Difference Operators 2025 N
Difference Operators 2025 N
Remark: In the infinitesimal calculus the independent variable changes continuously in a given
interval. If we have the following consecutive values of 𝑥 differing by ℎ: then 𝑓(𝑥) will have
accordingly
1. The Shift Operator: E
Let 𝑦 = 𝑓(𝑥) be the function of 𝑥 and let 𝑥, 𝑥 + ℎ, 𝑥 + 2ℎ, …be the consecutive values of 𝑥.
Then We define the shift operator 𝐸 by:
𝐸𝑓(𝑥) = 𝑓(𝑥 + ℎ) ⇒ 𝐸𝑓(𝑥𝑖 ) = 𝑓(𝑥𝑖 + ℎ)
1
and is called the inverse shift operator.
and
𝐸 −2 𝑓(𝑥𝑖 ) = 𝑓(𝑥𝑖 − 2ℎ)
In general, we have
𝐸 −𝑛 𝑓(𝑥𝑖 ) = 𝑓(𝑥𝑖 − 𝑛ℎ).
Remark
1. 𝐸 −1 𝐸 = 𝐸 0 = 𝐼 = 1 is the identity operator.
Properties
i. 𝐸[𝑐] = 𝑐, where 𝑐 is constant
ii. 𝐸[𝑐𝑓(𝑥)] = 𝑐𝐸𝑓(𝑥)
iii. 𝐸[𝑐1 𝑓1 (𝑥) + 𝑐2 𝑓2 (𝑥) + ⋯ + 𝑐𝑛 𝑓𝑛 (𝑥)] = 𝑐1 𝐸𝑓1 (𝑥) + 𝑐2 𝐸𝑓2 (𝑥) + ⋯ + 𝑐𝑛 𝐸𝑓𝑛 (𝑥)
iv. 𝐸 𝑚 [𝐸 𝑛 𝑓(𝑥) = 𝐸 𝑚+𝑛 𝑓(𝑥)
v. 𝐸 𝑚 [𝐸 −𝑚 𝑓(𝑥)] = 𝑓(𝑥)
vi. 𝐸 𝑚 [𝐸 𝑛 𝑓(𝑥)] = 𝐸 𝑚𝑛 [𝑓(𝑥)]
𝑓(𝑥) 𝐸𝑓(𝑥)
vii. 𝐸 [𝑔(𝑥)] = 𝐸𝑔(𝑥)
2
or in general,
𝒙 𝒇(𝒙) ∆𝒇 ∆𝟐 𝒇 ∆𝟑 𝒇 ∆𝟒 𝒇 ∆𝟓 𝒇
𝒙𝟎 𝑓0
∆𝑓0
𝒙𝟏 𝑓1 ∆2 𝑓0
∆𝑓1 ∆3 𝑓0
𝒙𝟐 𝑓2 ∆2 𝑓1 ∆4 𝑓0
∆𝑓2 ∆3 𝑓1 ∆5 𝑓0
𝒙𝟑 𝑓3 ∆2 𝑓2 ∆4 𝑓1
∆𝑓3 ∆3 𝑓2
𝒙𝟒 𝑓4 ∆2 𝑓3
∆𝑓4
Example:
Let a function 𝑓(𝑥) is given at the points (0, 7), (4, 43), (8, 367) then find the forward difference
of the function at 𝑥 = 4.
Solution:
∆𝑓(𝑥) = 𝑓(𝑥 + ℎ) = 𝑓(𝑥)
⇒ ∆𝑓(4) = 𝑓(4 + ℎ) = 𝑓(4) ⇒ 𝑓(8) − 𝑓(4) = 367 − 43 = 324.
Example:
Solution:
i. ∆𝑓(𝑥) = 𝑓(𝑥 + ℎ) = 𝑓(𝑥) = (𝑥 + 2)2 + 2(𝑥 + 2) + 3 − 𝑥 2 − 2𝑥 − 3
= 𝑥 2 + 4𝑥 + 4 + 2𝑥 + 4 + 3 − 𝑥 2 − 2𝑥 − 3 = 4𝑥 + 8.
ii. ∆2 𝑓(𝑥) = 4(𝑥 + 2) + 8 − 4𝑥 − 8 = 4𝑥 + 8 − 4𝑥 = 8.
iii. ∆3 𝑓(𝑥) = 8 − 8 = 0.
