ES-341:

Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA)

Newton
Backward Divided
Difference
Formula
ES-341: Numerical Analysis

Dr. Mazhar Ali

Mehboob ul Haq (TA)

Faculty of Engineering Sciences

Ghulam Ishaq Khan Institute of Engineering Sciences and Technology

14th April 2022

Dr. Mazhar Ali Mehboob ul Haq (TA) (Ghulam Ishaq Khan Institute
ES-341:
of Engineering
NumericalSciences
Analysis
and Technology) 14th April 2022 1 / 12
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA)

Newton
Backward Divided
Difference
Formula

1 Newton Backward Divided Difference Formula

Dr. Mazhar Ali Mehboob ul Haq (TA) (Ghulam Ishaq Khan Institute
ES-341:
of Engineering
NumericalSciences
Analysis
and Technology) 14th April 2022 2 / 12
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA)

Newton
Backward Divided
Difference
Formula

Newton Backward Divided Difference Formula

Dr. Mazhar Ali Mehboob ul Haq (TA) (Ghulam Ishaq Khan Institute
ES-341:
of Engineering
NumericalSciences
Analysis
and Technology) 14th April 2022 3 / 12
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA)

Newton
Backward Divided
Difference
Formula Newton Backward Difference Formula
If the nodes are re-ordered from last to first as xn , xn−1 , . . . , x0 we
can define interpolatory formula as

Pn (x) = f [xn ] + f [xn , xn−1 ](x − xn )+

f [xn , xn−1 , xn−2 ](x − xn )(x − xn−1 )+
· · · + f [xn , . . . , x0 ](x − xn ) . . . (x − x1 )

Dr. Mazhar Ali Mehboob ul Haq (TA) (Ghulam Ishaq Khan Institute
ES-341:
of Engineering
NumericalSciences
Analysis
and Technology) 14th April 2022 4 / 12
 ES-341:
Numerical
Analysis Derivation
Dr. Mazhar Ali
Mehboob ul Haq
(TA)
f [xn ] = f (xn )
Newton
Backward Divided f [xn−1 ] − f [xn ] ∇f (xn )
Difference f [xn , xn−1 ] = =
Formula xn−1 − xn h

Similarly,

f [xn−1 , xn−2 ] − f [xn , xn−1 ]

f [xn , xn−1 , xn−2 ] =
xn−2 − xn

f [xn−2 ]−f [xn−1 ] f [xn−1 ]−f [xn ]

xn−2 −xn−1 − xn−1 −xn
=
2h
f [xn−2 ] − 2f [xn−1 ] + f [xn ]
=
2!h2
∇2 f (xn )
f [xn , xn−1 , xn−2 ] =
2!h2

Dr. Mazhar Ali Mehboob ul Haq (TA) (Ghulam Ishaq Khan Institute
ES-341:
of Engineering
NumericalSciences
Analysis
and Technology) 14th April 2022 5 / 12
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali Derivation

Mehboob ul Haq
(TA) Similarly, we can describe f [xn , . . . , x0 ] as,
Newton
Backward Divided
Difference ∇n f (xn )
Formula f [xn , . . . , x0 ] =
n!hn

Hence, now we can formulate Newton’s Backward Difference

formula for interpolating Polynomial as,

(x − xn )
Pn (x) = f (xn ) + ∇f (xn )
h
2 (x − xn )(x − xn−1 )
+∇ f (xn )
2!h2
(x − xn )(x − xn−1 )(x − xn−2 )
+∇3 f (xn )
3!h3
(x − xn ) . . . (x − x1 )
+ · · · + ∇n f (xn )
n!hn

Dr. Mazhar Ali Mehboob ul Haq (TA) (Ghulam Ishaq Khan Institute
ES-341:
of Engineering
NumericalSciences
Analysis
and Technology) 14th April 2022 6 / 12
 ES-341:
Numerical
Analysis Let us assume the following,
Dr. Mazhar Ali
Mehboob ul Haq
(TA) (x − xn )
=s
Newton
h
Backward Divided
Difference
Formula
(x − xn )(x − xn−1 ) s(x − (xn − h)) x − x
n h
= = s +
h2 h h h
(x − xn )(x − xn−1 )
= s(s + 1)
h2

