Lecture 4

MATH-331
Numerical Analysis
(3+0)

Instructor: Madiha Razzaq

Institute of Environmental Sciences and Engineering (IESE)

School of Civil and Environmental Engineering (SCEE)
National University of Sciences and Technology (NUST) Islamabad, Pakistan
 Learning Outcome
At the end of this lecture students will be able to learn
- Calculus of finite operators
- Interpolation methods
• Newton forward and backward differences method
• Newton divided difference
• Lagrange interpolation

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 The Calculus of Finite Difference
 The calculus of finite difference deals with the change take place in the value of
function due to finite change in the independent variable

 Finite Difference Operators

- Shift Operator: 𝜀 𝑓 𝑥 = 𝑓(𝑥 + ℎ)

- Forward Difference operator = ∆ 𝑓 𝑥 = 𝑓 𝑥 + ℎ − 𝑓 𝑥

- Backward Difference operator = 𝛻 𝑓 𝑥 = 𝑓 𝑥 − 𝑓 𝑥 − ℎ

- Central Difference operator = 𝛿 𝑓 𝑥 = 𝑓 𝑥 + ℎ/2 − 𝑓 𝑥 − ℎ/2

𝑓 𝑥+ℎ/2 + 𝑓 𝑥−ℎ/2
- Average operator = 𝜇 𝑓 𝑥 =
2

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 Shift Operator
𝜀𝑓 𝑥 = 𝑓(𝑥 + ℎ)
 𝜀2𝑓 𝑥 = 𝜀(𝜀𝑓 𝑥 ) = 𝜀[𝑓 𝑥 + ℎ ]
 𝜀2 𝑓 𝑥 = 𝑓 𝑥 + ℎ + ℎ
 𝜀2𝑓 𝑥 = 𝑓 𝑥 + 2ℎ
 𝜀3𝑓 𝑥 = 𝑓 𝑥 + 3ℎ
 𝜀𝑛𝑓 𝑥 = 𝑓 𝑥 + 𝑛ℎ
−1
 𝜀 𝑓 𝑥 =𝑓 𝑥−ℎ
/2 1
 1
𝜀 𝑓 𝑥 =𝑓 𝑥+ ℎ
2

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 Forward Difference Operator (∆)
∆ 𝑓(𝑥) = 𝑓(𝑥 + ℎ) − 𝑓(𝑥)

Where h is any interval

∆2 𝑓 𝑥 = ∆(∆𝑓 𝑥 ) = ∆[𝑓 𝑥 + ℎ − 𝑓 𝑥 ]

∆2 𝑓 𝑥 = ∆𝑓 𝑥 + ℎ − ∆𝑓 𝑥

∆2 𝑓 𝑥 = [𝑓 𝑥 + ℎ + ℎ − 𝑓 𝑥 + ℎ ] − [𝑓 𝑥 + ℎ − 𝑓 𝑥 ]

∆2 𝑓 𝑥 = 𝑓 𝑥 + 2ℎ − 2𝑓 𝑥 + ℎ + 𝑓 𝑥

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 Backward Difference Operator (𝛻)
𝛻 𝑓(𝑥) = 𝑓(𝑥) − 𝑓(𝑥 − ℎ)

Where h is any interval

𝛻2 𝑓 𝑥 = 𝛻(𝛻𝑓 𝑥 ) = 𝛻[𝑓 𝑥 − 𝑓 𝑥 − ℎ ]

𝛻2 𝑓 𝑥 = 𝛻𝑓 𝑥 − 𝛻𝑓 𝑥 − ℎ

𝛻2 𝑓 𝑥 = [𝑓 𝑥 − 𝑓 𝑥 − ℎ ] − [𝑓 𝑥 − ℎ − 𝑓 𝑥 − ℎ − ℎ ]

𝛻2 𝑓 𝑥 = 𝑓 𝑥 − 2𝑓 𝑥 − ℎ + 𝑓 𝑥 − 2ℎ

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 Relationships b/w Operators
1. 𝜀 = 1 + ∆
2. ∇ = 1 − 𝜀 -1

