Math 2.0

Difference and functional equations Definition

Homogeneous and inhomogeneous linear recurrences

Builds on Recurrence relationSequence

Definition

Let KK be a field and let d≥1d \ge 1 be an integer. Let a0,…,ad−1 ⁣:ℕ→Ka_0, \dots, a_{d-1} \colon \N \to K and g ⁣:ℕ→Kg \colon \N \to K be sequences. A linear recurrence of order dd is the recurrence relation un+d+ad−1(n) un+d−1+⋯+a0(n) un=g(n)(n∈ℕ)u_{n+d} + a_{d-1}(n)\, u_{n+d-1} + \cdots + a_0(n)\, u_n = g(n) \qquad (n \in \N) for a sequence u ⁣:ℕ→Ku \colon \N \to K. The sequence gg is its right-hand side.

  1. The recurrence is homogeneous if g(n)=0g(n) = 0 for all nn.
  2. The recurrence is inhomogeneous if g(n)≠0g(n) \ne 0 for some nn.
  3. The associated homogeneous recurrence is the one with the same a0,…,ad−1a_0, \dots, a_{d-1} and with gg replaced by 00.

Remarks

Example: un+1−2un=1u_{n+1} - 2 u_n = 1 is inhomogeneous of order 11, with a0(n)=−2a_0(n) = -2 and g(n)=1g(n) = 1. Its associated homogeneous recurrence is un+1−2un=0u_{n+1} - 2 u_n = 0, whose solutions are c 2nc\, 2^n. Non-example: un+1=un2+1u_{n+1} = u_n^2 + 1 is not a linear recurrence at all, since the term un2u_n^2 is not linear in unu_n; so it is neither homogeneous nor inhomogeneous in this sense. When all aia_i are constant, the homogeneous case is a linear recurrence with constant coefficients. Other names are homogeneous and nonhomogeneous linear difference equations. The difference of two solutions of the inhomogeneous recurrence solves the associated homogeneous one.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Linear_recurrence_with_constant_coefficients
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TagSVGN0QKE2C
URIm2://SVGN0QKE2C
Kinddefinition
WritingW0 stub
MSC39A06, 39A05
DefinesHomogeneous and inhomogeneous linear recurrences
UsesRecurrence relation, Sequence

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