Splines:
It is a piecewise fit and therefore can be utilized if large amounts of accurate data are available. Spline functions consider small subsets of data and fit these with lower order polynomials. It is an important technique utilized in a wide range of applications. The interpolating polynomial can be quadratic, linear, cubic, etc.
The cubic spline functions are the most extensively utilized. Considering two arbitrary points xi and xi + 1 at which the function f (x) is to be determined
The cubic which passes through these points is taken as following
fi (x) = a0 + a1 xi + a2 x2i + a3 x3i ... for x between x i and x i + 1
Substituting x = xi and xi + 1, we contain, respectively
As there are 4 constants to be find out, other 2 conditions are obtained by using the continuity of first and second derivatives at xi and xi + 1 (for smooth transition).
The cubic fi (x) over xi = x = xi +1 is attained as
fi ( x) = (f ′′( x) ( xi +1 - x)3 /6Δ xi )+(( f ′′( xi +1 ) ( x - xi )3)/6Δ xi )+
{[f(xi)/ Δ xi - [ (Δ xi f ′′( xi ) )/6]} ( xi +1 - x)+ {[ f ( xi +1 ) / Δ xi ]- [Δ xi f ′′( xi +1 )/6]} (x-xi)
where, Δ xi = xi + 1 - x