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Recurrence Relation1

The document discusses recurrence relations, which are equations that recursively define a sequence where the next term is a function of the previous terms. It defines key concepts like the order and degree of recurrence relations. It also covers linear recurrence relations, which have degree one. The document provides examples of solving homogeneous and particular solutions, and obtaining the total solution. It discusses different cases for finding solutions based on the characteristics of the recurrence relation and its roots. Overall, the document is an introduction to recurrence relations that defines important terminology and shows how to solve different types of relations.

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0% found this document useful (0 votes)
643 views26 pages

Recurrence Relation1

The document discusses recurrence relations, which are equations that recursively define a sequence where the next term is a function of the previous terms. It defines key concepts like the order and degree of recurrence relations. It also covers linear recurrence relations, which have degree one. The document provides examples of solving homogeneous and particular solutions, and obtaining the total solution. It discusses different cases for finding solutions based on the characteristics of the recurrence relation and its roots. Overall, the document is an introduction to recurrence relations that defines important terminology and shows how to solve different types of relations.

Uploaded by

mitali sachan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Recurrence relation

By Gunisha
Cse-2
Roll no-2101920100119
Table of content
• Recurrence relation-definition
• Order of recurrence relation
• Degree of difference equation
• Linear recurrence relation
• Examples of linear recurrence relation
• Cases for finding homogeneous solution
• Examples
• Cases for finding particular solution
• Examples
• Finding total solution
• Examples
• references
definition
A recurrence relation is an equation that recursively defines a sequence
where the next term is a function of the previous terms (Expressing Fn as
some combination of Fi with i<n).

examples
ar+3 + 3ar+2 + 6ar+1 + 9ar = 0
yk+3 + 3yk+2 + 6yk+1 + 9yk = 0
Order of recurrence relation
• The order of the recurrence relation or difference equation is
defined to be the difference between the highest and lowest
subscripts of f(x) or ar=yk.
• Example1: The equation 13ar+20ar-1=0 is a first order
recurrence relation.
• Example2: The equation 8f (x) + 4f (x + 1) + 8f (x+2) = k (x)
Degree of difference equation
• The degree of a difference equation is defined to be the highest power of f (x) or
ar=yk
• Example1: The equation y3k+3+2y2k+2+2yk+1=0 has the degree 3, as the highest
power of yk is 3.
• Example2: The equation a4r+3a3r-1+6a2r-2+4ar-3 =0 has the degree 4, as the highest
power of ar is 4.
• Example3: The equation yk+3 +2yk+2 +4yk+1+2yk= k(x) has the degree 1, because
the highest power of yk is 1 and its order is 3.
• Example4: The equation f (x+2h) - 4f(x+h) +2f(x) = 0 has the degree1 and its
order is 2.
Linear recurrence relations
• A Recurrence Relations is called linear if its degree is one.
• The general form of linear recurrence relation with constant
coefficient is
•           C0 yn+r+C1 yn+r-1+C2 yn+r-2+⋯+Cr yn=R (n)
• Where C0,C1,C2......Cn are constant and R (n) is same function
of independent variable n
These are some examples of linear recurrence
relations
Recurrence relations Initial values Solutions

Fn = Fn-1 + Fn-2 a1 = a2 = 1 Fibonacci number

Fn = Fn-1 + Fn-2 a1 = 1, a2 = 3 Lucas Number

Fn = Fn-2 + Fn-3 a1 = a2 = a3 = 1 Padovan sequence

Fn = 2Fn-1 + Fn-2 a1 = 0, a2 = 1 Pell number


Cases for solution of recurrence relation

• Case1: If the characteristic equation has n distinct real roots ∝1, ∝2, ∝3,....... ∝n.

• Thus, Linear Recurrence Relations with Constant Coefficientsare all solutions of


equation (i).

• Also, we have Linear Recurrence Relations with Constant Coefficientsare all


solutions of equation (i). The sums of solutions are also solutions.

• Hence, the homogeneous solutions of the difference equation are

• Linear Recurrence Relations with Constant Coefficients


Case2: If the characteristics equation has repeated real roots.

If ∝1=∝2, then (A1+A2 K) Linear Recurrence Relations with Constant


Coefficientsis also a solution.

If ∝1=∝2=∝3 then (A1+A2 K+A3 K2) Linear Recurrence Relations with


Constant Coefficientsis also a solution.

Similarly, if root ∝1 is repeated n times, then.

(A1+A2 K+A3 K2+......+An Kn-1) Linear Recurrence Relations


with Constant Coefficients
Case3: If the characteristics equation has one imaginary root.

If α+iβ is the root of the characteristics equation, then α-iβ is also the root, where α
and β are real.

Thus, (α+iβ)K and (α-iβ)K are solutions of the equations. This implies

(α+iβ)K A1+α-iβ)K A2

Is also a solution to the characteristics equation, where A1 and A2 are constants


which are to be determined.
Case4: If the characteristics equation has repeated imaginary roots.

When the characteristics equation has repeated imaginary roots,

(C1+C2 k) (α+iβ)K +(C3+C4 K)(α-iβ)K

Is the solution to the homogeneous equation.


Example 1
 Solve the difference equation ar-3ar-1+2ar-2=0.
Solution: The characteristics equation is given by
          s2-3s+2=0 or (s-1)(s-2)=0
          ⇒ s = 1, 2
Therefore, the homogeneous solution of the equation is given by
          ar=C1r+C2.2r.
Example 2

Solve the difference equation yK-yK-1-yK-2=0.

