Interpolation with unequal Intervals 16

Interpolation with unequal Intervals

Discus about Divided Differences.
Let f (x¿ ¿ 0) ¿, f (x¿ ¿1) , ¿……………. f (x¿ ¿ n) ¿be the entries corresponding to the arguments
x 0 , x 1 ,… … … … … …. x nwhere the intervals x 1−x 0 , x 2−x 1 , x n−x n−1 may not be equal.Then the
(x¿ ¿ 0)
first divided difference of f (x) for the arguments x 0 , x 1 is defined as f (x¿ ¿1)−f x −x ¿¿
1 0

f ( x 1 )−f ( x 0)
and is denoted by f ( x 0 , x 1 ) , that is, f (x 0 , x1 )=
x1 −x0
Similarly the other first divided differences of f (x) for the arguments
x 1 , x 2 ; x 2 , x 3 ; … … … … ; xn −1 , x n are
f ( x 2 )−f (x 1)
f (x 1, x 2 )=
x2 −x1
f ( x 3 )−f (x 2)
f (x 2 , x 3 )=
x3 −x2
………………………………..
f ( x n )−f (x n−1)
f (x n−1, x n )=
xn −x n−1
The second divided difference of f (x) for the three arguments x 0 , x 1∧x 2 is defined as
f ( x 1 , x 2 )−f (x 0 , x 1)
f (x 0 , x1 , x2 )=
x2 −x0
The nth divided difference is given by
f (x ¿ ¿ 1 , x2 , … . x n )−f ( x 0 , x 1 , … .. x n−1 )
f ( x 0 , x1 , x2 , … … x n )= ¿
x n−x 0

Note: If two of the arguments coincide the divided difference can be given a meaning
assigned by taking the limit. Thus
f (x ¿ ¿ 0 , x 0 )=lim (x 0 , x 0 +ϵ )¿
ϵ→ 0

f ( x0 + ϵ )−f ( x 0 )
=lim
ϵ→ 0 ( x 0 +ϵ ) −x 0
f ( x0 + ϵ )−f ( x 0 )
=lim
ϵ→ 0 ϵ
'
= f (x ¿¿ 0) ¿
1 (r )
Similarly f ( x 0 , x 0 , … .. x 0 ) = r ! f ( x0 )
(r+1) arguments

Theorem: The divided difference are symmetrical in all its arguments, That is
independent of the order of the arguments.
Proof: We have
(x ¿¿ 1)−f ( x0 ) ( x ¿¿ 0)−f (x 1)
f ( x 0 , x1 ) =f ¿ =f ¿= f (x 1 , x 0)
x 1−x 0 x 0−x 1
 Interpolation with unequal Intervals 17
f ( x 0) f ( x 1)
= x −x + x − x
0 1 1 0

