NUMERICAL METHODS I

Introduction:
Most of the problems of engineering, physical and economical sciences can be
formulated in terms of system of equations, ordinary or partial differential
equations. In majority of the cases, the solutions to these problems in analytical
form are non-existent or difficult. In all such cases, numerical methods provide
approximate solutions, practical for analysis. Numerical methods do not strive for
exactness. Instead, they yield approximations with specified degree of accuracy.
The early disadvantage of the several numbers of computations involved has been
removed through high speed computation using computers, giving results which
are accurate, reliable and fast.
Interpolation

Introduction:
Suppose that a function y = f(x) is given. For a set of values of x in the domain, we
can tabulate the corresponding values of y. The central problem of interpolation is
the converse of this:
Given a set of tabular values ( x0 , y0 ), ( x1, y1 ), ..., ( xn , yn ) satisfying the relation y

= f(x) where the explicit nature of f(x)is not known, it is required to find a simpler
function, say ( x) , which approximates f(x), such that f(x)and ( x) agree at the set
of tabulated points. Such a process of approximation of an unknown function by a
known function within the range where it is defined, such that both functions
assume same values at the given set of tabulated points is called interpolation. The
extrapolation is the process of approximating the unknown function by a function
at a point outside the range of definition. If ( x) is a polynomial, then the process
is called polynomial interpolation and ( x) is called the interpolating polynomial.
Weierstrass Theorem: If f(x) is continuous in x0 x xn , then given any > 0,
there exists a polynomial P(x) such that f ( x) - P( x) for all x in ( x0 , xn ).
This approximation theorem justifies the polynomial approximation.
There are two main uses of these approximating polynomials. The first use is to
reconstruct the function f(x) when it is not given explicitly and only values of
f(x)and/ or its certain order derivatives are given at a set of distinct points called
nodes or tabular points. The second use is to perform the required operations
which were intended for f(x), like determination of roots, differentiation and
integration etc. can be carried out using the approximating polynomial P(x). The
approximating polynomial P(x) can be used to predict the value of f(x) at a non-
tabular point.
Remark: Through two distinct points, we can construct a unique polynomial of
degree 1(straight line). Through three distinct points, we can construct a unique
polynomial of degree atmost two (a parabola or a straight line). In general, through
n 1 distinct points, we can construct a unique polynomial of degree atmost n.
Note: The interpolation polynomial fitting a given data is unique.
We consider x to be an independent variable and y = f(x) as a function of x where
the explicit nature of y is not known, but a set of values (x0, y0), (x1, y1),,(xn, yn)
satisfying yi = f(xi), i = 0, 1, 2, , n are given.
Interpolation with equally spaced points:
To obtain interpolating polynomials, we use finite differences.
Finite differences
Suppose that
xi = x0 + ih, h> 0, i = 1, 2, ,n.
i.e., the values of x are equally spaced.
The following are the three types of finite differences
1. Forward Differences
2. Backward Differences
3. Central Differences
Forward Differences:
The differencesy1 y0, y2 y1,,yn yn-1 are called first order forward differences
of y and are respectively denoted by y0 , y1, y2 ,..., yn . We call ,the forward
difference operator. The differences of the first order forward differences are
called second order forward differences and are denoted by
2 y0 , 2 y1, 2 y2 , ... , 2 yn1 .Thus
2y0= y1y0 = y2 2y1 + y0,2y1= y2y1 = y3 2y2 + y1
and so on. Similarly, one can find the rth order forward differences recursively as,
r yk r -1 yk 1 r -1 yk , r = 1, 2,
These differences can be tabulated and the table so obtained is called forward
difference table and it is read diagonally downwards.
x y 2 3 4

x0 y0
y0
x1 y1 2y0
y1 3y0
x2 y2 2y1 4y0
y2 3 y1
x3 y3 2y2
y3
x4 y4
Backward differences:
The differences y1 y0, y2 y1,,yn yn-1 when denoted by y1, y2,, yn,
are called first order backward differences of y.The operator is called the
backward difference operator.The differences of the first order differences are
called second order differences and are denoted by 2y2, 2y3, ,2yn.
Similarly one can define the rthorder backward differences,
r yk r -1 yk r -1 yk -1 , r = 1, 2,
The relation between and is given byyr= yr-1.
The backward difference table is as shown below and it is read diagonally
upwards.
x y 2 3 4

x0 y0
y1
x1 y1 2 y2
y2 3y3
x2 y2 2 y3 4 y4
y3 3 y4
x3 y3 2 y4
y4
x4 y4

Other notations for y = f(x) are

1. yx = f(x + h) f(x),
2. yx = f(x) f(x h)
where h is the difference between two consecutive x values.
Shift Operator:
The shift operator, denoted by E, is defined by the equation Eyk = yk+1. The
operator shifts the functional value yk to the next higher value yk+1.
Again operating by E, we get E2yk= E (Eyk) = E (yk+1) = yk+2. In general
Eryk = yk+r.
The inverse shift operator, denoted by E-1, is defined by the equation E-1yk = yk-1.
In general
E-ryk= ykr.
Properties of finite differences:
1. Linearity Property:
For any two constants a and b and for any two functions f(x) and g(x), we
have,(a f(x) b g(x)) = a f(x) b g(x)
2. Differences of Polynomial: The first order difference of a polynomial of degree
n is a polynomial of degree n1. Hence nth difference of a polynomial of degree n
is a constant.
Proof:
Consider
f(x) = a0xn + a1xn-1 + a2xn-2 ++ an-1x + an, a0 0.
Then,
f ( x) f ( x h) - f ( x)
a0 x h n
xn
a1 x h x n-1
n-1

a2 x h
n-2
x n-2 ...
a0 nhx n-1 lower deg ree terms
which is a polynomial of degree n1. Similarly,
2 f ( x) a0n(n 1)h2 x n2 lower deg ree terms
which is a polynomial of degree n2.
Continuing in this manner, we arrive at
nf(x) = a0n!hn,
which is a constant. Hence nth difference is a constant.
Remark:(n + 1)th and higher order differences of a polynomial of degree n are
zero.
Remark: Converse of the above is also true. i.e., if for a function f(x) the nth order
finite difference is a constant and (n+1)th ordered finite difference is zero then f(x)
is a polynomial of degree n.
3. 1+ = E.
4. 1= E-1.
4. = E = E
k k
5. yr (1)i 1 yk i
k
.(1)
i 1 i
Proof: Since
E 1 , we have E 1
k k
k (1 E ) k (1)i E i
i 1 i
k k k k k k
k yr (1)i E i yr (1)i E i yr (1)i yk i
i 1 i i 1 i i 1 i
6. k yr k yk r

