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Finite Difference Operators in Numerical Analysis

The document discusses numerical methods and operators. It introduces forward, backward and central difference operators and provides examples of applying these operators. It also discusses Newton's forward and backward interpolation methods and Lagrange's interpolation.

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0% found this document useful (0 votes)
56 views14 pages

Finite Difference Operators in Numerical Analysis

The document discusses numerical methods and operators. It introduces forward, backward and central difference operators and provides examples of applying these operators. It also discusses Newton's forward and backward interpolation methods and Lagrange's interpolation.

Uploaded by

shaikfazal9392
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Matrix Algebra and Computational Methods

Module II
Part-II
LECTURE: 23 : Introduction to Operators for Numerical methods (15), Finite Dierence Operators (35)
LECTURE: 24 : Relations between the operators (40), Interpolation (10)
LECTURE: 25 : Newton's Forward Interpolation(50)
LECTURE: 26 : Newton's Backward Interpolation (50)
LECTURE: 27 : Lagrange's Interpolation (50)
LECTURE: 28 : Practical Applications on Interpolation
*************************************************************************
LECTURE: 23
Introduction to Operators for Numerical methods
Finite Dierence Operators
The nite dierence operators can be classied into three types:

1. The Forward dierence operator ∆


2. The back dierence operator ∇
3. Center dierence operator δ

The Forward dierence operator ∆


∆yi =∆f (xi ) = f (xi+h ) − f (xi ) = f (xi+1 ) − f (xi ) = yi+1 − yi , i = 0, 1, 2, · · ·

∆2 yi =∆2 f (xi ) = ∆(∆f (xi )) = ∆(f (xi+1 ) − f (xi ))

=∆f (xi+1 ) − ∆f (xi )

=f (xi+2 ) − f (xi+1 ) − f (xi+1 ) + f (xi )

=yi+2 − 2yi+1 + yi .

By the same way, we can nd ∆3 yi .

xi yi ∆yi ∆2 y i ∆3 y i ∆4 y i
x0 y0
∆y0
x1 y1 ∆2 y0
∆y1 ∆ 3 y0
x2 y2 ∆2 y1 ∆4 y 0
∆y2 ∆ 3 y1
x3 y3 ∆2 y2
∆y3
x4 y4

1
The back dierence operator ∇
∇yi =∇f (xi ) = f (xi ) − f (xi − h) = f (xi ) − f (xi−1 ) = yi − yi−1 , i = 0, 1, 2, · · ·

∇2 yi =∇(∇yi ) = ∇(yi − yi−1 )

=∇yi − ∇yi−1

=yi − yi−1 − yi−1 + yi−2 = yi − 2yi−1 + yi−2 ,

xi yi ∇yi ∇2 y i ∇3 y i ∇4 y i
x0 y0
∇y1
x1 y1 ∇2 y2
∇y2 ∆ 3 y3
x2 y2 ∇2 y3 ∇4 y 4
∇y3 ∇ 3 y4
x3 y3 ∇2 y4
∇y4
x4 y4

Centeral dierence operator δ


The centeral dierence operator is dened as follows:
h h
δyi =δf (xi ) = f (xi + ) − f (xi − )
2 2
=yi+ 12 − yi− 21

δ 2 yi =δ(yi+ 21 − yi− 21 )

=δyi+ 12 − δyi− 21

=yi+1 − yi − yi + yi−1

=yi+1 − 2yi + yi−1

xi yi δyi δ 2 yi δ 3 yi δ 4 yi
x0 y0
δy1/2
x1 y1 δ 2 y1
δy3/2 δ 3 y3/2
x2 y2 δ 2 y2 δ 4 y2
δy5/2 δ 3 y5/2
x3 y3 δ 2 y3
δy7/2
x4 y4

Example:1 Evaluate (i)∆tan−1 x (ii) ∆(ex log2x) (iii) ∆( log2x


x
) (iv) ∆2 cos2x.
2

2
Solution:
1)

∆tan−1 x =tan−1 (x + h) − tan−1 x


   
x+h−x h
=tan−1 = tan−1 .
1 + (x + h)x 1 + hx + x2

2)

