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Math Lecture4

The document discusses central difference interpolation formulae including Gauss' forward and backward difference formulae. It provides details on deriving the formulae and examples of their application using difference tables.

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0% found this document useful (0 votes)
168 views

Math Lecture4

The document discusses central difference interpolation formulae including Gauss' forward and backward difference formulae. It provides details on deriving the formulae and examples of their application using difference tables.

Uploaded by

yasin pathan
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
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Central difference interpolation formulae

Numerical Analysis-4

Dr. S.D. Purohit

Department of HEAS (Mathematics), RTU Kota

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

In the preceding section, we derived and discussed Newton’s forward and


backward difference interpolation formulae, which are applicable for
interpolation near the beginning and end respectively, of tabulated values.
We shall, in the present section, discuss the central difference formulae
which are most suited for interpolation near the middle of a tabulated set.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

Gauss’ central difference interpolation formulae


Gauss’ forward formula
Gauss’ backward formula
Stirling’s formula
Bessel’s formula

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

We consider the following difference table in which the central ordinate is


taken for convenience as y0 corresponding to x = x0 .
The differences used in this formula are red number shown in Table 1. The
formula is, therefore, of the form

yp = y0 + G1 ∆y0 + G2 ∆2 y−1 + G3 ∆3 y−1 + G4 ∆4 y−2 + G5 ∆5 y−2 + · · ·


(1)

where G1 , G2 , · · · have to be determine.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

Table: Gauss’ forward difference table

x y ∆ ∆2 ∆3 ∆4 ∆5 ∆6
x−3 y−3
∆y−3
∆2 y−3
x−2 y−2 ∆3 y−3
∆y−2 2 ∆4 y−3
∆ y−2 ∆5 y−3
x−1 y−1 3
∆ y−2
∆y−1 4
∆ y−2 ∆6 y−3
∆2 y−1 5
∆ y−2
x0 y0 ∆3 y−1
∆y0 2 ∆4 y−1
∆ y0
x1 y1 ∆3 y0
∆y1 2
∆ y1
x2 y2
∆y2
x3 y3

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

The yp on the left side can be expressed in terms of y0 , ∆y0 and


higher-order differences of y0 , as follows:

yp = E p y0
= (1 + ∆)p y0
p(p − 1) 2 p(p − 1)(p − 2) 3
= y0 + p∆y0 + ∆ y0 + ∆ y0 + · · ·
2! 3!
Similarly, the right side of Eq. (1) can also be expressed in terms of y0 , ∆y0
and higher-order differences of y0 . We have

∆2 y−1 = ∆2 E −1 y0
= ∆2 (1 + ∆)−1 y0
= ∆2 (1 − ∆ + ∆2 − ∆3 + · · · )y0
= ∆2 y0 − ∆3 y0 + ∆4 y0 − ∆5 y0 + · · · ,
∆3 y−1 = ∆3 y0 − ∆4 y0 + ∆5 y0 − ∆6 y0 + · · · ,
∆4 y−2 = ∆4 E −2 y0 = ∆4 (1 + ∆)−2 y0
= ∆4 y0 − 2∆5 y0 + 3∆6 y0 − 4∆7 y0 + · · ·

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

Hence, Eq. (1) gives the identity


p(p − 1) 2 p(p − 1)(p − 2) 3
y0 + p∆y0 + ∆ y0 + ∆ y0 + · · ·
2! 3!
2 3
= y0 + G1 ∆y0 + G2 (∆ y0 − ∆ y0 + · · · )
+ G3 (∆3 y0 − ∆4 y0 + ∆5 y0 − ∆6 y0 + · · · )
+ G4 (∆4 y0 − 2∆5 y0 + 3∆6 y0 − 4∆7 y0 + · · · ) (2)

Equating the coefficients of ∆y0 , ∆2 y0 , etc., on both side of Eq. (2), and
substituting the obtained values in Eq. (1), we get

p(p − 1) 2 (p + 1)p(p − 1) 3
yp = y0 + p∆y0 + ∆ y−1 + ∆ y−1
2! 3!

(p + 1)p(p − 1)(p − 2) 4
+ ∆ y−2 + · · ·
4!
where p = (x − x0 )/h, which is the Gauss’ forward formula.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

The differences used in this formula are green number shown in Table 2.
The Gauss’ backward formula is, therefore, of the form (same solution
procedure as in Gauss’ forward formula)

p(p + 1) 2 (p + 1)p(p − 1) 3
yp = y0 + p∆y−1 + ∆ y−1 + ∆ y−2
2! 3!

