Numerical Analysis-2

Dr. S.D. Purohit

Department of HEAS (Mathematics), RTU Kota

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Some relation between various operators

Forward Difference Operator: ∆f (x) = f (x + h) − f (x)

Backword Difference Operator: ∇f (x) = f (x) − f (x − h)
Central Difference Operator: δf (x) = f (x + h/2) − f (x − h/2)
Shifting Operator: E n f (x) = f (x + nh)
f (x + h/2) + f (x − h/2)
Averaging Operator: µf (x) = .
2

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
We have ∆y0 = y1 − y0 = Ey0 − y0 = (E − 1)y0 , therefore

∆≡E−1

E ≡1+∆ .
We can now express any higher-order forward difference in terms of the
given function values. For example,

∆2 y0 = (E − 1)2 y0 = (E 2 − 2E + 1)y0 = y2 − 2y1 + y0 .

∆3 y0 = (E − 1)3 y0 = (E 3 − 3E 2 + 3E − 1)y0 = y3 − 3y2 + 3y1 − y0 .

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Again, we have ∇y1 = y1 − y0 = y1 − E −1 y1 = (1 − E −1 )y1 , therefore

∇ ≡ 1 − E −1

E −1 ≡ 1 − ∇ .
Further, we have
δy1/2 = y1 − y0 = E 1/2 y1/2 − E −1/2 y1/2 = (E 1/2 − E −1/2 )y1/2 , therefore

δ ≡ E 1/2 − E −1/2 .

Similarily, we get
E 1/2 + E −1/2
µ≡ .
2

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Relation between differential and various difference operators

Following the Taylor’s series expanssion, we have

h2 00 h3 000
f (x + h) = f (x) + hf 0 (x) + f (x) + f (x) + · · ·
2! 3!
Now, on using the relation Ef (x) = f (x + h), we can write

h2 00 h3 000
Ef (x) = f (x) + hf 0 (x) + f (x) + f (x) + · · ·
2! 3!
2
h 2 h3 3 d
= f (x) + hDf (x) + D f (x) + D f (x) + · · · (D ≡ )
2! 3! dx
2 3
(hD) (hD)
= f (x) + hDf (x) + f (x) + f (x) + · · ·
2! 3!
(hD)2 (hD)3
 
= 1 + hD + + + · · · f (x)
2! 3!
= ehD f (x)

Therefore
E ≡ ehD .

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Since E ≡ 1 + ∆, therefore

E = ehD = 1 + ∆

=⇒ hD = loge (1 + ∆)

1
=⇒ D = loge (1 + ∆)
h
On using the series expanssion, namely

x2 x3
loge (1 + x) = x − + − ··· ,
2 3
we can write

∆2 ∆3 ∆4
 
1
=⇒ D = ∆− + − + ···
h 2 3 4

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Since E −1 ≡ 1 − ∇, therefore

E −1 = e−hD = 1 − ∇

=⇒ −hD = loge (1 − ∇)

1
=⇒ D = − loge (1 − ∇)
h
On using the series expanssion, namely

x2 x3
loge (1 − x) = −x − − − ··· ,
2 3
we can write

∇2 ∇3 ∇4
 
1
=⇒ D = ∇+ + + + ···
h 2 3 4

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Moreover, we know that δ = E 1/2 − E −1/2 and E = ehD , therefore

δ = E 1/2 − E −1/2 = ehD/2 − e−hD/2

= eU − e−U (let hD/2 = U )
= 2 sinh U

Therefore,
δ = 2 sinh U, hD/2 = U .
Similarily
µ = cosh U, hD/2 = U .

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Example
Prove the following relations:
∆∇ = ∆ − ∇
∆ = ∇E = δE 1/2
(1 + ∆)(1 − ∇) = 1
∆ ∇
(∆ + ∇) = −
∇ ∆
1
δµ = {∆ + ∇}
2
1
µ = 1 + δ2
2
4
r
1 δ2
∆ = δ2 + δ 1 +
2 4
where symbols have their usual meanings.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Solution
We know that ∆ = E − 1 and ∇ = 1 − E −1 , therefore

