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Group 02

The document is a submission for a Numerical Analysis course, detailing various topics such as the purpose of numerical analysis, operators in finite differences, interpolation methods, numerical integration, and solutions to algebraic equations. It includes a structured outline of topics covered, along with solved problems and proofs related to numerical methods. The submission is made by a group of students and is due on October 30, 2024.
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0% found this document useful (0 votes)
29 views79 pages

Group 02

The document is a submission for a Numerical Analysis course, detailing various topics such as the purpose of numerical analysis, operators in finite differences, interpolation methods, numerical integration, and solutions to algebraic equations. It includes a structured outline of topics covered, along with solved problems and proofs related to numerical methods. The submission is made by a group of students and is due on October 30, 2024.
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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Numerical

Analysis Section: A
Group No: 2
Course No: Math-3209
Submitted To: Course Title: Numerical Analysis
Prof. Dr. Munnujahan Ara
Professor
Mathematics Discipline
Khulna University

Submitted By:
Student Name Student ID

Tazin Mollick 191259


Al-Amin Hossain 201219
Nusrat Yesmin Kona 211203
Anik Chandra Paul 211208
Ayasha Akter 211211
Israt Jahan 211214
Md. Mehedi Hasan 211225
Sinthia Afrin 211241
Md. Rakib Molla 211247
Jeba Tasnia 211251

Submission Date: 30.10.2024


Topics No. Topics Name Page
Number

01 What is Numerical Analysis? 01


What is the purpose of the numerical analysis?

02 The Calculus of finite differences: 01-06


The Operator E
The Operator ∆
The Operator 𝛁
Relations between the operators
03 Interpolation with Equal Interval: 06-16
The Difference Table
Newton Forward Interpolation
Solved problems of Newton Forward Interpolation
Formula
Newton Backward Interpolation
Solved problems of Newton Backward Interpolation Formula
04 Interpolation with Unequal Interval: 17-28
Newton’s divided difference
Solved problems of Newton’s divided difference
Lagrange Interpolation
Solved problems of Lagrange Interpolation
05 Central Difference Interpolation Formula: 28-48
Gauss forward formula
Solved problems of Gauss forward formula
Gauss backward formula
Solved problems of Gauss backward formula
Stirling’s formula
Solved problems of Stirling’s formula
Bessel’s formula
Solved problems of Bessel’s formula
06 Numerical Integration: 48-67
Trapezoidal rule & Solved problems
Simpson’s 1/3 rule & Solved problems
Simpson’s 3/8 rule & Solved problems
Romberg Integration & & Solved problems

07 Solution of Algebraic Transcendental Equations: 67-77


Bisection method
Solved problems of Bisection method
Newton Rapson method
Solved problems of Newton Rapson method
Page |1

What is Numerical Analysis?


Numerical analysis involves the exploration of techniques for obtaining approximate
solutions to various mathematical problems, rather than seeking precise answers. This
discipline plays a vital role in engineering and physical sciences, and its influence has grown
to encompass fields such as biological sciences, humanities, healthcare, commerce, and the
arts in the modern era. The adaptability of numerical methods makes them essential tools
across diverse domains.

What is the purpose of the numerical analysis?


The purpose of numerical analysis is to develop and analyze algorithms for obtaining
approximate solutions to complex mathematical problems where exact solutions are
impractical. It aims to solve real-world issues across various fields, understand and quantify
errors in approximations, and create efficient algorithms for large datasets. Additionally,
numerical analysis facilitates optimization, simulation, and interdisciplinary applications,
serving as a vital link between theoretical mathematics and practical problem-solving.

The Operator 𝑬:

Let 𝑦 = 𝑓(𝑥) be any function of 𝑥. By operating E on 𝑓(𝑥) we mean to simply give


an increment to the value of 𝑥 in the function 𝑓(𝑥). If this increment be denoted by
ℎ, then the operation of E on 𝑓(𝑥) means that put 𝑥 + ℎ in the function 𝑓(𝑥)
wherever there ix 𝑥 i.e.,𝐸𝑓(𝑥) = 𝑓(𝑥 + ℎ)

Here, 𝐸𝑓(𝑥) does not imply the multiplication of 𝐸 and 𝑓 (𝑥) but it implies that 𝐸 is
operated on 𝑓(𝑥). The operator 𝑬 is known as the shift operator.

The Operator 𝚫:

Let 𝑦 = 𝑓(𝑥) be a function of 𝑥. Let the consecutive values of x be 𝑎, 𝑎 + ℎ, 𝑎 +


2ℎ, … … , 𝑎 + 𝑛ℎ differing by ℎ. Then the corresponding values of 𝑦 are
𝑓(𝑎), 𝑓(𝑎 + ℎ), 𝑓(𝑎 + 2ℎ), … … , 𝑓(𝑎 + 𝑛ℎ).
Page |2

The independent variable x is known as argument and the dependent variable y is


known as entry.
The difference 𝑓 (𝑎 + ℎ) − 𝑓(𝑎) is called the first forward difference of the function
𝑓(𝑥) at the point 𝑥 = 𝑎 and we denote it by ∆𝑓(𝑎) i.e.,
∆𝑓 (𝑎) = 𝑓 (𝑎 + ℎ) − 𝑓(𝑎)
Again the difference 𝑓 (𝑎 + 2ℎ) − 𝑓(𝑎 + ℎ) is called the first forward difference of
the function 𝑓(𝑥) at the point 𝑥 = 𝑎 + ℎ and we denote it by ∆𝑓(𝑎 + ℎ) i.e.,
∆𝑓(𝑎 + ℎ) = 𝑓 (𝑎 + 2ℎ) − 𝑓(𝑎 + ℎ)
Continuing in a similar manner, we ultimately have,
∆𝑓(𝑎 + ̅̅̅̅̅̅̅̅ ̅̅̅̅̅̅̅
𝑛 − 1 ℎ) = 𝑓(𝑎 + 𝑛ℎ) − 𝑓(𝑎 + 𝑛 − 1 ℎ)
The operator ∆ is called the forward operator.

The Operator 𝛁:

Let, 𝑦 = 𝑓(𝑥) be a function of 𝑥. Let the consecutive values of x be 𝑎, 𝑎 + ℎ, 𝑎 +


2ℎ, … … , 𝑎 + 𝑛ℎ differing by ℎ. Then the corresponding values of 𝑦 are
𝑓(𝑎), 𝑓(𝑎 + ℎ), 𝑓(𝑎 + 2ℎ), … … , 𝑓(𝑎 + 𝑛ℎ).
The independent variable x is known as argument and the dependent variable y is
known as entry.
The difference 𝑓 (𝑎 + ℎ) − 𝑓(𝑎) is called the first backward difference of the function
𝑓(𝑥) at the point 𝑥 = 𝑎 + ℎ and we denote it by ∇𝑓(𝑎 + ℎ) i.e.,
∇𝑓 (𝑎) = 𝑓 (𝑎 + ℎ) − 𝑓(𝑎)
Again, the difference 𝑓 (𝑎 + 2ℎ) − 𝑓(𝑎 + ℎ) is called the first backward difference of
the function 𝑓(𝑥) at the point 𝑥 = 𝑎 + 2ℎ and we denote it by ∇𝑓(𝑎 + 2ℎ) i.e.,
∇𝑓(𝑎 + 2ℎ) = 𝑓 (𝑎 + 2ℎ) − 𝑓(𝑎 + ℎ)
Continuing in a similar manner, we ultimately have,
̅̅̅̅̅̅̅
∇𝑓(𝑎 + 𝑛ℎ) = 𝑓(𝑎 + 𝑛ℎ) − 𝑓(𝑎 + 𝑛 − 1 ℎ)

The operator 𝛁 is called the backward operator.


Page |3

Relations between the operators:


Question 01: Prove that: ∆ ∙ ∇= ∆ − ∇
Solution:
We have to prove that, ∆. ∇= ∆ − ∇
We know,
∆𝑓(𝑥) = 𝑓(𝑥 + ℎ) − 𝑓 (𝑥)
∇𝑓(𝑥) = 𝑓(𝑥) − 𝑓(𝑥 + ℎ)
Now,
∆ ∙ ∇𝑓(𝑥) = ∆[𝑓(𝑥) − 𝑓 (𝑥 − ℎ)]
= ∆𝑓(𝑥) − ∆𝑓(𝑥 − ℎ)
= ∆𝑓(𝑥) − ∆{𝑓 (𝑥) − 𝑓 (𝑥 − ℎ)}
= ∆𝑓(𝑥) − ∇𝑓(𝑥 − ℎ)
∴ (∆. ∇)𝑓(𝑥) = ∆𝑓(𝑥) − ∇𝑓(𝑥)
(∆. ∇)𝑓 (𝑥) = (∆ − ∇)𝑓(𝑥)
∆ ∙ ∇= ∆ − ∇
[Proved]

Question 02: Show that, ∆ = 𝐸 − 1


Solution:
We have to show that, ∆ = 𝐸 − 1
Here,
𝐸𝑓 (𝑥) = 𝑓(𝑥 + ℎ)
Or, ∆𝑓 (𝑥) = 𝑓 (𝑥 + 1) − 𝑓(𝑥)
Or, ∆𝑓 (𝑥) = 𝐸𝑓 (𝑥) − 𝑓(𝑥)
Or, ∆𝑓 (𝑥) = 𝐸𝑓 (𝑥) − 𝑓(𝑥)
∴ ∆=𝐸−1
[Proved]
Question 03: If h is very small then prove that, ∆𝑛+1 𝑓(𝑥0 ) = ℎ𝑛+1 𝑓 𝑛+1 (𝑥0 )
Solution:
Page |4

We know,
f ( x0  h)  f ( x0 )
lim  f '( x0 )
h 0 h
f ( x0 )
 lim  f '( x0 )
h 0 h
Hence, f ( x0 )  hf '( x0 )

Also,
f '( x0  h)  f '( x0 )
lim  f ''( x0 )
h 0 h
f ( x0  h) f ( x0 )

 lim h h  f ''( x )
0
h 0 h
f ( x0  h)  f ( x0 )
 lim  f ''( x0 )
h 0 h2
 2 f ( x0 )
 lim  f ''( x0 )
h 0 h2
So,  2 f ( x0 )  h 2 f ''( x0 )

… … … … … … … … … … … … … … … ….
… … … … … … … … … … … … … … … ….
Similarly,  n 1 f ( x0 )  h n 1 f n 1 ( x0 )

[Proved]

Question 04: Prove that: ∆k f(x) = ∑k0(1)i (k1)f{x − (k − i)h}

Solution:
Proof: From shifting operator we know that,
𝐸 = 1 + ∆ 𝑎𝑛𝑑 𝐸𝑓(𝑥) = 𝑓(𝑥 + ℎ)
Or, ∆ = 𝐸 − 1
So we get,
∆𝑓(𝑥) = (𝐸 − 1)𝑓(𝑥)
⇒ ∆𝑓(𝑥) = 𝐸𝑓(𝑥) − 𝑓 (𝑥)
Page |5

⇒ ∆𝑓(𝑥) = 𝐸𝑓(𝑥 + ℎ) − 𝑓(𝑥)


Also for ∆2 𝑓(𝑥) = ∆{∆𝑓(𝑥)}
= ∆{𝑓 (𝑥 + ℎ) − 𝑓(𝑥)}
= ∆𝑓(𝑥 + ℎ) − ∆𝑓(𝑥)
= (𝐸 − 1)𝑓 (𝑥 + ℎ) − (𝐸 − 1)𝑓(𝑥)
= 𝐸𝑓(𝑥 + ℎ) − 𝑓 (𝑥 + ℎ) − 𝐸𝑓 (𝑥) + 𝑓(𝑥)
= 𝑓(𝑥 + 2ℎ) − 𝑓(𝑥 + ℎ) − 𝑓(𝑥 + ℎ) + 𝑓(𝑥)
∆2 𝑓(𝑥) = 𝑓(𝑥 + 2ℎ) − 2𝑓(𝑥 + ℎ) + 𝑓(𝑥)
Similarly,
∆3 𝑓(𝑥) = (𝐸 − 1)3 𝑓(𝑥)
= (𝐸 3 − 3𝐸 2 + 3𝐸 − 1)𝑓(𝑥)
= 𝐸 3 𝑓(𝑥) − 3𝐸 2 𝑓(𝑥) + 3𝐸𝑓(𝑥) − 𝑓(𝑥)
= 𝑓(𝑥 + 3ℎ) − 3𝑓(𝑥 + 2ℎ) + 3𝑓(𝑥 + ℎ) − 𝑓(𝑥)
∆𝑘 𝑓(𝑥) = (𝐸 − 1)𝑘 𝑓 (𝑥)
= [𝐸 𝑘 − 𝑘𝐶1 𝐸 𝑘−1 + 𝑘𝐶2 𝐸 𝑘−2 − 𝑘𝐶3 𝐸 𝑘−3 … … + (−1)𝑘 ]𝑓(𝑥)

= 𝐸 𝑘 𝑓(𝑥) − 𝑘𝐶1 𝐸 𝑘−1 𝑓(𝑥) + 𝑘𝐶2 𝐸 𝑘−2 𝑓(𝑥) − 𝑘𝐶3 𝐸 𝑘−3 𝑓(𝑥) … … + (−1)𝑘 𝑓(𝑥)

= 𝑓(𝑥 + 𝑘ℎ) − 𝑘𝐶1 𝑓{𝑥 + (𝑘 − 1)ℎ} + 𝑘𝐶2 𝑓{𝑥 + (𝑘 − 2)ℎ} … … + (−1)𝑘 𝑓(𝑥)

Which is 𝑘𝑡ℎ order difference of a function 𝑓(𝑥)


𝑘

∆ 𝑓(𝑥) = ∑(−1)𝑖 𝑘𝐶𝑖 𝑓{(𝑥 + (𝑘 − 𝑖)ℎ)


𝑘

𝑖=0

[Proved]

Question 05: Show that the 1st difference polynomial of degree n is a polynomial of degree
(𝑛 − 1).
Solution:
Let us consider a polynomial of degree ‘n’,
𝑦 = 𝑓 (𝑥) = 𝑎𝑥 𝑛 + 𝑏𝑥 𝑛−1 + ⋯ … + 𝑘𝑥 + 𝑙 … … … . (1)
Page |6

Again let,
∆𝑥 = ℎ i.e., 𝑥0 + ℎ = 𝑥0 + ∆𝑥0 = 𝑥1
Now,
𝑦 + ∆𝑦 = 𝑓(𝑥 + ∆𝑥) = 𝑎(𝑥 + ℎ)𝑛 + 𝑏(𝑥 + ℎ)𝑛−1 + ⋯ … + 𝑘(𝑥 + ℎ) + 𝑙 … … … . (2)
Subtracting (1) from (2) we get,
∆𝑦 = 𝑦 + ∆𝑦 − 𝑦
= 𝑎[(𝑥 + ℎ)𝑛 − 𝑥 𝑛 ] + 𝑏[(𝑥 + ℎ)𝑛−1 − 𝑥 𝑛−1 ] + ⋯ … + 𝑘(𝑥 + ℎ − 𝑥) + 𝑙 − 𝑙
= 𝑎[𝑥 𝑛 + nC1 𝑥 𝑛−1 ℎ + ⋯ … . −𝑥 𝑛 ] + 𝑏[𝑥 𝑛−1 +n-1C1 𝑥 𝑛−2 ℎ + ⋯ … − 𝑥 𝑛−1 ] + ⋯ + 𝑘ℎ
= 𝑎 nC1 ℎ 𝑥 𝑛−1 + 𝑏 n-1C1 ℎ 𝑥 𝑛−2 + ⋯ … + 𝑘ℎ
Let, 𝑎 nC1 ℎ = 𝑎′ , 𝑏 n-1C1 ℎ = 𝑏′ , …….
∴ ∆𝑦 = 𝑎′ 𝑥 𝑛−1 + 𝑏′ 𝑥 𝑛−2 + ⋯ … + 𝑘ℎ
Hence, the 1𝑠𝑡 difference of a polynomial of degree n is a polynomial of degree (𝑛 − 1).
[Showed]

Interpolation with Equal Interval

The Difference Table:

Let 𝑦 = 𝑓(𝑥) is a function of x, x being given at an equal interval. Let the values of x be 𝑎,
𝑎 + ℎ, 𝑎 + 2ℎ and so on and the corresponding values of y be f(a), f(a + h), f(a + 2h)
and so on. Then the forward and backward differences can be calculated from the forward
difference table and backward difference table respectively.

Forward Difference Table:

Argument Entry First differences Second differences


𝑥 𝑦 = 𝑓(𝑥) ∆𝑓(𝑥) ∆2 𝑓(𝑥)
𝑎 𝑓 (𝑎)

𝑓(𝑎 + ℎ) − 𝑓(𝑎) = ∆𝑓(𝑎)

𝑎+ℎ 𝑓 (𝑎 + ℎ ) ∆𝑓(𝑎 + ℎ) − ∆𝑓 (𝑎) =


∆2 𝑓(𝑎)
𝑓(𝑎 + 2ℎ) − 𝑓(𝑎 + ℎ) =
∆𝑓(𝑎 + ℎ)
Page |7

𝑎 + 2ℎ 𝑓(𝑎 + 2ℎ) ∆𝑓(𝑎 + 2ℎ) −


∆𝑓(𝑎 + ℎ) = ∆2 𝑓(𝑎 +
ℎ)
𝑓(𝑎 + 3ℎ) − 𝑓(𝑎 + 2ℎ) =
∆𝑓(𝑎 + 2ℎ)
𝑎 + 3ℎ 𝑓(𝑎 + 3ℎ) ∆𝑓(𝑎 + 3ℎ) −
∆𝑓(𝑎 + 2ℎ) =
∆2 𝑓(𝑎 + 2ℎ)
𝑓(𝑎 + 4ℎ) − 𝑓(𝑎 + 3ℎ) =
∆𝑓(𝑎 + 3ℎ)
𝑎 + 4ℎ 𝑓(𝑎 + 4ℎ)

Similarly, we can calculate third and higher order differences from the table. Here we have
taken forward differences therefore this table is known as forward difference table.

Backward Difference Table:

Argument Entry First differences Second differences


𝑥 𝑦 = 𝑓(𝑥) 𝛻𝑓(𝑥) 𝛻 2 𝑓(𝑥)
𝑎 𝑓 (𝑎)

𝑓(𝑎 + ℎ) − 𝑓(𝑎) =
𝛻𝑓(𝑎 + ℎ)
𝑎+ℎ 𝑓 (𝑎 + ℎ ) 𝛻𝑓(𝑎 + 2ℎ) −
𝛻𝑓(𝑎 + ℎ) = 𝛻 2 𝑓(𝑎 +
2ℎ)
𝑓(𝑎 + 2ℎ) − 𝑓(𝑎 + ℎ) =
𝛻𝑓(𝑎 + 2ℎ)
𝑎 + 2ℎ 𝑓(𝑎 + 2ℎ) 𝛻𝑓(𝑎 + 3ℎ) −
𝛻𝑓(𝑎 + 2ℎ) =
𝛻 2 𝑓(𝑎 + 3ℎ)
𝑓(𝑎 + 3ℎ) − 𝑓(𝑎 + 2ℎ) =
𝛻𝑓(𝑎 + 3ℎ)
Page |8

𝑎 + 3ℎ 𝑓(𝑎 + 3ℎ) 𝛻𝑓(𝑎 + 4ℎ) −


𝛻𝑓(𝑎 + 3ℎ) =
𝛻 2 𝑓(𝑎 + 4ℎ)
𝑓(𝑎 + 4ℎ) − 𝑓(𝑎 + 3ℎ) =
𝛻𝑓(𝑎 + 4ℎ)
𝑎 + 4ℎ 𝑓(𝑎 + 4ℎ)

Similarly, we can calculate third and higher order differences from the table. Here we have
taken backward differences therefore this table is known as backward difference table.

