LECTURE 9

CE 25
Mathematical Methods
in Civil Engineering II Function
Approximation
and Interpolation
ENGR. MATTHEW TRAVIS ALCANTARA
Instructor
Institute of Civil Engineering
University of the Philippines Diliman

Direct Polynomial Approximation | Lagrange

Interpolation | Newton’s Divided Difference
Interpolation
Function Approximation and Interpolation

Interpolation

▪ Interpolation is one of the oldest

problems in Mathematics.
▪ It is also one of the most applied.
▪ Interpolation means finding
(approximate) values of a function
𝑓(𝑥) for an 𝑥 between different x-values,
𝑥𝑜, 𝑥1, … , 𝑥𝑛 at which the values of
𝑓(𝑥) are given.

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Function Approximation and Interpolation

Function Approximation

Objective: Approximate a given function f from among other simpler

functions, typically (but not always) polynomials

Variation: Constructing a smooth function from a discrete set of data points.

𝑓0 = 𝑓 𝑥0 𝑓1 = 𝑓 𝑥1 ⋯ 𝑓𝑛 = 𝑓 𝑥𝑛
Find 𝒑𝒏(𝒙) such that

𝑝𝑛 𝑥0 = 𝑓0 𝑝𝑛 𝑥1 = 𝑓1 ⋯ 𝑝𝑛 𝑥𝑛 = 𝑓𝑛

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Function Approximation and Interpolation

CASE 1
Given a set of nodes {𝑥𝑖, 0 ≤ 𝑖 ≤ 𝑛}, find the polynomial 𝒑𝒏(𝒙) of
degree less than or equal to 𝑛 such that
𝒑𝒏 𝒙𝒊 = 𝒚𝒊 , 𝟎≤𝒊≤𝒏
Interpolation Polynomial
CASE 2
Given a set of nodes {𝑥𝑖, 0 ≤ 𝑖 ≤ 𝑛} and a continuous function 𝑓(𝑥), find
the polynomial 𝒑𝒏(𝒙) of degree less than or equal to 𝑛 such that
𝒑𝒏 𝒙𝒊 = 𝒇 𝒙𝒊 , 𝟎≤𝒊≤𝒏
Polynomial Approximation

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 Function Approximation and Interpolation

Why use polynomials?

▪ Polynomials are easy to evaluate

▪ Polynomials are easy to differentiate
▪ Polynomials are easy to integrate

3𝑥 2 + 2𝑥 − 7 𝑤ℎ𝑒𝑛 𝑥 = −3 𝑔 𝑥 = 𝐴𝑥 3 + 𝐵𝑥 2 + 𝐶𝑥 + 𝐷 𝑎𝑥 2
න 𝑎 𝑑𝑥 = 𝑎𝑥 න 𝑎𝑥 𝑑𝑥 =
𝑔′ 𝑥 = 3𝐴𝑥 2 + 2𝐵𝑥 + 𝐶 2
3(−3)2 +2 −3 − 7 𝑔′′ 𝑥 = 6𝐴𝑥 + 2𝐵
= 27 − 6 − 7 𝑎𝑥 3 𝑎𝑥 4
𝑔′′′ 𝑥 = 6𝐴 2
න 𝑎 𝑥 𝑑𝑥 = 3
න 𝑎𝑥 𝑑𝑥 =
= 14 3 4

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Function Approximation and Interpolation

Existence and Uniqueness

Let the nodes 𝑥𝑖 𝜖 𝐼, 0 ≤ 𝑖 ≤ 𝑛 be given. So long as each of the 𝑥𝑖 are distinct,

(i.e. 𝑥𝑖 = 𝑥𝑗 if and only if 𝑖 = 𝑗), then there exists a unique polynomial 𝑝𝑛, of
degree less than or equal to n, which satisfies either of

𝑝𝑛 𝑥𝑖 = 𝑦𝑖 , 0≤𝑖≤𝑛
for a given set of data values {𝑦𝑖 }; or

𝑝𝑛 𝑥𝑖 = 𝑓(𝑥𝑖 ), 0≤𝑖≤𝑛
for a given function 𝑓.