∆(ex log2x) =ex+h log2(x + h) − ex log2x

=ex+h log2(x + h) − ex+h log2x + ex+h log2x) − ex log2x


x+h
=ex+h log + (ex+h − ex )log2x
 x 
h
=ex eh log(1 + ) + (eh − 1)log2x .
x

3)
x2 (x + h)2
   2 
x
∆ = −
cos2x cos2(x + h) cos2x
[(x + h)2 − x2 ]cos2x + x2 [cos(2x) − cos2(x + h)]
=
cos2(x + h)cos2x
[(2hx + h ]cos2x + 2x2 sin(h)sin(2x + h)
2
= .
cos2(x + h)cos2x

4)

∆2 co2x =∆{cos2(x + h) − cos2x}

=∆{cos2(x + h)} − ∆{cos2x}

=[cos2(x + 2h) − cos2(x + h)] − [cos2(x + h) − cos2x]

= − 2sin(2x + 2h)sinh + 2sin(2x + h)sinh

= − 2sinh[sin(2x + 3h) − sin(2x + h)]

= − 2sinh[2cos(2x + 2h)sinh] = −4sin2 hcos(2x + 2h).

Example: 2
 
Evaluate i) ∆2 5x+12
x2 +5x+16 (ii) ∆2 (abx ) (iii) ∆n (ex ) interval of dierencing being unity.
i)
          
2 5x + 12 2 5x + 12 2 2 3 2 3
∆ =∆ =∆ + =∆ ∆ +∆
x2 + 5x + 16 (x + 2)(x + 3) x+2 x+3 x+2 x+3
    
1 1 1 1
=∆ 2 − +3 −
x+3 x+2 x+4 x+3
   
1 1
= − 2∆ − 3∆
(x + 2)(x + 3) (x + 3)(x + 4)
   
1 1 1 1
=−2 − −3 −
(x + 3)(x + 4) (x + 2)(x + 3) (x + 4)(x + 5) (x + 3)(x + 4)
4 6
= +
(x + 2)(x + 3)(x + 4) (x + 3)(x + 4)(x + 5)
2(5x + 16)
=
(x + 2)(x + 3)(x + 4)(x + 5)

3
ii) ∆2 (abx )

∆(abx ) =a∆(bx ) = a(bx+1 − bx ) = abx (b − 1)

∆2 (abx ) =∆(∆(abx )) = ∆(abx (b − 1))

=abx+h (b − 1) − abx (b − 1) = a(b − 1) bx+h − bx = a(b − 1)2 bx




iii) ∆n (ex )

∆(ex ) =(ex+1 − ex )− = ex (e − 1)

∆2 (ex ) =∆(∆(ex )) = ∆(ex (e − 1))

=(ex+1 (e − 1) − ex (e − 1)) = (e − 1)[ex+1 − ex ]

=(e − 1)2 ex

∆2 (ex ) =(e − 1)3 ex


..
.
∆n (ex ) =(e − 1)n ex

Problems:
1. (i) Evaluate∆(x+ cosx)
(ii) ∆tan−1 n−1
n
 
(iii) ∆ 1
x(x+4)(x+6)
 
(iv) ∆ 2 1
x2 +5x+6

2. Evaluate
(i) ∆(e3x log(2x))
(ii) ∆( 2x! )
x

(iii) ∆n (ax )
3. If f (x) = eax+b , show that its leading dierences from geometric progression.
4. Prove that (i) y3 = y2 + ∆y1 + ∆2 y0 + ∆3 y0 (ii) ∇2 y8 = y8 − 2y7 + y6 (iii)δ 2 y6 = y6 − 2y5 + y4 .
5. Evaluate (i) ∆2 [(1 − x)(1 − 2x)(1 − 3x) (ii) ∆1 0[(1 − x)(1 − 2x2 )(1 − 3x3 )(1 − 4x4 )] if the interval of dierencing
is 2.
LECTURE 24
Dierence Operators:
(a) Shift Operator (E)

