Advanced Engineering Mathematics: A Computer Approach, Seventh Edition

Chapter 22: Finite Differences and Numerical Methods

22.1. THE FORWARD DIFFERENCE OPERATOR ?

Let


The values, which the independent variable x takes, are called arguments and the corresponding values of f( x) are called entries. The difference between consecutive values of x is called the interval of differencing.

If the interval of differencing is h and the first argument is a, then

Arguments x:

a,

a + h,

a + 2 h,

a + 3 h,

Entries f(x):

f( a),

f( a + h),

f( a + 2 h),

f( a + 3 h),

For brevity, these entries are denoted by


y 1 y 0 = f( a + h) f( a) is called the first forward difference of y 0 and is denoted by ? y 0 or ? f( a). Thus


Similarly,


In general,


The differences of the first forward differences are called second forward differences.

Thus

? ( ? y 0) = ? ( y 1 y 0) or ? 2 y 0 = ? y 1 ? y 0 is called the second forward difference of y 0.

Similarly,


In general,


Similarly, we can define differences of higher order.

The table showing the various forward...

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