(T)Chebyshev Polynomials, again (II)

Calculus Level 5

Let P 6 [ 1 , 1 ] = { p : [ 1 , 1 ] R ; p is a monic polynomial of degree 6 with coefficients in R } , P_6 [-1, 1] = \{p : [-1,1] \longrightarrow \mathbb{R}; \space \text{ p is a monic polynomial of degree 6 with coefficients in } \mathbb{R}\}, and if p P 6 [ 1 , 1 ] p \in P_6 [-1, 1] , let's define p = maximum { p ( t ) such that t [ 1 , 1 ] } || p ||_{\infty} = \text{ maximum } \{ |p(t)| \text{ such that } \space t\in [-1, 1] \space \} . Due to Weierstrass extrem value theorem this maximum exits.

Example.-

p ( t ) = t 6 = 1 || p(t) = t^6 ||_{\infty} = 1


Find min p P 6 [ 1 , 1 ] p \displaystyle \min_{p \in P_6 [-1, 1]} || p ||_{\infty} ,i.e, Minimize p || p ||_{\infty} such that p P 6 [ 1 , 1 ] p \in P_6 [-1, 1] . Give the exact answer.


The answer is 0.03125.

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1 solution

Relevant wiki.- Chebyshev Polynomials

Theorem.-

If p p is a monic polynomial of degree n 1 n \ge 1 in [ 1 , 1 ] [-1, 1] with coefficients in R \mathbb{R} , then p 1 2 n 1 = 1 2 n 1 T n || p ||_{\infty} \ge \frac{1}{2^{n - 1}} = || \frac{1}{2^{n - 1}} \cdot T_n ||_{\infty} in [-1, 1], whith T n T_n being Chebyshev polynomial of first kind of degree n and f = supremum { f ( x ) ; x [ 1 , 1 ] } || f ||_{\infty} = \text{ supremum } \{|f(x)|; x \in [-1, 1]\} .


Therefore, min p P 6 [ 1 , 1 ] p = 1 2 5 = 1 32 = 0.03125 \displaystyle \min_{p \in P_6 [-1, 1]} || p ||_{\infty} = \frac{1}{2^5} = \frac{1}{32} = 0.03125 and it's got with the polynomial 1 2 5 T 6 ( t ) = 1 32 ( 32 t 6 48 t 4 + 18 t 2 1 ) \frac{1}{2^5} \cdot T_6 (t) = \frac{1}{32}\cdot(32t^6 - 48t^4 + 18t^2 - 1)


Chebyshev polynomials \large \boxed{\text{Chebyshev polynomials}}

Chebyshev polynomials (of first kind) are defined by recurrence: { T 0 ( t ) = 1 T 1 ( t ) = t T n + 1 ( t ) = 2 t T n ( t ) T n 1 ( t ) , n 1 \begin{cases} T_{0} (t) = 1 \\ T_{1} (t) = t \\ T_{n + 1} (t) = 2tT_{n} (t) - T_{n - 1} (t), \space \forall n \ge 1 \end{cases}

First Examples.-

T 0 ( t ) = 1 T 1 ( t ) = t T 2 ( t ) = 2 t 2 1 T 3 ( t ) = 4 t 3 3 t T 4 ( t ) = 8 t 4 8 t 2 + 1 T 5 ( t ) = 16 t 5 20 t 3 + 5 t T 6 ( t ) = 32 t 6 48 t 4 + 18 t 2 1. \begin{aligned} T_0(t) &= 1 \\ T_1(t) &= t \\ T_2(t) &= 2t^2 - 1 \\ T_3(t) &= 4t^3 - 3t \\ T_4(t) &= 8t^4 - 8t^2 + 1 \\ T_5(t) &= 16t^5 - 20t^3 + 5t \\ T_6(t) &= 32t^6 - 48t^4 + 18t^2 - 1. \\ \end{aligned}


Observations.-

1. \boxed{1.-} The recurrent formula uniquely determines these polynomials, i.e, these polynomials are well-defined and are unique defined by this recurrence.

