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Introduction

Engineering problems involve collection of experimental

data and make use of them in designing an engineering

system. Assume that the data set consist of

‘n’

measurements,

D = {(xk,yk), k=1,2..n), where, x1 < x2.. < xi.. < xn.

Fitting an appropriate function or curve y = f(x) to the

data set is often very helpful. Once this is done, various

types of manipulations may be made. Some of the

important applications are in

**Prediction of the value of y for x other than at the
**

sample points; if x1 < x < x n, the process is known as

interpolation and if x is beyond the range of data set,

the process is termed as extrapolation.

Predicting the maximum and minimum values of the

function in the range x1 < x < x n

Finding the derivative, integral, etc. of the function.

Replacement of a complicated mathematical function

by a simpler equivalent. In this application, the data

**points are generated directly from the complex function
**

by calculation.

Sometimes it becomes necessary to fit a certain function

to some experimental data, which may contain random

noise generated by the sensors. The effect of the noise

might be effectively minimised by performing more

measurements than the bare minimum and finding a

reliable model of the system as discussed below:

noise

Least Square Fit:

x

Physical

Data

set

derived

from

y

System

Σ

experimental measurements,

may contain a random

component due to noise

generated in the sensor.

To obtain a good estimate of the parameters of the system,

a relatively large number of measurements are to be

made, in comparison to the degree of freedom of the

system.

In such cases, it is more appropriate to find a curve that

describes the underlying trend of the data without the

necessity of having to pass through each data point. The

type of curve, usually a polynomial, used for this purpose

shall depend upon the nature of the underlying physical

**system that generates the data. The function f(x) that
**

relates x with y should be such that the ‘sum of the

squared errors’ is minimized; Mathematically this may be

stated as:

Find f(x) so that sum of the weighted square of the errors

E(a)=∑k=1,n wk{ f(xk)– yk}2

Is minimised, where the data set D= {(xk,yk), k=1…,n}

and wk> 0, denotes a weighing factor indicating

confidence level of the kth data in the set D. The

polynomial f(x) which minimises E(a) is referred to as the

weighted least-square fit. Often the weighing factors are

all taken to be 1. Although alternative error criteria could

be defined, it is the least-square criterion that is generally

preferred.

Straight Line Fit

In case the system behaviour is such that a straight line

represents input-output relation this functional relation

may be expressed as

f(x) = a1 + a2. x

The process of weighted least square fit consists in

calculating the coefficients, a1 and a2, of the polynomial

f(X) so as to minimise

yk ∑k=1.a2) = ∑k=1.xk.n wk{ (a1 +a2. ∑k=1. .n wk ∑k=1. ∑k=1.xk – yk)}2 The necessary and sufficient conditions for this is ∂E/∂a1 = 2. and ∂E/∂a2 = 2.n wk(a1 +a2xk-yk).n wk.n wk (a1 +a2.x 2 k a1 .n wk.yk a2 The coefficient matrix on the left hand side depends on the weighing factors and the independent variable but the right hand side depends upon the weighing factor.xk-yk) = 0 .n wk. = ∑k=1.xk = 0 Above two equations may be written in matrix form as: ∑k=1.E (a1.xk 2 ∑k=1.n wk. independent and dependent variables.n wk{ f(xk) – yk)}2 = ∑k=1.xk ∑k=1.n wk.

(2.24 + 0.85+2 x 3.85).90)} Soln: The elements of the coefficient matrix have been computed (assuming wk =1.n wk.xk.10+1 x 2.10).395 x ..n wk. k=1.15 b2 =∑k=1.24 and a2 = 0.20+ 4x 3. 10 30 15.xk = (0+1+2+3+4) x1 = 10 c22 = ∑k=1.85+3.n wk.yk = (0 x 2. (1.n wk = 1+1+1+1+1= 5 c12 =c21= ∑k=1.Example: Find a least square straight line fit to the data set D ={(0.10+ 3 x 3...20+3.20).yk = (2.25 The linear system of equations to be solved to determine a 1 and a2 are 5 10 a1 .(4.3.(3.n wk.5) as: c11 = ∑k=1.2.xk2 = (0+1+4+9+16) x 1 = 30 The elements of the vector B of the right hand side have values: b1 = ∑k=1.90) x1 = 34.10+3.395 So the required least-square fit is y = f(x) = 2.3.2.25 The solution to the above set is a1 = 2.10+2.1).3.2.15 = a2 34.90) x 1 = 15.

