)-f(x)| = | ∑ f( ) C kn xk(1-x)n-k - ∑ f(x) C kn xk(1-x)n-k|
k =0 n k =0
n
k
= | ∑ [f( ) – f(x)] f(x) C knxk(1-x)n-k|
k =0 n
n
k
≤ ∑ |f( ) – f(x)| C kn xk(1-x)n-k
k =0 n
k k
Let G = { k∈{0,1,…n} | | -x| < δ } and H = {k∈{0,1,…,n} | | -x| ≥ δ}.
n n
Then H∪G = {0,1,…,n} and H∩G = ∅
Real Analysis II Chapter 11
Dr. Manuel Berriozábal Weierstrass Approximation Theorem

k
E. If k ∈ G, then |f( ) – f(x)| < ε
n
k ε n
ε
Thus, ∑ |f( ) – f(x)| C kn xk(1-x)n-k ≤ ∑ C kn xk(1-x)n-k(k-nx)2≤ .
k∈G n 2 k =0 2
k k
If k∈H, then | -x| ≥ δ. Thus | -x|2 ≥ δ2
n n
2
(k-nx) 2. (k-nx) 2
i.e., ≥ δ Hence ≥1.
n2 n 2δ2
We note (k-nx)2 ≠ 0.

k
F. By lemma 2, ∑H
|f(
n
) – f(x)| . C kn xk(1-x)n-k

k
| f( ) - f(x) |
=∑ n (k-nx)2 C kn xk(1-x)n-k
2
H (k - nx)
2M
≤∑ 2 2
(k-nx)2 C kn xk(1-x)n-k
H n δ
2M 2M n
= 2 2 ∑ (k-nx)2 C kn xk(1-x)n-k ≤ 2 2
nδ nδ 4
M
= .
2n δ 2

By D,E,F, ∀ n>p |Bn(x)-f(x)|

n
k
≤ ∑ |f( ) – f(x)| C kn xk(1-x)n-k
k =0 n
k
= ∑ |f( ) – f(x)| C kn xk(1-x)n-k
G n
k ε M
+ ∑ |f( ) – f(x)| C kn xk(1-x)n-k ≤ +
H n 2 2n δ 2
ε M . εδ 2 ε ε
< + = + =ε
2 2n δ 2 M 2 2
#
Real Analysis II Chapter 11
Dr. Manuel Berriozábal Weierstrass Approximation Theorem

Theorem (Weierstrass). Let f:[a,b] Æ R be continuous


Then ∀ ε>0 ∃ P(x) such that ∀ x∈[a,b] |f(x)-P(x)| < ε

Proof:
Case 1: [a,b] = [0,1]. This is Bernstein’s Theorem.
Case 2: [a,b] ≠ [0,1]

Let h(z) = a+z(b-a). Then h(0) = a and h(1) = b. Also h is strictly increasing and
continuous on [a,b]. Thus f(h(z)) = (f . h)(z) is continuous on [0,1].
Take ε > 0. By Bernstein’s Theorem ∃ Q(z) such that ∀ z∈[0,1] ⏐f(h(z))-Q(z)|<ε.
z∈[0,1]
x-a x-a x-a
Now x ∈ [a,b] if and only if -1. Thus h(z) = h ( )=a+ (b-a) = x
b-a b-a b-a
x-a
Thus Q(z) = Q ( )
b-a
x-a
Let P(x) = Q( ). Hence ∀ x∈ [a,b], |f(x) – P(x)| < ε
b-a
x∈ [a,b]

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