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Applied Mathematics and Computation

journal homepage: www.elsevier.com/locate/amc Quintic B-spline method for integro interpolation

Feng-Gong Lang , Xiao-Ping Xu School of Mathematical Sciences, Ocean University of China, Qingdao, Shandong 266100, People’s Republic of China

article info

Keywords:

Integro interpolation

Quintic B-spline

Integral value

abstract

In this paper, we study a new method for integro interpolation. Our interpolation method is based on quintic B-splines and easy to be implemented. The interpolation errors are studied. Numerical results illustrate our method is very effective.

1. Introduction

In the traditional interpolation problems of numerical analysis, we are often given the function values y j = y( x j ) of an unknown univariate real-valued function y( x ) over a set of distinct knots over an interval [a, b ]. The given function values are used to get an interpolating function p( x ) such that

p (x j ) = y j = y (x j ),

( j = 0 , 1 ,

,

n ).

In this paper, we assume the function values at the knots are not given, but the integral values I j of the function y( x ) on the

n 1 ) are known. Our task is to determine an integro-interpolating function p( x ) to agree with

,

subintervals [ x j , x j +1 ] ( j = 0, 1 , the given integral values I j , that is

x

x

j

j +1

x

p (x )dx = I j =

x

j

j +1

y (x )dx ,

( j = 0 , 1 ,

,

n 1 ).

(1)

Generally, it is called integro interpolation. It has many practical applications in the ﬁelds of numerical analysis, mathematical statistics, environmental science, mechanics, electricity, climatology, oceanography and so on, see [1–8]. Currently, there have been only a few research papers on integro interpolation, see [5–8]. However, these methods have many

drawbacks. The quartic spline method in  is very complicated. It needs to solve a linear system with 2n + 2 equations actually. The error orders of the cubic spline methods in [6,7] are lower and reported to be only O ( h 4 ). The quintic spline method in  is also very complicated by using the so-called “quintic Hermite–Birkhoff polynomials”. It needs to solve three linear systems

that

the strategy in  is not proper. We know the dimension of the quintic spline space over [ x 0 , x n ] is n + 5. Since (1) gives us n

equations, hence, we need and only need another ﬁve (not seven) independent boundary conditions. In practical applications, the two redundant boundary conditions in  will result a contradiction. Another shortcoming of [5,6,8] is they have not studied the derivatives approximation. In this paper, we study a new technique for integro interpolation. By using quintic B-splines, we get a simple linear system with n + 5 equations, where the coeﬃcient matrix is a six-band matrix. Hence, it is very easy to be implemented. We use y( x 0 ),

conditions ( y( x 0 ), y ( x 0 ), y ( x 1 ), y ( x n 1 ), y ( x n ), y ( x 0 ) and y ( x n )). Here, we point

Corresponding author. Tel.:+8653266787153. E-mail address: langfg@aliyun.com, langfg@yahoo.cn (F.-G. Lang).

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F.-G. Lang, X.-P. Xu / Applied Mathematics and Computation 263 (2015) 353–360

Table 1 The values of B

(k

i

)

(x )(i = −2, 1,

,

n + 2; k = 0 , 1, 2, 3, 4) at the knots.

 x i − 3 x i − 2 x i − 1 x i x i + 1 x i + 2 x i + 3 else B i (x ) 0 1 26 66 26 1 0 0 120 120 120 120 120 i (x ) B B i (x ) 0 0 1 24h 1 10 24h 2 − 6 0 10 − 24h 2 1 − 24h 1 0 0 0 0 6h 2 6h 2 6h 2 6h 2 6h 2 B (3) i (x ) 0 1 2 0 2h 3 2 1 0 0 2h 3 − 2h 3 − 2h 3 B (4) (x ) 0 1 − 4 6 − 4 1 0 0 i h 4 h 4 h 4 h 4 h 4

y( x 1 ), y( x 2 ), y( x n 1 ) and y( x n ) as boundary conditions. Our integro-interpolating quintic spline s( x ) is able to approximate y( x ) with O ( h 6 ) errors. Furthermore, it can also approximate the derivatives. We prove that

y (k ) (x ) s (k ) (x ) = O(h 6 k ),

k = 0 , 1 , 2 , 3 , 4 .

