CH#2 Difference Operators-13-01-2025
CH#2 Difference Operators-13-01-2025
CHAPTER # 2
DIFFERENCE
OPERTORS
CHAPTER # 2
DIFFERENCE OPERTORS
Introduction:-
Let us consider a function 𝒚 = 𝒇(𝒙) , defined in [𝒂, 𝒃]. Let us consider the consecutive
values of 𝒙 differing by equal length 𝒉 i.e.
𝒂 = 𝒙𝟎 , 𝒙𝟏 , 𝒙𝟐 , 𝒙𝟑 , … , 𝒙𝒏−𝟏 , 𝒙𝒏 = 𝒃
OR
𝒙𝒌 = 𝒙𝟎 + 𝒌𝒉, 𝒌 = 𝟎, 𝟏, 𝟐, … , 𝒏
⟵ 𝒉 ⟶⟵ 𝒉 ⟶⟵ 𝒉 ⟶⟵ 𝒉 ⟶ . . . ⟵ 𝒉 ⟶⟵ 𝒉 ⟶
𝒂 = 𝒙𝟎 𝒙𝟏 𝒙𝟐 𝒙𝟑 𝒙𝟒 . . . 𝒙𝒏−𝟐 𝒙𝒏−𝟐 𝒙𝒏 = 𝒃
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Then the values of 𝒙 are called the Arguments or Nodes and the values of the function 𝒚 =
𝒇(𝒙) corresponding to the arguments are called Entries. Let the following data, we have
given:
“Table of values”
𝒙 𝒙𝟎 𝒙𝟏 𝒙𝟐 . 𝒙𝒌 . 𝒙𝒏−𝟐 𝒙𝒏−𝟏 𝒙𝒏
. .
. .
𝒚 = 𝒇(𝒙) 𝒚𝟎 = 𝒇(𝒙𝟎 ) 𝒚𝟏 = 𝒇(𝒙𝟏 ) 𝒚𝟐 = 𝒇(𝒙𝟐 ) . 𝒚𝒌 = 𝒇(𝒙𝒌 ) . 𝒚𝒏−𝟐 = 𝒇(𝒙𝒏−𝟐 ) 𝒚𝒏−𝟏 = 𝒇(𝒙𝒏−𝟏 ) 𝒚𝒏 = 𝒇(𝒙𝒏 )
. .
. .
DIFFERENCE OPERTORS
1): Forward difference Operator ∆(Capital Delta):-
The first order forward difference operator is denoted by ∆ and defined by:
∆𝒚𝟎 = 𝒚𝟏 − 𝒚𝟎
∆𝒚𝟏 = 𝒚𝟐 − 𝒚𝟏
∆𝒚𝟐 = 𝒚𝟑 − 𝒚𝟐
. . . . . . . . . . . . . . . . .
∆𝒚𝒏−𝟏 = 𝒚𝒏 − 𝒚𝒏−𝟏 (What about ∆𝒚𝒏 = 𝒚𝒏+𝟏 − 𝒚𝒏 )
The second order forward difference operator is defined by:
∆𝟐 𝒚𝟎 = ∆𝒚𝟏 − ∆𝒚𝟎
∆𝟐 𝒚𝟏 = ∆𝒚𝟐 − ∆𝒚𝟏
. . . . . . . . . . . . . . . . .
∆𝟐 𝒚𝒏−𝟐 = ∆𝒚𝒏−𝟏 − ∆𝒚𝒏−𝟐
In the same way, the 𝟑𝒓𝒅 order forward difference operator ∆𝟑 is defined as follows:
∆𝟑 𝒚𝟎 = ∆𝟐 𝒚𝟏 − ∆𝟐 𝒚𝟎
∆𝟑 𝒚𝟏 = ∆𝟐 𝒚𝟐 − ∆𝟐 𝒚𝟏
. . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . .
∆𝟑 𝒚𝒏−𝟑 = ∆𝟐 𝒚𝒏−𝟐 − ∆𝟐 𝒚𝒏−𝟑
In general,
𝒙 𝒚 ∆𝒚 ∆𝟐 𝒚 ∆𝟑 𝒚 ∆𝟒 𝒚
𝒙𝟎 𝒚𝟎
∆𝒚𝒐
∆𝟐 𝒚𝟎
𝒙𝟏 𝒚𝟏 ∆𝟑 𝒚𝟎
∆𝟒 𝒚𝟎
∆𝒚𝟏
𝒙𝟐 𝒚𝟐 ∆𝟐 𝒚𝟏
∆𝒚𝟐 ∆𝟑 𝒚𝟏
𝒙𝟑 𝒚𝟑 ∆𝟐 𝒚𝟐
∆𝒚𝟑
𝒙𝟒 𝒚𝟒
Important Note:-
In forward difference table the Upper Diagonal is Conserved/constant with respect to initial
value 𝒚𝟎 .
Example # 1:-
Construct Forward Difference Table for the following data:
𝒙 𝟎 𝟏 𝟐 𝟑 𝟒 𝟓
𝒚 = 𝒇(𝒙) 𝟏𝟐 𝟏𝟓 𝟐𝟎 𝟐𝟕 𝟑𝟗 𝟓𝟐
Solution:-
“Forward difference table”
𝒙 𝒚 ∆𝒚 ∆𝟐 𝒚 ∆𝟑 𝒚 ∆𝟒 𝒚 ∆𝟓 𝒚
𝟎 𝟏𝟐
𝒚𝟎
𝟑
𝟏 𝟏𝟓 ∆𝒚𝟎 𝟐
∆𝟐 𝒚𝟎
𝒚𝟏 𝟎
𝟓 ∆𝟑 𝒚𝟎 𝟑
∆𝒚𝟏 ∆𝟒 𝒚𝟎
𝟐 𝟐𝟎 𝟐 −𝟏𝟎
𝒚𝟐 ∆𝟐 𝒚𝟏 ∆𝟓 𝒚𝟎
𝟑
𝟕 𝟑
∆ 𝒚𝟏
𝟑 𝟐𝟕 ∆𝒚𝟐 𝟓 −𝟕
∆𝟐 𝒚𝟐 ∆𝟒 𝒚𝟏
𝒚𝟑 𝟏𝟐 −𝟒
∆𝒚𝟑 ∆𝟑 𝒚𝟐
𝟒 𝟑𝟗 𝟏
𝒚𝟒 ∆𝟐 𝒚𝟑
𝟏𝟑
∆𝒚𝟒
𝟓 𝟓𝟐
𝒚𝟓
Example # 2:-
Express ∆𝟐 𝒚𝟎 and ∆𝟑 𝒚𝟎 , in terms of the value of the function 𝒚.
