Numerical

Methods
Lecture-14
[MA-200]
ARISHA ALI
 Newton Gregory backward
difference Interpolation

ARISHA ALI 2
 Backward Difference Operator
Symbol of backward difference operator is 𝛻 (𝑁𝑒𝑏𝑙𝑎) and it is defined as
𝛻𝑓 𝑥 = 𝑓 𝑥 − 𝑓(𝑥 − ℎ)
𝛻𝑦1 = 𝛻𝑓 𝑥1 = 𝑓 𝑥1 − 𝑓 𝑥1 − ℎ = 𝑓 𝑥1 − 𝑓 𝑥0 + ℎ − ℎ
= 𝑓 𝑥1 − 𝑓(𝑥0 )
𝛻𝑦1 = 𝑦1 − 𝑦0 , 𝛻𝑦2 = 𝑦2 − 𝑦1
𝛻 2 𝑦2 = 𝛻 𝛻𝑦2 = 𝛻 𝑦2 − 𝑦1 = 𝛻𝑦2 − 𝛻𝑦1 = 𝑦2 − 𝑦1 − (𝑦1 − 𝑦0 )
𝛻 2 𝑦2 = 𝑦2 − 2𝑦1 + 𝑦0

ARISHA ALI 3
 Newton Gregory backward difference
Interpolation

𝑢(𝑢+1) 2 𝑢(𝑢+1)(𝑢+2) 3
𝑦 = 𝑓 𝑥 = 𝑦𝑛 + 𝑢𝛻𝑦𝑛 𝛻 𝑦𝑛 + 𝛻 𝑦𝑛 +
2! 3!
𝑢(𝑢+1)(𝑢+2)(𝑢+3) 4
𝛻 𝑦𝑛 +…
4!
𝑥−𝑥𝑛
Where 𝑢 =
ℎ

ℎ = 𝑥1 − 𝑥0 = 𝑥2 − 𝑥1 = ⋯ = 𝑥𝑛 − 𝑥𝑛−1

ARISHA ALI 4
 Backward Difference Table
𝒙𝒊 𝒚𝒊 𝛁𝒚𝒊 𝛁 𝟐 𝒚𝒊 𝛁 𝟑 𝒚𝒊 𝛁 𝟒 𝒚𝒊

𝒙𝟎 𝒚𝟎 𝛁𝒚𝟏 = 𝒚𝟏 − 𝒚𝟎

𝒙𝟏 𝒚𝟏 𝛁𝒚𝟐 = 𝒚𝟐 − 𝒚𝟏 𝛁𝟐 𝒚𝟐 = 𝛁𝒚𝟐 − 𝛁𝒚𝟏 𝛁 𝟑 𝒚𝟑

𝒙𝟐 𝒚𝟐 𝛁𝟐 𝒚𝟑 = 𝛁𝒚𝟑 − 𝛁𝒚𝟐 𝛁 𝟒 𝒚𝟒

𝒙𝟑 𝒚𝟑 𝛁𝒚𝟑 = 𝒚𝟑 − 𝒚𝟐 𝛁𝟐 𝒚𝟒 = 𝛁𝒚𝟒 − 𝛁𝒚𝟑 𝛁 𝟑 𝒚𝟒

𝒙𝟒 𝒚𝟒 𝛁𝒚𝟒 = 𝒚𝟒 − 𝒚𝟑

ARISHA ALI 5
 Example

Calculate 𝑓(11.8) with the given data

𝒙 4 6 8 10 12
𝒚 = 𝒇(𝒙) 93 259 569 1071 1813

Solution:
The backward difference table for the given data points

ARISHA ALI 6
𝒙 𝒚 = 𝒇(𝒙𝟎 ) 𝛁𝒚 𝛁𝟐 𝒚 𝛁𝟑 𝒚 𝛁𝟒 𝒚
4 93 𝟐𝟓𝟗 − 𝟗𝟑 = 𝟏𝟔𝟔

6 259 𝟓𝟔𝟗 − 𝟐𝟓𝟗 = 𝟑𝟏𝟎 𝟏𝟒𝟒

8 569 𝟏𝟎𝟕𝟏 − 𝟓𝟔𝟗 = 𝟓𝟎𝟐 𝟏𝟗𝟐 48 𝟎

10 1071 𝟏𝟖𝟏𝟑 − 𝟏𝟎𝟕𝟏 = 𝟕𝟒𝟐 240 48

12 1813

ARISHA ALI 7
 ℎ=2
𝑥−𝑥𝑛 11.8−12
𝑢= = = −0.1 ⟹ 𝑢 = −0.1
ℎ 2
𝑢(𝑢+1) 2 𝑢(𝑢+1)(𝑢+2) 3
𝑦 = 𝑓 𝑥 = 𝑦𝑛 + 𝑢𝛻𝑦𝑛 + 𝛻 𝑦𝑛 + 𝛻 𝑦𝑛
2! 3!
−0.1(−0.1+1)(240) −0.1(−0.1+1)(−0.1+2)(48)
𝑓 𝑥 = 1813 − 0.1 742 + +
2! 3!

