Lectures On Numerical Analysis

Lectures On: Numerical Analysis
Prof. Dr. Ramadan El-Shanawany
2022
2
CONTENTS
1 Finite Di¤erence Operators 7
1.1 Forward Di¤erence table . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.1.1 Horizontal Forward Di¤erences . . . . . . . . . . . . . . . . . . . . 16
1.1.2 Relation between Diagonal and Horizontal di¤erences . . . . . . . . 22
1.2 Backward Di¤erences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
1.2.1 Horizontal Backward Di¤erences . . . . . . . . . . . . . . . . . . . . 28
1.3 Properties of Operator . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34

4 CONTENTS
1.3.1 Di¤erence of some Functions . . . . . . . . . . . . . . . . . . . . . . 39
1.4 The Operator E . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
1.4.1 Properties of the Operator E . . . . . . . . . . . . . . . . . . . . . 46
1.5 Relations of operators r with and E . . . . . . . . . . . . . . . . . . . . 50
1.6 Di¤erences of a Polynomial . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
1.6.1 Di¤erences of Factorial Polynomials . . . . . . . . . . . . . . . . . . 57
1.6.2 Conversion of a Polynomial into a Factorial Polynomial . . . . . . . 62
1.7 Di¤erences of Zero . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
1.7.1 Separation of Symbols. . . . . . . . . . . . . . . . . . . . . . . . . . 75
2 Interpolation with Equal Interval 81
2.1 Newton-Gregory Formula for Forward Interpolation . . . . . . . . . . . . . 83

CONTENTS 5
2.2 Newton-Gregory Formula for Backward Interpolation . . . . . . . . . . . . 90
3 Central Di¤erence Interpolation Formulae 111
3.1 Central Di¤erence Operator N . . . . . . . . . . . . . . . . . . . . . . . . . 112
3.1.1 Averaging Operator H . . . . . . . . . . . . . . . . . . . . . . . . . 116
3.2 Gauss Forward Interpolation Formula . . . . . . . . . . . . . . . . . . . . . 121
3.3 Gauss Backward Interpolation Formula . . . . . . . . . . . . . . . . . . . . 126
3.4 Application of Gauss Forward and Backward Interpolation Formulae . . . . 132
3.5 Sterling Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
3.6 Bessel’s Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144
3.7 Lagrange’s Interpolation Formula . . . . . . . . . . . . . . . . . . . . . . . 157

6 CONTENTS
Chapter 1
FINITE DIFFERENCE OPERATORS
The underlying theory of numerical analysis is based on the principles of …nite di¤erences
which in itself requires a detailed study. If f is a function from x into y in the domain
(a; b) such that y = f (x) ; for each value of x in (a; b) the value of the function f (x) can
be determined. However, if the function f is not known speci…cally, even then the values
of f (x) can be found with the help of calculus of …nite di¤erences provided some of the
values of f (x) are known. Thus the calculus of …nite di¤erences deals with the changes
8 Finite Di¤erence Operators
in functional values as changes in independent variable occur.
1.1 Forward Di¤erence table
The polynomial an xn + an 1 xn 1
+ ::::+ a1 x+ a0 is a rational integral function of x where
an ; an 1 ; :::; a0 are constants and the indices are positive integers in which n is the greatest.
Such a polynomial is denoted by p (x) ; f; or yn :
Consider the polynomial f (x) = x2 + x + 2: The values of f (x) for x = 0; 1; 2; ; :::; 6
are given as
x: 0 1 2 3 4 5 6
f (x) : 2 4 8 14 22 32 44
If from each value of f (x), the previous functional value is subtracted, the di¤erences
Forward Di¤erence table 9
are :
2; 4; 6; 8; 10; 12 (a)
If the process of subtraction is related in ( a) in the same way, the new di¤erences are:
2; 2; 2; 2; 2
These di¤erences may be obtained in tabular form as follows:
De…nition 1 The value of independent variable x of function f is called the argument.
De…nition 2 The di¤erence between consecutive values of arguments is called the interval
of di¤erencing.
De…nition 3 The functional value f (x) corresponding to each value of argument, is
called the entry.

x y = f (x) First di¤erences Second di¤erences
Column (i) (ii) (iii) (iv)
0 2
1 4 2
2 8 2
3 14 2
4 22 2
10
5 32 2
12
6 44
Table 1.1
In table 1.1, the numbers in columns (i) 0,1,2,3,4,5,6 are the arguments. Here, the
interval of di¤erencing is 1. The numbers in columns (ii) are the entries.
De…nition 4 If the interval of di¤erencing be h and the …rst argument be a; then subse-
quent arguments are
a; a + h; a + 2h; a + 3h; ::::
Let f (x) be denoted by yx for the sake of convenience. The entries corresponding to
the arguments a; a + h; a + 2h; a + 3h; :::: are
ya ; ya+h ; ya+2h ; ya+3h ; :::
Di¤erences of these entries are
ya+h ya ; ya+2h ya+h ; ya+3h ya+2h ; ::::

These are called the …rst di¤erences and are denoted by
ya ; ya+h ; ya+2h ; :::
) ya+nh = ya+(n+1)h ya+nh
Thus f (x) may be denoted as: f (x) = f (x + h) f (x) or
yx = yx+h yx
Taking the di¤erences of
ya ; ya+h ; ya+2h ; ya+3h ; :::

the second di¤erences are
2
ya = ya+h ya ;
2
ya+h = ya+2h ya+h ; :::
2
T hen ya+nh = ya+(n+1)h ya+nh
Proceeding in this way, we get the di¤erences, of higher order
3 3 3 3
ya ; ya+h ; ya+2h ; ya+3h ; :::
4 4 4 4
ya ; ya+h ; ya+2h ; ya+3h ; :::
and so on.
The nth di¤erences are
n n n n
ya ; ya+h ; ya+2h ; ya+3h ; :::
In Table 1.1, column (iii) and (iv) indicate …rst and second di¤erences.
Di¤erences, obtained above are called diagonal forward di¤erences.
2 3
De…nition 5 The di¤erences ya ; ya ; ya ; ::: are known as leading di¤erences.
De…nition 6 A table showing the diagonal forward di¤erences is called the diagonal for-
ward di¤erences table. If
y0 ; y1 ; y2 ; :::
are the entries corresponding to arguments
0; 1; 2; ::::
of a function f; the diagonal forward di¤erences table may be obtained as table 1.2:
2 3 4
x y y y y y
0 y0
y0 =
y1 y0
2
y0 =
1 y1
y1 y0
3
y1 = y0 =
2 2
y2 y1 y1 y0
2 4
y1 = y0 =
2 y2
3 3
y2 y1 y1 y0
3
y2 = y1 =
2 2
y3 y2 y2 y1
2
y2 =
3 y3
y3 y2
y3 =
y4 y3
1.1.1 Horizontal Forward Di¤erences
For dealing the numerical problems on interpolation, di¤erentiation, etc., the di¤er-
ence table is needed. In most of the cases diagonal forward di¤erence table is used but in
some cases more compact form of table called horizontal forward di¤erence table is prefer-
able. The order of horizontal di¤erences is denoted by subscripts, instead of exponents
and thus the horizontal di¤erence is de…ned as
1 yi = yi yi 1
n yi = n 1 yi n 1 yi 1
Table (1.2) may be rewritten in terms of horizontal di¤erences as in table (1.3) :
Example 7 Construct diagonal forward di¤erence and horizontal forward di¤erence ta-
x y 1y 2y 3y 4 y
0 y0
1 y1 =
1 y1
y1 y0
1 y2 = 2 y2 =
2 y2
y2 y1 1 y2 1 y1
1 y3 = 2 y3 = 3 y3 =
3 y3
y3 y2 1 y3 1 y2 2 y3 2 y2
1 y4 = 2 y4 = 3 y4 = 4 y4 =
4 y4
y4 y3 1 y4 1 y3 2 y4 2 y3 3 y4 3 y3
Table 1.3 Horizontal Forward Di¤erence Table

bles for
y = x4 + 5x + 2; when x = 1; 2; ::::; 7
and …nd the value of y for x = 8 from the table constructed.
Solution:
Diagonal forward di¤erence table and horizontal di¤erence table are as follows
To …nd the value of y8 consider the last diagonal row of diagonal di¤erence table or last
horizontal of horizontal di¤erence table. Fourth di¤erences are constant and each is 24
i:e 4 y7 = 24
then 4 y8 is also 24
2 3 4
x y y y y y
1 8
y1 = 20
2
2 28 y1 = 50
3
y2 = 70 y1 = 60
2 4
3 98 y2 = 110 y1 = 24
3
y3 = 180 y2 = 84
2 4
4 278 y3 = 194 y2 = 24
3
y4 = 374 y3 = 108
2 4
5 652 y5 = 302 y3 = 24
3
y5 = 676 y4 = 132
2
6 1328 y6 = 434
y6 = 1110
7 2438
Table 1.4 Diagonal Forward Di¤erence Table

x y 1y 2 y 3 y 4 y
1 8
2 28 1 y2 = 20
3 98 1 y3 = 70 2 y2 = 50
4 278 1 y4 = 180 2 y4 = 110 3 y4 = 60
5 652 1 y5 = 374 2 y5 = 194 3 y5 = 84 4 y5 = 24
6 1328 1 y6 = 676 2 y6 = 302 3 y6 = 108 4 y6 = 24
7 2438 1 y7 = 1110 2 y7 = 434 3 y7 = 132 4 y7 = 24
y8 = 1 y8 = 2 y8 = 3 y8 =
8 2438 + 1700 1110 + 590 434 + 156 132 + 24 4 y8 = 24