Ef (x) =f (x + h),

E 2 f (x) =f (x + 2h),

E 3 f (x) =f (x + 3h)
..
.
E n f (x) =f (x + nh)

4
(b) Inverse Shift Operator (E −1 )

Eyx =yx+h ,

E −1 yx =yx−h

E −1 f (x) =f (x − h),

E −2 f (x) =f (x − 2h)
..
.
E −n f (x) =f (x − nh)

(c) Averaging Operator µ  


1
µyx = y 1 + yx− 12
2 x+ 2
(d) Relation Between the Operators

(i)∆ =E − 1 orE = 1 + ∆

(ii)∇ =1 − E −1
1 1
(iii)δ =E 2 − E − 2
1 1 1
(iv)µ = (E 2 + E − 2 )
2
1
(v)∆ =E∇ = ∇E = δE 2

(vi)E =ehD

In terms of E ∆ ∇ δ hD
E - −1 1 2
p
∆+1 (1 + ∇) 1+ 2δ + δ 1 + δ 2 /4 ehD
E-1 -
p
∆ (1 + ∇)−1 − 1 1 2
2 δ + δ 1 + δ /4
2 ehD − 1
-
p
∇ 1 − E −1 (1 + ∆)−1 − 1 − 21 δ 2 + δ 1 + δ 2 /4 1 − ehD
-
1 1 1
δ E2 ∆(1 + ∆)− 2 ∇(1 − ∇)− 2 2sinh(hD/2)
1
− 12 − 21 − 12
1
p
µ 2 (E
2 +E ) (1 + ∆/2)(1 + ∆) (1 + ∇/2)(1 + ∇) (1 + δ 2 /4) cosh(hD/2)
hD logE log(1 + ∆) log(1 − ∇)−1 2sinh−1 (∇/2) -

Example:1
Prove that ex = ∆2 x
E e − Eex
∆2 e x the interval dierencing being h.
Solution:
∆2 x
e =∆2 E −1 ex = ∆2 ex−h = ∆2 ex e−h = e−h ∆2 ex
E
Eex
RHS =e−h ∆2 ex 2 x = e−h Eex = e−h ex+h = ex .
∆ e

Example:2
Prove with the usual notations, that
(1) hD = log(1 + ∆) = −log(1 − ∇) = sinh−µδ

5
(2) (E 2 + E − 2 (1 + ∆) 2 = 2 + ∆
1 1 1

(3) δ = 21 δ 2 + δ 1 + δ 2 /4
p

(4) ∆3 y2 = ∇3 y5
Solution:
(1) We know that

ehD =E = 1 + ∆

∴ hD =log(1 + ∆)

=logE = −log(E −1 )

= − log(1 − ∇)

we know that
1 1 1
µ = (E 2 + E − 2 )
2
1 1
δ =E 2 − E − 2
1 1 1 1 1
µδ = (E 2 + E − 2 )(E 2 − E − 2 )
2
1
= (E − E −1 )
2
1
= (ehD − e−hD )
2
=sinh(hD)

hD =sinh−1 (µδ)

hence, hD =log(1 + ∆) = −log(1 − ∇) = sinh−1 (µδ)

(2)
1 1 1 1 1 1
(E 2 + E − 2 )(1∆ ) 2 =(E 2 + E − 2 )E 2

=E + 1

=1 + ∆ + 1

=2 + ∆

(3)
1 2 1 1
q
p 1 1 1 1 1
δ + δ (1 + δ 2 /4 = (E 2 − E − 2 )2 + (E 2 − E − 2 ) (1 + (E 2 − E − 2 )2 /4)
2 2
1 1 1 p
= (E + E −1 − 2) + (E 2 + E − 2 ) (E + E −1 + 2/4)
2
1 1 1 1 1 1
= (E + E −1 − 2) + (E 2 − E − 2 )(E 2 + E − 2 )
2 2
1 1
= [(E + E −1 − 2) + (E − E −1 )] = (2E − 2) = E − 1 = ∆.
2 2

6
(4)

