Final Seminar 301
Final Seminar 301
SEMINAR REPORT
ON
DIFFERENCE EQUATIONS
(Mathematical Methods)
BY
D.SAIDURGA
REGNO:20174160301
II MSC MATHEMATICS
Under Guidance of
M.V.L.SIRISHA
Lecturer in Mathematics
DEPARTMENT OF MATHEMATICS
SRR & CVR GOVERNMENT DEGREE COLLEGE(AUTONOMOUS)
VIJAYAWADA
ACKNOWLEDGEMENTS
D. SAI DURGA
SRR & CVR GOVERNMENT DEGREE COLLEGE(A).VIJAYAWADA
DEPARTMENT OF MATHEMATICS
CERTIFICATE
This is to certify that Mrs. D.SAI DURGA a student of MSC Mathematics,
bearing Roll No. 20174160301, has successfully completed seminar on
DIFFERENCE EQUATIONS
(MATHEMATICAL METHODS)
To my satisfaction and submitted the same during the academic year 2021- 2022
towards the partial fulfillment of Post Graduation, under the Department of
Mathematics, SRR & CVR Government Degree College, Vijayawada.
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DIFFERENCE EQUATIONS
5
DIFFERENCE EQUATIONS
INTRODUCTION:
Difference calculus also forms the basis of difference equations. These
equations arise in all situations in which sequential relation exists at
various discrete values of the independent variable. The need to work
with discrete functions arises because there are physical phenomena
which are inherently of a discrete nature. In control engineering, it often
happens that the input is in the form of discrete pulses of short duration.
The radar tracking devices receive such discrete pulses from the target
which is being tracked. As such difference equations arise in the study of
electrical networks, in the theory of probability, in statistical problems
and many other fields.
Just as the subject of differential equations grew out Differential
calculus to become one of the most powerful instruments in the hands
of a practical mathematician when dealing with continuous processes in
nature, so the subject of Difference equations is forcing its way to the
fore for the treatment of discrete processes. Thus the difference
equations may be thought of as the discrete counterparts of the
differential equations.
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DEFINITION:
(1)A difference equation is a relation between the differences of an
unknown function at one or more general values of the argument.
Thus ∆y(n+1)+y(n)=2 …(1) and ∆y(n+1)+ ∆2y(n-1)=1 …(2)
are difference equations.
An alternative way of writing a difference equation is as under:
Since ∆y(n+1)= y(n+2)- y(n+1), therefore (1) may be written as
y(n+2)- y(n+1)+y(n)=2 …(3)
Also since, ∆2y(n-1)=y(n+1)-2y(n)+y(n-1), therefore (2) takes the form :
y(n+2)-2y(n)+y(n-1)=1 …(4)
Quite often , difference equations are met under the name of
recurrence relations.
(2) Order of a difference equation is the difference between the largest
and the smallest arguments occurring in the difference equation
divided by the unit of increment.
Thus (3) above is the second order, for
𝑙𝑎𝑟𝑔𝑒𝑠𝑡 𝑎𝑟𝑔𝑢𝑚𝑒𝑛𝑡 − 𝑠𝑚𝑎𝑙𝑙𝑒𝑠𝑡 𝑎𝑟𝑔𝑢𝑚𝑒𝑛𝑡 (𝑛 + 2) − 𝑛
= = 2,
𝑢𝑛𝑖𝑡𝑜𝑓 𝑖𝑛𝑐𝑟𝑒𝑚𝑒𝑛𝑡 1
(𝑛+2)−(𝑛−1)
and (4) is of the third order, for 1
= 3.
(3) Solution of a difference equation is an expression for y(n) which
satisfies the given difference equation. The general solution of a
difference equation is that in which the number of arbitrary constants
is equal to the order of the difference equation.
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A particular solution or particular integral is that solution which is
obtained from the general solution by giving particular values to the
constants.
NOTE:
1.∆2y(n)-6∆y(n)+5y(n)=0 (∆-form)
2.(E2-8E+12)y(n)=0 (E-form)
3.y(n+2)- 8y(n+1)+12 y(n)=0 (Iterative form)XA
EXAMPLE:
1.Write the difference equation ∆3yx+∆2yx+∆yx+yx=0 in the
subscript notation (or) Iterative.
