Are Taken at Equidistance That Is,: Chapter Four Finite Differences
Are Taken at Equidistance That Is,: Chapter Four Finite Differences
Finite Differences
Introduction:
Consider a function 𝑦 = 𝑓 (𝑥) defined on (a, b), 𝑥 and 𝑦 are the independent and dependent
variables respectively. If the points 𝑥𝑜 , 𝑥1 , … . , 𝑥𝑛 are taken at equidistance that is, 𝑥𝑖 = 𝑥𝑜 + 𝑖ℎ,
for 𝑖 = 0, 1, 2, … . , 𝑛, then the value of y, when 𝑥 = 𝑥𝑖 , is denoted by 𝑦𝑖 , where 𝑦𝑖 = 𝑓(𝑥𝑖 ).
Here, the values of x are called arguments and the values of y are called as entries. The interval h
is called the difference interval. The differences 𝑦1 – 𝑦𝑜 , 𝑦2 – 𝑦1 , … , 𝑦𝑛 – 𝑦𝑛−1 are called the first
differences of the function 𝑦 and are denoted by ∆𝑦𝑜 , ∆𝑦1 , … , ∆𝑦𝑛−1 etc. That is
∆𝑦𝑜 = 𝑦1 – 𝑦𝑜 , ∆𝑦1 = 𝑦2 – 𝑦1 , …, ∆𝑦𝑛−1 = 𝑦𝑛 – 𝑦𝑛−1 (4.1)
The symbol ∆ in these equations is called the difference operator.
Finite differences deal with the changes that take place in the value of a function f(x) due to finite
changes in x. Finite difference operators include, forward difference operator, backward difference
operator, shift operator, central difference operator and mean operator.
4.1. Shift Operators
Actvity4.1: Let 𝑓(𝑥) = 𝑥 2 + 2𝑥 − 4. Find 𝑓(𝑥 + ℎ), 𝑓(𝑥 + 2ℎ) and 𝑓(𝑥 + 3ℎ).
Shift operator, E:
Definition 4.1. The shift operator 𝐸 of a function 𝑓 denoted by 𝐸𝑓(𝑥) is defined as
𝐸𝑓 (𝑥) = 𝑓 (𝑥 + ℎ) or 𝐸𝑦𝑖 = 𝑦𝑖+1
Hence, shift operator shifts the function value 𝑦𝑖 to the next higher value 𝑦𝑖+1. The second shift
operator is given as follow.
𝐸 2 𝑓(𝑥) = 𝐸[𝐸𝑓(𝑥)] = 𝐸[𝑓(𝑥 + ℎ)] = 𝑓(𝑥 + 2ℎ)
E is linear and obeys the law of indices. And hence the generalized shift operator is given by
𝑬𝒏 𝒇 (𝒙) = 𝒇 (𝒙 + 𝒏𝒉) 𝒐𝒓 𝑬𝒏 𝒚𝒊 = 𝒚𝒊+𝒏𝒉
The inverse shift operator denoted by 𝐸 −1 is defined as
𝐸 −1 𝑓 (𝑥) = 𝑓 (𝑥 – ℎ)
In a similar manner, second and higher inverse operators are given by
𝐸 −2 𝑓 (𝑥) = 𝑓 (𝑥 – 2ℎ) and 𝐸 −𝑛 𝑓(𝑥) = 𝑓 (𝑥 – 𝑛ℎ)
The more general form of shift operator 𝐸 is given by
𝑬𝒓 𝒇 (𝒙) = 𝒇 (𝒙 + 𝒓𝒉)
Where 𝑟a nonzero rational number (that is, 𝑟 is positive as well as negative rationals).
Example4.1: Let 𝑓(𝑥) = 𝑥 2 + 3𝑥. Find the first three shift operators.
