Central Difference 23

Gauss’s Forward Difference Interpolation Formula:

We consider the following difference table in which the central ordinate is taken for
convenience as y 0 corresponding to x = x 0.
x y Δ Δ2 Δ3 Δ4
x−3 y−3

Δ y−3
x−2 y−2 Δ 2 y −3

∆ y −2 Δ 3 y −3
x−1 y−1 Δ 2 y −2 Δ 4 y−3

∆ y −1 Δ 3 y −2
x0 y0
Δ 2 y −1 Δ 4 y−2

Δ y0 Δ 3 y −1
x1 y1
Δ2 y 0 Δ 4 y−1

Δ y1 Δ3 y 0
x2 y2
Δ2 y 1

Δ y2
x3 y3

The differences used in this formula lie on the line shown in the table.
The formula is, therefore, of the form.
y p= y 0+G 1 Δ y 0 +G 2 Δ2 y−1 +G 3 Δ3 y−1 +G 4 Δ 4 y−2 +… … … … ..(1)
Where G1,G2,G 3………….. have to be determined, the y p on the left side can be expressed
in terms of y 0, Δ y 0and higher order differences of y 0 as follows.
y p=E p y 0 =( 1+ Δ )p y 0
p (p−1) 2 p ( p−1)( p−2) 3 p ( p−1)( p−2)( p−3) 4
= y0 + p ∆ y0 + ∆ y0 + ∆ y0 + ∆ y 0 +… …
2! 2! 4!
Similarly the right side of (1) can also expressed in terms of y 0, ∆ y 0and higher order
differences.
Now ∆ 2 y −1 =∆2 E−1 y 0
=∆ 2 (1+ ∆)−1 y 0
=∆ 2 (1−∆+ ∆2 −∆3 +… … …) y 0
 Central Difference 24
2 2 3 4 5
∴∆ y −1 =∆ y 0−∆ y 0 + ∆ y 0−∆ y 0+ … … … … … … … .
∴ ∆3 y−1=∆3 y 0−∆ 4 y 0+ ∆5 y 0−∆6 y 0+ … … … … … … … .
∆ 4 y−2=∆4 E−2 y 0
=∆ 4 (1+ ∆)−2 y 0
=∆ 4 (1−2 ∆+3 ∆2 −4 ∆3 +… … …) y 0
=∆ 4 y 0−2 ∆5 y 0 +3 ∆ 6 y 0−4 ∆7 y 0+ … … …
Hence (1) give the identity
p (p−1) 2 p ( p−1 ) ( p−2) 3 p ( p−1)( p−2)( p−3) 4
y0 + p ∆ y0 + ∆ y0 + ∆ y0 + ∆ y 0 +… … … … … .
2! 3! 4!
=
y 0 +G1 ∆ y 0 +G2 ( ∆2 y 0−∆3 y 0 + ∆4 y 0−∆5 y 0+ … … … ) +G3 ( ∆3 y 0−∆ 4 y 0+ ∆5 y 0−∆6 y 0+ … … … ) +G 4 ( ∆ 4 y 0−2 ∆5 y 0+ 3
(2)
Equating the coefficients of ∆ y 0 , ∆2 y 0 , ∆3 y 0 … … … … … … on bot h sides of ( 2 ) , we obta∈¿
G 1= p
p( p−1)
G 2=
2!
p (p−1)( p−2)
-G2 +G3=
3!
p ( p−1 ) ( p−2 ) p ( p−1 )
∴ G 3= +
6 2
( p+ 1 ) p ( p−1 )
=
3!
( p+1 ) p ( p−1 ) ( p−2 )
Similarly G4 = etc.
4!
Hence (1) becomes
p( p−1) 2 ( p +1 ) p( p−1) 3 ( p+1) p ( p−1)( p−2) 4
y p= y 0 + p ∆ y 0 + ∆ y −1+ ∆ y −1+ ∆ y−2 +… … … …
2! 3! 4!
Which is Gauss’s forward formula.

