The Finite Dierence Calculus and Applications to the Interpolation of Sequences

George B. Kunin
Abstract. We review two important methods for nding a closed form for the nth term of a given sequence: the method of direct integration and the method of dierence equations. Both methods use a dierence operator that is similar to the derivative in dierential calculus; we review properties of this dierence operator, and illustrate the two methods.

1. Introduction. Sequences of integers occur in many applications, such as in recurrence relations. Often problems can be restated in terms of a sequence of integers, such as the problem of nding the sum of the rst n perfect squares (see Section 7). Sometimes, a sequence is described in a way that does not yield a closed form for an arbitrary term. Yet such a closed form for the nth term may be desirable. In this paper, we review, following G. Booles Calculus of Finite Di erences [1], two important methods for nding such a closed form. Both methods use , a dierence operator on sequences. This operator plays a similar role in the nite dierence calculus that the derivative plays in dierential calculus. We introduce the operator, and examine some of its properties. We also present its inverse operator 1 and examine some of its properties. Using these two operators, we present two methods of nding a closed form expression for the nth term sn of a sequence. The rst, the method of direct integration, is useful when sn is assumed to be a polynomial in n. As its name implies, the method of direct integration has many parallels to integration in the calculus. The second, the method of dierence equations, is useful when sn is assumed to be an exponential in n. Again, as the name implies, the method of dierence equations has many parallels to the theory of dierential equations. Finally, we give several examples to clarify the details of the two methods. In Section 2, we dene the dierence operator. In Section 3, we examine dierences of simple sequences. In Section 4, we dene the antidierence operator. In Sections 5 and 6, we review the method of direct integration and the method of dierence equations, respectively. The paper concludes with examples of both methods in Section 7. 2. The Dierence Operator . Given a sequence of real numbers S, for example S = 0, 1, 4, 9, 16, . . . , we can consider the sequence S made up of dierences between successive terms of S. If we list the two sequences in tabular form, we obtain Table 2-1(a); whereas, in the general case, this procedure gives Table 2-1(b). 101

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MIT Undergraduate Journal of Mathematics Table 2-1 A sequence and its dierence (a) (b) S 0 1 3 4 5 9 7 16 . . . . . . s4 . . . s3 s4 s3 . . . s2 s3 s2 S 1 s1 s2 s1 S s0 S s1 s0

The set of dierences is a sequence in its own right. So we can iterate this process, and look at further successive dierences, S , S , S (4) , and so on. Doing so, we get Table 2-2. In the general case, we get Table 2-3. Table 2-2 Successive dierences of a sequence S 0 1 3 4 5 9 7 16 . . . 2 2 0 .. . S 1 2 0 0 S S S (4) ...

We now formalize the above procedure. Observe that we can give the set of sequences a vector space structure. We dene addition of sequences as termwise addition, and multiplication of a sequence by a scalar as multiplication of each term in the sequence by that scalar. We use the notation sn for the nth term of the sequence, n = 0, 1, 2, . . . , and <sn > for the entire sequence. Also, the symbol 0 is used both for the number 0 and for the sequence of all zeroes. We dene a dierence operator on the space of sequences. De nition 2-1. Dene to be the following operator on the space of sequences: given a sequence S =<sn >, set S =<sn+1 sn >. Denote the nth term of S by sn . The operator is a linear operator [1, p. 16]. That is, for any two sequences S, T

The Finite Difference Calculus and Applications Table 2-3 General successive dierences S s0 s1 s2 s1 s2 s3 s2 s3 . . . s3 2s2 + s1 .. . S s1 s0 s2 2s1 + s0 s3 3s2 + 3s1 s0 S S ...

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and any real number c, we have (S + T ) = S + T and (c S) = c S. Since maps sequences to sequences, we can compose it with itself. We will denote (S) by 2 S, and in general, (k S) by k+1 S, and the nth term of k+1 S by k+1 sn . We will denote by 0 = I the identity operator. With this denition, we see that in Tables 2-2 and 2-3, we really have S = S, S = 2 S, and so on. 3. Dierences of Some Elementary Sequences. If a sequence S is constant (that is, for some constant c, we have sn = c for every n), then S = 0. Looking once more at the sequence S where sn = n2 , we notice that the third column in Table 2-2 appears to be the constant sequence of 2s. We show this fact by the following calculation: sn = (n + 1)2 n2 = 2n + 1, 2 sn = (2(n + 1) + 1) (2n + 1) = 2, for every n. More generally, we have the following result. Proposition 3-1. If S is a sequence of kth powers, that is, sn = nk for all n, then k S = k!. Proof: We prove the proposition by strong induction on k. If k = 1, then sn = n; so k sn = n = 1. Now, assume k 2, and i (ni ) = i! for all i < k. Then j (ni ) = 0 for all i < k and j > i. Consider sn = nk , sn = (n + 1)k nk k k1 k k2 n + n + + 1 nk 1 2 k k2 = knk1 + n + . 2 = nk +

