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NM - Unit 3

The document discusses various finite difference operators used to approximate derivatives and the relationships between them. It defines: 1) The forward difference operator Δ which approximates the derivative as the difference between consecutive function values. 2) Higher order difference operators Δn which apply Δ repeatedly to approximate higher order derivatives. 3) Other related operators - the backward difference operator V, central difference operator δ, shifting operator E, averaging operator μ, and differential operator D. 4) Relationships between the operators, showing they are linear and how one can be written in terms of others, such as δ = E1/2 - E-1/2 and μ = 1/2(E1/2 +

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0% found this document useful (0 votes)
91 views39 pages

NM - Unit 3

The document discusses various finite difference operators used to approximate derivatives and the relationships between them. It defines: 1) The forward difference operator Δ which approximates the derivative as the difference between consecutive function values. 2) Higher order difference operators Δn which apply Δ repeatedly to approximate higher order derivatives. 3) Other related operators - the backward difference operator V, central difference operator δ, shifting operator E, averaging operator μ, and differential operator D. 4) Relationships between the operators, showing they are linear and how one can be written in terms of others, such as δ = E1/2 - E-1/2 and μ = 1/2(E1/2 +

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Yoshuva
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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5

Finite Differences

fJ/. First difference


Let y = f (x) be a given function of x. and let Yo, Yi, Y2, ... , Yn be the
values of y corresponding to Xo, x1, x2, •.. , xn~ the values _of x. The
independent variable x is called the argument and the coqesponding
dependent value y is called, the entry. In general, the difference between
any tw~ consecutive values of X need not be same or equal.
We can write the arguments and entries as below.
X XJ Xn-1

y Yo Yt Y2 Yn- t . Yn
If we subtract from each value of y (except y0 ) the preceding value
of y, we get
Y1 Y:r!..} 1, Y3 - Yi, ···,Yn - Yn- l
These results are ~alled the first differences of y. The first differences
1
of y are denoted by Ay.
f. '.:~ ( I
That is, Ay0 = Yt - Yo
Ayl = Y2 -yl
Ay2 = Y3 -y2
Ayn - l = Yn - Yn- l
Here, the symbol Li-denotes an operation, called forward. difference
operator. -
- Higher differences 0'fh~SeGOnd and higher differences are defined as
C

below : , '

·····························································
2 ' '
Ji Yn - I= A(Ayn - 1) = A(yn -yn - 1) =Ayn ..... Ayn :....1
2
Here, t:.. 1s an operator---c alled, second order forward difference
170
Finite Differences 171

operator. .In the· same way, the third order forward difference operator
A3 is as follows :
A3Yo = A2Y1 -A2Yo
A3yl = A2y2 ""'." A2y1
................................... etc.
In generaI An An-I , An-1
u Y; = Ll Yi'+1 - Ll Y;
Though the arguments x0, x 1, x2, ... need not, in general, be equally
spaced, for purposes of practical work, we take them equally spaced.
Usually, the arguments are taken as
x0 , x0 + h, x0 + 2h, x0 + 3h, .... ,
so that x1 - x0 = x2 - x1 = x3 - x2 = .......= h
'
~ere, h is called the .interval of differencing.
Therefore, ~(x) = f(x h)-f(x)
A2f (x) = A (Af (x))
= tif (x+ h)- ~f(x) ' .
= [f (x + 2h) - f(x + h)] - [f (x+ h) - f (x)]
' '
= f (x + 2h)-'2f (x + h) +f (x)
~.3J(x) = .6.2[4{(x)] = .1.[A-1/ (x)]
. \
= Af{x+ 2h)- 2tif(x + h) + 4f(x) _
=f(x + 3h) -J.(x + 2h)-2 [f(x + 2h) -f(x + h)]
+ f(x+ h)-f(x)
= f (x + 3h) - 3/ (x + 2h) + 3f (x + h) - f (x)
and so on.
Operators. We have already defined the forward difference operator
A." We will now see some more operators and the relations connecting
them.
Backward difference operatd.r..:_(V) :
Backward difference oper:ator (V) is defined as .
Vf(x) = f(x)-f(x- h)
By definition Vi1 = Yt ·-Yo
(
Vy 2 = y2 - y 1 etc.
' '

2
Hence Y (x) = V[f (x) ·-f (x- h)]
/

=V/(x)- Vf(x-h)
= f (x)- f (x- h);.., (f (x- h)- f (x- 2h)]
= f (x) .... 2f'(x- h) +f (x- 2h)
Central difference opera;to~ (6) :
The central difference operator 6 is defined by
172 Numerical Methods-IV

lif(x) =!( x+ )-1( x- ~)


or Oyx = Yx+!!-yx_!!
2 2
Shifting or displacement or translation operator E: We define the -shifting
operator E such that
Ef(x) = f (x+ h)
or Eyx=Yx+h
Hence E Y1 =Y2, E (y2) =Y3 etc.
2 • .
E Yx=E(yx+h)=Yx+2h
"E1yx = Yx+ nh and "E1J(x) = f (x + nh)
Inverse operator E- 1 is such that
E- 1 Ef{x) = f (x)
Suppose · E-1 f (x) = $(x)
Then E(\>(x) = f(x)
Hence (\>(x + h) = f (x)
... · (\>(x)=f(x-h)
1
E- f (x) = f (x- h)
Similarly E-r f (x) = f (x - rh)
- Averaging operator µ : The averaging operator µ is defined by

µyx=;(Yx+1+Yx-1)
i.e., µ/(x) =; [t(x+; )+t( x- )]
Differential operator D : The differential operator·D is defined by
--·· d
D f (x) = dxf (x)

D2f(x) = -2 f(x) etc.


d2
dx .
Unit operator 1 : The unit operator I is such that
l,J(x)=/(x).
"( Propertie~ of operators 1. The ~perators A, V, E, <>, µ and D are all
line~operators\ _
Proof. tr{aj (x) + b<j>(x)) = [a/ (x + h) + bq>(x + h)] - [af(x) + b<j>(x)]
= a [f (x + h)- f (x)] + b [q>(x + h) - <j>(x)]
= all./ (x) + bA<j>(x)
Hence A is a linear operator.
Putting a= b = 1, ll.[f (x) + g (x)] Af (x) + Ag (x)
Finite Differences
173
and by putting b = 0, 8(af (x)) =a8f(x)
2. The operator is distributive over addition.
8m8~ f(x) = t:,.m+nf(x) = 8n.8m f(x).
8m8nf(x) = (8.8 .... m factors)(8.8 ....n factors)f(x)
= t:,.m +n f (x)
. All the above operators obey index laws.
3. Also 8[f (x) + g (x)] = 8 [g (x) + i (x)]

Relation between the operators:
Relation between 8 and E:
·we know 8f(x)=f(x+h)-f(x)
= Ef (x) - 1/ (x)
= (E- 1 (x)

This is called
Note. Two operators 01 and 02 are equal if 0t.f(x) = 0 2.j(x) for all f(x) .

... (1)

or ... (2)
Here, 1 is not the numeral 1 but it is the unit operator 1 which means
1 f (x) =f (x).
Relation between E- and V :
VJ (x) ; f (x) -f (x - h)
= 1f (x) - E- 1! (x)
::: (1 - E- 1) / (x)

... I ... (3)


1
Hence E- =1-V /.
I E= (1-Vr I 1
since (E-
1 1
f =E ... (4)
Relation between E and <> :

lll(x) = 1( )-1( x+ x- ~)
= E I12 f (x) -E- 112 f (x)
/ = (Eu2 E-112)/(x)
I12 2
.-:-tlo=E112 -E- 112 I =E- [E-1]=E-v 8 ... (5)

Also o=E 112 [ 1 - ~] = 'E 112 V


o= r 112 A = £ 112 v ... (6)
174 Numerical Methods-IV

f a tation between E and µ :

µJ(x) = [1( x+ )+t(x- )} ·


[ E 112 f(x) + E" 112 f(i)]

=½ [E 112 + E- uz]f (x)


... /I ,!l µ:: l2 [El/2 + L---
E- 112]
... (7)

,Biia/ion between D and t,.-~ -


d
D~(x) =-f(x)
'J dx
By Taylor's theorem, ·\

J(x+h)=f(x)+
h I (x)+2!
h f 1l(x)
. • ,
2
-t: ,. ....
·
to oo
11 2
h h D2f (x) + ...... to oo
... Ef(x) = f(x) + 1! Df(x) + Z,!

= [ l+l!+ 2!
hD
2
0!}) + f:,hD) + ...... to oo
3!
3
]f (x)

L . =iv f (x)
t/ / E=iD 1 ... (8)

E=l+Li=e"D
hD = log E =log (I + A)
. Li 2 ~3
hD = Li - -·- +-- - ...

... D=-
h
ll 2

L\ . 11
a--+--
2 3 ...
]
2
3
3
... (9)

Forward Difference Table:


The finite forward differences of a function are represented below in
a tabular form :
X y ,1.y t..2y Li3y . ,li4y Li5y i1_6
yo ___
XO
Ayo-.__ ,1.2y0
Xl YI .....__ ---,1.3
Ay1.....__ 2 . YO--- 4
x2 y2.....__ A YI 3
i1 YO
ilY2
.....__ Ll2
.....__A YI_ ,14
.....__A\0,-.__ 6
X3 Y3
Lly3
2
Y2-._
11 Y2
3 - YI_ 5
-11 VI
4 yo
X4 Y4
8y4 Li .Y3• .3 ---- .... .14)':2 •
xs YS 2
Li .Y3 '
Llys Li y4
X6 Y6
Finite Differences 175

The above tab]e is als_o ca11ed diagonal difference table.