Example: Find the missing term from the following table:

x 0 1 2 3 4
y 1 3 9 81

Explain why the result differs from the actual value 33 = 27.
Solution: There are 4 tabulated values, that is, (0, 1), (1, 3), (2, 9) and (4, 81) are
given, therefore its 4th forward difference must be zero.
By constructing difference table.
x y y 2 y 3 y 4 y

0 1

2
1 3 4
6 a19
2 9
a15 124 4a
a9 1053a
3 a (say)
902a
4 81 81 a

Now we put 4 y = 0, we have 124 4a = 0. This implies that a = 31

Thus y = 31 at x = 3.
Observation of the given values of y indicates that y = 3x.
Putting x = 3 in 3x, we get 27. This does not tally with the value obtained y = 3,
reason is that 3x is not a polynomial in x but we have assumed y = f(x) to be a
polynomial of degree 3.

Exercise
1. Find the missing points in the following table:

x 45 50 55 60 65
y 3 - 2 - -2.4

(Ans: y(50) = 2.925, y(60) = 0.225)

2. Find the missing values in the following table:
 x 0 1 2 3 4 5 6
y 5 11 22 40 - 140 -

3. Given u0 = 10, u1 = 6, u3 = 26 and u5 = 130. Find u2 and u4.

Newton-Gregory Forward Difference Interpolation Formula

Statement: Given a set of points (x0, y0), (x1, y1),,(xn, yn) satisfying y = f(x),
where explicit nature of y is not known and values of x are equally spaced, the nth
degree polynomial yn(x) such that f(x) and yn(x) agree at the tabulated points is
given by
p( p 1) 2 p( p 1)( p 2)...( p n 1) n
yn ( x) y0 py0 y0 ... y0 ........(2)
2! n!
where x = x0 + ph.
Proof: Since yn(x) is a polynomial of degree n, it can be written as
yn ( x) a0 a1 ( x x0 ) a2 ( x x0 )( x x1 ) ... an ( x x0 )( x x1 )...( x xn-1 ) ....(3)

yn(x0) = y0gives a0 = y0.

y0
yn (x1) = y1gives a1 = .
h
2 y0
yn (x2) = y2gives a2 = .
2! h 2

n y0
yn (xn) = yn gives an = .
n !h n
Set x x0 ph . Then,
x x0 = ph, x x1 = (p 1) h, , x xn-1 = (p n +1)h.
Substituting in (3) and simplifying we get (2).
The formula,
 p( p 1) 2 p( p 1)...( p n 1) n
yn ( x) y0 py0 y0 ... y0 ,
2! n!
is called Newton- Gregory forward difference interpolation formula and it is
useful for interpolating near the beginning of a set of tabular values.

Newton-Gregory Backward Difference Interpolation Formula

Statement: Given a set of points (x0, y0), (x1, y1),,(xn, yn) satisfying y = f(x),
where explicit nature of y is not known and values of x are equally spaced, the nth
degree polynomial yn(x) such that f(x) and yn(x) agree at the tabulated points is
given by
p( p 1) 2 p( p 1)( p 2)...( p n 1) n
yn ( x) yn pyn yn ... yn .......(4)
2! n!
where x = xn + ph.
Proof: Since yn(x) is a polynomial of degree n, it can be written as
yn ( x) a0 a1 ( x xn ) a2 ( x xn )( x xn-1 ) ... an ( x xn )( x xn-1 )...( x x1 ) ....(5)
yn (xn) = yn gives a0 = yn.
yn
yn (xn-1) = yn-1 gives a1 = .
h
2 yn
yn (xn-2) = yn-2 gives a2 = .
2! h 2

n y0
yn (x1) = y1 gives an = .
n !h n
Set x xn ph . Then,
x xn = ph, x xn-1 = (p + 1) h, , x x1 = (p + n 1)h.
Substituting in (5) and simplifying we get (4).
The formula,
p( p 1) 2 p( p 1)...( p n 1) n
yn ( x) yn pyn yn ... yn
2! n!
is called Newton- Gregory backward difference interpolation formula and it is
useful for interpolating near the end of a set of tabular values.
Example 1: Find the cubic polynomial which takes the following values y(0) = 1,
y(1) = 0, y(2) = 1 and y(3) = 10. Hence or otherwise, obtain y (0.5).
Here x0 = 0, x1 = 1, x2 = 2, x3 = 3
and y0 = 1, y1 = 0, y2 = 1 y3 = 10
Ans:
We form the difference table
x y 2 3

x0 = 0 y0 = 1
y0= 1
x1 = 1 y1 = 0 2y0= 2
y1= 1 3y0= 6
y1= 8
2
x2 = 2 y2 = 1
y2= 9
x3 = 3 y3 = 10

From the above table we have,

x0 = 0, y0 = 1, y0 = 1, 2y0 = 2, 3y0 = 6
Using Newton forward difference formula
p (p 1) 2 p (p 1)(p 2) 3
y(x) = y0 + py0 + y0 y0 where x = x0 + ph
2! 3!

Here h = 1, x0 = 0, therefore p = x
x (x 1) x (x 1) (x 2)
y (x) = 1 + x (1) + 2 6
1.2 1.2.3
 = 1 x + (x2 x) + (x3 3x2 + 2x)
y (x) = x3 2x2 + 1

which is the polynomial from which we obtained the above tabular values.

To compute y (0.5)
Here x0 + ph = x = 0.5
p = 0.5 since x0 = 0 and h = 1
p(p 1) 2 p(p 1)(p 2) 3
y (0.5) = y0 + p y0 + y0 y0
2! 3!
(0.5) (0.5 1) (0.5) (0.5 1) (0.5 2)
= 1 + 0.5 (1) + 2 + 6
2 6
= 6.25
which is the same value as that obtained by substituting x = 0.5 in the cubic
polynomial.
Example 2: Using Newtons forward difference formula, find the sum
Sn 13 23 33 ... n3.

