Advanced Numerical Methods

(S. A. Sahu)

Code: AMC 51151

 Syllabus

We can divide our syllabus in following four major

sections:

1. Method of solution of system of equations

Solution of Non-linear Simultaneous Equations

(Newton-Raphson Method)

Tridiagonal system of equations

(Thomas algorithm)
 2. Numerical Integration

Evaluation of Double & Triple Integrals

(a) Constant Limit (b) Variable Limit

Simpson’s Rule & Trapezoidal Rule

 3. Methods of Interpolation

 Newton’s F/W and B/W formula

 Gauss’s F/W and B/W formula

 Bessel’s Formula

 Stirling Formula

 Lagrange’s Interpolation Formula

 Newton’s Divided Difference Formula

4. Numerical Solution of Differential Equations
O.D.E.

•First Order & Higher Order Ordinary Diffe. Eqs.

•Initial Value & Boundary Value Problems

P.D.E.
•Laplace & Poisson Equations

•Heat Conduction

• Wave Equations
 Solution of Non-linear
Simultaneous Equations

(Newton-Raphson Method)
 This Method is extension of N-R Method for Non-Linear Equation

• Method for Simultaneous equations:

Suppose we are given the following Simultaneous equations

f ( x, y)  0 & g ( x, y)  0 …(1)

Why simultaneous..?
We consider that ( x0 , y0 ) be the first approximation

And ( x0  h, y0  k ) be the real roots

It means, we must have :

f ( x0  h, y0  k )  0 
 ….(2)
and 

g ( x0  h, y0  k )  0 
Now we expand the relation, we had in eq. (2)
Using Taylor Series Expansion
h2
f ( x0  h)  f ( x0 )  h f ( x0 )  f ( x0 )  .............
2

 f   f 
f ( x0  h, y0  k )  f ( x0 , y0 )  h    k    ....... (3)
 x 0  y 0

(similarly for g ( x0  h, y0  k ) )

Now since h and k are very small, we can neglect the terms
containing h2 (or k 2)and higher order terms…
 • Now, eq.(2), eq.(3) and assumption suggests

 f   f 
f ( x0  h, y0  k )  0  f ( x0 , y0 )  h    k   ..(4a)
 x 0  y 0

 g   g 
g ( x0  h, y0  k )  0  g ( x0 , y0 )  h    k  
 x 0  y 0 ..(4b)
• Or simply:

 f   f 
h    k     f ( x0 , y0 ) …5(a)
 x 0  y 0

 g   g 
h    k     g ( x0 , y0 ) ..5(b)
 x 0  y 0

Let us say
f ( x0 , y0 )  f 0
and
g ( x0 , y0 )  g0
Cramer’s Rule for or the solution of
a system of linear equation
• We have from Eqs. 5(a) & 5(b)
 f   f 
h    k     f0
 x 0  y 0

 g   g 
h   k     g0
 x 0  y 0

Or in matrix form
 f   f   h   f0 
        
 x 0  y 0     
     
  g   g  
      
  x 0  y 0   k    g0 

Now let us call
 f   f  
    
 x 0  y 0 
   D,
  g   g  
  x 0   
  y 0 

  f    f  
 f0       f0 
  y 0   x 0  D
   Dx   g   y
g  g  
      g0 
 0
  y 0    x 0 

And hence we can have (from Cramer’s rule)

Dx Dy
h and k 
D D
• This gives the next approximation, as

x1  x0  h and y1  y0  k

Using these values we can proceed further for next

approximation (better value)

This completes the method.

 • Solve the given simultaneous equations
(up to two iterations)

f ( x, y )  2 x  y  1  0
3 2

g ( x, y )  xy  y  4  0
3

take
x0  1.2, y0 1.7
 Q.2

f ( x, y )  x  3log x  y  0
2

g ( x, y )  2 x  xy  5 x  1  0
2

take
x0  3.4 , y0  2.2
 Solution of Q.2
f 0  3.4  3* log(3.4)  (2.2)  0.1545
2

g 0  2 * (3.4) 2  (3.4) * (2.2)  5* (3.4)  1  0.36

 f  3 3  f 
  1 1  1.88235    2 y  4.4
 x 0 x 3.4  y 0

 g   g 
   4 x  y  5  6.4     x  3.4
 x 0  y 0
 1.88235  4.4 
D1     21.76001
6.4  3.4 
Dx1 2.1093
h   0.09693
D1 21.76001
 0.1545  4.4 
Dx1     2.1093
0.36  3.4 
Dy1 1.6664
k   0.0766
D1 21.76001
1.88235  0.1545
Dy1     1.6664
6.4 0.36 
• And hence we have the second approximation as

x1  x0  h  3.4  0.09693  3.4969

y1  y0  k  2.2  0.0766  2.2766

• We repeat the process for next approximation

Tridiagonal system of

equations

(Thomas algorithm)
• In applications, many times we can have system of
equations which gives a coefficient matrix of special
structure, majority of zeros . Sparse matrices

