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04
Lagrangian Interpolation
......,
05.05.1
05.05.2
Chapter 05.05
x3 , y3
x1, y1
f x
x0 , y0
x
Figure 1 Interpolation of discrete data.
The Lagrangian interpolating polynomial is given by
n
f n ( x) Li ( x) f ( xi )
n in
i 0
where
Li ( x )
x xj
j 0 xi x j
j i
v (t )
(s)
0
10
15
20
22.5
30
(m/s)
0
227.04
362.78
517.35
602.97
901.67
Lagrangian Interpolation
05.05.3
Figure 2 Graph of velocity vs. time data for the rocket example.
Determine the value of the velocity at t 16 seconds using a first order Lagrange
polynomial.
Solution
For first order polynomial interpolation (also called linear interpolation), the velocity is given
by
1
v(t ) Li (t )v(t i )
i 0
L0 (t )v (t 0 ) L1 (t )v (t1 )
x1 , y1
f1 x
x0 , y0
x
05.05.4
Chapter 05.05
t1 20, v t1 517.35
gives
1
L0 (t )
t tj
j 0 t 0 t j
j 0
L1 (t )
t t1
t 0 t1
t tj
t tj
j 0 1
j 1
Hence
t t0
t1 t 0
t t0
t t1
v(t 0 )
v(t1 )
t 0 t1
t1 t 0
t 20
t 15
(362.78)
(517.35), 15 t 20
15 20
20 15
16 20
16 15
v (16)
(362.78)
(517.35)
15 20
20 15
v(t )
0.8(362.78) 0.2(517.35)
393.69 m/s
You can see that L0 (t ) 0.8 and L1 (t ) 0.2 are like weightages given to the velocities at
t 15 and t 20 to calculate the velocity at t 16 .
Quadratic Interpolation
Lagrangian Interpolation
05.05.5
x1 , y1
x2 , y 2
f2 x
x0 , y 0
x
Figure 4 Quadratic interpolation.
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.
v (t )
(s)
0
10
15
20
22.5
30
(m/s)
0
227.04
362.78
517.35
602.97
901.67
a) Determine the value of the velocity at t 16 seconds with second order polynomial
interpolation using Lagrangian polynomial interpolation.
b) Find the absolute relative approximate error for the second order polynomial
approximation.
Solution
a) For second order polynomial interpolation (also called quadratic interpolation), the
velocity is given by
2
v(t ) Li (t )v(t i )
i 0
L0 (t )v (t 0 ) L1 (t )v (t1 ) L2 (t )v(t 2 )
05.05.6
Chapter 05.05
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
t tj
t
j 0 0 t j
2
L0 (t )
j 0
t t1
t
0
1
t t2
t
0
2
L1 (t )
t tj
j 0 t1 t j
j 1
t t0
t1 t 0
t t2
t1 t 2
t t0
t2 t0
t t1
t 2 t1
L 2 (t )
t tj
t tj
j0 2
j2
Hence
t t1
t 0 t1
v (t )
t t2
t t0
v(t 0 )
t0 t2
t1 t 0
t t2
t1 t 2
t t0
t 2 t0
v (t1 )
t t1
v (t 2 ), t 0 t t 2
t 2 t1
(517.35)
(20 10)(20 15)
( 0.08)( 227.04) (0.96)(362.78) (0.12)(517.35)
392.19 m/s
b) The absolute relative approximate error a for the second order polynomial is calculated
by considering the result of the first order polynomial (Example 1) as the previous
approximation.
a
392.19 393.69
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
Lagrangian Interpolation
05.05.7
v (t )
(s)
0
10
15
20
22.5
30
(m/s)
0
227.04
362.78
517.35
602.97
901.67
a) Determine the value of the velocity at t 16 seconds using third order Lagrangian
polynomial interpolation.
b) Find the absolute relative approximate error for the third order polynomial approximation.
c) Using the third order polynomial interpolant for velocity, find the distance covered by the
rocket from t 11 s to t 16 s .
d) Using the third order polynomial interpolant for velocity, find the acceleration of the
rocket at t 16 s .
Solution
a) For third order polynomial interpolation (also called cubic interpolation), the velocity is
given by
3
v (t ) Li (t )v (t i )
i 0
x3 , y3
x1, y1
f 3 x
x0 , y0
x
Figure 5 Cubic interpolation.
05.05.8
Chapter 05.05
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
3
L0 (t )
t tj
t tj
j 0 0
j 0
t t1
t 0 t1
t t2
t0 t2
t t3
t0 t3
t t0
t
1 0
t t2
t1 t 2
t t3
t
1 3
t t0
t 2 t0
t t1
t 2 t1
t t3
t2 t3
t t0
t3 t0
t t1
t 3 t1
t t2
t3 t 2
L1 (t )
t tj
t tj
j 0 1
j 1
L 2 (t )
t tj
j0 t 2 t j
j2
L3 (t )
t tj
j 0 t 3 t j
j 3
Hence
t t1
t 0 t1
t t2
t0 t2
t t3
t t0
v(t 0 )
t 0 t3
t1 t 0
t t2
t1 t 2
t t3
v (t1 )
t1 t3
t t0
t2 t0
t t1
t 2 t1
t t3
t t0
v(t 2 )
t 2 t3
t3 t0
t t1
t3 t1
t t2
v(t3 ), t 0 t t3
t3 t 2
v(t )
v(16)
(517.35)
(20 10)(20 15)(20 22.5)
(16 10)(16 15)(16 20)
(602.97)
( 22.5 10)(22.5 15)(22.5 20)
Lagrangian Interpolation
05.05.9
392.06 m/s
b) The absolute percentage relative approximate error, a for the value obtained for
v (16) can be obtained by comparing the result with that obtained using the second order
polynomial (Example 2)
a
392.06 392.19
100
392.06
0.033269%
c) The distance covered by the rocket between t 11 s to t 16 s can be calculated from
the interpolating polynomial as
v(t )
(517.35)
( 20 10)(20 15)(20 22.5)
(t 10)(t 15)(t 20)
(602.97), 10 t 22.5
( 22.5 10)(22.5 15)(22.5 20)
Note that the polynomial is valid between t 10 and t 22.5 and hence includes the limits
of t 11 and t 16 .
So
16
s (16) s (11)
v(t )dt
11
16
t2
t3
t4
4.245t 21.265 0.13195 0.00544
2
3
4
1605 m
d) The acceleration at t 16 is given by
d
a 16
v t t 16
dt
16
11
Given that
v (t ) 4.245 21.265t 0.13195t 2 0.00544t 3 , 10 t 22.5
05.05.10
Chapter 05.05
d
v t
dt
d
29.665 m/s 2
Note: There is no need to get the simplified third order polynomial expression to conduct the
differentiation. An expression of the form
t t1 t t2 t t3
L0 (t )
t
t
t
t
t
t
0
1
0
2
0
3
L0 (t )
dt
t0 t1
t t2 t t2
t0 t 2 t0 t 2
t t 3 t t3
t 0 t3 t 0 t 3
t t1
t0 t1
INTERPOLATION
Topic
Lagrange Interpolation
Summary
Textbook notes on the Lagrangian method of interpolation
Major
General Engineering
Authors
Autar Kaw, Michael Keteltas
Last Revised December 21, 2016
Web Site
http://numericalmethods.eng.usf.edu