3 y8 is obtained by adding 24 to 3 y7
3 y8 = 132 + 24 = 156
2 y8 is obtained by adding 24 to 2 y7
i:e 2 y8 = 2 y7 + 156
= 434 + 156
= 590
Similarly,
1 y8 = 1 y7 + 590
= 1110 + 590
= 1700
y8 = y7 + 1700
= 2438 + 1700
= 4138
1.1.2 Relation between Diagonal and Horizontal di¤erences
In order to …nd the relation between diagonal and horizontal di¤erences, we compare
the di¤erences in table (1.2) and (1.3) or table in Example (7), and observe that :
1 y1 = y1 y0 = y0
then,
1 y1 = y0
1 y2 = y2 y1 = y1
then,
1 y2 = y1
::::::::
1 yi = yi 1 (1.1)
Comparing second di¤erences
2 y2 = 1 y2 1 y1
= (y2 y1 ) (y1 y0 )
= y2 2y1 + y0
2
y0 = y1 y0
= (y2 y1 ) (y1 y0 )
= y2 2y1 + y0
then,
2
2 y2 = y0 (1.2)
Similarly
2
2 y3 = y1
::::...
2
2 yi = yi 2
Backward Di¤erences 25
Comparing third di¤erences, we get
3
3 yi = yi 3 (1.3)
::::::
From the equations (1.1), (1.2), and (1.3),....,we …nd
n
n yi = yi n:
1.2 Backward Di¤erences
In section (1.1), we have seen that the forward di¤erences are de…ned by the points
to the right of x i.e.
f (x) = f (x + h) f (x) :
But the backward di¤erence (the nabla) operator r is de…ned by a point to the left of x
i.e.
rf (x) = f (x) f (x h) :
Thus if
ya h; ya ; ya+h ; :::
are the entries corresponding to the arguments
a h; a; a + h; :::
respectively for the function y = f (x), then …rst backward di¤erences are
rya = ya ya h;
rya+h = ya+h ya
::::::::::
then,
rya+nh = ya+nh ya+(n 1)h
Second backward di¤erences are
r2 ya+h = rya+h rya
r2 ya+2h = rya+2h rya+h
::::::::::
then,
r2 ya+nh = rya+nh rya+(n 1)h
and so on. Then in general
rm ya+nh = rm 1 ya+nh rm 1 ya+(n 1)h :

Let y0 ; y1 ; y2 ; ::: be the functional values of the function f such that y = f (x) for
x = 0; 1; 2; ::: Backward di¤erence table is given below:
1.2.1 Horizontal Backward Di¤erences
As in section (1.1.1), diagonal forward di¤erences can be arranged in horizontal dif-
ference table, here also the exponents are being replaced by subscripts. Thus, the table
(1.6) may be rewritten as in table (1.7) :
From Table (1.7), we observe :
a)
r1 y0 = ry1 ; r1 y1 = ry2 ; :::
r1 yi = ryi+1
x y ry r2 y r3 y r4 y
0 y0
ry1 = y1 y0
r2 y2 =
1 y1
ry2 ry1
r3 y3 =
ry2 = y2 y1
r2 y3 r2 y2
r2 y3 = r4 y4 =
2 y2
ry3 ry2 r3 y4 r3 y3
r3 y4 =
ry3 = y3 y2
2
y4 r2 y3
r2 y4 =
3 y3
ry4 ry3
ry4 = y4 y3
4 y4
Table 1.6 Diagonal Backward Di¤erence Table

x y r1 y r2 y r3 y r4 y
r1 y0 = r2 y0 = r3 y0 = r4 y0 =
0 y0 y1 y0 ry2 ry1 r2 y3 r2 y2 r3 y4 r3 y3
= ry1 = r2 y2 = r3 y3 = r4 y4
r1 y1 = r2 y1 = r3 y1 =
1 y1 y2 y1 ry3 ry2 r2 y4 r2 y3
= ry2 = r2 y3 = r3 y4
r1 y2 = r2 y2 =
2 y2 y3 y2 ry4 ry3
= ry3 = r2 y4
r1 y3 =
3 y3 y4 y3
= ry4
b)
r2 y0 = r2 y2 ; r3 y1 = r3 y4 ; :::
r2 yi = r2 yi+2
Similarly
r3 yi = r3 yi+3
::::::::
In general
rn yi = rn yi+n :
Example 8 Construct horizontal backward di¤erence table for y = sin x; when x =
15 ; 20 ; 25 ; 30 and …nd the value of sin 10 from the table. It is being assumed that
third di¤erences are constant.

x y r1 y r2 y r3 y
0:2588 0:0832 0:0026
10 0:0825 ( 0:0020) ( 0:0006) 0:0006
= 0:1736 = 0:0852 = 0:0020
15 0:2588 0:0832 0:0026 0:0006
20 0:3420 0:0806 0:0032
25 0.4226 0:0774
30 0:5000
Solution: r2 y being constant,
r3 y10 = 0:0006
r2 y10 = r2 y15 r3 y10
= 0:0026 ( 0006)
= 0:0020
r1 y10 = r1 y15 r2 y10
= 0:0832 ( 0:0020)
= 0:0852
y10 = y15 r1 y10
= 0:2588 ( 0:0852)
= 0:1736
then,
sin 10 = 0:1736
1.3 Properties of Operator
1. Di¤erence of a constant is zero, i.e.,
c = 0:
Proof:
c=c c=0
Properties of Operator 35
then,
c=0
2. Constant c and the operator are commutative, i.e.,
c=c :
Proof:
[cf (x)] = cf (x + h) cf (x)
= c [f (x + h) f (x)]
= c f (x)
Then,
c=c :
3. The operator is distributive, i.e.,
(f + g) = f+ g:
Proof:
[f (x) + g (x)] = [f (x + h) + g (x + h)] [f (x) + g (x)]
= [f (x + h) f (x)] + [g (x + h) g (x)]
= f (x) + g (x) :
It can easily be deduced that
(f + g + h + :::) = f+ g+ h + :::
4. If a; b are constants,
(af + bg) = a f + b g:
Proof:
(af (x) + bg (x)) = [af (x)] + [bg (x)] From 3.
= a f (x) + b g (x) From 2.
2
5. = :
2
Here f (x) indicate that f (x) is operated upon by twice but it does not
mean :
In general
m n m+n
( )= :
6. Di¤erence of the product of two functions, i.e.,
[f (x) g (x)] = f (x + h) g (x) + g (x) f (x) :

Proof:
[f (x) g (x)] = f (x + h) g (x + h) f (x) g (x)
= f (x + h) g (x + h) f (x + h) g (x)
+f (x + h) g (x) f (x) g (x)
= f (x + h) [g (x + h) g (x)]
+g (x) [f (x + h) f (x)]
= f (x + h) g (x) + g (x) f (x) :
7. Di¤erence of quotient of two functions :
f (x) g (x) f (x) f (x) g (x)

=
g (x) g (x + h) g (x)
Proof.
f (x) f (x + h) f (x)
=
g (x) g (x + h) g (x)
f (x + h) g (x) f (x) g (x + h)
=
g (x + h) g (x)
f (x + h) g (x) f (x) g (x) + f (x) g (x) f (x) g (x + h)

=
g (x + h) g (x)
g (x) [f (x + h) f (x)] f (x) [g (x + h) g (x)]

=
g (x + h) g (x)
g (x) f (x) f (x) g (x)

=
g (x + h) g (x)
1.3.1 Di¤erence of some Functions
1. a) acx+d = acx+d ach 1
n cx+d n
b) a = acx+d ach 1 :
Proof: a) acx+d = ac(x+h)+d acx+d = acx+d ach 1

b) Taking di¤erence again
2 cx+d
a = acx+d ach 1
= ach 1 acx+d
= ach 1 acx+d ach 1
2
= ach 1 acx+d
:::::::::
n cx+d n
a = ach 1 acx+d
Example 9 Evaluate (x2 + sin x) ; the interval of di¤erencing being h:

Solution:
x2 + sin x = x2 + sin x
h h+
= (x + h)2 x2 + 2 sin sin x +
2 2
h h+
= 2xh + h2 + 2 sin sin x +
2 2
Example 10 Evaluate n
sin2 x:
Solution:
1
sin2 x = (1 cos 2x)
2
1 1
= cos 2x
2 2
Then,
n 1 1
sin2 x = n
cos 2x
2 2
n 1 1 n
= cos 2x
2 2
" #
2
1 2h 2h +
= 0 2 sin cos 2x + n
2 2 2
n
= 2n 1
sinn h cos 2x + nh + :
2
1.4 The Operator E
The operator E, called the displacement or shift operator, is de…ned as
Ef (x) = f (x + h) or
Eya = ya+h:
The Operator E 43
We know
f (x) = f (x + h) f (x)
f (x + h) = f (x) + f (x)
Ef (x) = f (x + h)
= (1 + ) f (x)
So
E (1 + ) or E 1
Further
E 2 f (x) = E [Ef (x)] = Ef (x + h) = f (x + 2h)
E 3 f (x) = E E 2 f (x) = Ef (x + 2h) = f (x + 3h)
:::::::::::::
E n f (x) = f (x + nh) or E n ya = ya+nh
Further
ya+nh = E n ya = (1 + )n ya
n n 2 n r n
= 1+ + + ::: + + ::: + ya
1 2 r
Thus
n n 2 n r n
ya+nh = ya + ya + ya + ::: + ya + ::: + ya :
1 2 r
The Operator E 45
Notation 11 While using relation E (1 + ) ; it should be kept in mind that 1 (unity)
used here is an identity operator such that
1 f (x) = f (x)
Notation 12
E 2 f (x) 6= [Ef (x)]2
E.G.
E 2 x2 = E Ex2
= E (x + h)2 = (x + 2h)2
[Ef (x)]2 = (x + h)2
Thus
E 2 f (x) 6= [Ef (x)]2

1.4.1 Properties of the Operator E
1. The operator E is distributive i.e.,
E [f (x) + g (x)] = Ef (x) + Eg (x)
Proof:
E [f (x) + g (x)] = f (x + h) + g (x + h)
= Ef (x) + Eg (x)
E [f + g] Ef + Eg
In general
E [f + g + k + :::] Ef + Eg + Ek + ::::
The Operator E 47
2. E and the constant c are commutative, i.e.,
Ecf (x) = cEf (x)
Proof:
Ecf (x) = cf (x + h) = cEf (x)
Ec cE:
3. Operator E obeys the law of indices i.e.,
E m [E n f (x)] = E m+n f (x)

Proof:
E m [E n f (x)] = E m f (x + nh)
= f [x + (m + n) h] = E m+n f (x)
E mE n E m+n :
4.
E [af (x) + bg (x)] = aEf (x) + bEg (x) :
Proof:
E [af (x) + bg (x)] = E [af (x)] + E [bg (x)]
= aEf (x) + bEg (x) :

The Operator E 49
5. Operators E and are commutative i.e.,
E E
Proof:
E [ f (x)] = E [f (x + h) f (x)]
= f (x + 2h) f (x + h)
[Ef (x)] = [f (x + h)]
= (x + 2h) f (x + h)
Then, E [ f (x)] = [Ef (x)]
6. If f (x) = 0; Neither = 0; nor f (x) = 0:
But it shows that f (x) =constant.

