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4.

1 POLYNOMIAL INTERPOLATING
4.1.1 NEWTON INTERPOLATION
4.1.2 LAGRANGE INTERPOLATION
4.1.3 INVERSE INTERPOLATION

4.2 SPLINES AND PIECEWISE INTERPOLATION


4.2.1 INTRODUCTION
4.2.2 LINEAR SPLINES
4.2.3 QUADRATIC SPLINES
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LEARNING OUTCOMES

By the end of this lecture, students should be able to:


(1) Explain the Newton’s divided-difference table
(2) Solve curve fitting problem using Newton interpolation
method.

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4.1 POLYNOMIAL INTERPOLATING
4.1.1 NEWTON INTERPOLATION
In the mathematical field of numerical analysis, interpolation is a
method of constructing new data points within the range of a
discrete set of known data points.

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4.1.1 NEWTON INTERPOLATION

For example, suppose we have a table like this, which gives some
values of an unknown function f.
x f(x)
0 0
1 0.8415
2 0.9093
3 0.1411
4 -0.7568
5 -0.9589
6 -0.2794

Interpolation provides a means of estimating


the function at intermediate points, such as
x = 2.5.
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4.1.1 NEWTON INTERPOLATION

LINEAR CURVILINEAR
INTERPOLATION INTERPOLATION

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4.1.1 NEWTON INTERPOLATION

This is not

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4.1.1 NEWTON INTERPOLATION

• The most common method is polynomial interpolation.


• Recall that the general formula for an nth-order polynomial is

f ( x)  a0  a1 x  a2 x    an x
2 n

• For n  1 data points?


• 3 methods:
• Newton Interpolation
• Lagrange Interpolation
• Inverse Interpolation

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4.1.1 NEWTON INTERPOLATION

EXAMPLE
Estimate ln 2using:
(i) Linear interpolation
(ii) Quadratic interpolation

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4.1.1 NEWTON INTERPOLATION

quadratic interpolation
2
true value

1
0.6931 linear interpolation

x
0 1 2 5
ln 2
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4.1.1 NEWTON INTERPOLATION

General form of Newton’s interpolating polynomials:


Given n  1 data points, (x0 , y0 ),(x1, y1 ), ,(xn1, yn1),(xn , yn )

f n ( x)  f ( x0 )  ( x  x0 ) f [ x1 , x0 ]  ( x  x0 )( x  x1 ) f [ x2 , x1 , x0 ]
  ( x  x0 )( x  x1 ) ( x  xn 1 ) f [ xn , xn 1 , x0 ]
where
f  x0   f ( x0 ) 

f ( x1 )  f ( x0 ) 
f [ x1 , x0 ] 
x1  x0 

f [ x2 , x1 ]  f [ x1 , x0 ] 
f [ x2 , x1 , x0 ]   construct divided difference table
x2  x0 


f [ xn , xn 1 , x0 ] 


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4.1.1 NEWTON INTERPOLATION

Table 1 : The Newton’s divided-difference table


x f ( xi ) First divided differences
x0 f [ x0 ] f [ x1 ]  f [ x0 ]
f [ x1 , x0 ] 
x1  x0
x1 f [ x1 ]
f [ x2 ]  f [ x1 ]
f [ x2 , x1 ] 
x2  x1
x2 f [ x2 ]
f [ x3 ]  f [ x2 ]
f [ x3 , x2 ] 
x3 f [ x3 ] x3  x2
f [ x4 ]  f [ x3 ]
f [ x4 , x3 ] 
x4 f [ x4 ] x4  x3
f [ x5 ]  f [ x4 ]
f [ x5 , x3 ] 
x5 f [ x5 ] x5  x4

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4.1.1 NEWTON INTERPOLATION

Table 1 : The Newton’s divided-difference table (cont.)