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Properties:
1. ∆𝑐 = 0, where 𝑐 is a constant
2. ∆[𝑐𝑓 (𝑥)] = 𝑐∆𝑓 (𝑥)
3. ∆[𝑐1 𝑓1 (𝑥) + 𝑐2 𝑓2 (𝑥) + ⋯ + 𝑐𝑛 𝑓𝑛 (𝑥)] = 𝑐1 ∆𝑓1 (𝑥) + 𝑐2 ∆𝑓2 (𝑥) + ⋯ + 𝑐𝑛 ∆𝑓𝑛 (𝑥)
8. ∆[𝑐 𝑥 ] = 𝑐 𝑥+ℎ − 𝑐 𝑥
9. If 𝑓(𝑥) is a polynomial of degree 𝑛,
𝑛
𝑓(𝑥) = ∑ 𝑎𝑖 𝑥 𝑖
𝑖=0
4
9. Let’s prove this by mathematical induction for 𝑛 = 1,
𝑓(𝑥) = 𝑎0 + 𝑎1 𝑥 and
∆𝑓(𝑥) = 𝑎0 + 𝑎1 (𝑥 + ℎ) = 𝑎0 + 𝑎1 𝑥 = 𝑎1ℎ = 𝑎1 1! ℎ1
assume that the formula is true for all polynomials up to the degree 𝑛 − 1. Consider
the 𝑛𝑡ℎ degree polynomial
𝑛−1
𝑓(𝑥) = ∑ 𝑎𝑖 𝑥 𝑖
𝑖=0
𝑛
∆ 𝑓(𝑥) = ∆ (∑ 𝑎𝑖 𝑥 𝑖 )
𝑛 𝑛
𝑖=0
𝑛−1
𝑛
∆ 𝑓(𝑥) = ∆ (∑ 𝑎𝑖 𝑥 𝑖 ) + ∆𝑛 𝑓(𝑥) + ∆𝑛 𝑎𝑛 𝑥 𝑛 = 0 + 𝑎𝑛 ∆ 𝑥𝑛
𝑛 𝑛
𝑖=0
5
Backward – Difference Table
If any entry of the difference table is erroneous, then this error spread over the table
in convex manner. The propagation of error in a difference table is illustrated in the following
table. Let us assumed that 𝑓3 be erroneous and the amount of the error be 𝜀. Following observations
are noted from the table.
6
𝑥 𝑓(𝑥) ∆𝑓 ∆2 𝑓 ∆3 𝑓 ∆4 𝑓 ∆5 𝑓
𝑥0 𝑓0
∆𝑓0
𝑥1 𝑓1 ∆2 𝑓0
∆𝑓1 ∆3 𝑓0 + 𝜀
𝑥2 𝑓2 ∆2 𝑓1 + 𝜀 ∆4 𝑓0 − 4𝜀
∆𝑓2 + 𝜀 ∆3 𝑓1 − 3𝜀 ∆5 𝑓0 + 10𝜀
𝑥3 𝑓3 + 𝜀 ∆2 𝑓2 − 2𝜀 ∆4 𝑓1 + 6𝜀
∆𝑓3 − 𝜀 ∆3 𝑓2 + 3𝜀 ∆5 𝑓1 + 10𝜀
𝑥4 𝑓4 ∆2 𝑓3 + 𝜀 ∆4 𝑓2 − 4𝜀
∆𝑓4 ∆3 𝑓3 − 𝜀
𝑥5 𝑓5 ∆2 𝑓4
∆𝑓5
𝑥6 𝑓6
If there is any error in a single entry of the table, then we can detect and correct it from the
difference table. The position of the error in an entry can be identified by performing the following
steps.
i. If at any stage, the differences do not follow a smooth pattern, then there is an error.
7
ii. the differences of some order (it is generally happening in higher order) becomes
alternating in sign then the middle entry contains an error.