Newton’s Forward Interpolation Formula


Theory:
Let the function 𝑦 = 𝑓(𝑥)who takes the values 𝑦0 , 𝑦1 , , 𝑦𝑛 corresponding to the values
𝑥0 , 𝑥1 , , 𝑥𝑛 of x.

X: 𝑥0 𝑥1 𝑥2 , … , xn
Y: 𝑦0 𝑦1 𝑦2 , … , 𝑦𝑛
Let these values of x are in equidistance, such that 𝑥𝑖 𝑥0 𝑖ℎ (𝑖 0,1, ). Assuming 𝑦(𝑥) to be a
polynomial of the nth degree in 𝑥 such that 𝑦(x0) =y0, y(x1) =y1, . .. , y(xn)= yn . Then we can
write,
𝑦(𝑥) =𝑎 0 + 𝑎1 (𝑥 − 𝑥0 ) + 𝑎2 (𝑥 − 𝑥0 ) (𝑥 − 𝑥1 ) + 𝑎3 (𝑥 − 𝑥0 ) (𝑥 − 𝑥1 ) (𝑥 − 𝑥2 ) + ⋯ +
𝑎𝑛 (𝑥 − 𝑥0 ) (𝑥 − 𝑥1 ) … (𝑥 − 𝑥𝑛−1 ) … … … … … … … … . . (1)
Putting 𝑥 = 𝑥0 , 𝑥1 , … , 𝑥𝑛 successively in (1), we get that
𝑦0 = 𝑎0 , 𝑦1 = 𝑎0 + 𝑎1 (𝑥1 − 𝑥0 ), 𝑦2 = 𝑎0 + 𝑎1 (𝑥2 − 𝑥0 ) + 𝑎2 (𝑥2 − 𝑥0 ) (𝑥2 − 𝑥1 )….. and
so on.
From these, we find that 𝑎0 = 𝑦, ∆𝑦0 = 𝑦1 − 𝑦0 = 𝑎1 (𝑥1 − 𝑥0 ) = 𝑎1 ℎ
𝑎1 = ∆𝑦0
Also, ∆𝑦1 = 𝑦2 − 𝑦1 = 𝑎1 (𝑥2 − 𝑥1 ) + 𝑎2 (𝑥2 − 𝑥0 ) (𝑥2 − 𝑥1 )
= 𝑎1 ℎ + 𝑎2 ℎ. ℎ = ∆𝑦0 + 2ℎ2 𝑎2
𝑎2 = (∆𝑦1 − ∆𝑦0 ) = ∆2 𝑦0
Similarly, 𝑎3 = ∆3 𝑦0 and so on.
Substituting these values in (1), we obtain
Page |9

𝑌(𝑥) = 𝑦0 + ∆𝑦0 (𝑥 − 𝑥0 ) + ∆2 𝑦0 (𝑥 − 𝑥0 ) (𝑥 − 𝑥1 ) +
∆3 𝑦0 (𝑥 − 𝑥0 )(𝑥 − 𝑥1 )(𝑥 − 𝑥2 ) + … … … … . … (2)
Now if it is required to evaluate y for 𝑥 𝑥0 𝑢ℎ, then

(𝑥 − 𝑥0 ) = 𝑢ℎ, 𝑥 − 𝑥1 = 𝑥 − (𝑥0 + ℎ) = (𝑥 − 𝑥0 ) – ℎ = 𝑢ℎ − ℎ = (𝑢 − 1)ℎ, and many


more.
Hence writing y(x) = (𝑥0 + 𝑢ℎ) = 𝑦𝑢 , (2) becomes
𝑌𝑢 = 𝑦0 + 𝑢∆𝑦0 + ∆2 𝑦0 + ∆3 𝑦0 + …
+ ∆𝑛 𝑦 … … … … … … … … … (3)

This is called the Newton’s forward interpolation formula or Newton-Gregory formula for
forward difference as formula (3) contains 𝑦0 and the forward differences of 𝑦0 .

Problem Solving Using Newton’s Forward Interpolation Formula:


Question 1:
A second degree polynomial passes through (0,1), (1,3), (2,7), (3,13). Find the polynomial.
Solution:
The difference table:

x f ( x) f ( x )  2 f ( x)  3 f ( x)

0 1
2
1 3 2
4 0
2 7 2
6
3 13

By Newton’s forward interpolation formula,


P a g e | 10

𝑢(𝑢−1) 𝑢(𝑢−1)(𝑢−2)
𝑓(𝑎 + 𝑛ℎ − 𝑢ℎ) = 𝑓(𝑎 + 𝑛ℎ) 𝑢∆𝑓(𝑎 + 𝑛ℎ) + ∆2 𝑓 (𝑎 + 𝑛ℎ) + ∆3 𝑓(𝑎 +
2! 3!
𝑢(𝑢−1)(𝑢−2)(𝑢−3)
𝑛ℎ) + ∆4 𝑓 (𝑎 + 𝑛ℎ)
4!

Expanding up to second order differences only.


Putting a = 0, h = 1, u = x so that
𝑥(𝑥−1)
𝑓 (𝑥) = 𝑓 (0) + 𝑥∆𝑓(0) + ∆2 𝑓(0)
2!

= 1 + 2𝑥 + 𝑥 2 − 𝑥
= 𝑥2 + 𝑥 + 1
This is the required polynomial.
Question 2:
The following table is given:
x 0 1 2 3 4
f(x) 3 6 11 18 27

What is the form of the function?


Solution:
The difference table:
x f ( x) f ( x )  2 f ( x)  3 f ( x)

0 3
3
1 6 2
5 0
2 11 2
7 0
3 18 2
9
4 27
P a g e | 11

By Newton’s forward interpolation formula,


𝑢(𝑢−1) 𝑢(𝑢−1)(𝑢−2)
𝑓(𝑎 + 𝑛ℎ − 𝑢ℎ) = 𝑓(𝑎 + 𝑛ℎ) 𝑢∆𝑓(𝑎 + 𝑛ℎ) + ∆2 𝑓 (𝑎 + 𝑛ℎ) + ∆3 𝑓(𝑎 +
2! 3!
𝑢(𝑢−1)(𝑢−2)(𝑢−3)
𝑛ℎ) + ∆4 𝑓 (𝑎 + 𝑛ℎ)
4!

Expanding up to second order differences only.


𝑥 (𝑥 − 1) 2
𝑓(𝑥) = 𝑓(0) + 𝑥∆𝑓 (0) + ∆ 𝑓(0)
2!
= 𝑥 2 + 2𝑥 + 3
This is the required polynomial.
Question 3: The population of a country in the decennial census were as under. Estimate the
population for the year 1925.
Years: 1891 1901 1911 1921 1931
Population: 46 66 81 93 101

Solution:
1925−1891
Here, 𝑢 = = 3.4
10

The difference table:


x f ( x) f ( x )  2 f ( x)  3 f ( x)  4 f ( x)

1891 46
20
1901 66 -5
15 2
1911 81 -3 -3
12 -1
1921 93 -4
8
1931 101
P a g e | 12

By Newton’s forward interpolation formula,


𝑢(𝑢−1) 𝑢(𝑢−1)(𝑢−2)
𝑓(𝑎 + 𝑛ℎ − 𝑢ℎ) = 𝑓(𝑎 + 𝑛ℎ) 𝑢∆𝑓(𝑎 + 𝑛ℎ) + ∆2 𝑓 (𝑎 + 𝑛ℎ) + ∆3 𝑓(𝑎 +
2! 3!
𝑢(𝑢−1)(𝑢−2)(𝑢−3)
𝑛ℎ) + ∆4 𝑓 (𝑎 + 𝑛ℎ)
4!
3.4(2.4) 3.4(2.4)(1.4) 3.4(2.4)(1.4)(0.4)
𝑓(1925) = 46 + 3.4(20) + (−5) + (2) +
2! 3! 4!

= 96.8368 𝑎𝑝𝑝𝑟𝑜𝑥.

Newton Gregory Formula for Backward Interpolation


𝑦 = 𝑓(𝑥) denotes a function which takes the values 𝑦0 , 𝑦1 , 𝑦2 , … … . , 𝑦𝑛 for the equidistant
value 𝑥0 , 𝑥1 , 𝑥2 , … … . . , 𝑥𝑛 respectively of the indirect variable x.

X: 𝑥0 𝑥1 𝑥2 … … …. 𝑥𝑛−1 𝑥𝑛
(𝑥0 + ℎ) (𝑥1 + ℎ) 𝑥𝑛−2 + ℎ 𝑥𝑛−1 + ℎ

Y: 𝑦0 𝑦1 𝑦2 ………… 𝑦𝑛−1 𝑦𝑛

Then we can write,


𝑦(𝑥) = 𝑎 0 + 𝑎1 (𝑥 − 𝑥𝑛 ) + 𝑎2 (𝑥 − 𝑥𝑛 ) (𝑥 − 𝑥𝑛−1 ) + 𝑎3 (𝑥 − 𝑥𝑛 ) (𝑥 − 𝑥𝑛−1 ) (𝑥 −
𝑥𝑛−2 ) + ⋯ + 𝑎𝑛 (𝑥 − 𝑥𝑛 ) (𝑥 − 𝑥𝑛−1 ) … (𝑥 − 𝑥1 ) … … … … … … … … . . (1)
Putting 𝑥 = 𝑥𝑛 , 𝑥𝑛−1 , … , 𝑥0 successively in (1), we get that
𝑦𝑛 = 𝑎0 , 𝑦𝑛−1 = 𝑎0 + 𝑎1 (𝑥𝑛−1 − 𝑥𝑛 ), 𝑦𝑛−2 = 𝑎0 + 𝑎1 (𝑥𝑛−2 − 𝑥𝑛 ) + 𝑎2 (𝑥𝑛−2 −
𝑥𝑛 ) (𝑥𝑛−2 − 𝑥𝑛−1 )….. and so on.
From these, we find that 𝑎0 = 𝑦𝑛 ,
𝑎1 = 𝛻𝑦𝑛
𝛻 2 𝑦𝑛
𝑎2 =
2! ℎ2
𝛻 3 𝑦𝑛
𝑎3 =
3! ℎ3
P a g e | 13

… … … … ..
… … … … ….
𝛻𝑛 𝑦𝑛
𝑎𝑛 =
𝑛!ℎ 𝑛

Substituting these values in (1), we obtain


𝛻𝑛 𝑦𝑛
𝑌(𝑥) = 𝑦𝑛 + 𝛻𝑦𝑛 (𝑥 − 𝑥𝑛 ) + 𝛻 2 𝑦𝑛 (𝑥 − 𝑥𝑛 )(𝑥 − 𝑥𝑛−1 ) + ⋯ … … … … … . 𝛻 𝑛 𝑦𝑛 (𝑥 −
𝑛!ℎ 𝑛
𝑥𝑛 )(𝑥 − 𝑥𝑛−1 ) … … . (𝑥 − 𝑥1 ) … … … … . … (2)
𝑥−𝑥𝑛
Now, let =𝑢

𝑜𝑟, 𝑥 = 𝑥𝑛 + 𝑢ℎ
𝑥−𝑥𝑛−1 𝑥𝑛 +ℎ𝑢−𝑥𝑛−1 ℎ𝑢+(𝑥𝑛 −𝑥𝑛−1 )
Again, = = =𝑢+1
ℎ ℎ ℎ

Hence equation (2) becomes,


𝛻𝑦𝑛 𝛻2 𝑦𝑛 𝛻3 𝑦𝑛
𝑓(𝑥) = 𝑦𝑛 + 𝑢+ 𝑢(𝑢 − 1) + 𝑢(𝑢 − 1)(𝑢 − 2) … … … … … … … ..This is
1! 2! 3!
called the Newton’s backward interpolation formula or Newton-Gregory formula for
backward difference.

Problem Solving Using Newton’s Backward Interpolation Formula:


Question 1:
Given,
x 1 2 3 4 5 6 7 8
f(x) 1 8 27 64 125 216 343 512

Estimate 𝒇(𝟕. 𝟓)
Solution:
The value to be interpolated lies at the end of the given observations i.e. near 8. So in this
case Newton’s backward formula will be more suitable.
𝑥−(𝑎+𝑛ℎ) 7.5−8
Here, 𝑢 = = = −0.5
ℎ 1

The difference table:


P a g e | 14

x f ( x) f ( x )  2 f ( x) 3 f ( x)

1 1
7
2 8 12
19 6
3 27 18
37 6
4 64 24
61 6
5 125 30
91 6
6 216 36
127 6
7 343 42
169
8 512

Since, ∇3 𝑓 (𝑥) is constant, we can leave higher order differences.


By Newton’s backward interpolation formula,
𝑢(𝑢+1) 𝑢(𝑢+1)(𝑢+2)
𝑓(𝑎 + 𝑛ℎ − 𝑢ℎ) = 𝑓(𝑎 + 𝑛ℎ) 𝑢𝛻𝑓(𝑎 + 𝑛ℎ) + 𝛻 2 𝑓 (𝑎 + 𝑛ℎ) + 𝛻 3 𝑓(𝑎 +
2! 3!
𝑛ℎ)
(.5)(.5  1) 2 (.5)(.5  1)(.5  2) 3
f (7.5)  f (8)  (.5)f (8)   f (8)   f (8)
2 6
(−0.5)(−0.5+1) (−0.5)(−0.5+1)(0.5+2)
𝑓(7.5) = 𝑓 (8) + (−5)𝛻𝑓(8) + 𝛻 2 𝑓 (8) + 𝛻 3 𝑓 (8)
2 2

= 512 − 84.5 − 5.25 − .375


= 421.875.
P a g e | 15

Question 2:
Compute sin (57°) by Newton’s Backward Interpolation Formula.
x 45° 50° 55° 60°
sin(x) 0.7071 0.7660 0.8192 0.8660

Solution:
Given,
x 45° 50° 55° 60°
sin(x) 0.7071 0.7660 0.8192 0.8660

The difference table:


x f ( x) f ( x )  2 f ( x) 3 f ( x)

45 .7071
.0589
50 .7660 -.0057
.0532 -.0007
55 .8192 -.0064
.0468
60 .8660

52−45
Here,𝑢 = = 1.4
5

By Newton’s backward interpolation formula,


𝑢(𝑢+1) 𝑢(𝑢+1)(𝑢+2)
𝑓(𝑎 + 𝑛ℎ − 𝑢ℎ) = 𝑓(𝑎 + 𝑛ℎ) 𝑢𝛻𝑓(𝑎 + 𝑛ℎ) + 𝛻 2 𝑓 (𝑎 + 𝑛ℎ) + 𝛻 3 𝑓(𝑎 +
2! 3!
𝑛ℎ)
(1.4)(1.4 + 1) 2
𝑓 (52) = 𝑓(45) + 1.4𝛻𝑓(45) + 𝛻 𝑓(45)
2!
(1.4)(1.4 + 1)(1.2 + 2) 3
+ 𝛻 𝑓(45)
3!
P a g e | 16

= 0.7786512 𝑎𝑝𝑝𝑟𝑜𝑥.

Question 3:
Using Newton’s formula for interpolation, estimate the population for the year 1905:
Year Population
1891 98, 752
1901 132,285
1911 168,076
1921 195,690
1931 246,050

Solution:
The difference table:
x f ( x) f ( x )  2 f ( x) 3 f ( x)  4 f ( x)

1891 98752
33533
1901 132285 2258
35791 -10435
1911 168076 -8177 41358
27614 30923
1921 195690 22746
50360
1931 246050

Here,
1905 − 1891
𝑢= = 1.4
10
P a g e | 17

By Newton’s backward interpolation formula,


𝑢(𝑢+1) 𝑢(𝑢+1)(𝑢+2)
𝑓(𝑎 + 𝑛ℎ − 𝑢ℎ) = 𝑓(𝑎 + 𝑛ℎ) 𝑢𝛻𝑓(𝑎 + 𝑛ℎ) + 𝛻 2 𝑓 (𝑎 + 𝑛ℎ) + 𝛻 3 𝑓(𝑎 +
2! 3!
𝑢(𝑢+1)(𝑢+2)(𝑢+3)
𝑛ℎ) + 𝛻 4 𝑓 (𝑎 + 𝑛ℎ)
4!

𝑓(1905) = 147841 approximately.

Interpolation with Unequal Interval

Newton’s Divided Difference:


Divided Differences:
A divided difference is defined to be the difference between two successive values of the
entry divided by the difference between the corresponding value of the arguments e.g given
the following values of the function 𝑦 = 𝑓(𝑥)

x= a b c d e …

f ( x) = f (a) f (b) f (c ) f (d ) f (e) …


𝑓(𝑏)−𝑓(𝑎)
the first divided difference at x  a is
𝑏−𝑎
𝑓(𝑐)−𝑓(𝑏)
the first divided difference at x  b is
𝑐−𝑏

Let f ( x0 ), f ( x1 ),... f ( xn ) be the values of f ( x) corresponding to the arguments x0 , x1 ,...xn ,


not necessarily equally spaced. From the definition of divided differences,
f ( x)  f ( x0 )
f ( x, x0 ) 
x  x0

Or f ( x)  f ( x0 )  ( x  x0 ) f ( x, x0 ) … (1)

f ( x, x0 )  f ( x0 , x1 )
Also f ( x, x0 , x1 ) 
x  x1

Or f ( x, x0 )  f ( x0 , x1 )  ( x  x1 ) f ( x, x0 , x1 ) … (2)

Similarly f ( x, x0 , x1 )  f ( x0 , x1 , x2 )  ( x  x2 ) f ( x, x0 , x1 , x2 ) … (3)

… … … … … … …
P a g e | 18

… … … … … … …

f ( x, x0 , x1 ,..., xn 1 )  f ( x0 , x1 ,..., xn )  ( x  xn ) f ( x, x0 , x1,..., xn ) …(4)

Multiplying the equation (2) by ( x  x0 ) ,(3) by ( x  x0 )( x  x1 ) and so on and finally the


equation (4) by ( x  x0 )( x  x1 )...( x  xn 1 ) and adding to the equation (1),we have

f ( x)  f ( x0 )  ( x  x0 ) f ( x0 , x1 )  ( x  x0 )( x  x1 ) f ( x0 , x1 , x2 )  ...
( x  x0 )( x  x1 )...( x  xn1 ) f ( x0 , x1 ,..., xn )  Rn ,

Where the remainder Rn is given by

Rn  ( x  x0 )( x  x1 )...( x  xn ) f ( x, x0 , x1 ,..., xn ).

Assuming that f ( x) is a polynomial of degree n,

f ( x, x0 , x1 ,..., xn ) vanishes so that

f ( x)  f ( x0 )  ( x  x0 ) f ( x0 , x1 )  ( x  x0 )( x  x1 ) f ( x0 , x1 , x2 )  ...
…(5)
( x  x0 )( x  x1 )...( x  xn1 ) f ( x0 , x1 ,..., xn )

This formula is called Newton’s divided difference interpolation formula.