f ( xi ) First divided differences Second divided differences
f [ x0 ] f [ x1 ]  f [ x0 ]
f [ x1 , x0 ] 
x1  x0 f [ x1 , x2 ]  f [ x0 , x1 ]
f [ x1 ] f [ x2 , x1 , x0 ] 
f [ x2 ]  f [ x1 ] x2  x0
f [ x2 , x1 ] 
x2  x1 f [ x2 , x3 ]  f [ x1 , x2 ]
f [ x2 ] f [ x3 , x2 , x1 ] 
f [ x3 ]  f [ x2 ] x3  x1
f [ x3 , x2 ] 
x3  x2 f [ x3 , x4 ]  f [ x2 , x3 ]
f [ x3 ] f [ x4 , x3 , x2 ] 
f [ x4 ]  f [ x3 ] x4  x2
f [ x4 , x3 ] 
x4  x3 f [ x4 , x5 ]  f [ x3 , x4 ]
f [ x4 ] f [ x5 , x4 , x3 ] 
f [ x5 ]  f [ x4 ] x5  x3
f [ x5 , x3 ] 
f [ x5 ] x5  x4
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4.1.1 NEWTON INTERPOLATION

Table 1 : The Newton’s divided-difference table (cont.)


Second divided differences Third divided differences

f [ x1 , x2 ]  f [ x0 , x1 ]
f [ x2 , x1 , x0 ] 
x2  x0 f [ x3 , x2 , x1, x0 ]
f [ x2 , x3 ]  f [ x1 , x2 ]
f [ x3 , x2 , x1 ] 
x3  x1 f [ x4 , x3 , x2 , x1 ]
f [ x3 , x4 ]  f [ x2 , x3 ]
f [ x4 , x3 , x2 ] 
x4  x2
f [ x5 , x4 , x3 , x2 ]
f [ x4 , x5 ]  f [ x3 , x4 ]
f [ x5 , x4 , x3 ] 
x5  x3

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4.1.1 NEWTON INTERPOLATION

EXAMPLE 1
Given the data below;
1 4 6 5
0 1.386294 1.791759 1.609438

Estimate ln 2 using third-order Newton’s interpolating


polynomial.

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4.1.1 NEWTON INTERPOLATION

Solution:

f ( x1 )  f ( x0 )
1  f  x1 , x0 
x1  x0
 0.462098 f  x2 , x1 , x0 
4  -0.051873
f ( x2 )  f ( x1 )
f  x3 , x2 , x1 , x0 
x2  x1
 0.0078653
6  0.202733
f  x3 , x2 , x1 
f ( x3 )  f ( x2 )
x3  x2  -0.020412
5
 0.182321

f3  2   b0  b1  2  1  b2  2  1 2  4   b3  2  1 2  4  2  6 
ln  2   0  0.462098 1   -0.0518731 2   0.0078653 1 2  4 
 0.6287686
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4.1.1 NEWTON INTERPOLATION

EXAMPLE 2
The upward velocity of a rocket is given as a function of time in
Table 1. Find the velocity at t = 16 seconds using the Newton
divided-difference method for cubic interpolation.
Table 1
t (s) v(t ) (m/s)
10 227.04
15 362.78
20 517.35
22.5 602.97

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4.1.1 NEWTON INTERPOLATION

Solution: b0
t0  10 227.04 b1
27.148 b2
t1  15 362.78 0.37660 b3
30.914 5.4347103
t2  20 517.35 0.44453
34.248
t3  22.5 602.97
Hence
v(t )  b0  b1 (t  t0 )  b2 (t  t0 )(t  t1 )  b3 (t  t0 )(t  t1 )(t  t2 )
v (t )  b0  b1 (t  t 0 )  b2 (t  t 0 )( t  t1 )  b3 (t  t 0 )( t  t1 )(t  t 2 )
 227.04  27.148( t  10)  0.37660(t  10)(t  15)
 5.4347 * 10 3 (t  10)( t  15)( t  20)
At t  16,
v (16)  227.04  27.148(16  10)  0.37660(16  10)(16  15)
 5.4347 * 10 3 (16  10)(16  15)(16  20)
 392.06 m/s 18
4.1.1 NEWTON INTERPOLATION

Test your understanding….


EXERCISE 1 (use 8 decimal places)

Use Newton’s interpolatory divided-difference formula to


construct interpolating polynomials of degree 3 for the
following data. Hence, approximate the specified value.
f (0.6)  0.17694460 , f (0.7)  0.01375227 ,
f (0.8)  0.22363362 , f (1.0)  0.65809197
f (0.9)  ?

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4.1.1 NEWTON INTERPOLATION

Test your understanding….


