NUMERICAL METHODS
OBJECTIVE
• To learn how to find the unknown function value using
interpolation techniques from equally space data
Interpolation with Equally Spaced Data
The theory of finite differences was developed long before
the appearance of high speed digital computers. However
many of the techniques used in finite differences are still
quite important to the numerical analyst in the computer
age.
An important problem in numerical analysis is to develop
techniques of interpolation. It is often required to find an
unknown functional value corresponding to the value of x
which lies between other values of x for which functional
values are known.
Interpolation is often used for this type of problems, since
an exact computation of the required functional value may
be difficult or even impossible.
Interpolation with Equally Spaced Data
1. Newton’s Forward Difference Formula
•
Examples
• f(0.3)
Examples
•
Interpolation with Equally Spaced Data
2. Newton’s Backward Difference Formula
The formula is derived from the relation between 𝐸 and 𝛻.
As we know that
𝑓𝑝 = 𝐸 𝑝 𝑓0 = 1 − 𝛻 −𝑝 𝑓0 … . . … (1)
Expanding 1 − 𝛻 −𝑝 ,
we have
𝑝(𝑝 + 1) 2 𝑝(𝑝 + 1)(𝑝 + 2) 3
𝑓𝑝 = 𝑓0 + 𝑝𝛻𝑓0 + 𝛻 𝑓0 + 𝛻 𝑓0 + ⋯
2! 3!
𝑝 𝑝+1 𝑝+2 … 𝑝+𝑛−1 𝑛
+ 𝛻 𝑓0 … … (2)
𝑛!
𝑥𝑝 −𝑥0
Where 𝑝 = , 𝑥𝑝 is the value to be estimated and 𝑥0 is the origin at
ℎ
the bottom.
Note: The formula is applied toward the end of the difference table.
This formula is applicable for 0 < 𝑝 < 1. If 𝑝 does not lie between
0 and 1 then we need to shift the origin.
Examples
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Examples
•
Interpolation with Equally Spaced Data
3. Gauss Forward Difference Formula
•
Examples
•
Examples
•
Interpolation with Equally Spaced Data
4. Gauss Backward Difference Formula
•
Examples
•
Examples
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END OF LECTURE