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In the mathematical field of numerical analysis Runge's phenomenon is a problem which occurs when using polynomial interpolation with polynomials of high degree. It was discovered by Carle David Tolmé Runge when exploring the behaviour of errors when using polynomial interpolation to approximate certain functions.

Problem


Consider the function:

f(x) = \frac{1}{1+25x^2}.\,

Runge found that if this function is interpolated at equidistant points xi between −1 and 1 such that:

x_i = -1 + (i-1)\frac{2}{n},\qquad i \in \left\{ 1, 2, \dots, n+1 \right\}

with a polynomial P_n(x) which has a degree \leq n, the resulting interpolation oscillates toward the end of the interval, i.e. close to −1 and 1. It can even be proven that the interpolation error tends toward infinity when the degree of the polynomial increases:

\lim_{n \rightarrow \infty} \left( \max_{-1 \leq x \leq 1} | f(x) -P_n(x)| \right) = \infty.

Solutions to the problem of Runge's phenomenon


The oscillation can be minimized by using Chebyshev nodes instead of equidistant nodes. In this case the maximum error is guaranteed to diminish with increasing polynomial order. The phenomenon demonstrates that high degree polynomials are generally unsuitable for interpolation. The problem can be avoided by using spline curves which are piecewise polynomials. When trying to decrease the interpolation error one can increase the number of polynomial pieces which are used to construct the spline instead of increasing the degree of the polynomials used.

See also


Interpolation

Runges Phänomen | Phénomène de Runge | Fenomeno di Runge | Fenómeno de Runge | Runges fenomen

 

This article is licensed under the GNU Free Documentation License. It uses material from the "Runge's phenomenon".

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