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CH 5 Interpolation - Fall - 24 25

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CH 5 Interpolation - Fall - 24 25

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Fall 2024-2025

Numerical Methods for Science and Engineering


Lecture Note 5
Interpolation

5.1 Introduction
On many occasions we are given only a few discrete sets of values. To study the behavior of the
function through those points a technique known as interpolation is introduced. Polynomial is a
function which is easy to handle. The method of finding a polynomial that fits a selected set of
points ( x , f ( x )) which behaves nearly the same way as the true function will be considered.

5.2 Polynomial Interpolation


Given the values of a function f(x) at (n+1) distinct points 0 1 2
x , x , x ,⋅⋅⋅, x
n we can construct a
unique polynomial of degree less than equal to n which satisfies the conditions.
p( x i )=f (x i ), i=0 , 1 , 2 , 3 ,⋅⋅⋅, n
General Form: An nth degree polynomial can be taken as
p( x )=a0 +a1 x +a 2 x 2 +a3 x 3 +⋅⋅⋅+an x n
To fit this polynomial to (n+1) set of points we have to solve (n+1) simultaneous equations and
is very tedious.

Newton Interpolating Polynomial: A form which is convenient to use is suggested by Newton


is
p( x )=a0 +a1 (x −x 0 )+a2 ( x−x 0 )( x−x 1 )+⋅⋅⋅+an ( x−x 0 )(x− x1 )⋅¿⋅( x−x n−1 )
The unknown coefficients can be determined successively by substituting the set of values given.
This form of representation is convenient in determining the unknown coefficients and plays an
important role in the derivation of an interpolating polynomial.

Example 5.1 : Find the polynomial of least degree which takes the values
x 1 1 2 5
f(x) 9 3 6 39
Solution: There are four set of values given. Let the approximated polynomial be
f ( x )≈a0 +a1 (x +1 )+a2 (x +1 )(x −1)+a 3 ( x +1)( x−1 )(x −2)
Using the values of x and f(x) in turn, we get
From x=−1 , f (−1 )=9 , we get
9=a0

From x=1 , f (1)=3 , we get 3=9+a 1 (2) or a 1= 1 (3−9)=−3


2
1
From x=2 , f (2)=6, we get 6=9−3(3)+a2 (3)(1) or a 2= 3 ( 6 )=2

From x=5 , f (5)=39, we get 39=9−3 (6)+2(6 )( 4 )+a3 (6)( 4 )(3) or


a 3= 721 (39−39)=0
Thus, the polynomial is f ( x )=9−3( x +1)+2(( x+1 )( x−1)
=9−3 x−3+2 x 2 −2

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Fall 2024-2025

=2 x 2 −3 x +4
5.3 Divided Differences
Interpolating polynomials can be expressed in a variety of forms, and among these the Newton
divided difference form is probably the convenient and efficient one.
x , x ,⋅⋅⋅, x n be
Let the values of f ( x ) corresponding to the arguments 0 1
f ( x 0 ), f ( x1 ),⋅⋅⋅, f (x n ) .
x
The first divided difference for arguments 0 and x 1 is defined by:
f ( x 1 )−f ( x 0 )
f [ x 0 , x 1 ]=
x 1 −x 0
x
The second divided difference for arguments 0 , x 1 and x 2 is defined as:
f [ x 1 , x 2 ]−f [ x 0 , x 1 ]
f [ x 0 , x 1 , x 2 ]=
x 2−x 0
Similarly higher divided differences are defined. The nth divided differences with (n+1)
f [ x 1 , x 2 ,⋯, x n ]−f [ x 0 , x 1 ,⋯, x n−1 ]
f [ x 0 , x 1 , x 3 ,⋯, x n ]=
arguments is defined by x n −x 0
Property 1: The divided differences are symmetric about their arguments i.e. does not depend
on the order of the arguments.
Property 2: The nth divided differences of a polynomial of degree n is constant

