Module 1: Numerical Analysis

Lesson 2

Relation between Difference Operators

2.1 Introduction

In the previous lecture, we have noticed from the difference table that these
difference operators are related. In this lecture we establish the relations
between these operators.

Example 1: Show that the shift operator is related to the forward difference
operator as ∆= E − 1 [ 1 being the identity operator] and to the backward
difference operator ∇ as ∇ = 1 − E −1 .

Solution:

By definition, the forward difference operator when operating over the function
data yi , ∆yi , it becomes

∆yi = yi +1 − yi
= Eyi − yi
= ( E − 1) yi
∴∆= E − 1.

Similarly, ∇yi = yi − yi −1

= yi − E −1 yi

= (1 − E −1 ) yi

From the above example, one can write that E = ∆ + 1 and E −1 = 1 − ∇ .

 Relation between Difference Operators

δ E2 − E 2 .
Example 2: Establish =
−
1 1

Solution: We know δ=
yi y −y
i+ i−
1 1
2 2

= E yi − E = ( E − E ) yi
− −
1 1 1 1
2 2 2 2
yi

∴δ = E − E .
−
1 1
2 2

From these examples, one can establish the relation between ∆ , ∇ and δ as:

δ= (1 + ∇) − (1 − ∇) .
1 1
2 2

Example 3: Verify ∇E = E∇ = ∆ = δ E
1
2

∇ ( yi +1 ) =
Solution:
∇Eyi = yi +1 − yi =
∆yi .

And E∇y=i E ( yi − yi −1 )
= yi +1 − yi
= ∆yi

δ E yi =
δy =yi +1 − yi =∆yi .
1
2
Similarly,
i+
1
2

Thus we have ∇E = E∇ = ∆ = δ E 2 .
1
 Relation between Difference Operators

Example 4: Show that 2 µδ = ∇ + ∆ where µ is the averaging operator defined

1  12 − 
as µ
=  E + E .
1

2 
2

Solution:
 
2 µδ yi 2µ  y 1 − y 1 
=
 i+ 2 i−
2

= 2µ y − 2µ y
i+ i−
1 1
2 2

 12 −   12 − 
= E + E y 1 −E + E 2 y 1
1 1

  i+ 2   i− 2
2

= ( yi+1 + yi ) − ( yi + yi−1 )
= yi +1 − yi −1

Also ( ∇ + ∆ ) y=i ( yi − yi−1 ) + ( yi+1 − yi )

= yi +1 − yi −1

∴ 2 µδ = ∇ + ∆ .

δ2 δ2 δ2 δ2
Exercise 1: Show that ∆
= + δ 1+ ∇ δ 1+
and= − .
2 4 4 2

In example 3 of previous lesson, we observed that the third order difference for
a second degree polynomial is zero. This is similar to the third derivative of a
second degree polynomial is zero. This gives an intuition that the differential
operator D is connected with the difference operator.

dy 2 d2y
Let us denote D by , D by 2 and so on.
dt dt
 Relation between Difference Operators

Relation between Difference Operators

Consider the function y (t ) at a general node ti +1 . Now y ( ti +=

1) y (t + h)
can be expanded in Taylor series about the nodal point ti [assuming the
continuity of the higher order derivative of y (t ) at ti ],

y (ti= y (ti + h) =y ( ti ) + h + + .....

dy h2 d 2 y
+1 ) (2.1)
dt ti 2! dt 2 t
i

Using the operators E and D , the above equation (2.1) can be written as

 
Eyi =1 + hD + D + D + ..... yi
h 2 2 h3 3
 
(2.2)
2! 3!

Or Eyi = (e hD ) yi

Or E = e hD (2.3)

Also, we know that E = ∆ + 1 , using this equation (2.3) we have:

=
∆ e −=
1 hD + + + .....
hD h 2 D 2 h3 D 3
(2.4)
2! 3!

Thus the forward difference operator ∆ is connected with the differential

operator D . We can express D explicitly in terms of ∆ .
From equation (2.4), we can write

= ln (1 + ∆ )
hD
 Relation between Difference Operators

∆ 2 ∆3
=∆− + − .......
2 3

Relation between Difference Operators

1 ∆ 2 ∆3 
D=  ∆ − + − ....... 
h 
or (2.5)
2 3

Now, the second order difference ∆ 2 can be written as:

 
∆=  hD + + + ..... 
2
h 2 D 2 h3 D 3
 
2
(2.6)
2! 3!

=
∆ 2 h 2 D 2 + h3 D 3 + h D + .....
7 4 4
Or
12

1 2 
= 2 
∆ − ∆ 3 + ∆ 4 .......  .
11
h  
2
Exercise 2: Show that D
12

Exercise 3: Establish

(i) E = e
1 hD
2 2

(ii) ∇
= hD − D + D + .....
h 2 2 h3 3
2! 3!