2. \boxed{2.-} T n is a polynomial of degree n (Prove it by induction) T_n \text{ is a polynomial of degree n (Prove it by induction)} .

3. \boxed{3.-} The coefficient of t n t^n in T n T_n is 2 n 1 , n 1 2^{n - 1}, \space \forall n \ge 1 . Prove it by induction too.


Proposition.-

T n ( t ) = cos ( n cos 1 ( t ) ) , t [ 1 , 1 ] T_n (t) = \cos \left(n \cos^{-1} (t) \right), \space \forall t \in [-1,1] , where cos 1 : [ 1 , 1 ] [ 0 , π ] \cos^{-1} : [-1, 1] \to [0, \pi] is a continuous determitation of cos 1 \cos^{-1} .


Proof.-

Let's define f n ( t ) = cos ( n cos 1 ( t ) ) f_n (t) = \cos \left(n \cos^{-1} (t) \right) , where ( f n ) n = 0 (f_n)_{n = 0}^\infty satisfies: f 0 ( t ) = 1 , f 1 ( t ) = t f_0 (t) = 1, \quad f_1 (t) = t Now, we are going to use cos ( n + 1 ) θ = cos ( n θ ) cos θ sin θ sin ( n θ ) cos ( n 1 ) θ = cos ( n θ ) cos θ + sin θ sin ( n θ ) \cos (n + 1) \theta = \cos (n\theta) \cos \theta - \sin \theta \sin (n\theta) \\\cos (n - 1) \theta = \cos (n\theta) \cos \theta + \sin \theta \sin (n\theta) Therefore, cos ( n + 1 ) θ + cos ( n 1 ) θ = 2 cos ( n θ ) cos θ \cos (n + 1) \theta + \cos (n - 1) \theta = 2\cos (n\theta) \cos \theta \Rightarrow cos ( n + 1 ) θ = 2 cos ( n θ ) cos θ cos ( n 1 ) θ , θ [ 0 , π ] \cos (n + 1) \theta = 2\cos (n\theta) \cos \theta - \cos (n - 1) \theta, \space \forall \theta \in [0, \pi] Let's call, cos θ = t θ = cos 1 ( t ) , θ [ 0 , π ] , t [ 1 , 1 ] \cos \theta = t \iff \theta = \cos^{-1} (t), \space \forall \theta \in [0, \pi], \space \forall t \in [-1, 1] \Rightarrow cos ( ( n + 1 ) cos 1 ( t ) ) = 2 t cos ( n cos 1 ( t ) ) ) cos ( ( n 1 ) cos 1 ( t ) ) \cos \left( (n +1) \cos^{-1} (t) \right) = 2t \cos \left(n \cos^{-1} (t) )\right) - \cos\left((n - 1) \cos^{-1} (t)\right) \Rightarrow f n + 1 ( t ) = 2 t f n ( t ) f n 1 ( t ) , t [ 1 , 1 ] f n = T n , n = 0 , 1 , . . . f_{n + 1} (t) = 2tf_n (t) - f_{n-1}(t), \space \forall t \in [-1, 1] \Rightarrow f_n = T_n , n = 0, 1, ... q.e.d \boxed{\text{q.e.d}}


Proposition.-

If ( T n ) n = 0 (T_n)_{ n = 0}^\infty is the sequence of Chebyshev polynomials (of first kind), then:

1. \boxed{1.-} T n ( t ) 1 , t [ 1 , 1 ] |T_n (t)| \leq 1, \space \forall t \in [-1, 1]

2. \boxed{2.-} T n ( cos ( j π n ) ) = ( 1 ) j , 0 j n T_n \left( \cos (\frac{j\pi}{n}) \right) = (-1)^j, \space \forall \space 0 \leq j \leq n

3. \boxed{3.-} T n ( cos ( ( 2 j 1 ) π 2 n ) ) = 0 , 1 j n T_n \left( \cos (\frac{(2j - 1)\pi}{2n}) \right) = 0, \space \forall \space 1 \leq j \leq n


Proof.-

1. \boxed{1.-} Trivial due to previous proposition.