1.5 Relations of operators r with and E
a)
1
r 1 E
Proof: We know that
rf (x) = f (x) f (x h)
1
= f (x) E f (x)
1
= 1 E f (x)
b)
1
r E :
Relations of operators r with and E 51
Proof:
rf (x) = f (x) f (x h)
= f (x h)
1
= E f (x) :
Example 13 Prove that
2
Eex
ex = ex 2 ex
;
E
the interval of di¤erencing being unity.

Solution:
2
Eex Eex
ex : 2 ex
= 2
E 1
(ex ) 2 ex
E
2 x 1 ex+1
= e
ex (e 1)2
ex+1
= ex 1
(e 1)2
ex (e 1)2
= ex :
1.6 Di¤erences of a Polynomial
Let
y = a0 x n + a1 x n 1
+ :::::: + an
Di¤erences of a Polynomial 53
be a polynomial of degree n: We have to …nd the di¤erences of y:
y = a0 x n + a1 x n 1
+ :::::: + an
= a0 x n + a1 x n 1
+ :::::: + an
See section 1.3.
y = a0 [(x + h)n xn ] + a1 (x + h)n 1

xn 1
+:::: + an 1 [(x + h) x] + 0
n n 1 2
= a0 nxn 1 h + x h + :::
2
n 1 n 1
+a1 xn 2 h + xn 2 h2 + :::
1 2
+::::: + han 1
n 2 n 1
= a0 nhxn 1
+ a0 h + a1 h xn 2
2 1
+::: + han 1
0 0
= a0 nhxn 1
+ a1 x n 2
+ :::: + an 1
0 0
where a1 ; a2 ; :::; are the coe¢ cients of xn 2 ; xn 3 ; ::: in terms of a0 ; a1 ; ::::; h:
0
2
y = a0 nh (x + h)n 1
xn 1
+ a1 (x + h)n 1
xn 1
0
+::: + a2 [(x + h) x]
00 00
= a0 n (n 1) h2 xn 2
+ a1 x n 3
+ :::: + an 2
00 00
where a1 ; a1 ; ::: are the coe¢ cients of xn 3 ; xn 3 ; :::::
n 1
y = a0 n (n 1) (n 2) :::::3 2 1 hn 1 x + k
where k is a constant and
n
y = a0 n!hn :
Thus the degree of polynomial diminishes each time when di¤erence is taken. The
nth di¤erence is a constant i.e.,
n
y = a0 n!hn :
n+1 n+1
and hence higher di¤erences y; y; :::all are zero.
Example 14 Evaluate
(2 + 1)2 (x + 2)2 :
Solution:
(2 + 1)2 (x + 2)2 = 4 2
+4 + 1 (x + 2)2
= 4 2
(x + 2)2 + 4 (x + 2)2 + (x + 2)2
= 4 2
x2 + 4x + 4 + 4 (x + 3)2 (x + 2)2
+ x2 + 4x + 4
= 8 + 4 (2x + 2) + x2 + 4x + 4
= x2 + 12x + 32
Another form: Consider
(2 + 1)2 (x + 2)2 = [2 (E 1) + 1]2 (x + 2)2
= (2E 1)2 (x + 2)2
= 4E 2 4E + 1 (x + 2)2
= 4 (x + 4)2 4 (x + 3)2 + (x + 2)2 Taking h = 1
= 4 x2 + 8x + 16 4 x2 + 6x + 9 + x2 + 4x + 4
= x2 + 12x + 32:
1.6.1 Di¤erences of Factorial Polynomials
De…nition 15 A factorial polynomial x(m) is de…ned as
x(m) = x (x h) (x 2h) :::: (x (m 1) h)
where m is a positive integer.

Di¤erences of x(m) are found as follows:
x(m) = (x + h)(m) x(m)
= (x + h) x (x h) :::::: (x (m 2) h)
x (x h) (x 2h) :::: (x (m 1) h)
= x (x h) (x 2h) :::::: (x (m 2) h)
f(x + h) (x (m 1) h)g
= x (x h) (x 2h) :::::: (x (m 2) h) (mh)
= mhx(m 1)
Then,
x(m) = mhx(m 1)
Also we …nd that
2 (m)
x = mhx(m 1)
= mh x(m 1)
= mh (m 1) hx(m 2)
Obtained by replacing m by (m 1) in x(m) = mhx(m 1)
= m (m 1) h2 x(m 2)
:::::::::::::::::
n (m)
x = m (m 1) ::::: (m n + 1) hn x(m n)
When n = m;
n (n)
x = n!:hn
when n > m;
n (m)
x being constant, higher order di¤erences are zero. Then,
n (m)
x = 0:
De…nition 16 A factorial polynomial x( m)

is de…ned as
1
x( m)
=
(x + h) (x + 2h) ::::: (x + mh)
where m is a positive integer.

Di¤erences of x( m)
are found as follows:
x( m)
= (x + h)( m)
x( m)
1
=
(x + 2h) ::::: (x + (m + 1) h)
1
(x + h) (x + 2h) ::::: (x + mh)
(x + h) (x + (m + 1) h)
=
(x + h) (x + 2h) ::::: (x + (m + 1) h)
mh
=
(x + h) (x + 2h) ::::: (x + (m + 1) h)
Then,
x( m)
= mhx( (m+1))
Also we …nd that
2 ( m)
x = mhx( (m+1))
= mh x( (m+1))
= ( mh) ( (m + 1) h) x( (m+2))
Obtained by replacing m by (m + 1) in x( m)
= mhx(m 1)
= ( 1)2 (m) ((m + 1)) h2 x( (m+2))
::::::::::::::::
n ( m)
x = ( 1)n (m) (m + 1) :::::: (m + n 1) hn x( (m+n))
1.6.2 Conversion of a Polynomial into a Factorial Polynomial
If the polynomial a0 xn + a1 xn 1
+ :::::: + an is to be converted into A0 x(n) + A1 x(n 1)
+
:::::: + An ; we have to determine the values of A0 ; A1 ; ::::An ; in terms of a0 ; a1 ; ::::an :

Let
a0 x n + a1 x n 1
+ :::::: + an
= A0 x(n) + A1 x(n 1)
+ A1 x(n 2)
:::::: + An
= A0 x (x h) ::: (x (n 1) h)
+A1 x (x h) ::: (x (n 2) h)
+A2 x (x h) ::: (x (n 3) h) ::::: + An
Dividing it by x; the remainder is An and the quotient is
A0 (x h) (x 2h) ::: (x (n 1) h)
+A1 (x h) (x 2h) ::: (x (n 2) h)
+A2 (x h) (x 2h) ::: (x (n 3) h) ::::: + An 1

The quotient when divided by x h; the remainder is An 1 and the next quotient
is
A0 (x 2h) (x 3h) ::::: (x (n 1) h)
+A1 (x 2h) (x 3h) ::: (x (n 2) h)
+A2 (x 2h) (x 3h) ::: (x (n 3) h) ::::: + An 2
The process is continued like this and, we get all the coe¢ cients An ; An 1 ; :::::A0
as desired, e.g.
Let the polynomial 3x3 + 5x2 + 2x + 10 be converted into factorial polynomial.
Dividing this by x; we get the remainder 10 and the quotient 3x2 + 5x + 2: This quotient
h) 3 5 2
is divided by x h: 3h 3h2 + 5h
3 3h + 5 3h2 + 5h + 2 = Remainder A2
Here the remainder is 3h2 + 5h + 2 and the quotient is 3x + (3h + 5) : Further it
is divided by x 2h:
2h) 3 3h + 5
6h
3 9h + 5 = Remainder A1 :
Thus
3x3 + 5x2 + 2x + 10
= 3x(3) + (9h + 5) x(2) + 3h2 + 5h + 2 x(1) + 10:
In a compact form, this process may be carried out as

