DIFFERENCES, CALCULUS OF (Theory of Finite Differences), that branch of mathematics which deals with the successive differences of the terms of a series.
1. The most important of the cases to which mathematical methods can be applied are those in which the terms of the series are the values, taken at stated intervals (regular or irregular), of a continuously varying quantity. In these cases the formulae of finite differences enable certain quantities, whose exact value depends on the law of variation (i.e. the law which governs the relative magnitude of these terms) to be calculated, often with great accuracy, from the given terms of the series, without explicit reference to the law of variation itself. The methods used may be extended to cases where the series is a double series (series of double entry), i.e. where the value of each term depends on the values of a pair of other quantities.
2. The first differences of a series are obtained by subtracting from each term the term immediately preceding it. If these are treated as terms of a new series, the first differences of this series are the second differences of the original series; and so on. The successive differences are also called differences of the first, second, ... order. The differences of successive orders are most conveniently arranged in successive columns of a table thus:—
| Term. | 1st Diff. | 2nd Diff. | 3rd Diff. | 4th Diff. |
| a | ||||
| b − a | ||||
| b | c − 2b + a | |||
| c − b | d − 3c + 3b − a | |||
| c | d − 2c + b | e − 4d + 6c − 4b + a | ||
| d − c | e − 3d + 3c − b | |||
| d | e − 2d + c | |||
| e − d | ||||
| e |
Algebra of Differences and Sums.
| Fig. 1. |
3. The formal relations between the terms of the series and the differences may be seen by comparing the arrangements (A) and (B) in fig. 1. In (A) the various terms and differences are the same as in § 2, but placed differently. In (B) we take a new series of terms α, β, γ, δ, commencing with the same term α, and take the successive sums of pairs of terms, instead of the successive differences, but place them to the left instead of to the right. It will be seen, in the first place, that the successive terms in (A), reading downwards to the right, and the successive terms in (B), reading downwards to the left, consist each of a series of terms whose coefficients follow the binomial law; i.e. the coefficients in b − a, c − 2b + a, d − 3c + 3b − a, ... and in α + β, α + 2β + γ, α + 3β + 3γ + δ, ... are respectively the same as in y − x, (y − x)², (y − x)³, ... and in x + y, (x + y)², (x + y)³,.... In the second place, it will be seen that the relations between the various terms in (A) are identical with the relations between the similarly placed terms in (B); e.g. β + γ is the difference of α + 2β + γ and α + β, just as c − b is the difference of c and b: and d − c is the sum of c − b and d − 2c + b, just as β + 2γ + δ is the sum of β + γ and γ + δ. Hence if we take β, γ, δ, ... of (B) as being the same as b − a, c − 2b + a, d − 3c + 3b − a, ... of (A), all corresponding terms in the two diagrams will be the same.
Thus we obtain the two principal formulae connecting terms and differences. If we provisionally describe b − a, c − 2b + a, ... as the first, second, ... differences of the particular term a (§ 7), then (i.) the nth difference of a is
| l − nk + ... + (-1)n-2 | n·n − 1 | c + (-1)n-1 nb + (-1)n a, |
| 1·2 |
where l, k ... are the (n + 1)th, nth, ... terms of the series a, b, c, ...; the coefficients being those of the terms in the expansion of (y − x)n: and (ii.) the (n + 1)th term of the series, i.e. the nth term after a, is