FINITE DIFFERENCES

INTRODUCTION

Suppose x(0), x(1),...x(n) are sample input signals and y(0), y(1), ....y(n) output
signals as given in Fig.

Then we can form a table of values

x xo x1 x2 x3 . . . xn-1 xn

y yo y1 y2 y3 . . . xn-1 yn

If we subtract from each value of y (except y0) the proceeding value of y we get

y1 - y0, y2 - y1, .....yn - yn-1 .

These are called as first order forward differences of y and are denoted by ∆y.

i. e ∆y0 = y1 - y0, ∆y1 = y2 - y1, .... ∆yn-1 = yn - y n-1.

These are called first differences. From these we can form second order differences

∆2y0 = ∆y1 - ∆y0, ∆2y1 = ∆y2 - ∆y1, ... ∆2yn-1 = ∆y2 - ∆y1.

If x0, x1, x2, ,, xn are equally spaced then the input signals can be written as x0 + h,
x0 + 2h, ..... xn + h , so tha x1 - x0 = h = x2 - x1 etc.

We now define ∆f(x)= f(x + h) - f(x).

Backward Differences:

The differences of the form ∇ y1 = y1 - y0, ∇ y2 = y2 - y1, .... ∇ yn = yn - y n-1.

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ Page 1

If x0, x1, x2, ,, xn are equally spaced then we define ∇ f(x)= f(x) - f(x - h). Second
order differences can be defined in a similar manner as forward differences.

Shifting Operator E:

The shifting operator or translation operator is defined as Eyn = y n+1.

So second and higher order differences are defined as Ey1 = y2, E2 y1 = y3.

Central Difference Operator δ:

The central difference is defined as ߜ‫ݕ‬௡ = ቀ‫ݕ‬௡ାభ − ‫ݕ‬௡ିభ ቁ.

మ మ

The Averaging difference operator µ:

൭೤ భ శ ೤ భ൱
The averaging differencing is defined as ߤ‫ݕ‬௡ =
೙శ ೙ష
మ మ
మ

Relation Between Operators:

∆yn = yn+1 - y n = E yn - yn = (E - 1) yn

So ∆=‫ܧ‬−1

Next ∇‫ݕ‬௡ = ‫ݕ‬௡ − ‫ݕ‬௡ିଵ = ‫ݕ‬௡ − ‫ି ܧ‬ଵ ‫ݕ‬௡ = (1 − ‫ି ܧ‬ଵ )‫ݕ‬௡

∇= 1 − ‫ି ܧ‬ଵ
So

Now we find the relation between central difference, averaging operator with
shifting operator.

ߜ‫ݕ‬௡ = ቀ‫ݕ‬௡ାభ − ‫ݕ‬௡ିభ ቁ = ‫ ܧ‬మ ‫ݕ‬௡ − ‫ି ܧ‬మ ‫ݕ‬௡ = ቀ‫ ܧ‬మ − ‫ି ܧ‬మ ቁ ‫ݕ‬௡ .
భ భ భ భ

మ మ

ଵ ଵ
So ߜ = ൬‫ ܧ‬ଶ − ‫ି ܧ‬ଶ ൰

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ Page 2

 భ భ భ భ
ቆ௬ భା௬ భቇ ష
൬ா మ ௬೙ ା ா మ ௬೙ ൰
ష
൬ா మ ା ா మ ൰
Similarly ߤ‫ݕ‬௡ = = = ‫ݕ‬௡
೙శ ೙ష
మ మ
ଶ ଶ ଶ

ଵ ଵ
ߤ = ൬‫ ܧ‬ଶ − ‫ି ܧ‬ଶ ൰ /2
So

Relation Between Differential Operator and Other Operators:

The differential operator D is defined as ‫= )ݔ(݂ܦ‬ ݂(‫)ݔ‬.

ௗ
ௗ௫

By Taylor's theorem, ݂(‫ ݔ‬+ ℎ) = ݂(‫ )ݔ‬+ ‫ )ݔ(݂ܦ‬+ ‫ܦ‬ଶ ݂(‫ )ݔ‬+ … ..
௛ ௛మ
ଵ! ଵଶ!

= ቂ1 + + + ⋯ ቃf(x)
௛஽ (௛஽)మ
ଵ! ଵଶ!

= ݁ ௛஽ ݂(‫)ݔ‬

So ‫ ܧ = ܧ‬௛஽

Since ‫( = ܧ‬1 + ∆) = ݁ ௛஽ . So ℎ‫ = ܦ‬log (‫)ܧ‬

1 ଵ ଵ ଵ ଵ
ߤߜ = ቆ൬‫ ܧ‬ଶ − ‫ି ܧ‬ଶ ൰ ൬‫ ܧ‬ଶ + ‫ି ܧ‬ଶ ൰ቇ
2

= (‫ ܧ‬− ‫ି ܧ‬ଵ )
ଵ
ଶ

= (݁ ௛஽ − ݁ ି௛஽ )
ଵ
ଶ

= sin h(hD)

∴ ℎ‫ ݊݅ݏ = ܦ‬ℎିଵ (ߤߜ)