Note 1. The value Yo (first value of y) is calJed the leading term and the
differences ~Yo, 2Yo, ~3Yo, 4
y0 , .... are called th~ leading differences.
' ____::__::;_---
YI
2. i Ay1
Y2
The difference value y 2 - y 1 is written m the next column in
between y 2 and Y1.
Backward Difference Trible :
The backward differences are g1v.en m the fo11owing backward
difference table :
X y Vy
XO YO
X] YI
X2 Y2
X3 Y3
X4 Y4
xs
X6
2
Note 1. In this table y6 , th~ val1,1e of-y is ·the leading term and Vy6, V y6,
V 3y 6 , ... are leading differences. These leading differences lie along
the diagonal sloping upwards at the end.
Illustration:
X y ~y

I 4
11
2 15
,
25
3 40
45
4 85 0
71.
5 156 32
103
6 259
_ In the table, each difference is ·written midway between the values
subtracted from the previous column. In this example, the third
differences are constants and the fourth differences are zeros.
2
[!o find Yk in terms of Yo, Ay0 ; A yo, ......
k
Yk ==E Yo
=(1 +~lYo
176 Numerical Methods-IV

= (1 +kct d +kc2 d2 + ... +dk) Yo


Yk =Yo+ kc! 11.yO+ kc2 LI.\o + ... + LI.kyO (k, positive integer)
. d' value Yo aocl
Th1s forl!}ula enables us to know Yk knowing the lea mg
its differences.
In the previous illustration
Y6 =y (x =7) =Yo+ 6C1 ~Yo+ 6C2 ~2Yo + 6C3 .13Yo 5 6
+ 6C4 .14Yo + 6Cs I). Yo.+ I). Yo
6x5 6 X 5 X_i (6) + 6c4 XO+ 0 + 0
=4+6Cll)+Tc1 4)+- 6

=4+66+210+120 == 400 · 65 126,217


,+ 1 equence 2, 9, 28' '
~xamp1e 1. I' md the 7th term 01 tie s ·
.rind also find the general term.
Solution.
/::,.y 1::,.2y
X y
G__
·v
\
0 7 12
\ l .9 ,,.- 6
19 18
2 28 6
37 0
24
3 65 6
61 30
4 126
91
5 217
6 6 2 6 3 6c A4
7th term = y6 = y0 + C1 Ay0 + C2 A Yo+ C3 A Yo+ 4 Ll Yo
6 5 6
+ C5~ Yo+~ Yo
= 2 + 6(7) + 15 (12) + 20(6) + 15(0)
=2+42+ 180+ 120 =344
Yn -- Yo+ nc1 LlYo
A
+ nc2 L.lA 2Yo+ nc3 LlA 3Yo+ n C4 4
Yo+ ......
= 2 + n(7) + n (n2- 1) (12) + n (n - ~(n - 2) (6) + 0

3 2
= 2 + 7n + 6n2 - 6n + n - 3n + 2n
= n3 + 3n2 + 3n + 2
,;:-\ =(n+1)3+1
I ?'-' . _ · 3 .
\__;I ·• Y6 - ( 6 + 1) + 1 = 344 .
~r v Example 2. Find-f (x) from the table ,below. Also find f (7).

lJ x: o 1 2 3 4 s 6
f(x): -I 3 - 19 53 111 199 323
Finite Diff(!rences 177

Solutil>n. We will form the difference table


X f(x) 11/ (x)
0

2 19
34
3 53 24 0
58 6
4 111 30 0
88 6
5 199 36
124
6 323
s
d4'f(x),df(x), ...... are all zeros.
Yx=E"yo=(l+dtYo
=Yo+ xcI dyo +XC2 d2Yo + XC3 d3Yo +XC4 d4Yo + ······

= (- 1) + x (4) + x (x 1) (12) + x (x - ~(x- 2) (6) + 0

= - 1-+ 4x+ 6x2 - 6x+x3 -3x + 2x


2

f (x) = x3 + 3x
2
- 1
_ /1 ' /(7..)=7 3 +3(49)-1=489
~ ample 3. Find the first term of the series whose second and
subsequent terms are 8, 3, 0, - 1, 0, ...
Solution. Let y0 be the first term.
:. y 1 = 8, y2 = 3, y 3 = 0, etc.
The difference table is
y 1v d2y d3y d4y
u YO
I [ y1=8
-5 2
2
3
3
0 , ,l,,
-3
..-1-
2
0
0
J
2
4 -1
,., l
5 0 0 ,,'
The differences of Y1 are y 1 = 8, d y1 = - 5, t:/y I =2. > t:/yl = 0,
t:/y 1 = 0 etc.
-1
Yo= E Y1
1
= (1 +df Y1

=(l-d+d2-d3+_~4-······)y1
2 3
= Yt - dyt '+ ~ Yt - il. Y1 + ······

'
178 Numerical Methods-IV

= 8 - (- 5) + (2) - 0 + ......
= 15
A"((Exa~ple 4. Fin~ the sixth term of the sequence 8, 12, 19, 29, 4 2,, ....
tK,~ 0Solution. The difference table is
3
X y /J.y /J.2y /J. y
0 8
1 3 0
2 3 0
10
3 29 3
13
4 42
6th term= y5 =lfy0 =(1 t.L\}5y0
3
=Yo+ 5dy0 + 10L\2y0 + 10.!! .Yo + ......
= 8 + 5(4) + 10(3) + 10(0) + :..

!/.' =58
Express any value of y in term of y n and the backward
differences of y n·
We know Vyn = Yn - Yn-1
.. Yn-1=Yn-Vyn=(l-V)Yn
Similarly Yn-2 =Yn-1 - VYn-1
) = (I - V) Yn - I
= ( I -- V) ( I - V) yn

Generalising this concept,


yn - k = (I - vl yn
= (1 - kcl V + kCz.'V 2 - ...... +{- 1t Vk) Yn
-
Yn-k-Yn- kc t· vYn+ kc 2v2Yn-···· .. +(-1)kVkYn•
Example S. Find y (-1) if y (0) = 2, y (,l) = -~, · y(2) = 28, y(3) = 65, .
~-. y(4) = 126, y(5) = 217.
,_,, /
Solution. Forming the difference table,
-~ ~ - x Y Vy V2y
V O 2
7
l 9 12
19 6
2 28 18 0
37 6
3 65 24 0
61 6
4 126 30
91
5 217
Finite Differences 179
2
Vy 5 = 91, V y5 = 3~, V3y 5 = 6, V4y 5 = 0
y(-l)=Y-1 =Ys-6 ,
6 6 2 6 3 6 4
r= Ys - C1 Vys + C2 V Ys - C3 V Ys + C4 v' Ys"····
= 217 - 6(91) + 15 (30) - 20(6) + 0
= 217 - 546 +450 - 120
=667-666= 1
We can verify the value of y(O)
y(O) =::Yo= Ys- s
= Ys - set Vy5 + 5c2V2y5 - 5G V3y5 + ...
- .
= 217 - 5(91) + 10(30)- 10(6)
= 217-455+-300- 60= 2
T~ is exactly the same given value y0 = 2.
5-3. Differences of a polynomial
, Theorem. The nth differences (forward) of a polynomial of the nth
degree are constants. ·
That is, if f (x) = aoXn + a1xn- l +a/- 2 + ...... +an
Then /),_n f (x) = aon ! hn
where h is the interval of differencing.
/)..f (x) = f (x + h)- f (x)
= a0 [(x +hf-~]+ a 1 [(x + hf-1 -xn-l] + .. :... +an
= a0 [nhx"- 1 + ······] + ......
= aonhx"- 1 + terms involving powers of x less than (n - 1)
That 1s, /)../ (x) = a polynomial of degree (n - 1)
/)..2/ (x) =a0 nh [(x + hf- 1 - xn- l] + terms involving lesser degree
= aon (n - 1) h2 xn- 2 .+ terms involving degree less than (n- 2)
i.e., second difference of a polynomial of degree n is a polynomial of
n-2
d egree x .
Proceeding like this
/)..n f (x) = a0 n ! hn x0
=a0 n ! hn
Note 1. The converse of the theorem is also true.
That is, if the nth
differences of a tabulated function are constants, then the function
is a polynomial of degree n.
· 2. The (n + 1)th and higher differences of a polynomial of degree n are

.....
180 Numerical Methods-IV
3. The above proof is not rigorous. For a rigorous
proof, apply
mathematical induction.
5-4. Factorial polynomial
A factorial polynomial x(n) is defined as
x'n) =x( x-h )(x- 2h) ....(x- n-1 h)
where n is a positive integer.
(Read in) as x raised to the power n factorial)
Thus, x(I) = x, x( 2) = x (x - h), i 3>=- x (x - h)(x - 2h), .....•
etc.
Differences of x(n)
(i) tu,(n) = (x + h)'n) - X(n)
= (x + h)(x)(x - h) .... !x - (n - 2) h]
-x( x-h )(x -2h ) ...... [x- (n- I)h ]
= x (x - h)(x - 2h) .... [x - (n - 2). h] { (x + h) - (x - n
- I h)}
=x< n-1) . ;;h
= nh x(n- l)
Similarly tix(n ) = 11 [nh x<n- I)]
= (nh)(n- 1) h x<n- Z)
= n (n -1) h2 x(n-Z )
Proceeding like this, 11' in)= n (n - 1)(n - 2) ..... (n -
r + I) h' x<n - r),
where r is a positive integer and r < n.
Note 1. In particular !).n x<n> = n ! hn.
2. If h = 1, i.e., the interval of differencing
is unity, then
!).'in) = n (n - 1)(n - 2) ..... (n - r + 1) in - r) whic
h is analogous to
the differentiation of xn.
3. If h=-1, !).nx(n)=n !, and !).'in)=O if r > n. .
4; Wherever we require!).' xn, it is difficult to find !).'xn
and hence we
express x" in terms of factorial polynomial and henc
e we calculate
!).'xn.
Reciprocal factorial
The reciprocal factorial function x<- n) is
defi ned as
1
xt-n) =
(x+ h)(x+ 2h) .... (x + nh) where n is a positive integer.
Differences of a reciprocal factorial function
(i) Af(- n)= -(x+ hi-n )_X( -n)
1
= (x + 2h)(x + 3h) ...... [t + (n + l) h] - (x + h)(x + 2h) ..
....(x + nh)
Finite Differences 181