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Apply k1 to both sides of the last equality. By the linearity of and the inductive hypothesis, k1 (knk1 ) = kk1 nk1 = k (k 1)! = k!, and the other terms on the right become zero. Thus k (nk ) = k!, as desired. We denote the falling power product x (x 1) (x 2) (x m + 1) by xm , with x0 = 1. Falling powers are useful in the dierence calculus because of the following property: nm = m nm1 . We check this directly: (nm ) = (n + 1)m nm = (n + 1)n(n 1) (n m + 2) n(n 1)(n 2) (n m + 1) = n(n 1)(n 2) (n m + 2)[(n + 1) (n m + 1)] = n(n 1)(n 2) (n m + 2) m = m nm1 . It is easy to see that falling powers form a basis of R[x], the space of real polynomials in x, as do the usual monomials xm . Finally, consider the sequence S where sn = an for some constant a. Then, sn = an+1 an = an (a 1) = (a 1)sn . 4. The Antidierence. As in dierential calculus, sometimes we are interested in a sequence that has a given dierence. Based on the last example in the previous section, we see that if we have a sequence <sn> where sn = an , then it is the dierence of the 1 sequence <tn > where tn = a1 an . However, <tn > is not the only sequence whose dierence is <sn >. By the linearity of , we can add any constant sequence to <tn > and get another sequence whose dierence is < sn >. It is easy to see that the only sequence whose dierence is zero is the constant sequence. This fact, combined with the linearity of , leads us to the conclusion that the most general antidierence of 1 <sn>=<an> is the sequence <Tn> where Tn = a1 an + C for an arbitrary constant C. This constant parallels the arbitrary constant of integration in the dierential calculus. In general, given a sequence < sn >, if sn = tn for some < tn >, then the most general antidierence of <sn>, denoted by 1 (sn ), is of the form, 1 sn = tn + C, for an arbitrary constant C. So the previous sections yield the following formulas for antidierences for any constants a, b, c with a = 1 and any positive integer m: 1 (b sn + c tn ) = b 1 sn + c 1 tn ; 1 an + C; 1 (an ) = a1 1 nm+1 + C. 1 (nm ) = m+1 5. Direct Integration. There are two main methods for nding a closed form for the terms of a sequence: direct integration and dierence equations. Which method we

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use depends on the expected form of the unknown sequence. If we expect the sequence to have a polynomial closed form, then we use direct integration. If we expect the closed form to involve exponential functions, then we use dierence equations, which are described in the next section. In many cases we will assume, based either on a priori knowledge or on examination of the sequence, that the closed form expression for the sequence is a polynomial in n. In this case, based on Proposition 3-1, we know that for some k (the degree of the polynomial), k sn is a nonzero constant sequence. Given an unlimited number of elements of the sequence, we can successively calculate k sn for all positive integers n and k. When we get a constant sequence, we know that the value of k is the degree of the polynomial. If we are given only a limited number of elements of the sequence, then we may have to guess the degree. Once we determine or guess the degree of the polynomial, we proceed as follows. First, we nd the rst k dierences of the sequence. Since the kth dierence is assumed to be constant, we conclude that k sn = k s0 . In Section 4, we showed that a sequence <tn> whose rst dierence is <k s0> is given 1 by tn = (k s0 ) 1 n1 + C since k s0 = (k s0 )n0 . Thus the (k 1)st dierence of the sequence <sn> must be k1 sn = (k s0 )n1 + C. Setting n to zero gives us C = k1 s0 . Proceeding similarly, we nd that k2 sn = 1 k ( s0 )n2 + (k1 s0 )n1 + C . 2

Again setting n = 0, we get C = k2 s0 . After k steps, we nd the following form for sn : sn = 1 1 (k s0 )nk + (k1 s0 )nk1 + + (s0 )n1 + s0 . k! (k 1)!

