DYNAMICS of

SECOND ORDER
RATIONAL DIFFERENCE
EQUATIONS
With Open Problems and Conjectures

CHAPMAN & HALL/CRC
DYNAMICS of
SECOND ORDER
RATIONAL DIFFERENCE
EQUATIONS
M. R. S. Kulenovi´c
G. Ladas
Boca Raton London New York Washington, D.C.
With Open Problems and Conjectures

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International Standard Book Number 1-58488-275-1
Library of Congress Card Number 20010370
Printed in the United States of America 1 2 3 4 5 6 7 8 9 0
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Library of Congress Cataloging-in-Publication Data

Kulenovi´ c, M.R.S. (Mustafa R.S.)
Dynamics of second order rational difference equations : with
open problems and conjectures / M.R.S. Kulenovi´ c, G. Ladas.
p. cm.
Includes bibliographical references and index.
ISBN 1-58488-275-1
1. Difference equations—Numerical solutions. I. Ladas, G.E.
II. Title.
QA431 .K84 2001
515



.625—dc21 20010370


disclaimer Page 1 Monday, June 18, 2001 9:53 AM
Contents
Preface ix
Acknowledgements xi
Introduction and Classification of Equation Types 1
1 Preliminary Results 5
1.1 Definitions of Stability and Linearized Stability Analysis . . . . . . . . . 5
1.2 The Stable Manifold Theorem in the Plane . . . . . . . . . . . . . . . . . 7
1.3 Global Asymptotic Stability of the Zero Equilibrium . . . . . . . . . . . 9
1.4 Global Attractivity of the Positive Equilibrium . . . . . . . . . . . . . . . 9
1.5 Limiting Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.6 The Riccati Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
1.7 Semicycle Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
2 Local Stability, Semicycles, Periodicity, and Invariant Intervals 29
2.1 Equilibrium Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
2.2 Stability of the Zero Equilibrium . . . . . . . . . . . . . . . . . . . . . . 30
2.3 Local Stability of the Positive Equilibrium . . . . . . . . . . . . . . . . . 32
2.4 When is Every Solution Periodic with the Same Period? . . . . . . . . . 33
2.5 Existence of Prime Period-Two Solutions . . . . . . . . . . . . . . . . . . 35
2.6 Local Asymptotic Stability of a Two Cycle . . . . . . . . . . . . . . . . . 36
2.7 Convergence to Period-Two Solutions When
C = 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
2.8 Invariant Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
2.9 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . 43
3 (1, 1)-Type Equations 47
3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
3.2 The Case α = γ = A = B = 0 : x
n+1
=
βx
n
Cx
n−1
. . . . . . . . . . . . . . . 48
3.3 The Case α = β = A = C = 0 : x
n+1
=
γx
n−1
Bx
n
. . . . . . . . . . . . . . . . 49
3.4 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . 49
v
vi Contents
4 (1, 2)-Type Equations 53
4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
4.2 The Case β = γ = C = 0 : x
n+1
=
α
A+Bx
n
. . . . . . . . . . . . . . . . . . 54
4.3 The Case β = γ = A = 0 : x
n+1
=
α
Bx
n
+Cx
n−1
. . . . . . . . . . . . . . . . 55
4.4 The Case α = γ = B = 0 : x
n+1
=
βx
n
A+Cx
n−1
- Pielou’s Equation . . . . . . 57
4.5 The Case α = γ = A = 0 : x
n+1
=
βx
n
Bx
n
+Cx
n−1
. . . . . . . . . . . . . . . 58
4.6 The Case α = β = C = 0 : x
n+1
=
γx
n−1
A+Bx
n
. . . . . . . . . . . . . . . . . . 59
4.7 The Case α = β = A = 0 : x
n+1
=
γx
n−1
Bx
n
+Cx
n−1
. . . . . . . . . . . . . . . . 60
4.7.1 The Case p < 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
4.7.2 The Case p = 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
4.7.3 The Case p > 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
4.8 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . 64
5 (2, 1)-Type Equations 69
5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
5.2 The Case γ = A = B = 0 : x
n+1
=
α+βx
n
Cx
n−1
- Lyness’ Equation . . . . . . . 70
5.3 The Case β = A = C = 0 : x
n+1
=
α+γx
n−1
Bx
n
. . . . . . . . . . . . . . . . . 72
5.4 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . 72
6 (2, 2)-Type Equations 77
6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
6.2 The Case γ = C = 0 : x
n+1
=
α+βx
n
A+Bx
n
- Riccati Equation . . . . . . . . . . 78
6.3 The Case γ = B = 0 : x
n+1
=
α+βx
n
A+Cx
n−1
. . . . . . . . . . . . . . . . . . . 79
6.4 The Case γ = A = 0 : x
n+1
=
α+βx
n
Bx
n
+Cx
n−1
. . . . . . . . . . . . . . . . . . 82
6.4.1 Invariant Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . 83
6.4.2 Semicycle Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 84
6.4.3 Global Stability and Boundedness . . . . . . . . . . . . . . . . . . 87
6.5 The Case β = C = 0 : x
n+1
=
α+γx
n−1
A+Bx
n
. . . . . . . . . . . . . . . . . . . 89
6.5.1 Semicycle Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 90
6.5.2 The Case q < 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
6.5.3 The Case q > 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
6.6 The Case β = A = 0 : x
n+1
=
α+γx
n−1
Bx
n
+Cx
n−1
. . . . . . . . . . . . . . . . . . 92
6.6.1 Existence and Local Stability of Period-Two Cycles . . . . . . . . 93
6.6.2 Invariant Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . 96
6.6.3 Semicycle Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 97
6.6.4 Global Behavior of Solutions . . . . . . . . . . . . . . . . . . . . . 100
6.7 The Case α = C = 0 : x
n+1
=
βx
n
+γx
n−1
A+Bx
n
. . . . . . . . . . . . . . . . . . 101
6.7.1 Invariant Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . 102
6.7.2 Semicycle Analysis of Solutions When q ≤ 1 . . . . . . . . . . . . 103
6.7.3 Semicycle Analysis and Global Attractivity When q = 1 . . . . . . 105
6.7.4 Global Attractivity When q < 1 . . . . . . . . . . . . . . . . . . . 107
Contents vii
6.7.5 Long-term Behavior of Solutions When q > 1 . . . . . . . . . . . 107
6.8 The Case α = B = 0 : x
n+1
=
βx
n
+γx
n−1
A+Cx
n−1
. . . . . . . . . . . . . . . . . . 109
6.8.1 Invariant Intervals and Semicycle Analysis . . . . . . . . . . . . . 110
6.8.2 Global Stability of the Positive Equilibrium . . . . . . . . . . . . 112
6.9 The Case α = A = 0 : x
n+1
=
βx
n
+γx
n−1
Bx
n
+Cx
n−1
. . . . . . . . . . . . . . . . . . 113
6.9.1 Existence of a Two Cycle . . . . . . . . . . . . . . . . . . . . . . . 114
6.9.2 Semicycle Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 117
6.9.3 Global Stability Analysis When p < q . . . . . . . . . . . . . . . 117
6.9.4 Global Stability Analysis When p > q . . . . . . . . . . . . . . . 123
6.10 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . 123
7 (1, 3)-Type Equations 131
7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131
7.2 The Case β = γ = 0 : x
n+1
=
α
A+Bx
n
+Cx
n−1
. . . . . . . . . . . . . . . . . 131
7.3 The Case α = γ = 0 : x
n+1
=
βx
n
A+Bx
n
+Cx
n−1
. . . . . . . . . . . . . . . . . 132
7.4 The Case α = β = 0 : x
n+1
=
γx
n−1
A+Bx
n
+Cx
n−1
. . . . . . . . . . . . . . . . . 133
7.5 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . 134
8 (3, 1)-Type Equations 137
8.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
8.2 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . 138
9 (2, 3)-Type Equations 141
9.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
9.2 The Case γ = 0 : x
n+1
=
α+βx
n
A+Bx
n
+Cx
n−1
. . . . . . . . . . . . . . . . . . . 141
9.2.1 Boundedness of Solutions . . . . . . . . . . . . . . . . . . . . . . 142
9.2.2 Invariant Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . 143
9.2.3 Semicycle Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 144
9.2.4 Global Asymptotic Stability . . . . . . . . . . . . . . . . . . . . . 147
9.3 The Case β = 0 : x
n+1
=
α+γx
n−1
A+Bx
n
+Cx
n−1
. . . . . . . . . . . . . . . . . . . 149
9.3.1 Existence and Local Stability of Period-Two Cycles . . . . . . . . 150
9.3.2 Invariant Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . 154
9.3.3 Convergence of Solutions . . . . . . . . . . . . . . . . . . . . . . . 156
9.3.4 Global Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
9.3.5 Semicycle Analysis When pr = q +
q
2
r
. . . . . . . . . . . . . . . . 157
9.4 The Case α = 0 : x
n+1
=
βx
n
+γx
n−1
A+Bx
n
+Cx
n−1
. . . . . . . . . . . . . . . . . . . 158
9.4.1 Invariant Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . 160
9.4.2 Convergence of Solutions . . . . . . . . . . . . . . . . . . . . . . 162
9.5 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . 163
viii Contents
10 (3, 2)-Type Equations 167
10.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167
10.2 The Case C = 0 : x
n+1
=
α+βx
n
+γx
n−1
A+Bx
n
. . . . . . . . . . . . . . . . . . . . 167
10.2.1 Proof of Part (b) of Theorem 10.2.1 . . . . . . . . . . . . . . . . . 169
10.2.2 Proof of Part (c) of Theorem 10.2.1 . . . . . . . . . . . . . . . . . 172
10.3 The Case B = 0 : x
n+1
=
α+βx
n
+γx
n−1
A+Cx
n−1
. . . . . . . . . . . . . . . . . . . . 172
10.3.1 Invariant Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . 173
10.3.2 Global Stability When p ≥ r . . . . . . . . . . . . . . . . . . . . . 173
10.3.3 Convergence of Solutions . . . . . . . . . . . . . . . . . . . . . . . 174
10.4 The Case A = 0 : x
n+1
=
α+βx
n
+γx
n−1
Bx
n
+Cx
n−1
. . . . . . . . . . . . . . . . . . . . 175
10.4.1 Invariant Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . 177
10.4.2 Convergence of Solutions . . . . . . . . . . . . . . . . . . . . . . . 179
10.5 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . 180
11 The (3, 3)-Type Equation x
n+1
=
α+βx
n
+γx
n−1
A+Bx
n
+Cx
n−1
183
11.1 Linearized Stability Analysis . . . . . . . . . . . . . . . . . . . . . . . . . 183
11.2 Invariant Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 184
11.3 Convergence Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
11.3.1 Global Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
11.4 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . 192
A Global Attractivity for Higher Order Equations 201
Bibliography 211
Index 217
Preface
In this monograph, we present the known results and derive several new ones on the
boundedness, the global stability, and the periodicity of solutions of all rational difference
equations of the form
x
n+1
=
α + βx
n
+ γx
n−1
A +Bx
n
+Cx
n−1
, n = 0, 1, . . . (1)
where the parameters α, β, γ, A, B, C and the initial conditions x
−1
and x
0
are nonneg-
ative real numbers.
We believe that the results about Eq(1) are of paramount importance in their own
right and furthermore we believe that these results offer prototypes towards the devel-
opment of the basic theory of the global behavior of solutions of nonlinear difference
equations of order greater than one. The techniques and results which we develop in
this monograph to understand the dynamics of Eq(1) are also extremely useful in ana-
lyzing the equations in the mathematical models of various biological systems and other
applications.
It is an amazing fact that Eq(1) contains, as special cases, a large number of equations
whose dynamics have not been thoroughly understood yet and remain a great challenge
for further investigation. To this end we pose several Open Problems and Conjec-
tures which we believe will stimulate further interest towards a complete understanding
of the dynamics of Eq(1) and its functional generalizations.
Chapter 1 contains some basic definitions and some general results which are used
throughout the book. In this sense, this is a self-contained monograph and the main
prerequisite that the reader needs to understand the material presented here and to be
able to attack the open problems and conjectures is a good foundation in analysis. In an
appendix, at the end of this monograph, we present some global attractivity results for
higher order difference equations which may be useful for extensions and generalizations.
In Chapter 2 we present some general results about periodic solutions and invariant
intervals of Eq(1). In particular we present necessary and sufficient conditions for Eq(1)
to have period-two solutions and we also present a table of invariant intervals.
In Chapters 3 to 11 we present the known results and derive several new ones on the
various types of equations which comprise Eq(1).
Every chapter in this monograph contains several open problems and conjectures
related to the particular equation which is investigated and its generalizations.
ix
Acknowledgements
This monograph is the outgrowth of lecture notes and seminars which were given at the
University of Rhode Island during the last five years. We are thankful to Professors R.
D. Driver, E. A. Grove, J. Hoag, W. Kosmala, L. F. Martins, O. Merino, S. Schultz,
and W. S. Sizer and to our graduate students A. M. Amleh, W. Briden, E. Camouzis,
C. A. Clark, K. Cunningham, R. C. DeVault, H. El-Metwally, J. Feuer, C. Gibbons, E.
Janowski, C. Kent, L. McGrath, M. Predescu, N. Prokup, M. Radin, I. W. Rodrigues,
C. T. Teixeira, S. Valicenti, and K. P. Wilkinson for their enthusiastic participation and
useful suggestions which helped to improve the exposition.
xi
To
Senada and Theodora
Introduction and Classification of
Equation Types
In this monograph, we present the known results and derive several new ones on the
boundedness, the global stability, and the periodicity of solutions of all rational difference
equations of the form
x
n+1
=
α + βx
n
+ γx
n−1
A + Bx
n
+ Cx
n−1
, n = 0, 1, . . . (1)
where the parameters α, β, γ, A, B, C are nonnegative real numbers and the initial con-
ditions x
−1
and x
0
are arbitrary nonnegative real numbers such that
A + Bx
n
+ Cx
n−1
> 0 for all n ≥ 0.
We believe that the results about Eq(1) are of paramount importance in their own
right and furthermore we believe that these results offer prototypes towards the devel-
opment of the basic theory of the global behavior of solutions of nonlinear difference
equations of order greater than one. The techniques and results which we develop in
this monograph to understand the dynamics of Eq(1) are also extremely useful in ana-
lyzing the equations in the mathematical models of various biological systems and other
applications.
It is an amazing fact that Eq(1) contains as special cases, a large number of equa-
tions whose dynamics have not been thoroughly established yet. To this end we pose
several Open Problems and Conjectures which we believe will stimulate further
interest towards a complete understanding of the dynamics of Eq(1) and its functional
generalizations.
Eq(1) includes among others the following well known classes of equations:
1. The Riccati difference equation when
γ = C = 0.
This equation is studied in many textbooks on difference equations, such as [1], [21],
[41], [42], etc. See Section 1.6 where, in addition to the basic description of the solutions
1
2 Introduction and Classification
of the Riccati equation, we introduce the forbidden set of the equation. This is the
set F of all initial conditions x
0
∈ R through which the equation
x
n+1
=
α + βx
n
A + Bx
n
(2)
is not well defined for all n ≥ 0. Hence the solution {x
n
} of Eq(2) exists for all n ≥ 0,
if and only if x
0
/ ∈ F.
The problem of existence of solutions for difference equations is of paramount
importance but so far has been systematically neglected. See [13], [18], [32], [69], and
Section 1.6 for some results in this regard.
Throughout this monograph we pose several open problems related to the existence
of solutions of some simple equations with the hope that their investigation may throw
some light into this very difficult problem.
An example of such a problem is the following:
Open Problem Find all initial points (x
−1
, x
0
) ∈ R×R through which the equa-
tion
x
n+1
= −1 +
x
n−1
x
n
is well defined for all n ≥ 0. See [13].
2. Pielou’s discrete delay logistic model when
α = γ = B = 0.
See ([42], p. 75), [55], [66], [67], and Section 4.4.
We believe that the techniques which we develop in this monograph to understand
the dynamics of Eq(1) will also be of paramount importance in analyzing the equations
in the mathematical models of various biological systems and other applications. For
example, it is interesting to note the similarities of the dynamics of the population model
x
n+1
= α + βx
n−1
e
−x
n
, n = 0, 1, . . .
and the rational equation
x
n+1
=
α + αx
n
+ βx
n−1
1 + x
n
, n = 0, 1, . . . .
See [24] and Sections 2.7 and 10.2.
3. Lyness’ equation when
γ = A = B = 0.
See [42], [44], [49], [57], and Section 5.2. This is a fascinating equation with many
interesting extensions and generalizations. A characteristic feature of this equation is
that it possesses an invariant which can be used to understand the character of its
Introduction and Classification 3
solutions. Without the use of this invariant we are still unable to show, for example,
that every positive solution of the difference equation
x
n+1
=
α + x
n
x
n−1
, n = 0, 1, . . .
where α ∈ (0, ∞), is bounded.
It is an amazing fact that Eq(1) contains, as special cases, a large number of equations
whose dynamics have not been thoroughly established yet.
For convenience we classify all the special cases of Eq(1) as follows.
Let k and l be positive integers from the set {1, 2, 3}. We will say that a special case
of Eq(1) is of (k, l)-type if the equation is of the form of Eq(1) with k positive parameters
in the numerator and l positive parameters in the denominator.
For example the following equations
x
n+1
=
x
n
x
n−1
, n = 0, 1, . . .
x
n+1
=
α + βx
n
γ + x
n−1
, n = 0, 1, . . .
x
n+1
=
1 + x
n
x
n−1
, n = 0, 1, . . .
x
n+1
=
βx
n
+ γx
n−1
A + Bx
n
+ Cx
n−1
, n = 0, 1, . . .
are of types (1, 1), (2, 2), (2, 1), and (2, 3) respectively.
In this sense, Eq(1) contains 49 equations as follows:
9 equations of type (1, 1)
9 equations of type (1, 2)
9 equations of type (2, 1)
9 equations of type (2, 2)
3 equations of type (1, 3)
3 equations of type (3, 1)
3 equations of type (2, 3)
3 equations of type (3, 2)
1 equation of type (3, 3).
Of these 49 equations, 21 are either trivial, or linear, or of the Riccati type. The
remaining 28 are quite interesting nonlinear difference equations. Some of them have
been recently investigated and have led to the development of some general theory about
difference equations. See [7], [15], [28], [29], [42], [43], [45] and [52]-[54]. However to this
day, many special cases of Eq(1) are not thoroughly understood yet and remain a great
challenge for further investigation.
Our goal in this monograph is to familiarize readers with the recent techniques and
results related to Eq(1) and its extensions, and to bring to their attention several Open
Research Problems and Conjectures related to this equation and its functional
generalization.
Chapter 1
Preliminary Results
In this chapter we state some known results and prove some new ones about difference
equations which will be useful in our investigation of Eq(1).
The reader may just glance at the results in this chapter and return for the details
when they are needed in the sequel. See also [1], [4], [16], [21], [22], [33], [34], [41], [63],
and [68].
1.1 Definitions of Stability and Linearized Stability
Analysis
Let I be some interval of real numbers and let
f : I ×I →I
be a continuously differentiable function.
Then for every set of initial conditions x
0
, x
−1
∈ I, the difference equation
x
n+1
= f(x
n
, x
n−1
), n = 0, 1, . . . (1.1)
has a unique solution {x
n
}

n=−1
.
A point x ∈ I is called an equilibrium point of Eq(1.1) if
x = f(x, x);
that is,
x
n
= x for n ≥ 0
is a solution of Eq(1.1), or equivalently, x is a fixed point of f.
Definition 1.1.1 Let x be an equilibrium point of Eq(1.1).
5
6 Chapter 1. Preliminary Results
(i) The equilibrium x of Eq(1.1) is called locally stable if for every ε > 0, there
exists δ > 0 such that for all x
0
, x
−1
∈ I with |x
0
−x| +|x
−1
−x| < δ,
we have
|x
n
−x| < ε for all n ≥ −1.
(ii) The equilibrium x of Eq(1.1) is called locally asymptotically stable if it is
locally stable, and if there exists γ > 0 such that for all x
0
, x
−1
∈ I with |x
0
−x| +
|x
−1
−x| < γ,
we have
lim
n→∞
x
n
= x.
(iii) The equilibrium x of Eq(1.1) is called a global attractor if for every x
0
, x
−1
∈ I
we have
lim
n→∞
x
n
= x.
(iv) The equilibrium x of Eq(1.1) is called globally asymptotically stable if it is
locally stable and a global attractor.
(v) The equilibrium x of Eq(1.1) is called unstable if it is not stable.
(vi) The equilibrium x of Eq(1.1) is called a source, or a repeller, if there exists r > 0
such that for all x
0
, x
−1
∈ I with 0 < |x
0
−x| +|x
−1
−x| < r, there exists N ≥ 1
such that
|x
N
−x| ≥ r.
Clearly a source is an unstable equilibrium.
Let
p =
∂f
∂u
(x, x) and q =
∂f
∂v
(x, x)
denote the partial derivatives of f(u, v) evaluated at the equilibrium x of Eq(1.1).
Then the equation
y
n+1
= py
n
+ qy
n−1
, n = 0, 1, . . . (1.2)
is called the linearized equation associated with Eq(1.1) about the equilibrium point x.
Theorem 1.1.1 (Linearized Stability)
(a) If both roots of the quadratic equation
λ
2
−pλ −q = 0 (1.3)
lie in the open unit disk |λ| < 1, then the equilibrium x of Eq(1.1) is locally
asymptotically stable.
1.2. The Stable Manifold Theorem in the Plane 7
(b) If at least one of the roots of Eq(1.3) has absolute value greater than one, then the
equilibrium x of Eq(1.1) is unstable.
(c) A necessary and sufficient condition for both roots of Eq(1.3) to lie in the open
unit disk |λ| < 1, is
|p| < 1 −q < 2. (1.4)
In this case the locally asymptotically stable equilibrium x is also called a sink.
(d) A necessary and sufficient condition for both roots of Eq(1.3) to have absolute value
greater than one is
|q| > 1 and |p| < |1 −q| .
In this case x is a repeller.
(e) A necessary and sufficient condition for one root of Eq(1.3) to have absolute value
greater than one and for the other to have absolute value less than one is
p
2
+ 4q > 0 and |p| > |1 −q| .
In this case the unstable equilibrium x is called a saddle point.
(f ) A necessary and sufficient condition for a root of Eq(1.3) to have absolute value
equal to one is
|p| = |1 −q|
or
q = −1 and |p| ≤ 2.
In this case the equilibrium x is called a nonhyperbolic point.
Definition 1.1.2 (a) A solution {x
n
} of Eq(1.1) is said to be periodic with period p
if
x
n+p
= x
n
for all n ≥ −1. (1.5)
(b) A solution {x
n
} of Eq(1.1) is said to be periodic with prime period p, or a
p-cycle if it is periodic with period p and p is the least positive integer for which
(1.5) holds.
1.2 The Stable Manifold Theorem in the Plane
Let T be a diffeomorphism in I × I, i.e., one-to-one, smooth mapping, with smooth
inverse.
Assume that p ∈ I ×I is a saddle fixed point of T, i.e., T(p) = p and the Jacobian
J
T
(p) has one eigenvalue s with |s| < 1 and one eigenvalue u with |u| > 1.
8 Chapter 1. Preliminary Results
Let v
s
be an eigenvector corresponding to s and let v
u
be an eigenvector correspond-
ing to u.
Let S be the stable manifold of p, i.e., the set of initial points whose forward orbits
(under iteration by T)
p, T(p), T
2
(p), . . .
converge to p.
Let U be the unstable manifold of p, i.e., the set of initial points whose backward
orbits (under iteration by the inverse of T)
p, T
−1
(p), T
−2
(p), . . .
converge to p. Then, both S and U are one dimensional manifolds (curves) that contain
p. Furthermore, the vectors v
s
and v
u
are tangent to S and U at p, respectively.
The map T for Eq(1.1) is found as follows:
Set
u
n
= x
n−1
and v
n
= x
n
for n ≥ 0.
Then
u
n+1
= x
n
and v
n+1
= f(v
n
, u
n
) for n ≥ 0
and so
T

u
v

=

v
f(v, u)

.
Therefore the eigenvalues of the Jacobian J
T

x
x

at the equilibrium point x of Eq(1.1)
are the roots of Eq(1.3).
In this monograph, the way we will make use of the Stable Manifold Theorem in our
investigation of the rational difference equation
x
n+1
=
α + βx
n
+ γx
n−1
A + Bx
n
+ Cx
n−1
, n = 0, 1, . . . (1.6)
is as follows:
Under certain conditions the positive equilibrium of Eq(1.6) will be a saddle point
and under the same conditions Eq(1.6) will have a two cycle
. . . φ, ψ, φ, ψ, . . . (1.7)
which is locally asymptotically stable. Under these conditions, the two cycle (1.7) cannot
be a global attractor of all non-equilibrium solutions. See, for example, Sections 6.6 and
6.9.
1.3. Global Asymptotic Stability of the Zero Equilibrium 9
1.3 Global Asymptotic Stability of the Zero Equi-
librium
When zero is an equilibrium point of the Eq(1.6), which we are investigating in this
monograph (with β > 0), then the following theorem will be employed to establish
conditions for its global asymptotic stability. Amazingly the same theorem is a powerful
tool for establishing the global asymptotic stability of the zero equilibrium of several
biological models. See, for example, [31] and [48].
Theorem 1.3.1 ([31]. See also [48], and [70]) Consider the difference equation
x
n+1
= f
0
(x
n
, x
n−1
)x
n
+ f
1
(x
n
, x
n−1
)x
n−1
, n = 0, 1, . . . (1.8)
with nonnegative initial conditions and
f
0
, f
1
∈ C[[0, ∞) ×[0, ∞), [0, 1)].
Assume that the following hypotheses hold:
(i) f
0
and f
1
are non-increasing in each of their arguments;
(ii) f
0
(x, x) > 0 for all x ≥ 0;
(iii) f
0
(x, y) + f
1
(x, y) < 1 for all x, y ∈ (0, ∞).
Then the zero equilibrium of Eq(1.8) is globally asymptotically stable.
1.4 Global Attractivity of the Positive Equilibrium
Unfortunately when it comes to establishing the global attractivity of the positive equi-
librium of the Eq(1.6) which we are investigating in this monograph, there are not
enough results in the literature to cover all various cases. We strongly believe that the
investigation of the various special cases of our equation has already played and will
continue to play an important role in the development of the stability theory of general
difference equations of orders greater than one.
The first theorem, which has also been very useful in applications to mathematical
biology, see [31] and [48], was really motivated by a problem in [35].
Theorem 1.4.1 ([31]. See also [35], [48], and ([42], p. 53). Let I ⊆ [0, ∞) be some
interval and assume that f ∈ C[I ×I, (0, ∞)] satisfies the following conditions:
(i) f(x, y) is non-decreasing in each of its arguments;
(ii) Eq(1.1) has a unique positive equilibrium point x ∈ I and the function f(x, x)
satisfies the negative feedback condition:
(x −x)(f(x, x) −x) < 0 for every x ∈ I −{x}.
Then every positive solution of Eq(1.1) with initial conditions in I converges to x.
10 Chapter 1. Preliminary Results
The following theorem was inspired by the results in [55] that deal with the global
asymptotic stability of Pielou’s equation (see Section 4.4), which is a special case of
the equation that we are investigating in this monograph.
Theorem 1.4.2 ([42], p. 27) Assume
(i) f ∈ C[(0, ∞) ×(0, ∞), (0, ∞)];
(ii) f(x, y) is nonincreasing in x and decreasing in y;
(iii) xf(x, x) is increasing in x;
(iv) The equation
x
n+1
= x
n
f(x
n
, x
n−1
), n = 0, 1, . . . (1.9)
has a unique positive equilibrium x.
Then x is globally asymptotically stable.
Theorem 1.4.3 ([27]) Assume
(i) f ∈ C[[0, ∞) ×[0, ∞), (0, ∞)];
(ii) f(x, y) is nonincreasing in each argument;
(iii) xf(x, y) is nondecreasing in x;
(iv) f(x, y) < f(y, x) ⇐⇒x > y;
(v) The equation
x
n+1
= x
n−1
f(x
n−1
, x
n
), n = 0, 1, . . . (1.10)
has a unique positive equilibrium x.
Then x is a global attractor of all positive solutions of Eq(1.10).
The next result is known as the stability trichotomy result:
Theorem 1.4.4 ([46]) Assume
f ∈ C
1
[[0, ∞) ×[0, ∞), [0, ∞)]
is such that
x

∂f
∂x

+ y

∂f
∂y

< f(x, y) for all x, y ∈ (0, ∞). (1.11)
Then Eq(1.1) has stability trichotomy, that is exactly one of the following three cases
holds for all solutions of Eq(1.1):
(i) lim
n→∞
x
n
= ∞ for all (x
−1
, x
0
) = (0, 0) .
(ii) lim
n→∞
x
n
= 0 for all initial points and 0 is the only equilibrium point of Eq(1.1).
(iii) lim
n→∞
x
n
= x ∈ (0, ∞) for all (x
−1
, x
0
) = (0, 0) and x is the only positive equi-
librium of Eq(1.1).
1.4. Global Attractivity of the Positive Equilibrium 11
Very often the best strategy for obtaining global attractivity results for Eq(1.1) is
to work in the regions where the function f(x, y) is monotonic in its arguments. In this
regard there are four possible scenarios depending on whether f(x, y) is nondecreasing
in both arguments, or nonincreasing in both arguments, or nonincreasing in one and
nondecreasing in the other.
The next two theorems are slight modifications of results which were obtained in [54]
and were developed while we were working on a special case of the equation that we are
investigating in this monograph. (See Section 6.9.) The first theorem deals with the case
where the function f(x, y) is non-decreasing in x and non-increasing in y and the second
theorem deals with the case where the function f(x, y) is non-increasing in x and non-
decreasing in y. Theorems 1.4.8 and 1.4.7 below are new and deal with the remaining
two cases relative to the monotonic character of f(x, y). See Sections 6.4 and 6.8 where
these theorems are utilized. See also the Appendix, at the end of this monograph, which
describes the extension of these results to higher order difference equations.
Theorem 1.4.5 ([54]) Let [a, b] be an interval of real numbers and assume that
f : [a, b] ×[a, b] →[a, b]
is a continuous function satisfying the following properties:
(a) f(x, y) is non-decreasing in x ∈ [a, b] for each y ∈ [a, b], and f(x, y) is non-
increasing in y ∈ [a, b] for each x ∈ [a, b];
(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system
f(m, M) = m and f(M, m) = M,
then m = M.
Then Eq(1.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(1.1) con-
verges to x.
Proof. Set
m
0
= a and M
0
= b
and for i = 1, 2, . . . set
M
i
= f(M
i−1
, m
i−1
) and m
i
= f(m
i−1
, M
i−1
).
Now observe that for each i ≥ 0,
m
0
≤ m
1
≤ . . . ≤ m
i
≤ . . . ≤ M
i
≤ . . . ≤ M
1
≤ M
0
and
m
i
≤ x
k
≤ M
i
for k ≥ 2i + 1.
Set
m = lim
i→∞
m
i
and M = lim
i→∞
M
i
.
12 Chapter 1. Preliminary Results
Then
M ≥ limsup
i→∞
x
i
≥ liminf
i→∞
x
i
≥ m (1.12)
and by the continuity of f,
m = f(m, M) and M = f(M, m).
Therefore in view of (b),
m = M
from which the result follows. 2
Theorem 1.4.6 ([54]) Let [a, b] be an interval of real numbers and assume that
f : [a, b] ×[a, b] →[a, b]
is a continuous function satisfying the following properties:
(a) f(x, y) is non-increasing in x ∈ [a, b] for each y ∈ [a, b], and f(x, y) is non-
decreasing in y ∈ [a, b] for each x ∈ [a, b];
(b) The difference equation Eq(1.1) has no solutions of prime period two in [a, b].
Then Eq(1.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(1.1) converges
to x.
Proof. Set
m
0
= a and M
0
= b
and for i = 1, 2, . . . set
M
i
= f(m
i−1
, M
i−1
) and m
i
= f(M
i−1
, m
i−1
).
Now observe that for each i ≥ 0,
m
0
≤ m
1
≤ . . . ≤ m
i
≤ . . . ≤ M
i
≤ . . . ≤ M
1
≤ M
0
,
and
m
i
≤ x
k
≤ M
i
for k ≥ 2i + 1.
Set
m = lim
i→∞
m
i
and M = lim
i→∞
M
i
.
Then clearly (1.12) holds and by the continuity of f,
m = f(M, m) and M = f(m, M).
In view of (b),
m = M
from which the result follows. 2
1.4. Global Attractivity of the Positive Equilibrium 13
Theorem 1.4.7 Let [a, b] be an interval of real numbers and assume that
f : [a, b] ×[a, b] →[a, b]
is a continuous function satisfying the following properties:
(a) f(x, y) is non-increasing in each of its arguments;
(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system
f(m, m) = M and f(M, M) = m,
then m = M.
Then Eq(1.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(1.1) con-
verges to x.
Proof. Set
m
0
= a and M
0
= b
and for i = 1, 2, . . . set
M
i
= f(m
i−1
, m
i−1
) and m
i
= f(M
i−1
, M
i−1
).
Now observe that for each i ≥ 0,
m
0
≤ m
1
≤ . . . ≤ m
i
≤ . . . ≤ M
i
≤ . . . ≤ M
1
≤ M
0
,
and
m
i
≤ x
k
≤ M
i
for k ≥ 2i + 1.
Set
m = lim
i→∞
m
i
and M = lim
i→∞
M
i
.
Then clearly (1.12) holds and by the continuity of f,
m = f(M, M) and M = f(m, m).
In view of (b),
m = M = x
from which the result follows. 2
Theorem 1.4.8 Let [a, b] be an interval of real numbers and assume that
f : [a, b] ×[a, b] →[a, b]
is a continuous function satisfying the following properties:
(a) f(x, y) is non-decreasing in each of its arguments;
(b) The equation
f(x, x) = x,
has a unique positive solution.
Then Eq(1.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(1.1) con-
verges to x.
14 Chapter 1. Preliminary Results
Proof. Set
m
0
= a and M
0
= b
and for i = 1, 2, . . . set
M
i
= f(M
i−1
, M
i−1
) and m
i
= f(m
i−1
, m
i−1
).
Now observe that for each i ≥ 0,
m
0
≤ m
1
≤ . . . ≤ m
i
≤ . . . ≤ M
i
≤ . . . ≤ M
1
≤ M
0
,
and
m
i
≤ x
k
≤ M
i
for k ≥ 2i + 1.
Set
m = lim
i→∞
m
i
and M = lim
i→∞
M
i
.
Then clearly the inequality (1.12) is satisfied and by the continuity of f,
m = f(m, m) and M = f(M, M).
In view of (b),
m = M = x,
from which the result follows. 2
1.5 Limiting Solutions
The concept of limiting solutions was introduced by Karakostas [37] (see also [40]) and
is a useful tool in establishing that under certain conditions a solution of a difference
equation which is bounded from above and from below has a limit.
In this section we first give a self-contained version of limiting solutions the way we
will use them in this monograph.
Let J be some interval of real numbers, f ∈ C[J ×J, J], and let k ≥ 1 be a positive
integer. Assume that {x
n
}

n=−1
is a solution of Eq(1.1) such that
A ≤ x
n
≤ B for all n ≥ −1,
where A, B ∈ J. Let L be a limit point of the solution {x
n
}

n=−1
(For example L is the
limit superior S or the limit inferior I of the solution). Now with the above hypotheses,
we will show that there exists a solution {L
n
}

n=−k
of the difference equation
x
n+1
= f(x
n
, x
n−1
), n ≥ −k + 1, . . . (1.13)
1.5. Limiting Solutions 15
such that
L
0
= L
and for every N ≥ −k, the term L
N
is a limit point of the solution {x
n
}

n=−1
.
The solution {L
n
}

n=−k
is called a limiting solution of Eq(1.13) associated with the
solution {x
n
}

n=−1
of Eq(1.1).
Karakostas takes k = ∞and calls the solution {L
n
}

n=−∞
a full limiting sequence
of the difference equation
x
n+1
= f(x
n
, x
n−1
), (1.14)
associated with the solution {x
n
}

n=−1
of Eq(1.1). (See Theorem 1.5.2 below.)
We now proceed to show the existence of a limiting solution {L
n
}

n=−k
.
Clearly there exists a subsequence {x
n
i
}

i=1
of {x
n
}

n=−1
such that
lim
i→∞
x
n
i
= L.
Next the subsequence {x
n
i
−1
}

i=1
of {x
n
}

n=−1
also lies in interval [A, B] and so it has a
further subsequence {x
n
i
j
}

j=1
which converges to some limit which we call L
−1
. There-
fore,
lim
i→∞
x
n
i
j
= L and lim
i→∞
x
n
i
j
−1
= L
−1
.
Continuing in this way and by considering further and further subsequences we obtain
numbers L
−2
, L
−3
, . . . , L
−k
and a subsequence {x
n
j
}

n=−1
such that
lim
j→∞
x
n
j
= L
lim
j→∞
x
n
j
−1
= L
−1
. . .
lim
j→∞
x
n
j
−k
= L
−k
.
Let {
n
}

n=−k
be the solution of Eq(1.13) with
−k
= L
−k
and
−k+1
= L
−k+1
.
Then clearly,

−k+2
= f(
−k+1
,
−k
) = f(L
−k+1
, L
−k
)
= lim
j→∞
f(x
n
j
−k+1
, x
n
j
−k
) = lim
j→∞
x
n
j
−k+2
= L
−k+2
.
It follows by induction that the sequence
L
−k
, L
−k+1
, . . . , L
−1
, L
0
= L =
0
, L
1
=
1
, . . .
satisfies Eq(1.13) and every term of this sequence is a limit point of the solution {x
n
}

n=−1
.
The following result, which is a consequence of the above discussion, is stated in the
way we will use it in this monograph:
16 Chapter 1. Preliminary Results
Theorem 1.5.1 Let J be some interval of real numbers, f ∈ C[J ×J, J], and let k ≥ 1
be a positive integer. Suppose that {x
n
}

n=−1
is a bounded solution of Eq(1.1) with limit
inferior I and limit superior S, with I, S ∈ J. Then Eq(1.13) has two solutions {I
n
}

n=−k
and {S
n
}

n=−k
with the following properties:
I
0
= I, S
0
= S
and
I
n
, S
n
∈ [I, S] for n ≥ −k.
We now state the complete version of full limiting sequences, as developed by Karakostas.
Theorem 1.5.2 ([37]) Let J be some interval of real numbers, f ∈ C[J
ν+1
, J], and let
{x
n
}

n=−ν
be a bounded solution of the difference equation
x
n+1
= f(x
n
, x
n−1
, . . . , x
n−ν
), n = 0, 1, . . . (1.15)
with
I = liminf
n→∞
x
n
, S = limsup
n→∞
x
n
and with I, S ∈ J.
Let Z denote the set of all integers {. . . , −1, 0, 1, . . .}. Then there exist two solutions
{I
n
}

n=−∞
and {S
n
}

n=−∞
of the difference equation
x
n+1
= f(x
n
, x
n−1
, . . . , x
n−ν
) (1.16)
which satisfy the equation for all n ∈ Z, with
I
0
= I, S
0
= S, I
n
, S
n
∈ [I, S] for all n ∈ Z
and such that for every N ∈ Z, I
N
and S
N
are limit points of {x
n
}

n=−ν
.
Furthermore for every m ≤ −ν, there exist two subsequences {x
r
n
} and {x
l
n
} of the
solution {x
n
}

n=−ν
such that the following are true:
lim
n→∞
x
r
n
+N
= I
N
and lim
n→∞
x
l
n
+N
= S
N
for every N ≥ m.
The solutions {I
n
}

n=−∞
and {S
n
}

n=−∞
of the difference equation (1.16) are called
full limiting solutions of Eq(1.16) associated with the solution {x
n
}

n=−k
of Eq(1.15).
See [23] and [25] for an application of Theorem 1.5.2 to difference equations of the form
x
n+1
=
k

i=0
A
i
x
n−i
, n = 0, 1, . . .
which by the change of variables x
n
=
1
y
n
reduce to rational difference equations of the
form
y
n+1
=
1

k
i=0
A
i
y
n−i
, n = 0, 1, . . . .
1.6. The Riccati Equation 17
1.6 The Riccati Equation
A difference equation of the form
x
n+1
=
α + βx
n
A + Bx
n
, n = 0, 1, . . . (1.17)
where the parameters α, β, A, B and the initial condition x
0
are real numbers is called a
Riccati difference equation.
To avoid degenerate cases, we will assume that
B = 0 and αB −βA = 0. (1.18)
Indeed when B = 0, Eq(1.17) is a linear equation and when αB − βA = 0, Eq(1.17)
reduces to
x
n+1
=
βA
B
+ βx
n
A + Bx
n
=
β
B
for all n ≥ 0.
The set of initial conditions x
0
∈ R through which the denominator A+Bx
n
in Eq(1.17)
will become zero for some value of n ≥ 0 is called the forbidden set F of Eq(1.17).
One of our goals in this section is to determine the forbidden set F of Eq(1.17). It
should be mentioned here that there is practically nothing known about the forbidden
set of Eq(1) (when the parameters α, β, γ, A, B, C and the initial conditions x
−1
, x
0
are
all real numbers) other than the material presented here, which is extracted from [32].
(See also [13] and [69].)
The other goal we have is to describe in detail the long- and short-term behavior of
solutions of Eq(1.17) when x
0
/ ∈ F.
The first result in this section addresses a very special case of Eq(1.17) regarding
period-two solutions. The proof is straightforward and will be omitted.
Theorem 1.6.1 Assume that (1.18) holds and that Eq(1.17) possesses a prime period-
two solution. Then
β + A = 0. (1.19)
Furthermore when (1.19) holds every solution of Eq(1.17) with
x
0
=
β
B
(1.20)
is periodic with period two.
In the sequel, in addition to (1.18), we will assume that
β + A = 0. (1.21)
18 Chapter 1. Preliminary Results
Now observe that the change of variable
x
n
=
β + A
B
w
n

A
B
for n ≥ 0 (1.22)
transforms Eq(1.17) into the difference equation
w
n+1
= 1 −
R
w
n
, n = 0, 1, . . . (1.23)
where
R =
βA −αB
(β + A)
2
is a nonzero real number, called the Riccati number of Eq(1.17).
It is interesting to note that the four parameters of Eq(1.17) have been reduced to
the single parameter R of Eq(1.23). If we set
y = g(w) = 1 −
R
w
then we note that the two asymptotes
x = −
A
B
and y =
β
B
of the function
y = f(x) =
α + βx
A + Bx
have now been reduced to the two asymptotes
w = 0 and y = 1
of the function
y = 1 −
R
w
.
Also note that the signum of R is equal to the signum of the derivative
f

(x) =
βA −αB
(A + Bx)
2
.
For the remainder of this section we focus on Eq(1.23) and present its forbidden set F
and the character of its solutions. Similar results can be obtained for Eq(1.17) through
the change of variables (1.22).
From Eq(1.23) it follows that when
R <
1
4
1.6. The Riccati Equation 19
Eq(1.23) has the two equilibrium points w

and w
+
with
w

=
1 −

1 −4R
2
<
1 +

1 −4R
2
= w
+
and
|w

| < w
+
.
Also
w

< 0 if R < 0
and
w

> 0 if R ∈ (0,
1
4
).
When
R =
1
4
,
Eq(1.23) has exactly one equilibrium point namely,
w =
1
2
.
Finally, when
R >
1
4
,
Eq(1.23) has no equilibrium points.
Now observe that the change of variables
w
n
=
y
n+1
y
n
for n = 0, 1, . . .
with
y
0
= 1 and y
1
= w
0
reduces Eq(1.23) to the second order linear difference equation
y
n+2
−y
n+1
+ Ry
n
= 0, n = 0, 1, . . . (1.24)
which can be solved explicitly.
The forbidden set of Eq(1.23) is clearly the set of points where the sequence {y
n
}

n=0
vanishes.
The next two theorems deal with the cases R <
1
4
and R =
1
4
, respectively, where
the characteristic roots of Eq(1.24) are real numbers. Note that in these two cases the
characteristic roots of Eq(1.24) are the equilibrium points of Eq(1.23).
20 Chapter 1. Preliminary Results
Theorem 1.6.2 Assume
R <
1
4
.
Then
w

=
1 −

1 −4R
2
and w
+
=
1 +

1 −4R
2
are the only equilibrium points of Eq(1.23).
The forbidden set F of Eq(1.23) is the sequence of points
f
n
=

w
n−1
+
−w
n−1

w
n
+
−w
n

w
+
w

for n = 1, 2, . . . . (1.25)
When w
0
/ ∈ F, the solution of Eq(1.23) is given by
w
n
=
(w
0
−w

)w
n+1
+
−(w
+
−w
0
)w
n+1

(w
0
−w

)w
n
+
−(w
+
−w
0
)w
n

, n = 1, 2, . . . . (1.26)
It is now clear from Theorem 1.6.2 that
lim
n→∞
f
n
= w

,
and
f
n
< w

if R > 0
while
(f
n
−w

)(f
n+1
−w

) < 0 if R < 0.
The equilibrium w
+
is a global attractor as long as
w
0
/ ∈ F ∪ {w

}
and the equilibrium w

is a repeller.
Theorem 1.6.3 Assume
R =
1
4
.
Then
w =
1
2
is the only equilibrium point of Eq(1.23).
The forbidden set F of Eq(1.23) is the sequence of points
f
n
=
n −1
2n
for n = 1, 2, . . . , (1.27)
1.6. The Riccati Equation 21
which converges to the equilibrium from the left.
When w
0
/ ∈ F, the solution of Eq(1.23) is given by
w
n
=
1 + (2w
0
−1)(n + 1)
2 + 2(2w
0
−1)n
for n = 0, 1, . . . . (1.28)
From Theorem 1.6.3 it follows that the equilibrium w =
1
2
of Eq(1.23) is a global
attractor for all solutions with w
0
/ ∈ F but is locally unstable, more precisely, it is a sink
from the right and a source from the left.
Finally consider the case
R >
1
4
.
The characteristic roots of Eq(1.24) in this case are
λ
±
=
1
2
±i

4R −1
2
with

±
| =

R.
Let
φ ∈ (0,
π
2
)
be such that
cos φ =
1
2

R
and sin φ =

4R −1
2

R
.
Then
y
n
= R
n
2
(C
1
cos(nφ) + C
2
sin(nφ)), n = 0, 1, . . .
with
C
1
= y
0
= 1
and

R(C
1
cos φ + C
2
sin φ) = y
1
= w
0
.
It follows that
C
1
= 1 and C
2
=
2w
0
−1

4R −1
.
Hence
w
n
=

R

4R −1 cos(n + 1)φ + (2w
0
−1) sin(n + 1)φ

4R −1 cos(nφ) + (2w
0
−1) sin(nφ)
, n = 0, 1, . . . (1.29)
22 Chapter 1. Preliminary Results
as long as the denominator is different from zero, that is,
w
0
=
1
2


4R −1
2
cot(nφ) for n = 1, 2, . . . .
The following theorem summarizes the above discussion.
Theorem 1.6.4 Assume that
R >
1
4
and let φ ∈ (0,
π
2
) be such that
cos φ =
1
2

R
and sin φ =

4R −1
2

R
.
Then the forbidden set F of Eq(1.23) is the sequence of points
f
n
=
1
2


4R −1
2
cot(nφ) for n = 1, 2, . . . . (1.30)
When w
0
/ ∈ F, the solution of Eq(1.23) is given by (1.29).
Clearly when R >
1
4
the character of the solution {w
n
} and the forbidden set F
depends on whether or not the number φ ∈ (0,
π
2
) is a rational multiple of π.
Let θ ∈ (−
π
2
,
π
2
) be such that
cos θ =

4R −1
r
and sin θ =
2x
0
−1
r
where
r =

(4R −1)
2
+ (2x
0
−1)
2
.
Then we obtain,
w
n
=

R
cos(nφ + φ −θ)
cos(nφ −θ)
=

R
cos(nφ −θ) cos φ −sin(nφ −θ) sin φ
cos(nφ −θ)
=

R(cos φ −sin φtan(nφ −θ))
and so
w
n
=
1
2


4R −1
2
tan(nφ −θ), n = 0, 1, . . . (1.31)
from which the character of the solutions of Eq(1.23), when R >
1
4
, can now be easily
revealed.
For example, assume φ is a rational multiple of π, that is,
φ =
k
N
π ∈ (0,
π
2
) (1.32)
1.6. The Riccati Equation 23
for some
k, N ∈ {1, 2, . . .} with 2k < N.
Then
w
N
=
1
2


4R −1
2
tan(kπ −θ) =
1
2


4R −1
2
tan(−θ) = w
0
and so every solution of Eq(1.23) is periodic with period N.
Equivalently assume that
A =
1
4 cos
2
φ
with φ =
k
N
π
where
k, N ∈ {1, 2, . . .} and 2k < N,
then every solution of Eq(1.23) is periodic with period N.
The following theorem summarizes the above discussion.
Theorem 1.6.5 Assume that
φ =
k
p
π ∈ (0,
π
2
)
where k and p are positive comprimes and suppose that
cos φ =
1
2

R
and sin φ =

4R −1
2

R
,
or equivalently
4Rcos
2
(
k
p
π) = 1.
Then every solution of Eq(1.23) with
w
0
=
sin(n
k
p
π) −

4R −1 cos(n
k
p
π)
2 sin(n
k
p
π)
for n = 1, 2, . . . , p −1
is periodic with period p.
When the number φ in Theorem 1.6.5 is not a rational multiple of π, then the
following result is true:
Theorem 1.6.6 Assume that the number φ in Theorem 1.6.5 is not a rational multiple
of π. Then the following statements are true:
(i) No solution of Eq(1.23) is periodic.
(ii) The set of limit points of a solution of Eq(1.23) with w
0
/ ∈ F is dense in R.
24 Chapter 1. Preliminary Results
Proof. Statement (i) is true because,
w
k
= w
l
if and only if
tan(kφ −θ) = tan(lφ −θ)
if and only if for some integer N
kφ −θ −(lφ −θ) = Nπ
if and only if
(k −l)φ = Nπ
that is,
φ is a rational multiple of π.
The proof of statement (ii) is a consequence of the form of the solution of Eq(1.23) and
the fact that when φ is not a rational multiple of π, then the values
(nφ −θ)(mod π) for n = 0, 1, . . .
are dense in the interval (−
π
2
,
π
2
). 2
1.7 Semicycle Analysis
We strongly believe that a semicycle analysis of the solutions of a scalar difference equa-
tion is a powerful tool for a detailed understanding of the entire character of solutions
and often leads to straightforward proofs of their long term behavior.
In this section, we present some results about the semicycle character of solutions of
some general difference equations of the form
x
n+1
= f(x
n
, x
n−1
), n = 0, 1, . . . (1.33)
under appropriate hypotheses on the function f.
First we give the definitions for the positive and negative semicycle of a solution of
Eq(1.33) relative to an equilibrium point x.
A positive semicycle of a solution {x
n
} of Eq(1.1) consists of a “string” of terms
{x
l
, x
l+1
, . . . , x
m
}, all greater than or equal to the equilibrium x, with l ≥ −1 and m ≤ ∞
and such that
either l = −1, or l > −1 and x
l−1
< x
and
either m = ∞, or m < ∞ and x
m+1
< x.
1.7. Semicycle Analysis 25
A negative semicycle of a solution {x
n
} of Eq(1.33) consists of a “string” of terms
{x
l
, x
l+1
, . . . , x
m
}, all less than the equilibrium x, with l ≥ −1 and m ≤ ∞ and such
that
either l = −1, or l > −1 and x
l−1
≥ x
and
either m = ∞, or m < ∞ and x
m+1
≥ x.
Definition 1.7.1 (Oscillation)
(a) A sequence {x
n
} is said to oscillate about zero or simply to oscillate if the terms
x
n
are neither eventually all positive nor eventually all negative. Otherwise the
sequence is called nonoscillatory. A sequence {x
n
} is called strictly oscillatory
if for every n
0
≥ 0, there exist n
1
, n
2
≥ n
0
such that x
n
1
x
n
2
< 0.
(b) A sequence {x
n
} is said to oscillate about x if the sequence x
n
− x oscillates.
The sequence {x
n
} is called strictly oscillatory about x if the sequence x
n
−x
is strictly oscillatory.
The first result was established in [28] while we were working on a special case of the
equation we are investigating in this monograph. (See Section 6.5.)
Theorem 1.7.1 ([28]) Assume that f ∈ C[(0, ∞) ×(0, ∞), (0, ∞)] is such that:
f(x, y) is decreasing in x for each fixed y, and f(x, y) is increasing in y for each fixed
x.
Let x be a positive equilibrium of Eq(1.33). Then except possibly for the first semi-
cycle, every solution of Eq(1.33) has semicycles of length one.
Proof. Let {x
n
} be a solution of Eq(1.33) with at least two semicycles. Then there
exists N ≥ 0 such that either
x
N−1
< x ≤ x
N
or
x
N−1
≥ x > x
N
.
We will assume that
x
N−1
< x ≤ x
N
.
All other cases are similar and will be omitted. Then by using the monotonic character
of f(x, y) we have
x
N+1
= f(x
N
, x
N−1
) < f(x, x) = x
and
x
N+2
= f(x
N+1
, x
N
) > f(x, x) = x.
Thus
x
N+1
< x < x
N+2
26 Chapter 1. Preliminary Results
and the proof follows by induction. 2
The next result applies when the function f is decreasing in both arguments.
Theorem 1.7.2 Assume that f ∈ C[(0, ∞)×(0, ∞), (0, ∞)] and that f(x, y) is decreas-
ing in both arguments.
Let x be a positive equilibrium of Eq(1.33). Then every oscillatory solution of
Eq(1.33) has semicycles of length at most two.
Proof. Assume that {x
n
} is an oscillatory solution with two consecutive terms x
N−1
and x
N
in a positive semicycle
x
N−1
≥ x and x
N
≥ x
with at least one of the inequalities being strict. The proof in the case of negative
semicycle is similar and is omitted. Then by using the decreasing character of f we
obtain:
x
N+1
= f(x
N
, x
N−1
) < f(x, x) = x
which completes the proof. 2
The next result applies when the function f is increasing in both arguments.
Theorem 1.7.3 Assume that f ∈ C[(0, ∞)×(0, ∞), (0, ∞)] and that f(x, y) is increas-
ing in both arguments.
Let x be a positive equilibrium of Eq(1.33). Then except possibly for the first semi-
cycle, every oscillatory solution of Eq(1.33) has semicycles of length one.
Proof. Assume that {x
n
} is an oscillatory solution with two consecutive terms x
N−1
and x
N
in a positive semicycle
x
N−1
≥ x and x
N
≥ x,
with at least one of the inequalities being strict. The proof in the case of negative
semicycle is similar and is omitted. Then by using the increasing character of f we
obtain:
x
N+1
= f(x
N
, x
N−1
) > f(x, x) = x
which shows that the next term x
N+1
also belongs to the positive semicycle. It follows by
induction that all future terms of this solution belong to this positive semicycle, which
is a contradiction. 2
The next result applies when the function f(x, y) is increasing in x and decreasing
in y.
1.7. Semicycle Analysis 27
Theorem 1.7.4 Assume that f ∈ C[(0, ∞) ×(0, ∞), (0, ∞)] is such that:
f(x, y) is increasing in x for each fixed y, and f(x, y) is decreasing in y for each fixed
x.
Let x be a positive equilibrium of Eq(1.33).
Then, except possibly for the first semicycle, every oscillatory solution of Eq(1.33)
has semicycles of length at least two.
Furthermore, if we assume that
f(u, u) = x for every u (1.34)
and
f(x, y) < x for every x > y > x (1.35)
then {x
n
} oscillates about the equilibrium x with semicycles of length two or three, except
possibly for the first semicycle which may have length one. The extreme in each semicycle
occurs in the first term if the semicycle has two terms, and in the second term if the
semicycle has three terms.
Proof. Assume that {x
n
} is an oscillatory solution with two consecutive terms x
N−1
and x
N
such that
x
N−1
< x ≤ x
N
.
Then by using the increasing character of f we obtain
x
N+1
= f(x
N
, x
N−1
) > f(x, x) = x
which shows that the next term x
N+1
also belongs to the positive semicycle. The proof
in the case
x
N−1
≥ x > x
N
,
is similar and is omitted.
Now also assume that {x
n
} is an oscillatory solution with two consecutive terms
x
N−1
and x
N
such that
x
N−1
> x
N
≥ x and x
N−2
< x.
Then by using the increasing character of f and Condition (1.34) we obtain
x
N+1
= f(x
N
, x
N−1
) < f(x
N
, x
N
) = x
which shows that the positive semicycle has length two. If
x
N
> x
N−1
> x
then by using the increasing character of f and Condition (1.34) we obtain:
x
N+1
= f(x
N
, x
N−1
) > f(x
N
, x
N
) = x
28 Chapter 1. Preliminary Results
and by using Condition (1.35) we find
x
N+1
= f(x
N
, x
N−1
) < x
N
and the proof is complete.
2
Condition (1.34) is not enough to guarantee the above result. If, instead of Condition
(1.35), we assume
f(x, y) > x for every x > y > x. (1.36)
then Eq(1.33) has monotonic solutions.
Theorem 1.7.5 Assume that f ∈ C[(0, ∞) ×(0, ∞), (0, ∞)] is such that:
f(x, y) is increasing in x for each fixed y, and f(x, y) is decreasing in y for each fixed
x.
Let x be a positive equilibrium of Eq(1.33). Assume that f satisfies Conditions (1.34)
and (1.36).
Then if x
0
> x
−1
> x, the corresponding solution is increasing.
If, on the other hand, f satisfies Condition (1.34), and
f(x, y) < x for every x < y < x (1.37)
then if x
0
< x
−1
< x, the corresponding solution is decreasing.
Proof. First, assume that Condition (1.36) is satisfied and that x
0
> x
−1
> x. Then
by the monotonic character of f and (1.34), we obtain
x
1
= f(x
0
, x
−1
) > f(x
−1
, x
−1
) = x.
In view of Condition (1.36) we get
x
1
= f(x
0
, x
−1
) > x
0
.
and the proof follows by induction.
The proof of the remaining case is similar and will be omitted. 2
Chapter 2
Local Stability, Semicycles,
Periodicity, and Invariant Intervals
2.1 Equilibrium Points
Here we investigate the equilibrium points of the general equation
x
n+1
=
α +βx
n
+γx
n−1
A +Bx
n
+Cx
n−1
, n = 0, 1, . . . (2.1)
where
α, β, γ, A, B, C ∈ [0, ∞) with α +β + γ, B +C ∈ (0, ∞) (2.2)
and where the initial conditions x
−1
and x
0
are arbitrary nonnegative real numbers such
that the right hand side of Eq(2.1) is well defined for all n ≥ 0.
In view of the above restriction on the initial conditions of Eq(2.1), the equilibrium
points of Eq(2.1) are the nonnegative solutions of the equation
x =
α + (β +γ)x
A + (B +C)x
(2.3)
or equivalently
(B +C)x
2
−(β + γ −A)x −α = 0. (2.4)
Zero is an equilibrium point of Eq(2.1) if and only if
α = 0 and A > 0. (2.5)
When (2.5) holds, in addition to the zero equilibrium , Eq(2.1) has a positive equilibrium
if and only if
β +γ > A.
29
30 Chapter 2. Local Stability, Semicycles, Periodicity, and Invariant Intervals
In fact in this case the positive equilibrium of Eq(2.1) is unique and is given by
x =
β +γ −A
B +C
. (2.6)
When
α = 0 and A = 0
the only equilibrium point of Eq(2.1) is positive and is given by
x =
β +γ
B +C
. (2.7)
Note that in view of Condition (2.2), when α = 0, the quantity β +γ is positive.
Finally when
α > 0
the only equilibrium point of Eq(2.1) is the positive solution
x =
β +γ −A +

(β + γ −A)
2
+ 4α(B + C)
2(B +C)
(2.8)
of the quadratic equation (2.4).
If we had allowed negative initial conditions then the negative solution of Eq(2.4)
would also be an equilibrium worth investigating. The problem of investigating Eq(2.1)
when the initial conditions and the coefficients of the equation are real numbers is of
great mathematical importance and, except for our presentation in Section 1.6 about
the Riccati equation
x
n+1
=
α +βx
n
A +Bx
n
, n = 0, 1, . . . ,
there is very little known. (See [13], [18], [32], and [69] for some results in this regard.)
In summary, it is interesting to observe that when Eq(2.1) has a positive equilibrium
x, then x is unique, it satisfies Eqs(2.3) and (2.4), and it is given by (2.8). This ob-
servation simplifies the investigation of the local stability of the positive equilibrium of
Eq(2.1).
2.2 Stability of the Zero Equilibrium
Here we investigate the stability of the zero equilibrium of Eq(2.1).
Set
f(u, v) =
α +βu + γv
A +Bu + Cv
and observe that
f
u
(u, v) =
(βA −αB) + (βC −γB)v
(A +Bu +Cv)
2
(2.9)
2.2. Stability of the Zero Equilibrium 31
and
f
v
(u, v) =
(γA −αC) −(βC −γB)u
(A +Bu +Cv)
2
. (2.10)
If x denotes an equilibrium point of Eq(2.1), then the linearized equation associated
with Eq(2.1) about the equilibrium point x is
z
n+1
−pz
n
−qz
n−1
= 0
where
p = f
u
(x, x) and q = f
v
(x, x).
The local stability character of x is now described by the linearized stability Theorem
1.1.1.
For the zero equilibrium of Eq(2.1) we have
p =
β
A
and q =
γ
A
and so the linearized equation associated with Eq(2.1) about the zero equilibrium point
is
z
n+1

β
A
z
n

γ
A
z
n−1
= 0, n = 0, 1, . . . .
For the stability of the zero equilibrium of Eq(2.1), in addition to the local stability The-
orem 1.1.1, we have the luxury of the global stability Theorem 1.3.1. As a consequence
of these two theorems we obtain the following global result:
Theorem 2.2.1 Assume that A > 0. Then the zero equilibrium point of the equation
x
n+1
=
βx
n
+γx
n−1
A +Bx
n
+Cx
n−1
, n = 0, 1, . . .
is globally asymptotically stable when
β + γ ≤ A
and is unstable when
β +γ > A.
Furthermore the zero equilibrium point is
a sink when A > β +γ
a saddle point when A < β +γ < A + 2β
a repeller when β +γ > A + 2β.
32 Chapter 2. Local Stability, Semicycles, Periodicity, and Invariant Intervals
2.3 Local Stability of the Positive Equilibrium
As we mentioned in Section 2.1, Eq(2.1) has a positive equilibrium when either
α = 0 and β +γ > A
or
α > 0.
In these cases the positive equilibrium x is unique, it satisfies Eqs(2.3) and (2.4), and it
is given by (2.8). By using the identity
(B +C)x
2
= (β + γ −A)x +α,
we see that
p = f
u
(x, x) =
(βA −αB) + (βC −γB)x
(A + (B +C)x)
2
=
(βA −αB) + (βC −γB)x
A
2
+ α(B +C) + (B +C)(A +β + γ)x
and
q = f
v
(x, x) =
(γA −αC) −(βC −γB)x
(A + (B +C)x)
2
=
(γA −αC) −(βC −γB)x
A
2
+α(B +C) + (B +C)(A +β +γ)x
.
Hence the conditions for the local asymptotic stability of x are (see Theorem 1.1.1) the
following:
|p| < 1 −q (2.11)
and
q > −1. (2.12)
Inequalities (2.11) and (2.12) are equivalent to the following three inequalities:
¸
A +β + γ + 2
βC −γB
B + C
¸
x > −α −
A
2
+ (βA −αB) −(γA −αC)
B +C
(2.13)
(A +β +γ)x > −α −
A
2
−(βA −αB) −(γA −αC)
B + C
(2.14)
¸
A +β + γ −
βC −γB
B +C
¸
x > −α −
A
2
+ (γA −αC)
B +C
. (2.15)
Out of these inequalities we will obtain explicit stability conditions by using the following
procedure:
First we observe that Inequalities (2.13)-(2.15), are equivalent to some inequalities
of the form
x > ρ
2.4. When is Every Solution Periodic with the Same Period? 33
and/or
x < σ
for some ρ, σ ∈ [0, ∞).
Now if we set
F(u) = (B +C)u
2
−(β +γ −A)u −α,
it is clear that
F(x) = 0
and that
x > ρ if and only if F(ρ) < 0
while
x < σ if and only if F(σ) > 0.
2.4 When is Every Solution Periodic with the Same
Period?
The following four special examples of Eq(2.1)
x
n+1
=
1
x
n
, n = 0, 1, . . . (2.16)
x
n+1
=
1
x
n−1
, n = 0, 1, . . . (2.17)
x
n+1
=
1 +x
n
x
n−1
, n = 0, 1, . . . (2.18)
x
n+1
=
x
n
x
n−1
, n = 0, 1, . . . (2.19)
are remarkable in the sense that all positive solutions of each of these four nontrivial
equations are periodic with periods 2, 4, 5, and 6 respectively.
The following result characterizes all possible special cases of equations of the form
of Eq(2.1) with the property that every solution of the equation is periodic with the
same period. (See also [75], [73], and [74].)
Theorem 2.4.1 Let p ≥ 2 be a positive integer and assume that every positive solution
of Eq(2.1) is periodic with period p. Then the following statements are true:
(i) Assume C > 0. Then A = B = γ = 0.
(ii) Assume C = 0. Then γ(α +β) = 0.
34 Chapter 2. Local Stability, Semicycles, Periodicity, and Invariant Intervals
Proof. Consider the solution with
x
−1
= 1 and x
0
∈ (0, ∞).
Then clearly
x
0
= x
p
and x
p−1
= x
−1
= 1
and so from Eq(2.1)
x
p
=
α +β + γx
p−2
A + B +Cx
p−2
= x
0
.
Hence
(A +B)x
0
+ (Cx
0
−γ)x
p−2
= α +β. (2.20)
(i) Assume that C > 0. Then we claim that
A = B = 0. (2.21)
Otherwise A +B > 0 and by choosing
x
0
> max

α +β
A +B
,
γ
C
¸
we see that (2.20) is impossible. Hence (2.21) holds. In addition to (2.21) we now
claim that also
γ = 0. (2.22)
Otherwise γ > 0 and by choosing
x
0
< min

α +β
A +B
,
γ
C
¸
we see that (2.20) is impossible. Thus (2.22) holds .
(ii) Assume C = 0 and, for the sake of contradiction, assume that
γ(α +β) > 0.
Then by choosing x
0
sufficiently small, we see that (2.20) is impossible.
The proof is complete. 2
Corollary 2.4.1 Let p ∈ {2, 3, 4, 5, 6}. Assume that every positive solution of Eq(2.1)
is periodic with period p. Then up to a change of variables of the form
x
n
= λy
n
Eq(2.1) reduces to one of the equations (2.16)-(2.19) .
2.5. Existence of Prime Period-Two Solutions 35
2.5 Existence of Prime Period-Two Solutions
In this section we give necessary and sufficient conditions for Eq(2.1) to have a prime
period-two solution and we exhibit all prime period-two solutions of the equation. (See
[50].)
Furthermore we are interested in conditions under which every solution of Eq(2.1)
converges to a period-two solution in a nontrivial way according to the following con-
vention.
Convention Throughout this book when we say that “every solution of a certain
difference equation converges to a periodic solution with period p” we mean that every
solution converges to a, not necessarily prime, solution with period p and furthermore
the set of solutions of the equation with prime period p is nonempty.
Assume that
. . . , φ, ψ, φ, ψ, . . .
is a prime period-two solution of Eq(2.1). Then
φ =
α +βψ +γφ
A +Bψ + Cφ
and
ψ =
α + βφ +γψ
A +Bφ +Cψ
from which we find that
C(φ +ψ) = γ −β −A (2.23)
and when
C > 0 (2.24)
we also find that
(B −C)φψ =
αC +β(γ −β −A)
C
. (2.25)
One can show that when
C = 0 and B > 0 (2.26)
Eq(2.1) has a prime period-two solution if and only if
γ = β + A. (2.27)
Furthermore when (2.26) and (2.27) hold
. . . , φ, ψ, φ, ψ, . . .
is a prime period-two solution of Eq(2.1) if and only if
α + β(φ +ψ) = Bφψ with φ, ψ ∈ [0, ∞) and φ = ψ
36 Chapter 2. Local Stability, Semicycles, Periodicity, and Invariant Intervals
or equivalently
φ >
β
B
, φ =
β +

β
2
+ αB
B
, and ψ =
α + βφ
−β +Bφ
. (2.28)
Next assume that (2.24) holds and that Eq(2.1) possesses a prime period-two solution
. . . , φ, ψ, φ, ψ, . . . .
Then it follows from (2.23) and (2.25) that one of the following three conditions must
be satisfied:
B = C, α = β = 0, and φψ = 0; (2.29)
γ > β + A and B = C, α = β = 0, and φψ ≥ 0; (2.30)
B > C, α + β > 0, and φψ > 0. (2.31)
When (2.29) holds, the two cycle is
. . . , 0,
γ −A
C
, 0,
γ −A
C
, . . . .
When (2.30) holds, the two cycle is
. . . , φ,
γ −A
C
−φ, φ,
γ −A
C
−φ, . . . with 0 ≤ φ <
γ −A
C
.
Finally when (2.31) holds, the values φ and ψ of the two cycle are given by the two roots
of the quadratic equation
t
2

γ −β −A
C
t +
αC +β(γ −β −A)
C(B −C)
= 0
and we should also require that the discriminant of this quadratic equation be positive.
That is,
α <
(γ −β −A)[B(γ −β −A) −C(γ + 3β −A)]
4C
2
. (2.32)
2.6 Local Asymptotic Stability of a Two Cycle
Let
. . . , φ, ψ, φ, ψ, . . .
be a two cycle of the difference equation (2.1).
Set
u
n
= x
n−1
and v
n
= x
n
for n = 0, 1, . . .
2.6. Local Asymptotic Stability of a Two Cycle 37
and write Eq(2.1) in the equivalent form:
u
n+1
= v
n
v
n+1
=
α+βv
n
+γu
n
A+Bv
n
+Cu
n
, n = 0, 1, . . . .
Let T be the function on [0, ∞) ×[0, ∞) defined by:
T

u
v

=

v
βv+γu+α
Bv+Cu+A

.
Then

φ
ψ

is a fixed point of T
2
, the second iterate of T. Furthermore
T
2

u
v

=

g(u, v)
h(u, v)

where
g(u, v) =
α +βv + γu
A + Bv +Cu
and h(u, v) =
α +β
α+βv+γu
A+Bv+Cu
+γv
A +B
α+βv+γu
A+Bv+Cu
+ Cv
.
The two cycle is locally asymptotically stable if the eigenvalues of the Jacobian matrix
J
T
2, evaluated at

φ
ψ

lie inside the unit disk.
By definition
J
T
2

φ
ψ

=

¸
¸
∂g
∂u
(φ, ψ)
∂g
∂v
(φ, ψ)
∂h
∂u
(φ, ψ)
∂h
∂v
(φ, ψ)
¸

.
By computing the partial derivatives of g and h and by using the fact that
φ =
α +βψ + γφ
A +Bψ +Cφ
and ψ =
α +βφ + γψ
A + Bφ +Cψ
we find the following identities:
∂g
∂u
(φ, ψ) =
(γA −αC) + (γB −βC)ψ
(A +Bψ +Cφ)
2
,
∂g
∂v
(φ, ψ) =
(βA −αB) −(γB −βC)φ
(A +Bψ +Cφ)
2
,
∂h
∂u
(φ, ψ) =
[(βA −αB) −(γB −βC)ψ][(γA −αC) + (γB −βC)ψ]
(A +Bφ +Cψ)
2
(A + Bψ +Cφ)
2
,
38 Chapter 2. Local Stability, Semicycles, Periodicity, and Invariant Intervals
∂h
∂v
(φ, ψ) =
[(βA −αB) −(γB −βC)ψ][(βA −αB) −(γB −βC)φ]
(A + Bφ +Cψ)
2
(A +Bψ + Cφ)
2
+
(γA −αC) + (γB −βC)φ
(A +Bφ + Cψ)
2
.
Set
S =
∂g
∂u
(φ, ψ) +
∂h
∂v
(φ, ψ)
and
D =
∂g
∂u
(φ, ψ)
∂h
∂v
(φ, ψ) −
∂g
∂v
(φ, ψ)
∂h
∂u
(φ, ψ).
Then it follows from Theorem 1.1.1 (c) that both eigenvalues of J
T
2

φ
ψ

lie inside the
unit disk |λ| < 1, if and only if
|S| < 1 +D and D < 1.
See Sections 6.6, 6.9, and 7.4 for some applications.
Definition 2.6.1 (Basin of Attraction of a Two Cycle)
Let
. . . , φ, ψ, φ, ψ, . . .
be a two cycle of Eq(2.1). The basin of attraction of this two cycle is the set B of all
initial conditions (x
−1
, x
0
) through which the solution of Eq(2.1) converges to the two
cycle.
2.7 Convergence to Period-Two Solutions When
C = 0
In this section we consider the equation
x
n+1
=
α +βx
n
+γx
n−1
A +Bx
n
, n = 0, 1, . . . (2.33)
where
α, β, γ, A, B ∈ [0, ∞) with α + β +γ, A +B ∈ (0, ∞)
and nonnegative initial conditions and obtain a signum invariant for its solutions which
will be used in the sequel (See Sections 4.7, 6.5, 6.7, and 10.2) to obtain conditions on
α, β, γ, A and B so that every solution of Eq(2.33) converges to a period-two solution.
That is, every solution converges to a (not necessarily prime) period-two solution and
2.7. Convergence to Period-Two Solutions When C = 0 39
there exist prime period-two solutions. (See also Section 10.2 where we present the
complete character of solutions of Eq(2.33).)
Now before we see that when B > 0 every solution of Eq(2.33) converges to a period-
two solution if and only if (2.27) holds, we need the following result, the proof of which
follows by straightforward computations.
Lemma 2.7.1 Assume that (2.27) holds, and let {x
n
}

n=−1
be a solution of Eq(2.33).
Set
J
n
= α +β(x
n−1
+x
n
) −Bx
n−1
x
n
for n ≥ 0. (2.34)
Then the following statements are true:
(a)
J
n+1
=
β +A
A +Bx
n
J
n
for n ≥ 0.
In particular, the sign of the quantity J
n
is constant along each solution.
(b)
x
n+1
−x
n−1
=
J
n
A +Bx
n
for n ≥ 0.
In particular, one and only one of the following three statements is true for each solution
of Eq(2.33):
(i)
x
n+1
−x
n−1
= 0 for all n ≥ 0;
(ii)
x
n+1
−x
n−1
< 0 for all n ≥ 0;
(iii)
x
n+1
−x
n−1
> 0 for all n ≥ 0.
Clearly (i) holds, if and only if, (β + A)J
0
= 0. In this case, the solution {x
n
} is
periodic with period-two.
Statement (ii) holds if and only if J
0
< 0 and β+A > 0. In this case the subsequences
{x
2n
}

n=0
and {x
2n−1
}

n=0
of the solution {x
n
}

n=0
are both decreasing to finite limits and
so in this case the solution converges to a period-two solution.
Finally (iii) holds, if and only if J
0
> 0 and β +A > 0. In this case the subsequences
{x
2n
}

n=0
and {x
2n−1
}

n=0
of the solution {x
n
}

n=0
are both increasing and so if we can
show that they are bounded, the solution would converge to a period-two solution.
Now observe that
x
n+1
−x
n−1
=
β +A
A +Bx
n
(x
n
−x
n−2
) for n ≥ 1
40 Chapter 2. Local Stability, Semicycles, Periodicity, and Invariant Intervals
and so
x
n+1
−x
n−1
= (x
1
−x
−1
)
n
¸
k=1
β +A
A + Bx
k
. (2.35)
We will now employ (2.35) to show that the subsequences of even and odd terms of
the solution are bounded. We will give the details for the subsequence of even terms.
The proof for the subsequence of odd terms is similar and will be omitted. To this end
assume, for the sake of contradiction, that the subsequence of even terms increases to
∞. Then there exists N ≥ 0 such that
ρ =
A +β
A + Bx
2N+1
A +β
A +Bx
2N
< 1.
Clearly for all n > N,
A +β
A +Bx
2n+1
A + β
A +Bx
2n
<
A + β
A +Bx
2N+1
A +β
A +Bx
2N
= ρ.
Set
K = |x
2N
−x
2N−2
|.
Then
|x
2N+2
−x
2N
| =
A + β
A +Bx
2N+1
A +β
A +Bx
2N
|x
2N
−x
2N−2
| < Kρ
|x
2N+4
−x
2N+2
| =
A + β
A + Bx
2N+3
A + β
A + Bx
2N+2
|x
2N+2
−x
2N
| < Kρ
2
and by induction
|x
2N+2m
−x
2N+2(m−1)
| < Kρ
m
for m = 1, 2, . . . .
But then
x
2N+2m
≤ |x
2N+2m
−x
2N+2m−2
| +. . . +|x
2N+2
−x
2N
| +x
2N
≤ K
m
¸
i=1
ρ
i
+x
2N
<

1 −ρ
+x
2N
which contradicts the hypothesis that the subsequence of even terms is unbounded.
In summary we have established the following result.
Theorem 2.7.1 Assume B > 0. Then the following statements hold:
(a) Eq(2.33) has a prime period-two solution if and only if (2.27) holds.
(b) When (2.27) holds all prime period-two solutions
. . . , φ, ψ, φ, ψ, . . .
of Eq(2.33) are given by (2.28).
(c) When (2.27) holds every solution of Eq(2.33) converges to a period-two solution.
2.8. Invariant Intervals 41
2.8 Invariant Intervals
An invariant interval for Eq(2.1) is an interval I with the property that if two con-
secutive terms of the solution fall in I then all the subsequent terms of the solution also
belong to I. In other words I is an invariant interval for the difference equation
x
n+1
= f(x
n
, x
n−1
), n = 0, 1, . . . (2.36)
if x
N−1
, x
N
∈ I for some N ≥ 0, then x
n
∈ I for every n > N.
Invariant intervals for Eq(2.36) are determined from the intervals where the function
f(x, y) is monotonic in its arguments.
For Eq(2.1) the partial derivatives are given by (2.9) and (2.10) and are
f
x
(x, y) =
L +My
(A +Bx + Cy)
2
and f
y
(x, y) =
N −Mx
(A +Bx + Cy)
2
,
where
L = βA −αB, M = βC −γB, and N = γA −αC.
The following table gives the signs of f
x
and f
y
in all possible nondegenerate cases.
Case L M N Signs of derivatives f
x
and f
y
1 + + +
f
x
> 0
f
y
> 0 if x <
N
M
; f
y
< 0 if x >
N
M
2 + + 0 f
x
> 0 and f
y
< 0
3 + + − f
x
> 0 and f
y
< 0
4 + 0 + f
x
> 0 and f
y
> 0
5 + 0 0 f
x
> 0 and f
y
= 0
6 + − +
f
x
> 0 if y < −
L
M
; f
x
< 0 if y > −
L
M
f
y
> 0
7 0 + 0 f
x
> 0 and f
y
< 0
8 0 + − f
x
> 0 and f
y
< 0
9 0 − + f
x
< 0 and f
y
> 0
10 0 − 0 f
x
< 0 and f
y
> 0
11 − + −
f
x
> 0 if y > −
L
M
; f
x
< 0 if y < −
L
M
f
y
< 0
12 − 0 0 f
x
< 0 and f
y
= 0
13 − 0 − f
x
< 0 and f
y
< 0
14 − − + f
x
< 0 and f
y
> 0
15 − − 0 f
x
< 0 and f
y
> 0
16 − − −
f
x
< 0
f
y
> 0 if x >
N
M
; f
y
< 0 if x <
N
M
Using this table, we obtain the following table of invariant intervals for Eq(2.1).
42 Chapter 2. Local Stability, Semicycles, Periodicity, and Invariant Intervals
Case Invariant intervals
1
[0,
N
M
] if
αM+(β+γ)N
AM+(B+C)N
<
N
M
[
N
M
,
(β−A)M−CN+

((β−A)M−NC)
2
+4BM(αM+γN)
2BM
] if
αM+(β+γ)N
AM+(B+C)N
>
N
M
and B > 0
[
N
M
,
αM+γN
(A−β)M+CN
] if B = 0 and (A−β)M +CN > 0
2
[0,
β−A+

(β−A)
2
+4Bα
2B
] if B > 0
[0,
α
A−β
] if B = 0, α > 0 and A > β
3
[0,
β−A+

(β−A)
2
+4Bα
2B
] if B > 0
[0,
α
A−β
] if B = 0, α > 0 and A > β
4 [0,
β+γ−A+

(β+γ−A)
2
+4α(B+C)
2(B+C)
] if B +C > 0
5
[
α
A
,
β−A+

(β−A)
2
+4αB
2B
] if B > 0
[
α
A
,
α
A−β
] if B = 0 and A > β
6
[0, −
L
M
] if
αM−(β+γ)L
AM−(B+C)L
< −
L
M
[−
L
M
,
(A−γ)M−BL+