f ( x 0)
=∑ x −x , Showing that f ( x 0 , x1 ) is symmetrical in x 0 , x 1 ,
0 1

f ( x 1 , x 2 )−f (x 0 , x 1)
Again f ( x 0 , x1 x 2) =
x2 −x0
1 f ( x 2) −f ( x 1 ) f ( x 1 )−f ( x 0 )
= [ − ]
x2 −x0 x 2−x 1 x 1−x 0
1 f ( x2 ) f ( x1 ) f ( x 1) f ( x0 )
= [ − − + ]
x2 −x0 x 2−x 1 x 1−x 0 x1 −x0 x 1−x 0
1 f ( x2 ) 1 1 f ( x0 )
¿ [ −f ( x 1 ) ( − )+ ]
x 2−x 0 x 2−x 1 x2 −x1 x 1−x 0 x 1−x 0
1 f ( x2 ) x − x + x −x f ( x0 )
= [ −f ( x 1 ) 1 0 2 1 + ]
x2 −x0 x 2−x 1 (x 2−x1 )( x 1−x 0) x 1−x 0
1 f ( x2 ) f ( x1 ) ( x 2−x 0 ) f ( x0 )
= x −x [ x −x − + ]
2 0 2 1 ( x2− x1 ) ( x 1−x 0 ) x 1−x 0
( x ¿¿ 2) f ( x1 ) f ( x0 )
= f ( x −x )(x −x ) + ¿¿ +
2 0 2 1 ( x 1−x2 ) ( x 1−x 0 ) ( x 0 −x1 ) ( x 0−x 2 )
f ( x0 ) f ( x1 ) (x¿¿ 2)
= + +f ¿
( x 0−x 1 )( x 0− x2 ) ( x1 −x0 ) ( x 1−x 2 ) ( x 2−x 0)( x 2−x 1 )
f ( x0 )
=∑ ,Showing that f (x 0 , x1 , x2 ) is symmetrical in x 0 , x 1 , x 2
( x 0−x 1 ) ( x 0−x 2 )
Let us assume similar symmetrical expressions for the (n-1)th divided differences. That is,
let us assume that
f ( x0 )
f ( x 0 , x1 , … … x n−1 ) =
( x0 −x 1) ( x 0−x 2 ) … … … … .. ( x0 −x n−1)
+ f ( x 1)
+… … … … …
( x 1−x 0 )( x 1−x 2 ) … … … … .. ( x1−x n−1 )
+ f (x n−1)
( x n−1−x 0 )( x n−1−x 1 ) … … … … ..(x n−1−x n−2)
f ( x0 )
¿∑
( x 0−x 1 )( x 0 −x2 ) … … … … ..(x 0−x n−1)
And similar expressions for the other (n-1)th divided difference.
f ( x 0 , x 1 , … … x n−1 )−f ( x 1 , x 2 , … … x n )
Then f ( x 0 , x1 , … … x n )=
x −x 0 n
1
= x −x ¿
0 n

f ( x0 )
f ( x1 )
= (x ¿ ¿ 0−x 1 )… … ..(x 0−x n )+ ¿
f ( xn )
( x ¿ ¿1−x 0) … … ..( x 1−x n)+ ¿
( x ¿ ¿ n−x0 )… …..( xn −x n−1 )¿
 Interpolation with unequal Intervals 18
f ( x0)
=∑ ¿
( x ¿ ¿ 0−x 1) … … ..( x 0−x n)
showing that the nth divided difference f ( x 0 , x1 , … … x n )is also symmetrical in x 0 , x 1 ,… … x n
and thus completing the proof of the theorem by mathematical induction.

Theorem: The nth divided differences of a polynomial of the nth degree are constant.
Proof: First consider the function f ( x )=x n .The first divided differences of this function are
given by
f ( x ) −f ( x r )
f ( x r , x r +1)= r +1
xr +1−x r
xnr +1−x nr
=
x r+ 1−x r
= x n−1 n−2 n−2 n−1
r +1 + xr x r +1 +… … … .+ x r+1 x r + x r

Which is a homogeneous expression of degree n-1 in x r +1 and x r.The second divided

differences are given by
f ( x r , x r +1 )−f (x r +1 , x r+ 2)
f ( x r , x r +1 , x r+2 ) =
r x −x
r+2

f ( x r +1 , x r+2 ) −f (x r , x r +1)
=
r r +2−x r
1
= (x ¿ ¿ r +2−x ) ¿ [ f ( x r +1 , x r +2 )−f ( x r , xr +1 )¿
r

1 f ( x r+2 ) −f ( x r +1 ) f ( x r+1 ) −f ( x r )
= [ − ]
xr +2−x r x r +2−x r+1 x r +1−x r
n n n n
1 x −x r +2 x −x
r +1 r +1 r
= [ − ]
xr +2−x r x r +2−x r +1 x r +1−x r
1 n−1 n−2 n−2 n−1 n−1 n−2 n−2 n−1
= x −x [ ( x r +2 + x r+1 . x r +2 +… … … …+ x r +1 xr +2 + x r +2 )−(x r+1 + x r . x r+1 + … … … …+ x r x r+ 1+ x r )]
r +2 r

xnr +1 − xn−1 x n−2

−1 n−2
r r +2 −x r n−2 x r +2 −x r
= + xr +1 + x r +1
x r +2−x r x r +2−x r x r +2−x r
= ( x ¿¿ r +2n−2 + x r x n−3 n−2
r +2 +…+ x r )+ xr +1 (x n−3 n−3 n−2
r +2 +…+ x r )+ … … … … … .+ x r +1 ¿