LHS = ∆∇ = (E − 1)(1 − E −1 )
= E − 1 − 1 + E −1 = E + E −1 − 2
RHS = ∆ − ∇ = E − 1 − (1 − E −1 )
= E + E −1 − 2

Hence,
∆∇ = ∆ − ∇.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Solution
We know that ∆ = E − 1 and δ = E 1/2 − E −1/2 , therefore
r
1 δ2
RHS = δ 2 + δ 1 +
2 4
r
1 1/2 −1/2 2 1/2 −1/2 (E 1/2 − E −1/2 )2
= (E −E ) + (E −E ) 1+
2 4
r
1 −1
(E + E − 2)
= (E + E −1 − 2) + (E 1/2 − E −1/2 ) 1 +
2 4
r
E E −1 (E 1/2 + E −1/2 )2
= + − 1 + (E 1/2 − E −1/2 )
2 2 4
E E −1 (E 1/2
+ E −1/2
)
= + − 1 + (E 1/2 − E −1/2 )
2 2 2
E E −1 (E − E −1 )
= + −1+
2 2 2
= E − 1 = ∆ = LHS

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Example
Evaluate ∆{eax+b }.

Solution
By the definition of forward difference operator, we have

∆f (x) = f (x + h) − f (x).

Therefore,

∆{eax+b } = ea(x+h)+b − eax+b

= eax+b+ah − eax+b
= eax+b (eah − 1)

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Example
Evaluate the following:
∆{sin x}
∆{log x}
∆{abcx }
∆{10x3 }, h = 1
∆{tan−1 x}, h = 1

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Example
Evaluate ∆n {sin(ax + b)}.

Solution
We know that ∆{f (x)} = f (x + h) − f (x). Then

∆{sin(ax + b)} = sin[a(x + h) + b] − sin(ax + b)

= 2 sin(ah/2) cos [a(x + h/2) + b]
 
ah + π
= 2 sin(ah/2) sin ax + b +
2
Again,

∆2 {sin(ax + b)} = ∆[∆{sin(ax + b)}]

  
ah + π
= ∆ 2 sin(ah/2) sin ax + b +
2
  
ah + π
= 2 sin(ah/2)∆ sin ax + b +
2
 
ah + π
= 22 sin2 (ah/2) sin ax + b + 2( ) .
2

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Solution
Following the similar process, we get
 
ah + π
∆3 {sin(ax + b)} = 23 sin3 (ah/2) sin ax + b + 3( )
2
···
 
n n n ah + π
∆ {sin(ax + b)} = 2 sin (ah/2) sin ax + b + n( ) .
2

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Example
Evaluate the following:
∆2 {3ex }, h = 1
∆2 {cos 2x}
∆n {eax+b }
∆n {cos(ax + b)}.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Basic properties of forward difference operator ∆

∆{C} = 0

∆{af (x) + bg(x)} = a∆{f (x)} + b∆{g(x)}

∆{af (x) − bg(x)} = a∆{f (x)} − b∆{g(x)}

∆{f (x)g(x)} = f (x)∆{g(x)} + g(x + h)∆{f (x)}

= f (x + h)∆{g(x)} + g(x)∆{f (x)}

f (x) g(x)∆{f (x)} − f (x)∆{g(x)}

∆{ }=
g(x) g(x)g(x + h)

∆m {∆n f (x)} = ∆m+n {f (x)}

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Example
Evaluate the following:
∆{x + sin 2x}
∆{eax log bx}
∆{x cos x}
2x
∆{ }, h = 1
(x + 1)!
2x
∆{tan−1 x + }, h = 1
(x + 1)!
cos x
∆{ 2 }
x

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Solution
Let f (x) = eax and g(x) = log bx, then by using the definition
∆f (x) = f (x + h) − f (x), we have

∆{eax } = ea(x+h) − eax = eax (eah − 1)

b(x + h)
∆{log bx} = log b(x + h) − log bx = log
bx
h
= log(1 + )
x
Now, on using the formula

∆{f (x)g(x)} = f (x)∆{g(x)} + g(x + h)∆{f (x)},

we have
h
∆{eax log bx} = eax log(1 + ) + log b(x + h) eax (eah − 1).
x

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Solution
Let f (x) = 2x and g(x) = (x + 1)!, then by using the definition
∆f (x) = f (x + 1) − f (x) (as given that h = 1), we have

∆{2x } = 2(x+1) − 2x = 2x (2 − 1) = 2x
∆{(x + 1)!} = (x + 1 + 1)! − (x + 1)! = (x + 2)! − (x + 1)!
= (x + 2)(x + 1)! − (x + 1)! = (x + 1)![x + 2 − 1]
= (x + 1)(x + 1)!

f (x) g(x)∆{f (x)} − f (x)∆{g(x)}

Now, on using the formula ∆{ }= , we
g(x) g(x)g(x + 1)
have
2x (x + 1)! 2x − 2x (x + 1)(x + 1)!
∆{ }=
(x + 1)! (x + 1)!(x + 2)!
(x + 1)! 2x [1 − (x + 1)]
=
(x + 1)!(x + 2)!
−x2x
= .
(x + 2)!

