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Finite Differences Explained

Finite differences calculate the difference between function values evaluated at different numbers separated by a fixed distance. There are three common forms: forward, backward, and central finite differences. Finite differences are used to approximate derivatives of functions when the difference approaches zero but remains finite. Newton's forward interpolation formula can be used to find function values between given data points.

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502 views15 pages

Finite Differences Explained

Finite differences calculate the difference between function values evaluated at different numbers separated by a fixed distance. There are three common forms: forward, backward, and central finite differences. Finite differences are used to approximate derivatives of functions when the difference approaches zero but remains finite. Newton's forward interpolation formula can be used to find function values between given data points.

Uploaded by

Glory Usoro
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd

Finite Differences

Is a difference between the value of a function evaluated at a number,


and the value of the same function evaluated at a different number, a
fixed distance from the first.
• Three forms are commonly considered:
 Forward finite difference
 Backward finite difference and
 central finite difference
Common definitions of the derivative of f(x):
f ( x  dx)  f ( x)
 x f  lim
dx0 dx
f ( x)  f ( x  dx)
 x f  lim
dx0 dx

f ( x  dx)  f ( x  dx)
 x f  lim
dx0 2dx
These are all correct definitions in the limit dx->0
But we want dx to remain FINITE
The equivalent approximations of the derivatives are:

 f ( x  dx)  f ( x) forward difference


x f 
dx
 f ( x)  f ( x  dx) Central difference
x f 
dx
f ( x  dx)  f ( x  dx) backward difference
x f 
2dx
Example1. construct a forward difference
table for the following data
x 1 2 3 4

y -1 -1 1 5
X Solution
Y
         
1 -1      
    -1-(-1) =0    
         
2 -1   2-0 = 2  
         
    1-(-1) =2   2-2= 0
3 1   4-2= 2
     
    5-1=4
4 5
Example2: construct a backward difference
table for the following data
x 1 2 3 4 5

y 1 8 27 64 125
X Y
 
1
Solution
 
1
 
 
 
 
 
 
 
 
    8-1 =7      
           
2 8   19-7= 12    
           
    27-8 = 19   18-12=6  
3 27   37-19= 18   6-6=0
         
    64-27 = 37   24-18 =6
4 64   61-37= 24
    125-64= 61
5 125
Note that the computation (calculation) of the
differences is same in both cases, that is forward
differences or backward differences. Only their notation
differs
Newton’s forward Interpolation formula
• 

Example: use Newton’s forward Interpolation formula find the value of f(1.6), if
x 1 1.4 1.8 2.2

f(x) 3.49 4.82 5.96 6.5


X f(x)
         
1 3.49      
    1.33    
         
1.4 4.82   -0.19  
         
    1.14   -0.41
1.8 5.96   -0.60  
         
    0.54    
2.2 6.5    
     
   
X=1.6 a =1, f(a) =3.49, h=0.4, u= (x-a)/h= (1.6-1)/0.4=1.5
substituting these values in the equation above,we get
f(1.6)=3.49+(1.5)×1.33+(1.5)(1.5-1)/2!×(-0.19)+(1.5)(1.5-1)(1.5-2)/3!×(-
0.41)
= 5.44
classwork
1. Given sin 450 =0.7071, sin 500 = 0.7660, sin 550 = 0.8192, sin 600
=0.8660. Find sin 520 using Newton’s Forward Formula
2. x 1.7 1.8 1.9 2.0 2.1 2.2 2.3

y= 5.474 6.050 6.686 7.389 8.166 9.025 9.974


3. The following table gives the viscosity of an oil as a function of
temperature. Use Lagrange’s formula to find viscosity of oil at a
temperature of 1400
Temp o 110 130 160 190

Viscosity 10.8 8.1 5.5 4.8

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