Solution: Sn (n 1)3 , 2 Sn 3n2 9n 7, 3Sn 6n 12, 4 Sn 6.

Thus, Sn is a polynomial of degree 4 in n.
Further, S1 1, S1 8, 2 S1 19, 3S1 18, 4 S1 6. Hence,

(n 1)(n 2)(n 3)(n 4) n(n 1)

2

Sn 1 (n 1)(8) ... (6) .

24 2
Example 3: From the following table, estimate the number of students who
obtained marks between 40 and 45.
Marks 30 40 40 50 50 60 60 70 70 80
No. of students 31 42 51 35 31

Ans:
First we prepare the cumulative frequency table, as follows,
Marks less than (x) 40 50 60 70 80
No. of students y 31 73 124 159 190

Now the difference table is

x y 2 3 4

40 31
42
50 73 9
25
51
60 124 37
16
12
35
70 159
4
31
80 190

We shall find the number of students with marks less than 45.
From the above table we have,

y0 = 31, y0 = 42, 2y0 = 9, 3y0 = 25, 4y0 = 37

Taking x0 = 40, x = 45
We have
x = x0 + ph
45 = 40 + p10
p = 0.5

Using Newtons forward interpolation formula, we get

p(p 1) 2 p(p 1)(p 2) 3
y (x) = y0 + p y0 + y0 y0
2 3!
p(p 1)(p 2)(p 3) 4
y0
4!
(0.5)(0.5 1)
y (45) = 31 + 0.5 (42) + (9)
2!
 (0.5)(0.5 1)(0.5 2) (0.5)(0.5 1)(0.5 2)(0.5 3)
+ (25) (37)
3! 4!
= 31 + 21 1.125 1.5625 1.4453 = 47.87.
Therefore y (45) = 47.87
The number of students with marks less than 45 is 47.87, that is 48. But the
number of students with marks less than 40 is 31.
Hence the number of students getting marks between 40 and 45 = 48 31 = 17
students.
Example 4: The table below gives the values of tan x for 0.10 x 0.30:
x 0.10 0.15 0.20 0.25 0.30
y=tan x 0.1003 0.1511 0.2027 0.2553 0.3093

Find: (i) tan 0.12 (ii) tan 0.26 (iii) tan 0.40 and (iv) tan 0.50.
Solution: The difference table is
x tan x 2 3 4

0.10 0.1003
0.0508
0.15 0.1511 0.0008
0.0516 0.0002
0.20 0.2027 0.0010 0.0002
0.0526 0.0004
0.25 0.2553 0.0014
0.0540

0.30 0.3093
 (i) p = 0.4, tan (0.12) = 0.1205. (Actual Value : 0.1205)
(ii) p = -0.8, tan (0.26) = 0.2662. (Actual Value : 0.2660)
(iii) p = 2, tan (0.40) = 0.4241. (Extrapolation, Actual Value: 0.4227).
(iv) p = 4, tan (0.50) = 0.5543. (Extrapolation, Actual Value : 0.5463).
Remark: Comparison of the computed and actual values shows that in the first
two cases (i.e., in interpolation) the results obtained are fairly accurate whereas in
the last-two cases (i.e., in extrapolation) the errors are quite considerable. The
example therefore demonstrates the important result that if a tabulated function is
other than a polynomial, then extrapolation very far from the table limits.
Exercise

1. The population in decennial census was as under. Estimate the population

for the year 1955:
Year 1921 1931 1941 1951 1961
Population 46 66 81 93 101

1 2
x
2
0
2. The probability integral p exp t dt has the following values:
2
x 1.00 1.05 1.10 1.15 1.20 1.25
p 0.682689 0.706282 0.728668 0.749856 0.769861 0.788700
Calculate p for x = 1.235 .

The values of the elliptic integral K (m) 1 m sin 2

2
-1/ 2
3. d for certain
0

equidistant values of m are given below. Determine K(0.25).

m 0.20 0.22 0.24 0.26 0.28 0.30
K(m) 1.659624 1.669850 1.680373 1.691208 1.702374 1.713889
4. From the following table, find y when x = 1.45.
x 1.0 1.2 1.4 1.6 1.8 2.0
y 0.0 -0.112 -0.016 0.336 0.992 2.0

5. Evaluate sin (0.197) from the following table:

x 0.15 0.17 0.19 0.21 0.23
sinx 0.14944 0.16918 0.18886 0.20846 0.22798

6. Given the table of values:

x 150 152 154 156

y= x 12.247 12.329 12.410 12.490

Evaluate 155 .
7. From the following table find the number of students who obtained less than
45 marks.
Marks < 40 40 - 50 50 - 60 60 70 70 - 80
No. of
31 42 51 35 31
students
[Hint: Apply NFIF for cumulative frequency]
8. The population of a town in the decennial census was as given below.
Estimate the population for the year 1895 and 1925.

Year: x 1891 1901 1911 1921 1931

Population: y 46 66 81 93 101
(in thousands)
 9. The following data gives the melting point of an alloy of lead and zinc,
where t is the temperature in degree centigrade and p is the percentage of
lead in the alloy.
p 40 50 60 70 80 90
t 184 204 226 250 276 304
Using Newtons interpolation formula, find the melting point of the alloy
containing 84 percent of lead.