Problem Solving Using Newton Divided Difference Formula

Question 1:
Find the polynomial from the given values using Newton’s divided difference formula:
X 3 2 1 -1
F(x) 3 12 15 -21

Solution:

The difference table:


x f(x) ∆𝑓(𝑥) ∆2 𝑓(𝑥) ∆3 𝑓(𝑥)
P a g e | 19

3 3

(12 − 3)
= −9
(2 − 3)

2 12 (−3 + 9)
(1 − 3)
= −3
(15 − 12) (−7 + 3)
1 15 = −3 =1
(1 − 2) (−1 − 3)

(18 + 3)
(−21 − 15) (−1 − 2)
15 -21 = 18
= −7
(−1 − 1)

By Using Newton divided difference formula,


𝑓(𝑥) = 𝑓(3) + 𝑓(𝑥 − 3)∆𝑓(3) + (𝑥 − 3)(𝑥 − 2)∆2 𝑓(𝑥) + (𝑥 − 3)(𝑥 − 2)(𝑥 − 1)∆3 𝑓(3)
𝑓(𝑥) = 3 + (𝑥 − 3)(−9) + (𝑥 − 3)(𝑥 − 2)(−3) + (𝑥 − 3)(𝑥 − 2)(𝑥 − 1)(1)
𝑓(𝑥) = 𝑥 3 − 9𝑥 2 + 17𝑥 + 6

Question 2:
Find the polynomial using Newton’s divided difference formula from the following table
x 0 2 3 4 7 9
F(x) 4 26 58 112 466 922

Solution:

The difference table:


𝑥 𝑓(𝑥) ∆𝑓(𝑥) ∆ 2 𝑓(𝑥) ∆ 3 𝑓(𝑥) ∆ 4 𝑓(𝑥)
P a g e | 20

0 4
(26 − 4)
= 11
(2 − 0)
2 26 (32 − 11)
(3 − 0)
(58 − 26) =7 (11 − 7)
= 32 (4 − 0)
(2 − 3)
=1 0
3 58 (54 − 32)
(4 − 2)
(112 − 58) = 11 (16 − 11)
= 54 (7 − 2)
(4 − 3)
4 112 =1
(1 − 1)
(118 − 54) (9 − 3)
(7 − 3) =0
(466 − 112) = 16
= 118 (22 − 16)
(7 − 4)
7 466 (9 − 4)
=1

(922 − 466) (228 − 118)


= 228
(9 − 7) (9 − 4)
= 22
9 922

By Newton divided difference formula,


𝑓(𝑥) = 𝑓(0) + (𝑥 − 0)∆𝑓(0) + (𝑥 − 0)(𝑥 − 2)∆2 𝑓(0) + (𝑥 − 0)(𝑥 − 2)(𝑥 − 3)∆3 𝑓(0)

+ (𝑥 − 0)(𝑥 − 2)(𝑥 − 3)(𝑥 − 4)∆4 𝑓(0) + (𝑥 − 0)(𝑥 − 2)(𝑥 − 3)(𝑥 − 4)(𝑥

− 7)∆5 𝑓(0)

Putting the values we get,


f(x) = 4 + x(11) + x(x − 2)7 + x(x − 2)(x − 3)1
𝑓(𝑥) = 𝑥 3 + 2𝑥 2 + 3𝑥 + 4
Question 3:
Find the polynomial from following data by using newton general interpolation formula for
divided difference and hence find y at x=3,x=9
P a g e | 21

x 2 4 5 6 8 10
f(x) 10 96 196 350 868 1746
Solution:
The difference table:
𝒙 𝒇(𝒙) ∆𝒇(𝒙) ∆𝟐 𝒇(𝒙) ∆𝟑 𝒇(𝒙) ∆𝟑 𝒇(𝒙)

2 10 (96 − 10)
= 43
(4 − 2)
(100 − 43)
4 96 = 19
(5 − 2)
(26 − 4) (27 − 19)
= 100 =2
(5 − 4) (6 − 2)
5 196 (154 − 100) 0
(6 − 4)
350 − 196 = 27 (35 − 27)
=2
(6 − 5) (8 − 4)
6 350
= 154
(259 − 154) 0
(8 − 5) (45 − 35)
(868 − 350) =2
= 35 (10 − 5)
8 868 (8 − 6)
= 259
(439 − 259)
(10 − 6)
(1746 − 868) = 45
(10 − 8)
10 1746 = 439

By Newton divided difference formula,


𝑓(𝑥) = 𝑓(0) + (𝑥 − 0)∆𝑓(0) + (𝑥 − 0)(𝑥 − 2)∆2 𝑓(0) + (𝑥 − 0)(𝑥 − 2)(𝑥 − 3)∆3 𝑓(0)
+ (𝑥 − 0)(𝑥 − 2)(𝑥 − 3)(𝑥 − 4)∆4 𝑓(0) + (𝑥 − 0)(𝑥 − 2)(𝑥 − 3)(𝑥 − 4)(𝑥
− 7)∆5 𝑓(0)
𝑓(𝑥) = 10 + (𝑥 − 2)43 + (𝑥 − 2)(𝑥 − 4)19 + (𝑥 − 2)(𝑥 − 3)(𝑥 − 4)2
𝑓(𝑥) = 2𝑥 3 − 3𝑥 2 + 5𝑥
𝑝𝑢𝑡 𝑥 = 3, 𝑥 = 9
𝑓(3) = 42, 𝑓 (9) = 1260
P a g e | 22

Question 4:
Find the polynomial from following data by using newton general interpolation formula for
divided difference and find f(8),f(15).
𝑥 4 5 7 10 11 13
𝑓(𝑥) 48 100 294 900 1210 2028

Solution:
𝐓𝐡𝐞 𝐝𝐢𝐟𝐟𝐞𝐫𝐞𝐧𝐜𝐞 𝐭𝐚𝐛𝐥𝐞:
𝒙 𝒇(𝒙) ∆𝒇(𝒙) ∆ 𝟐 𝒇(𝒙) ∆ 𝟑 𝒇(𝒙) ∆ 𝟒 𝒇(𝒙)
4 48
(100 − 48)
= 52
(5 − 4)
5 100 (97 − 52)
= 15
(7 − 4)
(294 − 100) (21 − 15)
=1
(10 − 5) (10 − 4)
7 294 = 97 (202 − 47)
= 21 0
(10 − 5)

(900 − 294) (27 − 21)


10 900 =1
(10 − 7) (11 − 5)
= 202 (310 − 202)
0
(11 − 7)
= 27
11 1210 (33 − 27)
(1210 − 900)
=1
(11 − 10) (13 − 10)
= 310
(404 − 310)
(13 − 10)
13 2028 = 33
(310 − 202)
(13 − 11)
= 404

By Newton divided difference formula,


P a g e | 23

𝑓(𝑥) = 𝑓(0) + (𝑥 − 0)∆𝑓(0) + (𝑥 − 0)(𝑥 − 2)∆2 𝑓(0) + (𝑥 − 0)(𝑥 − 2)(𝑥 − 3)∆3 𝑓(0)
+ (𝑥 − 0)(𝑥 − 2)(𝑥 − 3)(𝑥 − 4)∆4 𝑓(0) + (𝑥 − 0)(𝑥 − 2)(𝑥 − 3)(𝑥 − 4)(𝑥
− 7)∆5 𝑓(0)
𝑓(𝑥) = 48 + (𝑥 − 4)52 + (𝑥 − 5)(𝑥 − 4)15 + (𝑥 − 4)(𝑥 − 5)(𝑥 − 1)1
𝑓(𝑥) = 𝑥 3 − 𝑥 2
𝑝𝑢𝑡 𝑥 = 8, 𝑥 = 15
𝑓(8) = 448, 𝑓(15) = 3150

Question 5:
Find the polynomial from following data by using newton general interpolation formula for
divided difference
𝑥 0 1 2 5
𝑓(𝑥) 2 3 12 147

Solution:
The difference table
𝒙 𝒇(𝒙) ∆𝒇(𝒙) ∆ 𝟐 𝒇(𝒙) ∆ 𝟑 𝒇(𝒙)
0 2
(3 − 2)
(1 − 0)
1 3 =1 (9 − 1 )
=4
(2 − 0 )
(12 − 3) (9 − 4)
=1
(2 − 1) (5 − 0)
2 12 =9 (45 − 9)
=9
(5 − 1 )

(147 − 12)
5 147
(5 − 2)
= 45

By Newton divided difference formula,


P a g e | 24

𝑓(𝑥) = 𝑓(0) + (𝑥 − 0)∆𝑓(0) + (𝑥 − 0)(𝑥 − 1)∆2 𝑓(0) + (𝑥 − 0)(𝑥 − 1)(𝑥 − 2)𝑓(0)


𝑓(𝑥) = 2 + (𝑥 − 0)1 + (𝑥 − 0)(𝑥 − 1)4 + (𝑥 − 0)(𝑥 − 1)(𝑥 − 2)1
= 2 + 𝑥 + 𝑥 (𝑥 − 1)4 + 𝑥((𝑥 − 1)(𝑥 − 2)
= 2 + 𝑥 + (𝑥 2 − 𝑥)4 + 𝑥 (𝑥 2 − 2𝑥 − 𝑥 + 2)
𝑦 = 𝑥3 + 𝑥2 − 𝑥 + 2
Lagrange’s Interpolation Formula for unequal Intervals:
Let, 𝑓(𝑥) denotes a polynomial of the n-th degree which takes the values 𝑦0 , 𝑦1 , 𝑦2 , … … , 𝑦𝑛
when 𝑥 has the values 𝑥0 , 𝑥1 , 𝑥2 , … … , 𝑥𝑛 respectively.
We know that the (n+1) th differences of this polynomial are zero and hence we have
𝑓(𝑥0 , 𝑥1 , 𝑥2 , … … , 𝑥𝑛 ) = 0 … … … … … … … … (1)

But we have, 𝑓(𝑥0 , 𝑥1 , 𝑥2 , … … , 𝑥𝑛 ) =


𝑦 𝑦0
+
(𝑥 − 𝑥0 )(𝑥 − 𝑥1 )(𝑥 − 𝑥2 ) … … … (𝑥 − 𝑥𝑛 ) (𝑥0 − 𝑥)(𝑥0 − 𝑥1 )(𝑥0 − 𝑥2 ) … … … (𝑥0 − 𝑥𝑛 )
+
𝑦1
+ ⋯……
(𝑥1 − 𝑥)(𝑥1 − 𝑥0 )(𝑥1 − 𝑥2 ) … … … (𝑥1 − 𝑥𝑛 )
𝑦𝑛
+
(𝑥𝑛 − 𝑥)(𝑥𝑛 − 𝑥0 )(𝑥𝑛 − 𝑥1 ) … … (𝑥𝑛 − 𝑥𝑛−1 )

From (1) we can write:


𝑦 𝑦0
+
(𝑥 − 𝑥0 )(𝑥 − 𝑥1 )(𝑥 − 𝑥2 ) … … … (𝑥 − 𝑥𝑛 ) (𝑥0 − 𝑥)(𝑥0 − 𝑥1 )(𝑥0 − 𝑥2 ) … … … (𝑥0 − 𝑥𝑛 )
+
𝑦1
+ ⋯…
(𝑥1 − 𝑥)(𝑥1 − 𝑥0 )(𝑥1 − 𝑥2 ) … … … (𝑥1 − 𝑥𝑛 )
𝑦𝑛
+ =0
(𝑥𝑛 − 𝑥)(𝑥𝑛 − 𝑥0 )(𝑥𝑛 − 𝑥1 ) … (𝑥𝑛 − 𝑥𝑛−1 )

𝑦

(𝑥 − 𝑥0 )(𝑥 − 𝑥1 )(𝑥 − 𝑥2 ) … … … (𝑥 − 𝑥𝑛 )
𝑦0
− −
(𝑥 − 𝑥0 )(𝑥0 − 𝑥1 )(𝑥0 − 𝑥2 ) … … … (𝑥0 − 𝑥𝑛 )
P a g e | 25

𝑦1
− ⋯……
(𝑥 − 𝑥1 )(𝑥1 − 𝑥0 )(𝑥1 − 𝑥2 ) … … … (𝑥1 − 𝑥𝑛 )
𝑦𝑛
− =0
(𝑥 − 𝑥𝑛 )(𝑥𝑛 − 𝑥0 )(𝑥𝑛 − 𝑥1 ) … … (𝑥𝑛 − 𝑥𝑛−1 )

𝑦

(𝑥 − 𝑥0 )(𝑥 − 𝑥1 )(𝑥 − 𝑥2 ) … … … (𝑥 − 𝑥𝑛 )
𝑦0
= +
(𝑥 − 𝑥0 )(𝑥0 − 𝑥1 )(𝑥0 − 𝑥2 ) … … … (𝑥0 − 𝑥𝑛 )
𝑦1
+ ⋯……
(𝑥 − 𝑥1 )(𝑥1 − 𝑥0 )(𝑥1 − 𝑥2 ) … … … (𝑥1 − 𝑥𝑛 )
𝑦𝑛
+
(𝑥 − 𝑥𝑛 )(𝑥𝑛 − 𝑥0 )(𝑥𝑛 − 𝑥1 ) … … (𝑥𝑛 − 𝑥𝑛−1 )

(𝑥−𝑥1 )(𝑥−𝑥2 )………(𝑥−𝑥𝑛 ) (𝑥−𝑥0 )(𝑥−𝑥2 )………(𝑥−𝑥𝑛 )


⇒ 𝑦 = (𝑥 𝑦 + (𝑥
) 0
𝑦1 +
0 −𝑥1 )(𝑥0 −𝑥2 )………(𝑥0 −𝑥𝑛 1 −𝑥0 )(𝑥1 −𝑥2 )………(𝑥1 −𝑥𝑛 )

(𝑥 − 𝑥0 )(𝑥 − 𝑥1 ) … … … (𝑥 − 𝑥𝑛 )
𝑦 + ⋯……
(𝑥2 − 𝑥0 )(𝑥2 − 𝑥2 ) … … … (𝑥2 − 𝑥𝑛 ) 2
(𝑥 − 𝑥0 )(𝑥 − 𝑥1 ) … (𝑥 − 𝑥𝑛−1 )
+ 𝑦 … … (2)
(𝑥𝑛 − 𝑥0 )(𝑥𝑛 − 𝑥1 ) … … (𝑥𝑛 − 𝑥𝑛−1 ) 𝑛
This is the Lagrange’s formula of interpolation for unequal interval.
Now, by interchanging x and y in (2) we have:
(𝑦 − 𝑦1 )(𝑦 − 𝑦2 ) … (𝑦 − 𝑦) (𝑦 − 𝑦0 )(𝑦 − 𝑦2 ) … (𝑦 − 𝑦𝑛 )
𝑥= 𝑥0 + 𝑥 + ⋯…
(𝑦0 − 𝑦1 )(𝑦0 − 𝑦2 ) … (𝑦0 − 𝑦𝑛 ) (𝑦1 − 𝑦0 )(𝑦1 − 𝑦2 ) … (𝑦1 − 𝑦𝑛 ) 1
(𝑦 − 𝑦0 )(𝑦 − 𝑦1 ). . . (𝑦 − 𝑦𝑛−1 )
+ 𝑥 … … … (3)
(𝑦𝑛 − 𝑦0 )(𝑦𝑛 − 𝑦1 ). . . (𝑦𝑛 − 𝑦𝑛−1 ) 𝑛

This is also the Lagrange’s formula of interpolation for unequal interval.

Problem Solving Using Lagrange’s Interpolation

Question 1:
The values of y and x are given as below:
P a g e | 26

x 5 6 9 11
y 12 13 14 16

Find the value of y when 𝒙 = 𝟏𝟎.


Solution:
Here, 𝑥 = 10, 𝑥0 = 5, 𝑥1 = 6, 𝑥2 = 9, 𝑥3 = 11 and 𝑦0 = 12, 𝑦1 = 13, 𝑦2 = 14, 𝑦3 =
16 .
By Lagrange’s formula, we have,
(𝑥−𝑥1 )(𝑥−𝑥2 )(𝑥−𝑥3 ) (𝑥−𝑥0 )(𝑥−𝑥2 )(𝑥−𝑥3 ) (𝑥−𝑥0 )(𝑥−𝑥1 )(𝑥−𝑥3 )
𝑦 = (𝑥 𝑦 + (𝑥
) 0
𝑦 + (𝑥
) 1
𝑦2 +
0 −𝑥1 )(𝑥0 −𝑥2 )(𝑥0 −𝑥3 1 −𝑥0 )(𝑥1 −𝑥2 )(𝑥1 −𝑥3 2 −𝑥0 )(𝑥2 −𝑥1 )(𝑥2 −𝑥3 )
(𝑥−𝑥0 )(𝑥−𝑥1 )(𝑥−𝑥2 )
𝑦
(𝑥3 −𝑥0 )(𝑥3 −𝑥1 )(𝑥3 −𝑥2 ) 3
… … … … … … (1)

Substituting the values of 𝑥, 𝑥0 , 𝑥1 , 𝑥2 , 𝑥3, 𝑦0 , 𝑦1 , 𝑦2 , 𝑦3 in (1) we get,


(10−6)(10−9)(10−11) (10−5)(10−9)(10−11) (10−5)(10−6)(10−11)
𝑦= (5−6)(5−9)(5−11)
× 12 + (6−5)(6−9)(6−11)
× 13 + (9−5)(9−6)(9−11)
× 14 +
(10−5)(10−6)(10−9)
(11−5)(11−6)(11−9)
× 16

⇒ 𝑦 = 2 − 4.33 + 11.66 + 5.33 = 14.66


So, the value of y=14.66 when 𝑥 = 10.

Question 2:
The following values of the function 𝑓(𝑥) for values of x are given:
𝑓(1) = 4, 𝑓(2) = 5, 𝑓(7) = 5, 𝑓(8) = 4.
Find the value of 𝒇(𝟔).
Solution:
We know that, the Lagrange’s formula is:
(𝑥−𝑥1 )(𝑥−𝑥2 )…(𝑥−𝑥𝑛 ) (𝑥−𝑥0 )(𝑥−𝑥2 )…(𝑥−𝑥𝑛 )
𝑦 = (𝑥 𝑦0 + (𝑥 𝑦1 + ⋯ … +
0 −𝑥1 )(𝑥0 −𝑥2 )…(𝑥0 −𝑥𝑛 ) 1 −𝑥0 )(𝑥1 −𝑥2 )…(𝑥1 −𝑥𝑛 )
(𝑥−𝑥0 )(𝑥−𝑥1 )...(𝑥−𝑥𝑛−1 )
𝑦
(𝑥𝑛 −𝑥0 )(𝑥𝑛 −𝑥1 )...(𝑥𝑛 −𝑥𝑛−1 ) 𝑛

Now by the Lagrange’s formula, we get,


P a g e | 27

(6−2)(6−7)(6−8) (6−1)(6−7)(6−8) (6−1)(6−2)(6−8) (6−1)(6−2)(6−7)


𝑦 = (1−2)(1−7)(1−8) × 4 + (2−1)(2−7)(2−8) × 5 + (7−1)(7−2)(7−8) × 5 + (8−1)(8−2)(8−7) × 4

4 5 5
⇒𝑦=− (6 − 2)(6 − 7)(6 − 8) + (6 − 1)(6 − 7)(6 − 8) − (6 − 1)(6 − 2)(6 −
42 30 30
4
8) + (6 − 1)(6 − 2)(6 − 7)
42
4 5 5 4
⇒𝑦=− ×8+ × 10 − × (−40) + × (−20)
42 30 30 42
16 5 20 40
⇒𝑦=− + + −
21 3 3 21
17
∴𝑦= ≈ 5.66
3

Hence, the value of 𝑓(6) is 5.66 .