∆3 y2 =(E − 1)3 y2

=(E 3 − 3E 2 + 3E − 1)y2 = y5 − 3y4 + 3y3 − y2

∇3 y5 =(1 − E −1 )3 y5

=(1 − 3E −1 + 3E −2 − E −3 )y5 = y5 − 3y4 + 3y3 − y2

∆3 y2 =∇3 y5

Problems:
1. Evaluate taking h as the interval of dierencing
i) ∆2
E sinx

ii) ∆2 4
E x ,h =1
∆2 sin(x+h)
iii) ∆2
E sin(x + h) + Esin(x+h)

iv) (∆ + ∇)2 (x2 + x), h = 1


2. With usual notations, show that
i) ∇ = 1 − e−hD
ii) D = h2 sinh−1 ( 2δ )
iii) (1 + ∆)(1 − ∇) = 1
iv) ∆ − ∇ = ∆∇ = δ 2
3. Prove that
i) δ = ∆(1 + ∆)− 2 = ∇(1 − ∇)− 2
1 1

ii) µ2 = 1 + δ4
2

iii) δ(E 2 + E − 2 ) = ∆E −1 + ∆
1 1

iv) ∇ = ∆E −1 = E −1 ∆ = 1 − E −1
4. Show that
i) µδ = 12 (∆ + ∇)
ii) 1 + δ 2 /2 =
p
(1 + δ 2 µ2 )
iii) ∆ + ∇ = ∆
∇ − ∇

iv) ∇2 = h2 D2 − h3 D3 + 12
7 4 4
h D − ···
5. prove that
i) ∆r = ∆r fk−r
ii) ∆fk2 = (fk + fk+1 )∆fk
iii) ∆ = 12 δ 2 + δ (1 + δ 2 /4)
p

iv) E 2 = (1 + δ 2 /4) 2 + /2
1 1

7
LECTURE 25 & 26
Newton's formulas using Forward, Backward
Consider, we have the following data base: where xi = x0 + ih, h = xn −x0
n

x x0 x1 ··· xn
y y0 y1 ··· yn
Our aim is to nd f (xp ), where 0 < p < 1, xp = x0 + ph If xp close to the beginning of the database
(x0 < xp < x1 ), then we use Newton Forward formula , which takes the form:

p(p − 1) 2
f (xp ) = y0 + p∆y0 + ∆ y0 + · · ·
2!
While, if xp close to the end of the data base, (xn−1 < xp < xn ), then we use Newton Backward

formula , which takes the form:

p(p + 1) 2
f (xp ) = yn + p∇yn + ∇ yn + · · ·
2!
where xp = xn + ph,
If xp close to the center of the database, xi then we use Newton center formula, which takes the form:
(p3 − p) 2 (q 3 − q) 2
f (xp ) = pyi+1 + δ yi+1 + qyi + δ yi
6 6

where xp = xi + ph, p + q = 1.
Example:1
Consider the following data base
x 4 6 8 10
f(x) 1 3 8 20
Find the approximate value for each of the following:
i) f (4.5)
ii) f (9)
iii) f (6.4)
Solution:
i) f (4.5)
Since 4.5 close to the beginning of the data base, we use the forward Newton formula. Let xp = 4.5 ,
therefore
xp − x0 0.5
p= = = 0.25.
h 2

p(p − 1) 2
f (xp ) =y + p = y0 + p∆y0 + ∆ y0
2!
∆y0 =y1 − y0 = 2

∆2 y0 =y2 − 2y1 + y0 = 8 − 2(3) + 1 = 3

For simplicity∆y0 , ∆y1 , ∆y2 , ∆2 y0 and ∆2 y1 can be found as follows

8
n x y ∆y ∆2 y
0 x0 = 4 y0 = 1
∆y0 = 2
1 x1 = 6 y1 = 3 ∆2 y0 = 3
∆y1 = 5
2 x2 = 8 y2 = 8 ∆2 y1 = 7
∆y2 = 12
3 x3 = 10 y3 = 20
Thus,
p(p − 1) 2
f (xp ) =yp = y0 + p∆y0 + ∆ y0
2!
3
f (4.5) =1 + 0.25(2) + (0.25)(1 − 0.25)
2!
39
= = 1.2188
32

ii) f (9)
Since 9 close to the beginning of the data base (x3 = 10), we use the backward Newton formula. Let xp =
9 , therefore p = xp −xn
h = 9−10
2 = − 12 .

p(p + 1) 2
f (xp ) =yp = yn + p∇yn + ∇ yn
2!
∇y3 =y3 − y0 = 20 − 8 = 12

∇2 y3 =y3 − 2y2 + y1 = 20 − 2(8) + 3 = 7.

