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.
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.
It suffices to assume . The polynomial interpolation error for the endpoint linear interpolant gives, for every interior , some with
Let , 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 yields
Thus
This 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 . Consequently
Equality holds, so no smaller universal constant than works under these assumptions. This is the sharp one-panel trapezoidal error bound.
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 .