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Module 5a

The document discusses recurrence relations, defining them as equations expressing a term in a sequence in terms of previous terms, with examples including the Fibonacci sequence and various linear recurrence relations. It explains the concepts of homogeneous and non-homogeneous linear recurrence relations, characteristic equations, and provides methods for finding solutions based on distinct and repeated roots. Additionally, it includes exercises for practice on solving these types of relations.

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0% found this document useful (0 votes)
2 views11 pages

Module 5a

The document discusses recurrence relations, defining them as equations expressing a term in a sequence in terms of previous terms, with examples including the Fibonacci sequence and various linear recurrence relations. It explains the concepts of homogeneous and non-homogeneous linear recurrence relations, characteristic equations, and provides methods for finding solutions based on distinct and repeated roots. Additionally, it includes exercises for practice on solving these types of relations.

Uploaded by

ojasverma.pace
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
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Recurrence Relation

1 Recurrence Relation
Definition 1.1. A recurrence relation for the sequence {an } is an equation
that express an in terms of one or more of the previous terms. A sequence is
called a solution if its terms satisfy the recurrence relation.

25
Example 1. • Given equation an = an−1 + an−2 , n ≥ 2 with a0 = 0, a1 =

20
1.

al
• It relates an to an−1 & an−2 . op
Bh
• It is a recurrence relation.
IT

• {a0 , a1 , a2 , a3 , . . . , } = {0, 1, 1, 2, 3, 5, 8, . . . , }.
II
e-
ur

• It is known as the Fibonacci sequence.


ct
ru

Example 2. Let {an } be a sequence that satisfies the recurrence relation an =


St

an−1 + 3 for n ∈ N. If a0 = 2, then what are a1 , a2 , a3 ?


e

• Answer: a1 = 5, a2 = 8, a3 = 11.
t
re
isc

Example 3. Check that whether the sequence {an } where an = 3n, n ≥ 0 is


D

a solution of the recurrence relation


I:
H

an = 2an−1 − an−2 for n = 2, 3, 4, . . . .


Also check the same for an = 2n & an = 5.
Solution:
• For an = 3n, we have
2an−1 − an−2 = 2 · 3(n − 1) − 3(n − 2)
= 3n = an .
So, {an } satisfies the recurrence relation, and hence is a solution.
• For an = 2n , we have a0 = 1, a1 = 2, & a2 = 4. Again
a2 = 2a1 − a0 = 2 · 2 − 1 = 3 ̸= 4.
So, {an = 2n } is not a solution.

1
• For an = 5, we have

2an−1 − an−2 = 2 · 5 − 5
= 5 = an .

So, {an = 5} is a solution.

Exercise: Show that

1. For the recurrence relation an = 2an−1 , n ≥ 1, an = 2n is a solution.

2. For the recurrence relation an − 7an−1 + 10an−2 = 0, n ≥ 2, an = c1 2n +


c2 5n is a solution, where c1 , c2 are arbitrary constants

Linear Recurrence Relation

25
20
A recurrence relation of the form

al
c0 (n)an + c1 (n)an−1 + · · · + ck (n)an−k = f (n), n ≥ k
op
Bh
where c0 (n), c1 (n), . . . , ck (n), f (n) are functions of n, is called a linear recur-
IT

rence relation.
II
e-

1. When c0 (n), ck (n) are not zero, it is called a linear recurrence relation
ur

of order k.
ct
ru

2. When c0 (n), c1 (n), . . . , ck (n) all are constants, it is called a linear recur-
St

rence relation with constant coefficients.


e
t
re

3. When f (n) = 0, it is called a homogeneous recurrence relation, oth-


isc

erwise, it is non-homogeneous.
D
I:

Example 4. 1. an = an−1 + an−2 , n ≥ 2


H

• Linear
• Homogeneous
• with constant coefficients
• Order 2
• Homogeneous linear recurrence relation with constant co-
efficients of order 2.

2. an − 3an−1 + 2an−2 = n2 − 1, n ≥ 2

• Linear
• Non-Homogeneous

2
• With constant coefficient
• Order 2

Example 5. 1. an − (n − 1)an−1 − (n − 2)an−2 = 0, n ≥ 2

• Linear
• Homogeneous
• Without constant coefficients
• Order 2

2. an − 3a2n−1 + 2a2n−2 = n2 , n ≥ 2

• Non-Linear

25
3. an = a0 an−1 + a1 an−2 + · · · + an−1 a0 , n ≥ 3.