Solution:-
We have
∆𝟐 𝒚𝟎 = ∆𝒚𝟏 − ∆𝒚𝟎 = (𝒚𝟐 − 𝒚𝟏 ) − (𝒚𝟏 − 𝒚𝟎 )
⇒ ∆𝟐 𝒚𝟎 = 𝒚𝟐 − 𝟐𝒚𝟏 + 𝒚𝟎 (1)
and
⇒ ∆𝟑 𝒚𝟎 = 𝒚𝟑 − 𝒚𝟐 − 𝒚𝟐 + 𝒚𝟏 − 𝒚𝟐 + 𝒚𝟏 + 𝒚𝟏 − 𝒚𝟎
Now, From (𝟏) and (𝟐) , we arrive at the following general results:
Step-1: ∆𝒏 𝒚𝟎 = 𝒚𝒏
𝜵𝟐 𝒚𝟐 = 𝜵𝒚𝟐 − 𝜵𝒚𝟏
𝜵𝟐 𝒚𝟑 = 𝜵𝒚𝟑 − 𝜵𝒚𝟐
. . . . . . . . . . . . . . . . .
𝜵𝟐 𝒚𝒏 = 𝜵𝒚𝒏 − 𝜵𝒚𝒏−𝟏
In the same way 3rd order backward difference operator is defined by:
𝜵𝟑 𝒚𝟑 = 𝜵𝟐 𝒚𝟑 − 𝜵𝟐 𝒚𝟐
𝜵𝟑 𝒚𝟒 = 𝜵𝟐 𝒚𝟒 − 𝜵𝟐 𝒚𝟑
. . . . . . . . . . . . . . . . .
𝜵𝟑 𝒚𝒏 = 𝜵𝟐 𝒚𝒏 − 𝜵𝟐 𝒚𝒏−𝟏
In general,
𝒙 𝒚 𝛁𝒚 𝛁𝟐 𝒚 𝛁𝟑 𝒚 𝛁𝟒 𝒚
𝒙𝟎 𝒚𝟎
𝛁𝒚𝟏
𝛁𝟐 𝒚𝟐
𝒙𝟏 𝒚𝟏 𝛁𝟑 𝒚𝟑
𝛁𝟒 𝒚𝟒
𝛁𝒚𝟐
𝒙𝟐 𝒚𝟐 𝛁𝟐 𝒚𝟑
𝛁𝒚𝟑 𝛁𝟑 𝒚𝟒
𝒙𝟑 𝒚𝟑 𝛁𝟐 𝒚𝟒
𝛁𝒚𝟒
𝒙𝟒 𝒚𝟒
Important note:-
In forward difference table the Lower Diagonal is Conserved/constant with respect to final
value 𝒚𝒏 .
Example # 3:-
Construct backward difference table for the following data:
𝒙 𝟎 𝟏 𝟐 𝟑 𝟒
𝒚 = 𝒇(𝒙) 𝟐 𝟑 𝟏𝟐 𝟑𝟓 𝟕𝟖
Solution:-
“Backward difference table”
𝒙 𝒚 𝜵𝒚 𝜵𝟐 𝒚 𝜵𝟑 𝒚 𝜵𝟒 𝒚
𝟎 𝟐
𝒚𝟎 𝟏
𝛁𝒚𝟏 𝟖
𝟐 𝟔
𝟏 𝟑 𝛁 𝒚𝟐
𝒚𝟏 𝛁𝟑 𝒚𝟑
𝟗
𝛁𝒚𝟐 𝟎
𝟐 𝟏𝟐 𝟏𝟒 𝟒
𝛁 𝒚𝟒
𝒚𝟐 𝛁𝟐 𝒚𝟑
𝟐𝟑 𝟔
𝛁𝒚𝟑 𝟑
𝟑 𝟑𝟓 𝟐𝟎 𝛁 𝒚𝟒
𝒚𝟑 𝛁𝟐 𝒚𝟒
𝟒𝟑
𝟒 𝟕𝟖 𝛁𝒚𝟒
𝒚𝟒
𝜹𝟑 𝒚𝒌+𝟏/𝟐 = 𝜹𝟐 𝒚𝒌+𝟏 - 𝜹𝟐 𝒚𝒌
. . . . . . . . . . . . . . . . . . .
