The forward difference is a finite difference defined by
|
(1)
|
For a positive integer , higher order differences are obtained by repeated operations
of the forward difference operator,
|
(2)
|
Writing ,
the second forward difference is
|
(3)
| |||
|
(4)
| |||
|
(5)
| |||
|
(6)
| |||
|
(7)
|
For a nonnegative integer ,
|
(8)
|
where
is a binomial coefficient (Sloane and Plouffe
1995, p. 10).
For a step ,
the first and
th
forward differences are
|
(9)
| |||
|
(10)
|
where
is a nonnegative integer and
.
The forward finite difference is implemented in the Wolfram Language as DifferenceDelta[f,
i]. A step
is specified by DifferenceDelta[f[x],
x,
1, h
],
and the
th
difference by DifferenceDelta[f[x],
x,
n, h
].
For a nonnegative integer , Newton's
forward difference formula gives the finite identity
|
(11)
|
More generally, if the forward differences ,
,
, ..., are known, then a formula
for a later term is
|
(12)
|
for nonnegative integers and
(Sloane and Plouffe 1995, p. 10).