← 2017 Paper 2

UPSC 2017 Maths Optional Paper 2 Q6b — Step-by-Step Solution

15 marks · Section B

Lagrange's interpolation · Numerical Analysis · asked 5× in 14 yrs · Read the full method →

Question

For given equidistant values u−1,u0,u1u_{-1},u_0,u_1 and u2u_2, a value is interpolated by Lagrange’s formula. Show that it may be written in the form

ux=yu0+xu1+y(y2−1)3!Δ2u−1+x(x2−1)3!Δ2u0,u_x=yu_0+xu_1+\frac{y(y^2-1)}{3!}\Delta^2 u_{-1}+\frac{x(x^2-1)}{3!}\Delta^2 u_0,

where x+y=1x+y=1.

Technique

Write Lagrange’s 4-node formula explicitly, substitute Δ2u−1,Δ2u0\Delta^2 u_{-1},\Delta^2 u_0 into the target form, and match the coefficient of each uiu_i to the corresponding Li(x)L_i(x) using y=1−xy=1-x.

Solution

Setup. Four equidistant nodes at arguments −1,0,1,2-1,0,1,2 with values u−1,u0,u1,u2u_{-1},u_0,u_1,u_2. We interpolate at the point with argument xx (measured in units of the spacing, from u0u_0), and write y=1−xy=1-x so that x+y=1x+y=1. Recall the forward differences

Δ2u−1=u1−2u0+u−1,Δ2u0=u2−2u1+u0.\Delta^2 u_{-1}=u_1-2u_0+u_{-1},\qquad \Delta^2 u_0=u_2-2u_1+u_0.

Step 1 — Lagrange’s formula on the four nodes

With nodes −1,0,1,2-1,0,1,2, Lagrange’s interpolation polynomial at argument xx is

ux=∑iuiLi(x),u_x=\sum_{i}u_i L_i(x), L−1=x(x−1)(x−2)(−1)(−2)(−3)=−x(x−1)(x−2)6,L_{-1}=\frac{x(x-1)(x-2)}{(-1)(-2)(-3)}=-\frac{x(x-1)(x-2)}{6}, L0=(x+1)(x−1)(x−2)(1)(−1)(−2)=(x+1)(x−1)(x−2)2,L_{0}=\frac{(x+1)(x-1)(x-2)}{(1)(-1)(-2)}=\frac{(x+1)(x-1)(x-2)}{2}, L1=(x+1) x (x−2)(2)(1)(−1)=−(x+1)x(x−2)2,L_{1}=\frac{(x+1)\,x\,(x-2)}{(2)(1)(-1)}=-\frac{(x+1)x(x-2)}{2}, L2=(x+1) x (x−1)(3)(2)(1)=(x+1)x(x−1)6.L_{2}=\frac{(x+1)\,x\,(x-1)}{(3)(2)(1)}=\frac{(x+1)x(x-1)}{6}.

Step 2 — Regroup into the difference combination

We must show

ux=y u0+x u1+y(y2−1)6(u1−2u0+u−1)+x(x2−1)6(u2−2u1+u0),u_x=y\,u_0+x\,u_1+\frac{y(y^2-1)}{6}(u_1-2u_0+u_{-1})+\frac{x(x^2-1)}{6}(u_2-2u_1+u_0),

with y=1−xy=1-x. Substitute the differences and collect the coefficient of each uiu_i on the right-hand side:

Coefficient of u−1u_{-1}: y(y2−1)6\dfrac{y(y^2-1)}{6}. With y=1−xy=1-x,   y2−1=(y−1)(y+1)=(−x)(2−x)\;y^2-1=(y-1)(y+1)=(-x)(2-x), so y(y2−1)6=(1−x)(−x)(2−x)6=−x(x−1)(x−2)6=L−1.\dfrac{y(y^2-1)}{6}=\dfrac{(1-x)(-x)(2-x)}{6}=-\dfrac{x(x-1)(x-2)}{6}=L_{-1}. ✓

Coefficient of u2u_2: x(x2−1)6=x(x−1)(x+1)6=L2.\dfrac{x(x^2-1)}{6}=\dfrac{x(x-1)(x+1)}{6}=L_{2}. ✓

Coefficient of u0u_0: y−2⋅y(y2−1)6+x(x2−1)6y-2\cdot\dfrac{y(y^2-1)}{6}+\dfrac{x(x^2-1)}{6}. Substituting y=1−xy=1-x and simplifying gives exactly L0=(x+1)(x−1)(x−2)2.L_0=\dfrac{(x+1)(x-1)(x-2)}{2}. ✓

Coefficient of u1u_1: x+y(y2−1)6−2⋅x(x2−1)6x+\dfrac{y(y^2-1)}{6}-2\cdot\dfrac{x(x^2-1)}{6}. Simplifying gives exactly L1=−(x+1)x(x−2)2.L_1=-\dfrac{(x+1)x(x-2)}{2}. ✓

Since the coefficient of each of u−1,u0,u1,u2u_{-1},u_0,u_1,u_2 matches the corresponding Lagrange coefficient Li(x)L_i(x), the two expressions for uxu_x are identical.

Step 3 — Result

Answer

  ux=y u0+x u1+y(y2−1)3! Δ2u−1+x(x2−1)3! Δ2u0,x+y=1.  \boxed{\;u_x=y\,u_0+x\,u_1+\frac{y(y^2-1)}{3!}\,\Delta^2 u_{-1}+\frac{x(x^2-1)}{3!}\,\Delta^2 u_0,\qquad x+y=1.\;}
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