((A−γ)M−BL)
2
+4CM(αM−βL)
−2CM
] if C = 0 and
βMK+αM−γL
BMK+AM−CL
> −
L
M
[−
L
M
,
βL−αM
(γ−A)M+BL
] if C = 0, (γ −A)M +BL > 0 and −(βM +BL)K ≥ αM +AL
7
[
γ
C
,
β
B
] if B > 0
[
γ
C
,
γ
2
C(γ−β)
] if B = 0 and β < γ
8
[0,
β
B
] if B = 0
[
γ
C
,
αC+γ
2
γ−βC
] if B = 0 and γ > βC
9
[0,
γ
C
] if C > 0
[k, K] if C = 0 where k and K satisfy α +βk + (γ −A)K ≤ BkK ≤ α +βK −Ak
10
[
β
B
,
γ
C
] if C > 0
[
β
B
,
β
2
B(β−γ)
] if C = 0 and β > γ
11
[
αM−L(β+γ)
AM−L(B+C)
, −
L
M
] if
αM−L(β+γ)
AM−L(B+C)
< −
L
M
[−
L
M
,
(β−A)M+LC+

((β−A)M+LC)
2
+4BM(αM−γL)
2BM
] if
αM−βL+γMK
AM−BL+CMK
> −
L
M
12
[
α(A+β)
A
2
+Bα
,
α
A
] if A > 0
[
β
B
,
β
B
+
α
β
] if A = 0 and β > 0
13
[0,
α
A
] if A > 0
[k, K] if A = 0 where k and K satisfy
α+(β+γ)k
B+C
≤ kK ≤
α+(β+γ)K
B+C
14
[0,
γ
C
] if C > 0
[k, K] if C = 0 where k and K satisfy α +βk + (γ −A)K ≤ BkK ≤ α +βK −Ak
15
[0,
γ
C
] if C > 0
[
β
B
,
αB+β
2
B(β−γ)
] if A = 0 and β > γ
16
[
αM+(β+γ)N
AM+(B+C)N
,
N
M
] if
αM+(β+γ)N
AM+(B+C)N
<
N
M
[
N
M
,
(γ−A)M−BN+

((γ−A)M−BN)
2
+4BM(αM+βN)
2CM
] if
αM+βK+γNM
AM+BK+CNM
>
N
M
2.9. Open Problems and Conjectures 43
2.9 Open Problems and Conjectures
What is it that makes all solutions of a nonlinear difference equation periodic with the
same period?
For a linear equation, every solution is periodic with period p ≥ 2, if and only if
every root of the characteristic equation is a pth root of unity.
Open Problem 2.9.1 Assume that f ∈ C
1
[(0, ∞) × (0, ∞), (0, ∞)] is such that every
positive solution of the equation
x
n+1
= f(x
n
, x
n−1
), n = 0, 1, . . . (2.37)
is periodic with period p ≥ 2.
Is it true that the linearized equation about a positive equilibrium point of Eq(2.37)
has the property that every one of its solutions is also periodic with the same period p?
What is it that makes every positive solution of a difference equation converge to a
periodic solution with period p ≥ 2 ?
Open Problem 2.9.2 Let f ∈ C
1
[[0, ∞) × [0, ∞), [0, ∞)] and let p ≥ 2 be an integer.
Find necessary and sufficient conditions so that every nonnegative solution of the differ-
ence equation (2.37) converges to a periodic solution with period p. In particular address
the case p = 2.
Open Problem 2.9.3 Let p ≥ 2 be an integer and assume that every positive solution
of Eq(2.1) with
α, β, γ, A, B, C ∈ [0, ∞)
converges to a solution with period p . Is it true that
p ∈ {2, 4, 5, 6}?
Open Problem 2.9.4 It is known (see Sections 2.7, 4.7, 6.5, and 6.7) that every pos-
itive solution of each of the following three equations
x
n+1
= 1 +
x
n−1
x
n
, n = 0, 1, . . . (2.38)
x
n+1
=
1 +x
n−1
1 + x
n
, n = 0, 1, . . . (2.39)
x
n+1
=
x
n
+ 2x
n−1
1 + x
n
, n = 0, 1, . . . (2.40)
44 Chapter 2. Local Stability, Semicycles, Periodicity, and Invariant Intervals
converges to a solution with (not necessarily prime) period-two:
. . . , φ, ψ, φ, ψ, . . . . (2.41)
In each case, determine φ and ψ in terms of the initial conditions x
−1
and x
0
.
Conversely, if (2.41) is a period-two solution of Eq(2.38) or Eq(2.39) or Eq(2.40), de-
termine all initial conditions (x
−1
, x
0
) ∈ (0, ∞)×(0, ∞) for which the solution {x
n
}

n=−1
converges to the period-two solution (2.41).
Conjecture 2.9.1 Assume
α, β, γ, A, B, C ∈ (0, ∞).
Show that every positive solution of Eq(2.1) is bounded.
Open Problem 2.9.5 Assume
α, β, γ, A, B ∈ (0, ∞) and γ > β +A.
Determine the set of initial conditions x
−1
and x
0
for which the solution {x
n
}

n=−1
of
Eq(2.33) is bounded.
(See Sections 2.7, 4.7, 6.5, 6.7, and 10.2.)
Conjecture 2.9.2 Assume
α, β, γ, A, B, C ∈ (0, ∞)
and that Eq(2.1) has no period-two solution. Show that the positive equilibrium is globally
asymptotically stable.
Conjecture 2.9.3 Assume
α, β, γ, A, B, C ∈ (0, ∞)
and that Eq(2.1) has a positive prime period-two solution. Show that the positive equi-
librium of Eq(2.1) is a saddle point.
2.9. Open Problems and Conjectures 45
Open Problem 2.9.6 Assume
α, β, γ, A, B, C ∈ [0, ∞).
Obtain necessary and sufficient conditions in terms of the coefficients so that every
positive solution of Eq(2.1) is bounded.
Conjecture 2.9.4 Assume that
α, β, γ, A, B, C ∈ [0, ∞).
Show that Eq(2.1) cannot have a positive prime two cycle which attracts all positive
non-equilibrium solutions.
Open Problem 2.9.7 Assume f ∈ C[(0, ∞), (0, ∞)]. Obtain necessary and sufficient
conditions on f for every solution of the difference equation
x
n+1
=
f(x
n
)
x
n−1
, n = 0, 1, . . .
to be bounded.
(See Section 5.2).
Open Problem 2.9.8 Assume f ∈ C[(0, ∞), (0, ∞)]. Obtain necessary and sufficient
conditions on f for every positive solution of the equation
x
n+1
= 1 +
f(x
n−1
)
x
n
, n = 0, 1, . . .
to converge to a period-two solution.
(See Section 4.7).
Open Problem 2.9.9 Extend Theorem 2.7.1 to third order difference equations
x
n+1
=
α + βx
n
+ γx
n−1
+δx
n−2
A +Bx
n−1
+ Dx
n−2
, n = 0, 1, . . .
with nonnegative parameters and nonnegative initial conditions such that
γ = β +δ +A.
What additional conditions should the parameters satisfy?
46 Chapter 2. Local Stability, Semicycles, Periodicity, and Invariant Intervals
Open Problem 2.9.10 Extend the linearized stability Theorem 1.1.1 to third order dif-
ference equations
x
n+1
= f(x
n
, x
n−1
, x
n−2
), n = 0, 1, . . . . (2.42)
For the equation
λ
3
+aλ
2
+ bλ +c = 0
one can see that all roots lie inside the unit disk |λ| < 1 if and only if
|a +c| < 1 +b
|a −3c| < 3 −b
b +c
2
< 1 +ac

.
But how about necessary and sufficient conditions for the equilibrium of Eq(2.42) to
be a repeller, or a saddle point, or nonhyperbolic?
Extend these results to fourth order difference equation
x
n+1
= f(x
n
, x
n−1
, x
n−2
, x
n−3
), n = 0, 1, . . . .
Chapter 3
(1, 1)-Type Equations
3.1 Introduction
Eq(1) contains the following nine equations of the (1, 1)-type:
x
n+1
=
α
A
, n = 0, 1, . . . (3.1)
x
n+1
=
α
Bx
n
, n = 0, 1, . . . (3.2)
x
n+1
=
α
Cx
n−1
, n = 0, 1, . . . (3.3)
x
n+1
=
βx
n
A
, n = 0, 1, . . . (3.4)
x
n+1
=
β
B
, n = 0, 1, . . . (3.5)
x
n+1
=
βx
n
Cx
n−1
, n = 0, 1, . . . (3.6)
47
48 Chapter 3. (1, 1)-Type Equations
x
n+1
=
γx
n−1
A
, n = 0, 1, . . . (3.7)
x
n+1
=
γx
n−1
Bx
n
, n = 0, 1, . . . (3.8)
and
x
n+1
=
γ
C
, n = 0, 1, . . . . (3.9)
Please recall our classification convention in which all parameters that appear in these
equations are positive, the initial conditions are nonnegative, and the denominators are
always positive.
Of these nine equations, Eqs(3.1), (3.5), and (3.9) are trivial. Eqs (3.4) and (3.7)
are linear difference equation. Every solution of Eq(3.2) is periodic with period two and
every solution of Eq(3.4) is periodic with period four. The remaining two equations,
namely, Eqs(3.6) and (3.8), are treated in the next two sections.
3.2 The Case α = γ = A = B = 0 : x
n+1
=
βx
n
Cx
n−1
This is the (1, 1)-type Eq(3.6) which by the change of variables
x
n
=
β
C
y
n
reduces to the equation
y
n+1
=
y
n
y
n−1
, n = 0, 1, . . . . (3.10)
It is easy to see that every positive solution of Eq(3.10) is periodic with period six.
Indeed the solution with initial conditions y
−1
and y
0
is the six-cycle:
y
−1
, y
0
,
y
0
y
−1
,
1
y
−1
,
1
y
0
,
y
−1
y
0
, . . . .
It is interesting to note that except for the equilibrium solution y = 1, every other
solution of Eq(3.10) has prime period six.
3.3. The Case α = β = A = C = 0 : x
n+1
=
γx
n−1
Bx
n
49
3.3 The Case α = β = A = C = 0 : x
n+1
=
γx
n−1
Bx
n
This is the (1, 1)-type Eq(3.8) which by the change of variables
x
n
=
γ
B
e
y
n
reduces to the linear equation
y
n+1
+ y
n
−y
n−1
= 0, n = 0, 1, . . . . (3.11)
The general solution of Eq(3.11) is
y
n
= C
1

−1 +

5
2

n
+ C
2

−1 −

5
2

n
, n = 0, 1, . . .
from which the behavior of solutions is easily derived.
3.4 Open Problems and Conjectures
Of the nine equations in this chapter we would like to single out the two nonlinear
equations, (3.2) and (3.6), which possess the property that every positive nontrivial
solution of each of these two equations is periodic with the same prime period, namely
two and six, respectively. Eq(3.3) also has the property that every nontrivial positive
solution is periodic with prime period four but this equation is really a variant of Eq(3.2).
Also every solution of Eq(3.7) is periodic with period two but this is a linear equation.
Eq(3.2) is of the form
x
n+1
= f(x
n
), n = 0, 1, . . . (3.12)
where
f ∈ C[(0, ∞), (0, ∞)], (3.13)
while Eq(3.6) is of the form
x
n+1
= f(x
n
, x
n−1
), n = 0, 1, . . . (3.14)
where
f ∈ C[(0, ∞) ×(0, ∞), (0, ∞)]. (3.15)
What is it that makes every solution of a nonlinear difference equation periodic with the
same period? We believe this is a question of paramount importance and so we pose the
following open problems.
50 Chapter 3. (1, 1)-Type Equations
Open Problem 3.4.1 Let k ≥ 2 be a positive integer and assume that (3.13) holds.
Obtain necessary and sufficient conditions on f so that every positive solution of Eq(3.12)
is periodic with period k.
Open Problem 3.4.2 Let k ≥ 2 be a positive integer and assume that (3.15) holds.
Obtain necessary and sufficient conditions on f so that every positive solution of Eq(3.14)
is periodic with period k. In particular address the cases
k = 4, 5, 6.
Open Problem 3.4.3 Let k be a positive integer and assume that
α, β, γ ∈ (−∞, ∞).
Obtain necessary and sufficient conditions on α, β, γ so that every solution of the equa-
tion
x
n+1
= α|x
n
| + βx
n−1
+ γ, n = 0, 1, . . .
with real initial conditions is periodic with period k. In particular address the cases:
k = 5, 6, 7, 8, 9.
(See [10], [17], and [59].)
Conjecture 3.4.1 Let f ∈ C
1
[[0, ∞), [0, ∞)] be such that every positive nontrivial so-
lution of the difference equation
x
n+1
=
f(x
n
)
x
n−1
, n = 0, 1, . . . (3.16)
is periodic with prime period six. Show that
f(x) = x.
Conjecture 3.4.2 Let f ∈ C
1
[[0, ∞), [0, ∞)] be such that every positive nontrivial so-
lution of the difference equation (3.16) is periodic with prime period five. Show that
f(x) = 1 + x.
3.4. Open Problems and Conjectures 51
Open Problem 3.4.4 Obtain necessary and sufficient conditions on f ∈ C[[0, ∞), [0, ∞)]
such that every positive nontrivial solution of the equation
x
n+1
=
f(x
n
)
x
n−1
, n = 0, 1, . . . (3.17)
is periodic with prime period three.
Open Problem 3.4.5 Let {p
n
}

n=0
be a sequence of nonzero real numbers. In each of
the following cases investigate the asymptotic behavior of all positive solutions of the
difference equation
x
n+1
=
p
n
x
n
x
n−1
, n = 0, 1, . . . . (3.18)
(i) {p
n
}

n=0
converges to a finite limit;
(ii) {p
n
}

n=0
converges to ±∞;
(iii) {p
n
}

n=0
is periodic with prime period k ≥ 2.
Chapter 4
(1, 2)-Type Equations
4.1 Introduction
Eq(1) contains the following nine equations of the (1, 2)-type:
x
n+1
=
α
A + Bx
n
, n = 0, 1, . . . (4.1)
x
n+1
=
α
A + Cx
n−1
, n = 0, 1, . . . (4.2)
x
n+1
=
α
Bx
n
+ Cx
n−1
, n = 0, 1, . . . (4.3)
x
n+1
=
βx
n
A + Bx
n
, n = 0, 1, . . . (4.4)
x
n+1
=
βx
n
A + Cx
n−1
, n = 0, 1, . . . (4.5)
x
n+1
=
βx
n
Bx
n
+ Cx
n−1
, n = 0, 1, . . . (4.6)
53
54 Chapter 4. (1, 2)-Type Equations
x
n+1
=
γx
n−1
A + Bx
n
, n = 0, 1, . . . (4.7)
x
n+1
=
γx
n−1
A + Cx
n−1
, n = 0, 1, . . . (4.8)
and
x
n+1
=
γx
n−1
Bx
n
+ Cx
n−1
, n = 0, 1, . . . . (4.9)
Please recall our classification convention in which all parameters that appear in these
equations are positive, the initial conditions are nonnegative, and the denominators are
always positive.
Two of these equations, namely Eqs(4.1) and (4.4) are Riccati-type difference equa-
tions. (See Section 1.6 in the Preliminary Results). Also Eqs(4.2) and (4.8) are essen-
tially Riccati equations. Indeed if {x
n
} is a solution of Eq(4.2), then the subsequences
{x
2n−1
} and {x
2n
} satisfy the Riccati equation of the form of Eq(4.1). Similarly, if {x
n
}
is a solution of Eq(4.8), then the subsequences {x
2n−1
} and {x
2n
} satisfy the Riccati
equation
y
n+1
=
γy
n
A + Cy
n
n = 0, 1, . . . .
It is also interesting to note that the change of variables
x
n
=
1
y
n
reduces the Riccati equation (4.4) to the linear equation
y
n+1
=
A
β
y
n
+
B
β
, n = 0, 1, . . .
from which the global behavior of solutions is easily derived.
In view of the above, Eqs(4.2), (4.4), and (4.8) will not be discussed any further in
this chapter.
4.2 The Case β = γ = C = 0 : x
n+1
=
α
A+Bx
n
This is the (1, 2)-type Eq(4.1) which by the change of variables
x
n
=
A
B
y
n
4.3. The Case β = γ = A = 0 : x
n+1
=
α
Bx
n
+Cx
n−1
55
reduces to the Riccati equation
y
n+1
=
p
1 + y
n
, n = 0, 1, . . . (4.10)
where
p =
αB
A
2
.
The Riccati number associated with this equation (see Section 1.6) is
R = −p < 0
and so the following result is a consequence of Theorem 1.6.2.
Theorem 4.2.1 The positive equilibrium
y =
−1 +

1 + 4p
2
of Eq(4.10) is globally asymptotically stable.
4.3 The Case β = γ = A = 0 : x
n+1
=
α
Bx
n
+Cx
n−1
This is the (1, 2)-type Eq(4.3) which by the change of variables
x
n
=

α
y
n
(4.11)
is transformed to the difference equation
y
n+1
=
B
y
n
+
C
y
n−1
, n = 0, 1, . . . . (4.12)
Eq(4.12) was investigated in [65]. (See also [12].)
We will first show that every solution of Eq(4.12) is bounded and then we will use
the method of “limiting solutions” to show that every solution of Eq(4.12) converges to
its equilibrium

B + C.
Theorem 4.3.1 Every solution of Eq(4.12) is bounded and persists.
Proof. It is easy to see that if a solution of Eq(4.12) is bounded from above then it is
also bounded from below and vice-versa. So if the theorem is false there should exist a
solution {y
n
}

n=−1
which is neither bounded from above nor from below. That is,
limsup
n→∞
y
n
= ∞ and liminf
n→∞
y
n
= 0.
56 Chapter 4. (1, 2)-Type Equations
Then clearly we can find indices i and j with 1 ≤ i < j such that
y
i
> y
n
> y
j
for all n ∈ {−1, . . . , j −1}.
Hence
y
j
=
B
y
j−1
+
C
y
j−2
>
B + C
y
i
and
y
i
=
B
y
i−1
+
C
y
i−2

B + C
y
j
.
That is ,
B + C < y
i
y
j
≤ B + C
which is impossible. 2
Theorem 4.3.2 The equilibrium y =

B + C of Eq(4.12) is globally asymptotically
stable.
Proof. The linearized equation of Eq(4.12) about the equilibrium y =

B + C is
z
n+1
= −
B
B + C
z
n

C
B + C
z
n−1
, n = 0, 1, . . . . (4.13)
and by Theorem 1.1.1, y is locally asymptotically stable for all positive values of B and
C.
It remains to be shown that y is a global attractor of all solutions of Eq(4.12). To
this end, let {y
n
}

n=−1
be a solution of Eq(4.12). Then by Theorem 4.3.1 , {y
n
}

n=−1
is
bounded and persists. Therefore there exist positive numbers m and M such that
m ≤ y
n
≤ M for n ≥ −1.
Let
I = liminf
n→∞
y
n
and S = limsup
n→∞
y
n
.
We will show that
I = S.
By the theory of limiting solutions (see Section 1.5) there exist two solutions {I
n
}

n=−3
and {S
n
}

n=−3
of the difference equation
y
n+1
=
B
y
n
+
C
y
n−1
, n = −3, −2, . . .
with the following properties:
I
0
= I, S
0
= S
4.4. The Case α = γ = B = 0 : x
n+1
=
βx
n
A+Cx
n−1
- Pielou’s Equation 57
and
I
n
, S
n
∈ [I, S] for n ≥ −3.
Then
S =
B
S
−1
+
C
S
−2

B + C
I
and
I =
B
I
−1
+
C
I
−2

B + C
S
.
Hence
B + C = SI.
Thus
B
S
−1
+
C
S
−2
= S =
B + C
I
=
B
I
+
C
I
from which it follows that
S
−1
= S
−2
= I. (4.14)
Therefore
B
S
+
C
S
= I = S
−1
=
B
S
−2
+
C
S
−3
from which it follows that
S = S
−2
. (4.15)
From (4.14) and (4.15) we conclude that
S = I
and the proof is complete. 2
4.4 The Case α = γ = B = 0 : x
n+1
=
βx
n
A+Cx
n−1
- Pielou’s
Equation
This is the (1, 2)-type Eq(4.5) which by the change of variables
x
n
=
A
C
y
n
,
reduces to Pielou’s difference equation
y
n+1
=
py
n
1 + y
n−1
, n = 0, 1, . . . (4.16)
where
p =
β
A
.
58 Chapter 4. (1, 2)-Type Equations
This equation was proposed by Pielou in her books ([66], p.22) and ([67], p.79) as a
discrete analogue of the delay logistic equation
dN
dt
= rN(t)

1 −
N(t −τ)
P

, t ≥ 0
which is a prototype of modelling the dynamics of single-species.
Eq(4.16) was investigated in [55]. (See also ([42], p.75).)
When
p ≤ 1,
it follows from Eq(4.16) that every positive solution converges to 0.
Furthermore, 0 is locally asymptotically stable when p ≤ 1 and unstable when p > 1.
So the interesting case for Eq(4.16) is when
p > 1. (4.17)
In this case the zero equilibrium of Eq(4.16) is unstable and Eq(4.16) possesses the
unique positive equilibrium
y = p −1,
which is locally asymptotically stable.
In fact by employing Theorem 1.4.2, it follows that when (4.17) holds, x is globally
asymptotically stable.
We summarize the above discussion in the following theorem.
Theorem 4.4.1 (a) Assume
p ≤ 1.
Then the zero equilibrium of Eq(4.16) is globally asymptotically stable.
(b) Assume y
0
∈ (0, ∞) and
p > 1.
Then the positive equilibrium y = p −1 of Eq(4.16) is globally asymptotically stable.
4.5 The Case α = γ = A = 0 : x
n+1
=
βx
n
Bx
n
+Cx
n−1
This is the (1, 2)-type Eq(4.6) which by the change of variables
x
n
=
β
B + Cy
n
,
reduces to the difference equation
y
n+1
=
p + y
n
p + y
n−1
, n = 0, 1, . . . (4.18)
4.6. The Case α = β = C = 0 : x
n+1
=
γx
n−1
A+Bx
n
59
where
p =
B
C
.
Eq(4.18) was investigated in ([42] Corollary 3.4.1 (e), p. 73) where it was shown that
its equilibrium one is globally asymptotically stable .
4.6 The Case α = β = C = 0 : x
n+1
=
γx
n−1
A+Bx
n
This is the (1, 2)-type Eq(4.7) which by the change of variables
x
n
=
γ
B
y
n
,
reduces to the difference equation
y
n+1
=
y
n−1
p + y
n
, n = 0, 1, . . . (4.19)
where
p =
A
γ
∈ (0, ∞).
Eq(4.19) was investigated in [28].
The following local result is a straightforward application of the linearized stability
Theorem 1.1.1.
Lemma 4.6.1 (a) Assume
p > 1.
Then 0 is the only equilibrium point of Eq(4.19) and it is locally asymptotically stable.
(b) Assume
p < 1.
Then 0 and y = 1 − p are the only equilibrium points of Eq(4.19) and they are both
unstable. In fact, 0 is a repeller and y = 1 −p is a saddle point equilibrium.
The oscillatory character of the solutions of Eq(4.19) is a consequence of Theorem
1.7.1. That is, except possibly for the first semicycle, every solution of Eq(4.19) has
semicycles of length one.
It follows directly from Eq(4.19) (see also Section 2.5) that
y
n+1
<
1
p
y
n−1
for n ≥ 0
and so when
p > 1
60 Chapter 4. (1, 2)-Type Equations
the zero equilibrium of Eq(4.19) is globally asymptotically stable. On the other hand
when
p = 1,
y
n+1
< y
n−1
for n ≥ 0
and so every positive solution of Eq(4.19) converges to a period-two solution
. . . , φ, ψ, φ, ψ, . . . .
Furthermore we can see that
φψ = 0
but whether there exists solutions with
φ = ψ = 0
remains an open question.
Finally when
p < 1
by invoking the stable manifold theory one can see that there exist nonoscillatory solu-
tions which converge monotonically to the positive equilibrium 1−p. It follows from the
identity
y
n+1
−y
n−1
=
(1 −p) −y
n
p + y
n
y
n−1
, n = 0, 1, . . .
that every oscillatory solution is such that the subsequences of even and odd terms
converge monotonically one to ∞ and the other to 0.
4.7 The Case α = β = A = 0 : x
n+1
=
γx
n−1
Bx
n
+Cx
n−1
This is the (1, 2)-type Eq(4.9) which by the change of variables
x
n
=
γ
By
n
reduces to the difference equation
y
n+1
= p +
y
n−1
y
n
, n = 0, 1, . . . (4.20)
where
p =
C
B
∈ (0, ∞).
This equation was investigated in [7] where it was shown that the following statements
are true:
4.7. The Case α = β = A = 0 : x
n+1
=
γx
n−1
Bx
n
+Cx
n−1
61
(i) p ≥ 1 is a necessary and sufficient condition for every solution of Eq(4.20) to be
bounded;
(ii) When p = 1, every solution of Eq(4.20) converges to a period-two solution;
(iii) When p > 1, the equilibrium y = p + 1 of Eq(4.20) is globally asymptotically
stable.
We now proceed to establish the above results.
Clearly the only equilibrium point of Eq(4.20) is y = p + 1.
The linearized equation of Eq(4.20) about the equilibrium point y = p + 1 is
z
n+1
+
1
p + 1
z
n

1
p + 1
z
n−1
= 0, n = 0, 1, . . . . (4.21)
As a simple consequence of the linearized stability Theorem 1.1.1 we obtain the following
result:
Theorem 4.7.1 The equilibrium point y = p + 1 of Eq(4.20) is locally asymptotically
stable when p > 1 and is an unstable saddle point when p < 1.
The next result about semicycles is an immediate consequence of some straightfor-
ward arguments and Theorem 1.7.1.
Theorem 4.7.2 (a) Let {y
n
}

n=−1
be a solution of Eq(4.20) which consists of at least
two semicycles. Then {y
n
}

n=−1
is oscillatory. Moreover, with the possible excep-
tion of the first semicycle, every semicycle has length one.
(b) Let {y
n
}

n=−1
be a solution of Eq(4.20) which consists of a single semicycle. Then
{y
n
}

n=−1
converges monotonically to y = p + 1.
4.7.1 The Case p < 1
Here we show that there exist solutions of Eq(4.20) which are unbounded. In fact the
following result is true.
Theorem 4.7.3 Let p < 1, and let {y
n
}

n=−1
be a solution of Eq(4.20) such that 0 <
y
−1
≤ 1 and y
0

1
1−p
. Then the following statements are true:
1. lim
n→∞
y
2n
= ∞.
2. lim
n→∞
y
2n+1
= p.
Proof. Note that
1
1−p
> p + 1, and so y
0
> p + 1. It suffices to show that
y
1
∈ (p, 1] and y
2
≥ p + y
0
and use induction to complete the proof.
62 Chapter 4. (1, 2)-Type Equations
Indeed y
1
= p +
y
1
y
0
> p. Also,
y
1
= p +
y
−1
y
0
≤ p +
1
y
0
≤ 1,
and so y
1
∈ (p, 1]. Hence y
2
= p +
y
0
y
1
≥ p + y
0
. 2
4.7.2 The Case p = 1
The following result follows from Lemma 2.7.1 and some straightforward arguments. See
also Section 2.5.
Theorem 4.7.4 Let p = 1, and let {y
n
}

n=−1
be a solution of Eq(4.20). Then the
following statements are true.
(a) Suppose {y
n
}

n=−1
consists of a single semicycle. Then {y
n
}

n=−1
converges mono-
tonically to y = 2.
(b) Suppose {y
n
}

n=−1
consists of at least two semicycles. Then {y
n
}

n=−1
converges to
a prime period-two solution of Eq(4.20).
(c) Every solution of Eq(4.20) converges to a period-two solution if and only if p = 1.
4.7.3 The Case p > 1
Here we show that the equilibrium point y = p+1 of Eq(4.20) is globally asymptotically
stable. The following result will be useful.
Lemma 4.7.1 Let p > 1, and let {y
n
}

n=−1
be a solution of Eq(4.20). Then
p +
p −1
p
≤ liminf
n→∞
y
n
≤ limsup
n→∞
y
n

p
2
p −1
.
Proof. It follows from Theorem 4.7.2 that we may assume that every semicycle of
{y
n
}

n=−1
has length one, that p < y
n
for all n ≥ −1, and that p < y
0
< p + 1 < y
−1
.
We shall first show that limsup
n→∞
y
n

p
2
p−1
. Note that for n ≥ 0,
y
2n+1
< p +
y
2n−1
p
.
So as every solution of the difference equation
y
m+1
= p +
1
p
y
m
, m = 0, 1, . . .
4.7. The Case α = β = A = 0 : x
n+1
=
γx
n−1
Bx
n
+Cx
n−1
63
converges to
p
2
p−1
, it follows that limsup
n→∞
y
n

p
2
p−1
.
We shall next show that p +
p−1
p
≤ liminf
n→∞
y
n
. Let > 0. There clearly exists
N ≥ 0 such that for all n ≥ N,
y
2n−1
<
p
2
+
p −1
.
Let n ≥ N. Then
y
2n
= p +
y
2n−2
y
2n−1
> p + p
p −1
p
2
+
=
p
3
+ p + p(p −1)
p
2
+
.
So as is arbitrary, we have
liminf
n→∞
y
n

p
3
+ p(p −1)
p
2
= p +
p −1
p
.
2
We are now ready for the following result.
Theorem 4.7.5 Let p > 1. Then the equilibrium y = p + 1 is globally asymptotically
stable.
Proof. We know by Theorem 4.7.1 that y = p + 1 is a locally asymptotically stable
equilibrium point of Eq(4.20). So let {y
n
}

n=−1
be a solution of Eq(4.20). It suffices to
show that
lim
n→∞
y
n
= p + 1.
For x, y ∈ (0, ∞), set
f(x, y) = p +
y
x
.
Then f ∈ C[(0, ∞) ×(0, ∞), (0, ∞)] , f is decreasing in x ∈ (0, ∞) for each y ∈ (0, ∞),
and f is increasing in y ∈ (0, ∞) for each x ∈ (0, ∞). Recall that by Theorem 4.7.4,
there exist no solutions of Eq(4.20) with prime period two. Let > 0, and set
a = p and b =
p
2
+
p −1
.
Note that
f

p
2
+
p −1
, p

= p + p
p −1
p
2
+
> p
and
f

p,
p
2
+
p −1

=
p
3
+ p
p
2
−p
=
p
2
+
p −1
.
Hence
p < f(x, y) <
p
2
+
p −1
for all x, y ∈

p,
p
2
+
p −1

.
64 Chapter 4. (1, 2)-Type Equations
Finally note that by Lemma 4.7.1,
p < p +
p −1
p
≤ liminf
n→∞
y
n
≤ limsup
n→∞
y
n

p
2
p −1
<
p
2
+
p −1
and so by Theorem 1.4.6,
lim
n→∞
y
n
= p + 1.
2
4.8 Open Problems and Conjectures
Conjecture 4.8.1 Consider the difference equation
x
n+1
=
A
x
n−k
+
B
x
n−l
, n = 0, 1, . . . (4.22)
where
A, B ∈ (0, ∞) and k, l ∈ {0, 1, . . .} with k < l.
and where the initial conditions x
−l
, . . . , x
0
are arbitrary positive real numbers.
Show that every solution of Eq(4.22) converges, either to the equilibrium or to a
periodic solution with period p ≥ 2 and that what happens and the exact value of p are
uniquely determined from the characteristic roots of the linearized equation
λ
l+1
+
A
A + B
λ
l−k
+
B
A + B
= 0.
(See [19], [23], [25], [60], and [61].)
Open Problem 4.8.1 Let
. . . , φ
1
, φ
2
, . . . , φ
p
, . . .
be a given prime period p solution of Eq(4.22). Determine the set of all positive initial
conditions x
−l
, . . . , x
0
such that {x
n
}

n=−l
converges to this periodic solution.
Open Problem 4.8.2 (see [18]) Assume that A, B ∈ (0, ∞).
(a) Find all initial conditions y
−1
, y
0
with
y
−1
y
0
< 0
for which the equation
y
n+1
=
A
y
n
+
B
y
n−1
, (4.23)
is well defined for all n ≥ 0.
(b) Assume that the initial conditions y
−1
, y
0
are such that y
−1
y
0
< 0 and such that
Eq(4.23) is well defined for all n ≥ 0. Investigate the global behavior of the solution
{y
n
}. Is it bounded? Does lim
n→∞
y
n
exist? When does {y
n
} converge to a two cycle?
4.8. Open Problems and Conjectures 65
Conjecture 4.8.2 Assume that p = 1. Show that Eq(4.19) has a solution which con-
verges to zero.
Open Problem 4.8.3 Assume that p < 1. Determine the set of initial conditions
y
−1
, y
0
∈ (0, ∞)
for which the solution {y
n
}

n=−1
of Eq(4.19) is bounded.
Open Problem 4.8.4 Determine the set G of all initial conditions (y
−1
, y
0
) ∈ R × R
through which the equation
y
n+1
=
y
n−1
1 + y
n
is well defined for all n ≥ 0 and, for these initial points, investigate the global character
of {y
n
}

n=−1
.
Conjecture 4.8.3 Show that Eq(4.20) possesses a solution {y
n
}

n=−1
which remains
above the equilibrium for all n ≥ −1.
Open Problem 4.8.5 (a) Assume p ∈ (0, ∞). Determine all initial conditions y
−1
, y
0

R such that the equation (4.20) is well defined for all n ≥ 0.
(b) Let y
−1
, y
0
∈ R be such that Eq(4.20) is well defined for all n ≥ 0. For such an
initial point, investigate the boundedness, the asymptotic behavior, and the periodic
nature of the solution {y
n
}

n=−1
of Eq(4.20).
(c) Discuss (a) and (b) when p < 0.
Open Problem 4.8.6 (See [13]) Find the set G of all initial points (x
−1
, x
0
) ∈ R ×R
through which the equation
x
n+1
= −1 +
x
n−1
x
n
(4.24)
is well defined for all n ≥ 0.
Conjecture 4.8.4 Assume that (x
−1
, x
0
) ∈ R × R is such that the equation (4.24) is
well defined for all n ≥ 0 and bounded. Show that {x
n
}

n=−1
is a three cycle.
66 Chapter 4. (1, 2)-Type Equations
Open Problem 4.8.7 Let f ∈ C[(0, ∞), (0, ∞)]. Obtain necessary and sufficient con-
ditions on f for every positive solution of the equation
x
n+1
=
f(x
n
)
x
n
+ x
n−1
, n = 0, 1, . . .
to be bounded.
Open Problem 4.8.8 Let a, a
i
∈ (0, ∞) for i = 0, . . . , k. Investigate the global asymp-
totic stability of the equilibrium points of the difference equation
x
n+1
=
x
n
a + a
0
x
n
+ . . . + a
k
x
n−k
, n = 0, 1, . . .
with positive initial conditions.
Conjecture 4.8.5 (See [27]) Assume r ∈ (0, ∞). Show that every positive solution of
the population model
J
n+1
= J
n−1
e
r−(J
n
+J
n−1
)
, n = 0, 1, . . .
converges to a period-two solution.
Conjecture 4.8.6 (Pielou’s Discrete Logistic Model; see [55], [66], and [67].) As-
sume
α ∈ (1, ∞) and k ∈ {0, 1, . . .}.
Show that the positive equilibrium of Pielou’s discrete logistic model
x
n+1
=
αx
n
1 + x
n−k
, n = 0, 1, . . .
with positive initial conditions is globally asymptotically stable if and only if
α −1
α
< 2 cos

2k + 1
.
Open Problem 4.8.9 (See [5]) For which initial values x
−1
, x
0
∈ (0, ∞) does the se-
quence defined by
x
n+1
= 1 +
x
n−1
x
n
, n = 0, 1, . . .
converges to two?
4.8. Open Problems and Conjectures 67
(See also Section 4.7)
Open Problem 4.8.10 (See [31]) Consider the difference equation
y
n+1
= y
n−1
e
−y
n
, n = 0, 1, . . . (4.25)
with nonnegative initial conditions.
One can easily see that every solution {y
n
}

n=−1
of Eq(4.25) converges to a period-two
solution
. . . , , 0, , 0, . . . .
More precisely, each of the subsequences {y
2n
}

n=0
and {y
2n+1
}

n=−1
is decreasing and
[ lim
n→∞
y
2n
][ lim
n→∞
y
2n+1
] = 0.
(a) Find all initial points y
−1
, y
0
∈ [0, ∞) through which the solutions of Eq(4.25)
converge to zero. In other words, find the basin of attraction of the equilibrium of
Eq(4.25).
(b) Determine the limits of the subsequences of even and odd terms of every solution
of Eq(4.25), in terms of the initial conditions y
−1
and y
0
of the solution.
Open Problem 4.8.11 Assume p ∈ (0, 1).
(a) Find the set B of all initial conditions y
−1
, y
0
∈ (0, ∞) such that the solutions
{y
n
}

n=−1
of Eq(4.20) are bounded.
(b) Let y
−1
, y
0
∈ B. Investigate the asymptotic behavior of {y
n
}

n=−1
.
Open Problem 4.8.12 Let {p
n
}

n=0
be a convergent sequence of nonnegative real num-
bers with a finite limit,
p = lim
n→∞
p
n
.
Investigate the asymptotic behavior and the periodic nature of all positive solutions of
each of the following difference equations:
y
n+1
=
p
n
y
n
+
1
y
n−1
, n = 0, 1, . . . (4.26)
y
n+1
=
p
n
y
n
1 + y
n−1
, n = 0, 1, . . . (4.27)
68 Chapter 4. (1, 2)-Type Equations
y
n+1
=
p
n
+ y
n
p
n
+ y
n−1
, n = 0, 1, . . . (4.28)
y
n+1
=
y
n−1
p
n
+ y
n
, n = 0, 1, . . . (4.29)
y
n+1
= p
n
+
y
n−1
y
n
, n = 0, 1, . . . . (4.30)
Open Problem 4.8.13 Let {p
n
}

n=0
be a periodic sequence of nonnegative real numbers
with period k ≥ 2. Investigate the global character of all positive solutions of each of
Eqs(4.26) - (4.30).
Open Problem 4.8.14 For each of the following difference equations determine the
“good” set G ⊂ R × R of all initial conditions (y
−1
, y
0
) ∈ R × R through which the
equation is well defined for all n ≥ 0. Then for every (y
−1
, y
0
) ∈ G, investigate the long
term behavior of the solution {y
n
}

n=−1
:
y
n+1
=
y
n
1 −y
n−1
, (4.31)
y
n+1
=
1 + y
n
1 −y
n−1
, (4.32)
y
n+1
=
y
n−1
1 −y
n
, (4.33)
y
n+1
= −1 +
y
n−1
y
n
. (4.34)
For those equations from the above list for which you were successful, extend your result
by introducing arbitrary real parameters in the equation.
Chapter 5
(2, 1)-Type Equations
5.1 Introduction
Eq(1) contains the following nine equations of the (2, 1)-type:
x
n+1
=
α + βx
n
A
, n = 0, 1, . . . (5.1)
x
n+1
=
α + βx
n
Bx
n
, n = 0, 1, . . . (5.2)
x
n+1
=
α + βx
n
Cx
n−1
, n = 0, 1, . . . (5.3)
x
n+1
=
α + γx
n−1
A
, n = 0, 1, . . . (5.4)
x
n+1
=
α + γx
n−1
Bx
n
, n = 0, 1, . . . (5.5)
x
n+1
=
α + γx
n−1
Cx
n−1
, n = 0, 1, . . . (5.6)
69
70 Chapter 5. (2, 1)-Type Equations
x
n+1
=
βx
n
+ γx
n−1
A
, n = 0, 1, . . . (5.7)
x
n+1
=
βx
n
+ γx
n−1
Bx
n
, n = 0, 1, . . . (5.8)
and
x
n+1
=
βx
n
+ γx
n−1
Cx
n−1
, n = 0, 1, . . . . (5.9)
Please recall our classification convention in which all parameters that appear in these
equations are positive, the initial conditions are nonnegative, and the denominators are
always positive.
Of these nine equations, Eqs(5.1), (5.4) and (5.7) are linear. Eq(5.2) is a Riccati
equation and Eq(5.6) is essentially like Eq(5.2).
The change of variables
x
n
=
γ
B
y
n
,
reduces Eq(5.8) to Eq(4.20) with p =
β
γ
, which was investigated in Section 4.7.
Finally the change of variables
x
n
=
γ
C
+
β
C
y
n
,
reduces Eq(5.9) to Eq(4.18) with p =
γ
β
, which was investigated in Section 4.5.
Therefore there remain Eqs(5.3) and (5.5), which will be investigated in the next two
sections.
5.2 The Case γ = A = B = 0 : x
n+1
=
α+βx
n
Cx
n−1
- Lyness’
Equation
This is the (2, 1)-type Eq(5.3) which by the change of variables reduces to the equation
y
n+1
=
p + y
n
y
n−1
, n = 0, 1, . . . (5.10)
5.2. The Case γ = A = B = 0 : x
n+1
=
α+βx
n
Cx
n−1
- Lyness’ Equation 71
where
p =
αC
β
2
.
The special case of Eq(5.10) where
p = 1
was discovered by Lyness in 1942 while he was working on a problem in Number Theory.
(See ([42], p. 131) for the history of the problem.) In this special case, the equation
becomes
y
n+1
=
1 + y
n
y
n−1
, n = 0, 1, . . . (5.11)
every solution of which is periodic with period five. Indeed the solution of Eq(5.11) with
initial conditions y
−1
and y
0
is the five-cycle:
y
−1
, y
0
,
1 + y
0
y
−1
,
1 + y
−1
+ y
0
y
−1
y
0
,
1 + y
−1
y
0
, . . . .
Eq(5.10) possesses the invariant
I
n
= (p + y
n−1
+ y
n
)

1 +
1
y
n−1

1 +
1
y
n

= constant (5.12)
from which it follows that every solution of Eq(5.10) is bounded from above and from
below by positive constants.
It was shown in [30] that no nontrivial solution of Eq(5.10) has a limit.
It was also shown in [44] by using KAM theory that the positive equilibrium y of
Eq(5.10) is stable but not asymptotically stable. This result was also established in [49]
by using a Lyapunov function.
Concerning the semicycles of solutions of Eq(5.10) the following result was established
in [43]:
Theorem 5.2.1 Assume that p > 0. Then the following statements about the positive
solutions of Eq(5.10) are true:
(a) The absolute extreme in a semicycle occurs in the first or in the second term.
(b) Every nontrivial semicycle, after the first one, contains at least two and at most
three terms.
There is substantial literature on Lyness’ Equation. See [11], [42], [43], [57]-[59], [71],
and [72] and the references cited therein.
72 Chapter 5. (2, 1)-Type Equations
5.3 The Case β = A = C = 0 : x
n+1
=
α+γx
n−1
Bx
n
This is the (2, 1)-type Eq(5.5) which by the change of variables
x
n
=
γ
B
y
n
reduces to the equation
y
n+1
=
p + y
n−1
y
n
, n = 0, 1, . . . (5.13)
where
p =
αB
γ
2
.
Eq(5.13) was investigated in [28].
By the linearized stability Theorem 1.1.1 one can see that the unique equilibrium
point
y =
1 +

1 + 4p
2
of Eq(5.13) is a saddle point.
By Theorem 1.7.1 one can see that except possibly for the first semicycle, every
oscillatory solution of Eq(5.13) has semicycles of length one.
Concerning the nonoscillatory solutions of Eq(5.13) one can easily see that every
nonoscillatory solution of Eq(5.13) converges monotonically to the equilibrium y.
The global character of solutions of Eq(5.13) is a consequence of the identity
y
n+1
−y
n−1
=
y
n−1
−y
n−2
y
n
for n ≥ 1.
From this it follows that a solution of Eq(5.13) either approaches the positive equilibrium
y monotonically or it oscillates about y with semicycles of length one in such a way that
{y
2n
} and {y
2n+1
} converge monotonically one to zero and other to ∞.
5.4 Open Problems and Conjectures
By using the invariant (5.12), one can easily see that every solution of Lyness’ Eq(5.10)
is bounded from above and from below by positive numbers. To this day we have not
found a proof for the boundedness of solutions of Eq(5.10) without using essentially the
invariant.
Open Problem 5.4.1 Show that every solution of Lyness’ Eq(5.10) is bounded without
using the invariant (5.12).
5.4. Open Problems and Conjectures 73
Open Problem 5.4.2 Assume that f ∈ C[(0, ∞), (0, ∞)]. Obtain necessary and suffi-
cient conditions in terms of f so that every positive solution of the difference equation
x
n+1
=
f(x
n
)
x
n−1
, n = 0, 1, . . . (5.14)
is bounded.
What is it that makes Lyness’ equation possess an invariant? What type of difference
equations possess an invariant? Along these lines, we offer the following open problems
and conjectures.
Open Problem 5.4.3 Assume that f ∈ C[(0, ∞), (0, ∞)]. Obtain necessary and suffi-
cient conditions in terms of f so that the difference equation (5.14) possesses a (non-
trivial) invariant.
Conjecture 5.4.1 Assume that f ∈ C[(0, ∞), (0, ∞)] and that the difference equation
(5.14) possesses a unique positive equilibrium point x and a nontrivial invariant. Show
that the linearized equation of Eq(5.14) about x does not have both eigenvalues in |λ| < 1
and does not have both eigenvalues in |λ| > 1.
When we allow the initial conditions to be real numbers the equation
y
n+1
=
p + y
n
y
n−1
(5.15)
may not even be well defined for all n ≥ 0. To illustrate, we offer the following open
problems and conjectures.
Open Problem 5.4.4 (See [26].) Assume p ∈ (−∞, ∞). Determine the set G of all
initial conditions y
−1
, y
0
∈ (−∞, ∞) through which Eq(5.15) is well defined for all n ≥ 0.
Conjecture 5.4.2 Let G be the set of initial conditions defined in the Open problem
5.4.4. Show that the subset of G through which the solutions of Eq(5.15) are unbounded
is a set of measure zero.
74 Chapter 5. (2, 1)-Type Equations
Conjecture 5.4.3 Assume p ∈ (−∞, ∞). Show that the set of points (y
−1
, y
0
) ∈
(−∞, ∞) × (−∞, ∞) through which Eq(5.15) is not well defined for all n ≥ 0, is a
set of points without interior.
Open Problem 5.4.5 Determine all positive integers k with the property that every
positive solution of the equation
y
n+1
=
1 + . . . + y
n−k
y
n−k−1
, n = 0, 1, . . .
is periodic.
Conjecture 5.4.4 Show that every positive solution of the equation
y
n+1
=
y
n
y
n−1
+
y
n−4
y
n−3
, n = 0, 1, . . .
converges to a period-six solution.
Conjecture 5.4.5 (See [20]) Show that every positive solution of the equation
y
n+1
=
1
y
n
y
n−1
+
1
y
n−3
y
n−4
, n = 0, 1, . . .
converges to a period-three solution.
Conjecture 5.4.6 Show that the equation
y
n+1
=
1 + y
n−1
y
n
, n = 0, 1, . . .
has a nontrivial positive solution which decreases monotonically to the equilibrium of the
equation.
Open Problem 5.4.6 Find the set G of all initial points (y
−1
, y
0
) ∈ R × R through
which the equation
y
n+1
=
1 + y
n−1
y
n
is well defined for all n ≥ 0. Determine the periodic character and the asymptotic
behavior of all solutions with (y
−1
, y
0
) ∈ G.
5.4. Open Problems and Conjectures 75
Conjecture 5.4.7 (May’s Host Parasitoid Model; see [59]) Assume α > 1. Show
that every positive solution of May’s Host Parasitoid Model
x
n+1
=
αx
2
n
(1 + x
n
)x
n−1
, n = 0, 1, . . .
is bounded.
Conjecture 5.4.8 (The Gingerbreadman Map; see [59]) Let A ∈ (0, ∞). Show that
every positive solution of the equation
x
n+1
=
max{x
2
n
, A}
x
n
x
n−1
, n = 0, 1, . . . (5.16)
is bounded.
Note that the change of variables
x
n
=







A
1+y
n
2
if A > 1
e
y
n
2
if A = 1
A
−1+y
n
2
if A < 1
reduces Eq(5.16) to
y
n+1
= |y
n
| −y
n−1
+ δ, n = 0, 1, . . . (5.17)
where
δ =





1 if A < 1
0 if A = 1
−1 if A > 1.
When δ = 1, Eq(5.17) is called the Gingerbreadman Map and was investigated
by Devaney [17].
Chapter 6
(2, 2)-Type Equations
6.1 Introduction
Eq(1) contains the following nine equations of the (2, 2)-type:
x
n+1
=
α + βx
n
A + Bx
n
, n = 0, 1, . . . (6.1)
x
n+1
=
α + βx
n
A + Cx
n−1
, n = 0, 1, . . . (6.2)
x
n+1
=
α + βx
n
Bx
n
+ Cx
n−1
, n = 0, 1, . . . (6.3)
x
n+1
=
α + γx
n−1
A + Bx
n
, n = 0, 1, . . . (6.4)
x
n+1
=
α + γx
n−1
A + Cx
n−1
, n = 0, 1, . . . (6.5)
x
n+1
=
α + γx
n−1
Bx
n
+ Cx
n−1
, n = 0, 1, . . . (6.6)
77
78 Chapter 6. (2, 2)-Type Equations
x
n+1
=
βx
n
+ γx
n−1
A + Bx
n
, n = 0, 1, . . . (6.7)
x
n+1
=
βx
n
+ γx
n−1
A + Cx
n−1
, n = 0, 1, . . . (6.8)
x
n+1
=
βx
n
+ γx
n−1
Bx
n
+ Cx
n−1
, n = 0, 1, . . . . (6.9)
Please recall our classification convention in which all parameters that appear in these
equations are positive, the initial conditions are nonnegative, and the denominators are
always positive.
Eq(6.5) is essentially similar to Eq(6.1). In fact if {x
n
}

n=−1
is a positive solution of
Eq(6.5) then {x
2n
}

n=0
and {x
2n−1
}

n=0
are both solutions of the Riccati equations
z
n+1
=
α + γz
n
A + Cz
n
, n = 0, 1, . . .
with
z
n
= x
2n
for n ≥ 0
and
z
n+1
=
α + γz
n
A + Cz
n
, n = −1, 0, . . .
with
z
n
= x
2n+1
for n ≥ −1,
respectively.
Therefore we will omit any further discussion of Eq(6.5).
6.2 The Case γ = C = 0 : x
n+1
=
α+βx
n
A+Bx
n
- Riccati
Equation
This is the (2, 2)-type Eq(6.1) which is in fact a Riccati equation. See Section 1.6.
To avoid a degenerate situation we will assume that
αB −βA = 0.
6.3. The Case γ = B = 0 : x
n+1
=
α+βx
n
A+Cx
n−1
79
The Riccati number associated with this equation is
R =
βA −αB
(β + A)
2
and clearly
R <
1
4
.
Now the following result is a consequence of Theorem 1.6.2:
Theorem 6.2.1 The positive equilibrium of Eq(6.1) is globally asymptotically stable.
6.3 The Case γ = B = 0 : x
n+1
=
α+βx
n
A+Cx
n−1
This is the (2, 2)-type Eq(6.2) which by the change of variables
x
n
=
A
C
y
n
reduces to the equation
y
n+1
=
p + qy
n
1 + y
n−1
, n = 0, 1, . . . (6.10)
where
p =
αC
A
2
and q =
β
A
.
(Eq(6.10) was investigated in [42] and [43]. See also [36].)
Eq(6.10) has the unique positive equilibrium y given by
y =
q −1 +

(q −1)
2
+ 4p
2
.
By applying the linearized stability Theorem 1.1.1 we obtain the following result.
Lemma 6.3.1 The equilibrium y of Eq(6.10) is locally asymptotically stable for all val-
ues of the parameters p and q.
Eq(6.10) is a very simple looking equation for which it has long been conjectured
that its equilibrium is globally asymptotically stable. To this day, the conjecture has
not been proven or refuted.
The main results known about Eq(6.10) are the following:
Theorem 6.3.1 Every solution of Eq(6.10) is bounded from above and from below by
positive constants.
80 Chapter 6. (2, 2)-Type Equations
Proof. Let {y
n
} be a solution of Eq(6.10). Clearly, if the solution is bounded from
above by a constant M, then
y
n+1

p
1 + M
and so it is also bounded from below. Now assume for the sake of contradiction that the
solution is not bounded from above. Then there exists a subsequence {y
1+n
k
}

k=0
such
that
lim
k→∞
n
k
= ∞, lim
k→∞
y
1+n
k
= ∞, and y
1+n
k
= max{y
n
: n ≤ n
k
} for k ≥ 0.
From (6.10) we see that
y
n+1
< qy
n
+ p for n ≥ 0
and so
lim
k→∞
y
n
k
= lim
k→∞
y
n
k
−1
= ∞.
Hence, for sufficiently large k,
0 ≤ y
1+n
k
−y
n
k
=
p + [(q −1) −y
n
k
−1
]y
n
k
1 + y
n
k
−1
< 0
which is a contradiction and the proof is complete. 2
The oscillatory character of solutions for Eq(6.10) is described by the following result:
Theorem 6.3.2 Let {y
n
}

n=−1
be a nontrivial solution of Eq(6.10). Then the following
statements are true:
(i) Every semicycle, except perhaps for the first one, has at least two terms.
(ii) The extreme in each semicycle occurs at either the first term or the second. Fur-
thermore after the first, the remaining terms in a positive semicycle are strictly
decreasing and in a negative semicycle are strictly increasing.
(iii) In any two consecutive semicycles, their extrema cannot be consecutive terms.
(iv) Assume
q ≤ p.
Then, except possibly for the first semicycle, every semicycle contains two or three
terms. Furthermore, in every semicycle, there is at most one term which follows
the extreme.
Proof. We present the proofs for positive semicycles only. The proofs for negative
semicycles are similar and will be omitted.
6.3. The Case γ = B = 0 : x
n+1
=
α+βx
n
A+Cx
n−1
81
(i) Assume that for some N ≥ 0,
y
N−1
< y and y
N
≥ y.
Then
y
N+1
=
p + qy
N
1 + y
N−1
>
p + qy
1 + y
= y.
(ii) Assume that for some N ≥ 0, the first two terms in a positive semicycle are y
N
and y
N+1
. Then
y
N
≥ y, y
N+1
> y
and
y
N+2
y
N+1
=
1
y
N+1
p + qy
N+1
1 + y
N
=
p
y
N+1
+ q
1 + y
N
<
p
y
+ q
1 + y
= 1.
(iii) We consider the case where a negative semicycle is followed by a positive one. The
opposite case is similar and will be omitted. So assume that for some N ≥ 0 the
last two terms in a negative semicycle are y
N−1
and y
N
with
y
N−1
≥ y
N
.
Then
y
N+1
=
p + qy
N
1 + y
N−1
<
p + qy
N+1
1 + y
N
= y
N+2
.
(iv) Assume that for some N ≥ 0, the terms y
N
, y
N+1
, and y
N+2
are all in a positive
semicycle. Then
y
N+3
=
p + qy
N+2
1 + y
N+1
<
p + qy
N+1
1 + y
N+1
<
p + qy
1 + y
= y.
2
Theorem 6.3.3 The positive equilibrium of Eq(6.10) is globally asymptotically stable if
one of the following two conditions holds:
(i)
q < 1;
(ii)
q ≥ 1
and
either p ≤ q or q < p ≤ 2(q + 1).
82 Chapter 6. (2, 2)-Type Equations
Proof.
(i) In view of Lemma 6.3.1, it remains to show that every solution {y
n
}

n=−1
of Eq(6.10)
tends to y as n →∞. To this end, let
i = liminf
n→∞
y
n
and s = limsup
n→∞
y
n
which by Theorem 6.3.1 exist and are positive numbers. Then Eq(6.10) yields
i ≥
p + qi
1 + s
and s ≤
p + qs
1 + i
.
Hence
p + (q −1)i ≤ is ≤ p + (q −1)s
and so because q < 1,
i ≥ s
from which the result follows.
(ii) The proof when
p < q
follows by applying Theorem 1.4.2. This result was first established in [43].
For the proof when
1 ≤ q ≤ p ≤ 2(q + 1)
see ([42], Theorem 3.4.3 (f), p. 71).
2
6.4 The Case γ = A = 0 : x
n+1
=
α+βx
n
Bx
n
+Cx
n−1
This is the (2, 2)-type Eq(6.3) which by the change of variables
x
n
=
β
B
y
n
reduces to the difference equation
y
n+1
=
y
n
+ p
y
n
+ qy
n−1
, n = 0, 1, . . . (6.11)
where
p =
αB
β
2
and q =
C
B
.
Eq(6.11) was investigated in [15].
The following result is a consequence of the linearized stability Theorem 1.1.1.
6.4. The Case γ = A = 0 : x
n+1
=
α+βx
n
Bx
n
+Cx
n−1
83
Theorem 6.4.1 The unique positive equilibrium point
y =
1 +

1 + 4p(q + 1)
2(q + 1)
of Eq(6.11) is locally asymptotically stable for all values of the parameters p and q.
6.4.1 Invariant Intervals
The following result establishes that the interval I with end points 1 and
p
q
is an invari-
ant interval for Eq(6.11) in the sense that if, for some k ≥ 0, two consecutive values
y
k−1
and y
k
of a solution lie in I, then y
m
∈ I for all m > k.
Lemma 6.4.1 Let {y
n
}

n=−1
be a solution of Eq(6.11). Then the following statements
are true:
(a) Assume p < q and suppose that for some k ≥ 0,
y
k−1
, y
k

¸
p
q
, 1
¸
.
Then
y
n

¸
p
q
, 1
¸
for all n > k.
(b) Assume p > q and suppose that for some k ≥ 0,
y
k−1
, y
k

¸
1,
p
q
¸
.
Then
y
n

¸
1,
p
q
¸
for all n > k.
Proof.
(a) The basic ingredient behind the proof is the fact that when u, v ∈ [
p
q
, ∞), the
function
f(u, v) =
u + p
u + qv
is increasing in u and decreasing in v. Indeed,
y
k+1
=
y
k
+ p
y
k
+ qy
k−1

y
k
+ p
y
k
+ q
p
q
= 1,
y
k+1
=
y
k
+ p
y
k
+ qy
k−1

p
q
+ p
p
q
+ q
>
p
q
and the proof follows by induction.
(b) The proof is similar and will be omitted. 2
84 Chapter 6. (2, 2)-Type Equations
6.4.2 Semicycle Analysis
Let {y
n
}

n=−1
be a solution of Eq(6.11). Then observe that the following identities are
true:
y
n+1
−1 = q
p
q
−y
n−1
y
n
+ qy
n−1
for n ≥ 0, (6.12)
y
n+1

p
q
=
(q −p) + pq(1 −y
n−1
)
q(y
n
+ qy
n−1
)
for n ≥ 0, (6.13)
and
y
n
−y
n+4
=
(y
n
−1)[qy
n
y
n+3
+ y
n+1
y
n+3
] + qy
n+1
(y
n

p
q
)
q(p + y
n+1
) + y
n+3
(y
n+1
+ qy
n
)
for n ≥ 0. (6.14)
First we will analyze the semicycles of the solution {y
n
}

n=−1
under the assumption
that
p > q. (6.15)
The following result is a direct consequence of (6.12)-(6.15):
Lemma 6.4.2 Assume that (6.15) holds and let {y
n
}

n=−1
be a solution of Eq(6.11).
Then the following statements are true:
(i) If for some N ≥ 0, y
N−1
<
p
q
, then y
N+1
> 1;
(ii) If for some N ≥ 0, y
N−1
=
p
q
, then y
N+1
= 1;
(iii) If for some N ≥ 0, y
N−1
>
p
q
, then y
N+1
< 1;
(iv) If for some N ≥ 0, y
N−1
≥ 1, then y
N+1
<
p
q
;
(v) If for some N ≥ 0, y
N−1
≤ 1, then y
N+1
> 1;
(vi) If for some N ≥ 0, y
N

p
q
, then y
N+4
< y
N
;
(vii) If for some N ≥ 0, y
N
≤ 1, then y
N+4
> y
N
;
(viii) If for some N ≥ 0, 1 ≤ y
N−1

p
q
, then 1 ≤ y
N+1

p
q
;
(ix) If for some N ≥ 0, 1 ≤ y
N−1
, y
N

p
q
, then y
n
∈ [1,
p
q
] for n ≥ N. That is [1,
p
q
] is
an invariant interval for Eq(6.11);
(x)
1 < y <
p
q
.
6.4. The Case γ = A = 0 : x
n+1
=
α+βx
n
Bx
n
+Cx
n−1
85
The next result, which is a consequence of Theorem 1.7.2, states that when (6.15)
holds, every nontrivial and oscillatory solution of Eq(6.11), which lies in the interval
[1,
p
q
], oscillates about the equilibrium y with semicycles of length one or two.
Theorem 6.4.2 Assume that Eq(6.11) holds. Then every nontrivial and oscillatory
solution of Eq(6.11) which lies in the interval [1,
p
q
], oscillates about y with semicycles
of length one or two.
Next we will analyze the semicycles of the solutions {y
n
}

n=−1
under the assumption
that
q = p. (6.16)
In this case, Eq(6.11) reduces to
y
n+1
=
y
n
+ p
y
n
+ py
n−1
, n = 0, 1, . . . (6.17)
with the unique equilibrium point
y = 1.
Also identities (6.12)-(6.14) reduce to
y
n+1
−1 = p
1 −y
n−1
y
n
+ py
n−1
for n ≥ 0 (6.18)
and
y
n
−y
n+4
= (y
n
−1)
py
n+1
+ py
n
y
n+3
+ y
n+1
y
n+3
p(p + y
n+1
) + y
n+3
(y
n+1
+ py
n
)
for n ≥ 0. (6.19)
and so the following results follow immediately:
Lemma 6.4.3 Let {y
n
}

n=−1
be a solution of Eq(6.17). Then the following statements
are true:
(i) If for some N ≥ 0, y
N−1
< 1, then y
N+1
> 1;
(ii) If for some N ≥ 0, y
N−1
= 1, then y
N+1
= 1;
(iii) If for some N ≥ 0, y
N−1
> 1, then y
N+1
< 1;
(iv) If for some N ≥ 0, y
N
< 1, then y
N
< y
N+4
< 1;
(v) If for some N ≥ 0, y
N
> 1, then y
N
> y
N+4
> 1.
Corollary 6.4.1 Let {y
n
}

n=−1
be a nontrivial solution of Eq(6.17). Then {y
n
}

n=−1
oscillates about the equilibrium 1 and, except possibly for the first semicycle, the following
are true:
86 Chapter 6. (2, 2)-Type Equations
(i) If y
−1
= 1 or y
0
= 1, then the positive semicycle has length three and the negative
semicycle has length one.
(ii) If (1 −y
−1
)(1 −y
0
) = 0, then every semicycle has length two.
Finally we will analyze the semicycles of the solutions {y
n
}

n=−1
under the assumption
that
p < q. (6.20)
The following result is a direct consequence of (6.12)-(6.14) and (6.20).
Lemma 6.4.4 Assume that (6.20) holds and let {y
n
}

n=−1
be a solution of Eq(6.11).
Then the following statements are true:
(i) If for some N ≥ 0, y
N−1
<
p
q
, then y
N+1
> 1;
(ii) If for some N ≥ 0, y
N−1
=
p
q
, then y
N+1
= 1;
(iii) If for some N ≥ 0, y
N−1
>
p
q
, then y
N+1
< 1;
(iv) If for some N ≥ 0, y
N−1
≤ 1, then y
N+1
>
p
q
;
(v) If for some N ≥ 0, y
N−1

p
q
, then y
N+1
>
p
q
;
(vi) If for some N ≥ 0, y
N
≥ 1, then y
N+4
< y
N
;
(vii) If for some N ≥ 0, y
N

p
q
, then y
N+4
> y
N
;
(viii) If for some N ≥ 0,
p
q
≤ y
N−1
≤ 1, then
p
q
≤ y
N+1
≤ 1;
(ix) If for some N ≥ 0,
p
q
≤ y
N−1
, y
N
≤ 1, then y
n
∈ [
p
q
, 1] for n ≥ N. That is, [
p
q
, 1] is
an invariant interval for Eq(6.11);
(x)
p
q
< y < 1.
The next result, which is a consequence of Theorem 1.7.4, states that when (6.20)
holds, every nontrivial and oscillatory solution of Eq(6.11) which lies in the interval
[
p
q
, 1], after the first semicycle, oscillates with semicycles of length at least two.
Theorem 6.4.3 Assume that (6.20) holds. Then every nontrivial and oscillatory solu-
tion of Eq(6.11) which lies in the interval [
p
q
, 1], after the first semicycle, oscillates with
semicycles of length at least two.
6.4. The Case γ = A = 0 : x
n+1
=
α+βx
n
Bx
n
+Cx
n−1
87
How do solutions which do not eventually lie in the invariant interval behave?
First assume that
p > q
and let {y
n
}

n=−1
be a solution which does not eventually lie in the interval I = [1,
p
q
].
Then one can see that the solution oscillates relative to the interval [1,
p
q
], essentially in
one of the following two ways:
(i) Two consecutive terms in (
p
q
, ∞) are followed by two consecutive terms in (0, 1),
are followed by two consecutive terms in (
p
q
, ∞), and so on. The solution never visits
the interval (1,
p
q
).
(ii) There exists exactly one term in (
p
q
, ∞), which is followed by exactly one term in
(1,
p
q
), which is followed by exactly one term in (0, 1), which is followed by exactly one
term in (1,
p
q
), which is followed by exactly one term in (
p
q
, ∞), and so on. The solution
visits consecutively the intervals
. . . ,

p
q
, ∞

,

1,
p
q

, (0, 1),

1,
p
q

,

p
q
, ∞

, . . .
in this order with one term per interval.
The situation is essentially the same relative to the interval [
p
q
, 1] when
p < q.
6.4.3 Global Stability and Boundedness
Our goal in this section is to establish the following result:
Theorem 6.4.4 (a) The equilibrium y of Eq(6.11) is globally asymptotically stable
when
q ≤ 1 + 4p. (6.21)
(b) Assume that
q > 1 + 4p.
Then every solution of Eq(6.11) lies eventually in the interval

p
q
, 1

.
Proof.
(a) We have already shown that the equilibrium y is locally asymptotically stable so
it remains to be shown that y is a global attractor of every solution {y
n
}

n=−1
of
Eq(6.11).
Case 1 Assume p = q. It follows from (6.19) that each of the four subsequences
{y
4n+i
}

n=0
for i = 1, 2, 3, 4
88 Chapter 6. (2, 2)-Type Equations
is either identically equal to one or else it is strictly monotonically convergent. Set
L
i
= lim
n→∞
y
4n+i
for i = 1, 2, 3, 4.
Thus clearly
. . . , L
1
, L
2
, L
3
, L
4
, . . . (6.22)
is a periodic solution of Eq(6.11) with period four. By applying (6.19) to the
solution (6.22) we see that
L
i
= 1 for i = 1, 2, 3, 4
and so
lim
n→∞
y
n
= 1.
Case 2 Assume p = q. First, we assume that p > q.
Recall from Lemma 6.4.2 that [1,
p
q
] is an invariant interval. In this interval the
function
f(u, v) =
u + p
u + qv
is decreasing in both variables and so it follows by applying Theorem 1.4.7 that
every solution of Eq(6.11) with two consecutive values in [1,
p
q
] converges to y. By
using an argument similar to that in the case p = q, we can see that if a solution is
not eventually in [1,
p
q
], it converges to a periodic solution with period-four which
is not the equilibrium. By applying (6.14) to this period four solution we obtain a
contradiction and so every solution of Eq(6.11) must lie eventually in [1,
p
q
].
Hence for every solution {y
n
}

n=−1
of Eq(6.11)
lim
n→∞
y
n
= y
and the proof is complete.
Now, assume that p < q.
As in Case 2 we can see that every solution of Eq(6.11) must eventually lie in the
interval [
p
q
, 1]. In this interval the function
f(u, v) =
u + p
u + qv
is increasing in u and decreasing in v. Under the assumption that q ≤ 1 + 4p,
Theorem 1.4.5 applies and so every solution of Eq(6.11) converges to y.
(b) The proof follows from the discussion in part (a).
2
6.5. The Case β = C = 0 : x
n+1
=
α+γx
n−1
A+Bx
n
89
6.5 The Case β = C = 0 : x
n+1
=
α+γx
n−1
A+Bx
n
This is the (2, 2)-type Eq(6.4) which by the change of variables
x
n
=
A
B
y
n
reduces to the difference equation
y
n+1
=
p + qy
n−1
1 + y
n
, n = 0, 1, . . . (6.23)
where
p =
αB
A
2
and q =
γ
A
.
(Eq(6.23) was investigated in [28].)
The only equilibrium point of Eq(6.23) is
y =
q −1 +

(q −1)
2
+ 4p
2
and by applying the linearized stability Theorem 1.1.1 we obtain the following result:
Theorem 6.5.1 The equilibrium y of Eq(6.23) is locally asymptotically stable when
q < 1,
and is an unstable saddle point when
q > 1.
Concerning prime period-two solutions, the following result is a consequence of the
results in Section 2.7.
Theorem 6.5.2 (a) Eq(6.23) has a prime period-two solution
. . . , φ, ψ, φ, ψ, . . . (6.24)
if and only if
q = 1. (6.25)
(b) Assume (6.25) holds. Then the values φ and ψ of all prime period-two solutions
(6.24) are given by
{φ, ψ ∈ (0, ∞) : φψ = p}.
(c) Assume that (6.25) holds. Then every solution of Eq(6.23) converges to a period
two solution.
90 Chapter 6. (2, 2)-Type Equations
6.5.1 Semicycle Analysis
Our results on the semicycles of solutions for Eq(6.23) are as follows:
Theorem 6.5.3 Let {y
n
} be a nontrivial solution of Eq(6.23) and let y denote the
unique positive equilibrium of Eq(6.23). Then the following statements are true:
(a) After the first semicycle, an oscillatory solution {y
n
} of Eq(6.23) oscillates about
the equilibrium y with semicycles of length one.
(b) Assume p ≥ q. Then every nonoscillatory solution of Eq(6.23) converges mono-
tonically to the equilibrium y.
Proof. (a) This follows immediately from Theorem 1.7.1
(b) Let {y
n
} be a nonoscillatory solution of Eq(6.23). We will assume that there exists
a positive integer K such that y
n−1
≥ y for every n ≥ K. The case where y
n−1
< y for
n ≥ K is similar and will be omitted. It is sufficient to show that {y
n
} is a decreasing
sequence for n ≥ K. So assume for the sake of contradiction that for some n
0
≥ K,
y
n
0
> y
n
0
−1
.
Clearly, the condition p ≥ q implies that the function
f(x) =
p + qx
1 + x
is decreasing. Then
y
n
0
+1
=
p + qy
n
0
−1
1 + y
n
0
= f(y
n
0
, y
n
0
−1
) < f(y
n
0
, y
n
0
) < f(y, y) = y,
which is impossible. 2
6.5.2 The Case q < 1
The main result in this section is the following:
Theorem 6.5.4 Assume that
q < 1.
Then the positive equilibrium of Eq(6.23) is globally asymptotically stable.
Proof. Clearly
y
n+1
=
p + qy
n−1
1 + y
n
< p + qy
n−1
, n ≥ 0. (6.26)
Set
M =
p
1 −q
+ ,
6.5. The Case β = C = 0 : x
n+1
=
α+γx
n−1
A+Bx
n
91
where is some positive number.
From Eq(6.26) and Eq(6.23), it now follows that every solution of Eq(6.23) lies
eventually in the interval [0, M].
Set
f(x, y) =
p + qy
1 + x
, a = 0, and b =
p
1 −q
+ .
Then clearly,
a ≤ f(x, y) ≤ b,
for all (x, y) ∈ [a, b] ×[a, b]. By applying Theorem 1.4.6 it follows that y is a global at-
tractor of all solutions of Eq(6.23). The local stability of y was established in Theorem
6.5.1. The proof is complete. 2
6.5.3 The Case q > 1
In this case we will show that there exist solutions that have two subsequences, one of
which is monotonically approaching 0 and the other is monotonically approaching ∞.
In fact this is true for every solution {y
n
}

n=−1
whose initial conditions are such that the
following inequalities are true:
y
−1
< q −1 and y
0
> q −1 +
p
q −1
.
To this end observe that
y
1
=
p + qy
−1
1 + y
0
<
p + q(q −1)
1 + y
0
< q −1
and
y
2
=
p + qy
0
1 + y
1
>
p + qy
0
q
= y
0
+
p
q
and by induction,
y
2n−1
< q −1 and y
2n
> y
0
+ n
p
q
for n ≥ 1.
Hence
lim
n→∞
y
2n
= ∞
and
lim
n→∞
y
2n+1
= lim
n→∞
p + qy
2n−1
1 + y
2n
= 0
and the proof is complete.
92 Chapter 6. (2, 2)-Type Equations
6.6 The Case β = A = 0 : x
n+1
=
α+γx
n−1
Bx
n
+Cx
n−1
This is the (2, 2)-type Eq(6.6) which by the change of variables
x
n
=
γ
C
y
n
reduces to the difference equation
y
n+1
=
p + y
n−1
qy
n
+ y
n−1
, n = 0, 1, . . . (6.27)
where
p =
αC
γ
2
and q =
B
C
.
(Eq(6.27) was investigated in [45].)
Eq(6.27) has the unique positive equilibrium
y =
1 +

1 + 4p(1 + q)
2(1 + q)
.
The linearized equation associated with Eq(6.27) about y is
z
n+1
+
q
1 + q
z
n

qy −p
(y + p)(1 + q)
z
n−1
= 0, n = 0, 1, . . . . (6.28)
By employing Theorem 1.1.1 we see that y is locally asymptotically stable when
(q −1)y < 2p (6.29)
and unstable (a saddle point) when
(q −1)y > 2p. (6.30)
Clearly the equilibrium y is the positive solution of the quadratic equation
(1 + q)y
2
−y −p = 0.
If we now set
F(u) = (1 + q)u
2
−u −p,
it is easy to see that (6.29) is satisfied if and only if either
q ≤ 1
or
q > 1 and F

2p
q −1

> 0.
6.6. The Case β = A = 0 : x
n+1
=
α+γx
n−1
Bx
n
+Cx
n−1
93
Similarly (6.30) is satisfied if and only if
q > 1 and F

2p
q −1

< 0.
The following result is now a consequence of the above discussion and some simple
calculations:
Theorem 6.6.1 The equilibrium y of Eq(6.27) is locally asymptotically stable when
q < 1 + 4p (6.31)
and unstable, and more precisely a saddle point equilibrium, when
q > 1 + 4p. (6.32)
6.6.1 Existence and Local Stability of Period-Two Cycles
Let
. . . , φ, ψ, φ, ψ, . . .
be a period-two cycle of Eq(6.27). Then
φ =
p + φ
qψ + φ
and ψ =
p + ψ
qφ + ψ
.
It now follows after some calculations that the following result is true:
Theorem 6.6.2 Eq(6.27) has a prime period-two solution
. . . , φ, ψ, φ, ψ, . . .
if and only if
q > 1 + 4p.
Furthermore when (6.32) holds, the period-two solution is “unique” and the values of φ
and ψ are the positive roots of the quadratic equation
t
2
−t +
p
q −1
= 0.
94 Chapter 6. (2, 2)-Type Equations
To investigate the local stability of the two cycle
. . . , φ, ψ, φ, ψ, . . .
we set
u
n
= y
n−1
and v
n
= y
n
, for n = 0, 1, . . .
and write Eq(6.27) in the equivalent form:
u
n+1
= v
n
v
n+1
=
p+u
n
qv
n
+u
n
, n = 0, 1, . . . .
Let T be the function on (0, ∞) ×(0, ∞) defined by:
T

u
v

=

v
p+u
qv+u

.
Then

φ
ψ

is a fixed point of T
2
, the second iterate of T. By a simple calculation we find that
T
2

u
v

=

g(u, v)
h(u, v)

where
g(u, v) =
p + u
qv + u
and h(u, v) =
p + v
qg(u, v) + v
.
Clearly the two cycle is locally asymptotically stable when the eigenvalues of the
Jacobian matrix J
T
2, evaluated at

φ
ψ

lie inside the unit disk.
We have
J
T
2

φ
ψ

=

¸
¸
∂g
∂u
(φ, ψ)
∂g
∂v
(φ, ψ)
∂h
∂u
(φ, ψ)
∂h
∂v
(φ, ψ)
¸

where,
∂g
∂u
(φ, ψ) =
qψ −p
(qψ + φ)
2
,
∂g
∂v
(φ, ψ) = −
(p + φ)q
(qψ + φ)
2
,
6.6. The Case β = A = 0 : x
n+1
=
α+γx
n−1
Bx
n
+Cx
n−1
95
∂h
∂u
(φ, ψ) = −
q(p + ψ)(qψ −p)
(qφ + ψ)
2
(qψ + φ)
2
,
∂h
∂v
(φ, ψ) =
q
2
(p + φ)(p + ψ)
(qφ + ψ)
2
(qψ + φ)
2
+
qφ −p
(qφ + ψ)
2
.
Set
S =
∂g
∂u
(φ, ψ) +
∂h
∂v
(φ, ψ)
and
D =
∂g
∂u
(φ, ψ)
∂h
∂v
(φ, ψ) −
∂g
∂v
(φ, ψ)
∂h
∂u
(φ, ψ).
Then it follows from Theorem 1.1.1 that both eigenvalues of J
T
2

