1

Interpolation and It’s Applications

Minor Project 2024, Bachelor of Science.

Department of Mathemtics, University of Lucknow.

Submitted by
Ayush Tiwari
2110011015926
6th semester.

Under the supervision of

Dr.Anupama Rastogi
Department of Mathematics, University of Lucknow,
Lucknow.
 2

Acknowledgement
My profound thanks goes out to Dr.Anupama Rastogi for his great advice
and assistance during this project's development. His knowledge and
guidance have greatly influenced the course of my work. I express my
gratitude to Lucknow University for furnishing a favorable academic
atmosphere and essential resources that enabled the successful fulfillment of
this undertaking. Finally, I would like to express my gratitude to everyone
who helped with this project, whether directly or indirectly. Your assistance
has been invaluable, and I appreciate the cooperative attitude that made this
experience even more enjoyable.

Ayush Tiwari
 3

INTERPOLATION

Objectives
 Introduction

 Newton's forward interpolation formula

 Newton's backward interpolation formula

 Central difference interpolation formulae

 Gauss's forward interpolation formula

 Gauss's backward interpolation formula

 Stirling's formula

 Bessel's formula

 Everett's formula

 Choice of an interpolation formula

 Interpolation with unequal intervals

 Lagrange's interpolation formula

 Divided differences

 Newton's divided difference formula

 Relation between divided and forward differences

 Hermit’s interpolation formula

 4

 Introduction

Suppose we are given the following values of y=f (x ) for a set

of values of :
x: x0 x1 x2 ⋯ xn

y: Y0 y1 y 2 ⋯ y n.

Then the process of finding the value of y corresponding to

any value of x=x i between x 0 and x n is called interpolation.
Thus interpolation is the technique of estimating the value
of a function for any intermediate value of the independent
variable while the process of computing the value of the
function outside the given range is called extrapolation. The
term interpolation however, is taken to include
extrapolation.

If the function f (x) is known explicitly, then the value of y

corresponding to any value of x can easily be found.
Conversely, if the form of f (x) is not known (as is the case in
most of the applications), it is very difficult to determine the
exact form of f (x) with the help of tabulated set of values
( x i , y i ). In such cases, f (x) is replaced by a simpler function
ϕ (x ) which assumes the same values as those of f (x) at the
tabulated set of points. Any other value may be calculated
from ϕ (x ) which is known as the interpolating function or
smoothing function. If ϕ (x ) is a polynomial, then it called the
interpolating polynomial and the process is called the
polynomial interpolation. Similarly when ϕ (x ) is a finite
trigonometric series, we have trigonometric interpolation.
But we shall confine ourselves to polynomial interpolation
only.

The study of interpolation is based on the calculus of finite

differences. We begin by deriving two important
interpolation formulae by means of forward and backward
differences of a function. These formulae are often
employed in engineering and scientific investigations.
 5

 Newton's Forward Interpolation Formula

Let the function y=f (x ) take the values y 0 , y 1 , ⋯ , y n

corresponding to the values x 0 , x 1, ⋯ , x n of x . Let these values
of x be equispaced such that x i=x 0 +ih(i=0 , 1, ⋯). Assuming y (x )
to be a polynomial of the nth degree in x such that
y ( x 0 )= y 0 , y ( x1 ) = y 1 , ⋯ , y ( x n ) = y n. We can write

y (x )=a 0+ a1 ( x−x 0 ) +a2 ( x−x 0 ) ( x−x 1 ) +a3 ( x−x 0 ) ( x−x 1 ) ( x−x 2 )

+⋯+a n ( x −x0 ) ( x−x 1 ) ⋯ ( x−x n−1 )

Putting x=x 0 , x 1 ,⋯ , x n successively

in (1), we get
y 0=a0 , y 1=a0 + a1 ( x 1−x 0 ) , y 2=a 0 +a1 ( x 2−x 0 ) +a2 ( x 2−x 0 ) ( x 2−x 1)

and so on.

From these, we find that a 0= y 0 , Δ y 0= y1 − y 0=a 1 ( x 1−x 0 )=a1 h

1
∴ a1= Δ y 0
h

Also
Δ y 1 ¿ y 2− y1 =a1 ( x 2−x1 ) + a2 ( x2 −x 0) ( x 2−x 1 ) 1 1 2
Also a2=¿ 2 ( Δ y 1−Δ y 0) = Δ y0 ¿
¿ ¿ 2h 2! h
2

1 3
Similarly a 3= 3 Δ y 0 and so on.
3! h

Substituting these values in (1), we obtain

2 3
Δ y0 Δ y0 Δ y0
y (x )= y 0 +
h
( x −x 0) + 2 (
x−x 0 ) ( x−x 1 ) + 3 (
x−x 0 ) ( x−x 1 ) ( x−x 2 )+ ⋯
2!h 3!h

Now if it is required to evaluate y for x=x 0 + ph, then

 6

( x−x 0 ) =ph , x−x 1=x−x 0−( x−x 0 )= ph−h=(p−1)h

( x −x 0) =x−x 0−( x −x 0) =( p−1)h−h=( p−2) h etc.

Hence, writting y (x )= y ( x 0+ ph )= y p ,(2) becomes

p( p−1) 2 p ( p−1)( p−2) 3
y p= y 0+ p Δ y 0 + Δ y0 + Δ y0
2! 3!
p (p−1)⋯( p−n−1) n
+⋯+ Δ y0
3!

It is called Newton's forward interpolation formula as (3)

contains y 0 and the forward differences of y 0

Otherwise: Let the function y=f (x ) take the values y 0 , y 1 , y 2 ,⋯

corresponding to the values x 0 , x 0 +h , x 0 +2 h ,⋯ of x . Suppose it is
required to evaluate f (x) for x=x 0 + ph, where p is any real
number.

For any real number p, we have defined E such that

p
E f (x)=f (x + ph)
¿

[Using binomial theorem]

p( p−1) 2 p ( p−1)( p−2) 3
i.e., y p= y 0+ p Δ y 0 + Δ y0 + Δ y 0+ ⋯
2! 3!

If y=f (x ) is a polynomial of the nth degree, then Δ n+1 y 0 and

higher differences will be zero.