Interpolation with unevenly spaced points:

Consider a set of values (x0, y0), (x1, y1), (x2, y2),,(xn, yn) satisfying yi = f(xi), i = 0,
1, 2, , n, where values of x not necessarily be equally spaced. In such cases, we
use the following interpolation methods.
1. Lagranges Interpolation
2. Newtons divided differences method
Lagranges Interpolation
Consider a set of values (x0, y0), (x1, y1), (x2, y2),,(xn, yn) satisfying yi = f(xi), i = 0,
1, 2, , n, where values of x not necessarily be equally spaced. Let yn(x) be the nth
degree polynomial such that yn(x) and f(x) agree at the tabulated values.
Since yn(x) is a polynomial of degree n, it can be put in the form,
yn ( x) a ( x x )( x x )...( x xn ) a ( x x )( x x )...( x xn ) ...
0 1 2 1 0 2
a ( x x )( x x )...( x x ) .....(6)
n-1 0 1 n-1
1
yn(x0) = y0 gives a0 y0
( x0 x1 )( x0 x2 )...( x0 xn )
1
yn(x1) = y1 gives a1 y1
( x1 x0 )( x1 x2 )...( x1 xn )
 1
yn(xn) = yn gives an yn
( xn x0 )( xn x1 )...( xn xn-1 )
Substituting in (6), we obtain
( x x0 )( x x2 )...( x xn ) ( x x0 )( x x2 )...( x xn )
yn ( x) y0 y1 ...
( x0 x1 )( x0 x2 )...( x0 xn ) ( x1 x0 )( x1 x2 )...( x1 xn )
( x x0 )( x x1 )...( x xn1 )
yn .
( xn x0 )( xn x1 )...( xn xn1 )
This is called Lagranges interpolation formula.

Example1: Find Lagranges interpolation polynomial fitting the points y(1) = -3,
y(3) = 0, y(4) = 30, y(6) = 132. Hence find y(5).

Solution: The given data can be arranged as:

x 1 3 4 6
y= f(x) 3 0 30 132

Using Lagranges interpolation formula, we have y = f (x) =

(x 3)(x 4)(x 6) (x 1)(x 4)(x 6)
(3) (0)
(1 3)(1 4)(1 6) (3 1)(3 4)(3 6)

(x 1)(x 3)(x 6) (x 1)(x 3)(x 4)

+ (30) (132)
(4 1)(4 3)(4 6) (6 1)(6 3)(6 4)

x 3 13x 2 54x 72 x 3 11x 2 34x 24

= (3) (0)
30 6

x 3 10x 2 27x 18 x 3 8x 2 19x 12

+ (30) (132)
6 30

1
On simplification, we get y(x) = ( x 3 27x 2 92x 60) , which is the required
2
Lagranges interpolation polynomial. Now y(5) = 75.

Example 2: Use Lagranges interpolation formula to fit a polynomial for the data :
 x 0 1 3 4

y 12 0 6 12

Hence estimate y at x = 2

Solution:
By data x0 = 0, x1 = 1, x2 = 3 x3 = 4
y0 = 12, y1 = 0 y2 = 6 y3 = 12
(x x1 ) (x x 2 )(x x 3 ) (x x 0 ) (x x 2 ) (x x 3 )
We have y = f (x) = y0 y1
(x 0 x1 ) (x 0 x 2 ) (x 0 x 3 ) (x1 x 0 ) (x1 x 2 ) (x1 x 3 )

(x x 0 ) (x x1 )(x x 3 ) (x x 0 ) (x x1 ) (x x 2 )
+ y2 y3
(x 2 x 0 ) (x 2 x1 ) (x 2 x 3 ) (x 3 x 0 ) (x 3 x1 ) (x 3 x 2 )

(x 1) (x 3) (x 4)
that is, y = f (x) = (12) + 0
(1) (3) (4)

x (x 1) (x 4) x (x 1) (x 3)
+ 6 12
(3) (2) (1) (4) (3) (1)

y = f (x) = x3 7x2 + 18 x 12

Now f (2) = 23 7 (2)2 + 18 (2) 12 = 4

Therefore f (2) = 4 .
Putting x = 2.7, we get log 2.7 y(2.7) 0.9932518.
Example 3:The function y sin x is tabulated below
x 0 /4 /2
y 0 0.70711 1.0
Using Lagranges interpolation formula, find the value of sin /6)
Solution:
 (/6 0)(/6 /2) (/6 0)(/6 /4)
sin(/6) (0.70711)+ (1)
(/4 0)(/4 /2) (/2 0)(/2 /4)
0.51743.
Example 4:Using Lagranges interpolation formula, find y as polynomial in xfrom
the following table:
x 0 1 3 4
y -12 0 12 24

Solution: Since y = 0 when x = 1, it follows that (x1) is a factor.

Let y (x) = (x-1)R(x). Then R(x)=y(x)/(x1). We now tabulate the values of x and
R(x).
x 0 3 4
R(x) 12 6 8
Applying Lagranges formula, we get R( x) x 2 - 5x 12.
Hence the required polynomial approximation toy(x) is given by
y( x) ( x 1)( x 2 5x 12).

Example 5: Given the values

x 5 7 11 13 17

y 150 392 1452 2366 5202

Evaluate y(9) using Lagranges interpolation formula

Solution: .
Given x0 = 5, x1 = 7, x2 = 11, x3 = 13, x4 = 17
y0 = 150, y1 = 392, y2 = 1452, y3 = 2366, y4 = 5202 .
The Lagranges interpolation formula for n = 5 is
 (x x1 )(x x 2 )(x x 3 )(x x 4 )
y(x) = y0
(x 0 x1 )(x 0 x 2 )(x 0 x 3 )(x 0 x 4 )

(x x 0 )(x x 2 )(x x 3 )(x x 4 )

+ y1
(x1 x 0 )(x1 x 2 )(x1 x 3 )(x1 x 4 )

(x x 0 )(x x1 )(x x 3 )(x x 4 )

+ y2
(x 2 x 0 )(x 2 x1 )(x 2 x 3 )(x 2 x 4 )

(x x 0 )(x x1 )(x x 2 )(x x 4 )

+ y3
(x 3 x 0 )(x 3 x1 )(x 3 x 2 )(x 3 x 4 )

(x x 0 )(x x1 )(x x 2 )(x x 3 )

+ y4
(x 4 x 0 )(x 4 x1 )(x 4 x 2 )(x 4 x 3 )

Put x = 9 we get
(9 7) (9 11) (9 13) (9 17)
y(9) = 150
(5 7) (5 11) (5 13) (5 17)

(9 5) (9 11) (9 13) (9 17)

= 392
(7 5) (7 11) (7 13) (7 17)

(9 5) (9 7) (9 13) (9 17)
= 1452
(11 5) (11 17) (11 13) (11 17)

(9 5) (9 7) (9 11) (9 17)
= 2366
(13 5) (13 7) (13 11) (13 17)

(9 5) (9 7) (9 11) (9 13)
= 5202 = 810
(17 5) (17 7) (17 11) (17 13)

Therefore y(9) = 810 .

