Interpolation with knowledge of derivatives

In summary, there are many different types of interpolations, most of which are based on knowing the value of a function at different points. However, in this specific scenario, the function's first and second derivatives are known at one point (B) but not at the other points (A and C). This makes it difficult to use traditional interpolation methods. One possible approach could be to make assumptions about the function's behavior and use a fourth degree polynomial, but it may not yield accurate results. Another option is to invent a new interpolation method that takes into account the known derivatives at one point.
  • #1
bruno67
32
0
I want to interpolate a function between the points A, B, C. At A and C I only know the value of the function, but at B (lying between them) I also know the function's first and second derivatives. How would you interpolate between these points?
 
Mathematics news on Phys.org
  • #2
Since you have 5 parameters, you can fit a function of the form y=P(x) where P(x) is a fourth degree polynomial and evaluate P(x) for points in the interval.
 
  • #3
mathman, could you clarify a bit? How are the two derivatives parameters? I don't get that. Sorry for my ignorance; where could I read further into this? I do understand why a fourth degree polynomial would be the starting point.

Edit: Sorry I get it now. What would be a more accurate way to do this?
 
Last edited:
  • #4
There are many different types of interpolations, all based on "what you know" at different points. Most are based on knowing the value of a function at different points. I am not aware of any that use derivatives at some points, but not others. You may just have to get creative and invent your own.

Start by making assumptions about what the function looks like across its domain, assumptions that use a first and second derivative.
 
  • #5
As mathman said, plug the numbers into a fourth degree polynomial. The coefficients are your unknowns. Now take the first and second derivatives of the fourth degree polynomial. Now you have 3 equations, and that's all you're going to get. But the fourth degree polynomial has 5 unknowns. The leftovers could of course be anything; they represent the coordinates of where the point that you took the derivative of was. This point could of course be anywhere. So you can't interpolate.
 
  • #6
Nyxie said:
As mathman said, plug the numbers into a fourth degree polynomial. The coefficients are your unknowns. Now take the first and second derivatives of the fourth degree polynomial. Now you have 3 equations, and that's all you're going to get. But the fourth degree polynomial has 5 unknowns. The leftovers could of course be anything; they represent the coordinates of where the point that you took the derivative of was. This point could of course be anywhere. So you can't interpolate.

The other two equations come from knowing the values of the function at the end points (A and C) of the interval.
 
  • #7
Many thanks for all your replies.
 

1. What is interpolation with knowledge of derivatives?

Interpolation with knowledge of derivatives is a mathematical technique used to estimate values between known data points using the derivative information of the function. It involves using the slope of the function at a given point to determine the value of the function at a nearby point.

2. How does interpolation with knowledge of derivatives work?

Interpolation with knowledge of derivatives works by using the derivative information of a function to construct a polynomial that passes through the known data points. This polynomial can then be used to estimate the value of the function at any point between the known data points.

3. What are the benefits of using interpolation with knowledge of derivatives?

One of the main benefits of using interpolation with knowledge of derivatives is that it can provide more accurate estimates of values between data points compared to other interpolation methods. It also allows for the estimation of values at points outside the range of the known data.

4. In what fields is interpolation with knowledge of derivatives commonly used?

Interpolation with knowledge of derivatives is commonly used in fields such as mathematics, engineering, and physics. It is particularly useful in situations where the data is known to have a smooth and continuous nature, and the derivative information is readily available.

5. Are there any limitations to interpolation with knowledge of derivatives?

One limitation of interpolation with knowledge of derivatives is that it requires the function to be differentiable at all points. If the function is not differentiable, this technique cannot be used. Additionally, it may not accurately estimate values if the data points are too far apart or if there are large variations in the derivative values.

Similar threads

  • MATLAB, Maple, Mathematica, LaTeX
Replies
4
Views
399
  • Programming and Computer Science
Replies
3
Views
327
  • General Math
Replies
20
Views
2K
  • General Math
Replies
2
Views
9K
  • Precalculus Mathematics Homework Help
Replies
4
Views
637
  • Set Theory, Logic, Probability, Statistics
Replies
5
Views
924
  • General Math
Replies
2
Views
1K
  • MATLAB, Maple, Mathematica, LaTeX
Replies
4
Views
822
Replies
8
Views
1K
  • General Math
Replies
2
Views
1K
Back
Top