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Interpolation
Introduction
In many practical situations, for a function which either may not be explicitly where

specified or may be difficult to handle, we often have a tabulated data and for

In such cases, it may be required to represent at the

or replace the given function by a simpler function, which coincides with the values of tabular points This process is known as INTERPOLATION.

Interpolation is also used to estimate the value of the function at the non tabular points. Here, we shall consider only those functions which are sufficiently smooth, i.e., they are differentiable sufficient number of times. Many of the interpolation methods, where the tabular points are equally spaced, use difference operators. Hence, in the following we introduce various difference operators and study their properties before looking at the interpolation methods. We shall assume here that the TABULAR POINTS for each gives us Further, The real number are equally spaced, i.e., is called the STEP LENGTH. This at the

gives the value of the function are known as NODES or NODAL VALUES.

tabular point. The points

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Difference Operator
Forward Difference Operator
DEFINITION 11.2.1 (First Forward Difference Operator)

We define the FORWARD DIFFERENCE OPERATOR, denoted by

as

The expression

gives the FIRST FORWARD DIFFERENCE of

and the operator

is

called the FIRST FORWARD DIFFERENCE OPERATOR. Given the step size

this formula uses the values at

and the point at the next step. As it is moving in the forward direction, it is called the forward difference operator.

DEFINITION 11.2.2 (Second Forward Difference Operator) The second forward difference operator, is defined as

We note that

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In particular, for

we get,

and

DEFINITION 11.2.3 ( defined as

Forward Difference Operator) The

forward difference operator,

is

EXERCISE 11.2.4 Show that integers and with

In general, show that for any positive

EXAMPLE 11.2.5 For the tabulated values of

find

and

Solution: Here,

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Remark 11.2.6 Using mathematical induction, it can be shown that

Thus the

forward difference at

uses the values at

EXAMPLE 11.2.7 If Solution: We first calculate

where as follows:

and

are real constants, calculate

Now,

Thus,

for all

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Remark 11.2.8 In general, if of degree then it can be shown that

is a polynomial

The reader is advised to prove the above statement. Remark 11.2.9 1. For a set of tabular values, the horizontal forward difference table is written as:

..

2. In many books, a diagonal form of the difference table is also used. This is written as:

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However, in the following, we shall mostly adhere to horizontal form only.

Backward Difference Operator

DEFINITION 11.2.10 (First Backward Difference Operator) The FIRST BACKWARD DIFFERENCE OPERATOR, denoted by is defined as

Given the step size note that this formula uses the values at and the point at the previous step. As it moves in the backward direction, it is called the backward difference operator. DEFINITION 11.2.11 ( is defined as Backward Difference Operator) The backward difference operator,

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In particular, for

we get

Note that

EXAMPLE 11.2.12 Using the tabulated values in Example 11.2.5, find Solution: We have and

and

EXAMPLE 11.2.13 If Solution: We first calculate

where as follows:

and

are real constants, calculate

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Now,

Thus,

for all

Remark 11.2.14 For a set of tabular values, backward difference table in the horizontal form is written as:

. .. .

EXAMPLE 11.2.15 For the following set of tabular values difference tables. 9

write the forward and backward

10 11 12 13 14

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5.0 5.4 6.0 6.8 7.5 8.7

Solution: The forward difference table is written as

5 0.4 = 5.4 - 5 0.2 = 0.6 - 0.4 0= 0.2-0.2 -.3 = -0.3 - 0.0 0.6 = 0.3 - (-0.3) 0.2 -0.1 -0.1 -0.3 0.0 0.3

10 5.4 0.6 11 6.0 0.8 12 6.8 0.7 13 7.5 0.6 14 8.1

In the similar manner, the backward difference table is written as follows:

10 5.4 0.4 11 6 0.6 12 6.8 0.8 13 7.5 0.7 14 8.1 0.6 0.2 0.2 -0.1 -0.1 0.0 - 0.3 0.0 -0.3 0.3 0.6

Observe from the above two tables that

etc.

