In this unit, we shall discuss finite differences, forward, backward and central

differences. Newtons forward and backward differences interpolation formula,

Stirlings formula, Lagranges interpolation formula.
The unit is divided into five chapters:
The chapter first deals with the forward, backward, central differences and relation
between them, fundamental theorem of the difference calculus, factorial notation
and examples.
Chapter second deals with interpolation formula of Newtons forward, Newtons
backward, Stirlings for equally width of arguments, and Lagranges formula for
unequally width of arguments.
Chapter third deals with solution of linear simultaneous equation by Gauss
elimination and Gauss-Seidel method.
Chapter fourth deals with solution of algebraic and transcendental equation by
Regula-Falsi and Newton-Raphson method.
Chapter fifth deals with fitting of curves for straight line and parabola of second
degree by method of least squares.
U UU UUNIT NIT NIT NIT NIT I II II
NUMERICAL ANAL NUMERICAL ANAL NUMERICAL ANAL NUMERICAL ANAL NUMERICAL ANALYSIS-I YSIS-I YSIS-I YSIS-I YSIS-I
3
NTRODUCTON
Numerical analysis has great importance in the field of Engineering, Science and Technology etc.
In numerical analysis, we get the result in numerical form by computing methods of given data.
The base of numerical analysis is calculus of finite difference which deals with the changes in the
dependent variable due to changes in the independent variable.
1.1. FNTE DFFERENCE8
Suppose the function y = f(x) has the values y
0
, y
1
, y
2
, ...... y
n
for the equally spaced values x = x
0
, x
0
+ h,
x
0
+ 2h, ..... x
0
+ nh. If y = f (x) be any function then the value of the independent variable x is called
argument and corresponding value of dependent variable y is called entry. To determine the value of y
and
dy
dx
for some intermediate values of x, is based on the principle of finite difference. Which requires
three types of differences.
1.2. FORWARD DFFERENCE8
The differences y
1
y
0
, y
2
y
1
, ..... y
n
y
n 1
are called the first forward differences of the function
y = f (x) and we denote these difference by y
0
, y
1
..... y
n
, respectively, where is called the
descending or forward difference operator.
In general, the first forward differences is defined by
y
x
= y
x + 1
y
x
The differences of the first forward differences are called the second forward differences and
denoted by
2
y
0
,
2
y, etc.
C CC CCHAPTER HAPTER HAPTER HAPTER HAPTER 1 11 11
Calculus of Finite Differences
4 ADVANCED MATHEMATICS
Therefore, we have
2
y
0
= [y
1
y
0
]
= y
1
y
0
= (y
2
y
1
) (y
1
y
0
)
= y
2
2y
1
+ y
0
Similarly,
2
y
1
= [y
2
y
1
] = (y
3
y
2
) (y
2
y
1
) = y
3
2y
2
+ y
1
In general, we have
2
y
x
= y
x + 1
y
x
Again, the differences of second forward differences are called third forward differences and
denoted by
3
y
0
,
3
y
1
etc.
Therefore, we have
3
y
0
=
2
y
1

2
y
0
= (y
3
2y
2
+ y
1
) (y
2
2y
1
+ y
0
)
= y
3
3y
2
+ 3y
1
y
0
and so on
In general, the nth forward difference is given by

n
y
x
=
n 1
y
x + 1

n 1
y
x
Forward Difference Table
Argument Entry First Differences Second Differences Third Differences Fourth Differences
x y = f(x) y
2
y
3
y
4
y
x
0
y
0
y
1
y
0
= y
0
x
0
+ h y
1
y
1
y
0
=
2
y
0
y
2
y
1
= y
1

2
y
1

2
y
0
=
3
y
0
x
0
+ 2h y
2
y
2
y
1
=
2
y
1

3
y
1

3
y
0
=
4
y
0
y
3
y
2
= y
2

2
y
2

2
y
1
=
3
y
1
x
0
+ 3h y
3
y
3
y
2
=
2
y
2
y
4
y
3
= y
3
x
0
+ 4h y
4
1.3. BACKWARD DFFERENCE8
The differences y
1
y
0
, y
2
y
1
, ....., y
n
y
n 1
are called the first backward differences of the function
y = f (x) and we denote these differences by y
1
, y
2
, ....., y
n
, respectively, where is called the
ascending or backward differences operator.
In general, the first backward difference is defined by
y
x
= y
x
y
x 1
The differences of the first backward differences are called second backward differences and
denoted by
2
y
2
,
2
y
3
, etc.
Therefore
2
y
2
= (y
2
y
1
) = y
2
y
1
= (y
2
y
1
) (y
1
y
0
) = y
2
2y
1
+ y
0
CALCULUS OF FINITE DIFFERENCES 5
In general, we have
2
y
x
= y
x
y
x 1
Again the differences of second backward differences are called third backward differences and
denoted by
3
y
3
,
3
y
4
etc.
Therefore, we have
3
y
x
=
2
y
x

2
y
x 1
In general, the nth backward differences is given by

n
y
x
=
n1
y
x

n1
y
x 1
Backward Differences Table
Argument Entry First Diff. Second Diff. Third Diff. Fourth Diff.
x y = f(x) y
2
y
3
y
4
y
x
0
y
0
y
1
y
0
= y
1
x
0
+ h y
1
y
2
y
1
=
2
y
2
y
2
y
1
= y
2

