Finite Difference
Finite Difference
Introduction
XII Std - Business Maths & Stat EM Chapter 5.indd 104 2/28/2020 6:08:11 PM
(i.e) Dy0 = y1 − y0 , Dy1 = y2 − y1 , Dy2 = y3 − y2 ,..., =cyfn(−x )]yn=−1c f ( x + h ) − c f ( x )
Dyn−1D[
Proof:
, Dy1 = y2 − y1 , Dy2 = y3 − y2 ,..., Dyn−1 = yn − yn−1
= c [ f ( x + h) − f ( x )]
In general, Dyn = yn+1 − yn , n = 0,1, 2, 3,...
= c Df ( x )
The symbol D is called the forward
difference operator and pronounced as delta. Results without proof
The forward difference operator ∆ can 1. I f m and n are positive integers then
also be defined as Df ( x ) = f ( x + h ) − f ( x ) , ∆ m . ∆ n f ( x ) = ∆ m+n f ( x )
h is the equal interval of spacing.
2. ∆ f ( x ) g ( x ) = f (x )∆g (x ) + g (x ) ∆f ( x )
Proof of these properties are not included in
f (x ) g (x )∆f (x ) − f (x ) ∆g (x )
our syllabus: 3. ∆ =
g (x ) g (x ). g (x + h).
Properties of the operator D :
Property 1: If c is a constant then Dc = 0 The differences of the first differences
Proof: Let f ( x ) = c denoted by D2 y0 , D2 y1 ,..., D2 yn are called
second differences, where
∴ f ( x + h ) = c (where ‘h’ is the interval of
difference) D2 yn = D (Dyn ) = D ( yn+1 − yn )
∆ f (x ) = f (x + h) − f (x ) = Dyn+1 − Dyn
= f ( x + h) − f ( x ) + g ( x + h) − g ( x ) D3 y0 = D2 y1 − D2 y0
= ∆f ( x ) + ∆g ( x ) ∆3 y1 = D2 y2 − D2 y1
Similarly we can show that In general kth differences of yn is
∆ f ( x ) − g ( x ) = ∆ f (x ) − ∆g ( x )
Dk yn = Dk −1 y n+1 − Dk −1 yn , n = 0,1,2,…
In general, ∆ f1 ( x ) + f 2 (x )...... + fn (x )
= ∆ f1 (x ) + ∆ f 2 (x ) + .... + ∆ fn (x ) Note
Property 3: If c is a constant then Dk f (x ) = Dk −1 f (x + h) − Dk −1 f (x )
Dc f (x ) = c D f (x )
XII Std - Business Maths & Stat EM Chapter 5.indd 105 2/28/2020 6:08:20 PM
It is convenient to represent the above differences in a table as shown below.
Forward Difference Table for y :
x y ∆y ∆2 y ∆3 y ∆4 y ∆5 y
x0 y0
∆y0
x1 y1 ∆ 2 y0
∆y1 ASS
∆ 3 y0
x2 y2 ∆ 2 y1 ∆ 4 y0
∆y2 ∆ 3 y1 ∆ 5 y0
x3 y3 ∆ 2 y2 ∆ 4 y1
∆y3 ∆ 3 y2
x4 y4 ∆ 2 y3
∆y 4
x5 y5
Let y = f(x) be a given function of x. Let are called the first(backward) differences.
y0 , y1 ,..., yn be the values of y at
The operator ∇ is called backward
x = x0 , x1 , x2 ,..., xn respectively. Then difference operator and pronounced as nepla.
y1 − y0 = ∇y1
Second (backward) differences:
∇2 yn = ∇yn − ∇yn+1 , n = 1,2,3,…
y2 − y1 = ∇y2
XII Std - Business Maths & Stat EM Chapter 5.indd 106 2/28/2020 6:08:29 PM
Third (backward) differences: ∇f ( x + h) = f ( x + h) − f ( x ) = Df ( x )
3 2 2
∇ yn = ∇ yn − ∇ yn−1 n = 1,2,3,…
∇f (x + 2h) = f (x + 2h) − f (x + h)
In general, kth (backward) differences: = Df ( x + h)
x y = D2 f ( x )
∇y 2
∇ y ∇ y 3 4
∇ y
x0 y0 In general, ∇n f ( x + nh) = Dn f ( x )
= ∇f ( x + h) − ∇f ( x ) En f (x ) = f (x + nh) and
E −n f (x ) = f (x − nh)
∇2 f (x + 2h) = ∇f (x + 2h) − ∇f (x + h)
Third differences: Properties of the operator E:
XII Std - Business Maths & Stat EM Chapter 5.indd 107 2/28/2020 6:08:43 PM
( )
3. Em En f ( x ) = En Em f ( x ) = Em+n f ( x ) ∴ E ∆ ≡ ∆E
E −1
3. ∇ ≡
4. If ‘n’ is a positive integer, then E
E E
n −n
( f (x )) = f (x ) . Proof:
∇f (x ) = f ( x ) − f ( x − h)
Note = f (x ) − E −1 f (x )
∆f (x ) = Ef (x ) − f (x ) Solution:
The Forward difference table is given
⇒ D f (x ) = (E − 1) f (x ) below:
∆ ≡ E −1 x y Dy D2 y D3 y
0 0
∴ E ≡ 1+ ∆
0.174
2. E∆ ≡ ∆ E 10 0.174 –0.001
0.173 –0.001
Proof: 20 0.347 –0.002
E ( ∆f (x )) = E f (x + h) − f (x ) 0.171
30 0.518
= E f ( x + h) − E f ( x )
= f (x + 2h) − f (x + h) Example 5.2
= ∆f (x + h) Construct a forward difference table for
= ∆Ef (x ) y = f(x) = x 3 + 2 x + 1 for x = 1,2,3,4,5.