Similarly,

(x − xn )(x − xn−1 )(x − xn−2 ) (x − xn )(x − xn−1 ) (x − xn−2 )

=
h3 h2 h
(x − (xn − 2h)) x − xn 2h
= s(s + 1) = s(s + 1)( + )
h h h
(x − xn )(x − xn−1 )(x − xn−2 )
= s(s + 1)(s + 2)
h3

Dr. Mazhar Ali Mehboob ul Haq (TA) (Ghulam Ishaq Khan Institute
ES-341:
of Engineering
NumericalSciences
Analysis
and Technology) 14th April 2022 7 / 12
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA)

Newton
Backward Divided Newton Backward Difference Formula
Difference
Formula Hence, we define the final formula for Newton Backward
Difference as,

s(s + 1) 2
Pn (x) = f (xn ) + s∇f (xn ) + ∇ f (xn )+
2!
s(s + 1)(s + 2) 3
+ ∇ f (xn )+
3!
s(s + 1) . . . (s + n − 1) n
··· + ∇ f (xn )
n!

Dr. Mazhar Ali Mehboob ul Haq (TA) (Ghulam Ishaq Khan Institute
ES-341:
of Engineering
NumericalSciences
Analysis
and Technology) 14th April 2022 8 / 12
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
Example 4
(TA)
Calculate the Newton Backward Divided Difference interpolating
Newton
Backward Divided
polynomial for the following set of data points to approximate f (1925),
Difference
Formula
i xi f (xi )
0 1891 46
1 1901 66
2 1911 81
3 1921 93
4 1931 101
Table: Data set

Solution
We have “n + 1 = 5” points/nodes hence the interpolating Polynomial
will of order 4

Dr. Mazhar Ali Mehboob ul Haq (TA) (Ghulam Ishaq Khan Institute
ES-341:
of Engineering
NumericalSciences
Analysis
and Technology) 14th April 2022 9 / 12
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA)

Newton s(s + 1) 2
Backward Divided
Difference
P4 (x) = f (xn ) + s∇f (xn ) + ∇ f (x0 )
Formula 2!
s(s + 1)(s + 2) 3
∇ f (xn )
3!
s(s + 1)(s + 2)(s + 3) 4
∇ f (xn )
4!
x − xn 1925 − 1931
s= = = −0.6
x1 − x0 1901 − 1891

To calculate ∇f (x0 ), ∇2 f (x0 ), ∇3 f (x0 ) and ∇4 f (x0 ) we will

assemble table for calculating forward finite differences.

Dr. Mazhar Ali Mehboob ul Haq (TA) (Ghulam Ishaq Khan Institute
ES-341:
of Engineering
NumericalSciences
Analysis
and Technology) 14th April 2022 10 / 12
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA)

Newton
i xi f (xi ) ∇f (x0 ) ∇2 f (x0 ) ∇3 f (x0 ) ∇4 f (x0 )
Backward Divided
Difference
0 1891 46
Formula
20
1 1901 66 -5
15 2
2 1911 81 -3 -3
12 -1
3 1921 93 -4
8
4 1931 101
Table: Data set

Dr. Mazhar Ali Mehboob ul Haq (TA) (Ghulam Ishaq Khan Institute
ES-341:
of Engineering
NumericalSciences
Analysis
and Technology) 14th April 2022 11 / 12
 ES-341:
Numerical
Analysis

Dr. Mazhar Ali

Mehboob ul Haq
(TA) s(s + 1) 2
P4 (x) = f (xn ) + s∇f (xn ) + ∇ f (x0 )
Newton 2!
Backward Divided
Difference s(s + 1)(s + 2) 3
Formula ∇ f (xn )
3!
s(s + 1)(s + 2)(s + 3) 4
∇ f (xn )
4!

(−0.6(−0.6 + 1))
P4 (1925) = 101 + (−0.6)(8) + (−4)
2!
(−0.6(−0.6 + 1)(−0.6 + 2))
(−1)
3!
(−0.6(−0.6 + 1)(−0.6 + 2)(−0.6 + 3))
(−1)
4!

P4 (1925) = 96.8368

Dr. Mazhar Ali Mehboob ul Haq (TA) (Ghulam Ishaq Khan Institute
ES-341:
of Engineering
NumericalSciences
Analysis
and Technology) 14th April 2022 12 / 12