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Chapter 7  Finite Differences and Interpolation


                It is interesting to observe that the first difference in (7.10), is the difference quotient whose limit
                defines the derivative of a continuous function that is defined as
                                                                        fx )
                                                                     )
                                                                  Δx
                                                                        (–
                                                               1
                                                                           1
                                           lim  Δy     lim  fx +(  --------------------------------------------  (7.11)
                                                ------- =
                                          Δx →  0  Δx  Δx →  0     Δx
                                                                            n
                As with derivatives, the nth  differences of a polynomial of degree   are constant.
                7.2 Factorial Polynomials
                The factorial polynomials are defined as

                                                          (
                                           x ()  n ()  xx 1 x2 …  –  )  (  x –  n +  1 )               (7.12)
                                                         )
                                                       –
                                                    ( =
                and
                                                                1
                                             x () –  n ()  =  ----------------------------------------------------------  (7.13)
                                                      (  x –  1 x –  2 …  )  (  x +  n )
                                                           )
                                                            (
                These expressions resemble the power functions x n  and x – n  in elementary algebra.
                Using the difference operator   with (7.12) and (7.13) we obtain
                                             Δ
                                                  Δ x()  n ()  =  nx() (  n –  1 )                     (7.14)
                and

                                                Δ x() –  n ()  =  – n x()  (  n –  1 ) –               (7.15)

                                                                                     n       – n
                We observe that (7.14) and (7.15) are very similar to differentiation of x   and x  .
                Occasionally, it is desirable to express a polynomial p x() as a factorial polynomial. Then, in anal-
                                                                  n
                ogy with Maclaurin power series, we can express that polynomial as


                                      p x() =  a +  a x()  1 () + a x()  2 () + … +  a x()  n ()       (7.16)
                                                                           n
                                                   1
                                                             2
                                               0
                                       n
                and now our task is to compute the coefficientsa k .
                For x =  0 , relation (7.16) reduces to
                                                      a =  p 0()                                       (7.17)
                                                             n
                                                       0
                To compute the coefficient a 1 , we take the first difference of p x() in (7.16). Using (7.14) we
                                                                               n
                obtain

                                             0
                                                                                    –
                                Δp x() =  1x a +  2a x()  1 ()  +  3a x()  2 ()  +  … + na x() (  n 1 )  (7.18)
                                                                              n
                                                    2
                                               1
                                   n
                                                               3
                and letting x =  0 , we find that
               7−6                              Numerical Analysis Using MATLAB® and Excel®, Third Edition
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