1 - .
1
= (x+h)(x+2h) ...... [x+(n+ l)h] [(x+h)-(x+n+ h)]
-nh
=----- ------
(x + h)(x + 2h) ...... [x + (n + l)h]
=(-n) hx<-<n+I))
2
(ii) A x<-n)=A(Ax-n)
= A (- nh x<- (n + 1}))
= (- nh) [- (n + 1) h] x<- (n + 2»
= (- 1)2 h2 n (n + ~) x<-(n+2))
Similarly
s·x(-IIJ=(-1),.n(n+ I)(n.+2) . ......(.ll + I·-1) X (n+r) ,,. _
.'l

Polynomial in factorial notation


Any polynomial . f (x) = llo xn + a1.xn - 1 + a2 xn - 2 + ··· + an can be
expressed in the factorial polynomial form as
A~r(n) +Al x<n - I)+ A x<n - 2) + ...... A
v-· . 2 n

Since, f(x) =A 0 in) +A 1 x<n- l) + ...... +An


= A0 x (x - h) ......(x - n - 1 h) + A 1 x(x - h) ......(x - n - 2h)
+A2f(X-h) ......~x--:n-3h)+·····+An-l x+An ... (1)
Dividing the R.H.S. of (1 ), b_y x, the remainder is An and dividing the
quotient again by x - h, the remainder is An_ 1 and then dividing the
quotient again by x - 2h, the remainder is An_ 2 etc.
Thus, dividing f (x) successively by x, x - h, x - 2h, ..... The
coefficients An, An_ 1, An_ 2, .. .. .. are got which are nothing but the
remainders off (x) in that order.
Note. If h = 1, divide f (x) successively by x, x- 1, x - 2, ... to get An, An_ i, ...
f aample 6. Express (i) x4 + 3x3 - 5x2 + 6x..:.. 7
3 2
( ii) 3x - 2x + 7X - 6
3
(iii) x +.x2+x+ 1
in factorial polynomials and get their successive forward differences,
taking h = 1.
4 3
Solution. (i) First, divide x + 3x - 5x2 + 6x - 7 successively by
x, x - 1, x - 2 ..... by synthetic division method.
0 1 3 -5 6 -7
0 0 0 0
1 1 3 -5 6 -7
1 4 -1
Numerical Methods-IV
182
2- 1 4 - 1 I 5
2 12
3 I 6 I 11
3
I 9

Therefore, factoria] polynomial is


1
f (x) = 1.x'4) + 9i >+ 11 x< >+ sx<
3 2
>- 7
2
llf(x) = 4i3>+ 21i >+ 22/~> + 5
2
112 f (x) = 12i ) + 54.x'I) + 22
A3 f (x) = 24x~I) + 54
~1/(x ) = 24
ll'f(x )=O if r>4
·(i0 Now, express q,(x) = 3x3 - 2
2x + 7x- 6 is factorial polynomial.
Using synthetic division process,
0 3 . - 2 7 -6
0 0 0
1 3 -2 7 I -6
3 1
2 3 ] I. 8
6
3 I 7

Hence, _cl>(x) = 3.x' + 1i2>+ 8x< 1>- 6 (here h = I)


3
>
2 1
Acf,(x) = 9.x' >+ l4i >+ 8
!:i2q,(x) = 18.x'I) + 14
3
A cf>(x) = 18 I I

ll'cf>(x) = 0 for r > 3 .


(iii)
0 1 ] I I
0 0 0
I I I ] I I
I 2
2 1 2 I 3
2
1 I 4

cj>{x) = i
3
> + 4x'2) + 3x' 1) + J
183
Finite Differences
2 1
Llcj>(x) = 3i >+ 8i ) + 3
1
Ll 2cj>(x) = 6i ) + 8
3
.1 cj>(x) = 6
Llr<j>(x) = 0 for r > 3
4 3 2
Aliter. (i) y = x + 3x - 5x + 6x- 7 can be written as
3 2
y=x +3x -5x +6x-7 =Ax( x- l)(x-2 )(x-3) +Bx(x - l)(x-2 )
4

+ Cx(x- 1) +Dx+ E
1
= Ai4) + Bi3) + Ci2) + Dx' ) + E
Put x =0 ; E =- 7
Put x = 1 ; D + E = - 2 :. D = ~
Put x= 2 ; 2C+ 2D+E = 16+ 24-20 + 12-7; C= 11
Put x = 3 ; 6B + 6C + 3D + E = 81 + 8 I - 45 + 18 ~ 7
6B=:5 4; B=9
3
Equate · coefficient of x on both sides; A = 1
:. y = X(4) + 9}3) + 1li ) + 5x' ) - 7
2 1

3 2 1
(ii) 4>(x) = 3x - 2x + 7x- 6 = A} ) + Bi ) + ci >+ D
3 2

=Ax( x-l)(x -2)+B x(x- l)+Cx +D


Put x =O; D =- 6
Put x = 1; C + D = 2 ; C = 8
Put x=2; 2B+2 C+D= 24-8+ 14-6 :. B=7
3
Equate x coefficients on both sides; A :;13
2 1
. (j>(x) = 3i3). + 7x( ) + 8x' ) - 6
(iii) Similarly,
3 2
cp(x) =x3 +x2 +x+ 1 =Ai ) + Bx< J +Ci~) + D
=x'3) +4x'2) + 3x'l} + 1
Example 7. Find the forward differences of
C) 1 C") 1
l x (x + 4) (x·+ 8) · u ,'(3x + 1)(3x + 4)(3x + 7)

Solution. (i) y= ( 4~( s)'= (x, - 4l-J) where h=4


x x+ x+ .
4
Lly = (- 3)(4)(x -4}'- )
5
Ll2y = (- 3) (- 4)(4)\x - 4/- )
192
=----------
x (x + 4)(x + 8)(x + 12)(x + 16)

(ii) ( l 1
f x)= (3x+ 1)(3x+ 4)(3x+ 8)' if h=
184 Numerical Methods-IV

= 3l(x+n(x+; (x+;J
=;7(x-n-l)
t,f(x)= ; r
(-3)( x- ~ since h= l

x-; r
1

2/(x)= (-3~~-4) (

'(x+ !J(x+ nx+ ;J( x+ ~o)


4 I

=9
108
--
= - - - - - - - - - -x+ 13)
(3x+ 1)(3x+4)(3x+7)(3x+ 10)(3
Example 8. Find !!..3 f (x) if
\ , (i) f (x) = (3x + I )(3x + 4)(3x + 7) ... ...(3x + 19)
(ii) f (x) = x (3x + J)(3JQ + 4) ......(3x + 19)
(i) Solution. f (x) = (3x + 1)(3x + 4)(3x + 7) ......(3x + 19)
(contains 7 factors)

=3
7
( x+ !)( x+¾ }···{x+ ~ J
7
19J( )
=37( x+-
3

r~
6( I: r
df(x) =37(7 )(x+

2 7

r
8 /(x) = 3 X7X x+

3 7
8 f(x) =3 x7 ,x 6 x5 x( x+ ~
3
= 3 x 7 x 6 x'5 (3x+ 19)(3x+ 16)(3x+ 13)(3x+ 10)
(ii) f (x) = x (3x + J)(3x + 4) ..•·...(3x + 19)

= ! (3x--1 + 21(3'x +· 1)(3x + 4) ...... ox + 19)


1
2}(3x + 1)(3x + 4) ......(3x + 19)
=
3 (3x -
2
+ (3x+ 1)(3x +4) ...(3x+ 19)
3
Finite Differenc·es 185

=-1·3 s ( x- -
3 , . 32 )(
x+ -1
3 J( -.+ -43 J..... .( + 319 J·.
X X . . '.

:t32 · 37-( x+3JJ( x+3 ······ x+ 3


4) - '( 19 \ j
(8) ( (7)

' =37x
(
+: ) +2 -3 6x +: )
7 6
19 )( ) , ( )( )

4{(x)-3
1
x8 x ( x+ 3 +2-36-7 .x +:
6
7 .( 19 J( ) 6 ( 19 J(S)
etc.
,
2
Af (x) =3 ·8·7 x1 +2 ·3 ·7·6 x+
3 3
7 in terms of factorial
xample 9. Express f (x) = x - 31 + 5x +,
3
~
erences. -
pol yno mia l taking h = 2 and find its diff
Solution. . . . . . '
3
Le tf( x) =x - 3x +,s x·+ 7 =A
2
. x(x
.:. h)( x- 2h) + Bx (x- h) + Cx + D .

