Newton’s Divided Difference

Polynomial Method of
Interpolation

Major: All Engineering Majors

Authors: Autar Kaw, Jai Paul

http://numericalmethods.eng.usf.edu
Transforming Numerical Methods Education for STEM
Undergraduates

http://numericalmethods.eng.usf.edu 1
 Newton’s Divided
Difference Method of
Interpolation

http://numericalmethods.eng.usf.edu
 What is Interpolation ?
Given (x0,y0), (x1,y1), …… (xn,yn), find the
value of ‘y’ at a value of ‘x’ that is not given.

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 Interpolants
Polynomials are the most common
choice of interpolants because they
are easy to:

Evaluate
Differentiate, and
Integrate.

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 Newton’s Divided Difference
Method
Linear interpolation: Given ( x0 , y 0 ), ( x1 , y1 ), pass a
linear interpolant through the data
f1 ( x) = b0 + b1 ( x − x0 )

where
b0 = f ( x0 )
f ( x1 ) − f ( x0 )
b1 =
x1 − x0

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 Example
The upward velocity of a rocket is given as a function of
time in Table 1. Find the velocity at t=16 seconds using
the Newton Divided Difference method for linear
interpolation.
Table. Velocity as a
function of time

t (s) v(t ) (m/s)

0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67
Figure. Velocity vs. time data
6
for the rocket example http://numericalmethods.eng.usf.edu
 Linear Interpolation
550
517.35

v(t ) = b0 + b1 (t − t 0 ) 500

ys

t 0 = 15, v(t 0 ) = 362.78 f ( range)

450
(
f x desired )
t1 = 20, v(t1 ) = 517.35
b0 = v(t 0 ) = 362.78 400

v(t ) − v(t 0 )
b1 = 1 = 30.914 362.78
t1 − t 0
350
10 12 14 16 18 20 22 24
x s − 10 x s , range , x desired x s + 10
0 1

7 http://numericalmethods.eng.usf.edu
 Linear Interpolation (contd)
550
517.35

500

ys

f ( range)
450
(
f x desired )

400

362.78 350
10 12 14 16 18 20 22 24
x s − 10 x s , range , x desired x s + 10

v(t ) = b0 + b1 (t − t 0 )
0 1

= 362.78 + 30.914(t − 15), 15 ≤ t ≤ 20

At t = 16
v(16) = 362.78 + 30.914(16 − 15)

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= 393.69 m/s http://numericalmethods.eng.usf.edu
 Quadratic Interpolation
Given ( x0 , y 0 ), ( x1 , y1 ), and ( x 2 , y 2 ), fit a quadratic interpolant through the data.
f 2 ( x) = b0 + b1 ( x − x0 ) + b2 ( x − x0 )( x − x1 )

b0 = f ( x0 )

f ( x1 ) − f ( x0 )
b1 =
x1 − x0

f ( x 2 ) − f ( x1 ) f ( x1 ) − f ( x0 )
−
x 2 − x1 x1 − x0
b2 =
x 2 − x0

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 Example
The upward velocity of a rocket is given as a function of
time in Table 1. Find the velocity at t=16 seconds using
the Newton Divided Difference method for quadratic
interpolation.
Table. Velocity as a
function of time

t (s) v(t ) (m/s)

0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67
Figure. Velocity vs. time data
10
for the rocket example http://numericalmethods.eng.usf.edu
 Quadratic Interpolation (contd)
550
517.35

500

450

ys
400
f ( range)

(
f x desired ) 350

300

250

227.04 200
10 12 14 16 18 20
10 x s , range , x desired 20

t 0 = 10, v(t 0 ) = 227.04

t1 = 15, v(t1 ) = 362.78
t 2 = 20, v(t 2 ) = 517.35
11 http://numericalmethods.eng.usf.edu
 Quadratic Interpolation (contd)
b0 = v(t 0 )
= 227.04
v(t ) − v(t 0 ) 362.78 − 227.04
b1 = 1 =
t1 − t 0 15 − 10
= 27.148

v(t 2 ) − v(t1 ) v(t1 ) − v(t 0 ) 517.35 − 362.78 362.78 − 227.04

− −
t 2 − t1 t1 − t 0 20 − 15 15 − 10
b2 = =
t 2 − t0 20 − 10
30.914 − 27.148
=
10
= 0.37660
12 http://numericalmethods.eng.usf.edu
 Quadratic Interpolation (contd)
v(t ) = b0 + b1 (t − t 0 ) + b2 (t − t 0 )(t − t1 )
= 227.04 + 27.148(t − 10) + 0.37660(t − 10)(t − 15), 10 ≤ t ≤ 20
At t = 16,
v(16) = 227.04 + 27.148(16 − 10) + 0.37660(16 − 10)(16 − 15) = 392.19 m/s
The absolute relative approximate error ∈a obtained between the results from the first
order and second order polynomial is

392.19 − 393.69
∈a = x100
392.19

= 0.38502 %

13 http://numericalmethods.eng.usf.edu
 General Form
f 2 ( x) = b0 + b1 ( x − x0 ) + b2 ( x − x0 )( x − x1 )
where
b0 = f [ x0 ] = f ( x0 )
f ( x1 ) − f ( x 0 )
b1 = f [ x1 , x0 ] =
x1 − x0
f ( x 2 ) − f ( x1 ) f ( x1 ) − f ( x0 )
−
f [ x 2 , x1 ] − f [ x1 , x0 ] x 2 − x1 x1 − x0
b2 = f [ x 2 , x1 , x0 ] = =
x 2 − x0 x 2 − x0
Rewriting
f 2 ( x) = f [ x0 ] + f [ x1 , x0 ]( x − x0 ) + f [ x 2 , x1 , x0 ]( x − x0 )( x − x1 )

