EC4090.

Stability conditions for second-order difference equations Given a quadratic f() = 2+a1 + a2 =0: what are the conditions for (a) real roots between 1; or (b) complex roots whose modulus r<1? First, note that f'= 2 +a1 and f" = 2, so the parabola f() is a convex function.

(a) Consider first the case of real roots. Three possibilities: f() f()

1
f() +1 1 +1

1
+1

Necessary (but not sufficient) conditions for these three cases are f(1)0 and f (1)0.

These conditions exclude the following: f() f()

+1

+1

but not:

f()

or

f()

+1

+1

However, in these last two cases the product of the roots exceeds +1, and 1a20 excludes them. All possibilities have now been covered for distinct real roots.

Clearly the repeated real-root case is also covered by these conditions, at a tangency with the axis. The third condition is often written 1a20 as, before we consider the other two, this condition on a2 is necessary: if not satisfied there must be at least one root of absolute value exceeding one. However if 1+a1+ a2 0 and 1a1+ a20, then adding & dividing by 2, 1+a20 so that a21: provided the first two conditions are satisfied, then the third reduces to 1a20. Suppose that in a particular case you had a2=2: then while this satisfies 1a20 and excludes both cases depicted above, it conflicts with the interaction of the other two inequalities. In fact, this would have to fall into one of the two categories illustrated at the foot of the previous page.

(b) Complex roots. f() The roots are h vi and the modulus is: r = (h2 + v2) = (a2).

1
+1

In fact, f(1)>0 and f(1)0 for certain if we have complex roots, and then 1a20 guarantees r1.

Thus the three conditions 1+a1+a20, 1a1+a20, 1a20 are N&S for stability. These conditions are a particular conclusion of Schur's theorem, for the case n=2. R.A. Somerville November 2012.