Finite Differences and Interpolation, Numerical Differentiation and Integration

829
830 Engineering Mathematics through Applications

Finite Differences, Numerical Differentiations and Integrations 831
Example 23: Given: log 100 = 2, log 101 = 2.0043, log 103 = 2.0128, log 104 = 2.0170,
find log 102.
Solution: Take the missing entry (or the entry under question) as f(102) = A and write the
data as under
xi: 100 101 102 103 104
f(xi) : 2.000 2.0043 A = f(102) 2.0128 2.0170
Since the four values of the variate are given and hence the function is a polynomial of
degree 3. Therefore, the third differnces are constant and consequently fourth differences
are zero.
i.e. ∆4f(x) = 0 for all x.
⇒ ∆4f(100) = 0
⇒ (E – 1)4f(100) = 0
⇒ (E4 – 4E3 + 6E2 – 4E + 1)f(100) = 0
⇒ f(104) – 4f(103) + 6f(102) – 4f(101) + f(100) = 0
⇒ 2.0170 – 4 × 2.0128 + 6f(102) – 4 × 2.0043 + 2.0000 = 0
12.0514
⇒ f (102) = = 2.0086 or f(log 102) = 2.0086.
6
Alternately: Let the missing entry be y2, then the difference table is
TABLE 13.13
xi yi = log xi ∆y ∆2 y ∆3 y ∆4 y
100 2.0000

→ 0.0043
101 2.0043 
→ y2 – 2.0086

→ y2 – 2.0043 
→ 6.0257 – 3y2
102 y2 
→ 4.0171 – 2y2 6y2 – 12.0514

→ 2.0128 – y2 
→ 3y2 – 6.0257
103 2.0128 
→ y2 – 2.0086

→ 0.0042
104 2.0170
As the fourth differences are zero by above stated assumptions, we have

12.0514
6y2 – 12.0514 = 0 ⇒ log 102 = y2 = = 2.0086 approx.
6
Example 24: Without forming the difference table find the missing entry in the following
table
x:0 1 2 3 4
y:1 3 9 – 81
Explain why the resulting value differs from 33.
Solution: Since the four values of the variate are given and hence the function is a polynomial
of degree 3, and consequently fourth differences are zero.
∴ ∆4y0 = 0 ⇒ (E – 1)4y0 = 0
i.e. (E4 – 4E3 + 6E2 – 4E + 1)y0 = 0
⇒ y4 – 4y3 + 6y2 – 4y1 + y0 = 0
⇒ 81 – 4y3 + 6 × 9 – 4 × 3 – 1 = 0
⇒ y3 = 31
Since f(x) = 3x is not a polynomial and hence y3≠33.
Example 25: Given y0, y1, y2,…, y5 (fifth differences constant), prove that
1 25 ( c – b ) + 3 ( a – c )
y = c+ , where a = (y0 + y5), b = (y1 + y4), c = (y2 + y3).
21 2 256
2
1
Solution: y2 1 = E 2 y0 = (1 + ∆ )
2 5/2
y0
2
 5 (5/2)(3/2) 2 (5/2)(3/2)(1/2) 3 (5/2)(3/2)(1/2) ( −1/2 ) 4

= 1 + ∆ + ∆ + ∆ + ∆
 2 1.2 1.2.3 1.2.3.4
(5/2)(3/2)(1/2) ( − 1/2)( − 3/1) 5 

+ ∆  y0
1.2.3.4.5 
5 15 2 5 3 5 4 3 5
= y0 + ∆y0 + ∆ y0 + ∆ y0 − ∆ y0 + ∆ y0
2 8 16 128 256
5
= y0 + (E − 1) y0 + 15 (E − 1)2 y0 + 5 ( E − 1)3 y0 − 5 (E − 1)4 y0 + 3 (E − 1)5 y0
2 8 16 128 256
= y0 +
5
(y1 − y0 ) + 15 (y2 − 2y1 + y0 ) + 5 (y3 − 3y2 + 3y1 − y0 )
2 8 16
−
5
( y4 − 4y3 + 6y2 − 4y1 + y0 ) + 3 ( y5 − 5y4 + 10y3 − 10y2 + 5y1 − y0 )
128 256
=  1 − +
5 15 5 5 3   5 15 + 15 + 5 + 15  y
− − −  y0 +  −  1
 2 8 16 128 256   2 4 16 32 256 
+ 
15 15 15 15   5 + 5 + 15  y
− − −  y2 +   3
 8 16 64 128   16 32 128 
+  −
5 15   3 y
−  y4 +   5
 128 256   256 
3 25 75 75 25 3
= y0 − y1 + y2 + y3 − y4 + y5
256 256 128 128 256 256
=
3
( y0 + y5 ) − 25 ( y1 + y4 ) + 75 ( y2 + y3 )
256 256 128
3 25 75
y 1 = a− b+ c
2
2
256 256 128
1 3 ( a − c ) + 25 ( c − b ) 1 3a 3c 25 25
Also, R.H.S. = c+ = c+ − + c− b
2 256 2 256 256 256 256
=
3 25 1 3 25 
a− b+ − + c
256 256  2 256 256 
3 25 75
a− = b+ c
256 256 128
Hence the result.
1
Alternately: Taking n = in the Bessel’s Formula for Interpolation, where
2
n ( n − 1)  n − 
1
n ( n − 1) 2  2  δ3 y
yn = y0 + nδ y1/2 + µδ y1/2 + 1/2
2! 3!
n ( n212 ) (n − 2 )  n − 
1
n ( n2 − 12 ) ( n − 2)  2  5
+ µδ4 y1/2 + δ y1/2 + …
4! 5!
1
From above, Ist two terms with n = become,
2
y0 + n δ y1/2 =  y0 + δ y1/2  = y0 + ( y1 − y0 ) = ( y0 + y1 )
1 1 1
 2  2 2
n (n − 1)  n − 
1
n (n − 1) 2 1  ∆2 y−1 + ∆2 y0  
Similarly, µ δ y1/2 = −   and 2  δ3 y = 0 and so on,
2! 8 2 3!
0
we have
1  ∆2 y−1 + ∆2 y0  3  ∆4 y−2 + ∆4 y−1 

y1/2 =
1
( y0 + y1 ) −  + 128 
2 8  2   2 

( y0 + y1 ) − ( ∆2 y−1 + ∆2 y0 ) + ( ∆4y−2 + ∆4y−1 )

1 1 3
y1/2 =
2 16 256
Shifting origin by 2,
y 1 =
1
(y2 + y3 ) − 1 (∆2 y1 + ∆2 y2 ) + 3 (∆4 y0 + ∆4 y1 ).
2
2 2 16 256
12
Example 26: Given u1 = 1, u2 + u3 = 5.41, u4 + u5 + u6 = 18.47, ∑ ux = 90.36
x =7
Find the value of ux for all integral values of x from 1 to 12.
12
Solution: Let ∑ ux = F(1) = u1 + (u2 + u3) + (u4 + u5 + u6) + (u7 + u8 + … + u12)
1
∴ F(1) = 1.00 + 5.41 + 18.47 + 90.36 = 115.24 …(1)
12
Similary: ∑ ux = F(4) = (u4 + u5 + u6) + (u7 + u8 + … + u12)
1
= 18.47 + 90.36 = 108.83 …(2)

12
and ∑ ux = F(7) = u7 + u8 + … + u12 = 90.36 …(3)
7
The difference table with h = 3 is given below

TABLE 13.15
x F(x) ∆F(x) ∆2F(x)
1 115.24
– 6.41
4 108.83 – 12.06
– 18.47
7 90.36
Now 1 + δ ≡ (1 + ∆)1/3
1  1 1
 − 
δ≡ ∆+ 3  ∆2 ≡ 1 ∆ − 1 ∆2
∴ 1 3 …(4)
3 1.2 3 9
1 1
δF (1) = ∆F (1) − ∆2 F (1)
3 9
1 1
= × ( −6.41) − × ( −12.06 ) ; − 2.14 + 1.34 ; − 0.80, …(5)
3 9
1 1
δF ( 4 ) = ∆ F ( 4 ) − ∆2 F ( 4 )
3 9
1 1
= × ( − 18.47 ) − × ( − 12.06 ) ; − 6.16 + 1.34 ; − 4.82 …(6)
3 9
1 2
Further, δ2 ≡ ∆
9
1 2 1
∴ δ2 F (1) = ∆ F (1) = × ( − 12.06) = −1.34
9 9
Second differences being constant i.e.,
δ2F(1) = δ2F(2) = … = – 1.3 4
The differences table for unit interval is as below:
TABLE 13.16
x F(x) δF(x) δ2F(x) ux = F(x) – F(x + 1)
1 115.24 u1 = F(1) – F(2) = 1


→ – 0.80
2 114.24 
→ – 1.34 u2 = F(2) – F(3) = 2.14

→ – 2.14
3 112.10 
→ – 1.34 u3 = F(3) – F(4) = 3.27

→ – 3.48
4 108.83 
→ – 1.34 u4 = 4.82

→ – 4.82
5 104.01 
→ – 1.34 u5 = 6.16

→ – 6.16
6 97.85 
→ – 1.34 u6 = 7.50

→ – 7.50
7 90.36 
→ – 1.34 u7 = 8.34

→ – 8.84
8 81.52 
→ – 1.34 u8 = 10.18

→ – 10.18
9 71.34 
→ – 1.34 u9 = 11.52

→ – 11.52
10 59.82 
→ – 1.34 u10 = 12.86

→ – 12.86
11 46.96 
→ – 1.34 u11 = 14.20

→ – 14.20
12 32.76 u12 = 32.76
It is being given that u1 = F(1) – F(2) = 1

∴ F(2) = F(1) – 1 = 115.24 – 1.00 = 114.24.
Values within boxes are known. With the help of these values, the table has been completed.
e.g. δ2F(1) = – 1.34
∴ δF(2) = δF(1) + δ2F(1) = – 0.80 – 1.34 = – 2.14
Similarly: δF(3) = δF(2) + δ2F(2) = – 2.14 – 1.34 = – 3.48 and so on.
F(3) = F(2) + δF(2) = 114.24 – 2.14 = 112.10 and so on.
In the last column values u1, u2,…, u12 have been obtained.
12 12
ux = F(x) − F(x + 1) = ∑ ux − ∑ ux
x x+1
12 12
e.g. u2 = F(2) − F(3) = ∑ ux − ∑ ux etc.
x=2 x=3
Thus, the values required are 1, 2.14, 3.27, …, 32.76.
ASSIGNMENT 2
1. Prove, y4 = y3 + ∆y1 + 2∆2y1 + ∆3y1. [Hint. y4 – y3 = ∆y3]
2. y4 = y0 + 4∆y0 + 6∆2y–1 + 10∆3y–1. [Hint. y4 = E5y–1]
3. u0 + nC u x + nC u x2 + … = (1 +
1 1 2 2 x)nu0 + nC1(1 + x)n – 1x∆u0 + nC2(1 + x)n – 2 x2∆2u0.
[Hint. R.H.S. = (1 + x + x∆)n u0]
1 1 1 1 3
4. u0 − u1 + u2 − …… = u0 − ∆u0 + ∆2u0 − ∆ u0 + ……
2 4 8 16
1 2 1.3 4 1.3.5 6 1 1 2
5. ux − 8 ∆ ux −1 + 8.16 ∆ ux − 2 − 8.16.24 ∆ ux − 3 + …. = ux + 1 − 2 ∆ux + 1 + 4 ∆ ux + 1 − ……
2 2 2
−1/2
  1 + 1 ∆2 E−1  
ux = 2E1/2 ( 2 + ∆ ) ux. = L.H.S.
−1
 Hint. R.H.S.
 
 4 
m m
∆ x + … =  x + 1  −  x − 1  .
1 2 m 1.3 3 m 1.3.5 4 m
6. ∆x − ∆x + ∆x −
m
2 2.4 2.4.6  2  2
u1x u2 x2  x2 2 
7. u0 + + + …… = ex u0 + x ∆u0 + ∆ u0 + ….. . [Hint. exE = ex(1 + ∆) = exex∆]
1! 2!  2! 
8. Evaluate
(i) (2∆ + 3)(E + 2)(3x2 + 2)
(ii) (∇ + ∆)2(x2 + x + 1)
(iii) (∆ – 1)(2∆ + 1)(x2 + x + 2).
13.9. INTERPOLATION WITH EQUAL INTERVAL OF ARGUMENT

Here we find suitable polynomials for replacing any given function over a given interval by
two ways, using forward and backward differences.
1. Newton-Gregory Forward Interpolation Formula

Let y = f(x) denote a function which takes values y0, y1, y2,…, yn for equidistant values x0, x1,
x2,…, xn of the independent variable x, and let fn(x) denote a polynomial of nth degree. Thus,
this polynomial may be written as:
fn(x) = a0 + a1(x – x0) + a2(x – x0)(x – x1)

+ a3(x – x0)(x – x1)(x – x2) + a4(x – x0)(x – x1)(x – x2)(x – x3)
+ … + an(x – x0)(x – x1)(x – x2)… (x – xn – 1) …(1)
Now, our object is to determine the unknown coefficients a0, a1, a2, …, an
Substituting in (1), f(x0) = y0, f(x1) = y1, f(x2) = y2, …, f(xn) = yn
to successive values x0, x1, x2, …, xn with x1 – x0 = h, x2 – x0 = 2h, … etc., we get
y0 = a0 or a0 = y0 …(2)
y1 = a0 + a1(x1 – x0) = y0 + a1h
y1 − y0 ∆ y0
or a1 = = ; …(3)
h h
Likewise, y2 = a0 + a1(x2 – x0) + a2(x2 – x0)(x2 – x1)
 y − y0 
= y0 +  1
 h 
(2h) + a2 (2h)( h )
y2 − 2y1 + y0 ∆2 y0
or a2 = = …(4)
2h2 2h2
Again, y3 = a0 + a1(x3 – x0) + a2(x3 – x0)(x3 – x1) + a3(x3 – x0)(x3 – x1)(x3 – x2)
y1 − y0 y − 2y1 + y0
= y0 + 3h + 2 ( 3h )( 2h ) + a3 ( 3h )( 2h )( h )
h 2h2
y3 − 3y2 + 3y1 − y0 ∆3 y0
or a3 = =
6h3 3 h3 ; …(5)
By continuing this process for calculating the coefficients, we see that

∆4 y0 ∆5 y0 ∆n y0
a4 = , a5 = ,… , an = ; …(6)
4 h4 5 h5 n hn
∆y0 ∆2 y0 ∆3 y0
∴ fn(x) = y0 + (x − x0 ) + ( x − x0 )(x − x1 ) + (x − x0 )(x − x1)(x − x2 ) + …
h 2h2 3 h3
∆n
+ (x − x0 )(x − x1)(x − x2 )…..(x − xn ) …(7)
n hn
x − x0
Now, if we take = p , this formula takes the simple form as:
h
p(p − 1) 2 p(p − 1)(p − 2) 3
fn(x) = y0 + p∆y0 + ∆ y0 + ∆ y0 + … +
2 3
p(p − 1)(p − 2)…(p − n − 1)∆n yn

+ …(8)
n
This is known as Newtons-Gregory formula for forward interpolation.

Working Rule: For any real number p,
yp = f(x0 + ph) = Epf(x0) = (1 + ∆)py0
 p(p − 1) 2 p(p − 1)(p − 2) 3 
= 1 + p∆ + ∆ + ∆ + …… y0
 2! 3! 
(Binomial Expansion)
p(p − 1) 2 p(p − 1)(p − 2) 3
= y0 + p∆y0 + ∆ y0 + ∆ y0 + …… …(9)
2! 3!
Note: This formula is particularly useful for interpolating the values of f(x) near the beginning of the set of given values.
2. Newton-Gregory Backward Interpolation Formula.