20
al
2 Solution of Homogeneous Linear Recurrence
op
Bh
Relation with Constant Coefficients
IT
II

an = c1 an−1 + c2 an−2 + · · · + ck an−k , where ck ̸= 0. (1)


e-
ur

• All c1 , c2 , . . . , ck are constants.


ct
ru

• We will find a solution to this equation.


St
e

Let an = rn (r ̸= 0) be a solution of (1). Then, from (1),


t
re
isc

rn = c1 rn−1 + c2 rn−2 + · · · + ck rn−k


D

=⇒ rn − c1 rn−1 − c2 rn−2 − · · · − ck rn−k = 0


I:
H

=⇒ rn−k (rk − c1 rk−1 − c2 rk−2 − · · · − ck ) = 0


=⇒ rk − c1 rk−1 − c2 rk−2 − · · · − ck = 0. (2)

• (2) is a k-degree equation in r with constant coefficient.

• (2) is called Characteristic Equation, and the roots are called Char-
acteristic Roots.

Solution (Homogeneous Linear):

1. Given Homogeneous linear equation with constant coefficients.

2. Find the Characteristic equation and roots.

3. Based on roots behavior, we determine the solutions.

3
Theorem 2.1 (Distinct Roots). Let c1 , c2 , . . . , ck be real constants. Suppose
the Characteristic Equation

rk − c1 rk−1 − c2 rk−2 − · · · − ck = 0

has k distinct roots, say r1 , r2 , . . . , rk . Then the sequence {an } is a solu-


tion of the recurrence relation

an = c1 an−1 + c2 an−2 + · · · + ck an−k

is and only if
an = α1 r1n + α2 r2n + · · · + αk rkn ,
where αi are constants.
Example 6. Find the solution of

25
an = 6an−1 − 11an−2 + 6an−3 ,

l 20
pa
where a0 = 2, a1 = 5, a2 = 15.
o
Bh
Solution:
IT
II

• The Characteristic equation is r3 − 6r2 + 11r − 6 = 0.


e-
ur
ct

r3 − 6r2 + 11r − 6 = 0
ru

(r − 1)(r − 2)(r − 3) = 0
St

=⇒ r = 1, 2, 3.
te
re
isc

• The solution is of the form


:D

an = α1 · 1n + α2 · 2n + α3 · 3n ,
HI

where α1 , α2 , α3 are constants.

• Given a0 = 2, a1 = 5, a2 = 15, so

2 = α1 + α2 + α3
5 = α1 + 2α2 + 3α3
15 = α1 + 4α2 + 9α3 .

Solving above equations, α1 = 1, α2 = −1, α3 = 2.

• Thus, an = 1 − 2n + 2 · 3n .

• {an } is a solution of the given equation where an = 1 − 2n + 2 · 3n .


Exercise (Distinct Roots): Find the solution of

4
1. an = 5an−1 − 6an−2 , where a0 = 2, a1 = 5
Ans: an = 2n + 3n .

2. an = 2an−1

+ an−2
√ , where a = 3, √
√0
a1 = 1
3− 2 3+ 2
Ans: 2 (1 + 2) + 2 (1 − 2)n
n

3. an = 2an−1 − 5an−2 , where a0 = 2, a1 = 3

4. an = 8an−1 − 15an−2 , where a0 = 2, a1 = 5

5. an = 7an−1 − 10an−2 , where a0 = 3, a1 = 8

Exercise (Distinct Roots): Find the solution of

1. an = 7an−1 − 14an−2 + 8an−2 , where a0 = 2, a1 = 5, a2 = 10

2. an = 3an−1 − 3an−2 + an−3 , where a0 = 2, a1 = 4, a2 = 7.

25
20
3. an = 10an−1 − 35an−2 + 50an−2 − 24an−4 , where a0 = 3, a1 = 7, a2 =

l
15, a3 = 31.
o pa
Bh
Theorem 2.2 (Repeated Roots). Let c1 , c2 , . . . , ck be real constants. Suppose
the Characteristic Equation
IT
II

rk − c1 rk−1 − c2 rk−2 − · · · − ck = 0
e-
ur
ct

has t < k distinct roots, say r1 , r2 , . . . , rt with multiplicity m1 , m2 , . . . , mt ,


ru

respectively. Then the sequence {an } is a solution of the recurrence relation


St
te

an = c1 an−1 + c2 an−2 + · · · + ck an−k


re
isc

is and only if
:D
HI

an = α1,0 + α1,1 n + · · · + α1,m1 −1 nm1 −1 r1n +




α2,0 + α2,1 n + · · · + α2,m2 −1 nm2 −1 r2n + · · · +




αt,0 + αt,1 n + · · · + αt,mt −1 nmt −1 rtn




where αi,j are constants.

