Math 2.0

Difference and functional equations Definition

Periodic solution of a difference equation

Builds on Periodic sequencePeriodic point

Definition

Let k≥1k \ge 1, let SS be a set, and let F ⁣:Sk→SF \colon S^k \to S be a map. Consider the autonomous difference equation of order kk xn+k=F(xn,xn+1,…,xn+k−1),n≥0.x_{n+k} = F(x_n, x_{n+1}, \dots, x_{n+k-1}), \qquad n \ge 0. Let p≥1p \ge 1 be an integer. A solution (xn)n≥0(x_n)_{n \ge 0} is periodic with period pp if it is a periodic sequence with period pp, that is, xn+p=xnx_{n+p} = x_n for all n≥0n \ge 0. Its prime period is its least period.

Remarks

Example: for xn+2=xn+1/xnx_{n+2} = x_{n+1} / x_n on S=(0,∞)S = (0, \infty) with x0=ax_0 = a and x1=bx_1 = b, the solution is a,b,b/a,1/a,1/b,a/b,a,b,…a, b, b/a, 1/a, 1/b, a/b, a, b, \dots, so every solution is periodic with period 66.

Non-example: for xn+1=2xnx_{n+1} = 2 x_n on ℝ\R with x0=1x_0 = 1, the solution xn=2nx_n = 2^n is strictly increasing, so xn+p≠xnx_{n+p} \ne x_n for all p≥1p \ge 1 and it is not periodic.

For k=1k = 1 and F=fF = f, the solution starting at x0x_0 is periodic with period pp if and only if fp(x0)=x0f^p(x_0) = x_0, that is, x0x_0 is a periodic point of ff. A periodic solution of period 11 is an equilibrium. For a non-autonomous equation, one asks for periodic solutions when the equation itself is periodic in nn.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Periodic_point
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DefinesPeriodic solution of a difference equation
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