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BASIC NUMERICAL METHODS

LECTURE-11

on

NEWTON’S BACKWARD DIFFERENCE


OPERATOR (CO3)

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Table of Contents

1 Newton’s Backward Interpolation


Introduction
Numerical Problem Based on Newton’s Backward Difference
Formula

2 References

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Newton’s Backward Interpolation

Suppose that the function y = f (x) is tabulated at equally spaced


points x0 , x1 , x2 , ....., xn with step size h and having values
y0 , y1 , y2 , ....yn , at these points i.e

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Newton’s Backward Interpolation

Suppose that the function y = f (x) is tabulated at equally spaced


points x0 , x1 , x2 , ....., xn with step size h and having values
y0 , y1 , y2 , ....yn , at these points i.e

xi = x0 + ih,

and
yi = f (xi ) = f (x0 + ih), i = 0, 1, 2, ..., n

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Newton’s Backward Interpolation

Suppose that the function y = f (x) is tabulated at equally spaced


points x0 , x1 , x2 , ....., xn with step size h and having values
y0 , y1 , y2 , ....yn , at these points i.e

xi = x0 + ih,

and
yi = f (xi ) = f (x0 + ih), i = 0, 1, 2, ..., n
Let Pn (x) be a polynomial of the degree n taking the same values of
f (x) corresponding to points x0 , x1 , x2 , .., xn

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Newton’s Backward Interpolation

Suppose that the function y = f (x) is tabulated at equally spaced


points x0 , x1 , x2 , ....., xn with step size h and having values
y0 , y1 , y2 , ....yn , at these points i.e

xi = x0 + ih,

and
yi = f (xi ) = f (x0 + ih), i = 0, 1, 2, ..., n
Let Pn (x) be a polynomial of the degree n taking the same values of
f (x) corresponding to points x0 , x1 , x2 , .., xn i.e.

yi = f (xi ) = Pn (xi ), i = n, n − 1, n − 2, ..., 1, 0.

Newton’s Backward difference operator 3 / 15


Cont...

Let Pn (x) = a0 + a1 (x − xn ) + a2 (x − xn )(x − xn−1 ) + ... + an , for some


constants a0 , a1 , ...., an to be determined as follows:
For i = n

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Cont...

Let Pn (x) = a0 + a1 (x − xn ) + a2 (x − xn )(x − xn−1 ) + ... + an , for some


constants a0 , a1 , ...., an to be determined as follows:
For i = n

yn = Pn (xn ) = a0 + 0 ⇒ a0 = yn .

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Cont...

Let Pn (x) = a0 + a1 (x − xn ) + a2 (x − xn )(x − xn−1 ) + ... + an , for some


constants a0 , a1 , ...., an to be determined as follows:
For i = n

yn = Pn (xn ) = a0 + 0 ⇒ a0 = yn .
For i = n − 1

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Cont...

Let Pn (x) = a0 + a1 (x − xn ) + a2 (x − xn )(x − xn−1 ) + ... + an , for some


constants a0 , a1 , ...., an to be determined as follows:
For i = n

yn = Pn (xn ) = a0 + 0 ⇒ a0 = yn .
For i = n − 1

yn−1 = Pn (xn−1 ) = a0 + (xn−1 − xn )a1 + 0

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Cont...

Let Pn (x) = a0 + a1 (x − xn ) + a2 (x − xn )(x − xn−1 ) + ... + an , for some


constants a0 , a1 , ...., an to be determined as follows:
For i = n

yn = Pn (xn ) = a0 + 0 ⇒ a0 = yn .
For i = n − 1

yn−1 = Pn (xn−1 ) = a0 + (xn−1 − xn )a1 + 0


⇒ yn−1 = yn + (xn−1 − xn )a1

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Cont...

Let Pn (x) = a0 + a1 (x − xn ) + a2 (x − xn )(x − xn−1 ) + ... + an , for some


constants a0 , a1 , ...., an to be determined as follows:
For i = n

yn = Pn (xn ) = a0 + 0 ⇒ a0 = yn .
For i = n − 1

yn−1 = Pn (xn−1 ) = a0 + (xn−1 − xn )a1 + 0


⇒ yn−1 = yn + (xn−1 − xn )a1
yn − yn−1 ∇yn
⇒ a1 = = .
xn − xn−1 h

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Cont...

