FINITE DIFFERENCES
INTRODUCTION
Suppose x(0), x(1),...x(n) are sample input signals and y(0), y(1), ....y(n) output
signals as given in Fig.
Then we can form a table of values
x
xo x1 x2 x3 . . . xn-1 xn
yo y1 y2 y3 . . . xn-1 yn
If we subtract from each value of y (except y0) the proceeding value of y we get
y1 - y0, y2 - y1, .....yn - yn-1 .
These are called as first order forward differences of y and are denoted by y.
i. e y0 = y1 - y0, y1 = y2 - y1, .... yn-1 = yn - y n-1.
These are called first differences. From these we can form second order differences
2y0 = y1 - y0, 2y1 = y2 - y1, ... 2yn-1 = y2 - y1.
If x0, x1, x2, ,, xn are equally spaced then the input signals can be written as x0 + h,
x0 + 2h, ..... xn + h , so tha x1 - x0 = h = x2 - x1 etc.
We now define f(x)= f(x + h) - f(x).
Backward Differences:
The differences of the form y1 = y1 - y0, y2 = y2 - y1, .... yn = yn - y n-1.
LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ
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If x0, x1, x2, ,, xn are equally spaced then we define f(x)= f(x) - f(x - h). Second
order differences can be defined in a similar manner as forward differences.
Shifting Operator E:
The shifting operator or translation operator is defined as Eyn = y n+1.
So second and higher order differences are defined as Ey1 = y2, E2 y1 = y3.
Central Difference Operator :
The central difference is defined as = .
The Averaging difference operator :
The averaging differencing is defined as =
Relation Between Operators:
yn = yn+1 - y n = E yn - yn = (E - 1) yn
So
=1
Next = = = (1 )
= 1
So
Now we find the relation between central difference, averaging operator with
shifting operator.
= = = .
So
LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ
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Similarly =
= /2
So
Relation Between Differential Operator and Other Operators:
The differential operator D is defined as = )(
By Taylor's theorem, ( + ) = ( )+
= 1 +
So
= ()
().
)(+
()
!
( )+ ..
+ f(x)
( = 1 + ) = . So = log ()
Since
1
= +
2
= ( )
= ( )
= sin h(hD)
= ()
LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ
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PROBLEMS
1)With usual notations, prove that
We know that =1- , =E-1
LHS =
=
=
=E
= E
= RHS
2)With usual notations prove that = + 1 +
We know that = 1, =
LHS = E-1
RHS = + 1 + 4
LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ
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+
+
=E-1
=LHS
3) Establish the result =
()
with usual notations
W.K.T
=E-1
R.H.S =
= ( + ) = = L.H.S
4) Prove with usual notations that1+
= (1 + )
R.H.S
(1 + ) =( + )
= +
( ) ( )
LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ
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= +
=
=
=
=
=
( )
+ =1 + /
5) Prove that hD= log(1+) = sin ()
Solution: We know that : 1+ = E ; E =
LHS:log (1+) = log E
So log (1+) = hD
RHS: =
( )
So = sinh (hD)
Hence sin () = hD
LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ
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Question 6) = 1 +
= 1 +
=
()
[
]
( )
/ /
=
=
[ / / ]
/
/ /
= /
7) Show that (1+)(1-) = 1 with usual notation.
We Know that = E -1
=1-E -1
LHS =(1+E-1)(1-1+E -1)
= (E)(E -1) = 1 = RHS
LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ
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SOLUTION OF FINITE DIFFERENCE EQUATION
INTRODUCTION
An equation which expresses a relation between the independent variable, the
dependent variable and the successive differences of the dependent variable is
called a difference equation.
Example: + 5 + 6 =
4 + 5 + 6 = sin + 2
Using the relation, = 1, = ( 1) ,
and so = ( 1) =
= ( 1) = 2 +
Hence : + 5 + 6 = can be written as
2 + + 5( ) + 6 = 2
i.e + 3 + = 2 or ( + 3 + 2) = 2
Linear Difference of Higher Order Difference Equation
A general linear difference equation of higher order is of the form
a0yx+n + a1yx+n-1 + .. + anyn = (x)
(1)
or (a0En + a1En-1+.+ an-1E + an)yx = (x)
(2)
i.e f(E)yx = (x)
(3)
The solution of (3) is the sum of Complementary Function and Particular Integral.
i.e. yx = Complementary Function + Particular Integral
LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ
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Method of finding Complementary Functions
Consider the equation f(E) = 0
(1)
Form auxiliary equation by replacing E by a in eqn.(1), we get f(a) = 0
(2)
Find the roots of eqn.(2). Let it be a1, a2,..., an
Now three cases arise.
