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
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