Inverse interpolation using Lagranges Method:
Suppose that a data (xi , f ( xi )), i = 0, 1, ..., n, is given. In interpolation, we predict
the value of the ordinate f(x) at a non-tabular point x. In many applications, we
require the value of the abscissa x for a given value of the ordinate f(x). For this
problem, we consider the given data as ( f ( xi ), xi ), i 0, 1, ..., n and construct
the interpolation polynomial. This procedure is called inverse interpolation. The
Lagranges inverse interpolation formula is obtained by interchanging the roles of
x and y and it is given by

x
y y1 y y2 ... y yn x y y0 y y2 ... y yn x .....
y0 y1 y0 y2 ... y0 yn 0 y1 y0 y1 y2 ... y1 yn 1
Example 1: If y1 4, y3 12, y4 19 and yx 7, find x.
Solution:
(5)(12) (3)(12) (3)( 5)
x (1) (3) (4)
(8)(15) (8)(7) (15)(7)
1.86.

Exercise
1. Applying Lagranges formula, find a cubic polynomial which approximates
the following data:
x -2 -1 2 3
y(x) -12 -8 3 5

2. Given the data points (1,-3),(3,9),(4,30) and (6,132) satisfying the function
y = f(x), compute f(5) .
3. Given the table values
x 50 52 54 56
3
x 3.684 3.732 3.779 3.825

Use Lagranges formula to find x when 3

x 3.756.
4. Find a real root of f (t ) 0 , if f (1) 2, f (2) 2, f (5) 4 and f (7) 8.

5. Use Lagranges formula to find the value of f (8) given

x 4 5 7 10 11 13
f (x) 48 100 294 900 1210 2028
Remark: In Lagranges method, if an additional point is added to the existing data,
we need to do the computations all over again. The nth degree Lagrange
polynomial obtained earlier will be of no use. This is the disadvantage of the
Lagrange interpolation. However, Lagrange interpolation is a fundamental result
and is used in proving many theoretical results of interpolation.
Newtons divided difference formula:
To overcome the disadvantage of Lagranges method, Newton defined, what are
known as divided differences, and derived an interpolation formula using these
differences.
Divided differences:
If x0 , y0 , x1, y1 , x2 , y2 ,, xn , yn be the given points. Then the first order
divided difference for the arguments x 0 and x1 is defined by the relation

y1 y0
x0 , x1
x1 x0
Similarly,
y2 y1 y y2 y yn1
x1, x2 , x2 , x3 3 , , xn1, xn n .
x2 x1 x3 x2 xn xn1
The second order divided differences are defined as
x1, x2 x0 , x1 x , x x1, x2 , ,
x0 , x1, x2 , x1, x2 , x3 2 3
x2 x0 x3 x1

xn1, xn xn2 , xn1

xn2 , xn1, xn .
xn xn2
The third order divided differences are defined as
x1, x2 , x3 x0 , x1, x2 , x2 , x3 , x4 x1, x2 , x3 ,,
x0 , x1, x2 , x3 x1, x2 , x3 , x4
x3 x0 x4 x1
 xn2 , xn1, xn xn3 , xn2 , xn1 .
xn3 , xn2 , xn1, xn
xn xn3
Similarly higher order divided differences are also defined.

Divided difference table:

First Order Second Order nth Order
x y
Differences Differences Differences
x0 y0

x0 , x1
x1 y1
x0 , x1, x2
x1, x2
x2 y2
x1, x2 , x3
x2 , x3
x3 y3
. .
. . x0 , x1,, xn
. .
. .
. .
. .
xn2 , xn1 xn3 , xn2 , xn1
xn1 yn1

xn1, xn xn2 , xn1, xn

xn yn
Note: The divided differences are symmetric and independent of the order of the
arguments. That is,
[ x0 , x1 ] [ x1 , x0 ] ,
[ x0 , x1 , x2 ] [ x2 , x1 , x0 ] [ x0 , x2 , x1 ] [ x1 , x2 , x0 ] [ x1 , x0 , x2 ] [ x2 , x0 , x1 ]
and similarly for higher order differences.

Newtons Divided Difference Interpolation Formula:

Let y0 , y1,, yn be the values of y = f(x) corresponding to the arguments
x0 , x1,, xn . Then from the definition of divided differences, we have
y y0
x0 , x1 y y0 ( x x0 ) x, x0 .(1)
x x0
Again
x, x0 x0 , x1
x, x0 , x1 x, x0 x0 , x1 x - x1 x, x0 , x1 .
x - x1
On using this in (1)
y y0 ( x - x0 ) x0 , x1 + ( x - x0 )( x - x1 ) x, x0 , x1 .(2)
Also, from
x, x0 , x1 - x0 , x1, x2
x, x0 , x1, x2
x - x2

x, x0 , x1 x0 , x1, x2 ( x - x2 ) x, x0 , x1, x2
Using this in (2), we get
y y0 ( x x0 ) x0 , x1 + x x0 x x1 x0 , x1, x2

x x0 x x1 x x2 x, x0 , x1, x2 .
Proceeding in this manner, we arrive at
y y0 ( x x0 ) x0 , x1 + x x0 x x1 x0 , x1, x2

x x0 x x1 x x2 x, x0 , x1, x2
 + x-x 0 x-x1 x-x 2 x-x n-1 x 0 , x1, , x n
x-x 0 x-x1 x-x 2 x-x n x, x 0 , x1, , x n

This is called Newtons divided difference interpolation formula, the last term
being the remainder term after (n + 1) terms.
Example 1: Given the values
x 4 5 7 10 11 13
f(x) 48 100 294 900 1210 2028
Evaluate f (8) using Newtons divided difference formula.

