Interpolation & Polynomial Approximation Hermite Interpolation I

Osculating Polynomials

Hermite Polynomials

Example

Outline

Osculating & Hermite Polynomials

Osculating Polynomials

Hermite Polynomials

Example

Outline

Osculating & Hermite Polynomials

The Precise Form of the Hermite Polynomials

Osculating Polynomials

Hermite Polynomials

Example

Outline

Osculating & Hermite Polynomials

The Precise Form of the Hermite Polynomials

Example: Constructing the Hermite Polynomial using Lagrange Polynomials

Osculating Polynomials

Hermite Polynomials

Example

Outline

Osculating & Hermite Polynomials

The Precise Form of the Hermite Polynomials

Example: Constructing the Hermite Polynomial using Lagrange Polynomials

Osculating Polynomials

Hermite Polynomials

Example

Hermite Interpolation: Osculating Polynomials

Osculating Polynomials

Osculating Polynomials

Hermite Polynomials

Example

Hermite Interpolation: Osculating Polynomials

Osculating Polynomials
Osculating polynomials generalize both the Taylor polynomials and the Lagrange polynomials.

Osculating Polynomials

Hermite Polynomials

Example

Hermite Interpolation: Osculating Polynomials

Osculating Polynomials
Osculating polynomials generalize both the Taylor polynomials and the Lagrange polynomials. Suppose that we are given n + 1 distinct numbers x0 , x1 , . . . , xn in [a, b] and nonnegative integers m0 , m1 , . . . , mn , and m = max{m0 , m1 , . . . , mn }.

Osculating Polynomials

Hermite Polynomials

Example

Hermite Interpolation: Osculating Polynomials

Osculating Polynomials
Osculating polynomials generalize both the Taylor polynomials and the Lagrange polynomials. Suppose that we are given n + 1 distinct numbers x0 , x1 , . . . , xn in [a, b] and nonnegative integers m0 , m1 , . . . , mn , and m = max{m0 , m1 , . . . , mn }. The osculating polynomial approximating a function f C m [a, b] at xi , for each i = 0, . . . , n, is the polynomial of least degree that has the same values as the function f and all its derivatives of order less than or equal to mi at each xi .

Osculating Polynomials

Hermite Polynomials

Example

Hermite Interpolation: Osculating Polynomials

Osculating Polynomials (Contd)

The degree of this osculating polynomial is at most
n

M=
i=0

mi + n

Osculating Polynomials

Hermite Polynomials

Example

Hermite Interpolation: Osculating Polynomials

Osculating Polynomials (Contd)

The degree of this osculating polynomial is at most
n

M=
i=0

mi + n

because the number of conditions to be satised is n mi + (n + 1), i=0 and a polynomial of degree M has M + 1 coefcients that can be used to satisfy these conditions.

Osculating Polynomials

Hermite Polynomials

Example

Hermite Interpolation: Osculating Polynomials

Denition: Osculating Polynomial

Osculating Polynomials

Hermite Polynomials

Example

Hermite Interpolation: Osculating Polynomials

Denition: Osculating Polynomial
Let x0 , x1 , . . . , xn be n + 1 distinct numbers in [a, b] and let mi be a nonnegative integer for i = 0, 1, . . . , n.

Osculating Polynomials

Hermite Polynomials

Example

Hermite Interpolation: Osculating Polynomials

Denition: Osculating Polynomial
Let x0 , x1 , . . . , xn be n + 1 distinct numbers in [a, b] and let mi be a nonnegative integer for i = 0, 1, . . . , n. Suppose that f C m [a, b], where m = max0in mi .

Osculating Polynomials

Hermite Polynomials

Example

Hermite Interpolation: Osculating Polynomials

Denition: Osculating Polynomial
Let x0 , x1 , . . . , xn be n + 1 distinct numbers in [a, b] and let mi be a nonnegative integer for i = 0, 1, . . . , n. Suppose that f C m [a, b], where m = max0in mi . The osculating polynomial approximating f is the polynomial P(x) of least degree such that d k P(xi ) d k f (xi ) = dx k dx k for each i = 0, 1, . . . , n and k = 0, 1, . . . , mi .

