Math 2.0

Approximations and expansions Rates of approximation: direct and inverse theorems Theorem

Favard's theorem on trigonometric approximation

Builds on Favard constantTrigonometric polynomialPeriodic functionError of best approximation

Statement

Let r≥1r \ge 1 and n≥1n \ge 1 be integers, and let KrK_r be the Favard constant. Let f ⁣:ℝ→ℝf \colon \R \to \R be 2π2\pi-periodic, with f(r−1)f^{(r-1)} absolutely continuous and ∣f(r)∣≤1\abs{f^{(r)}} \le 1 almost everywhere. Then there is a real trigonometric polynomial TT of degree at most n−1n - 1 such that max⁡x∈ℝ∣f(x)−T(x)∣≤Krnr.\max_{x \in \R} \abs{f(x) - T(x)} \le \frac{K_r}{n^r}. The constant KrK_r is sharp. For each nn, some ff of this class has distance exactly Kr/nrK_r / n^r from the set of all such TT.

Remarks

The extremal function is the rr-fold periodic integral of the square wave sgn⁡sin⁡(nx)\sgn \sin(nx), normalised to have mean 00. Its error of best approximation equals Kr/nrK_r / n^r, which explains the alternating series in the definition of KrK_r: they come from the Fourier series of the square wave. The upper bound comes from explicit linear approximation methods, so it is attained by a linear operator.

Example: r=1r = 1, n=1n = 1. A periodic function with ∣f′∣≤1\abs{f'} \le 1 has max⁡f−min⁡f≤π\max f - \min f \le \pi, so the best constant has error at most π/2=K1\pi/2 = K_1. The triangle wave equal to ∣x∣\abs{x} on [−π,π][-\pi, \pi] reaches this bound.

Going deeper

For a student

Jackson's inequality gives the rate n−rn^{-r} with some constant; Favard's theorem gives the exact worst-case constant. It is a model result for the theory of widths and optimal recovery, where one asks for the smallest error over a whole class. The same constants appear in sharp inequalities between a function and its derivatives, such as the Kolmogorov inequalities.

Reading path

To understand this page from the ground up, read these 5 pages in order. The foundations come first.

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  1. Error of best approximation concept
  2. Favard constant concept
  3. Periodic function concept
  4. Trigonometric polynomial concept
  5. Favard's theorem on trigonometric approximation statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Favard_constant
About this page
TagJYX6N8A2P6
URIm2://JYX6N8A2P6
Kindstatement, theorem
WritingW0 stub
MSC41A44, 42A10, 41A17
StatusThis copy of the site has no build data. Run m2 status JYX6N8A2P6.
AboutFavard constant
UsesFavard constant, Trigonometric polynomial, Periodic function, Error of best approximation

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