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Newtons Divided Difference
Polynomial Method of
Interpolation
Major: All Engineering Majors

Authors: Autar Kaw, Jai Paul

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Transforming Numerical Methods Education for STEM
Undergraduates


Newtons Divided
Difference Method of
Interpolation


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What is Interpolation ?

Given (x
0
,y
0
), (x
1
,y
1
), (x
n
,y
n
), find the
value of y at a value of x that is not given.


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Interpolants
Polynomials are the most common
choice of interpolants because they
are easy to:

Evaluate
Differentiate, and
Integrate.


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Newtons Divided Difference
Method
Linear interpolation: Given pass a
linear interpolant through the data


where
), , (
0 0
y x ), , (
1 1
y x
) ( ) (
0 1 0 1
x x b b x f + =

) (
0 0
x f b =
0 1
0 1
1
) ( ) (
x x
x f x f
b

=


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Example
The upward velocity of a rocket is given as a function of
time in Table 1. Find the velocity at t=16 seconds using
the Newton Divided Difference method for linear
interpolation.



Table. Velocity as a
function of time
Figure. Velocity vs. time data
for the rocket example
0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67
) s ( t ) m/s ( ) (t v

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Linear Interpolation
10 12 14 16 18 20 22 24
350
400
450
500
550
517.35
362.78
y
s
f range ( )
f x
desired
( )
x
s
1
10 + x
s
0
10 x
s
range , x
desired
,
, 15
0
= t 78 . 362 ) (
0
= t v
, 20
1
= t 35 . 517 ) (
1
= t v
) (
0 0
t v b = 78 . 362 =
0 1
0 1
1
) ( ) (
t t
t v t v
b

= 914 . 30 =
) ( ) (
0 1 0
t t b b t v + =

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Linear Interpolation (contd)
10 12 14 16 18 20 22 24
350
400
450
500
550
517.35
362.78
y
s
f range ( )
f x
desired
( )
x
s
1
10 + x
s
0
10 x
s
range , x
desired
,
) ( ) (
0 1 0
t t b b t v + =
), 15 ( 914 . 30 78 . 362 + = t 20 15 s s t
At 16 = t
) 15 16 ( 914 . 30 78 . 362 ) 16 ( + = v
69 . 393 = m/s

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Quadratic Interpolation
Given ), , (
0 0
y x ), , (
1 1
y x and ), , (
2 2
y x fit a quadratic interpolant through the data.
) )( ( ) ( ) (
1 0 2 0 1 0 2
x x x x b x x b b x f + + =
) (
0 0
x f b =
0 1
0 1
1
) ( ) (
x x
x f x f
b

=
0 2
0 1
0 1
1 2
1 2
2
) ( ) ( ) ( ) (
x x
x x
x f x f
x x
x f x f
b

=

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Example
The upward velocity of a rocket is given as a function of
time in Table 1. Find the velocity at t=16 seconds using
the Newton Divided Difference method for quadratic
interpolation.



Table. Velocity as a
function of time
Figure. Velocity vs. time data
for the rocket example
0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67
) s ( t ) m/s ( ) (t v

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Quadratic Interpolation (contd)


10 12 14 16 18 20
200
250
300
350
400
450
500
550
517.35
227.04
y
s
f range ( )
f x
desired
( )
20 10 x
s
range , x
desired
,
, 10
0
= t 04 . 227 ) (
0
= t v
, 15
1
= t 78 . 362 ) (
1
= t v
, 20
2
= t 35 . 517 ) (
2
= t v

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Quadratic Interpolation (contd)
) (
0 0
t v b =
04 . 227 =

0 1
0 1
1
) ( ) (
t t
t v t v
b

=
10 15
04 . 227 78 . 362

=
148 . 27 =


0 2
0 1
0 1
1 2
1 2
2
) ( ) ( ) ( ) (
t t
t t
t v t v
t t
t v t v
b

=
10 20
10 15
04 . 227 78 . 362
15 20
78 . 362 35 . 517

=

10
148 . 27 914 . 30
=
37660 . 0 =

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Quadratic Interpolation (contd)
) )( ( ) ( ) (
1 0 2 0 1 0
t t t t b t t b b t v + + =
), 15 )( 10 ( 37660 . 0 ) 10 ( 148 . 27 04 . 227 + + = t t t 20 10 s s t
At , 16 = t
) 15 16 )( 10 16 ( 37660 . 0 ) 10 16 ( 148 . 27 04 . 227 ) 16 ( + + = v 19 . 392 = m/s
The absolute relative approximate error
a
e obtained between the results from the first
order and second order polynomial is

a
e
100 x
19 . 392
69 . 393 19 . 392
=

= 0.38502 %

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General Form
) )( ( ) ( ) (
1 0 2 0 1 0 2
x x x x b x x b b x f + + =
where



Rewriting

) )( ]( , , [ ) ]( , [ ] [ ) (
1 0 0 1 2 0 0 1 0 2
x x x x x x x f x x x x f x f x f + + =
) ( ] [
0 0 0
x f x f b = =

0 1
0 1
0 1 1
) ( ) (
] , [
x x
x f x f
x x f b

= =

0 2
0 1
0 1
1 2
1 2
0 2
0 1 1 2
0 1 2 2
) ( ) ( ) ( ) (
] , [ ] , [
] , , [
x x
x x
x f x f
x x
x f x f
x x
x x f x x f
x x x f b