Osculating Polynomials

Hermite Polynomials

Example

Hermite Interpolation: Osculating Polynomials

Denition: Osculating Polynomial
Let x0 , x1 , . . . , xn be n + 1 distinct numbers in [a, b] and let mi be a nonnegative integer for i = 0, 1, . . . , n. Suppose that f C m [a, b], where m = max0in mi . The osculating polynomial approximating f is the polynomial P(x) of least degree such that d k P(xi ) d k f (xi ) = dx k dx k for each i = 0, 1, . . . , n and k = 0, 1, . . . , mi . The osculating polynomial approximating f is the m0 th Taylor polynomial for f at x0 when n = 0 and the nth Lagrange polynomial interpolating f on x0 , x1 , . . . , xn when mi = 0 for each i.

Osculating Polynomials

Hermite Polynomials

Example

Hermite Polynomials
Osculating Polynomials
d k P(xi ) d k f (xi ) = dx k dx k for each i = 0, 1, . . . , n and k = 0, 1, . . . , mi .

Hermite Polynomials

Osculating Polynomials

Hermite Polynomials

Example

Hermite Polynomials
Osculating Polynomials
d k P(xi ) d k f (xi ) = dx k dx k for each i = 0, 1, . . . , n and k = 0, 1, . . . , mi .

Hermite Polynomials
The case when mi = 1, for each i = 0, 1, . . . , n, gives the Hermite polynomials.

Osculating Polynomials

Hermite Polynomials

Example

Hermite Polynomials
Osculating Polynomials
d k P(xi ) d k f (xi ) = dx k dx k for each i = 0, 1, . . . , n and k = 0, 1, . . . , mi .

Hermite Polynomials
The case when mi = 1, for each i = 0, 1, . . . , n, gives the Hermite polynomials. For a given function f , these polynomials agree with f at x0 , x1 , . . . , xn .

Osculating Polynomials

Hermite Polynomials

Example

Hermite Polynomials
Osculating Polynomials
d k P(xi ) d k f (xi ) = dx k dx k for each i = 0, 1, . . . , n and k = 0, 1, . . . , mi .

Hermite Polynomials
The case when mi = 1, for each i = 0, 1, . . . , n, gives the Hermite polynomials. For a given function f , these polynomials agree with f at x0 , x1 , . . . , xn . In addition, since their rst derivatives agree with those of f , they have the same shape as the function at (xi , f (xi )) in the sense that the tangent lines to the polynomial and the function agree.

Osculating Polynomials

Hermite Polynomials

Example

Outline

Osculating & Hermite Polynomials

The Precise Form of the Hermite Polynomials

Example: Constructing the Hermite Polynomial using Lagrange Polynomials

Osculating Polynomials

Hermite Polynomials

Example

Precise Form of the Hermite Polynomials

Theorem
If f C 1 [a, b] and x0 , . . . , xn [a, b] are distinct, the unique polynomial of least degree agreeing with f and f at x0 , . . . , xn is the Hermite polynomial of degree at most 2n + 1 given by
n n

H2n+1 (x) =
j=0

f (xj )Hn,j (x) +

j=0

f (xj )Hn,j (x)

where, for Ln,j (x) denoting the jth Lagrange coefcient polynomial of degree n, we have Hn,j (x) = [1 2(x xj )Ln,j (xj )]L2 (x) and n,j Hn,j (x) = (x xj )L2 (x) n,j

Continued on the next slide . . .

Osculating Polynomials

Hermite Polynomials

Example

Precise Form of the Hermite Polynomials

H2n+1 (x) =
j=0

f (xj )Hn,j (x) +

j=0

f (xj )Hn,j (x)

Theorem (Contd)
Moreover, if f C 2n+2 [a, b], then f (x) = H2n+1 (x) + (x x0 )2 . . . (x xn )2 (2n+2) f ((x)) (2n + 2)!

for some (generally unknown) (x) in the interval (a, b).