Which is a homogeneous expression of degree n-2 in x r , xr +1 , x r +2by induction it can be

shown that f (x r , x r +1 ,… … … … …. , x r+ m) is a homogeneous expression of degree n-m.
In particular, The nth divided difference of f ( x )=x nis an expression of degree zero, it is a
constant, and is therefore independent of the values of x r , xr +1 , … … … x r +n
Since the nth divided difference of x nare constant, Therefore the divided differences of x n
of order greater than n will all be zero.
If f ( x )=a x n , where a is a constant, Then the nth divided difference of f ( x )=a
(The nth divided difference of x n)
Which is a constant.
 Interpolation with unequal Intervals 19
n n−1
Hence if f ( x )=a0 x +a 1 x + … … … … …+a n be a polynomial of degree n, Then the nth
divided differences of all the terms except a 0 x nwill be zero. and so the nth divided
difference of the whole polynomial will be constant.

Newton’s interpolation formula for unequal intervals.

Or. Newton’s interpolation formula for divided difference.
Let f ( x 0 ) , f ( x 1 ) , … … … … … f ( x n ) be the values of f (x) corresponding to the arguments
x 0 , x 1 ,… … … … …. x n , not necessarily equally spaced. From the definition of divided
differences,
f ( x )−f ( x 0)
f ( x , x 0) =
x −x0
Or. f ( x )=f ( x 0 ) + ( x−x 0 ) f ¿) (1)
f ( x , x 0 ) −f (x 0 , x1 )
Also f ( x , x 0 , x 1) =
x−x 1
⇒ f ( x , x 0 )=f ( x0 , x 1 ) +¿ ……( x−x 1 ) f (x , x 0 , x 1)………………….. (2)
Similarly
f ( x , x 0 , x 1) =f ( x 0 , x1 , x2 ) + ( x−x 2) f ( x , x 0 , x 1 x2 ) ………………. (3)
…………………………………………………..
f ( x , x 0 , x 1 , … … . x n−1 ) =f ( x 0 , x 1 , ….. x n ) + ( x−x n ) f (x , x 0 , x 1 , … … x n )
…….. (4)
Multiplying the equation (2) by ( x−x 0 ) (3) by ( x−x 0 ) ( x−x 1 ) and so on and finally the
equation (4) by ( x−x 0 ) . ( x−x 1) … … .( x −x n−1 ) and adding to the equation (1), we have
f ( x )=f ( x 0 ) + ( x−x 0 ) f ( x 0 , x 1 ) + ( x−x 0 ) ( x−x 1 ) f ( x 0 , x 1 , x 2 ) +… … … …+ ( x−x 0 )( x −x1 ) … … ( x−x n−1 ) f ( x 0 , x 1 , … … x n ) +
Where Rnis given by
Rn =( x−x 0 )( x−x1 ) … … … … ( x−x n ) f ( x , x 0 , x 1 , … … … … … … x n ) Assuming that f (x) is a
polynomial of degree n, then f (x , x 0 ,… … … x n )
Vanishes, so that
f ( x )=f ( x 0 ) + ( x−x 0 ) f ( x 0 , x 1 ) + ( x−x 0 ) ( x−x 1 ) f ( x 0 , x 1 , x 2 ) +… … …+ ( x−x 0) ( x−x 1 ) … … … . ( x−x n−1 ) f (x 0 , x 1 , … … x n )
This formula is called Newton’s divided difference interpolation formula.

