Centered second-derivative Peano kernel Created 2026-10-14 Updated 2026-10-31
For on , quadratic polynomials are annihilated. The Peano kernel theorem gives , with the displayed kernel; its value at zero does not affect the integral. Its absolute integral is , proving . The kernel changes sign, consistent with exactness also on cubic polynomials despite the estimate using only three derivatives.
Suppose has a fourth derivative that is a continuous function on the interval , and there. With , the signed quadrature error here is . Then, for some point ,
In particular, a strictly positive fourth derivative makes : composite Simpson's rule overestimates the integral.[ref]
The bound's scale follows by adding the panel errors. A panel of width has signed quadrature error and absolute error at most . There are panels, so the triangle inequality gives . The intermediate value theorem for the continuous fourth derivative replaces the average of the panel values by a single value , giving the signed formula.
The underlying single-panel calculation can be seen through the Peano kernel theorem. On the interval , define the raw Peano kernel , where is integral minus Simpson's rule and is the positive part. Then for and for . It is strictly negative inside the interval and has integral . Thus
The uniform norm bounds the fourth derivative. The polynomial attains equality. Scaling to endpoint spacing multiplies the coefficient by , giving the sharp single-panel bound . The normalized Peano kernel is , so the external factorial must be omitted when using that normalization.
For the exponential function on , , so and the bound is . Its leading actual absolute error is , smaller than the bound because a uniform upper bound on the fourth derivative does not use its variation across the interval. The theorem bounds truncation error with exact function evaluations; sample errors and roundoff error are additional contributions, as described by noise sensitivity of a quadrature rule.
Assume . The functional is the third forward difference: each forward difference lowers the polynomial degree by one, so it annihilates every polynomial of degree at most two. Directly, , , and .
The Peano kernel theorem now gives , where the Peano kernel of the third forward difference is
Here is the positive-part truncated power function. The normalized quadratic cardinal B-spline is
Its three polynomial pieces agree with the displayed kernel after rescaling, giving . Its knots are in the physical variable, and is positive throughout .
The kernel mass can be evaluated without integrating each piece: apply its representation to , whose third derivative is one. This gives . The weighted mean value theorem for integrals with a nonnegative weight therefore yields
Continuity of and strict positivity of the weight in the interior place an attained weighted-average value in that open interval, including the constant-derivative case.
For a real-valued linear error functional annihilating , the Peano kernel is
where is the argument on which the functional acts. Under the standard boundedness and extension hypotheses, the Peano kernel theorem states
For example, a bounded functional on continuous functions, represented by a finite signed measure and extended to the truncated powers, has this representation. Quadrature error functionals have precisely this structure.
The source's bare linearity assumption on is not by itself a complete theorem hypothesis. Truncated powers need not belong to that domain, and interchange of the functional with an integral needs justification. For instance annihilates but would require a Dirac point mass rather than an ordinary integrable kernel. The statement above supplies the usual functional class needed for the requested theorem and applies directly to part (c).
If has one sign, the weighted mean-value theorem applied to the continuous derivative gives
for some . One may prove this by bounding the weighted integral between the minimum and maximum derivative values times the total weight, then using the intermediate value theorem. If the total weight is zero, the fixed-sign kernel is zero almost everywhere and the conclusion is immediate.
Apply the Peano kernel theorem to to get . Consequently
Direct evaluation gives and . Hence the linear functional vanishes on every polynomial of degree at most two and is nonzero on every genuine cubic polynomial.
The Peano kernel theorem with order three gives , where
The first term comes from differentiating at . On the integration interval this simplifies to
In particular . Its L1 norm is , so the sharp bound is
The printed constant is false for the printed functional. The cubic has but , and it attains the corrected bound. This is an exact Peano kernel norm calculation, not an error from numerical quadrature.
Figure 1.
The negative Peano kernel fixes the sharp error constant, while the normalized compact cubic B-spline spans four knot intervals
. Details.
