3NITEDIISERSNweEs aND JNGERDOraTION N.K4.

24|07|2017

CALCULUS OF FINITE DIEEERNCES AND INTERPOLATION

Introduction: called
Let us consider afunction y f(x) defined on a,b|. The variables x and y are
independent and dependent variables respectively. The points X X*****,X, are
taken as
x=x,, is denoted
X t ih, i 0, I,2,**',1. Then the value of y, wvhen
equidistance, i.c. x,
arguments and that of y are called entries.
by y,, vhere y, = f(x,). The values of x are called
The interval h is called the differences interval.
Forward differences;-
A and is defined by
The forward difterence or simply difference operator is denoted by
y(x)=f(x +h)-f(*) ,where h is the length of cach space.
In terms of y, at x=x, the above equation gives
4f(«)=f(%+h)-f(*).
i.e., Ay, y - ,, i0,1,2,..***,n -1.
Then we have

Then, the Ayo, Ay,,Ay,,*****", Ay,- are called first ordér forward differences.
differences are called sccond order forvward
The differences of the first orcler forward
,

differences and they arc denoted by A'o,A»y,,4's'

differences, etc.
Similarly, one can defined third forward differences, fourth
Thus A'y, = Ay, - Ay, = .-)--o)=(-2y, +yo)
A'y, = 4'y,- A'y, =y, 2y, +y, -(-2y + yo)
-y, -3y, +3y, - o

Therefore it is clear that any higher order differences an easily

be expressed in ternms of the
ordinates, since the cocfficicnts occurring on the right side arc
thc binomial coefficients.
Therefore, in general

s'y, -}(-1;P
)

following table.
Thedifferent forward differences for the arguments o,,***,, showrin the

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 3N7GE DIFIERENe[s awD INIERIOLas ION

yo
A'y,
A'yo
A'y,
^'y
Ay,

The above tablo is called forward differences or diagonal differences

Backwarddifferences: table.
The backward difference operator is
denoted by and it is defined as
V/(x)= f(*)-f(x*h). where h is the length of cach space.
In terms of y, tho above relation transforms to
Vy, = y, -Yi i=n,n-1,*.**,1
That is, Vy, = y - Yo V', = ,-Y******, Vy,
These differences are =),--t
called first order backward differences.
The second order backward differences are denoted by Vy,,
That is, V"y,,*,vy,.
A'y, =V(Vy,)=V(y, - )= Vy, - Vy
=Y, -y-(-)
V'y, = Vy, - V"y,= } -3, +3y,- Yo etc.
In general,
Vy,=Vy, - V*y- i n,n-1,**", k
Where Vy, = y,, 'y, = Vy,
These backward differences can be written in a tabular from and
difference or horizontal table. this table is known as backward
Thus the backward difference table for the
arguments ,***,X4
 WITEDIFFERENeES aND JNIERTOLAI JON N.K.G. 24J07|2017

y'y

Backward difference table

Shift operator(E):
For an arbitrary function f(x),the shifting operator or shift operator E is defined as
" Ef(*)= f(x +h), wiere h is the length of each space.
This gives,
Ey, = Yi
That is, shift operator shifts the function value y, to the next higher valuc y,..
The second shift operator gives

In general,
E/(*)= E(E (*))=B[/(x+)]= f(x+2h)
E"f(x)= f(*+ nh) or, E"y, =Y,oah
The inverse shift operator E is defined as
Ef(*)= f(*-h)
Similarly, second and higher inverse operators are
Ef(*)=f(-2h) and E"f(*) =f(x-nh)
More general form of E operator is
Ef(*) =f(x+rh)
Where r is positive as well as negative rationales.
Average operator (u):
The average operator is defined as
,where h is the length of each space.

