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Recurrence Relations
by

Dr. Meera H. Chudasama

P. D. Patel Institute of Applied Sciences,

Charotar University of Science & Technology,

Changa, Anand-388 421, Gujarat, India

September 15, 2020

| Recurrence RelationsDr. Meera H. Chudasama

 Outline
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Introduction

Linear recurrence relations with constant coefficients

Solution of Linear Homogeneous Recurrence Relation using the
Method of Characteristic Roots
Distinct Roots
Multiple Roots
Mixed Roots

Linear Non-homogeneous Recurrence Relations with Constant Coef-

ficients

Generating functions and solutions of recurrence relation

| Recurrence RelationsDr. Meera H. Chudasama

 1

Subject: MA253 Discrete Mathematics and Alge-

bra
I Solutions of recurrence relation by direct
methods
I Generating functions and solutions of
recurrence relation.

| Recurrence RelationsDr. Meera H. Chudasama

Consider the sequence 0,1,1,2,3,5,8,13,..... This sequence of num-
bers is called Fibonacci sequence.
Let a0 = 1 and a1 = 1. Then a0 + a1 = a2 = 2. In general, we have

an+2 = an+1 + an .

We get relation

an+2 − an+1 − an = 0, n ∈ N ∪ {0},

which is recurrence relation of Fibonacci sequence. Now consider

general expression,
an = 3n , n ≥ 0.
Suppose, we have relation

an = 3an−1 , a0 = 1.

Taking n = 1, 2, 3, ..., we get

a1 = 3a0 = 3, a2 = 3a1 = 9, a3 = 3a2 = 27, ..., an = 3n .
Hence 3n is a solution of recurrence relation an = 3an−1 .
 Linear recurrence relations with constant coeffi-
cients 3

A recurrence relation of the form

c0 an + c1 an−1 + c2 an−2 + ... + ck an−k = F (n), (2.1)

where ci 0 s (1 ≤ i ≤ k ) are constants is called a linear recurrence rela-

tion with constant coefficients. The recurrence relation (2.1) is known
as k th -order(or degree k ) recurrence relation, provided that both c0
and ck are non-zero. For example

2an + 3an−1 = 2n ,

which is first order recurrence relation and

3ar − 5ar −1 + 2ar −2 = r 2 + 5

is second order recurrence relation.

| Recurrence RelationsDr. Meera H. Chudasama

 4

We try to find solution of the form a n = r n , where r is constant.

an = r n is a solution of the recurrence relation
an = c1an−1 + c2an−2 + ... + ck an−k if and only if
r n = c1r n−1 + c2r n−2 + ... + ck r n−k .
Divide both side by r n−k and subtract the right-hand side from the left,
we have
r k − c1 r k −1 − c2 r k −2 − ... − ck −1 r − ck = 0,
which is called the characteristics equation of the recurrence relation.

| Recurrence RelationsDr. Meera H. Chudasama

 Distinct Roots
5

Theorem 1.
Let c1 and c2 be real numbers. Suppose that r 2 − c1 r − c2 = 0 have
two distinct roots r1 and r2 . Then the sequence {an } is a solution of the
recurrence relation an = c1 an−1 + c2 an−2 if and only if
an = α1 r1n + α2 r2n , n = 0, 1, 2, .., where α1 and α2 are constants.

Example 2.
What is the solution of the recurrence
relation an = an−1 + 2an−2 with a0 = 2 and a1 = 7?

Solution: The characteristic equation of the

recurrence relation is
r 2 − r − 2 = 0.
Its roots are r = 2 and r = −1. Hence the sequence {an } is a solution
of the recurrence relation if and only if
an = α1 2n + α2 (−1)n ,
| Recurrence RelationsDr. Meera H. Chudasama
 6

Given that a0 = 2 and a1 = 7. Hence

a0 = 2 = α1 + α2 ,

and
a1 = 7 = 2α1 − α2 .
Solving these equations, we get α1 = 3 and α2 = −1. Therefore, the
solution of the given recurrence solution is

an = 3 × 2n − (−1)n .

| Recurrence RelationsDr. Meera H. Chudasama

 Multiple Roots
7

Theorem 3.
Let c1 and c2 be real numbers with c2 6= 0. Suppose that r 2 − c1 r − c2 = 0
has only one root r0 which is repeated. Then the sequence {an } is a
solution of the recurrence relation an = c1 an−1 + c2 an−2 if and only if
an = α1 r0 n + α2 nr0 n , n = 0, 1, 2, .., where α1 and α2 are constants.

| Recurrence RelationsDr. Meera H. Chudasama

Example 4.
Solve the recurrence relation
an = 6an−1 − 9an−2 , a0 = 1, a1 = 6.

Solution: The characteristic equation is

r 2 − 6r + 9 = 0.