𝜹𝒚𝟑 𝜹𝟐 𝒚𝟏
𝒙𝟐 𝒚𝟐
𝟐 𝜹𝟑 𝒚𝟑
𝟐 𝜹𝟒 𝒚𝟐
𝜹𝟐 𝒚𝟐 𝜹𝟓 𝒚 𝟓
𝜹𝒚𝟓 𝜹𝟑 𝒚𝟓 𝟐 𝜹𝟔 𝒚 𝟑
𝟐 𝟐
𝒙𝟑 𝒚𝟑 𝜹𝟐 𝒚𝟑 𝜹𝟒 𝒚𝟑
𝜹𝒚𝟕 𝜹𝟑 𝒚𝟕 𝜹𝟓 𝒚 𝟕
𝟐 𝟐 𝟐
𝒙𝟒 𝒚𝟒 𝜹𝟐 𝒚𝟒 𝜹𝟒 𝒚𝟒
𝜹𝒚𝟗 𝜹𝟑 𝒚𝟗
𝟐 𝟐
𝒙𝟓 𝒚𝟓 𝜹𝟐 𝒚𝟓
𝜹𝒚𝟏𝟏
𝟐
𝒙𝟔 𝒚𝟔
We have
𝑬 𝒚𝟎 = 𝑬𝒚(𝒙𝟎 ) = 𝒚(𝒙𝟎 + 𝒉) = 𝒚(𝒙𝟏 ) = 𝒚𝟏 ∵ 𝒙𝟏 = 𝒙𝟎 + 𝒉
⇒ 𝑬 𝒚𝟏 = 𝒚𝟐 , 𝑬 𝒚𝟐 = 𝒚𝟑 ,…, 𝑬 𝒚𝒏−𝟏 = 𝒚𝒏
⇒ 𝑬 𝟐 𝒚𝟎 = 𝒚𝟐
⇒ 𝑬 𝟒 𝒚𝟎 = 𝒚𝟒
⇒ 𝑬 𝒏 𝒚𝟎 = 𝒚𝒏
and
𝑬 𝟐 𝒚𝟐 = 𝒚𝟒 , 𝑬 𝟑 𝒚𝟐 = 𝒚𝟓 and so on.
The inverse operator 𝑬 −𝟏 is defined as:
𝑬 −𝟏 𝒇(𝒙) = 𝒇(𝒙 − 𝒉)
and
𝟏 𝒉 𝒉
𝝁𝒇(𝒙) = [𝒇 (𝒙 + ) + 𝒇 (𝒙 − )]
𝟐 𝟐 𝟐
Similarly,
𝟏 𝒉 𝒉
𝝁𝒚(𝒙) = [𝒚 (𝒙 + ) + 𝒚 (𝒙 − )]
𝟐 𝟐 𝟐
𝒅𝒇(𝒙)
𝑫𝒇(𝒙) = = 𝒇′(𝒙)
𝒅𝒙
𝟐
𝒅𝟐 𝒇(𝒙)
𝑫 𝒇(𝒙) = = 𝒇′′(𝒙)
𝒅𝒙𝟐
𝟑
𝒅𝟑 𝒇(𝒙)
𝑫 𝒇(𝒙) = = 𝒇′′′(𝒙)
𝒅𝒙𝟑
. . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . .
𝒅𝒏 𝒇(𝒙)
𝒏
𝑫 𝒇(𝒙) = 𝒏
= 𝒇(𝒏) (𝒙)
𝒅𝒙
𝟏𝒇(𝒙) = 𝒇(𝒙)
𝟎𝒇(𝒙) = 𝟎
Properties of Operators
1): Linear Property:-
The operators ∆, 𝛁, 𝜹, 𝑬, 𝝁, 𝑫, 𝟏 and 𝟎 are all linear i.e., they satisfy:
Examples:-
Differential and integral operators are linear. Since
𝒅 𝒅𝒇(𝒙) 𝒅𝒈(𝒙)
1): [𝜶𝒇(𝒙) + 𝜷𝒈(𝒙)] =𝜶 +𝜷
𝒅𝒙 𝒅𝒙 𝒅𝒙
⇒ ∆𝒇(𝒙) = (𝑬 − 𝟏) 𝒇(𝒙)
Thus
∆= 𝑬 − 𝟏
𝑬=∆+𝟏
We have
Thus,
−𝟏
𝛁 = 𝟏 − 𝑬−𝟏 ∵ (𝑫−𝟏 ) −𝟏 = ∫ =𝑫
𝑬−𝟏 = 𝟏 − 𝛁 ∵ (𝑬−𝟏 ) −𝟏 = 𝑬
𝑬 = (𝟏 − 𝛁) −𝟏
𝟏 𝟏
⇒ 𝜹𝒇(𝒙) = (𝑬𝟐 − 𝑬−𝟐 ) 𝒇(𝒙)
Thus
𝟏 𝟏
−
𝜹= 𝑬𝟐 −𝑬 𝟐
Now
𝟏 𝟏 ∵ ∆= 𝑬 − 𝟏
𝜹 = 𝑬 (𝑬 − 𝟏) = 𝑬−𝟐 ∆
−𝟐
and
𝟏
−𝟏 )
𝟏 ∵ 𝛁 = 𝟏 − 𝑬−𝟏
𝜹= 𝑬𝟐 (𝟏 −𝑬 = 𝑬𝟐 𝛁
Hence
𝟏 𝟏 𝟏 𝟏
−𝟐 −𝟐
𝜹= 𝑬𝟐 −𝑬 =𝑬 ∆= 𝑬𝟐 𝛁
𝟏 𝒉 𝒉
𝝁𝒇(𝒙) = [𝒇 (𝒙 + ) + 𝒇 (𝒙 − )]
𝟐 𝟐 𝟐
𝟏 𝟏 −
𝟏
⇒ 𝝁𝒇(𝒙) = [𝑬 𝒇(𝒙) + 𝑬 𝟐 𝒇(𝒙)]
𝟐
𝟐
𝟏 𝟏 𝟏
⇒ 𝝁𝒇(𝒙) = [𝑬𝟐 + 𝑬−𝟐 ] 𝒇(𝒙)
𝟐
Thus
𝟏 𝟏 −
𝟏
𝝁 = [𝑬𝟐 + 𝑬 𝟐 ]
𝟐
𝟐
𝒅𝟐 𝒇(𝒙)
𝑫 𝒇(𝒙) = 𝟐
= 𝒇′′ (𝒙)
𝒅𝒙
and so on.
𝒉𝑫 𝒙
𝒙 𝒙𝟐
⇒ 𝑬𝒇(𝒙) = 𝒆 𝒇(𝒙) ∵𝒆 =𝟏+ + +⋯
𝟏! 𝟐!
