1.

3 Second-Order Difference Equations:

Consider a second-order difference equation with constant coefficients of the form

𝑵𝒕+𝟐 + 𝒂 𝑵𝒕+𝟏 + 𝒃 𝑵𝒕 = 𝟎

where 𝑎 and 𝑏 are constants.

Attempt a solution of the form

𝑵𝒕 = 𝝀 𝒕

for some 𝛌 (≠ 𝟎) to be determined.

 We have two solutions that satisfy the difference equation we were given!

Principle of Superposition

The two roots of the characteristic equation

−𝑎 + √𝑎2 − 4𝑏 −𝑎 − √𝑎2 − 4𝑏
𝜆1 = , 𝜆2 =
2 2
could be

CASE 1 two distinct real roots

CASE 2 real but equal roots

CASE 3 complex conjugate pair of complex roots

 (𝒂𝟐 − 𝟒𝒃 > 𝟎)

If the characteristic equation has two unequal real roots 𝜆1 and 𝜆2 , we find two linearly independent solutions

(𝝀𝟏 )𝒕 and (𝝀𝟐 )𝒕 .

General Solution

Dominant Eigenvalue

The dominant eigenvalue is the value 𝝀𝒊 that is largest in absolute value.

NOTE. 𝝀𝒊 may be a complex number.

For example, for complex number 𝜆𝑖 = 𝛼 + 𝑖𝛽 where 𝛼 and β are real numbers, the absolute value of 𝜆𝑖 is
|𝜆𝑖 | = √𝛼 2 + 𝛽 2

The dominant eigenvalue has the strongest effect on the solution.

(𝒂𝟐 − 𝟒𝒃 = 𝟎)

𝑎
When 𝜆1 = 𝜆2 , we have only one solution (λ1 )𝑡 where λ1 = − . In this case, the two linearly independent
2

solutions are The second solution is found

(𝜆1 )𝑡 and 𝒕(𝜆1 )𝑡 by multiplying by 𝒕

General Solution
 (𝒂𝟐 − 𝟒𝒃 < 𝟎)

When 𝑎2 − 4𝑏 < 0, the roots of the characteristic equation are

−𝑎 ± √𝑎2 − 4𝑏 −𝑎 ± √−(4𝑏 − 𝑎2 ) −𝑎 ± 𝒊√4𝑏 − 𝑎2 𝑎 √4𝑏 − 𝑎2

𝜆1,2 = = = = − ±𝑖
2 2 2 2 2

where 𝒊 = √−𝟏 .

In practice, however, we prefer to work with real-valued solutions!

These complex numbers

𝑎 √4𝑏 − 𝑎2
𝜆1,2 = 𝐴 ± 𝑖 𝐵 where A = − and 𝐵 =
2 2

can be expressed in trigonometric forms as

𝐵
𝝀𝟏,𝟐 = 𝑹 (𝐜𝐨𝐬 𝜽 ± 𝒊 𝐬𝐢𝐧 𝜽) = 𝑹𝒆±𝒊𝜽 where 𝑅 = √𝐴2 + 𝐵2 and 𝜃 = arctan ( )
𝐴

Euler’s Formula: 𝒆±𝒊𝜽 = 𝐜𝐨𝐬 𝜽 ± 𝒊 𝐬𝐢𝐧 𝜽

If (𝜆1 )𝑡 and (𝜆2 )𝑡 are solutions of the original difference equation, 𝑁𝑡+2 + 𝑎 𝑁𝑡+1 + 𝑏 𝑁𝑡 = 0, then so are

(𝜆1 )𝑡 + (𝜆2 )𝑡 (𝜆1 )𝑡 − (𝜆2 )𝑡

= 𝑅 𝑡 cos(𝑡𝜃) and = 𝑅 𝑡 sin(𝑡𝜃).
2 2𝑖

Thus, the general solution, in this case, is

𝑵𝒕 = 𝒄𝟏 𝑹𝒕 𝐜𝐨𝐬(𝒕𝜽) + 𝒄𝟐 𝑹𝒕 𝐬𝐢𝐧(𝒕𝜽)

where 𝑐1 and 𝑐2 are arbitrary constants.

Application Fibonacci Sequence
Leonardo de Pisa (also known as Fibonacci) in his arithmetic book set a modeling exercise involving any
hypothetical growing rabbit population.