For simplicity∇y0 , ∇y1 , ∇y2 , ∇2 y0 and ∇2 y1 can be found as follow


n x y ∆y ∆2 y
0 x0 = 4 y0 = 1
∇y0 = 2
1 x1 = 6 y1 = 3 ∇2 y0 = 3
∇y1 = 5
2 x2 = 8 y2 = 8 ∇2 y1 = 7
∇y2 = 12
3 x3 = 10 y3 = 20
Thus,
p(p + 1) 2
f (xp ) =yp = y3 + p∇y3 + ∇ y3
2!
1 ( −1 )( 1 )
f (9) =10 − (12) + ( 2 2 )(7)
2 2
=3.1250

iii) f (6.4)

9
Since 6.4 close to the beginning of the data base (x1 and x2 ), we use the backward Newton formula. Let
xp = 4.5 , therefore p =
xp −xn 6.4−6
h = 2 = 0.2, q = 1 − p = 0.8

p(p + 1) 2
f (xp ) =py2 + pδyn + δ yn
2!
δy3 =y3 − y0 = 20 − 8 = 12

δ 2 y3 =y3 − 2y2 + y1 = 20 − 2(8) + 3 = 7.

For simplicity δy0 , δy1 , δy2 , δ 2 y0 and δ 2 y1 can be found as follow


n x y δy δ2 y
0 x0 = 4 y0 = 1
δy 12 = 2
1 x1 = 6 y1 = 3 δ 2 y1 = 3
δy 32 = 5
2 x2 = 8 y2 = 8 δ 2 y2 = 7
3 x3 = 10 y3 = 20 δy 52 = 12
Thus,
p(p + 1) 2
f (xp ) =yp = y3 + pδy3 + δ y3
2!
−1 1
1 ( )( )
f (9) =10 − (12) + ( 2 2 )(7)
2 2
=3.1250

Problems:
1. The tabel given the distances in natural miles of the visible horizon for given heights in feet above the
earth's surface:
x = height : 100 150 200 250 300 350 400

y = Distance : 10.63 13.03 15.0416.81 18.42 19.990 21.27

Find the values of y when (i)x = 218f t, (ii) x = 410f t


2. From thw following table, estimate the number of students who obtained marks between 40 and 45

M arks : 30 − 40 40 − 50 50 − 60 60 − 70 70 − 80

N oof Students : 31 42 51 35 31

3. Find the cubic polynomila which takes the following values

x:0 1 2 3

y:1 2 1 10

Hence or otherwise evaluate f (4)

10
LECTURE 27:
Interpolation with unequal intervals
Lagrange's Interpolation Formula:
If y = f (x) takes the value y0 , y1 , · · · yn corresponding to x = x1 , x2 , · · · xn , then

(x − x1 )(x − x2 ) · · · (x − xn ) (x − x0 )(x − x2 ) · · · (x − xn )
f (x) = y0 + y1
(x0 − x1 )(x0 − x2 ) · · · (x0 − xn ) (x1 − x0 )(x1 − x2 ) · · · (x1 − xn )
(x − x0 )(x − x1 ) · · · (x − xn−1 )
+ ··· yn (1)
(xn − x0 )(xn − x1 ) · · · (xn − xn−1 )

This is known as Lagrange's Interpolation Formula for unequal intervals.