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EXERCISE 11.2.16

1. Show that 2. Prove that 3. Obtain in terms of Hence show that

Remark 11.2.17 In general it can be shown that

or is a

Remark 11.2.18 In view of the remarks (11.2.8) and (11.2.17) it is obvious that, if polynomial function of degree then is constant and for

Central Difference Operator

DEFINITION 11.2.19 (Central Difference Operator) The FIRST CENTRAL DIFFERENCE OPERATOR, denoted by is defined by

and the #MATH5164# MATHEND000# CENTRAL DIFFERENCE OPERATOR is defined as

Thus,

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In particular, for

define

and

then

Thus,

uses the table of

It is easy to see that only the even central differences use the

tabular point values

Shift Operator
DEFINITION 11.2.20 (Shift Operator) A SHIFT OPERATOR, denoted by value at the next point with step i.e., is the operator which shifts the

Thus,

Averaging Operator
DEFINITION 11.2.21 (Averaging Operator) The AVERAGING OPERATOR, denoted by value between two central points, i.e., gives the average

Thus

and

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Relations between Difference operators

1. We note that

Thus,

2. Further,

Thus,

Thus

gives us

So we write,

Similarly,

3. Let us denote by

Then, we see that

Thus,

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Recall,

So, we have,

That is, the action of 4. We further note that,

is same as that of

5. and

6. Thus,

7. 8. i.e.,

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9. 10. In view of the above discussion, we have the following table showing the relations between various difference operators: E E E

EXERCISE 11.3.1 1. Verify the validity of the above table. 2. Obtain the relations between the averaging operator and other difference operators. 3. Find and 0 for the following tabular values: 1 2 3 4

93.0 96.5 100.0 103.5 107.0 11.3 12.5 14.0 15.2 16.0

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Newton's Interpolation Formulae

As stated earlier, interpolation is the process of approximating a given function, whose values are known at tabular points, by a suitable polynomial, of degree which takes the

values at for Note that if the given data has errors, it will also be reflected in the polynomial so obtained. In the following, we shall use forward and backward differences to obtain polynomial function approximating when the tabular points 's are equally spaced. Let

where the polynomial

is given in the following form: (11.4.1 )

for some constants

to be determined using the fact that

for

So, for

substitute

in (11.4.1) to get

This gives us

Next,

So, equivalently

For

or

Thus,

Now, using mathematical induction, we get

Thus,

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As this uses the forward differences, it is called NEWTON'S FORWARD DIFFERENCE FORMULA for interpolation, or simply, forward interpolation formula. EXERCISE 11.4.1 Show that

and and in general,

For the sake of numerical calculations, we give below a convenient form of the forward interpolation formula.

Let

then

With this transformation the above forward interpolation formula is simplified to the following form:

(11.4.2 )

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If

=1, we have a linear interpolation given by (11.4.3)

For

we get a quadratic interpolating polynomial: (11.4.4)

and so on. It may be pointed out here that if coincides with true values of If we are given additional point also, then the error, denoted by is a polynomial function of degree then

on the given interval. Otherwise, this gives only an approximation to the

is estimated by

Similarly, if we assume,

is of the form

then using the fact that

we have

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Thus, using backward differences and the transformation backward interpolation formula as follows:

we obtain the Newton's

(11.4.5)

EXERCISE 11.4.2 Derive the Newton's backward interpolation formula (11.4.5) for Remark 11.4.3 If the interpolating point lies closer to the beginning of the interval then one uses the Newton's forward formula and if it lies towards the end of the interval then Newton's backward formula is used. Remark 11.4.4 For a given set of n tabular points, in general, all the n points need not be used for interpolating polynomial. In fact N is so chosen that forward/backward difference almost remains constant. Thus N is less than or equal to n. EXAMPLE 11.4.5 1. Obtain the Newton's forward interpolating polynomial, data and interpolate the value of the function at x 0 0.001 0.002 0.003 0.004 0.005 for the following tabular

y 1.121 1.123 1.1255 1.127 1.128 1.1285 2. Solution: For this data, we have the Forward difference difference table

1.121

0.002

0.0005 -0.0015

0.002

-.0025

.001 1.123 0.0025 -0.0010 0.0005 -0.0005

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.002 1.1255 0.0015 -0.0005 .003 1.127 0.001 -0.0005

0.0

.004 1.128 0.0005 .005 1.1285

3. Thus, for

where

and

we get

4. Thus,

5. 6. Using the following table for estimate (Note 0.70 72 approximate its value at ). 0.74 0.76 0.78 Also, find an error

0.84229 0.87707 0.91309 0.95045 0.98926 7. Solution: As the point lies towards the initial tabular values, we shall use Newton's Forward formula. The forward difference table is:

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0.70 0.84229 0.03478 0.00124 0.0001 0.00001 0.72 0.87707 0.03602 0.00134 0.00011 0.74 0.91309 0.03736 0.00145 0.76 0.95045 0.03881 0.78 0.98926

8. In the above table, we note that polynomial interpolation. 9. Note that gives

is almost constant, so we shall attempt

degree

Thus, using forward we get

interpolating polynomial of degree 10. 11.

