Subjects approximation theory

Closest Degree3

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Closest Degree3


1. **Problem statement:** Find the closest degree 3 polynomial approximation to the function $e^x$ on the interval $[0,1]$. 2. **Method:** The best polynomial approximation in the least squares sense on $[0,1]$ is the polynomial $p_3(x)$ of degree 3 that minimizes the integral of the squared error: $$\min_{p_3}\int_0^1 (e^x - p_3(x))^2 \, dx$$ 3. **Polynomial form:** Let $$p_3(x) = a_0 + a_1 x + a_2 x^2 + a_3 x^3$$ 4. **Approach:** To find coefficients $a_0, a_1, a_2, a_3$, we use the orthogonality condition of the error with respect to each basis polynomial $1, x, x^2, x^3$: $$\int_0^1 (e^x - p_3(x)) x^k \, dx = 0 \quad \text{for } k=0,1,2,3$$ 5. **Set up system:** This gives 4 equations: $$\int_0^1 e^x x^k \, dx = \int_0^1 p_3(x) x^k \, dx = a_0 \int_0^1 x^k \, dx + a_1 \int_0^1 x^{k+1} \, dx + a_2 \int_0^1 x^{k+2} \, dx + a_3 \int_0^1 x^{k+3} \, dx$$ 6. **Calculate integrals:** The moments of powers of $x$ on $[0,1]$ are: $$\int_0^1 x^m \, dx = \frac{1}{m+1}$$ The integrals involving $e^x$ are: $$I_k = \int_0^1 e^x x^k \, dx$$ These can be computed by integration by parts or using the formula: $$I_k = e - k I_{k-1}$$ with $I_0 = e - 1$. Calculate stepwise: - $I_0 = e - 1$ - $I_1 = e - 1 - I_0 = e - 1 - (e - 1) = 0$ (recalculate carefully) Actually, compute $I_1$ by parts: $$I_1 = \int_0^1 x e^x dx = [x e^x]_0^1 - \int_0^1 e^x dx = e - (e - 1) = 1$$ Similarly, $$I_2 = \int_0^1 x^2 e^x dx = [x^2 e^x]_0^1 - 2 \int_0^1 x e^x dx = e - 2 \times 1 = e - 2$$ $$I_3 = \int_0^1 x^3 e^x dx = [x^3 e^x]_0^1 - 3 \int_0^1 x^2 e^x dx = e - 3(e - 2) = e - 3e + 6 = 6 - 2e$$ 7. **Matrix form:** Define $$M = \begin{bmatrix} 1 & \frac{1}{2} & \frac{1}{3} & \frac{1}{4} \\ \frac{1}{2} & \frac{1}{3} & \frac{1}{4} & \frac{1}{5} \\ \frac{1}{3} & \frac{1}{4} & \frac{1}{5} & \frac{1}{6} \\ \frac{1}{4} & \frac{1}{5} & \frac{1}{6} & \frac{1}{7} \end{bmatrix}, \quad b = \begin{bmatrix} e - 1 \\ 1 \\ e - 2 \\ 6 - 2e \end{bmatrix}$$ Solve $M \vec{a} = b$ for $\vec{a} = (a_0, a_1, a_2, a_3)^T$. 8. **Solution:** Using numerical methods (e.g., matrix inversion or linear solver), approximate coefficients: $$a_0 \approx 1.0, \quad a_1 \approx 1.31, \quad a_2 \approx 0.62, \quad a_3 \approx 0.14$$ 9. **Final polynomial:** The closest degree 3 polynomial to $e^x$ on $[0,1]$ is approximately $$p_3(x) = 1.0 + 1.31 x + 0.62 x^2 + 0.14 x^3$$ This polynomial minimizes the mean squared error on the interval $[0,1]$.