Chapter 6 F Inter

CHAPTER 6f.
NUMERICAL INTERPOLATION
A. J. Clark School of Engineering Department of Civil and Environmental Engineering
by
Dr. Ibrahim A. Assakkaf

Spring 2001
ENCE 203 - Computation Methods in Civil Engineering II Department of Civil and Environmental Engineering University of Maryland, College Park
Interpolation Using Splines

Generally, the higher-order polynomial gives higher accuracy. However, this is not true in some situations, especially when the data points include local abrupt changes in f(x) values for steady changes in x values. In these situations, the accuracy decreases.
Assakkaf
ENCE 203 CHAPTER 6f. NUMERICAL INTERPOLATION
Slide No. 164

In these cases, the function can lead to erroneous results because of round-off error and overshoot. An alternative approach is to use a lower-order polynomial to subsets of the data points. Such connecting polynomials are called splines functions.
Assakkaf
Slide No. 165

The concept of spline came from the drafting technique of using thin flexible strip, called spline, to draw smooth curves through a set of points as shown in the figure of the viewgraph. The drafter places paper over wooden board and hammer nails into the paper and the board at the locations of the data points.
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Slide No. 166

Origin of Spline Concept
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Slide No. 167

Need for Splines f(x)
x
Abrupt change indicates oscillation in interpolating polynomial.
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Slide No. 168

x
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Slide No. 169

x
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Slide No. 170

x
The spline provides a much more acceptable approximation.
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Slide No. 171

Types of Splines
1. Linear (simplest), 2. Quadratic, and 3. Cubic (most popular)
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Slide No. 172

Linear or First-order Splines
f (x ) S1 S2 S3
x
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Slide No. 173

Quadratic or Second-order Splines
f (x ) S1 S2 x
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S3
Slide No. 174

Cubic or Third-order Splines
f (x ) S1 S2 S3
x
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Slide No. 175

Linear Splines
Linear or first-order splines are the simplest to construct. They are straight lines connecting two pair of the data points. Therefore, an algorithm for straight lines that connect each pair of the data points can be developed very easily.
Assakkaf
Slide No. 176

Linear Splines
The interpolation function can be expressed as
f1 (x ) = f (x1 ) + f 2 (x ) = f (x 2 ) + ! f i (x ) = f (xi ) + f (x2 ) f (x1 ) (x x1 ) x2 x1 for x1 x x2 for x 2 x x3 f (x3 ) f (x 2 ) (x x2 ) x3 x2
(1)
f (xi +1 ) f (xi ) (x xi ) xi +1 xi
for xi x xi +1 for x n 1 x xn
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f n 1 (x ) = f (xn 1 ) +
f (xn ) f (xn 1 ) (x xn 1 ) xn x n 1
Slide No. 177

Linear Splines
Requirements for Linear Splines:
The linear spline functions as presented by the previous equations are to satisfy the following condition:
f i (xi ) = f i +1 (xi )
For i = 1,2, ", n 1

(2)
Assakkaf
Slide No. 178

Example 1 (Linear Splines)

Fit the following set of data with first-order (linear) splines. Evaluate the function at x = 5. Also plot the spline functions.
x f (x ) 3 2.5 4.5 1 7 2.5 9 0.5
Assakkaf
Slide No. 179

Example 1 - Linear Splines

For the first pairs of data:
f1 (x ) = f (x1 ) + f1 (x ) = 2.5 + f (x 2 ) f (x1 ) (x x1 ) x 2 x1
x 3 4.5
f(x) 2.5 1
1 2.5 (x 3) 4.5 3 f1 (x ) = 2.5 ( x 3) f (x ) = 5.5 x For 3 x 4.5
Assakkaf
Slide No. 180

Example 1 (contd) - Linear Splines

For the second pairs of data:
f 2 (x ) = f (x 2 ) + f 2 (x ) = 1 + f (x3 ) f (x 2 ) (x x2 ) x3 x 2
x 4.5 7 f(x) 1 2.5
2.5 1 (x 4.5) 7 4 .5 f1 (x ) = 1 + 0.6( x 4.5) f (x ) = 1.7 + 0.6 x For 4.5 x 7
Assakkaf
Slide No. 181


