Peano kernel theorem


In numerical analysis, the Peano kernel theorem is a general result on error bounds for a wide class of numerical approximations, defined in terms of linear functionals. It is attributed to Giuseppe Peano.

Statement

Let be the space of all differentiable functions defined for that are of bounded variation on, and let be a linear functional on. Assume that is times continuously differentiable and that annihilates all polynomials of degree, i.e.Suppose further that for any bivariate function with, the following is valid:and define the Peano kernel of asintroducing notationThe Peano kernel theorem then states that provided.

Bounds

Several bounds on the value of follow from this result:
where, and are the taxicab, Euclidean and maximum norms respectively.

Application

In practice, the main application of the Peano kernel theorem is to bound the error of an approximation that is exact for all. The theorem above follows from the Taylor polynomial for with integral remainder:
defining as the error of the approximation, using the linearity of together with exactness for to annihilate all but the final term on the right-hand side, and using the notation to remove the -dependence from the integral limits.