[step:Prove the reference interval estimate by compactness and anchoring]We prove that there is a constant $A_r>0$ such that every $u\in C([0,1])$ satisfies
\begin{align*}
E_{r-1}(u;[0,1])\leq A_r\omega_r(u,1;[0,1]).
\end{align*}
Assume the contrary. Then for each $n\in\mathbb{N}$ there is $u_n\in C([0,1])$ such that
\begin{align*}
E_{r-1}(u_n;[0,1])>n\omega_r(u_n,1;[0,1]).
\end{align*}
After replacing $u_n$ by $u_n/E_{r-1}(u_n;[0,1])$, we may assume
\begin{align*}
E_{r-1}(u_n;[0,1])=1
\end{align*}
and
\begin{align*}
\omega_r(u_n,1;[0,1])<\frac{1}{n}.
\end{align*}
Define $v_n:=u_n-\Pi_r u_n$. Since $\Pi_r p=p$ for every $p\in\mathcal{P}_{r-1}$, subtracting the polynomial $\Pi_r u_n$ does not change the best approximation error or any $r$-th finite difference. Hence
\begin{align*}
E_{r-1}(v_n;[0,1])=1
\end{align*}
and
\begin{align*}
\omega_r(v_n,1;[0,1])<\frac{1}{n}.
\end{align*}
Also $v_n(t_j)=0$ for each $j\in\{0,\dots,r-1\}$. Choosing $p_n\in\mathcal{P}_{r-1}$ with $\|u_n-p_n\|_{C([0,1])}\leq 2$, and using $\Pi_r p_n=p_n$, gives
\begin{align*}
\|v_n\|_{C([0,1])}=\|(I-\Pi_r)(u_n-p_n)\|_{C([0,1])}\leq B_r\|u_n-p_n\|_{C([0,1])}\leq 2B_r.
\end{align*}
[claim:Anchored functions with vanishing $r$-th modulus converge uniformly to zero]
Let $(w_n)_{n=1}^{\infty}\subset C([0,1])$ be uniformly bounded, suppose $w_n(t_j)=0$ for each $j\in\{0,\dots,r-1\}$, and suppose
\begin{align*}
\omega_r(w_n,1;[0,1])\to 0.
\end{align*}
Then $w_n\to 0$ uniformly on $[0,1]$.
[/claim]
[proof]
Let $M>0$ be such that $\|w_n\|_{C([0,1])}\leq M$ for every $n\in\mathbb{N}$. We use the following explicit Marchaud finite-difference estimate on $[0,1]$: for each $r\in\mathbb{N}$ there are constants $K_r,L_r>0$, depending only on $r$, such that every $w\in C([0,1])$ and every $0<\delta\leq 1$ satisfy
\begin{align*}
\omega_1(w,\delta;[0,1])\leq K_r\delta\|w\|_{C([0,1])}+L_r\omega_r(w,1;[0,1]).
\end{align*}
Here $\omega_1$ is the first modulus of smoothness defined by the same formula with $r=1$. Applying this estimate to $w=w_n$ gives, for every $0<\delta\leq1$,
\begin{align*}
\omega_1(w_n,\delta;[0,1])\leq K_rM\delta+L_r\omega_r(w_n,1;[0,1]).
\end{align*}
Since $\omega_r(w_n,1;[0,1])\to0$, the family $(w_n)$ is equicontinuous: given $\varepsilon>0$, choose $\delta>0$ with $K_rM\delta<\varepsilon/2$, and then choose $N\in\mathbb{N}$ such that $L_r\omega_r(w_n,1;[0,1])<\varepsilon/2$ for all $n\geq N$; the finitely many functions $w_1,\dots,w_{N-1}$ are uniformly continuous on $[0,1]$, so decreasing $\delta$ if necessary gives the same bound for them.
The sequence $(w_n)$ is uniformly bounded by $M$ and equicontinuous on the compact [metric space](/page/Metric%20Space) $[0,1]$. The sequential [Arzelà-Ascoli theorem](/theorems/885) therefore gives that every subsequence of $(w_n)$ contains a uniformly convergent further subsequence. Take an arbitrary subsequence $(w_{n_k})_{k=1}^{\infty}$ and choose a further subsequence $(w_{n_{k_\ell}})_{\ell=1}^{\infty}$ converging uniformly to some $w\in C([0,1])$.
For every admissible pair $(x,h)$, the finite-difference functional $z\mapsto \Delta_h^r z(x)$ is continuous with respect to the uniform norm, since it is a finite linear combination of point evaluations. Hence
\begin{align*}
\Delta_h^r w(x)=\lim_{\ell\to\infty}\Delta_h^r w_{n_{k_\ell}}(x)=0.
\end{align*}
By the kernel identification from the previous step, $w\in\mathcal{P}_{r-1}$. [Uniform convergence](/page/Uniform%20Convergence) also preserves the anchored values, hence $w(t_j)=0$ for each $j\in\{0,\dots,r-1\}$. Since the nodes $t_0,\dots,t_{r-1}$ are distinct, a polynomial of degree at most $r-1$ with these $r$ zeros is the zero polynomial. Therefore $w=0$ on $[0,1]$.
Every subsequence has a further subsequence converging uniformly to $0$. If the full sequence did not converge uniformly to $0$, there would be an $\varepsilon>0$ and a subsequence with $\|w_{n_k}\|_{C([0,1])}\geq\varepsilon$ for all $k$, contradicting the further subsequence convergence to $0$. Thus $w_n\to0$ uniformly.
[/proof]
Applying the claim to $(v_n)$ gives $\|v_n\|_{C([0,1])}\to 0$, and therefore
\begin{align*}
1=E_{r-1}(v_n;[0,1])\leq \|v_n\|_{C([0,1])}\to 0,
\end{align*}
a contradiction. Thus the reference interval estimate holds. The constant $A_r$ is supplied by this contradiction argument; its dependence is only on the order $r$, since the compactness step uses only the Marchaud constants $K_r,L_r$, the fixed interpolation nodes chosen above, and the uniform bound obtained from $B_r$.[/step]