Scribd
Upload
20 views16 pages

Newton Forward Backward Interpolation

Uploaded by

molgoaner
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
20 views16 pages

Newton Forward Backward Interpolation

Uploaded by

molgoaner
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
You are on page 1/ 16

Newton’s

Forward and
Backward
Interpolation

ENGINEERING MATHEMATICS III


WHAT IS
INTERPOLATION?

Given (x0,y0), (x1,y1), …, (xn,yn), finding the value of ‘y’ at a


value of ‘x’ in (x0, xn) is called interpolation.
INTERPOLANTS
Polynomials are the most common choice of
interpolants because they are easy to:

Evaluate,
Differentiate, and
Integrate.
NEWTONS DIVIDED
DIFFERENCE

What is divided difference?


f[x1] – f[x0]
f[x0,x1] =
x1 – x0

f[x1,x2] – f[x0,x1]
f[x0,x1,x2] =
x2 – x1

f[x1,x 2 - xk ] - f[x 0 ,...,xk-1]


f[x0, x1, …, xk-1, xk] = xk - x 0
for k = 3, 4, ….. n.
These Ist, IInd... and kth order differences are denoted
by f, 2f, …, kf.
INTERPOLATION USING
DIVIDED DIFFERENCE
The divided difference interpolation polynomial is:

P(x) = f(x0) + (x – x0) f [x0, x1] + L + (x – x0) L


(x – xn-1) f[x0, x1, …, xn]

ENGINEERING MATHEMATICS III


Example
For the data
x: –1 0 2 5
f(x) : 7 10 22 235
Find the divided difference polynomial and estimate f(1).

ENGINEERING MATHEMATICS III


Solution
X f f  2f  3f
-1 7
3
0 10 1
6 2
2 22 13
71
5 235

P(x) = f(x0) + (x – x0) f[x0, x1] + (x – x0) ( x – x1) f [x0, x1, x2] +
(x – x0) (x – x1) (x – x2) f [x0, x1, x2, x3]

= 7 + (x +1)  3 + (x +1) (x – 0)  1 + (x +1) (x –0) (x – 2)  2

= 2x3 – x2 + 10

P (1) = 11

ENGINEERING MATHEMATICS III


NEWTON FORWARD
INTERPOLATION
For convenience we put p = x - x 0 and f0 = y0. Then we have
h

p(p – 1) 2 p(p - 1)(p - 2) 3


P(x 0 + ph) = y o + pDy 0 + D y0 + D y0 + +
2! 3!

p(p - 1)(p - 2) L (p - n + 1) n
D y0
n!
Example

Estimate f (3.17)from the data using Newton Forward Interpolation.

x: 3.1 3.2 3.3 3.4 3.5


f(x): 0 0.6 1.0 1.2 1.3

ENGINEERING MATHEMATICS III


Solution
First let us form the difference table

x y y 2y 3y 4y


3.1 0
0.6
3.2 0.6 - 0.2
0.4 0
3.3 1.0 - 0.2 0.1
0.2 0.1
3.4 1.2 -0.1
0.1
3.5 1.3
Here x0 = 3.1, x = 3.17, h = 0.1.

ENGINEERING MATHEMATICS III


Solution
x  x0 0.07
P= h = 0 .1 = 0.7
Newton forward formula is:

2y0+
p(p  1)(p  2)
3y0+
p(p  1)(p  2)(p  3)
4y0
p( p  1)
P(x) = y0 + py0+ 2! 3! 4!

0.7(0.7  1) 0.7(0.7  1)(0.7  2) 0.7(0.7  1)(0.7  2)(0.7  3)


P(3.17)=0+0.70.6+ 2
(-0.2)+ 6
0+ 24
 0.1

= 0.4384
Thus f(3.17) = 0.4384.

ENGINEERING MATHEMATICS III


NEWTON BACKWARD
INTERPOLATION FORMULA
x  xn
Taking p = , we get the interpolation formula as:
h

p(p  1) 2 p(p  1)(p  2) 3


P(xn+ph) = y0 + pyn +  yn +  yn +L +
2! 3!
p (p  1) (p  2)  (p  n  1) n
 yn
n!

ENGINEERING MATHEMATICS III


Example
Estimate f(42) from the following data using newton
backward interpolation.

x: 20 25 30 35 40 45
f(x): 354 332 291 260 231 204

ENGINEERING MATHEMATICS III


Solution
The difference table is:
x f f 2f 3f 4f 5f Here xn = 45, h = 5, x = 42
20 354
- 22 and p = - 0.6
25 332 - 19
- 41 29
30 291 10 -37
- 31 -8 45
35 260 2 8
- 29 0
40 231 2
- 27
45 204

ENGINEERING MATHEMATICS III


Solution
Newton backward formula is:

p(p + 1) 2 p(p + 1)(p + 2) 3 p(p + 1)(p + 2)(p + 3) 4


P(x) = yn+pyn+  yn+  y n+  yn +
2! 3! 4!
p(p + 1)(p + 2)(p + 3)(p + 4) 5
 yn
5!

(-0.6)(0.4) (-0.6)(0.40(1.4) (-0.6)(0.4)(1.4)(2.4)


P(42)=204+(-0.6)(-27)+ 2+ 0+ 8+
2 6 24
(-0.6)(0.4)(1.4)(2.4)(3.4)
 45 = 219.1430
120

Thus, f(42) = 219.143

ENGINEERING MATHEMATICS III


INTERPOLATION USING CENTRAL
DIFFERENCES
Suppose the values of the function f (x) are known at the points a -3h, a –
2h, a – h, a, a +h, a + 2h, a + 3h, ... etc. Let these values be y-3, y-2, y-1,
y0, y1, y2, y3 ..., and so on. Then we can form the central difference table as:

x f(x) f 2f 3f 4f 5f 6f


a-3h y-3
y-3
a-2h y-2 2y-3
y-2 3y-3
a-h y-1 2y-2 4y-3
y-1 3y-2 5y-3
a y0 2y-1 4y-2 6y-3
y0 3y-1 5y-2
a+h y1 2y0 4y-1
y1 3y0
a+2h y2 2y1
y2
a+3h y3

We can relate the central difference operator  with  and E using the operator
relation  = E½.

You might also like