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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

|λ

±

| =

√

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

<

Kρ

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

kπ

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 =

pφ

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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[66] E. C. Pielou, An Introduction to Mathematical Ecology, John Wiley & Sons, New

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[67] E. C. Pielou, Population and Community Ecology, Gordon and Breach, New York,

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FL, 1995.

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fer. Equations Appl. 6(5)(2000), 535-561.

[70] H. Sedaghat, Geometric stability conditions for higher order diﬀerence equations,

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216 BIBLIOGRAPHY

[71] W. S. Sizer, Some periodic solutions of the Lyness equation , Proceedings of the

Fifth International Conference on Diﬀerence Equations and Applications, January

3-7, 2000, Temuco, Chile, Gordon and Breach Science Publishers, 2001, (to appear).

[72] E. C. Zeeman, Geometric unfolding of a diﬀerence equation,

http://www.math.utsa.edu/ecz/gu.html

[73] Y. Zheng, Existence of nonperiodic solutions of the Lyness equation x

n+1

=

α+x

n

x

n−1

,

J. Math. Anal. Appl. 209(1997), 94-102.

[74] Y. Zheng, On periodic cycles of the Lyness equation, Diﬀerential Equations Dynam.

Systems 6(1998), 319-324.

[75] Y. Zheng, Periodic solutions with the same period of the recursion x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

, Diﬀerential Equations Dynam. Systems 5(1997), 51-58.

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.

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

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

. . . . . .3 Semicycle Analysis and Global Attractivity When q = 1 . . . . . . .7. . . . . . 6. . . 2)-Type Equations 77 6. 55 4. . . . . .Lyness’ Equation Cxn−1 n−1 5. . . . . . . . 6. . . . . . . .vi Contents 4 (1. . . . . . . . .4 . . . . . .2 The Case q < 1 . 77 α+βx 6. . .5. 6.4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4 Global Attractivity When q < 1 . . . . . . . . . . . . . . βxn A+Cxn−1 βxn Bxn +Cxn−1 γxn−1 . . . . . . Bx 5. . . . .2 The Case γ = C = 0 : xn+1 = A+Bxn . . . . 57 58 59 60 61 62 62 64 69 69 70 72 72 . . 6. . . . . . . . . . . . .2 Invariant Intervals . . 6. . .6. . . . . . .3 The Case q > 1 . . . . . . . . . . . . . . .2 The Case p = 1 . . . . . . . . . . . . .6.1 Introduction . .7. .1 Existence and Local Stability of Period-Two Cycles . . . . . 6. . . . . . 5 (2. . . . . . . . . . . . . . . . 82 83 84 87 89 90 90 91 92 93 96 97 100 101 102 103 105 107 . . α+γxn−1 6. . . . . . . . . . . . .6. A+Bxn γxn−1 Bxn +Cxn−1 Pielou’s Equation . . . . . . . . . . . . .7. . . . . . . . . . . .3 The Case p > 1 . . . . 53 α 4. . . . . . . . . . . . . . . . .7. .5. .2 The Case β = γ = C = 0 : xn+1 = A+Bxn . . . . . . 6. . . . . . . . . . . . . . . . . . . . .6 The Case β = A = 0 : xn+1 = Bxn +Cxn−1 . . . . . . . . . . . . . . . . . . . . . . 54 α 4. . . . .4 Global Behavior of Solutions . . . . . . . . . . . . . . . . . . . . . .1 Invariant Intervals . . . . . . . . .7. . . . . . . . . . . . . . .1 Invariant Intervals . . . . . . . . .6 The Case α = β = C = 0 : xn+1 = 4. . . .7. .2 Semicycle Analysis . . . . . . .3 Global Stability and Boundedness . . .4. A+Bxn 6. . . . . . . . . . .1 Semicycle Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . n +γx 6. . . . . . . . . 6. . . . .4. . . .3 Semicycle Analysis . . . .7 The Case α = C = 0 : xn+1 = βxA+Bxn−1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Introduction . . . . . n 6. . .3 The Case β = γ = A = 0 : xn+1 = Bxn +Cxn−1 . . . . . . . . . . . . . . . . . . . . . . . . . . .3 The Case γ = B = 0 : xn+1 = A+Cxn−1 . . . . . . . . 5. . 1)-Type Equations 5. . 6. . . . 6. . . . 4. .7 The Case α = β = A = 0 : xn+1 = 4.4 The Case α = γ = B = 0 : xn+1 = 4. . . . . . . . . . . . . . . . . . . .7.5. . . . . . . . . .5 The Case β = C = 0 : xn+1 = α+γxn−1 . . . . . . . . . . . . . . .3 The Case β = A = C = 0 : xn+1 = α+γxn . . . . . .2 The Case γ = A = B = 0 : xn+1 = α+βxn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .8 Open Problems and Conjectures . . 6. . .1 The Case p < 1 . . . . . . . . . . . . . . . 6 (2. .1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . The Case γ = A = 0 : xn+1 = Bxα+βxn n +Cxn−1 6. .Riccati Equation . . . . . . . . . . . . . .2 Semicycle Analysis of Solutions When q ≤ 1 . . . . . . 4. . . . . . . . . . 79 6.6. 4. . . . . . . 6. . . . . . . . . 2)-Type Equations 53 4. . . . . . . 78 n α+βxn 6. . . . . . . . . . . . . . . . . . . . . . . . .4 Open Problems and Conjectures . . . . . . . . . . . .5 The Case α = γ = A = 0 : xn+1 = 4. . . . . . . . . . . .

. A+Cxn−1 6. . . . .3 The Case β = 0 : xn+1 = A+Bxn +Cxn−1 . . . . . .2 Global Stability of the Positive Equilibrium . . . . . .3. . . . . . . . . . . . . . n−1 6. . . . . . . 131 +Cx 7. . . . .2 Convergence of Solutions . . . . 1)-Type Equations 137 8. . . . . . . . . . . . . . . . . . . . . .8. . . . . . . . . . . . . .4 Global Stability . . . . . . .1 Invariant Intervals and Semicycle Analysis . . .2. . . . . . . . . .2 The Case β = γ = 0 : xn+1 = A+Bxnα n−1 . . . . . . . 3)-Type Equations 131 7. . . . . . .3. . . . . . . . . . . . . . . . . . . . .1 Introduction . . . . . . . . . . . . . . . . 131 7. . . . . . . . . . . . . .2 Open Problems and Conjectures . 3)-Type Equations 9. . . . . . . . . 6. . . . . . . 138 9 (2. . . . .3. . . . . . . . . . . . . . . . . . . . . . . . . . . 9. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137 8. 9. . . . . . . . . .5 Open Problems and Conjectures . . . .Contents 6. . . . . . . . . . . . . . . .2. . . . . . . . . . . .9. . .10 Open Problems and Conjectures . . . .2 Invariant Intervals . . . . . . . .1 Introduction . . .1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . .3 Convergence of Solutions . . . .4 Global Asymptotic Stability .3. . . . . . . . . . . . . . . . . 6. . 9. . . . . . . . . . . . . . . . . 141 141 141 142 143 144 147 149 150 154 156 157 157 158 160 162 163 . . . . . . 132 n +Cx γx 7.8 The Case α = B = 0 : xn+1 = βxn +γxn−1 . . . . .2 The Case γ = 0 : xn+1 = A+Bxn +Cxn−1 . . . . . . . . . . 9. .2.2 Semicycle Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5 Semicycle Analysis When pr = q + qr . . . .7. . . .1 Boundedness of Solutions . . . . . 6. . . . . . .2 Invariant Intervals . . . . . . . . . 9. . . . n +Cxn−1 9.1 Invariant Intervals . . . . . . . . 133 +Cx 7. . . . . . . . . . . . . . . .4 The Case α = β = 0 : xn+1 = A+Bxnn−1 n−1 . . . . .3. . . . . . . . . . . . . . .5 Long-term Behavior of Solutions When q > 1 6. . . . . . . . . . . . . . . . 9. . . . 9. . . . . .3 The Case α = γ = 0 : xn+1 = A+Bxβxn n−1 . . . . . . . . . . . . . .9. . . . . . . . . . . . . . . . . . . . .2.5 Open Problems and Conjectures . .9 The Case α = A = 0 : xn+1 = Bxn +Cxn−1 . . . 9. . . .1 Existence of a Two Cycle .3 Semicycle Analysis . . . . . . . . . . . . . . .9. . α+βxn 9. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 Global Stability Analysis When p < q . . . .4. . . . 6. . . 6. . . . . . βxn +γx 6. .4 The Case α = 0 : xn+1 = A+Bx+γxn−1 . . . . . . . . . . .4 Global Stability Analysis When p > q . . 9. . . vii 107 109 110 112 113 114 117 117 123 123 7 (1. . . . . 134 8 (3. . . . . . . . . . βxn 9. . . 2 9. . .1 Existence and Local Stability of Period-Two Cycles 9. . . . . . . . . .4. . . . . . . . . . . .9. . . . . . . . . . . . . . . . . . . . . . . . .8. . . . . α+γxn−1 9. . . . . . . . . . . .

. . . . . . . . . . . . .4 The Case A = 0 : xn+1 = α+βx+Cxn−1 . . . . . . . . . . . .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 Proof of Part (c) of Theorem 10. . . . . . . . . . . . . . . . . . . . . . . . . 2)-Type Equations 10. . . . . . . . .2. . . . . . . . . . . .2. . A+Bxn 10. . . . . . .2 11. . . . . 11. . . . . .2. . . . . . . . . . . . . . . . . . 10. Invariant Intervals . . . . . . . . . . . . .4. . . . . .2. . . . . . . . . . . 10. . . .1 Global Stability . . . . . . . . .3 The Case B = 0 : xn+1 = α+βxn +γxn−1 . . . .2 Global Stability When p ≥ r . . . . . . .1 Invariant Intervals . . . . . . . . . . . .1 Proof of Part (b) of Theorem 10. .3. . . . . .3. . . . . . . A Global Attractivity for Higher Order Equations Bibliography Index . . . .1 10.3. . . . . . . . . . .4 Open Problems and Conjectures . . . . . . .2 The Case C = 0 : xn+1 = α+βxn +γxn−1 . . . . . . . . . . . .1 Invariant Intervals . . n +γxn−1 10. . . . . . . . . . . . . .1 11. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11. . . . . . . .viii 10 (3. . . . . . . . . . . . . . 10. . . . . . . . . Convergence Results . . . .4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11 The 11. 10. . . . . . . Bxn 10. . . . . .1 10. . . . . . . . . . . .3. . . . 3)-Type Equation xn+1 = A+Bxn +γxn−1 n +Cxn−1 Linearized Stability Analysis . . . .5 Open Problems and Conjectures . .3 Convergence of Solutions . 10. . . . . . . . . . . . A+Cxn−1 10. .2 Convergence of Solutions . . . . . . . . . .1 Introduction . . . . . . . . . . . . . α+βx (3. . . .

we present some global attractivity results for higher order diﬀerence equations which may be useful for extensions and generalizations. Chapter 1 contains some basic deﬁnitions and some general results which are used throughout the book. In Chapter 2 we present some general results about periodic solutions and invariant intervals of Eq(1). A. 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. B. 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). In this sense. and the periodicity of solutions of all rational diﬀerence equations of the form xn+1 = α + βxn + γxn−1 . as special cases. 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. . β. 1. (1) where the parameters α. 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. . It is an amazing fact that Eq(1) contains. the global stability. . C and the initial conditions x−1 and x0 are nonnegative real numbers. A + Bxn + Cxn−1 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 development of the basic theory of the global behavior of solutions of nonlinear diﬀerence equations of order greater than one. 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. ix .Preface In this monograph. In an appendix. Every chapter in this monograph contains several open problems and conjectures related to the particular equation which is investigated and its generalizations. a large number of equations whose dynamics have not been thoroughly understood yet and remain a great challenge for further investigation. at the end of this monograph. γ. we present the known results and derive several new ones on the boundedness.

.

Predescu. M. Cunningham. D. Briden. T. I. S. J. E. A. and K. Kosmala. Janowski. W. W.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. K. C. E. S. P. El-Metwally. Hoag. Clark. McGrath. Sizer and to our graduate students A. We are thankful to Professors R. C. A. W. Wilkinson for their enthusiastic participation and useful suggestions which helped to improve the exposition. S. C. Feuer. M. Teixeira. C. Schultz. J. M. Camouzis. O. N. Amleh. Driver. F. xi . Martins. E. Merino. L. H. Prokup. Rodrigues. Radin. L. DeVault. Gibbons. and W. Valicenti. C. Grove. R. Kent.

.

To Senada and Theodora .

.

[42]. 1.6 where. . the global stability. etc. [41]. we present the known results and derive several new ones on the boundedness. The Riccati diﬀerence equation when γ = C = 0. Eq(1) includes among others the following well known classes of equations: 1. in addition to the basic description of the solutions 1 . . This equation is studied in many textbooks on diﬀerence equations. β. A + Bxn + Cxn−1 n = 0. B. It is an amazing fact that Eq(1) contains as special cases. 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. such as [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. 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. 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. See Section 1. γ. .Introduction and Classiﬁcation of Equation Types In this monograph. 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. [21]. (1) where the parameters α. A.

The problem of existence of solutions for diﬀerence equations is of paramount importance but so far has been systematically neglected. [55]. . 3. we introduce the forbidden set of the equation. [57]. Lyness’ equation when γ = A = B = 0. and Section 5. 75). This is a fascinating equation with many interesting extensions and generalizations. / if and only if x0 ∈ F. 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. [67]. x0 ) ∈ R × R through which the equation xn−1 xn+1 = −1 + xn is well deﬁned for all n ≥ 0.2 Introduction and Classiﬁcation of the Riccati equation. 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. For example. . [18].4. See ([42]. Pielou’s discrete delay logistic model when α = γ = B = 0. n = 0.2. [32]. . See [24] and Sections 2. 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. and the rational equation xn+1 = α + αxn + βxn−1 . See [13]. An example of such a problem is the following: Open Problem Find all initial points (x−1 . 1.6 for some results in this regard. and Section 1. 1 + xn n = 0. 2. [49]. [44]. [69]. . p. See [13].2. A characteristic feature of this equation is that it possesses an invariant which can be used to understand the character of its . .7 and 10. See [42]. it is interesting to note the similarities of the dynamics of the population model xn+1 = α + βxn−1 e−xn . 1. and Section 4. . Hence the solution {xn } of Eq(2) exists for all n ≥ 0. . [66].

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

.

[63]. x−1 ∈ I. Deﬁnition 1. [22]. . 5 . and [68].1). The reader may just glance at the results in this chapter and return for the details when they are needed in the sequel. xn−1 ). xn = x for n ≥ 0 is a solution of Eq(1.1) if x = f (x. that is. (1. [41]. [33].1 Let x be an equilibrium point of Eq(1. n=−1 A point x ∈ I is called an equilibrium point of Eq(1. . Then for every set of initial conditions x0 . .1) has a unique solution {xn }∞ .1. x). 1. [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). the diﬀerence equation xn+1 = f (xn . 1. x is a ﬁxed point of f . [34].1). or equivalently. [21]. [4]. See also [1].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. n = 0.