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ Page 3

PROBLEMS

− = ‫ ܧ‬− ‫ି ܧ‬ଵ
∆ ∇
∇ ∆
1)With usual notations, prove that

We know that ∇=1-‫ି ܧ‬ଵ , ∆=E-1

LHS = −
∆ ∇
∇ ∆

−
ாିଵ ଵିா షభ
ூିா షభ ாିଵ
=
భ
ଵି
−
ாିଵ ಶ
భ
ଵି ாିଵ
=
ಶ

=Eቀ ቁ − ா ቀாିଵቁ
ாିଵ ଵ ாିଵ
ாିଵ

ଵ
ா
= E−

= ‫ ܧ‬− ‫ି ܧ‬ଵ

= RHS

2)With usual notations prove that ∆= ߜ ଶ + ߜ ට1 +

ଵ ఋమ
ଶ ସ

We know that ∆= ‫ ܧ‬− 1, ߜ = ‫ܧ‬

ଵൗ
− ‫ିܧ‬
ଵൗ
ଶ ଶ

LHS = E-1

RHS = ߜ ଶ + ߜ ඨ1 + ߜ ൗ4
ଵ ଶ
ଶ

‫ ܧ‬ൗଶ ቁ ඨ1
భ భ
ଵ ଶ ቀா ൗమ ିா ష ൗమ ቁ
− ‫ ܧ‬ൗଶ ቁ
ିଵ
+
ଵ
−
ିଵ
ቀ‫ ܧ‬ൗଶ ቀ‫ ܧ‬ൗଶ +
ଵ
ଶ ସ
=

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ Page 4

 + ቀ‫ܧ‬ ଶቁ ට
ଵൗ
−‫ܧ‬
ாାா షభ ିଶ ିଵൗ ସାாାா షభ ିଶ
ଶ
ଶ ସ
=

భ షభ ଶ
ாାா షభ ିଶ
+
ா ൗమ ିா ൗమ
ටቀ‫ ܧ‬ଵൗଶ + ‫ି ܧ‬ଵൗଶ ቁ
ଶ ଶ
=

భ మ షభ మ
ቀா ൗమ ቁ ିቀா ൗమ ቁ
+
ாାா షభ ିଶ
ଶ ଶ
=

ாାா షభ ିଶାாିா షభ
ଶ
=
ଶாିଶ
ଶ
=

=E-1

=LHS

3) Establish the result µ =

ଶା∆
ଶ√(ଵା∆)
with usual notations

W.K.T

∆=E-1

R.H.S =

= (‫ ܧ‬మ + ‫ ܧ‬మ ) = µ = L.H.S

షభ భ
ଶା∆ ଶାாିଵ ଵାா ଵ
ଶ√ଵା∆ ଶ√ଵାாିଵ ଶ √ா ଶ
= =

= √(1 + ᆄ૛ µ૛ )
ఋమ
ଶ
4) Prove with usual notations that1+

R.H.S

√(1 + ᆄ૛ µ૛ ) =(૚ + ᆄ૛ µ૛ )
૚
૚ ష૚ ૚ ష૚ ૛
=ቆ૚ + ቇ
(ࡱ૛ –ࡱ ૛ )૛ (ࡱ૛ ାࡱ ૛ )૛
૝

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ Page 5

 ૚
૛ ૛
=ቆ૚ +
൫ࡱାࡱష૚ ൯
− ૚ቇ
૝

૚
૛ ૛
=ቆ
൫ࡱାࡱష૚ ൯
૝
ቇ

=
ࡱାࡱష૚
૛

=
ࡱାࡱష૚ ି૛ା૛
૛

= +૚
ࡱାࡱష૚ ି૛
૛
૚ ష૚

= + ૚ =1 + ᆄ૛ /૛
(ࡱ૛ –ࡱ ૛ )૛
૛

5) Prove that hD= log(1+∆) = sin ℎିଵ (µδ)

Solution: We know that : 1+∆ = E ; E = ݁ ௛஽

LHS:log (1+∆) = log E

= ݈‫݃݋‬௘ ݁ ௛஽

So log (1+∆) = hD
భ భ భ భ
ቀ ቁ ቀష ቁ ቀ ቁ ቀష ቁ
ቆா మ ାா మ ቇ(ா మ ିா మ )

ଶ
RHS: µδ=

୉ – ா షభ
ଶ
=

௘ ೓ವ ି ௘ ష೓ವ
ଶ
=

So µδ = sinh (hD)

Hence sinℎିଵ (ߤߜ) = hD

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ Page 6

 ૚

Question 6) ‫ = ܧ‬ቂ1 + ቃ +
భ
ᆄ૛ ૛ ᆄ
మ
૝ ૛

భ భ ଶ ଵ/ଶ భ భ
ష ష
= ൥1 + ቆ ቇ ൩ +
ா మ ିா మ (ா మ ିா మ )
ସ ଶ

[ ]మ
ସାாାா షభ ିଶ (భ) ா భ/మ ିா షభ/మ
ସ ଶ
= +

[ா భ/మ ାா షభ/మ ] ா షభ/మ –ா భ/మ

ଶ ଶ
= +

ଶ୉ଵ/ଶ
ଶ
=

= ‫ܧ‬ଵ/ଶ

7) Show that (1+∆)(1-▼) = 1 with usual notation.