Solution: the first three shift operators are 𝐸𝑓(𝑥), 𝐸 2 𝑓(𝑥)𝑎𝑛𝑑 𝐸 3 𝑓(𝑥). Thus
𝐸𝑓(𝑥) = 𝑓(𝑥 + ℎ) = (𝑥 + ℎ)2 + 3(𝑥 + ℎ)
= 𝑥 2 + 2𝑥ℎ + ℎ2 + 3𝑥 + 3ℎ = 𝑥 2 + 3𝑥 + 2𝑥ℎ + ℎ2 + 3ℎ
𝐸 2 𝑓(𝑥) = 𝐸𝑓(𝑥 + ℎ) = 𝑓(𝑥 + 2ℎ) = (𝑥 + 2ℎ)2 + 3(𝑥 + 2ℎ)
= 𝑥 2 + (4ℎ + 3)𝑥 + 4ℎ2 + 6ℎ
And 𝐸 3 𝑓(𝑥) = 𝐸 2 𝑓(𝑥 + ℎ) = 𝐸𝑓(𝑥 + 2ℎ) = 𝑓(𝑥 + 3ℎ) = (𝑥 + 3ℎ)2 + 3(𝑥 + 3ℎ)
= 𝑥 2 + (6ℎ + 3)𝑥 + 9ℎ(ℎ − 1)
Average operator, 𝜇: The average operator 𝜇 is defined as
1
𝜇𝑓(𝑥) = [ 𝑓(𝑥 + ℎ /2 ) + 𝑓( 𝑥 − ℎ/2)]
2
That is 𝜇𝑦𝑖 = [𝑦𝑖+1/2 + 𝑦𝑖−1/2 ]
4.2. Forward difference operators
Definition 4.2.: The forward difference or simply difference operator is denoted by ∆ and is
defined as ∆𝑓(𝑥) = 𝑓(𝑥 + ℎ) – 𝑓(𝑥)
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or writing in terms of 𝑦, at 𝑥 = 𝑥𝑖, this above equation becomes
∆ 𝑓(𝑥𝑖 ) = 𝑓(𝑥𝑖 + ℎ) – 𝑓(𝑥𝑖 ) or ∆𝑦𝑖 = 𝑦𝑖+1 − 𝑦𝑖 , 𝑖 = 0, 1, 2, … . , 𝑛 – 1
The differences of the first differences are called the second differences and they are denoted by
∆2 𝑦𝑜 , ∆2 𝑦1 , … . , ∆2 𝑦𝑛−1 .
Hence ∆𝑦𝑜 = 𝑦1 − 𝑦𝑜 , ∆𝑦1 = 𝑦2 − 𝑦1 , . . ., ∆𝑦𝑛−1 = 𝑦𝑛 − 𝑦𝑛−1
2
∆ 𝑦𝑜 = ∆𝑦1 – ∆𝑦𝑜 = (𝑦2 – 𝑦1 ) – (𝑦1 – 𝑦𝑜 ) = 𝑦2 – 2𝑦1 + 𝑦𝑜
∆2 𝑦1 = ∆𝑦2 – ∆𝑦1 = (𝑦3 – 𝑦2 ) – (𝑦2 – 𝑦1 ) = 𝑦3 – 2𝑦2 + 𝑦1
∆3 𝑦𝑜 = ∆2 𝑦1 – ∆2 𝑦𝑜 = (𝑦3 – 2𝑦2 + 𝑦1 ) – (𝑦2 – 2𝑦1 + 𝑦𝑜 ) = 𝑦3 – 3𝑦2 + 3𝑦1 – 𝑦𝑜
∆3 𝑦1 = 𝑦4 – 3𝑦3 + 3 𝑦2 – 𝑦1 , etc.
In general, we have
∆𝑛+1 𝑓 (𝑥) = ∆[∆𝑛 𝑓 (𝑥)], 𝑖. 𝑒. , ∆𝑛+1 𝑦𝑖 = ∆[∆𝑛 𝑦𝑖 ], 𝑛 = 0, 1, 2, ….