5.4 Interpolation Formula using Divided Differences

5.4.1 Newton Divided Difference Interpolation


x , x , x , ⋅⋅⋅, x n can be written in the
The interpolating polynomial p( x ) through the points 0 1 2
Newton form as
f ( x )≈ p (x )=a 0 +a 1 ( x−x 0 )+a2 ( x−x 0 )( x−x1 )+⋅⋅⋅+a n ( x−x 0 )( x−x 1 )⋅¿⋅(x −x n−1 )
Substituting x=x 0 , x 1, x 2 ,⋅¿⋅, x n , we have
f ( x 0 )=a0
f ( x 1 )−f ( x 0 )
a 1= =f [ x 0 , x 1 ]
f ( x1 )=f ( x 0 )+a1 ( x1 −x 0 ) or x 1−x 0
f ( x 2 )=f ( x 0 )+f [ x 0 , x 1 ]( x 2 −x 0 )+a2 (x 2 −x 0 )( x 2−x 1 )
f ( x 2 )−f ( x 0 )
( x 2−x 1 )a2 = −f [ x0 , x1 ]=f [ x 2 , x 0 ]−f [ x 0 , x 1 ]
or ( x 2 −x 0 )
f [ x 2 , x 0 ]−f [ x 0 , x 1 ] f [ x 1 , x 2 ]−f [ x 0 , x 1 ]
a 2= = =f [ x 0 , x 1 , x2 ]
or ( x 2 −x 1 ) ( x 2−x 0 )

Continuing the process, it can be shown that n 0 1 2 a =f [ x , x , x ,⋅⋅⋅ , x ]


n
Thus in terms of the divided differences interpolating polynomial can be written as

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Fall 2024-2025

p( x )=f ( x 0 )+f [ x 0 , x 1 ]( x−x 0 )+f [ x 0 , x 1 , x2 ]( x−x 0 )( x−x 1 )+⋯


+f [ x 0 , x 1 , x 2 ,⋯, x n ]( x−x 0 )( x−x 1 )⋯( x−x n−1 )
This is known as Newton’s divided difference interpolation formula.
x , x , x , ⋅⋅⋅, x n , then the polynomial g( x )
If f ( x ) is a polynomial through (n+1) points 0 1 2
through those points with an extra point
x=x n+1 is g( x )=f ( x )+b( x−x 0 )( x−x 1 )⋅¿⋅( x−x n )
The constant b can be calculated by substituting
x=x n+1 .
Example 5.2
The table below gives the values of x and f(x):

x: 1 1 2 3 4
f(x) : 7 1 8 29 68

(i) Construct a divided-difference table for the above data.


(ii) Find the polynomial of least degree that incorporates the values in the table and find
f ( 5) .
(iii) Find by linear interpolation a real root of f ( x )=0 .
(iv) Find the polynomial g( x ) that takes the values of the above table and g(5 )=203 .
Solution:
(i) The divided difference table for the given data is as follows:

x f(x) f1[ ] f2[ ] f3[ ] f4[ ]


-1 -7
1 -1 3
2 8 9 2
3 29 21 6 1
4 68 39 9 1 0

(ii) The needed differences are enclosed by the double lined box.
By Newton’s divided difference formula, we get
f ( x )=−7+3( x+1)+2( x+1)( x−1 )+1( x +1 )(x −1)( x−2 )
and f (5)=−7+3(6 )+2(6 )(4 )+1(6 )(4 )(3 )
=−7 +18+48+ 72=131
(iii) Here f (1)f (2 )=(−1 )(8)=−8<0
Thus a root is in (1, 2).
From the table, we have
x f(x) 1DD
1 1
2 8 9
Thus the root is the solution of
f ( x )=−1+9 ( x−1)=0

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Fall 2024-2025

or
x=1+ 1 ≈1. 111
9

(iv) The polynomial g( x ) can be written as


g( x )=f ( x )+b( x+1)( x−1)( x−2)( x−3 )( x−4 )
where b is a constant.
Taking x=5 , we have
g(5 )=f (5)+b (6 )( 4 )(3)(2 )(1)
or 203=131+ 144 b
203−131 72 1
b= = =
Hence 144 144 2
The required polynomial is
g( x )=f ( x )+ 12 ( x+1)( x−1 )( x−2)( x−3 )( x−4 )

5.4.2 Newton Backward Divided Difference Formula

If the nodes are reordered as


x n , x n−1 , ⋅⋅⋅, x 0 , the divided differences interpolating polynomial
can be written as

p( x )=f ( x n )+f [ x n , x n−1 ]( x−x n )+f [ x n , xn−1 , x n−2 ]( x−x n )( x−x n−1 )+⋯
+f [ x n , x n−1 , x n−2 ,⋯, x 0 ]( x−x n )( x−x n−1 )⋯( x−x 0 )
and is called the Newton Backward Divided Difference formula.