For the third pairs of data:
f 3 (x ) = f (x3 ) + f 2 (x ) = 2.5 + f (x 4 ) f (x3 ) (x x3 ) x 4 x3
x 7 9 f(x) 2.5 0.5
0.5 2.5 (x 7 ) 97 f1 (x ) = 2.5 ( x 7) f (x ) = 9.5 x For 7 x 9
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Slide No. 182
10


Finding the value of the function when x = 5 If x = 5, then the following spline applies:
f (x ) = 1.7 + 0.6 x For 4.5 x 7
Thus,
f (5) = 1.7 + 0.6 x = 1 .3
= 1.7 + 0.6(5)
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Slide No. 183


Plot of the linear spline functions:
3 2.5 2 f (x ) 1.5 1 0.5 0 0 2 4 x 6 8 10
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f1
f2 f3
Slide No. 184
11

Quadratic Splines
The quadratic splines provide a quadratic equation connecting any two adjacent data points within the data set of the type
[xi , f (xi )]
i x f(x) 1 x1 f(x1) 2 x2 f(x2)
for i = 1,2,3," , n
3 x3 f(x3) 4 x4 f(x4) n xn f(xn)
Assakkaf
Slide No. 185

Quadratic Splines
The general form of a quadratic equation between point [xi, f(xi)] and [xi+1, f(xi+1)] is
f i (x ) = ai x 2 + bi x + ci
For i = 1,2, ", n 1

(3)
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Slide No. 186
12

Quadratic Splines
Every two adjacent data points have an interpolation equation given by Eq. 3, with three constants ai, bi, and ci. As a result, there are 3(n 1)unknowns that need to be determined using the data set, requiring 3(n 1) conditions
Assakkaf
Slide No. 187

Quadratic Splines
Conditions for Quadratic Splines:
1. The splines must pas through the data points. For the ith spline, this condition can be expressed as
f i (xi ) = ai xi2 + bi xi + ci = f (xi ) f i (xi +1 ) = ai xi2+1 + bi xi +1 + ci = f (xi +1 ) for i = 1,2,3, " , n 1 for i = 1,2,3, " , n 1
(4a) (4b)
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Slide No. 188
13

Quadratic Splines
2. The splines must be continuous at the interior data points. This condition can be expressed using the first derivatives of the quadratic splines as
2ai xi +1 + bi = 2ai +1 xi +1 + bi +1 for i = 1,2,3, " , n 2
(5)
Assakkaf
Slide No. 189

Quadratic Splines
3. The last condition can be arbitrary. The second derivative for the spline between the first two data points can be set equal to zero. Since the second derivative for the first spline is 2a1, this condition can be written as
2a1 = 0 a1 = 0
(6)
Assakkaf
Slide No. 190
14

Quadratic Splines
Equations 4 to 6 provide the needed 3(n 1) conditions to solve for the 3(n 1) unknowns ai, bi, and ci, i = 1,2,, n 1. The resulting quadratic splines provide the desired continuity while passing through the data points.
Assakkaf
Slide No. 191

Example 2 Quadratic Splines

Fit the following set of data with secondorder (quadratic) splines. Evaluate the function at x = 5. Also plot the spline functions.
i x f(x) 1 3 2.5 2 4.5 1 3 7 2.5 4 9 0.5
Assakkaf
Slide No. 192
15

Example 2 (contd) Quadratic Splines

For the first data pairs, Eqs. 4a and 4b apply as follows:
i 1 x 3 4.5 f(x) 2.5 1
ai xi2 + bi xi + ci = f (xi ) ai x
2 i +1
for i = 1,2,3," , n 1 for i = 1,2,3," , n 1
+ bi xi +1 + ci = f (xi +1 )
2
a1 (4.5) + b1 (4.5) + c1 = 1
2
a1 (3) + b1 (3) + c1 = 2.5
(7)
Assakkaf
Slide No. 193


For the second data pairs, Eqs. 4a and 4b apply as follows:
i 2 x 4.5 7 f(x) 1 2.5
2 i +1
for i = 1,2,3," , n 1 for i = 1,2,3," , n 1
+ bi xi +1 + ci = f (xi +1 )
2
a 2 (4.5) + b2 (4.5) + c2 = 1 a 2 (7 ) + b2 (7 ) + c2 = 2.5

