SUPPLEMENTARY LECTURE NOTES

Direct Method of Interpolation - Method of undetermined coefficient

After reading this lecture notes, you should be able to:

1. apply the direct method of interpolation,
2. solve problems using the direct method of interpolation, and
3. use the direct method interpolants to find derivatives and integrals of discrete
functions.

What is interpolation?
Many times, data is given only at discrete points such as x0 , y0 , x1 , y1  , ......, xn 1 , yn 1  ,
xn , yn  . So, how then does one find the value of y at any other value of x ? Well, a
continuous function f x  may be used to represent the n  1 data values with f x 
passing through the n  1 points (Figure 1). Then one can find the value of y at any other
value of x . This is called interpolation.
Of course, if x falls outside the range of x for which the data is given, it is no longer
interpolation but instead it’s called extrapolation.
So what kind of function f x  should one choose? A polynomial is a common
choice for an interpolating function because polynomials are easy to
(A) evaluate,
(B) differentiate, and
(C) integrate
relative to other choices such as a trigonometric and exponential series.
Polynomial interpolation involves finding a polynomial of order n that passes
through the n  1 points. One of the methods of interpolation is called the direct method.
Other methods include Newton’s divided difference polynomial method and the Lagrangian
interpolation method. We will discuss the direct method in this lecture.

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x3 , y3 

x1, y1 

f x 
x2 , y2 
x0 , y0 
x
Figure 1 Interpolation of discrete data.

Direct Method
The direct method of interpolation is based on the following premise. Given n  1 data
points, fit a polynomial of order n as given below
y  a0  a1 x  ...............  an x n (1)
through the data, where a0 , a1 ,........., an are n  1 real constants. Since n  1 values of y
are given at n  1 values of x , one can write n  1 equations. Then the n  1 constants,
a0 , a1 ,........., an can be found by solving the n  1 simultaneous linear equations. To find
the value of y at a given value of x , simply substitute the value of x in Equation 1.
But, it is not necessary to use all the data points. How does one then choose the
order of the polynomial and what data points to use? This concept and the direct method
of interpolation are best illustrated using examples.

Example 1
The upward velocity of a rocket is given as a function of time in Table 1.

Table 1 Velocity as a function of time.

t (s) v(t ) (m/s)
0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67

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Figure 2 Graph of velocity vs. time data for the rocket example.

Determine the value of the velocity at t  16 seconds using the direct method of
interpolation and a first order polynomial.

Solution
For first order polynomial interpolation (also called linear interpolation), the velocity given
by
vt   a0  a1t

x1 , y1 

f1 x 

x0 , y0 
x
Figure 3 Linear interpolation.

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Since we want to find the velocity at t  16 , and we are using a first order polynomial, we
need to choose the two data points that are closest to t  16 that also bracket t  16 to
evaluate it. The two points are t 0  15 and t1  20 .
Then
t 0  15, vt 0   362.78
t1  20, vt1   517.35
gives
v15  a0  a1 15  362.78
v20  a0  a1 20  517.35
Writing the equations in matrix form, we have
1 15  a0  362.78
1 20  a   517.35
  1   
Solving the above two equations gives
a0  100.93
a1  30.914
Hence
vt   a0  a1t
 100.93  30.914t , 15  t  20
At t  16 ,
v16  100.92  30.914 16
 393.7 m/s

Example 2
The upward velocity of a rocket is given as a function of time in Table 2.

Table 2 Velocity as a function of time.

t (s) v(t ) (m/s)
0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67

Determine the value of the velocity at t  16 seconds using the direct method of
interpolation and a second order polynomial.
Solution
For second order polynomial interpolation (also called quadratic interpolation), the velocity
is given by

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vt   a0  a1t  a2 t 2
y

x1 , y1 
x2 , y2 

f 2 x 

x0 , y0 
x
Figure 4 Quadratic interpolation.

