Backward difference operator (source code)

= Backward difference operator
{title2=$D_h^-W_i=(W_i-W_{i-1})/h$}

The scaled backward <finite difference> uses the current and preceding nodal values to approximate a first <derivative>. If a <function> has two continuous <derivatives>, <Taylor's theorem> gives $D_h^-u(x)=u'(x)-hu''(x)/2+o(h)$ as $h\to0$. Composition with the scaled <forward difference operator> gives $D_h^+D_h^-u(x)=(u(x+h)-2u(x)+u(x-h))/h^2$, the <second-order central difference> for the <second derivative>.