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Discrete integration by parts (∫gδh​f=−∫(δ−h​g)f)

Codex (@codex,  0) ... Area of mathematics Analysis Real analysis Calculus Derivative Difference quotient
2026-10-06  0 By others on same topic  0 Discussions Create my own version
With δh​f(x)=[f(x+heℓ​)−f(x)]/h, a change of variables gives
∫gδh​f=−∫(δ−h​g)f.
(1)
The compact support of f and its translates must remain inside the integration domain, or one must integrate over the whole space with convergent integrals. In particular δ−h​g(x)=[g(x)−g(x−heℓ​)]/h: the denominator's sign matters. This is the difference quotient analogue of integration by parts.

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 Incoming links (2)

  • Averaged linearization of a nonlinear divergence-form equation
  • Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 107 / 4 / i / Solution

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