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You are on page 1of 3

by Saul Spatz

This subject is treated rather telegraphically in the text (sixth edition) in problem 7.2.40.

The equation

+ 1 1 + 2 2 = (),

where 1 and 2 are constant, and () is not identically 0, is called a second-order linear

inhomogeneous recurrence relation (or difference equation) with constant coefficients.

The homogeneous case, which weve looked at already, occurs when () 0.

The inhomogeneous case occurs more frequently. The homogeneous case is so important largely

because it gives us the key to solving the inhomogeneous equation. If youve studied linear differential

equations with constant coefficients, youll see the parallel.

We will call the difference obtained by setting the right-hand side equal to 0, the associated

homogeneous equation. We know how to solve this. Say that is a solution. Now suppose that ()

is any particular solution of the inhomogeneous equation. (That is, it solves the equation, but does not

necessarily match the initial data.) Then = + () is a solution to the inhomogeneous equation,

which you can see simply by substituting into the equation.

On the other hand, every solution of the inhomogeneous equation is of the form = + ()

where is a solution of the homogeneous equation, and () is a particular solution of the

inhomogeneous equation. The proof of this is straightforward. If we have two solutions to the

inhomogeneous equation, say 1 and 2 , then their difference 1 2 = is a solution to the

homogeneous equation, which you can check by substitution. But then 1 = + 2 , and we can set

2 = (), since by assumption, 2 is a particular solution.

This leads to the following theorem: the general solution to the inhomogeneous equation is the

general solution to the associated homogeneous equation, plus any particular solution to the

inhomogeneous equation.

This gives the following procedure for solving the inhomogeneous equation:

1) Solve the associated homogeneous equation by the method weve learned. This will involve

variable (or undetermined) coefficients.

2) Guess a particular solution to the inhomogeneous equation. It is because of the guess that Ive

called this a procedure, not an algorithm. For simple right-hand sides , we can say how to

compute a particular solution, and in these cases, the procedure merits the name algorithm.

3) The general solution to the inhomogeneous equation is the sum of the answers from the two

steps above.

4) Use the initial data to solve for the undetermined coefficients from step 1.

Problem 7.2.41 in the text is to solve the equation 61 + 82 = 3. Lets suppose that we are

also given the initial data 0 = 3, 1 = 3.

The associated homogeneous equation is 61 + 82 = 0, so the characteristic equation is

2 6 + 8 = 0, which has roots 1 = 2 and 2 = 4. Thus, the general solution to the associated

homogeneous equation is 1 2 + 2 4 .

When the right-hand side is a polynomial, as in this case, there will always be a particular solution that is

a polynomial. Usually, a polynomial of the same degree will work, so well guess in this case that there is

a constant that solves the homogeneous equation. If that is so, then = 1 = 2 = , and

substituting into the equation gives 6 + 8 = 3, and we find that = 1.

Now, the general solution to the inhomogeneous equations is 1 2 + 2 4 + 1. Reassuringly, this is the

answer given in the back of the book. Our initial data lead to the equations 1 + 2 + 1 = 3 and

21 + 42 + 1 = 3, whose solution is 1 = 3, 2 = 1. Finally, the solution to the inhomogeneous

equation, with the initial condition given, is = 3 2 4 + 1.

Sometimes, a polynomial of the same degree as the right-hand side doesnt work. This happens when

the characteristic equation has 1 as a root. If our equation had been 61 + 52 = 3, when

we guessed that the particular solution was a constant , wed have arrived at the equation

6 + 5 = 3, or 0 = 3.

The way to deal with this is to increase the degree of the polynomial. Instead of assuming that the

solution is constant, well assume that its linear. In fact, well guess that it is of the form

= . Then we have 6 1 + 5 2 = 3, which simplifies to 6 10 = 3 so

that = 3 4. Thus, = 3 4.

This wont be enough if 1 is a root of multiplicity 2, that is, if 1 2 is a factor of the characteristic

polynomial. Then there is a particular solution of the form = 2 . For second-order equations,

you never have to go past this.

If the right-hand side is a polynomial of degree greater than 0, then the process works juts the same,

except that you start with a polynomial of the same degree, increase the degree by 1, if necessary, and

then once more, if need be. For example, if the right-hand side were = 2 1, we would start by

guessing a particular solution = 1 + 2 . If it turned out that 1 was a characteristic root, we

would amend our guess to = 1 2 + 2 + 3 . If 1 is a double root, this will fail also, but

= 1 3 + 2 2 + 3 + 4 will work in this case.

Another case where there is a simple way of guessing a particular solution is when the right-hand side is

an exponential, say = . In that case, we guess that a particular solution is just a constant

multiple of , say () = . Again, we gave trouble when 1 is a characteristic root. We then guess

that = , which will fail only if 1 is a double root. In that case we must use = 2 ,

which is as far as we ever have to go in the second-order case.

These same ideas extend to higher-order recurrence relations, but we usually solve them numerically,

rather than exactly. A third-order linear difference equation with constant coefficients leads to a cubic

characteristic polynomial. There is a formula for the roots of a cubic, but its very complicated. For

fourth-degree polynomials, theres also a formula, but its even worse. For fifth and higher degrees, no

such formula exists. Even for the third-order case, the exact solution of a simple-looking

inhomogeneous linear recurrence relation with constant coefficients can take pages to write down. The

coefficients will be complicated expressions involving square roots and cube roots. For most, if not all,

purposes, a simpler answer with numerical coefficients is better, even though they must in the nature of

things, be approximate.

The procedure Ive suggested may strike you as silly. After all, weve already solved the characteristic

equation, so we know whether 1 is a characteristic root, and what its multiplicity is. Why not start with

a polynomial of the correct degree? This is all well and good, while youre taking the course, and

remember the procedure in detail. However, if you have to use this procedure some years from now,

you probably wont remember all the details. Then the method Ive suggested will be valuable.

Alternatively, you can start with a general polynomial of the maximum possible degree (that is, the

degree of the polynomial on the right-hand side plus the order of the recurrence relation.) This leads to

a lot of extra work if youre solving by hand, but its the approach I prefer for computer solution.

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