These results are similar to that of the ordinary quintic spline interpolation problem. The remainder of this paper is organized as follows. Section 2 presents some preliminary results of quintic B-splines; Section 3 gives the new quintic B-spline method for integro interpolation; Section 4 analyzes the interpolation errors for the new method; Section 5 is devoted to numerical tests, numerical results show that our method is very effective not only in function approximation but also in derivatives approximation; ﬁnally, we conclude our paper in Section 6.

2. Preliminaries

For an interval I = [ a , b ], divide it into n subintervals by the equidistant knots x i = a + ih, where i = [ x i , x i +1 ] (i = 0 , 1 , and h = b a . The univariate quintic spline space over the uniform partition is deﬁned as follows:

n

S 5 (I ) = { s (x ) C 4 (I )|s i (x ) P 5 ,

i = 0 , 1 ,

,

n 1} ,

, n 1 )

where s i ( x ) denotes the restriction of s( x ) over i = [ x i , x i + 1 ], and P 5 denotes the set of univariate quintic polynomials. S 5 ( I ) is a linear space of dimension n + 5. Essentially, a quintic spline s( x ) is a piecewise quintic polynomial such that s( x ), s ( x ),

s ( x ), s ( x ) and s (4) ( x ) are continuous on [ a, b ]. Extend I = [ a, b ] to I = [ a 5 h, b + 5 h] with the equidistant knots x i = a + ih(i =

5 , 3 , , n + 5 ). By the results in [9–13], we obtain the explicit representations of the typical quintic B-spline B i ( x )( i = −2, 1,

, n + 2) as follows

B i (x ) =

(x

(x

x i +

3

h)

5 ,

x i + 3 h) 5 6 (x x i + 2 h) 5 ,

(x x i + 3 h) 5 6 (x x i + 2 h) 5 + 15 (x x i + h) 5 ,

(x + x i + 3 h) 5 6 (x + x i + 2 h) 5 ,

(x + x i + 3 h) 5 ,

0 ,

1

120 h 5

(x + x i + 3 h) 5 6 (x + x i + 2 h) 5 + 15 (x + x i + h) 5 ,

We list some properties of B i ( x ) as follows

if

if

if x

x [ x i 3 , x i 2 ] x [ x i 2 , x i 1 ]

[ x i 1 , x i ] [ x i , x i +1 ]

[ x i +1 , x i +2 ] x [ x i +2 , x i +3 ]

if x

if x

if

else

.

B i (x )(i = −2 , 1 ,

B

,

n + 2 ) are linearly independent, they are the basis splines of S 5 ( I );

,

n + 1; k = 0, 1 , 2 , 3 , 4 ), the values of B

(k)

i

i

n +2

(x ) = B +1 (x + h)(i = −2 , 1 ,

i

B i (x ) 1 (x [ a , b ] );

(k)

(k)

(x ) at the knots are given in Table 1;

i =−2

B i (x )(i = −2 , 1 ,

,

n + 2 ) is non-negative and is locally supported on [ x i 3 , x i + 3 ], moreover, we have

x

x

i2

i3

B i (x )dx =

x

x

i+3

i+2

B i (x )dx =

1

720 h,

x

x

x

i1

i2

B i (x )dx =

x

x

i1 B i (x )dx =

i

x

x

i

x

i+2

i+1

B i (x )dx = 57

720

h,

i+1

B i (x )dx = 302 720 h,

x

x

j

j +1

B i (x )dx = 0 ,

( j i + 3 , or j i 4 ).

(2)

(3)

(4)

(5)

F.-G. Lang, X.-P. Xu / Applied Mathematics and Computation 263 (2015) 353–360

3. Quintic B-spline method for integro interpolation

355

The integro quintic spline interpolation problem is stated as follows. Let n 4, given the integral values I j of y( x ) on

, construct a quintic spline s( x ) S 5 ( I ) such that

[ x j , x j +1 ] ( j = 0 , 1 ,

n 1 ), and ﬁve boundary function values y 0 = y( x 0 ), y 1 = y( x 1 ), y 2 = y( x 2 ), y n 1 = y( x n 1 ) and y n = y( x n ),

and

x

x

j

j +1

x

s (x )dx = I j =

x

j

j +1

s (x 0 ) = y 0 ,

s (x 1 ) = y 1 ,

 y (x )dx , ( j = 0 , 1 , n − 1 ), (6) s (x 2 ) = y 2 , s (x n −1 ) = y n −1 , s (x n ) = y n . (7)

In this section, we give our new method for the problem. Our method is very easy and effective than the method in .