For i = n − 2

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Cont...

For i = n − 2

yn−2 = Pn (xn−2 ) = a0 + (xn−2 − xn )a1 + (xn−2 − xn )(xn−1 − xn )a2

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Cont...

For i = n − 2

yn−2 = Pn (xn−2 ) = a0 + (xn−2 − xn )a1 + (xn−2 − xn )(xn−1 − xn )a2


∇yn
= yn + (xn−2 − xn ) + (xn−2 − xn )(xn−1 − xn )a2
h

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Cont...

For i = n − 2

yn−2 = Pn (xn−2 ) = a0 + (xn−2 − xn )a1 + (xn−2 − xn )(xn−1 − xn )a2


∇yn
= yn + (xn−2 − xn ) + (xn−2 − xn )(xn−1 − xn )a2
h
∇yn
= yn − 2h + (−2h).(−h).a2
h

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Cont...

For i = n − 2

yn−2 =Pn (xn−2 ) = a0 + (xn−2 − xn )a1 + (xn−2 − xn )(xn−1 − xn )a2


∇yn
= yn + (xn−2 − xn ) + (xn−2 − xn )(xn−1 − xn )a2
h
∇yn
= yn − 2h + (−2h).(−h).a2
h
⇒ 2h2 a2 = yn−2 − yn + 2∇yn

Newton’s Backward difference operator 5 / 15


Cont...

For i = n − 2

yn−2 =Pn (xn−2 ) = a0 + (xn−2 − xn )a1 + (xn−2 − xn )(xn−1 − xn )a2


∇yn
= yn + (xn−2 − xn ) + (xn−2 − xn )(xn−1 − xn )a2
h
∇yn
= yn − 2h + (−2h).(−h).a2
h
⇒ 2h2 a2 = yn−2 − yn + 2∇yn
⇒ 2h2 a2 = yn−2 − yn + 2yn − 2yn−1

Newton’s Backward difference operator 5 / 15


Cont...

For i = n − 2

yn−2 =Pn (xn−2 ) = a0 + (xn−2 − xn )a1 + (xn−2 − xn )(xn−1 − xn )a2


∇yn
= yn + (xn−2 − xn ) + (xn−2 − xn )(xn−1 − xn )a2
h
∇yn
= yn − 2h + (−2h).(−h).a2
h
⇒ 2h2 a2 = yn−2 − yn + 2∇yn
⇒ 2h2 a2 = yn−2 − yn + 2yn − 2yn−1
yn − 2yn−1 + yn−2
⇒ a2 =
2h2

Newton’s Backward difference operator 5 / 15


Cont...

For i = n − 2

yn−2 =Pn (xn−2 ) = a0 + (xn−2 − xn )a1 + (xn−2 − xn )(xn−1 − xn )a2


∇yn
= yn + (xn−2 − xn ) + (xn−2 − xn )(xn−1 − xn )a2
h
∇yn
= yn − 2h + (−2h).(−h).a2
h
⇒ 2h2 a2 = yn−2 − yn + 2∇yn
⇒ 2h2 a2 = yn−2 − yn + 2yn − 2yn−1
yn − 2yn−1 + yn−2
⇒ a2 =
2h2
∇2 yn
⇒ a2 = .
2h2

Newton’s Backward difference operator 5 / 15


Cont...

Thus preceding in this way we get, for i = k

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Cont...

Thus preceding in this way we get, for i = k

∇k yn
ak = , k = 0, 1, 2, ...., n.
k !hk

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Cont...

Thus preceding in this way we get, for i = k

∇k yn
ak = , k = 0, 1, 2, ...., n.
k !hk
Therefore, we get

∇yn ∇2 yn
y = f (x) = Pn (x) = yn + (x − xn ) + (x − xn )(x − xn−1 ) + ..
h 2!h2
∇n yn
... + (x − xn )(x − xn−1 )...(x − x0 ) . (1)
n!hn

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Cont...