Also, ∆𝒏+𝟏 𝒇 (𝒙) = ∆𝒏 [𝒇 (𝒙 + 𝒉) – 𝒇 (𝒙)] = ∆𝒏 𝒇 (𝒙 + 𝒉) – ∆𝒏 𝒇 (𝒙)
and ∆𝒏+𝟏 𝒚𝒊 = ∆𝒏 𝒚𝒊+𝟏 − ∆𝒏 𝒚𝒊 , 𝒏 = 𝟎, 𝟏, 𝟐, ….
Where ∆ is call an identity operator. That is ∆0 𝑓(𝑥) = 𝑓(𝑥) 𝑎𝑛𝑑 ∆1 = ∆
0
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30 0.518
The backward differences written in a tabular form is shown in Table 4.4 below. In Table 4.4, the
differences ∇n 𝑦 with a fixed subscript ‘𝑖’ lie along the diagonal upward sloping.
Table 4.4: Backward difference table
𝑥 𝑦 ∇𝑦 ∇2 y ∇3 y ∇4 y
𝑥0 𝑦0
∇𝑦1
𝑥1 𝑦1 ∇2 y2
∇𝑦2 ∇3 y3
𝑥2 𝑦2 ∇2 y3 ∇4 y4
3
∇𝑦3 ∇ y4
2
𝑥3 𝑦3 ∇ y4
∇𝑦4
𝑥4 𝑦4
Table 4.4 is called the backward difference or horizontal table.
Example 4.3:
1. Construct the backward difference table of the following and find ∇2 y2 , ∇2 y3 and ∇3 y3 .
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𝑥 0 10 20 30
𝑦 0 0.174 0.347 0.518
Solution: The backward difference of this problem is given as follow.
Table 4.5: backward difference table
𝑥 𝑦 ∇𝑦 ∇2 y ∇3 y
0 0
0.174
10 0.174 −0.001
0.173 −0.001
20 0.347 −0.002
0.171
30 0.518
Here ∇2 y2 = −0.001, ∇2 y3 = −0.002 and ∇3 y3 = −0.001.
2. Obtain the backward differences for the function 𝑓 (𝑥) = 𝑥 3 from 𝑥 = 1 to 1.05 to two
decimals chopped and find ∇𝑦5 , ∇2 𝑦5 , ∇3 𝑦5 , ∇4 𝑦5 𝑎𝑛𝑑 ∇5 𝑦5 .
Solution: The backward difference table is computed as below.
Table 4.6: backward difference table
𝑥 𝑦 ∇𝑦 ∇2 𝑦 ∇3 𝑦 ∇4 𝑦 ∇5 𝑦
1.00 1
0.030
1.01 1.030 0.001
0.031 −0.001
1.02 1.061 0.000 0.002
0.031 0.001 −0.003
1.03 1.092 0.001 −0.001
Here, 0.032 0.000 ∇𝑦5 =
1.04 1.124 0.001 0.033, ∇2 𝑦5 =
0.033 0.001, ∇3 𝑦5 =
1.05 1.157 0.000, ∇4 𝑦5 =
−0.001, ∇5 𝑦5 = −0.003
3. Find the missing term in the table below.
𝑥 0 1 2 3 4
𝑦 3 2 3 ? 11
Solution: Let the missing term be 𝑎, then using backward difference table, we have;
Table 4.7: backward difference
𝑥 𝑦 ∇𝑦 ∇2 𝑦 ∇3 𝑦 ∇4 𝑦
0 3
−1
1 2 2
1 𝑎−6
2 3 𝑎−4
𝑎−3 18 − 4𝑎
3 𝑎 14 − 2𝑎
11 − 𝑎
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4 11
From the table we see that 𝑎 − 6 = 0, and hence the missing term is 6.
Exercise 4.3:
1. Construct a backward difference table for the following data.
𝑥 45 55 65 75
𝑦 20 60 120 180
2. If 𝑚 is a positive integer and the interval of differencing is 1, show that 𝑥 𝑚 = 𝑥(𝑥 − 1) … [𝑥 −
(𝑥 − 1)].