[Upper Triangular & Lower Triangular Matrices]

What, If we have a matrix such that except the

principal diagonal and its upper and lower
diagonal, all the elements are zero….???
Such a matrix is called

TRIDIAGONAL MATRIX
Something which looks like…….
 Tridiagonal Systems
Tridiagonal Systems:
• The non-zero elements are in the
main diagonal, super diagonal
5 1 0 0 0  x1   b1 
and subdiagonal. 3    
4 1 0 0  x2  b2  

• aij=0 if |i-j| > 1 0 2 6 2 0  x3   b3 
    
0 0 1 4 1  x4  b4 
0 0 0 1 6  x5  b5 

CISE301_Topic3 25
Mathematically….

• An n×n matrix A is called a tridiagonal matrix

if ai , j  0 whenever i  1  j or j  1  i

• The system of equations which gives rise to a

tridiagonal coefficient matrix is called …..

Tridiagonal System of
Equations
A tridiagonal system for n unknowns may be written as

ai xi 1  bi xi  ci xi 1  di …(1)

i  1, 2,3...................n and (a1  cn  0)

B.V.P. with second order ODE, Heat

conduction equations…. Generate
equations like (1)
Now if we put i = 1, 2…n in eq. (1), we get

a1 x0  b1 x1  c1 x2  d1 ..2(a)

..2(b)
a2 x1  b2 x2  c2 x3  d 2

a3 x2  b3 x3  c3 x4  d3 ..2(c)

….. + …… +……. = ……
Which in matrix form can be written as

b1 c1 0 0 0.....0   x1   d1 
 a b c 0 0 ....0  x  d 
 2 2 2   2  2
0 a3 b3 c3 0....0   x3   d3 
      
...............................  ..  .. 
.............................c  ..  .. 
 n
    
0 0 0 0 0 an bn   xn   d n 
• Thomas algorithm (named after L. H. Thomas), is
a simplified form of Gauss elimination method

• Suppose we have a system like

b1 x1  c1 x2  d1
a2 x1  b2 x2  c2 x3  d 2
a3 x2  b3 x3  c3 x4  d3

And we have to find all the unknowns…

x1 , x2 , x3 ,...........xn
 Then Thomas Algo. Gives the values of unknown in the order last to first..

It means first we shall get xn and then by back

substitution, we will get xn 1 , xn  2 , xn 3 ,........ x1
 n  xn and xi  i   i ( xi 1 ) i  n  1, n  2, .........3, 2,1

Where

d1 di  ai i 1
1  and i  ( for i  2,3,4....n)
b1 bi  aii 1

and

c1 ci
1  and i  ( for i  2,3,4....n)
b1 bi  aii 1
 Q.1
Solve the following system of equations

5 x1  2 x2  12
x1  5 x2  2 x3  9
x2  5 x3  2 x4  8
x3  5 x4  6
 In matrix form

5 2 0 0   x1  12 
1 5 2     
0   x2   9 
 
0 1 5 2   x3   8 
    
0 0 1 5   x4   6 

CISE301_Topic3 34
 2 2
1   0.4  2   0.43478  0.4348 and so on ..........
5 4.6

1  2.4,  2  1.4348, 3  1.4381,  4  1.

