Math 2.0

Difference and functional equations Definition

Initial value problem for a recurrence

Builds on Recurrence relationOrder of a difference equation

Definition

Let XX be a set, let k≥1k \ge 1 be an integer, and let f ⁣:ℕ×Xk→Xf \colon \N \times X^k \to X be a function. Let c0,…,ck−1∈Xc_0, \dots, c_{k-1} \in X. The initial value problem for the recurrence relation of order kk given by ff, with initial values c0,…,ck−1c_0, \dots, c_{k-1}, is the system un+k=f(n,un,…,un+k−1)(n≥0),u0=c0, …, uk−1=ck−1.u_{n+k} = f(n, u_n, \dots, u_{n+k-1}) \quad (n \ge 0), \qquad u_0 = c_0, \ \dots, \ u_{k-1} = c_{k-1}. A solution is a sequence (un)n≥0(u_n)_{n \ge 0} in XX that satisfies all these equations.

Remarks

Every such problem has exactly one solution. The terms uk,uk+1,…u_k, u_{k+1}, \dots are computed one after the other from the recurrence, and induction on nn shows that no other choice is possible. Example: un+2=un+1+unu_{n+2} = u_{n+1} + u_n with u0=0u_0 = 0 and u1=1u_1 = 1 has the solution 0,1,1,2,3,5,…0, 1, 1, 2, 3, 5, \dots, the Fibonacci numbers. Non-example: giving only u0=0u_0 = 0 for this order 22 recurrence is not an initial value problem in this sense. Both 0,0,0,…0, 0, 0, \dots and 0,1,1,2,…0, 1, 1, 2, \dots satisfy the recurrence with u0=0u_0 = 0, so one initial value is too few. Initial conditions may also be placed at another starting index n0n_0 instead of 00.

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  1. Web https://en.wikipedia.org/wiki/Recurrence_relation
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DefinesInitial value problem for a recurrence
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