Finite Differences P. Sam Johnson January 31, 2015 P. Sam Johnson (NITK) Finite Differences January 31, 2015 1 / 45 Overview Assume that we have a table of values (xi , yi ), i = 0, 1, 2, . . . , n of any function y = f (x), the values of x being equally spaced. That is, xi = x0 + ih, i = 0, 1, 2, . . . , n. The step length h is called the interval of differencing. Suppose that we are required to recover the values of f (x) for some intermediate values of x, or to obtain the derivative of f (x) for some x in the range x0 ≤ x ≤ xn . The methods for the solution to these problems are based on the concept of the ‘differences’ of a function. There are three important types of differences which we define and disucss in three lectures. P. Sam Johnson (NITK) Finite Differences January 31, 2015 2 / 45 Overview The calculus of finite differences deals with the changes that take place in the value of the function (dependent variable), due to finite changes in the independent variable. Through this, we also study the relations that exist between the values assumed by the function, whenever the independent variable changes by (equal or unequal) finite jumps. On the other hand, in infinitesimal calculus, we study those changes of the function which occur when the independent variable changes continuously in a given interval. We shall study the variations in the function when the independent variable changes by equal intervals. The calculus of differences is very useful for the finding the sum of a given series. P. Sam Johnson (NITK) Finite Differences January 31, 2015 3 / 45 Differences of y Suppose a function (usually unknown) y = f (x) is given at discrete values of x, x0 , x1 , . . . , xn so that we have a table of values (xi , yi ), i = 0, 1, 2, . . . n. The values of x being equally spaced. That is, xi = x0 + ih, i = 0, 1, 2, . . . , n. If y0 , y1 , y2 , . . . , yn denote a set of values of y = f (x) on x0 , x1 , . . . , xn respectively (note that yi = f (xi ), 0 ≤ i ≤ n), then y1 − y0 y2 − y1 .. . yn − yn−1 are called the differences of y . P. Sam Johnson (NITK) Finite Differences January 31, 2015 4 / 45 Forward Difference Operator, ∆ (called big delta) Denoting the differences, (y1 − y0 ), (y2 − y1 ), . . . , (yn − yn−1 ) by ∆y0 , ∆y1 , . . . , ∆yn−1 respectively, we have ∆y0 = y1 − y0 , ∆y1 = y2 − y1 , . . . , ∆yn−1 = yn − yn−1 where ∆ is called forward difference operator and ∆y0 , ∆y1 . . ., are called first forward differences. ∆ is not a quantity but an operation. P. Sam Johnson (NITK) Finite Differences January 31, 2015 5 / 45 Higher Differences The differences of the first forward differences are called second forward differences and are denoted by ∆2 y0 , ∆2 y1 , . . . . The symbol ∆2 does not represent the square of a quantity but denotes the repetition of the operation ∆. Similarly, one can define third forward differences, fourth forward differences, etc. In general, the nth differences are defined as ∆n yi = ∆n−1 yi+1 − ∆n−1 yi . The forward difference operator can be operated on function-values, generally denoted as ∆f (x) = f (x + h) − f (x), P. Sam Johnson (NITK) x = x0 , x1 , . . . , xn−1 . Finite Differences January 31, 2015 6 / 45 Exercises 1. Evaluate ∆ tan−1 x, ∆(e x log 2x), ∆(x 2 / cos 2x). 2. Evaluate ∆ 2 5x + 12 , x 2 + 5x + 16 interval of differencing being unity. 3. Find the successive differences of f (x) = ab c x and sum the first n differences. 