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Solution: Example 5.4
y = f(x) = x 3 + 2 x + 1 for x =1,2,3,4,5
Find (i) ∆e ax (ii) ∆ 2e x (iii) ∆ log x
x y Dy D2 y D3 y Solution:
D4 y
1 4 (i) ∆e ax = e a( x +h ) − e ax
9
= e ax . e ah− e ax a m+n = a m . an
2 13 12
21 6 = e ax eah − 1
3 34 18 0
39 6 ∆ 2e x = ∆. ∆e x
(ii)
4 73 24
= ∆ e x +h − e x
63
5 136 = ∆ e x e h − e x
Example 5.3 = ∆e x e h − 1
( )
By constructing a difference table and
using the second order differences as constant,
= e h − 1 ∆e x
= (e − 1) . (e − 1) . e
find the sixth term of the series 8,12,19,29,42… h h x
= (e − 1) .e
h
2
x
Solution:
Let k be the sixth term of the series in the
difference table. ∆ log x = log( x + h) − log x
(iii)
First we find the forward differences. x+h
= log
x
x y Dy ∆2 y x h
= log +
1 8 x x
4 h
= log 1 +
2 12 3 x
7 Example 5.5
3 19 3 5x + 12
Evaluate D 2 by taking ‘1’
10 x + 5x + 6
4 29 3 as the interval of differencing.
13 Solution:
5 42 k–55 5x + 12
k–42 D 2
6 k x + 5x + 6
By Partial fraction method
Given that the second differences are 5x + 12 A B
2
= +
constant x + 5x + 6 x + 3 x + 2
∴ k – 55 = 3 5x + 12
A =
x+2
[ x = −3]
k = 58
−15 + 12 −3
∴ the sixth term of the series is 58 = = =3
−1 −1
Numerical Methods 109
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5x + 12 2 Example 5.7
B = x =− 2 = = 2
x+3 1 Prove that f (4) = f (3) + Df (2) + D2 f (1) + D3 f (1)
5x + 12 3 2 taking ‘1’ as the interval of differencing.
2
= +
x + 5x + 6 x + 3 x + 2 Solution:
5x + 12 3 2 We know that f (4) − f (3) = D f (3)
D 2 = D x + 3 + x + 2
x + 5x + 6 f (4) − f (3) = D f (3)
3 3 2 2
= − + − = ∆ f (2) + Df (2) f (3) − f (2) = Df (2)
x + 1+ 3 x + 3 x + 1+ 2 x + 2
= ∆f (2) + ∆ 2 f (2)
1 1 1 1
= 3 − + 2 −
x + 3 x + 2
x + 4 x + 3 = ∆f (2) + D2 f (1) + ∆f (1)
−3 2
= − ∴ f (4) = f (3) + ∆f (2) + ∆ 2 f (1) + ∆ 3 f (1).
(x + 4)(x + 3) (x + 3)(x + 2)
−5 x − 14 Example 5.8
=
( x + 2)( x + 3)( x + 4) Given U 0 = 1, U1 , = 11, U 2 = 21, U 3 = 28 and U 4 = 29 find
U 0 = 1, U1 , = 11, U 2 = 21, U 3 = 28 and U 4 = 29 find D4U 0
Example 5.6
1 Solution :
Evaluate D2 by taking ‘1’ as the
x
1
interval of differencing.
1 1
Solution: 1 2 1
1 1
D2 = D D 1 3 3 1
x x
1 4 6 4 1
1 1 1
Now D = −
x x +1 x
∆ 4U 0 = ( E − 1) U 0
4
1 1
∆ 2 = ∆
x
1
−
1+ x x
(
= E 4 − 4 E 3 + 6E 2 − 4 E + 1 U 0 )
= E 4U 0 − 4 E 3U 0 + 6 E 2U 0 − 4 EU 0 + U 0
1 1
= ∆ − ∆ = U 4 − 4U 3 + 6U 2 − 4U1 + U 0
1+ x x
= 29 − 4(28) + 6 (21) − 4 (11) + 1.
