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BASIC NUMERICAL METHODS

LECTURE-13

on

GAUSS BACKWARD DIFFERENCE OPERATOR


(CO3)

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Table of Contents

1 Gauss Backward Difference Operator


Introduction
Numerical Problems based on Gauss Backward Interpolation
Formula

2 References

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Gauss Backward Difference Operator

The Newton’s forward difference formula


p(p − 1) 2 p(p − 1)(p − 2) 3
yp = y (x0 + ph) = y0 + p∆y0 + ∆ y0 + ∆ y0
2! 3!
p(p − 1)....(p − (n − 1)) n
... + ∆ y0 .
n!

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Gauss Backward Difference Operator

The Newton’s forward difference formula


p(p − 1) 2 p(p − 1)(p − 2) 3
yp = y (x0 + ph) = y0 + p∆y0 + ∆ y0 + ∆ y0
2! 3!
p(p − 1)....(p − (n − 1)) n
... + ∆ y0 .
n!
We have

∆2 y−1 = ∆y0 − ∆y−1

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Gauss Backward Difference Operator

The Newton’s forward difference formula


p(p − 1) 2 p(p − 1)(p − 2) 3
yp = y (x0 + ph) = y0 + p∆y0 + ∆ y0 + ∆ y0
2! 3!
p(p − 1)....(p − (n − 1)) n
... + ∆ y0 .
n!
We have

∆2 y−1 = ∆y0 − ∆y−1


⇒ ∆y0 = ∆2 y−1 + ∆y−1 , (3)

similarly

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Gauss Backward Difference Operator

The Newton’s forward difference formula


p(p − 1) 2 p(p − 1)(p − 2) 3
yp = y (x0 + ph) = y0 + p∆y0 + ∆ y0 + ∆ y0
2! 3!
p(p − 1)....(p − (n − 1)) n
... + ∆ y0 .
n!
We have

∆2 y−1 = ∆y0 − ∆y−1


⇒ ∆y0 = ∆2 y−1 + ∆y−1 , (3)

similarly

∆2 y0 = ∆3 y−1 + ∆2 y−1 (4)

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Gauss Backward Difference Operator

The Newton’s forward difference formula


p(p − 1) 2 p(p − 1)(p − 2) 3
yp = y (x0 + ph) = y0 + p∆y0 + ∆ y0 + ∆ y0
2! 3!
p(p − 1)....(p − (n − 1)) n
... + ∆ y0 .
n!
We have

∆2 y−1 = ∆y0 − ∆y−1


⇒ ∆y0 = ∆2 y−1 + ∆y−1 , (3)

similarly

∆2 y0 = ∆3 y−1 + ∆2 y−1 (4)


3 4 3
∆ y0 = ∆ y−1 + ∆ y−1 . (5)

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Cont...

Also

∆4 y−2 = ∆3 y−1 − ∆3 y−2

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Cont...

Also

∆4 y−2 = ∆3 y−1 − ∆3 y−2


⇒ ∆3 y−1 = ∆4 y−2 + ∆3 y−2 . (6)

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Cont...

Also

∆4 y−2 = ∆3 y−1 − ∆3 y−2


⇒ ∆3 y−1 = ∆4 y−2 + ∆3 y−2 . (6)

Similarly

∆4 y−1 = ∆5 y−2 + ∆4 y−2 etc.. (7)

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Cont...

Also

∆4 y−2 = ∆3 y−1 − ∆3 y−2


⇒ ∆3 y−1 = ∆4 y−2 + ∆3 y−2 . (6)

Similarly

∆4 y−1 = ∆5 y−2 + ∆4 y−2 etc.. (7)

Substituting the values of ∆y0 , ∆2 y0 , ∆3 y0 ...., from equations (3) and


(4) in in Newton’s forward interpolation formula, we get

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Cont...

p(p − 1) 3
yp = y0 + p(∆2 y−1 + ∆y−1 ) + (∆ y−1 + ∆2 y−1 )
2!
p(p − 1)(p − 2) 4
+ (∆ y−1 + ∆3 y−1 )
3!
p(p − 1)(p − 2)(p − 3) 5
+ (∆ y−1 + ∆4 y−1 ) + ....,
4!