ℎ ℎ
𝑓(𝑥) = 𝑓 (𝑥 + ) – 𝑓 (𝑥 − )
2 2
= 𝑓1 − 𝑓−1
2 2
1 −1⁄
= (𝐸 ⁄2 −𝐸 2 ) 𝑓(𝑥)
−1⁄
=𝐸 2 (𝐸 – 1)𝑓(𝑥)
−1⁄
=𝐸 2 ∆𝑓(𝑥)
𝒙 𝒇(𝒙) 𝛅𝒇 𝛅𝟐 𝒇 𝛅𝟑 𝒇 𝛅𝟒 𝒇 𝛅𝟓 𝒇
𝒙𝟎 𝑓0
δ𝑓1/2
𝒙𝟏 𝑓1 δ2 𝑓1
δ𝑓3/2 δ3 𝑓3/2
𝒙𝟐 𝑓2 δ2 𝑓2 δ4 𝑓2
δ𝑓5/2 δ3 𝑓5/2 δ5 𝑓5/2
𝒙𝟑 𝑓3 δ2 𝑓3 δ4 𝑓3
δ𝑓7/2 δ3 𝑓7/2
𝒙𝟒 𝑓4 δ2 𝑓4
δ𝑓9/2
𝒙𝟓 𝑓5
Averaging operator 𝝁:
8
Differential operator, 𝑫:
The differential operator is well known from differential calculus and it is denoted by
𝑑
𝐷𝑓(𝑥) = 𝑓(𝑥) = 𝑓′(𝑥)
𝑑𝑥
𝑑2
𝐷2 𝑓(𝑥) = 𝑓(𝑥) = 𝑓"(𝑥)
𝑑𝑥2
⋮
𝑛
𝑑
𝐷 𝑛 𝑓 ( 𝑥) = 𝑓 ( 𝑥) = 𝑓 𝑛 ( 𝑥)
𝑑𝑥𝑛
1. ∆= 𝐸 − 1.
2. ∇= 1 − 𝐸 −1
1
3. ∆= 𝐸∇= ∇𝐸 = 𝛿𝐸 2
4. 𝐸 = 𝑒 ℎ𝐷
∆ ∇
5. −∆=∆+∇
∇
6. ∇= ∆𝐸 −1
𝛿4
7. 𝜇 = √1 + 4
8. ∆= 𝑒 ℎ𝐷 − 1
9. ∇∆= ∆∇= 𝛿 2
1 1
10. ∇(1 − ∇)−2 = ∆(1 − ∆)−2
11. ℎ𝐷 = sinh−1(𝜇𝛿).
Proof:
1. We have
∴ ∆= 𝐸 − 1
9
∆𝑓(𝑥) = (1 − 𝐸 −1 )𝑓(𝑥)
Therefore,
∇= (1 − 𝐸 −1 )
1 ℎ 1
𝛿𝐸 2 𝑓(𝑥) = 𝛿𝑓 (𝑥 + ) = 𝑓(𝑥 + ℎ) − 𝑓(𝑥) = ∆𝑓(𝑥) ⟹ 𝛿𝐸 2 = ∆
2
Therefore,
1
∆= 𝐸∇= ∇𝐸 = 𝛿𝐸 2
′ (𝑥)
ℎ2 ′′ ℎ3 ′′′
𝑓(𝑥 + ℎ) = 𝑓(𝑥) + ℎ𝑓 + 𝑓 (𝑥) + 𝑓 (𝑥) + ⋯
2! 3!
The above equation can write as
ℎ2 2 ℎ3 3
𝐸𝑓(𝑥) = (1 + ℎ𝐷 + 𝐷 + 𝐷 + ⋯ ) 𝑓(𝑥) = 𝑒 ℎ𝐷 𝑓(𝑥)
2! 3!
Therefore,
𝐸 = 𝑒 ℎ𝐷
5.
