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NA Lecture 21 (N)

This document covers various interpolation methods in numerical analysis, including Newton's Forward and Backward Difference Interpolation, Lagrange's Interpolation, and Cubic Spline Interpolation. It explains the process of estimating values for intermediate and extrapolated points based on given data points. Key operators and formulas used in these methods are also detailed, emphasizing their applications in estimating function values efficiently.

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8 views19 pages

NA Lecture 21 (N)

This document covers various interpolation methods in numerical analysis, including Newton's Forward and Backward Difference Interpolation, Lagrange's Interpolation, and Cubic Spline Interpolation. It explains the process of estimating values for intermediate and extrapolated points based on given data points. Key operators and formulas used in these methods are also detailed, emphasizing their applications in estimating function values efficiently.

Uploaded by

xibejir727
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Numerical

Analysis
Lecture 21
Chapter 5
Interpolation
Finite
Finite Difference
Difference Operators
Operators
Newton’s
Newton’s Forward
Forward Difference
Difference
Interpolation
Interpolation Formula
Formula
Newton’s
Newton’s Backward
Backward Difference
Difference
Interpolation
Interpolation Formula
Formula
Lagrange’s
Lagrange’s Interpolation
Interpolation
Formula
Formula
Divided
Divided Differences
Differences
Interpolation
Interpolation in
in Two
Two Dimensions
Dimensions
Cubic
Cubic Spline
Spline Interpolation
Interpolation
For given a table of values,

( xk , yk ), k 0,1, 2, , n;

the process of estimating


the value of y, for any
intermediate value of x, is
called interpolation.
Method of computing the
value of y, for a given
value of x, lying outside
the table of values of x is
known as extrapolation.
r r 1 r 1
 yi  yi 1   yi
k k1 k1
 yi  yi   yi  1 ,
i n, (n  1),..., k
n 1 n 1
 yi 
n
yi (1 2)   yi  (1 2)
Thus
y x  yx h  yx  f ( x  h)  f ( x)
2
 y x y x h  yx
Similarly
y x  y x  y x  h  f ( x)  f ( x  h)
 h  h
 yx  y x ( h / 2)  y x  ( h / 2) f x  f x 
 2  2
Shift operator, E
E f ( x )  f ( x  h)
n
E f ( x)  f ( x  nh)
n
E y x  y x nh
The inverse operator E -1

is defined as
1
E f ( x )  f ( x  h)
Similarly,

n
E f ( x)  f ( x  nh)
Average Operator, 
1  h  h 
 f ( x)   f x  f  x  
2  2  2 
1
  y x ( h / 2)  y x  ( h / 2) 
2
Differential Operator, D

d 
Df ( x)  f ( x)  f ( x) 
dx 
2 
2 d n 
D f ( x)  2 f ( x)  f ( x)
dx 
Important Results
E1
 E  1 1
 1  E 
E

 E 1/ 2
 E 1/ 2 hD log E

1 1/ 2  1/ 2
  (E  E )
2
Newton’s Forward
Difference
Interpolation
Formula
Let
Let yy == ff ((xx)) be
be aa function
function which which
takes
takes values
values ff((xx00),), ff((xx00++ hh),), ff((xx00+2
+2hh),),
…,
…, corresponding
corresponding to to various
various equi- equi-
spaced
spaced valuesvalues of of xx with
with spacing
spacing hh,,
say
say xx00,, xx00 ++ hh,, xx00 ++ 22hh,, …
… ..
Suppose,
Suppose, we we wishwish to to evaluate
evaluate the the
function
function ff ((xx)) for for aa value
value xx00 ++ ph ph,,
where
where pp is is any
any realreal number,
number, then then for
for
any
any real
real number
number pp,, we we have
have the the
operator
operator E E such
such that that
p
E f ( x)  f ( x  ph).
p p
f ( x0  ph) E f ( x0 ) (1  ) f ( x0 )

 p ( p  1) 2 p ( p  1)( p  2) 3 
 1  p        f ( x0 )
 2! 3! 
f ( x0  ph)  f ( x0 )  pf ( x0 )
p ( p  1) 2 p ( p  1)( p  2) 3
  f ( x0 )   f ( x0 )
2! 3!
p ( p  1) ( p  n  1) n
   f ( x0 )  Error
n!

This is known as Newton’s


forward difference formula for
interpolation, which gives the
value of f(x0 + ph) in terms of f(x0)
and its leading differences.
This formula is also known as
Newton-Gregory forward
difference interpolation formula.
Here p=(x-x0)/h.
An alternate expression is
p ( p  1) 2
y x  y0  py0   y0
2!
p ( p  1)( p  2) 3
  y0  
3!
p ( p  1)( p  n  1) n
  y0  Error
n!
If we retain (r + 1) terms, we
obtain a polynomial of degree r
agreeing with yx at x0, x1, …, xr.
This formula is mainly used
for interpolating the values of y
near the beginning of a set of
tabular values and for
extrapolating values of y, a
short distance backward from
Numerical
Analysis
Lecture 21

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