[Math] Lagrange polynomial second order derivative

lagrange-interpolationnumerical methods

Well I came across a problem to find a generalized version ($n+1$ nodes) of first and second order derivatives for Lagrange interpolation polynomial. In some former post, I found an expression for deriving $L_j(x)$, where $L_j$ stands for Lagrange basis polynomial. The expression is as follows:

\begin{align}
L_j'(x) = \sum_{l\not = j} \frac{1}{x_j-x_l}\prod_{m\not = (j,l)} \frac{x-x_m}{x_j-x_m}
\end{align}

Now, what I wanted to do naturally was to find second order derivative for $L_j(x)$, and as each element in main sum has only an expression

\begin{align}
\prod_{m\not = (j,l)} {x-x_m}
\end{align}

which contains $X$, and the other expressions are constants, I need to find derivative of the above expression, but how do I do this?

Best Answer

Let me just quickly provide the reference to the original question (It was posted by me and I had some problems to derive the formula: Link)

So we start with \begin{align} L_j'(x) = \sum_{l\not = j} \frac{1}{x_j-x_l}\prod_{m\not = (j,l)} \frac{x-x_m}{x_j-x_m} \end{align} as you already mentioned, the interesting part is the product \begin{align} \prod_{m\not =(j,l)} \frac{x-x_m}{x_j-x_m} \end{align} To compute the derivative, we apply the chain rule to get

\begin{align} \frac{d}{dx}\left( \prod_{m\not =(j,l)} \frac{x-x_m}{x_j-x_m} \right) = \sum_{w \not = (j,l)} \frac{1}{x_j-x_w}\prod_{m\not = (j,l,w)}\frac{x-x_m}{x_j-x_m} \end{align}

Putting this together, we end up with \begin{align} L_j''(x) = \sum_{l\not = j} \frac{1}{x_j-x_l} \sum_{w \not = (j,l)}\frac{1}{x_j-x_w} \prod_{m\not = (j,l,w)}\frac{x-x_m}{x_j-x_m} \end{align}

Like in the last thread, I'm sure that this can be simplified, but since I failed the last time, I don't want to attempt this again.

Related Question