Differential operator(D):
The differentiaioperator is usually denoted by D,where
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 NISDEI S

3INIGEDIFFERENeEs aND INTERI OLAGION NKG. 24|07|2017 64. /

d
Df(*)-(x) =f(1)
D'f(r) =()=f(a)
Central differences operator(Ý):
The central difference operator is denoted by O and is defined by

of()=f-)
Interms of y,the first central difference is

öy, =Y4 where y

The second central differences are

=(-)-(9,-y)
= Y1-2y, + Y
In general,

Properties of Forward Differences;

1. Difference of aconstant function is zero, i.e. Ac =0
Let f(x)=c,
.4f(*)=f(x+h)-f(1)=c-c= 0
2. Commutative with respect toconstant, i.e., Af(x) =kAf(x).
Let (x)= f(x), where k isa constant.

=(x+h)-(*)
=*[f(*+)-f(*)]
=kAf(*)
3. A;A()+(*) ±....*()]= 4f(:)+4,(*)*t4,(*)
4. ACf(*) +c,f(*) +....+ c,f,(*) ]=c4(*) +,4f,(x) +...+c,4, (*)
is a linear operator.
The4th property shows that A
5. A"A"f(*)= A""(x)= A'A"f(x) = AfA"nnf(x)
where k=0,1,2, ,m Or n

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Jo7|201) NITEDIFFEREWeES aND JNTERSOLASION N.KG. 24|07|2017

6. A[f(*)e()]-f(*+h)ag(*)+ g(*)4(a)
=g(r+h)4 (*)+ f(*)Ag(x)
Proof:
A;S(*)s(x)]=f(*+h)g(x+h)- f(«)e(*), where h is the length of each space.
=f(x+h)g(x+h)- f(+h)g(x)+f(x+h)g(x)-f(x)g(r)
=f(r+h)[e(*+ h)-g(*)]+s(/(*+ h)- f()]
=f(r+h)ag(*) +g(x)4/(*)
Again,
A;r(*)g(x)=f(x+h)s(x+h)-f(*)e(x), where h is the length of each space.
=f(s+h)g(x +h)- g(x+h)f(x) +g(x+h)f(x)- f(*)g(x)
=g(*+h)[f(x+h)-f(*)]+f()[s(x+ h) -s(*)]
=g(*+h)4()+f(x)Ag(*)
Again, it can be written as

We have,
A[r()e(*)]=r(*)As(*)+ s(*)4(x]+ 4f(*)Ag(*)
Ar(:)e(:)]-f(*)As(*) +s(*+h)4(*)
-f(*)ag(*)+[g(x+*)-g(x)+g(*)]4(x)
-f()As(*) +[As(*)+ s(*)]4(*)
=f()Ag(x) +Ag(r)4f(*)+g(*)4f(:)
=f(*)as(*)+s(*)4(*)+4(*) 4e(x)
7. A fs(*)A)-f()A8() g(*)=0
8(*)| s(x+h)g(*)
Proof:
A)(r+h)_f) where h is the length of each space.
8(*) s+h) (*)
f(x+h)g(x)-g(x+h)f(x)
g(x+h)g(x)
s(f(x+)-f()]-f(xg{x+h)- g(x)
g(*+h)g()
g(x)4f(*)-f(*)Ag(*) s(x) + 0.
&(r+h)g(*)

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 3INITEDIIFERENeES aND INJERTO LaS ION NKG. 24|07 2 Therefore,
EV

8. In particular, when the numerator is 1, then N o w4

, "

