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Numerical method, Interpolation with finite differences, forward difference, backward difference, central difference, Gregory Newton Forward difference interpolation formula, Gregory Newton Backward difference interpolation formula, Gauss Forward interpolation formula, Gauss Backward interpolation formula

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  • 1. Numerical Methods - Finite DifferencesN. B. VyasDepartment of Mathematics,Atmiya Institute of Tech. and Science,Rajkot (Guj.)[email protected]. B. Vyas Numerical Methods - Finite Differences
  • 2. Finite DifferencesForward dierenceSuppose that a function y = f(x) is tabulated for the equallyspaced arguments x0, x0 + h, x0 + 2h, ..., x0 + nh giving thefunctional values y0, y1, y2, ..., yn.N. B. Vyas Numerical Methods - Finite Differences
  • 3. Finite DifferencesForward dierenceSuppose that a function y = f(x) is tabulated for the equallyspaced arguments x0, x0 + h, x0 + 2h, ..., x0 + nh giving thefunctional values y0, y1, y2, ..., yn.The constant dierence between two consecutive values of x iscalled the interval of dierences and is denoted by h.N. B. Vyas Numerical Methods - Finite Differences
  • 4. Finite DifferencesForward dierenceSuppose that a function y = f(x) is tabulated for the equallyspaced arguments x0, x0 + h, x0 + 2h, ..., x0 + nh giving thefunctional values y0, y1, y2, ..., yn.The constant dierence between two consecutive values of x iscalled the interval of dierences and is denoted by h.The operator dened byy0 = y1 y0N. B. Vyas Numerical Methods - Finite Differences
  • 5. Finite DifferencesForward dierenceSuppose that a function y = f(x) is tabulated for the equallyspaced arguments x0, x0 + h, x0 + 2h, ..., x0 + nh giving thefunctional values y0, y1, y2, ..., yn.The constant dierence between two consecutive values of x iscalled the interval of dierences and is denoted by h.The operator dened byy0 = y1 y0y1 = y2 y1N. B. Vyas Numerical Methods - Finite Differences
  • 6. Finite DifferencesForward dierenceSuppose that a function y = f(x) is tabulated for the equallyspaced arguments x0, x0 + h, x0 + 2h, ..., x0 + nh giving thefunctional values y0, y1, y2, ..., yn.The constant dierence between two consecutive values of x iscalled the interval of dierences and is denoted by h.The operator dened byy0 = y1 y0y1 = y2 y1..............yn1 = yn yn1N. B. Vyas Numerical Methods - Finite Differences
  • 7. Finite DifferencesForward dierenceSuppose that a function y = f(x) is tabulated for the equallyspaced arguments x0, x0 + h, x0 + 2h, ..., x0 + nh giving thefunctional values y0, y1, y2, ..., yn.The constant dierence between two consecutive values of x iscalled the interval of dierences and is denoted by h.The operator dened byy0 = y1 y0y1 = y2 y1..............yn1 = yn yn1is called Forward dierence operator.N. B. Vyas Numerical Methods - Finite Differences
  • 8. Finite DifferencesThe rst forward dierence is yn = yn+1 ynN. B. Vyas Numerical Methods - Finite Differences
  • 9. Finite DifferencesThe rst forward dierence is yn = yn+1 ynThe second forward dierence are dened as the dierence ofthe rst dierences.2y0 = (y0) = (y1 y0) = y1 y0= y2 y1 (y1 y0) = y2 2y1 + y02y1 = y2 y12yi = yi+1 yiIn general nth forward dierence of f is dened bynyi = n1yi+1 n1yiN. B. Vyas Numerical Methods - Finite Differences
  • 10. Finite DifferencesForward Dierence Table:x y y 2y 3y 4y 5yx0 y0y0x1 y1 2y0y1 3y0x2 y2 2y1 4y0y2 3y1 5y0x3 y3 2y2 4y1y3 3y2x4 y4 2y3y4x5 y5N. B. Vyas Numerical Methods - Finite Differences
  • 11. Finite DifferencesThe operator satises the following properties:1 [f(x) g(x)] = f(x) g(x)N. B. Vyas Numerical Methods - Finite Differences