The integro-interpolating quintic spline s( x ) is an element in S 5 ( I ), hence, it can be represented as s(x ) = =2 c i B i (x ). For

i

n

+2

j = 0 , 1 ,

,

n 1 , by (6), using (2)(5), we have

x

x j

j +1

That is

x

s (x )dx =

x

j

j +1

i

=−2 c i B i (x )dx =

x

j

j +1

n

+2

x

=

i = j 2 c i

x j

j

+3

x j +1

B i (x )dx = I j .

j

+3

i = j 2

c i B i (x )dx

h

720 (c j 2 + 57 c j 1 + 302 c j + 302 c j +1 + 57 c j +2 + c j +3 ) = I j .

Moreover, the ﬁve boundary conditions give us ﬁve equations

and

s (x 0 ) =

s (x 1 ) =

y 0 y 1

s (x 2 ) = y 2

c 2 + 26 c 1 + 66 c 0 + 26 c 1 + c 2 = 120 y 0

c 1 + 26 c 0 + 66 c 1 + 26 c 2 + c 3 = 120 y 1

c 0 + 26 c 1 + 66 c 2 + 26 c 3 + c 4 = 120 y 2 ,

(8)

(9)

s(x n 1 )

= y n 1 ,

s (x n ) = y n

c n 3 + 26 c n 2 + 66 c n 1 + 26 c n + c n +1 = 120 y n 1 c n 2 + 26 c n 1 + 66 c n + 26 c n +1 + c n +2 = 120 y n .

Thus, (9), (8) and (10) give us a linear system with c i (i = −2 , 1 ,

,

n + 2 ) as unknowns. We note the system as

AC = F ,

where

(10)

(11)

and

A =

1 26 66

26

1

1 57 302 302

0 0

0 1

0

1

26

1

57 302 302 57

26

66

26

1

26

66

57

1

0

0

1

1

.

.

1

.

.

.

.

57 302 302 57

1

1

1

0

57

26

1

302 302 57 1

26

0

66 26 1

66

26

1

,

(n +5)×(n +5)

(12)

C = (c 2 , c 1 , c 0 , c 1 ,

,

c n +1 , c n +2 ) T ,

F

= 120 y 0 , 120 y 1 , 120 y 2 , 720

h

I

0 ,

720

,

h

I n 1 , 120 y n 1 , 120 y n T .

+2

After solving the system (11), we obtain the integro-interpolating quintic spline s(x ) = =2 c i B i (x ). We can use s (k) (x ) =

n

i

(k)

n +2 i =−2 c i B i

(x ) to approximate y ( k) ( x )( k = 0, 1, 2, 3, 4). Especially, at the knots x j ( j = 0, 1 ,

,

n ), by using the data in Table 1, we

356

F.-G. Lang, X.-P. Xu / Applied Mathematics and Computation 263 (2015) 353–360

have the following formulae

s j = s(x j ) =

n +2

i =−2

1

c i B i (x j ) = 120 (c j 2 + 26 c j 1 + 66 c j + 26 c j +1 + c j +2 ),

m j = s (x j ) =

n +2

i =−2

c i B

i (x j ) =

1

24 h (c j 2 10 c j 1

+ 10 c j +1 + c j +2 ),

M j = s (x j ) =

n +2

i =−2

c i B

i

(x j ) = 1 h 2 (c j 2 + 2 c j 1 6 c j + 2 c j +1 + c j +2 ),

6

T j = s (3) (x j ) =

F j = s (4) (x j ) =

n

+2

i

=−2

n

+2

i =−2

c

i B

c

i B

(3)

i

(4)

i

(x j ) =

1

h 3 (c j 2 + 2 c j 1 2 c j +1 + c j +2 ),

2

(x j ) = 1

h

4 (c j 2 4 c j 1 + 6 c j 4 c j +1 + c j +2 );

which are used to approximate y ( k) ( x j ) ( k = 0, 1, 2, 3, 4).

4. Error analysis

(13)

(14)

(15)

(16)

(17)

In order to analyze the errors, we give some useful operators (see [10,14–18]). For a given step h and an inﬁnitely differentiable y( x ), we deﬁne

Ey (x ) = y (x + h),

D y (x ) = y (x ) and Iy (x ) = y (x )

Further, for a positive integer m, we have

E m y (x ) = y (x + mh), E m y (x ) = y (x mh),

D m y (x ) = y (m ) (x ), I m y (x ) = y (x ).

