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LECTURE 8 NUMERICAL DIFFERENTIATION FORMULAE BY ...
• Generalizing node numbering • This results in the generic expression for a three node central difference approximation to the second derivative Notes on developing differentiation formulae by interpolating polynomials • In general we can use any of the interpolation techniques to develop an interpolation function of degree .
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LECTURE 3 LAGRANGE INTERPOLATION
coast.nd.eduPower Series Fitting to Define Lagrange Interpolation • must match at the selected data points : : • Solve set of simultaneous equations • It is relatively computationally costly to solve the coefficients of the interpolating func-tion (i.e. you need to program a solution to these equations). gx fx gx o = f o a o a 1 x o a 2 x o 2 a N x o
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coast.nd.eduCubic Hermite Interpolation • Develop a two data point Hermite interpolation function which passes through the func-tion and its first derivative for the interval [0, 1]. • Therefore and . • We must impose constraint equations (match function and its derivative at two data points). • Therefore we require a 3rd degree polynomial. 0 x f f 1
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