Interpolation is the process of estimating the values of a function, when the function's values are known only at a particular set of points. Questions on interpolation in one or more dimensions, as well as algorithms for doing so, should have this tag.

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Choosing suitable polynomial degree based on information in advection stencil

I'm working on a finite volume advection scheme for unstructured meshes which uses a multidimensional polynomial weighted least squares fit for interpolating from cell centres onto faces. In 2D, the ...
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177 views

Approximating a step function with polynomials

The Weierstrass approximation theorem says any continuous function $f(x): [0,1] \to \mathbb{R}$ can be approximated uniformly by polynomials. Given any $\epsilon$, we can find $p(x) = x^n + \dots $ ...
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End conditions on cubic splines interpolation

I'm currently working on cubic splines interpolation. My question has to do with the end conditions. Instead of using natural or clamped cubic splines, I am asked to use the following condition : ...
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68 views

Can I make this numerical integration continuously differentiable?

Suppose I have the discrete values $f(x_i)$ for every discrete value $x_i$ greater than some $\varepsilon$, and I want to numerically calculate the following integral: \begin{equation} n = ...
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47 views

Approximate function following interpolation (Matlab)

How do you approximate a function for interpolated points? I use the natural cubic spline to interpolate points as follows for n = 500 points: ...
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54 views

Find triangle which contains point on the sphere

Suppose I have a mesh of the sphere (points on the sphere and a triangulation). What is a good and efficient way to find the triangle which contains a point on the sphere (the point does not need ...
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123 views

Linear interpolation in Fortran

Is there a Fortran subroutine which performs linear interpolation in one-dimenional data? I need something similar to MATLAB function interp1.
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75 views

How to interpolate a set of points with a continuous closed B-spline curve?

I have been learining the NURBS theory by the classical textbook "The NURBS Book" this year. In the chapter 9, the author introduced the method of non-rational B-spline curve interpolation with a open ...
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36 views

Comparison between of higher order interpolations

A while ago I came up with an algorithm which can be used to numerically solve optimal control problems, which basically came down to discretizing the control input $u(t)$ and interpolating this to ...
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1answer
82 views

Generating harmonic polynomials in cartesian coordinates

TLDR: Are these polynomials really harmonic polynomials, and how can I generate them? Long version: I want to describe an electrostatic potential $\Phi(x,y,z)$ over a source-free volume, by using ...
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1answer
55 views

Interpolation using compactly supported radial basis function

I have been struggling for two days with the following problem. I would like to do a $d$-dimensional interpolation over some data. I tried first to use polyharmonic splines, but when the size of data ...
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1answer
69 views

How to update velocity to include pressure when using P2/P1 elements

I am in the process of writing a finite element code to solve the Navier-Stokes equations using the theta method for time stepping (basically Crank-Nicholson for diffusion and forward Euler for ...
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2answers
172 views

Is my Restricted (Natural) Cubic Spline equation wrong?

I am trying to fit a restricted cubic spline (natural cubic spline) with 4 knots to toy data, attempting to follow Hastie, Tibshirani, Friedman 2nd ed. 5.2.1 p.144-146, Eqs 5.4 and 5.5. Data: Is ...
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45 views

Gauss Integration over Zero Order Element

I'm working with the Boundary Element Method and want to integrate an expression over a triangular region. I would like to use Gauss Integration to do this, but I'm having trouble since the triangular ...
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29 views

Anybody using kriging for surface interpolation from huge point datasets? [closed]

Is anybody here using kriging for surface interpolation from huge datasets (> 1 million points)? How large datasets are your datasets and what do you model? Also what software are you using?
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1answer
256 views

L2-Projection using quadratic basis functions

I am trying to understand 1D $L^2$-projections using quadratic basis functions. Using 3 data points, and the Lagrange polynomial it is easy enough to see how to write out 3 basis functions. With the ...
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918 views

What is the preferred and efficient approach for interpolating multidimensional data?

What is the preferred and efficient approach for interpolating multidimensional data? Things I'm worried about: performance and memory for construction, single/batch evaluation handling dimensions ...
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1answer
67 views

What are good parametrizations of rational functions for response surface models?

