Numerical Methods in

Engineering (ME 381)

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Lecture 15
Interpolation:
-Forward Differences
-Backward Differences
-Central Differences

-Finite Differences

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Lecture 15
 RECAP What is Interpolation ?
 Estimation of intermediate values between precise data points. The
most common method is:
f ( x)  a0  a1 x  a2 x 2    an x n
Given ‘n+1’ data points (x0,y0), (x1,y1),………….. (xn,yn), pass a polynomial of
order ‘n’ through the data as given below:

y  a0  a1 x  ....................  a n x n
where a0, a1,………………. an are real constants.

 Set up ‘n+1’ equations to find ‘n+1’

Lecture 15 3
 RECAP
Applications of Interpolation
 It is used to estimate and predict data.

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Lecture 15
 RECAP
Forward Difference Interpolation Formula

Δ is the forward
difference operator. It is
the uppercase DELTA and
is simply the difference or
change.

And

where,

where, r = 1, 2, 3, ---, n 15 5
Lecture 15 Lecture
 RECAP

Forward Diff. Terms:

Lecture 15 6
 RECAP
Backward Difference Interpolation Formula

∇ is the backward
difference operator and is
called NABLA operator.

And 3

Lecture1515
Lecture and k = n, (n-1), ----, 1 7
RECAP

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Lecture 15
 Divided Differences
Let f(x0), f(x1), f(x2), ----, f(xn) be the entry values of the function y = f(x) at the
arguments x0, x1, x2, ----, xn which are not equally spaced that means interval of
differencing is not constant.

Divided difference can now be defined as the difference between two successive
values of the entry divided by the difference between the corresponding values of
the argument. Therefore,

Note:

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Lecture 15
y[xo, x1]

y[x1, x2]

y[x2, x3]

y[x3, x4]

Note: y(x2, x1) =

Lecture 15
Lecture 15 10
 Divided Differences

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Lecture 15
 Finite Divided Differences
We can write more generally,
f (x j )  f (x i )
First finite divided difference: f (x i , x j ) 
x j  xi
Second finite divided difference:
f (x k , x j )  f (x j , x i )
f (x i , x j , x k ) 
xk  xi
nth finite divided difference:

f ( xn , xn 1 ,, x1 )  f ( xn 1 , xn  2 ,, x0 )
f ( xn , xn 1 ,, x1 , x0 ) 
x n  x0

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Lecture 15
 Finite Divided Differences
So, We can write up finally up to nth order interpolating polynomial,

f n ( x)  b0  ( x  x0 ) f ( x1 , x0 )  ( x  x0 )( x  x1 ) f ( x2 , x1 , x0 )
   ( x  x0 )( x  x1 ) ( x  xn 1 ) f ( xn , xn 1 ,, x0 )

Note: f1 ( x)  b0  b1 ( x  x0 )
Note: f 2 ( x)  b0  b1 ( x  x0 )  b2 ( x  x0 )( x  x1 )
Finite divided difference table, case n = 3:
i xi f ( xi ) first second third
0 x0 f ( x0 ) f ( x1 , x0 ) f ( x2 , x1 , x0 ) f ( x3 , x2 , x1 , x0 )
1 x1 f ( x1 ) f ( x2 , x1 ) f ( x3 , x2 , x1 )
2 x2 f ( x2 ) f ( x3 , x 2 )
3 x3 f ( x3 ) b0 , b1 , b2 , b3
Lecture 15 6
NOTE:
Linear interpolation: Given ( x0 , y0 ), ( x1 , y1 ), pass a
linear interpolant through the data.
f1 ( x)  b0  b1 ( x  x0 )
f ( x1 )  f ( x0 )
where, b0  f ( x0 ), b1 
x1  x0
 Linear Interpolation is the simplest form of interpolation, connecting two data
points with a straight line.
By similar triangles we can write:

Slope and a f1 ( x)  f ( x0 ) f ( x1 )  f ( x0 )

finite divided x  x0 x1  x0
difference
approximation f ( x1 )  f ( x0 )
f1 ( x )  f ( x 0 )  ( x  x0 )
to 1st derivative x1  x0
 f ( x0 )  m( x  x0 )
Linear-interpolation formula
Note: f1(x) designates that this is a first-order
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interpolating polynomial. Lecture 15 14
 Lecture 15
Lecture 10 15
 Self Assessment
Practice Examples of
Vedamuirthy and Vasistha

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Lecture 15