2
y
3

2
y
2
=
3
y
3
x
0
+ 2h y
2
y
3
y
2
=
2
y
3

3
y
4

3
y
3
=
4
y
4
y
3
y
2
= y
3

2
y
4

2
y
3
=
3
y
4
y
4
y
3
=
2
y
4
x
0
+ 3h y
3
y
4
y
3
= y
4
x
0
+ 4h y
4
1.4. CENTRAL DFFERENCE8
The differences y
1
y
0
= y
1/2
, y
2
y
1
= y
3/2
,....., y
n
y
n 1
= y
n1/2
are called central differences and
is called central difference operator.
Similarly y
3/2
y
1/2
=
2
y
1
y
5/2
y
3/2
=
2
y
2
and
2
y
2

2
y
1
=
3
y
3/2
and so on.
The Central Difference Table
Argument Entry First Diff. Second Diff. Third Diff. Fourth Diff.
x y = f(x) y
2
y
3
y
4
y
x
0
y
0
y
1/2
x
1
y
1

2
y
1
y
3/2

3
y
3/2
x
2
y
2

2
y
2

4
y
2
y
5/2

2
y
5/2
x
3
y
3

2
y
3
y
7/2
x
4
y
4
6 ADVANCED MATHEMATICS
1.5. 8HFT OPERATOR -
The shift (increment) operator E is defined as
Ey
x
= y
x + h
E
2
y
x
= y
x + 2h


E
n
y
x
= y
x + nh
The inverse operator E
1
is defined as
E
1
y
x
= y
x

+ ( h)
= y
x h.
1.6. RELATON8 BETWEEN THE OPERATOR8
(i) We know that y
x
= y
x+h
y
x
= Ey
x
y
x
y
x
= (E 1) y
x
= E 1
or E = + 1
(ii) We have y
x
= y
x
y
x h
= y
x
E
1
y
x
y
x
= (1 E
1
) y
x
= 1 E
1
or E
1
= 1
(iii) We have Ey
x
= E ( y
x
y
x h
) = Ey
x
Ey
xh
= y
x+h
y
x
Ey
x
= y
x
E = ...(i)
Again Ey
x
= y
x+h
= y
x +h
y
x
Ey
x
= y
x
or E = ...(ii)
By (i) and (ii) E = E =
(iv) Since y
x
= y
x + h/2
y
x h/2
= E
1/2
y
x
E
1/2
y
x
y
x
= (E
1/2
E
1/2
) y
x
Thus = E
1/2
E
1/2
(v) We have y
x
= y
x + h
y
x
= Ey
x
y
x
= (E 1) y
x
= (E
1/2
E
1/2
) E
1/2
y
x
CALCULUS OF FINITE DIFFERENCES 7
y
x
= E
1/2
y
x
= E
1/2
(vi) We have E f(x) = f(x + h)
= f (x) + hf (x) +
h
2
2 !
f (x) + ... [By Taylors Theorem]
= f (x) + hD f(x) +
h
2
2 !
D
2
f(x) + ....
= 1
2
2
2
+ +

hD
h
D
!
..... f (x)
E f (x) = e
hD
f(x)
E = e
hD
(vii) We have (1 + ) (1 ) f(x) = (1 + ) (f(x) f(x))
= (1 + ) [f(x) (f(x) f(x h))]
= (1 + ) f(x h) = E f(x h)
(1 + ) (1 ) f(x) = f(x)
Thus (1 + ) (1 ) = 1
1.7. FUNDAMENTAL THEOREM OF THE DFFERENCE CALCULU8
If f(x) be a polynomial of nth degree in x, then the nth difference of f(x) is constant and
n+1
f(x) = 0.
Proof. Consider the nth degree polynomial
f (x) = A
0
+ A
1
x + A
2
x
2
+ ..... + A
n
x
n
where A
0
, A
1
, A
2
, ..... A
n
are constants and n is a positive integer.
By the definition, we have
f(x) = f(x + h) f(x)
= [A
0
+ A
1
(x + h) + A
2
(x + h)
2
+ ..... A
n
(x + h)
n
] [A
0
+ A
1
x + A
2
x
2
+ ..... + A
n
x
n
]
= A
1
h + A
2
[(x + h)
2
x
2
] + A
3
[(x + h)
3
x
3
] + ...... + A
n
[(x + h)
n
x
n
]
= A
1
h + A
2
[x
2
+
2
C
1
x h + h
2
x
2
] + A
3
[x
3
+
3
C
1
x
2
h +
3
C
2
x h
2
+ h
3
x
3
] + .....
+ A
n
[x
n
+
n
C
1
x
n1
h +
n
C
2
x
n 2
h
2
+ ... +
n
C
n
h
n
x
n
)
f (x) = B
1
+ B
2
x + B
3
x
2
+ ..... + B
n1
x
n2
+ n A
n
h x
n 1
...(1.1)
where B
1
, B
2
..... B
n 1
are constants
By (1.1), we see that the first difference of a polynomial of degree n is again a polynomial of
degree (n 1).
8 ADVANCED MATHEMATICS
Again
2
f(x) = f (x + h) f(x)
= B
1
+ B
2
(x + h) + B
3
(x + h)
2
+ ..... + B
n1
(x + h)
n 2
+ nA
n
h (x + h)
n1
[B
1
+ B
2
x + B
3
x
2
+ ..... + B
n 1
x
n 2
+ n A
n
h x
n1
]
= B
2
h + B
3
[(x + h)
2
x
2
] + B
4
[(x + h)
3
x
3
] + ......
+ B
n1
[(x + h)
n2
x
n2
] + n A
n
h [(x + h)
n1
x
n 1
]
= B
2
h