Its roots are r1 = r2 = r0 = 3. Hence, the solution of the recurrence

relation is
an = α1 3n + α2 n3n ,
for some constants α1 and α2 .
Since a0 = 1, a1 = 6, we have a0 = 1 = α1 and
a1 = 6 = 3α1 + 3α2 , which yields α1 = 1 and α2 = 1.
The solution of the given recurrence relation is

an = 3n + n3n .
Example 5.
Solve the recurrence relation

an = −3an−1 − 3an−2 − an−3 , a0 = 1, a1 = −2, a2 = −1.

Solution: The characteristic equation is

r 3 + 3r 2 + 3r + 1 = 0.
Its roots are r1 = r2 = r3 = r0 = −1. Hence, the solution of the
recurrence relation is
an = α1 (−1)n + α2 n(−1)n + α3 n2 (−1)n ,
The given initial conditions are a0 = 1, a1 = −2, a2 = −1, from which
we obtain
a0 = α1 = 1,
a1 = (α1 + α2 + α3 )(−1) = −2,
a2 = α1 + 2α2 + 4α3 = −1.
Hence
α1 = 1, α2 = 3, α3 = −2.
The solution of the given recurrence relation is
an = (−1)n (1 + 3n − 2n2 ).
Example 6.
Find an explicit formula for the Fibonacci numbers.

Solution: The Fibonacci numbers satisfy the recurrence relation

an = an−1 + an−2

with initial conditions a0 = 0 and a1 = 1. The characteristic equation

is
r 2 − r − 1 = 0,
which has two distinct roots
√ √
1+ 5 1− 5
r1 = , r2 = .
2 2
Hence, the solution of the recurrence relation
√ !n √ !n
1+ 5 1− 5
an = α1 + α2 ,
2 2

for some constants α1 and α2 .

Given that a0 = 0 and a1 = 1. Hence

a0 = 0 = α1 + α2 ,

and √ ! √ !
1+ 5 1− 5
a1 = 1 = α1 + α2 .
2 2

Solving these equations, we get α1 = √15 and α2 = − √15 . Therefore,

the solution of the given recurrence solution is
√ !n √ !n
1 1+ 5 1 1− 5
an = √ −√ .
5 2 5 2

Exercise.
Solve the following recurrence relations.
1. an + 5an−1 + 6an−2 = 0, a0 = 1, a1 = 2
2. an − 7an−1 + 10an−2 = 0, a0 = 0, a1 = 3
3. an − 13an−1 + 36an−2 = 0, a0 = 2, a1 = 1
 Mixed Roots
12

Example 7.
Suppose that the roots of the characteristic equation of a
linear homogeneous recurrence relation are 2, 2, 2, 5, 5, and 9
. What is the form of the general solution?

Solution:

an = (α1 2n + α2 n2n + α2 n2 2n ) + (α3 5n + α4 n5n ) + α5 9n ,

for some constants α1 , α2 , α3 , α4 and α5 .

Exercise.
Solve the following recurrence relations
1. ar − 4ar −1 + 4ar −2 = 0, a0 = 1, a1 = 6
2. ar − 10ar −1 + 25ar −2 = 0, a0 = 2, a1 = 3
3. an − 8an−1 + 21an−2 − 18an−3 = 0
| Recurrence RelationsDr. Meera H. Chudasama
 Linear Non-homogeneous Recurrence Relations
with Constant Coefficients 13

The general form of linear non homogeneous recurrence relation with

constant coefficients is

an = c1 an−1 + c2 an−2 + ... + ck an−k + F (n). (3.1)

For example,
an = 3an−1 + 3n2 .

Theorem 8.
If {anp } is a particular solution of (3.1), then every solution of the form
{anp +anh }, where anh is solution of the associated homogeneous recurrence
relation
an = c1 an−1 + c2 an−2 + ... + ck an−k
is a general solution of (3.1).

| Recurrence RelationsDr. Meera H. Chudasama

Note 3.1.
We can solve equation (3.1) for special cases. In particular, if F (n) is
I a polynomial function
I exponential function
I the product of a polynomial and exponential functions

Example 9.
Solve the recurrence relation an = 3an−1 + 2n, a1 = 3.

Solution: The characteristic equation is

r − 3 = 0.

Its root is r = 3. The solution of the associated homogeneous recur-

rence relation is
anh = α × 3n ,
for some constant α.
 15

Let anp = cn + d, where c, d ∈ R. If anp = cn + d is a solution of

an = 3an−1 + 2n, then

cn + d = 3(c(n − 1) + d) + 2n,

from which
(2c + 2)n + (2d − 3c) = 0n + 0.
We get
3
c = −1, d = − .
2
Hence
3
anp = −n − .
2
So
3
an = anh + anp = α × 3n − n − .
2

| Recurrence RelationsDr. Meera H. Chudasama

 16

Given that a1 = 3, we obtain

3
a1 = 3α − 1 − = 3,
2
therefore
11
. α=
6
Finally, the general solution of the given recurrence relation is

11 n 3
an = 3 −n− .
6 2

| Recurrence RelationsDr. Meera H. Chudasama

 17

Example 10.
Solve the recurrence relation

an = 5an−1 − 6an−2 + 7n .

Solution: The characteristic equation is

r 2 − 5r + 6 = 0.