1) is called locally asymptotically stable if it is locally stable. x−1 ∈ I with 0 < |x0 − x| + |x−1 − x| < r.1) is called a global attractor if for every x0 . we have n→∞ lim xn = x. (v) The equilibrium x of Eq(1. . x) and q = (x. x−1 ∈ I we have lim xn = x.1) is locally asymptotically stable. . ∂f ∂f (x. Then the equation yn+1 = pyn + qyn−1 . (vi) The equilibrium x of Eq(1. there exists N ≥ 1 such that |xN − x| ≥ r. (ii) The equilibrium x of Eq(1. x) ∂u ∂v denote the partial derivatives of f (u.1) is called locally stable if for every ε > 0.2) p= is called the linearized equation associated with Eq(1. Clearly a source is an unstable equilibrium. or a repeller. n→∞ (iv) The equilibrium x of Eq(1. x−1 ∈ I with |x0 − x| + |x−1 − x| < γ. x−1 ∈ I with |x0 − x| + |x−1 − x| < δ. then the equilibrium x of Eq(1. n = 0. . we have |xn − x| < ε for all n ≥ −1.3) Let lie in the open unit disk |λ| < 1. v) evaluated at the equilibrium x of Eq(1.1). 1. (1. Preliminary Results (i) The equilibrium x of Eq(1.1) is called unstable if it is not stable. .6 Chapter 1. if there exists r > 0 such that for all x0 .1) is called a source.1) about the equilibrium point x.1) is called globally asymptotically stable if it is locally stable and a global attractor. Theorem 1. (iii) The equilibrium x of Eq(1. and if there exists γ > 0 such that for all x0 . there exists δ > 0 such that for all x0 .1.1 (Linearized Stability) (a) If both roots of the quadratic equation λ2 − pλ − q = 0 (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).

b] for each x ∈ [a.8 where these theorems are utilized. y) is monotonic in its arguments. (b) If (m. See Sections 6. .1) is to work in the regions where the function f (x. b] × [a. which describes the extension of these results to higher order diﬀerence equations. ≤ mi ≤ . .4. i→∞ and M = lim Mi . y) is nonincreasing in y ∈ [a. ≤ Mi ≤ .5 ([54]) Let [a. or nonincreasing in both arguments. . Set m0 = a and M0 = b and for i = 1. Proof. m0 ≤ m1 ≤ . . Now observe that for each i ≥ 0. then m = M . Then Eq(1. Mi−1 ). Theorem 1. m) = M. and f (x. . .) The ﬁrst theorem deals with the case where the function f (x.1. . y) is non-decreasing in x and non-increasing in y and the second theorem deals with the case where the function f (x.4. M ) = m and f (M. set Mi = f (Mi−1 . In this regard there are four possible scenarios depending on whether f (x. (See Section 6. b].7 below are new and deal with the remaining two cases relative to the monotonic character of f (x. . 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.1) has a unique equilibrium x ∈ [a. y) is nondecreasing in both arguments. b] → [a. b] × [a.4. See also the Appendix. .1) converges to x. y). b] is a continuous function satisfying the following properties: (a) f (x.8 and 1. Global Attractivity of the Positive Equilibrium 11 Very often the best strategy for obtaining global attractivity results for Eq(1. b]. b] and every solution of Eq(1. or nonincreasing in one and nondecreasing in the other. b] is a solution of the system f (m. mi−1 ) and mi = f (mi−1 . b] be an interval of real numbers and assume that f : [a. . y) is non-decreasing in x ∈ [a. at the end of this monograph.9.4 and 6.4. Theorems 1. 2. M ) ∈ [a. b] for each y ∈ [a. ≤ M1 ≤ M0 and Set mi ≤ xk ≤ Mi m = lim mi i→∞ for k ≥ 2i + 1. y) is non-increasing in x and nondecreasing in y.

and Set mi ≤ xk ≤ Mi m = lim mi i→∞ for k ≥ 2i + 1. . b] × [a. Then clearly (1. . m = f (M. m) and M = f (m. ≤ Mi ≤ . b]. Preliminary Results M ≥ lim sup xi ≥ lim inf xi ≥ m i→∞ i→∞ (1. M ).12) holds and by the continuity of f .4.1) has a unique equilibrium x ∈ [a. y) is non-increasing in x ∈ [a.1) has no solutions of prime period two in [a. ≤ mi ≤ . b]. (b) The diﬀerence equation Eq(1. . 2. Set m0 = a and M0 = b and for i = 1. b] and every solution of Eq(1. 2 Theorem 1. . . and f (x. b] for each x ∈ [a.1) converges to x. Then Eq(1. b] is a continuous function satisfying the following properties: (a) f (x. m0 ≤ m1 ≤ . m=M from which the result follows. 2 . Proof. m=M from which the result follows. m).12) and by the continuity of f . Therefore in view of (b). M ) and M = f (M. . Now observe that for each i ≥ 0. b] for each y ∈ [a. b]. mi−1 ). m = f (m. b] → [a. y) is nondecreasing in y ∈ [a. ≤ M1 ≤ M0 . In view of (b). b] be an interval of real numbers and assume that f : [a. i→∞ and M = lim Mi . . set Mi = f (mi−1 . . . Mi−1 ) and mi = f (Mi−1 .6 ([54]) Let [a.12 Then Chapter 1.

Now observe that for each i ≥ 0. m = f (M. . b] and every solution of Eq(1. mi−1 ) and mi = f (Mi−1 . b] × [a. and Set mi ≤ xk ≤ Mi m = lim mi i→∞ for k ≥ 2i + 1. Mi−1 ). b] is a solution of the system f (m. . set Mi = f (mi−1 . Then Eq(1.1) has a unique equilibrium x ∈ [a. b] × [a. . In view of (b). ≤ Mi ≤ . M ) and M = f (m. i→∞ and M = lim Mi . M ) ∈ [a. m=M =x from which the result follows.4.1) has a unique equilibrium x ∈ [a.1) converges to x. Set m0 = a and M0 = b and for i = 1. b] × [a.1) converges to x. 2 Theorem 1. (b) If (m. . M ) = m. x) = x. has a unique positive solution. Proof.4.1.12) holds and by the continuity of f . b] and every solution of Eq(1. b] be an interval of real numbers and assume that f : [a. ≤ mi ≤ . 13 then m = M . . Global Attractivity of the Positive Equilibrium Theorem 1. b] → [a. . m) = M and f (M.4. b] is a continuous function satisfying the following properties: (a) f (x. Then clearly (1. ≤ M1 ≤ M0 . m). m0 ≤ m1 ≤ . y) is non-increasing in each of its arguments. 2. .7 Let [a. y) is non-decreasing in each of its arguments. b] be an interval of real numbers and assume that f : [a. .8 Let [a. . b] → [a. Then Eq(1. (b) The equation f (x. . b] is a continuous function satisfying the following properties: (a) f (x.

. 2. ≤ mi ≤ .13) . 2 1. . n ≥ −k + 1. Preliminary Results m0 = a and M0 = b and for i = 1. Then clearly the inequality (1. m = f (m. and mi ≤ xk ≤ Mi Set m = lim mi i→∞ for k ≥ 2i + 1. and let k ≥ 1 be a positive integer. ≤ Mi ≤ . Now with the above hypotheses. Let J be some interval of real numbers. J]. f ∈ C[J × J.12) is satisﬁed and by the continuity of f . m0 ≤ m1 ≤ . Assume that {xn }∞ n=−1 is a solution of Eq(1. . M ). . (1. from which the result follows.14 Proof. m) and M = f (M. Now observe that for each i ≥ 0. Set Chapter 1. . In this section we ﬁrst give a self-contained version of limiting solutions the way we will use them in this monograph. In view of (b). where A. . m = M = x. mi−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. B ∈ J. . Mi−1 ) and mi = f (mi−1 . . . . ≤ M1 ≤ M0 . 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). set Mi = f (Mi−1 .1) such that A ≤ xn ≤ B for all n ≥ −1. . xn−1 ). . ∞ we will show that there exists a solution {Ln }n=−k of the diﬀerence equation xn+1 = f (xn . i→∞ and M = lim Mi .

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

Then there exist two solutions ∞ {In }∞ n=−∞ and {Sn }n=−∞ of the diﬀerence equation xn+1 = f (xn . .2 ([37]) Let J be some interval of real numbers.1) with limit inferior I and limit superior S. 0. . . n=−ν Furthermore for every m ≤ −ν. i=0 xn−i k n = 0. . f ∈ C[J ν+1 . S ∈ J. . . Then Eq(1. . Suppose that {xn }∞ n=−1 is a bounded solution of Eq(1. xn−ν ). . .5. 1. n = 0. xn−ν ) which satisfy the equation for all n ∈ Z. with I = lim inf xn .16) associated with the solution {xn }∞ n=−k of Eq(1. . Sn ∈ [I. ∞ The solutions {In }∞ n=−∞ and {Sn }n=−∞ of the diﬀerence equation (1. Let Z denote the set of all integers {. . 1. which by the change of variables xn = y1 reduce to rational diﬀerence equations of the n form 1 . . In .16) lim xrn +N = IN and n→∞ lim xln +N = SN for every N ≥ m. .5. IN and SN are limit points of {xn }∞ . . Preliminary Results Theorem 1. . and let k ≥ 1 be a positive integer. with I. 1.13) has two solutions {In }∞ n=−k with the following properties: and {Sn }∞ n=−k I0 = I.15) and with I. . . S0 = S We now state the complete version of full limiting sequences. 1. See [23] and [25] for an application of Theorem 1. there exist two subsequences {xrn } and {xln } of the solution {xn }∞ n=−ν such that the following are true: n→∞ (1.2 to diﬀerence equations of the form xn+1 = Ai . (1. S] for n ≥ −k. S0 = S. xn−1 . as developed by Karakostas. J]. . S ∈ J. and In .}. with I0 = I. . Sn ∈ [I.16) are called full limiting solutions of Eq(1. Theorem 1. . . . f ∈ C[J × J. . xn−1 . n→∞ S = lim sup xn n→∞ n = 0.1 Let J be some interval of real numbers. −1. J].16 Chapter 1. S] for all n ∈ Z and such that for every N ∈ Z. yn+1 = k i=0 Ai yn−i .5.15). . and let {xn }∞ n=−ν be a bounded solution of the diﬀerence equation xn+1 = f (xn .

18) holds and that Eq(1.6.6.and short-term behavior of / solutions of Eq(1. we will assume that B = 0 and αB − βA = 0.17) where the parameters α.17) is a linear equation and when αB − βA = 0. A. One of our goals in this section is to determine the forbidden set F of Eq(1. γ. β.20) . in addition to (1.17) regarding period-two solutions.19) holds every solution of Eq(1.17) possesses a prime periodtwo solution. Furthermore when (1. B. It should be mentioned here that there is practically nothing known about the forbidden set of Eq(1) (when the parameters α. (1. (1. Eq(1. The ﬁrst result in this section addresses a very special case of Eq(1. The proof is straightforward and will be omitted. To avoid degenerate cases.21) β B (1. In the sequel.17). (1.1 Assume that (1.17) with x0 = is periodic with period two. (See also [13] and [69]. we will assume that β + A = 0.19) β + A = 0. A + Bxn A diﬀerence equation of the form xn+1 = n = 0. Then (1. The Riccati Equation 17 1. Theorem 1. . 1. Eq(1.) The other goal we have is to describe in detail the long.17). . C and the initial conditions x−1 . B and the initial condition x0 are real numbers is called a Riccati diﬀerence equation.18) Indeed when B = 0.6 The Riccati Equation α + βxn .17) will become zero for some value of n ≥ 0 is called the forbidden set F of Eq(1.18).17) reduces to βA + βxn β xn+1 = B = for all n ≥ 0. β. A + Bxn B The set of initial conditions x0 ∈ R through which the denominator A+Bxn in Eq(1. which is extracted from [32]. x0 are all real numbers) other than the material presented here. A.1. .17) when x0 ∈ F.

(A + Bx)2 of the function For the remainder of this section we focus on Eq(1.17) through the change of variables (1.18 Now observe that the change of variable xn = β+A A wn − B B Chapter 1. wn n = 0.23). From Eq(1.23) βA − αB (β + A)2 is a nonzero real number. Preliminary Results for n ≥ 0 (1.23) and present its forbidden set F and the character of its solutions.17). .17) into the diﬀerence equation wn+1 = 1 − where R= R .22). . It is interesting to note that the four parameters of Eq(1. . (1.17) have been reduced to the single parameter R of Eq(1. 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 .22) transforms Eq(1. w Also note that the signum of R is equal to the signum of the derivative y =1− f (x) = βA − αB .23) it follows that when R< 1 4 . Similar results can be obtained for Eq(1. called the Riccati number of Eq(1.

24) are the equilibrium points of Eq(1. ).6. respectively. Now observe that the change of variables wn = with y0 = 1 and y1 = w0 reduces Eq(1. . Also w− < 0 if R < 0 and 1 w− > 0 if R ∈ (0. 4 Eq(1. .23) has exactly one equilibrium point namely.23) is clearly the set of points where the sequence {yn }∞ n=0 vanishes. 1 w= . The forbidden set of Eq(1.23) to the second order linear diﬀerence equation yn+2 − yn+1 + Ryn = 0. when 1 R> .23) has no equilibrium points. . n = 0.23). . The Riccati Equation Eq(1. 4 1− √ √ 1 − 4R 1 + 1 − 4R < = w+ 2 2 19 When Eq(1. 1. . where 4 the characteristic roots of Eq(1.23) has the two equilibrium points w− and w+ with w− = and |w− | < w+ . which can be solved explicitly.24) are real numbers.24) yn+1 yn for n = 0. . 2 Finally. 4 1 R= . 1.1. . Note that in these two cases the characteristic roots of Eq(1. (1. 1 The next two theorems deal with the cases R < 1 and R = 4 .

. . . 4 1 2 is the only equilibrium point of Eq(1.26) It is now clear from Theorem 1. 4 1− Chapter 1. .27) . (1. Theorem 1. .23) is the sequence of points fn = n−1 n−1 w+ − w− w+ w− n n w+ − w− for n = 1. 2.6. wn = n n (w0 − w− )w+ − (w+ − w0 )w− n = 1. The forbidden set F of Eq(1.3 Assume Then w= 1 R= . . the solution of Eq(1.25) When w0 ∈ F. if R > 0 and fn < w− while (fn − w− )(fn+1 − w− ) < 0 if R < 0. (1. . . The forbidden set F of Eq(1. 2.23) is given by / n+1 n+1 (w0 − w− )w+ − (w+ − w0 )w− .23).2 that n→∞ lim fn = w− . Preliminary Results √ √ 1 − 4R 1 + 1 − 4R w− = and w+ = 2 2 are the only equilibrium points of Eq(1.2 Assume Then 1 R< . .6.6.20 Theorem 1. The equilibrium w+ is a global attractor as long as w0 ∈ F ∪ {w− } / and the equilibrium w− is a repeller. (1.23) is the sequence of points fn = n−1 2n for n = 1. 2. .23). . .

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 . ) 2 and √ 4R − 1 √ sin φ = . Hence wn = √ √ 4R − 1 cos(n + 1)φ + (2w0 − 1) sin(n + 1)φ √ .28) From Theorem 1. 2w0 − 1 C1 = 1 and C2 = √ . . 1 R> . more precisely. (1. (1. 4 The characteristic roots of Eq(1. . 4R − 1 n = 0. 1. the solution of Eq(1. .23) is given by / wn = 1 + (2w0 − 1)(n + 1) 2 + 2(2w0 − 1)n for n = 0. . . 1.6. .23) is a global 2 / attractor for all solutions with w0 ∈ F but is locally unstable. it is a sink from the right and a source from the left. 1. yn = R 2 (C1 cos(nφ) + C2 sin(nφ)). π φ ∈ (0. The Riccati Equation 21 which converges to the equilibrium from the left. 2 R n = 0. . R 4R − 1 cos(nφ) + (2w0 − 1) sin(nφ) . When w0 ∈ F.1.29) n Finally consider the case √ R. .3 it follows that the equilibrium w = 1 of Eq(1. .6. .