f(z+h)f(*)" f(x)=0
Proof:
1 1
where h is the length of each space.
f(x+h) f(*)
f(s)-f(x+h)_-f(*+h)-f()]1
f(x+A)f() f(x+h)f()
4f(x) f(*)=0
f(x+h)f()'
Ex-l:- Define the forward difference operator A,
shift operator E for the same interval of difference The backward difference operator V and the
Show that h.
VH-1995
9ar(*)s(]=f()Ag(*)+s(x+A)4f()
i)A"f(*) =V"f(*+ nh),
V.H-2007
where n is a positive integer.
) AVf(*)= 4(*)- f()
Le. AV =A-V
Explain how a round-off error propagates in a
of round-off errors in the n th order differencesdifference table and obtain the bound on the effect
of round data.
Sol:- Let the class of all functions defined in V.H-'2010
((-0,0) be denoted by P and h be a non-zero
constant.
The operator A on P,called the forward difference operator is defined by
Af(x) =f(x+h)-f(x) for feP ,where h is the length of each
The operator V on P,called the backward difference operator is space.
defined by
V(x)= f(x)-f(*-h) for feP ,where his the length of each space.
An operator E on the class of function P is defined by
Ef(x) = f(x+h) for fe P, where h is the length of each space.
And is called the displacement or shift operator.
2nd

part:
i) Af(*)g(x)=f(x+h)g(x+h)-f(*)g(*), where h is the length of cach space.
=f(*+h)g(x+h)-f(*)g(x+h) +f(*)s(*+h)-f(x)g(*)
=g(x+h)[f(x+h)-f(*)]+f(*)[s(*+h)-g()]
=g(x+A)4f(x)+f(*)Ag()
i) EY/ (*)=E{/(*)-f(*-A)} =Er(«)- E(*-A)
=f(x+h)-f(r)
=4(x). for all f(*).

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24|07120 NISE DIFSERENecs aND
JNTERIPOLAGION N.KG. 24|07|2017

VEr(*)= Vf(* +h)=f(x+A)-f(*) =4(*), for all f(x).

Therefore, EV = VE =A
Now, A"=(VE) V"E" (since EV = VE), for every positive integer n
Therefore A"f(*)= V"E"f(x)
="f{x+ nh)
=f(r+ nh)
Since, E"f()=E"Er(*)} =E"f(x+h) =E"*f(x+ 2h) =...
ii)We have
4f(*)=f(x+h)-f(*) and Vr(*)=f()-f(*-A)
AVF()=A[()-f(*-)]
= 4f(*)-4(*-h)
-4f(*)-[r(*)-f(*-)]
=(*)-Vf(*)
-(A-V)f(*) for ail f(*).
i.e., AVA-V
3rd part:
tabulated values of a function, then this error
If there is an error in any entry among the
the other entries of higher order differences. To illustrate the behavior of propagation
propagates to
of error, we assume that an error & in
the number, say V.

Ay A'y A'y A'y A'y

Ayo
A'y
A'y, +[ A'y, 4[
A'y, +& A'y, +10[
Ay, +[ A'y -36
A'y,+68
A'y, -26 A'y, -10s
A'y, +3¬
A'y, -4s
A'y, -[
A'y,
Ay,

a difference table and how the error effects the

The above table shows the propagation of error in
differences. From this table the following observations are noted.
differences.
i) The effect of the crror increases with the order of the
line through the erroneous tabulated
ii) The error ismaximum (in magnituae) along the horizontal
value.

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3INIIE DIFIERENeES (NDINTRIOLASION N.IKG. 24|or

Il1) The second difference column has the errors &,-28,[, in the third difference column
cITOrs arc 8,-3[,3[,-s. In the fourth differcnce column the eXpected erton
8,-48,68,4[,8 (this column is uot sufficient to show all of the expected errors). Thus, in the n.
th diflerence column, the co-efficients of errors are the binomial co-efficients in the expansion of
(I-*)'.
iv) The algebraic sum of errors in any coiumn (complete) is zero. If there is any error in a single
entry of a table, then from the difference table one can detect and corTeCt such error.

EX-2:- Showthatfor j =0,1l,2-.**.

VH-2001
ma)

Sol; Let f, be the value of f(*) atx=x, where x, =X +jh (j=0,1,2..)