Osculating Polynomials

Hermite Polynomials

Example

Precise Form of the Hermite Polynomials

Proof (1/4)
First recall that Ln,j (xi ) = 0, 1, if i = j if i = j

Osculating Polynomials

Hermite Polynomials

Example

Precise Form of the Hermite Polynomials

Proof (1/4)
First recall that Ln,j (xi ) = Hence when i = j, Hn,j (xi ) = 0 and Hn,j (xi ) = 0 0, 1, if i = j if i = j

Osculating Polynomials

Hermite Polynomials

Example

Precise Form of the Hermite Polynomials

Proof (1/4)
First recall that Ln,j (xi ) = Hence when i = j, Hn,j (xi ) = 0 whereas, for each i, Hn,i (xi ) = [1 2(xi xi )Ln,i (xi )] 1 = 1 Hn,i (xi ) = (xi xi ) 12 = 0 and Hn,j (xi ) = 0 0, 1, if i = j if i = j

and

Osculating Polynomials

Hermite Polynomials

Example

Precise Form of the Hermite Polynomials

Proof (2/4)
As a consequence
n n

H2n+1 (xi ) =
j=0 j=i

f (xj ) 0 + f (xi ) 1 +
j=0

f (xj ) 0 = f (xi )

so H2n+1 agrees with f at x0 , x1 , . . . , xn .

Osculating Polynomials

Hermite Polynomials

Example

Precise Form of the Hermite Polynomials

Proof (2/4)
As a consequence
n n

H2n+1 (xi ) =
j=0 j=i

f (xj ) 0 + f (xi ) 1 +
j=0

f (xj ) 0 = f (xi )

so H2n+1 agrees with f at x0 , x1 , . . . , xn . To show the agreement of H2n+1 with f at the nodes, rst note that Ln,j (x) is a factor of Hn,j (x), so Hn,j (xi ) = 0 when i = j.

Osculating Polynomials

Hermite Polynomials

Example

Precise Form of the Hermite Polynomials

Proof (3/4)
In addition, when i = j we have Ln,i (xi ) = 1, so Hn,i (xi ) = 2Ln,i (xi ) L2 (xi ) + [1 2(xi xi )Ln,i (xi )]2Ln,i (xi )Ln,i (xi ) n,i = 2Ln,i (xi ) + 2Ln,i (xi ) = 0 Hence, Hn,j (xi ) = 0 for all i and j.

Osculating Polynomials

Hermite Polynomials

Example

Precise Form of the Hermite Polynomials

Proof (3/4)
In addition, when i = j we have Ln,i (xi ) = 1, so Hn,i (xi ) = 2Ln,i (xi ) L2 (xi ) + [1 2(xi xi )Ln,i (xi )]2Ln,i (xi )Ln,i (xi ) n,i = 2Ln,i (xi ) + 2Ln,i (xi ) = 0 Hence, Hn,j (xi ) = 0 for all i and j. Finally, Hn,j (xi ) = L2 (xi ) + (xi xj )2Ln,j (xi )Ln,j (xi ) n,j = Ln,j (xi )[Ln,j (xi ) + 2(xi xj )Ln,j (xi )] so Hn,j (xi ) = 0 if i = j and Hn,i (xi ) = 1.

Osculating Polynomials

Hermite Polynomials

Example

Precise Form of the Hermite Polynomials

Proof (4/4)
Combining these facts, we have
n n

H2n+1 (xi ) =
j=0

f (xj ) 0 +
j=0 j=i

f (xj ) 0 + f (xi ) 1 = f (xi )

Osculating Polynomials

Hermite Polynomials

Example

Precise Form of the Hermite Polynomials

Proof (4/4)
Combining these facts, we have
n n

H2n+1 (xi ) =
j=0

f (xj ) 0 +
j=0 j=i

f (xj ) 0 + f (xi ) 1 = f (xi )

Therefore, H2n+1 agrees with f and H2n+1 with f at x0 , x1 , . . . , xn .

