SOLUTION OF FINITE DIFFERENCE EQUATION

INTRODUCTION

An equation which expresses a relation between the independent variable, the

dependent variable and the successive differences of the dependent variable is
called a difference equation.

Example: ∆  + 5∆ + 6 = 

∆
 − 4∆  + 5∆ + 6 = sin  + 2

Using the relation, ∆=  − 1, ∆ = ( − 1) ,

and so ∆ = ( − 1) =  − 

∆  = ( − 1)  =  − 2 + 

Hence : ∆  + 5∆ + 6 =  can be written as

 − 2 +  + 5( −  ) + 6 = 2

i.e  + 3 +  = 2 or (  + 3 + 2) = 2

Linear Difference of Higher Order Difference Equation

A general linear difference equation of higher order is of the form

a0yx+n + a1yx+n-1 + ….. + anyn = φ(x) (1)

or (a0En + a1En-1+….+ an-1E + an)yx = φ(x) (2)

i.e f(E)yx = φ(x) (3)

The solution of (3) is the sum of Complementary Function and Particular Integral.

i.e. yx = Complementary Function + Particular Integral

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text] Page 1

Method of finding Complementary Functions

Consider the equation f(E) = 0 (1)

Form auxiliary equation by replacing E by a in eqn.(1), we get f(a) = 0 (2)

Find the roots of eqn.(2). Let it be a1, a2,..., an

Now three cases arise.

CASE 1. Let all the roots of eqn. (2) be real and distinct.

Then .  =   +   + ⋯ +  

(3)

CASE 2. Let a1 = a2 = a, and the a=other roots a3,a4, ... , an are real and distinct.

Then .  = ( +  )  + 

 + ⋯ +   (4)

CASE 3. Let a1 = α + iβ, a2 = α - iβ, a3,a4, ... , an are real and distinct.
 (
Then .  =  cos # +  sin # ) + 

 + ⋯ +   , (5)

= $%  + &  , # = '( ) ,.
*
+
where

Methods of Finding Particular Integral

The particular integral is defined by -. . =

/()
0(1)
.

CASE 1. Let 2( ) =   .

Then -. . = , 45 5() ≠ 0.
/()
0(3)

If f(a)=0, then -. . = =  (; ,

39  (:)
(1(3) : ;!
(7)

where (;) = ( − 1)( − 2. . . = − ( − 1)>.

CASE 2. Let 2( ) = sin % .

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text] Page 2

Then -. . = = B H
?@A +  C DE9 (C FDE9
0(1) 0(1) G

= B − H ,  = J G+ , K = J (G+
 39 I9
G 0(1) 0(1)
(8)

CASE 3. . Let 2( ) = sin % .

Then -. . = = B H
?@ALM? +  C DE9 C FDE9
0(1) 0(1) 

= B + H ,  = J G+ , K = J (G+
 39 I9
 0(1) 0(1)
(9)

CASE 4. Let 2( )KJ  NOPOQ4P O5 RJS JJ 

Then -. . = = T1 ± S(∆)V( 2( )
/()
0(∆)
(10)

Expand T1 ± S(∆)V( as a series of ascending powers of ∆ and operate on φ(x)

1) Solve : − 5 + 6 = 0

Solution:

T  − 5 + 6V = 0

The auxillary equation is….

(Q − 5Q + 6) = 0

(Q − 1)(Q − 2) = 0

m= 3,2

CF =  3 +  2

 =  3 +  2

2 : WOPXJ ∶  + 7 + 8 = 0

Solution:

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text] Page 3

Given equation can be written as T  + 7 + 8V = 0

The auxillary equation is

(Q + 7Q + 8) = 0

(\√\ (\(√\
The roots are : m = B , H
 

 
(\√\ (\(√\
CF =  ) 
, +  ) 
,

3) Find particular integral of 

− 12 + 16 = 2 + 4

Solution:

