9.1 INTRODUCTION ‘Numerical Analysis is a branch of mathematics which leads to approximate solution by repeated application of four basic operations of Algebra. The knowledge of finite differences is essential for the study of Numerical Amalysis. In this section we introduce few basic operators. 9.2 FORWARD DIFFERENCE OPERATOR Let y =f) be any fimction given by the values ),, J, Jy> Jy, Which it takes for the equidistant values tp, %,%, ... X, of the independent variable x, then yy — J. 33 —Yy. --» Jy ~Jq 3 ate called the Jirst differences of the function y. They are denoted by Avy. AY... et. s. We have AYn = In — rt The symbol 4 is called the diference operator. The differences of the frst differences denoted by Ay. My), . Ay, ate called second differences, where Myo = A[Ayo] = Afi - yo) =4bi]- a] = 41 A) — 0; 9) - 01-99 =y-In+y y= fan] =y;-2+h A’ is called the second diference operctor. Similarly y= ky, - By, =y3—3y2 +3 Yo8.2.1 Difference Table Itis.a convenient method for displaying the successive differences of a function. The following table is an example to show how the differences are formed x » ay ay sy oy ay % oh ye x » My, an yy cy a» wy MY a &y, Sy a 2 ay Sy os vy, HOO ays oy so The above table is called a diagonal difference table. The first term in the table is yp. It is called the leading form. The differences Ayp, A°yp, A°yo..... afe called the leadimg differences. The differences A"), vith a fixed subscript are called forward diferences. In fonning such a difference table care must be taken to mamtain comect sign.A convenient check may he obtained by noting the sum of the entries in any column equals the differences between the first and the last entries in preceding cofumn, Another type of difference table called horizontal difference table which is more compact and convenient is aot discussed ere as it is beyond the scope of this book. 3.2.2 Alternative Notation Let the functions y = fx) be given at equal spaces of the independent variable x, say at x = a, a~h,a~ 2h, ..., etc, and the comesponding values of fla), fla + 2), fla ~ 2h), .... ete. The independent variable x is often called the argument and the comesponding value of the dependent variable is of the function at x = a, and is denoted by A¥(a) Thus we have aya) = fla+A)- sla), writing the above definition we can write Mla +h)=fla+h+h) - fla+h)=f(a+%h)-fla+h) Similarly A f(a) = A[AS(a)] alya+n)-s(a)] Asa +h)- Asia) = fla +28) fla+i)-[sla +h) - lal] = f(a +2h) - 2f(a +h)+ f(a), ‘Ais called the second difference of f(x) at x a. [Note:The operator A is called forward diference operator and in gener it is defined as FO=JO+-FO, ‘where is called the interval of differencing. Using the above definition we can write 24o)= EO) =ALfr+D-f@)] =4fixs WFO) =F (r+ 2h)— fart - fr+ h)- FO), = f(xt 2h) - f(r +h) - fw. Silty we cm write te ober higher oder diferences a, called the forward aigeronce. The diffrence ible called the forward irene table in the nev notion is given below ony etc, and A, A, A, ete, arex 2) xls) xen sieen) F(x) asl hi) 8 f(s) x42 plz+2h) Spee+h) ays +28) x+3h (43h) Example 32 Construct a forward difference table for the following dara = a a) D y 00m 07 asi Solution x ” ay ay ay ° ° orm 0 ox 2001 om oon 20 0347 on om ons Example 33, fi) = + e+] fore = 12,345 Solution x a ay Sy 1 4 ° 2 B 2 2 ° 3 En 18 38 6 4 B u 6 5 16THE OPERATOR E Lat y= ix) be fimetion of v and x. x +h, x + 2h, x 43h, .... fe. be the consecutive values of x. then the operator £ is defined as Efis) = fle + 1), E is called shift operator. 11 is also called displacement operator Note: is only a symbol but not an algebraic sum Relation between the Operator E and A From the definition of A, we know that Af(x) = f(x +h) — F(x). where fr is the interval of differencing. Using the operator E we can write Ws) = f(s) - /6) = M(x) =(E-1) f(s). The above relation can be expressed as an identity A=E- ie. E=1+A.Proof EAS(x) = E(F(x +h) ~ f(x) = Ef(x +h) - ef (x) = f(x + 2h) - f(x +A) =Af(x +h) = AE(*) o. EAs AE. Example 3.1. Sy con:mcting adiferonce table and taking the econd order differences az constant find the zich tom Of the series 8, 12 19, 29. 2. Solution Let Khe the sisth term of the series The differance table ix * y A a 1 8 4 10 The second differences aze constant E-55-3 = k= 8. The isth term of the series is 58.‘Example Example solution Example Solution Example Prove that f) = fi3) = 4.2) + 8 fay) ~ af. F(A) - F(3)=AF(3) = A[f(2) + afia)] (since £(3) - F(2)= a4 2) =a) +8s12) = ara) + [fay + art] =Af(2) + 8/10) +840) Hla) = f(3)+ af(2) + 8) +870) 1, ty = 21 ny = 28 and 1, = 29, find iy uy = & — 1), = EAE BE Dm BY, AB uy + 6 Buy ~ ABW * ty =, +6, = 44, + 2-24 15-4841 Given Hy = 3, = 1 1 = 81 Hy = 200, my = 100, and = 8, ad Sy = En 5 — set + 1088 — 108 = 5E— thy ~ Sug + 10u, ~ 104, + Sup — 500 + 2000 ~ 810 + 60 = 755 Find the first term of the series whose second and subsequent terms are 8, 3, 0, Solution Given 2) = 8, 3) = 3, 3) = 0, 4) = —1, 5) = 0, we are to find fl). ‘We construct the difference table withthe given values, x f(x) A(x) Sia) Sfx) FG) 2 8 -s 3 3 2 3 ° ‘4 ° 2 ° 4 ° 5 a 2 1 ‘ ° Sf (x)= at f(x) =‘Using the displacement operator f0)= E7902) =(1+a)"FQ) 1-Asa a4.) (2) = (2) AF(2) + 0° f(2)- °f(2) +. FQ) BACKWARD DIFFERENCES Let y = fis) be a fimetion given by the values v9. vy which it takes for the equally spaced Values ty, Xp. oo %, OF the independent variable x. Then —¥y.¥%)—Yyp sos My Nyy are called the: fist backward differences of y = fx). They are denoted by Vy. Vy. Vyqs respectively, Ths we have mom ein where Vis called the backward difference operator: x y woe Yo » ” voy Yn vy » ve voy vin wy Ving s » voy You Note: In the above table the differences Wy with a xed subsenpt i, lie along the diagonal wpward. sloping. Alternative notation Let the function y= ffx) be given at equal spaces of the independent variable xatx=a.a+h,a+2h,... then we define Vela) = F(a) - fla ~h) where Vis called the backward difference operator. 1 is called the interval of differencing.In general we can define VWF(x) = Fx) — Fx). ‘We observe that Ve (x +h) = f(x +h) — f(x) = Af (x) VF (x + 2h) = f(x + 2h) — f(x +h) =Af(x +h) VE (x + nh) = f(x + nh) — fl +(n—1)h) = s(x +(r—1)h) Similarly we get V?f(x + 2h) = V[VF(x + 20)] = V[ar(x + )] = [arte] = A's (x) V"y(x-+ mh) =A 7(x). Relation between E and V: Vola) = f(x) = F(e =) = f(x) - E149) = V=1-£7 E- or Vv