 4  x4  1

Now by back substitution we get

x3  1, x2  1, x1  2
 Section: 2

Finite Difference

Interpolation

Numerical Integration
 Finite Differences

Let we have

y  f ( x) ..(1)

which is tabulated for equally spaced

values..

x  x0 , x0  h, ...... x0  nh
And returns the following values

y0 , y1 , ........... yn

It means
f ( x0 )  y0
f ( x0  h)  f ( x1 )  y1
.
.
.
f ( x0  nh)  f ( xn )  yn
 Then we can define the following Differences

• Forward Difference  DELTA

• Backward Difference  Nabla

• Central Difference  delta (lower case)

 • Forward Difference

First Forward Difference

We define the FORWARD DIFFERENCE OPERATOR,

denoted by  as

The expression f ( x  h)  f ( x) gives the FIRST FORWARD

DIFFERENCE of and the operator  is called
the FIRST FORWARD DIFFERENCE OPERATOR.
• Notation (First Forward Differences)
y0  y1  y0

y1  y2  y1
.
.
yr  yr 1  yr
Second Forward Differences are given by

 y0  y1  y0
2

 y1  y2  y1
2

.
.
 yr  yr 1  yr
2
• And hence in general the pth Forward Diff.

p 1 p 1
 yr  
p
yr 1   yr ..(2)
• Forward Difference Table
• Forward Diff. Terms

x  Argument

y  function / Entry

y0  Leading term

y0 ,  2 y0 ,  3 y0 ....  Leading differences

• Backward differences are defined and denoted
by following

y1  y1  y0

y2  y2  y1
.
.
yr  yr  yr 1
Following the concept of Forward Diff.

Make a table for Backward Difference up to 5th

Difference
• Central Differences

• The central Diff. operator  is defined by the

following relation

 y1/ 2  y1  y0
 y3/ 2  y2  y1

Define second third and other central differences

And make a central diff. table
• Write the forward Diff. table if…

x : 10 20 30 40
y : 1.1 2.0 4.4 7.9
 • Other operators

Shift Operator E

Average Operator 
Shift Operator is the operation of increasing of argument x by h

and hence defined by

Ef ( x)  f ( x  h)
E 2 f ( x )  f ( x  2h)
E 3 f ( x)  f ( x  3h)
..........
The inverse shift operator is defined by

1
E f ( x)  f ( x  h)
 We have defined the following Differences

• Forward Difference  DELTA y0  y1  y0

• Backward Difference  Nabla y1  y1  y0

• Central Difference  delta  y1/ 2  y1  y0

• Shift Operator E  E 1 f ( x)  f ( x  h)

• Average Operator    yx  ( y
x
h
2
y
x
h
2
)
 Relations among the operators

(i )   E  1 or E 1 

(ii )   1  E 1 or E 1  1  

1 1/ 2
(iii )   E 1/ 2
E 1/ 2
(iv)   ( E  E 1/ 2 )
2
• Proof of (i)

yx  yx  h  yx

 Eyx  yx ( y0  f ( x0 )  yx  h  f ( x  h)  Eyx )

 ( E  1) yx
   E 1
 Interpolation

Suppose we have following values for y=f(x)

x : x0 x1 x2 ... xn
y : y0 y1 y2 ... yn
• Interpolation is the technique of estimating the
value of a function for any intermediate value of
the independent variable

• The process of computing the value of the

function outside the range is called
Extrapolation
 Interpolation

Equal spaced Unequal Differences

Forward Interpolation Newton’s Divided Diff.
(Newton’s Fwd. Int.)
Backward Interpolation Lagrange’s Interpolation
(Newton’s Bwd. Int.)
Central Diff. Interpolation
• Gauss Forward
• Gauss Backward
• Stirling Formula
• Bessel’s Formula
• Everett’s Formula
 Newton’s Forward Interpolation

Suppose the function y  f ( x)

is tabulated for equally spaced values..
x  x0 , x0  h, ...... x0  nh

And it takes the following values

y0 , y1 , ........... yn
• Suppose we have to calculate f(x) at x=x0+ph
(p is any real number), then we have

y p  f ( x0  ph)  E p f ( x0 )  (1  ) p y0

Now we expand the term (1  ) by Binomial theorem

p
  p ( p  1) 2 p( p  1)( p  2) 3 
y p  (1  ) p y0  1  p      .... y0
 2 3 
or
p ( p  1) 2 p( p  1)( p  2) 3 p( p  1)...[ p  (n  1)] n
y p  y0  py0   y0   y0  ....   y0
2 3 n
........(1)

(sinceif y  f ( x) is polynomial of nth degree then  n 1 y0 and other terms will be zero )

The above blue colored equation (1) is

Newton’s Forward Interpolation Formula

Because it contains y0 and forward differences of y0

 Example

Estimate f (3.17)from the data using Newton

Forward Interpolation.

x: 3.1 3.2 3.3 3.4 3.5

f(x): 0 0.6 1.0 1.2 1.3

x  x0
Re member : x ( x0  ph)  p
h

61
 Solution
First let us form the difference table

x y y 2y 3y 4y

3.1 0
0.6
3.2 0.6 - 0.2
0.4 0
3.3 1.0 - 0.2 0.1
0.2 0.1
3.4 1.2 -0.1
0.1
3.5 1.3

Here x0 = 3.1, x = 3.17, h = 0.1.