4. Find the function (with suitable h) whose first difference is (a) ax + b (b) sin x (c) e x (d) e a+bx 5. Prove that the operator ∆ obeys the index law : ∆m ∆n f (x) = ∆m+n f (x) where m and n are positive integers. P. Sam Johnson (NITK) Finite Differences January 31, 2015 7 / 45 The following result can be proved by the method of induction and it helps in expressing, any powers of ∆ operated on y (x), in terms of yi ’s. The proof is based on continuous substitution. Theorem Suppose that we have a table of values (xi , yi ), i = 0, 1, 2, . . . ., n of any function y = f (x), the values of x being equally spaced with h as the interval of differencing. Then for any non-negative integer k, k X k−i k ∆ yr = (−1) yr +i . i k i=0 The theorem refers to the following facts: (a) Any higher order forward difference can be expressed in terms of the preceding differences. (b) Any higher order forward difference can be expressed in terms of the entries. P. Sam Johnson (NITK) Finite Differences January 31, 2015 8 / 45 (Forward) Difference Table Value of x x0 Value of y = f (x) y0 x0 + h y1 First Difference ∆f (x) Second Difference ∆2 f (x) Third Difference ∆3 f (x) Fourth Difference ∆4 f (x) ∆y0 ∆2 y 0 ∆3 y 0 ∆y1 x0 + 2h 2 3 ∆y2 x0 + 3h y3 x0 + 4h y4 ∆4 y 0 ∆ y1 y2 ∆ y1 ∆2 y 2 ∆y3 y0 , the first entry is called the leading term. ∆y0 , ∆2 y0 , ∆3 y0 etc. are called the leading differences. It can be seen that the differences ∆k yi with a fixed subscript i lie along the diagonal sloping downwards and each difference is written midway between the values substracted. P. Sam Johnson (NITK) Finite Differences January 31, 2015 9 / 45 Shift Operator, E An operator E defined as Ef (x) = f (x + h) is called a shift operator which results in increasing the argument by the interval of differencing. E n stands for the operation E being carried n times. Then E n f (x) = f (x + nh). The inverse operator E −1 is defined as E −1 f (x) = f (x − h). P. Sam Johnson (NITK) Finite Differences January 31, 2015 10 / 45 Relation between E and ∆ ∆f (x) = f (x + h) − f (x) = Ef (x) − f (x). Hence Ef (x) = f (x) + ∆f (x) = (1 + ∆)f (x). Here 1 (unity) is an operator just as E and ∆ and leaves the function unaltered when it operates on that function. That is, 1f (x) = f (x). Since f (x) is arbitrary, we get E ≡ 1 + ∆. This is known as separation of symbols. We shall define some more operators later and establish many relations between the operators. P. Sam Johnson (NITK) Finite Differences January 31, 2015 11 / 45 With the help of the operators E and ∆, we can prove the above result which is restated below. For any non-negative integer k, k X k−i k ∆ yr = (−1) yr +i . i k i=0 Since ∆ ≡ E − 1, by binomial expansion, the above relation can be shown. Exercises 6. Evaluate E 0 f (x), ∆(c) and E (c) where c is a constant. 7. Say true or false : If ∆f (x) = 0, then either ∆ ≡ 0 or f (x) = 0. 