Solution: The characteristics equation is s2-s-1=0


s=Linear Recurrence Relations with Constant Coefficients

Therefore, the homogeneous solution of the equation is

Linear Recurrence Relations with Constant Coefficients


Example 3

Solve the difference equation yK+4+4yK+3+8yK+2+8yK+1+4yK=0.


Solution: The characteristics equation is s4+4s3+8s2 (s2+2s+2)(s2+2s+2)=0
          s = -1±i,-1±i
Therefore, the homogeneous solution of the equation is given by
          yK=(C1+C2 K)(-1+i)K+(C3 +C4 K)(-1-i)K
Example 4
• Solve the difference equation ar-3ar-1+2ar-2=0.

• Solution: The characteristics equation is given by

• s2-3s+2=0 or (s-1)(s-2)=0
• ⇒ s = 1, 2
• Therefore, the homogeneous solution of the equation is given by

• ar=C1r+C2.2r.
Cases for finding the particular solution
• Case1: When R (n) is some constant A.

• We know that, the operation of E on any constant will be equal to the constant itself i.e.,
• EA=A
• Therefore, P (E) A = (C0 Er+C1 Er-1+C2 Er-2+⋯+Cn)A
• = (C0+C1+C2+⋯+Cn)A
• = P (1) A
• Particular Solution
• Therefore, using equation (ii), the particular solution of (i) is
• yn=Particular Solution,P(1)≠0

• P (1) is obtained by putting E = 1 in P (E).


Case2: When R (n) is of the form A. Zn, where A and Z are constants

We have, P (E) (A. Zn)={C0 Er+C1 Er-1+⋯+ Cn} (A.Zn)


=A{C0 Zr+n+C1 Zr+n-1+⋯+Cn Zn}
= A{C0 Zr+C1 Zr-1+⋯+Cn }. Zn
=AP(Z).Zn

To get, P (Z) put E=Z in P (E)

Therefore, Particular Solution, provided P (Z) ≠ 0

Thus, yn=Particular Solution, P (Z) ≠ 0

If A = 1, then yn=Particular Solution

When P (Z) = 0 then for equation

(i) (E-Z) yn= A. Zn

For this, the particular solution becomes A. Particular Solution Zn=A. n Zn-1

(ii) (E-Z)2 yn= A. Zn

For this, the particular solution becomes Particular Solution

(iii) (E-Z)3 yn= A. Zn

For this, the particular solution becomesParticular Solution and so on.


Case3: When R (n) be a polynomial of degree m is n.

We know that E≅1+∆


So, P (E) =P (1+∆)

Particular Solution
Which can be expanded in ascending power of ∆ as far as upto ∆m

⇒ Particular Solution =(b0+b1 ∆+b2 ∆+⋯.+bm ∆m+⋯)


⇒ Particular Solution.R(n)=( b0+b1 ∆+b2 ∆+⋯.+bm ∆m+⋯).R(n)
= b0 R(n)+b1 ∆ R(n)+⋯+bm ∆m R(n)

All other higher terms will be zero because R (n) is a polynomial of degree m.

Thus, the particular solution of equation (i), in this case will be

yn=b0 R(n)+b1 ∆ R(n)+⋯.+bm ∆m R(n).


Case4: When R (n) is of the form R(n).Zn,where R(n) is a polynomial of degree m and Z
is some constant

We have Er[Zn R(n)]=Zr+n R (n+r)=Zr.Zn.Er.R(n)=Zn (ZE)rR(n)

Similarly, we have
Particular Solution [Zn R(n)]=Zn Particular Solution .(R(n))= Zn [P(Z+Z∆)]-1.R(n)

Thus, the particular solution of equation (i), in this case will be


yn=Zn [P(Z+Z∆)]-1.R(n)
Example 1
• Find the particular solution of the difference equation
• 2ar+1-ar=12.

• Solution: The above equation can be written as


• (2E-1) ar=12

• The particular solution is given by


• ar=Particular Solution.12

• Put E=1, in the equation. The particular solution is ar=12


Example 2
• Find the particular solution of the difference equation ar-4ar-1+4ar-2=2r.

• Solution: The above equation can be written as


• (E2-4E+4) ar=2r

• Therefore, P (E) = E2-4E+4 = (E-2)2

• Thus, the particular solution is given by

• Particular Solution
Total solution
• The total solution or the general solution of a non-homogeneous linear
difference equation with constant coefficients is the sum of the
homogeneous solution and a particular solution. If no initial conditions are
given, obtain n linear equations in n unknowns and solve them, if possible
to get total solutions.

• If y(h) denotes the homogeneous solution of the recurrence relation and


y(p) indicates the particular solution of the recurrence relation then, the
total solution or the general solution y of the recurrence relation is given by
• y =y(h)+y(p).
example
• Solve the difference equation
• ar-4ar-1+4ar-2=3r+2r...........equation (i)

• Solution: The homogeneous solution of this equation is obtained by putting R.H.S equal to zero i.e.,
• ar-4ar-1+4ar-2=0
• Play Video

• The homogeneous solution is ar(h)= (C1+C2 r).2r

• The equation (i) can be written as (E2-4E+4) ar=3r+2r

• The particular solution is given as

• Total Solution
references
• Javapoint
• Tutorial point
• Brainly
• Doubtnut
• Byjus
• geeksforgeeks
Submitted to-
subiya zaidi
thankyou

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