This expression is not very useful for computation, since it involves falling powers, but the falling powers can be expanded to give a computationally simpler expression. Note that if we want to use this method, then the degree cannot be any more than the number of elements we are given. 6. Method of Dierence Equations. A dierence equation is an equation of the form, ak (n)k sn + ak1 (n)k1 sn + + a1 (n)sn + a0 (n)sn = tn , or in operator form, (ak k + ak1 k1 + + a1 + a0 I)sn = tn , where the ai are arbitrary functions of n and where <tn > is an arbitrary sequence. However, in the most general case, nding solutions is intractable. To be able to nd (6-1)

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solutions, we will assume that the ai are (real) constants, that ak = 1, and that <tn> is either a polynomial or exponential function of n. In some cases, we are interested in a sequence dened by a dierence equation. For example, the Fibonacci sequence is normally dened by Fn+1 = Fn + Fn1 , but can also be dened by 2 Fn + Fn Fn = 0. The appendix discusses how to nd a dierence equation when given a recursion. For the moment, we will assume that we are given a dierence equation for a sequence, and will explain how to nd a closed form for the sequence. Using notions from the theory of ordinary dierential equations, we nd a particular solution < pn > of the given equation, and then nd homogeneous solutions < hn >, <hn>, . . . . These are solutions to the associated homogeneous equation, (ak k + ak1 k1 + + a1 + a0 I)sn = 0. (6-2)

By the linearity of the operators and I, any linear combination of homogeneous solutions will be a homogeneous solution. The most general solution of Equation (6-1) will have the form <sn>=<pn + hn> where <hn> is a homogeneous solution. We can factor the operator polynomial, since powers of commute. Factoring, we get an operator of the form, k + ak1 k1 + + a1 + a0 I = ( r1 I)( r2 I) ( rk I), where the ri are roots of the polynomial ak xk + ak1 xk1 + + a1 x + a0 = 0. (6-3)

To nd a homogeneous solution, we note that terms of the form ( rI) commute with one another. For each i, we can solve ( ri I)sn = 0, because this equation (i) is equivalent to sn = ri sn . From Section 3, we know that a sequence <hn > with (i) hn = Ci (ri + 1)n satises this equation. Now, ( r1 I)( r2 I) ( rk I)h(i) n = ( r1 I) ( ri1 I)( ri+1 I) ( rk I)( ri I)h(i) n = ( r1 I) ( ri1 I)( ri+1 I) ( rk I)[( ri I)h(i) ] n = ( r1 I) ( ri1 I)( ri+1 I) ( rk I)0 = 0. Thus each solution of the form <Ci (ri + 1)n > is a solution to Equation (6-2). Again using the linearity of and I, we see that any linear combination of these will be a solution to Equation (6-2) as well. If all of the roots ri of Equation (6-3) are real and distinct, then the general form of the solution to Equation (6-2) is <sn> where sn = C1 (r1 + 1)n + C2 (r2 + 1)n + + Ck (rk + 1)n . (6-4)

In the case of nonrepeated complex roots, we can consider the space of complex solutions. Then Equation (6-4) is a valid solution, with the Ci complex constants. Since Equation (6-3) has real coecients, any complex roots will occur in conjugate pairs.

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Thus, if our complex solution has a term of the form C( + i)n , then there will be a second term C ( i)n where C and C are complex numbers. Writing C = a + ib, C = a + ib , + i = ei , and using de Moivres theorem, we combine the two terms to get n (Cein + C ein ) = n [(a + ib)(cos(n) + i sin(n)) + (a + ib )(cos(n) i sin(n))] = n [(a + a ) cos(n) (b b ) sin(n)] + in [(b + b ) cos(n) + (a a ) sin(n)]. Any real solution is of the above form, with the imaginary part zero. Since the above is the most general form for a complex solution, the most general real solution corresponding to the two complex roots is M n cos(n) + N n sin(n) for arbitrary real constants M, N. If any roots of Equation (6-3) are repeated, we no longer have k independent terms in our solution (6-4). We proceed in a manner analogous to that of dierential equations. We nd the independent solutions by multiplying the solution associated with the repeated root by successive powers of n; see [1, pp. 210 11] for the proof. That is, an m-fold real root r gives rise to m terms of the form, (r + 1)n , n(r + 1)n , , nm1 (r + 1)n . Similarly, an m-fold complex root (ei 1) and its conjugate give rise to 2m terms of the form, n cos(n), n sin(n), n n cos(n), n n sin(n), . . . , n nm1 cos(n), n nm1 sin(n). Thus we have a method to nd all of the solutions to a given homogeneous dierence equation. We turn to nding a particular solution to the inhomogeneous Equation (6-1). As with dierential equations, we guess a solution of the same form as <tn>, and solve for the constants. That is, if <tn> is a jth degree polynomial in n, then we choose pn = Aj nj + Aj1 nj1 + + A1 n + A0 , for constants A0 , A1 , . . . , Aj , or for simplicity of calculation, using another basis for R[x], we choose pn = Bj nj + Bj1 nj1 + + B1 n + B0 . We then substitute this expression into Equation (6-1), and solve for the Bi (or Ai ). If <tn> is of the form <can>, then we choose pn = Ban , substitute into Equation (6-1), and solve for B. As with ordinary dierential equations, if (a 1) is a root of the characteristic polynomial, then when we substitute Ban into Equation (6-1), we get zero on the left side, because <an> is a solution to the associated