1 2 2
Similarly D =
x x ( x + 1) ( x + 2) = 156–156 = 0
Example 5.9
Given y3 = 2, y 4 = −6, y5 = 8, y6 = 9
and y7 = 17 Calculate D4 y3
1
n
D =
( −1) n ! n
Solution :
x x ( x + 1) ( x + 2) ...... ( x + n) Given y3 = 2, y 4 = −6, y5 = 8, y6 = 9
and y7 = 17
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D4 y3 = (E − 1)4 y3 Hence D5 y k = 0 (ie) ( E − 1)5 y k = 0
= (E 4 − 4 E 3 + 6 E 2 − 4 E + 1) y3 i.e., ( E 5 − 5E 4 + 10 E 3 − 10 E 2 + 5E − 1) y k = 0
= E 4 y3 − 4 E 3 y3 + 6 E 2 y3 − 4 Ey3 + y3 E 5 y k − 5 E 4 y k + 10 E 3 y k − 10 E 2 y k + 5Eyk − y k = 0 (1)
= y7 − 4 y6 + 6 y5 − 4 y 4 + y3
Put k = 0 in (1)
= 17 – 4(9) + 6(8) –4(–6)+2
E 5 y0 − 5E 4 y0 + 10 E 3 y0 − 10 E 2 y0 + 5Ey0 − y0 = 0
= 17 – 36 + 48 +24+2 = 55
y5 − 5 y 4 + 10 y3 − 10 y2 + 5 y1 − y0 = 0
5.1.2 Finding the missing terms
Using the difference operators and y5 − 5(350) + 10 y3 − 10(260) + 5(220) − 200 = 0
shifting operator we can able to find the missing y5 + 10 y3 = 3450 (2)
terms.
Put k = 1 in (1)
Example 5.10
From the following table find the missing E 5 y1 − 5E 4 y1 + 10 E 3 y1 − 10 E 3 y1 − y1 = 0
value y6 − 5 y5 + 10 y 4 − 10 y3 − y1 = 0
x 2 3 4 5 6
430 − 5 y5 + 10 (350) − 10 y3 + 5 (260) − 220 = 0
f(x) 45.0 49.2 54.1 - 67.4
5 y5 + 10 y3 = 5010 (3)
Solution: (3) – (2) ⇒ 4y5 = 1560
Since only four values of f(x) are given,
y5 = 390
the polynomial which fits the data is of degree
three. Hence fourth differences are zeros. From (1) 390 + 10 y3 = 3450
10 y3 = 3450 – 390
(ie) D4 y0 = 0 , ∴ (E − 1)4 y0 = 0
y3 ≅ 306
4 3 2
(E − 4 E + 6 E − 4 E + 1) y0 =0
1
E 4 y0 − 4 E 3 y0 + 6 E 2 y0 − 4 Ey0 + y0 =0
1 2 1
y 4 − 4 y3 + 6 y2 − 4 y1 + y0 =0 1 3 3 1
1 4 6 4 1
67.4 − 4 y3 + 6 (54.1) − 4 (49.2(+ 45 =0
1 5 10 10 5 1
240.2 = 4 y3 ∴ y3 = 60.05
Year 1961 1962 1963 1964 1965 1966 1967 2. If y = x 3 − x 2 + x − 1 calculate the values
of y for x = 0,1,2,3,4,5 and form the forward
Production 200 220 260 - 350 - 430
differences table.
Solution: 3. If h then = 1 prove that
Since five values are given, the polynomial −1 3
(E D)x = 3x − 3x + 1 . 2
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5.2.1 Methods of interpolation
4. If f (x ) = x 2 + 3x than show that
There are two methods for interpolation.
D f (x )= 2 x + 4 .
One is Graphical method and the other one is
1
5. Evaluate D by taking ‘1’ algebraic method.
( x + 1) ( x + 2)
as the interval of differencing 5.2.2 Graphical method
6. Find the missing entry in the following table We are given the ‘n’ values of x and the
corresponding values of y for given function
x 0 1 2 3 4 y = f (x ) . we plot these n observed points
yx 1 3 9 - 81 ( xi , yi ) , i = 1, 2, 3.... and draw a free hand curve
7. Following are the population of a district passing through these plotted points. From the
graph so obtained, we can find out the value of
Year (x) 1881 1891 1901 1911 1921 1931 y for any intermediate value of x. There is one
Population (y) drawback in the graphic method which states
363 391 421 - 467 501
Thousands that the value of y obtained is the estimated
Find the population of the year 1911 value of y. The estimated value of y differs from
the actual value of y.
8. Find the missing entries from the following.
x 0 1 2 3 4 5 Example 5.12
Using graphic method, find the value of y
y = f(x) 0 - 8 15 - 35 when x = 38 from the following data:
x 10 20 30 40 50 60
5.2 Interpolation
Consider the profit of a manufacturing y 63 55 44 34 29 22
company in various years as given below:
Solution:
Year (x) 1986 1987 1988 1990 1991 1992 Steps in Graphic method:
Profit Take a suitable scale for the values of x
25 29 24 30 32 31
(Rs. in lakhs) and y, and plot the various points on the graph
paper for given values of x and y.
The profit for the year 1989 is not
available .To estimate the profit for 1989 we Draw a suitable curve passing through the
use the technique called interpolation. Let x plotted points.
Y
denote the year and y denote the profit. The 70
independent variable x is called the argument 60
X′ O 10 20 30 40 50 60 70 80 X
Y¢
XII Std - Business Maths & Stat EM Chapter 5.indd 112 2/28/2020 6:09:13 PM
corresponding value of y on the y- axis, which In general Newton’s forward interpolation
will be the required interpolated value. formula not to be used when the value of y is
From the graph in Fig. 5.1 we find that for required near the end of the table. For this we
x = 38, the value of y is equal to 35. use another formula, called Newton’s Gregory
backward interpolation formula.