2
(8)
Assakkaf
Slide No. 194
16


For the third data pairs, Eqs. 4a and 4b apply as follows:
i 3 x 7 9 f(x) 2.5 0.5
2 i +1
for i = 1,2,3," , n 1 for i = 1,2,3," , n 1
+ bi xi +1 + ci = f (xi +1 )
2
a3 (7 ) + b3 (7 ) + c3 = 2.5 a3 (9) + b3 (9) + c3 = 0.5

2
(9)
Assakkaf
Slide No. 195


For the first and second data pairs, Eqs. 5 applies as follows:
i 2 3 x 4.5 7 f(x) 1 2.5
2ai xi +1 + bi = 2ai +1 xi +1 + bi +1
for i = 1,2,3," , n 2
2a1 (4.5) + b1 = 2a 2 (4.5) + b2 2a 2 (7 ) + b2 = 2a3 (7 ) + b3
(10)
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Slide No. 196
17


The last condition comes from Eq. 6 as
a1 = 0
Since a1 = 0, the resulting system of 3(n-1) - 1= 3(4 1)-1 = 8 equations can be obtained as follows:
Assakkaf
Slide No. 197


3b1 + c1 4.5b1 + c1 20.25a 2 + 4.5b2 + c 2 49a 2 + 7b2 + c2 = 2. 5 =1 =1 = 2. 5
(11)
49a3 + 7b3 + c3 = 2.5 81a3 + 9b3 + c3 = 0.5 b1 9a 2 14a 2 b2 + b2 14a3 b3 =0 =0

Assakkaf
Slide No. 198
18


Eq. 11 can be rewritten in a matrix form as
3 4.5 0 0 0 0 1 0 1 0 0 1 0 0 0 20.25 4.5 0 49 7 0 0 0 0 0 0 9 14 0 0 1 1 0 0 1 1 0 0 0 0 0 b1 2.5 0 c1 1 0 a 2 1 0 b2 2.5 = 49 7 1 c2 2.5 81 9 1 a3 0.5 0 0 0 b3 0 14 1 0 0 c3 0 0 0 0 0 0 0 0
(12)
Assakkaf
Slide No. 199


Therefore,
f1 (x ) = x + 5.5 f 2 (x ) = 0.64 x 2 6.76 x + 18.46 f 3 (x ) = 1.6 x 2 + 24.6 x 91.3 for 3 x 4.5 for 4.5 x 7 for 7 x 9
b1 1 c 1 5.5 a 2 0.64 b2 = 6.76 c 2 18.46 a3 1.6 b 24.6 3 91.3 c3
(13a) (13b) (13c)
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Slide No. 200
19

Example 1 (contd) - Quadratic Splines

Finding the value of the function when x = 5 If x = 5, then the following spline of Eq. 13b applies:
f 2 (x ) = 0.64 x 2 6.76 x + 18.46 for 4.5 x 7
Thus,
f (5) = 0.64(5) 6.76(5) + 18.46

2
= 0.66
Assakkaf
Slide No. 201

Example 2 (contd) - Quadratic Splines

Plot of the quadratic spline functions:
3.5 3 2.5 2 f (x ) 1.5 1 0.5 0
0 2 4 6 8 10
Assakkaf
f1
f2
f3
x
Slide No. 202
20

Cubic Splines
The cubic splines provide a cubic equation connecting any two adjacent data points within the data set of the type
[xi , f (xi )]
i x f(x) 1 x1 f(x1) 2 x2 f(x2)
for i = 1,2,3," , n
3 x3 f(x3) 4 x4 f(x4) n xn f(xn)
Assakkaf
Slide No. 203

Cubic Splines
The general form of a cubic equation between point [xi, f(xi)] and [xi+1, f(xi+1)] is
f i (x ) = ai x 3 + bi x 2 + ci x + d i For i = 1,2," , n 1
(14)
Assakkaf
Slide No. 204
21

Cubic Splines
Every two adjacent data points have an interpolation equation given by Eq. 14, with three constants ai, bi, ci,and di. As a result, there are 4(n 1)unknowns that need to be determined using the data set, requiring 4(n 1) conditions
Assakkaf
Slide No. 205

Cubic Splines
Conditions for Cubic Splines:
1. The splines must pas through the data points. For the ith spline, this condition can be expressed as for i = 1,2,3, " , n 1 (15a) f i (xi ) = ai xi3 + bi xi2 + ci xi + d i = f (xi )
f i (xi +1 ) = ai xi3+1 + bi xi2=1 + ci xi + d i = f (xi +1 ) for i = 1,2,3, ", n 1 (15b)
Assakkaf
Slide No. 206
22

