Newton's Forward Difference Formula

Newton's forward difference formula is a finite difference identity giving an interpolated value between tabulated
points

in terms of the first value

and the powers of the forward difference

. For

, the formula states

(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)

where the binomial coefficient

represents a polynomial of degree

in .

The derivative of Newton's forward difference formula gives Markoff's formulas.

NEWTON'S FORWARD DIFFERENCE FORMULA

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

[ r = (x - x0) / (x1 - x0) f0 = f1 - f0 ]

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)

f0 + h f0' + 1/2 h2 f0''(u),

x0 < f < x1
x0 < u < x1

(x) = f0 + r ( f0 + h f0' + 1/2 h2 f0'' (u) - f0 )( f0 + r h f0' + 1/2 s2 h2 f0''(t) )

= 1/2 h2 ( r f0''(u) r2 f0''(t) )

Let us assume that the second derivative of the function is bounded such that | f ''(x)
| < M2and since r < 1 we have | (x) | < 1/2 h2 ( M2+M2) = h2M2
The general formula is very convenient to find the function value at various points if
forward difference at various points are avilable. Similarly the polynomial
approximations of functions of higher degree also can be expressed in terms of
r and forward differences of higher order. Instead of using the method of solving the
system as we did earlier it is convenient to use binomial formulae involving the
difference operators to generate the higher order interpolation formuale.
Newton's forward difference formulae :
Let the function f is known at n+1 equally spaced data points a = x0 < x1 < ... < =
xn = b in the interval [a,b] as f0, f1, . . . fn. Then the n the degree polynomial
approximation of f(x) can be given as
n
f(x) Pn(x) =

( i ) f
i

i=0

where r = (x-x0 ) / n x = x0 + r h 0 <r <n

and (

r
i

are the binomial coefficients

)defined as

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,=

the terms after k need not be considered

since

for n <
i

we can prove this result by mathematical induction.

consider k = 0
0
f0= if0 =f0

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!

The formula is called Newton's (Newton-Gregory) forward interpolation formula.

So if we know the forward difference values of f at x0 until order n then the above
formula is very easy to use to find the function values of f at any non-tabulated value
of x in the internal [a,b].The higher order forward differences can be obtained by
making use of forward difference table.
Forward difference table : Consider the function value (xi, fi) i = 0,1,2,--5 then the
forward difference table is

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

Example : If f(x) is known at the following data points

xi
fi

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!

at x = 0.5, r = (x - x0) / h = (0.5 - 0) / 1 = 0.5

0.5(0.5 - 1) x 10 5
0.5(0.5 - 1)(0.5 - 2) x 6
+
2
6

f(0.5) = 1 + 0.5 x 6 +

= 1 + 3 + 2.5 x (-0.5) + (-0.25)(-1.5)

= 3.125
Exact value is
f(0.5) = (0.5)3 + 2(0.5)2 + 3(0.5) + 1
= 0.125 + 0.5 + 1.5 + 1
= 3.125

Error in the Interpolation :

En(x) = (x - x0)(x - x1) . . .(x - xn) f(n+1)() / (n+1)!

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(r-1). . .(r-n) (n+1) (n+1)

h f ()
(n+1)!

r
= ( n+1 ) h(n+1)f(n+1)()

Newton's Interpolation Formulae

As stated earlier, interpolation is the process of approximating a

given function, whose values are known at
suitable polynomial,

of degree

tabular points, by a

which takes the values

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

where the polynomial

when the tabular points

's are equally spaced. Let

is given in the following form:

(11.4.
1)

for some constants

that
So, for
Next,

to be determined using the fact

for
substitute

in (11.4.1) to get

This gives us

So,
equivalently

Thus,

For

or

Now, using mathematical induction, we get

Thus,

As this uses the forward differences, it is called NEWTON'S FORWARD

DIFFERENCE FORMULA for interpolation, or simply, forward interpolation
formula.
EXERCISE 11.4.1

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

With this transformation the above forward interpolation formula is

simplified to the following form:

(11.4.
2)

If

=1, we have a linear interpolation given by

(11.4.
3)

For

we get a quadratic interpolating polynomial:

(11.4.
4)

and so on.
It may be pointed out here that if
then

coincides with

is a polynomial function of degree

on the given interval. Otherwise, this gives only an

approximation to the true values of

If we are given additional point
by

also, then the error, denoted

is estimated by

Similarly, if we assume,

then using the fact that

is of the form

we have

Thus, using backward differences and the transformation

Newton's backward interpolation formula as follows:

we obtain the

(11.4.
5)

EXERCISE 11.4.2 Derive the Newton's backward interpolation

formula (11.4.5) for
Remark 11.4.3 If the interpolating point lies closer to the
beginning of the interval then one uses the Newton's forward
formula and if it lies towards the end of the interval then Newton's
backward formula is used.
Remark 11.4.4 For a given set of n tabular points, in general, all
the n points need not be used for interpolating polynomial. In fact N
is so chosen that
forward/backward difference almost remains
constant. Thus N is less than or equal to n.

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.

6. Using the following table for

approximate its value at

Also, find an error estimate (Note

).

0.70

72

0.74

0.76

0.78

0.84229

0.87707

0.91309

0.95045

0.98926

7. Solution: As the point

lies towards the initial tabular
values, we shall use Newton's Forward formula. The forward
difference table is:

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

8. In the above table, we note that

is almost constant, so we shall
attempt
degree polynomial interpolation.

9. Note that

gives

interpolating polynomial of degree

Thus, using forward

we get

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

Also, find approximate value of

Solution: Note that
is closer to the values lying in the
beginning of tabular values, while
is towards the end of
tabular values. Therefore, we shall use forward difference
formula for
and the backward difference formula
for
Recall that the interpolating polynomial of degree
is given by

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

estimate calculated using

approximation.

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

2. Compute the value of the function at

and

3. The speed of a train, running between two station is measured

at different distances from the starting station. If is the
distance in

from the starting station, then

(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.

5. Following table gives the values of the function

at the different values of the tabular points

0.04

0.08

0.12

0.16

0.20

S(x)

0.00003

0.00026

0.00090

0.00214

0.00419

6. Obtain a fifth degree interpolating polynomial for

also find an error estimate for it.

Compute

and

7. Following data gives the temperatures (in

am to 8.00 pm. on May 10, 2005 in Kanpur:

) between 8.00

Time

8 am

12 noon

4 pm

8pm

Temperature

30

37

43

38

8. Obtain Newton's backward interpolating polynomial of degree

the temperature in Kanpur on that day at 5.00 pm.

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".