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Interpolation
โ€ข The data are known to be very precise
โ€ข To fit a curve or a series of curves that pass directly
through each of the points.
โ€ข Estimate values between well-known discrete points.
nth-order polynomial general formula
โ€ข ๐‘“ ๐‘ฅ = ๐‘Ž0 + ๐‘Ž1๐‘ฅ + ๐‘Ž2๐‘ฅ2
+ โ€ฆ + ๐‘Ž๐‘›๐‘ฅ๐‘›
โ€ข Polynomial Interpolation
โ€ข consists of determining the unique nth-order polynomial that fits
n+1 data points. This polynomial then provides a formula to
compute intermediate values.
โ€ข Although there is one and only one nth-order polynomial that fits
n+1 points, there are a variety of mathematical formats in which
this polynomial can be expressed.
Polynomial Interpolation
โ€ข Newtonโ€™s Divided-Difference Interpolation Polynomials
โ€ข The simplest form of
interpolation is to connect
two data points with a
straight line. This technique,
called linear interpolation.
โ€ข Estimate the natural logarithm of 2 using linear
interpolation. Note that ln 2 = 0.6931472
โ€ข ln 1 = 0, ln 6 = 1.791759
๐‘“1 2 = 0 +
1.791759 โˆ’ 0
6 โˆ’ 1
2 โˆ’ 1 = 0.3583519
โ€ข ln 1 = 0, ln 4 = 1.386294
๐‘“1 2 = 0 +
1.386294 โˆ’ 0
4 โˆ’ 1
2 โˆ’ 1 = 0.4620981
V(t) 0 227.04 362.78 517.35 602.97 901.67
t 0 10 15 20 22.5 30
Find the value of velocity at 16s
V(t) = a + bt
V(15) = 362.78; 362.78 = a+15b-----eq.1
V(20) = 517.35; 517.35 = a+20b-----eq.2
a = -100.93
b = 30.914
V(t) = -100.93+30.914t; 15 โ‰ค t โ‰ค 20
V(16) = 393.7 m/s
โ€ข Similarly,
๐‘‰(16) = 362.78 +
517.35 โˆ’ 362.78
20 โˆ’ 15
16 โˆ’ 15 = 393.694๐‘š/๐‘ 
f(x) 1 1.6 3.8 8.2 15.4
x 0 5 10 15 20
Find the value of f(x) at 3.
โ€ข a strategy for improving the estimate by introducing some
curvature into the line connecting the points. If three data
points are available, this can be accomplished with a
second-order polynomial.
๐‘“2 ๐‘ฅ = ๐‘0 + ๐‘1 ๐‘ฅ โˆ’ ๐‘ฅ0 + ๐‘2(๐‘ฅ โˆ’ ๐‘ฅ0)(๐‘ฅ โˆ’ ๐‘ฅ1)
Quadratic Interpolation
โ€ข Estimate the natural logarithm of 2 using quadratic
interpolation. Note that ln 2 = 0.6931472
ln 1 = 0
ln 4 = 1.386294
ln 6 = 1.791759
๐‘1 =
1.386294 โˆ’ 0
4 โˆ’ 1
= 0.4620981
๐‘2 =
1.791759 โˆ’ 1.386294
6 โˆ’ 4
โˆ’ 0.4620981
6 โˆ’ 1
= โˆ’0.0518731
โ€ข It yields to the quadratic formula
๐‘“2 ๐‘ฅ = 0 + 0.4620981 ๐‘ฅ โˆ’ 1 โˆ’ 0.0518731 ๐‘ฅ โˆ’ 1 ๐‘ฅ โˆ’ 4
1 โ‰ค x โ‰ค 6
Evaluating ln 2,
๐‘“2 2 = 0.5658444
โ€ข The curvature introduced by the quadratic formula
improves the interpolation compared with the result
obtained using straight line.