φ
ψ

lie inside the
unit disk |λ| < 1, if and only if
|S| < 1 +D < 2. (6.33)
Inequality (6.33) is equivalent to the following three inequalities:
S < 1 +D (6.34)
−1 −D < S (6.35)
D < 1. (6.36)
First we will establish Inequality (6.34).
To this end observe that (6.34) is equivalent to
(qψ −p)(qφ + ψ)
2
+ (qφ −p)(qψ + φ)
2
+ q
2
(p + ψ)(p + φ) −(qψ −p)(qφ −p)
< (qψ + φ)
2
(qφ + ψ)
2
which is true if and only if
p
q −1
(q
3
+ 2q
2
−4qp + 2q
2
p + 2p −3q) + q −p + q
2
p
2
+ qp −p
2
< (qψ + φ)
2
(qφ + ψ)
2
which is true if and only if
−q
3
p + 7q
2
p −8qp
2
+ 4q
2
p
2
+ 4p
2
−7qp + 2q
2
−q + p −q
3
< 0
which is true if and only if
−(p + 1)(q −1)(q −
p
p + 1
)[q −(1 + 4p)] < 0
which is true because q > 1 + 4p.
96 Chapter 6. (2, 2)-Type Equations
Next we will establish Inequality (6.35). Observe that (6.35) is equivalent to
−(qψ + φ)
2
(qφ + ψ)
2
< (qψ −p)(qφ + ψ)
2
+ (qφ −p)
2
(qψ + φ)
2
+ q
2
(p + ψ)(p + φ) + (qψ −p)(qφ −p)
which is true if and only if
−(qψ + φ)
2
(qφ + ψ)
2
<
p
q −1
(q
3
+ 4q
2
−4qp + 2q
2
p + 2p −3q) −p + q
2
p
2
which is true if and only if
q
2
+ 2pq + 2p
2
q
2
−p
2
+ qp
2
−q
3
−3q
3
p −2q
3
p
2
−p < 0
which is true if and only if
p
2
(−2q
3
+ 2q
2
+ q −1) + p(−3q
3
+ 2q −1) −q
3
+ q
2
< 0
which is true because q > 1.
Finally, we establish Inequality (6.36). Observe that (6.36) is true if and only if
(qψ −p)(qφ −p) < (qψ + φ)
2
(qφ + ψ)
2
which is true if and only if
p
q −1
[q
2
−(q −1)(q −p)] < (pq −p + q)
2
which is true if and only if
q(pq −p + q)(pq −2p + q −1) > 0
which is true because q > 1 + 4p.
6.6.2 Invariant Intervals
Here we show that the interval I with end points one and
p
q
is an invariant interval for
Eq(6.27). More precisely we show that the values of any solution {y
n
}

n=−1
of Eq(6.27)
either remain forever outside the interval I or the solution is eventually trapped into I.
Theorem 6.6.3 Let {y
n
}

n=−1
be a solution of Eq(6.27). Then the following statements
are true.
(a) Assume that p ≤ q and that for some N ≥ 0,
p
q
≤ y
N
≤ 1.
Then
p
q
≤ y
n
≤ 1 for all n ≥ N.
6.6. The Case β = A = 0 : x
n+1
=
α+γx
n−1
Bx
n
+Cx
n−1
97
(b) Assume that p ≥ q and that for some N ≥ 0,
1 ≤ y
N

p
q
.
Then
1 ≤ y
n

p
q
for all n ≥ N.
Proof.
(a) Indeed we have
y
N+1
=
p + y
N−1
qy
N
+ y
N−1

p + y
N−1
p + y
N−1
= 1
and
y
N+1
=
p + y
N−1
qy
N
+ y
N−1
=
p + y
N−1
q
p
(py
N
+
p
q
y
N−1
)

p
q

p + y
N−1
p + y
N−1
=
p
q
and the proof follows by induction.
(b) Clearly,
y
N+1
=
p + y
N−1
qy
N
+ y
N−1

p + y
N−1
p + y
N−1
= 1
and
y
N+1
=
p + y
N−1
qy
N
+ y
N−1
=

p
q

p + y
N−1
py
N
+
p
q
y
N−1

p
q

p + y
N−1
p + y
N−1
=
p
q
and the proof follows by induction.
2
6.6.3 Semicycle Analysis
Here we present a thorough semicycle analysis of the solutions of Eq(6.27) relative to
the equilibrium y and relative to the end points of the invariant interval of Eq(6.27).
Let {y
n
}

n=−1
be a solution of Eq(6.27). Then observe that the following identities
are true:
y
n+1
−1 = q
p
q
−y
n
qy
n
+ y
n−1
for n ≥ 0, (6.37)
y
n+1

p
q
=
qy
n−1
(1 −
p
q
) + pq(1 −y
n
)
q(qy
n
+ y
n−1
)
for n ≥ 0, (6.38)
y
n
−y
n+2
=
qy
n−1
(y
n

p
q
) + (y
n
−1)(y
n−1
y
n
+ qy
2
n
)
q(p + y
n−1
) + y
n
(qy
n
+ y
n−1
)
for n ≥ 0. (6.39)
98 Chapter 6. (2, 2)-Type Equations
When
p = q
that is for the difference equation
y
n+1
=
p + y
n−1
py
n
+ y
n−1
, n = 0, 1, . . . (6.40)
the above identities reduce to the following:
y
n+1
−1 = p
1 −y
n
py
n
+ y
n−1
for n ≥ 0 (6.41)
and
y
n
−y
n+2
= (y
n
−1)
py
n−1
+ y
n−1
y
n
+ py
2
n
p(p + y
n−1
) + y
n
(py
n
+ y
n−1
)
for n ≥ 0. (6.42)
The following three lemmas are now direct consequences of (6.37)-(6.42).
Lemma 6.6.1 Assume that
p > q
and let {y
n
}

n=−1
be a solution of Eq(6.27). Then the following statements are true:
(i) If for some N ≥ 0, y
N
<
p
q
, then y
N+1
> 1;
(ii) If for some N ≥ 0, y
N
=
p
q
, then y
N+1
= 1;
(iii) If for some N ≥ 0, y
N
>
p
q
, then y
N+1
< 1;
(iv) If for some N ≥ 0, y
N
≥ 1, then y
N+1
<
p
q
;
(v) If for some N ≥ 0, y
N

p
q
, then y
N+2
< y
N
;
(vi) If for some N ≥ 0, y
N
≤ 1, then y
N+2
> y
N
;
(vii) If for some N ≥ 0, y
N

p
q
, then y
n
∈ [1,
p
q
] for n ≥ N. In particular [1,
p
q
] is an
invariant interval for Eq(6.27);
(viii)
1 < y <
p
q
.
Lemma 6.6.2 Assume that
p = q
and let {y
n
}

n=−1
be a solution of Eq(6.27). Then the following statements are true:
(i) If for some N ≥ 0, y
N
< 1, then y
N+1
> 1;
6.6. The Case β = A = 0 : x
n+1
=
α+γx
n−1
Bx
n
+Cx
n−1
99
(ii) If for some N ≥ 0, y
N
= 1, then y
N+1
= 1;
(iii) If for some N ≥ 0, y
N
> 1, then y
N+1
< 1;
(iv) If for some N ≥ 0, y
N
< 1, then y
N
< y
N+2
< 1;
(v) If for some N ≥ 0, y
N
> 1, then y
N
> y
N+2
> 1.
Lemma 6.6.3 Assume that
p < q
and let {y
n
}

n=−1
be a solution of Eq(6.27). Then the following statements are true:
(i) If for some N ≥ 0, y
N
<
p
q
, then y
N+1
> 1;
(ii) If for some N ≥ 0, y
N
=
p
q
, then y
N+1
= 1;
(iii) If for some N ≥ 0, y
N
>
p
q
, then y
N+1
< 1;
(iv) If for some N ≥ 0, y
N
≤ 1, then y
N+1
>
p
q
;
(v) If for some N ≥ 0, y
N

p
q
, then y
N+1
≥ 1;
(vi) If for some N ≥ 0, y
N
≥ 1, then y
N+2
< y
N
;
(vii) If for some N ≥ 0, y
N

p
q
, then y
N+2
> y
N
;
(viii) If for some N ≥ 0, y
N
≤ 1, then y
n
∈ [
p
q
, 1] for n ≥ N. In particular [
p
q
, 1] is an
invariant interval for Eq(6.27);
(ix)
p
q
< y < 1.
Note that the function
f(u, v) =
p + v
qu + v
is always decreasing in u but in v it is decreasing when u <
p
q
and increasing when u >
p
q
.
The following result is now a consequence of Theorems 1.7.1 and 1.7.2 and Lemmas
6.6.1-6.6.3:
100 Chapter 6. (2, 2)-Type Equations
Theorem 6.6.4 Let {y
n
}

n=−1
be a solution of Eq(6.27). Let I be the closed interval
with end points 1 and
p
q
and let J and K be the intervals which are disjoint from I and
such that
I ∪ J ∪ K = (0, ∞).
Then either all the even terms of the solution lie in J and all odd terms lie in K, or
vice-versa, or for some N ≥ 0,
y
n
∈ I for n ≥ N. (6.43)
When (6.43) holds, except for the length of the first semicycle of the solution, if
p < q
the length is one, while if
p > q
the length is at most two.
6.6.4 Global Behavior of Solutions
Recall that Eq(6.27) has a unique equilibrium y which is locally stable when (6.31) holds.
When (6.32) holds, and only then, Eq(6.27) has a “unique” prime period-two solution
. . . , φ, ψ, φ, ψ, . . . (6.44)
with
φ + ψ = 1 and φψ =
p
q −1
. (6.45)
Also recall that a solution {y
n
}

n=−1
of Eq(6.27) either eventually enters the interval I
with end points 1 and
p
q
and remains there, or stays forever outside I.
Now when
q ≤ 1 + 4p
there are no period-two solutions and so the solutions must eventually enter and remain
in I and, in view of Theorems 1.4.6 and 1.4.7, must converge to y.
On the other hand when (6.32) holds, any solution which remains forever outside the
interval I = [
p
q
, 1] must converge to the two cycle (6.44)-(6.45). But this two cycle lies
inside the interval I. Hence, when (6.32) holds, every solution of Eq(6.27) eventually
enters and remains in the interval I.
The character of these solutions remains an open question.
The above observations are summarized in the following theorem:
Theorem 6.6.5 (a) Assume
q ≤ 1 + 4p. (6.46)
Then the equilibrium y of Eq(6.27) is global attractor.
6.7. The Case α = C = 0 : x
n+1
=
βx
n
+γx
n−1
A+Bx
n
101
(b) Assume
q > 1 + 4p.
Then every solution of Eq(6.27) eventually enters and remains in the interval [
p
q
, 1].
6.7 The Case α = C = 0 : x
n+1
=
βx
n
+γx
n−1
A+Bx
n
This is the (2, 2)-type equation Eq(6.7) which by the change of variables
x
n
=
A
B
y
n
reduces to the difference equation
y
n+1
=
py
n
+ qy
n−1
1 + y
n
, n = 0, 1, . . . (6.47)
where
p =
β
A
and q =
γ
A
.
(Eq(6.47) was investigated in [52].)
The equilibrium points of Eq(6.47) are the solutions of the equation
y =
py + qy
1 + y
.
So y = 0 is always an equilibrium point, and when
p + q > 1,
y = p + q −1 is the only positive equilibrium point of Eq(6.47).
The following result follows from Theorem 1.3.1 and the linearized stability Theorem
1.1.1:
Theorem 6.7.1 (a) Assume
p + q ≤ 1.
Then the zero equilibrium of Eq(6.47) is globally asymptotically stable.
(b) Assume
p + q > 1.
Then the zero equilibrium of Eq(6.47) is unstable. More precisely it is a saddle
point when
1 −p < q < 1 + p
and a repeller when
q > 1 + p.
102 Chapter 6. (2, 2)-Type Equations
(c) Assume
1 −p < q < 1 + p.
Then the positive equilibrium y = p + q − 1 of Eq(6.47) is locally asymptotically
stable.
(d) Assume
q > 1 + p.
Then the positive equilibrium y = p+q −1 of Eq(6.47) is an unstable saddle point.
Concerning prime period-two solutions it follows from Sections 2.5 that the following
result is true:
Theorem 6.7.2 Eq(6.47) has a prime period-two solution
. . . , φ, ψ, φ, ψ, . . .
if and only if
q = 1 + p. (6.48)
Furthermore when (6.48) holds, the values of φ and ψ of all prime period-two solutions
are given by:
{φ, ψ ∈ (p, ∞) : ψ =

φ −p
= 2p}.
6.7.1 Invariant Intervals
The main result here is the following theorem about Eq(6.47) with q = 1. The case
q = 1 (6.49)
is treated in Section 6.7.3.
Theorem 6.7.3 (a) Assume that
q < 1. (6.50)
Then every solution of Eq(6.47) eventually enters the interval (0,
p
q
]. Furthermore,
(0,
p
q
] is an invariant interval for Eq(6.47). That is, every solution of Eq(6.47)
with initial conditions in (0,
p
q
], remains in this interval.
(b) Assume that
q > 1. (6.51)
Then every solution of Eq(6.47) eventually enters the interval [
p
q
, ∞). Further-
more, [
p
q
, ∞) is an invariant interval for Eq(6.47).
6.7. The Case α = C = 0 : x
n+1
=
βx
n
+γx
n−1
A+Bx
n
103
The proof of the above theorem is an elementary consequence of the following lemma,
whose proof is straightforward and will be omitted.
Lemma 6.7.1 (a) Assume that (6.50) holds. Then for any k, m ∈ N,
y
k

p
q
=⇒y
k+2
≤ p <
p
q
and
y
k+2

p
q
m
=⇒y
k
>
p
q
m+1
> p.
(b) Assume that (6.51) holds. Then for any k, m ∈ N,
y
k

p
q
=⇒y
k+2
≥ p >
p
q
and
y
k+2

p
q
m
=⇒y
k
>
p
q
m+1
> p.
6.7.2 Semicycle Analysis of Solutions When q ≤ 1
Here we discuss the behavior of the semicycles of solutions of Eq(6.47) when
p + q > 1 and q ≤ 1.
Hereafter, y refers to the positive equilibrium p + q −1 of Eq(6.47).
Let f : [0, ∞) ×[0, ∞) →[0, ∞) denote the function
f(x, y) =
px + qy
1 + x
.
Then f satisfies the negative feedback condition; that is,
(x −x)(f(x, x) −x) < 0 for x ∈ (0, ∞) −{x}.
Consider the function g : [0, ∞) →[0, ∞) defined by
g(x) =
(p + q)x
1 + x
.
Observe that g(y) = y and that g increases on [0, ∞).
Theorem 6.7.4 Suppose
p + q > 1 and q ≤ 1.
Let {y
n
}

n=−1
be a positive solution of Eq(6.47). Then the following statements are true
for every n ≥ 0:
104 Chapter 6. (2, 2)-Type Equations
(a) If y ≤ y
n−1
, y
n
, then y ≤ y
n+1
≤ max{y
n−1
, y
n
}.
(b) If y
n−1
, y
n
≤ y, then min{y
n−1
, y
n
} ≤ y
n+1
< y.
(c) If y
n−1
< y ≤ y
n
, then y
n−1
< y
n+1
< y
n
.
(d) If y
n
< y ≤ y
n−1
, then y
n
< y
n+1
< y
n−1
.
(e) If y < y
k
<
y
2−q
, for every k ≥ −1, then {y
n
} decreases to the equilibrium y.
Proof.
(a) Suppose y ≤ y
n−1
, y
n
. Then
y
n+1
=
py
n
+ qy
n−1
1 + y
n

(p + q) max{y
n−1
, y
n
}
1 + y
= max{y
n−1
, y
n
}.
Since the function
px + qx
1 + x
,
is increasing for y <
p
q
, which is equivalent to q ≤ 1, we obtain
y
n+1
=
py
n
+ qy
n−1
1 + y
n

py
n
+ qy
1 + y
n
≥ g(y) = y.
Observe that all inequalities are strict if we assume that y
n−1
> y or y
n
> y.
(b) Suppose y
n−1
, y
n
≤ y. Then in view of the previous case
y
n+1
=
py
n
+ qy
n−1
1 + y
n

py
n
+ qy
1 + y
n
< g(y) = y
and
y
n+1
=
py
n
+ qy
n−1
1 + y
n

(p + q) min{y
n−1
, y
n
}
1 + y
= min{y
n−1
, y
n
}.
Observe that all inequalities are strict if we assume that y
n−1
< y or y
n
< y.
(c) Suppose y
n−1
< y ≤ y
n
. Then
y
n+1
=
py
n
+ qy
n−1
1 + y
n
<
(p + q)y
n
1 + y
n
=
(1 + y)y
n
1 + y
n
< y
n
.
Since q ≤ 1 and y
n−1
< y,
p −qy
n−1
> p −qy = (1 −q)(p + q) ≥ 0.
Thus
px+qy
n−1
1+x
increases in x and so
y
n+1
=
py
n
+ qy
n−1
1 + y
n
>
py
n−1
+ qy
n−1
1 + y
n−1
= g(y
n−1
) > y
n−1
.
The last inequality follows from the negative feedback property.
6.7. The Case α = C = 0 : x
n+1
=
βx
n
+γx
n−1
A+Bx
n
105
(d) Suppose y
n
< y ≤ y
n−1
. Then
y
n+1
=
py
n
+ qy
n−1
1 + y
n
>
py
n
+ qy
n
1 + y
n
= g(y
n
) > y
n
by the negative feedback property.
To see that y
n+1
< y
n−1
, we must consider two cases:
Case 1. Suppose p −qy
n−1
≥ 0. Then
px+qy
n−1
1+x
increases in x and so
y
n+1
=
py
n
+ qy
n−1
1 + y
n

py
n−1
+ qy
n−1
1 + y
n−1
< y
n−1
.
The last inequality follows from the negative feedback property.
Case 2. Suppose p −qy
n−1
< 0. Then
y
n+1
=
py
n
+ qy
n−1
1 + y
n
<
qy
n−1
(y
n
+ 1)
1 + y
n
≤ y
n−1
.
(e) Observe that
y
n+1
=
py
n
+ qy
n−1
1 + y
n
> y = p + q −1
and so
y
n−1
≥ qy
n−1
> y + (q −1)y
n
> y
n
from which the result follows.
2
6.7.3 Semicycle Analysis and Global Attractivity When q = 1
Here we discuss the behavior of the solutions of Eq(6.47) when
q = 1.
Here the positive equilibrium of Eq(6.47) is
y = p.
Theorem 6.7.5 Suppose that q = 1 and let y
−1
+ y
0
> 0. Then the equilibrium y of
Eq(6.47) is globally asymptotically stable. More precisely the following statements are
true.
(a) Assume y
−1
≥ p and y
0
≥ p. Then y
n
≥ p for all n > 0 and
lim
n→∞
y
n
= p. (6.52)
(b) Assume y
−1
≤ p and y
0
≤ p. Then y
n
≤ p for all n > 0 and (6.52) holds.
(c) Assume either y
−1
< p < y
0
or y
−1
> p > y
0
. Then {y
n
}

n=−1
oscillates about the
equilibrium p with semicycles of length one and (6.52) holds.
106 Chapter 6. (2, 2)-Type Equations
Proof. (a) The case where y
−1
= y
0
= p is trivial. We will assume that y
−1
≥ p and
y
0
> p. The case y
−1
> p and y
0
≥ p is similar and will be omitted. Then
y
1
=
py
0
+ y
−1
1 + y
0

py
0
+ p
1 + y
0
= p,
and
y
2
=
py
1
+ y
0
1 + y
1
>
py
1
+ p
1 + y
1
= p.
It follows by induction that y
n
≥ p for all n > 0. Furthermore, y
−1
≥ p implies that
py
0
+ y
−1
≤ y
−1
y
0
+ y
−1
and so
y
1
=
py
0
+ y
−1
1 + y
0

y
−1
y
0
+ y
−1
1 + y
0
= y
−1
.
Similarly, we can show that y
2
< y
0
and by induction
y
−1
≥ y
1
≥ y
3
≥ . . . ≥ p
and
y
0
> y
2
> y
4
> . . . > p.
Thus, there exist m ≥ p and M ≥ p such that
lim
k→∞
y
2k+1
= m and lim
k→∞
y
2k
= M.
As Eq(6.47) has no period-two solutions when q = 1, it follows that m = M = p and
the proof of part (a) is complete.
It is interesting to note that
y
−1
= p ⇒y
2k+1
= p for k ≥ 0 and y
0
= p ⇒y
2k
= p for k ≥ 0.
(b) The proof of (b) is similar to the proof of (a) and will be omitted.
(c) Assume y
−1
< p < y
0
. The proof when y
0
< p < y
−1
is similar and will be
omitted.
y
1
=
py
0
+ y
−1
1 + y
0
<
py
0
+ p
1 + y
0
= p,
and
y
2
=
py
1
+ y
0
1 + y
1
>
py
1
+ p
1 + y
1
= p.
It follows by induction that the solution oscillates about p with semicycles of length one.
Next, we claim that the subsequence {y
2k+1
}

k=−1
is increasing, and so convergent. In
fact, since y
−1
+ py
0
> y
−1
+ y
−1
y
0
then
y
1
=
py
0
+ y
−1
1 + y
0
> y
−1
6.7. The Case α = C = 0 : x
n+1
=
βx
n
+γx
n−1
A+Bx
n
107
and the claim follows by induction. In a similar way we can show that the subsequence
{y
2k
}

k=0
is decreasing, and so convergent. Thus, there exist m ≤ p and M ≥ p such
that
lim
k→∞
y
2k+1
= m and lim
k→∞
y
2k
= M
and as in (a), m = M. 2
6.7.4 Global Attractivity When q < 1
Here we consider the case where
1 −p < q < 1,
and we show that the equilibrium point y = p + q −1 of Eq(6.47) is global attractor of
all positive solutions of Eq(6.47).
Theorem 6.7.6 Assume
1 −p < q < 1.
Then every positive solution of Eq(6.47) converges to the positive equilibrium y.
Proof. Observe that the consistency condition y ≤
p
q
is equivalent to the condition
q ≤ 1. By Theorem 6.7.3 (a) we may assume that the initial conditions y
−1
and y
0
lie
in the interval I = (0,
p
q
]. Now clearly the function
f(x, y) =
px + qy
1 + x
satisfies the hypotheses of Theorem 1.4.5 in the interval I from which the result follows.
2
6.7.5 Long-term Behavior of Solutions When q > 1
Here we discuss the behavior of the solutions of Eq(6.47) when
q > 1
which is equivalent to
y >
p
q
.
In this case, every positive solution of Eq(6.47) lies eventually in the interval [p, ∞).
Concerning the long-term behavior of solutions of Eq(6.47) we may assume, without
loss of generality, that
y
−1
, y
0
∈ [p, ∞).
108 Chapter 6. (2, 2)-Type Equations
Then the change of variable
y
n
= u
n
+ p,
transforms Eq(6.47) to the equation
u
n+1
=
p(q −1) + qu
n−1
1 + p + u
n
(6.53)
where u
n
≥ 0 for n ≥ 0.
The character of solutions of Eq(6.53) was investigated in Section 6.5. By apply-
ing the results of Section 6.5 to Eq(6.53), we obtain the following theorems about the
solutions of Eq(6.47) when q > 1:
Theorem 6.7.7 After the first semicycle, an oscillatory solution of Eq(6.47) oscillates
about the positive equilibrium y with semicycles of length one.
Theorem 6.7.8 (a) Assume
q = 1 + p.
Then every solution of Eq(6.47) converges to a period-two solution.
(b) Assume
1 < q < 1 + p.
Then every positive solution of Eq(6.47) converges to the positive equilibrium of
Eq(6.47).
(c) Assume
q > 1 + p.
Then Eq(6.47) has unbounded solutions.
6.8. The Case α = B = 0 : x
n+1
=
βx
n
+γx
n−1
A+Cx
n−1
109
6.8 The Case α = B = 0 : x
n+1
=
βx
n
+γx
n−1
A+Cx
n−1
This is the (2, 2)-type Eq(6.8) which by the change of variables
x
n
=
γ
C
y
n
reduces to the difference equation
y
n+1
=
py
n
+ y
n−1
q + y
n−1
, n = 0, 1, . . . (6.54)
where
p =
β
γ
and q =
A
γ
.
(Eq(6.54) was investigated in [53].)
The equilibrium points of Eq(6.54) are the solutions of the equation
y =
py + y
q + y
.
So y = 0 is always an equilibrium point of Eq(6.54) and when
p + 1 > q,
Eq(6.54) also possesses the unique positive equilibrium y = p + 1 −q.
The following result follows from Theorems 1.1.1 and 1.3.1.
Theorem 6.8.1 (a) Assume
p + 1 ≤ q.
Then the zero equilibrium of Eq(6.54) is globally asymptotically stable.
(b) Assume
p + 1 > q. (6.55)
Then the zero equilibrium of Eq(6.54) is unstable and the positive equilibrium
y = p + 1 − q of Eq(6.54) is locally asymptotically stable. Furthermore the zero
equilibrium is a saddle point when
1 −p < q < 1 + p
and a repeller when
q < 1 −p.
In the remainder of this section we will investigate the character of the positive
equilibrium of Eq(6.54) and so we will assume without further mention that (6.55) holds.
Our goal is to show that when (6.55) holds and y
−1
+ y
0
> 0, the positive equilibrium
y = p + 1 −q of Eq(6.54) is globally asymptotically stable.
110 Chapter 6. (2, 2)-Type Equations
6.8.1 Invariant Intervals and Semicycle Analysis
Let {y
n
}

n=−1
be a positive solution of Eq(6.54). Then the following identities are easily
established:
y
n+1
−1 = p
y
n

q
p
q + y
n−1
for n ≥ 0, (6.56)
y
n+1

q
p
=
p
2
[y
n

q
p

2
] + (p −q)y
n−1
p(q + y
n−1
)
for n ≥ 0, (6.57)
and
y
n+1
−y
n
=
(p −q)y
n
+ (1 −y
n
)y
n−1
q + y
n−1
for n ≥ 0. (6.58)
Note that the positive equilibrium
y = p + 1 −q
of Eq(6.54) is such that:
y is

< 1 if p < q < p + 1
= 1 if p = q
> 1 if p > q.
When
p = q
that is for the difference equation
y
n+1
=
py
n
+ y
n−1
p + y
n−1
, n = 0, 1, . . . (6.59)
the identities (6.56)-(6.58) reduce to the following:
y
n+1
−1 = (y
n
−1)
p
p + y
n−1
for n ≥ 0 (6.60)
and
y
n+1
−y
n
= (1 −y
n
)
y
n−1
p + y
n−1
for n ≥ 0. (6.61)
The following three lemmas are now direct consequences of the above identities.
Lemma 6.8.1 Assume that
p < q (6.62)
and let {y
n
}

n=−1
be a positive solution of Eq(6.54). Then the following statements are
true:
6.8. The Case α = B = 0 : x
n+1
=
βx
n
+γx
n−1
A+Cx
n−1
111
(i) If for some N ≥ 0, y
N
<
q
p
, then y
N+1
< 1;
(ii) If for some N ≥ 0, y
N
=
q
p
, then y
N+1
= 1;
(iii) If for some N ≥ 0, y
N
>
q
p
, then y
N+1
> 1;
(iv) If for some N ≥ 0, y
N
>

q
p

2
, then y
N+1
<
q
p
;
(v) If for some N ≥ 0, y
N
≤ 1, then y
N+1
< 1;
(vi) If for some N ≥ 0, y
N
≥ 1, then y
N+1
< y
N
.
Lemma 6.8.2 Assume that
p = q (6.63)
and let {y
n
}

n=−1
be a positive solution of Eq(6.54). Then the following statements are
true:
(i) If y
0
< 1, then for n ≥ 0, y
n
< 1 and the solution is strictly increasing;
(ii) If y
0
= 1, then y
n
= 1 for n ≥ 0;
(iii) If y
0
> 1, then for n ≥ 0, y
n
> 1 and the solution is strictly decreasing.
Lemma 6.8.3 Assume that
p > q (6.64)
and let {y
n
}

n=−1
be a positive solution of Eq(6.54). Then the following statements are
true:
(i) If for some N ≥ 0, y
N
<
q
p
, then y
N+1
< 1;
(ii) If for some N ≥ 0, y
N
=
q
p
, then y
N+1
= 1;
(iii) If for some N ≥ 0, y
N
>
q
p
, then y
N+1
> 1;
(iv) If for some N ≥ 0, y
N
>

q
p

2
, then y
N+1
>
q
p
;
(v) If for some N ≥ 0, y
N
≤ 1, then y
N+1
> y
N
;
(vi) If for some N ≥ 0, y
N
≥ 1, then y
N+1
>
q
p
and y
N+2
> 1.
112 Chapter 6. (2, 2)-Type Equations
6.8.2 Global Stability of the Positive Equilibrium
When (6.62) holds, it follows from Lemma 6.8.1 that if a solution {y
n
}

n=−1
is such that
y
n
≥ 1 for all n ≥ 0
then the solution decreases and its limit lies in the interval [1, ∞). This is impossible
because y < 1. Hence, by Lemma 6.8.1, every positive solution of Eq(6.54) eventually
enters and remains in the interval (0, 1). Now in the interval (0, 1) the function
f(u, v) =
pu + v
q + v
is increasing in both arguments and by Theorem 1.4.8, y is a global attractor.
When (6.63) holds, it follows from Lemma 6.8.2 that every solution of Eq(6.54)
converges to the equilibrium y = 1.
Next, assume that (6.64) holds. Here it is clear from Lemma 6.8.3 that every solu-
tion of Eq(6.54) eventually enters and remains in the interval (1, ∞). Without loss of
generality we will assume that
y
n
> 1 for n ≥ −1.
Set
y
n
= 1 + (q + 1)u
n
for n ≥ −1.
Then we can see that {u
n
}

n=−1
satisfies the difference equation
u
n+1
=
p−q
(q+1)
2
+
p
q+1
u
n
1 + u
n−1
, n = 0, 1, . . . (6.65)
with positive parameters and positive initial conditions. This (2, 2)-type equation was
investigated in Section 6.3 where we established in Theorem 6.3.3 that every solution
converges to its positive equilibrium
u =
p −q
q + 1
.
From the above observations and in view of Theorem 6.8.1 we have the following
result:
Theorem 6.8.2 Assume that p + 1 > q and that y
−1
+ y
0
> 0. Then the positive
equilibrium y = p + 1 −q of Eq(6.54) is globally asymptotically stable.
6.9. The Case α = A = 0 : x
n+1
=
βx
n
+γx
n−1
Bx
n
+Cx
n−1
113
6.9 The Case α = A = 0 : x
n+1
=
βx
n
+γx
n−1
Bx
n
+Cx
n−1
This is the (2, 2)-type Eq(6.9) which by the change of variables
x
n
=
γ
C
y
n
reduces to the equation
y
n+1
=
py
n
+ y
n−1
qy
n
+ y
n−1
, n = 0, 1, . . . (6.66)
where
p =
β
γ
and q =
B
C
.
To avoid a degenerate situation we will also assume that
p = q.
(Eq(6.66) was investigated in [54].)
The only equilibrium point of Eq(6.66) is
y =
p + 1
q + 1
and the linearized equation of Eq(6.66) about y is
z
n+1

p −q
(p + 1)(q + 1)
z
n
+
p −q
(p + 1)(q + 1)
z
n−1
= 0, n = 0, 1, . . . .
By applying the linearized stability Theorem 1.1.1 we obtain the following result:
Theorem 6.9.1 (a) Assume that
p > q.
Then the positive equilibrium of Eq(6.66) is locally asymptotically stable.
(b) Assume that
p < q.
Then the positive equilibrium of Eq(6.66) is locally asymptotically stable when
q < pq + 1 + 3p (6.67)
and is unstable (and more precisely a saddle point equilibrium) when
q > pq + 1 + 3p. (6.68)
114 Chapter 6. (2, 2)-Type Equations
6.9.1 Existence of a Two Cycle
It follows from Section 2.5 that when p > q, Eq(6.66) has no prime period-two solutions.
On the other hand when
p < q
and
q > pq + 1 + 3p,
Eq(6.66) possesses a unique prime period-two solution:
. . . , φ, ψ, φ, ψ, . . . (6.69)
where the values of φ and ψ are the (positive and distinct) solutions of the quadratic
equation
t
2
−(1 −p)t +
p(1 −p)
q −1
= 0. (6.70)
In order to investigate the stability nature of this prime period-two solution, we set
u
n
= y
n−1
and v
n
= y
n
for n = 0, 1, . . .
and write Eq(6.66) in the equivalent form:
u
n+1
= v
n
v
n+1
=
pv
n
+u
n
qv
n
+u
n
, n = 0, 1, . . . .
Let T be the function on (0, ∞) ×(0, ∞) defined by:
T

u
v

=

v
pv+u
qv+u

.
Then

φ
ψ

is a fixed point of T
2
, the second iterate of T. One can see that
T
2

u
v

=

g(u, v)
h(u, v)

where
g(u, v) =
pv + u
qv + u
and h(u, v) =
p
pv+u
qv+u
+ v
q
pv+u
qv+u
+ v
.
The prime period-two solution (6.69) is asymptotically stable if the eigenvalues of the
Jacobian matrix J
T
2, evaluated at

φ
ψ

lie inside the unit disk. One can see that
J
T
2

φ
ψ

=

¸
¸
¸

(p−q)ψ
(qψ+φ)
2
(p−q)φ
(qψ+φ)
2

(p−q)
2
ψ
2
(qψ+φ)
2
(qφ+ψ)
2
(p−q)φ
(qφ+ψ)
2

(p−q)ψ
(qψ+φ)
2
−1

¸

.
6.9. The Case α = A = 0 : x
n+1
=
βx
n
+γx
n−1
Bx
n
+Cx
n−1
115
Set
P =
p −q
(qψ + φ)
2
and Q =
p −q
(qφ + ψ)
2
.
Then
J
T
2

φ
ψ

=

−Pψ Pφ
−PQψ
2
PQφψ −Qφ

and its characteristic equation is
λ
2
+ (Pψ + Qφ −PQφψ)λ + PQφψ = 0.
By applying Theorem 1.1.1 (c), it follows that both eigenvalues of
J
T
2

φ
ψ

lie inside the unit disk if and only if
|Pψ + Qφ −PQφψ| < 1 + PQφψ < 2
or equivalently if and only if the following three inequalities hold:
Pψ + Qφ + 1 > 0 (6.71)
Pψ + Qφ < 1 + 2PQφψ (6.72)
and
PQφψ < 1. (6.73)
Observe that
φ > 0, ψ > 0, P < 0 and Q < 0
and so Inequality (6.72) is always true.
Next we will establish Inequality (6.71). We will use the fact that
φ + ψ = 1 −p, φψ =
p(1 −p)
q −1
φ =
pψ + φ
qψ + φ
and ψ =
pφ + ψ
qφ + ψ
.
Inequality (6.71) is equivalent to
(p −q)ψ
(qψ + φ)
2
+
(p −q)φ
(qφ + ψ)
2
+ 1 > 0
which is true if and only if
(q −p)[(qφ + ψ)
2
ψ + (qψ + φ)
2
φ] < (qψ + φ)
2
(qφ + ψ)
2
116 Chapter 6. (2, 2)-Type Equations
if and only if
(q −p)[(qφ + ψ)(pφ + ψ) + (qψ + φ)(pψ + φ)] < [(qφ + ψ)(qψ + φ)]
2
. (6.74)
Now observe that the lefthand side of (6.74) is
I = (q −p)[(qp + 1)(φ
2
+ ψ
2
) + 2(p + q)φψ]
= (q −p)[(qp + 1)(φ + ψ)
2
−2φψ(qp + 1 −p −q)]
= (q −p)[(qp + 1)(1 −p)
2
−2
p(1 −p)
q −1
(p −1)(q −1)]
= (q −p)(1 −p)
2
(qp + 1 + 2p).
The righthand side of (6.74) is
II = [(qψ + φ)(qφ + ψ)]
2
= [(q
2
+ 1)ψφ + q(φ
2
+ ψ
2
)]
2
= [q(φ + ψ)
2
+ (q −1)
2
φψ]
2
= [q(1 −p)
2
+ (q −1)p(1 −p)]
2
= (1 −p)
2
(q −p)
2
.
Hence, Inequality (6.71) is true if and only if (6.68) holds.
Finally, Inequality (6.73) is equivalent to
(p −q)
2
φψ < (qψ + φ)
2
(qφ + ψ)
2
which is true if and only if
(q −p)

φψ < (qψ + φ)(qφ + ψ)
if and only if
(q −p)

φψ < (q
2
+ 1)φψ + q(φ
2
+ ψ
2
)
if and only if
(q −p)

φψ < (q
2
+ 1)φψ + q[(φ + ψ)
2
−2φψ]
if and only if
(q −p)

φψ < (q −1)
2
φψ + q(φ + ψ)
2
if and only if
(q −p)

φψ < (q −1)
2
p(1 −p)
q −1
+ q(1 −p)
2
if and only if
(q −p)

φψ < (1 −p)(q −p)
6.9. The Case α = A = 0 : x
n+1
=
βx
n
+γx
n−1
Bx
n
+Cx
n−1
117
if and only if
p(1 −p)
q −1
< (1 −p)
2
if and only if q > pq + 1 which is clearly true.
In summary, the following result is true about the local stability of the prime period-
two solution (6.69) of Eq(6.66):
Theorem 6.9.2 Assume that Condition (6.68) holds. Then Eq(6.66) posseses the prime
period-two solution
. . . , φ, ψ, φ, ψ, . . .
where φ and ψ are the two positive and distinct roots of the quadratic Eq(6.70). Fur-
thermore this prime period-two solution is locally asymptotically stable.
6.9.2 Semicycle Analysis
In this section, we present a semicycle analysis of the solutions of Eq(6.66).
Theorem 6.9.3 Let {y
n
} be a nontrivial solution of Eq(6.66). Then the following state-
ments are true:
(a) Assume p > q. Then {y
n
} oscillates about the equilibrium y with semicycles of
length two or three, except possibly for the first semicycle which may have length one.
The extreme in each semicycle occurs in the first term if the semicycle has two terms
and in the second term if the semicycle has three terms.
(b) Assume p < q. Then either {y
n
} oscillates about the equilibrium y with semicycles
of length one, after the first semicycle, or {y
n
} converges monotonically to y.
Proof. (a) The proof follows from Theorem 1.7.4 by observing that the condition p > q
implies that the function
f(x, y) =
px + y
qx + y
is increasing in x and decreasing in y. This function also satisfies Condition (1.35).
(b) The proof follows from Theorem 1.7.1 by observing that when p < q, the function
f(x, y) is increasing in y and decreasing in x. 2
6.9.3 Global Stability Analysis When p < q
The main result in this section is the following
Theorem 6.9.4 Assume that
p < q
and (6.67) holds. Then the positive equilibrium y of Eq(6.66) is globally asymptotically
stable.
118 Chapter 6. (2, 2)-Type Equations
Proof. Set
f(x, y) =
px + y
qx + y
,
and note that f(x, y) is decreasing in x for each fixed y, and increasing in y for each
fixed x. Also clearly,
p
q
≤ f(x, y) ≤ 1 for all x, y > 0.
Finally in view of (6.67), Eq(6.66) has no prime period-two solution. Now the conclusion
of Theorem 6.9.4 follows as a consequence of Theorem 1.4.6 and the fact that y is locally
asymptotically stable. 2
The method employed in the proof of Theorem 1.4.6 can also be used to establish
that certain solutions of Eq(6.66) converge to the two cycle (6.69) when instead of (6.67),
(6.68) holds.
Theorem 6.9.5 Assume that (6.68) holds. Let φ, ψ, φ, ψ, . . ., with φ < ψ, denote the
two cycle of Eq(6.66). Assume that for some solution {y
n
}

n=−1
of Eq(6.66) and for
some index N ≥ −1,
y
N
≥ ψ and y
N+1
≤ φ. (6.75)
Then this solution converges to the two cycle φ, ψ, φ, ψ, . . ..
Proof. Assume that (6.75) holds. Set
f(x, y) =
px + y
qx + y
.
Then clearly,
y
N+2
= f(y
N+1
, y
N
) ≥ f(φ, ψ) = ψ,
y
N+3
= f(y
N+2
, y
N+1
) ≤ f(ψ, φ) = φ
and in general
y
N+2k
≥ ψ and y
N+2k+1
≤ φ for k = 0, 1, . . . .
Now as in the proof of Theorem 1.4.6
limsup
n→∞
y
n
= ψ and liminf
n→∞
y
n
= φ
from which we conclude that
lim
k→∞
y
N+2k
= ψ and lim
k→∞
y
N+2k+1
= φ.
2
Next we want to find more cases where the conclusion of the last theorem holds. We
consider first the case where eventually consecutive terms y
i
, y
i+1
lie between m and M.
6.9. The Case α = A = 0 : x
n+1
=
βx
n
+γx
n−1
Bx
n
+Cx
n−1
119
Lemma 6.9.1 Suppose that for some i ≥ 0,
m ≤ y
i
, y
i+1
≤ M.
Then y
k
∈ [m, M] for every k > i.
Proof. Using the monotonic character of the function f we have
m = f(M, m) ≤ f(y
i+1
, y
i
) = y
i+2
≤ f(m, M) = M,
and the result follows by induction. 2
If we never get two successive terms in the interval [m, M] and if we never get two
successive terms outside of the interval [m, M] (that is, for every i, either y
i
> M and
y
i+1
< m or y
i
< m and y
i+1
> M), then we have one of the following four cases:
(A) y
2n
> M and M ≥ y
2n+1
> m for every n;
(B) y
2n+1
> M and M ≥ y
2n
> m for every n;
(C) y
2n
< m and m ≤ y
2n+1
< M for every n;
(D) y
2n+1
< m and m ≤ y
2n
< M for every n.
Lemma 6.9.2 In all cases (A)-(D) the corresponding solution {y
n
} converges to the
two cycle
. . . φ, ψ, φ, ψ, . . . .
Proof. Since the proofs are similar for all cases we will give the details in case (A). By
our earlier observation we have that M ≥ limsup
i→∞
y
i
, and so
M ≥ limsup
n→∞
y
2n
≥ liminf
n→∞
y
2n
≥ M.
Hence lim
n→∞
y
2n
= M. From Eq(6.66) we have
y
2n+1
=
y
2n
−y
2n
y
2n+2
qy
2n+2
−p
.
and so
lim
n→∞
y
2n+1
=
M −M
2
qM −p
.
On the other hand by solving the equation
M = f(m, M) =
pm + M
qm + M
for m we find
m =
M −M
2
qM −p
.
Thus, lim
n→∞
y
2n+1
= m and the proof is complete. 2
Since the case in which the solution lies outside of the interval [m, M] is answered by
Theorem 6.9.5, we are left with the case in which the solution lies eventually in [m, M].
120 Chapter 6. (2, 2)-Type Equations
Lemma 6.9.3 Suppose M ≥ y
i+2
≥ y
i
≥ y ≥ y
i+1
≥ y
i+3
≥ m and not both y
i+2
and
y
i+3
are equal to y. Then {y
n
} converges to the two cycle
. . . φ, ψ, φ, ψ, . . . .
Proof. Here we have
y
i+4
= f(y
i+3
, y
i+2
) ≥ f(y
i+1
, y
i
) = y
i+2
and
y
i+5
= f(y
i+4
, y
i+3
) ≤ f(y
i+2
, y
i+1
) = y
i+3
.
Induction on i then establishes the monotonicity of the two sequences. Thus, the se-
quence {y
i+2k
} is non decreasing and bounded above by M, and the sequence {y
i+2k+1
}
is a non increasing sequence and bounded below by m. Therefore, both subsequences
converge and their limits form a two cycle. In view of the uniqueness of the two cycle
and the fact that at least one of y
i
, y
i+1
is different from y, the proof is complete.The
case M ≥ y
i+3
≥ y
i+1
≥ y ≥ y
i
≥ y
i+2
≥ m is handled in a similar way. 2
Using a similar technique one can prove that if
M ≥ y
i
≥ y
i+2
≥ y ≥ y
i+3
≥ y
i+1
≥ m
or
M ≥ y
i+1
≥ y
i+3
≥ y ≥ y
i+2
≥ y
i
≥ m
we would get convergence to y , but this situation cannot occur, as the following results
show. Let us consider the first case. The second case can be handled in a similar way.
In this case we need to know more about the condition y
i+2
= f(y
i+1
, y
i
) ≤ y
i
, so we are
led to the general equation
f(x, y) = y. (6.76)
It makes sense to consider this equation only for y ∈ (
p
q
, 1), in which case Eq(6.76) has a
unique positive solution for x, which of course depends on y. We denote this value by y

.
Thus f(y

, y) = y. The correspondence between y and y

has the following properties:
Lemma 6.9.4 (1) f(x, y) > y if and only if x < y

.
(2) x > y if and only if x

< y

.
(3) For y < y < M, f(y, y

) < y

and y > y

, and for m < y < y, f(y, y

) > y

and y

> y.
Proof.
6.9. The Case α = A = 0 : x
n+1
=
βx
n
+γx
n−1
Bx
n
+Cx
n−1
121
(1) Since f is decreasing in the first variable and f(y

, y) = y, x < y

if and only if
f(x, y) > f(y

, y) = y.
(2) Solving f(y

, y) = y for y

gives
y

= g(y) =
y −y
2
qy −p
.
Computing the derivative of g we get
g

(y) = −
p −2y + qy
2
(p −qy)
2
.
The discriminant of the numerator is 4p
2
− 4pq = 4p(p − q) < 0, so the roots of
the numerator are not real. For y ∈ (
p
q
, 1), g

(y) < 0, so y

is decreasing function
of y.
(3) Eliminating y

from the equations y = f(y

, y) and y

= f(y, y

) we get
x −x
2
qx −p
=
px +
x−x
2
qx−p
qx +
x−x
2
qx−p
.
Simplifying this equation we get a fourth degree polynomial equation with roots
0, y, m, M. Thus each of these roots is simple and so f(y, y

)−y

changes sign as y
passes each of these values. Clearly as y approaches
p
q
y

approaches ∞. However
p
q
< f(y, y

) < 1. Thus for y < m, f(y, y

) < y

. Hence
m < y < y ⇒f(y, y

) > y

,
y < y < M ⇒f(y, y

) < y

,
M < y <⇒f(y, y

) > y

.
By (1) then, for m < y < y, y < y

, and for y < y < M, y > y

.
2
Now we will use this result to prove the following:
Lemma 6.9.5 Assume that for some i,
M ≥ y
i
≥ y
i+2
≥ y ≥ y
i+1
≥ m.
Then y
i+3
≤ y
i+1
with equality only in the case of a two cycle.
122 Chapter 6. (2, 2)-Type Equations
Proof. To show y
i+3
= f(y
i+2
, y
i+1
) ≤ y
i+1
, we must show y
i+2
≥ y

i+1
.
Since y
i+2
= f(y
i+1
, y
i
) ≤ y
i
, we have y
i+1
≥ y

i
. Thus by (2) of the previous lemma
y

i
≥ y

i+1
, and by (3) y
i
≥ y

i
. Thus y
i
≥ y

i+1
. Since f is increasing in the second
argument and y
i
≥ y

i+1
we get
y
i+2
= f(y
i+1
, y
i
) ≥ f(y
i+1
, y

i+1
).
By (3) of the previous lemma, since m ≤ y
i+1
≤ y, f(y
i+1
, y

i+1
) ≥ y

i+1
. Thus y
i+2
≥ y

i+1
,
as required. To get equality we must have y
i+1
= y

i
or equivalently y
i+2
= y
i
, as well as
y
i+3
= y
i+1
. Thus equality occurs only in the case of a two cycle. 2
The case
m ≤ y
i
≤ y
i+2
≤ y ≤ y
i+1
≤ M
is similar.
We also obtain the following lemma:
Lemma 6.9.6 Unless {y
n
} is a period-two solution, there is no i such that either
M ≥ y
i
≥ y
i+2
≥ . . . ≥ y ≥ y
i+1
≥ y
i+3
≥ . . . ≥ m,
or
M ≥ . . . ≥ y
i+2
≥ y
i
≥ y ≥ . . . ≥ y
i+3
≥ y
i+1
≥ . . . ≥ m.
Proof. We will consider the first case; the second case is similar. Since {y
i+2k+1
} is a
bounded monotonic sequence it has a limit c. The value c will be one value in a two
cycle, so either c = y or c = m. If c = y, then y
i+2n+1
= y for all n, and solving for y
i+2n
we see y
i+2n
= y also. But then y
i
= y
i+1
= y, and our solution is a two cycle.. If c = m,
solving for lim
n→∞
y
i+2n
gives lim
n→∞
y
i+2n
= M. This can only happen if y
i+2n
= M
for all n, in which case y
i+2n+1
= m for all n, which also gives a two cycle. 2
The above sequence of lemmas leads to the following result:
Theorem 6.9.6 Assume that
p < q,
and that Eq(6.66) possesses the two-cycle solution (6.69). Then every oscillatory solution
of Eq(6.66) converges to this two cycle.
Remark. Since some of the oscillatory solutions of Eq(6.66) are generated by initial
values {y
−1
, y
0
} that are on opposite sides of the equilibrium y, it follows by Theorem
6.9.6 that all such pairs belong to the stable manifold of the two cycle.
6.10. Open Problems and Conjectures 123
6.9.4 Global Stability Analysis When p > q
Here we have the following result:
Theorem 6.9.7 Assume that
p > q
and
p ≤ pq + 1 + 3q. (6.77)
Then the positive equilibrium y of Eq(6.66) is globally asymptotically stable.
Proof. We will employ Theorem 1.4.5. To this end, set
f(x, y) =
px + y
qx + y
,
and observe that when p > q, the function f(x, y) is increasing in x for each fixed y, and
is decreasing in y for each fixed x. Also
1 ≤ f(x, y) ≤
p
q
for all x, y > 0.
Finally observe that when (6.77) holds, the only solution of the system
M =
pM + m
qM + m
, m =
pm + M
qm + M
,
is
m = M.
Now the result is a consequence of Theorem 1.4.5. 2
6.10 Open Problems and Conjectures
Open Problem 6.10.1 (See [64]) Assume that
a, b, c, d ∈ R.
(a) Investigate the forbidden set F of the difference equation
x
n+1
=
ax
n
+ bx
n−1
cx
n
+ dx
n−1
x
n
, n = 0, 1, . . . .
(b) For every point (x
−1
, x
0
) / ∈ F, investigate the asymptotic behavior and the periodic
nature of the solution {x
n
}

n=−1
.
124 Chapter 6. (2, 2)-Type Equations
(See Section 1.6.)
Open Problem 6.10.2 Assume that
α
n
, β
n
, A
n
, B
n
∈ R for n = 0, 1, . . .
are convergent sequences of real numbers with finite limits. Investigate the forbidden set
and the asymptotic character of solutions of the nonautonomous Riccati equation
x
n+1
=
α
n
+ β
n
x
n
A
n
+ B
n
x
n
, n = 0, 1, . . . .
(See Section 1.6 for the autonomous case.)
Conjecture 6.10.1 Assume
p, q ∈ (0, ∞).
Show that every positive solution of Eq(6.10) has a finite limit.
(Note that by Theorem 6.3.3, we need only to confirm this conjecture for p > 2(q +1)
and q ≥ 1. See also [36].)
Conjecture 6.10.2 Assume that
p, q ∈ (0, ∞).
Show that every positive solution of Eq(6.11) has a finite limit.
(Note that by Theorem 6.4.4, this conjecture has been confirmed for q ≤ 1 + 4p.)
Conjecture 6.10.3 Assume p ∈ (0, ∞). Show that the equation
y
n+1
=
p + y
n−1
1 + y
n
, n = 0, 1, . . .
has a positive and monotonically decreasing solution.
(Note that by Theorem 6.5.2, every positive solution converges to a, not necessarily
prime, period-two solution.)
6.10. Open Problems and Conjectures 125
Conjecture 6.10.4 Assume that
p, q ∈ (0, ∞).
Show that every positive solution of Eq(6.27) either converges to a finite limit or to a
two cycle.
(See Section 6.6.)
Open Problem 6.10.3 Assume that
p, q ∈ (0, ∞)
and
q > 1 + 4p.
Find the basin of attraction of the period-two solution of Eq(6.27).
Open Problem 6.10.4 Assume that
p, q ∈ (0, ∞)
and
q > pq + 1 + 3p.
Find the basin of attraction of the period-two solution of Eq(6.66).
Conjecture 6.10.5 Assume
p > q.
Show that every positive solution of Eq(6.66) has a finite limit.
(Note that by Theorem 6.9.7, this conjecture has been confirmed for p ≤ pq +1+3q.)
Open Problem 6.10.5 Find the set of all initial conditions (y
−1
, y
0
) ∈ R×R through
which the solution of the equation
y
n+1
=
y
n
+ y
n−1
1 + y
n
is well defined and converges to 1, as n →∞.
126 Chapter 6. (2, 2)-Type Equations
Open Problem 6.10.6 Find the set of all initial conditions (y
−1
, y
0
) ∈ R×R through
which the solution of the equation
y
n+1
=
y
n
+ y
n−1
1 + y
n−1
is well defined and converges to 1, as n →∞.
Open Problem 6.10.7 For each of the following difference equations determine the
“good” set G ⊂ R×R of initial conditions (y
−1
, y
0
) ∈ R×R through which the equation
is well defined for all n ≥ 0.Then for every (y
−1
, y
0
) ∈ G, investigate the long-term
behavior of the solution {y
n
}

n=−1
:
y
n+1
=
1 −y
n
1 −y
n−1
(6.78)
y
n+1
=
y
n
−1
y
n
−y
n−1
(6.79)
y
n+1
=
1 −y
n−1
1 −y
n
(6.80)
y
n+1
=
1 −y
n−1
y
n
−y
n−1
(6.81)
y
n+1
=
y
n
−y
n−1
y
n
−1
(6.82)
y
n+1
=
y
n
−y
n−1
1 −y
n−1
(6.83)
y
n+1
=
y
n
+ y
n−1
y
n
−y
n−1
. (6.84)
For those equations from the above list for which you were successful, extend your
result by introducing arbitrary real parameters in the equation.
Open Problem 6.10.8 Assume
α, β, γ, A, B, C ∈ (0, ∞).
Investigate the asymptotic behavior and the periodic nature of solutions of the difference
equation
x
n+1
=
αx
n
+ βx
n−1
+ γx
n−2
Ax
n
+ Bx
n−1
+ Cx
n−2
, n = 0, 1, . . . .
Extend and generalize.
6.10. Open Problems and Conjectures 127
Open Problem 6.10.9 Assume that {p
n
}

n=0
and {q
n
}

n=0
are convergent sequences of
nonnegative real numbers with finite limits,
p = lim
n→∞
p
n
and q = lim
n→∞
q
n
.
Investigate the asymptotic behavior and the periodic nature of all positive solutions of
each of the following eight difference equations:
y
n+1
=
p
n
+ y
n
q
n
+ y
n
, n = 0, 1, . . . (6.85)
y
n+1
=
p
n
+ q
n
y
n
1 + y
n−1
, n = 0, 1, . . . (6.86)
y
n+1
=
y
n
+ p
n
y
n
+ q
n
y
n−1
, n = 0, 1, . . . (6.87)
y
n+1
=
p
n
+ q
n
y
n−1
1 + y
n
, n = 0, 1, . . . (6.88)
y
n+1
=
p
n
+ y
n−1
q
n
y
n
+ y
n−1
, n = 0, 1, . . . (6.89)
y
n+1
=
p
n
y
n
+ q
n
y
n−1
1 + y
n
, n = 0, 1, . . . (6.90)
y
n+1
=
p
n
y
n
+ y
n−1
q
n
+ y
n−1
, n = 0, 1, . . . (6.91)
y
n+1
=
p
n
y
n
+ y
n−1
q
n
y
n
+ y
n−1
, n = 0, 1, . . . . (6.92)
Open Problem 6.10.10 Assume that {p
n
}

n=0
and {q
n
}

n=0
are period-two sequences
of nonnegative real numbers. Investigate the global character of all positive solutions of
Eqs(6.85)-(6.92). Extend and generalize.
Open Problem 6.10.11 Assume q ∈ (1, ∞).
(a) Find the set B of all initial conditions (y
−1
, y
0
) ∈ (0, ∞) × (0, ∞) such that the
solutions {y
n
}

n=−1
of Eq(6.23) are bounded.
(b) Let (y
−1
, y
0
) ∈ B. Investigate the asymptotic behavior of {y
n
}

n=−1
.
128 Chapter 6. (2, 2)-Type Equations
Open Problem 6.10.12 Assume q ∈ (1, ∞).
(a) Find the set B of all initial conditions (y
−1
, y
0
) ∈ (0, ∞) × (0, ∞) such that the
solutions {y
n
}

n=−1
of Eq(6.47) are bounded.
(b) Let (y
−1
, y
0
) ∈ B. Investigate the asymptotic behavior of {y
n
}

n=−1
.
Open Problem 6.10.13 (A Plant-Herbivore System; See [9], [3], and [2]) Assume
α ∈ (1, ∞), β ∈ (0, ∞), and γ ∈ (0, 1) with α + β > 1 +
β
γ
.
Obtain conditions for the global asymptotic stability of the positive equilibrium of the
system
x
n+1
=
αx
n
βx
n
+e
y
n
y
n+1
= γ(x
n
+ 1)y
n

, n = 0, 1, . . . . (6.93)
Conjecture 6.10.6 Assume x
0
, y
0
∈ (0, ∞) and that
α ∈ (2, 3), β = 1 and γ =
1
2
.
Show that the positive equilibrium of System (6.93) is globally asymptotically stable.
Open Problem 6.10.14 (Discrete Epidemic Models; See [14].) Let A ∈ (0, ∞).
(a) Determine the set G of initial conditions (y
−1
, y
0
) ∈ (0, ∞) ×(0, ∞) through which
the solutions {x
n
}

n=−1
of the difference equation
x
n+1
= (1 −x
n
−x
n−1
)(1 −e
−Ax
n
), n = 0, 1, . . . (6.94)
are nonnegative.
(b) Let (x
−1
, x
0
) ∈ G. Investigate the boundedness character, the periodic nature, and
the asymptotic behavior of the solution {x
n
}

n=−1
of Eq(6.94).
(c) Extend and generalize.
6.10. Open Problems and Conjectures 129
Open Problem 6.10.15 (The Flour Beetle Model; See [48]). Assume
a ∈ (0, 1), b ∈ (0, ∞), and c
1
, c
2
∈ [0, ∞) with c
1
+ c
2
> 0.
Obtain necessary and sufficient conditions for the global asymptotic stability of the Flour
Beetle Model:
x
n+1
= ax
n
+ bx
n−2
e
−c
1
x
n
−c
2
x
n−2
, n = 0, 1, . . .
with positive initial conditions.
Open Problem 6.10.16 (A Population Model) Assume
α ∈ (0, 1) and β ∈ (1, ∞).
Investigate the global character of all positive solutions of the system
x
n+1
= αx
n
e
−y
n
+ β
y
n+1
= αx
n
(1 −e
−y
n
)

, n = 0, 1, . . . .
which may be viewed as a population model.
Open Problem 6.10.17 Assume that
p, q ∈ [0, ∞) and k ∈ {2, 3, . . .}.
Investigate the global behavior of all positive solutions of each of the following difference
equations:
y
n+1
=
p + qy
n
1 + y
n−k
, n = 0, 1, . . . (6.95)
y
n+1
=
y
n
+ p
y
n
+ qy
n−k
, n = 0, 1, . . . (6.96)
y
n+1
=
p + qy
n−k
1 + y
n
, n = 0, 1, . . . (6.97)
y
n+1
=
p + y
n−k
qy
n
+ y
n−k
, n = 0, 1, . . . (6.98)
y
n+1
=
y
n
+ py
n−k
y
n
+ q
, n = 0, 1, . . . (6.99)
y
n+1
=
py
n
+ y
n−k
q + y
n−k
, n = 0, 1, . . . (6.100)
y
n+1
=
py
n
+ y
n−k
qy
n
+ y
n−k
, n = 0, 1, . . . . (6.101)
130 Chapter 6. (2, 2)-Type Equations
Open Problem 6.10.18 Obtain a general result for an equation of the form
y
n+1
= f(y
n
, y
n−1
), n = 0, 1, . . .
which extends and unifies the global asymptotic stability results for Eqs(6.11) and (6.27).
Open Problem 6.10.19 Assume that every positive solution of an equation of the form
x
n+1
= f(x
n
, x
n−1
), n = 0, 1, . . . (6.102)
converges to a period-two solution. Obtain necessary and sufficient conditions on f so
that every positive solution of the equation
x
n+1
= f(x
n−2
, x
n−1
), n = 0, 1, . . . (6.103)
also converges to a period-two solution.
Extend and generalize.
Open Problem 6.10.20 Assume that Eq(6.102) has a two cycle which is locally asymp-
totically stable. Obtain necessary and sufficient conditions on f so that the same two
cycle is a locally asymptotically stable solution of Eq(6.103).
Chapter 7
(1, 3)-Type Equations
7.1 Introduction
Eq(1) contains the following three equations of the (1, 3)-type:
x
n+1
=
α
A +Bx
n
+Cx
n−1
, n = 0, 1, . . . (7.1)
x
n+1
=
βx
n
A +Bx
n
+Cx
n−1
, n = 0, 1, . . . (7.2)
and
x
n+1
=
γx
n−1
A +Bx
n
+Cx
n−1
, n = 0, 1, . . . . (7.3)
Please recall our classification convention in which all the parameters in the above
(1, 3)-type equations are positive and that the initial conditions are nonnegative.
7.2 The Case β = γ = 0 : x
n+1
=
α
A+Bx
n
+Cx
n−1
This is the (1, 3)-type Eq.(7.1) which by the change of variables
x
n
=
α
A
y
n
reduces to the difference equation
y
n+1
=
1
1 +py
n
+qy
n−1
, n = 0, 1, . . . (7.4)
where
p =
αB
A
2
and q =
αC
A
2
.
131
132 Chapter 7. (1, 3)-Type Equations
One can easily see that the positive equilibrium of Eq(7.4) is locally asymptotically stable
for all values of the parameters and that Eq(7.4) has no prime period two solutions.
The following result is now a straightforward consequence of either the stability
trichotomy Theorem 1.4.4, or Theorem 1.4.7 in the interval [0, 1].
Theorem 7.2.1 The positive equilibrium of Eq(7.4) is globally asymptotically stable.
7.3 The Case α = γ = 0 : x
n+1
=
βx
n
A+Bx
n
+Cx
n−1
This is the (1, 3)-type Eq(7.2) which by the change of variables
x
n
=
A
C
y
n
reduces to the difference equation
y
n+1
=
y
n
1 +py
n
+qy
n−1
, n = 0, 1, . . . (7.5)
where
p =
β
A
and q =
B
C
.
Eq(7.5) always has zero as an equilibrium point and when
p > 1
it also has the unique positive equilibrium point
y =
p −1
q + 1
.
The following result is a straightforward consequence of Theorem 1.3.1.
Theorem 7.3.1 Assume
p ≤ 1.
Then the zero equilibrium of Eq(7.5) is globally asymptotically stable.
The following result is a straightforward consequence of Theorem 1.4.2. It also follows
by applying Theorem 1.4.5 in the interval [0,
p
q
].
Theorem 7.3.2 Assume that y
−1
, y
0
∈ (0, ∞) and
p > 1.
Then the positive equilibrium of Eq(7.5) is globally asymptotically stable.
7.4. The Case α = β = 0 : x
n+1
=
γx
n−1
A+Bx
n
+Cx
n−1
133
7.4 The Case α = β = 0 : x
n+1
=
γx
n−1
A+Bx
n
+Cx
n−1
This is the (1, 3)-type Eq(7.3) which by the change of variables
x
n
=
γ
C
y
n
reduces to the equation
y
n+1
=
y
n−1
p +qy
n
+y
n−1
, n = 0, 1, . . . (7.6)
where
p =
A
γ
and q =
B
C
.
Eq(7.6) always has the zero equilibrium and when
p < 1
it also has the unique positive equilibrium
y =
1 −p
1 +q
.
The subsequent result is a straightforward application of Theorems 1.1.1 and 1.3.1.
Theorem 7.4.1 (a) The zero equilibrium of Eq(7.6) is globally asymptotically stable
when
p ≥ 1
and is unstable (a repeller) when
p < 1.
(b) Assume that p < 1. Then the positive equilibrium of Eq(7.6) is locally asymptot-
ically stable when
q < 1
and is unstable (a saddle point) when
q > 1.
Concerning prime period-two solutions one can see that Eq(7.6) has a prime period-
two solution
. . . , φ, ψ, φ, ψ, . . .
if and only if
p < 1.
134 Chapter 7. (1, 3)-Type Equations
Furthermore when
p < 1 and q = 1
the only prime period-two solution is
. . . , 0, 1 −p, 0, 1 −p, . . . .
On the other hand, when
p < 1 and q = 1
all prime period-two solutions of Eq(7.6) are given by
. . . , φ, 1 −p −φ, φ, 1 −p −φ, . . .
with
0 ≤ φ ≤ 1 −p and φ =
1 −p
2
.
Theorem 7.4.2 Assume that
p < 1 and q > 1. (7.7)
Then the period-two solution
. . . , 0, 1 −p, 0, 1 −p, . . . (7.8)
of Eq(7.6) is locally asymptotically stable.
Proof. It follows from Section 2.6 that here
J
T
2

0
1 −p

=


1
p+q(1−p)
0

q(1−p)
p+q(1−p)
p


and in view of (7.7) both eigenvalues of J
T
2

0
1 −p

lie in the disk |λ| < 1. Therefore
the prime period-two solution (7.8) is locally asymptotically stable. 2
7.5 Open Problems and Conjectures
Conjecture 7.5.1 Assume
p, q ∈ (0, 1).
Show that every positive solution of Eq(7.6) has a finite limit.
7.5. Open Problems and Conjectures 135
Conjecture 7.5.2 Assume
p < 1 and q ≥ 1.
Show that every positive solution of Eq(7.6) converges to a, not necessarily prime, period-
two solution.
Open Problem 7.5.1 Assume
p ∈ (0, 1) and q ∈ (1, ∞).
Find the basin of attraction of the two cycle
. . . , 0, 1 −p, 0, 1 −p, . . .
of Eq(7.6).
Open Problem 7.5.2 Investigate the asymptotic character and the periodic nature of
all positive solutions of the difference equation
x
n+1
=
x
n−2
1 +px
n
+qx
n−1
+x
n−2
, n = 0, 1, . . .
where
p, q ∈ [0, ∞).
Extend and generalize.
Open Problem 7.5.3 For each of the equations given below, find the set G of all points
(x
−1
, x
0
) ∈ R ×R through which the equation is well defined for all n ≥ 0:
x
n+1
=
1
1 +x
n
+x
n−1
(7.9)
x
n+1
=
x
n
1 +x
n
+x
n−1
(7.10)
x
n+1
=
x
n−1
1 +x
n
+x
n−1
. (7.11)
Now for each of the equations (7.9)-(7.11), let (x
−1
, x
0
) ∈ G be an initial point
through which the corresponding equation is well defined for all n ≥ 0, and investigate
the long term-behavior of the solution {x
n
}

n=−1
.
136 Chapter 7. (1, 3)-Type Equations
Open Problem 7.5.4 Assume that {p
n
}

n=0
and {q
n
}

n=0
are convergent sequences of
nonnegative real numbers with finite limits,
p = lim
n→∞
p
n
and q = lim
n→∞
q
n
.
Investigate the asymptotic behavior and the periodic nature of all positive solutions of
each of the following three difference equations:
y
n+1
=
1
1 +p
n
y
n
+q
n
y
n−1
, n = 0, 1, . . . (7.12)
y
n+1
=
y
n
1 +p
n
y
n
+q
n
y
n−1
, n = 0, 1, . . . (7.13)
y
n+1
=
y
n−1
p
n
+q
n
y
n
+y
n−1
, n = 0, 1, . . . . (7.14)
Open Problem 7.5.5 Assume that {p
n
}

n=0
and {q
n
}

n=0
are period-two sequences of
nonnegative real numbers. Investigate the global character of all positive solutions of
Eqs(7.12)-(7.14). Extend and generalize.
Chapter 8
(3, 1)-Type Equations
8.1 Introduction
Eq(1) contains the following three equations of the (1, 3)-type:
x
n+1
=
α +βx
n
+γx
n−1
A
, n = 0, 1, . . . (8.1)
x
n+1
=
α +βx
n
+γx
n−1
Bx
n
, n = 0, 1, . . . (8.2)
and
x
n+1
=
α +βx
n
+γx
n−1
Cx
n−1
, n = 0, 1, . . . . (8.3)
Please recall our classification convention in which all parameters that appear in these
equations are positive, the initial conditions are nonnegative, and the denominators are
always positive.
Eq(8.1) is a linear difference equation and can be solved explicitly.
Eq(8.2) by the change of the variables
x
n
= y
n
+
β
B
,
is reduced to a (2, 2)-type equation of the form of Eq(6.4) (see Section 6.5), namely,
y
n+1
=
(α +
βγ
B
) +γy
n−1
β +By
n
, n = 0, 1, . . . .
Eq(8.3) by the change of the variables
x
n
= y
n
+
γ
C
,
137
138 Chapter 8. (3, 1)-Type Equations
is reduced to a (2, 2)-type equation of the form of Eq(6.2) (see Section 6.3) namely,
y
n+1
=
(α +
βγ
C
) +βy
n
γ +Cy
n−1
, n = 0, 1, . . . .
Hence there is nothing else remaining to do about these equations other than to pose
some Open Problems and Conjectures.
8.2 Open Problems and Conjectures
Open Problem 8.2.1 Assume γ > β. Determine the set of initial conditions (x
−1
, x
0
) ∈
(0, ∞) ×(0, ∞) through which the solutions of Eq(8.2) are bounded.
Open Problem 8.2.2 (a) Assume γ = β and let
. . . , φ, ψ, φ, ψ, . . . (8.4)
be a period-two solution of Eq(8.2). Determine the basin of attraction of (8.4).
(b) Let {x
n
}

n=−1
be a positive solution of Eq(8.2) which converges to (8.4). Determine
the values of φ and ψ in terms of the initial conditions x
−1
and x
0
.
Conjecture 8.2.1 Show that every positive solution of Eq(8.3) converges to the positive
equilibrium of the equation.
Open Problem 8.2.3 Determine the set G of all initial points (x
−1
, x
0
) ∈ R × R
through which the equation
x
n+1
=
1 +x
n
+x
n−1
x
n
is well defined for all n and for these initial points determine the long-term behavior of
the solutions {x
n
}

n=−1
.
Open Problem 8.2.4 Determine the set G of all initial points (x
−1
, x
0
) ∈ R × R
through which the equation
x
n+1
=
1 +x
n
+x
n−1
x
n−1
is well defined for all n and for these initial points determine the long-term behavior of
the solutions {x
n
}

n=−1
.
8.2. Open Problems and Conjectures 139
Open Problem 8.2.5 Assume that {p
n
}

n=0
and {q
n
}

n=0
are convergent sequences of
nonnegative real numbers with finite limits,
p = lim
n→∞
p
n
and q = lim
n→∞
q
n
.
Investigate the asymptotic behavior and the periodic nature of all positive solutions of
each of the following two difference equations:
y
n+1
=
p
n
+x
n
+x
n−1
q
n
x
n
, n = 0, 1, . . . (8.5)
y
n+1
=
p
n
+x
n
+x
n−1
q
n
x
n−1
, n = 0, 1, . . . . (8.6)
Open Problem 8.2.6 Assume that {p
n
}

n=0
and {q
n
}

n=0
are period-two sequences of
nonnegative real numbers. Investigate the global character of all positive solutions of
Eqs(8.5) and (8.6). Extend and generalize.
Chapter 9
(2, 3)-Type Equations
9.1 Introduction
Eq(1) contains the following three equations of the (2, 3)-type:
x
n+1
=
α + βx
n
A + Bx
n
+ Cx
n−1
, n = 0, 1, . . . (9.1)
x
n+1
=
α + γx
n−1
A + Bx
n
+ Cx
n−1
, n = 0, 1, . . . (9.2)
and
x
n+1
=
βx
n
+ γx
n−1
A + Bx
n
+ Cx
n−1
, n = 0, 1, . . . . (9.3)
Please recall our classification convention in which all the parameters in the above
(2, 3)-type equations are positive and the initial conditions are nonnegative.
9.2 The Case γ = 0 : x
n+1
=
α+βx
n
A+Bx
n
+Cx
n−1
This is the (2, 3)-type Eq(9.1) which by the change of variables
x
n
=
A
B
y
n
reduces to the difference equation
y
n+1
=
p + qy
n
1 + y
n
+ ry
n−1
, n = 0, 1, . . . (9.4)
where
p =
αB
A
2
, q =
β
A
, and r =
C
B
.
141
142 Chapter 9. (2, 3)-Type Equations
(Eq(9.4) was investigated in [51].)
Here we make some simple observations about linearized stability, invariant intervals,
and the convergence of solutions in certain regions of initial conditions.
Eq(9.4) has a unique equilibrium y which is positive and is given by
y =
q −1 +

(q −1)
2
+ 4p(r + 1)
2(r + 1)
.
By employing the linearized stability Theorem 1.1.1, we obtain the following result:
Theorem 9.2.1 The equilibrium y of Eq(9.4) is locally asymptotically stable for all
values of the parameters p, q and r.
9.2.1 Boundedness of Solutions
We will prove that all solutions of Eq(9.4) are bounded.
Theorem 9.2.2 Every solution of Eq(9.4) is bounded from above and from below by
positive constants.
Proof. Let {y
n
} be a solution of Eq(9.4). Clearly, if the solution is bounded from above
by a constant M, then
y
n+1

p
1 + (1 + r)M
and so it is also bounded from below. Now assume for the sake of contradiction that the
solution is not bounded from above. Then there exists a subsequence {y
1+n
k
}

k=0
such
that
lim
k→∞
n
k
= ∞, lim
k→∞
y
1+n
k
= ∞, and y
1+n
k
= max{y
n
: n ≤ n
k
} for k ≥ 0.
From (9.4) we see that
y
n+1
< qy
n
+ p for n ≥ 0
and so
lim
k→∞
y
n
k
= lim
k→∞
y
n
k
−1
= ∞.
Hence for sufficiently large k,
0 < y
1+n
k
−y
n
k
=
p + [(q −1) −y
n
k
−ry
n
k
−1
]y
n
k
1 + y
n
k
+ ry
n
k
−1
< 0
which is a contradiction and the proof is complete. 2
The above proof has an advantage that extends to several equations of the form
of Eq(9.1) with nonnegative parameters. The boundedness of solutions of the special
9.2. The Case γ = 0 : x
n+1
=
α+βx
n
A+Bx
n
+Cx
n−1
143
equation (9.4) with positive parameters immediately follows from the observation that
if
M = max{1, p, q}
then
y
n+1

M + My
n
1 + y
n
= M for n ≥ 0.
9.2.2 Invariant Intervals
The following result, which can be established by direct calculation, gives a list of in-
variant intervals for Eq(9.4). Recall that I is an invariant interval, if whenever,
y
N
, y
N+1
∈ I for some integer N ≥ 0,
then
y
n
∈ I for n ≥ N.
Lemma 9.2.1 Eq(9.4) possesses the following invariant intervals:
(a)

0,
q −1 +

(q −1)
2
+ 4p
2
¸
¸
, when p ≤ q;
(b)
¸
p −q
qr
, q
¸
, when q < p < q(rq + 1);
(c)
¸
q,
p −q
qr
¸
, when p > q(rq + 1).
Proof.
(a) Set
g(x) =
p + qx
1 + x
and b =
q −1 +

(q −1)
2
+ 4p
2
and observe that g is an increasing function and g(b) ≤ b. Using Eq(9.4) we see
that when y
k−1
, y
k
∈ [0, b], then
y
k+1
=
p + qy
k
1 + y
k
+ ry
k−1

p + qy
k
1 + y
k
= g(y
k
) ≤ g(b) ≤ b.
The proof follows by induction.
144 Chapter 9. (2, 3)-Type Equations
(b) It is clear that the function
f(x, y) =
p + qx
1 + x + ry
is increasing in x for y >
p−q
qr
. Using Eq(9.4) we see that when y
k−1
, y
k

p−q
qr
, q

,
then
y
k+1
=
p + qy
k
1 + y
k
+ ry
k−1
= f(y
k
, y
k−1
) ≤ f

q,
p −q
qr

= q.
Also by using the condition p < q(rq + 1) we obtain
y
k+1
=
p + qy
k
1 + y
k
+ ry
k−1
= f(y
k
, y
k−1
) ≥ f

p −q
qr
, q

=
q(pr + p −q)
(rq)
2
+ rq + p −q
>
p −q
qr
.
The proof follows by the induction.
(c) It is clear that the function
f(x, y) =
p + qx
1 + x + ry
is decreasing in x for y <
p−q
qr
. Using Eq(9.4) we see that when y
k−1
, y
k

q,
p−q
qr

,
then
y
k+1
=
p + qy
k
1 + y
k
+ ry
k−1
= f(y
k
, y
k−1
) ≥ f

p −q
qr
,
p −q
qr

= q.
Also by using the condition p > q(rq + 1) we obtain
y
k+1
=
p + qy
k
1 + y
k
+ ry
k−1
= f(y
k
, y
k−1
) ≤ f(q, q) =
p + q
2
1 + (r + 1)q
<
p −q
qr
.
The proof follows by induction.
2
9.2.3 Semicycle Analysis
Let {y
n
}

n=−1
be a solution of Eq(9.4). Then the following identitites are true for n ≥ 0:
y
n+1
−q =
qr(
p−q
qr
−y
n−1
)
1 + y
n
+ ry
n−1
, (9.5)
y
n+1

p −q
qr
=
qr

q −
p−q
qr

y
n
+ qr

y
n−1

p−q
qr

+ pr(q −y
n−1
)
qr(1 + y
n
+ ry
n−1
)
, (9.6)
y
n
−y
n+4
=
9.2. The Case γ = 0 : x
n+1
=
α+βx
n
A+Bx
n
+Cx
n−1
145
qr

y
n

p−q
qr

y
n+1
+ (y
n
−q)(y
n+1
y
n+3
+ y
n+3
+ y
n+1
+ ry
n
y
n+3
) + y
n
+ ry
2
n
−p
(1 + y
n+3
)(1 + y
n+1
+ ry
n
) + r(p + qy
n+1
)
,
(9.7)
y
n+1
−y =
(y −q)(y −y
n
) + yr(y −y
n−1
)
1 + y
n
+ ry
n−1
. (9.8)
The proofs of the following two lemmas are straightforward consequences of the Identities
(9.5)- (9.8) and will be omitted.
Lemma 9.2.2 Assume
p > q(qr + 1)
and let {y
n
}

n=−1
be a solution of Eq(9.4). Then the following statements are true:
(i) If for some N ≥ 0, y
N
>
p−q
qr
, then y
N+2
< q;
(ii) If for some N ≥ 0, y
N
=
p−q
qr
, then y
N+2
= q;
(iii) If for some N ≥ 0, y
N
<
p−q
qr
, then y
N+2
> q;
(iv) If for some N ≥ 0, q < y
N
<
p−q
qr
, then q < y
N+2
<
p−q
qr
;
(v) If for some N ≥ 0, y ≥ y
N−1
and y ≥ y
N
, then y
N+1
≥ y;
(vi) If for some N ≥ 0, y < y
N−1
and y < y
N
, then y
N+1
< y;
(vii) q < y <
p−q
qr
.
Lemma 9.2.3 Assume
q < p < q(qr + 1)
and let {y
n
}

n=−1
be a solution of Eq(9.4). Then the following statements are true:
(i) If for some N ≥ 0, y
N
<
p−q
qr
, then y
N+2
> q;
(ii) If for some N ≥ 0, y
N
=
p−q
qr
, then y
N+2
= q;
(iii) If for some N ≥ 0, y
N
>
p−q
qr
, then y
N+2
< q;
(iv) If for some N ≥ 0, y
N
>
p−q
qr
and y
N
< q then q > y
N+2
>
p−q
qr
;
(v)
p−q
qr
< y < q.
146 Chapter 9. (2, 3)-Type Equations
Lemma 9.2.4 Assume
p = q(qr + 1)
and let {y
n
}

n=−1
be a solution of Eq(9.4). Then
y
n+1
−q =
qr
1 + y
n
+ ry
n−1
(q −y
n−1
). (9.9)
Furthermore when qr < 1, then
lim
n→∞
y
n
= y. (9.10)
Proof. Identity (9.9) follows by straightforward computation. The limit (9.10) is a
consequence of the fact that in this case qr ∈ (0, ∞) and Eq(9.4) has no period-two
solution. 2
Here we present a semicycle analysis of the solutions of Eq(9.4) when p = q(1 +rq).
In this case Eq(9.4) becomes
y
n+1
=
q + rq
2
+ qy
n
1 + y
n
+ ry
n−1
, n = 0, 1, . . .
and the only equilibrium point is y = q.
Theorem 9.2.3 Suppose that p = q + rq
2
and let {y
n
}

n=−1
be a nontrivial solution of
Eq(9.4). Then this solution is oscillatory and the sum of the lengths of two consecutive
semicycles, excluding the first, is equal to four. More precisely, the following statements
are true for all k ≥ 0:
(i)
y
−1
> q and y
0
≤ q =⇒y
4k−1
> q, y
4k
≤ 1, y
4k+1
< q, and y
4k+2
≥ q;
(ii)
y
−1
< q and y
0
≥ q =⇒y
4k−1
< q, y
4k
≥ 1, y
4k+1
> q, and y
4k+2
≤ q;
(iii)
y
−1
> q and y
0
≥ q =⇒y
4k−1
> q, y
4k
≥ 1, y
4k+1
< q, and y
4k+2
≤ q;
(iv)
y
−1
< q and y
0
≤ q =⇒y
4k−1
< q, y
4k
≤ 1, y
4k+1
> q, and y
4k+2
≥ q.
Proof. The proof follows from identity (9.5). 2
9.2. The Case γ = 0 : x
n+1
=
α+βx
n
A+Bx
n
+Cx
n−1
147
9.2.4 Global Asymptotic Stability
The following lemma establishes that when p = q(qr + 1), every solution of Eq(9.4)
is eventually trapped into one of the three invariant intervals of Eq(9.4) described in
Lemma 9.2.1. More precisely, the following is true:
Lemma 9.2.5 Let I denote the interval which is defined as follows:
I =

[0,
q−1+

(q−1)
2
+4p
2
] if p ≤ q;
[
p−q
qr
, q] if q < p < q(qr + 1);
[q,
p−q
qr
] if p > q(qr + 1).
Then every solution of Eq(9.4) lies eventually in I.
Proof. Let {y
n
}

n=−1
be a solution of Eq(9.4). First assume that
p ≤ q.
Then clearly, y ∈ I. Set
b =
q −1 +

