Math 2.0

Approximations and expansions Rational and Padé approximation Theorem

Newman's theorem on rational approximation of the absolute value

Builds on Rational approximationAbsolute valueRational function

Statement

Let n≥5n \ge 5 be an integer, let ξ=e−1/n\xi = e^{-1/\sqrt{n}}, and let p(x)=∏k=0n−1(x+ξk),r(x)=x p(x)−p(−x)p(x)+p(−x).p(x) = \prod_{k=0}^{n-1} (x + \xi^k), \qquad r(x) = x \, \frac{p(x) - p(-x)}{p(x) + p(-x)}. Then rr is a rational function whose numerator and denominator have degree at most n+1n + 1, its denominator has no zero on [−1,1][-1, 1], and max⁡−1≤x≤1∣∣x∣−r(x)∣≤3e−n.\max_{-1 \le x \le 1} \big| \abs{x} - r(x) \big| \le 3 e^{-\sqrt{n}}.

Remarks

For 0≤x≤10 \le x \le 1 one has p(x)>0p(x) > 0 and ∣p(−x)∣≤p(x)\abs{p(-x)} \le p(x), so the denominator is positive there, and by evenness on all of [−1,1][-1, 1]. Then x−r(x)=2x p(−x)p(x)+p(−x)x - r(x) = 2x\, \frac{p(-x)}{p(x) + p(-x)}, and the proof bounds the ratio ∣p(−x)/p(x)∣=∏k∣ξk−x∣/(ξk+x)\abs{p(-x)/p(x)} = \prod_k \abs{\xi^k - x}/(\xi^k + x) separately for xx near 00 and for xx in [ξn,1][\xi^n, 1], where some factor ∣ξk−x∣/(ξk+x)\abs{\xi^k - x}/(\xi^k + x) is small. Newman also showed a lower bound of the form e−cne^{-c\sqrt{n}} for every rational approximation of type (n,n)(n, n), so the rate e−cne^{-c\sqrt{n}} is the true order. By contrast, the best uniform approximation of ∣x∣\abs{x} on [−1,1][-1, 1] by polynomials of degree nn has error of order 1/n1/n, a result of S. N. Bernstein. Herbert Stahl later found the exact asymptotics of the best rational error, 8e−πn8 e^{-\pi \sqrt{n}}. Example: for n=100n = 100 the bound is 3e−10≈1.4⋅10−43 e^{-10} \approx 1.4 \cdot 10^{-4}, while the best polynomial approximation of degree 100100 has error about 2.8⋅10−32.8 \cdot 10^{-3}, roughly 0.28/n0.28/n.

Going deeper

For a student

This theorem started the modern study of rational approximation of nonsmooth functions. It shows that rational functions are far stronger than polynomials near singularities, which is why rational methods are used for functions with corners, branch points and boundary layers. The geometric clustering of poles near the singularity reappears in many later constructions, for example in rational methods for problems on domains with corners.

Reading path

To understand this page from the ground up, read these 23 pages in order. The foundations come first.

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Absolute value, concept, no evidence levelAbsolute valueconceptLimit point of a set, definition, no evidence levelLimit point of a setdefinitionRational approximation, concept, no evidence levelRational approximationconceptSequence, definition, no evidence levelSequencedefinitionLimit of a function, definition, no evidence levelLimit of a functiondefinitionReal sequence, definition, no evidence levelReal sequencedefinitionContinuity at a point, definition, no evidence levelContinuity at a pointdefinitionBounded sequence, definition, no evidence levelBounded sequencedefinitionLimit of a sequence, definition, no evidence levelLimit of a sequencedefinitionContinuous function, definition, no evidence levelContinuous functiondefinitionEpsilon-delta definition of continuity, statement, no evidence levelEpsilon-delta definit…statementConvergent sequence, definition, no evidence levelConvergent sequencedefinitionEpsilon-N definition of the limit of a sequence, statement, no evidence levelEpsilon-N definition …statementSequential continuity, definition, no evidence levelSequential continuitydefinitionContinuity is equivalent to sequential continuity, statement, no evidence levelContinuity is equival…statementConvergent sequences are bounded, statement, no evidence levelConvergent sequences …statementLimit of a product of sequences, statement, no evidence levelLimit of a product of…statementProduct of continuous functions is continuous, statement, no evidence levelProduct of continuous…statementLimit of a quotient of sequences, statement, no evidence levelLimit of a quotient o…statementPolynomial functions are continuous, statement, no evidence levelPolynomial functions …statementQuotient of continuous functions is continuous, statement, no evidence levelQuotient of continuou…statementRational function, definition, no evidence levelRational functiondefinitionNewman's theorem on rational approximation of the absolute value, statement, no evidence levelNewman's theorem on r…statement
Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Absolute value concept
  2. Limit point of a set definition
  3. Rational approximation concept
  4. Sequence definition
  5. Limit of a function definition
  6. Real sequence definition
  7. Continuity at a point definition
  8. Bounded sequence definition
  9. Limit of a sequence definition
  10. Continuous function definition
  11. Epsilon-delta definition of continuity statement
  12. Convergent sequence definition
  13. Epsilon-N definition of the limit of a sequence statement
  14. Sequential continuity definition
  15. Continuity is equivalent to sequential continuity statement
  16. Convergent sequences are bounded statement
  17. Limit of a product of sequences statement
  18. Product of continuous functions is continuous statement
  19. Limit of a quotient of sequences statement
  20. Polynomial functions are continuous statement
  21. Quotient of continuous functions is continuous statement
  22. Rational function definition
  23. Newman's theorem on rational approximation of the absolute value statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Rational_function
About this page
TagJEQVZXHE6A
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Kindstatement, theorem
WritingW0 stub
MSC41A20, 41A25
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AboutRational approximation
UsesRational approximation, Absolute value, Rational function

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