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Calc Notes 0206

Weierstrass published the proof of his Approximation Theorem at age 70. The theorem states that any bounded, uniformly continuous function can be uniformly approximated by convolving it with a Gaussian kernel as the kernel width approaches 0. The proof shows that the convolution converges uniformly to the original function. As a corollary, any continuous function on a closed interval can be uniformly approximated by polynomials.

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44 views2 pages

Calc Notes 0206

Weierstrass published the proof of his Approximation Theorem at age 70. The theorem states that any bounded, uniformly continuous function can be uniformly approximated by convolving it with a Gaussian kernel as the kernel width approaches 0. The proof shows that the convolution converges uniformly to the original function. As a corollary, any continuous function on a closed interval can be uniformly approximated by polynomials.

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WEIERSTRASS’ PROOF OF THE WEIERSTRASS

APPROXIMATION THEOREM

ANTON R. SCHEP

At age 70 Weierstrass published the proof of his well-known Approximation


Theorem. In this note we will present a self-contained version, which is essentially
his proof. For a bounded uniformly continuous function f : R → R define for h > 0
Z ∞
1 u−x 2
Sh f (x) = √ f (u)e−( h ) du.
h π −∞
Theorem 1. Let f : R → R be a bounded uniformly continuous function. Then
Sh f converges uniformly to f as h ↓ 0.
Proof. Let  > 0. then there exists δ > 0 such that |f (x)−f (y)| < 2 for all x, y ∈ R
R∞ 2 √
with |x − y| < δ. Assume |f (x)| ≤ M on R. Using that −∞ e−v dv = π, one
also verifies easily that Z ∞
1 u−x 2
√ e−( h ) du = 1.
h π −∞
This implies that we can write
Z ∞
1 u−x 2
f (x) = √ f (x)e−( h ) du.
h π −∞
√
δ π
Now let h0 > 0 such that h0 < 2M , then
Z ∞
1 u−x 2
|Sh f (x) − f (x)| ≤ √ |f (u) − f (x)|e−( h ) du
h π −∞
Z
 1 u−x 2
≤ + √ |f (u) − f (x)|e−( h ) du
2 h π |x−u|≥δ
Z
 2M u−x 2
≤ + √ e−( h ) du
2 h π |x−u|≥δ
Z Z
 2M 2 2M h 2
= + √ e−v dv ≤ √ |v|e−v dv
2 π |v|≥ hδ δ π |v|≥ hδ
Z ∞
 4M h 2  2hM
≤ + √ ve−v dv = + √ < 
2 δ π 0 2 δ π
for all 0 < h ≤ h0 and all x ∈ R. 
Theorem 2 (Weierstrass Approximation Theorem). Let f : [a, b] → R be a con-
tinuous function. Then f is on [a, b] a uniform limit of polynomials.
Proof. We begin by extending f to a bounded uniformly continuous function on R
by defining f (x) = f (a)(x − a + 1) on [a − 1, a), f (x) = −f (b)(x − b − 1) on (b, b + 1],
and f (x) = 0 on R\[a−1, b+1]. In particular there exists R > 0 such that f (x) = 0

Date: May 1, 2007.


1
2 ANTON R. SCHEP

for |x| > R. Let  > 0 and M such that |f (x)| ≤ M for all x. Then by the above
theorem there exists h0 > 0 such that for all x ∈ R we have |Sh0 f (x) − f (x)| < 2 .
Since f (u) = 0 for |u| > R, we can write
Z R
1 u−x 2
Sh0 f (x) = √ f (u)e−( h0 ) du.
h0 π −R
2
On [ −2R 2R
h0 , h0 ] the power series of e
−v
converges uniformly, so there exists N such
that N 2k
1 X (−1)k u − x
1 
−( u−x )2 
√ e h
− √ <
0

h0 π h0 π k! h0 4RM
k=0
for all |x| ≤ R and all |u| ≤ R, since in that case |u − x| ≤ 2R. This implies that
Z R N 2k
(−1)k u − x

1 X 
Sh0 f (x) − √ f (u) du <

h0 π −R k! h0 2
k=0
for all |x| ≤ R. If we put
R N 2k
(−1)k u − x
Z 
1 X
P (x) = √ f (u) du,
h0 π −R k! h0
k=0
then P (x) is a polynomial in x of degree at most 2N such that |Sh0 f (x)−P (x)| < 2
for all |x| ≤ R. This implies that |f (x) − P (x)| <  for all x ∈ [a, b]. 
Remark. The function Sh f is the convolution of f with a Gaussian heat kernel.
These heat kernels form an approximate identity. The following figure shows the
kernel for the values h = 1, h = 41 and h = 81 .

h=1/8

2.5

h=1/4

h=1
-5 -4 -3 -2 -1 0 1 2 3 4

References
[1] K. Weierstrass, Über die analytische Darstellbarkeit sogenannter willkürlicher Functionen
einer reellen Veränderlichen, Verl. d. Kgl. Akad. d. Wiss. Berlin 2(1885) 633–639.

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