3. 𝜀∇ = ∇𝜀 =∆
4. ∆ − ∇ = ∆∇
5. 1 + ∆ (1 − ∇) = 1
6. 𝜀 = ehD

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 Problems
∆2 𝜀 ∗ e x
Show that ex = ex 2 x , the interval of being h
𝜀 ∆e

Solve ∆𝐶𝑜𝑡 2𝑥, the interval of being 1

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 Interpolation
 Interpolation: The technique or method of estimating unknown values from given
set of observations

 Interpolation with Unevenly Spaced Points

- Lagrange Interpolation

- Newton’s Divided Difference Interpolation

 Interpolation with Evenly Spaced Points

- Newton’s Forward Difference Interpolation

- Newton’s Backward Difference Interpolation

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 Newton Forward Difference Method

a=

𝑢 𝑢 𝑢 𝑢 𝑢
𝑓 𝑥 = f(a) + 1!∆f(a)+ 2! (u-1)∆2f(a)+ 3! (u-1) (u- 2) ∆3f(a)+ 4! (u- 1) (u- 2) (u -3) ∆4f(a)+ ...+ 𝑛! (u-1) (u- 2) …(u-(n-1))∆nf(a)

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 Newton Backward Difference Method

a=

𝑢 𝑢 𝑢 𝑢 𝑢
𝑓 𝑥 = f(a) + 1! 𝛻f(a)+ 2! (u+1) 𝛻 2f(a)+ 3! (u+1)(u+2) 𝛻 3f(a)+ 4! (u+1)(u+2)(u+3)𝛻 4f(a)+ ..+ 𝑛! (u+1) (u+2) ..(u+(n-1)) 𝛻nf(a)

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 Problem 1
Form a difference table and interpolate the value of f(x) when x=4, given.

x 3 5 7 9 x =4
a= 3
f(x) 180 150 120 90 h= 2
a+hu = 4
u= 0.5
x f(x) ∆ f(x) ∆2 f(x) ∆3 f(x)
3 180 Solution
-30 f(4) = 165
5 150 0
-30 0
7 120 0
-30
9 90
𝑢 𝑢 𝑢
𝑓 𝑥 = f(a) + 1!∆f(a)+ 2! (u-1)∆2f(a)+ 3! (u-1) (u- 2) ∆3f(a)

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 Problem 2
Estimate population in 1895 and 1925 from following statistics.

Year 1891 1901 1911 1921 1931 x =1895

Forward Interpolation Method

a= 1891
Population 46 66 81 93 101 h= 10
a+hu = 1895
x f(x) ∆ f(x) ∆2 f(x) ∆3 f(x) ∆4 f(x) u= 0.4
1891 46
20 Solution
1901 66 -5 f(1895) = 54.85
15 2
1911 81 -3 -3
12 -1
1921 93 -4
8
1931 101
𝑢 𝑢 𝑢 𝑢
𝑓 𝑥 = f(a) + 1!∆f(a)+ 2! (u-1)∆2f(a)+ 3! (u-1) (u- 2) ∆3f(a)+ 4! (u- 1) (u- 2) (u -3) ∆4f(a)
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 Problem 2
Estimate population in 1895 and 1925 from following statistics.

