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1.newtons Forward Difference

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0% found this document useful (0 votes)
143 views

1.newtons Forward Difference

Uploaded by

Bhishan Chams
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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250 COMPUTER-BASED NUMERICAL AND STATISTICAL TECHNIQUES

Enter the value of y4 - 16.81


Enter the value of y5 - 18.42
Enter the value of y6 - 19.9
Enter the value of y7 - 21.27
Enter the value of x for which you want the value of y-218
When X=218.0000, Y=15.69701481
Press Enter to Exit

EXAMPLES
Example 1. Find the value of sin 52° from the given table:

θ° 45° 50° 55° 60°

sin θ 0.7071 0.7660 0.8192 0.8660

Sol. a = 45°, h = 5, x = 52
x−a 7
∴ u= = = 1.4
h 5
Difference table is:

Differences

x° 104y 104∆y 104 ∆2y 104 ∆3y

45° 7071
589
50° 7660 – 57
532 –7
55° 8192 – 64
468
60° 8660

By forward difference formula,


u(u − 1) 2 u(u − 1)(u − 2) 3
f(a + hu) = f(a) + u ∆ f(a) + ∆ f (a) + ∆ f(a)
2! 3!
u(u − 1)
⇒ 104 f(x) = 104 f(a) + 104 u ∆ f(a) + 104 ∆2 f(a)
2!
u(u − 1)(u − 2) 3
+ 104 ∆ f(a)
3!
INTERPOLATION 251

(1.4)(1.4 − 1)
⇒ 104 f(52) = 104 f(45) + (1.4) 104 ∆ f(45) + 104 ∆2 f(45)
2!
(1.4)(1.4 − 1)(1.4 − 2)
+ 104 ∆3 f(45)
3!
(1.4)(.4) (1.4)(.4)(− .6)
= 7071 + (1.4)(589) + (− 57) + (– 7)
2 6
= 7880
∴ f(52) = .7880. Hence, sin 52° = 0.7880.
Example 2. The population of a town in the decimal census was as given below.
Estimate the population for the year 1895.

Year x: 1891 1901 1911 1921 1931


Population y: 46 66 81 93 101
(in thousands)
Sol. Here a = 1891, h = 10, a + hu = 1895
⇒ 1891 + 10 u = 1895 ⇒ u = 0.4
The difference table is as under:

x y ∆y ∆2 y ∆3 y ∆4 y

1891 46
20
1901 66 –5
15 2
1911 81 –3 –3
12 –1
1921 93 –4
8
1931 101

Applying Newton’s forward difference formula,


u(u − 1) 2
y(1895) = y(1891) + u ∆y(1891) + ∆ y(1891)
2!
u(u − 1)(u − 2) 3
+ ∆ y(1891)
3!
u(u − 1)(u − 2)(u − 3) 4
+ ∆ y(1891)
4!
252 COMPUTER-BASED NUMERICAL AND STATISTICAL TECHNIQUES

(.4)(.4 − 1)
⇒ y(1895) = 46 + (.4)(20) + (– 5)
2

(.4)(.4 − 1)(.4 − 2) (.4)(.4 − 1)(.4 – 2)(.4 − 3)


+ (2) + (– 3)
6 24
⇒ y(1895) = 54.8528 thousands
Hence the population for the year 1895 is 54.8528 thousands
approximately.
Example 3. The values of f(x) for x = 0, 1, 2, ......, 6 are given by
x: 0 1 2 3 4 5 6
f(x): 2 4 10 16 20 24 38
Estimate the value of f(3.2) using only four of the given values. Choose the
four values that you think will give the best approximation.
Sol. Last four values of f(x) for x = 3, 4, 5, 6 are taken into consideration so that
3.2 occurs in the beginning of the table.
Here a = 3, h = 1, x = 3.2 ∴ a + h u = 3.2
i.e., 3 + 1 × u = 3.2 or u = 0.2
The difference table is:

x f(x) ∆f(x) ∆2f(x) ∆3f(x)

