Math Lecture4
Math Lecture4
Numerical Analysis-4
Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae
Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae
Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae
Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae
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
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
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
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
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
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.
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
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
Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae
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
Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae
Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Central difference interpolation formulae
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
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:
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.
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
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)