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Newton's forward difference formula is a finite difference identity giving an interpolated value between tabulated
points
. For
(1)
When written in the form
(2)
with
the falling factorial, the formula looks suspiciously like a finite analog of a Taylor series expansion. This
correspondence was one of the motivating forces for the development of umbral calculus.
An alternate form of this equation using binomial coefficients is
(3)
in .
Making use of forward difference operator and forward difference table ( will be
defined a little later) this scheme simplifies the calculations involved in the
polynomial approximation of fuctons which are known at equally spaced data points.
Consider the equation of the linear interpolation optained in the earlier section :
f1 - f 0
f0x1 - f1x0
x
+
f(x)P1(x)
= ax-1b =
x1 - x0
x1 - x0
1
[(x - x)f0 + (x-x0)f1]
(x1 - x0) 1
x1 - x
x - x0
(f1f0)
+
f0
+
x1 - x0
x - x0
x1 - x0
x - x0
x1 - x0
(f1f0)
= f0 +
= f0 + r f0
x1 - x0
since x1 - x0 is the step lenght h, r can be written as (x - x0)/h and will be between (0,
1).
Error in the linear interpolation :
If (x) is the error in the linear interpolation then
(x) = P1(x) - f(x) = f0 + r(f1 - f0) - f(x)
By Taylor's theorem
f(x) = f(x0 + r h) = f0 + r h f0' + 1/2 r2 h2 f0'' (f),
f1
= f(x1)
f(x0 + h)
x0 < f < x1
x0 < u < x1
( i ) f
i
i=0
r
i
r
( 1,) =
0
r
i
)=
r(r - 1) . . . (r - i +
for any integer i >
1)
0
i!
Proof :
To prove that the given result is the n the degree polynomial approximation of f(x) it
is sufficeint to prove that at the node i i.e., at x = xi the polynomial
approximation Pn(x) givesfi for any tabulated value xi since the curve f(x) passes
through the node points xi, i = 0, 1, . . ., n
Take r = k
x = x0 + r h = x0 + k h = xk
k
fk =
i=0
( i ) =f
+ k f0 + . . . +
(k )
f0
n
(i )0,=
for n <
i
hence the result is true for k = 0 and assume that the result is also true upto k
= 1, 2, . . . p
i=0
(p)
fp = f0 + rf0 + . . . +
f0
consider
fp+1 = fp + fp
=
( 0 )f
+(
p
1 )f0
+...+
( p ) f
p
( 0 )f
+...+
(p-1 ) f
p
+(
p p+1
p ) f0
k+1
f
( k+1
i )
i
i=0
p+
p
p
since ( ) + ( ) = (1
i
i-1
i
i.e., the nth degree polynomial approximation for f(x) can be written as
f(x) Pn(x) = f0 + rf0 +
r(r-1) 2
r(r-1) . . . (r - n +1) n
f0 + . . . +
f0
2!
n!
xi
fi
x0
f0
x1
f1
fi
2fi
3fi
2f0 = f1-
f0
4f0 = 3f1- 3
f0
3f1 = 2f2 -
2
f1
2f2 = f3 f2
f3
f4
x5
f5
5f0 = 4f1- 4
f0
4f1 = 3f2 -
3
f1
3f2 = 2f3 -
2
f2
f3 = f4 - f3
x4
3f0 = 2f1- 2
f0
2f1 = f2 f1
f2
f2 = f3 - f2
x3
5fi
f0 = f1- f0
f1 = f2 - f1
x2
4fi
2f3 = f4 f3
f4 = f5 - f4
0
1
1
7
2
23
3
55
4
109
then find f(0.5) and f(1.5) using Newton's forward difference formula.
Solution :
Forward difference table
xi
fi
23
55
fi
2fi
3fi
4fi
6
10
16
6
16
32
0
6
22
54
109
(Note : The given data satifies f(x) = x3 + 2x2 + 3x +1, i.e the function is a third degree
polynomial and hence third forward differences are constant by the result).