Solution: Given difference equation ∆3yx+∆2yx+∆yx+yx=0
⟹((E-1)3+(E-1)2+(E-1)+1) yx=0
⟹(E3-3E2+3E-1+E2-2E+1+E-1+1)yx=0
⟹(E3-2E2+2E)yx=0
⟹ E3yx-2E2yx+2Eyx=0
⟹yx+3-2yx+2+2yx+1=0 [∵Emyn=yn+m]
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4. Form the difference equation generated yx=ax+b2x
Solution: Given yx=ax+b2x …..(1)
yx+1= a(x+1)+b2(x+1)
=a(x+1)+b2x.2 …..(2)
yx+2=a(x+2)+b2(x+2)
=a(x+2)+b2x.4 …..(3)
From (1)(2)(3), eliminating a & b
yx x 1
yx+1 x+1 2 =0
yx+2 x+2 4
⟹ yx(4x+4-2x-4)-x(4yx+1-2yx+2)+1((x+2)(yx+1)-(x+1)(yx+2))=0
⟹ 2xyx-3xyx+1+2yx+1+(x-1)yx+2=0
⟹ (x-1)yx+2-(3x-2)yx+1+2xyn=0
∴ (x-1)yx+2-(3x-2)yx+1+2xyn=0 is the required difference equation.
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5. From yn=A.2n+B.3n derive a difference Equation By eliminating
the constants.
Solution: Given yn=A.2n+B(3)n ……(1)
yn+1=A.2n+1+B(3)n+1
=A.2n.2+B(3)n.(3)
=2.A.2n+3B(3)n …..(2)
yn+2=A.2n+2+B(3)n+2
= A.2n.4+B(3)n.9
=4A2n+9B.3n …..(3)
From (1)(2)(3), Eliminate A,B we get
yn 1 1
yn+1 2 3 =0
yn+2 4 9
⟹yn(18-12)-1(9yn+1-3yn+2)+1(4yn+1-2yn+2)=0
⟹ 6yn-9yn+1+3yn+2+4yn+1-2yn+2=0
⟹ 6yn-5yn+1+yn+2 =0
∴ yn+2-5yn+1+6yn=0 is the required difference equation.
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LINEAR DIFFERENCE EQUATION:
A linear difference equation is that in which yn+1, yn+2, etc occur to the
first degree only and are not multiplied together.
A linear difference equation with constant coefficient is of the form
yn+r+a1yn+r-1+a2yn+r-2+…+aryn=f(n) …..(1)
Where a1,a2,…,ar are constants
If Vn is a particular solution of (1) then the complete solution of (1) is
yn=Un+Vn
The part Un is called complementary function(C.F) and the part Vn is
called particular integral(P.I)
Therefore, complete solution of (1) is yn=C.F+P.I.
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→write the solution as follows
Roots of auxiliary equations Complementary function
1.λ1,λ2,λ3,…(real and distinct roots) 1.C1(λ1)n+C2(λ2)n+….
2.λ1,λ1,λ3,…(2 real and equal roots) 2.(C1+C2n)(λ1)n+C3(λ3)n+...
3. λ1,λ1,λ1, λ4…(3 real &equal roots) 3.(C1+C2n+C3n2)(λ1)n+ C4(λ4)n
+…..
4.α+iβ,α-iβ….(a pair of img. roots) 4.rn(C1 cosnθ)+C2 sinnθ)
Where r=√(𝛼 2 + 𝛽 2 ) &
𝛽
θ=𝑡𝑎𝑛−1 ( ⁄𝛼 )
Example-1:
Solve the difference equation un+2-2un+1+un=0
Solution: Given difference equation un+2-2un+1+un=0
Write the given equation is in symbolic form (E2-2E+1)un=0
Auxiliary equation is E2-2E+1=0
⇒E2-2E+1=0
⇒E2-E-E+1=0
⇒E(E-1)-1(E-1)=0
⇒ (E-1)(E-1)=0
⇒E=1,1
Therefore, the roots are real and equal roots
∴ General solution is un=(C1+C2n)(1)n.
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Example-2:
Solve the difference equation is yn+2-5yn+1-6yn=0
Solution: Given difference equation is yn+2-5yn+1-6yn=0
Write the given equation is in Symbolic form is (E2-5E-6)yn=0
Auxiliary equation is E2-5E-6=0
⇒ E2-6E+E-6=0 ⇒E(E-6)+(E-6)=0 ⇒(E+1)(E-6)=0
⇒E=6,-1
Therefore, the roots are real and distinct roots
∴ General solution is yn=C1(6)n+C2(-1)n.