+ajxkj-1 .x2+ .xk2 ……∑wk. involving ‘m’ coefficients.m .2.…aj.xk3 ……∑wk.yk : : ∑wk. following conditions need be satisfied: ∂E/∂aj=2.….xk 2m and solved for ai for i=1. the weighted sumsquared error in this case may be written as E= ∑k=1. Using weightage wk for the kth data..xkm-1 . a 1.+ amxm-1 Suppose.nwk{ a1+a2.xk m a2 ∑wk.Polynomial Fit: In case the underlying trend of the data is to be modeled with a (m-1)th degree polynomial f(x).xjj-1} = 0 .2….yk ∑wk.yk j .xk2+ .nwk{a1+a2.m The set of ‘m’ equations written above may be presented in matrix form as.… an .∑k=1. The method of straight line fit may be extended to fit this polynomial to the data set with least square error.+ amxkm-1-yk}2 for optimum choice of the coefficients. a2. [each summation extends over n terms] ∑wk ∑wk.nwk{f(xk)-yk}2 = ∑k=1..xkm-1 ∑wk. +ajxj-1 .xkm+1…∑wk.. : am = : ∑wk.xk.xk ∑wk.. =1.xk2 : : ∑wk.xk2+ . as f(x) = a1+a2..xk m-1 a1 ∑wk..+ajxkj-1.xkm wk.xk ∑wk.+ amxkm-1-yk}. n> m measurements have been made to generate a set of ‘n’ data points.

c32 = ∑wk. wk =1.x + 2. D ={(0.… am.-3).5). Example: Find a polynomial of degree 2 to fit to the data set with least square error.xk2 = 7.1.xk = 5. c22 = ∑wk. k=1.-2. a2.yk = 21.5.xk3 = 12. b2 = ∑wk.5 c33 = ∑wk.xk2 .A = B is A=C-1.The above set of equations may now be solved for m constants.(1.xk4 = 22.5714. x2 Interpolation and Extrapolation The problem basically consists in determination of a function f(x) such that it passes through the given set of . c21 = ∑wk.0. degree polynomial is f(x) = .5).aj. a1.00.B = [-2. c31 = ∑wk.(2.-1).xk.xk2 = 7.xk = 5.2.(1.125 elements of the right hand side vector are b1 = ∑wk.5.5429.. b3 = ∑wk.yk = 10.yk = 0.5 Soln: The elements of the coefficient matrix C are c11 = ∑wk = 5.xk3 = 12.5 c23 = ∑wk.5 c12 = ∑wk.5429 2.5.1143 .xk2 = 7.5714] So the required 2nd.0)}.1.5 c13 = ∑wk.(0.2.1143 -1.75 Solution of the equation C. ….5. assume..

Piece-wise linear interpolation: This is a simple procedure wherein straight line segments between two adjacent data points are used for the purpose of interpolation.…. (x2.(xk+1.(xn.n}. y = yk + {(x-xk)..2. (ii) .y2). the process is known as extrapolation. Various methods are available for the purpose.(yk+1-yk) } /(xk+1-xk) …. some are discussed below.constraints yk= f(xk).…. In other words.yk). It is presumed that x1<x2< <xn. k=1.(xk.data D={(xk.yk+1) and the equation of the line passing through these points is (y-yk) /(yk+1-yk) = (x-xk) /(xk+1-xk) or.(i) In case. x1< x <xn. Considering the data set D={(x1.yk+1). the process is termed as interpolation.yn) } The terminal points of the kth line segment Lk are (xk. and hence determining y for any value of x. When either x < x1 or x > xn.y1). k=1.yk). the interpolating/ extrapolating function must satisfy the n.yk) and (xk+1..…n ……………….2.

5. L1 or Ln are used depending on when x< x1 or x > xn respectively. but has a no.(4.3).(y2-y1) = 6+{(x-0)/(1-0)}.4)}. y= 6.5 = 0.-1). eqn.5. for x=-0.5 (ii) For x > 5. and is non-smooth having sharp corners where the derivatives do not exist. of straight line segments (first degree polynomial). y = f(x) = y5+{(x-x5)/(x6-x5)}. for x=6.(5.(2.0).5.(3. Example: Consider data set D={(0. say 2.(0-6)= 6 .5. y= 8. eqn. L5. y= f(x) = y1+{(x-x1)/(x2-x1)}.(y6-y5) = 3 +{(x-4)/(5-4)}(4-3) = x-1 Therefore. . the nearest line segments. y= f(x) = y3+{(x-x3)/(x4-x3)}. for line segment L 3. for line segment L 1.To extrapolate for y beyond the range of data set D.(1. The interpolating function consists of a no. of demerits.6).(y4-y3) = 2+{(x-2)/(3-2)}.2).(-1-2)=8.5) = 9 The method is very simple.5-1 =5. (i) In case 2<x<3. say x= 6.5.3x Therefo re. y= 6-6 x (-0. for x=2. eqn. for line segment.5 (iii) In case x<0.5.3x2.6x Therefore . say x= -0.