8. Say true or false : E 2 f (x) and E 2 [f (x)]2 are identical. P. Sam Johnson (NITK) Finite Differences January 31, 2015 12 / 45 Exercise 9. An operator T is said to be linear if T [af (x) + bg (x)] = aT [f (x)] + bT [g (x)], where a, b are constants. Prove that the operators E and ∆ are linear. The following theorem says that any value of the function f (x) can be expressed in terms of leading term and the leading differences of an ordinary difference table. It can be proved by the method of induction. Theorem For all integral values of k, yk = Pk k r =0 r ∆k y0 . Exercise 10. Prove the above result with the help of the operators E and ∆. P. Sam Johnson (NITK) Finite Differences January 31, 2015 13 / 45 Let f (x) be a polynomial of degree n in x. If h is the interval of the argument, then ∆f (x) is a polynomial of degree (n − 1). Thus it is to be noted that the result of differencing a polynomial once, reduces its degree by one. Theorem Let f (x) be a polynomial of degree n in x. Then the nth difference of this polynomial is constant. Also the (n + 1)th and higher differences are zero. The converse of the above theorem is also true. That is, if the nth difference of a function tabulated at equally spaced intervals are constant, the function is a polynomial of degree n. This fact is important in numerical analysis as it enables us to approximate a function by a polynomial of nth degree if its nth order differences become nearly constant. P. Sam Johnson (NITK) Finite Differences January 31, 2015 14 / 45 Exercises 11. If f (x) = a0 x n + a1 x n−1 + · · · + an−1 x + an (a0 6= 0), then find ∆n f (x). Obtain ∆25 {(x − a)(x − b) · · · (x − z)} where the operand has only 25 factors and there is no factor of the type (x − x). 12. Prove that x e = ∆2 E ex . Ee x , ∆2 e x the interval of differencing being unity. 13. Prove that yn − y0 is the sum of all entries in the first difference column of the difference table for (xi , yi ), 0 ≤ i ≤ n. That is, n−1 X ∆yx = yn − y0 . x=0 14. Prove that y4 = y3 + ∆y2 + ∆2 y1 + ∆3 y1 . 15. Show that y4 = y0 + 4∆y0 + 6∆2 y−1 + 10∆3 y−1 if fourth and higher differences are zero. P. Sam Johnson (NITK) Finite Differences January 31, 2015 15 / 45 Exercises 16. Prove that n+1 n+1 n+1 y0 + y1 + · · · + yn = y0 + ∆y0 + · · · + ∆n y0 . 1 2 n+1 17. Prove the following identity ∞ X x=0 ∞ y2x 1X 1 = yx + 2 4 x=0 ∆ ∆4 1− + − ··· 2 4 y0 . 18. Find the sum of the series, 1.2 ∆x n − 2.3 ∆2 x n + 3.4 ∆3 x n − 4.5 ∆4 x n + · · · · · · the interval of differencing being unity. P. Sam Johnson (NITK) Finite Differences January 31, 2015 16 / 45 Backward Difference Operator, ∇ (called nabla) The differences y1 − y0 , y2 − y1 , . . . , yn − yn−1 are called first backward differences and they are denoted by ∇y1 , ∇y2 , · · · , ∇yn respectively, so that ∇y1 = y1 − y0 ∇y2 = y2 − y1 .. . ∇yn = yn − yn−1 where ∇ is called the backward difference operator. P. Sam Johnson (NITK) Finite Differences January 31, 2015 17 / 45 (Backward) Difference Table Value of x x0 Value of y = f (x) y0 x0 + h y1 First Difference ∇f (x) Second Difference ∇2 f (x) Third Difference ∇3 f (x) Fourth Difference ∇4 f (x) ∇y1 ∇2 y2 ∇3 y3 ∇y2 x0 + 2h ∇2 y3 y2 ∇y3 x0 + 3h ∇4 y 4 ∇3 y4 ∇2 y4 y3 ∇y4 x0 + 4h y4 y4 , the last entry is called the last term. ∇y4 , ∇2 y4 , ∇3 y4 etc. are called the last differences. P. Sam Johnson (NITK) Finite Differences January 31, 2015 18 / 45 Central Difference Operator, δ The central difference operator δ is defined by the relations y1 − y0 = δy1/2 , y2 − y1 = δy3/2 , . . . , yn − yn−1 = δyn−1/2 . Similarly, higher-order central differences are defined as δy3/2 − δy1/2 = δ 2 y1 , δy5/2 − δy3/2 = δ 2 y2 , δ 2 y2 − δ 2 y1 = δ 3 y3/2 and so on. P. Sam Johnson (NITK) Finite Differences January 31, 2015 19 / 45 Central Difference Table Value of x x0 Value of y = f (x) y0 x0 + h y1 First Difference δf (x) Second Difference