Thus preceding in this way we get, for i = k

∇k yn
ak = , k = 0, 1, 2, ...., n.
k !hk
Therefore, we get

∇yn ∇2 yn
y = f (x) = Pn (x) = yn + (x − xn ) + (x − xn )(x − xn−1 ) + ..
h 2!h2
∇n yn
... + (x − xn )(x − xn−1 )...(x − x0 ) . (1)
n!hn
This is known as Newton’s backward interpolation formula.

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Cont...

Let us take x = xn + ph, p < 0 then we obtain

x − xn = ph

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Cont...

Let us take x = xn + ph, p < 0 then we obtain

x − xn = ph
x − xn−1 = (x − xn−1 ) + (xn−1 − xn )
= ph + h
= h(p + 1)

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Cont...

Let us take x = xn + ph, p < 0 then we obtain

x − xn = ph
x − xn−1 = (x − xn−1 ) + (xn−1 − xn )
= ph + h
= h(p + 1)

Therefore

(x − xn )(x − xn−1 ) = ph.h(p + 1) = h2 p(p + 1).

Newton’s Backward difference operator 7 / 15


Cont...

Let us take x = xn + ph, p < 0 then we obtain

x − xn = ph
x − xn−1 = (x − xn−1 ) + (xn−1 − xn )
= ph + h
= h(p + 1)

Therefore

(x − xn )(x − xn−1 ) = ph.h(p + 1) = h2 p(p + 1).

Similarly

(x − xn )(x − xn−1 )...(x − x0 ) = hn p(p + 1)....(p + (n − 1)),

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Cont...

Using the these values in equation (1), we get

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Cont...

Using the these values in equation (1), we get

p(p + 1) 2
yp = y (xn + ph) = yn + p∇yn + ∇ yn + ...
2!
p(p + 1)....(p + (n − 1)) n
... + ∇ yn .
n!

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Cont...

Using the these values in equation (1), we get

p(p + 1) 2
yp = y (xn + ph) = yn + p∇yn + ∇ yn + ...
2!
p(p + 1)....(p + (n − 1)) n
... + ∇ yn .
n!
This is also known as Newton’s backward interpolation formula and
can be used to interpolate the function for values of −1 < p < 0.

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Numerical Problem
Example: Given the following data:

x 0.1 0.2 0.3 0.4 0.5


f (x) 1.40 1.56 1.76 2.00 2.28

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Numerical Problem
Example: Given the following data:

x 0.1 0.2 0.3 0.4 0.5


f (x) 1.40 1.56 1.76 2.00 2.28

Using backward difference interpolation find the value of function at


x = 0.35.

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Numerical Problem
Example: Given the following data:

x 0.1 0.2 0.3 0.4 0.5


f (x) 1.40 1.56 1.76 2.00 2.28

Using backward difference interpolation find the value of function at


x = 0.35.
Solution:

xn f (xn ) ∇f (xn ) ∇2 f (xn ) ∇3 f (xn ) ∇4 f (xn )


0.1 1.40 0.16 0.04 0.0 0.0
0.2 1.56 0.20 0.04 0.0
0.3 1.76 0.24 0.04
0.4 2.00 0.28
0.5 2.28

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Cont...
Here to calculate the value of function at x = 0.35 we use xn = 0.4(just
after the value 0.35)

Newton’s Backward difference operator 10 / 15


Cont...
Here to calculate the value of function at x = 0.35 we use xn = 0.4(just
after the value 0.35) and h = 0.1, therefore

x − xn 0.35 − 0.4
p= = = −0.5.
h 0.1

Newton’s Backward difference operator 10 / 15


Cont...
Here to calculate the value of function at x = 0.35 we use xn = 0.4(just
after the value 0.35) and h = 0.1, therefore

x − xn 0.35 − 0.4
p= = = −0.5.
h 0.1
Now using backward interpolation formula, we obtain

 
p(p + 1) 2 p(p + 1)(p + 2) 3
yp = yn + p∇yn + ∇ yn + ∇ yn
2! 3!