Osculating Polynomials

Hermite Polynomials

Example

Outline

Osculating & Hermite Polynomials

The Precise Form of the Hermite Polynomials

Example: Constructing the Hermite Polynomial using Lagrange Polynomials

Osculating Polynomials

Hermite Polynomials

Example

Constructing the Hermite Polynomial

Example: Constructing H5 (x)

Use the Hermite polynomial that agrees with the data listed in the following table to nd an approximation to f (1.5). k 0 1 2 xk 1.3 1.6 1.9 f (xk ) 0.6200860 0.4554022 0.2818186 f (xk ) 0.5220232 0.5698959 0.5811571

Osculating Polynomials

Hermite Polynomials

Example

Constructing the Hermite Polynomial H5 (x)

Solution (1/5)
We rst compute the Lagrange polynomials and their derivatives.

Osculating Polynomials

Hermite Polynomials

Example

Constructing the Hermite Polynomial H5 (x)

Solution (1/5)
We rst compute the Lagrange polynomials and their derivatives. This gives L2,0 (x) = 50 2 175 152 (x x1 )(x x2 ) x x+ = (x0 x1 )(x0 x2 ) 9 9 9

Osculating Polynomials

Hermite Polynomials

Example

Constructing the Hermite Polynomial H5 (x)

Solution (1/5)
We rst compute the Lagrange polynomials and their derivatives. This gives L2,0 (x) = L2,0 (x) = 50 2 175 152 (x x1 )(x x2 ) x x+ = (x0 x1 )(x0 x2 ) 9 9 9 175 100 x 9 9

Osculating Polynomials

Hermite Polynomials

Example

Constructing the Hermite Polynomial H5 (x)

Solution (1/5)
We rst compute the Lagrange polynomials and their derivatives. This gives L2,0 (x) = L2,0 (x) = L2,1 (x) = 50 2 175 152 (x x1 )(x x2 ) x x+ = (x0 x1 )(x0 x2 ) 9 9 9 175 100 x 9 9 (x x0 )(x x2 ) 100 2 320 247 = x + x (x1 x0 )(x1 x2 ) 9 9 9

Osculating Polynomials

Hermite Polynomials

Example

Constructing the Hermite Polynomial H5 (x)

Solution (1/5)
We rst compute the Lagrange polynomials and their derivatives. This gives L2,0 (x) = L2,0 (x) = L2,1 (x) = L2,1 (x) = 50 2 175 152 (x x1 )(x x2 ) x x+ = (x0 x1 )(x0 x2 ) 9 9 9 175 100 x 9 9 (x x0 )(x x2 ) 100 2 320 247 = x + x (x1 x0 )(x1 x2 ) 9 9 9 320 200 x+ 9 9

Osculating Polynomials

Hermite Polynomials

Example

Constructing the Hermite Polynomial H5 (x)

Solution (2/5)
and, nally L2,2 = 50 2 145 104 (x x0 )(x x1 ) = x x+ (x2 x0 )(x2 x1 ) 9 9 9

Osculating Polynomials

Hermite Polynomials

Example

Constructing the Hermite Polynomial H5 (x)

Solution (2/5)
and, nally L2,2 = L2,2 (x) = 50 2 145 104 (x x0 )(x x1 ) = x x+ (x2 x0 )(x2 x1 ) 9 9 9 100 145 x 9 9

Osculating Polynomials

Hermite Polynomials

Example

Constructing the Hermite Polynomial H5 (x)

Solution (3/5)
The polynomials H2,j (x) and H2,j (x) are then H2,0 (x) = [1 2(x 1.3)(5)] 152 50 2 175 x x+ 9 9 9
2

Osculating Polynomials

Hermite Polynomials

Example

Constructing the Hermite Polynomial H5 (x)

