define operator E,∆ and ∇
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There are several varieties of finite difference operators, the most common of which are forward difference, backward difference, and central difference operators.
- The shift operator is denoted by E and is given by
In terms of y, the above formula becomes the following
Note that shift operator increases subscript of y by one and when it is applied twice on the function f(x), then the subscript of y is increased by 2 i.e. E²f(x) = E[Ef(x)] = E[f(x + h)] = f(x + 2h)
In general, or
- The sign ∆ is known as the forward difference operator and is pronounced delta. The forward difference operator is sometimes defined as Df(x) = f (x + h) f (x), where h is the equal spacing interval.
- Backward differences or ∇ are defined as the interpolation polynomial of order n through the points ,... is. The value gives gives and this approximation uses the points to the left of the point , and that fits a polynomial through the two or more than two points.
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