Scribd
Upload
743 views4 pages

(Saber Elaydi) An Introduction To Difference Equation

- The document discusses linear difference equations of higher order, specifically nonhomogeneous equations. - It presents methods for finding the general solution of a nonhomogeneous equation, which is the sum of the complementary solution (of the associated homogeneous equation) and a particular solution. - The method of undetermined coefficients is introduced to find a particular solution, making an educated guess of its form based on the form of the nonhomogeneous term. - Several examples demonstrate applying the method to find the general solution of specific nonhomogeneous equations.

Uploaded by

Allan Ferraz
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
743 views4 pages

(Saber Elaydi) An Introduction To Difference Equation

- The document discusses linear difference equations of higher order, specifically nonhomogeneous equations. - It presents methods for finding the general solution of a nonhomogeneous equation, which is the sum of the complementary solution (of the associated homogeneous equation) and a particular solution. - The method of undetermined coefficients is introduced to find a particular solution, making an educated guess of its form based on the form of the nonhomogeneous term. - Several examples demonstrate applying the method to find the general solution of specific nonhomogeneous equations.

Uploaded by

Allan Ferraz
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 4

84

2. Linear Dierence Equations of Higher Order

Conclusion
(i) From the above example we conclude that in contrast to the situation
for homogeneous equations, solutions of the nonhomogeneous equation (2.4.1) do not form a vector space. In particular, neither the sum
(dierence) of two solutions nor a multiple of a solution is a solution.
(ii) From part (b) in Example 2.28 we found that the dierence of the
solutions y2 (n) and y1 (n) of the nonhomogeneous equation is actually
a solution of the associated homogeneous equation. This is indeed true
for the general nth-order equation, as demonstrated by the following
result.
Theorem 2.29. If y1 (n) and y2 (n) are solutions of (2.4.1), then x(n) =
y1 (n) y2 (n) is a solution of the corresponding homogeneous equation
x(n + k) + p1 (n)x(n + k 1) + + pk (n)x(n) = 0.

(2.4.2)

Proof. The reader will undertake the justication of this theorem in


Exercises 2.4, Problem 12.
2
It is customary to refer to the general solution of the homogeneous equation (2.4.2) as the complementary solution of the nonhomogeneous equation
(2.4.1), and it will be denoted by yc (n). A solution of the nonhomogeneous equation (2.4.1) is called a particular solution and will be denoted
by yp (n). The next result gives us an algorithm to generate all solutions of
the nonhomogeneous equation (2.4.1).
Theorem 2.30. Any solution y(n) of (2.4.1) may be written as
y(n) = yp (n) +

k


ai xi (n),

i=1

where {x1 (n), x2 (n), . . . , xk (n)} is a fundamental set of solutions of the


homogeneous equation (2.4.2).
Proof. Observe that according to Theorem 2.29, y(n) yp (n) is a
solution of the homogeneous equation (2.4.2). Thus y(n) yp (n) =
k
i=1 ai xi (n), for some constants ai .
The preceding theorem leads to the denition of the general solution of
the nonhomogeneous equation (2.4.1) as
y(n) = yc (n) + yp (n).

(2.4.3)
2

We now turn our attention to nding a particular solution yp of


nonhomogeneous equations with constant coecients such as
y(n + k) + p1 y(n + k 1) + + pk y(n) = g(n).

(2.4.4)

2.4 Nonhomogeneous Equations: Methods of Undetermind Coeceints

85

Because of its simplicity, we use the method of undetermined coecients


to compute yp .
Basically, the method consists in making an intelligent guess as to the
form of the particular solution and then substituting this function into the
dierence equation. For a completely arbitrary nonhomogeneous term g(n),
this method is not eective. However, denite rules can be established for
the determination of a particular solution by this method if g(n) is a linear
combination of terms, each having one of the forms
an ,

sin(bn),

or nk ,

(2.4.5)

an nk cos(bn), . . . .

(2.4.6)

cos(bn),

or products of these forms such as


an sin(bn),

an nk ,

Denition 2.31. A polynomial operator N (E), where E is the shift


operator, is said to be an annihilator of g(n) if
N (E)g(n) = 0.

(2.4.7)

In other words, N (E) is an annihilator of g(n) if g(n) is a solution of


(2.4.7). For example, an annihilator of g(n) = 3n is N (E) = E 3, since
(E 3)y(n) = 0 has a solution y(n) = 3n . An annihilator of g(n) = cos n
2
is N (E) = E 2 + 1, since (E 2 + 1)y(n) = 0 has a solution y(n) = cos n
2 .
Let us now rewrite (2.4.4) using the shift operator E as
p(E)y(n) = g(n),

(2.4.8)

where p(E) = E k + p1 E k1 + p2 E k2 + + pk I.
Assume now that N (E) is an annihilator of g(n) in (2.4.8). Applying
N (E) on both sides of (2.4.8) yields
N (E)p(E)y(n) = 0.

