However that may be, I must not finish this general appreciation of the calculus of finite differences without noticing a new conception to which it has given birth, and which has since acquired a great importance. It is the consideration of those periodic or discontinuous functions which preserve the same value for an infinite series of values of the corresponding variables, subjected to a certain law, and which must be necessarily added to the integrals of the equations of finite differences in order to render them sufficiently general, as simple arbitrary constants are added to all quadratures in order to complete their generality. This idea, primitively introduced by Euler, has since been the subject of extended investigation by M. Fourier, who has made new and important applications of it in his mathematical theory of heat.

_Series._ Among the principal general applications which have been made of the calculus of finite differences, it would be proper to place in the first rank, as the most extended and the most important, the solution of questions relating to series; if, as has been shown, the general theory of series ought not to be considered as constituting, by its nature, the actual foundation of the calculus of Taylor.

The philosophy of mathematics — Part 97

_Interpolations._ This great class of problems being then set aside, the most essential of the veritable applications of the analysis of Taylor is, undoubtedly, thus far, the general method of _interpolations_, so frequently and so usefully employed in the investigation of the empirical laws of natural phenomena. The question consists, as is well known, in intercalating between certain given numbers other intermediate numbers, subjected to the same law which we suppose to exist between the first. We can abundantly verify, in this principal application of the calculus of Taylor, how truly foreign and often inconvenient is the consideration of _differences_ with respect to the questions which depend on that analysis. Indeed, Lagrange has replaced the formulas of interpolation, deduced from the ordinary algorithm of the calculus of finite differences, by much simpler general formulas, which are now almost always preferred, and which have been found directly, without making any use of the notion of _differences_, which only complicates the question.

The philosophy of mathematics — Part 97