Numerical Analysis –MTH603 VU

NEWTON’S BACKWARD DIFFERENCE INTERPOLATION

FORMULA
For interpolating the value of the function y = f (x) near the end of table of values, and to
extrapolate value of the function a short distance forward from y , Newton’s backward
n
interpolation formula is used
Derivation
Let y = f (x) be a function which takes on values
f (x ), f (x -h), f (x -2h), …, f (x ) corresponding to equispaced values x , x -h, x -2h,
n n n 0 n n n
…, x . Suppose, we wish to evaluate the function f (x) at (x + ph), where p is any real
0 n
number, then we have the shift operator E, such that
f ( xn + ph) = E p f ( xn ) = ( E −1 ) − p f ( xn ) = (1 − ∇) − p f ( xn )
Binomial expansion yields,
 p( p + 1) 2 p( p + 1)( p + 2) 3
f ( xn + ph) = 1 + p∇ + ∇ + ∇ +"
 2! 3!
p( p + 1)( p + 2)" ( p + n − 1) n 
+ ∇ + Error  f ( xn )
n! 
That is

p( p + 1) 2 p( p + 1)( p + 2) 3
f ( xn + ph) = f ( xn ) + p∇f ( xn ) + ∇ f ( xn ) + ∇ f ( xn ) + "
2! 3!
p ( p + 1)( p + 2)" ( p + n − 1) n
+ ∇ f ( xn ) + Error
n!
This formula is known as Newton’s backward interpolation formula. This formula is also
known as Newton’s-Gregory backward difference interpolation formula.
If we retain (r + 1)terms, we obtain a polynomial of degree r agreeing with f (x) at xn,
xn-1, …, xn-r. Alternatively, this formula can also be written as
p ( p + 1) 2 p ( p + 1)( p + 2) 3
y x = yn + p∇yn + ∇ yn + ∇ yn + "
2! 3!
p( p + 1)( p + 2)" ( p + n − 1) n
+ ∇ yn + Error
n!
x − xn
Here p=
h

Example
For the following table of values, estimate f (7.5).

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Numerical Analysis –MTH603 VU

Solution
The value to be interpolated is at the end of the table. Hence, it is appropriate to use
Newton’s backward interpolation formula. Let us first construct the backward difference
table for the given data
Difference Table

th
Since the 4 and higher order differences are zero, the required Newton’s backward
interpolation formula is
p( p + 1) 2
y x = yn + p∇yn + ∇ yn
2!
p ( p + 1)( p + 2) 3
+ ∇ yn
3!
In this problem,
x − xn 7.5 − 8.0
p= = = −0.5
h 1
∇yn = 169, ∇ 2 yn = 42, ∇3 yn = 6
(−0.5)(0.5)
y7.5 = 512 + (−0.5)(169) + (42)
2
(−0.5)(0.5)(1.5)
+ (6)
6
= 512 − 84.5 − 5.25 − 0.375
= 421.875
Example
The sales for the last five years is given in the table below. Estimate the sales for the year
1979

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Numerical Analysis –MTH603 VU

Solution
Newton’s backward difference Table

In this example,
1979 − 1982
p= = −1.5
2
and
∇yn = 5, ∇ 2 yn = 1,
∇3 yn = 2, ∇ 4 yn = 5
Newton’s interpolation formula gives
(−1.5)(−0.5) (−1.5)(−0.5)(0.5)
y1979 = 57 + (−1.5)5 + (1) + (2)
2 6
(−1.5)(−0.5)(0.5)(1.5)
+ (5)
24
= 57 − 7.5 + 0.375 + 0.125 + 0.1172
Therefore,
y1979 = 50.1172
Example
Consider the following table of values
x 1 1.1 1.2 1.3 1.4 1.5
F(x) 2 2.1 2.3 2.7 3.5 4.5
Use Newton’s Backward Difference Formula to estimate the value of f(1.45) .

Solution

x y=F(x) ∇y ∇2 y ∇3 y ∇4 y ∇5 y
1 2
1.1 2.1 0.1
1.2 2.3 0.2 0.1
1.3 2.7 0.4 0.2 0.1
1.4 3.5 0.8 0.4 0.2 0.1
1.5 4.5 1 0.2 -0.2 -0.4 -0.5

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Numerical Analysis –MTH603 VU

x − xn 1.45 − 1.5
p= = = −0.5 , ∇yn = 1 , ∇ 2 yn = .2 , ∇3 yn = - .2 , ∇ 4 yn = -.4 ,
h 0.1
∇5 yn = -.5
As we know that
p( p + 1) 2 p( p + 1)( p + 2) 3
yx = yn + p∇yn + ∇ yn + ∇ yn
2! 3!
p( p + 1)( p + 2)( p + 3) 4 p( p + 1)( p + 2)( p + 3)( p + 4) 5
+ ∇ yn + ∇ yn
4! 5!

y x = 4.5 + ( −0.5 ) (1) +

( −0.5 ) (−0.5 + 1) (0.2) + ( −0.5) (−0.5 + 1)(−0.5 + 2) −0.2
( )
2! 3!
( −0.5) (−0.5 + 1)(−0.5 + 2)(−0.5 + 3) −0.4 + ( −0.5) (−0.5 + 1)(−0.5 + 2)(−0.5 + 3)(−0.5 + 4) −0.5
+ ( ) ( )
4! 5!

= 4.5 − 0.5 − 0.025 + 0.0125 + 0.015625+ 0.068359

= 4.07148

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