12. An error estimate for the approximate value is

13. 14. Note that exact value of (upto decimal place) is and the approximate value, obtained using the Newton's interpolating polynomial is very close to this value. This is also reflected by the error estimate given above. 15. Apply degree interpolation polynomial for the set of values given in Example 11.2.15, to estimate the value of by taking

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Also, find approximate value of Solution: Note that is closer to the values lying in the beginning of tabular values, while is towards the end of tabular values. Therefore, we shall use forward difference formula for and the backward difference formula for Recall that the interpolating polynomial of degree is given by

Therefore,

1. for

and

we have

This gives,

2.

3. for gives,

and

we have

This

4. Note: as is closer to to be a better approximation. 5. for we use the backward interpolating polynomial, which gives, we may expect estimate calculated using

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Therefore, taking This gives,

and

we have

EXERCISE 11.4.6 1. Following data is available for a function x 0 0.2 0.4 0.6 0.8 1.0

y 1.0 0.808 0.664 0.616 0.712 1.0 2. Compute the value of the function at and 3. The speed of a train, running between two station is measured at different distances from the starting station. If speed (in x is the distance in from the starting station, then is given by the following table: the

) of the train at the distance

0 50 100 150 200 250 0

v(x) 0 60 80 110 90

4. Find the approximate speed of the train at the mid point between the two stations.

5. Following table gives the values of the function values of the tabular points x 0 0.04 0.08 0.12 0.16 0.20

at the different

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S(x) 0 0.00003 0.00026 0.00090 0.00214 0.00419

6. Obtain a fifth degree interpolating polynomial for Compute and also find an error estimate for it. 7. Following data gives the temperatures (in ) between 8.00 am to 8.00 pm. on May 10, 2005 in Kanpur: Time 8 am 12 noon 4 pm 8pm 37 43 38 to compute the

Temperature 30

8. Obtain Newton's backward interpolating polynomial of degree temperature in Kanpur on that day at 5.00 pm.

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Lagrange's Interpolation Formula

Introduction
In the previous chapter, we derived the interpolation formula when the values of the function are given at equidistant tabular points However, it is not always possible to obtain

values of the function, at equidistant interval points, In view of this, it is desirable to derive an interpolating formula, which is applicable even for unequally distant points. Lagrange's Formula is one such interpolating formula. Unlike the previous interpolating formulas, it does not use the notion of differences, however we shall introduce the concept of divided differences before coming to it.

Divided Differences
DEFINITION 12.2.1 (First Divided Difference) The ratio

for any two points and

and

is called the FIRST DIVIDED DIFFERENCE of

relative to

It is denoted by is linear. Then and Hence, is constant for any two tabular

Let us assume that the function points and i.e., it is independent of

Thus, for a linear function i.e.,

if we take the points

and

then,

Thus,

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So, if

is approximated with a linear polynomial, then the value of the function at any point where relative to and is the

can be calculated by using first divided difference of

DEFINITION 12.2.2 (Second Divided Difference) The ratio

is defined as SECOND DIVIDED DIFFERENCE of If is a second degree polynomial then

relative to

and Hence,

is a linear function of

In view of the above, for a polynomial function of degree 2, we have Thus,

This gives, From this we obtain,

So, whenever is approximated with a second degree polynomial, the value of at any point can be computed using the above polynomial, which uses the values at three points and EXAMPLE 12.2.3 Using the following tabular values for a function second degree polynomial approximation. 0 1 2 obtain its

0.1 0.16 0.2

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1.12 1.24 1.40 Also, find the approximate value of the function at Solution: We shall first calculate the desired divided differences.

Thus, Therefore EXERCISE 12.2.4 1. Using the following table, which gives values of of find approximate value of polynomial. 322.8 corresponding to certain values

with the help of a second degree

324.2

325

2.50893 2.51081 2.5118 2. Show that

So, That is, the second divided difference remains unchanged regardless of how its arguments are interchanged.

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3. Show that for equidistant points

and

where

and 4. Show that for a linear function, the second divided difference with respect to any three points, Now, we define the DEFINITION 12.2.5 (
DIFFERENCE of

and

is always zero.

divided difference. Divided Difference) The #MATH5307# MATHEND000# DIVIDED relative to the tabular points is defined recursively as

It can be shown by mathematical induction that for equidistant points,

(12.2.1)

where, In general,

and

where and is the length of the interval for Remark 12.2.6 In view of the remark (11.2.18) and (12.2.1), it is easily seen that for a polynomial function of degree divided difference is zero. EXAMPLE 12.2.7 Show that Solution:By definition, we have the divided difference is constant and the

can be written as

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so,

Now since,

we get the desired result. EXERCISE 12.2.8 Show that can be written in the following form:

where, and Further show that for where,

Remark 12.2.9 In general it can be shown that

and Here, is called the remainder term. is a polynomial of degree and

It may be observed here that the expression for Further, if term, is a polynomial of degree as it is a multiple of the

then in view of the Remark 12.2.6, the remainder divided difference, which is 0 .