h) 3 5 2 10 = A3
3h 3h2 + 5h
2h) 3 3h + 5 3h2 + 5h + 2 = Remainder A2
6h
3 9h + 5 = A1
3 = A0
Then,
3x3 + 5x2 + 2x + 10
= 3x(3) + (9h + 5) x(2) + 3h2 + 5h + 2 x(1) + 10:
Example 17 Find third di¤erence of
1
; h = 1:
(2x + 3) (2x + 5)
Solution:
1 1
= 3 5
(2x + 3) (2x + 5) 4 x+ 2 x+ 2
( 2)
1 1
= x+
4 2
We know
n ( m)
x = ( 1)n (m) (m + 1) (m + 2) ::: (m + n 1) hn x( (m+n))
Putting n = 3 and m = 2
( 2) ( 2)
31 1 1 3 1
x+ = x+
4 2 4 2
( 5)
1 1
= ( 1)3 2 3 4 x+
4 2
6
= 3 5
x+ 2
x+ 2
x + 27 x+ 9
2
x+ 11
2
192
= :
(2x + 3) (2x + 5) (2x + 7) (2x + 7) (2x + 11)
1.7 Di¤erences of Zero
If n and m are positive integers,
n m
x = (E 1)n xm
n n
= [E n En 1
+ En 2
+ :::
1 2
n
+ ( 1)r En r
+ ::: ( 1)n 1]xm
r
Di¤erences of Zero 69
n n
= (x + n)m (x + n 1)m + (x + n 2)m
1 2
n
::::: + ( 1)r (x + n r)m + :::: + ( 1)n xm :
r
Putting x = 0; we get
n n
[ n m
x ]x=0 = nm (n 1)m + (n 2)m
1 2
n
::::: + ( 1)r (n r)m
r
n
+ :::: + ( 1)n 1
1m :
n 1
n m n m
The expression [ x ]x=0 is generally written as 0 which is known as nth
di¤erence of zero. Hence
n n
n m
0 = nm (n 1)m + (n 2)m
1 2
n
::::: + ( 1)r (n r)m
r
n
+ :::: + ( 1)n 1
1m :
n 1
Notation 18 nth di¤erence of zero can be expressed as
n m n 1 m 1 n m 1
0 =n 0 + 0
where n and m are positive integers.
Proof: Since
n n
n m
0 = nm (n 1)m + (n 2)m :::
1 2
n
:::::: + ( 1)n 1
1m
n 1
n n (n 1)
= nm (n 1)m + (n 2)m + :::
1 1 2
n 1
= n[E n 1 xm 1
E n 2 xm 1
1
n 1
+ E n 3 xm 1
+ ::: + ( 1)n 1
xm 1 ]x=1
2
then
n 1
n m
0 = n[nm 1
(n 1)m 1
1
(n 1) (n 2)
+ (n 2)m 1
+ ::: + ( 1)n 1 ]
1 2
n 1
= n[(1 + n 1)m 1
(1 + n 2)m 1
1
(n 1) (n 2)
+ (1 + n 3)m 1
+ ::: + ( 1)n 1
1m 1 ]
1 2
That is,
n 1
n m
0 = n[(1 + n 1)m 1
(1 + n 2)m 1
1
(n 1) (n 2)
+ (1 + n 3)m 1
1 2
+::: + ( 1)n 1
1m 1 ]
n 1
= n[(x + n 1)m 1
(x + n 2)m 1
1
(n 1) (n 2)
+ (x + n 3)m 1
1 2
+::: + ( 1)n 1
xm 1 ]x=1
Therefore,
n m
0 = n (E 1)n 1
xm 1
x=1
= n (E 1)n 1
E (x 1)m 1
x=1
n 1
= n (1 + ) 0m 1
n 1 m 1 n m 1
= n 0 + 0 :
4 5
Example 19 Calculate the value of 0:
Solution: We know
n n
n m
0 = nm (n 1)m + (n 2)m :::
1 2
n
:::::: + ( 1)n 1
1m
n 1
Putting n = 4; m = 5
4 5 4 5 4 5 4 5
0 = 45 3 + 2 1
1 2 3
= 1024 4 (243) + 6 (32) 4
= 1024 972 + 192 4 = 240
1.7.1 Separation of Symbols.
In section (1.4), we have seen
Ef (x) = (1 + ) f (x) (1.4)
and
E n f (x) = (1 + )n f (x)
Then,
E (1 + ) (1.5)
and
En (1 + )n (1.6)
Symbolic relations (1.6) have been obtained from (1.4) and (1.5) by omitting f (x)
from both sides. This method is known as separation of symbols. Method of separation
of symbols is very convenient in establishing relations involving di¤erences of f (x) : It
must also be kept in mind operators without operand have no meaning. Dealing with
operators, the presence of operand should always be understood.
n n n
yx n = yx yx 1 + yx 2
1 2
n
yx 3 + ::::
3
Solution:
n n 1 n
L:H:S = yx n Eyx = E yx
1 n 1 n
= (E 1) E yx = 1 E yx
n 1 n 2 n 3
= 1 E + E E + :::: yx
1 2 3
n n n
= yx yx 1 + yx 2 yx 3 + ::::
1 2 3
Exercise
1. Find third leading di¤erences of the following functions, taking the interval of dif-
ferencing to be unity.
(a) x2 + 5:
(b) x3 + x:
2. Construct a forward di¤erence table for y = cos x; given that:
x 5 10 15 20 25 30
y 0:9962 0:9848 0:9659 0:9397 0:9063 0:9660
2 3
and point out the values of y10 and y15 :
3. Construct a backward di¤erence table for y = log x; given that:
x 10 20 30 40 50
y 1:0000 1:3010 1:4771 1:6021 1:6990
and …nd the values of r3 y40 and r4 y50 :

4. Evaluate the following interval of di¤erencing being h :
2
(a) cos 2x
(b) sin 2x cos 4x
ex
(c)
ex + e x
h=1
(d) e2x log 3x h=1
5. De…ne the operators ; E; r and prove the operation relations:
(a) E n = (1 + )n
1
(b) r = 1+E
(c) 1 = (1 + ) (1 r)
6. Evaluate the following interval of di¤erencing being unity:
2
1
(a) E x: (b) x2 :
E
2 3
x r2 x2
(c) : (d) :
Ex3 E [x + log x]
2
(e) E 3 x2 (f ) (E + 2) (E 1) (ex + x) :
7. Find second di¤erence of
1
(i)
(3x + 1) (3x + 4) (3x + 7) h=1
1
(ii)
x (x + 3) (x + 6) h=1
8. Calculate the values of
3 6
(i) 0
(ii) 0n :
Chapter 2
INTERPOLATION WITH EQUAL INTERVAL
Interpolation has been de…ned as the art of reading between of a table. The term denotes
the process of computing intermediate values of a function when a set of functional values
are known, i.e. If y0 ; y1 ; :::; yn is the set of values of the function y = f (x) for x =
0; 1; ::::; n; computation of unknown yi ; where 0 < i < n; and i may be either a whole
number or a fraction, is called interpolation. If the form of the function is known or can be
obtained from the given set of values, the ordinary algebraic substitution method can be
82 Interpolation with Equal Interval
used to …nd the desired value of the function. In actual practice, the form of the function
is hardly known, and hence we have to depend on …nite di¤erence methods. All …nite
di¤erence methods are based on the assumptions that
1. The given function is a polynomial or it can be represented by a polynomial with a
good degree of approximation,
2. function should be either increasing or decreasing i.e., there should not be sudden
jumps or falls in the values of the function in the interval under consideration.
The values of the function may be either are regular interval or at unequal intervals.
We would discuss here the methods of interpolation for equal intervals.

Newton-Gregory Formula for Forward Interpolation 83
2.1 Newton-Gregory Formula for Forward Interpolation
Let y = f (x) be a function which assumes the values
f (a) ; f (a + h) ; :::; f (a + nh)
for n + 1 equidistant values a; a + h; a + 2h; :::; a + nh of the independent variable x: It is
being assumed that f (x) is a polynomial of nth degree which may be written in the form
f (x) = A0 + A1 [x a] + A2 [x a] [x (a + h)] (2.1)
+A3 [x a] [x (a + h)] [x (a + 2h)] + :::::
+An [x a] [x (a + h)] :::: [x (a + (n 1) h)]
where A0 ; A0 ; ::::; A0 are constants.
Putting x = a; a + h; a + 2h; :::; a + nh in (2.1).

For
x = a; f (a) = A0
For
x = a + h; f (a + h) = A0 + A1 h
or
hA1 = f (a + h) A0
= f (a + h) f (a)
= f (a)
Then,
f (a)
A1 = :
h
For
x = a + 2h; f (a + 2h) = A0 + A1 (2h) A2 (2h) h
Then,
2h2 A2 = f (a + 2h) A0 + 2hA1
f (a + h) f (a)
= f (a + 2h) f (a) + 2h
h
= f (a + 2h) 2 f (a + h) + f (a)
2
= f (a)
Then,
2
f (a)
A2 =
2!h2
Similarly, we get
3
f (a)
A3 =
3!h3
::::::::
n
f (a)
An =
n!hn
Substituting the values of A0 ; A1 ; :::::; An in equation (2.1).
2
f (a) f (a)
f (x) = f (a) + (x a) + (x a) (x (a + h))
h 2!h2
3
f (a)
+ (x a) (x (a + h)) (x (a + 2h)) + ::::
3!h3
n
f (a)
+ (x a) (x (a + h)) ::::: (x (a + (n 1) h))
n!hn
Putting x = a + hv; and, therefore,
x a = hv; x (a + h) = (v 1) h;
x (a + 2h) = (v 2) h ; ::::;
x (a + (n 1) h) = (v (n 1)) h
We get,
2
f (a) f (a)
f (a + hv) = f (a) + (vh) + (vh) (v 1) h
h 2!h2
3
f (a)
+ (vh) (v 1) h (v 2) h + ::::
3!h3
n
f (a)
+ (vh) (v 1) h:::::::: (v (n 1)) h
n!hn
v (v 1) 2
= f (a) + v f (a) + f (a)
2!
v (v 1) (v 2) 3
+ f (a) + :::::::
3!
v (v 1) :::::::: (v n + 1) n
+ f (a)
n!
Now
v (r) = v (v 1) h:::::::: (v n + 1)
Then
v (1) v (2) 2
f (a + hv) = f (a) + f (a) + f (a) + :::::
1! 2!
v (n) n
+ f (a) :
n!
This is Newton-Gregory formula for forward interpolation.
Notation 21 Newton’s forward formula is useful particularly for interpolating the value
of f (x) near the beginning of the set of tabular values.

2.2 Newton-Gregory Formula for Backward Interpolation
As in section (2.1), let y = f (x) be a function which take the values f (a + nh) ; f (a + (n 1) h) ; :::; f (a
for x = a + nh; a + (n 1) h; :::; a respectively.
f (x) = A0 + A1 [x (a + nh)] (2.2)
+A2 [x (a + nh)] [x (a + (n 1) h)]
+A3 f[x (a + nh)] [x (a + (n 1) h)]
[x (a + (n 2) h)]g + :::::
+An [x (a + nh)] [x (a + (n 1) h)]
::::::: [x (a + h)]
where A0 ; A0 ; ::::; A0 are constants.