(p + 2)(p + 1)p(p − 1) 4
+ ∆ y−2 + · · ·
4!
where p = (x − x0 )/h.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

Table: Gauss’ backward difference table

x y ∆ ∆2 ∆3 ∆4 ∆5 ∆6
x−3 y−3
∆y−3
∆2 y−3
x−2 y−2 ∆3 y−3
∆y−2 2 ∆4 y−3
∆ y−2 ∆5 y−3
x−1 y−1 3
∆ y−2
∆y−1 4
∆ y−2 ∆6 y−3
∆2 y−1 5
∆ y−2
x0 y0 ∆3 y−1
∆y0 2 ∆4 y−1
∆ y0
x1 y1 ∆3 y0
∆y1 2
∆ y1
x2 y2
∆y2
x3 y3

Remark: It is convenient to start with x0 nearest to x and then


introduced x−1 , x1 , x−2 , x2 , and so on.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

Table: Gauss’ forward formula

x0 y0 ∆2 y−1 ∆4 y−2 ∆6 y−3


∆y0 ∆3 y−1 ∆5 y−2

Table: Gauss’ backward formula

∆y−1 ∆3 y−2 ∆5 y−3


x0 y0 ∆2 y−1 ∆4 y−2 ∆6 y−3

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

Example
From the following table, find the value of e1.17 using Gauss’s forward
formula:
x 1.00 1.05 1.10 1.15 1.20 1.25 1.30
ex 2.7183 2.8577 3.0042 3.1582 3.3201 3.4903 3.6693

Solution
According to given data, we have x = 1.17, h = 0.05. If we set x0 = 1.15,
then using relation

x = x0 + ph =⇒ 1.17 = 1.15 + p(0.05),

we get
p = 2/5 = 0.4.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

Solution
Now, we form the difference table as

x ex ∆ ∆2 ∆3 ∆4 ∆5 ∆6
1.00 2.7183
0.1394
0.0071
1.05 2.8577 0.0004
0.1465 0
0.0075 0
1.10 3.0042 0.0004
0.1540 0 0.0001
0.0079 0.0001
1.15 3.1582 0.0004
0.1619 0.0001
0.0083
1.20 3.3201 0.0005
0.1702
0.0088
1.25 3.4903
0.1790
1.30 3.6693

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

Solution
Now by Gauss’ forward formula, we have
p(p − 1) 2 (p + 1)p(p − 1) 3
yp = y0 + p∆y0 + ∆ y−1 + ∆ y−1
2! 3!
(p + 1)p(p − 1)(p − 2) 4 (p + 2)(p + 1)p(p − 1)(p − 2) 5
+ ∆ y−2 + ∆ y−2
4! 5!
(p + 2)(p + 1)p(p − 1)(p − 2)(p − 3) 6
+ ∆ y−3
6!
Therefore,
(0.4)(0.4 − 1)
e1.17 = 3.1582 + (0.4)(0.1619) + (0.0079)
2!
(0.4 + 1)(0.4)(0.4 − 1) (0.4 + 1)(0.4)(0.4 − 1)(0.4 − 2)
+ (0.0004) + (0)
3! 4!
(0.4 + 2)(0.4 + 1)(0.4)(0.4 − 1)(0.4 − 2)
+ (0.0001)
5!
(0.4 + 2)(0.4 + 1)(0.4)(0.4 − 1)(0.4 − 2)(0.4 − 3)
+ (0.0001)
6!
= 3.2221

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

Important Note:
There are two nominees for the middle point to look after even numbers of
submissions. For Gauss’ forward formula, the first nominee is appropriate
and the second nominee is ideal for Gauss’ backward formula.

Gauss’s Forward Gauss’s Backward


x y x y
x−1 y−1 x−2 y−2

x0 y0 x−1 y−1

x1 y1 x0 y0

x2 y2 x1 y1

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

Example

Use Gauss’s forward formula to find f (32), given that:

f (25) = 0.2707, f (30) = 0.3027, f (35) = 0.3386, f (40) = 0.3794.

Solution
According to given data, we have x = 32, h = 5. If we set x0 = 30, then
using relation
p = (x − x0 )/h =⇒ p = (32 − 30)/5,
we get
p = 2/5 = 0.4.
By Gauss’ forward formula, we have
p(p − 1) 2 (p + 1)p(p − 1) 3
yp = y0 + p∆y0 + ∆ y−1 + ∆ y−1 + · · ·
2! 3!

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

Solution
Now, we form the difference table as

x f (x) ∆ ∆2 ∆3
25 0.2707
0.0320
30 0.3027 0.0039 0.0010
0.0359
0.0049
35 0.3386
0.0.408
40 0.3794

Now, on using the formula and values form the above table, we get
(0.4)(0.4 − 1)
f (32) = 0.3027 + (0.4)(0.0359) + (0.0039)
2!
(0.4 + 1)(0.4)(0.4 − 1)
+ (0.0010)
3!
= 0.3027 + 0.01436 − 0.000468 − 0.000056
=⇒ f (32) = 0.316536

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

Example
Interpolate by means of Gauss’ backword formula the population for the
year 2006, from the following table:
Year 1961 1971 1981 1991 2001 2011
Population (in Lakhs) 12 15 20 27 39 52
Solution: Population for the year 2006 is 46 Lakh (approx.).

Example
Given that f (20) = 14, f (24) = 32, f (28) = 35 and f (32) = 40. Show by
Gauss’ forword formula that f (25) = 33.

