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Numerical Methods - Finite Differences

Dr. N. B. Vyas
Department of Mathematics,
Atmiya Institute of Tech. and Science,
Rajkot (Guj.)
niravbvyas@gmail.com

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Forward difference
Suppose that a function y = f (x) is tabulated for the equally
spaced arguments x0 , x0 + h, x0 + 2h, ..., x0 + nh giving the
functional values y0 , y1 , y2 , ..., yn .

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Forward difference
Suppose that a function y = f (x) is tabulated for the equally
spaced arguments x0 , x0 + h, x0 + 2h, ..., x0 + nh giving the
functional values y0 , y1 , y2 , ..., yn .
The constant difference between two consecutive values of x is
called the interval of differences and is denoted by h.

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Forward difference
Suppose that a function y = f (x) is tabulated for the equally
spaced arguments x0 , x0 + h, x0 + 2h, ..., x0 + nh giving the
functional values y0 , y1 , y2 , ..., yn .
The constant difference between two consecutive values of x is
called the interval of differences and is denoted by h.
The operator defined by
y0 = y1 y0

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Forward difference
Suppose that a function y = f (x) is tabulated for the equally
spaced arguments x0 , x0 + h, x0 + 2h, ..., x0 + nh giving the
functional values y0 , y1 , y2 , ..., yn .
The constant difference between two consecutive values of x is
called the interval of differences and is denoted by h.
The operator defined by
y0 = y1 y0
y1 = y2 y1

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Forward difference
Suppose that a function y = f (x) is tabulated for the equally
spaced arguments x0 , x0 + h, x0 + 2h, ..., x0 + nh giving the
functional values y0 , y1 , y2 , ..., yn .
The constant difference between two consecutive values of x is
called the interval of differences and is denoted by h.
The operator defined by
y0 = y1 y0
y1 = y2 y1
.......
.......
yn1 = yn yn1

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Forward difference
Suppose that a function y = f (x) is tabulated for the equally
spaced arguments x0 , x0 + h, x0 + 2h, ..., x0 + nh giving the
functional values y0 , y1 , y2 , ..., yn .
The constant difference between two consecutive values of x is
called the interval of differences and is denoted by h.
The operator defined by
y0 = y1 y0
y1 = y2 y1
.......
.......
yn1 = yn yn1
is called Forward difference operator.

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

The first forward difference is yn = yn+1 yn

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

The first forward difference is yn = yn+1 yn


The second forward difference are defined as the difference of
the first differences.
2 y0 = (y0 ) = (y1 y0 ) = y1 y0
= y2 y1 (y1 y0 ) = y2 2y1 + y0
2 y1 = y2 y1
2 yi = yi+1 yi
In general nth forward difference of f is defined by
n yi = n1 yi+1 n1 yi

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Forward Difference Table:
x y
x0 y0

2 y

3 y

4 y

5 y

y0
2 y0

x1 y1

3 y0

y1
2 y1

x2 y2

4 y0
3 y1

y2
2 y2

x3 y3

5 y0
4 y1

3 y2

y3
2 y3

x4 y4
y4
x5 y5

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

The operator satisfies the following properties:


1 [f (x) g(x)] = f (x) g(x)

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

The operator satisfies the following properties:


1 [f (x) g(x)] = f (x) g(x)
2 [cf (x)] = cf (x)

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

The operator satisfies the following properties:


1 [f (x) g(x)] = f (x) g(x)
2 [cf (x)] = cf (x)
3 m n f (x) = m+n f (x), m, n are positive integers
4 Since n yn is a constant, n+1 yn = 0 , n+2 yn = 0, . . .
i.e. (n + 1)th and higher differences are zero.

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

Backward difference
Suppose that a function y = f (x) is tabulated for the equally
spaced arguments x0 , x0 + h, x0 + 2h, ..., x0 + nh giving the
functional values y0 , y1 , y2 , ..., yn .