EX 1. Use Gauss’s forward formula to find f(x) when x=3.6 from the data below
X 2.5 3.0 3.5 4.0 4.5
Y 24.145 22.043 20.225 18.644 17.644

Solution:
We know the gauss’s forward formula is,
p( p−1) 2 ( p +1 ) p( p−1) 3 ( p+1) p (p−1)( p−2) 4
y p= y 0 + p ∆ y 0 + ∆ y −1+ ∆ y −1+ ∆ y−2 +… … … … …)
2! 3! 4!
(1)
Here we take x 0=3.5 , x=3.6, h=0.5
x−x 0 3.6−3.5
P= = =0.2
h 0.5
The difference table is as follows
 Central Difference 25
2 3 4
X Y ∆ ∆ ∆ ∆

2.5 24.145

-2.012

3.0 22.043 .284

-1.818 -.47

3.5 20.225 .237 .391

-1.581 .344

4.0 18.644 .581

-1.000

4.5 17.644

Therefore y 0=20.225 , ∆ y 0=−1.581 ,∆ 2 y −1 =.237 , ∆3 y−1=.344 , ∆ 4 y−2=.391

Hence from (1) we get
.2 ( .2−1 ) ( 1+.2 )( .2 ) (.2−1) (1+.2 ) ( .2 )( .2−1 ) (.2−2)
y .2 = y ( 3.6 )=20.225+.2 (−1.581 )+ ( .237 ) + (.344 ) + (.391)
2 3! 4!
= 19.8844624 (answer)

Gauss’s backward difference interpolation formula

We consider the following difference table in which the central ordinate is taken for
convenience as y 0corresponding to x= x 0
 Central Difference 26

X Y ∆ ∆2 ∆3 ∆5
x−2 y−2

∆ y−2
x−1 y−1 ∆ 2 y −2

∆ y−1 ∆ 3 y −2
x0 y0 ∆ 2 y −1 ∆ 4 y−2

∆ y0 ∆ 3 y −1
x1 y1
∆ 2 y0

∆ y1
x2 y2

The differences used in this formula lie on the line shown in the table. The formula is,
therefore of the form
y p= y 0+G'1 ∆ y −1 +G'2 ∆2 y−1 +G'3 ∆3 y−2 +G'4 ∆ 4 y −2+ … … … … … … … .. ( 1 )
Where G'1 ,G'2 , G'3 , G'4 , … … … … … .. have ¿ be determined .
y pon the left side of (1) can be expressed in terms of y 0, ∆ y 0 ,and higher order differences
of y 0as follows
p p
y p=E y 0 =( 1+ Δ ) y 0
p (p−1) 2 p (p−1)(p−2) 3 p ( p−1)( p−2)( p−3) 4
= y0 + p ∆ y0 + ∆ y0 + ∆ y0 + ∆ y 0 +… … … … ….
2! 2! 4!
Similarly the right side of (1) can also expressed in terms of y 0, ∆ y 0and higher order
differences.
Now ∆ y−1=∆ E−1 y 0
=∆( 1+∆ )−1 y 0
=∆(1-∆+∆ 2−∆ 3+ … … … … ..) y 0
∴∆ y−1=¿∆ y 0-∆ 2 y 0+∆ 3 y 0 −∆ 4 y 0 + … … … … … … … … … ..
∴ ∆2 y−1=∆2 y 0 -∆ 3 y 0 +∆ 4 y 0−∆5 y 0 + … … … … … … … … … ..
∴∆ 3 y −2=∆3 E−2 y 0
=∆ 3 ( 1+ ∆ )−2 y 0
=∆ 3 (1-2∆+3∆ 2−4 ∆3 +… … … … . .) y 0
∴∆ 3 y −2=∆3 y 0-2∆ 4 y 0+3 ∆ 5 y 0−4 ∆6 y 0+ … … … … … … … … … ..
∴∆ 4 y−2=∆4 y 0-2∆ 5 y 0+3 ∆ 6 y 0 −4 ∆7 y 0+ … … … … … … … … … ..
Here (1) Gives the identity
 Central Difference 27
p (p−1) 2 p ( p−1)( p−2) 3 p ( p−1)( p−2)( p−3) 4
y0 + p ∆ y0 + ∆ y0 + ∆ y0 + ∆ y 0 +… …. .
2! 3! 4!