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 Lecture 9
Function
Approximation
and Interpolation

Interpolation
Methods
Direct Method | Lagrange
Interpolation | Newton’s Divided
Difference Method

CE 25
Mathematical Methods in Civil Engineering II
Function Approximation and Interpolation

Direct Method

Given 𝑛 + 1 data points (𝑥𝑜, 𝑦𝑜), (𝑥1, 𝑦1), … , (𝑥𝑛, 𝑦𝑛), pass a
polynomial of order 𝑛 through the data as

𝑦 = 𝑎𝑜 + 𝑎1 𝑥 + ⋯ + 𝑎𝑛 𝑥 𝑛
where 𝑎𝑜, 𝑎1, … , 𝑎𝑛 are real constants

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Direct Method

Example 9.1
t (sec) v (m/s)
The upward velocity of a rocket is given 0 0
as a function of time. Find the velocity at 10 227.04
t = 16 seconds using the direct method
15 362.78
for quadratic interpolation. Use the
velocity corresponding to t = 10, 15, and 20 517.35
20 seconds. 22.5 602.97
30 901.67

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Function Approximation and Interpolation

Lagrange Interpolation
Given (𝑥𝑜, 𝑓𝑜), (𝑥1, 𝑓1), … , (𝑥𝑛, 𝑓𝑛) with arbitrarily spaced 𝑥𝑖, each
𝑓𝑗 is multiplied by a polynomial that is equal to 1 at 𝒙𝒋 and 0 at
the other nodes, and summing these 𝑛 + 1 polynomials will
serve as the interpolation polynomial.
*This method is useful in Numerical
Differentiation and Integration.

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Function Approximation and Interpolation

LINEAR Lagrange Interpolation

Interpolation by the straight line through (𝑥𝑜, 𝑓𝑜), (𝑥1, 𝑓1).

The Linear Lagrange polynomial 𝑝1 is a sum 𝑝1 = 𝐿0 𝑓0 + 𝐿1𝑓1 with 𝐿0 the

linear polynomial that is 1 at 𝑥0 and 0 at 𝑥1; similarly, 𝐿1 is 0 at 𝑥0 and 1 at 𝑥1.
𝑥 − 𝑥1 𝑥 − 𝑥0
𝐿0 𝑥 = 𝐿1 𝑥 =
𝑥0 − 𝑥1 𝑥1 − 𝑥0

This gives the Linear Lagrange polynomial

𝑝1 𝑥 = 𝐿𝑜 (𝑥)𝑓𝑜 + 𝐿1 (𝑥)𝑓1
𝑥 − 𝑥1 𝑥 − 𝑥𝑜
𝑝1 𝑥 = 𝑓𝑜 + 𝑓1
𝑥𝑜 − 𝑥1 𝑥1 − 𝑥𝑜

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Function Approximation and Interpolation

LINEAR Lagrange Interpolation

𝑥 − 𝑥1 𝑥 − 𝑥𝑜
𝑝1 𝑥 = 𝑓𝑜 + 𝑓1
𝑥𝑜 − 𝑥1 𝑥1 − 𝑥𝑜

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Lagrange Method

Example 9.2
Compute ln 9.2 from ln 9.0 = 2.1972, ln 9.5 = 2.2513 by linear
Lagrange interpolation and determine the relative error using
ln 9.2 = 2.2192
Given nodes: Linear Lagrange polynomial:
(𝑥𝑜 , 𝑓𝑜 ) = 9.0, 2.1972 (𝑥1 , 𝑓1 ) = 9.5, 2.2513 𝑥 − 𝑥1 𝑥 − 𝑥𝑜
𝑝1 𝑥 = 𝑓 + 𝑓
𝑥𝑜 − 𝑥1 𝑜 𝑥1 − 𝑥𝑜 1
𝑥 − 9.5 𝑥−9
𝑝1 𝑥 = × 2.1972 + × 2.2513
9 − 9.5 9.5 − 9
9.2 − 9.5 9.2 − 9
𝑝1 9.2 = × 2.1972 + × 2.2513 = 𝟐. 𝟐𝟏𝟖𝟖𝟒
9 − 9.5 9.5 − 9
𝑥𝑒 − 𝑥𝑎 |2.21884 − 2.2192|
𝜖𝑟 = = × 100% = 𝟎. 𝟎𝟏𝟔%
𝑥𝑒 2.2192

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Function Approximation and Interpolation

QUADRATIC Lagrange Interpolation

Interpolation of given (𝑥𝑜, 𝑓𝑜), (𝑥1, 𝑓1), (𝑥2, 𝑓2) by a second degree polynomial.

