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Numerical integration
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src/05_Interpolation.jl

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### A Pluto.jl notebook ###
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# v0.20.4
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# v0.20.5
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using Markdown
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using InteractiveUtils
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# This Pluto notebook uses @bind for interactivity. When running this notebook outside of Pluto, the following 'mock version' of @bind gives bound variables a default value (instead of an error).
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macro bind(def, element)
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#! format: off
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quote
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return quote
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local iv = try Base.loaded_modules[Base.PkgId(Base.UUID("6e696c72-6542-2067-7265-42206c756150"), "AbstractPlutoDingetjes")].Bonds.initial_value catch; b -> missing; end
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local el = $(esc(element))
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global $(esc(def)) = Core.applicable(Base.get, el) ? Base.get(el) : iv(el)
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As we increase polynomial order and noise, we see larger discrepancies for the interpolation based on equispaced points then for the Chebyshev points.
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"""
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md"""
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## Piecewise linear interpolation
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*Note:* We will only discuss the high-level ideas of this part in the lecture. You can expect that there will not be any detailed exam questions on Jacobi and Gauss-Seidel without providing you with the formulas and algorithms.
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p_{1,h}(x) = y_i + \frac{y_{i+1} - y_i}{x_{i+1} - x_i} (x - x_i)
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\qquad \text{for $x\in [x_i, x_{i+1}]$}
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```
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"""
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md"""
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Instead of using this definition to implement piecewise polynomial interpolation,
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a more practical approach is to follow the idea of equation (1)
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and construct an appropriate set of basis functions
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