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Chapter 1: Lagrange Interpolation

  • Page ID
    209033
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    Let \(\mathbb{T} \) be a time scale with forward jump operator and delta differentiation operator \(\sigma \)and \(\Delta\), respectively.

    In this section we construct the Lagrange interpolation polynomial on an arbitrary time scale. We present the theoretical background of this construction and solve numerical examples. We assume that \(\mathbb{T} \)is a given time scale with forward jump operator \(\sigma\) delta derivative operator \(\Delta \)and graininess function \(\mu \).

    Let \(\mathcal{P}_n \), \(n\in \mathbb{N}_0 \), denote the set of all polynomials of degree \(\leq n \)defined over the set \(\mathbb{R} \)of real numbers. Let \(n\in \mathbb{N}\) and \(x_i\in \mathbb{T} \), \(i\in \{0, 1, \ldots, n\} \), be distinct and \(y_i \), \(i\in \{0, 1, \ldots, n\} \), be given real numbers. We will find \(p_n\in \mathcal{P}_n \)such that \(p_n(x_i)=y_i \), \(i\in \{0, 1, \ldots, n\} \). Below we introduce the form of a polynomial taking the given values \(y_i \)at the points \(x_i \)for \(i\in \{0, 1, \ldots, n\} \).

    Theorem

    Suppose that \(n\in \mathbb{N} \). Then there exist polynomials \(L_k\in \mathcal{P}_n \), \(k\in \{0, 1, \ldots, n\} \), such that
    \[
    L_k(x_i)= \left\{
    \begin{array}{l}
    1\quad \text{if}\quad i=k\\ \\
    0\quad \text{if}\quad i\ne k,
    \end{array}
    \right.
    \notag\]
    \(i, k\in \{0, 1, \ldots, n\} \). Moreover,
    \[
    p_n(x)= \sum_{k=0}^n L_k(x) y_k, \quad x\in \mathbb{T},
    \notag\]
    satisfies the condition \(p_n(x_i)=y_i \), \(i\in \{0, 1, \ldots, n\} \), \(p_n\in \mathcal{P}_n \).

    Proof


    Define
    \[
    L_k(x)= C_k\sum_{i=0, i\ne k}^n (x-x_i),\quad x\in \mathbb{T},
    \notag\]
    where \(C_k\in \mathbb{R} \), \(k\in \{0, 1, \ldots, n\} \), will be determined below. We have \(L_k(x_i)=0 \), \(i\in \{0, 1, \ldots, n\} \), \(i\ne k \), and
    \[\begin{aligned}
    L_k(x_k)&=& C_k \prod_{i=0, i\ne k}^n(x_k-x_i)\\ \\
    &=& 1,\quad k\in \{0, 1, \ldots, n\}.
    \end{aligned}\notag\]
    Thus,
    \[
    C_k= \frac{1}{\prod_{i=0, i\ne k}^n(x_k-x_i)},\quad k\in \{0, 1, \ldots, n\},
    \notag\]
    and
    \begin{equation}
    \label{1.4}
    L_k(x)=\prod_{i=0, i\ne k}^n \frac{x-x_i}{x_k-x_i}, \quad x\in \mathbb{T}, \quad k\in \{0, 1, \ldots, n\}.
    \end{equation}
    We have that \(L_k\in \mathcal{P}_n \), \(k\in \{0, 1, \ldots, n\} \), and \(p_n\in \mathcal{P}_n \). This completes the proof.


    The uniqueness of the polynomial given in the previous theorem is proved next.