Hence (4) will become

p( p−1) 2 + p( p−1)( p−2) 3
y p= y 0+ p Δ y 0 + Δ y0 Δ y 0 +⋯
2! 3!
¿ ¿

Which is same as (3)

NOTE Obs. 1. This formula is used for interpolating the

values of y near the beginning of a set of tabulated values
and extrapolating values of y a little backward (i.e., to the
left) of y 0.
 7

Obs. 2. The first two terms of this formula give the linear
interpolation while the first three terms give a parabolic
interpolation and so on.

 Newton's Backward Interpolation Formula

Let the function y=f (x ) take the values y 0 , y 1 , y 2 , …

corresponding to the values x 0 , x 0 +h , x 0 +2 h ,⋯ of x . Suppose it is
required to evaluate f (x) for x=x n + ph, where p is any real
number. Then we have
yp ¿

[using binomial theorem]Since x=160 and

x−x 0 10
h=50 ,∴ p= = =0.2
h 50

∴ Using Newton's forward interpolation formula, we get

p ( p+1) 2 p ( p+1)(p +2) 3

i.e., y p = y n + p ∇ y n + ∇ yn + ∇ y n +⋯
2! 3!

It is called Newton's backward interpolation formula as (1)

contains y n and backward differences of y n

NOTE Obs. This formula is used for interpolating the values

of y near the end of a set of tabulated values and also for
extrapolating values of y a little ahead (to the right) of y n

Example :
The table gives the distance in nautical miles of the visible
horizon for the given heights in feet above the earth's
surface:

x =
100 150 200 250 300 350 400
height:
 8

y=¿
10.6 13.0 15.0 16.8 18.4 19.9 21.2
distance
3 3 4 1 2 0 7
:
Find the values of y when

(i) x=160 ft . (ii) x=410.

Solution: The difference table is as under:

2 3 4
x y Δ Δ Δ Δ

10 10.6
0 3

2.4
0

15
13.03 -0.39
0

0.1
2.01
5

-
20 15.0
−0.24 0.0
0 4
7

1.7
0.08
7

25 16.8
-0.16 0.05
0 1

1.6 0.0
1 3

-
30 18.4
-0.13 0.0
0 2
1
 9

p( p−1) 2 p ( p−1)( p−2) 3 p( p−1)( p−2)( p−3) 4

y 218 = y p= y 0+ p Δ y 0+ Δ y0 + Δ y 0 ¿+ Δ y 0 +⋯
2! 3! 4!

y 160 =13.03+0.402+0.192+ 0.0384+0.00168=13.46 nautical miles

(ii) Since x=410 is near the end of the table, we use Newton's
backward interpolation formula.
x−x n 10
∴ Taking x n=400 , p= = =0.2
h 50

Using the line of backward difference

2 3
y n=21.27 , ∇ y n=1.37 , ∇ y n=−0.11, ∇ y n=0.02 etc.

∴ Newton's backward formula gives

p ( p+1) 2
y 410 = y 400 +¿ p ∇ y 400 + ∇ y 400
2! 0.2(1.2) 0.2(1.2)(2.2
+ p ( p+1)(p +2) 3 p( p+1)( p+2)( p+3) 4 21.27+0.2(1.37)+ (−0.11)¿+
Δ y 400 + ∇ y 400 +⋯ 2! 3!
3! 4!
¿

Example:

from the following table, estimate the number of students

who obtained marks between 40 and 45 :

Marks: 30−40 40−50 50−60 60−70 70−80

No. of
31 42 51 35 31
students:
 10

Solution:
First we prepare the cumulative frequency table, as follows:

Marks less than 4 5

60 70 80
(x ): 0 0

No. of students 3 7 12 15 19
( y x ): 1 3 4 9 0

Now the difference table is

2 3
x yx Δ yx Δ yx Δ yx Δ 4 yx

40 31

42

50 73 9

51 −25

60 124 −16 37

35 12

70 159 −4

31

80 190

We shall find y 45, i.e., the number of students with marks

less than 45 .

Taking x 0=40 , x=45, we have

 11

x−x 0 5
p= = =0.5[∵ h=10 ]
h 10

∴ Using Newton's forward interpolation formula, we get

p( p−1) 2 p ( p−1)( p−2) 3

y 45 ¿ y 40+ p Δ y 40 + Δ y 40 + Δ y 40
2! 3!
(0.5)(−0.5) (0.5)(−0.5)(−15)
¿ ¿31+ 0.5× 42+ ×9+ ×(−25)
2 6
¿ ¿ 47.87 , on simplification.

The number of students with marks less than 45 is 47.87 ,

i.e., 48 . But the number of students with marks less than
40 is 31 .

Hence the number of students getting marks between 40

and 45=¿ 48−31=17 .

Example
Using Newton's backward difference formula, construct an
interpolating polynomial of degree 3 for the data:
(−0.75)=−0.0718125 , f (−0.5) ¿−0.02475 , f (−0.25)=0.3349375 , f (0)=1.10100.
Hence find f (−1/3).

Solution:
The difference table is
 12

2 3
x y Δy Δ y Δ y

-
-
0.071812
0.75
5

0.047062
5

- 0.31262
-0.02475
0.50 5

0.359687
0.09375
5

- 0.334937
0.400375
0.25 5

0.7660625

0 1.10100

We use Newton's backward difference formula

p p ( p+1) 2 p ( p+1)(p +2) 3

y (x )= y 3 + ∇ y3 + ∇ y3+ ∇ y3
1! 2! 3!

x−0 x
taking x 3=0 , p= h = 0.25 =4 x [∵h=0.25]
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4 x (4 x +1)
y (x )=¿ 1.10100+ 4 x (0.7660625)+ (0.400375)
2 2 3
+ 4 x (4 x+1)( 4 x+ 2) 1.101+3.06425 x+ 3.251 x +0.81275 x+ x + 0.75 x
(0.09375)
6
¿
−1
Put x= 3 , so that

( ) ( ) ( ) ( )
3 2
−1 −1 −1 −1
y ¿ +4.001 + 4.002 +1.101
3 3 3 3
¿ ¿

 Central Difference Interpolation Formulae

In the preceding sections, we derived Newton's forward and

backward interpolation formulae which are applicable for
interpolation near the beginning and end of tabulated
values. Now we shall develop central difference formulae
which are best suited for interpolation near the middle of
the table.