Fibonacci made the following assumptions when he came up with his mathematical pattern of rabbit breeding
trends:
• Begin with one male and one female rabbit. Rabbits can mate at the age of one month, so by the end of
the second month, each female can produce another pair of rabbits
• The rabbits never die
• The female produces one male and one female every month.

Now, let’s count pairs of rabbits, not individuals!

Begin with one pair of new born rabbits. (1)
At the end of the first month, still only one pair exists. (1)
At the end of the second month, the female has produced a second pair,
so two pairs exist. (2)
At the end of third month, the original female has produced another pair,
and now three pairs exist. (3)
At the end of fourth month, the original female has produced yet another
pair, and the female born two months earlier has produced her first pair,
making a total of five pairs. (5)

Thus, we obtain the Fibonacci sequence,

𝟏, 𝟏, 𝟐, 𝟑, 𝟓, 𝟖, 𝟏𝟑, 𝟐𝟏, 𝟑𝟒, 𝟓𝟓, 𝟖𝟗, 𝟏𝟒𝟒, …

How to Understand the Fibonacci Sequence Mathematically

Notice that the first two numbers in the Fibonacci Sequence are the same: 1 and 1.
The 3rd term can be found by adding the 1st and 2nd terms.
The 4th term can be found by adding the 2nd and 3rd terms.

and so on.

In general, any other number in the Fibonacci Sequence is the sum of the two preceding numbers. That is
Solve the Fibonacci equation.
 There is Beauty in Mathematics

Golden Ratio

φ
Represented by the Greek letter phi (φ), the Golden Ratio is the irrational number

𝟏 + √𝟓
𝝓 = = 𝟏. 𝟔𝟏𝟖𝟎𝟑𝟑𝟗𝟖𝟖𝟕 …
𝟐

Special Properties

Returning to the Fibonacci equation,

the general solution of the Fibonacci equation in terms of 𝝓 can be written as

𝟏 𝒏
𝑭𝒏 = 𝒄𝟏 𝝓𝒏 + 𝒄𝟐 (− )
𝝓
 Euclid and the Golden Ratio

Euclid, sometimes called Euclid of Alexandria, was a Greek mathematician, often referred
to as the “founder of geometry” or the “father of geometry.” In book 6 of the Elements, Euclid
gives us the definition of the Golden Ratio.

Eukleides of Alexandria
(about 325 BC – about 265 BC)
© Wikipedia

We can find the Golden Ratio when we divide a line into two parts so that:

RATIO of the whole length TO the long part

is also equal to
RATIO of the long part TO the short part

a b

a +b
 Golden Rectangle & Self-Similarity

A Golden Rectangle is a rectangle that can be cut up into a square and a rectangle similar
to the original one. The rectangle is constructed with the proportion 1 ∶ ϕ as the ratio of
its short to long side. In other words, the long side is ϕ (= 1.6180339887 … ) times the
size of the short side.
In human anatomy, such as the width to the height of an adult face, or the length measured
from the top of the head to the navel and from the navel to the bottom of the feet, are roughly
in the ratio of 1 ∶ ϕ.

13 13
34 34 Continue
21 21

21 34 21 34 The number in each square is

the length of side of the square.

Golden Spiral

If you continue dividing the smaller rectangle into a square and an even smaller Golden Rectangle and then draw
quarter circles in each square, you get a spiral. The illustration on the last figure is one of the most famous images
in mathematics. The curve is called the “Golden Spiral.”
 Golden Angle

The Golden Angle happens when you bend a line segment, which is divided with the proportion 1 ∶ ϕ as the ratio
of its short to the long side, to make a circle as shown below:

Phyllotaxis is the study of leaf arrangements in plants. Fibonacci

numbers are found to be prevalent in the phyllotaxis on various trees,
in seed heads, pinecones, and sunflowers. It is still an ongoing effort
by botanists and applied mathematicians to try to understand why
this is so from biological and mechanical perspectives.
Fibonacci Sequence in Nature

In spiral phyllotaxis, the number of visible spirals is most often two successive elements of the Fibonacci
sequence 1, 1, 2, 3, 5, 8, 13, 21, 34, 55, 89, 144, … where each number is the sum of the
previous two. When this occurs, the angle between successive leaves or botanical elements is close to the
Golden Angle – about 137.5°.