    Theorem

    Assume that \(n\in \mathbb{N}_0 \). Let \(x_i\in \mathbb{T} \), \(i\in \{0, 1, \ldots, n\} \), be distinct and \(y_i\in \mathbb{R} \), \(i\in \{0, 1, \ldots, n\} \). Then there exists a unique polynomial \(p_n\in \mathcal{P}_n \)such that
    \[
    p_n(x_i)=y_i,\quad i\in \{0, 1, \ldots, n\}.
    \notag\]

    Proof


    The existence of the polynomial \(p_n \)follows by the previous theorem. Suppose that there exist two polynomials \(p_n, q_n \in \mathcal{P}_n \)such that
    \[
    p_n(x_i)=q_n(x_i)=y_i,\quad i\in \{0, 1, \ldots, n\}.
    \notag\]
    Then the polynomial \(h_n=p_n-q_n \)has \(n+1 \)distinct roots. Therefore \(h_n\equiv 0 \)or \(p_n\equiv q_n \). This completes the proof.

    Now, we define formally the polynomial in the above theorems.

    Definition:

    Assume that \(n\in \mathbb{N}_0 \). Let \(x_i\in \mathbb{T} \), \(i\in \{0, 1, \ldots, n\} \), be distinct and \(y_i\in \mathbb{R} \), \(i\in \{0, 1, \ldots, n\} \). The polynomial
    \[
    p_n(x)= \sum_{k=0}^n L_k(x) y_k, \quad x\in \mathbb{T},
    \notag\]
    where \(L_k \), \(k\in \{0, 1, \ldots, n\} \), are defined with \eqref{1.4}, will be called the Lagrange interpolation polynomial of degree \(n \)with interpolation points \(x_i \), \(i\in \{0, 1, \ldots, n\} \).

    Definition:

    Assume that \(n\in \mathbb{N}_0 \). Let \(x_i\in [a, b]\subset \mathbb{T} \), \(i\in \{0, 1, \ldots, n\} \), be distinct and \(f: [a, b]\to \mathbb{R} \)be a given function. The polynomial
    \[
    p_n(x)= \sum_{k=0}^n L_k(x) f(x_k),\quad x\in \mathbb{T},
    \notag\]
    where \(L_k \), \(k\in \{0, 1, \ldots, n\} \), are defined with \eqref{1.4}, will be called the Lagrange interpolation polynomial of degree \(n \)with interpolation points \(x_i \), \(i\in \{0, 1, \ldots, n\} \), for the function \(f \).

    Example

    Let \(\mathbb{T}=\mathbb{Z} \). We will construct the Lagrange interpolation polynomial for the set
    \[
    \{(-3, 0), (-2, 2), (0, 1), (1, 0)\}.
    \notag\]
    Here
    \[\begin{aligned}
    x_0&=& -3,\quad x_1= -2,\quad x_2= 0,\quad x_3= 1,\\ \\
    y_0&=& 0,\quad y_1= 2,\quad y_2= 1, \quad y_3=1,\quad n=3.
    \end{aligned}\notag\]
    Then
    \[\begin{aligned}
    L_0(x)&=& \prod_{i=1}^3\frac{x-x_i}{x_0-x_i}\\ \\
    &=& \frac{(x+2)x(x-1)}{-1\cdot (-3)\cdot (-4)}\\ \\
    &=& -\frac{(x-1) x (x+2)}{12},\\ \\
    L_1(x)&=& \prod_{i=0, i\ne 1}^3 \frac{x-x_i}{x_1-x_i}\\ \\
    &=& \frac{(x+3)x(x-1)}{1\cdot (-2)\cdot (-3)}\\ \\
    &=& \frac{(x-1) x(x+3)}{6},\\ \\
    L_2(x)&=& \prod_{i=0, i\ne 2}^3 \frac{x-x_i}{x_2-x_i}\\ \\
    &=& \frac{(x+3)(x+2)(x-1)}{3\cdot 2\cdot (-1)}\\ \\
    &=& -\frac{(x-1)(x+2)(x+3)}{6},\\ \\
    L_3(x)&=& \prod_{i=0}^2 \frac{x-x_i}{x_3-x_i}\\ \\
    &=& \frac{(x+3)(x+2)x}{4\cdot 3\cdot 1}\\ \\
    &=& \frac{x(x+2)(x+3)}{12},\quad x\in \mathbb{T}.
    \end{aligned}\notag\]
    Hence,
    \[\begin{aligned}
    p_3(x)&=& y_0 L_0(x)+y_1 L_1(x)+y_2 L_2(x)+y_3 L_3(x)\\ \\
    &=& 2\left(\frac{x(x-1)(x+3)}{6}\right)-\frac{(x-1)(x+2)(x+3)}{6}\\ \\
    &&+ \frac{x(x+2)(x+3)}{12}\\ \\
    &=& \frac{(x-2)(x-1)(x+3)}{6}+\frac{x(x+2)(x+3)}{12}\\ \\
    &=& \frac{(x+3)(2(x-1)(x-2)+x(x+2))}{12}\\ \\
    &=& \frac{(x+3)(3x^2-4x+4)}{12},\quad x\in \mathbb{T}.
    \end{aligned}\notag\]