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

Backward difference
Suppose that a function y = f (x) is tabulated for the equally
spaced arguments x0 , x0 + h, x0 + 2h, ..., x0 + nh giving the
functional values y0 , y1 , y2 , ..., yn .
The operator defined by
y1 = y1 y0

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

Backward difference
Suppose that a function y = f (x) is tabulated for the equally
spaced arguments x0 , x0 + h, x0 + 2h, ..., x0 + nh giving the
functional values y0 , y1 , y2 , ..., yn .
The operator defined by
y1 = y1 y0
y2 = y2 y1

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

Backward difference
Suppose that a function y = f (x) is tabulated for the equally
spaced arguments x0 , x0 + h, x0 + 2h, ..., x0 + nh giving the
functional values y0 , y1 , y2 , ..., yn .
The operator defined by
y1 = y1 y0
y2 = y2 y1
.......
.......
yn = yn yn1

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

Backward difference
Suppose that a function y = f (x) is tabulated for the equally
spaced arguments x0 , x0 + h, x0 + 2h, ..., x0 + nh giving the
functional values y0 , y1 , y2 , ..., yn .
The operator defined by
y1 = y1 y0
y2 = y2 y1
.......
.......
yn = yn yn1
is called Backward difference operator.

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

The first backward difference is yn = yn yn1

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

The first backward difference is yn = yn yn1


The second backward difference are obtain by the difference
of the first differences.
2 y2
2 y3
2 yn

= (y2 ) = (y2 y1 ) = y2 y1
= y2 y1 (y1 y0 ) = y2 2y1 + y0
= y3 y2
= yn yn1

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

The first backward difference is yn = yn yn1


The second backward difference are obtain by the difference
of the first differences.
2 y2
2 y3
2 yn

= (y2 ) = (y2 y1 ) = y2 y1
= y2 y1 (y1 y0 ) = y2 2y1 + y0
= y3 y2
= yn yn1

In general nth backward difference of f is defined by


n yi = n1 yi n1 yi1

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Backward Difference Table:
x y
x0 y0

2 y

3 y

4 y

5 y

y1
2 y2

x1 y1

3 y3

y2
2 y3

x2 y2

4 y4
3 y4

y3
2 y4

x3 y3

5 y5
4 y5

3 y5

y4
2 y5

x4 y4
y5
x5 y5

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Central difference
The operator defined by
y 1 = y1 y0
2

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Central difference
The operator defined by
y 1 = y1 y0
2
y 3 = y2 y1
2

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Central difference
The operator defined by
y 1 = y1 y0
2
y 3 = y2 y1
2
.......
.......
yn 1 = yn yn1
2

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Central difference
The operator defined by
y 1 = y1 y0
2
y 3 = y2 y1
2
.......
.......
yn 1 = yn yn1
2

is called Central difference operator.


Similarly, higher order central differences are defined as
2 y1 = y 3 y 1
2

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Central difference
The operator defined by
y 1 = y1 y0
2
y 3 = y2 y1
2
.......
.......
yn 1 = yn yn1
2

is called Central difference operator.


Similarly, higher order central differences are defined as
2 y1 = y 3 y 1
2
2
2 y2 = y 5 y 3
2

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Central difference
The operator defined by
y 1 = y1 y0
2
y 3 = y2 y1
2
.......
.......
yn 1 = yn yn1
2

is called Central difference operator.


Similarly, higher order central differences are defined as
2 y1 = y 3 y 1
2
2
2 y2 = y 5 y 3
2
2
.......
3 y 3 = 2 y2 2 y1
2

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Central difference
The operator defined by
y 1 = y1 y0
2
y 3 = y2 y1
2
.......
.......
yn 1 = yn yn1
2

is called Central difference operator.