=A x (x- 2)( x-~ ) +B x(x -2) . + ,


Cx+ D
Set x= O; D= 7 /

Put x = 2 ; 2C + D 8 - 12 + =
10 + 7 ; :. 2C = 6. Hence, C = 3 I
l

C+ D= 64 -48 .+2 0+ 7 :. 8B =2 4. Hence B = 3


Put x= 4; 8B +4
3 s~A = 1.--
Comparing coefficients of x on both side
2
) + 1,' where h = 2
f(x ) =x - 3x + Sx+ 7 =i >+3i >+ 3x'J
3 2 3
:.
2
Af( x) = 3h i >+_6hx<o + 3h = 6i >+ l~O
2 >+6 ,
=6 (x) (x- 2)+ 12 x+ 6= 6r+ .6 • ·
2 1
2 0 (x + 1)
_A'i (x) = 6h x >+ 6h = 24x< >+ 24 = 24
3
A f(x )=2 4'h =4 8; tlf( x)= O if n> 3
_
Aliter : Synthetic division method.
_x, x - 2, x - 4, ...... _~
Divide by x, x - h, x - 2h, ...... _etc. i.e.,
1 -3 5 7.
0
0 o. 0
2 1 -3 5 .I 7
2 -2
4 1 - I I 3
4
I 3 l
0+7 where h = 2
Hence ' x - ,3x + Sx + 7 = i >+ 3i >+ 3i
2 3 2
3
'

Standard Results
Prove: _(i) A[ / (x) g (x)] =f(x + h) Ag (x)
+ g (x) t,/( x)
186
Numerical Methods-JV

(ii) fl[@]=g (x)


g (x) /lf(x)-f(x) Ilg (x)
g (x + h) g (x)
Proot fl [f (x) g (x)] =f (x + h) g (x + h)- f (x) g (x)
= [f (x + h) g (x + h)- f (x + h) g (x)]
+ [f (x + h) g (x) - f (x) g (x)]
= f (x + h) [g (x + h) - g (x)] + g (x) [f (x + h) - f (x)]
= f (x + h) Ag (x) + g (x) Af (x).
(ii) A[f(x) ]=f(x+h) ._f(x)
g (x) g (x+h) g (x)
f (x + h) g (x)- g (x + h}f (x)
=
g (x+ h) g (x)
f(x + h) g (x)-,f(x) g (x) +f (x) g (x)- g (x+ h)f(x)
· g (x + h) g (x)
g (x) [f (x+ h)-f (x)] -f (x) [g (x + h)- g (x)]
=
· g (x + h) g (x)
g (x) Af (x)- f(x) Ag (x)
=
g (x+ h) g (x)
Example 10. Evaluate (i) dn (eax+h), (it) dn [sin (ax+ b)],
(iii) dn [cos (ax+ b)] (v) d [log (ax+ b)] dn (ix: c), (vz) d log/ (x),
(vii) d (tan- 1x)·
Solution. (i) d (eax+b) = ea(x+h)+h - eax+h = eax+h (eah - 1)
' I

d2 (eax+b) = (lh __ l) d (eax+b) =(ea~_ l)2 eax+h


· 'I arly
S1m1 uAn ( eax + h) = eax + h . (eah - l )n .
Note. Prove by mathematical induction. The above proof is not rigorous.
(ii) d [sin (ax+ b)] = sin [a (x + h) + b] - sin (ax+ b)

=2cos ax+b+ ah sm ah J.
( 1 2
. ah. (1t
= 2 sm-sm -+ax+ bah]
+-
2 2 2

. ( ax+ b + 1t
. ah · sm
= 2 sm
2
+ah J
2

,i.
2
sin (ax+ b) = 2 sin~ il. [ sin ( ax+ b + 1t ~ah J]
=( 2 sin a; J- sin [ ax+b +2 ( 1t ~ah)]
Finite Diffe.r..ences 187

Similarly proceeding,

An
L.l
• (
sm ax+ b) = ( 2 srn
. 2ah'.Jn,•sm
. ( ~ + b + n(1t+ah)
2 J. ·
(iii) fl [cos (ax+ b)] = cos (ax+ ah+ b) - cos (ax+ b) ·

=-2 sin ax+ b+ ah sin ah


( 2
J' 2
=2Si: ~cos'(; +..::+b+ a;)
=2sin.~ cos(ax+b/ 1t~ah)
2
A [cos (ax+

Proceeding like this,


b); = ( 2 sin a;
-
r ~o~ ( OX+ b~ 2 (It ;ah) )
1
• '

l;
I •
n . \'

A" cos (ax+ b) = ( 2 sin a; Jco{axt I,+ Q (_It; ah)


(iv) fl [log (ax+ b)] = log (ax+ ph + b) - log (ax+ b)
.:_ [· ax + dh -f- b ] ·-
- log .b
ax+
. ah ]
= l~g [ I + ax +ib .1 i •

= lo [
-g
1+/l(ax+
· ax +·b
b)'.] . -
• I

(v) /l(ahx+c)=ah(x+h)+c_ahx+c: ·
' .

/
=a
hx + c ( hh .
a -
1)
/J,.2 (ahx+ c) = ahx+ c ( ahh _ 1)2 .

fl n ( ahx + c) =ahx + c ( ahh _ 1 t .,


(vi) /l log/ (x) = log/ (x + h) - log/ (x)
_ [f(x+h)]- • [Ef(x)]
- log f (x) - log f (x)
f (x) + flf (x) ]
= log [ f(x)

flf(x)]
= log [ I_+ f (x)

(vii) !:J. (tan- 1x) = tan- 1 (x + h)- tan- 1 x


-1 (x + h) -x
=tan
1 +x(x+h)
188 Numerical Methods-IV

h . 1[
= tan- ]
. l+x~ +~
3
__ .Aam ple 11. Evaluate (i) fl (e x log _2x), (ii) fl (x sin x) (iii) fl (xe-') 11

(iv) A(~) (v)A( si:2x) ,


3
· Solution. (i)fl (e3x. log 2x) = e <x+h)A log 2x + log 2x fl (e x)
3
·
3
= e3(x+h)_ log (I+~ ) )+ log 2.x. e ' (elh -1) ·.

=e'
3 3
[ e h log ( I+ ~ )+ (e3h - I) Jog (2.x)]

(ii) fl (x sin x) = (x + h) fl (sinx) + sin x. A (x)


1t +h ) h .
·. ( x + 2
. h • sm
_ ~ (x + h),· 2 sm + sm x
2
( iii) A (x ex) = (x + h) A ff + l fl (x)
•I
= (x +.h) ex (i-1) + ex.h
(iv) a(r)~ x!~(2 :,~2X A(x!)
x! (x+ h) ! x !
. _ X ! 2' (2n - 1) - 2x . [(x + h) ! - X !]
- (x + h) ! x !
If h = 1, then
A 2x)=x !2x-2 x.x.x! =:i-t(l -x)
x! (x + 1) ! x ! (x + 1) !
r' x ) sin 2x A (x) - x A sin 2x
(v) A · sin 2x = sin (2x + 2h) sin 2x
1t+2h
\ h sin 2x - x (2 sin h) sin 2x + 2
' ·
=- --- --- --- --
sin (2x + 2h). sin 2x
X3Dlple 12. Evaluate: (i) A (J - x)(J - 2x)(J ~ Jx) if h = I
3
~
, J- 10
(ii) A (1-x)( l -2x)(l -_3x) ......(1- l<k) takmg h = 1
' (iii) A [(1 - x).fl ~ 2x )(1 - 3x3)(1 -4x4) if h = 2
10 2 .
3
Solution. (i) A (1 ~ x)(l -2x)(l - 3x) = A [- 6.x3 + tenns oflesser powers]
3

=(-6) 3!+0= -36


10 10
(ii) A (1 -x)(l - 2x) ......{l -10x) = A [10 ! x + terms involving
10

lesser degreel
2'
= 10 ! 10 ! + 0 = (10 !)
· (iii) A [(1 - x){l ~ 2x2)(1 - 3x3)(1- 4x4)]
10

= ~ [24x + terms of iesser degree]


10 10
Finite Differences 189

= 24 (10 !) i1° + 0, since tl (a~ n) =iao n ! hn


=24 (10 !) 2~ 8
Example 13. Prov:( ~ }•:::; = e', taking h as the interval of .
differencing .

Solution. ( t:,.2 )ex• E (¢) = (E-1!:,.2) ex. E,(ex)


. E t:,.2(ex) . J.2(ex)
x+h
= (E =-1)(l:,.2ex). e ,
ex(i-1)2
h
= E -i [ tr (i - 1)2] · e
(i-1)2
h
=ex-h. (i- 1)2 e =ex
(i-})2 ~
. !:,._2 !:,._ UX
Example 14. Prove
1
. (
E ) ux ';/; Eux
2
[MS. Nov., 1991]

Solution. Now, ( f },= (i 2 1


E- ) u,

=[(E- 1)2 E- 1] ux
=[f-2+E - 1] ux

= Ux+h - 2ux + ux·-h ... (l,f


uA2ux (E- 1)2Ux (£2-2E+
- - - - - - - - - - -1) -
ux Ux+ 2h-2ux+h+u x
------- ..-.(2)
Eux "x+h Ux+h ·
i .
From (I) and (2), . the right hand sides of (1) and (2) are not equal.

Therefore, ( ~ ) u,,. !:: V '

Example 15. Prove the results: E .tr . . . ~ -. V~.


112
(i) ·EV=f:..=V E (ii) 5E =t:,. - - - - ~
(iii) hD = log (1 + t:,.) = - log (1 - V) = sinh-1 (µ5)
(iv)

(vi)

(viii) (ix) Vt:..= t:..:.... V = 52

(x) (1 + t:..){i - V) = 1 (xi) µ5 = ½(t:.. + V)


190 Numerical Methods'-IV

• . , I - ?+~ . I l 2
\ X!I) ~l -- 2- r. = '\/ l + - 8
\II+~ 4
Note ff o prove above results, el{pr~ss each in terms of E I ,
' . . i

Solu ionJi { ) ~ E (Vu)= E (ux - "x-h)


I ..., "' t ,
~
I

=Eux- E ux-h
. I
. ·=~uX-
:.~ ~\
Also (VE) ux = V (Eux) = Vu;+h
' '
= !!J.uX
VE= !!J.
Hence EV =/!J. =VE
( ll.. ),_ u
~E112 - ~
Ux = uU h
x+-
2

= (E 112 - E- 112) U h
x+-2
=fluX
:. 8E112 = fl
Note. Hereafter, the operand ux may be dropped and algebra of operators
may be used.
( iii) We have proved already, E = i0
: . iD = E = 1+ fl
Taking logarithm, ·
hD log e = log· (l + fl)
. 'hD = log (1 + fl)
--
Also, V = 1 - E- 1
· : •• IT 1 = I - V
... (i)
I •

'
.
ke., e-hD = 1 - n
v
.' - 1
Talcihg logarithm, '' -_hD = log (1 - V)
hD=-l og(l-V ) ____ _
sinh (hD) =e - e
hD -hD 'E
= -
E !...) , (
=
El/2
~ +E
-1/2 J(E 112 - IT 112)
2 , 2 2
; I =µ8
hD = sinh- 1 (µ8)
I
1/2 2
._ 1/2 ] . , , . . l
-(iv) 1 + µ~02 = t" + E +2E (E112 _ E•- tl2)2
(
Finite Differences 191