    Exercise

    Let \(\mathbb{T}=2^{\mathbb{N}_0} \). Construct the Lagrange interpolation polynomial for the set
    \[
    \{(1, -1), (4, 0), (8, 1), (16, 2)\}.
    \notag\]

    Suppose that \(n\in \mathbb{N}_0 \)and \(x_j\in \mathbb{T} \), \(j\in \{0, 1, \ldots, n\} \), are distinct points. For \(x\in \mathbb{T} \)we define the polynomials
    \[
    \pi_{n+1}(x)=\prod_{j=0}^n (x-x_j),\quad \Pi_{n+1}^k(x)=\pi_{n+1}^{\Delta^k}(x),\quad k\in \mathbb{N}_0.
    \notag\]

    Example

    Let \(\mathbb{T}=2^{\mathbb{N}_0} \), \(x_0=1 \), \(x_1=2 \). Here
    \[
    n=1,\quad \sigma(x)=2x,\quad x\in \mathbb{T}.
    \notag\]
    Then
    \[\begin{aligned}
    \pi_2(x)&=&(x-1)(x-2)\\ \\
    &=& x^2-3x+2,\quad x\in \mathbb{T},
    \end{aligned}\notag\]
    and
    \[\begin{aligned}
    \Pi_2^1(x)&=& \pi_2^{\Delta}(x)\\ \\
    &=& \sigma(x)+x-3\\ \\
    &=& 3x-3, \\ \\
    \Pi_2^2(x)&=& \pi_2^{\Delta^2}(x)\\ \\
    &=& 3,\quad x\in\mathbb{T}.
    \end{aligned}\notag\]

    Example

    Let \(\mathbb{T}=\mathbb{Z} \)and
    \[
    x_0=1,\quad x_1=2,\quad x_2=3.
    \notag\]
    Then
    \[\begin{aligned}
    \pi_3(x)&=& (x-1)(x-2)(x-3)\\ \\
    &=& (x^2-3x+2)(x-3)\\ \\
    &=& x^3-6x^2+11x-6,\quad x\in \mathbb{T}.
    \end{aligned}\notag\]
    We have
    \[
    \sigma(x)= x+1,\quad x\in \mathbb{T},
    \notag\]
    and
    \[\begin{aligned}
    \Pi_3^1(x)&=& \pi_3^{\Delta}(x)\\ \\
    &=&(\sigma(x))^2+x \sigma(x)+x^2-6(\sigma(x)+x)+11\\ \\
    &=& (x+1)^2+x(x+1)+x^2-6(x+1+x)+11\\ \\
    &=& 3x^2-9x+6,\\ \\
    \Pi_3^2(x)&=& \pi_3^{\Delta^2}(x)\\ \\
    &=& 3(\sigma(x)+x)-9\\ \\
    &=& 6x-6,\\ \\
    \Pi_3^3(x)&=& \pi_3^{\Delta^3}(x)\\ \\
    &=& 6,\quad x\in \mathbb{T}.
    \end{aligned}\notag\]

    Exercise

    Let \(\mathbb{T}=\left(\frac{1}{4}\right)^{\mathbb{N}_0} \),
    \[
    x_0=\frac{1}{64},\quad x_1=\frac{1}{16},\quad x_2=\frac{1}{4},\quad x_3= 1.
    \notag\]
    Find \(\pi_4(x) \), \(\Pi_4^1(x) \), \(\Pi_4^2(x) \), \(\Pi_4^3(x) \), \(\Pi_4^4(x) \), \(x\in \mathbb{T} \).