Similarly, higher order central differences are defined as
2 y1 = y 3 y 1
2
2
2 y2 = y 5 y 3
2
2
.......
3 y 3 = 2 y2 2 y1
2

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Central Difference Table:
x y
x0 y0

2y

3y

4y

5y

y 1
2

x1 y1

2 y1
3y 3

y 3
2

x2 y2

3y

y 5
2

x3 y3

2 y3

x4 y4

5
2

4 y2
5y 5
4 y3

3y 7

y 7
2

2 y2

2 y4

y 9
2

x5 y5

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

NOTE:
From all three difference tables, we can see that only the
notations changes not the differences.
y1 y0 = y0 = y1 = y 1
2

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

NOTE:
From all three difference tables, we can see that only the
notations changes not the differences.
y1 y0 = y0 = y1 = y 1
2

Alternative notations for the function y = f (x).

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

NOTE:
From all three difference tables, we can see that only the
notations changes not the differences.
y1 y0 = y0 = y1 = y 1
2

Alternative notations for the function y = f (x).


For two consecutive values of x differing by h.

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

NOTE:
From all three difference tables, we can see that only the
notations changes not the differences.
y1 y0 = y0 = y1 = y 1
2

Alternative notations for the function y = f (x).


For two consecutive values of x differing by h.
yx = yx+h yx = f (x + h) f (x)

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

NOTE:
From all three difference tables, we can see that only the
notations changes not the differences.
y1 y0 = y0 = y1 = y 1
2

Alternative notations for the function y = f (x).


For two consecutive values of x differing by h.
yx = yx+h yx = f (x + h) f (x)
yx = yx yxh = f (x) f (x h)

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

NOTE:
From all three difference tables, we can see that only the
notations changes not the differences.
y1 y0 = y0 = y1 = y 1
2

Alternative notations for the function y = f (x).


For two consecutive values of x differing by h.
yx = yx+h yx = f (x + h) f (x)
yx = yx yxh = f (x) f (x h)
yx = yx+ h yx h = f (x + h2 ) f (x h2 )
2

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

Evaluate the following. The interval of difference being h.


1 n ex

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

Evaluate the following. The interval of difference being h.


1 n ex
2 logf (x)

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

Evaluate the following. The interval of difference being h.


1 n ex
2 logf (x)
3 (tan1 x)

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

Evaluate the following. The interval of difference being h.


1 n ex
2 logf (x)
3 (tan1 x)
4 2 cos2x

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Other Difference Operator
1. Shift Operator E:
E does the operation of increasing the argument x by h so that
Ef (x) = f (x + h);

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Other Difference Operator
1. Shift Operator E:
E does the operation of increasing the argument x by h so that
Ef (x) = f (x + h);
E 2 f (x) = E(Ef (x)) = Ef (x + h) = f (x + 2h);

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Other Difference Operator
1. Shift Operator E:
E does the operation of increasing the argument x by h so that
Ef (x) = f (x + h);
E 2 f (x) = E(Ef (x)) = Ef (x + h) = f (x + 2h);
E 3 f (x) = f (x + 3h);

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Other Difference Operator
1. Shift Operator E:
E does the operation of increasing the argument x by h so that
Ef (x) = f (x + h);
E 2 f (x) = E(Ef (x)) = Ef (x + h) = f (x + 2h);
E 3 f (x) = f (x + 3h);
E n f (x) = f (x + nh);

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Other Difference Operator
1. Shift Operator E:
E does the operation of increasing the argument x by h so that
Ef (x) = f (x + h);
E 2 f (x) = E(Ef (x)) = Ef (x + h) = f (x + 2h);
E 3 f (x) = f (x + 3h);
E n f (x) = f (x + nh);
The inverse operator E 1 is defined as

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Other Difference Operator
1. Shift Operator E:
E does the operation of increasing the argument x by h so that
Ef (x) = f (x + h);
E 2 f (x) = E(Ef (x)) = Ef (x + h) = f (x + 2h);
E 3 f (x) = f (x + 3h);
E n f (x) = f (x + nh);
The inverse operator E 1 is defined as
E 1 f (x) = f (x h);