+ B
3
[ x
2
+
2
C
1
x h + h
2

x
2
] + B
4
[x
3
+
3
C
1
x
2
h
+
3
C
2
x h
2
+ h
3
x
3
] + ..... + B
n 1
[x
n 2
+
n2
C
1
x
n3
h
+
n2
C
2
x
n 3
h
2
+ ...... +
n2
C
n2
h
n 2
x
n 2
]
+ nA
n
h [x
n1
+
n1
C
1
x
n 2
h +
n1
C
2
x
n3
h
2
+ ... +
n1
C
n1
h
n
x
n1
]
= C
2
+ C
3
x + C
4
x
2
+ ...... + C
n 1
x
n3
+ n(n 1) h
2
A
n
x
n 2
...(1.2)
where C
2
, C
3
, ....., C
n 1
are constants
By (1.2) we see that the second difference of a polynomial of degree n is again a polynomial of
degree (n 2)
Proceeding in the same way, we will get a zero degree polynomial for the nth difference
i.e.,
n
f(x) = n(n 1) (n 2) .... 1 h
n
a
n
x
n n
= n ! h
n
a
n
Thus, nth difference is constant
Now
n+1
f (x) = [
n
f(x)] = [n ! h
n
a
n
] = 0 [3 C = 0]
1.8. FACTORAL FUNCTON
A product of the form x (x h) (x 2h) ...... (x (n 1) h) is called factorial function and denoted by x
(n)
.
Thus x
(n)
= x(x h) (x 2h) ..... (x (n 1) h).
If interval of differencing is unity.
Then x
(n)
= x(x 1) (x 2) (x 3) ..... (x (n 1))
1.9. TO 8HOW THAT

N
{}
= l D

AND
+1
N
{}
= 0
Proof. By the definition of we have
x
(n)
= (x + h)
(n)
x
(n)
= (x + h) (x + h h) (x + h 2h) ..... (x + h (n 1)h)
x(x h) (x 2h) ...... (x (n 1)h)
= (x + h)x (x h) (x 2h) ..... (x (n 2)h)
x(x h) (x 2h) ..... (x (n 2)h) (x (n 1)h)
= x (x h) (x 2h) ..... (x (n 2)h) ((x + h) (x (n 1)h)
= x
(n 1)
nh = nh x
(n 1)
CALCULUS OF FINITE DIFFERENCES 9
Again
2
x
(n)
= x
(n)
= [ nhx
(n 1)
] = nh x
(n 1)
= nh [(x + h)
(n 1)
x
(n 1)
]
= nh [(x + h) (x + h h) (x + h 2h) ..... (x + h (n 2)h)
x (x h) (x 2h) ...... (x (n 2) h]
= nh [(x + h) x (x h) (x 2h) ..... (x (n 3)h)
x (x h) (x 2h) ..... (x (n 3) h) (x (n 2) h)]
= nh x(x h) (x 2h) ...... (x (n 3)h) [x + h (x (n 2) h)
= nh x
(n 2)
(n 1) h
= n (n 1)h
2
x
(n 2)
Proceeding in the same way, we get

n
x
(n)
= n (n 1) (n 2) ...... 1 h
n
x
(nn)
= n ! h
n
Again
n + 1
x
(n)
= (
n
x
n
) = (n ! h
n
) = 0
1.10. TO 8HOW THAT f{a + nh} = f{a} +
n
C
1
f{a} +
n
C
2

2
f{a} + ..... +
n
C
n

n
f{a}
We shall prove this by the method of mathematical induction
We have f (a) = f (a + h) f (a)
f (a + h) = f (a) + f (a) = f (a) + f (a) it is true for n = 1
Again f (a + h) = f(a + 2h) f (a + h)
f(a + 2h) = f(a + h) + f (a + h)
= [ f(a) + f(a) ] + f(a) + f(a)
= f(a) + 2f(a) +
2
f(a)
f (a + 2h) = f(a) +
2
C
1
f(a) +
2
f(a)
It is true for n = 2
Similarly f (a + 3h) = f (a + 2h) + f (a + 2h)
= [f(a) + 2f(a) +
2
f(a)] + [f(a) + 2f(a) +
2
f (a)]
= f(a) + 3 f(a) + 3
2
f(a) +
3
f(a)
f (a + 3h) = f(a) +
3
C
1
f(a) +
3
C
2

2
f(a) +
3
f(a)
It is true for n = 3
Now Assume that it is true for n = k then
f(a + kh) = f(a) +
k
C
1
f(a) +
k
C
2

