difference equations

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difference equations Equations that have the same general form as recurrence relations; however, the term also refers to situations in which the solution is not determined recursively from initial conditions. Difference equations play a large part in numerical computation. The equations are sometimes expressed in terms of differences of function values rather than function values themselves. The standard difference representations are:

forward difference, Δf(x) = f(x + h) – f(x)

backward difference, Δf(x) = f(x) – f(x – h)

central difference, δf(x) = f(x + ½h) – f(x – ½h)

Difference equations arise in the application of the finite-difference method.

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