For deriving the formula in this case, we take the polynomial
fn(x) = a0 + 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 – xn – 2) … (x – x1) …(1)
On substituting values f(xn) = yn, f(xn – 1) = yn - 1, f(xn – 2) = yn – 2
corresponding to the successive values of x = xn, x = xn – 1, x = xn – 2, respectively, we get
yn = a0 or a0 = yn …(2)
Similarly, yn – 1 = a0 + a1(xn – 1 – xn) = yn + a1(–h)
yn − yn −1 ∇ yn
or a1 = = ; …(3)
h h
Again, yn – 2 = a0 + a1(xn – 2 – xn) + a2(xn – 2 – xn)(xn – 2 – xn – 1)
y − yn−1
= yn + n (−2h) + a2(−2h)(−h)
h
yn − 2yn −1 + yn − 2 ∇2 yn
or a2 = = ; …(4)
2h2 2h2
By continuing this process for calculating the coefficient, we see that
∇3 yn ∇4 yn ∇n yn
a3 = 3 , a4 = 4 , … , an = ; …(5)
3! h 4! h n ! hn
Substituting these values of a0, a1, a2,etc. in (1), we have
∇ yn ∇2 yn ∇3 yn
f (x) = yn + (x − xn ) + ( x − x )( x − x − ) + (x − xn )(x − xn −1 )(x − xn − 2 )
h 2! h2
n n 1 3! h3
∇n yn
+… + (x − xn )(x − xn−1)(x − xn− 2 )…(x − x1) …(6)
n ! hn
f (x) = yn + ∇ yn
( x − xn ) + ∇2 yn  x − xn   x − xn−1  + ∇3 yn  x − xn   x − xn −1   x − xn − 2 
or         
h 2  h  h  3!  h h h
∇n yn  x − xn   x − xn −1   x − xn −2   x − xn 
+…… +       ……  …(7)
n! h h h h 
x − xn
Now if we take, = p, then the formula takes the simple form
h
p ( p + 1)
f (x) = f ( xn + ph ) = yn + p∇ yn + ∇2 yn + ………
2!
x − xn
Since if we put, = p or x = xn + ph,
h
then xn – 1 = xn – h, xn – 2 = xn – 2h, … etc.
x − xn−1 x − ( xn − h ) x − xn + h x − xn
and = = = +1= p+1
h h h h
Similarly
x − xn − 2 x − ( xn − 2h ) x − xn + 2h x − xn
= = = +2=p+2
h h h h
x − x1 x −  xn − ( n − 1) h  x − xn + (n − 1) h
= = = ( p + n − 1) …(8)
h h h
Using (8),
p(p + 1) 2 p(p + 1)(p + 2) 3
f (x) = f (xn + ph) = yn + p∇ yn + ∇ yn + ∇ yn + …
2! 3!
p(p + 1)(p + 2)…(p + n − 1) n
+ ∆ yn …(9)
n!
This is called Newton-Gregory backward interpolation formula because it contains values
of the tabulated function from yn backward to the left and none to the right.
Note: This formula is useful for interpolating values near the end of a set of tabular values.
Alternately: yp = f(xn + ph) = Epyn = (1 – ∇ )–pyn
p(p + 1) 2 p(p + 1)(p + 2) 3

= yn + p∇ yn + ∇ yn + ∇ yn + ….
2! 3!
Example 27: Given sin45° = 0.7071, sin50° = 0.7660, sin55° = 0.8192, sin60° = .8660, find
sin52°, using Newton’s Forward formula.
Solution:
Write 52° = x0 + nh, where x0 = 45° be the base values
7
so that 52 = 45 + n.5 or n= = 1.4
5
The required difference table on taking 10–4 common to all y is as follows:

TABLE 13.17
xi 104yi ∆yi ∆2 y i ∆3 y i
x0 = 45 y0 = 7071

→ ∆y0 = 589
x1 = 50 y1 = 7660 
→ ∆2y0 = – 57

→ ∆y1 = 532 
→ ∆3y0 = –7
x2 = 55 y2 = 8192 
→ ∆ y1 = – 64
2

→ ∆y2 = 468
x3 = 60 y3 = 8660
The value 45° is chosen as the base value, since it will have inclusion of forward differences
of highest order, leading to the maximum accuracy in results.
Now 104y52 = y45 + nC1∆y45 + nC2 ∆2y45 + nC3 ∆3y45 + nC4 ∆4y45 + …
(1.4) (1.4)(.4) (1.4)(.4)(− .6)
= 7071 + 589 + (−57) + (−7)
1! 2! 3!
31.92 2.352
= 7071 + 824.6 − +
2 6
= 7071 + 824.6 – 16 + 0.4
104y52 = 7880 ⇒ y52 = .7880.
Example 28: Find the number of men getting wages between Rs. 10.00 and Rs. 15.00 from
the follwing data.
Wages in Rs.: 0–10 10–20 20–30 30–40
Frequency : 9 30 35 42
Solution:
xi (no. of persons getting Rs. less yi (cumulative frequency )

than the mention amount)
Less than (upto) 10 9
,, 20 39
,, 30 74
,, 40 116
We have to find first, the persons getting wages less then Rs. 15 i.e., form the difference
table as follows:
TABLE 13.18
xi yi ∆yi ∆2 y i ∆3 y i
x0 = 10 9

→ ∆y0 = 30
x1 = 20 39 
→ ∆2y0 = 5

→ ∆y1 = 35 
→ ∆3y0 = 2
x2 = 30 74 
→ ∆2y1 = 7

→ ∆y2 = 42
x3 = 40 116
For xn = x0 + nh,
5 1
15 = 10 + n × 10 or n==
10 2
n n(n − 1) 2 n(n − 1)(n − 2) 3
∴ y15 = y(x0 + nh) = y0 + ∆y0 + ∆ y0 + ∆ y0 + ……
1! 2! 3!
11
− 1
11
− 1  − 2
1
1      
= 9 + × 30 + 2 2 ×5+ 2 2 2 ×2
2 2! 3!
1  1 1  1  3
− ×5 − −
2  2    2
= 9 + 15 + + 2 2 ×2
2 6
5 1
= 9 + 15 − + = 9 + 15 − 0.62 + 0.12
8 8
= 23.50 = 24 approximately.
Thus, the persons getting wages less than or upto Rs. 15 are 24 and, the persons getting
wages in between Rs. 10 to 15 are (24 – 9) = 15.
Example 29: Given u1 = 40, u3 = 45, u5 = 54, find u2 and u4.
Solution: Take
TABLE 13.19
xi yi ∆yi ∆2 y i ∆3 y i ∆4 y i
xi y1 = 40

→ A – 40
x2 y2 = ? = A 
→ 85 – 2A

→ 45 – A 
→ (3A + B – 175)
x3 y3 = 45 
→ B + A – 90 
→ 0

→ B – 45 
→ (189 – 3B – A)
x4 y4 = ? = B 
→ 99 – 2B

→ 54 – B
x5 y5 = 54
With three known values, polynomial will be of degree 2 and the differences of 3rd and
higher order will be zero.
i.e. 3A + B – 175 = 0  3A + B = 175 


⇒ 

– 3B – A + 189 = 0  A + 3B = 189 
On solving the above equations, we find, A = 42 and B = 49.
Example 30: Given y0 = 3, y1 = 12, y2 = 81, y3 = 200, y4 = 100, y5 = 8, without forming the
difference table, find ∆5y0.
Solution: We know that ∆5 = (E – 1)5

∴ ∆5y0 = (E – 1)5y0
= (5C0 E5 – 5C1 E4 + 5C2 E3 – 5C3 E2 + 5C4 E – 5C5 E0)y0
= 5C0 E5y0 – 5C1 E4y0 + 5C2 E3y0 – 5C3 E2y0 + 5C4 Ey0 – 5C5 y0
= y5 – 5y4 + 10y3 – 10y2 + 5y1 – y0
= 8 – 5 × 100 + 10 × 200 – 10 × 81 + 5 × 12 – 3
= 8 – 500 + 2000 – 810 + 60 – 3
= 755.
10 10 10
Example 31: Given ∑ f (x) = 500426, ∑ f (x) = 329240, ∑ f (x) = 175212 and f(10) = 40365.
1 4 7
Find f(1).
10
Solution: Taken F1 = ∑ f ( x ) = 500426
1
10
F4 = ∑ f (x) = 329240
4
10
F7 = ∑ f (x) = 175212
7
F10 = f(10) = 40365

Form the difference table:
TABLE 13.20
xi yi ∆yi ∆2 y i ∆3 y i
1 F1 = 500426

→ ∆F1 = – 171186
4 F4 = 329240 
→ ∆2F1 = 17158

→ ∆F4 = – 154028 
→ ∆3F1 = 2023
7 F7 = 175212 
→ ∆ F4 = 19181
2

→ ∆F7 = – 134847
10 F10 = 40365
10 10
Now, we are to find f (1) = ∑ f (x) − ∑ f (x) = F1 − F2
1 2
Write F(2) = F(a + nh),
1
where a + nh = 2 ⇒ 1 + n × 3 = 2 ⇒ n =
3
n(n − 1) 2 n(n − 1)(n − 2) 3
F(2) = F(a + nh) = F(a) + n∆F(a) + ∆ F(a) + ∆ F(a)
2! 3!
1  2 1  2  5
− − −
1  − 171186  3  3  3  3  3
= 500426 + + 17158 + 2023
3 1!  2! 3!
= 441582.43
Hence f(1) = F(1) – F(2) = 500426 – 441582.43 = 58843.568.
Alternately:
TABLE 13.21
xi yi ∆Fi ∆ 2F i ∆ 3F i
10
x 10 F10 = ∑ = 40365
r = 10

→ 134847
10
x7 F7 = ∑ = 175212 
→ 19181
r =7

→ 154028 
→ – 2023
10
x4 F4 = ∑ = 329240 
→ 17158
4

→ 171186
10
x1 F1 = ∑ = 500426
1
Now, we are to find f(1) = F1 – F2 with h = – 3

8
Here, xn = x0 + nh ⇒ 2 = 10 + n × (–3) ⇒ n=
3
n(n − 1) 2 n(n − 1)(n − 2) 3

So that F(2) = F(a) + n∆F(a) + ∆ F(a) + ∆ F(a)
2! 3!
8 5 8 5 2
× × × × ( −2023 )
8 134847 3 3
= 40365 + × + × 19181 + 3 3 3
3 1! 2! 3!
= 40365 + 35992.00 + 42622.22 – 999.01 = 441580.21

∴ f(1) = F(1) – F(2) = 500426 – 441580.21 = 58843.79.
ASSIGNMENT 3
1. If u–1 = 10, u1 = 8, u2 = 10, u4 = 50 find u0 and u3.
2. Estimate the values of f(22) and f(42) from the following data:
x: 20 25 30 35 40 45
y: 354 332 291 260 231 204
3. Apply Newton’s backward difference formula to the data below, to obtain a polynomial
of degree 4 in x:
x: 1 2 3 4 5
y: 1 –1 1 –1 1
4. In the following table, the values of y are consecutive terms of a series of which 12.5 is
the 5th term. Find the first and tenth term of the series ;
x: 3 4 5 6 7 8 9
y: 2.7 6.4 12.5 21.6 34.3 51.2 72.9
5. From the following data, estimate the number of persons having income between 2000
and 2500:
Income : Below 500 500–1000 1000–2000 2000–3000 3000–4000
No. of
Persons : 6000 4250 3600 1500 650
13.10. INTERPOLATION WITH UNEQUAL INTERVALS

In the proceeding articles, we have discussed formula for interpolation when functions are
given at equally spaced independent variable or arguments. Very oftenly it is inconvenient
and some time even impossible to interpolate functions at unequal values of arguments. For
such cases, two interpolation formula viz. Lagrange’s and Newton’s formula for unequal
intervals have been developed, the difference used in Newton’s formula are called divided
differences which are obtained in the usual manner and then divided by certain differences of
the agruments.
13.11. DIVIDED DIFFERENCES

Let y0, y1, …, yn denote the functional values corresponding to the arguments x0, x1, …, xn
where the intervals x1 – x0, x2 – x1,… xn – xn – 1 are not necessarily equally spaced. Then the
divided differences of y in the ascending order are defined as follows:
First order divided differences:
[ x0 , x1 ] = x1 −− x0 ,
y − y1 y − y2
, [ x2 , x3 ] = 3
y y
 x1, x2  = 2 , etc.
1 0 x2 − x1 x3 − x2
Second order divided differences:
 x1 , x2  −  x0 , x1  ,  x , x , x  =  x2 , x3  −  x1 , x2  , etc.
 x0 , x1 , x2  = x2 − x0  1 2 3 x3 − x1
Third order divided differences:
 x1 , x2 , x3  −  x0 , x1 , x2  , etc.
 x0 , x1 , x2 , x3  = x3 − x0
nth order divided differences:
 x1 , x2 , …, xn  −  x0 , x1 , …, xn −1  , etc.
 x0 , x1 , x2 …, xn  = xn − x0
Note: Order of any divided difference is less by unity than the number of values of the arguments in it. Thus, if (x0,y0),
(x1,y1) etc. are points on a curve, the divided difference is the slope of the secant line through any of these two points.
Table of Divided Differences:

TABLE 13.22
Argument Entry First Second Third Fourth Div. diff.

Div. diff Div. diff. Div. diff. Div. diff.
x0 y0

→ [x0,x1]
x1 y1 
→ [x0, x1, x2]

→ [x1, x2] 
→ [x0, x1, x2, x3]
x2 y2 
→ [x1, x2, x3] 
→ [x0, x1, x2, x3, x4]

→ [x2, x3] 
→ [x1, x2, x3, x4]
x3 y3 
→ [x2, x3, x4]

→ [x3, x4]
x4 y4
Alternately: Divided Difference Table is Comparable to an ordinary Differences table as follows:

TABLE 13.22
Argument Entry First Second Third Fourth

Div. diff Div. diff Div. diff Div. diff
x0 y0
y1 − y0

→ h
y2 − 2y1 + y0
x1 y1 
→ 2h.h
y2 − y1 y3 − 3y2 + 3y1 − y0

→ h

→ 3h.2h.h
y3 − 2y2 + y1 y4 − 4y3 + 6y2 − 4y1 + y0

x2 y2 
→ 2h.h

→ 4h.3h.2h.h
y3 − y2 y4 − 3y3 + 3y2 − y1

→ h

→ 3h.2h.h
y4 − 2y3 + y2
x3 y3 
→ 2h.h
y4 − y3

→ h
x4 y4
Hence from this table we see that nth divided difference for any function yk
∆n
i.e. [ x0 , x1,…, xn ] = n ! hynk
13.12. PROPERTIES OF DIVIDED DIFFERENCES
Theorem 1: The value of a divided difference is independent of the arguments.

Proof: The first divided difference [x0, x1] is given by
y − y0 y1 y0 y1 y0
[x0 , x1 ] = x1 = − = +
x1 − x0 x1 − x0 ( x1 − x0 ) ( x0 − x1 ) …(1)
1 − x0
The second divided difference
1  y2 − y1  1  y1 − y0 
[ x0 , x1, x2 ] = x  −  
− x0  x2 − x1  x2 − x0  x1 − x0 
2
1  y1 y2  1  y0 y1 
= + − +
( x2 − x0 )  x1 − x2 x2 − x1  x2 − x0  x0 − x1 x1 − x0 
 
y0  1 1 
= + −
( x0 − x1 )( x0 − x2 )  ( x2 − x0 ) ( x1 − x2 ) ( x2 − x0 )( x1 − x0 )  1
y
y2
+
( x2 − x0 ) ( x2 − x1 )
=
y0
+
( x2 − x0 ) y1 +
y2
( x0 − x1 )( x0 − x2 ) ( x2 − x0 )( x1 − x0 ) ( x1 − x2 ) ( x2 − x0 ) ( x2 − x1 )
y0 y1 y2
= + +
( 0 − 1 )( 0 − 2 ) ( 1 − 0 ) ( 1 − 2 ) ( 2 − 0 ) ( x2 − x1 )
x x x x x x x x x x …(2)
Results (1) and (2) show that divided differences [x0, x1], [x0, x1, x2] are symmetrical i.e., if
the arguments are changed in any order, the values of divided differences remain to be the
same. Thus, [1, 5, 9] = [5, 9, 1] = [5, 1, 9], etc.
We may thus write, [xn, xn – 1, …, x2, x1, x0] = [x0, x1, x2, …, xn – 1, xn], etc.
It can be proved by mathematical induction that
[ x, x0 , x1, …, xn ] = (x − x )( x − yx )…(x − x ) + (x y0
− x )( x0 − x1 )…( x0 − xn )
0 1 n 0
y1 yn
+ +…+ .
( x1 − x ) (x1 − x0 )… (x1 − xn ) ( xn − x )( xn − x0 )… (xn − xn −1 )
Theorem 2: The nth divided differences of a polynomial of nth degree are constant.
Theorem 3: The nth divided differences can be expressed as the quotient of two determinants,
each of order n + 1.
Theorem 4: The nth divided differences can be expressed as the product of multiple integrals
i.e.,
1 u1 u2 un − 1
f (x1, x2 , ……, xn) =
∫ ∫
0
du1
0
du2.
∫ 0 ∫
du3 …
0
f n − 2(vn)dvn −1
where vn = (1 – u1)x1 + (u1 – u2)x2 + … + (un – 2 – un – 1)xn – 1 + un – 1xn,

u1, u2, …, un are independent variables and fn–1 means the (n – 1)th derivative of
f = f(x1,x2, …, xn). (Proof of all these theorems are not under consideration)
13.13. NEWTON'S DIVIDED DIFFERENCE FORMULA