δ 2 f (x) Third Difference δ 3 f (x) Fourth Difference δ 4 f (x) δy1/2 δ 2 y1 δ 3 y3/2 δy3/2 x0 + 2h δ 2 y2 y2 δy5/2 x0 + 3h δ 4 y2 δ 3 y5/2 δ 2 y3 y3 δy7/2 x0 + 4h y4 P. Sam Johnson (NITK) Finite Differences January 31, 2015 20 / 45 Some observations on central difference table are as follows. (a) The central differences on the same horizontal line have the same suffix. (b) The differences of odd order are known only for half values of the suffix. (c) The differences of even order are known only for integral values of the suffix. P. Sam Johnson (NITK) Finite Differences January 31, 2015 21 / 45 Averaging Operator, µ It is often required to find the mean of adjacent values in the same column of differences. We denote this mean by µ, the averaging (mean) 1 operator µ defined by µyr = 2 yr +1/2 + yr −1/2 . Thus µδy1 = 21 [δy1/2 + δy3/2 ], µδ 2 y3/2 = 21 [δ 2 y1 + δ 2 y2 ], . . . . An Important Observation : We can observe the following ∆y0 = ∇y1 = δy1/2 , ∆3 y1 = ∇3 y4 = δ 3 y5/2 . It is only the notation which changes and not the differences. For example, y1 − y0 = ∆y0 = ∇y1 = δy1/2 . Of all the formulae, those involving central differences are most useful in practice as the coefficients in such formulae decrease much more rapidly. P. Sam Johnson (NITK) Finite Differences January 31, 2015 22 / 45 Exercises Deduce the following: 20. ∆ − ∇ ≡ ∆∇ = δ 2 24. ∆ ≡ E 1/2 −E −1/2 2 25. 1 + δ 2 µ2 = 1 + δ2 21. µ ≡ (1/2)(E 1/2 + E −1/2 ) q 2 22. ∆ ≡ 21 δ 2 + δ 1 + δ4 26. µ2 ≡ 1 + (1/4)∆2 q 2+∆ 27. µ ≡ 2√ ≡ 1+ 1+∆ 23. (E 1/2 + E −1/2 )(1 + ∆)1/2 ≡ 2 + ∆ 28. E ∇ ≡ ∇E ≡ ∆ ≡ ∆E 1/2 . 19. ∇ ≡ 1 − E −1 P. Sam Johnson (NITK) Finite Differences δ2 4. January 31, 2015 23 / 45 Exercises 29. If y = a(3)x + b(−2)x and h = 1, prove that (∆2 + ∆ − 6)y = 0. 30. Evaluate ∆10 [(1 − ax)(1 − bx 2 )(1 − cx 3 )(1 − dx 4 )]. h i ∆f (x) 1 31. Show that ∆ f (x) = f (x)f (x+1) . o n (x) . 32. Prove that ∆ log f (x) = log 1 + ∆f f (x) 33. Find the missing yx values from the first differences provided. yx 0 - - - ∆yx 0 1 2 4 7 11 P. Sam Johnson (NITK) Finite Differences January 31, 2015 24 / 45 Differential Operator, D The differential operator D is defined by Df (x) = d [f (x)]. dx Exercises Prove the following identities. 34. E ≡ e hD (Hint: Taylor’s series) 35. hD ≡ ∆ − ∆2 2 + ∆3 3 − ··· 36. hD ≡ log(1 + ∆) ≡ − log(1 − ∇) ≡ sinh−1 (µδ) 37. ∇yn+1 ≡ h(1 + 12 ∇ + P. Sam Johnson (NITK) 5 2 12 ∇ + · · · )yn0 . Finite Differences January 31, 2015 25 / 45 Exercises 38. Using the method of separation of symbols, prove the following identities: (a) yx − ∆n yx−n = yx−1 + ∆yx−2 + ∆2 yx−3 + · · · + ∆n−1 yx−n . x x2 x3 2 (b) y1 x + y2 x 2 + y3 x 3 + · · · = 1−x y1 + (1−x) 2 ∆y1 + (1−x)3 ∆ y1 + · · · . 39. Taking fifth order differences of yx to be constant and given y0 , y1 , y2 , y3 , y4 , y5 prove that 1 25(c − b) + 3(a − c) y2 1 = c + 2 2 256 where a = y0 + y5 , b = y1 + y4 , c = y2 + y5 . 40. For any positive integer n, prove the following: x (a) ∆r nn = n−r , n x (b) ∆ n = 1. P. Sam Johnson (NITK) r <n Finite Differences January 31, 2015 26 / 45 Exercises 41. Using the method of separation of symbols, prove that 2 3 y0 + y1!1 x + y2!2 x 2 + y3!3 x 3 + · · · = e x [y0 + x∆y0 + x2! ∆2 y0 + x3! ∆3 y0 + · · · ]. Hence find the sum of the following series. 3 3 3 (a) 13 + 21! x + 32! x 2 + 43! x 3 + · · · ∞ 10x 2 20x 3 35x 4 56x 5 (b) 1 + 4x 1! + 2! + 3! + 4! + 5! · · · ∞. 