Lecture 5

Interpolation
Dr. Noor Badshah
Finite Differences:
• Difference Table:
Let us consider the following tabulated values of a function y = 𝑓(𝑥)
over a range of equally spaced values of 𝑥.
𝒙 𝒙𝟎 𝒙𝟏 𝒙𝟐 … 𝒙𝒏
𝑦 𝑦0 𝑦1 𝑦2 … 𝑦𝑛

Note that the values of 𝑥 are equally spaced. i.e

𝑥1 − 𝑥0 = 𝑥2 − 𝑥1 = ⋯ = 𝑥𝑖 − 𝑥𝑖−1 = ℎ
𝑥1 = 𝑥0 + ℎ, 𝑥2 = 𝑥0 + 2ℎ, 𝑥3 = 𝑥0 + 3ℎ, … , 𝑥𝑝 = 𝑥0 + 𝑝ℎ.
𝑦𝑝 = 𝑓 𝑥𝑝 = 𝑓𝑝 .
Δ𝑦𝑟 = 𝑦𝑟+1 − 𝑦𝑟 is called first order finite difference of 𝑦𝑟 .
 Δ2 𝑦𝑟 = Δ Δ𝑦𝑟 = Δ 𝑦𝑟+1 − 𝑦𝑟 = Δ𝑦𝑟+1 − Δ𝑦𝑟
= 𝑦𝑟+2 − 𝑦𝑟+1 − 𝑦𝑟+1 − 𝑦𝑟 = 𝑦𝑟+2 − 2𝑦𝑟+1 + 𝑦𝑟
and so on. Difference
Table is given by:
Example:
Types of Difference Operators:
• Forward Difference Operator

• Backward Difference Operator

• Central Difference Operator

• Mean Operator

• Shift Operator
Forward Difference Operator
Backward Difference Operator
Central Difference Operator
Shift and Mean Operator:
Relationships between Operators:
Interpolation:
• The process of finding value of a function at untabulated value of 𝑥
using tabulated values. The following two case will be considered:

• Interpolation of equally spaced data

• Interpolation of unequally spaced data

Newton Forward Difference Formula:
Example:
Newton Backward Difference Formula:
Interpolation with Central Difference
Forumula
• Stirling’s Interpolation Formula