4 Assume that R> and let φ ∈ (0.29). For example. π ) is a rational multiple of π. . . 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). that is. 2 Let θ ∈ (− π . . Theorem 1.31) from which the character of the solutions of Eq(1. φ= π k π ∈ (0. w0 = − 2 2 The following theorem summarizes the above discussion.23) is the sequence of points √ 1 4R − 1 fn = − cot(nφ) for n = 1.32) . . . . (1. . 2 2 When w0 ∈ F.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. 2 R Then the forbidden set F of Eq(1. .23) is given by (1. ) N 2 (1.22 Chapter 1. . π ) be such that 2 2 √ 4R − 1 2x0 − 1 and sin θ = cos θ = r r where r= Then we obtain. when R > 1 . assume φ is a rational multiple of π.23). 2. . . Preliminary Results as long as the denominator is diﬀerent from zero. 1. / (1. can now be easily 4 revealed. 2. √ 4R − 1 1 cot(nφ) for n = 1.6. the solution of Eq(1. 2 n = 0. that is. π ) be such that 2 1 cos φ = √ 2 R and 1 4 √ 4R − 1 √ sin φ = . wn = (4R − 1)2 + (2x0 − 1)2 .

) 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 = .6.23) is periodic. Theorem 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.} with 2k < N. N ∈ {1.23) is periodic with period N . . . . (ii) The set of limit points of a solution of Eq(1. .5 is not a rational multiple of π. then every solution of Eq(1. .6. p − 1 . .5 is not a rational multiple of π. Then the following statements are true: (i) No solution of Eq(1. 2. When the number φ in Theorem 1. then the following result is true: Theorem 1. N ∈ {1.6.6 Assume that the number φ in Theorem 1.6.} and 2k < N. The Riccati Equation 23 for some k. / for n = 1.5 Assume that φ= k π π ∈ (0. 2 R 2 R or equivalently k 4R cos2 ( π) = 1.23) with w0 ∈ F is dense in R. Equivalently assume that A= where k. p Then every solution of Eq(1.6. . 2. 2. √ √ 1 1 4R − 1 4R − 1 wN = − tan(kπ − θ) = − tan(−θ) = w0 2 2 2 2 and so every solution of Eq(1. The following theorem summarizes the above discussion. .1.23) is periodic with period N .

. . . 1.33) relative to an equilibrium point x. or m < ∞ and xm+1 < x. . . xm }. A positive semicycle of a solution {xn } of Eq(1. π ). or l > −1 and xl−1 < x and either m = ∞. φ is a rational multiple of π. with l ≥ −1 and m ≤ ∞ and such that either l = −1. 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. . are dense in the interval (− π . 1. . . .33) under appropriate hypotheses on the function f . n = 0. First we give the deﬁnitions for the positive and negative semicycle of a solution of Eq(1. we present some results about the semicycle character of solutions of some general diﬀerence equations of the form xn+1 = f (xn . In this section.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. then the values (nφ − θ)(mod π) for n = 0. all greater than or equal to the equilibrium x. xn−1 ). wk = wl if and only if Chapter 1.24 Proof. . The proof of statement (ii) is a consequence of the form of the solution of Eq(1. (1.23) and the fact that when φ is not a rational multiple of π.1) consists of a “string” of terms {xl . Statement (i) is true because. . xl+1 . 2 2 2 1.

Otherwise the sequence is called nonoscillatory.7.1 (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. The ﬁrst result was established in [28] while we were working on a special case of the equation we are investigating in this monograph. xl+1 . . xm }. Deﬁnition 1. . y) we have xN +1 = f (xN .5. ∞)] is such that: f (x.33) has semicycles of length one. Thus xN +1 < x < xN +2 or m < ∞ and xm+1 ≥ x. all less than the equilibrium x. Then there exists N ≥ 0 such that either xN −1 < x ≤ xN or xN −1 ≥ x > xN . (See Section 6. Semicycle Analysis 25 A negative semicycle of a solution {xn } of Eq(1.1 ([28]) Assume that f ∈ C[(0. and f (x. The sequence {xn } is called strictly oscillatory about x if the sequence xn − x is strictly oscillatory. x) = x and xN +2 = f (xN +1 . ∞) × (0. Proof.33) consists of a “string” of terms {xl . or l > −1 and xl−1 ≥ x and either m = ∞.33). y) is decreasing in x for each ﬁxed y. . n2 ≥ n0 such that xn1 xn2 < 0.) Theorem 1. All other cases are similar and will be omitted. (0. Let {xn } be a solution of Eq(1. (b) A sequence {xn } is said to oscillate about x if the sequence xn − x oscillates. Let x be a positive equilibrium of Eq(1. xN ) > f (x.7. . xN −1 ) < f (x.1. every solution of Eq(1. there exist n1 . with l ≥ −1 and m ≤ ∞ and such that either l = −1. We will assume that xN −1 < x ≤ xN . ∞). . A sequence {xn } is called strictly oscillatory if for every n0 ≥ 0.7. x) = x. y) is increasing in y for each ﬁxed x.33) with at least two semicycles. Then except possibly for the ﬁrst semicycle. Then by using the monotonic character of f (x.

y) is increasing in both arguments.33).26 and the proof follows by induction. x) = x which completes the proof. with at least one of the inequalities being strict. ∞). every oscillatory solution of Eq(1. Proof. y) is increasing in x and decreasing in y. (0. The proof in the case of negative semicycle is similar and is omitted.7. Theorem 1. Let x be a positive equilibrium of Eq(1. x) = x which shows that the next term xN +1 also belongs to the positive semicycle. Then by using the decreasing character of f we obtain: xN +1 = f (xN . Then except possibly for the ﬁrst semicycle. xN −1 ) < f (x. which is a contradiction.3 Assume that f ∈ C[(0. Let x be a positive equilibrium of Eq(1. ∞) × (0. (0. Then by using the increasing character of f we obtain: xN +1 = f (xN . xN −1 ) > f (x. Preliminary Results 2 The next result applies when the function f is decreasing in both arguments. The proof in the case of negative semicycle is similar and is omitted. ∞)] and that f (x. Then every oscillatory solution of Eq(1. Chapter 1.33). ∞). 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.2 Assume that f ∈ C[(0. y) is decreasing in both arguments.33) has semicycles of length at most two.7. The next result applies when the function f is increasing in both arguments. It follows by induction that all future terms of this solution belong to this positive semicycle. ∞)] and that f (x. Proof. 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. Theorem 1.33) has semicycles of length one. 2 The next result applies when the function f (x. 2 . ∞) × (0.

and f (x. xN ) = x which shows that the positive semicycle has length two. xN ) = x (1.1. Then by using the increasing character of f and Condition (1. y) is increasing in x for each ﬁxed y. x) = x which shows that the next term xN +1 also belongs to the positive semicycle.4 Assume that f ∈ C[(0. every oscillatory solution of Eq(1. xN −1 ) > f (xN . Let x be a positive equilibrium of Eq(1. Furthermore. is similar and is omitted. if we assume that f (u.33). ∞). Then by using the increasing character of f we obtain xN +1 = f (xN . Assume that {xn } is an oscillatory solution with two consecutive terms xN −1 and xN such that xN −1 < x ≤ xN . (0. Then. u) = x for every u and f (x. and in the second term if the semicycle has three terms. y) is decreasing in y for each ﬁxed x.34) we obtain: xN +1 = f (xN . xN −1 ) > f (x. Semicycle Analysis 27 Theorem 1. The proof in the case xN −1 ≥ x > xN .35) then {xn } oscillates about the equilibrium x with semicycles of length two or three.7. y) < x for every x > y > x (1. xN −1 ) < f (xN .34) . ∞) × (0. The extreme in each semicycle occurs in the ﬁrst term if the semicycle has two terms.7. except possibly for the ﬁrst semicycle.33) has semicycles of length at least two. 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. ∞)] is such that: f (x. If xN > xN −1 > x then by using the increasing character of f and Condition (1. except possibly for the ﬁrst semicycle which may have length one.34) we obtain xN +1 = f (xN . Proof.

xN −1 ) < xN and the proof is complete. x−1 ) > x0 . instead of Condition (1. the corresponding solution is decreasing.28 and by using Condition (1. and the proof follows by induction.35). Then if x0 > x−1 > x. then Eq(1. The proof of the remaining case is similar and will be omitted. x−1 ) = x. ∞)] is such that: f (x. assume that Condition (1. y) < x for every x < y < x then if x0 < x−1 < x. y) is increasing in x for each ﬁxed y.36) is satisﬁed and that x0 > x−1 > x.35) we ﬁnd Chapter 1. 2 Condition (1.37) . Assume that f satisﬁes Conditions (1.34) and (1. y) > x for every x > y > x. Theorem 1. and f (x. If. Proof.5 Assume that f ∈ C[(0. (0.36) f (x.36) we get x1 = f (x0 . on the other hand.34) is not enough to guarantee the above result. Then by the monotonic character of f and (1. In view of Condition (1. we assume (1. First. 2 (1. f satisﬁes Condition (1. ∞) × (0. we obtain x1 = f (x0 .33). Preliminary Results xN +1 = f (xN . Let x be a positive equilibrium of Eq(1.7.33) has monotonic solutions. ∞). x−1 ) > f (x−1 . If. y) is decreasing in y for each ﬁxed x.36). and f (x.34).34). the corresponding solution is increasing.

1) has a positive equilibrium if and only if β + γ > A. ∞) with α + β + γ. (2.Chapter 2 Local Stability. Zero is an equilibrium point of Eq(2. (2.4) α + (β + γ)x A + (B + C)x (2.2) and where the initial conditions x−1 and x0 are arbitrary nonnegative real numbers such that the right hand side of Eq(2.3) n = 0. in addition to the zero equilibrium .5) holds. Eq(2.5) (2.1) are the nonnegative solutions of the equation x= or equivalently (B + C)x2 − (β + γ − A)x − α = 0. . Semicycles.1).1) is well deﬁned for all n ≥ 0. A. γ. In view of the above restriction on the initial conditions of Eq(2. β. the equilibrium points of Eq(2. C ∈ [0. . B. B + C ∈ (0.1) if and only if α = 0 and A > 0. 1. .1 Equilibrium Points α + βxn + γxn−1 . ∞) (2. and Invariant Intervals 2. 29 . A + Bxn + Cxn−1 Here we investigate the equilibrium points of the general equation xn+1 = where α.1) When (2. Periodicity.

Periodicity. B+C (2. when α = 0.1) when the initial conditions and the coeﬃcients of the equation are real numbers is of great mathematical importance and. v) = (A + Bu + Cv)2 (2.1) has a positive equilibrium x. 2.4) would also be an equilibrium worth investigating.4). it is interesting to observe that when Eq(2. .) In summary. [32].1). .1) is the positive solution x= β+γ−A+ (β + γ − A)2 + 4α(B + C) 2(B + C) (2. the quantity β + γ is positive.2 Stability of the Zero Equilibrium Here we investigate the stability of the zero equilibrium of Eq(2. Set α + βu + γv f (u. The problem of investigating Eq(2.7) β+γ−A . If we had allowed negative initial conditions then the negative solution of Eq(2.1) is unique and is given by x= When α = 0 and A = 0 the only equilibrium point of Eq(2. . n = 0. Local Stability.1).2). Finally when α>0 the only equilibrium point of Eq(2.4).6 about the Riccati equation α + βxn xn+1 = . Semicycles. [18].8). and Invariant Intervals In fact in this case the positive equilibrium of Eq(2.8) of the quadratic equation (2.1) is positive and is given by x= β+γ . v) = A + Bu + Cv and observe that (βA − αB) + (βC − γB)v fu (u.9) . then x is unique. and it is given by (2. A + Bxn there is very little known. (See [13]. B+C (2. it satisﬁes Eqs(2.30 Chapter 2. . except for our presentation in Section 1. and [69] for some results in this regard.6) Note that in view of Condition (2. This observation simpliﬁes the investigation of the local stability of the positive equilibrium of Eq(2.3) and (2. 1.

1.1). (A + Bu + Cv)2 31 (2.2.2. x).1) we have p= β A and q = γ A and so the linearized equation associated with Eq(2. . x) and q = fv (x.1.1) about the zero equilibrium point is β γ zn+1 − zn − zn−1 = 0.10) If x denotes an equilibrium point of Eq(2. we have the luxury of the global stability Theorem 1.2. in addition to the local stability Theorem 1.1). A A For the stability of the zero equilibrium of Eq(2. As a consequence of these two theorems we obtain the following global result: Theorem 2. . then the linearized equation associated with Eq(2. Stability of the Zero Equilibrium and fv (u. . v) = (γA − αC) − (βC − γB)u . For the zero equilibrium of Eq(2. . .1.1 Assume that A > 0. . is globally asymptotically stable when β+γ ≤A and is unstable when β + γ > A.3.1. A + Bxn + Cxn−1 n = 0. n = 0.1) about the equilibrium point x is zn+1 − pzn − qzn−1 = 0 where p = fu (x. 1. 1. The local stability character of x is now described by the linearized stability Theorem 1. 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. Then the zero equilibrium point of the equation xn+1 = βxn + γxn−1 . . .1.

1) has a positive equilibrium when either or α > 0.12) (A + β + γ)x > −α − (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 (2.1.4).11) and (2. and it is given by (2.13) (2.8). x) = and q = fv (x.1) the following: |p| < 1 − q (2. and Invariant Intervals 2. we see that p = fu (x.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. x) = (γA − αC) − (βC − γB)x (γA − αC) − (βC − γB)x = 2 . are equivalent to some inequalities of the form x>ρ . Eq(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. In these cases the positive equilibrium x is unique. Semicycles. Inequalities (2.13)-(2.14) (2. Periodicity. By using the identity (B + C)x2 = (β + γ − A)x + α. it satisﬁes Eqs(2.32 Chapter 2.1.11) and q > −1.3 Local Stability of the Positive Equilibrium α = 0 and β + γ > A As we mentioned in Section 2. Local Stability.15).3) and (2.15) A2 + (γA − αC) βC − γB x > −α − .

. Then γ(α + β) = 0. 33 2.) Theorem 2. . σ ∈ [0. and 6 respectively. . . 1. 1. n = 0. The following four special examples of Eq(2. Now if we set F (u) = (B + C)u2 − (β + γ − A)u − α.19) 1 + xn .2.4. 1. . ∞). .4. .16) (2. . and [74]. Then the following statements are true: (i) Assume C > 0. n = 0. (2. . The following result characterizes all possible special cases of equations of the form of Eq(2. xn 1 xn−1 . = xn−1 are remarkable in the sense that all positive solutions of each of these four nontrivial equations are periodic with periods 2. . (ii) Assume C = 0.1) is periodic with period p.1) with the property that every solution of the equation is periodic with the same period. 1.18) (2.1) xn+1 = xn+1 = xn+1 = xn+1 n = 0. (See also [75]. [73]. 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. 5.4 When is Every Solution Periodic with the Same Period? 1 . xn−1 xn . . Then A = B = γ = 0.17) (2. When is Every Solution Periodic with the Same Period? and/or x<σ for some ρ. 4. .1 Let p ≥ 2 be a positive integer and assume that every positive solution of Eq(2. n = 0. .