Proof:

Let y = f (x) be a function which takes the value (x0 , y0 ), (x1 , y1 ), (x2 , y2 ) · · · (xn , yn ). Since there are n + 1
pairs of values of x and y , we can present f (x) by a polynomial of s of degree n. Let this polynomial be of the
form

y = f (x) =a0 (x − x1 )(x − x2 ) · · · (x − xn ) + a1 (x − x0 )(x − x2 ) · · · (x − xn ) (2)


+ · · · + an (x − x0 )(x − x1 )(x − x2 ) · · · (x − xn−1 ),

putting x = x0 , y = y0 , we get

y0 = a0 (x0 − x1 )(x0 − x2 ) · · · (x0 − xn )


y0
a0 = ,
(x0 − x1 )(x0 − x2 ) · · · (x0 − xn )

similarly putting x = x1 , y = y1
we have

y1
a1 = ,
(x1 − x1 )(x1 − x2 ) · · · (x1 − xn )

proceeding in same the way, we get a2 , a3 , · · · an . Substituting

a0 , a1 , · · · an

from the I, II have submitted. Substituting these values in the above equation, we get (1).
Example: 1
x 5 7 11 13 17
f(x) 150 392 1492 2366 5202
Evaluate f (9) using Lagrange's Interpolation.
Solution: Here x0 = 5; x1 = 7; x2 = 11; x3 = 13; x4 = 17.
y0 = 150; y1 = 392; y2 = 1492; y3 = 2366; y4 = 5202.
putting x = 9, we get

11
(9 − 7)(9 − 11)(9 − 13)(9 − 17) (9 − 5)(9 − 11)(9 − 13)(9 − 17)
f (9) = × 150 + × 392
(5 − 7)(5 − 11)(5 − 13)(5 − 17) (7 − 5)(7 − 11)(7 − 13)(7 − 17)
(9 − 5)(9 − 7)(9 − 13)(9 − 17) (9 − 5)(9 − 7)(9 − 13)(9 − 17)
+ × 1452 + × 2366
(11 − 6)(11 − 7)(11 − 13)(11 − 17) (13 − 5)(13 − 11)(13 − 5)(13 − 17)
(9 − 5)(9 − 7)(9 − 11)(9 − 17)
+ × 5202
(17 − 5)(17 − 7)(17 − 11)(13 − 17)
50 3136 3872 578
= + + + = 810.
3 15 3 5

Example: 2 Find the polynomial f (x) by using Lagrange's formula hence nd f (3) for the following data
x 0 1 2 5
f(x) 2 3 12 147
Solution: Here x0 = 0; x1 = 1; x2 = 2; x3 = 5;
y0 = 2; y1 = 3; y2 = 12; y3 = 147;
putting x = 9, we get

(x − x1 )(x − x2 ) · · · (x − xn ) (x − x1 )(x − x2 ) · · · (x − xn )
f (x) = y0 + y1
(x0 − x1 )(x0 − x2 ) · · · (x0 − xn ) (x1 − x1 )(x1 − x2 ) · · · (x1 − xn )
(x − x1 )(x − x2 ) · · · (x − xn )
+ ··· yn
(xn − x1 )(xn − x2 ) · · · (xn − xn−1 )
(x − 1)(x − 2)(x − 5) (x − 0)(x − 2)(x − 5)
f (9) = × (2) + × (3)
(0 − 1)(0 − 2)(0 − 5) (1 − 0)(1 − 2)(1 − 5)
(x − 0)(x − 1)(x − 5) (x − 0)(x − 1)(x − 2)
+ × (12) + × (147).
(2 − 0)(2 − 1)(2 − 5) (5 − 0)(5 − 1)(5 − 2)

Hence,
f (x) = x3 + x2 − x + 2, f (3) = 35.