=
y 0 +G'1 ( ∆ y 0−∆2 y 0+ ∆3 y 0−∆4 y 0 +… … … ) +G'2 ( ∆2 y 0−∆3 y 0 + ∆4 y 0−… … … … ) +G'3 ( ∆3 y 0 −2 ∆4 y 0 +3 ∆ 5 y 0−… … ) +
… …(2)
2 3
Equating the coefficient of ∆ y 0 , ∆ y 0 , ∆ y 0 … … … … … … on bot h sides of ( 2 ) , we obtain
G '1= p
p ( p−1)
−G'1 +G'2=
2!
p ( p−1 )
' p (p−1)
∴ G 2= +G'1= +p
2! 2
p ( p+1 )
=
2!
' ( p+1 ) p ( p−1 ) ( p+2 )( P+1 ) p ( p−1)
Similarly G3= AndG'4 = etc.
3! 4!
Hence (1) becomes,
p( p+1) 2 ( p + 1 ) p ( p−1) 3 ( p+2)( p+1) p( p−1) 4
y p= y 0+ p ∆ y −1+ ∆ y −1 + ∆ y−2 + ∆ y−2 +… … … …
2! 3! 4!
Which is Gauss’s backward formula.

Ex 3. Interpolate by means of Gauss’s backward formula the population for the year 1936,
Given the following table.
Year: 1901 1911 1921 1931 1941 1951
Population:(thousands) 12 15 20 27 39 52

Solution: We know the Gauss’s backward formula is,

p( p+1) 2 ( p + 1 ) p ( p−1) 3 ( p+2)( p+1) p( p−1) 4
y p= y 0+ p ∆ y −1+ ∆ y −1 + ∆ y−2 + ∆ y−2 +… … … ……(1)
2! 3! 4!
Here we take x 0=1931 , x=1936, h=10
x−x 0 1936−1931 5
∴ p= = = =0.5
h 10 10
The difference table is given below:
 Central Difference 28

x Y ∆ ∆2 ∆3 ∆4 ∆5

1901 12

1911 15 2

5 0

1921 20 2 3

7 3 -10

1931 27 5 -7

12 -4

1941 39 1

13

1951 52

Therefore y 0=27 , ∆ y−1=7 , ∆ 2 y−1=5

∆ 3 y −2=3 , ∆4 y −2 =−7 , ∆5 y−3=−10

Hence from (1) we get,

y p= y 0.5= y (1936)
=27+0.5(7) +
( 0.5+1 ) 0.5 ( 0.5+1 )( 0.5 )( 0.5−1 ) ( 0.5+2 ) ( 0.5+1 ) ( 0.5 )( 0.5−1 ) ( 0.5+2 ) ( 0.5+1 ) ( 0.5 ) ( 0.5−1 ) (0.5−2)
(5)+ (3)+ (−7 )+ (−1
2! 3! 4! 5!
=27+3.5+1.875-0.1875+0.2734-0.1172
=32.3437 (Thousand) Ans.

Stirling’s Formula:
We know the Gauss’s forward formula is
p ( p−1 ) 2 ( p+1 ) p ( p−1 ) 3 ( p+1 ) p ( p−1 ) ( p−2 ) 4
y p= y 0 + p ∆ y 0 + ∆ y −1+ ∆ y−1 + ∆ y−2 +… … … … … … … .
2! 3! 4!
………………(1)
And the Gauss’s backward formula is,
p ( p+ 1 ) 2 ( p+ 1 ) p ( p−1 ) 3 ( p+2 ) ( p +1 ) p ( p−1 ) 4
y p= y 0+ p ∆ y −1+ ∆ y−1 + ∆ y−2+ ∆ y −2 +… … … … … … ….
2! 3! 4!

