Chapter 1.

Discrete-Time Dynamical Systems

1. 1 Introduction

In this chapter, we discuss discrete-time models to describe dynamic phenomena in biology. Discrete-time
models are appropriate when we consider a phenomenon in terms of discrete time steps.

Difference equations (also called recurrence relations) play an important role in mathematical modeling. Such
equations can be used to relate the values of a particular quantity at different discrete times or periods, such as
generations. In particular, difference equations are frequently applied to populations whose generations do not
overlap. For example, when adults die and are replaced by their offspring, the population size from one
generation to the next, i.e. 𝑃𝑡 to 𝑃𝑡+1, can be modeled by difference equations. Other examples, where difference
equation models are used, are biomedical areas such as cancer growth1 , aging2, cell proliferation3 , and
Non
overlapping Generations
genetics4. ( e. g.) Cicadas
-

Emerging
Annual cicadas
mating males die after mating
•
:

Periodical cicadas Death within 4-6 weeks females die after

laying
• :

eggs
Magicicadas emerge every 13-17
→
yrs .

Basic Definitions and Notations

A powerful paradigm to use in modeling change is

Present Value
Future Value = +
Change

By collecting data over a period of time and analyzing them, we can often find out patterns to model. If the trend
is taking place over discrete-time periods, the preceding construct leads to a difference equation.

NOTATION IF the measurement is represented by the variable 𝑵, If the measure is represented by the use
at time 't
'

→
Ntdenote
the notation 𝑁𝑡 to measurement
the measurement
:
at time 𝑡 and 𝑁𝑡+1 to denote the measurement at time 𝑡 + 1.
at time 't I
'

→
Ntn measurement
:
+

→ A Nt =
Nt + I
-

Nt
i.
Change
= Future Value -
Present Value

1 S.S. Cross and D.W.K. Cotton (1994) Chaos and antichaos in pathology, Muman Pathol., 25: 630−637.
2 L.A. Lipsitz and A.L. Goldberger (1992) Loss of ‘complexity’ and aging. Potential applications of fractals and chaos theory to
senescence. JAMA, 267: 1806−1809.
3 P.A. Hall and D.A. Levinson (1990) Assessment of cell proliferation in histological material. J. Clin. Pathology, 43: 184−192.
4 J. Roughgarden (1996) Theory of Population Genetics and Evolutionary Ecology. Prentice-Hall, Englewood Cliffs, NJ.
 Definition Linear & Nonlinear Difference Equation of Order 𝒌
N :
dep .
var .
t : in d. var
. .

A form of the LINEAR difference equation of order 𝒌 that will be encountered most often is
( in N )

𝒂𝒌 (𝒕) 𝑵𝒕+𝒌 + 𝒂𝒌−𝟏 (𝒕) 𝑵𝒕+𝒌−𝟏 + ⋯ + 𝒂𝟏 (𝒕) 𝑵𝒕+𝟏 + 𝒂𝟎 (𝒕) 𝑵𝒕 = 𝒈(𝒕), 𝑡 = 0, 1, 2, …

> unless otherwise stated
increment assumed to be
,

1
with 𝑎𝑖 (𝑡), where 𝑖 = 0, 1, … , 𝑘, and 𝑔(𝑡) are real-valued functions of 𝑡 (independent variable),
.

provided 𝒂𝒌 (𝒕) 𝒂𝟎 (𝒕) ≠ 𝟎.

A difference equation that is not linear is said to be nonlinear.

* start dependent variables ; the of variable must be 1

by circling power .

NOTE.

* How to
figure out whether it's linear :

of each term
1) The power involving dependent vars .
(N ) is 1 .

2) The coefficients a .az and

go 9g g (t ) depend at most the
independent
. . .
,
'
,
,
, , .
on
't
.

var .
.
'

=/ 0

¥ difference eqn
d. e. →

¥É
.

D. E.
→
Differential
,
Eqn .

* If the d. e. is linear :

if g ( t ) -0
" -

.
"

→ the d. e. is said to be homogeneous

it's !
homogeneous
"
Otherwise ,
non -

→
A d. e. in the form Nttk f ( Nt Nt +1 =
. .
. . .
.
Nttk -
1) "

where f does not depend otherwise

explicitly on 't
' "

,
it is said to be autonomous i
it's
" " ,

non -
autonomous .

ORDER of a Difference Equation

( lowest subscript )
( Highest subscript )
-

=
Unit of Increment

I 1
a m,
* Unless otherwise indicated ,
we assume the unit of increment to be 1. to I '
z

( Hk ) -
(t )
Order = = K
1

'
3 Nt + 2h
-
9 Nt 3h
= sin (t ) .

t Nt
+
(
e.g. ) Nt
+ +
+ h
)
:É=3d
autonomous
linear non homogenous non -

order d. e.
-

Order
.
,
 ( highest
lowest
)
-
'

* N'
gltl does not include terms .

) ( does a' depend

interval '

on 't ? )
zand (iii) {autonomous orexplicitly
EXAMPLE 2. Classify the difference equations as to (i) order, (ii) linear or nonlinear,
'

( is N' to power 1 and isciafxnoft ?)

'

non-autonomous. If the equation is linear, determine if it is (iv) homogeneous or nonhomogeneous.

↳ ( is get 1=0 ? )

(a) 𝑁𝑡+3 + 4𝑡 3 𝑁𝑡+2 + sin(𝑡) 𝑁𝑡 = 3𝑡 + 1

homogeneous d. e)
(* + 3) -
t
3- =3 ( 3rd order linear non autonomous non
-
-
=
, .
,
,

(b) 𝑁𝑡+1 = 𝑎 𝑁𝑡2 + 𝑏 𝑁𝑡−1 where 𝑎 and 𝑏 are nonzero constants.

(ttl ) Vt 1)
autonomous d. e.)
4=2
- -

= ( 2nd order ,
non-linear ,

(c) 𝑁𝑡 = 𝑁𝑡+1 + 𝑡 5 𝑁𝑡+2

0=-1514+2 +
Nth Nt autonomous homogeneous d. e.)
( 2nd order
-

linear non
-

,
,
,

Some Terminology

Solution of a difference equation is ____________________________________________________.

a
sequence {
N Nz Nt } whose terms satisfy the given d. . .
.
. . .

. .
. . .
e.

(difference equation )

A general solution of a difference equation is a ___________________________________________.

formula that characterizes All POSSIBLE SOLUTIONS

An initial condition is any of a set of starting-point values imposed upon the variables in an equation
that has one or more arbitrary constants.

( IVP = Difference Equation + Initial conditions )

An initial value problem consists of a difference equation together with a collection of initial conditions
that must be satisfied. A solution of such a problem is called a _____________________________.
particular solution