Assume that every positive solution of Eq(2.4. for the sake of contradiction. Then we claim that A = B = 0. Hence (2. In addition to (2.34 Chapter 2.1) xp = Hence (A + B)x0 + (Cx0 − γ)xp−2 = α + β. The proof is complete.21) (2. Local Stability.22) holds .21) we now claim that also γ = 0.22) Otherwise γ > 0 and by choosing x0 < min α+β γ . A+B C we see that (2. Periodicity. 4.20) is impossible. Otherwise A + B > 0 and by choosing x0 > max α+β γ . we see that (2. Then by choosing x0 suﬃciently small.19) . 5.21) holds.1) is periodic with period p. and Invariant Intervals Proof. Then clearly x0 = xp and so from Eq(2. (i) Assume that C > 0.1) reduces to one of the equations (2. 2 Corollary 2. (2. Semicycles. (ii) Assume C = 0 and. assume that γ(α + β) > 0.20) α + β + γxp−2 = x0 . A+B C (2. 3. Thus (2. ∞).20) is impossible.20) is impossible. Consider the solution with x−1 = 1 and x0 ∈ (0.1 Let p ∈ {2. Then up to a change of variables of the form xn = λyn Eq(2. 6}. A + B + Cxp−2 and xp−1 = x−1 = 1 we see that (2.16)-(2. .

φ.27) hold . φ. ψ.1) to have a prime period-two solution and we exhibit all prime period-two solutions of the equation. . C (2.1) has a prime period-two solution if and only if γ = β + A. is a prime period-two solution of Eq(2. ψ. Furthermore when (2.25) (2. . (See [50]. ψ ∈ [0.26) and (2. φ. solution with period p and furthermore the set of solutions of the equation with prime period p is nonempty. . . .1). . ψ. .26) αC + β(γ − β − A) . not necessarily prime. . . φ. ψ.27) (2. 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.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. Existence of Prime Period-Two Solutions 35 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. .2.5. ∞) and φ = ψ (2. Assume that .1) converges to a period-two solution in a nontrivial way according to the following convention.) Furthermore we are interested in conditions under which every solution of Eq(2.1) if and only if α + β(φ + ψ) = Bφψ with φ.23) α + βψ + γφ A + Bψ + Cφ α + βφ + γψ A + Bφ + Cψ . .24) (2. .

24) holds and that Eq(2. φ. Local Stability. B = C. the two cycle is . 1. −β + Bφ (2.23) and (2. (γ − β − A)[B(γ − β − A) − C(γ + 3β − A)] α< . ψ.25) that one of the following three conditions must be satisﬁed: B = C. α + β > 0. . . . . . 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. . α = β = 0. 0. ψ. . . ψ. and φψ > 0. .1) possesses a prime period-two solution . . φ. φ. . . Periodicity. Then it follows from (2. (2. . 0. C C with 0 ≤ φ < γ−A . Semicycles. B φ= β+ √ β 2 + αB . and φψ = 0. the two cycle is .6 Let Local Asymptotic Stability of a Two Cycle .36 Chapter 2.32) 4C 2 2. C C Finally when (2. and φψ ≥ 0. . That is. B > C.. . .30) holds. . . − φ... be a two cycle of the diﬀerence equation (2.31) holds. C γ−A γ−A . and Invariant Intervals or equivalently β φ> . φ.29) (2.29) holds.28) Next assume that (2. φ. . . γ−A γ−A − φ. (2. .30) (2. B and ψ = α + βφ . . When (2. . ψ. Set un = xn−1 and vn = xn for n = 0.31) γ > β + A and When (2.1). φ. α = β = 0. . . . . .

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. 1. . ψ) ∂v (φ. ψ) = . evaluated at ψ By deﬁnition ∂g ∂g (φ. v) = u v = g(u. n = 0. ψ) ∂u we ﬁnd the following identities: (γA − αC) + (γB − βC)ψ ∂g (φ. ψ) = . ψ) = . the second iterate of T . φ ψ is a ﬁxed point of T 2 . ∂u (A + Bψ + Cφ)2 ∂g (βA − αB) − (γB − βC)φ (φ. ψ) ∂u φ = JT 2 . v) = α + βv + γu A + Bv + Cu and h(u.2. v) α+βv+γu α + β A+Bv+Cu + γv α+βv+γu A + B A+Bv+Cu + Cv . .1) in the equivalent form: un+1 = vn α+βv vn+1 = A+Bvn +γun . ∞) deﬁned by: T Then u v = v βv+γu+α Bv+Cu+A 37 . ψ ∂h ∂h (φ. ∂u (A + Bφ + Cψ)2 (A + Bψ + Cφ)2 . Local Asymptotic Stability of a Two Cycle and write Eq(2. n +Cun Let T be the function on [0. ∂v (A + Bψ + Cφ)2 [(βA − αB) − (γB − βC)ψ][(γA − αC) + (γB − βC)ψ] ∂h (φ. v) h(u.6. JT 2 . . Furthermore T2 where g(u. . ∞) × [0. ψ) ∂v (φ.

38 Chapter 2.7. .1). if and only if |S| < 1 + D and D < 1. (2. A + B ∈ (0.7. every solution converges to a (not necessarily prime) period-two solution and n = 0.7 Convergence to Period-Two Solutions When C=0 α + βxn + γxn−1 . ψ). x0 ) through which the solution of Eq(2.1. ψ. be a two cycle of Eq(2.2) to obtain conditions on α. .4 for some applications. 1. 2. β. . Semicycles. + (A + Bφ + Cψ)2 Set S= and D= ∂h ∂g (φ. . ψ) + (φ. Local Stability. Deﬁnition 2. ψ) (φ.1 (c) that both eigenvalues of JT 2 unit disk |λ| < 1. See Sections 6. The basin of attraction of this two cycle is the set B of all initial conditions (x−1 . ∞) and nonnegative initial conditions and obtain a signum invariant for its solutions which will be used in the sequel (See Sections 4. ψ.6. A.5.33) converges to a period-two solution. and 10. 6.6.9. B ∈ [0. ψ) − (φ.1 (Basin of Attraction of a Two Cycle) Let . φ.33) .1) converges to the two cycle. ψ) ∂u ∂v ∂h ∂g ∂h ∂g (φ. and Invariant Intervals [(βA − αB) − (γB − βC)ψ][(βA − αB) − (γB − βC)φ] ∂h (φ. 6. and 7. φ. β. 6. . A and B so that every solution of Eq(2. . A + Bxn In this section we consider the equation xn+1 = where α. ψ) (φ. ∞) with α + β + γ. . . That is. γ. Periodicity. ψ) = ∂v (A + Bφ + Cψ)2 (A + Bψ + Cφ)2 (γA − αC) + (γB − βC)φ . . γ. ∂u ∂v ∂v ∂u φ ψ lie inside the Then it follows from Theorem 1.

we need the following result. A + Bxn In particular. Convergence to Period-Two Solutions When C=0 39 there exist prime period-two solutions.7. Then the following statements are true: (a) β+A Jn for n ≥ 0.27) holds. the solution would converge to a period-two solution. the sign of the quantity Jn is constant along each solution.34) Jn = α + β(xn−1 + xn ) − Bxn−1 xn for n ≥ 0. if and only if. the proof of which follows by straightforward computations. In this case. if and only if J0 > 0 and β + A > 0. Now observe that xn+1 − xn−1 = β+A (xn − xn−2 ) for n ≥ 1 A + Bxn .33): (i) xn+1 − xn−1 = 0 for all n ≥ 0.1 Assume that (2. Clearly (i) holds.33). Set (2.) 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. (β + A)J0 = 0. In particular. Statement (ii) holds if and only if J0 < 0 and β +A > 0. 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. ∞ Lemma 2.2. (ii) xn+1 − xn−1 < 0 for all n ≥ 0. the solution {xn } is periodic with period-two. Finally (iii) holds. 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. (See also Section 10.7.33) converges to a periodtwo solution if and only if (2. one and only one of the following three statements is true for each solution of Eq(2.33).27) holds.2 where we present the complete character of solutions of Eq(2. and let {xn }n=−1 be a solution of Eq(2. (iii) xn+1 − xn−1 > 0 for all n ≥ 0.

. . A+β A+β A+β A+β < = ρ. . φ.27) holds all prime period-two solutions . Then the following statements hold: (a) Eq(2. Then there exists N ≥ 0 such that ρ= Clearly for all n > N . 2. A + Bx2n+1 A + Bx2n A + Bx2N +1 A + Bx2N Set Then K = |x2N − x2N −2 |. In summary we have established the following result.28). of Eq(2. .27) holds.33) has a prime period-two solution if and only if (2. We will give the details for the subsequence of even terms. Local Stability.33) converges to a period-two solution.27) holds every solution of Eq(2. and Invariant Intervals n xn+1 − xn−1 = (x1 − x−1 ) β+A .1 Assume B > 0. (c) When (2. (b) When (2. Kρ + x2N 1−ρ . . .33) are given by (2. A + Bxk k=1 (2. . that the subsequence of even terms increases to ∞. To this end assume.35) to show that the subsequences of even and odd terms of the solution are bounded. Periodicity. . . ψ. φ. ψ.35) We will now employ (2. for the sake of contradiction. . 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 | + . Theorem 2. Semicycles. . ≤K ρi + x2N < i=1 which contradicts the hypothesis that the subsequence of even terms is unbounded. + |x2N +2 − x2N | + x2N m for m = 1. |x2N +2 − x2N | = A+β A+β < 1.7.40 and so Chapter 2. The proof for the subsequence of odd terms is similar and will be omitted. .

9) and (2. y) is monotonic in its arguments. then xn ∈ I for every n > N . For Eq(2. Signs of derivatives fx and fy fx > 0 N N fy > 0 if x < M . (2. The following table gives the signs of fx and fy in all possible nondegenerate cases. xN ∈ I for some N ≥ 0. y) = where L = βA − αB.8.8 Invariant Intervals An invariant interval for Eq(2. Invariant Intervals 41 2. 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 . (A + Bx + Cy)2 − + − − − − − − Using this table. In other words I is an invariant interval for the diﬀerence equation xn+1 = f (xn .36) are determined from the intervals where the function f (x. and N = γA − αC. y) = N − Mx .36) if xN −1 . xn−1 ). . . 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. n = 0. .1) the partial derivatives are given by (2. fy < 0 if x < M L + My (A + Bx + Cy)2 and fy (x. 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 .2.10) and are fx (x. we obtain the following table of invariant intervals for Eq(2. 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 . Invariant intervals for Eq(2. 1.1) 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.1). .

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

∞) × (0. 1. Open Problem 2. C ∈ [0.9 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. . γ. ∞). Find necessary and suﬃcient conditions so that every nonnegative solution of the diﬀerence equation (2. ∞) converges to a solution with period p .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. ∞)] is such that every positive solution of the equation xn+1 = f (xn .1) with α. . Open Problem 2. ∞). Open Problems and Conjectures 43 2. 1 + xn xn + 2xn−1 . n = 0.2 Let f ∈ C 1 [[0.5. (2. n = 0. A. = 1 + xn . . . xn−1 ).39) (2.40) 1 + xn−1 . (0.4 It is known (see Sections 2. Is it true that p ∈ {2.7) that every positive solution of each of the following three equations xn+1 = 1 + xn+1 = xn+1 xn−1 .37) converges to a periodic solution with period p. if and only if every root of the characteristic equation is a pth root of unity. . In particular address the case p = 2. every solution is periodic with period p ≥ 2. . β. 6. 5.7.9.3 Let p ≥ 2 be an integer and assume that every positive solution of Eq(2. xn n = 0.37) is periodic with period p ≥ 2. 1. . . (2. 1. 6}? Open Problem 2. 4.9. [0.1 Assume that f ∈ C 1 [(0.7. 1.9. and 6.2. . 4.9. n = 0. ∞) × [0. B.38) (2. . . ∞)] and let p ≥ 2 be an integer. Is it true that the linearized equation about a positive equilibrium point of Eq(2. .

5 Assume α. B. C ∈ (0. ∞) and that Eq(2. Local Stability.7. 6. γ. Conversely. determine φ and ψ in terms of the initial conditions x−1 and x0 . β. Conjecture 2. . B. A.33) is bounded. γ. φ. Semicycles. 6.2 Assume α. γ. A. . ψ. . A. Show that the positive equilibrium is globally asymptotically stable.1) has a positive prime period-two solution.1) has no period-two solution. and Invariant Intervals converges to a solution with (not necessarily prime) period-two: .3 Assume α. and 10. if (2. Conjecture 2.40). C ∈ (0.9. ψ. . . A.41) is a period-two solution of Eq(2. β. 4.1) is a saddle point. Open Problem 2. Periodicity. B ∈ (0.38) or Eq(2. determine all initial conditions (x−1 . β. x0 ) ∈ (0.41) In each case. Show that every positive solution of Eq(2. γ. (2. B.1) is bounded.9.7. Determine the set of initial conditions x−1 and x0 for which the solution {xn }∞ n=−1 of Eq(2. . φ. ∞).) Conjecture 2.39) or Eq(2.2.1 Assume α.5.44 Chapter 2.9. ∞) and γ > β + A.7. C ∈ (0. .41). Show that the positive equilibrium of Eq(2. . ∞) and that Eq(2. ∞) for which the solution {xn }∞ n=−1 converges to the period-two solution (2. (See Sections 2.9. ∞) × (0. β.

Obtain necessary and suﬃcient conditions on f for every positive solution of the equation xn+1 = 1 + to converge to a period-two solution. . ∞). with nonnegative parameters and nonnegative initial conditions such that γ = β + δ + A. C ∈ [0. Show that Eq(2. B. Open Problems and Conjectures Open Problem 2. 1.7). γ. . β.1) is bounded.4 Assume that α. ∞). f (xn ) . f (xn−1 ) . Open Problem 2. 1.9. . ∞)].2.9 Extend Theorem 2. Open Problem 2. (See Section 4.9. A + Bxn−1 + Dxn−2 n = 0.6 Assume α. (See Section 5. β.1 to third order diﬀerence equations xn+1 = α + βxn + γxn−1 + δxn−2 .9. Obtain necessary and suﬃcient conditions on f for every solution of the diﬀerence equation xn+1 = to be bounded. C ∈ [0. ∞)].2). . γ. B.1) cannot have a positive prime two cycle which attracts all positive non-equilibrium solutions.9. (0. .9. What additional conditions should the parameters satisfy? . 45 Obtain necessary and suﬃcient conditions in terms of the coeﬃcients so that every positive solution of Eq(2. ∞). A. . A.8 Assume f ∈ C[(0. Conjecture 2. (0. . Open Problem 2. xn−1 n = 0.7 Assume f ∈ C[(0. 1. .9. xn n = 0. ∞). .7.

xn−1 .10 Extend the linearized stability Theorem 1. xn−2 ).46 Chapter 2. 1. Periodicity. Semicycles.42) to be a repeller. Local Stability. . . n = 0. . .9.1.42) 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 . xn−2 . . or nonhyperbolic? Extend these results to fourth order diﬀerence equation xn+1 = f (xn .1 to third order difference equations xn+1 = f (xn . But how about necessary and suﬃcient conditions for the equilibrium of Eq(2. . . (2. n = 0. xn−1 . . . 1. xn−3 ). or a saddle point. and Invariant Intervals Open Problem 2.

. . . (3.2) xn+1 = α . . . . 1)-Type Equations 3. (3. . 1. . 1.5) xn+1 = βxn . . . . .Chapter 3 (1. 1. A Eq(1) contains the following nine equations of the (1. . 1. Bxn n = 0.6) . . (3. A n = 0.1) xn+1 = α . (3. Cxn−1 n = 0.3) xn+1 = βxn . (3. 1)-type: xn+1 = n = 0. . .4) xn+1 = β . 1. B n = 0.1 Introduction α . . 1. Cxn−1 47 n = 0. (3. .