∆ ∇ 𝐸−1 1 − 𝐸 −1 1
( − ) 𝑓(𝑥) = ( − ) 𝑓(𝑥) = (𝐸 − ) 𝑓(𝑥) = (𝐸 − 𝐸 −1 )𝑓(𝑥)
∇ ∆ 1 − 𝐸 −1 𝐸−1 𝐸
= ([𝐸 − 1] + [1 − 𝐸 −1 ])𝑓(𝑥) = (∆ + ∇)𝑓(𝑥)
Therefore,
∆ ∇
− =∆+∇
∇ ∆
6. ∇𝑓(𝑥) = 𝑓(𝑥) − 𝑓(𝑥 − ℎ) = ∆𝑓(𝑥 − ℎ) = ∆𝐸 −1 𝑓(𝑥)
Hence,
10
∇= ∆𝐸 −1
7.
1 1 2
−
√(𝐸 + 𝐸 )
2 2
1 ℎ ℎ 1 1 1
𝜇 = [𝑓 (𝑥 + ) + 𝑓 (𝑥 − )] = [𝐸 2 + 𝐸 −2 ] 𝑓(𝑥) = 𝑓(𝑥)
2 2 2 2 4
𝐸 + 𝐸 −1 + 2 𝐸 + 𝐸 −1 − 2 + 4
=√ 𝑓(𝑥) = √ 𝑓(𝑥)
4 4
1 1 2
𝐸 + 𝐸 −1 − 2 √ (𝐸 2 − 𝐸 −2 ) 𝛿2
= √1 + 𝑓(𝑥) = 1 + 𝑓(𝑥) = √1 + 𝑓(𝑥)
4 4 4
Hence,
𝛿4
𝜇 = √1 + .
4
8.
ℎ2 ′′ ℎ3
∆𝑓(𝑥) = 𝑓(𝑥 + ℎ) − 𝑓(𝑥) = 𝑓(𝑥) + ℎ𝑓 ′ (𝑥) + 𝑓 (𝑥) + 𝑓 ′′′ (𝑥) + ⋯ − 𝑓(𝑥)
2! 3!
ℎ2 2 ℎ3 3
= (1 + ℎ𝐷 + 𝐷 + 𝐷 + ⋯ ) 𝑓(𝑥) − 𝑓(𝑥)
2! 3!
= (𝑒 ℎ𝐷 − 1 )𝑓(𝑥)
Therefore,
∆= 𝑒 ℎ𝐷 − 1
9. From (1) and (2), we have
∆∇= (𝐸 − 1)(1 − 𝐸 −1 ) = (1 − 𝐸 −1 )(𝐸 − 1) = ∇∆
Hence,
∆∇= ∇∆
Again, we have
1 2 1 2 1 1 1 1 2
∆∇= (𝐸 − 1)(1 − 𝐸 −1 ) = ([𝐸 2 ] + [𝐸 −2 ] − 2𝐸 2 𝐸 −2 ) = (𝐸 2 − 𝐸 −2 ) = 𝛿 2
Therefore,
∇∆= ∆∇= 𝛿 2
11
1 1
10. Since, 𝛿 = 𝐸 2 − 𝐸 −2 , we have
1 1 1 1 1
𝐸 2 − 𝐸 −2 = (1 − 𝐸 −1 )𝐸 2 = (1 − 𝐸 −1 )(𝐸 −1 )−2 = (1 − 𝐸 −1 )(1 − 1 + 𝐸 −1 )−2
1 1
= (1 − 𝐸 −1 )(1 − [1−𝐸 −1 ])−2 = (1 − 𝐸 −1 )(1 − [1−𝐸 −1 ])−2
1
= ∇(1 − ∇)−2 (1)
Again
1 1 1 1 1
𝐸 2 − 𝐸 −2 = (𝐸 − 1)𝐸 −2 = (𝐸 − 1)(𝐸 − 1 + 1)−2 = (𝐸 − 1)([𝐸 − 1] + 1)−2 =
1
= ∆(1 − ∆)−2 (2)
From (1) and (2), we obtain
1 1
𝛿 = ∇(1 − ∇)−2 = ∆(1 − ∆)−2
11.