………………………………………………………(2)
 Central Difference 29
Now taking the mean of (1) and (2) we obtain
3 3
∆ y−1 +∆ y 0 p 2 2 p ( p2 −1 ) ∆ y−1 +∆ y−2 p2 ( p2−1 ) 4
y p= y 0 + p + ∆ y−1 + + ∆ y −2 + …
2 2! 3! 2 4!
Which is called the Stirling’s formula.

Ex 5. Use Stirling’s formula to find f (35) where f ( 20 )=512 , f ( 30 )=439 , f ( 40 )=346 , f (50)=243
Solution:We know the Stirling’s formula is
3 3
∆ y−1 +∆ y 0 p 2 2 p ( p2 −1 ) ∆ y−1 +∆ y−2 p2 ( p2−1 ) 4
y p= y 0 + p + ∆ y−1 + + ∆ y −2 + …
2 2! 3! 2 4!
……………………………………………………
(1)
The difference table is as follows.
X Y ∆ ∆2 ∆3

20 512

-73 Here we take

30 439 -20

-93 10

40 346 -10

-103

50 243
x 0=30 , x=35 , h=10 , p=( x−x 0) /h=(35−30)/10=0.5
Therefore from (1)
(−73−93) 0.52 0.5 {0.52−1 } 10+0
y 0.5 =f ( 35 )=439+0.5 + (−20 )+ .
2 2 3! 2
=395
Bessel’s formula:
This formula uses the differences as shown in the following table where brackets mean
that the average of the values have to be taken.

x y ∆ ∆2 ∆3 ∆4
x−2 y−2 ∆ 2 y −3 ∆ 4 y−4
∆ y −2 ∆ 3 y −3
x−1 y−1 ∆ 2 y −2 ∆ 4 y−3
∆ y −1 ∆ 3 y −2
x0 y0 ∆ 2 y −1 ∆ 4 y−2
∆ y0 ∆ 3 y −1
x1 y1 ∆ 2 y0 ∆ 4 y−1
 Central Difference 30
∆ y1 3
∆ y0
x2 y2 2
∆ y1 ∆ 4 y0