Solution:
x f(x) First Order Second Third order Fourth
Differences Order Differences order
Differences Differences
4 48
52
15
5 100
97 1
21 0
7 294 1
202
10 900 27 0
310 1
11 1210 33
409
13 2028
Using divided difference formula, we get
f x 48 52 x 4 15 x 4 x 5 1 x 4 x 5 x 7

f (8) 448

Example 2: From the following table find f(x) and hence f(6) using Newtons
interpolation formula:

x 1 2 7 8
f(x) 1 5 5 4

Solution:
x y First Order Second Third order
Differences Order Differences
Differences
1 1

4
2 5 -2/3

0 1/14

7 5 -1/6

-1
 8 4

On using divided difference formula, we get

f x 1 4 x 1 (2 / 3) x 1 x 2 1/14 x 1 x 2 x 7
1
(3x3 58 x 2 321x 224)
42

f (6) 6.2380.

Example 3: Find the equation y=f(x) of least degree and passing through the
points (-1, -21), (1, 15), (2, 12), (3, 3). Find also y at x=0.

Solution:
x y First Order Second Third order
Differences Order Differences
Differences
-1 -21

18

1 15 -7

-3 1

2 12 -3
 -9

3 3

y f ( x) 21 ( x 1)(18) ( x 1) ( x -1) (7) ( x 1) ( x -1) ( x - 2)1

x3 9 x 2 17 x 6
y 0 =6 .

Example 4: Find the Newtons divided differences polynomials for the data and
also find f(2.5).
x 3 1 0 3 5
f(x) 30 22 12 330 3458
x f(x) First Order Second Third order Fourth
Differences Order Differences order
Differences Differences
3 30

1 22 2
10 4

0 12 26 5

114

3 330 44
290
 1564
5 3458

On using Newtons divided difference polynomial, we have

y f x -30 x 3 4 x 3 x 1 2 x 3 x 1 x -0 4
+ x+3 x+1 x x-3.
y f x 5x4 9x3 - 27 x2 - 21x -12.
When x 2.5 , y 102.6785.

Exercise
1. Fit an interpolating polynomial for the data
u10 355,u0 -5,u8 -21,u1 -14,u4 -125 by using Newtons interpolation
formula and hence evaluate u 2 .

2. Construct the interpolation polynomial for the data given below using
Newtons general interpolation formula for the divided differences
x 2 4 5 6 8 10
y 10 96 196 350 868 1746

3. Find f(4.5) by using suitable interpolation

x 1 0 2 5 10
f(x) 2 1 7 124 999

4. Fit a polynomial to the data (-4, 1245), (-1, 33), (0, 5), (2, 9), (5, 1335). Hence
find f(1) and f(7)
Numerical Differentiation:
Let y0 , y1,, yn be the values of a function y f ( x) corresponding to
x0 , x1,, xn , the process of computing successive derivatives at some
particular value of independent variable x is known as numerical
differentiation.
The approximate values of these derivatives are obtained by differentiating

an appropriate interpolation formula. If x is nearer to x0 or nearer to xn we

use Newtons forward or backward interpolation formula provided the
values x0 , x1 ,, xn are equidistant. If the values x0 , x1 ,, xn are at unequal
intervals we use Newtons general interpolation formula.

Numerical Differentiation Using Newtons Forward Difference Formula

Let the given values of x be equidistant with step length h > 0. Newtons
forward difference polynomial is given by
p( p 1) 2 p( p 1)( p 2) 3
y y py y y
0 0 2 0 3! 0

dy dy dp

dx dp dx
1 2 p -1 2 3 p2 - 6 p 2 3 4 p3 -18 p 2 22 p - 6 4
y0 y0 y0 y0
h 2 6 24

.(1)
Differentiating again,
d2y 1 2 6 p 2 18 p 11 4
y0 ( p 1) 3
y0 y0
dx2 h2 12
(2)
In a similar way the higher order derivatives can be computed. The
expressions (1) and (2) take a simpler form when the derivative is required at
x = x0, because at this point p = 0. Hence we get
dy 1 1 1 1
dx y0 2 y0 3 y0 4 y0
x x h 2 3 4
0
and
d2y 1 2 11 4 5 5
2 2 y0 y0 y0 y0
3

dx x x h 12 6
0

The given values of x are equidistant and the given x is near to xn , we use
the backward difference table and consider Newtons backward interpolation
formula.
p( p 1) 2 p( p 1)( p 2) 3
y f xn ph yn pyn yn yn
2 3!
Differentiating with respect to p, we obtain
dy 1 2 p 1 2 3 p2 6 p 2 3
yn yn yn (3)
dx h 2 3!

Again on differentiation, we have

2 yn ( p 1)3 yn
d2y 1
.(4)
dx2 h2
The expressions (3) and (4) take a simpler form when the derivative is
required at x = xn, because at this point p = 0. Hence we get

dy 1 1 1 1
dx yn 2 yn 3 yn 4 yn
x xn h 2 3 4
 and

d2y 1 2 11 4 5 5
2 2 yn yn yn yn
3

dx x xn h 12 6

Example 1:
Given that

50 51 52 53 54 55 56
3.684 3.7084 3.7325 3.7563 3.7798 3.803 3.8259

d2y
find and at = 50 and = 56.
dx 2

2 3
50 3.684
0.0244
51 3.7084 0.0003

0.0241 0
52 3.7325 0.0003

0.0238 0
53 3.7563
0.0003
0.0235
54 3.7798 0
0.0003
0.0232
55 3.803 0
0.0003
0.0229
56 3.8259

(a) At x = 50, h = 1,
 1 1 1
= {0.0244 (0.0003) + (0)} = 0.02455.
1 2 3
d2y
= 1[-0.0003]= -0.0003
dx 2
(b) At x = 56, h = 1,
1
= {0.0229 + 0.5 (0.0003) + 0} = 0.02275.
1
d2y
= 1[-0.0003] = -0.0003
dx 2

Example 2: Given that

1.0 1.2 1.4 1.6 1.8 2.0 2.2

2.7183 3.3201 4.0552 4.9530 6.0496 7.3891 9.0250

dy d 2y
Compute and at x = 1.2 and x = 2.0.
dx dx 2

2 3 4 5 6
1.0 2.7183
0.6018
1.2 3.3201 0.1333

0.7351 0.0294
1.4 4.0552 0.1627 0.0067

0.8978 0.0361 0.0013

1.6 4.9530
0.1988 0.0080 0.0001
1.0966
1.8 6.0496 0.0441 0.0014
0.2429 0.0094
1.3395
2.0 7.3891 0.0535
0.2964
1.6359
2.2 9.0250
(a) At x = 1.2, h = 0.2,
1 1 1 1 1
= {0.7351 (0.1627) + (0.0361) (0.0080) + (0.0014)}
0.2 2 3 4 5
= 3.3205
2
1 11 5
= {0.1627 0.0361 + (0.0080) (0.0014)} = 3.318.
2 (0.2)2 12 6
(b) At x=2.0, h = 0.2,