  • 12. Finite DifferencesThe operator satises the following properties:1 [f(x) g(x)] = f(x) g(x)2 [cf(x)] = cf(x)N. B. Vyas Numerical Methods - Finite Differences
  • 13. Finite DifferencesThe operator satises the following properties:1 [f(x) g(x)] = f(x) g(x)2 [cf(x)] = cf(x)3 mnf(x) = m+nf(x), m, n are positive integers4 Since nyn is a constant, n+1yn = 0 , n+2yn = 0, . . .i.e. (n + 1)th and higher dierences are zero.N. B. Vyas Numerical Methods - Finite Differences
  • 14. Finite DifferencesBackward dierenceSuppose that a function y = f(x) is tabulated for the equallyspaced arguments x0, x0 + h, x0 + 2h, ..., x0 + nh giving thefunctional values y0, y1, y2, ..., yn.N. B. Vyas Numerical Methods - Finite Differences
  • 15. Finite DifferencesBackward dierenceSuppose that a function y = f(x) is tabulated for the equallyspaced arguments x0, x0 + h, x0 + 2h, ..., x0 + nh giving thefunctional values y0, y1, y2, ..., yn.The operator dened byy1 = y1 y0N. B. Vyas Numerical Methods - Finite Differences
  • 16. Finite DifferencesBackward dierenceSuppose that a function y = f(x) is tabulated for the equallyspaced arguments x0, x0 + h, x0 + 2h, ..., x0 + nh giving thefunctional values y0, y1, y2, ..., yn.The operator dened byy1 = y1 y0y2 = y2 y1N. B. Vyas Numerical Methods - Finite Differences
  • 17. Finite DifferencesBackward dierenceSuppose that a function y = f(x) is tabulated for the equallyspaced arguments x0, x0 + h, x0 + 2h, ..., x0 + nh giving thefunctional values y0, y1, y2, ..., yn.The operator dened byy1 = y1 y0y2 = y2 y1..............yn = yn yn1N. B. Vyas Numerical Methods - Finite Differences
  • 18. Finite DifferencesBackward dierenceSuppose that a function y = f(x) is tabulated for the equallyspaced arguments x0, x0 + h, x0 + 2h, ..., x0 + nh giving thefunctional values y0, y1, y2, ..., yn.The operator dened byy1 = y1 y0y2 = y2 y1..............yn = yn yn1is called Backward dierence operator.N. B. Vyas Numerical Methods - Finite Differences
  • 19. Finite DifferencesThe rst backward dierence is yn = yn yn1N. B. Vyas Numerical Methods - Finite Differences
  • 20. Finite DifferencesThe rst backward dierence is yn = yn yn1The second backward dierence are obtain by the dierenceof the rst dierences.2y2 = ( y2) = (y2 y1) = y2 y1= y2 y1 (y1 y0) = y2 2y1 + y02y3 = y3 y22yn = yn yn1N. B. Vyas Numerical Methods - Finite Differences
  • 21. Finite DifferencesThe rst backward dierence is yn = yn yn1The second backward dierence are obtain by the dierenceof the rst dierences.2y2 = ( y2) = (y2 y1) = y2 y1= y2 y1 (y1 y0) = y2 2y1 + y02y3 = y3 y22yn = yn yn1In general nth backward dierence of f is dened bynyi = n1yi n1yi1N. B. Vyas Numerical Methods - Finite Differences
  • 22. Finite DifferencesBackward Dierence Table:x y y 2y 3y 4y 5yx0 y0y1x1 y12y2y23y3x2 y22y34y4y33y45y5x3 y32y44y5y43y5x4 y42y5y5x5 y5N. B. Vyas Numerical Methods - Finite Differences
  • 23. Finite DifferencesCentral dierenceThe operator dened byy12= y1 y0N. B. Vyas Numerical Methods - Finite Differences
  • 24. Finite DifferencesCentral dierenceThe operator dened byy12= y1 y0y32= y2 y1N. B. Vyas Numerical Methods - Finite Differences
  • 25. Finite DifferencesCentral dierenceThe operator dened byy12= y1 y0y32= y2 y1..............yn12= yn yn1N. B. Vyas Numerical Methods - Finite Differences
  • 26. Finite DifferencesCentral dierenceThe operator dened byy12= y1 y0y32= y2 y1..............yn12= yn yn1is called Central dierence operator.Similarly, higher order central dierences are dened as2y1 = y32 y12N. B. Vyas Numerical Methods - Finite Differences
