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Welcome to Calculus.

I'm Professor Greist.


We're about to begin Lecture 46 on
Differences.
We begin our construction of a discrete
calculus by
building the notion of a derivative for a
sequence.
This definition is going to turn out to be
much
simpler than that of a derivative for a
smooth function.
But this simplicity hides a profound
depth that mirrors all the things we have
learned in calculus thus far.
Recall that our goal is to build
a discrete Calculus, Calculus based on
sequences.
In this lesson, we'll consider what we
mean by derivatives.
This will come in the form of differences,
or finite differences.
The definition is as follows.
Let's say that you have a sequence, a sub
n.
We say that the forward difference of a
delta a at n is equal to a sub n plus 1
minus a sub n.
That is, you look at the person in
front of you, and subtract off your
present value.
Now,
if we compare this to the definition of
the derivative, we see that there are some
commonalities.
We're taking a difference in the output of
the function,
dividing by a difference in the input of
the function, in the case where
that difference is equal to 1, because
we're talking about a sequence.
Now, if we were to try to graph
this function and give an interpretation
in
terms of slope, then by connecting the
dots.
Well, this would be the slope of the line
segment in front of you.
Hence, the forward difference.
This motivates the definition of the
backward difference, if you look behind
you and consider the slope of that line.
We define the backward difference, nabla a
at n to be a sub n
minus a sub n minus 1.
Let's consider a few examples.
If we take the sequence 4n and compute its
forward difference, what do we obtain?
I'm going to leave the verification of the

computation to you.
I want you to show that one obtains the
constant sequence 4.
Now, what do you observe here?
It's as if we're taking the derivative of
a linear function and obtaining the
constant function.
But here, these are sequences and
differences instead of derivatives.
Here's another
example, a bit more interesting, the
Fibonacci sequence.
What happens when we take the forward
difference of that?
One finds, that again, one
obtains the Fibonacci sequence, but
shifted over by one step with an
additional 1 out in front.
That seems like it must be significant.
For last example, consider the sequence 2
to the n.
What happens when we compute the forward
difference of that?
We obtain, again, 2 to the n.
It's
as if this is something by the exponential
function,
e to the x, which is its own derivative.
But here, we're in the discrete world,
taking differences.
There are many parallels between
differences and derivatives.
For example, if we ask the question, which
sequences are polynomial,
consider n squared.
When we take its forward difference, we
obtain a sequence of odd numbers.
That is, the sequence 2n plus 1.
What happens when we difference?
Again,
the second forward difference, delta
squared, is, in this case, a constant.
The constant
sequence 2.
What happens when we take the next
difference, the third forward difference?
Then, we obtain the constant sequence
zero.
This is very similar to what happens when
we differentiate a polynomial.
After a finite number of steps, we get 0.
In general, one can say that a sequence a
is a polynomial
of degree p, if the p plus first
derivative,
that is, difference of a is the constant
0.
Now, notice that there's something that's
not
quite according to what you would expect

here.
That is the difference of n squared is not
2n, but rather,
2n plus 1.
Now that seems anomalous, but
we can explain that with a bit more
notation, in particular,
that of the falling powers.
These are discrete calculus versions of
monomials.
We say that n to the falling k is n times
n minus 1, times and minus 2, all the way
down to n minus k plus 1.
That works for k bigger than zero.
For k equal to zero, we'll define n
to the falling zero to be 1, of course.
Now, the reason
why this is so useful is that the forward
difference of n to
the falling k is k times n to the falling
k minus 1.
Let's look at this in the context
of the example that we've done.
Consider the sequence n squared, we could
rewrite n squared as n times quantity n
minus 1 plus n.
That is, it's really n to the falling 2
plus n to the falling 1.
And hence, the forward difference of n
squared is the forward
difference of n to the falling 2 plus n to
the falling
1, differencing, like differentiating is
linear.
Hence, this is the difference of n to the
falling 2 plus the difference of n to the
falling 1, that is 2n to the falling 1
plus n to the following 0.
Otherwise, written as the sequence, 2n
plus 1, which is what we observe.
Now that seems a
bit complicated.
Why would you want to do that?
Well, let's consider a more fundamental
question.
The question that began this course.
What is e?
Well, we know that e is.
1 plus 1 plus a half plus a sixth plus a
24th, et cetera.
That is, the sum k goes from 0 to
infinity,
[INAUDIBLE]
x to the k over k factorial evaluated at x
equals
1.
Now, that's for smooth
Calculus, what about discrete Calculus?
What is the discrete
version of e?