Newton’s Backward difference operator 10 / 15


Cont...
Here to calculate the value of function at x = 0.35 we use xn = 0.4(just
after the value 0.35) and h = 0.1, therefore

x − xn 0.35 − 0.4
p= = = −0.5.
h 0.1
Now using backward interpolation formula, we obtain

 
p(p + 1) 2 p(p + 1)(p + 2) 3
yp = yn + p∇yn + ∇ yn + ∇ yn
2! 3!

p(p + 1) 2 p(p + 1)(p + 2) 3
f (x) = f (xn ) + p∇f (xn ) + ∇ f (xn ) + ∇ f(
2! 3!

Newton’s Backward difference operator 10 / 15


Cont...
Here to calculate the value of function at x = 0.35 we use xn = 0.4(just
after the value 0.35) and h = 0.1, therefore

x − xn 0.35 − 0.4
p= = = −0.5.
h 0.1
Now using backward interpolation formula, we obtain

 
p(p + 1) 2 p(p + 1)(p + 2) 3
yp = yn + p∇yn + ∇ yn + ∇ yn
2! 3!

p(p + 1) 2 p(p + 1)(p + 2) 3
f (x) = f (xn ) + p∇f (xn ) + ∇ f (xn ) + ∇ f(
2! 3!
1
f (0.35) = f (0.4) + (−0.5)∇f (0.4) + (−0.5)(0.5)∇2 f (0.4)
2

Newton’s Backward difference operator 10 / 15


Cont...
Here to calculate the value of function at x = 0.35 we use xn = 0.4(just
after the value 0.35) and h = 0.1, therefore

x − xn 0.35 − 0.4
p= = = −0.5.
h 0.1
Now using backward interpolation formula, we obtain

 
p(p + 1) 2 p(p + 1)(p + 2) 3
yp = yn + p∇yn + ∇ yn + ∇ yn
2! 3!

p(p + 1) 2 p(p + 1)(p + 2) 3
f (x) = f (xn ) + p∇f (xn ) + ∇ f (xn ) + ∇ f(
2! 3!
1
f (0.35) = f (0.4) + (−0.5)∇f (0.4) + (−0.5)(0.5)∇2 f (0.4)
2
= 2.0 − (0.5)(0.24) − (0.125)(0.04)

Newton’s Backward difference operator 10 / 15


Cont...
Here to calculate the value of function at x = 0.35 we use xn = 0.4(just
after the value 0.35) and h = 0.1, therefore

x − xn 0.35 − 0.4
p= = = −0.5.
h 0.1
Now using backward interpolation formula, we obtain

 
p(p + 1) 2 p(p + 1)(p + 2) 3
yp = yn + p∇yn + ∇ yn + ∇ yn
2! 3!

p(p + 1) 2 p(p + 1)(p + 2) 3
f (x) = f (xn ) + p∇f (xn ) + ∇ f (xn ) + ∇ f(
2! 3!
1
f (0.35) = f (0.4) + (−0.5)∇f (0.4) + (−0.5)(0.5)∇2 f (0.4)
2
= 2.0 − (0.5)(0.24) − (0.125)(0.04)
= 1.875.
Newton’s Backward difference operator 10 / 15
Cont...
Example: Given the following data:

x 40 50 60 70 80 90
f (x) 204 224 246 270 296 324

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Cont...
Example: Given the following data:

x 40 50 60 70 80 90
f (x) 204 224 246 270 296 324

Using backward difference interpolation find the value of function at


x = 84.

Newton’s Backward difference operator 11 / 15


Cont...
Example: Given the following data:

x 40 50 60 70 80 90
f (x) 204 224 246 270 296 324

Using backward difference interpolation find the value of function at


x = 84.
Solution: The backward difference table

xn f (xn ) ∇f (xn ) ∇2 f (xn ) ∇3 f (xn ) ∇4 f (xn ) ∇5 f (xn )


40 204 20 2 0 0 0
50 224 22 2 0 0
60 246 24 2 0
70 270 26 2
80 296 28
90 324

Newton’s Backward difference operator 11 / 15


Cont...
Here to calculate the value of function at x = 84 we use xn = 90(just
after the value 84)

