INTERPOLATION

Newton’s Divided
Difference Polynomial
Method of Interpolation

Authors: Autar Kaw, Jai Paul

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Transforming Numerical Methods Education for STEM
Undergraduates
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 Newton’s Divided
Difference Method of
Interpolation

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 What is Interpolation ?
Given (x0,y0), (x1,y1), …… (xn,yn), 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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 Newton’s Divided Difference
Method
Linear interpolation: Given
( x0 , y 0 ), ( x1 , y1 ), pass
a linear interpolant through the data
f1 ( x) b0  b1 ( x  x0 )

where
b0  f ( x0 )
f ( x1 )  f ( x0 )
b1 
x1  x0

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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

t (s) v(t ) (m/s)

0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67
Figure. Velocity vs. time data
6
for the rocket example http://numericalmethods.eng.usf.edu
 Linear Interpolation
550
517.35

v(t ) b0  b1 (t  t 0 ) 500

ys

t 0 15, v(t 0 ) 362.78 f ( range)

450

f x desired 
t1 20, v(t1 ) 517.35
b0 v(t 0 ) 362.78 400

v(t1 )  v(t 0 )
b1  30.914 362.78 350
t1  t 0 10
x s  10
12 14 16 18
x s  range x desired
20 22 24
x s  10
0 1

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 Linear Interpolation
(contd)
550
517.35

500

ys

f ( range)
450

f x desired 

400

362.78 350
10 12 14 16 18 20 22 24
x s  10 x s  range x desired x s  10
0 1
v(t ) b0  b1 (t  t 0 )
362.78  30.914(t  15), 15 t 20
At t 16
v(16) 362.78  30.914(16  15)
393.69 m/s
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 Quadratic Interpolation
Given ( x0 , y 0 ), ( x1 , y1 ), and ( x 2 , y 2 ), fit a quadratic interpolant through the data.
f 2 ( x) b0  b1 ( x  x0 )  b2 ( x  x0 )( x  x1 )

b0  f ( x0 )

f ( x1 )  f ( x0 )
b1 
x1  x0

f ( x 2 )  f ( x1 ) f ( x1 )  f ( x0 )

x 2  x1 x1  x0
b2 
x 2  x0

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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

t (s) v(t ) (m/s)

0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67
Figure. Velocity vs. time data
10
for the rocket example http://numericalmethods.eng.usf.edu
 Quadratic Interpolation
(contd)
550
517.35

500

450

ys
400
f ( range)


f x desired  350

300

250

227.04 200
10 12 14 16 18 20
10 x s  range x desired 20

t 0 10, v(t 0 ) 227.04

t1 15, v(t1 ) 362.78
t 2 20, v(t 2 ) 517.35
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 Quadratic Interpolation
(contd)
b0 v(t 0 )
227.04
v(t )  v(t 0 ) 362.78  227.04
b1  1 
t1  t 0 15  10
27.148

v(t 2 )  v(t1 ) v(t1 )  v(t 0 ) 517.35  362.78 362.78  227.04

 
t 2  t1 t1  t 0 20  15 15  10
b2  
t 2  t0 20  10
30.914  27.148

10
0.37660
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 Quadratic Interpolation
(contd)
v(t ) b0  b1 (t  t 0 )  b2 (t  t 0 )(t  t1 )
227.04  27.148(t  10)  0.37660(t  10)(t  15), 10 t 20
At t 16,
v(16) 227.04  27.148(16  10)  0.37660(16  10)(16  15) 392.19 m/s

The absolute relative approximate error a obtained between the results from the first
order and second order polynomial is

392.19  393.69
a  x100
392.19

= 0.38502 %

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 General Form
f 2 ( x) b0  b1 ( x  x0 )  b2 ( x  x0 )( x  x1 )
where
b0  f [ x0 ]  f ( x0 )
f ( x1 )  f ( x 0 )
b1  f [ x1 , x0 ] 
x1  x0
f ( x 2 )  f ( x1 ) f ( x1 )  f ( x0 )

f [ x 2 , x1 ]  f [ x1 , x0 ] x 2  x1 x1  x0
b2  f [ x 2 , x1 , x0 ]  
x 2  x0 x2  x0
Rewriting
f 2 ( x)  f [ x0 ]  f [ x1 , x0 ]( x  x0 )  f [ x 2 , x1 , x0 ]( x  x0 )( x  x1 )