42. Prove Montmort’s theorem that y0 + y1 x + y2 x 2 + · · · ∞ = y0 x∆y0 x 2 ∆2 y0 + + + · · · ∞. 1−x (1 − x)2 (1 − x)3 Hence find the sum of the series 1.2 + 2.3x + 3.4x 2 + · · · ∞. 43. Using Montmort’s theorem find the sum of the series (a) 1.3 + 3.5x + 5.7x 2 + 7.9x 3 + · · · ∞. (b) 12 + 22 x + 32 x 2 + 42 x 3 + · · · ∞. 44. Say true or false : ∆[f (x).g (x)] and f (x)∆g (x) are identical. 45. Prove that ∆yi zi = y1 ∆zi + zi+1 ∆yi . P. Sam Johnson (NITK) Finite Differences January 31, 2015 27 / 45 Factorial Notation for Positive Integer The continued product of factors whose first factor is x and successive factors decrease by a constant difference h, is called a factorial function. It is denoted by [x]n where n is a positive integer, which determines the number of factors in [x]n . Thus [x]n = x(x − h)(x − 2h) · · · (x − (n − 1)h). For convention, we take [x]0 = 1. When h = 1, [x]n = x! x = n! (x − n)! n (x > n). Exercise 46. Prove that for any positive integer n, [x]n = (x − (n − 1)h)[x]n−1 . P. Sam Johnson (NITK) Finite Differences January 31, 2015 28 / 45 First Difference and General Formula for n > 0 In fact f (x) = [x]n where n is a positive integer, is called the factorial polynomial of degree n and the various differences of a factorial polynomial are again factorial polynomials. ∆[x]n = nh[x]n−1 is a polynomial of degree (n − 1) in factorial notation. In general, ∆n [x]n = n!hn , a constant term and ∆k [x]n = 0 for k > n. When h = 1, ∆[x]n = n[x]n−1 ∆2 [x]n = n(n − 1)[x]n−2 .. .. . . ∆n [x]n = n!. Hence differencing of functions in factorial notations resembles the differentiating of functions when h = 1. P. Sam Johnson (NITK) Finite Differences January 31, 2015 29 / 45 The factorial notation is of special utility in the theory of finite differences. It helps in finding the successive differences of a polynomial directly, by a simple rule of differentiation. When h = 1, we have ∆[x]n = n[x]n−1 ∆[ax + b]n = an[ax + b]n−1 . That is, the result of differencing [x]n is analogous to that of differentiating x n . It is easier to find ∆[x]n than ∆r x n when a given polynomial is expressed as factorial polynomial. Is this possible? Yes. The following theorem gives an affirmative answer. Theorem Every polynomial of degree n can be expressed as a factorial polynomial of the same degree and vice versa. P. Sam Johnson (NITK) Finite Differences January 31, 2015 30 / 45 First Method : Synthetic Division Using the method of synthetic division, we divide the given polynomial by x, x − 1, x − 2, . . . successively. We put the coefficients of different powers of x in order beginning with the highest power of x. If any power of x is missing in order, we should first make the given function complete by taking its coefficient as zero and then employ this method. P. Sam Johnson (NITK) Finite Differences January 31, 2015 31 / 45 Second Method : Direct Method The method is illustrated with an example. Suppose f (x) = x 4 − 12x 3 + 24x 2 − 30x + 9 f (x) = A[x]4 + B[x]3 + C [x]2 + D[x]1 + E (in factorial notation) (1) where the constants A, B, C and D are to be found. Putting x = 0, 1, 2 and 3 in equation (1), we get four equations in A, B, C and D. Solving them, we get the required polynomial in factorial notation. Exercises 47. Express 2x 3 − 3x 2 + 3x − 10 in factorial notation by both the methods. 48. Fill the blank: The coefficient of the highest power of x (remains unchanged / may change) while transforming a polynomial to factorial notation. 