2
f(a) + ...... +
k
C
k

k
f(a)
Now we shall show that this result is true for n = k + 1
Now f(a + (k + 1) h) = f(a + kh) + f (a + kh)
= [f(a) +
k
C
1
f (a) +
k
C
2

2
f(a) + ...... +
k
C
k

k
f(a)]
+ [ f(a) +
k
C
1
f (a) +
k
C
2

2
f (a) ......
k
C
k

k
f(a)]
10 ADVANCED MATHEMATICS
= f(a) + [
k
C
1
+ 1] f(a) + [
k
C
2

+
k
C
1
]
2
f(a)
+ [
k
C
3

+
k
C
2
]
3
f(a) + ...... +
k +1
f(a).
f (a + (k + 1) h) = f (a) +
k +1
C
1
f (a) +
k +1
C
2

2
f (a) +
k +1
C
3

3
f (a) + ......... +
k + 1
f (a)
Hence the result is true for n = k + 1 [3
k
C
r
+
k
C
r

+ 1
=
k +1
C
r + 1
]
So by the principle of mathematical induction it is true for all n, we have
f (a + nh) = f (a) +
n
C
1
f (a) +
n
C
2

2
f(a) + ......... +
n
C
n

n
f (a)
8OLVED EXAMPLE8
Example 1. Prove that
3
E
3
3E
2
+ 3E 1.
Solution. By the definition we have
f(x) = f(x + h) f(x), E f (x) = f(x + h)
and E
n
f(x) = f(x + nh) ...(i)

2
f(x) = [f(x + h) f (x)] = f(x + 2h) 2f(x + h) + f(x)
and
3
f(x) = [f(x + 2h) 2f (x + h) + f(x)]
= f(x + 3h) 3f (x + 2h) + 3f (x + h) f (x)
= E
3
f (x) 3E
2
f (x) + 3E f (x) f (x) [Using (i)]

3
f(x) = (E
3
3E
2
+ 3E 1) f(x)
or
3
E
3
3E
2
+ 3E 1. Hence proved.
Example 2. Evaluate
(i) cosh (a + bx) (ii) tan
1
ax
Solution. (i) By the definition of , we have
cosh (a + bx) = cosh (a + b(x + h)) cosh (a + bx)
= 2 sinh
a b x h a bx + + + + ( )
2
sinh
a b x h a bx + + ( )
2
= 2 sinh a bx
bh
+ +

2
sinh
bh
2

Ans.
(ii) By the definition of , we have
tan
1
ax = tan
1
a(x + h) tan
1
ax
= tan
1

a x h ax
a x h ax
( )
( )
+
+ + 1
= tan
1

ah
a x a xh 1
2 2 2
+ +

. Ans.
Example 3. Evaluate:
(i)
2
(3e
x
) (ii) [Sin (ax + b)].
CALCULUS OF FINITE DIFFERENCES 11
Solution. (i)
2
[3e
x
] = 3
2
[e
x
] = 3 . [e
x
] = 3 [e
x

+ 1
e
x
]
= 3[e
x + 2
e
x + 1
e
x + 1
+ e
x
]
= 3[e
2
2e + 1]e
x
= 3(e 1)
2
e
x
(ii) By the definition of , we have
[sin (ax + b)] = sin (a (x + h) + b) sin (ax + b)
= 2 cos
a x h b ax b ( ) + + + +

2
sin
a x h b ax b ( ) + + +

2
= 2 cos ax b
ah
+ +

2
sin
ah
2
.
Example 4. Evaluate (3x + e
2x
+ sin x).
Solution. By the definition of , we have
(3x + e
2x
+ sin x) = [3(x + h) + e
2(x + h)
+ sin (x + h)] [3x + e
2x
+ sin x]
= 3h + e
2x
[(e
2h
1) + 2 cos
x h x x h x + +

+
2 2
sin
= 3h + e
2x
(e
2h
1) + 2 cos x
h h
+

2 2
sin .
Example 5. Evaluate [e
2x
log

3x].
Solution. We have [f(x) g(x)] = f(x + h) g(x) + g(x) f(x)
Take f(x) = e
2x
, g(x) = log 3x
then (e
2x
log 3x) = e
2(x + h)
log 3x + log 3x e
2x
= e
2(x + h)
[ log 3(x + h) log 3x] + log 3x . (e
2(x + h)
e
2x
)
= e
2x
e
h
x
e x
h h 2 2
1 1 3 log ( ) log +

.
Example 6. Evaluate
n
(e
ax + b
), h = 1.
Solution. We have f(x) = f(x + 1) f(x)
e
ax + b
= e
a (x + 1) + b
e
ax + b
= e
ax + b
(e
a
1)
Again
2
e
ax + b
= (e
ax + b
) = [e
ax + b
(e
a
1)]
= (e
a
1) e
ax + b
= (e
a
1) e
ax + b
(e
a
1)
= (e
a
1)
2
e
ax + b
Proceeding in the same way, we get

n
(e
ax

+b
) = (e
a
1)
n
e
ax + b
.
Example 7. Show that
r
y
x
=
r
y
x+r
.
Solution.
r
y
x + r
= (1 E
1
)
r
y
x +r
[3 1 E
1
]
12 ADVANCED MATHEMATICS
=
E
E
r