a polynomial f(x) may be constructed such that | f(x) – F(x)| < € for any x in the same interval as a consequence of ‘Weierstrass Approximation Theorem’. defined over interval a ≤x ≤b as accurately as is desired.….n akxk-1. e. an It is a smooth curve and possesses derivatives of all order. a2. i) ii) iii) iv) A polynomial f(x) = ∑k=1. Evaluation of a polynomial The number of floating point multiplications for evaluating may be reduced from (2n-1) to n by use of Horner’s rule using following algorithm: Algorithm: Set for { down to do + } Example: Find for x=5 .Polynomial interpolation: Polynomial interpolation is favored because of some of its nice properties. which means that given any €.g. of degree (n-1) is defined by exactly n coefficients a1. It can represent any continuous function. say F(x). however small and positive..

.constraints. f = ((8x-3)x+5)x+2 for k=1. some are discussed below: i) Polynomial fit: The simplest way to obtain a polynomial of degree (n-1) is to make use of the n. (a1.5+7 = 4767 Different methods for polynomial interpolation are available...: yn = .…. for x=5. f = (8x-3)x+5 for k=2.. x2n-1 a2 y2 : : : 1 xn xn2 : : xn3 …. A set of linear equations may be written making use of these constraints and solved by any method to determine the value of the coefficients. k=1. f =(((8x-3)x+5)x+2)x+7 Therefore.n akxk-1. yk= f(xk) = ∑k=1.5-3). f = (((8. xnn-1 : an . f = 8x-3 for k=3.2. a2. start with f = 8 for k=4. x1n-1 a1 y1 1 x2 x22 x23 ….Using above algorithm. an) as shown below: 1 x1 x12 x13 ….5+5).5+2).…n.

defined below. a2= -10 and a3= 4 Required interpolating polynomial is f(x) = 4x2 -10x + 6 Lagrange Interpolating Polynomials: The main demerit of the above polynomial fit approach is that the Vandermonde matrix becomes ill-conditioned for larger values of n. called Lagrange Interpolating Polynomial. overcomes the drawback. Example: To fit a 2nd degree polynomial through the data set D={(0. .2)} Soln.(1. f(x) 1 1 1 0 1 2 0 1 4 .(2.6). The main drawback of the method is that the Vandermonde matrix become ill-conditioned for larger values of n and is not very suitable for higher degree polynomials. The coefficients of the second degree polynomial may be evaluated from the eqn.The coefficient matrix on the left hand side is known as Vandermonde Matrix and is non-singular. An alternative formulation. a1 a2 a3 == 6 0 2 x Solution to the above set of eqn is a1=6. The solution to above equations define the interpolating polynomial uniquely.0).

xn) is defined as (x-x1).Q1(x)+0. (x-xk+1)…. (xk-x2)…. However.The kth Lagrange polynomial Qk. x2-3x+2 (x-1). passing through the points (x1.(x-2) x2-2x Here. (x-x2)…. Qk(x) has non-zero values in between the data points.6).(1.(0-2) 2 (x-0).0). (xk-xk-1).(x-2) Here. Obtain an interpolating polynomial of degree 2 using Lagrange interpolating polynomial.Qk(x) Example: consider the data set D={(0. Q1(x) = = .(2.Q2(x)+2. … . Q1(x) = = . (0-1). x2. (x-xn) Qk(x) = (xk-x1).(x-1) x2-x Here. (x2-x) = 4x2 – 10x +6 .2)}.(1-2) -1 (x-0).(2-1) 2 The required polynomial is f(x)=6. Q1(x) = = (2-0). (xk-xk+1)…. (1-0).( x2-3x+2) +2/2. (xk-xn) which has the property that Qk(xj) =1 for j=k and is 0 for j≠k.Q3(x) = 6/2. This makes it very simple to write down the interpolating polynomial through the data set D as f(x) = ∑k=1.n yk. (x-xk-1).

especially. Though they solve the basic interpolation problem.5 2 0.2 3 4 0. The following data-set is generated from f(x) in the range -4≤ x ≤ 4 .1 0.058 f(x) g(x) X . when higher degree polynomials are employed to fit the data set. the result is not always satisfactory.2 -1 0.1 -2 0.Cubic Splines: Different methods for polynomial interpolation are available. This is illustrated through the example given below: Consider the simple rational function f(x) = 1/(1+x2). in steps of 1 x f(x) -4 -3 0.058 0.5 0 1 1 0.