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Other Difference Operator
1. Shift Operator E:
E does the operation of increasing the argument x by h so that
Ef (x) = f (x + h);
E 2 f (x) = E(Ef (x)) = Ef (x + h) = f (x + 2h);
E 3 f (x) = f (x + 3h);
E n f (x) = f (x + nh);
The inverse operator E 1 is defined as
E 1 f (x) = f (x h);
E n f (x) = f (x nh);

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Other Difference Operator
1. Shift Operator E:
E does the operation of increasing the argument x by h so that
Ef (x) = f (x + h);
E 2 f (x) = E(Ef (x)) = Ef (x + h) = f (x + 2h);
E 3 f (x) = f (x + 3h);
E n f (x) = f (x + nh);
The inverse operator E 1 is defined as
E 1 f (x) = f (x h);
E n f (x) = f (x nh);
If yx is the function f (x), then

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Other Difference Operator
1. Shift Operator E:
E does the operation of increasing the argument x by h so that
Ef (x) = f (x + h);
E 2 f (x) = E(Ef (x)) = Ef (x + h) = f (x + 2h);
E 3 f (x) = f (x + 3h);
E n f (x) = f (x + nh);
The inverse operator E 1 is defined as
E 1 f (x) = f (x h);
E n f (x) = f (x nh);
If yx is the function f (x), then
Eyx = yx+h ;

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Other Difference Operator
1. Shift Operator E:
E does the operation of increasing the argument x by h so that
Ef (x) = f (x + h);
E 2 f (x) = E(Ef (x)) = Ef (x + h) = f (x + 2h);
E 3 f (x) = f (x + 3h);
E n f (x) = f (x + nh);
The inverse operator E 1 is defined as
E 1 f (x) = f (x h);
E n f (x) = f (x nh);
If yx is the function f (x), then
Eyx = yx+h ;
E 1 yx = yxh ;

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Other Difference Operator
1. Shift Operator E:
E does the operation of increasing the argument x by h so that
Ef (x) = f (x + h);
E 2 f (x) = E(Ef (x)) = Ef (x + h) = f (x + 2h);
E 3 f (x) = f (x + 3h);
E n f (x) = f (x + nh);
The inverse operator E 1 is defined as
E 1 f (x) = f (x h);
E n f (x) = f (x nh);
If yx is the function f (x), then
Eyx = yx+h ;
E 1 yx = yxh ;
E n yx = yx+nh ;
Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences
Other Difference Operator
1. Shift Operator E:
E does the operation of increasing the argument x by h so that
Ef (x) = f (x + h);
E 2 f (x) = E(Ef (x)) = Ef (x + h) = f (x + 2h);
E 3 f (x) = f (x + 3h);
E n f (x) = f (x + nh);
The inverse operator E 1 is defined as
E 1 f (x) = f (x h);
E n f (x) = f (x nh);
If yx is the function f (x), then
Eyx = yx+h ;
E 1 yx = yxh ;
E n yx = yx+nh ;
Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

2. Averaging Operator :
It is defined as



1
h
h
f (x) =
f x+
+f x
;
2
2
2

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

2. Averaging Operator :
It is defined as



1
h
h
f (x) =
f x+
+f x
;
2
2
2
i
1h
i.e. yx =
yx+ h + yx h ;
2
2
2

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

2. Averaging Operator :
It is defined as



1
h
h
f (x) =
f x+
+f x
;
2
2
2
i
1h
i.e. yx =
yx+ h + yx h ;
2
2
2
3. Differential Operator D:

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

2. Averaging Operator :
It is defined as



1
h
h
f (x) =
f x+
+f x
;
2
2
2
i
1h
i.e. yx =
yx+ h + yx h ;
2
2
2
3. Differential Operator D:
It is defined as

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

2. Averaging Operator :
It is defined as



1
h
h
f (x) =
f x+
+f x
;
2
2
2
i
1h
i.e. yx =
yx+ h + yx h ;
2
2
2
3. Differential Operator D:
It is defined as
d
f (x) = f 0 (x);
Df (x) =
dx