    The following theorem gives the error in approximating a function \(f \)by a Lagrange polynomial.

    Theorem

    Suppose that \(n\in \mathbb{N}_0 \), \(a, b\in \mathbb{T} \), \(a<b \), \(x_j\in [a, b] \), \(j\in \{0, 1, \ldots, n\} \), are distinct and \(f: [a, b]\to \mathbb{R} \), \(f^{\Delta^k}(x) \)exist for any \(x\in [a, b] \)and for any \(k\in \{1, \ldots, n+1\} \). Then for any \(x\in [a, b] \)there exists \(\xi=\xi(x)\in (a, b) \)such that
    \[
    f(x)-p_n(x)= \frac{f^{\Delta^{n+1}}(\xi)}{\Pi_{n+1}^{n+1}(\xi)}\pi_{n+1}(x),\quad x\in [a, b],
    \notag\]
    or
    \[
    F_{min, n+1}(\xi)\leq \frac{f(x)-p_n(x)}{\pi_{n+1}(x)}\leq F_{max, n+1}(\xi),\quad x\in [a, b],
    \notag\]
    where
    \[\begin{aligned}
    F_{max, n+1}(\xi)&=& \max\left\{ \frac{f^{\Delta^{n+1}}(\xi)}{\Pi_{n+1}^{n+1}(\xi)}, \frac{f^{\Delta^{n+1}}(\rho(\xi))}{\Pi_{n+1}^{n+1}(\rho(\xi))}\right\},\\ \\
    F_{min, n+1}(\xi)&=& \min\left\{ \frac{f^{\Delta^{n+1}}(\xi)}{\Pi_{n+1}^{n+1}(\xi)}, \frac{f^{\Delta^{n+1}}(\rho(\xi))}{\Pi_{n+1}^{n+1}(\rho(\xi))}\right\}.
    \end{aligned}\notag\]

    Proof


    Let \(p_n \)be the Lagrange interpolation polynomial for the function \(f \)with interpolation points \(x_j \), \(j\in \{0, 1, \ldots, n\} \). Define the function
    \[
    \phi(t)= f(t)-p_n(t)-\frac{f(x)-p_n(x)}{\pi_{n+1}(x)}\pi_{n+1}(t),\quad t\in [a, b].
    \notag\]
    Then
    \[\begin{aligned}
    \phi(x_j)&=& f(x_j)-p_n(x_j)-\frac{f(x)-p_n(x)}{\pi_{n+1}(x)}\pi_{n+1}(x_j)\\ \\
    &=& f(x_j)-f(x_j)\\ \\
    &=& 0,\quad j\in \{0, 1, \ldots, n\},
    \end{aligned}\notag\]
    and \(\phi(x)=0 \). Thus, \(\phi: [a, b]\to \mathbb{R} \)has at least \(n+2 \) generalized zeros (GZs). Hence and the Rolle theorem, it follows that \(\phi^{\Delta^{n+1}} \)has at least one GZ on \((a, b) \). Therefore there exists an \(\xi=\xi(x)\in (a, b) \)such that
    \[
    \phi^{\Delta^{n+1}}(\xi)=0\quad \text{or}\quad \phi^{\Delta^{n+1}}(\rho(\xi))\phi^{\Delta^{n+1}}(\xi)<0.
    \notag\]
    Note that
    \[
    \phi^{\Delta^{n+1}}(t)= f^{\Delta^{n+1}}(t)-\frac{f(x)-p_n(x)}{\pi_{n+1}(x)}\pi_{n+1}^{\Delta^{n+1}}(t),\quad t\in [a, b].
    \notag\]