1
y
x+r
= (E 1)
r
E
r
y
x +r
= (E 1)
r
y
x
[3 = E 1]
=
r
y
x
. Hence proved.
Example 8. Prove that log f(x) = log 1
f(x)
f(x)
+

.
Solution. By the definition of , we have
log f(x) = log f(x + h) log f(x)
= log
f x h
f x
E f x
f x
( )
( )
log
( )
( )
+
=

= log
( ) ( )
( )
1 +

f x
f x
[3 E = 1 + ]
= log
f x f x
f x
( ) ( )
( )
+

= log 1 +

f x
f x
( )
( )
Hence proved.
Example 9. Evaluate

2
E

x
3
, h = 1.
Solution. We have

2
E

x
3
=
( ) E I
E

2
x
3
=
E I E
E
2
2 +

x
3
= [E + E
1
2I] x
3
= (x + 1)
3
+ (x 1)
3
2x
3
= x
3
+ 3x
2
+ 3x + 1 + x
3
3x
2
+ 3x 1 2x
3
= 6x.
Example 10. Evaluate
3
(1 x) (1 2x) (1 3x), h = 1.
Solution. Here f(x) = (1 x) (1 2x) (1 3x)
= 1 6x + 11x
2
6x
3
which is a polynomial of degree 3 in x

3
f(x) =
3
(1 6x + 11x
2
6x
3
)
= 0 6.0 + 11.0 6 . 3! = 36.
Example 11. If
x 1 2 3 4 5
y 2 5 10 20 30
find by forward difference table
4
y(1).
CALCULUS OF FINITE DIFFERENCES 13
Solution. First, we form forward difference table
x y = f(x) y
2
y
3
y
4
y
1 2
3
2 5 2
5 3
3 10 5 8
10 5
4 20 0
10
5 30
By above we observe that
4
y(1) = 8.
Example 12. Represent the function f(x) = x
4
12x
3
+ 42x
2
30x + 9 and its successive differ-
ences into factorial notation.
Solution. Let x
4
12x
3
+ 42x
2
30x + 9 = Ax
(4)
+ Bx
(3)
+ Cx
(2)
+ Dx
(1)
+ E
= Ax (x 1) (x 2) (x 3) + Bx(x 1) (x 2) + Cx (x 1) + Dx + E ...(i)
where A, B, C, D and E are constants . Now, we will find the value of these constants
Putting x = 0 in (i) we get, E = 9
Again putting x = 1 in (i), we get 1 12 + 42 30 + 9 = D + E
D = 1
Putting x = 2 in (i), we get 16 12 8 + 42 4 30 2 + 9 = 2C + 2D + E
C = 13
Putting x = 3 in (i), we get 81 12 27 + 42 9 30 3 + 9 = 6B + 6C + 3D + E
B = 6
Equating the coefficient of x
4
on both sides, we get A = 1. Putting the values of A, B, C, D, E in
(i), we get
f(x) = x
4
12x
3
+ 42x
2
30x + 9 = x
(4)
6x
(3)
+ 13x
(2)
+ x
(1)
+ 9
Now f(x) = 4x
(3)
18x
(2)
+ 26x
(1)
+ 1

2
f(x) = 12x
(2)
36x
(1)
+ 26

3
f(x) = 24x
(1)
36

4
f(x) = 24

5
f(x) = 0
Aliter: Let f(x) = x
4
12x
3
+ 42x
2
30x + 9
= Ax
(4)
+ Bx
(3)
+ Cx
(2)
+ Dx
(1)
+ E
14 ADVANCED MATHEMATICS
Now, we obtain the values of A, B, C, D, E by synthetic division. The procedure is as follows:
1 1 12 42 30 9 = E
0 1 11 31
2 1 11 31 1 = D
0 2 18
3 1 9 13 = C
0 3
4 1 6 = B
0
1 = A
Hence f(x) = x
(4)
6x
(3)
+ 13x
(2)
+ x
(1)
+ 9.
Example 13. Find the function whose first difference is 9x
2
+ 11x + 5.
Solution. Let f(x) be the required function then f(x) = 9x
2
+ 11x + 5
First, we change f (x) in factorial notation
Let f(x) = 9x
2
+ 11x + 5 = Ax
(2)
+ Bx
(1)
+ C
= Ax(x 1) + Bx + C ...(i)
Putting x = 0 we get C = 5
Putting x = 1 we get 9 + 11 + 5 = B + C C = 20
On comparing like term in (i) we get A = 9
On putting in (i), we get
f (x) = 9x
(2)
+ 20x
(1)
+ 5
Integrating, we get f(x) =
9
3
20
2
3 2
x x
( ) ( )
+ + 5x + C
1
where C
1
is constant of Integration
= 3x(x 1) (x 2) + 10x(x 1) + 5x + C
1
f(x) = 3x
3
+ x
2
+ x + C.
Example 14. Find the function whose first difference is e
ax + b
.
Solution. Let f(x) be the required function
Then f(x) = e
ax +b
...(i)
Let us consider f(x) = Ae
ax + b
so that f(x) = [Ae
ax + b
] = A e
ax + b
= A [e
a(x + 1) + b
e
ax + b
]
= Ae
ax + b
[e
a
1] ...(ii)
CALCULUS OF FINITE DIFFERENCES 15
On comparing (i) and (ii) we get
A =
1
1 e
a

