Difference operator

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In mathematics, a difference operator maps a function, ƒ(x), to another function, ƒ(x + b) − ƒ(x + a).

The forward difference operator

occurs frequently in the calculus of finite differences, where it plays a role formally similar to that of the derivative, but used in discrete circumstances. Difference equations can often be solved with techniques very similar to those for solving differential equations. This similarity led to the development of time scale calculus. Analogously we can have the backward difference operator

When restricted to polynomial functions f, the forward difference operator is a delta operator, i.e., a shift-equivariant linear operator on polynomials that reduces degree by 1.

Contents 1 n-th difference 2 Newton series 3 Rules for calculus of finite difference operators 4 Indefinite sum 5 Generalizations 5.1 As a convolution operator 6 See also 7 References

n-th difference

The nth forward difference of a function f(x) is given by

where is the binomial coefficient. Forward differences applied to a sequence are sometimes called the binomial transform of the sequence, and have a number of interesting combinatorial properties.

Forward differences may be evaluated using the Nörlund–Rice integral. The integral representation for these types of series is interesting because the integral can often be evaluated using asymptotic expansion or saddle-point techniques; by contrast, the forward difference series can be extremely hard to evaluate numerically, because the binomial coefficients grow rapidly for large n.

Newton series

The Newton series or Newton forward difference equation, named after Isaac Newton, is the relationship

which holds for any polynomial function f and for some, but not all, analytic functions. Here,

is the binomial coefficient, and

is the "falling factorial" or "lower factorial" and the empty product (x)₀ defined to be 1. Note also the formal similarity of this result to Taylor's theorem; this is one of the observations that lead to the idea of umbral calculus.

In analysis with p-adic numbers, Mahler's theorem states that the assumption that f is a polynomial function can be weakened all the way to the assumption that f is merely continuous.

Carlson's theorem provides necessary and sufficient conditions for a Newton series to be unique, if it exists. However, a Newton series will not, in general, exist.

The Newton series, together with the Stirling series and the Selberg series, is a special case of the general difference series, all of which are defined in terms of scaled forward differences.

Rules for calculus of finite difference operators

Analogous to rules for finding the derivative, we have:

• Constant rule: If c is a constant, then

• Linearity: if a and b are constants,

All of the above rules apply equally well to any difference operator, including as to Δ.

• Product rule:

• Quotient rule:

or

• Summation rules:

Indefinite sum

The inverse operator of the forward difference operator is the indefinite sum.

Generalizations

Difference operator generalizes to Möbius inversion over a partially ordered set.

As a convolution operator

Via the formalism of incidence algebras, difference operators and other Möbius inversion can be represented by convolution with a function on the poset, called the Möbius function μ; for the difference operator, μ is the sequence (1, −1, 0, 0, 0, ...).

See also

• Summation by parts
• Newton polynomial
• Table of Newtonian series
• Lagrange polynomial
• Gilbreath's conjecture

References

• Flajolet, Philippe; Sedgewick, Robert (1995), "Mellin transforms and asymptotics: Finite differences and Rice's integrals", Theoretical Computer Science 144 (1–2): 101–124, doi:10.1016/0304-3975(94)00281-M, http://www-rocq.inria.fr/algo/flajolet/Publications/mellin-rice.ps.gz .