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Relation Between Difference Operators

The document discusses various difference operators and their relationships. It defines the forward difference operator Δ as f(x + h) - f(x), the backward difference operator ∇ as f(x) - f(x - h), and the central difference operator δ as (f(x + h/2) - f(x - h/2))/2. It also introduces the shift operator E, averaging operator μ, and describes the relationships between the operators, such as Δ = E−1, ∇ = 1 - E−1, δ = (E−E−1)/2, and μ = (E2 - E−12)/2.

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S Adilakshmi
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3K views8 pages

Relation Between Difference Operators

The document discusses various difference operators and their relationships. It defines the forward difference operator Δ as f(x + h) - f(x), the backward difference operator ∇ as f(x) - f(x - h), and the central difference operator δ as (f(x + h/2) - f(x - h/2))/2. It also introduces the shift operator E, averaging operator μ, and describes the relationships between the operators, such as Δ = E−1, ∇ = 1 - E−1, δ = (E−E−1)/2, and μ = (E2 - E−12)/2.

Uploaded by

S Adilakshmi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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RELATION BETWEEN DIFFERENCE OPERATORS

Prepared by
S. Adilakshmi
Basic Science and Humanities
Forward Difference Operator
We define the FORWARD DIFFERENCE OPERATOR,  denoted by as

 f (x)  f (x  h)  f (x)
The expression f(x + h)- f(x) gives the FIRST FORWARD DIFFERENCE of f(x) and the
operator  is called the FIRST FORWARD DIFFERENCE OPERATOR. Given the step size h
this formula uses the values at x and x + h the point at the next step. As it is moving in the
forward direction, it is called the forward difference operator.

Backward Difference Operator

The FIRST BACKWARD DIFFERENCE OPERATOR, denoted by  is defined as

 f (x)  f (x) f (xh)


Central Difference Operator
The FIRST CENTRAL DIFFERENCE OPERATOR, denoted by  is defined by

1   h  h 

 f ( x)   f  x    f  x   
2   2  2 

Shift Operator
A SHIFT OPERATOR, denoted by E is the operator which shifts the value at
the next point with step h i.e.,

E f (x)  f (x  h)

E 2 f ( x)  f ( x  2h)
............................
……………………………
………………………….
E n f ( x)  f ( x  nh)
Averaging Operator:
The AVERAGING OPERATOR, denoted by  gives the average value between two
central points, i.e.,

1   h   h 

 f ( x)   f  x    f  x   
2   2   2 

Relation between difference operators:

1. Relation between  and E


 f ( x)  f ( x  h)  f ( x)

 E f ( x)  f ( x) ( f ( x  h)  Ef ( x))

 ( E 1) f ( x)

  E 1
Relation between  & E
f ( x)  f ( x)  f ( x  h)
&E
f ( x )  E 1 f ( x) ( f ( x  h)  E 1 f ( x))

 (1 E 1) f ( x)

 1 E 1
Relation between  and E
 h  h
 f ( x)  f  x    f  x  
 2  2

1 1
 E f ( x)  E 2 f ( x) ( f ( x  nh)  E n f ( x))
2

1 1
 (E  E 2) f ( x)
2

1 1
  E  E 2
2
Relation between  and E

1   h   h 
 f ( x)   f  x    f  x   
2   2   2 

  E 2 f ( x)  E 2 f ( x)  ( f ( x  nh)  E n f ( x))
1 1 1

2  

1 12 12
 (E  E ) f ( x)
2

   E 2 E 2 
1 1 1

2  
In view of the above discussion, we have the following table
showing the relations between various difference operators:
Thank you

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