Example: 3 Using Lagranges's formula express the function (x−1)(x−2)(x−3)


3x +x+1
f as a sum of partial fraction.
2

Solution: Let's evaluate y = 3x2 + x + 1 for x = 1, 2, 3, therefore


x 1 2 3
f(x) 5 15 31
Lagrange's Formula:
(x − x1 )(x − x2 ) (x − x0 )(x − x2 ) (x − x0 )(x − x1 )
y= y0 + y1 + y2
(x0 − x1 )(x0 − x2 ) (x1 − x0 )(x1 − x2 ) (x2 − x0 )(x2 − x1 )
(x − 1)(x − 2) (x − 1)(x − 3) (x − 1)(x − 2)
= 5+ 15 + 31
(0 − 2)(0 − 3) (2 − 1)(2 − 3) (3 − 1)(3 − 2)
=2.5(x − 2)(x − 3) − 15(x − 1)(x − 3) + 15.5(x − 1)(x − 2)

Thus
3x2 + x + 1 2.5(x − 2)(x − 3) − 15(x − 1)(x − 3) + 15.5(x − 1)(x − 2)
=
(x − 1)(x − 2)(x − 3) (x − 1)(x − 2)(x − 3)
2.5 15 15.5
= − + .
(x − 1) (x − 2) (x − 3)

Example: 4 Find the distance moved by a particle and its acceleration at the end of 4 seconds, if the time
verses velocity data as follows.

12
x 0 1 4 4
f(x) 21 15 12 10
Solution: Lagrange's Formula:
(t − t1 )(t − t2 )(t − t3 ) (t − t0 )(t − t2 )(t − t3 )
v= v0 + v1
(t0 − t1 )(t0 − t2 )(t0 − t3 ) (t1 − t0 )(t1 − t2 )(t1 − t3 )
(t − t0 )(t − t1 )(t − t3 ) (t − t0 )(t − t1 )(t − t2 )
+ v2 + v3
(t2 − t0 )(t2 − t1 )(t2 − t3 ) (t3 − t0 )(t3 − t1 )(t3 − t2 )
(t − 1)(t − 3)(t − 4) t(t − 3)(t − 4) t(t − 1)(t − 4)
= 21 + 15 + 12
(−1)(−2)(−4) (1)(−2)(−3) (3)(2)(−1)
t(t − 1)(t − 3)
+ 10
(4)(3)(−1)
=2.5(t − 2)(t − 3) − 15(t − 1)(t − 3) + 15.5(t − 1)(t − 2)

Thus
1
v= (−5t3 + 38t2 − 105t + 252).
12

Since
Z 4 Z 4
1
Distance moved = vdt = (−5t3 − 105t + 252)dt
0 0 12
4
1 −5t4 38t3 105t2

= + − + 252t
12 4 3 2
 0
1 2432
= − 320 + − 840 + 1008
12 3
=54.9
dv 1
Also acceleration = = (−15t2 + 76t − 105 + 0)
dt 2
d dv 1
Acceleration = ( ) = (−15(16) + 76(4) − 105) = −3.4
dt dt 12

Problems:
1. Use the Lagrange's interpolation formula to nd the value of y when x = 10, if the following x and y are
given
x: 5 6 9 11

y: 12 13 14 16

2. Given log10 654 = 2.8156, log10 658 = 2.8182, log10 661 = 2.8202. Use the Lagrange's formula and nd the
value of log10 656
3. The following are the measurements T made on a curve recorded by oscilography representing a change of
current I due to a change in the conditions of an electric current.

T : 1.2 2.0 2.5 3.0

I: 1.36 0.58 0.34 0.20

Using Lagrange's interpolation formula nd I at T = 16.

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4. Using Lagrange's interpolation calculate the prot in the year 2000 from the following data:

Y ear : 1.2 2.0 2.5 3.0

P rof it : 1.36 0.58 0.34 0.20

5. Use the Lagrange's interpolation formula to nd the value of f (x), given

x: 0 2 3 6

f (x) : 648 704 729 792.

6. If y(1) = −3, y(3) = 9, y(4) = 30, y(6) = 132, nd the Lagrange's interpolation polynomial that takes the
same value as y at the given points.
7. Given f (0) = 18, f (1) = 9, f (3) = 0, f (5) = −248, f (6) = 0, f (9) = 13104, nd f (x).
8. Find the missing term in the following table using interpolation

x: 1 2 4 5 6

y: 14 15 5 ... 9.

