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How do you find finite differences?

Published in Finite Differences 3 mins read

Finite differences are found by calculating the difference between consecutive values in a sequence, and then repeating this process on the differences themselves until a constant sequence is obtained. The number of times you need to perform this subtraction depends on the degree of the polynomial represented by the sequence.

Here's a detailed breakdown of the process:

Understanding Finite Differences

Finite differences are a technique used to analyze sequences of numbers, often derived from polynomial functions. The core idea is to repeatedly subtract consecutive terms and observe the resulting differences. If the original sequence is derived from a polynomial, the differences will eventually become constant after repeated subtractions.

Steps to Calculate Finite Differences:

  1. Start with a sequence: Begin with your original sequence of data points (e.g., 1, 4, 9, 16, 25).

  2. Calculate First Differences: Subtract each term from the term that follows it. This will give you the first set of differences. For example:

    Original Sequence 1 4 9 16 25
    First Differences 3 5 7 9
    • 4 - 1 = 3
    • 9 - 4 = 5
    • 16 - 9 = 7
    • 25 - 16 = 9
  3. Calculate Second Differences (if necessary): If the first differences are not constant, repeat the process by subtracting each first difference from the one that follows it. For example, in our case:

    First Differences 3 5 7 9
    Second Differences 2 2 2
    • 5 - 3 = 2
    • 7 - 5 = 2
    • 9 - 7 = 2
  4. Continue until constant: Repeat this subtraction process until you arrive at a sequence of constant differences. As noted in the reference, if you have a polynomial of degree n, the nth difference will be a constant. In the provided example, since we have a polynomial of degree 2, (x^2, with sample x values 1, 2, 3, 4, 5) the second difference becomes a constant (2).

  5. Analyze the results: The order of the differences that become constant will indicate the degree of the underlying polynomial that generated the original sequence.

Practical Insights

  • Polynomial Identification: The finite difference method is extremely useful for determining if a sequence comes from a polynomial function. As demonstrated above, you can identify the degree by the level at which differences become constant.
  • Predicting Future Terms: Once you have established the constant difference, you can predict future terms in the sequence by working backward.
  • Applications: This method has various applications in numerical analysis, computer graphics, and data analysis.
  • Reference Information: The provided reference ([Part of a video titled The Finite Difference Method - YouTube]) confirms that if you have a polynomial of degree n, the nth difference will be constant. The example given in the reference shows that for a quadratic polynomial (degree 2), the second difference is constant.

Example

Let's look at another sequence to reinforce the concept: 2, 8, 18, 32, 50

  1. Original Sequence: 2, 8, 18, 32, 50
  2. First Differences: 6, 10, 14, 18
  3. Second Differences: 4, 4, 4

Here, the second differences are constant, indicating the original sequence comes from a polynomial of degree 2.

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