We Know that ∆ = E -1 ▼ =1-E -1

LHS =(1+E-1)(1-1+E -1)
= (E)(E -1) = 1 = RHS

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ Page 7

SOLUTION OF FINITE DIFFERENCE EQUATION

INTRODUCTION

An equation which expresses a relation between the independent variable, the

dependent variable and the successive differences of the dependent variable is
called a difference equation.

Example: ∆ଶ ‫ݕ‬௫ + 5∆‫ݕ‬௫ + 6‫ݕ‬௫ = ‫ ݔ‬ଶ

∆ଷ ‫ݕ‬௡ − 4∆ଶ ‫ݕ‬௡ + 5∆‫ݕ‬௡ + 6‫ݕ‬௡ = sin ݊ + 2௡

Using the relation, ∆= ‫ ܧ‬− 1, ∆௡ = (‫ ܧ‬− 1)௡ ,

and so ∆‫ݕ‬௫ = (‫ ܧ‬− 1)‫ݕ‬௫ = ‫ݕ‬௫ାଵ − ‫ݕ‬௫

∆ଶ ‫ݕ‬௫ = (‫ ܧ‬− 1)ଶ ‫ݕ‬௫ = ‫ݕ‬௫ାଶ − 2‫ݕ‬௫ + ‫ݕ‬௫

Hence : ∆ଶ ‫ݕ‬௫ + 5∆‫ݕ‬௫ + 6‫ݕ‬௫ = ‫ ݔ‬ଶ can be written as

‫ݕ‬௫ାଶ − 2‫ݕ‬௫ାଵ + ‫ݕ‬௫ + 5(‫ݕ‬௫ାଵ − ‫ݕ‬௫ ) + 6‫ݕ‬௫ = 2௫

i.e ‫ݕ‬௫ାଶ + 3‫ݕ‬௫ାଵ + ‫ݕ‬௫ = 2௫ or (‫ ܧ‬ଶ + 3‫ ܧ‬+ 2)‫ݕ‬௫ = 2௫

Linear Difference of Higher Order Difference Equation

A general linear difference equation of higher order is of the form

a0yx+n + a1yx+n-1 + ….. + anyn = φ(x) (1)

or (a0En + a1En-1+….+ an-1E + an)yx = φ(x) (2)

i.e f(E)yx = φ(x) (3)

The solution of (3) is the sum of Complementary Function and Particular Integral.

i.e. yx = Complementary Function + Particular Integral

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ Page 8

Method of finding Complementary Functions

Consider the equation f(E) = 0 (1)

Form auxiliary equation by replacing E by a in eqn.(1), we get f(a) = 0 (2)

Find the roots of eqn.(2). Let it be a1, a2,..., an

Now three cases arise.

CASE 1. Let all the roots of eqn. (2) be real and distinct.

Then ‫ܥ‬. ‫ܥ = ܨ‬ଵ ܽଵ௫ + ‫ܥ‬ଶ ܽଶ௫ + ⋯ + ‫ܥ‬௡ ܽ௡௫

(3)

CASE 2. Let a1 = a2 = a, and the a=other roots a3,a4, ... , an are real and distinct.

Then ‫ܥ‬. ‫ܥ( = ܨ‬ଵ + ‫ܥ‬ଶ )ܽ ௫ + ‫ܥ‬ଷ ܽଷ௫ + ⋯ + ‫ܥ‬௡ ܽ௡௫ (4)

CASE 3. Let a1 = α + iβ, a2 = α - iβ, a3,a4, ... , an are real and distinct.

Then . ‫ ݎ = ܨ‬௫ (‫ܥ‬ଵ cos ߠ‫ ݔ‬+ ‫ܥ‬ଶ sin ߠ‫ )ݔ‬+ ‫ܥ‬ଷ ܽଷ௫ + ⋯ + ‫ܥ‬௡ ܽ௡௫ , (5)

where ‫ = ݎ‬ඥߙ ଶ + ߚ ଶ , ߠ = ‫ି݊ܽݐ‬ଵ ቀ ቁ.

ఉ
ఈ

Methods of Finding Particular Integral

The particular integral is defined by ܲ. ‫= ܫ‬

ఝ(௫)
௙(ா)
.

CASE 1. Let ߮(‫ ܽ = )ݔ‬௫ .

Then ܲ. ‫= ܫ‬ , ݂݅ ݂(ܽ) ≠ 0.
ఝ(௫)
௙(௔)

If f(a)=0, then ܲ. ‫= ܫ‬ = ܽ ௫ି௥ ,

௔ೣ ௫ (ೝ)
(ாି௔) ೝ ௥!
(7)

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ Page 9

where ‫( ݔ‬௥) = ‫ ݔ(ݔ‬− 1)(‫ ݔ‬− 2. . . ൫‫ ݔ‬− (‫ ݎ‬− 1)൯.

CASE 2. Let ߮(‫ = )ݔ‬sin ߙ‫ݔ‬.

Then ܲ. ‫= ܫ‬ = ቂ ቃ
ୱ୧୬ ఈ௫ ଵ ௘ ೔ഀೣ ି௘ ష೔ഀೣ
௙(ா) ௙(ா) ଶ௜

= ቂ − ቃ , ܽ = ݁ ௜ఈ , ܾ = ݁ ି௜ఈ
ଵ ௔ೣ ௕ೣ
ଶ௜ ௙(ா) ௙(ா)
(8)

CASE 3. . Let ߮(‫ = )ݔ‬sin ߙ‫ݔ‬.