Thus
𝑬 = 𝒆𝒉𝑫
𝑬 = 𝟏 + ∆= 𝒆𝒉𝑫
Again
𝒆𝒉𝑫 = 𝑬 = 𝟏 + ∆
⇒ 𝒉𝑫 = 𝒍𝒏𝑬 = 𝒍𝒏(𝟏 + ∆)
Now consider,
𝒉𝑫 = 𝒍𝒏(𝟏 + ∆)
𝒙𝟐 𝒙𝟑 𝒙𝟒
Since 𝒍𝒏(𝟏 + 𝒙) = 𝒙 − + − +⋯
𝟐 𝟑 𝟒
∆𝟐 ∆𝟑 ∆𝟒
⇒ 𝒉𝑫 = ∆ − + − +⋯
𝟐 𝟑 𝟒
𝟏 ∆𝟐 ∆𝟑 ∆𝟒
⇒ 𝑫 = [∆ − + − + ⋯]
𝒉 𝟐 𝟑 𝟒
There are no hard and fast rule for creating new relations among the operators using
standard relations. But remember the some previous rules which have used many times:
1): From LHS prove the RHS. 2): From RHS prove the LHS.
3): Find values of LHS and RHS separately and then both must be equal.
4): Sometime for proving the required results, we use the rules that we Replace
the Unrequired variables into Required variables.
Example# 4:-
Prove that:
Proof:
We know that:
𝒉𝑫 = 𝒍𝒏𝑬 = 𝐥𝐧(𝟏 − 𝛁)−𝟏 = − 𝐥𝐧(𝟏 − 𝛁) ∵ 𝑬 = (𝟏 − 𝛁)−𝟏
Hence
𝒉𝑫 = − 𝐥𝐧(𝟏 − 𝛁)
Now
𝟏 𝟏 𝟏 𝟏
𝟏 − − 𝟏
𝝁𝜹 = [𝑬 + 𝑬 ] [𝑬 − 𝑬 ] = [𝑬 − 𝑬−𝟏 ]
𝟐 𝟐 𝟐 𝟐
𝟐 𝟐
𝟏 𝒉𝑫
⇒ 𝝁𝜹 = (𝒆 − 𝒆−𝒉𝑫 ) ∵ 𝑬 = 𝒆𝒉𝑫
𝟐
𝒆𝒛 − 𝒆−𝒛 𝒆𝒛 + 𝒆−𝒛 𝒆𝒛 − 𝒆−𝒛
⇒ 𝝁𝜹 = 𝒔𝒊𝒏𝒉(𝒉𝑫) ∵ 𝒔𝒊𝒏𝒉𝒛 = , 𝒄𝒐𝒔𝒉𝒛 = , 𝒕𝒂𝒏𝒉𝒛 = 𝒛
𝟐 𝟐 𝒆 + 𝒆−𝒛
⇒ 𝒉𝑫 = 𝐬𝐢𝐧𝒉−𝟏 (𝝁𝜹)
Hence
Example # 5:-
Show that the operators 𝝁 and 𝑬 are Commutative.
Proof:-
By the definition of operators 𝝁 and 𝑬, we have
𝟏
𝝁𝑬𝒚𝟎 = 𝝁𝒚𝟏 = [𝒚𝟑/𝟐 + 𝒚𝟏/𝟐 ] (1)
𝟐
𝟏 𝒉 𝒉
∵ 𝝁𝒇(𝒙) = [𝒇 (𝒙 + ) + 𝒇 (𝒙 − ) ]
𝟐 𝟐 𝟐
While
𝟏 𝟏
𝑬𝝁𝒚𝟎 = 𝑬 [𝒚𝟏/𝟐 + 𝒚−𝟏/𝟐 ] = [𝒚𝟑/𝟐 + 𝒚𝟏/𝟐 ] (2)
𝟐 𝟐
𝝁𝑬𝒚𝟎 = 𝑬𝝁𝒚𝟎
Thus
𝝁𝑬 = 𝑬𝝁
Therefore, the operators 𝝁 and 𝑬 are commutative.
