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Original Title: Python 3.pdf

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Python 3.pdf

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You are on page 1of 4

FINITE DIFFERENCES:

values of are equally spaced: , . The values, in some interval,

represent some function ( ) of which either we do not know or the function is very

complicated. Now we want to estimate the value of ( ), for some intermediate value of

[ in the range: ].

Forward Differences

successive differences between neighbouring -values.

, ,

We can think the symbol as a forward difference operator and , .etc. are called the

first forward differences.

The differences between the first forward differences are called second forward differences

and so on.

The second, third and successive higher order differences can be calculated easily.

( ) ( ) ( ) ,

Similarly,

( ) ( ) ( )

( ) ( )

Similarly, other differences of any order can be calculated in a straight forward way.

Note:

We can think of a shift operator defined by the following way:

for any .

So,

2

( ) , and so on.

In general, .

( )

Now with this, we can easily calculate the higher order differences.

For example,

( ) ( )

The following table demonstrates how different forward differences are computed:

Interpolation:

As the explicit nature of the function ( ) is not known, the relation is approximated by a

simple function ( ) so that the original ( ) [not known] and the approximated function

( ) agree at the set of given points ( ). This is called interpolation. If the interpolating

function is a polynomial of some degree then it is called polynomial interpolation. There are

3

other kinds of interpolations like trigonometric interpolation etc., depending on what kind of

function is used for interpolation.

We can calculate the errors in polynomial and other kinds of interpolations. We will discuss this

later.

[This is also called Gregory-Newton Interpolation.]

equidistant data points: ( ), ( ), ( ),.( ).

Consider, , .

The polynomial function of n-th degree, which passes through the given data points, can be

written as

( ) ( ) ( )( ) ( )( )( ) (1)

Since the above function will pass through the data points, by putting them we can determine

the coefficients.

So we obtain

( )

( )( )

Similarly,

In general, .

To obtain the expression of the polynomial function for any arbitrary value , we set

so that .

4

( )

( ) ( )( ) ( )( ) ( )

(2)

#Program by: A. Kar Gupta, email: kg.abhi@gmail.com

#----------------------------------------------------

y=[1,0,1,10] #y-coordinates as List

d=[] #Empty List for differences

h=1.0

t=(4-x[0])/h #Conversion of variable for x=4

coeff=t

sum=y[0]

k=1

for i in range(len(y),1,-1):

for j in range(i-1):

diff=y[j+1]-y[j]

d.append(diff) # Appended to difference List

sum=sum+coeff*d[0]

coeff=coeff*(t-k)/(k+1) # Updating the Coeff

k=k+1

y=d

d=[] # Emptying the list for next round

print 'Interpolated Value = ', sum

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