5.5 Lagrange Interpolating Polynomial

Lagrange polynomial of degree one passing through two points ( x 0 , y 0 ) and ( x 1 , y 1 ) is written
as
x−x 1 x−x 0
L1 ( x )= y 0+ y
x 0 −x 1 x1 −x 0 1

Lagrange polynomial of degree two passing through three points ( x 0 , y 0 ) ,( x 1 , y 1 ) and ( x 2 , y 2 )


is written as
( x−x 1 )( x−x 2 ) ( x−x 0 )( x−x 2 ) ( x−x 0 )( x−x 1 )
L2 ( x )= y 0+ y1 + y
( x 0−x 1 )( x 0 −x 2 ) ( x 1−x 0 )( x 1 −x2 ) ( x 2−x 0 )( x 2−x 1 ) 2

Lagrange polynomial of degree three passing through four points ( x 0 , y 0 ) ,( x 1 , y 1 ) , ( x 2 , y 2 )


and ( x 3 , y 3 ) is written as
( x−x 1 )( x−x 2 )( x −x3 ) (x −x0 )( x−x 2 )( x−x 3 )
L3 ( x )= y0+ y
( x 0 −x1 )( x 0 −x 2 )( x 0 −x 3 ) ( x 1 −x 0 )( x1 −x 2 )( x1 −x 3 ) 1
( x−x 0 )( x−x 1 )( x−x 3 ) ( x− x0 )( x−x 1 )( x−x 2 )
+ y 2+ y
( x 2 −x 0 )( x 2 −x 1 )( x 2 −x 3 ) ( x 3 −x 0 )( x 3 −x 1 )( x3 −x 2 ) 3

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Fall 2024-2025

In general, the Lagrange polynomial of degree n passing through (n+1 ) points ( x 0 , y 0 ) ,( x 1 , y 1 )


,    , ( x n , y n ) is written as
( x−x 1 )( x−x 2 )⋅⋅⋅( x−x n ) ( x−x 0 )( x−x 2 ) ⋅⋅⋅( x −x n )
Ln ( x )= y0 + y
( x 0 −x1 )( x 0 −x 2 ) ⋅⋅⋅( x 0 −x n ) ( x 1−x 0 )( x 1−x 2 )⋅⋅⋅( x 1− xn ) 1
( x−x 0 )( x−x 1 )⋅⋅⋅( x−x n−1 )
+⋅⋅⋅+ y
( x n −x 0 )( x n−x 1 )⋅⋅⋅( x n −x n−1 ) n

Example 5.3
The following table gives the values of an empirical function f(x) for certain values of x.

x 0 1 2 3
f(x) 4 1 8 29

Use the Lagrange interpolation formula to estimate


(i) the value of f (2. 5 )
(ii) the root of the equation f(x) = 0 to 3 decimal places.

(i) Applying Lagrange’s formula, we have


( x−1)( x−2)( x−3 ) ( x−0 )( x−2 )( x−3)
f ( x )=−4 −1
(0−1 )(0−2 )(0−3 ) (1−0)(1−2)(1−3 )
( x−0 )( x−1 )( x−3) (x −0)( x−1 )( x−2)
+8 +29
(2−0)(2−1)(2−3 ) (3−0 )(3−1 )(3−2)
(1.5)(0.5)(−0.5) (2.5)( 0.5)(−0.5)
f (2.5)=−4 −1
and (−1)(−2)(−3) (1)(−1)(−2)
(2 .5 )(1. 5 )(−0 . 5) (2. 5 )(1 . 5)(0 . 5)
+8 +29
(2 )(1)(−1) (3 )(2 )(1)
=−0. 25+0 . 3125+7 . 5+9 . 0625
=16 . 625
(ii) Let y=f ( x ) . Then the root of f ( x )=0 corresponds to y=0 . To find the root let us use the
Lagrange formula in reverse order i.e. consider the polynomial in terms of y.

