Higher-order finite difference

From Calculus
Revision as of 05:38, 9 May 2014 by Vipul (talk | contribs) (Created page with "==Definition== A '''higher-order finite difference''' for a function <math>f</math> might refer to a function obtained by iterating the forward difference, backward differenc...")
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Definition

A higher-order finite difference for a function f might refer to a function obtained by iterating the forward difference, backward difference, or central difference. For a function f at a point x in the domain, and a positive integer n, we have three cases:

Name Symbol Expression
nth order forward difference Δhn[f](x) i=0n(1)i(ni)f(x+(ni)h)
nth order backward difference hn[f](x) i=0n(1)i(ni)f(xih)
nth order central difference δhn[f](x) i=0n(1)i(ni)f(x+(n2i)h)