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We consider the following difference table in which the central ordinate is taken for
convenience as y 0 corresponding to x = x 0.
x y Δ Δ2 Δ3 Δ4
x−3 y−3
Δ y−3
x−2 y−2 Δ 2 y −3
∆ y −2 Δ 3 y −3
x−1 y−1 Δ 2 y −2 Δ 4 y−3
∆ y −1 Δ 3 y −2
x0 y0
Δ 2 y −1 Δ 4 y−2
Δ y0 Δ 3 y −1
x1 y1
Δ2 y 0 Δ 4 y−1
Δ y1 Δ3 y 0
x2 y2
Δ2 y 1
Δ y2
x3 y3
The differences used in this formula lie on the line shown in the table.
The formula is, therefore, of the form.
y p= y 0+G 1 Δ y 0 +G 2 Δ2 y−1 +G 3 Δ3 y−1 +G 4 Δ 4 y−2 +… … … … ..(1)
Where G1,G2,G 3………….. have to be determined, the y p on the left side can be expressed
in terms of y 0, Δ y 0and higher order differences of y 0 as follows.
y p=E p y 0 =( 1+ Δ )p y 0
p (p−1) 2 p ( p−1)( p−2) 3 p ( p−1)( p−2)( p−3) 4
= y0 + p ∆ y0 + ∆ y0 + ∆ y0 + ∆ y 0 +… …
2! 2! 4!
Similarly the right side of (1) can also expressed in terms of y 0, ∆ y 0and higher order
differences.
Now ∆ 2 y −1 =∆2 E−1 y 0
=∆ 2 (1+ ∆)−1 y 0
=∆ 2 (1−∆+ ∆2 −∆3 +… … …) y 0
Central Difference 24
2 2 3 4 5
∴∆ y −1 =∆ y 0−∆ y 0 + ∆ y 0−∆ y 0+ … … … … … … … .
∴ ∆3 y−1=∆3 y 0−∆ 4 y 0+ ∆5 y 0−∆6 y 0+ … … … … … … … .
∆ 4 y−2=∆4 E−2 y 0
=∆ 4 (1+ ∆)−2 y 0
=∆ 4 (1−2 ∆+3 ∆2 −4 ∆3 +… … …) y 0
=∆ 4 y 0−2 ∆5 y 0 +3 ∆ 6 y 0−4 ∆7 y 0+ … … …
Hence (1) give the identity
p (p−1) 2 p ( p−1 ) ( p−2) 3 p ( p−1)( p−2)( p−3) 4
y0 + p ∆ y0 + ∆ y0 + ∆ y0 + ∆ y 0 +… … … … … .
2! 3! 4!
=
y 0 +G1 ∆ y 0 +G2 ( ∆2 y 0−∆3 y 0 + ∆4 y 0−∆5 y 0+ … … … ) +G3 ( ∆3 y 0−∆ 4 y 0+ ∆5 y 0−∆6 y 0+ … … … ) +G 4 ( ∆ 4 y 0−2 ∆5 y 0+ 3
(2)
Equating the coefficients of ∆ y 0 , ∆2 y 0 , ∆3 y 0 … … … … … … on bot h sides of ( 2 ) , we obta∈¿
G 1= p
p( p−1)
G 2=
2!
p (p−1)( p−2)
-G2 +G3=
3!
p ( p−1 ) ( p−2 ) p ( p−1 )
∴ G 3= +
6 2
( p+ 1 ) p ( p−1 )
=
3!
( p+1 ) p ( p−1 ) ( p−2 )
Similarly G4 = etc.
4!
Hence (1) becomes
p( p−1) 2 ( p +1 ) p( p−1) 3 ( p+1) p ( p−1)( p−2) 4
y p= y 0 + p ∆ y 0 + ∆ y −1+ ∆ y −1+ ∆ y−2 +… … … …
2! 3! 4!
Which is Gauss’s forward formula.
EX 1. Use Gauss’s forward formula to find f(x) when x=3.6 from the data below
X 2.5 3.0 3.5 4.0 4.5
Y 24.145 22.043 20.225 18.644 17.644
Solution:
We know the gauss’s forward formula is,
p( p−1) 2 ( p +1 ) p( p−1) 3 ( p+1) p (p−1)( p−2) 4
y p= y 0 + p ∆ y 0 + ∆ y −1+ ∆ y −1+ ∆ y−2 +… … … … …)
2! 3! 4!
