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NMC Handout - 2
NMC Handout - 2
x x0 x1 x2 …….. xn
y y0 y1 y2 …….. yn
Then the process of finding the values of y corresponding to any values of x xi between x0 and xn is
called interpolation. Thus interpolation is the technique of estimating the value of a function for any
intermediate value of the independent variable, while the process of computing the value of the function
outside the given range is called extrapolation.
Finite Differences:
The interpolation depends on finite difference concept. Suppose the function y f ( x) is tabulated for the
y2 y1 ,...., yn yn 1 is called a finite difference. To determine the values of f ( x) or f '( x) for some
first forward differences where is the forward difference operator. Thus the first forward
differences are y0 y1 y0 , y1 y2 y1 ,...., yn 1 yn yn 1 .
ie., yr yr 1 yr
2
Similarly, the second forward differences are defined by yr yr 1 yr .
n n 1 n 1
In general, yr yr 1 yr defines the nth forward differences.
In a difference table, x is called the argument and y the function or the entry y0 , the first entry is
2 3
called the leading term and y0 , y0 , y0 etc. are called the leading differences.
x0 y0
y0 y1 y0
x1 y1 2
y0 y1 y0
y1 y2 y1 3
y0 2
y1 2
y0
x2 y2 2
y1 y2 y1
4
y0 3
y1 3
y0
y2 y3 y2 2
y1 y2 y1
x3 y3 2
y2 y3 y2
y3 y4 y3
x4 y4
Note: If h is the common difference in the values of x and y f ( x) be the given function then
f ( x) f ( x h) f ( x) .
Backward Differences: The differences y1 y0 , y2 y1 ,...., yn yn 1 respectively are called the
first backward differences where is the backward difference operator. Thus the first backward
differences are y0 y1 y0 , y1 y2 y1 ,...., yn 1 yn yn 1 .
ie., yr yr yr 1
2
Similarly, the second backward differences are defined by yr yr yr 1 .
n n 1 n 1
In general, yr yr yr 1 defines the nth backward differences.
Backward Difference Table
First Backward Second Backward Third Backward Fourth Backward
x y f ( x)
difference difference difference difference
x0 y0
y1 y1 y0
x1 y1 2
y2 y2 y1
y2 y2 y1 3
y3 2
y3 2
y2
x2 y2 2
y3 y3 y2
4
y4 3
y4 3
y3
y3 y3 y2 2
y4 y4 y3
x3 y3 2
y4 y4 y3
y4 y4 y3
x4 y4
Note: If h is the common difference in the values of x and y f ( x) be the given function then
f ( x) f ( x) f ( x h) .
Note: y0 y1 y0 y1 y1/2 , where is central difference operator.
Dept. of Freshman Engineering Page 2 of 6
Symbolic Relations and Separation of Symbols:
Average operator: The average operator is defined by the equation
1
yx 2 yx h yx h
2 2
If h is the common difference in the values of x and y f ( x) be the given function then
f x h f x h
2 2
average operator is defined as f ( x) 2
n
Similarly E yx yx nh
If h is the common difference in the values of x and y f ( x) be the given function then
shift operator E is defined as Ef ( x) f ( x h)
n
Similarly E yx yx nh
1 1 1
(iv) 1
2 E 2
E 2
(v) E E E 2
(vi ) E e hD
Proofs: (i ) y x yx h yx Ey x yx ( E 1) y x . E 1 or E 1
1 1
(ii) yx yx yx h yx E 1 yx (1 E 1 ) yx . 1 E or E 1
1 1 1 1
(iii) yx yx h
2
yx h
2
E 2 yx E 2
yx E 2
E 2
yx
1 1
E 2
E 2
1 1 1 1
1 1 1
(iv) yx 2 yx h
2
yx h
2 2 E 2 yx E 2
yx 2 E 2
E 2
yx
1 1
1
2 E 2
E 2
(v ) E y x E yx yx h Eyx Eyx h yx h yx yx . E
Ey x yx h yx h yx yx . E
1 1
E 2 yx yx h
2
yx h
2
h
2
yx h
2
h
2
yx h yx yx . E 2
h2
(vi ) Ef ( x) f ( x h) f ( x) hf '( x) f ''( x) ..... (By Taylor’s Series)
2!
h2 2 h2 2
f ( x) hDf ( x) D f ( x) ..... 1 hD D ..... f ( x) e hD f ( x)
2! 2!
E ehD
e x h log x x h ex h
e x log 2 x e x eh log 1 h
x eh 1 log 2 x
Example.2.1.2. Prove with the usual notations that, hD log(1 ) log(1 ) sinh 1 ( )
1 1 1 1 1
1
2 E 2
E 2
E 2
E 2 1
2 E E 1
2 ehD e hD
sinh(hD)
Then hD sinh 1 ( )
Differences of a Polynomial: The nth differences of a polynomial of the nth degree are
constant and all higher order differences are zero.
Note: Let the polynomial of nth degree in x ,be ax n bx n 1
cx n 2
........ l
n
Then ( xn ) an !h n , where h is the interval of differencing and
n 1
( xn ) n 2
( xn ) n 3
( x n ) .... 0
2
Example.2.1.3. Evaluate (ab x ) interval of difference being unity
Solution. (ab x ) a (b x ) a (b x 1
bx ) ab x (b 1)
2
(ab x ) (ab x ) a(b 1) b x a(b 1)(b x 1
bx ) a(b 1) 2 b x
E 4 4 E 3 6 E 2 4 E 1 y0 E 4 y0 4 E 3 y0 6 E 2 y0 4 Ey0 y0
Dept. of Freshman Engineering Page 4 of 6
y4 4 y3 6 y2 4 y1 y0 E r yn yn r ; r 1, 2,3...
4
Consider y f ( x) as a polynomial of degree 3, so that fourth differences is zero i.e., y 0
4
y 0 240.2 4a 0 a 60.05
Exercise 2
2
1. Prove that (i)(1 )(1 ) 1 (ii) (iii)
3. Evaluate (i ) 2
cos 2 x (ii) tan 1 n 1
n
4. Evaluate (i ) 2 5 x 12 (ii ) n x
e (iii) 2x interval of difference being unity
x2 5 x 16 x!
6
5. Evaluate (i) 1 x 1 2 x 2 1 3x3 (ii) 10
1 ax 1 bx 2 1 cx3 1 dx 4
y3 y5 1088 . Find y4 .
Answers
3. (i ) 4sin 2 h cos(2 x 2h) (ii ) tan 1 1
2 n2
2(5 x 16)
4. (i ) ( x 2)( x 3)( x 4)( x 5) (ii )(e 1) n e x (iii)2 x 1
1
x
x
5. (i ) 4320 (ii)abcd10!
6. 571 7. 13.25, 22.5 8. 2.925, 0.225