1 1 ℎ𝐷 ℎ𝐷 ℎ𝐷
𝛿𝑓(𝑥) = [𝐸 2 − 𝐸 −2 ] 𝑓 (𝑥) = [𝑒 2 − 𝑒 − 2 ] 𝑓 (𝑥) = 2 sinh ( ) 𝑓(𝑥).
2
Thus,
ℎ𝐷 ℎ𝐷
𝛿 = 2 sinh ( ) , similarly 𝜇 = cosh ( ) .
2 2
Again,
ℎ𝐷 ℎ𝐷 ℎ𝐷
𝜇𝛿 = cosh ( ) . 2 sinh ( ) = sin h ( ) .
2 2 2
This relation gives the inverse result,
ℎ𝐷 = sinh−1(𝜇𝛿).
Note:
Remark
12
1. (1 + ∆)(1 − ∇) = 1 ℎ𝐷
5. 𝜇 = cosh ( 2 )
∆+∇ ∆𝐸 −1 ∆
2. 𝜇𝛿 = 6. 𝜇𝛿 = +2
2 2
1 2
𝛿 𝛿2
3. 𝐸 2 = 𝜇 + 2 7. 1 + 𝛿 2 𝜇 2 = (1 + )
2
𝛿2 𝛿2
4. ∆= + 𝛿 √1 +
2 4
Proof:
1.
Therefore,
(1 + ∆)(1 − ∇) = 1.
2.
∆+∇ 1 1
( ) 𝑓(𝑥) = (∆𝑓(𝑥) + ∇𝑓(𝑥)) = (𝑓(𝑥 + ℎ) − 𝑓(𝑥) + 𝑓(𝑥 − ℎ))
2 2 2
1
= (𝐸 − 𝐸 −1 )𝑓(𝑥) = 𝜇𝛿𝑓(𝑥).
2
Thus,
∆+∇
𝜇𝛿 = ( ).
2
1 1 1 1 1
𝛿 1 1
3. (𝜇 + 2) 𝑓(𝑥) = {2 [𝐸 2 + 𝐸 −2 ] + 2 [𝐸 2 − 𝐸 −2 ]} 𝑓(𝑥) = 𝐸 2 𝑓(𝑥).
Hence,
1 𝛿
𝐸2 = 𝜇 +
2
4.
13
𝛿2 𝛿2 1 1 −
1 2 1
−
1 1 1 −
1 2
√ 2 2 2 √
[ + 𝛿 1 + ] 𝑓(𝑥) = [ (𝐸 − 𝐸 ) + (𝐸 − 𝐸 ) 1 + (𝐸 − 𝐸 2 ) ] 𝑓(𝑥)
2 2
2 4 2 4
1 1 1 1
= [ (𝐸 + 𝐸 −1 − 2) + (𝐸 2 − 𝐸 −2 ) √1 + (𝐸 + 𝐸 −1 − 2)] 𝑓(𝑥)
2 4
1 1 1 1
= [ (𝐸 + 𝐸 −1 − 2) + (𝐸 2 − 𝐸 −2 ) √ (𝐸 + 𝐸 −1 + 2)] 𝑓(𝑥)
2 4
1 1 1 1 1 1 2
= [ (𝐸 + 𝐸 −1 − 2) + (𝐸 2 − 𝐸 −2 ) √ (𝐸 2 + 𝐸 −2 ) ] 𝑓(𝑥)
2 4
1 1 1 1 1 1
= [ (𝐸 + 𝐸 −1 − 2) + (𝐸 2 − 𝐸 −2 ) (𝐸 2 + 𝐸 −2 )] 𝑓(𝑥)
2 2
1 1
= [ (𝐸 + 𝐸 −1 − 2) + (𝐸 − 𝐸 −1 )] 𝑓(𝑥)
2 2
= (𝐸 − 1)𝑓(𝑥)
Thus,
𝛿2 𝛿2
𝐸−1= + 𝛿 √1 + .
2 4
Example: Given that 𝑦0 = 3, 𝑦1 = 12, 𝑦2 = 81, 𝑦3 = 200, 𝑦4 = 100, 𝑦5 = 8, find the value of
∆5 𝑦0 without using difference table.