If x takes the values x 0−2 h , x 0−h , x 0 , x 0 +h , x 0+2 h and the

corresponding values of y=f (x ) are y −2 , y−1 , y 0 , y 1 , y 2, then we
can write the difference table in the two notations as
follows:
 14

x y 1st diff. 2nd diff. 3rd diff. 4th diff.

x 0−2 h y −2

Δ y−2 ¿

2
x 0−h y −1 Δ y −¿ ( ¿ Δ y
2
−1 )¿

Δ y−1 ( ¿ Δ y−1 /2 ) Δ 3 y −2 ( ¿ Δ3 y−1 /2 )

x0 y0 Δ 2 y −1 ( ¿ Δ2 y 0 ) Δ 3 y −2 ( ¿ Δ4 y 0 )

x 0 +h y1 Δ y 0 ( ¿ Δ y 1/ 2 ) Δ 3 y −1 ( ¿ Δ3 y 1/ 2 )

Δ y1 ( ¿ Δ y3 / 2)

x 0 +2 h y2

 Gauss's Forward Interpolation Formula

The Newton's forward interpolation formula is
p( p−1) 2 p ( p−1)( p−2) 3
y 0= y 0+ p Δ y 0 + Δ y0+ Δ y 0+ ⋯
1.2 1.2 .3

We have Δ 2 y 0 −Δ 2 y−1= Δ3 y−1

i.e.,
 15

2 2 3
Δ y 0 =Δ y−1 + Δ y−1

Similarly
3 3 4
Δ y 0 =Δ y−1 + Δ y−1
Δ y 0= Δ4 y −1 + Δ 5 y−1 etc.
4

Also
3 3 4
Δ y −1−Δ y −2 =Δ y−2

i.e.,
3 3 4
Δ y −1=Δ y −2 + Δ y −2

Similarly
4 4 5
Δ y−1= Δ y −2 + Δ y−2 etc.

Substituting for Δ 2 y 0 , Δ 3 y 0 , Δ 4 y 0 from (2), (3), (4)..in (1), we get

p( p−1) 2
y p= y 0+ p Δ y 0+
1.2
( Δ y −1
p( p−1)( p−2) 3
+ Δ3 y−1 ) + ( Δ y −1 + Δ4 y −1 )
1.2 .3
+ p( p−1)( p−2)( p−3) 4
1.2 .3 .4
( Δ y −1 + Δ 5 y−1 )
p( p−1) 2 p (p−1)( p−2) 3
Hence y p= y 0 + p Δ y 0+ Δ y−1 + Δ y−1
2! 3!
¿

which is called Gauss's forward interpolation formula.

Cor. In the central differences notation, this formula will be

p ( p−1) 2 + p( p−1)(p−2) 3
y p= y 0+ pδ y 1 /2 + δ y1 /2 δ y 1 /2
2! 3!
¿ ¿

NOTE Obs. 1. It employs odd differences just below the

central line and even difference on the central line as
shown below:
 16

Obs. 2. This formula is used to interpolate the values of y

for p (0< p< 1) measured forwardly from the origin.

 Gauss's Backward Interpolation Formula

The Newton's forward interpolation formula is
p( p−1) 2 p ( p−1)( p−2) 3
y p= y 0+ p Δ y 0 + Δ y0 + Δ y 0+ ⋯
1.2 1.2 .3

We have Δ y 0−Δ y −1=Δ 2 y −1

i.e.,
2
Δ y 0=Δ y −1+ Δ y−1

Similarly
2 2 3
Δ y 0 =Δ y−1 + Δ y −1
Δ y 0=Δ 3 y −1 + Δ4 y −1 etc.
3

Also Δ 3 y −1−Δ 3 y −2 =Δ 4 y−2

i.e., Δ 3 y −1=Δ 3 y −2 + Δ4 y −2

Similarly Δ 4 y−1= Δ4 y −2 + Δ5 y−2 etc.

Substituting for Δ y 0 , Δ 2 y 0 , Δ 3 y 0 , ⋯ from (2), (3), (4) in (1), we get

p (p−1) 2
y p= y 0+ p ( Δ y −1 + Δ 2 y −1) + ( Δ y−1+ Δ3 y−1 )
1.2

+ p ( p−1)( p−2) 3 p( p−1)( p−2)( p−3)

1.2 .3
( Δ y−1 + Δ 4 y−1 ) +
1.2 .3 .4
× ( Δ 4 y−1+ Δ5 y−1 ) +⋯
 17

p( p+1) 2 ( p+1) p ( p−1) 3

¿ y 0 + p Δ y −1 + Δ y −1 + Δ y −1
1.2 1.2.3
+( p+1) p (p−1)( p−2) 4 p ( p−1)( p−2)( p−3) 5
Δ y−1 + Δ y−1 +⋯
1.2.3 .4 1.2 .3.4

( p+1) p 2 ( p+1) p ( p−1) 3

¿ y 0 + p Δ y −1 +
1.2
Δ y −1 +
1.2.3
( Δ y−2 + Δ 4 y−2 )
+( p+1) p (p−1)( p−2) 4
1.2.3 .4
( Δ y −2+ Δ5 y−2 )+⋯

[using (5) and (6)

p( p+1) 2 ( p+1) p ( p−1) 3
Hence yp= y 0 + p Δ y−1+ Δ y −1+ Δ y −2
2! 3!

+( p+1) p (p +1)( p−1) 4

Δ y−2+ ⋯
4!

which is called Gauss's backward interpolation formula.

Cor. In the central differences notation, this formula will be

(p+ 1) p 2 +( p+1) p( p−1) 3
y p= y 0+ pδ y−1/ 2+ δ y0 δ y−1 /2
2! 3!
¿ ¿

NOTE Obs. 1. This formula contains odd differences above

the central line and even differences on the central line as
shown below:

Obs. 2. It is used to interpolate the values of y for a

negative value of p lying between -1 and 0 .

Obs. 3. Gauss's forward and backward formulae are not of

much practical use. However, these serve as intermediate
 18

steps for obtaining the important formulae of the following

sections.

 Stirling's Formula
Gauss's forward interpolation formula is
( p+1) 2 +(p+ 1) p( p−1) 3
y p= y 0+ p Δ y 0 + Δ y−1 Δ y−1
2! 3!
¿ ¿

Gauss's backward interpolation formula is

( p+1) p 2 +( p+1) p (p−1) 3
y p= y 0+ p Δ y−1 + Δ y−1 Δ y −2
2! 3!
¿ ¿

Taking the mean of (1) and (2), we obtained

( ) p ( p2 −1 )
( )
Δ y−1+ Δ y−2 p2 ( p 2−1 ) 4
3 3
Δ y 0 + Δ y −1 p2 2
y p= y 0+ p + Δ y−1 + ¿× + Δ y −2 +⋯
2 2! 3! 2 4!

