Interpolation: y FX XXX X Yyy y Xy K N

Numerical Analysis –MTH603 VU
Interpolation
Introduction
Finite differences play an important role in numerical techniques, where tabulated values
of the functions are available.
For instance, consider a function y = f ( x).
As x takes values x0 , x1 , x2 ,… , xn ,
Let the corresponding values of y be y0 , y1 , y2 , … , yn .
That is, 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. The 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. If the function f (x) is known,
the value of y corresponding to any x can be readily computed to the desired accuracy.
For interpolation of a tabulated function, the concept of finite differences is important.
The knowledge about various finite difference operators and their symbolic relations are
very much needed to establish various interpolation formulae.
Finite Difference Operators
Forward Differences
For a given table of values ( xk , yk ), k = 0,1, 2,..., n with equally spaced abscissas of a
function y = f ( x), we define the forward difference operator ∆ as follows
∆yi = yi +1 − yi , i = 0,1,..., (n − 1)
To be explicit, we write
∆y0 = y1 − y0
∆y1 = y2 − y1
∆yn −1 = yn − yn −1
These differences are called first differences of the function y and are denoted by the
symbol ∆yi Here, ∆ is called the first difference operator
Similarly, the differences of the first differences are called second differences, defined by
∆ 2 y0 = ∆y1 − ∆y0 , ∆ 2 y1 = ∆y2 − ∆y1
Thus, in general
∆ 2 yi = ∆yi +1 − ∆yi
Here ∆ 2 is called the second difference operator. Thus, continuing, we can define,
r-th difference of y, as
∆ r yi = ∆ r −1 yi +1 − ∆ r −1 yi
By defining a difference table as a convenient device for displaying various differences,
the above defined differences can be written down systematically by constructing a
difference table for values
( xk , yk ), k = 0,1,..., 6
Forward Difference Table
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This difference table is called forward difference table or diagonal difference table. Here,
each difference is located in its appropriate column, midway between the elements of the
previous column.
Please note that the subscript remains constant along each diagonal of the table. The first
term in the table, that is y0 is called the leading term, while the differences
∆y0 , ∆ 2 y0 , ∆ 3 y0 ,... are called leading differences
Example
Construct a forward difference table for the following values of x and y:
Solution

Example
Express ∆ 2 y0 and ∆ 3 y0 in terms of the values of the function y.
Solution:
Noting that each higher order difference is defined in terms of the lower order difference,
we have
∆ 2 y0 = ∆y1 − ∆y0 = ( y2 − y1 ) − ( y1 − y0 )
= y2 − 2 y1 + y0
And
∆ 3 y0 = ∆ 2 y1 − ∆ 2 y0 = (∆y2 − ∆y1 ) − (∆ y1 − ∆y0 )
= ( y3 − y2 ) − ( y2 − y1 ) − ( y2 − y1 ) + ( y1 − y0 )
= y3 − 3 y2 + 3 y1 − y0
Hence, we observe that the coefficients of the values of y, in the expansion of
∆ 2 y0 , ∆ 3 y0 , are binomial coefficients.
Thus, in general, we arrive at the following result: -
∆ n y0 = yn − n C1 yn −1 + n C2 yn − 2 − n C3 yn −3 + + (−1) n y0
Example
Show that the value of yn can be expressed in terms of the leading value y0 and the
leading differences
∆y0 , ∆ 2 y0 ,…, ∆ n y0 .
Solution
The forward difference table will be

y1 − y0 = ∆y0 or y1 = y0 + ∆y0 

y2 − y1 = ∆y1 or y2 = y1 + ∆y1 
y3 − y2 = ∆y2 or y3 = y2 + ∆y2 
Similarly,
∆y1 − ∆y0 = ∆ 2 y0 or ∆y1 = ∆y0 + ∆ 2 y0 


∆y2 − ∆y1 = ∆ 2 y1 or ∆y2 = ∆y1 + ∆ 2 y1 
Similarly, we can also write
∆ 2 y1 − ∆ 2 y0 = ∆ 3 y0 or ∆ 2 y1 = ∆ 2 y0 + ∆ 3 y0 

∆ 2 y2 − ∆ 2 y1 = ∆ 3 y1 or ∆ 2 y2 = ∆ 2 y1 + ∆ 3 y1 
∆y2 = (∆y0 + ∆ 2 y0 ) + (∆ 2 y0 + ∆ 3 y0 )
= ∆y0 + 2∆ 2 y0 + ∆ 3 y0
y3 = y2 + ∆y2 = ( y1 + ∆y1 ) + (∆y1 + ∆ 2 y1 )

= y0 + 3∆y0 + 3∆ 2 y0 + ∆ 3 y0
= (1 + ∆ )3 y0
Similarly, we can symbolically write
y1 = (1 + ∆) y0 ,
y2 = (1 + ∆ ) 2 y0 ,
y3 = (1 + ∆ )3 y0
........
yn = (1 + ∆ ) n y0
Hence, we obtain
yn = y0 + n C1∆y0 + n C2 ∆ 2 y0 + n C3∆ 3 y0 + + ∆ n y0
OR
n
yn = ∑ n Ci ∆ i y0
i =0

Interpolation: y FX XXX X Yyy y Xy K N

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Interpolation: y FX XXX X Yyy y Xy K N

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Numerical Analysis –MTH603 VU

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∆y1 − ∆y0 = ∆ 2 y0 or ∆y1 = ∆y0 + ∆ 2 y0 

Similarly, we can also write

y3 = y2 + ∆y2 = ( y1 + ∆y1 ) + (∆y1 + ∆ 2 y1 )

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