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Newton's Divided Difference Interpolation Formula

Newton's divided difference interpolation formula can be used to find interpolated values of a function from a set of known data points. The formula involves calculating divided differences and coefficients. Divided differences provide information about the curvature of the function. The coefficients of Newton's interpolating polynomial are equal to the divided differences. The formula was demonstrated on examples involving interpolation of velocity-time data for a rocket. Velocities at times between data points were accurately estimated, with less than 0.05% error in one case.

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Anuraj N V
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858 views31 pages

Newton's Divided Difference Interpolation Formula

Newton's divided difference interpolation formula can be used to find interpolated values of a function from a set of known data points. The formula involves calculating divided differences and coefficients. Divided differences provide information about the curvature of the function. The coefficients of Newton's interpolating polynomial are equal to the divided differences. The formula was demonstrated on examples involving interpolation of velocity-time data for a rocket. Velocities at times between data points were accurately estimated, with less than 0.05% error in one case.

Uploaded by

Anuraj N V
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Newton’s Divided Difference Interpolation formula

Newton’s Divided Difference Interpolation formula

Newton’s equation of a function that passes


through two points

 x0 , y 0  and x1 , y1  is

Px   a0  a1 x  x0 
Px   a0  a1 x  x0 
Set x  x0
P  x0   y0  a0
Set x  x1
P  x1   y1  a0  a1  x1  x0 
y1  y 0
a1 
x1  x0
Newton’s equation of a function that passes
through three points

x0 , y0  x1 , y1  and  x2 , y2 


is
P  x   a0  a1  x  x0 
 a2  x  x0  x  x1 
To find a 2 , set x  x 2
P  x2   a0  a1  x2  x0 
 a2  x2  x0  x2  x1 
y2  y1 y1  y0

x2  x1 x1  x0
a2 
x2  x0
Newton’s equation of a function that passes
through four points can be written by adding a
fourth term .

P  x   a0  a1  x  x0 
 a2  x  x0  x  x1 
 a3  x  x0  x  x1  x  x2 
P  x   a0  a1  x  x0 
 a2  x  x0  x  x1 
 a3  x  x0  x  x1  x  x2 

The fourth term will vanish at all three previous


points and, therefore, leaving all three previous
coefficients intact.
Divided differences and the coefficients

The divided difference of a function, f


with respect to xi is denoted as f  xi 

It is called as zeroth divided difference and is


simply the value of the function, f at xi

f xi   f xi 
The divided difference of a function, f
with respect to xi and xi 1

called as the first divided difference, is


denoted f  xi , xi 1 

f  xi 1   f  xi 
f  xi , xi 1  
xi 1  xi
The divided difference of a function, f
with respect to xi , xi 1 and xi  2

called as the second divided difference, is


denoted f  xi , xi 1 , xi 2 

f  xi 1 , xi  2   f  xi , xi 1 
f  xi , xi 1 , xi  2  
xi  2  xi
The third divided difference with respect to
x i
, x i 1
, xi 2 and x i 3

f  xi , xi 1 , xi  2 , xi 3 
f  xi 1 , xi  2 , xi 3   f  xi , xi 1 , xi  2 

xi 3  xi
The coefficients of Newton’s interpolating polynomial
are:

a0  f x0 
a1  f x0 , x1 
a2  f x0 , x1 , x2 

a3  f x0 , x1 , x2 , x3 
a4  f x0 , x1 , x2 , x3 , x4  and so on.
Example - 1
Find Newton’s interpolating polynomial to approximate
a function whose 5 data points are given below also
find 𝒇(𝟐. 𝟖).

x f  x
2.0 0.85467
2.3 0.75682
2.6 0.43126
2.9 0.22364
3.2 0.08567
𝒙𝒊 𝒇[𝒙𝒊 ] 𝒇 𝒙𝒊−𝟏 , 𝒙𝒊 𝒇 𝒙𝒊−𝟐 , 𝒙𝒊−𝟏 , 𝒙𝒊 𝒇 𝒙𝒊−𝟑 , … , 𝒙𝒊 𝒇 𝒙𝒊−𝟒 , … , 𝒙𝒊

2.0 0.85467

-0.32617

2.3 0.75682 -1.26505

-1.08520 2.1336

2.6 0.43126 0.65522 -2.0263

-0.6921 -0.2980

2.9 0.22364 0.3870

-0.45990

3.2 0.08567
The 5 coefficients of the Newton’s interpolating
polynomial are:

a0  f  x0   0.85467
a1  f  x0 , x1   0.32617

a2  f  x0 , x1 , x2   1.26505

a3  f  x0 , x1 , x2 , x3   2.13363
a4  f  x0 , x1 , x2 , x3 , x4   2.02642
P  x   a0  a1  x  x0 
 a2  x  x0  x  x1 
 a3  x  x0  x  x1  x  x2 
 a4  x  x0  x  x1  x  x2  x  x3 
P  x   0.85467  0.32617  x  2.0 
-1.26505  x  2.0  x  2.3
 2.13363  x  2.0  x  2.3 x  2.6 
2.02642  x  2.0  x  2.3 x  2.6  x  2.9 