3 16
4
4 20 0
4 10
5 24 10
14
6 38

Applying Newton’s forward difference formula,


u(u − 1) 2 u(u − 1)(u − 2) 3
f(3.2) = f(3) + u ∆ f(3) + ∆ f (3) + ∆ f (3)
2! 3!
(.2)(.2 − 1) (.2)(.2 − 1)(.2 − 2)
= 16 + (.2)(4) + (0) + (10) = 17.28.
2 6
Example 4. From the following table, find the value of e0.24
x: 0.1
0.2
0.3
INTERPOLATION 253

Sol. The difference table is:

x 105y 10 5∆y 105∆2y 105 ∆3y 104∆4y

0.1 110517
11623
0.2 122140 1223
12846 127
0.3 134986 1350 17
14196 144
0.4 149182 1494
15690
0.5 164872

Here h = 0.1. ∴ 0.24 = 0.1 + 0.1 × u or u = 1.4


Newton-Gregory forward formula is
u(u − 1) 2 u(u − 1)(u − 2) 3
y(.24) = y(.1) + u ∆ y(.1) + ∆ y(.1) + ∆ y(.1)
2! 3!
u(u − 1)(u − 2)(u − 3) 4
+ ∆ y(.1)
4!
u(u − 1)
⇒ 105 y(.24) = 105 y(.1) + u 105 ∆y(.1) + 105 ∆2y(.1)
2!
u(u − 1)(u − 2) u(u − 1)(u − 2)(u − 3)
+ 105 ∆3y(.1) + 105 ∆4y(.1)
3! 4!
(1.4)(1.4 − 1)
⇒ 105 y(.24) = 110517 + (1.4)(11623) + (1223)
2
(1.4)(1.4 − 1)(1.4 − 2) (1.4)(1.4 − 1)(1.4 − 2)(1.4 − 3)
+ (127) + (17)
3! 4!
= 127124.9088
∴ y(.24) = 1.271249088
Hence, e.24 = 1.271249088.
Example 5. From the following table of half-yearly premiums for policies
maturing at different ages, estimate the premium for policies maturing at age
of 46.

Age 45 50 55 60 65

Premium 114.84 96.16 83.32 74.48 68.48


(in dollars)
254 COMPUTER-BASED NUMERICAL AND STATISTICAL TECHNIQUES

Sol. The difference table is:

Age Premium ∆y ∆2 y ∆ 3y ∆4 y
(x) (in dollars)
(y)

45 114.84
– 18.68
50 96.16 5.84
– 12.84 – 1.84
55 83.32 4 .68
– 8.84 – 1.16
60 74.48 2.84
–6
65 68.48

Here h = 5, a = 45, a + hu = 46
∴ 45 + 5u = 46 ⇒ u = .2
By Newton’s forward difference formula,
u(u − 1) 2 u(u − 1)(u − 2) 3
y46 = y45 + u ∆y45 + ∆ y45 + ∆ y45
2! 3!
u(u − 1)(u − 2)(u − 3) 4
+ ∆ y45
4!
(.2)(.2 − 1)
= 114.84 + (.2)(– 18.68) + (5.84)
2!
(.2)(.2 − 1)(.2 − 2) (.2)(.2 − 1)(.2 − 2)(.2 − 3)
+ (– 1.84) + (.68)
3! 4!
= 110.525632
Hence the premium for policies maturing at the age of 46 is $ 110.52.
Example 6. From the table, estimate the number of students who obtained scores
between 40 and 45.
Scores: 30—40 40—50 50—60 60—70 70—80
Number of students: 31 42 51 35 31.
INTERPOLATION 255

Sol. The difference table is:

Scores less than


(x) y ∆y ∆ 2y ∆3 y ∆4 y

40 31
42
50 73 9
51 – 25
60 124 – 16 37
35 12
70 159 –4
31
80 190

We shall find y45, number of students with scores less than 45.
a = 40, h = 10, a + hu = 45.
∴ 40 + 10u = 45 ⇒ u = .5
By Newton’s forward difference formula,
u(u − 1) 2
y(45) = y(40) + u ∆ y(40) + ∆ y(40)
2!

u(u − 1)(u − 2) 3 u(u − 1)(u − 2)(u − 3) 4


+ ∆ y(40) + ∆ y(40)
3! 4!

