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Applied Mathematics and Computation 263 (2015) 353–360 Contents lists available at ScienceDirect Applied Mathematics

Contents lists available at ScienceDirect

Applied Mathematics and Computation

journal homepage: www.elsevier.com/locate/amc

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

Quintic B-spline method for integro interpolation

Feng-Gong Lang , Xiao-Ping Xu

integro interpolation Feng-Gong Lang ∗ , Xiao-Ping Xu School of Mathematical Sciences, Ocean University of China,

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.

© 2015 Published by Elsevier Inc.

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 [5] 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 [8] is also very complicated by using the so-called “quintic Hermite–Birkhoff polynomials”. It needs to solve three linear systems

that

the strategy in [8] 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 [8] 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 ),

by using seven additional boundary

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).

0096-3003/© 2015 Published by Elsevier Inc.

354

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 [8].

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