Solution: Using the relation between shift operator and forward difference operator, we have
Therefore, ∆5 𝑦0 = 755.
Divided Difference
14
1. 0𝑡ℎ order divided difference: 𝑓[𝑥0 ] = 𝑓(𝑥0 )
𝑓[𝑥1 ]−𝑓[𝑥0 ]
2. 1𝑠𝑡 order divided difference: 𝑓[𝑥0 , 𝑥0 ] = (𝑥1 −𝑥0 )
𝑟+1 𝑟
1 𝑓(𝑥𝑗 ) 𝑓(𝑥𝑗 )
= ∑ 𝑟+1 −∑ 𝑟
𝑥𝑟+1 − 𝑥0 ∏𝑖=1 (𝑥𝑗 − 𝑥𝑖 ) ∏𝑖=0(𝑥𝑗 − 𝑥𝑖 )
𝑗=1 𝑗=0
𝑖≠𝑗 𝑖≠𝑗
[ ]
𝑟 𝑟
1 𝑓(𝑥𝑟+1 ) 𝑓(𝑥𝑗 ) 𝑓(𝑥𝑗 ) 𝑓(𝑥0 )
= [ 𝑟 + ∑ 𝑟+1 −∑ 𝑟 − 𝑟 ]
𝑥𝑟+1 − 𝑥0 ∏𝑖=1(𝑥𝑟+1 − 𝑥𝑖 ) ∏𝑖=1 (𝑥𝑗 − 𝑥𝑖 ) ∏𝑖=0(𝑥𝑗 − 𝑥𝑖 ) ∏𝑖=1(𝑥0 − 𝑥𝑖 )
𝑗=1 𝑗=1 𝑖≠𝑗
𝑖≠𝑗
15
𝑟
1 𝑓(𝑥𝑟+1 ) [(𝑥𝑗 − 𝑥0 ) − (𝑥𝑗 − 𝑥𝑟+1 )]
=( ) 𝑟 +∑ 𝑓(𝑥𝑗 )
𝑥𝑟+1 − 𝑥0 ∏𝑖=1(𝑥𝑟+1 − 𝑥𝑖 ) (𝑥𝑟+1 − 𝑥0 ) ∏𝑟+1
𝑖=1 (𝑥𝑗 − 𝑥𝑖 )
𝑗=1
𝑖≠𝑗
𝑟+1
𝑓(𝑥0 ) 𝑓(𝑥𝑗 )
− 𝑟 = ∑ 𝑟+1
(𝑥𝑟+1 − 𝑥0 ) ∏𝑖=1(𝑥0 − 𝑥𝑖 ) ∏𝑖=0 (𝑥𝑗 − 𝑥𝑖 )
𝑗=0
𝑙≠𝑗
Statement:
If 𝑦0 , 𝑦1 , 𝑦2 , … , 𝑦𝑛 be the values of the function 𝑦 = 𝑓(𝑥) corresponding to the equidistant
value of 𝑥 = 𝑥0 , 𝑥1 , 𝑥2 , … , 𝑥𝑛 , where 𝑥𝑖 − 𝑥𝑖−1 = ℎ, 𝑖 = 1, 2, … , 𝑛, then
16
𝑢(𝑢 − 1) 2 𝑢(𝑢 − 1) … (𝑢 − (𝑛 − 1)) 𝑛
𝑦 = 𝑦0 + 𝑢∆𝑦0 + ∆ 𝑦0 + ⋯ + ∆ 𝑦0 (1)
2! 𝑛!
𝑥−𝑥0
, where 𝑢 = .
ℎ
Proof:
Since the points are 𝑛 + 1, the polynomial in 𝑥 used to approximate is in degree 𝑛.
Define the polynomial as:
𝑦 = 𝑎0 + 𝑎1 (𝑥 − 𝑥0 ) + 𝑎2 (𝑥 − 𝑥0 )(𝑥 − 𝑥1 ) + ⋯ + 𝑎𝑛 (𝑥 − 𝑥0 )(𝑥 − 𝑥1 ) … (𝑥 − 𝑥𝑛 ) (2)
But at 𝑥 = 𝑥𝑖 , 𝑦𝑖 = 𝑓(𝑥𝑖 ) = 𝑃𝑛 (𝑥𝑖 ).
