Submitted to- Submitted by-

SANDLI SRIVASTAVA
Department of Mathematics. Class - B.sc III
Roll No –

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CERTIFICATE FROM THE GUIDE
This is to certify that the work embodied in this project
report entitled “FINITE DIFFERENCES” submitted to
CSJM University, Kanpur, for a award of the degree of
B.Sc has been carried out by SANDLI SRIVASTAVA
under my supervision at Department of Mathematics ,
PPN COLLEGE.

Date -……………………..

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 ACKNOWLEDGMENT
The success and final outcome of this project report required a lot
of guidance and assistance from many people and I am extremely
fortunate to have got this all along the completion of my project
work. I would like to extend my sincere thanks to all of them.

I am highly indebted to all my mathematics teachers for their

constant supervision as well as for providing necessary
information regarding the project report and also in their support
in completion of it.

I would like to express my gratitude towards my parents and all

mathematics teachers for their kind co-operation and
encouragement which helped me in completion of this project.

I would like to express my special gratitude “D.r M.S. ARORA”. His

innovativeness and earnest effort to make my project report.

My project is guided by Dr. M.S. ARORA It is there sincerity that

prompted me throughout the project report to do hard work.

My thanks and appreciations also go to my colleague in developing

the project and people who have willingly helped me out with their
abilities.

SUBMITTED BY-
SANDLI SRIVASTAVA
BSc III year

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 INDEX

SERIAL NO. CONTENTS PAGE NO.

1. Introduction 5

2. Shift Operator 7

3. Forward Differences 9

4. Backward Differences 13

5. Average Operator 15

6. Central Difference Operator 15

7. Relation between E, ∆ and 16

8. Estimation of missing terms 18

9. Factorial Polynomials 19

10. Summation of Series 20

11. Differences of Zero 21

12. Error Propagation in Difference Table 22

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 INTRODUCTION
Numerical Analysis is a branch of Mathematics which leads to approximate
solution by repeated applications of four basic operations of Algebra. The
knowledge of finite differences is essential for the study of Numerical
Analysis.

The calculus of finite differences plays a significant role in Numerical

Analysis. It deals with the variations of that takes plays in the values of a
function when the independent variable changes by finite jumps which may
be equal or unequal. In contrast, the infinitesimal calculus deals with the
relationships that exist between the values assumed by the function
whenever the independent variable changes continuously in a given interval.

Joseph-Louis Lagrange was an Italian mathematician and astronomer. He

made significant contributions to the fields of analysis, number theory, and
both classical and celestial mechanics.

PRELIMINARIES –
• PARTITION: - Let [a, b] be a closed interval. Then a set points:
P = {a=x0, x1, x2, ……...,xn-1 ,xn}
a=x0<x1< x2< ……...<xn-1 <xn = b
is called of partition of [a, b]
• Grid point: - The elements of a partition are called its grid points.
• Step size: - If the grid points of the partition are equally space (h) then h is
called the step size of the partition. Xi – Xi-1 = h, where i = 1, 2, 3...n. The last
one of these relations can be also defined as
h = (b-a)/n .

Henceforth we consider equally-spaced partitions unless otherwise stated

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 FINITE DIFFERENCES
Consider the arguments x0, x1, x2…xn and the entries y0, y1, y2…yn. Let 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
x0, x0+h, x0+2h....x0+nh and the function assumes the values f (x0 ),
f (x0 + h ), f (x 0 + 2h),…f (x0 + nh) . Here we study some of the finite
differences of the function y = f (x)

Arguments x₀ x₁ x₂ …. …. xₑ
x =x₀+h =x₀+2h = x₀+eh
Entry y₀ y₁ y₂ …. …. yₑ
y = f(x) = f(x) =f(x₀+h) =f(x₀+2h) =f(x₀+eh)

Suppose that we are required to recover / estimate the value of f(x) or f'(x) for
some intermediate value of x in the interval x ≤ x ≤ x+nh. The methods for
solution of these and many more related problems are based on the concept of
finite differences of the function.
The following three such types of differences are commonly used in numerical
analysis:
1. Forward differences.
2. Backward differences.
3. Central differences.