  • 27. Finite DifferencesCentral dierenceThe operator dened byy12= y1 y0y32= y2 y1..............yn12= yn yn1is called Central dierence operator.Similarly, higher order central dierences are dened as2y1 = y32 y122y2 = y52 y32N. B. Vyas Numerical Methods - Finite Differences
  • 28. Finite DifferencesCentral dierenceThe operator dened byy12= y1 y0y32= y2 y1..............yn12= yn yn1is called Central dierence operator.Similarly, higher order central dierences are dened as2y1 = y32 y122y2 = y52 y32.......3y32= 2y2 2y1N. B. Vyas Numerical Methods - Finite Differences
  • 29. Finite DifferencesCentral dierenceThe operator dened byy12= y1 y0y32= y2 y1..............yn12= yn yn1is called Central dierence operator.Similarly, higher order central dierences are dened as2y1 = y32 y122y2 = y52 y32.......3y32= 2y2 2y1N. B. Vyas Numerical Methods - Finite Differences
  • 30. Finite DifferencesCentral Dierence Table:x y y 2y 3y 4y 5yx0 y0y12x1 y1 2y1y323y32x2 y2 2y2 4y2y523y525y52x3 y3 2y3 4y3y723y72x4 y4 2y4y92x5 y5N. B. Vyas Numerical Methods - Finite Differences
  • 31. Finite DifferencesNOTE:From all three dierence tables, we can see that only thenotations changes not the dierences.y1 y0 = y0 = y1 = y12N. B. Vyas Numerical Methods - Finite Differences
  • 32. Finite DifferencesNOTE:From all three dierence tables, we can see that only thenotations changes not the dierences.y1 y0 = y0 = y1 = y12Alternative notations for the function y = f(x).N. B. Vyas Numerical Methods - Finite Differences
  • 33. Finite DifferencesNOTE:From all three dierence tables, we can see that only thenotations changes not the dierences.y1 y0 = y0 = y1 = y12Alternative notations for the function y = f(x).For two consecutive values of x diering by h.N. B. Vyas Numerical Methods - Finite Differences
  • 34. Finite DifferencesNOTE:From all three dierence tables, we can see that only thenotations changes not the dierences.y1 y0 = y0 = y1 = y12Alternative notations for the function y = f(x).For two consecutive values of x diering by h.yx = yx+h yx = f(x + h) f(x)N. B. Vyas Numerical Methods - Finite Differences
  • 35. Finite DifferencesNOTE:From all three dierence tables, we can see that only thenotations changes not the dierences.y1 y0 = y0 = y1 = y12Alternative notations for the function y = f(x).For two consecutive values of x diering by h.yx = yx+h yx = f(x + h) f(x)yx = yx yxh = f(x) f(x h)N. B. Vyas Numerical Methods - Finite Differences
  • 36. Finite DifferencesNOTE:From all three dierence tables, we can see that only thenotations changes not the dierences.y1 y0 = y0 = y1 = y12Alternative notations for the function y = f(x).For two consecutive values of x diering by h.yx = yx+h yx = f(x + h) f(x)yx = yx yxh = f(x) f(x h)yx = yx+h2 yxh2= f(x + h2 ) f(xh2 )N. B. Vyas Numerical Methods - Finite Differences
  • 37. Finite DifferencesEvaluate the following. The interval of dierence being h.1 nexN. B. Vyas Numerical Methods - Finite Differences
  • 38. Finite DifferencesEvaluate the following. The interval of dierence being h.1 nex2 logf(x)N. B. Vyas Numerical Methods - Finite Differences
  • 39. Finite DifferencesEvaluate the following. The interval of dierence being h.1 nex2 logf(x)3 (tan1x)N. B. Vyas Numerical Methods - Finite Differences
  • 40. Finite DifferencesEvaluate the following. The interval of dierence being h.1 nex2 logf(x)3 (tan1x)4 2cos2xN. B. Vyas Numerical Methods - Finite Differences
  • 41. Finite DifferencesOther Dierence Operator1. Shift Operator E:E does the operation of increasing the argument x by h so thatEf(x) = f(x + h);N. B. Vyas Numerical Methods - Finite Differences
