1 problem found
It is required to approximate a given function \(\f(x)\), over the interval \(0 \le x \le 1\), by the linear function \(\lambda x\), where \(\lambda\) is chosen to minimise \[ \int_0^1 \big(\f(x)-\lambda x \big)^{\!2} \,\d x . \] Show that \[ \lambda = 3 \int_0^1 x\f(x)\,\d x. \] The residual error, \(R\), of this approximation process is such that \[ R^2 = \int_0^1 \big(\f(x)-\lambda x \big)^{\!2}\,\d x. \] Show that \[ R^2 = \int_0^1 \big(\f(x)\big)^{\!2}\,\d x -\tfrac{1}{3} \lambda ^2. \] Given now that \(\f(x)= \sin (\pi x/n)\), show that (i) for large \(n\), \(\lambda \approx \pi/n\) and (ii) \(\lim_{n \to \infty}R = 0.\) Explain why, prior to any calculation, these results are to be expected. [You may assume that, when \(\theta\) is small, $\sin \theta \approx \theta-\frac{1}{6}\theta^3$ and \(\cos \theta \approx 1 - \frac{1}{2}\theta^2.\)]
Solution: \begin{align*} && g(\lambda) &= \int_0^1 \big(\f(x)-\lambda x \big)^{\!2} \,\d x \\ &&&= \int_0^1 \left ( f(x)^2 -2\lambda xf(x) + \lambda^2 x^2\right) \d x \\ &&&= \frac13\lambda^2 - 2\lambda \int_0^1 x f(x) \d x + \int_0^1 f(x)^2 \d x \\ \end{align*} Differentiating (or completing the square) it is clear the minimum occurs when \(\displaystyle \lambda = 3 \int_0^1 xf(x) \d x\) \begin{align*} && R^2 &= \int_0^1 (f(x) - \lambda x )^2 \d x \\ &&&= \frac13\lambda^2 - 2\lambda \int_0^1 x f(x) \d x + \int_0^1 f(x)^2 \d x \\ &&&= \frac13 \left (\lambda -3\int_0^1 xf(x) \d x \right)^2 -\frac13 \left ( 3\int_0^1 xf(x) \d x \right)^2+\int_0^1 f(x)^2 \d x \\ \end{align*} When \(\lambda = 3\int_0^1 xf(x) \d x \) clearly this is the desired result. \begin{align*} && \lambda &= 3\int_0^1 xf(x) \d x \\ &&&= 3\int_0^1 x \sin(\pi x /n) \d x \\ &&&= 3 \left [-x \frac{n}{\pi} \cos (\pi x /n) \right]_0^1 + \frac{3n}{\pi} \int_0^1 \cos(\pi x /n) \d x \\ &&&= -\frac{3n}{\pi}\cos(\pi/n) + \frac{3n}{\pi} \left [ \frac{n}{\pi} \sin(\pi x /n)\right]_0^1 \\ &&&= -\frac{3n}{\pi} \cos(\pi/n) + \frac{3n^2}{\pi^2} \sin(\pi /n) \\ \text{for large }n: &&&\approx -\frac{3n}{\pi}\left ( 1 - \frac12\frac{\pi^2}{n^2} + o(1/n^4)\right) + \frac{3n^2}{\pi^2} \left (\frac{\pi}{n} - \frac16 \frac{\pi^3}{n^3} +o(1/n^5) \right) \\ &&&= \left (\frac32 -\frac12\right)\frac{\pi}{n} + o(1/n^3) \\ &&&= \frac{\pi}{n} + o(1/n^2) \end{align*} Therefore for large \(n\), \(\lambda \approx \frac{\pi}n\) \begin{align*} && \int_0^1 \sin^2(\pi x/n) \d x &= \frac12\int_0^1(1- \cos(2\pi x/n)) \d x\\ &&&= \frac12\left ( 1 - \frac{n}{2\pi}\left[\sin(2\pi x/n) \right]_0^1 \right) \\ &&&= \frac12 -\frac{n}{4\pi}\sin(2\pi /n) \\ \\ && R^2 &= \frac12 -\frac{n}{4\pi}\sin(2\pi /n) - \frac13 \left ( \frac{\pi}{n}+o(1/n^2)\right)^2 \\ &&&= \frac12 - \left ( \frac{1}{2} -\frac16\frac{\pi}{n}+o(1/n^3) \right) - o(1/n^2) \\ &&& = \frac16 \frac{\pi}{n} + o(1/n^2) \\ &&&\to 0 \text{ as } n \to \infty \end{align*} We should expect these results as for \(n\) very large \(\sin(\pi x/n) \approx \frac{\pi }{n}x\) so the best linear approximation is likely to be \(\lambda = \frac{\pi}{n}\) and we should expect it to improve to the point that we cannot tell the difference, ie \(R^2 \to 0\)