(xn. ….y2).yn)}. The coefficients of the polynomials are so chosen that the smoothness of the functions is preserved. This ensures smoothness of the interpolating function without undue oscillation. A set of cubic polynomials may be fit between each pair of adjacent data points.y1). In order to reduce the excessive swings between the samples. The polynomial g(x) passes through all the data points. In cubic spline interpolation a cubic polynomial segment is used to interpolate between each adjacent pair of data points of D={(x1. first and second derivatives are maintained at each data point. but it does so by oscillating wildly between the sample points. The polynomials are so chosen that continuity of the zeroth. This approach has the advantage that the extra degrees of freedom of the polynomial can be used to impose additional constraints to ensure smoothness. . (x2.An eighth degree interpolating polynomial g(x) may be defined using above data set. which could result if a single polynomial of higher degree were used to interpolate over the entire data range. called cubic splines shall be needed for interpolation over the entire range of data in D. A set of (n-1) such polynomials. These polynomials are known as cubic splines. piece-wise cubic interpolation may be employed. particularly towards the end of the data set as shown in the figure.

ck+1 + (xk+1-x)3. This means that the very choice of sk(x) satisfies the continuity of second derivative constraint (d) above and also that ck itself is the second derivative of sk(x) at x = xk Now application of constraint (a).2. ck.ck}/6hk …(i) where.(xk+1-x)2.3.….…. k=1. yk = bkhk + hk2ck / 6 bk = (6yk – hk2ck)/6hk (iii) . by differentiation.(n-1).(n-1) from (i) .2.ck+1 + (xk+1-x).ck}/2hk and sk”(x) = {(x-xk).yk+1) of the data set D be denoted by sk(x) = ak(x-xk) + bk(xk+1-x) +{(x-xk)3.ck}/hk (ii) (iii) From (iii) it may be verified that... s’k(xk) = s’k-1(xk) k=2. bk..Let the polynomial representing the kth cubic spline segment connecting points (xk.bk + { (x-xk)2.n-1) and cn denote constants such that the function sk satisfies a) The interpolation constraints. above results in condition i.…(n-1) c) continuity of first derivative.. sk(xk)= yk...yk) and (xk+1. sk(xk) = yk . sk’(x) = ak . (k= 1. sk(xk+1)= yk+1 k=1.e. sk”(xk) = ck and sk-1”(xk) = ck.3.. ak.(n-1) b) continuity constraint.ck+1 . and d)continuity of second derivative s”k(xk) = s”k-1(xk) k=2.

s k(xk+1) = yk+1 . following equation is obtained: ak-1. k=1. hk-1ck-1 + 2( hk-1 +hk)ck + hk ..(yk/hk -yk-1)/hk-1} (v) [k=2.ck+1 = 6{(yk+1-yk) /hk.hk-1ck-1/2 =(6yk+1-hk2ck+1)/6hk-(6yk–hk2ck)/6hk-hkck/2 or..bk-1 .ck.e.bk – hkck/2 for k=2..ck+1 and simplifying.Similarly. hk-1ck = (6yk+1-hk2ck+1)/hk-(6yk–hk2ck)/hk-3.n-1)] . Therefore all ck . s’ k(xk) = s’k-1(xk).3.n should be determined to define the spline functions. (6yk-hk-12ck)/hk-1-(6yk-1– hk-12ck-1)/hk-1+3. application of constraint (b).3…(n-1) Substituting for ak and bk (6yk-hk-12ck)/6hk-1-(6yk-1– hk-12ck-1)/6hk-1. above results in condition yk+1 = akhk + hk2 ck+1/6 i. Making use of the constraint set (c) ...2. ak = (6yk+1-hk2ck+1)/6hk (iv) ak and bk are dependent coefficients which may be expressed in terms of coefficients ck and ck+1 using (iii) and (iv).hkck collecting coefficients of ck-1.hk-1ck/2 = ak ..