The error is linear and annihilates all degree-at-most-two polynomials. The Peano kernel theorem with derivative order three gives
For , the second derivative of the truncated quadratic at is . Its values at then give
The value at the single point is irrelevant to the integral. This is the centered second-derivative Peano kernel. Its absolute integral is
Consequently
Its changing sign explains why cubic polynomials also have zero error: their third derivative is constant and . No fourth derivative is needed for the claimed bound.
Let . Direct evaluation on gives , so the Peano kernel theorem gives
This representation also follows by applying to the Taylor expansion of with integral remainder. The derivative at zero of the truncated quadratic is zero for , and its sampled values give
The Peano kernel is nonnegative, and
Hence . For , the third derivative is , while and . Thus equality holds, proving the least constant is , attained by .
Start with Taylor's theorem with integral remainder, written on the whole interval using truncated powers:
For the Peano kernel theorem, require that be a linear error functional, annihilate all polynomials of degree at most , and permit interchange with this integral. These conditions hold, in particular, for finite linear combinations of point evaluations of and its derivatives through order , with the truncated-power derivatives interpreted almost everywhere in ; dominated integration justifies the interchange. Another sufficient setting is a bounded functional on a differentiability space where the truncated-power integral is convergent in its norm. Polynomial exactness alone, without linearity and an integration-interchange justification, is not sufficient.
Applying annihilates the Taylor polynomial and gives
This is the unnormalized Peano kernel convention used by the question; including within the kernel instead removes the factor outside the integral.
For the stated derivative error, constants and linear and quadratic polynomials are annihilated, so . Acting on gives
Thus the sharp central-secant derivative error satisfies
Hence works. It is the minimum: for , and , so no smaller constant can satisfy the inequality. Therefore
The sign-definite kernel explains why a constant third derivative attains the bound exactly.
Assume is linear, annihilates all polynomials of degree at most , is defined on the truncated-power kernels and permits interchange with the remainder integral. For , a convenient sufficient condition is that be a bounded linear functional on ; more general approximation functionals need the corresponding continuity/interchange property on their domain. Taylor's integral remainder gives
Applying , the polynomial terms vanish, and the Peano kernel theorem gives
Here . This is the printed raw-kernel convention; the normalized Peano kernel includes inside its definition instead, and then has no factorial outside the integral. The interchange is justified by boundedness applied to the limit of Riemann sums of the continuous kernel-valued integrand. For a kernel with , its discontinuity requires a function space/interchange assumption accommodating the step functions as well.
For the specified Simpson's rule error, direct evaluation on gives zero, so . For ,
Simplifying separately on the two halves gives
Both pieces are strictly negative in the open interval; they agree at the midpoint. Their integral is , as direct polynomial integration shows. Thus
This is optimal, not merely an upper bound. For , the fourth derivative is identically one and , so the minimum constant is .
For the Peano kernel theorem, the integral Taylor remainder is
Here . The error functional must be linear, vanish on every polynomial of degree at most , and permit its action to be interchanged with this remainder integral. The last regularity condition holds for the finite combinations of point evaluations and derivative evaluations used below, by applying the corresponding differentiated remainder formula. Under these conditions the polynomial terms vanish, yielding
For the three-point asymmetric second-derivative formula, choose the error convention . Exactness on gives
hence
Applying to , for almost every , gives the Peano kernel
The value at is immaterial to the integral. The sketch rises from zero through at one to the left limit at two, jumps down to the right limit , and then rises to zero at three.
The sharp error constants for a Peano kernel are the corresponding integral-operator norms. Here
As ,
Indeed, and . They are best possible even for : for , choose continuous nonnegative third derivatives concentrated just left of two with unit integral; for , approximate the sign of by continuous functions of supremum norm one. Integrating any such third derivative three times supplies an admissible , and the resulting ratios approach the stated constants.
For , , while , so . Also and . The two bounds explicitly read
Figure 1.
Peano kernel for the asymmetric three-point second derivative, showing its jump at two and the positive and negative regions controlling sharp error bounds
. Details.