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Lagrange's Interpolation formula

In this section, we shall obtain an interpolating polynomial when the given data has unequal tabular points. However, before going to that, we see below an important result. THEOREM 12.3.1 The divided difference can be written as:

Proof. We will prove the result by induction on

The result is trivially true for

For

Let us assume that the result is true for

i.e.,

Consider

then the

divided difference is

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which on rearranging the terms gives the desired result. Therefore, by mathematical induction, the proof of the theorem is complete. height6pt width 6pt depth 0pt Remark 12.3.2 In view of the theorem 12.3.1 the divided difference of a function remains unchanged regardless of how its arguments are interchanged, i.e., it is independent of the order of its arguments.

Now, if a function is approximated by a polynomial of degree difference relative to

then , its

divided

will be zero,(Remark 12.2.6) i.e.,

Using this result, Theorem 12.3.1 gives

or,

which gives ,

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Note that the expression on the right is a polynomial of degree for

and takes the value

at

This polynomial approximation is called LAGRANGE'S INTERPOLATION FORMULA. Remark 12.3.3 In view of the Remark (12.2.9), we can observe that is another form of

Lagrange's Interpolation polynomial formula as obtained above. Also the remainder term gives an estimate of error between the true value and the interpolated value of the function. Remark 12.3.4 We have seen earlier that the divided differences are independent of the order of its arguments. As the Lagrange's formula has been derived using the divided differences, it is not necessary here to have the tabular points in the increasing order. Thus one can use Lagrange's formula even when the points are in any order, which was not possible in the case of Newton's Difference formulae. Remark 12.3.5 One can also use the Lagrange's Interpolating Formula to compute the value of for a given value of This is done by interchanging the roles of and i.e. while

using the table of values, we take tabular points as

and nodal points are taken as at

EXAMPLE 12.3.6 Using the following data, find by Lagrange's formula, the value of 0 9.3 1 9.6 2 10.2 3 10.4 4 10.8

11.40 12.80 14.70 17.00 19.80

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Also find the value of Solution: To compute

where we first calculate the following products:

Thus,

Now to find the value of such that calculate the following products:

we interchange the roles of

and

and

Thus,the required value of

is obtained as:

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EXERCISE 12.3.7 The following table gives the data for steam pressure 360 365 373 383 390

vs temperature

154.0 165.0 190.0 210.0 240.0 Compute the pressure at EXERCISE 12.3.8 Compute from following table the value of 5.60 5.90 6.50 6.90 7.20 2.30 1.80 1.35 1.95 2.00 Also find the value of where for :

Gauss's and Stirling's Formulas

In case of equidistant tabular points a convenient form for interpolating polynomial can be derived from Lagrange's interpolating polynomial. The process involves renaming or redesignating the tabular points. We illustrate it by deriving the interpolating formula for 6 tabular points. This can be generalized for more number of points. Let the given tabular points be These six points in the given order are not equidistant. We re-designate them for the sake of convenience as follows: These re-designated tabular points in their given order are equidistant. Now recall from remark (12.3.3) that Lagrange's interpolating polynomial can also be written as :

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which on using the re-designated points give:

Now note that the points and are equidistant and the divided difference are independent of the order of their arguments. Thus, we have

where

for we get

Now using the above relations and the transformation

Thus we get the following form of interpolating polynomial

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(12.4.1)

Similarly using the tabular points and the redesignating them, as polynomial as follows: and we get another form of interpolating

(12.4.2)

Now taking the average of the two interpoating polynomials (12.4.1) and (12.4.2) (called GAUSS'S FIRST AND SECOND INTERPOLATING FORMULAS, respectively), we obtain Sterling's Formula of interpolation:

(12.4.3 ) These are very helpful when, the point of interpolation lies near the middle of the interpolating interval. In this case one usually writes the diagonal form of the difference table. EXAMPLE 12.4.1 Using the following data, find by Sterling's formula, the value of at 0.20 0.21 0.22 0.23 0.24

1.37638 1.28919 1.20879 1.13427 1.06489 Here the point diagonal form as: lies near the central tabular point Thus , we define

to get the difference table in

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(here,

and

etc.).

Using the Sterling's formula with

we get

as follows:

Note that tabulated value of

at

is 1.1708496.

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EXERCISE 12.4.2 Compute from the following table the value of 0.00 0.02 0.04 0.06

for 0.08

0.00000 0.02256 0.04511 0.06762 0.09007

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