Scribd
Upload
14 views

Finite Difference Equations

The document discusses linear difference equations, which are the discrete analog of differential equations. It provides definitions and theorems regarding existence and uniqueness of solutions for initial value problems of finite difference equations. The document also specifically examines linear constant coefficient difference equations of first order.

Uploaded by

Olusola Akintunlaji
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
14 views

Finite Difference Equations

The document discusses linear difference equations, which are the discrete analog of differential equations. It provides definitions and theorems regarding existence and uniqueness of solutions for initial value problems of finite difference equations. The document also specifically examines linear constant coefficient difference equations of first order.

Uploaded by

Olusola Akintunlaji
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 3

See discussions, stats, and author profiles for this publication at: https://www.researchgate.

net/publication/319846030

Finite Difference Equations

Chapter · January 2005


DOI: 10.1007/0-387-27645-9_3

CITATIONS READS

0 48

3 authors, including:

Robby Robson
Eduworks
84 PUBLICATIONS 636 CITATIONS

SEE PROFILE

Some of the authors of this publication are also working on these related projects:

Intelligent Tutoring Systems View project

Knowledge Management View project

All content following this page was uploaded by Robby Robson on 06 March 2018.

The user has requested enhancement of the downloaded file.


3
Finite Difference Equations

3.1 Linear Difference Equations


A difference equation is the discrete analog of a differential equation. Al-
though differential equations are typically studied earlier in a mathematical
curriculum, there are many respects in which the theory of difference equa-
tions is simpler. A finite difference equation has the general form

(3.1) sn = Φ(sn−1 , sn−2 , . . . , sn−k , n),

where Φ is a fixed complex-valued function and the integer k is called the


order of the equation. The initial value problem for (3.1) is the problem
of finding a sequence sn that satisfies (3.1) for a given function Φ and a
fixed initial value vector S0 = (sk−1 , . . . , s1 , s0 )T . An initial value problem
has only one solution, because (as in Chapter 2) for any fixed k initial values
s0 , . . . , sk−1 , the k th term is specified by sk = Φ(sk−1 , sk−2 , . . . , s0 , k), and
all successive values are similarly found. From this we obtain the following
result.

Theorem 3.1.1 (Existence and uniqueness theorem). Every initial


value problem for a finite difference equation has a unique solution.

The essential ingredient in the proof of this result is the assumption that
Φ is a function, that is, that Φ returns exactly one value for a given input.
The function Φ is called a linear function in the variables sn−1 , . . . , sn−k
if there exist k + 1 complex-valued functions g1 , . . . , gk and ψ defined on
34 3. Finite Difference Equations

the natural numbers such that for all n ≥ k,


Φ(sn−1 , sn−2 , . . . , sn−k , n) = g1 (n)sn−1 + · · · + gk (n)sn−k + ψ(n) ,
where ψ is called the input or forcing function. When Φ is a linear
function, then (3.1) is called a linear difference equation. For the special
case in which the coefficients g1 , . . . , gk are constants, (3.1) becomes
sn = c1 sn−1 + · · · + ck sn−k + ψ(n) for c1 , . . . , ck ∈ C ,
and it is called a constant coefficient equation.
In this chapter we study linear constant coefficient difference equations,
and we will simply refer to them as difference equations or recurrences.
Every such recurrence can be written in the form
(L) sn − c1 sn−1 − c2 sn−2 − · · · − ck sn−k = ψ(n) for n ≥ k ,
for some complex-valued function ψ and constants c1 , . . . , ck , where ck is
non-zero. The homogeneous linear constant coefficient equation (HL) stud-
ied in Chapter 2 is the special case in which the input function ψ(x) is the
zero function.

3.1.1 First–order equations


A first–order recurrence has the form
(L1) sn = λsn−1 + ψ(n) for all n ≥ 1 ,
where the function ψ is defined for all positive natural numbers and λ = 0.
When we consider the associated initial value problem for fixed s0 = α0 ,
we have
s0 = α0 ;
s1 = λs0 + ψ(1) = λα0 + ψ(1) ;
s2 = λs1 + ψ(2) = λ2 α0 + λψ(1) + ψ(2) ;
s3 = λs2 + ψ(3) = λ3 α0 + λ2 ψ(1) + λψ(2) + ψ(3);
..
.
and this gives the following form for the solution.
Theorem 3.1.2. The initial value problem
(3.2) sn = λsn−1 + ψ(n), s0 = α0 ,
always has the unique solution sn with general term

n
n
(3.3) sn = α0 λ + ψ(i)λn−i
i=1

(where the sum is defined to be zero when n = 0).

View publication stats

You might also like