  • 42. Finite DifferencesOther Dierence Operator1. Shift Operator E:E does the operation of increasing the argument x by h so thatEf(x) = f(x + h);E2f(x) = E(Ef(x)) = Ef(x + h) = f(x + 2h);N. B. Vyas Numerical Methods - Finite Differences
  • 43. Finite DifferencesOther Dierence Operator1. Shift Operator E:E does the operation of increasing the argument x by h so thatEf(x) = f(x + h);E2f(x) = E(Ef(x)) = Ef(x + h) = f(x + 2h);E3f(x) = f(x + 3h);N. B. Vyas Numerical Methods - Finite Differences
  • 44. Finite DifferencesOther Dierence Operator1. Shift Operator E:E does the operation of increasing the argument x by h so thatEf(x) = f(x + h);E2f(x) = E(Ef(x)) = Ef(x + h) = f(x + 2h);E3f(x) = f(x + 3h);Enf(x) = f(x + nh);N. B. Vyas Numerical Methods - Finite Differences
  • 45. Finite DifferencesOther Dierence Operator1. Shift Operator E:E does the operation of increasing the argument x by h so thatEf(x) = f(x + h);E2f(x) = E(Ef(x)) = Ef(x + h) = f(x + 2h);E3f(x) = f(x + 3h);Enf(x) = f(x + nh);The inverse operator E1 is dened asN. B. Vyas Numerical Methods - Finite Differences
  • 46. Finite DifferencesOther Dierence Operator1. Shift Operator E:E does the operation of increasing the argument x by h so thatEf(x) = f(x + h);E2f(x) = E(Ef(x)) = Ef(x + h) = f(x + 2h);E3f(x) = f(x + 3h);Enf(x) = f(x + nh);The inverse operator E1 is dened asE1f(x) = f(x h);N. B. Vyas Numerical Methods - Finite Differences
  • 47. Finite DifferencesOther Dierence Operator1. Shift Operator E:E does the operation of increasing the argument x by h so thatEf(x) = f(x + h);E2f(x) = E(Ef(x)) = Ef(x + h) = f(x + 2h);E3f(x) = f(x + 3h);Enf(x) = f(x + nh);The inverse operator E1 is dened asE1f(x) = f(x h);Enf(x) = f(x nh);N. B. Vyas Numerical Methods - Finite Differences
  • 48. Finite DifferencesOther Dierence Operator1. Shift Operator E:E does the operation of increasing the argument x by h so thatEf(x) = f(x + h);E2f(x) = E(Ef(x)) = Ef(x + h) = f(x + 2h);E3f(x) = f(x + 3h);Enf(x) = f(x + nh);The inverse operator E1 is dened asE1f(x) = f(x h);Enf(x) = f(x nh);If yx is the function f(x), thenN. B. Vyas Numerical Methods - Finite Differences
  • 49. Finite DifferencesOther Dierence Operator1. Shift Operator E:E does the operation of increasing the argument x by h so thatEf(x) = f(x + h);E2f(x) = E(Ef(x)) = Ef(x + h) = f(x + 2h);E3f(x) = f(x + 3h);Enf(x) = f(x + nh);The inverse operator E1 is dened asE1f(x) = f(x h);Enf(x) = f(x nh);If yx is the function f(x), thenEyx = yx+h;N. B. Vyas Numerical Methods - Finite Differences
  • 50. Finite DifferencesOther Dierence Operator1. Shift Operator E:E does the operation of increasing the argument x by h so thatEf(x) = f(x + h);E2f(x) = E(Ef(x)) = Ef(x + h) = f(x + 2h);E3f(x) = f(x + 3h);Enf(x) = f(x + nh);The inverse operator E1 is dened asE1f(x) = f(x h);Enf(x) = f(x nh);If yx is the function f(x), thenEyx = yx+h;E1yx = yxh;N. B. Vyas Numerical Methods - Finite Differences
  • 51. Finite DifferencesOther Dierence Operator1. Shift Operator E:E does the operation of increasing the argument x by h so thatEf(x) = f(x + h);E2f(x) = E(Ef(x)) = Ef(x + h) = f(x + 2h);E3f(x) = f(x + 3h);Enf(x) = f(x + nh);The inverse operator E1 is dened asE1f(x) = f(x h);Enf(x) = f(x nh);If yx is the function f(x), thenEyx = yx+h;E1yx = yxh;Enyx = yx+nh;N. B. Vyas Numerical Methods - Finite Differences
  • 52. Finite DifferencesOther Dierence Operator1. Shift Operator E:E does the operation of increasing the argument x by h so thatEf(x) = f(x + h);E2f(x) = E(Ef(x)) = Ef(x + h) = f(x + 2h);E3f(x) = f(x + 3h);Enf(x) = f(x + nh);The inverse operator E1 is dened asE1f(x) = f(x h);Enf(x) = f(x nh);If yx is the function f(x), thenEyx = yx+h;E1yx = yxh;Enyx = yx+nh;N. B. Vyas Numerical Methods - Finite Differences
