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    FINITE DIFFERENCES MTD

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    remi

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    FINITE DIFFERENCES MTD

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    FINITE DIFFERENCES MTD

    Uploaded by

    remi

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    © All Rights Reserved
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    of 7

    FINITE DIFFERENCES

    Consider the arguments x0 , x1 , x2 …. xn and the entries y0, y1, y2, … yn . y


    = f(x) be a function of x. Let us assume that the values of x are in
    increasing order and equally spaced with a space length h. Then the
    values of x may be taken to be x 0 , x0+h , x0+2h …. x0+nh and the function
    assumes the values f (x0 ), f (x0 + h ), f (x0 + 2h), f (x0 + nh) . Here we
    study some of the finite differences of the function y = f (x)

    Forward Difference Operator(∆ ):


    Let y = f(x) be a given function of x. Let y0 , y1 , y2 , ….. , yn be the values
    of y at = x0, x1, x2….. xn respectively.
    Then y1 − y0, y2 − y1, y3 − y2 , … yn − yn−1 are called the first (forward)
    differences of the function y. They are denoted
    by Δy0 , Δy1 , Δy2 ,..., Δyn−1 respectively.

    (i.e) Δy0 = y1 − y0, Δy1 = y2 − y1, Δy2 = y3 − y2 .... Δyn −1 = yn − yn−1

    In general, Δyn = yn+1 − yn , n = 0,1,2,3,...

    The symbol Δ is called the forward difference operator and pronounced


    as delta.

    The forward difference operator ∆ can also be defined


    as Δf ( x) = f ( x + h ) − f ( x), h is the equal interval of spacing.

    Proof of these properties are not included in our syllabus:


    Properties of the operator Δ :

    Property 1: If c is a constant then Δc = 0

    Proof: Let f (x) = c

    ∴ f ( x + h ) = c (where ‘h’ is the interval of difference)

    Δf ( x) = f ( x + h ) − f ( x)

    Δc = c − c = 0

    Property 2: Δ is distributive i.e. Δ ( f (x) + g (x)) = Δ f (x) + Δ g (x)

    Proof: Δ[f (x) + g (x)] = [f (x + h ) + g(x + h) ] – [f (x)+ g (x)]

    = f (x + h ) + g(x + h) − f (x) − g (x)


    = f (x + h ) − f (x )+ g(x + h) − g (x)

    = Δ f (x) + Δ g (x)

    Similarly we can show that Δ [f ( x) − g ( x)] = f (x) − Δ [g ( x)]

    In general, Δ[ f1 (x) + f 2 (x)...... + f n (x) ] = Δ f1 (x)


    + Δ f 2 (x) + .... + Δ f n (x)

    Property 3: If c is a constant then Δ c f ( x ) = c Δ f ( x)

    Proof: Δ [c f (x)] = c f ( x + h) − c f ( x)

    = c [ f (x + h) − f (x)]

    = c Δ f (x)

    Results without proof

    1. If m and n are positive integers then Δ m . Δ n f (x) = Δ m +n f (x)

    2. Δ[ f (x) g (x) ] = f (x) g (x) + g (x) Δ f (x)

    3.

    The differences of the first differences denoted by Δ2y0, Δ2y1, …., Δ2yn, are
    called second differences, where

    Similarly the differences of second differences are called third


    differences.
    Backward Difference operator ( ∇) :

    Let y = f(x) be a given function of x. Let y0 , y1,..., yn be the values of y at

    x = x0 , x1 , x2 ... xn respectively. Then

    y1 − y0 = ∇y1

    y2 − y1 = ∇y2

    yn − yn−1 = ∇yn

    are called the first(backward) differences.

    The operator ∇ is called backward difference operator and pronounced


    as nepla.

    Second(backward) differences: ∇2yn = ∇yn − ∇yn+1 ;n = 1,2,3,…

    Third (backward) differences: ∇3yn = ∇2yn − ∇2yn−1 ;n = 1,2,3,…

    In general, kth (backward) differences: ∇kyn = ∇k−1yn − ∇k−1yn−1 ;n = 1,2,3,


    …

    Backward differences can also be defined as follows.

    ∇ f (x) = f (x) − f (x − h)

    First differences: ∇ f (x + h) = f (x + h) − f (x)


    ∇ f (x + 2h) = f (x + 2h) − f (x + h),...,h is the interval of spacing.

    Second differences:

    ∇2 f (x + h) = ∇(∇f (x + h) = ∇( f (x + h) − f (x))

    = ∇ f (x + h) − ∇f (x)

    ∇2 f (x + 2h) = ∇ f (x + 2h ) − ∇f (x + h)

    Third differences:

    ∇3 f (x + h) = ∇2 f (x + h ) − ∇2 f (x)

    ∇3 f (x + 2h) = ∇2 f (x + 2h ) − ∇2 f (x + h)

    Here we note that, ∇ f (x + h) = f (x + h ) − f (x) = Δf (x)

    ∇ f (x + 2h) = f (x + 2h ) − f (x + h) = Δf (x + h)

    ∇2 f (x + 2h) = ∇ f (x + 2h ) − ∇f (x + h) = Δf (x + h ) − Δf (x)

    = Δ2 f (x)

    In general, ∇n f (x + nh)= Δn f (x)


    1. If h = 1 then prove that (E−1 Δ)x3 = 3x2 − 3x + 1

    2. If f (x) = x2 + 3x than show that Δ f (x) = 2x + 4


    3. Evaluate Δ[1/(x + 1)( x + 2 ) ] by taking ‘1’ as the interval of
    differencing

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