Linear interpolation ($(1-t)f(a)+tf(b)$)

Between two prescribed values, linear interpolation assigns $(1-t)f(a)+tf(b)$ at $(1-t)a+tb$, for $0\le t\le 1$. Joining successive samples produces a piecewise linear function. For a continuous function on a compact interval, interpolants along grids with mesh tending to zero converge in the uniform norm; their error is bounded by the modulus of continuity at the mesh size.