Year 1891 1901 1911 1921 1931 x =1925

a= 1931
Backward Interpolation Method

Population 46 66 81 93 101 h= 10
a+hu = 1925
x f(x) ∆ f(x) ∆2 f(x) ∆3 f(x) ∆4 f(x) u= -0.6
1891 46
20 Solution
1901 66 -5 f(1925) = 96.84
15 2
1911 81 -3 -3
12 -1
1921 93 -4
8
1931 101
𝑢 𝑢 𝑢 𝑢
𝑓 𝑥 = f(a) + 1! 𝛻f(a)+ 2! (u+1) 𝛻 2f(a)+ 3! (u+1)(u+2) 𝛻 3f(a)+ 4!
(u+1)(u+2)(u+3)𝛻 4f(a)
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 Lagrange Interpolation
Lagrange interpolation method is used to find value of y from unevenly spaced data.
n x y= f(x)
𝑥−𝑥2 𝑥−𝑥3 𝑥−𝑥4 ∗𝑦1
1 x1 y1 𝑓 𝑥 = + x is the value at
(𝑥1 −𝑥2 )(𝑥1 −𝑥3 )(𝑥1 −𝑥4 ) which y value need
2 x2 y2 𝑥−𝑥1 𝑥−𝑥3 𝑥−𝑥4 ∗𝑦2 to be interpolated
+
(𝑥2 −𝑥1 )(𝑥2 −𝑥3 )(𝑥2 −𝑥4 )
3 x3 y3
𝑥−𝑥1 𝑥−𝑥2 𝑥−𝑥4 ∗𝑦3
4 x4 y4 +
(𝑥3 −𝑥1 )(𝑥3 −𝑥2 )(𝑥3 −𝑥4 )
. . . 𝑥−𝑥1 𝑥−𝑥2 𝑥−𝑥3 ∗𝑦4
. . . (𝑥4 −𝑥1 )(𝑥4 −𝑥2 )(𝑥4 −𝑥3 )
n xn yn

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 Problem 1
Find the value of y at x = 0 given some set of values (-2, 5), (1, 7), (3, 11), (7, 34).

x -2 1 3 7

y 5 7 11 34

𝑥−𝑥2 𝑥−𝑥3 𝑥−𝑥4 ∗𝑦1 𝑥−𝑥1 𝑥−𝑥3 𝑥−𝑥4 ∗𝑦2 𝑥−𝑥1 𝑥−𝑥2 𝑥−𝑥4 ∗𝑦3 𝑥−𝑥1 𝑥−𝑥2 𝑥−𝑥3 ∗𝑦4
𝑓 𝑥 = + + +
(𝑥1 −𝑥2 )(𝑥1 −𝑥3 )(𝑥1 −𝑥4 ) (𝑥2 −𝑥1 )(𝑥2 −𝑥3 )(𝑥2 −𝑥4 ) (𝑥3 −𝑥1 )(𝑥3 −𝑥2 )(𝑥3 −𝑥4 ) (𝑥4 −𝑥1 )(𝑥4 −𝑥2 )(𝑥4 −𝑥3 )

0−1 0−3 0−7 ∗5 0+2 0−3 0−7 ∗7 0+2 0−1 0−7 ∗11 0+2 0−1 0−3 ∗34
𝑓 0 = + + + = 6.039
(−2−1)(−2−3)(−2−7) (1+2)(1−3)(1−7) (3+2)(3−1)(3−7) (7+2)(7−1)(7−3)

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 Problem 2
Find the value of y at x = 10 at given set of values

x 5 6 9 11

y 12 13 14 16

𝑥−𝑥2 𝑥−𝑥3 𝑥−𝑥4 ∗𝑦1 𝑥−𝑥1 𝑥−𝑥3 𝑥−𝑥4 ∗𝑦2 𝑥−𝑥1 𝑥−𝑥2 𝑥−𝑥4 ∗𝑦3 𝑥−𝑥1 𝑥−𝑥2 𝑥−𝑥3 ∗𝑦4
𝑓 𝑥 = + + +
(𝑥1 −𝑥2 )(𝑥1 −𝑥3 )(𝑥1 −𝑥4 ) (𝑥2 −𝑥1 )(𝑥2 −𝑥3 )(𝑥2 −𝑥4 ) (𝑥3 −𝑥1 )(𝑥3 −𝑥2 )(𝑥3 −𝑥4 ) (𝑥4 −𝑥1 )(𝑥4 −𝑥2 )(𝑥4 −𝑥3 )

10−6 10−9 10−11 ∗12 10−5 10−9 10−11 ∗13 10−5 10−6 10−11 ∗14 10−5 10−6 10−9 ∗16
𝑓 10 = + + + = 14.67
(5−6)(5−9)(5−11) (6−5)(6−9)(6−11) (9−5)(9−6)(9−11) (11−5)(11−6)(11−9)