Let y0, y1, ……, yn be the values of y = f(x) corresponding to the variables x0, x1, ……, xn, then
by definition of divided differences,
[ x, x0 ] = x −− x0 i.e. y = y0 + ( x − x0 ) [ x, x0 ]
y y
…(1)
0
 x, x0  −  x0 , x1 
Again  x, x0 , x1  = 
x − x1
which implies [x, x0] = [x0, x1] + (x – x1)[x, x0, x1] …(2)
On substituting the above value of [x, x0] in (1), we get
y = y0 + (x – x0){[x0 – x1] + (x – x1)[x, x0, x1]}
or y = y0 + (x – x0)[x0, x1] + (x – x0)(x – x1)[x, x0, x1] …(3)
 x, x0 , x1  −  x0 , x1, x2 
Further,  x, x0 , x1 , x2  = 
x − x2
which implies
[x, x0, x1] = [x0, x1, x2] + (x – x2)[x, x0, x1, x2] …(4)
On substituting the above value of [x, x0, x1] in equation (3), we get
y = y0 + (x – x0)[x, x0] + (x – x0)(x – x1)[x0, x1, x2]
+ (x – x0)(x – x1)(x – x2)[x, x0, x1, x2] …(5)
On continuing in this way, we get
f(x) = y = y0 + (x – x0)[x0, x1] + (x – x0)(x – x1)[x0, x1, x2]
+ (x – x0)(x – x1)(x – x2)[x0, x1, x2, x3]

+ …… + (x – x0)(x – x1)(x – x2) …… (x – xn)[x0, x1, x2 …… , xn] …(6)
Observations:
1. All the terms on the right hand side of (6), have dimensions of y regardless of the nature of ‘x’ and its
units of measurement. Since dimensions of ‘x’ cancels out in each terms on the right-hand side of (6).
( y1 − y0 )
For example see the 2nd term, ( x − x0 )  x0 , x1  = ( x − x0 ) x − x
( 1 0)
Here dimensions of 'x' in numerator and denominator cancels out.
2. The last term in the formula (6), is the remainder term after n + 1 terms and is written as:
Rn + 1 = (x – x0)(x – x1)(x – x2) …… (x – xn)[x0, x1, x2, …, xn]
Example 32: Using divided difference formula, find cosec 25°.167 from the following data:
x: 25º.05 25º.13 25º.25 25º.32 25º.41
f(x): 2.36178256 2.35475007 2.34428805 2.33823275 2.33049827
Solution: The divided difference table is as follows:

TABLE 13.24
x cosec x First Div. diff. Second Div.diff. Third Div. diff.
25°.05 2.36178256
– 0.087906125
25°.13 2.35475007 0.0036131525
– 0.087183500 – 0.000141907
25°.25 2.34428805 0.0035748105
– 0.086504286 – 0.0001475607
25°.32 2.33823275 0.0035351188
– 0.085938667
25°.41 2.33049827
Now employ the formula

y = y0 + (x – x0)[x0, x1] + (x – x0)(x – x1)[x0, x1, x2]
+ (x – x0)(x – x1)(x – x2)[x0, x1, x2, x3]
With x = 25° .167, y0 = 2.35475007
y = 2.35475007 + 0.037(– 0.087183500) + 0.037( – 0.083)(0.0035748105)
+ 0.037( – 0.083)( – 0.153)( – 0.000147561)
= 2.35475007 – 0.003225790 – 0.000010978 – 0.000000069
= 2.35151323.
Example 6.23: By means of Newton’s Divided difference formula (for unequal intervals),
find value of f(8) and f(15) from the following table: [Madurai 1996, Calcutta 1995]
x: 4 5 7 10 11 13
f(x) = y : 48 100 294 900 1210 2028
Solution: The divided difference table is as follows:

TABLE 13.25
xi yi Ist divided IInd divided IIIrd divided IVth divided

difference difference difference difference
f (x) − f (x0 )
x0 = 4 48 (x1 − x0 )
(100 − 48)
=
(5 − 4) = 52
(97 − 52)

→ = 15
(7 − 4)
f (x2) − f (x1)
x1 = 5 100 (x2 − x1)
(294 − 100) (21 − 15)
=
(7 − 5)
= 97 → (10 − 4) = 1

202 − 97

→ 10 − 5
= 21 
→0
f ( x3 ) − f ( x2 )
x2 = 7 294
( x3 − x2 )
=
( 900 − 294 ) 27 − 21
( 10 − 7 ) = 202 
→ 11 − 5 = 1
310 − 202

→ = 27 
→0
11 − 7
f (x4 ) − f (x3 )
x3 = 10 900 (x4 − x3 )
(1210 − 900) 33 − 27
= 
→ 13 − 7 = 1
(11 − 10) = 310
409 − 310

→ 13 − 10 = 33
f (x5) − f (x4 )
x4 = 11 1210 (x5 − x4 )
(2028 − 1210)
= = 409
(13 − 11)
x5 = 13 2028
Now,
y(x) = y0 + (x – x0)[x0, x1] + (x – x0)(x – x1)[x0, x1, x2]
+ (x – x0)(x – x1)(x – x2)[x0, x1, x2, x3] + …
+ (x – x0)(x – x1) … (x – xn – 1)[x0, x1, …, xn]
1 2
⇒ y(x) = y0 + (x – 4) f(4) + (x – 4)(x – 5) f(4)
5 5, 7
3
+ (x – 4)(x – 5) (x – 7) f(4)
5, 7, 10
4
+ (x – 4)(x – 5)(x – 7)(x – 10) f(4)
5, 7, 1 0 , 1 1
5
+ (x – 4)(x – 5)(x – 7)(x – 10)(x – 11) f(4)
5 , 7 , 1 0 , 1 1, 1 3
y(8) = 48 + (8 – 4)52 + (8 – 4)(8 – 5)15 + (8 – 4)(8 – 5)(8 – 7) × 1

+ (8 – 4)(8 – 5)(8 – 7)(8 – 10) × 0 + 0 + 0
= 48 + 208 + 180 + 12 = 448.
Example 34: The observed value of a function are respectively 168, 120, 72 and 63 at the
four positions 3, 7, 9 and 10 out of the independent variable. What is the best estimate
you can give for value of the function at the position 6 of the independent variable.
Solution: Here we employ divided difference to find f(6). The desired table is as follows` :
TABLE 13.26
xi yi Ist Divided diff. 2nd Divided diff. 3rd Divided diff.
3 168
120 − 168
= − 12
7−3
−24 − 12
7 120 = −2
9−3
72 − 120 5+2
= −24 =1
9−7 10 − 3
−9 + 24
9 72 =5
10 − 7
63 − 72
= −9
10 − 9
10 63
Here x = 6
∴ f(x) = y = y0 + (x – x0)[x0, x1] + (x – x0)(x – x1)[x0, x1, x2]
+ (x – x0)(x – x1)(x – x2)[x0, x1, x2, x3]
f(6) = 168 + (x – 3)( – 12) + (x – 3)(x – 7)( – 2) + (x – 3)(x – 7)(x – 9) × 1
= 168 – 3 × 12 + (3)( – 1)( – 2) + (3)( – 1)( – 3)(1)
= 168 – 36 + 6 + 9 = 147.
Example 35: Find the polynomial of the lowest degree which assumes the values 1245, 33,
5, 9 and 1335 at x = –4, – 1, 0, 2 and 5. Also find the nature of the polynomial at abscissa
x = 1.
Solution: The desired divided differences for the arguments –4, –1, 0, 2 and 5 are as follows:
TABLE 13.26
xi yi Ist Divided diff. 2nd Divided diff. 3rd Divided diff. 4th Divided diff.
–4 1245
33 − 1245

→ = −404
−1 + 4
−28 + 404
–1 33 
→ 0+4
= 94
5 − 33 10 − 94
→ 0 + 1 = −28
 
→ 2+4
= −14
2 + 28 13 + 14
0 5 
→ = 10 
→ =3
2+1 5+4
9−5 88 − 10

→ 2−0 = 2 
→ 5+1
= 13
442 − 2
2 9 
→ = 88
5−0
1335 − 9

→ = 442
5−2
5 1335
∴ f(x) = y0 + (x – x0)[x0, x1] + (x – x0)(x – x1)[x0, x1, x2]

+ (x – x0)(x – x1)(x – x2)[x0, x1, x2, x3]
+ (x – x0)(x – x1)(x – x2)(x – x3)[x0, x1, x2, x3, x4]
= 1245 + (x + 4)( – 404) + (x + 4)(x + 1)(94)
+ (x + 4)(x + 1)(x)( – 14) + (x + 4)(x + 1)(x)(x – 2)(3)
= 1245 – 404(x + 4) + 94(x2 + 5x + 4) – 14(x3 + 5x2 + 4x) + 3(x4 + 3x3 – 6x2 – 8x)
f(x) = 3x4 – 5x3 + 6x2 – 14x + 5
which is the required polynomial.
Now f(1) = 3 – 5 + 6 – 14 + 5 = – 5
13.14. LAGRANGE'S INTERPOLATION FORMULA

Let f(x) denotes a polynomial of nth degree which takes the values y0, y1, y2, …, yn when x
takes the values x0, x1, x2, …, xn respectively. Then the (n + 1)th differences of the polynomial
are zero and hence [x, x0, x1, …, xn] = 0.
Thus,
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 …(1)
(xn − x)(xn − x0 )(xn − x1) … (xn − xn −1)
On solving for y and then cancelling common factors (x – x0), (x – x1), (x – x2), ……, (x – xn)
in all terms, we get
(x − x1)(x − x2 ) … (x − xn ) (x − x0 )(x − x2 ) … (x − xn )
y= y0 + y1
(x0 − x1)(x0 − x2 ) … (x0 − xn ) (x1 − x0 )(x1 − x2 ) … (x1 − xn )
(x − x0 )(x − x1) … (x − xn −1)
+…+ yn …(2)
(xn − x0 )(xn − x1 ) … (xn − xn−1 )
This is Lagrange's formula and is seen to give y = y0, y1, … yn
when x = x0, x1, …, respectively.
The Lagrange's formula can also be written in the form
n Pn(x)
y= ∑ yi , i = 0, 1, …, n
i = 0 (x − xi )Pn´(x)
d
where Pn(x) = (x – x0)(x – x1) ……(x – xn), and Pn´(x) = Pn(x)
dx
Observations
1. Lagrange's formula is mearly a relation between two variables, either of which may be taken as the
independent variable and hence on interchanging x and y in (2), we get
(y − y1)(y − y2 ) … (y − yn) (y − y0)(y − y2 ) … (y − yn)

x= x0 + x1
(y0 − y1)(y0 − y2 ) … (y0 − yn) (y1 − y0)(y1 − y2 ) … (y1 − yn)
(y − y0)(y − y1) … (y − yn −1)

+ …… + xn
(yn − y0)(yn − y1) … (yn − yn −1)
2. It can be proved that the sum of the Lagrangian coefficients is unity.
Example 36: Use Lagrange’s interpolation formula to find the value of y when x = 7, if the
following values of x and y are given: [V.T.U. 2000, Madras 2000]
x: 5 6 9 11
y: 12 13 14 16
Solution: If f(x) be a function which takes the values (x0, y0), (x1, y1), (x2, y2), ……, (xn, yn),
then
(x − x1)(x − x2 ) … (x − xn ) (x − x0 )(x − x2 ) … (x − xn )
y = f (x) = y0 + y1
(x0 − x1)(x0 − x2 ) … (x0 − xn ) (x1 − x0 )(x1 − x2 ) … (x1 − xn )
(x − x0 )(x − x1 ) … (x − xn −1 )
+ …… + y
(xn − x0 )(xn − x1 ) … (xn − xn −1 ) n
(7 − 6)(7 − 9)(7 − 11) (7 − 5)(7 − 9)(7 − 11)

f (x) = f (7) = × 12 + × 13
(5 − 6)(5 − 9)(5 − 11) (6 − 5)(6 − 9)(6 − 11)
(7 − 5)(7 − 6)(7 − 11) (7 − 5)(7 − 6)(7 − 9)

+ × 14 + × 16
(9 − 5)(9 − 6)(9 − 11) (11 − 5)(11 − 6)(11 − 9)
1 × −2 × −4 2 × − 2 × −4 2 × 1 × −4 2 × 1 × −2
= × 12 + × 13 + × 14 + × 16
−1 × −4 × −6 1 × −3 × −5 4 × 3 × −2 6×5×2
208 14 16
= −4 + + − = 13.46.
15 3 15
Example 37: Given log100 = 2.000, log101 = 2.0043, log103 = 2.0128, log104 = 2.017; find
log102.
Solution: Consider this problem as a case of unequal interval, then by Lagrange’s formula
for unequal intervals, we have y = f(x) for different given values of y = y0, y1, …, yn
corresponding to x = x0, x1, ……, xn.
(x − x1)(x − x2 ) … (x − xn ) (x − x0 )(x − x2 ) … (x − xn )
∴ y = f (x) = (x − x )(x − x ) … (x − x ) y0 + (x − x )(x − x ) … (x − x ) y1
0 1 0 2 0 n 1 0 1 2 1 n
(x − x0 ) … (x − xn −1)
+…… + yn
(xn − x0 )(xn − x1 ) … (xn − xn −1 )
(102 − 101)(102 − 103)(102 − 104)

y(102) = ×2
(100 − 101)(100 − 103)(100 − 104)
(102 − 100)(102 − 103)(102 − 104)
+ × 2.0043
(101 − 100)(101 − 103)(101 − 104)
(102 − 100)(102 − 101)(102 − 104)
+ × 2.0128
(103 − 100)(103 − 101)(103 − 104)
(102 − 100)(102 − 101)(102 − 103)
+ × 2.017
(104 − 100)(104 − 101)(104 − 103)
(1)(−1)(−2) (2)(− 1)(−2)

= ×2+ × 2.0043
(−1)(− 3)(− 4) (1)(−2)(−3)
(2)(1)(−2) (2)(1)(−1)
+ × 2.0128 + × 2.017
(3)(2)(−1) (4)(3)(1)
1 × −1 × −2 2 × −1 × −2
= ×2+ × 2.0043
−1 × −3 × −4 1 × −2 × −3
2 × (1) × (−2) (2) × (1) × (−1)

+ × 2.0128 + × 2.017
(3) × (2) × (−1) (4) × (3) × (1)
= – 0.3333 + 1.3362 + 1.3419 – 0.3362
= 2.0086.
Example. 38: The mode of a certain frequency curve is very near to x = 9 and the values of
the frequence density f(x) for x = 8.6, 9, 9.3 are respectively 0.30, 0.35 and 0.25, calculate the
approximate value of the mode. [NIT Kurukshetra, 2005]
Solution: Using Langranges formula, define the polynomial as:

(x − x1)(x − x2 ) (x − x0 )(x − x2 ) (x − x0 )(x − x1 )
f (x) = y0 + y1 + y2
(x0 − x1 )(x0 − x2 ) (x1 − x0 )(x1 − x2 ) (x2 − x0 )(x2 − x1)
with (x0, y0) = (8.6, 0.30), (x1, y1) = (9, 0.35), (x2, y1) = (9.3, 0.25)
x2 − x(x1 + x2 ) + x1x2 x2 − x(x0 + x2 ) + x0 x2 x2 − x(x0 + x1) + x0 x1
∴ f(x) = y0 + y1 + y2
(x0 − x1)(x0 − x2 ) (x1 − x0 )(x1 − x2 ) (x2 − x0 )(x2 − x1)
2x − (x1 + x2 ) 2x − (x0 + x2 ) 2x − (x0 + x1 )

Here f ’(x) = y0 + y1 + y2
(x0 − x1)(x0 − x2 ) (x1 − x0 )(x1 − x2 ) (x2 − x0 )(x2 − x1 )
2x − 18.3 2x − 17.9 2x − 17.6

= + +
0.04 0.03 0.12
x 2 x
For mode, f’(x) = 0 i.e. − 4.575 + x − 6.0667 + − 1.49167 = 0
2 3 6
1.3333x = 4.575 + 6.0667 + 1.49167 or x = 9.10005 ≅ 9.
Here the mode of the frequency curve will have mode value at x = 9.1.
ASSIGNMENT 4
1. If y(1) = –3, y(3) = 9, y(4) = 30, y(6) = 132, find the Lagrange's interpolation polynomial
that takes the same values as y at the given points.
2. Given f(0) = – 18, f(3) = 0, f(1) = 0, f(5), = – 248, f(6) = 0, f(9) = 13104, find f(x).
3. Certain corresponding values of x and log10 x are given below :
x: 300 304 305 307
f(x): 2.4771 2.4829 2.4843 2.4871
Find log10 310 by (i) Lagrange's formula (ii) Newton's Divided Diff.
13.15 CENTRAL DIFFERENCE INTERPOLATION FORMULA

In the preceeding sections, we derived Newton-Gregory Forward and Backward formulae
for equal interval of arguments, Newton’s Divided difference and Langrange’s formulae for
unequal interval of arguments.
Now, we shall develop central difference formulae which are most suitable for interpolation near the
middle of the difference table.
Central Difference Table:
If x takes x0 – 2h, x0 – h, x0, x0 + h, x + 2h with corresponding y as y–2, y–1, y0, y1, y2, then the
corresponding central difference table becomes
TABLE 13.28
xi yi δyi Ist diff. δ2yi 2nd diff. δ3yi 3rd diff. δ4yi 4th diff.
x0 – 2h y –2
→ ∆y –2 = δy– 3/2