5.2.3 Algebraic method Then the value of f(x) at x = xn +nh is
Newton’s Gregory forward interpolation given by
formula (or) Newton’s forward interpolation n n(n + 1) 2 n(n + 1)(n
f (xn + nh) = f (xn ) + ∇f ( x n ) + ∇ f ( xn ) +
formula (for equal intervals). 1! 2! 3!
n n(n + 1) 2 n(n + 1)(n + 2) 3
f (xn + nh) = f (xn ) +∇f ( x n ) + ∇ f ( xn ) + ∇ f (xn ) + ...
1! 2! 3!
The first two terms will give the linear n n(n + 1) 2 n(n + 1)(n + 2)
(or) y( x = xn +nh ) = yn + ∇yn + ∇ yn + ∇
interpolation and the first three terms will 1! 2! 3!
give a parabolic interpolation and so on.
n n(n + 1) 2 n(n + 1)(n + 2) 3 x − xn
y( x = xn +nh ) = yn + ∇yn + ∇ yn + ∇ yn + ... when n =
1! 2! 3! h
Let y = f ( x ) denote a polynomial of
degree n which takes (n + 1) values. Let them
Note
be y0 , y1 , y2 ,... yn corresponding to the values
x 0 , x 1 ,... xn respectively. Newton’s backward interpolation formula is
used when the value of y is required near the
The values of x ( x0 , x1 , x2 ,... xn ) are at
end of the table.
equidistant.
Example 5.13
(i.e.) x1 = x0 + h, x2 = x0 + 2h, x3 = x0 + 3h,…, xn = x0 + nh
Using Newton’s formula for interpolation
x2 = x0 + 2h, x3 = x0 + 3h,…, xn = x0 + nh estimate the population for the year 1905 from
Then the value of f(x) at x = x +nh is given by the table:
0
n n(n − 1) 2 n(n − 1)(n1891
− 2) 1901
f (x0 + nh) = f (x0 ) +
Df (x0 ) + D f (x0 ) + Year D3 f (x0 )1911
+ ... 1921 1931
1! 2! 3!
n(n − 1) 2 n(n − 1)(n − 2) 3 Population 98,752 1,32,285 1,68,076 1,95,670 2,46,050
Df (x0 ) + D f (x0 ) + D f (x0 ) + ...
2! 3!
Solution
n n(n − 1) 2 n(n − 1)(n − 2) 3
(or) y( x = x +nh ) = y0 + Dy0 + D y0 + y0 +population
D the
To find ... for the year 1905
0
1! 2! 3 !
(i.e) the value of y at x = 1905.
n(n − 1) 2 n(n − 1)(n − 2) 3 x − x0
0 + D y0 + D y0 + ... where n = Since the value of y is required near the
2! 3! h
beginning of the table, we use the Newton’s
Newton’s Gregory backward interpolation forward interpolation formula.
Formula. n n(n − 1) 2 n(n − 1)(n − 2) 3
y( x = x0 +nh ) = y0 +
Dy0 + D y0 + D y0
Note 1 ! 2 ! 3 !
n n(n − 1) 2 n(n − 1)(n − 2) 3
y( x = x0 +nh ) = y0 + Dy0 + D y0 + D y0 + ...
Newton’s forward interpolation formula1!is 2! 3!
used when the value of y is required near the
beginning of the table. To find y at x = 1905 ∴ x0 + nh = 1905 ,
x0 = 1891, h = 10 .
1891+n(10)=1905 ⇒ n = 1.4
XII Std - Business Maths & Stat EM Chapter 5.indd 113 2/28/2020 6:09:18 PM
x y Dy D2 y D3 y D4 y x0 + nh = 3.2, x0 = 3, h = 1
1
1891 98,752 ∴ n=
33,533 5
1901 1,32,285 2,258 The difference table is
35,791 –10,435
1911 1,68,076 -8,177 41,358
x y ∆y ∆2 y ∆3 y
27,614 30,293 3 16
1921 1,95,690 22,746 4
50,360 4 20 0
1931 2,46,050 4 10
y (x =1905) = 98, 752 + (1.4)(33533) + (1.4)(0.4) (2258) 5 24 10
2 14
(1.4)(0.4) 6 38
= 98, 752 + (1.4)(33533) + (2258)
2 1 −4 1 −4 −9
(1.4)(0.4) (−0.6) y(x=3.2) = 16 + 1 (4) + 5 5 (0) + 5 5 5 × 10
+ (−10435) 5 2 6
6
(1.4)(0.6)(−0.6)(−1.6) 1 −4 1 −4 −9
+ (413581)
5 5 5 5 5
24 = 16 + (4) +
5 2
( 0) +
6
× 10
= 16 + 0.8 + 0 + 0.48
= 98752 + 46946.2 + 632.24 + 584.36 + 1389.63
= 16 + 0.8 + 0 + 0.48 = 17.28
= 148304.43 = 17.28 Example 5.15
≅ 1,48,304 From the following table find the number
Example 5.14 of students who obtained marks less than 45.
The values of y = f ( x ) for x = 0,1, 2, ..., 6 Marks 30-40 40-50 50-60 60-70 70-80
are given by
No. of Students 31 42 51 35 31
x 0 1 2 3 4 5 6 Solution:
y 2 4 10 16 20 24 38 Let x be the marks and y be the number of
students.