1 1 1 1 1
= {1.3395 + (0.2429) + (0.0441) + (0.0080) + (0.0013)}
0.2 2 3 4 5
= 7.3896
2 1 11 5
= {0.2429 + 0.0441 + (0.0080) (0.0013)} = 7.3854.
2 (0.2)2 12 6

Example 3: The population of a certain town is given below. Find the rate of
growth of population in 1931 and 1971:

1931 1941 1951 1961 1971

40.62 60.8 79.95 103.56 132.65
(in 1000s)

2 3 4
1931 40.62
20.18
1941 60.8 1.03
19.15 5.49
1951 79.95 4.46 4.47
23.61 1.02

1961 103.56 5.48

29.09

1971 132.65
(i) At x=1931, h = 10,

1 1 1 1
= {20.18 (1.03) + (5.49) (4.47)} = 2.36425
10 2 3 4
(ii) At x=1971, h = 10,

1 1 1 1
= {29.09 + (5.48) + (1.02) + (4.47)} = 3.10525
10 2 3 4

Exercise
1. A rod is rotating in a plane. The following table gives the angle in radians
through which the rod has turned for various values of the time t seconds.
t 0 0.2 0.4 0.6 0.8 1.0 1.2
0 0.12 0.49 1.12 2.02 3.2 4.67
Calculate the angular velocity and angular acceleration of the rod when
t = 0.2 sec and t = 1.2 sec.
1. The following data gives corresponding values of pressure and specific
volume of a superheated steam
v 2 4 6 8 10
p 105 42.7 25.3 16.7 13
Find the rate of change of pressure with respect to volume when v 2.
2. Given the following table of values of x and y
x 1.00 1.05 1.10 1.15 1.20 1.25 1.30
y 1.0000 1.0247 1.0488 1.0723 1.0954 1.1180 1.1401
dy d2y
Find and at x 1.00 .
dx dx 2
4. A function is given according to the table below.
1.5 2.0 2.5 3.0 3.5 4.0
3.375 7.000 13.625 24.000 38.875 59.000
 2
Find and at = 1.5 and = 3.5.

5. Given that
1.96 1.98 2.00 2.02 2.04
0.7825 0.7739 0.7651 0.7563 0.7473

2
Find and at = 1.98 and = 2.04.

6. From the following table of values of x and y:

1.00 1.05 1.10 1.15 1.20 1.25 1.30
1.0000 1.0247 1.0488 1.0723 1.0954 1.1180 1.1401

2
Find and at = 1.00 and = 1.25.

NUMERICAL INTEGRATION
Consider the definite integral
b
I y dx
a

where y is known to be a function of x. If the function y = f(x) is not known

explicitly, or the function cannot be integrated by analytical methods, then we use
numerical integration. The process of evaluating a definite integral from a set of
tabulated values of the integrand f(x) is called numerical integration. Given a set of
data points x0 , y0 , x1, y1 ,..., xn , yn of a function y = f(x), to evaluate the value
b
of the definite integral I ydx , we replace f(x) by an interpolating polynomial
a

x and on integration we obtain an approximate value of the definite integral.

Thus we can obtain different integration formulae depending upon the type of
interpolation formula used.
Newton-Cotes quadrature formula:
This formula is obtained by using Newtons forward difference interpolation
formula.
We divide the interval [a, b] into n equal subintervals, each of width h, such that
a x0 x1 ... xn b. Then, xk x0 kh, k 1, 2, , n .
Approximating y by Newtons forward difference formula, we obtain

p p -1 2 p p -1 p - 2 3
b xn
I y dx y0 py0 y0 y0 ... dx
x0
a
2 6

Since x x0 ph, dxhdp , when x x0 , p 0 and when x xn , p n , the

above integral becomes
n
p p -1 2 p p -1 p - 2 3
I h y0 py0 y0 y0 ... dp
0
2 6
which gives, on simplification
xn n n 2n - 3 2 n n - 2 3
2

ydx nh y0 2 y0 12 y0 24 y0 ... (1)
x0
This is known as Newton-Cotes quadrature formula. From this general formula we
can obtain different integration formulae by taking n = 1, 2, 3, .
Trapezoidal rule:
Put n = 1 in (1). Then all differences higher than the first will become zero and we
obtain
x1
1 1 h
ydx h 0 2 0 0 2 1 0 2 y0 y1
y y h y y - y
x0

Similarly, for the interval x1, x2 ,

x2
h
ydx y1 y2
x1
2
for the last interval xn-1, xn we have
xn
h
ydx yn-1 yn
xn -1
2

Summing up, we obtain

xn
h
ydx 2 y0 2 y1 y2 ... yn-1 yn
x0

which is known as the trapezoidal rule.

Geometrical significance
The curve y = f(x) is replaced by n straight line segments joining the points
x0 , y0 and x1, y1 ; x1, y1 and x2 , y2 ;...; xn-1, yn-1 and xn , yn . Then the area
bounded by the curve y = f (x), the ordinates x = x0 and x = xn and the X-axis is
approximately equal to the sum of the areas of the n trapeziums thus obtained.
Note: The error in the trapezoidal formula is
b - a h2 y
E x O(h 2 )
12
where y x denotes the largest value of the second derivative.
Simpsons 1/3 rule:
Put n =2 in (1), we get
x2
1 h
ydx2h y0 y0 6
2
y0 y0 4 y1 y2
x0 3
x4
h
Similarly, ydx y2 4 y3 y4
x2
3
 xn
h
and finally ydx yn-2 4 yn-1 yn
xn -2
3

Summing up, we obtain

xn
h
ydx 3 y0 4 y1 y3 ... yn-1 2 y2 y4 ... yn-2 yn
x0

which is Simpsons 1/3 rule.