Newton-Gregory Formula for Backward Interpolation 91
For
x = a + nh; f (a + nh) = A0
For
x = a + (n 1) h; f (a + (n 1) h) = A0 + A1 ( h)
then
hA1 = f (a + (n 1) h) A0
hA1 = A0 f (a + (n 1) h)
= f (a + nh) f (a + (n 1) h)
= rf (a + nh)
Then,
rf (a + nh)
A1 = :
h
For
x = a + (n 2) h;
f (a + (n 2) h) = A0 + A1 ( 2h)
+A2 ( 2h) ( h)
Then,
2h2 A2 = f (a + (n 2) h) A0 + 2hA1
= f (a + (n 2) h) f (a + nh)
rf (a + nh)
+2h
h
That is,
2h2 A2 = f (a + (n 2) h) f (a + nh)
+2 [f (a + nh) f (a + (n 1) h)]
= f (a + nh) 2 f (a + (n 1) h) + f (a + (n 2) h)
= r2 f (a + nh)
Then,
r2 f (a + nh)
A2 =
2!h2
Similarly, we get
r3 f (a + nh)
A3 =
3!h3
::::::::
rn f (a + nh)
An =
n!hn
Substituting the values of A0 ; A1 ; :::::; An in equation (2.2).
rf (a + nh)
f (x) = f (a + nh) + (x (a + nh))
h
r2 f (a + nh)
+ (x (a + nh)) (x (a + (n 1) h))
2!h2
+ (x (a + nh)) (x (a + (n 1) h))
r3 f (a + nh)
(x (a + (n 2) h)) + ::::
3!h3
+ (x (a + nh)) (x (a + (n 1) h)) :::::
rn f (a + nh)
(x (a + h))
n!hn
Putting x = (a + nh) + hv; and, therefore,
x (a + nh) = hv;
x (a + (n 1) h) = (v + 1) h;
x (a + (n 2) h) = (v + 2) h ; ::::;
x (a + h) = (v + n 1) h
We get,
rf (a + nh)
f (x) = f (a + nh + hv) = f (a + nh) + (vh)
h
r2 f (a + nh)
+ (vh) (v + 1) h
2!h2
r3 f (a + nh)
+ (vh) (v + 1) h (v + 2) h + ::::
3!h3
rn f (a + nh)
+ (vh) (v + 1) h:::::::: (v + n 1) h
n!hn
v (v + 1) 2
= f (a + nh) + vrf (a + nh) + r f (a + nh)
2!
v (v + 1) (v + 2) 3
+ r f (a + nh) + :::::::
3!
v (v + 1) :::::::: (v + n 1)
+ rn f (a + nh)
n!
This is Newton-Gregory formula for backward interpolation which is useful for
interpolating the value of f (x) near the end of the set of tabular values.
Example 22 The values of f (x) for x = 0; 1; 2; ::::; 6 are given by
x 0 1 2 3 4 5 6
f (x) 1 4 17 46 97 176 289
Estimate the value of f (2:3) using only …ve of given values.
Solution: Newton’s formula for forward interpolation is useful for …nding the value of
f (x) in the beginning of the table. Here f (2:3) is required, we use the values of f (x) at
x = 2; ::::; 6:
Now,
a = 2; h = 1;
x = 2:3 = a + hv
Then,
x a
v =
h
= 2:3 2 = 0:3:
The di¤erence table is:

2 3
x f (x) f (x) f (x) f (x)
2 17
29
3 46 22
51 6
4 97 28
79 6
5 176 34
113
6 289
Applying Newton-Gregory formula,
(0:3)1 (0:3)2 2 (0:3)3 3

f (2; 3) = f (2) + f (2) + f (2) + f (2)
1! 2! 3!
(0:3)1 0:3 (0:3 1)

= 17 + 29 + 22
1! 2!
0:3 (0:3 1) (0:3 2)

+ 6
3!
= 17 + 8:7 (0:3) (0:7) 11 + (0:3) (0:7) (1:7)
= 17 + 8:7 2:31 + 0:357
= 23:747
Example 23 From the following table …nd the number of student who obtained less than
45 marks:
Marks Number of students
30— 40 31
40— 50 42
50— 60 51
60— 70 35
70— 80 31
Solution: Rearranging the terms of the table

Marks less than Number of students
40 31
50 73
60 124
70 159
80 190
Newton-Gregory formula is
v (v 1) 2
f (a + hv) = f (a) + v f (a) + f (a)
2!
v (v 1) (v 2) 3
+ f (a) + :::::::
3!
v (v 1) :::::::: (v n + 1) n
+ f (a)
n!
Here a + hv = 45; a = 40; h = 10; then
v = 0:5
Then,
0:5 (0:5 1) 2
f (45) = f (a) + 0:5 f (a) + f (a)
2!
0:5 (0:5 1) (0:5 2) 3

+ f (a)
3!
0:5 (0:5 1) (0:5 2) (0:5 3) 4

+ f (a) + :::
4!
2
= f (a) + 0:5 f (a) (0125) f (a)
3 4
+ (0:0625) f (a) (0:0391) f (a)
4
f (a) and higher di¤erences are zero.
The di¤erence table is

2 3 4
x f (x) f (x) f (x) f (x) f (x)
40 31
42
50 73 9
51 25
60 124 16 37
35 12
70 159 4
31
80 190
4
Substituting the values of f (a) ; f (a) ; ::::::; f (a) ;
f (45) = 31 + 0:5 42 (0125) 9
+ (0:0625) ( 25) (0:0391) (37)
= 48
Hence there are 48 student who got less than 45 marks.
Example 24 Find the value of an annuity at 5 83 %; given the following table:

Rate per cent Annuity value
4 17:29203
4 12 16:28889
5 15:37245
5 12 14:53375
6 13:76483
Solution: Newton-Gregory formula for backward interpolation is
f (x) = f (a + nh + hv) = f (a + nh) + vrf (a + nh) (2.3)
v (v + 1) 2
+ r f (a + nh)
2!
v (v + 1) (v + 2) 3
+ r f (a + nh)
3!
v (v + 1) (v + 2) 3
+ r f (a + nh) + :::::
3!
Here
1
a + nh = 6; h= ;
2
3 5
a + nh + hv = 5 ) v=
8 4
rf (a + nh) ; r2 f (a + nh) ; :::::; are found from the table:

x 105 f (x) 105 rf (x) 105 r2 f (x) 105 r3 f (x) 105 r4 f (x)
4 1729203
100314
4 21 1628889 8670
91644 896
5 1537245 7774 100
83870 796
5 21 1453375 6978
76892
6 1376483
Substituting the values of v; f (a + nh) and its di¤erences in (2.3)
3 5
105 f 5 = 1376483 + ( 76892)
8 4
5 1 5 1 3
4 4 4 4 4
+ (6978) + ( 796)
1 2 1 2 3
5 1 3 7
4 4 4 4
+ (100)
1 2 3 4
= 1376483 + 96115 + 1090 31 + 1:7
1473658:7
Then,
3
f 5 = 14:73659
8
Exercise
1. Obtain the Newton-Gregory formula for forward interpolation.

2. State and prove Newton-Gregory formula for backward interpolation.
3. Given:
x 1 2 3 4 5 6
f (x) 0 1 8 27 64 125
Find the value of y2:5
4. Given:
x 45 50 55 60
sin x 0:7071 0:7660 0:8192 0:8660
Find sin 52 by using any method of interpolation.

Chapter 3
CENTRAL DIFFERENCE INTERPOLATION FORMULAE
Newton’s formulae discussed so far in previous chapter are suitable for interpolation near
the beginning and end of the functional values given. For interpolating near the middle,
the central di¤erence formulae are more useful as compared to Newton’s formulae since
central di¤erence formulae have smaller coe¢ cients and a more rapidly converging series
of terms. Such formulae involve di¤erence being near the horizontal line through x = 0
in a diagonal di¤erence table and these di¤erences are based on the functional values
112 Central Di¤erence Interpolation Formulae
:::; y 2 ; y 1 ; y0 ; y1 ; y2 ; ::: Origin should be shifted, if necessary, so that value to be inter-
polated lies near the origin. Before we derive Central Di¤erence formulae, we introduce
Central Di¤erence notations N and H as follows.
3.1 Central Di¤erence Operator N
The Central Di¤erence Operator N is de…ned as
h h
Nf (x) = f x+ f x
2 2
Or
1 1
Nf (x) = E 2 f (x) E 2 f (x)
1 1
= E2 E 2 f (x) )
1 1
N E2 E 2
Central Di¤erence Operator N 113
The Properties of Operator N
1.
1 1
N E2 E 2
Proof:
h h
Nf (x) = f x+ f x
2 2
h
= f x
2
1
= E 2 f (x)
1
= E 2 f (x)
1 1
) N E2 E 2 :
2.
1 1
N rE 2 E2r
Proof:
h h
Nf (x) = f x+ f x
2 2
h
= rf x+
2
1 1
= rE 2 f (x) = E 2 rf (x) )
1 1
N rE 2 E 2 r:
3.
nh nh
Nn f (x) = n
f x = rn f x+
2 2
Proof:
1
Nf (x) = E 2 f (x) {From property (1)} )
1 n
Nn f (x) = E 2 f (x)
n
n
= E 2 f (x)
n nh
= f x
2
Also
1
Nf (x) = rE 2 f (x) {From property (2)} )
1 n
Nn f (x) = rE 2 f (x)
n
= rn E 2 f (x)
nh
= rn f x+
2
3.1.1 Averaging Operator H
The Averaging Operator H is de…ned as
1 h h
Hf (x) = f x+ +f x
2 2 2
or
1h 1 1
i
Hf (x) = E 2 f (x) + E 2 f (x)
2
1h 1 1
i
= E2 + E 2 f (x) )
2
1h 1 1
i
H E2 + E 2
2
1
H2 1 + N2
4
Proof:
1h 1 1
i
Hf (x) = E2 + E 2 f (x) )
2
1h 1 1
i2
H2 f (x) = E2 + E 2 f (x)
4
1 1
= E+2+E +2 2 f (x)
4
1 1
= E 2+E + 4 f (x)
4
1 1 1 2
= E2 E 2 + 4 f (x)
4
1 2
= N + 4 f (x)
4
1
= 1 + N2 f (x) )
4
1
H2 1 + N2
4

