FINITE DIFFERENCES

Group Names

Calvin Benn 08/0933/1044

Sherrall Goodings 05/0933/2515

Rochelle Hopkinson 08/0933/4061

Mark De Freitas 08/0933/2918

Deon Lowe 08/0933/1058

 Introduction

• Finite differences are a method of numerical

analysis which is basically used in the
determination (of spread) of errors and for
approximations.
• It is based on a simple table called a difference
table
• There are three notations for the differences
CENTRAL, FORWARD, BACKWARD.
 Introduction
• In any concrete numerical case the same
number occurs in the same position no
matter which notation we use.
 When to use Finite Difference
Calculus
In the conventional calculus the operation of
differentiation of a function is a well defined, formal
procedure with the operations highly dependent upon the
form of the function involved. Many different types of
rules are needed for different functions. In numerical
(approximate) methods a digital computer is employed
which can only perform the standard arithmetic
operations of addition, subtraction, multiplication,
division, exponentiation and certain logical operations.
We thus need a technique for (approximately)
differentiating functions by employing only arithmetic
operations. The finite difference calculus satisfies this
need.
 Central Differences
Central differences are used in numeric differences,
differential equations and centered interpolation formula.
These are formula that uses function values “
symmetrically” located on both sides of the interpolation
point x. Such values are available in the middle of a give
table and thus use of central difference give a better
result
 EXAMPLE
Example
Given a function f(x) = x3 Interval -3 (1) 3
We are asked to prepare a table for Finite Differences
 EXAMPLE
To determine the interval values for finite differences the
notation is given in the form
x = a (h) b
where “a” and “b” are the limits and “h” is the interval
value.
 Example
Function f(x) = 1/x for x = 1 (0.2) 2
 Forward Difference
General formula for forward difference
 Example

Determine the value of F(x) for x = 1.3

Hence xx =1.3 and xa=1.2
p= Xx –Xa
h
P= 0.5
F = 0.8333 + 0.5(-0.1190) + [0.5(.5-1)0.0297] / 2x1
+ [0.5(0.5-1)(0.5-2)0.0098]/[3x2x1]
F = 0.769475
 Backward Difference
General formula for backward differences
 EXAMPLE
Determine the value of F(x) for x = 1.9
Hence xx =1.9 and xa=1.8
p= Xx –Xa
h
P= 0.5
F = 0.5000 + 0.5(-0.0556) + [0.5(0.5+1)0.0138] / 2x1
+ [0.5(0.5+1)(0.5+2)-0.0061]/[3x2x1]
F = 0.53488
 END

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