(.5)(.5 − 1) (.5)(.5 − 1)(.5 − 2)


= 31 + (.5)(42) + (9) + (– 25)
2 6
(.5)(.5 − 1)(.5 − 2)(.5 − 3)
+ (37)
24
= 47.8672 ≈ 48
Hence, the number of students getting scores less than 45 = 48
By the number of students getting scores less than 40 = 31
Hence, the number of students getting scores between 40 and 45 = 48 – 31
= 17.
Example 7. Find the cubic polynomial which takes the following values:
x: 0 1 2 3
f(x): 1 2 1 10.
256 COMPUTER-BASED NUMERICAL AND STATISTICAL TECHNIQUES

Sol. Let us form the difference table:

x y ∆y ∆2 y ∆3 y

0 1
1
1 2 –2
–1 12
2 1 10
9
3 10

Here, h = 1. Hence, using the formula,


x = a + hu
and choosing a = 0, we get x = u
∴ By Newton’s forward difference formula,
x( x − 1) 2 x ( x − 1) ( x − 2) 3
y = y0 + x ∆y0 + ∆ y0 + ∆ y0
2! 3!

x( x − 1) x( x − 1) ( x − 2)
= 1 + x(1) + (– 2) + (12)
2! 3!
= 2x3 – 7x2 + 6x + 1
Hence, the required cubic polynomial is
y = f(x) = 2x3 – 7x2 + 6x + 1.
Example 8. The following table gives the scores secured by100 students in
the Numerical Analysis subject:
Range of scores: 30—40 40—50 50—60 60—70 70—80
Number of students: 25 35 22 11 7
Use Newton’s forward difference interpolation formula to find.
(i) the number of students who got scores more than 55.
(ii) the number of students who secured scores in the range between 36 and 45.
Sol. The given table is re-arranged as follows:
Scores obtained Number of students
Less than 40 25
Less than 50 60
Less than 60 82
Less than 70 93
Less than 80 100
INTERPOLATION 257

(i) Here, a = 40, h = 10, a + hu = 55


∴ 40 + 10u = 55 ⇒ u = 1.5
First, we find the number of students who got scores less than 55.
The difference table follows:

Scores obtained Number of ∆y ∆2 y ∆3 y ∆4 y


less than students = y

40 25
35
50 60 – 13
22 2
60 82 – 11 5
11 7
70 93 –4
7
80 100

Applying Newton’s forward difference formula,

u(u − 1) 2 u(u − 1)(u − 2) 3


y55 = y40 + u ∆ y40 + ∆ y40 + ∆ y40
2! 3!

u(u − 1)(u − 2)(u − 3) 4


+ ∆ y40
4!
(1.5)(.5) (1.5)(.5)(− .5)
= 25 + (1.5)(35) + (− 13) + (2)
2! 3!

(1.5)(.5)(− .5)(− 1.5)


+ (5)
4!
= 71.6171875 ≈ 72
There are 72 students who got scores less than 55.
∴ Number of students who got scores more than 55 = 100 – 72 = 28
(ii) To calculate the number of students securing scores between 36 and 45,
take the difference of y45 and y36.
x − a 36 − 40
u= = = – .4
h 10
45 − 40
Also, u= = .5
10
258 COMPUTER-BASED NUMERICAL AND STATISTICAL TECHNIQUES

