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Newton's Divided Difference

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    http://numericalmethods.eng.usf.edu 1

    Newtons Divided DifferencePolynomial Method of

    Interpolation

    Major: All Engineering Majors

    Authors: Autar Kaw, Jai Paul

    http://numericalmethods.eng.usf.eduTransforming Numerical Methods Education for STEM

    Undergraduates

    http://numericalmethods.eng.usf.edu/http://numericalmethods.eng.usf.edu/
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    Newtons DividedDifference Method of

    Interpolation

    http://numericalmethods.eng.usf.edu

    http://numericalmethods.eng.usf.edu/http://numericalmethods.eng.usf.edu/
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    http://numericalmethods.eng.usf.edu3

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

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    http://numericalmethods.eng.usf.edu4

    InterpolantsPolynomials are the most commonchoice of interpolants because they

    are easy to:

    Evaluate

    Differentiate, and

    Integrate.

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    http://numericalmethods.eng.usf.edu5

    Newtons Divided Difference

    MethodLinear interpolation: Given pass a

    linear interpolant through the data

    where

    ),,( 00 yx ),,( 11 yx

    )()( 0101 xxbbxf

    )( 00 xfb

    01

    011

    )()(

    xx

    xfxfb

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    http://numericalmethods.eng.usf.edu6

    ExampleThe upward velocity of a rocket is given as a function oftime in Table 1. Find the velocity at t=16 seconds usingthe Newton Divided Difference method for linearinterpolation.

    Table. Velocity as afunction of time

    Figure. Velocity vs. time datafor the rocket example

    0 0

    10 227.0415 362.78

    20 517.35

    22.5 602.97

    30 901.67

    )s(t )m/s()(tv

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    http://numericalmethods.eng.usf.edu7

    Linear Interpolation

    10 12 14 16 18 20 22 24350

    400

    450

    500

    550517.35

    362.78

    y s

    f range( )

    f x desired

    x s1

    10x s0

    10 x s range x desired

    ,150 t 78.362)( 0 tv

    ,201 t 35.517)( 1 tv

    )( 00 tvb 78.362

    01

    011

    )()(tttvtvb

    914.30

    )()( 010 ttbbtv

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    http://numericalmethods.eng.usf.edu8

    Linear Interpolation (contd)

    10 12 14 16 18 20 22 24350

    400

    450

    500

    550517.35

    362.78

    y s

    f range( )

    f x desired

    x s1

    10x s0

    10 x s range x desired

    )()( 010 ttbbtv

    ),15(914.3078.362 t 2015 t

    At 16t

    )1516(914.3078.362)16( v

    69.393 m/s

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    http://numericalmethods.eng.usf.edu9

    Quadratic InterpolationGiven ),,( 00 yx ),,( 11 yx and ),,( 22 yx fit a quadratic interpolant through the data.

    ))(()()( 1020102 xxxxbxxbbxf

    )( 00 xfb

    01

    011

    )()(

    xx

    xfxfb

    02

    01

    01

    12

    12

    2

    )()()()(

    xx

    xx

    xfxf

    xx

    xfxf

    b

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    http://numericalmethods.eng.usf.edu10

    ExampleThe upward velocity of a rocket is given as a function oftime in Table 1. Find the velocity at t=16 seconds usingthe Newton Divided Difference method for quadraticinterpolation.

    Table. Velocity as afunction of time

    Figure. Velocity vs. time datafor the rocket example

    0 0

    10 227.0415 362.78

    20 517.35

    22.5 602.97

    30 901.67

    )s(t )m/s()(tv

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    http://numericalmethods.eng.usf.edu12

    Quadratic Interpolation (contd))( 00 tvb

    04.227

    01

    01

    1

    )()(

    tt

    tvtv

    b

    1015

    04.22778.362

    148.27

    02

    01

    01

    12

    12

    2

    )()()()(

    tt

    tt

    tvtv

    tt

    tvtv

    b

    1020

    1015

    04.22778.362

    1520

    78.36235.517

    10

    148.27914.30

    37660.0

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    http://numericalmethods.eng.usf.edu13

    Quadratic Interpolation (contd)))(()()( 102010 ttttbttbbtv

    ),15)(10(37660.0)10(148.2704.227 ttt 2010 t

    At ,16t )1516)(1016(37660.0)1016(148.2704.227)16( v 19.392 m/s

    The absolute relative approximate error a obtained between the results from the first

    order and second order polynomial is

    a 100x19.392

    69.39319.392

    = 0.38502 %

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    http://numericalmethods.eng.usf.edu14

    General Form))(()()( 1020102 xxxxbxxbbxf

    where

    Rewriting

    ))(](,,[)](,[][)( 1001200102 xxxxxxxfxxxxfxfxf

    )(][ 000 xfxfb

    01

    01

    011

    )()(],[

    xx

    xfxfxxfb

    02

    01

    01

    12

    12

    02

    01120122

    )()()()(

    ],[],[],,[xx

    xx

    xfxf

    xx

    xfxf

    xxxxfxxfxxxfb

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    http://numericalmethods.eng.usf.edu15