Question 3:
For the following table find the form of the function 𝑓(𝑥).
x 0 1 2 5
f(x) 2 3 12 147

Solution:
Here, 𝑥0 = 0, 𝑥1 = 1, 𝑥2 = 2, 𝑥3 = 5
By Lagrange’s formula, we have,
(𝑥−𝑥1 )(𝑥−𝑥2 )(𝑥−𝑥3 ) (𝑥−𝑥0 )(𝑥−𝑥2 )(𝑥−𝑥3 )
𝑓(𝑥) = (𝑥 𝑓(𝑥0 ) + (𝑥 𝑓(𝑥1 ) +
0 −𝑥1 )(𝑥0 −𝑥2 )(𝑥0 −𝑥3 ) 1 −𝑥0 )(𝑥1 −𝑥2 )(𝑥1 −𝑥3 )
(𝑥−𝑥0 )(𝑥−𝑥1 )(𝑥−𝑥3 )
(𝑥2 −𝑥0 )(𝑥2 −𝑥1 )(𝑥2 −𝑥3 )
𝑓(𝑥2 ) +
(𝑥−𝑥0 )(𝑥−𝑥1 )(𝑥−𝑥2 )
(𝑥3 −𝑥0 )(𝑥3 −𝑥1 )(𝑥3 −𝑥2 )
𝑓(𝑥3 ) … … … … … … (1)

Substituting the values of 𝑥0 , 𝑥1 , 𝑥2 , 𝑥3 in (1) we get,


(𝑥−1)(𝑥−2)(𝑥−5) (𝑥−0)(𝑥−2)(𝑥−5) (𝑥−0)(𝑥−1)(𝑥−5) (𝑥−0)(𝑥−1)(𝑥−2)
𝑓(𝑥) = (0−1)(0−2)(0−5)
× 2 + (1−0)(1−2)(1−5) × 3 + (2−0)(2−1)(2−5) × 12 + (5−0)(5−1)(5−2) ×
147
𝑓(𝑥) 1 3 2 49
⇒ =− + − +
𝑥(𝑥−1)(𝑥−2)(𝑥−5) 5𝑥 4(𝑥−1) 𝑥−2 20(𝑥−5)

20𝑥 3 +20𝑥 2 −20𝑥+40


=
20𝑥(𝑥−1)(𝑥−2)(𝑥−5)

∴ 𝑓(𝑥) = 𝑥 3 + 𝑥 2 − 𝑥 + 2
P a g e | 28

Question 4:
Using interpolation estimate the output of a factory in 1986 from the following data:
Year 1974 1978 1982 1990
Output in 1000
25 60 80 170
tones

Solution:
Here, 𝑥 = 1986, 𝑥0 = 1974, 𝑥1 = 1978, 𝑥2 = 1982, 𝑥3 = 1990 and 𝑦0 = 25, 𝑦1 =
60, 𝑦2 = 80, 𝑦3 = 170 .
By Lagrange’s interpolation formula, we have,
(𝑥−𝑥1 )(𝑥−𝑥2 )(𝑥−𝑥3 ) (𝑥−𝑥0 )(𝑥−𝑥2 )(𝑥−𝑥3 ) (𝑥−𝑥0 )(𝑥−𝑥1 )(𝑥−𝑥3 )
𝑦 = (𝑥 𝑦0 + (𝑥 𝑦1 + (𝑥 𝑦2 +
0 −𝑥1 )(𝑥0 −𝑥2 )(𝑥0 −𝑥3 ) 1 −𝑥0 )(𝑥1 −𝑥2 )(𝑥1 −𝑥3 ) 2 −𝑥0 )(𝑥2 −𝑥1 )(𝑥2 −𝑥3 )
(𝑥−𝑥0 )(𝑥−𝑥1 )(𝑥−𝑥2 )
𝑦
(𝑥3 −𝑥0 )(𝑥3 −𝑥1 )(𝑥3 −𝑥2 ) 3
… … … … … … (1)

Substituting the values of 𝑥, 𝑥0 , 𝑥1 , 𝑥2 , 𝑥3, 𝑦0 , 𝑦1 , 𝑦2 , 𝑦3 in (1) we get,


(1986−1978)(1986−1982)(1986−1990) (1986−1974)(1986−1982)(1986−1990)
𝑦 = (1974−1978)(1974−1982)(1974−1990) × 25 + (1978−1974)(1978−1982)(1978−1990) × 60 +
(1986−1974)(1986−1978)(1986−1990) (1986−1974)(1986−1978)(1986−1982)
(1982−1974)(1982−1978)(1982−1990)
× 80 + (1990−1974)(1990−1978)(1990−1982) × 170
100 12×80 170
⇒𝑦= − 60 + +
16 8 4

⇒ 𝑦 = 6.25 − 60 + 120 + 42.5


∴ 𝑦 = 108.75
So, the output of the factory in 1986 is 108.75 (Output in 1000 tones).

CENTRAL DIFFERENCE INTERPOLATION

Newton’s difference formulas are fundamental and applicable to almost all cases of
interpolation, but in general they do not converge as rapidly as central difference formula.
The central difference formulas are used for interpolating of the function near the middle of
tabulated set.
P a g e | 29

Figure: Interpolation

Difference Table:

Let 𝑦 = (𝑥 ) be any function of 𝑥 . h is the equal interval of 𝑥 .


Central value = 𝑥0 𝑎𝑛𝑑 𝑥−1 = (𝑥0 − ℎ), 𝑥−2 = ( 𝑥0 − 2ℎ), 𝑥1 = ( 𝑥0 + ℎ), 𝑥2 =
( 𝑥0 + 2ℎ) … 𝑎𝑟𝑒 𝑡ℎ𝑒 𝑣𝑎𝑙𝑢𝑒𝑠 𝑜𝑓 𝑥. 𝑦0 = 𝑓( 𝑥0 ), 𝑦−1 = 𝑓( 𝑥0 − ℎ), 𝑦−2 =
𝑓( 𝑥0 − 2ℎ), 𝑦1 = 𝑓( 𝑥0 + ℎ), 𝑦2 = 𝑓( 𝑥0 + 2ℎ) …are the corresponding values
of y, then differences: 𝛥𝑦𝑛 = 𝑦𝑛 + 1 – 𝑦

Forward Difference:

𝒙 𝒚 𝚫𝒚 𝚫 𝟐𝒚 𝚫 𝟑𝒚 𝚫 𝟒𝒚
𝑥 −2 𝑦 −2
Δ𝑦 −2

𝑥 −1 𝑦 −1 Δ2𝑦 −2
Δ𝑦 −1 Δ3𝑦 −2
𝑥0 𝑦0 Δ2𝑦 −1 Δ4𝑦 −2
Δ𝑦 0 Δ3𝑦 −1
𝑥1 𝑦1 Δ2𝑦 0
Δ𝑦 1
𝑥2 𝑦2
P a g e | 30

Backward Difference:

𝒙 𝒚 𝚫𝒚 𝚫 𝟐𝒚 𝚫 𝟑𝒚 𝚫 𝟒𝒚
𝑥 −2 𝑦 −2
Δ𝑦 −2
𝑥 −1 𝑦 −1 Δ2𝑦 −2
Δ𝑦 −1 Δ3𝑦 −2
𝑥0 𝑦0 Δ2𝑦 −1 Δ4𝑦 −2
Δ𝑦 0 Δ3𝑦 −1
𝑥1 𝑦1 Δ2𝑦 0
Δ𝑦 1
𝑥2 𝑦2

Gauss’s forward interpolation formula:

The general Newton formula is


𝑦 = 𝑓 (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 )
+(𝑥 − 𝑥0 )(𝑥 − 𝑥1 )(𝑥 − 𝑥2 )(𝑥 − 𝑥3 )𝑓(𝑥0, 𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 )

+(𝑥 − 𝑥0 )(𝑥 − 𝑥1 )(𝑥 − 𝑥2 )(𝑥 − 𝑥3 )(𝑥 −


𝑥4 )𝑓 (𝑥0 , 𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 , 𝑥5 )
+(𝑥 − 𝑥0 )(𝑥 − 𝑥1 ) … (𝑥 −
𝑥5 )𝑓(𝑥0 , 𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 , 𝑥5 , 𝑥6 ) ……(1)
Putting 𝑥0 = 𝑥0 , 𝑥1 = 𝑥0 + ℎ, 𝑥2 = 𝑥0 − ℎ, 𝑥3 = 𝑥0 + 2ℎ, 𝑥4 = 𝑥0 − 2ℎ, 𝑥5 = 𝑥0 + 3ℎ,
𝑥6 = 𝑥0 − 3ℎ etc . We get
𝑓(𝑥) = 𝑓(𝑥0 ) + (𝑥 − 𝑥0 )𝑓 (𝑥0 + ℎ) + (𝑥 − 𝑥0 )(𝑥 − 𝑥0 − ℎ)𝑓 (𝑥0 , 𝑥0 + ℎ, 𝑥0 − ℎ)
+(𝑥 − 𝑥0 )(𝑥 − 𝑥0 − ℎ)(𝑥 − 𝑥0 + ℎ)𝑓(𝑥0 , 𝑥0 + ℎ, 𝑥0 − ℎ, 𝑥0 + 2ℎ)
+(𝑥 − 𝑥0 )(𝑥 − 𝑥0 − ℎ)(𝑥 − 𝑥0 + ℎ)(𝑥 − 𝑥0 − 2ℎ)
× 𝑓(𝑥0 , 𝑥0 + ℎ, 𝑥0 − ℎ, 𝑥0 + 2ℎ, 𝑥0 − 2ℎ)
+(𝑥 − 𝑥0 )(𝑥 − 𝑥0 − ℎ)(𝑥 − 𝑥0 + ℎ)(𝑥 − 𝑥0 − 2ℎ)(𝑥 − 𝑥0 + 2ℎ)
× 𝑓(𝑥0 , 𝑥0 + ℎ, 𝑥0 − ℎ, 𝑥0 + 2ℎ, 𝑥0 − 2ℎ, 𝑥0 + 3ℎ)+. ..
P a g e | 31

𝑥−𝑥0
Now put 𝑢 = 𝑖 𝑒. 𝑥 − 𝑥0 = ℎ𝑢 . Then we have

𝑓(𝑥) = 𝑓(𝑥0 ) + ℎ𝑢 𝑓 (𝑥0 , 𝑥0 + ℎ) + ℎ𝑢(ℎ𝑢 − ℎ) 𝑓 (𝑥0 − ℎ, 𝑥0 , 𝑥0 + ℎ)


+ℎ𝑢(ℎ𝑢 − ℎ)(ℎ𝑢 + ℎ)𝑓(𝑥0 − ℎ, 𝑥0 , 𝑥0 + ℎ, 𝑥0 + 2ℎ)
+ℎ𝑢(ℎ𝑢 − ℎ)(ℎ𝑢 + ℎ)(ℎ𝑢 − 2ℎ) 𝑓 (𝑥0 − 2ℎ, 𝑥0 − ℎ, 𝑥0 , 𝑥0 + ℎ, 𝑥0 + 2ℎ)
+ℎ𝑢(ℎ𝑢 − ℎ)(ℎ𝑢 + ℎ)(ℎ𝑢 − 2ℎ)(ℎ𝑢 + 2ℎ)
× 𝑓(𝑥0 − 2ℎ, 𝑥0 − ℎ, 𝑥0 , 𝑥0 + ℎ, 𝑥0 + 2ℎ, 𝑥0 + 3ℎ)+. . . … (2)
But, we have
∆𝑦0 ∆2 𝑦−1
𝑓(𝑥0 , 𝑥0 + ℎ) = , 𝑓(𝑥0 − ℎ, 𝑥0 , 𝑥0 + ℎ) =
ℎ 2ℎ2
∆3 𝑦−1
𝑓(𝑥0 − ℎ, 𝑥0 , 𝑥0 + ℎ, 𝑥0 + 2ℎ) = ,
3!ℎ 3

∆4 𝑦−1
𝑓(𝑥0 − 2ℎ, 𝑥0 − ℎ, 𝑥0 , 𝑥0 + ℎ, 𝑥0 + 2ℎ) = ,
4! ℎ4
∆5 𝑦−1
𝑓(𝑥0 − 2ℎ, 𝑥0 − ℎ, 𝑥0 , 𝑥0 + ℎ, 𝑥0 + 2ℎ, 𝑥0 + 3ℎ) = , 𝑒𝑡𝑐.
5! ℎ5
Substituting these values in (2), we get
∆ 𝑦0 ∆2 𝑦−1 ∆3 𝑦−1
𝑦 = 𝑦0 + ℎ𝑢 + ℎ2 𝑢(𝑢 − 1) + ℎ 3 (
𝑢 𝑢 − 1 )(𝑢 + 1 )
ℎ 2ℎ2 3! ℎ3

4
∆4 𝑦−1
+ℎ 𝑢 (𝑢 − 1)(𝑢 + 1)(𝑢 − 1)
4! ℎ4

5
∆5 𝑦−1
+ℎ 𝑢 (𝑢 − 1)(𝑢 + 1)(𝑢 − 2)(𝑢 + 2) …
5! ℎ5
∆2 𝑦−1 ∆3 𝑦−1
Or, 𝑦 = 𝑦0 + 𝑢 ∆ 𝑦0 + 𝑢(𝑢 − 1) + 𝑢(𝑢 2 − 1)
2! 3!

2
∆2 𝑦−2 2 2 2
∆5 𝑦−2
+𝑢(𝑢 − 1)(𝑢 − 2) + 𝑢(𝑢 − 1)(𝑢 − 2 ) +. . . … (3)
4! 5!
This result is known as Gauss’s forward formula for equal intervals.
Examples:
Question 1:
Use Gauss forward formula to find y30 , given that

𝑦21 = 18.4708; 𝑦25 = 17.8144; 𝑦29 = 17.1070; 𝑦33 = 16.3432; 𝑦37 = 15.5154
P a g e | 32

Solution:
Taking 𝑥0 = 29, ℎ = 4
𝑥 − 𝑥0 30 − 29
𝑢= = = 0.25
ℎ 4
The difference table is given below:

𝑥 𝑦𝑢 ∆𝑦𝑢 ∆2 𝑦𝑢 ∆3 𝑦𝑢 ∆4 𝑦𝑢
21 18.4708
-0.6564
25 17.8144 -0.0510
-0.7074 -0.0054
29 17.1070 -0.0564 -0.0022
-0.7638 -0.0076
33 16.3432 -0.0640
-0.8278
37 15.5154

Gauss Forward interpolation formula,


u (u  1) 2 (u  1)u (u  1) 3 (u  1)u (u  1)(u  2) 4
yu  y0  uy0   y1   y1   y2  ...
2 6 24
(0.0564) (.25  1)(.25)(.25  1)
y0.25  17.1070  (0.25)(0.7638)  (0.25)(.25  1)  (0.0076)
2 6
(.25  1)(.25)(.25  1)(.25  2)
 (0.0022)
24
=1741.416 approx.

Question 2:
Use Gauss Forward formula to find the value of y when x=3.75, given the following table:

x: 2.5 3.0 3.5 4.0 4.5 5.0


yx : 24.145 22.043 20.225 18.644 17.262 16.047

Solution:
Let us take 3.5 as the origin and .5 as the unit.
P a g e | 33

x  x0 3.75  3.5
We know u    .5
h. .5
The difference table is given below:
x yu yu  2 yu  3 yu  4 yu  5 yu
2.5 24.145
-2.102
3.0 22.043 .284
-1.818 -.047
3.5 20.225 .237 .009
-1.581 -.038 -.003
4.0 18.644 .199 .006
-1.382 -.032
4.5 17.262 .167
-1.215
5.0 16.047

Gauss Forward interpolation formula,


u (u  1) 2 (u  1)u (u  1) 3 (u  1)u (u  1)(u  2) 4
yu  y0  uy0   y1   y1   y2  ...
2 6 24
.5(.5  1) (.5  1)(.5)(.5  1)
y.5  20.225  (.5)(1.581)  (.237)  ( .038) 
2 6
(.5  1)(.5)(.5  1)(.5  2) (.5  2)(.5  1)(.5)(.5  1)(.5  2)
(.009)  (.003)
24 120
=20.225-0.7905-.029625+.002375+.002109-.0000352
=19.40 approx.

Question 3:
Use Gauss forward formula to find e  x when x =1.748 from the following table:
X 1.72 1.73 1.74 1.75 1.76 1.77
F(x) 0.1790 0.1773 0.1755 0.1738 0.1720 0.1703

Solution:
Here the origin be taken at 1.74. Also here, h=0.01
P a g e | 34

1.748  1.74
u  0.8
0.01
The difference table is given below:
x 104 y 104 y 104  2 y 10 4  3 y 104  4 y
1.72 1790
-17
1.73 1773 -1
-18 2
1.74 1755 1 -4
-17 -2
1.75 1738 -1 4
-18 2
1.76 1720 1
-17
1.77 1703

Gauss Forward interpolation formula,


u (u  1) 2 (u  1)u (u  1) 3 (u  1)u (u  1)(u  2) 4
yu  y0  uy0   y1   y1   y2  ...
2 6 24
(.8)(0.8  1) (0.8)(0.8  1)(0.8  1)
104 F (0.8) = 1755  (.8)(17)  (1)  (2)
2 6
=1741.416 approx.

Gauss Backward Interpolation Formula:


Newton’s general interpolation formula:
𝑦 = 𝑓(𝑥) = 𝑓(𝑥0 ) + (𝑥 − 𝑥0 )𝛿 (𝑥0 , 𝑥1 ) + (𝑥 − 𝑥0 )(𝑥 − 𝑥1 )𝛿 (𝑥0 , 𝑥1 , 𝑥2 )
+ (𝑥 − 𝑥0 )(𝑥 − 𝑥1 )(𝑥 − 𝑥2 )𝛿 (𝑥0 , 𝑥1 , 𝑥2 , 𝑥3 ) + ⋯
Let 𝑥0 = 𝑥0 , 𝑥1 = 𝑥0 − ℎ, 𝑥2 = 𝑥0 + ℎ, 𝑥3 = 𝑥0 − 2ℎ, 𝑥4 = 𝑥0 + 2ℎ, …
Thus we get,
𝑦 = 𝑦0 + (𝑥 − 𝑥0 )𝛿 (𝑥0 , 𝑥0 − ℎ) + (𝑥 − 𝑥0 )(𝑥 − 𝑥0 + ℎ)𝛿 (𝑥0 , 𝑥0 − ℎ, 𝑥0 + ℎ)
+ (𝑥 − 𝑥0 )(𝑥 − 𝑥0 + ℎ)(𝑥 − 𝑥0 − ℎ)𝛿 (𝑥0 , 𝑥0 − ℎ, 𝑥0 + ℎ, 𝑥0 − 2ℎ)
+ ⋯ … … … … … (1)
P a g e | 35

Let,
𝑥 − 𝑥0
𝑢=

∴ 𝑥 − 𝑥0 = ℎ𝑢
𝑦 = 𝑦0 + ℎ𝑢𝛿(𝑥0 , 𝑥0 − ℎ) + ℎ𝑢(ℎ𝑢 + ℎ)𝛿 (𝑥0 , 𝑥0 − ℎ, 𝑥0 + ℎ) + ℎ𝑢(ℎ𝑢 + ℎ)(ℎ𝑢
− ℎ)𝛿 (𝑥0 − 2ℎ, 𝑥0 − ℎ, 𝑥0 , 𝑥0 + ℎ) + ℎ𝑢(ℎ𝑢 + ℎ)(ℎ𝑢 − ℎ)(ℎ𝑢
+ 2ℎ)𝛿 (𝑥0 − 2ℎ, 𝑥0 − ℎ, 𝑥0 , 𝑥0 + ℎ, 𝑥0 + 2ℎ) … … … … … . (2)
From the symmetric property of divided difference, we have:
𝑦0 − 𝑦−1 ∆𝑦−1 ∆𝑦−1
𝛿 (𝑥0 , 𝑥0 − ℎ) = 𝛿 (𝑥0 − ℎ, 𝑥0 ) = = =
𝑥0 − 𝑥−1 𝑥0 − 𝑥0 + ℎ 1! ℎ
Again: 𝛿 (𝑥0 , 𝑥0 + ℎ, 𝑥0 − ℎ) = 𝛿(𝑥0 − ℎ, 𝑥0 , 𝑥0 + ℎ)
Since 𝑥0 − ℎ = 𝑥−1 , 𝑥0 + ℎ = 𝑥1
1 𝑦1 − 𝑦0 𝑦0 − 𝑦−1
𝛿 (𝑥0 − ℎ, 𝑥0 , 𝑥0 + ℎ) = [ − ]
2ℎ 𝑥1 − 𝑥0 𝑥0 − 𝑥−1
1 ∆𝑦0 ∆𝑦−1
= [ − ]
2ℎ ℎ ℎ
1
= [∆𝑦0 − ∆𝑦−1 ]
2ℎ2
∆2 𝑦−1
=
2ℎ2
∆2 𝑦−1
=
2! ℎ2

∆3 𝑦−2
𝛿 (𝑥0 − 2ℎ, 𝑥0 − ℎ, 𝑥0 , 𝑥0 + ℎ) =
3! ℎ3
∆4 𝑦−2
𝛿 (𝑥0 − 2ℎ, 𝑥0 − ℎ, 𝑥0 , 𝑥0 + ℎ, 𝑥0 + 2ℎ) =
4! ℎ4
And so on.
∆𝒚−𝟏 ∆𝟐 𝒚−𝟏 𝟐
∆𝟑 𝒚−𝟐
∴ 𝒚 = 𝒇(𝒙) = 𝒚𝟎 + 𝒖 (
+𝒖 𝒖+𝟏 ) + 𝒖(𝒖 − 𝟏)
𝟏! 𝟐! 𝟑!
𝟒
∆ 𝒚 −𝟐
+ 𝒖(𝒖𝟐 − 𝟏)(𝒖 + 𝟐) +⋯
𝟒!
This is known as the Gauss Backward interpolation formula for equal intervals.
P a g e | 36

∆𝑦−1 ∆3 𝑦−2 ∆5 𝑦−3


Central line:
𝑦0 ∆2 𝑦−1 ∆4 𝑦−2 ∆6 𝑦−3

Problem-Solving Using Gauss Backward Formula:

Question 1:
Use Gauss’s backward formula to find y for 𝒙 = 𝟖 from the following:
𝒙 𝟎 𝟓 𝟏𝟎 𝟏𝟓 𝟐𝟎 𝟐𝟓
𝒚 = 𝒇(𝒙) 𝟕 𝟏𝟏 𝟏𝟒 𝟏𝟖 𝟐𝟒 𝟑𝟐

Solution:
The central difference table for the given problem is:
𝑥 𝑦 ∆𝑦 ∆2 𝑦 ∆3 𝑦 ∆4 𝑦 ∆5 𝑦
0 7
4
5 11 −1
3 2
10 14 1 −1
4 1 0
15 18 2 −1
6 0
20 24 2
8
25 32

(8−10)
Here, 𝑢 = = −0.4
5

From Gauss's backward formula, we know,


𝑢(𝑢 + 1) 2 𝑢(𝑢 + 1)(𝑢 − 1) 3
y = 𝑦0 + 𝑢𝛥𝑦−1 + 𝛥 𝑦−1 + 𝛥 𝑦−2 +
2 3!
𝑢(𝑢 + 1)(𝑢 − 1)(𝑢 + 2) 4 𝑢(𝑢 + 1)(𝑢 − 1)(𝑢 + 2)(𝑢 − 2) 5
𝛥 𝑦−2 + 𝛥 𝑦−3 +. . .
4! 5!
P a g e | 37

𝑦8 = 12.826 𝑎𝑝𝑝𝑟𝑜𝑥.