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Cont...

p(p − 1) 3
yp = y0 + p(∆2 y−1 + ∆y−1 ) + (∆ y−1 + ∆2 y−1 )
2!
p(p − 1)(p − 2) 4
+ (∆ y−1 + ∆3 y−1 )
3!
p(p − 1)(p − 2)(p − 3) 5
+ (∆ y−1 + ∆4 y−1 ) + ....,
4!

Using equations (6) and (7), we get

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Cont...

p(p − 1) 3
yp = y0 + p(∆2 y−1 + ∆y−1 ) + (∆ y−1 + ∆2 y−1 )
2!
p(p − 1)(p − 2) 4
+ (∆ y−1 + ∆3 y−1 )
3!
p(p − 1)(p − 2)(p − 3) 5
+ (∆ y−1 + ∆4 y−1 ) + ....,
4!

Using equations (6) and (7), we get

p(p + 1) 2 (p − 1)p(p + 1) 3
yp = y0 + p∆y−1 + ∆ y−1 + ∆ y−2
2! 3!
(p − 1)p(p + 1)(p + 2) 4
+ ∆ y−2 + ....
4!

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Cont...

p(p − 1) 3
yp = y0 + p(∆2 y−1 + ∆y−1 ) + (∆ y−1 + ∆2 y−1 )
2!
p(p − 1)(p − 2) 4
+ (∆ y−1 + ∆3 y−1 )
3!
p(p − 1)(p − 2)(p − 3) 5
+ (∆ y−1 + ∆4 y−1 ) + ....,
4!

Using equations (6) and (7), we get

p(p + 1) 2 (p − 1)p(p + 1) 3
yp = y0 + p∆y−1 + ∆ y−1 + ∆ y−2
2! 3!
(p − 1)p(p + 1)(p + 2) 4
+ ∆ y−2 + ....
4!

this is known as Gauss backward interpolation formula.


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Cont...

We know that

∆y−1 = δy−1/2 , ∆2 y−1 = δ 2 y0 , ∆3 y−2 = δ 3 y−1/2 , ∆4 y−2 = δ 4 y0 ,

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Cont...

We know that

∆y−1 = δy−1/2 , ∆2 y−1 = δ 2 y0 , ∆3 y−2 = δ 3 y−1/2 , ∆4 y−2 = δ 4 y0 ,

therefore we may write the Gauss backward interpolation formula in


terms of central difference

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Cont...

We know that

∆y−1 = δy−1/2 , ∆2 y−1 = δ 2 y0 , ∆3 y−2 = δ 3 y−1/2 , ∆4 y−2 = δ 4 y0 ,

therefore we may write the Gauss backward interpolation formula in


terms of central difference

p(p + 1) 2 (p − 1)p(p + 1) 3
yp = y0 + pδy−1/2 + δ y0 + δ y−1/2
2! 3!
(p − 1)p(p + 1)(p + 2) 4
+ δ y0 + ....,
4!

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Cont...

We know that

∆y−1 = δy−1/2 , ∆2 y−1 = δ 2 y0 , ∆3 y−2 = δ 3 y−1/2 , ∆4 y−2 = δ 4 y0 ,

therefore we may write the Gauss backward interpolation formula in


terms of central difference

p(p + 1) 2 (p − 1)p(p + 1) 3
yp = y0 + pδy−1/2 + δ y0 + δ y−1/2
2! 3!
(p − 1)p(p + 1)(p + 2) 4
+ δ y0 + ....,
4!

This formula can be used directly to interpolate the function at the


centre of the data i.e., for values of −0.5 < p < 0.

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Difference Table

Differences Used in Gauss Interpolation Formula

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Numerical Problem

Example: Given the following data:

x 0 5 10 15 20 25
y 7 11 14 18 24 32

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Numerical Problem

Example: Given the following data:

x 0 5 10 15 20 25
y 7 11 14 18 24 32

Using Gauss backward difference interpolation formula find the value


of function at x = 8.

