Approximating Continuous Functions with Polynomials

approximation-theorypolynomialsreal-analysisreference-request

Given $\epsilon \gt 0$ and $f \in C^{0}[0,1]$, Weierstrass says that I can find at least one (how many? probably a lot?) polynomial $P$ which approximates f uniformly: $$\sup_{x \in [0,1]} |f(x) – P(x)| \lt \epsilon$$

This means that, under the sup norm $||.||_{\infty}$, the polynomials are dense in $C^{0}[0,1]$. So, in analogy to approximating irrationals with the rationals, I would like to know:

  • What can we say about the order of $P$? Or, turning this around, given that $P$ is of order $n$, how small can $\epsilon$ get?

I'm betting this should depend in some way on the properties of $f$: the intuition is that smoother functions should be somehow "better" approximated by lower-order polynomials, and less-well-behaved functions should require higher-order polynomials. But I am not sure how to formalize this.

This is probably all well-understood, but I'm not well-read on approximation theory. Any guidance would be wonderful.

Best Answer

According to Theorem 1.2 of this paper by Sukkrasanti and Lerdkasem, we have the following result (with impressively great generality, I might add):

Let $f: [0,1]^p \rightarrow \mathbb{R}^q$ be bounded. Then there exists $C$ such that $$ \| f - B_n(f) \|_{\infty} \le C \omega(1/\sqrt{n})$$ where $\omega(\delta) := \sup_{\|t_1 - t_2\| \le \delta} \|f(t_1) - f(t_2)\|$ and $B_n(f)$ is the $n$th Bernstein polynomial of $f$.

I do not claim to have read the paper myself. Notice that if $f$ is indeed continuous, then by uniform continuity, as $n \rightarrow \infty$, $\omega(1/\sqrt{n})$ must go to zero. So the convergence rate is related to how rapidly $f$ can vary, as intuition would already suggest.

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