Question 2:
Interpolate using Gauss’s backward formula the population for the year 1936, given in the
following table:
𝑌𝑒𝑎𝑟 1901 1911 1921 1931 1941 1951
𝑃𝑜𝑝𝑢𝑙𝑎𝑡𝑖𝑜𝑛 12 15 20 27 39 52

Solution:
Taking 1931 as the origin and 10 years as the unit, then the population is to be estimated for
1936−1931
𝑢= = .5
10

The Difference table is given below:

𝑥 𝑦 ∆𝑦 ∆2 𝑦 ∆3 𝑦 ∆4 𝑦 ∆5 𝑦
1901 12
3
1911 15 2
5 0
1921 20 2 3
7 3 −10
1931 27 5 −7
12 −4
1941 39 1
13
1951 52

Now, the Gauss Backward Formula is


𝑢(𝑢 + 1) 2 𝑢(𝑢 + 1)(𝑢 − 1) 3
y = 𝑦0 + 𝑢𝛥𝑦−1 + 𝛥 𝑦−1 + 𝛥 𝑦−2 +
2 3!
𝑢(𝑢 + 1)(𝑢 − 1)(𝑢 + 2) 4 𝑢(𝑢 + 1)(𝑢 − 1)(𝑢 + 2)(𝑢 − 2) 5
𝛥 𝑦−2 + 𝛥 𝑦−3 +. . .
4! 5!
(.5 + 1).5 . 5(.5 + 1)(.5 − 1)
𝑦 = 27 + (.5)(7) + (5) + (3) +
2 6
. 5(.5 + 1)(.5 + 2)(.5 − 1) . 5(.5 + 1)(.5 + 2)(.5 − 1)(.5 − 2)
(−7) + (−10)
24 120
P a g e | 38

= 27 + 3.5 + 1.875 − .1875 + .2734 − .1172


= 32.3437 𝑎𝑝𝑝𝑟𝑜𝑥.
Question 3:
Use Gauss’s backward formula to find y for 𝒙 = 𝟗 from the following:
𝒙 𝟎 𝟒 𝟖 𝟏𝟐 𝟏𝟔
𝒚 = 𝒇(𝒙) 14 24 32 35 40

Solution:
The central difference table for the given problem is:
𝑥 𝑦 ∆𝑦 ∆2 𝑦 ∆3 𝑦 ∆4 𝑦
0 14
10
4 24 −2
8 −3
8 32 −5 10
3 7
12 35 2
5
16 40

(9−8)
Here, 𝑢 = = 0.25
4

From Gauss's backward formula, we know,


𝑢(𝑢 + 1) 2 𝑢(𝑢 + 1)(𝑢 − 1) 3
y = 𝑦0 + 𝑢𝛥𝑦−1 + 𝛥 𝑦−1 + 𝛥 𝑦−2 +
2 3!
𝑢(𝑢 + 1)(𝑢 − 1)(𝑢 + 2) 4 𝑢(𝑢 + 1)(𝑢 − 1)(𝑢 + 2)(𝑢 − 2) 5
𝛥 𝑦−2 + 𝛥 𝑦−3 +. . .
4! 5!
= 33.116 𝑎𝑝𝑝𝑟𝑜𝑥.

Question 4:

Find a Solution for 𝒙 = 𝟏𝟗𝟕𝟔 using the Gauss Backward formula.


P a g e | 39

𝒙 𝒇(𝒙)
𝟏𝟗𝟒𝟎 𝟏𝟕
𝟏𝟗𝟓𝟎 𝟐𝟎
𝟏𝟗𝟔𝟎 𝟐𝟕
𝟏𝟗𝟕𝟎 𝟑𝟐
𝟏𝟗𝟖𝟎 𝟑𝟔
𝟏𝟗𝟗𝟎 𝟑𝟖

Solution:

The value of the table for x and y

𝑥 1940 1950 1960 1970 1980 1990


𝑦 17 20 27 32 36 38

Taking 1970 as the origin and 10 years as the unit, then the population is to be estimated for
𝑢=
1976 − 1970
= .6
10
The difference table is given below:
𝑥 𝑦 ∆𝑦 ∆2 𝑦 ∆3 𝑦 ∆4 𝑦 ∆5 𝑦
1940 17
3
1950 20 4
7 −6
1960 27 −2 7
5 1 −9
1970 32 −1 −2
4 −1
1980 36 −2
2
1990 38

Now, the Gauss Backward Formula is


P a g e | 40

𝑢(𝑢 + 1) 2 𝑢(𝑢 + 1)(𝑢 − 1) 3


𝑦 = 𝑦0 + 𝑢𝛥𝑦−1 + 𝛥 𝑦−1 + 𝛥 𝑦−2 +
2 3!
𝑢(𝑢 + 1)(𝑢 − 1)(𝑢 + 2) 4 𝑢(𝑢 + 1)(𝑢 − 1)(𝑢 + 2)(𝑢 − 2) 5
𝛥 𝑦−2 + 𝛥 𝑦−3 +. . .
4! 5!
𝑦 = 32 + 3 − 0.48 − 0.064 + 0.0832 − 0.104832
𝑦 = 34.43437 𝑎𝑝𝑝𝑟𝑜𝑥.

Stirling’s Interpolation Formula:


We know that Gauss’s forward interpolation formula for equal intervals:
𝑢(𝑢 − 1) 2 (𝑢 + 1)𝑢(𝑢 − 1) 3
y = 𝑦0 + 𝑢𝛥𝑦0 + 𝛥 𝑦−1 + 𝛥 𝑦−1
2 6
(𝑢 + 1)𝑢(𝑢 − 1)(𝑢 − 2) 4
+ 𝛥 𝑦−2 +. ..
24
We also have Gauss’s backward interpolation formula for equal intervals:
∆𝑦−1 ∆2 𝑦−1 2
∆3 𝑦−2 2
∆4 𝑦−2
𝑦 = 𝑦0 + 𝑢 + 𝑢 (𝑢 + 1 ) + 𝑢(𝑢 − 1) + 𝑢(𝑢 − 1)(𝑢 + 2) +⋯
1! 2! 3! 4!
Taking the mean of Gauss’s forward formula and Gauss’s backward formula, we get
(∆𝒚−𝟏 + ∆𝒚𝟎 ) 𝒖𝟐 𝟐 𝒖(𝒖𝟐 − 𝟏) (∆𝟑 𝒚−𝟐 + ∆𝟑 𝒚−𝟏 )
𝒚 = 𝒚𝟎 + 𝒖 + ∆ 𝒚−𝟏 +
𝟐 𝟐 𝟑! 𝟐
𝒖𝟐 (𝒖𝟐 − 𝟏) 𝟒 𝒖𝟐 (𝒖𝟐 − 𝟏)(𝒖𝟐 − 𝟐𝟐 ) (∆𝟓 𝒚−𝟑 + ∆𝟓 𝒚−𝟐 )
+ ∆ 𝒚−𝟐 + +⋯
𝟒! 𝟓! 𝟐
This is known as the Stirling’s formula.
The more general form of Stirling’s formula is:
(∆𝒚−𝟏 + ∆𝒚𝟎 ) 𝒖𝟐 𝟐 𝒖(𝒖𝟐 − 𝟏) (∆𝟑 𝒚−𝟐 + ∆𝟑 𝒚−𝟏 )
𝒚 = 𝒚𝟎 + 𝒖 + ∆ 𝒚−𝟏 +
𝟐 𝟐 𝟑! 𝟐
𝟐 𝟐
𝒖 (𝒖 − 𝟏) 𝟒
+ ∆ 𝒚−𝟐 + ⋯
𝟒!
𝒖𝟐 (𝒖𝟐 − 𝟏)(𝒖𝟐 − 𝟐𝟐 ) … [𝒖𝟐 − (𝒌 − 𝟏)𝟐 ] (∆𝟐𝒌−𝟏 𝒚−𝒌+𝟏 + ∆𝟐𝒌−𝟏 𝒚−𝒌 )
+
(𝟐𝒌 − 𝟏)! 𝟐
𝟐 (𝒖𝟐 𝟐 𝟐) 𝟐 𝟐
𝒖 − 𝟏)(𝒖 − 𝟐 … [𝒖 − (𝒌 − 𝟏) ] 𝟐𝒌
+ (∆ 𝒚−𝒌 )
(𝟐𝒌)!
The difference table is shown as before:
P a g e | 41

𝑦 ∆𝑦 ∆2 𝑦 ∆3 𝑦 ∆4 𝑦 …
∆𝑦−1 ∆3 𝑦−2 …
𝑦0 ∆2 𝑦−1 ∆4 𝑦−2 …
∆𝑦0 ∆3 𝑦−1 …

Problem-Solving Using Stirling’s Formula:


Question 1:
From the following table, find 𝒆𝟎.𝟔𝟒𝟒 by applying Stirling’s formula:
𝒙 𝟎. 𝟔𝟏 𝟎. 𝟔𝟐 𝟎. 𝟔𝟑 𝟎. 𝟔𝟒 𝟎. 𝟔𝟓 𝟎. 𝟔𝟔 𝟎. 𝟔𝟕
𝒚 𝟏. 𝟖𝟒𝟎𝟒𝟑𝟏 𝟏. 𝟖𝟓𝟖𝟗𝟐𝟖 𝟏. 𝟖𝟕𝟕𝟔𝟏𝟎 𝟏. 𝟖𝟗𝟔𝟒𝟖𝟏 𝟏. 𝟗𝟏𝟓𝟓𝟒𝟏 𝟏. 𝟗𝟑𝟒𝟕𝟗𝟐 𝟏. 𝟗𝟓𝟒𝟐𝟑𝟕
Solution:
The difference table is given below:
𝑥 𝑦 ∆𝑦 ∆2 𝑦 ∆3 𝑦 ∆4 𝑦
0.61 1.840431
0.018497
0.62 1.858924 0.000185
0.018682 0.000004
0.63 1.877610 0.000189 −0.000004
0.018871 0.0
0.64 1.896481 0.000189 0.000002
0.01906 0.000002
0.65 1.915541 0.000191 0.000001
0.019251 0.000003
0.66 1.934792 0.000194
0.019445
0.67 1.954237

Here,
0.644 − 0.64
𝑢= = 0.4
0.01
By Stirling’s Formula:
(∆𝑦−1 + ∆𝑦0 ) 𝑢 2 2 𝑢(𝑢 2 − 1) (∆3 𝑦−2 + ∆3 𝑦−1 )
𝑦 = 𝑦0 + 𝑢 + ∆ 𝑦−1 + +⋯
2 2 3! 2
∴ 𝑒 0.644 = 1.904082253

Question 2:
P a g e | 42

Use Stirling’s formula to find 𝒚𝟐𝟖 , given


𝒚𝟐𝟎 = 𝟒𝟗𝟐𝟐𝟓, 𝒚𝟐𝟓 = 𝟒𝟖𝟑𝟏𝟔, 𝒚𝟑𝟎 = 𝟒𝟕𝟐𝟑𝟔, 𝒚𝟑𝟓 = 𝟒𝟓𝟗𝟐𝟔, 𝒚𝟒𝟎 = 𝟒𝟒𝟑𝟎𝟔
Solution:
Taking 𝑥 = 30 as the origin and ℎ = 5 as the unit, the value of y required will be for
28 − 30
𝑢= = −0.4
5
𝑥 𝑦 ∆𝑦 ∆2 𝑦 ∆3 𝑦 ∆4 𝑦
20 49225
−909
25 48316 −171
−1080 −59
30 47236 −230 −21
−1310 −80
35 45926 −310
−1620
40 44306
Putting the values in Stirling’s formula, we get
(∆𝑦−1 + ∆𝑦0 ) 𝑢 2 2 𝑢(𝑢 2 − 1) (∆3 𝑦−2 + ∆3 𝑦−1 )
𝑦 = 𝑦0 + 𝑢 + ∆ 𝑦−1 +
2 2 3! 2
= 47236 + 478 − 18.4 − 3.8920 + 0.1176
= 47692 𝑎𝑝𝑝𝑟𝑜𝑥.

Question 3:
Use Stirling’s formula to find 𝒚𝟑𝟓 , given
𝒚𝟐𝟎 = 𝟓𝟏𝟐, 𝒚𝟑𝟎 = 𝟒𝟑𝟗, 𝒚𝟒𝟎 = 𝟑𝟒𝟔, 𝒚𝟓𝟎 = 𝟐𝟒𝟑
Where 𝑦𝑥 represents the number of persons at age x years in a life table.
Solution:
Taking 𝑥 = 30 as the origin and ℎ = 10 as the unit, the value of 𝑦 required will be for
35 − 30
𝑢= = 0.5
10
The difference table is given below:
P a g e | 43

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

Putting the values in Stirling’s formula, we get


(∆𝑦−1 + ∆𝑦0 ) 𝑢 2 2 𝑢(𝑢 2 − 1) (∆3 𝑦−2 + ∆3 𝑦−1 )
𝑦 = 𝑦0 + 𝑢 + ∆ 𝑦−1 + +⋯
2 2 3! 2
1 (0.5)2 (0.5)[(0.5)2 − 1] 1
𝑦35 = 439 + (.5) [−73 + (−93)] + (−20) + [10]
2 2! 3! 2
= 439 − 41.45 − 2.5 − 0.31
= 394.6875 𝑎𝑝𝑝𝑟𝑜𝑥.
Question 4: Apply Stirling’s formula to find the value of 𝑭 (𝟏. 𝟑𝟒) from the following table
𝑿: 𝟎 𝟎. 𝟓 𝟏. 𝟎 𝟏. 𝟓 𝟐. 𝟎
𝑭(𝑿): 𝟎 𝟏𝟗𝟏 𝟑𝟒𝟏 𝟒𝟑𝟑 𝟒𝟕𝟕
Solution:
Here,
1.34 − 1
𝑢= = 0.60
0.5
The difference table is given below:
𝑥 𝑦 ∆𝑦 ∆2 𝑦 ∆3 𝑦 ∆4 𝑦
0 0
191
0.5 191 −41
150 −17
1.0 341 −58 27
92 10
1.5 433 −48
44
2.0 477
P a g e | 44

Putting the values in Stirling’s formula,


(∆𝑦−1 + ∆𝑦0 ) 𝑢 2 2 𝑢(𝑢 2 − 1) (∆3 𝑦−2 + ∆3 𝑦−1 )
𝑦 = 𝑦0 + 𝑢 + ∆ 𝑦−1 + +⋯
2 2 3! 2
𝑦1.34 = 409.80 𝑎𝑝𝑝𝑟𝑜𝑥.
Question 5:
Find 𝑓(𝑥) at 𝒙 = 𝟕 from following data
𝒙 𝟐 𝟒 𝟔 𝟖 𝟏𝟎
𝑭(𝒙) 𝟓 𝟒𝟗 𝟏𝟖𝟏 𝟒𝟒𝟗 𝟗𝟎𝟏
Solution:
The difference table is given below:

𝑥 𝑦 ∆𝑦 ∆2 𝑦 ∆3 𝑦 ∆4 𝑦
2 5
44
4 49 88
132 48
6 181 136 0
268 48
8 449 184
452
10 901

Here,
7−6
𝑢= = 0.5
2
By Stirling’s Formula:
(∆𝑦−1 + ∆𝑦0 ) 𝑢 2 2 𝑢(𝑢 2 − 1) (∆3 𝑦−2 + ∆3 𝑦−1 )
𝑦 = 𝑦0 + 𝑢 + ∆ 𝑦−1 + +⋯
2 2 3! 2
𝑦7 = 295 𝑎𝑝𝑝𝑟𝑜𝑥.
Question 6:
Use Stirling’s formula to find y for 𝒙 = 𝟗 from the following:
𝒙 𝟎 𝟒 𝟖 𝟏𝟐 𝟏𝟔
𝒚 = 𝒇(𝒙) 𝟏𝟒 𝟐𝟒 𝟑𝟐 𝟑𝟓 𝟒𝟎
P a g e | 45

Solution:
The Central difference table for the given problem is:
𝑥 𝑦 ∆𝑦 ∆2 𝑦 ∆3 𝑦 ∆4 𝑦
0 14
10
4 24 −2
8 −3
8 32 −5 10
3 7
12 35 2
5
16 40

Here,
9−8
𝑢= = 0.25
4
By Stirling’s Formula:
(∆𝑦−1 + ∆𝑦0 ) 𝑢 2 2 𝑢(𝑢 2 − 1) (∆3 𝑦−2 + ∆3 𝑦−1 )
𝑦 = 𝑦0 + 𝑢 + ∆ 𝑦−1 + +⋯
2 2 3! 2
𝑦9 = 33.116 𝑎𝑝𝑝𝑟𝑜𝑥.