  • 53. Finite Differences2. Averaging Operator :It is dened asf(x) =12f x +h2+ f x h2;N. B. Vyas Numerical Methods - Finite Differences
  • 54. Finite Differences2. Averaging Operator :It is dened asf(x) =12f x +h2+ f x h2;i.e. yx =12yx+h2+ yxh2;N. B. Vyas Numerical Methods - Finite Differences
  • 55. Finite Differences2. Averaging Operator :It is dened asf(x) =12f x +h2+ f x h2;i.e. yx =12yx+h2+ yxh2;3. Dierential Operator D:N. B. Vyas Numerical Methods - Finite Differences
  • 56. Finite Differences2. Averaging Operator :It is dened asf(x) =12f x +h2+ f x h2;i.e. yx =12yx+h2+ yxh2;3. Dierential Operator D:It is dened asN. B. Vyas Numerical Methods - Finite Differences
  • 57. Finite Differences2. Averaging Operator :It is dened asf(x) =12f x +h2+ f x h2;i.e. yx =12yx+h2+ yxh2;3. Dierential Operator D:It is dened asDf(x) =ddxf(x) = f (x);N. B. Vyas Numerical Methods - Finite Differences
  • 58. Finite DifferencesRelation between the operators1 = E 1N. B. Vyas Numerical Methods - Finite Differences
  • 59. Finite DifferencesRelation between the operators1 = E 12 = 1 E1N. B. Vyas Numerical Methods - Finite Differences
  • 60. Finite DifferencesRelation between the operators1 = E 12 = 1 E13 = E12 E12N. B. Vyas Numerical Methods - Finite Differences
  • 61. Finite DifferencesRelation between the operators1 = E 12 = 1 E13 = E12 E124 =12{E12 E12 }N. B. Vyas Numerical Methods - Finite Differences
  • 62. Finite DifferencesRelation between the operators1 = E 12 = 1 E13 = E12 E124 =12{E12 E12 }5 = E = E = E12N. B. Vyas Numerical Methods - Finite Differences
  • 63. Finite DifferencesRelation between the operators1 = E 12 = 1 E13 = E12 E124 =12{E12 E12 }5 = E = E = E126 E = ehDN. B. Vyas Numerical Methods - Finite Differences
  • 64. Finite DifferencesRelation between the operators1 = E 12 = 1 E13 = E12 E124 =12{E12 E12 }5 = E = E = E126 E = ehD7 (1 + )(1 ) = 1N. B. Vyas Numerical Methods - Finite Differences
  • 65. Finite DifferencesRelation between the operators1 = E 12 = 1 E13 = E12 E124 =12{E12 E12 }5 = E = E = E126 E = ehD7 (1 + )(1 ) = 18 = = 2N. B. Vyas Numerical Methods - Finite Differences
  • 66. Gregory - Newton Forward Interpolation FormulaTo estimate the value of a function near the beginning a table,the forward dierence interpolation formula in used.N. B. Vyas Numerical Methods - Finite Differences
  • 67. Gregory - Newton Forward Interpolation FormulaTo estimate the value of a function near the beginning a table,the forward dierence interpolation formula in used.Let yx = f(x) be a function which takes the valuesyx0 , yx0+h, yx0+2h, . . . corresponding to the valuesx0, x0 + h, x0 + 2h, . . . of x.N. B. Vyas Numerical Methods - Finite Differences
  • 68. Gregory - Newton Forward Interpolation FormulaTo estimate the value of a function near the beginning a table,the forward dierence interpolation formula in used.Let yx = f(x) be a function which takes the valuesyx0 , yx0+h, yx0+2h, . . . corresponding to the valuesx0, x0 + h, x0 + 2h, . . . of x.Suppose we want to evaluate yx when x = x0 + ph, where p isany real number.N. B. Vyas Numerical Methods - Finite Differences
  • 69. Gregory - Newton Forward Interpolation FormulaTo estimate the value of a function near the beginning a table,the forward dierence interpolation formula in used.Let yx = f(x) be a function which takes the valuesyx0 , yx0+h, yx0+2h, . . . corresponding to the valuesx0, x0 + h, x0 + 2h, . . . of x.Suppose we want to evaluate yx when x = x0 + ph, where p isany real number.N. B. Vyas Numerical Methods - Finite Differences
  • 70. Gregory - Newton Forward Interpolation FormulaLet it be yp. For any real number n, we have dened operator Esuch that Enf(x) = f(x + nh). yx = yx0+ph = f (x0 + ph) = Epyx0 = (1 + )py0N. B. Vyas Numerical Methods - Finite Differences
