Numerical Methods Lec.

FINITE DIFFERENCES
Dr. Ndung’u Reuben M.
Finite Difference Operators
Consider a tabulated function i.e. given in tabular form as
Table 2.1: Table of tabulated values of a function

If we let, then But if we let then

are called tabular points or base points or arguments.

are called entries or tabular values.

, is called the interval or step – length.

If we define the consecutive values of to be differing by , then the
corresponding values of the function are:

We now introduce finite difference operators:

Note: An operator acts on a function to yield another function.
1) Identity Operator,
Is defined as .
is the forward difference
The identity operator can also be defined by , i.e. . operator defined later in this section
e.g. in Table 2.1 above .
2) Shift Operator, (Also called displacement operator)
The shift operator shifts the function value to the nest higher value . is defined as

e.g. If in Table 2.1 above, then

Similarly, the inverse shift operator,

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The second shift operator gives

In general then,

where is positive as well as negative rationals.

3) Forward difference Operator,
Defined as

is referred to as the first forward difference.

i.e. ,
,

are called first forward differences.

Illustration (Using Table 2.1)

If we let , then and so on. Therefore,

are the first forward differences of the data in the table.

The differences of the first forward differences are called second forward differences, i.e.

In the second differences, the index does not denote power but indicates the second difference
and in general the differences are denoted as

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Forward difference layout/table

A forward difference table is also called a Diagonal difference table (The entries along a forward
diagonal are the forward differences of various order at the corresponding points in the table).

Thus in general

The values of the forward differences can be displayed in a horizontal difference table.

Activity 2.1
i) What does leading term and leading differences mean?
ii) Using Table 2.1, construct a forward difference table. Taking , find ,
, .
iii) What do you notice from the difference table?

4) Backward difference Operator,

Defined as

Backward difference layout/table

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The entries along the backward diagonal are the backward differences of various orders at the
corresponding source point in the table.
Consider the point , , , ,
The values of the backward differences can be displayed in a horizontal difference table.

Activity 2.2
i) Using Table 2.1 construct a backward difference table. Taking in difference
table, determine . .
ii) How do the backward and forward difference tables compare?

5) Central Difference Operator,

Is defined as

Only the even central differences use the tabular point values .
6) Average Operator,
Defined as

Properties of the operator .

1. If is a constant then .
2. is distributive , i.e. .
3. If is a constant, then .
4. If and are positive integers then .
5.
6.
7.

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Error Propagation in a Difference Table.

Worked example (Relationship between difference operators)

1. Show that .
Solution
By definition,

2. Show that
Solution
By definition,

3. If and are the forward and backward differences of a function , show that .
Solution
By definition, and
where is the interval of differencing,
Therefore,

Exercises
1. Show that .
2. Prove that
3. Prove that .

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