MATH2600: Numerical Analysis (Year 2015/16)

Jitse Niesen

Coursework 2: Due 12 November

This coursework will give you practice on the type of questions that will be set in the
exam. Your script should be handed in before 17:00 in your markers homework
locker on Thursday 12 November. (Please use a stapler to attach your homework
sheets together.) You can find the name of your marker in the folders near the homework
lockers. Late coursework will be marked down. It is your responsibility to alert your
marker if you hand in work late.
Your work will be marked, for proper mathematical style, as well as for correctness and
completeness. Clearly state any result from the lectures that you use. You are expected to
hand in well-presented and structured scripts, using proper mathematical writing; rushed
papers will be penalised.

Question CW2.1
(a) Let x1 < x2 < . . . < xn . Write down an expression for the polynomial Lk (x) of
degree n 1 that satisfies the conditions,
(
1 if x = xk ;
Lk (x) =
0 if x = xi with i 6= k.
Hence find the equation of the polynomial P (x) of degree n 1 such that
P (x) = f (x) for x = x1 , x2 , . . . , xn .
(b) Find the polynomial that interpolates f (x) = ex through the points x1 = 0.2,
x2 = 0 and x3 = 0.2. Use this polynomial to estimate the value of f (0.15) and find
the error from the actual value.
(c) Let three interpolation points be given by x1 = h, x2 = 0 and x3 = h with h > 0.
Using the general error formula for polynomial interpolation on n points,
n

f (n) () Y
(x xk ) for some [x1 , xn ],
f (x) P (x) =
n! k=1
show that the error in quadratic interpolation for f (x) = ex on [x1 , x3 ] satisfies
h3 eh
|ex P (x)| .
9 3
Check that the error calculated in part (b) is consistent with the error formula.

MATH2600: Numerical Analysis (Year 2015/16)

Jitse Niesen

Question CW2.2
The value of a function f (x) is known at the points x1 = 0, x2 = 2 and x3 = 3, and is
given by
f (x1 ) = 1, f (x2 ) = 1 and f (x3 ) = 4.
(1)
(a) Write down the Lagrange polynomials for interpolation through the points given
in (1), and hence find the quadratic polynomial P that interpolates f at these points.
Check that P indeed satisfies P (x) = f (x) at x = x1 , x2 , x3 . Finally, use P to
approximate f (x) at x = 23 .
(b) Use piecewise linear interpolation to approximate f (x) at x = 32 .
(c) Consider a spline function of the form
(
S1 (x) = a1 (x x1 )3 + b1 (x x1 )2 + c1 (x x1 ) + d1 , if x [x1 , x2 ],
S(x) =
S2 (x) = a2 (x x2 )3 + b2 (x x2 )2 + c2 (x x2 ) + d2 , if x [x2 , x3 ].
Write down the conditions for S1 and S2 to be the natural cubic spline that interpolates f at the points given in (1). Hence, find the coefficients. Use S to approximate
f (x) at x = 23 .
(d) Use the formula for the error in polynomial interpolation to bound the error in
approximating f (x) at x = 32 for
(a) the interpolating polynomial P (x) found in part (a), and
(b) the piecewise linear interpolation function found in part (b),
assuming that f and its derivatives satisfy the following bounds for all x [0, 3]:
|f (x)| 5,

|f 0 (x)| 10,

|f 00 (x)| 20,

|f 000 (x)| 40 and |f 0000 (x)| 50.