By Newton's forward difference formula
f(x) = f0 + rf0 +
r(r-1) 2
f0 +
2!
r(r-1)(r-2) 3
f0
3!
f(0.5) = 1 + 0.5 x 6 +
x0 < < xn
So for the Newton's method where the nodel points xi, i = 0, 1, . . . n are equally
spaced, the error is En(x) = (x - x0)(x - x0 - h) . . .(x - x0 - nh) f(n+1)() / (n+1)!
=
r
= ( n+1 ) h(n+1)f(n+1)()
of degree
tabular points, by a
at
for
Note that if the given data has errors, it will
also be reflected in the polynomial so obtained.
In the following, we shall use forward and backward differences to obtain polynomial
function approximating
(11.4.
1)
for
substitute
in (11.4.1) to get
This gives us
So,
equivalently
Thus,
For
or
Thus,
Show that
and
and in general,
For the sake of numerical calculations, we give below a convenient form of the
forward interpolation formula.
Let
then
(11.4.
2)
If
For
and so on.
It may be pointed out here that if
then
coincides with
is estimated by
Similarly, if we assume,
is of the form
we have
we obtain the
(11.4.
5)
EXAMPLE 11.4.5
1. Obtain the Newton's forward interpolating polynomial,
the following tabular data and interpolate the value of the
function at
for
0.001
0.002
0.003
0.004
0.005
1.121
1.123
1.1255
1.127
1.128
1.1285
2.
Solution: For this data, we have the Forward difference difference table
1.121
0.002
0.0005
-0.0015
0.002
.001
1.123
0.0025
-0.0010
0.0005
-0.0005
.002
1.1255
0.0015
-0.0005
0.0
.003
1.127
0.001
-0.0005
.004
1.128
0.0005
.005
1.1285
3. Thus, for
where
and
we get
-.0025
4.
Thus,
5.
).
0.70
72
0.74
0.76
0.78
0.84229
0.87707
0.91309
0.95045
0.98926
0.70
0.84229
0.03478
0.00124
0.0001
0.72
0.87707
0.03602
0.00134
0.00011
0.00001
0.74
0.91309
0.03736
0.76
0.95045
0.03881
0.78
0.98926
0.00145
9. Note that
gives
10.
11.
12.
An error estimate for the approximate value is
13.
14.
Note that exact value of
(upto decimal place)
is
and the approximate value, obtained using the
Newton's interpolating polynomial is very close to this value.
This is also reflected by the error estimate given above.
15.
Apply
degree interpolation polynomial for the set of
values given in Example 11.2.15, to estimate the value
of
by taking
Therefore,
1. for
This gives,
and
we have
2.
3. for
This gives,
and
we have
4.
Note: as
is closer to
we may expect
to be a better
5. for
we use the backward interpolating
polynomial, which gives,
Therefore, taking
have
and
This gives,
we
EXERCISE 11.4.6
1. Following data is available for a function
x
0.2
0.4
0.6
0.8
1.0
1.0
0.808
0.664
0.616
0.712
1.0
and
(in
) of the train at the distance
following table:
the speed
is given by the
50
100
150
200
250
v(x)
60
80
110
90
4. Find the approximate speed of the train at the mid point between the two
stations.
0.04
0.08
0.12
0.16
0.20
S(x)
0.00003
0.00026
0.00090
0.00214
0.00419
Compute
and
) between 8.00
Time
8 am
12 noon
4 pm
8pm
Temperature
30
37
43
38
to compute
Interpolation is guessing data points that fall within the range of the data you have, i.e.
between your existing data points.
Extrapolation is guessing data points from beyond the range of your data set.
So... if I tell you that I had 5 cookies two days ago, and 1 cookie today, you can interpolate
that I had 3 cookies yesterday. You could also extrapolate that I will have zero cookies
tomorrow. (Or you could extrapolate that I will have -1 cookies tomorrow, illustrating one of
the many pitfalls of extrapolation.)
If it helps to remember, "inter" is Latin for "between", and "extra" is Latin for "outside".