Bernstein polynomial explained

In the mathematical field of numerical analysis, a Bernstein polynomial is a polynomial expressed as a linear combination of Bernstein basis polynomials. The idea is named after mathematician Sergei Natanovich Bernstein.

Polynomials in Bernstein form were first used by Bernstein in a constructive proof for the Weierstrass approximation theorem. With the advent of computer graphics, Bernstein polynomials, restricted to the interval [0, 1], became important in the form of Bézier curves.

A numerically stable way to evaluate polynomials in Bernstein form is de Casteljau's algorithm.

Definition

Bernstein basis polynomials

The n+1 Bernstein basis polynomials of degree n are defined as

b\nu,n(x)l{:}l{=}\binom{n}{\nu}x\nu\left(1-x\right)n,\nu=0,\ldots,n,

where

\tbinom{n}{\nu}

is a binomial coefficient.

So, for example,

b2,5(x)=\tbinom{5}{2}x2(1-x)3=10x2(1-x)3.

The first few Bernstein basis polynomials for blending 1, 2, 3 or 4 values together are:

\begin{align} b0,0(x)&=1,\\ b0,1(x)&=1-x,&b1,1(x)&=x\\ b0,2(x)&=(1-x)2,&b1,2(x)&=2x(1-x),&b2,2(x)&=x2\\ b0,3(x)&=(1-x)3,&b1,3(x)&=3x(1-x)2,&b2,3(x)&=3x2(1-x),&b3,3(x)&=x3 \end{align}

\Pin

of polynomials of degree at most n with real coefficients.

Bernstein polynomials

A linear combination of Bernstein basis polynomials

Bn(x)

n
l{:}l{=}\sum
\nu=0

\beta\nub\nu,n(x)

is called a Bernstein polynomial or polynomial in Bernstein form of degree n. The coefficients

\beta\nu

are called Bernstein coefficients or Bézier coefficients.

The first few Bernstein basis polynomials from above in monomial form are:

\begin{align} b0,0(x)&=1,\\ b0,1(x)&=1-1x,&b1,1(x)&=0+1x\\ b0,2(x)&=1-2x+1x2,&b1,2(x)&=0+2x-2x2,&b2,2(x)&=0+0x+1x2\\ b0,3(x)&=1-3x+3x2-1x3,&b1,3(x)&=0+3x-6x2+3x3,&b2,3(x)&=0+0x+3x2-3x3,&b3,3(x)&=0+0x+0x2+1x3 \end{align}

Properties

The Bernstein basis polynomials have the following properties:

b\nu,(x)=0

, if

\nu<0

or

\nu>n.

b\nu,(x)\ge0

for

x\in[0, 1].

b\nu,\left(1-x\right)=bn(x).

b\nu,(0)=\delta\nu,

and

b\nu,(1)=\delta\nu,

where

\delta

is the Kronecker delta function:

\deltaij=\begin{cases} 0&ifij,\\ 1&ifi=j. \end{cases}

b\nu,(x)

has a root with multiplicity

\nu

at point

x=0

(note: if

\nu=0

, there is no root at 0).

b\nu,(x)

has a root with multiplicity

\left(n-\nu\right)

at point

x=1

(note: if

\nu=n

, there is no root at 1).

n\ne0

, then

b\nu,(x)

has a unique local maximum on the interval

[0,1]

at

x=

\nu
n
. This maximum takes the value \nu^\nu n^ \left(n - \nu \right)^ .

n

form a partition of unity: \sum_^n b_(x) = \sum_^n x^\nu \left(1 - x\right)^ = \left(x + \left(1 - x \right) \right)^n = 1.

x

-derivative of

(x+y)n

, treating

y

as constant, then substituting the value

y=1-x

, it can be shown that \sum_^ \nu b_(x) = nx.

x

-derivative of

(x+y)n

, with

y

again then substituted

y=1-x

, shows that \sum_^\nu(\nu-1) b_(x) = n(n-1)x^2.

Approximating continuous functions

Let ƒ be a continuous function on the interval [0,&nbsp;1]. Consider the Bernstein polynomial

Bn(f)(x)=

n
\sum
\nu=0

f\left(

\nu
n

\right)b\nu,n(x).

It can be shown that

\limn{Bn(f)}=f

uniformly on the interval [0,&nbsp;1].[3]

Bernstein polynomials thus provide one way to prove the Weierstrass approximation theorem that every real-valued continuous function on a real interval [''a'',&nbsp;''b''] can be uniformly approximated by polynomial functions over 

R

.[4]

A more general statement for a function with continuous kth derivative is

{\left\|

(k)
B
n(f)

\right\|}infty\le

(n)k
nk

\left\|f(k)\right\|infty    and    \left\|f(k)-

(k)
B
n(f)

\right\|infty\to0,

where additionally
(n)k
nk

=\left(1-

0
n

\right)\left(1-

1
n

\right)\left(1-

k-1
n

\right)

is an eigenvalue of Bn; the corresponding eigenfunction is a polynomial of degree k.