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Example
Prove that
∆2 Eex
 
ex = ex ,
E ∆2 ex
where the interval of differencing being h.

Solution
By the definition of forward difference operator, we have
∆f (x) = f (x + h) − f (x). Therefore,

∆{ex } = e(x+h) − ex = ex (eh − 1)

∆2 {ex } = ∆[∆{ex }] = ∆[ex (eh − 1)]
= (eh − 1)∆[ex ] = (eh − 1)2 ex

Also, using the definition Ef (x) = f (x + h), we have

Eex = ex+h .

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Solution
Further,

∆2 (E − 1)2 E 2 − 2E + 1
     
ex = ex = ex
E E E
= {E − 2 + E −1 }ex
= ex+h − 2ex + ex−h
= ex−h (e2h − 2eh + 1)
= ex−h (eh − 1)2 .

Now, on considering the right-hand-side, we get

 2
∆ Eex ex+h
ex 2 x = ex−h (eh − 1)2
E ∆ e (eh − 1)2 ex
= ex

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Example
∆2
   
∆
Evaluate (a) x3 (h = 1) (b) sin x.
E E

Example
Prove that
∆2 sin(x + h)
 
∆
sin(x + h) + = 2(cos h − 1)[sin(x + h) + 1]
E E sin(x + h)
where the interval of differencing being h.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Example
Giventhat u0 = 3, u1 = 12, u2 = 81, u3 = 2000, u4 = 100, u5 = 8, then find
∆5 u0 .

Example
Prove that  
∆f (x)
∆ log f (x) = log 1 + .
f (x)

Example
Evaluate
(∆ + 1)(2∆ − 1){x2 + 2x + 1}.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Differences of a polynomial
Let y = f (x) be a polynomial of the nth degree so that

y(x) = a0 xn + a1 xn−1 + a2 xn−2 + · · · + an−1 x + an ,

then

y(x + h) = a0 (x + h)n + a1 (x + h)n−1 + a2 (x + h)n−2 + · · · + an−1 (x + h) + an .

Hence, we have

y(x + h) − y(x) = a0 [(x + h)n − xn ] + a1 [(x + h)n−1 − xn−1 ] + · · ·

0 0
= a0 (nh)xn−1 + a1 xn−2 + · · · + an ,
0 0 0
where a1 , a2 , · · · , an are the new coefficients. The above equation can be
written as 0 0
∆y(x) = a0 (nh)xn−1 + a1 xn−2 + · · · + an
which shows that the first difference of a polynomial of the nth degree is a
polynomial of degree (n − 1).

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Similarly, the second difference will be a polynomial of degree (n − 2), and
the coefficient of xn−2 will be a0 n(n − 1)h2 . Thus the nth difference is
a0 n!hn , which is a constant.

∆n {y(x)} = a0 n!hn .

Hence, the (n + 1)th, and higher differences of a polynomial of

nth degree will be zero.
Conversely, if the nth differences of a tabulated functions are constant and
the (n + 1)th, (n + 2)th,..., differences all vanish, then the tabulated
function represents a polynomial of degree n.
Note: These results hold good only if the values of x are equally spaced.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Example
Evaluate ∆3 (1 − x)(1 − 2x)(1 − 3x), taking h = 1.

Solution
Let f (x) = (1 − x)(1 − 2x)(1 − 3x) = −6x3 + 11x2 − 6x + 1.
It is a polynomial of degree 3. Therefore,

∆3 {f (x)} = ∆3 {−6x3 + 11x2 − 6x + 1}

= −6∆3 {x3 } + 11∆3 {x2 } − 6∆3 {x} + ∆3 {1}
= (−6) (3!) (1)3 = −36, (as h = 1.)