(q −1)
2
+ 4p
2
and observe that
y
n+1
−b =
(q −p)(y
n
−b) −r(p + qb)y
n−1
(1 + y
n
+ ry
n−1
)(1 + b)
, n ≥ 0.
Hence, if for some N, y
N
≤ b, then y
N+1
< b. Now assume for the sake of contradiction
that
y
n
> b for n > 0.
Then y
n
> y for n ≥ 0 and so
lim
n→∞
y
n
= y ∈ I
which is a contradiction.
Next assume that
q < p < q(qr + 1)
and, for the sake of contradiction, also assume that the solution {y
n
}

n=−1
is not even-
tually in the interval I. Then by Lemma 9.2.3, there exists N > 0 such that one of the
following three cases holds:
(i) y
N
> q, y
N+1
> q, and y
N+2
<
p−q
qr
;
(ii) y
N
> q, y
N+1
<
p−q
qr
, and y
N+2
<
p−q
qr
;
148 Chapter 9. (2, 3)-Type Equations
(iii) y
N
> q,
p−q
qr
≤ y
N+1
≤ q, and y
N+2
<
p−q
qr
.
Also observe that
if y
N
≥ q, then y
N
+ ry
2
N
−p > 0
and
if y
N

p−q
qr
, then y
N
+ ry
2
N
−p < 0.
The desired contradiction is now obtained by using the Identity (9.7) from which it
follows that for j ∈ {0, 1, 2, 3}, each subsequence {y
n+4k+j
}

k=0
with all its terms outside
the interval I converges monotonically and enters in the interval I.
The proof when
p > q(qr + 1)
is similar and will be omitted. 2
By using the monotonic character of the function
f(x, y) =
p + qx
1 + x + ry
in each of the intervals in Lemma 9.2.1, together with the appropriate convergence
Theorems 1.4.7 and 1.4.5, we can obtain some global asymptotic stability results for the
solutions of Eq(9.4). For example, the following results are true for Eq(9.4):
Theorem 9.2.4 (a) Assume that either
p ≥ q + q
2
r,
or
p <
q
1 + r
.
Then the equilibrium y of Eq(9.4) is globally asymptotically stable.
(b) Assume that either
p ≤ q
or
q < p < q + q
2
r
and that one of the following conditions is also satisfied:
(i) q ≤ 1;
(ii) r ≤ 1;
(iii) r > 1 and (q −1)
2
(r −1) ≤ 4p.
Then the equilibrium y of Eq(9.4) is globally asymptotically stable.
Proof.
9.3. The Case β = 0 : x
n+1
=
α+γx
n−1
A+Bx
n
+Cx
n−1
149
(a) The proof follows from Lemmas 9.2.1 and 9.2.4 and Theorems 1.4.7 and 1.4.2.
(b) In view of Lemma 9.2.1 we see that when y
−1
, y
0

¸
0,
q−1+

(q−1)
2
+4p
2

, then y
n

¸
0,
q−1+

(q−1)
2
+4p
2

for all n ≥ 0. It is easy to check that y ∈
¸
0,
q−1+

(q−1)
2
+4p
2

and that in the interval
¸
0,
q−1+

(q−1)
2
+4p
2

, the function f increases in x and
decreases in y.
We will employ Theorem 1.4.5 and so it remains to be shown that if
m = f(m, M) and M = f(M, m)
then M = m. This system has the form
m =
p + qm
1 + m + rM
and M =
p + qM
1 + M + rm
.
Hence (M −m)(1 −q + M + m) = 0. Now if m + M = q −1, then M = m. For
instance, this is the case if Condition (i) is satisfied. If m + M = q − 1 then m
and M satisfy the equation
(r −1)m
2
+ (r −1)(1 −q)m + p = 0.
Clearly now if Condition (ii) or (iii) is satisfied, m = M from which the result
follows.
The proof when q < p < q + q
2
r holds follows from Lemma 9.2.1 and Theorem
1.4.5.
2
9.3 The Case β = 0 : x
n+1
=
α+γx
n−1
A+Bx
n
+Cx
n−1
This is the (2, 3)-type Eq(9.2) which by the change of variables
x
n
=
A
B
y
n
reduces to the difference equation
y
n+1
=
p + qy
n−1
1 + y
n
+ ry
n−1
, n = 0, 1, . . . (9.11)
where
p =
αB
A
2
, q =
γ
A
, and r =
C
B
.
150 Chapter 9. (2, 3)-Type Equations
This equation has not been investigated yet. Here we make some simple observations
about linearized stability, invariant intervals, and the convergence of solutions in certain
regions of initial conditions.
Eq(9.11) has a unique equilibrium y which is positive and is given by
y =
q −1 +

(q −1)
2
+ 4p(r + 1)
2(r + 1)
.
By employing the linearized stability Theorem 1.1.1 we obtain the following result.
Theorem 9.3.1 (a) The equilibrium y of Eq(9.11) is locally asymptotically stable when
either
q ≤ 1
or
q > 1 and (r −1)(q −1)
2
+ 4pr
2
> 0.
(b) The equilibrium y of Eq(9.11) is unstable, and more precisely a saddle point,
when
q > 1 and (r −1)(q −1)
2
+ 4pr
2
< 0. (9.12)
9.3.1 Existence and Local Stability of Period-Two Cycles
Let
. . . , φ, ψ, φ, ψ, . . .
be a period-two cycle of Eq(9.11). Then
φ =
p + qφ
1 + ψ + rφ
and ψ =
p + qψ
1 + φ + rψ
.
It now follows after some calculation that the following result is true.
Lemma 9.3.1 Eq(9.11) has a prime period-two solution
. . . , φ, ψ, φ, ψ, . . .
if and only if (9.12) holds.
Furthermore when (9.12) holds, the period-two solution is “unique” and the values
of φ and ψ are the positive roots of the quadratic equation
t
2

q −1
r
t +
p
1 −r
= 0.
9.3. The Case β = 0 : x
n+1
=
α+γx
n−1
A+Bx
n
+Cx
n−1
151
To investigate the local stability of the two cycle
. . . , φ, ψ, φ, ψ, . . .
we set
u
n
= y
n−1
and v
n
= y
n
, for n = 0, 1, . . .
and write Eq(9.11) in the equivalent form:
u
n+1
= v
n
v
n+1
=
p+qu
n
1+v
n
+ru
n
, n = 0, 1, . . . .
Let T be the function on (0, ∞) ×(0, ∞) defined by:
T

u
v

=

v
p+qu
1+v+ru

.
Then

φ
ψ

is a fixed point of T
2
, the second iterate of T. By a simple calculation we find that
T
2

u
v

=

g(u, v)
h(u, v)

where
g(u, v) =
p + qu
1 + v + ru
and h(u, v) =
p + qv
1 + g(u, v) + rv
.
Clearly the two cycle is locally asymptotically stable when the eigenvalues of the
Jacobian matrix J
T
2, evaluated at

φ
ψ

, lie inside the unit disk.
We have
J
T
2

φ
ψ

=

¸
¸
∂g
∂u
(φ, ψ)
∂g
∂v
(φ, ψ)
∂h
∂u
(φ, ψ)
∂h
∂v
(φ, ψ)
¸

,
where
∂g
∂u
(φ, ψ) =
q −pr + qψ
(1 + ψ + rφ)
2
,
∂g
∂v
(φ, ψ) =
−p −qφ
(1 + ψ + rφ)
2
,
152 Chapter 9. (2, 3)-Type Equations
∂h
∂u
(φ, ψ) =
(p + qψ)(pr −q −qψ)
(1 + ψ + rφ)
2
(1 + φ + rψ)
2
,
∂h
∂v
(φ, ψ) =
(p + qψ)(p + qφ)
(1 + ψ + rφ)
2
(1 + φ + rψ)
2
+
q −pr + qφ
(1 + φ + rψ)
2
.
Set
S =
∂g
∂u
(φ, ψ) +
∂h
∂v
(φ, ψ)
and
D =
∂g
∂u
(φ, ψ)
∂h
∂v
(φ, ψ) −
∂g
∂v
(φ, ψ)
∂h
∂u
(φ, ψ).
Then it follows from Theorem 1.1.1 that both eigenvalues of J
T
2

φ
ψ

lie inside the
unit disk |λ| < 1, if and only if
|S| < 1 +D < 2. (9.13)
Inequality (9.13) is equivalent to the following three inequalities:
D < 1 (9.14)
S < 1 +D (9.15)
−1 −D < S. (9.16)
First we will establish Inequality (9.14). This inequality is equivalent to
(q −pr + qφ) (q −pr + qψ) −(1 + ψ + rφ)
2
(1 + φ + rψ)
2
< 0.
Observe that,
(q −pr + qφ) (q −pr + qψ) = (q −pr)
2
+ q(q −pr)(φ + ψ) + q
2
φψ =
=
−2q
2
r + q
2
r
2
+ 3qpr
2
−2qpr
3
−p
2
r
3
+ p
2
r
4
−q
3
+ rq
3
+ q
2
−pr
2
q
2
−qpr
r (−1 + r)
and that
(1 + ψ + rφ)
2
(1 + φ + rψ)
2
=

1 + φ + rψ + ψ + ψφ + rψ
2
+ rφ + φ
2
r + r
2
φψ

2
=

−pr
2
+ qr + pr −q + q
2
r

2
.
Thus
9.3. The Case β = 0 : x
n+1
=
α+γx
n−1
A+Bx
n
+Cx
n−1
153
(q −pr + qφ) (q −pr + qψ) −(1 + ψ + rφ)
2
(1 + φ + rψ)
2
=
−pr
3
q
2
+ 2q
2
r −q
2
r
2
−q
2
+ 3p
2
r
3
−2p
2
r
4
−3rq
3
+ 3qpr
3
−5qpr
2
r
2
(1 −r)
+
2qpr + 4pr
2
q
2
+ 2q
3
+ q
4
r −p
2
r
2
−2prq
2
−q
4
+ r
2
q
3
r
2
(1 −r)
=
(2r
2
p −rp + q −q
2
−qr + q
2
r) (−r
2
p + rp −q + q
2
+ qr)
r
2
(1 −r)
.
Note that
−r
2
p + rp −q + q
2
+ qr = rp(1 −r) + q(q −1) + qr > 0.
Also by using Condition (9.12) we see that
(r −1)(q −1)
2
+ 4pr
2
= q
2
r −2qr + r −q
2
+ 2q −1 + 4r
2
p < 0
and so
2r
2
p −rp + q −q
2
−qr + q
2
r < 2r
2
p −rp + q −qr + 2qr −r −2q + 1 −4r
2
p
= −2r
2
p −rp −q + qr −r + 1 = −2r
2
p −rp + (r −1) (q −1) < 0
from which the result follows.
Next we turn to Inequality (9.15). This inequality is equivalent to
(q −pr + qψ)(1 + φ + rψ)
2
+ (p + qψ)(p + qφ) + (q −pr + qφ)(1 + ψ + rφ)
2
−(q −pr + qφ) (q −pr + qψ) −(1 + ψ + rφ)
2
(1 + φ + rψ)
2
< 0.
After some lengthy calculation one can see that this inequality is a consequence of
Condition (9.12).
Finally Inequality (9.16) is equivalent to
(q −pr + qψ)(1 + φ + rψ)
2
+ (p + qψ)(p + qφ) + (q −pr + qφ)(1 + ψ + rφ)
2
+(q −pr + qφ) (q −pr + qψ) + (1 + ψ + rφ)
2
(1 + φ + rψ)
2
> 0.
After some lengthy calculation one can see that this inequality is also a consequence
of Condition (9.12).
In summary, we have established the following result:
154 Chapter 9. (2, 3)-Type Equations
Theorem 9.3.2 Eq(9.11) has a unique prime period-two solution
. . . , φ, ψ, φ, ψ, . . .
if and only if (9.12) holds.
Furthermore when (9.12) holds, this period-two solution is locally asymptotically sta-
ble.
9.3.2 Invariant Intervals
The following result, which can be established by direct calculation, gives a list of in-
variant intervals for Eq(9.11).
Lemma 9.3.2 Eq(9.11) possesses the following invariant intervals:
(a)

0,
q −1 +

(q −1)
2
+ 4pr
2r
¸
¸
when pr ≤ q;
(b)
¸
pr −q
q
,
q
r
¸
when 1 < q < pr < q +
q
2
r

q
r
;
(c)
¸
q
r
,
pr −q
q
¸
when pr ≥ q +
q
2
r
.
Proof.
(a) Set
g(x) =
p + qx
1 + rx
and b =
q −1 +

(q −1)
2
+ 4pr
2r
and observe that g is an increasing function and g(b) ≤ b. Using Eq(9.11) we see
that when y
k−1
, y
k
∈ [0, b], then
y
k+1
=
p + qy
k−1
1 + y
k
+ qy
k−1

p + qy
k−1
1 + ry
k−1
= g(y
k−1
) ≤ g(b) ≤ b.
The proof follows by induction.
9.3. The Case β = 0 : x
n+1
=
α+γx
n−1
A+Bx
n
+Cx
n−1
155
(b) It is clear that the function
f(x, y) =
p + qy
1 + x + ry
is increasing in y for x >
pr−q
q
. Using Eq(9.11) we see that when y
k−1
, y
k

pr−q
q
,
q
r

,
then
y
k+1
=
p + qy
k−1
1 + y
k
+ ry
k−1
= f(y
k
, y
k−1
) ≥ f

q
r
,
pr −q
q


pr −q
q
.
Now by using the monotonic character of the function f(x, y) and the condition
q < pr < q +
q
2
r
we obtain
y
k+1
=
p + qy
k−1
1 + y
k
+ ry
k−1
= f(y
k
, y
k−1
) ≤ f

pr −q
q
,
q
r

=
q
r
.
The proof follows by induction.
(c) It is clear that the function
f(x, y) =
p + qy
1 + x + ry
is decreasing in y for x <
pr−q
q
. Using Eq(9.11) we see that when y
k−1
, y
k

q
r
,
pr−q
q

, then
y
k+1
=
p + qy
k−1
1 + y
k
+ qy
k−1
= f(y
k
, y
k−1
) ≥ f

pr −q
q
,
pr −q
q

=
q
r
.
By using the fact that f(x, y) is decreasing in both arguments and the condition
pr > q +
q
r
2
we obtain
y
k+1
=
p + qy
k−1
1 + y
k
+ qy
k−1
= f(y
k
, y
k−1
) ≤ f

q
r
,
q
r

=
pr + q
2
r + (r + 1)q
<
pr −q
q
.
The proof follows by induction.
2
156 Chapter 9. (2, 3)-Type Equations
9.3.3 Convergence of Solutions
By using the monotonic character of the function
f(x, y) =
p + qy
1 + x + ry
in each of the intervals in Lemma 9.3.2, together with the appropriate convergence
theorem (from among Theorems 1.4.5-1.4.8) we can obtain some convergence results for
the solutions with initial conditions in the invariant intervals. For example, the following
results are true for Eq(9.11):
Theorem 9.3.3 Assume that
pr ≤ q
and that one of the following conditions is also satisfied:
(i) q ≤ 1;
(ii) r ≥ 1;
(iii) r < 1 and (r −1)(q −1)
2
+ 4pr
2
≥ 0.
Then every solution of Eq(9.11) with initial conditions in the invariant interval

0,
q −1 +

(q −1)
2
+ 4pr
2r
¸
¸
converges to the equilibrium y.
Proof. In view of Lemma 9.3.2 we see that when y
−1
, y
0

¸
0,
q−1+

(q−1)
2
+4pr
2r

, then
y
n

¸
0,
q−1+

(q−1)
2
+4pr
2r

for all n ≥ 0. It is easy to check that y ∈
¸
0,
q−1+

(q−1)
2
+4pr
2r

and that in the interval
¸
0,
q−1+

(q−1)
2
+4pr
2r

the function f decreases in x and increases
in y. The result now follows by employing Theorem 1.4.6.
2
Theorem 9.3.4 (a) Assume that 1 < q < pr < q+
q
2
r

q
r
and that one of the following
conditions is also satisfied:
(i) r ≥ 1;
(ii) r < 1 and (r −1)(q −1)
2
+ 4pr
2
≥ 0.
9.3. The Case β = 0 : x
n+1
=
α+γx
n−1
A+Bx
n
+Cx
n−1
157
Then every solution of Eq(9.11) with initial conditions in the invariant interval
¸
pr −q
q
,
q
r
¸
converges to the equilibrium y.
(b) Assume that pr > q +
q
2
r
. Then every solution of Eq(9.11) with initial conditions
in the invariant interval
¸
q
r
,
pr −q
q
¸
converges to the equilibrium y.
Proof.
(a) In view of Lemma 9.3.2 we conclude that y
n

pr−q
q
,
q
r

for all n ≥ 0. It is easy to
check that y ∈

pr−q
q
,
q
r

and that the function f(x, y) decreases in x and increases
in y. The result now follows by employing Theorem 1.4.6.
(b) In view of Lemma 9.3.2 we conclude that y
n

q
r
,
pr−q
q

for all n ≥ 0. It is easy to
check that y ∈

q
r
,
pr−q
q

and that in the interval

q
r
,
pr−q
q

the function f decreases
in both x and in y. The result now follows by employing Theorem 1.4.7.
2
9.3.4 Global Stability
By applying Theorem 1.4.3 to Eq(9.11), we obtain the following global asymptotic sta-
bility result.
Theorem 9.3.5 Assume
r ≥ 1 and pr ≤ q.
Then the positive equilibrium of Eq(9.11) is globally asymptotically stable.
9.3.5 Semicycle Analysis When pr = q +
q
2
r
Here we present a semicycle analysis of the solutions of Eq(9.11) when pr = q +
q
2
r
. In
this case Eq(9.11) becomes
y
n+1
=
qr + q
2
+ qr
2
y
n−1
r
2
+ r
2
y
n
+ r
3
y
n−1
, n = 0, 1, . . .
and the only positive equilibrium is y =
q
r
.
158 Chapter 9. (2, 3)-Type Equations
Theorem 9.3.6 Suppose that pr = q +
q
2
r
and let {y
n
}

n=−1
be a nontrivial solution of
Eq(9.11). Then after the first semicycle, the solution oscillates about the equilibrium y
with semicycles of length one.
Proof. The proof follows from the relation
y
n+1

q
r
= (
q
r
−y
n
)
qr
2
r
3
(1 + y
n
+ ry
n−1
)
.
2
9.4 The Case α = 0 : x
n+1
=
βx
n
+γx
n−1
A+Bx
n
+Cx
n−1
This is the (2, 3)-type Eq(9.3) which by the change of variables
x
n
=
γ
C
y
n
,
reduces to the difference equation
y
n+1
=
py
n
+ y
n−1
r + qy
n
+ y
n−1
, n = 0, 1, . . . (9.17)
where
p =
β
γ
, q =
B
C
, and r =
A
γ
.
This equation has not been investigated yet. Here we make some simple observations
about linearized stability, invariant intervals, and the convergence of solutions in certain
regions of initial conditions.
The equilibrium points of Eq(9.17) are the nonnegative solutions of the equation
y =
(p + 1)y
r + (1 + q)y
.
Hence zero is always an equilibrium point and when
p + 1 > r, (9.18)
Eq(9.17) also possesses the unique positive equilibrium
y =
p + 1 −r
q + 1
.
The following theorem is a consequence of Theorem 1.1.1 and Theorem 1.3.1.
9.4. The Case α = 0 : x
n+1
=
βx
n
+γx
n−1
A+Bx
n
+Cx
n−1
159
Theorem 9.4.1 (a) Assume that
p + 1 ≤ r.
Then the zero equilibrium of Eq(9.17) is globally asymptotically stable.
(b) Assume that
p + 1 > r.
Then the zero equilibrium of Eq(9.17) is unstable. Furthermore the zero equilibrium
is a saddle point when
1 −p < r < 1 + p
and a repeller when
r < 1 −p.
The linearized equation associated with Eq(9.17) about its positive equilibrium y is
z
n+1

p −q + qr
(p + 1)(q + 1)
z
n

q −p + r
(p + 1)(q + 1)
z
n−1
= 0, n = 0, 1, . . . .
The following result is a consequence of Theorem 1.1.1.
Theorem 9.4.2 Assume that (9.18) holds. Then the positive equilibrium of Eq(9.17)
is locally asymptotically stable when
q + r < 3p + 1 + qr + pq, (9.19)
and unstable (a saddle point) when
q + r > 3p + 1 + qr + pq. (9.20)
Concerning prime period-two solutions for Eq(9.17), it follows from Section 2.5 that the
following result is true.
Theorem 9.4.3 Eq(9.17) has a prime period-two solution
. . . φ, ψ, φ, ψ, . . .
if and only if (9.20) holds. Furthermore when (9.20) holds there is a unique period-two
solution and the values of φ and ψ are the positive roots of the quadratic equation
t
2
−(1 −p −r)t +
p(1 −p −r)
q −1
= 0.
160 Chapter 9. (2, 3)-Type Equations
9.4.1 Invariant Intervals
The following result, which can be established by direct calculation, gives a list of in-
variant intervals for Eq(9.17).
Lemma 9.4.1 Eq(9.17) possesses the following invariant intervals:
(a)
¸
0,
p + q −r
q + 1
¸
when p = q
2
and q
2
+ q > r
and
[0, K] when p = q
2
and q
2
+ q ≤ r,
where K > 0 is an arbitrary number;
(b)
¸
0,
qr
p −q
2
¸
when q
2
< p ≤ q
2
+ r and p + q > r,
[0, K] when q
2
< p ≤ q
2
+ r and p + q ≤ r,
where K > 0 is an arbitrary number
and
¸
qr
p −q
2
, K
1
¸
when p > q
2
+ r
where
K
1
=
(q −r)(p −q
2
) −qr +

((r −q)(p −q
2
) + qr)
2
+ 4q
3
r(p −q
2
)
2q(p −q
2
)
;
(c)
¸
0,
pr
q
2
−p
¸
when q
2
−qr ≤ p < q
2
and p + q > r,
[0, K] when q
2
−qr ≤ p < q
2
and p + q ≤ r,
where K > 0 is an arbitrary number
and
¸
pr
q
2
−p
, K
2
¸
when q
2
> p + qr,
where
K
2
=
(q −r)(q
2
−p) +

((q −r)(q
2
−p))
2
+ 4p
3
qr
2
2pqr
.
9.4. The Case α = 0 : x
n+1
=
βx
n
+γx
n−1
A+Bx
n
+Cx
n−1
161
Proof.
(a) It is easy to see that when p = q
2
the function
f(x, y) =
px + qy
r + qx + y
is increasing in both arguments. Therefore for any K > 0,
0 ≤ f(x, y) ≤ f(K, K).
Now observe that the inequality f(K, K) ≤ K is equivalent to q
2
+q−r ≤ (q+1)K.
When q
2
+q ≤ r, this inequality is satisfied for any K > 0, while when q
2
+q > r
the inequality is true when
K ≥
p + q −r
q + 1
.
(b) It is clear that the function f(x, y) is increasing in both arguments for x <
qr
p−q
2
,
and it is increasing in x and decreasing in y for x ≥
qr
p−q
2
.
First assume that q
2
< p ≤ q
2
+ r .
Hence for y
k−1
, y
k

0,
qr
p−q
2

we obtain
y
k+1
= f(y
k
, y
k−1
) ≤ f(K, K) = (p + q)K
1
r + (q + 1)K
≤ K,
where we set K =
qr
p−q
2
. The last inequality is always satisfied when p +q ≤ r and
when p + q > r, it is satisfied under the condition r + q
2
> p.
Second assume that p > q
2
+ r.
Then for y
k−1
, y
k

qr
p−q
2
, K
1

we can see that
f

qr
p −q
2
, K
1

≤ y
k+1
= f(y
k
, y
k−1
) ≤ f(K
1
,
qr
p −q
2
) ≤ K
1
.
(c) It is clear that the function f(x, y) is increasing in both arguments for y <
pr
q
2
−p
,
and it is increasing in y and decreasing in x for y ≥
pr
q
2
−p
.
First assume that q
2
−qr ≤ p < q
2
.
Then one can see that for y
k−1
, y
k

0,
pr
q
2
−p

we obtain
y
k+1
= f(y
k
, y
k−1
) ≤ f(K, K) = (p + q)K
1
r + (q + 1)K
≤ K,
with K =
pr
q
2
−p
.
Second assume that p < q
2
−qr. Then for y
k−1
, y
k

pr
q
2
−p
, K
2

one can see that
f

pr
q
2
−p
, K
2

≤ y
k+1
= f(y
k
, y
k−1
) ≤ f

K
2
,
pr
q
2
−p

≤ K
2
.
2
162 Chapter 9. (2, 3)-Type Equations
9.4.2 Convergence of Solutions
By using the monotonic character of the function
f(x, y) =
px + qy
r + qx + y
in each of the intervals in Lemma 9.4.1, together with the appropriate convergence
theorem (from among Theorems 1.4.5-1.4.8), we can obtain some convergence results
for the solutions with initial conditions in the invariant intervals. For example, the
following results are true for Eq(9.17):
Theorem 9.4.4 (a) Assume that p = q
2
and q
2
+ q > r. Then every solution of
Eq(9.17) with initial conditions in the invariant interval
¸
0,
q
2
+ q −r
q + 1
¸
converges to the equilibrium y.
Assume that p = q
2
and q
2
+ q ≤ r. Then every solution of Eq(9.17) with initial
conditions in the interval [0, K], for any K > 0, converges to the equilibrium y.
(b) Assume that q
2
+r ≥ p > q
2
and p +q > r. Then every solution of Eq(9.17) with
initial conditions in the invariant interval
¸
0,
qr
p −q
2
¸
converges to the equilibrium y.
Assume that q
2
+r ≥ p > q
2
and p +q ≤ r. Then every solution of Eq(9.17) with
initial conditions in the interval [0, K], for any K > 0, converges to the equilibrium
y.
(c) Assume that q
2
−qr ≥ p < q
2
and p +q > r. Then every solution of Eq(9.17) with
initial conditions in the invariant interval
¸
0,
pr
q
2
−p
¸
converges to the equilibrium y.
Assume that q
2
−qr ≤ p < q
2
and p +q ≤ r. Then every solution of Eq(9.17) with
initial conditions in the interval [0, K], for any K > 0, converges to the equilibrium
y.
Proof. The proof is an immediate consequence of Lemma 9.4.1 and Theorem 1.4.8.
2
9.5. Open Problems and Conjectures 163
Theorem 9.4.5 Assume that
p > q
2
+ r
and that one of the following conditions is also satisfied:
(i) p ≤ q + r;
(ii) q ≥ 1;
(iii) q < 1 and p ≤
3q
2
+q−qr+r
1−q
.
Then every solution of Eq(9.11) with initial conditions in the invariant interval

qr
p−q
2
, K
1

converges to the equilibrium y.
Proof. The proof is a consequence of Lemma 9.4.1 and Theorem 1.4.5.
2
Theorem 9.4.6 Assume that q
2
> p + qr and that Condition (9.20) is not satis-
fied. Then every solution of Eq(9.11) with initial conditions in the invariant interval

qr
p−q
2
, K
2

converges to the equilibrium y.
Proof. The proof is an immediate consequence of Lemma 9.4.1 and Theorem 1.4.6.
2
9.5 Open Problems and Conjectures
Conjecture 9.5.1 Assume
α, β, A, B, C ∈ (0, ∞).
Show that every positive solution of Eq(9.1) has a finite limit.
Conjecture 9.5.2 Assume
α, γ, A, B, C ∈ (0, ∞).
Show that every positive solution of Eq(9.2) is bounded.
Conjecture 9.5.3 Assume
β, γ, A, B, C ∈ (0, ∞).
Show that every positive solution of Eq(9.3) is bounded.
164 Chapter 9. (2, 3)-Type Equations
Conjecture 9.5.4 Assume
α, γ, A, B, C ∈ (0, ∞)
and suppose that Eq(9.2) has no prime period-two solutions. Show that the positive
equilibrium of Eq(9.2) is globally asymptotically stable.
Conjecture 9.5.5 Assume that x
−1
, x
0
∈ [0, ∞) with x
−1
+ x
0
> 0 and that
β, γ, A, B, C ∈ (0, ∞).
Suppose that Eq(9.3) has no prime period-two solutions. Show that the positive equilib-
rium of Eq(9.3) is globally asymptotically stable.
Open Problem 9.5.1 Determine the set G of all initial points (x
−1
, x
0
) ∈ R × R
through which the equation
x
n+1
=
x
n
+ x
n−1
1 + x
n
+ x
n−1
is well defined for all n ≥ 0, and for these initial points investigate the long-term behavior
of the solutions {x
n
}

n=−1
. Extend and generalize.
Open Problem 9.5.2 Determine the set G of all initial points (x
−1
, x
0
) ∈ R × R
through which the equation
x
n+1
=
1 + x
n
1 + x
n
+ x
n−1
is well defined for all n ≥ 0, and for these initial points investigate the long-term behavior
of the solutions {x
n
}

n=−1
. Extend and generalize.
Open Problem 9.5.3 Determine the set G of all initial points (x
−1
, x
0
) ∈ R × R
through which the equation
x
n+1
=
1 + x
n−1
1 + x
n
+ x
n−1
is well defined for all n ≥ 0, and for these initial points investigate the long-term behavior
of the solutions {x
n
}

n=−1
. Extend and generalize.
9.5. Open Problems and Conjectures 165
Open Problem 9.5.4 Assume that {p
n
}

n=0
, {q
n
}

n=0
, and {r
n
}

n=0
are convergent se-
quences of nonnegative real numbers with finite limits,
p = lim
n→∞
p
n
, q = lim
n→∞
q
n
, and r = lim
n→∞
r
n
.
Investigate the asymptotic behavior and the periodic nature of all positive solutions of
each of the following three difference equations:
y
n+1
=
p
n
+ q
n
y
n
1 + y
n
+ r
n
y
n−1
, n = 0, 1, . . . (9.21)
y
n+1
=
p
n
+ q
n
y
n−1
1 + y
n
+ r
n
y
n−1
, n = 0, 1, . . . (9.22)
y
n+1
=
p
n
y
n
+ y
n−1
r
n
+ q
n
y
n
+ y
n−1
, n = 0, 1, . . . . (9.23)
Open Problem 9.5.5 Assume that {p
n
}

n=0
, {q
n
}

n=0
, and {r
n
}

n=0
are period-two se-
quences of nonnegative real numbers. Investigate the global character of all positive
solutions of Eqs(9.21)-(9.23). Extend and generalize.
Open Problem 9.5.6 Assume that (9.12) holds. Investigate the basin of attraction of
the two cycle
. . . , φ, ψ, φ, ψ, . . .
of Eq(9.11).
Open Problem 9.5.7 Assume that (9.20) holds. Investigate the basin of attraction of
the two cycle
. . . , φ, ψ, φ, ψ, . . .
of Eq(9.17).
Conjecture 9.5.6 Assume that (9.20) holds. Show that the period-two solution
. . . , φ, ψ, φ, ψ, . . .
of Eq(9.17) is locally asymptotically stable.
166 Chapter 9. (2, 3)-Type Equations
Open Problem 9.5.8 Assume that
p, q, r ∈ [0, ∞) and k ∈ {2, 3, . . .}.
Investigate the global behavior of all positive solutions of each of the following difference
equations:
y
n+1
=
p + qy
n
1 + y
n
+ ry
n−k
, n = 0, 1, . . . (9.24)
y
n+1
=
p + qy
n−k
1 + y
n
+ ry
n−k
, n = 0, 1, . . . (9.25)
y
n+1
=
py
n
+ y
n−k
r + qy
n
+ y
n−k
, n = 0, 1, . . . . (9.26)
Chapter 10
(3, 2)-Type Equations
10.1 Introduction
Eq(1) contains the following three equations of the (3, 2)-type:
x
n+1
=
α + βx
n
+ γx
n−1
A + Bx
n
, n = 0, 1, . . . (10.1)
x
n+1
=
α + βx
n
+ γx
n−1
A + Cx
n−1
, n = 0, 1, . . . (10.2)
and
x
n+1
=
α + βx
n
+ γx
n−1
Bx
n
+ Cx
n−1
, n = 0, 1, . . . . (10.3)
Please recall our classification convention in which all parameters that appear in these
equations are positive, the initial conditions are nonnegative, and the denominators are
always positive.
10.2 The Case C = 0 : x
n+1
=
α+βx
n
+γx
n−1
A+Bx
n
This is the (3, 2)-type Eq(10.1) which by the change of variables
x
n
=
A
B
y
n
reduces to the difference equation
y
n+1
=
p + qy
n
+ ry
n−1
1 + y
n
, n = 0, 1, . . . (10.4)
where
p =
αB
A
2
, q =
β
A
, and r =
γ
A
.
167
168 Chapter 10. (3, 2)-Type Equations
(Eq(10.4) was investigated in [29].)
The linearized equation of Eq(10.4) about its unique equilibrium
y =
q + r −1 +

(q + r −1)
2
+ 4p
2
is
z
n+1

q −p −ry
(1 + y)
2
z
n

r
1 + y
z
n−1
= 0, n = 0, 1, . . . .
By applying the linearized stability Theorem 1.1.1 we see that y is locally asymptot-
ically stable when
r < 1 + q
and is an unstable (saddle point) equilibrium when
r > 1 + q.
When
r = q + 1
Eq(10.4) possesses prime period-two solutions. See Sections 2.5 and 2.7. The main
result in this section is that the solutions of Eq(10.4) exhibit the following trichotomy
character.
Theorem 10.2.1 (a) Assume that
r = q + 1. (10.5)
Then every solution of Eq(10.4) converges to a period-two solution.
(b) Assume that
r < q + 1. (10.6)
Then the equilibrium of Eq(10.4) is globally asymptotically stable.
(c) Assume that
r > q + 1. (10.7)
Then Eq(10.4) possesses unbounded solutions.
The proof of part (a) of Theorem 10.2.1 was given, for a more general equation, in
Section 2.7. The proofs of parts (b) and (c) of Theorem 10.2.1 are given in Sections
10.2.1 and 10.2.2 below.
10.2. The Case C = 0 : x
n+1
=
α+βx
n
+γx
n−1
A+Bx
n
169
10.2.1 Proof of Part (b) of Theorem 10.2.1
Here we assume that Eq(10.6) holds and we prove that the equilibrium of Eq(10.4) is
globally asymptotically stable. We know already that when Eq(10.6) holds the equilib-
rium is locally asymptotically stable so it remains to be shown that every solution of
Eq(10.4) is attracted to the equilibrium.
Observe that
y
n+1
= q +
(p −q) + ry
n−1
1 + y
n
, n = 0, 1, . . .
and so when
p ≥ q (10.8)
we have
y
n
≥ q for n ≥ 1.
Therefore the change of variables
y
n
= q + z
n
transforms Eq(10.4) to the difference equation
z
n+1
=
(p + rq −q) + rz
n−1
(1 + q) + z
n
, n = 1, . . . (10.9)
which is of the form of the (2, 2)-type Eq(6.23) which was investigated in Section 6.5
and therefore the proof is complete when (10.8) holds.
So in the remaining part of the proof we assume that
p < q.
Now observe that the solutions of Eq(10.4) satisfy the following identity
y
n+1
−q =
r
1 + y
n

y
n−1

q −p
r

for n ≥ 0. (10.10)
Note that when
q =
q −p
r
that is when
p + qr −q = 0 (10.11)
the Identity (10.10) reduces to
y
n+1
−q =
r
1 + y
n
(y
n
−q) for n ≥ 0. (10.12)
Also in this case
0 < r = 1 −
p
q
< 1
170 Chapter 10. (3, 2)-Type Equations
and the equilibrium of Eq(10.4) is equal to q.
It follows from (10.12) that
|y
n+1
−q| < r|y
n+1
−q|
and so
lim
n→∞
y
n
= q
which completes the proof when (10.11) holds.
Still to be considered are cases where
p + qr −q > 0 (10.13)
and
p + qr −q < 0. (10.14)
First assume that (10.13) holds. To complete the proof in this case it is sufficient to
show that eventually
y
n
≥ q (10.15)
and then use the known result for Eq(10.9). To this end, note that now
q −p
r
< q
and employ (10.10). If (10.15) is not eventually true then either
y
2n
<
q −p
r
for n ≥ 0 (10.16)
or
y
2n−1
<
q −p
r
for n ≥ 0. (10.17)
This is because when
y
N−1
>
q −p
r
for some N ≥ 0,
then it follows from (10.10) that
y
N+1+2K
> q for all K ≥ 0.
We will assume that (10.16) holds. The case where (10.17) holds is similar and will be
omitted. Then we can see from (10.10) that
y
2n+2
−q =
r
1 + y
n+1

y
2n

q −p
r

> r

y
2n

q −p
r

and so
y
2n+2
> ry
2n
+ p for n ≥ 0. (10.18)
10.2. The Case C = 0 : x
n+1
=
α+βx
n
+γx
n−1
A+Bx
n
171
This is impossible when r ≥ 1, because by (10.16) the solution is bounded. On the other
hand, when r < 1, it follows from (10.16) and (10.18) that
q −p
r
> y
2n+2
> r
n+1
y
0
+ r
n
p + . . . + rp + p
and so
q −p
r

p
1 −r
which contradicts (10.13) and completes the proof when (10.13) holds.
Next assume that (10.14) holds. Now we claim that every solution of Eq(10.4) lies
eventually in the interval

0,
q−p
r

. Once we establish this result, the proof that the
equilibrium is a global attractor of all solutions would be a consequence of Theorem
1.4.8 and the fact that in this case the function
f(x, y) =
p + qx + ry
1 + x
is increasing in both arguments. To this end assume for the sake of contradiction that
the solution is not eventually in the interval

0,
q−p
r

. Then one can see from (10.10) and
the fact that now
q <
q −p
r
,
that either
y
2n
>
q −p
r
for n ≥ 0 (10.19)
or
y
2n−1
>
q −p
r
for n ≥ 0. (10.20)
We will assume that (10.19) holds. The case where (10.20) holds is similar and will be
omitted. Then from (10.10) we see that
y
2n+2
−q =
r
1 + y
2n+1

y
2n

q −p
r

< r

y
2n

q −p
r

and so
y
2n+2
< ry
2n
+ p for n ≥ 0.
Note that in this case r < 1 and so
q −p
r
< y
2n+2
< r
n+1
y
0
+ r
n
p + . . . + rp + p
which implies that
q −p
r

p
1 −r
.
This contradicts (10.14) and completes the proof of part (b) of Theorem 10.2.1.
172 Chapter 10. (3, 2)-Type Equations
10.2.2 Proof of Part (c) of Theorem 10.2.1
Here we assume that (10.7) holds and show that Eq(10.4) possesses unbounded solutions.
To this end observe that
y
n+1
= q +
p + r(y
n−1

q
r
)
1 + y
n
for n ≥ 0
and so when (10.7) holds the interval [q, ∞) is invariant. That is when
y
−1
, y
0
∈ [q, ∞),
then
y
n
≥ q for n ≥ 0.
Now the change of variables
y
n
= q + z
n
transforms Eq(10.4) to Eq(10.9) and the conclusion of part (c) follows from Section 6.5
for appropriate initial conditions y
−1
and y
0
. More specifically the solutions of Eq(10.4)
with initial conditions such that
q ≤ y
−1
< r −1 and y
0
> r
−1
+
p + q(r −1)
r −1 −q
have the property that the subsequences of even terms converge to ∞ while the subse-
quences of odd terms converge to q.
It should be mentioned that when (10.7) holds, the equilibrium of Eq(10.4) is a
saddle point and so by the stable manifold theorem, in addition to unbounded solu-
tions, Eq(10.4) possesses bounded solutions which in fact converge to the equilibrium of
Eq(10.4).
10.3 The Case B = 0 : x
n+1
=
α+βx
n
+γx
n−1
A+Cx
n−1
This is the (3, 2)-type Eq(10.2) which by the change of variables
x
n
=
A
C
y
n
reduces to the difference equation
y
n+1
=
p + qy
n
+ ry
n−1
1 + y
n−1
, n = 0, 1, . . . (10.21)
where
p =
αC
A
2
, q =
β
A
, and r =
γ
A
.
10.3. The Case B = 0 : x
n+1
=
α+βx
n
+γx
n−1
A+Cx
n−1
173
This equation has not been investigated yet. Here we make some simple observations
about linearized stability, invariant intervals, and convergence of solutions in certain
regions of initial conditions.
The linearized equation of Eq(10.21) about its positive equilibrium
y =
q + r −1 +

(q + r −1)
2
+ 4p
2
is
z
n+1

q
1 + y
z
n
+
p −r + qy
(1 + y)
2
z
n
= 0, n = 0, 1, . . . .
By applying Theorem 1.1.1 we see that y is locally asymptotically stable for all values
of the parameters p, q, and r.
10.3.1 Invariant Intervals
The following result, which can be established by direct calculation, gives a list of in-
variant intervals for Eq(10.21).
Recall that I is an invariant interval, if whenever,
y
N
, y
N+1
∈ I for some integer N ≥ 0,
then
y
n
∈ I for n ≥ N.
Lemma 10.3.1 Eq(10.21) possesses the following invariant intervals:
(a)
¸
0,
p
1 −q
¸
when q < 1 and p ≥ r;
(b)
¸
0,
r −p
q
¸
when q < 1 and p ≥ r(1 −q).
10.3.2 Global Stability When p ≥ r
Here we discuss the behavior of the solutions of Eq(10.21) when p ≥ r.
Observe that
y
n+1
= r +
(p −r) + qy
n
1 + y
n−1
, n = 0, 1, . . .
and so when
p ≥ r
174 Chapter 10. (3, 2)-Type Equations
y
n
≥ r for n ≥ 1.
Therefore the change of variables
y
n
= r + z
n
transforms Eq(10.21) to the difference equation
z
n+1
=
p + qr −r + qz
n
(1 + r) + z
n−1
, n = 1, 2, . . .
which is of the form of the (2, 2)-type Eq(6.2) which was investigated in Section 6.3.
The following result is now a consequence of the above observations and the results
in Section 6.3.
Theorem 10.3.1 Assume
p ≥ r.
Then the following statements are true.
(a) Every positive solution of Eq(10.21) is bounded.
(b) The positive equilibrium of Eq(10.21) is globally asymptotically stable if one of
the following conditions holds:
(i) q < 1;
(ii)
q ≥ 1
and
either p + qr −r ≤ q or q < p + qr −r ≤ 2(q + 1).
10.3.3 Convergence of Solutions
Here we discuss the behavior of the solutions of Eq(10.21) when p < r.
Theorem 10.3.2 (a) Assume that
q < 1 and r ≥
p
1 −q
.
Then every solution of Eq(10.21) with initial conditions in the invariant interval
¸
0,
r −p
q
¸
converges to the equilibrium y.
10.4. The Case A = 0 : x
n+1
=
α+βx
n
+γx
n−1
Bx
n
+Cx
n−1
175
(b) Suppose that either
0 ≤ q −1 < r and p < r
or
q < 1 and p < r <
p
1 −q
.
Set
K =
pq + r
2
−pr
q + r −p −q
2
.
Then every solution of Eq(10.21) with initial conditions in the invariant interval
¸
r −p
q
, K
¸
converges to the equilibrium y.
Proof.
(a) In view of Lemma 10.3.1 we see that when y
−1
, y
0

0,
r−p
q

, then y
n

0,
r−p
q

for all n ≥ 0. It is easy to check that y ∈

0,
r−p
q

and that in the interval

0,
r−p
q

the function f(x, y) increases in both x and y. The result is now a consequence of
Theorem 1.4.8.
(b) In view of Lemma 10.3.1 we see that when y
−1
, y
0

r−p
q
, K

, then y
n

r−p
q
, K

for all n ≥ 0. It is easy to check that y ∈

r−p
q
, K

and that in the interval

r−p
q
, K

the function f(x, y) increases in x and decreases in y. The result is now
a consequence of Theorem 1.4.5.
2
10.4 The Case A = 0 : x
n+1
=
α+βx
n
+γx
n−1
Bx
n
+Cx
n−1
This is the (3, 2)-type Eq(10.3) which by the change of variables
x
n
=
γ
C
y
n
reduces to the difference equation
y
n+1
=
r + py
n
+ y
n−1
qy
n
+ y
n−1
, n = 0, 1, . . . (10.22)
where
p =
β
γ
, q =
B
C
, and r =
αC
γ
2
.
176 Chapter 10. (3, 2)-Type Equations
This equation has not been investigated yet. Here we make some simple observations
about linearized stability, invariant intervals, and the convergence of solutions in certain
regions of initial conditions.
The linearized equation of Eq(10.22) about its positive equilibrium
y =
(1 + p) +

(1 + p)
2
+ 4r(1 + q)
2(1 + q)
is
z
n+1

(p −q)y −qr
(q + 1)(r + (p + 1)y)
z
n
+
(p −q)y + r
(q + 1)(r + (p + 1)y)
z
n−1
= 0, n = 0, 1, . . . .
By applying Theorem 1.1.1 we see that y is locally asymptotically stable when either
q ≤ pq + 1 + 3p (10.23)
or
q > pq + 1 + 3p and F

2r
q −pq −1 −3p

> 0
where
F(u) = (q + 1)u
2
−(p + 1)u −r.
The second condition reduces to
q > pq + 1 + 3p. (10.24)
It is interesting to note that the above condition for the local asymptotic stability of y
requires the assumption that r > 0. When r = 0, as in Section 6.9, the inequality in
(10.23) is strict and Condition (10.24) is void.
Concerning prime period-two solution, it follows from Section 2.5 that a period-two
solution exists if and only if
p < 1, q > 1 and 4r < (1 −p)(q −pq −3p −1). (10.25)
Furthermore in this case the prime period-two solution
. . . , φ, ψ, φ, ψ, . . .
is unique and the values φ and ψ are the positive roots of the quadratic equation
t
2
−(1 −p)t +
r + p(1 −p)
q −1
= 0.
10.4. The Case A = 0 : x
n+1
=
α+βx
n
+γx
n−1
Bx
n
+Cx
n−1
177
10.4.1 Invariant Intervals
Here we present some results about invariant intervals for Eq(10.21). We consider the
cases where p = q, p > q, and p < q.
Lemma 10.4.1 Eq(10.21) possesses the following invariant intervals:
(a)
[a, b] when p = q and
a and b are positive numbers such that
r + (p + 1)a ≤ (q + 1)ab ≤ r + (p + 1)b. (10.26)
(b)
¸
p
q
,
qr
p −q
¸
when p > q and
p
2
−pq
q
2
< r;
¸
qr
p −q
,
p
q
¸
when p > q and
p
2
−pq
q
2
> r.
(c)
¸
1,
r
q −p
¸
when p < q < p + r;
¸
r
q −p
, 1
¸
when q > p + r.
Proof.
(a) It is easy to see that when p = q the function
f(x, y) =
r + px + y
qx + y
is decreasing in both arguments. Hence
a ≤
r + (p + 1)b
(q + 1)b
= f(b, b) ≤ f(x, y) ≤ f(a, a) =
r + (p + 1)a
(q + 1)a
≤ b.
(b) Clearly the function f(x, y) is decreasing in both arguments when y <
qr
p−q
, and it
is increasing in x and decreasing in y for y ≥
qr
p−q
.
First assume that p > q and
p
2
−pq
q
2
< r.
178 Chapter 10. (3, 2)-Type Equations
Then for x, y ∈

p
q
,
qr
p−q

we obtain
p
q
= f

qr
p −q
,
qr
p −q

≤ f(x, y) ≤ f

p
q
,
p
q

=
qr + p(p + 1)
p(q + 1)

qr
p −q
.
The inequalities
qr + p(p + 1)
p(q + 1)

qr
p −q
and
p
q
<
qr
p −q
are equivalent to the inequality
p
2
−pq
q
2
< r.
Next assume that p > q and
p
2
−pq
q
2
> r.
For x, y ∈

qr
p−q
,
p
q

, we obtain
(qr + p)(p −q) + pq
2
r
q
3
r + p(p −q)
= f

qr
p −q
,
p
q

≤ f(x, y) ≤ f

p
q
,
qr
p −q

=
p
q
.
The inequalities
(qr + p)(p −q) + pq
2
r
q
3
r + p(p −q)

qr
p −q
and
p
q
>
qr
p −q
follow from the inequality
p
2
−pq
q
2
> r.
(c) It is clear that the function f(x, y) is decreasing in both arguments for x <
r
q−p
,
and it is increasing in y and decreasing in x for x ≥
r
q−p
.
First, assume that p < q < p + r.
Using the decreasing character of f, we obtain
1 = f

r
q −p
,
r
q −p

≤ f(x, y) ≤ f(1, 1) =
r + p + 1
q + 1

r
q −p
,
The inequalities
1 <
r
q −p
and
r + p + 1
q + 1
<
r
q −p
are equivalent to the inequality q < p + r.
Next assume that q > p + r.
Using the decreasing character of f in x and the increasing character of f in y, we
obtain
(p + r)(q −p) + r
q(q −p) + r
= f

1,
r
q −p

≤ f(x, y) ≤ f

r
p −q
, 1

= 1.
10.4. The Case A = 0 : x
n+1
=
α+βx
n
+γx
n−1
Bx
n
+Cx
n−1
179
The inequalities
(p + r)(q −p) + r
q(q −p) + r

r
q −p
and
r
q −p
< 1
follow from the inequality q > p + r.
2
10.4.2 Convergence of Solutions
Here we obtain some convergence results for Eq(10.22).
Theorem 10.4.1 (a) Assume that p = q. Then every solution of Eq(10.22) with
initial conditions in the invariant interval [a, b], where 0 < a < b satisfy (10.26)
converges to the equilibrium y.
(b) Assume that p > q and r >
p
2
−pq
q
2
. Then every solution of Eq(10.22) with initial
conditions in the invariant interval

p
q
,
qr
p−q

converges to the equilibrium y.
(c) Assume that p < q < p+r. Then every solution of Eq(10.22) with initial conditions
in the invariant interval

1,
r
q−p

converges to the equilibrium y.
Proof. The proof is an immediate consequence of Lemma 10.4.1 and Theorem 1.4.7.
2
Theorem 10.4.2 Assume that p > q, r <
p
2
−pq
q
2
, and that either
p ≤ 1
or
p > 1 and (q −1)[(p −1)
2
(q −1) −4q(1 −p −qr)] ≤ 0.
Then every solution of Eq(10.22) with initial conditions in the invariant interval

qr
p−q
,
p
q

converges to the equilibrium y.
Proof. The proof is an immediate consequence of Lemma 10.4.1 and Theorem 1.4.5.
2
Theorem 10.4.3 Assume that p < q, p +r < q, and that Condition (10.25) is not sat-
isfied. Then every solution of Eq(10.22) with initial conditions in the invariant interval

r
q−p
, 1

converges to the equilibrium y.
Proof. The proof is an immediate consequence of Lemma 10.4.1 and Theorem 1.4.6.
2
180 Chapter 10. (3, 2)-Type Equations
10.5 Open Problems and Conjectures
Open Problem 10.5.1 We know that every solution {y
n
}

n=−1
of Eq(10.4) converges
to a not necessarily prime period-two solution
. . . , φ, ψ, φ, ψ, . . . (10.27)
if and only if
r = 1 + q.
(a) Determine the set of initial conditions y
−1
and y
0
for which φ = ψ.
(b) Assume (10.27) is a prime period-two solution of Eq(10.4). Determine the set of
initial conditions y
−1
and y
0
for which {y
n
}

n=−1
converges to (10.27).
Open Problem 10.5.2 Assume
r > q + 1.
(a) Find the set B of all initial conditions (y
−1
, y
0
) ∈ (0, ∞) × (0, ∞) such that the
solutions {y
n
}

n=−1
of Eq(10.4) are bounded.
(b) Let (y
−1
, y
0
) ∈ B. Investigate the asymptotic behavior of {y
n
}

n=−1
.
Conjecture 10.5.1 Every positive solution of Eq(10.21) converges to the positive equi-
librium of the equation.
Open Problem 10.5.3 For each of the equations listed below, determine the set G of
all initial conditions (x
−1
, x
0
) ∈ R×R through which the equation is well defined for all
n ≥ 0, and for these initial points investigate the long-term behavior of the corresponding
solution:
x
n+1
=
1 + x
n
+ x
n−1
1 + x
n
(10.28)
x
n+1
=
1 + x
n
+ x
n−1
1 + x
n−1
(10.29)
x
n+1
=
1 + x
n
+ x
n−1
x
n
+ x
n−1
. (10.30)
Extend and generalize.
10.5. Open Problems and Conjectures 181
Conjecture 10.5.2 Assume that
p, q, r ∈ (0, ∞).
Then the following statements are true for Eq(10.22)
(a) Local stability of the positive equilibrium implies global stability.
(b) When Eq(10.22) has no prime period-two solutions the equilibrium y is globally
asymptotically stable.
(c) When Eq(10.22) possesses a period-two solution, the equilibrium y is a saddle
point.
(d) The period-two solution of Eq(10.22), when it exists, is locally asymptotically sta-
ble, but not globally.
Open Problem 10.5.4 Assume that {p
n
}

n=0
, {q
n
}

n=0
, and {r
n
}

n=0
are convergent se-
quences of nonnegative real numbers with finite limits,
p = lim
n→∞
p
n
, q = lim
n→∞
q
n
, and r = lim
n→∞
r
n
.
Investigate the asymptotic behavior and the periodic nature of all positive solutions of
each of the following three difference equations:
y
n+1
=
p
n
+ q
n
y
n
+ r
n
y
n−1
1 + y
n
, n = 0, 1, . . . (10.31)
y
n+1
=
p
n
+ q
n
y
n
+ r
n
y
n−1
1 + y
n−1
, n = 0, 1, . . . (10.32)
y
n+1
=
r
n
+ p
n
y
n
+ y
n−1
q
n
y
n
+ y
n−1
, n = 0, 1, . . . . (10.33)
Open Problem 10.5.5 Assume that {p
n
}

n=0
, {q
n
}

n=0
, and {r
n
}

n=0
are period-two se-
quences of nonnegative real numbers. Investigate the global character of all positive
solutions of Eqs(10.31)-(10.33). Extend and generalize.
182 Chapter 10. (3, 2)-Type Equations
Open Problem 10.5.6 Assume that
p, q, r ∈ [0, ∞) and k ∈ {2, 3, . . .}.
Investigate the global behavior of all positive solutions of each of the following difference
equations:
y
n+1
=
p + qy
n
+ ry
n−k
1 + y
n
, n = 0, 1, . . . (10.34)
y
n+1
=
p + qy
n
+ ry
n−k
1 + y
n−k
, n = 0, 1, . . . (10.35)
y
n+1
=
p + qy
n
+ ry
n−1
qy
n
+ y
n−k
, n = 0, 1, . . . . (10.36)
Chapter 11
The (3, 3)-Type Equation
x
n+1
=
α+βx
n
+γx
n−1
A+Bx
n
+Cx
n−1
In this chapter we discuss the (3, 3)-type equation
x
n+1
=
α + βx
n
+ γx
n−1
A + Bx
n
+ Cx
n−1
, n = 0, 1, . . . . (11.1)
Please recall our classification convention in which all coefficients of this equation are
now assumed to be positive and the initial conditions nonnegative.
This equation has not been investigated yet. Here we make some simple observations
about linearized stability, invariant intervals, and the convergence of solutions in certain
regions of initial conditions.
11.1 Linearized Stability Analysis
Eq(11.1) has a unique equilibrium which is the positive solution of the quadratic equation
(B + C)x
2
−(β + γ −A)x −α = 0.
That is,
x =
β + γ −A +

(A −β −γ)
2
+ 4α(B + C)
2(B + C)
.
The linearized equation about x is (see Section 2.3)
z
n+1

(βA −Bα) + (βC −Bγ)x
A
2
+ α(B + C) + (B + C)(A + β + γ)x
z
n

(γA −Cα) −(βC −γB)x
A
2
+ α(B + C) + (B + C)(A + β + γ)x
z
n−1
= 0, n = 0, 1, . . . . (11.2)
183
184 Chapter 11. The (3, 3)-Type Equation x
n+1
=
α+βx
n
+γx
n−1
A+Bx
n
+Cx
n−1
The equilibrium x is locally asymptotically stable if Conditions (2.13), (2.14), and (2.15)
are satisfied.
Eq(11.1) has a prime period-two solution
. . . , φ, ψ, φ, ψ, . . .
if, see Section 2.5, Conditions (2.31) and (2.32) are satisfied; that is,
γ > β+A, B > C, and α <
(γ −β −A)[B(γ −β −A) −C(γ + 3β −A)]
4C
2
. (11.3)
Furthermore, when (11.3), holds the values of φ and ψ are the positive roots of the
quadratic equation
t
2
+
γ −β −A
C
t +
αC + β(γ −β −A)
C(B −C)
= 0. (11.4)
The local asymptotic stability of the two cycle
. . . , φ, ψ, φ, ψ, . . .
is discussed in Section 2.6.
11.2 Invariant Intervals
Here we obtain several invariant intervals for Eq(11.1). These intervals are derived by
analyzing the intervals where the function
f(x, y) =
α + βx + γy
A + Bx + Cy
is increasing or decreasing in x and y.
If we set
L = βA −αB, M = βC −γB, and N = γA −αC
then clearly
f
x
=
L + My
(A + Bx + Cy)
2
and f
y
=
N −My
(A + Bx + Cy)
2
.
Recall that an interval I is an invariant interval for Eq(11.1) if whenever,
y
N
, y
N+1
∈ I for some integer N ≥ 0,
then
y
n
∈ I for n ≥ N.
Once we have an invariant interval for Eq(11.1) then we may be able to obtain a con-
vergence result for the solutions of Eq(11.1) by testing whether the hypotheses of one of
the four Theorems 1.4.5-1.4.8 are satisfied.
11.2. Invariant Intervals 185
Lemma 11.2.1 (i) Assume that
γ
C
=
β
B
>
α
A
.
Then

α
A
,
β
B

is an invariant interval for Eq(11.1) and in this interval the function
f(x, y) is increasing in both variables.
(ii) Assume that
β
B
>
γ
C
>
α
A
and
γ
C

N
M
.
Then

α
A
,
γ
C

is an invariant interval for Eq(11.1) and in this interval the function
f(x, y) is increasing in both variables.
(iii) Assume that
γ
C
>
β
B
>
α
A
and
β + γ
B + C

αB −βA
βC −γB
.
Then

α
A
,
β+γ
B+C

is an invariant interval for Eq(11.1) and in this interval the func-
tion f(x, y) is increasing in both variables.
(iv) Assume that
γ
C
=
β
B
<
α
A
.
Then

β
B
,
α
A

is an invariant interval for Eq(11.1) and in this interval the function
f(x, y) is decreasing in both variables.
(v) Assume that
γA −αC
βC −γB

α
A
>
β
B
>
γ
C
.
Then

0,
γA−αC
βC−γB

is an invariant interval for Eq(11.1) and in this interval the func-
tion f(x, y) is decreasing in both variables.
(vi) Assume that
β
B
<
γ
C
<
α
A
<
γA −αC
βC −γB
.
Then

0,
α
A

is an invariant interval for Eq(11.1) and in this interval the function
f(x, y) is decreasing in both variables.
(vii) Assume that
α
A
=
β
B
>
γ
C
.
Then

0,
α
A

is an invariant interval for Eq(11.1) and in this interval the function
f(x, y) is increasing in x and decreasing in y.
186 Chapter 11. The (3, 3)-Type Equation x
n+1
=
α+βx
n
+γx
n−1
A+Bx
n
+Cx
n−1
(viii) Assume that
β
B
>
α
A

γ
C
.
Then

0,
β
B

is an invariant interval for Eq(11.1) and in this interval the function
f(x, y) is increasing in x and decreasing in y.
(ix) Assume that
α
A
=
β
B
<
γ
C
.
Then

0,
γ
C

is an invariant interval for Eq(11.1) and in this interval the function
f(x, y) is increasing in y and decreasing in x.
(x) Assume that
β
B
<
α
A

γ
C
.
Then

0,
γ
C

is an invariant interval for Eq(11.1) and in this interval the function
f(x, y) is increasing in y and decreasing in x.
Proof.
(i) The condition
γ
C
=
β
B
>
α
A
is equivalent to M = 0 and L > 0, which in turn imply
that N > 0. Thus, in this case the function f is increasing in both variables for
all values of x and y and
α
A
= f(0, 0) ≤ f(x, y) ≤ f(
β
B
,
β
B
) ≤
β + γ
B + C
=
β
B
.
Here we used the fact that under the condition
γ
C
=
β
B
>
α
A
the function f(u, u) is increasing and consequently
f(u, u) ≤
β + γ
B + C
=
β
B
.
(ii) The condition
β
B
>
γ
C
>
α
A
is equivalent to M > 0, L > 0, and N > 0. Thus, in
this case the function f is increasing in x, for every x. In addition, this function
is increasing in y for x <
N
M
. Thus, assuming
γ
C

N
M
we obtain
α
A
= f(0, 0) ≤ f(x, y) ≤ f(
N
M
,
N
M
) =
γ
C
,
for all x, y ∈

α
A
,
γ
C

.
11.2. Invariant Intervals 187
(iii) The condition
γ
C
>
β
B
>
α
A
is equivalent to M < 0 and L > 0, which in turn imply
that N > 0. Thus, in this case the function f is increasing in y, for every y. In
addition, this function is increasing in x for y < −
L
M
. Thus assuming
β+γ
B+C
≤ −
L
M
,
we obtain,
α
A
= f(0, 0) ≤ f(x, y) ≤ f

β + γ
B + C
,
β + γ
B + C


β + γ
B + C
,
for all x, y ∈

α
A
,
β+γ
B+C

.
(iv) The condition
γ
C
=
β
B
<
α
A
is equivalent to M = 0 and L < 0, which in turn imply
that N < 0. Thus, in this case the function f is decreasing in both variables for
all values of x and y and
β
B
≤ f

α
A
,
α
A

≤ f(x, y) ≤ f(0, 0) =
α
A
.
Here we used the fact that under the condition
γ
C
=
β
B
<
α
A
the function f(u, u) is decreasing and consequently
f(u, u) ≥
β + γ
B + C
=
β
B
.
(v) The condition
α
A
>
β
B
>
γ
C
is equivalent to M > 0 and L < 0, which imply that
N < 0. Thus, in this case the function f is decreasing in y, for every y. In addition,
this function is decreasing in x for y < −
L
M
. Thus assuming
α
A
≤ −
L
M
, we obtain
0 ≤ f(x, y) ≤ f(0, 0) =
α
A
≤ −
L
M
,
for all x, y ∈

0, −
L
M

.
(vi) The condition
α
A
>
γ
C
>
β
B
is equivalent to M < 0, L < 0, and N < 0. Thus, in
this case the function f is decreasing in x, for every x. In addition, this function
is decreasing in y for x <
N
M
. Thus assuming
α
A

N
M
, we obtain
0 ≤ f(x, y) ≤ f(0, 0) =
α
A
,
for all x, y ∈

0,
α
A

.
188 Chapter 11. The (3, 3)-Type Equation x
n+1
=
α+βx
n
+γx
n−1
A+Bx
n
+Cx
n−1
(vii) The condition
α
A
=
β
B
>
γ
C
is equivalent to M > 0 and L = 0, which in turn imply
that N < 0. Thus, in this case the function f is increasing in x and decreasing in
y for all values of x and y. Using this we obtain,
0 ≤ f(x, y) ≤ f

α
A
, 0

=
α
A
,
for all x, y ∈

0,
α
A

.
(viii) The condition
β
B
>
α
A
>
γ
C
is equivalent to M > 0, L > 0, and N < 0. Thus, in
this case the function f is increasing in x and decreasing in y for all values of x
and y. Using this we obtain,
0 ≤ f(x, y) < f

β
B
, 0

=
β
B
,
for all x, y ∈

0,
β
B

.
(ix) The condition
α
A
=
β
B
<
γ
C
is equivalent to M < 0 and L = 0, which in turn imply
that N > 0. Thus, in this case the function f is decreasing in x and increasing in
y for all values of x and y. Using this we obtain,
0 ≤ f(x, y) ≤ f

0,
γ
C

=
γ
C
,
for all x, y ∈

0,
γ
C

.
(x) The condition
β
B
<
α
A

γ
C
is equivalent to M < 0, L < 0, and N ≥ 0. Thus, in
this case the function f is increasing in x and decreasing in y for all values of x
and y. Using this we obtain,
0 ≤ f(x, y) < f

0,
γ
C


γ
C
,
for all x, y ∈

0,
γ
C

. Here we use the fact that the function f(0, v) is increasing in
v when N > 0 and so
f(0, v) ≤
γ
C
= lim
v→∞
f(0, v),
for all v.
2
The next table summarizes more complicated invariant intervals with the signs of
the partial derivatives f
x
and f
y
.
11.3. Convergence Results 189
Case Invariant intervals Signs of derivatives
1
[0,
N
M
] if
αM+(β+γ)N
AM+(B+C)N
<
N
M
[
N
M
, K
1
] if
αM+(β+γ)N
AM+(B+C)N
>
N
M
f
x
> 0
f
y
> 0 if x <
N
M
; f
y
< 0 if x >
N
M
2
[0,
β−A+

(β−A)
2
+4Bα
2B
]
f
x
> 0
f
y
< 0
3
[0,
β+γ−A+

(β+γ−A)
2
+4α(B+C)
2(B+C)
]
f
x
> 0
f
y
> 0
4
[0, −
L
M
] if
αM−(β+γ)L
AM−(B+C)L
< −
L
M
[−
L
M
, K
2
] if
βMK+αM−γL
BMK+AM−CL
> −
L
M
f
x
> 0 if y < −
L
M
; f
x
< 0 if y > −
L
M
f
y
> 0
5 [0,
β
B
]
f
x
> 0
f
y
< 0
6 [0,
γ
C
]
f
x
< 0
f
y
> 0
7
[
αM−L(β+γ)
AM−L(B+C)
, −
L
M
] if
αM−L(β+γ)
AM−L(B+C)
< −
L
M
[−
L
M
, K
3
] if
αM−βL+γMK
AM−BL+CMK
> −
L
M
f
x
> 0 if y > −
L
M
; f
x
< 0 if y < −
L
M
f
y
< 0
8 [0,
α
A
]
f
x
< 0
f
y
< 0
9
[
αM+(β+γ)N
AM+(B+C)N
,
N
M
] if
αM+(β+γ)N
AM+(B+C)N
<
N
M
[
N
M
, K
4
] if
αM+βK+γNM
AM+BK+CNM
>
N
M
f
x
< 0
f
y
> 0 if x >
N
M
; f
y
< 0 if x <
N
M
where
K
1
=
(β −A)M −CN +

((β −A)M −NC)
2
+ 4BM(αM + γN)
2BM
,
K
2
=
(A −γ)M −BL +

((A −γ)M −BL)
2
+ 4CM(αM −βL)
−2CM
,
K
3
=
(β −A)M + LC +

((β −A)M + LC)
2
+ 4BM(αM −γL)
2BM
,
K
4
=
(γ −A)M −BN +

((γ −A)M −BN)
2
+ 4BM(αM + βN)
2CM
.
11.3 Convergence Results
The following result is a consequence of Lemma 11.2.1 and Theorems 1.4.5-1.4.8.
Theorem 11.3.1 Let {x
n
} be a solution of Eq(11.1). Then in each of the following
cases
lim
n→∞
x
n
= x.
190 Chapter 11. The (3, 3)-Type Equation x
n+1
=
α+βx
n
+γx
n−1
A+Bx
n
+Cx
n−1
(i)
γ
C
=
β
B
>
α
A
and x
−1
, x
0

¸
α
A
,
β
B
¸
;
(ii)
β
B
>
γ
C
>
α
A
,
γ
C

γA −αC
βC −γB
, and x
−1
, x
0

¸
α
A
,
γ
C

;
(iii)
γ
C
>
β
B
>
α
A
,
β + γ
B + C

αB −βA
βC −γB
, and x
−1
, x
0

¸
α
A
,
β + γ
B + C
¸
;
(iv)
γ
C
=
β
B
<
α
A
and x
−1
, x
0

¸
β
B
,
α
A
¸
;
(v)
γA −αC
βC −γB

α
A
>
β
B
>
γ
C
and x
−1
, x
0

¸
0,
γA −αC
βC −γB
¸
;
(vi)
β
B
<
γ
C
<
α
A
<
γA −αC
βC −γB
and x
−1
, x
0

¸
0,
α
A

;
(vii) At least one of the following three conditions is not satisfied and x
−1
, x
0

0,
α
A

:
β > γ + A,
B < C,
and
(C −B)[(C −B)(β −γ −A)
2
−4B(αB + γ(β −γ −A))] > 0,
or
α
A
=
β
B
>
γ
C
;
(viii) At least one of the following three conditions is not satisfied and x
−1
, x
0

0,
β
B

:
β > γ + A,
B < C,
and
(C −B)[(C −B)(β −γ −A)
2
−4B(αB + γ(β −γ −A))] > 0,
or
β
B
>
α
A

γ
C
;
11.3. Convergence Results 191
(ix) Condition (11.3) is not satisfied,
α
A
=
β
B
<
γ
C
and x
−1
, x
0

¸
0,
γ
C

;
(x) Condition (11.3) is not satisfied,
β
B
<
α
A

γ
C
and x
−1
, x
0

¸
0,
γ
C

.
Proof. The proofs of statements (i-iii) follow by applying Lemma 11.2.1 (i-iii) and
Theorem 1.4.8.
The proofs of statements (iv-vi) follow by applying Lemma 11.2.1 (iv-vi) and Theo-
rem 1.4.7.
The proofs of statements (vii) and (viii) follow by applying Lemma 11.2.1 (vii) and
(viii) respectively, Theorem 1.4.5, and by observing that the only solution of the system
of equations
m = f(m, M), M = f(M, m);
that is,
m =
α + βm + γM
A + Bm + CM
, M =
α + βM + γm
A + BM + Cm
is m = M.
The proofs of statements (ix) and (x) follow by applying Lemma 11.2.1 (ix) and (x)
respectively, Theorem 1.4.6, and by observing that Eq(11.1) does not possess a prime
period-two solution.
2
11.3.1 Global Stability
Theorem 1.4.2 and linearized stability imply the following global stability result:
Theorem 11.3.2 Assume that
γ
C
< min

β
B
,
α
A
¸
.
Then the equilibrium x of Eq(11.1) is globally asymptotically stable.
By applying Theorem 1.4.3 to Eq(11.1) we obtain the following global asymptotic
result.
192 Chapter 11. The (3, 3)-Type Equation x
n+1
=
α+βx
n
+γx
n−1
A+Bx
n
+Cx
n−1
Theorem 11.3.3 Assume that
B ≤ C, γB > βC, αB > βA, and γA > αC.
Then the equilibrium x of Eq(11.1) is globally asymptotically stable.
The following global stability result is a consequence of linearized stability and the
Trichotomy Theorem 1.4.4.
Theorem 11.3.4 (a) Assume that
αC ≥ γA, βA ≥ αB, and 3γB ≥ βC ≥ γB.
Then the equilibrium x of Eq(11.1) is globally asymptotically stable.
(b) Assume that
αB ≥ βA, γA ≥ αC, and 3βC ≥ γB ≥ βC.
Then the equilibrium x of Eq(11.1) is globally asymptotically stable.
11.4 Open Problems and Conjectures
Conjecture 11.4.1 Assume
α, β, γ, A, B, C ∈ (0, ∞).
Show that every positive solution of Eq(11.1) is bounded.
Conjecture 11.4.2 Assume
α, β, γ, A, B, C ∈ (0, ∞)
and that Eq(11.1) has no positive prime period-two solution. Show that every positive
solution of Eq(11.1) converges to the positive equilibrium.
Conjecture 11.4.3 Assume
α, β, γ, A, B, C ∈ (0, ∞)
and that Eq(11.1) has a positive prime period-two solution. Show that the positive equi-
librium of Eq(11.1) is a saddle point and the period-two solution is locally asymptotically
stable.
11.4. Open Problems and Conjectures 193
Conjecture 11.4.4 Assume
α, β, γ, A, B, C ∈ (0, ∞).
Show that Eq(11.1) cannot have a prime period-k solution for any k ≥ 3.
Open Problem 11.4.1 Assume {α
n
}

n=0
, {β
n
}

n=0
, {γ
n
}

n=0
, {A
n
}

n=0
, {B
n
}

n=0
, {C
n
}

n=0
are convergent sequences of nonnegative real numbers with finite limits. Investigate the
asymptotic behavior and the periodic nature of all positive solutions of the difference
equation
x
n+1
=
α
n
+ β
n
x
n
+ γ
n
x
n−1
A
n
+ B
n
x
n
+ C
n
x
n−1
, n = 0, 1, . . . . (11.5)
Open Problem 11.4.2 Assume that the parameters in Eq(11.5) are period-two se-
quences of positive real numbers. Investigate the asymptotic behavior and the periodic
nature of all positive solutions of Eq(11.5).
Open Problem 11.4.3 Assume that
a, A, a
i
, A
i
∈ [0, ∞) for i = 0, 1, . . . , k. (11.6)
Obtain necessary and sufficient conditions so that every positive solution of the equation
x
n+1
=
a + a
0
x
n
+ . . . + a
k
x
n−k
A + A
0
x
n
+ . . . + A
k
x
n−k
, n = 0, 1, . . . . (11.7)
has a finite limit.
Open Problem 11.4.4 Assume that (11.6) holds. Obtain necessary and sufficient con-
ditions so that every positive solution of Eq(11.7) converges to a period-two solution.
Open Problem 11.4.5 Assume that (11.6) holds. Obtain necessary and sufficient con-
ditions so that every positive solution of Eq(11.7) is periodic with period-k, k ≥ 2. In
particular, investigate the cases where 2 ≤ k ≤ 8.
194 Chapter 11. The (3, 3)-Type Equation x
n+1
=
α+βx
n
+γx
n−1
A+Bx
n
+Cx
n−1
Open Problem 11.4.6 Let
α, β, γ, δ ∈ [0, ∞) with γ + δ > 0.
Investigate the boundedness character, the periodic nature, and the asymptotic behavior
of all positive solutions of the difference equation
x
n+1
=
αx
n
+ βx
n−1
x
n−2
γx
n
x
n−1
+ δx
n−2
, n = 0, 1, . . . .
(See [8] and [61].)
Conjecture 11.4.5 Let k ≥ 2 be a positive integer. Show that every positive solution
of the difference equation
x
n+1
=
x
n
+ . . . + x
n−k
+ x
n−k−1
x
n−k−2
x
n
x
n−1
+ x
n−2
+ . . . + x
n−k−2
, n = 0, 1, . . .
converges to 1. Extend and generalize.
(See [8], [47], and [60].)
Conjecture 11.4.6 Let
a
ij
∈ (0, ∞) for i, j ∈ {1, 2, 3}.
Show that every positive solution of the system
x
n+1
=
a
11
x
n
+
a
12
y
n
+
a
13
z
n
y
n+1
=
a
21
x
n
+
a
22
y
n
+
a
23
z
n
z
n+1
=
a
31
x
n
+
a
32
y
n
+
a
33
z
n

