Interpolation

Topic: Lagrangian Interpolation

Major: Civil

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What is Interpolation ?
Given (x0,y0), (x1,y1), (xn,yn), find the
value of y at a value of x that is not given.

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Interpolants
Polynomials are the most common
choice of interpolants because they
are easy to:
Evaluate
Differentiate, and
Integrate.
3

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Lagrangian Interpolation
Lagrangian interpolating polynomial is given by
n

f n ( x) = Li ( x) f ( xi )
i =0

where n in f n (x) stands for the n th order polynomial that approximates the function y = f (x)
given at (n + 1) data points as ( x0 , y 0 ), (x1 , y1 ),......, ( x n 1 , y n 1 ), ( x n , y n ) , and
n

Li ( x) =
j =0
j i

x xj
xi x j

Li (x) is a weighting function that includes a product of (n 1) terms with terms of j = i

omitted.

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Example
We are given the temperature vs. depth plot for a lake.
Determine the value of the temperature at z = -7.5
using the Lagrangian method for linear interpolation.

Depth
m

10

15

20

25

0
-1
-2
-3
-4
-5
-6
-7
-8
-9
-10

-2
Depth (m)

Temperature
o
C
19.1
19.1
19
18.8
18.7
18.3
18.2
17.6
11.7
9.9
9.1

-4
-6
-8
-10
-12
o

Temp (C )

Temperature vs. depth of a lake

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Linear Interpolation
17.6

18

T ( z ) = Li ( z )T ( z i )

17

i =0

= L0 ( z )T ( z 0 ) + L1 ( z )T ( z1 )

16
ys
15
f ( range)

f x desired

14

13

z 0 = 8, T ( z 0 ) = 11 .7

z1 = 7 , T ( z1 ) = 17 .6

12
11.7

11

15
x s 10
0

10

x s , range, x desired

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x s + 10
1

Linear Interpolation (contd)

1

L0 ( z ) =
j =0
j 0
1

L1 ( z ) =
j =0
j 1

z zj
z0 z j
z zj
z1 z j

z z1
z 0 z1

z z0
z1 z 0

z z0
z z1
z+7
z +8
T ( z0 ) +
T ( z1 ) =
(11.7) +
(17.6)
z 0 z1
z1 z 0
8+ 7
7+8
7.5 + 7
7.5 + 8
(11.7) +
(17.6)
T ( 7.5) =
8+ 7
7+8

T (z) =

= 0.5(11.7) + 0.5(17.6)

= 14.65C
7

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Quadratic Interpolation
For the second order polynomial interpolation (also called quadratic interpolation), we choose
the temperature given by
2

T ( z ) = Li ( z )T ( z i )
i =0

= L0 ( z )T ( z 0 ) + L1 ( z )T ( z1 ) + L2 ( z )T ( z 2 )

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Example
We are given the temperature vs. depth plot for a lake.
Determine the value of the temperature at z = -7.5
using the Lagrangian method for quadratic interpolation.

Depth
m

10

15

20

25

0
-1
-2
-3
-4
-5
-6
-7
-8
-9
-10

-2
Depth (m)

Temperature
o
C
19.1
19.1
19
18.8
18.7
18.3
18.2
17.6
11.7
9.9
9.1

-4
-6
-8
-10
-12
o

Temp (C )

Temperature vs. depth of a lake

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Quadratic Interpolation (contd)

z o = 9, T ( z o ) = 9.9

17.6

z1 = 8, T ( z1 ) = 11.7

16

z 2 = 7, T (z 2 ) = 17.6

ys

z zj

z z1 z z 2

=
L0 ( z ) =
j =0 z 0 z j
z 0 z1 z 0 z 2
2

j 0
2

L1 ( z ) =
j =0
j 1
2

L2 ( z ) =
j =0
j 2

10

z zj

z z0
=
z1 z j z1 z 0

18

z z 2

z1 z 2

14

f ( range)

f x desired

12

10

9.89238

9
9

z zj

z z0
=
z2 z j z2 z0

8.5

7.5

x s , range, x desired

z z1

z 2 z1
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7
7

Quadratic Interpolation (contd)

z z1 z z 2
z z 0 z z 2
z z0

T ( z 0 ) +

T ( z1 ) +
T ( z ) =
z 0 z1 z 0 z 2
z1 z 0 z1 z 2
z2 z0
(7.5 + 8)(7.5 + 7)
( 7.5 + 9)(7.5 + 7)
T ( 7.5) =
(9.9) +
(11.7)
(9 + 8)(9 + 7)
(8 + 9)(8 + 7)
(7.5 + 9)(7.5 + 8)
(17.6)
+
(7 + 9)(7 + 8)

z z1

T ( z 2 )
z

z
1
2

= (0.125)(9.9) + (0.75)(11.7) + (0.375)(17.6)

= 14.138C
The absolute relative approximate error a obtained between the results from the first and
second order polynomial is
a =