cn. 1 0 0 h1 2(h1+h2) h2 0 h2 2(h2+h3) 0 0 h3 0 0 0 h3 2(h3+h4) : : : : 0 0 0 0 0 0 0 0 : 0 0 h4 …… 0 …… 0 …… 0 …….(n-2) equations of the form (v) may be written for n no. pk = 1 c1 c2 c3 c4 : 0 p2 p3 p4 . …. 0 : hn-2 2( hn-2+hn-1) hn-1 0 0 0 where. Two remaining equations needed to solve uniquely for the unknowns may be obtained by setting c1and c2 to some arbitrary values. c1. c2. (vi) means the radius of curvature for the 1 st and the last spline functions at the terminal points x 1 and x2 have been chosen to be infinity. The choice c1=c2 = 0 …. This type of spline is known as a natural spline. of unknown coefficients. The system of linear equations (v) and (vi) may be recast in the following matrix form and may be solved for c-coefficients and hence finding the a and b coefficients. : cn-1 cn pn-1 0 6 x {(yk+1-yk) /hk –(yk –yk-1)/hk-1} = ----(vii) .

for k= 1 to (n-1) { find ak = (6yk+1-hk2ck+1)/6hk and bk = (6yk – hk2ck)/6hk } 4.3). Compute for 1≤ k < n sk(x) = ak(x-xk) + bk(xk+1-x) +{(x-xk)3. (1. h1=h2 =1 Choosing c1= c3= 0 .1)}.ck}/6hk Example: Consider the data set D= {(0. . (2. Determine the two cubic spline functions for the purpose of interpolation.ck+1 + (xk+1x)3. Form eqn (vii) and solve for c – vector [use any suitable method for its solution] 3.Computational Algorithm: 1. For k=1 to (n-1) compute { hk = (xk+1 –xk) and pk = 6 x {(yk+1-yk) /hk –(yk –yk-1)/hk-1} 2. the only unknown to be evaluated is c2. Here the step size.2).

The right hand side vector p1 = p3 = 0 And p2 = 6 x {(y3-y2)/h2 –(y2-y1)/h1} = 6 x {(1-3)/1-(32)/1} = -18 The tri-diagonal system of equations (vii) may be written as 0 c1 0 h1 2(h1+h2) h2 c2 -18 0 c3 0 1 0 0 1 . and c3 = 0. The unknown coefficients.75 a 2 = (6y3-h22c3)/6h2 = {6 x 1 –(-1 x 0 )}/6 x 1 =1 b1= (6y1– h12c1)/6h1 = {6 x 2 – (1 x 0)}/6 x 1 =2 . = Since 2.(h1+h2) = 4.5. b2 may be found from (iv) and (iii) as: a1 = (6y2-h12c2)/6h1 = {6 x 3 –(-1 x 4. c2 = -4. a2 and b1. a1.5)}/6 x 1 =3. the solution to above set is c 1= 0.

c1}/6 x 1 = 3.75x –0.75 The required spline functions are : s1(x) = a1(x-x1) + b1(x2-x) +{(x-x1)3.2.b 2= (6y2– h22c2)/6h2 = {6 x 3 – (1 x –4.5 .75x –0.c2 + (x2-x)3.75x + 2 –2x –0.5) + (1-x)3 . (-4. 0}/6 =3.75 x3 and similarly.75(2-x)3 .75(x-0) + 2(1-x) +{(x-0)3.5)}/6 x 1 = 3.75 x3 = 2 +1. s2(x) = 6.

∆yi = yi+2 -2yi+1+ yi 2yi =yi+1 . including curve fitting.yi+n-1 +nC2yi+n-2 r n n and 1) . (xi+1.∆2yi = yi+3 -3yi+2 +3yi+1. (xn. ∆2yi =∆yi+1 . we define the first forward difference (∆yi) at yi as ∆yi = yi+1 -yi ..y2).yi 2yi =yi+1 .y1). D= {(x1. Cr. This has been possible because of strong relation between the derivatives and differences. x.xi) = h for i = 1.g. ∆nyi =∆n-1yi+1 .n-1...yi +n-r ….∆n-1yi = yi+n – nC1. the concept of differences in conjunction with Taylor series and binomial expansion techniques may be applied to solve different kinds of numerical problems. and the first backward difference (yi) at yi as yi = yi -yi-1 The higher ordered differences are defined in a similar manner.yi = yi-2 -2yi-1+ yi ∆3yi =∆2yi+1 .yi in a similar way.3yi-2 +3yi-1. e. ….2. (x2. For a given set of equally spaced values of the independent variable.yn)} where..(-1) yi +………+ (- .Finite differences and their application in interpolation: For evenly spaced data set.yi = yi-3.

