SUPPLEMENTARY LECTURE NOTES

Newton’s Divided Difference Interpolation

After reading this lecture notes, you should be able to:

1. derive Newton’s divided difference method of interpolation,
2. apply Newton’s divided difference method of interpolation, and
3. apply Newton’s divided difference method interpolants to find derivatives and
integrals.

What is interpolation?
Many times, data is given only at discrete points such as x0 , y0 , x1 , y1  , ......, xn 1 , yn 1  ,
xn , yn  . So, how then does one find the value of y at any other value of x ? Well, a
continuous function f x  may be used to represent the n  1 data values with f x 
passing through the n  1 points (Figure 1). Then one can find the value of y at any other
value of x . This is called interpolation.
Of course, if x falls outside the range of x for which the data is given, it is no longer
interpolation but instead is called extrapolation.
So what kind of function f x  should one choose? A polynomial is a common
choice for an interpolating function because polynomials are easy to
(A) evaluate,
(B) differentiate, and
(C) integrate,
relative to other choices such as a trigonometric and exponential series.
Polynomial interpolation involves finding a polynomial of order n that passes
through the n  1 points. One of the methods of interpolation is called Newton’s divided
difference polynomial method. Other methods include the direct method and the
Lagrangian interpolation method. We will discuss Newton’s divided difference polynomial
method in this lecture.

Newton’s Divided Difference Polynomial Method

To illustrate this method, linear and quadratic interpolation is presented first. Then, the
general form of Newton’s divided difference polynomial method is presented. To illustrate
the general form, cubic interpolation is shown in Figure 1.

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x3 , y3 

x1, y1 

f x 
x2 , y2 
x0 , y0 
x
Figure 1 Interpolation of discrete data.

Linear Interpolation
Given ( x0 , y0 ) and ( x1 , y1 ), fit a linear interpolant through the data. Noting y  f (x) and
y1  f ( x1 ) , assume the linear interpolant f1 ( x) is given by (Figure 2)
f1 ( x)  b0  b1 ( x  x0 )
Since at x  x0 ,
f1 ( x0 )  f ( x0 )  b0  b1 ( x0  x0 )  b0
and at x  x1 ,
f1 ( x1 )  f ( x1 )  b0  b1 ( x1  x0 )
 f ( x0 )  b1 ( x1  x0 )
giving
f ( x1 )  f ( x0 )
b1 
x1  x0
So
b0  f ( x0 )
f ( x1 )  f ( x0 )
b1 
x1  x0
giving the linear interpolant as
f1 ( x)  b0  b1 ( x  x0 )
f ( x1 )  f ( x0 )
f 1 ( x)  f ( x 0 )  ( x  x0 )
x1  x0

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x1 , y1 

f1 x 

x0 , y0 
x
Figure 2 Linear interpolation.

Example 1
The upward velocity of a rocket is given as a function of time in Table 1 (Figure 3).

Table 1 Velocity as a function of time.

t (s) v(t ) (m/s )
0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67

Determine the value of the velocity at t  16 seconds using first order polynomial
interpolation by Newton’s divided difference polynomial method.
Solution
For linear interpolation, the velocity is given by
v(t )  b0  b1 (t  t0 )
Since we want to find the velocity at t  16 , and we are using a first order polynomial, we
need to choose the two data points that are closest to t  16 that also bracket t  16 to
evaluate it. The two points are t  15 and t  20 .
Then
t 0  15, v(t 0 )  362.78
t1  20, v(t1 )  517.35
gives

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b0  v(t 0 )
 362.78
v(t )  v(t 0 )
b1  1
t1  t 0
517.35  362.78

20  15
 30.914

Figure 3 Graph of velocity vs. time data for the rocket example.
Hence
v(t )  b0  b1 (t  t 0 )
 362.78  30.914(t  15), 15  t  20
At t  16,
v(16)  362.78  30.914(16  15)
 393.69 m/s
If we expand
v(t )  362.78  30.914(t  15), 15  t  20
we get
v(t )  100.93  30.914t , 15  t  20
and this is the same expression as obtained in the direct method.