Example-3:
Solve the difference equation yn+1-2yncosα+yn-1=0
Solution: Given difference equation is yn+1-2yncosα+yn-1=0
⇒ yn-1+2-2yn-1+1cosα+yn-1=0
Given equation is in symbolic form is (E2-2Ecosα+1)yn-1=0
Auxiliary equation is E2-2Ecosα+1=0
−𝑏±√𝑏2 −4𝑎𝑐 2 𝑐𝑜𝑠 𝛼±√4 𝑐𝑜𝑠2 𝛼−4 2(𝑐𝑜𝑠 𝛼±ⅈ 𝑠ⅈ𝑛 𝛼)
E= = =
2𝑎 2 2
E=𝑐𝑜𝑠 𝛼 ± 𝑖 𝑠𝑖𝑛 𝛼
Therefore, the roots are pair of imaginary roots.
General solution is yn-1=rn-1[C1cos(n-1)θ+C2sin(n-1)θ]
Here r=√𝛼 2 + 𝛽 2 =√𝑐𝑜𝑠 2 𝛼 + 𝑠𝑖𝑛2 𝛼=1
𝛽 𝑠ⅈ𝑛 𝛼
θ=𝑡𝑎𝑛−1 ( ⁄𝛼 ) =𝑡𝑎𝑛−1 ( )=𝑡𝑎𝑛−1 (𝑡𝑎𝑛 𝛼 )=α
𝑐𝑜𝑠 𝛼
∴ yn-1=(1)n-1[C1cos(n-1)α+C2sin(n-1)α].
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Example-4:
Solve the difference equation is uk+3-3uk+2+4uk=0
Solution: Given difference equation is uk+3-3uk+2+4uk=0
Write the given equation in symbolic form is (E3-3E2+4)uK=0
Auxiliary equation is E3-3E2+4=0
One root of the auxiliary equation is “-1”
To find another roots by using synthetic division method
1 -3 0 4
-1 0 -1 4 -4
1 -4 4 0
⇒ (E+1)(E2-4E+4)=0
⇒(E+1)(E2-2E-2E+4)=0
⇒(E+1)(E(E-2)-2(E-2))=0
⇒(E+1)(E-2)(E-2)=0
⇒E=-1,2,2
Here two roots are real and equal roots and another one is real and
distict.
∴ The General Solution is uk=C1(-1)k+(C2+C3k)(2)k
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RULES FOR FINDING PERTICULAR INTEGRAL (P.I):
Consider the equation by
yn+r+a1yn+r-1+a2yn+r-2+…+aryn=f(n) …….(1)
The above equation is in symbolic form is
(Er+a1Er-1+a2Er-2+…+ar)yn=f(n)
⇒[ϕ(E)]yn=f(n)
1
P.I= 𝑓(𝑛)
𝜙(𝐸)
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Example-5:
Solve yn+2-4yn+1+3yn=5n
Solution: Given difference equation is yn+2-4yn+1+3yn=5n
Write the given equation in symbolic form is (E2-4E+3)yn=5n
Auxiliary equation is E2-4E+3=0
⇒ E2-3E-E+3=0
⇒ E(E-3)-(E-3)=0
⇒ (E-1)(E-3)=0
⇒ E=1,3
The roots are real and distinct roots
∴ The complementary function yc=C1(1)n+C2(3)n
1
P.I=yp= 𝑓(𝑛)
𝜙(𝐸)
1
= (5)𝑛
𝐸 2 −4𝐸+3
1
= 5n
25−20+3
1
= 5n
8
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Example-6:
Solve yx+2-4yx+1+4yx=3.2x+5.4x
Solution: Given difference equation is yx+2-4yx+1+4yx=3.2x+5.4x
Write the given equation in symbolic form is (E2-4E+4)yx=3.2x+5.4x
Auxiliary equation is E2-4E+4=0
⇒ E2-2E-2E+4=0
⇒ E(E-2)-2(E-2)=0
⇒ (E-2)(E-2)=0
⇒ E=2,2
The roots are real and equal roots
∴ The complementary function yc=(C1+C2x)(2)x
1
P.I= 𝑓(𝑛)
𝜙(𝐸)
1
=(𝐸−2)2(3.2x+5.4x) [∵If ϕ(a)=0 then the equation (E-a)2yn=an,
1 1 1 𝑛(𝑛−1) n-2
=(𝐸−2)2(3.2x)+ (𝐸−2)2(5.4x) P.I=(𝐸−𝑎)2 an= a ]
2!