    1. Let \(\phi^{\Delta^{n+1}}(\xi)=0 \). Then
    \[
    f^{\Delta^{n+1}}(\xi)= \frac{f(x)-p_n(x)}{\pi_{n+1}(x)}\pi_{n+1}^{\Delta^{n+1}}(\xi)
    \notag\]
    or
    \[\begin{aligned}
    f(x)-p_n(x)&=& \frac{f^{\Delta^{n+1}}(\xi)}{\pi_{n+1}^{\Delta^{n+1}}(\xi)}\pi_{n+1}(x)\\ \\
    &=& \frac{f^{\Delta^{n+1}}(\xi)}{\Pi_{n+1}^{n+1}(\xi)}\pi_{n+1}(x).
    \end{aligned}\notag\]

    2. Let
    \[
    \phi^{\Delta^{n+1}}(\rho(\xi))\phi^{\Delta^{n+1}}(\xi)<0.
    \notag\]
    Then
    \[\begin{aligned}
    \phi^{\Delta^{n+1}}(\rho(\xi))&=& f^{\Delta^{n+1}}(\rho(\xi))-\frac{f(x)-p_n(x)}{\pi_{n+1}(x)}\pi_{n+1}^{\Delta^{n+1}}(\rho(\xi))\\ \\
    &=& f^{\Delta^{n+1}}(\rho(\xi))-\frac{f(x)-p_n(x)}{\pi_{n+1}(x)}\Pi_{n+1}^{n+1}(\rho(\xi)),
    \end{aligned}\notag\]
    and
    \[
    \phi^{\Delta^{n+1}}(\xi)= f^{\Delta^{n+1}}(\xi)-\frac{f(x)-p_n(x)}{\pi_{n+1}(x)}\Pi_{n+1}^{n+1}(\xi).
    \notag\]
    Hence,
    \[\begin{aligned}
    0&>& \phi^{\Delta^{n+1}}(\rho(\xi))\phi^{\Delta^{n+1}}(\xi)\\ \\
    &=& \left(f^{\Delta^{n+1}}(\rho(\xi))-\frac{f(x)-p_n(x)}{\pi_{n+1}(x)}\Pi_{n+1}^{n+1}(\rho(\xi))\right)\\ \\
    &&\times \left(f^{\Delta^{n+1}}(\xi)-\frac{f(x)-p_n(x)}{\pi_{n+1}(x)}\Pi_{n+1}^{n+1}(\xi)\right)\\ \\
    &=& \left(\frac{f(x)-p_n(x)}{\pi_{n+1}(x)}\right)^2\Pi_{n+1}^{n+1}(\rho(\xi))\Pi_{n+1}^{n+1}(\xi)\\ \\
    &&-\frac{f(x)-p_n(x)}{\pi_{n+1}(x)}\left(\Pi_{n+1}^{n+1}(\rho(\xi))f^{\Delta^{n+1}}(\xi)+\Pi_{n+1}^{n+1}(\xi) f^{\Delta^{n+1}}(\rho(\xi))\right)\\ \\
    &&+f^{\Delta^{n+1}}(\rho(\xi))f^{\Delta^{n+1}}(\xi).
    \end{aligned}\notag\]
    Hence,
    \[
    F_{min, n+1}(\xi)\leq \frac{f(x)-p_n(x)}{\pi_{n+1}(x)}\leq F_{max, n+1}(\xi).
    \notag\]
    This completes the proof.

    Note that as stated in the next remark, the error vanishes if the number of data points increases to infinity.

    Note

    Suppose that all conditions of the previous theorem hold. If
    \[
    \lim_{n\to\infty} \max_{x\in [a, b]}\left(\frac{f^{\Delta^{n+1}}(\xi)}{\Pi_{n+1}^{n+1}(\xi)}\pi_{n+1}(x)\right)=0
    \notag\]
    and
    \[
    \lim_{n\to\infty} \max_{x\in [a, b]}\left(\frac{f^{\Delta^{n+1}}(\rho(\xi))}{\Pi_{n+1}^{n+1}(\rho(\xi))}\pi_{n+1}(x)\right)=0,
    \notag\]
    then
    \[
    \lim_{n\to\infty}\max_{x\in [a, b]}|f(x)-p_n(x)|=0.
    \notag\]