1  2 
(iii) D= 2 
∇ + ∇3 + ∇ 4 + .....
11
h  
2

12

(iv) δ = h D + + + .....
2 2 h4 D 4 h6 D 6
2

12 360
 Relation between Difference Operators

Thus the first and second order derivatives of a function y (t ) at ti are written
using ∆ as:

∆ 2 yi ∆ 3 yi
= Dyi = (∆yi − + − .....)
dyi 1
(2.7)
dt h 2 3

= D 2 yi = 2 (∆ 2 yi − ∆ 3 yi + ∆ 4 yi − .....)
d 2 yi 1 11
2
(2.8)
dt h 12

Relation between Difference Operators

Similarly, in terms of ∇ we can write the differential operator as:

∇ 2 yi ∇3 yi
Dyi = (∇yi + + + .....)
1
(2.9)
h 2 3

D 2 yi = (∇ yi + ∇3 yi + ∇ 4 yi + .....)
1 2 11
and 2
(2.10)
h 12

In terms of δ :

µ δ 3 yi δ 5 yi
Dyi = (δ yi − + − .....) (2.11)
h 6 30

δ 4 yi δ 6 yi
D y=i (δ yi − + − .....)
2 1 2
and (2.12)
h2 12 90

In the next example we illustrate the use of the relations among these operators.
 Relation between Difference Operators

Example 5: Consider the function y (t ) =t 3 + 2t 2 + 3t in the interval

with step size h = 1.0 . Find the approximate value for (i)
dy
at and
dt
d2y dy d2y
at using the forward differences and (ii) and 2 at using
dt 2 dt dt
the backward differences.

Solution:

Step1: Let us construct the data set for the given function: Given ,

Relation between Difference Operators

t0 = −2 y0 = −6
t1 = −1 y1 = −2
t2 = 0 y2 = 0
-2 -1 0 1 2

t3 = 1 y3 = 6
-6 -2 0 6 22

t4 = 2 y4 = 22

Step 2: Construct the difference table. Note that for the given cubic, the third
derivative is constant and the fourth and higher derivatives are zero. Similarly
the third difference will be constant and all higher order differences will become
dy d2y
zero. The expressions for and 2 are as given in equations (2.7), (2.8), (2.9)
dt dt
and (2.10).

Difference Table:

-2 -6
 Relation between Difference Operators

-1 -2 ∆y0 =
4

0 0 ∆y1 =2 ∆ 2 y0 =
−2
1 6 ∆y2 =
6 ∆ 2 y1 =
4 ∆ 3 y0 =
6
2 22 ∆y3 =
16 ∆ 2 y2 =
10 ∆ 3 y1 =
6 ∆ 4 y0 =
0

Note: ∆ 3 y0 =
∆ 3 y1 =
6 (constant), ∆ 4 y0 =
0=∆ 5 y0 .....

Relation between Difference Operators

Step 3: Calculations:

1 1 3 
= = ∆ − ∆ + ∆ y1 
h 
dy dy 1 2

(i) y y
dt t =
−1 dt t =
1 1
t1 2 3

1 1 
= − ⋅ + ⋅6 = 2.
1  3 
1
2 4
2

= 
dt 2 t =t h 2 
∆ − ∆ =  1 [ 4 − 6] = −2

d2y 1 2 3 1
y1 y1
1

Thus y′(−1) =2 and y′′(−1) =−2 .

These approximations are coinciding with the exact values.

16 , ∇ 2 y4 =
(ii) From the above table, we know ∇y4 = 10 , ∇3 y4 =
6.

1 
=  ∇y4 + ∇ 2 y4 + ∇ 3 y4 
dy 1 1
dt t =t4 h  2 3 

1 1 
= 16 + ⋅ 10 + ⋅ 6  = 23 .
1
1 2 3 
 Relation between Difference Operators

= 2 ∇ 2 y4 + ∇3 y4 
d2y 1
2
dt t =t h
4

= [10 + 6] = 16 .
1
1

These values also coincide with the exact values of y′(2) = 23 and y′′(2) = 16 .
Thus these differences give us a way of evaluating the derivative values from
the given data set.

dy d2y
Exercise 4: Find and 2 at from the data set.
dt dt
0 1 2 3 4
-1 2 -3 4 5

d2y
Exercise 5: Find 2 at from the given data.
dt
-1 0 1 2
-1 1 3 5

Exercise 6: Write D3 in terms of (i) ∆ (ii) ∇ (iii) δ and µ .

Keyword: Forward difference operator

References

Jain, M. K. Iyengar. S.R.K., Jain. R.K. (2008). Numerical Methods. Fifth

Edition, New Age International Publishers, New Delhi.
 Relation between Difference Operators

Atkinson, E Kendall. (2004). Numerical Analysis. Second Edition, John Wiley

& Sons, Publishers, Singapore.
Suggested Reading

Scheid, Francis. (1989). Numerical Analyysis. Second Edition, Mc Graw-Hill

Publishers, New York.

Sastry, S.S. (2005). Introductory Methods of Numerical Analysis. Fourth

Edition, Prentice Hall of India Publishers, New Delhi.