LECTURE 3: INTERPOLATION

Interpolation
technique of estimating the value of a function for any intermediate

value of the independent variable

method of computing the value of the function = () for any given

value of the independent variable when a set of values of = ()

for certain values of are known or given
i.e. the process of finding the value of corresponding to any value of =

between 0 and , if , , = 0,1,2, , are the set of + 1 given data

points of the function = ()
Easy to do if function is explicitly defined..

Interpolating Function
if the function () is not known, then it is very hard to find the exact

form of () with the tabulated values ,

can be replaced by a simpler function (), which has the same

values as for 0 , 1 , 2 , ,
() is called the interpolating or smoothing function and any other

value can be computed from it

Polynomial Interpolation
If () is a polynomial, then () is called the interpolating polynomial

and the process of computing the intermediate values of y = () is

called the polynomial interpolation.
In the study of interpolation, we make the following assumptions:
there are no sudden jumps in the values of the dependent variable for the period

under consideration
the rate of change of figures from one period to another is uniform.
In this course, interpolation will be based on the calculus of finite differences (forward, backward and central).

Finite Difference Operators

Forward Differences
Backward Differences

Central Differences

Forward Differences
or simply difference operator is denoted by
defined as = + ()
where = interval of differencing

or, at =
= + ( )

= +1
hence,

for = 0,1,2, , 1

 Second Difference
difference of the first differences
denoted by 2 0 , 2 1 , , 2
hence,

generalizing,

+1 = +1 = 0,1,2,

where 0 identity operator, i.e., 0 = () and 1 =

Backward Differences
denoted by
defined as = ( )
or, at =

= 1

for = , 1, , 1

1 = 1 0 , 2 = 2 1 , , = 1

Second difference

Central Differences
denoted by

defined by = +
first central differences

second central differences

INTERPOLATION for EQUAL INTERVALS

Assumption:
for function = (), the set of ( + 1) functional values 0 , 1 , , are given

corresponding to the set of ( + 1) equally spaced values of the independent

variable, = 0 + , = 0,1,2, , , where is the spacing

Newtons Forward Interpolation Formula

used to interpolate the values of near the beginning of a set of equally spaced tabular

values
formula:

where:
0 , 1 , , + 1
0 , 1 , , + 1
= = = 0,1,2, ,

Ex:
Find the value of sin42.

40

45

50

55

60

0.6428

0.7071

0.7660

0.8192

0.8660

Since x = 42 is near the starting value 0 = 40, we use NFIF.

i
0
1
2
3
4

xi
40
45
50
55
60

yi
0.6428
0.7071
0.766
0.8192
0.866

yi
0.0643
0.0589
0.0531
0.0469

2yi
-0.0054
-0.0058
-0.0062

3yi
-0.0004
-0.0004

4yi
0

Seatwork

Newtons Backward Interpolation Formula

used to interpolate the values of near the end of the tabulated values

formula:

( + 1) 2
+1
= + +
+ + + 1

2!
!
where:

Ex:
Calculate the value of (84) for the data given in the table below:

Since x = 84 is near the end value 5 = 90, we use NBIF.

xi

yi

yi

2yi

3yi

4yi

5yi

0
1
2
3
4
5

40
50
60
70
80
90

204
224
246
270
296
324

20
22
24
26
28

2
2
2
2

0
0
0

0
0

 = 84

5 = 90

= 10
=

8490
10

= 0.6

xi

yi

yi

2yi

3yi

4yi

5yi

0
1
2
3
4
5

40
50
60
70
80
90

204
224
246
270
296
324

20
22
24
26
28

2
2
2
2

0
0
0

0
0

From

( + 1) 2
+1
= + +
+ + + 1

2!
!
84 = 324 + 0.6 28 +

0.6 0.6+1
2!

2 = .

Error
NFIF

NBIF

INTERPOLATION for UNEQUAL INTERVALS

Lagrange Formula for Unequal Intervals

Let = be a real values continuous function defined in an interval [, ]. Let 0 , 1 , , be

( + 1) distinct points which are not necessarily equally spaced and the corresponding values of the
function are 0 , 1 , , .
Since ( + 1) values of the function are given corresponding to the ( + 1) values of the

independent variable x, we can represent the function = () as a polynomial in of degree .

 Using Lagranges interpolation formula, find the value of y corresponding to x = 10

from the following data.

 Apply Lagranges interpolation formula to find a polynomial which passes through

the points (0, 20), (1, 12), (3, 20) and (4, 24).

Seatwork
Using Lagranges interpolation formula find a polynomial which passes the points

(0, 12), (1, 0), (3, 6), (4, 12).

Lagranges Formula for Inverse Interpolation

By interchanging x and y in the formula, we can express as a function of as

follows:

 The following table gives the values of y corresponding to certain values of . Find

the value of when = 167.59789 by applying Lagranges inverse interpolation

formula.

CENTRAL DIFFERENCE INTERPOLATION FORMULAE

for EQUAL INTERVALS

Central Difference Tables

Bessels Formula

*brackets mean that the average has to be taken

 Apply Bessels interpolation formula to obtain y25, given that y20 = 2860, y24 = 3167,

y28 = 3555 and y32 = 4112.

 From Bessels Formula,

We get

Stirlings Formula

1 + 0
2 2
(2 1) 3 2 + 3 1
2 (2 1) 4
0 +
+ 2 +
+
2
2
2
3!
2
4!
(2 1)(2 22 ) 5 3 + 5 2
2 (2 1)(2 22 ) 6
+
+
3 +
5!
2
6!
2 1 2 22 2 32 [2 1 2 ) 21 + 21 (1)
+
(2 1)!
2
2 2 1 2 22 2 32 [2 1 2 )] 2
+

(2)!

gives the most accurate result for -0.25 u 0.25

hence, x0 should be selected such that u satisfies this inequality

1 + 0
2 2
(2 1) 3 2 + 3 1
2 (2 1) 4
0 +
+ 2 +
+
2
2
2
3!
2
4!
(2 1)(2 22 ) 5 3 + 5 2
2 (2 1)(2 22 ) 6
+
+
3 +
5!
2
6!
2 1 2 22 2 32 [2 1 2 ) 21 + 21 (1)
+
(2 1)!
2
2 2 1 2 22 2 32 [2 1 2 )] 2
+

(2)!

 Apply Stirlings interpolation formula to obtain y25, given that y20 = 2860, y24 = 3167,

y28 = 3555 and y32 = 4112.

xi

yi

yi

2yi

3yi

-1

20

2860

307

81

88

24

3167

388

169

28

3555

557

32

4112

i
-1
0
1
2
From Stirlings Formula

We get

xi
20
24
28
32

yi
2860
3167
3555
4112

yi
307
388
557

2yi
81
169

3yi
88

Assignment
Use Stirlings Formula to find the value of y when x = 1.63 from the following table

Exercises
Use Stirlings interpolation formula to find y28, given that y20 = 48234, y25 = 47354, y30

= 46267, y35 = 44978 and y40 = 43389.

 = + +

( + 1) 2
+1
+ + + 1

2!
!

 Given that 12600 = 112.24972, 12610 = 112.29426, 12620= 112.33877,

12630 = 112.38327. Find the value of 12616 using Laplace-Everetts Formula.