Ex 1. Fit a polynomial which passes through the points (1,4), (3,7), (4,8) and (6,11) by
using Newton’s divided difference formula. Also find the value of y at x=2.
Soln. The difference table is as follows.

x f (x) 1st diff 2nd diff 3rd diff

1 4
7−4
=1.5
3−1
1−1.5
=−.167
3 7 4−1
 Interpolation with unequal Intervals 20
8−7 .167+.167
=1 =.067
4−3 6−1
4 8
1.5−1
=.167
11−8 6−3
=1.5
6−4
6 11

Here f ( 1 ) =4 , f (1,3 )=1.5 , f ( 1,3,4 ) =−.167 , f ( 1,3,4,6 )=.067

Therefore from Newton’s divided difference formula we get
f ( x )=f ( 1 )+ ( x−1 ) f (1.3 )+ ( x −1 )( x−3 ) f (1,3,4 ) + ( x−1 ) ( x −3 )( x−4 ) f (1,3,4,6)
=4 +1.5(x−1)−.167 (x−1)( x−3)+.067 ( x−1)(x−3)( x−4 )
Which is the required polynomial
Now put x=2, we get
y=f ( 2 )
¿ 4 +1.5 ( 2−1 )−.167 ( 2−1 )( 2−3 ) +.067 ( 2−1 ) ( 2−3 ) (2−4)
=5.799 Ans.

1
Ex 2. If f ( x )= 2 , find f ( a ,b ) , f ( a , b , c ) ∧f (a , b , c , d )
x
Soln : We have
1 1 a2−b2
−
f ( b )−f ( a ) b2 a2 a2 .b 2 ( a+b )( a−b ) −a+b …………. (1)
f ( a ,b )= = = = 2 2 =
b−a b−a b−a a . b ( b−a ) a2 . b2
f ( b , c )−f ( a , b)
Again f ( a ,b ,c ) = c−a
−b +c a+b
+
= b 2 . c 2 a2. b 2
c−a
2 2
1 c ( a+b ) −a (b+ c)
= c−a . a2 b 2 c 2
1 ( c 2−a2 ) b+c 2 a−a2 c
= c−a .
a2 b2 c 2
1 ( c−a ) {( c +a ) b+ ca } ab+bc +ca
= c−a . a2 b2 c 2
= a2 b2c2
−abc +bcd +acd +abd
Similarly f ( a ,b ,c , d )=
a2 b2 c 2 d 2

2
∆ 3
Ex 3. Show that yz x =x+ y+ z
Soln: f ( x )=x 3
∆
f ( y )−f (x)
Now f ( x ) =f ( x , y ) =
y y−x
 Interpolation with unequal Intervals 21
3 3
y −x
=
y−x
= y 2 + xy + x 2
Similarly ∆y f ( z ) =z 2+ yz + y 2
2 2
∆
Now yz f ( x )= ∆yz x3
= f (x , y , z)
f ( y , z )−f ( x , y)
=
z−x
y + yz+ z 2−x 2−xy − y 2
2
=
z−x
2 2
z −x + yz−xy
=
z−x
( z−x )( z + x+ y )
=
z−x
=x + y + z proof.

Lagranges Interpolation formula for unequal intervals:

Let f (x) denote a polynomial of the nth degree which takes the values y 0 , y 1 , … … … … … . y n
when x has the values x 0 , x 1 , x 2 , … … ….. x nrespectively. Then the (n+1)th differences of this
polynomial are zero. Hence
f ( x , x 0 , x 1 , … … … … . x n )=0 ……………………………… (1)
But we have
f ( x , x0 , x1 , … … … … . xn )
y
= ( x−x )( x−x ) ( x−x ) … … . ( x−x )
0 1 2 n