Estimate the value of y (3.2) using forward By converting the given series into
interpolation formula by choosing the four cumulative frequency distribution, the
values that will give the best approximation. difference table is as follows.
x y Dy ∆ 2 y ∆ 3 y D4 y
Solution:
Since we apply the forward interpolation Less than 40 31
formula,last four values of f ( x ) are taken into 42
consideration (Take the values from x = 3). 50 73 9
The forward interpolation formula is 51 –25
60 124 -16 37
n n(n − 1) 2 n(n − 1)(n − 2) 3
y( x = x0 +nh ) = y0 + Dy0 + D y0 + D y0 + ... 35 12
1! 2! 3!
70 159 -4
n n(n − 1) 2 n(n − 1)(n − 2) 3 31
y0 + Dy0 + D y0 + D y0 + ...
1! 2! 3! 80 190
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Let us calculate the number of students
n n(n − 1) 2 n(n − 1)(n − 2) 3
y( x = x0 +nh ) = y0 + Dy0 + D y0 + whoseDweight y0 + ...is below 70. For this we use
1! 2! 3 ! forward difference formula.
n n(n − 1) 2 n(n − 1)(n − 2) 3
y0 + Dy0 + D y0 + D y0 + ... n n(n − 1) 2 n(n − 1)(n − 2) 3
1! 2! 3! y( x = x0 +nh ) = y0 + Dy0 + D y0 + D y0
1! 2! 3!
To find y at x = 45 ∴ x0 + nh = 45 ,
1 n n(n − 1) 2 n(n − 1)(n − 2) 3
x0 = 40, h = 10 ⇒ n =y( x = x0 +nh ) = y0 + Dy0 + D y0 + D y0 + ...
2 1 ! 2 !
3 !
1 −1 1 −1 −3 To find y at x = 70 ∴ x0 + nh = 70 ,
1
y( x =45) = 31 + × 42 + 2 2 (9) + 2 2 x20 = × 40(,−h25= )20
2 2 6
40+n(20) =70 ⇒ n = 1.5
1 −1 1 −1 −3
2 2 2 2 2 ∴ y(x=70) (1.5)(0.5) −20 + (1.5) (0.5) ( −0.
1
+ × 42 + (9 ) + × ( −25) = 250 + 1 . 5 (120 ) +
2!
( ) 3!
2 2 6
1 −1 −3 =−250 5 + 1.5 (120) + (1.5)(0.5) ( −20) + (1.5) (0.5) ( −0.5) ( −10)
2 2 2 2 2 ! 3!
+ × (37 )
24 (1.5) (0.5) ( −0.5) ( −1.5) 20
+
4!
( )
9 25 37 × 15
= 31 + 21 − − −
8 16 384
= 47.867 ≅ 48 = 250 + 180 – 7.5 + 0.625 + 0.46875
Example 5.16 = 423.59
Using appropriate interpolation formula ≅ 424
find the number of students whose weight is
Number of students whose weight is between
between 60 and 70 from the data given below:
60 and 70 = y (70) − y (60) = 424 − 370 = 54
Weight in lbs 0-40 40-60 60-80 80-100 100-120
No. of Example 5.17
250 120 100 70 50
Students The population of a certain town is as
Solution: follows:
Let x be the weight and y be the number Year : x 1941 1951 1961 1971 1981 1991
of students. Population in
20 24 29 36 46 51
Difference table of cumulative frequencies lakhs : y
are given below.
Using appropriate interpolation formula,
x y Dy ∆2 y ∆3 y D4 y estimate the population during the period 1946.
Below 40 250 Solution:
120 x 1941 1951 1961 1971 1981 1991
60 370 –20
100 –10 y 20 24 29 36 46 51
80 470 –30 20
Here we find the population for year1946.
70 10
100 540 –20 (i.e) the value of y at x=1946. Since the value of
50 y is required near the beginning of the table, we
120 590 use the Newton’s forward interpolation formula.
XII Std - Business Maths & Stat EM Chapter 5.indd 115 2/28/2020 6:09:25 PM
formula. Let temperature be x and the pressure
n n(n − 1) 2 n(n − 1)(n − 2) 3
y( x = x0 +nh ) = y0 + Dy0 + D y0 + be y. D y0 + ...
1! 2! 3!
n n(n + 1) 2 n(n + 1)(n + 2) 3
n n(n − 1) 2 n(n − 1)(n − 2) 3 y( x = xn +nh ) = yn + ∇yn + ∇ yn + ∇ yn +
= y0 + Dy0 + D y0 + D y0 + ... 1! 2! 3!
1! 2! 3!
n n(n + 1) 2 n(n + 1)(n + 2) 3
To find y at x = 1946 y( x = xn +nh ) = yn + ∇yn + ∇ yn + ∇ yn + ...
1! 2 ! 3 !
