Unit 5

Interpolation

Introduction
Interpolation is the process of estimating the value of a function for an intermediate value
of the independent variable, given a set of known data points. Newton provided formulas
for interpolation based on finite differences, which are especially useful when data points
are equally spaced (forward and backward formulas) or unequally spaced (divided difference
formula).

1. Newton Forward Difference Interpolation

Derivation
Let us assume that the values of the independent variable x are equally spaced, i.e.,
x0 , x1 = x0 + h, x2 = x0 + 2h, . . . , xn = x0 + nh
Define yi = f (xi ). We approximate the value of f (x) near x0 using a polynomial:
f (x) = a0 + a1 (x − x0 ) + a2 (x − x0 )(x − x1 ) + · · ·
x−x0
Let us define p = h
. Then:
x = x0 + ph
Using finite differences:
∆y0 = y1 − y0 , ∆2 y0 = ∆(∆y0 ), ∆3 y0 = ∆(∆2 y0 ), . . .

Using these differences, the interpolation polynomial becomes:

p(p − 1) 2 p(p − 1)(p − 2) 3
f (x) = y0 + p∆y0 + ∆ y0 + ∆ y0 + · · ·
2! 3!
This is Newton’s Forward Difference Formula.

1
Numerical Methods
Example Interpolation

Use forward interpolation to estimate f (2.5) from the following table:

x f (x)
1 1
2 8
3 27
4 64

Compute forward differences:

x f (x) ∆y ∆2 y ∆3 y
1 1 7 12 6
2 8 19 18
3 27 37
4 64
2.5−1
Now, use the formula with p = 1
= 1.5:

1.5(0.5) 1.5(0.5)(−0.5)
f (2.5) = 1 + 1.5(7) + (12) + (6)
2 6
= 1 + 10.5 + 4.5 − 0.375 = 15.625

2. Newton Backward Difference Interpolation

Derivation
This formula is useful when the interpolation point lies near the end of the table (close to
xn ). Define:
x − xn
xn = x0 + nh, x = xn + ph ⇒ p =
h
Define backward differences as:

∇yn = yn − yn−1 , ∇2 yn = ∇(∇yn ), etc.

The Newton Backward Interpolation Formula is:

p(p + 1) 2 p(p + 1)(p + 2) 3

f (x) = yn + p∇yn + ∇ yn + ∇ yn + · · ·
2! 3!
2
Numerical Methods
Example Interpolation

Use backward interpolation to estimate f (3.5) from the same data.

x f (x) ∇y ∇2 y ∇3 y
1 1
2 8 7
3 27 19 12
4 64 37 18 6

3.5 − 4
p= = −0.5
1

−0.5(0.5) −0.5(0.5)(1.5)
f (3.5) = 64 + (−0.5)(37) + (18) + (6)
2 6
= 64 − 18.5 − 2.25 − 0.375 = 42.875

3. Newton Divided Difference Interpolation (Unequally

Spaced Data)

Derivation
For unequally spaced x values, use divided differences:

y1 − y0 f [x1 , x2 ] − f [x0 , x1 ]
f [x0 ] = y0 , f [x0 , x1 ] = , f [x0 , x1 , x2 ] = , etc.
x1 − x0 x 2 − x0

The Newton Divided Difference polynomial becomes:

f (x) = f [x0 ] + (x − x0 )f [x0 , x1 ] + (x − x0 )(x − x1 )f [x0 , x1 , x2 ] + · · ·

Example
Given the data:

x f (x)
1 1
2 4
4 16

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Numericaldivided
Compute Methodsdifferences: Interpolation

4−1 16 − 4
f [x0 , x1 ] = = 3, f [x1 , x2 ] = =6
2−1 4−2
6−3
f [x0 , x1 , x2 ] = =1
4−1
Use the formula:

f (x) = f [1] + (x − 1)f [1, 2] + (x − 1)(x − 2)f [1, 2, 4]

f (3) = 1 + (3 − 1)(3) + (3 − 1)(3 − 2)(1) = 1 + 6 + 2 = 9