V(t) 0 227.04 362.78 517.35 602.97 901.67
t 0 10 15 20 22.5 30
Find the value of velocity at 16s
V(t) = a + bt + ctยฒ
V(10) = 227.04; 227.04 = a+10b+100c-----eq.1
V(15) = 362.78; 362.78 = a+15b+225c-----eq.2
V(20) = 517.35; 517.35 = a+20b+400c-----eq.3
a = 12.05
b = 17.73
c = 0.377
V(t) = 12.05 + 17.73t + 0.377tยฒ; 10 โ‰ค t โ‰ค 20
V(16) = 392.19 m/s
โ€ข Similarly,
๐‘0 = ๐‘“ ๐‘ฅ0 = ๐‘“(10) = 227.04
๐‘1 =
362.78 โˆ’ 227.04
15 โˆ’ 10
= 27.148
๐‘2 =
517.35 โˆ’ 362.78
20 โˆ’ 15
โˆ’ 27.148
20 โˆ’ 10
= 0.3766
๐‘‰ ๐‘ก = 227.04 + 27.148 ๐‘ก โˆ’ 10 + 0.3766 ๐‘ก โˆ’ 10 ๐‘ก โˆ’ 15
10 โ‰ค t โ‰ค 20
V(16) = 392.1876m/s
f(x) 1 1.6 3.8 8.2 15.4
x 0 5 10 15 20
Find the value of f(x) at 3 using quadratic interpolation
โ€ข a strategy for improving the estimate by introducing some
curvature into the line connecting the points. n+1 data points
should be available to accomplish interpolation.
๐‘“๐‘› ๐‘ฅ = ๐‘0 + ๐‘1 ๐‘ฅ โˆ’ ๐‘ฅ0 + โ‹ฏ + ๐‘๐‘› ๐‘ฅ โˆ’ ๐‘ฅ0 ๐‘ฅ โˆ’ ๐‘ฅ1 โ€ฆ (๐‘ฅ โˆ’ ๐‘ฅ๐‘›โˆ’1)
General form of Newtonโ€™s Interpolating Polynomials
โ€ข Third order polynomial (cubic)
๐‘“3 ๐‘ฅ = ๐‘0 + ๐‘1 ๐‘ฅ โˆ’ ๐‘ฅ0 + ๐‘2 ๐‘ฅ โˆ’ ๐‘ฅ0 ๐‘ฅ โˆ’ ๐‘ฅ1
+๐‘3 ๐‘ฅ โˆ’ ๐‘ฅ0 ๐‘ฅ โˆ’ ๐‘ฅ1 (๐‘ฅ โˆ’ ๐‘ฅ2)
Estimate ln 2
๐‘0 = ๐‘“ ๐‘ฅ0 = ๐‘“ 0 = 0
๐‘1 =
1.386294 โˆ’ 0
4 โˆ’ 1
= 0.4620981
๐‘2 =
1.791759 โˆ’ 1.386294
6 โˆ’ 4 โˆ’ 0.4620981
6 โˆ’ 1
= โˆ’0.0518731
๐‘3 =
1.609438 โˆ’ 1.791759
5 โˆ’ 6
โˆ’
1.791759 โˆ’ 1.386294
6 โˆ’ 4
5 โˆ’ 4
โˆ’ (โˆ’0.0518731)
5 โˆ’ 1
= 0.007865529
๐‘“3 ๐‘ฅ = 0 + 0.4620981 ๐‘ฅ โˆ’ 1 โˆ’ 0.0518731 ๐‘ฅ โˆ’ 1 ๐‘ฅ โˆ’ 4
+0.007865529 ๐‘ฅ โˆ’ 1 ๐‘ฅ โˆ’ 4 ๐‘ฅ โˆ’ 6
1 โ‰ค x โ‰ค 6
๐‘“3 2 = 0.62876886
โ€ข The curvature shows improved value in the 3rd order or
cubic interpolation compared with the result obtained
using straight line and quadratic.
x 0 100 200 400 600 800 1000
f(x) 0 0.82436 1 0.73576 0.40601 0.19915 0.09158
โ€ข Find the value of the function at x = 482 using
โ€ข Linear Interpolation
โ€ข Quadratic Interpolation
โ€ข Find the value of the function at x = 140 using
โ€ข Linear Interpolation
โ€ข Quadratic Interpolation
โ€ข a reformulation of the Newton polynomial that avoids the
computation of divided differences.