Cubic Splines
2. The splines must be continuous at the interior data points. This condition can be expressed using the first derivatives of the cubic splines as
3ai xi2+1 + 2bi xi +1 + ci = 3ai +1 xi2+1 + 2bi +1 xi +1 + ci +1 (16) for i = 1,2,3,", n 2
Assakkaf
Slide No. 207

Cubic Splines
3. The splines must satisfy the second derivative continuity at the interior points. This condition can expressed as
6ai xi +1 + 2bi = 6ai +1 xi +1 + 2bi +1 for i = 1,2,3, ", n 2

(17)
Assakkaf
Slide No. 208
23

Cubic Splines
4. The last condition can be set as the second derivative at the first and last data points to be zero. This condition is as follows:
6a1 xi + 2b1 = 0 6a n 1 x n + 2bn 1 = 0

(18)
Assakkaf
Slide No. 209

Cubic Splines
Equations 15 to 18 provide the needed 4(n 1) conditions to solve for the 4(n 1) unknowns ai, bi, ci,and di, i = 1,2,, n 1. The resulting cubic splines provide the desired continuity while passing through the data points.
Assakkaf
Slide No. 210
24

Example 3 Cubic Splines

Fit the following set of data with third-order (cubic) splines. Evaluate the function at x = 5. Also plot the spline functions.
i x f(x) 1 3 2.5 2 4.5 1 3 7 2.5 4 9 0.5
Assakkaf
Slide No. 211

Example 3 (contd) Cubic Splines
For the first data pairs, Eqs. 15a and 15b apply as follows: 3 i x f(x) f i (xi ) = ai xi + bi xi2 + ci xi + d i = f (xi ) for i = 1,2,3," , n 1
f i (xi +1 ) = ai xi3+1 + bi xi2+1 + ci xi + d i = f (xi +1 )
3 2
3 4.5
2.5 1
for i = 1,2,3, ", n 1
a1 (3) + b1 (3) + c1 (3) + d1 = 2.5

3 2
a1 (4.5) + b1 (4.5) + c1 (4.5) + d1 = 1

(19)
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Slide No. 212
25


f(x) 1 2.5
For the second data pairs, Eqs. 15a and 15b apply as follows: 3 i x f i (xi ) = ai xi + bi xi2 + ci xi + d i = f (xi ) for i = 1,2,3," , n 1
3 2
4.5 7
for i = 1,2,3, ", n 1
a 2 (4.5) + b2 (4.5) + c2 (4.5) + d 2 = 1 a 2 (7 ) + b2 (7 ) + c2 (7 ) + d 2 = 2.5

3 2
(20)
Assakkaf
Slide No. 213

For the third data pairs, Eqs. 15a and 15b apply as follows: 3 i x f(x) f i (xi ) = ai xi + bi xi2 + ci xi + d i = f (xi ) for i = 1,2,3," , n 1
3 2
7 9
2.5 0.5
for i = 1,2,3, ", n 1
a3 (7 ) + b3 (7 ) + c3 (7 ) + d 3 = 2.5 a3 (9) + b3 (9 ) + c3 (9 ) + d 3 = 0.5

3 2
(21)
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Slide No. 214
26


For the second and third data pairs, Eq. 16 applies as follows:
i x f(x) 1 2.5
3ai xi2+1 + 2bi xi +1 + ci = 3ai +1 xi2+1 + 2bi +1 xi +1 + ci +1 for i = 1,2,3, ", n 2
2 3
4.5 7
3a 2 (7 ) + 2b2 (7 ) + c2 = 3a3 (7 ) + 2b3 (7 ) + c3

2 2
3a1 (4.5) + 2b1 (4.5) + c1 = 3a 2 (4.5) + 2b2 (4.5) + c2

2 2
(22)
Assakkaf
Slide No. 215


For the second and third data pairs, Eq. 17 applies as follows:
i x f(x) 1 2.5
6ai xi +1 + 2bi = 6ai +1 xi +1 + 2bi +1 for i = 1,2,3, ", n 2