If 𝑥 = 𝑥0 , 𝑎0 = 𝑦0
If 𝑥 = 𝑥1 ,
𝑦1 − 𝑦0
𝑦1 = 𝑦0 + 𝑎1 (𝑥1 − 𝑥0 ) ⇒ 𝑦1 − 𝑦0 = 𝑎1 (𝑥1 − 𝑥0 ) ⇒ = 𝑎1
ℎ
∆𝑦0
Therefore, 𝑎1 = .
ℎ
If 𝑥 = 𝑥2 ,
∆𝑦0
𝑦2 = 𝑦0 + (𝑥2 − 𝑥0 ) + 𝑎2 (𝑥2 − 𝑥0 )(𝑥2 − 𝑥1 ) ⇒ 𝑦2 = 𝑦0 + 2∆𝑦0 + 2ℎ2 𝑎2
ℎ
Therefore,
𝑦2 − 𝑦0 − 2∆𝑦0 ∆2 𝑦0
𝑎2 = = .
2ℎ2 2! ℎ2
Similarly,
∆3 𝑦0
𝑎3 = ,
3! ℎ3
∆𝑛 𝑦0
𝑎𝑛 = .
𝑛! ℎ𝑛
Substituting all value of 𝑎𝑖 ′s in (2) we get
𝑛
𝑢(𝑢 − 1) 2 𝑢(𝑢 − 1) … (𝑢 − (𝑛 − 1)) 𝑛 𝑢
𝑦 = 𝑦0 + 𝑢∆𝑦0 + ∆ 𝑦0 + ⋯ + ∆ 𝑦0 = ∑ ( ) ∆𝑘 𝑦0 (3)
2! 𝑛! 𝑘
𝑘=0
Statement:
If 𝑦0 , 𝑦1 , 𝑦2 , … , 𝑦𝑛 be the values of the function 𝑦 = 𝑓(𝑥) corresponding to the equidistant
value of 𝑥 = 𝑥0 , 𝑥1 , 𝑥2 , … , 𝑥𝑛 , where 𝑥𝑖 − 𝑥𝑖−1 = ℎ, 𝑖 = 1, 2, … , 𝑛, then
17
𝑢(𝑢 + 1) 2 𝑢(𝑢 + 1) … (𝑢 + (𝑛 − 1)) 𝑛
𝑦 = 𝑦𝑛 + 𝑢∇𝑦𝑛 + ∇ 𝑦𝑛 + ⋯ + ∇ 𝑦𝑛 (4)
2! 𝑛!
𝑥−𝑥𝑛
, where 𝑢 = .
ℎ
Proof:
Since the points are 𝑛 + 1, the polynomial in 𝑥 used to approximate is in degree 𝑛.
Define the polynomial as:
𝑦 = 𝑎𝑛 + 𝑎𝑛−1 (𝑥 − 𝑥𝑛 ) + 𝑎𝑛−2 (𝑥 − 𝑥𝑛 )(𝑥 − 𝑥𝑛−1 ) + ⋯
+ 𝑎0 (𝑥 − 𝑥𝑛 )(𝑥 − 𝑥𝑛−1 ) … (𝑥 − 𝑥0 ) (5)
But at 𝑥 = 𝑥𝑖 , 𝑦𝑖 = 𝑓(𝑥𝑖 ) = 𝑃𝑛 (𝑥𝑖 ).
If 𝑥 = 𝑥𝑛 , 𝑎𝑛 = 𝑦𝑛
If 𝑥 = 𝑥𝑛−1 ,
𝑦𝑛 − 𝑦𝑛−1
𝑦𝑛−1 = 𝑦𝑛 + 𝑎𝑛−1 (𝑥𝑛−1 − 𝑥𝑛 ) ⇒ 𝑦𝑛−1 − 𝑦𝑛 = 𝑎𝑛−1 (𝑥𝑛−1 − 𝑥𝑛 ) ⇒ = 𝑎𝑛−1
ℎ
∇𝑦𝑛
Therefore, 𝑎𝑛−1 = .