, n = 0, 1, . . . (11.8)
converges to a period-two solution. Extend to equations with real parameters.
(See [32] for the two dimensional case.)
Conjecture 11.4.7 Assume that
p, q ∈ [0, ∞).
11.4. Open Problems and Conjectures 195
(a) Show that every positive solution of the equation
x
n+1
=
px
n−1
+ x
n−2
q + x
n−2
, n = 0, 1, . . .
converges to a period-two solution if and only if
p = 1 + q.
(b) Show that when
p < 1 + q
every positive solution has a finite limit.
(c) Show that when
p > 1 + q
the equation possesses positive unbounded solutions.
(See [62].)
Conjecture 11.4.8 Assume that
p ∈ (0, ∞).
(a) Show that every positive solution of the equation
x
n+1
=
x
n−1
x
n−1
+ px
n−2
, n = 0, 1, . . .
converges to a period-two solution if
p ≥ 1.
(b) Show that when
p < 1
the positive equilibrium x =
1
1+p
is globally asymptotically stable.
Conjecture 11.4.9 Assume that
p, q ∈ [0, ∞).
196 Chapter 11. The (3, 3)-Type Equation x
n+1
=
α+βx
n
+γx
n−1
A+Bx
n
+Cx
n−1
(a) Show that every positive solution of the equation
x
n+1
=
x
n−1
+ p
x
n−2
+ q
, n = 0, 1, . . .
converges to a period-two solution if and only if
q = 1.
(b) Show that when
q > 1
the positive equilibrium of the equation is globally asymptotically stable.
(c) Show that when
q < 1
the equation possesses positive unbounded solutions.
(See [62].)
Conjecture 11.4.10 Show that every positive solution of the equation
x
n+1
=
x
n
+ x
n−2
x
n−1
, n = 0, 1, . . .
converges to a period-four solution.
(See [62].)
Conjecture 11.4.11 Show that the difference equation
x
n+1
=
p + x
n−2
x
n
, n = 0, 1, . . .
has the following trichotomy character:
(i) When p > 1 every positive solution converges to the positive equilibrium.
(ii) When p = 1 every positive solution converges to a period-five solution.
(iii) When p < 1 there exist positive unbounded solutions.
(See [62].)
11.4. Open Problems and Conjectures 197
Conjecture 11.4.12 Show that every positive solution of the equation
x
n+1
=
1 + x
n
x
n−1
+ x
n−2
, n = 0, 1, . . .
converges to a period-six solution of the form
. . . , φ, ψ,
ψ
φ
,
1
φ
,
1
ψ
,
φ
ψ
, . . .
where
φ, ψ ∈ (0, ∞).
(See [62].)
Open Problem 11.4.7 Consider the difference equation
x
n+1
=
α + βx
n
+ γx
n−1
+ δx
n−2
A + Bx
n
+ Dx
n−2
, n = 0, 1, . . . (11.9)
with nonnegative parameters and nonnegative initial conditions such that B+D > 0 and
A + Bx
n
+ Dx
n−2
> 0 for n ≥ 0.
Then one can show that Eq(11.9) has prime period-two solutions if and only if
γ = β + δ + A. (11.10)
(a) In addition to (11.10), what other conditions are needed so that every positive
solution of Eq(11.9) converges to a period-two solution?
(b) Assume
γ < β + δ + A.
What other conditions are needed so that every positive solution of Eq(11.9) con-
verges to the positive equilibrium?
(c) Assume
γ > β + δ + A.
What other conditions are needed so that Eq(11.9) possesses unbounded solutions?
(See [6].)
198 Chapter 11. The (3, 3)-Type Equation x
n+1
=
α+βx
n
+γx
n−1
A+Bx
n
+Cx
n−1
Conjecture 11.4.13 Show that every positive solution of each of the two equations
x
n+1
=
1 + x
n−1
+ x
n−2
x
n
, n = 0, 1, . . .
and
x
n+1
=
1 + x
n−1
+ x
n−2
x
n−2
, n = 0, 1, . . .
converges to a period-two solution.
(See [6].)
Conjecture 11.4.14 Show that every positive solution of the equation
x
n+1
=
1 + x
n−1
1 + x
n
+ x
n−2
, n = 0, 1, . . .
converges to a period-two solution.
(See [6].)
Conjecture 11.4.15 Show that every positive solution of the equation
x
n+1
=
x
n−2
x
n−1
+ x
n−2
+ x
n−3
, n = 0, 1, . . .
converges to a period-three solution.
Conjecture 11.4.16 Consider the difference equation
x
n+1
=
p + qx
n
+ rx
n−2
x
n−1
, n = 0, 1, . . .
where
p ∈ [0, ∞) and q, r ∈ (0, ∞).
(a) Show that when
q = r
every positive solution converges to a period-four solution.
(b) Show that when
q > r
every positive solution converges to the positive equilibrium.
11.4. Open Problems and Conjectures 199
(c) Show that when
q < r
the equation possesses positive unbounded solutions.
(See [62].)
Open Problem 11.4.8 Determine whether every positive solution of each of the fol-
lowing equations converges to a periodic solution of the corresponding equation:
(a)
x
n+1
=
x
n−2
+ x
n−3
x
n
, n = 0, 1, . . .
(b)
x
n+1
=
1 + x
n−3
1 + x
n
+ x
n−3
, n = 0, 1, . . .
(c)
x
n+1
=
1 + x
n
+ x
n−3
x
n−2
, n = 0, 1, . . .
(d)
x
n+1
=
x
n−1
x
n
+ x
n−2
+ x
n−3
, n = 0, 1, . . . .
Open Problem 11.4.9 Assume that k is a positive integer and that
A, B
0
, B
1
, . . . B
k
∈ [0, ∞) with
k
¸
i=0
B
i
> 0.
Obtain necessary and sufficient conditions on the parameters A and B
0
, B
1
, . . . B
k
so
that every positive solution of the difference equation
x
n+1
=
x
n−k
A + B
0
x
n
+ . . . + B
k
x
n−k
, n = 0, 1, . . .
converges to a period-(k + 1) solution of this equation.
(See [6].)
200 Chapter 11. The (3, 3)-Type Equation x
n+1
=
α+βx
n
+γx
n−1
A+Bx
n
+Cx
n−1
Open Problem 11.4.10 Assume that k is a positive integer. Then we can easily see
that every nonnegative solution of the equation
x
n+1
=
x
n−k
1 + x
n
+ . . . + x
n−k+1
, n = 0, 1, . . . (11.11)
converges to a period-(k + 1) solution of the form
. . . , 0, 0, ..., 0
. .. .
k−terms
, φ, . . . (11.12)
with φ ≥ 0.
(a) Does Eq(11.11) possess a positive solution which converges to zero?
(b) Determine, in terms of the nonnegative initial conditions x
−k
, . . . , x
0
, the value of
φ in (11.12) which corresponds to the nonnegative solution {x
n
}

n=−k
of Eq(11.11).
(c) Determine the set of all nonnegative initial conditions x
−k
, . . . , x
0
for which the
corresponding solution {x
n
}

n=−k
of Eq(11.11) converges to a period-(k+1) solution
of the form (11.12) with a given φ ≥ 0 ?
(See [6].)
Conjecture 11.4.17 Let k be a positive integer. Show that every positive solution of
x
n+1
=
1 + x
n
+ x
n−k
x
n−k+1
, n = 0, 1, . . .
converges to a periodic solution of period 2k.
Appendix A
Global Attractivity for Higher
Order Equations
In this appendix we present some global attractivity results for higher order difference
equations which are analogous to Theorems 1.4.5-1.4.8. We state the results for third
order equations from which higher order extensions will become clear.
Let I be some interval of real numbers and let
f : I ×I ×I →I
be a continuously differentiable function.
Then for every set of initial conditions x
0
, x
−1
, x
−2
∈ I, the difference equation
x
n+1
= f(x
n
, x
n−1
, x
n−2
), n = 0, 1, . . . (A.1)
has a unique solution {x
n
}

n=−2
.
As we have seen in previous chapters, very often a good strategy for obtaining global
attractivity results for Eq(A.1) is to work in the regions where the function f(x, y, z) is
monotonic in its arguments. In this regard there are eight possible scenarios depending
on whether f(x, y, z) is non decreasing in all three arguments, or non increasing in two
arguments and non decreasing in the third, or non increasing in one and non decreasing
in the other two, or non decreasing in all three.
Theorem A.0.1 Let [a, b] be an interval of real numbers and assume that
f : [a, b]
3
→[a, b]
is a continuous function satisfying the following properties:
(a) f(x, y, z) is non-decreasing in each of its arguments;
(b) The equation
f(x, x, x) = x,
has a unique solution in the interval [a, b].
Then Eq(A.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.1)
converges to x.
201
202 Appendix
Proof. Set
m
0
= a and M
0
= b
and for i = 1, 2, . . . set
M
i
= f(M
i−1
, M
i−1
, M
i−1
) and m
i
= f(m
i−1
, m
i−1
, m
i−1
).
Now observe that for each i ≥ 0,
m
0
≤ m
1
≤ . . . ≤ m
i
≤ . . . ≤ M
i
≤ . . . ≤ M
1
≤ M
0
,
and
m
i
≤ x
k
≤ M
i
for k ≥ 3i + 1.
Set
m = lim
i→∞
m
i
and M = lim
i→∞
M
i
.
Then
M ≥ limsup
i→∞
x
i
≥ liminf
i→∞
x
i
≥ m (A.2)
and by the continuity of f,
m = f(m, m, m) and M = f(M, M, M).
In view of (b),
m = M = x,
from which the result follows. 2
Theorem A.0.2 Let [a, b] be an interval of real numbers and assume that
f : [a, b]
3
→[a, b]
is a continuous function satisfying the following properties:
(a) f(x, y, z) is non-decreasing in x and y ∈ [a, b] for each z ∈ [a, b], and is non-
increasing in z ∈ [a, b] for each x and y ∈ [a, b];
(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system
m = f(m, m, M) and M = f(M, M, m)
then
m = M.
Then Eq(A.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.1) converges
to x.
Appendix 203
Proof. Set
m
0
= a and M
0
= b
and for each i = 1, 2, . . . set
M
i
= f(M
i−1
, M
i−1
, m
i−1
)
and
m
i
= f(m
i−1
, m
i−1
, M
i−1
).
Now observe that for each i ≥ 0
a = m
0
≤ m
1
≤ . . . ≤ m
i
≤ . . . M
i
≤ . . . M
1
≤ M
0
= b.
and
m
i
≤ x
k
≤ M
i
for k ≥ 3i + 1.
Set
m = lim
i→∞
m
i
and M = lim
i→∞
M
i
.
Then (A.2) holds and by the continuity of f,
m = f(m, m, M) and M = f(M, M, m).
Therefore in view of (b)
m = M
from which the result follows. 2
Theorem A.0.3 Let [a, b] be an interval of real numbers and assume that
f : [a, b]
3
→[a, b]
is a continuous function satisfying the following properties:
(a) f(x, y, z) is non-decreasing in x and z in [a, b] for each z ∈ [a, b], and is non-
increasing in y ∈ [a, b] for each x and z in [a, b];
(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system
M = f(M, m, M) and m = f(m, M, m)
then
m = M.
Then Eq(A.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.1) converges
to x.
204 Appendix
Proof. Set
m
0
= a and M
0
= b
and for each i = 1, 2, . . . set
M
i
= f (M
i−1
, m
i−1
, M
i−1
)
and
m
i
= f (m
i−1
, M
i−1
, m
i−1
) .
Now observe that for each i ≥ 0
a = m
0
≤ m
1
≤ . . . ≤ m
i
≤ . . . M
i
≤ . . . M
1
≤ M
0
= b.
and
m
i
≤ x
k
≤ M
i
for k ≥ 3i + 1.
Set
m = lim
i→∞
m
i
and M = lim
i→∞
M
i
.
Then (A.2) holds and by the continuity of f,
m = f (m, m, M) and M = f (M, M, m) .
Therefore in view of (b)
m = M
from which the results follows. 2
Theorem A.0.4 Let [a, b] be an interval of real numbers and assume that
f : [a, b]
3
→[a, b]
is a continuous function satisfying the following properties:
(a) f(x, y, z) is non-increasing in x for each y and z ∈ [a, b] and is non-decreasing
in y and z for each x, y ∈ [a, b];
(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system
M = f(m, M, M) and m = f(M, m, m)
then
m = M.
Then Eq(A.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.1) converges
to x.
Appendix 205
Proof. Set
m
0
= a and M
0
= b
and for each i = 1, 2, . . . set
M
i
= f(m
i−1
, M
i−1
, M
i−1
)
and
m
i
= f(M
i−1
, m
i−1
, m
i−1
).
Now observe that for each i ≥ 0
m
0
≤ m
1
≤ . . . ≤ m
i
≤ . . . M
i
≤ . . . M
1
≤ M
0
= b
and
m
i
≤ x
k
≤ M
i
for k ≥ 3i + 1.
Set
m = lim
i→∞
m
i
and M = lim
i→∞
M
i
.
Then (A.2) holds and by the continuity of f,
M = f(m, M, M) and m = f(M, m, m).
Therefore in view of (b)
m = M
from which the results follows. 2
Theorem A.0.5 Let [a, b] be an interval of real numbers and assume that
f : [a, b]
3
→[a, b]
is a continuous function satisfying the following properties:
(a) f(x, y, z) is non-decreasing in x for each y and z ∈ [a, b] and is non-increasing
in y and z for each x ∈ [a, b];
(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system
M = f(M, m, m) and m = f(m, M, M)
then
m = M.
Then Eq(A.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.1) converges
to x.
206 Appendix
Proof. Set
m
0
= a and M
0
= b
and for each i = 1, 2, . . . set
M
i
= f(M
i−1
, m
i−1
, m
i−1
)
and
m
i
= f(m
i−1
, M
i−1
, M
i−1
).
Now observe that for each i ≥ 0
m
0
≤ m
1
≤ . . . ≤ m
i
≤ . . . M
i
≤ . . . M
1
≤ M
0
= b
and
m
i
≤ x
k
≤ M
i
for k ≥ 3i + 1.
Set
m = lim
i→∞
m
i
and M = lim
i→∞
M
i
.
Then (A.2) holds and by the continuity of f,
M = f(M, m, m) and m = f(m, M, M).
Therefore in view of (b)
m = M
from which the results follows. 2
Theorem A.0.6 Let [a, b] be an interval of real numbers and assume that
f : [a, b]
3
→[a, b]
is a continuous function satisfying the following properties:
(a) f(x, y, z) is non-decreasing in y for each x and z ∈ [a, b] and is non-increasing
in x and z for each y ∈ [a, b];
(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system
M = f(m, M, m) and m = f(M, m, M)
then
m = M.
Then Eq(A.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.1) converges
to x.
Appendix 207
Proof. Set
m
0
= a and M
0
= b
and for each i = 1, 2, . . . set
M
i
= f(m
i−1
, M
i−1
, m
i−1
)
and
m
i
= f(M
i−1
, m
i−1
, M
i−1
).
Now observe that for each i ≥ 0
m
0
≤ m
1
≤ . . . ≤ m
i
≤ . . . M
i
≤ . . . M
1
≤ M
0
= b
and
m
i
≤ x
k
≤ M
i
for k ≥ 3i + 1.
Set
m = lim
i→∞
m
i
and M = lim
i→∞
M
i
.
Then (A.2) holds and by the continuity of f,
M = f(m, M, m) and m = f(M, m, M).
Therefore in view of (b)
m = M
from which the results follows. 2
Theorem A.0.7 Let [a, b] be an interval of real numbers and assume that
f : [a, b]
3
→[a, b]
is a continuous function satisfying the following properties:
(a) f(x, y, z) is non-decreasing in z for each x and y in [a, b] and is non-increasing
in x and y for each z ∈ [a, b];
(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system
M = f(m, m, M) and m = f(M, M, m)
then
m = M.
Then Eq(A.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.1) converges
to x.
208 Appendix
Proof. Set
m
0
= a and M
0
= b
and for each i = 1, 2, . . . set
M
i
= f(m
i−1
, m
i−1
, M
i−1
)
and
m
i
= f(M
i−1
, M
i−1
, m
i−1
).
Now observe that for each i ≥ 0
m
0
≤ m
1
≤ . . . ≤ m
i
≤ . . . M
i
≤ . . . M
1
≤ M
0
= b
and
m
i
≤ x
k
≤ M
i
for k ≥ 3i + 1.
Set
m = lim
i→∞
m
i
and M = lim
i→∞
M
i
.
Then (A.2) holds and by the continuity of f,
M = f(m, m, M) and m = f(M, M, m).
Therefore in view of (b)
m = M
from which the results follows. 2
Theorem A.0.8 Let [a, b] be an interval of real numbers and assume that
f : [a, b]
3
→[a, b]
is a continuous function satisfying the following properties:
(a) f(x, y, z) is non-increasing in all three variables x, y, z in [a, b];
(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system
M = f(m, m, m) and m = f(M, M, M)
then
m = M.
Then Eq(A.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.1) converges
to x.
Appendix 209
Proof. Set
m
0
= a and M
0
= b
and for each i = 1, 2, . . . set
M
i
= f(m
i−1
, m
i−1
, m
i−1
)
and
m
i
= f(M
i−1
, M
i−1
, M
i−1
).
Now observe that for each i ≥ 0
m
0
≤ m
1
≤ . . . ≤ m
i
≤ . . . M
i
≤ . . . M
1
≤ M
0
= b
and
m
i
≤ x
k
≤ M
i
for k ≥ 3i + 1.
Set
m = lim
i→∞
m
i
and M = lim
i→∞
M
i
.
Then (A.2) holds and by the continuity of f,
M = f(m, m, m) and m = f(M, M, M).
Therefore in view of (b)
m = M
from which the results follows. 2
The above theorems can be easily extended to the general difference equation of order
p
x
n+1
= f(x
n
, x
n−1
, . . . , x
n−p+1
), n = 0, 1, . . . (A.3)
where
f : I
p
→I
is a continuous function. In this case, there are 2
p
possibilities for the function f to
be non decreasing in some arguments and non increasing in the remaining arguments.
This gives 2
p
results of the type found in Theorems A.0.1-A.0.8. Let us formulate one
of these results.
Theorem A.0.9 Let [a, b] be an interval of real numbers and assume that
f : [a, b]
p
→[a, b]
is a continuous function satisfying the following properties:
(a) f(u
1
, u
2
, . . . , u
p
) is non decreasing in the second and the third variables u
2
and
u
3
and is non increasing in all other variables.
210 Appendix
(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system
M = f(m, M, M, m, . . . , m) and m = f(M, m, m, M, . . . , M)
then
m = M.
Then Eq(A.3) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.3) converges
to x.
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Index
basin of attraction of a two cycle, 38
classification of equation types, 3
convergence to period-two solutions, 38
Discrete Epidemic Models, 128
equilibrium point, 5, 29
existence of prime period-two solution,
35
existence of solutions, 2
fixed point, 5
Flour Beetle Model, 129
forbidden set, 2, 17
full limiting sequence, 15
full limiting solution, 16
gingerbreadman map, 75
global asymptotic stability of the zero
equilibrium, 9, 31
global attractivity of the positive equi-
librium, 9–14
global attractor, 6
globally asymptotically stable, 6
invariant, 71
invariant interval, 41–42, 184–189
limiting solution, 15
linearized stability analysis, 5, 183
linearized stability theorem, 6
local asymptotic stability of a two cycle,
36
local stability of the positive equilibrium
, 32
local stability of the zero equilibrium, 30
locally asymptotically stable, 6
locally stable, 6
Lyness’ equation, 2, 70
May’s host parasitoid model, 75
negative feedback condition, 9
negative semicycle, 25
nonoscillatory, 25
open problems and conjectures, 43–46,
49–51, 64–68, 72–75, 123–130, 134–
136, 138–139, 163–166, 180–182,
192–200
oscillate about x, 25
oscillate about zero, 25
periodic solution, 7
periodic solutions with the same period,
33
Pielou’s discrete delay logistic model, 2,
66
Pielou’s equation, 57
Plant-herbivore system, 128
population model, 66, 129
positive equilibrium, 9
positive semicycle, 24
prime period p solution, 7
repeller, 6, 7
Riccati difference equation, 1, 17, 78
Riccati number, 18
saddle point, 7
semicycle analysis, 24–28
signum invariant, 38
sink, 7
217
218 INDEX
source, 6
stability of equilibrium, 5
stability trichotomy, 10
stable manifold, 8
stable manifold theorem in the plane, 7
strictly oscillatory, 25
table of invariant intervals, 42, 189
trichotomy character, 168
type of equation
(1, 1)-type, 47–48
(1, 2)-type, 53–54
(1, 3)-type, 131
(2, 1)-type, 69–70
(2, 2)-type, 77–78
(2, 3)-type, 141
(3, 1)-type, 137
(3, 2)-type, 167
(3, 3)-type, 183
unstable equilibrium, 6
unstable manifold, 8

DYNAMICS of SECOND ORDER RATIONAL DIFFERENCE EQUATIONS
With Open Problems and Conjectures

DYNAMICS of SECOND ORDER RATIONAL DIFFERENCE EQUATIONS
With Open Problems and Conjectures
M. R. S. Kulenovi´ c G. Ladas

CHAPMAN & HALL/CRC
Boca Raton London New York Washington, D.C.

Direct all inquiries to CRC Press LLC.S. Trademark Notice: Product or corporate names may be trademarks or registered trademarks. Neither this book nor any part may be reproduced or transmitted in any form or by any means. Corporate Blvd.Library of Congress Cataloging-in-Publication Data Kulenovi´. II.R. cm. (Mustafa R. c p. Kulenovi´ .S. Ladas. ISBN 1-58488-275-1 1. QA431 .crcpress. Government works International Standard Book Number 1-58488-275-1 Library of Congress Card Number 20010370 Printed in the United States of America 1 2 3 4 5 6 7 8 9 0 Printed on acid-free paper . but the author and the publisher cannot assume responsibility for the validity of all materials or for the consequences of their use. for creating new works.) c Dynamics of second order rational difference equations : with open problems and conjectures / M. 2000 N. and recording. or by any information storage or retrieval system.W. Includes bibliographical references and index. Title.com © 2002 by Chapman & Hall/CRC No claim to original U.S.S. Boca Raton. and are used only for identification and explanation. microfilming.K84 2001 515′. Specific permission must be obtained in writing from CRC Press LLC for such copying. and sources are indicated. or for resale.625—dc21 20010370 This book contains information obtained from authentic and highly regarded sources. I. Visit the CRC Press Web site at www. A wide variety of references are listed. without intent to infringe. Florida 33431. The consent of CRC Press LLC does not extend to copying for general distribution.R.. G. G.E. Reasonable efforts have been made to publish reliable data and information. M. without prior permission in writing from the publisher. Ladas. including photocopying. electronic or mechanical. for promotion. Difference equations—Numerical solutions. Reprinted material is quoted with permission.

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1)-Type Equations 3. 1. . . 1. 2. . . . . . . . . . . .6 The Riccati Equation . . . . . . . . . 1. . . . .2 The Case α = γ = A = B = 0 : xn+1 = Cxn−1 3. . . . . . . . . . . . . . . .1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . βxn 3. . . . . . . . . . . . . . . . . . . . 2. . . . . . . .8 Invariant Intervals . . . . . . . . . . .4 Open Problems and Conjectures .4 Global Attractivity of the Positive Equilibrium . . .5 Limiting Solutions . . . . . . . . . . 2. . . . . . . . . . 2. . . . . . . . Periodicity. . . . . . . . . . . v .2 The Stable Manifold Theorem in the Plane . . . . . . and Invariant Intervals 2. . .1 Equilibrium Points . . . . . . . . 1. . . . 2. . . . . . . . . . . . . . . . . . .5 Existence of Prime Period-Two Solutions . . . . . . . Semicycles. . . . . . . . . . 2. . . . . 3 (1. . . ix xi 1 5 5 7 9 9 14 17 24 29 29 30 32 33 35 36 38 41 43 47 47 48 49 49 . . . . . . .4 When is Every Solution Periodic with the Same Period? . . . . . . . . . . . . . 2. . . . . . . . . . . . . . . . .6 Local Asymptotic Stability of a Two Cycle . . . . . . . . . . . . .3 The Case α = β = A = C = 0 : xn+1 = γxn−1 . . . . . . . . . . Bxn 3.7 Convergence to Period-Two Solutions When C=0 . . . . . . . . .1 Definitions of Stability and Linearized Stability Analysis 1. . . . . . . . . . . . . . . . . . . . .3 Global Asymptotic Stability of the Zero Equilibrium . . . .Contents Preface Acknowledgements Introduction and Classification of Equation Types 1 Preliminary Results 1. . . . .3 Local Stability of the Positive Equilibrium . . .7 Semicycle Analysis . . . . . . . . . . . . . 1. . 2. . . . . . . . . . . . . . . . . . . . . . .2 Stability of the Zero Equilibrium . . . . . . . . . . 2 Local Stability. . . . . . . . . . . . . .9 Open Problems and Conjectures . . . . .

. . . . . . . . . . . . . . . . . α+γxn−1 6. . . . .1 Semicycle Analysis . . . . . . . . . . . . . . . . . . 4. . . . . . . . . . . . . . . . . . . . . . . .3 The Case p > 1 . A+Bxn γxn−1 Bxn +Cxn−1 Pielou’s Equation . . . . . . . . . . . . . . 6. . . . . .1 Existence and Local Stability of Period-Two Cycles . . .5 The Case α = γ = A = 0 : xn+1 = 4. . . . . . . .4 . . . .7. . . . 6. . . . 6. . . . . . . . . . . . . . . . . .4. . . . . . . . . . . . .5. . . . . .4. . . . . . . . . . . . . . . . . . . .4 The Case α = γ = B = 0 : xn+1 = 4. . . . βxn A+Cxn−1 βxn Bxn +Cxn−1 γxn−1 . . . 6. . .6. . .7 The Case α = β = A = 0 : xn+1 = 4. . . . . . . . . . . .7. . . .3 The Case γ = B = 0 : xn+1 = A+Cxn−1 . . . .4 Global Attractivity When q < 1 . . . . .4. . . . . . . . .Lyness’ Equation Cxn−1 n−1 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bx 5. . 55 4. . . . . . . . .2 The Case γ = C = 0 : xn+1 = A+Bxn . . . . . . . . . . . 5 (2. .6 The Case β = A = 0 : xn+1 = Bxn +Cxn−1 . . . . . .5. . . . . . . . . . . . . . .8 Open Problems and Conjectures . 1)-Type Equations 5. . . . . . .2 Semicycle Analysis of Solutions When q ≤ 1 . . .1 Invariant Intervals . .5. . . . . . . . .7. . . . .6. . . . . .3 The Case q > 1 . . . .7.1 Introduction . . .6. . . . . n 6. . . . . . . .4 Open Problems and Conjectures . . . . .2 Semicycle Analysis . . . . . . . . . . . . . . . A+Bxn 6. . . .3 Global Stability and Boundedness . . .3 Semicycle Analysis and Global Attractivity When q = 1 . . 79 6.3 Semicycle Analysis . .1 Introduction . . . . The Case γ = A = 0 : xn+1 = Bxα+βxn n +Cxn−1 6. . . . . . . .3 The Case β = A = C = 0 : xn+1 = α+γxn . . . 4. . .vi Contents 4 (1. . . . . . . n +γx 6. . . . . 4. .5 The Case β = C = 0 : xn+1 = α+γxn−1 . . . . . . . . . . . . . 6. . . .7. . . . . . . . . . . . . . . . 57 58 59 60 61 62 62 64 69 69 70 72 72 . . . . . .7. . .2 The Case β = γ = C = 0 : xn+1 = A+Bxn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Introduction . 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . 6. . . . . . . . . . .6. . 5. . . . .2 Invariant Intervals . . . . 54 α 4. . 6. . . . . . . . . . . . . . . . . . . . . . . . . 78 n α+βxn 6. 6 (2. . . . . . . . . . . . . . .7. 6. . . . . . . . . . . . . . .2 The Case q < 1 . . . . 77 α+βx 6. . . . . . . . . . . . . . . . . . 82 83 84 87 89 90 90 91 92 93 96 97 100 101 102 103 105 107 . . . . . . . . . .7 The Case α = C = 0 : xn+1 = βxA+Bxn−1 . . . . . . . . . . . . . . .Riccati Equation . .6 The Case α = β = C = 0 : xn+1 = 4. . . . 2)-Type Equations 77 6. . . . . . . . . . . . . . . .3 The Case β = γ = A = 0 : xn+1 = Bxn +Cxn−1 .2 The Case p = 1 . 6. . . . . . . . . . . . . . .1 Invariant Intervals . . 2)-Type Equations 53 4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 The Case γ = A = B = 0 : xn+1 = α+βxn . . . . . . . . . . . 6. . . . . . . . . . 53 α 4. . . .1 The Case p < 1 . . . . . . . . .4 Global Behavior of Solutions . . . .

. . 9.2 The Case γ = 0 : xn+1 = A+Bxn +Cxn−1 . . . . . .5 Long-term Behavior of Solutions When q > 1 6. .8. . . . . . . . 9. . . . . . . .1 Introduction . α+γxn−1 9.4 Global Stability Analysis When p > q . . . . . . . . . . . . . . . . 6. . 6. α+βxn 9. . 9. .9 The Case α = A = 0 : xn+1 = Bxn +Cxn−1 . . . . . . . . . . . 133 +Cx 7. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Semicycle Analysis . . . . . . . . . 134 8 (3. . . . . . . . . .2. . . . . . . . . . .3 Semicycle Analysis . . .9. . . . . . . . .7. . . . . . βxn 9. . . . . . . . . . . n−1 6. . . . . . . . . . . . .4. . . βxn +γx 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 The Case α = γ = 0 : xn+1 = A+Bxβxn n−1 . . . . . . . . . . . . . . .4 The Case α = 0 : xn+1 = A+Bx+γxn−1 . . . . . . . . .3 Global Stability Analysis When p < q . . . . . . . . . . . . .2 Invariant Intervals . . . . . . . . . . .4. . . . . . . . . . . . . . 6. . . . . .2 Open Problems and Conjectures .4 Global Stability . . . . . . . . 138 9 (2. . . . . . . 131 +Cx 7. . . . . . . .4 The Case α = β = 0 : xn+1 = A+Bxnn−1 n−1 . . . . . . . . . . . . 1)-Type Equations 137 8. . . . . . . . . . . . 141 141 141 142 143 144 147 149 150 154 156 157 157 158 160 162 163 . . . . 137 8. .2 Convergence of Solutions . . . . . . . 6. . . . . . .2. . . . . .9. . . . . . . . . . . . . . . . . . . . . . . . . . .8. 9. . . . . . .1 Introduction . . . . . . . . . . . . .1 Invariant Intervals and Semicycle Analysis . . . . . . . . 2 9. . . . . . . . . . . .10 Open Problems and Conjectures . . .3. .1 Boundedness of Solutions . .3 The Case β = 0 : xn+1 = A+Bxn +Cxn−1 . .2 The Case β = γ = 0 : xn+1 = A+Bxnα n−1 . . . . . .3. . . . . . . . . . . . .3 Convergence of Solutions . . A+Cxn−1 6. . . . . . . . . . . . . . .1 Introduction . . . . . . . . . . . .2. .1 Existence of a Two Cycle . . . . . . . . . . . . . . . . 9. . . . . . . .9. . . . . . . .2 Global Stability of the Positive Equilibrium . .Contents 6. . . . . . . . . . . . . . .2 Invariant Intervals . . . . . . .3. . . . . .4 Global Asymptotic Stability . . . . . . . . . . . . vii 107 109 110 112 113 114 117 117 123 123 7 (1. . . . . . . . . . . . . . . . . . . . . . . . . . . . 3)-Type Equations 9. . . . . . . . . . . .1 Existence and Local Stability of Period-Two Cycles 9. . . . . . . . . . 9. . . . .1 Invariant Intervals . . . . . . . . 9. . . 131 7. . . . . . . . . . . . . . .2. . . . . . . . . . . . . . .8 The Case α = B = 0 : xn+1 = βxn +γxn−1 . .3. . . . . . . . . . . . . . . . . . . . .9. 3)-Type Equations 131 7. . 9. . . . . . . . . . 9. . . . .5 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . .5 Semicycle Analysis When pr = q + qr . . . . n +Cxn−1 9. . 6. . . . . . .5 Open Problems and Conjectures . . . . . 132 n +Cx γx 7. . . . . . . . . . . . .3. . .

. . . . . . A Global Attractivity for Higher Order Equations Bibliography Index . . . . . . . . . . . . . . . . . . . .3 The Case B = 0 : xn+1 = α+βxn +γxn−1 . . . . . . . . . . . . . . . . . . 11 The 11. . . . . . . A+Cxn−1 10. . . . . . . . . . . . . . . . . . . . . . . . . 10. . . . . . . . . 2)-Type Equations 10. . . . . . .3. . . . . 10. . . . . . . . . . . . . . . . n +γxn−1 10. .1 Global Stability .3. . .1 Proof of Part (b) of Theorem 10.2. Bxn 10. . . . . . . . . . . . . . . .2 Convergence of Solutions . . . . . 11. . . . . . .2 11.2 Proof of Part (c) of Theorem 10. . . . . . . . .1 Introduction . . . . . . . . . . . . . . . . . . 10. . . . .1 10. . . . .4. . . . . . . . . . . . . . . . . . . . . . . . . . . . Convergence Results . . . . . . . . 11. . Invariant Intervals . . . .viii 10 (3. . . . α+βx (3. . . . . . .1 Invariant Intervals . . . . . A+Bxn 10. . . . . .3.2. .2. . . . . .3 Convergence of Solutions . . . . . . . . . . . . . . . . . . 3)-Type Equation xn+1 = A+Bxn +γxn−1 n +Cxn−1 Linearized Stability Analysis .4. . . . .1 11. . .5 Open Problems and Conjectures . . . . . . . . . .3 Contents 167 167 167 169 172 172 173 173 174 175 177 179 180 183 183 184 189 191 192 201 211 217 . . . . . . . . . . . . . . . . . . . . .2 Global Stability When p ≥ r .4 Open Problems and Conjectures . . . . . .2. . . . . . . . . . . . . . . 10. . . . . . . . . . . . . . . . . . . . . . . . . .3. . .4 The Case A = 0 : xn+1 = α+βx+Cxn−1 . . . . . . . . . . .2 The Case C = 0 : xn+1 = α+βxn +γxn−1 . . . . . . . . . . . . . . . . . . . . . .1 10. . . . . . . . . . . . . . . . . . . 10. . . . . . . . . . . .1 Invariant Intervals . . . .

In an appendix. . C and the initial conditions x−1 and x0 are nonnegative real numbers. a large number of equations whose dynamics have not been thoroughly understood yet and remain a great challenge for further investigation. In particular we present necessary and sufficient conditions for Eq(1) to have period-two solutions and we also present a table of invariant intervals. the global stability. A + Bxn + Cxn−1 n = 0. at the end of this monograph. In Chapters 3 to 11 we present the known results and derive several new ones on the various types of equations which comprise Eq(1). ix . (1) where the parameters α.Preface In this monograph. as special cases. this is a self-contained monograph and the main prerequisite that the reader needs to understand the material presented here and to be able to attack the open problems and conjectures is a good foundation in analysis. A. γ. Chapter 1 contains some basic definitions and some general results which are used throughout the book. It is an amazing fact that Eq(1) contains. and the periodicity of solutions of all rational difference equations of the form xn+1 = α + βxn + γxn−1 . β. we present some global attractivity results for higher order difference equations which may be useful for extensions and generalizations. . In Chapter 2 we present some general results about periodic solutions and invariant intervals of Eq(1). We believe that the results about Eq(1) are of paramount importance in their own right and furthermore we believe that these results offer prototypes towards the development of the basic theory of the global behavior of solutions of nonlinear difference equations of order greater than one. 1. we present the known results and derive several new ones on the boundedness. . Every chapter in this monograph contains several open problems and conjectures related to the particular equation which is investigated and its generalizations. B. To this end we pose several Open Problems and Conjectures which we believe will stimulate further interest towards a complete understanding of the dynamics of Eq(1) and its functional generalizations. In this sense. The techniques and results which we develop in this monograph to understand the dynamics of Eq(1) are also extremely useful in analyzing the equations in the mathematical models of various biological systems and other applications.

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McGrath. J. C. We are thankful to Professors R. M. C. F. T. S. Martins. Kosmala. C. Feuer. DeVault. C. E. Amleh. R. Schultz. Cunningham. E. M. H. L.Acknowledgements This monograph is the outgrowth of lecture notes and seminars which were given at the University of Rhode Island during the last five years. D. S. Teixeira. W. A. Radin. Kent. Driver. Predescu. W. A. Gibbons. K. Grove. Valicenti. Camouzis. Briden. Wilkinson for their enthusiastic participation and useful suggestions which helped to improve the exposition. Sizer and to our graduate students A. I. C. Merino. Prokup. E. M. J. W. Hoag. and W. S. Rodrigues. Clark. L. P. Janowski. N. El-Metwally. O. and K. xi .

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To Senada and Theodora .

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The Riccati difference equation when γ = C = 0. See Section 1. etc. [42]. We believe that the results about Eq(1) are of paramount importance in their own right and furthermore we believe that these results offer prototypes towards the development of the basic theory of the global behavior of solutions of nonlinear difference equations of order greater than one. Eq(1) includes among others the following well known classes of equations: 1. It is an amazing fact that Eq(1) contains as special cases. . [21]. in addition to the basic description of the solutions 1 . the global stability. A. To this end we pose several Open Problems and Conjectures which we believe will stimulate further interest towards a complete understanding of the dynamics of Eq(1) and its functional generalizations.6 where. such as [1]. β. 1. The techniques and results which we develop in this monograph to understand the dynamics of Eq(1) are also extremely useful in analyzing the equations in the mathematical models of various biological systems and other applications. γ. and the periodicity of solutions of all rational difference equations of the form xn+1 = α + βxn + γxn−1 . a large number of equations whose dynamics have not been thoroughly established yet. B. This equation is studied in many textbooks on difference equations. . . C are nonnegative real numbers and the initial conditions x−1 and x0 are arbitrary nonnegative real numbers such that A + Bxn + Cxn−1 > 0 for all n ≥ 0. [41]. A + Bxn + Cxn−1 n = 0. (1) where the parameters α. we present the known results and derive several new ones on the boundedness.Introduction and Classification of Equation Types In this monograph.

1. An example of such a problem is the following: Open Problem Find all initial points (x−1 . and Section 1. [18]. [69]. we introduce the forbidden set of the equation. [55]. For example. 75). .7 and 10. See [42]. Hence the solution {xn } of Eq(2) exists for all n ≥ 0. [32]. See ([42]. 2. . [67]. Pielou’s discrete delay logistic model when α = γ = B = 0. [57].2.4. . This is the set F of all initial conditions x0 ∈ R through which the equation xn+1 = α + βxn A + Bxn (2) is not well defined for all n ≥ 0. n = 0. it is interesting to note the similarities of the dynamics of the population model xn+1 = α + βxn−1 e−xn . 1.2. p. . and Section 5. The problem of existence of solutions for difference equations is of paramount importance but so far has been systematically neglected.6 for some results in this regard. 1 + xn n = 0. Lyness’ equation when γ = A = B = 0. See [13]. and the rational equation xn+1 = α + αxn + βxn−1 . We believe that the techniques which we develop in this monograph to understand the dynamics of Eq(1) will also be of paramount importance in analyzing the equations in the mathematical models of various biological systems and other applications. See [13]. [44]. A characteristic feature of this equation is that it possesses an invariant which can be used to understand the character of its . . Throughout this monograph we pose several open problems related to the existence of solutions of some simple equations with the hope that their investigation may throw some light into this very difficult problem. [49]. This is a fascinating equation with many interesting extensions and generalizations.2 Introduction and Classification of the Riccati equation. See [24] and Sections 2. / if and only if x0 ∈ F. [66]. 3. and Section 4. x0 ) ∈ R × R through which the equation xn−1 xn+1 = −1 + xn is well defined for all n ≥ 0. . .

3}. 1. 2). [43]. as special cases. In this sense. For convenience we classify all the special cases of Eq(1) as follows. a large number of equations whose dynamics have not been thoroughly established yet. many special cases of Eq(1) are not thoroughly understood yet and remain a great challenge for further investigation. is bounded. . For example the following equations xn . (2. Eq(1) contains 49 equations as follows: 9 equations of type (1. . . Let k and l be positive integers from the set {1. . We will say that a special case of Eq(1) is of (k. n = 0. . 1). . Our goal in this monograph is to familiarize readers with the recent techniques and results related to Eq(1) and its extensions. 21 are either trivial. [45] and [52]-[54]. 3). 1. l)-type if the equation is of the form of Eq(1) with k positive parameters in the numerator and l positive parameters in the denominator. (2. or linear. . xn+1 = xn−1 where α ∈ (0. n = 0. and to bring to their attention several Open Research Problems and Conjectures related to this equation and its functional generalization. for example. 1) 3 equations of type (2. [15]. 3) respectively. 1. . γ + xn−1 1 + xn . It is an amazing fact that Eq(1) contains. . n = 0. n = 0. xn+1 = xn−1 α + βxn xn+1 = . . 3) 3 equations of type (3. 2. [42].Introduction and Classification 3 solutions. or of the Riccati type. . [29]. xn+1 = xn−1 βxn + γxn−1 . . . 1). . 1) 9 equations of type (2. 2) 1 equation of type (3. However to this day. 1. 2) 3 equations of type (1. See [7]. that every positive solution of the difference equation α + xn . 2) 9 equations of type (2. xn+1 = A + Bxn + Cxn−1 are of types (1. The remaining 28 are quite interesting nonlinear difference equations. . n = 0. 3) 3 equations of type (3. Without the use of this invariant we are still unable to show. 1. 1) 9 equations of type (1. [28]. Of these 49 equations. and (2. . Some of them have been recently investigated and have led to the development of some general theory about difference equations. ∞).

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Then for every set of initial conditions x0 . . 1. 1. [41]. xn = x for n ≥ 0 is a solution of Eq(1. x−1 ∈ I. [4]. xn−1 ). n = 0. the difference equation xn+1 = f (xn . (1. . n=−1 A point x ∈ I is called an equilibrium point of Eq(1. x). [63]. and [68]. [33]. . or equivalently.1 Let x be an equilibrium point of Eq(1.1.1). [34].1). See also [1]. [22]. x is a fixed point of f . The reader may just glance at the results in this chapter and return for the details when they are needed in the sequel. 5 . [16].Chapter 1 Preliminary Results In this chapter we state some known results and prove some new ones about difference equations which will be useful in our investigation of Eq(1). that is.1 Definitions of Stability and Linearized Stability Analysis f :I ×I →I Let I be some interval of real numbers and let be a continuously differentiable function. Definition 1.1) if x = f (x.1) has a unique solution {xn }∞ . [21].

there exists N ≥ 1 such that |xN − x| ≥ r. we have |xn − x| < ε for all n ≥ −1.1) is locally asymptotically stable. .1) about the equilibrium point x.3) Let lie in the open unit disk |λ| < 1. (vi) The equilibrium x of Eq(1. x−1 ∈ I with 0 < |x0 − x| + |x−1 − x| < r. there exists δ > 0 such that for all x0 . and if there exists γ > 0 such that for all x0 .2) p= is called the linearized equation associated with Eq(1.1.6 Chapter 1. (ii) The equilibrium x of Eq(1. x−1 ∈ I with |x0 − x| + |x−1 − x| < δ.1 (Linearized Stability) (a) If both roots of the quadratic equation λ2 − pλ − q = 0 (1. Then the equation yn+1 = pyn + qyn−1 .1) is called a global attractor if for every x0 . n = 0. x) ∂u ∂v denote the partial derivatives of f (u. Theorem 1.1). Clearly a source is an unstable equilibrium.1) is called locally asymptotically stable if it is locally stable. Preliminary Results (i) The equilibrium x of Eq(1. if there exists r > 0 such that for all x0 . ∂f ∂f (x. x) and q = (x. (1. n→∞ (iv) The equilibrium x of Eq(1. 1. x−1 ∈ I with |x0 − x| + |x−1 − x| < γ. (v) The equilibrium x of Eq(1.1) is called unstable if it is not stable. x−1 ∈ I we have lim xn = x. . we have n→∞ lim xn = x. then the equilibrium x of Eq(1.1) is called globally asymptotically stable if it is locally stable and a global attractor. or a repeller. .1) is called locally stable if for every ε > 0.1) is called a source. v) evaluated at the equilibrium x of Eq(1. (iii) The equilibrium x of Eq(1. .

1.2. The Stable Manifold Theorem in the Plane

7

(b) If at least one of the roots of Eq(1.3) has absolute value greater than one, then the equilibrium x of Eq(1.1) is unstable. (c) A necessary and sufficient condition for both roots of Eq(1.3) to lie in the open unit disk |λ| < 1, is |p| < 1 − q < 2. (1.4) In this case the locally asymptotically stable equilibrium x is also called a sink. (d) A necessary and sufficient condition for both roots of Eq(1.3) to have absolute value greater than one is |q| > 1 and |p| < |1 − q| . In this case x is a repeller. (e) A necessary and sufficient condition for one root of Eq(1.3) to have absolute value greater than one and for the other to have absolute value less than one is p2 + 4q > 0 and |p| > |1 − q| .

In this case the unstable equilibrium x is called a saddle point. (f ) A necessary and sufficient condition for a root of Eq(1.3) to have absolute value equal to one is |p| = |1 − q| or q = −1 and |p| ≤ 2. In this case the equilibrium x is called a nonhyperbolic point. Definition 1.1.2 if (a) A solution {xn } of Eq(1.1) is said to be periodic with period p xn+p = xn for all n ≥ −1. (1.5)

(b) A solution {xn } of Eq(1.1) is said to be periodic with prime period p, or a p-cycle if it is periodic with period p and p is the least positive integer for which (1.5) holds.

1.2

The Stable Manifold Theorem in the Plane

Let T be a diffeomorphism in I × I, i.e., one-to-one, smooth mapping, with smooth inverse. Assume that p ∈ I × I is a saddle fixed point of T, i.e., T(p) = p and the Jacobian JT (p) has one eigenvalue s with |s| < 1 and one eigenvalue u with |u| > 1.

8

Chapter 1. Preliminary Results

Let vs be an eigenvector corresponding to s and let vu be an eigenvector corresponding to u. Let S be the stable manifold of p, i.e., the set of initial points whose forward orbits (under iteration by T) p, T(p), T2 (p), . . . converge to p. Let U be the unstable manifold of p, i.e., the set of initial points whose backward orbits (under iteration by the inverse of T) p, T−1 (p), T−2 (p), . . . converge to p. Then, both S and U are one dimensional manifolds (curves) that contain p. Furthermore, the vectors vs and vu are tangent to S and U at p, respectively. The map T for Eq(1.1) is found as follows: Set un = xn−1 and vn = xn Then un+1 = xn and so T u v = v f (v, u) x x . and vn+1 = f (vn , un ) for n ≥ 0

for n ≥ 0.

Therefore the eigenvalues of the Jacobian JT

at the equilibrium point x of Eq(1.1)

are the roots of Eq(1.3). In this monograph, the way we will make use of the Stable Manifold Theorem in our investigation of the rational difference equation xn+1 = α + βxn + γxn−1 , A + Bxn + Cxn−1 n = 0, 1, . . . (1.6)

is as follows: Under certain conditions the positive equilibrium of Eq(1.6) will be a saddle point and under the same conditions Eq(1.6) will have a two cycle . . . φ, ψ, φ, ψ, . . . (1.7)

which is locally asymptotically stable. Under these conditions, the two cycle (1.7) cannot be a global attractor of all non-equilibrium solutions. See, for example, Sections 6.6 and 6.9.

1.3. Global Asymptotic Stability of the Zero Equilibrium

9

1.3

Global Asymptotic Stability of the Zero Equilibrium

When zero is an equilibrium point of the Eq(1.6), which we are investigating in this monograph (with β > 0), then the following theorem will be employed to establish conditions for its global asymptotic stability. Amazingly the same theorem is a powerful tool for establishing the global asymptotic stability of the zero equilibrium of several biological models. See, for example, [31] and [48]. Theorem 1.3.1 ([31]. See also [48], and [70]) Consider the difference equation xn+1 = f0 (xn , xn−1 )xn + f1 (xn , xn−1 )xn−1 , with nonnegative initial conditions and f0 , f1 ∈ C[[0, ∞) × [0, ∞), [0, 1)]. Assume that the following hypotheses hold: (i) f0 and f1 are non-increasing in each of their arguments; (ii) f0 (x, x) > 0 for all x ≥ 0; (iii) f0 (x, y) + f1 (x, y) < 1 for all x, y ∈ (0, ∞). Then the zero equilibrium of Eq(1.8) is globally asymptotically stable. n = 0, 1, . . . (1.8)

1.4

Global Attractivity of the Positive Equilibrium

Unfortunately when it comes to establishing the global attractivity of the positive equilibrium of the Eq(1.6) which we are investigating in this monograph, there are not enough results in the literature to cover all various cases. We strongly believe that the investigation of the various special cases of our equation has already played and will continue to play an important role in the development of the stability theory of general difference equations of orders greater than one. The first theorem, which has also been very useful in applications to mathematical biology, see [31] and [48], was really motivated by a problem in [35]. Theorem 1.4.1 ([31]. See also [35], [48], and ([42], p. 53). Let I ⊆ [0, ∞) be some interval and assume that f ∈ C[I × I, (0, ∞)] satisfies the following conditions: (i) f (x, y) is non-decreasing in each of its arguments; (ii) Eq(1.1) has a unique positive equilibrium point x ∈ I and the function f (x, x) satisfies the negative feedback condition: (x − x)(f (x, x) − x) < 0 for every x ∈ I − {x}.

Then every positive solution of Eq(1.1) with initial conditions in I converges to x.

10

Chapter 1. Preliminary Results

The following theorem was inspired by the results in [55] that deal with the global asymptotic stability of Pielou’s equation (see Section 4.4), which is a special case of the equation that we are investigating in this monograph. Theorem 1.4.2 ([42], p. 27) Assume (i) f ∈ C[(0, ∞) × (0, ∞), (0, ∞)]; (ii) f (x, y) is nonincreasing in x and decreasing in y; (iii) xf (x, x) is increasing in x; (iv) The equation xn+1 = xn f (xn , xn−1 ), n = 0, 1, . . . has a unique positive equilibrium x. Then x is globally asymptotically stable. Theorem 1.4.3 ([27]) Assume (i) f ∈ C[[0, ∞) × [0, ∞), (0, ∞)]; (ii) f (x, y) is nonincreasing in each argument; (iii) xf (x, y) is nondecreasing in x; (iv) f (x, y) < f (y, x) ⇐⇒ x > y; (v) The equation xn+1 = xn−1 f (xn−1 , xn ), n = 0, 1, . . . (1.10)

(1.9)

has a unique positive equilibrium x. Then x is a global attractor of all positive solutions of Eq(1.10). The next result is known as the stability trichotomy result: Theorem 1.4.4 ([46]) Assume f ∈ C 1 [[0, ∞) × [0, ∞), [0, ∞)] is such that x ∂f ∂f +y < f (x, y) for all x, y ∈ (0, ∞). ∂x ∂y (1.11)

Then Eq(1.1) has stability trichotomy, that is exactly one of the following three cases holds for all solutions of Eq(1.1): (i) limn→∞ xn = ∞ for all (x−1 , x0 ) = (0, 0) . (ii) limn→∞ xn = 0 for all initial points and 0 is the only equilibrium point of Eq(1.1). (iii) limn→∞ xn = x ∈ (0, ∞) for all (x−1 , x0 ) = (0, 0) and x is the only positive equilibrium of Eq(1.1).

8 and 1. In this regard there are four possible scenarios depending on whether f (x. i→∞ and M = lim Mi . M ) = m and f (M. The next two theorems are slight modifications of results which were obtained in [54] and were developed while we were working on a special case of the equation that we are investigating in this monograph. Theorems 1. b] and every solution of Eq(1. mi−1 ) and mi = f (mi−1 .) The first theorem deals with the case where the function f (x. (b) If (m. b] is a continuous function satisfying the following properties: (a) f (x. b] × [a. See also the Appendix. . . . y) is non-decreasing in x ∈ [a. . m0 ≤ m1 ≤ . M ) ∈ [a. which describes the extension of these results to higher order difference equations. and f (x. 2.4. b] is a solution of the system f (m.1) is to work in the regions where the function f (x.4. (See Section 6. y) is non-decreasing in x and non-increasing in y and the second theorem deals with the case where the function f (x. . Mi−1 ). b] → [a. Proof. ≤ M1 ≤ M0 and Set mi ≤ xk ≤ Mi m = lim mi i→∞ for k ≥ 2i + 1. or nonincreasing in one and nondecreasing in the other.4 and 6. .5 ([54]) Let [a. b] × [a. Global Attractivity of the Positive Equilibrium 11 Very often the best strategy for obtaining global attractivity results for Eq(1. b]. . m) = M.4. b] for each x ∈ [a. . Theorem 1. y) is nondecreasing in both arguments. Set m0 = a and M0 = b and for i = 1. then m = M . b] for each y ∈ [a. Now observe that for each i ≥ 0. y) is non-increasing in x and nondecreasing in y.8 where these theorems are utilized. y). or nonincreasing in both arguments. ≤ mi ≤ . b]. set Mi = f (Mi−1 . See Sections 6. b] be an interval of real numbers and assume that f : [a.9. y) is monotonic in its arguments.1) has a unique equilibrium x ∈ [a. at the end of this monograph. . .7 below are new and deal with the remaining two cases relative to the monotonic character of f (x. ≤ Mi ≤ .1.4. y) is nonincreasing in y ∈ [a.1) converges to x. Then Eq(1.

2 Theorem 1. m = f (M. m) and M = f (m. Therefore in view of (b). and f (x. Preliminary Results M ≥ lim sup xi ≥ lim inf xi ≥ m i→∞ i→∞ (1. ≤ mi ≤ . b] be an interval of real numbers and assume that f : [a. y) is non-increasing in x ∈ [a. b] → [a. (b) The difference equation Eq(1. . b] and every solution of Eq(1. . b] for each x ∈ [a. i→∞ and M = lim Mi . m=M from which the result follows. . m=M from which the result follows. Set m0 = a and M0 = b and for i = 1. b]. and Set mi ≤ xk ≤ Mi m = lim mi i→∞ for k ≥ 2i + 1. Then Eq(1. .6 ([54]) Let [a. m = f (m. m0 ≤ m1 ≤ . M ) and M = f (M. ≤ Mi ≤ .12) holds and by the continuity of f . y) is nondecreasing in y ∈ [a. Mi−1 ) and mi = f (Mi−1 .1) has no solutions of prime period two in [a. mi−1 ). M ). b]. b] is a continuous function satisfying the following properties: (a) f (x. b]. 2. 2 .12 Then Chapter 1. . b] for each y ∈ [a. . . . . Then clearly (1.12) and by the continuity of f . In view of (b).1) converges to x. ≤ M1 ≤ M0 . m). b] × [a. Proof. set Mi = f (mi−1 . Now observe that for each i ≥ 0.4.1) has a unique equilibrium x ∈ [a.

8 Let [a. ≤ M1 ≤ M0 . Set m0 = a and M0 = b and for i = 1. ≤ Mi ≤ .1) has a unique equilibrium x ∈ [a. Then Eq(1. b] and every solution of Eq(1.7 Let [a. set Mi = f (mi−1 . b] be an interval of real numbers and assume that f : [a. has a unique positive solution.4.4. m0 ≤ m1 ≤ . m) = M and f (M.1) has a unique equilibrium x ∈ [a. Then Eq(1. i→∞ and M = lim Mi . y) is non-increasing in each of its arguments. b] × [a. and Set mi ≤ xk ≤ Mi m = lim mi i→∞ for k ≥ 2i + 1. b] × [a. b] and every solution of Eq(1. . m=M =x from which the result follows. 2 Theorem 1. . (b) The equation f (x. b] be an interval of real numbers and assume that f : [a. M ) and M = f (m. 13 then m = M . . ≤ mi ≤ . M ) ∈ [a. Now observe that for each i ≥ 0. b] is a continuous function satisfying the following properties: (a) f (x. . Global Attractivity of the Positive Equilibrium Theorem 1. . .1. Proof. . m = f (M. b] → [a. y) is non-decreasing in each of its arguments. (b) If (m.1) converges to x. . mi−1 ) and mi = f (Mi−1 . Then clearly (1. Mi−1 ). b] is a continuous function satisfying the following properties: (a) f (x. b] × [a. b] → [a. In view of (b). . .12) holds and by the continuity of f . M ) = m. x) = x.4.1) converges to x. 2. m). b] is a solution of the system f (m.

13) .12) is satisfied and by the continuity of f . (1. Let J be some interval of real numbers. set Mi = f (Mi−1 . where A. 2. . m) and M = f (M.1) such that A ≤ xn ≤ B for all n ≥ −1. . . and mi ≤ xk ≤ Mi Set m = lim mi i→∞ for k ≥ 2i + 1. from which the result follows. Now observe that for each i ≥ 0. Assume that {xn }∞ n=−1 is a solution of Eq(1. xn−1 ). m0 ≤ m1 ≤ . f ∈ C[J × J. Preliminary Results m0 = a and M0 = b and for i = 1. Then clearly the inequality (1. Let L be a limit point of the solution {xn }∞ n=−1 (For example L is the limit superior S or the limit inferior I of the solution).5 Limiting Solutions The concept of limiting solutions was introduced by Karakostas [37] (see also [40]) and is a useful tool in establishing that under certain conditions a solution of a difference equation which is bounded from above and from below has a limit. In this section we first give a self-contained version of limiting solutions the way we will use them in this monograph. n ≥ −k + 1. . . . Mi−1 ) and mi = f (mi−1 .14 Proof. . . Now with the above hypotheses. ≤ M1 ≤ M0 . ∞ we will show that there exists a solution {Ln }n=−k of the difference equation xn+1 = f (xn . J]. B ∈ J. ≤ mi ≤ . Set Chapter 1. i→∞ and M = lim Mi . . mi−1 ). 2 1. . m = M = x. . . m = f (m. In view of (b). M ). ≤ Mi ≤ . and let k ≥ 1 be a positive integer.

It follows by induction that the sequence L−k . . . lim xnij = L and lim xnij −1 = L−1 . L−3 .. . Limiting Solutions such that L0 = L 15 and for every N ≥ −k. L−1 . Therefore. . .2 below. (1. Clearly there exists a subsequence {xni }∞ of {xn }∞ i=1 n=−1 such that i→∞ lim xni = L. L−k+1 . −k+2 j→∞ = L−k and −k+1 = L−k+1 . −k Let { n }∞ n=−k be the solution of Eq(1. . is stated in the way we will use it in this monograph: . . −k ) = f (L−k+1 . i→∞ i→∞ Continuing in this way and by considering further and further subsequences we obtain ∞ numbers L−2 . j→∞ lim xnj −k = L−k . L1 = 1.13) associated with the The solution {Ln }∞ n=−k solution {xn }∞ n=−1 of Eq(1. . (See Theorem 1.. L−k and a subsequence {xnj }n=−1 such that j→∞ lim xnj = L j→∞ lim xnj −1 = L−1 . which is a consequence of the above discussion. the term LN is a limit point of the solution {xn }∞ .1.13) with Then clearly. xn−1 ). ∞ Next the subsequence {xni −1 }i=1 of {xn }∞ n=−1 also lies in interval [A. xnj −k ) = lim xnj −k+2 = L−k+2 . n=−1 is called a limiting solution of Eq(1. Karakostas takes k = ∞ and calls the solution {Ln }∞ n=−∞ a full limiting sequence of the difference equation xn+1 = f (xn .1). L0 = L = 0 . .1). = f( −k+1 . B] and so it has a ∞ further subsequence {xnij }j=1 which converges to some limit which we call L−1 .5.) ∞ We now proceed to show the existence of a limiting solution {Ln }n=−k .14) associated with the solution {xn }∞ n=−1 of Eq(1.5. n=−1 The following result. satisfies Eq(1. L−k ) j→∞ = lim f (xnj −k+1 . .13) and every term of this sequence is a limit point of the solution {xn }∞ . .

1. . .1) with limit inferior I and limit superior S. In . −1. . . Sn ∈ [I. .2 ([37]) Let J be some interval of real numbers. . which by the change of variables xn = y1 reduce to rational difference equations of the n form 1 . S0 = S. . with I0 = I. . there exist two subsequences {xrn } and {xln } of the solution {xn }∞ n=−ν such that the following are true: n→∞ (1. and let {xn }∞ n=−ν be a bounded solution of the difference equation xn+1 = f (xn . 1. See [23] and [25] for an application of Theorem 1. J]. .16) lim xrn +N = IN and n→∞ lim xln +N = SN for every N ≥ m.16) are called full limiting solutions of Eq(1. xn−1 . . IN and SN are limit points of {xn }∞ . . S ∈ J.5. xn−ν ). (1. .5. n→∞ S = lim sup xn n→∞ n = 0. . . .1 Let J be some interval of real numbers. . .13) has two solutions {In }∞ n=−k with the following properties: and {Sn }∞ n=−k I0 = I. n=−ν Furthermore for every m ≤ −ν. S ∈ J. . with I = lim inf xn .15) and with I.5. n = 0. Then there exist two solutions ∞ {In }∞ n=−∞ and {Sn }n=−∞ of the difference equation xn+1 = f (xn . Sn ∈ [I.16) associated with the solution {xn }∞ n=−k of Eq(1.15).2 to difference equations of the form xn+1 = Ai . xn−ν ) which satisfy the equation for all n ∈ Z. as developed by Karakostas. . . f ∈ C[J ν+1 . Preliminary Results Theorem 1. 1. Suppose that {xn }∞ n=−1 is a bounded solution of Eq(1. f ∈ C[J × J. .16 Chapter 1. i=0 xn−i k n = 0. and In . and let k ≥ 1 be a positive integer. S] for n ≥ −k. . 1. Then Eq(1. Theorem 1. yn+1 = k i=0 Ai yn−i . Let Z denote the set of all integers {. xn−1 .}. ∞ The solutions {In }∞ n=−∞ and {Sn }n=−∞ of the difference equation (1. 0. S] for all n ∈ Z and such that for every N ∈ Z. J]. . with I. S0 = S We now state the complete version of full limiting sequences. .

19) holds every solution of Eq(1. β. Then (1.17) will become zero for some value of n ≥ 0 is called the forbidden set F of Eq(1. which is extracted from [32].6.) The other goal we have is to describe in detail the long.6 The Riccati Equation α + βxn .19) β + A = 0. In the sequel. A.21) β B (1. Furthermore when (1. γ.20) . B. To avoid degenerate cases. A.17) regarding period-two solutions. (1. we will assume that β + A = 0.17) with x0 = is periodic with period two.17) is a linear equation and when αB − βA = 0.and short-term behavior of / solutions of Eq(1.1. A + Bxn A difference equation of the form xn+1 = n = 0. Eq(1.17).18) holds and that Eq(1.17) where the parameters α. . β.18).18) Indeed when B = 0. Eq(1. B and the initial condition x0 are real numbers is called a Riccati difference equation. C and the initial conditions x−1 .6. (1.17) when x0 ∈ F. (See also [13] and [69].1 Assume that (1. Theorem 1. The first result in this section addresses a very special case of Eq(1. The Riccati Equation 17 1. in addition to (1. One of our goals in this section is to determine the forbidden set F of Eq(1. The proof is straightforward and will be omitted.17).17) possesses a prime periodtwo solution. A + Bxn B The set of initial conditions x0 ∈ R through which the denominator A+Bxn in Eq(1. It should be mentioned here that there is practically nothing known about the forbidden set of Eq(1) (when the parameters α. (1. . . x0 are all real numbers) other than the material presented here. 1.17) reduces to βA + βxn β xn+1 = B = for all n ≥ 0. we will assume that B = 0 and αB − βA = 0.

18 Now observe that the change of variable xn = β+A A wn − B B Chapter 1.23) it follows that when R< 1 4 . . Preliminary Results for n ≥ 0 (1.17).23) and present its forbidden set F and the character of its solutions.17) have been reduced to the single parameter R of Eq(1.17) through the change of variables (1.23) βA − αB (β + A)2 is a nonzero real number. (1. If we set y = g(w) = 1 − then we note that the two asymptotes x=− of the function A B and y = β B R w α + βx A + Bx have now been reduced to the two asymptotes y = f (x) = w = 0 and y = 1 R . . From Eq(1. called the Riccati number of Eq(1. (A + Bx)2 of the function For the remainder of this section we focus on Eq(1.23).22) transforms Eq(1.17) into the difference equation wn+1 = 1 − where R= R . . 1. Similar results can be obtained for Eq(1.22). w Also note that the signum of R is equal to the signum of the derivative y =1− f (x) = βA − αB . It is interesting to note that the four parameters of Eq(1. wn n = 0.

23) has no equilibrium points.23) to the second order linear difference equation yn+2 − yn+1 + Ryn = 0. 1 The next two theorems deal with the cases R < 1 and R = 4 .1.24) yn+1 yn for n = 0. Note that in these two cases the characteristic roots of Eq(1.24) are the equilibrium points of Eq(1. . 1 w= . 4 1− √ √ 1 − 4R 1 + 1 − 4R < = w+ 2 2 19 When Eq(1.23). 1. . respectively. . Now observe that the change of variables wn = with y0 = 1 and y1 = w0 reduces Eq(1. The forbidden set of Eq(1.6. when 1 R> . The Riccati Equation Eq(1. where 4 the characteristic roots of Eq(1.23) has the two equilibrium points w− and w+ with w− = and |w− | < w+ . n = 0. . . 1. ). 4 Eq(1. (1. . 4 1 R= . . Also w− < 0 if R < 0 and 1 w− > 0 if R ∈ (0. which can be solved explicitly.23) has exactly one equilibrium point namely.23) is clearly the set of points where the sequence {yn }∞ n=0 vanishes.24) are real numbers. 2 Finally.

Theorem 1. (1. 4 1 2 is the only equilibrium point of Eq(1.25) When w0 ∈ F. . .2 that n→∞ lim fn = w− . . The equilibrium w+ is a global attractor as long as w0 ∈ F ∪ {w− } / and the equilibrium w− is a repeller. wn = n n (w0 − w− )w+ − (w+ − w0 )w− n = 1. .23).23) is given by / n+1 n+1 (w0 − w− )w+ − (w+ − w0 )w− . 2. .26) It is now clear from Theorem 1.23) is the sequence of points fn = n−1 2n for n = 1.20 Theorem 1. .6. (1. . .23) is the sequence of points fn = n−1 n−1 w+ − w− w+ w− n n w+ − w− for n = 1.2 Assume Then 1 R< . 4 1− Chapter 1. (1. Preliminary Results √ √ 1 − 4R 1 + 1 − 4R w− = and w+ = 2 2 are the only equilibrium points of Eq(1. 2.23). The forbidden set F of Eq(1. . .6. the solution of Eq(1.3 Assume Then w= 1 R= .6. if R > 0 and fn < w− while (fn − w− )(fn+1 − w− ) < 0 if R < 0. The forbidden set F of Eq(1. 2.27) . . .

(1. 2 R n = 0. .24) in this case are √ 4R − 1 1 λ± = ± i 2 2 with |λ± | = Let be such that 1 cos φ = √ 2 R Then with C1 = y0 = 1 and It follows that √ R(C1 cos φ + C2 sin φ) = y1 = w0 . 4 The characteristic roots of Eq(1.6. When w0 ∈ F. 1. The Riccati Equation 21 which converges to the equilibrium from the left.1. . more precisely. 1. .29) n Finally consider the case √ R. Hence wn = √ √ 4R − 1 cos(n + 1)φ + (2w0 − 1) sin(n + 1)φ √ .23) is a global 2 / attractor for all solutions with w0 ∈ F but is locally unstable.6. R 4R − 1 cos(nφ) + (2w0 − 1) sin(nφ) . 1 R> . . yn = R 2 (C1 cos(nφ) + C2 sin(nφ)).28) From Theorem 1. 1. (1. .3 it follows that the equilibrium w = 1 of Eq(1. . . . 2w0 − 1 C1 = 1 and C2 = √ . it is a sink from the right and a source from the left. π φ ∈ (0. ) 2 and √ 4R − 1 √ sin φ = . 4R − 1 n = 0.23) is given by / wn = 1 + (2w0 − 1)(n + 1) 2 + 2(2w0 − 1)n for n = 0. . . the solution of Eq(1.

29). 2. that is. when R > 1 . . 2.31) from which the character of the solutions of Eq(1. . Theorem 1.22 Chapter 1. / (1. (1. . π ) is a rational multiple of π.23) is the sequence of points √ 1 4R − 1 fn = − cot(nφ) for n = 1. For example. . assume φ is a rational multiple of π. 2 n = 0.23).23) is given by (1. . . π ) be such that 2 2 √ 4R − 1 2x0 − 1 and sin θ = cos θ = r r where r= Then we obtain. and so √ cos(nφ + φ − θ) √ cos(nφ − θ) cos φ − sin(nφ − θ) sin φ R = R cos(nφ − θ) cos(nφ − θ) √ = R (cos φ − sin φ tan(nφ − θ)) 1 wn = − 2 √ 4R − 1 tan(nφ − θ). 2 Let θ ∈ (− π . . Preliminary Results as long as the denominator is different from zero. π ) be such that 2 1 cos φ = √ 2 R and 1 4 √ 4R − 1 √ sin φ = . that is. √ 4R − 1 1 cot(nφ) for n = 1. . . . φ= π k π ∈ (0. .32) . w0 = − 2 2 The following theorem summarizes the above discussion. 1.30) 1 Clearly when R > 4 the character of the solution {wn } and the forbidden set F depends on whether or not the number φ ∈ (0. wn = (4R − 1)2 + (2x0 − 1)2 . 2 R Then the forbidden set F of Eq(1.4 Assume that R> and let φ ∈ (0. ) N 2 (1. the solution of Eq(1. can now be easily 4 revealed. 2 2 When w0 ∈ F.6.

.6. .23) with w0 ∈ F is dense in R.} and 2k < N.6.5 Assume that φ= k π π ∈ (0. . When the number φ in Theorem 1. ) p 2 1 4 cos2 φ with φ = k π N Then where k and p are positive comprimes and suppose that √ 4R − 1 1 √ cos φ = √ and sin φ = . . The Riccati Equation 23 for some k. Equivalently assume that A= where k. . p − 1 .1. .23) with √ sin(n k π) − 4R − 1 cos(n k π) p p w0 = k 2 sin(n p π) is periodic with period p. N ∈ {1. .5 is not a rational multiple of π. .6. / for n = 1. 2 R 2 R or equivalently k 4R cos2 ( π) = 1.6. (ii) The set of limit points of a solution of Eq(1. 2.23) is periodic with period N .5 is not a rational multiple of π. 2.23) is periodic.23) is periodic with period N . Theorem 1. √ √ 1 1 4R − 1 4R − 1 wN = − tan(kπ − θ) = − tan(−θ) = w0 2 2 2 2 and so every solution of Eq(1. 2. The following theorem summarizes the above discussion. then the following result is true: Theorem 1. . Then the following statements are true: (i) No solution of Eq(1. N ∈ {1.6 Assume that the number φ in Theorem 1.6. then every solution of Eq(1.} with 2k < N. . p Then every solution of Eq(1.

wk = wl if and only if Chapter 1. . . . n = 0. π ). Statement (i) is true because. xm }.1) consists of a “string” of terms {xl . all greater than or equal to the equilibrium x. or m < ∞ and xm+1 < x. In this section. φ is a rational multiple of π.24 Proof. 1. (1.23) and the fact that when φ is not a rational multiple of π. with l ≥ −1 and m ≤ ∞ and such that either l = −1. . are dense in the interval (− π . . xl+1 . . we present some results about the semicycle character of solutions of some general difference equations of the form xn+1 = f (xn . 1. A positive semicycle of a solution {xn } of Eq(1. . then the values (nφ − θ)(mod π) for n = 0. 2 2 2 1. . First we give the definitions for the positive and negative semicycle of a solution of Eq(1. xn−1 ). . The proof of statement (ii) is a consequence of the form of the solution of Eq(1.7 Semicycle Analysis We strongly believe that a semicycle analysis of the solutions of a scalar difference equation is a powerful tool for a detailed understanding of the entire character of solutions and often leads to straightforward proofs of their long term behavior. Preliminary Results tan(kφ − θ) = tan(lφ − θ) if and only if for some integer N kφ − θ − (lφ − θ) = N π if and only if (k − l)φ = N π that is. .33) relative to an equilibrium point x.33) under appropriate hypotheses on the function f . or l > −1 and xl−1 < x and either m = ∞. .

y) we have xN +1 = f (xN . Then by using the monotonic character of f (x. .7. there exist n1 . All other cases are similar and will be omitted. Let {xn } be a solution of Eq(1. Otherwise the sequence is called nonoscillatory. n2 ≥ n0 such that xn1 xn2 < 0. (0. ∞). We will assume that xN −1 < x ≤ xN . Then there exists N ≥ 0 such that either xN −1 < x ≤ xN or xN −1 ≥ x > xN . Let x be a positive equilibrium of Eq(1. ∞)] is such that: f (x. xl+1 . x) = x and xN +2 = f (xN +1 . The sequence {xn } is called strictly oscillatory about x if the sequence xn − x is strictly oscillatory. xm }.7.33). ∞) × (0.5. with l ≥ −1 and m ≤ ∞ and such that either l = −1.33) consists of a “string” of terms {xl . (See Section 6.33) with at least two semicycles. Then except possibly for the first semicycle.7. all less than the equilibrium x. A sequence {xn } is called strictly oscillatory if for every n0 ≥ 0. . (b) A sequence {xn } is said to oscillate about x if the sequence xn − x oscillates. Semicycle Analysis 25 A negative semicycle of a solution {xn } of Eq(1. xN −1 ) < f (x.) Theorem 1. . Definition 1. Proof. and f (x. Thus xN +1 < x < xN +2 or m < ∞ and xm+1 ≥ x.33) has semicycles of length one. x) = x. y) is increasing in y for each fixed x. .1 ([28]) Assume that f ∈ C[(0.1 (Oscillation) (a) A sequence {xn } is said to oscillate about zero or simply to oscillate if the terms xn are neither eventually all positive nor eventually all negative. . or l > −1 and xl−1 ≥ x and either m = ∞. every solution of Eq(1. The first result was established in [28] while we were working on a special case of the equation we are investigating in this monograph. y) is decreasing in x for each fixed y.1. xN ) > f (x.

Assume that {xn } is an oscillatory solution with two consecutive terms xN −1 and xN in a positive semicycle xN −1 ≥ x and xN ≥ x. (0. Theorem 1. The proof in the case of negative semicycle is similar and is omitted. which is a contradiction. ∞). ∞). Then by using the increasing character of f we obtain: xN +1 = f (xN . ∞) × (0. Let x be a positive equilibrium of Eq(1. xN −1 ) < f (x. y) is decreasing in both arguments. (0. 2 . ∞)] and that f (x. with at least one of the inequalities being strict.3 Assume that f ∈ C[(0. Preliminary Results 2 The next result applies when the function f is decreasing in both arguments. Then every oscillatory solution of Eq(1. Theorem 1. Let x be a positive equilibrium of Eq(1. Chapter 1. The proof in the case of negative semicycle is similar and is omitted.33). every oscillatory solution of Eq(1. It follows by induction that all future terms of this solution belong to this positive semicycle. y) is increasing in x and decreasing in y.7. The next result applies when the function f is increasing in both arguments. xN −1 ) > f (x. y) is increasing in both arguments.2 Assume that f ∈ C[(0. Proof. x) = x which shows that the next term xN +1 also belongs to the positive semicycle. ∞)] and that f (x.26 and the proof follows by induction.7.33).33) has semicycles of length one. Then by using the decreasing character of f we obtain: xN +1 = f (xN . 2 The next result applies when the function f (x. x) = x which completes the proof. Proof. ∞) × (0. Then except possibly for the first semicycle. Assume that {xn } is an oscillatory solution with two consecutive terms xN −1 and xN in a positive semicycle xN −1 ≥ x and xN ≥ x with at least one of the inequalities being strict.33) has semicycles of length at most two.

If xN > xN −1 > x then by using the increasing character of f and Condition (1. and f (x. (0. ∞)] is such that: f (x. Then by using the increasing character of f we obtain xN +1 = f (xN .7.4 Assume that f ∈ C[(0. Assume that {xn } is an oscillatory solution with two consecutive terms xN −1 and xN such that xN −1 < x ≤ xN .7. ∞) × (0.34) we obtain: xN +1 = f (xN . Semicycle Analysis 27 Theorem 1. and in the second term if the semicycle has three terms. The proof in the case xN −1 ≥ x > xN . is similar and is omitted. except possibly for the first semicycle which may have length one.34) we obtain xN +1 = f (xN . y) is decreasing in y for each fixed x. except possibly for the first semicycle. Furthermore. Now also assume that {xn } is an oscillatory solution with two consecutive terms xN −1 and xN such that xN −1 > xN ≥ x and xN −2 < x. xN ) = x (1. y) is increasing in x for each fixed y. Proof. xN −1 ) > f (xN . u) = x for every u and f (x. y) < x for every x > y > x (1.33). xN ) = x which shows that the positive semicycle has length two.35) then {xn } oscillates about the equilibrium x with semicycles of length two or three. x) = x which shows that the next term xN +1 also belongs to the positive semicycle.34) . every oscillatory solution of Eq(1. The extreme in each semicycle occurs in the first term if the semicycle has two terms. xN −1 ) > f (x.1. ∞). xN −1 ) < f (xN . Then. if we assume that f (u. Let x be a positive equilibrium of Eq(1.33) has semicycles of length at least two. Then by using the increasing character of f and Condition (1.

on the other hand. y) is decreasing in y for each fixed x. x−1 ) > f (x−1 .35). f satisfies Condition (1.35) we find Chapter 1.34). 2 (1. Then by the monotonic character of f and (1.34). Assume that f satisfies Conditions (1. we obtain x1 = f (x0 .7. x−1 ) = x. The proof of the remaining case is similar and will be omitted. Let x be a positive equilibrium of Eq(1. the corresponding solution is increasing. x−1 ) > x0 . 2 Condition (1. If. assume that Condition (1.33). If. y) is increasing in x for each fixed y.5 Assume that f ∈ C[(0. and f (x. y) > x for every x > y > x. ∞)] is such that: f (x. ∞).34) is not enough to guarantee the above result. y) < x for every x < y < x then if x0 < x−1 < x.33) has monotonic solutions. and f (x.36) f (x.34) and (1. ∞) × (0.37) . the corresponding solution is decreasing. Preliminary Results xN +1 = f (xN . (0. we assume (1. then Eq(1. Proof. Theorem 1. and the proof follows by induction.36).36) we get x1 = f (x0 . xN −1 ) < xN and the proof is complete. In view of Condition (1. First. Then if x0 > x−1 > x.28 and by using Condition (1. instead of Condition (1.36) is satisfied and that x0 > x−1 > x.

the equilibrium points of Eq(2. In view of the above restriction on the initial conditions of Eq(2. C ∈ [0. 1. ∞) (2. B.5) holds. and Invariant Intervals 2. A. 29 .2) and where the initial conditions x−1 and x0 are arbitrary nonnegative real numbers such that the right hand side of Eq(2.1) When (2. B + C ∈ (0.3) n = 0. ∞) with α + β + γ. in addition to the zero equilibrium . γ.1). Periodicity.1) has a positive equilibrium if and only if β + γ > A. β. . A + Bxn + Cxn−1 Here we investigate the equilibrium points of the general equation xn+1 = where α.1) is well defined for all n ≥ 0. Eq(2. (2. . (2. Semicycles.1 Equilibrium Points α + βxn + γxn−1 .1) if and only if α = 0 and A > 0. .Chapter 2 Local Stability. Zero is an equilibrium point of Eq(2.5) (2.1) are the nonnegative solutions of the equation x= or equivalently (B + C)x2 − (β + γ − A)x − α = 0.4) α + (β + γ)x A + (B + C)x (2.

B+C (2.1) when the initial conditions and the coefficients of the equation are real numbers is of great mathematical importance and. and it is given by (2.4). (See [13].1). Set α + βu + γv f (u. If we had allowed negative initial conditions then the negative solution of Eq(2. it satisfies Eqs(2. except for our presentation in Section 1.7) β+γ−A .) In summary. The problem of investigating Eq(2.4). B+C (2.1) is the positive solution x= β+γ−A+ (β + γ − A)2 + 4α(B + C) 2(B + C) (2. and Invariant Intervals In fact in this case the positive equilibrium of Eq(2. .4) would also be an equilibrium worth investigating. .2).1) is positive and is given by x= β+γ . Periodicity. the quantity β + γ is positive. [18]. This observation simplifies the investigation of the local stability of the positive equilibrium of Eq(2. it is interesting to observe that when Eq(2. .8) of the quadratic equation (2. n = 0.30 Chapter 2.2 Stability of the Zero Equilibrium Here we investigate the stability of the zero equilibrium of Eq(2. Local Stability.8). Finally when α>0 the only equilibrium point of Eq(2. when α = 0.3) and (2. A + Bxn there is very little known. and [69] for some results in this regard.6) Note that in view of Condition (2. 1.1). [32].6 about the Riccati equation α + βxn xn+1 = . Semicycles. . v) = (A + Bu + Cv)2 (2. v) = A + Bu + Cv and observe that (βA − αB) + (βC − γB)v fu (u.1) is unique and is given by x= When α = 0 and A = 0 the only equilibrium point of Eq(2.9) .1) has a positive equilibrium x. 2. then x is unique.

A + Bxn + Cxn−1 n = 0. 1.1) about the equilibrium point x is zn+1 − pzn − qzn−1 = 0 where p = fu (x. . . x). Furthermore the zero equilibrium point is a sink when a saddle point when a repeller when A>β+γ A < β + γ < A + 2β β + γ > A + 2β.1.1) about the zero equilibrium point is β γ zn+1 − zn − zn−1 = 0.3.1) we have p= β A and q = γ A and so the linearized equation associated with Eq(2. . we have the luxury of the global stability Theorem 1. is globally asymptotically stable when β+γ ≤A and is unstable when β + γ > A.1.1.2.10) If x denotes an equilibrium point of Eq(2. in addition to the local stability Theorem 1. Then the zero equilibrium point of the equation xn+1 = βxn + γxn−1 . As a consequence of these two theorems we obtain the following global result: Theorem 2.2. v) = (γA − αC) − (βC − γB)u . For the zero equilibrium of Eq(2. .1). .1 Assume that A > 0. . then the linearized equation associated with Eq(2.1). A A For the stability of the zero equilibrium of Eq(2. (A + Bu + Cv)2 31 (2. n = 0. . Stability of the Zero Equilibrium and fv (u. 1. x) and q = fv (x. The local stability character of x is now described by the linearized stability Theorem 1. .1.1.2.

14) (2.11) and (2. it satisfies Eqs(2.3 Local Stability of the Positive Equilibrium α = 0 and β + γ > A As we mentioned in Section 2. are equivalent to some inequalities of the form x>ρ .13) (2.1) the following: |p| < 1 − q (2.11) and q > −1.1) has a positive equilibrium when either or α > 0.3) and (2.1.4).15). Local Stability. Eq(2. In these cases the positive equilibrium x is unique. and it is given by (2. we see that p = fu (x.1.32 Chapter 2.8). x) = and q = fv (x. and Invariant Intervals 2. x) = (γA − αC) − (βC − γB)x (γA − αC) − (βC − γB)x = 2 . Periodicity. Semicycles.15) A2 + (γA − αC) βC − γB x > −α − .13)-(2.12) are equivalent to the following three inequalities: A+β+γ+2 βC − γB A2 + (βA − αB) − (γA − αC) x > −α − B+C B+C A2 − (βA − αB) − (γA − αC) B+C (2. A+β+γ− B+C B+C Out of these inequalities we will obtain explicit stability conditions by using the following procedure: First we observe that Inequalities (2.12) (A + β + γ)x > −α − (2. By using the identity (B + C)x2 = (β + γ − A)x + α. Inequalities (2. 2 (A + (B + C)x) A + α(B + C) + (B + C)(A + β + γ)x (βA − αB) + (βC − γB)x (βA − αB) + (βC − γB)x = 2 2 (A + (B + C)x) A + α(B + C) + (B + C)(A + β + γ)x Hence the conditions for the local asymptotic stability of x are (see Theorem 1.

4. . (ii) Assume C = 0.1) with the property that every solution of the equation is periodic with the same period. Then the following statements are true: (i) Assume C > 0.1) xn+1 = xn+1 = xn+1 = xn+1 n = 0.17) (2. . ∞). 33 2. σ ∈ [0. When is Every Solution Periodic with the Same Period? and/or x<σ for some ρ. . n = 0. .18) (2. xn 1 xn−1 . xn−1 xn . .4 When is Every Solution Periodic with the Same Period? 1 .4.1 Let p ≥ 2 be a positive integer and assume that every positive solution of Eq(2. . . n = 0. .1) is periodic with period p. = xn−1 are remarkable in the sense that all positive solutions of each of these four nontrivial equations are periodic with periods 2.4. . 1. (See also [75]. . and [74]. Then γ(α + β) = 0. 1. it is clear that F (x) = 0 and that x > ρ if and only if F (ρ) < 0 while x<σ if and only if F (σ) > 0. Then A = B = γ = 0.2.) Theorem 2. n = 0. and 6 respectively. 1. (2. The following four special examples of Eq(2. . 5. Now if we set F (u) = (B + C)u2 − (β + γ − A)u − α. . . 1. [73]. The following result characterizes all possible special cases of equations of the form of Eq(2.16) (2.19) 1 + xn .

21) (2. Otherwise A + B > 0 and by choosing x0 > max α+β γ . for the sake of contradiction. Thus (2.1) is periodic with period p. A+B C (2. assume that γ(α + β) > 0. (2. 3.1) reduces to one of the equations (2. .20) is impossible.21) holds. 5. 4. we see that (2. The proof is complete. (ii) Assume C = 0 and. ∞). A + B + Cxp−2 and xp−1 = x−1 = 1 we see that (2.1) xp = Hence (A + B)x0 + (Cx0 − γ)xp−2 = α + β. Local Stability.21) we now claim that also γ = 0. Semicycles. Then by choosing x0 sufficiently small. Then clearly x0 = xp and so from Eq(2. (i) Assume that C > 0. 6}.20) α + β + γxp−2 = x0 .20) is impossible.22) holds . 2 Corollary 2. Assume that every positive solution of Eq(2. Then we claim that A = B = 0. Then up to a change of variables of the form xn = λyn Eq(2.1 Let p ∈ {2.4. Periodicity. In addition to (2.16)-(2. Consider the solution with x−1 = 1 and x0 ∈ (0. A+B C we see that (2. and Invariant Intervals Proof. Hence (2.22) Otherwise γ > 0 and by choosing x0 < min α+β γ .34 Chapter 2.19) .20) is impossible.

27) (2.5.1). φ. . ψ.1) to have a prime period-two solution and we exhibit all prime period-two solutions of the equation. ψ. . φ.) Furthermore we are interested in conditions under which every solution of Eq(2.26) αC + β(γ − β − A) .23) α + βψ + γφ A + Bψ + Cφ α + βφ + γψ A + Bφ + Cψ .1) has a prime period-two solution if and only if γ = β + A. . not necessarily prime.2.25) (2.1) if and only if α + β(φ + ψ) = Bφψ with φ. .24) (2. Existence of Prime Period-Two Solutions 35 2. . ψ. solution with period p and furthermore the set of solutions of the equation with prime period p is nonempty. φ.1) converges to a period-two solution in a nontrivial way according to the following convention.26) and (2. . ∞) and φ = ψ (2. Assume that . C (2.5 Existence of Prime Period-Two Solutions In this section we give necessary and sufficient conditions for Eq(2. is a prime period-two solution of Eq(2. . (See [50].27) hold . Furthermore when (2. . . Then φ= and ψ= from which we find that C(φ + ψ) = γ − β − A and when C>0 we also find that (B − C)φψ = One can show that when C = 0 and B > 0 Eq(2. . is a prime period-two solution of Eq(2. . ψ ∈ [0. ψ. . Convention Throughout this book when we say that “every solution of a certain difference equation converges to a periodic solution with period p” we mean that every solution converges to a. φ.