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 SHIFT OPERATOR
Let y = f (x) be a given function of x and x0 , x0+h , x0+2h , x0+3h ,….,
x0+nh be the consecutive values of x. Then the operator E is defined as-
E[f(x0)] = f(x0+h)

E is called the shifting operator. It is also called the displacement

operator.
Example: Evaluate Enex when interval of differencing is h.
Solution: We know that
Eⁿ f(x) = f(x + nh).
Here f(x) = ex , therefore
Enex = ex+nh

Powers of shift operator –

E0f(x) =f(x)
Eⁱf(x) =f(x+h)
E2f(x) = E [Ef(x)] = Ef(x+h) = f(x+2h)
E3f(x) = f(x+3h). Similarly, the general formula will be -

Enf(x) =f(x+nh)

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Properties of the shift operator -
1. Linearity property: The shift operator E is linear.
E[C1f1(x) +C2f2(x)] = C1 E[f1(x)] + C2 E[f2(x)]
2. Law of indices: If m and n are positive integers, then
EmEn = Em+n
3. Inverse shift operator(E-1): It is defined as
E-1 f(x) = f(x-h)
(E-1)-1 = E.
Similarly, the general formula for the inverse shift operator will
be -
E-nf(x) = f(x-nh)

Example: Evaluate E-nex when interval of differencing is h.

Solution: We know that
E-n f(x) = f(x - nh).
Here f(x) = ex, therefore
E-nex = ex-nh

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 FORWORD DIFFERENCE OPERATOR
(∆)
Let y = f(x) be a given function of x. Let y0, y1 , y2 ,….. yn be the value
of y at = x0 , x1 , x2 ,…. xn respectively.Then y1 − y0, y2 − y1, y 3 − y 2, …. 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) Δy 0 = 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 Df ( x) = f ( x + h ) − f ( x), h is the equal interval of spacing.

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)

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 = Δ f (x) + Δ g (x)
Similarly we can show
that Δ [f ( x) − g ( x)] = f (x) − Δ [g(x)]general, Δ[ f1 (x) + f 2 (x)...... + f n (x)] = Δf
1 (x)+ Δ f 2 (x) + .... + Δ fn (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)
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)
𝑓(𝑥) 𝑔(𝑥)∆𝑓(𝑥)− 𝑓(𝑥)∆𝑔(𝑥)
3. ∆ [ ]= .
𝑔(𝑥) 𝑔(𝑥). 𝑔(𝑥+ℎ)

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

called second differences. Similarly, the differences of second differences are

called third differences.
∆3yn = ∆2yn+1 - ∆2yn, n = 0, 1, 2 …
In particular,
∆3y0 = ∆2y1 - ∆2y0
∆3y0 = ∆2y2 - ∆2y1

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In general kth differences of yn is

∆kyn = ∆k-1yn+1 - ∆k-1yn , n = 0,1,2,….

It is convenient to represent the above differences in a table as shown below.

Example : Evaluate the following ∆ tan-1x.
Solution : ∆tan-1x = tan-1(x+h) – tan-1x
(𝑥+ℎ)− 𝑥 ℎ
= tan-1{ } = tan-1(1+ℎ𝑥+𝑥 2 )
1+(𝑥+ℎ)𝑥

Forward Difference Table for y:

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The forward difference table for f(x) is given below.

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BACKWORD DIFFERENCE OPERATOR (∇)

Let y = f(x) be a given function of x. Let y 0 , y1,..., yn be the values of y at

x= x0 , x1 , x2 ,..., xn respectively. Then
y1 − y0 = ∇y1
y 2 − y1 = ∇y2
y n − yn−1 = ∇yn
are called the first(backward) differences. The operator ∇ is called backward
difference operator and pronounced as delta.

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Second (backward) differences:
∇ 2 y n = ∇ y n − ∇yn+1 , n = 1,2,3,…
Third (backward) differences:
∇ 3 y n = ∇ 2 yn − ∇2 yn−1 n = 1,2,3,…
In general, kth (backward) differences:

∇ k yn = ∇ k −1 yn − ∇k−1 yn−1 n = 1,2,3,…

Backward difference table:

The backward differences are usually arranged in a tabular form in the
following manner. It also be noted that the first backward differences exist
for each argument except for the first argument.

