274 • NUMERICAL METHODS IN ENGINEERING AND SCIENCE

O Iterative method
O Objective type of questions

7.1 Introduction
Suppose we are given the following values of y  f(x) for a set of values
of x:
x: x0 x1 x2  xn
y: Y0 y1 y y.
2 n

Then the process of finding the value of y corresponding to any value of

x  xi between x0 and xn is called interpolation. Thus interpolation is the
technique of estimating the value of a function for any intermediate value
of the independent variable while the process of computing the value of the
function outside the given range is called extrapolation. The term interpola-
tion however, is taken to include extrapolation.
If the function f(x) is known explicitly, then the value of y correspond-
ing to any value of x can easily be found. Conversely, if the form of f(x) is not
known (as is the case in most of the applications), it is very difficult to de-
termine the exact form of f(x) with the help of tabulated set of values (xi, yi).
In such cases, f(x) is replaced by a simpler function (x) which assumes the
same values as those of f(x) at the tabulated set of points. Any other value
may be calculated from (x) which is known as the interpolating function or
smoothing function. If (x) is a polynomial, then it called the interpolating
polynomial and the process is called the polynomial interpolation. Similarly
when (x) is a finite trigonometric series, we have trigonometric interpola-
tion. But we shall confine ourselves to polynomial interpolation only.
The study of interpolation is based on the calculus of finite differences.
We begin by deriving two important interpolation formulae by means of
forward and backward differences of a function. These formulae are often
employed in engineering and scientific investigations.

7.2 Newton’s Forward Interpolation Formula

Let the function y  f(x) take the values y0, y1, , yn corresponding to
the values x0, x1, , xn of x. Let these values of x be equispaced such that
xi  x0  ih (i  0, 1, ). Assuming y(x) to be a polynomial of the nth degree
in x such that y( x0 )  y0 , y( x1 )  y1 ,, y( xn )  yn . We can write
 INTERPOLATION • 275

y( x)  a0  a1 ( x – x0 )  a2 ( x – x0 )( x – x1 )  a3 ( x – x0 )( x – x1 )( x – x2 )
 an ( x – x0 )( x – x1 )( x – xn–1 ) (1)
Putting x  x0, x1, , xn successively in (1), we get
y0  a0 , y1  a0  a1 ( x1 – x0 ), y2  a0  a1 ( x2 – x0 )  a2 ( x2 – x0 )( x2 – x1 )
and so on.
From these, we find that a0  y0 , y0  y1 – y0  a1 ( x1 – x0 )  a1 h
1
 a1  y0
h
Also y1  y2  y1  a1 ( x2  x1 )  a2 ( x2  x0 )( x2  x1 )
 a1 h  a2 hh  y0  2h2 a2
1
 a2  2
 y1  y0   1 2 2 y0
2h 2! h
1
Similarly a3  3 y0 and so on.
3! h3
Substituting these values in (1), we obtain
y0 2 y0 3 y0
y( x)  y0  ( x  x0 )  ( x  x0 )( x  x1 )  ( x  x0 )( x  x1 )( x  x2 ) 
h 2! h2 3! h3
(2)
Now if it is required to evaluate y for x x0  ph, then
( x  x0)  ph, x  x1  x  x0 ( x  x0)  ph  h ( p 1) h,
( x  x0 )  x  x0  ( x  x0 )  (p 1)h  h  (p  2)h
etc.
Hence, writting y(x) = y(x0 + ph) = yp, (2) becomes
p(p 1) 2 p(p 1)(p  2) 3
yp  y0  py0   y0   y0
2! 3!
p(p 1) p  n - 1
   n y0 (3)
3!
It is called Newton’s forward interpolation formula as (3) contains y0
and the forward differences of y0
Otherwise: Let the function y  f(x) take the values y0, y1, y2, corre-
sponding to the values x0, x0  h, x0  2h,  of x. Suppose it is required to
evaluate f(x) for x  x0  ph, where p is any real number.
276 • NUMERICAL METHODS IN ENGINEERING AND SCIENCE

For any real number p, we have defined E such that

E p f ( x)  f ( x  ph)

yp  f ( x0  ph)  E p f ( x0 )  (1  )p y0 [ E  1  ]
 p(p 1) 2 p(p 1)(p  2) 3 
 1  p    y0  y0 (4)
 2! 3! 
[Using binomial theorem]
p(p 1) 2 p(p 1)(p  2) 3
i.e., yp  y0  py0   y0   y0 
2! 3!
If y  f(x) is a polynomial of the nth degree, then n1y0 and higher dif-
ferences will be zero.
Hence (4) will become
p(p 1) 2 p(p 1)(p  2) 3
yp  y0  py0   y0   y0 
2! 3!
p(p 1) p  n 1 n
  y0
3!
Which is same as (3)

Obs. 1. This formula is used for interpolating the values of y

NOTE near the beginning of a set of tabulated values and extrapolating
values of y a little backward (i.e., to the left) of y0.
Obs. 2. The first two terms of this formula give the linear inter-
polation while the first three terms give a parabolic interpola-
tion and so on.

