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Business Mathematics and Statistics · Ch 5 — Numerical Methods (Finite Differences, Interpolation)

Newton's Forward Interpolation Formula

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Newton's Forward Interpolation Formula

When to use it

Newton's forward formula estimates yy for an xx-value near the BEGINNING of an equally-spaced table, using the first row's own forward differences.

The formula

With p=x−x0hp=\dfrac{x-x_0}{h} (x0x_0 the first tabulated point, hh the common spacing):

y=y0+p Δy0+p(p−1)2! Δ2y0+p(p−1)(p−2)3! Δ3y0+⋯y=y_0+p\,\Delta y_0+\frac{p(p-1)}{2!}\,\Delta^2y_0+\frac{p(p-1)(p-2)}{3!}\,\Delta^3y_0+\cdots

Worked reasoning

Using the table from the previous section (x0=0,y0=1,Δy0=2,Δ2y0=2,Δ3y0=0x_0=0,y_0=1,\Delta y_0=2,\Delta^2y_0=2,\Delta^3y_0=0), estimate yy at x=0.5x=0.5: here h=1h=1, so p=0.5−01=0.5p=\frac{0.5-0}{1}=0.5.

y=1+0.5(2)+0.5(0.5−1)2(2)+0=1+1+0.5(−0.5)2(2)=1+1−0.25=1.75y=1+0.5(2)+\frac{0.5(0.5-1)}{2}(2)+0=1+1+\frac{0.5(-0.5)}{2}(2)=1+1-0.25=1.75

Note

The series stops naturally once a difference becomes zero …

Definition 1Newton's Forward Interpolation Formula

y=y0+pΔy0+p(p−1)2!Δ2y0+⋯y=y_0+p\Delta y_0+\frac{p(p-1)}{2!}\Delta^2y_0+\cdots, where p=x−x0hp=\frac{x-x_0}{h}; used for interpolating near the START of a …