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homogeneous equation. To resolve this problem, we proceed as in dierential equations, and multiply our guess by a suciently high power of n so that it is no longer a solution to the homogeneous equation; see [2, pp. 396 98] for more details. By the linearity of , we can extend this method to < tn > that are linear combinations of exponential and polynomial functions. We simply choose <pn > to be a combination of the appropriate functions. Once we nd the general solution, as the sum of homogeneous and particular solutions, we can use known terms of the sequence to nd the specic solution we desire. That is, we solve for the arbitrary constants using the rst k terms or the rst k dierences at zero, depending on which is applicable. 7. Examples. We give one example of direct integration and one example of the method of homogeneous dierence equations. See [2, pp. 392 401] for examples involving a particular solution. Example 7-1. Let us nd the sequence < sn > where sn is the sum of the rst n perfect squares; that is, sn = 0, 1, 5, 14, 30, 55, 91, . . . . We can guess that the sum of squares should be a third degree polynomial in n, so we use the method of direct integration. Since we have assumed that the sequence is a cubic polynomial, we need to nd the third dierence in order to integrate. Successive dierences give us sn = 1, 4, 9, 16, 25, 36, . . . , 2 sn = 3, 5, 7, 9, 11, . . . , 3 sn = 2, 2, 2, 2, . . . , thus 3 sn = 2. Integrating, we get 2 sn = 2n + C1 , and from 2 s0 = 3, we get C1 = 3. Integrating again, we get sn = n2 + 3n + C2 . Using s0 = 1, we nd C2 = 1. 3 Integrating once more, we nd sn = 1 n3 + 2 n2 + n + C3 . Substituting n = 0 gives 3 C3 = 0. So our nal formula is sn = 1 3 3 2 n + n + n. 3 2

We can expand the falling powers to get the more familiar formula, sn = n(n + 1)(2n + 1) . 6

Example 7-2. Let us derive a closed form for the Fibonacci numbers. Recall that the usual form Fn+1 = Fn + Fn1 can also be written using as 2 Fn + Fn Fn = 0, (7-1)

with F0 = F1 = 1. This is a homogeneous equation, so we will not need to nd a particular solution. We nd the homogeneous solution by writing the associated polynomial, x2 + x 1 = 0.

The Finite Difference Calculus and Applications The roots of this equation are

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1 5 1 5 r1 = + and r2 = . 2 2 2 2 Since these are real, distinct roots, we get the following general form for a sequence satisfying the Fibonacci relation (7-1): Fn = c1 (r1 + 1)n + c2 (r2 + 1)n 1 5 n 5 n 1 + c2 . + = c1 2 2 2 2 To nd the sequence that corresponds to the Fibonacci numbers, we solve for c1 , c2 by using the initial conditions, F0 = F1 = 1. Setting n = 0 and n = 1 gives the pair of simultaneous equations, c1 + c2 = 1,

1 5 5 1 + c1 + c2 = 1. 2 2 2 2 Solving gives c1 =
1 25 . Therefore, 1 1 1 1 1 5 n 1 5 + Fn = + + 2 2 5 2 2 2 2 5 2 2 1 1 1 1 5 n+1 5 n+1 = + , + 2 2 5 2 5 2 1 2

1 2 5

and c2 =

1 2

which is a well-known formula for the nth Fibonacci number. Appendix. Finding the difference equation for a sequence Often, as with the Fibonacci numbers, instead of a dierence equation, a recurrence relation is used to dene a sequence. A recurrence relation is one of the form, bk sn+k + bk1 sn+k1 + + b1 sn+1 + b0 sn = tn . Such an equation can be converted into the form of Equation (6-1) by applying the following identity: sn+1 = sn + (sn+1 sn ) = sn + sn = (I + )sn . By applying the above identity repeatedly, we nd that sn+i = (I + )i sn for all i > 0. Substituting these expressions for sn+1 , sn+2 , . . . , sn+k into the original recurrence relation, we obtain a dierence equation. References [1] Boole, G., Calculus of Finite Dierences, 5th Edition (1860), Chelsea Publishing, 1970. [2] Milne-Thompson, L. M., The Calculus of Finite Dierences, MacMillan and Company, 1933.

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