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 General Form
Given (n + 1) data points, ( x0 , y 0 ), ( x1 , y1 ),......, ( x n −1 , y n −1 ), ( x n , y n ) as
f n ( x) = b0 + b1 ( x − x0 ) + .... + bn ( x − x0 )( x − x1 )...( x − x n −1 )
where
b0 = f [ x0 ]
b1 = f [ x1 , x0 ]
b2 = f [ x 2 , x1 , x0 ]

bn −1 = f [ x n −1 , x n − 2 ,...., x0 ]
bn = f [ x n , x n −1 ,...., x0 ]

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 General form
The third order polynomial, given ( x0 , y 0 ), ( x1 , y1 ), ( x 2 , y 2 ), and ( x3 , y 3 ), is

f 3 ( x) = f [ x0 ] + f [ x1 , x0 ]( x − x0 ) + f [ x 2 , x1 , x0 ]( x − x0 )( x − x1 )
+ f [ x3 , x 2 , x1 , x0 ]( x − x0 )( x − x1 )( x − x 2 )
b0
x0 f ( x0 ) b1
f [ x1 , x0 ] b2
x1 f ( x1 ) f [ x 2 , x1 , x0 ] b3
f [ x 2 , x1 ] f [ x3 , x 2 , x1 , x0 ]
x2 f ( x2 ) f [ x3 , x 2 , x1 ]
f [ x3 , x 2 ]
x3 f ( x3 )

16 http://numericalmethods.eng.usf.edu
 Example
The upward velocity of a rocket is given as a function of
time in Table 1. Find the velocity at t=16 seconds using
the Newton Divided Difference method for cubic
interpolation.
Table. Velocity as a
function of time

t (s) v(t ) (m/s)

0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67
Figure. Velocity vs. time data
17
for the rocket example http://numericalmethods.eng.usf.edu
 Example
The velocity profile is chosen as
v(t ) = b0 + b1 (t − t 0 ) + b2 (t − t 0 )(t − t1 ) + b3 (t − t 0 )(t − t1 )(t − t 2 )
we need to choose four data points that are closest to t = 16
t0 = 10, v(t 0 ) = 227.04
t1 = 15, v(t1 ) = 362.78
t 2 = 20, v(t 2 ) = 517.35
t 3 = 22.5, v(t 3 ) = 602.97

The values of the constants are found as:

b0 = 227.04; b1 = 27.148; b2 = 0.37660; b3 = 5.4347×10−3
18 http://numericalmethods.eng.usf.edu
 Example
b0
t0 = 10 227.04 b1
27.148 b2
t1 = 15, 362.78 0.37660 b3
30.914 5.4347 ×10 −3
t 2 = 20, 517.35 0.44453
34.248
t3 = 22.5, 602.97

b0 = 227.04; b1 = 27.148; b2 = 0.37660; b3 = 5.4347×10−3

19 http://numericalmethods.eng.usf.edu
 Example
Hence
v (t ) = b0 + b1 (t − t 0 ) + b2 (t − t 0 )( t − t1 ) + b3 (t − t 0 )( t − t1 )(t − t 2 )
= 227.04 + 27.148( t − 10) + 0.37660(t − 10)(t − 15)
+ 5.4347 * 10 −3 (t − 10)( t − 15)( t − 20)
At t = 16,
v (16) = 227.04 + 27.148(16 − 10) + 0.37660(16 − 10)(16 − 15)
+ 5.4347 * 10 −3 (16 − 10)(16 − 15)(16 − 20)
= 392.06 m/s
The absolute relative approximate error ∈a obtained is
392.06 − 392.19
∈a = x100
392.06

= 0.033427 %
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 Comparison Table

Order of 1 2 3
Polynomial
v(t=16) 393.69 392.19 392.06
m/s
Absolute Relative ---------- 0.38502 % 0.033427 %
Approximate Error

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 Distance from Velocity Profile
Find the distance covered by the rocket from t=11s to
t=16s ?
v (t ) = 227.04 + 27.148(t − 10) + 0.37660( t − 10)( t − 15)
10 ≤ t ≤ 22.5
+ 5.4347 * 10 (t − 10)( t − 15)( t − 20)
−3

= −4.2541 + 21.265t + 0.13204t 2 + 0.0054347t 3 10 ≤ t ≤ 22.5

So
16
s(16) − s(11) = ∫ v (t )dt
11

16
= ∫ ( − 4.2541 + 21.265t + 0.13204t 2 + 0.0054347t 3 ) dt
11

16
 t2 t3 t4 
= − 4.2541t + 21.265 + 0.13204 + 0.0054347 
 2 3 4  11

22 = 1605 m http://numericalmethods.eng.usf.edu
 Acceleration from Velocity Profile
Find the acceleration of the rocket at t=16s given that

v(t ) = −4.2541 + 21.265t + 0.13204t 2 + 0.0054347t 3

v(t ) = (− 4.2541 + 21.265t + 0.13204t 2 + 0.0054347t 3 )

d d
a (t ) =
dt dt

= 21.265 + 0.26408t + 0.016304t 2

a (16) = 21.265 + 0.26408(16) + 0.016304(16) 2

= 29.664 m / s 2

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 Additional Resources
For all resources on this topic such as digital audiovisual
lectures, primers, textbook chapters, multiple-choice
tests, worksheets in MATLAB, MATHEMATICA, MathCad
and MAPLE, blogs, related physical problems, please
visit

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ided_difference_method.html
 THE END

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