1 Methods of solution

1.1 First method

1
Consider the second-order, homogeneous equation

yk+2 + pk yk+1 + qk yk = 0, (1)

(1)
where pk and qk are given functions of k. Suppose that one solution, yk , is known
(2)
for Eq.(1). We now show that a second solution, yk , can be found. To proceed, we
note that the Casoratian C(k) satisfies the equation

C(k + 1) = qk C(k). (2)

Therefore,
k−1
Y
C(k) = AQk = A qi , (3)
i=1

where A is an arbitrary, nonzero constant. Now

(1) (2) (2) (1) (2)
C(k) yk yk+1 − yk yk+1 yk
(1) (1)
= (1) (1)
=∆ (1)
. (4)
yk yk+1 yk yk+1 yk

Applying ∆−1 to both sides gives

(2) (1) C(k) (1) Qk

yk = yk ∆−1 (1) (1)
= Ayk ∆−1 (1) (1)
. (5)
yk yk+1 yk yk+1

(1)
Thus, if a solution yk is known to Eq.(1), a second, linearly independent solution
can be found and is given by the expression in Eq.(5). [Note that the constant A in
Eq.(5) can be dropped.] The general solution to Eq.(1) is
(1) (2)
y k = c1 y k + c2 y k , (6)

where c1 and c2 are arbitrary constants.

1
Ronald E. Mickens,“Difference Equations Theory, Applications and Advanced Topics”, Third
Edition, Ed. CRC Press.

1
1.2 Second method
2
If a particular solution of the complementary equation (1), with k = x, is known
then the general solution of

y(x + 2) + p(x) y(x + 1) + q(x) y(x) = R(x), (7)

containing the necessary two arbitrary constants, can be found.

• Example
(x − 1) y(x + 2) + (2 − 3x) y(x + 1) + 2x y(x) = 0.
To find the solution of this equation for x > 0, given that a particular solution
is y(x) = x, and that y(x) = sin πx for 0 6 x < 2. Thus

(x − 1)(x + 2) + (2 − 3x)(x + 1) + 2x2 = 0,

and by by eliminating the middle term, we obtain

(x − 1)[(x + 1) y(x + 2) − (x + 2) y(x + 1)] + 2x[(x + 1) y(x) − x y(x + 1)] = 0,

or
∆{[x y(x + 1) − (x + 1) y(x)]/2x−1 (x − 1)} = 0;
hence,
x y(x + 1) − (x + 1) y(x) = A(x) 2x−1 (x − 1)
where A(x) is a unit periodic. Thus,

∆[y(x)/x] = A(x) 2x−1 (x − 1)/x(x − 1).

Splitting the right-hand side into partial fractions we obtain

A(x + 1) 2x A(x) 2x−1

 
x−1 2 1
∆[y(x)/x] = A(x) 2 − = − ,
x+1 x x+1 x

since A(x) = A(x + 1). Hence

y(x) = A(x) 2x + x B(x)

where A(x) and B(x) are periodic functions of period unity.

We now apply the boundary conditions to determine A(x) and B(x), the unit
periodics.
sin πx = A(x) 2x + x B(x) for 06x<2
or
sin π[x] = A([x]) 2[x] + [x] B([x]) for 0 6 x < 1,
2
H. Levy, and F. Lessman, “Finite Difference Equations”, Ed. Dover Publications, INC., New
York.

2
and

sin π(1 + [x]) = A([x]) 21+[x] + (1 + [x]) B([x]) for 1 6 x < 2,

where [x] = x − N , where N is the greatest integer occurring in x. Hence

sin π[x] (1 + 2[x])

A([x]) = = A(x)
2[x] (1 − [x])

and
−3 sin π[x]
B([x]) = = B(x),
1 − [x]
since A(x) and B(x) are unit periodics. Thus

2N (1 + 2x − 2N ) − 3x (1 + 2x − 2N )2N − 3x
 
y(x) = . sin π(x−N ) = (−1)N sin πx
1−x+N 1+N −x

for any positive value of x.