Dr. Jamil Book Series 2 Page 59
Advanced Mathematical Techniques Chapter # 2 Difference Operators
Example # 6:-
Prove that:
𝟏
𝜹 ∆ ∆𝑬−𝟏 ∆+𝜵
𝟏): 𝑬 = 𝝁 +
𝟐 𝟐): 𝝁𝜹 = + 𝟑): 𝝁𝜹 =
𝟐 𝟐 𝟐 𝟐
𝟐
𝟐 𝟐 𝜹𝟐 𝜹𝟐 𝜹𝟐
𝟒): 𝟏 + 𝝁 𝜹 = (𝟏 + ) 𝟓): ∆= + 𝜹√𝟏 +
𝟐 𝟐 𝟒
Proof (1):-
By definition of operators, we have
𝟏 𝟏 𝟏 𝟏 𝟏 𝟏 𝟏 𝟏
𝜹 𝟏 − 𝟏 − 𝟏 − −
𝝁+ = (𝑬 + 𝑬 ) + (𝑬 − 𝑬 )
𝟐 𝟐 𝟐 𝟐 ∴ 𝝁 = (𝑬 + 𝑬 ) , 𝜹 = 𝑬 − 𝑬
𝟐 𝟐 𝟐 𝟐
𝟐 𝟐 𝟐 𝟐
𝜹 𝟏
⇒𝝁+ = 𝑬𝟐
𝟐
Proof (2):-
We have
𝟏 𝟏 𝟏 𝟏
𝟏 − − 𝟏
𝝁𝜹 = (𝑬 + 𝑬 ) (𝑬 − 𝑬 )= [𝑬 − 𝑬−𝟏 ]
𝟐 𝟐 𝟐 𝟐 ∴𝑬=𝟏+∆
𝟐 𝟐
𝟏 ∆ 𝟏 𝟏
𝝁𝜹 = (𝟏 + ∆ − 𝑬−𝟏 ) = + [𝟏 − ]
𝟐 𝟐 𝟐 𝑬
∆ 𝟏 𝑬 − 𝟏 ∆ ∆𝑬−𝟏
𝝁𝜹 = + = +
𝟐 𝟐 𝑬 𝟐 𝟐
Proof (3):-
We have
𝟏 𝟏 𝟏 𝟏
𝟏 −𝟐 −𝟐 𝟏
𝝁𝜹 = (𝑬 + 𝑬 ) (𝑬 − 𝑬 )= [𝑬 − 𝑬−𝟏 ]
𝟐 𝟐 ∴ 𝑬 = 𝟏 + ∆ , 𝑬−𝟏 = 𝟏 − 𝛁
𝟐 𝟐
𝟏 𝟏
⇒ 𝝁𝜹 = (𝟏 + ∆ − 𝟏 + 𝛁) = (∆ + 𝛁)
𝟐 𝟐
Proof 4):-
By the definition of operators, we have
𝟏 𝟏 𝟏 𝟏 𝟏 𝟏 𝟏 𝟏
𝟏 −𝟐 −𝟐 𝟏 𝟏 −𝟏 ] 𝟏 −𝟐 −𝟐
𝝁𝜹 = [𝑬 + 𝑬 ] [𝑬 − 𝑬 ] = [𝑬 − 𝑬
𝟐 𝟐 ∴ 𝝁 = (𝑬 + 𝑬 ) , 𝜹 = 𝑬 − 𝑬
𝟐 𝟐
𝟐 𝟐 𝟐
Therefore
𝟏 𝟏
1+( 𝝁𝜹) 𝟐 = 𝟏 + (𝑬 − 𝑬−𝟏 ) 𝟐 =1 + (𝑬𝟐 − 𝟐 + 𝑬−𝟐 )
𝟒 𝟒
𝟒 + 𝑬𝟐 − 𝟐 + 𝑬𝟐 𝑬𝟐 + 𝟐 + 𝑬−𝟐
𝟐 𝟐
⇒ 𝟏+𝝁 𝜹 = =
𝟒 𝟒
Dr. Jamil Book Series 2 Page 60
Advanced Mathematical Techniques Chapter # 2 Difference Operators
𝟏
⇒ 𝟏 + 𝝁𝟐 𝜹𝟐 = (𝑬 + 𝑬−𝟏 ) 𝟐 (1)
𝟒
Now, consider
𝟏 𝟏 𝟐
𝜹𝟐 𝟏 − 𝟐+𝑬−𝟐+𝑬−𝟏
1+ = 𝟏 + 𝟐 (𝑬 − 𝑬 ) = 𝟐 𝟐
𝟐 𝟐
𝜹𝟐 𝟏
𝟏+ = (𝑬 + 𝑬−𝟏 )
𝟐 𝟐
𝟐
𝜹𝟐 𝟏
(𝟏 + ) = (𝑬 + 𝑬−𝟏 )𝟐 (2)
𝟐 𝟒
𝟐
𝟐 𝟐
𝜹𝟐
𝟏 + 𝝁 𝜹 = (𝟏 + )
𝟐
Proof (5):-
𝜹𝟐 𝜹𝟐
√
+𝜹 𝟏+
𝟐 𝟒
𝟏 𝟏 𝟐 𝟏 𝟏 𝟐
− −
(𝑬𝟐 −𝑬 𝟐)
𝟏 𝟏 √ (𝑬𝟐 −𝑬 𝟐)
−
= + (𝑬𝟐 −𝑬 𝟐) + 𝟏+
𝟐 𝟒
𝑬 − 𝟐 + 𝑬−𝟏 𝟏
−
𝟏 𝟒 + 𝑬 − 𝟐 + 𝑬−𝟏
= + (𝑬𝟐 − 𝑬 𝟐 ) √
𝟐 𝟒
𝟏 𝟏 𝟐
−
𝑬 − 𝟐 + 𝑬−𝟏 (𝑬𝟐 +𝑬 𝟐)
−𝟐 √
𝟏 𝟏
= + (𝑬 − 𝑬 )
𝟐
𝟐 𝟒
𝑬 − 𝟐 + 𝑬−𝟏 𝟏 𝟏 −
𝟏 𝟏
−
𝟏
= + (𝑬 − 𝑬 ) (𝑬 + 𝑬 𝟐 )
𝟐 𝟐 𝟐
𝟐 𝟐
𝑬 − 𝟐 + 𝑬−𝟏 + 𝑬 − 𝑬−𝟏
=
𝟐
=𝑬−𝟏=∆
Hence
𝜹𝟐 𝜹𝟐
+ 𝜹√𝟏 + =∆
𝟐 𝟒