Which is called Stirling's formula.

Cor. In the central difference notation, (3) takes the form

2
p 2 p ( p2−12 ) 3 p2 ( p2−12 ) 4
y p= y 0+ pμδ y 0+ δ y 0+ μ δ y 0+ δ y 0 +⋯
2! 3! 4!

For
1 1
2
( Δ y 0+ Δ y−1 )= ( δ y 1 /2 +δ y −1 /2 ) =μδ y 0
2
1 3 1
2
( Δ y−1 + Δ3 y −2 )= 2 (δ 3 y 1/ 2+ δ3 y−1/ 2 )=μ δ3 y 0 etc.

NOTE Obs. This formula involves means of the odd

differences just above and below the central line and even
differences on this line as shown below:

( ) ( ) ( )
3 5
Δ y −1 Δ y Δ y
⋯ y0⋯ ⋯ Δ2 y−1 ⋯ 3 −2 ⋯ Δ 4 y−2 ⋯ 5 −1 ⋯ Δ6 y−3 ⋯
Δ y0 Δ y−1 Δ y0
 19

Central line.

 Bessel's Formula

Gauss's forward interpolation formula is

p( p−1) 2 +( p +1) p( p−1) 3
y p= y 0+ p Δ y 0 + Δ y−1 Δ y−1
2! 3!
¿ ¿

We have Δ 2 y 0 −Δ 2 y−1= Δ3 y−1

i.e.,
2 2 3
Δ y −1=Δ y 0− Δ y−1

Similarly Δ 4 y−2= Δ4 y −1 −Δ 4 y−2 etc.

Now (1) can be written as

p ( p2−1 ) 3
y p= y 0 + p Δ y 0 +
2! (
p ( p−1) 1 2
2
1 2
Δ y−1 + Δ y −1 +
2 3!) Δ y −1 y + p Δ y + 1 p ( p+1) Δ2 y + 1 p ( p−1) Δ
0 0
2 2!
−1
2 2!
(
¿ ¿

[Using (2), (3) etc.]

Hence
y p= y 0+ p Δ y 0 +
2
p( p−1) Δ y−1+ Δ y 0
+
2 ( p− 12 ) p ( p−1) Δ y
3
−1
2! 2 3!

Which is known as Bessel's formula.

Cor. In the central difference notation, (4) becomes

y p= y 0+ pδ y 1 /2 +
p ( p−1) 2
μ δ y 1 /2
+ p−( 1
2)p ( p−1)
3
δ y 1 /2
2! 2!
¿ ¿

for
 20

1 2 1 4
2
( Δ y−1+ Δ y 0 ) =μ δ y 1/ 2 , ( Δ y −2 + Δ y−1 ) =μ δ y 1 /2 etc.,
2 2
2
4 4

NOTE Obs. This is a very useful formula for practical

purposes. It involves odd differences below the central line
and means of even differences of and below this line as
shown below

{ } { } { }
2 4 6
Δ y−1 Δ y−2 Δ y −1
y0 Δ y0 2
Δ 3 y−1 4
Δ 5 y−2 6
Δ 7 y −3 Central line
Δ y0 Δ y−1 Δ y0

 Laplace-Everett's Formula
Gauss's forward interpolation formula is
( p−1) p 2 ( p +1) p( p−1) 3
y p= y 0 + p Δ y 0 + Δ y−1+ Δ y−1
2! 3!
¿ ¿

We eliminate the odd differences in (1) by using the

relations
3 2 2 5 4 4
Δ y 0= y 1− y 0 , Δ y−1= Δ y 0−Δ y−1 , Δ y −2=Δ y−1−Δ y−2 etc.

Then (1) becomes

p( p−1) 2 ( p+1) p( p−1) 2
y p= y 0 + p ( y 1− y 0 ) +
2!
Δ y−1+
3!
( Δ y 0− Δ2 y−1 )

× ( Δ y−1−Δ y−2 ) +⋯
4 4
¿

− p( p−1)( p−2) 2 ( p+1) p( p−1) 2

¿(1− p) y 0 + p y 1 Δ y−1 + Δ y0
3! 3!
+( p+2)(p +1) p( p−1)( p−2)
¿ × Δ 4 y−1−⋯
5!

To change the terms with negative sign, putting p=1−q, we

obtain
 21

+q ( q2−12 ) 2 q ( q 2−12 )( q2−22) 4

y p=q y 0 Δ y−1 + Δ y−2 +⋯
3! 5!
¿ ¿

This is known as Laplace-Everett's formula.

NOTE Obs. 1. This formula is extensively used and involves

only even differences on and below the central line as
shown below:
2 4 6
y0 Δ y−1 Δ y−2 Δ y−3 Central line
−¿−¿−¿−¿ y 1 Δ 2 y 0 Δ 4 y−1 Δ6 y−2

Obs. 2. There is a close relationship between Bessel's

formula and Everett's formula and one can be deduced from
the other by suitable rearrangements. It is also interesting
to observe that Bessel's formula truncated after third
differences is Everett's formula truncated after second
differences

 Choice of an Interpolation Formula

So far we have derived several interpolation formulae such
as Newton's forward, Newton's backward, Gauss's forward,
Gauss's backward, Stirling's, Bessel's and Everett's
formulae for calculating y p from equispaced values which
are called classical formulae. Now, we have to see which
formula yields most accurate results in a particular
problem.

The coefficients in the central difference formulae are

smaller and converge faster than those in Newton's
formulae. After a few terms, the coefficients in the Stirling's
formula decrease more rapidly than those of

the Bessel's formula and the coefficients of Bessel's formula

decrease more rapidly than those of Newton's formula. As
such, whenever possible, central difference formulae should
be used in preference to Newton's formulae.
 22

The right choice of an interpolation formula however,

depends on the position of the interpolated value in the
given data.

The following rules will be found useful:

1. To find a tabulated value near the beginning of the

table, use Newton's forward formula.

2. To find a value near the end of the table, use Newton's

backward formula.

