Math 2.0

Difference and functional equations Definition

Equilibrium of a difference equation

Builds on Fixed pointRecurrence relation

Definition

Let XX be a set and let k≥1k \ge 1. Let F ⁣:Xk→XF \colon X^k \to X be a function, and consider the autonomous recurrence xn+1=F(xn,xn−1,…,xn−k+1)(n≥k−1).x_{n+1} = F(x_n, x_{n-1}, \dots, x_{n-k+1}) \qquad (n \ge k - 1). A point x∗∈Xx^* \in X is an equilibrium (or equilibrium point) of this difference equation if F(x∗,x∗,…,x∗)=x∗F(x^*, x^*, \dots, x^*) = x^*. For k=1k = 1, this says that x∗x^* is a fixed point of FF.

Remarks

The point x∗x^* is an equilibrium if and only if the constant sequence xn=x∗x_n = x^* is a solution. Example: for the logistic recurrence xn+1=rxn(1−xn)x_{n+1} = r x_n (1 - x_n) on ℝ\R with r≠0r \ne 0, the equation rx(1−x)=xr x (1 - x) = x gives the equilibria 00 and 1−1/r1 - 1/r. For r=2r = 2, check: 2⋅12⋅12=122 \cdot \tfrac12 \cdot \tfrac12 = \tfrac12. Non-example: xn+1=xn+1x_{n+1} = x_n + 1 on ℝ\R has no equilibrium, since x+1≠xx + 1 \ne x for every xx. For a non-autonomous equation xn+1=F(n,xn)x_{n+1} = F(n, x_n), an equilibrium is a point x∗x^* with F(n,x∗)=x∗F(n, x^*) = x^* for all nn. Other names are fixed point, steady state and stationary solution.

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  1. Function concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Fixed_point_(mathematics)
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