We have
Ef(x)= f(x +h) ,where h is the length of each space.
-f(x+h)-f(*)+f()
=4f(*)+ f(*)
=(A+1)f(), for all f(*)
Therefore E=(A+1)
Or, E-(1+4)
Now, f,=f(*)-f(%+ jh) =B'f(%)
=(l+AY f(%)
-SAf(%). by Binomial theorem
j!
m=)
A"S()
Sm(j-m)!"
EX-3:- Express the following diference in terms of fnction value f,, A°f VH. - 2001
Sol'- Let f be the value of f(x) at x=X, ,where x, =X, + ih .(i=0,1,2-...)
Now, 4f =4f()= A+ ih), where h is the ength of each space.
=f(x, +ih+h)- f(%, +ih)
-f(, +(i+1)a)-f(% +)
a'f, =s(4)-A(f(%+(i+1))-f(4, +ih)}
=(x, +(i+I)A)- 4f(*, +ih)
=f(% +(i+1)h+h)-f(*% +(i+1)4)
-f(, +ih +h)-f(*, +ih)}
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fc7j26. NISEDIFFERENCES ND JNTERIOLATION
N.KG. 24|07|2017

-f(,+(i+2)4)-2f(* +(i+1)4)+ f(%, +ih)

Af, =A(af)-sf(x, +(i+2)h) - 24f(r +(i +1)a) +4(, +ih)
=f(% +(i+ 2) h+h)-f(,+(i+2)4) -2{f(%, +(i+1)h +h)
-f{* +(i+1)4)} +f(* +ih +h) - f(*, +ih)
=f(*, +(i+3) h)-3f(*,+(i+ 2)h) +3f(x, +(i+1)a)- f(*, +ih)
Therefore,
^'f= fs-3/-2 +3fM-5
EX-4;- For equally spaced interpolation points Xg, X,"******, Xy where x = X, t lh
(h>0,i1,2,.. n) express A°y, in terms of ordinates.
Sol:- Let y, be the value of y=f(r) at x=x where x, = X, + ih, i= 0,1,2-..-n. And
h is the length of each sub-interval.
Now,
A'y, = A(Ay, )= A(y, - Yo)=Ay, - Ay, =y,- }- t yo
= y, - 2y, + yo
2

i=0

A'y, =A(4y)= Ay, -24y *Ay,

=, -»-2(9, -)+(-%)
= y, -3y, +3y, - o

A'y, =A(4y,)= Ay, 3Ay, +34y,- Ay,

=y44y, +6), -4y, +

-| i=0

Producing in this way we get after n steps,

Ex-5:-Define k-th order difference of afunction f(x). Prove that n- th order difference of a
polynomialof degree n is a constant.
Provefor equally spaced interpolating points
X, = X, + ih (h>0,i= 0,1,2, ,n)
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 JSE
DISS

5INISEDIFFERENCES aND INTERDOLATION N.KG. 24|07 |2

0=0
P where y, =f(x,) VH-'2008

DO- The first order difference or simply difference of afunction f(x) is denoted by Af(x) and
is defined by
4f(*)=f(x+h)-f(*) and the k-th order difference of a
function is defined by the first order difference of the
function
2nd part;- Let us consider a"f(*) or, a'f(*)= A[Af(*)]
fx)= a" + a,x* +a,x +*****+ a+4, where a, #0 be a polynomial of
degree n.
Now, 4f(*)=f(x+i)-f(*). where h is the spacing for x.
-a (*+*)' -*+ (*+)-tta[(*+h)-x]
=

Expanding the terms with in the parenthesis using binomial theorem and obtain
Af(*)= a, x+nhx +n(n-1)22 4.... +h"
2! -*
(n-1)(1-2) y +...
2! +h-x-l
+ + ha,
=a,nhx-l
nn-+ a, (n -1)h|* t.tah
+ a, 2!
Since h is constant, then the coefficients of x
.******,X and a,_h are constants.
The coefficients of x ",x and the constant term are
b, respectively. In this notation first difference denoted by bg,******,b,_ and
can be written as
Af(x)= b,+6,x +...+by-%+b where b, =a,nh +0
It may be noted that Afx) is a
polynomial of degree n-1, i.e., first difference reduces
of f(x) by 1. the degree
The second difference of f(x) is
A'f(*) =4(x+h)- 4f(*)
- b,| (x+h)"-+a (*+A)"-t..tb [(*+ h) -*]
= b,|x+(n-1) Ax +.(n-1)(7-2 +.+h-,
2!

