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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