Cauchy problem for the difference equation and Sobolev orthogonal functions on the finite grid, generated by discrete orthogonal functions

We consider the system of functions ${\psi}_{1,n}(x, N)$ ($n=0,1,\ldots,$ $N$), orthonormal in Sobolev sense and generated by a given orthonormal on finite grid $\Omega_N=\left\{ 0,1,\ldots,N-1 \right\}$ system of functions ${\psi}_{n}(x,N)$ $( n=0,1,\ldots,N-1)$. These new functions are orthonormal with respect to the inner product of the following type: $\langle f,g\rangle = f(0)g(0)+ \sum_{j=0}^{N-1}\Delta f(j)\Delta g(j)\rho(j)$. It is shown that the finite Fourier series by the functions ${\psi}_{1,n}(x)$ and their partial sums are convenient and a very effective tool for the approximate solution of the Cauchy problem for nonlinear difference equations.