Remark: While applying Simpsons 1/3 rule, the given interval must be divided
into even number of equal subintervals.
Note: The error in Simpsons 1/3 rule is
b - a h4 yiv
E x
180
where y iv x denotes the largest value of the fourth derivative.
Simpsons 3/8 rule:
Put n = 3 in (1), we obtain
x3
3 3 2 1 3 3h
ydx 3h y y
0 2 0 4 y0 y0 y0 3 y1 3 y2 y3
x0
8 8
x6
3h
Similarly, ydx y3 3 y4 3 y5 y6
x3
8

xn
3h
and finally, ydx yn-3 3 yn-2 3 yn-1 yn
xn-3
8

Summing up, we obtain

xn
3h
ydx ( y0 yn ) 3( y1 y2 y4 y5 yn-2 yn-1 ) 2( y3 y6 yn3 )
x0
8
Remark: Simpsons 3/8 rule can be applied only if the number of sub-intervals
is a multiple of 3.
Note: The error in Simpsons 3/8 rule is
3(b a) 4 iv
E h y x
80
iv
where y ( x ) denotes the largest value of the fourth derivative.

Examples:
6
dx
1. Evaluate 1 x2 by using
0

(i) Trapezoidal rule (ii) Simpsons 1/3 rule (iii) Simpsons 3/8 rule
by dividing the interval into six equal subintervals.

Solution:
ba 60
Given n = 6, hence h 1.
n 6
x 0 1 2 3 4 5 6
y 1 0.5 0.2 0.1 0.0588 0.0385 0.027
y0 y1 y2 y3 y4 y5 y6

(i) By Trapezoidal rule

6
dx h
1 x2 2 y0 y6 2 y`1 y2 y3 y4 y5
0
1
1 0.027 2 0.5 0.2 0.1 0.0588 0.0385 1.4108
2
(ii) By Simpsons 1/3 rule
 6
dx h
1 x 2 3 y0 y6 4 y`1 y3 y5 2 y2 y4
0
1
1 0.027 4 0.5 0.1 0.0385 2 0.2 0.0588 1.3662
3
(iii) By Simpsons 3/8 rule
6
dx 3h
1 x2 y0 y6 3 y`1 y2 y4 y5 2 y3
0
8
3
1 0.027 3 0.5 0.2 0.0588 0.0385 2 0.1 1.3571
8
1
dx
2. Evaluate 1 x2 using Trapezoidal rule with h = 0.2. Hence obtain an
0

approximate value of .
x 0 0.2 0.4 0.6 0.8 1
y 1 0.96154 0.86207 0.73529 0.60976 0.5000
y0 y1 y2 y3 y4 y5

By Trapezoidal rule

1
dx h
1 x 2 2 y0 y5 2 y`1 y2 y3 y4
0
0.2
1 0.5 2 0.96154 0.86207 0.73529 0.60976 0.783732
2
By actual integration,
1
dx 1
1 x 2 = (tan x)10
4
0

0.783732
Hence 4
3.13493
 3. A solid of revolution is formed by rotating about the x-axis the area between
X-axis, the lines x=0 and x = 1 and a curve through the points with the
following coordinates:
x 0.00 0.25 0.50 0.75 1.00
y 1.0000 0.9896 0.9589 0.9089 0.8415

Estimate the volume of the solid formed.

Solution:
1
Volume V= y 2 dx
0

x 0.00 0.25 0.50 0.75 1.00

y2 1.0000 0.9793 0.9195 0.8261 0.7081

h = 0.25.
Using Simpsons 1/3 rule,
0.25
V= 1 4 0.9793 0.8261 2 0.9195 0.7081 2.8192 .
3
4. A curve passes through the points (1, 2), (1.5, 2.4), (2, 2.7), (2.5, 2.8), (3, 3),
(3.5, 2.6), (4, 2.1). Obtain the area bounded by the curve, X-axis, x=1 and
x=4. Also find the volume of solid of revolution obtained by revolving this
area about the X-axis.
4
Soln: Area = ydx where h = 0.5
1

0.5
= 2 2.1 2 2.7 3 4 2.4 2.8 2.6 7.7833 sq.units
3
 Volume =
0.5
3
22 (2.1)2 2 2.72 32 4 2.42 2.82 2.62 64.13 cub.units

1.4

sin x log x e dx using Simpsons 3/8th rule.

x
5. Compute the value of
0.2

Solution:
Let y sin x log x e x and h 0.2, n 6
The values of y are as given below:
x 0.2 0.4 0.6 0.8 1.00 1.2 1.4
y 3.0295 2.7975 2.8976 3.1660 3.5597 4.0698 4.4042

By Simpsons 3/8th rule, we have

1.4

sin 3h
x log x e x dx y0 y6 3 y`1 y2 y4 y5 2 y3
0.2
8
3 0.2
3.0295 4.4042 3 2.7975 2.8976 3.5597 4.0698
8
2 3.1660
4.0304

Exercise
1. Given that
x 4.0 4.2 4.4 4.6 4.8 5.00 5.2
y=log x 1.3863 1.4351 1.4816 1.5261 1.5686 1.6094 1.6487

5.2
Evaluate ydx by
4
(i) Trapezoidal rule (ii) Simpsons 1/3 rule (iii) Simpsons 3/8 rule

2
2. Evaluate cos d using Simpsons 1/3 rule by taking 9 ordinates.
0

3. A reservoir discharging water trough sluices at a depth h below the water

surface has a surface area A for various values of h as given below:
h (ft) 10 11 12 13 14
A (sq.ft) 950 1070 1200 1350 1530

If t denotes time t in minutes, the rate of flow of the surface is given by

dh h
48 . Estimate the time taken for the water level to fall from 14 to
dt A
10ft above the sluices.

4. The velocities of a car (running on a straight road) at intervals of 2 minutes

are given below.
Time in
0 2 4 6 8 10 12
minutes
Velocity
0 22 30 27 18 7 0
in km/hr
Apply Simpsons rule to find the distance covered by the car.
5. A curve is drawn to pass through the points given by the following table:
x 1 1.5 2 2.5 3 3.5 4
y 2 2.4 2.7 2.8 3 2.6 2.1
Estimate the area bounded by the curve, X-axis and the lines x = 1, x = 4.