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23 views32 pagesInterpolation
This chapter focuses on interpolation, specifically polynomial interpolation, which approximates an unknown function using a polynomial that agrees with known tabular values. It discusses the concept of errors in polynomial interpolation and introduces finite differences, including forward, backward, and central differences, to recover values and derivatives of functions. Additionally, it explains how difference tables can be utilized to detect errors in tabular data.
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0% found this document useful (0 votes)
23 views32 pagesInterpolation
This chapter focuses on interpolation, specifically polynomial interpolation, which approximates an unknown function using a polynomial that agrees with known tabular values. It discusses the concept of errors in polynomial interpolation and introduces finite differences, including forward, backward, and central differences, to recover values and derivatives of functions. Additionally, it explains how difference tables can be utilized to detect errors in tabular data.
Uploaded by
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Chapter
Interpolation
3.1. INTRODUCTION
‘The statement
VaL@. mw SESE
‘means: corresponding to every value of x in the range xy < x < x, there
exists one or more values of y. Assuming that f(x) is single-valued and
continuous and that it is known explicitly, then the values of (x) corresponding
to certain given values of x, say x, Xj, ..%y can easily be computed and
tabulated. The central problem of numerical ‘analysis is the converse one:
Given the set of tabular values (x, 5). (1.1). (252) on Om Ya) satisiying
the relation y = f(e) where the explicit nature of f(x) is not known, it is
required to find a simpler function, say 9 (x), such that f(x) and 0 (x) agree
atthe set of tabulated points. Such a process is called interpolation. If ¢ (x)
is @ polynomial, then the process is called polynomial interpolation and
(2) is called the interpolating polynomial. Similarly, different types of
interpolation arise depending on whether 6 (x) is a finite trigonometric series,
series of Bessel functions, ete. In this chapter, we shall be concerned with
polynomial interpolation only. As a justification for the approximation of an
unknown function by means of a polynomial, we state here, without proof,
famous theorem due to Weierstrass (1885): if f(x) is continuous in
Xp SX $ Xm then given any © > 0, there exists a polynomial P(x) such that
|) PRI] —s Jn denote a set of values of y, then J) ~ yop J2— Pie Sp)
Imposing now the condition that y and y,(x) should agree at the set of
tabulated points, we obtain
An. a. A,
3H
a ae i ae
Seting x = xy + ph and substituting £0F a 4, oy dy Ba, (.9) gives
+ py Daly» HOMO D
Jal) = Jo PAY ayy PE aby +
Ppl) (p=2)... (P= +1) yoy, Gin
which is Newton's forward difference interpolation formula and is useful for
interpolation near the beginning of a set of tabular values.
To find the error committed in replacing the function y(x) by means of
the polynomial y,(8), we use Eq. (3.7) to obtain
(4) = aaa) x a) Aa) nt) (ay,
ta) a
ma
Neglecting the terms containing J? and higher powers of hi, this gives
vy -1 1
=tiyte+a—yal=4ay
V0) =F Lys yl = 7 Ava}
Writing y/(e) as Dy(a) where D = didr, the differentiation operator, the above
‘equation gives the operator relation
14 and so DM eam
a
a
We thus obtain
9) anya G12)
Equation (3.11) ean, therefore,
PIP) (p~2)...(p=n)
be written as
VO ~ ¥nb tye) G.13)
(n+!
in which form it is suitable for computation
Instead of assuming y,(x) as in Eq. (3.9), if we choose it in the form
Jal) = a + A (x Hy) + ae (x 9) (4 Kya)
a(x aq) (8 Ag) (= Aya) +
+ ag lx) (= pg).
and then impose the condition that y and y,(x) should agree at the tabulated
OINS Jy pts oes May Nyx o, We obtain (after some simplification)
snl t= Iu Wy PPD yy pnp PEMD APHID ony, (3.14)
where p = (x—x,)/h.
This is Newton's backward difference interpolation formula and it uses
tubular values tothe left of yy Tis formulas therefore useful for interpolation
mer the endo te tabular values
it ean be shown tha the error inthis formula may be written as
pa ADEM Deu Mymiys, G15)
o—mb (oD
where xp