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Newton's Forward Difference Formula


Newton's forward difference formula is a finite difference identity for a polynomial f of degree at most N, where N is a nonnegative integer. Write f_p=f(x+p) for unit-spaced samples. The formula uses f_0 and the powers of the forward difference operator Delta. For a in [0,1],

 f_a=f_0+aDeltaf_0+1/(2!)a(a-1)Delta^2f_0+1/(3!)a(a-1)(a-2)Delta^3f_0+....
(1)

Here the terms of order greater than N vanish. When written in the form

 f(x+a)=sum_(n=0)^N((a)_nDelta^nf(x))/(n!)
(2)

with (a)_n the falling factorial, the formula looks suspiciously like a finite analog of a Taylor series expansion. This correspondence was one of the motivating forces for the development of umbral calculus.

An alternate form of this equation using binomial coefficients is

 f(x+a)=sum_(n=0)^N(a; n)Delta^nf(x),
(3)

where the binomial coefficient (a; n) represents a polynomial of degree n in a.

For general sampled functions, the finite sum gives a polynomial agreeing with the first N+1 sampled values, which need not agree with the function between those points (Abramowitz and Stegun 1972, p. 880). An infinite version requires additional conditions ensuring that the interpolation remainder tends to zero. The convergence of the sum alone does not guarantee equality with f(x+a).

The derivative of Newton's forward difference formula gives Markoff's formulas.


See also

Finite Difference, Markoff's Formulas, Newton's Backward Difference Formula, Newton's Divided Difference Interpolation Formula

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References

Abramowitz, M. and Stegun, I. A. (Eds.). Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th printing. New York: Dover, p. 880, 1972.Beyer, W. H. CRC Standard Mathematical Tables, 28th ed. Boca Raton, FL: CRC Press, p. 432, 1987.Graham, R. L.; Knuth, D. E.; and Patashnik, O. Concrete Mathematics: A Foundation for Computer Science, 2nd ed. Reading, MA: Addison-Wesley, 1994.Jordan, C. Calculus of Finite Differences, 3rd ed. New York: Chelsea, 1965.Nörlund, N. E. Vorlesungen über Differenzenrechnung. New York: Chelsea, 1954.Riordan, J. An Introduction to Combinatorial Analysis. New York: Wiley, 1980.Whittaker, E. T. and Robinson, G. "The Gregory-Newton Formula of Interpolation" and "An Alternative Form of the Gregory-Newton Formula." §8-9 in The Calculus of Observations: A Treatise on Numerical Mathematics, 4th ed. New York: Dover, pp. 10-15, 1967.

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Newton's Forward Difference Formula

Cite this as:

Weisstein, Eric W. "Newton's Forward Difference Formula." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/NewtonsForwardDifferenceFormula.html

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