Bessel's Interpolation:
We know that Gauss's forward interpolation formula for equal interval:

∆y0 ∆ 2 y_ 1 ∆3 y_1
y = y0 + u + u(u − 1) + u(u − 1)(u + 1) +
1! 2! 3!
∆4 y
u(u2 − 1)(u + 2) +…………. (1)
4!
𝑥−𝑥0
Where 𝑢 =

We Know ∆𝑦0 = 𝑦1 − 𝑦0
𝑦0 = 𝑦1 − ∆𝑦0 … … … … … … . . (2)
And 𝑦−1 = 𝑦0 − ∆𝑦−1
∆2 𝑦_1 = ∆3 ∆𝑦−1 … … … . (3)
P a g e | 46

Similarly ∆4 𝑦−2 = ∆5 ∆𝑦−2 … … … . (4)


We have equation (1):
1
𝑦0 + 𝑦1 1 𝑢(𝑢 − 1) ∆2 𝑦−1 + ∆2 𝑦0 𝑢(𝑢 − 2)(𝑢 − 1) 3
𝑦= + (𝑢 − ) ∆𝑦0 + + ∆ 𝑦−1
2 2 2! 2 3!
𝑢(𝑢 2 − 1)(𝑢 − 2) (∆4 𝑦−2 + ∆4 𝑦−1
+
4! 2
1 2
𝑢(𝑢 − )(𝑢 − 1)(𝑢 − 2)
+ 2 ∆5 𝑦−2 … … … … … … ….
5!
This is known as the Bessel’s interpolation formula.
The standard form of the Bessel's interpolation formula is:
1
𝑢(𝑢 − 1) ∆2 𝑦−1 + ∆2 𝑦0 𝑢(𝑢 − 2)(𝑢 − 1) 3
𝑦 = 𝑦0 + 𝑢∆𝑦0 + + ∆ 𝑦−1
2! 2 3!
𝑢(𝑢 2 − 1)(𝑢 − 2) (∆4 𝑦−2 + ∆4 𝑦−1
+
4! 2
1 2
𝑢(𝑢 − )(𝑢 − 1)(𝑢 − 2)
+ 2 ∆5 𝑦−2 … … … … … … ….
5!
Here first two terms transforming to 𝑦0 + 𝑢∆𝑦0 𝑎 𝑠 𝑏 𝑒 𝑐 𝑎 𝑢 𝑠 𝑒 ∆𝑦0 = 𝑦1 − 𝑦0

Problem solved by using Bessel’s Formula:

From the following table find 𝑒 0.644 by applying Bessel’s formula


x 0.61 0.62 0.63 0.64 0.65 0.66 0.67
y 1.840431 1.858928 1.877610 1.896481 1.915541 1.934792 1.954237

Solution:

Here x = 0.644,𝑥0 = 0.64, h = 0.01


𝑥−𝑥0 0.644−0.64
Then 𝑢 = = = 0.4
ℎ 0.01

Difference Table:
P a g e | 47

x Y = 𝑒𝑥 ∆y ∆2 y ∆3 y ∆4 y
0.61 1.840431
0.018497
0.62 1.858928 0.000185
0.000004
0.63 1.877610 0.018682 -0.000004
0.000189
0.00 = ∆3 𝑦−2 0.000002 = ∆4 𝑦−2

0.64 1.896481 0.018871 =


= 𝑦0 ∆𝑦−1 0.000189=
∆2 𝑦−1 0.00002 = ∆3 𝑦−1
0.65 1.915541 0.01906 = ∆𝑦0 0.000001
0.000191
0.66 1.934792 0.019251 0.000003
0.000194
0.019445
0.67 1.954237

By Bessel’s formula
1
𝑦0 + 𝑦1 1 𝑢(𝑢 − 1) ∆2 𝑦−1 + ∆2 𝑦0 𝑢(𝑢 − 2)(𝑢 − 1) 3
𝑦(𝑢) = + (𝑢 − ) ∆𝑦0 + + ∆ 𝑦−1
2 2 2! 2 3!
𝑢(𝑢 2 − 1)(𝑢 − 2) (∆4 𝑦−2 + ∆4 𝑦−1
+
4! 2
1
𝑦(0.644) = (1.896481 + 1.915541) + (0.4 − 0.5)0.01906
2
0.4(0.4 − 1) 0.000189 + 0.000189 0.4(0.4 − 0.5)(0.4 − 1)
+ + (0.00002)
2! 2 3!
0.4(0.42 − 1)(0.4 − 2) (0.000002 + 0.000004)
+
4! 2
= 1.904082336
By calculating, 𝑒 0.644 = 1.904081995
Error = 1.904081995-1.904082336 = 0.00000034
P a g e | 48

Numerical Integration
The process of computing the value of a definite integral from a set of numerical values of
the integrand is called Numerical Integral. When applied to the integration of a function of
a single variable, the process is known as Quadrature.
Three types of numerical integration:
1. Trapezoidal Rule
2. Simpson’s one third rule
3. Simpson’s three eight rule
1. Trapezoidal Rule
x0 +h
∫ ydx = h[1/2(𝑦0 − 𝑦𝑛 ) + (𝑦1 + 𝑦2 + ⋯ … … . . +𝑦𝑛−1 )
x0

Here 𝑓 (𝑥) = 𝑦
𝑓(𝑥0 ) = 𝑦0
For h interval
𝑓(𝑥1 ) = 𝑓 (𝑥0 + ℎ) = 𝑦1
𝑓(𝑥2 ) = 𝑓(𝑥0 + 2ℎ) = 𝑦2
𝑓(𝑥0 + 𝑛ℎ) = 𝑦𝑛
Example:
12 𝑑𝑥
1. Evaluate ∫5 trapezoid rule also find the error with comparing the actual integral value
𝑥

Solution:
Divided the range with comparing of integration (5, 12) equal parts each of width ℎ =
12−5
=1
7
1
Where 𝑓(𝑥) = =𝑦
𝑥
P a g e | 49

x y = 1/x
𝑥0 = 5 1
𝑦0 = = 𝑜. 2
5
𝑥1 = 𝑥0 + ℎ = 6 1
𝑦1 = = 0.16667
6
𝑥2 = 𝑥0 + 2ℎ = 7 1
𝑦2 = = 0.14286
7
𝑥3 = 𝑥0 + 3ℎ = 8 1
𝑦3 = = 0.125
8
𝑥4 = 𝑥0 + 4ℎ = 9 1
𝑦4 = = 0.11111
9
𝑥5 = 𝑥0 + 5ℎ = 10 1
𝑦5 = = 0.1
10
𝑥6 = 𝑥0 + 6ℎ = 11 1
𝑦6 = = 0.09091
11
𝑥7 = 𝑥0 + 7ℎ = 12 1
𝑦7 = = 0.83333
12

12 𝑑𝑥 1
∫5 = [ (0.2 + 0.083333) + (0.16667 + 0.14286 + 0.125 + 0.11111 + 0.09091)
𝑥 2
= (0.141665 + 0.73655)
= 0.878215
12 𝑑𝑥
Actual value ∫5 = [𝑙𝑛𝑥]12
5
𝑥

= [𝑙𝑛12 − 𝑙𝑛5]
= 0.8754687
Error = -0.0027463

2. If we take n = 14 in the place of 7 then the problem will be:


12 − 5
ℎ= = 0.5
14
P a g e | 50

x Y=1/x
𝑥0 = 5 1
𝑦0 = = 𝑜. 2
5
𝑥1 = 𝑥0 + ℎ = 5.5 1
𝑦1 = = 0.181818
5.5
𝑥2 = 𝑥0 + 2ℎ = 6 1
𝑦2 = = 0.166667
6
𝑥3 = 𝑥0 + 3ℎ = 6.5 1
𝑦3 = = 0.153846
6.5
𝑥4 = 𝑥0 + 4ℎ = 7 1
𝑦4 = = 0.142857
7
𝑥5 = 𝑥0 + 5ℎ = 7.5 1
𝑦5 = = 0.133333
7.5
𝑥6 = 𝑥0 + 6ℎ = 8 1
𝑦6 = = 0.125
8
𝑥7 = 𝑥0 + 7ℎ = 8.5 1
𝑦7 = = 0.117647
8.5
𝑥8 = 𝑥0 + 8ℎ = 9 1
𝑦8 = = 0.11111
9
𝑥9 = 𝑥0 + 9ℎ = 9.5 1
𝑦9 = = 0.105263
9.5
𝑥10 = 𝑥0 + 10ℎ = 10 1
𝑦10 = = 0.1
10
𝑥11 = 𝑥0 + 11ℎ = 10.5 1
𝑦11 = = 0.095238
10.5
𝑥12 = 𝑥0 + 12ℎ = 11 1
𝑦12 = = 0.090909
11
𝑥713 = 𝑥0 + 13ℎ = 11.5 1
𝑦13 = = 0.086956
11.5
𝑥14 = 𝑥0 + 14ℎ = 12 1
𝑦14 = = 0.083333
12

12 𝑑𝑥
∫5 = ℎ[1/2(𝑦0 + 𝑦𝑛 ) + (𝑦1 + 𝑦2 +𝑦3 + ⋯ … … . +𝑦𝑛−1 )
𝑥
1
= 0.5[ (0.2 + 0.083333) + 1.610645]
2

= 0.876155

12 𝑑𝑥
Actual value = ∫5 = [𝑙𝑛𝑥]12
5
𝑥

= [𝑙𝑛12 − 𝑙𝑛5]
= 0.875468
P a g e | 51

Error = Actual value – trapezoidal value


= 0.875468-0.876155
= 0.000687

Simpson’s one third rule:


Putting n=2 in formula (1) i.e.,
𝑛 𝑢(𝑢−1) 𝑢(𝑢−1)(𝑢−2)
𝐼 = ℎ ∫0 [𝑦0 + 𝑢∆𝑦0 + ∆2 𝑦0 + ∆3 𝑦0 + ⋯ ] 𝑑𝑢
2! 3!

𝑛2 𝑛3 𝑛2 ∆2 𝑦0 𝑛4 ∆3 𝑦0
= ℎ [𝑛𝑦0 + ∆𝑦0 + ( − ) +( − 𝑛3 + 𝑛2 )
2 3 2 2! 4 3!

𝑛5 3𝑛4 11𝑛3 2
∆4 𝑦0
+( − + − 3𝑛 ) + ⋯ 𝑢𝑝𝑡𝑜 (𝑛 + 1) 𝑡𝑒𝑟𝑚𝑠]
5 2 3 4!
And neglecting the third and higher order differences, we obtain
𝑥 +2ℎ 22 23 22 ∆2 𝑦0
∫𝑥 0 𝑦𝑑𝑥 = ℎ [2𝑦0 +
2
∆𝑦0 + (
3

2
)
2!
]
0

2 1
=h [2y0 + 2(𝑦1 − 𝑦0 ) + ( . ) (𝑦2 − 2𝑦1 + 𝑦0 )]
3 2

[as ∆2 𝑦0 = ∆𝑦1 − ∆𝑦0 = (𝑦2 − 𝑦1 ) − (𝑦1 − 𝑦0 )]



= [𝑦0 + 4𝑦1 + 𝑦0 ] ………………… (3)
3

Clearly (3) determines the area of two strips, bounded by the ordinates at
𝑥0 , 𝑥0 + ℎ 𝑎𝑛𝑑 𝑥0 + 2ℎ , at a time. Now by using (3), if n is a multiple of 2 i.e.
n is an even positive integer, we obtain,
𝑥 +4ℎ ℎ
∫𝑥 0+2ℎ 𝑦𝑑𝑥 = 3 [𝑦2 + 4𝑦3 + 𝑦4 ]
0

𝑥 +6ℎ ℎ
∫𝑥 0+4ℎ 𝑦𝑑𝑥 = 3 [𝑦4 + 4𝑦5 + 𝑦9 ]
0

………………………………………
𝑥 +𝑛ℎ ℎ
∫𝑥 0+(𝑛−2)ℎ 𝑦𝑑𝑥 = 3 [𝑦(𝑛−2) + 4𝑦(𝑛−1) + 𝑦𝑛 ]
0

Adding all these integrals, we get


P a g e | 52

𝑏
𝑥0 +𝑛ℎ
𝐼 = ∫ 𝑦𝑑𝑥 = ∫ 𝑦𝑑𝑥
𝑥0
𝑎
𝑥 +2ℎ 𝑥 +4ℎ 𝑥 +6ℎ 𝑥 +𝑛ℎ
= ∫𝑥 0 𝑦𝑑𝑥 +∫𝑥 0 𝑦𝑑𝑥 + ∫𝑥 0 𝑦𝑑𝑥 + ⋯ + ∫𝑥 0 𝑦𝑑𝑥
0 0+2ℎ 0+4ℎ 0+(𝑛−2)ℎ

ℎ ℎ
= [𝑦0 + 4𝑦1 + 𝑦0 ] + [𝑦2 + 4𝑦3 + 𝑦4 ] + ⋯ + [𝑦(𝑛−2) + 4𝑦(𝑛−1) + 𝑦𝑛 ]
3 3

= [(𝑦0 + 𝑦𝑛 ) + 4(𝑦1 + 𝑦3 + … + 𝑦𝑛−1 ) + 2(𝑦2 +𝑦4 + ⋯ + 𝑦𝑛−2 )]
3

= [(sum of extreme ordinates) + 4(sum of odd ordinates) + 2(sum of even
3

ordinates)].
This is known as Simpson’s one third rule.
In this method we find the area of two strips at a time. Also in this method, in two
consecutive intervals we replace y by a second-degree polynomial as its differences of order
higher than 2 will vanish.

Problem Solving using Simpson’s one third Formula:


Question 1:
12 𝑑𝑥 1
Evaluate ∫6 by using Simpson’s rule. Also find the error with comparing the actual
𝑥 3
integral value.
Solution:
12−6
Divided the range of integration (6,12) into 6 equal parts each of width = 1. The values
6
1
of 𝑓(𝑥) = = 𝑦 at each point of sub-division are given below:
𝑥

𝑥 1
𝑦=
𝑥
𝑥0 = 6 1
𝑦0 = = 0.1666666
6
𝑥1 = 𝑥0 + ℎ = 7 1
𝑦1 = = 0.1428771
7
𝑥2 = 𝑥0 + 2ℎ = 8 1
𝑦2 = = 0.125
8
P a g e | 53

𝑥3 = 𝑥0 + 3ℎ = 9 1
𝑦3 = = 0.11111
9
𝑥4 = 𝑥0 + 4ℎ = 10 1
𝑦4 = = 0.1
10
𝑥5 = 𝑥0 + 5ℎ = 11 1
𝑦5 = = 0.090909
11
𝑥6 = 𝑥0 + 6ℎ = 12 1
𝑦6 = = 0.083333
12

1
By Simpson’s ‘ ’ rule we get,
3
12
𝑑𝑥 ℎ
∫ = [(𝑦0 + 𝑦6 ) + 4(𝑦1 + 𝑦3 + 𝑦5 ) + 2(𝑦2 + 𝑦4 )]
6 𝑥 3
1
= [0.249999 + 1.3795044 + 0.45]
3

= 0.693169
12 𝑑𝑥
Now the exact value is: ∫6 = 𝑙𝑛12 − 𝑙𝑛6 = 0.6931471806
𝑥

Hence the error is: 0.6931471806 − 0.693169 = −0.0000226126

Question 2:
1 𝑑𝑥 1
Find ∫0 by using Simpson’s rule. Hence obtain the approximate value of 𝜋 in each
1+𝑥 2 3
case.
Solution:
1−0 1
Divide the range of integration (0,1) into 6 equal parts each of width = . The values of
6 6
𝑓(𝑥) at each point of sub-division are given below:

1
𝑥 𝑦=
1+𝑥 2
𝑥0 = 0 1
𝑦0 = = 1.0000000
1
1 1 36
𝑥1 = 𝑥0 + ℎ = 0 + = 𝑦1 = = 0.9729729
6 6 37
2 36
𝑥2 = 𝑥0 + 2ℎ = 𝑦2 = = 0.9000000
6 40
P a g e | 54

3 36
𝑥3 = 𝑥0 + 3ℎ = 𝑦3 = = 0.8000000
6 45
4 36
𝑥4 = 𝑥0 + 4ℎ = 𝑦4 = = 0.6923076
6 52
5 36
𝑥5 = 𝑥0 + 5ℎ = 𝑦5 = = 0.5901639
6 61
𝑥6 = 𝑥0 + 6ℎ = 1 1
𝑦6 = = 0.5000000
2

1
By Simpson’s ‘ ’ rule, we get,
3
1 𝑑𝑥 ℎ
∫0 = [(𝑦0 + 𝑦6 ) + 4(𝑦1 + 𝑦3 + 𝑦6 ) + 2(𝑦2 + 𝑦4 )]
1+𝑥 2 3
1
= [1.5000000 + 4(2.3631369) + 2(1.5923077)]
18
1
= (14.137163) = 0.7853979 … … … … … … (1)
18
1 𝑑𝑥 𝜋
But ∫0 = [tan−1 𝑥]01 = tan−1 1 − tan−1 0 = … … … … … … (2)
1+𝑥 2 4

Now from (1) and (2) we get,


𝜋
= 0.7853979 or, 𝜋 = 3.1415916
4

Question 3:
6 1
Evaluate ∫0 𝑒 𝑥 𝑑𝑥 by using Simpson’s rule. Also find the error with comparing the actual
3
integral value.
Solution:
6−0
Divided the range of integration (0,6) into 6 equal parts each of width = 1. The values
6
of 𝑓(𝑥) = 𝑒 𝑥 = 𝑦 at each point of sub-division are given below:
𝑥 𝑦 = 𝑒𝑥
𝑥0 = 0 𝑦0 = 𝑒 0 = 1.0000

𝑥1 = 𝑥0 + ℎ = 1 𝑦1 = 𝑒 1 = 2.7183
P a g e | 55

𝑥2 = 𝑥0 + 2ℎ = 2 𝑦2 = 𝑒 2 = 7.3891

𝑥3 = 𝑥0 + 3ℎ = 3 𝑦3 = 𝑒 3 = 20.0855

𝑥4 = 𝑥0 + 4ℎ = 4 𝑦4 = 𝑒 4 = 54.5982

𝑥5 = 𝑥0 + 5ℎ = 5 𝑦5 = 𝑒 5 = 148.4132

𝑥6 = 𝑥0 + 6ℎ = 6 𝑦6 = 𝑒 6 = 403.4288

1
By Simpson’s ‘ ’ rule, we get,
3
6

∫ 𝑒 𝑥 𝑑𝑥 = [(𝑦 + 𝑦6 ) + 4(𝑦1 + 𝑦3 + 𝑦5 ) + 2(𝑦2 + 𝑦4 )]
0 3 0
1
= [1213.2704] = 404.4235
3
6
Now the exact value is: ∫0 𝑒 𝑥 𝑑𝑥 = 𝑒 6 − 1 = 403.4288 − 1 = 402.4288

Hence the error is: 402.4288 − 404.4288 = 1.995


Question 4:
1.4 1
Evaluate ∫0.2 (𝑠𝑖𝑛𝑥 − 𝑙𝑛𝑥 + 𝑒 𝑥 )𝑑𝑥 by using Simpson’s rule. Also find the error with
3
comparing the actual integral value.
Solution:
1.4−0.2
Divided the range of integration (0.2,1.4) into 6 equal parts each of width = 0.2. The
6
values of 𝑓(𝑥) = (𝑠𝑖𝑛𝑥 − 𝑙𝑛𝑥 + 𝑒 𝑥 ) = 𝑦 at each point of sub-division are given below:
x y= (𝑠𝑖𝑛𝑥 − 𝑙𝑛𝑥 + 𝑒 𝑥 )

𝑥0 = 0.2 𝑦0 = 3.0295

𝑥1 = 𝑥0 + ℎ = 0.4 𝑦1 = 2.7975

𝑥2 = 𝑥0 + 2ℎ = 0.6 𝑦2 = 2.8976
P a g e | 56

𝑥3 = 𝑥0 + 3ℎ = 0.8 𝑦3 = 3.1660

𝑥4 = 𝑥0 + 4ℎ = 1.0 𝑦4 = 3.5598

𝑥5 = 𝑥0 + 5ℎ = 1.2 𝑦5 = 4.0698

𝑥6 = 𝑥0 + 6ℎ = 1.4 𝑦6 = 4.7042

1
By Simpson’s ‘ ’ rule, we get,
3
1.4

∫ (𝑠𝑖𝑛𝑥 − 𝑙𝑛𝑥 + 𝑒 𝑥 )𝑑𝑥 = [(𝑦 + 𝑦6 ) + 4(𝑦1 + 𝑦3 + 𝑦5 ) + 2(𝑦2 + 𝑦4 )]
0.2 3 0
= 4.0521
1.4
Now the exact value is: ∫0.2 (𝑠𝑖𝑛𝑥 − 𝑙𝑛𝑥 + 𝑒 𝑥 )𝑑𝑥 = 4.0509

Hence the error is: 4.0509 − 4.0521 = 0.0012

Simpson’s three- eighth rule:


Putting n = 3 in formula
𝑛 𝑢(𝑢−1) 𝑢(𝑢−1)(𝑢−2)
𝐼 = ℎ ∫0 [𝑦0 + 𝑢∆𝑦0 + ∆2 𝑦0 + ∆3 𝑦0 + ⋯ ] 𝑑𝑢
2! 3!