C C Finally when (2. (2. ψ. . φ. . .36 Chapter 2. . . When (2. (2.29) holds. 0. and φψ = 0. . − φ. and φψ > 0.30) (2. . φ. and φψ ≥ 0. C C with 0 ≤ φ < γ−A . and Invariant Intervals or equivalently β φ> .25) that one of the following three conditions must be satisfied: B = C. 0.29) (2. (γ − β − A)[B(γ − β − A) − C(γ + 3β − A)] α< . γ−A γ−A − φ. . .1). . . . B and ψ = α + βφ . be a two cycle of the difference equation (2. 1. α + β > 0. B > C. . Local Stability. −β + Bφ (2. . . B = C. ψ. φ.. . . That is. φ. α = β = 0. . . Then it follows from (2. . the two cycle is .31) holds. the two cycle is . Semicycles. the values φ and ψ of the two cycle are given by the two roots of the quadratic equation t2 − γ−β−A αC + β(γ − β − A) t+ =0 C C(B − C) and we should also require that the discriminant of this quadratic equation be positive. .1) possesses a prime period-two solution . . .32) 4C 2 2. B φ= β+ √ β 2 + αB .30) holds. . . Set un = xn−1 and vn = xn for n = 0.24) holds and that Eq(2. α = β = 0.. .31) γ > β + A and When (2. C γ−A γ−A . .23) and (2.28) Next assume that (2. ψ. Periodicity.6 Let Local Asymptotic Stability of a Two Cycle .. ψ. . φ. φ.

∞) defined by: T Then u v = v βv+γu+α Bv+Cu+A 37 . JT 2 . ψ) ∂u we find the following identities: (γA − αC) + (γB − βC)ψ ∂g (φ. ∂v (A + Bψ + Cφ)2 [(βA − αB) − (γB − βC)ψ][(γA − αC) + (γB − βC)ψ] ∂h (φ. ψ) ∂v (φ. By computing the partial derivatives of g and h and by using the fact that φ= α + βψ + γφ A + Bψ + Cφ and ψ = α + βφ + γψ A + Bφ + Cψ The two cycle is locally asymptotically stable if the eigenvalues of the Jacobian matrix φ lie inside the unit disk. φ ψ is a fixed point of T 2 .2. ψ) = . Furthermore T2 where g(u. ψ) = . ψ) = . ∂u (A + Bφ + Cψ)2 (A + Bψ + Cφ)2 . ∂u (A + Bψ + Cφ)2 ∂g (βA − αB) − (γB − βC)φ (φ. ∞) × [0. the second iterate of T .1) in the equivalent form: un+1 = vn α+βv vn+1 = A+Bvn +γun . . ψ) ∂v (φ. ψ ∂h ∂h (φ. . evaluated at ψ By definition  ∂g  ∂g (φ.6. . v) = u v = g(u. v) α+βv+γu α + β A+Bv+Cu + γv α+βv+γu A + B A+Bv+Cu + Cv . . ψ) ∂u φ  = JT 2  . v) h(u. 1. v) = α + βv + γu A + Bv + Cu and h(u. n +Cun Let T be the function on [0. n = 0. Local Asymptotic Stability of a Two Cycle and write Eq(2.

6.33) . ψ) (φ. and 7. . The basin of attraction of this two cycle is the set B of all initial conditions (x−1 . (2. and Invariant Intervals [(βA − αB) − (γB − βC)ψ][(βA − αB) − (γB − βC)φ] ∂h (φ. . ψ) (φ. ψ) ∂u ∂v ∂h ∂g ∂h ∂g (φ.7. See Sections 6. Periodicity. ψ) − (φ. ψ.6. ψ. . 6. φ. . 1. 2. + (A + Bφ + Cψ)2 Set S= and D= ∂h ∂g (φ. . . Local Stability. every solution converges to a (not necessarily prime) period-two solution and n = 0. be a two cycle of Eq(2.1.7 Convergence to Period-Two Solutions When C=0 α + βxn + γxn−1 .7.2) to obtain conditions on α.33) converges to a period-two solution. 6. ∂u ∂v ∂v ∂u φ ψ lie inside the Then it follows from Theorem 1. β.9. and 10. . Definition 2. ψ) = ∂v (A + Bφ + Cψ)2 (A + Bψ + Cφ)2 (γA − αC) + (γB − βC)φ . A + B ∈ (0. γ. . A. γ. That is.1). A + Bxn In this section we consider the equation xn+1 = where α. ψ) + (φ. φ. ψ).1 (c) that both eigenvalues of JT 2 unit disk |λ| < 1. . x0 ) through which the solution of Eq(2.5.38 Chapter 2. A and B so that every solution of Eq(2. 6.1 (Basin of Attraction of a Two Cycle) Let . β. if and only if |S| < 1 + D and D < 1.4 for some applications. Semicycles. ∞) with α + β + γ.1) converges to the two cycle. ∞) and nonnegative initial conditions and obtain a signum invariant for its solutions which will be used in the sequel (See Sections 4. B ∈ [0.

7. (See also Section 10. Statement (ii) holds if and only if J0 < 0 and β +A > 0. Convergence to Period-Two Solutions When C=0 39 there exist prime period-two solutions. the proof of which follows by straightforward computations.33). In particular. Now observe that xn+1 − xn−1 = β+A (xn − xn−2 ) for n ≥ 1 A + Bxn . Set (2. if and only if J0 > 0 and β + A > 0. the solution {xn } is periodic with period-two.27) holds.33). Clearly (i) holds. In this case the subsequences {x2n }∞ and {x2n−1 }∞ of the solution {xn }∞ are both decreasing to finite limits and n=0 n=0 n=0 so in this case the solution converges to a period-two solution. In this case.) Now before we see that when B > 0 every solution of Eq(2. Jn+1 = (b) xn+1 − xn−1 = Jn A + Bxn for n ≥ 0.2. In this case the subsequences ∞ {x2n }∞ and {x2n−1 }∞ of the solution {xn }n=0 are both increasing and so if we can n=0 n=0 show that they are bounded.1 Assume that (2. (iii) xn+1 − xn−1 > 0 for all n ≥ 0.33): (i) xn+1 − xn−1 = 0 for all n ≥ 0.7. Finally (iii) holds. the solution would converge to a period-two solution.34) Jn = α + β(xn−1 + xn ) − Bxn−1 xn for n ≥ 0.33) converges to a periodtwo solution if and only if (2. (β + A)J0 = 0. we need the following result. (ii) xn+1 − xn−1 < 0 for all n ≥ 0.27) holds. A + Bxn In particular. the sign of the quantity Jn is constant along each solution. ∞ Lemma 2.2 where we present the complete character of solutions of Eq(2. if and only if. Then the following statements are true: (a) β+A Jn for n ≥ 0. one and only one of the following three statements is true for each solution of Eq(2. and let {xn }n=−1 be a solution of Eq(2.

. . ≤K ρi + x2N < i=1 which contradicts the hypothesis that the subsequence of even terms is unbounded. Local Stability. + |x2N +2 − x2N | + x2N m for m = 1. Periodicity.40 and so Chapter 2. A+β A+β A+β A+β < = ρ. φ. . Kρ + x2N 1−ρ .1 Assume B > 0. Then the following statements hold: (a) Eq(2. and Invariant Intervals n xn+1 − xn−1 = (x1 − x−1 ) β+A .35) to show that the subsequences of even and odd terms of the solution are bounded. . for the sake of contradiction. (c) When (2.28). ψ. A + Bxk k=1 (2.35) We will now employ (2. . .7.27) holds all prime period-two solutions . A + Bx2n+1 A + Bx2n A + Bx2N +1 A + Bx2N Set Then K = |x2N − x2N −2 |. (b) When (2.27) holds every solution of Eq(2. Semicycles. ψ. We will give the details for the subsequence of even terms. . . |x2N +2 − x2N | = A+β A+β < 1.33) has a prime period-two solution if and only if (2. that the subsequence of even terms increases to ∞.33) are given by (2. .27) holds. The proof for the subsequence of odd terms is similar and will be omitted. . 2. . Theorem 2. of Eq(2. To this end assume. In summary we have established the following result. . Then there exists N ≥ 0 such that ρ= Clearly for all n > N .33) converges to a period-two solution. A + Bx2N +1 A + Bx2N A+β A+β |x2N − x2N −2 | < Kρ A + Bx2N +1 A + Bx2N A+β A+β |x2N +2 − x2N | < Kρ2 |x2N +4 − x2N +2 | = A + Bx2N +3 A + Bx2N +2 and by induction |x2N +2m − x2N +2(m−1) | < Kρm But then x2N +2m ≤ |x2N +2m − x2N +2m−2 | + . φ.

Invariant intervals for Eq(2. xN ∈ I for some N ≥ 0. and N = γA − αC.9) and (2. . y) is monotonic in its arguments. xn−1 ). . fx < 0 if y < − M fy < 0 fx < 0 and fy = 0 fx < 0 and fy < 0 fx < 0 and fy > 0 fx < 0 and fy > 0 fx < 0 N N fy > 0 if x > M . Case L 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 + + + + + + 0 0 0 0 M + + + 0 0 − + + − − 0 0 − − N + 0 − + 0 + 0 − + 0 − 0 − + 0 − M = βC − γB.10) and are fx (x. y) = N − Mx .36) are determined from the intervals where the function f (x. y) = where L = βA − αB.8 Invariant Intervals An invariant interval for Eq(2. we obtain the following table of invariant intervals for Eq(2.36) if xN −1 . The following table gives the signs of fx and fy in all possible nondegenerate cases.1) the partial derivatives are given by (2. . . Signs of derivatives fx and fy fx > 0 N N fy > 0 if x < M .2.1) is an interval I with the property that if two consecutive terms of the solution fall in I then all the subsequent terms of the solution also belong to I. In other words I is an invariant interval for the difference equation xn+1 = f (xn . n = 0. (2. (A + Bx + Cy)2 − + − − − − − − Using this table. For Eq(2. fy < 0 if x > M fx > 0 and fy < 0 fx > 0 and fy < 0 fx > 0 and fy > 0 fx > 0 and fy = 0 L L fx > 0 if y < − M . Invariant Intervals 41 2. then xn ∈ I for every n > N . fx < 0 if y > − M fy > 0 fx > 0 and fy < 0 fx > 0 and fy < 0 fx < 0 and fy > 0 fx < 0 and fy > 0 L L fx > 0 if y > − M .1). 1. fy < 0 if x < M L + My (A + Bx + Cy)2 and fy (x.8.

M ] if AM +(B+C)N < M √ 2 αM +(β+γ)N N (β−A)M −CN + ((β−A)M −N C) +4BM (αM +γN ) [M . K] if C = 0 where k and K satisfy α + βk + (γ − A)K ≤ BkK ≤ α + βK − Ak β γ [ B . B ] if B > 0 γ γ2 [ C . Local Stability. ] if B + C > 0 √ 2(B+C) 2 +4αB α β−A+ (β−A) [A. ] if AM +(B+C)N > 2BM αM +γN N [ M . − M ] if AM −L(B+C) < − M √ 2 αM −βL+γM L (β−A)M +LC+ ((β−A)M +LC) +4BM (αM −γL) L [− M . − M ] if L [− M . ] if B > 0 2B α [0. (γ − A)M + BL > 0 N M and B > 0 6 7 8 9 10 11 12 13 14 15 16 γ β [ C . Periodicity. Semicycles. C ] if C > 0 β αB+β 2 [ B . α > 0 and A > β √ β−A+ (β−A)2 +4Bα [0. C ] if C > 0 [k. αC+γ ] if B = 0 and γ > βC γ−βC γ [0. A−β ] if B = 0 and A > β L [0. C ] if C > 0 [k. ] if AM −BL+CMK > − M 2BM K α [ α(A+β) . ] if 2CM αM +βK+γN M AM +BK+CN M > N M . A−β ] if B = 0. K] if C = 0 where k and K satisfy α + βk + (γ − A)K ≤ BkK ≤ α + βK − Ak γ [0. B + α ] if A = 0 and β > 0 β α [0. ] if B > 0 2B α α [ A . and Invariant Intervals Case 1 2 3 4 5 Invariant intervals αM +(β+γ)N N N [0. (A−β)M +CN ] if B = 0 and (A − β)M + CN > 0 √ β−A+ (β−A)2 +4Bα [0. M ] if AM +(B+C)N < M √ 2 N (γ−A)M −BN + ((γ−A)M −BN ) +4BM (αM +βN ) [M .42 Chapter 2. C ] if C > 0 β β2 [ B . A−β ] if B = 0. B(β−γ) ] if A = 0 and β > γ αM +(β+γ)N N αM +(β+γ)N N [ AM +(B+C)N . A ] if A > 0 A2 +Bα β β [ B . B(β−γ) ] if C = 0 and β > γ αM −L(β+γ) αM −L(β+γ) L L [ AM −L(B+C) . A ] if A > 0 [k. αM −(β+γ)L L AM −(B+C)L < − M √ (A−γ)M −BL+ ((A−γ)M −BL)2 +4CM (αM −βL) ] −2CM βL−αM (γ−A)M +BL ] if C = 0. α > 0 and A > β √ β+γ−A+ (β+γ−A)2 +4α(B+C) [0. ] if B > 0 2B α [0. L [− M . C(γ−β) ] if B = 0 and β < γ βM K+αM L if C = 0 and BM K+AM −γL > − M −CL and −(βM + BL)K ≥ αM + AL β [0. K] if A = 0 where k and K satisfy α+(β+γ)k ≤ kK ≤ α+(β+γ)K B+C B+C γ [0. B ] if B = 0 2 γ [ C .

and 6.5.40) 1 + xn−1 . . xn−1 ).7. (0.37) is periodic with period p ≥ 2. 4.3 Let p ≥ 2 be an integer and assume that every positive solution of Eq(2. . . if and only if every root of the characteristic equation is a pth root of unity. 6}? Open Problem 2. In particular address the case p = 2.9.2. . . γ. Open Problem 2.1) with α. . n = 0.37) has the property that every one of its solutions is also periodic with the same period p? What is it that makes every positive solution of a difference equation converge to a periodic solution with period p ≥ 2 ? Open Problem 2. . ∞) converges to a solution with period p . .2 Let f ∈ C 1 [[0. ∞). . . n = 0.4 It is known (see Sections 2.1 Assume that f ∈ C 1 [(0.9. Open Problem 2. . 5. ∞) × (0. .7) that every positive solution of each of the following three equations xn+1 = 1 + xn+1 = xn+1 xn−1 . 1. 1.37) converges to a periodic solution with period p. Find necessary and sufficient conditions so that every nonnegative solution of the difference equation (2. 1. 1. β.38) (2.9. (2. B. 1 + xn xn + 2xn−1 . 4. ∞) × [0. Is it true that the linearized equation about a positive equilibrium point of Eq(2. (2.9. ∞)] and let p ≥ 2 be an integer. ∞). every solution is periodic with period p ≥ 2.9 Open Problems and Conjectures What is it that makes all solutions of a nonlinear difference equation periodic with the same period? For a linear equation.7.39) (2. xn n = 0. Is it true that p ∈ {2. A. Open Problems and Conjectures 43 2. n = 0. ∞)] is such that every positive solution of the equation xn+1 = f (xn . [0. 6. C ∈ [0. = 1 + xn .9.

39) or Eq(2. φ.7. and Invariant Intervals converges to a solution with (not necessarily prime) period-two: . (See Sections 2. . .7. Determine the set of initial conditions x−1 and x0 for which the solution {xn }∞ n=−1 of Eq(2.2.41).41) In each case. Open Problem 2.38) or Eq(2. A. ∞) × (0. Show that every positive solution of Eq(2.7. . 4.9.41) is a period-two solution of Eq(2. . φ.1) has a positive prime period-two solution. (2. B. . Periodicity. ψ.9.2 Assume α. ψ. determine φ and ψ in terms of the initial conditions x−1 and x0 . ∞) and that Eq(2. A. Conversely. β.5. γ.40).9. and 10. x0 ) ∈ (0. Semicycles. determine all initial conditions (x−1 . 6. .) Conjecture 2. B. A.1) has no period-two solution. γ. β. ∞) for which the solution {xn }∞ n=−1 converges to the period-two solution (2.3 Assume α. if (2. ∞).1) is bounded. B ∈ (0. 6.1) is a saddle point. ∞) and that Eq(2.5 Assume α. ∞) and γ > β + A. . γ.9. Show that the positive equilibrium of Eq(2.44 Chapter 2. . C ∈ (0.33) is bounded. β. Conjecture 2. β. A. C ∈ (0. γ. C ∈ (0. Local Stability.1 Assume α. B. Conjecture 2. Show that the positive equilibrium is globally asymptotically stable.

1) is bounded.8 Assume f ∈ C[(0.9. A. ∞). A.9 Extend Theorem 2. B. ∞)].9. . 1. A + Bxn−1 + Dxn−2 n = 0. . xn n = 0. (See Section 4. . . β. Open Problem 2.9.1) cannot have a positive prime two cycle which attracts all positive non-equilibrium solutions. Show that Eq(2. 45 Obtain necessary and sufficient conditions in terms of the coefficients so that every positive solution of Eq(2. (0. . Open Problem 2.7 Assume f ∈ C[(0. . 1. Obtain necessary and sufficient conditions on f for every solution of the difference equation xn+1 = to be bounded. Open Problem 2. Conjecture 2. f (xn−1 ) . (See Section 5. xn−1 n = 0. with nonnegative parameters and nonnegative initial conditions such that γ = β + δ + A.7). ∞). ∞)]. .1 to third order difference equations xn+1 = α + βxn + γxn−1 + δxn−2 . What additional conditions should the parameters satisfy? . 1.2.9. C ∈ [0. Obtain necessary and sufficient conditions on f for every positive solution of the equation xn+1 = 1 + to converge to a period-two solution. C ∈ [0. (0. B. f (xn ) . ∞). γ. γ. Open Problems and Conjectures Open Problem 2.6 Assume α. .9. .9.2). ∞).7. β.4 Assume that α.

or a saddle point. . Periodicity. But how about necessary and sufficient conditions for the equilibrium of Eq(2. . 1. . xn−1 . .10 Extend the linearized stability Theorem 1. .42) to be a repeller. xn−1 . Semicycles. xn−2 .9. (2. . . xn−2 ). or nonhyperbolic? Extend these results to fourth order difference equation xn+1 = f (xn .1. xn−3 ). Local Stability. n = 0.46 Chapter 2. 1. n = 0. . . and Invariant Intervals Open Problem 2.42) For the equation λ3 + aλ2 + bλ + c = 0 one can see that all roots lie inside the unit disk |λ| < 1 if and only if |a + c| < 1 + b |a − 3c| < 3 − b b + c2 < 1 + ac      .1 to third order difference equations xn+1 = f (xn .

. . Cxn−1 n = 0.Chapter 3 (1.3) xn+1 = βxn . 1. 1.4) xn+1 = β . . . (3. A n = 0. (3. . 1.1) xn+1 = α .1 Introduction α . . . 1. . (3. . . 1. (3. Bxn n = 0. A Eq(1) contains the following nine equations of the (1.6) . . 1. .5) xn+1 = βxn . . (3. 1)-type: xn+1 = n = 0. . Cxn−1 47 n = 0.2) xn+1 = α . (3. . . . . 1)-Type Equations 3. B n = 0.

5).10) is periodic with period six. . y0 . every other solution of Eq(3. namely. . Eqs(3.2 The Case α = γ = A = B = 0 : xn+1 = β yn C βxn Cxn−1 This is the (1. 1. and the denominators are always positive. . Of these nine equations. The remaining two equations.4) is periodic with period four. . (3. . A n = 0. .8) xn+1 = γ . .10) It is easy to see that every positive solution of Eq(3. . 1. .1). 1)-Type Equations xn+1 = γxn−1 .. y0 1 1 y−1 .9) Please recall our classification convention in which all parameters that appear in these equations are positive. y−1 y−1 y0 y0 It is interesting to note that except for the equilibrium solution y = 1.6) which by the change of variables xn = reduces to the equation yn+1 = yn . (1. C n = 0. 1. Eqs (3.48 Chapter 3.. and (3. 1)-type Eq(3.8). (3. Eqs(3. (3.4) and (3. .7) are linear difference equation. Indeed the solution with initial conditions y−1 and y0 is the six-cycle: y−1 . .10) has prime period six. . .2) is periodic with period two and every solution of Eq(3. are treated in the next two sections. (3. Bxn n = 0. yn−1 n = 0. . 1. . 3. the initial conditions are nonnegative. .6) and (3. (3.7) xn+1 = and γxn−1 . Every solution of Eq(3. . .9) are trivial. ..

6) is of the form xn+1 = f (xn .2). ∞) × (0. respectively.11) + C2 −1 − 2 √ 5 n . where f ∈ C[(0. while Eq(3. 1)-type Eq(3.2) is of the form xn+1 = f (xn ). 1. 3. . ∞). (0. . . (3. (3. (0.13) n = 0. . which possess the property that every positive nontrivial solution of each of these two equations is periodic with the same prime period. xn−1 ). where f ∈ C[(0. .12) . . (3. namely two and six.3. The Case α = β = A = C = 0 : xn+1 = γxn−1 Bxn 49 γxn−1 Bxn 3. (3.2) and (3. . from which the behavior of solutions is easily derived. n = 0.15) What is it that makes every solution of a nonlinear difference equation periodic with the same period? We believe this is a question of paramount importance and so we pose the following open problems. 1.8) which by the change of variables xn = reduces to the linear equation yn+1 + yn − yn−1 = 0. . 1.7) is periodic with period two but this is a linear equation. ∞). Eq(3. . .14) (3. Also every solution of Eq(3. The general solution of Eq(3.6). (3. .4 Open Problems and Conjectures Of the nine equations in this chapter we would like to single out the two nonlinear equations.3. .3) also has the property that every nontrivial positive solution is periodic with prime period four but this equation is really a variant of Eq(3. Eq(3.11) is yn = C1 −1 + 2 √ 5 n n = 0. . ∞)]. 1. ∞)]. n = 0.3 The Case α = β = A = C = 0 : xn+1 = γ yn e B This is the (1.

12) is periodic with period k. In particular address the cases: (See [10].4. with real initial conditions is periodic with period k. 7. Open Problem 3.) Conjecture 3. 1.15) holds. k = 5. ∞).16) is periodic with prime period six. (3. Conjecture 3. β. 6. 1)-Type Equations Open Problem 3. Show that f (x) = 1 + x. (1.4. 5. ∞). γ ∈ (−∞. ∞).2 Let k ≥ 2 be a positive integer and assume that (3. and [59]. .13) holds. Show that f (x) = x. [0.1 Let f ∈ C 1 [[0. . ∞)] be such that every positive nontrivial solution of the difference equation (3. . 1. [0.14) is periodic with period k. γ so that every solution of the equation xn+1 = α |xn | + βxn−1 + γ. ∞)] be such that every positive nontrivial solution of the difference equation xn+1 = f (xn ) . β. 8. . . n = 0. . Obtain necessary and sufficient conditions on α.2 Let f ∈ C 1 [[0. Obtain necessary and sufficient conditions on f so that every positive solution of Eq(3. 9. [17].1 Let k ≥ 2 be a positive integer and assume that (3.50 Chapter 3. . xn−1 n = 0.16) is periodic with prime period five. Obtain necessary and sufficient conditions on f so that every positive solution of Eq(3.4.3 Let k be a positive integer and assume that α. In particular address the cases k = 4. 6. Open Problem 3.4.4.

xn−1 n = 0. . Open Problems and Conjectures 51 Open Problem 3. .18) xn−1 ∞ (i) {pn }n=0 converges to a finite limit. 1. n = 0. n=0 (iii) {pn }∞ is periodic with prime period k ≥ 2.4.4 Obtain necessary and sufficient conditions on f ∈ C[[0. . f (xn ) . (ii) {pn }∞ converges to ±∞.4. [0. .5 Let {pn }∞ be a sequence of nonzero real numbers.3.4. .17) Open Problem 3. . n=0 . . (3. 1. ∞). In each of n=0 the following cases investigate the asymptotic behavior of all positive solutions of the difference equation pn x n xn+1 = . ∞)] such that every positive nontrivial solution of the equation xn+1 = is periodic with prime period three. (3.

.

1 Introduction α . . (4. . Bxn + Cxn−1 n = 0.6) . 1. .Chapter 4 (1. . (4. . A + Bxn Eq(1) contains the following nine equations of the (1. (4. 2)-Type Equations 4. . . . A + Bxn n = 0. . . 1. . . . 1. .1) xn+1 = α . Bxn + Cxn−1 53 n = 0. .3) xn+1 = βxn . (4. (4. A + Cxn−1 n = 0. .2) xn+1 = α . 1. 1.4) xn+1 = βxn . A + Cxn−1 n = 0. (4. 1. .5) xn+1 = βxn . 2)-type: xn+1 = n = 0. .

. β β n = 0. namely Eqs(4. the initial conditions are nonnegative. . Indeed if {xn } is a solution of Eq(4. . 1. 1. 2)-type Eq(4.4) to the linear equation yn+1 = A B yn + . .8) will not be discussed any further in this chapter. .54 Chapter 4. . Similarly.1) which by the change of variables xn = .4) are Riccati-type difference equations.8) are essentially Riccati equations.6 in the Preliminary Results).1). . A + Bxn n = 0. 2)-Type Equations xn+1 = γxn−1 .8) γxn−1 .7) xn+1 = and xn+1 = γxn−1 . . (4. In view of the above. and (4.4). Two of these equations.2).2) and (4. .8). . then the subsequences {x2n−1 } and {x2n } satisfy the Riccati equation of the form of Eq(4. . (See Section 1.2 The Case β = γ = C = 0 : xn+1 = A yn B α A+Bxn This is the (1. (4. A + Cxn−1 n = 0. . . Bxn + Cxn−1 n = 0. . then the subsequences {x2n−1 } and {x2n } satisfy the Riccati equation γyn n = 0. and the denominators are always positive. (4. Also Eqs(4. . Eqs(4. from which the global behavior of solutions is easily derived. yn+1 = A + Cyn It is also interesting to note that the change of variables xn = 1 yn reduces the Riccati equation (4. (4. 4. . .1) and (4. if {xn } is a solution of Eq(4. 1.2). 1.9) Please recall our classification convention in which all parameters that appear in these equations are positive. 1. (1.

.10) is globally asymptotically stable.3.12) is bounded from above then it is also bounded from below and vice-versa. yn yn−1 n = 0. That is.11) (4.6) is R = −p < 0 and so the following result is a consequence of Theorem 1.2. . 1.) We will first show that every solution of Eq(4. . A2 The Riccati number associated with this equation (see Section 1.12) converges to √ its equilibrium B + C.12) is bounded and then we will use the method of “limiting solutions” to show that every solution of Eq(4. .3 The Case β = γ = A = 0 : xn+1 = α Bxn +Cxn−1 This is the (1. (4.1 The positive equilibrium y= −1 + √ 2 1 + 4p of Eq(4.12) is bounded and persists. . It is easy to see that if a solution of Eq(4.10) αB . 1. The Case β = γ = A = 0 : xn+1 = reduces to the Riccati equation yn+1 = where α Bxn +Cxn−1 55 p . n→∞ .12) was investigated in [65]. Theorem 4.2.3. . . Theorem 4. 1 + yn p= n = 0. Proof. (4. 4. 2)-type Eq(4.4.6. (See also [12].12) Eq(4.1 Every solution of Eq(4. So if the theorem is false there should exist a ∞ solution {yn }n=−1 which is neither bounded from above nor from below.3) which by the change of variables √ α xn = yn is transformed to the difference equation yn+1 = C B + . lim sup yn = ∞ and n→∞ lim inf yn = 0.

(1. yn yn−1 n = −3. Theorem 4. .56 Chapter 4.12) is globally asymptotically √ B + C is (4. B C B+C + > yj−1 yj−2 yi C B+C B + ≤ . By the theory of limiting solutions (see Section 1.13) for all n ∈ {−1. 1. {yn }n=−1 is bounded and persists. 2)-Type Equations Then clearly we can find indices i and j with 1 ≤ i < j such that yi > yn > yj Hence yj = and yi = That is . . . B + C < yi yj ≤ B + C which is impossible.2 The equilibrium y = stable. Therefore there exist positive numbers m and M such that m ≤ yn ≤ M Let I = lim inf yn n→∞ We will show that I = S. and S = lim sup yn . n→∞ for n ≥ −1. j − 1}.1.1. It remains to be shown that y is a global attractor of all solutions of Eq(4. .1 .12). y is locally asymptotically stable for all positive values of B and C. . 2 √ B + C of Eq(4. let {yn }∞ n=−1 be a solution of Eq(4. The linearized equation of Eq(4. and by Theorem 1. yi−1 yi−2 yj Proof. .12).3. .5) there exist two solutions {In }∞ n=−3 and {Sn }∞ n=−3 of the difference equation yn+1 = with the following properties: I0 = I. Then by Theorem 4. −2. . S0 = S B C + .12) about the equilibrium y = zn+1 = − B C zn − zn−1 . . .3. To ∞ this end. . . B+C B+C n = 0.

14) from which it follows that (4. and I= Hence Thus B C B+C B C + =S= = + S−1 S−2 I I I from which it follows that S−1 = S−2 = I. I−1 I−2 S B + C = SI.Pielou’s This is the (1. 2)-type Eq(4. (4. A n = 0.15) 2 4. 1.4. (4.4. . .Pielou’s Equation 57 In .4 The Case α = γ = B = 0 : xn+1 = Equation A yn . S] for n ≥ −3.14) and (4. From (4.15) we conclude that S=I and the proof is complete. C βxn A+Cxn−1 . 1 + yn−1 β .16) . Sn ∈ [I.5) which by the change of variables xn = reduces to Pielou’s difference equation yn+1 = where p= pyn . S= B C B+C + ≤ S−1 S−2 I C B+C B + ≥ . The Case α = γ = B = 0 : xn+1 = and Then βxn A+Cxn−1 . . Therefore B C B C + = I = S−1 = + S S S−2 S−3 S = S−2 .

Then the positive equilibrium y = p − 1 of Eq(4. 2)-type Eq(4.16) is globally asymptotically stable. (See also ([42].79) as a discrete analogue of the delay logistic equation dN N (t − τ ) = rN (t) 1 − . p. We summarize the above discussion in the following theorem.18) . p + yn−1 n = 0. 1. ∞) and p > 1. . t≥0 dt P which is a prototype of modelling the dynamics of single-species. (1.16) was investigated in [55]. .17) holds.4.75). . (4. 2)-Type Equations This equation was proposed by Pielou in her books ([66]. Furthermore.16) is unstable and Eq(4.58 Chapter 4.6) which by the change of variables xn = reduces to the difference equation yn+1 = p + yn .17) In this case the zero equilibrium of Eq(4. B + Cyn βxn Bxn +Cxn−1 This is the (1.5 The Case α = γ = A = 0 : xn+1 = β . 0 is locally asymptotically stable when p ≤ 1 and unstable when p > 1. Then the zero equilibrium of Eq(4.16) possesses the unique positive equilibrium y = p − 1.4. In fact by employing Theorem 1. it follows from Eq(4. 4. (4.16) that every positive solution converges to 0.) When p ≤ 1. p.16) is globally asymptotically stable.1 (a) Assume p ≤ 1.2. x is globally asymptotically stable.16) is when p > 1. Theorem 4. So the interesting case for Eq(4.22) and ([67]. (b) Assume y0 ∈ (0. which is locally asymptotically stable. p. it follows that when (4. Eq(4.

5) that 1 yn+1 < yn−1 p and so when p>1 for n ≥ 0 .6.4. C Eq(4. every solution of Eq(4. That is. except possibly for the first semicycle. 2)-type Eq(4. (b) Assume p < 1.19) (see also Section 2.19) is a consequence of Theorem 1. It follows directly from Eq(4. p= 4. The Case α = β = C = 0 : xn+1 = where γxn−1 A+Bxn 59 B .19) and they are both unstable.1 (a) Assume p > 1.4.7) which by the change of variables xn = reduces to the difference equation yn+1 = where p= yn−1 .1.19) has semicycles of length one. . p + yn n = 0. Then 0 is the only equilibrium point of Eq(4. p. (4.7. B γxn−1 A+Bxn This is the (1. . In fact. 73) where it was shown that its equilibrium one is globally asymptotically stable . 1.19) A ∈ (0.1.1.19) and it is locally asymptotically stable. Then 0 and y = 1 − p are the only equilibrium points of Eq(4. ∞). The following local result is a straightforward application of the linearized stability Theorem 1. .6.6 The Case α = β = C = 0 : xn+1 = γ yn . γ Eq(4. 0 is a repeller and y = 1 − p is a saddle point equilibrium. Lemma 4.1 (e).18) was investigated in ([42] Corollary 3. The oscillatory character of the solutions of Eq(4.19) was investigated in [28].

19) converges to a period-two solution .60 Chapter 4.7 The Case α = β = A = 0 : xn+1 = γ Byn γxn−1 Bxn +Cxn−1 This is the (1. yn+1 < yn−1 for n ≥ 0 and so every positive solution of Eq(4. On the other hand when p = 1. 2)-Type Equations the zero equilibrium of Eq(4. yn n = 0. . . . ∞). (1. . . 1. φ. . . . . φ. Finally when p<1 by invoking the stable manifold theory one can see that there exist nonoscillatory solutions which converge monotonically to the positive equilibrium 1 − p. . 1.19) is globally asymptotically stable. ψ.20) C ∈ (0. 2)-type Eq(4. yn+1 − yn−1 = p + yn that every oscillatory solution is such that the subsequences of even and odd terms converge monotonically one to ∞ and the other to 0. Furthermore we can see that φψ = 0 but whether there exists solutions with φ=ψ=0 remains an open question. It follows from the identity (1 − p) − yn yn−1 . 4. B This equation was investigated in [7] where it was shown that the following statements are true: p= . ψ.9) which by the change of variables xn = reduces to the difference equation yn+1 = p + where yn−1 . (4. . . n = 0. .

1 we obtain the following result: Theorem 4. 4. The linearized equation of Eq(4. p+1 p+1 n = 0.20) is y = p + 1.7. We now proceed to establish the above results.7. with the possible exception of the first semicycle.20) which are unbounded. (4.20) to be bounded. The Case α = β = A = 0 : xn+1 = γxn−1 Bxn +Cxn−1 61 (i) p ≥ 1 is a necessary and sufficient condition for every solution of Eq(4.1 The Case p < 1 Here we show that there exist solutions of Eq(4. .7. Theorem 4. Theorem 4. Then {yn }∞ n=−1 converges monotonically to y = p + 1. Proof.20) which consists of a single semicycle. every semicycle has length one. n→∞ lim 2. Then {yn }∞ n=−1 is oscillatory.20) converges to a period-two solution. Note that 1 1−p > p + 1.2 (a) Let {yn }∞ n=−1 be a solution of Eq(4.20) which consists of at least two semicycles.7. and so y0 > p + 1.7. the equilibrium y = p + 1 of Eq(4. lim y2n = ∞. . (iii) When p > 1.20) such that 0 < 1 y−1 ≤ 1 and y0 ≥ 1−p . .4. 1] and y2 ≥ p + y0 and use induction to complete the proof.7. Then the following statements are true: 1. (ii) When p = 1. . n→∞ y2n+1 = p. The next result about semicycles is an immediate consequence of some straightforward arguments and Theorem 1.20) about the equilibrium point y = p + 1 is zn+1 + 1 1 zn − zn−1 = 0. ∞ (b) Let {yn }n=−1 be a solution of Eq(4.1. It suffices to show that y1 ∈ (p. 1. and let {yn }∞ n=−1 be a solution of Eq(4. every solution of Eq(4.1. Clearly the only equilibrium point of Eq(4. In fact the following result is true. Moreover.3 Let p < 1.1 The equilibrium point y = p + 1 of Eq(4.21) As a simple consequence of the linearized stability Theorem 1.20) is locally asymptotically stable when p > 1 and is an unstable saddle point when p < 1.20) is globally asymptotically stable. .

4 Let p = 1. y1 = p + y−1 1 ≤p+ ≤ 1. 2)-Type Equations > p. Then {yn }∞ n=−1 converges monotonically to y = 2.1 and some straightforward arguments.20) converges to a period-two solution if and only if p = 1. y0 y0 2 and so y1 ∈ (p. ∞ (a) Suppose {yn }n=−1 consists of a single semicycle. Note that for n ≥ 0. .2 The Case p = 1 The following result follows from Lemma 2. Then p+ p2 p−1 ≤ lim inf yn ≤ lim sup yn ≤ . 4. Then the following statements are true. and let {yn }∞ n=−1 be a solution of Eq(4. (c) Every solution of Eq(4.7. y2n−1 . Then {yn }n=−1 converges to a prime period-two solution of Eq(4. See also Section 2.3 The Case p > 1 Here we show that the equilibrium point y = p + 1 of Eq(4. It follows from Theorem 4. 1.7. Hence y2 = p + y0 y1 ≥ p + y0 . Lemma 4.7. The following result will be useful. . 1]. and that p < y0 < p + 1 < y−1 . 4.2 that we may assume that every semicycle of {yn }∞ n=−1 has length one. y2n+1 < p + So as every solution of the difference equation 1 ym+1 = p + ym . p m = 0. Theorem 4.62 Indeed y1 = p + y1 y0 Chapter 4. ∞ (b) Suppose {yn }∞ n=−1 consists of at least two semicycles.1 Let p > 1.20). (1. .5.20). and let {yn }∞ n=−1 be a solution of Eq(4.20). n→∞ p p−1 n→∞ Proof. p2 We shall first show that lim supn→∞ yn ≤ p−1 . Also.7.7. that p < yn for all n ≥ −1. p .20) is globally asymptotically stable.7.

x Then f ∈ C[(0.p = p + p 2 p−1 p + p2 + p−1 p2 + p−1 = p2 + p3 + p = . and set a = p and b = Note that f and p2 + . Theorem 4. we have p−1 p3 + p(p − 1) =p+ . y ∈ p. So let {yn }∞ n=−1 be a solution of Eq(4. ∞) for each x ∈ (0.7. Then > 0. (0. p−1 Let n ≥ N . y) < for all x. n→∞ y f (x. Then the equilibrium y = p + 1 is globally asymptotically stable. ∞).4. ∞) × (0. p−1 For x. ∞) for each y ∈ (0. y2n−1 p + p2 + is arbitrary. ∞).5 Let p > 1. ∞).1 that y = p + 1 is a locally asymptotically stable equilibrium point of Eq(4.7. p2 + y2n−1 < . Let p N ≥ 0 such that for all n ≥ N .7. ∞)] .20).7. There clearly exists y2n = p + So as p−1 p3 + p + p(p − 1) y2n−2 >p+p 2 = . y ∈ (0. it follows that lim supn→∞ yn ≤ p−1 . Recall that by Theorem 4. . The Case α = β = A = 0 : xn+1 = 2 γxn−1 Bxn +Cxn−1 2 63 p p converges to p−1 . there exist no solutions of Eq(4. Let > 0. f is decreasing in x ∈ (0.20). We shall next show that p + p−1 ≤ lim inf n→∞ yn . Hence p < f (x. y) = p + . lim inf yn ≥ 2 n→∞ p p 2 We are now ready for the following result. set p−1 p2 + >p .20) with prime period two. Proof. We know by Theorem 4. ∞). and f is increasing in y ∈ (0.4. p−1 f p. p2 − p p−1 p2 + . It suffices to show that lim yn = p + 1.

φ1 . 2 4. . Determine the set of all positive initial conditions x−l .23) A B λl−k + = 0. . . y0 with y−1 y0 < 0 for which the equation yn+1 = B A . . Investigate the global behavior of the solution {yn }. ∞) and k. Show that every solution of Eq(4. p−1 p2 + p2 ≤ lim inf yn ≤ lim sup yn ≤ < n→∞ p p−1 p−1 n→∞ n→∞ lim yn = p + 1. and [61]. l ∈ {0.6. . [60]. B ∈ (0.64 Finally note that by Lemma 4. .23) is well defined for all n ≥ 0.1 Let .22) Conjecture 4. . .1 Consider the difference equation where and where the initial conditions x−l . either to the equilibrium or to a periodic solution with period p ≥ 2 and that what happens and the exact value of p are uniquely determined from the characteristic roots of the linearized equation λl+1 + (See [19]. . . Is it bounded? Does limn→∞ yn exist? When does {yn } converge to a two cycle? . φp .7. is well defined for all n ≥ 0. . (1.4. φ2 . .8. 1.8. be a given prime period p solution of Eq(4. 1.22) converges.8. x0 such that {xn }∞ converges to this periodic solution.22).} with k < l. . . (4.) Open Problem 4. (b) Assume that the initial conditions y−1 . . ∞).2 (see [18]) Assume that A. (a) Find all initial conditions y−1 . B ∈ (0. 2)-Type Equations and so by Theorem 1. . [23]. . x0 are arbitrary positive real numbers. xn−l n = 0. n=−l Open Problem 4. + yn yn−1 (4. .1. [25].8 Open Problems and Conjectures xn+1 = A xn−k + B . y0 are such that y−1 y0 < 0 and such that Eq(4. . . p<p+ Chapter 4. . . . A+B A+B A. .

4 Determine the set G of all initial conditions (y−1 .8.24) is well defined for all n ≥ 0 and bounded.8. Open Problem 4.19) has a solution which converges to zero.8. investigate the global character ∞ of {yn }n=−1 . y0 ) ∈ R × R through which the equation yn−1 yn+1 = 1 + yn is well defined for all n ≥ 0 and.4. Show that Eq(4. and the periodic ∞ nature of the solution {yn }n=−1 of Eq(4. the asymptotic behavior. x0 ) ∈ R × R through which the equation xn−1 xn+1 = −1 + (4.8.20) is well defined for all n ≥ 0. Open Problem 4. Open Problem 4. (c) Discuss (a) and (b) when p < 0. Determine all initial conditions y−1 . y0 ∈ R such that the equation (4.20) is well defined for all n ≥ 0.20) possesses a solution {yn }∞ n=−1 which remains above the equilibrium for all n ≥ −1. ∞) ∞ for which the solution {yn }n=−1 of Eq(4.3 Show that Eq(4. ∞).5 (a) Assume p ∈ (0. y0 ∈ (0.4 Assume that (x−1 . Conjecture 4. y0 ∈ R be such that Eq(4.24) xn is well defined for all n ≥ 0.2 Assume that p = 1. for these initial points. Determine the set of initial conditions y−1 .6 (See [13]) Find the set G of all initial points (x−1 . For such an initial point. investigate the boundedness.8.19) is bounded. Conjecture 4.3 Assume that p < 1.8. .8.20).8. Show that {xn }∞ n=−1 is a three cycle. x0 ) ∈ R × R is such that the equation (4. (b) Let y−1 . Open Problems and Conjectures 65 Conjecture 4. Open Problem 4.

xn+1 = 1 + xn converges to two? . Open Problem 4.8. ∞) does the sequence defined by xn−1 . 1. ∞)]. with positive initial conditions is globally asymptotically stable if and only if kπ α−1 . xn + xn−1 n = 0. . with positive initial conditions. ∞) and k ∈ {0. . n = 0. + ak xn−k n = 0. (1. . . 1 + xn−k n = 0. Conjecture 4. n = 0. ∞) for i = 0. Show that every positive solution of the population model Jn+1 = Jn−1 er−(Jn +Jn−1 ) .8. converges to a period-two solution.8. . x0 ∈ (0. Obtain necessary and sufficient conditions on f for every positive solution of the equation xn+1 = to be bounded. . . see [55]. . . .8. . < 2 cos α 2k + 1 Open Problem 4. . 1. 1. Show that the positive equilibrium of Pielou’s discrete logistic model xn+1 = αxn . ∞). 2)-Type Equations Open Problem 4. 1. .}.) Assume α ∈ (1. .8 Let a. . . 1.7 Let f ∈ C[(0. Conjecture 4. . and [67]. 1. f (xn ) . . ∞). (0. ai ∈ (0. .6 (Pielou’s Discrete Logistic Model. .66 Chapter 4. a + a0 xn + .9 (See [5]) For which initial values x−1 . . Investigate the global asymptotic stability of the equilibrium points of the difference equation xn+1 = xn . . [66]. . k. .8.5 (See [27]) Assume r ∈ (0.

Open Problem 4. find the basin of attraction of the equilibrium of Eq(4.25). .25). .7) Open Problem 4. 1). . Investigate the asymptotic behavior of {yn }n=−1 .8. . Open Problems and Conjectures (See also Section 4. Investigate the asymptotic behavior and the periodic nature of all positive solutions of each of the following difference equations: yn+1 = yn+1 = 1 pn + .25) converges to a period-two solution . .27) . n = 0.8. (b) Determine the limits of the subsequences of even and odd terms of every solution of Eq(4. ∞) such that the solutions {yn }∞ n=−1 of Eq(4. y0 ∈ (0. 0. 1.25) converge to zero. . lim p = n→∞ pn .8.4. 1. Open Problem 4. . yn yn−1 pn yn . . ∞) through which the solutions of Eq(4. y0 ∈ B. lim (a) Find all initial points y−1 . in terms of the initial conditions y−1 and y0 of the solution. each of the subsequences {y2n }∞ and {y2n+1 }n=−1 is decreasing and n=0 lim [n→∞ y2n ][n→∞ y2n+1 ] = 0. (4.20) are bounded. 67 (4. ∞ (b) Let y−1 .10 (See [31]) Consider the difference equation yn+1 = yn−1 e−yn . ∞ More precisely. . .26) (4. . y0 ∈ [0. In other words. 0. . .25) with nonnegative initial conditions.12 Let {pn }∞ be a convergent sequence of nonnegative real numn=0 bers with a finite limit. (a) Find the set B of all initial conditions y−1 . n = 0. . 1. . . 1 + yn−1 n = 0.11 Assume p ∈ (0. .8. ∞ One can easily see that every solution {yn }n=−1 of Eq(4. .

. 1. n = 0. .68 pn + yn . pn + yn yn−1 .8. 1 − yn (4.8.26) . . 1. Investigate the global character of all positive solutions of each of Eqs(4. 1 − yn−1 1 + yn . extend your result by introducing arbitrary real parameters in the equation.(4.34) yn+1 = yn+1 = −1 + yn−1 . (1. . .28) (4. 1 − yn−1 yn−1 .13 Let {pn }∞ be a periodic sequence of nonnegative real numbers n=0 with period k ≥ 2. .30). . pn + yn−1 yn−1 . yn Chapter 4. investigate the long term behavior of the solution {yn }∞ n=−1 : yn+1 = yn .14 For each of the following difference equations determine the “good” set G ⊂ R × R of all initial conditions (y−1 . (4. yn For those equations from the above list for which you were successful. Then for every (y−1 . y0 ) ∈ R × R through which the equation is well defined for all n ≥ 0. Open Problem 4. . . .31) yn+1 = (4. 1.33) (4. n = 0. .29) (4. y0 ) ∈ G.32) (4.30) yn+1 = yn+1 = pn + Open Problem 4. 2)-Type Equations yn+1 = n = 0.

A Eq(1) contains the following nine equations of the (2. Cxn−1 n = 0. . 1. . . . (5. .6) .2) xn+1 = α + βxn . 1. . A n = 0.5) xn+1 = α + γxn−1 .1) xn+1 = α + βxn . . . . . 1. (5. . 1. 1. . Bxn n = 0. . . Bxn n = 0.Chapter 5 (2.1 Introduction α + βxn .3) xn+1 = α + γxn−1 . (5. 1)-Type Equations 5. 1)-type: xn+1 = n = 0. (5. . . . (5. Cxn−1 69 n = 0. 1. (5. .4) xn+1 = α + γxn−1 .

Of these nine equations.9) to Eq(4.4) and (5. Eq(5. Cxn−1 n = 0.Lyness’ This is the (2. γ Finally the change of variables xn = γ β + yn . .9) Please recall our classification convention in which all parameters that appear in these equations are positive. 1)-Type Equations xn+1 = βxn + γxn−1 .10) . which was investigated in Section 4. . (5.20) with p = β . . Bxn n = 0.2 The Case γ = A = B = 0 : xn+1 = Equation p + yn . 5. (5. . .7) are linear.7) xn+1 = and xn+1 = βxn + γxn−1 . and the denominators are always positive. . the initial conditions are nonnegative. Therefore there remain Eqs(5. 1. 1. 1)-type Eq(5. .18) with p = β . Eqs(5. . (5. C C γ reduces Eq(5.3) and (5. .2) is a Riccati equation and Eq(5.8) βxn + γxn−1 . (5. B reduces Eq(5. The change of variables γ xn = yn . 1. 1.3) which by the change of variables reduces to the equation yn+1 = n = 0. .5). which will be investigated in the next two sections.7.2). (5. .8) to Eq(4. .70 Chapter 5.6) is essentially like Eq(5. A n = 0.1). . which was investigated in Section 4. yn−1 α+βxn Cxn−1 . (2.5.

There is substantial literature on Lyness’ Equation. The Case γ = A = B = 0 : xn+1 = where α+βxn Cxn−1 . Concerning the semicycles of solutions of Eq(5. . See [11]. Then the following statements about the positive solutions of Eq(5.Lyness’ Equation 71 p= The special case of Eq(5.12) from which it follows that every solution of Eq(5. [43]. Indeed the solution of Eq(5.10) has a limit.10) are true: (a) The absolute extreme in a semicycle occurs in the first or in the second term. [57]-[59].2. [71]. (b) Every nontrivial semicycle. 1 + y0 1 + y−1 + y0 1 + y−1 . and [72] and the references cited therein. p. y0 .2. after the first one. .. . β2 p=1 was discovered by Lyness in 1942 while he was working on a problem in Number Theory. It was shown in [30] that no nontrivial solution of Eq(5.10) the following result was established in [43]: Theorem 5.. y−1 y−1 y0 y0 Eq(5. contains at least two and at most three terms. 1. This result was also established in [49] by using a Lyapunov function.1 Assume that p > 0.10) is stable but not asymptotically stable. n = 0. . [42]. (See ([42].11) yn−1 every solution of which is periodic with period five. .11) with initial conditions y−1 and y0 is the five-cycle: y−1 .5. 131) for the history of the problem. (5.) In this special case.. It was also shown in [44] by using KAM theory that the positive equilibrium y of Eq(5.10) where αC . . .10) is bounded from above and from below by positive constants. the equation becomes 1 + yn yn+1 = .10) possesses the invariant In = (p + yn−1 + yn ) 1 + 1 yn−1 1+ 1 yn = constant (5.

1. (2.12).72 Chapter 5. .1 one can see that except possibly for the first semicycle.10) is bounded without using the invariant (5.1 one can see that the unique equilibrium point √ 1 + 1 + 4p y= 2 of Eq(5.13) αB .13) converges monotonically to the equilibrium y. yn (5.13) was investigated in [28]. . 1)-type Eq(5.12).13) either approaches the positive equilibrium y monotonically or it oscillates about y with semicycles of length one in such a way that {y2n } and {y2n+1 } converge monotonically one to zero and other to ∞. Open Problem 5. From this it follows that a solution of Eq(5.13) has semicycles of length one. . 5.10) without using essentially the invariant. By Theorem 1.10) is bounded from above and from below by positive numbers.13) is a saddle point. γ2 Eq(5. The global character of solutions of Eq(5.1 Show that every solution of Lyness’ Eq(5. To this day we have not found a proof for the boundedness of solutions of Eq(5.13) is a consequence of the identity yn+1 − yn−1 = yn−1 − yn−2 yn for n ≥ 1. .13) one can easily see that every nonoscillatory solution of Eq(5.1.3 The Case β = A = C = 0 : xn+1 = γ yn B n = 0. 1)-Type Equations 5. every oscillatory solution of Eq(5. one can easily see that every solution of Lyness’ Eq(5.5) which by the change of variables xn = reduces to the equation yn+1 = where p= p + yn−1 .4. Concerning the nonoscillatory solutions of Eq(5.7. α+γxn−1 Bxn This is the (2.4 Open Problems and Conjectures By using the invariant (5. By the linearized stability Theorem 1.

14) possesses a unique positive equilibrium point x and a nontrivial invariant. What is it that makes Lyness’ equation possess an invariant? What type of difference equations possess an invariant? Along these lines. .2 Let G be the set of initial conditions defined in the Open problem 5. ∞)] and that the difference equation (5.1 Assume that f ∈ C[(0.4. .4.4.4. ∞). xn−1 n = 0. (0. (0. When we allow the initial conditions to be real numbers the equation yn+1 = p + yn yn−1 (5. ∞)]. y0 ∈ (−∞. f (xn ) . Obtain necessary and sufficient conditions in terms of f so that every positive solution of the difference equation xn+1 = is bounded. ∞). .14) about x does not have both eigenvalues in |λ| < 1 and does not have both eigenvalues in |λ| > 1. Obtain necessary and sufficient conditions in terms of f so that the difference equation (5. To illustrate. Open Problem 5.4.14) Open Problem 5.15) is well defined for all n ≥ 0. ∞). Determine the set G of all initial conditions y−1 .15) may not even be well defined for all n ≥ 0.5. Conjecture 5.4. (0. .2 Assume that f ∈ C[(0. Conjecture 5.15) are unbounded is a set of measure zero. Show that the linearized equation of Eq(5.4.3 Assume that f ∈ C[(0. ∞). (5. ∞) through which Eq(5. we offer the following open problems and conjectures. Open Problems and Conjectures 73 Open Problem 5. we offer the following open problems and conjectures.4 (See [26].14) possesses a (nontrivial) invariant.) Assume p ∈ (−∞. ∞)]. 1. Show that the subset of G through which the solutions of Eq(5.4.

(2. y0 ) ∈ G. .4. + yn yn−1 yn−3 yn−4 n = 0. + yn−k . ∞) × (−∞.6 Find the set G of all initial points (y−1 . yn−1 yn−3 n = 0. . yn−k−1 n = 0. 1. Show that the set of points (y−1 . .6 Show that the equation yn+1 = 1 + yn−1 .4 Show that every positive solution of the equation yn+1 = converges to a period-six solution. 1. .3 Assume p ∈ (−∞. . Conjecture 5.4. . y0 ) ∈ (−∞.15) is not well defined for all n ≥ 0. yn yn−4 + . . . is a set of points without interior. Determine the periodic character and the asymptotic behavior of all solutions with (y−1 .74 Chapter 5. y0 ) ∈ R × R through which the equation 1 + yn−1 yn+1 = yn is well defined for all n ≥ 0.4. Open Problem 5. . converges to a period-three solution. 1.4. has a nontrivial positive solution which decreases monotonically to the equilibrium of the equation. yn n = 0. Conjecture 5. . ∞).4. . ∞) through which Eq(5. 1. . Conjecture 5. 1 + . . Open Problem 5.5 Determine all positive integers k with the property that every positive solution of the equation yn+1 = is periodic. .4. 1)-Type Equations Conjecture 5.5 (See [20]) Show that every positive solution of the equation yn+1 = 1 1 . .

7 (May’s Host Parasitoid Model. (5. 1. .4. 1 if A < 1 if A = 1 δ= 0  −1 if A > 1.4. . . 1. . ∞). xn xn−1 n = 0.    When δ = 1. .16) to where xn =   −1+yn 2 if A > 1 if A = 1 if A < 1 n = 0. A} n .17) is called the Gingerbreadman Map and was investigated by Devaney [17]. .4. see [59]) Assume α > 1. see [59]) Let A ∈ (0. Note that the change of variables      n e y2 max{x2 . Show that every positive solution of May’s Host Parasitoid Model xn+1 = is bounded. . . 1. Conjecture 5.17) yn+1 = |yn | − yn−1 + δ. 2 αxn . Open Problems and Conjectures 75 Conjecture 5.8 (The Gingerbreadman Map. . (1 + xn )xn−1 n = 0.16) A A 1+yn 2 reduces Eq(5. . Eq(5. Show that every positive solution of the equation xn+1 = is bounded.5. (5.

.

. Bxn + Cxn−1 n = 0. (6. Bxn + Cxn−1 77 n = 0. . 2)-Type Equations 6.1) xn+1 = α + βxn .5) xn+1 = α + γxn−1 . . . (6.6) .4) xn+1 = α + γxn−1 . . 1. (6. . . . .Chapter 6 (2. (6. . (6. . . . 1. . . . . A + Bxn Eq(1) contains the following nine equations of the (2. A + Cxn−1 n = 0. 1. (6. 2)-type: xn+1 = n = 0. 1. 1. A + Cxn−1 n = 0. 1.3) xn+1 = α + γxn−1 .1 Introduction α + βxn . .2) xn+1 = α + βxn . A + Bxn n = 0.

Riccati This is the (2.8) xn+1 = βxn + γxn−1 . . . (6. . .5). .1). A + Cxn−1 n = 0. . .9) Please recall our classification convention in which all parameters that appear in these equations are positive. α + γzn . Bxn + Cxn−1 n = 0. the initial conditions are nonnegative. .5) then {x2n }n=0 and {x2n−1 }n=0 are both solutions of the Riccati equations zn+1 = with zn = x2n and zn+1 = with zn = x2n+1 respectively. for n ≥ −1. Eq(6. Therefore we will omit any further discussion of Eq(6. . . . . To avoid a degenerate situation we will assume that αB − βA = 0. (2. . 1. A + Bxn n = 0.78 Chapter 6. See Section 1. 1.5) is essentially similar to Eq(6. 1. 2)-Type Equations xn+1 = βxn + γxn−1 . 2)-type Eq(6. 0.7) xn+1 = βxn + γxn−1 . . (6. In fact if {xn }∞ n=−1 is a positive solution of ∞ ∞ Eq(6.6. α + γzn . 6.1) which is in fact a Riccati equation. .2 The Case γ = C = 0 : Equation xn+1 = α+βxn A+Bxn . 1. . and the denominators are always positive. . A + Czn n = 0. A + Czn for n ≥ 0 n = −1. (6.

Lemma 6.3. .6.10) αC β and q = . the conjecture has not been proven or refuted. See also [36].1 we obtain the following result.1 The positive equilibrium of Eq(6.3. . 2)-type Eq(6.1) is globally asymptotically stable. To this day.10) has the unique positive equilibrium y given by p= y= q−1+ (q − 1)2 + 4p 2 .10) is bounded from above and from below by positive constants.2.1 The equilibrium y of Eq(6.10) are the following: Theorem 6.3.2) which by the change of variables xn = reduces to the equation yn+1 = where p + qyn . (6.10) is locally asymptotically stable for all values of the parameters p and q. By applying the linearized stability Theorem 1. 1 + yn−1 n = 0. 4 Now the following result is a consequence of Theorem 1.3 The Case γ = B = 0 : xn+1 = A yn C α+βxn A+Cxn−1 This is the (2.10) was investigated in [42] and [43].6.1 Every solution of Eq(6. . The Case γ = B = 0 : xn+1 = α+βxn A+Cxn−1 79 The Riccati number associated with this equation is R= and clearly βA − αB (β + A)2 1 R< .1. 6. 2 A A (Eq(6.2: Theorem 6. Eq(6. 1.10) is a very simple looking equation for which it has long been conjectured that its equilibrium is globally asymptotically stable.) Eq(6. The main results known about Eq(6. .

in every semicycle. Then there exists a subsequence {y1+nk }∞ such k=0 that k→∞ lim nk = ∞. (ii) The extreme in each semicycle occurs at either the first term or the second. k→∞ lim y1+nk = ∞. The oscillatory character of solutions for Eq(6. 2)-Type Equations Proof.10) we see that yn+1 < qyn + p for n ≥ 0 and so k→∞ lim ynk = lim ynk −1 = ∞. for sufficiently large k. every semicycle contains two or three terms. (iii) In any two consecutive semicycles. (2. We present the proofs for positive semicycles only. except perhaps for the first one. Proof. and y1+nk = max{yn : n ≤ nk } for k ≥ 0. the remaining terms in a positive semicycle are strictly decreasing and in a negative semicycle are strictly increasing. .10) is described by the following result: ∞ Theorem 6. From (6. 0 ≤ y1+nk − ynk = p + [(q − 1) − ynk −1 ]ynk <0 1 + ynk −1 2 which is a contradiction and the proof is complete. Let {yn } be a solution of Eq(6. Clearly. k→∞ Hence.10). then p yn+1 ≥ 1+M and so it is also bounded from below. except possibly for the first semicycle. has at least two terms. Now assume for the sake of contradiction that the solution is not bounded from above. The proofs for negative semicycles are similar and will be omitted. (iv) Assume q ≤ p. Then the following statements are true: (i) Every semicycle.10). Furthermore after the first. there is at most one term which follows the extreme. their extrema cannot be consecutive terms. if the solution is bounded from above by a constant M .80 Chapter 6.2 Let {yn }n=−1 be a nontrivial solution of Eq(6.3. Furthermore. Then.

α+βxn A+Cxn−1 81 yN −1 < y Then yN +1 = and yN ≥ y.3. the terms yN .3 The positive equilibrium of Eq(6. p + qyN p + qy = y. Then yN ≥ y. .3. Then yN +3 = p + qyN +2 p + qyN +1 p + qy = y. yN +1 > y and p p +q +q yN +2 1 p + qyN +1 yN +1 = = < y = 1. (ii) q≥1 and either p ≤ q or q < p ≤ 2(q + 1). 1 + yN −1 1 + yN (iv) Assume that for some N ≥ 0.10) is globally asymptotically stable if one of the following two conditions holds: (i) q < 1. The opposite case is similar and will be omitted. the first two terms in a positive semicycle are yN and yN +1 . < < 1 + yN +1 1 + yN +1 1+y 2 Theorem 6. yN +1 yN +1 1 + yN 1 + yN 1+y (iii) We consider the case where a negative semicycle is followed by a positive one.6. So assume that for some N ≥ 0 the last two terms in a negative semicycle are yN −1 and yN with yN −1 ≥ yN . > 1 + yN −1 1+y (ii) Assume that for some N ≥ 0. and yN +2 are all in a positive semicycle. The Case γ = B = 0 : xn+1 = (i) Assume that for some N ≥ 0. Then yN +1 = p + qyN p + qyN +1 < = yN +2 . yN +1 .

yn + qyn−1 αB β2 n = 0. .11) was investigated in [15]. 1+i from which the result follows.4 The Case γ = A = 0 : xn+1 = β yn B α+βxn Bxn +Cxn−1 This is the (2. it remains to show that every solution {yn }∞ of Eq(6.10) yields i≥ Hence and so because q < 1. C .82 Proof. 2)-Type Equations (i) In view of Lemma 6. (ii) The proof when p<q follows by applying Theorem 1. 1.11) and q = Eq(6. To this end.2. let i = lim inf yn n→∞ and s = lim sup yn n→∞ which by Theorem 6.3) which by the change of variables xn = reduces to the difference equation yn+1 = where p= yn + p . 1 ≤ q ≤ p ≤ 2(q + 1) 2 6. Theorem 3. The following result is a consequence of the linearized stability Theorem 1. p. Then Eq(6. (2. .3. p + (q − 1)i ≤ is ≤ p + (q − 1)s i≥s p + qi 1+s and s ≤ p + qs . . Chapter 6.1. For the proof when see ([42]. 71). This result was first established in [43].1.3.3 (f).1.4. .10) n=−1 tends to y as n → ∞.1 exist and are positive numbers. B (6. 2)-type Eq(6.4.

p q p . for some k ≥ 0. yk−1 . (b) The proof is similar and will be omitted. yk−1 . yk + qyk−1 yk + q p q yk+1 yk + p = ≥ yk + qyk−1 p q p q +p +q > p q 2 and the proof follows by induction.4. The Case γ = A = 0 : xn+1 = α+βxn Bxn +Cxn−1 83 Theorem 6. the q function u+p f (u. v) = u + qv is increasing in u and decreasing in v. ∞). 6.6.4. (b) Assume p > q and suppose that for some k ≥ 0. Then the following statements are true: (a) Assume p < q and suppose that for some k ≥ 0. Lemma 6.1 Invariant Intervals The following result establishes that the interval I with end points 1 and p is an invariq ant interval for Eq(6.1 q p .4. yk ∈ 1. then ym ∈ I for all m > k. v ∈ [ p .1 Let {yn }∞ n=−1 be a solution of Eq(6. Proof.11) in the sense that if.1 The unique positive equilibrium point y= 1+ 1 + 4p(q + 1) 2(q + 1) of Eq(6. . Indeed. two consecutive values yk−1 and yk of a solution lie in I.1 .11) is locally asymptotically stable for all values of the parameters p and q. (a) The basic ingredient behind the proof is the fact that when u. q for all n > k.11). q for all n > k. Then yn ∈ 1.4. yk ∈ Then yn ∈ p . yk + p yk + p yk+1 = ≤ = 1.

84

Chapter 6. (2, 2)-Type Equations

6.4.2

Semicycle Analysis

∞ Let {yn }n=−1 be a solution of Eq(6.11). Then observe that the following identities are true: p − yn−1 (6.12) yn+1 − 1 = q q for n ≥ 0, yn + qyn−1

yn+1 − and yn − yn+4 =

p (q − p) + pq(1 − yn−1 ) = q q(yn + qyn−1 )

for n ≥ 0,

(6.13)

(yn − 1)[qyn yn+3 + yn+1 yn+3 ] + qyn+1 (yn − p ) q q(p + yn+1 ) + yn+3 (yn+1 + qyn )

for n ≥ 0.

(6.14)

First we will analyze the semicycles of the solution {yn }∞ n=−1 under the assumption that p > q. (6.15) The following result is a direct consequence of (6.12)-(6.15):
∞ Lemma 6.4.2 Assume that (6.15) holds and let {yn }n=−1 be a solution of Eq(6.11). Then the following statements are true:

(i) If for some N ≥ 0, yN −1 < p , then yN +1 > 1; q (ii) If for some N ≥ 0, yN −1 = p , then yN +1 = 1; q (iii) If for some N ≥ 0, yN −1 > p , then yN +1 < 1; q (iv) If for some N ≥ 0, yN −1 ≥ 1, then yN +1 < p ; q (v) If for some N ≥ 0, yN −1 ≤ 1, then yN +1 > 1; (vi) If for some N ≥ 0, yN ≥ p , then yN +4 < yN ; q (vii) If for some N ≥ 0, yN ≤ 1, then yN +4 > yN ; (viii) If for some N ≥ 0, 1 ≤ yN −1 ≤ p , then 1 ≤ yN +1 ≤ p ; q q (ix) If for some N ≥ 0, 1 ≤ yN −1 , yN ≤ p , then yn ∈ [1, p ] for n ≥ N . That is [1, p ] is q q q an invariant interval for Eq(6.11); (x) p 1<y< . q

6.4. The Case γ = A = 0 : xn+1 =

α+βxn Bxn +Cxn−1

85

The next result, which is a consequence of Theorem 1.7.2, states that when (6.15) holds, every nontrivial and oscillatory solution of Eq(6.11), which lies in the interval [1, p ], oscillates about the equilibrium y with semicycles of length one or two. q Theorem 6.4.2 Assume that Eq(6.11) holds. Then every nontrivial and oscillatory solution of Eq(6.11) which lies in the interval [1, p ], oscillates about y with semicycles q of length one or two.
∞ Next we will analyze the semicycles of the solutions {yn }n=−1 under the assumption that q = p. (6.16)

In this case, Eq(6.11) reduces to yn+1 = with the unique equilibrium point y = 1. Also identities (6.12)-(6.14) reduce to yn+1 − 1 = p and yn − yn+4 = (yn − 1) pyn+1 + pyn yn+3 + yn+1 yn+3 p(p + yn+1 ) + yn+3 (yn+1 + pyn ) for n ≥ 0. (6.19) 1 − yn−1 yn + pyn−1 for n ≥ 0 (6.18) yn + p , yn + pyn−1 n = 0, 1, . . . (6.17)

and so the following results follow immediately:
∞ Lemma 6.4.3 Let {yn }n=−1 be a solution of Eq(6.17). Then the following statements are true:

(i) If for some N ≥ 0, yN −1 < 1, then yN +1 > 1; (ii) If for some N ≥ 0, yN −1 = 1, then yN +1 = 1; (iii) If for some N ≥ 0, yN −1 > 1, then yN +1 < 1; (iv) If for some N ≥ 0, yN < 1, then yN < yN +4 < 1; (v) If for some N ≥ 0, yN > 1, then yN > yN +4 > 1.
∞ Corollary 6.4.1 Let {yn }∞ n=−1 be a nontrivial solution of Eq(6.17). Then {yn }n=−1 oscillates about the equilibrium 1 and, except possibly for the first semicycle, the following are true:

86

Chapter 6. (2, 2)-Type Equations

(i) If y−1 = 1 or y0 = 1, then the positive semicycle has length three and the negative semicycle has length one. (ii) If (1 − y−1 )(1 − y0 ) = 0, then every semicycle has length two. Finally we will analyze the semicycles of the solutions {yn }∞ under the assumption n=−1 that p < q. (6.20) The following result is a direct consequence of (6.12)-(6.14) and (6.20). Lemma 6.4.4 Assume that (6.20) holds and let {yn }∞ n=−1 be a solution of Eq(6.11). Then the following statements are true: (i) If for some N ≥ 0, yN −1 < p , then yN +1 > 1; q (ii) If for some N ≥ 0, yN −1 = p , then yN +1 = 1; q (iii) If for some N ≥ 0, yN −1 > p , then yN +1 < 1; q (iv) If for some N ≥ 0, yN −1 ≤ 1, then yN +1 > p ; q (v) If for some N ≥ 0, yN −1 ≤ p , then yN +1 > p ; q q (vi) If for some N ≥ 0, yN ≥ 1, then yN +4 < yN ; (vii) If for some N ≥ 0, yN ≤ p , then yN +4 > yN ; q (viii) If for some N ≥ 0,
p q p q

≤ yN −1 ≤ 1, then

≤ yN +1 ≤ 1;

(ix) If for some N ≥ 0, p ≤ yN −1 , yN ≤ 1, then yn ∈ [ p , 1] for n ≥ N . That is, [ p , 1] is q q q an invariant interval for Eq(6.11); (x) p < y < 1. q

The next result, which is a consequence of Theorem 1.7.4, states that when (6.20) holds, every nontrivial and oscillatory solution of Eq(6.11) which lies in the interval [ p , 1], after the first semicycle, oscillates with semicycles of length at least two. q Theorem 6.4.3 Assume that (6.20) holds. Then every nontrivial and oscillatory solution of Eq(6.11) which lies in the interval [ p , 1], after the first semicycle, oscillates with q semicycles of length at least two.

6.4. The Case γ = A = 0 : xn+1 =

α+βxn Bxn +Cxn−1

87

How do solutions which do not eventually lie in the invariant interval behave? First assume that p>q
∞ and let {yn }n=−1 be a solution which does not eventually lie in the interval I = [1, p ]. q Then one can see that the solution oscillates relative to the interval [1, p ], essentially in q one of the following two ways: (i) Two consecutive terms in ( p , ∞) are followed by two consecutive terms in (0, 1), q are followed by two consecutive terms in ( p , ∞), and so on. The solution never visits q the interval (1, p ). q (ii) There exists exactly one term in ( p , ∞), which is followed by exactly one term in q (1, p ), which is followed by exactly one term in (0, 1), which is followed by exactly one q term in (1, p ), which is followed by exactly one term in ( p , ∞), and so on. The solution q q visits consecutively the intervals

...,

p p p p , ∞ , 1, ,∞ ,... , (0, 1), 1, , q q q q

in this order with one term per interval. The situation is essentially the same relative to the interval [ p , 1] when q p < q.

6.4.3

Global Stability and Boundedness

Our goal in this section is to establish the following result: Theorem 6.4.4 when (b) Assume that q > 1 + 4p. Then every solution of Eq(6.11) lies eventually in the interval Proof. (a) We have already shown that the equilibrium y is locally asymptotically stable so it remains to be shown that y is a global attractor of every solution {yn }∞ n=−1 of Eq(6.11). Case 1 Assume p = q. It follows from (6.19) that each of the four subsequences {y4n+i }∞ n=0 for i = 1, 2, 3, 4
p ,1 q

(a) The equilibrium y of Eq(6.11) is globally asymptotically stable q ≤ 1 + 4p. (6.21)

.

p ] is an invariant interval.11) with period four. p ] converges to y. lim yn = 1. it converges to a periodic solution with period-four which q is not the equilibrium.2 that [1. Under the assumption that q ≤ 1 + 4p. 2)-Type Equations is either identically equal to one or else it is strictly monotonically convergent. we assume that p > q. v) = u + qv is decreasing in both variables and so it follows by applying Theorem 1. Theorem 1. (2.5 applies and so every solution of Eq(6.88 Chapter 6.22) is a periodic solution of Eq(6. . 2 .11) converges to y. Set Li = n→∞ y4n+i lim Thus clearly .11) must lie eventually in [1.11) must eventually lie in the interval [ p . . By applying (6. As in Case 2 we can see that every solution of Eq(6. In this interval the q function u+p f (u. L1 . v) = u+p u + qv is increasing in u and decreasing in v. (6. By applying (6. 4 and so n→∞ for i = 1. q Hence for every solution {yn }∞ n=−1 of Eq(6.19) to the solution (6. L4 . . assume that p < q.4.7 that every solution of Eq(6.4. we can see that if a solution is not eventually in [1. p ]. (b) The proof follows from the discussion in part (a). .4. Case 2 Assume p = q. L3 . 2. 4.14) to this period four solution we obtain a contradiction and so every solution of Eq(6. 1]. 3. 2. .11) n→∞ lim yn = y and the proof is complete. 3. . Now. Recall from Lemma 6. In this interval the function q f (u. L2 . By q using an argument similar to that in the case p = q.22) we see that Li = 1 for i = 1. First. p ].11) with two consecutive values in [1.

if and only if q = 1.25) (b) Assume (6. (6.7. ψ.1. .23) has a prime period-two solution .4) which by the change of variables xn = reduces to the difference equation yn+1 = where p= p + qyn−1 .6. .5. .5 The Case β = C = 0 : xn+1 = A yn B This is the (2. (6.23) is y= q−1+ (q − 1)2 + 4p 2 and by applying the linearized stability Theorem 1. ψ ∈ (0.25) holds.1 The equilibrium y of Eq(6.23) is locally asymptotically stable when q < 1. . . The Case β = C = 0 : xn+1 = α+γxn−1 A+Bxn 89 α+γxn−1 A+Bxn 6. 1.23) and q = (Eq(6. Theorem 6.24) are given by {φ. ∞) : φψ = p}. (c) Assume that (6. .25) holds. A (6. . and is an unstable saddle point when q > 1. φ.23) converges to a period two solution.5. .) The only equilibrium point of Eq(6. ψ. φ. . Then the values φ and ψ of all prime period-two solutions (6. 2)-type Eq(6.24) . Concerning prime period-two solutions. Then every solution of Eq(6.1 we obtain the following result: Theorem 6.2 (a) Eq(6.5.23) was investigated in [28]. γ . the following result is a consequence of the results in Section 2. 1 + yn αB A2 n = 0.

(b) Assume p ≥ q.3 Let {yn } be a nontrivial solution of Eq(6. (6. Proof. We will assume that there exists a positive integer K such that yn−1 ≥ y for every n ≥ K.90 Chapter 6.2 The Case q < 1 The main result in this section is the following: Theorem 6.23). the condition p ≥ q implies that the function f (x) = is decreasing. (a) This follows immediately from Theorem 1. yn0 > yn0 −1 . 2)-Type Equations 6. Then every nonoscillatory solution of Eq(6. Clearly yn+1 = Set M= p + qyn−1 < p + qyn−1 . 1 + yn0 2 p + qx 1+x 6. Clearly. Proof.26) . Then the following statements are true: (a) After the first semicycle.23).5. 1 + yn p + .23) oscillates about the equilibrium y with semicycles of length one. (2.23) are as follows: Theorem 6.23) is globally asymptotically stable. y) = y.4 Assume that q < 1. It is sufficient to show that {yn } is a decreasing sequence for n ≥ K. 1−q n ≥ 0.7. yn0 −1 ) < f (yn0 . The case where yn−1 < y for n ≥ K is similar and will be omitted. Then the positive equilibrium of Eq(6.5. p + qyn0 −1 = f (yn0 . Then yn0 +1 = which is impossible.5.1 (b) Let {yn } be a nonoscillatory solution of Eq(6. yn0 ) < f (y.1 Semicycle Analysis Our results on the semicycles of solutions for Eq(6.5. an oscillatory solution {yn } of Eq(6. So assume for the sake of contradiction that for some n0 ≥ K.23) and let y denote the unique positive equilibrium of Eq(6.23) converges monotonically to the equilibrium y.

lim y2n = ∞ p + qy2n−1 =0 1 + y2n and lim y2n+1 = lim n→∞ n→∞ and the proof is complete. . q−1 p + q(q − 1) p + qy−1 < <q−1 1 + y0 1 + y0 p + qy0 p + qy0 p > = y0 + 1 + y1 q q p q for n ≥ 1. it now follows that every solution of Eq(6. one of which is monotonically approaching 0 and the other is monotonically approaching ∞.1. y) ∈ [a.6. a = 0. 2 6. y) ≤ b. By applying Theorem 1.23) lies eventually in the interval [0. The proof is complete. In fact this is true for every solution {yn }∞ n=−1 whose initial conditions are such that the following inequalities are true: y−1 < q − 1 and y0 > q − 1 + To this end observe that y1 = and y2 = and by induction. M ]. and b = + . b].6 it follows that y is a global attractor of all solutions of Eq(6. Set p + qy p f (x. b] × [a. y) = . 1+x 1−q Then clearly. The Case β = C = 0 : xn+1 = α+γxn−1 A+Bxn 91 where is some positive number. From Eq(6. for all (x.5. The local stability of y was established in Theorem 6.4.5.26) and Eq(6.23). y2n−1 < q − 1 and y2n > y0 + n Hence n→∞ p .23). a ≤ f (x.5.3 The Case q > 1 In this case we will show that there exist solutions that have two subsequences.

B . Clearly the equilibrium y is the positive solution of the quadratic equation (1 + q)y 2 − y − p = 0. If we now set it is easy to see that (6.28) By employing Theorem 1. 1+q (y + p)(1 + q) n = 0. 2)-type Eq(6.6) which by the change of variables xn = reduces to the difference equation yn+1 = where p= p + yn−1 .29) is satisfied if and only if either q≤1 or q > 1 and F 2p q−1 > 0. qyn + yn−1 αC γ2 n = 0. . .27) has the unique positive equilibrium y= 1+ 1 + 4p(1 + q) 2(1 + q) . C (6.92 Chapter 6. 1. 1.1 we see that y is locally asymptotically stable when (q − 1)y < 2p and unstable (a saddle point) when (q − 1)y > 2p.) Eq(6. F (u) = (1 + q)u2 − u − p. .1. 2)-Type Equations 6.27) and q = (Eq(6.30) (6. . The linearized equation associated with Eq(6.29) . .27) about y is zn+1 + q qy − p zn − zn−1 = 0. . .6 The Case β = A = 0 : xn+1 = γ yn C α+γxn−1 Bxn +Cxn−1 This is the (2. (6.27) was investigated in [45]. (2. (6.