= =

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General Form
Given ) 1 ( + n data points, ( ) ( ) ( ) ( )
n n n n
y x y x y x y x , , , ,......, , , ,
1 1 1 1 0 0
as
) )...( )( ( .... ) ( ) (
1 1 0 0 1 0
+ + + =
n n n
x x x x x x b x x b b x f
where
] [
0 0
x f b =
] , [
0 1 1
x x f b =
] , , [
0 1 2 2
x x x f b =

] ,...., , [
0 2 1 1
x x x f b
n n n
=
] ,...., , [
0 1
x x x f b
n n n
=

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General form
The third order polynomial, given ), , (
0 0
y x ), , (
1 1
y x ), , (
2 2
y x and ), , (
3 3
y x is


) )( )( ]( , , , [
) )( ]( , , [ ) ]( , [ ] [ ) (
2 1 0 0 1 2 3
1 0 0 1 2 0 0 1 0 3
x x x x x x x x x x f
x x x x x x x f x x x x f x f x f
+
+ + =


0
b
0
x ) (
0
x f
1
b
] , [
0 1
x x f
2
b
1
x ) (
1
x f ] , , [
0 1 2
x x x f
3
b
] , [
1 2
x x f ] , , , [
0 1 2 3
x x x x f
2
x ) (
2
x f ] , , [
1 2 3
x x x f
] , [
2 3
x x f
3
x ) (
3
x f


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Example
The upward velocity of a rocket is given as a function of
time in Table 1. Find the velocity at t=16 seconds using
the Newton Divided Difference method for cubic
interpolation.



Table. Velocity as a
function of time
Figure. Velocity vs. time data
for the rocket example
0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67
) s ( t ) m/s ( ) (t v

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Example

The velocity profile is chosen as

) )( )( ( ) )( ( ) ( ) (
2 1 0 3 1 0 2 0 1 0
t t t t t t b t t t t b t t b b t v + + + =
we need to choose four data points that are closest to
16 = t
, 10
0
= t 04 . 227 ) (
0
= t v
, 15
1
= t 78 . 362 ) (
1
= t v
, 20
2
= t 35 . 517 ) (
2
= t v
, 5 . 22
3
= t 97 . 602 ) (
3
= t v

The values of the constants are found as:
b
0
= 227.04; b
1
= 27.148; b
2
= 0.37660; b
3
= 5.434710
3




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Example


b
0
= 227.04; b
1
= 27.148; b
2
= 0.37660; b
3
= 5.434710
3

0
b
10
0
= t 04 . 227
1
b
148 . 27
2
b
, 15
1
= t 78 . 362 37660 . 0
3
b
914 . 30
3
10 4347 . 5


, 20
2
= t 35 . 517 44453 . 0
248 . 34
, 5 . 22
3
= t 97 . 602

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Example
Hence
) )( )( ( ) )( ( ) ( ) (
2 1 0 3 1 0 2 0 1 0
t t t t t t b t t t t b t t b b t v + + + =

) 20 )( 15 )( 10 ( 10 * 4347 . 5
) 15 )( 10 ( 37660 . 0 ) 10 ( 148 . 27 04 . 227
3
+
+ + =

t t t
t t t

At , 16 = t

) 20 16 )( 15 16 )( 10 16 ( 10 * 4347 . 5
) 15 16 )( 10 16 ( 37660 . 0 ) 10 16 ( 148 . 27 04 . 227 ) 16 (
3
+
+ + =

v

06 . 392 = m/s
The absolute relative approximate error
a
e obtained is
a
e
100 x
06 . 392
19 . 392 06 . 392
=

= 0.033427 %

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Comparison Table
Order of
Polynomial
1 2 3
v(t=16)
m/s
393.69 392.19 392.06
Absolute Relative
Approximate Error
---------- 0.38502 %

0.033427 %


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Distance from Velocity Profile
Find the distance covered by the rocket from t=11s to
t=16s ?


) 20 )( 15 )( 10 ( 10 * 4347 . 5
) 15 )( 10 ( 37660 . 0 ) 10 ( 148 . 27 04 . 227 ) (
3
+
+ + =

t t t
t t t t v
5 . 22 10 s s t

3 2
0054347 . 0 13204 . 0 265 . 21 2541 . 4 t t t + + + = 5 . 22 10 s s t
So
( ) ( ) ( )
}
=
16
11
11 16 dt t v s s
dt t t t ) 0054347 . 0 13204 . 0 265 . 21 2541 . 4 (
3 2
16
11
+ + + =
}


16
11
4 3 2
4
0054347 . 0
3
13204 . 0
2
265 . 21 2541 . 4
(

+ + + =
t t t
t
m 1605 =

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Acceleration from Velocity Profile
Find the acceleration of the rocket at t=16s given that
3 2
0054347 . 0 13204 . 0 265 . 21 2541 . 4 ) ( t t t t v + + + =
( )
3 2
0054347 . 0 13204 . 0 265 . 21 2541 . 4 ) ( ) ( t t t
dt
d
t v
dt
d
t a + + + = =

2
016304 . 0 26408 . 0 265 . 21 t t + + =

2
) 16 ( 016304 . 0 ) 16 ( 26408 . 0 265 . 21 ) 16 ( + + = a

2
/ 664 . 29 s m =
Additional Resources
For all resources on this topic such as digital audiovisual
lectures, primers, textbook chapters, multiple-choice
tests, worksheets in MATLAB, MATHEMATICA, MathCad
and MAPLE, blogs, related physical problems, please
visit

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ided_difference_method.html


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