Example 7. Solve the recurrence relation

an = 4an−1 − 4an−2

where a0 = 1, a1 = 3.

Solution:

• The characteristic equation is r2 − 4r + 4 = 0.

5
• Roots are r = 2, 2.

• The solution is of the form an = (α1 + α2 n)2n .

• Given a0 = 1, a1 = 3, so

1 = α1
& 3 = (α1 + α2 )21 = 2α1 + 2α2 = 2 + 2α2
1
=⇒ α2 =
2
So an = (1 + n2 )2n .

• Hence the sequence {an } is the solution, where


n n
an = (1 + )2 .
2

25
20
Example 8. Solve the recurrence relation

l
an = 5an−1 − 8an−2 + 4an−3
o pa
Bh

where a0 = 2, a1 = 6, a2 = 12.
IT
II

Solution:
e-
ur
ct

• The characteristic equation is r3 − 5r2 + 8r − 4 = 0.


ru
St

• Roots are r = 2, 2, 1
te
re

• The solution is of the form an = (α1 + α2 n)2n + α3 · 1n .


isc
:D

• Given a0 = 2, a1 = 6, a2 = 12, so
HI

2 = α1 + α3 ,
6 = (α1 + α2 )21 + α3 ,
& 12 = (α1 + 2α2 )22 + α3

Solving above equations, α1 = 6, α2 = −1, α3 = −4.

• Hence the sequence {an } is the solution, where

an = (6 − n)2n − 4.

Exercise (Repeated Roots) Find the solution of


1.
an = 6an−1 − 9an−2 + 2an−3
where a0 = 2, a1 = 4, a2 = 7.

6
2.
an = 6an−1 − 12an−2 + 8an−3
where a0 = 3, a1 = 6, a2 = 15.

3.
an = 6an−1 − 11an−2 + 6an−3 − an−4
where a0 = 2, a1 = 4, a2 = 10, a3 = 22.

4.
an = 8an−1 − 20an−2 + 16an−3 − 4an−4
where a0 = 1, a1 = 5, a2 = 17, a3 = 41.

3 Non-Homogeneous Linear Recurrence Re-

25
lation with Constant Coefficients

l20
pa
The general form o
Bh
an = c1 an−1 + c2 an−2 + · · · + ck an−k + f (n) (3)
IT

where ci are constants and f (n) ̸= 0 is a function of n.


II
e-
ur

• We find a solution of this equation.


ct
ru

(p) (h)
• an = an + an
St

(p)
te

Theorem 3.1. If {an } is a Particular Solution of Non-Homogeneous


re

linear equation given by (3), then every solution is of the form


isc
:D

{a(p) (h)
n + an }
HI

(h)
where an is a solution of Associated Homogeneous recurrence relation

an = c1 an−1 + c2 an−2 + · · · + ck an−k

Solution Steps

1. Given Non-Homogeneous Recurrence relation

an = c1 an−1 + c2 an−2 + · · · + ck an−k + f (n)

(h)
2. Find the solution an of Homogeneous relation

an = c1 an−1 + c2 an−2 + · · · + ck an−k .

(p)
3. Find the particular solution an of Non-Homogeneous relation.

7
(p)
f (n) an
c (constant) d (constant)
cn (power of constant) dcn (d =constant)
c0 + c1 n + · · · + cm nm d0 + d1 n + · · · + dm nm

Table 1: Particular Solution

(h) (p)
4. The general solution is: an = an + an .
Solution
(h)
• Finding an : We already have it
(p)
• Finding Particular solution, an : We need to calculate it
(p)
• The form of an depends on f (n).

25
20
Example 9. Solve an = 3an−1 + 2n , where a0 = 1

l
Solution: o pa
Bh
IT

• It is a Non-Homogeneous linear recurrence relation.


II
e-

• The associated homogeneous equation is an = 3an−1 .


ur
ct

• The characteristic equation is r − 3 = 0 =⇒ r = 3.


ru
St

• So, solution of homogeneous relation is


te
re

a(h) n
n = α·3 ,
isc
:D

where α is a constant.
HI

(p)
• Here f (n) = 2n , so an = d · 2n , where d is a constant.

