NUMERICAL ANALYSIS

Lecture -9

Dr. Muhammad Shabbir

Department of Mathematics
University of Engineering and Technology
Lahore Pakistan

Page 1 of 14
 OPERATORS:
Definition:
An operator is an agent which converts one function into another function.
1) Forward Difference Operator: (Δ)
The forward difference operator is defined as
∆f(x) = f(x + h) – f(x),
where ‘h’ is step size.

e.g; f(x) = x² +2 0≤x≤6

Arguments x: 0 1 2 3 4 5 6
Entries f(x): 2 3 6 11 18 27 3
Step size:
Difference between two consecutive arguments is called step size.
Here h=1 and ∆ f(1) = f (1+h) – f (1)
∆ f(1) = f(1+1) – f (2)
Page 2 of 14
∆ f(1) = f (2) – f (1)
∆ f(1) = 6 – 3
∆ f(1) = 3

∆ f(4)= f(4+h) – f(4)

∆ f(4)= f(5) – f(4)
∆ f(4)= 27 – 18
∆ f(4)= 9

∆²f(x)= ∆ [∆f(x)]
∆²f(x)= ∆[f(x+ h)- f(x)]
∆²f(x)= ∆f(x+ h) - ∆f(x)
∆²f(x)= f(x+ h+ h)- f(x+ h) - [f(x+ h) - f(x)]

Page 3 of 14
 ∆²f(x)= f(x+2h) – 2f(x+ h) +f (x)
Generalizing for n, from ∆²f(x)= ∆f(x+ h) - ∆f(x), we get
Δⁿ f(x) = Δⁿ¯¹ f(x+ h) – Δⁿ¯¹ f(x)
2) Backward Difference Operator: (𝛁)
The backward difference operator is defined as
∇f(x)= f(x)- f(x-h),
where ‘h’ is a step size.
∇f(1)= f(1) – f(0)= 3 - 2 =1
∇f(5)= f(5) - f(4)= 27 – 18 = 9
∇ⁿ f(x) = ∇ⁿ¯¹ f(x) – ∇ⁿ¯¹ f(x - h)
3) Shift Operator : (E) The shift operator is defined as
E f(x)= f(x + h)
Eⁿ f(x)= f(x + nh)

Page 4 of 14
 E⁻¹ f(x)= f(x- h)
E² f(x)= f(x+2h)
E⁻² f(x)= f(x- 2h)
E f(2)= f(2+h)= f(2+1) =f(3) = 11
E f(2)= f(2+2h)= f (4)= 18
E⁻¹ f(2)= f(1) = 3
4) Central Difference Operator: (δ)
The central difference operator is defined as
ℎ ℎ
δf(x) = f(x+ ) - f(x- )
2 2

5) Mean or Average Difference Operator: (μ)

Mean or average difference operator is defined as
ℎ ℎ
f(x+ )+ f(x− )
μ f(x) = 2 2
2
Page 5 of 14
6) Differential Operator: (D)
The differential operator is defined as
D f(x) = f´(x)
All these operators are collectively called difference operators.

Relations Between Operators

1. Relation Between Δ and E:
Since Δf(x) = f(x+h) – f(x)
Δf(x) = E f(x) – f(x) As Ef(x) = f(x + h)
Δf(x) = (E - 1) f(x)
Δ=E–1
or E = 1 + Δ
2. Relation Between 𝛁and E:
∇f(x)= f(x)- f(x-h)

Page 6 of 14
 ∇f(x)= f(x) - E⁻¹ f(x) As E⁻¹ f(x)= f(x- h)
∇ f(x)= (1 - E⁻¹)f(x)

∇ = 1 − E⁻¹
E⁻¹ = 1 - ∇
1
E =
1− ∇

3. Relation Between δ and E:

ℎ ℎ
δf(x) = f(x+ ) - f(x- )
2 2
1 1
δf(x) = f(x+ ℎ ) - f(x- ℎ )
2 2

δf(x) = 𝐸1/2 f(x) - 𝐸 −1/2 f(x)

δf(x) = (𝐸1/2 –𝐸 −1/2 ) f(x)

δ = 𝐸1/2 – 𝐸 −1/2

Page 7 of 14
4. Relation Between μ and E:

ℎ ℎ
f(x+ )+ f(x− )
μf(x) = 2 2
2
E1/2 f(X) + E−1/2 f(X )
μf(x) =
2
E1/2 +E−1/2
μf(x) = f(x)
2
E1/2 + E−1/2
μ=
2
5. Relation between D and E:
Ef(x) = f(x+h)
ℎ² ℎ³
Ef(x) = f(x) + hf´(x) + f´´(x) + f´´´(x) +- - - - - - - - - - -
2! 3!
ℎ² ℎ³
Ef(x) = f(x) + hDf(x) + D²f(x) + D³f(x) +- - - - - - - - - -
2! 3!
(ℎ𝐷)² (ℎ𝐷)³
Ef(x) = [1 + hD + + +- - - - - - - - - - -] f(x)
2! 3!