3. To find an interpolated value near the center of the

table, use either Stirling's or Bessel's or Everett's
formula.
−1 1
If interpolation is required for p lying between 4 and 4 ,
prefer Stirling's formula
1 3
If interpolation is desired for p lying between 4 and 4 , use
Bessel's or Everett's formula.

Example:
Find f (22) from the Gauss forward formula:

x: 20 25 30 35 40 45

35 33 29 26 23 20
f (x):
4 2 1 0 1 4

Solution:
Taking x 0=25 , h=5, we have to find the value of f (x) for x=22.
x−x 0 22−25
i.e., for p= = =−0.6
h 5
 23

The difference table is as follows:

x p yp Δ yp 2
Δ yp
3
Δ yp
4
Δ yp
5
Δ yp

- 354 ( ¿ y −1 )
20 -22
1

25 0 332 ( ¿ y 0 ) -41 -19 29

30 1 291 ( ¿ y 1 ) -31 10 -8 -37 45

35 2 260 ( ¿ y 2 ) -29 2 0 8

40 3 231 ( ¿ y 3 ) -27 2

45 4 204 ( ¿ y 4 )

Gauss forward formula is

p( p−1) 2 ( p+1) p (p−1) 3
y p= y 0+ ¿ p Δ y 0 + Δ y−1 + Δ y −1
2! 3!
+( p+1) p( p−1)( p−2) 4 (−0.6)(−0.6−1) (−0.6+1)(−0.6 )(−0.6
Δ y−2 + (−19)¿+
4! 2! 3!
+( p+ 1)( p−1) p( p−2)( p+2) 5
Δ y−2 +… .
5!
¿

Hence f (22)=347.983.

Example:
Use Gauss's forward formula to evaluate y 30, given that
y 21=18.4708, y 25=17.8144 , y 29=17.1070 , y 33=16.3432 and y 37=15.5154 .
 24

Solution
Taking x 0=29 , h=4 , we require the value of y for x=30
x−x 0 30−29
i.e., for p= = =0.25
h 4

The difference table is given below:

2 3 4
x p yp Δ yp Δ yp Δ yp Δ yp

2 18.470
-2
1 8

-
0.6564

2 17.814 -
-1
5 4 0.0510

- -
0.7074 0.7074

2 17.107 - -
0
9 0 0.0564 0.0022

- -
0.7638 0.0076

3 16.343 -
1
3 2 0.0640
 25

-
0.8278

3 15.515
2
7 4

Gauss's forward formula is

p( p+ 1) 2 +( p+1) p (p−1) 3
y p= y 0+ p Δ y 0 + Δ y−1 Δ y −1+(0.25)(−0.7638)+ (0.25)(−0.75) (−0.0564)¿+ (1.25
1.2 1.2.3 2
¿ ¿

Example:
Using Gauss backward difference formula, find y (8) from
the following table.

1 1 2 2
x 0 5
0 5 0 5

1 1 1 2 3
y 7
1 4 8 4 2

Solution:
Taking x 0=10 , h=5, we have to find y for x=8 , i.e., for
x−x 0 8−10
p= = =−0.4.
h 5

The difference table is as follows:

 26

2 3 4 5
x p yp Δ yp Δ yp Δ yp Δ yp Δ yp

0 2 7

5 1 11 -1

3 2

10 0 14 1 -1

4 1 0

15 1 18 2 -1

6 0

20 2 24 2

25 3 32

Gauss backward formula is

( p+1) p 2 ( p+1) p( p−1) 3
y p= y 0+ p Δ y−1 + Δ y−1 + Δ y−2
2! 3!
+( p+2) p( p+ 1) p( p−1) 4
Δ y −2 +⋯
4!
(−0.4 +1)(−0.4) (−0.4+1)(−0.4 )(−0.4−1)
y (8)=14+(−0.4)(3)+ (1)+
2! 3!
+(−0.4 +2)(−0.4+ 1)(−0.4)(−0.4−1)
(−1)
4!
¿ 14−1.2−0.12+0.112+ 0.034

Hence y (8 )=12.826
 27

EXAMPLE

Interpolate by means of Gauss's backward formula, the

population of a town for the year 1974, given that:

193 194 195 196 197 198

Year:
9 9 9 9 9 9

Population:
12 15 20 27 39 52
(in
thousands)

Solution:
Taking x 0=1969 , h=10, the population of the town is to be found
for
1974−1969
p= =0.5
10
 28
2 3 4 5
x p yp Δ yp Δ yp Δ yp Δ yp Δ yp

193 - 1
3 2 0 3 -10
9 3 2

194 - 1
9 2 5

195 - 2
2
9 1 0

7 3

196 2
0 5 -7
9 7

12 -4

197 3
1 1
9 9

13

198 5
Gauss 2
9 2
backward formula is
( p+1) p 2 ( p+1) p( p−1) 3
y p= y 0 + p Δ y−1 + Δ y−1 + Δ y−2
2! 3!
+( p+2)( p+1) p( p−1)(p−2) 5
¿ Δ y 3 +⋯ 27+3.5+1.875−0.1875+0.2743−0.1172 ¿=¿ 32.
5!
(1.5)(0.5) (1.5)(0.5)(−0.5)
y 0.5 =27 +(0.5)(7)+ (5)+
2 6
¿ ¿

EXAMPLE
 29

Using Everett's formula, evaluate f (30) if f (20)=2854 , f (28)=3162,

f (36)=7088 , f (44)=7984

Solution:
is
x−28
Taking the origin at x 0=28 , h=8, we have p= 8 . The central
table
2 3
x p y Δy Δ y Δ y

20 -1 2854

308

28 0 3162 3618

3926 -6648

36 1 7088 -3030

896

44 2 7984

30−28
At x=30 , p= 8 =0.25 and q=1− p=0.75

Everett's formula is

q ( q 2−12 ) 2 q ( q2−12 ) ( q 2−22 ) 4

y p=q y 0 +¿ Δ y −1+ Δ y −2+⋯
3! 5! 0.75 ( 0.75 −1 )
2

p ( p −1 ) 2
2 2
p ( p −1 ) ( p −2 ) 4
2 2 2 2 (0.75)+(3162)+ (3618)+ ⋯¿+ 0.25+(
+ p y 1+ Δ y 0+ Δ y−2+ ⋯ 6
3! 5!
¿

Hence f (30)=3884.4

 Interpolation with Unequal Intervals

 30

The various interpolation formulae derived so far possess

the disadvantage of being applicable only to equally spaced
values of the argument. It is, therefore, desirable to develop
interpolation formulae for unequally spaced values of x .
Now we shall study two such formulae:

(i) Lagrange's interpolation formula

(ii) Newton's general interpolation formula with divided

differences.

