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Argument & Entry
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Definition of Forward Difference
f ( x ) f ( x h) f ( x )
• The second forward difference of y f (x) is defined as
f ( x ) f ( x h) f ( x )
2
y f (x)
• The general nth forward difference of is defined as
n 1 n 1
f ( x)
n
f ( x h) f ( x)
Here is the forward difference operator
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• If the arguments are denoted by x 0 , x 1 , x 2 , .......... . and
the corresponding entries by y 0 , y 1 , y 2 , .......... . then the
first, second, and higher order forward differences are given
by
y r y r 1 y r
2
y r y r 1 y r
n 1 n 1
n
y r y r 1 y r
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Forward difference Table
Value of Value of 1st Diff 2nd Diff 3rd Diff 4th Diff 5th Diff
x y
x 0
y 0
y
x0 h y 1
0
2 y0
y 1 3 y 0
x0 2h y 2 2 y1
y 4 y0
2 3 y1
x 0 3h y 3 y2
2 5 y 0
y 4 y1
3
x0 4h y 3 y 2
4
2 y3
y 4
x 0 5h y 5
5
• Here y 0 the first entry is called the leading entry and
• y 0 , 2 y 0 , 3 y 0 , 4 y 0 , 5 y 0 are called leading
differences. The quantity h is called the interval 0f
differencing.
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Forward Differences in terms of Entries
• Now, 2 y 0 y1 y 0
2 y 0 ( y 2 y1 ) ( y1 y 0 )
2 y 0 y 2 2 y1 y 0
• Again,
3 y 0 2 y1 2 y 0
3 y 0 y 2 y1 ( y1 y 0 )
3 y 0 ( y 3 y1 ) ( y 2 y1 ) ( y 2 y1 ) ( y1 y 0 )
3 y 0 y 3 3 y 2 3 y1 y 0 )
Similarly,
4 y0 y4 4y3 6y2 4y1 y0
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Problems
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Solution:
x y y y y y y
2 3 4 5
5 9962
-114
10 9848 -75
-189 2
15 9659 -73 2 -1
-262 -73 1 -1 3
20 9397 -72 2
-334 3
25 9063 -69
-403
30 8660
Now,
y 10 73
2
y5 2
3
y 5 1
4
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Problems
• Thus we have,
x 0 1 2 3 4 5
y f (x) 1 1 9 31 73 141
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• The difference table is
x y y y
2
y
3
0 1
0
1 1 8
8 6
2 9 14
22 6
3 31 20
42 6
4 73 26
68 6
5 141 26+6=32
68+32=100 6
6 141+100=241 26+6=32
68+32=100
141+100=241
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• Now from the above table we have 3 y 6
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• We know from the higher forward difference
n 1 n 1
n
y r y r 1 y r
• n 1
y n
y n 1
y ………………..(i)
r 1 r r
• Now, y4 y6 y5
y6 y5 y5
• y 6 2 y 4 y 4 y 5 (using (i))
y 6 3 y 3 2 y 3 y 4 y 5
y 6 6 26 68 141
y 6 241
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Backward Differences
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• The second forward difference of y f (x) is
defined as
2 f ( x) f ( x) f ( x h)
• In general
n f ( x ) n 1 f ( x ) n 1 f ( x h )
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The E -shift Operator
• The shift operator E is defined by
Ef ( x ) f ( x h )
• Similarly,
E 2 f ( x ) E Ef ( x ) Ef ( x h ) f ( x 2 h )
E 3 f ( x ) f ( x 3h )
• In general,
E n
f ( x ) f ( x nh )
• The operator
E 1
Ef ( x ) f ( x )
E n
E n
f (x) f (x)
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The operators E and are commutative
• Here
E f ( x ) E f ( x h ) f ( x )
Ef ( x h ) Ef ( x )
f (x 2h) f (x h)
f (x 2h)
Ef ( x )
E E
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A relation E 1
• Proof: We have,
f (x) f (x h) f (x)
f (x h) f (x) f (x)
Ef ( x ) (1 ) f ( x )
E 1
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1
A relation 1 E
• Proof: We have,
f (x) f (x) f (x h)
1
f (x) f (x) E f (x)
1
f ( x ) (1 E ) f (x)
1
1 E
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