Example # 7:-
Find: 𝐚): ∆ 𝒍𝒐𝒈 𝒙 𝐛): ∆𝒕𝒂𝒏−𝟏 𝒙
Proof (a):-
By definition of forward operator, we have
𝒙+𝒉 𝒉
⇒ ∆ 𝒍𝒐𝒈 𝒙 = 𝒍𝒐𝒈 = 𝒍𝒐𝒈 [𝟏 + ]
𝒙 𝒙
Proof (b):-
By definition of forward operator, we have
𝒙+𝒉−𝒙
⇒ ∆ 𝒕𝒂𝒏−𝟏 𝒙 = 𝒕𝒂𝒏−𝟏 [ ]
𝟏 + (𝒙 + 𝒉) 𝒙
𝒉
⇒ ∆ 𝒕𝒂𝒏−𝟏 𝒙 = 𝒕𝒂𝒏−𝟏 [ ]
𝟏 + 𝒉𝒙 + 𝒙𝟐
Example # 8:-
Evaluate (taking 1 as the interval of differencing i.e. 𝒉 = 𝟏):
𝟓𝒙+𝟏𝟐 𝟏
𝐚): ∆ [ ] 𝐛): ∆𝒏 [ ]
𝒙𝟐 +𝟓𝒙+𝟔 𝒙
Solution (a):-
𝟓𝒙 + 𝟏𝟐 𝟐(𝒙 + 𝟑) + 𝟑(𝒙 + 𝟐)
∆[ 𝟐 ] = ∆[ ]
𝒙 + 𝟓𝒙 + 𝟔 (𝒙 + 𝟑) (𝒙 + 𝟐)
𝟓𝒙 + 𝟏𝟐 𝟐 𝟑
⇒ ∆[ ] = ∆ [ + ]
𝒙𝟐 + 𝟓𝒙 + 𝟔 𝒙+𝟐 𝒙+𝟑
𝟓𝒙 + 𝟏𝟐 𝟐 𝟑
⇒ ∆[ ] = ∆ [ ] + ∆ [ ]
𝒙𝟐 + 𝟓𝒙 + 𝟔 𝒙+𝟐 𝒙+𝟑
𝟓𝒙 + 𝟏𝟐 𝟐 𝟐 𝟑 𝟑
⇒ ∆[ ] = [ − ] + [ − ]
𝒙𝟐 + 𝟓𝒙 + 𝟔 𝒙+𝟏+𝟐 𝒙+𝟐 𝒙+𝟏+𝟑 𝒙+𝟑
𝟓𝒙 + 𝟏𝟐 −𝟐 𝟑
⇒ ∆[ 𝟐 ]=[ − ]
𝒙 + 𝟓𝒙 + 𝟔 (𝒙 + 𝟐) (𝒙 + 𝟑) (𝒙 + 𝟑) (𝒙 + 𝟒)
Solution (b):-
By the definition of forward operator, we have
𝟏 𝟏 𝟏 𝒙−𝒙−𝟏 −𝟏 (−𝟏)𝟏 𝟏!
∆[ ] = − = = =
𝒙 𝒙+𝟏 𝒙 𝒙(𝒙+𝟏) 𝒙(𝒙+𝟏) 𝒙(𝒙+𝟏)
Then
𝟏 −𝟏 −𝟏
∆𝟐 [ ] = −
𝒙 (𝒙 + 𝟏)(𝒙 + 𝟏 + 𝟏) 𝒙(𝒙 + 𝟏)
𝟏 −𝟏 𝟏 𝟐
∆𝟐 [ ] = + =
𝒙 (𝒙 + 𝟏)(𝒙 + 𝟐) 𝒙(𝒙 + 𝟏) 𝒙(𝒙 + 𝟏)(𝒙 + 𝟐)
𝟐
𝟏 (−𝟏) 𝟐 𝟐!
∆ [ ]=
𝒙 𝒙(𝒙 + 𝟏)(𝒙 + 𝟐)
𝟏𝒏
(−𝟏) 𝒏 . 𝒏!
∆ [ ]=
𝒙 𝒙(𝒙 + 𝟏)(𝒙 + 𝟐) … (𝒙 + 𝒏)
Example # 9:-
Evaluate:
∆𝟐 𝟑
( )𝒙
𝑬
Solution:-
∆𝟐 𝟑
( ) 𝒙 = (∆𝟐 𝑬−𝟏 ) 𝒙𝟑
𝑬
∆𝟐 𝟑
⇒ ( ) 𝒙 = (𝑬 − 𝟏) 𝟐 𝑬−𝟏 𝒙𝟑
𝑬
∆𝟐 𝟑
⇒ ( ) 𝒙 = (𝑬𝟐 − 𝟐𝑬 + 𝟏) 𝑬−𝟏 𝒙𝟑
𝑬
∆𝟐 𝟑
⇒ ( ) 𝒙 = (𝑬 − 𝟐 + 𝑬−𝟏 )𝒙𝟑
𝑬
∆𝟐 𝟑
⇒ ( ) 𝒙 = 𝑬𝒙𝟑 − 𝟐𝒙𝟑 + 𝑬−𝟏 𝒙𝟑
𝑬
∆𝟐 𝟑
⇒ ( ) 𝒙 = (𝒙 + 𝒉) 𝟑 − 𝟐𝒙𝟑 + (𝒙 − 𝒉) 𝟑
𝑬
∆𝟐 𝟑
⇒ ( ) 𝒙 = 𝒙𝟑 + 𝒉𝟑 + 𝟑𝒙𝟐 𝒉 + 𝟑𝒙𝒉𝟐 − 𝟐𝒙𝟑 + 𝒙𝟑 − 𝒉𝟑 − 𝟑𝒙𝟐 𝒉 + 𝟑𝒙𝒉𝟐
𝑬
∆𝟐 𝟑
⇒ ( ) 𝒙 = 𝟔𝒙𝒉𝟐
𝑬
Note:-
If 𝒉 = 𝟏, then
∆𝟐 𝟑
⇒ ( ) 𝒙 = 𝟔𝒙
𝑬
Example # 10:-
Prove that: 𝒇(𝟒) = 𝒇(𝟑) + ∆𝒇(𝟐) + ∆𝟐 𝒇(𝟏) + ∆𝟑 𝒇(𝟏)
Proof:-
By the definition of forward operator, we have
Hence
Dr. Jamil Book Series 2 Page 64