7.3 Newton’s Backward Interpolation Formula

Let the function y  f(x) take the values y0, y1, y2,  corresponding to
the values x0, x0  h, x0  2h,  of x. Suppose it is required to evaluate f(x)
for x  xn  ph, where p is any real number. Then we have
yp  f(xn  ph)  Ep f(xn)  (1 – )-p yn [ E1  1 – ]
 p(p 1) 2 p(p 1)(p  2) 3 
1  p    y0 yn
 2! 3! 
[using binomial theorem]
 INTERPOLATION • 277

p(p 1) 2 p(p 1)(p  2) 3

i.e., yp  yn  pyn   yn   yn  (1)
2! 3!
It is called Newton’s backward interpolation formula as (1) contains yn
and backward differences of yn

Obs. This formula is used for interpolating the values of y near

NOTE the end of a set of tabulated values and also for extrapolating
values of y a little ahead (to the right) of yn

EXAMPLE 7.1
The table gives the distance in nautical miles of the visible horizon for
the given heights in feet above the earth’s surface:
x  height: 100 150 200 250 300 350 400
y  distance: 10.63 13.03 15.04 16.81 18.42 19.90 21.27
Find the values of y when
(i) x  160 ft. (ii) x  410.
Solution:
The difference table is as under:
x y  2 3 4
100 10.63
2.40
150 13.03 – 0.39
2.01 0.15
200 15.04 – 0.24 – 0.07
1.77 0.08
250 16.81 – 0.16 – 0.05
1.61 0.03
300 18.42 – 0.13 – 0.01
1.48 0.02
350 19.90 – 0.11
1.37
400 21.27
(i) If we take x0  160, then y0 13.03, y0  2.01, 2y0  – 0.24,
  0.08, 4 y0  – 0.05
3
Newton Gregory Forward Interpolation Formula
u (u − 1) 2 u (u − 1)(u − 2)...(u − n + 1) n
f (a + uh) = f (a) + uf (a) +  f (a) + ... +  f (a )
2! n!

x = a + uh
h = interval of difference
a = first term
Newton Gregory Backward Interpolation Formula
u (u + 1) 2 u (u + 1)(u + 2)...(u + n − 1) n
f (a + uh) = f (a) + uf (a) +  f (a ) + ... +  f (a )
2! n!

x = a + uh
h = interval of difference
a = last term
Estimate population in 1895 and 1925 from following data.
Year 1891 1901 1911 1921 1931
Population
46 66 81 93 101
(million)

Solution: Forward Interpolation for population in 1895

x f ( x) 1 f ( x )  2 f ( x)  3 f ( x)  4 f ( x)
1891 46
20
1901 66 -5
15 2
1911 81 -3 -3
12 -1
1921 93 -4
8
1931 101
a + uh = 1895
 1891 + 10u = 1895
 10u = 4
 u = 0.4
0.4(0.4 − 1) 0.4(0.4 − 1)(0.4 − 2) 0.4(0.4 − 1)(0.4 − 2)(0.4 − 3)
f (1895) = 46 + (0.4)(20) + ( −5) + (2) + ( −3)
2! 3! 4!
0.4(0.4 − 1) 0.4(0.4 − 1)(0.4 − 2) 0.4(0.4 − 1)(0.4 − 2)(0.4 − 3)
 f (1895) = 46 + (0.4)(20) + (−5) + (2) + (−3)
2! 3! 4!

 f (1895) = 54.8528
Solution: Backward Interpolation for population in 1925
x f ( x )  2 f ( x) 3 f ( x)  4 f ( x) 5 f ( x)
1891 46
20
1901 66 -5
15 2
1911 81 -3 -3
12 -1
1921 93 -4
8
1931 101

a + uh = 1925
 1931 + 10u = 1925
 10u = −6
 u = −0.6
(−0.6)(−0.6 + 1) (−0.6)(−0.6 + 1)( −0.6 + 2) ( −0.6)( −0.6 + 1)( −0.6 + 2)(−0.6 + 3)
f (1925) = 101 + (−0.6)(8) + (−4) + ( −1) + ( −3)
2! 3! 4!

 f (1925) = 96.8368