Math 2.0

Approximations and expansions Definition

Multivariate interpolation

Builds on Function of several variablesPolynomials in several variablesEuclidean spacePolynomial interpolation

Definition

Let d≥2d \ge 2, let Ω⊆ℝd\Omega \subseteq \R^d, let x1,…,xN∈Ωx_1, \dots, x_N \in \Omega be pairwise distinct points of Euclidean space, and let y1,…,yN∈ℝy_1, \dots, y_N \in \R. Let VV be a set of real functions of several variables on Ω\Omega. A multivariate interpolant of the data (xi,yi)(x_i, y_i) from VV is a function s∈Vs \in V such that s(xi)=yis(x_i) = y_i for i=1,…,Ni = 1, \dots, N. Multivariate interpolation is the problem of finding such an ss, usually from a space VV chosen so that it exists and is unique.

Remarks

For d=1d = 1 and VV the polynomials of degree at most N−1N - 1 this is polynomial interpolation. For d≥2d \ge 2 and VV a fixed space of polynomials in several variables with dim⁡V=N\dim V = N, the interpolant is unique exactly when the points are a unisolvent point set for VV.

Example: d=2d = 2, V={a+bx+cy}V = \set{a + bx + cy}, points (0,0)(0, 0), (1,0)(1, 0), (0,1)(0, 1) with values 1,3,41, 3, 4. Then s(x,y)=1+2x+3ys(x, y) = 1 + 2x + 3y is an interpolant: s(0,0)=1s(0, 0) = 1, s(1,0)=3s(1, 0) = 3, s(0,1)=4s(0, 1) = 4.

Non-example: with the same VV and the collinear points (0,0)(0, 0), (1,1)(1, 1), (2,2)(2, 2) with values 0,1,30, 1, 3, there is no interpolant. Indeed s(t,t)=a+(b+c)ts(t, t) = a + (b + c) t is affine in tt, but the values 0,1,30, 1, 3 at t=0,1,2t = 0, 1, 2 do not lie on a line.

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  1. Euclidean space object
  2. Function concept
  3. Polynomial interpolation concept
  4. Polynomials in several variables concept
  5. Function of several variables concept
  6. Multivariate interpolation definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Multivariate_interpolation
About this page
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Kinddefinition
WritingW0 stub
MSC41A63, 41A05, 65D05
DefinesMultivariate interpolation
UsesFunction of several variables, Polynomials in several variables, Euclidean space, Polynomial interpolation

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