โ€ข for a given set of points ๐‘ฅ๐‘—, ๐‘ฆ๐‘— with no two ๐‘ฅ๐‘— values
equal, the Lagrange polynomial is the polynomial of the
lowest degree that assumes at each value ๐‘ฅ๐‘— the
corresponding value ๐‘ฆ๐‘—, so that the functions coincide at
each point.
Lagrange Interpolating Polynomials
โ€ข Cubic interpolation polynomial
Example
Example
Evaluate ln 2 using Lagrange Interpolating Polynomial
f(x) = ln x
๐‘ฅ0 = 1; ๐‘“ ๐‘ฅ0 = 0
๐‘ฅ1 = 4; ๐‘“ ๐‘ฅ1 = 1.386294
๐‘ฅ2 = 6; ๐‘“ ๐‘ฅ2 = 1.791760
first-order polynomial
๐‘“1 2 =
2 โˆ’ 4
1 โˆ’ 4
โˆ— 0 +
2 โˆ’ 1
4 โˆ’ 1
โˆ— 1.386294 = 0.4620981
second-order polynomial
๐‘“2 2 =
2 โˆ’ 4 2 โˆ’ 6
1 โˆ’ 4 1 โˆ’ 6
โˆ— 0 +
2 โˆ’ 1 2 โˆ’ 6
4 โˆ’ 1 4 โˆ’ 6
โˆ— 1.386294
+
2 โˆ’ 1 2 โˆ’ 4
6 โˆ’ 1 6 โˆ’ 4
โˆ— 1.791760 = 0.5658444
โ€ข Use Lagrange polynomial to estimate ๐‘“ 2 for the given
data.
Answer: -10.2
f(x) -2 4 1 8
x -2 -1 0 4

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Interpolation(2) Numerical methods to CE Problems).pdf

  • 1. Interpolation โ€ข The data are known to be very precise โ€ข To fit a curve or a series of curves that pass directly through each of the points. โ€ข Estimate values between well-known discrete points. nth-order polynomial general formula โ€ข ๐‘“ ๐‘ฅ = ๐‘Ž0 + ๐‘Ž1๐‘ฅ + ๐‘Ž2๐‘ฅ2 + โ€ฆ + ๐‘Ž๐‘›๐‘ฅ๐‘›
  • 2. โ€ข Polynomial Interpolation โ€ข consists of determining the unique nth-order polynomial that fits n+1 data points. This polynomial then provides a formula to compute intermediate values. โ€ข Although there is one and only one nth-order polynomial that fits n+1 points, there are a variety of mathematical formats in which this polynomial can be expressed.
  • 3. Polynomial Interpolation โ€ข Newtonโ€™s Divided-Difference Interpolation Polynomials โ€ข The simplest form of interpolation is to connect two data points with a straight line. This technique, called linear interpolation.
  • 4. โ€ข Estimate the natural logarithm of 2 using linear interpolation. Note that ln 2 = 0.6931472 โ€ข ln 1 = 0, ln 6 = 1.791759 ๐‘“1 2 = 0 + 1.791759 โˆ’ 0 6 โˆ’ 1 2 โˆ’ 1 = 0.3583519 โ€ข ln 1 = 0, ln 4 = 1.386294 ๐‘“1 2 = 0 + 1.386294 โˆ’ 0 4 โˆ’ 1 2 โˆ’ 1 = 0.4620981
  • 5.
  • 6. V(t) 0 227.04 362.78 517.35 602.97 901.67 t 0 10 15 20 22.5 30 Find the value of velocity at 16s V(t) = a + bt V(15) = 362.78; 362.78 = a+15b-----eq.1 V(20) = 517.35; 517.35 = a+20b-----eq.2 a = -100.93 b = 30.914 V(t) = -100.93+30.914t; 15 โ‰ค t โ‰ค 20 V(16) = 393.7 m/s
  • 7. โ€ข Similarly, ๐‘‰(16) = 362.78 + 517.35 โˆ’ 362.78 20 โˆ’ 15 16 โˆ’ 15 = 393.694๐‘š/๐‘ 
  • 8. f(x) 1 1.6 3.8 8.2 15.4 x 0 5 10 15 20 Find the value of f(x) at 3.