2) is periodic with period two and every solution of Eq(3. (3. . 1. and the denominators are always positive. . . . every other solution of Eq(3.4) and (3. .. . .6) which by the change of variables xn = reduces to the equation yn+1 = yn .8) xn+1 = γ . yn−1 n = 0.7) are linear diﬀerence equation.48 Chapter 3. Every solution of Eq(3.1). 3. Eqs(3. are treated in the next two sections. (3. 1. 1. and (3..4) is periodic with period four..10) is periodic with period six.10) It is easy to see that every positive solution of Eq(3. y0 . .7) xn+1 = and γxn−1 .9) are trivial.8). (3. Indeed the solution with initial conditions y−1 and y0 is the six-cycle: y−1 .5). .9) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. . A n = 0. (3. y−1 y−1 y0 y0 It is interesting to note that except for the equilibrium solution y = 1. . 1. Bxn n = 0. Eqs(3. 1)-type Eq(3.10) has prime period six.2 The Case α = γ = A = B = 0 : xn+1 = β yn C βxn Cxn−1 This is the (1. the initial conditions are nonnegative. . Of these nine equations. Eqs (3. . . . (3. . namely. . 1)-Type Equations xn+1 = γxn−1 . y0 1 1 y−1 . C n = 0. . The remaining two equations. (1. .6) and (3.

3. Eq(3.2). 1.2) and (3. where f ∈ C[(0. while Eq(3. n = 0. . . . . . respectively. The Case α = β = A = C = 0 : xn+1 = γxn−1 Bxn 49 γxn−1 Bxn 3.12) .11) is yn = C1 −1 + 2 √ 5 n n = 0. Eq(3. xn−1 ).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. .3. 3. . ∞)].3 The Case α = β = A = C = 0 : xn+1 = γ yn e B This is the (1.8) which by the change of variables xn = reduces to the linear equation yn+1 + yn − yn−1 = 0. ∞). Also every solution of Eq(3.11) + C2 −1 − 2 √ 5 n . . 1)-type Eq(3. The general solution of Eq(3. 1. (3. (3. 1. from which the behavior of solutions is easily derived. which possess the property that every positive nontrivial solution of each of these two equations is periodic with the same prime period. where f ∈ C[(0. (3. n = 0. . (0.6).13) n = 0. ∞).7) is periodic with period two but this is a linear equation. . (0. (3. namely two and six. ∞)]. ∞) × (0.2) is of the form xn+1 = f (xn ).14) (3. . 1.6) is of the form xn+1 = f (xn .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. .

γ ∈ (−∞.3 Let k be a positive integer and assume that α. Obtain necessary and suﬃcient conditions on α. ∞). β. n = 0. ∞).15) holds. [0.2 Let f ∈ C 1 [[0. 8.13) holds.16) is periodic with prime period ﬁve. (1.2 Let k ≥ 2 be a positive integer and assume that (3. 6. Show that f (x) = 1 + x. with real initial conditions is periodic with period k.4.) Conjecture 3. In particular address the cases: (See [10].4.1 Let f ∈ C 1 [[0. ∞)] be such that every positive nontrivial solution of the diﬀerence equation (3. 1. and [59]. 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 ) . 7. [0. [17]. Open Problem 3. . 1. 1)-Type Equations Open Problem 3.4. 5. Obtain necessary and suﬃcient conditions on f so that every positive solution of Eq(3. Conjecture 3.1 Let k ≥ 2 be a positive integer and assume that (3. In particular address the cases k = 4. Obtain necessary and suﬃcient conditions on f so that every positive solution of Eq(3.4. xn−1 n = 0. ∞). .4.12) is periodic with period k. . (3. . Open Problem 3. . β. k = 5.16) is periodic with prime period six.50 Chapter 3.14) is periodic with period k. Show that f (x) = x. . 6. 9.

4 Obtain necessary and suﬃcient conditions on f ∈ C[[0. . (3. xn−1 n = 0.4.3.4. . . . f (xn ) .4. n = 0.17) Open Problem 3. 1. (ii) {pn }∞ converges to ±∞. n=0 . Open Problems and Conjectures 51 Open Problem 3. [0. 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 = . ∞).5 Let {pn }∞ be a sequence of nonzero real numbers. n=0 (iii) {pn }∞ is periodic with prime period k ≥ 2. (3. . ∞)] such that every positive nontrivial solution of the equation xn+1 = is periodic with prime period three. .18) xn−1 ∞ (i) {pn }n=0 converges to a ﬁnite limit.

.

2)-type: xn+1 = n = 0. . . .3) xn+1 = βxn . (4. (4. A + Cxn−1 n = 0. A + Bxn Eq(1) contains the following nine equations of the (1. . . . A + Cxn−1 n = 0. . . . .4) xn+1 = βxn .1) xn+1 = α . . 1. . . 1. (4. A + Bxn n = 0. . Bxn + Cxn−1 53 n = 0. 1. (4. 1. . 2)-Type Equations 4. (4. .5) xn+1 = βxn . (4.1 Introduction α . .6) .Chapter 4 (1. Bxn + Cxn−1 n = 0. 1.2) xn+1 = α . 1. .

from which the global behavior of solutions is easily derived. A + Bxn n = 0. . Similarly. Bxn + Cxn−1 n = 0. . Indeed if {xn } is a solution of Eq(4. . A + Cxn−1 n = 0. (See Section 1. . (4.1) which by the change of variables xn = . and (4. Also Eqs(4.2). . 1. namely Eqs(4. yn+1 = A + Cyn It is also interesting to note that the change of variables xn = 1 yn reduces the Riccati equation (4. . 1.54 Chapter 4.8). .6 in the Preliminary Results). . In view of the above. (1.1). Eqs(4. . . . 1. 2)-Type Equations xn+1 = γxn−1 . 1. the initial conditions are nonnegative. Two of these equations. . if {xn } is a solution of Eq(4. 1.9) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive.2).4) to the linear equation yn+1 = A B yn + . . .4). (4.2) and (4. . then the subsequences {x2n−1 } and {x2n } satisfy the Riccati equation of the form of Eq(4. .8) γxn−1 . 4.8) are essentially Riccati equations.4) are Riccati-type diﬀerence equations. β β n = 0.1) and (4. and the denominators are always positive. 2)-type Eq(4.8) will not be discussed any further in this chapter. then the subsequences {x2n−1 } and {x2n } satisfy the Riccati equation γyn n = 0. (4.2 The Case β = γ = C = 0 : xn+1 = A yn B α A+Bxn This is the (1.7) xn+1 = and xn+1 = γxn−1 . (4. .

12) is bounded and persists.10) αB . .10) is globally asymptotically stable.6) is R = −p < 0 and so the following result is a consequence of Theorem 1. It is easy to see that if a solution of Eq(4.12) converges to √ its equilibrium B + C. .2.1 The positive equilibrium y= −1 + √ 2 1 + 4p of Eq(4. 1. A2 The Riccati number associated with this equation (see Section 1.) We will ﬁrst show that every solution of Eq(4. .4.12) was investigated in [65]. (4. Theorem 4. That is. 1 + yn p= n = 0. (4. 2)-type Eq(4. lim sup yn = ∞ and n→∞ lim inf yn = 0. . 4. So if the theorem is false there should exist a ∞ solution {yn }n=−1 which is neither bounded from above nor from below.1 Every solution of Eq(4. Proof.11) (4. .3.2. 1.12) Eq(4. n→∞ .3 The Case β = γ = A = 0 : xn+1 = α Bxn +Cxn−1 This is the (1.6. . (See also [12].12) is bounded from above then it is also bounded from below and vice-versa. yn yn−1 n = 0. Theorem 4.3. .12) is bounded and then we will use the method of “limiting solutions” to show that every solution of Eq(4. The Case β = γ = A = 0 : xn+1 = reduces to the Riccati equation yn+1 = where α Bxn +Cxn−1 55 p .3) which by the change of variables √ α xn = yn is transformed to the diﬀerence equation yn+1 = C B + .

B + C < yi yj ≤ B + C which is impossible. Then by Theorem 4. and S = lim sup yn .56 Chapter 4. It remains to be shown that y is a global attractor of all solutions of Eq(4.2 The equilibrium y = stable. j − 1}. n→∞ for n ≥ −1. yn yn−1 n = −3.12). The linearized equation of Eq(4.12) about the equilibrium y = zn+1 = − B C zn − zn−1 . S0 = S B C + .3. By the theory of limiting solutions (see Section 1. . . B C B+C + > yj−1 yj−2 yi C B+C B + ≤ . y is locally asymptotically stable for all positive values of B and C. .13) for all n ∈ {−1. .12). . . . .1. B+C B+C n = 0. yi−1 yi−2 yj Proof. . . 1. . −2. let {yn }∞ n=−1 be a solution of Eq(4. 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.3.1 . .5) there exist two solutions {In }∞ n=−3 and {Sn }∞ n=−3 of the diﬀerence equation yn+1 = with the following properties: I0 = I. (1. and by Theorem 1. Theorem 4. To ∞ this end. 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 .1. {yn }n=−1 is bounded and persists. 2 √ B + C of Eq(4.12) is globally asymptotically √ B + C is (4.

S= B C B+C + ≤ S−1 S−2 I C B+C B + ≥ .14) and (4.Pielou’s This is the (1. Sn ∈ [I.4.16) . Therefore B C B C + = I = S−1 = + S S S−2 S−3 S = S−2 . (4. From (4. . . A n = 0. 1 + yn−1 β .4 The Case α = γ = B = 0 : xn+1 = Equation A yn . 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.5) which by the change of variables xn = reduces to Pielou’s diﬀerence equation yn+1 = where p= pyn . The Case α = γ = B = 0 : xn+1 = and Then βxn A+Cxn−1 .15) 2 4.14) from which it follows that (4.Pielou’s Equation 57 In .4. S] for n ≥ −3. C βxn A+Cxn−1 . 2)-type Eq(4. (4. 1.15) we conclude that S=I and the proof is complete. . I−1 I−2 S B + C = SI.

(1. .5 The Case α = γ = A = 0 : xn+1 = β . 1.18) . . So the interesting case for Eq(4.79) as a discrete analogue of the delay logistic equation dN N (t − τ ) = rN (t) 1 − . p. 2)-type Eq(4. (See also ([42]. Furthermore. Eq(4. . ∞) and p > 1.75).1 (a) Assume p ≤ 1.58 Chapter 4.16) was investigated in [55]. it follows that when (4. t≥0 dt P which is a prototype of modelling the dynamics of single-species.4. Then the zero equilibrium of Eq(4. p. Then the positive equilibrium y = p − 1 of Eq(4.16) is when p > 1. which is locally asymptotically stable. 2)-Type Equations This equation was proposed by Pielou in her books ([66].16) possesses the unique positive equilibrium y = p − 1.16) is unstable and Eq(4. We summarize the above discussion in the following theorem.22) and ([67]. Theorem 4. x is globally asymptotically stable.) When p ≤ 1. 0 is locally asymptotically stable when p ≤ 1 and unstable when p > 1. p + yn−1 n = 0. B + Cyn βxn Bxn +Cxn−1 This is the (1. (b) Assume y0 ∈ (0. (4.17) holds. (4. In fact by employing Theorem 1. it follows from Eq(4.2. 4.16) that every positive solution converges to 0.17) In this case the zero equilibrium of Eq(4.6) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = p + yn .16) is globally asymptotically stable.4. p.16) is globally asymptotically stable.

1.19) is a consequence of Theorem 1. The following local result is a straightforward application of the linearized stability Theorem 1.4. every solution of Eq(4. 73) where it was shown that its equilibrium one is globally asymptotically stable .6.7.19) has semicycles of length one.18) was investigated in ([42] Corollary 3. .19) and it is locally asymptotically stable.6 The Case α = β = C = 0 : xn+1 = γ yn .7) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= yn−1 . Then 0 and y = 1 − p are the only equilibrium points of Eq(4.19) was investigated in [28].4.19) (see also Section 2. (4.1.19) and they are both unstable.5) that 1 yn+1 < yn−1 p and so when p>1 for n ≥ 0 . 2)-type Eq(4. . p + yn n = 0. p. 0 is a repeller and y = 1 − p is a saddle point equilibrium. p= 4. The oscillatory character of the solutions of Eq(4.1. Lemma 4.19) A ∈ (0. B γxn−1 A+Bxn This is the (1. In fact. That is.1 (e). .1 (a) Assume p > 1. ∞). Then 0 is the only equilibrium point of Eq(4. γ Eq(4. C Eq(4.6. (b) Assume p < 1. The Case α = β = C = 0 : xn+1 = where γxn−1 A+Bxn 59 B . It follows directly from Eq(4. except possibly for the ﬁrst semicycle. 1.

2)-Type Equations the zero equilibrium of Eq(4. . . yn+1 < yn−1 for n ≥ 0 and so every positive solution of Eq(4. . . .19) is globally asymptotically stable.60 Chapter 4. On the other hand when p = 1. . 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. . ∞).20) C ∈ (0. 4. . . 2)-type Eq(4. 1.9) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = p + where yn−1 . . Furthermore we can see that φψ = 0 but whether there exists solutions with φ=ψ=0 remains an open question. B This equation was investigated in [7] where it was shown that the following statements are true: p= . 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. φ. . n = 0. 1. (4.7 The Case α = β = A = 0 : xn+1 = γ Byn γxn−1 Bxn +Cxn−1 This is the (1. yn n = 0.19) converges to a period-two solution . . (1. ψ. . φ. It follows from the identity (1 − p) − yn yn−1 . ψ.

(iii) When p > 1. with the possible exception of the ﬁrst semicycle. 4.20) which consists of at least two semicycles. Clearly the only equilibrium point of Eq(4. every solution of Eq(4.20) which consists of a single semicycle. and let {yn }∞ n=−1 be a solution of Eq(4. .21) As a simple consequence of the linearized stability Theorem 1.20) to be bounded.20) is y = p + 1.1 we obtain the following result: Theorem 4. (4.20) such that 0 < 1 y−1 ≤ 1 and y0 ≥ 1−p . . ∞ (b) Let {yn }n=−1 be a solution of Eq(4. .20) about the equilibrium point y = p + 1 is zn+1 + 1 1 zn − zn−1 = 0.3 Let p < 1. Moreover.7. n→∞ lim 2.1 The equilibrium point y = p + 1 of Eq(4. Proof. . 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. .7.20) is globally asymptotically stable.7.1.4.7. We now proceed to establish the above results. 1] and y2 ≥ p + y0 and use induction to complete the proof. 1. Note that 1 1−p > p + 1. In fact the following result is true.20) converges to a period-two solution. The next result about semicycles is an immediate consequence of some straightforward arguments and Theorem 1. every semicycle has length one.20) which are unbounded. Then {yn }∞ n=−1 converges monotonically to y = p + 1. It suﬃces to show that y1 ∈ (p. Then the following statements are true: 1. Theorem 4. p+1 p+1 n = 0.1 The Case p < 1 Here we show that there exist solutions of Eq(4.2 (a) Let {yn }∞ n=−1 be a solution of Eq(4. the equilibrium y = p + 1 of Eq(4. (ii) When p = 1. Theorem 4.1.20) is locally asymptotically stable when p > 1 and is an unstable saddle point when p < 1. and so y0 > p + 1.7. n→∞ y2n+1 = p. The linearized equation of Eq(4. Then {yn }∞ n=−1 is oscillatory.7. lim y2n = ∞.