𝑛2 𝑛3 𝑛2 ∆2 𝑦0 𝑛4 ∆3 𝑦0
= ℎ [𝑛𝑦0 + ∆𝑦0 + ( − ) +( − 𝑛3 + 𝑛2 )
2 3 2 2! 4 3!

𝑛5 3𝑛4 11𝑛3 ∆4 𝑦0
+( − + − 3𝑛2 ) + ⋯ 𝑢𝑝𝑡𝑜 (𝑛 + 1) 𝑡𝑒𝑟𝑚𝑠]
5 2 3 4!

And neglecting fourth and higher order differences, we obtain


𝑥 +3ℎ 32 33 32 ∆2 𝑦0 34 ∆3 𝑦0
∫𝑥 0 𝑦𝑑𝑥 = ℎ [3𝑦0 +
2
∆𝑦0 + (
3

2
)
2!
+(
4
− 33 + 32 )
3!
]
0

9 9
= ℎ [3𝑦0 + (𝑦1 − 𝑦0 ) + (𝑦2 − 2𝑦1 + 𝑦0 )
2 4
9
+ (𝑦3 − 3𝑦2 + 3𝑦1 − 𝑦0 )]
8
3ℎ
= [𝑦0 − 3𝑦1 + 3𝑦2 + 𝑦3 ] ……………………… (4)
8

Clearly (3) determines the area of three strips at a time, which bounded by the ordinates
𝑥0 , 𝑥0 + ℎ , 𝑥0 + 2ℎ and 𝑥0 + 3ℎ . Now by using (4), if n is a multiple of three, we obtain
P a g e | 57

𝑥0 +6ℎ 3ℎ
∫𝑥 𝑦𝑑𝑥 = [𝑦3 + 3𝑦4 + 3𝑦5 + 𝑦6 ]
0 +3ℎ 8

………………………………………………………
𝑥 +𝑛ℎ 3ℎ
∫𝑥 0+(𝑛−3)ℎ 𝑦𝑑𝑥 = 8
[𝑦𝑛−3 + 3𝑦𝑛−2 + 3𝑦𝑛−1 + 𝑦𝑛 ]
0

Adding all these integrals, we get


𝑥0 +𝑛ℎ 𝑥0 +3ℎ 𝑥0 +6ℎ 𝑥0 +𝑛ℎ
∫ 𝑦𝑑𝑥 = ∫ 𝑦𝑑𝑥 + ∫ 𝑦𝑑𝑥 + ⋯ + ∫ 𝑦𝑑𝑥
𝑥0 𝑥0 𝑥0 +3ℎ 𝑥0 +(𝑛−3)ℎ

3ℎ 3ℎ
= [𝑦0 − 3𝑦1 + 3𝑦2 + 𝑦3 ] + [𝑦3 + 3𝑦4 + 3𝑦5 + 𝑦6 ]
8 8
3ℎ
+⋯+ [𝑦𝑛−3 + 3𝑦𝑛−2 + 3𝑦𝑛−1 + 𝑦𝑛 ]
8
3ℎ
= [(𝑦0 + 𝑦𝑛 ) + 3((𝑦1 + 𝑦2 + 𝑦4 + 𝑦5 + 𝑦7 + ⋯ + 𝑦𝑛−1 )
8

+2(𝑦2 + 𝑦6 + ⋯ + 𝑦𝑛−3 )]
This is known as Simpson’s three- eight rule.

Problem Solving using Simpson’s three- eight rule Formula:

Question 1:
12 𝑑𝑥 3
Evaluate ∫6 by using Simpson’s rule. Also find the error with comparing the actual
𝑥 8
integral value.
Solution:
12−6
Divided the range of integration (6,12) into 3 equal parts each of width = 2. The values
3
1
of 𝑓(𝑥) = = 𝑦 at each point of sub-division are given below:
𝑥

𝑥 1
𝑦=
𝑥
𝑥0 = 6 1
𝑦0 = = 0.1666666
6
𝑥1 = 𝑥0 + ℎ = 8 1
𝑦1 = = 0.125
8
P a g e | 58

𝑥2 = 𝑥0 + 2ℎ = 10 1
𝑦2 = = 0.1
10
𝑥3 = 𝑥0 + 3ℎ = 12 1
𝑦3 = = 0.083333
12

3
By Simpson’s ‘ ’ rule, we get,
8
12 𝑑𝑥 3ℎ
∫6 = [(𝑦0 + 𝑦6 ) + 3(𝑦1 + 𝑦2 + 𝑦4 + 𝑦5 ) + 2𝑦3 ]
𝑥 8
3.2 1 1 1 1
= [ + 3( + )+ ]
8 6 8 10 12

= 0.69375
12 𝑑𝑥
Now the exact value is: ∫6 = 𝑙𝑛12 − 𝑙𝑛6 = 0.693147
𝑥

Hence the error is: 0.693147 − 0.69375 = −0.000603

Question 2:
1 𝑑𝑥 3
Evaluate ∫0 by using Simpson’s rule. Also find the error with comparing the actual
1+𝑥 2 8
integral value.

Solution:
1−0 1 1
Divide the range of integration (0, 1) into 3 equal parts each of width= = . Hence h= .
3 3 3
The values of the function for each point of sub-division are given below:
1
𝑥 𝑦=
1+𝑥 2
𝑥0 = 0 𝑦0 = 1

1 9
𝑥1 = 𝑥0 + ℎ = 𝑦1 = = 0.9
3 10
2 9
𝑥2 = 𝑥0 + 2ℎ = 𝑦2 = = 0.692307
3 13
𝑥3 = 𝑥0 + 3ℎ = 1 1
𝑦3 =
2

1
By Simpson’s ‘ ’ rule, we get,
3
P a g e | 59

6 𝑑𝑥 3ℎ
∫0 = [(𝑦0 + 𝑦6 ) + 3(𝑦1 + 𝑦2 + 𝑦4 + 𝑦5 ) + 2𝑦3 ]
1+𝑥 2 8
1
= [1 + 2.7 + 2.076923 + 0.5]
8
1
= × 6.276923 = 0.784615
8
6 𝑑𝑥 𝜋
Now the exact value is: ∫0 = arctan(1) − arctan(0) = = 0.785398
1+𝑥 2 4

Hence the error is: 0.785398 − 0.784615 = 0.000783

Question 3:
6 3
Evaluate ∫0 𝑒 𝑥 𝑑𝑥 by using Simpson’s rule. Also find the error with comparing the actual
8
integral value.

Solution:
6−0
Divide the range of integration (0, 6) into 3 equal parts each of width= = 2. Hence h=2.
3
The values of the function for each point of sub-division are given below:

𝑥 𝑦 = 𝑒𝑥
𝑥0 = 0 𝑦0 = 1

𝑥1 = 𝑥0 + ℎ = 2 𝑦1 = 𝑒 2 = 7.389

𝑥2 = 𝑥0 + 2ℎ = 4 = 𝑦2 = 𝑒 4 = 54.598

𝑥3 = 𝑥0 + 3ℎ = 6 𝑦3 = 𝑒 6 = 403.429

3
By Simpson’s ‘ ’ rule, we get,
8
6 3ℎ
∫0 𝑒 𝑥 𝑑𝑥 = 8
[(𝑦0 + 𝑦6 ) + 3(𝑦1 + 𝑦2 + 𝑦4 + 𝑦5 ) + 2𝑦3 ]
6
= [1 + 3(𝑒 2 + 𝑒 4 ) + 2𝑒 6 ]
8
P a g e | 60

= 442.79
6
Now the exact value is: ∫0 𝑒 𝑥 𝑑𝑥 = 𝑒 6 − 1 = 402.43

Hence the error is: 402.43 − 442.79 = −40.36

Question 4:
1.4 3
Evaluate ∫0.2 (𝑠𝑖𝑛𝑥 − 𝑙𝑛𝑥 + 𝑒 𝑥 )𝑑𝑥 by using Simpson’s rule. Also find the error with
8
comparing the actual integral value.
Solution:
1.4−0.2
Divide the range of integration (0.2, 1.4) into 3 equal parts each of width= = 0.4.
3
Hence h=0.4. The values of the function for each point of sub-division are given below:
𝑥 𝑦 = 𝑠𝑖𝑛𝑥 − 𝑙𝑛𝑥 + 𝑒 𝑥
𝑥0 = 0.2 𝑦0 = 3.0295
𝑥1 = 𝑥0 + ℎ = 0.6 𝑦1 = 2.8976
𝑥2 = 𝑥0 + 2ℎ = 1.0 𝑦2 = 3.5598
𝑥3 = 𝑥0 + 3ℎ = 1.4 𝑦3 = 4.7042

3
By Simpson’s ‘ ’ rule, we get,
8
1.4 3ℎ
∫0.2 (𝑠𝑖𝑛𝑥 − 𝑙𝑛𝑥 + 𝑒 𝑥 )𝑑𝑥 = 8
[(𝑦0 + 𝑦6 ) + 3(𝑦1 + 𝑦2 + 𝑦4 + 𝑦5 ) + 2𝑦3 ]

= 4.0659
1.4
Now the exact value is: ∫0.2 (𝑠𝑖𝑛𝑥 − 𝑙𝑛𝑥 + 𝑒 𝑥 )𝑑𝑥 = 4.0509

Hence the error is: 4.0509 − 4.0659 = 0.0149

Romberg Integration:
Romberg Integration is an extrapolation of two results of the trapezoid method applied to a
regular partition cut into subintervals of sizes that are consecutive powers of 2.
Define a sequence of values Ai where:
P a g e | 61

A1 = Trapezoid method with 20 = 1 partition i.e. 1⁄2 (𝑏 − 𝑎)(𝑓(𝑎) + 𝑓 (𝑏))


1
A2 = Trapezoid method with 21 = 2 partitions ( [A1+ℎ1(𝑓(𝑎 + ℎ2)])
2
1
A3 = Trapezoid method with 22 = 4 partitions ( [A2+ℎ2{(𝑓(𝑎 + ℎ3)+(𝑓(𝑎 + 3ℎ3)}])
2

A4 = Trapezoid method with 23 = 8 partitions ………………


. . .
. . .
. . .

Each Ai calculation is considered an iteration.


In generally we get,
1 𝑘−2
Ak = [Ak-1+ℎk-1∑2𝑖=1 𝑓(𝑎 + (2𝑖 − 1) ℎk)]
2

For each 𝑘 = 2,3,4 … …

A1
4 A2  A1
B1 =
3
16 B2  B1
A2 C1 =
15
4 A3  A2
B2 =
3
16 B3  B2
A3 C2 =
15
4 A4  A3
B3 =
3
A4
. . .
. . .
. . .

The values for Romberg’s Method of integration con be arranged in a triangular matrix.
1 2 3 4 5 6
1 A1
2 A2 B1
3 A3 B2 C1
P a g e | 62

4 A4 B3 C2 D1
5 A5 B4 C3 D2 E1
6 A6 B5 C4 D3 E2 F1

The best possible estimate in each row is the right most entry: A1, B1 ,C1 ,D1 ,E1 ,F1.
Since we will run out of letters after 6 rows we express this with R(i,j).
1 2 3 4 5 6
1 R(1,1)
2 R(2,1) R(2,2)
3 R(3,1) R(3,2) R(3,3)
4 R(4,1) R(4,2) R(4,3) R(4,4)
5 R(5,1) R(5,2) R(5,3) R(5,4) R(5,5)
6 R(6,1) R(6,2) R(6,3) R(6,4) R(6,5) R(6,6)

The best possible estimate in each row is the right most entry: R(i,i) .
The R(i,j) can be obtained in the following way:
R(i,1) is always the trapezoid method applied with a partition size of 2i .
1 2 3 4 5 6
1 R(1,1)
2 R(2,1) R(2,2)
3 R(3,1) R(3,2) R(3,3)
4 R(4,1) R(4,2) R(4,3) R(4,4)
5 R(5,1) R(5,2) R(5,3) R(5,4) R(5,5)
6 R(6,1) R(6,2) R(6,3) R(6,4) R(6,5) R(6,6)

4𝑗−1 𝑅(𝑖,𝑗−1)−𝑅(𝑖−1,𝑗−1)
R(i,j) = ; i,j= 2,3,4….
4𝑗−1 −1

For the rest of them a triangular pattern exist as how one fill in the other entries.
P a g e | 63

4 R (2,1)  R(1,1)
R (2, 2) 
4 1 42 R (3, 2)  R(2, 2)
R (3,3) 
4 R (3,1)  R(2,1) 42  1 43 R (4,3)  R(3,3)
R (3, 2)  R(4, 4) 
4 1 42 R (4,1)  R (3, 2) 43  1
R (4,3) 
4 R (4,1)  R(3,1) 42  1 43 R (5,3)  R(4,3)
R (4, 2)  R(5, 4)  .......
4 1 42 R (5, 2)  R(4, 2) 43  1
4 R(5,1)  R(4,1) R (5,3) 
42  1 43 R (6,3)  R(5,3)
R (5, 2)  R(6, 4)  .......
4 1 42 R (6, 2)  R (3, 2) 43  1
4 R (6,1)  R(5,1) R (6,3) 
R (6, 2)  42  1
4 1

Problem Solving using Romberg Integration Formula:


Question 1:
1 𝑑𝑥
Apply Romberg Extrapolation to get the best possible estimate for: ∫0 for n=4.
1+𝑥

Solution:
𝑏−𝑎 1 𝑏−𝑎 1
Here, 𝑎 = 0, 𝑏 = 1, ℎ1 = (𝑏 − 𝑎) = 1, ℎ2 = = , ℎ3 = = ,
2 2 22 4
𝑏−𝑎 1
ℎ4 = =
23 8

Now,
1
𝑅(1,1) = (𝑏 − 𝑎)(𝑓(𝑎) + 𝑓(𝑏))
2
3
𝑅(1,1) = = 0.75
4

1
𝑅(2,1) = [𝑅(1,1) + ℎ1 𝑓 (𝑎 + ℎ2 )]
2

𝑅(2,1) = 0.708331

1
𝑅(3,1) = [𝑅(2,1) + ℎ2 {𝑓(𝑎 + ℎ3 ) + 𝑓 (𝑎 + 3ℎ3 )}]
2

𝑅(3,1) = 0.697024

1
𝑅(4,1) = [𝑅(3,1) + ℎ3 {𝑓(𝑎 + ℎ4 ) + 𝑓 (𝑎 + 3ℎ4 ) + 𝑓(𝑎 + 5ℎ4 ) + 𝑓(𝑎 + 7ℎ4 )}]
2
P a g e | 64

𝑅(4,1) = 0.694122

4𝑅(2,1)−𝑅(1,1) 42 𝑅(3,2)−𝑅(2,2)
𝑅(2,2) = = 0.69444; 𝑅 (3,3) = = 0.693176
4−1 42 −1

4𝑅(3,1)−𝑅(2,1) 42 𝑅(4,2)−𝑅(3,2)
𝑅(3,2) = = 0.693255; 𝑅 (4,3) = = 0.693148
4−1 42 −1

4𝑅(4,1)−𝑅(3,1) 43 𝑅(4,3)−𝑅(3,3)
𝑅(4,2) = = 0.693155; 𝑅 (4,4) = = 0.693148
4−1 43 −1

𝑅(1,1) = 0.75
𝑅(2,1) = 0.708331 𝑅(2,2) = 0.69444
𝑅(3,1) = 0.697024 𝑅 (3,2) = 0.693255 𝑅 (3,3) = 0.693176
𝑅(4,1) = 0.694122 𝑅 (4,2) = 0.693155 𝑅 (4,3) = 0.693148 𝑅(4,4) = 0.693148

Hence the best possible estimate is 0.693148 .


1 𝑑𝑥
Now, exact value is: ∫0 = [ln(1 + 𝑥)]10 = 𝑙𝑛2 − 𝑙𝑛1 = 0.69314718
1+𝑥

So, the error is: 0.69314718 − 0.693148 = −0.00000082

Question 2:
2 𝑑𝑥
Apply Romberg Extrapolation to get the best possible estimate for: ∫1 for n=4.
𝑥

Solution:
𝑏−𝑎 1 𝑏−𝑎 1
Here, 𝑎 = 1, 𝑏 = 2, ℎ1 = (𝑏 − 𝑎) = 1, ℎ2 = = , ℎ3 = = ,
2 2 22 4
𝑏−𝑎 1
ℎ4 = =
23 8

Now,
1
𝑅(1,1) = (𝑏 − 𝑎)(𝑓(𝑎) + 𝑓(𝑏))
2
3
𝑅(1,1) = = 0.75
4
P a g e | 65

1
𝑅(2,1) = [𝑅(1,1) + ℎ1 𝑓 (𝑎 + ℎ2 )]
2

𝑅(2,1) = 0.70833333

1
𝑅(3,1) = [𝑅(2,1) + ℎ2 {𝑓(𝑎 + ℎ3 ) + 𝑓 (𝑎 + 3ℎ3 )}]
2

𝑅(3,1) = 0.69702381

1
𝑅(4,1) = [𝑅(3,1) + ℎ3 {𝑓(𝑎 + ℎ4 ) + 𝑓 (𝑎 + 3ℎ4 ) + 𝑓(𝑎 + 5ℎ4 ) + 𝑓(𝑎 + 7ℎ4 )}]
2

𝑅(4,1) = 0.69412185

4𝑅(2,1)−𝑅(1,1) 42 𝑅(3,2)−𝑅(2,2)
𝑅(2,2) = = 0.69444444; 𝑅 (3,3) = = 0.69317461
4−1 42 −1

4𝑅(3,1)−𝑅(2,1) 42 𝑅(4,2)−𝑅(3,2)
𝑅(3,2) = = 0.69325397; 𝑅(4,3) = = 0.6931479
4−1 42 −1

4𝑅(4,1)−𝑅(3,1) 43 𝑅(4,3)−𝑅(3,3)
𝑅(4,2) = = 0.69315453; 𝑅(4,4) = = 0.69314748
4−1 43 −1

𝑅(1,1) = 0.75
𝑅(2,1) = 𝑅(2,2)
0.70833333 = 0.69444444
𝑅(3,1) = 𝑅(3,2) 𝑅(3,3)
0.69702381 = 0.69325397 = 0.69317461
𝑅(4,1) = 𝑅(4,2) 𝑅(4,3) 𝑅(4,4) =
0.69412185 = 0.69315453 = 0.6931479 0.69314748

Hence the best possible estimate is 0.69314748 .


2 𝑑𝑥
Now, exact value is: ∫1 = [ln(𝑥)]12 = 𝑙𝑛2 − 𝑙𝑛1 = 0.69314718
𝑥

So, the error is: 0.69314718 − 0.69314748 = −0.0000003


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Question 3:
𝜋
Use Romberg Extrapolation to get the best possible estimate for: ∫0 𝑓(𝑥)𝑑𝑥 where 𝑓(𝑥) =
sin 𝑥, for n = 4.