9
-. =
1 ^ (1_

9
= ^ (()_

9 9
`(a_ b
= =

 (c)
-. = . 2(
!
..ie…

(()
. 2(

=

a9
-. = 1 ^ (1_

a9 a9
a ^ ((a)_

= =

(() a9
-. = -. + -. = 
. 2( +


LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text] Page 4

PROBLEMS –PART B

1) Solve ∆u x + ∆2u x = cos x

∆u x + ∆2 u x = cos x
∆ = E −1
∆n = ( E − 1) n
∆u x = ( E − 1)u x = Eu x − u x
∆2 = ( E − 1) 2 u x = ( E 2 − 2 E + 1) u x = E 2 u x − 2 Eu x + u x
u x +1 − u x + u x + 2 − 2u x +1 + u x = cos x
u x + 2 − u x +1 = cos x
E
E2 − = cos x
ux
( E 2 − E )u x = 0 ⇒ a 2 − a = 0 ⇒ a (a − 1) = 0 ⇒ a = 0,1
CF = C1 (1) x
φ ( x) cos x
PI = =
F (E) E2 − E
C D9
, Replace E by a=J G
1 c (1
= real part of

C D9
c
=C D > (=C D >
= real part of

C D9
C cD (=C D >
= real part of

∗
C D9 C FcD (C FD
C cD (=C D > C FcD (C FD
= real part of

C D9 =C FcD (C FD >
(C cD (C D )(C FcD (C FD )
=real part of

C D(9Fc) (C D(9Fe)
((C D C D )
=real part of

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text] Page 5

 LM? (()(fgh
( LM? 
=

The Solution is i =  (1) +

LM? (()(fgh
((LM? )

2) Solve yx+2−7yx+1−8yx=x(x−2)2x

Solution: (E2−7E−8)yx=(x2-x)2x

Auxiliary equation: m2−7m−8=0

(m−8)(m+1)=0

m=8, m=−1

C.F=C18X+C2(−1)x

P.I:

P.I= B H2x
 (c)
jc (\j(`
(REPLACE E=aE=2E)

P.I=2x B H
k (c)
(1)c (a1(`

= 2 B H
 (c)
a1 c a1(`

= 2 B H
 (c)
a(∆)c (a(∆)(`

= 2 B H
k (c)
a(∆∆c )(a(a∆(`

= 2 B H
 (c)
a∆c (_∆(`

= 2 l r
 (c)
n∆c Fo∆
(`((m q
ep

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text] Page 6

 (
=− B1 − ( )H ()
9 ∆c (
∆
` s

=− B1 + ) ,+ H ()
9 ∆c (
∆ s∆c
` s `

=− B1 − + H ()
9 ∆ ∆c
`

=− B () − + H
9 ∆ (c) ∆c  (c)
`

=− B ( − 1) − + H
9  c
`

P.I= − B  − + H
9 t 
`

 = .  + -. .

 =  8 +  (−1) − B  − + H.
9 t 
`

3) Solve (E² - 6E + 8)  =3n² + 6 – 5(3 )

[(E-4) (E-2)]  =3n² +6 - 5(3 )

A.E: m2 - 6m + 8 = 0

The roots are m₁=4, m₂=2


P.I = (1(a)(1()[3n² + 6 - 5(3 )]

= 3(1(a)(1()(n²+2) - 3
 
(1(a)(1()
(5)

t(
w )
(1(a)(1()
= (n²+2) - (()()

= (x(
)(x()
(n²+2) + (5) (3 )

(n²+2) + 5(3 )
x²(ax

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text] Page 7

 x²(ax (
= B1 + H (n²+2) + 5(3 )


= y1 + +) , z (n² + 2) + 5(3 )
xc (ax xc (ax

x²(ax _x²
] (n²+2) + 5(3 )

s
= [1- +

ax 
x²
] (n²+2) + 5(3 )

s
= [1 + +
a 

[2] + 5(3 )

s
= n² + 2 + [(2n+1)] +
` a _
+ 5(13 )


s
= n² + n + +
` _
=n² + n + 5(13 ) +

s

`
`
=n² + n + 5(13 ) +

s

4) Solve  − 2 + 5 = 2. 3 − 4. 7

SOLUTION:

A.E:  − 2 + 5 = 0

ROOTS ARE : 1+2i,1-2i

C.F = {| (}{ ~€(‚. ƒ‚)| + „… €†‡(‚. ƒ‚)|)

TO FIND P.I:

P.I=P.I 1+P.I 2
∅(‰)
Š(j)
P.I 1=

w
1 c (1t
=

Put E=aE,

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text] Page 8

 .
w
s1 c (_1t
=

.2

w
`
=

w
a
=

a.\ (w)
1 c (1t
P.I 2=

.4
\w
ab
=

\w
b
=

{y(x)}=C.F+P.I 1+P.I 2

−

w \w
=1 (1 cos(63.43) + C2 sin(63.43) )+
a b

5) SOLVE:

(Œ + 2Œ + Œ = Ž. 2 )

(  + 2 + 1) Œ = Ž. 2

The auxillary equation is obtained by replacing E=a

 + 2 + 1 = 0

( + 1) ( + 1) = 0

a =-1,-1

C.F =( +  ) (−1)‘

To find P.I
‘.’
1 c  1
P.I =

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text] Page 9

 ’ ‘
(1)c  (1)
=

’ ‘
a1 c  a1
=

’ ‘
a(∆)c  a(∆) 
=

’ ‘
a(∆∆c ) aa∆
=

’ ‘
a`∆a∆c  aa∆
=

’ ‘
a∆c  ∆s
=

= T1 + B HV( 
’ a∆c  `∆
s s

B1 − − H
” a∆c ∆
s s s
=

= B − H
’ 
s s

P.I = T9 − 12V

’
s

Œ = .  + -. .

Œ  = ( +  ) (−1)‘ + T9 − 12V

”’
s

6) Solve 2k -7k +3 =cos 2

Solution: Rewriting the given equation as: 2  -7E+3=0

Auxiliary equation: 2Q -7m+3=0

(Q − 3)(2Q − 1)=0

m=3,1–2

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text] Page 10

 

complementary equation(5)= (3 )+ —1–2˜

particular integral(PI)=cœ™š› cw
c Fœž^

C Dc9
1 c (\1

= R.P of

Replace E by J G
C Dc9 =C FnD (\C FcD 
>
=(Ÿ
C nD (\C cD Ÿ
)=C FnD (\C FcD 
>

C Dc9 C FnD (\C FcD C Dc9 

C Dc9
C nD .C FnD (C nD .\C FcD _C nD (\C cD .C FnD as(C cD _C FnD (C FcD s
=R.P of

 .¡ g0 C (c9Fn)(\C (c9Fc) 

C Dc9
_(a=C cD C FcD >_=C nD C FnD >((C cD C FcD )
=

 fgh((a)(\ fgh(()
fgh   fgh((a)(\ fgh(()
fgh 
_(a LM? _ LM? a( LM?  __ LM? a(
t LM? 
= =

Solution=cf+PI= (3 )+ (1–2) +

General
 fgh((a)(\ fgh(()
fgh 
__ LM? a(
t LM? 

7) WOPXJ  − 8 + 12 =  sin 

Solution:

(  − 8 + 12) =  sin 

ℎ ' J4£'4 J¤i'4O 4£ Q − 8Q + 12 = 0

(Q − 2)(Q − 6) = 0

Q = 2,6

.  = 2  + 6 

 sin 
-'4iP 4'JS P -. . =
 − 8 + 12

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text] Page 11

 =
 ?@A 
(1()(1(_)

= ∗
 C Dw (C FDw
(1()(1(_) G

=
C Dw (C FDw
G(1()(1(_)

¥JNPJ  → (),  → =J G >

= y=C D − =C FD z → (1)
 C Dw C FDw
G 1(>=C D 1(_> 1(>=C FD 1(_>

J G 
O£4RJ 4S OP = J G y G z
(J  − 2)(J  − 6)
G G (J  − 2)(J G  − 6)