f(x) =
e
e
ax b
a
+
1
.
Example 15. What is the lowest degree polynomial which takes the following values
x 0 1 2 3 4 5
f(x) 0 3 8 15 24 35
Solution. First we prepare the forward difference table
x f(x) f(x)
2
f(x)
3
f(x)
0 0
3
1 3 2
5 0
2 8 2
7 0
3 15 2
9 0
4 24 2
11
5 35
We know that f (a + nh) = f (a) +
n
C
1
f (a) +
n
C
2

2
f (a) +
n
C
3

3
f (a) + .....
Putting a = 0, h = 1, n = x, we get
f(x) = f(0) +
x
C
1
f (0) +
x
C
2

2
f(0) +
x
C
3

3
f(0) + ..... ...(1)
Putting the value of f(0), f(0),
2
f(0) and
3
f(0) in (1) from Difference table, we get
f(x) = 0 + x . 3 +
x x x x x ( )
!
( ) ( )
!

+
1
2
2
1 2
3
. 0 + 0
= 3x + x (x 1) = x
2
+ 2x.
Example 16. A second degree polynomial passes through the points (0, 1) (1, 3), (2, 7), and
(3, 13). Find the polynomial.
16 ADVANCED MATHEMATICS
Solution. First we prepare the forward difference table
x f(x) f(x)
2
f(x)
3
f(x)
0 1
2
1 3 2
4 0
2 7 2
6
3 13
We know that
f(a + nh) = f(a) +
n
C
1
f(a) +
n
C
2

2
f(a) +
n
C
3

3
f(a) ......
n
C
n

n
f(a)
Putting a = 0, h = 1, n = x, we get
f(x) = f(0) +
x
C
1
f(0) +
x
C
2

2
f(0) +
x
C
3

3
f(0) + ... ...(1)
Putting the values of f(0), f(0),
2
f(0) and
3
f(0) from difference table in (1) we get
f(x) = 1 + x . 2 +
x x x x x ( )
!
( ) ( )
!

+
1
2
2
1 2
3
. 0
= 1 + 2x + x (x 1) = x
2
+ x + 1.
Example 17. Given u
0
= 1, u
1
= 11, u
2
= 21, u
3
= 28 and u
4
= 29 find
4
u
0
without forming
difference table.
Solution. We have
4
u
0
= (E I)
4
u
0
= (E
4

4
C
1
E
3
+
4
C
2
E
2

4
C
3
E + I) u
0
= E
4
u
0
4E
3
u
0
+ 6E
2
u
0
4E u
0
+ u
0
= u
4
4u
3
+ 6u
2
4u
1
+ u
0
= 29 4 28 + 6 21 4 11 + 1
= 29 112 + 126 44 + 1 = 0.
Example 18. Prove that
(i) f(4) = f(3) + f(2) +
2
f(1) +
3
f(1)
(ii) f(4) = f(0) + 4f(0) + 6
2
f(1) + 10
3
f( 1)
as for as third difference.
Solution. (i) We have
f (3) = f(4) f(3)
or f(4) = f(3) + f(3)
= f(3) + [f(2) + f(2)] [3 f(2) = f(3) f(2)]
= f(3) + f(2) +
2
f(2)
= f(3) + f(2) +
2
[f(1) + f(1)] [3 f(1) = f(2) f(1)]
f(4) = f(3) + f(2) +
2
f(1) +
3
f(1) Hence proved.
CALCULUS OF FINITE DIFFERENCES 17
(ii) We have
f(4) = f( 1 + 5) = E
5
f( 1) = (1 + )
5
f( 1)
= (1 +
5
C
1
+
5
C
2

2
+
5
C
3

3
+
5
C
4

4
+
5
C
5

5
) f(1)
= f ( 1) + 5f( 1) + 10
2
f( 1) + 10
3
f( 1) taking upto 3rd difference
= [f( 1) + f( 1)] + 4 [f( 1) +
2
f( 1)] + 6
2
f ( 1) + 10
3
f( 1)
= [f ( 1) + f ( 1)] + 4[f ( 1) + f ( 1)] + 6
2
f( 1) + 10
3
f( 1)
= f(0) + 4f(0) + 6
2
f( 1) + 10
3
f( 1) [3 f(1) = f(0) f( 1)]
f(4) = f(0) + 4f(0) + 6
2
f( 1) + 10
3
f( 1) Hence proved.
Example 19. Prove that u
x
= u
x 1
+ u
x2
+
2
u
x3
+ ...... +
n1
u
xn
+
n
u
xn
.
Solution. Consider u
x

n
u
xn
= u
x

n
E
n
u
x
= 1

n
n
E
u
x
=
E
E
n n
n

u
x
=
1
1 2 3 2 1
E
E E E E u
E
n
n n n n
x
( ) [ ..... ]
( )
+ + + +

(3 E = 1 + )
= (E
1
+ E
2
+
2
E
3
+ ..... +
n 1
E
n
)u
x
u
x

n
u
x n
= u
x 1
+ u
x2
+
2
u
x3
+ ..... +
n 1
u
x n
u
x
= u
x 1
+ u
x 2
+
2
u
x 3
+ ..... +
n1
u
x n
+
n
u
x n.
Hence proved.
Example 20. Prove that u
1
x + u
2
x
2
+ u
3
x
3
+ .....
=
x
1 x
u
1
+
x
1 x
2
2
( )
u
1
+
x
1 x
3
3
( )