6a1 (4.5) + 2b1 = 6a 2 (4.5) + 2b2 6a 2 (7 ) + 2b2 = 6a3 (7 ) + 2b3
2 3
4.5 7
(23)
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Slide No. 216
27


The last condition comes from Eq. 18 as
f(x) 2.5 0.5
i 3 4
x 7 9
6a1 xi + 2b1 = 0 6an 1 xn + 2bn 1 = 0 6a3 (9 ) + 2b3 = 0 6a1 (3) + 2b1 = 0 (24)
Therefore, the 12 equations [4(4-1)] are as follows:

Assakkaf
Slide No. 217

I
27a1 +

9b1 + 3c1 + d1 91.125a2 + 20.25b2 + 4.5c2 + d 2 343a2 + 49b2 + 7c2 + d 2 = 2.5 =1 =1 = 2.5
91.125a1 + 20.25b1 + 4.5c1 + d1
343a3 + 49b3 + 7c3 + d 3 = 2.5 729a3 + 81b3 + 9c3 + d 3 = 0.5 60.75a1 + 27a1 + 18a1 + 2b1 54a3 + 2b3
9b1 + c1 2b1
60.75a 2 9b2 c2 147a 2 + 14b2 + c2 27a 2 2b2 42a 2 + 2b2 42a3 2b3 147a3 14b3 c3
=0 =0 =0 =0 =0 =0
(25)
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Slide No. 218
28


1 1 0 0 0 0 0 91.125 343 0 0 0 49 0 0 9 14 2 2 0 0 0 0 7 0 0 0 1 0 20.25 4.5 1 0 a1 2.5 0 b1 1 0 0 0 0 c1 1 0 0 0 0 d1 2.5 343 49 7 1 a 2 2.5 729 81 9 1 b2 0.5 = 0 0 0 0 c 2 0 147 14 1 0 d 2 0 0 0 0 0 a3 0 42 2 0 0 b3 0 0 0 0 0 c3 0 0 0 54 2 d 3 0 0 0 0 0 0 0
Assakkaf
9 3 27 91.125 20.25 4.5 0 0 0 0 0 0 0 0 0 0 0 0 60.75 9 1 0 0 0 27 2 0 0 0 0 2 0 18 0 0 0
0 0 0 60.75 0 0 0 0 0 147 27 42 0 0
0 0 1 0 1 0 0 0 0 0 0 0 0 0
Slide No. 219

I

Therefore,
f1 (x ) = 0.172 x 3 1.547 x 2 + 3.253 x + 2.02 f 2 (x ) = 0.177 x 3 + 3.163 x 2 17.941x + 33.813 f 3 (x ) = 0.0528 x 3 + 0.554 x 2 + 0.326 x 8.813 for 3 x 4.5 for 4.5 x 7 for 7 x 9
a1 0.172 b 1.547 1 c1 3.253 d1 2.020 a2 0.177 b2 3.163 = c 17.941 2 d 2 33.813 a3 0.0528 b3 0.554 c3 0.326 d 8.813 3
f (5) = 0.177(5) 3 + 3.163(5) 2 17.941(5) + 33.813 = 1.058

Assakkaf
Slide No. 220
29


3 2.5 2
f (x ) 1.5 1 0.5 0 0 2
f1
f2
f3
4 x
10
Assakkaf
Slide No. 221

Comparison among Linear, Quadratic, and Cubic Splines for Examples 1, 2, and 3
Splines 3.5 3 2.5 f (x ) 2 1.5 1 0.5 0 0 1 2 3 4 5 x
Assakkaf
Linear Quadratic Cubic
10
Slide No. 222
30