(1)
Here we take x 0=3.5 , x=3.6, h=0.5
x−x 0 3.6−3.5
P= = =0.2
h 0.5
The difference table is as follows
Central Difference 25
2 3 4
X Y ∆ ∆ ∆ ∆
2.5 24.145
-2.012
-1.818 -.47
-1.581 .344
-1.000
4.5 17.644
X Y ∆ ∆2 ∆3 ∆5
x−2 y−2
∆ y−2
x−1 y−1 ∆ 2 y −2
∆ y−1 ∆ 3 y −2
x0 y0 ∆ 2 y −1 ∆ 4 y−2
∆ y0 ∆ 3 y −1
x1 y1
∆ 2 y0
∆ y1
x2 y2
The differences used in this formula lie on the line shown in the table. The formula is,
therefore of the form
y p= y 0+G'1 ∆ y −1 +G'2 ∆2 y−1 +G'3 ∆3 y−2 +G'4 ∆ 4 y −2+ … … … … … … … .. ( 1 )
Where G'1 ,G'2 , G'3 , G'4 , … … … … … .. have ¿ be determined .
y pon the left side of (1) can be expressed in terms of y 0, ∆ y 0 ,and higher order differences
of y 0as follows
p p
y p=E y 0 =( 1+ Δ ) y 0
p (p−1) 2 p (p−1)(p−2) 3 p ( p−1)( p−2)( p−3) 4
= y0 + p ∆ y0 + ∆ y0 + ∆ y0 + ∆ y 0 +… … … … ….
2! 2! 4!
Similarly the right side of (1) can also expressed in terms of y 0, ∆ y 0and higher order
differences.
Now ∆ y−1=∆ E−1 y 0
=∆( 1+∆ )−1 y 0
=∆(1-∆+∆ 2−∆ 3+ … … … … ..) y 0
∴∆ y−1=¿∆ y 0-∆ 2 y 0+∆ 3 y 0 −∆ 4 y 0 + … … … … … … … … … ..
∴ ∆2 y−1=∆2 y 0 -∆ 3 y 0 +∆ 4 y 0−∆5 y 0 + … … … … … … … … … ..
∴∆ 3 y −2=∆3 E−2 y 0
=∆ 3 ( 1+ ∆ )−2 y 0
=∆ 3 (1-2∆+3∆ 2−4 ∆3 +… … … … . .) y 0
∴∆ 3 y −2=∆3 y 0-2∆ 4 y 0+3 ∆ 5 y 0−4 ∆6 y 0+ … … … … … … … … … ..
∴∆ 4 y−2=∆4 y 0-2∆ 5 y 0+3 ∆ 6 y 0 −4 ∆7 y 0+ … … … … … … … … … ..
Here (1) Gives the identity
Central Difference 27
p (p−1) 2 p ( p−1)( p−2) 3 p ( p−1)( p−2)( p−3) 4
y0 + p ∆ y0 + ∆ y0 + ∆ y0 + ∆ y 0 +… …. .
2! 3! 4!
=
y 0 +G'1 ( ∆ y 0−∆2 y 0+ ∆3 y 0−∆4 y 0 +… … … ) +G'2 ( ∆2 y 0−∆3 y 0 + ∆4 y 0−… … … … ) +G'3 ( ∆3 y 0 −2 ∆4 y 0 +3 ∆ 5 y 0−… … ) +
… …(2)
2 3
Equating the coefficient of ∆ y 0 , ∆ y 0 , ∆ y 0 … … … … … … on bot h sides of ( 2 ) , we obtain
G '1= p
p ( p−1)
−G'1 +G'2=
2!
p ( p−1 )
' p (p−1)
∴ G 2= +G'1= +p
2! 2
p ( p+1 )
=
2!
' ( p+1 ) p ( p−1 ) ( p+2 )( P+1 ) p ( p−1)
Similarly G3= AndG'4 = etc.
3! 4!
