Math 2.0

Difference and functional equations Difference equations: basic notions Theorem

Fundamental theorem of the calculus of finite differences

Builds on Forward difference operatorIndefinite sum

Statement

Let GG be an additive abelian group, let F ⁣:ℤ→GF \colon \Z \to G be a function, and let ΔF(k)=F(k+1)−F(k)\Delta F(k) = F(k + 1) - F(k) be its forward difference. Then for all integers a≤ba \le b, ∑k=ab−1ΔF(k)=F(b)−F(a).\sum_{k=a}^{b-1} \Delta F(k) = F(b) - F(a). Equivalently, if FF is an indefinite sum of f ⁣:ℤ→Gf \colon \Z \to G, then ∑k=ab−1f(k)=F(b)−F(a)\sum_{k=a}^{b-1} f(k) = F(b) - F(a).

Remarks

The proof is a telescoping sum: ∑k=ab−1(F(k+1)−F(k))\sum_{k=a}^{b-1} (F(k+1) - F(k)) cancels to F(b)−F(a)F(b) - F(a), as in a telescoping series. For a=ba = b both sides are 00. Example: Δ(k)3=3(k)2\Delta (k)_3 = 3 (k)_2 for the falling factorial (k)3=k(k−1)(k−2)(k)_3 = k(k-1)(k-2), so ∑k=0n−1k(k−1)=n(n−1)(n−2)3\sum_{k=0}^{n-1} k(k-1) = \frac{n(n-1)(n-2)}{3}. A related identity, with Δ\Delta of step hh on any additive commutative monoid, is ∑k=0n−1f(x+kh)=∑j=0n−1(nj+1)Δhjf(x)\sum_{k=0}^{n-1} f(x + kh) = \sum_{j=0}^{n-1} \binom{n}{j+1} \Delta_h^j f(x), obtained by summing Newton's forward difference formula.

Going deeper

For a student

The theorem reduces the evaluation of finite sums to finding indefinite sums, just as the fundamental theorem of calculus reduces integrals to antiderivatives. A table of differences, such as Δ(k)m=m(k)m−1\Delta (k)_m = m (k)_{m-1} for falling factorials and Δck=(c−1)ck\Delta c^k = (c - 1) c^k, becomes a table of sums. To sum k2k^2, write k2=(k)2+(k)1k^2 = (k)_2 + (k)_1, which gives ∑k=0n−1k2=(n)33+(n)22\sum_{k=0}^{n-1} k^2 = \frac{(n)_3}{3} + \frac{(n)_2}{2}. Summation by parts is the discrete analogue of integration by parts and is proved from the same telescoping.

Reading path

To understand this page from the ground up, read these 17 pages in order. The foundations come first.

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Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Element definition
  2. Proposition concept
  3. Set definition
  4. Implication definition
  5. Predicate definition
  6. Ordered pair definition
  7. Existential quantifier definition
  8. Universal quantifier definition
  9. Cartesian product definition
  10. Subset definition
  11. Uniqueness quantifier definition
  12. Binary relation definition
  13. Function definition
  14. Finite difference definition
  15. Forward difference operator definition
  16. Indefinite sum definition
  17. Fundamental theorem of the calculus of finite differences statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Indefinite_sum
About this page
TagMNSSV4QHD1
URIm2://MNSSV4QHD1
Kindstatement, theorem
WritingW0 stub
MSC39A12, 39A70
StatusThis copy of the site has no build data. Run m2 status MNSSV4QHD1.
AboutIndefinite sum, Calculus of finite differences
UsesForward difference operator, Indefinite sum

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