. φ.6.6.32) holds.27) has a prime period-two solution . be a period-two cycle of Eq(6. φ. q−1 .31) 6.27) is locally asymptotically stable when q < 1 + 4p and unstable. . the period-two solution is “unique” and the values of φ and ψ are the positive roots of the quadratic equation t2 − t + p = 0. . when q > 1 + 4p. The following result is now a consequence of the above discussion and some simple calculations: Theorem 6.27). . ψ. . . Then φ= p+φ qψ + φ and ψ = p+ψ . The Case β = A = 0 : xn+1 = α+γxn−1 Bxn +Cxn−1 93 Similarly (6. . . ψ. and more precisely a saddle point equilibrium.6. .6. Furthermore when (6.30) is satisfied if and only if q > 1 and F 2p q−1 < 0.1 The equilibrium y of Eq(6. (6.6. φ. . qφ + ψ It now follows after some calculations that the following result is true: Theorem 6. ψ.2 Eq(6. ψ. .1 Let Existence and Local Stability of Period-Two Cycles . φ. . if and only if q > 1 + 4p.32) (6.

v) = Clearly the two cycle is locally asymptotically stable when the eigenvalues of the φ lie inside the unit disk. ψ) = . φ. φ. (2. . .94 To investigate the local stability of the two cycle . ψ) ∂u ∂v where. . ∞) × (0. . ψ. Jacobian matrix JT 2 . evaluated at ψ We have  ∂g  ∂g (φ. and write Eq(6. ∂u (qψ + φ)2 ∂g (p + φ)q (φ. By a simple calculation we find that T2 where g(u. . . v) + v and h(u. the second iterate of T . . 1. . ∂v (qψ + φ)2 . . 1. qg(u. ψ) ∂h (φ. v) = p+u qv + u u v = g(u. ψ. Chapter 6. . we set un = yn−1 and vn = yn . ψ) ∂v (φ. φ ψ is a fixed point of T 2 . . n = 0. ∂g qψ − p (φ. v) h(u. .27) in the equivalent form: un+1 = vn vn+1 = p+un qvn +un . . v) p+v . 2)-Type Equations for n = 0. ψ) ∂u φ  JT 2 =   ψ ∂h (φ. ψ) = − . ∞) defined by: T Then u v = v p+u qv+u . Let T be the function on (0.

p )[q − (1 + 4p)] < 0 p+1 . ψ) = .1 that both eigenvalues of JT 2 unit disk |λ| < 1. if and only if |S| < 1 + D < 2.34) (6. The Case β = A = 0 : xn+1 = α+γxn−1 Bxn +Cxn−1 95 q(p + ψ)(qψ − p) ∂h (φ.33) is equivalent to the following three inequalities: S <1+D −1 − D < S D < 1. ψ) = − . ψ) ∂u ∂v ∂g ∂h ∂h ∂g (φ.34) is equivalent to (6. ∂u ∂v ∂v ∂u φ ψ lie inside the Then it follows from Theorem 1.6.33) (6. ∂u (qφ + ψ)2 (qψ + φ)2 ∂h q 2 (p + φ)(p + ψ) qφ − p (φ.6.36) (qψ − p)(qφ + ψ)2 + (qφ − p)(qψ + φ)2 + q 2 (p + ψ)(p + φ) − (qψ − p)(qφ − p) < (qψ + φ)2 (qφ + ψ)2 which is true if and only if p (q 3 + 2q 2 − 4qp + 2q 2 p + 2p − 3q) + q − p + q 2 p2 + qp − p2 < (qψ + φ)2 (qφ + ψ)2 q−1 which is true if and only if −q 3 p + 7q 2 p − 8qp2 + 4q 2 p2 + 4p2 − 7qp + 2q 2 − q + p − q 3 < 0 which is true if and only if −(p + 1)(q − 1)(q − which is true because q > 1 + 4p.1. ψ) (φ. First we will establish Inequality (6. ψ). + 2 (qψ + φ)2 ∂v (qφ + ψ) (qφ + ψ)2 Set S= and D= ∂h ∂g (φ. To this end observe that (6. Inequality (6. ψ) + (φ. ψ) (φ.35) (6. ψ) − (φ.34).

we establish Inequality (6. 6. (2.2 Invariant Intervals Here we show that the interval I with end points one and p is an invariant interval for q Eq(6.27) either remain forever outside the interval I or the solution is eventually trapped into I. More precisely we show that the values of any solution {yn }∞ n=−1 of Eq(6.35) is equivalent to −(qψ + φ)2 (qφ + ψ)2 which is true if and only if < (qψ − p)(qφ + ψ)2 + (qφ − p)2 (qψ + φ)2 + q 2 (p + ψ)(p + φ) + (qψ − p)(qφ − p) −(qψ + φ)2 (qφ + ψ)2 < p (q 3 + 4q 2 − 4qp + 2q 2 p + 2p − 3q) − p + q 2 p2 q−1 which is true if and only if q 2 + 2pq + 2p2 q 2 − p2 + qp2 − q 3 − 3q 3 p − 2q 3 p2 − p < 0 which is true if and only if p2 (−2q 3 + 2q 2 + q − 1) + p(−3q 3 + 2q − 1) − q 3 + q 2 < 0 which is true because q > 1. Observe that (6.35). Theorem 6. Observe that (6. q .6.36) is true if and only if (qψ − p)(qφ − p) < (qψ + φ)2 (qφ + ψ)2 which is true if and only if p [q 2 − (q − 1)(q − p)] < (pq − p + q)2 q−1 which is true if and only if q(pq − p + q)(pq − 2p + q − 1) > 0 which is true because q > 1 + 4p.27). q Then p ≤ yn ≤ 1 for all n ≥ N.3 Let {yn }∞ n=−1 be a solution of Eq(6.6. p ≤ yN ≤ 1. Finally. Then the following statements are true. (a) Assume that p ≤ q and that for some N ≥ 0.96 Chapter 6.36). 2)-Type Equations Next we will establish Inequality (6.27).

6. 6.6.27). (a) Indeed we have yN +1 = and yN +1 = p + yN −1 p + yN −1 ≤ =1 qyN + yN −1 p + yN −1 p q p + yN −1 p = p + yN −1 q p q for all n ≥ N. Let {yn }∞ n=−1 be a solution of Eq(6. p + yN −1 p + yN −1 ≥ = q qyN + yN −1 (pyN + p yN −1 ) p q and the proof follows by induction. yN +1 = and yN +1 = p + yN −1 p + yN −1 =1 ≥ qyN + yN −1 p + yN −1 p q p + yN −1 ≤ pyN + p yN −1 q p q p p + yN −1 = p + yN −1 q 2 p + yN −1 = qyN + yN −1 and the proof follows by induction. (6.27) relative to the equilibrium y and relative to the end points of the invariant interval of Eq(6.39) 2 qyn−1 (yn − p ) + (yn − 1)(yn−1 yn + qyn ) q . for n ≥ 0.38) (6. Then observe that the following identities are true: p − yn for n ≥ 0.37) yn+1 − 1 = q q qyn + yn−1 qyn−1 (1 − p ) + pq(1 − yn ) p q yn+1 − = q q(qyn + yn−1 ) yn − yn+2 = q(p + yn−1 ) + yn (qyn + yn−1 ) for n ≥ 0.27). q Then 1 ≤ yn ≤ Proof. p 1 ≤ yN ≤ .3 Semicycle Analysis Here we present a thorough semicycle analysis of the solutions of Eq(6. (b) Clearly. The Case β = A = 0 : xn+1 = α+γxn−1 Bxn +Cxn−1 97 (b) Assume that p ≥ q and that for some N ≥ 0.6. (6.

q (ii) If for some N ≥ 0. then yn ∈ [1. then yN +1 < 1. (viii) p 1<y< .2 Assume that p=q ∞ and let {yn }n=−1 be a solution of Eq(6. then yN +1 < p . . In particular [1. pyn + yn−1 Chapter 6. yN = p . . yN ≥ 1.40) the above identities reduce to the following: yn+1 − 1 = p and yn − yn+2 = (yn − 1) 1 − yn pyn + yn−1 for n ≥ 0 for n ≥ 0. 2)-Type Equations n = 0. Then the following statements are true: (i) If for some N ≥ 0. (6.27). (vii) If for some N ≥ 0. yN > p . q (v) If for some N ≥ 0.27). then yN +2 < yN . yN ≤ p .6. p ] is an q q q invariant interval for Eq(6.1 Assume that p>q and let {yn }∞ n=−1 be a solution of Eq(6. (6. then yN +1 > 1.98 When p=q that is for the difference equation yn+1 = p + yn−1 .41) 2 pyn−1 + yn−1 yn + pyn p(p + yn−1 ) + yn (pyn + yn−1 ) (6. q Lemma 6.6.42). 1. then yN +1 > 1. q (vi) If for some N ≥ 0. yN ≥ p . yN ≤ 1. Lemma 6. . yN < 1.37)-(6. Then the following statements are true: (i) If for some N ≥ 0. p ] for n ≥ N .27). q (iv) If for some N ≥ 0. then yN +2 > yN . then yN +1 = 1. q (iii) If for some N ≥ 0. yN < p .42) The following three lemmas are now direct consequences of (6. (2. .

then yN +1 < 1. q (vi) If for some N ≥ 0.27).27). Then the following statements are true: (i) If for some N ≥ 0.6. then yN +2 > yN . 1] for n ≥ N . yN ≤ 1. In particular [ p . q (iii) If for some N ≥ 0.3 Assume that p<q ∞ and let {yn }n=−1 be a solution of Eq(6. yN > 1. q Note that the function f (u. (ix) p < y < 1. yN < 1.6. v) = p+v qu + v is always decreasing in u but in v it is decreasing when u < p and increasing when u > p . (iii) If for some N ≥ 0. (v) If for some N ≥ 0. yN > 1. (iv) If for some N ≥ 0.7.1 and 1. Lemma 6. yN ≤ 1. yN = 1. 1] is an q q invariant interval for Eq(6. then yN +2 < yN . yN < p . yN ≤ p . q (viii) If for some N ≥ 0. yN ≥ 1. then yN +1 < 1.6.7.6. then yN +1 = 1. q q The following result is now a consequence of Theorems 1. q (ii) If for some N ≥ 0. then yN > yN +2 > 1. q (iv) If for some N ≥ 0.2 and Lemmas 6. then yN < yN +2 < 1. then yN +1 ≥ 1. then yN +1 > p .3: . yN = p .6. then yN +1 = 1. yN > p . (vii) If for some N ≥ 0. then yn ∈ [ p . q (v) If for some N ≥ 0. yN ≤ p . then yN +1 > 1.1-6. The Case β = A = 0 : xn+1 = α+γxn−1 Bxn +Cxn−1 99 (ii) If for some N ≥ 0.

But this two cycle lies q inside the interval I. with φ + ψ = 1 and φψ = p . yn ∈ I for n ≥ N. .43) 6. The above observations are summarized in the following theorem: Theorem 6.27) either eventually enters the interval I with end points 1 and p and remains there.27) is global attractor.46) Also recall that a solution {yn }∞ n=−1 of Eq(6. every solution of Eq(6.44) (6.6 and 1. and only then. must converge to y. .4 Global Behavior of Solutions Recall that Eq(6.27) has a unique equilibrium y which is locally stable when (6.6. When (6.31) holds.27) eventually enters and remains in the interval I. Eq(6.6. in view of Theorems 1.45). . ∞). Hence.27). p<q the length is one. φ.27) has a “unique” prime period-two solution .45) there are no period-two solutions and so the solutions must eventually enter and remain in I and. ψ. or for some N ≥ 0. (6.4. q−1 (6. . When (6. 1] must converge to the two cycle (6.5 (a) Assume q ≤ 1 + 4p. The character of these solutions remains an open question. while if p>q the length is at most two. (6.4 Let {yn }∞ n=−1 be a solution of Eq(6. .44)-(6.43) holds.7.4.6. any solution which remains forever outside the interval I = [ p . q Now when q ≤ 1 + 4p Then the equilibrium y of Eq(6. φ. 2)-Type Equations Then either all the even terms of the solution lie in J and all odd terms lie in K. except for the length of the first semicycle of the solution. or stays forever outside I.32) holds. if Theorem 6. . when (6. or vice-versa. . On the other hand when (6. (2. Let I be the closed interval p with end points 1 and q and let J and K be the intervals which are disjoint from I and such that I ∪ J ∪ K = (0.32) holds.32) holds. ψ.100 Chapter 6.

y = p + q − 1 is the only positive equilibrium point of Eq(6.27) eventually enters and remains in the interval [ p .47). 1. 2)-type equation Eq(6. The following result follows from Theorem 1.47) is unstable. Then the zero equilibrium of Eq(6. (6.47) was investigated in [52].1 (a) Assume p + q ≤ 1. (b) Assume p + q > 1. and when p + q > 1. q 6. .7) which by the change of variables xn = reduces to the difference equation yn+1 = where pyn + qyn−1 . Then every solution of Eq(6.7. 1 + yn n = 0. More precisely it is a saddle point when 1−p<q <1+p and a repeller when q > 1 + p. The Case α = C = 0 : xn+1 = (b) Assume βxn +γxn−1 A+Bxn 101 q > 1 + 4p. 1].1 and the linearized stability Theorem 1. A A (Eq(6.47) is globally asymptotically stable.47) are the solutions of the equation p= y= py + qy .3.) The equilibrium points of Eq(6. . .1: Theorem 6. 1+y So y = 0 is always an equilibrium point.7 The Case α = C = 0 : xn+1 = A yn B βxn +γxn−1 A+Bxn This is the (2. .1.47) β γ and q = .7.6. Then the zero equilibrium of Eq(6.

.102 (c) Assume Chapter 6. Then the positive equilibrium y = p + q − 1 of Eq(6. every solution of Eq(6.3. (6. ∞) : ψ = = 2p}. The case is treated in Section 6.47) is locally asymptotically stable.7. (2.48) Furthermore when (6.48) holds. ψ ∈ (p. Furthermore. 2)-Type Equations 1 − p < q < 1 + p.5 that the following result is true: Theorem 6.2 Eq(6.50) Then every solution of Eq(6.47) eventually enters the interval [ p . .47) is an unstable saddle point.47). Concerning prime period-two solutions it follows from Sections 2.47) eventually enters the interval (0. remains in this interval. ψ.7. ∞). q (0.47) with q = 1.49) The main result here is the following theorem about Eq(6.7. Furtherq more. p ] is an invariant interval for Eq(6. ψ. (d) Assume q > 1 + p. [ p . if and only if q = 1 + p.47) q with initial conditions in (0.7. q (b) Assume that q > 1. q .3 (a) Assume that q < 1. That is. Theorem 6. φ. the values of φ and ψ of all prime period-two solutions are given by: pφ {φ. p ]. (6. Then the positive equilibrium y = p + q − 1 of Eq(6. . φ−p 6.47) has a prime period-two solution . p ].51) Then every solution of Eq(6.47). ∞) is an invariant interval for Eq(6. φ. . . .1 Invariant Intervals q=1 (6. (6.

∞). m ∈ N.7. ∞) − {x}.2 Here we discuss the behavior of the semicycles of solutions of Eq(6. The Case α = C = 0 : xn+1 = βxn +γxn−1 A+Bxn 103 The proof of the above theorem is an elementary consequence of the following lemma. m ∈ N. Hereafter. Theorem 6. qm q 6.7. ∞) → [0. whose proof is straightforward and will be omitted.47) when p + q > 1 and q ≤ 1. Consider the function g : [0. Then the following statements are true for every n ≥ 0: p + q > 1 and q ≤ 1. Lemma 6. yk ≤ and yk+2 ≥ p p =⇒ yk+2 ≤ p < q q p p =⇒ yk > m+1 > p.47). . Then for any k.7. ∞) × [0. (x − x)(f (x.51) holds. y refers to the positive equilibrium p + q − 1 of Eq(6. ∞) → [0. 1+x Observe that g(y) = y and that g increases on [0. yk ≥ and yk+2 ≤ p p =⇒ yk+2 ≥ p > q q p p =⇒ yk > m+1 > p.7. m q q (b) Assume that (6. Let f : [0. ∞) defined by g(x) = (p + q)x . that is.47).1 (a) Assume that (6. x) − x) < 0 for x ∈ (0. ∞) denote the function f (x.4 Suppose Let {yn }∞ n=−1 be a positive solution of Eq(6.50) holds. y) = px + qy . 1+x Semicycle Analysis of Solutions When q ≤ 1 Then f satisfies the negative feedback condition. Then for any k.6.

. 1 + yn 1 + yn 1 + yn Since q ≤ 1 and yn−1 < y. yn } ≤ yn+1 < y. yn < yn+1 < yn−1 . yn }. 1 + yn 1+y px + qx . yn . Then in view of the previous case yn+1 = and pyn + qy pyn + qyn−1 ≤ < g(y) = y 1 + yn 1 + yn (p + q) min{yn−1 . we obtain q yn+1 = pyn + qyn−1 pyn + qy ≥ ≥ g(y) = y. 2)-Type Equations then then then then y ≤ yn+1 ≤ max{yn−1 . Then yn+1 = pyn + qyn−1 (p + q)yn (1 + y)yn < = < yn . yn }. (p + q) max{yn−1 . (d) If yn < y ≤ yn−1 . yn ≤ y. yn . 1 + yn 1+y Observe that all inequalities are strict if we assume that yn−1 < y or yn < y. (c) If yn−1 < y ≤ yn . (b) Suppose yn−1 . yn−1 < yn+1 < yn . 1+x is increasing for y < p . (a) Suppose y ≤ yn−1 . min{yn−1 . (2. 1 + yn 1 + yn−1 yn+1 = The last inequality follows from the negative feedback property. increases in x and so pyn + qyn−1 pyn−1 + qyn−1 > = g(yn−1 ) > yn−1 . (e) If y < yk < Proof. 2−q Chapter 6. then {yn } decreases to the equilibrium y. which is equivalent to q ≤ 1. yn }. 1 + yn 1 + yn Since the function Observe that all inequalities are strict if we assume that yn−1 > y or yn > y. yn+1 = (c) Suppose yn−1 < y ≤ yn . (b) If yn−1 . for every k ≥ −1. yn } pyn + qyn−1 ≥ = min{yn−1 . Thus px+qyn−1 1+x p − qyn−1 > p − qy = (1 − q)(p + q) ≥ 0. Then yn+1 = y .104 (a) If y ≤ yn−1 . yn } pyn + qyn−1 ≤ = max{yn−1 . yn ≤ y.

we must consider two cases: Case 1.47) is y = p. More precisely the following statements are true.7. The Case α = C = 0 : xn+1 = (d) Suppose yn < y ≤ yn−1 .47) when Here the positive equilibrium of Eq(6.6. Theorem 6. Then yn ≥ p for all n > 0 and n→∞ lim yn = p. Then {yn }∞ n=−1 oscillates about the equilibrium p with semicycles of length one and (6. 1 + yn 1 + yn pyn + qyn−1 >y =p+q−1 1 + yn 6. Then yn+1 = βxn +γxn−1 A+Bxn 105 pyn + qyn pyn + qyn−1 > = g(yn ) > yn 1 + yn 1 + yn by the negative feedback property.52) holds.52) (b) Assume y−1 ≤ p and y0 ≤ p.7.5 Suppose that q = 1 and let y−1 + y0 > 0. Then yn+1 = (e) Observe that yn+1 = and so from which the result follows. Then yn ≤ p for all n > 0 and (6.3 Semicycle Analysis and Global Attractivity When q = 1 q = 1. Suppose p − qyn−1 < 0. 1 + yn 1 + yn−1 The last inequality follows from the negative feedback property. (c) Assume either y−1 < p < y0 or y−1 > p > y0 . To see that yn+1 < yn−1 .52) holds.47) is globally asymptotically stable. Case 2. (6. .7. Then the equilibrium y of Eq(6. yn−1 ≥ qyn−1 > y + (q − 1)yn > yn 2 pyn + qyn−1 qyn−1 (yn + 1) < ≤ yn−1 . Here we discuss the behavior of the solutions of Eq(6. Then px+qyn−1 increases in x and so 1+x yn+1 = pyn−1 + qyn−1 pyn + qyn−1 ≤ < yn−1 . Suppose p − qyn−1 ≥ 0. (a) Assume y−1 ≥ p and y0 ≥ p.

y2 = 1 + y1 1 + y1 It follows by induction that the solution oscillates about p with semicycles of length one. we can show that y2 < y0 and by induction y1 = y−1 ≥ y1 ≥ y3 ≥ . It is interesting to note that y−1 = p ⇒ y2k+1 = p for k ≥ 0 and y0 = p ⇒ y2k = p for k ≥ 0. since y−1 + py0 > y−1 + y−1 y0 then y1 = py0 + y−1 > y−1 1 + y0 . Then y1 = and py0 + p py0 + y−1 ≥ = p. > p.106 Chapter 6. . 1 + y0 1 + y0 and py1 + p py1 + y0 > = p. Next. In fact. ≥ p and y0 > y2 > y4 > . Furthermore. Thus. there exist m ≥ p and M ≥ p such that k→∞ lim y2k+1 = m and k→∞ lim y2k = M. it follows that m = M = p and the proof of part (a) is complete. . and so convergent. 1 + y1 1 + y1 It follows by induction that yn ≥ p for all n > 0. (b) The proof of (b) is similar to the proof of (a) and will be omitted. y−1 ≥ p implies that y2 = py0 + y−1 ≤ y−1 y0 + y−1 and so y−1 y0 + y−1 py0 + y−1 ≤ = y−1 . The proof when y0 < p < y−1 is similar and will be omitted. The case y−1 > p and y0 ≥ p is similar and will be omitted. 2)-Type Equations Proof. (2. (a) The case where y−1 = y0 = p is trivial. 1 + y0 1 + y0 Similarly. (c) Assume y−1 < p < y0 . 1 + y0 1 + y0 py1 + y0 py1 + p > = p. We will assume that y−1 ≥ p and y0 > p. As Eq(6. we claim that the subsequence {y2k+1 }∞ k=−1 is increasing. . py0 + y−1 py0 + p y1 = < = p.47) has no period-two solutions when q = 1. .

6.7. without loss of generality. y) = px + qy 1+x satisfies the hypotheses of Theorem 1.7. 2 6. Here we consider the case where and we show that the equilibrium point y = p + q − 1 of Eq(6. . there exist m ≤ p and M ≥ p such k=0 that lim y2k+1 = m and lim y2k = M k→∞ k→∞ and as in (a). In a similar way we can show that the subsequence {y2k }∞ is decreasing. every positive solution of Eq(6.47) when which is equivalent to p y> . The Case α = C = 0 : xn+1 = βxn +γxn−1 A+Bxn 107 and the claim follows by induction. 2 6. Thus.6 Assume 1 − p < q < 1. ∞). Then every positive solution of Eq(6. Now clearly the function q f (x.47) lies eventually in the interval [p. By Theorem 6. ∞).5 Long-term Behavior of Solutions When q > 1 q>1 Here we discuss the behavior of the solutions of Eq(6.5 in the interval I from which the result follows. p ]. and so convergent.7. q In this case.47) we may assume. Concerning the long-term behavior of solutions of Eq(6.7.4.47) converges to the positive equilibrium y.47). y0 ∈ [p. Observe that the consistency condition y ≤ p is equivalent to the condition q q ≤ 1. m = M . that y−1 .4 Global Attractivity When q < 1 1 − p < q < 1. Proof.3 (a) we may assume that the initial conditions y−1 and y0 lie in the interval I = (0.47) is global attractor of all positive solutions of Eq(6.7. Theorem 6.

53) where un ≥ 0 for n ≥ 0.47) to the equation un+1 = Chapter 6.53).47). (2.47) converges to a period-two solution. 2)-Type Equations p(q − 1) + qun−1 1 + p + un (6.7.47) oscillates about the positive equilibrium y with semicycles of length one. an oscillatory solution of Eq(6. Then every solution of Eq(6.108 Then the change of variable yn = un + p.5 to Eq(6.47) when q > 1: Theorem 6. (c) Assume q > 1 + p. The character of solutions of Eq(6. By applying the results of Section 6. . Then Eq(6.7. we obtain the following theorems about the solutions of Eq(6.47) converges to the positive equilibrium of Eq(6.7 After the first semicycle. transforms Eq(6.8 (a) Assume q = 1 + p.47) has unbounded solutions. Then every positive solution of Eq(6.53) was investigated in Section 6. Theorem 6.5. (b) Assume 1 < q < 1 + p.

the positive equilibrium y = p + 1 − q of Eq(6.1 and 1.54) and q = (Eq(6. Eq(6. γ (6.54) is globally asymptotically stable. The following result follows from Theorems 1.54) are the solutions of the equation y= py + y .1.) The equilibrium points of Eq(6.54) and when p + 1 > q. (6. q + yn−1 β γ n = 0.8) which by the change of variables reduces to the difference equation yn+1 = where p= pyn + yn−1 .54) is globally asymptotically stable.8. . Then the zero equilibrium of Eq(6.6.54) was investigated in [53]. 2)-type Eq(6. q+y So y = 0 is always an equilibrium point of Eq(6. Theorem 6.8 The Case α = B = 0 : xn+1 = xn = γ yn C This is the (2.54) also possesses the unique positive equilibrium y = p + 1 − q.1 (a) Assume p + 1 ≤ q. (b) Assume p + 1 > q. .3. Our goal is to show that when (6.54) and so we will assume without further mention that (6. . .8. In the remainder of this section we will investigate the character of the positive equilibrium of Eq(6. Furthermore the zero equilibrium is a saddle point when 1−p<q <1+p and a repeller when q < 1 − p. The Case α = B = 0 : xn+1 = βxn +γxn−1 A+Cxn−1 109 βxn +γxn−1 A+Cxn−1 6.55) Then the zero equilibrium of Eq(6.1.55) holds.54) is unstable and the positive equilibrium y = p + 1 − q of Eq(6.54) is locally asymptotically stable. A .55) holds and y−1 + y0 > 0. 1.

58) reduce to the following: yn+1 − 1 = (yn − 1) and yn+1 − yn = (1 − yn ) p p + yn−1 yn−1 p + yn−1 for n ≥ 0 for n ≥ 0. . (6.8.61) The following three lemmas are now direct consequences of the above identities. 1.1 Assume that p<q (6.54). . Then the following statements are true: .58) Note that the positive equilibrium y =p+1−q of Eq(6. When p=q that is for the difference equation yn+1 = pyn + yn−1 .56) q + yn−1 q p2 [yn − p ] + (p − q)yn−1 q yn+1 − = p p(q + yn−1 ) 2 for n ≥ 0.54).110 Chapter 6.60) (6. 2)-Type Equations 6.8.59)    the identities (6. Then the following identities are easily established: q yn − p yn+1 − 1 = p for n ≥ 0. (6. for n ≥ 0.57) and yn+1 − yn = (p − q)yn + (1 − yn )yn−1 q + yn−1 (6.54) is such that: < 1 if p < q < p + 1 y is  = 1 if p = q  > 1 if p > q.62) and let {yn }∞ n=−1 be a positive solution of Eq(6.1 Invariant Intervals and Semicycle Analysis Let {yn }∞ n=−1 be a positive solution of Eq(6. (6. .56)-(6. p + yn−1 n = 0. Lemma 6. (6. (2.

64) and let {yn }∞ n=−1 be a positive solution of Eq(6. Then the following statements are true: q (i) If for some N ≥ 0. yN > p .2 Assume that p=q (6. p q then yN +1 < p . q (iii) If for some N ≥ 0. yn < 1 and the solution is strictly increasing. . then yN +1 = 1. q (iii) If for some N ≥ 0. yN ≥ 1.54). Lemma 6.8. p q then yN +1 > p . (vi) If for some N ≥ 0. (iv) If for some N ≥ 0. q (ii) If for some N ≥ 0. then yN +1 < yN . yN ≤ 1. The Case α = B = 0 : xn+1 = βxn +γxn−1 A+Cxn−1 111 q (i) If for some N ≥ 0. Lemma 6. then yN +1 = 1. (ii) If y0 = 1.63) and let {yn }∞ n=−1 be a positive solution of Eq(6. yN < p . q (ii) If for some N ≥ 0. (v) If for some N ≥ 0. yN < p . then yN +1 < 1. then yN +1 < 1. (iii) If y0 > 1. yN = p . yN > q 2 . yN ≥ 1.8. yN = p .6. then yN +1 < 1. then for n ≥ 0. then yN +1 > 1. then for n ≥ 0. yN > q 2 . then yN +1 > 1.3 Assume that p>q (6. (v) If for some N ≥ 0. yN ≤ 1. (vi) If for some N ≥ 0. then yN +1 > q p and yN +2 > 1. Then the following statements are true: (i) If y0 < 1.54). then yN +1 > yN . (iv) If for some N ≥ 0. yn > 1 and the solution is strictly decreasing.8. yN > p . then yn = 1 for n ≥ 0.

it follows from Lemma 6.63) holds. . Then we can see that {un }∞ n=−1 satisfies the difference equation un+1 = p−q (q+1)2 + p u q+1 n 1 + un−1 . q+1 From the above observations and in view of Theorem 6.3. (2.54) eventually enters and remains in the interval (1. 2)-type equation was investigated in Section 6.1 that if a solution {yn }∞ n=−1 is such that yn ≥ 1 for all n ≥ 0 then the solution decreases and its limit lies in the interval [1. 1. . When (6.8. Here it is clear from Lemma 6. y is a global attractor.3 where we established in Theorem 6. This is impossible because y < 1. Set yn = 1 + (q + 1)un for n ≥ −1.3 that every solution converges to its positive equilibrium u= p−q . Hence.1 we have the following result: Theorem 6. 2)-Type Equations 6. v) = pu + v q+v is increasing in both arguments and by Theorem 1. 1) the function f (u. (6.8. 1).8.54) is globally asymptotically stable. This (2.64) holds. . n = 0.2 Assume that p + 1 > q and that y−1 + y0 > 0.8. it follows from Lemma 6.8. every positive solution of Eq(6.4. Then the positive equilibrium y = p + 1 − q of Eq(6. ∞).54) converges to the equilibrium y = 1.65) with positive parameters and positive initial conditions. assume that (6.54) eventually enters and remains in the interval (0. Without loss of generality we will assume that yn > 1 for n ≥ −1. by Lemma 6.2 Global Stability of the Positive Equilibrium When (6. ∞).3 that every solution of Eq(6. .8. Now in the interval (0.1.62) holds.8.8. Next.112 Chapter 6.2 that every solution of Eq(6.

.66) is locally asymptotically stable. (6.6. (Eq(6.66) is y= p+1 q+1 and the linearized equation of Eq(6.1 we obtain the following result: Theorem 6.66) about y is zn+1 − p−q p−q zn + zn−1 = 0.9) which by the change of variables xn = reduces to the equation yn+1 = where pyn + yn−1 . . 1. .67) .68) (6.9 The Case α = A = 0 : xn+1 = γ yn C This is the (2. . (6. Then the positive equilibrium of Eq(6. . The Case α = A = 0 : xn+1 = βxn +γxn−1 Bxn +Cxn−1 113 βxn +γxn−1 Bxn +Cxn−1 6. 2)-type Eq(6. (p + 1)(q + 1) (p + 1)(q + 1) n = 0.66) B β and q = . 1.1. qyn + yn−1 n = 0.66) is locally asymptotically stable when q < pq + 1 + 3p and is unstable (and more precisely a saddle point equilibrium) when q > pq + 1 + 3p. . (b) Assume that p < q. .) The only equilibrium point of Eq(6. By applying the linearized stability Theorem 1.9. γ C To avoid a degenerate situation we will also assume that p= p = q.9. Then the positive equilibrium of Eq(6.1 (a) Assume that p > q.66) was investigated in [54].

. v) = qv + u and h(u. . . . .69) is asymptotically stable if the eigenvalues of the φ Jacobian matrix JT 2 . Eq(6.66) in the equivalent form: un+1 = vn n +un vn+1 = pvn +un . . (6. the second iterate of T . The prime period-two solution (6. Eq(6.114 Chapter 6. On the other hand when p<q and q > pq + 1 + 3p. φ. ψ. .1 Existence of a Two Cycle It follows from Section 2. . q−1 In order to investigate the stability nature of this prime period-two solution. One can see that T2 where pv + u g(u. . and write Eq(6.66) has no prime period-two solutions. is a fixed point of T 2 . One can see that ψ JT 2 φ ψ =    (p−q)ψ − (qψ+φ)2 (p−q) ψ − (qψ+φ)2 (qφ+ψ)2 2 2 (p−q)φ (qψ+φ)2 (p−q)φ (qφ+ψ)2 (p−q)ψ (qψ+φ)2 −1   . v) = = . . v) p pv+u + v qv+u q pv+u + v qv+u v pv+u qv+u . evaluated at lie inside the unit disk. . .  . v) h(u. φ. 2)-Type Equations 6. ∞) defined by: T Then u v = φ ψ u v g(u. ψ. 1.70) t2 − (1 − p)t + = 0.69) where the values of φ and ψ are the (positive and distinct) solutions of the quadratic equation p(1 − p) (6. 1. n = 0.9. . (2. we set un = yn−1 and vn = yn for n = 0.5 that when p > q. ∞) × (0.66) possesses a unique prime period-two solution: . qv Let T be the function on (0.

(qφ + ψ)2 p−q (qψ + φ)2 φ ψ = and Q = and its characteristic equation is Pφ −P ψ −P Qψ 2 P Qφψ − Qφ λ2 + (P ψ + Qφ − P Qφψ)λ + P Qφψ = 0.71) is equivalent to (p − q)φ (p − q)ψ + +1>0 (qψ + φ)2 (qφ + ψ)2 which is true if and only if (q − p)[(qφ + ψ)2 ψ + (qψ + φ)2 φ] < (qψ + φ)2 (qφ + ψ)2 . it follows that both eigenvalues of JT 2 lie inside the unit disk if and only if |P ψ + Qφ − P Qφψ| < 1 + P Qφψ < 2 or equivalently if and only if the following three inequalities hold: P ψ + Qφ + 1 > 0 P ψ + Qφ < 1 + 2P Qφψ and P Qφψ < 1. P < 0 and Q < 0 and so Inequality (6.1 (c). We will use the fact that φ + ψ = 1 − p.1. qφ + ψ (6. φ= pψ + φ qψ + φ φψ = p(1 − p) q−1 pφ + ψ . By applying Theorem 1.71).71) (6. Next we will establish Inequality (6.6. The Case α = A = 0 : xn+1 = Set P = Then JT 2 βxn +γxn−1 Bxn +Cxn−1 115 p−q . ψ > 0.72) φ ψ and ψ = Inequality (6.73) (6.9.72) is always true. Observe that φ > 0.

Inequality (6. Finally. Inequality (6. Now observe that the lefthand side of (6. 2)-Type Equations (q − p)[(qφ + ψ)(pφ + ψ) + (qψ + φ)(pψ + φ)] < [(qφ + ψ)(qψ + φ)]2 .74) is I = (q − p)[(qp + 1)(φ2 + ψ 2 ) + 2(p + q)φψ] = (q − p)[(qp + 1)(φ + ψ)2 − 2φψ(qp + 1 − p − q)] = (q − p)[(qp + 1)(1 − p)2 − 2 The righthand side of (6.73) is equivalent to (p − q)2 φψ < (qψ + φ)2 (qφ + ψ)2 which is true if and only if (q − p) φψ < (qψ + φ)(qφ + ψ) if and only if if and only if if and only if if and only if (q − p) φψ < (q 2 + 1)φψ + q(φ2 + ψ 2 ) (q − p) φψ < (q 2 + 1)φψ + q[(φ + ψ)2 − 2φψ] (q − p) φψ < (q − 1)2 φψ + q(φ + ψ)2 (q − p) φψ < (q − 1)2 if and only if p(1 − p) + q(1 − p)2 q−1 = (1 − p)2 (q − p)2 . (2.74) = (q − p)(1 − p)2 (qp + 1 + 2p).68) holds. II = [(qψ + φ)(qφ + ψ)]2 = [(q 2 + 1)ψφ + q(φ2 + ψ 2 )]2 = [q(1 − p)2 + (q − 1)p(1 − p)]2 Hence.71) is true if and only if (6.74) is p(1 − p) (p − 1)(q − 1)] q−1 (6. = [q(φ + ψ)2 + (q − 1)2 φψ]2 (q − p) φψ < (1 − p)(q − p) .116 if and only if Chapter 6.

69) of Eq(6.4 Assume that p<q and (6. In summary. 6. Then the positive equilibrium y of Eq(6.66) is globally asymptotically stable. This function also satisfies Condition (1. (b) The proof follows from Theorem 1. . Then the following statements are true: (a) Assume p > q. y) = qx + y is increasing in x and decreasing in y.9.66) posseses the prime period-two solution .66). or {yn } converges monotonically to y. Then either {yn } oscillates about the equilibrium y with semicycles of length one. The extreme in each semicycle occurs in the first term if the semicycle has two terms and in the second term if the semicycle has three terms. .70). the function 2 f (x.68) holds.9.6. . φ.2 Semicycle Analysis In this section.67) holds. we present a semicycle analysis of the solutions of Eq(6. ψ.3 Let {yn } be a nontrivial solution of Eq(6. ψ. y) is increasing in y and decreasing in x.9. Furthermore this prime period-two solution is locally asymptotically stable.4 by observing that the condition p > q implies that the function px + y f (x.9. . φ.2 Assume that Condition (6.3 Global Stability Analysis When p < q The main result in this section is the following Theorem 6.35).9.66). Then {yn } oscillates about the equilibrium y with semicycles of length two or three. Theorem 6. 6.7. after the first semicycle. . The Case α = A = 0 : xn+1 = if and only if βxn +γxn−1 Bxn +Cxn−1 117 p(1 − p) < (1 − p)2 q−1 if and only if q > pq + 1 which is clearly true.7.9.66): Theorem 6. Proof. where φ and ψ are the two positive and distinct roots of the quadratic Eq(6. Then Eq(6. .1 by observing that when p < q. (a) The proof follows from Theorem 1. . except possibly for the first semicycle which may have length one. the following result is true about the local stability of the prime periodtwo solution (6. (b) Assume p < q.

66) and for some index N ≥ −1. and increasing in y for each fixed x. 1.68) holds. .4..67). . .67).9. 2 Next we want to find more cases where the conclusion of the last theorem holds. ψ. y) is decreasing in x for each fixed y. qx + y Chapter 6. .66). y) = px + y . . y) = Then clearly.75) yN ≥ ψ and yN +1 ≤ φ.5 Assume that (6. . y) ≤ 1 for all x.4. Let φ. ψ. Assume that for some solution {yn }∞ n=−1 of Eq(6. . We consider first the case where eventually consecutive terms yi .. φ.68) holds.66) converge to the two cycle (6. yN ) ≥ f (φ. ψ. yi+1 lie between m and M . . 2)-Type Equations and note that f (x. Proof. Set f (x. .6 and the fact that y is locally asymptotically stable. φ) = φ and in general yN +2k ≥ ψ and yN +2k+1 ≤ φ for k = 0. Eq(6. denote the two cycle of Eq(6. yN +2 = f (yN +1 . yN +3 = f (yN +2 . Now the conclusion of Theorem 6. (6. 2 The method employed in the proof of Theorem 1. Assume that (6. . .4. y > 0. with φ < ψ.6 can also be used to establish that certain solutions of Eq(6. ψ. yN +1 ) ≤ f (ψ. Theorem 6. ψ) = ψ.118 Proof.6 lim sup yn = ψ n→∞ px + y . Then this solution converges to the two cycle φ. (6. and lim inf yn = φ n→∞ Now as in the proof of Theorem 1.69) when instead of (6. q Finally in view of (6. Set f (x. (2. φ.75) holds. Also clearly.66) has no prime period-two solution.4 follows as a consequence of Theorem 1. qx + y from which we conclude that limk→∞ yN +2k = ψ and limk→∞ yN +2k+1 = φ. p ≤ f (x.9.

φ. for every i. . . we are left with the case in which the solution lies eventually in [m. m= 2 Since the case in which the solution lies outside of the interval [m. (D) y2n+1 < m and m ≤ y2n < M for every n. Proof.9. then we have one of the following four cases: (A) y2n > M and M ≥ y2n+1 > m for every n. 2 If we never get two successive terms in the interval [m. . Since the proofs are similar for all cases we will give the details in case (A). Proof. Using the monotonic character of the function f we have m = f (M. and so M ≥ lim supn→∞ y2n ≥ lim inf n→∞ y2n ≥ M.6.2 In all cases (A)-(D) the corresponding solution {yn } converges to the two cycle . m) ≤ f (yi+1 . By our earlier observation we have that M ≥ lim supi→∞ yi .9. qM − p = m and the proof is complete. Hence limn→∞ y2n = M . (B) y2n+1 > M and M ≥ y2n > m for every n. M ] for every k > i. (C) y2n < m and m ≤ y2n+1 < M for every n. . limn→∞ y2n+1 M − M2 .66) we have y2n+1 = and so y2n − y2n y2n+2 .9.9.1 Suppose that for some i ≥ 0. From Eq(6. Then yk ∈ [m. M ] and if we never get two successive terms outside of the interval [m. M ) = pm + M qm + M for m we find Thus.5. yi+1 ≤ M. either yi > M and yi+1 < m or yi < m and yi+1 > M ). yi ) = yi+2 ≤ f (m. n→∞ qM − p On the other hand by solving the equation M = f (m. Lemma 6. M ] (that is. . M ] is answered by Theorem 6. φ. . The Case α = A = 0 : xn+1 = βxn +γxn−1 Bxn +Cxn−1 119 Lemma 6. ψ. m ≤ yi . M ]. . qy2n+2 − p M − M2 lim y2n+1 = . M ) = M. ψ. and the result follows by induction.

and for m < y < y. yi+2 ) ≥ f (yi+1 . . φ.9. Proof. In view of the uniqueness of the two cycle and the fact that at least one of yi . Induction on i then establishes the monotonicity of the two sequences.3 Suppose M ≥ yi+2 ≥ yi ≥ y ≥ yi+1 ≥ yi+3 ≥ m and not both yi+2 and yi+3 are equal to y. 2)-Type Equations Lemma 6. The second case can be handled in a similar way. which of course depends on y.The case M ≥ yi+3 ≥ yi+1 ≥ y ≥ yi ≥ yi+2 ≥ m is handled in a similar way. We denote this value by y .76) has a q unique positive solution for x. as the following results show. but this situation cannot occur. yi ) = yi+2 and yi+5 = f (yi+4 . . (2) x > y if and only if x < y . y) > y if and only if x < y . . ψ.9. (6. both subsequences converge and their limits form a two cycle. y ) < y and y > y . 2 Using a similar technique one can prove that if M ≥ yi ≥ yi+2 ≥ y ≥ yi+3 ≥ yi+1 ≥ m or M ≥ yi+1 ≥ yi+3 ≥ y ≥ yi+2 ≥ yi ≥ m we would get convergence to y . y) = y. . Let us consider the first case. φ. The correspondence between y and y has the following properties: Lemma 6. the proof is complete. yi+3 ) ≤ f (yi+2 . (3) For y < y < M. ψ. f (y.76) It makes sense to consider this equation only for y ∈ ( p . yi+1 is different from y. Proof. Thus. y) = y. (2. yi+1 ) = yi+3 . in which case Eq(6. yi ) ≤ yi . and the sequence {yi+2k+1 } is a non increasing sequence and bounded below by m. f (y.120 Chapter 6. .4 (1) f (x. the sequence {yi+2k } is non decreasing and bounded above by M . . 1). y ) > y and y > y. In this case we need to know more about the condition yi+2 = f (yi+1 . Here we have yi+4 = f (yi+3 . Thus f (y . Then {yn } converges to the two cycle . . so we are led to the general equation f (x. Therefore.

Hence q m < y < y ⇒ f (y. M . M ≥ yi ≥ yi+2 ≥ y ≥ yi+1 ≥ m. The Case α = A = 0 : xn+1 = βxn +γxn−1 Bxn +Cxn−1 121 (1) Since f is decreasing in the first variable and f (y . y) > f (y . y ) < y . g (y) < 0. y ) < 1. and for y < y < M. However q p < f (y. M < y <⇒ f (y. x < y if and only if f (x. y>y . m. y ) we get px + x − x2 = qx − p qx + x−x2 qx−p x−x2 qx−p . y ) > y . y < y < M ⇒ f (y. y) = y for y gives y = g(y) = Computing the derivative of g we get g (y) = − p − 2y + qy 2 . 2 Now we will use this result to prove the following: Lemma 6.9. qy − p The discriminant of the numerator is 4p2 − 4pq = 4p(p − q) < 0. y ) < y . Clearly as y approaches p y approaches ∞. so the roots of the numerator are not real. y ) − y changes sign as y passes each of these values.5 Assume that for some i. f (y. y) = y.6. . Thus for y < m. By (1) then. Simplifying this equation we get a fourth degree polynomial equation with roots 0. for m < y < y.9. so y is decreasing function q of y. For y ∈ ( p . (3) Eliminating y from the equations y = f (y . Thus each of these roots is simple and so f (y. y ) > y . y) and y = f (y. (2) Solving f (y . y < y . Then yi+3 ≤ yi+1 with equality only in the case of a two cycle. 1). (p − qy)2 y − y2 . y) = y. y.

in which case yi+2n+1 = m for all n. so either c = y or c = m. yi ) ≥ f (yi+1 . (2. Remark. ≥ yi+3 ≥ yi+1 ≥ . and that Eq(6. Then every oscillatory solution of Eq(6.66) are generated by initial values {y−1 . solving for limn→∞ yi+2n gives limn→∞ yi+2n = M . . we must show yi+2 ≥ yi+1 . Since f is increasing in the second argument and yi ≥ yi+1 we get yi+2 = f (yi+1 . and by (3) yi ≥ yi . yi+1 ). . The above sequence of lemmas leads to the following result: Theorem 6. .9.6 Unless {yn } is a period-two solution. The case m ≤ yi ≤ yi+2 ≤ y ≤ yi+1 ≤ M is similar. Proof. ≥ y ≥ yi+1 ≥ yi+3 ≥ . ≥ yi+2 ≥ yi ≥ y ≥ . To show yi+3 = f (yi+2 . there is no i such that either M ≥ yi ≥ yi+2 ≥ . then yi+2n+1 = y for all n. . . and solving for yi+2n we see yi+2n = y also. since m ≤ yi+1 ≤ y.66) possesses the two-cycle solution (6. which also gives a two cycle. and our solution is a two cycle.9.9. This can only happen if yi+2n = M 2 for all n. To get equality we must have yi+1 = yi or equivalently yi+2 = yi . the second case is similar. y0 } that are on opposite sides of the equilibrium y.122 Chapter 6. yi+1 ) ≥ yi+1 .6 that all such pairs belong to the stable manifold of the two cycle. . . it follows by Theorem 6. Since {yi+2k+1 } is a bounded monotonic sequence it has a limit c. f (yi+1 . . We will consider the first case. Thus by (2) of the previous lemma yi ≥ yi+1 . Thus yi+2 ≥ yi+1 .69).6 Assume that p < q. as required. If c = y. . . or M ≥ . we have yi+1 ≥ yi . ≥ m.. By (3) of the previous lemma. ≥ m. Since yi+2 = f (yi+1 . Since some of the oscillatory solutions of Eq(6.66) converges to this two cycle. 2)-Type Equations Proof. . But then yi = yi+1 = y. We also obtain the following lemma: Lemma 6. as well as 2 yi+3 = yi+1 . Thus yi ≥ yi+1 . yi ) ≤ yi . Thus equality occurs only in the case of a two cycle. yi+1 ) ≤ yi+1 . The value c will be one value in a two cycle. If c = m.

4 Global Stability Analysis When p > q Here we have the following result: Theorem 6. y > 0. . Finally observe that when (6.7 Assume that p>q and p ≤ pq + 1 + 3q. .4.66) is globally asymptotically stable. set f (x.9. Open Problem 6. y) ≤ p q for all x. / (b) For every point (x−1 .10. y) is increasing in x for each fixed y.10. d ∈ R. Then the positive equilibrium y of Eq(6.9.77) and observe that when p > q. qx + y (6. b.10 Open Problems and Conjectures a. investigate the asymptotic behavior and the periodic ∞ nature of the solution {xn }n=−1 .5. . 2 pM + m .6. We will employ Theorem 1. cxn + dxn−1 n = 0. 1.1 (See [64]) Assume that (a) Investigate the forbidden set F of the difference equation xn+1 = axn + bxn−1 xn . x0 ) ∈ F. . the function f (x. qM + m m= pm + M . Open Problems and Conjectures 123 6.77) holds. c. To this end. Also 1 ≤ f (x. the only solution of the system M= is m = M.5. qm + M 6.4. . and is decreasing in y for each fixed x. Now the result is a consequence of Theorem 1. y) = px + y . Proof.

2 Assume that αn . 1 + yn n = 0. Show that every positive solution of Eq(6.6. q ∈ (0. . 1. (Note that by Theorem 6. Bn ∈ R for n = 0.) Chapter 6.10.3 Assume p ∈ (0. . ∞). are convergent sequences of real numbers with finite limits. An + Bn xn n = 0. (2.5. . 1.10.2 Assume that p. See also [36]. 2)-Type Equations Open Problem 6. ∞).) Conjecture 6. q ∈ (0. (See Section 1. . An .10. (Note that by Theorem 6.10) has a finite limit. period-two solution. 1. has a positive and monotonically decreasing solution. . every positive solution converges to a.3.) .) Conjecture 6.6 for the autonomous case.2. (Note that by Theorem 6.11) has a finite limit. .3. .4. we need only to confirm this conjecture for p > 2(q +1) and q ≥ 1.4.10.1 Assume p. Show that the equation yn+1 = p + yn−1 . this conjecture has been confirmed for q ≤ 1 + 4p. . not necessarily prime.124 (See Section 1.) Conjecture 6. ∞). Show that every positive solution of Eq(6. Investigate the forbidden set and the asymptotic character of solutions of the nonautonomous Riccati equation xn+1 = αn + βn xn . . . βn .

27).3 Assume that p. q ∈ (0. Conjecture 6.5 Assume p > q. Open Problem 6.4 Assume that p.7.9.66). this conjecture has been confirmed for p ≤ pq + 1 + 3q. q ∈ (0.10. 125 Show that every positive solution of Eq(6. Find the basin of attraction of the period-two solution of Eq(6. Find the basin of attraction of the period-two solution of Eq(6.) Open Problem 6. (See Section 6.10. ∞) and q > pq + 1 + 3p.) Open Problem 6. .10. Open Problems and Conjectures Conjecture 6.5 Find the set of all initial conditions (y−1 .10. y0 ) ∈ R × R through which the solution of the equation yn+1 = yn + yn−1 1 + yn is well defined and converges to 1. as n → ∞. (Note that by Theorem 6.27) either converges to a finite limit or to a two cycle.10.4 Assume that p.6. ∞). q ∈ (0.66) has a finite limit. ∞) and q > 1 + 4p.6. Show that every positive solution of Eq(6.10.

(2. 1.8 Assume α. . ∞). y0 ) ∈ R × R through which the equation is well defined for all n ≥ 0. y0 ) ∈ R × R through which the solution of the equation yn+1 = yn + yn−1 1 + yn−1 is well defined and converges to 1.7 For each of the following difference equations determine the “good” set G ⊂ R × R of initial conditions (y−1 . 2)-Type Equations Open Problem 6. xn+1 = Axn + Bxn−1 + Cxn−2 Extend and generalize.80) (6. n = 0.126 Chapter 6. Open Problem 6.Then for every (y−1 .79) (6. β.6 Find the set of all initial conditions (y−1 .82) (6.10. (6.84) yn − yn−1 For those equations from the above list for which you were successful. investigate the long-term behavior of the solution {yn }∞ : n=−1 yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = 1 − yn 1 − yn−1 yn − 1 yn − yn−1 1 − yn−1 1 − yn (6. .83) yn − yn−1 yn − 1 yn − yn−1 1 − yn−1 1 − yn−1 yn − yn−1 yn + yn−1 . y0 ) ∈ G. γ. A. extend your result by introducing arbitrary real parameters in the equation. C ∈ (0. . Investigate the asymptotic behavior and the periodic nature of solutions of the difference equation αxn + βxn−1 + γxn−2 . B.81) (6.10.10. Open Problem 6. . as n → ∞.78) (6. .

1 + yn pn yn + yn−1 . Investigate the asymptotic behavior of {yn }∞ . . n=−1 . 1. .10.92) pn + qn yn . (a) Find the set B of all initial conditions (y−1 .87) (6. n = 0. . . y0 ) ∈ B. n = 0. Open Problems and Conjectures 127 ∞ Open Problem 6. . Extend and generalize.88) (6. . 1. 1.10. 1. . . . . qn yn + yn−1 yn+1 = yn+1 = Open Problem 6. . .91) (6. 1. .9 Assume that {pn }n=0 and {qn }∞ are convergent sequences of n=0 nonnegative real numbers with finite limits.6. 1.85) (6. .10. ∞) such that the solutions {yn }∞ n=−1 of Eq(6. . . y0 ) ∈ (0.85)-(6. . . .23) are bounded. Investigate the global character of all positive solutions of Eqs(6. n = 0. n = 0. n = 0. ∞) × (0. (b) Let (y−1 . qn yn + yn−1 pn yn + qn yn−1 . (6. . Investigate the asymptotic behavior and the periodic nature of all positive solutions of each of the following eight difference equations: yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = pn + yn .10 Assume that {pn }∞ and {qn }∞ are period-two sequences n=0 n=0 of nonnegative real numbers. . ∞). 1. n = 0. n = 0. . qn + yn n = 0. qn + yn−1 pn yn + yn−1 . 1. .11 Assume q ∈ (1.92).10. yn + qn yn−1 pn + qn yn−1 .90) (6. .86) (6.89) (6. 1 + yn−1 yn + pn . Open Problem 6. p = n→∞ pn lim lim and q = n→∞ qn . . 1 + yn pn + yn−1 .

y0 ) ∈ (0.93) is globally asymptotically stable. (6. β ∈ (0. ∞) and that α ∈ (2. ∞).14 (Discrete Epidemic Models. and [2]) Assume α ∈ (1. γ Obtain conditions for the global asymptotic stability of the positive equilibrium of the system xn+1 = αxn βxn +eyn yn+1 = γ(xn + 1)yn      .93) Conjecture 6. 2)-Type Equations (a) Find the set B of all initial conditions (y−1 . .13 (A Plant-Herbivore System. n = 0. .128 Open Problem 6.6 Assume x0 . y0 ∈ (0. See [9].94) . ∞ (b) Let (y−1 . ∞) such that the solutions {yn }∞ n=−1 of Eq(6. and γ ∈ (0. ∞) × (0.12 Assume q ∈ (1. (6. (2. 1 β = 1 and γ = . y0 ) ∈ (0. (a) Determine the set G of initial conditions (y−1 . x0 ) ∈ G.47) are bounded. (c) Extend and generalize. Open Problem 6.10. and the asymptotic behavior of the solution {xn }∞ n=−1 of Eq(6. [3]. 1) with α + β > 1 + β . Open Problem 6. y0 ) ∈ B.10. ∞) through which the solutions {xn }∞ n=−1 of the difference equation xn+1 = (1 − xn − xn−1 )(1 − e−Axn ). 1. . n = 0. . Investigate the asymptotic behavior of {yn }n=−1 . (b) Let (x−1 . . Investigate the boundedness character.10. 1. ∞). ∞). . ∞).10.94). ∞) × (0. . 3). are nonnegative.) Let A ∈ (0. See [14]. Chapter 6. 2 Show that the positive equilibrium of System (6. the periodic nature.

∞). .98) (6. . .99) (6. yn + q pyn + yn−k . 1. n = 0. . 129 Obtain necessary and sufficient conditions for the global asymptotic stability of the Flour Beetle Model: xn+1 = axn + bxn−2 e−c1 xn −c2 xn−2 .10. n = 0. . qyn + yn−k yn + pyn−k .97) (6. c2 ∈ [0. 1. (6. . . n = 0. .}. ∞) with c1 + c2 > 0. and c1 . ) which may be viewed as a population model. . . 1. ∞) and k ∈ {2. .10.6. n = 0. . 1) and xn+1 = αxn e−yn + β yn+1 = αxn (1 − e −yn β ∈ (1. Investigate the global behavior of all positive solutions of each of the following difference equations: p + qyn yn+1 = . Assume a ∈ (0. Open Problem 6. 1 + yn p + yn−k . 3.16 (A Population Model) Assume α ∈ (0.100) (6. 1. 1. 1. (6.101) . qyn + yn−k n = 0. 1. Open Problems and Conjectures Open Problem 6. b ∈ (0. . . . . n = 0. ∞). . 1). yn + qyn−k p + qyn−k . . n = 0.17 Assume that p. . See [48]). . .   Open Problem 6. .95) 1 + yn−k yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = yn + p . q ∈ [0. n = 0. n = 0. 1. . . . . . 1. .10.    Investigate the global character of all positive solutions of the system . q + yn−k pyn + yn−k . . with positive initial conditions.96) (6. . .15 (The Flour Beetle Model. .10.

xn−1 ).10. 1. (2. Extend and generalize. .102) has a two cycle which is locally asymptotically stable. . . (6. .10. Open Problem 6. . . n = 0. which extends and unifies the global asymptotic stability results for Eqs(6. xn−1 ). yn−1 ). . . (6.130 Chapter 6.27). 1.20 Assume that Eq(6.10. .102) converges to a period-two solution.103). also converges to a period-two solution.103) Open Problem 6.11) and (6. n = 0. 1. Obtain necessary and sufficient conditions on f so that the same two cycle is a locally asymptotically stable solution of Eq(6. 2)-Type Equations Open Problem 6.18 Obtain a general result for an equation of the form yn+1 = f (yn . . Obtain necessary and sufficient conditions on f so that every positive solution of the equation xn+1 = f (xn−2 . n = 0.19 Assume that every positive solution of an equation of the form xn+1 = f (xn .

1 + pyn + qyn−1 αB A2 and q = 131 n = 0. . .2 The Case β = γ = 0 : xn+1 = α yn A α A+Bxn +Cxn−1 This is the (1. 1. (7. 1.Chapter 7 (1. . A2 .3) α . . 1. . . A + Bxn + Cxn−1 n = 0. . 3)-type equations are positive and that the initial conditions are nonnegative. A + Bxn + Cxn−1 n = 0. n = 0. (7. 3)-type Eq. 3)-type: Please recall our classification convention in which all the parameters in the above (1.1 Introduction xn+1 = xn+1 = and xn+1 = γxn−1 .(7.4) αC .2) Eq(1) contains the following three equations of the (1. .1) (7. A + Bxn + Cxn−1 βxn . (7. . . . 3)-Type Equations 7.1) which by the change of variables xn = reduces to the difference equation yn+1 = where p= 1 . 7. 1. . .

.5 in the interval [0.132 Chapter 7. q+1 The following result is a straightforward consequence of Theorem 1. 1 + pyn + qyn−1 p= n = 0. y0 ∈ (0.4.3. . Then the positive equilibrium of Eq(7. (1.2) which by the change of variables xn = reduces to the difference equation yn+1 = where yn .3 The Case α = γ = 0 : xn+1 = A yn C βxn A+Bxn +Cxn−1 This is the (1. Theorem 7. The following result is now a straightforward consequence of either the stability trichotomy Theorem 1. A C Eq(7. 1].3. 3)-type Eq(7.4.3.4) has no prime period two solutions. 3)-Type Equations One can easily see that the positive equilibrium of Eq(7. q Theorem 7.4) is globally asymptotically stable.5) is globally asymptotically stable.5) is globally asymptotically stable. It also follows by applying Theorem 1.1 Assume p ≤ 1. (7.2.4. The following result is a straightforward consequence of Theorem 1. or Theorem 1.1.5) always has zero as an equilibrium point and when p>1 it also has the unique positive equilibrium point y= p−1 .4) is locally asymptotically stable for all values of the parameters and that Eq(7. . Then the zero equilibrium of Eq(7.4.4. ∞) and p > 1. 7.7 in the interval [0. Theorem 7.2 Assume that y−1 .5) β B and q = .2. p ]. .1 The positive equilibrium of Eq(7. 1.

4. . (b) Assume that p < 1. . . Then the positive equilibrium of Eq(7.3) which by the change of variables xn = reduces to the equation yn+1 = where p= yn−1 . p + qyn + yn−1 A γ n = 0. if and only if p < 1. 1.7. φ.3. The Case α = β = 0 : xn+1 = γxn−1 A+Bxn +Cxn−1 133 γxn−1 A+Bxn +Cxn−1 7. . 3)-type Eq(7. ψ.4. C (7. . .1. Theorem 7.4 The Case α = β = 0 : xn+1 = γ yn C This is the (1.6) is globally asymptotically stable when p≥1 and is unstable (a repeller) when p < 1.6) is locally asymptotically stable when q<1 and is unstable (a saddle point) when q > 1.1.6) always has the zero equilibrium and when p<1 it also has the unique positive equilibrium y= 1−p . ψ. 1+q The subsequent result is a straightforward application of Theorems 1. φ.1 (a) The zero equilibrium of Eq(7.6) has a prime periodtwo solution .1 and 1. Concerning prime period-two solutions one can see that Eq(7. B . .6) and q = Eq(7. . . .

. . .5. 1 − p. Conjecture 7. 2 and in view of (7. . (1.7) both eigenvalues of JT 2 7.4.6) has a finite limit.6) is locally asymptotically stable. 1 − p. .5 Open Problems and Conjectures p. . 1 − p. . .8) is locally asymptotically stable. . . . Proof. 1 − p − φ. 0. 1). . φ. . (7. with 0 ≤ φ ≤ 1 − p and φ = Theorem 7. . 1 − p − φ. 0.6 that here JT 2 0 1−p =  1 p+q(1−p) q(1−p) − p+q(1−p) 1−p . q ∈ (0. 0. 1 − p. . . It follows from Section 2. . 2 and q > 1.1 Assume Show that every positive solution of Eq(7.8) 0  p  0 lie in the disk |λ| < 1.2 Assume that p<1 Then the period-two solution . 0. 3)-Type Equations p < 1 and q = 1 the only prime period-two solution is . φ. . of Eq(7.134 Furthermore when Chapter 7. On the other hand.6) are given by . Therefore 1−p the prime period-two solution (7. when p < 1 and q = 1 all prime period-two solutions of Eq(7. .7) (7. .

∞).9) (7. . q ∈ [0. 1 − p. Open Problem 7. periodtwo solution.3 For each of the equations given below. 1 + xn + xn−1 (7.5.10) (7. 1 + pxn + qxn−1 + xn−2 n = 0. Open Problem 7.2 Assume p < 1 and q ≥ 1. . let (x−1 . 1 − p. Extend and generalize. ∞). not necessarily prime. 0. 1) and q ∈ (1. 1. xn−2 . of Eq(7.2 Investigate the asymptotic character and the periodic nature of all positive solutions of the difference equation xn+1 = where p.5. find the set G of all points (x−1 . 135 Show that every positive solution of Eq(7.6) converges to a.11) Now for each of the equations (7. Open Problems and Conjectures Conjecture 7. 0.1 Assume p ∈ (0. Open Problem 7. x0 ) ∈ G be an initial point through which the corresponding equation is well defined for all n ≥ 0.5.11).6). . . . x0 ) ∈ R × R through which the equation is well defined for all n ≥ 0: xn+1 = xn+1 = xn+1 = 1 1 + xn + xn−1 xn 1 + xn + xn−1 xn−1 . and investigate ∞ the long term-behavior of the solution {xn }n=−1 . Find the basin of attraction of the two cycle . . .7. .9)-(7. .5.5. .

Investigate the global character of all positive solutions of Eqs(7. (1. 1. .13) (7. . 1. 1 + pn yn + qn yn−1 yn . pn + qn yn + yn−1 n = 0. 1.12)-(7.4 Assume that {pn }∞ and {qn }∞ are convergent sequences of n=0 n=0 nonnegative real numbers with finite limits. 1 + pn yn + qn yn−1 yn−1 . p = lim pn n→∞ and q = n→∞ qn . . n = 0. . (7.12) (7. n = 0. Extend and generalize. . . . 3)-Type Equations Open Problem 7. lim Investigate the asymptotic behavior and the periodic nature of all positive solutions of each of the following three difference equations: yn+1 = yn+1 = yn+1 = 1 . .14) Open Problem 7.5. .136 Chapter 7.5.14). .5 Assume that {pn }∞ and {qn }∞ are period-two sequences of n=0 n=0 nonnegative real numbers. .

. Bxn Eq(1) contains the following three equations of the (1. B is reduced to a (2.Chapter 8 (3. . Eq(8. 1)-Type Equations 8. C . . β + Byn n = 0. 2)-type equation of the form of Eq(6. and the denominators are always positive. . 1.5). .2) Please recall our classification convention in which all parameters that appear in these equations are positive. 1. . 1.2) by the change of the variables xn = yn + β . .1 Introduction α + βxn + γxn−1 . (8. Cxn−1 n = 0. n = 0.1) (8. namely. yn+1 = (α + βγ ) + γyn−1 B . . Eq(8.3) n = 0. .3) by the change of the variables xn = yn + 137 γ . (8. 3)-type: xn+1 = xn+1 = and xn+1 = α + βxn + γxn−1 . .4) (see Section 6. .1) is a linear difference equation and can be solved explicitly. . Eq(8. A α + βxn + γxn−1 . . the initial conditions are nonnegative. . 1.

3 Determine the set G of all initial points (x−1 .2) which converges to (8.2).2. φ.2.138 Chapter 8. (b) Let {xn }∞ n=−1 be a positive solution of Eq(8.1 Show that every positive solution of Eq(8. . . Conjecture 8. . Determine the basin of attraction of (8. . φ.3) namely.1 Assume γ > β. n=−1 . .4). Determine the values of φ and ψ in terms of the initial conditions x−1 and x0 . ∞) × (0. n=−1 Open Problem 8. yn+1 (α + βγ ) + βyn C . 8.2. . .3) converges to the positive equilibrium of the equation. 2)-type equation of the form of Eq(6.2) are bounded. . 1. = γ + Cyn−1 n = 0. ∞) through which the solutions of Eq(8. .2) (see Section 6. Determine the set of initial conditions (x−1 .4). 1)-Type Equations is reduced to a (2.2 (a) Assume γ = β and let . (3. Hence there is nothing else remaining to do about these equations other than to pose some Open Problems and Conjectures. ψ.4 Determine the set G of all initial points (x−1 . ψ. (8. x0 ) ∈ (0.2.2. Open Problem 8.2 Open Problems and Conjectures Open Problem 8.4) be a period-two solution of Eq(8. Open Problem 8. x0 ) ∈ R × R through which the equation 1 + xn + xn−1 xn+1 = xn is well defined for all n and for these initial points determine the long-term behavior of the solutions {xn }∞ . x0 ) ∈ R × R through which the equation 1 + xn + xn−1 xn+1 = xn−1 is well defined for all n and for these initial points determine the long-term behavior of the solutions {xn }∞ . .

8.2. Open Problems and Conjectures

139

Open Problem 8.2.5 Assume that {pn }∞ and {qn }∞ are convergent sequences of n=0 n=0 nonnegative real numbers with finite limits, lim p = n→∞ pn and q = n→∞ qn . lim

Investigate the asymptotic behavior and the periodic nature of all positive solutions of each of the following two difference equations: yn+1 = yn+1 = pn + xn + xn−1 , q n xn pn + xn + xn−1 , qn xn−1 n = 0, 1, . . . (8.5)

n = 0, 1, . . . .

(8.6)

∞ ∞ Open Problem 8.2.6 Assume that {pn }n=0 and {qn }n=0 are period-two sequences of nonnegative real numbers. Investigate the global character of all positive solutions of Eqs(8.5) and (8.6). Extend and generalize.

Chapter 9 (2, 3)-Type Equations
9.1 Introduction
α + βxn , A + Bxn + Cxn−1 α + γxn−1 , A + Bxn + Cxn−1 βxn + γxn−1 , A + Bxn + Cxn−1

Eq(1) contains the following three equations of the (2, 3)-type: xn+1 = xn+1 = and xn+1 = n = 0, 1, . . . . (9.3) n = 0, 1, . . . n = 0, 1, . . . (9.1) (9.2)

Please recall our classification convention in which all the parameters in the above (2, 3)-type equations are positive and the initial conditions are nonnegative.

9.2

The Case γ = 0 : xn+1 =

α+βxn A+Bxn +Cxn−1

This is the (2, 3)-type Eq(9.1) which by the change of variables xn = reduces to the difference equation yn+1 = where p= p + qyn , 1 + yn + ryn−1 q= β , A n = 0, 1, . . . C . B (9.4) A yn B

αB , A2

and r =

141

142

Chapter 9. (2, 3)-Type Equations

(Eq(9.4) was investigated in [51].) Here we make some simple observations about linearized stability, invariant intervals, and the convergence of solutions in certain regions of initial conditions. Eq(9.4) has a unique equilibrium y which is positive and is given by y= q−1+ (q − 1)2 + 4p(r + 1) 2(r + 1) .

By employing the linearized stability Theorem 1.1.1, we obtain the following result: Theorem 9.2.1 The equilibrium y of Eq(9.4) is locally asymptotically stable for all values of the parameters p, q and r.

9.2.1

Boundedness of Solutions

We will prove that all solutions of Eq(9.4) are bounded. Theorem 9.2.2 Every solution of Eq(9.4) is bounded from above and from below by positive constants. Proof. Let {yn } be a solution of Eq(9.4). Clearly, if the solution is bounded from above by a constant M , then p yn+1 ≥ 1 + (1 + r)M and so it is also bounded from below. Now assume for the sake of contradiction that the solution is not bounded from above. Then there exists a subsequence {y1+nk }∞ such k=0 that
k→∞

lim nk = ∞,

k→∞

lim y1+nk = ∞,

and y1+nk = max{yn : n ≤ nk } for k ≥ 0.

From (9.4) we see that yn+1 < qyn + p for n ≥ 0 and so
k→∞

lim ynk = lim ynk −1 = ∞.
k→∞

Hence for sufficiently large k, 0 < y1+nk − ynk = p + [(q − 1) − ynk − rynk −1 ]ynk <0 1 + ynk + rynk −1 2

which is a contradiction and the proof is complete.

The above proof has an advantage that extends to several equations of the form of Eq(9.1) with nonnegative parameters. The boundedness of solutions of the special

9.2. The Case γ = 0 : xn+1 =

α+βxn A+Bxn +Cxn−1

143

equation (9.4) with positive parameters immediately follows from the observation that if M = max{1, p, q} then yn+1 ≤ M + M yn =M 1 + yn f or n ≥ 0.

9.2.2

Invariant Intervals

The following result, which can be established by direct calculation, gives a list of invariant intervals for Eq(9.4). Recall that I is an invariant interval, if whenever, yN , yN +1 ∈ I then yn ∈ I (a) for n ≥ N. Lemma 9.2.1 Eq(9.4) possesses the following invariant intervals:

for some integer N ≥ 0,

0,

q−1+

(q − 1)2 + 4p 2

,

when p ≤ q;

(b) p−q ,q , qr (c) q, p−q , qr when p > q(rq + 1). when q < p < q(rq + 1);

Proof. (a) Set q − 1 + (q − 1)2 + 4p p + qx and b = 1+x 2 and observe that g is an increasing function and g(b) ≤ b. Using Eq(9.4) we see that when yk−1 , yk ∈ [0, b], then g(x) = yk+1 = p + qyk p + qyk ≤ = g(yk ) ≤ g(b) ≤ b. 1 + yk + ryk−1 1 + yk

The proof follows by induction.

144 (b) It is clear that the function f (x, y) =

Chapter 9. (2, 3)-Type Equations

p + qx 1 + x + ry
p−q ,q qr

is increasing in x for y > p−q . Using Eq(9.4) we see that when yk−1 , yk ∈ qr then p + qyk p−q = f (yk , yk−1 ) ≤ f q, = q. yk+1 = 1 + yk + ryk−1 qr Also by using the condition p < q(rq + 1) we obtain yk+1 = p + qyk = f (yk , yk−1 ) ≥ f 1 + yk + ryk−1

,

p−q q(pr + p − q) p−q > ,q = . 2 + rq + p − q qr (rq) qr

The proof follows by the induction. (c) It is clear that the function f (x, y) = p + qx 1 + x + ry

is decreasing in x for y < p−q . Using Eq(9.4) we see that when yk−1 , yk ∈ q, p−q , qr qr then p + qyk p−q p−q yk+1 = = q. , = f (yk , yk−1 ) ≥ f 1 + yk + ryk−1 qr qr Also by using the condition p > q(rq + 1) we obtain yk+1 = p + qyk p−q p + q2 < . = f (yk , yk−1 ) ≤ f (q, q) = 1 + yk + ryk−1 1 + (r + 1)q qr

The proof follows by induction. 2

9.2.3

Semicycle Analysis
qr( p−q − yn−1 ) qr 1 + yn + ryn−1

Let {yn }∞ n=−1 be a solution of Eq(9.4). Then the following identitites are true for n ≥ 0: yn+1 − q = qr q − p−q yn+1 − = qr
p−q qr

, + pr(q − yn−1 )

(9.5)

qr(1 + yn + ryn−1 ) yn − yn+4 =

yn + qr yn−1 −

p−q qr

,

(9.6)

9.2. The Case γ = 0 : xn+1 = qr yn −
p−q qr

α+βxn A+Bxn +Cxn−1

145

2 yn+1 + (yn − q)(yn+1 yn+3 + yn+3 + yn+1 + ryn yn+3 ) + yn + ryn − p

(1 + yn+3 )(1 + yn+1 + ryn ) + r(p + qyn+1 )

,

(9.7) yn+1 − y = (y − q)(y − yn ) + yr(y − yn−1 ) . 1 + yn + ryn−1 (9.8)

The proofs of the following two lemmas are straightforward consequences of the Identities (9.5)- (9.8) and will be omitted. Lemma 9.2.2 Assume p > q(qr + 1) and let {yn }∞ n=−1 be a solution of Eq(9.4). Then the following statements are true: (i) If for some N ≥ 0, (ii) If for some N ≥ 0, (iii) If for some N ≥ 0, (iv) If for some N ≥ 0, (v) If for some N ≥ 0, (vi) If for some N ≥ 0, (vii) q < y <
p−q . qr

yN > yN = yN <

p−q , qr p−q , qr p−q , qr

then then then
p−q , qr

yN +2 < q; yN +2 = q; yN +2 > q; q < yN +2 <
p−q ; qr

q < yN <

then

y ≥ yN −1 and y ≥ yN , then y < yN −1 and y < yN , then

yN +1 ≥ y; yN +1 < y;

Lemma 9.2.3 Assume q < p < q(qr + 1) and let {yn }∞ n=−1 be a solution of Eq(9.4). Then the following statements are true: (i) If for some N ≥ 0, (ii) If for some N ≥ 0, (iii) If for some N ≥ 0, (iv) If for some N ≥ 0, (v)
p−q qr

yN < yN = yN > yN >

p−q , qr p−q , qr p−q , qr p−q qr

then then then

yN +2 > q; yN +2 = q; yN +2 < q; then q > yN +2 >
p−q ; qr

and yN < q

< y < q.

2. (9.9) (9.4). and the only equilibrium point is y = q. y4k ≥ 1.4) when p = q(1 + rq).4) has no period-two solution. y4k+1 > q. . y4k ≤ 1. In this case Eq(9.2. Proof.4) becomes yn+1 = q + rq 2 + qyn .10) Proof. is equal to four. ∞) and Eq(9. and y4k+2 ≤ q. Then yn+1 − q = Furthermore when qr < 1. Theorem 9. (2. the following statements are true for all k ≥ 0: (i) y−1 > q and y0 ≤ q =⇒ y4k−1 > q. 1 + yn + ryn−1 n = 0.146 Lemma 9. The proof follows from identity (9. .4). y4k ≥ 1. y4k+1 < q.10) is a consequence of the fact that in this case qr ∈ (0. 2 . (ii) y−1 < q and y0 ≥ q =⇒ y4k−1 < q. and y4k+2 ≥ q. y4k+1 > q. (iii) y−1 > q and y0 ≥ q =⇒ y4k−1 > q. y4k ≤ 1. Identity (9. 3)-Type Equations qr (q − yn−1 ). and y4k+2 ≥ q. The limit (9. excluding the first. 1. and y4k+2 ≤ q. .5). More precisely.4 Assume p = q(qr + 1) and let {yn }∞ n=−1 be a solution of Eq(9. (iv) y−1 < q and y0 ≤ q =⇒ y4k−1 < q. y4k+1 < q. Then this solution is oscillatory and the sum of the lengths of two consecutive semicycles. 2 Here we present a semicycle analysis of the solutions of Eq(9. then n→∞ Chapter 9. 1 + yn + ryn−1 lim yn = y.3 Suppose that p = q + rq 2 and let {yn }∞ n=−1 be a nontrivial solution of Eq(9.9) follows by straightforward computation.

q] qr [q. (ii) yN > q. yN +1 < p−q . for the sake of contradiction. also assume that the solution {yn }∞ n=−1 is not eventually in the interval I.5 Let I denote the interval which is defined as follows: √  2   [0.2.   2 I=             [ p−q .4). if for some N . p > q(qr + 1). every solution of Eq(9. y ∈ I. Set b= and observe that yn+1 − b = (q − p)(yn − b) − r(p + qb)yn−1 . then yN +1 < b. Let {yn }n=−1 be a solution of Eq(9. The Case γ = 0 : xn+1 = α+βxn A+Bxn +Cxn−1 147 9.4) is eventually trapped into one of the three invariant intervals of Eq(9.9. ∞ Proof. q−1+ (q−1) +4p ] if p ≤ q. Then every solution of Eq(9.3. Then by Lemma 9. (1 + yn + ryn−1 )(1 + b) n ≥ 0. there exists N > 0 such that one of the following three cases holds: (i) yN > q. Then yn > y for n ≥ 0 and so which is a contradiction.2. Now assume for the sake of contradiction that yn > b for n > 0. Next assume that q < p < q(qr + 1) and.2. qr p−q . the following is true: Lemma 9. More precisely.4 Global Asymptotic Stability The following lemma establishes that when p = q(qr + 1). qr n→∞ lim yn = y ∈ I and yN +2 < p−q . qr and yN +2 < .2.1. Then clearly. yN +1 > q. q−1+ (q − 1)2 + 4p 2 Hence. yN ≤ b.4) lies eventually in I.4) described in Lemma 9.2. First assume that p ≤ q. p−q ] qr if if q < p < q(qr + 1).

4): Theorem 9.2. we can obtain some global asymptotic stability results for the solutions of Eq(9. together with the appropriate convergence Theorems 1.148 (iii) yN > q. 1+r Then the equilibrium y of Eq(9. then yN + ryN − p > 0 and 2 if yN ≤ p−q . qr Also observe that 2 if yN ≥ q. The proof when p > q(qr + 1) is similar and will be omitted. p−q qr Chapter 9. For example. and yN +2 < p−q .4) is globally asymptotically stable. Then the equilibrium y of Eq(9. . (b) Assume that either (iii) r > 1 (ii) r ≤ 1.4. qr The desired contradiction is now obtained by using the Identity (9. 3)-Type Equations ≤ yN +1 ≤ q.5. By using the monotonic character of the function f (x. 1. Proof.2. (2.4 (a) Assume that either p ≥ q + q 2 r. the following results are true for Eq(9.7) from which it follows that for j ∈ {0. or q . then yN + ryN − p < 0.4). 2.1. 3}.4. y) = p + qx 1 + x + ry 2 in each of the intervals in Lemma 9.7 and 1. each subsequence {yn+4k+j }∞ with all its terms outside k=0 the interval I converges monotonically and enters in the interval I.4) is globally asymptotically stable. p< p≤q or q < p < q + q2r and that one of the following conditions is also satisfied: (i) q ≤ 1. and (q − 1)2 (r − 1) ≤ 4p.

B (9. The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 149 (a) The proof follows from Lemmas 9. This system has the form m= p + qm 1 + m + rM and M = p + qM .2. For instance. 1 + yn + ryn−1 q= γ . .2. Clearly now if Condition (ii) or (iii) is satisfied. It is easy to check that y ∈ 0.4. the function f increases in x and and that in the interval 0. A n = 0. C .1 and 9. The proof when q < p < q + q 2 r holds follows from Lemma 9.3. A2 and r = . then yn ∈ 2 √ √ q−1+ (q−1)2 +4p q−1+ (q−1)2 +4p for all n ≥ 0.4.1 we see that when y−1 .9.2) which by the change of variables xn = reduces to the difference equation yn+1 = where p= p + qyn−1 . We will employ Theorem 1. 2 9. 3)-type Eq(9.3 The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 This is the (2.4. 2 2 √ 2 +4p q−1+ (q−1) .11) A yn B αB .2. .2. 1 + M + rm Hence (M − m)(1 − q + M + m) = 0. 2 decreases in y. this is the case if Condition (i) is satisfied. m) then M = m.4.4 and Theorems 1.2.7 and 1.5. . y0 ∈ 0. . then M = m. Now if m + M = q − 1.5 and so it remains to be shown that if m = f (m. 1. If m + M = q − 1 then m and M satisfy the equation (r − 1)m2 + (r − 1)(1 − q)m + p = 0. M ) and M = f (M. m = M from which the result follows. √ q−1+ (q−1)2 +4p (b) In view of Lemma 9. 0.1 and Theorem 1.