2
u
1
+ ..... and 0 < x < 1.
Solution. R.H.S. =
x
x 1
u
1
+
x
x
2
2
1 ( )
u
1
+
x
x
3
3
1 ( )

2
u
1
+ .....
=
x
x
u
x
x
E u
x
x
E u
1 1
1
1
1
1
2
2 1
3
3
2
1

+
( )
( )
( )
( ) ......
=
x
x
x
x
x
x 1 1 1
2
2
3
3

( ) ( )
...... u
1
+
x
x
x
x
2
2
3
3
1
2
1 ( ) ( )
......

Eu
1
+
x
x
3
3
1 ( )
......

E
2
u
1
+ .....
=
x
x
x
x
u
x
x
x
x
u
1
1
1 1
1
1
1
1
2
2
2
2

( ) ( )
+
x
x
x
x
u
3
3
3
3
1
1
1 ( )
......

= u
1
x + u
2
x
2
+ u
3
x
3
+ ...... .
18 ADVANCED MATHEMATICS
Example 21. Prove that u
0
+ u
1
+ u
2
+ .....+ u
n
=
n +1
C
1
u
0
+
n + 1
C
2
u
0
+
n + 1
C
3

2
u
0
+ ...... +

n
u
0
.
Solution. We have u
0
+ u
1
+ u
2
+ ...... + u
n
= u
0
+ Eu
0
+ E
2
u
0
+ ...... + E
n
u
0
= (1 + E + E
2
+ ...... + E
n
) u
0
=
E
E
n +

1
1
1
u
0
[Sum of n term in G.P.]
=
( ) 1 1
1
+
+

n
u
0
=
1

[1 +
n + 1
C
1
+
n + 1
C
2

2
+
n + 1
C
3

3
+ ...... +
n + 1
C
n + 1

n + 1
1] u
0
=
1

[
n+1
C
1
u
0
+
n+1
C
2

2
u
0
+
n+1
C
3

3
u
0
+ ...... +
n+1
C
n+1

n+1
u
0
]
=
n+1
C
1
u
0
+
n+1
C
2
u
0
+
n+1
C
3

2
u
0
+ ..... +
n
u
0
= R.H.S.
Example 22. Prove that u
0
+
n
C
1
u
1
x +
n
C
2
u
2
x
2
+ ..... + u
n
x
n
= (1 + x)
n
u
0
+
n
C
1
(1 + x)
n1
x u
0
+
n
C
2
(1 + x)
n2

x
2

2
u
0
+ ..... + x
n

n
u
0
Solution. R.H.S. (1 + x)
n
u
0
+
n
C
1
(1 + x)
n1
xu
0
+
n
C
2
(1 + x)
n2
x
2

2
u
0
+ ...... + x
n

n
u
0
= ((1 + x) + x)
n
u
0
= (1 + x ( 1 + ))
n
u
0
= (1 + xE)
n
u
0
= (1 +
n
C
1
xE +
n
C
2
x
2
E
2
+
n
C
3
x
3
E
3
+ ..... + x
n
E
n
) u
0
= u
0
+
n
C
1
u
1
x +
n
C
2
u
2
x
2
+
n
C
3
u
3
x
3
+ ..... + x
n
u
n
= L.H.S.
Example 23.
n
u
x
= u
x+n

n
C
1
u
x+n1
+
n
C
2
u
x + n2
......+ ( 1)
n
u
x
.
Solution. R.H.S. u
x +n

n
C
1
u
x + n 1
+
n
C
2
u
x + n2
..... + ( 1)
n
u
x
= (E
n

n
C
1
E
n 1
+
n
C
2
E
n2
..... + ( 1)
n
) u
x
= (E 1)
n
u
x
=
n
y
x
= L.H.S.
EXERC8E 1.1
1. Prove that
2
E
2
2E + 1.
2. Prove that if f(x) and g(x) are the function of x then
(i) [f(x) + g(x)] = f(x) + g(x) (ii) [af(x)] = a f(x)
(iii) [f(x) g(x)] = f(x) g(x) + g(x + 1) f(x) = f(x + 1) g(x) + g(x) f(x)
(iv)
f x
g x
g x f x f x g x
g x g x h
( )
( )
( ) ( ) ( ) ( )
( ) ( )

+

.
3. Evaluate
(i) [sinh (a + bx)] (ii) [tan ax]
(iii) [cot 2
x
] (iv) (x + cos x)
CALCULUS OF FINITE DIFFERENCES 19
(v) (x
2
+ e
x
+ 2) (vi) [log x]
(vii) [e
ax
log bx] (viii)
x
x
2
2 cos