2. \boxed{2.-} T n ( cos ( j π n ) ) = cos ( n ( j π n ) ) = ( 1 ) j , 0 j n T_n \left( \cos (\frac{j\pi}{n}) \right) = \cos \left(n \cdot (\frac{j\pi}{n}) \right) = (-1)^j,\space \forall \space 0 \leq j \leq n

3. \boxed{3.-} T n ( cos ( ( 2 j 1 ) π 2 n ) ) = cos ( n ( ( 2 j 1 ) π 2 n ) ) = cos ( ( 2 j 1 ) π n ) = 0 , 1 j n T_n \left( \cos (\frac{(2j - 1)\pi}{2n}) \right) = \cos \left( n \cdot (\frac{(2j - 1)\pi}{2n}) \right) = \cos \left( \frac{(2j - 1)\pi}{n} \right) = 0, \space \forall \space 1 \leq j \leq n

q.e.d \boxed{\text{q.e.d}}


Theorem.-

If p p is a monic polynomial of degree n 1 n \ge 1 in [ 1 , 1 ] [-1, 1] with coefficients in R \mathbb{R} , then p 1 2 n 1 = 1 2 n 1 T n || p ||_{\infty} \ge \frac{1}{2^{n - 1}} = || \frac{1}{2^{n - 1}} \cdot T_n ||_{\infty} in [-1, 1], (whith T n T_n being Chebyshev polynomial of first kind of degree n and f = supremum { f ( x ) ; x [ 1 , 1 ] } || f ||_{\infty} = \text{ supremum } \{|f(x)|; x \in [-1, 1]\} .)


Proof.- (by contradiction or reductio ad absurdum)

I'm going to use the two previous propositions and this Bolzano's theorem

Let's suppose that there exists a monic polynomial p p of degree n 1 n \ge 1 such that p < 1 2 n 1 p ( t ) < 1 2 n 1 , t [ 1 , 1 ] || p ||_\infty < \frac{1}{2^{n - 1}} \iff |p(t)| < \frac{1}{2^{n - 1}}, \space \forall t \in [-1, 1] Take t i = cos i π n , i = 0 , 1 , . . . , n t_i = \cos \frac{i\pi}{n}, \space i = 0, 1, ... , n and remember that T n ( t i ) = ( 1 ) i , i = 0 , 1 , . . . , n T_n (t_i) = (-1)^i, \space i = 0, 1, ... , n . Let's call 1 2 n 1 T n ( t ) = q ( t ) \frac{1}{2^{n - 1}} \cdot T_n (t) = q(t) which it's a monic polynomial of degree n. Then, ( 1 ) i p ( t i ) p ( t i ) < 1 2 n 1 = 1 2 n 1 T n ( t i ) ( 1 ) i = ( 1 ) i q ( t i ) (-1)^i \cdot p(t_i) \leq |p (t_i)| < \frac{1}{2^{n - 1}} = \frac{1}{2^{n - 1}} \cdot T_n (t_i) \cdot (- 1)^i = (-1)^i \cdot q (t_i) \Rightarrow ( 1 ) i ( q ( t i ) p ( t i ) ) > 0 , 0 i n (-1)^i \left( q (t_i) - p (t_i) \right) > 0, \space \forall \space 0 \leq i \leq n \Rightarrow q ( t ) p ( t ) q(t) - p(t) changes sign at least n times, i.e, q ( t ) p ( t ) q(t) - p(t) has at least n zeros (due to Bolzano theorem) but δ ( q p ) = degree ((q(t) - p(t))) n 1 \delta (q - p) = \text{ degree ((q(t) - p(t))) } \leq n - 1 . (Contradiction due to fundamental theorem of Algebra) \square .

q.e.d \boxed{\text{q.e.d}}

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