Quadratic Interpolation
Given ( x0 , y0 ), ( x1 , y1 ), and ( x2 , y 2 ), fit a quadratic interpolant through the data. Noting
y  f (x), y0  f ( x0 ), y1  f ( x1 ), and y 2  f ( x2 ), assume the quadratic interpolant
f 2 ( x) is given by
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f 2 ( x)  b0  b1 ( x  x0 )  b2 ( x  x0 )( x  x1 )
At x  x0 ,
f 2 ( x0 )  f ( x0 )  b0  b1 ( x0  x0 )  b2 ( x0  x0 )( x0  x1 )
 b0
b0  f ( x0 )
At x  x1
f 2 ( x1 )  f ( x1 )  b0  b1 ( x1  x0 )  b2 ( x1  x0 )( x1  x1 )
f ( x1 )  f ( x0 )  b1 ( x1  x0 )
giving
f ( x1 )  f ( x0 )
b1 
x1  x0
At x  x2
f 2 ( x2 )  f ( x2 )  b0  b1 ( x2  x0 )  b2 ( x2  x0 )( x2  x1 )
f ( x1 )  f ( x0 )
f ( x 2 )  f ( x0 )  ( x2  x0 )  b2 ( x2  x0 )( x2  x1 )
x1  x0
Giving
f ( x 2 )  f ( x1 ) f ( x1 )  f ( x0 )

x 2  x1 x1  x0
b2 
x 2  x0
Hence the quadratic interpolant is given by
f 2 ( x)  b0  b1 ( x  x0 )  b2 ( x  x0 )( x  x1 )
f ( x2 )  f ( x1 ) f ( x1 )  f ( x0 )

f ( x1 )  f ( x0 ) x2  x1 x1  x0
 f ( x0 )  ( x  x0 )  ( x  x0 )( x  x1 )
x1  x0 x2  x0

x1 , y1 
x2 , y2 

f 2 x 

x0 , y0 
x
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Figure 4 Quadratic interpolation.

Example 2
The upward velocity of a rocket is given as a function of time in Table 2.

Table 2 Velocity as a function of time.

t (s) v(t ) (m/s)
0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67

Determine the value of the velocity at t  16 seconds using second order polynomial
interpolation using Newton’s divided difference polynomial method.
Solution
For quadratic interpolation, the velocity is given by
v(t )  b0  b1 (t  t 0 )  b2 (t  t 0 )(t  t1 )
Since we want to find the velocity at t  16, and we are using a second order polynomial,
we need to choose the three data points that are closest to t  16 that also bracket t  16
to evaluate it. The three points are t 0  10, t1  15, and t 2  20 .
Then
t 0  10, v(t 0 )  227.04
t1  15, v(t1 )  362.78
t 2  20, v(t 2 )  517.35
gives
b0  v(t 0 )
 227.04
v(t )  v(t 0 )
b1  1
t1  t 0
362.78  227.04

15  10
 27.148
v(t 2 )  v(t1 ) v(t1 )  v(t 0 )

t 2  t1 t1  t 0
b2 
t2  t0

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517.35  362.78 362.78  227.04


 20  15 15  10
20  10
30.914  27.148

10
 0.37660
Hence
v(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,
v(16)  227.04  27.148(16  10)  0.37660(16  10)(16  15)
 392.19 m/s
If we expand
v(t )  227.04  27.148(t  10)  0.37660(t  10)(t  15), 10  t  20
we get
v(t )  12.05  17.733t  0.37660t 2 , 10  t  20
This is the same expression obtained by the direct method.

General Form of Newton’s Divided Difference Polynomial

In the two previous cases, we found linear and quadratic interpolants for Newton’s divided
difference method. Let us revisit the quadratic polynomial interpolant formula
f 2 ( x)  b0  b1 ( x  x0 )  b2 ( x  x0 )( x  x1 )
where
b0  f ( x0 )
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
Note that b0 , b1 , and b2 are finite divided differences. b0 , b1 , and b2 are the first, second,
and third finite divided differences, respectively. We denote the first divided difference by
f [ x0 ]  f ( x0 )
the second divided difference by
f ( x1 )  f ( x0 )
f [ x1 , x0 ] 
x1  x0
and the third divided difference by
f [ x2 , x1 ]  f [ x1 , x0 ]
f [ x2 , x1 , x0 ] 
x 2  x0

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f ( x 2 )  f ( x1 ) f ( x1 )  f ( x0 )

x 2  x1 x1  x0

x 2  x0
where f [ x0 ], f [ x1 , x0 ], and f [ x2 , x1 , x0 ] are called bracketed functions of their variables
enclosed in square brackets.
Rewriting,
f 2 ( x)  f [ x0 ]  f [ x1 , x0 ]( x  x0 )  f [ x2 , x1 , x0 ]( x  x0 )( x  x1 )
This leads us to writing the general form of the Newton’s divided difference polynomial for
n  1 data points, x0 , y0 , x1 , y1 ,......, xn1 , y n1 , xn , yn  , as
f n ( x)  b0  b1 ( x  x0 )  ....  bn ( x  x0 )( x  x1 )...( x  xn1 )
where
b0  f [ x0 ]
b1  f [ x1 , x0 ]
b2  f [ x2 , x1 , x0 ]

bn1  f [ xn1 , xn2 ,...., x0 ]
bn  f [ xn , xn1 ,...., x0 ]
where the definition of the m th divided difference is
bm  f [ xm ,........, x0 ]
f [ xm ,........, x1 ]  f [ xm 1,........, x0 ]