Moreover, we have

Ey (x ) = y (x + h) =

i

=0

h

i y (i ) (x )

i!

=

i

=0

(hD ) i

i!

we note E = e h D . Similarly, we have

y (x ) = e h D y (x ),

E 1 = e h D , E m = e mh D and E m = e mh D .

Lemma 4.1. For j = 0 , 1

I j = E I

D

y j .

,

,

n , let y j = y( x j ) for short, we have

Proof. Using the Taylor formula, we have

x

I j = x j

j +1

x

y (x )dx =

x

j

j +1

i =0

y

(i ) (x j )

i!

(x x j ) i dx

= )! y (i ) (x j ) = e h D I

i

=0

h i +1

(i + 1

D

E I

= D y j .

y (x j )

Lemma 4.2. Let s( x ) be the integro-interpolating quintic spline obtained by ( 6 ) and (7 ) for y( x ) . For j = 0, 1 ,

s j = 6

E 2 + 26 E 1 + 66 I + 26 E + E 2 h E 2 + 57 E 1 + 302 I + 302 E + 57 E 2 + E 3 I j ,

m j = 30

h 2 E 2 + 57 E 1 + 302 I + 302 E + 57 E 2 + E 3 I j ,

+ 10 E + E

E 2 10 E

1

2

M j = 120

h 3 E 2 + 57 E 1 + 302 I + 302 E + 57 E 2 + E 3 I j ,

6 I + 2 E + E

E 2 + 2 E

1

2

 (18) , n , we have (19) (20) (21)

F.-G. Lang, X.-P. Xu / Applied Mathematics and Computation 263 (2015) 353–360

T j = 360

h 4

F j = 720

h 5

E 2 + 2 E 1 2 E + E 2

E 2 + 57 E 1 + 302 I + 302 E + 57 E 2 + E 3 I j ,

E 2 4 E 1 + 6 I 4 E + E 2

E 2 + E 3 I j ,

E 2 + 57 E 1 + 302 I + 302 E + 57

where s j , m j , M j , T j and F j are given by (13) (17) .

Proof. By using (8) and (13), we have

h

6 (s j 2 + 57 s j 1 + 302 s j + 302 s j +1 + 57 s j +2 + s j +3 ) = I j 2 + 26 I j 1 + 66 I j + 26 I j +1 + I j +2 .

Using operator notations, we have

h

6 (E 2 + 57 E 1 + 302 I + 302 E + 57 E 2 + E 3 )s j = (E 2 + 26 E 1 + 66 I + 26 E + E 2 )I j .

So (19) is obtained. Similarly, using (8) and (14)–(17), we have

2

h

30 (m j 2 + 57 m j 1 + 302 m j + 302 m j +1 + 57 m j +2 + m j +3 ) = −I j 2 10 I j 1 + 10 I j +1 + I j +2 ,

h

3

120 (M j 2 + 57 M j 1 + 302 M j + 302 M j +1 + 57 M j +2 + M j +3 ) = I j 2 + 2 I j 1 6 I j + 2 I j +1+ + I j +2 ,

h

4

360 (T j 2 + 57 T j 1 + 302 T j + 302 T j +1 + 57 T j +2 + T j +3 ) = −I j 2 + 2 I j 1 2 I j +1 + I j +2 ,

h

5

720 (F j 2 + 57 F j 1 + 302 F j + 302 F j +1 + 57 F j +2 + F j +3 ) = I j 2 4 I j 1 + 6 I j 4 I j +1 + I j +2 ,

Hence, (20)–(23) are obtained.

Lemma 4.3. By Lemmas 4.1 and 4.2 , we have

s j =

E 2 25 E 1 40 I + 40 E + 25 E 2 + E 3 hD E 2 + 57 E 1 + 302 I + 302 E + 57 E 2 + E

6

3

y j ,

m j = 30

h 2 D E 2 + 57 E 1 + 302 I + 302 E + 57 E 2 +

E 2

+ 9 E 1 10 I 10 E + 9 E 2 + E 3

E 3 y j ,

M j = 120

h 3 D E 2 + 57 E 1 + 302 I + 302 E + 57 E 2

E 2 E