Newton's Divided Difference Polynomial Power Point ... · Newton’s Divided Difference Method of...

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http://numericalmethods.eng.usf.edu 1 Newton’s Divided Difference Polynomial Method of Interpolation Major: All Engineering Majors Authors: Autar Kaw, Jai Paul http://numericalmethods.eng.usf.edu Transforming Numerical Methods Education for STEM Undergraduates

Transcript of Newton's Divided Difference Polynomial Power Point ... · Newton’s Divided Difference Method of...

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Newton’s Divided Difference Polynomial Method of

Interpolation

Major: All Engineering Majors

Authors: Autar Kaw, Jai Paul

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

Undergraduates

Newton’s Divided Difference Method of

Interpolation

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

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Interpolants

Polynomials are the most common choice of interpolants because they are easy to:

EvaluateDifferentiate, and Integrate.

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Newton’s Divided Difference Method

Linear 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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ExampleThe upward velocity of a rocket is given as a function of time in Table 1. Find the velocity at t=16 seconds using the Newton Divided Difference method for linear interpolation.

Table. Velocity as a function of time

Figure. Velocity vs. time data for the rocket example

0 010 227.0415 362.7820 517.35

22.5 602.9730 901.67

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

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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 s110+x 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

)()(tt

tvtvb

−−

= 914.30=

)()( 010 ttbbtv −+=

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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 s110+x s0

10− x s range, x desired,

)()( 010 ttbbtv −+=

),15(914.3078.362 −+= t 2015 ≤≤ t

At 16=t )1516(914.3078.362)16( −+=v

69.393= m/s

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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

)()()()(

xxxx

xfxfxx

xfxf

b−

−−

−−−

=

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ExampleThe upward velocity of a rocket is given as a function of time in Table 1. Find the velocity at t=16 seconds using the Newton Divided Difference method for quadratic interpolation.

Table. Velocity as a function of time

Figure. Velocity vs. time data for the rocket example

0 010 227.0415 362.7820 517.35

22.5 602.9730 901.67

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

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Quadratic Interpolation (contd)

10 12 14 16 18 20200

250

300

350

400

450

500

550517.35

227.04

y s

f range( )

f x desired( )

2010 x s range, x desired,

,100 =t 04.227)( 0 =tv

,151 =t 78.362)( 1 =tv

,202 =t 35.517)( 2 =tv

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Quadratic Interpolation (contd) )( 00 tvb =

04.227=

01

011

)()(tt

tvtvb

−−

= 1015

04.22778.362−−

=

148.27=

02

01

01

12

12

2

)()()()(

tttt

tvtvtt

tvtv

b−

−−

−−−

= 1020

101504.22778.362

152078.36235.517

−−−

−−−

=

10

148.27914.30 −=

37660.0=

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Quadratic Interpolation (contd)))(()()( 102010 ttttbttbbtv −−+−+=

),15)(10(37660.0)10(148.2704.227 −−+−+= ttt 2010 ≤≤ t

At ,16=t

)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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General Form))(()()( 1020102 xxxxbxxbbxf −−+−+=

where

Rewriting))(](,,[)](,[][)( 1001200102 xxxxxxxfxxxxfxfxf −−+−+=

)(][ 000 xfxfb ==

01

01011

)()(],[

xxxfxf

xxfb−−

==

02

01

01

12

12

02

01120122

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

],,[xx

xxxfxf

xxxfxf

xxxxfxxfxxxfb

−−−

−−−

=−−

==

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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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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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ExampleThe upward velocity of a rocket is given as a function of time in Table 1. Find the velocity at t=16 seconds using the Newton Divided Difference method for cubic interpolation.

Table. Velocity as a function of time

Figure. Velocity vs. time data for the rocket example

0 010 227.0415 362.7820 517.35

22.5 602.9730 901.67

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

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ExampleThe velocity profile is chosen as

))()(())(()()( 2103102010 ttttttbttttbttbbtv −−−+−−+−+=we need to choose four data points that are closest to 16=t

,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 = 5.4347×10−3

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Example

b0 = 227.04; b1 = 27.148; b2 = 0.37660; b3 = 5.4347×10−3

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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ExampleHence

))()(())(()()( 2103102010 ttttttbttttbttbbtv −−−+−−+−+=

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

)15)(10(37660.0)10(148.2704.2273 −−−+

−−+−+=− ttt

ttt

At ,16=t

)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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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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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

ttttv 5.2210 ≤≤ 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

m 1605=

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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)()( tttdtdtv

dtdta +++−==

2016304.026408.0265.21 tt ++=

2)16(016304.0)16(26408.0265.21)16( ++=a

2/ 664.29 sm=

Additional ResourcesFor all resources on this topic such as digital audiovisual lectures, primers, textbook chapters, multiple-choice tests, worksheets in MATLAB, MATHEMATICA, MathCad and MAPLE, blogs, related physical problems, please visit

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THE END

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