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

Relation between the operators


1 =E1

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

Relation between the operators


1 =E1
2 = 1 E 1

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

Relation between the operators


1 =E1
2 = 1 E 1
1

3 = E 2 E 2

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

Relation between the operators


1 =E1
2 = 1 E 1
1

3 = E 2 E 2
1
1
1
4 = {E 2 + E 2 }
2

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

Relation between the operators


1 =E1
2 = 1 E 1
1

3 = E 2 E 2
1
1
1
4 = {E 2 + E 2 }
2
1
5 = E = E = E 2

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

Relation between the operators


1 =E1
2 = 1 E 1
1

3 = E 2 E 2
1
1
1
4 = {E 2 + E 2 }
2
1
5 = E = E = E 2
6 E = ehD

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

Relation between the operators


1 =E1
2 = 1 E 1
1

3 = E 2 E 2
1
1
1
4 = {E 2 + E 2 }
2
1
5 = E = E = E 2
6 E = ehD
7 (1 + )(1 ) = 1

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

Relation between the operators


1 =E1
2 = 1 E 1
1

3 = E 2 E 2
1
1
1
4 = {E 2 + E 2 }
2
1
5 = E = E = E 2
6 E = ehD
7 (1 + )(1 ) = 1
8 = = 2

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

9 1+

2 2



1 2 2
= 1+
2

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences


1 2 2
9 1+
= 1+
2
1
10 2 = 1 + 2
4
2 2

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences


1 2 2
9 1+
= 1+
2
1
10 2 = 1 + 2
4
1
1
11 E 2 = +
2
2 2

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

9
10
11
12



1 2 2
1+
= 1+
2
1
2 = 1 + 2
4
1
1
E2 = +
2
1
1
E 2 =
2
2 2

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

9
10
11
12
13



1 2 2
1+
= 1+
2
1
2 = 1 + 2
4
1
1
E2 = +
2
1
1
E 2 =
2r
1 2
2
= + 1+
2
4
2 2

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

9
10
11
12
13
14



1 2 2
1+
= 1+
2
1
2 = 1 + 2
4
1
1
E2 = +
2
1
1
E 2 =
2r
1 2
2
= + 1+
2
4
1
1
= E 1 +
2
2
2 2

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Finite Differences

9
10
11
12
13
14



1 2 2
1+
= 1+
2
1
2 = 1 + 2
4
1
1
E2 = +
2
1
1
E 2 =
2r
1 2
2
= + 1+
2
4
1
1
= E 1 +
2
2
2 2

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Gregory - Newton Forward Interpolation Formula

To estimate the value of a function near the beginning a table,


the forward difference interpolation formula in used.

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Gregory - Newton Forward Interpolation Formula

To estimate the value of a function near the beginning a table,


the forward difference interpolation formula in used.
Let yx = f (x) be a function which takes the values
yx0 , yx0 +h , yx0 +2h , . . . corresponding to the values
x0 , x0 + h, x0 + 2h, . . . of x.

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Gregory - Newton Forward Interpolation Formula

To estimate the value of a function near the beginning a table,


the forward difference interpolation formula in used.
Let yx = f (x) be a function which takes the values
yx0 , yx0 +h , yx0 +2h , . . . corresponding to the values
x0 , x0 + h, x0 + 2h, . . . of x.
Suppose we want to evaluate yx when x = x0 + ph, where p is
any real number.

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Gregory - Newton Forward Interpolation Formula

To estimate the value of a function near the beginning a table,


the forward difference interpolation formula in used.
Let yx = f (x) be a function which takes the values
yx0 , yx0 +h , yx0 +2h , . . . corresponding to the values
x0 , x0 + h, x0 + 2h, . . . of x.
Suppose we want to evaluate yx when x = x0 + ph, where p is
any real number.