9. Using Lagrange's interpolation formula, express the function


x2 + x − 3
x3 − 2x2 − x + 2
as sum of partial functions.
LECTURE 28
Practical Applications on Interpolation.
1. Interpolation is a mathematical technique that is used to estimate values that are not explicitly given in a
data set. It is commonly used in various elds to make predictions or generate missing data points. Here
are some real-life applications of interpolation:
2. Weather Forecasting: Meteorologists use interpolation to predict the weather in regions where there is no
direct observation. They use interpolation techniques to estimate weather variables such as temperature,
wind speed, and precipitation at specic locations based on nearby observations.
3. Geographic Information Systems (GIS): GIS software uses interpolation to estimate values for missing or
incomplete data points in a spatial dataset. For example, it can be used to estimate the population density
in areas where there is no direct census data. Medical Imaging: In medical imaging, interpolation is used
to generate missing data points in medical images. This is particularly useful in imaging techniques such
as Magnetic Resonance Imaging (MRI) and Computed Tomography (CT) scans, where images are created
from a limited number of data points.
4. Finance: Interpolation is used in nancial modeling to estimate the value of securities that are not traded
in the market. For example, analysts can use interpolation to estimate the yield curve for bonds with
maturities that are not available in the market.
5. Audio and Video processing: In audio and video processing, interpolation is used to increase the resolution
of digital signals. This is particularly useful in applications such as upscaling low-resolution video to high-
resolution video. Furthermore, interpolation is a valuable tool for making predictions and lling in missing
data points in a wide range of applications.
∗ ∗ ∗ ∗ ∗∗

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Common questions

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Newton's method uses finite differences, making re-computation straightforward if a new point is added. It computes divided differences sequentially, reducing total computations. Lagrange's method recalculates the entire polynomial with each additional point, as it does not inherently accommodate incremental updates without full polynomial recalculation, leading to higher computational cost for large datasets or changes .

Newton's divided difference method is preferred when data points are added incrementally, as it can efficiently update the polynomial without recomputing the entire form. It is also suited for situations with evenly spaced data points, allowing simpler computation compared to Lagrange's interpolation, which recalculates weights entirely for each addition .

Interpolation plays a critical role in medical imaging by generating missing data points in scans, enhancing image clarity and consistency. This is vital for techniques like MRI and CT, where accurate image reconstruction from limited data points is essential for effective diagnosis and patient care .

In finance, interpolation estimates the value of securities not directly available on the market, such as estimating yields for bonds with unavailable maturities. Analysts utilize interpolation to interpolate missing market data thereby predicting unknown values, assisting financial modeling .

Interpolation is applied in weather forecasting for predicting weather variables, in geographic information systems to estimate values like population density, in finance to estimate securities' values, in medical imaging to reconstruct images, and in audio/video processing to increase resolution .

Lagrange's Interpolation Formula constructs a polynomial that fits a set of data points with unequal intervals by expressing the polynomial as a linear combination of weighted terms. Each term corresponds to an individual point and is constructed to be zero at all other points except one, which makes it ideal for handling non-uniform distributions of x-values .

In Geographic Information Systems (GIS), interpolation is crucial for filling gaps in sparse spatial data, such as estimating population density where direct data is unavailable. By predicting points from known data, interpolation enhances spatial data accuracy, supporting decision-making and policy planning in urban development and resource management .

Derivative-based interpolation, involving higher-order derivatives or Taylor series, is significant in engineering for accurate modeling of physical systems where data derivatives are required for simulations and solutions, such as dynamic system analysis and control system design. It ensures better approximation in simulating responses over typical interpolation methods that rely solely on function values .

Newton's Forward formula is used when the point of interest is near the beginning of the data set, allowing for prediction using forward differences. Conversely, Newton's Backward formula is applied when the point lies near the end of the dataset, utilizing backward differences. Both methods estimate the function value by constructing a polynomial based on computed finite differences and applying it iteratively to the desired point .

Newton's Central Difference Formula is advantageous for estimating values near the middle of a dataset because it equally considers data from both sides, reducing error compared to using only forward or backward differences. This leads to higher accuracy in interpolation at central points, using a symmetric difference approach .

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