=H N
1
1
1. E 2
2
p
2. 1 + N2 H2 = 1 + 12 N2 :
Solution:
1.
1 1 1
Hf (x) = E2 + E 2 f (x) ) (3.1)
2
1 1
2Hf (x) = E2 + E 2 f (x)
Also
1 1
Nf (x) = E 2 E 2 f (x) (3.2)
Subtracting (3.2) from (3.1),
1
(2H N) f (x) = 2E 2 f (x)
1 1
H N f (x) = E 2 f (x) )
2
1 1
E 2 H N
2
2. Since,
1 1 1 1 1
H E2 E 2 and N E2 + E 2
2
Then,
1 1 1 2 1 1 2
1 + N2 H2 f (x) = 1+ E2 E 2 E2 + E 2 f (x)
4
1n 1 1 1 1
o2
= 1+ E2 E 2 E2 + E 2 f (x)
4
1 1 2
= 1+ E E f (x)
4
4 + E2 E 2
2
= f (x)
4
2 + E2 E 2
= f (x)
4
1 2
E+E
= f (x)
2
Gauss Forward Interpolation Formula 121
Then,
p E+E 1
(1 + N2 H2 )f (x) = f (x)
2
1
2 + (E + E 2)
= f (x)
2
1 1 1 2
= 1+ E2 E 2 f (x)
2
1
= 1 + N2 f (x)
2
Then
p 1
(1 + N2 H2 ) = 1 + N2 :
2
3.2 Gauss Forward Interpolation Formula
Advancing di¤erence formulae is
2 3 4
yx = y0 + x(1) y0 + x(2) y0 + x(3) y0 + x(4) y0 + ::: (3.3)
Where
x (x 1) :::: (x r + 1)
x(r) = ; r = 1; 2; 3; :::::
r!
Except the …rst two terms, the su¢ x of y in each term is diminished by 1, using
the formula,
n+1 n n
y 1 = y0 y 1 ) (3.4)
n n n+1
y0 = y 1 + y 1
Putting n = 2; 3; 4; ::::
2 2 3
y0 = y 1 + y 1;
3 3 4
y0 = y 1 + y 1;
4 4 5
y0 = y 1 + y 1 ; :::::
2 3 4
Substituting the values of y0 ; y0 ; y0 ; :::: in (3.3)
2 3
yx = y0 + x(1) y0 + x(2) y 1 + y 1
3 4 4 5
+x(3) y 1 + y 1 + x(4) y 1 + y 1 + :::
3 4
Collecting the terms of y 1; y 1 ; etc:
2 3
yx = y0 + x(1) y0 + x(2) y 1 + x(2) + x(3) y 1 (3.5)
4
+ x(3) + x(4) y 1 + :::
Since,
n n n+1
+ =
r 1 r r
then,
x(r 1) + x(r) = (x + 1)(r)

Putting r = 3; 4; ::::
x(2) + x(3) = (x + 1)(3) ;
x(3) + x(4) = (x + 1)(4) ; ::::::::
Substituting these values in the equation (3.5), we get
2 3
yx = y0 + x(1) y0 + x(2) y 1 + (x + 1)(3) y 1 (3.6)
4
+ (x + 1)(4) y 1 + :::
Also,
n+1 n n
y 2 = y 1 y 2 )
n n n+1
y 1 = y 2 + y 2
For n = 4; 5; ::::
4 4 5
y 1 = y 2 + y 2 ; :::::etc:
4
Putting the value of y 1 etc. in (3.6)
2 3
yx = y0 + x(1) y0 + x(2) y 1 + (x + 1)(3) y 1
4 5
+ (x + 1)(4) y 2 + y 2 + :::
Thus, the Gauss Forward Interpolation Formula is
2 3
yx = y0 + x(1) y0 + x(2) y 1 + (x + 1)(3) y 1
4
+ (x + 1)(4) y 2 + :::::
Notation 27 This formula is used when x lies between 0 and 21 :

3.3 Gauss Backward Interpolation Formula
Advancing di¤erence formulae is
2 3 4
yx = y0 + x(1) y0 + x(2) y0 + x(3) y0 + x(4) y0 + ::: (3.7)
As in section (3.2) starting from second term here also the su¢ xations of y are reduced
by, using the formula
n n n+1
y0 = y 1 + y 1
Putting n = 1; 2; 3; ::::
2 2 2 3
y0 = y 1 + y 1; y0 = y 1 + y 1
3 3 4 4 4 5
y0 = y 1 + y 1; y0 = y 1 + y 1
and so on.
Gauss Backward Interpolation Formula 127
Substituting these values in (3.7),
2 2 3
yx = y0 + x(1) y 1 + y 1 + x(2) y 1 + y 1
3 4 4 5
+x(3) y 1 + y 1 + x(4) y 1 + y 1 + :::
2
= y0 + x(1) y 1 + x(1) + x(2) y 1
3 4
+ x(2) + x(3) y 1 + x(3) + x(4) y 1 + :::: (3.8)
Putting r = 2; 3; 4; ::: in
x(r 1) + x(r) = (x + 1)(r)
x(1) + x(2) = (x + 1)(2) ;
x(2) + x(3) = (x + 1)(3) ;
x(3) + x(4) = (x + 1)(4) ; ::::::::

2 3
yx = y0 + x(1) y 1 + (x + 1)(2) y 1 + (x + 1)(3) y 1
4
+ (x + 1)(4) y 1 + :::::
Su¢ xes of y from the third term onward are again reduced by 1, by using the formulae
3 3 4
y 1 = y 2 + y 2;
4 4 5
y 1 = y 2 + y 2 ; ::::etc
2
yx = y0 + x(1) y 1 + (x + 1)(2) y 1
3 4
+ (x + 1)(3) y 2 + y 2
4 5
+ (x + 1)(4) y 2 + y 2 + :::::
2
= y0 + x(1) y 1 + (x + 1)(2) y 1
h i
4
+ (x + 1)(3) + (x + 1)(4) y 2
But
(x + 1)(3) + (x + 1)(4) = (x + 2)(4) ; ::::::etc: )
2
yx = y0 + x(1) y 1 + (x + 1)(2) y 1
3 4
+ (x + 1)(3) y 1 + (x + 2)(4) y 2 + ::::
This is Gauss backward interpolation formula.
1
Notation 28 This formula is used when x lies between 2
and 0:
The following table is very helpful in writing down the Gauss forward and backward
formulae.
Coef f: 1 x(1) (x + 1)(2) (x + 1)(3) (x + 2)(4)
3
y 1 y 2
% & % &
2 4 0
A y0 y 1 y 1 A
& % & %
3
y0 y 1
Coef f: 1 x(1) x(2) (x + 1)(3) (x + 1)(4)

0
To write Gauss forward formula y0 ; di¤erences along AA and below it are
multiplied by the corresponding coe¢ cients given at the bottom and the products are
added and equated to yx : This gives the formula required. Thus,
2 3
yx = y0 + x(1) y0 + x(2) y 1 + (x + 1)(3) y 1
4
+ (x + 1)(4) y 2 + :::::
0
Similarly, y0 di¤erences along AA and above it are multiplied by the corresponding
coe¢ cients given at the top and the products so obtained are added and equated to yx :
This gives the Gauss backward formula, which is written as
2
yx = y0 + x(1) y 1 + (x + 1)(2) y 1
3 4
+ (x + 1)(3) y 2 + (x + 2)(4) y 2 + ::::
3.4 Application of Gauss Forward and Backward Interpolation Formulae
For interpolating in the middle of the table, …rst of all origin is shifted at one of the
given values of argument in the middle. Let the given values of argument be denoted by
X a
X and let the origin be shifted to a; the value x is given by X = a + xh or x = h
:
However, if the given values of arguments are denoted by x; then yx is replaced by
yv and v is substituted for x: The formulae may be written as :
1. Gauss Forward formula,
2 3
yv = y0 + v(1) y0 + v(2) y 1 + (v + 1)(3) y 1
4
+ (v + 1)(4) y 2 + :::::
Application of Gauss Forward and Backward Interpolation Formulae 133
2. Gauss Backward formula,
2
yv = y0 + v(1) y 1 + (v + 1)(2) y 1
3 4
+ (v + 1)(3) y 2 + (v + 2)(4) y 2 + ::::
where
x a
v=
h
Further y0 and di¤erence to be used are underlined and the corresponding coe¢ -
cients are calculated and values obtained are substituted in the formula under considera-
tion.
Example 29 Find by Gauss’s forward formula the value of sin 32 ; 30 from the table.
x: 30 31 32 33 34
sin x : 0:5000 0:5150 0:5299 0:5446 0:5592

Solution:
Taking the origin at x = 32 and h = 1 ; we are required to …nd sin v for
32:5 32
v= = 0:5
1
The di¤erence table is as under:
2 3 4
v yv yv yv yv yv
2 0:5000
0:0150
1 0:5150 0:0001
0:0149 0:0001
0
A :::0::: 0:5299 & :::::::: 0:0002 & :::::::: 0:0002 A
0:0147 % 0:0001 %
1 0:5446 0:0001
0:0146
2 0:5592
Gauss’s forward formula is
2 3
yv = y0 + v(1) y0 + v(2) y 1 + (v + 1)(3) y 1
4
+ (v + 1)(4) y 2 + :::::
Then,
(0:5) ( 0:5)
y0:5 = 0:5299 + (0:5) (0:0147) + ( 0:0002)
2!
(1:5) (0:5) ( 0:5)

+ (0:0001)
3!
(1:5) (0:5) ( 0:5) ( 1:5)

+ (0:0002) + ::::
4!
(0:5) (0:5) (0:0002)

y0:5 = 0:5299 + (0:5) (0:0147) +
2
(1:5) (0:5) (0:5)

(0:0001)
6
(1:5) (0:5) (0:5) (1:5)

+ (0:0002) + ::::
24
= 0:5299 + 0:00735 + 0:00002 + :::::
' 0:53727
' 0:5373
Example 30 Given that :
p p p p
12500 12510 12520 12530
111.803399 111.848111 111.892806 111.937483
p
Show by Gauss backward formula that 12516 = 111:874930
Solution: Taking 12516 as the origin and h = 10; then,
12516 12520
v= = 0:4
10
The di¤erence table is
2 3
v yv yv yv yv
2 111:803399
0:044712
1 111:848111 0:000017
0:044695 & 0:000001
0
A :::0::: 111:892806 % :::::::: 0:000018 % :::::::: A
0:044677
1 111:937483
Gauss Backward formula,
2
yv = y0 + v(1) y 1 + (v + 1)(2) y 1
3 4
+ (v + 1)(3) y 2 + (v + 2)(4) y 2 + ::::
Putting v = 0:4 and substituting the values of y0 and its di¤erences, we get
y 0:4 = 111:892806 + ( 0:4) (0:044695)
(0:6) ( 0:4)
+ ( 0:000018)
2
(0:6) ( 0:4) ( 1:4)