  • 9. โ€ข a strategy for improving the estimate by introducing some curvature into the line connecting the points. If three data points are available, this can be accomplished with a second-order polynomial. ๐‘“2 ๐‘ฅ = ๐‘0 + ๐‘1 ๐‘ฅ โˆ’ ๐‘ฅ0 + ๐‘2(๐‘ฅ โˆ’ ๐‘ฅ0)(๐‘ฅ โˆ’ ๐‘ฅ1) Quadratic Interpolation
  • 10. โ€ข Estimate the natural logarithm of 2 using quadratic interpolation. Note that ln 2 = 0.6931472 ln 1 = 0 ln 4 = 1.386294 ln 6 = 1.791759 ๐‘1 = 1.386294 โˆ’ 0 4 โˆ’ 1 = 0.4620981 ๐‘2 = 1.791759 โˆ’ 1.386294 6 โˆ’ 4 โˆ’ 0.4620981 6 โˆ’ 1 = โˆ’0.0518731
  • 11. โ€ข It yields to the quadratic formula ๐‘“2 ๐‘ฅ = 0 + 0.4620981 ๐‘ฅ โˆ’ 1 โˆ’ 0.0518731 ๐‘ฅ โˆ’ 1 ๐‘ฅ โˆ’ 4 1 โ‰ค x โ‰ค 6 Evaluating ln 2, ๐‘“2 2 = 0.5658444
  • 12. โ€ข The curvature introduced by the quadratic formula improves the interpolation compared with the result obtained using straight line.
  • 13. V(t) 0 227.04 362.78 517.35 602.97 901.67 t 0 10 15 20 22.5 30 Find the value of velocity at 16s V(t) = a + bt + ctยฒ V(10) = 227.04; 227.04 = a+10b+100c-----eq.1 V(15) = 362.78; 362.78 = a+15b+225c-----eq.2 V(20) = 517.35; 517.35 = a+20b+400c-----eq.3 a = 12.05 b = 17.73 c = 0.377 V(t) = 12.05 + 17.73t + 0.377tยฒ; 10 โ‰ค t โ‰ค 20 V(16) = 392.19 m/s
  • 14. โ€ข Similarly, ๐‘0 = ๐‘“ ๐‘ฅ0 = ๐‘“(10) = 227.04 ๐‘1 = 362.78 โˆ’ 227.04 15 โˆ’ 10 = 27.148 ๐‘2 = 517.35 โˆ’ 362.78 20 โˆ’ 15 โˆ’ 27.148 20 โˆ’ 10 = 0.3766 ๐‘‰ ๐‘ก = 227.04 + 27.148 ๐‘ก โˆ’ 10 + 0.3766 ๐‘ก โˆ’ 10 ๐‘ก โˆ’ 15 10 โ‰ค t โ‰ค 20 V(16) = 392.1876m/s
  • 15. f(x) 1 1.6 3.8 8.2 15.4 x 0 5 10 15 20 Find the value of f(x) at 3 using quadratic interpolation
  • 16. โ€ข a strategy for improving the estimate by introducing some curvature into the line connecting the points. n+1 data points should be available to accomplish interpolation. ๐‘“๐‘› ๐‘ฅ = ๐‘0 + ๐‘1 ๐‘ฅ โˆ’ ๐‘ฅ0 + โ‹ฏ + ๐‘๐‘› ๐‘ฅ โˆ’ ๐‘ฅ0 ๐‘ฅ โˆ’ ๐‘ฅ1 โ€ฆ (๐‘ฅ โˆ’ ๐‘ฅ๐‘›โˆ’1) General form of Newtonโ€™s Interpolating Polynomials