Backward differences can also be defined as follows.

∇ f (x) = f (x) − f (x − h)

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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)

AVERAGE OPERATOR (µ)

The average operator is denoted by µ and is defined by

1 1
𝜇𝑓(𝑥 ) = 1/2 {𝑓 (𝑥 + ℎ) + 𝑓(𝑥 − ℎ)}
2 2

CENTRAL DIFFERENCE OPERATOR

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There is another kind of finite difference operator known as central difference
operator. This operator is denoted by δ and is defined by

1 1
𝛿𝑓(𝑥 ) = 𝑓 (𝑥 + ℎ) − 𝑓(𝑥 − ℎ)
2 2

When x = xi , then the first order central difference, in terms of ordinates is

Δyi = yi+1/2 – yi−1/2
where yi+1/2 = f(xi + h/2) and yi−1/2 = f(xi − h/2).
In particular,
δy1/2 = y1 − y0,
δy3/2 = y2 − y1, . . . , δyn−1/2 = yn − yn−1.
The second order central differences are
δ 2yi = δyi+1/2 − δyi−1/2 = (yi+1 − yi) − (yi − yi−1) = yi+1 − 2yi + yi−
In general,
δ n yi = δ n−1 yi+1/2 − δ n−1 yi−1/2 .

RELATION BETWEEN DIFFERENT

OPERATOR (∆, E and ∇ )
(I) Relation between E and ∆ -
Proof: From the definition of Δ we know that
Δ f (x) = f (x + h ) − f (x) and
E[ f (x )] = f (x + h)
where h is the interval of difference.

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 Δ f (x) = f (x + h ) − f (x)
Δ f (x) = Ef (x ) − f (x)
⇒ Δ f (x) = (E −1) f (x)
Δ = E −1
∴ E=1+Δ

∆=E-1

(II) Relations between the operators ∇ and E

Proof: From the definition of Δ we know that

∇ f (x) = f(x) - f (x - h ) and

E-1[ f (x )] = f (x - h)
where h is the interval of difference.

∇ f (x) = f(x) - f (x - h )
Δ f (x) = f (x) – E -1f (x )
⇒ Δ f (x) = (E-1 −1) f (x)

∇ =∇ 1and
(III) Relation between E, – E∆-1
Proof:
(E∇) f(x) = E [∇f(x) ]= E [ f(x)- f(x-h) ]
= f(x+h ) – f(x)
= Δf(x)
(∇E ) f(x) = ∇[E f(x)]
= f(x+h) – f(x) = Δf(x)

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 We conclude that
E∇ = Δ = ∇ E

∇ = E −1 / E
∇f (x) = f (x) - f (x-h)
= f (x) – E-1f (x)
= (1- E-1) f (x)
∇ = (1- E-1)
∇ = 1 – 1/E
Hence ∇ = [E – 1]/E

4. Δ∇ = ∇Δ= Δ - ∇
5. (1+ Δ) (1-∇) = 1

ESTIMATING THE MISSING TERM

Using the difference operators and shifting operator we can able to find the
missing terms.

Example :
From the following table find the missing value

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Solution:
Since only four values of f(x) are given, the polynomial which fits the data is
of degree three. Hence fourth differences are zeros.

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 FACTORIAL POLYNOMIALS
X(n) = x(x - h)(x – 2h)…(x – n – 1h), x ≠ 0
Factorial Polynomials of n is a positive integer and h > 0, the function x (n)
defined by the product is called a factorial polynomial (or factorial function) of
degree n.
By convention, we define x (0) =1. Clearly

x(1) = x, x(2)= x(x - h), x(3)= x(x - h)(x – 2h), …….

Further, it is easy to see that

x(m)(x - mh)(n) = x(m + n) .
Particular Case:
Taking h = 1 in (1), we have
x(n) = x(x - l)(x-2)….(x - n - 1).
Further, suppose x is an integer. We consider the following cases :
Case 1: When x = n, from (2) we have
n(n) = n(n — l)(n — 2)…..1,
i.e., n(n) = n! .
Thus may be regarded as a generalization of the usual
factorial function n!.
Case 2: When x < n, let x = r so that 1≤ r ≤n-1. In this case, (r+1)th
Factor in (2) vanishes. Thus we get x(n) = 0.

