FINITE

DIFFERENCES
Lecture 1: (a) Operators
(b) Forward Differences
and their calculations.
(c) Backward Differences
and their calculations.
 1. Introduction

When a function is known explicitly, it is easy to calculate the value (or values) of f(x),
corresponding to a fixed given value . However, when the explicit form of the function is
not known, it is possible to obtain an approximate value of the function up to a desired level of
accuracy with the help of finite differences. A function x being an independent
variable and y, a dependent variable, is considered. Let takes equidistant values
(which are finite in numbers); h is the equal spacing, then
are the corresponding values of . The values of the independent
variable x are termed as arguments and the corresponding values of the dependent variable y are
called entries.

2. Operators ( and E)
Forward Difference: The forward difference, denoted by , is defined as
y = f(x) = f(x + h)  f(x);
h is called the interval of differencing; f(x) is the first order differences. We get the second
2
order differences (denoted by ) when is operated twice on f(x), Thus
2 2
y= f(x) = [ f(x)] = [f(x + h) - f(x)]
= f(x + h) - f(x)
= [f(x + 2h) - f(x + h)] - [f(x + h) - f(x)]
= f(x + 2h) -2f(x + h) + f(x).
Similarly, may be calculated.

Forward Difference Table with 4 arguments

Argument Entries First Differences Second Differences Third Differences

)
 Note: If f(x) is a polynomial of degree n in x, then f(x) is a constant and is zero.
th
Conversely, if the difference is zero, then the polynomial is less or equal to degree n.

Example 1: Let then

Now,

= , which is a constant
Hence,

Backward Difference: We now define a difference operator, known as backward difference

operator, given by

Please note that the backward difference of is same as the forward difference of ,
that is,

Backward Difference Table with 4 arguments

Argument Entries First Differences Second Differences Third Differences

E-Operator: We now define the operator as

,
that is, the operator gives an increment of to the argument [Note: .
3. Relation between and

Let y = f(x) be a function of an independent variable and the dependent variable . We have
= where h is the interval of differencing
=
or, =

Relation between operator of finite differences and differential operator of differential

calculus
We know

where

Now, by Taylor series expansion, we have

or,
,

or,

or, D

Example 2. Evaluate the following:

(i)

Solution:
(ii)
Solution:

(the interval of differencing being ).

(iii)
Solution:

(iv)
Solution:

(v)
Solution: (the interval of differencing being h).

(vi) , where f(x) = x3.

Solution:
(vii) , where f(x) = x3.

Solution:

(viii)
Solution:

(ix)
Solution:

(x)
Solution:

=
(since all differences of order less than 10, vanishes)
.

Example 3. Prove the following relations:

(i)
Solution:
Let be a function of an independent variable x and the dependent variable y. Now,
, being the interval of differencing

Again,

Hence,

(ii)
Solution: Let y = f(x) be a function of an independent variable x and the dependent variable y.
L.H.S. =

(iii)
Solution: Let y = f(x) be a function of an independent variable x and the dependent variable y.

R.H.S. =

Hence,
Example 4. f(x) is polynomial in x with the following functional values: f (2) = f (3) = 27,
f (4) = 78, f (5) = 169. Find the function f(x).

Solution: Since four entries (i.e., four functional values) are given, f(x) can be represented by a
polynomial of degree 3. Let f(x) = a+bx+cx2+dx3, where a, b, c, d are constants to be determined.
Now,

Solving these equations, we get, a = 221, b = and d =

Therefore, the required function is f(x) =

Example 5. Compute the missing terms in the following table:

2 3 4 5 6 7 8
0.135 - 0.111 0.100 - 0.082 0.074

Solution: Since five entries are given, f(x) can be represented by a polynomial of degree four.
Hence f(x) = constant and
f(x) = 0

(as the interval of differencing is unity)

Now, putting x = 2 and x = 3, we get

Substituting the values of f (8), f (7), f (5), f (4) and f (2) we get,
and

Solving we get and .

Example 6. For a function ux,

Solution: Since eight entries are given, can be represented by a polynomial of degree 7, that
is,

( )
( )
(assuming the interval of differencing to be unity)

=0
Exercises

1. Evaluate the following:

(i) (ii) (iii) (iv)

(v) (vi) (vii) (viii)

(ix) (x)

2. Find from the following table:

1 2 3 4 5
7 12 29 64 123

3. Given, , find
4. Prove that
[Hint: Already proved ]

5. Find given =-3, .

6. Given that is a polynomial of second degree and =1,
Find the value of .