Applied Mathematical

Methods

Anna Huber
Numerical Methods

Interpolation
 Interpolation
• Estimation of intermediate values between precise
data points.
• The most common method is polynomial
interpolation
f ( x) a0  a1 x  a2 x 2    an x n

5
 Introduction
• 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
– The standard form
f ( x) a0  a1 x  a2 x 2    an x n

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Newton’s Divided-Difference Interpolating
Polynomials
Linear Interpolation
• Is the simplest form of interpolation, connecting two data points
with a straight line. Slope and a
finite divided
f1 ( x)  f ( x0 ) f ( x1 )  f ( x0 ) difference

x  x0 x1  x0 approximation to
1st derivative
f ( x1 )  f ( x0 )
f1 ( x)  f ( x0 )  ( x  x0 ) Linear-interpolation
x1  x0 formula

• f1(x) designates that this is a first-order interpolating polynomial.

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8
 Example 1
• Estimate the natural log of 2 using linear
interpolation
a) between ln(1) = 0
and ln(6) = 1.7918
b) between ln(1) = 0
and ln(4) = 1.3863
 2.0

1.5
y lnx 

1.0
f(x) True value

0.5
Linear estimates

0.0
0 1 2 3 4 5 6 7

x
Newton’s Divided-Difference Interpolating Polynomials
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.
𝑥=𝑥
𝑥=𝑥0 1

𝑥=𝑥2
 Example 2
• Fit a second order polynomial to the points
x0 = 1 f(x0) = 0
x1 = 4 f(x1) = 1.3863
x2 = 6 f(x2) = 1.7918
• Estimate the natural log of 2 using quadratic
interpolation
 Example 2
• Fit a second order polynomial to the points
x0 = 1 f(x0) = 0
x1 = 4 f(x1) = 1.3863
x2 = 6 f(x2) = 1.7918
• Estimate the natural log of 2 using quadratic
interpolation
 2.0

1.5
y lnx 

f(x) 1.0
True value

Quadratic estimate
0.5
Linear estimate

0.0
0 1 2 3 4 5 6 7

x
General Form of Newton’s Interpolating
Polynomials

where

and

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Advantages of Newton’s Interpolating
Polynomials

• Data points need not be equally spaced or

in ascending order
• Useful for sequential calculation
 Lagrange Interpolating Polynomial
• The Lagrange interpolating polynomial is simply a
reformulation of the Newton’s polynomial that
avoids the computation of divided differences.
Lagrange Interpolating Polynomial
General Form of Lagrange Interpolating Polynomial

n
f n ( x)  Li ( x ) f ( xi )
i 0
n x  xj
Li ( x) 
j 0 xi  x j
j i
 Interpolating Polynomials
• The Lagrange polynomial and the Newton’s
polynomial are different formulations of the
same thing.
• Data points need not be equally spaced or
in ascending order
• Newton’s most useful for sequential
calculation
• Lagrange often used when the order of the
polynomial is known a priori
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:
2 n
f ( x) a0  a1 x  a2 x    a x x
• Since n+1 data points are required to determine n+1
coefficients, simultaneous linear systems of equations
can be used to calculate “a”s.

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 2 n
f ( x0 ) a0  a1 x0  a x   a x
2 0 n 0
2 n
f ( x1 ) a0  a1 x1  a x   a x
2 1 n 1


2 n
f ( xn ) a0  a1 xn  a x   a x
2 n n n

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

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 Summary
• Three ways of formulating the unique
nth-order polynomial that fits n+1 points.
• Theoretically all the same.
• Practically:
– Newton’s most useful for sequential
calculation
– Lagrange often used when the order of the
polynomial is known a priori
– Standard form only used if there is a
specific interest in the coefficients.
 References
• Chapra, S. & Canale, R (2021).
Numerical Methods for Engineers (8th Edition)
. London: McGraw-Hill.
– Chapter 18 (18.1 – 18.3)

• https://nm.mathforcollege.com
– Interpolation
• 05.03 NEWTON DIVIDED DIFFERENCE METHOD
• 05.04 LAGRANGE METHOD
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