NUMERICAL DIFFERENTIATION

Given ( x 0 , y 0 ) , ( x 1 , y 1 ) , ⋯ , ( x n , y n ) . In Newton’s divided difference, if the interpolation points

are equally spaced, that is, x 1−x 0=x 2−x 1=⋯ , then the interpolating polynomial can be
written as

P ( x ) = y 0 + r ∆ y 0 + r ∆2 y 0 + ⋯+ r ∆n y 0
[]1 2[] []
n
x−x 0 r (r−1)(r−2) ⋯(r − j+1)
where, r = ,h=x j +1−x j for any j , r =
[] , and the ∆ j y 0 are
h j j!
obtained as follows

xj yj ∆ yk ∆ 2 yk ⋯ ∆n y k

x0 y0

x1 y1 ∆ y 0 = y 1− y 0

x2 y2 ∆ y 1= y 2− y 1 ∆ 2 y 0 =∆ y 1−∆ y 0
⋮ ⋮ ⋮ ⋮

xn yn ∆ y n −1= y n− y n−1 ∆ 2 y n−2=∆ y n−1−∆ y n−2 ⋯ ∆ n y 0 =∆ n−1 y 1−∆ n−1 y 0

Then
1
P ' ( x )= ¿
h

If x=x j for some j, then let x 0=x j .

Then
n+1
1
[ 1 1
P ' ( x j ) = ∆ y 0 − ∆2 y 0+ ∆3 y 0−⋯+
h 2 3
(−1)
n
∆n y 0
Example Approximate f ' ( 0.35 ) and f ' ( 0.2 ) given

xj yj
xj yj ∆ yj ∆ 2 yk ∆ 3 yk ∆ 4 yk ∆ 5 yk
0.0 1

0.2 1.2214028

0.4 1.4918247

0.6 1.8221188

0.8 2.2255409

1.0 2.7182818

0.35−0
f ' ( 0.35 ) ≈ P' ( 0.35 ) : x=0.35 , r= =1.75
h=0.2
1
P' ( 0.35 )= ¿
h
¿ 1.4190736

1 1 1 1
f ' ( 0.2 ) ≈ P ' ( 0.2 )=
0.2 [
0.2704219− 0.0598722+ 0.0132558− 0.002935
2 3 4 ]
= 1.2208533

TRY Let y=x 3 e x −sin x . For h = 0.05, find an estimate for y ' (2.2) with n = 4.
Ans: 7733.50105