23. Introduction to function approximation#

Lagrange interpolation

Useful, because derivatives and integrals of polynomial functions are easy to evaluate exactly. Used in:

  • numerical methods for ODEs, e.g. multi-step methods

  • numerical methods for PDEs, e.g. base functions of FEM.

    • Gaussian quadrature provides exact integration of integrals.

    • FEM uses piece-wise Lagrangian interpolation of the fields