y 4 1 8 29
x 0 1 2 3
Then
( y+4 )( y−8)( y−29) ( y +4 )( y +1 )( y−29 ) ( y +4 )( y+1)( y−8)
x=0+1 +2 +3
(−1+4 )(−1−8 )(−1−29 ) (8+4 )(8+1 )(8−29 ) (29+4 )(29+1)(29−8)
When y=0 , then
( 4 )(−8 )(−29) (4 )(1 )(−29 ) (4 )(1)(−8 )
x=0+1 +2 +3
(3 )(−9 )(−30 ) (12 )(9)(−21 ) (33)(30 )(21)
=1 . 1457+0 .1023−0 . 0046
=1 . 2434

5
Fall 2024-2025

Example- 5.4 The upward velocity of a rocket is given as a function of time below:
t (s) 10 15 20 22.5 30
v(t) (m/s) 227 363 517 603 903
i. Construct a divided-difference table for the above data.
ii. Determine the value of the velocity at t=17 seconds using two suitable points.
iii. Determine the value of the velocity at t=17 seconds using three suitable points.
iv. Find the polynomial which passes through all the points and find v (35).
v. Use Lagrange interpolating polynomial to estimate
a. the value of t for v ( t )=400 using two suitable points.
b. the value of t for v ( t )=400 using three suitable points.
vi. Write down MATLAB codes using “polyfit(x, y, n)” and “polyval(p, x)” for the
following.
a. Find the polynomial of least degree that incorporates all the values in the table. and
estimate the velocities corresponding to .t=17 , 25∧35 seconds.
b. Draw the figure showing fitted polynomial and the given points.

Solution:
i.
t v(t) v1[ ] v2[ ] v3[ ] v4[ ]
10 227
15 363 27.2
20 517 30.8 0.36
22.5 603 34.4 0.48 0.0096
30 903 40.0 0.56 0.0053 -0.00021

ii. Note that 15<17< 20 and using the relevant part of the table
t v(t)
15 363
20 517 30.8
we have the linear polynomial v ( t )=363+30.8 ( t−15 ) .
And v ( 17 ) ≈ 363+30.8 ( 2 ) =424.6 .

iii. Note that 17−10=7∧22.5−17=5.5 . Thus we may choose points corresponding to


t=15 , 20∧22.5 . Collecting the relevant part of the table

t v(t) v1[ ] v2[ ]

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Fall 2024-2025

15 363
20 517 30.8
22.5 603 34.4 0.48
The polynomial with 3 points is v ( t )=363+30.8 ( t−15 )+ 0.48 (t−15 )( t−20 ) .
And v ( 17 )=363+30.8 ( 2 ) +0.48 ( 2 ) (−3 )=421.72 .

iv. Polynomial passing through all the points is


v ( t )=227+ 27.2 ( t−10 )+ 0.36 ( t−10 ) (t−15)+ 0.0096 ( t−10 ) ( t−15 ) (t−20)
−0.00021 ( t−10 ) ( t−15 ) ( t−20 ) (t−22.5 )
And v ( 35 ) =227+27.2 ( 25 ) +0.36 ( 25 )( 20 ) + 0.0096 ( 25 ) (20 ) (15)
−0.00021 ( 25 ) ( 20 ) ( 25 ) (12.5 )
¿ 1139.31.

v. For a given v we need to calculate the value of t, so consider the Lagrange polynomial in
reverse order.
v 363 517
a. Let us consider two points as
t 15 20

( v −517 ) (v−363)
and the Lagrange polynomial is t=15 +20
(363−517) (517−363)
For v=400 ,
15(−117) 20(37) 2495
t= + = =16.2013 .
−154 154 154

b. Let us consider three points as


v 227 363 517
t 10 15 20
and the Lagrange polynomial is
( v−363 ) (v−517) ( v−227) ( v−517 ) (v−227)(v−363)
t=10 +15 +20 .
(227−363 ) (227−517) (363−227)(363−517) (517−227)(517−363)
For v=400 ,
10 ( 37 ) (−117 ) 15 (173)(−117) 20(173)(37)
t= + +
(−136 ) (−290) (136)(−154 ) ( 290 ) (154)
¿−1.0976+14.4965+2.8665=16.2654 .