3. Find the missing term in the table below.
𝑥 0 1 2 3 4
𝑦 1 3 13 ? 81
4.4. Central difference operators
Activity 4.4: Let 𝑓(𝑥) = 𝑒 𝑥 + 2. Compute 𝑓(𝑥 + ℎ/2) − 𝑓(𝑥 − ℎ/2) for ℎ = 0, 1, 2, 3.
Definition 4.4: The central difference operator is denoted by the symbol 𝛿 and is defined by
𝛿 𝑓 (𝑥) = 𝑓 (𝑥 + ℎ/2) – 𝑓 (𝑥 – ℎ/2)
where h is the interval of differencing.
In terms of 𝑦, the first central difference is written as
𝛿𝑦𝑖 = 𝑦𝑖+1/2 – 𝑦𝑖−1/2
where 𝑦𝑖+1/2 = 𝑓 (𝑥𝑖 + ℎ/2) 𝑎𝑛𝑑 𝑦𝑖−1/2 = 𝑓 (𝑥𝑖 – ℎ/2).
Hence 𝜹𝒚𝟏/𝟐 = 𝒚𝟏 − 𝒚𝒐 , 𝜹𝒚𝟑/𝟐 = 𝒚𝟐 − 𝒚𝟏 , … , 𝜹𝒚𝒏−𝟏/𝟐 = 𝒚𝒏 − 𝒚𝒏−𝟏 .
The second central differences are given by
𝛿 2 𝑦𝑖 = 𝛿𝑦𝑖+1/2 − 𝛿𝑦𝑖−1/2 = (𝑦𝑖+1 − 𝑦𝑖 ) − (𝑦𝑖 − 𝑦𝑖−1 ) = 𝑦𝑖+1 − 2𝑦𝑖 + 𝑦𝑖−1
In general: 𝜹𝒏 𝒚𝒊 = 𝜹𝒏−𝟏 𝒚𝒊+𝟏/𝟐 − 𝜹𝒏−𝟏 𝒚𝒊−𝟏/𝟐 .
The central difference table for the seven arguments 𝑥0 , 𝑥1 , … , 𝑥6 is given in table 4.7.
Table 4.8 central difference table
𝑥 𝑦 𝛿𝑦 𝛿 2𝑦 𝛿 3𝑦 𝛿 4𝑦 𝛿 5𝑦 𝛿 6𝑦
𝑥0 𝑦0
𝛿𝑦1/2
𝑥1 𝑦1 𝛿 2 𝑦1
𝛿𝑦3/2 𝛿 3 𝑦3/2
𝑥2 𝑦2 𝛿 2 𝑦2 𝛿 4 𝑦2
𝛿𝑦5/2 𝛿 3 𝑦5/2 𝛿 5 𝑦5/2
𝑥3 𝑦3 𝛿 2 𝑦3 𝛿 4 𝑦3 𝛿 6 𝑦3
𝛿𝑦7/2 𝛿 3 𝑦7/2 𝛿 5 𝑦7/2
𝑥4 𝑦4 𝛿 2 𝑦4 𝛿 4 𝑦4
3
𝛿𝑦9/2 𝛿 𝑦9/2
2
𝑥5 𝑦5 𝛿 𝑦5
𝛿𝑦11/2
𝑥6 𝑦6
It is noted in table 4.7 that all the odd differences have fraction suffices and all the even differences
are integral suffices.
Exercise 4.4:
1. Construct the central difference table for
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𝑥 1 2 3 4 5
𝑦 4 6 9 12 17
2. Let 𝑓(𝑥) = 𝑥𝑠𝑖𝑛𝑥. Formulate the central difference table for 𝑥 = 0, 2, 4, 6, 8, 10.
4.5. Properties of the operators
Activity 4.5: 1. Let 𝑓(𝑥) = 6, find ∆𝑓(𝑥).