0).64)..yi-n+2 r n +………+ (-1) yi – n+r ….8). except for changes in the position of the data. ∆m(∆ny) = ∆m+n(y) . Both the differential operator D= d/dx(. Here.yi-n+1 + nC2.(6. Example: Consider the set of n data D={ (0. e. Dm(Dny) = Dm+n(y) ∆ (c. ∆ (y+z)=∆ (y) + ∆ (z).y) =c. D(y+z)= D(y)+ D(z).(8.(-1) yi and so on.216) }.D(y) . the data spacing h= 2 and both the difference tables have been computed as shown below: Forward difference table ∆2y ∆3y ∆4y x y ∆y 0 2 4 6 8 8 0 8 48 56 96 152 -8 0 8 64 216 48 48 0 Backrward difference table x y y 2y 3y 4y 0 2 4 6 8 8 8 0 56 48 152 96 -8 0 8 64 216 48 48 0 It should be carefully noted that the contents are the same.(2. D(c.) and the difference operator ∆ and may be used symbolically. It may be seen that the coefficients of variable y are same as those in the binomial expansion for (a-b)n.(4. The fundamental laws of algebra hold for all these operators.g.n-1yi-1 = yi-n – nC1.∆ (y). is if they were algebraic quantities.nyi =n-1yi .y)=c.-8).

= ( 1 .f’(x) + h2/2!( f”(x) +h3/3!(f’”(x) + ….f’(x) + h2/2!( f”(x) -h3/3!(f’”(x) + ….. we have.h. a) To show that ehD = 1+∆ From Taylor’s series expansion of f(x+h) about x. ehD = 1+∆ …(i) b) To show that e-hD = 1. from Taylor’s series expansion of f(x-h) about x. = ( 1 + h. As before. x +h = xi+1 From above. ∆(fi ) = f(xi+1) – f(xi) = ehD f(xi) –f(xi) = (ehD –1)f(xi) = (ehD –1)fi Thus it is seen that ∆=ehD–1 and hence.h. m(ny) = m+n(y) These properties have been exploited to derive relationship between the derivative operator and the difference operators.D/1! + h2D2/2! .(y). (y+z)=(y)+(z). f(x+h) = f(x) + h.y)=c. f(x-h) = f(x) .. ) f(x) = ehD f(x) Let x = xi and therefore. ) f(x) = e-hD f(x) .(c.h3D3/3! +….D/1! + h2D2/2! + h3D3/3! +…. we have.

(fi )= f(xi) – f(xi-1) = f(xi) .D .D – 1)2 = e 2h. x -h = xi-1 From above.e-hD f(xi) = (1-e-hD )f(xi) = (1-e-hD )fi it is seen that =1. ∆ = e h. e-hD = 1- … …..e-hD and hence.) ∆2 = (e h.2e h.(ii) Two important formulas. called Grigori-Newton forward and backward interpolation formulas may now be derived based on (i) and (ii) above.D . As said earlier. ) –1 = (hD + h2D2/2 + h3D3/6 + h4D4/24+ ….1 = (1+hD/1! + (hd)2/2! + (hd)3/3! + (hd)4/4! +….D + 1 .Let x = xi and therefore. These relationships may be derived as under: Differences in terms of derivatives: a) Forward Differences: From (i) ehD = 1+∆ Therefore. there is a strong relationship between the derivatives and differences and one may be expressed in terms of the other.

∆3 = h3D3 +3/2 x h4D4+5/4 x h5D5 +..∆2/2 + ∆3/3 -∆4/4 + … D = 1/h (∆ .h3d3 + 7/12 x h4d4 3 = h3D3 . hD = ln (1+∆) = ∆ .(1+ 2hD/1!+ 4h2D2 /2!+ 8h3D3 /3!+ 16h4D4 /4!+…) 2. =1. . ) +1 = h2D2 + h3D3 + 7/12 x h4D4.( 1+hD/1! + (hd)2/2! + (hd)3/3! + (hd)4/4! +….h2d2/2 + h3d3/6 – h4d4/24 2 = h2d2 .and so on b) Backward Differences: From (ii) e-hD = 1.(hd)3/3! + (hd)4/4! +…. Therefore. = 1 .3/2 x h4D4 + 5/4 x h5D5 + … and so on Derivatives in terms of dfifferences: c) Forward Differences: From (i) ehD = 1+∆ Therefore.e-hD Proceeding as before.∆2/2 + ∆3/3 -∆4/4 + …) .(1 . ) = hD/1! .hD/1! + (hd)2/2! .… Similarly.