vi. MATLAB CODES


a. >> t=[10 15 20 22.5 30];
>> v=[227 363 517 603 903];
>> pt=polyfit(t,v,4)
pt = -0.0002 0.0240 -0.4267 28.2000 -34.2000

>> t1=[17 25 30];


>> v1=polyval(pt,t1);
>> % Output value of v for t

7
Fall 2024-2025

>> t_v =[t1',v1']


t_v = 17.0000 421.9875 1200
Graph of v against t

25.0000 695.8000
30.0000 903.0000 1000

b. >> t=[10 15 20 22.5 30]; 800


>> v=[227 363 517 603 903];

Velocity v(t)
>> pt=polyfit(t,v,4);
600
>> t1=linspace(5,35,500);
% generates 500 values
400
>> v1=polyval(pt,t1); %
calculates values of v
200
>> plot(t, v,'o',t1,v1);
>> title('Graph of v against t');
0
>> xlabel('Time (t)'); 5 10 15 20 25 30 35

>> ylabel('Velocity v(t)'); Time (t)

8
Fall 2024-2025

Exercise 5.1

1. The table below gives the velocity v at time t

t(s) 1 3 4 7
v(m/ 3 5 21 201
s)
i. Construct a divided-difference table for the above data.
ii. Find the polynomial of least degree that incorporates the values in the table.
iii. Find the acceleration at time t=6 s.
iv. Find the distance function when S ( 0 )=2.

2. . The table below gives the values of x∧f (x)


x -2 0 3 6 7
f(x) 2 -4 -58 842 1802
i. Construct a divided-difference table for the above data.
ii. Find the polynomial which passes through all the points of the table and find f (5).
iii. Find the polynomial g( x ) that takes the values of the above table and g ( 5 )=549.
iv. Use Lagrange interpolating polynomial to estimate
a. the value of f ( 4 ) using two suitable points.
b. the value of x for f( x )=0 using three suitable points.
v. Write down MATLAB codes using “polyfit(x, y, n)” and “polyval(p, x)” for the
following.
Find the polynomial of least degree that incorporates all the values in the table and estimate
the values corresponding to x=1 , 5∧9 .

3. The table below gives the values of x∧f (x)

x 4 5 7 9 11
f (x) 62 95 185 307 461

i. Construct a divided-difference table for the above data.


ii. Find the polynomial which passes through all the points of the table and find f (12) .
iii. Find the polynomial g( x ) that takes the values of the above table and g ( 12 )=1280.
iv. Use Lagrange interpolating polynomial to estimate
a. the value of f ( 8 ) using two points.
b. the value of x for f( x )=380 using three points.
v. Write down MATLAB codes using “polyfit(x, y, n)” and “polyval(p, x)” for the
following.
Find the polynomial of least degree that incorporates all the values in the table and estimate
the values corresponding to x=1 , 3∧5.

4. The table below gives the values of x and f(x):

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Fall 2024-2025

x -2 -1 0 3
i. Construct a f(x) -1 2 7 34 divided-difference table
for the above data.
ii. Find the polynomial of least degree that incorporates the values in the table and find f (5).
iii. Given g ( 5 )=72, find the polynomial g( x ) that also takes the values of the above table.
iv. Use Lagrange interpolation formula to find
a. a real root of f ( x )=0 using linear approximation.
b. a real root of f ( x )=0 using all the points.
v. Write down MATLAB codes using “polyfit(x, y, n)” and “polyval(p, x)” to plot the
figure showing fitted polynomial and the given points.

5. The power generated by a windmill varies with the wind speed. In an experiment, the
following five measurements were obtained:

Wind speed 14 22 30 38 46
(mph)
Electric 320 490 540 500 480
Power (W)

Determine the fourth-order polynomial in the Lagrange form that passes through the points. Use
the polynomial to calculate the power at a wind speed of 26 mph.
[Ref. Numerical Methods for engineers and Scientists – Amos Gilat, Vish Subramaniam,
Problem # 6.13 Page # 243]

6. Determine the fourth-order Newton’s interpolating polynomial that passes through the points
given in Problem 5. Use the polynomial to calculate the power at a wind speed of 26 mph.
[Ref. Numerical Methods for engineers and Scientists – Amos Gilat, Vish Subramaniam,
Problem # 6.14 Page # 243]

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