14.138 14.65
100
14.138

= 3.6251%
11

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Cubic Interpolation
For the third order polynomial (also called cubic interpolation), we choose the
temperature given by
3

T ( z ) = Li ( z )T ( z i )
i =0

= L0 ( z )T ( z 0 ) + L1 ( z )T ( z1 ) + L2 ( z )T ( z 2 ) + L3 ( z )T ( z 3 )
19.19774

20

18

16
ys
f ( range)

14

f x desired

12

10

9.44745

12

9
9

8.5

7.5
x s , range, x desired

6.5

6
6

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Example
We are given the temperature vs. depth plot for a lake.
Determine the value of the temperature at z = -7.5
using the Lagrangian method for cubic interpolation.

13

Depth
m

10

15

20

25

0
-1
-2
-3
-4
-5
-6
-7
-8
-9
-10

-2
Depth (m)

Temperature
o
C
19.1
19.1
19
18.8
18.7
18.3
18.2
17.6
11.7
9.9
9.1

-4
-6
-8
-10
-12
o

Temp (C )

Temperature vs. depth of a lake

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Cubic Interpolation (contd)

z o = 9, T ( z o ) = 9.9

z1 = 8, T ( z1 ) = 11.7

z 2 = 7, T ( z 2 ) = 17.6

z 3 = 6, T ( z 3 ) = 18.2
19.19774

L0 ( z ) =
j =0
j 0

L1 ( z ) =
j =0
j 1

z zj

z z1 z z 2 z z 3

=
z 0 z j z 0 z1 z 0 z 2 z 0 z 3

20

18

16

z zj

z z0
=
z1 z j z1 z 0

z z 2 z z 3

z
z
z
z
2 1
3
1

ys
f ( range)

14

f x desired

12

L2 ( z ) =
j =0
j 2
3

L3 ( z ) =
14

j =0
j 3

z zj

z z0
=
z2 z j z2 z0

z z1 z z 3

z
z
z
z
1 2
3
2

10

9.44745

z zj

z z0
=
z3 z j z3 z0

z z1 z z 2

z
z
3 1 z 3 z 2

9
9

8.5

7.5

6.5

x s , range, x desired

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6
6

Cubic Interpolation (contd)

z z1 z z 2 z z 3
z z 0 z z 2 z z 3

T ( z 0 ) +

T ( z1 )

T ( z ) =
z
z
z
z
z
z
z
z
z
z
z
z

1 0
2 0
3
0 1
2 1
3
0
1
z z 0 z z1 z z 2
z z 0 z z1 z z 3
T ( z 3 )

T ( z 2 ) +

+
z 3 z 0 z 3 z1 z 3 z 2
z 2 z 0 z 2 z1 z 2 z 3
(7.5 + 8)(7.5 + 7)(7.5 + 6)
(7.5 + 9)(7.5 + 7)(7.5 + 6)
(9.9) +
(11.7)
T (7.5) =
(9 + 8)(9 + 7)(9 + 6)
(8 + 9)(8 + 7)(7.5 + 6)
(7.5 + 9)(7.5 + 8)(7.5 + 6)
(7.5 + 9)(7.5 + 8)(7.5 + 7)
+
(17.6) +
(18.2)
(7 + 9)(7 + 8)(7 + 6)
(6 + 9)(6 + 8)(6 + 7)
= ( 0.0625)(9.9) + (0.5625)(11.7) + (0.5625 )(17.6 ) + (0.0625 )(18.2 )

= 14.725C
The absolute relative approximate error a obtained between the results from the second and
third order polynomial is
a =

15

14.725 14.138
100
14.725

= 3.9898%

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Comparison Table
Order of
Polynomial

14.65

14.138

14.725

----------

3.6251%

3.9898 %

Temperature
o
C
Absolute Relative
Approximate Error

16

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Thermocline
What is the value of depth at which the thermocline
exists?
2

The position where the thermocline exists is given where

( z + 8)( z + 7)( z + 6)
( z + 9)( z + 7)( z + 6)
(9.9) +
(11.7)
(9 + 8)(9 + 7)(9 + 6)
(8 + 9)(8 + 7)(7.5 + 6)
( z + 9)( z + 8)( z + 6. )
( z + 9)( z + 8)( z + 7)
(17.6) +
(18.2)
+
(7 + 9)(7 + 8)(7 + 6)
(6 + 9)(6 + 8)(6 + 7)

d T
=0
2
dz

T (z) =

9 z 6

= 615.9 262.58 z 35.55 z 2 1.5667 z 3 , 9 z 6

dT
= 262.58 71.10 z 4.7 z 2 , 9 z 6
dz
d 2T
= 71.10 9.4 z , 9 z 6
dz 2
Simply setting this expression equal to zero, we get
0 = 71.10 9.4 z, 9 z 6
17

z = 7.5638 m

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