7. Note that for n ≥ 0. It follows from Theorem 4.7.20). . y2n−1 . Hence y2 = p + y0 y1 ≥ p + y0 . p2 We shall ﬁrst show that lim supn→∞ yn ≤ p−1 . 4.4 Let p = 1. y2n+1 < p + So as every solution of the diﬀerence equation 1 ym+1 = p + ym . . 4. Theorem 4.3 The Case p > 1 Here we show that the equilibrium point y = p + 1 of Eq(4. Lemma 4.5. ∞ (a) Suppose {yn }n=−1 consists of a single semicycle.7. ∞ (b) Suppose {yn }∞ n=−1 consists of at least two semicycles. .20). that p < yn for all n ≥ −1. y1 = p + y−1 1 ≤p+ ≤ 1. 1. Then {yn }∞ n=−1 converges monotonically to y = 2.1 Let p > 1. 2)-Type Equations > p.7. (c) Every solution of Eq(4. See also Section 2. (1.62 Indeed y1 = p + y1 y0 Chapter 4.7. Then {yn }n=−1 converges to a prime period-two solution of Eq(4. Then the following statements are true. The following result will be useful. p m = 0.1 and some straightforward arguments. and that p < y0 < p + 1 < y−1 .20) converges to a period-two solution if and only if p = 1.20) is globally asymptotically stable.20). and let {yn }∞ n=−1 be a solution of Eq(4. 1]. n→∞ p p−1 n→∞ Proof. p . Also.2 that we may assume that every semicycle of {yn }∞ n=−1 has length one.2 The Case p = 1 The following result follows from Lemma 2. and let {yn }∞ n=−1 be a solution of Eq(4.7. y0 y0 2 and so y1 ∈ (p. Then p+ p2 p−1 ≤ lim inf yn ≤ lim sup yn ≤ .

It suﬃces to show that lim yn = p + 1. p−1 f p. p2 + y2n−1 < . The Case α = β = A = 0 : xn+1 = 2 γxn−1 Bxn +Cxn−1 2 63 p p converges to p−1 . y2n−1 p + p2 + is arbitrary. Then the equilibrium y = p + 1 is globally asymptotically stable. ∞).4. Let p N ≥ 0 such that for all n ≥ N . y ∈ (0. lim inf yn ≥ 2 n→∞ p p 2 We are now ready for the following result. there exist no solutions of Eq(4.1 that y = p + 1 is a locally asymptotically stable equilibrium point of Eq(4. Theorem 4. and f is increasing in y ∈ (0. ∞). p−1 For x.7.7.20) with prime period two. ∞)] . We know by Theorem 4. ∞) × (0.5 Let p > 1.20). y) = p + .4. Proof. Then > 0.7. Recall that by Theorem 4. f is decreasing in x ∈ (0. y ∈ p. Let > 0. . x Then f ∈ C[(0.p = p + p 2 p−1 p + p2 + p−1 p2 + p−1 = p2 + p3 + p = .7. it follows that lim supn→∞ yn ≤ p−1 . ∞). There clearly exists y2n = p + So as p−1 p3 + p + p(p − 1) y2n−2 >p+p 2 = . (0.20). ∞) for each y ∈ (0. and set a = p and b = Note that f and p2 + . p−1 Let n ≥ N . y) < for all x. So let {yn }∞ n=−1 be a solution of Eq(4. ∞). p2 − p p−1 p2 + . Hence p < f (x. set p−1 p2 + >p . We shall next show that p + p−1 ≤ lim inf n→∞ yn . we have p−1 p3 + p(p − 1) =p+ . ∞) for each x ∈ (0. n→∞ y f (x.

. y0 with y−1 y0 < 0 for which the equation yn+1 = B A .23) A B λl−k + = 0. (b) Assume that the initial conditions y−1 . y0 are such that y−1 y0 < 0 and such that Eq(4. . is well deﬁned for all n ≥ 0. . Is it bounded? Does limn→∞ yn exist? When does {yn } converge to a two cycle? .1 Consider the diﬀerence equation where and where the initial conditions x−l . . ∞). .22). Investigate the global behavior of the solution {yn }. . p<p+ Chapter 4.22) Conjecture 4. be a given prime period p solution of Eq(4.1 Let . 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]. . . φp . p−1 p2 + p2 ≤ lim inf yn ≤ lim sup yn ≤ < n→∞ p p−1 p−1 n→∞ n→∞ lim yn = p + 1. ∞) and k.) Open Problem 4. (4.4. [25]. . xn−l n = 0. (1.22) converges.8. B ∈ (0. .8. + yn yn−1 (4. (a) Find all initial conditions y−1 . B ∈ (0. . . n=−l Open Problem 4.7.6. . . .8. . l ∈ {0. Show that every solution of Eq(4. . 1. φ2 .2 (see [18]) Assume that A. .1. 2)-Type Equations and so by Theorem 1. . .23) is well deﬁned for all n ≥ 0. φ1 . [60]. . Determine the set of all positive initial conditions x−l . x0 such that {xn }∞ converges to this periodic solution.64 Finally note that by Lemma 4. 1. [23]. 2 4. . x0 are arbitrary positive real numbers. . . A+B A+B A.} with k < l.8 Open Problems and Conjectures xn+1 = A xn−k + B . and [61].

8.8. Determine all initial conditions y−1 . y0 ∈ R such that the equation (4. y0 ∈ (0.20) is well deﬁned for all n ≥ 0.8. Open Problem 4.8.4 Determine the set G of all initial conditions (y−1 . Open Problem 4.19) is bounded. Open Problem 4. (b) Let y−1 . (c) Discuss (a) and (b) when p < 0.8. Open Problems and Conjectures 65 Conjecture 4. Conjecture 4.3 Show that Eq(4.19) has a solution which converges to zero. Conjecture 4. ∞) ∞ for which the solution {yn }n=−1 of Eq(4. for these initial points. y0 ) ∈ R × R through which the equation yn−1 yn+1 = 1 + yn is well deﬁned for all n ≥ 0 and.24) is well deﬁned for all n ≥ 0 and bounded.8. and the periodic ∞ nature of the solution {yn }n=−1 of Eq(4. . the asymptotic behavior.2 Assume that p = 1. y0 ∈ R be such that Eq(4.20). ∞). investigate the boundedness.20) is well deﬁned for all n ≥ 0.8. Show that {xn }∞ n=−1 is a three cycle.8. Show that Eq(4.4.6 (See [13]) Find the set G of all initial points (x−1 .4 Assume that (x−1 .20) possesses a solution {yn }∞ n=−1 which remains above the equilibrium for all n ≥ −1. x0 ) ∈ R × R is such that the equation (4. Determine the set of initial conditions y−1 .24) xn is well deﬁned for all n ≥ 0.5 (a) Assume p ∈ (0. investigate the global character ∞ of {yn }n=−1 .3 Assume that p < 1. x0 ) ∈ R × R through which the equation xn−1 xn+1 = −1 + (4. For such an initial point. Open Problem 4.

< 2 cos α 2k + 1 Open Problem 4. .66 Chapter 4.8.8. . . Conjecture 4. . . with positive initial conditions is globally asymptotically stable if and only if kπ α−1 . . see [55]. .9 (See [5]) For which initial values x−1 . . 1. 1. xn+1 = 1 + xn converges to two? . . 1 + xn−k n = 0. . [66].8. f (xn ) . 1.8. . x0 ∈ (0. Obtain necessary and suﬃcient conditions on f for every positive solution of the equation xn+1 = to be bounded. Conjecture 4. k.}. .5 (See [27]) Assume r ∈ (0. + ak xn−k n = 0. n = 0.) Assume α ∈ (1. . converges to a period-two solution.8. Show that every positive solution of the population model Jn+1 = Jn−1 er−(Jn +Jn−1 ) . (0. and [67]. n = 0.7 Let f ∈ C[(0. ∞) does the sequence deﬁned by xn−1 . (1. . a + a0 xn + . 1. . with positive initial conditions. .8 Let a. Open Problem 4. ∞) and k ∈ {0. . 1. . . 2)-Type Equations Open Problem 4. . ∞)]. ∞). Investigate the global asymptotic stability of the equilibrium points of the diﬀerence equation xn+1 = xn . . ai ∈ (0. Show that the positive equilibrium of Pielou’s discrete logistic model xn+1 = αxn . ∞). 1.6 (Pielou’s Discrete Logistic Model. . . xn + xn−1 n = 0. . ∞) for i = 0.

. . .8. . .4.10 (See [31]) Consider the diﬀerence equation yn+1 = yn−1 e−yn .11 Assume p ∈ (0. 67 (4. . . y0 ∈ B. . . . ∞ (b) Let y−1 . (b) Determine the limits of the subsequences of even and odd terms of every solution of Eq(4. 1. (a) Find the set B of all initial conditions y−1 . each of the subsequences {y2n }∞ and {y2n+1 }n=−1 is decreasing and n=0 lim [n→∞ y2n ][n→∞ y2n+1 ] = 0. .25) converge to zero.25). ﬁnd the basin of attraction of the equilibrium of Eq(4.25) with nonnegative initial conditions. 1 + yn−1 n = 0.8. in terms of the initial conditions y−1 and y0 of the solution. lim (a) Find all initial points y−1 . y0 ∈ (0.25) converges to a period-two solution . ∞) such that the solutions {yn }∞ n=−1 of Eq(4. ∞) through which the solutions of Eq(4. ∞ One can easily see that every solution {yn }n=−1 of Eq(4. Open Problems and Conjectures (See also Section 4. (4. 0. . ∞ More precisely.8. Investigate the asymptotic behavior of {yn }n=−1 . lim p = n→∞ pn . 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 + .7) Open Problem 4. In other words. . y0 ∈ [0.25). n = 0. 1. 1).27) .26) (4. . . .8. n = 0. Open Problem 4.12 Let {pn }∞ be a convergent sequence of nonnegative real numn=0 bers with a ﬁnite limit. yn yn−1 pn yn . Open Problem 4. .20) are bounded. . 0. 1.

yn Chapter 4. Investigate the global character of all positive solutions of each of Eqs(4. .14 For each of the following diﬀerence equations determine the “good” set G ⊂ R × R of all initial conditions (y−1 . Then for every (y−1 .33) (4. . Open Problem 4. 2)-Type Equations yn+1 = n = 0. .32) (4. .30).8.13 Let {pn }∞ be a periodic sequence of nonnegative real numbers n=0 with period k ≥ 2.(4. n = 0.68 pn + yn . 1 − yn (4. . 1 − yn−1 yn−1 .34) yn+1 = yn+1 = −1 + yn−1 . . yn For those equations from the above list for which you were successful. (1. pn + yn−1 yn−1 . 1. . n = 0. . . extend your result by introducing arbitrary real parameters in the equation.26) . y0 ) ∈ G. investigate the long term behavior of the solution {yn }∞ n=−1 : yn+1 = yn . . .30) yn+1 = yn+1 = pn + Open Problem 4. (4. 1.31) yn+1 = (4.29) (4.8. 1 − yn−1 1 + yn .28) (4. pn + yn yn−1 . 1. y0 ) ∈ R × R through which the equation is well deﬁned for all n ≥ 0.

. 1. .5) xn+1 = α + γxn−1 .4) xn+1 = α + γxn−1 .1 Introduction α + βxn . Bxn n = 0. 1. . . (5. . (5. (5.2) xn+1 = α + βxn . . . . . . (5. . (5. 1.1) xn+1 = α + βxn . . . (5.3) xn+1 = α + γxn−1 . Cxn−1 69 n = 0. 1)-Type Equations 5. . A n = 0. 1. 1)-type: xn+1 = n = 0. Bxn n = 0.6) . 1. . . . . 1.Chapter 5 (2. A Eq(1) contains the following nine equations of the (2. Cxn−1 n = 0.

1. (5. Bxn n = 0.70 Chapter 5. (5. .1). 1)-Type Equations xn+1 = βxn + γxn−1 . γ Finally the change of variables xn = γ β + yn . which was investigated in Section 4.3) which by the change of variables reduces to the equation yn+1 = n = 0. 1.6) is essentially like Eq(5. A n = 0. . Therefore there remain Eqs(5. . . Eq(5.2).7.Lyness’ This is the (2.4) and (5. .9) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. 1. (2.8) to Eq(4. . 5. yn−1 α+βxn Cxn−1 .18) with p = β . and the denominators are always positive.9) to Eq(4. Cxn−1 n = 0.2) is a Riccati equation and Eq(5. .8) βxn + γxn−1 . . (5.7) xn+1 = and xn+1 = βxn + γxn−1 . C C γ reduces Eq(5. . 1)-type Eq(5.5).3) and (5. (5. . B reduces Eq(5. the initial conditions are nonnegative.7) are linear. which will be investigated in the next two sections. 1. . . . The change of variables γ xn = yn .5. Eqs(5.10) .2 The Case γ = A = B = 0 : xn+1 = Equation p + yn . (5. which was investigated in Section 4. Of these nine equations.20) with p = β .

10) possesses the invariant In = (p + yn−1 + yn ) 1 + 1 yn−1 1+ 1 yn = constant (5. 1. [71]. 131) for the history of the problem. (See ([42]. . [57]-[59]. See [11]. . p. and [72] and the references cited therein. Indeed the solution of Eq(5. after the ﬁrst one. It was also shown in [44] by using KAM theory that the positive equilibrium y of Eq(5.. (b) Every nontrivial semicycle. . [43].10) is stable but not asymptotically stable. . Concerning the semicycles of solutions of Eq(5.) In this special case.10) the following result was established in [43]: Theorem 5. y−1 y−1 y0 y0 Eq(5..10) where αC . The Case γ = A = B = 0 : xn+1 = where α+βxn Cxn−1 . This result was also established in [49] by using a Lyapunov function. (5. contains at least two and at most three terms. . the equation becomes 1 + yn yn+1 = .10) is bounded from above and from below by positive constants. Then the following statements about the positive solutions of Eq(5.1 Assume that p > 0.11) with initial conditions y−1 and y0 is the ﬁve-cycle: y−1 .Lyness’ Equation 71 p= The special case of Eq(5.12) from which it follows that every solution of Eq(5.5. . There is substantial literature on Lyness’ Equation.. . n = 0.10) has a limit. [42].11) yn−1 every solution of which is periodic with period ﬁve.2. 1 + y0 1 + y−1 + y0 1 + y−1 . β2 p=1 was discovered by Lyness in 1942 while he was working on a problem in Number Theory.2. y0 . It was shown in [30] that no nontrivial solution of Eq(5.10) are true: (a) The absolute extreme in a semicycle occurs in the ﬁrst or in the second term.

one can easily see that every solution of Lyness’ 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 {y2n } and {y2n+1 } converge monotonically one to zero and other to ∞. By Theorem 1.4. 1. γ2 Eq(5.1 Show that every solution of Lyness’ Eq(5. 1)-type Eq(5.10) without using essentially the invariant.72 Chapter 5. .7.13) converges monotonically to the equilibrium y. α+γxn−1 Bxn This is the (2. The global character of solutions of Eq(5.1. 5. 1)-Type Equations 5.10) is bounded from above and from below by positive numbers. By the linearized stability Theorem 1. To this day we have not found a proof for the boundedness of solutions of Eq(5.12). .13) αB .3 The Case β = A = C = 0 : xn+1 = γ yn B n = 0. Open Problem 5.10) is bounded without using the invariant (5. yn (5.4 Open Problems and Conjectures By using the invariant (5.13) one can easily see that every nonoscillatory solution of Eq(5. . (2.13) was investigated in [28]. From this it follows that a solution of Eq(5.5) which by the change of variables xn = reduces to the equation yn+1 = where p= p + yn−1 .1 one can see that the unique equilibrium point √ 1 + 1 + 4p y= 2 of Eq(5. .13) has semicycles of length one. every oscillatory solution of Eq(5. Concerning the nonoscillatory solutions of Eq(5.13) is a consequence of the identity yn+1 − yn−1 = yn−1 − yn−2 yn for n ≥ 1.12).1 one can see that except possibly for the ﬁrst semicycle.13) is a saddle point.