2. Let 𝑓(𝑥) = 𝑥 2 + 5𝑥 + 3. Compute ∆𝐸𝑓(𝑥).
Properties of ∆.
1. If 𝑐 is a constant then ∆𝑐 = 0.
2. ∆[𝑓(𝑥) ± 𝑔(𝑥)] = ∆𝑓(𝑥) ± ∆𝑔(𝑥)
3. ∆[𝑐𝑓(𝑥)] = 𝑐∆𝑓(𝑥), for a constant 𝑐.
4. If 𝑚 and 𝑛 are positive integers, then ∆𝑚 ∆𝑛 𝑓(𝑥) = ∆𝑚+𝑛 𝑓(𝑥)
5. ∆[𝑓(𝑥)𝑔(𝑥)] = 𝑓(𝑥)∆𝑔(𝑥) + 𝑔(𝑥)∆𝑓(𝑥)
𝑓(𝑥) 𝑔(𝑥)∆𝑓(𝑥)−𝑓(𝑥)∆𝑔(𝑥)
6. ∆ [𝑔(𝑥)] = 𝑔(𝑥)𝑔(𝑥+ℎ)
Proof (1): Let 𝑓(𝑥) = 𝑐
Hence 𝑓(𝑥 + ℎ) = 𝑐, ℎ is the interval of differencing.
Then ∆𝑓(𝑥) = 𝑓(𝑥 + ℎ) − 𝑓(𝑥) = 𝑐 − 𝑐 = 0 or
∆𝑐 = 0
Proof (2): ∆[𝑓(𝑥) + 𝑔(𝑥)] = [𝑓(𝑥 + ℎ) + 𝑔(𝑥 + ℎ)] − [𝑓(𝑥) + 𝑔(𝑥)]
= 𝑓(𝑥 + ℎ) − 𝑓(𝑥) + 𝑔(𝑥 + ℎ) − 𝑔(𝑥)
= ∆𝑓(𝑥) + ∆𝑔(𝑥)
Similarly: ∆[𝑓(𝑥) − 𝑔(𝑥)] = ∆𝑓(𝑥) − ∆𝑔(𝑥)
and hence ∆[𝑓(𝑥) ± 𝑔(𝑥)] = ∆𝑓(𝑥) ± ∆𝑔(𝑥)
Proof (3): ∆[𝑐𝑓(𝑥)] = [𝑐𝑓(𝑥 + ℎ) − 𝑐𝑓(𝑥)]
= 𝑐[𝑓(𝑥 + ℎ) − 𝑓(𝑥)]
= 𝑐∆𝑓(𝑥)
𝑚 𝑓𝑎𝑐𝑡𝑜𝑟𝑠 𝑛 𝑓𝑎𝑐𝑡𝑜𝑟𝑠
Proof (4) 𝑚 𝑛 ⏞
∆ ∆ 𝑓(𝑥) = (∆×∆× ⏞
…×∆) (∆×∆× …×∆) 𝑓(𝑥)
𝑚+𝑛 𝑓𝑎𝑐𝑡𝑜𝑟𝑠
⏞
= (∆×∆×∆× …×∆) 𝑓(𝑥)
= ∆𝑚+𝑛 𝑓(𝑥)
Similarly we can prove (5) and (6).
Relations between the operators
Summary of operators
operators Definition
Forward difference operator ∆ ∆𝑓(𝑥) = 𝑓(𝑥 + ℎ) – 𝑓(𝑥)
Backward difference operator ∇ ∇𝑓(𝑥) = 𝑓(𝑥 + ℎ) – 𝑓(𝑥)
Central difference operator 𝛿 𝛿 f(𝑥) = 𝑓(𝑥 + ℎ⁄2) – 𝑓(𝑥 − ℎ⁄2)
Shift operator E 𝐸𝑓(𝑥) = 𝑓(𝑥 + ℎ)
Average operator 𝜇 𝜇 f(𝑥) = 0.5[𝑓(𝑥 + ℎ⁄2)– 𝑓(𝑥 − ℎ⁄2)]
