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MTH375-NC Week8

Lecture notes

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8 views17 pages

MTH375-NC Week8

Lecture notes

Uploaded by

aazibraja81
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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MTH375

Numerical Computing
Week 08

Muhammad Kamran Fiaz ([email protected])


Course Description

 Introduction to Numerical Computing


 Error Analysis
 Solution of Non Linear Equations
 Iterative Methods
 Solution of Linear Equations
 Interpolation & Polynomial Approximation Methods
 Numerical Differentiation
 Numerical Integration Rules
 Numerical Solution of Ordinary Differential Equations
Today’s Topics

 Interpolation
 Interpolattion Methods
 Error Estimation
What is Interpolation?
 Interpolation:
 Estimation of a function value at an intermediate point that lies between precise data
points
 Polynomial?
 There is one and only one nth order polynomial that perfectly fits n+1 data points.

 there is only one straight line (that is, a first-order polynomial) that connects two points.
 Similarly, only one parabola connects a set of three points
Newton’s Divided Difference
Interpolating Polynomials
 There are different ways to expressing polynomials
 Newston’s divided-difference polynomial is among the most popular
 Linear Interpolation (first Order)
 Quadratic Interpolation (Second Order)
Linear Interpolation

 Connecting the two data points with a straight


line
 Then extract the unknown on that line

 What do you think, any problems with this?


Example

 Interval is 1 and 6. You need to use the Linear Interpolation formula to


get the value of 2.
 Find the error?

 Your thoughts?
How to get better estimates
Quadratic Interpolation

 The problem with linear Interpolation?


 How to improve the estimates?
 A strategy for improving the estimate is to introduce some curvature
into
the line connecting the points.
 If three data points are available, this can be accomplished with a
second-order polynomial (also called a quadratic polynomial, or a
parabola).

𝑓 2 ( 𝑥 )=𝑎0 +𝑎1 𝑥+𝑎2 𝑥 2


Quadratic Interpolation
𝑓 2 ( 𝑥 )=𝑏0+𝑏1 𝑥−𝑏1 𝑥0+𝑏2𝑥2+𝑏2𝑥 0𝑥 1− 𝑏2𝑥𝑥1−𝑏2 𝑥𝑥0

𝑓 2 ( 𝑥 )=𝑎0 +𝑎1 𝑥+𝑎2 𝑥 2

𝑓 2 ( 𝑥 )=𝑏0+𝑏1 ( 𝑥 − 𝑥 0 ) +𝑏2 ( 𝑥 − 𝑥 0 )( 𝑥 − 𝑥 1 ) 𝑓 ( 𝑥 ) =𝑎0 +𝑎1 𝑥+𝑎2 𝑥 2+…+𝑎𝑛𝑥𝑛


Example
𝑓 2 ( 𝑥 )=𝑏0+𝑏1 ( 𝑥 − 𝑥 0 ) +𝑏2 ( 𝑥 − 𝑥 0 )( 𝑥 − 𝑥 1 )

ERROR?
General Form
Newton’s Divided Difference
Polynomial
Example
Example
Divided Difference Interpolation Table

xi f(xi) f(xi,xj) f(xi,xj,xk)


0 2
2 14 6
3 74 60 18
4 242 168
5 602 360
Exercise

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