Here we make some simple observations about linearized stability.12) holds.11). . when q > 1 and (r − 1)(q − 1)2 + 4pr2 < 0. t+ r 1−r .12) holds.11) has a unique equilibrium y which is positive and is given by y= q−1+ (q − 1)2 + 4p(r + 1) 2(r + 1) . φ.3. (9. φ. ψ.3. . .1. φ. . Theorem 9.1 we obtain the following result. be a period-two cycle of Eq(9. φ. (b) The equilibrium y of Eq(9. Lemma 9. Furthermore when (9. and the convergence of solutions in certain regions of initial conditions. 1 + φ + rψ It now follows after some calculation that the following result is true. ψ. .150 Chapter 9. . .12) 9. ψ. the period-two solution is “unique” and the values of φ and ψ are the positive roots of the quadratic equation t2 − p q−1 = 0. . . invariant intervals. 3)-Type Equations This equation has not been investigated yet. if and only if (9. ψ. and more precisely a saddle point.1 Let Existence and Local Stability of Period-Two Cycles .11) is unstable.11) is locally asymptotically stable when either q≤1 or q > 1 and (r − 1)(q − 1)2 + 4pr2 > 0. . . By employing the linearized stability Theorem 1. Then φ= p + qφ 1 + ψ + rφ and ψ = p + qψ .1 Eq(9.11) has a prime period-two solution . (2.3.1 (a) The equilibrium y of Eq(9. . Eq(9.

v) = p + qu 1 + v + ru u v = g(u. 1 + g(u. By a simple calculation we find that T2 where g(u. .  ψ ∂h ∂h (φ. for n = 0. evaluated at ψ We have   ∂g ∂g (φ. . 1. v) + rv and h(u. the second iterate of T . . . n = 0. The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 151 To investigate the local stability of the two cycle . we set un = yn−1 and vn = yn . ψ. . ψ) ∂u φ  = JT 2 . v) = Clearly the two cycle is locally asymptotically stable when the eigenvalues of the φ . ψ) = ∂u (1 + ψ + rφ)2 ∂g −p − qφ (φ. lie inside the unit disk.3. 1. ψ) = . v) p + qv . . . Jacobian matrix JT 2 . φ. . ψ) ∂u where ∂g q − pr + qψ . . φ. φ ψ is a fixed point of T 2 .9. v) h(u. ψ) ∂v (φ. ∞) defined by: T Then u v = v p+qu 1+v+ru .11) in the equivalent form: un+1 = vn vn+1 = p+qun 1+vn +run . ψ. . and write Eq(9. ψ) ∂v (φ. Let T be the function on (0. (φ. . . ∞) × (0. ∂v (1 + ψ + rφ)2 . .

ψ) (φ. ∂u (1 + ψ + rφ)2 (1 + φ + rψ)2 ∂h (p + qψ)(p + qφ) q − pr + qφ (φ. ψ). if and only if |S| < 1 + D < 2. 2 (1 + φ + rψ)2 ∂v (1 + ψ + rφ) (1 + φ + rψ)2 Set S= and D= ∂h ∂g (φ. (2.1 that both eigenvalues of JT 2 unit disk |λ| < 1. 3)-Type Equations ∂h (p + qψ)(pr − q − qψ) (φ.152 Chapter 9. ψ) = . ∂u ∂v ∂v ∂u φ ψ lie inside the Then it follows from Theorem 1. ψ) − (φ. ψ) ∂u ∂v ∂h ∂g ∂h ∂g (φ. (q − pr + qφ) (q − pr + qψ) = (q − pr)2 + q(q − pr)(φ + ψ) + q 2 φψ = = −2q 2 r + q 2 r2 + 3qpr2 − 2qpr3 − p2 r3 + p2 r4 − q 3 + rq 3 + q 2 − pr2 q 2 − qpr r (−1 + r) (1 + ψ + rφ)2 (1 + φ + rψ)2 = 1 + φ + rψ + ψ + ψφ + rψ 2 + rφ + φ2 r + r2 φψ = −pr2 + qr + pr − q + q 2 r 2 2 and that . ψ) = + .13) is equivalent to the following three inequalities: D<1 S <1+D −1 − D < S.1. Observe that. Thus .13) (9. Inequality (9. This inequality is equivalent to (q − pr + qφ) (q − pr + qψ) − (1 + ψ + rφ)2 (1 + φ + rψ)2 < 0.15) (9. ψ) (φ.14).16) First we will establish Inequality (9. (9.14) (9. ψ) + (φ.

we have established the following result: . This inequality is equivalent to (q − pr + qψ)(1 + φ + rψ)2 + (p + qψ)(p + qφ) + (q − pr + qφ)(1 + ψ + rφ)2 − (q − pr + qφ) (q − pr + qψ) − (1 + ψ + rφ)2 (1 + φ + rψ)2 < 0. Next we turn to Inequality (9.16) is equivalent to (q − pr + qψ)(1 + φ + rψ)2 + (p + qψ)(p + qφ) + (q − pr + qφ)(1 + ψ + rφ)2 + (q − pr + qφ) (q − pr + qψ) + (1 + ψ + rφ)2 (1 + φ + rψ)2 > 0.15). The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 153 (q − pr + qφ) (q − pr + qψ) − (1 + ψ + rφ)2 (1 + φ + rψ)2 = −pr3 q 2 + 2q 2 r − q 2 r2 − q 2 + 3p2 r3 − 2p2 r4 − 3rq 3 + 3qpr3 − 5qpr2 r2 (1 − r) + 2qpr + 4pr2 q 2 + 2q 3 + q 4 r − p2 r2 − 2prq 2 − q 4 + r2 q 3 r2 (1 − r) Note that (2r2 p − rp + q − q 2 − qr + q 2 r) (−r2 p + rp − q + q 2 + qr) = .9. After some lengthy calculation one can see that this inequality is a consequence of Condition (9.12). Finally Inequality (9.3. r2 (1 − r) −r2 p + rp − q + q 2 + qr = rp(1 − r) + q(q − 1) + qr > 0. After some lengthy calculation one can see that this inequality is also a consequence of Condition (9. Also by using Condition (9.12).12) we see that (r − 1)(q − 1)2 + 4pr2 = q 2 r − 2qr + r − q 2 + 2q − 1 + 4r2 p < 0 and so 2r2 p − rp + q − q 2 − qr + q 2 r < 2r2 p − rp + q − qr + 2qr − r − 2q + 1 − 4r2 p = −2r2 p − rp − q + qr − r + 1 = −2r2 p − rp + (r − 1) (q − 1) < 0 from which the result follows. In summary.

3. . . φ. (b) pr − q q .11) we see that when yk−1 . this period-two solution is locally asymptotically stable. . . . .12) holds. b].154 Chapter 9. ψ. Furthermore when (9. r r Proof. then yk+1 = p + qyk−1 p + qyk−1 ≤ = g(yk−1 ) ≤ g(b) ≤ b.11) possesses the following invariant intervals: (a)    0. ψ. q−1+ (q − 1)2 + 4pr 2r when pr ≤ q. yk ∈ [0. . q r (c) q pr − q . φ. Lemma 9.2 Invariant Intervals The following result.12) holds. r when 1 < q < pr < q + q2 q − . (2. which can be established by direct calculation.2 Eq(9. (a) Set g(x) = p + qx 1 + rx and b = q−1+ (q − 1)2 + 4pr 2r and observe that g is an increasing function and g(b) ≤ b.11) has a unique prime period-two solution . gives a list of invariant intervals for Eq(9. if and only if (9. 1 + yk + qyk−1 1 + ryk−1 The proof follows by induction. 9.2 Eq(9.11). Using Eq(9. 3)-Type Equations Theorem 9.3. r q when pr ≥ q + q2 .3.

11) we see that when yk−1 . yk ∈ p + qyk−1 = f (yk . yk ∈ q then q pr − q p + qyk−1 pr − q = f (yk .r q is increasing in y for x > pr−q . y) is decreasing in both arguments and the condition pr > q + rq2 we obtain yk+1 = q q p + qyk−1 = f (yk . (c) It is clear that the function f (x.11) we see that when yk−1 . Using Eq(9. yk−1 ) ≤ f 1 + yk + ryk−1 pr − q q . r The proof follows by induction. ≥ yk+1 = 1 + yk + ryk−1 r q q . y) = is decreasing in y for x < q pr−q . Now by using the monotonic character of the function f (x. q p + qy 1 + x + ry . y) = p + qy 1 + x + ry pr−q q . 2 . q r q = . . yk−1 ) ≤ f . y) and the condition 2 q < pr < q + qr we obtain yk+1 = p + qyk−1 = f (yk . 1 + yk + qyk−1 r r = pr + q 2 pr − q . q q q = . The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 155 (b) It is clear that the function f (x.9.3. < r + (r + 1)q q The proof follows by induction. q r pr−q . then yk+1 = Using Eq(9. yk−1 ) ≥ f 1 + yk + qyk−1 pr − q pr − q . yk−1 ) ≥ f . r By using the fact that f (x.

(iii) r < 1 and (r − 1)(q − 1)2 + 4pr2 ≥ 0. y0 ∈ 0.5-1. the function f decreases in x and increases 2r in y.3. In view of Lemma 9. 2 q−1+ √ (q−1)2 +4pr (ii) r < 1 and (r − 1)(q − 1)2 + 4pr2 ≥ 0. 2r √ √ q−1+ (q−1)2 +4pr q−1+ (q−1)2 +4pr yn ∈ 0.11) with initial conditions in the invariant interval 0. (ii) r ≥ 1.3 Convergence of Solutions p + qy 1 + x + ry By using the monotonic character of the function f (x. .6.3. For example.156 Chapter 9. 2 Theorem 9.3 Assume that pr ≤ q and that one of the following conditions is also satisfied: (i) q ≤ 1. 2r 2r √ q−1+ (q−1)2 +4pr and that in the interval 0. y) = in each of the intervals in Lemma 9. q−1+ (q − 1)2 + 4pr 2r  converges to the equilibrium y.2.4 (a) Assume that 1 < q < pr < q+ qr − q and that one of the following r conditions is also satisfied: (i) r ≥ 1.3. . together with the appropriate convergence theorem (from among Theorems 1.11): Theorem 9.8) we can obtain some convergence results for the solutions with initial conditions in the invariant intervals.2 we see that when y−1 . then Proof. for all n ≥ 0.4.4.3. (2.3.4. The result now follows by employing Theorem 1. the following results are true for Eq(9.   Then every solution of Eq(9. 3)-Type Equations 9. It is easy to check that y ∈ 0.

r q 2 check that y ∈ and that the function f (x. we obtain the following global asymptotic stability result. q r interval q . The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 157 Then every solution of Eq(9.3. It is easy to (b) In view of Lemma 9.3. pr−q and that in the r q in both x and in y. The result now follows by employing Theorem 1.4.11) with initial conditions in the invariant interval pr − q q .2 we conclude that yn ∈ pr−q q . the function f decreases check that y ∈ q . (a) In view of Lemma 9.3. It is easy to 9.9.3.2 we conclude that yn ∈ for all n ≥ 0. Theorem 9. y) decreases in x and increases in y. r 9. . q2 r q2 . . r . Proof.11) with initial conditions in the invariant interval q pr − q . Then every solution of Eq(9.11). 2 q pr−q . pr−q r q for all n ≥ 0. r2 + r2 yn + r3 yn−1 n = 0.3 to Eq(9. . r q converges to the equilibrium y.11) becomes yn+1 = qr + q 2 + qr2 yn−1 .11) is globally asymptotically stable.4.5 Assume r ≥ 1 and pr ≤ q. 1.4 Global Stability By applying Theorem 1. In and the only positive equilibrium is y = q . The result now follows by employing Theorem 1.6. q r converges to the equilibrium y.11) when pr = q + this case Eq(9.4.7.r q pr−q q . (b) Assume that pr > q + qr . Then the positive equilibrium of Eq(9.5 Semicycle Analysis When pr = q + Here we present a semicycle analysis of the solutions of Eq(9.3.3.

17) are the nonnegative solutions of the equation y= (p + 1)y .3) which by the change of variables xn = reduces to the difference equation yn+1 = where p= pyn + yn−1 . C and r = A . (2. Then after the first semicycle. Here we make some simple observations about linearized stability. . Proof. r + (1 + q)y Hence zero is always an equilibrium point and when p + 1 > r.1. 3)-Type Equations Theorem 9.11). 1. . 3)-type Eq(9.17) γ yn . γ q= B . . The equilibrium points of Eq(9. invariant intervals.1 and Theorem 1. the solution oscillates about the equilibrium y with semicycles of length one.4 The Case α = 0 : xn+1 = βxn +γxn−1 A+Bxn +Cxn−1 This is the (2. (9.17) also possesses the unique positive equilibrium y= p+1−r . and the convergence of solutions in certain regions of initial conditions. Eq(9.1.158 2 Chapter 9. C n = 0. r + qyn + yn−1 β .18) The following theorem is a consequence of Theorem 1.3.3. r r r (1 + yn + ryn−1 ) 2 9. The proof follows from the relation yn+1 − q q qr2 = ( − yn ) 3 . q+1 (9. γ This equation has not been investigated yet. .6 Suppose that pr = q + qr and let {yn }∞ n=−1 be a nontrivial solution of Eq(9.

4. .4. (p + 1)(q + 1) (p + 1)(q + 1) n = 0.17) has a prime period-two solution . φ. Then the positive equilibrium of Eq(9.17). q−1 . The following result is a consequence of Theorem 1.1. it follows from Section 2. . Theorem 9.17) about its positive equilibrium y is zn+1 − p − q + qr q−p+r zn − zn−1 = 0.18) holds.17) is locally asymptotically stable when q + r < 3p + 1 + qr + pq.5 that the following result is true. The Case α = 0 : xn+1 = Theorem 9. Then the zero equilibrium of Eq(9.20) holds there is a unique period-two solution and the values of φ and ψ are the positive roots of the quadratic equation t2 − (1 − p − r)t + p(1 − p − r) = 0. ψ. 1.19) Concerning prime period-two solutions for Eq(9. The linearized equation associated with Eq(9. (9. if and only if (9.20) holds.4. .4. .17) is globally asymptotically stable. ψ. Theorem 9.9.2 Assume that (9. (b) Assume that p + 1 > r. . .1 βxn +γxn−1 A+Bxn +Cxn−1 159 (a) Assume that p + 1 ≤ r. Then the zero equilibrium of Eq(9.3 Eq(9.20) (9.1. . . φ. .17) is unstable. and unstable (a saddle point) when q + r > 3p + 1 + qr + pq. Furthermore when (9. Furthermore the zero equilibrium is a saddle point when 1−p<r <1+p and a repeller when r < 1 − p.

qr p − q2 when q 2 < p ≤ q 2 + r and p + q > r. p+q−r q+1 when p = q 2 and q 2 + q > r where K > 0 is an arbitrary number and qr . when q 2 − qr ≤ p < q 2 and p + q > r. Lemma 9. K] when q 2 < p ≤ q 2 + r and p + q ≤ r. 3)-Type Equations 9. and [0. gives a list of invariant intervals for Eq(9.17). q2 where K2 = when q 2 > p + qr. where K > 0 is an arbitrary number and pr . q2 pr −p (q − r)(p − q 2 ) − qr + [0.1 Eq(9. K2 −p [0. K] when q 2 − qr ≤ p < q 2 and p + q ≤ r. K] when p = q 2 where K > 0 is an arbitrary number. ((q − r)(q 2 − p))2 + 4p3 qr2 2pqr (q − r)(q 2 − p) + .160 Chapter 9. when p > q 2 + r where ((r − q)(p − q 2 ) + qr)2 + 4q 3 r(p − q 2 ) 2q(p − q 2 ) .1 Invariant Intervals The following result. and q 2 + q ≤ r. K1 p − q2 K1 = (c) 0.4. (b) 0. which can be established by direct calculation.17) possesses the following invariant intervals: (a) 0.4. (2. .

it is satisfied under the condition r + q 2 > p. K) = (p + q)K Second assume that p > q 2 + r. βxn +γxn−1 A+Bxn +Cxn−1 161 (a) It is easy to see that when p = q 2 the function px + qy f (x. q 2 −p (c) It is clear that the function f (x. K1 ≤ yk+1 = f (yk . yk−1 ) ≤ f (K.9. Now observe that the inequality f (K. 2 p−q p − q2 pr . y) ≤ f (K.4. y) is increasing in both arguments for x < qr and it is increasing in x and decreasing in y for x ≥ p−q2 . r + (q + 1)K qr where we set K = p−q2 . q+1 (b) It is clear that the function f (x. K). yk−1 ) ≤ f (K1 . 2 q2 − p q −p . p−q 2 0 ≤ f (x. Therefore for any K > 0. while when q 2 + q > r the inequality is true when p+q−r K≥ . −p Then one can see that for yk−1 . p−q2 we obtain qr . yk−1 ) ≤ f K2 . yk+1 = f (yk . y) = r + qx + y is increasing in both arguments. q2pr we obtain −p yk+1 = f (yk . 1 ≤ K. 1 ≤ K. yk ∈ f qr . Then for yk−1 . qr Hence for yk−1 . q 2 −p First assume that q 2 − qr ≤ p < q 2 . r + (q + 1)K pr . yk−1 ) ≤ f (K. 2 pr pr . K) ≤ K is equivalent to q 2 +q−r ≤ (q+1)K. Then for yk−1 . ) ≤ K1 . When q 2 + q ≤ r. yk ∈ f one can see that ≤ K2 . K1 p−q 2 we can see that qr qr . K) = (p + q)K with K = pr . The last inequality is always satisfied when p + q ≤ r and when p + q > r. K2 ≤ yk+1 = f (yk . yk ∈ 0. The Case α = 0 : xn+1 = Proof. yk ∈ 0. this inequality is satisfied for any K > 0. K2 q 2 −p Second assume that p < q 2 − qr. First assume that q 2 < p ≤ q 2 + r . y) is increasing in both arguments for y < and it is increasing in y and decreasing in x for y ≥ q2pr .

17) with initial conditions in the invariant interval 0.17) with initial conditions in the interval [0.8. Then every solution of Eq(9.4.1.4. (2.17) with initial conditions in the interval [0. K]. Assume that q 2 + r ≥ p > q 2 and p + q ≤ r. 2 q2 pr −p qr p − q2 q2 + q − r q+1 . y) = in each of the intervals in Lemma 9.162 Chapter 9. Then every solution of Eq(9.4. converges to the equilibrium y. the following results are true for Eq(9. The proof is an immediate consequence of Lemma 9. (b) Assume that q 2 + r ≥ p > q 2 and p + q > r. converges to the equilibrium y. Then every solution of Eq(9. for any K > 0. together with the appropriate convergence theorem (from among Theorems 1. Assume that p = q 2 and q 2 + q ≤ r.4.1 and Theorem 1. Then every solution of Eq(9. converges to the equilibrium y. 3)-Type Equations 9.17) with initial conditions in the invariant interval 0.2 Convergence of Solutions px + qy r + qx + y By using the monotonic character of the function f (x.4.17): Theorem 9. For example. (c) Assume that q 2 − qr ≥ p < q 2 and p + q > r.5-1. Then every solution of Eq(9. for any K > 0.8).17) with initial conditions in the interval [0. K]. converges to the equilibrium y. K]. we can obtain some convergence results for the solutions with initial conditions in the invariant intervals.4. converges to the equilibrium y. converges to the equilibrium y. Then every solution of Eq(9. Proof.4 (a) Assume that p = q 2 and q 2 + q > r.17) with initial conditions in the invariant interval 0. Assume that q 2 − qr ≤ p < q 2 and p + q ≤ r.4. for any K > 0.

K1 p−q 2 3q 2 +q−qr+r . Proof.2 Assume α.4.1 and Theorem 1. ∞).4. p−q 2 Proof.4.9. The proof is an immediate consequence of Lemma 9. B.11) with initial conditions in the invariant interval converges to the equilibrium y. C ∈ (0. 2 Theorem 9.3) is bounded. B. 1−q 163 and p ≤ Then every solution of Eq(9.4.5.1 Assume Show that every positive solution of Eq(9.2) is bounded. (iii) q < 1 qr . The proof is a consequence of Lemma 9. Open Problems and Conjectures Theorem 9. β. ∞).6.1) has a finite limit. C ∈ (0. A. γ. B.5 Assume that p > q2 + r and that one of the following conditions is also satisfied: (i) p ≤ q + r. A.5 Open Problems and Conjectures α. (ii) q ≥ 1. Conjecture 9.6 Assume that q 2 > p + qr and that Condition (9.5.3 Assume β. . 2 9. C ∈ (0.4. K2 converges to the equilibrium y. γ. ∞). Conjecture 9.5.1 and Theorem 1.20) is not satisfied. Show that every positive solution of Eq(9.5. A.5. Show that every positive solution of Eq(9. Then every solution of Eq(9.11) with initial conditions in the invariant interval qr .4. Conjecture 9.

5. 3)-Type Equations α.5. and for these initial points investigate the long-term behavior of the solutions {xn }∞ . B.3) has no prime period-two solutions. Extend and generalize. x0 ) ∈ R × R through which the equation xn + xn−1 xn+1 = 1 + xn + xn−1 is well defined for all n ≥ 0. ∞) with x−1 + x0 > 0 and that β. Extend and generalize.5. ∞) and suppose that Eq(9. γ. x0 ) ∈ R × R through which the equation 1 + xn xn+1 = 1 + xn + xn−1 is well defined for all n ≥ 0. Show that the positive equilibrium of Eq(9.2) has no prime period-two solutions. Suppose that Eq(9.3 Determine the set G of all initial points (x−1 .4 Assume Chapter 9. n=−1 . and for these initial points investigate the long-term behavior of the solutions {xn }∞ . Conjecture 9.3) is globally asymptotically stable. Show that the positive equilibrium of Eq(9. and for these initial points investigate the long-term behavior of the solutions {xn }∞ . A. γ.1 Determine the set G of all initial points (x−1 . C ∈ (0.5. B. n=−1 Open Problem 9. n=−1 Open Problem 9. ∞). Open Problem 9.2 Determine the set G of all initial points (x−1 . A. x0 ) ∈ R × R through which the equation 1 + xn−1 xn+1 = 1 + xn + xn−1 is well defined for all n ≥ 0. x0 ∈ [0.164 Conjecture 9.2) is globally asymptotically stable.5 Assume that x−1 . C ∈ (0. Extend and generalize. (2.5.

p = lim pn . . Open Problem 9. Open Problems and Conjectures 165 Open Problem 9. 1 + yn + rn yn−1 n = 0. ψ.4 Assume that {pn }∞ . . . Investigate the global character of all positive solutions of Eqs(9. . lim Investigate the asymptotic behavior and the periodic nature of all positive solutions of each of the following three difference equations: yn+1 = yn+1 = yn+1 = pn + qn yn . rn + qn yn + yn−1 ∞ Open Problem 9. . . .12) holds. φ. and {rn }∞ are convergent sen=0 n=0 n=0 quences of nonnegative real numbers with finite limits.5.5. ψ. and {rn }∞ are period-two sen=0 n=0 quences of nonnegative real numbers. 1. Extend and generalize.17). . φ. ψ. Investigate the basin of attraction of the two cycle . ψ.11). . Investigate the basin of attraction of the two cycle . of Eq(9. . .21)-(9. . of Eq(9. (9. . of Eq(9. n→∞ q = n→∞ qn . . φ.7 Assume that (9. .5. 1.5. . . . Open Problem 9.23) pn yn + yn−1 . .17) is locally asymptotically stable. .23). {qn }n=0 . n = 0. φ. lim and r = n→∞ rn . .21) (9. . 1. . . φ. ψ. Show that the period-two solution .22) (9.20) holds. . {qn }∞ . ψ. .20) holds. 1 + yn + rn yn−1 pn + qn yn−1 . n = 0.9.6 Assume that (9.5.5.6 Assume that (9.5 Assume that {pn }∞ . φ. . Conjecture 9. . .

. 1.24) yn+1 = . 1 + yn + ryn−k pyn + yn−k . Investigate the global behavior of all positive solutions of each of the following difference equations: p + qyn (9.25) (9. n = 0. (2.8 Assume that p.26) . n = 0. (9. . ∞) and Chapter 9. 3.}. . q. 3)-Type Equations k ∈ {2. . . 1.5. 1. 1 + yn + ryn−k yn+1 = yn+1 = p + qyn−k . . r ∈ [0. . .166 Open Problem 9. . . r + qyn + yn−k n = 0. . . .

.1 Introduction α + βxn + γxn−1 .3) Bxn + Cxn−1 Please recall our classification convention in which all parameters that appear in these equations are positive. n = 0. . A + Cxn−1 Eq(1) contains the following three equations of the (3. 2)-type: xn+1 = xn+1 = and α + βxn + γxn−1 . 1. 1. A n = 0. . 1 + yn αB . xn+1 = n = 0. 1.1) which by the change of variables xn = reduces to the difference equation yn+1 = where p= p + qyn + ryn−1 . and the denominators are always positive. . . . n = 0. A2 q= β .4) and r = 167 . A + Bxn α + βxn + γxn−1 .Chapter 10 (3. (10. 2)-Type Equations 10. 1.2) 10. . A (10. . γ .1) (10. the initial conditions are nonnegative.2 The Case C = 0 : xn+1 = A yn B α+βxn +γxn−1 A+Bxn This is the (3. 2)-type Eq(10. . (10. . . . .

2 (1 + y) 1+y n = 0.1 and 10. The main result in this section is that the solutions of Eq(10.5 and 2.168 Chapter 10. (3.) The linearized equation of Eq(10.2. (b) Assume that r < q + 1. 1.1. By applying the linearized stability Theorem 1. See Sections 2. The proofs of parts (b) and (c) of Theorem 10. When r =q+1 Eq(10.2.4) about its unique equilibrium y= is zn+1 − q+r−1+ (q + r − 1)2 + 4p 2 q − p − ry r zn − zn−1 = 0. (10. .2. Then the equilibrium of Eq(10. .4) possesses prime period-two solutions.1 are given in Sections 10.1 was given.7) (10. 2)-Type Equations (Eq(10.4) converges to a period-two solution. Then Eq(10.4) exhibit the following trichotomy character.7. . .4) is globally asymptotically stable. (c) Assume that r > q + 1. for a more general equation.2.5) .4) possesses unbounded solutions. Theorem 10.4) was investigated in [29]. Then every solution of Eq(10.1 (a) Assume that r = q + 1. The proof of part (a) of Theorem 10.6) (10.2 below.2.1 we see that y is locally asymptotically stable when r <1+q and is an unstable (saddle point) equilibrium when r > 1 + q. in Section 2.7.

4) to the difference equation zn+1 = (p + rq − q) + rzn−1 .12) (10.2.4) satisfy the following identity yn+1 − q = Note that when q= that is when p + qr − q = 0 the Identity (10. .8) which is of the form of the (2.1 Here we assume that Eq(10.5 and therefore the proof is complete when (10. 2)-type Eq(6. (10. (10. We know already that when Eq(10.10. 1.4) is attracted to the equilibrium.2. 1 + yn and so when p≥q we have yn ≥ q Therefore the change of variables yn = q + zn transforms Eq(10. n = 0.8) holds. 1 + yn p <1 q (10. Now observe that the solutions of Eq(10.9) for n ≥ 1. .10) .2.4) is globally asymptotically stable. So in the remaining part of the proof we assume that p < q. Observe that (p − q) + ryn−1 yn+1 = q + . . (1 + q) + zn n = 1.6) holds and we prove that the equilibrium of Eq(10.10) reduces to yn+1 − q = Also in this case 0<r =1− r (yn − q) for n ≥ 0. .23) which was investigated in Section 6. (10.11) q−p r yn−1 − 1 + yn r q−p r for n ≥ 0. The Case C = 0 : xn+1 = α+βxn +γxn−1 A+Bxn 169 10. . .6) holds the equilibrium is locally asymptotically stable so it remains to be shown that every solution of Eq(10.1 Proof of Part (b) of Theorem 10.

17) q−p r for some N ≥ 0.12) that Chapter 10. To complete the proof in this case it is sufficient to show that eventually (10. 2)-Type Equations |yn+1 − q| < r|yn+1 − q| and so n→∞ lim yn = q which completes the proof when (10.14) First assume that (10.10) that yN +1+2K > q for all K ≥ 0.9).10) that y2n+2 − q = and so y2n+2 > ry2n + p for n ≥ 0. (10. The case where (10.16) holds.11) holds. It follows from (10. To this end. (10.18) q−p q−p r y2n − > r y2n − 1 + yn+1 r r . Still to be considered are cases where p + qr − q > 0 and p + qr − q < 0. We will assume that (10. note that now q−p <q r and employ (10.17) holds is similar and will be omitted.16) (10.4) is equal to q. (10.15) yn ≥ q and then use the known result for Eq(10.170 and the equilibrium of Eq(10.13) holds. q−p r q−p r for n ≥ 0 for n ≥ 0. Then we can see from (10. (3.10).13) (10.15) is not eventually true then either y2n < or y2n−1 < This is because when yN −1 > then it follows from (10. If (10.

the proof that the r equilibrium is a global attractor of all solutions would be a consequence of Theorem 1.4.10) we see that y2n+2 − q = and so y2n+2 < ry2n + p for n ≥ 0.1. q−p .13) and completes the proof when (10.18) that q−p > y2n+2 > rn+1 y0 + rn p + . Once we establish this result. The Case C = 0 : xn+1 = α+βxn +γxn−1 A+Bxn 171 This is impossible when r ≥ 1.19) holds.16) and (10. . Then from (10. y2n−1 > (10. q−p r q−p < r y2n − y2n − 1 + y2n+1 r r .20) holds is similar and will be omitted. Next assume that (10.10. Note that in this case r < 1 and so q−p < y2n+2 < rn+1 y0 + rn p + . r that either q−p y2n > for n ≥ 0 (10. The case where (10. because by (10.10) and r the fact that now q−p q< .2. q−p . when r < 1.13) holds.8 and the fact that in this case the function f (x.20) r We will assume that (10.19) r or q−p for n ≥ 0.4) lies eventually in the interval 0.14) holds. it follows from (10. On the other hand.2. To this end assume for the sake of contradiction that the solution is not eventually in the interval 0. r 1−r This contradicts (10.14) and completes the proof of part (b) of Theorem 10. . + rp + p r and so p q−p ≥ r 1−r which contradicts (10. + rp + p r which implies that p q−p ≤ .16) the solution is bounded. Now we claim that every solution of Eq(10. y) = p + qx + ry 1+x is increasing in both arguments. . Then one can see from (10. .

then yn ≥ q Now the change of variables yn = q + zn transforms Eq(10.21) αC . Eq(10. More specifically the solutions of Eq(10.3 The Case B = 0 : xn+1 = A yn C α+βxn +γxn−1 A+Cxn−1 This is the (3.4) with initial conditions such that q ≤ y−1 < r − 1 and y0 > r−1 + p + q(r − 1) r−1−q for n ≥ 0. have the property that the subsequences of even terms converge to ∞ while the subsequences of odd terms converge to q. A n = 0.172 Chapter 10. ∞). It should be mentioned that when (10.7) holds the interval [q.2 Proof of Part (c) of Theorem 10.5 for appropriate initial conditions y−1 and y0 . y0 ∈ [q. . 1 + yn−1 q= β .4). A2 and r = . 1. ∞) is invariant.7) holds.1 Here we assume that (10.2. 2)-type Eq(10.4) possesses bounded solutions which in fact converge to the equilibrium of Eq(10.4) possesses unbounded solutions.9) and the conclusion of part (c) follows from Section 6. .2. (3. To this end observe that yn+1 = q + q p + r(yn−1 − r ) 1 + yn for n ≥ 0 and so when (10. in addition to unbounded solutions.7) holds and show that Eq(10. That is when y−1 .4) is a saddle point and so by the stable manifold theorem.4) to Eq(10. 2)-Type Equations 10.2) which by the change of variables xn = reduces to the difference equation yn+1 = where p= p + qyn + ryn−1 . γ . . A (10. 10. the equilibrium of Eq(10.

21) when p ≥ r. gives a list of invariant intervals for Eq(10.1 Eq(10. . 1. which can be established by direct calculation. Lemma 10. yN +1 ∈ I then yn ∈ I for n ≥ N.1. . The linearized equation of Eq(10. Here we make some simple observations about linearized stability.21) about its positive equilibrium y= is zn+1 − q+r−1+ (q + r − 1)2 + 4p 2 q p − r + qy zn = 0. Recall that I is an invariant interval. n = 0. 1. Observe that (p − r) + qyn . . r−p q when q < 1 and p ≥ r(1 − q). .3. By applying Theorem 1.2 Here we discuss the behavior of the solutions of Eq(10. The Case B = 0 : xn+1 = α+βxn +γxn−1 A+Cxn−1 173 This equation has not been investigated yet. yN . and r. (b) 0.3.21). 10. .10.3.1 Invariant Intervals The following result. yn+1 = r + 1 + yn−1 and so when p≥r Global Stability When p ≥ r .1 we see that y is locally asymptotically stable for all values of the parameters p.3. 10. if whenever.21) possesses the following invariant intervals: (a) 0. for some integer N ≥ 0. q. and convergence of solutions in certain regions of initial conditions. invariant intervals. . . p 1−q when q < 1 and p ≥ r. zn + 1+y (1 + y)2 n = 0.

10. .21) when p < r. n = 1.3.1 Assume p ≥ r.3 Convergence of Solutions Here we discuss the behavior of the solutions of Eq(10. converges to the equilibrium y. 2)-Type Equations for n ≥ 1. The following result is now a consequence of the above observations and the results in Section 6. r−p q .21) to the difference equation zn+1 = p + qr − r + qzn . (a) Every positive solution of Eq(10.3. (3.3.2) which was investigated in Section 6.174 yn ≥ r Therefore the change of variables yn = r + zn transforms Eq(10. 1−q Then every solution of Eq(10.2 (a) Assume that q < 1 and r ≥ p .3. which is of the form of the (2.21) is bounded. (b) The positive equilibrium of Eq(10.21) with initial conditions in the invariant interval 0. . 2)-type Eq(6.21) is globally asymptotically stable if one of the following conditions holds: (i) q < 1. (1 + r) + zn−1 Chapter 10. Theorem 10. (ii) q≥1 and either p + qr − r ≤ q or q < p + qr − r ≤ 2(q + 1).3. . Theorem 10. 2. Then the following statements are true.

3) which by the change of variables xn = reduces to the difference equation yn+1 = where p= r + pyn + yn−1 . r−p and that in the interval 0. .5.4 The Case A = 0 : xn+1 = γ yn C α+βxn +γxn−1 Bxn +Cxn−1 This is the (3. 1−q and p < r < Then every solution of Eq(10. K= q + r − p − q2 (b) In view of Lemma 10.K q converges to the equilibrium y. It is easy to check that y ∈ 0. γ and r = .4. y0 ∈ for all n ≥ 0. y) increases in x and decreases in y.K q and that in the interval . . Proof.8. r−p .4. r−p q q for all n ≥ 0.K q pq + r2 − pr . The Case A = 0 : xn+1 = (b) Suppose that either or Set α+βxn +γxn−1 Bxn +Cxn−1 175 0≤q−1<r q<1 and p < r p . γ2 (10. 2 10. qyn + yn−1 q= B . The result is now a consequence of Theorem 1. r−p .K q r−p .10.22) β . .21) with initial conditions in the invariant interval r−p . y) increases in both x and y.1 we see that when y−1 .K q the function f (x. y0 ∈ 0. then yn ∈ r−p . αC .4.3. It is easy to check that y ∈ r−p . (a) In view of Lemma 10. r−p q q the function f (x. The result is now a consequence of Theorem 1. 2)-type Eq(10.1 we see that when y−1 . then yn ∈ 0. 1. C n = 0.3.

. .5 that a period-two solution exists if and only if p < 1. q−1 .25) Furthermore in this case the prime period-two solution . φ.24) is void. The second condition reduces to q > pq + 1 + 3p.22) about its positive equilibrium y= is zn+1 − (p − q)y − qr (p − q)y + r zn + zn−1 = 0. (1 + p) + (1 + p)2 + 4r(1 + q) 2(1 + q) By applying Theorem 1. .24) 2r q − pq − 1 − 3p >0 (10. . and the convergence of solutions in certain regions of initial conditions. (10. The linearized equation of Eq(10. Concerning prime period-two solution. (3. . . . 1. ψ. (10.176 Chapter 10. . When r = 0.1.9. q > 1 and 4r < (1 − p)(q − pq − 3p − 1). φ. the inequality in (10. as in Section 6. (q + 1)(r + (p + 1)y) (q + 1)(r + (p + 1)y) n = 0. . is unique and the values φ and ψ are the positive roots of the quadratic equation t2 − (1 − p)t + r + p(1 − p) = 0.1 we see that y is locally asymptotically stable when either q ≤ pq + 1 + 3p or q > pq + 1 + 3p and F where F (u) = (q + 1)u2 − (p + 1)u − r. it follows from Section 2. Here we make some simple observations about linearized stability. . invariant intervals.23) It is interesting to note that the above condition for the local asymptotic stability of y requires the assumption that r > 0. 2)-Type Equations This equation has not been investigated yet. ψ.23) is strict and Condition (10.

p−q and (10. First assume that p > q and p2 −pq q2 and it < r. r + px + y qx + y (b) Clearly the function f (x. q p−q qr p . when q > p + r.4. b] when p = q a and b are positive numbers such that r + (p + 1)a ≤ (q + 1)ab ≤ r + (p + 1)b. b) ≤ f (x.1 Invariant Intervals Here we present some results about invariant intervals for Eq(10. q2 when p > q and when p < q < p + r.21).1 Eq(10. Lemma 10. p−q q (c) 1. q2 p2 − pq > r.21) possesses the following invariant intervals: (a) [a. and p < q. We consider the cases where p = q. y) = is decreasing in both arguments. a) = ≤ b. The Case A = 0 : xn+1 = α+βxn +γxn−1 Bxn +Cxn−1 177 10. (q + 1)b (q + 1)a qr .4. p > q.26) when p > q and p2 − pq < r. r q−p r . (b) p qr . y) is decreasing in both arguments when y < qr is increasing in x and decreasing in y for y ≥ p−q .1 q−p Proof. . y) ≤ f (a.10. Hence a≤ r + (p + 1)b r + (p + 1)a = f (b. (a) It is easy to see that when p = q the function f (x.4.

1) = r+p+1 r ≤ . y) ≤ f p p . p(q + 1) p−q qr qr . y ∈ p =f q p qr . q q = qr qr + p(p + 1) ≤ . 2)-Type Equations we obtain ≤ f (x. y) is decreasing in both arguments for x < r and it is increasing in y and decreasing in x for x ≥ q−p . p−q p−q The inequalities qr + p(p + 1) qr ≤ p(q + 1) p−q are equivalent to the inequality Next assume that p > q and For x. . q p−q Chapter 10. p−q . y) ≤ f (1. First. r . q−p q−p 1< ≤ f (x.178 Then for x. y) ≤ f p qr . q+1 q−p r+p+1 r r < and q−p q+1 q−p are equivalent to the inequality q < p + r. p2 −pq q2 > r. Using the decreasing character of f . Next assume that q > p + r. q p−q p = . q−p (c) It is clear that the function f (x. y) ≤ f r . Using the decreasing character of f in x and the increasing character of f in y. p−q q p2 −pq q2 and p qr < q p−q < r. we obtain r (p + r)(q − p) + r = f 1. y ∈ qr p . we obtain qr p . assume that p < q < p + r. p−q q ≤ f (x. we obtain 1=f The inequalities r r . (3. q(q − p) + r q−p ≤ f (x. 1 = 1. q (qr + p)(p − q) + pq 2 r =f q 3 r + p(p − q) The inequalities (qr + p)(p − q) + pq 2 r qr ≥ 3 r + p(p − q) q p−q follow from the inequality p2 −pq q2 and qr p > q p−q > r.

22) with initial conditions in the invariant interval converges to the equilibrium y.1 (a) Assume that p = q. Proof. Then every solution of Eq(10.4. The Case A = 0 : xn+1 = The inequalities α+βxn +γxn−1 Bxn +Cxn−1 179 (p + r)(q − p) + r r ≥ q(q − p) + r q−p follow from the inequality q > p + r. 2 .3 Assume that p < q.4. Then every solution of Eq(10.4.4. Then every solution of Eq(10. and that Condition (10.2 Assume that p > q. where 0 < a < b satisfy (10. q2 and that either p≤1 or p > 1 and (q − 1)[(p − 1)2 (q − 1) − 4q(1 − p − qr)] ≤ 0. q−p converges to the equilibrium y.1 and Theorem 1.5. (c) Assume that p < q < p+r. q2 Then every solution of Eq(10.4. (b) Assume that p > q and r > p2 −pq .1 and Theorem 1. p−q q Proof. p + r < q. The proof is an immediate consequence of Lemma 10.22) with initial p qr . q p−q conditions in the invariant interval converges to the equilibrium y. and r <1 q−p 2 10.7. Theorem 10.4. b]. qr p .10.25) is not satisfied.4. 2 Theorem 10.4.4.2 Convergence of Solutions Here we obtain some convergence results for Eq(10.4. r < p2 −pq .1 and Theorem 1. q−p Proof.26) converges to the equilibrium y. 2 Theorem 10. The proof is an immediate consequence of Lemma 10. The proof is an immediate consequence of Lemma 10.4. 1 converges to the equilibrium y.22).22) with initial conditions in the invariant interval [a.22) with initial conditions r in the invariant interval 1. Then every solution of Eq(10.22) with initial conditions in the invariant interval r .6.

. ∞) × (0.5. ∞) such that the ∞ solutions {yn }n=−1 of Eq(10. . y0 ) ∈ B.27) is a prime period-two solution of Eq(10. if and only if r = 1 + q.2 Assume r > q + 1.30) xn+1 = xn + xn−1 Extend and generalize. .27) (b) Assume (10.28) 1 + xn 1 + xn + xn−1 xn+1 = (10. .180 Chapter 10.4). Open Problem 10. ψ. (a) Find the set B of all initial conditions (y−1 .3 For each of the equations listed below. φ.5 Open Problems and Conjectures ∞ Open Problem 10. ψ. .27). x0 ) ∈ R × R through which the equation is well defined for all n ≥ 0. .5. Open Problem 10.4) converges to a not necessarily prime period-two solution . ∞ (b) Let (y−1 . . y0 ) ∈ (0.5. (3.29) 1 + xn−1 1 + xn + xn−1 . (a) Determine the set of initial conditions y−1 and y0 for which φ = ψ. determine the set G of all initial conditions (x−1 . 2)-Type Equations 10. (10.1 We know that every solution {yn }n=−1 of Eq(10. Determine the set of initial conditions y−1 and y0 for which {yn }∞ n=−1 converges to (10.21) converges to the positive equilibrium of the equation. Conjecture 10. Investigate the asymptotic behavior of {yn }n=−1 . φ.4) are bounded. (10.1 Every positive solution of Eq(10.5. and for these initial points investigate the long-term behavior of the corresponding solution: 1 + xn + xn−1 xn+1 = (10.

181 (b) When Eq(10. Investigate the asymptotic behavior and the periodic nature of all positive solutions of each of the following three difference equations: yn+1 = pn + qn yn + rn yn−1 . (c) When Eq(10.5.22) (a) Local stability of the positive equilibrium implies global stability. . {qn }∞ . . 1 + yn pn + qn yn + rn yn−1 . . but not globally. n = 0. Extend and generalize.31)-(10. .22) possesses a period-two solution. .10. . ∞ Open Problem 10. . ∞).22) has no prime period-two solutions the equilibrium y is globally asymptotically stable. the equilibrium y is a saddle point. and {rn }∞ are period-two sen=0 n=0 n=0 quences of nonnegative real numbers.4 Assume that {pn }∞ . .5. qn yn + yn−1 n = 0. . 1. . and {rn }n=0 are convergent sen=0 n=0 quences of nonnegative real numbers with finite limits.5. .5. (10. n→∞ q = n→∞ qn .22). 1. is locally asymptotically stable. Then the following statements are true for Eq(10. Open Problems and Conjectures Conjecture 10.31) yn+1 = yn+1 = n = 0.32) (10. (d) The period-two solution of Eq(10.33). r ∈ (0. 1 + yn−1 rn + pn yn + yn−1 . when it exists. (10. lim lim and r = n→∞ rn .5 Assume that {pn }∞ . p = lim pn . {qn }∞ .2 Assume that p.33) Open Problem 10. Investigate the global character of all positive solutions of Eqs(10. 1. q.

n = 0. (10. 1 + yn p + qyn + ryn−k .6 Assume that Chapter 10.35) (10. . .36) . 3. . 1 + yn−k p + qyn + ryn−1 . 2)-Type Equations p. .34) (10. . qyn + yn−k n = 0. . r ∈ [0. . . . (3. ∞) and k ∈ {2. 1. . . .}. Investigate the global behavior of all positive solutions of each of the following difference equations: yn+1 = yn+1 = yn+1 = p + qyn + ryn−k . . n = 0. q.5. 1.182 Open Problem 10. 1.

The linearized equation about x is (see Section 2. − z 2 + α(B + C) + (B + C)(A + β + γ)x n−1 A A2 183 n = 0. . (11. . . Eq(11. . A + Bxn + Cxn−1 n = 0. 3)-type equation xn+1 = α + βxn + γxn−1 . . 11. invariant intervals. 1.1) has a unique equilibrium which is the positive solution of the quadratic equation That is. Here we make some simple observations about linearized stability. 3)-Type Equation α+βx xn+1 = A+Bxn+γxn−1 n+Cx n−1 In this chapter we discuss the (3.2) .3) zn+1 − (βA − Bα) + (βC − Bγ)x zn + α(B + C) + (B + C)(A + β + γ)x (γA − Cα) − (βC − γB)x = 0. (11. and the convergence of solutions in certain regions of initial conditions. x= β+γ−A+ (A − β − γ)2 + 4α(B + C) 2(B + C) .1) Please recall our classification convention in which all coefficients of this equation are now assumed to be positive and the initial conditions nonnegative. This equation has not been investigated yet. .1 Linearized Stability Analysis (B + C)x2 − (β + γ − A)x − α = 0.Chapter 11 The (3. 1. . .

yn ∈ I . holds the values of φ and ψ are the positive roots of the quadratic equation t2 + γ−β−A αC + β(γ − β − A) t+ = 0.1) if whenever. ψ. . .1) then we may be able to obtain a convergence result for the solutions of Eq(11. φ.4. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 The equilibrium x is locally asymptotically stable if Conditions (2. and α < (γ − β − A)[B(γ − β − A) − C(γ + 3β − A)] . These intervals are derived by analyzing the intervals where the function f (x.184 Chapter 11. when (11. that is.1).1) has a prime period-two solution . .5.1) by testing whether the hypotheses of one of the four Theorems 1. for n ≥ N.8 are satisfied. . . is discussed in Section 2. B > C. Conditions (2. ψ. (2.6. (11. ψ.31) and (2. ψ. . φ. φ. .32) are satisfied. (11. C C(B − C) . if. yN +1 ∈ I then for some integer N ≥ 0. and N = γA − αC α + βx + γy A + Bx + Cy L + My N − My and fy = .5-1. 2 (A + Bx + Cy) (A + Bx + Cy)2 Recall that an interval I is an invariant interval for Eq(11. γ > β+A.3) 4C 2 Furthermore. The (3.4.4) The local asymptotic stability of the two cycle 11. .13). Once we have an invariant interval for Eq(11. and (2.2 Invariant Intervals Here we obtain several invariant intervals for Eq(11. . If we set L = βA − αB. see Section 2. Eq(11. . . . y) = is increasing or decreasing in x and y.15) are satisfied. φ.14). then clearly fx = M = βC − γB. yN .3).

y) is decreasing in both variables.1) and in this interval the function f (x. (iv) Assume that β α γ = < .2.2. (iii) Assume that β α γ > > C B A and β+γ αB − βA ≤ . C B A 185 α β Then A . A B C α Then 0. (vii) Assume that α β γ = > . B+C βC − γB α β+γ Then A .1) and in this interval the function f (x.1) and in this interval the function f (x. . < < < B C A βC − γB α Then 0. ≥ > βC − γB A B C γA−αC Then 0.11. βC−γB is an invariant interval for Eq(11. y) is increasing in both variables.1) and in this interval the function f (x.1) and in this interval the function f (x. y) is decreasing in both variables. y) is increasing in both variables. B+C is an invariant interval for Eq(11. y) is decreasing in both variables. (ii) Assume that β γ α > > B C A and γ N ≤ . A is an invariant interval for Eq(11. C B A β α Then B .1) and in this interval the function f (x. B is an invariant interval for Eq(11. y) is increasing in both variables. (vi) Assume that β γ α γA − αC . (v) Assume that α β γ γA − αC > .1) and in this interval the function f (x. y) is increasing in x and decreasing in y. C is an invariant interval for Eq(11. A is an invariant interval for Eq(11. Invariant Intervals Lemma 11.1 (i) Assume that β α γ = > . A is an invariant interval for Eq(11. C M α γ Then A .

B+C B γ β α (ii) The condition B > C > A is equivalent to M > 0. Thus. (x) Assume that β α γ < ≤ . ) ≤ A B B B+C B Here we used the fact that under the condition γ β α = > C B A the function f (u. u) ≤ β β+γ = . 0) ≤ f (x. C is an invariant interval for Eq(11. A B C γ Then 0. in this case the function f is increasing in x. y ∈ α γ . ) = .1) and in this interval the function f (x. y) is increasing in y and decreasing in x. B A C β Then 0. L > 0. assuming C ≤ M we obtain N N γ α = f (0.1) and in this interval the function f (x. y) is increasing in x and decreasing in y. (ix) Assume that α β γ = < . B A C γ Then 0. y) ≤ f ( . Thus. for every x. A C . and N > 0. in this case the function f is increasing in both variables for all values of x and y and α β+γ β β β = . A M M C for all x. this function γ N N is increasing in y for x < M .1) and in this interval the function f (x. = f (0. γ β α (i) The condition C = B > A is equivalent to M = 0 and L > 0. Thus. B is an invariant interval for Eq(11. u) is increasing and consequently f (u. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 β α γ > ≥ . which in turn imply that N > 0. y) ≤ f ( . The (3. . y) is increasing in y and decreasing in x. Proof. In addition. C is an invariant interval for Eq(11.186 (viii) Assume that Chapter 11. 0) ≤ f (x.

In β+γ L L addition. α L L this function is decreasing in x for y < − M . y) ≤ f A for all x. this function is increasing in x for y < − M . and N < 0. A B+C β+γ β+γ . Thus. γ β α (iv) The condition C = B < A is equivalent to M = 0 and L < 0. we obtain 0 ≤ f (x. u) ≥ β+γ β = . α L ≤− . u) is decreasing and consequently f (u. In addition. this function α N N is decreasing in y for x < M . which in turn imply that N > 0. L < 0. in this case the function f is decreasing in y. A M γ β α (vi) The condition A > C > B is equivalent to M < 0. Thus. In addition. Thus. 0) = L for all x. in this case the function f is increasing in y.11. which in turn imply that N < 0. y ∈ 0. − M . we obtain. we obtain 0 ≤ f (x. for every x. A . Thus assuming A ≤ − M . Thus assuming B+C ≤ − M . α . y) ≤ f (0. in this case the function f is decreasing in x. B A A A Here we used the fact that under the condition β α γ = < C B A the function f (u. y) ≤ f (0. which imply that N < 0. α = f (0. B+C B β γ α (v) The condition A > B > C is equivalent to M > 0 and L < 0. ≤ f (x. Thus assuming A ≤ M . y) ≤ f (0. Invariant Intervals 187 γ β α (iii) The condition C > B > A is equivalent to M < 0 and L > 0. y ∈ 0. for every y. 0) = α for all x. 0) ≤ f (x. B+C B+C ≤ β+γ . A . in this case the function f is decreasing in both variables for all values of x and y and α α β α ≤f . B+C . for every y. y ∈ α β+γ .2. Thus. 0) = .

α α . y ∈ 0. which in turn imply that N > 0. 2 The next table summarizes more complicated invariant intervals with the signs of the partial derivatives fx and fy . Here we use the fact that the function f (0. in this case the function f is increasing in x and decreasing in y for all values of x and y. 0 ≤ f (x. β β . γ for all x. Thus. in this case the function f is increasing in x and decreasing in y for all values of x and y. Thus. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 β γ α (vii) The condition A = B > C is equivalent to M > 0 and L = 0. y) ≤ f 0. C γ β α (x) The condition B < A ≤ C is equivalent to M < 0. γ C = γ . Using this we obtain. 0 ≤ f (x. A A β γ α (viii) The condition B > A > C is equivalent to M > 0.0 = . . C . 0 ≤ f (x. y ∈ 0. v). in this case the function f is decreasing in x and increasing in y for all values of x and y. A . y) ≤ f α for all x. y) < f 0. y ∈ 0. C γ for all x. Using this we obtain. y ∈ 0. Using this we obtain. and N ≥ 0. and N < 0. C v→∞ for all v. in this case the function f is increasing in x and decreasing in y for all values of x and y. γ C ≤ γ . Thus. B . Using this we obtain.188 Chapter 11. Thus. The (3. v) is increasing in v when N > 0 and so γ f (0. v) ≤ = lim f (0. L > 0. B B β γ α (ix) The condition A = B < C is equivalent to M < 0 and L = 0.0 = . which in turn imply that N < 0. y) < f β for all x. C . L < 0. 0 ≤ f (x.

Convergence Results 189 Case 1 2 3 4 5 6 7 8 9 Invariant intervals αM +(β+γ)N N [0.2. Theorem 11. Then in each of the following cases lim xn = x.3 Convergence Results The following result is a consequence of Lemma 11.1).3. fx < 0 if y > − M fy > 0 fx > 0 fy < 0 fx < 0 fy > 0 L L fx > 0 if y > − M . K4 ] if AM +BK+CNM > M M N M where K1 = K2 = K3 = K4 = (β − A)M − CN + (A − γ)M − BL + (β − A)M + LC + (γ − A)M − BN + ((β − A)M − N C)2 + 4BM (αM + γN ) 2BM ((A − γ)M − BL)2 + 4CM (αM − βL) ((β − A)M + LC)2 + 4BM (αM − γL) 2BM 2CM −2CM . K1 ] β−A+ Signs of derivatives N M [0. − M ] if AM −(B+C)L < − M βM K+αM L L [− M . M ] if AM +(B+C)N < N [ M . B ] γ [0.1 Let {xn } be a solution of Eq(11. if √ αM +(β+γ)N AM +(B+C)N > N M fx > 0 fy > 0 if x < fx > 0 fy < 0 fx > 0 fy > 0 N M . C ] αM −L(β+γ) αM −L(β+γ) L L [ AM −L(B+C) .4. . ((γ − A)M − BN )2 + 4BM (αM + βN ) 11. M ] if AM +(B+C)N < αM +βK+γN N N [ M .11.5-1. fy < 0 if x > N M (β−A)2 +4Bα ] 2B (β+γ−A)2 +4α(B+C) ] 2(B+C) αM −(β+γ)L L L [0. − M ] if AM −L(B+C) < − M αM −βL+γM L L [− M .1 and Theorems 1. [0.4.8. A ] √ L L fx > 0 if y < − M . K3 ] if AM −BL+CMK > − M K α [0.3. n→∞ . fx < 0 if y < − M fy < 0 fx < 0 fy < 0 fx < 0 N N fy > 0 if x > M . . . fy < 0 if x < M αM +(β+γ)N αM +(β+γ)N N [ AM +(B+C)N . K2 ] if BM K+AM −γL > − M −CL β+γ−A+ β [0.

B : β > γ + A. A B α γ . x0 ∈ 0. C βC − γB and x−1 . B A C . 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 γ β α = > C B A (ii) β γ α > > . and or (C − B)[(C − B)(β − γ − A)2 − 4B(αB + γ(β − γ − A))] > 0. γA − αC . A β γ α γA − αC < < < B C A βC − γB and x−1 . C B A (iv) γ β α = < C B A (v) and x−1 . The (3. β α γ > ≥ . B < C. A C α β+γ . A B C β (viii) At least one of the following three conditions is not satisfied and x−1 . x0 ∈ α β γ γA − αC ≥ > > βC − γB A B C (vi) and x−1 . x0 ∈ 0. α (vii) At least one of the following three conditions is not satisfied and x−1 . . A B+C γ γA − αC ≤ . x0 ∈ αB − βA β+γ ≤ . βC − γB α . β γ α = > . B A and x−1 . . B+C βC − γB and x−1 . . . x0 ∈ β α . x0 ∈ 0. B C A (iii) γ β α > > .190 (i) Chapter 11. B < C. x0 ∈ α β . x0 ∈ 0. A : β > γ + A. and or (C − B)[(C − B)(β − γ − A)2 − 4B(αB + γ(β − γ − A))] > 0.

C B A Then the equilibrium x of Eq(11. C and x−1 . Theorem 1. By applying Theorem 1.4.11. α γ β < ≤ B A C and x−1 .2.7.1 (iv-vi) and Theorem 1.1 (vii) and (viii) respectively.5. A + Bm + CM M= α + βM + γm A + BM + Cm is m = M . The proofs of statements (ix) and (x) follow by applying Lemma 11.4.3. and by observing that Eq(11.3 to Eq(11.2.2 and linearized stability imply the following global stability result: Theorem 11.1) is globally asymptotically stable.6. Convergence Results (ix) Condition (11. 2 11. .4.2 Assume that γ β α < min . C 191 Proof. γ . M ).3. x0 ∈ 0. M = f (M.8. γ .2. that is.4.1 Global Stability Theorem 1. x0 ∈ 0.2. The proofs of statements (iv-vi) follow by applying Lemma 11. m).3.1 (ix) and (x) respectively. . m= α + βm + γM .4.1 (i-iii) and Theorem 1. and by observing that the only solution of the system of equations m = f (m.3) is not satisfied.3) is not satisfied.1) we obtain the following global asymptotic result.1) does not possess a prime period-two solution. The proofs of statements (i-iii) follow by applying Lemma 11. Theorem 1. The proofs of statements (vii) and (viii) follow by applying Lemma 11. β γ α = < A B C (x) Condition (11.4.

4.1) has a positive prime period-two solution.1) converges to the positive equilibrium. Then the equilibrium x of Eq(11. (b) Assume that αB ≥ βA. γ. γA ≥ αC. Show that the positive equilibrium of Eq(11.4. βA ≥ αB. C ∈ (0.1) has no positive prime period-two solution. The (3. Then the equilibrium x of Eq(11.3. Show that every positive solution of Eq(11.2 Assume α. A. The following global stability result is a consequence of linearized stability and the Trichotomy Theorem 1. γB > βC.1) is bounded. Conjecture 11.1) is globally asymptotically stable. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Theorem 11. γ.1) is a saddle point and the period-two solution is locally asymptotically stable. ∞) and that Eq(11. β.192 Chapter 11. and 3γB ≥ βC ≥ γB. A. A.4 Open Problems and Conjectures α.4. . B. C ∈ (0.1) is globally asymptotically stable.3 Assume α. β. β. γ.4.4 (a) Assume that αC ≥ γA.3.3 Assume that B ≤ C. and 3βC ≥ γB ≥ βC. Then the equilibrium x of Eq(11. ∞). and γA > αC.1 Assume Show that every positive solution of Eq(11.1) is globally asymptotically stable. αB > βA. Theorem 11. ∞) and that Eq(11.4. B. Conjecture 11. 11. Conjecture 11. B. C ∈ (0.

4. γ. {γn }∞ . investigate the cases where 2 ≤ k ≤ 8. . . Open Problem 11.4. a + a0 xn + .1) cannot have a prime period-k solution for any k ≥ 3. . In particular.6) holds.7) converges to a period-two solution.4 Assume that (11.3 Assume that a.7) is periodic with period-k. ∞) for i = 0. 1. Open Problems and Conjectures Conjecture 11. k. xn+1 = (11. . Ai ∈ [0.4 Assume α. {Cn }∞ n=0 n=0 n=0 n=0 are convergent sequences of nonnegative real numbers with finite limits. . ∞). A. . . . . 193 ∞ ∞ Open Problem 11. 1. .11. Show that Eq(11. . β. .4. {Bn }∞ .5) An + Bn xn + Cn xn−1 Open Problem 11. .4. {An }n=0 . . Obtain necessary and sufficient conditions so that every positive solution of Eq(11.4.7) Open Problem 11.6) Obtain necessary and sufficient conditions so that every positive solution of the equation xn+1 = has a finite limit. {βn }∞ . n = 0. Open Problem 11.5). Obtain necessary and sufficient conditions so that every positive solution of Eq(11. (11.4. . A.1 Assume {αn }n=0 . Investigate the asymptotic behavior and the periodic nature of all positive solutions of the difference equation αn + βn xn + γn xn−1 . Investigate the asymptotic behavior and the periodic nature of all positive solutions of Eq(11. . .2 Assume that the parameters in Eq(11. n = 0. C ∈ (0. + ak xn−k . B.6) holds.4. A + A0 xn + .5 Assume that (11.5) are period-two sequences of positive real numbers. ai . 1. + Ak xn−k (11. k ≥ 2.

7 Assume that p. q ∈ [0. . 3}. . ∞) for i. . n = 0. the periodic nature. 2. . Extend to equations with real parameters. β. .4. Investigate the boundedness character. and [60]. δ ∈ [0.) αxn + βxn−1 xn−2 .4. + xn−k + xn−k−1 xn−k−2 . n = 0. Show that every positive solution of the system xn+1 = yn+1 = zn+1 = a11 xn a21 xn a31 xn + + + a12 yn a22 yn a32 yn + + + a13 zn a23 zn a33 zn                . n = 0.4.4.6 Let α.8) converges to a period-two solution. 1. . 1. . (See [8]. xn xn−1 + xn−2 + . ∞). . 1. .6 Let aij ∈ (0. Extend and generalize.194 Chapter 11. γxn xn−1 + δxn−2 Conjecture 11. . . . [47]. γ.) Conjecture 11. j ∈ {1. and the asymptotic behavior of all positive solutions of the difference equation xn+1 = (See [8] and [61]. ∞) with γ + δ > 0. (See [32] for the two dimensional case. + xn−k−2 converges to 1. . (11. . The (3. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Open Problem 11. Show that every positive solution of the difference equation xn+1 = xn + .5 Let k ≥ 2 be a positive integer.) Conjecture 11. .

(c) Show that when p>1+q the equation possesses positive unbounded solutions. q ∈ [0. 195 converges to a period-two solution if and only if p = 1 + q. . ∞). (b) Show that when p<1+q every positive solution has a finite limit. . . Open Problems and Conjectures (a) Show that every positive solution of the equation xn+1 = pxn−1 + xn−2 .4.4.8 Assume that p ∈ (0.) Conjecture 11. 1. xn−1 + pxn−2 n = 0. (See [62].9 Assume that p. .4. converges to a period-two solution if p ≥ 1. . . (a) Show that every positive solution of the equation xn+1 = xn−1 . q + xn−2 n = 0. ∞). (b) Show that when p<1 the positive equilibrium x = 1 1+p is globally asymptotically stable. .11. Conjecture 11. 1.

. .10 Show that every positive solution of the equation xn+1 = xn + xn−2 .4. (c) Show that when q<1 the equation possesses positive unbounded solutions. 1. converges to a period-two solution if and only if q = 1. . .) Conjecture 11. (See [62].) Conjecture 11. (iii) When p < 1 there exist positive unbounded solutions. 1. . xn−1 n = 0.196 Chapter 11.11 Show that the difference equation xn+1 = p + xn−2 .) . converges to a period-four solution. . . (See [62]. (b) Show that when q>1 the positive equilibrium of the equation is globally asymptotically stable. . xn−2 + q n = 0. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 (a) Show that every positive solution of the equation xn+1 = xn−1 + p . (See [62]. has the following trichotomy character: (i) When p > 1 every positive solution converges to the positive equilibrium. 1. xn n = 0.4. . The (3. (ii) When p = 1 every positive solution converges to a period-five solution.

.4. 1. . where φ. ∞).) ψ 1 1 φ . .12 Show that every positive solution of the equation xn+1 = 1 + xn . what other conditions are needed so that every positive solution of Eq(11.. Then one can show that Eq(11. . . .11.9) has prime period-two solutions if and only if γ = β + δ + A. A + Bxn + Dxn−2 (11. (See [62]. ψ ∈ (0.10). φ φ ψ ψ Open Problem 11. φ. 1. . Open Problems and Conjectures Conjecture 11.7 Consider the difference equation xn+1 = α + βxn + γxn−1 + δxn−2 . ψ.9) with nonnegative parameters and nonnegative initial conditions such that B + D > 0 and A + Bxn + Dxn−2 > 0 for n ≥ 0. 197 converges to a period-six solution of the form .) .. .4.4.9) possesses unbounded solutions? (See [6]. What other conditions are needed so that Eq(11.10) (a) In addition to (11.9) converges to the positive equilibrium? (c) Assume γ > β + δ + A. (11. .. n = 0. xn−1 + xn−2 n = 0. What other conditions are needed so that every positive solution of Eq(11. . . .9) converges to a period-two solution? (b) Assume γ < β + δ + A.

. . . . converges to a period-three solution. converges to a period-two solution. (See [6]. 1. xn−1 + xn−2 + xn−3 n = 0. r ∈ (0. xn−2 n = 0. . Conjecture 11. n = 0. . ∞).) Conjecture 11.4.198 Chapter 11.) Conjecture 11. xn 1 + xn−1 + xn−2 .4. .4. (See [6]. . 1. converges to a period-two solution. . .4. (a) Show that when q=r every positive solution converges to a period-four solution. .16 Consider the difference equation xn+1 = where p ∈ [0. (b) Show that when q>r every positive solution converges to the positive equilibrium. 1.14 Show that every positive solution of the equation xn+1 = 1 + xn−1 . xn−1 n = 0. ∞) and q. .15 Show that every positive solution of the equation xn+1 = xn−2 . . 1. 1. The (3. 1 + xn + xn−2 n = 0. . . .13 Show that every positive solution of each of the two equations xn+1 = and xn+1 = 1 + xn−1 + xn−2 . 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Conjecture 11. p + qxn + rxn−2 .

. .9 Assume that k is a positive integer and that k A. . 1 + xn + xn−3 n = 0. . .11. ∞) with i=0 Bi > 0.4. 1. . Open Problems and Conjectures (c) Show that when q<r the equation possesses positive unbounded solutions. 1. . xn−2 + xn−3 . . A + B0 xn + . 1. Bk ∈ [0. . xn n = 0. . . xn + xn−2 + xn−3 n = 0. . 1 + xn−3 . .) . Obtain necessary and sufficient conditions on the parameters A and B0 . . .4. . B0 . . . (See [6]. xn−1 . (See [62].) 199 Open Problem 11. . Bk so that every positive solution of the difference equation xn+1 = xn−k . B1 . . . 1. 1. . xn−2 n = 0. . + Bk xn−k n = 0. converges to a period-(k + 1) solution of this equation. B1 .8 Determine whether every positive solution of each of the following equations converges to a periodic solution of the corresponding equation: (a) xn+1 = (b) xn+1 = (c) xn+1 = (d) xn+1 = 1 + xn + xn−3 . .4. Open Problem 11.

.17 Let k be a positive integer. 1 + xn + . .200 Chapter 11. . 1. the value of φ in (11.11). The (3. 1. Then we can easily see that every nonnegative solution of the equation xn+1 = xn−k .10 Assume that k is a positive integer. φ. .. . Show that every positive solution of xn+1 = 1 + xn + xn−k . + xn−k+1 n = 0. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Open Problem 11.11) converges to a period-(k+1) solution of the form (11. . . . . . (11. .4. . . 0.12) with φ ≥ 0. .12) with a given φ ≥ 0 ? (See [6].. .11) possess a positive solution which converges to zero? (b) Determine. 0. . .) Conjecture 11. . (c) Determine the set of all nonnegative initial conditions x−k . (a) Does Eq(11. . converges to a periodic solution of period 2k. 0.4.12) which corresponds to the nonnegative solution {xn }∞ n=−k of Eq(11.11) converges to a period-(k + 1) solution of the form . . x0 for which the ∞ corresponding solution {xn }n=−k of Eq(11. . in terms of the nonnegative initial conditions x−k . . k−terms (11. x0 . xn−k+1 n = 0. . . .

b] and every solution of Eq(A. x) = x. . z) is monotonic in its arguments.Appendix A Global Attractivity for Higher Order Equations In this appendix we present some global attractivity results for higher order difference equations which are analogous to Theorems 1. . Theorem A. In this regard there are eight possible scenarios depending on whether f (x. Then Eq(A. y. We state the results for third order equations from which higher order extensions will become clear.1) ∞ has a unique solution {xn }n=−2 . has a unique solution in the interval [a. xn−2 ). or non increasing in two arguments and non decreasing in the third.1) has a unique equilibrium x ∈ [a.1) converges to x.8. xn−1 . b]. 201 . z) is non decreasing in all three arguments. y. (A. n = 0.4.0. As we have seen in previous chapters.1 Let [a. (b) The equation f (x. x−2 ∈ I. y. b]3 → [a. x−1 . 1. b] is a continuous function satisfying the following properties: (a) f (x. the difference equation xn+1 = f (xn .4.1) is to work in the regions where the function f (x. or non increasing in one and non decreasing in the other two. . Let I be some interval of real numbers and let f :I ×I ×I →I be a continuously differentiable function. or non decreasing in all three. x.5-1. z) is non-decreasing in each of its arguments. Then for every set of initial conditions x0 . b] be an interval of real numbers and assume that f : [a. very often a good strategy for obtaining global attractivity results for Eq(A.

M. and is nonincreasing in z ∈ [a. M. b]. b]3 → [a. y. b] is a continuous function satisfying the following properties: (a) f (x. ≤ Mi ≤ . 2 Theorem A. . m = M = x. . M ) and M = f (M. b] be an interval of real numbers and assume that f : [a. . . from which the result follows. . M ) ∈ [a. Mi−1 ) and mi = f (mi−1 . b] and every solution of Eq(A. Now observe that for each i ≥ 0.202 Proof. Set m0 = a and M0 = b and for i = 1. m) and M = f (M. ≤ M1 ≤ M0 .0. Then Eq(A.1) converges to x. . m0 ≤ m1 ≤ . (A. . mi−1 ). m = f (m. b]. M ). ≤ mi ≤ .1) has a unique equilibrium x ∈ [a. i→∞ and M = lim Mi .2 Let [a. In view of (b). .2) Then M ≥ lim sup xi ≥ lim inf xi ≥ m i→∞ i→∞ and by the continuity of f . set Mi = f (Mi−1 . and mi ≤ xk ≤ Mi Set m = lim mi i→∞ Appendix for k ≥ 3i + 1. b] for each x and y ∈ [a. (b) If (m. 2. m. mi−1 . m. Mi−1 . b] is a solution of the system m = f (m. . . b] × [a. b] for each z ∈ [a. m) then m = M. z) is non-decreasing in x and y ∈ [a.

. mi−1 ) and mi = f (mi−1 . ≤ mi ≤ . m. b] and every solution of Eq(A. b] is a solution of the system M = f (M. b]3 → [a. mi−1 . y. . . m = f (m.3 Let [a. M ) ∈ [a.1) converges to x. b] be an interval of real numbers and assume that f : [a. m. m). . Mi ≤ . i→∞ and M = lim Mi . . M ) and m = f (m. b] × [a. Then Eq(A. m) then m = M. Mi−1 . M. (b) If (m. set Mi = f (Mi−1 . b]. .0.2) holds and by the continuity of f . Therefore in view of (b) m=M from which the result follows.Appendix Proof. b] for each x and z in [a. . M ) and M = f (M. . b].1) has a unique equilibrium x ∈ [a. Mi−1 ). Then (A. b] is a continuous function satisfying the following properties: (a) f (x. Now observe that for each i ≥ 0 a = m0 ≤ m1 ≤ . M. 2 Theorem A. . and is nonincreasing in y ∈ [a. 2. b] for each z ∈ [a. M1 ≤ M0 = b. Set m0 = a and M0 = b and for each i = 1. . and mi ≤ xk ≤ Mi Set m = lim mi i→∞ 203 for k ≥ 3i + 1. z) is non-decreasing in x and z in [a.

Mi ≤ . m) then m = M. b]3 → [a. set Mi = f (Mi−1 . and mi ≤ xk ≤ Mi Set m = lim mi i→∞ Appendix for k ≥ 3i + 1. . b] is a solution of the system M = f (m. . i→∞ and M = lim Mi . . b] is a continuous function satisfying the following properties: (a) f (x. M. M ) ∈ [a. . b] be an interval of real numbers and assume that f : [a. m) .0. . Set m0 = a and M0 = b and for each i = 1.2) holds and by the continuity of f . Then Eq(A. Theorem A.1) converges to x. . Mi−1 . y ∈ [a. . M. z) is non-increasing in x for each y and z ∈ [a.204 Proof. M ) and m = f (M. b] × [a. m. y. . 2.1) has a unique equilibrium x ∈ [a. mi−1 .4 Let [a. b] and is non-decreasing in y and z for each x. ≤ mi ≤ . Then (A. mi−1 ) . (b) If (m. . m. M1 ≤ M0 = b. Mi−1 ) and mi = f (mi−1 . 2 and M = f (M. m = f (m. b]. M ) Therefore in view of (b) m=M from which the results follows. b] and every solution of Eq(A. . Now observe that for each i ≥ 0 a = m0 ≤ m1 ≤ .

. . (b) If (m. ≤ mi ≤ .Appendix Proof.2) holds and by the continuity of f . mi−1 . Set m0 = a and M0 = b and for each i = 1. . z) is non-decreasing in x for each y and z ∈ [a. Mi−1 . set Mi = f (mi−1 .0. b] be an interval of real numbers and assume that f : [a. M. Now observe that for each i ≥ 0 m0 ≤ m1 ≤ . Then Eq(A.1) converges to x. b] is a continuous function satisfying the following properties: (a) f (x. Therefore in view of (b) m=M from which the results follows. m). 2 Theorem A. . b] and every solution of Eq(A. . m) and m = f (m.5 Let [a. M. m. 2. M = f (m. b]. M ) then m = M. mi−1 ). M ) and m = f (M. b] and is non-increasing in y and z for each x ∈ [a. b] is a solution of the system M = f (M. . Then (A. . M1 ≤ M0 = b and mi ≤ xk ≤ Mi Set m = lim mi i→∞ 205 for k ≥ 3i + 1. b]3 → [a.1) has a unique equilibrium x ∈ [a. . Mi ≤ . M ) ∈ [a. . . i→∞ and M = lim Mi . m. y. b] × [a. Mi−1 ) and mi = f (Mi−1 .

. . m. b].2) holds and by the continuity of f .0. m) and m = f (M. (b) If (m. b] and every solution of Eq(A. .1) converges to x. . b] be an interval of real numbers and assume that f : [a.6 Let [a. M = f (M. z) is non-decreasing in y for each x and z ∈ [a. Then (A. Mi ≤ . b] is a continuous function satisfying the following properties: (a) f (x. M ). mi−1 ) and mi = f (mi−1 . . y. Set m0 = a and M0 = b and for each i = 1. b] and is non-increasing in x and z for each y ∈ [a. M1 ≤ M0 = b and mi ≤ xk ≤ Mi Set m = lim mi i→∞ Appendix for k ≥ 3i + 1. mi−1 . M ) then m = M. . 2. b] × [a. . set Mi = f (Mi−1 . i→∞ and M = lim Mi . . ≤ mi ≤ . M. . M ) ∈ [a. M. 2 Theorem A. b] is a solution of the system M = f (m. Now observe that for each i ≥ 0 m0 ≤ m1 ≤ . b]3 → [a. m. Mi−1 ).1) has a unique equilibrium x ∈ [a.206 Proof. Therefore in view of (b) m=M from which the results follows. Mi−1 . . m) and m = f (m. Then Eq(A.

Therefore in view of (b) m=M from which the results follows. .7 Let [a. . . ≤ mi ≤ . . M. . m) then m = M. Now observe that for each i ≥ 0 m0 ≤ m1 ≤ . mi−1 ) and mi = f (Mi−1 . b]. (b) If (m. M ). . b] and every solution of Eq(A. . y.1) converges to x. Mi ≤ . mi−1 . 2. Mi−1 ). z) is non-decreasing in z for each x and y in [a. m) and m = f (M. b] is a solution of the system M = f (m.0.Appendix Proof. M.1) has a unique equilibrium x ∈ [a. M1 ≤ M0 = b and mi ≤ xk ≤ Mi Set m = lim mi i→∞ 207 for k ≥ 3i + 1. Set m0 = a and M0 = b and for each i = 1. . b]3 → [a. 2 Theorem A. b] is a continuous function satisfying the following properties: (a) f (x. m. i→∞ and M = lim Mi . M ) and m = f (M. b] × [a. . Then (A. Mi−1 . M = f (m. b] be an interval of real numbers and assume that f : [a. Then Eq(A. m.2) holds and by the continuity of f . set Mi = f (mi−1 . . b] and is non-increasing in x and y for each z ∈ [a. M ) ∈ [a.

1) has a unique equilibrium x ∈ [a. (b) If (m. m) and m = f (M. . b] is a continuous function satisfying the following properties: (a) f (x.0. Therefore in view of (b) m=M from which the results follows.8 Let [a. y. set Mi = f (mi−1 . . m. Mi−1 ) and mi = f (Mi−1 . 2 Theorem A. z) is non-increasing in all three variables x. 2. mi−1 ). M = f (m. b] and every solution of Eq(A. b] × [a. . M ) and m = f (M. M ) ∈ [a. . Then (A. . b]3 → [a.2) holds and by the continuity of f . b]. .208 Proof. mi−1 . . Mi−1 . Then Eq(A. m). M. b] be an interval of real numbers and assume that f : [a. Set m0 = a and M0 = b and for each i = 1. . Mi ≤ . i→∞ and M = lim Mi .1) converges to x. y. . M1 ≤ M0 = b and mi ≤ xk ≤ Mi Set m = lim mi i→∞ Appendix for k ≥ 3i + 1. z in [a. Now observe that for each i ≥ 0 m0 ≤ m1 ≤ . M ) then m = M. . m. M. b] is a solution of the system M = f (m. ≤ mi ≤ .

. .3) 2 The above theorems can be easily extended to the general difference equation of order . Now observe that for each i ≥ 0 m0 ≤ m1 ≤ . set Mi = f (mi−1 . This gives 2p results of the type found in Theorems A. . In this case. . m.Appendix Proof. . Then (A.0. .2) holds and by the continuity of f . Let us formulate one of these results. M. 2. M = f (m. p xn+1 = f (xn . u2 . . Mi−1 . mi−1 .1-A. m) and m = f (M. . 1. xn−1 . mi−1 ) and mi = f (Mi−1 . where is a continuous function.0. . . . . . ≤ mi ≤ . Theorem A. b] is a continuous function satisfying the following properties: (a) f (u1 . . xn−p+1 ). there are 2p possibilities for the function f to be non decreasing in some arguments and non increasing in the remaining arguments.8. b] be an interval of real numbers and assume that f : [a. (A. Therefore in view of (b) m=M from which the results follows. M1 ≤ M0 = b and m i ≤ x k ≤ Mi Set m = lim mi i→∞ 209 for k ≥ 3i + 1. M ).9 Let [a. up ) is non decreasing in the second and the third variables u2 and u3 and is non increasing in all other variables. . b]p → [a. . . . . i→∞ and M = lim Mi . Set m0 = a and M0 = b and for each i = 1. f : Ip → I n = 0. . Mi−1 ). Mi ≤ .0.

m. . m. M. .3) has a unique equilibrium x ∈ [a. b] is a solution of the system M = f (m. b] and every solution of Eq(A. M. . M ) then m = M. m) and m = f (M. . M ) ∈ [a. Appendix Then Eq(A. b] × [a. M.210 (b) If (m. .3) converges to x. . m. . . .

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17 full limiting sequence. 18 saddle point. 128 population model. 9 positive semicycle. 72–75. 66 Pielou’s equation. 9 negative semicycle. 17. 6 invariant. 192–200 oscillate about x. 7 periodic solutions with the same period. 6. 30 217 locally asymptotically stable. 7 . 43–46. 129 forbidden set. 25 periodic solution. 64–68. 16 gingerbreadman map. 31 global attractivity of the positive equilibrium. 29 existence of prime period-two solution. 6 Lyness’ equation. 2. 7 Riccati difference equation. 25 nonoscillatory. 7 repeller. 24–28 signum invariant. 184–189 limiting solution. 78 Riccati number. 25 open problems and conjectures. 5. 66. 25 oscillate about zero. 33 Pielou’s discrete delay logistic model. 134– 136. 2. 57 Plant-herbivore system. 38 Discrete Epidemic Models. 2 fixed point. 3 convergence to period-two solutions. 49–51. 138–139. 123–130. 5. 32 local stability of the zero equilibrium. 24 prime period p solution.Index basin of attraction of a two cycle. 163–166. 180–182. 75 global asymptotic stability of the zero equilibrium. 128 equilibrium point. 9–14 global attractor. 9. 5 Flour Beetle Model. 129 positive equilibrium. 35 existence of solutions. 75 negative feedback condition. 183 linearized stability theorem. 6 locally stable. 1. 7 semicycle analysis. 6 local asymptotic stability of a two cycle. 70 May’s host parasitoid model. 36 local stability of the positive equilibrium . 15 full limiting solution. 41–42. 2. 15 linearized stability analysis. 38 sink. 6 globally asymptotically stable. 71 invariant interval. 38 classification of equation types.

141 (3. 8 INDEX . 183 unstable equilibrium. 1)-type. 10 stable manifold. 5 stability trichotomy. 2)-type. 53–54 (1. 189 trichotomy character. 7 strictly oscillatory. 6 unstable manifold. 47–48 (1. 3)-type. 6 stability of equilibrium. 137 (3. 69–70 (2. 168 type of equation (1. 131 (2. 8 stable manifold theorem in the plane. 1)-type. 3)-type. 25 table of invariant intervals. 167 (3. 1)-type.218 source. 3)-type. 42. 77–78 (2. 2)-type. 2)-type.