Newton’s Divided Difference Interpolation

What is interpolation?

x0 , y0 , x1, y1  , ......, xn 1 , yn 1 , xn , yn  . So,

Many times, data is given only at discrete points such as
how then does one find the value of y at any other value of x ? Well, a continuous function f x may be
used to represent the n  1 data values with f x passing through the n  1 points (Figure 1). Then one can
find the value of y at any other value of x . This is called interpolation.
Of course, if x falls outside the range of x for which the data is given, it is no longer interpolation
but instead is called extrapolation.

So what kind of function f x should one choose? A polynomial is a common choice for an
interpolating function because polynomials are easy to
(A) evaluate,
(B) differentiate, and
(C) integrate,
relative to other choices such as a trigonometric and exponential series.
Polynomial interpolation involves finding a polynomial of order n that passes through the n  1
points. One of the methods of interpolation is called Newton’s divided difference polynomial method. Other
methods include the direct method and the Lagrangian interpolation method. We will discuss Newton’s divided
difference polynomial method in this chapter.

Newton’s Divided Difference Polynomial Method

To illustrate this method, linear and quadratic interpolation is presented first. Then, the general form of
Newton’s divided difference polynomial method is presented. To illustrate the general form, cubic interpolation
is shown in Figure 1.

x3 , y3 

x1, y1 

f x 
x2 , y2 
x0 , y0 
x
Figure 1 Interpolation of discrete data.

Linear Interpolation
Given ( x0 , y0 ) and ( x1 , y1 ), fit a linear interpolant through the data. Noting y  f (x) and y1  f ( x1 ) ,
assume the linear interpolant f1 ( x) is given by (Figure 2)

05.02.1
05.03.2 Chapter 05.03

f1 ( x)  b0  b1 ( x  x0 )
Since at x  x0 ,
f1 ( x0 )  f ( x0 )  b0  b1 ( x0  x0 )  b0
and at x  x1 ,
f1 ( x1 )  f ( x1 )  b0  b1 ( x1  x0 )
 f ( x0 )  b1 ( x1  x0 )
giving
f ( x1 )  f ( x0 )
b1 
x1  x0
So
b0  f ( x0 )
f ( x1 )  f ( x0 )
b1 
x1  x0
giving the linear interpolant as
f1 ( x)  b0  b1 ( x  x0 )
f ( x1 )  f ( x0 )
f 1 ( x)  f ( x 0 )  ( x  x0 )
x1  x0

x1 , y1 

f1 x 

x0 , y0 
x
Figure 2 Linear interpolation.

General Form of Newton’s Divided Difference Polynomial

In the two previous cases, we found linear and quadratic interpolants for Newton’s divided difference method.
Let us revisit the quadratic polynomial interpolant formula
f 2 ( x)  b0  b1 ( x  x0 )  b2 ( x  x0 )( x  x1 )
where
b0  f ( x0 )
Newton’s Divided Difference Interpolation 05.03.3

f ( x1 )  f ( x0 )
b1 
x1  x0
f ( x 2 )  f ( x1 ) f ( x1 )  f ( x0 )

x 2  x1 x1  x0
b2 
x 2  x0
Note that b0 , b1 , and b2 are finite divided differences. b0 , b1 , and b2 are the first, second, and third finite
divided differences, respectively. We denote the first divided difference by
f [ x0 ]  f ( x0 )
the second divided difference by
f ( x1 )  f ( x0 )
f [ x1 , x0 ] 
x1  x0
and the third divided difference by
f [ x2 , x1 ]  f [ x1 , x0 ]
f [ x2 , x1 , x0 ] 
x 2  x0
f ( x 2 )  f ( x1 ) f ( x1 )  f ( x0 )

x 2  x1 x1  x0

x 2  x0
where f [ x0 ], f [ x1 , x0 ], and f [ x 2 , x1 , x0 ] are called bracketed functions of their variables enclosed in
square brackets.
Rewriting,
f 2 ( x)  f [ x0 ]  f [ x1 , x0 ]( x  x0 )  f [ x2 , x1 , x0 ]( x  x0 )( x  x1 )
This leads us to writing the general form of the Newton’s divided difference polynomial for n  1 data points,
x0 , y0 , x1 , y1 ,......,xn1 , y n1 , xn , y n , as
f n ( x)  b0  b1 ( x  x0 )  ....  bn ( x  x0 )( x  x1 )...(x  xn1 )
where
b0  f [ x0 ]
b1  f [ x1 , x0 ]
b2  f [ x2 , x1 , x0 ]

bn 1  f [ xn 1 , xn 2 ,...., x0 ]
bn  f [ xn , xn1 ,...., x0 ]
where the definition of the m th divided difference is
bm  f [ xm ,........,x0 ]
f [ xm ,........,x1 ]  f [ xm 1 ,........,x0 ]

xm  x0
From the above definition, it can be seen that the divided differences are calculated recursively.
For an example of a third order polynomial, given ( x0 , y0 ), ( x1 , y1 ), ( x2 , y2 ), and ( x3 , y3 ),
f 3 ( x)  f [ x0 ]  f [ x1 , x0 ]( x  x0 )  f [ x 2 , x1 , x0 ]( x  x0 )( x  x1 )
 f [ x3 , x 2 , x1 , x0 ]( x  x0 )( x  x1 )( x  x 2 )
 05.03.4 Chapter 05.03

b0
b1
b2
x0 f x0 
f x1 , x0 
b3

f x2 , x1 , x0 
x1 f x1 
f x2 , x1  f x3 , x2 , x1 , x0 

x2 f x2  f x3 , x2 , x1 
f x3 , x2 

x3 f x3 

Figure 5 Table of divided differences for a cubic polynomial.

Exercise 1
The upward velocity of a rocket is given as a function of time in Table 3.

Table 3 Velocity as a function of time.

t (s) v(t ) (m/s)
0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67

a) Determine the value of the velocity at t  16 seconds with third order polynomial interpolation using
Newton’s divided difference polynomial method.
b) Using the third order polynomial interpolant for velocity, find the distance covered by the rocket from
t  11 s to t  16 s .
c) Using the third order polynomial interpolant for velocity, find the acceleration of the rocket at t  16 s .