49. If f (x) = (2x + 1)(2x + 3) · · · (2x + 15), find the value of ∆4 f (x). P. Sam Johnson (NITK) Finite Differences January 31, 2015 32 / 45 Reciprocal Factorial Function (Factorial Notation for Negative Integer We now discuss the factorial function [x]n , when n is any negative integer. For any positive integer n, define [x]−n = P. Sam Johnson (NITK) 1 1 = . (x + h) · · · (x + nh) [x + nh]n Finite Differences January 31, 2015 33 / 45 First Difference and General Formula for n < 0 The first difference of [x]−n , ∆[x]−n = −nh[x]−(n+1) . In general, ∆r [x]−h = (−1)r n(n + 1) · · · (n + r − 1)hr [x]−(n+r ) . When h = 1, we have the following: (a) ∆r [x]−n = (−1)r n(n + 1) · · · (n + r − 1)[x]−(n+r ) . (b) ∆r [ax + b]−n = (−1)r n(n + 1) · · · (n + r − 1)ar [ax + b]−(n+r ) . (c) ∆[x]−n = −n[x]−(n+1) . (d) ∆[ax + b]−n = −na[ax + b]−(n+1) . P. Sam Johnson (NITK) Finite Differences January 31, 2015 34 / 45 Exercises 50. Express the function x 4 − 12x 3 + 24x 2 − 30x + 9 in factorial notation, the interval of differencing being unity. 51. Using factorial notation, obtain the function whose first difference is x 3 + 4x 2 + 9x + 12. 52. Express 2x 3 − 3x 2 + 3x − 10 and its successive difference in factorial notation. 53. A third degree polynomial passes through (0, 1), (1, 3), (2, 7) and (3, 13). Find the polynomial. 54. Prove that [x]r [x − rh]n = [x]r +n . 55. Find the relation between α, β and γ in order that α + βx + γx 2 may be expressible in one term in the factorial notation. P. Sam Johnson (NITK) Finite Differences January 31, 2015 35 / 45 Inverse Operator of ∆, operated on [x]n The process of finding yx when ∆yx is given, is known as inverse finite difference operation. That is, if ∆yx = ux , then yx = ∆−1 ux . The symbol ∆−1 or 1/∆ is called the inverse of the operator ∆. We have the following important results. [x]n+1 n+1 . n+1 b]n = [ax+b] a(n+1) . (a) ∆−1 [x]n = (b) ∆−1 [ax + [x]−n+1 −n+1 . −n+1 b]−n = [ax+b] a(−n+1) . (c) ∆−1 [x]−n = (d) ∆−1 [ax + P. Sam Johnson (NITK) Finite Differences January 31, 2015 36 / 45 Application to Summation of Series The calculus of finite differences is very useful for finding the sum of a given series. The inverse operator ∆−1 is especially useful to find the sum of a series. This is explained below. If ur = ∆yr = yr +1 − yr , then u1 + u2 + · · · + un = yn+1 − y1 . Exercise Find the sum to n terms of the series. 56. 2.3.4 + 3.4.5 + 4.5.6 + · · · 57. 58. 1 1 1 3.4.5 + 4.5.6 + 5.6.7 + 13 + 2 3 + · · · + n 3 . P. Sam Johnson (NITK) ··· Finite Differences January 31, 2015 37 / 45 Effect of an error on a difference table Suppose there is an error ε in the entry y3 of a table. As higher differences are formed, this error spreads out and is considered magnified. How it effects the difference table, as shown below. x x0 y = f (x) y0 x1 = x0 + h y1 ∆f (x) ∆2 f (x) ∆3 f (x) ∆y0 ∆2 y 0 ∆3 y 0 + ε ∆y1 x2 = x0 + 2h 2 y2 ∆ y1 + ε ∆3 y1 − 3ε ∆y2 + ε x3 = x0 + 3h 2 ∆ y2 − 2ε y3 + ε ∆3 y2 + 3ε ∆y3 − ε x4 = x0 + 4h 2 y4 ∆ y3 + ε ∆3 y 3 − ε ∆y4 x5 = x0 + 5h .. . P. Sam Johnson (NITK) y5 .. . 