Hence (1) becomes,
p( p+1) 2 ( p + 1 ) p ( p−1) 3 ( p+2)( p+1) p( p−1) 4
y p= y 0+ p ∆ y −1+ ∆ y −1 + ∆ y−2 + ∆ y−2 +… … … …
2! 3! 4!
Which is Gauss’s backward formula.
Ex 3. Interpolate by means of Gauss’s backward formula the population for the year 1936,
Given the following table.
Year: 1901 1911 1921 1931 1941 1951
Population:(thousands) 12 15 20 27 39 52
x Y ∆ ∆2 ∆3 ∆4 ∆5
1901 12
1911 15 2
5 0
1921 20 2 3
7 3 -10
1931 27 5 -7
12 -4
1941 39 1
13
1951 52
Stirling’s Formula:
We know the Gauss’s forward formula is
p ( p−1 ) 2 ( p+1 ) p ( p−1 ) 3 ( p+1 ) p ( p−1 ) ( p−2 ) 4
y p= y 0 + p ∆ y 0 + ∆ y −1+ ∆ y−1 + ∆ y−2 +… … … … … … … .
2! 3! 4!
………………(1)
And the Gauss’s backward formula is,
p ( p+ 1 ) 2 ( p+ 1 ) p ( p−1 ) 3 ( p+2 ) ( p +1 ) p ( p−1 ) 4
y p= y 0+ p ∆ y −1+ ∆ y−1 + ∆ y−2+ ∆ y −2 +… … … … … … ….
2! 3! 4!
………………………………………………………(2)
Central Difference 29
Now taking the mean of (1) and (2) we obtain
3 3
∆ y−1 +∆ y 0 p 2 2 p ( p2 −1 ) ∆ y−1 +∆ y−2 p2 ( p2−1 ) 4
y p= y 0 + p + ∆ y−1 + + ∆ y −2 + …
2 2! 3! 2 4!
Which is called the Stirling’s formula.
Ex 5. Use Stirling’s formula to find f (35) where f ( 20 )=512 , f ( 30 )=439 , f ( 40 )=346 , f (50)=243
Solution:We know the Stirling’s formula is
3 3
∆ y−1 +∆ y 0 p 2 2 p ( p2 −1 ) ∆ y−1 +∆ y−2 p2 ( p2−1 ) 4
y p= y 0 + p + ∆ y−1 + + ∆ y −2 + …
2 2! 3! 2 4!
……………………………………………………
(1)
The difference table is as follows.
X Y ∆ ∆2 ∆3
20 512
30 439 -20
-93 10
40 346 -10
-103
50 243
x 0=30 , x=35 , h=10 , p=( x−x 0) /h=(35−30)/10=0.5
Therefore from (1)
(−73−93) 0.52 0.5 {0.52−1 } 10+0
y 0.5 =f ( 35 )=439+0.5 + (−20 )+ .
2 2 3! 2
=395
Bessel’s formula:
This formula uses the differences as shown in the following table where brackets mean
that the average of the values have to be taken.
x y ∆ ∆2 ∆3 ∆4
x−2 y−2 ∆ 2 y −3 ∆ 4 y−4
∆ y −2 ∆ 3 y −3
x−1 y−1 ∆ 2 y −2 ∆ 4 y−3
∆ y −1 ∆ 3 y −2
x0 y0 ∆ 2 y −1 ∆ 4 y−2
∆ y0 ∆ 3 y −1
x1 y1 ∆ 2 y0 ∆ 4 y−1
Central Difference 30
∆ y1 3
∆ y0
x2 y2 2
∆ y1 ∆ 4 y0
Ex. The following table gives seadings of the temperature (00 ¿ secorded of given time (t).
t 2 3 4 5 6
θ 61.87 54.08 47.03 40.65 34.88
Using Bessel’s formula find θ at t=4.3
Solution: We know the Bessel’s formula is ,
1
2 2 p( p−1)( p− ) 4 4
p( p−1) ∆ y−1 +∆ y 0 2 3 ( p+1 ) p( p−1)( p−2) ∆ y −2 + ∆ y−1
y p= y 0 + p ∆ y 0 + + ∆ y −1 + + … … … ..
2! 2 3! 4! 2
2 61.87
-7.79
3 54.08 0.74
-7.05 -0.07
-6.38 -0.06
5 40.65 0.61
-5.77
6 34.88