(2.4.9)

Let 1 , 2 , . . . , k be the characteristic roots of the homogeneous equation


p(E)y(n) = 0,

(2.4.10)

and let 1 , 2 , . . . , k be the characteristic roots of


N (E)y(n) = 0.

(2.4.11)

We must consider two separate cases.


Case 1. None of the i s equals any of the i s. In this case, write yp (n) as
the general solution of (2.4.11) with undetermined constants. Substituting
back this guesstimated particular solution into (2.4.4), we nd the values
of the constants. Table 2.3 contains several types of functions g(n) and their
corresponding particular solutions.
Case 2. i = j for some i, j. In this case, the set of characteristic roots
of (2.4.9) is equal to the union of the sets {i }, {j } and, consequently,

86

2. Linear Dierence Equations of Higher Order


TABLE 2.3. Particular solutions yp (n).
g(n)
an
nk
nk an
sin bn, cos bn
an sin bn, an cos bn
an nk sin bn, an nk cos bn

yp (n)
c1 an
c0 + c1 n + + ck nk
c0 an + c1 nan + + ck nk an
c1 sin bn + c2 cos bn
(c1 sin bn + c2 cos bn)an
(c0 + c1 n + + ck nk )an sin(bn)
+ (d0 + d1 n + dk nk )an cos(bn)

contains roots of higher multiplicity than the two individual sets of characteristic roots. To determine a particular solution yp (n), we rst nd the
general solution of (2.4.9) and then drop all the terms that appear in yc (n).
Then proceed as in Case 1 to evaluate the constants.
Example 2.32. Solve the dierence equation
y(n + 2) + y(n + 1) 12y(n) = n2n .

(2.4.12)

Solution The characteristic roots of the homogeneous equation are 1 = 3


and 2 = 4.
Hence,
yc (n) = c1 3n + c2 (4)n .
Since the annihilator of g(n) = n2n is given by N (E) = (E 2)2 (Why?),
we know that 1 = 2 = 2. This equation falls in the realm of Case 1, since
i = j , for any i, j. So we let
yp (n) = a1 2n + a2 n2n .
Substituting this relation into equation (2.4.12) gives
a1 2n+2 + a2 (n + 2)2n+2 + a1 2n+1 + a2 (n + 1)2n+1 12a1 2n 12a2 n2n = n2n ,
(10a2 6a1 )2n 6a2 n2n = n2n .
Hence
10a2 6a1 = 0 and

6a2 = 1,

or
a1 =

5
,
18

a2 =

1
.
6

The particular solution is


yp (n) =

5 n 1 n
2 n2 ,
18
6

and the general solution is


y(n) = c1 3n + c2 (4)n

5 n 1 n
2 n2 .
18
6

2.4 Nonhomogeneous Equations: Methods of Undetermind Coeceints

87

Example 2.33. Solve the dierence equation


(E 3)(E + 2)y(n) = 5(3n ).

(2.4.13)

Solution The annihilator of 5(3n ) is N (E) = (E 3). Hence, 1 = 3. The


characteristic roots of the homogeneous equation are 1 = 3 and 2 = 2.
Since 1 = 1 , we apply the procedure for Case 2.
Thus,
(E 3)2 (E + 2)y(n) = 0.

(2.4.14)

Now yc (n) = c1 3n + c2 (2)n .


We now know that the general solution of (2.4.14) is given by
y(n) = (a1 + a2 n)3n + a3 (2)n .
Omitting from y(n) the terms 3n and (2)n that appeared in yc (n), we set
yp (n) = a2 n3n . Substituting this yp (n) into (2.4.13) gives
a2 (n + 2)3n+2 a2 (n + 1)3n+1 + 6a2 n3n = 5.3n ,
or
1
.
3
Thus yp (n) = n3n1 , and the general solution of (2.4.13) is
a2 =

y(n) = c1 3n + c2 (2)n + n3n1 .


Example 2.34. Solve the dierence equation
y(n + 2) + 4y(n) = 8(2n ) cos

 n 

.
(2.4.15)
2
Solution The characteristic equation of the homogeneous equation is
2 + 4 = 0.
The characteristic roots are
1 = 2i,
Thus r = 2, = /2, and

2 = 2i.


 n 
 n 
+ c2 sin
.
yc (n) = 2n c1 cos
2
2


Notice that g(n) = 2n cos n
appears in yc (n). Using Table 2.3, we set
2
 n 

 n 
+ bn sin
.
(2.4.16)
yp (n) = 2n an cos
2
2
Substituting (2.4.16) into (2.4.15) gives

 n

 n

2n+2 a(n + 2) cos
+ + b(n + 2) sin
+
2 
 n  2

 n 
n
n
+ bn sin
= 8(2n ) cos
.
+ (4)2 an cos
2
2
2

You might also like