𝑓 𝑥 = 1813 − 74.2 − 10.8 − 1.368

𝑓 11.8 = 1726.632

ARISHA ALI 8
 Lagrange Interpolation

ARISHA ALI 9
 Lagrange Formula
𝑃𝑘 𝑥 = σ𝑘𝑛=0 𝐿𝑛 𝑥 𝑦𝑛 ,
𝑘 = 0,1,2, … , 𝑛
= 𝐿0 (𝑥)𝑦0 + 𝐿1 (𝑥)𝑦1 + 𝐿2 (𝑥)𝑦2 + ⋯ + 𝐿𝑛 (𝑥)𝑦𝑛
Where
𝑥−𝑥1 𝑥−𝑥2 𝑥−𝑥3 … (𝑥−𝑥𝑛 )
𝐿0 (𝑥) =
𝑥0 −𝑥1 𝑥0 −𝑥2 𝑥0 −𝑥3 … (𝑥0 −𝑥𝑛 )

ARISHA ALI 10
 𝑥−𝑥0 𝑥−𝑥2 𝑥−𝑥3 … (𝑥−𝑥𝑛 )
𝐿1 (𝑥) =
𝑥1 −𝑥0 𝑥1 −𝑥2 𝑥1 −𝑥3 … (𝑥1 −𝑥𝑛 )

⋮
𝑥−𝑥0 𝑥−𝑥1 𝑥−𝑥2 … (𝑥−𝑥𝑛−1 )
𝐿𝑛 (𝑥) =
𝑥𝑛 −𝑥0 𝑥𝑛 −𝑥1 𝑥𝑛 −𝑥2 … (𝑥𝑛 −𝑥𝑛−1 )

ARISHA ALI 11
 Lagrange Formula Illustration
The value of 𝑥 and 𝑦 are given as follows
x 5 6 9 11
y 12 13 14 16

▪Find the interpolation polynomial for the data.

▪ Find the value of 𝑦 when 𝑥 = 10, using Lagrange formula for unequal intervals.
Solution:
𝑃3 𝑥 = 𝐿0 𝑥 𝑦0 + 𝐿1 𝑥 𝑦1 + 𝐿2 𝑥 𝑦2 + 𝐿3 (𝑥)𝑦3

ARISHA ALI 12
 𝑥−𝑥1 𝑥−𝑥2 𝑥−𝑥3 (𝑥−6)(𝑥−9)(𝑥−11) 𝑥 3 −26𝑥 2 +219𝑥−594
𝐿0 𝑥 = = =
𝑥0 −𝑥1 𝑥0 −𝑥2 𝑥0 −𝑥3 (5−6)(5−9)(5−11) −24

𝑥−𝑥0 𝑥−𝑥2 𝑥−𝑥3 (𝑥−5)(𝑥−9)(𝑥−11) 𝑥 3 −25𝑥 2 +199𝑥−495

𝐿1 𝑥 = = =
𝑥1 −𝑥0 𝑥1 −𝑥2 𝑥1 −𝑥3 (6−5)(6−9)(6−11) 15

𝑥−𝑥0 𝑥−𝑥1 𝑥−𝑥3 (𝑥−5)(𝑥−6)(𝑥−11) 𝑥 3 −22𝑥 2 +151𝑥−330

𝐿2 𝑥 = = =
𝑥2 −𝑥0 𝑥2 −𝑥1 𝑥2 −𝑥3 (9−5)(9−6)(9−11) −24

𝑥−𝑥0 𝑥−𝑥1 𝑥−𝑥2 (𝑥−5)(𝑥−6)(𝑥−9) 𝑥 3 −20𝑥 2 +129𝑥−270

𝐿3 𝑥 = = =
𝑥3 −𝑥0 𝑥3 −𝑥1 𝑥3 −𝑥2 (11−5)(11−6)(11−9) 60

−12 13
𝑃3 𝑥 = 𝑥 3 − 26𝑥 2 + 219𝑥 − 594 + 𝑥 3 − 25𝑥 2 + 199𝑥 − 495 −
24 15
14 16
𝑥3 − 22𝑥 2 + 151𝑥 − 330 + (𝑥 3 − 20𝑥 2 + 129𝑥 − 270)
24 60

ARISHA ALI 13
 1 3 7 557 23
𝑃3 𝑥 = 𝑥 − 𝑥2 + 𝑥 −
12 6 60 2

𝑥 = 10
𝑦 = 𝑓 𝑥 = 𝑓 10
1 7 557 23
𝑓 10 = 𝑃3 10 = (10)3 − 10 2 + (10) −
12 6 60 2
44
= = 14.667
3

ARISHA ALI 14