𝒑𝟐 𝒙 = 𝑳𝒐 𝒙 𝒇𝒐 + 𝑳𝟏 𝒙 𝒇𝟏 + 𝑳𝟐 𝒙 𝒇𝟐
with 𝐿𝑜(𝑥𝑜) = 1, 𝐿1(𝑥1) = 1, 𝐿2(𝑥2) = 1, and
𝐿𝑜(𝑥1) = 𝐿𝑜(𝑥2) = 𝐿1(𝑥𝑜) = 0, etc.

(𝒙 − 𝒙𝟏 )(𝒙 − 𝒙𝟐 )
𝑳𝒐 𝒙 =
(𝒙𝒐 − 𝒙𝟏 )(𝒙𝒐 − 𝒙𝟐 )
(𝒙 − 𝒙𝒐 )(𝒙 − 𝒙𝟐 )
𝑳𝟏 𝒙 =
(𝒙𝟏 − 𝒙𝒐 )(𝒙𝟏 − 𝒙𝟐 )
(𝒙 − 𝒙𝒐 )(𝒙 − 𝒙𝟏 )
𝑳𝟐 𝒙 =
(𝒙𝟐 − 𝒙𝒐 )(𝒙𝟐 − 𝒙𝟏 )

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Lagrange Method

Example 9.3
Compute ln 9.2 from ln 9.0 = 2.1972 , ln 9.5 = 2.2513 , ln 11.0 = 2.3979 by quadratic
Lagrange interpolation and determine the relative error using ln 9.2 = 2.2192

Given nodes:
(𝑥𝑜 , 𝑓𝑜 ) = 9.0, 2.1972 (𝑥1 , 𝑓1 ) = 9.5, 2.2513 (𝑥2 , 𝑓2 ) = 11.0, 2.3979

𝑥 − 9.5 𝑥 − 11
𝑝2 𝑥 = × × 2.1972
9 − 9.5 9 − 11 𝑝2 9.2 = 𝟐. 𝟐𝟏𝟗𝟏𝟓𝟒
𝑥−9 𝑥 − 11
+ × × 2.2513 |2.219154 − 2.2192|
9.5 − 9 9.5 − 11 𝜖𝑟 = × 100%
2.2192
𝑥−9 𝑥 − 9.5 𝜖𝑟 = 𝟎. 𝟎𝟎𝟐𝟏%
+ × × 2.3979
11 − 9 11 − 9.5

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Function Approximation and Interpolation

GENERAL Lagrange Interpolation

For general 𝑛 we obtain,
𝑛 𝑛
𝑙𝑘 𝑥
𝑓 𝑥 ≈ 𝑝𝑛 𝑥 = ෍ 𝐿𝑘 𝑥 𝑓𝑘 = ෍ 𝑓𝑘
𝑙𝑘 (𝑥𝑘 )
𝑘=0 𝑘=0

where 𝐿𝑘(𝑥𝑘) = 1 and 𝐿𝑘 is 0 at the other nodes, and 𝐿𝑘’s are independent
of the function 𝑓 to be interpolated.

Note:
𝑙𝑜 𝑥 = (𝑥 − 𝑥1 )(𝑥 − 𝑥2 ) ⋯ (𝑥 − 𝑥𝑛 )
𝑙𝑘 𝑥 = (𝑥 − 𝑥𝑜 ) ⋯ (𝑥 − 𝑥𝑘−1 )(𝑥 − 𝑥𝑘+1 ) ⋯ (𝑥 − 𝑥𝑛 )
𝑙𝑛 𝑥 = (𝑥 − 𝑥𝑜 )(𝑥 − 𝑥1 )(𝑥 − 𝑥2 ) ⋯ (𝑥 − 𝑥𝑛−1 )

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Function Approximation and Interpolation

Newton’s Divided Difference Interpolation

This method of interpolation constructs the interpolation polynomial using

a recursive pattern.

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Function Approximation and Interpolation

Newton’s Divided Difference Interpolation

How do we get 𝒂𝒌 ?
For first degree polynomial, 𝑝1 𝑥 = 𝑎0 + 𝑎1 (𝑥 − 𝑥0 )
𝑓 𝑥1 − 𝑓 𝑥0
𝑎0 = 𝑓(𝑥0 ) 𝑎1 =
𝑥1 − 𝑥0

𝑓[𝑥0 ] 𝑓[𝑥0 , 𝑥1 ]
For second degree polynomial, 𝑝2 𝑥 = 𝑝1 𝑥 + 𝑎2 𝑥 − 𝑥0 𝑥 − 𝑥1
Divided Difference! 𝑓 𝑥2 −𝑓 𝑥1
−
𝑓 𝑥1 −𝑓 𝑥0
𝑥2 −𝑥1 𝑥1 −𝑥0
𝑎2 =
𝑥2 −𝑥0