∴ x0 + nh = 1946 , x0 = 1941, h = 10 To find y at x = 175
1941+n(10) =1946 ⇒ n = 0.5 ∴ xn + nh = 175 , xn = 180, h = 10 ⇒ n = −0.5
x y Dy D2 y D3 y D4 y D5 y
x y ∇y ∇2 y ∇3 y ∇4 y
1941 20
140 3.685
4
1951 24 1 1.169
5 1 150 4.854 0.279
1961 29 2 0 1.448 0.047
7 1 –9 160 6.032 0.326 0.002
1971 36 3 –9 1.774 0.049
10 –8 170 8.076 0.375
1981 46 –5 2.149
5 180 10.225
1991 51
y(x=175) = 10.225 + ( −0.5)(2.149) + ( −0.5) (0 − 5) (0.375)
y(x=1946) = 20 + 0.5 (4) + 0.5(0.5 − 1) (1) + 0.5(0.5 − 1)(0.5 − 2) (1) 2!
1! 2! 3! ( )( )
− 0 . 5 0 − 5
= 10.225 + ( −0.5)(2.149) +
2!
(0.375)
0.5 0.5(0.5 − 1) 0.5(0.5 − 1)(0.5 − 2)
20 + ( 4) + (1) + (1)
1! 2! 3! ( −0.5) (0 − 5)(1.5)
0.5(0.5 − 1)(0.5+ − 2)(0.5 − 3)(0.55 − 4(0).049) +
( −0 − 5)(0.5)(1.5)(2.5)
+
0.5(0.5 − 1)(0.5 − 2)(0.5 − 3)
(0) + 3! (−9) 4!
(
4! 5!
0.5 − 2)(0.5 − 3) 5 0−.54))(0 − 5)(1.5) (0.049) + ( −0 − 5)(0.5)(1.5)(2.5) (0.002)
0.5(0.5 − 1)(0.5 − 2)(0.5 − 3)(+0(.5−
(0) + (−9)
4! 5! 3! 4!
= 20 + 2 − 0.125 + 0.0625 − 0.24609 = 10.225 − 1.0745 − 0.046875 − 0.0030625 − 0.000078
= 21.69 lakhs = 10.225 − 1.0745 − 0.046875 − 0.0030625 − 0.000078125
XII Std - Business Maths & Stat EM Chapter 5.indd 116 2/28/2020 6:09:29 PM
x y ∇y ∇2 y ∇3 y ∇4 y To find y at x = 63 ∴ xn + nh = 63 ,
2
1 1 xn = 65, h = 5 ⇒ n = −
7 5
2 8 12
19 6 x y ∇y ∇2 y ∇3 y ∇4 y
3 27 18 0 45 114.84
37 6 -18.68
4 64 24 0 50 96.16 5.84
61 6 -12.84 -1.84
5 125 30 0
55 83.32 4 0.68
91 6
6 216 36 0 -8.84 -1.16
127 6 60 74.48 2.84
7 343 42 -6
169 65 68.48
8 512 −2 −2 −2 −2 −
n n(n + 1) 2 n(n + 1)(n + 2) 3 −2 + 1 + 1
y( x = xn +nh ) = yn + ∇yn + ∇ yn + ∇ yn + ... 5
5 5
5 5
1! 2! y
3 ! (x =63) = 68.48 +
1!
( −6) +
2!
2.84 +
3!
n n(n + 1) 2 n(n + 1)(n + 2) 3
= y n + ∇y n + ∇ yn + ∇ yn + ...
1! 2! 3! −2 −2 −2 −2 −2 −2
+ 1 + 1 + 2
5 5 5 5 5 5
To find y at x == 7.5 ∴ x
68.48 +n + nh
1!
( −6) +
= 7 . 5 ,
2!
2.84 +
3!
( −1.16)
xn = 8, h = 1 ⇒ n = –0.5
y (x =7.5) = 512 + −0.5 169 + −0.5 ( −0.5 + 1) 42 + −0.5 ( −0.5 +
−21)(−20.5 +2) −2 −2
+ 1 6 +…+� 2 + 3
1! 2! 35! 5 5 5
+ (0.68)
0. 5 −0.5 ( −0.5 + 1) −0.5 ( −0.5 + 1) ( −0.5 + 2) 3!
169 + 42 + 6 +…
�
1! 2! 3! = 68.48 + 2.4 – 0.3408 + 0.07424 – 0 – 0.028288
= 421.88
y(63) = 70.437.
Example 5.20
From the following table of half- yearly Example 5.21
premium for policies maturing at different ages. Find a polynomial of degree two which
Estimate the premium for policies maturing at takes the values.
the age of 63.
x 0 1 2 3 4 5 6 7
Age 45 50 55 60 65
y 1 2 4 7 11 16 22 29
Premium 114.84 96.16 83.32 74.48 68.48
Solution:
Solution: We will use Newton’s backward
Let age = x and premium = y interpolation formula to find the polynomial.
To find y at x = 63. So apply Newton’s
backward interpolation formula. n n(n + 1) 2 n(n + 1)(n + 2) 3
y( x = xn +nh ) = yn + ∇yn + ∇ yn + ∇ yn +
n n(n + 1) 2 n(n + 1)(n + 2) 3 1! 2 ! 3 !
y( x = xn +nh ) = yn + ∇yn + ∇ yn + ∇ y + ...
