H OMEWORK 7

120202: ESM4A - N UMERICAL M ETHODS

Spring 2016

Prof. Dr. Lars Linsen

School of Engineering and Science
Jacobs University

Due: Friday, April 1, 2016, at 7pm

(in the mailbox labeled “Linsen” in the entrance hall of Research I).

Problem 13: System of Non-linear Equations. (10 points)

Starting with (0, 0), apply two iteration steps of the Newton method to solve the following system of
non-linear equations

x2 + y 2 + xy = 3
x
e − 2xy = 0

Problem 14: Polynomial Interpolation. (3+3+3+2+9=20 points)

We want to estimate the value f ( 21 ) of a function f , of which we know the function values f (−1) = 2,
f (0) = 0, and f (1) = 1. We take the approach of polynomial interpolation with respect to the polynomial
basis of Legendre polynomials. Legendre polynomials are defined recursively by P0 (x) = 1, P1 (x) = x,
and (n + 1)Pn+1 (x) = (2n + 1)xPn (x) − nPn−1 (x) for n ≥ 1.
(a) Show that the Legendre polynomials form a basis.

(b) List the interpolation conditions that a polynomial p(x) in Legendre form has to fulfill for the given
interpolation problem and derive the respective collocation matrix with respect to the Legendre
basis.
(c) Solve the interpolation problem by deriving polynomial p(x) in Legendre form using the collocation
matrix derived in (b).
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(d) Evaluate the polynomial p(x) in Legendre form derived in (b) at x = 2 to obtain the desired
estimate for the value f ( 21 ).
(e) Now, we want to do the same interpolation with respect to the polynomial basis of Lagrange poly-
nomials. I.e., starting from the interpolation conditions, derive the collocation matrix, compute the
Lagrange polynomials, provide the interpolating polynomial pL (x) in Lagrange form, and evaluate
the polynomial pL (x) in Lagrange form at x = 12 . How does the interpolated value compare to the
one in (d) when using Legendre polynomials? Explain your observation.