+ y0
(x ¿¿ 0−x )(x 0−x 1)( x 0−x 2 )… … ( x 0−x n)¿
+ y1
+… … … … …
( x 1−x )( x 1−x 0 ) ( x 1−x 2 ) … … … ( x1 −xn )
+ yn
( x n−x )( xn −x 0 ) … … ….( xn −x n−1 )
∴ using (1) , we get
y y0 y1
⇒ + +
( x−x 0 ) ( x−x 1 ) … … … … ( x−x n ) ( x 0−x ) ( x 0−x 1 )( x 0 −x2 ) … … … … ( x 0−x n ) ( x1 −x ) ( x 1−x 0 ) ( x 1−x 2 ) … … … ( x 1−x
+ yn
=0
( x n−x )( xn −x 0 )( x n −x1 ) … … … …( xn −x n−1 )

y y0
⇒ x−x x−x … … … … . x−x = x−x x −x x −x … … … . x −x
( 0 )( 1) ( n) ( 0) ( 0 1) ( 0 2) ( 0 n)
+ y1 yn
+… … … … … … … . .+
( x−x 1 )( x 1−x 0 ) ( x 1−x 2 ) … … … . ( x 1−x n ) ( x−x n )( xn −x 0 )( x n −x1 ) … … … …( xn −x n−1 )
 Interpolation with unequal Intervals 22
( x −x0 ) ( x−x 1 ) ( x−x 2 ) … … … … ( x−x n ) ( x−x 0 ) ( x−x 1 )( x −x2 ) … … … … ( x−x n )
⇒ y= y0 + y 1+
( x−x 0 ) ( x 0−x 1 ) ( x 0−x 2) … … ….. ( x 0−x n ) ( x−x 1 ) ( x1 −x0 ) ( x 1−x 2 ) … … … .. ( x 1−x n )
……………..
( x −x0 ) ( x−x 1 ) ( x−x 2 ) … … … …( x−x n )
+ yn
( x−x n )( xn −x 0 )( x n −x2 ) … … … ..( x n−x n−1)
( x−x 1 ) ( x−x 2) … … … …(x−x n) ( x− x0 ) ( x−x 2 ) … … … … ( x−x n )
∴ y= y0 + y 1+……………..
( x 0−x 1) ( x 0−x 2 ) … … … ..(x 0−x n ) ( x 1−x 0 ) ( x 1−x 2 ) … … ….. ( x 1−x n )
( x−x 0 ) ( x−x 1 ) … … … …( x−x n−1)
+ yn
( x n−x 0 )( xn −x1 ) … … … ..( x n−x n−1 )
Which is Lagranges formula .

Ex 4. Apply Lagranges Formula Calculate f (1.5) by using the following table.

x0 x1 x2 x3 x4 x5

x 1.00 1.20 1.40 1.60 1.80 2.00

f (x) .2420 .1942 .1497 .1109 .0790 .0540

Soln. Using Lagrange formula we get,

(1.5−1.2)(1.5−1.4)(1.5−1.6)(1.5−1.8)( 1.5−2)
f ( 1.5 )= (.2420)
(1−1.2)(1−1.4)(1−1.6)(1−1.8)(1−2)
+(1.5−1)(1.5−1.4)(1.5−1.6)(1.5−1.8)(1.5−2)
(.1942)
(1.2−1)( 1.2−1.4)(1.2−1.6)(1.2−1.8)( 1.2−2)
+(1.5−1)(1.5−2)(1.5−1.6)(1.5−1.8)(1.5−2)
(.1497)
(1.4−1)(1.4−1.2)(1.4−1.6)(1.4−1.8)(1.4−2)
+(1.5−1)(1.5−1.2)(1.5−1.4)(1.5−1.8)( 1.5−2)
(.1109)
(1.6−1)(1.6−1.2)(1.6−1.4)(1.6−1.8)(1.6−2)
+(1.5−1)(1.5−1.2)(1.5−1.4)(1.5−1.6)(1.5−2)
(.0790)
(1.8−1)(1.8−1.2)(1.8−1.4)(1.8−1.6)(1.8−2)
(1.5−1)(1.5−1.2)(1.5−1.4)(1.5−1.6)(1.5−1.8)
( .0540)
(2−1)(2−1.2)(2−1.4)(2−1.6)(2−1.8)
= .002835937−.018964843+ .087714843
−.064980468−.007714843+.000632812
= .129484375 Ans.