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Numerical Problem

Example: Given the following data:

x 0 5 10 15 20 25
y 7 11 14 18 24 32

Using Gauss backward difference interpolation formula find the value


of function at x = 8.
Solution: Here to calculate the value of function at x = 8 we use
x0 = 10 and h = 5,

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Numerical Problem

Example: Given the following data:

x 0 5 10 15 20 25
y 7 11 14 18 24 32

Using Gauss backward difference interpolation formula find the value


of function at x = 8.
Solution: Here to calculate the value of function at x = 8 we use
x0 = 10 and h = 5, therefore

x − x0 8 − 10
p= = = −0.4.
h 5

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Cont...

xn yn ∆yn ∆2 yn ∆3 yn ∆4 yn ∆5 yn
0(= x−2 ) 7
4
5(= x−1 ) 11 −1
3 2
10(= x0 ) 14 1 −1
4 1 0
15(= x1 ) 18 2 −1
6 0
20(= x1 ) 24 2
8
25(= x3 ) 32

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Cont...
Now using Gauss backward interpolation, we obtain

p(p + 1) 2 (p − 1)p(p + 1) 3
yp = y0 + p∆y−1 + ∆ y−1 + ∆ y−2
2! 3!
(p − 1)p(p + 1)(p + 2) 4
+ ∆ y−2
4!

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Cont...
Now using Gauss backward interpolation, we obtain

p(p + 1) 2 (p − 1)p(p + 1) 3
yp = y0 + p∆y−1 + ∆ y−1 + ∆ y−2
2! 3!
(p − 1)p(p + 1)(p + 2) 4
+ ∆ y−2
4!
1 1
y8 = y10 + (−0.4)∆y5 + (−0.4)(0.6)∆2 y5 + (−1.4)(−0.4)(0.6)
2 6
1
∆3 y0 + (−1.4)(−0.4)(0.6)(1.6)∆4 y0
24

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Cont...
Now using Gauss backward interpolation, we obtain

p(p + 1) 2 (p − 1)p(p + 1) 3
yp = y0 + p∆y−1 + ∆ y−1 + ∆ y−2
2! 3!
(p − 1)p(p + 1)(p + 2) 4
+ ∆ y−2
4!
1 1
y8 = y10 + (−0.4)∆y5 + (−0.4)(0.6)∆2 y5 + (−1.4)(−0.4)(0.6)
2 6
1
∆3 y0 + (−1.4)(−0.4)(0.6)(1.6)∆4 y0
24
1 1
= 14 + (−0.4)(3) + (−0.4)(0.6)(1) + (−1.4)(−0.4)(0.6)(2)
2 6
1
+ (−1.4)(−0.4)(0.6)(1.6)(−1)
24

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Cont...
Now using Gauss backward interpolation, we obtain

p(p + 1) 2 (p − 1)p(p + 1) 3
yp = y0 + p∆y−1 + ∆ y−1 + ∆ y−2
2! 3!
(p − 1)p(p + 1)(p + 2) 4
+ ∆ y−2
4!
1 1
y8 = y10 + (−0.4)∆y5 + (−0.4)(0.6)∆2 y5 + (−1.4)(−0.4)(0.6)
2 6
1
∆3 y0 + (−1.4)(−0.4)(0.6)(1.6)∆4 y0
24
1 1
= 14 + (−0.4)(3) + (−0.4)(0.6)(1) + (−1.4)(−0.4)(0.6)(2)
2 6
1
+ (−1.4)(−0.4)(0.6)(1.6)(−1)
24
= 14 − 1.2 − 0.12 + 0.112 + 0.034

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Cont...
Now using Gauss backward interpolation, we obtain

p(p + 1) 2 (p − 1)p(p + 1) 3
yp = y0 + p∆y−1 + ∆ y−1 + ∆ y−2
2! 3!
(p − 1)p(p + 1)(p + 2) 4
+ ∆ y−2
4!
1 1
y8 = y10 + (−0.4)∆y5 + (−0.4)(0.6)∆2 y5 + (−1.4)(−0.4)(0.6)
2 6
1
∆3 y0 + (−1.4)(−0.4)(0.6)(1.6)∆4 y0
24
1 1
= 14 + (−0.4)(3) + (−0.4)(0.6)(1) + (−1.4)(−0.4)(0.6)(2)
2 6
1
+ (−1.4)(−0.4)(0.6)(1.6)(−1)
24
= 14 − 1.2 − 0.12 + 0.112 + 0.034
= 12.826.
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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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