Example
Evaluate ∆10 (1 − ax)(1 − bx2 )(1 − cx3 )(1 − dx4 ), if h = 1.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Example

Find the missing term in the following table:

x 0 1 2 3 4
y 1 3 9 - 81

Explain why the results differs from 33 = 27.

Solution
Given:
x0 x1 x2 x3 x4
x 0 1 2 3 4
y 1 3 9 - 81
y0 y1 y2 y3 y4
Since four points are given, the given data can be approximated by a third
degree polynomial in x. Hence ∆4 y0 = 0.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Solution
Substituting ∆ = E − 1 and simplifying, we get

(E − 1)4 y0 = (E 4 − 4E 3 + 6E 2 − 4E + 1)y0 = 0
E 4 y0 − 4E 3 y0 + 6E 2 y0 − 4Ey0 + y0 = 0
y4 − 4y3 + 6y2 − 4y1 + y0 = 0.

Substituting the values of y0 , y1 , y2 and y4 , we get

y3 = 31.

The tabulated function is 3x and the exact value of y(3) is 27. The error is
due to the fact that the exponential function 3x is approximated by means of
a polynomial in x of degree 3.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Example
Find the missing terms in the following table:
x 1 2 3 4 5 6 7 8
y 1 8 - 64 - 216 343 512

Solution
x0 x1 x2 x3 x4 x5 x6 x7
x 1 2 3 4 5 6 7 8
y 1 8 - 64 - 216 343 512
y0 y1 y2 y3 y4 y5 y6 y7

Since six points are given, the given data can be approximated by a fifth
degree polynomial in x. Hence,

∆6 f (x) = ∆6 yx = 0
(E − 1)6 yx = 0
(E 6 − 6E 5 + 15E 4 − 20E 3 + 15E 2 − 6E + 1)yx = 0

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Solution

yx+6 − 6yx+5 + 15yx+4 − 20yx+3 + 15yx+2 − 6yx+1 + yx = 0

On setting x = 0 and x = 1, we obtain

y6 − 6y5 + 15 y4 − 20y3 + 15 y2 − 6y1 + y0 = 0

and
y7 − 6y6 + 15y5 − 20 y4 + 15y3 − 6 y2 + y1 = 0.

Now, on using the values from table, we obtain

y4 + y2 = 152
and
10y4 + 3y2 = 1331.

Therefore, on solving the system of eqauions, we get

y2 = 27 and y4 = 125.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Example
Find the missing term in the following table:
x 1 2 3 4 5
y 7 - 13 21 37

Hint: ∆4 f (x) = 0.

Example
Find the missing term in the sequence 8, 12, ?, 20, 29.

Example
Find the missing term in the following:
x 0 5 10 15 20 25 30
y 1 3 - 73 225 - 1153

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Example
Show that
x2 2 x2
 
ex u0 + x∆u0 + ∆ u0 + · · · = u0 + u1 x + u2 + ··· .
2! 2!

Solution
To prove the result, we start with L.H.S.

x2 2 x2 2
   
ex u0 + x∆u0 + ∆ u0 + · · · = ex 1 + x∆ + ∆ + · · · u0
2! 2!
= ex ex∆ u0 = ex(1+∆) u0 = exE u0
x2 2
 
= 1 + xE + E + · · · u0
2!
x2
= u0 + u1 x + u2 + ··· ,
2!
which is the required result.

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Example
Show that
x x2 x3
u 1 x + u 2 x2 + u 3 x3 + · · · = u1 + ∆u1 + ∆2 u1 + · · ·
1−x (1 − x) 2 (1 − x)3

Example
Show that

u0 +n C1 u1 x +n C2 u2 x2 + · · · + un xn = (1 + x)n u0 +n C1 (1 + x)n−1 x∆u0

+n C2 (1 + x)n−2 x2 ∆2 u0 + · · · + xn ∆n u0

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
Example
Show that

u0 +x C1 ∆u1 +x C2 ∆2 u2 + · · · + ∆x ux = ux +x C1 ∆2 ux−1 +x C2 ∆4 ux−2

+ · · · + ∆2x u0 .

Example
Show that

ux = ux−1 + ∆ux−2 + ∆2 ux−3 + · · · + ∆n−1 ux−n + ∆n ux−n .

Example
Show that

u0 + u1 + u2 + · · · + un =n+1 C1 u0 +n+1 C2 ∆u0 +n+1 C3 ∆2 u0 + · · · + ∆n u0 .

Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)