For fitting a response surface model to a physical process, I have 3-4 relevant "signals", like a feature density, a signal based on a feature width, or a signal based on a distance to the next ...
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1answer
152 views

Interpolating 3D Array non-monotonic data in MatLab

I am working on creating a program for simulations where three variables are parametrized, and we modify one parameter while keeping the other two constant. An example array looks like this when ...
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63 views

How to present a polynomial interpolation if the first order information of function f(x) is given?

Suppose $f'(x_1),\ f'(x_2),\ f'(x_3)$ are given, how to give a polynomial interpolation $p(x)$ such that $p'(x_1)= f'(x_1),\ p'(x_2)=f'(x_2),\ p'(x_3)=f'(x_3)$? And how to give an error analysis?
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103 views

Error of interpolating polynomial

$f(x)= \frac{1}{1+x^2}$ and when I computed the interpolating polynomial of 5 equally spaced points in [-5,5] I got $ p(x)= 0.0053x^4 -0.1711x^2 +1$ Now I need to estimate the error in the ...
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1answer
1k views

Plot a surface from data sets in MATLAB

I tried to plot a surface in MATLAB but, since it is the first time I had to do something like this, I need a confirmation on the process I followed because it is important for my project to plot the ...
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1answer
1k views

Is there a Gauss-Laguerre integration routine in Python?

I am reading the book "Numerical Recipes in Fortran 77: The Art of Scientific Computing" (Second Edition) and I came across some methods for numerical integration of 1D functions. More specifically ...
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112 views

What spline functions are used in Section 13.9 of “Numerical Recipes in C”?

I asked a similar question on MathSE but with more added fluff, but didn't really get any straight answers, so I figured I'd ask here. Computing Fourier coefficients of a function using the FFT is ...
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48 views

Interpolation using two chebyshev grid points

I want to do the interpolation on a interval. I can do it using with one chebyshev grid points, but i want to do it using two chebyshev grids on each half of this interval. I can do it separately for ...
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197 views

How to minimize the artefact of a cartesian to polar transform followed by a polar to cartesian transform?

I'm transforming cartesian images into polar images. (x,y) => (angle, radius) I fill the polar image by iterating on each of its pixels and filling them by doing the reverse polar transform. For a ...
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292 views

Fast way to compute barycentric lagrange interpolation

Is there any fast way to compute the barycentric Lagrange interpolation using matlab? something more faster than using repmat instead of for loops
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261 views

Interpolating irregular data on a sphere

I am trying to interpolate irregular data $f(\theta, \phi)$ on a sphere and I have so far tried a scipy approach using Kd-Trees and inverse distance weighting, which works ok - however I was wondering ...
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84 views

NURBS surface fitting for a closed region on mesh

I'm developing a tool that allows users to select a closed boundary (a polygon) on the triangle mesh and then from this boundary, generate a NURBS surface fitting the original mesh surface. My idea ...
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42 views

interpolating a periodic time series

I have a bunch of readings that run every 4 hours, however each sensor has a different offset. One sensor might read at $t = 0,4,8,12,16,20$ and another senor reads at $t = 1,5,9,13,17,21$. This ...
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349 views

How do I integrate this function in python?

Essentially this is the problem: $\hat{F}(\omega) = \int_0^{\infty} f(s)e^{-i\omega s}ds$ The function $f$ is in general complex valued. I know this looks like the fourier transform but I don't want ...
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62 views

Fitting a surface to scalar functions given on the edges of a triangulation

Given a triangle mesh $\mathcal{T}$ with vertices $V=\{\mathbf{v}_i\}_{i=1}^n$ in $\mathbb{R}^3$ and triangles $T_{ijk}=[\mathbf{v}_i, \mathbf{v}_j, \mathbf{v}_k]$. For each vertex $\mathbf{v}_i$, I ...
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669 views

Help deciding between cubic and quadratic interpolation in line search

I'm performing a line search as part of a quasi-Newton BFGS algorithm. In one step of the line search I use a cubic interpolation to move closer to the local minimizer. Let $f : R \rightarrow R, f ...
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Mass-conservative reprojection (on a sphere)

