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Divided Differences

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20 views4 pages

Divided Differences

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RohaanSunny
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© © All Rights Reserved
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Newton Divided-Difference Formula

A practical difficulty with Lagrange interpolation is that the work done in calculating
the approximation by the lower degree polynomial does not lessen the work needed to
calculate the higher degree polynomial approximation.
Newton Divided-Difference Table
x f(x) First divided Second divided Third divided Fourth divided
differences differences differences difference
𝑥0 𝑓[𝑥0 ]
𝑓[𝑥0 , 𝑥1 ] = 𝐴
𝑓(𝑥1 ) − 𝑓(𝑥0 )
=
𝑥1 − 𝑥0
𝑥1 𝑓[𝑥1 ] 𝑓[𝑥0 , 𝑥1 , 𝑥2 ]
𝐵 −𝐴
= =𝐸
𝑥2 − 𝑥0
𝑓[𝑥1 , 𝑥2 ] = 𝐵 𝑓[𝑥0 , 𝑥1 , 𝑥2 , 𝑥3 ]
𝑓(𝑥2 ) − 𝑓(𝑥1 ) 𝐹−𝐸
= = =𝐻
𝑥2 − 𝑥1 𝑥3 − 𝑥0
𝑥2 𝑓[𝑥2 ] 𝑓[𝑥1 , 𝑥2 , 𝑥3 ] 𝑓[𝑥0 , 𝑥1 , … , 𝑥4 ]
𝐶 −𝐵 𝐼 −𝐻
= =𝐹 = =𝐽
𝑥3 − 𝑥1 𝑥4 − 𝑥0
𝑓[𝑥2 , 𝑥3 ] = 𝐶 𝑓[𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 ]
𝑓(𝑥3 ) − 𝑓(𝑥2 ) 𝐺−𝐹
= = =𝐼
𝑥3 − 𝑥2 𝑥4 − 𝑥1
𝑥3 𝑓[𝑥3 ] 𝑓[𝑥2 , 𝑥3 , 𝑥4 ]
𝐷 −𝐶
= =𝐺
𝑥4 − 𝑥2
𝑓[𝑥3 , 𝑥4 ] = 𝐷
𝑓(𝑥4 ) − 𝑓(𝑥3 )
=
𝑥4 − 𝑥3
𝑥4 𝑓[𝑥4 ]

Newton interpolating polynomials


𝑃1 (𝑥) = 𝑓(𝑥0 ) + (𝑥 − 𝑥0 )𝐴,
𝑃2 (𝑥) = 𝑓(𝑥0 ) + (𝑥 − 𝑥0 )𝐴 + (𝑥 − 𝑥0 )(𝑥 − 𝑥1 )𝐸
And 𝑃3 (𝑥) = 𝑓(𝑥0 ) + (𝑥 − 𝑥0 )𝐴 + (𝑥 − 𝑥0 )(𝑥 − 𝑥1 )𝐸 +(𝑥 − 𝑥0 )(𝑥 − 𝑥1 )(𝑥 − 𝑥2 )𝐻
Next, Newton interpolating polynomial of degree four is?
𝑃4 (𝑥) = 𝑓 (𝑥0 ) + (𝑥 − 𝑥0 )𝐴 + (𝑥 − 𝑥0 )(𝑥 − 𝑥1 )𝐸 +(𝑥 − 𝑥0 )(𝑥 − 𝑥1 )(𝑥 − 𝑥2 )𝐻
+(𝑥 − 𝑥0 )(𝑥 − 𝑥1 )(𝑥 − 𝑥2 )(𝑥 − 𝑥3 )𝐽
Examples
Exercise 3.1
Q1. For the given functions 𝑓(𝑥) = √1 + 𝑥 and 𝑥0 = 0, 𝑥1 = 0.6 and 𝑥2 = 0.9.
Construct interpolation polynomials of degree one and two to approximate 𝑓(0.45),
and find the absolute error.
x f(x) First divided differences
𝑥0 = 0 𝑓[𝑥0 ] = 1
√1.6 − 1
𝑓[𝑥0 , 𝑥1 ] = = 0.44152
0.6 − 0
𝑥1 = 0.6 𝑓[𝑥1 ] =√1.6
𝑃1 (𝑥) = 𝑓(𝑥0 ) + (𝑥 − 𝑥0 )𝑓[𝑥0 , 𝑥1 ] = 1 + 0.44152 𝑥
𝑃1 (0.45) = 1.198684

x f(x) First divided differences Second divided differences


𝑥0 = 0 𝑓[𝑥0 ] = 1
√1.6 − 1
𝑓[𝑥0 , 𝑥1 ] = = 0.44152
0.6 − 0
𝑥1 = 0.6 𝑓[𝑥1 ] =√1.6 𝑓[𝑥0 , 𝑥1 , 𝑥2 ] =
𝑓[𝑥1 , 𝑥2 ] − 𝑓[𝑥0 , 𝑥1 ]
= −0.07023
𝑥2 − 𝑥0
√1.9 − √1.6
𝑓[𝑥1 , 𝑥2 ] = = 0.37831
0.9 − 0.6
𝑥2 = 0.9 𝑓[𝑥2 ] =√1.9

