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On convergence of discrete methods of least squares on equidistant nodes

Numerical Analysis 2025-10-20 v1 Numerical Analysis

Abstract

We consider the well-known method of least squares on an equidistant grid with N+1N+1 nodes on the interval [1,1][-1,1] with the goal to approximate a function fC[1,1]f\in\mathcal{C}\left[-1,1\right] by a polynomial of degree nn. We investigate the following problem: For which ratio N/nN/n and which functions do we have uniform convergence of the least square operator LSnN:C[1,1]Pn{LS}_n^N:\mathcal{C}\left[-1,1\right]\rightarrow\mathcal{P}_n? We investigate this problem with a discrete weighting of the Jacobi-type. Thereby we describe the least square operator LSnN{LS}_n^N by the expansion of a function by Hahn polynomials Qk(;α,β,N)Q_k\left(\cdot;\alpha,\beta,N\right). Without additional assumptions to functions fC[1,1]f\in\mathcal{C}\left[-1,1\right] it can not be guaranteed uniform convergence. But with α=β\alpha=\beta and additional assumptions to ff and (Nn)nN\left(N_n\right)_{n\in\mathbb{N}} we obtain convergence and prove the following results: For an α0\alpha\geq0 let f{gC[1,1]: limnsupx[1,1]g(n)(x)nα+1/22nn!=0}f\in\left\{g\in\mathcal{C}^\infty\left[-1,1\right]:\ \lim\limits_{n\to\infty}{\sup\limits_{x\in[-1,1]}{\left\lvert g^{(n)}(x)\right\rvert}\frac{n^{\alpha+1/2}}{2^nn!}}=0\right\} and let (Nn)n(N_n)_{n} be a sequence of natural numbers with Nn2n(n+1)N_n\geq2n(n+1). Then the method of least squares LSnNn[f]{LS}_n^{N_n}[f] converges uniform on [1,1][-1,1]. Before we determine the maximum error ("worst case") with respect to the sup norm on the classes Kn+1:={fCn+1[1,1]: supx[1,1]f(n+1)(x)1}\mathcal{K}_{n+1}:=\left\{f\in\mathcal{C}^{n+1}\left[-1,1\right]:\ \sup\limits_{x\in[-1,1]}{\left\lvert f^{(n+1)}(x)\right\rvert\leq1}\right\}.

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Cite

@article{arxiv.1905.00461,
  title  = {On convergence of discrete methods of least squares on equidistant nodes},
  author = {René Goertz},
  journal= {arXiv preprint arXiv:1905.00461},
  year   = {2025}
}

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17 pages