Ni' J G = 

=  B(31()(31(_)H


Ni'  = ∆ + 1

=  B(3(∆)()(3(∆)(_)H


=  B(3∆3()(3∆3(_)H 


=  l r

§∆ž§ §∆ž§
m()( ,qm(_)( ,q
c o

 1
= ¨ ©
12 )1 − ∆ + , )1 − ∆ + ,
2 6

 ∆ +  ( ∆ +  ( ()
= ªm1 − q m1 − q «
12 2 6

K J NR4S

 ∆ +  ∆ +   ∆ +  ∆ +  
= ª¬1 + +m q ­ ¬1 + +m q ­« ()
12 2 2 6 6

K JSP'4S ℎ4SℎJ NO®J £

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text] Page 12

   + ∆  + 2 ∆  + ∆  + 2 ∆ ()
= ª1 + + « ª1 + + «
12 2 4 6 36

  + ∆  + 2 ∆
= ª¬1 + + ­ (36 + 6 + 6∆ +  + 2 ∆)() «
12 × 36 2 4

  + ∆  + 2 ∆
= ª¬1 + + ­ (36 + 6 + 6 +   + 2 )«
432 2 4


= T(4 + 2 + 2∆ +  + 2 ∆)(36 + 6 + 6 +   + 2 )V
432 × 4

= T(4 + 2 +  )(36 + 6 + 6 +   + 2 ) + (2 + 2 )(36 + 6 +  )V
1728

K £OPX4S ®J SJ'

= Ta ( + 4) + 
(8 + 18) +  (16 + 98) + (96 + 96)V
1728
K £iK£'i'4S  = J G ®J SJ',
1
= °J GaG ( + 4) + J G
G (8 + 18) + J GG (16 + 98)
1728
+ J GG (96 + 96) + 144V

J (G
£4Q4P P 5O
(J (G  − 2)(J (G  − 6)

JNPJ J G K J (G , 'ℎJ ®J SJ'

1
= °J (G(aG ( + 4) + J (G(
G (8 + 18) + J ((G (16 + 98)
1728
+ J (G(G (96 + 96) + 144J (G V

ℎJJ K £iK£'i'4S 4 J¤ 1, ®J SJ'

1
= °=J (a)G − J ((a)G >( + 4) + =J (
)G − J ((
)G >(8 + 18)
1728 × 24
+ =J ()G − J (()G >(16 + 98)
+ =J ()G − J (()G >(96 + 96) + 144(J G − J (G ±

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text] Page 13

 −4
= Tsin( + 4)( + 4) + sin( + 3)(8 + 18)
−1728 × 4 
+ sin( + 2)(16 + 98) + sin( + 1)(96 + 96) + 144 sin V

−4
= Tsin( + 4)( + 4) + sin( + 3)(8 + 18)
1728
+ sin( + 2)(16 + 98) + sin( + 1)(96 + 96) + 144 sin V

 = .  + -. .

 = 2  + 6 
4
− Tsin( + 4)( + 4) + sin( + 3)(8 + 18)
1728
+ sin( + 2)(16 + 98) + sin( + 1)(96 + 96) + 144 sin V

Solve

Œ( + 2) + Œ( + 1) − 56Œ() = 2 ( − 3)

Take E operator on LHS

(  +  − 56)Œ() = 2 ( − 3)

2 ( − 3)
Œ() =
  +  − 56
Replace E by E-2 so as to remove the exponential from the E operator.

 − 3
Œ() = 2
( − 2) +  − 2 − 56

Replace E by 1+ ∆. And n squared by factorial polynomials.

() + ()
Œ() = 2 
∆ − ∆ − 56

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text] Page 14

 () + ()
Œ() = 2 (−1/56)

∆ ∆
1+( − )
56 56
(
1 ∆ ∆
Œ() = 2 m− q —1 + ¬ − ­˜

(() + () )
56 56 56

1 ∆ ∆ ∆ ∆

Œ() = 2 m− q (1 − ¬ − ­ + ¬ − ­ )(() + () )

56 56 56 56 56

1 (2 + 1) − 2 2
Œ() = 2 m− q (=() + () > − +
56 56 56
1 2 + 1
Œ() = 2 m− q m( − 1) +  − q
56 56
1
Œ() = 2 m− q (56 − (2 + 1))
56

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text] Page 15