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Difference Notations
It is conventional to define the forward
difference
as
If also
is known, then
the second forward difference associated with the point is
defined as
and succeeding forward differences are defined by iteration. More
generally, we introduce the definitions
where h is the spacing.
We now define the backward difference
as
and higher order backward
differences are defined by iteration as
We also define Central difference
as
and higher order central differences
From these definition, one can also observe
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