I have a 2D distribution of mass on a sphere given as a matrix of masses in latitude-longitude grid cells. I need these masses projected to another grid on the same sphere with different location of ...
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522 views

Interpolation by Solving a Minimization Problem (Optimization)

I will try to give the motivation behind this problem and later the math formality. Given a grayscale image (1 Channel - M by N Matrix). Someone marks some pixels as anchors. Now, you need to ...
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Integrating highly oscillatory functions

I have a logarithmic grid, upon which i have two functions that are similar to this one (this is only the last 100 points): These are essentially very similar to a Sin function at this point. I ...
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110 views

How do I do Chebyshev interpolation in multi-dimentional space?

This topic is used in spectral methods, for collocation grid. Literature mentions Chebyshev interpolation on a grid (defined by $\xi_j = cos(\pi \cdot j/N)$, $x_j = (\xi_j+1) L/2$, $j=0,...,N$) ...
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How do I perform chebyshev interpolation from a to b with custom angle range?

Typically Chebyshev interpolation from $-1$ to $1$ with angle from $0$ to $\pi$: $\xi_j=\cos \left ({\pi j \over N}\right )$ $x_j=(1+\xi_j) * {L \over 2}$ $w$: $w_0=\pi/(2N)$ ...
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Fortran, making a more efficient bilinear interpolation

I'm trying to write an efficient bilinear (2D)-interpolation, after reading some recipes, as a fortran-mex for Matlab that is used extensively throughout a long algorithm of solar image processing, ...
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1answer
169 views

Adaptive Table Lookup for Expensive Function Evaluation

I have a function that is expensive to evaluate whose inputs are n-dimensional (n is the order of a dozen or two). I need the output of this function at each node and each time step for a PDE ...
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598 views

Newton's method in interpolation

I've seen that in Newton's method for interpolating polynomials, the coefficients can be found algorithmically using (in Python-ish): ...
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4k views

How does Matlab's “interp2” compute bicubic interpolation?

Computational Science people: The title is the question: exactly how does Matlab's "interp2" command (with the "cubic" option) perform bicubic interpolation? I tried the Mathworks documentation ...
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141 views

Continuation procedure to solve for a 2D curve that satisfies f(x,y) = 0

I have some function of $R^2$, that must be numerically computed. For instance, I might be interested in a real-valued contour integral that begins from (x,y) = 0. $$ f(x,y) = \Re\left[\int_0^{x + ...
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1answer
34 views

Adding data with different abscissas

This question may be better suited for an Astronomy Stack Exchange site, but I figured I'd ask here. Say I have measurements of something as a function of radius for a number of objects. Here's an ...
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1answer
117 views

Surface interpolation from two lines

Sorry if this is a basic problem but I don't know where to start looking (mainly because being an outsider I don't know the terms and nomenclature). Imagine two perpendicular lines ("profiles") in a ...
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183 views

Full Multigrid Prolongation Operator

I am looking into full multigrid, FMG, and several sources, including these slides, that a lot of people are referring to, state that the prolongation operator used in FMG the first time you visit a ...
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How do I implement thin plate splines with barriers?

I want to implement thin spline interpolation of scattered elevation data $ \{z_i(x_i,y_i)\}_{i=1..n} $ in C++. This seems fairly simple using Radial Basis Functions: $$ z(x,y) = p(x,y) + \sum_i ...
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628 views

Do RBF kernel matrices tend to be ill-conditioned?

I use RBF kernel function to implement one kernel based machine learning algorithm(KLPP), the resulting kernel matrix $K$ $$K(i,j)= \exp\left({\frac{-(x_{i}-x_{j})^2}{ \sigma_{m}^2}}\right)$$ is ...
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826 views

Intermediate values (interpolation) after Runge-Kutta calculation

I have a numerical ODE simulation that I computed at fixed time step $h$ using a 4-th order Runge-Kutta method (RK4), producing a series of results $(x_1,y_1), ...
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Combining trend estimation and constrained Marquart fit

This title certainly needs some clarification: I need to compute parameters $a_i$ for a helper function $f(\vec{a};k)$ (for grid interpolation) which is fitted to a number of values $y_k$ which are ...