. ∞). What is it that makes Lyness’ equation possess an invariant? What type of diﬀerence equations possess an invariant? Along these lines. Show that the linearized equation of Eq(5.14) possesses a unique positive equilibrium point x and a nontrivial invariant. ∞). . Conjecture 5.15) is well deﬁned for all n ≥ 0. Open Problem 5. ∞)] and that the diﬀerence equation (5.1 Assume that f ∈ C[(0. ∞) through which Eq(5. Obtain necessary and suﬃcient conditions in terms of f so that the diﬀerence equation (5. When we allow the initial conditions to be real numbers the equation yn+1 = p + yn yn−1 (5. (0. f (xn ) . Determine the set G of all initial conditions y−1 .14) about x does not have both eigenvalues in |λ| < 1 and does not have both eigenvalues in |λ| > 1. xn−1 n = 0. (5.2 Let G be the set of initial conditions deﬁned in the Open problem 5.4. ∞)]. Conjecture 5. . (0. Obtain necessary and suﬃcient conditions in terms of f so that every positive solution of the diﬀerence equation xn+1 = is bounded.4 (See [26]. ∞). Open Problems and Conjectures 73 Open Problem 5.5.4.4.4.2 Assume that f ∈ C[(0. (0. we oﬀer the following open problems and conjectures.4. 1. Show that the subset of G through which the solutions of Eq(5.) Assume p ∈ (−∞.3 Assume that f ∈ C[(0.15) are unbounded is a set of measure zero.14) Open Problem 5.4.15) may not even be well deﬁned for all n ≥ 0. we oﬀer the following open problems and conjectures. To illustrate. ∞)].4.14) possesses a (nontrivial) invariant.4. y0 ∈ (−∞. ∞). .

∞) × (−∞. . Conjecture 5. (2. .3 Assume p ∈ (−∞. 1)-Type Equations Conjecture 5.4. . . is a set of points without interior. . y0 ) ∈ R × R through which the equation 1 + yn−1 yn+1 = yn is well deﬁned for all n ≥ 0.15) is not well deﬁned for all n ≥ 0. ∞). Conjecture 5.4. . + yn yn−1 yn−3 yn−4 n = 0.4 Show that every positive solution of the equation yn+1 = converges to a period-six solution. yn−1 yn−3 n = 0.74 Chapter 5. y0 ) ∈ G. 1. ∞) through which Eq(5.5 Determine all positive integers k with the property that every positive solution of the equation yn+1 = is periodic. 1. Open Problem 5. yn yn−4 + . Show that the set of points (y−1 . . . yn−k−1 n = 0. converges to a period-three solution.5 (See [20]) Show that every positive solution of the equation yn+1 = 1 1 . yn n = 0. . has a nontrivial positive solution which decreases monotonically to the equilibrium of the equation. . 1 + . . 1. .4.6 Show that the equation yn+1 = 1 + yn−1 . . 1. .4. . Conjecture 5. Determine the periodic character and the asymptotic behavior of all solutions with (y−1 .6 Find the set G of all initial points (y−1 .4. + yn−k . Open Problem 5. y0 ) ∈ (−∞.4.

17) is called the Gingerbreadman Map and was investigated by Devaney [17]. . A} n .5.16) to where xn = −1+yn 2 if A > 1 if A = 1 if A < 1 n = 0. Note that the change of variables n e y2 max{x2 . .4. .7 (May’s Host Parasitoid Model. . 1.8 (The Gingerbreadman Map. ∞). Conjecture 5. . 1. (5.4.4. . . see [59]) Assume α > 1. Show that every positive solution of May’s Host Parasitoid Model xn+1 = is bounded. 1. (1 + xn )xn−1 n = 0. When δ = 1.16) A A 1+yn 2 reduces Eq(5. Eq(5. Open Problems and Conjectures 75 Conjecture 5. xn xn−1 n = 0. see [59]) Let A ∈ (0. (5. Show that every positive solution of the equation xn+1 = is bounded. . . 1 if A < 1 if A = 1 δ= 0 −1 if A > 1.17) yn+1 = |yn | − yn−1 + δ. . 2 αxn .

.

2) xn+1 = α + βxn . 1. (6. . A + Cxn−1 n = 0. A + Cxn−1 n = 0. Bxn + Cxn−1 77 n = 0. . 2)-type: xn+1 = n = 0. 1. .5) xn+1 = α + γxn−1 . A + Bxn Eq(1) contains the following nine equations of the (2. . .3) xn+1 = α + γxn−1 . . . (6. (6. . . (6. 1. . .Chapter 6 (2. (6. Bxn + Cxn−1 n = 0. .1 Introduction α + βxn . . A + Bxn n = 0. . .4) xn+1 = α + γxn−1 . 1. .6) . . (6. 1. 1. .1) xn+1 = α + βxn . 2)-Type Equations 6.

. .6.Riccati This is the (2. 1. Bxn + Cxn−1 n = 0. for n ≥ −1. (6. .78 Chapter 6. α + γzn . 1. . A + Bxn n = 0.5) is essentially similar to Eq(6.9) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. . . . and the denominators are always positive. .1). . In fact if {xn }∞ n=−1 is a positive solution of ∞ ∞ Eq(6. . A + Czn n = 0.8) xn+1 = βxn + γxn−1 .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. A + Cxn−1 n = 0. 2)-type Eq(6. . Therefore we will omit any further discussion of Eq(6. (6.7) xn+1 = βxn + γxn−1 . 2)-Type Equations xn+1 = βxn + γxn−1 . the initial conditions are nonnegative. To avoid a degenerate situation we will assume that αB − βA = 0. 6. . . (2. . (6. Eq(6. 0. . See Section 1. .5). 1.1) which is in fact a Riccati equation. .2 The Case γ = C = 0 : Equation xn+1 = α+βxn A+Bxn . A + Czn for n ≥ 0 n = −1. α + γzn . 1.

The main results known about Eq(6.1 The equilibrium y of Eq(6. .10) was investigated in [42] and [43]. To this day. .3.10) has the unique positive equilibrium y given by p= y= q−1+ (q − 1)2 + 4p 2 .2.3. See also [36].6. 2 A A (Eq(6.1) is globally asymptotically stable.6. 2)-type Eq(6. Eq(6.10) is locally asymptotically stable for all values of the parameters p and q. 4 Now the following result is a consequence of Theorem 1.2: Theorem 6.10) αC β and q = .1 we obtain the following result. . (6. 1.3 The Case γ = B = 0 : xn+1 = A yn C α+βxn A+Cxn−1 This is the (2. . 1 + yn−1 n = 0.10) are the following: Theorem 6. 6.1 Every solution of Eq(6. the conjecture has not been proven or refuted.1 The positive equilibrium of Eq(6.10) is bounded from above and from below by positive constants.1. By applying the linearized stability Theorem 1. 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< .) Eq(6.10) is a very simple looking equation for which it has long been conjectured that its equilibrium is globally asymptotically stable.2) which by the change of variables xn = reduces to the equation yn+1 = where p + qyn . Lemma 6.3.

Let {yn } be a solution of Eq(6. We present the proofs for positive semicycles only. their extrema cannot be consecutive terms.10). (ii) The extreme in each semicycle occurs at either the ﬁrst term or the second. Then. 0 ≤ y1+nk − ynk = p + [(q − 1) − ynk −1 ]ynk <0 1 + ynk −1 2 which is a contradiction and the proof is complete. Proof. (iii) In any two consecutive semicycles. k→∞ Hence. Now assume for the sake of contradiction that the solution is not bounded from above.10) is described by the following result: ∞ Theorem 6. every semicycle contains two or three terms. Furthermore. except possibly for the ﬁrst semicycle.80 Chapter 6.10). has at least two terms. From (6. The proofs for negative semicycles are similar and will be omitted. 2)-Type Equations Proof. Clearly. (iv) Assume q ≤ p. the remaining terms in a positive semicycle are strictly decreasing and in a negative semicycle are strictly increasing. if the solution is bounded from above by a constant M . for suﬃciently large k. k→∞ lim y1+nk = ∞. in every semicycle. Then there exists a subsequence {y1+nk }∞ such k=0 that k→∞ lim nk = ∞. except perhaps for the ﬁrst one. . (2. Then the following statements are true: (i) Every semicycle. Furthermore after the ﬁrst.3. there is at most one term which follows the extreme. The oscillatory character of solutions for Eq(6.10) we see that yn+1 < qyn + p for n ≥ 0 and so k→∞ lim ynk = lim ynk −1 = ∞.2 Let {yn }n=−1 be a nontrivial solution of Eq(6. then p yn+1 ≥ 1+M and so it is also bounded from below. and y1+nk = max{yn : n ≤ nk } for k ≥ 0.

3 The positive equilibrium of Eq(6. yN +1 .3. The Case γ = B = 0 : xn+1 = (i) Assume that for some N ≥ 0. 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+y (ii) Assume that for some N ≥ 0. < < 1 + yN +1 1 + yN +1 1+y 2 Theorem 6.6. 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. the terms yN . Then yN +1 = p + qyN p + qyN +1 < = yN +2 . p + qyN p + qy = y. So assume that for some N ≥ 0 the last two terms in a negative semicycle are yN −1 and yN with yN −1 ≥ yN . Then yN ≥ y. The opposite case is similar and will be omitted. Then yN +3 = p + qyN +2 p + qyN +1 p + qy = y. and yN +2 are all in a positive semicycle. α+βxn A+Cxn−1 81 yN −1 < y Then yN +1 = and yN ≥ y.10) is globally asymptotically stable if one of the following two conditions holds: (i) q < 1. 1 + yN −1 1 + yN (iv) Assume that for some N ≥ 0. the ﬁrst two terms in a positive semicycle are yN and yN +1 .3.

10) n=−1 tends to y as n → ∞. 1. Chapter 6.4 The Case γ = A = 0 : xn+1 = β yn B α+βxn Bxn +Cxn−1 This is the (2.3.3) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= yn + p .11) and q = Eq(6.1. This result was ﬁrst established in [43].11) was investigated in [15]. yn + qyn−1 αB β2 n = 0.4. To this end. B (6. Then Eq(6. 1 ≤ q ≤ p ≤ 2(q + 1) 2 6. 2)-type Eq(6.82 Proof. 1+i from which the result follows.4.1. Theorem 3. For the proof when see ([42].3. 71).2. . let i = lim inf yn n→∞ and s = lim sup yn n→∞ which by Theorem 6.1 exist and are positive numbers. . it remains to show that every solution {yn }∞ of Eq(6.3 (f). (2. C . 2)-Type Equations (i) In view of Lemma 6.10) yields i≥ Hence and so because q < 1. The following result is a consequence of the linearized stability Theorem 1. p + (q − 1)i ≤ is ≤ p + (q − 1)s i≥s p + qi 1+s and s ≤ p + qs . . p.1. . (ii) The proof when p<q follows by applying Theorem 1.

Lemma 6. ∞). for some k ≥ 0.4.1 q p . yk + p yk + p yk+1 = ≤ = 1. yk−1 . (a) The basic ingredient behind the proof is the fact that when u. q for all n > k. yk ∈ 1. Proof.1 Invariant Intervals The following result establishes that the interval I with end points 1 and p is an invariq ant interval for Eq(6.11) is locally asymptotically stable for all values of the parameters p and q. Then yn ∈ 1. The Case γ = A = 0 : xn+1 = α+βxn Bxn +Cxn−1 83 Theorem 6.1 The unique positive equilibrium point y= 1+ 1 + 4p(q + 1) 2(q + 1) of Eq(6. (b) Assume p > q and suppose that for some k ≥ 0.11) in the sense that if.4. 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.11).6. .1 Let {yn }∞ n=−1 be a solution of Eq(6. yk−1 . (b) The proof is similar and will be omitted. v ∈ [ p .4. Then the following statements are true: (a) Assume p < q and suppose that for some k ≥ 0. yk ∈ Then yn ∈ p . the q function u+p f (u. Indeed.4. q for all n > k. v) = u + qv is increasing in u and decreasing in v.1 . then ym ∈ I for all m > k. two consecutive values yk−1 and yk of a solution lie in I. 6. p q p .

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)

.

2 . 3.11) n→∞ lim yn = y and the proof is complete. 4. 1]. we can see that if a solution is not eventually in [1. (6. Case 2 Assume p = q. Recall from Lemma 6. p ]. (b) The proof follows from the discussion in part (a). p ]. . L3 .7 that every solution of Eq(6. L1 . . Under the assumption that q ≤ 1 + 4p.22) is a periodic solution of Eq(6.19) to the solution (6. L4 . 2.5 applies and so every solution of Eq(6. . p ] is an invariant interval.11) must eventually lie in the interval [ p . L2 . As in Case 2 we can see that every solution of Eq(6. . it converges to a periodic solution with period-four which q is not the equilibrium. First. .11) with two consecutive values in [1. we assume that p > q.22) we see that Li = 1 for i = 1. In this interval the q function u+p f (u. 2. Now.11) converges to y. assume that p < q. 3. p ] converges to y.4. 4 and so n→∞ for i = 1. lim yn = 1. v) = u + qv is decreasing in both variables and so it follows by applying Theorem 1. 2)-Type Equations is either identically equal to one or else it is strictly monotonically convergent. (2.4.11) with period four. Theorem 1. By q using an argument similar to that in the case p = q.88 Chapter 6. In this interval the function q f (u.11) must lie eventually in [1. Set Li = n→∞ y4n+i lim Thus clearly . By applying (6.2 that [1. By applying (6. . v) = u+p u + qv is increasing in u and decreasing in v. q Hence for every solution {yn }∞ n=−1 of Eq(6.4.14) to this period four solution we obtain a contradiction and so every solution of Eq(6.

(6. . φ.7.24) are given by {φ.1. (c) Assume that (6.4) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + qyn−1 .5. . and is an unstable saddle point when q > 1. ψ.25) holds.1 we obtain the following result: Theorem 6.25) holds. .5. .23) converges to a period two solution. ∞) : φψ = p}.23) was investigated in [28]. . ψ ∈ (0.1 The equilibrium y of Eq(6.5.23) and q = (Eq(6. γ .) The only equilibrium point of Eq(6. the following result is a consequence of the results in Section 2. φ. The Case β = C = 0 : xn+1 = α+γxn−1 A+Bxn 89 α+γxn−1 A+Bxn 6. . 2)-type Eq(6. Then the values φ and ψ of all prime period-two solutions (6.25) (b) Assume (6. Concerning prime period-two solutions. if and only if q = 1. .23) has a prime period-two solution .2 (a) Eq(6.24) . ψ.23) is y= q−1+ (q − 1)2 + 4p 2 and by applying the linearized stability Theorem 1. 1 + yn αB A2 n = 0. (6. A (6. . . Then every solution of Eq(6.6. 1. Theorem 6.23) is locally asymptotically stable when q < 1.5 The Case β = C = 0 : xn+1 = A yn B This is the (2.

Proof.23).90 Chapter 6. Then the positive equilibrium of Eq(6. (2.5. 2)-Type Equations 6. Then every nonoscillatory solution of Eq(6.23) oscillates about the equilibrium y with semicycles of length one.2 The Case q < 1 The main result in this section is the following: Theorem 6. 1−q n ≥ 0. Clearly yn+1 = Set M= p + qyn−1 < p + qyn−1 .7.1 (b) Let {yn } be a nonoscillatory solution of Eq(6. yn0 > yn0 −1 . yn0 −1 ) < f (yn0 . the condition p ≥ q implies that the function f (x) = is decreasing.5. p + qyn0 −1 = f (yn0 . Clearly.5.23) converges monotonically to the equilibrium y. It is suﬃcient to show that {yn } is a decreasing sequence for n ≥ K. We will assume that there exists a positive integer K such that yn−1 ≥ y for every n ≥ K.5.23) and let y denote the unique positive equilibrium of Eq(6. So assume for the sake of contradiction that for some n0 ≥ K. yn0 ) < f (y.26) . 1 + yn p + . (6.23).4 Assume that q < 1.23) is globally asymptotically stable.23) are as follows: Theorem 6. Then yn0 +1 = which is impossible. Proof.3 Let {yn } be a nontrivial solution of Eq(6. The case where yn−1 < y for n ≥ K is similar and will be omitted.1 Semicycle Analysis Our results on the semicycles of solutions for Eq(6. an oscillatory solution {yn } of Eq(6. y) = y. (a) This follows immediately from Theorem 1. 1 + yn0 2 p + qx 1+x 6. Then the following statements are true: (a) After the ﬁrst semicycle. (b) Assume p ≥ q.