Solution:
𝑏−𝑎 𝜋 𝑏−𝑎 𝜋
Here, 𝑎 = 0, 𝑏 = 𝜋, ℎ1 = (𝑏 − 𝑎) = 𝜋, ℎ2 = = , ℎ3 = = ,
2 2 22 4
𝑏−𝑎 𝜋
ℎ4 = =
23 8

Now,
1
𝑅(1,1) = (𝑏 − 𝑎)(𝑓(𝑎) + 𝑓(𝑏))
2
1
𝑅(1,1) = × 𝜋 × (sin 0 + sin 𝜋) = 0
2

1
𝑅(2,1) = [𝑅(1,1) + ℎ1 𝑓 (𝑎 + ℎ2 )]
2
𝜋
𝑅(2,1) = = 1.5708
2

1
𝑅(3,1) = [𝑅(2,1) + ℎ2 {𝑓(𝑎 + ℎ3 ) + 𝑓 (𝑎 + 3ℎ3 )}]
2

𝑅(3,1) = 1.8961

1
𝑅(4,1) = [𝑅(3,1) + ℎ3 {𝑓(𝑎 + ℎ4 ) + 𝑓 (𝑎 + 3ℎ4 ) + 𝑓(𝑎 + 5ℎ4 ) + 𝑓(𝑎 + 7ℎ4 )}]
2

𝑅(4,1) = 1.9742

4𝑅(2,1)−𝑅(1,1) 42 𝑅(3,2)−𝑅(2,2)
𝑅(2,2) = = 2.0944; 𝑅 (3,3) = = 1.9986
4−1 42 −1

4𝑅(3,1)−𝑅(2,1) 42 𝑅(4,2)−𝑅(3,2)
𝑅(3,2) = = 2.0046; 𝑅(4,3) = = 2.0000
4−1 42 −1

4𝑅(4,1)−𝑅(3,1) 43 𝑅(4,3)−𝑅(3,3)
𝑅(4,2) = = 2.0003; 𝑅(4,4) = = 2.0000
4−1 43 −1
P a g e | 67

𝑅(1,1) = 0
𝑅(2,1) = 1.5708 𝑅(2,2) = 2.0944
𝑅(3,1) = 1.8961 𝑅(3,2) = 2.0046 𝑅(3,3) = 1.9986
𝑅(4,1) = 1.9742 𝑅(4,2) = 2.0003 𝑅(4,3) = 2.0000 𝑅(4,4) = 2.0000

Hence the best possible estimate is 2.0000


𝜋
So, ∫0 sin 𝑥 𝑑𝑥 ≈ 𝑅 (4,4) = 2.0000

𝜋
Here, the exact value is: ∫0 sin 𝑥 𝑑𝑥 = [−cos 𝑥]0𝜋 = 2

SOLUTION OF EQUATIONS OF ONE VARIABLE

Suppose, ((𝑥 )) = 0 is a equation which may be algebraic or transcendental or combination


of both. Finding roots of ((𝑥)) = 0 means find the values of 𝑥 for which 𝑓(𝑥)) = 0. So,
𝑥 = 𝑎 is a root of the equation (𝑥 ) = 0 if and only if 𝑓((𝑎)) = 0. But if 𝑥 = 𝑎 is a
numerical solution of (𝑥 ) = 0 after some iteration then 𝑓((𝑎)) may be equal to zero or
approximately zero.

Suppose (𝑥1 )> 0, then 𝑎 < root < 𝑥1


So, second approximation to the root
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1
𝑥2 = (𝑎 + 𝑥1 )
2

1. 𝑓(𝑥2 ) = 0 , then 𝑥 2 is the root of 𝑓(𝑥) = 0


2. 𝑓(𝑥2 ) < 0, then root lies between 𝑥2 and 𝑥1
3. 𝑓(𝑥2 ) > 0, then root lies between 𝑎 and 𝑥2

Suppose 𝑥2 < 0, 𝒕𝒉𝒆𝒏 𝑥2 < 𝑟𝑜𝑜𝑡 < 𝑥1

So, third approximation to the root is,


1
𝑥3 = (𝑥 + 𝑥1 )
2 2
…. ….. ….. …. ….. ….…. ….. ….. …. ….. ….
…. ….. ….. …. ….. ….…. ….. ….. …. ….. ….

This process continues till (𝑥𝑛 ) = 0 or approximately 0 then, 𝑥𝑛 is the root.

Question-1: Find the root of the following polynomial function using the Bisection method:
𝑥 3 − 4𝑥 − 9.
Solution:
Let, (𝒙) = 𝒙𝟑 − 𝟒𝒙 − 𝟗
(𝟐) = 𝟖 − 𝟖 − 𝟗 = −𝟗
(𝟑) = 𝟐𝟕 − 𝟏𝟐 − 𝟗 = 𝟔
So, the root lies in [𝟐, 𝟑]
First iteration:
P a g e | 69

𝟐+𝟑
𝒙𝟏 = = 𝟐. 𝟓
𝟐
Now. (𝒙𝟏 ) = 𝟐. 𝟓𝟑 − 𝟒(𝟐. 𝟓) − 𝟗 = −𝟑. 𝟑𝟕𝟓
Then(𝒙𝟏 ). (𝟑) < 𝟎
So, the root lies in [2.5, 3]

Second iteration:

𝟐. 𝟓 + 𝟑
𝒙𝟐 = = 𝟐. 𝟕𝟓
𝟐
Now. (𝒙𝟐 ) = 𝟐. 𝟕𝟓𝟑 − 𝟒(𝟐. 𝟕𝟓) − 𝟗 = 𝟎. 𝟕𝟗𝟔𝟗
Then (𝒙𝟐 ). (𝟐. 𝟓) < 𝟎
So, the root lies in [2.5, 2.75]

Iterations 𝑎 𝑏 𝒙𝒏 𝒇(𝒂) 𝒇(𝒃) 𝒇(𝒙𝒏)


1 2 3 2.5 −9 6 −3.375
2 2.5 3 2.75 −3.375 6 0.7969
3 2.5 2.75 2.625 −3.375 0.7969 −1.4121
4 2.625 2.75 2.6875 −1.4121 0.7969 −0.3391
5 2.6875 2.75 2.71875 −0.3391 0.7969 0.2209
6 2.6875 2.71875 2.703125 −0.3391 0.2209 −0.0615
7 2.703125 2.71875 2.7109 0.2209 −0.0615 0.0787
8 2.703125 2.7109 2.707 −0.0615 0.0787 0.00849

So, after 8th iteration the root of the function is 2.707

Question-2: Find the root of 𝒙𝟐 − 𝟓 = 𝟎 by using the


Bisection method.

Solution:

Here, (𝒙) = 𝒙𝟐 − 𝟓
(𝟐) = 𝟒 − 𝟓 = −𝟏
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(𝟑) = 𝟗 − 𝟓 = 𝟒
So the root lies in [2,3]
First iteration
𝟐+𝟑
𝒙𝟏 =
𝟐
= 𝟐. 𝟓
Now, 𝑥1 ) = 2.52 − 5 = 1.25
Then, ((𝑥1 ) 2) < 0
So, the root lies [2,2.5]

Iterations(n) a b 𝒙𝒏 f(a) f(b) f(𝒙𝒏)

1 2 3 2.5 −1 4 1.25

2 2 2.5 2.25 −1 1.25 0.0625

3 2 2.25 2.2125 −1 0.0625 −0.48437

4 2.2125 2.25 2.23125 −0.1048 0.0625 −0.02152

5 2.23125 2.25 2.2406 0.3476 0.0625 0.0204

6 2.23125 2.2406 2.2359 −0.02152 0.0202 −0.0007

So, after 6th iteration the root of the equation is 2.2359.(approximately)

Newton Raphson Methods:


Let, 𝑥0 denotes an approximate value of the desired root of the equation 𝑓(𝑥) = 0
And, let ℎ be the correction which must be applied to 𝑥0 to get the exact value of the root
then 𝑥0 + ℎ is a root of the equation 𝑓(𝑥) = 0.
So that,
𝑓(𝑥0 + ℎ) = 0
And 𝑥 = 𝑥0 + ℎ …… (1)
Expanding 𝑓 (𝑥0 + ℎ) be Taylor’s theorem, we get
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𝑓′ (𝑥0 ) 𝑓′′ (𝑥0 )


𝑓(𝑥0 + ℎ) = 𝑓 (𝑥0 ) + ℎ + ℎ2 + ⋯ = 0.
1! 2!

Now, if h is the sufficiently small, we may neglected the terms containing 2nd and higher
power of h and get simple relation,
𝑓 ′ (𝑥0 )
𝑓(𝑥0 ) + ℎ =0
1!
𝑓(𝑥0 )
⇒ ℎ=−
𝑓′ (𝑥0 )

Here, 𝑓 ′ (𝑥0 ) ≠ 0.
Putting the value of h in (1) we get that
𝑥 = 𝑥0 + ℎ
𝑓 (𝑥0 )
⇒ 𝑥 = 𝑥0 −
𝑓 ′ (𝑥0 )
Successive approximation are given by 𝑥0 , 𝑥1 , 𝑥2 , … … 𝑥𝑛+1
Similarly,
𝑓(𝑥0 )
⇒ 𝑥1 = 𝑥0 −
𝑓 ′ (𝑥0 )
𝑓(𝑥0 )
⇒ 𝑥2 = 𝑥1 −
𝑓 ′ (𝑥0 )
…………………………………
…………………………………
𝑓 (𝑥𝑛 )
⇒ 𝑥𝑛+1 = 𝑥𝑛 −
𝑓 ′ (𝑥𝑛 )
Which is known as the Newton-Raphson Method formula.
P a g e | 72

Geometrical interpretation of Newton-Rapshon Formula:

𝑦 = 𝑓(𝑥)
𝑦

𝑓(𝑥0 )

𝑓(𝑥1 )

𝑓(𝑥2 )
𝑥
𝑥2 𝑥1 𝑥0

`A tangent is drawn at the point [𝑥0 , 𝑓(𝑥0 )] to the curve 𝑦 = 𝑓(𝑥) .


Another tangent is drawn at [𝑥1 , 𝑓(𝑥1 )].
The process can be continued till the desired accuracy is achieved.
Problem Solving using Newton-Rapson Method Formula:

Question 1:

By using Newton- Raphson method, find the root 𝑥 4 − x − 10 = 0, which is nearer to x =


2.
Solution:

Here, 𝑓(𝑥) = 𝑥 4 − 𝑥 − 10
∴ 𝑓 ′ (𝑥) = 4𝑥 3 − 1
By using Newton-Rapson method,
𝑓 (𝑥𝑛 ) 𝑥𝑛 4 − 𝑥𝑛 − 10 3𝑥𝑛 4 + 10
𝑥𝑛+1= 𝑥𝑛 – ′ = 𝑥𝑛 – =
𝑓 (𝑥𝑛 ) 4𝑥𝑛 3 − 1 4𝑥𝑛 3 − 1
The approximate value of the root is given to be 2. Taking, 𝑥0 = 2 , we get
P a g e | 73

3𝑥0 4 + 10 3.24 + 10
𝑥1 = = = 1.871
4𝑥0 3 − 1 4.23 − 1
3𝑥1 4 + 10 3. (1.871)4 + 10
𝑥2 = = = 1.856
4𝑥1 3 − 1 4. (1.871)2 − 1

3𝑥2 4 + 10 3. (1.856 )4 + 10
𝑥3 = = = 1.856
4𝑥2 3 − 1 4. (1.856 )3 − 1

Since 𝑥2 = 𝑥3 , so the required root is 1.856

Question 2:

By using Newton- Raphson method, find the root √12 to five place of decimal.
Solution:

Let x = √12 ⇒ x2 =12 ⇒ x2 – 12 = 0.


The given equation is f(x) = 0.
Here, 𝑓(𝑥) = 𝑥 2 − 12
∴ 𝑓 ′ (𝑥) = 2𝑥
By using Newton-Rapson method,
𝑓(𝑥𝑛 ) 𝑥𝑛2 − 12 𝑥𝑛2 + 12
𝑥𝑛+1= 𝑥𝑛 – = 𝑥𝑛 – =
𝑓 ′ (𝑥𝑛 ) 2𝑥𝑛 2𝑥𝑛
Here, f (3) = -3 & f (4) = 4.
The approximate value of the root lies between 3 & 4. Taking, 𝑥0 = 3.5 , we get
𝑥0 2 + 12 3.52 + 12
𝑥1 = = = 3.4642
2𝑥0 2 (3.5)
𝑥1 2 + 12 (3.4642)2 + 12
𝑥2 = = = 3.4641
2𝑥1 2(3.4642)
𝑥2 2 + 12 (3.4641)2 + 12
𝑥3 = = = 3.4641
2𝑥2 2(3.4641)

Since 𝑥2 = 𝑥3 , so the required root is 3.4641.

Question 3:
By using Newton- Raphson method, Solve the equation 3𝑥 − cos 𝑥 − 1 =
0, which is nearer to x = 2.
Solution:
P a g e | 74

Here, 𝑓(𝑥) = 3𝑥 − cos 𝑥 − 1


∴ 𝑓 ′ (𝑥) = 3 + sin 𝑥
By using Newton-Rapson method,
𝑓 (𝑥𝑛 ) 3𝑥𝑛 − cos 𝑥𝑛 − 1 𝑥𝑛 sin 𝑥𝑛 + cos 𝑥𝑛 + 1
𝑥𝑛+1= 𝑥𝑛 – ′ = 𝑥𝑛 – =
𝑓 (𝑥𝑛 ) 3 + sin 𝑥𝑛 3 + sin 𝑥𝑛
The approximate value of the root is given to be 2. Taking, 𝑥0 = 0.60 , we get
𝑥0 sin 𝑥0 + cos 𝑥0 + 1 0.6(sin 0.6) + cos 0.6 + 1
𝑥1 = = = 0.60701
3 + sin 𝑥0 3 + sin 0.6
𝑥1 sin 𝑥1 + cos 𝑥1 + 1 0.60701(sin 0.60701) + cos 0.60701 + 1
𝑥2 = = = 0.60701
3 + sin 𝑥1 3 + sin 0.60701

Since 𝑥1 = 𝑥2 , so the required root is 0.60701

Question 4:
By using Newton- Raphson method, find the root 𝑥 3 − 3x − 5 =
0, which is nearer to 𝑥0 = 3.

Solution:

Here, 𝑓(𝑥) = 𝑥 3 − 3𝑥 − 5
∴ 𝑓 ′ (𝑥) = 3𝑥 2 − 3
By using Newton-Rapson method,
𝑓(𝑥𝑛 ) 𝑥𝑛 3 − 3𝑥𝑛 − 5 2𝑥𝑛 3 + 5
𝑥𝑛+1= 𝑥𝑛 – ′ = 𝑥𝑛 – =
𝑓 (𝑥𝑛 ) 3𝑥𝑛 2 − 3 3𝑥𝑛 2 − 3
The approximate value of the root is given to be 3. Taking, 𝑥0 = 3 , we get
2𝑥0 3 + 5 2.33 + 5
𝑥1 = = = 2.4583
3𝑥0 2 − 3 3.32 − 3
2𝑥1 3 + 5 2. (2.4583)3 + 5
𝑥2 = = = 2.2943
3𝑥1 2 − 3 3. (2.4583)2 − 3
2𝑥2 3 + 5 2. (2.2943)3 + 5
𝑥3 = = = 2.2791
3𝑥2 2 − 3 3. (2.2943)2 − 3

Now, 𝑓(2.2791) = 0.0010 , so the required root is 2.2791.


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Question 5: Find the real root of the equation −4𝑥 + 𝑐𝑜𝑠𝑥 + 2 = 0 , by Newton-Rapshon
method up to four decimal places.
Solution:

Let, 𝑓(𝑥) = −4𝑥 + 𝑐𝑜𝑠𝑥 + 2 = 0

𝑓 ′ (𝑥) = −4 − 𝑠𝑖𝑛𝑥

f(0)= -4(0)+cos0+2=3 ˃ 0

f(1)= -4(1)+cos1+2= -4+0.5403+2 = -1.4597 ˂ 0

Thus, a root lies between 0 and 1 .

Now,

(0 + 1)
𝑥0 = = 0.5
2
First approximation:

𝑓(𝑥0 )
𝑥1 = 𝑥0 − = 0.7494
𝑓′(𝑥0 )

Second approximation:

𝑓(𝑥1 )
𝑥2 = 𝑥1 − = 0.7499
𝑓 ′ (𝑥1 )

Third approximation:

𝑓(𝑥2 )
𝑥3 = 𝑥2 − = 0.7499
𝑓′(𝑥2 )

Now 0.7499 is the root of the given equation correct to the three decimal places.

Method of false position

This is the method for finding the real root of an equation and closely resembles the bisection
method. In this method, we choose two points 𝑥1 and 𝑥2 such that 𝑓(𝑥1 ) and 𝑓(𝑥2 ) are of
opposite signs. Since the graph of 𝑦 = 𝑓(𝑥) crosses the 𝑥 axis between these two points, a
root must lie in between these two points.
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𝑓(𝑥)

[𝑥1 , 𝑓(𝑥1 )]

𝑦 = 𝑓(𝑥)

𝑥2
𝑥
𝑥1

[𝑥2 , 𝑓(𝑥2 )]

Figure: Geometrical representation of false position.

Now the equation of the chord joining the two points [𝑥1 , 𝑓 (𝑥1 )] and [𝑥2 , 𝑓 (𝑥2 )] is
𝑦 − 𝑓(𝑥1 ) 𝑓(𝑥2 ) − 𝑓(𝑥1 )
= … … … … … … … … … (1)
𝑥 − 𝑥1 𝑥2 − 𝑥1
The method consist in replacing the part of the curve between the points [𝑥1 , 𝑓 (𝑥1 )] and
[𝑥2 , 𝑓 (𝑥2 )] by means of the chord joining these points and taking the point of intersection of
the chord with the axis as an approximation to the root.
The point of intersection in the present case giving by putting 𝑦 = 0 in (1).
Thus we obtain,
P a g e | 77

𝑓(𝑥1 )
x = 𝑥1 − (𝑥 − 𝑥1 )
𝑓(𝑥2 ) − 𝑓(𝑥1 ) 2
Hence the first approximation to the root 𝑓(𝑥) = 0 is giving by
𝑓 (𝑥1 )
𝑥3 = 𝑥1 − (𝑥 − 𝑥1 ) … … … … … … … (2)
𝑓(𝑥2 ) − 𝑓(𝑥1 ) 2
If now 𝑓(𝑥3 ) and 𝑓(𝑥1 ) are at opposite signs, then the roots lies between 𝑥1 and 𝑥3 and we
replace 𝑥2 by 𝑥3 in (2) and obtain the nextr approximation. Otherwise we replace 𝑥2 by 𝑥3
and generate the next approximation.

Question 1:
Find a real root of wallis’s(1685) equation 𝑓(𝑥) = 𝑥 3 − 2𝑥 − 5 = 0
Solution: We observe that,
𝑓(2) = −1 𝑎𝑛𝑑 𝑓(3) = 16
Hence a root lies between 2 and 3 .we have,
𝑓(𝑥1 )
𝑥 = 𝑥1 − (𝑥2 -𝑥1 ) …………………..(1)
𝑓(𝑥2 )−𝑓(𝑥1 )

−1
=2− (3 − 2) = 2.059
16+1

i.e 𝑥3 = 2.059
Now 𝑓(𝑥3 ) = −0.38 𝑎𝑛𝑑 ℎ𝑒𝑛𝑐𝑒 𝑡ℎ𝑒 𝑟𝑜𝑜𝑡 𝑙𝑖𝑒𝑠 𝑏𝑒𝑡𝑤𝑒𝑒𝑛 2.059 𝑎𝑛𝑑 3.0
Using equation (1) again,
0.386
𝑥4 = 2.059 + (3 − 2.059)
16.386
Repeating the process ,we obtain successfully
𝑥5 = 2.0904, 𝑥6 = 2.0934 𝑒𝑡𝑐.
The correct value is 2.0943, so 𝑥6 is correct to two decimal places.

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