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Gregory - Newton Forward Interpolation Formula

Let it be yp . For any real number n, we have defined operator E


such that E n f (x) = f (x + nh).
yx = yx0 +ph = f (x0 + ph) = E p yx0 = (1 + )p y0

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Gregory - Newton Forward Interpolation Formula

Let it be yp . For any real number n, we have defined operator E


such that E n f (x) = f (x + nh).
yx = yx0 +ph = f (x0 + ph) = E p yx0 = (1 + )p y0

p(p 1) 2 p(p 1)(p 2) 3
+
+ ... y0
= 1 + p +
2!
3!


Dr. N. B. Vyas

Numerical Methods - Finite Differences

Gregory - Newton Forward Interpolation Formula

Let it be yp . For any real number n, we have defined operator E


such that E n f (x) = f (x + nh).
yx = yx0 +ph = f (x0 + ph) = E p yx0 = (1 + )p y0

p(p 1) 2 p(p 1)(p 2) 3
+
+ ... y0
= 1 + p +
2!
3!


p(p 1) 2
p(p 1)(p 2) 3
y0 +
y0 + ...
2!
3!
is called Newtons forward interpolation formula.
yx = y0 + py0 +

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Example

Ex. For the data construct the forward difference formula. Hence,
find f (0.5).
x
f(x)

-2
15

-1
5

Dr. N. B. Vyas

0
1

1
3

2
11

3
25

Numerical Methods - Finite Differences

Example

Ex. The population of the town in decennial census was as given


below estimate the population for the year 1895.
Year:
Population(in thousand):

1891
46

Dr. N. B. Vyas

1901
66

1911
81

1921
93

1931
101

Numerical Methods - Finite Differences

Example

Ex. Estimate the value of production for the year 1984 using
Newtons forward method for the following data:
Year:
Production:

1976
20

Dr. N. B. Vyas

1978
27

1980
38

1982
50

Numerical Methods - Finite Differences

Gregory - Newton Backward Interpolation Formula

To estimate the value of a function near the end of a table, the


backward difference interpolation formula in used.

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Gregory - Newton Backward Interpolation Formula

To estimate the value of a function near the end of a table, the


backward difference interpolation formula in used.
Let yx = f (x) be a function which takes the values
yx0 , yx0 +h , yx0 +2h , . . . corresponding to the values
x0 , x0 + h, x0 + 2h, . . . of x.

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Gregory - Newton Backward Interpolation Formula

To estimate the value of a function near the end of a table, the


backward difference interpolation formula in used.
Let yx = f (x) be a function which takes the values
yx0 , yx0 +h , yx0 +2h , . . . corresponding to the values
x0 , x0 + h, x0 + 2h, . . . of x.
Suppose we want to evaluate yx when x = xn + ph, where p is
any real number.

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Gregory - Newton Backward Interpolation Formula

Let it be yp . For any real number n, we have defined operator E


such that E n f (x) = f (x + nh).
yx = yxn +ph = f (xn + ph) = E p yxn = (1 )p yn

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Gregory - Newton Backward Interpolation Formula

Let it be yp . For any real number n, we have defined operator E


such that E n f (x) = f (x + nh).
yx = yxn +ph = f (xn + ph) = E p yxn = (1 )p yn



p(p + 1) 2 p(p + 1)(p + 2) 3
= 1 + p +
+
+ ... yn
2!
3!

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Gregory - Newton Backward Interpolation Formula

Let it be yp . For any real number n, we have defined operator E


such that E n f (x) = f (x + nh).
yx = yxn +ph = f (xn + ph) = E p yxn = (1 )p yn



p(p + 1) 2 p(p + 1)(p + 2) 3
= 1 + p +
+
+ ... yn
2!
3!
p(p + 1) 2
p(p + 1)(p + 2) 3
yn +
yn + ...
2!
3!
is called Newtons backward interpolation formula
yx = yn + pyn +

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Example

Ex. Using Newtons backward difference interpolation, interpolate at


x = 1 from the following data.
x
f(x)

0.1
1.699

0.2
1.073

0.3
0.375

Dr. N. B. Vyas

0.4
0.443

0.5
1.429

0.6
2.631

Numerical Methods - Finite Differences

Example

Ex. The table gives the distance in nautical miles of the visible
horizon for the given heights in feet above the earths surface.
Find the value of y when x=390 ft.
Height(x):
Distance(y):

