Interpolation
Interpolation
Interpolation: Interpolation has been defined as the art of reading between the lines
of a table, and in elementary mathematics the term usually denotes the process of
computing intermediate values of a function from a set of given or tabular values of
that function.
In higher mathematics we frequently have to deal with functions whose analytical
form is either totally unknown or else is of such a nature (complicated or otherwise)
that the function can not easily be subjected to such operations as may be required. In
either case it is desirable to replace the given function by another which can be more
readily handled. This operation of replacing or representing a given function by a
simpler one constitutes interpolation in the broad sense of the term.
Example:
, ………. , , .
The differences of these first differences are called second differences. Denoting them by
etc.,
we have , ,
, etc.,.
Table1: Diagonal difference table
Backward difference:
, , ………. , , .
, ,
, .
.
Backward difference table:
Table1: Horizontal difference table
Relation:
Where m denotes the order of differences and k and n are the numbers of the
tabulated value.
(1)
We shall now determine the coefficients so as to make
or
Similarly,
(3)
Now put , or
……………………………………………………………………..
the formula contains values of the tabulated function from onward to the right
(forward from ) and none to the left of this value. Because of this fact this formula
is used mainly for interpolating values of near the beginning of a set of tabular
values and for extrapolating values of a short distance backward (to the left) from
The formulas of the preceding section can not be used for interpolating a value of
near the end of the tabular values. To derive a formula for this case we write the
(5)
We shall now determine the coefficients so as to make
or
Similarly,
(6)
This is called Newton’s formula for backward interpolation in terms of .
(7)
Now put , or
……………………………………………………………………..
(8)
This is the form in which Newton’s formula for backward interpolation is usually
written. Eq. (8) is called the formula for “backward” interpolation because it
contains values of the tabulated function from backward to the left (backward
from ) and none to the right of . This formula is used mainly for interpolating
values of near the end of a set of tabular values and for extrapolating values of a
Example1: The velocity distribution of a fluid near a flat surface is given below:
x 0.1 0.3 0.5 0.7 0.9
v 0.72 1.81 2.73 3.47 3.98
X is the distance from the surface (cm) and v is the velocity (cm/sec). Using a
suitable interpolation formula obtain the velocity at x=0.2 and 0.8.
Solution: First we prepare difference table as follow
The Newton’s forward formula is
Here, , , , ,
Here, , , , ,
.
Divided differences:
, , ,
, ,
, etc.,
.
Note that the order of any divided difference is less than the number of values of the
argument in it.
derived by starting with any variable pair of values and and the pair of given
values, writing down the divided differences in ascending order, then solving for in
(1)
(2)
(3)
(4)
From (1),
(5)
From (2),
.
(6)
(7)
From (3),
(8)
Substitute this into (7) and get
(9)
From (4),
(10)
Substitute this into (9) and get
(11)
By continue in this manner, or by mathematical induction, it can be proved that the general Newton
formula with divided differences is
(12)
We know the n-th difference of polynomial of degree n is constant, hence its (n+1)-th
(13)
This is called Newton’s general interpolation formula.
Note:
If ,
(14)
This is Newton’s formula for forward interpolation.
The right hand members of the above equations remain unchanged when any two
values of are interchanged and the corresponding y’s are also interchanged. This
means that a divided difference remains unchanged regardless of how much its
, etc.
Let denote a polynomial of the nth degree which takes the values
becomes
Transposing to the right-hand side all terms except the first, we have
(3)
The chief uses of Lagrange’s formula are two: (i) to find any value of a function
when the given vales of the independent variable are not equidistant, and (ii) to find
the value of the independent variable corresponding to a given value of the function.
Example2: The following values of the function for values of are given:
1 2 7 8
4 5 5 4
Find the value of and also the value of for which is maximum or
minimum.
Solution: First we prepare the divided difference table as follow
Here, , , , , , .
i.e.,
Since , therefore is maximum at at the point .
(1)
In (1) put , , , , ,
, .
(2)
We know
, ,
Substituting these into (3) and canceling the powers of in each term, we get
(A)
In (1) put , , , , ,
To derive such a formula we advanced the subscripts of and in (B) by one unit
(C)
Stirling’s Interpolation formula: Adding (A) and (B) and divided by 2, we get
(D) Bessel’s Interpolation formula: Adding (A) and (C) and divided by 2, we get
(E)
Note: As a general rule it may be stated that Bessel’s formula will give a more
accurate result when interpolating near the middle of an interval, say from