Difference and functional equations Definition
Initial value problem for a recurrence
Definition
Let be a set, let be an integer, and let be a function. Let . The initial value problem for the recurrence relation of order given by , with initial values , is the system A solution is a sequence in that satisfies all these equations.
Remarks
Every such problem has exactly one solution. The terms are computed one after the other from the recurrence, and induction on shows that no other choice is possible. Example: with and has the solution , the Fibonacci numbers. Non-example: giving only for this order recurrence is not an initial value problem in this sense. Both and satisfy the recurrence with , so one initial value is too few. Initial conditions may also be placed at another starting index instead of .
Reading path
To understand this page from the ground up, read these 3 pages in order. The foundations come first.
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- Recurrence relation definition
- Order of a difference equation definition
- Initial value problem for a recurrence definition
Further reading
About this page
| Tag | DV00798WNX |
|---|---|
| URI | m2://DV00798WNX |
| Kind | definition |
| Writing | W0 stub |
| MSC | 39A05 |
| Defines | Initial value problem for a recurrence |
| Uses | Recurrence relation, Order of a difference equation |
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