100
10.63

150
13.03

200
15.04

Dr. N. B. Vyas

250
16.81

300
18.42

350
19.90

400
21.47

Numerical Methods - Finite Differences

Stirlings Interpolation Formula

To estimate the value of a function near the middle a table, the


central difference interpolation formula in used.
Let yx = f (x) be a functional relation between x and y.
If x takes the values x0 2h, x0 h, x0 , x0 + h, x0 + 2h, . . . and
the corresponding values of y are y2 , y1 , y0 , y1 , y2 . . . then we
can form a central difference table as follows:

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Stirlings Interpolation Formula

1st
dif f erence

2nd
dif f erence

3rd
dif f erence

x0 2h y2
y2 (= y3/2 )
x0 h

2 y2 (= 2 y1 )

y1

3 y2 (= 3 y1/2 )

y1 (= y1/2 )
x0

2 y1 (= 2 y0 )

y0

x0 + h

y1

x0 + 2h

y2

3 y1 (= 3 y1/2 )

y0 (= y1/2 )
2 y0 (= 2 y1 )
y1 (= y3/2 )

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Stirlings Interpolation Formula

The Stirlings formula in forward difference notation is

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Stirlings Interpolation Formula

The Stirlings formula in forward difference notation is




y0 + y1
p2
yp = y0 + p
+ 2 y1
2
2!

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Stirlings Interpolation Formula

The Stirlings formula in forward difference notation is




y0 + y1
p2
yp = y0 + p
+ 2 y1
2
2!
 3

2
2
3
p(p 1 ) y1 + y2
p2 (p2 12 ) 4
+
+
y2 + . . .
3!
2
4!

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Example

Ex.
Using Stirlings formula find y35
x:
y:

10
600

20
512

Dr. N. B. Vyas

30
439

40
346

50
243

Numerical Methods - Finite Differences

Example

Ex. The function y is given in the table below:


Find y for x=0.0341
x:
y:

0.01
98.4342

0.02
48.4392

Dr. N. B. Vyas

0.03
31.7775

0.04
23.4492

0.05
18.4542

Numerical Methods - Finite Differences

Central Difference
Gausss Forward interpolation formula:

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Central Difference
Gausss Forward interpolation formula:

Pn (x) = y0 + py0 +

(p + 1)p(p 1) 3
p(p 1) 2
y1 +
y1 +
2!
3!

(p + 1)p(p 1)(p 2) 4
y2 + ...
4!

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Central Difference
Gausss Forward interpolation formula:

Pn (x) = y0 + py0 +

(p + 1)p(p 1) 3
p(p 1) 2
y1 +
y1 +
2!
3!

(p + 1)p(p 1)(p 2) 4
y2 + ...
4!
Gausss Backward interpolation formula:

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Central Difference
Gausss Forward interpolation formula:

Pn (x) = y0 + py0 +

(p + 1)p(p 1) 3
p(p 1) 2
y1 +
y1 +
2!
3!

(p + 1)p(p 1)(p 2) 4
y2 + ...
4!
Gausss Backward interpolation formula:

Pn (x) = y0 + py1 +

p(p + 1) 2
(p + 1)p(p 1) 3
y1 +
y2 +
2!
3!

(p + 2)(p + 1)p(p 1) 4
y2 + ...
4!

Dr. N. B. Vyas

Numerical Methods - Finite Differences

Example

Ex. Estimate the value of y(2.5) using Gausss forward formula given
that:
x:
y:

1
1

Dr. N. B. Vyas

2
4

3
9

4
16

Numerical Methods - Finite Differences

Example

Ex. Interpolate by means of Gausss backward formula the


population for the year 1936 given the following table:
Year :
Population(in 1000s):

1901
12

Dr. N. B. Vyas

1911
15

1921
20

1931
27

1941
39

1951
52

Numerical Methods - Finite Differences

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