62
 Solution
p= x  x0
h
= 0.07
0 .1
= 0.7

Newton forward formula is:

P(x) = y0 + py0+ p( p2! 1) 2y0+ p(p  13)(! p  2) 3y0+ p(p  1)( p  2)( p  3)
4!
4y0

P(3.17)=0+0.70.6+ 0.7(02.7  1) (-0.2)+ 0.7(0.7 61)(0.7  2) 0+

0.7(0.7  1)(0.7  2)(0.7  3)
24
 0.1

= 0.4384
Thus f(3.17) = 0.4384.

63
 Newton’s Backward Interpolation

Suppose the function y  f ( x)

is tabulated for equally spaced values..
x  x0 , x0  h, ...... x0  nh

And it takes the following values

y0 , y1 , ........... yn
• Suppose we have to calculate f(x) at x=xn+ph
(p is any real number, may be -ve), then we have

( 1)(  p ) p
y p  f ( xn  ph)  E f ( xn )  E
p
 (1  ) yn

we have (1  ) for E 1

Now we expand the term (1  ) p by Binomial theorem

x  xn
Re member : x ( xn  ph)  p
h
 NEWTON GREGORY BACKWARD
INTERPOLATION FORMULA

Taking p = x hx , we get the

n

interpolation formula as:

2
P(xn+ph) = y0 + pyn + p(p  1)
2!
 yn +
p(p  1)(p  2)
3!
3yn +  +
p (p  1) (p  2)  (p  n  1)
n!
nyn

66
 Example
Estimate f(42) from the following data using newton
backward interpolation.

x: 20 25 30 35 40 45
f(x): 354 332 291 260 231 204

67
 Solution
The difference table is:
x f f 2f 3f 4f 5f Here xn = 45, h = 5, x = 42
20 354
- 22 and p = - 0.6
25 332 - 19
- 41 29
30 291 10 -37
- 31 -8 45
35 260 2 8
- 29 0
40 231 2
- 27
45 204

68
 Solution
Newton backward formula is:

P(x) =
yn+pyn+ p(p2!+ 1) 2yn+ p(p + 1)(p
3!
+ 2)
 3
yn + p(p + 1)(p + 2)(p + 3)
4!
 4
yn +
p( p  1)( p  2)( p  3)( p  4)
5!
5yn

P(42)=204+(-0.6)(-27)+ (-0.6)(0.4)
2
2+ (-0.6)(0.40(1.4)
6
0+
(-0.6)(0.4)(1.4)(2.4)
24
8+ (-0.6)(0.4)(1.4)(2.4)(3.4)
120
 45 = 219.1430

Thus, f(42) = 219.143

69
 Central Difference Formula

• Gauss Forward

• Gauss Backward

• Stirling Formula

• Bessel’s Formula

• Everett’s Formula
• If y=f(x) is any function, which takes values

x0  2h, x0  h, x0 , x0  h, x0  2h

and returns corresponding values

y2 , y1 , y0 , y1 , y2

• Then the difference table can be written as

 Central Difference table

x y 1st Diff. 2nd Diff. 3rd Diff. 4th Diff.

x0  2h y2
y2 (  y3/2 )
x0  h y1  2 y2 (  2 y1 )
y1 (  y1/2 )  3 y2 (  3 y1/2 )
x0 y0  2 y1 (  2 y0 )  4 y2 (  4 y0 )
y0 (  y1/2 )  3 y1 (  3 y1/2 )
x0  h y1  2 y0 (  y1 )
y1 (  y3/2 )
x0  2h y2

Table-1
1. GAUSS FORWARD INTERPOLATION FORMULA

p p  p  1 3  p  1 4  p  2 5
P(x) = y0+   y0+   2y-1+    y-1+    y-2 +    y-2 +  where
 
1  
2  3   4   5 

x - x0 p = p( p -1) ( p - 2) ( p -r +1)
p=
h
and
r () r!

OR

p ( p  1) 2 ( p  1) p( p  1) 3 ( p  1) p( p  1)( p  2) 4
y p  y0  py0   y1   y1   y2  .....
2! 3! 4!