→ ∆ y –2 = δ y– 1
2

2
x0 – h y –1
→ ∆y –1 = δy– 1/2 → ∆ y –2 = δ y –1/2

3 3
 
x0 y0 
→ ∆2
y– 1 = δ 2
y 0 → ∆ y –2 = δ y0

4 4
→ ∆y0 = δy1/2 → ∆ y –1 = δ y 1/2

2 3
 
→ ∆ y0 = δ y1
2

2
x0 + h y1
→ ∆y1 = δy3/2

x0 + 2h y2
Clearly, the expression y–1 – y–2 = ∆y–2 is called the first order central difference of y–3/2
and is written as:
δy–3/2 = y–1 – y–2 and in general δyn = yn+1/2 – yn – 1/2.
1. Gauss Forward Interpolation Formula

Newton's forward formula:
p(p − 1) 2 p(p − 1)(p − 2) 3
yp = y0 + p ∆ y0 + ∆ y0 + ∆ y0 + …… …(1)
2! 3!
We know, ∆2y0 – ∆2y – 1 = ∆3y – 1
i.e. ∆2y0 = (∆2y – 1 + ∆3y – 1) …(2)
Similarly ∆3y0 = (∆3y – 1 + ∆4y – 1) and so on …(3)
Also, ∆3y –1 –
–2 = ∆3y–2 ∆4y
i.e. ∆3y
– 1 = (∆ y – 2 + ∆ y – 2)
3 4 …(4)
Similarly, ∆ y – 1 = ∆4y – 2 + ∆5y – 2 and so on.
4 …(5)
On substituting values of ∆2y0, ∆3y0, …etc., we get
p(p − 1) 2 p(p − 1)(p − 2) 3
yp = y0 + p ∆ y0 + (∆ y−1 + ∆3 y−1) + (∆ y−1 + ∆4 y−1)
2! 3!
p(p − 1)(p − 2)(p − 3) 4
+ (∆ y−1 + ∆5 y−1)
4!
p(p − 1)(p − 2)(p − 3)(p − 4) 5
+ (∆ y−1 + ∆6 y−1 ) + … …(6)
5!
on using ∆3y – 1, ∆4y – 1 etc we get
p(p − 1) 2 p(p2 − 1) 3
or yp = y0 + p∆y0 + ∆ y−1 + ∆ y−1
2! 3!
p(p2 − 1)(p − 2) 4 p(p2 − 1)(p2 − 22 ) 5

+ ∆ y−2 + ∆ y−2 + … …(7)
4! 5!
This is the Gauss Forward formula.
Note: In the central differences natation this result will be
p(p − 1) 2 p(p2 − 1) 3 p(p2 − 1)(p − 2) 4
yp = y0 + p δ y1/2 + δ y0 + δ y1/2 + δ y0
2! 3! 4!
p(p2 − 12 )(p2 − 22) 5

+ δ y1/2 + … …(8)
5!
and this formula is employed to interpolate the value of y for p (0 < p < 1) measured forward from the origin.
2. Gauss Backward Interpolation Formula

By Newton’s forward formula
p(p − 1) 2 p(p − 1)(p − 2) 3
yp = y0 + p∆y0 + ∆ y0 + ∆ y0 + … …(1)
2 3
We know, ∆y0 – ∆y – 1 = ∆2y – 1
i.e. ∆y0 = ∆y – 1 + ∆2y – 1 …(2)
Similarly ∆2 y0 = ∆2 y−1 + ∆3 y−1 
 and so on …(3)
∆3 y0 = ∆3 y−1 + ∆4 y−1 
Also ∆3y – 1 – ∆3y – 2 = ∆4y – 2
Similarly ∆3y−1 = ∆3y−2 + ∆4y−2 

 and so on …(4)
∆4 y−1 = ∆4 y−2 + ∆5 y−2 
On substituting values ∆y0, ∆2y0, ∆3y0 … etc. in (1), we get
p(p − 1) 2
yp = y0 + p(∆y−1 + ∆2 y−1 ) + (∆ y−1 + ∆3 y−1 )
2!
p(p − 1)(p − 2) 3 p(p − 1)(p − 2)(p − 3) 4
+ (∆ y−1 + ∆ 4 y−1) + (∆ y−1 + ∆5 y−1) + … …(5)
3! 4!
p(p + 1) 2 (p + 1)p(p − 1) 3
= y0 + p ∆ y−1 + ∆ y−1 + (∆ y−2 + ∆4 y−2 )
2! 3!
(p + 1)p(p − 1)(p − 2) 4
+ (∆ y−2 + ∆5 y−2 ) + … …(6)
4!
Further, using values ∆3y – 1, ∆4y – 1 etc.
(p + 1)p 2 p(p2 − 1) 3
yp = y0 + p∆y−1 + ∆ y−1 + ∆ y−2
2! 3!
p(p2 − 1)(p + 2) 4 p(p2 − 1)(p2 − 22 ) 5
+ ∆ y−2 + ∆ y−3 + … …(7)
4! 5!
which is Gauss Backward formula.
Note: In the central differences notation, this result will become
(p + 1)p 2 p(p2 − 12 ) 3
yp = y0 + p δ y−1/2 + δ y0 + δ y−1/2
2! 3!
p(p2 − 12)(p + 2) 4 p(p2 − 12)(p2 − 22) 5

+ δ y0 + δ y−1/2 + … …(8)
4! 5!
and it is employed for negative value of 'p' lying between – 1 and 0. Though Gauss's forward and backward formulae are
not of much practical use, but, these serve as an entermediate steps for obtaining stirling’s, Bessel's and Everett's
formulas.
3. Stirlings Formula
By Newton-Gregory forward formula
p(p − 1) 2 p(p − 1)(p − 2) 3
yp = y0 + p∆y0 + ∆ y0 + ∆ y0 + … …(1)
2! 3!
Here, ∆y0 = y1 – y0 = E1/2y1/2 – E–1/2y1/2 = (E1/2 – E – 1/2)y
1/2 = δy1/2 …(2)
Similarly, ∆y1 = δy3/2 , ∆y2 = δy 1 and so on
2
2
Again, ∆2y0 = ∆y1 – ∆y0 = δy3/2 – δy1/2 = δ(y3/2 – y1/2) = δ(δy1) = δ2y1 …(3)
Similarly ∆3y 0 = δ3y 3/2, ∆4y0 = δ4y2 and so on. …(4)
p(p − 1) 2 p(p − 1)(p − 2) 3
Thus, yp = y0 + p δ y1/2 + δ y1 + δ y3/2 + …… …(5)
2! 3!
1 1
Now, δy1/2 = [(δy−1/2 + δy1/2 )] + [(δy1/2 − δy−1/2 )], by rearrangement of terms
2 2
δ ( y−1/2 + y1/2 ) + δ ( y1/2 − y−1/2 )

1 1
=
2 2
δ ( E−1/2 + E1/2 ) y0 + δ ( E1/2 − E−1/2 ) y0

1 1
=
2 2
1 2
= µδy0 +
δ y0 …(6)
2
Similarly, δ2y1 = δ2y0 + (δ2y1 – δ2y0)
= δ2y0 + δ2(y1 – y0)
= δ2y0 + δ2(δy1/2)
= δ2 y0 + δ2 µδy0 + δ2 y0  ,
1
using (6)
 2 
1 4
= δ2 y0 + µδ3 y0 + δ y0 , and so on. …(7)
2
Using (6), (7), we get
p(p − 1)  2
yp = y0 + p  µδy0 + δ2 y0  + δ y0 + µδ3 y0 + δ4 y0  + …
1 1
 2  2!  2 
p2 2 p(p2 − 12 ) 3 p2( p2 − 12 ) 4
= y0 + p µδ y0 + δ y0 + µδ y0 + δ y0
2! 3! 4!
p(p2 − 12 )(p2 − 22 ) 5
+ µδ y0 + … …(8)
5!
This is Known as Stirling's Interpolation Formula
Further, in forward difference form it becomes,
∆y−1 + ∆y0 p2 2 p(p2 − 12 ) ∆3 y−2 + ∆3 y−1
yp = y0 + p ⋅ + ⋅ ∆ y−1 + ⋅
2 2! 3! 2
p2 (p2 − 12 ) 4 p(p2 − 12 )(p2 − 22 ) ∆5 y−3 + ∆5 y−2

+ ⋅ ∆ y−2 + ⋅ …(9)
4! 5! 2
Which is the mean of Gauss's Forward
The path of Stirling’s formula across a diagonal difference table is shown in the difference
table with entries that occur in the formula are printed in dark.
TABLE 13.29
y ∆y ∆2 y ∆3 y ∆4 y ∆5 y ∆6 y
y –3
→ ∆y –3
y –2 → ∆2 y –3
→ ∆y –2 → ∆3 y –3
y –1 → ∆ y –2
2
→ ∆4 y –3
→ ∆ y –1 → ∆ y –2
3
→ ∆ 5 y –3
y0 → ∆ y –1
2
→ ∆ y –2
4
→ ∆6 y–3
→ ∆y0 → ∆ 3 y –1 → ∆ 5 y –2
y1 → ∆2 y 0 → ∆4 y –1
→ ∆y1 → ∆ y0
3
y2 → ∆2 y 1
→ ∆y2
y3
Observations: Clearly from (9), the formula involves means of the odd differences just above and below the
central line as shown in the difference table 13.28.
4. Bessels Formula
As we have already derived
1 2
δy1/2 = µδy0 + δ y0 , (See equation (6) in Stirling’s Formula)
2
1 2
Implies δ y1 = µδ y1/2 + δ y1/2 , (Shift y to y1/2)
2
1 3
Further, δ2 y1 = µδ2 y1/2 + δ y1/2 …(10)
2
Again, δ2y1 = δ2y0 + µδ3y0 + δ4y1/2 , (Equation (7) in Stirling's Formula)

Implies δ2y3/2 = δ2y1/2 + µδ3y1/2 + δ4y1/2
Further, δ3y3/2 = δ3y1/2 + µδ4y1/2 + δ5y1/2 …(11)
By using (10) and (11), equation (5) of derivation becomes
p(p − 1)  p − 
1
p(p − 1) 2  2  δ3 y
yp = y0 + p δy1/2 + µδ y1/2 + 1/2
2! 3!
p(p2 − 12 )(p − 2)  p − 
1
p(p2 − 12 )(p − 2) 4  2  δ5 y + …
+ µδ y1/2 + 1/2
4! 5!
which is the desired expression.
Example 39: Interpolate by means of Gauss's backward formula, the population of a town
for the year 1974, given that:
Year : 1939 1949 1959 1969 1979 1989
Population : 12 15 20 27 39 52
(in thousands)
(Kottayam, 2005; Madras, 2003)
xp − x0 1974 − 1969
Solution: Taking x0 = 1969, h = 10, x0 + ph = xp i.e. p = = = 0.5, Form
h 10
the central difference table as:
TABLE 13.30
xi yi ∆yi ∆2yi ∆3yi ∆4yi ∆5yi
x–3 = 1939 12

→ 3
x–2 = 1949 15 ⇒ 2

→ 5 
→ 0
x–1 = 1959 20 ⇒ 2 ⇒ 3

→ 7 
→ 3 
→ – 10
x0 = 1969 27 ⇒ 5 ⇒ –7

→ 12 
→ –4
x1 = 1979 39 ⇒ 1

→ 13
x2 = 1989 52
Now, using Gauss Backward formula,
(p + 1)p 2 (p + 1)p(p − 1) 3
yp = y0 + p ∆ y−1 + ∆ y−1 + ∆ y−2 +
2! 3!
(p + 2)(p + 1)p(p − 1) 4 (p + 2)(p + 1)p(p − 1)(p − 2) 5

∆ y−2 + ∆ y−3 + ……
4! 5!
(1.5)(0.5)(5) (1.5)(− 0.5)

y5 = 27 + (0.5)(7) + + (3)
2 6
(2.5)(1.5)(−0.5) (2.5)(1.5)(0.5)(−0.5)(− 1.5)

+ (−7) + (−10)
24 120
= 27 + 3.5 + 1.875 – 0.1875 + 0.2743 – 0.1172 = 32.345 thousands approximate
Example 13.40: From following table

x: 20 25 30 35 40
f(x): 14.035 13.674 13.257 12.089 11.309
find f(32) using stirling’s formula.
We know that the Stirling’s formula is

n2 2 n(n2 − 1) 3
y(xo + nh) = y0 + n µδ y0 + δ y0 + µδ y0
2! 3!
n2 (n2 − 12 ) 4 n(n2 − 12 )(n2 − 22 ) 5

+ δ y0 + µδ y0 + … …(1)
4! 5!
Given table is
xi: 20 25 30 35 40 45
yi : 14.035 13.674 13.257 12.734 12.089 11.309
Now, we need to find the value of y at x = 32.
Here, x = 32, x0 = 30, h = yn − yn− 1 = 5,


x − x0 32 − 30 2 
∴ n= = = = 0.4 
…(2)
h 5 5
The corresponding difference table is as follows:
TABLE 13.31
x y ∆ ∆2 ∆3 ∆4 ∆5
20 14.035
–0.361
25 13.674 –0.056
–0.417 –0.05
x0 = 30 13.257 –0.106 0.034
–0.523 –0.016 – 0.031
35 12.734 –0.122 0.003
–0.645 –0.013
40 12.089 –0.135
–0.78
45 11.309
Now from the table, we calculate the following values:

y0 = 13.257, …(3)
1
∴ µδy0 =  − 0.417 + (− 0.523) = − 0.47,
2
…(4)
 E1/2 + E− 1/2  ∆y0 + ∆y− 1

As δ y0 = ∆ y−1/2, and µδy0 =   ∆ y− 1/2 =
 2  2
and δ2 y0 = ∆2 y−1 = − 0.106 …(5)
(∆y0 + ∆y−1 ) ∆3 y− 1 + ∆3 y− 2
As µδ3 y0 = δ2 (µδ y0 ) = δ2 =
2 2
1 1
∴ µδ y0 = − 0.05 − 0.016  = (− 0.066) = − 0.033
3
2
…(6)
2
and δ4 y0 = ∆4 y−1 = 0.034 …(7)
Subtituting the values of (3), (4), (5), (6), (7) and h in Stirling's formula stated in equation
(1), we will get y32
(0.4)2
∴ y32 = 13.257 + (0.4)(− 0.47) + (−0.106)
2
0.4 ((0.4)2 − 12 ) (0.4)2 ((0.4)2 − 12 )

+ (− 0.033) + (0.034)
3! 4!
= 13.257 + (–0.188) + (–0.00848) + (0.001848) – 0.0001904
= 13.257 – 0.1948224 = 13.0621776 ¾ 13.0622
Example 41: The pressure p of wind corresponding to the velocity v is given by the
following data. Estimate p, when v = 25.
v: 10 20 30 40
p: 1.1 2.0 4.4 7.9
Solution: The desired difference table is as follows:

TABLE 13.32
vi yi δyi δ2yi δ3yi
v–1 = 10 y–1 = 1.1


→ δy–1/2 = 0.9
v0 = 20 y0 = 2.0 
→ δ2y0 = 1.5

→ δy1/2 = 2.4 → δ3y1/2 = –0.4

v1 = 30 y1 = 4.4 
→ δ2y 1 = 1.1

→ δy3/2 = 3.5
v2 = 40 y2 = 7.9
v − vo 25 − 20 1
Taking v0 = 20, h = 10, p = = =
h 10 2
 1 1 3
As, p =   lies between and , therefore, it is appropriate to use Bessel's Formula,
2 4 4
given by
p(p − 1)  p − 
1
p(p − 1) 2  2  δ3 y + ...…
yp = y0 + p δ y1/2 + µδ y1/2 + 1/2
2! 3!
Here, y0 = 2.0,
δ y1/2 = 2.4,
1 1 1
µδ2 y1/2 = (δ2 y1 + δ2 y0 ) = (1.5 + 1.1) = (2.6) = 1.3,
2 2 2
δ3 y1/2 = − 0.4
1  1 1  1  1 1
− − −
∴ 1  2  2  2 2
y25 = 2.0 + (2.4) + 2 (1.3) + 2 (− 0.4)
2 2! 3!
1.3
= 2.0 + 1.2 − + 0 = 3.2000 − 0.1625 = 3.0375
8
Example 42: Use Bessel’s formula to obtain y25, given y20, = 24, y24 = 32, y28 = 35, y32 = 40.
Solution: By definition, Bessel's formula is given as:
n(n − 1)  n − 
1
n(n − 1) 2  2  δ3 y
yn = y(x0 + nh) = y0 + n δy1/2 + µδ y1/2 + 1/2
2! 3!
n(n2 − 12 )(n − 2)  n − 
1
n(n2 − 12 )(n − 2) 4  2  δ5 y + ...
+ µδ y1/2 + 1/2
4! 5!
Now interpolate using the table, taking y24 as the base value, with an interval length h = 4.
TABLE 13.33
xi yi ∆δyi ∆δ2yi ∆δ3yi
x–1 y–1 = y20 = 24

