The usual definition of divided differences is equivalent to the
Expanded form
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(expanded)
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With help of a polynomial functions with
this can be written as
Since we will need the Expanded form (expanded) for our other work below, we first prove that it is equivalent to the usual definition.
For , (expanded) holds because
We now assume (expanded) holds for and show that this implies it also holds for .
Thus by induction it holds for all .
If the formula , where , then denoting and , we have
We have,
and
which gives
Hence, since the assertion holds for and , then by induction, the assertion holds for all positive integer .
The divided differences have a number of special properties that can simplify work with them. One of the property is called the Symmetry Property which states that the Divided differences remain unaffected by permutations (rearrangement) of their variables.
Now we prove this symmetry property by showing that
When , we have
Hence , which is the symmetry of the first divided difference.
When , we have
Hence etc., which is the symmetry of the second divided difference.
Similarly, when we have
Hence etc., which is the symmetry of the third divided difference.
In general, we can use the Expanded Form (expanded) to obtain
Hence etc., which is the symmetry of the divided difference.
A difference table is again a convenient device for displaying differences, the standard diagonal form being used and thus the generation of the divided differences is outlined in Table below.
For a function , the divided differences are given by
find .
Hence, and by symmetry property we know that , Hence .
For a function , the divided differences are given by
Determine the missing entries in the table.
We have the formula
and substituting gives
Thus,
Using the formula
and substituting gives
Thus,
Further,
So,
Thus,
- .
Given the points
Step 1: Initialize
Step 2:
For
For
End
End
Result: The diagonal, now contains
Relationship between Generalization of the Mean Value Theorem and the Derivatives
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For any n + 1 pairwise distinct points x0, ..., xn in the domain of an n-times differentiable function f there exists an interior point
where the nth derivative of f equals ! times the divided difference at these points:
This is called the Generalized Mean Value Theorem.
For we have
for some between and ,
which is exactly Mean Value Theorem.
We have extended MVT to higher order derivatives as
What is the theorem telling us?
- This theorem is telling us that the Newton's divided difference is in some sense approximation to the derivatives of .
Let , . Then, Show that
for some between the minimum and maximum of and .
If we chose Where and we get
and we can see that is a very good approximation of this derivative.
Similarly,
and
Thus, by the Generalized Mean Value Theorem with we have
for some between the minimum and maximum of and .
Taking with , we have
which is nearly equal to the result of
Thus with this example we conclude that the Newton's divided difference is in some sense an approximation to the derivatives of .
- Guide to Numerical Analysis by Peter R. Turner
- Numerical Analysis by Richard L. Burden and J. Douglas Faires (EIGHT EDITION)
- Elementary Numerical Analysis by Kendall Atkinson (Second Edition)
- Applied Numerical Analysis by Gerald / Wheatley (Sixth Edition)
- Theory and Problems of Numerical Analysis by Francis Scheid