xm  x0
From the above definition, it can be seen that the divided differences are calculated
recursively.
For an example of a third order polynomial, given ( x0 , y0 ), ( x1 , y1 ), ( x2 , y 2 ), and ( x3 , y3 ),
f 3 ( x)  f [ x0 ]  f [ x1 , x0 ]( x  x0 )  f [ x2 , x1 , x0 ]( x  x0 )( x  x1 )
 f [ x3 , x2 , x1 , x0 ]( x  x0 )( x  x1 )( x  x2 )

b0
b1
b2
x0 f x0 
f x1 , x0 
b3

f x2 , x1 , x0 
x1 f x1 
f x2 , x1  f x3 , x2 , x1, x0 

x2 f x2  f x3 , x2 , x1 
f x3 , x2 

x3 f x3 
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Figure 5 Table of divided differences for a cubic polynomial.

Example 3
The upward velocity of a rocket is given as a function of time in Table 3.

Table 3 Velocity as a function of time.

t (s) v(t ) (m/s)
0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67

a) Determine the value of the velocity at t  16 seconds with third order polynomial
interpolation using Newton’s divided difference polynomial method.
b) Using the third order polynomial interpolant for velocity, find the distance covered by the
rocket from t  11 s to t  16 s .
c) Using the third order polynomial interpolant for velocity, find the acceleration of the
rocket at t  16 s .
Solution
a) For a third order polynomial, the velocity is given by
v(t )  b0  b1 (t  t 0 )  b2 (t  t 0 )(t  t1 )  b3 (t  t 0 )(t  t1 )(t  t 2 )
Since we want to find the velocity at t  16, and we are using a third order polynomial, we
need to choose the four data points that are closest to t  16 that also bracket t  16 to
evaluate it. The four data points are t 0  10, t1  15, t 2  20, and t 3  22.5 .
Then
t 0  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
gives
b0  v[t 0 ]
 v(t0 )
 227.04
b1  v[t1 , t0 ]
v(t1 )  v(t 0 )

t1  t 0

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362.78  227.04

15  10
 27.148
b2  v[t 2 , t1 , t 0 ]
v[t 2 , t1 ]  v[t1 , t 0 ]

t2  t0
v(t )  v(t1 )
v[t 2 , t1 ]  2
t 2  t1
517.35  362.78

20  15
 30.914
v[t1 , t 0 ]  27.148
v[t , t ]  v[t1 , t 0 ]
b2  2 1
t2  t0
30.914  27.148

20  10
 0.37660
b3  v[t3 , t 2 , t1 , t 0 ]
v[t , t , t ]  v[t2 , t1 , t0 ]
 3 2 1
t3  t0
v[t , t ]  v[t 2 , t1 ]
v[t 3 , t 2 , t1 ]  3 2
t 3  t1
v(t )  v(t 2 )
v[t3 , t 2 ]  3
t3  t 2
602.97  517.35

22.5  20
 34.248
v(t )  v(t1 )
v[t 2 , t1 ]  2
t 2  t1
517.35  362.78

20  15
 30.914
v[t , t ]  v[t 2 , t1 ]
v[t 3 , t 2 , t1 ]  3 2
t 3  t1
34.248  30.914

22.5  15
 0.44453
v[t 2 , t1 , t 0 ]  0.37660

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v[t3 , t2 , t1 ]  v[t2 , t1 , t0 ]
b3 
t3  t0
0.44453  0.37660

22.5  10
 5.4347  103
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)
 5.5347  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)
 5.5347  103 (16  10)(16  15)(16  20)
 392.06 m/s
b) The distance covered by the rocket between t  11 s and t  16 s can be calculated from
the interpolating polynomial
v(t )  227.04  27.148(t  10)  0.37660(t  10)(t  15)
 5.5347  103 (t  10)(t  15)(t  20)
 4.2541  21.265t  0.13204t 2  0.0054347t 3 , 10  t  22.5
Note that the polynomial is valid between t  10 and t  22.5 and hence includes the limits
of t  11 and t  16 .
So
16
s16  s11   vt dt
11
16
  (  4.2541  21.265t  0.13204t 2  0.0054347t 3 )dt
11
16
 t2 t3 t4 
  4.2541t  21.265  0.13204  0.0054347 
 2 3 4  11
 1605 m
c) The acceleration at t  16 is given by
d
a(16)  v(t ) t 16
dt
d
a(t )  v(t )
dt
  4.2541  21.265t  0.13204t 2  0.0054347t 3 
d
dt
 21.265  0.26408t  0.016304t 2
a(16)  21.265  0.26408(16)  0.016304(16) 2
 29.664 m/s 2

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