CASE 1. Let all the roots of eqn. (2) be real and distinct.
Then . = + + +
(3)
CASE 2. Let a1 = a2 = a, and the a=other roots a3,a4, ... , an are real and distinct.
Then . ( = + ) + + +
(4)
Then . = ( cos + sin )+ + + ,
(5)
CASE 3. Let a1 = + i, a2 = - i, a3,a4, ... , an are real and distinct.
where = + , = .
Methods of Finding Particular Integral
The particular integral is defined by . =
CASE 1. Let ( = ) .
Then . =
()
()
, () 0.
If f(a)=0, then . =
()
()
!
()
()
LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ
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where ( ) = ( 1)( 2. . . ( 1).
CASE 2. Let ( = )sin .
Then . =
()
()
()
CASE 3. . Let ( = )sin .
Then . =
()
()
()
()
, = , =
()
(8)
, = , =
(9)
CASE 4. Let ( )
Then . =
()
()
= [1 ()] ()
(10)
Expand [1 ()] as a series of ascending powers of and operate on (x)
1) Solve : 5 + 6 = 0
Solution:
[ 5 + 6] = 0
The auxillary equation is.
( 5 + 6) = 0
( 1)( 2) = 0
m= 3,2
CF = 3 + 2
= 3 + 2
LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ
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2 : + 7 + 8 = 0
Solution:
Given equation can be written as [ + 7 + 8] = 0
The auxillary equation is
( + 7 + 8) = 0
The roots are : m =
CF = _
,
&
+ _
&
3) Find particular integral of &Y 12& + 16& = 2& + 4&
Solution:
s
! !
kl =
s
=
s
?
=
..ie
kl =
kl =
&
!
. 2&
&&
s
. 2&
?s
! !
=
kl
?s
? ?
= kl + kl =
&&
?s
Y
?s
. 2& + Y
LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ
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PROBLEMS PART B
1) Solve u x + 2u x = cos x
u x + 2 u x = cos x
= E 1
n = ( E 1) n
u x = ( E 1)u x = Eu x u x
2 = ( E 1) 2 u x = ( E 2 2 E + 1) u x = E 2 u x 2 Eu x + u x
u x +1 u x + u x + 2 2u x +1 + u x = cos x
u x + 2 u x +1 = cos x
E2
E
= cos x
ux
( E 2 E )u x = 0 a 2 a = 0 a (a 1) = 0 a = 0,1
CF = C1 (1) x
PI =
( x)
F (E)
cos x
E2 E
= real part of
= real part of
= real part of
= real part of
=real part of
, Replace E by a=
( )( )
LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ
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=real part of
=
() ()
( )
()
The Solution is = (1) +
()
( )
2) Solve yx+27yx+18yx=x(x2)2x
Solution: (E27E8)yx=(x2-x)2x
Auxiliary equation: m27m8=0
(m8)(m+1)=0
m=8, m=1
C.F=C18X+C2(1)x
P.I:
P.I=
()
P.I=2x
()
()
=2
= 2
(REPLACE E=aE=2E)
()
= 2
= 2
2x
()
() ()
()
( )
()
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= 2
=
=
=
=
=
()
P.I=
1 (
1 +
1 +
( )
()
( )
( )
( 1)
()
= . + .
( )
= 8 + (1)
+ .