The Peano kernel theorem says that if a continuous linear error functional annihilates all polynomials of degree less than and permits the required interchange with integration, then for ,
It follows by applying to the integral-remainder Taylor formula with integral remainder. Here choose and
This functional annihilates constants and linear functions (indeed quadratics too), and its Peano kernel is
Thus and . The integral representation gives
For the first inequality, continuous functions with can approximate away from its zeros, making arbitrarily close to . Such derivatives integrate twice to admissible functions, proving no smaller works. For the second, use continuous of norm one concentrated near or , where , with the sign of there. This makes approach , proving optimality of .
For , , and . Both right-hand bounds equal nine, so both inequalities hold.
Let be the distinct interior roots of where its sign changes, and put . If , orthogonality gives . But has constant sign on , apart from its isolated zeros, because every sign change has been canceled. It is not identically zero, and the positive weight makes its integral nonzero, a contradiction. Thus . Degree forces exactly distinct simple roots, all inside .
For distinct nodes, let . Lagrange interpolation polynomial gives for every polynomial of degree at most . Integrating this identity proves exactness with .
For the Gaussian quadrature nodes, divide any as , with . The integral of vanishes by orthogonality, and its nodal values vanish because . The remaining polynomial is integrated exactly by the preceding interpolation result. Hence
Its weights are positive: exactness applied to gives .
Define the error functional . It annihilates polynomials of degree at most . For , the Peano kernel theorem gives
where a formal Peano kernel with the normalization made explicit is
No evaluation of is needed. The supplied inner product presupposes an integrable positive weight on the finite interval, so the integral and point-evaluation error functional is bounded on continuous functions.
Repeated integration by parts in
produces the first terms of the Taylor polynomial and leaves , proving the integral remainder in Taylor theorem
Apply the linear functional to this identity. It annihilates the Taylor polynomial, and commuting it with integration gives the Peano kernel theorem
For the midpoint quadrature rule on , , so . Its Peano kernel is
For , the formula gives
agreeing with .
The Peano kernel theorem says that if a continuous linear functional annihilates polynomials of degree below , then
Here and
Applying to gives
Hence
The smallest candidate is therefore
If the bound is to hold with finite , the error functional must vanish on every polynomial whose fourth derivative is zero. Thus the scheme must be exact for degrees zero through three. Applying it to powers of gives
Solving,
This is the four-point one-sided second-derivative formula.
The Peano kernel theorem says that if a linear functional annihilates all polynomials of degree below , then for ,
Here and . Under the stated nonnegativity assumption,
The integral equals for , since . Now and
Therefore
Equality is attained by , so the sharp Peano-kernel constant for the four-point endpoint second derivative is
The integral form of the Taylor theorem about the left endpoint is
where . Apply the order- divided difference at . The polynomial term vanishes, and linearity permits interchange with the integral:
By the definition ,
This is the Peano kernel theorem for the divided-difference functional.
Peano kernel norm 2026-10-31
The Peano kernel theorem writes a derivative-based error functional as , so its bound in the displayed derivative seminorm is at most the L1 norm of the kernel. This is the sharp constant: continuous derivatives can approximate the sign of in the weighted integral, and integrating them times produces admissible test functions. If has one sign, a constant th derivative already attains equality; in particular . This provides a direct exact check on proposed error constants before estimating individual polynomial pieces.
For , the third forward difference annihilates polynomials of degree at most two. Its Peano kernel is for , extended by zero outside that interval. It is times the quadratic cardinal B-spline evaluated at , is positive on , and has integral . The Peano kernel theorem therefore represents as a positive weighted average of the third derivative: for some interior when that derivative is continuous. The kernel is the smooth error weight hidden inside a discrete difference.
Three-point asymmetric second-derivative formula Created 2026-10-06 Updated 2026-10-20
Matching the monomials gives . With error defined as the true derivative minus this approximation, its Peano kernel is on . The derivative evaluation causes a jump at two. Applying the Peano kernel theorem gives .