1 1
=3 (𝐸−2)22x+5(𝐸−2)24x
𝑥(𝑥−1) x-2 5 x
=3 2 + 4
2! 4
5
=3x(x-1)2x-3+ 4x
4
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Example-7:
Solve yp+3-3yp+2+3yp+1-yp=1
Solution: Given difference equation is yp+3-3yp+2+3yp+1-yp=1
Write the given equation in symbolic form is (E3-3E2+3E-1)yp=1
Auxiliary equation is E3-3E2+3E-1=0
One root of the auxiliary equation is “1”
To find another roots by using synthetic division method
1 -3 3 -1
1 0 1 -2 1
1 -2 1 0
⇒ (E-1)(E2-2E+1)=0 ⇒ (E-1)( E2-E-E+1)=0
⇒ (E-1)[E(E-1)-(E-1)]=0 ⇒ (E-1)(E-1)(E-1)=0
⇒ E=1,1,1
The roots are real and equal roots
∴ The complementary function yc=(C1+C2p+C3p2)(1)p
1
P.I= 𝑓(𝑛) [∵If ϕ(a)=0 then the equation (E-a)3yn=an,
𝜙(𝐸)
1 1 𝑛(𝑛−1)(𝑛−2)
=(𝐸−1)3 (1)p P.I=(𝐸−𝑎)3 𝑎𝑛 = 𝑎𝑛−3 ]
3!
𝑛(𝑛−1)(𝑛−2)
= (1)p
3!
𝑛(𝑛−1)(𝑛−2)
= (1)p
6
19
1 1
When f(n)=np . P.I = np = np
𝜙(𝐸) 𝜙(1+𝛥)
Example-8:
Solve yn+2-4yn=n2+n-1.
Solution: Given Difference equation is yn+2-4yn=n2+n-1.
Write the given equation in symbolic form is (E2-4)yn= n2+n-1
Auxiliary equation is E2-4=0
⇒ E=±2
The roots are real and distinct roots.
∴ The complementary function yc=C1(2)n+C2(-2)n
1
P.I= 𝑓(𝑛) 1 1 -1 →C
𝜙(𝐸)
1
= (n2+n-1) 1 0 1
𝐸 2 −4
1
=(𝛥+1)2 (𝑛2 + 𝑛 − 1) 1 2 →B
−4
1
= (𝑛2 + 𝑛 − 1) 2 0
𝛥2 +2𝛥−3
1
= 𝛥2 +2𝛥
[n]2+2[n]-1 1 →A
−3(1− 3 )
20
2
−1 𝛥2 2𝛥 𝛥2 +2𝛥
= [1 + + +( ) +….] [n]2+2[n]-1
3 3 3 3
−1 10 17
= [[𝑛 ]2 + [𝑛 ] + ]
3 3 9
−1 10 17
= [𝑛(𝑛 − 1) + (𝑛) + ]
3 3 𝑞
−1 10 17
= [𝑛2 − 𝑛 + (𝑛) + ]
3 3 9
−1 7 17
= [𝑛2 + 𝑛 + ]
3 3 9
Example-9:
Solve yn+2-2yn+1+yn=2nn2
Solution: Given Difference equation is yn+2-2yn+1+yn=2nn2
Write the given equation in symbolic form is (E2-2E+1)yn=2nn2
Auxiliary equation is E2-2E+1=0
⇒( E2-E-E+1)=0
⇒[ E(E-1)-(E-1)]=0
⇒ (E-1)(E-1)=0
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⇒ E=1,1
The roots are real and equal roots
∴ The complementary function yc=(C1+C2n)(1)
1
P.I yp= anF(n)
𝜙(𝐸)
1
=(𝐸−1)22nn2 1 1 0 0 ⟶C
1
=2n(2𝐸−1)2n2 0 1
1
=2n(2(𝛥+1)−1)2n2 2 1 1 ⟶B
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BIBLIOGRAPHY
[1] Higher Engineering Mathematics, Author(Dr.B.S. GREWAL)
42nd Edition (Unit VII-numerical techniques (31))
[2] Asymptotic series for the solutions of linear differential-
Difference equations, corporate Author(Rand Corp santa
Monica Calif),personal author(Bellman,Richard)
[3] An introduction to difference equations, third edition
(Springer),Author(Saber Elaydi)
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