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Spline Interpolation Method

Major: All Engineering Majors

Authors: Autar Kaw, Jai Paul

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Transforming Numerical Methods Education for STEM
Undergraduates

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Spline Method of
Interpolation

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What is Interpolation ?
Given (x0,y0), (x1,y1), …… (xn,yn), find the
value of ‘y’ at a value of ‘x’ that is not given.

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Interpolants

Polynomials are the most common


choice of interpolants because they
are easy to:

Evaluate
Differentiate, and
Integrate.
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Why Splines ?

Table : Six equidistantly spaced points in [-1, 1]


1
x y
1  25 x 2

-1.0 0.038461

-0.6 0.1

-0.2 0.5

0.2 0.5

0.6 0.1

1.0 0.038461 Figure : 5th order polynomial vs. exact function

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Why Splines ?

Figure : Higher order polynomial interpolation is a bad idea


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Linear Interpolation

Given  x0 , y0  ,  x1 , y1  ,......,  x n 1 , y n1  x n , y n  , fit linear splines to the data. This simply involves
forming the consecutive data through straight lines. So if the above data is given in an ascending
order, the linear splines are given by  yi  f ( xi ) 
Figure : Linear splines

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Linear Interpolation (contd)
f ( x1 )  f ( x 0 )
f ( x )  f ( x0 )  ( x  x 0 ), x 0  x  x1
x1  x 0

f ( x 2 )  f ( x1 )
 f ( x1 )  ( x  x1 ), x1  x  x 2
x2  x1

.
.
.
f ( x n )  f ( x n 1 )
 f ( x n 1 )  ( x  x n 1 ), x n 1  x  x n
x n  x n 1

Note the terms of


f ( xi )  f ( x i1 )
xi  x i 1

in the above function are simply slopes between xi 1 and x i .


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Example

The upward velocity of a rocket is given as a


function of time in Table 1. Find the velocity at
t=16 seconds using linear splines.
Table Velocity as a
function of time

t (s) v(t ) (m/s)


0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67
Figure. Velocity vs. time data
for the rocket example
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Linear Interpolation

t 0  15, v (t 0 )  362.78 550


517.35

t1  20, v (t1 )  517.35


500
v(t )  v (t 0 )
v (t )  v(t 0 )  1 (t  t 0 )
t1  t 0 ys

f ( range)
450
517.35  362.78 f x 
 362.78  (t  15) desired
20  15
400
v (t )  362.78  30.913( t  15)
At t  16, 362.78 350
10 12 14 16 18 20 22 24
v (16)  362.78  30.913(16  15) x s 10
0
x s  range x desired x s  10
1

 393.7 m/s

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Quadratic Interpolation

Given  x0 , y0  ,  x1 , y1  ,......,  x n 1 , y n 1  ,  x n , y n  , fit quadratic splines through the data. The splines
are given by
f ( x )  a1 x 2  b1 x  c1 , x 0  x  x1

 a 2 x 2  b2 x  c2 , x1  x  x 2
.
.
.
 a n x 2  bn x  cn , x n 1  x  x n

Find a i , bi , ci , i  1, 2, …, n

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Quadratic Interpolation (contd)
Each quadratic spline goes through two consecutive data points
2
a1 x 0  b1 x 0  c1  f ( x0 )

a1 x12  b1 x1  c1  f ( x1 ) .
.
.
2
a i xi 1  bi xi 1  ci  f ( xi 1 )
2
a i xi  bi xi  c i  f ( xi ) .

.
.
2
a n x n 1  bn x n1  c n  f ( xn 1 )
2
a n x n  bn xn  cn  f ( x n )

This condition gives 2n equations


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Quadratic Splines (contd)

The first derivatives of two quadratic splines are continuous at the interior points.
For example, the derivative of the first spline
a1 x 2  b1 x  c1 is 2 a1 x  b1
The derivative of the second spline
a 2 x 2  b2 x  c 2 is 2 a2 x  b2
and the two are equal at x  x1 giving
2 a1 x1  b1  2a 2 x1  b2

2 a1 x1  b1  2a 2 x1  b2  0

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Quadratic Splines (contd)

Similarly at the other interior points,


2a 2 x 2  b2  2a3 x 2  b3  0
.
.
.
2ai xi  bi  2ai 1 xi  bi 1  0

.
.
.
2a n 1 x n 1  bn 1  2a n x n1  bn  0

We have (n-1) such equations. The total number of equations is (2n)  (n  1)  (3n  1) .
We can assume that the first spline is linear, that is a1  0

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Quadratic Splines (contd)

This gives us ‘3n’ equations and ‘3n’ unknowns. Once we find the ‘3n’ constants,
we can find the function at any value of ‘x’ using the splines,

f ( x)  a1 x 2  b1 x  c1 , x0  x  x1

 a 2 x 2  b2 x  c 2 , x1  x  x 2
.
.
.
 a n x 2  bn x  c n , x n 1  x  x n

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Quadratic Spline Interpolation
Part 1 of 2