𝑓[𝑥0 , 𝑥1 , 𝑥2 ]
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Function Approximation and Interpolation

Newton’s Divided Difference Interpolation

Divided Difference
The divided difference for a function f(x) are defined as follows
f xk  = f (xk )
f xk  − f xk −1 
f xk −1 , xk  =
xk − xk −1
f xk −1 , xk  − f xk − 2 , xk −1 
f xk − 2 , xk −1 , xk  =
xk − xk − 2
f xk − 2 , xk −1 , xk  − f xk −3 , xk − 2 , xk −1 
f xk −3 , xk − 2 , xk −1 , xk  =
xk − xk −3

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Function Approximation and Interpolation

Newton’s Divided Difference Interpolation

Divided Difference Table
𝒙𝒌 𝒇 𝒙𝒌 𝒇 , 𝒇 ,, 𝒇 ,,, 𝒇 ,,,,
𝒙𝟎 𝒇 𝒙𝟎
𝒇 𝒙𝟎 , 𝒙𝟏
𝒙𝟏 𝒇 𝒙𝟏 𝒇 𝒙𝟎 , 𝒙𝟏 , 𝒙𝟐
𝒇 𝒙𝟏 , 𝒙𝟐 𝒇 𝒙𝟎 , 𝒙𝟏 , 𝒙𝟐 , 𝒙𝟑
𝒙𝟐 𝒇 𝒙𝟐 𝒇 𝒙𝟏 , 𝒙𝟐 , 𝒙𝟑 𝒇 𝒙𝟎 , 𝒙𝟏 , 𝒙𝟐 , 𝒙𝟑 , 𝒙𝟒
𝒇 𝒙𝟐 , 𝒙𝟑 𝒇 𝒙𝟏 , 𝒙𝟐 , 𝒙𝟑 , 𝒙𝟒
𝒙𝟑 𝒇 𝒙𝟑 𝒇 𝒙𝟐 , 𝒙𝟑 , 𝒙𝟒
𝒇 𝒙𝟑 , 𝒙𝟒
𝒙𝟒 𝒇 𝒙𝟒

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Function Approximation and Interpolation

Newton’s Divided Difference Interpolation

Newton Divided Difference Interpolation Formula
𝑓 𝑥 ≈ 𝑝𝑛 𝑥 = 𝑎0 + 𝑎1 𝑥 − 𝑥0 + ⋯ + 𝑎𝑛 𝑥 − 𝑥0 𝑥 − 𝑥1 … (𝑥 − 𝑥𝑛−1 )
where
𝑓 𝑥1 , … , 𝑥𝑘 − 𝑓 𝑥0 , … , 𝑥𝑘−1
𝑎𝑘 = 𝑓 𝑥0 , … , 𝑥𝑘 =
𝑥𝑘 − 𝑥0

*This method is useful in

numerical solutions of ODEs

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Function Approximation and Interpolation

Newton’s Divided Difference Interpolation

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Newton’s Divided Difference Method

Example 9.4
Compute ln 9.2 from the table using Newton’s divided difference
method. Determine the relative error using ln 9.2 = 2.2192.

𝑥 𝒍𝒏 𝒙
8 2.07944
9 2.197225
9.5 2.251292
11 2.397895

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Newton’s Divided Difference Method

Example 9.4
Compute ln 9.2 from the table using Newton’s divided difference method.

𝑓 𝑥 ≈ 𝑝3 𝑥 = 2.07944 + 0.117783 𝑥 − 8 − 0.00643 𝑥 − 8 𝑥 − 9

+0.000411 𝑥 − 8 (𝑥 − 9)(𝑥 − 9.5)

𝑓 9.2 ≈ 𝑝3 9.2 = 𝟐. 𝟐𝟏𝟗𝟐𝟎𝟖

|2.219208 − 2.2192|
𝜖𝑟 = × 100 = 𝟎. 𝟎𝟎𝟎𝟑𝟔%
2.2192

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 Lecture 9
Function
Approximation
and Interpolation

END
Any questions?

CE 25
Mathematical Methods in Civil Engineering II
 SEE YOU NEXT MEETING!

[email protected]

ICE 319

TTH 1130 - 1700

1. Kreyszig, E., Advanced Engineering Mathematics 10th ed.

References