1! 2! n 3 !n(n + 1) 2 n n(n + 1)(n + 2) 3
n (n + 1) 2
n n(n + 1)(ny+( x2= x)n +nh3 ) = yn + 1! ∇yn + 2 ! ∇ yn + 3!
∇ yn + ...
= y n + ∇y n + ∇ yn + ∇ yn + ...
1! 2! 3!
Numerical Methods 117
XII Std - Business Maths & Stat EM Chapter 5.indd 117 2/28/2020 6:09:33 PM
x y ∇y ∇2 y ∇3 y y = f (x ) =
( x − x1 ) ( x − x2 ) ... ( x − xn ) y
0 1 ( x0 − x1 ) ( x0 − x2 )... ( x0 − xn ) 0
1
1 2 1
+
( x − x0 ) ( x − x2 ) ... ( x − xn ) y + ... +
2 0 ( x1 − x0 ) ( x1 − x2 ) ... ( x1 − xn ) 1
2 4 1
3 0 +
( x − x0 ) ( x − x1 ) ... ( x − xn−1 ) y
3 7 1 ( xn − x0 ) ( xn − x1 )... ( xn − xn−1 ) n
4 0
4 11 1 Example 5.22
5 0 Using Lagrange’s interpolation formula
5 16 1 find y(10) from the following table:
6 0 x 5 6 9 11
6 22 1
y 12 13 14 16
7
7 29 Solution:
Here the intervals are unequal. By
To find y in terms of x ∴ xn + nh = x ,
Lagrange’s interpolation formula we have
x n = 7, h = 1 ⇒ n = x − 7 .
x0 = 5, x1 = 6, x2 = 9, x3 = 11
y (x ) = 29 + ( x − 7 )(7 ) +
( x − 7 ) ( x − 6)
2
(1) y0 = 12, y1 = 13, y2 = 14, y3 = 16
= 29 + 7 x − 49 +
1 2
x − 13x + 42 ( ) ( x − x1 ) ( x − x2 ) ( x − x3 ) × y + ( x − x0 ) ( x − x2 )
y= f ( x ) =
1
2 ( x0 − x1 ) ( x0 − x2 ) ( x0 − x3 ) 0 ( x1 − x0 ) ( x1 − x2 )
= 58 + 14 x − 98 + x 2 − 13x + 42
2 ( x − x1 ) ( x − x2 ) ( x − x3 ) × y + ( x − x0 ) ( x − x2 ) ( x − x3 ) × y
1 2
= x + x + 2 ( x0 − x1 ) ( x0 − x2 ) ( x0 − x3 ) 0 ( x1 − x0 ) ( x1 − x2 ) ( x1 − x3 ) 1
2
+
( x − x0 ) ( x − x1 ) ( x − x3 ) × y + ( x − x0 ) ( x − x
5.2.4 Lagrange’s interpolation formula ( x2 − x0 ) ( x2 − x1 ) ( x2 − x3 ) 2 ( x3 − x0 ) ( x3 −
The Newton’s forward and backward
interpolation formulae can be
( x − x0 ) (when
+ used only
x − x1 ) ( x − x3 )
× y2 +
( x − x0 ) ( x − x1 ) ( x − x2 ) × y
( xIf2 −thex0values
the values of x are at equidistant. ) ( x2 −ofx1 ) ( x2 − x3 ) ( x3 − x0 ) ( x3 − x1 ) ( x3 − x2 ) 3
x are at equidistant or not at equidistant, we use ( x − 6) ( x − 9) ( x − 11) 12 + ( x − 5) ( x − 9) ( x − 11) 1
Lagrange’s interpolation formula.
=
(5 − 6) (5 − 6) (5 − 11)
( ) (6 − 5 ) (6 − 9 ) (6 − 9 )
(
Let y = f ( x ) be a function ( x − 6such
) ( x −that
9) ( x − 11) ( x − 5) ( x − 9) ( x − 11) 13
f ( x ) takes the values y0 , (y51 ,−y62 ,.......,
) (5 − 6y)n(5 − 11)
( )
12 +
(6 − 5 ) (6 − 9 ) (6 − 9 )
( )
corresponding to x = x0 , x1 , x2 ..., xn That is
yi = f ( xi ) , i = 0,1, 2,..., n . Now, there are ( x − 5) ( x − 6) ( x − 11) 14 + ( x − 5) ( x − 6) ( x − 9)
+
(9 − 5) (9 − 6) (9 − 11)
( )
(11 − 5) (11 − 6) (11 − 9)
(n + 1) paired values ( xi , yi ) , i = 0,1, 2,..., n
and hence f ( x ) can be represented ( x − 5) (by
x − 6a ) ( x − 11) ( x − 5) ( x − 6) ( x − 9) 16
+
polynomial function of degree n in(9x.− 5) (9 − 6) (9 − 11) ( )
14 +
(11 − 5) (11 − 6) (11 − 9)
( )
Then the Lagrange’s formula is
XII Std - Business Maths & Stat EM Chapter 5.indd 118 2/28/2020 6:09:39 PM
Put x = 10 5. In an examination the number of candidates
y (10) = f (10) =
4 (1) ( −1) (5)(1) ( −1) 13 + 5 (4) ( −1who
) 14secured
(5)(4marks
)(1) 16 between certain interval
(12) + ( ) ( ) + ( )
( −1) ( −4) ( −6) (1) ( −3) ( −5) 4 (3) ( −2were 6 (5)(2)
) as follows:
4 (1) ( −1) (5)(1) ( −1) 13 + 5 (4) ( −1) 14 + (5)(4)(1) 16 Marks 0-19 20-39 40-59 60-79 80-99
(12) + ( ) 4 3 −2 ( ) 6 5 2 ( )
( −1) ( −4) ( −6) (1) ( −3) ( −5) ( )( ) ( )( ) No. of
41 62 65 50 17
candidates
1 13 5 (14 ) 4 × 16
=
6
(12) − +
3 3×2
+
12
Estimate the number of candidates whose
marks are lessthan 70.