→ ∆y–1 ≡ δy–1/2 = 8

x0 y0 = y24 = 32 ⇒ ∆2y–1 = δ2y0 = –5
→ ∆y0 = δy1/2 = 3
 → ∆ y–1 = δ y1/2 = 7

3 3
x1 y1 = y28 = 35 ⇒ ∆2yo = δ2y1 = 2

→ ∆y1= δy3/2 = 5

x2 y2 = y32 = 40
y0 = 32, δ y1/2 = 3, µδ2 y 1 = δ2 µy1/2 = δ2 (E1/2y + E− 1/2 y ) = δ2 (y + y )

Here 1/2 1/2 1 0
2 2 2
1 1 3
= (δ2 y1 + δ2 y0 ) = (− 5 + 2) = −
2 2 2
and δ3 y1/2 = 7
1
Subtituting these values in yn = y0 + nh implies 25 = 24 + 4n ⇒ n =
4
11  1  1   1 1
−1 −1 −
1    − 3 + 4  4   4 2
∴ y25 = 32 + × 3 + 4 4 …(7)
4 2!  2 3!
3 9 7
= 32 + + + = 32 + 0.75 + 0.140 + 0.005 = 32.945.
4 64 128
Example 43: Given the table
xi : 310 320 330 340 350 360
logxi : 2.4914 2.5052 2.5185 2.5315 2.5441 2.5563
Find the value of log 337.5 by Stirling’s and Bessel’s formula.
Solution: Let us take log330 as the base value so that

xn = x0 + nh when h = 10
7.5
or 337.5 = 330 + n × 10 ⇒ n= = .75
10
Thus, write the difference table as:
TABLE 13.34
xi yi ∆yi ∆2yi ∆3yi ∆4yi ∆5yi
x–2 y–2 = 2.4914

→ ∆y–2 = 0.0138
x–1 y–1 = 2.5052 → ∆2y–2 = –0.0005
→ ∆y–1 = 0.0133 → ∆3y–2 = 0.0002
x0 y0 = 2.5158 → ∆2y–1 = –0.0003 → ∆4y- 2 = –0.0003
→ ∆y0 = 0.0130 → ∆3y–1 = –0.0001 → ∆5y–2 = 0.0004
x1 y1 = 2.5315 → ∆2y0 = –0.0004 → ∆4y –1 = 0.0001
→ ∆y1 = 0.0126 → ∆3y0 = –0.00
x2 y2 = 2.5441 → ∆2y1 = –0.0004
→ ∆y2 = 0.0122
x3 y3 = 2.5563
Stirling's formula is
n2 2 n(n2 − 12 ) 3 n2 (n2 − 12 )δ4 y0 n (n2 − 12 )(n2 − 22 ) 5
yn = y0 + nµδy0 + δ y0 + µδ y0 + + µδ y0 + …
2! 3! 4! 5!
Now,
δ (E1/2 y0 + E− 1/2 y0 ) δ (y1/2 + y− 1/2 )
(i) µδy0 = δµ y0 = =
2 2
1 1
= (δy1/2 + δy−1/2 ) = (∆y0 + ∆y−1 )
2 2
1 1
= (0.0133 + 0.0130) = (0.0263) = 0.0131
2 2
(ii) δ2 y0 = ∆ 2 y−1 = − 0.0003
 y1/2 + y− 1/2 
(iii) µδ y0 = δ µ y0 = δ 
3 3 3

 2 
1 1
=  δ3 y1/2 + δ3 y− 1/2  =  ∆3 y1/2 − 3/2 + ∆3 y− 1/2 − 3/2 
2 2
1 1
=  ∆3 y− 1 + ∆3 y− 2  = 0.0002 − 0.0001 = 0.00005.
2 2
(iv) δ4 y0 = ∆4 y− 2 = − 0.0003
(y1/2 + y−1/2 ) 1 5
µδ5 y0 = δ5 = δ y1/2 + δ5 y− 1/2 
2 2
1 1
=  ∆5 y−2 + ∆5 y− 3  = 0.0004 + 0  = 0.0002
2 2
Therefore,
(.75)2 (− 0.0003) (.75)(.752 − 1)
yn = 2.5185 + 0.75 × 0.0131 + + × 0.0005
2! 3!
(.75)2 (.752 − 1) .75(.752 − 1)(.752 − 2)
+ (− 0.0003) + × 0.0002
4! 5!
= 2.5185 + .009825 – .0008457 – .000000055. = 2.5283
Example 44: Employ Bessel’s formula to find to the value of y at x = 1.95, given that
[NIT Kurukshetra, 2005; 2009]
x: 1.7 1.8 1.9 2.0 2.1 2.2 2.3
y: 2.979 3.144 3.283 3.391 3.463 3.997 4.491
Which other intepolation formula can be used here? Which is more appropriate? Give
reasons.
Solution: Construct the table as:

TABLE 13.35
x y ∆y ∆2y ∆3y ∆4y ∆5y ∆6y
1.7 2.979
0.165
1.8 3.144 –0.026
0.139 –0.005
1.9(x0) 3.283(y0) –0.031 0
δy1/2)
0.108(δ –0.005 δ3y
(δ 1/2) δ5y1/2)
0.503(δ
2.0 3.391 –0.036 0.503 –2.006
0.072 0.498 –1.503
2.1 3.463 0.462 –1
0.534 –0.502
2.2 3.997 –0.040
0.494
2.3 4.491
Using Bessel’s formula,

p(p − 1) 2 p(p − 1)(p − 1/2) 3
yn = y0 + p δ y1/2 + µδ y1/2 + δ y1/2
2! 3!
p(p2 − 12 )(p − 2) 4 p(p2 − 12 )(p − 2)(p − 1/2) 5

+ µδ y1/2 + δ y1/2 + ....
4! 5!
1.95 − 1.90 0.05
p= = = 0.5
0.1 0.1
δy1/2 = 0.108
− 0.031 − 0.036
µδ2 y1/2 = = − 0.0335
2
δ3y1/2 = – 0.005
0 + 0.503
µδ4 y1/2 = = 0.2515
2
δ5y1/2 = – 0.503
(0.5)(0.5 − 1)
∴ y(1.95) = 3.283 + (0.5)(0.108) (− 0.0335)
2
(0.5)(0.5 − 1)(0.5 − 0.5) (0.5)(0.52 − 1)(0.5 − 2)
+ (− 0.005) + × 0.2515
6 24
(0.5)(0.52 − 1)(0.5 − 2)(0.5 − 0.5)
+ × 0.503
120
(0.5)(0.5) (0.5)(0.75)(1.5)(0.2515)
= 3.283 + 0.0540 + (0.0335) + 0 + +0
2 24
= 3.34708 = 3.3471
ASSIGNMENT 5
1. Using Stirling’s formula find y35, given y20 = 512, y30 = 439, y40, = 346, y50 = 243.
2. Apply Bessel’s formula to obtain y25 , given y20 = 2854, y24 = 3162, y28 = 3544, y32 = 3992.
3. Given
θ: 0° 5° 10° 15° 20° 25° 30°
tan θ : 0 0.0875 0.1763 0.2679 0.3640 0.4663 0.5774
Using Stirling's formula, show that tan 16° = 0.2867.
4. From the data:
x: 10° 20° 30° 40° 50° 60° 70° 80°
cosx: 0.9848 0.9397 0.8660 0.7660 0.6428 0.5000 0.3420 0.1737
obtain cos 23°, using Bessel’s formula.
5. Use Gauss’s forward formula to evaluate y30 given that y21 = 18.4708, y25 = 17.8144,
y29 =17.1070, y33 = 16.3432 and y37 =15.5154.
13.16. INVERSE INTERPOLATION

Inverse interpolation is the process of finding the value of the argument corresponding to a
given value of the function when the function is intermediate between two tabulated values.
Out of several methods of inverse interpolation, only two are explained.
1. Lagrange‘s Formula
This technique has already been explained while explaining unequal interpolation by
Lagrange’s method, where x (the argument) can be expressed as a function of y.
2. Reversion of Series
The most obvious method of solving the problem of inverse interpolation is by reversion of
series, for all the interpolation formulas developed in the form of power series.
Thus the power series
y = c0 + c1x + c2x2 + c3x3 + ... + cnxn +...… …(1)
when reverted becomes
2 3 4
 y − c0   y − c0   y − c0   y − c0   y − c0 
n
x =  + a1   + a2   + a3   +…… + an − 1  c  + … …(2)
 c1   c1   c1   c1   1 
c2
Where a1 = − ,
c1
2
c3 c 
a2 = − + 2 2  ,
c1  c1 
3
c c c  c 
a3 = − 4 + 5  2 23  − 5  2  ,
c1  c1   c1 
2 4
c5 cc c   c 2c  c 
a4 = − + 6 2 24 + 3  3  − 21  2 33  + 14  2  ,
c1 c1  c1   c1   c1 
5
c c c +c c   c 2 c + c c2 c3c c 
a5 = − 6 + 7  2 5 2 3 4  − 28  2 4 3 2 3  + 84 2 4 3 − 42  2  …(3)
c1  c1   c1  c1  c2 
In this way, compute all c2's and then substitute their values in (2), to find x.
We write inverse interpolation formula for Newton’s, Stirling’s and Bessel’s formulae in
the power series form.
(a) Newton’s Formula:
p(p − 1) 2 p(p − 1)(p − 2) 3 p(p − 1)(p − 2)(p − 3) 4
y = y0 + p ∆y0 + ∆ y0 + ∆ y0 + ∆ y0 + … …(4)
2! 3! 4!
(Limiting the expression upto 4th difference, however, it could be extended desirably)
 ∆2 y0 ∆3 y0 ∆4 y0   ∆2 y0 ∆3 y0 11 4  2
y = y0 +  ∆ y0 − + − p +  2 − 2 + 24 ∆ y0  p
 2 3 4 
 ∆3 y0 ∆4 y0  3 ∆4 y0 4
+ − p +
4 
p …(5)
 6 24
On comparison of (1)and (4), we get
c0 = y0 
∆ y0 ∆ y0 ∆ y0 
2 3 4
c1 = ∆y0 − + − , 
2 3 4 
∆2 y0 ∆3 y0 11 4 
c2 = − + ∆ y0 ,
2 2 24 
∆3 y0 ∆4 y0  …(6)
c3 = − , 
6 4 
∆4 y0 
c4 = .
24 
(b) Stirling’s Formula
∆y−1 + ∆y0 p2 2 p(p2 − 1) ∆3 y−2 + ∆3 y−1 p2(p2 − 1) 4
y = y0 + p + ∆ y−1 + ⋅ + ∆ y− 2 …(7)
2 2 6 2 24
 ∆y + ∆y0 ∆3 y−2 + ∆3 y−1   ∆2 y−1 ∆4 y−2  2

= y0 +  −1 −  p +  2 − 24  p
 2 12   
 ∆3 y−2 + ∆3 y−1  3 ∆4 y−2 4

+ p + p …(8)
 12  24
On comparing (7) with (1), we get
c0 = y0 
1 1 3 
c1 = (∆y− 1 + ∆y0 ) − (∆ y−2 + ∆3 y−1 )
2 12
1 1 4 
c2 = ∆2 y−1 − ∆ y−2  ...(9)
2 24 
1 3 
c3 = (∆ y−2 + ∆ y−1)
3

12
1 4 
c4 = ∆ y−2 
24 
(c) Bessel’s Formula:
p2 − 1  p  p2 − 
1
 y0 + y1   4   ∆2 y− 1 + ∆2 y0   4  ∆3 y
y=  + p ∆y0 +   + −1
 2  2  2  6
 p2 − 1   p2 − 9 
   4
4   ∆ y−2 + ∆ y−1 
4
+ 4 
 
…(10)
24  2 
1 1 3
= (y0 + y1 ) − (∆2 y− 1 + ∆2 y0 ) + (∆4 y−2 + ∆4 y− 1)
2 16 256
+  ∆y0 −
1 3 
∆ y−1 p +  (∆2 y−1 + ∆2 y0 ) − (∆4 y−2 + ∆4 y−1 ) p2
1 5
 24  4 96 
1 1 4
+ ∆3 y−1 p3 + (∆ y−2 + ∆4 y−1) p4 …(11)
6 48
On comparing (11) with (1), we get
(∆4 y−2 + ∆4 y−1 )

1 1 3
c0 = (y + y1 ) − (∆2 y− 1 + ∆2 y0 ) +
2 0 16 256
1 3 
c1 = ∆y0 − ∆ y− 1 
24 
1 5 4 
c2 = (∆2 y−1 + ∆2 y0 ) − (∆ y−2 + ∆4 y−1 )  …(12)
4 96 
1 
c3 = ∆3 y−1
6 
c4 =
1 4
(∆ y−2 + ∆ y−1 )
4 
48 
x
 2 
Example 45: Using given table of values of the Probability integral 
 x  ∫e
0
− x2
dx, find
1
the value of x for which integral value equals to .
2
xi yi ∆yi ∆ 2y i ∆ 3y i ∆ 4y i
(10–7) (10–7) (10–7) (10–7)
x–2 = 0.45 0.4754818

91737
x–1 = 0.46 0.4846555 –840
90897 –11
x0 = 0.47 0.4937452 –851 1
90046 –10
x1 = 0.48 0.5027498 –861 2
89185 –8
x2 = 0.49 0.5116683 –869
88316
x3 = 0.50 0.5204999
1
Solution: Here, (y0 + y1 ) = 0.4982475,
2
1 2
(∆ y− 1 + ∆2 y0 ) = 0.0000856; 
2 
1 4  …(1)
(∆ y− 2 + ∆ 4 y− 1 ) = 0.00000015 
2 
Hence, Using result (12), of Reversion of series (Inverse Interpolation) we get
= 0.4982582, 
0.0000856
c0 = 0.4982475 +
8 
0.0000010 
c1 = 0.0090046 + = 9.00900464, 
24 
c2 =−
0.0000856
= − 0.0000428,  …(2)
2 
0.0000010 
c3 =− = − 0.00000017, 
6
c4 = 0, practically 

Now
c2 0.0000428 
=− = − 0.004753, 
c1 0.00900464
2 
 c2  
  = (− 0.004753) = 0.0000225910, 
2
 c1  
3 
 c2  
  = (− 0.004753) = 0.0000001074, 
3
…(3)
 c1  
= − 0.00001888 
c3 0.00000017
=−

c1 0.00900464 
For finding the desired argument, say,
2 3
 y − c0   y − c0   y − c0 
x=  + a1   + a2  + ...…
 c 
…(4)
 c  1  c 1 1
We find
c2 
a1 = − = 0.004753, 
c1
2 
c3  c2  
a2 = − + 2   = 0.00001888 + 2 (0.000022591) 
c1  c1  
= 0.00006406,  …(5)
c  cc   c 
3

c3 = − 4 + 5  2 23  − 5  2  
c1  c1   c1  
= 0 + 5(− 0.004753)(− 0.00001888) − 5(− 0.0000001074)
= 0.000000986 
y − c0 0.5 − 0.4982582 
= = = 0.1934336 
c0 0.0090046 4 
∴ x = 0.1934336 + 0.004753 (0.1934336)2 + 0.00006406 (0.1934336)3
= 0.1934336 + 0.0001778 + 0.00000043
= 0.193612.
Example 46: Using stirling's inverse interpolation formula, find x for given sinh x = 62,
employing data below:
x : 4.80 4.81 4.82 4.83 4.84
y = sinh x: 60.7511 61.3617 61.9785 62.6015 63.307
Solution: Using equations (9) Artical 13.16 (Inverse Interpolution using Reversion of series)
c0 = y0 = 61.9785, 
c1 = 0.6199, 

= 0.0031,
0.0062
c2 =
2 
c3 = 0 = c4 
For finding x, employ equation (2)
Here y = 62,
y − c0 62 − 61.9785
∴ = = 0.034683,
c1 0.6199
c2 0.0031
= = 0.005001
c1 0.6199
c2
Hence a1 = − = − 0.005001,
c1
2
c c 
a2 = − 3 + 2  2  = 2(0.005001)2 = 0.00005002, (as c3 = 3)
c1  c1 
With above values of a1, a2, we get
p = 0.034683 - 0.005001 (0.034683)2 + 0.00005002 (0.034683)3 = 0.0347
∴ x = (x0 + ph) = 4.82 + 0.01(0.0347) = 4.8203
Note: The problem of inverse interpolation by reversion of series is employed when the number of digits involved is large.
ASSIGNMENT 6
1. If cosh x = 1.285, find x by inverse interpolation, using data in the follwing table
x: f(x)
0.735 1.2824937
0.736 1.2832974
0.737 1.2841023
0.738 1.2849085
0.739 1.2857159
0.740 1.2865247
0.741 1.2873348
0.742 1.2881461
13.17. NUMERICAL DIFFERENTIATION