+ ( 0:000001) + ::::
6
= 111:892806 0:017878 + 0:000002
= 111:874930 )
p
12516 = 111:874930
3.5 Sterling Formula
Gauss forward formula is
2 3
yx = y0 + x(1) y0 + x(2) y 1 + (x + 1)(3) y 1
4
+ (x + 1)(4) y 2 + ::::: (3.9)
Gauss Backward formula,
2
yx = y0 + x(1) y 1 + (x + 1)(2) y 1
3 4
+ (x + 1)(3) y 2 + (x + 2)(4) y 2 + :::: (3.10)
Sterling Formula 141
Taking mean of (3.9) and (3.10),
( y0 + y 1 ) x(2) + (x + 1)(2)
2
yx = y0 + x(1) + y 1
2 2
3 3
( y 1 + y 2)
+ (x + 1)(3)
2
h i
(x + 1)(4) + (x + 2)(4)
4
+ y 2 + :::::
2
1 (x + 1) x (x 1) (x 2) (x + 2) (x + 1) x (x 1) 4
+ + y 2 + :::::
2 4! 4!
( y0 + y 1 ) x 2
= y0 + x + [(x 1) + (x + 1)] y 1
2 4
x (x2 1) ( 3
y 1 + 3
y 2)
+
3! 2
(x + 1) x (x 1) 4
+ [(x 2) + (x + 2)] y 2 + :::::
2 (4!)
( y0 + y 1 ) x 2 2
= y0 + x + y 1
2 2
x (x2 1) ( 3
y 1 + 3
y 2) x2 (x2 1) 4
+ + y 2 + :::::
3! 2 4!
Thus, the Sterling formula is
( y0 + y 1 ) x2 2
yx = y0 + x + y 1
2 2
x (x2 1) ( 3
y 1 + 3
y 2) x2 (x2 1) 4
+ + y 2 + :::::
3! 2 4!
With the help of the following table, the Sterling formula can easily be
written.
Sterling Formula 143
x2 x(x2 1) x2 (x2 1)
Coef f icients 1 x 2! 3! 4!
3
y 1 y 2
% & % &
2 4 0
A y0 y 1 y 2 A
& % & %
3
y0 y 1
Arithmetic means of …rst and third di¤erences in second and fourth columns are taken
x(x2 1) 2 4
and are multiplied by x and 3!
respectively, y0 and other di¤erences y 1 and y 2
2 x2 (x2 1)
are multiplied by 1, x2! ; 4!
respectively, These products are added and equated to yx :
Thus, the Sterling formula is
y0 + y 1 x2 2
yx = y0 + x + y 1
2 2!
x (x2 1) 3
y 1 + 3
y 2 x2 (x2 1) 4
+ + y 2 + :::::
3! 2 4!
3.6 Bessel’s Formula
Bessel’s formula can be obtained by taking the mean of Gauss backward formula after
shifting the origin to 1 and Gauss forward formula.
Gauss backward formula is
2
yx = y0 + x(1) y 1 + (x + 1)(2) y 1
3 4
+ (x + 1)(3) y 2 + (x + 2)(4) y 2 + ::::
Shifting the origin to 1 [Replacing x by x 1 and adding 1 to each subscript of y]
2
yx = y1 + (x 1)(1) y0 + x(2) y0
3 4
+x(3) y 1 + (x + 1)(4) y 1 + :::: (3.11)
Bessel’s Formula 145
Gauss forward formula is
2
yx = y0 + x(1) y0 + x(2) y 1
3 4
+ (x + 1)(3) y 1 + (x + 1)(4) y 2 + :::: (3.12)
Taking mean of (3.11) and (3.12),
1 1h i
yx = (y1 + y0 ) + (x 1)(1) + x(1) y0
2 2
h i
( 2
y0 + 2
y 1) x(3) + (x + 1)(3)
3
+x(2) + y 1
2 2
4 4
( y 1 + y 2)
+ (x + 1)(4) + ::::: (3.13)
2
3
Now consider the coe¢ cients of y0 and y 1
x+x 1
Coef f: of y0 =
2
2x 1 1
= = x
2 2
h i
x(3) + (x + 1)(3)
3
Coef f: of y 1 =
2
1 x (x 1) (x 2) (x + 1) x (x 1)
= +
2 3! 3!
x (x 1)
= [(x 2) + (x + 1)]
2 (3!)
x (x 1) (2x 1)
=
3! 2
1
x 2
x (x 1)
=
3!
Also
x (x 1)
x(2) =
2!
and
(x + 1) x (x 1) (x 2)
(x + 1)(4) =
4!
1 1
yx = (y1 + y0 ) + x y0
2 2
" #
2 2 1
x (x 1) ( y0 + y 1) x 2
x (x 1) 3
+ + y 1
2! 2 3!
4 4
(x + 1) x (x 1) (x 2) y 1 + y 2
+ + :::::
4! 2
This is known as Bessel’s formula.
1
Bessel’s formula should be used when x lies between 2
and 12 : However, for
x = 21 ; terms containing odd di¤erences vanish and therefore this formula is most suitable
when x = 12 :
Putting x = z + 21 ; this formula can be written as
1
yz+ 1 = (y1 + y0 ) + z y0
2 2
" #
1 1
z2 4 ( 2
y0 + 2
y 1) z z2 4 3
+ + y 1
2! 2 3!
!
1 7
z2 4
z2 + 4
4
y 1 + 4
y 2
+ + :::::
4! 2
Bessel’s formula can be easily be written the help of the following table:
1
1 x(x 1) (x 2 )x(x 1) (x+1)x(x 1)(x 2)
Coef f: 1 x 2 2! 3! 4!
2 4
A y0 y 1 y 2
& % & %
3
... y0 ... y 1 ...
% & % &
2 4
y1 y0 y 1
Arithmetic means of y0 ; y1 ; second di¤erences and fourth di¤erences are taken and
are multiplied by 1, x(x2! 1) ; (x+1)x(x4! 1)(x 2)

respectively. Other di¤erences y0 ; 3
y 1 ; are
1
1 (x 2 )x(x 1)
multiplied by x 2
; 3!
respectively.
Thus, the Bessel’s formula may be written, i.e.

1 1
yx = (y1 + y0 ) + x y0
2 2
x (x 1) ( 2 y0 + 2 y 1 )
+
2! 2
" #
x 12 x (x 1) 3
+ y 1
3!
4 4
(x + 1) x (x 1) (x 2) y 1 + y 2
+ + :::::
4! 2
p
Example 31 Use Sterling’s formula to …nd the value of 22:2; given that :
p p p p p
x 20 21 22 23 24
yx 4:472 4:583 4:690 4:796 4:899
Solution: Taking the origin at 22 and h = 1;
22:2 22:0
x= = 0:2
1
The di¤erence table as follows:

2 3 4
x yx yx yx yx yx
2 4:472
0:111
1 4:583 0:004
0:107 0:003
% & % &
0
A 0 4:690 ::::: 0:001 :::::: 0:005 A
& % & %
0:106 0:002 %
1 4:796 0:003
0:103
2 4:899
Sterling’s formula is
y0 + y 1 x2 2
yx = y0 + x + y 1
2 2!
x (x2 1) 3
y 1 + 3
y 2
+
3! 2
x2 (x2 1) 4
+ y 2 + :::::
4!
Then,
0:107 + 0:106 (0:2)2

y0:2 = 4:690 + 0:2 + ( 0:001)
2 2!
(0:2) (0:04 1) 0:003 0:002

+
6 2
(0:04) (0:04 1)
+ ( 0:005) + ::::
24
= 4:690 + 0:0213 0:00002 ::::
' 4:71128
' 4:711
Example 32 Apply Bessel’s formula to …nd the value of y2:73 ; given that
x 2.5 2.6 2.7 2.8 2.9 3.0
yx 0.4938 0.4953 0.4965 0.4974 0.4981 0.4987
Solution: Let the origin be at 2.70 and h = 0:1;
then
2:73 2:70
v= = 0:3
0:1
Bessel’s formula is
1 1
yv = (y1 + y0 ) + v y0
2 2
v (v 1) ( 2 y0 + 2 y 1 )
+
2! 2
" #
v 12 v (v 1) 3
+ y 1
3!
(v + 1) v (v 1) (v 2)
+
4!
4 4
y 1 + y 2
+ :::::
2
Now we put v = 0:3 and the values of di¤erences are obtained from the following
table:
v 104 yv 104 yv 104 2

yv 104 3
yv 104 4
yv
2 4938
15
1 4953 3
12 0
:::0::: 4965 3 1
& % & %
::::::: :::::: ::9:: :::::::: ::1:: :::::
% & % &
1 4974 2 0
7 1
2 4981 1
3 4987
1
104 y0:3 = ((4974 + 4965)) + (0:3 0:5) 9
2
(0:3) (0:3 1) 1
+ ; ( 2 3)
2! 2
(0:3 05) (0:3)(0:3 1)

+ 1
3!
(1:3) (0:3)(0:3 1) (0:3 2) 0 + 1

+ :::::
3! 2
= 4969:5 1:8 + 0:26 + 0:007 + 0:0097
= 4967:98 )
y0:3 = 0:4968 (Approximately) :