EXERCISE 2 (use 5 decimal places)

Use Newton’s interpolatory divided-difference formula to


construct interpolating polynomials of degree 3 for the
following data. Hence, approximate the specified value.

f (8.1)  16.94410 , f (8.3)  17.56492 ,


f (8.6)  18.50515 , f (8.7)  18.82091
f (8.4)  ?

answer :17.87714

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LEARNING OUTCOMES

By the end of this lecture, students should be able to:


(1) Use Lagrange’s formula to solve curve fitting problem.
(2) Differentiate between interpolation and inverse interpolation.
(3) Solve curve fitting problem using inverse interpolation.

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4.1 POLYNOMIAL INTERPOLATING
4.1.2 LAGRANGE INTERPOLATION
• The Lagrange interpolating polynomial is simply a
reformulation of the Newton’s polynomial that avoids the
computation of divided differences:
n
f n ( x)   Li ( x) f ( xi )
i 0 the “product of”
where;
n x  xj
Li ( x)  
j 0 xi  x j
j i
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4.1.2 LAGRANGE INTERPOLATION

First-order Lagrange interpolating polynomial:

n 1 i  0,1 j  0,1

x  x1 x  x0
f1 ( x)  f ( x0 )  f ( x1 )
x0  x1 x1  x0

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4.1.2 LAGRANGE INTERPOLATION

Second-order Lagrange interpolating polynomial:

n2 i  0,1, 2 j  0,1, 2

f 2 ( x) 
 x  x1  x  x2 
f ( x0 ) 
 x  x0  x  x2 
f ( x1 )
 x0  x1  x1  x 2   x1  x0  x1  x 2 

 x  x0  x  x1 
f ( x2 )
 x2  x0  x2  x 1 

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4.1.2 LAGRANGE INTERPOLATION

EXAMPLE 1

Given the data below.

Estimate f(2) by using Lagrange interpolation polynomial.

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4.1.2 LAGRANGE INTERPOLATION

Solution:
f (2)  f3 (2)  L0 f  x0   L1 f  x1   L2 f  x2   L3 f ( x3 )
 2  x1  2  x2  2  x3  f x   2  x0  2  x2  2  x3  f x
  0  1
 0 1  0 2  0 3 
x  x x  x x  x  1 0  1 2  1 3 
x  x x  x x  x


 2  x0  2  x1  2  x3 
f  x2  
 2  x0  2  x1  2  x2 
f  x3 
 x2  x0  x2  x1  x2  x3   x3  x0  x3  x1  x3  x1 
where

L1 
 2  4  2  5 2  6   0.4 L   2  1 2  5 2  6   2
1  4 1  51  6  2
 4  1 4  5 4  6 
L3 
 2  1 2  4  2  6 
 0.6 L4 
 2  1 2  4  2  5 
 2
 5  1 5  4  5  6   6  1 6  4  6  5 
 f  2   0.4  0   2 1.386294   0.6 1.791759   2 1.609438   0.628767

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4.1.2 LAGRANGE INTERPOLATION

EXAMPLE 2
The upward velocity of a rocket is given as a function of time in
Table 1. Find the velocity at t =16 seconds using the Lagrange
method for quadratic interpolation.
Table 1
t (s) v(t ) (m/s)
10 227.04
15 362.78
20 517.35

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4.1.2 LAGRANGE INTERPOLATION

Solution:
v2  t   L0 v(t0 )  L1v(t1 )  L2v (t2 )
 t  t1   t  t2   t  t0   t  t 2 
v2  t     
 0 
v t     v  t1 
t 
 0 1  0 2 
t t  t  1 0   t1  t2
t  t 
 t  t0   t  t1 
   v  t2 
t 
 2 0  2 1 
t t  t
where
 16  15   16  20 
L0 v(t0 )      227.04   18.1632
 10  15   10  20 
 16  10   16  20 
L1v(t1 )      362.78   348.2688
 15  10  15  20 
 16  10   16  15 
L2 v(t2 )      517.35   62.0820
 20  10   20  15 
 v 16   v2 (16)  18.1632  348.2688  62.0820  392.1876 m/s

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4.1.2 LAGRANGE INTERPOLATION

Test your understanding….


EXERCISE
Use the portion of the given steam table for superheated H2O at 200
Mpa to find the corresponding entropy s for a specified volume v
of 0.108m3/kg using Lagrange Interpolating Polynomial of order 2.

vm3 / kg  skJ / kg.K 

0.10377 6.4147
0.11144 6.5453
0.1254 6.7664

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4.1 POLYNOMIAL INTERPOLATING
4.1.3 INVERSE INTERPOLATION

 Interpolation general means finding some value f(x) for some x


that is between the given independent data points.