Newton’s forward difference formula:


u(u − 1) 2 u(u − 1)(u − 2) 3
y36 = y40 + u ∆ y40 + ∆ y40 + ∆ y40
2! 3!
u(u − 1)(u − 2)(u − 3) 4
+ ∆ y40
4!
(− .4)(− 1.4) (− .4)(− 1.4)(− 2.4)
= 25 + (– .4)(35) + (− 13) + (2)
2! 3!
(− .4)(− 1.4)(− 2.4)(− 3.4)
+ (5) = 7.864 ≈ 8
4!
u(u − 1) 2 u(u − 1)(u − 2) 3
Also, y45 = y40 + u ∆ y40 + ∆ y40 + ∆ y40
2! 3!
u(u − 1) (u − 2) (u − 3) 4
+ ∆ y40
4!
(.5)(− .5) (.5)(− .5)(− 1.5)
= 25 + (.5)(35) + (− 13) + (2)
2 6
(.5)(− .5)(− 1.5)(− 2.5)
+ (5)
24
= 44.0546 ≈ 44.
Hence, the number of students who secured scores between 36 and 45
is y45 – y36 = 44 – 8 = 36.
Example 9. The following are the numbers of deaths in four successive ten year
age groups. Find the number of deaths at 45—50 and 50—55.
Age group: 25—35 35—45 45—55 55—65
Deaths: 13229 18139 24225 31496.
Sol. Difference table of cumulative frequencies:

Age upto Number of deaths ∆f(x) ∆2f(x) ∆3f(x)


x f(x)

35 13229
18139
45 31368 6086
24225 1185
55 55593 7271
31496
65 87089
INTERPOLATION 259

Here, h = 10, a = 35, a + hu = 50


∴ 35 + 10u = 50 ⇒ u = 1.5
By Newton’s forward difference formula,
u(u − 1) 2 u(u − 1)(u − 2) 3
y50 = y35 + u ∆ y35 + ∆ y35 + ∆ y35
2! 3!
(1.5)(.5) (1.5)(.5)(– .5)
= 13229 + (1.5)(18139) + (6086) + (1185)
2 6
= 42645.6875 ≈ 42646
∴ Deaths at ages beween 45 – 50 are 42646 – 31368 = 11278
and Deaths at ages between 50 – 55 are 55593 – 42646 = 12947.
Example 10. If p, q, r, s are the successive entries corresponding to equidistant
arguments in a table, show that when the third differences are taken into account,
the entry corresponding to the argument half way between the arguments at q

and r is A +
FG B IJ , where A is the arithmetic mean of q and r and B is arithmetic
H 24 K
mean of 3q – 2p – s and 3r – 2s – p.
q+r
Sol. A= ⇒ q + r = 2A
2
(3q − 2 p − s) + (3r − 2 s − p) 3q + 3r − 3 p − 3s
B= =
2 2
3(q + r) 3( p + s)
= −
2 2
Let the entries p, q, r, and s correspond to x = a, a + h, a + 2h, and a + 3h,
respectively. Then the value of the argument lying half way between a + h and
FG h IJ 3h
a + 2h will be a + h + i.e., a + .
H 2K 2
3 3
Hence a + mh = a + h ⇒ m=
2 2
Let us now construct the difference table:

x f(x) ∆f(x) ∆2f(x) ∆3f(x)

a p
q–p
a+h q r – 2q + p
r–q s – 3r + 3q – p
a + 2h r s – 2r + q
s–r
a + 3h s
260 COMPUTER-BASED NUMERICAL AND STATISTICAL TECHNIQUES

Using Newton’s Gregory Interpolation formula up to third difference


only and taking m = 3/2, we get

3 3 3 3 3 FG IJ FG IJ FG IJ
−1 −1 −2
FG 3 IJ3 2 2 2 2 2 H K H KH K
f a + h = f(a) + ∆ f (a) + ∆2 f (a) + ∆3 f (a)
H 2 K2 2 6
3 3 1
=p+ (q – p) + (r – 2q + p) – (s – 3r + 3q – p)
2 8 16
(16 p − 24 q − 24 p + 6 r − 12q + 6 p − s + 3r − 3q + p)
=
16

=
1
(– p + 9q + 9r – s) =
9
(q + r) –
FG p + s IJ
16 16 H 16 K
9 2 3A − B FG IJ
= (2A) –
16 3 16 H K
9 1 B B
= A– A+ =A+ .
8 8 24 24