= ~ (~112 _ E-112) [£112 - _E- 1~2_+ £112 + E-112]


I

=~ X 2 [E 1/2 - K" l/2i E~/2

=E-l=A
(ix) VA=(l-E - 1)(E-,l')=E +E- 1 -2=(E 112 -E- 112)2=r/-
A- V = (E- 1) - (1 - E- 1) = E + E- 1 - 2 = 62
(x) (1 + A)(l - V) =E.E -t =1 l '

(xi) ~ (A+ V) = ~ [E- 1 + 1 - E-i] = ~ (E - E _,) = µ6


192 · Numerical Methods-IV

(xii)
2 + A 1+ E 1 [E L'112 + El/2] - µ
· =-=- - .
2✓ 1 +,A 21£ 2 · 1

--• ~= .!. ✓ 4 + (E;12 E' - 112)2+


~1 +4~~
2 . .
= l ✓-(El/2 +E- 1/2)2
2 ;
; _!_ (£112 + E - _112) = µ
2
·Example 16. Given y =2, Y4 =- Q, Ys =8, Y6 =9
3 and Y1 = 17,
4
calculate A y3. ' ! .
. , . . · L .l • · ,

Solution. A4y = (E - 1)4y ={f f - 4E,+6E - 4E + 1) Y32


3 3

_. · ~ giY3 -4E y3 ~ '6E'y3'- - 4~}'3 + Y3 , .~


= Y1-4Y6 + 6y5 .:..4y4 + Y3
I I .
= 17. -4(9 ) + 6(8)--4(:... 6)+ 2 = 55
Example _17. Find _y6 if y = 9, y =-i8,,y = io, y = 24_
0 1 2 3 giv~n that· the
· third differences are constants.- - : . ·~ ., . · ~.
'
Solutio~. Since third differences are constants,,: 4 5 6
1d y0 = .l!!. Yo = I!!. Yo= 0
' \ '

Y6 = E'Yo5 (1 + d)6Yo ·
1

_ 6
= ( 1+ C1b.+ 6C2 b.-2-~ ·-Cj
6 3 6
t .+ C4 u_+
A4 6c A5 A6 )
5u +u Yo .
= (1 + 6/!!. + 15/!!.2 + 201!!.3) y0 ~ince· other terms vanish.
= [1 + 6(£ -1) + 15( £- 1)2+ 20 (E- 1)3] Yo .,
= (1 +·oE- 6+ 15E - 30£ + ·1s +·20£3...:. 60E' + 60E
- 20) Yo
= [-1 0+ 36E .- 45£2+ 20E] Yo .
= - ·10y0 + 36y1 -45 y2 + 20y
3
=-1 0(9 ) + 36(18) ~ 45(20) + 20(24). ..
=-9 0+ 648 -90 0+ 480
= 112 8-9 90= 138 'I

Hlat. You can form forward difference table and use


the values of
Ayo, 4 1Yo, 4 3y0, ;·:··· to get _the ,resµlt. '. '
Example' 18. From ·th1/following ·table, find th_e missing
value.
X 2 3 4 5 .6
· · . f (x) 45-0 49•2 54·1 ,\ · 67·4
· Solution. Since only four values off (x) are given,
we assume that
the polynomial which fits th~_data, that is, collactio
n polynomial,. is of
degree three. ,.
· Hence fourth differences are zeros.
Fini~e Differences 193 /

i.e., A y0 =0
4
:. (E- 1)4y0 =O
2
i.e., (£4-4F :+6E ...;.4E+1)y0 =0
, Y4 -4y3 + 6y2 -4y1+Y o70 where Yo= 45·0
67·4-4y 3 + 6(54-1) -4(49•2 ) t 45-0 = 0
4y3 = 2402 :. y3 = 60-05
Missing term is 60-05. '
. Exampl~ timate the productiq_n for 1964 and 1966from the
following data :
Year 1961 1962
., 1963 · 1964 1965 1966 1967
Production 200 220 260 350 430
Solution. Since five values are given, collacation polynomial is of
5 ·
degree four. ~ence tl y K = 0
i.e., . (E- l)5yK = 0
(Jf-5£4 + l0F:-1 0E2+5 E--1)yK =0
Ys -5y4 + l0y3 - 10y2 + 5y 1 - Yo= 0, taking K = 0
-Ys - 5(350) + 10y3 - 10(260) + 5(220) - 2003 0 .
i.e., y 5 + l0y3 = 3450 ...(I)'
Taking K= 1,
Y6 - 5y5·+ 'lOy4 - lOy3 + Sy2 ~Yi= 0
430 - 5y5 + 10(350) - 10y3 + 5(260) ~ 220 ~'O
5y5 + .i0y3 = 5010 ... (2)

Solving for y3, y 5 from (1) and (2), y 3 = 306, y~ 390 .


~nee missing,,,values are 306 and 390. ·
Example. ,_o( Find the m.issing term in .the following :
X : 1 2 3 4 _5 6 7
y : 2 8
4 32 . 64 t28
Solution. There are 6 given values. We can have a unique fifth ' ·
degree polynomial to satisfy the data.
·Hence, A6y0 o ·· =
6 .
(E- l) y0 =0
(If-6I f + i5t'-2 0f: + 15£2-6 E+ l) Yo= 0
y6 - 6y5 + l5y4 - 20y3 + 15y2 - 6y 1 +Yo= 0
128 - 6(64) + 15(32) - 20y3 + 15(8)-6 (4) + 2 = 0
:. 20y3 = 322. Hence~ y3 = 16-1
Missing value is 16· 1
t
6
Interpolation
(For Equal Intervals)

6-1. ·1utroduction
• I •

Interpolation has been described as the art of reading between the


· line of a table and in elementary mathematics, it means the process of
computing intermediate values of a function from a given set of'1abular
values of the function. Suppose the following table represents set of a
corresponding v~lues of x and y.
. ' '
X : Xo X] ... , Xn
y ; Yo Y1 Y3 ... , Yn
Now, we require the value of y = Y; corresponding to a value _x = X;,
where x0 < X; .< xn-
Extrapolation is .used to denote the process of finding the values
outside the interval (x0 , xn). But, ip' general, the word interpolation is used
.

in both ·proce~ses. , .,
Let y=f(x) be the function taking the values y0,y 1, ••• , Yn
corresponding to x =Xo, x1, ... , xn. 'In other words, Y; = f (x;), i = 0, I, 2, ... ,. n.
J

If f (x) is known, the value of y can be c~lculated for any x. But in many
cases we have to find y = f (x) such that Y; = f (x;), from the given table.
This is-not easy because there are infinity· of functions y = <j>(x) such that
Y; = <j>(x;), Hence, from the table, we cannot find a unique (j>(x) such that
y = ~(x) satisfies the set of values given in the table above. Of the
sequence of functions {(j>(x)}, there is a unique nth degree .polynomi~l
PnCx) such that Y; =PnCx;), i = 0, I, 2, ... , n. (Refer Fig. 1).
. .

The function q>(x) is called interpolating function or smoothing


. function or interpolating formula. · .
. This polynomial function PnCx) may be taken as an interpolating
I. .
polyno1_nial or colloca~on po~n_omia.l _:here . .
. Y; -J(x;) -P;.(x;), i -0, 1, 2, ... , n.
Other types of approximating function may be taken suitable for
209
210 Numerical Methods-n

y
y=cl> (x)

, Yn)
- y=P n

y= f (x)

X
0
Fig. _I . - .
different purposes. In this chapter, we will be mostly concerned with the
polynomial interpolations only.
Polynomial interpolation 1s mostly preferred bec;ause l of the
foll~wing reasons: ,
1. They are simple fqnns of functions which can be easily manipulated.
2. Computations for definite values of the argument, integ_ration and
differentiation of such functions, are easy.
3. Polynomials are free from singularities whereas rational
functions ·or other types, do have singularities. '
The basis of finding such collocation polynomial is the fact that
there is exactly only one collocation polynomial PnCx) of degree n such
that the values of P,i(x) at x0 , Xi, x2, ... , xn coincide with the given
functional values y0 , Yi, y 2, ... , Yn· He;e, · i'nCx) is ~alled polynomial
approximation to f (x) . We shall see below a few of the methods of finding
1
such interpolating -polynomials. ' • •

6-la. Linear interpolation ~r. ~ethod of _proportion~~ p_a r~


The simplest - ~f all .i nte.rpo.fations is t_h e ca's e . in which the
interpolating polynomial is linear. Let us assume that t:,e set of values of
X and y are as given below: - ' '
-X Xe XJ X2 . X3 ... , Xn.

y Yo - YI Y2 Y3 ... , Yn
Now we requ~re the value of y corresponding to Xk which lies
between Xr and x,+ J•
. . .
We will assume the polynomial to be linear. (i.e. st. line)
.h . . . y-y, Y,+1-Y,
T e 1rne equat10n 1s - -
x - x, x,+ 1 -.x,

Y,+1-Y,J -
:. Yk=y,+ x,+
( ,-x,
1
.
(xk-x,) gives the
, , vaIue _o f y at x=xk,
Xr<xk<X,+ 1•
In'tirpolation 211
(Xr+1'-'r+1
V ) • '•
This method may be y
sucGessful · if the difference
between s-t1cceeding pairs of
values of the variables are I

small
i'
and regular. But, if the
intervals between the two pairs
of values
I
are

large, and I

inegular, this method of - - - + - - - - - 4_ _ _,.__ __.._ _

simple proportion cannot be O


x, xk x,. 1 x
used without largo/error. . . Fig. 2
Exampl~\I( ·Using the method of proportional pd,find y at
x =0-5, x =0-7'5, given the following table. · ·
X
y :
:
I
''O
2
l '3
J 2
12
5
147

l t.
SOUIOn. ·· Yk=y,+ (yr+ ,I -:- Y') (Xk-X,J·
., ,
x,+ 1 -x, . .

y (O·St= 2 + ( -
3 2) (0-·5 - 0) = 2-5
_ . (1-0) _ .·. I, __ .