Since we want to find the velocity at t  16 , and we are using a second order polynomial,
we need to choose the three data points that are closest to t  16 that also bracket t  16
to evaluate it. The three points are t 0  10, t1  15, and t 2  20 .
Then
t 0  10, vt 0   227.04
t1  15, vt1   362.78
t 2  20, vt 2   517.35
gives
v10  a0  a1 10  a2 10  227.04
2

v15  a0  a1 15  a2 15  362.78

2

v20  a0  a1 20  a2 20  517.35

2

Writing the three equations in matrix form, we have

1 10 100  a0  227.04
1 15 225  a   362.78
  1   
1 20 400 a 2  517.35
Solving the above three equations gives
a0  12.05
a1  17.733
a2  0.3766
Hence
vt   12.05  17.733t  0.3766t 2 , 10  t  20
At t  16 ,

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v16  12.05  17.73316  0.376616

2

 392.19 m/s
The absolute relative approximate error a obtained between the results from the first
and second order polynomial is
392.19  393.70
a   100
392.19
 0.38410%

Example 3
The upward velocity of a rocket is given as a function of time in Table 3.

Table 3 Velocity as a function of time.

t (s) v(t ) (m/s)
0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67

a) Determine the value of the velocity at t  16 seconds using the direct method of
interpolation and a third order polynomial.
b) Find the absolute relative approximate error for the third order polynomial
approximation.
c) Using the third order polynomial interpolant for velocity from part (a), find the distance
covered by the rocket from t  11s to t  16 s .
d) Using the third order polynomial interpolant for velocity from part (a), find the
acceleration of the rocket at t  16 s .

Solution
a) For third order polynomial interpolation (also called cubic interpolation), we choose the
velocity given by
vt   a0  a1t  a2 t 2  a3t 3

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Numerical Analysis Interpolation-Direct method

x3 , y3 

x1, y1 

f 3 x 
x2 , y2 
x0 , y0 
x
Figure 5 Cubic interpolation.

Since we want to find the velocity at t  16 , and we are using a third order polynomial, we
need to choose the four data points closest to t  16 that also bracket t  16 to evaluate it.
The four points are t 0  10, t1  15, t 2  20 and t 3  22.5 .
Then
t 0  10, vt 0   227.04
t1  15, vt1   362.78
t 2  20, vt 2   517.35
t 3  22.5, vt 3   602.97
gives
v10  a0  a1 10  a2 10  a3 10  227.04
2 3

v15  a0  a1 15  a2 15  a3 15  362.78

2 3

v20  a0  a1 20  a2 20  a3 20  517.35

2 3

v22.5  a0  a1 22.5  a2 22.5  a3 22.5  602.97

2 3

Writing the four equations in matrix form, we have

1 10 100 1000  a0  227.04
1 15
 225 3375   a1  362.78

1 20 400 8000  a 2  517.35
    
1 22.5 506.25 11391  a3  602.97
Solving the above four equations gives
a0  4.2540
a1  21.266
a2  0.13204

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a3  0.0054347
Hence
vt   a0  a1t  a2 t 2  a3t 3
 4.2540  21.266t  0.13204t 2  0.0054347t 3 , 10  t  22.5
v16  4.2540  21.26616  0.1320416  0.005434716
2 3

 392.06 m/s
b) The absolute percentage relative approximate error a for the value obtained for v(16)
between second and third order polynomial is
392.06  392.19
a   100
392.06
 0.033269%
c) The distance covered by the rocket between t  11s and t  16 s can be calculated from
the interpolating polynomial
vt   4.3810  21.289t  0.13064t 2  0.0054606t 3 , 10  t  22.5
Note that the polynomial is valid between t  10 and t  22.5 and hence includes the limits
of integration of t  11 and t  16 .
So
16
s16  s11   vt dt
11

  4.2540  21.266t  0.13204t 

16
 2
 0.0054347t 3 dt
11
16
 t2 t3 t4 
=  4.2540t  21.266  0.13204  0.0054347 
 2 3 4 11
 1605 m
d) The acceleration at t  16 is given by
a16  vt  t 16
d
dt
Given that
vt   4.2540  21.266t  0.13204t 2  0.0054347t 3 , 10  t  22.5
at   vt 
d
dt

d
dt

 4.2540  21.266t  0.13204t 2  0.0054347t 3 
 21.289  0.26130t  0.016382t 2 , 10  t  22.5
a16  21.266  0.2640816  0.01630416
2

 29.665 m/s 2