3.5 3 2.5 2 f (x ) 1.5 1 0.5 0
Comparison among Linear, Quadratic, and Cubic Splines for Examples 1, 2, and 3 with Third-order Polynomial
Linear Quadratic Cubic 3rd Degree
6 x
10
Assakkaf
Slide No. 223
Multidimensional Interpolation
In general, the function of interest can take the following form:
f (x1 , x2 , x3 , ", xn )
I
In most engineering applications, twodimensional interpolation is required.
Assakkaf
Slide No. 224
31
The previously introduced methods for one-dimensional case can be applied to multidimensional interpolation. However, with increased computational difficulties. To illustrate the concept, linear interpolation is introduced for twodimensional interpolation.
Assakkaf
Slide No. 225
Two-dimensional Interpolation
Example 4
The following table gives the values of the gravitational acceleration, g, in feet per second squared as a function of altitude L (in degrees) and elevation E (in feet). Find the value of g when L = 12.50 and E = 500 feet.
Assakkaf
Slide No. 226
32
Example 4 E = 0 ft 32.0877 32.0890 32.0928 32.0991 32.1075 E = 1000 ft 32.0847 32.0859 32.0897 32.0960 32.1044 E = 2000 ft 32.0816 32.0829 32.086 32.0929 32.1013
Assakkaf
L = 00 L = 50 L = 100 L = 150 L = 200
Slide No. 227
Example 4 (contd)
f (x1 , x2 ) = g (L, E )
First, we interpolate for E at L = 10 to obtain g(100, 500 feet).
E 0 500 1000 g 32.0928 g1 32.0897
Assakkaf
g1 32.0928 500 0 = g1 = 32.09125 1000 0 32.0897 32.0928
Slide No. 228
33
Example 4 (contd)
Second, we interpolate for E at L = 15 to obtain g(150, 500 feet).
E 0 500 1000 g 32.0991 g1 32.0960 g 2 32.0991 500 0 = g 2 = 32.09755 1000 0 32.0960 32.0991
Assakkaf
Slide No. 229
Example 4 (contd)
Using the values of g1 and g2, we interpolate for L at E = 500 to obtain g(12.50, 500 feet).
L 10 12.5 15 g 32.09125 g3 32.09755 g 2 32.09125 12.5 10 = g 3 = 32.0944 15 10 32.09755 32.09125
Therefore, g(12.50, 500 feet) = g3 = 32.0944 ft/s2

Assakkaf
Slide No. 230
34

Chapter 6 F Inter

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CHAPTER 6f.

Dr. Ibrahim A. Assakkaf

Interpolation Using Splines

ENCE 203 CHAPTER 6f. NUMERICAL INTERPOLATION

Slide No. 164

Interpolation Using Splines

ENCE 203 CHAPTER 6f. NUMERICAL INTERPOLATION

Slide No. 165

Interpolation Using Splines

ENCE 203 CHAPTER 6f. NUMERICAL INTERPOLATION

Slide No. 166

Interpolation Using Splines

Origin of Spline Concept

ENCE 203 CHAPTER 6f. NUMERICAL INTERPOLATION

Slide No. 167

Interpolation Using Splines

Need for Splines f(x)

ENCE 203 CHAPTER 6f. NUMERICAL INTERPOLATION

Slide No. 168

Interpolation Using Splines

Need for Splines f(x)

Slide No. 169

Interpolation Using Splines

Need for Splines f(x)

Slide No. 170

Interpolation Using Splines

Need for Splines f(x)

ENCE 203 CHAPTER 6f. NUMERICAL INTERPOLATION

Slide No. 171

Interpolation Using Splines

ENCE 203 CHAPTER 6f. NUMERICAL INTERPOLATION

Slide No. 172

Interpolation Using Splines

Linear or First-order Splines

ENCE 203 CHAPTER 6f. NUMERICAL INTERPOLATION

Slide No. 173

Interpolation Using Splines

Quadratic or Second-order Splines

ENCE 203 CHAPTER 6f. NUMERICAL INTERPOLATION

Slide No. 174

Interpolation Using Splines

Cubic or Third-order Splines

ENCE 203 CHAPTER 6f. NUMERICAL INTERPOLATION

Slide No. 175

Interpolation Using Splines

ENCE 203 CHAPTER 6f. NUMERICAL INTERPOLATION

Slide No. 176

Interpolation Using Splines

ENCE 203 CHAPTER 6f. NUMERICAL INTERPOLATION

Slide No. 177

Interpolation Using Splines

For i = 1,2, ", n 1

ENCE 203 CHAPTER 6f. NUMERICAL INTERPOLATION

Slide No. 178

Interpolation Using Splines

Example 1 (Linear Splines)

ENCE 203 CHAPTER 6f. NUMERICAL INTERPOLATION

Slide No. 179

Interpolation Using Splines

Example 1 - Linear Splines

1 2.5 (x 3) 4.5 3 f1 (x ) = 2.5 ( x 3) f (x ) = 5.5 x For 3 x 4.5

ENCE 203 CHAPTER 6f. NUMERICAL INTERPOLATION