Yco-15) :' 2+ \~ = c0:15 . :. oJ =2-~5


1 , r
~i t J ..

6·2. Gregory-Newton forward interpolation formula or Newton's


forward interpolatiqn forll!ula (for. equal intervals) ··1 ·, ' ,, 1

:, . Let ,y =J,(x\ denote a function which takes the values Yo, y 1, . .. , y11
' I. ' ' I .J J J..,
,, ) ', - . ' . '
corresponding to the values x0 , x 1, ... , x11 respectively of x. \ ·
I ' I
Let us suppose that -!he value~.,pf) x viz. x0 , x1, ••. , x11 are ·equidistant.
\ .
. X; - X; _ I -- h , for l. -- I , 2 , ...·, n.
Th at lS, '" "'
Therefore, r X; = Xo + h, X2 = Xo + 2h, etc.
X; =x0 + ih, i .= 1·, 2, ... , n.
Let P n(x) be a po~ynoriia1 of the_ r,th de~r~e m x such that
Y; ,=J(x()=.PnCx;), i=q, l,}., ... ,,n. 1

Let us assume P11(x) in the form givn below


p nCx) = ao + ai (x - Xo)°) + a2 (:X - x,i2) + ... +a, (x,..;J_xc/:> -t ... '
. '
+ ·.. + an (x - x0ln). . .. (1)
The (n + 1) unknowns a0 , a 1, a 2, ... , an can be found as follows.
Pn (x0) =Yo= a0 (setting x = Xo in (1))
t{ P 11 (x) = a, r ! h' + terms involving (x- x0) as a factor. ... (2)
(Since the first r terms vanish) .
212 . Numerical Methods-/1,I

Setting x = x0 in (2),
. h ther terms in (2) vanish)
fl.r pn (xo) =arr ! h' (Smee t eo

l.e., Li' y0 = a, r ! hr
... (3)
1 Ar
Hence a, = --, L.l Yo
rlh
. . we et the values of a1' az, ... , an·
Putting r ::; 1, 2, 3, ... , n m (3), g
Therefore,

... (4)

---=

=iP>, (here h =1) and x =x0 + uh . _


') u... t v.-d •..( tA--tr~
using in (4), . - vl l. tA- ·

J
(1) (2) (r)
u 0 0 tl .
(x) =P0 (Xo +uh)= Yo _
2
+ l! Li Yo+ 2! A Yo+···+ r ! Yo+
·_ . u<n) n
+ ... +-, A Yo· ... (5)
n.
where u<r:> = u (u - 1)(u- 2) .. ,,(u -r-- 1)
(If X is given, u is found out).
~quation 1(5) is known .as Gregory-Newton forward interpola6on
formula. ·
Aliter. We can a1so__pr-ove1he above formula using symbolic operat01
methods.
PnCx) = PnCx0 +uh)= Eu PnCx0 ).;; Euy0
= (1 + AtYo
Interpolation 213

where u = - ~ ·
x-.xo
h
. .I -
1
If y (x) is a polynomial of nth d ~ An+ y0 , ... are ~ero. Hence
· ·· •
0
(1) · . .p>- . 1 • (n) ·

. ·' ::_ p n(x) = Po(~+uh) =Yo+ 1! A Yo+ 2! A2Yo+ ... + :! Any& -


,
1
Note 1. The first two terms will give the linear interpolation and_the first
three termsI will. give
I
a parabolic

interpolation

and so on. ·
2. Since this formula involves forward differences of Yo, we call it
Newton's forward interpolation fo)lllula. 'Since this involves the
forward differences of Yo, this_is used to interpolate the values of y
{ij · nearer to the beginning value of the table. .
l'1 3._ This is applicable only 1if the interval of -differencing h is constant.
regory-Newton Backward Interpolation Formula. ,
. \ .

l. (for:- equal inte'rv<Jls) . i · •

Newton's forward ·interpolation formula car.mot be. used for inter-


•. polating a value of y nearer to the end of the table ·of values. For this
purpose, we get ~nother backwid •i~terpolation formula. , .
Suppose y = f (x) takes the vatu.es_y0, y1, ... ,yn corresponding to the
values x0 , .'x 1, ... , xn of x. ,:

Let xi - xi- l =h for i = I, 2, ... , n. (equal intervals)


:. xi=x0 + ih, {= 0, 1, 2, ... ,··n. 1 ·· -- -
Now, we want to find a collocatio~ poly~omial Pix) of degree n in
. .
x such that

Let I .
PnCx) = a0 + a1 (x- xn) +a2 (x-xJ(x -xn_ 1) + ;..
. + a, (x - xn)(x - Xn _ 1) ... · (x :- Xn -:- , + 1) + .. ·
+an (x-~n)(x-xn_ 1) ... (x-x1) ... (1)

Since Xn-t =xn-h, x~_ 2 =xn ~ 2h; ... ,xn-r+l =xn-(r- l)h
x1 = xn - (n t) h, wehave
PnCx) = ao-+.-a 1 (x-:- xn)+ ai (x ·".'" xn)(x - xn + h)
+ ll:J (x-xn)(x-xn + h)(x-xn + 2h) + ···
214 Numerical Methods-11;

Pn (x) = ao + a 1 (x - xn)°> + az (x- xn + h)' 2>+ a3 (x - xn + 2h)'


3
)

-
+a,(x-xn+r-1 -h)<n>•
hf>+· .. +an(x-xn+n-1 ·- -(2)
We shall find a0, a,, ... , an such that Pn (x;) = Y;•
Since V =E- 1 ~.
V' (x - a)(m) = E - '~, (x - aim>
. r( )(m - r)]
=r' [ m (m- l)(m-2) •·· (m-r+ I) h x-a
r h )(m -r) •
= m (m- l)(m-2)···(m- r+ 1) h (x- r -a if rs; 111 _
.. .(3)
x - xn is a factor in all terms of RHS of (2) except in a0 .
Putting x=xn in (2),
Pn (xn) = Yn = Go
operating (2) by V', using (3),
V' Pn (x) = 0 + O+ •·· + O+ a, r ! h' + (r + l).r.(r- 1) ··· 2h' a,+ )'(x- xn/ 1>
+ terms involving (x - xn) as a factor.
Setting x = xn in this,
V' Pn (xn) = V' Yn = a, r ! h'. since other terms vanish.
1
1 = --V'y ... (4)
r r .I h' n

where r= 1, 2, ... , n.
Putting the values of a0, a,, ... an in (2), we get
(x-x P) (x-x +h)'2>
Pn(x)=yn+ n Vy+ n V2y +····
I! h n 2! h2 n

(x - xn + r- 1 h)'') (x - x + n - 1 h)(n)
+ - - - -r- - V ' Yn + ... + ll
n , vn .Yn ... (5)
r. h
I n!h
x-x
Let h n = v ; hence x = xn + vh

(x-xn+r-1 h)(r) · (vh+r-1 h)") -


Then - - - - - - = - ----'---=(v+r- I)(r)
h' h'
Therefore, (5) becomes,
- . , - v(J) . (v + 1)(2) 2
Pn(X)-Pn(xn+vh)-Yn+ I! Vyn+ V Yn+· ··
21
(v+r- If) , (v+n- l)(n) n
+ ------'-- Vy + ···+ - - ~ - Vy.
r! n n! n
Jnte rpolation 215

_ _ ..!. v(v+l) 2
. . P0 (x}- Pn (xn + v~)-Yn; 1! Vy,n+ ! V Yn
2

1

+ v (v + l)(v + 2) V3y + ... + v (v + l)(v + 2) ··· (v + n -1) V~ Y ... (6)


3! .. n . .· D! .- n
Equation (6) is known as Gregory-Newton bq,ckward difference
interpolati(!n formula . . ·' 1
,

Aliter. We. can also derive the above formula by symbolic Qperator
me'thods. ' · ,·
• I ' I '

Pn(x)=Pn(xn+vh)=Ev Pn(xn)
v.r
' ' ' I

1
= (1- VfvYn since E = (1 -
' '
n v (v+ 1) n2 v (v+ l)(v+2) n3
= [ 1 + V V + - 21 ,• - V• '+ V + ·•' ] yn
'
I
. ,131. . "

. _ q- . _ V (v ·+ 1) 2 l"
Pn(x)-~)-Yn+vVyn+ . 2! · ,. '
,, • . + v (v 3!' + 1) VJYn.+ ... ' .. .(7)
, + l)(v
x-x0
where V;::
. h '•
Note 1. Since the formula involves the backward difference operator, it is
named as backward interpolation formula. '
2. )ltis i,s used to interpolate the values of y nearer to the end of a set
tabular values. This may-also be'·used to extrapolate closer 'to the
rightofyn. · ,- - - - ·- - - --
6·4. Error in polynomial interpolation -·- -
If y = f (x) is the exact curve and y = Pn (x) 1s the interpolating
polynomial curve, the error in polynomial · interpolation is
(x -.x:o)(x-x 1) ··: (x - xn)j<n+ l)(c)
Error =f (~)-Pn (x) = · · (n + l)! ·.

for any x where x0 < x < xn and x0 < c < x 11 •

6~. Error in Newton's forward interpolation formula


n
~rror = /'( x ) - Pn ( x ) = -------...:..h
11(u-l)(u-2) ... (u-n) n+l n ' I
f · (c)
(n+l)! · ,
X-Xo
where u= h

6-6. Error in Newton's backward interpolation formula


Error = y (x) - Pn (x)

=/( )-P ( )=v(v+l)(v+2)···(v+n)_ hn+I n+I


x n x (n+l)! y (c)
iterpolation With Unequal Intervals 271.

