Solving Difference Equations: Method and Examples, Study notes of Algorithms and Programming

The method and examples of solving difference equations using the given initial conditions. It includes finding the roots, determining the general solution, and applying it to specific examples.

Typology: Study notes

Pre 2010

Uploaded on 08/30/2009

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11/1/2002
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Difference Equations
Solve fn= fn-1 + fn-2f0= 2, f1= 1
Step 1: Find Roots
fn=fn-1 +fn-2
fn- fn-1 - fn-2= 0
λ2-λ-1 = 0
(1±(12-4*1*(-1)))/(2*1) = (1±5)/2
⇒λ1= (1+5)/2, λ2= (1-5)/2
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Step 2: Find General Solution
fn= a1λ1n+ a2λ2n
substitute in initial conditions and solve
n = 0: f0= 2 = a1λ10+ a2λ20= a1+ a2
2 -a1 = a2
n = 1: f1= 1 = a1λ11+ a2λ21
1 = a1λ1+ (2 -a1)λ2
1 = a1λ1+ 2 λ2-a1λ2
1 -2 λ2= (λ1 -λ2) a1
a1 = (1 -2 λ2)/ (λ1 -λ2)
a1= 1 a2= 2 -1 = 1
fn= 1*λ1n+ 1*λ2n= ((1+5)/2)n+ ((1-5)/2)n
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1

Difference Equations

Solve fn = fn-1 + fn-2 f 0 = 2, f 1 = 1 Step 1: Find Roots fn = fn-1 + fn- fn - fn-1 - fn-2 = 0 λ^2 - λ - 1 = 0 (1±√(1^2 - 41(-1)))/(2*1) = (1±√5)/ ⇒λ 1 = (1+√5)/2, λ 2 = (1-√5)/

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Step 2: Find General Solution fn = a 1 λ 1 n^ + a 2 λ 2 n substitute in initial conditions and solve n = 0: f 0 = 2 = a 1 λ 10 + a 2 λ 20 = a 1 + a 2 2 - a 1 = a 2 n = 1: f 1 = 1 = a 1 λ 11 + a 2 λ 21 1 = a 1 λ 1 + (2 - a 1 ) λ 2 1 = a 1 λ 1 + 2 λ 2 - a 1 λ 2 1 - 2 λ 2 = (λ 1 - λ 2 ) a 1 a 1 = (1 - 2 λ 2 )/ (λ 1 - λ 2 ) a 1 = 1 ⇒ a 2 = 2 - 1 = 1 ⇒ fn = 1λ 1 n^ + 1λ 2 n^ = ((1+√5)/2)n^ + ((1-√5)/2)n

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Solve xn = xn-1 + 2xn-2 x 0 = 1, x 1 = 1 Step 1: Find Roots xn = xn-1 + 2xn- xn - xn-1 - 2xn-2 = 0 λ^2 - λ - 2 = 0 (1±√(1^2 - 41(-2)))/(2*1) = (1±√9)/ ⇒ λ 1 = (1+√9)/2 = 2, λ 2 = (1-√9)/2 = - Step 2: Find General Solution xn = a 1 λ 1 n^ + a 2 λ 2 n substitute in initial conditions and solve

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n = 0: x 0 = 1 = a 1 λ 10 + a 2 λ 20 1 = a 1 + a 2 1 - a 1 = a 2 n = 1: x 1 = 1 = a 1 λ 11 + a 2 λ 21 1 = a 1 λ 1 + (1 - a 1 )λ 2 1 = a 1 λ 1 + λ 2 - a 1 λ 2 1 - λ 2 = (λ 1 - λ 2 ) a 1 a 1 = (1 - λ 2 )/ (λ 1 - λ 2 ) a 1 = (1 - (-1))/(2 - (-1)) = 2/ ⇒ a 2 = 1 - 2/3 = 1/ ⇒ xn = 2/3 λ 1 n^ + 1/3 λ 2 n^ = 2/3(2)n^ + 1/3(-1)n

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Forcing Functions

Equations of the form: xn = ∑ cixn-i + g(n) where g(n) is the forcing function

n i=

Forcing function

Homogeneous part

Output of equation Output will look like either the homogeneous solution or the forcing function, which ever is larger

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Solve: xn = 3xn-1 + 5 x 0 = xn = hn + vn hn = 3hn- vn = 3vn-1 + 5 Step 1: Find Roots hn = 3hn- hn - 3hn-1 = 0 λ - 3 = 0 λ = 3 ⇒ hn = a 13 n

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Step 2: Find Particular Solution vn = 3vn-1 + 5 Guess vn = general equation of same form as forcing function GUESS: vn = c where c = constant Solve for variables by substituting in guess vn = 3vn-1 + 5 c = 3c + 5 -2c = 5 c = -5/ Substitute results into the guess equation ⇒ vn = -5/

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Step 3: Find General Solution hn = a 13 n xn = hn + vn xn = a 13 n^ - 5/ substitute in initial conditions and solve n = 0: x 0 = 1 = a 130 - 5/ 1 = a 1 - 5/ 7/2 = a 1 ⇒ xn = 7/2 * 3n^ - 5/

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c 1 n + c 0 = 3c 1 n - 3c 1 + 3c 0 + 2n - 4 pull out terms by their power n: c 1 n = 3c 1 n + 2n c 1 = 3c 1 + 2 -2 = 2 c 1 c 1 = - 1: c 0 = - 3c 1 + 3c 0 - 4 c 0 = - 3(-1) + 3c 0 - 4 //sub in answer c 0 = 3 + 3c 0 - 4 -2 c 0 = - 1 c 0 = 1/ ⇒ vn = c 1 n + c 0 = -1n + 1/2 = -n + 1/

Equation from last slide:

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if ax^3 +bx^2 + cx + d = ex^3 + fx^2 + gx + h this means that they = 0 for the same values of n. Therefore, 0 = ax^3 + bx^2 + cx + d 0 = ex^3 + fx^2 + gx + h this means that a = e, b = f, c = g, and d = h otherwise the polynomials wouldn’t be equal

Why Can Break Up By Powers

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Step 3: Find General Solution hn = a 13 n xn = hn + vn xn = a 13 n^ - n + 1/ substitute in initial conditions and solve n = 0: x 0 = 1 = a 130 - 0 + 1/ 1 = a 1 + 1/ 1/2 = a 1 ⇒ xn = 1/2 * 3n^ - n + 1/

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Solve xn = 3xn-1 + 2n^ x 0 = 1

xn = hn + vn hn = 3hn- vn = 3vn-1 + 2n

Step 1: Find Roots hn = 3hn- hn - 3hn-1 = 0 λ - 3 = 0 λ = 3 ⇒ hn = a 13 n