Numerical Analysis/Divided differences

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The Expanded Form of the Definition[edit | edit source]

The usual definition of divided differences is equivalent to the Expanded form






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.

Proof of the expanded form[edit | edit source]

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,


which gives

Hence, since the assertion holds for and , then by induction, the assertion holds for all positive integer .

Symmetry property of divided differences[edit | edit source]

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.

Computing the divided differences in tabular form[edit | edit source]

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.

A Numerical Example 1[edit | edit source]

For a function , the divided differences are given by

find .

A Numerical Example 2[edit | edit source]

For a function , the divided differences are given by

Determine the missing entries in the table.

Algorithm: Computing the Divided Differences[edit | edit source]

Algorithm: Newton's Divided-Differences[edit | edit source]

   Given the points 
   Step 1:  Initialize 
   Step 2:  
   Result: The diagonal,  now contains 

Relationship between Generalization of the Mean Value Theorem and the Derivatives[edit | edit source]

Generalization of the Mean Value Theorem[edit | edit source]

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 .

A Numerical Example[edit | edit source]

Let , . Then, Show that

for some between the minimum and maximum of and .

Quiz[edit | edit source]

1 find where


2 If then, this is called symmetry of the

zero divided difference
first divided difference
second divided difference
third divided difference

3 Let , Then,


4 If for some between and then, this is exactly

Generalized Mean Value Theorem
Mean Value Theorem
Derivative of
Rolle's Theorem

5 If then, this is called

First Divided Difference
Second Divided Difference
Third Divided Difference
Fourth Divided Difference

Reference[edit | edit source]

  • 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