Forward Differences of X (n) .

To show that: ∆x(n) = nhx(n-1),
∆mx(n) =(n! / (n - m)!) hm x(n-m), where m ≤ n.
Reciprocal Factorial Polynomials. If n is a positive integer, then
x(-n) = 1/ ( x +nh)(n) i.e., x(-n)= 1 / (x + h)(x+2h)…(x + nh)
Is called a reciprocal factorial polynomial of degree n.
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 SUMMATION OF SERIES

The calculus of finite differences is very useful for determining the

sum of a given series of n terms. For example, consider the series
Σ u₁ = u₁ + u₂+…+un
such that the general term can be expressed as forward difference of
another function, i.e. ux= ∆yx, for some function yx. Then we can
determine the above sum. For this, the following results are
worthwhile:
To show that
1. Σ ∆yx = yn -y0.
2. Σux = [∆-1ux]1n+1
Where ∆-1 stands for integration.
Proof: (i) We have
n-1 Σ x=0 ∆yx= ∆y0+ ∆y₁ + ∆y₂ + … + ∆yn-1
=(y₁-y0) + (y2 – y1) + (y3 – y2) + … + (yn – yn-1)
=yn-yo, since the other terms cancel in pairs.
(ii) Let ∆yx= ux so that yx =∆-1ux,. Then
Συx= Σ Δyₓ = yₙ₊₁-y₁,
from (i) above
= [yₓ]₁n+1 = [∆⁻¹uₓ]
Σ∆²fₖ = Δfₙ – Δf₀.

This result follows by taking ∆fk in place of yₖ in (i) above.

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 DIFFERENCES OF ZERO

Let us consider the differences ∆nxm and put

[∆n xm]x=0 = ∆n 0m
Then the quantities ∆n0m are called differences of zero.
To show that ,
∆n 0m =nm - nC1 (n-1)m + nC₂(n-2)m -…+(-1)n-2 nCn - 2m+(-1)n-1 nCn-1,
Provided the step size is 1.
Note:
(i) ∆0m = 1m = 1.
(ii) ∆n0n = n!
(iii) ∆n0m = 0 when n > m.

Recurrence Relation between ∆n0m , ∆n-10m-1 and ∆n0m-1.

To show that: ∆n 0m = n(∆n-1 0m-1+ ∆n 0m-1)

This recurrence relation is often used in

numerical methods for solving partial differential
equations. It can be used to generate a sequence
of differences that approximate the partial
derivatives of a function at a discrete set of
points. By iteratively applying the recurrence
relation, we can approximate the values of the
function at each point in the grid.
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 ERROR PROPAGATION IN
DIFFERENCE TABLE

Let y0 be the true values of a function y f(x) at the equally spaced points x0, xt,
.t9. Suppose the value be affected with an error e such that the erroneous value
of is e. Then the effect of this error in the successive differences is as shown in
the following table :

Error propagation in a finite difference table.

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(i) The error increases with the order of the differences.
(ii) The error is maximum (in magnitude) along the horizontal line
through the erroneous tabulated value.
(iii) In the kth difference column, the coefficients of errors are the
binomial coefficients
in the expansion of (1 − x)k... In particular, the errors in the second
difference
column are ε, −2ε, ε, in the third difference column these are ε, −3ε, 3ε,
−ε, and
so on.
(iv) The algebraic sum of errors in any complete column is zero.
If there is any error in a single entry of the table, then we can detect and
correct
it from the difference table. The position of the error in an entry can be
identified by
performing the following steps.
(i) If at any stage, the differences do not follow a smooth pattern,
then there is an error
(ii) If the differences of some order (it is generally happens in
higher order) becomes alternating in sign then the middle entry
contains an error.

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 REFERENCE
The below followings are used to taken help and
references for the following Project Report.

WEBSITES

www.google.com
www.youtube.com
www.Wikipedia.org

BOOKS

Numerical Analysis by Dr. Vinod Kumar

Numerical Analysis by Manoj Garg and Mrodil
Dixit
Pdf on Numerical Analysis by Dr. Anita Pal

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