    Example

    Let \(\mathbb{T}=\displaystyle \left\{0,\frac{1}{6},\frac{1}{4},\frac{1}{2},1,2,3,4\right\} \). Let
    \[
    a=x_0=0,\quad x_1=\frac{1}{4},\quad x_2=1,\quad x_3=3,\quad b=4,
    \notag\]
    and
    \[
    f(x)=\frac{x+1}{x^2+x+6},\quad x\in \mathbb{T}.
    \notag\]
    We will construct the Lagrange interpolation polynomial \(p_3 \)of \(f \)for the points \(x_0, x_1, x_2, x_3 \)and compare the graphs of
    \(p_3 \)and \(f \).
    First, note that
    \[\begin{aligned}
    f(x_0)&=& f(0)=\frac{1}{6},\\
    f(x_1)&=&f(\frac{1}{4})=\frac{20}{101},\\
    f(x_2)&=&f(1)=\frac{1}{4},\\
    f(x_3)&=&f(3)=\frac{2}{9}.
    \end{aligned}\notag\]
    Also, we compute
    \[\begin{aligned}
    L_0(x)&=&\displaystyle \frac{(x-\frac{1}{4})(x-1)(x-3)}{(0-\frac{1}{4})(0-1)(0-3)}\\
    &=& \displaystyle -\frac{4}{3}(x-\frac{1}{4})(x-1)(x-3),\\\\
    L_1(x)&=&\displaystyle \frac{(x-0)(x-1)(x-3)}{(\frac{1}{4}-0)(\frac{1}{4}-1)(\frac{1}{4}-3)}\\
    &=& \displaystyle \frac{64}{33}x(x-1)(x-3,)\\\\
    L_2(x)&=&\displaystyle \frac{(x-0)(x-\frac{1}{4})(x-3)}{(1-0)(1-\frac{1}{4})(1-3)}\\
    &=& \displaystyle -\frac{2}{3}x(x-\frac{1}{4})(x-3),\\\\
    L_3(x)&=&\displaystyle \frac{(x-0)(x-\frac{1}{4})(x-1)}{(3-0)(3-\frac{1}{4})(3-1)}\\
    &=& \displaystyle \frac{2}{33}x(x-\frac{1}{4})(x-1),\quad x\in \mathbb{T}.
    \end{aligned}\notag\]
    Then the Lagrange interpolation polynomial \(p_3 \)of \(f \)for the points \(\displaystyle 0, \frac{1}{4}, 1, 3 \) is
    \[\begin{aligned}
    p_3(x)&=&\displaystyle f(0)L_0(x)+f(\frac{1}{4})L_1(x)+f(1)L_2(x)+f(3)L_3(x) \\
    &=& \displaystyle\frac{1}{6}\left(-\frac{4}{3}(x-\frac{1}{4})(x-1)(x-3)\right) \\
    &+& \displaystyle\frac{20}{101}\left(\frac{64}{33}x(x-1)(x-3)\right) \\
    &+& \displaystyle\frac{1}{4}\left(-\frac{2}{3}x(x-\frac{1}{4})(x-3)\right)\\
    &+& \displaystyle\frac{2}{9}\left(\frac{2}{33}x(x-\frac{1}{4})(x-1)\right)\\
    &=& \displaystyle-\frac{2}{9}(x-\frac{1}{4})(x-1)(x-3)\\
    &+&\frac{1280}{3333}x(x-1)(x-3)\\
    &-& \displaystyle \frac{1}{6}x(x-\frac{1}{4})(x-3)\\
    &+&\frac{4}{297}x(x-\frac{1}{4})(x-1),\quad x\in \mathbb{T}.
    \end{aligned}\notag\]


    This page titled Chapter 1: Lagrange Interpolation is shared under a CC BY 4.0 license and was authored, remixed, and/or curated by Svetlin G. Georgiev.

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