Advanced Mathematical Techniques Chapter # 2 Difference Operators
Example # 11:-
Solution:-
We have
∆𝟒 𝝁𝟎 = (𝑬 − 𝟏) 𝟒 𝝁𝟎 ∵ ∆= 𝑬 − 𝟏
𝟒 𝟒 𝟒
⇒ ∆𝟒 𝝁𝟎 = [𝑬𝟒 − ( ) 𝑬𝟑 + ( ) 𝑬𝟐 − ( ) 𝑬 + 𝟏] 𝝁𝟎
𝟏 𝟐 𝟑
⇒ ∆𝟒 𝝁𝟎 = 𝟐𝟗 − 𝟏𝟏𝟐 + 𝟏𝟐𝟔 − 𝟒𝟒 + 𝟏
⇒ ∆𝟒 𝝁𝟎 = 𝟎
Example # 12:-
Solution:-
We have
∆𝟓 𝝁𝟎 = (𝑬 − 𝟏) 𝟓 𝝁𝟎
𝟓 𝟓 𝟓 𝟓
⇒ ∆𝟓 𝝁𝟎 = [𝑬𝟓 − ( ) 𝑬𝟒 + ( ) 𝑬𝟑 − ( ) 𝑬𝟐 + ( ) 𝑬 − 𝟏] 𝝁𝟎
𝟏 𝟐 𝟑 𝟒
Hence
∆𝟓 𝝁𝟎 = 𝟕𝟓𝟓
Example # 13:-
Prove that:
𝐚): ∆[𝒇(𝒙)𝒈(𝒙) ] = 𝒇(𝒙 + 𝒉)∆𝒈(𝒙) + 𝒈(𝒙) ∆𝒇(𝒙)
𝒇(𝒙) 𝒈(𝒙)∆𝒇(𝒙) − ∆𝒇(𝒙) ∆𝒈(𝒙)
𝐛): ∆ [ ]=
𝒈(𝒙) 𝒈(𝒙 + 𝒉)𝒈(𝒙)
Proof (a):-
By the definition of forward operator, we have
Hence
Proof (b):-
Hence
EXCERCISE -2
Question # 1:-
Construct:
a): Forward difference table for:
𝒙 0 2 4 6 8
𝒚 = 𝒇(𝒙) 40 51.68 67.04 86.56 110.72
𝒙 10 20 30 40 50
𝒚 = 𝒇(𝒙) 1 1.3010 1.4771 1.6021 1.6990
Question # 2:-
Construct:
a): Forward Difference table for:
𝒙 0 1 2 3 4 5 6
𝒚 = 𝒇(𝒙) 0 7 26 63 124 342 511
Question # 4:-
Express ∆𝟐 𝒚𝟎 and ∆𝟑 𝒚𝟎 in terms of the values of the function 𝒚.
Answer:-
∆𝟐 𝒚𝟎 = 𝒚𝟐 − 𝟐𝒚𝟏 + 𝒚𝟎
∆𝟑 𝒚𝟎 = 𝒚𝟑 − 𝟑𝒚𝟐 + 𝟑𝒚𝟏 − 𝒚𝟎
Question # 5:-
Express ∆𝟐 𝒚𝟏 and ∆𝟒 𝒚𝟎 in terms of the values of the function 𝒚.
Answer:-
∆𝟐 𝒚𝟏 = 𝒚𝟑 − 𝟐𝒚𝟐 + 𝒚𝟏
∆𝟒 𝒚𝟎 = 𝒚𝟒 − 𝟒𝒚𝟑 + 𝟔𝒚𝟐 − 𝟒𝒚𝟏 + 𝒚𝟎
Question # 6:-
Prove that:
𝟏 𝟏
−𝟐
a): 𝜹 = 𝑬 ∆= 𝑬 𝛁 𝟐 𝐛): 𝑬 = 𝟏 + ∆= 𝒆𝒉𝑫 𝐜): 𝒉𝑫 = − 𝐥𝐧(𝟏 − 𝛁) = 𝐬𝐢𝐧𝐡−𝟏 (𝝁𝜹)
Question # 7:-
Show that the operator 𝝁 and 𝑬 Commute.
𝒈): 𝛁∆= ∆ − 𝛁 = 𝜹𝟐
Question # 9:-
Prove that:
𝟏 𝟏 𝜹𝟐
𝐚): ∆𝟑 𝒚𝟐 = 𝛁𝟑 𝒚𝟓 𝐛): ∆= 𝝁𝜹 + 𝜹𝟐 𝐜): 𝛁 = − 𝜹𝟐 + 𝜹√𝟏 +
𝟐 𝟐 𝟒
𝟏 −𝟏
−𝟐 ∆ 𝜵
𝐝): 𝜹 = ∆(𝟏 + ∆) = 𝛁(𝟏 − 𝛁) 𝟐 𝐞): ∆+𝛁 = − 𝐟): ∆𝟐 = (𝟏 + ∆) 𝜹𝟐
𝜵 ∆
𝟏
𝐠): 𝛁 = 𝜹𝑬−𝟐 𝐡): 𝛁 = 𝟏 − 𝒆−𝒉𝑫
Question # 10:-
Prove that:
𝒏
𝐚): 𝛁 = 𝟏 − (𝟏 + ∆) −𝟏 𝐛): ∆𝒏 = 𝜹𝒏 𝑬𝟐
∆𝟐
𝐜): = 𝑬−𝟐 − 𝟐𝑬−𝟏 + 𝟏 𝐝): ∆𝟐 = (𝟏 + ∆) 𝜹𝟐