1. For the operators ∆ and 𝐸, we have the following.
∆= 𝐸 − 1 and 𝐸 = ∆ + 1
Proof: ∆𝑓(𝑥) = 𝑓(𝑥 + ℎ) − 𝑓(𝑥) and 𝐸𝑓(𝑥) = 𝑓(𝑥 + ℎ)
This implies that ∆𝑓(𝑥) = 𝐸𝑓(𝑥) − 𝑓(𝑥)
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= (𝐸 − 1)𝑓(𝑥)
⟹ ∆= 𝐸 − 1
And 𝐸 =∆+1
2. 𝐸∆𝑓(𝑥) = 𝐸(𝑓(𝑥 + ℎ) − 𝑓(𝑥)) = 𝐸𝑓(𝑥 + ℎ) − 𝐸𝑓(𝑥)
= 𝑓(𝑥 + 2ℎ) − 𝑓(𝑥 + ℎ)
= ∆𝑓(𝑥 + ℎ)
= ∆𝐸𝑓(𝑥)
𝐸∆= ∆𝐸
Hence 𝐸∆= ∆𝐸
∆𝑓(𝑥)
Example 4.5: Show that ∆log𝑓(𝑥) = log(1 + 𝑓(𝑥) ).
Solution: Let ℎ be the interval of differencing
𝑓(𝑥 + ℎ) = 𝐸𝑓(𝑥) = (∆ + 1)𝑓(𝑥) = ∆𝑓(𝑥) + 𝑓(𝑥)
𝑓(𝑥+ℎ) ∆𝑓(𝑥)
⟹ = 𝑓(𝑥) + 1
𝑓(𝑥)
Taking logarithms on both sides we get
𝑓(𝑥 + ℎ) ∆𝑓(𝑥)
log [ ] = log [1 + ]
𝑓(𝑥) 𝑓(𝑥)
∆𝑓(𝑥)
⟹ log𝑓(𝑥 + ℎ) − log𝑓(𝑥) = log [1 + ]
𝑓(𝑥)
∆𝑓(𝑥)
⟹ ∆log𝑓(𝑥) = log [1 + ]
𝑓(𝑥)
∆2
Example 4.5: Evaluate ( 𝐸 )𝑥 3
∆2
Solution: Let ℎ be the interval of differencing: ( 𝐸 ) 𝑥 3 = (∆2 𝐸 −1 )𝑥 3
= (𝐸 − 1)2 𝐸 −1 𝑥 3 (Since ∆= 𝐸 − 1)
= (𝐸 2 − 2𝐸 + 1)𝐸 −1 𝑥 3
= (𝐸 − 2 + 𝐸 −1 )𝑥 3
= 𝐸𝑥 3 − 2𝑥 3 + 𝐸 −1 𝑥 3
= (𝑥 + ℎ)3 − 2𝑥 3 + (𝑥 − ℎ)3
= 6𝑥ℎ
∆2
Note: If ℎ = 1, then ( 𝐸 ) 𝑥 3 = 6𝑥
∆2 𝐸𝑒 𝑥
Example 4.6: Prove that 𝑒 𝑥 = 𝐸 𝑒 𝑥 ∙ ∆2 𝑒 𝑥 , the interval of differencing being ℎ.