Then ܲ. ‫= ܫ‬ = ቂ ቃ
ୱ୧୬ୡ୭ୱ ఈ௫ ଵ ௘ ೔ഀೣ ା௘ ష೔ഀೣ
௙(ா) ௙(ா) ଶ

= ቂ + ቃ , ܽ = ݁ ௜ఈ , ܾ = ݁ ି௜ఈ
ଵ ௔ೣ ௕ೣ
ଶ ௙(ா) ௙(ா)
(9)

CASE 4. Let ߮(‫݊ ݁݁ݎ݃݁݀ ݂݋ ݈ܽ݅݉݋݊ݕ݈݋݌ ܽ ܾ݁)ݔ‬

Then ܲ. ‫= ܫ‬ = [1 ± ݃(∆)]ିଵ ߮(‫)ݔ‬

ఝ(௫)
௙(ଵା∆)
(10)

Expand [1 ± ݃(∆)]ିଵ as a series of ascending powers of ∆ and operate on φ(x)

1) Solve :‫ݕ‬௡ାଶ − 5‫ݕ‬௡ାଵ + 6‫ݕ‬௡ = 0

Solution:

[‫ ܧ‬ଶ − 5‫ ܧ‬+ 6]‫ݕ‬௡ = 0

The auxillary equation is….

(݉ଶ − 5݉ + 6) = 0

(݉ − 1)(݉ − 2) = 0

m= 3,2

CF = ‫ܥ‬ଵ 3௡ + ‫ܥ‬ଶ 2௡

‫ݕ‬௡ = ‫ܥ‬ଵ 3௡ + ‫ܥ‬ଶ 2௡

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ Page 10

2 : ܵ‫ݕ ∶ ݁ݒ݈݋‬௫ାଶ + 7‫ݕ‬௫ାଵ + 8‫ݕ‬௫ = 0

Solution:

Given equation can be written as [‫ ܧ‬ଶ + 7‫ ܧ‬+ 8]‫ݕ‬௫ = 0

The auxillary equation is

(݉ଶ + 7݉ + 8) = 0

ି଻ା√‰ ‰√‰
The roots are : m = ቂ , 0
 

& &
‰√‰ ‰√‰
CF = _   + _  
 

3) Find particular integral of &Y − 12& + 16& = 2& + 4&

Solution:

s
kl = ! Š !‹

s
= Š ‹

s s
= Œ?‹
= 

& 
..ie… kl = . 2&
!

&&
=

. 2&

?s
kl = ! Š !‹

?s ?s
= =
? Š ?‹ Y

&& ?s
kl = kl + kl = . 2& + Y


LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ Page 11

PROBLEMS –PART B

1) Solve ∆u x + ∆2u x = cos x

∆u x + ∆2 u x = cos x
∆ = E −1
∆n = ( E − 1) n
∆u x = ( E − 1)u x = Eu x − u x
∆2 = ( E − 1) 2 u x = ( E 2 − 2 E + 1) u x = E 2 u x − 2 Eu x + u x
u x +1 − u x + u x + 2 − 2u x +1 + u x = cos x
u x + 2 − u x +1 = cos x
E
E2 − = cos x
ux
( E 2 − E )u x = 0 ⇒ a 2 − a = 0 ⇒ a (a − 1) = 0 ⇒ a = 0,1
CF = C1 (1) x
φ ( x) cos x
PI = =
F (E) E2 − E
௘ ೔ೣ
, Replace E by a=݁ ௜
ா మ ିா
= real part of

௘ ೔ೣ
మ
൫௘ ೔ ൯ ି൫௘ ೔ ൯
= real part of

௘ ೔ೣ
௘ మ೔ ି൫௘ ೔ ൯
= real part of

∗
௘ ೔ೣ ௘ షమ೔ ି௘ ష೔
௘ మ೔ ି൫௘ ೔ ൯ ௘ షమ೔ ି௘ ష೔
= real part of

௘ ೔ೣ ൫௘ షమ೔ ି௘ ష೔ ൯
(௘ మ೔ ି௘ ೔ )(௘ షమ೔ ି௘ ష೔ )
=real part of

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ Page 12

 ௘ ೔(ೣషమ) ି௘ ೔(ೣషభ)
ଵି(௘ ೔ ା௘ ೔ )ାଵ
=real part of

ୡ୭ୱ (௫ିଵ)ି௖௢௦௫
ଶିଶ ୡ୭ୱ ଵ
=

The Solution is ‫ݑ‬௫ = ‫ܥ‬ଵ (1)௫ +

ୡ୭ୱ (௫ିଵ)ି௖௢௦௫
ଶ(ଵିୡ୭ୱ ଵ)

2) Solve yx+2−7yx+1−8yx=x(x−2)2x

Solution: (E2−7E−8)yx=(x2-x)2x

Auxiliary equation: m2−7m−8=0

(m−8)(m+1)=0

m=8, m=−1

C.F=C18X+C2(−1)x

P.I:

P.I= ቂ ቃ2x
௫ (మ)
୉మ ି଻୉ି଼
(REPLACE E=aE=2E)