  • 17. โ€ข Third order polynomial (cubic) ๐‘“3 ๐‘ฅ = ๐‘0 + ๐‘1 ๐‘ฅ โˆ’ ๐‘ฅ0 + ๐‘2 ๐‘ฅ โˆ’ ๐‘ฅ0 ๐‘ฅ โˆ’ ๐‘ฅ1 +๐‘3 ๐‘ฅ โˆ’ ๐‘ฅ0 ๐‘ฅ โˆ’ ๐‘ฅ1 (๐‘ฅ โˆ’ ๐‘ฅ2) Estimate ln 2 ๐‘0 = ๐‘“ ๐‘ฅ0 = ๐‘“ 0 = 0 ๐‘1 = 1.386294 โˆ’ 0 4 โˆ’ 1 = 0.4620981
  • 18. ๐‘2 = 1.791759 โˆ’ 1.386294 6 โˆ’ 4 โˆ’ 0.4620981 6 โˆ’ 1 = โˆ’0.0518731 ๐‘3 = 1.609438 โˆ’ 1.791759 5 โˆ’ 6 โˆ’ 1.791759 โˆ’ 1.386294 6 โˆ’ 4 5 โˆ’ 4 โˆ’ (โˆ’0.0518731) 5 โˆ’ 1 = 0.007865529 ๐‘“3 ๐‘ฅ = 0 + 0.4620981 ๐‘ฅ โˆ’ 1 โˆ’ 0.0518731 ๐‘ฅ โˆ’ 1 ๐‘ฅ โˆ’ 4 +0.007865529 ๐‘ฅ โˆ’ 1 ๐‘ฅ โˆ’ 4 ๐‘ฅ โˆ’ 6 1 โ‰ค x โ‰ค 6 ๐‘“3 2 = 0.62876886
  • 19. โ€ข The curvature shows improved value in the 3rd order or cubic interpolation compared with the result obtained using straight line and quadratic.
  • 20. x 0 100 200 400 600 800 1000 f(x) 0 0.82436 1 0.73576 0.40601 0.19915 0.09158 โ€ข Find the value of the function at x = 482 using โ€ข Linear Interpolation โ€ข Quadratic Interpolation โ€ข Find the value of the function at x = 140 using โ€ข Linear Interpolation โ€ข Quadratic Interpolation
  • 21. โ€ข a reformulation of the Newton polynomial that avoids the computation of divided differences. โ€ข for a given set of points ๐‘ฅ๐‘—, ๐‘ฆ๐‘— with no two ๐‘ฅ๐‘— values equal, the Lagrange polynomial is the polynomial of the lowest degree that assumes at each value ๐‘ฅ๐‘— the corresponding value ๐‘ฆ๐‘—, so that the functions coincide at each point. Lagrange Interpolating Polynomials
  • 23.
  • 26. Evaluate ln 2 using Lagrange Interpolating Polynomial f(x) = ln x ๐‘ฅ0 = 1; ๐‘“ ๐‘ฅ0 = 0 ๐‘ฅ1 = 4; ๐‘“ ๐‘ฅ1 = 1.386294 ๐‘ฅ2 = 6; ๐‘“ ๐‘ฅ2 = 1.791760 first-order polynomial ๐‘“1 2 = 2 โˆ’ 4 1 โˆ’ 4 โˆ— 0 + 2 โˆ’ 1 4 โˆ’ 1 โˆ— 1.386294 = 0.4620981 second-order polynomial ๐‘“2 2 = 2 โˆ’ 4 2 โˆ’ 6 1 โˆ’ 4 1 โˆ’ 6 โˆ— 0 + 2 โˆ’ 1 2 โˆ’ 6 4 โˆ’ 1 4 โˆ’ 6 โˆ— 1.386294 + 2 โˆ’ 1 2 โˆ’ 4 6 โˆ’ 1 6 โˆ’ 4 โˆ— 1.791760 = 0.5658444
  • 27. โ€ข Use Lagrange polynomial to estimate ๐‘“ 2 for the given data. Answer: -10.2 f(x) -2 4 1 8 x -2 -1 0 4