𝑃2 (𝑥) = 𝑓(𝑥0 ) + (𝑥 − 𝑥0 )𝑓[𝑥0 , 𝑥1 ] + (𝑥 − 𝑥0 )(𝑥 − 𝑥1 )𝑓[𝑥0 , 𝑥1 , 𝑥2 ]


= 1 + 0.44152 𝑥 − 0.07023𝑥(𝑥 − 0.6)
𝑃2 (0.45) = 1.203425

We can also use Newton backward divided difference formula as


𝑃2 (𝑥) = 𝑓(𝑥2 ) + (𝑥 − 𝑥2 )𝑓[𝑥1 , 𝑥2 ] + (𝑥 − 𝑥2 )(𝑥 − 𝑥1 )𝑓[𝑥0 , 𝑥1 , 𝑥2 ]
= √1.9 + 0.37831 (𝑥 − 0.9) − 0.07023(𝑥 − 0.9)(𝑥 − 0.6)
𝑃2 (0.45) = 1.203425
Task 1
For a function 𝑓, the forward divided differences are given by

Determine the missing entries.


Practice
Exercise 3.2
Q1(a) Use Newton divided difference interpolating polynomials of degrees 1, 2, and 3
to approximate f(8.4), if f (8.1) =16.94410, f (8.3) =17.56492, f (8.6) =18.50515,
f(8.7) =18.82091.
Solution: First, let us make divided difference table:

x f(x) First divided Second divided Third divided differences


differences differences
𝑥0 = 8.1 𝑓[𝑥0 ] = 16.94410
𝑓[𝑥0 , 𝑥1 ] = 3.1041

𝑥1 = 8.3 𝑓[𝑥1 ] =17.56492 𝑓[𝑥1 , 𝑥2 ] − 𝑓[𝑥0 , 𝑥1 ]


𝑥2 − 𝑥0
= 0.06
𝑓[𝑥1 , 𝑥2 ] = 3.1341 𝑓[𝑥1 , 𝑥2 , 𝑥3 ] − 𝑓[𝑥0 , 𝑥1 , 𝑥2 ]
𝑥3 − 𝑥0
= −0.002083
𝑥2 = 8.6 𝑓[𝑥2 ] =18.50515 𝑓[𝑥2 , 𝑥3 ] − 𝑓[𝑥1 , 𝑥2 ]
𝑥3 − 𝑥1
= 0.05875
𝑓[𝑥2 , 𝑥3 ] = 3.1576

𝑥3 = 8.7 𝑓[𝑥3 ] =18.82091


𝑃1 (𝑥) = 𝑓 (𝑥0 ) + (𝑥 − 𝑥0 )𝑓 [𝑥0 , 𝑥1 ] = 16.94410 + 3.1041 (𝑥 − 8.1)
𝑃1 (8.4) = 17.87533
𝑃2 (𝑥) = 𝑓 (𝑥0 ) + (𝑥 − 𝑥0 )𝑓[𝑥0 , 𝑥1 ] + (𝑥 − 𝑥0 )(𝑥 − 𝑥1 )𝑓[𝑥0 , 𝑥1 , 𝑥2 ]
= 16.94410 + 3.1041 (𝑥 − 8.1) + 0.06(𝑥 − 8.1)(𝑥 − 8.3)
𝑃2 (8.4) = 17.87713
𝑃3 (𝑥) = 𝑓 (𝑥0 ) + (𝑥 − 𝑥0 )𝑓[𝑥0 , 𝑥1 ] + (𝑥 − 𝑥0 )(𝑥 − 𝑥1 )𝑓[𝑥0 , 𝑥1 , 𝑥2 ]
+(𝑥 − 𝑥0 )(𝑥 − 𝑥1 )(𝑥 − 𝑥2 )𝑓[𝑥0 , 𝑥1 , 𝑥2 , 𝑥3 ]
= 16.94410 + 3.1041 (𝑥 − 8.1) + 0.06(𝑥 − 8.1)(𝑥 − 8.3) − 0.002083(𝑥 − 8.1)(𝑥 − 8.3)(𝑥 − 8.6)
𝑃3 (8.4) = 17.87714

Q1 (b). Use Newton divided difference interpolating polynomials of degrees 1, 2, and 3 to


approximate f (0.9), if f (0.6) = − 0.17694460, f (0.7) = 0.01375227, f (0.8) = 0.22363362,
f (1.0) = 0.65809197.
Then, calculate actual value of f(0.9) using the function𝑓(𝑥) = sin(𝑒 𝑥 − 2) and compare
it with values obtained from polynomials of degrees 1, 2, and 3.

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