Linear interpolant 2026-10-31
A linear interpolant is the unique polynomial of polynomial degree at most one taking prescribed values at distinct interpolation nodes . It is an affine function, including the constant function case. For , its two displayed coefficients are nonnegative and sum to one, so changing each sampled value by at most changes every interpolated value by at most . Differentiation instead uses the difference of the two samples divided by , causing noise amplification by differentiation of a linear interpolant.
For linear interpolation at zero and , an error in the second sampled value, with the first exact, changes the linear interpolant by . On , its uniform norm is exactly , whereas the derivative change is the constant . With independent absolute bounds on both samples, the value change remains at most and the derivative change is at most , attained for opposite endpoint errors.
Thus bounded absolute sample noise can remain bounded under value interpolation while becoming unbounded under numerical differentiation as . Fixed nonzero sample noise also prevents exact convergence of the value approximation; stability against perturbations and convergence to exact data are different assertions. For a second-sample error with fixed , value convergence requires , while derivative convergence requires in little o notation, in addition to vanishing truncation error.
Past exam of the numerical analysis course of the University of Oxford 2015 1 b ii Solution 2026-10-31
The trapezoidal rule is exact for every affine function , equivalently every polynomial of polynomial degree at most one: the linear interpolant is the function itself. These functions have , so the preceding upper bound is also zero. There is no contradiction: zero error is precisely what the bound predicts.
The degree of precision of a quadrature rule is one, since the quadratic polynomial in part (i) is not integrated exactly. This does not exclude exactness for particular higher-degree or nonpolynomial functions. For example , , has zero integral and opposite endpoint values, so the trapezoidal rule also gives zero. Its second derivative is generally nonzero, making the upper bound positive; an upper bound need not be attained. Signed quadrature error can cancel.
Past exam of the numerical analysis course of the University of Oxford 2015 1 b i Solution 2026-10-31
It suffices to assume . The polynomial interpolation error for the endpoint linear interpolant gives, for every interior , some withLet , which exists by continuity of the second derivative and the extreme value theorem. Since ,Integrating this pointwise inequality and using the triangle inequality for an integral yieldsThusThis derivation does not require choosing as a continuous function of ; the pointwise upper bound is sufficient.
The constant is sharp. Take the quadratic polynomial and write . Its exact integral is , its trapezoidal rule value is , and . ConsequentlyEquality holds, so no smaller universal constant than works under these assumptions. This is the sharp one-panel trapezoidal error bound.
Sharp one-panel trapezoidal error bound 2026-10-31
For with , the trapezoidal rule satisfies the displayed bound, and the constant is best possible. The polynomial interpolation error for the endpoint linear interpolant satisfies , where . Integrating this inequality and using the triangle inequality for an integral proves the bound because . Equality holds for : the exact integral is , its trapezoidal rule estimate is , and .