2 .. . Finite Differences ∆ y4 .. . .. . January 31, 2015 38 / 45 The above table shows that (a) The error increases with the order of differences. (b) The coefficients of ε’s in any column are the binomial coefficients of (1 − ε)n . Thus the errors in the fourth difference column are ε, −4ε, 6ε, −4ε, ε. (c) The algebraic sum of the errors in any difference column is zero. (d) The maximum error in each column, occurs opposite to the entry y3 containing the error. The above facts enable us to detect errors in a difference table. P. Sam Johnson (NITK) Finite Differences January 31, 2015 39 / 45 Exercises 59. One entry in the following table is incorrect and y is a cubic polynomial in x. Use the difference table to locate and correct the error. x 0 1 2 3 4 5 6 7 y 25 21 18 18 27 45 76 123 60. The following table gives the values of y which is a polynomial of degree five. It is known that f (3) is in error. Correct the error. x y P. Sam Johnson (NITK) 0 1 1 2 2 33 3 254 4 1025 Finite Differences 5 3126 6 7777 January 31, 2015 40 / 45 To find one or more missing terms When one or more values of y = f (x) corresponding to the equidistant values of x are missing, we can find these using any of the following two methods. First Method. We assume that the missing term or terms as a, b etc. and form the difference table. Assuming the last difference as zero, we solve these equations for a, b. These give the missing term / terms. Second Method. If n entries of y are given, f (x) can be represented by a (n − 1)th degree polynomial. That is, ∆n y = 0. Since ∆ ≡ E − 1, therefore (E − 1)n y = 0. Now expanding (E − 1)n and substituting the given values, we obtain the missing term / terms. P. Sam Johnson (NITK) Finite Differences January 31, 2015 41 / 45 Exercises 61. Find the missing term in the table: x 2 3 4 5 6 y 45 49.2 54.1 - 67.4 62. Find the missing terms in the following data. x 45 50 55 60 65 y 3 2 - -2.4 63. Assuming that the following values of y belong to a polynomial of degree 4, compute the next three values. x 0 1 2 3 4 5 6 7 y 1 -1 1 -1 1 - - - P. Sam Johnson (NITK) Finite Differences January 31, 2015 42 / 45 Additional Exercises Exercises 64. Match the following : ∆+∇ E∇ 2 hD ∆−∇ ∇∆ ∆ µδ − log(1 − ∇) 65. Express any value of y in terms of yn and backward differences of yn . 66. Express u = x 4 − 12x 3 + 24x 2 − 30x + 9 and its successive difference in factorial notation. Hence show that ∆5 u = 0. 67. Obtain the function whose first difference is 2x 3 − 3x 2 + 3x − 10. 68. If y = 1 (3x+1)(3x+4)(3x+7) , P. Sam Johnson (NITK) evaluate ∆2 y . Also find ∆−1 y . Finite Differences January 31, 2015 43 / 45 Additional Exercises Exercises 71. Prove that ∆(n Cr +1 ) = n+1 C r +1 − nC r +1 . 72. If y0 = 3, y11 = 6, y12 = 11, y13 = 18, y14 = 27, find y4 . 73. If yx is a polynomial for which fifth difference is constant and y1 + y7 = −784, y2 + y6 = 686, y3 + y5 = 1088, find y4 . P. Sam Johnson (NITK) Finite Differences January 31, 2015 44 / 45 References Richard L. Burden and J. Douglas Faires, Numerical Analysis Theory and Applications, Cengage Learning, Singapore. Kendall E. Atkinson, An Introduction to Numerical Analysis, Wiley India. David Kincaid and Ward Cheney, Numerical Analysis Mathematics of Scientific Computing, American Mathematical Society, Providence, Rhode Island. S.S. Sastry, Introductory Methods of Numerical Analysis, Fourth Edition, Prentice-Hall, India. Har Swarup Sharma, A Textbook of Numerical Analysis, Ratan Prakashan Mandir, Delhi. B.S. Grewal, Numerical Methods in Engineering & Science, Khanna Publishers, Delhi. P. Sam Johnson (NITK) Finite Differences January 31, 2015 45 / 45
© Copyright 2024