10. Find the pressure of steam at 142°C using Newton's general formula
Temp °C: 140 1'50 , 160, 1• ,, 170 180
Pressure kgf/cm2 : 3·685 1 4-854 6-302 8-076 · 10-225
(B.Sc. BR. Nov. 94)
\ \ f '

11. Obtain the ".a,lue of log 10 656 giv~n. log 10 654 = 2-8156, log10 658 = 2-8182,
1
I r 1'
1og10 659 = 2·8189 and log 10 666 = 2-~202.
12. Ftnd y (x = 5-60275) from the table.
X: 5•600 ' I 5•602 - 5•605 1 · 5-607 '
1 5-608
y :- ·0 ~77556588 0-77682686 1 0-77871.250 0-77996571 0-78059114
13. Grven the data, find f (x) as a polynomial of degree ·2. · , ,
x: 1 2 . , 4 1 ,
1
,

f(x): 3 · I' !· I
-5•· . 4
14. Find a pol.,nomial f (x) of lowest degree which takes the values 3, 7, 9_and
19 when x = 2, 4, 5, 10.
15. Find log 10 323-5 given _. I

321·0
X: , 322·8~ 32412 1 ' , 11
. I325•0
log10 x: 2-50651 2·50893 2-51081 2•51188
16. From the following table find f (5).
x: 0 I 3 ,'J, ' 6.
f(x): I 4 88 · 1309
17. Using divided difference table, ·fipd f (x)" w,hich ~a1<-fs the values 1, 4, 40, 85
as x = 0, 1, 3, 4.
18. Find
4
! f(x) if f (x) =x (x + l)(x + 2)(x +.3).
19. Find the function y (x) 'in powers of (x·- f) given
y(0)=8,y(l)=ll,y(4)=68:y(5)=123. , ,, . JL

20. If f (x) = u (x) v (x), show that ,


, Xt) = U (XQ) V (XQ, X1) + U. (XQ, X1) V (i1),
Lagrange's interpolatio~ formula (for unequ_al intervals)
The forward and backward ii:iterpolation ,formulae of Newton can be
used · only when the values of independe~t variable x are equally spaced.
Further, the differences must become ultimately small. In cases, where the
v~lues of independen·t variable aie not:equaily spac~d and in cases when
the differences of ,dependent · variable · are not small, ultimately, we will
use Lagrange's interpolation formula.
Let y = f (x) be a function such that
f (x) takes the values Yo, Yi, y2, ... y"' corresponding to
x =Xo, x1, x2, .•. x". That is, Yi= f (xi), i =0, 1, 2, ... n.
N()w, there are (n + 1) paired values (xi, Yi), i = 0, 1, 2, ... n and hence
f (x) can be represented by a polynomial function of degree n in x.
Numerical Meth
272 0~

We will select that I (x) as fo1Iows.


f(x) =ao (x-x1) (x-Xz) ... (x-xn)
+ a1 (x - Xo) (x - Xz) (x - X3) ... (x -..xn)
+ az (x -xo) (x-x1) (x-x3) (x -x4) ... (x -x,J + ...
+ a; (x - x0) (x - x 1) ·• · (x - X; _ 1) (x - X; + 1) · · · (x - x,J i- .
+ an (x -x0) (x - x 1) .. . (x- xn- 1)
Note: The term in which ai occurs has the factor (x - x;) lacking.

This is true for all values of x.


Substituting in (1), x = x0, y = Yo, we get
Yo= ao (xo - X1) (xo - Xz) ... (xo -xn)
Yo

Similarly, setting x = x1, y = Yr we have


Y1
a1 -
_ - (tr - x0) (x 1 - x2) (x 1 - x 3) ... (x1 - xn)
In the same way, we get
Y2

·························································
Yn
a=
n. (xn - Xo) (xn - X1) ... (xn - xn - 1)
Substituting these values of a's in 0), we have
(x-x 1) (x-x2) ••· (x-xn)
Y =f (x) =(xo - X1) (Xo - xz) ... (xo - x,J . Yo
(x - x0) (x - x2) ... (x - xn)
+ (x1 - xo) (x1 - xz) ... (x1 - xn) . Y1
+ ............................... .
(x - x0) (x - x 1) ... (x - X; _ )
1 (x - x- ·1) ... (x -x)
+ i+ , n . Yi
(x;-x0) (x;-x 1) ··· (x;-X;_ 1)(x;-X;+i) •·· (x;-xn)
+ .............................. .
(i-x0) (x-x 1) ··: (x-x )
+( , )( ) ( n- 1 Y ... (2)
Xn -Xo Xn -X1 ... Xn-Xn- 1} n

Equation (2) is called Lagrange's interpolation formula/or unequal


intervals.
Cor. Dividing both sides of equation (2) by
fnterpolation With Unequal Intervals 273 ·

(x - x0 ) (x - X1) ... (x - xn), we get

/W 1
(x-x 0) (x-x I )
'
··· (x-x,J = (x0 -x1) (x0 -x2) ··· (x0 -xn) · x-x0
'

Y1 1
+ ' ·- -
(X1 - x0) (x 1 - x2) ... (x 1 - xn) x - x 1
+ ....................................... .
1
\
8-8. Different form of Lagrange's interpolation formula ·.
The Lagrangian interpolation form~la can also be written as

. d
TinCx) =(x - x0) (x - x 1) ·•• (x - x,J and TI'n (x) = dx [~ (x )]
, .
Solution. Tin (x) = (x - x0) (x - x 1) ··· (x - xn)
Differentiating this and substituting x = xi, we get
TI'n (x;) =(xi - x0) (xi - x 1) ·•· (xi - xi- 1) (xi - xi+ 1) ··· (x - xn)
Substituting this in equation (2),
nn (x) ·
Yo
f(x) = X-Xo . TI'n (xo)

Tin (x) . Y1 · Tin (x) Yn


+ +···+ .---
X-X1 TI'n(x1) x-xn n'n(xn)
n
_) Tin(x) ,_lL,
- .,J..,J TI' n (xJ x - xi
l =0
../'-
Example 13. Using Lagrange 's mterpo
. . fiormu l a, find y (10)
l ation
from the following table
X 5 6 9 lJ
y 12 13 14 16
Solution. By Lagrange's interpolation formula, we have
(x - x 1) (x - x2) (x - .x3) · Yo (x - x0) (x - xi) (x - x 3)
y =f (x) = (xo - X1) (Xo - X2) (xo - ~) + (x1 - Xo) (X1 - X2) (X1 - X3) Y1
(x - x
0 1 ) (x - x ) (x - x3) (x-x0) (x -x 1) (x- xi)
+ --=--~~~----:-- Y2 + · Y3-
(x2 - Xo) (.xi - X1) (X2 - X3) (X3 - Xo) (~ - X1) (X3 - Xi)
_(x-6)(x-9)(x-11) _12 +(x-5)(x-9)(x-ll) _ ·
13
- (5 - 6) (5 - 9) (5 - 11) (6 - 5) (6 - 9) (6 - 11)
274 Numerical Methods
'I,
(x - 5) (x - 6) (x - 111 . 1·4 + (x - S) (x- 6) (x )
+ (9- 5) (9 - 6) (9- 11) (11 - 5) (l l - 6) (11 - 9) · 1
Putting x = IO, ·.
(4) (1) (-1) •. 12+ (5) (1) (-1) . 13
y (10) = f (10) = (- 1) (- 4) (- 6) (1) (- 3) (- 5)
/ (5)(4)(-1)·14+~
+ .(4) (3) (-2) (6) (5) (2) ·1
= 14-666666.
~ mple 14. Find the parabola of the form Y = d- +bx.+ c Pa.rs~i
through the points (0, 0), (], 1) and (2, 20). ·
Solution. We use Lagrange's interpolation formula .
(x-l)(x-2) (x-0)(x-2) (x-0)(x-1)
1
Y = f (x) = (0- 1) (0 - 2) · O+ (1 - 0) (1 - 2) · + (2_-0) (2- 1) ·
= 0-x(x-2)+ l0x(x-1)
y=9x2-8x.
E~ple 15. Using Lagrange's formula, prov~ :
/ I Yi= y3 - 0·3 (y 5 -y_ 3) + 0·2 (y_ 3 -y_ 5) nearly.
Solution. y_ 5 , y_ 3, y3, y5 occur in the answers. So, we can have the
table
X : -5 -3 3 5
Y : Y- 5 Y- 3 Y3 Ys
:. By Lagrange's formula
(x + 3) (x- 3) (x- 5)
y(x)= (-5+3)(-·5-3)(-5-5) ·Y- 5
(x + 5) (x - 3) (x - 5)
+ (- 3 + 5) (- 3 - 3) (- 3 - 5) . Y- 3
(x + 5) (x + 3) (x - 5) (x + 5) (x + 3) (x - 3)
+ - - - - - - - y3 +--,,-------y5
(3 + 5) (3 + 3) (3 - 5) (5 + 5) (5 + 3) (5 - 3)
_ (4)(- 2) (-4) (6) c..:. 2) (-4) (6)' (4) (- ,4)
Y, - (-_2) (- 8) (- 10) y_ 5 + (2) (- 6) (- 8) Y-3 + (8)_(6) (- 2) Y3
(6) (4) (- 2)
+ (10) (8) (2) Ys
,=70•2y_5+0•5y_3+y3-0•3y5 . I

_ Yi~ Y3 -0·3 (y5 -y_3) + 0·2 (y_3 -y_ 5). .


