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Interpolation: Interpolation has been defined as the art of reading between the lines
of a table, and in elementary mathematics the term usually denotes the process of
computing intermediate values of a function from a set of given or tabular values of
that function.
In higher mathematics we frequently have to deal with functions whose analytical
form is either totally unknown or else is of such a nature (complicated or otherwise)
that the function can not easily be subjected to such operations as may be required. In
either case it is desirable to replace the given function by another which can be more
readily handled. This operation of replacing or representing a given function by a
simpler one constitutes interpolation in the broad sense of the term.
Example:
, etc.,.
In like manner, the third differences are
,
In like manner, the forth differences are
,
x0 y 0
y 0
2
x1 y1 y 0
y1 3 y 0
2 4
x 2 y 2
y1 y 0
y 3 y1
5
y 0
2
x3 y3
2
y 2
4
y1
6
y 0
3
y 3 y 2 5 y1
x 4 y 4 2 y3 4 y 2
y 4
3
y3
x5 y5 2 y 4
y 5
x6 y 6
Backward difference:
, , ………. , , .
, ,
.
, .
.
x0 y 0
x1 y1 y1
2
x y y y 2
2 2 2
2 3
x3 y3 y 3 y3 y3
3 4
x 4 y 4 y 4 2
y y 4
y 4
4
4 5
x5 y5 y 5 2
y5
3
y5 y5 y5
6
x6 y 6 y 6 2
3
y
4
y 5
y y
y 6 6 6 6 6
Relation:
(1)
We shall now determine the coefficients so as to make
. Substituting in (1) the successive
values for , at the same time putting etc.,
and remembering that etc, we have
or
Similarly,
(2)
This is called Newton’s formula for forward interpolation in terms of .
The formula (2) can be written as
(3)
Now put , or
……………………………………………………………………..
(4)
This is the form in which Newton’s formula for forward interpolation is usually
written. The reason for the name “forward” interpolation formula lies in the fact that
the formula contains values of the tabulated function from onward to the right
(forward from ) and none to the left of this value. Because of this fact this formula
is used mainly for interpolating values of near the beginning of a set of tabular
values and for extrapolating values of a short distance backward (to the left) from
.
(5)
We shall now determine the coefficients so as to make
. Substituting in (5) the successive values
for , at the same time putting etc., we
have
or
Similarly,
(6)
This is called Newton’s formula for backward interpolation in terms of .
The formula (6) can be written as
(7)
Now put , or
……………………………………………………………………..
(8)
This is the form in which Newton’s formula for backward interpolation is usually
written. Eq. (8) is called the formula for “backward” interpolation because it
contains values of the tabulated function from backward to the left (backward
from ) and none to the right of . This formula is used mainly for interpolating
values of near the end of a set of tabular values and for extrapolating values of a
short distance ahead(to the right) of .
Example1: The velocity distribution of a fluid near a flat surface is given below:
x 0.1 0.3 0.5 0.7 0.9
v 0.72 1.81 2.73 3.47 3.98
X is the distance from the surface (cm) and v is the velocity (cm/sec). Using a
suitable interpolation formula obtain the velocity at x=0.2 and 0.8.
Solution: First we prepare difference table as follow
Here, , , , ,
Divided differences:
Let denotes functional values corresponding to any values
of the argument. Then the divided differences of in ascending order
are defined as follows:
First order divided differences:
, , ,
, ,
, etc.,
Note that the order of any divided difference is less than the number of values of the
argument in it.
(1)
(2)
(3)
(4)
From (1),
. (5)
From (2),
.
(6)
Substitute into (5) this value of and get
(7)
From (3),
.
(8)
Substitute this into (7) and get
(9)
From (4),
(10)
Substitute this into (9) and get
(11)
By continue in this manner, or by mathematical induction, it can be proved that the general Newton
formula with divided differences is
(12)
We know the n-th difference of polynomial of degree n is constant, hence its (n+1)-th
difference is zero. i.e., .
(13)
This is called Newton’s general interpolation formula.
Note:
If ,
(14)
This is Newton’s formula for forward interpolation.
Also,
The right hand members of the above equations remain unchanged when any two
values of are interchanged and the corresponding y’s are also interchanged. This
means that a divided difference remains unchanged regardless of how much its
arguments are interchanged. Thus, , etc.
, etc.
It can be proved by mathematical induction that
Let denote a polynomial of the nth degree which takes the values
when has the values respectively. Then the
(n+1) th differences of this polynomial are zero. Hence and
(1) becomes
Transposing to the right-hand side all terms except the first, we have
(2
)
This is Lagrange’s formula and is seen to give when
, respectively. The values of independent variable may or may not
be equidistant.
Hence on interchanging and in (2), we get
(
3)
The chief uses of Lagrange’s formula are two: (i) to find any value of a function
when the given vales of the independent variable are not equidistant, and (ii) to find
the value of the independent variable corresponding to a given value of the function.
Example2: The following values of the function for values of are given:
1 2 7 8
4 5 5 4
Find the value of and also the value of for which is maximum or
minimum.
Solution: First we prepare the divided difference table as follow
Here, , , , , , .
Again for maximum or minimum of , we have
i.e.,
(1)
In (1) put , , , , , ,
.
(2)
We know
, , ,
Substituting these into (3) and canceling the powers of in each term, we get
(A)
(B)
(C)
Stirling’s Interpolation formula: Adding (A) and (B) and divided by 2, we get
(D)
Bessel’s Interpolation formula: Adding (A) and (C) and divided by 2, we get
(E)
Note: As a general rule it may be stated that Bessel’s formula will give a more
accurate result when interpolating near the middle of an interval, say from
; whereas Stirling’s formula will give better result when interpolating
near the beginning or end of an interval, from , say.