…..(A)

74
 Derivation of Gauss Fwd. Int. Formula

We have Newton’s Forward Int. Formula

p( p  1) 2 p( p  1)( p  2) 3 p( p  1)...[ p  (n  1)] n

y0  py0   y0   y0  ....   y0 ...(1)
2 3 n

We have following relations (from table)

• Note:
(1) Gauss forward formula contains odd
differences just below the central line and
even differences on the central line

(2) Formula is useful to interpolate the value of y

for 0<p<1, measured forwardly
 Example
Find f(30) from the following table values using Gauss
forward difference formula:

x: 21 25 29 33 37
F(x): 18.4708 17.8144 17.1070 16.3432 15.5154

78
 Solution
The difference table is

x f f  2f  3f  4f
21 18.4708

-0.6564

25 17.8144 - 0.0510

-0.7074 - 0.0054

29 17.1070 0.0564 - 0.0022

-0.7638 - 0.0076

33 16.3432 - 0.0640

-0.8278

37 15.5154

p p 2  p  1 3  p  1 4
P(x) = y0 +   y0 +    y-1 +    y-1 +    y-2 + 
1  2  3   4 
f (30) = 16.9217

79
 2. Gauss Backward interpolation formula

Again starting with Newton’s Forward Int. Formula

p( p  1) 2 p( p  1)( p  2) 3 p( p  1)...[ p  (n  1)] n

y0  py0   y0   y0  ....   y0 ...(1)
2 3 n

we have
y0  y1   2 y1  y0   2 y1  y1

similarly
 2 y0  3 y1   2 y1 and 3 y0   4 y1   3 y1
Also we can have
3 y1  3 y2   4 y2  3 y1   4 y2   3 y2
And similarly other differences..
Putting these values we finally get

p( p  1) 2 ( p  1)( p  1) 3 ( p  1)( p  1)( p  2) 4

y p  y0  py1   y1   y2   y2  .....
2 3 4

or in central difference notation

p( p  1) 2 ( p  1)( p  1) 3 ( p  1)( p  1)( p  2) 4

y p  y0  p y1/ 2   y0   y1/ 2   y0  .....
2 3 4

this is Gauss Backward Formula

• Note:
(1) Gauss Backward formula contains odd differences just
above the central line and even differences on the
central line

• Formula is useful to interpolate the value of y for

p lying between -1 & 0
 Example

Estimate cos 51 42' by Gauss backward

interpolation from the following data:

x: 50 51 52 53 54

cos x: 0.6428 0.6293 0.6157 0.6018 0.5878

83
 Solution
x0 = 52, x = 51 42' = 51.7, h = 1
x  x0 51.7  52
P= h
= 1
= -0.3

The difference table is

X y y 2y 3y 4y

50 0.6428
- 0.0135
51 0.6293 - 0.0001
- 0.0136 - 0.0002
x0 = 52 0.6157 - 0.0003 0.0004
- 0.0139 - 0.0002
53 0.6018 - 0.0001
- 0.0140
54 0.5878

84
 Solution
The Gauss backward formula is:
p  p  1 2  p  1 3  p  2 4
P(x) = y0 +   y-1 +    y-1 +    y-2 +    y-2
1  2   3   3 

P(51.7) = 0.6198

85
 3. STIRLING’S FORMULA
• This formula gives the average of the values obtained by
Gauss forward and backward interpolation formulae. For
using this formula we should have – ½ < p< ½.
We can get very good estimates if - ¼ < p < ¼.
The formula is:

 y 0  y 1  p 2 p(p 2  1)  3 y 1  3 y  2  p 2 (p  1) 4
P(x) = y0+p  +  y-1+
2
  +  y-2 + ...
 2  2! 3!  2  4!

86
• Stirling Formula (Derivation) [Mean of Gauss Fwd. & Gauss Bkwd]

• Eq. (3) is Stirling Formula

• Note:
• Stirling Formula contains means of odd differences just above and
below the central line and even differences on central line
 Example
• Using Sterling Formula estimate f (1.63) from the
following table:
x: 1.50 1.60 1.70 1.80 1.90
f(x):17.609 20.412 23.045 25.527 27.875

Solution
X0 = 1.60, x = 1.63, h = 0.1
1.63 – 1.60
p= = 0.3
0.1

89
 Solution
• Difference table
x y y  2y  3y  2y
1.50 17.609
2.803
x0= 1.60 20.412 -0.170
2.633 0.019
1.70 23.045 -0.151 -0.02
2.482 0.017
1.80 25.527 -0.134
2.348
1.90 27.875

90
 4. BESSELS’ INTERPOLATION FORMULA

We have Gauss Fwd. Interpolation Formula as

p ( p  1) 2 ( p  1) p( p  1) 3 ( p  1) p( p  1)( p  2) 4
y p  y p  py0   y1   y1   y2  .....
2! 3! 4!