Numerical differentiation is the process of evaluating derivative of the interpolating
polynomial at some particular value of the variate. The choice of the interpolating formula
for derivative employing differences, are the same as in the case of interpolation. For
equidistant value of the independent variable, generally, we employ Newton's Forward
Difference formula and Newton BackwardDifference formula for finding the value of the
derivative at the beginning and at the end of the interval respectively, whereas, in such cases
where the value of the derivative is desired in the middle of the table, Stirling’s and Bessel’s
formula of central differences are employed. However, in case of unequidistant value of
independent variables, Lagrange’s or Hermite interpolation techniques are preferably
employed for finding the derivative of a function.
Consider the function y = f(x) tabulated for various x = a + ph, p = 0, 1, 2, ...
(a) Derivative Using Newton's Forward Difference Formula
p(p − 1) 2 p(p − 1)(p − 2) 3
y = y0 + p ∆ y0 + ∆ y0 + ∆ y0 + ...… …(1)
2! 3!
where x = x0 + ph and y0 = f(a)
dy dy dp
So that = ⋅
dx dp dx
1 2p − 1 2 3p2 − 6p + 2 3 
=  ∆y0 + ∆ y0 + ∆ y0 + ...… …(2)
h 2 6 
dy
This formula is used to calculate the value of for non-tabulated value of x.
dx
However, for tabular values, the formula becomes simpler by taking x = x0 at., p = 0
 dy  1 1 1 1 
i.e.,  dx  =  ∆y0 − ∆2 y0 + ∆3 y0 − ∆4 y0 + ...… ...(3)
x = x0 h  2 3 4 
For obtaining IInd order derivative, differentiate (2) again with respect to p.
d2 y 1  2 6p − 6 3 12p2 − 36p + 22 4 
∴ 2
= 2  ∆ y0 + ∆ y0 + ∆ y0 + ...… ...(4)
dx h  6 24 
 d2 y 
= 2  ∆2 y0 − ∆3 y0 + ∆ y0 + ...… , (p = 0)
1 11 4 5 137 6
and thus,  dx2  ∆ y0 − ∆5 y0 +
 x = x0 h  12 6 180 
...(5)
Higher order derivatives may be obtained by successive differentiation.
(b) Derivative Using Newton’s Backward Formula:
p(p + 1) 2 p(p + 1)(p + 2) 3
y = yn + p∇ yn + ∇ yn + ∇ yn + ...… ...(6)
2! 3!
 dy 
= ∇ yn + ∇2 yn + ∇3 yn + ∇4 yn + ...… ,
1 1 1 1
giving  dx  h  2 3 4  ...(7)
x = xn
 d2 y  1 ∇2 y + ∇3 y + 11 ∇4 y + 5 ∇5 y + ...…
and  dx2  = 2  n n n n  ...(8)
 x = xn h 12 6
(c) Derivative Using Stirling’s Interpolation Formula:

p2 2 p(p2 − 1) 3 p2 (p2 − 1)2 4
f (a + ph) = f (a) + p µδ f (a) + δ f (a) + µδ f (a) + δ f (a) + ...
2! 3! 4!
…(9)
On sucessively differentiating both sides with respect to p, we get
1 2 1
hf '(a + ph) = µδ f (a) + p δ2 f (a) + (3p − 1) µδ3 f (a) + (4p3 − 2p) δ4 f (a) + ...… …(10)
6 24
1
and h2 f ´´ (a + ph) = δ2 f (a) + p µδ3 f (a) +
(12p2 − 2) δ4 f (a) + ...… ...(11)
24
However, at x = x0 (i.e., p = 0) these results become
1
µδ5 f (a) − …...
1 1
f ´(a) = µδ(a) f (a) − µδ3 f (a) +
h 
...(12)
6 30 
1 δ2 ( ) − 1 δ4 ( ) + 1 δ6 ( ) − ...…
and f ´´ (a) =  f a 12 f a 90 f a  ...(13)
h2
Note: Derivation of rest of the interpolation techniques for finding differentiation of a function has been left to the
readers.
Example 47: Given that

x: 1.0 1.1 1.2 1.3 1.4 1.5 1.6
y: 7.989 8.403 8.781 9.129 9.451 9.750 10.031
dy d2 y
Find and at x = 1.1 and x = 1.6.
dx dx2
Solution: As the value of y(x) is required at the ends, so we follow forward difference
formula, for derivative at x = 1.1 and backward difference formula, for derivative at x = 1.6.
The difference table is:
TABLE 13.37
x y ∆ ∆2 ∆3 ∆4 ∆5 ∆6
1.0 7.989
0.414
1.1 8.403 –0.036
0.378 0.006
1.2 8.781 –0.030 –0.002
0.348 0.004 0.002
x0 = 1.3 9.129 –0.026 0.000 –0.003
∆y0 = 0.322 0.004 –0.001
1.4 9.451 ∆2y0 = –0.023 –0.001
0.299 ∆3y0 = 0.005
1.5 9.750 –0.018
0.0281
1.6 10.031
 dy  1 1 2 1 3 1 4 
Thus   =  ∆y − ∆ y0 + ∆ y0 − ∆ y0 + ... ...(1)
 x0
dx h  2 3 4 
 d2 y  1  ∆2 y − ∆3 y + 11 ∆4 y − 5 ∆5 y + ...
and  2 = 2  0 0 0 0  ...(2)
 dx x0 h 12 6
Here x0 = 1.1, h = 0.1, ∆y0 = 0.378, ∆2y0= – 0.03 and so on.
 dy  1 
0.378 − (− 0.03) + (0.004) − (0) + (− 0.001) = 3.941,
1 1 1 1
∴   =  ...(3)
 dx 1.1 0.1  2 3 4 5 
 d2 y  1  11 5 
 dx2  = (0.1)2  − 0.03 − (0.004) + 12 (0) − 6 (− 0.001) = − 3.3167 ...(4)
 1.1
Now,
 dy  1 1 2 1 3 1 4 
  = ∇yn + ∇ yn + ∇ yn + ∇ yn + ... ...(5)
dx xn h  2 3 4 
 d2 y  1 ∇2 y + ∇3 y + 11 ∇4 y + 5 ∇5 y + ...
and  dx2  = h2  n n n n  ...(6)
 xn 12 6
Here xn = 1.6, h = 0.1, yn = 0.281, 2yn = – 0.018 and so on.
 dy  1 
0.281 + (− 0.018) + (0.005) + (−0.001) + (− 0.001) = 2.732
1 1 1 1
∴   = 
 dx xn 0.1  2 3 4 5 
...(7)
 d y
2
1  − 0.018 + 0.005 + 11 (− 0.001) + 5 (− 0.001)  = − 1.475
and  dx2  = (0.1)2  12 6  ...(8)
nx
Example 48: A slider in a machine moves along a fixed straight rod. Its distance x cm
along the rod is given below for various values of the time t seconds. Find the velocity
and acceleration of the slider when t = 0.3 seconds.
t: 0 0.1 0.2 0.3 0.4 0.5 0.6
x: 30.13 31.62 32.87 33.64 33.95 33.81 33.24
Solution: As the derivatives are required near the middle of variate range, therefore, we
use Stirling’s formula.
The corresponding difference table is as follows:
TABLE 13.38
t f(t) = x ∆ ∆2 ∆3 ∆4 ∆5 ∆6
0.0 30.13
1.49
0.1 31.62 –0.24
1.25 –0.24
0.2 32.87 –0.48 0.26
0.77 0.02 –0.27
t0 = 0.3 33.64 –0.46 –0.01 0.29
0.31 0.01 0.02
0.4 33.95 –0.45 0.01
–0.14 0.01
0.5 33.81 –0.43
–0.57
0.6 33.24
1
µδ5 f (t0 ) − ...
d ( ) 1 1
f ´(t0 ) = f t0 =  µδf (t0 ) − µδ3 f (t0 ) + …(1)
dt t = t0 h 6 30 
1 
δ f (t0 ) − ...
d2 1 4 1 6
and f ´´ (t0 ) = f (t0 ) t = t0 = 2 δ2 f (t0 ) − δ f (t0 ) + …(2)
dt 2
h  12 90 
Here t0 = 0.3, h = 0.1, f(t0) = 33.64
∆x− 1 + ∆x0 (0.77 + 0.31) 
µδf (t0 ) = = = 0.54, 
2 2 
∆ x− 2 + ∆ x− 1 (0.02 + 0.01)
3 3

µδ3 f (t0 ) = = = 0.015,  …(3)
2 2 
∆ x− 3 + ∆ x− 2 (− 0.27 + 0.02)
5 5
µδ f (t0 ) =
5
= = − 0.125
2 2 
δ2 f (t0 ) = − 0.46,
 …(4)
δ4 f (t0 ) = − 0.01, 
δ6 f (t0 ) = 0.29 
1 
(−0.125) = 5.34 cm/sec.
1 1
∴ f ´(0.3) = 0.54 − (0.015) +
0.1 
…(5)
6 30 
f ´´ (0.3) =
1  − 0.46 − 1 (−0.01) + 1 (0.29) = − 45.6 cm/sec2
and
(0.1)2  12 90  …(6)
Hence, the velocity is 5.34 cm/sec and acceleration is –45.6 cm/sec2.
Example 49: A rod is rotating in a plane. The following table gives the angle θ (radians)
through which the rod has turned for various values of the time t seconds.
t: 0 0.2 0.4 0.6 0.8 1.0 1.2
θ: 0 0.12 0.49 1.12 2.02 3.20 4.67
Calculate the angular velocity and angular acceleration of the rod, when t = 0.6 and
t = 0.7 seconds.
Solution: Form the difference table:
TABLE 13.39
t θ (= f(t)) ∆ ∆2 ∆3 ∆4
0 0
→ 0.12
0.2 0.12 → 0.25
→ 0.37 → 0.01
0.4 0.49 → 0.26 0
→ 0.63 → 0.01
to = 0.6 1.12 = θ0 → 0.27 0
→ 0.90 = ∆θ0 → 0.01
0.8 2.02 → 0.28 = ∆2θ0 0
→ 1.18 → 0.01 = ∆3θ0
1.0 3.20 → 0.29
→ 1.47
1.2 4.67
dθ
As here angular velocity, ω = is demanded at t = 0.6 seconds, which is in the middle of
dt
the variate range, we shall follow the method of central differences.
∴ Angular velocity,
dθ 1 
µδ5 f (t) − ...…
1 1
ω= = µδ f (t) − µδ3 f (t) + ...(1)
dt h  6 30 
and angular acceleration,
& =dθ= 1 δ2 ( ) − 1 δ4 ( ) + 1 δ6 ( ) − ...…

2
ω  f t 12 f t 90 f t  …(2)
dt2 h2
(0.63 + 0.90) = 0.765 

1
µ δf (t) =
Here t = 0.6, h = 0.2 and t = 0.6
2  …(3)
1 
µ δ3 f (t) t = 0.6 = (0.01 + 0.01) = 0.01 
2 
δ2 f (t) t = 0.6 = 0.27 

δ f (t)
4
=0 
t = 0.6 
1 
0.765 − (0.01)  = 3.817 radians per sec.
1
Hence, ω = θ& =
0.2 
…(4)
6 
&& =
& =θ
ω
1 0.27 − 1 (0) = 6.75 radians per sec2
(0.2)2  2  …(5)
Alternates: Stirling's formula in forward differences can also be employed:
dθ 1  ∆y + ∆y0 1 ∆3 y−2 + ∆3 y−1 1 ∆5 y−3 + ∆5 y−2 

=  −1 − + + …
dt t = 0.6 h  2 6 2 30 2 
1  0.63 + 0.90 1 0.01 + 0.01  1  1 

= −  = 0.2 0.765 − 6 0.01
0.2  2 6 2
= 3.817 rad/sec.
…(6)
dθ 12
 ∆2 1 4 1 6 
Similarly, =  y− 1 − 12 ∆ y− 2 + 90 ∆ y− 3 − ...
dt2 h2
=
1 0.27 − 1 0  = 6.75 rad/sec2
(0.2)2  12  …(7)
For finding the values of angular valocity (θ& ) and angular accelerarion (&&
θ) at t = 0.7 which
is also approximately in the middle of the given range of the variate but not at the given
values of the variate, we follow the stirling's formula for derivatives viz. equations (10,11),
6.17 (b).
1 2 1
hf ´(a + ph) = µ δ f (a) + p δ2 f (a) + (3p − 1) µδ3 f (a) + (4p3 − 2p) δ4 f (a) + … …(8)
6 24
1
and h2 f ´´ (a + ph) = δ2 f (a) + p µ δ3 f (a) + (12p2 − 2) δ4 f (a) + ...… …(9)
24
Here take a = t0 = 0.6, h = 0.2 so that 0.6 + p × 0.2 = 0.7 or p = 0.5 …(10)
dθ 1
∴ h t = 0.7 = 0.765 + (0.5)(0.27) + (3 × 0.52 − 1)(0.01)
dt 6
dθ
h = 0.765 + 0.135 − 0.00125 = 0.89875
dt
i.e., Angular velocity (θ& ) = 0.89875 = 4.4937 ; 4.50 rad/sec

0.2
d2
and h2 θ = 0.27 + (0.5)(0.01) = 0.275
dt2
0.275
i.e., Angular Acc (&&
θ) = = 6.875 rad/sec2
(0.2)2
Example 50: If y = f(x) and yn denotes f(x0 + nh), derive that if powers of h above h6 be
neglected,
 dy  3 
(y3 – y− 3 ) .
1 1
  = (y1 – y− 1 ) – (y2 – y− 2 ) +
dx  x0 4h  5 45 
Solution: Here y = f(x) simply implies that the variable y depends upon the independent
variable x. Secondly, yn denoting f(x0 + nh) implies that f(x) is a polynomial in x with a
 dy 
restriction that in its expansion in powers of h above h6 are neglected.  dx  indicates the
x0
dy
use of central difference formula for finding the value of the derivative at x = x0 when
dx
the sets of values of (xi, ti) varies from (x–3, y–3) to (x3, y3 ).
 dy 
=  µδy0 − µδ3 y0 + − 
1 1 1
Use,   µδ5 y0 …(1)
dx x = x0 h  6 30 
(E1/2 + E−1/2 ) 1/2 1

Now, µδ = (E − E− 1/2 ) = (E − E− 1 ),
2 2
…(2)
(E1/2 + E−1/2 )
where µ= and δ = E1/2 − E−1/2
2
(E − E− 1 ) 1/2
µ δ3 = (µδ)δ2 =
2
( E − E−1/2 )
2
1 1
= (E − E− 1 )(E −2 + E− 1 ) = (E2 − 2E + 2E− 1 − E− 2 )
2 2
=
2
(E − E−2 ) − 2(E − E− 1)
1 2
…(3)
1 2
µ δ5 = (µδ3 )δ2 = (E − 2E + 2E− 1 − E− 2 )(E − 2 + E−1)
2
1
= (E3 − E− 3 ) − 4 (E2 − E− 2 ) + 5(E − E− 1 
2
…(4)
 dy 
On applying these operators expressions on y0 in the formula of   above, we get
 dx x = x0
 dy  1 1
{
  =  (y1 − y− 1 ) −
dx x0 h  2
1 1
} {
((y − y− 2 ) − 2 (y1 − y− 1))
6 2 2 }
+ {
1 1
30 2
( )}

(y3 − y− 3 ) − 4(y2 − y− 2 ) + 5 (y1 − y− 1 ) 

1  1 1 1   1 + 1  (y − y ) + 1 (y − y ) 
=  + +  (y1 − y− 1) −   2
h   2 6 12 
−2 3 −3 
 12 15  60 
 dy  3  1 1
(y3 − y− 3 )
⇒   =  y1 − y− 1) − (y2 − y− 2 ) + 
 dx x0 4h  5 45
Example 13.40: Find value of cos 1.747, using the value given in the table below:
x: 1.70 1.74 1.78 1.82 1.86
sin x: .9916 .9857 .9781 .9691 .9584 [KUK June 2009]
Solution: Formulate the difference table as below:

TABLE 40
x f(x) = sin x ∆ sin x ∆2 sin x ∆3sinx ∆4sinx
1.70 0.9916
→ –0.0059
1.74 0.9857 → –0.0017
→ –0.0076 → 0.0003
1.78 0.9781 → –0.0014 → –0.0006
→ –0.0090 → –0.0003
1.82 0.9691 → –0.0017
→ –0.0107
1.86 0.9584
Take h = 0.04 so that a + ph = 1.747

implying 1.74 + p(0.04) = 1.747 or p = 0.175
d d dp 1 d 1
Now, cos x = sin x = sin(a + ph) = f (a + ph) = f (a + ph), x = a + ph
dx dp dx h dp h
1
∆f (a) − ∆2 f (a) + ∆3 f (a) − ∆4 f (a) + ……
1 1 1
f ´(a + ph) =
and 
h 2 3 4  (2) ∫ ∫ 6.17(a)
which implies
1 
− 0.0076 − (− 0.0014) + (− 0.0003) − (−0.0006) + ...…
1 1 1
cos(1.747) =
.04  2 3 4 
1
= − 0.0076 + 0.0007 − 0.0001 − 0.00015 
0.04
1
= − .00715  = − 0.176.
0.04
ASSIGNMENT 7
1. The population of a certain town (as obtained from census data) is shown in the following
table:
Year : 1921 1931 1941 1951 1961
Population : 19.96 39.65 58.81 77.21 94.61
(in thousand)
Estimate the population in the year 1936 and 1963. Also find the rate of growth of
population in 1951?
2. Given sin 0° = 0.0000, sin10° = 0.1736, sin20°= 0.3420, sin30°= 0.5000, sin40°= 0.6428,
(a) Find the value of sin 23°,
dy
(b) Find the numerical value of at x = 10° for y = sin x
dx
d2 y
(c) Find the numerical value of at x = 20° for y = sin x.
dx2
13.18. NUMERICAL INTEGRATION ( NUMERICAL QUADRATURE)

It is the process of evaluating a definite integral from a set of numerical values of the integrand,
f(x). This process when applied to a function of a single variable is termed as quadrature.
The problem of numerical integration is solved by firstly approximating the integrand by
a polynomial with the help of a interpolation formula and then integrating this expansion
between the limits of integration. Finally ,add them up to obtain the integral for the entire
range.
A general quadrature formula for equidistant ordinates is called Newton-Cote’s formula.
Newton-Cotes Formula
These formulas are the most common numerical techniques based on strategy of replacing a
complicated function or tabulated data with some approximating function that is easy to
integrate. The integral is approximated using the polynomial or a series of polynomial applied
piecewise to the function or data over segments of constant length.
Clearly figures 1,2,3, are the examples where the approximation of an integral by areas (i)
area under a single straight line, (ii) a single parabola (iii) three straight line segments are
used.
f (x ) f (x )
a b x a b x
Fig. 13.1 Fig. 13.2
f (x )
a a1 b1 b x
Fig. 13.3
Figures 13.4 and 13.5 are the clear examples of closed and open Newton-Cote’s formula
respectively
f( x )
f( x )
a b x a b x
Fig. 13.4 Fig. 13.5
Derivation
b
Let I= ∫ f (x) dx ; ∫ f (x) dx

a
n
where fn(x) is a polynomial of degree n. f(x) be defined in the interva1 (a, b) for certain
equidistant values of x say, x0, x1, x2, ......, xn by dividing (b – a) into n equal parts each of
width h and corresponding yi, as y0, y1, y2 ,...., yn.
y0 y1 y2 yn –1 yn
X
x0 = a x1 x2 xn –1 xn = b = x0 + nh
Fig. 13.6
x0 + nh
Then I= ∫ x0
fn(x) dx
∫
n
=h f (x0 + rh) dr, taking x = x0 + rh so that dx = h dr
0
n
 r(r − 1) 2 r(r − 1)(r − 2) 3 
0
∫
= h  y0 + r ∆y0 +
2!
∆ y0 +
3!
∆ y0 + …… dr
 …(2)
Further, on integrating term by term, we obtain

x0 + nh  n(2n − 3) 2 n(n − 2)2 3 
∫
n
I= f (x) dx = nh  y0 + ∆y0 + ∆ y0 + ∆ y0 + ... …(3)
x0  2 12 24 
This is known as ‘Newton-Cote’s Formula’ in its general form which a number of formulae
can be derived by putting n = 1, 2, 3, … for the curve to be a polynomial of degree 1 (i.e.
straight line), degree 2 (i.e. a parabola particularly), polynomial of degree 3, etc.
Closed and open forms of the Newton-Cote’s formulae are available. The closed forms
are those where the data points at the beginning and end of the limits are known, where as
open forms have integration limits that extends beyond the range of the data, means they
are akin to extrapolation. Newton-Cote’s formulae are primarily used for evaluation of
improper integrals and for the solution of ordinary differential equations.
Particularly, cases of Newton-cote’s Formula for various value of n = 1, 2, 3 etc. are as:
1. Trapezoidal Rule: (Newton-Cotes Formula for n = 1)

Taking the curve through the sets of values (x0, y0), (x1, y1), …, (xn, yn) as a straight line i.e.,
a polynomial of degree 1.
Suppose f(x) is tabulated for x = a, x = a + h, ......., x = a + (n – 1)h, x = a + nh = b respectively,
then
a+h a + 2h a + nh
∫ ∫ ∫ ∫
b
I= f (x) dx = f (x) dx + f (x) dx + … + f (x) dx …(4)
a a a+ h a + (n −1)h
or I = I1 + I2 + … + In
If we put x = a + rh, dx = h dr
Limits: x = r = 0; x = a + h, r = 1
a+ h
∫ ∫ h f (a + rh) dr,
1
Now f (x) dx =
a 0
By Newton’s Forward formula,

r(r − 1) 2
f (a + rh) = f (a) + r ∆f (a) + ∆ f (a) + …… …(5)
2
a+h
 r(r − 1) 2 r(r − 1)(r − 2) 3 
∫ ∫
1
∴ I1 = f (x) dx =h  y0 + r ∆ y0 + ∆ y0 + ∆ y0 + … …(6)
0  2! 3! 
a
= h  y0 + (y 1 − y0 ) + 0 + 0 ……
1
 2 
(Since the curve passing through x0, x1, x2, ......, xn is a polynomial of Ist degree and hence,
the differences of order higher than first, vanishes.)

I1 = h  y0 + (y1 − y0 ) = (y0 + y1),
1 h
⇒
 2  2
x0 + 2h 

∫
h
I2 = h fn(x) dx = (y1 + y2 ), 
2
x0 + h 

………………………………
………………………………
x0 + nh 

∫
h
Similarly, In = fn(x) dx = (yn − 1 + yn ) 
2
x0 +(n −1)h 

Add all above,

h (
I=  y0 + yn ) + 2(y1 + y2 + ... + yn −1 )
2
…(8)
which is called the Trapezoidal formula. Trapezoidal Rule is the simplest formula for numerical
integration, but is also the least accurate.
Observation: Under trapzoidal Rule, the area of each strip is calulated seperately and then the area under
the curve is the sum of the areas of all n trapeziums.
2. Simpsons One Third Rule (Newton-Cotes formula for n = 2):

Suppose that the curve y = f(x) is tabulated for x = a, a + 2h, a + 4h, …, a + nh = b passing
through these points represents a parabola, then
a + 2h a+ 4 h a + nh
∫ ∫ ∫ ∫
b
I= f (x) dx = f (x) dx + f (x) dx + ...... + f ( x) dx
a a a + 2h a + (n − 2)h …(9)
I1 I2 In
a + 2h
∫ ∫
2
Here I1 = f (x) dx = h f (a + rh) dr, taking x = a +rh, dx = hdr
a 0
Limits for x = a, r = 0; for x = a + 2h, r = 2
r(r − 1) 2 r(r − 1)(r − 2) 3

∫  f (a) + r ∆f (a) + ∆ f (a) + …… dr
2
=h ∆ f (a) +
0 2! 3! 
  r2 
2 2
1  r3 r2  2 
= h  y0 (r )0 +   ∆y0 +  −  ∆ y0 + ……
2
 2 0 2 3 2 0 …(10)
 
As the curve passing through the points x0, x1, x2, …, xn is a polynomial of degree 2, hence
the differences of order higher than 2 vanishes.
I1 = h 2y0 + 2(y1 − y0 ) + (y2 − 2y1 + y0 ) + 0 + ..... + 0 

1
⇒
 3 
h
= y0 + 4y1 + y2 
3
[y2 + 4y3 + y4 ], 
h
Similarly, I2 =
3 
………………………… 
………………………… 
 …(11)
h
In = [yn −2 + 4yn − 1 + yn]
3 
Adding all these,
∫ ( y0 + yn ) + 4(y1 + y3 + ..... + yn−1) + 2(y2 + y4 + ..... + yn − 2 )

b
h
I= f (x) dx = …(12)
a 3
This important formula which is quite accurate for numerical integration or calculating
quadrature is known as Simpson’s One-third Rule. It is probably the most useful among all
formula for calculating mechanical quadrature.
1
Observations: While applying (12) for simpson’s Rule, the given integral should be divided into even
3
number of equal sub-intervals.
3. Simpsons Three Eight Rule (Newton-Cote Formula, when n = 3 )

Taking the curve through the sets of values (x0, y0), (x1, y1), … (xn, yn) as a polynomial of
degree three so that the differences of order higher than three vanishes.
Suppose f(x) is tabulated for x = a, x = a + 3h, … a + nh respectively, then
a + 3h a + 6h a + nh
∫ ∫ ∫ ∫
b
I= f (x) dx = f (x) dx + f (x) dx + ...... + f (x) dx …(13)
a a a + 3h a +(n − 3)h
I1 I2 In
a + 3h 3
Now, I1 = ∫ a
f (x) dx = h∫ f (a + rh) dr ;
0
if x = a + rh and dx = h dr
limits are 0 and 3 for x = a and x = a + 3h
 y + r ∆y + r(r − 1) ∆2 y + r(r − 1)(r − 2) ∆3 y + … dr

∫
3
=h  0 0 0 0 
0 2! 3!
3
 r2 ∆2 y0  r3 r2  ∆3 y0  r 4 3r3 2r2  
= h  y0 . r + ∆ y0 +  −  +  − + 
 2 2!  8 4 3!  4 3 2   0 …(14)
(On neglecting differences of order higher than 3)
Similarly, I1 =
3h
[y0 + 3y1 + 3y2 + y3 ], 
8 
3h  …(15)
I2 = [y3 + 3y4 + 3y5 + y6 ], 
8 
…………………………… 
3h 
In = [yn − 3 + 3yn −2 + 3yn− 1 + yn ]
8 
Adding all the above integrals, we get
3h
I= (y0 + yn ) + 3(y1 + y2 + y4 + y5 + … + yn − 2 + yn −1) + 2(y3 + y6 + … + yn − 3 )
8 
…(16)
3
Observations: While calculating the integral by using (16) for simpson's rule, divide the given interval
8
into a multiple of 3.
4. Booles Rule
Taking n = 4 in the general formula and neglecting all the differences above the fourth order,
we get
x0 + 4h
 7 4 
∫
5
f (x) dx = 4h  y0 + 2∆y0 + ∆2 y0 + ∆ y0 
0  3 90 
2h
= 7 y0 + 32y1 + 12y2 + 32y3 + 7 y4 
45 
…(17)
Similarly,
x0 + 8 h
∫
2h
f (x) dx = 7y4 + 32y5 + 12y6 + 32y7 + 7y8 
45 
…(18)
x0 + 4h
and so on
Adding all these integrals from x0 to x0 + nh, we get
x0 + nh
∫
2h
f (x) dx = 7 y0 + 32y1 + 12y2 + 32y3 + 14y4 + 32y5 + 12y6 + 32y7 + 14y8 + ...
x0 45 
2h
45
[7y0 + 32(y1 + y3 + y5 + y7 …) + 12(y2 + y6 + y10 + …) +14(y4 + y8 + …)]
=
…(19)
This is known as Boole’s Rule.
Obeservation: While applying (19) for Boole's Rule, the number of sub-intervals should be taken as mulitple
of 4.
5. Weddle's Rule
Taking n = 6, in the general formula and neglecting all the differences above the sixth order,
we get
x0 + 6h
 ∆ y0 + ...
∫
9 123 4 11 5 1 41 6
f (x) dx = 6h  y0 + 3∆y0 + ∆2 y0 + ∆ y0 + ∆ y0 + …(20)
x0  2 60 20 6 140 
41 6 3 3
If we approximate ∆ y0 as ∆ y0 , we get
140 10
x0 + 6 h
∫
3h
f (x) dx = y0 + 5y1 + y2 + 6y3 + y4 + 5y5 + y6 
10 
…(21)
x0
x0 +12h
∫
3h
f (x) = y6 + 5y7 + y8 + 6y9 + y10 + 5y11 + y12 
10 
Similarly, …(22)
x0 + 6h
and so on.
Add all these expression for x0 to x0 + nh, with n as multiple of 6, we get
x0 + nh
∫
3h
f (x) dx = y0 + 5y1 + y2 + 6y3 + y4 + 5y5 + 2y6 + 5y7 + y8 + ...…
x0 10 
3h n
∑ kyn = …(23)
10 0
where k = 1, 5, 1, 6, 1, 5, 2, 5, 1, 6, 1, 5,2, etc.
This formula is known as Weddle’s rule.
It is more accurate in general, than Simpson’s Rule, but it requires at least seven consecutive
values of the function.
The geometrical meaning of Weddle’s Rule is that we replace the graph of the given
function by n/6 arcs of fifth-degree polynomials.
Obeservation: While applying (23), for weddle's Rule, the number of sub-intervals should be taken as a
multiple of 6.
Example 52: A river is 80 ft. wide. The depth d in feet at a distance x ft. from one bank is
given by the following table:
x 0 10 20 30 40 50 60 70 80
d 0 4 7 9 12 15 14 8 3
If h = 10 ft, find the approximate area of cross-section of river.
Solution: Using trapezoidal rule, the approximate area enclosed by the curve
h
A= (y0 + y8 ) + 2(y1 + y2 + ... + y7 )
2
=
10
2
[3 + 2(4 + 7 + 9 + 12 + 15 + 14 + 8)]
= 5[3 + 138] = 705 sq. ft. …(1)
1
By Simson’s Rule, approximate area,
3
h
A = (y0 + y8 ) + 4(y1 + y3 + y5 + y7 ) + 2(y2 + y4 + y6 )
3
10
= [.3 + 4 × 36 + 2 × 33] = 710 sq. ft. …(2)
3
3
By Simpson's Rule, the approx value of the integral
8
3h
A= (y0 + y8 ) + 3(y1 + y2 + y4 + y5 + y7 ) + 2(y3 + y6 )
8 
3 × 10 30
= [ 3 + 3 × 46 + 2 × 23] = [3 + 138 + 46] = 701.25. …(3)
8 8
π /2
Example 13.42: Calculate Aprroximate value of ∫0 sin x dx by
1
(i) Trapezoidal Rule (ii) Simpson Rule, using 11 ordinates.
3
Solution: Divide the range 0 to π/2 into 10 equal parts, so that

π π
h = 9° = 9 × =
180 20
Now
3π 3π
x0 = 0°, y0 = sin 0 = 0.000; x6 = , y6 = sin = 0.8090;
10 10
π π 7π 7π
x1 = , y1 = sin = 0.1564; x7 = , y7 = sin = 0.8910;
20 20 20 20
π π 2π 2π
x2 = , y2 = sin = 0.3090; x8 = , y8 = sin = 0.9511;
10 10 5 5
3π 3π 9π 9π
x3 = , y3 = sin = 0.4540; x9 = ; y9 = sin = 0.9817;
20 20 20 20
π π π π
x4 = , y4 = sin = 0.5878; x10 = , y10 = sin = 1.0000;
5 5 2 2
π π
x5 = , y5 = sin = 0.7071;
4 4
By Trapezoidal Rule, the approximate value of the integral is
π /2
∫ [(y0 + y10 ) + 2(y1 + y2 + … + y9 )]

h
sin x dx =
0 2
π 1
=
20 2
[(0.0 + 1.0) + 2(5.8531)] = 0.9981 …(1)
1
By Simpson’s Rule, approx. value of the integral is
3
=
h
3
[(y0 + y10 ) + 4(y1 + y3 + … + y9 ) + 2(y2 + y4 + … + y8 )]
π 1
=
20 3
[(0.0 + 1.0) + 12.7848 + 5.3138 ] = 0.0524 × 19.0986
= 1.0006 …(2)
π /2
Whereas, the actual value of ∫ 0 sin x dx = 1
1
The error in calculating value by Simpson‘s Rule is 0.0006 whereas by Trapezoidal rule
3
is 0.0019.
1
Thus, there is more accuracy in Rule.
3
Example 53: Employ Simpson’s Rule to calculate approximately the value of π from
∫
1
dx
by dividing the interval (0, 1) into 4 equal parts.
0 (1 + x2 )
3
Also, find values of π by Simpson’s Rule as well as by Weddle's Rule.
8
[NIT Kurukshetra, 2008]
1
Solution: Divide (0, 1) into 4 equal parts with each parts having interval length as .
4
For x0 = 0, y0 = 1 = 1.0000;
1 16
1 y1 = = = 0.9412;
x1 = , 1+
1 17
4 16
1 4
1 y2 = = = 0.8000;
x2 = , 1+
1 5
2 4
1
3 y3 = = 0.6400;
x3 = , 1+
9
4 16
1 1
x4 = 1, y4 = = = 0.5000;
1+1 2
1
∴ By Simpson’s Rule
3
∫
1
h (y + y ) + 4(y + y + … + y ) + 2(y + y + … + y )
y(x) dx =  0 n− 2 
3 
n 1 3 n− 1 2 4
0
× [(1 + 0.5000) + 4(0.9412 + 0.6400) + 2(0.8000)]

