Schedule

Week

Date

Topic

Classification of Topic

9 Feb. 2010

Introduction to
Numerical Methods
and Type of Errors

Measuring errors, Binary representation,

Propagation of errors and Taylor series

14 Feb. 2010

Nonlinear Equations

Bisection Method

21 Feb. 2010

28 Feb. 2010

7 March 2010

Newton's Divided Difference Method

14 March 2010 Differentiation

Newton's Forward and Backward

Divided Difference

21 March 2010 Regression

Least squares

28 March 2010 Systems of Linear

Gaussian Jordan

11 April 2010

Gaussian Seidel

10

18 April 2010

Integration

Composite Trapezoidal and Simpson

Rules

11

25 April 2010

Ordinary Differential
Equations

Euler's Method

12

2 May2010

Newton-Raphson Method

Interpolation

Equations

Lagrange Interpolation

Runge-Kutta 2nd and4th order Method

Interpolation
Newtons Divided Difference

What is Interpolation ?
Given (x0,y0), (x1,y1), (xn,yn), find the
value of y at a value of x that is not given.

Interpolants
Polynomials are the most common
choice of interpolants because they
are easy to:
Evaluate
Differentiate, and
Integrate.

The equation of a straight line

y yo y1 yo

x x o x1 x o
x xo
or y-yo ( y1 yo )
x1 xo

( y1 yo )
y yo
( x xo )
( x1 xo )

f ( x1) f ( x o )
f1( x ) f ( x o )
(x xo )
( x1 x o )

Newtons Divided Difference

Method
Linear interpolation: Given ( x 0 , y 0 ),( x1 , y1 ), pass a
linear interpolant through the data

f 1 ( x) b0 b1 ( x x0 )

b0 f ( x0 )
f ( x1 ) f ( x0 )
b1
x1 x0

where

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.

v(t)

m/s

10

227.04

15

362.78

20

517.35

22.5

602.97

30

901.67

Table 1: Velocity as a
function of time

Figure 2: Velocity vs. time data

for the rocket example

Linear Interpolation
517.35

v1(t ) b0 b1(t t 0 )
t 0 15, v(t 0 ) 362.78

t1 20, v(t1 ) 517.35

500

ys
f ( range)

517.35 362.78

20 15

450

f x desired

400

b0 v (t 0 ) 362.78

v(t1 ) v(t 0 )
b1
t1 t 0

550

362.78

350

10

12

x s 10
0

30.914

14

16

18

x s range x desired

20

22

24
x s 10
1

Linear Interpolation (contd)

517.35

550

500
ys
f ( range)

450

f x desired

400

362.78

350

10

12

14

v1(t ) b0 b1(t t 0 )
x s 10
0

16

18

20

x s range x desired

362.78 30.914(t 15), 15 t 20

At t 16
v(16) 362.78 30.914(16 15)

393.69 m/s

22

24
x s 10
1

Quadratic Interpolation
Given ( x 0 , 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 ( x 0 )
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

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.
t

v(t)

m/s

10

227.04

15

362.78

20

517.35

22.5

602.97

30

901.67

Table 1: Velocity as a
function of time

Figure 2: Velocity vs. time data

for the rocket example

Quadratic Interpolation (contd)

517.35

550

500

450
ys
400
f ( range)

f x desired

350

300

250

227.04

200

10
10

12

14

16

x s range x desired

t 0 10, v(t 0 ) 227.04

t1 15, v(t1 ) 362.78

t 2 20, v(t 2 ) 517.35

18

20
20

Quadratic Interpolation (contd)

b0 v(t 0 )
227.04
v(t1 ) v(t 0 ) 362.78 227.04
b1

t1 t 0
15 10
27.148

v(t 2 ) v(t1 ) v(t1 ) v(t 0 )

t 2 t1
t1 t 0
b2
t 2 t0
30.914 27.148

10
0.37660

517.35 362.78 362.78 227.04

20 15
15 10

20 10

Quadratic Interpolation (contd)

v2 (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,

v2 (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
a

392 .19 393 .69

x100
392 .19

= 0.38502 %

General Form
f 2 ( x) b0 b1 ( x x0 ) b2 ( x x0 )( x x1 )
where
b0 f [ x0 ] f ( x0 )
b1 f [ x1 , x0 ]

f ( x1 ) f ( x 0 )
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 )

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 ]

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

f3 ( x ) f [ x 0 ] f [ x1, x 0 ](x x 0 ) f [ x 2 , x1, x 0 ](x x 0 )(x x1)

f [ x3 , x 2 , x1, x 0 ](x x 0 )(x x1)(x x 2 )
b0
x0

f ( x0 )

b1
f [ x1 , x0 ]

x1

b2
f [ x 2 , x1 , x0 ]

f ( x1 )

f [ x3 , x 2 , x1 , x 0 ]

f [ x2 , x1 ]
x2

f [ x3 , x 2 , x1 ]

f ( x2 )
f [ x3 , x 2 ]

x3

f ( x3 )

b3

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.
t

v(t)

m/s

10

227.04

15

362.78

20

517.35

22.5

602.97

30

901.67

Table 1: Velocity as a
function of time

Figure 2: Velocity vs. time data

for the rocket example

Example
The velocity profile is chosen as

v3 (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

Example
b0
t0 10

b1

227.04

b2

27.148
t1 15,

362.78

5.4347x103

30.914
t2 20,

b3

0.37660

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

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

a

392 .06 392 .19

x100
392 .06

= 0.033427 %

Comparison Table

Order of
Polynomial
v(t=16)
m/s
Absolute Relative
Approximate Error

393.69

392.19

392.06

----------

0.38502 %

0.033427 %