Solution: We know that: 𝐸𝑓(𝑥) = 𝑓(𝑥 + ℎ), then 𝐸𝑒 𝑥 = 𝑒 𝑥+ℎ
Again ∆𝑒 𝑥 = 𝑒 𝑥+ℎ − 𝑒 𝑥 = 𝑒 𝑥 (𝑒 ℎ − 1)
⟹ ∆2 𝑒 𝑥 = 𝑒 𝑥 ∙ (𝑒 ℎ − 1)2
∆2
Hence ( 𝐸 ) 𝑒 𝑥 = (∆2 𝐸 −1 )𝑒 𝑥 = ∆2 𝑒 𝑥−ℎ = 𝑒 −ℎ (∆2 𝑒 𝑥 )
= 𝑒 −ℎ 𝑒 𝑥 (𝑒 ℎ − 1)2
𝑒 𝑥+ℎ
Therefore, the right hand side = 𝑒 −ℎ 𝑒 𝑥 (𝑒 ℎ − 1) 𝑒 𝑥 (𝑒 ℎ −1) = 𝑒 𝑥
Relation between 𝑬 and 𝛁: ∇𝑓(𝑥) = 𝑓(𝑥) − 𝑓(𝑥 − ℎ) = 𝑓(𝑥) − 𝐸 −1 𝑓(𝑥)
⟹ ∇= 1 − 𝐸 −1
𝐸−1
⟹ ∇= 𝐸
Example 4.7: Prove that (a) (1 + ∆)(1 − ∇) = 1 (b) ∆∇= ∆ − ∇
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Solution: a) (1 + ∆)(1 − ∇)𝑓(𝑥) = 𝐸𝐸 −1 𝑓(𝑥)
= 𝐸𝑓(𝑥 − ℎ)
= 𝑓(𝑥) = 1 ∙ 𝑓(𝑥)
Thus (1 + ∆)(1 − ∇) = 1.
b) ∆∇𝑓(𝑥) = (𝐸 − 1)(1 − 𝐸 −1 )𝑓(𝑥)
= (𝐸 − 1)[𝑓(𝑥) − 𝑓(𝑥 − ℎ)]
And (∆ − ∇)𝑓(𝑥) = ((𝐸 − 1) − (1 − 𝐸 −1 ))𝑓(𝑥)
= (𝐸 − 1)[𝑓(𝑥) − 𝑓(𝑥 − ℎ)]
Therefore ∆∇= ∆ − ∇.
1. 𝛿 = 𝐸1/2 − 𝐸 −1/2
Proof: We know that 𝛿[𝑓(𝑥)] = 𝑓(𝑥 + ℎ/2) − 𝑓(𝑥 − ℎ/2)
= 𝐸1/2 𝑓(𝑥) − 𝐸 −1/2 𝑓(𝑥)
= (𝐸1/2 − 𝐸 −1/2 )𝑓(𝑥)
Which implies that 𝛿 = 𝐸1/2 − 𝐸 −1/2.
2. ∆= 𝐸∇= ∇𝐸 = 𝛿𝐸1/2
Proof: 𝐸∇𝑓(𝑥) = 𝐸[𝑓(𝑥) − 𝑓(𝑥 − ℎ)]
= 𝐸𝑓(𝑥) − 𝐸𝑓(𝑥 − ℎ)
= 𝑓(𝑥 + ℎ) − 𝑓(𝑥) = ∆𝑓(𝑥)
Thus 𝐸∇= ∆ --------------------------------------------------------- (1)
Again ∇𝐸𝑓(𝑥) = ∇𝑓(𝑥 + ℎ)
= 𝑓(𝑥 + ℎ) − 𝑓(𝑥) = ∆𝑓(𝑥)
Hence we have ∇𝐸 = ∆ ---------------------------------------------------------- (2)
Also 𝛿𝐸1/2 𝑓(𝑥) = 𝛿𝑓(𝑥 + ℎ/2)
= 𝑓(𝑥 + ℎ) − 𝑓(𝑥) = ∆𝑓(𝑥)
Which implies 𝛿𝐸1/2 = ∆ -------------------------------------------------------------- (3)
From (1), (2) and (3), we have that ∆= 𝐸∇= ∇𝐸 = 𝛿𝐸1/2
3. ∆∇= ∇∆= 𝛿 2
Proof: Since ∆∇𝑓(𝑥) = ∆[𝑓(𝑥) − 𝑓(𝑥 − ℎ)]
= ∆𝑓(𝑥) − ∆𝑓(𝑥∆ − ℎ)
= [𝑓(𝑥 + ℎ) − 𝑓(𝑥)] − [𝑓(𝑥) − 𝑓(𝑥 − ℎ)]
= 𝛿𝑓(𝑥 + ℎ/2) − 𝛿𝑓(𝑥 − ℎ/2)