Page 8 of 14
 Ef(x) = 𝑒 ℎ𝐷 f(x)

E = ehD
Taking “ln” on both sides
ln E = ln 𝑒 ℎ𝐷
ln E = h D lne
ln E = h D (1) As lne = 1
1
D = lnE
ℎ

Note:
1. ∆(c) = 0 where ‘c’ is a constant.
2. Δ[f(x) + g(x)] = Δf(x) + Δg(x)
3. Δ[f(x) -g(x)] = Δf(x) - Δg(x)

Page 9 of 14
Example 1: Prove the following relations.
∆
1) E =
∇
ℎ𝐷
2) δ = 2sin h ( )
2
∆
Solution: 1) To prove E = , taking
∇
∆ 𝐸−1
R.H.S= = 1 As Δ = E – 1 and ∇ = 1 − E⁻¹
∇ 1−
𝐸

∆ 𝐸−1
= 𝐸− 1
∇
𝐸
∆ 𝐸
= (E - 1) ×
∇ (𝐸−1)
∆
= E = L.H.S
∇

ℎ𝐷
1) To prove δ = 2sin h ( ), taking
2
L.H.S=δ = 𝐸1/2 – 𝐸 −1/2

Page 10 of 14
 ℎ𝐷 ℎ𝐷
−
=𝑒 2 -𝑒 2
ℎ𝐷 ℎ𝐷
−
𝑒 2 −𝑒 2
=2×
2
ℎ𝐷
= 2 sin h ( ) = R.H.S
2

Example 2:Prove that

ℎ ℎ
1) Δ sin k = 2 sin cos (k + )
2 2
ℎ ℎ
2) Δ cos k = -2 sin cos (k + )
2 2
𝒉 𝒉
Solution: To prove Δ sin k = 2 sin cos (k + ), taking
𝟐 𝟐

L.H.S=Δ sin k
= sin(k + h) – sin(k)
𝑘+ℎ+𝑘 𝑘+ℎ−𝑘
= 2 cos ( ). Sin ( )
2 2

Page 11 of 14
 ℎ ℎ
= 2 cos (k + ). Sin( )
2 2
ℎ ℎ
= 2 sin cos (k + )= R.H.S
2 2
𝒉 𝒉
To prove Δ cos k = -2 sin sin (k + ), taking
𝟐 𝟐
L.H.S= Δ cos k
=cos (k + h) – cos (k)
𝑘+ℎ+𝑘 𝑘+ℎ−𝑘
= - 2 sin ( ). Sin ( )
2 2
ℎ ℎ
= 2 sin (k + ). Sin( )
2 2
ℎ ℎ
= -2 sin sin (k + )= R.H.S
2 2

Example 3:Prove the relations

∆ ∇
1) ∆ + ∇ = −
∇ ∆
2) ∆ − ∇ = ∆∇

Page 12 of 14
 ∆ 𝛁
Solution: To prove ∆ + ∇ = − , taking
𝛁 ∆
∆ ∇
R.H.S= −
∇ ∆
𝐸−1 1−𝐸¯¹
= -
1−𝐸¯¹ 𝐸−1
1
𝐸−1 1− 𝐸
= 1 -
1− 𝐸−1
𝐸

𝐸− 1
𝐸−1
= 𝐸− 1 – 𝐸
𝐸−1
𝐸

1
=E-
𝐸

= Δ + 1 - E¯¹
=Δ+1–1+∇
= ∆ + ∇= L.H.S

Page 13 of 14
To prove ∆ − ∇ = ∆∇, taking
R.H.S = ∆∇
= (E - 1) (1 - E¯¹)
𝐸−1
= (E – 1) ( )
𝐸
(𝐸−1)²
=
𝐸
𝐸²+1−2𝐸
=
𝐸
1
=E+ − 2
𝐸

= (Δ + 1) + ( 1 - ∇ ) - 2
=∆+1+1−∇−2
= Δ - ∇= L.H.S

(To be continued)

Page 14 of 14