Solution (3/5)
The polynomials H2,j (x) and H2,j (x) are then H2,0 (x) = [1 2(x 1.3)(5)] = (10x 12) 152 50 2 175 x x+ 9 9 9
2 2

50 2 175 152 x x+ 9 9 9

Osculating Polynomials

Hermite Polynomials

Example

Constructing the Hermite Polynomial H5 (x)

Solution (3/5)
The polynomials H2,j (x) and H2,j (x) are then H2,0 (x) = [1 2(x 1.3)(5)] = (10x 12) H2,1 (x) = 1 152 50 2 175 x x+ 9 9 9
2 2

50 2 175 152 x x+ 9 9 9
2

100 2 320 247 x + x 9 9 9

Osculating Polynomials

Hermite Polynomials

Example

Constructing the Hermite Polynomial H5 (x)

Solution (3/5)
The polynomials H2,j (x) and H2,j (x) are then H2,0 (x) = [1 2(x 1.3)(5)] = (10x 12) H2,1 (x) = 1 152 50 2 175 x x+ 9 9 9
2 2

50 2 175 152 x x+ 9 9 9
2

100 2 320 247 x + x 9 9 9

H2,2 (x) = 10(2 x)

50 2 145 104 x x+ 9 9 9

Osculating Polynomials

Hermite Polynomials

Example

Constructing the Hermite Polynomial H5 (x)

Solution (4/5)
H2,0 (x) = (x 1.3) 152 50 2 175 x x+ 9 9 9
2

Osculating Polynomials

Hermite Polynomials

Example

Constructing the Hermite Polynomial H5 (x)

Solution (4/5)
H2,0 (x) = (x 1.3) H2,1 (x) = (x 1.6) 152 50 2 175 x x+ 9 9 9
2

247 100 2 320 x + x 9 9 9

Osculating Polynomials

Hermite Polynomials

Example

Constructing the Hermite Polynomial H5 (x)

Solution (4/5)
H2,0 (x) = (x 1.3) H2,1 (x) = (x 1.6) H2,2 (x) = (x 1.9) 152 50 2 175 x x+ 9 9 9
2

247 100 2 320 x + x 9 9 9 104 50 2 145 x x+ 9 9 9

2

Osculating Polynomials

Hermite Polynomials

Example

Constructing the Hermite Polynomial H5 (x)

Solution (5/5): and nally . . .

Osculating Polynomials

Hermite Polynomials

Example

Constructing the Hermite Polynomial H5 (x)

Solution (5/5): and nally . . .
H5 (x) = 0.6200860H2,0 (x) + 0.4554022H2,1 (x) + 0.2818186H2,2 (x) 0.5220232H2,0 (x) 0.5698959H2,1 (x) 0.5811571H2,2 (x) so that H5 (1.5) = 0.6200860 0.5220232 0.5811571 4 27 + 0.4554022 64 81 + 0.2818186 32 405 5 81

4 405 2 405

0.5698959 = 0.5118277

a result that is accurate to the places listed.

Osculating Polynomials

Hermite Polynomials

Example

Constructing the Hermite Polynomial

Observation
Although the theorem provides a complete description of the Hermite polynomials, it is clear from this example that the need to determine and evaluate the Lagrange polynomials and their derivatives makes the procedure tedious even for small values of n.

Osculating Polynomials

Hermite Polynomials

Example

Constructing the Hermite Polynomial

Observation
Although the theorem provides a complete description of the Hermite polynomials, it is clear from this example that the need to determine and evaluate the Lagrange polynomials and their derivatives makes the procedure tedious even for small values of n.

Remedy
We will turn to an alternative method for generating Hermite approximations that has as its basis the Newton interpolatory divided-difference formula at x0 , x1 , . . . , xn , that is,
n

Pn (x) = f [x0 ] +
k =1

f [x0 , x1 , . . . , xk ](x x0 ) (x xk 1 )