Scribd
Upload
235 views5 pages

Numerical Analysis - MTH603 Handouts Lecture 21

numerical methods analysis

Uploaded by

roshanpatelia
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
235 views5 pages

Numerical Analysis - MTH603 Handouts Lecture 21

numerical methods analysis

Uploaded by

roshanpatelia
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 5

Numerical Analysis MTH603

VU

Interpolation Newtons Forward Difference Formula


Let y = f (x) be a function which takes values f(x0), f(x0+ h), f(x0+2h), , corresponding to various equi-spaced values of x with spacing h, say x0, x0 + h, x0 + 2h, . Suppose, we wish to evaluate the function f (x) for a value x0 + ph, where p is any real number, then for any real number p, we have the operator E such that E p f ( x) = f ( x + ph). f ( x0 + ph) = E p f ( x0 ) = (1 + ) p f ( x0 )

p( p 1) 2 p( p 1)( p 2) 3 = 1 + p + + + f ( x0 ) 2! 3! f ( x0 + ph) = f ( x0 ) + pf ( x0 )
p( p 1) 2 p ( p 1)( p 2) 3 f ( x0 ) + f ( x0 ) 2! 3! p ( p 1) ( p n + 1) n + + f ( x0 ) + Error n! This is known as Newtons forward difference formula for interpolation, which gives the value of f(x + ph) in terms of f(x ) and its leading differences. 0 0 This formula is also known as Newton-Gregory forward difference interpolation formula. Here p=(x-x )/h. 0 An alternate expression is p ( p 1) 2 p ( p 1)( p 2) 3 y x = y0 + p y0 + y0 + y0 + 2! 3! p ( p 1)( p n + 1) n + y0 + Error n! If we retain (r + 1) terms, we obtain a polynomial of degree r agreeing with y at x x0, x1, , xr. This formula is mainly used for interpolating the values of y near the beginning of a set of tabular values and for extrapolating values of y, a short distance backward from y0 +

Evaluate f (15), given the following table of values:

Example:

The forward differences are tabulated as

Solution:

Copyright Virtual University of Pakistan

Numerical Analysis MTH603

VU

We have Newtons forward difference interpolation formula p ( p 1) 2 p ( p 1)( p 2) 3 y x = y0 + py0 + y0 + y0 + 2! 3! p ( p 1)( p n + 1) n + y0 + Error n! Here we have x0 = 10, y0 = 46, y0 = 20,
2 y0 = 5, 3 y0 = 2, 4 y0 = 3

Let y be the value of y when x = 15, then 15 x x0 15 10 = = 0.5 p= h 10 (0.5)(0.5 1) f (15) = y15 = 46 + (0.5)(20) + (5) 2 (0.5)(0.5 1)(0.5 2) (0.5)(0.5 1)(0.5 2)(0.5 3) + (2) + (3) 6 24 = 46 + 10 + 0.625 + 0.125 + 0.1172 f (15) = 56.8672 correct to four decimal places.

Find Newtons forward difference, interpolating polynomial for the following data:

Example

The forward difference table to the given data is

Solution;

Copyright Virtual University of Pakistan

Numerical Analysis MTH603

VU

rd th Since, 3 and 4 leading differences are zero, we have Newtons forward difference interpolating formula as p( p 1) 2 y0 y = y0 + py0 + 2 In this problem, x0 = 0.1, y0 = 1.40,
y0 = 0.16, 2 y0 = 0.04,

and p= Substituting these values,

x 0.1 = 10 x 1 0.1

(10 x 1)(10 x 2) (0.04) 2 This is the required Newtons interpolating polynomial. y = f ( x) = 1.40 + (10 x 1)(0.16) +

Estimate the missing figure in the following table:

Example

Since we are given four entries in the table, the function y = f (x) can be represented by a polynomial of degree three.
3 f ( x) = Constant and 4 f ( x) = 0, x

Solution

In particular,

4 f ( x0 ) = 0 Equivalently, ( E 1) 4 f ( x0 ) = 0
Copyright Virtual University of Pakistan

Numerical Analysis MTH603

VU

Expanding, we have ( E 4 4 E 3 + 6 E 2 4 E + 1) f ( x0 ) = 0 That is, f ( x4 ) 4 f ( x3 ) + 6 f ( x2 ) 4 f ( x1 ) + f ( x0 ) = 0

Using the values given in the table, we obtain 32 4 f ( x3 ) + 6 7 4 5 + 2 = 0 which gives f (x ), the missing value equal to 14. 3

Example
Consider the following table of values x .2 .3 .4 .5 F(x) .2304 .2788 .3222 .3617 Find f (.36) using Newtons Forward Difference Formula. .6 .3979

Solution
x
0.2 0.3 0.4 0.5 0.6

y = f ( x)
0.2304 0.2788 0.3222 0.3617 0.3979

y
0.0484 0.0434 0.0395 0.0362

2 y
-0.005 -0.0039 -0.0033

3 y
0.0011 0.0006

4 y
-0.0005

p( p 1) 2 p( p 1)( p 2) 3 y0 + y0 2! 3! p( p 1)( p 2)( p 3) 4 p( p 1)( p 2)........( p n +1) n + y0 ++ y0 4! n! yx = y0 + py0 +


Where x0 = 0.2, y0 = 0.2304, y0 = 0.0484,
y0 = 0.005, y0 = 0.0011 , y0 = .0005
2 3 4

p=

x x0 0.36 0.2 = = 1.6 h 0.1

yx = 0.2304 +1.6(0.0484) +

1.6(1.6 1) 1.6(1.6 1)(1.6 2) 1.6(1.6 1)(1.6 2)(1.6 3) (0.0011) + (.0005) ( 0.005) + 2! 3! 4! 1.6(.6)(.4) 1.6(.6)(.4)(1.4) (.0011) + (.0005) = 0.2304 + .077441.0024 + 6 24 = 0.3078 .0024 .00007 .00001 = .3053
Copyright Virtual University of Pakistan

Numerical Analysis MTH603

VU

Find a cubic polynomial in x which takes on the values -3, 3, 11, 27, 57 and 107, when x = 0, 1, 2, 3, 4 and 5 respectively. Here, the observations are given at equal intervals of unit width. To determine the required polynomial, we first construct the difference table

Example Solution

Difference Table

th Since the 4 and higher order differences are zero, the required Newtons interpolation formula f ( x0 + ph) = f ( x0 ) + pf ( x0 ) + Here x x0 x 0 = =x 1 h f ( x0 ) = 6 p= 2 f ( x0 ) = 2 3 f ( x0 ) = 6 Substituting these values into the formula, we have x( x 1) x( x 1)( x 2) f ( x) = 3 + 6 x + (2) + (6) 2 6 f ( x) = x 3 2 x 2 + 7 x 3, The required cubic polynomial. p ( p 1) 2 p ( p 1)( p 2) 3 f ( x0 ) + f ( x0 ) 2 6

Copyright Virtual University of Pakistan

You might also like