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Are Taken at Equidistance That Is,: Chapter Four Finite Differences

1) The document discusses finite difference operators which are used to approximate derivatives of functions. These include forward difference, backward difference, shift, central difference, and average operators. 2) The forward difference operator Δ approximates the derivative of a function f(x) as Δf(x)=f(x+h)-f(x). Higher order forward differences are defined recursively. 3) The backward difference operator ∇ approximates the derivative of f(x) as ∇f(x)=f(x)-f(x-h). Higher order backward differences are also defined recursively. 4) Examples are provided to demonstrate constructing forward and backward difference tables to approximate derivatives of functions at given points.

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0% found this document useful (0 votes)
222 views9 pages

Are Taken at Equidistance That Is,: Chapter Four Finite Differences

1) The document discusses finite difference operators which are used to approximate derivatives of functions. These include forward difference, backward difference, shift, central difference, and average operators. 2) The forward difference operator Δ approximates the derivative of a function f(x) as Δf(x)=f(x+h)-f(x). Higher order forward differences are defined recursively. 3) The backward difference operator ∇ approximates the derivative of f(x) as ∇f(x)=f(x)-f(x-h). Higher order backward differences are also defined recursively. 4) Examples are provided to demonstrate constructing forward and backward difference tables to approximate derivatives of functions at given points.

Uploaded by

Eyob Habte
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Chapter Four

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

The tabular representation for forward difference is put as follow.


Table 4.1. Forward difference table
x y ∆𝑦 ∆2 𝑦 ∆3 𝑦 ∆4 𝑦 ∆5 𝑦
𝑥𝑜 𝑦𝑜
∆𝑦𝑜
𝑥1 𝑦1 ∆2 𝑦𝑜
∆𝑦1 ∆3 𝑦𝑜
𝑥2 𝑦2 2
∆ 𝑦1 ∆4 𝑦𝑜
∆𝑦2 ∆3 𝑦1 ∆5 𝑦𝑜
𝑥3 𝑦3 ∆2 𝑦2 ∆4 𝑦1
3
∆𝑦3 ∆ 𝑦2
2
𝑥4 𝑦4 ∆ 𝑦3
∆𝑦4
𝑥5 𝑦5
The forward differences for the arguments 𝑥0 , 𝑥1 , … . , 𝑥5 are shown in Table 4.1. Table 4.1 is called
a diagonal difference table or forward difference table. The first term in Table 4.1 is 𝑦𝑜 and is
called the leading term. The differences ∆𝑦𝑜 , ∆2 𝑦𝑜 , ∆3 𝑦𝑜 , …., are called the leading differences.
Similarly, the differences with fixed subscript are called forward differences.
Example 4.2.
1. Construct a forward difference table for the following data
𝑥 0 10 20 30
𝑦 0 0.174 0.347 0.518
Solution: The forward difference table for the given data is shown below.
Table4.2. Forward difference table for the above data
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

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30 0.518

2. Draw the forward difference table for 𝑦 = 𝑓(𝑥) = 𝑥 3 + 2𝑥 + 1, 𝑓𝑜𝑟 𝑥 = 1,2,3,4,5.


Solution: The forward difference table is given below.
Table4.3. Forward difference table for (2)
𝑥 𝑦 = 𝑓(𝑥) ∆𝑓(𝑥) ∆2 𝑓(𝑥) ∆3 𝑓(𝑥) ∆4 𝑓(𝑥)
1 4
2
2 6 1
3 −1
3 9 0 3
3 2
4 12 2
5
5 17

4.3. Backward difference operators


Definition4.3: The backward difference operator denoted by ∇ is defined as
∇𝑓(𝑥) = 𝑓 (𝑥) – 𝑓 (𝑥 – ℎ) .
This equation can be written as
∇𝑦𝑖 = 𝑦𝑖 – 𝑦𝑖−1 , 𝑖 = 𝑛, 𝑛 – 1, … . , 1.
or ∇𝑦1 = 𝑦1 – 𝑦0 , ∇𝑦2 = 𝑦2 – 𝑦1 , … ., ∇𝑦𝑛 = 𝑦𝑛 – 𝑦𝑛−1 (4.2)
The differences in equation (4.2) are called first differences. The second differences are denoted
by: ∇2 𝑦2 , ∇2 𝑦3 , … . , ∇2 𝑦𝑛 .
Hence
∇2 𝑦2 = ∇(∇𝑦2 ) = ∇(𝑦2 – 𝑦1 ) = ∇𝑦2 – ∇𝑦1 = (𝑦2 – 𝑦1 ) – (𝑦1 – 𝑦𝑜 ) = 𝑦2 – 2𝑦1 + 𝑦0 .
Similarly, ∇2 𝑦3 = 𝑦3 – 2𝑦2 + 𝑦1 , ∇2 𝑦4 = 𝑦4 – 2𝑦3 + 𝑦2 , and so on.
In general, we have: 𝛁 𝒌 𝐲𝐢 = 𝛁 𝐤−𝟏 𝐲𝐢 − 𝛁 𝐤−𝟏 𝐲𝐢−𝟏 , 𝒊 = 𝒏, 𝒏 − 𝟏, … , 𝒌
Where ∇ 𝑦𝑖 = 𝑦𝑖 , and hence ∇1 𝑦𝑖 = ∇𝑦𝑖
0

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

5|Page
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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