Its roots are r1 = 3 and r2 = 2. The solution of the associated homo-

geneous recurrence relation is

anh = α1 3n + α2 2n ,

for some constants α1 and α2 .

| Recurrence RelationsDr. Meera H. Chudasama

 18

Let anp = c7n , where c ∈ R. If anp = c7n is a solution of an = 5an−1 −

6an−2 + 7n , then

c7n = 5c7n−1 − 6c7n−2 + 7n ,

form which
c72 = 5c7 − 6c + 72 .
49
We obtain c = 20 . Hence

49 n
anp = 7
20
Finally, the general solution of the given recurrence relation is

49 n
an = anh + anp = α1 3n + α2 2n + 7 .
20

| Recurrence RelationsDr. Meera H. Chudasama

 Example 11.
What form does a particular solution of the linear 19

non-homogeneous recurrence relation

an = 6an−1 − 9an−2 + F (n)

have when F (n) = 3n , F (n) = n3n , F (n) = n2 2n and

F (n) = (n2 + 1)3n ?

Solution: The characteristic equation is

r 2 − 6r + 9 = 0.
Its roots are r1 = 3 and r2 = 3.
If F (n) = 3n and 3 is a root, then particular solution is
anp = αn2 3n ,
for some constant α.
If F (n) = n3n and 3 is a root, then particular solution is
anp = n2 (α1 n + α2 )3n ,
for some constants α1 and α2 .
| Recurrence RelationsDr. Meera H. Chudasama
 20

If F (n) = n2 2n and 2 is not a root, then particular solution is

anp = (α2 n2 + α1 n + α0 )2n ,

for some constants α0 , α1 and α2 .

If F (n) = (n2 + 1)3n and 3 is a root, then particular solution is

anp = n2 (α2 n2 + α1 n + α0 )3n ,

for some constants α0 , α1 and α2 .

Exercise.
Solve the following recurrence relations
1. ar − 7ar −1 + 10ar −2 = 3r , a0 = 0, a1 = 1
2. ar + 6ar −1 + qar −2 = 3, a0 = 0, a1 = 1
3. ar + 5ar −1 + 6r −2 = 3r 2 − 2r + 1

| Recurrence RelationsDr. Meera H. Chudasama

 Generating functions and solutions of recurrence
relation 21

Definition 12.
The generating function for the sequence a0 , a1 , a2 , ... of real numbers is
the infinite series
∞
X
G(x) = a0 + a1 x + a2 x 2 + ... = ak x k (4.1)
k =0

Note 4.1.
∞ 1
rk =
P
1. , |r | < 1
k =0 1−r
∞ 1
(−1)k r k =
P
2. , |r | < 1
k =0 1+r

| Recurrence RelationsDr. Meera H. Chudasama

Example 13.
Solve the recurrence relation an = 3an−1 for n = 1, 2, 3, ... and
the initial condition a0 = 2 using generating function.

Solution: Let
∞
X
G(x) = a0 + a1 x + a2 x 2 + ... = ak x k
k =0

be the generating function for {ak }. Note that ak = 3ak −1 . We have

∞
X ∞
X ∞
X ∞
X
ak x k = 3 ak −1 x k = 3x ak −1 x k −1 = 3x ak x k .
k =1 k =1 k =1 k =0

We obtain
G(x) − a0 = 3xG(x).
Since a0 = 2,
G(x) − 3xG(x) = 2,
which yield
∞ ∞
2 X X
G(x) = =2 (3x)k = 2 3k x k .
1 − 3x
k =0 k =0

Hence a = 2 × 3n .
 Example 14.
Solve the recurrence relation an = 8an−1 + 10n−1 , 23

n = 1, 2, 3, ... and a0 = 1, a1 = 9.

Solution: Let
∞
X
G(x) = a0 + a1 x + a2 x 2 + ... = ak x k
k =0

be the generating function for {ak }.

∞
X ∞
X
G(x) − 1 = ak x k = (8ak −1 + 10k −1 )x k
k =1 k =1
X∞ ∞
X
= 8 k
ak −1 x + 10k −1 x k
k =1 k =1
X∞ X∞
= 8x ak x k + x 10k x k
k =0 k =0
x
= 8xG(x) + ,
1 − 10x
| Recurrence RelationsDr. Meera H. Chudasama
which gives
x 1 − 9x
(1 − 8x)G(x) = 1 + = .
1 − 10x 1 − 10x
Therefore,
1 − 9x
G(x) = (4.2)
(1 − 10x)(1 − 8x)
Using method of partial fraction, we get
 
1 1 1
G(x) = +
2 1 − 10x 1 − 8x
∞ ∞
!
1 X X
= 10k x k + 8k x k
2
k =0 k =0
∞
1X
= (10k + 8k )x k .
2
k =0
1 n n
Hence, an = 2 (10 + 8 ).

Exercise.
Solve the following recurrence relations.
1. an = 3an−1 + 2, a0 = 1
2. an = an−1 + an−2 , a1 = 2, a2 = 3
 25

Thank you

| Recurrence RelationsDr. Meera H. Chudasama