This document discusses non-homogeneous recurrence relations, which involve terms that depend on n in addition to previous terms. It presents theorems for finding the general form of solutions for such relations, including allowing multiple roots in the characteristic equation, and finding particular solutions when the non-homogeneous term F(n) is a polynomial or exponential function of n. Examples are provided to illustrate the methods, such as finding the solution to the recurrence relation for the sum of integers from 1 to n.
This document discusses non-homogeneous recurrence relations, which involve terms that depend on n in addition to previous terms. It presents theorems for finding the general form of solutions for such relations, including allowing multiple roots in the characteristic equation, and finding particular solutions when the non-homogeneous term F(n) is a polynomial or exponential function of n. Examples are provided to illustrate the methods, such as finding the solution to the recurrence relation for the sum of integers from 1 to n.
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This document discusses non-homogeneous recurrence relations, which involve terms that depend on n in addition to previous terms. It presents theorems for finding the general form of solutions for such relations, including allowing multiple roots in the characteristic equation, and finding particular solutions when the non-homogeneous term F(n) is a polynomial or exponential function of n. Examples are provided to illustrate the methods, such as finding the solution to the recurrence relation for the sum of integers from 1 to n.
Copyright:
Attribution Non-Commercial (BY-NC)
Available Formats
Download as PPT, PDF, TXT or read online from Scribd
Review Problems • Solve the recurrence relation an = 4an-1 – 4an-2 with initial conditions a0 = 3 and a1 = 8. • Which recurrence relation has characteristic roots 2, 2, and -1? • Find the general form of the solution of the recurrence relation an = 8an-2 – 16an-4. Allowing multiple roots • Theorem 4: If the above characteristic equation has t distinct roots r1, r2, ..., rt with multiplicities m1, m2, ..., mt (such that mi≥1 and m1+m2+...+mt = k) then {an} is a solution of the recurrence if and only if an (b1,0 b1,1n b1,m1 1n m1 1 )r1n m2 1 (b2,0 b2,1n b2,m2 1n )r2n mt 1 (bt ,0 bt ,1n bt ,mt 1n ) rt n • for all n≥0, where bi,j are constants Example • Suppose the roots are 2,2,2,3,3,5. What is the form of the solution {an}? • an = (b1,0 + b1,1n + b1,2n2)2n + (b2,0 + b2,1n)3n + b3,05n Linear non-homogeneous recurrence relations • Still constant coefficients • Non-homogeneous: – We now have one or more additional terms which depend on n but not on previous values of an • Examples: – an= 2an-1 + 1, an=an-1 + n, an=an-2 + n2 + 1 • General form: – an = c1an-1 + c2an-2 + ... + ckan-k + F(n) Associated homogeneous recurrence relation • If we ignore F(n) in the previous form, we obtain the homogeneous recurrence relation associated with the non-homogeneous one we are trying to solve • Theorem 5: If {an(p)} is a particular solution for a non-homogeneous recurrence relation, then all solutions are of the form {an(p)}+{an(h)}, where {an(h)} is a solution of the associated homogeneous recurrence relation Proving Theorem 5 • Suppose {an(p)} is such a particular solution and {bn} is another solution • an(p) = c1an-1(p) + c2an-2(p) + ... + ckan-k(p) + F(n) • bn = c1bn-1 + c2bn-2 + ... + ckbn-k + F(n) • By subtracting the first equation from the second, • bn – an(p) = c1(bn-1 – an-1(p)) + c2(bn-2 – an-2(p)) + ... + ck(bn-k – an-k(p)) • bn – an(p) is a solution of the associated homogeneous recurrence relation Finding solutions • Finding a particular solution is the tricky part • There are general solutions for certain classes of functions F(n) but not for every possible F(n) • Sometimes, we have to guess on possible forms based on F(n) Example • an = 2an-1 + 2n, a1 = 6 • The homogeneous solution is – an(h) = b2n where b is some constant • For a particular solution, guess an(p) = cn + d • an(p) = cn + d = 2an-1(p) + 2n = 2(c(n-1) + d) + 2n = (2c + 2)n – 2c + 2d • (c + 2)n + (d – 2c) = 0 • c + 2 = 0 ⇔ c = -2 • d – 2c = 0 ⇔ d + 4 = 0 ⇔ d = -4 Example continued • We determined that any solution is of the form • an = -2n – 4 + b2n • With a1 = 6, we have • a1 = -2 – 4 + b21 = -6 + 2b = 6 ⇔ • 2b = 12 ⇔ b = 6 • an = -2n – 4 + 6·2n Polynomial and exponential F(n) • Theorem 6: If the function F(n) is of the form F(n) = (btnt + bt-1nt-1 + ... + b0)sn, then – If s is not a root of the characteristic equation of the associated homogeneous recurrence relation, there is a solution of the form (ptnt + pt-1nt-1 + ... + p0)sn – If s is such a root with multiplicity m, then there is a solution of the form nm(ptnt + pt-1nt-1 + ... + p0)sn Sum of integers • an = 1 + 2 + ... + n • Recurrence relation: an = an-1 + n • Associated homogeneous RR: an(h) = an-1(h) • Solving the homogeneous RR: an(h) = b·1n = b • F(n) = n = n·1n so t=1, b1=1, b0 = 0, s=1 • The homogeneous RR’s characteristic equation is r - 1 = 0 • so s is a characteristic root with multiplicity m=1 Sum of integers continued • A particular solution is of the form • an = n1(p1n + p0)1n = p1n2 + p0n • an = an-1 + n ⇔ • p1n2 + p0n = p1(n-1)2 + p0(n-1) + n = p1(n2 – 2n + 1) + p0(n-1) + n = p1n2 + (-2p1 + p0 + 1)n + (p1-p0) ⇔ • (-2p1 + 1)n + (p1-p0) = 0 • For this to be true, -2p1 + 1 = 0 ⇔ p1 = 1/2 • and p0 = p1 = 1/2 Sum of integers continued • Therefore the particular solution is n 2 n n( n 1) an p1n p0n 2 n 2 n 2 1 2 1 2 2 • and all solutions are of the form n( n 1) an b 2 • From the initial condition a1=1, we obtain • a1 = 1·(1+1)/2 + b = 1 + b, so b=0 Reading • Section 7.2 (Subsection on Non- homogeneous recurrence relations) Review Problems • Solve the recurrence relation an = 2an-1 + 3·2n with a0 = 2. • Can you apply Theorem 6 for finding particular solutions to the recurrence relation an = 5an-1 – 6an-2 + 2n + 3n with a0=3 and a1=5? • Solve the previous recurrence with the extra knowledge that it has a particular solution of the form qn2n + p1n + p0 where q, p1, and p0 are constants.