Math 2.0

Difference and functional equations Definition

Rational difference equation

Builds on Nonlinear difference equation

Definition

Let k≥0k \ge 0 be an integer, and let α,β0,…,βk,A,B0,…,Bk\alpha, \beta_0, \dots, \beta_k, A, B_0, \dots, B_k be real numbers. A rational difference equation is a nonlinear difference equation of the form xn+1=α+∑i=0kβi xn−iA+∑i=0kBi xn−i(n≥0),x_{n+1} = \frac{\alpha + \sum_{i=0}^{k} \beta_i\, x_{n-i}}{A + \sum_{i=0}^{k} B_i\, x_{n-i}} \qquad (n \ge 0), for real sequences (xn)n≥−k(x_n)_{n \ge -k}. The initial values x−k,…,x0x_{-k}, \dots, x_0 are taken such that the denominator is nonzero for every n≥0n \ge 0.

Remarks

Example: xn+1=1/(1+xn)x_{n+1} = 1/(1 + x_n) is a rational difference equation with k=0k = 0, α=1\alpha = 1, β0=0\beta_0 = 0, A=1A = 1, B0=1B_0 = 1. For x0=1x_0 = 1 all denominators are at least 11, and xn=Fn+1/Fn+2x_n = F_{n+1}/F_{n+2} with FF the Fibonacci numbers. Non-example: xn+1=1/(1+xn2)x_{n+1} = 1/(1 + x_n^2) is not of this form, since its denominator is not affine in xnx_n. If all Bi=0B_i = 0 and A≠0A \ne 0, the equation is linear; the interesting cases have some Bi≠0B_i \ne 0. The case k=0k = 0, xn+1=(axn+b)/(cxn+d)x_{n+1} = (a x_n + b)/(c x_n + d) with c≠0c \ne 0 and ad−bc≠0ad - bc \ne 0, is the Riccati difference equation.

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  1. Web https://en.wikipedia.org/wiki/Rational_difference_equation
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