 Lagrange's Interpolation Formula

If y=f (x ) takes the value y 0 , y 1 , … … , y n corresponding to

x=x 0 , x 1 ,⋯ , x n 2

( x−x 1 )( x−x 2) ⋯ ( x−x n ) + ( x−x 0 ) ( x−x 2 ) ⋯ ( x−x n )

f (x)= y0 y1
( x 0−x 1 ) ( x 0−x 2 ) ⋯ ( x0 −x n ) ( x 1−x 0 ) ( x 1−x 2) ⋯ ( x 1−x n )
¿ ¿

This is known as Lagrange's interpolation formula for

unequal inter-

Proof: Let y=f (x ) be a function which takes the values

( x 0 , y 0 ) , ( x 1 , y1 ) , ⋯ , ( x n , y n ). Since there are n+1 pairs of values of x
and y , we can represent f (x) by a polynomial in x of degree n.
Let this polynomial be of the form
y=¿ f (x)=a0 ( x−x 1 )( x −x2 ) … ( x−x n ) + a1 ( x −x 0) ( x−x 2 ) ⋯ ( x−x n )
+ a2 ( x−x 0 ) ( x−x 1 ) ( x−x 3 ) ⋯ ( x −x n) + ⋯+ an ( x−x 0 ) ( x−x 1 ) ⋯ ( x−x n−1 )

Putting x=x 0 , y= y 0, in (2), we get

y 0=a0 ( x 0−x 1 ) ( x−x 2 ) ⋯ ( x−x n )
a 0= y 0 / [ ( x−x 1 ) ( x−x 2 ) ⋯ ( x −xn ) ]

Similarly putting x=x 1 , y = y 1 in (2), we have

a 1= y 1 / [ ( x 1−x 0 )( x1−x 2 ) ⋯ ( x 1−x n ) ]
 31

Proceeding the same way, we find a 2 , a3 … … a n.

Substituting the values of a 0 , a 1 , ⋯ , an in (2), we get (1)

NOTE Obs. Lagrange's interpolation formula (1) for n points

is a polynomial of degree (n−1) which is known as the
Lagrangian polynomial and is very simple to implement on a
computer. This formula can also be used to split the given
function into partial fractions.

For on dividing both sides of (1) by ( x−x 0 ) ( x−x 1 ) ⋯ ( x −x n) , we get

f (x ) y0 1
=¿ ⋅
( x−x 0 ) ( x−x 1 ) ⋯ ( x−x n ) ( x 0−x 1 )( x 0−x 2) ⋯ ( x 0−x n ) ( x−x 0 )
+ y1 1
⋅ +⋯
( x 1−x 0 ) ( x 1−x 2 ) ⋯ ( x 1−x n ) ( x−x 1 )
+ yn 1
⋅
( x n− x0 ) ( x n−x 1 ) ⋯ ( x n−x n−1) ( x−x n )

Example
Find the polynomial f (x) by using Lagrange's formula and
hence find f (3) for

x: 0 1 2 5

1 14
f (x): 2 3
2 7

Solution:

Here x 0=0 , x 1=1 , x 2=2 , x 3=5

 32

and y 0=2, y 1=3 , y 2=12 , y 3=147.

Lagrange's formula is

( x−x 1) ( x−x 2 ) ( x−x 3 ) ( x−x 0 ) ( x−x 2 )( x−x3 )

y=¿ y0 + y1
( x 0−x 1 ) ( x 0−x 2 )( x 0−x 3 ) ( x 1−x 0 )( x 1−x 2 ) ( x 1−x 3 ) ( x−1)(x −2)( x −5) (x−0)( x−2)(x−5)
+ ( x−x 0 ) ( x−x 1 ) ( x−x 3 ) ( x −x 0) ( x−x 1 ) ( x−x 2 ) (2)+ (3)
y 2+ y 3 (0−1)(0−2)(0−5) (1−0)(1−2)(1−5)
( x 2−x 0 ) ( x 2−x 1) ( x 2−x 3 ) ( x 3−x 0 ) ( x 3−x 1 )( x 3 −x2 )
¿

Hence f (x)=x3 + x 2−x +2

∴ f (3)=27+9−3+2=35

 Divided Differences

The Lagrange's formula has the drawback that if another

interpolation value were inserted, then the interpolation
coefficients are required to be recalculated. This labor of
recomputing the interpolation coefficients is saved by using
Newton's general interpolation formula which employs what
are called "divided differences." Before deriving this
formula, we shall first define these differences.

If ( x 0 , y 0 ) , ( x 1 , y1 ) , ( x 2 , y 2 ) , ⋯ be given points, then the first divided

difference for the arguments x 0 , x 1 is defined by the relation
y 1− y 0
[ x 0 , x 1 ] or Δ x y 0=
1
x 1−x 0
 33

y −y y −y
Similarly [ x 1 , x 2 ] or Δ x y 0= x −x and [ x 2 , x 3 ] or Δ y3 = x −x
2 1 3 2
2
2 1 3 2

The second divided difference for x 0 , x 1 , x 2 is defined as

[ x 1 , x 2 ]− [ x 0 , x 1 ]
[ x 0 , x 1 , x 2 ] or 2
Δx , x =
1 2
x 2−x 0

The third divided difference for x 0 , x 1 , x 2 , x 3 is defined as

[ x 1 , x 2 , x 3 ]− [ x 0 , x 1 , x 2 ]
[ x0 , x1 , x2 , x3 ] or Δ
x 1, x 2 , x 3
3
0 y0=
x 2−x 0

 Properties of Divided Differences

I. The divided differences are symmetrical in their

arguments, i.e,, independent of the order of the arguments.
For it is easy to write
y0 y1
[ x0 , x1] ¿ +
x 0−x 1 x 1−x 0
= [ x1 , x0 ] , [ x0 , x1 , x2 ]

¿ ¿ [ x 1 , x 2 , x 0 ] or [ x 2 , x 0 , x1 ] and so on

II. The nth divided differences of a polynomial of the nth

degree are constant.