( \ '· ~ ample 16. T,he mode of a certain frequency curve y =f (x) is ve,Y
, _ ~ r \ to x = 9 and the values of the frequency density f(x) for
x = 8·9, 9, 9·3 are respectively 0-30, 0·35 and 0-25. Calculate tht
approximate value of the mode. ·
Jnterpolation With Unequal Intervals 275 ·

Solution. We are given that


X 8·9 9:0 9·3
f (x) 0·30 0·35 0·25
By Lag'range's interpolation formula,
(x- 9) (x - 9·3) (x - 8·9) (x-9·3)
3 35
f(x) = (8·9- 9) (8·9- 9·3) X 0· 0 + (9 - 8·9) (9- 9·3) X 0·
+ (x"""8·9)(x-9) x0•
25
(9·3 - '8·9) (9·3 - 9)
} 2 r r I

=u(-25x +453·5x-2052·3)
To get the mode, f' (x) = 0 and f" (x}= ve
1 .
· f'(x)=0 (-50x+453·5) .=0
12 I r

i.e., = 9·07X

1
f" (9·07) = (-50) =- ve
12
Hence f(x) is _maxim~lm at x = 9·07
Therefore, mode is 9·07.
E x ~ -~ Using Lagrange's for~ula of interpolation find
y (9·5) given
X 7 :c,\ 8 9 - -- _10
y: 3 I ' I 9
Solution. By Lagr~nge's formula,
(x - 8) (x - 9} (x - 10) · (x - 7) (x - 9) (x - 10)
3
y = f (x) = (7 - 8) (7 - 9) (7-; 10) X + (8- 7) (8- 9) (8 - 10) X l
(x - 7) (x .;._ 8) (x - 10) I (x - 7) (x - 8) •ex - 9)
9
+ (9- 7) (9 - 8) (9 - 10) X l + (10- 7) (10- 8) (10- 9) X
· (l ·5) co-5)·(- o-5)' (2·5) (0·5) (:- 015) _
f (9·5) = · (- '1) (- 2) (- 3) X 3 + (1) (~ ·1) (- 2)
(2·5) (1 ·5) (- 0·5) (2·5) (l ·5) (0·5)
+ . (2) (1) (- 1) ' + (3) (2) (1) x 9
1

=•(). 1875-0•3125 + 0•9375 + 2•8125


1

= 3·625.
~mple 18. Use Lagrange's formula to fit apolynomial to the data
. · X : -'J . 0 2 . , 3 . '
. y : - 8 3 1 . 12
and hence find '! (x = 1).
Solu~on. By Lagrange's formula,
(x-0) (x - 2) (x- 3) (x + 1) (x- 2) (x- 3)
y = f(x) = _(...: 1-0) (-1 - 2) (-1 - .3) X (-S) + (0 + 1) (0- 2) (0- 3) X 3
276 Numerical Meth
oas,,
(x + 1) (x - 0) (x - 3) (x + 1) (x - 0) (x _ ')) 1
+ - - - - - - x 1+ ~ <-J
(2 + 1) (2 - 0)(2 - 3) (3 + 1) (3 - 0) (3
= 2x3 - 6x2 + 3x + 3, on simplification. l

y(x= l)-"2~~;~;:~~~POLATION '+-


( so far given a set of values of x and y we were find.ing the
of y corresponding to some x =xk. (wh.IC h IS
. not given
. . the table). valu
m Ii
we treat y as a function of x. Now the problem is, given some y::::: y ere, 1
should find the corresponding x. This process of finding x given y is c:i ~,
the inverse interpolation),, ." 1~
In such a case, we will take y as independent variaple and x
dependent variable and use Lagrange's interpolation formula.
Taking y as independent variable,
(y- Y1) (y - Y2) ... (y- Yn) (y- Yo) (y- Y2) ... (y- Yn)
X = - - , - - - - - - - - - - . Xo + ~-----:-:--:----:----:--- X
(yo - Y1) (yo - Y2) ··· (yo - Yn) (Y1 - Yo) (yl - yz) ... (y, - Yn) 1

. .
This formula (1) is called formul~ of inverse interpolation.
I

Example 19. From the data given below, find the value of x when
y = 13·5 (B.Sc. BR. Nov. 94)
X : 93·0 96·2 100·0 104·2 J08,7
y : JJ,38 12·80 14-70 17·07 19-9]
Solution. By Lagrange's formula for inverse interpolation
_ (y- 12·80)(y - 14·70) (y - 17·U/) (y- 19·91)
-1. -

(l 1·38-12·80) (I 1·38-14'70) (11·38- 17-07) (11 ·38-19·9C

X (93-0)
(y-11·38) (y-14·70) (y-17·07) (y..:.19·91)
+
(12·80-11·38) (12·80-14-70) (12·80-17-07) (12-80-19·91)
X (96·2)
(y- 11 ·38) (y- 12·80) (y-
+-:-:-:--=::-----:-:::-:-::-:-:-:-~----.:..._17·07) (y-
_....:_::_19·91)
_....:....__ _
(14-70- 11·38) (14·70- 12·80) (14·70- 17-07) (14-70- 19·91)
X (100·0)
(y-11·38) (y-12·80) (y-14·70) (y-19-91)
+ .
(17-07 -11·38) (17-07-12-80) (17-07-14·70) (17·07 -19-91)
X ( 104•2)
38
(y- l 1· ) (y-12·80) (y- 14·70) (y- 17-07)
+ (19·91 11 ·38) 0 9·91 -12-80) (19·91 -14'. 70) (19·91 -17•07)
X (108•7)
rnterpolation With Unequal Intervals 277

Putting y = 13-5 on the right hand side, and simplifying


..,
= - '7,8126929 + 68·3721132+ 43-595887 - 7·2733429
+0·770084198 .
= 97-6557503
A Example 20. Find the value of 0 given f (0) = 0-3887 where
('' __ : Je
.f (0) =
de
..----- using the table
0
J_ sin e
2
- 2 '\\P ti"
!,., ~/·

'
0: 21° -"f 23° V)- 25° -{
/(0): 0·3706 0-4068 0-4433
Solution. Now take f (0) as independent and 0 as dependent
y =f(0) : , 0-.3706 0-4068 0-4433
0: 21 25
(y- 0-4068) (y- 0·4433)
tr S = (0·3706- 0·4068) (0·3706-0·4433) X (ll)
0· 3706) (y - 0·4433)
(y
23
+ (0·4068-0-3706) (0·4068-0-4433) X ( )
(y- 0·3706) (y-0·4068)
25
+ (0-4433 -0-3706) (0·4433 -:- 0-4068) X
l ,
(0·3887 -0·4068) (0·3887 -0·4433)
0 3887 2
e (y = ' ) = (0·3706- 0-4068)_(0·3706- 0·443J) X ( l)
(0·3887 -0·3706) (0.'388"7-·0·4433)
23
+ (0·4068-0·3706) (0·4068- 0·4433) X ( ) -"-
(0·3887, - 0·3706) (0·~887 - 0-4068)_ X '\ \)
2
(0_.4433 - 0-3706) (0·4433 - 0·4068)~
= 7·885832+ 17-202739- 3-0~6525 = 22·0020°
Example 21. Find the age r.orrespc>ndin.g to the annuity value
13·6 given the table
Age (x) 30 35 40 45 50
Annuity value (y) 15·9 14·9 14-1 13.3 12·5
. (B.Sc. BR. Nov. 94)
Solution.
t (13-6- 14·9) (13·6 - 14· 1) (13·6- 13-3) (13-6- 12·5)
x = - - - - - - - - - - - - - - - x 30
(15-9 - 14·9) (15·9-14· l) (15-9 - 13·3) (15·9 - 12-5)
(13·6 - -15·9) (13-6 - 14·1) (13·6 - 13·3) (13·6 - 12·5)
+ · x35
(14·9 - 15·9) (14·9 - 14· 1) (14·9 - 13·3) (14·9 - 12·5)
(13·6 -15·9) (13·6- 14·9) (13·6-13·3) (13·6- 12·5)
+---__:__-----------x40
(14· 1 - 15·9) (14· 1 - 14·9) (14· 1 - 13·3) (14· 1 - 12·5)
278 Numerical Meth
Oq8
.,6 14·9) (13-6-14· 1) {13-6- 12~
+ (13-6 15·9) (13
3.3 -15·9) (13-3 14·9) (13-3 ' 14·.1) (13-3-' 12.5/< 45
(1
(13-6 15·9) (136· - 14·9)(13-6-14·1){13-6-'13-3) -xso
+ (12·5-15·9) (12·5 14·9) (12·5 14·1) (12-5-13-3)
:. X (y 13·6) = 43.

EXERCISE 8.2

Using Lagrange's interpolation formula, do the problems below:


1. From the table given below, ·find Y (x = 2). ·
X
0 I 3I

y .. 5 6 50 ' 4
2. Given u1 =22, u2 == 30, u4 = 82, U7 =106, ug_== 206 , fio d ~- 105
3. Find f (27) given . .
X . 14 17
31 35
f (x) ~8-7 . 64-0
44•0 39,J
4. Using Lagrange's formula, find /(6, given
X i 5 ·1 7
IO
f(x) 18 180 448 12
1210 2028
5. If Yi= 4, Y3 = 120, y4 =340, Y6 = 2544., find ,Ys·
6. Find y (6) giveO y (I)= 4, y (2) = 5, y (7) = 5, y (8) = 4. Also find x for whicl
y (x) is maximum or ·minimum. · ' ·
7. Find y (10) given y (5) = 12, y (6) = 13, y (9) = 14 and y (11) = 16.
8. Interpolate y at x == 5 given
X 1
y
2
J 3
4 4 7
8
9. If Yo= l,y3 = 19,y4 =49 and Y6 = 181 find Ys- , 16 128
. .
10. The following table gives the values of the probability integr,J
2 Jx 2 ·

f (x) = ? e- x dx corresponding to certain vafues of x. For what valueof


'V7t O ' ' '
· x is this integral equal to 0-5

X 0·46 0·47
f (x) 0-4846555 0·4Q37452 0-48
11. Find f(O) given 0-49
0-5027498
0-5116683
x -I -2 2 4
f (x) - l - 9 11 69
12. The following are the measurements I made on a curve recorded by the
oscillograph
conditions of representing a change of current ; due to a change in the
an electric current.
t 1-2 2·0
i 1-36 . 0-58 2·5
Using Lagrange's formula, find i at t == 1·6. . Q.34 3·0
0-20
(MS. J96iJ

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