• From given equation,

d2n − 3d2n−1 − 2n = 0
3
=⇒ d − d − 1 = 0
2
=⇒ d = −2.

(p)
• Thus an = −2 · 2n = −2n+1 .

• Hence, the general solution is

an = a(p)
n + an
(h)

= α · 3n − 2n+1

8
• Given a0 = 1, so 1 = α − 2 =⇒ α = 3

• The required solution is

an = 3 · 3n − 2n+1
= 3n+1 − 2n+1

Exercise: Solve the recurrence relation

1.
an − 7an−1 + 10an−2 = 6 + 8n,
where a0 = 1, a1 = 2.
Ans: an = −9 · 2n + 2 · 5n + 8 + 2n

2.

25
an − 4an−1 + 3an−2 = n,

20
where a0 = 2, a1 = 5.

l
Ans: an = 3n + n + 1
pa
o
Bh

Theorem 3.2. Suppose {an } satisfies the linear non-homogeneous recurrence


IT

relation
II

an = c1 an−1 + c2 an−2 + · · · + ck an−k + f (n)


e-
ur

where f (n) = (bt nt + bt−1 nt−1 + · · · + b0 )sn .


ct
ru

1. If s is not a root of associated homogeneous equation, then


St
te

a(p) t
n = (pt n + pt−1 n
t−1
+ · · · + p0 )sn
re
isc
:D

2. If s is a root of associated homogeneous equation, with multi-


plicity m then
HI

a(p) m t
n = n (pt n + pt−1 n
t−1
+ · · · + p0 )sn

Example 10. Solve an = 4an−1 − 4an−2 + 3n + 2n , where a0 = 1, a1 = −2.

Solution:

• The associated homogeneous equation is an − 4an−1 + 4an−2 = 0.

• The characteristic equation

r2 − 4r + 4 = 0
=⇒ r = 2, 2 (Repeated roots)

(h)
• Solution of homogeneous relation is an = (c1 + c2 n)2n

9
• Here, f (n) = 3n + 2n , so

an(p) = (d0 + d1 n) + dn2 2n


= a(p
n
1)
+ a(p
n
2)

(p )
• Using an 1 in the given relation
 
(d0 + d1 n) − 4 d0 + d1 (n − 1) + 4 d0 + d1 (n − 2) = 3n
=⇒ (d0 − 4d1 ) + d1 n = 3n
=⇒ d1 = 3, d0 − 4d1 = 0
=⇒ d1 = 3, d0 = 12.

(p )
• So, an 1 = 12 + 3n

25
(p )
• Using an 2 in the given relation

20
l
pa
dn2 2n − 4d(n − 1)2 2n−1 + 4d(n − 2)2 2n−2 = 2n
o
Bh
putting n = 0, we have
− 2d + 4d = 1
IT

1
II

=⇒ d =
e-

2
ur
ct
ru

(p )
• So, an 2 = n2 2n−1 and hence
St

a(p) (p1 )
+ a(p2)
te

n = an n
re

= 12 + 3n + n2 2n−1 (Particular Solution)


isc
:D

• The general solution is


HI

an = a(h)
n + an
(p)

= (c1 + c2 n)2n + 12 + 3n + n2 2n−1

• Using a0 = 1, a1 = −2, we have

c1 + 12 = 1 =⇒ c1 = −11
c + c2 = −9 =⇒ c2 = 2.

• The required solution is

an = (2n − 11)2n + 12 + 3n + n2 2n−1 .

Exercise:

10
1. Solve an − 5an−1 + 6an−2 = 2n + n, where a0 = 1, a1 = 4.
Ans: an = 21 (3n + n) + (1 + n)2n−1

2. Solve an = 4an−1 − 4an−2 + (n + 1)2n .


3
Ans: an = (d1 + d2 n + n2 + n6 )2n .

3. Solve an − 2an−1 + an−2 = 2, where a0 = 25, a1 = 16.


Ans: an = 25 − 10n + n2 .

4. Solve an − 6an−1 + 9an−2 = 3n + 4n , where a0 = 0, a1 = 2.


2
Ans: an = ( n2 − 31
6
n − 16)3n + 16 · 4n .

25
l 20
pa
o
Bh
IT
II
e-
ur
ct
ru
St
te
re
isc
:D
HI

11

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