Probabilistic proof

This proof follows Bernstein's original proof of 1912. See also Feller (1966) or Koralov & Sinai (2007).[5]

\operatorname{lE}\left[K
n

\right]=x

and

p(K)={n\chooseK}xK\left(1-x\right)n=bK,n(x)

By the weak law of large numbers of probability theory,

\limn{P\left(\left|

K
n

-x\right|>\delta\right)}=0

for every δ > 0. Moreover, this relation holds uniformly in x, which can be seen from its proof via Chebyshev's inequality, taking into account that the variance of  K, equal to  x(1-x), is bounded from above by irrespective of x.

Because ƒ, being continuous on a closed bounded interval, must be uniformly continuous on that interval, one infers a statement of the form

\limn{P\left(\left|f\left(

K
n

\right)-f\left(x\right)\right|>\varepsilon\right)}=0

uniformly in x. Taking into account that ƒ is bounded (on the given interval) one gets for the expectation

\limn{\operatorname{lE}\left(\left|f\left(

K
n

\right)-f\left(x\right)\right|\right)}=0

uniformly in x. To this end one splits the sum for the expectation in two parts. On one part the difference does not exceed ε; this part cannot contribute more than ε.On the other part the difference exceeds ε, but does not exceed 2M, where M is an upper bound for |ƒ(x)|; this part cannot contribute more than 2M times the small probability that the difference exceeds ε.

Finally, one observes that the absolute value of the difference between expectations never exceeds the expectation of the absolute value of the difference, and

\operatorname{lE}\left[f\left(K
n

\right)\right]=

n
\sumf\left(
K=0
K
n

\right)p(K)=

n
\sumf\left(
K=0
K
n

\right)bK,n(x)=Bn(f)(x)

Elementary proof

The probabilistic proof can also be rephrased in an elementary way, using the underlying probabilistic ideas but proceeding by direct verification:

The following identities can be verified:

\sumk{n\choosek}xk(1-x)n-k=1

("probability")

\sumk{k\overn}{n\choosek}xk(1-x)n-k=x

("mean")

\sumk\left(x-{k\overn}\right)2{n\choosek}xk(1-x)n-k={x(1-x)\overn}.

("variance")

In fact, by the binomial theorem

(1+t)^n = \sum_k t^k,

and this equation can be applied twice to

td
dt
. The identities (1), (2), and (3) follow easily using the substitution

t=x/(1-x)

.

Within these three identities, use the above basis polynomial notation

bk,n(x)={n\choosek}xk(1-x)n-k,

and let

fn(x)=\sumkf(k/n)bk,n(x).

Thus, by identity (1)

fn(x)-f(x)=\sumk[f(k/n)-f(x)]bk,n(x),

so that

|fn(x)-f(x)|\le\sumk|f(k/n)-f(x)|bk,n(x).

Since f is uniformly continuous, given

\varepsilon>0

, there is a

\delta>0

such that

|f(a)-f(b)|<\varepsilon

whenever

|a-b|<\delta

. Moreover, by continuity,

M=\sup|f|<infty

. But then

|fn(x)-f(x)|\le\sum|x|<\delta}|f(k/n)-f(x)|bk,n(x)+\sum|x|\ge\delta}|f(k/n)-f(x)|bk,n(x).

The first sum is less than ε. On the other hand, by identity (3) above, and since

|x-k/n|\ge\delta

, the second sum is bounded by

2M

times

\sum|xbk,n(x)\le\sumk\delta-2\left(x-{k\overn}\right)2bk,n(x)=\delta-2{x(1-x)\overn}<{1\over4}\delta-2n-1.

(Chebyshev's inequality)

It follows that the polynomials fn tend to f uniformly.

Generalizations to higher dimension

Bernstein polynomials can be generalized to dimensions – the resulting polynomials have the form . In the simplest case only products of the unit interval are considered; but, using affine transformations of the line, Bernstein polynomials can also be defined for products . For a continuous function on the -fold product of the unit interval, the proof that can be uniformly approximated by

\sum
i1
\sum
i2

\sum
ik

{n1\choosei1}{n2\choosei2}{nk\chooseik} f\left({i1\overn1},{i2\overn2},...,{ik\overnk}\right)

i1
x
1
n1-i1
(1-x
1)
i2
x
2
n2-i2
(1-x
2)

ik
x
k
nk-ik
(1-x
k)

is a straightforward extension of Bernstein's proof in one dimension.

See also

Notes

  1. 1802.09518 . R. J. . Mathar . 2018 . Orthogonal basis function over the unit circle with the minimax property . math.NA . Appendix B.
  2. Abedallah. Rababah . Transformation of Chebyshev-Bernstein Polynomial Basis . 10.2478/cmam-2003-0038. 2003. Comp. Meth. Appl. Math.. 3. 4 . 608–622 . 120938358. free.
  3. Natanson (1964) p. 6
  4. Natanson (1964) p. 3
  5. Book: L. . Koralov . Y. . Sinai . Theory of probability and random processes . 2nd . Springer . 2007 . 29 . "Probabilistic proof of the Weierstrass theorem".

References

. Isidor Natanson . Constructive function theory. Volume I: Uniform approximation . Alexis N. Obolensky . 0133.31101 . 0196340 . New York . Frederick Ungar . 1964 .

External links