 Sometimes, it will be useful to find the value of x for which f(x)


is a certain value - this is inverse interpolation.

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4.1.3 INVERSE INTERPOLATION
Lagrange interpolation:
n
Pn ( f )   Li ( f ) xi where Li ( f )  
n
f  f 
j

i 0 j 0
j i
f  f 
i j

ex:
P3 ( f )  L0 ( f ) x0  L1 ( f ) x1  L2 ( f ) x2  L3 ( f ) x3


 f  f1  f  f 2  f  f 3 
x0 
 f  f 0  f  f 2  f  f 3 
x1
 0 1  0 2  0 3 
f  f f  f f  f  1 0  1 2  1 3 
f  f f  f f  f


 f  f 0  f  f1  f  f3  x   f  f 0  f  f1  f  f 2  x
 f 2  f 0  f 2  f1  f 2  f3  2  f3  f 0   f3  f1  f3  f 2  3

Newton interpolation:

P3 ( f )  b0  b1  f  f 0   b2  f  f 0  f  f1   b3  f  f 0  f  f1  f  f 2 

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4.1.3 INVERSE INTERPOLATION

i) Lagrange Interpolation
ii) Newton Interpolation

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4.1.3 INVERSE INTERPOLATION

Solution:

i) Lagrange Interpolation
P3 ( f )  L0 ( f ) x0  L1 ( f ) x1  L2 ( f ) x2  L3 ( f ) x3


 f  f1  f  f 2  f  f 3 
x0 
 f  f 0  f  f 2  f  f 3 
x1
 f0  f1  f0  f 2  f 0  f3   f1  f 0  f1  f 2  f1  f3 

 f  f 0  f  f1  f  f 3 
x2 
 f  f 0  f  f1  f  f 2 
x3
 f 2  f0  f 2  f1  f 2  f3   f3  f0  f3  f1  f3  f 2 
P3 (0.3)  0.4900  3.7465  1.1831  0.2797  3.3331

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4.1.3 INVERSE INTERPOLATION

ii) Newton Interpolation


P3 ( f )  b0  b1  f  f 0   b2  f  f 0  f  f1   b3  f  f 0  f  f1  f  f 2 
 3.2  10.8696  f  0.3125   40.3545  f  0.3125  f  0.2941
 119.3043  f  0.3125  f  0.2941 f  0.2778 
P3 (0.3)  3.2  0.1359  0.0030  0.0002  3.3331

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LEARNING OUTCOMES

By the end of this lecture, students should be able to:


(1) Identify linear and quadratic splines.
(2) Solve curve fitting problem using splines.

35
4.2 SPLINES & PIECEWISE INTERPOLATION
4.2.1 INTRODUCTION

• An alternative approach to use a single (n-1)th order polynomial


to interpolate between n points is to apply lower-order
polynomials in a piecewise function to subsets of data points.

• These connecting polynomials are called spline functions.

• Splines minimize oscillations and reduce round-off error


due to their lower-order nature.

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4.2.1 INTRODUCTION TO SPLINES

Splines eliminate oscillations by using small


subsets of points for each interval rather
than every point. This is especially useful
when there are jumps in the data:
a) 3rd order polynomial
b) 5th order polynomial
c) 7th order polynomial
d) Linear spline
• seven 1st order polynomials
generated by using pairs of points
at a time

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4.2.1 INTRODUCTION TO SPLINES

Spline development:
• Spline function (si(x))coefficients are calculated for each
interval of a data set.
• The number of data points (fi) used for each spline function
depends on the order of the spline function.

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4.2.1 INTRODUCTION TO SPLINES

a) First-order splines find


straight-line equations between
each pair of points that
• Go through the points

b) Second-order splines find


quadratic equations between
each pair of points that
• Go through the points
• Match first derivatives at
the interior points

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4.2 SPLINES & PIECEWISE INTERPOLATION
4.2.2 LINEAR SPLINES
 The simplest connection between two points is a straight line.
 The linear or 1st order splines for a group of data points can be
defined as a set of linear functions.
f 2  f1
s1 ( x)  f ( x1 )  ( x  x1 ) x1  x  x2
x2  x1
f3  f 2
s2 ( x)  f ( x2 )  ( x  x2 ) x2  x  x3
x3  x2

fi 1  fi
si ( x)  f ( xi )  ( x  xi ) xi  x  xi 1
xi 1  xi
 For n given points, there are n-1 intervals.
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4.2.2 LINEAR SPLINES

EXAMPLE 1

(a) Fit the data with first-order splines.