3) Solve (E - 6E + 8) =3n + 6 5(3 )
[(E-4) (E-2)] =3n +6 - 5(3 )
A.E: m2 - 6m + 8 = 0
The roots are m=4, m=2
P.I = ()()[3n + 6 - 5(3 )]
= 3()()(n+2) - 3
=
=
()()
(5)
( )
(n+2) - ()()
()()
()()
(n+2) + (5) (3 )
LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ
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= 1 +
(n+2) + 5(3 )
= 1 +
= [1-
= [1 +
(n+2) + 5(3 )
] (n+2) + 5(3 )
] (n+2) + 5(3 )
= n + 2 + [(2n+1)] +
= n + n + +
[2] + 5(3 )
+ 5(13 )
=n + n + 5(13 ) +
(n + 2) + 5(3 )
=n + n + 5(13 ) +
4) Solve 2 + 5 = 2. 3 4. 7
SOLUTION:
A.E: 2 + 5 = 0
ROOTS ARE :
1+2i,1-2i
C.F = ( (. ) + (. ))
TO FIND P.I:
P.I=P.I 1+P.I 2
()
P.I 1=
=
()
LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ
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Put E=aE,
=
.2
. ()
P.I 2=
=
=
.4
{y(x)}=C.F+P.I 1+P.I 2
=1 (1 cos(63.43) + C2 sin(63.43))+
5) SOLVE:
( + 2 + = . 2 )
( + 2 + 1) = . 2
The auxillary equation is obtained by replacing E=a
+ 2 + 1 = 0
( + 1) ( + 1) = 0
a =-1,-1
To find P.I
C.F =( + ) (1)
LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ
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P.I =
=
=
=
=
=
() ()
() ()
( )
= [1 +
P.I = [9 12]
= . + .
= ( + ) (1) +
[9 12]
6) Solve 2 -7 +3 =cos 2
Solution: Rewriting the given equation as: 2 -7E+3=0
Auxiliary equation: 2 -7m+3=0
( 3)(2 1)=0
LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ
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m=3,12
complementary equation()= (3 )+ 12
particular integral(PI)=
= R.P of
Replace E by
=(
)
=R.P of
=
=
. . .
. () ()
( )
() ()
Solution=cf+PI= (3 )+ (12) +
General
() ()
() ()
7) 8 + 12 = sin
Solution:
( 8 + 12) = sin
8 + 12 = 0
( 2)( 6) = 0
= 2,6
. = 2 + 6
LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ
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. =
=
=
)( ,
sin
8 + 12
()()
()()
()()
= (1)
( 2)( 6)
( 2)( 6)
=
= ()()
= + 1
= (())(())
= ()()
=
=
12 1 + 1 +
2
6
+
+ ()
=
1
1
12
2
6
+
+
+
+
=
1 +
+
1 +
+
()
12
2
2
6
6
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+ + 2
+ + 2 ()
1 +
+
1 +
+
12
2
4
6
36
+ + 2
1 +
+
(36 + 6 + 6 + + 2 )()
12 36
2
4
+ + 2
1 +
+
(36 + 6 + 6 + + 2 )
2
432
4
[(4 + 2 + 2 + + 2 )(36 + 6 + 6 + + 2 )]
432 4
[(4 + 2 + )(36 + 6 + 6 + + 2 ) + (2 + 2 )(36 + 6 + )]
1728
[ ( + 4) + (8 + 18) + (16 + 98) + (96 + 96)]
=
1728
=
= ,
1
( + 4) + (8 + 18) + (16 + 98)
1728
+ (96 + 96) + 144]
( 2)( 6)
1
( + 4) + (8 + 18) + (16 + 98)
1728
+ (96 + 96) + 144 ]
1,
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1
() () ( + 4) + () () (8 + 18)
1728 2
+ () () (16 + 98)
+ () () (96 + 96) + 144(
=
[sin( + 4)( + 4) + sin( + 3)(8 + 18)
1728
+ sin( + 2)(16 + 98) + sin( + 1)(96 + 96) + 144 sin ]
[sin( + 4)( + 4) + sin( + 3)(8 + 18)
1728
+ sin( + 2)(16 + 98) + sin( + 1)(96 + 96) + 144 sin ]
= . + .
= 2 + 6
[sin( + 4)( + 4) + sin( + 3)(8 + 18)
1728
+ sin( + 2)(16 + 98) + sin( + 1)(96 + 96) + 144 sin ]
Solve
( + 2) + ( + 1) 56() = 2 ( 3)
Take E operator on LHS
( + 56)() = 2 ( 3)
() =
2 ( 3)
+ 56
Replace E by E-2 so as to remove the exponential from the E operator.
3
() = 2
( 2) + 2 56
Replace E by 1+ . And n squared by factorial polynomials.
LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ
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() = 2
() + ()
56
() + ()
() = 2 (1/56)
1+( )
56 56
1
() = 2 1 +
56
56 56
(() + () )
1
() = 2 (1 + )(() + () )
56
56 56
56 56
() = 2
(2 + 1) 2 2
1
(() + ()
+
56
56
56
() = 2
1
2 + 1
( 1) +
56
56
() = 2
1
(56 (2 + 1))
56
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