1 1
=
4 3
1
= [1.5000 + 6.3248 + 16000] = 0.7854
12
1
π π
∫
1
1
Also dx = ( tan x ) = tan−1 1 − tan−1 0 = − 0 =
0 1 + x2 0 4 4
On equating the two values, we get
π or π = 3.1416 approximately.
= 0.7854
4
Example 54: A reservoir discharging water through sluices at a depth h below the water
surface area A for various values H as given below:
H ft : 10 11 12 13 14
A(sq.ft.) : 950 1070 1200 1350 1530
dH − 48H
If t denotes time in minutes, the rate of fall of the surface is given by = .
dt A
Estimate the time taken for the water level to fall from 14 to 10 ft. above the sluices
[NIT Krukahetra, 2003]
b 14
Solution: Here we find, I = ∫ f (x) dx = ∫ A dh
a 10
1
By Simpson’s rule,
3
14
∫ A dH = [(y0 + yn ) + 4(y1 + y3 + …) + 2(y2 + y4 + …)]
h
10 3
where h = 1,
y0 = 950
yn = 1530
;} y1 = 1070
y3 = 1350}; y2 = 1200
14
1
∴ ∫ AdH = [(950 + 1530) + 4(1070 + 1350) + 2 × 1200]
10 3
1 14560 cubic fts. (volume)

= [2480 + 4 × 2420 − 2 × 1200] =
3 3
dH 48H A dH
Now given, =− or = dt
dt A − 48 H
∫ ∫
1
⇒ A dH = dt
−48H
When H = – 4 (water level falls from the 14 ft. to 10 ft.) then,
∫
1 1 14560
− AdH = t ⇒ t= × = 25.27 secs.
48(−4) 48 × 4 3
Example 55. Compute the value of the integral
∫ ∫
1.4 1
y(x) dx = (sin x – loge x + ex ) dx using (i) Trapezoidal (ii) Simpson’s Rule
0.2 3
3
(iii) Simpson's Rule (iv) Weddle’s Rule, and show that among all the four Rule, the
8
value obtain by trapezoidal are the least accurate and that by Weddle's Rule are the most
accurate.
Solution: We divide the interval of integration into twelve equal parts by taking y = sinx –
loge x + ex and h = 0.1, so that the values y’is corresponding xi’s are as follows:
xi yi
x0 = 0.2 y0 = 3.02950;
x1 = 0.3 y1 = 2.84935;
x2 = 0.4 y2 = 2.79753;
x3 = 0.5 y3 = 2.82130;
x4 = 0.6 y4 = 2.89759;
x5 = 0.7 y5 = 0.01464;
x6 = 0.8 y6 = 0.16604;
x7 = 0.9 y7 = 3.34830;
x8 = 1.0 y8 = 3.55975;
x9 = 1.1 y9 = 3.80008;
x10 = 1.2 y10 = 4.06984;
x11 = 1.3 y11 = 4.37050;
x12 = 1.4 y12 = 4.70418;
(i) By Trapezoidal Rule,
0.1
I= (3.02950 + 4.70418) + 2(2.84935 + …)
2 
1
= (7.73368) + 2(36.69492) = 4.05617 …(1)
20
1
(ii) By Simpson’s Rule,
3
I= [ y0 + yn ) + 4(y1 + y3 + … + yn −1) + 2(y2 + y4 + … + yn −2 )]

h (
3
0.1
= [(3.02950 + 4.70418) + 4(2.84935 + … + 4.37050)
3
+2(2.79753 + … + 4.06984)]
1
= 7.73368 + 4(20.20417) + 2(16.49075)
30 
1
= [121.53186 ] = 4.05106 …(2)
30
3 3h
(iii) By Rule, I = (y0 + yn ) + 3(y1 + y2 + yn − 2 + yn −1) + 2(y3 + y6 + … + yn − 3 )
8 8 
3(0.1)
= 7.73368 + 3(26.90750) + 2(9.78742)
8 
= 4.05116
(iv) By Weddle’s Rule,
I=
3h
10
[(y0 + yn) + 5(y1 + y5 + y7 + y11) + (y2 + y4 + y8 + y10 ) + 2y6 + 6(y3 + y9 )]
3
= [7.73368 + 5(13.58879) + 13.32471 + 2(3.16604) + 6(6.62138)]
100
= 4.05098
On direct evalution,
1.4
1.4
I = ∫ (sin x − loge x + ex ) dx = − cos x − x(loge x − 1) + ex 0.2
0.2
I = 4.05094 …(5)
Therefore, we see that Trapezoidal Rule is the least and Weddle's Rule is the most accurate
among all the above stated 4 Rules.
Weddle's rule is simple in form and very accurate, it has the disadvantage of requiring
that the number of sub-divisions be a multiple of six.This mean that when computing the
values of y in many problems the assigned values of x cannot be taken as a simple tenth as
done in other cases. However, when Simpson’s rule cannot give desired degree of accuracy,
use Weddle’s Rule.
Example 56: A Solid of revolution is formed by rotating about the X-axis the area between
the X-axis, the line x = 0 and x = 1 and a curve through the points with the following
coordinates
x: 0.00 0.25 0.50 0.75 1.00
y: 1.0000 0.9896 0.9589 0.9089 0.8415
Estimate the volume of solid formed.
Solution: We know that the volume of the solid formed,

1
V = ∫ π y2 dx
0
Hence, we need to calculate the values of y2. The values of y2 correct upto four decimal
places are as follows:
x : 0.00 0.25 0.50 0.75 1.00
y2 : 1.0000 0.9793 0.9195 0.8261 0.7081
1
Taking h = 0.25, and using Simpson’s Rule,
3
π(0.25)
V=
3
[1.0000 + 4(0.9793 + 0.8261) + 2(0.9195 + 0.7081)]
= 2.8192 units.
13.19. GAUSSS QUADRATURE FORMULA

The most accurate of the quadrature formula in ordinary use is known as Gauss’s Formula.
In the preceeding sections, we discussed some integration formulae which require values of
the function at equally spaced points of interval but situation arises where subdivisons need
not be equal for better results. This notion is due to Gauss’s, under which ordinates are
symmetrically placed with respect to the mid-point of the interval of integration [a, b] with
unequal subinterval lengths to give greatest possible accuracy.
Derivation
b
Let I = ∫ y dx be the integral to be computed,
a
where y = f(x).
Changing the variable by the substitution
a+b
x = (b − a) t + …(1)
2
1 1
So that the limits of integration are − and .
2 2
With the above value of x, y = f(x) becomes
a+b
y = f  (b − a)t +  = φ(t), say …(2)
 2 
1/2
and I = (b − a) ∫ φ(t) dt …(3)
−1/2
= [W1 φ(t1) + W2 φ(t2) + … + Wn φ(tn)] …(4)

Wi and ti are called weights and abscissae which are symmetrical about the mid-point of
1 1
the interval ti,'s i.e., t1, t2, …, tn are the points of subdivison of the interval t = − to t = .
2 2
Assuming φ(t) in convergent power series form as:
Similarly, φ(t) = a0 + a1t + a2 t2 + a3 t3 + … + amtm + … 

φ(t1 ) = a0 + a1t1 + a2 t12 + a3 t13 + … + amt1m + …  …(5)
φ(t2 ) = a0 + a1t2 + a2 t22 + a3t23 + … + am t2m + … and so on 
 1  1 
As here in the problem (b − a) =  −  −   = 1, so that integral
 2  2 
1/2 1/2
I = ∫ φ(t) dt = ∫ (a0 + a1t + a2 t2 + … + am tm + …) dt
− 1/2 − 1/2
a2 a a a
= a0 + + 4 + 6 + 8 + …… …(6)
12 80 448 2304
(since on integration odd terms vanishes )
Substituting the values of φ(t1), φ(t2), … etc. in equation (4), we get
I = W1 (a0 + a1t1 + a2t21 + … +amtm1 + …)
+ W2 (a0 + a1t2 + a2t22 + … +amtm
2
+…) …(7)
…..……………………………………
+ Wn(a0 + a1tn + a2tn2 + …amtnm + …)
On rearranging, we get
I = a0 (W1 +W2 + W3 + … + Wn) + a1 (W1t1 + W2t2 + … + Wntn)
+ a2 (W1t12 + W2t22+ … + Wntn2)
……………………………………… …(8)
+ am (W1t1m + W2t2m + … + Wntnm)
On comparing the value of the integral I, from equations (6) and (8) we get
W1 + W2 + …Wn = 1, 
W1t1 + W2 t2 + …Wntn = 0, 
1 
W1t12 + W2 t22 + …Wntn2 = , 
12 
W1t13 + W2 t23 + …Wntn3 = 0, 
1 
W1t1 + W2t2 + …Wntn =
4 4 4
, 
…(9)
80 
………………………………… 
………………………………… etc.
By taking 2n of these simultaneous equations and solving them, it is, however, possible
theoretically to find values t1, t2, …, tn and W1, W2, …, Wn but practically it is extremely
difficult and hence alternate techniques are employed.
If φ(t) is a polynomial of degree not higher than (2n – 1), then t1, t2, …, tn are the zero of
the Legendre Ploynomial Pn(t) or the roots of the equation
n
dn  2  1  
2
 − =0
 2 
t …(10)
dtn  
These n roots t1, t2, …, tn of this nth degree equation are real in nature and in turn we can
find p's. The above equation can be discussed for various value of n.
Particular case, when n = 3.
3
d3  2  1 2  1 dn 2
 t −    = 0, comparable to Pn(x) = n (x − 1)n
dt3  2  2 n ! dxn
6
d3 41
2
2 1
4
1  = 0
6
or  t − 3t   + 3t −
    …(11)
dt3
 2 2 2 
On simplification, we get
1 3
t (20t 3 − 3) = 0 i.e., t = 0 t=± …(12)
2 5
1 3 1 3
Hence , t2 = 0, t3 =
t1 = −
2 5 2 5
Then from first three equations in (9), we get
P1 + P2 + P3 = 1
 1 3  1 3 
P1  −  + P3  =0
 2 5  2 5  

2 2 
 1 3  1 3 1 …(13)
P1  − + =
 2 5  3
 2 5 
P
12 
On solving these equation, we get

5 4 5
P1 = ,P = ,P = …(14)
18 2 9 3 18
Hence for t's the points of divison, we designate t0 as the mid-point of the interval and t±1
for the pair of symmetric points nearest to the mid-point and t±2 the next pair of symmetric
points, etc.
ASSIGNMENT 8
∫ 1 + x dx to six decimal places, using Simpson’s rule.

1
1
1. Compute
0
(KUK, 2000; BITS Ranchi, 2001)

2. A slider machine moves along a fixed straight rod. Its distance x cm along the rod is
given below for various values of time t seconds. Find the velocity of the slider when
t = 0.3 seconds.
t: 0 0.1 0.2 0.3 0.4 0.5 0.6
x: 30.13 31.62 32.87 33.64 33.95 33.81 33.24
(BITS, Rachi 2001)
ANSWERS
Assignment 1
1. (i) (a – 1)n ax (ii) ( )

1 − 2 sin x + 1 sin
2
1
2
1 x
3. [x] + 3[x]3 + 4[x] + c
2
4. y1 = 2.925, y3 = 0.225
Assignment 2
8. (i) 25x2 + 54x + 57
(ii) {[(x + 2)2 + (x + 2) + [(x – 2)2 + (x – 2) + 1] – 2(x2 + x + 1)}
(iii) –x(x + 3)
Assignment 3
1. 10, 22 2. 352, 219
2 4 100 2
3. y = x − 8x 3 + x − 56x + 31 4. u1 = 0.1, u10 = 100
3 3
5. 14706 Approx.
Assignment 4
1. x3 – 3x2 + 5x – 6 2. x5 – 9x4 + 18x2 – x2 + 9x – 19
3. 2.4786
Assignment 5
1. 395 2. 3250.875
4. 0.9205 5. 16.9216 Aprrox.
Assignment 6
1. 0.73811340.
Assignment 7
1. 49.30, 97.68; 1.8 Thausand/hr. 2. (a) 0.3907; (b) 0.9848; (c) 0.342
Assignment 8
1. 0.693147 2. 5.4 cm/sec.

Finite Differences and Interpolation, Numerical Differentiation and Integration

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829

830 Engineering Mathematics through Applications

As the fourth differences are zero by above stated assumptions, we have

 5 (5/2)(3/2) 2 (5/2)(3/2)(1/2) 3 (5/2)(3/2)(1/2) ( −1/2 ) 4

(5/2)(3/2)(1/2) ( − 1/2)( − 3/1) 5 

1  ∆2 y−1 + ∆2 y0  3  ∆4 y−2 + ∆4 y−1 

( y0 + y1 ) − ( ∆2 y−1 + ∆2 y0 ) + ( ∆4y−2 + ∆4y−1 )

Find the value of ux for all integral values of x from 1 to 12.

= 18.47 + 90.36 = 108.83 …(2)

The difference table with h = 3 is given below

x F(x) ∆F(x) ∆2F(x)

x F(x) δF(x) δ2F(x) ux = F(x) – F(x + 1)

1 115.24 u1 = F(1) – F(2) = 1

It is being given that u1 = F(1) – F(2) = 1

13.9. INTERPOLATION WITH EQUAL INTERVAL OF ARGUMENT

1. Newton-Gregory Forward Interpolation Formula

fn(x) = a0 + a1(x – x0) + a2(x – x0)(x – x1)

By continuing this process for calculating the coefficients, we see that

p(p − 1)(p − 2)…(p − n − 1)∆n yn

This is known as Newtons-Gregory formula for forward interpolation.

2. Newton-Gregory Backward Interpolation Formula.

p(p + 1) 2 p(p + 1)(p + 2) 3

The required difference table on taking 10–4 common to all y is as follows:

xi (no. of persons getting Rs. less yi (cumulative frequency )

Example 29: Given u1 = 40, u3 = 45, u5 = 54, find u2 and u4.

Solution: We know that ∆5 = (E – 1)5

F10 = f(10) = 40365

Now, we are to find f(1) = F1 – F2 with h = – 3

n(n − 1) 2 n(n − 1)(n − 2) 3

= 40365 + 35992.00 + 42622.22 – 999.01 = 441580.21

13.10. INTERPOLATION WITH UNEQUAL INTERVALS

13.11. DIVIDED DIFFERENCES

Table of Divided Differences:

Argument Entry First Second Third Fourth Div. diff.

Alternately: Divided Difference Table is Comparable to an ordinary Differences table as follows:

Argument Entry First Second Third Fourth

y3 − 2y2 + y1 y4 − 4y3 + 6y2 − 4y1 + y0

13.12. PROPERTIES OF DIVIDED DIFFERENCES

Theorem 1: The value of a divided difference is independent of the arguments.

where vn = (1 – u1)x1 + (u1 – u2)x2 + … + (un – 2 – un – 1)xn – 1 + un – 1xn,

13.13. NEWTON'S DIVIDED DIFFERENCE FORMULA

+ (x – x0)(x – x1)(x – x2)[x0, x1, x2, x3]

Solution: The divided difference table is as follows:

x cosec x First Div. diff. Second Div.diff. Third Div. diff.

Now employ the formula

Solution: The divided difference table is as follows:

xi yi Ist divided IInd divided IIIrd divided IVth divided

y(8) = 48 + (8 – 4)52 + (8 – 4)(8 – 5)15 + (8 – 4)(8 – 5)(8 – 7) × 1

xi yi Ist Divided diff. 2nd Divided diff. 3rd Divided diff.

∴ f(x) = y0 + (x – x0)[x0, x1] + (x – x0)(x – x1)[x0, x1, x2]

13.14. LAGRANGE'S INTERPOLATION FORMULA

(y − y1)(y − y2 ) … (y − yn) (y − y0)(y − y2 ) … (y − yn)

(y − y0)(y − y1) … (y − yn −1)

(7 − 6)(7 − 9)(7 − 11) (7 − 5)(7 − 9)(7 − 11)

(7 − 5)(7 − 6)(7 − 11) (7 − 5)(7 − 6)(7 − 9)

(102 − 101)(102 − 103)(102 − 104)

(1)(−1)(−2) (2)(− 1)(−2)

2 × (1) × (−2) (2) × (1) × (−1)

Solution: Using Langranges formula, define the polynomial as:

2x − (x1 + x2 ) 2x − (x0 + x2 ) 2x − (x0 + x1 )

2x − 18.3 2x − 17.9 2x − 17.6

13.15 CENTRAL DIFFERENCE INTERPOLATION FORMULA

→ ∆y –1 = δy– 1/2 → ∆ y –2 = δ y –1/2

→ ∆y0 = δy1/2 → ∆ y –1 = δ y 1/2

1. Trapezoidal Rule: (Newton-Cotes Formula for n = 1)