(b) Evaluate the function at x=5
x 3.0 4.5 7.0 9.0
f(x) 2.5 1.0 2.5 0.5

41
4.2.2 LINEAR SPLINES

Solution:

Since we have 4 data, so we can determine 3 splines function, where

f 2  f1 1.0  2.5
s1 ( x)  f1  ( x  x1 )  2.5  ( x  3.0) 3.0  x  4.5
x2  x1 4.5  3.0
f3  f 2 2.5  1.0
s2 ( x)  f 2  ( x  x2 )  1.0  ( x  4.5) 4.5  x  7.0
x3  x2 7.0  4.5
f 4  f3 0.5  2.5
s3  x   f3  ( x  x3 )  2.5  ( x  7.0) 7.0  x  9.0
x4  x3 9.0  7.0

42
4.2.2 LINEAR SPLINES

x=5 lies in the second interval, so we will use s2 to make the


prediction,

2.5  1.0
s2 (5)  1.0  (5  4.5)  1.3
7.0  4.5

43
4.2.2 LINEAR SPLINES

EXAMPLE 2

x 1.1 2.5 3.6 5.0 6.2


f(x) 3 7 10 16 6

Develop linear spline interpolation and predict f (3.0).

44
4.2 SPLINES & PIECEWISE INTERPOLATION
4.2.3 QUADRATIC SPLINES
si ( x)  ai  bi ( x  xi )  ci ( x  xi ) 2 xi  x  xi 1
For i  1, 2,..., n  1, find
hi  xi 1  xi ; fi  bi hi  ci hi 2  fi 1
bi  2ci hi  bi 1 ;
Also given,
c1  0
ai  fi

45
4.2.3 QUADRATIC SPLINES

EXAMPLE 1

(a) Fit the data with second-order splines.


(b) Evaluate the function at x=2.2 and x=3.8

x 1 2 2.5 3 4
f(x) 1 5 7 8 2

46
4.2.3 QUADRATIC SPLINES

x 1 2 2.5 3 4
f(x) 1 5 7 8 2

si ( x)  ai  bi ( x  xi )  ci ( x  xi ) 2
hi  xi 1  xi ; fi  bi hi  ci hi 2  fi 1
bi  2ci hi  bi 1 ; c1  0
thus
h1  1 a1  1
h2  0.5 a2  5
h3  0.5 a3  7
h4  1 a4  8

47
4.2.3 QUADRATIC SPLINES

1, 2 
when i  1
c1  0
f1  b1h1  c1h12  f 2
1  b1  0  5  b1  4
b1  2c1h1  b2  b1  b2  4

48
4.2.3 QUADRATIC SPLINES

 2, 2.5
when i  2
f 2  b2 h2  c2 h2  f 3
2

5  4  0.5   c2  0.5   7  c2  0
2

b2  2c2 h2  b3
4  0  b3  b3  4

49
4.2.3 QUADRATIC SPLINES

 2.5,3
when i  3
f3  b3h3  c3h32  f 4
7  4  0.5  c3  0.5   8  c3  4
2

b3  2c3h3  b4
4  2  4  0.5   b4  b4  0

50
4.2.3 QUADRATIC SPLINES

 3, 4 
when i  4
f 4  b4 h4  c4 h4  f5
2

8  0 1  c4 1  2  c4  6
2

51
4.2.3 QUADRATIC SPLINES

therefore
S1  1  4  x  1 , 1 x  2
S2  5  4  x  2  , 2  x  2.5
S3  7  4  x  2.5   4  x  2.5  , 2.5  x  3
2

S 4  8  6  x  3 , 3x  4
2

to estimate the value at x  2.2, we use S2 since x  2.2 lie in the interval (2, 2.5)
S2  5  4  2.2  2   5.8

and at x  3.8, we use S4 since x  3.8 lie in the interval (3, 4)


S4  8  6  3.8  3  4.16
2

52
4.2.3 QUADRATIC SPLINES

EXAMPLE 2

x 1.1 2.5 3.6 5.0 6.2


f(x) 3 7 10 16 6

Develop quadratic spline interpolation and predict f (4.3).

53