Newton’s Backward difference operator 12 / 15


Cont...
Here to calculate the value of function at x = 84 we use xn = 90(just
after the value 84) and h = 10, therefore

x − xn 84 − 90
p= = = −0.6.
h 10

Newton’s Backward difference operator 12 / 15


Cont...
Here to calculate the value of function at x = 84 we use xn = 90(just
after the value 84) and h = 10, therefore

x − xn 84 − 90
p= = = −0.6.
h 10
Now using backward interpolation formula, we obtain

 
p(p + 1) 2 p(p + 1)(p + 2) 3
yp = yn + p∇yn + ∇ yn + ∇ yn
2! 3!

Newton’s Backward difference operator 12 / 15


Cont...
Here to calculate the value of function at x = 84 we use xn = 90(just
after the value 84) and h = 10, therefore

x − xn 84 − 90
p= = = −0.6.
h 10
Now using backward interpolation formula, we obtain

 
p(p + 1) 2 p(p + 1)(p + 2) 3
yp = yn + p∇yn + ∇ yn + ∇ yn
2! 3!
 
p(p + 1) 2
f (x) = f (xn ) + p∇f (xn ) + ∇ f (xn )
2!

Newton’s Backward difference operator 12 / 15


Cont...
Here to calculate the value of function at x = 84 we use xn = 90(just
after the value 84) and h = 10, therefore

x − xn 84 − 90
p= = = −0.6.
h 10
Now using backward interpolation formula, we obtain

 
p(p + 1) 2 p(p + 1)(p + 2) 3
yp = yn + p∇yn + ∇ yn + ∇ yn
2! 3!
 
p(p + 1) 2
f (x) = f (xn ) + p∇f (xn ) + ∇ f (xn )
2!
1
f (84) = f (90) + (−0.6)∇f (90) + (−0.6)(0.4)∇2 f (90)
2

Newton’s Backward difference operator 12 / 15


Cont...
Here to calculate the value of function at x = 84 we use xn = 90(just
after the value 84) and h = 10, therefore

x − xn 84 − 90
p= = = −0.6.
h 10
Now using backward interpolation formula, we obtain

 
p(p + 1) 2 p(p + 1)(p + 2) 3
yp = yn + p∇yn + ∇ yn + ∇ yn
2! 3!
 
p(p + 1) 2
f (x) = f (xn ) + p∇f (xn ) + ∇ f (xn )
2!
1
f (84) = f (90) + (−0.6)∇f (90) + (−0.6)(0.4)∇2 f (90)
2
= 324 − (0.6)(28) − (0.24)(2)

Newton’s Backward difference operator 12 / 15


Cont...
Here to calculate the value of function at x = 84 we use xn = 90(just
after the value 84) and h = 10, therefore

x − xn 84 − 90
p= = = −0.6.
h 10
Now using backward interpolation formula, we obtain

 
p(p + 1) 2 p(p + 1)(p + 2) 3
yp = yn + p∇yn + ∇ yn + ∇ yn
2! 3!
 
p(p + 1) 2
f (x) = f (xn ) + p∇f (xn ) + ∇ f (xn )
2!
1
f (84) = f (90) + (−0.6)∇f (90) + (−0.6)(0.4)∇2 f (90)
2
= 324 − (0.6)(28) − (0.24)(2)
= 306.96.
Newton’s Backward difference operator 12 / 15
Unsolved Problems

The table given below gives the distance in nautical miles of a visible
horizon of the given heights in feet above the earth surface

x(heights) 100 150 200 250 300 350 400


y (distance) 10.63 13.03 15.04 16.81 18.42 19.90 21.27

Find the value when x = 218 ft and x = 410 ft.

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References

M. K. Jain, S. R. K. Iyengar and R. K. Jain, Numerical Methods for


Scientific and Engineering Computation, 6th Ed., New Age
International, New Delhi, 2014.
R. S. Gupta, Elements of Numerical Analysis, 2nd Ed., Cambridge
University Press, 2015.
C.F. Gerald and P.O. Wheatley, Applied Numerical Analysis, 7th Ed.,
Pearson Education, 2004.

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