Here Bessel’s formula can be assumed in the form,

y0 + y1 ∆ 2 y−1 + ∆2 y 0 3 ∆ 4 y−2 +∆ 4 y−1
y p= + B1 ∆ y 0 + B2 +B 3 ∆ y −1+ B 4 +… … … .
2 2 2
∆2 y −1+ ∆2 y 0 3 ∆4 y−2 +∆ 4 y−1
y p= y 0+ ( B1 +1/2 ) ∆ y 0 + B2 + B3 ∆ y−1 +B 4 + … … ….
2 2
…………………….(1)
Where B1 , B2 , … … …. Have to be determined.The y p of the left side of (1) can be expressed
in terms of y 0 , ∆ y 0 and higher order differences of y 0 as follows.
y p=E p y 0 =( 1+ ∆ ) p y 0
p ( p−1) 2 p (p−1)(p−2) 3 p ( p−1)( p−2)( p−3) 4
¿ y0 + p ∆ y0 + ∆ y0 + ∆ y0 + ∆ y 0 +… … . .
2! 3! 4!
Similarly the right side of (1) can also be expressed in terms of y 0 , ∆ y 0 and higher order
differences as follows.
∆ 2 y −1 =∆2 E−1 y 0=∆2 ( 1+ ∆ )−1 y 0
¿ ∆ 2( 1−∆+ ∆2−∆3 +… …) y 0
∴ ∆2 y−1=∆2 y 0 −∆3 y 0 +∆ 4 y 0−∆ 5 y 0 +… … … … …
∴ ∆3 y−1=∆3 y 0−∆ 4 y 0+ ∆5 y 0−∆6 y 0+ … … … … …
∆ 4 y−1=∆4 y 0−∆5 y 0+ ∆6 y o−… … … … … … … .
∆ 4 y−2=∆4 E−2 y 0=∆4 ( 1+ ∆)−2 y 0
¿ ∆ 4 (1−2 ∆+3 ∆2−… … … …) y 0
¿ ∆ 4 y 0−2 ∆5 y 0 +3 ∆6 y 0−… … … …
Here (1) Gives the identity
p (p−1) 2 p ( p−1)( p−2) 3 p ( p−1)( p−2)( p−3) 4
y0 + p ∆ y0 + ∆ y0 + ∆ y0 + ∆ y 0 +… …. .
2! 3! 4!
¿ y 0 +¿ ¿
=
1 B B
(
y 0 + B 1+
2)∆ y 0 + 2 ( 2 ∆2 y 0−∆ 3 y 0 + ∆4 y 0−… … … ) + B3 (∆ ¿¿ 3 y 0−∆ 4 y 0+ ∆5 y 0−… … .)+ 4 (2 ∆ 4 y 0−3 ∆ 5 y 0 + 4 ∆ 6
2 2
Equating the coefficient of ∆ y 0 , ∆ 2 y 0 , ∆3 y 0 ,… …… …… …etc on both sides of (2) ,we obtain.
1 1
P= B1+ 2 ∨, B1= p− 2
p (p−1) p( p−1)
=B 2∨, B 2=
2! 2!
p( p−1)( p−2) −B2
⟹ = + B3
3! 2
p( p−1)( p−2) p( p−1)
⟹ B 3= +
6 4
p ( p−1 ) p−2 1
= 2 3 [+
2 ]
 Central Difference 31
p ( p−1 ) 2 p−4 +3
= 12 6[ ]
1
p( p−1)( p− )
= p (p−1)(2 p−1) 2
=
12 3!
( p+1 ) p( p−1)( p−2)
Similarly B4 = etc
4!
Thus (1) becomes
1
2 2 p( p−1)( p− ) 4 4
p( p−1) ∆ y−1 +∆ y 0 2 3 ( p+1 ) p( p−1)( p−2) ∆ y −2 + ∆ y−1
y p= y 0 + p ∆ y 0 + + ∆ y −1 + + … … … ..
2! 2 3! 4! 2
Which is the Bessel’s formula,

Ex. The following table gives seadings of the temperature (00 ¿ secorded of given time (t).
t 2 3 4 5 6
θ 61.87 54.08 47.03 40.65 34.88
Using Bessel’s formula find θ at t=4.3
Solution: We know the Bessel’s formula is ,
1
2 2 p( p−1)( p− ) 4 4
p( p−1) ∆ y−1 +∆ y 0 2 3 ( p+1 ) p( p−1)( p−2) ∆ y −2 + ∆ y−1
y p= y 0 + p ∆ y 0 + + ∆ y −1 + + … … … ..
2! 2 3! 4! 2

The difference table is as follows,

t θ=f (t ) ∆ ∆2 ∆3 ∆4

2 61.87

-7.79

3 54.08 0.74

-7.05 -0.07

4(t 0) 47.03 0.67 (0.01)

-6.38 -0.06

5 40.65 0.61

-5.77

6 34.88

Here t 0=4 , t=4.3, h=1 .

t−t 0 4.3−4
∴ p= = =0.3
h 1
 Central Difference 32
Thus from (1) we have ,
θ=f ( t)=f ( 4.3 )= y 0.3
1
=47.03+0.3(-6.38)+ 0.3(0.3−1) 0.67+ 0.61
+
(
0.3 ( 0.3−1 ) 0.3−
2 ) (−0.06)
2! 2 3!
=45.04838≅ 45.05 (Ans).