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 General Form
Given (n  1) data points, x0 , y 0 , x1 , y1 ,......, x n  1 , y n  1 , x n , y n  as
f n ( x) b0  b1 ( x  x0 )  ....  bn ( x  x0 )( x  x1 )...( x  x n  1 )
where
b0  f [ x0 ]
b1  f [ x1 , x0 ]
b2  f [ x 2 , x1 , x0 ]

bn  1  f [ x n  1 , x n  2 ,...., x0 ]
bn  f [ x n , x n  1 ,...., x0 ]

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 General form
The third order polynomial, given ( x0 , y 0 ), ( x1 , y1 ), ( x 2 , y 2 ), and ( x3 , y 3 ), is

f 3 ( x)  f [ x0 ]  f [ x1 , x0 ]( x  x0 )  f [ x 2 , x1 , x0 ]( x  x0 )( x  x1 )
 f [ x3 , x 2 , x1 , x0 ]( x  x0 )( x  x1 )( x  x 2 )
b0
x0 f ( x0 ) b1
f [ x1 , x0 ] b2
x1 f ( x1 ) f [ x 2 , x1 , x0 ] b3
f [ x 2 , x1 ] f [ x3 , x 2 , x1 , x0 ]
x2 f ( x2 ) f [ x3 , x 2 , x1 ]
f [ x3 , x 2 ]
x3 f ( x3 )

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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

t (s) v(t ) (m/s)

0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67
Figure. Velocity vs. time data
17
for the rocket example http://numericalmethods.eng.usf.edu
 Example
The velocity profile is chosen as
v(t ) b0  b1 (t  t 0 )  b2 (t  t 0 )(t  t1 )  b3 (t  t 0 )(t  t1 )(t  t 2 )
we need to choose four data points that are closest tto
16
t0 10, v(t 0 ) 227.04
t1 15, v(t1 ) 362.78
t 2 20, v(t 2 ) 517.35
t 3 22.5, v(t 3 ) 602.97

The values of the constants are found as:

b0 = 227.04; b1 = 27.148; b2 = 0.37660; b3 = 5.4347×10−3
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 Example
b0
t0 10 227.04 b1
27.148 b2
t1 15, 362.78 0.37660 b3
30.914 5.4347 10  3
t 2 20, 517.35 0.44453
34.248
t3 22.5, 602.97

b0 = 227.04; b1 = 27.148; b2 = 0.37660; b3 = 5.4347×10−3

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 Example
Hence
v (t ) b0  b1 (t  t 0 )  b2 (t  t 0 )( t  t1 )  b3 (t  t 0 )( t  t1 )(t  t 2 )
227.04  27.148( t  10)  0.37660(t  10)(t  15)
 5.4347 * 10  3 (t  10)( t  15)( t  20)
At t 16,
v (16) 227.04  27.148(16  10)  0.37660(16  10)(16  15)
 5.4347 * 10  3 (16  10)(16  15)(16  20)
392.06 m/s
Theabsoluterelativeapproximateerror a obtainedis
.06 392
392 .19
a  x100
392.06

=0.033427%
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 Comparison Table

Order of 1 2 3
Polynomial
v(t=16) 393.69 392.19 392.06
m/s
Absolute Relative ---------- 0.38502 % 0.033427 %
Approximate Error

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 Distance from Velocity
Profile
Find the distance covered by the rocket from t=11s to
t=16s ?
v (t ) 227.04  27.148(t  10)  0.37660( t  10)( t  15)
3
10 t 22.5
 5.4347 * 10 (t  10)( t  15)( t  20)

 4.2541  21.265t  0.13204t 2  0.0054347t 3 10 t 22.5

So
16

s16  s11 v t dt

11

16

 (  4.2541  21.265t  0.13204t 2  0.0054347t 3 ) dt

11

16
 t2 t3 t4 
   4.2541t  21.265  0.13204  0.0054347 
 2 3 4  11

22
1605 m http://numericalmethods.eng.usf.edu
 Acceleration from Velocity
Profile
Find the acceleration of the rocket at t=16s given
that
v(t )  4.2541  21.265t  0.13204t 2  0.0054347t 3
d d
a(t )  v(t )   4.2541  21.265t  0.13204t 2  0.0054347t 3 
dt dt

21.265  0.26408t  0.016304t 2

a(16) 21.265  0.26408(16)  0.016304(16) 2

29.664 m / s 2

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 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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 THE END

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