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 Problem 3
Given the following data, find the linear interpolating function f(x)

x 2 5

y 1.5 4

𝑥−𝑥2 ∗𝑦1 𝑥−𝑥1 ∗𝑦2

𝑓 𝑥 = +
(𝑥1 −𝑥2 ) (𝑥2 −𝑥1 )

𝑥−5 ∗1.5 𝑥−2 ∗4 5−𝑥 𝑥−2 ∗4 5𝑥−1

𝑓 𝑥 = + = + =
(2−5) (5−2) 2 3 6

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 Newton Divided Difference
x f(x) ∆f(x) ∆2f(x) ∆3f(x) ∆4f(x)
x0 f(x0)
f(x1) − f(x0)
x1 − x0
∆f(x1) − ∆f(x0)
x1 f(x1) x2 − x0
f(x2) − f(x1) ∆2f(x1) − ∆2f(x0)
x2 − x1 x3 − x0
∆f(x2) − ∆f(x1) ∆3f(x1) − ∆3f(x0)
x2 f(x2) x3 − x1 x4 − x0
f(x3) − f(x2) ∆2f(x2) − ∆2f(x1)
x3 − x2 x4 − x1
∆f(x3) − ∆f(x2)
x3 f(x3) x4 − x2
f(x4) − f(x3)
x4 − x3
x4 f(x4)

𝑓 𝑥 = f(x0) + (x- x0) ∆f(x0)+ (x- x0) (x- x1) ∆2f(x0)+ (x- x0) (x- x1) (x- x2) ∆3f(x0)+ (x- x0) (x- x1) (x- x2) (x- x3) ∆4f(x0)+ ....
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 Problem 1
Find the value of y at x = 0, given some set of values (-2, 5), (1, 7), (3, 11), (7, 34).

x -2 1 3 7 Solution: f(0) = 6.039

y 5 7 11 34

x f(x) ∆f(x) ∆2f(x) ∆3f(x)

x0 -2 5
0.666667
x1 1 7 0.266667
2 0.039815
x2 3 11 0.625
5.75
x3 7 34

𝑓 𝑥 = f(x0) + (x- x0) ∆f(x0)+ (x- x0) (x- x1) ∆2f(x0)+ (x- x0) (x- x1) (x- x2) ∆3f(x0)

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 Problem 2
Find the value of y at x = 10 at given set of values
Solution: f(0) = 14.667
x 5 6 9 11

y 12 13 14 16

x f(x) ∆f(x) ∆2f(x) ∆3f(x)

x0 5 12
1
x1 6 13 -0.16667
0.333333 0.05
x2 9 14 0.133333
1
x3 11 16
𝑓 𝑥 = f(x0) + (x- x0) ∆f(x0)+ (x- x0) (x- x1) ∆2f(x0)+ (x- x0) (x- x1) (x- x2) ∆3f(x0)

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 Problem 3
Compute f(0.3) for the data given in the table below.
Solution: f(0.3) = 1.831
x 0 1 3 4 7

y 1 3 49 129 813

x f(x) ∆f(x) ∆2f(x) ∆3f(x) ∆4f(x)

x0 0 1
2
x1 1 3 7
23 3
x2 3 49 19 0
80 3
x3 4 129 37
228
x4 7 813

𝑓 𝑥 = f(x0) + (x- x0) ∆f(x0)+ (x- x0) (x- x1) ∆2f(x0)+ (x- x0) (x- x1) (x- x2) ∆3f(x0)+ (x- x0) (x- x1) (x- x2) (x- x3) ∆4f(x0
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 Problem 4
Compute f(1.5) from the data points.

x 0 0.5 1 2 Solution: f(1.5) = 6.776

y 1 1.8987 3.7183 11.3891

x f(x) ∆f(x) ∆2f(x) ∆3f(x)

x0 0 1.000
1.797
x1 0.5 1.899 1.842
3.639 0.423
x2 1 3.718 2.688
7.671
x3 2 11.389
𝑓 𝑥 = f(x0) + (x- x0) ∆f(x0)+ (x- x0) (x- x1) ∆2f(x0)+ (x- x0) (x- x1) (x- x2) ∆3f(x0)

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