  • 71. Gregory - Newton Forward Interpolation FormulaLet it be yp. For any real number n, we have dened operator Esuch that Enf(x) = f(x + nh). yx = yx0+ph = f (x0 + ph) = Epyx0 = (1 + )py0= 1 + p +p(p 1)2!2 +p(p 1)(p 2)3!3 + ... y0N. B. Vyas Numerical Methods - Finite Differences
  • 72. Gregory - Newton Forward Interpolation FormulaLet it be yp. For any real number n, we have dened operator Esuch that Enf(x) = f(x + nh). yx = yx0+ph = f (x0 + ph) = Epyx0 = (1 + )py0= 1 + p +p(p 1)2!2 +p(p 1)(p 2)3!3 + ... y0yx = y0 + py0 +p(p 1)2!2y0 +p(p 1)(p 2)3!3y0 + ...is called Newtons forward interpolation formula.N. B. Vyas Numerical Methods - Finite Differences
  • 73. Gregory - Newton Backward Interpolation FormulaTo estimate the value of a function near the end of a table, thebackward dierence interpolation formula in used.N. B. Vyas Numerical Methods - Finite Differences
  • 74. Gregory - Newton Backward Interpolation FormulaTo estimate the value of a function near the end of a table, thebackward dierence interpolation formula in used.Let yx = f(x) be a function which takes the valuesyx0 , yx0+h, yx0+2h, . . . corresponding to the valuesx0, x0 + h, x0 + 2h, . . . of x.N. B. Vyas Numerical Methods - Finite Differences
  • 75. Gregory - Newton Backward Interpolation FormulaTo estimate the value of a function near the end of a table, thebackward dierence interpolation formula in used.Let yx = f(x) be a function which takes the valuesyx0 , yx0+h, yx0+2h, . . . corresponding to the valuesx0, x0 + h, x0 + 2h, . . . of x.Suppose we want to evaluate yx when x = xn + ph, where p isany real number.N. B. Vyas Numerical Methods - Finite Differences
  • 76. Gregory - Newton Backward Interpolation FormulaLet it be yp. For any real number n, we have dened operator Esuch that Enf(x) = f(x + nh). yx = yxn+ph = f (xn + ph) = Epyxn = (1 )pynN. B. Vyas Numerical Methods - Finite Differences
  • 77. Gregory - Newton Backward Interpolation FormulaLet it be yp. For any real number n, we have dened operator Esuch that Enf(x) = f(x + nh). yx = yxn+ph = f (xn + ph) = Epyxn = (1 )pyn= 1 + p +p(p + 1)2!2 +p(p + 1)(p + 2)3!3 + ... ynN. B. Vyas Numerical Methods - Finite Differences
  • 78. Gregory - Newton Backward Interpolation FormulaLet it be yp. For any real number n, we have dened operator Esuch that Enf(x) = f(x + nh). yx = yxn+ph = f (xn + ph) = Epyxn = (1 )pyn= 1 + p +p(p + 1)2!2 +p(p + 1)(p + 2)3!3 + ... ynyx = y0 + p yn +p(p + 1)2!2yn +p(p + 1)(p + 2)3!3yn + ...is called Newtons backward interpolation formulaN. B. Vyas Numerical Methods - Finite Differences
  • 79. Stirlings Interpolation FormulaTo estimate the value of a function near the middle a table, thecentral dierence interpolation formula in used.Let yx = f(x) be a functional relation between x and y.If x takes the values x0 2h, x0 h, x0, x0 + h, x0 + 2h, . . . andthe corresponding values of y are y2, y1, y0, y1, y2 . . . then wecan form a central dierence table as follows:N. B. Vyas Numerical Methods - Finite Differences
  • 80. x y1stdifference2nddifference3rddifferencex0 2h y2y2(= y3/2)x0 h y1 2y2(= 2y1)y1(= y1/2) 3y2(= 3y1/2)x0 y0 2y1(= 2y0) y0(= y1/2) 3y1(= 3y1/2)x0 + h y1 2y0(= 2y1)y1(= y3/2)x0 + 2h y2N. B. Vyas Numerical Methods - Finite Differences
  • 81. Central DierenceGausss Forward interpolation formula:Pn(x) = y0 + py0 +p(p 1)2!2y1 +(p + 1)p(p 1)3!3y1+(p + 1)p(p 1)(p 2)4!4y2 + ...Gausss Backward interpolation formula:Pn(x) = y0 + py1 +p(p + 1)2!2y1 +(p + 1)p(p 1)3!3y2+(p + 2)(p + 1)p(p 1)4!4y2 + ...N. B. Vyas Numerical Methods - Finite Differences