Example
Given that:
p p
(12500) = 111.803399, (12510) = 111.848111,
p p
(12520) = 111.892806, (12530) = 111.937483.
p
Show by Gauss’s backword formula that: (12516) = 111.874930.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

Stirling’s formula:
Taking the mean of Gauss’ forward and backward formulae, we obtain

p2 p(p2 − 1) ∆3 y−1 + ∆3 y−2


   
∆y0 + ∆y−1
yp = y0 + p + ∆2 y−1 +
2 2 3! 2

p2 (p2 − 1) 4 p(p2 − 1)(p2 − 4) ∆3 y−2 + ∆3 y−3


 
+ ∆ y−2 + + ···
4! 5! 2

which is known as Stirling’s formula.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

Table: Stirling’s formula

∆y−1 ∆3 y−2 ∆5 y−3


x0 y0 ∆2 y−1 ∆4 y−2 ∆6 y−3
∆y0 ∆3 y−1 ∆5 y−2

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

Bessel’s formula:
This is very useful formula for practical interpolation, and is given as

p(p − 1) ∆2 y0 + ∆2 y−1
hy + y i  
1 0
yp = + (p − 1/2)∆y0 +
2 2! 2

p(p − 1)(p − 1/2) 3


+ ∆ y−1
3!

(p + 1)p(p − 1)(p − 2) ∆4 y−1 + ∆4 y−2


 
+ + ···
4! 2

which is known as Bessel’s formula.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

Table: Bessel’s formula

x0 y0 ∆2 y−1 ∆4 y−2 ∆6 y−3


∆y0 ∆3 y−1 ∆5 y−2
x1 y1 ∆2 y0 ∆4 y−1 ∆6 y−2

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

Which one of these formulae gives the most accurate result?.


For interpolation at the beginning or end of a table of values, Newton’s
forward and backward interpolation formulae have to be used
respectively. They will provide good results if, −1 ≤ p ≤ 1.
For interpolation near the middle of a set of values, the Gauss’ forward
and backword formula are suitable. There are two nominees for the
middle point to look after even numbers of submissions. For Gauss’
forward formula, the first nominee is appropriate and the second
nominee is ideal for Gauss’ backward formula.
For interpolation near the middle of a set of values, the following are
choices:
1 1
Stirling’s formula if − ≤p≤
4 4
and
1 3
Bessel’s formula for ≤p≤ .
4 4

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

Example
Using Stirling’s interpolation formula to find y at x = 32 from the given
table:
x 20 30 40 50
y 512 439 346 243

Solution
Since x = 32 lying between 30 and 40. So we take 30 as the origin and
h = 10. Therefore, p = (32 − 30)/10 = 0.2 < 1/4. Hence, we apply Stirling’s
formula. The difference table is

x y ∆ ∆2 ∆3
20 512
-73
30 439 -20
-93 10
40 346 -10
-103
50 243

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

Solution
The Stirling’s formula is

∆y−1 + ∆y0 p2 p(p2 − 1) ∆3 y−2 + ∆3 y−1


yp = y0 + p + ∆2 y−1 +
2 2 3! 2
p2 (p2 − 1) 4
+ ∆ y−2 + · · ·
4!

Therefore
 
−93 − 73 0.04 0.02(0.04 − 1)
y0.2 = 439 + 0.2 + (−20) + (10)
2 2 2
= 422

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

Example
Use Bessel’s formula to find y25 given that:

y20 = 24, y24 = 32, y28 = 35, y32 = 40.

Solution: y25 = 32.9453

Solution
Since x = 25 lying between 24 and 28. So we take 24 as the origin and
h = 4. Therefore, for Bessel’s formula p = (25 − 24)/4 = 0.25.
The difference table is

x y ∆ ∆2 ∆3
20 24
8
24 32 -5
3 7
28 35 2
5
32 40

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

Solution
The Stirling’s formula is

p(p − 1) ∆2 y0 + ∆2 y−1
hy + y i  
1 0
yp = + (p − 1/2)∆y0 +
2 2! 2
p(p − 1)(p − 1/2) 3
+ ∆ y−1
3!

Therefore
   
32 + 35 0.25(0.25 − 1) −5 + 2
y0.25 = + (0.25 − 1/2)(3) +
2 2! 2
0.25(0.25 − 1)(0.25 − 1/2)
+ (7)
3!
= 32.9453 = 33

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

Example
Use Stirling’s formula to find y28 given that:

y20 = 49225, y25 = 48316, y30 = 47236, y35 = 45926, y40 = 44036.

Solution: y28 = 47692

Example
Use Stirling’s formula to find a polynomial of degree four or less, which
takes the following values of the function ux :
x 1 2 3 4 5
y 1 1 1 1 1

Solution: ux = 12 (2x4 − 8x2 + 3).

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae

Example
Use Bessel’s formula to find y for x = 3.75, from the following table:
x 2.5 3.0 3.5 4.0 4.5 5.0
y 24.145 22.043 22.225 18.644 17.262 16.047
Solution: y3.75 = 19.407

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)

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