) d) Backward Differences: From (ii) e-hD = 1. .f’(a)+p2h2/2!f”(a)+p3h3/3!f’”(a) + …..D2 = 1/h3( ∆4 – 2 ∆5 + 17/6 ∆6 …. say x = a.D2= 1/h3(3 + 3/2 x 4 + 7/4 x 5 + …) D4 = D. Let f(a) be the value of f(x) at one of the pivotal points.Similarly D2 = D.) D4 = D.y2). The function f(x) at the neighbourhood of x = a.yn)}.D2 = 1/h3( ∆3 – 3/2 x ∆4 + 7/4 ∆5 ….y1). …..) D3 = D.∆3 – 11/12 x ∆4 +…. may be expressed in terms of f(a) as f(x) = f(a+p. = ( 1 + phD + p2h2D2/2! + p3h3D3/3! + ……. Therefore.h) = f(a)+ph.) =-( + 2/2 + 3/3 +4/4 + …) D = 1/h ( + 2/2 + 3/3 +4/4 + …) Similarly D2=D.) f(a) = ephDf(a) = (ehd)p f(a) = (1+∆)p f(a) using(i) .D=1/h2(2+3+11/12 x 4+5/65 + …) D3=D. (x2.D2 = 1/h4(4 + 2 x 5 + 17/4 x 6 + …) Grigori-Newton forward interpolation formula: Let f(x) be a Taylor series expandable function and its values are known at evenly spaced interval of x in the form of data set D= {(x1.D = 1/h2( ∆2 . (xn.hD = ln (1.

f’(a)+ p2h2/2! f”(a) -p3h3/3!f’”(a) + ….∆f(a)+p.(p-1)(p-2)/3!.phD + p2h2D2/2! .p3h3D3/3! + …….h) =f(a)+p.= (1 + pC1 ∆+ pC2∆2 + pC3 ∆3 +…. say x = a. The function f(x) at the neighbouring x = a. Grigori-Newton backward interpolation formula: Let f(x) be a Taylor series expandable function and its values are known at evenly spaced values of x in the form of data set D= {{(x1.y2). (xn. Let f(a) be the value of f(x) at one of the pivotal points.h) = f(a)-ph. (iii) Thus a function f(x) may be expanded in an infinite series about any of its pivotal points using above relation (iii).y1). If the series is truncated after n terms. by f(a+p. the error shall be proportional to ∆nf(a). which means.(p-1)/2!..)p f(a) using(ii) .yn)}. = ( 1 .∆2f(a) +p. may be expressed in terms of f(a) as f(x) = f(a-p.) f(a) = e-phDf(a) = (e-hd)p f(a) = (1... …. (x2.) f(a) binomial theorem.∆3f(a) + ….

8).h) = f(a) . (iii) 4.512)} Find f(7) using forward and backward interpolation formulas assuming a = (i) 0. Soln: Here.(2.(10. by f(a-p.2f(a) -p.(8. (iii) Thus a function f(x) may be expanded in an infinite series about any of its pivotal points using above relation (iii).216).0). the data spacing h = 2 and both the forward and backward difference tables have been computed as from f(x)= (x-2)3shown below: forward difference table x y ∆y ∆2y ∆3y ∆4y 0 -8 8 0 48 0 2 0 8 48 48 0 4 8 56 96 48 0 6 64 152 144 48 8 216 296 192 488 interpolation formula using512 forward 10 12 1000 backward difference table y 2y 3y 4y x y 0 2 4 6 8 10 -8 0 8 8 8 64 56 216 152 512 296 0 48 48 96 48 144 48 0 0 . (v) 8 and (vi) 10.(4.= (1 .64). 3f(a) + …..) f(a) binomial theorem. which means.(6. (ii) 2. Example: Given a set on n data D={ (0.pC1 + pC22 + pC3 3 +…. (iv) 6.f(a)+p. the error shall be proportional to nf(a).(p-1)/2!.-8).p. If the series is truncated after n terms.(p-1)(p-2)/3!.

