Interpolation Estimation of intermediate values between precise data points. The most common method is: Although there is one and only one nth-order.

Slides:



Advertisements
Similar presentations
Numerical Methods.  Polynomial interpolation involves finding a polynomial of order n that passes through the n+1 points.  Several methods to obtain.
Advertisements

CE33500 – Computational Methods in Civil Engineering Differentiation Provided by : Shahab Afshari
Chapter 18 Interpolation The Islamic University of Gaza
1 Chapter 4 Interpolation and Approximation Lagrange Interpolation The basic interpolation problem can be posed in one of two ways: The basic interpolation.
1 Curve-Fitting Spline Interpolation. 2 Curve Fitting Regression Linear Regression Polynomial Regression Multiple Linear Regression Non-linear Regression.
ES 240: Scientific and Engineering Computation. InterpolationPolynomial  Definition –a function f(x) that can be written as a finite series of power functions.
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display. by Lale Yurttas, Texas A&M University Chapter 61.
PART 7 Ordinary Differential Equations ODEs
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 1 Ordinary Differential Equations Equations which are.
Curve-Fitting Interpolation
CURVE FITTING ENGR 351 Numerical Methods for Engineers
Curve-Fitting Polynomial Interpolation
Interpolation Used to estimate values between data points difference from regression - goes through data points no error in data points.
Polynomial Interpolation
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display. Martin Mendez UASLP Chapter 61 Unit II.
Curve Fitting and Interpolation: Lecture (II)
ECIV 301 Programming & Graphics Numerical Methods for Engineers Lecture 22 CURVE FITTING Chapter 18 Function Interpolation and Approximation.
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display. Chapter 181 Interpolation Chapter 18 Estimation of intermediate.
ECIV 301 Programming & Graphics Numerical Methods for Engineers Lecture 23 CURVE FITTING Chapter 18 Function Interpolation and Approximation.
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display. by Lale Yurttas, Texas A&M University Chapter 171 CURVE.
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display. by Lale Yurttas, Texas A&M University Chapter 181 Interpolation.
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 1 Interpolation Chapter 18.
CSE Interpolation Roger Crawfis.
Chapter 6 Numerical Interpolation
ECIV 301 Programming & Graphics Numerical Methods for Engineers Lecture 21 CURVE FITTING Chapter 18 Function Interpolation and Approximation.
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 1 Numerical Differentiation and Integration Standing.
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display. by Lale Yurttas, Texas A&M University Chapter 171 Least.
NUMERICAL DIFFERENTIATION The derivative of f (x) at x 0 is: An approximation to this is: for small values of h. Forward Difference Formula.
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 1 Numerical Differentiation and Integration Standing.
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 1 Numerical Differentiation and Integration Part 6 Calculus.
Lecture Notes Dr. Rakhmad Arief Siregar Universiti Malaysia Perlis
Curve Fitting and Regression EEE 244. Descriptive Statistics in MATLAB MATLAB has several built-in commands to compute and display descriptive statistics.
Part 4 Chapter 17 Polynomial Interpolation PowerPoints organized by Dr. Michael R. Gustafson II, Duke University All images copyright © The McGraw-Hill.
Today’s class Spline Interpolation Quadratic Spline Cubic Spline Fourier Approximation Numerical Methods Lecture 21 Prof. Jinbo Bi CSE, UConn 1.
Polynomial Interpolation You will frequently have occasions to estimate intermediate values between precise data points. The function you use to interpolate.
Lecture Notes Dr. Rakhmad Arief Siregar Universiti Malaysia Perlis
Chapter 8 Curve Fitting.
Chapter 14 Curve Fitting : Polynomial Interpolation Gab Byung Chae.
Numerical Methods For Slides Thanks to Lecture 6 Interpolation
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 1 ~ Roots of Equations ~ Open Methods Chapter 6 Credit:
Curve-Fitting Regression
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display. by Lale Yurttas, Texas A&M University Chapter 71.
Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 1 Chapter 7.
Lecture 22 Numerical Analysis. Chapter 5 Interpolation.
Computers in Civil Engineering 53:081 Spring 2003 Lecture #15 Spline Interpolation.
One Dimensional Search
Principles of Extrapolation
1 Chapter 4 Interpolation and Approximation Lagrange Interpolation The basic interpolation problem can be posed in one of two ways: The basic interpolation.
Interpolation - Introduction
NUMERICAL DIFFERENTIATION Forward Difference Formula
High Accuracy Differentiation Formulas
Polynomial Interpolation
Curve-Fitting Spline Interpolation
Numerical Analysis Lecture 25.
Chapter 18.
Interpolation.
Chapter 18.
INTERPOLATION Prof. Samuel Okolie, Prof. Yinka Adekunle & Dr
Chapter 23.
Numerical Analysis Lecture 45.
Today’s class Multiple Variable Linear Regression
Chapter 27.
MATH 2140 Numerical Methods
Interpolasi Pertemuan - 7 Mata Kuliah : Analisis Numerik
Numerical Differentiation Chapter 23
POLYNOMIAL INTERPOLATION
Numerical Analysis Lecture 26.
SKTN 2393 Numerical Methods for Nuclear Engineers
Numerical Analysis Lecture 21.
Theory of Approximation: Interpolation
Presentation transcript:

Interpolation Estimation of intermediate values between precise data points. The most common method is: Although there is one and only one nth-order polynomial that fits n+1 points, there are a variety of mathematical formats in which this polynomial can be expressed: The Newton polynomial The Lagrange polynomial Chapter 18 1

Figure 18.1 Chapter 18 2

Figure 18.2 Chapter 18 3

Newton’s Divided-Difference Interpolating Polynomials Linear Interpolation/ Is the simplest form of interpolation, connecting two data points with a straight line. f1(x) designates that this is a first-order interpolating polynomial. Slope and a finite divided difference approximation to 1st derivative Linear-interpolation formula Chapter 18 4

Chapter 18 5

Chapter 18 6

Quadratic Interpolation/ If three data points are available, the estimate is improved by introducing some curvature into the line connecting the points. A simple procedure can be used to determine the values of the coefficients. 7

Chapter 18 8

by Lale Yurttas, Texas A&M University Chapter 18 9

General Form of Newton’s Interpolating Polynomials/ Bracketed function evaluations are finite divided differences Chapter 18 10

Chapter 18 11

Chapter 18 12

Chapter 18 13

Chapter 18 14

Chapter 18 15

Errors of Newton’s Interpolating Polynomials/ Structure of interpolating polynomials is similar to the Taylor series expansion in the sense that finite divided differences are added sequentially to capture the higher order derivatives. For an nth-order interpolating polynomial, an analogous relationship for the error is: For non differentiable functions, if an additional point f(xn+1) is available, an alternative formula can be used that does not require prior knowledge of the function: Is somewhere containing the unknown and he data Chapter 18 16

Lagrange Interpolating Polynomials The Lagrange interpolating polynomial is simply a reformulation of the Newton’s polynomial that avoids the computation of divided differences: Chapter 18 17

As with Newton’s method, the Lagrange version has an estimated error of: Chapter 18 18

Figure 18.10 Chapter 18 19

Chapter 18 20

Chapter 18 21

Chapter 18 22

Coefficients of an Interpolating Polynomial Although both the Newton and Lagrange polynomials are well suited for determining intermediate values between points, they do not provide a polynomial in conventional form: Since n+1 data points are required to determine n+1 coefficients, simultaneous linear systems of equations can be used to calculate “a”s. Chapter 18 23

Where “x”s are the knowns and “a”s are the unknowns. Chapter 18 24

Figure 18.13 Chapter 18 25

Spline Interpolation There are cases where polynomials can lead to erroneous results because of round off error and overshoot. Alternative approach is to apply lower-order polynomials to subsets of data points. Such connecting polynomials are called spline functions. Chapter 18 26

Figure 18.14 Chapter 18 27

Figure 18.15 Chapter 18 28

Figure 18.16 Chapter 18 29

Figure 18.17 Chapter 18 30

Quadratic Splines Chapter 18 31

Chapter 18 32

Chapter 18 33

Chapter 18 34

Cubic Splines Chapter 18 35

Chapter 18 36

Chapter 18 37

Chapter 18 38

Chapter 18 39

Chapter 18 40

Chapter 18 41

Chapter 18 42