Let the arguments be equally spaced so that

x 1−x 0=x 2−x 1=⋯=x n −x n−1 =h . Then

y 1− y 0 Δ y 0
[ x0 , x1] ¿
x 1−x 0
=
h

[ x0 , x1 , x2 ] ¿
[ x 1 , x 2 ]−[ x 0−x 1 ] 1 Δ y 1 Δ y 0
x 2−x 0
=
2h h
−
h { }
¿ ¿

If the tabulated function is a nth degree polynomial, then

Δ y 0 will be constant. Hence the nth divided differences will
n

also be constant

III. The divided difference operator Δ is linear

 34

i.e.,
Δ { a u x +b v x } =a Δ u x + b Δ v x

( a u x +b v x ) −( a u x + b v x )
We have Δ ( a u x + b v x ) = 1 1 0 0

x1
0 0
x1 −x 0

¿a
{ u x −u x
1

x 1−x 0
+b 0

x 1−x 0} {
v x −v x 1 0

}
¿ a Δ u x +b Δ v x 0 0
x1 x0

In general Δ ( a u x +b v x ) =a Δ u x + b Δ v x This property is also true for

higher order differences.

 Newton's Divided Difference Formula

Let y 0 , y 1 , ⋯ , y n be the values of y=f (x ) corresponding to the

arguments x 0 , x 1 ,⋯ , x n. Then from the definition of divided
differences, we have
y− y
[ x , x 0 ]= x−x 0
0

So that
y= y 0+ ( x−x 0 ) [ x , x 0 ]

[ x , x 0 ]− [ x 0 , x 1 ]
Again [ x , x 0 , x1 ]=
x−x 1

which gives [ x , x 0 ]= [ x 0 , x1 ]+ ( x− x1 ) [ x , x 0 , x 1 ]

Substituting this value of [ x , x 0 ] in (1), we get

y= y 0+ ( x−x 0 ) [ x 0 , x 1 ] + ( x −x0 ) ( x−x 1 ) [ x , x 0 , x 1 ]

[ x . x 0 , x1 ]− [ x . x 0 , x 2 ]
Also [ x , x 0 , x1 , x2 ] =
x−x 2
 35

which gives [ x , x 0 , x1 ]= [ x 0 , x 1 , x 2 ]+ ( x−x 2) [ x , x 0 , x1 , x 2 ]

Substituting this value of [ x , x 0 , x1 ] in (2), we obtain

y= y 0 + ( x−x 0 ) [ x 0 , x 1 ] + ( x−x 0 ) ( x−x 1 ) [ x 0 , x1 , x 2 ]
¿ ¿

Proceeding in this manner, we get

y= y 0 + ( x−x 0 ) [ x 0 , x 1 ] + ( x−x 0 ) ( x−x 1 ) [ x 0 , x1 , x 2 ]
¿ + ( x−x 0 ) ( x−x 1 )( x−x 2) [ x , x 0 , x 1 , x 2 ]+⋯

which is called Newton's general interpolation formula with

divided differences.

 Relation between Divided and Forward Differences

If ( x 0 , y 0 ) , ( x 1 , y1 ) , ( x 2 , y 2 ) , ⋯ be the given points, then

Also
y −y
[ x 0 , x 1 ]= x 1−x 0
1 0

If x 0 , x 1 , x 2 ,⋯ are equispaced, then x 1−x 0=h , so that

Δ y0
[ x 0 , x 1 ]= h

Δy
Similarly [ x 1 , x 2 ]= 1
h

[ x 1 , x 2 ] −[ x 0 , x 1 ]
Now [ x 0 , x 1 , x 2 ]=
x 2−x 0

Δ y 1 /h− Δ y 0 /h
¿
2h
[ ∵ x 2−x 0=2 h ]
Δ y 1− Δ y 0
¿ 2
¿
2h
 36

2
Δ y0
Thus [ x 0 , x 1 , x 2 ]= 2
2!h
2
Δ y1
Similarly [ x 0 , x 1 , x 2 ]= 2
2!h
2 2 2 2 2 2
Δ y 1 /2 h −Δ y 0 /2 h Δ y 1− Δ y 0
∴ [ x 0 , x 1 , x 2 , x 3 ]= = [ ∵ x3 −x 0=3 h ]
x 3−x 0 2
2 h (3)
3
Δ y0
Thus [ x 0 , x 1 , x 2 , x 3 ]= 3
3!h
n
Δ y0
In general, [ x 0 , x 1 ,⋯ x n ]= n
n!h

This is the relation between divided and forward

differences.

Example : Given the values evaluate f (9), using Newton's

divided difference formula

x: 5 7 11 13 17

15 39 14 23 52
f (x):
0 2 52 66 02

Solution:
The divided differences table is

x y Δy 2
Δ y
3
Δ y

392−150
5 150 7−5
=121
 37

265−121
7 392 11−5
=24

1 145 1452−392
=265
32−24
=1
1 2 11−7 13−5

1 236 2366−1452
=457
457−265
=32
3 6 13−11 13−7

5202−2366 709−457
=709 =42
17−13 17−11

1 520
7 2

Taking x=9 in the Newton's divided difference formula,

we obtain
f (9) ¿ 150+(9−5)×121+(9−5)( 9−7) ×24 +( 9−5)(9−7)(9−11)× 1
¿ ¿

Example:
Using Newton's divided differences formula, evaluate f (8)
and f (15) given:

x: 4 5 7 10 11 13

4 10 29 90 121 202
y=f (x ):
8 0 4 0 0 8
 38

Solution:
The divided differences table is
2 3 4
x f (x) Δy Δ y Δ y Δ y

4 48 0

5 100 15

97 1

7 294 21 0

202 1

10 900 27 0

310 1

11 1210 33

13 409

Taking x=8 in the Newton's divided difference formula, we

obtain
f (8) ¿ 48+(8−4)52+(8−4)(8−5)15+(8−4 )(8−5)(8−7)1
¿ ¿

Similarly f (15)=3150.