𝑬𝟐
Question # 11:-
Evaluate:
𝐚): ∆[𝐥𝐨𝐠(𝒂𝒙 + 𝒃)] 𝐛): ∆[𝐜𝐨𝐭(𝒂𝒙 + 𝒃)]
𝐜): ∆[𝐭𝐚𝐧−𝟏 𝒂𝒙] 𝐝): ∆𝒏 [𝒂𝒃𝒙+𝒄 ]
Answer:-
𝒂𝒉 − 𝐬𝐢𝐧 𝒂𝒉
𝐚): 𝒍𝒐𝒈 (𝟏 + ) 𝒃):
𝒂𝒙+𝒃 𝐬𝐢𝐧(𝒂𝒙+𝒃) 𝐬𝐢𝐧(𝒂𝒙+𝒃+𝒂𝒉)
𝒂𝒉 𝒏
𝐜): 𝐭𝐚𝐧−𝟏 ( 𝟐) 𝐝): (𝒂𝒃𝒙 − 𝟏) 𝒂𝒃𝒙+𝒄
𝟏+𝒂𝟐 𝒉𝒙+𝒂𝟐 𝒙
Question # 12:-
Prove that:
𝐚): ∆[𝒇(𝒙)𝒈(𝒙)] = 𝒇(𝒙 + 𝒉) ∆𝒈(𝒙) + 𝒈(𝒙) ∆𝒇(𝒙)
𝟏 ∆𝒇(𝒙)
𝐜): ∆ [ ]=−
𝒇(𝒙) 𝒇(𝒙)𝒇(𝒙 + 𝒉)
𝒙−𝟏 𝟏
𝐝): ∆ 𝐭𝐚𝐧−𝟏 ( ) = 𝐭𝐚𝐧−𝟏 ( ) , taking 𝒉 = 𝟏
𝒙 𝟐𝒙𝟐
Prove that:
𝟐+∆ 𝟏 𝒉𝑫
𝐚): 𝝁 = = √𝟏 + 𝜹𝟐 𝐛): 𝜹 = 𝟐𝐬𝐢𝐧𝐡 ( )
𝟐√𝟏+∆ 𝟒 𝟐
Question # 14:-
Evaluate (Taking 1 as the interval of differencing):
𝟓𝒙+𝟏𝟐 𝟏
a): ∆ [ ] 𝐛): ∆𝒏 [ ]
𝒙𝟐 +𝟓𝒙+𝟔 𝒙
Answer:-
𝟓𝒙 + 𝟏𝟐 −𝟐 𝟑
𝐚): ∆ [ 𝟐 ]= −
𝒙 + 𝟓𝒙 + 𝟔 (𝒙 + 𝟐) (𝒙 + 𝟑) (𝒙 + 𝟑) (𝒙 + 𝟒)
𝒏
𝟏 (−𝟏) 𝒏 𝒏!
𝐛): ∆ [ ] =
𝒙 𝒙(𝒙 + 𝟏)(𝒙 + 𝟐) … (𝒙 + 𝒏)
Question # 15:-
∆𝟐
Evaluate: ( ) 𝒙𝟑 .
𝑬
Answer:-
∆𝟐 𝟑
( ) 𝒙 = 𝟔𝒙𝒉𝟐
𝑬
Question # 16:-
Prove that: 𝒇(𝟒) = 𝒇(𝟑) + ∆𝒇(𝟐) + ∆𝟐 𝒇(𝟏) + ∆𝟑 𝒇(𝟏)
Question # 17:-
Given 𝝁𝟎 = 𝟏, 𝝁𝟏 = 𝟏𝟏, 𝝁𝟐 = 𝟐𝟏, 𝝁𝟑 = 𝟐𝟖 𝒂𝒏𝒅 𝝁𝟒 = 𝟐𝟗. Find ∆𝟒 𝝁𝟎 .
Answer:-
∆𝟒 𝝁𝟎 = 𝟎
ASSIGNMENT
Question # 18:-
Given 𝝁𝟎 = 𝟑, 𝝁𝟏 = 𝟏𝟐, 𝝁𝟐 = 𝟖𝟏, 𝝁𝟑 = 𝟐𝟎𝟎, 𝝁𝟒 = 𝟏𝟎𝟎 𝒂𝒏𝒅 𝝁𝟓 = 𝟖. Find ∆𝟓 𝝁𝟎 .
Answer:-
∆𝟓 𝝁𝟎 = 𝟕𝟓𝟓
Question # 19:-
Taking 1 as the interval of differencing, Prove that:
∆𝟐 𝒙𝟑 𝟔
=
𝑬𝒙𝟑 (𝒙 + 𝟏)𝟐
Question # 20:-
Given: 𝒚𝟎 + 𝒚𝟖 = 𝟏. 𝟗𝟐𝟒𝟑, 𝒚𝟏 + 𝒚𝟕 = 𝟏. 𝟗𝟓𝟒𝟎, 𝒚𝟐 + 𝒚𝟔 = 𝟏. 𝟗𝟖𝟐𝟑, and 𝒚𝟑 + 𝒚𝟓 = 𝟏. 𝟗𝟗𝟓𝟔.
Show that 𝒚𝟒 = 𝟎. 𝟗𝟗𝟗𝟗𝟓𝟓𝟕.
∆𝒚𝟎 = 𝒚𝟏 − 𝒚𝟎 = Increase-Copy
𝜵𝒚𝟏 = 𝒚𝟏 − 𝒚𝟎 = Copy-Decrease
𝜹 𝒚𝟏/𝟐 = 𝒚𝟏 − 𝒚𝟎
𝟏𝒇(𝒙) = 𝒇(𝒙)
𝟎𝒇(𝒙) = 𝟎
Properties of Operators:-
1): Linear Property
2): Distributive over addition property
∆= 𝑬 − 𝟏 𝑬=∆+𝟏
𝛁 = 𝟏 − 𝑬−𝟏 𝑬−𝟏 = 𝟏 − 𝛁
𝑬 = (𝟏 − 𝛁) −𝟏 𝟏 𝟏 𝟏 𝟏
𝜹 = 𝑬𝟐 − 𝑬−𝟐 = 𝑬−𝟐 ∆= 𝑬𝟐 𝛁
𝟏 𝟏 𝟏 𝑬 = 𝒆𝒉𝑫
𝝁= [𝑬𝟐 + 𝑬−𝟐 ]
𝟐
𝑬 = 𝟏 + ∆= 𝒆𝒉𝑫 𝟏 ∆𝟐 ∆𝟑 ∆𝟒
𝑫 = [∆ − + − + ⋯]
𝒉 𝟐 𝟑 𝟒