𝑃 𝑥 = −100.1147 + 155.7512 ∙ 𝑥
−88.5126 ∙ 𝑥2 + 21.9925 ∙ 𝑥3 − 2.02642 ∙ 𝑥4
𝑃 2.8 = −100.1147 + 155.7512 ∙ 2.8
−88.5126 ∙ 2.8 2 + 21.9925 ∙ 2.8 3
− 2.02642 ∙ 2.8 4

𝑓(2.8) ≈ 𝑃 2.8 = 0.277


Example - 2
Find Newton’s interpolating polynomial to approximate
a function whose 4 data points are given below.

x f  x
1.0 0
2.0 1
4.0 2
0.5 -1
𝒙𝒊 𝒇[𝒙𝒊 ] 𝒇 𝒙𝒊−𝟏 , 𝒙𝒊 𝒇 𝒙𝒊−𝟐 , 𝒙𝒊−𝟏 , 𝒙𝒊 𝒇 𝒙𝒊−𝟑 , … , 𝒙𝒊

1.0 0

2.0 1 -0.1667

0.5 0.1428

4.0 2 -0.2381

0.8571

0.5 -1
The 4 coefficients of the Newton’s interpolating
polynomial are:

𝑎0 = 𝑓 𝑥0 = 0
𝑎1 = 𝑓 𝑥0 , 𝑥1 = 1
𝑎2 = 𝑓 𝑥0 , 𝑥1 , 𝑥2 = −0.1667
𝑎3 = 𝑓[𝑥0 , 𝑥1 , 𝑥2 , 𝑥3 ] = 0.1428
𝑃 𝑥 = 𝑎0 + 𝑎1 𝑥 − 𝑥0
+𝑎2 𝑥 − 𝑥0 𝑥 − 𝑥1
+𝑎3 𝑥 − 𝑥0 𝑥 − 𝑥1 𝑥 − 𝑥2
𝑃 𝑥 = 0 + 1 𝑥 − 1.0
−0.1667 𝑥 − 1.0 𝑥 − 2.0
+0.1428 𝑥 − 1.0 𝑥 − 2.0 (𝑥 − 4.0)

𝑃 𝑥 = −2.4758 + 3.4993 ∙ x
2
−1.1663 ∙ x + 0.1428 ∙ x 3
Example-3
The upward velocity of a rocket is given as a function of time in
Table 1. Find the velocity at t=16 seconds using the Newton Divided
Difference method.
Given 𝑣 16 = 392 𝑚/𝑠, calculate the absolute relative error.

Table. Velocity as a
function of time

t (s) v(t ) (m/s)


0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67
Figure. Velocity vs. time data
for the rocket example
The velocity profile is chosen as

v(t )  b0  b1 (t  t 0 )  b2 (t  t 0 )(t  t1 )  b3 (t  t 0 )(t  t1 )(t  t 2 )

we need to choose four data points that are closest to t  16

t0  10, v(t 0 )  227.04


t1  15, v(t1 )  362.78
t 2  20, v(t 2 )  517.35
t 3  22.5, v(t 3 )  602.97

The values of the constants are found as:


b0 = 227.04; b1 = 27.148; b2 = 0.37660; b3 = 5.4347×10−3
b0
t0  10 227.04 b1
27.148 b2
t1  15, 362.78 0.37660 b3
30.914 5.4347 10 3
t 2  20, 517.35 0.44453
34.248
t3  22.5, 602.97

b0 = 227.04; b1 = 27.148; b2 = 0.37660; b3 = 5.4347×10−3


Hence
v (t)  b0  b1 (t  t 0 )  b2 (t  t0 )( t  t1 )  b3 (t  t0 )( t  t1 )(t  t 2 )
 227.04  27.148( t  10)  0.37660(t  10)(t  15)
 5.4347 * 10 3 (t  10)( t  15)( t  20)
At t  16,
v (16)  227.04  27.148(16  10)  0.37660(16  10)(16  15)
 5.4347 * 10 3 (16  10)(16  15)(16  20)
 392.06 m/s
The absolute relative approximate error | ∈𝑎 | obtained is
392 − 392.06
∈𝑎 = × 100
392
= 0.033427 %
Distance from Velocity Profile
Find the distance covered by the rocket from t=11s to
t=16s ?
v (t )  227.04  27.148(t  10)  0.37660( t  10)( t  15)
10  t  22.5
 5.4347 * 10 (t  10)( t  15)( t  20)
3

 4.2541  21.265t  0.13204t 2  0.0054347t 3 10  t  22.5

So
16
s16  s11   v t dt
11

16
  (  4.2541  21.265t  0.13204t 2  0.0054347t 3 ) dt
11

16
 t2 t3 t4 
  4.2541t  21.265  0.13204  0.0054347 
 2 3 4  11

 1605 m
Acceleration from Velocity Profile

Find the acceleration of the rocket at t=16s given that

v(t )  4.2541  21.265t  0.13204t 2  0.0054347t 3

v(t )   4.2541  21.265t  0.13204t 2  0.0054347t 3 


d d
a(t ) 
dt dt

 21.265  0.26408t  0.016304t 2


a(16)  21.265  0.26408(16)  0.016304(16) 2

 29.664 m / s 2

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