Lectures in Numerical Analysis Methods

Bushra H. Aliwi Department of Mathematics

BABYLON UNIVERSITY

bushra_aliwi@yahoo.com
Course for year 2011

---------------------------------------------------------------------Interpolation and Extrapolation :From applications of polynomial approximation ; 1. Interpolation: which requires estimating the value(s) of a function f ( x) for arguments between x0 , x1 ,..., xn at which values f ( x0 ), f ( x1 ),..., f ( xn ) are known ,which are either in form of table of values or a set of measurement which actually represent a set points along a continuous function . 2. Inverse Interpolation :which involve estimating the argument x that corresponds to a given value f ( x) ,again assuming the values f ( x0 ), f ( x1 ),..., f ( xn ) are known and distance between f ( xi ) are equal such Aitken's Method . 3. Subtabulation: requires interpolation of numerous values between each pair of arguments xi and xi +1 ,if original interval h of a table is reduced to
h also known as 10

(subdivision of intervals). 4. Prediction(Extrapolation):- involves estimating values of f ( x) outside the interval in which the data arguments x0 , x1 ,..., xn fall . So there are many methods :1. Finite Differences:- have three methods:Forward Differences Backward Differences Central Differences . 2. Interpolation with equal intervals :- has three methods:Newton_Gregory Forward Differences Newton_Gregory Backward Differences Subdivision of Intervals 3. Interpolation with Unequal intervals :- has three methods:Divided Differences Lagrange's Formula Bessel's of Central Differences

Through substituting some polynomial approximation p( x) for f ( x) for known values y0 , y1 ,..., yn errors that occurred are round off errors ,input values for f ( xi ) are inexact in addition to truncated error at compute differences . 1. Finite Differences:If f is a function from X into Y in the domain (a, b) ,such that y = f ( x) for all x in the given interval. Value y can be determined just by substitution .If the function f ( x) is unknown, value of y can be obtained when a set of values of f for a set of x is given, for constant increased h for x 's . 1.1 Forward Differences :- let h be the increment given to the independent variable x of the function y = f ( x) such that x, x + h, x + 2h,...., x + ih ,and i = 0,1,..., n . (1) first forward difference of f ( x) defined as ; f ( x) = f ( x + h) f ( x) 2 (2) second forward difference of f ( x) :defined as; f ( x ) = [ f ( x )] = f ( x + h) f ( x ) and so on to the nth difference ; n f ( x) = [n 1 f ( x)] = n 1 f ( x + h) n 1 f ( x) If x values assumes as values a , a + h , a + 2h , a + 3h ,.... ,so that ; f (a), f (a + h), f (a + 2h), f (a + 3h),.... are the corresponding entries of the function f ,so the differences of function at different points are as; first forward difference;
f (a) = f (a + h) f (a) f (a + h) = f (a + 2h) f (a + h) .
. . f (a + nh) = f (a + (n + 1)h) f (a + nh)

second forward difference;

2 f (a) = f (a + h) f (a) 2 f (a + h) = f (a + 2h) f (a + h) .
. .

f (a + nh) = f (a + (n + 1)h) f (a + nh)

2

Similarly higher order differences may be obtained in table form these shown in this table as;
x

y = f ( x)

f ( x)

2 f ( x)

a
a+h

f (a)

f (a) = f (a + h) f (a)
f ( a + h)
f (a + h) = f (a + 2h) f (a + h) 2 f (a) = f (a + h) f (a) 2 f (a + h) = f (a + 2h) f (a + h)

a + 2h a + 3h

f ( a + 2h)
f (a + 2h) = f (a + 3h) f (a + 2h)

f (a + 3h)

This table of differences is called "Forward Diagonal Differences Table". Note: The table continue into constant differences .

Example: If y = x 3 + x 2 2 x + 1 calculate the value of y for x = 0 ,1 ,2 ,3 ,4 ,5 and from difference table find value of y at x = 6 by substation and externeding the table get on same value ? Solution : Putting x = 0 ,1 ,2 ,3 ,4 ,5 values of y are y = 1,1 ,9,31,73 ,141 respectively . Let values of y be denoted by y0 , y1 ,..., y6 . The table of values of differences ;
x

y = f ( x)

f ( x)

2 f ( x)

3 f ( x)

0 1 2 3 4 5 6

1 0 1 8 9 22 31 42 73 68 141
y5 2 y4

8 6 14 6 20 6 26
3 y3 = 6

y (6)

Here we find third differences are constant at 6 ; So 3 y3 = 6 Now since 2 y3 = 2 y4 2 y3 then 2 y4 26 = 6 So 2 y4 = 32 also 2 y4 = y5 y4 then y5 68 = 32 y5 = 100 So Further y5 = y6 y5 then y6 141= 100 So y 6 = 241 Put x = 6 in y = x 3 + x 2 2 x + 1 then y 6 = 241 Exercise : By differences table find f (4) from 0,1 ,2 ,3 for y = x 3 ?