Now we use following relations

 2 y0   2 y1   3 y1   2 y1   2 y0   3 y1

and similarly

 4 y2   4 y1   5 y2

and other even differences

• We get the following Bessel’s Formula

1
 p ( p  1)  y1   y0  ( p  ) p( p  1)
2 2
2 ( p  1) p ( p  1)( p  2)  4 y2   4 y1
y p  y0  py0     y1 
3
 ...
 2! 2  3! 4! 2

….(B)
BESSELS’ INTERPOLATION FORMULA/other way

• This formula involves means of even difference on and below

the central line and odd difference below the line.
• The formula is

y 0 + y1 æ 1 ö p (p – 1) æD2 y- 1 + D2 y0 ö
+ çp – ÷ Dy 0 + ç ÷
P(x) = 2 è 2ø 2! è 2 ø

æ 1ö
ç p - ÷ p (p – 1) æD4 y –2 + D4 y –1 ö
è 2ø (p + 1) (p – 1) (p – 2)
+ 3y-1 + 4! ç
è 2 ÷
ø
3!

93
BESSELS’ INTERPOLATION FORMULA
Note
• When p = 1/2 , the terms containing odd differences vanish.
• Then we get the formula in a more simple form:

y 0 + y1 p (p – 1) æD2 y- 1 + D2 y0 ö
P(x) = + ç ÷
2 2! è 2 ø
(p + 1) p(p – 1)(p – 2) æD4 y –2 + D4 y –1 ö
+ ç ÷ +
4! è 2 ø

94
 Example
Use Bessels’ Formula to find (46.24)1/3 from the
following table of x1/3.

X: 41 45 49 53
X1/3: 3.4482 3.5569 3.6593 3.7563

95
 Solution
x0 = 45, x = 46.24, h = 4 p = 0.31
Difference table is:
x Y y  2y  3y
41 3.4482
0.1087
x0 = 45 3.5569 -0.0063
0.1024 -0.00091
49 3.6593 -0.0054
0.0970
53 3.7563

Applying Bessels’ formula, we get

(46.24)1/3 = 3.5893
96
 5. Laplace-Everett’s Formula
Gauss’s forward interpolation formula is
p  p  1 2  p  1 p  p  1 3 y   p  1 p  p  1 p  2 4 y   p  2 p  1 p  p  1 p  2 5 y  ......
y p  y0  py0   y1  1 2 2
2! 3! 4! 5!

We eliminate the odd differences in above

equation by using the relations
y0  y1  y2 , 3 y1   2 y0   2 y1 , 5 y2   4 y1   4 y2
And then to change the terms with negative
sign, putting p  1  q , we obtain
q  q 2  12  q  q 2  12  q 2  22  p  p 2  12  p  p 2  12  p 2  22 
y p  qy0   y1 
2
 y2  ......  py1 
4
 y0 
2
 4 y1  .....
3! 5! 3! 5!

…(E)

This is known as Laplace-Everett’s formula.

Choice of an interpolation formula
The following rules will be found useful:
 To find a tabulated value near the beginning
of the table, use Newton’s forward formula.
 To find a value near the end of the table, use
Newton’s backward formula.
 To find an interpolated value near the centre
of the table, use either Stirling’s or Bessel’s or
Everett’s formula.
 Choice of central difference
 If interpolation is required for p lying between
1 1
4 and 4 , prefer Stirling’s formula.


 If interpolation is desired for p lying between

1 3
4 and 4 , use Bessel’s or Everett’s formula.

 Gauss’s Backward interpolation formula is

used to interpolate the value of “y” for a
negative value of p lying between -1 and 0.
 Gauss’s forward interpolation formula is used
to interpolate the value of “y” for p (0<p<1)
measured forwardly from the origin.
 Bessel’s and Everett’s central difference
interpolation formula can be obtained by each
other by suitable rearrangements.