+a| +(n--2)b9-2)(2-3)....+
2) ix* 2!
h*2,
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 ITE DIIFERENCES aND JNTERITOLAS ION N.KG. 24|07|2017

+... +b-gh
-byh(n-1)x b,(n-1)(0-2)
2!
+

tb,h
=Cx+c,x*t**+ C t C-2
1
Where e, =b,A(n-1), q=(n-1)(7-2)# +6(n-2)4, etc.

This expression shows that Af(x) is a polynomial of degree n -2

It may be noted that the coefficient of the leading term is
c, =b,h(n-1) =n(n-1)A'a, 0
And it is a constant quantity.
In thisway, one can find Af(x) is a polynomial of degree one let it be
Pox+p, ie, Af(x)= P* + P
Then A"f(*)= P,(x+ h)+p, -Po-P, =Poh#0
It can be show that A(r) =n(n-1)(n-2)-.32-1·Ha, =nlh'a,
Hence the n-th order difference of a polynomial of degree n is a constant.
3rd part:- Same as Ex-4
Ex-6:- The operator A is defined as f(x)=f(x+h)- f(x), show that
n

JAF(9)-}(-|((a-k))
k=0
L.H-'97

CH-'92,'95

Sol;- Given that

Af(x)=f(x+h)-f(*), where his the length of each space.
Af(:) =a(4())=4f(x+h)-f(*)
=f(x+2h)-f(*+h)-(f(*+h)- f(*)}
=f(x+ 2h)-2f(x+h) +f(*)

-}-2-4)9)
NS()=a(8r())=4f(x+ 2h) -24/(x+h)+8f(1)
=f(x+ 3h)-f(x+ 21)-2(f(x+ 2h)-f(x+)
+f(*+h)-f(*)

-~-*(0-)4)
k=0

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 3INITE DIFFERENeES aND INJERIOLaGION N.KG. 24|0 j2

Af(3) = a(af())=4f(x+ 3h) -34/(* +2h) +34f (x +h) - af(*)

-f(x+4h)-f(r+3h)-3{f(*+ 34)- f(x+ 2A)}
+3{f(*+ 24) -f(*+h)}-{f(x+h)- f(*);
=f(x+4h)-4f(z+ 3h) +6f(z+2h)- 4f(x +h} +f(x)
--4-4))
Proceeding in this way we get after n steps,

k=0
ii) We have
Af(x)= f(x+h)-f(x) ,where h is the length of cach space.
= Ef(x)-f(x), where E is the shift operator
=(6-1)f(x), for all f(
Or, A=E-1
Or, E=A+1
Now, Ef(*)=f(*+h)
E'f(*) = E(x+h) =f(x+24)
Ef(*)= E(Ef(*))=Ef (x+ 2h)= f(*+3h)
Proceeding in this way we get after n steps
E"f(x)= f(x+ nh)
Therefore f(x+ nh) =E"f(*)
-(1+4)" f(*)
n

k=0
a*(*),
Where A is a liner operator and by binomial theorem
EX-7:- Prove that (1 +A)(1V)=1 wherethe symböl Aand Vhave usual meaning.
VH. - 2002, 201l
Sol: (1+a)(1-)r(*)=(1+4){f(*)-vr(*)
=(1+4)[f(x)-f(*)+f(x-h)] where his the step length.
-(1+a)f(*-A)
=f(*-h) +4f(x-A)
-f(*-h) +f(*)- f(*-h)
=f(x). for all f(x)
Thus we have, (1+A)(1- V)=1
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