P.I=2x ቂ ቃ
௑ (మ)
(ଶா)మ ିଵସாି଼

= 2௫ ቂ ቃ
௫ (మ)
ସா మ ାଵସாି଼

=2 ቂ ቃ
௫ ௫ (మ)
ସ(ଵା∆)మ ିଵସ(ଵା∆)ି଼

= 2௫ ቂ ቃ
௑ (మ)
ସ(ଵାଶ∆ା∆మ )ିଵସିଵସ∆ି଼

= 2௫ ቂ ቃ
௫ (మ)
ସ∆మ ି଺∆ିଵ଼

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ Page 13

= 2௫ ൥ ൩
௫ (మ)
ర∆మ షల∆
ିଵ଼(ଵି൬ ൰
భఴ

ିଵ
=− ቂ1 − ( )ቃ ‫( ݔ‬ଶ)
ଶೣ ଶ∆మ ିଷ∆
ଵ଼ ଽ

=− ቂ1 + ቀ ቁ+ ቃ ‫( ݔ‬ଶ)
ଶೣ ଶ∆మ ିଷ∆ ଽ∆మ
ଵ଼ ଽ ଼ଵ

=− ቂ1 − + ቃ ‫( ݔ‬ଶ)
ଶೣ ∆ ∆మ
ଵ଼ ଷ ଷ

=− ቂ‫( ݔ‬ଶ) − + ቃ
ଶೣ ∆௫ (మ) ∆మ ௫ (మ)
ଵ଼ ଷ ଷ

=− ቂ‫ ݔ(ݔ‬− 1) − + ቃ
ଶೣ ଶ௫ ௫మ
ଵ଼ ଷ ଷ

P.I= − ቂ‫ ݔ‬ଶ − ‫ ݔ‬+ ቃ

ଶೣ ହ ଶ
ଵ଼ ଷ ଷ

‫ݕ‬௫ = ‫ܥ‬. ‫ ܨ‬+ ܲ. ‫ܫ‬

‫ݕ‬௫ = ‫ܥ‬ଵ 8௫ + ‫ܥ‬ଶ (−1)௫ − ቂ‫ ݔ‬ଶ − + ቃ.

ଶೣ ହ௫ ଶ
ଵ଼ ଷ ଷ

3) Solve (E² - 6E + 8) ‫ݕ‬௡ =3n² + 6 – 5(3௡ )

[(E-4) (E-2)] ‫ݕ‬௡ =3n² +6 - 5(3௡ )

A.E: m2 - 6m + 8 = 0

The roots are m₁=4, m₂=2

ଵ
P.I = (ாିସ)(ாିଶ)[3n² + 6 - 5(3௡ )]

= 3(ாିସ)(ாିଶ)(n²+2) - 3௡
ଵ ଵ
(ாିସ)(ாିଶ)
(5)

ଷ ହ(ଷ೙ )
(ாିସ)(ாିଶ)
= (n²+2) - (ିଵ)(ଵ)

ଷ
= (௱ିଷ)(௱ିଵ)
(n²+2) + (5) (3௡ )

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ Page 14

 ଷ
(n²+2) + 5(3௡ )
௱²ିସ௱ାଷ
=

௱²ିସ௱ ିଵ
= ቂ1 + ቃ (n²+2) + 5(3௡ )
ଷ

ଶ
= ൤1 + +ቀ ቁ ൨ (n² + 2) + 5(3௡ )
௱మ ିସ௱ ௱మ ିସ௱
ଷ ଷ

௱²ିସ௱ ଵ଺௱²
] (n²+2) + 5(3௡ )
ଷ ଽ
= [1- +

ସ௱ ଵଷ௱²
] (n²+2) + 5(3௡ )
ଷ ଽ
= [1 + +
ସ ଵଷ
[2] + 5(3௡ )
ଷ ଽ
= n² + 2 + [(2n+1)] +
଼ ସ ଶ଺
+ 5(13௡ )
ଷ ଷ ଽ
= n² + n + +
଼ ଵଶାଶ଺
=n² + n + 5(13௡ ) +
ଷ ଽ

଼ ଷ଼
=n² + n + 5(13௡ ) +
ଷ ଽ

4) Solve ‫ݕ‬௡ାଶ − 2‫ݕ‬௡ାଵ + 5‫ݕ‬௡ = 2. 3௡ − 4. 7௡

SOLUTION:

A.E:‫ ܧ‬ଶ − 2‫ ܧ‬+ 5 = 0

ROOTS ARE : 1+2i,1-2i

C.F = ૚࢞ (࡯૚ ‫(ܛܗ܋‬૟૜. ૝૜)࢞ + ۱૛ ‫(ܖܑܛ‬૟૜. ૝૜)࢞)

TO FIND P.I:

P.I=P.I 1+P.I 2
∅(୶)
୤(୉)
P.I 1=

ଷ೙
ா మ ିଶாାହ
=

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ Page 15

 Put E=aE,
ଶ.ଷ೙
ଽா మ ି଺ாାହ
=

.2
ଷ೙
଼
=

ଷ೙
ସ
=

ସ.଻ (೙)
ா మ ିଶாାହ
P.I 2=

.4
଻೙
ସ଴
=

଻೙
ଵ଴
=

{y(x)}=C.F+P.I 1+P.I 2

−
ଷ೙ ଻೙
=1௫ (‫ܥ‬1 cos(63.43)‫ ݔ‬+ C2 sin(63.43)‫)ݔ‬+
ସ ଵ଴

5) SOLVE:

(ܻ௄ାଶ + 2ܻ௄ାଵ + ܻ௄ = ‫ܭ‬. 2௄ )

(‫ ܧ‬ଶ + 2‫ ܧ‬+ 1) ܻ௄ = ‫ܭ‬. 2௄

The auxillary equation is obtained by replacing E=a

ܽଶ + 2ܽ + 1 = 0

(ܽ + 1) (ܽ + 1) = 0

a =-1,-1

C.F =(ܿଵ + ܿଶ ݇) (−1)௞

To find P.I

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ Page 16

 ௞.ଶೖ
ா మ ା ଶாାଵ
P.I =

ଶೖ ௞
(ଶா)మ ା ଶ(ଶா)ାଵ
=

ଶೖ ௞
ସா మ ା ସாାଵ
=

ଶೖ ௞
ସ(ଵା∆)మ ା ସ(ଵା∆)ା ଵ
=

ଶೖ ௞
ସ(ଵାଶ∆ା∆మ )ା ସାସ∆ାଵ
=

ଶೖ ௞
ସା଼∆ାସ∆మ ା ସାସ∆ାଵ
=

ଶೖ ௞
ସ∆మ ା ଵଶ∆ାଽ
=

= [1 + ቂ ቃ]ିଵ ݇
ଶೖ ସ∆మ ା `ଵଶ∆
ଽ ଽ

ቂ1 − − ቃ݇
ଶ಼ ସ∆మ ଵଶ∆
ଽ ଽ ଽ
=

= ቂ݇ − ቃ
ଶೖ ଵଶ
ଽ ଽ

P.I = [9݇ − 12]

ଶೖ
ଽ

ܻ௄ = ‫ܥ‬. ‫ ܨ‬+ ܲ. ‫ܫ‬

ܻ ௄ = (‫ܥ‬ଵ + ‫ܥ‬ଶ ݇) (−1)௞ + [9݇ − 12]

ଶ಼ೖ
ଽ

6) Solve 2‫ݕ‬௑ାଶ -7‫ݕ‬௑ାଵ +3‫ݕ‬௫ =cos 2‫ݔ‬

Solution: Rewriting the given equation as: 2‫ ܧ‬ଶ -7E+3=0

Auxiliary equation: 2݉ଶ -7m+3=0

(݉ − 3)(2݉ − 1)=0

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ Page 17

 m=3,1ൗ2

complementary equation(݂ܿ)=‫ܥ‬ଵ (3௫ )+‫ܥ‬ଶ ൭1ൗ2൱

particular integral(PI)=మಶౙ౥౩ మ೙
మ షళಶశయ

௘ ೔మೣ
ଶா మ ି଻ாାଷ
= R.P of

Replace E by ݁ ଶ௜
௘ ೔మೣ ൫ଶ௘ షర೔ ି଻௘ షమ೔ ାଷ൯
=(ଶ

௘ ర೔ ି଻௘ మ೔ ା
ଷ)൫ଶ௘ షర೔ ି଻௘ షమ೔ ାଷ൯

ଶ௘ ೔మೣ ௘ షర೔ ି଻௘ షమ೔ ௘ ೔మೣ ାଷ௘ ೔మೣ

ଶ௘ ర೔ .ଶ௘ షర೔ ିଶ௘ ర೔ .଻௘ షమ೔ ା଺௘ ర೔ ି଻௘ మ೔ .ଶ௘ షర೔ ାସଽିଶଵ௘ మ೔ ା଺௘ షర೔ ିଶଵ௘ షమ೔ ାଽ
=R.P of

ோ.௉ ௢௙ ଶ௘ (మೣషర)ି଻௘ (మೣషమ) ାଷ௘ ೔మೣ

଺ଶିଵସ൫௘ మ೔ ା௘ షమ೔ ൯ା଺൫௘ ర೔ ା௘ షర೔ ൯ିଶଵ(௘ మ೔ ା௘ షమ೔ )
=

ଶ ௖௢௦(ଶ௫ିସ)ି଻ ௖௢௦(ଶ௫ିଶ)ାଷ ௖௢௦ ଶ௫ ଶ ௖௢௦(ଶ௫ିସ)ି଻ ௖௢௦(ଶ௫ିଶ)ାଷ ௖௢௦ ଶ௫

଺ଶିଵସ ୡ୭ୱ ଶା଺ ୡ୭ୱ ସିଶଵ ୡ୭ୱ ଶ ଺ଶା଺ ୡ୭ୱ ସିଷହ ୡ୭ୱ ଶ
= =

Solution=cf+PI=‫ܥ‬ଵ (3௫ )+‫ܥ‬ଶ (1ൗ2)௫ +

General
ଶ ௖௢௦(ଶ௫ିସ)ି଻ ௖௢௦(ଶ௫ିଶ)ାଷ ௖௢௦ ଶ௫
଺ଶା଺ ୡ୭ୱ ସିଷହ ୡ୭ୱ ଶ

7) ܵ‫ݕ ݁ݒ݈݋‬௡ାଶ − 8‫ݕ‬௡ାଵ + 12 = ݊ sin ݊

Solution:

(‫ ܧ‬ଶ − 8‫ ܧ‬+ 12)‫ݕ‬௡ = ݊ sin ݊

‫ܥ‬ℎܽ‫ݏ݅ ݊݋݅ݐܽݑݍ݁ ܿ݅ݐݏ݅݁ݎݐܿܽݎ‬ ݉ଶ − 8݉ + 12 = 0

(݉ − 2)(݉ − 6) = 0

݉ = 2,6

‫ܥ‬. ‫ = ܨ‬2௫ ܿଵ + 6௫ ܿଶ

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ Page 18

 ݊ sin ݊
ܲܽ‫ܲ ݈ܽݎ݃݁ݐ݊݅ ݎ݈ܽݑܿ݅ݐ‬. ‫= ܫ‬
‫ܧ‬ଶ − 8‫ ܧ‬+ 12

=
௡ ୱ୧୬ ௡
(ாିଶ)(ாି଺)

= ∗
௡ ௘ ೔೙ ି௘ ష೔೙
(ாିଶ)(ாି଺) ଶ௜

=
௡௘ ೔೙ ି௡௘ ష೔೙
ଶ௜(ாିଶ)(ாି଺)

ܴ݁‫)ܧܽ( → ܧ ݈݁ܿܽ݌‬, ‫ → ܧ‬൫݁ ௜ ‫ܧ‬൯

= ଶ௜ ൤൫௘ ೔ ாିଶ൯൫௘ ೔ ாି଺൯ − ൫௘ ష೔ ாିଶ൯൫௘ ష೔ ாି଺൯൨ → (1)

ଵ ௡௘ ೔೙ ௡௘ ష೔೙

݊݁ ௜௡ ݊
ܿ‫ݕ݈݊݋ ݃݊݅ݎ݁݀݅ݏ݊݋‬ = ݁ ௜௡ ൤ ௜ ൨
(݁ ‫ ܧ‬− 2)(݁ ‫ ܧ‬− 6)
௜ ௜ (݁ ‫ ܧ‬− 2)(݁ ௜ ‫ ܧ‬− 6)

‫ ݁ ݐݑ݌‬௜ = ܽ

= ܽ௡ ቂ(௔ாିଶ)(௔ாି଺)ቃ
௡

‫ ∆ = ܧ ݐݑ݌‬+ 1

= ܽ௡ ቂ(௔(∆ାଵ)ିଶ)(௔(∆ାଵ)ି଺)ቃ
௡

= ܽ௡ ቂ(௔∆ା௔ିଶ)(௔∆ା௔ି଺)ቃ ݊
ଵ

= ܽ௡ ൥ ൩݊
ଵ
ೌ∆శೌ ೌ∆శೌ
൬ିଶቀଵି ቁ൰൬ି଺ቀଵି ቁ൰
మ ల

ܽ௡ 1
= ቎ ቏݊
12 ቀ1 − ܽ∆ + ܽቁ ቀ1 − ܽ∆ + ܽቁ
2 6

ܽ௡ ܽ∆ + ܽ ିଵ ܽ∆ + ܽ ିଵ (ଵ)
= ቈ൬1 − ൰ ൬1 − ൰ ቉݊
12 2 6

ܾ‫݃݊݅݀݊ܽ݌ݔ݁ ݕ‬

ܽ௡ ܽ∆ + ܽ ܽ∆ + ܽ ଶ ܽ∆ + ܽ ܽ∆ + ܽ ଶ
= ቈቆ1 + +൬ ൰ ቇ ቆ1 + +൬ ൰ ቇ቉ ݊(ଵ)
12 2 2 6 6

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ Page 19

 ܾ‫ ݃݊݅ݐ݈ܽܿ݃݁݊ ݕ‬ℎ݅݃ℎ݁‫ݏݎ݁ݓ݋݌ ݎ‬

ܽ௡ ܽ + ܽ∆ ܽଶ + 2ܽଶ ∆ ܽ + ܽ∆ ܽଶ + 2ܽଶ ∆ (ଵ)

= ቈ1 + + ቉ ቈ1 + + ቉݊
12 2 4 6 36

ܽ௡ ܽ + ܽ∆ ܽଶ + 2ܽଶ ∆
= ቈቆ1 + + ቇ (36 + 6ܽ + 6ܽ∆ + ܽଶ + 2ܽଶ ∆)݊(ଵ) ቉
12 × 36 2 4

ܽ௡ ܽ + ܽ∆ ܽଶ + 2ܽଶ ∆
= ቈቆ1 + + ቇ (36݊ + 6ܽ݊ + 6ܽ + ܽଶ ݊ + 2ܽଶ )቉
432 2 4

ܽ௡
= [(4 + 2ܽ + 2ܽ∆ + ܽଶ + 2ܽଶ ∆)(36݊ + 6ܽ݊ + 6ܽ + ܽଶ ݊ + 2ܽଶ )]
432 × 4
ܽ௡
= [(4 + 2ܽ + ܽଶ )(36݊ + 6ܽ݊ + 6ܽ + ܽଶ ݊ + 2ܽଶ ) + (2ܽ + 2ܽଶ )(36 + 6ܽ + ܽଶ )]
1728