4. Evaluate
(i)
2
cos 2x (ii)
2
(ab
cx
)
(iii)

2
E

x
3
(iv)
2

5 12
5 6
2
x
x x
+
+ +

.
5. Evaluate
(i)
n

1
x

(ii)
n
[sin (ax + b)]
(iii)
6
(ax 1) (bx
2
1) (cx
3
1) (iv)
n
[ax
n
+ bx
n 1
]
6. Prove that e
x
=

2
E

e
x
.
Ee
e
x
x

2
; the interval of differencing being h.
7. Prove that
n
y
x
=
n
y
xn
.
8. Evaluate
(i) (2
2
+ 1) (x
2
+ 2x + 1) (ii) ( + 1) (2 1) (x
2
+ 2x +1)
(iii) (E + 2) (E + 1) (2
x + h
+ x) (iv) (E
2
+ 3E + 2) 2
x+h
+ x
9. Write down the polynomial of lowest degree which satisfies the following set of number 0, 7, 26, 63,
124, 215, 342, 511.
10. A third degree polynomial passes through the points (0, 1) (1, 1) (2, 1) and (3, 2). Find the
polynomial.
11. Construct a forward difference table for
x 0 5 10 15 20 25
f(x) 7 11 14 18 24 32
12. If f(0) = 3, f(1) = 6, f(2) = 8, f(3) = 12 prepare forward difference table.
13. Given f(0) = 3, f(1) = 12, f(2) = 81, f(3) = 200, f (4) = 100 and f(5) = 8. Form a difference table and find

5
f(0).
14. Given u
0
= 3, u
1
= 12, u
2
= 81, u
3
= 200, u
4
= 100, u
5
= 8 find
5
u
0
without forming difference table.
15. If f(0) = 3, f(1) = 6, f(2) = 8, f (3) = 12 and the third difference being constant, find f(6).
16. Represent the function f(x) = 2x
3
3x
2
+ 3x 10 and its successive differences into factorial notation.
17. Find the function whose first difference is x
3
+ 3x
2
+ 5x + 12.
18. Obtain the function whose first difference is:
(i) e
x
(ii) x(x 1) (iii) a
(iv) x
(2)
+ 5x (v) sin x (vi) 5
x
.
20 ADVANCED MATHEMATICS
19. Prove that u
0
+
x
C
1
u
1
+
x
C
2

2
u
2
+ .... = u
x
+
x
C
1

2
u
x1
+
x
C
2

4
u
x2

+ .....
20. Prove that

u
x+n
= u
n
+
x
C
1
u
x1
+
x+1
C
2

2
u
x2
+
x+2
C
3

3
u
x3
+ ......
21. Prove that
n
u
xn
= u
x

n
C
1
u
x1
+
n
C
2
u
x2

n
C
3
u
x3
+ .....
22. Prove that u
0
+
u x u x u x
1 2
2
3
3
1 2 3 ! ! !
..... + + + = e
x
u x u
x
u
x
u
0 0
2
2
0
3
3
0
2 3
+ + + +

! !
.....
AN8WER8
3. (i) 2 sinh
b
2

cosh a
b
bx + +

2
(ii)
sin
cos cos ( )
a
ax a x + 1
(iii) cosec 2
x+1
(iv) h 2 sin x
h
+

2
sin
h
2

(v) 2hx + h
2
+ e
x
(e
h
1) (vi) log
1 +

h
x
(vii) e
ax

e
h
x
e bx
ah ah
log ( ) log 1 1 +

(viii)
h x h x x h x h
x h x
( ) cos sin sin ( )
cos ( ) cos
2 2 2 2
2 2 2
2
+ + +
+
4. (i) 4 sin
2
h cos (2x + 2h) (ii) (b
c
1)
2
ab
cx
(iii) 6x (iv)
4
2 3 4
6
3 4 5 ( ) ( ) ( ) ( ) ( ) ( ) x x x x x x + + +
+
+ + +
5. (i)
( ) !
( ) ( ) ...... ( )

+ + +
1
1 2
n
n
x x x x n
(ii)
2
2 2
sin sin
a
ax b n
a
n

+ +
+

(iii) 720 abc (iv) a (n !).

8. (i) 5h
2
+ 2hx + 2h x
2
2x 1 (ii) 5h
2
+ 2hx + 2h x
2
2x 1
(iii) h (iv) h
9. x
3
+ 3x
2
+ 3x 10.
1
6
(x
3
+ 3x
2
16x + 6)
13. 755 14. 755
15. 126 16. 2x
(3)
+ 3x
(2)
+ 2x
(1)
10, 6x
(2)
+ 6x
(1)
+ 2, 12x + 6, 12
17.
1
4
x
(4)
+ 2x
(3)
+
9
2
x
(2)
+ 12x
(1)
+ C
18. (i)
e
e
x
h
( ) 1
+ C (ii)
x
( ) 3
3
+ C (iii) ax + C
(iv)
x x
( ) ( ) 3 2
3
5
2
+ + C (v)
1
2
sin x (vi)
1
4
5
x
.