Runge Phenomenon Analysis

The analysis of Runge Phenomenon
Bao Yan, Tianjian Xing
Dept. of Mathematics, SEU
THR. JUL-28-2011
(a) (b)
2011 Summer School (CSE) The analysis of Runge Phenomenon THR. JUL-28-2011 1 / 23
Outline
1 Introduction to Runge phenomenon
Outline
2 The analysis of Runge phenomenon

Theorem
The analysis
Nodes distributing analysis
Stability
Outline
2 The analysis of Runge phenomenon

Theorem
The analysis
Stability
3 Conclusion
The reason of Runge phenomenon
The disadvantage of high order interpolation
How to avoid
Runge phenomenon
What is Runge phenomenon?
for example:
1
f (x) =
1 + 25x 2
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
interpolating polynomial to an underlying continuous function as the number of equally
spaced points (and hence the polynomial degree) increases. This phenomenon is illustrated
Runge phenomenon
by Runge’s function, shown graphically in Fig. 7.5, where we see that the interpolating
polynomials of increasing degree converge nicely to the function in the middle of the interval,
but diverge near the endpoints.
..... ....
.. ..
2.0 .. ...
.. .. 2 .. ...
... .. f (t) = 1/(1 + 25t )
..................................... ... ..
... .... ... ....
.
.. .. .. ..
.. .. .... .... .... .... .... p (t) .. ..
.. .. 5 .. ..
... ... ... ...
1.5 .. ...
..
.
..
............... p (t) 10
. .
.. ..
.. ..
... .. ..
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0.0 ... ....
.... .... .... ....
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.
.... .... .... . .... ....
...
.
−1.0 ..
.. ...
.. −0.5 0.0 0.5 ..
.. ...
.
1.0
... ... ... ...
.... ....
Figure 7.5: Interpolation of Runge’s function at equally spaced points.
Figure: Interpolation of Runge’s function at equally spaced nodes
7.2.7 Placement of Interpolation Points

As we have just seen, equally spaced interpolation points may give unsatisfactory results,
especially near the ends of the interval.
2011 Summer School (CSE)
If, instead of being equally spaced,
the points4 /are
THR. JUL-28-2011 23
Interpolation error analysis
Theorem
set f(x) in [a,b] include n+1 mutual different nodes:x0 , x1 , x2 , . . . , xn The
intervalxn at [a, b] has N order continuous derivative,and in (a,b) exists
within n+1 order derivative. Then for
any x ∈ [a, b],we have
f (n+1) (ξ)
Rn (x) = f (x) − pn (x) = Wn+1 (x)
(n + 1)!
where
ξ ∈ (a, b) Wn+1 (x) = (x − x0 )(x − x1 ) · · · (x − xn )
The analysis of Runge phenomenon
The property of the high order derivative(The high order derivative

of the function must rise very fast)
I If max |f (n+1) (x)| ≤ Mn+1 ,we have
a≤x≤b
Mn+1
|Rn (x)| ≤ |Wn+1 (x)|
(n + 1)!
I If max |f (n) (x)| ≤ M for all n>0. Then

a≤x≤b
M
max |Rn (x)| ≤ (b − a)n+1 −→ 0( as n → ∞ )
a≤x≤b (n + 1)!
For the function.

1
f (x) =
1 + 25x 2
under the calculation of mathematics. we have
max f (11) (x) = 1.77219 × 1015

−1≤x≤1
The value of high order derivative increased rapidly as the order goes
higher
So far, we know that the rapidly increased value of high order

derivative has significant influence on runge phenomenon .
Carefully observed,we can find that runge phenomenon has another
feature.
→ The nodes are equally spaced.
interpolating polynomial to an underlying continuous function as the number of equally
spaced points (and hence the polynomial degree) increases. This phenomenon is illustrated
Runge phenomenon
by Runge’s function, shown graphically in Fig. 7.5, where we see that the interpolating
polynomials of increasing degree converge nicely to the function in the middle of the interval,
but diverge near the endpoints.
..... ....
.. ..
2.0 .. ...
.. .. 2 .. ...
... .. f (t) = 1/(1 + 25t )
..................................... ... ..
... .... ... ....
.
.. .. .. ..
.. .. .... .... .... .... .... p (t) .. ..
.. .. 5 .. ..
... ... ... ...
1.5 .. ...
..
.
..
............... p (t) 10
. .
.. ..
.. ..
... .. ..
.. ... ..
. .. . .
. .. ..
. .
. .. .. .
. . . .
. .. .
. .
.
1.0 .
. ..
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.
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0.5 .
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0.0 ... ....
.... .... .... ....
.
...
... ...
..
.
.... .... .... . .... ....
...
.
−1.0 ..
.. ...
.. −0.5 0.0 0.5 ..
.. ...
.
1.0
... ... ... ...
.... ....
Figure 7.5: Interpolation of Runge’s function at equally spaced points.
Figure: Interpolation of Runge’s function at equally spaced nodes
7.2.7 Placement of Interpolation Points

As we have just seen, equally spaced interpolation points may give unsatisfactory results,
especially near the ends of the interval.
2011 Summer School (CSE)
If, instead of being equally spaced,
the points9 /are
THR. JUL-28-2011 23
Is that an important reason? What if we take the unequally spaced

nodes?
There is an example of Chebyshev nodes
on, as illustrated for Runge’s function in Fig. 7.7. Of course, one may have no
cing the interpolation points, either because of existing measured data or bec
For the carefully selected nodes:
ular distribution (such as equally spaced) is required for other reasons.
2.0 ..................................... f (t) = 1/(1 + 25t2 )