5-1)(2.5-1)/2!.∆3f(4) = 8+1.(1.p = 7 .∆2f(0) +3.5.5. 6+2.(3.(3. ∆f(6) + 0.5.(1. = -8 + 3.∆3f(0) +….(2.5 x 1.5 x 0. p=3.p = 7 .5 x 2) = f(6) + 0.∆3f(2) = 0 +2.5 interpolation formula so using forward f(7) = f(2+ 2 x 2.5-1)(3.5/6 x 48 = -8+28+105 = 125 (ii) when a=2. here. p=0.5 x 0.5-2)/3!.5.5 interpolation formula so using forward f(7) = f(4+2 x 1.5.2)/3!.∆2f(6) so using forward .5-1)/2!.h = 7 .(2.5.5∆f(4) + 1.p= 7 . therefore. 0+2.5 x ∆f(0) + 3.5-1)/2!.5∆f(2) + 2.5 x 8 + 0 + 3.5 x 0.5 x 0. 2+2.5 x 48/6 = 0+20+ 90+ 15 = 125 (iii) when a=4.5 interpolation formula f(7) = f(6+0.x = a+ p.5) = f(4)+ 1.5 x 48/6 = 8+84+36-3 = 125 (iv) when a=6. therefore. therefore.5 x 56 + 1.5 x 1.∆2f(4) +1. p=2. h=2 (i) when a=0.5-1)/2!.5. therefore.5 x 8 +2.5 x 2.5 x 1.5-2)/3!.5) = f(0)+3.5. 4+2.5 x 48/2 + 2.x.5-1)(1.5 interpolation formula so using forward f(7) = f(0+2 x 3.(0.x.p= 7 .x.5.5) = f(2)+ 2. p=1.5 x 96/2 -1.∆2f(2) +2.

5-1)(0.5 x 0. note that f(12)= f(0+2 x 6).(0.5 x 152 –0.5-2)/3!. therefore. Consider following examples: (vii) to find f(12) in terms of f(0).5 x 0. Using forward formula: .+0.5 x 0.6 x1.5 x 48 /6 = 512 – 444 + 54 + 3 = 125 It should be noted that for an nth degree polynomial.5.5 x 144/2+0. derivative as well as (n+1)th forward and backward differences are zero. 2f(8) –0. ∆3f(6) = 64 +76 – 18+. p= 1.∆3f(6) = 122 + 0. 10. = 64 + 0.5-1)/2!.0625.5.∆3f(6) +….5. so p=6.(1.5 x 48 /6 = 216 –76 – 12 – 3 = 125 (vi) when a= 10.(0. So the interpolation shall be exact if all differences up to the order (n+1) are available.2 x .5-1)/2!. so using backward f(7) = f(8) – 0.∆3f(6) (erroneous since ∆3f(6) is not available) If ∆3f(6)=48 were included f(7) could be corrected to 122+3=125 (v) when a= 8.5 x 144/2 + 1.0625. 3f(8) + … = 216 – 0.5 x 1. 8-2.5.5 x 0. These formulas may be employed for extrapolation also.p =7 .5 interpolation formula.5 x 0.5.5-2)/3!.(1. f(8) + 0. p= 0. f(7) = f(10) – 1. (n+1)th.5 x 296 +1.5 x 96/2 – 0. 3f(10) + … = 512 –1.5 x f(10) + 1.(0.5-1)(1.5 x 0.5 x 0.5-1)(0.5 x 152 – 0.5/6.5-2)/3!.5 so using backward interpolation formula.5.p= 7 . otherwise there shall be error which shall be of the order of (n+1)th difference. 2f(10) –1. therefore.

2f(10)–6.6.5-2)/3!.5 x 48/6 = -125 .5 x 296 +6. 3f(10) = 512 – 6.5 x 4.2 x 6.5) f(-3)=f(10)–6.5) ( here p = 6.5(6.5.∆2f(0) + p(p-1)(p-2)/3!.5 x 5.5-1)(6.(6. f(-3) = f(10.5xf(10)+6.f(12)=f(0+2x6) = f(0) +p. ∆f(0)+p(p-1)/2!.∆3f(0) = -8 + 6 x 8 + 6 x 5/2 x 10 +6 x 5 x 4/6 x 48 = 1000 (viii) again.5 x 5.5 x144.5-1)/2!.

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