= 𝛿 2 𝑓(𝑥)
⟹ ∆∇= 𝛿 2 --------------------------------------------------------------- (1)
Also ∇∆𝑓(𝑥) = ∇[𝑓(𝑥 + ℎ) − 𝑓(𝑥)]
= ∇𝑓(𝑥 + ℎ) − ∇𝑓(𝑥)
= [𝑓(𝑥 + ℎ) − 𝑓(𝑥)] − [𝑓(𝑥) − 𝑓(𝑥 − ℎ)]
= 𝛿𝑓(𝑥 + ℎ/2) − 𝛿𝑓(𝑥 − ℎ/2)
= 𝛿 2 𝑓(𝑥)
⟹ ∇∆= 𝛿 2 ------------------------------------------------- (2)
Therefore from (1) and (2), we have; ∆∇= ∇∆= 𝛿 2
Example 4.8: Find ∆3 (1 − 3𝑥)(1 − 2𝑥)1 − 𝑥).
Solution: Let 𝑓(𝑥) = (1 − 3𝑥)(1 − 2𝑥)1 − 𝑥) = −6𝑥 3 + 11𝑥 2 − 6𝑥 + 1
Here, 𝑓(𝑥) is a polynomial function of degree three and the coefficient of 𝑥 3 is −6.
Therefore ∆3 𝑓(𝑥) = (−6)3! = −36.
Review exercise
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1. Show that: a) ∆∇= ∆ − ∇ b) ∇= ∆𝐸 −1 c) 𝐸 𝑛 = (1 + ∆)𝑛
∆
2. Find the following a) ∆𝑒 𝑎𝑥 b) ∆2 (3𝑒 𝑥 ) c) 1+𝑥 2 d) ∆sin(𝑎𝑥 + 𝑏)
3. Let 𝑣𝑜 = 1, 𝑣1 = 5, 𝑣2 = 10, 𝑣3 = 30, 𝑣4 = 30. Find ∆4 𝑣𝑜 .
4. Construct table of forward, backward and central differences of the following.
a)
𝑥 40 50 60 70 80 90
𝑦 204 224 246 270 296 324
b) 𝑓(𝑥) = 𝑥 2 + 6𝑥 − 9, for 𝑥 = 1,2,3,4,6,7,8
c) 𝑓(𝑥) = 𝑒 𝑥 + 2𝑥 for 𝑥 = 0,1,2,3,4,5
d) 𝑓(𝑥) = ln(𝑥 2 ) for 𝑥 = 0.1, 0.2, 0.3, 0.4, 0.5, 0.6
2. Find the missing term of the following.
a)
𝑥 1 2 3 4 5
b) 𝑦 8 17 38 ? 140
𝑥 0 1 2 3 4
3. Evaluate 𝑦 1 −2 −1 ? 37 the following. a) ∆(𝑒 𝑎𝑥 log bx) b) ∆𝑡𝑎𝑛−1 𝑥
5𝑥+12 ∆2 1
c) ∆[𝑥 2 +5𝑥+6] d) ( 𝐸 )𝑥 3 (with interval of differencing ℎ = 1) e) 𝑥 𝑛 [ 𝑥 ]
∆ ∇
4. Prove the following. a) 𝛿 = ∆(1 + ∆)−1/2 b) ∆3 𝑦2 = ∇3 𝑦5 c) ∇ − ∆ = ∆ + ∇
5. Given 𝑢𝑜 = 5, 𝑢1 = 24, 𝑢2 = 81, 𝑢3 = 200, 𝑢4 = 100 and 𝑢5 = 8. Find ∆5 𝑢𝑜 .
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