Professional Documents
Culture Documents
Class 30th Oct
Class 30th Oct
Definitions
I A sequence (yn )n≥0 is an infinity list of terms
y0 , y1 , y2 , . . ..
I A difference equation express a relationship between
terms of a sequence (yn )n≥0 .
I Examples:
yn+1 = yn
yn+1 = r yn (1 − yn )
Difference Equations
A general m-th order homogeneous linear difference equation
with constant coefficients can be written in the form
Classification
We indicate for each of the following difference equations its
order and whether it is linear or not.
I yn+1 − 3yn + yn−1 = e n (second order, linear)
I yn+1 = yn2 (first order, nonlinear)
I yn+4 − yn = n 2n (fourth order, linear)
I yn+3 = cos yn (third order, nonlinear)
n
I yn+2 + (3n − 1)yn+1 − y
n+1 n
=0 (second order, linear)
Difference Equations
1st order (homogeneous)
Consider the simple equation Mn+1 = aMn . We get
yn = ayn−1 = a(ayn−2 ) = . . . = an y0
Real roots
I The second order difference equations have two solutions,
and the sum of the solutions is also a solution.
I We also want that these solutions is a linearly
independent set.
I When we have real roots λ1 and λ2 , they can be equal or
different.
I For equal roots, it is not possible to have a linearly
independent set on the same way for different roots, that
is why, when the roots are equal, we write the solution
xn = C1 λn1 + C2 nλn2 .
Difference Equations
Complex roots
When the roots are complex, they occur in conjugate pairs:
λ1 = a + bi and λ2 = a − bi.
In this case it is necessary to make sense of general solutions
that involve powers of complex numbers:
xn = C1 (a + bi)n + C2 (a − bi)n
We can make
( a change of coordinates
( from (a, b) to (r , θ):
p
a = r cos θ r = (a2 + b 2 )
⇔
b = r sin θ θ = arctan (b/a)
where B1 = C1 + C2 and B2 = C1 − C2 .
Thus xn has a real part and an imaginary part.
Difference Equations
Complex roots
For
un = r n cos nθ
vn = r n sin nθ
we have xn = B1 un + i B2 vn .
It can be proved that the real and the imaginary parts of this
complex solution are themselves solutions. It is then usual to
define a real-valued solution by linear superposition of the real
quantities un and vn :
xn = A1 un + A2 vn
= r n (A1 cos nθ + A2 sin nθ)
Difference Equations
Complex roots
Complex eingenvalues are associated to oscilatory solutions.
These solutions have a growing amplitude if r > 1 and
decreasing amplitude if r < 1, and constant amplitude if
r = 1. The frequency of oscilation depends on the ratio b/a.
Difference Equations
Example: complex roots
The difference equation
xn+2 − 2xn+1 + 2xn = 0
This leads to
(a11 − λ)(a22 − λ) − a12 a21 = 0
Difference Equations
Vn = C1 v1 λn1 + C2 v2 λn2
Exercise