= 14.6663
6. Find the value of f ( x ) when x = 32 from
Exercise 5.2 the following table:
x 30 35 40 45 50
1. Using graphic method, find the value of y
when x = 48 from the following data: f(x) 15.9 14.9 14.1 13.3 12.5
XII Std - Business Maths & Stat EM Chapter 5.indd 119 2/28/2020 6:09:40 PM
11. Using interpolation estimate the business
7. If ‘n’ is a positive integer ∆ n ∆ − n f ( x )
done in 1985 from the following data
(a) f (2 x ) (b) f ( x + h )
Year 1982 1983 1984 1986
(c) f ( x ) (d) ∆f ( x )
Business done
150 235 365 525
(in lakhs) 8. E f ( x ) =
XII Std - Business Maths & Stat EM Chapter 5.indd 120 2/28/2020 6:09:49 PM
rom the following data find y at x = 43 and
6. F
14. For the given data find the value of ∆ 3 y0 is
x = 84.
x 5 6 9 11
x 40 50 60 70 80 90
y 12 13 15 18
y 184 204 226 250 276 304
(a) 1 (b) 0 (c) 2 (d) –1
e area A of circle of diameter ‘d’ is given
7. Th
Miscellaneous Problems for the following values
D 80 85 90 95 100
1. I f f ( x ) = e ax then show that f (0) , ∆f (0) , ∆ 2 f (0)
A 5026 5674 6362 7088 7854
f (0) , ∆f (0) , ∆ 2 f (0) are in G.P.
Find the approximate values for the areas of
2. Prove that i) (1 + ∆ ) (1 − ∇) = 1 circles of diameter 82 and 91 respectively.
ii)∆∇ = ∆ − ∇ (iii) E∇ = ∆ = ∇E 8. I f u0 = 560, u1 = 556, u2 = 520, u4 = 385,
show that u3 = 465 .
3. A
second degree polynomial passes though
the point (1,-1) (2,-1) (3,1) (4,5). Find the 9. F
rom the following table obtain a polynomial
polynomial. of degree y in x.
4. F
ind the missing figures in the following x 1 2 3 4 5
table: y 1 –1 1 –1 1
x 0 5 10 15 20 25
10. Using Lagrange’s interpolation formula find
y 7 11 - 18 - 32
a polynomial which passes through the
points (0, –12), (1, 0), (3, 6) and (4,12).
5. F
ind f (0.5) if f ( −1) = 202, f (0) = 175 ,
f (1) = 82 and f (2) = 55 .
Summary
In this chapter we have acquired the knowledge of
zz ∆f ( x ) = f ( x + h ) − f ( x )
z z ∇f ( x ) = f ( x ) − f ( x − h )
zz ∇f ( x + h ) = ∆f ( x )
zz Ef ( x ) = f ( x + h )
zz E n f ( x ) = f ( x + nh )
zz Newton’s forward interpolation formula:
n n(n − 1) 2 n(n − 1)(n − 2) 3
y( x = x0 +nh ) = y0 + Dy0 + D y0 + D y0 + ...
1! 2! 3!
zz Newton’s backward interpolation formula:
n n(n + 1) 2 n(n + 1)(n + 2) 3
y( x = xn +nh ) = yn + ∇y n + ∇ yn + ∇ yn + ...
1! 2! 3!
XII Std - Business Maths & Stat EM Chapter 5.indd 121 2/28/2020 6:09:54 PM
zz Lagrange’s interpolation formula:
y = f (x ) =
( x − x1 ) ( x − x2 ) ... ( x − xn ) y + ( x − x0 ) ( x − x2 ) ... ( x − xn ) y +...
( x0 − x1 ) ( x0 − x2 )... ( x0 − xn ) 0 ( x1 − x0 ) ( x1 − x2 )... ( x1 − xn ) 1
+
( x − x0 ) ( x − x1 ) ... ( x − xn−1 ) y
( xn − x0 ) ( xn − x1 )... ( xn − xn−1 ) n
GLOSSARY (கலைச்சொற்கள்)
Algebraic methods இயற்கணித முறைகள்
Extrapolation புறச்செருகல்
Interpolation இடைச்செருகல்
Numerical எண்ணியியல்
Policy காப்பீடு
XII Std - Business Maths & Stat EM Chapter 5.indd 122 2/28/2020 6:09:55 PM
ICT Corner
Expected Result is shown
in this picture
Step 1
Step 1
Step 2
XII Std - Business Maths & Stat EM Chapter 5.indd 123 2/28/2020 6:09:55 PM