ܾ‫ݐ݁݃ ݁ݓ ݃݊݅ݒ݈݋ݏ ݕ‬
ܽ௡
= [ܽସ (݊ + 4) + ܽଷ (8݊ + 18) + ܽଶ (16݊ + 98) + ܽ(96݊ + 96)]
1728
ܾ‫ ݁ = ܽ ݃݊݅ݐݑݐݏܾݑݏ ݕ‬௜ ‫ݐ݁݃ ݁ݓ‬,
1
= ൣ݁ ௜௡ାସ௜ (݊ + 4) + ݁ ௜௡ାଷ௜ (8݊ + 18) + ݁ ௜௡ାଶ௜ (16݊ + 98)
1728
+ ݁ ௜ା௡௜ (96݊ + 96) + 144݊]

݊݁ ି௜௡
‫ି ݎ݋݂ ݕ݈ݎ݈ܽ݅݉݅ݏ‬௜
(݁ ‫ ܧ‬− 2)(݁ ି௜ ‫ ܧ‬− 6)

‫ ݁ ݈݁ܿܽ݌݁ݎ‬௜ ܾ‫ି ݁ ݕ‬௜ , ‫ݐ‬ℎ݁݊ ‫ݐ݁݃ ݁ݓ‬

1
= ൣ݁ ି௜௡ିସ௜ (݊ + 4) + ݁ ି௜௡ିଷ௜ (8݊ + 18) + ݁ ି௡ିଶ௜ (16݊ + 98)
1728
+ ݁ ି௜ି௡௜ (96 + 96݊) + 144݊݁ ି௜ ]

ℎ݁݊ܿ݁ ܾ‫ ݍ݁ ݊݅ ݃݊݅ݐݑݐݏܾݑݏ ݕ‬1, ‫ݐ݁݃ ݁ݓ‬

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ Page 20

 1
= ൣ൫݁ (௡ାସ)௜ − ݁ ି(௡ାସ)௜ ൯(݊ + 4) + ൫݁ (௡ାଷ)௜ − ݁ ି(௡ାଷ)௜ ൯(8݊ + 18)
1728 × 2݅
+ ൫݁ (௡ାଶ)௜ − ݁ ି(௡ାଶ)௜ ൯(16݊ + 98)
+ ൫݁ (௡ାଵ)௜ − ݁ ି(௡ାଵ)௜ ൯(96 + 96݊) + 144݊(݁ ௜ − ݁ ି௜ ൧

−݅
= [sin(݊ + 4)(݊ + 4) + sin(݊ + 3)(8݊ + 18)
−1728 × ݅ ଶ
+ sin(݊ + 2)(16݊ + 98) + sin(݊ + 1)(96݊ + 96) + 144 sin ݊]

−݅
= [sin(݊ + 4)(݊ + 4) + sin(݊ + 3)(8݊ + 18)
1728
+ sin(݊ + 2)(16݊ + 98) + sin(݊ + 1)(96݊ + 96) + 144 sin ݊]

‫ݕ‬௡ = ‫ܥ‬. ‫ ܨ‬+ ܲ. ‫ܫ‬

‫ݕ‬௡ = 2௫ ܿଵ + 6௫ ܿଶ
݅
− [sin(݊ + 4)(݊ + 4) + sin(݊ + 3)(8݊ + 18)
1728
+ sin(݊ + 2)(16݊ + 98) + sin(݊ + 1)(96݊ + 96) + 144 sin ݊]

Solve

ܻ(݊ + 2) + ܻ(݊ + 1) − 56ܻ(݊) = 2௡ (݊ଶ − 3)

Take E operator on LHS

(‫ ܧ‬ଶ + ‫ ܧ‬− 56)ܻ(݊) = 2௡ (݊ଶ − 3)

2௡ (݊ଶ − 3)
ܻ(݊) =
‫ ܧ‬ଶ + ‫ ܧ‬− 56
Replace E by E-2 so as to remove the exponential from the E operator.

݊ଶ − 3
ܻ(݊) = 2௡
(‫ ܧ‬− 2)ଶ + ‫ ܧ‬− 2 − 56

Replace E by 1+ ∆. And n squared by factorial polynomials.

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ Page 21

 ݊(ଶ) + ݊(ଵ)
ܻ(݊) = 2௡
∆ଶ − ∆ − 56

݊(ଶ) + ݊(ଵ)
ܻ(݊) = 2 (−1/56)
௡
∆ ∆ଶ
1+( − )
56 56
ିଵ
1 ∆ ∆ଶ
ܻ(݊) = 2 ൬− ൰ ൭1 + ቆ − ቇ൱
௡
(݊(ଶ) + ݊(ଵ) )
56 56 56

1 ∆ ∆ଶ ∆ ∆ଶ
ଶ
ܻ(݊) = 2 ൬− ൰ (1 − ቆ − ቇ + ቆ − ቇ )(݊(ଶ) + ݊(ଵ) )
௡
56 56 56 56 56

1 (2݊ + 1) − 2 2
ܻ(݊) = 2௡ ൬− ൰ (൫݊(ଶ) + ݊(ଵ) ൯ − +
56 56 56
1 2݊ + 1
ܻ(݊) = 2௡ ൬− ൰ ൬݊(݊ − 1) + ݊ − ൰
56 56
1
ܻ(݊) = 2௡ ൬− ൰ (56݊ଶ − (2݊ + 1))
56ଶ

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ Page 22