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Quadratic Spline Example
The upward velocity of a rocket is t v(t)
given as a function of time. Using
quadratic splines s m/s
a) Find the velocity at t=16 seconds 0 0
b) Find the acceleration at t=16 10 227.04
seconds
c) Find the distance covered between 15 362.78
t=11 and t=16 seconds 20 517.35
22.5 602.97
30 901.67
Data and Plot
t v(t)
s m/s
0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67
Solution
v(t )  a1t  b1t  c1 ,
2
0  t  10
 a 2 t  b2 t  c 2 , 10  t  15
2

 a3t  b3t  c3 , 15  t  20
2

 a 4 t  b4 t  c 4 , 20  t  22.5
2

 a5 t  b5 t  c5 ,
2
22.5  t  30

Let us set up the equations


Each Spline Goes Through
Two Consecutive Data Points
v(t )  a1t  b1t  c1 , 0  t  10
2

a1 (0)  b1 (0)  c1  0
2

a1 (10)  b1 (10)  c1  227.04


2
Each Spline Goes Through
Two Consecutive Data Points
t v(t)
s m/s
a 2 (10) 2  b2 (10)  c 2  227.04
0 0 a 2 (15) 2  b2 (15)  c 2  362.78
10 227.04 a3 (15)  b3 (15)  c3  362.78
2

15 362.78
a3 (20)  b3 (20)  c3  517.35
2
20 517.35
22.5 602.97 a4 (20)  b4 (20)  c4  517.35
2

30 901.67 a4 (22.5) 2  b4 (22.5)  c4  602.97


a5 (22.5)  b5 (22.5)  c5  602.97
2

a5 (30) 2  b5 (30)  c5  901.67


Derivatives are Continuous at
Interior Data Points
v(t )  a1t  b1t  c1 , 0  t  10
2

 a 2 t 2  b2 t  c 2 ,10  t  15
d
dt
a1t  b1t  c1
2
 
d
dt
a2t  b2t  c2
2

t 10 t 10

 2a1t  b1  t 10   2a2t  b2  t 10


2a1 10  b1  2a2 10  b2
20a1  b1  20a2  b2  0
Derivatives are continuous at
Interior Data Points
At t=10
2a1 (10)  b1  2a 2 (10)  b2  0
At t=15
2a 2 (15)  b2  2a3 (15)  b3  0
At t=20
2a3 (20)  b3  2a 4 (20)  b4  0
At t=22.5
2a 4 (22.5)  b4  2a5 (22.5)  b5  0
Last Equation
a1  0
Final Set of Equations
bcaii

Coefficients of Spline
i ai bi ci
1 0 22.704 0
2 0.8888 4.928 88.88
3 -0.1356 35.66 -141.61
4 1.6048 -33.956 554.55
5 0.20889 28.86 -152.13
END

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Quadratic Spline Interpolation
Part 2 of 2

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Final Solution
v(t )  22.704t , 0  t  10
 0.8888t 2  4.928t  88.88, 10  t  15
 0.1356t 2  35.66t  141.61, 15  t  20
 1.6048t 2  33.956t  554.55, 20  t  22.5
 0.20889t 2  28.86t  152.13, 22.5  t  30
Velocity at a Particular Point
a) Velocity at t=16
v(t )  22.704t , 0  t  10
 0.8888t 2  4.928t  88.88, 10  t  15
 0.1356t 2  35.66t  141.61, 15  t  20
 1.6048t 2  33.956t  554.55, 20  t  22.5
 0.20889t 2  28.86t  152.13, 22.5  t  30

v16   0.135616  35.6616  141.61


2

 394.24 m/s
Acceleration from Velocity Profile
b) Acceleration at t=16
v(t )  22.704t , 0  t  10
 0.8888t 2  4.928t  88.88, 10  t  15
 0.1356t 2  35.66t  141.61, 15  t  20
 1.6048t 2  33.956t  554.55, 20  t  22.5
 0.20889t 2  28.86t  152.13, 22.5  t  30
Acceleration from Velocity Profile
The quadratic spline valid at t=16 is given
,

by
v t   0.1356t 2  35.66t  141.61, 15  t  20
d
a (t )  ( 0.1356t  35.66t  141.61)
2

dt
 0.2712t  35.66, 15  t  20
a (16)  0.2712(16)  35.66  31.321m/s
2
Distance from Velocity Profile
c) Find the distance covered by the rocket from
t=11s to t=16s.
v(t )  22.704t , 0  t  10
 0.8888t 2  4.928t  88.88, 10  t  15
 0.1356t 2  35.66t  141.61, 15  t  20
 1.6048t 2  33.956t  554.55, 20  t  22.5
 0.20889t 2  28.86t  152.13, 22.5  t  30
16
S 16  S 11   v (t )dt
11
Distance from Velocity Profile
v t   0.8888t 2  4.928t  88.88, 10  t  15
 0.1356t 2  35.66t  141.61, 15  t  20
16 15 16
S 16  S 11   v (t )dt   v (t )dt   v (t )dt
11 11 15
15
  (0.8888t 2  4.928t  88.88)dt
11
16
  (0.1356t 2  35.66t  141.61)dt
15

 1595.9 m
Additional Resources
For all resources on this topic such as digital audiovisual
lectures, primers, textbook chapters, multiple-choice tests,
worksheets in MATLAB, MATHEMATICA, MathCad and
MAPLE, blogs, related physical problems, please visit

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.html
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