.... .... .... .... .... p5 (t)
1.5 ............... p10 (t)
1.0 ................
.........
........ .......
...... ... ..
. ....... ... ..
... ..
.. ... ... ..
... ..... ... ..
... ..
.. ... .... .
. ...
. .......
.
......
. ......
0.5 .
. .....
.......... .... .... .... .... .... .... .... .... .... .... .............
.
..
... .
.
..
..
. ............
.... .... ............ ....... .... ....
.......... .... ..
.... ....... ... ......... .. ....
...
. .... ............................. ... .................. .... ..........
. .. ...... ........... .....
...
.... ... ..... ............. .. ... ..
. . ... . ..
.
..........................
...
.
...
.
..
. ... ..
...
.............................. ......... .... ........................................................................ .......
........................................ .......... .............................
.. ...
0.0 .
−1.0 −0.5 0.0 0.5 1.0
Figure 7.7: Interpolation of Runge’s function at the Chebyshev points.
Figure: Interpolation of Runge’s function at the Chebyshev points.
Piecewise
2011 Summer SchoolPolynomial
(CSE) Interpolation
The analysis of Runge Phenomenon THR. JUL-28-2011 11 / 23
We denote by Pn g,the polynomial of order n that agrees with a given g

at the given n sides of the sequence {xi },we assume that the
interpolation site sequence lies in some interval [a,b],and we measure
the size of a continuous function f on [a,b] by
kf k = max |f (x)|
a≤x≤b
Further,we recall from the Lagrange Polynomials

Y x − xj
li (x) =
xj − xj
j6=i
In terms of which
X X X
|(Pn g)(x)| = | g(xi )li | ≤ |g(xi )||li (x)| ≤ (max(g(xi )) |li (x)|)
i
i i i
We introduce the so-called lebesgue functiom

n
X
λn (x) = |li (x)|
i=1
since max |g(xi )| ≤ kgk,we obtain the estimate

i
kPn gk ≤ kλn kkgk
Actually,there exist functions g(other than zero function) for which
kpn gk = kλn kkgk
On the other hand, for uniformly spaced interpolation sites,we have
2n
kλn k ∼
en ln n
(as first proved by A.N.Turetskii,1940)
Fortunately,this situation can be be improved if we carefully select the

nodes.
There is a proof for Chebyshev nodes
Chebyshev sites are good
Chebyshev sites are good
Computed by M.J.D.Powell, with λcn the corresponding Lebesgue

function ,we have
2
kλcn k ∼ ln n
Π
Stability
Let us consider a set of function values {f̃ (xi )} which is a perturbation

of the data f (xi ) relative to the nodes xi ,within i = 0, . . . , n, in an
interval [a,b]. The perturbation may be due,for instance,to the effect of
rounding errors,or may be cause by an error in the experimental
measure of the data.
Denoting by Πn f̃ the interpolating polynomial on the set of values
f̃ (xi ),we have
n
X
kΠn f − Πn f̃ k∞ = max | (f (xi ) − f̃ (xj ))lj (x)| (1)
a≤x≤b
j=0
≤ Λn (X ) max |f (xi ) − f̃ (xi )| (2)

i=0,...,n
As previous noticed,Λn (X ) grow as n→ ∞ and in particular, in the case
of Lagrange interpolation on equally spaced nodes, it can be proved
that(see[Nat65])
2n+1
Λn (X ) '
en log n
For the carefully selected nodes, it can be proved that
2
Λn (X ) ∼ log(n + 1), n = 0, 1 . . .
Π
The reason of Runge phenomenon
The high order derivative increased so fast

The nodes are equally spaced
The Nature of Non uniform convergence

Computational Complexity

Computational Complexity
Too much Swing and Oscillation
For these reasons,in many cases,high order interpolation is not
practical
How to avoid
Spline interpolation
How to avoid
Spline interpolation
Unequally spaced interpolation

Runge Phenomenon Analysis

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Runge Phenomenon Analysis

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The analysis of Runge Phenomenon

Bao Yan, Tianjian Xing

Dept. of Mathematics, SEU

1 Introduction to Runge phenomenon

1 Introduction to Runge phenomenon

2 The analysis of Runge phenomenon

1 Introduction to Runge phenomenon

2 The analysis of Runge phenomenon

7.2.7 Placement of Interpolation Points

ξ ∈ (a, b) Wn+1 (x) = (x − x0 )(x − x1 ) · · · (x − xn )

The property of the high order derivative(The high order derivative

I If max |f (n) (x)| ≤ M for all n>0. Then

For the function.

max f (11) (x) = 1.77219 × 1015

So far, we know that the rapidly increased value of high order

7.2.7 Placement of Interpolation Points

Is that an important reason? What if we take the unequally spaced

2.0 ..................................... f (t) = 1/(1 + 25t2 )

We denote by Pn g,the polynomial of order n that agrees with a given g

Further,we recall from the Lagrange Polynomials

We introduce the so-called lebesgue functiom

since max |g(xi )| ≤ kgk,we obtain the estimate

kPn gk ≤ kλn kkgk

Actually,there exist functions g(other than zero function) for which

kpn gk = kλn kkgk

On the other hand, for uniformly spaced interpolation sites,we have

Fortunately,this situation can be be improved if we carefully select the

Computed by M.J.D.Powell, with λcn the corresponding Lebesgue

Let us consider a set of function values {f̃ (xi )} which is a perturbation

≤ Λn (X ) max |f (xi ) − f̃ (xi )| (2)

The high order derivative increased so fast

The Nature of Non uniform convergence

The Nature of Non uniform convergence

The Nature of Non uniform convergence

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