ℎ
If 𝑥 = 𝑥𝑛−2 ,
∇𝑦𝑛
𝑦𝑛−2 = 𝑦𝑛 + (𝑥𝑛−2 − 𝑥𝑛 ) + 𝑎2 (𝑥𝑛−2 − 𝑥𝑛 )(𝑥𝑛−1 − 𝑥𝑛 ) ⇒ 𝑦𝑛−2 = 𝑦𝑛 − 2∇𝑦𝑛 − 2ℎ2 𝑎2
ℎ
Therefore,
𝑦𝑛−2 − 𝑦𝑛 + 2∇𝑦𝑛 ∇2 𝑦𝑛
𝑎𝑛−2 = = .
2ℎ2 2! ℎ2
Similarly,
∇3 𝑦0
𝑎3 = ,
3! ℎ3
∇𝑛 𝑦0
𝑎𝑛 = .
𝑛! ℎ𝑛
Substituting all value of 𝑎𝑖 ′s in (2) we get
𝑢(𝑢 + 1) 2 𝑢(𝑢 + 1) … (𝑢 + (𝑛 − 1)) 𝑛
𝑦 = 𝑦𝑛 + 𝑢∇𝑦𝑛 + ∇ 𝑦𝑛 + ⋯ + ∇ 𝑦𝑛
2! 𝑛!
𝑛
𝑢−𝑛 𝑘
= ∑( ) ∇ 𝑦𝑛 (6)
𝑘
𝑘=0
𝑥−𝑥𝑛
, where 𝑢 = .
ℎ
18
𝑓(0) = 6, 𝑓(1) = 5 = 𝑓(2), 𝑓(3) = 15, 𝑓(4) = 50 find 𝑓(0.5)
𝒙 𝒇(𝒙) ∆𝒇 ∆𝟐 𝒇 ∆𝟑 𝒇 ∆𝟒 𝒇
𝟎 6
-1
𝟏 5 1
0 9
𝟐 5 10 6
10 15
𝟑 15 25
35
𝟒 50
Or
∆𝑓0 ∆2 𝑓0 ∆3 𝑓0
𝑓(𝑥)𝑃4 ( 𝑥) = 𝑓0 + (𝑥 − 𝑥0 ) + (𝑥 − 𝑥0 )(𝑥 − 𝑥1 ) + (𝑥 − 𝑥0 )(𝑥 – 𝑥1 )(𝑥 – 𝑥2 )
ℎ 2! ℎ2 3! ℎ3
∆4 𝑓0
+ (𝑥 − 𝑥0 )(𝑥 – 𝑥1 )(𝑥 – 𝑥2 )(𝑥 – 𝑥3 )
4! ℎ4
1 9 6
= 6 − 1 (𝑥 − 0) + (𝑥 − 0)(𝑥 − 1) + (𝑥 − 0)(𝑥 − 1)(𝑥 – 2) + (𝑥 − 0)(𝑥 − 1)(𝑥 – 2)(𝑥 – 3)
2! 3! 4!
1
= ( 2𝑥 4 − 9𝑥 3 + 14𝑥 2 + 9𝑥 + 12)
2
19
Then,
1 1 1 1 4 1 3 1 2 1 545
𝑓 ( ) ≈ 𝑃4 ( ) = (2 ( ) − 9 ( ) + 14 ( ) + 9 ( ) + 12) =
2 2 2 2 2 2 2 64
Exercises
1. The population of a country in the censing as under Estimate the population for the year 1925
Year x: 1891 1901 1911 1921 1931
Population y: 46 66 81 93 101
(in thousands)
1 1
𝐸 −2 = 𝐸 2 =
= = - = 2
1
= 2 ( + )
1
2 = 1 + 42
20
4. Show that the nth divided difference of xn is 1.
5. The function y = f(x) is given at the points (7, 3), (8, 1), (9, 1) and (10, 5). Find the value of y for x
= 9.5 using Lagrange’s interpolation formula
u -2 -1 0 1 2 3
21