Math 2.0

Difference and functional equations Definition

Recurrence relation

Definition

Let XX be a set and let kk be a positive integer. A recurrence relation of order kk on XX is an equation un+k=f(n,un,un+1,…,un+k−1)(n≥0)u_{n+k} = f(n, u_n, u_{n+1}, \dots, u_{n+k-1}) \qquad (n \ge 0) for a sequence (un)n≥0(u_n)_{n \ge 0} in XX, where f:ℕ×Xk→Xf : \mathbb{N} \times X^k \to X is a given function.

A solution is a sequence that satisfies the equation for all n≥0n \ge 0.

Remarks

For each choice of initial values u0,…,uk−1u_0, \dots, u_{k-1} there is exactly one solution. This follows by induction on nn. Examples: the factorial satisfies un+1=(n+1)unu_{n+1} = (n + 1) u_n of order 11. The Fibonacci sequence satisfies un+2=un+1+unu_{n+2} = u_{n+1} + u_n of order 22. An important special case is a linear recurrence with constant coefficients.

Where this leads

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Further reading

  1. Web https://en.wikipedia.org/wiki/Recurrence_relation, Definition
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