Lagrange’s Interpolation Formula 157
3.7 Lagrange’s Interpolation Formula
Let f (x) be the polynomial of degree n, and f (x0 ) ; f (x1 ) ; ::::; f (xn ) be its (n + 1)
values at x = x0 ; x1 ; ::::; xn ; respectively.
f (x) may be written as
f (x) = A0 (x x1 ) (x x2 ) :::: (x xn )
+A1 (x x0 ) (x x2 ) :::: (x xn )
+A2 (x x0 ) (x x1 ) :::: (x xn ) +
::::::::::: +
An (x x0 ) (x x1 ) :::: (x xn 1 ) (3.14)
Putting x = x0 ; equation (3.14), we get
f (x0 ) = A0 (x0 x1 ) (x0 x2 ) :::: (x0 xn )
f (x0 )
) A0 =
(x0 x1 ) (x0 x2 ) :::: (x0 xn )
When x = x1 ;
f (x1 ) = A1 (x1 x0 ) (x1 x2 ) :::: (x1 xn )
f (x1 )
) A1 =
(x1 x0 ) (x1 x2 ) :::: (x1 xn )
Similarly, putting x = x2 ; :::::; xn
f (x2 )
A2 =
(x2 x0 ) (x2 x1 ) :::: (x2 xn )
::::: ::::::::::: ::::::::::: ::::::
f (xn )
An =
(xn x0 ) (xn x1 ) :::: (xn xn 1 )
Substituting the values of A0 ; A1 ; ::::; An in equation (3.14),
(x x1 ) (x x2 ) :::: (x xn )
f (x) = f (x0 )
(x0 x1 ) (x0 x2 ) :::: (x0 xn )
(x x0 ) (x x2 ) :::: (x xn )
+ f (x1 )
(x1 x0 ) (x1 x2 ) :::: (x1 xn )
+::::::: +
(x x0 ) (x x1 ) :::: (x xn 1 )
f (xn )
(xn x0 ) (xn x1 ) :::: (xn xn 1 )
This is the Lagrange’s formula.
If both the sides are divided by (x x0 ) (x x1 ) :::: (x xn 1 ) ; Lagrange’s formula

may be written as
f (x)
(x x0 ) (x x1 ) :::: (x xn )
f (x0 )
=
(x0 x1 ) (x0 x2 ) :::: (x0 xn ) (x x0 )
f (x1 )
+
(x1 x0 ) (x1 x2 ) :::: (x1 xn ) (x x1 )
+:::::::::
f (xn )
+
(xn x0 ) (xn x1 ) :::: (xn xn 1 ) (x xn )
Example 33 Use Lagrange’s formula to …nd f (6) from the following table:
x 2 5 7 10 12
f (x) 18 180 448 1210 2028
Solution: Lagrange’s formula for x = x0 ; x1 ; x2 ; x3 and x4 is

f (x)
(x x0 ) (x x1 ) (x x2 ) (x x3 ) (x x4 )
f (x0 )
=
(x0 x1 ) (x0 x2 ) (x0 x3 ) (x0 x4 ) (x x0 )
f (x1 )
+
(x1 x0 ) (x1 x2 ) (x1 x3 ) (x1 x4 ) (x x1 )
f (x2 )
+
(x2 x0 ) (x2 x1 ) (x2 x3 ) (x2 x4 ) (x x2 )
f (x3 )
+
(x3 x0 ) (x3 x1 ) (x3 x2 ) (x3 x4 ) (x x3 )
f (x4 )
+
(x4 x0 ) (x4 x1 ) (x4 x2 ) (x4 x3 ) (x x4 )
at x = 6
f (6)
(6 2) (6 5) (6 7) (6 10) (6 12)
18
=
(2 5) (2 7) (2 10) (2 12) (6 2)
180
+
(5 2) (5 7) (5 10) (5 12) (6 5)
448
+
(7 2) (7 5) (7 10) (7 12) (6 7)
1210
+
(10 2) (10 5) (10 7) (10 12) (6 10)
2028
+
(12 2) (12 5) (12 7) (12 10) (6 12)
That is
f (6) 18
=
4 (1) ( 1) ( 6) ( 3) ( 5) ( 8) ( 10) 4
180
+
3 ( 2) ( 5) ( 7) (1)
448
+
5 (2) ( 3) ( 5) ( 1)
1210
+
8 (5) (3) ( 2) ( 4)
2028
+
10 (7) (5) (2) ( 6)
Or
f (6) = 0:36 + 82:29 + 286:72 121:00 + 46:35
= 224:00
Example 34 Four equidistant values v 1 ; v0 ; v1 and v2 being given, a value is interpolated

by Lagrange’s formula, show that it may be written in the form
y (y 2 1) 2 x (x2 1) 2
vx = yv0 + xv1 + v 1+ v0
3! 3!
where x + y = 1:
Solution:
y (y 2 1) 2 x (x2 1) 2
R:H:S: = yv0 + xv1 + v 1 + v0
3! 3!
Putting
y = 1 x= (x 1) ;
2
v 1 = v1 2v0 + v 1
2
and v0 = v2 2v1 + v0 ;
we get
R:H:S: = (x 1) v0 + xv1
x (x 1) (x 2)
(v1 2v0 + v 1 )
6
x (x2 1)
+ (v2 2v1 + v0 )
6
that is,
x (x 1) (x 2)
R:H:S: = v 1
6
x (x 1) (x 2) x (x 1) (x + 1)
+ 1 x+ + v0
3 6
x (x 1) (x 2) x (x2 1)
+ x v1
6 3
x (x 1) (x + 1)
+ v2
6
x (x 1) (x 2) (x + 1) (x 1) (x 2)
= v 1 + v0
6 2
(x + 1) x (x 2) (x + 1) x (x + 2)
v1 + v2 (3.15)
2 6
Now Lagrange’s formula for x = 1; 0; 1; 2 is
vx v 1
=
(x + 1) x (x 1) (x 2) ( 1) ( 2) ( 3) (x + 1)
v0
+
1 ( 1) ( 2) x
v1
+
2 (1) ( 1) (x 1)
v2
+
3 (2) (1) (x 2)
Then,
x (x 1) (x 2) (x + 1) (x 1) (x 2)
vx = v 1 + v0 (3.16)
6 2
(x + 1) x (x 2) (x + 1) x (x 1)
v1 + v2
2 6
Thus, equations (3.15) and (3.16) being the same proves that the result required.
Exercise
1. Given that:
x 1 2 3 4 5
y 2 5 10 17 26
Find the value of Ny3 :
2. Apply a central di¤erence formula to obtain f (32) ; given that
x 25 30 35 40
f (x) 0:2707 0:2027 0:3386 0:3794
3. Apply Bessel’s formula for solving the following questions:
(a) Given that:
x 4 6 8 10 12 14
f (x) 3:5460 5:0753 6:4632 7:7217 8:8633 9:8986

Find the value of f (9)
(b) Find the value of f (12:2) from the following table
x 0 5 10 15 20 25 30
f (x) 0 0:19146 0:34634 0:43319 0:47725 0:49379 0:49865
4. Apply Lagrange’s formula to …nd the value of f (15) ; using the following functional
values:
x 10 12 14 16 18 20
f (x) 2420 1942 1497 1109 790 540

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Lectures On: Numerical Analysis

Prof. Dr. Ramadan El-Shanawany

1 Finite Di¤erence Operators 7

1.1 Forward Di¤erence table . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

1.1.1 Horizontal Forward Di¤erences . . . . . . . . . . . . . . . . . . . . 16

1.1.2 Relation between Diagonal and Horizontal di¤erences . . . . . . . . 22

1.2 Backward Di¤erences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25

1.2.1 Horizontal Backward Di¤erences . . . . . . . . . . . . . . . . . . . . 28

1.3 Properties of Operator . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34

1.3.1 Di¤erence of some Functions . . . . . . . . . . . . . . . . . . . . . . 39

1.4 The Operator E . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42

1.4.1 Properties of the Operator E . . . . . . . . . . . . . . . . . . . . . 46

1.5 Relations of operators r with and E . . . . . . . . . . . . . . . . . . . . 50

1.6 Di¤erences of a Polynomial . . . . . . . . . . . . . . . . . . . . . . . . . . . 52

1.6.1 Di¤erences of Factorial Polynomials . . . . . . . . . . . . . . . . . . 57

1.6.2 Conversion of a Polynomial into a Factorial Polynomial . . . . . . . 62

1.7 Di¤erences of Zero . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68

1.7.1 Separation of Symbols. . . . . . . . . . . . . . . . . . . . . . . . . . 75

2 Interpolation with Equal Interval 81

2.1 Newton-Gregory Formula for Forward Interpolation . . . . . . . . . . . . . 83

2.2 Newton-Gregory Formula for Backward Interpolation . . . . . . . . . . . . 90

3 Central Di¤erence Interpolation Formulae 111

3.1 Central Di¤erence Operator N . . . . . . . . . . . . . . . . . . . . . . . . . 112

3.1.1 Averaging Operator H . . . . . . . . . . . . . . . . . . . . . . . . . 116

3.2 Gauss Forward Interpolation Formula . . . . . . . . . . . . . . . . . . . . . 121

3.3 Gauss Backward Interpolation Formula . . . . . . . . . . . . . . . . . . . . 126

3.4 Application of Gauss Forward and Backward Interpolation Formulae . . . . 132

3.5 Sterling Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140

3.6 Bessel’s Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144

3.7 Lagrange’s Interpolation Formula . . . . . . . . . . . . . . . . . . . . . . . 157

FINITE DIFFERENCE OPERATORS

in functional values as changes in independent variable occur.

1.1 Forward Di¤erence table

Such a polynomial is denoted by p (x) ; f; or yn :

Consider the polynomial f (x) = x2 + x + 2: The values of f (x) for x = 0; 1; 2; ; :::; 6

These di¤erences may be obtained in tabular form as follows:

De…nition 1 The value of independent variable x of function f is called the argument.

De…nition 3 The functional value f (x) corresponding to each value of argument, is

called the entry.

x y = f (x) First di¤erences Second di¤erences

Column (i) (ii) (iii) (iv)

interval of di¤erencing is 1. The numbers in columns (ii) are the entries.

quent arguments are

a; a + h; a + 2h; a + 3h; ::::

the arguments a; a + h; a + 2h; a + 3h; :::: are

ya ; ya+h ; ya+2h ; ya+3h ; :::

Di¤erences of these entries are

ya+h ya ; ya+2h ya+h ; ya+3h ya+2h ; ::::

These are called the …rst di¤erences and are denoted by

ya ; ya+h ; ya+2h ; :::

) ya+nh = ya+(n+1)h ya+nh

Thus f (x) may be denoted as: f (x) = f (x + h) f (x) or

Taking the di¤erences of

ya ; ya+h ; ya+2h ; ya+3h ; :::

the second di¤erences are

Proceeding in this way, we get the di¤erences, of higher order

The nth di¤erences are