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Hermite Interpolation

Hermite interpolation constructs a polynomial interpolant based on both function values and derivative values at specified points. For example, a cubic polynomial can be constructed to interpolate both the function and derivative values at the endpoints of the interval [-1,1]. This yields a system of equations that can be solved for the polynomial coefficients. Piecewise polynomial interpolation, such as piecewise linear or piecewise cubic interpolation, can provide better approximations than single polynomials, while still offering advantages like preserving properties of the underlying function.

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150 views

Hermite Interpolation

Hermite interpolation constructs a polynomial interpolant based on both function values and derivative values at specified points. For example, a cubic polynomial can be constructed to interpolate both the function and derivative values at the endpoints of the interval [-1,1]. This yields a system of equations that can be solved for the polynomial coefficients. Piecewise polynomial interpolation, such as piecewise linear or piecewise cubic interpolation, can provide better approximations than single polynomials, while still offering advantages like preserving properties of the underlying function.

Uploaded by

Zerihun Ibrahim
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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Hermite interpolation

For standard polynomial interpolation problems, we seek to satisfy conditions


of the form
p(xj) = yj;
where yj is frequently a sampled function value f(xj). If all we know is
function values, this is a reasonable approach. But sometimes we have more
information. Hermite interpolation constructs an interpolant based not only
on equations for the function values, but also for the derivatives.
For example, consider the important special case of finding a cubic
polynomial that satisfies proscribed conditions on the values and derivatives
at
the endpoints of the interval [-1; 1]. That is, we require
p(1) =
p(-1) = f(-1)
f(1)
p0(1) = f p0(-1) = f
0(1) 0(-1):

As with polynomial interpolation based just on function values, we can


express the cubic that satisfies these conditions with respect to several
different
bases: monomial, Lagrange, or Newton.
For the monomial basis, we have
p(x) = c0 + c1x + c2x2 + c3x3;
which yields the linear system
2664
1111
1 -1 1 -1
0123
0 1 -2 3
3775
2664
c0
c1
c2
c3
3775
=
2664
f(1)
f(-1)
f 0(1)
f 0(-1)
3775
:
For the Newton basis, we have expressions like
p(x) = f[-1]+f[-1; -1](x+1)+f[1; -1; -1](x+1)2+f[1; 1; -1; -1](x+1)2(x-1);
Bindel, Spring 2012 Intro to Scientific Computing (CS 3220)
where the divided differences for f are
f[1] = f(1)
f[-1] = f(-1)
f[1; 1] = f 0(1)
f[-1; -1] = f 0(-1)
f[1; -1] = (f(1) - f(-1)) =2
f[1; -1; -1] = (f[1; -1] - f[-1; -1]) =2
f[1; 1; -1] = (f[1; 1] - f[1; -1]) =2
f[1; 1; -1; -1] = (f[1; 1; -1] - f[1; -1; -1]) =2:
We leave the Lagrange basis as a problem to ponder (or look up).
Piecewise polynomial approximations
Polynomials are convenient for interpolation for a few reasons: we know
how to manipulate them symbolically, we can evaluate them quickly, and
there is a theorem of analysis (the Weierstrass approximation theorem) that
says that any continuous function on some interval [a; b] can be uniformly
approximated by polynomials. In practice, though, high-degree polynomial
interpolation does not always provide fantastic function approximation. An
alternative approach that retains the advantages of working with
polynomials
is to work with piecewise polynomial functions.
Piecewise linear interpolation
Perhaps the simplest example is piecewise linear interpolation; if function
values f(xj) are given at points x1 < x2 < x3 < : : : < xn, then we write the
approximating function f^(x) as
f^(x) = f(xj)(x - xj) + f(xj+1)(xj+1 - x)
xj+1 - xj
; x 2 [xj; xj+1]:
Alternately, we can write
f^(x) =
nX j
=1
j(x)f(xj)
Bindel, Spring 2012 Intro to Scientific Computing (CS 3220)
where j(x) is a \hat function":
j(x) =
8><>:
(x - xj+1)=(xj - xj+1); x 2 [xj; xj+1];
(x - xj-1)=(xj - xj-1); x 2 [xj-1; xj];
0 otherwise:
This last you may recognize as similar in spirit to using a basis of Lagrange
polynomials for polynomial interpolation.
Using piecewise linear interpolation to approximate a function f yields
O(h2) error (where h is the distance between interpolation points), assuming
f has two continuous derivatives. This level of accuracy is adequate for
many purposes. Beyond the basic error behavior, though, piecewise linear
interpolation has several virtues when structural properties are important.
For example, the maximum and minimum values of a piecewise linear
interpolant are equal to the maximum and minimum values of the data. And
if
f is positive or monotone (like a probability density or cumulative density
function), then any piecewise linear interpolant inherits these properties.
Piecewise cubic interpolation
If f is reasonably smooth and the data points are widely spaced, it may make
sense to use higher-order polynomials. For example, we might decide to use
a cubic spline f^(x) characterized by the properties:
Interpolation: f^(xi) = f(xi)
Twice differentiability: f^0 and f^00 are continuous at fx2; : : : ; xn

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