Example:
Using Newton's divided difference formula, find the missing
value from the table:

x: 1 2 4 5 6

y: 14 15 5 … 9
 39

Solution:
The divided difference table is

2 3
x y Δy Δ y Δ y

1
1
4

15−14
=1
2−1

1 −5−1
2 =−2
5 4−1

5−15 7/4 +2 3
=−5 =
4−2 6−1 4

2 3
x y Δy Δ y Δ y

2+5 7
4 5 =
6−2 4

9−6
=2
6−4

6 9
 40

Newton's divided difference formula is

y=¿ y 0+ ( x−x 0 ) [ x 0 , x 1 ] + ( x −x0 ) ( x−x 1 ) [ x 0 , x 1 , x 2 ]
3
+ ( x−x 0 ) ( x−x 1 )( x −x2 ) [ x 0 , x 1 , x 2 , x 3 ] +⋯ 14 +(x −1)(1)+(x −1)(x−2)(−2)+(x −1)(x−2)( x−4) ¿
4
¿

Putting x=5, we get

3
y (5)=14 +4 +(4)(3)(−2)+(4)(3)(1) =3
4

Hence missing value is 3

 Hermite's Interpolation Formula

This formula is similar to the Lagrange's interpolation

formula. In Lagrange's method, the interpolating
polynomial P(x ) agrees with y (x ) at the points x 0 , x 1 , … … , x n,
whereas in

Hermite's method P(x ) and y (x ) as well as P' ( x) and y ' ( x)

coincide at the (n+1) points, i.e.,
' '
P ( x i )= y ( x i ) and P ( x i )= y ( x i ) ; i=0 ,1 , … … , n

As there are 2(n+ 1) conditions in (1),(2 n+2) coefficients are to

be determined.
 41

Therefore P(x ) is a polynomial of degree (2 n+1).

We assume that P(x ) is expressible in the form

n n
p(x )=∑ ❑U i (x ) y ( x i ) + ∑ ❑ V i (x) y ' ( x i )
i=0 i=0

where U i (x ) and V i (x ) are polynomials in x of degree (2 n+1).

These are to be determined. Using the conditions (1), we
get

Example:
Using Lagrange's formula, express the function
2
3 x + x+1
as
( x−1)(x−2)(x−3)
um of partial fractions.

Solution:
Let us evaluate y=3 x 2 + x+ 1 for x=1 , x=2 and x=3

These values are

x: x 0=1 x 1=2 x 2=3

y: y 0=5 y 1=15 y 2=31

Lagrange's formula is

( x−x 1 ) ( x−x 2 ) ( x−x 0 ) ( x−x 2) ( x−x 0 ) ( x−x 1 )

y= y0 + y 1+ y2
( x 0−x 1 ) ( x 0−x 2 ) ( x 1−x 0 ) ( x1 −x2 ) ( x 2−x 0 ) ( x 2−x 1 )

Substituting the above values, we get

( x−2)( x−3) (x−1)(x−3) (x −1)(x−2)
y= (5)+ (15)+ (31)
(1−2)(1−3) (2−1)(2−3) (3−1)(3−2)
¿ 2.5 (x−2)(x−3)−15(x−1)(x−3)+15.5(x −1)(x−2)
¿

Thus
 42

2
3 x + x+1 15.5(x−1)(x−2)
¿
( x−1)(x−2)(x−3) (x−1)(x−2)( x−3)
¿ ¿

Example:
Find the missing term in the following table using
interpolation:

x: 0 1 2 3 4

8
y: 1 3 9 …
1

Solution:

Since the given data is unevenly spaced, therefore we use

Lagrange's interpolation formula:

( x−x 1) ( x− x2 ) ( x−x 3 ) ( x−x 0 ) ( x−x 2 )( x−x 3)

y ¿ y0 + y1
( x 0−x 1 ) ( x 0−x 2 ) ( x 0−x 3 ) ( x 1−x 0 )( x 1−x 2 ) ( x 1−x 3 )
¿ ¿

Here we have x 0=0 x 1=1 x 2=2 x 3=4

y 0=1 y 1=3 y 2=9 y 3 =81
(x−1)(x−2)(x−4) (x−0)( x−2)(x −4)
∴ y= (1)+ (3)
(0−1)(0−2)(0−4) (1−0)(1−2)(1−4)
+(x−0)(x−1)(x−4 ) ( x−0)(x−1)(x−2)
(9)+ (81)
(2−0)(2−1)(2−4) (4−0)(4−1)(4−2)

When x=3, then

(3−1)(3−2)(3−4) 3 (3−1)(3−4)(9) 3(3−1)(3−2) 1 27 81
∴ y= +¿ 3(3−2)(3−4)+ +¿+ (81)= −3+ + =31
−8 −4 24 4 2 24

Hence the missing term for x=3 is y=31 .

 43

Example:
Find the distance moved by a particle and its acceleration
at the end of 4 seconds, if the time verses velocity data is as
follows:

t: 0 1 3 4

2 1 1 1
v:
1 5 2 0

Solution:

Since the values of t are not equispaced, we use Lagrange's

formula:
 44

( t−t 1 ) ( t−t 2 ) ( t−t 3 ) ( t−t 0 ) ( t−t2 ) ( t−t 3 )

v= v0 + v1
( t0 −t1 ) ( t 0−t 2 ) ( t0 −t3 ) ( t 1−t0 ) ( t 1−t 2 )( t1−t 3 )
+ ( t−t 0 ) ( t−t 1) ( t−t 3 ) ( t−t 0 )( t−t1 ) ( t−t 3)
v2 + v3
( t 1−t 0 )( t1−t 2 ) ( t1 −t3 ) ( t1−t 0 ) ( t 1−t 2) ( t 1−t 3 )
(t−1)(t−3)(t−4) t(t−3)(t−4)
i.e. , v= (21)+
(−1)(−2)(−4) (1)(−2)(−3)
+t(t−1)(t−4) t(t−1)(t−3)
(12)+ (10)
(3)(2)(−1) ( 4)(3)(1)
1
i.e., v= (−5 t + 38t −105 +252 )
3 2 t
12

[ ]
4 4
ds
∴ Distance moved s=∫ ❑ vdt=∫ ❑ (−5 t + 38 t −105 +252 ) ∵ v =
3 2 t

0 0 dt

( )
4 3 2 4
1 −5 t 38 t 105 t
¿ + − +252 t
12 4 3 2 0

1
12
¿
−320+
3(
2432
−840+1008 =54.9 )
dv 1
Also acceleration = = (−15 t 2+76 t−105+ 0)
dt 2

1
Hence acceleration at (t=4)= 2 (−15±+76 (4 )−105)=−3.4