Let's try the same thing,


but using the discrete version of x to the
k.
That is n to the falling k.
Consider the sum, k goes from 0 to
infinity of n to the falling k over k
factorial evaluated at n equals 1.
What is that?
That's 1 plus n plus one half n times n
minus 1 plus one sixth n times
n minus 1 times n minus 2, et cetera.
What happens when
we evaluate this at n equals 1?
Most of the terms vanish.
All of the terms vanish, except the first
two.
When we evaluate at n equals 1, we get 1
plus 1, which as you know, is equal to 2.
Therefore, in discrete Calculus, e really
takes on the value
of 2.
And, in fact, if we look at the version of
e to the x, that is, the sum of n to
the falling k over k factorial, we get
precisely this sequence 2 to the n.
And this is why when we observed that the
forward difference
of 2 to the n is, 2 to the n, it reminded
us of the behavior of e to the x.
At this
point, you may feel a bit like Alice In
Wonderland.
What is with discrete e and 2 to the n and
falling powers.
Discrete calculus can be a strange place,
but there
is a more rigorous approach that you may
find assuring.
This approach
uses the perspective of operators.
These are things that transform functions
into
functions or in this case transform
sequences.
Some of these operators who you've met
before.
For example, the Identity Operator.
It acts on sequences the way you expect,
it does nothing.
The identity applied to a, that is, I of
a, is the same sequence a.
What's nice about operators is that we can
work with them algebraically.
We can say that I squared, that is
applying the identity twice is
the same thing of applying the identity
once ,it does nothing.
E is the left shift operator.
That
is E of a is the sequence, which in the

nth slot gives you


a sub n plus 1.
And again, we can take powers of E to
shift further to the left.
If there's a left shift, then there must
be a right shift.
This has the notation e inverse.
It undoes e.
Now, we can take powers of this operator
as well and
start multiplying them together.
They behave in a way that you would
expect.
E inverse E gives you E to the 0, that is
the identity operator
I, that works as well if you reverse the
order it doesn't matter.
A few other operators that we've seen
are the forward difference and the
backward difference.
We can write each of these in the language
that we've already built.
The forward difference delta is E minus I.
The backward difference is I minus E
inverse.
You'll want to have these two formulae
memorized.
But why are they important?
Here is an application to higher
differences.
Let's say you want to compute the second
forward difference of a
at n, this is forward difference of the
forward difference of a.
That is the forward difference of a sub n
plus 1 minus a sub n, which, with a little
simplification gives a sub n plus 2 minus
2a sub n plus 1 plus a
sub n.
What do you notice about those
coefficients?
Well, if we rewrote the difference
operators E minus I, and
square that, then, using the algebra
operators
and simplifying according to what I does,
we
obtain E squared minus 2E plus I.
That's
simple.
In more generality, if we have the kth
forward difference, then by multiplying
out e minus i, k times, we can
obtain the formula.
The sum as I goes from zero to k of
negative 1 to the k minus I, times the
binomial coefficient k choose
I, E to the i.
Now, this means what?
Let's say that you wanted to compute a

high difference.
Let's say the eighth forward difference.
That's going to depend on a lot of terms.
What is the coefficient in front of the a
sub n plus 6 term?
Well, by writing down Pascal's Triangle.
Looking up the appropriate coefficient
with the minus sign in the right place,
we easily see that that proficient is
negative 56.
That is much simpler than trying to work
it out by hand.
There are other things that we seem to be
able do as well.
Consider the discrete notion of indefinite
integral.
If the forward difference
is E minus I, then what happens when we
try
to take the inverse that is undo
differencing?
Well, we need to take E minus I to the
negative 1 power.
Let's say, if I wrote that a little bit
differently,
and say put a minus sign out front and
called it I minus E, then it
is as if we're trying to compute 1
over I minus something.
Well,
I've seen formulae for 1 over 1 minus x,
in terms
of geometric series.
What happens if we tried applying the
geometric series to this formula?
It would suggest that the
inverse operator to four differencing is
minus I plus E plus E
squared plus E cubed plus E to the fourth,
et cetera, et cetera.
Now, that seems rather dubious.
Let's check it on a simple example, see
what we get.
Let's take a random sequence.
Let's say 3, negative 1, 4, negative 1, 5,
negative 9, 2, negative 6, 5.
And I'm tired, so I'm just
going to write zeros from now on.
What would this
delta inverse really mean?
It means
what?
Well, I need two at the nth
term.
Take the sum of all the terms in
a that follow from n on up, and then
put a minus sign in front of it.
If we do so, walking down the line we can
marching from the right, certainly compute
the terms in this sequence.

[INAUDIBLE]
this is easy since our sequence terminated
in zeros.
What happens when we take that and forward
difference it?
I'll leave it to you to check that we
obtain the original sequence a, that this
actually does work.
Now, don't get too carried away.
You have to be careful.
First of all
[LAUGH]
you forgot the constant.
we all forgot the constant.
Also, notice that this is only going to
work, if your
sequence terminates in zeros or rather, is
summable to the right.
Have fun with discrete calculus, but be
careful.
We've seen how finite differences provide
a
discrete version of a derivative for
sequences,
complete with interesting analogues of the
exponential
function and a surprising way to do
anti-differencing.
In our next lesson, we're going to go
fully digital and use our notions
of differencing and anti-differencing to
give an overview of the discrete calculus.

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