ASSIGNMENT 4.4

1. The following table gives the distance in nautical miles of the visible horizon for the
given heights in feet above the earth’s surface.
x: 100 150 200 250 300 350 400
y: 10.63 13.03 15.04 16.81 18.42 19.9 21.27
Use Newton’s forward formula to find y when x = 218 ft.
2. If lx represents the number of persons living at age x in a life table, find, as accurately as
the data will permit, lx for values of x = 35, 42 and 47. Given
l20 = 512, l30 = 390, l40 = 360, l50 = 243.
3. The values of f(x) for x = 0, 1, 2, ......, 6 are given by
x: 0 1 2 3 4 5 6
f(x): 1 3 11 31 69 131 223
Estimate the value of f(3.4), using only four of the given values.
4. Given that:
x: 1 2 3 4 5 6
y(x): 0 1 8 27 64 125
Find the value of f(2.5).
INTERPOLATION 261

5. Ordinates f(x) of a normal curve in terms of standard deviation x are given as


x: 1.00 1.02 1.04 1.06 1.08
f(x): 0.2420 0.2371 0.2323 0.2275 0.2227
Find the ordinate for standard deviation x = 1.025.
6. Using Newton’s formula for interpolation, estimate the population for the year 1905
from the table:
Year Population
1891 98,752
1901 132,285
1911 168,076
1921 195,690
1931 246,050
7. Find the number of students from the following data who secured scores not more than 45
Scores range: 30—40 40—50 50—60 60—70 70—80
Number of students: 35 48 70 40 22
8. Find the number of men getting wages between $ 10 and $ 15 from the following table:
Wages (in $): 0—10 10—20 20—30 30—40
Frequency: 9 30 35 42
9. Following are the scores obtained by 492 candidates in a certain examination
Scores Number of candidates
0—40 210
40—45 43
45—50 54
50—55 74
55—60 32
60—65 79
Find out the number of candidates
(a) who secured scores more than 48 but not more than 50;
(b) who secured scores less than 48 but not less than 45.
10. Use Newton’s forward difference formula to obtain the interpolating polynomial f(x),
satisfying the following data:
x: 1 2 3 4
f(x): 26 18 4 1
If another point x = 5, f(x) = 26 is added to the above data, will the interpolating polyno-
mial be the same as before or different. Explain why.
262 COMPUTER-BASED NUMERICAL AND STATISTICAL TECHNIQUES

11. The table below gives value of tan x for .10 ≤ x ≤ .30.
x: .10 .15 .20 .25 .30
tan x: .1003 .1511 .2027 .2553 .3093
Evaluate tan 0.12 using Newton’s forward difference formula
12. (i) Estimate the value of f(22) from the following available data:
x: 20 25 30 35 40 45
f(x): 354 332 291 260 231 204
(ii) Find the cubic polynomial which takes the following values:
y(0) = 1, y(1) = 0, y(2) = 1 and y(3) = 10
Hence or otherwise obtain y(4).
(iii) Use Newton’s method to find a polynomial p(x) of lowest possible degree such that
p(n) = 2n for n = 0, 1, 2, 3, 4.

4.16 NEW TON’S GREGORY BACKWARD INTERPOL ATION


FORMULA

Let y = f(x) be a function of x which assumes the values f(a), f(a + h),
f (a + 2h), ......, f(a + nh) for (n + 1) equidistant values a, a + h, a + 2h, ......, a + nh
of the independent variable x.
Let f(x) be a polynomial of the nth degree.

Let, f(x) = A0 + A1(x – a – nh) + A2 (x – a – nh) (x – a – n − 1 h) + ......

+ An (x – a – nh) (x – a – n − 1 h) ...... (x – a – h)
where A0, A1, A2, A3, ......, An are to be determined. (23)

Put x = a + nh, a + n − 1 h, ......, a in (23) respectively.


Put x = a + nh, then f (a + nh) = A0 (24)
Put x = a + (n – 1) h, then

f(a + n − 1 h) = A0 – h A1 = f(a + nh) – h A1 | By (24)

∇ f (a + nh)
⇒ A1 = (25)
h
Put x = a + (n – 2)h, then

f (a + n − 2 h) = A0 – 2hA1 + (– 2h) (– h) A2

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