Interpolation with knowledge of derivatives

AI Thread Summary
To interpolate a function between points A, B, and C, where A and C provide function values and B provides first and second derivatives, a fourth degree polynomial can be used. This polynomial has five unknown coefficients, but only three equations can be derived from the known values and derivatives, making complete interpolation impossible. The remaining unknowns represent coordinates that could be anywhere, complicating the interpolation process. While traditional interpolation methods typically rely on function values, incorporating derivatives adds complexity and may require creative solutions. Ultimately, assumptions about the function's behavior across its domain are necessary to proceed with interpolation.
bruno67
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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?
 
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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.
 
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?
 
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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.
 
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.
 
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.
 
Many thanks for all your replies.
 

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