    General FormGiven )1( n data points, nnnn yxyxyxyx ,,,,......,,,, 111100 as

    ))...()((....)()( 110010 nnn xxxxxxbxxbbxf

    where][ 00 xfb

    ],[ 011 xxfb

    ],,[ 0122 xxxfb

    ],....,,[ 0211 xxxfb nnn

    ],....,,[ 01 xxxfb nnn

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    http://numericalmethods.eng.usf.edu16

    General formThe third order polynomial, given ),,( 00 yx ),,( 11 yx ),,( 22 yx and ),,( 33 yx is

    ))()(](,,,[))(](,,[)](,[][)(

    2100123

    1001200103

    xxxxxxxxxxfxxxxxxxfxxxxfxfxf

    0b

    0x )( 0xf 1b

    ],[ 01 xxf 2b

    1x )( 1xf ],,[ 012 xxxf 3b

    ],[ 12 xxf ],,,[ 0123 xxxxf

    2x )( 2xf ],,[ 123 xxxf

    ],[ 23 xxf

    3x )( 3xf

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    http://numericalmethods.eng.usf.edu17

    ExampleThe upward velocity of a rocket is given as a function oftime in Table 1. Find the velocity at t=16 seconds usingthe Newton Divided Difference method for cubicinterpolation.

    Table. Velocity as afunction of time

    Figure. Velocity vs. time datafor the rocket example

    0 0

    10 227.0415 362.78

    20 517.35

    22.5 602.97

    30 901.67

    )s(t )m/s()(tv

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    http://numericalmethods.eng.usf.edu18

    ExampleThe velocity profile is chosen as

    ))()(())(()()( 2103102010 ttttttbttttbttbbtv

    we need to choose four data points that are closest to 16t ,100 t 04.227)( 0 tv

    ,151 t 78.362)( 1 tv

    ,202 t 35.517)( 2 tv

    ,5.223 t 97.602)( 3 tv

    The values of the constants are found as:

    b0 = 227.04; b1 = 27.148; b2 = 0.37660; b3 = 5.4347103

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    http://numericalmethods.eng.usf.edu19

    Example

    b0 = 227.04; b1 = 27.148; b2 = 0.37660; b3 = 5.4347103

    0b

    100 t 04.227 1b

    148.27 2b

    ,151 t 78.362 37660.0 3b

    914.30 3104347.5

    ,202 t 35.517 44453.0

    248.34

    ,5.223 t 97.602

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    http://numericalmethods.eng.usf.edu20

    ExampleHence

    ))()(())(()()( 2103102010 ttttttbttttbttbbtv

    )20)(15)(10(10*4347.5

    )15)(10(37660.0)10(148.2704.227

    3

    ttt

    ttt

    At ,16t

    )2016)(1516)(1016(10*4347.5

    )1516)(1016(37660.0)1016(148.2704.227)16(

    3

    v

    06.392 m/s

    The absolute relative approximate error a obtained is

    a 100x06.392

    19.39206.392

    = 0.033427 %

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    http://numericalmethods.eng.usf.edu21

    Comparison Table

    Order of

    Polynomial

    1 2 3

    v(t=16)

    m/s

    393.69 392.19 392.06

    Absolute Relative

    Approximate Error

    ---------- 0.38502 % 0.033427 %

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    http://numericalmethods.eng.usf.edu22

    Distance from Velocity ProfileFind the distance covered by the rocket from t=11s tot=16s ?

    )20)(15)(10(10*4347.5

    )15)(10(37660.0)10(148.2704.227)(

    3

    ttt

    ttttv5.2210 t

    32 0054347.013204.0265.212541.4 ttt 5.2210 t So

    16

    11

    1116 dttvss

    dtttt )0054347.013204.0265.212541.4( 3216

    11

    16

    11

    432

    40054347.0

    313204.0

    2265.212541.4

    tttt

    m1605

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    http://numericalmethods.eng.usf.edu23

    Acceleration from Velocity ProfileFind the acceleration of the rocket at t=16s given that

    32 0054347.013204.0265.212541.4)( ttttv

    32 0054347.013204.0265.212541.4)()( tttdt

    dtv

    dt

    dta

    2016304.026408.0265.21 tt

    2)16(016304.0)16(26408.0265.21)16( a

    2/664.29 sm

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    Additional ResourcesFor all resources on this topic such as digital audiovisuallectures, primers, textbook chapters, multiple-choicetests, worksheets in MATLAB, MATHEMATICA, MathCad

    and MAPLE, blogs, related physical problems, pleasevisit

    http://numericalmethods.eng.usf.edu/topics/newton_div

    ided_difference_method.html

    http://numericalmethods.eng.usf.edu/topics/newton_divided_difference_method.htmlhttp://numericalmethods.eng.usf.edu/topics/newton_divided_difference_method.htmlhttp://numericalmethods.eng.usf.edu/topics/newton_divided_difference_method.htmlhttp://numericalmethods.eng.usf.edu/topics/newton_divided_difference_method.html
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    THE END

    http://numericalmethods.eng.usf.edu

    http://numericalmethods.eng.usf.edu/http://numericalmethods.eng.usf.edu/

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