2 6. 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. The Case β = C = 0 : xn+1 = α+γxn−1 A+Bxn 91 where is some positive number. a ≤ f (x. lim y2n = ∞ p + qy2n−1 =0 1 + y2n and lim y2n+1 = lim n→∞ n→∞ and the proof is complete.23) lies eventually in the interval [0.5. y) ∈ [a. By applying Theorem 1. y) = . M ]. From Eq(6. 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. one of which is monotonically approaching 0 and the other is monotonically approaching ∞.4.1.3 The Case q > 1 In this case we will show that there exist solutions that have two subsequences. The local stability of y was established in Theorem 6.6 it follows that y is a global attractor of all solutions of Eq(6. b]. b] × [a. it now follows that every solution of Eq(6. y2n−1 < q − 1 and y2n > y0 + n Hence n→∞ p . y) ≤ b. Set p + qy p f (x. .23).26) and Eq(6.5. 1+x 1−q Then clearly.6. The proof is complete. and b = + . for all (x.23).5. a = 0.

27) was investigated in [45].92 Chapter 6. (6. qyn + yn−1 αC γ2 n = 0.27) has the unique positive equilibrium y= 1+ 1 + 4p(1 + q) 2(1 + q) .1 we see that y is locally asymptotically stable when (q − 1)y < 2p and unstable (a saddle point) when (q − 1)y > 2p. C (6. .) Eq(6.27) and q = (Eq(6. 1+q (y + p)(1 + q) n = 0.30) (6.1. . If we now set it is easy to see that (6. 2)-Type Equations 6. B .29) . Clearly the equilibrium y is the positive solution of the quadratic equation (1 + q)y 2 − y − p = 0.27) about y is zn+1 + q qy − p zn − zn−1 = 0. 1.6 The Case β = A = 0 : xn+1 = γ yn C α+γxn−1 Bxn +Cxn−1 This is the (2. .6) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + yn−1 . . (2. . The linearized equation associated with Eq(6. F (u) = (1 + q)u2 − u − p.28) By employing Theorem 1. 2)-type Eq(6. (6. . 1.29) is satisﬁed if and only if either q≤1 or q > 1 and F 2p q−1 > 0. .

32) holds. . φ.6. . The Case β = A = 0 : xn+1 = α+γxn−1 Bxn +Cxn−1 93 Similarly (6. .31) 6.6.1 Let Existence and Local Stability of Period-Two Cycles . ψ. . φ. and more precisely a saddle point equilibrium. when q > 1 + 4p. . . . Furthermore when (6. ψ.27) is locally asymptotically stable when q < 1 + 4p and unstable. The following result is now a consequence of the above discussion and some simple calculations: Theorem 6. q−1 . .32) (6.1 The equilibrium y of Eq(6. 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. .6.27) has a prime period-two solution . . φ. . be a period-two cycle of Eq(6.27).6. φ. if and only if q > 1 + 4p. Then φ= p+φ qψ + φ and ψ = p+ψ .30) is satisﬁed if and only if q > 1 and F 2p q−1 < 0.6. (6. qφ + ψ It now follows after some calculations that the following result is true: Theorem 6. .2 Eq(6. ψ. ψ.

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

To this end observe that (6. ψ) (φ.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. Inequality (6.34). + 2 (qψ + φ)2 ∂v (qφ + ψ) (qφ + ψ)2 Set S= and D= ∂h ∂g (φ. if and only if |S| < 1 + D < 2. The Case β = A = 0 : xn+1 = α+γxn−1 Bxn +Cxn−1 95 q(p + ψ)(qψ − p) ∂h (φ.33) (6. ψ) + (φ.34) is equivalent to (6. ∂u ∂v ∂v ∂u φ ψ lie inside the Then it follows from Theorem 1.6. ψ) = − .34) (6.1 that both eigenvalues of JT 2 unit disk |λ| < 1. ψ) (φ.1. ψ) = . ∂u (qφ + ψ)2 (qψ + φ)2 ∂h q 2 (p + φ)(p + ψ) qφ − p (φ. ψ) − (φ.33) is equivalent to the following three inequalities: S <1+D −1 − D < S D < 1. First we will establish Inequality (6.6. ψ). p )[q − (1 + 4p)] < 0 p+1 .35) (6. ψ) ∂u ∂v ∂g ∂h ∂h ∂g (φ.

27) either remain forever outside the interval I or the solution is eventually trapped into I.27). Observe that (6. (2.36) 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.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 > 1.35).2 Invariant Intervals Here we show that the interval I with end points one and p is an invariant interval for q Eq(6.36). (a) Assume that p ≤ q and that for some N ≥ 0. Observe that (6. q Then p ≤ yn ≤ 1 for all n ≥ N. we establish Inequality (6. 6.6. Finally. More precisely we show that the values of any solution {yn }∞ n=−1 of Eq(6.6.27). 2)-Type Equations Next we will establish Inequality (6.3 Let {yn }∞ n=−1 be a solution of Eq(6. q . Theorem 6. Then the following statements are true. p ≤ yN ≤ 1.96 Chapter 6.

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.39) 2 qyn−1 (yn − p ) + (yn − 1)(yn−1 yn + qyn ) q . p 1 ≤ yN ≤ .6. q Then 1 ≤ yn ≤ Proof. (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. (6.27).27) relative to the equilibrium y and relative to the end points of the invariant interval 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. (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 ≥ 0.27).6.3 Semicycle Analysis Here we present a thorough semicycle analysis of the solutions of Eq(6.6. (6.38) (6.37) 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. Let {yn }∞ n=−1 be a solution of Eq(6. Then observe that the following identities are true: p − yn for n ≥ 0. for n ≥ 0. 6.

27). . q (iii) If for some N ≥ 0. .6. then yN +2 < yN .98 When p=q that is for the diﬀerence equation yn+1 = p + yn−1 . . 1.2 Assume that p=q ∞ and let {yn }n=−1 be a solution of Eq(6. q (iv) If for some N ≥ 0. then yN +1 < 1. 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. (vii) If for some N ≥ 0. p ] is an q q q invariant interval for Eq(6. then yN +1 = 1.42). (viii) p 1<y< .1 Assume that p>q and let {yn }∞ n=−1 be a solution of Eq(6. q (vi) If for some N ≥ 0.37)-(6. yN ≤ 1.42) The following three lemmas are now direct consequences of (6. then yN +1 < p . In particular [1. Lemma 6.6.41) 2 pyn−1 + yn−1 yn + pyn p(p + yn−1 ) + yn (pyn + yn−1 ) (6. pyn + yn−1 Chapter 6. yN ≤ p . q Lemma 6.27). Then the following statements are true: (i) If for some N ≥ 0. then yN +2 > yN . (2. yN > p . 2)-Type Equations n = 0. (6. . (6. then yN +1 > 1. q (ii) If for some N ≥ 0. yN < p . then yN +1 > 1.27). yN ≥ p . Then the following statements are true: (i) If for some N ≥ 0. p ] for n ≥ N . yN < 1. q (v) If for some N ≥ 0. then yn ∈ [1.

6.6. q (vi) If for some N ≥ 0.7. q (iii) If for some N ≥ 0. yN ≤ p . q (v) If for some N ≥ 0. then yN +1 < 1.6.6. then yN +1 > p . The Case β = A = 0 : xn+1 = α+γxn−1 Bxn +Cxn−1 99 (ii) If for some N ≥ 0. yN ≤ p .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 . (ix) p < y < 1. yN ≥ 1. 1] is an q q invariant interval for Eq(6. (vii) If for some N ≥ 0.3: . q (viii) If for some N ≥ 0.6. Then the following statements are true: (i) If for some N ≥ 0. yN ≤ 1.27).3 Assume that p<q ∞ and let {yn }n=−1 be a solution of Eq(6. yN = p . yN ≤ 1. In particular [ p .2 and Lemmas 6. then yN < yN +2 < 1. (iii) If for some N ≥ 0. then yN > yN +2 > 1. (iv) If for some N ≥ 0. Lemma 6. yN = 1. q (iv) If for some N ≥ 0. then yN +2 < yN . then yN +1 ≥ 1. yN < 1. 1] for n ≥ N . then yN +1 > 1. yN > 1. then yN +1 = 1.27). then yn ∈ [ p . q q The following result is now a consequence of Theorems 1. q (ii) If for some N ≥ 0. then yN +1 = 1. then yN +1 < 1. q Note that the function f (u. (v) If for some N ≥ 0. yN < p . yN > p .7. yN > 1.1 and 1. then yN +2 > yN .

∞). Eq(6. (6. 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. every solution of Eq(6. or vice-versa.6. φ. when (6. ψ.5 (a) Assume q ≤ 1 + 4p. ψ.6.27) has a unique equilibrium y which is locally stable when (6. . yn ∈ I for n ≥ N. (2. in view of Theorems 1.43) 6.7.100 Chapter 6.27) has a “unique” prime period-two solution .4 Global Behavior of Solutions Recall that Eq(6. (6. 1] must converge to the two cycle (6. must converge to y. When (6.44)-(6. But this two cycle lies q inside the interval I.27) is global attractor.6. φ. if Theorem 6.32) holds. except for the length of the ﬁrst semicycle of the solution. while if p>q the length is at most two.4. On the other hand when (6.45) there are no period-two solutions and so the solutions must eventually enter and remain in I and. .27). Hence.4. .46) Also recall that a solution {yn }∞ n=−1 of Eq(6. The above observations are summarized in the following theorem: Theorem 6.27) eventually enters and remains in the interval I. and only then. or stays forever outside I. p<q the length is one. The character of these solutions remains an open question.32) holds. .44) (6. 2)-Type Equations Then either all the even terms of the solution lie in J and all odd terms lie in K.45). q−1 (6.6 and 1. .32) holds. with φ + ψ = 1 and φψ = p . any solution which remains forever outside the interval I = [ p .43) holds. q Now when q ≤ 1 + 4p Then the equilibrium y of Eq(6. When (6. .31) holds.27) either eventually enters the interval I with end points 1 and p and remains there.4 Let {yn }∞ n=−1 be a solution of Eq(6. or for some N ≥ 0. .

Then the zero equilibrium of Eq(6.47) was investigated in [52]. 1 + yn n = 0. and when p + q > 1.47) is unstable.7 The Case α = C = 0 : xn+1 = A yn B βxn +γxn−1 A+Bxn This is the (2. . A A (Eq(6. y = p + q − 1 is the only positive equilibrium point of Eq(6. q 6. .1 (a) Assume p + q ≤ 1. Then every solution of Eq(6.1: Theorem 6.7.) The equilibrium points of Eq(6.1 and the linearized stability Theorem 1.7) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where pyn + qyn−1 .47) are the solutions of the equation p= y= py + qy .7. (6. (b) Assume p + q > 1. Then the zero equilibrium of Eq(6.1.47). 1]. 1. 2)-type equation Eq(6. More precisely it is a saddle point when 1−p<q <1+p and a repeller when q > 1 + p.47) β γ and q = . The following result follows from Theorem 1.6. The Case α = C = 0 : xn+1 = (b) Assume βxn +γxn−1 A+Bxn 101 q > 1 + 4p. .27) eventually enters and remains in the interval [ p . 1+y So y = 0 is always an equilibrium point.47) is globally asymptotically stable. .3.

(6. .47). q (0.7.48) holds.50) Then every solution of Eq(6.47) has a prime period-two solution . ∞) is an invariant interval for Eq(6.5 that the following result is true: Theorem 6. ψ.7. 2)-Type Equations 1 − p < q < 1 + p. ψ ∈ (p. φ. (d) Assume q > 1 + p.47) q with initial conditions in (0. q . (6.51) Then every solution of Eq(6. . Theorem 6.3. remains in this interval.47) with q = 1.7. p ] is an invariant interval for Eq(6.48) Furthermore when (6.47) eventually enters the interval (0. Concerning prime period-two solutions it follows from Sections 2. . [ p . p ]. the values of φ and ψ of all prime period-two solutions are given by: pφ {φ. ∞) : ψ = = 2p}.47) eventually enters the interval [ p .102 (c) Assume Chapter 6. every solution of Eq(6. φ−p 6. ψ. That is. p ]. (2.47) is an unstable saddle point. (6. Furtherq more. Then the positive equilibrium y = p + q − 1 of Eq(6.1 Invariant Intervals q=1 (6. ∞). . Then the positive equilibrium y = p + q − 1 of Eq(6. Furthermore.47) is locally asymptotically stable. .47).2 Eq(6.49) The main result here is the following theorem about Eq(6.3 (a) Assume that q < 1. φ. The case is treated in Section 6. q (b) Assume that q > 1.7. . if and only if q = 1 + p.

∞) × [0. yk ≤ and yk+2 ≥ p p =⇒ yk+2 ≤ p < q q p p =⇒ yk > m+1 > p. Consider the function g : [0. . ∞) − {x}. 1+x Semicycle Analysis of Solutions When q ≤ 1 Then f satisﬁes the negative feedback condition.47).7. Theorem 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. Lemma 6.7.6.50) holds. Then for any k. m q q (b) Assume that (6. (x − x)(f (x.4 Suppose Let {yn }∞ n=−1 be a positive solution of Eq(6. yk ≥ and yk+2 ≤ p p =⇒ yk+2 ≥ p > q q p p =⇒ yk > m+1 > p. y refers to the positive equilibrium p + q − 1 of Eq(6. m ∈ N. m ∈ N.47). ∞) → [0. ∞) denote the function f (x.51) holds. qm q 6.1 (a) Assume that (6. 1+x Observe that g(y) = y and that g increases on [0. Then the following statements are true for every n ≥ 0: p + q > 1 and q ≤ 1. x) − x) < 0 for x ∈ (0. ∞). ∞) deﬁned by g(x) = (p + q)x .7. y) = px + qy .2 Here we discuss the behavior of the semicycles of solutions of Eq(6.47) when p + q > 1 and q ≤ 1. Let f : [0. ∞) → [0. Then for any k.7. whose proof is straightforward and will be omitted. that is. Hereafter.

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

Then {yn }∞ n=−1 oscillates about the equilibrium p with semicycles of length one and (6. (6.6.52) holds.47) is globally asymptotically stable. To see that yn+1 < yn−1 . Then yn+1 = (e) Observe that yn+1 = and so from which the result follows. Then yn ≥ p for all n > 0 and n→∞ lim yn = p. Then yn ≤ p for all n > 0 and (6. 1 + yn 1 + yn−1 The last inequality follows from the negative feedback property. 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. Then px+qyn−1 increases in x and so 1+x yn+1 = pyn−1 + qyn−1 pyn + qyn−1 ≤ < yn−1 .47) is y = p. we must consider two cases: Case 1. Case 2. yn−1 ≥ qyn−1 > y + (q − 1)yn > yn 2 pyn + qyn−1 qyn−1 (yn + 1) < ≤ yn−1 . 1 + yn 1 + yn pyn + qyn−1 >y =p+q−1 1 + yn 6. (a) Assume y−1 ≥ p and y0 ≥ p. Suppose p − qyn−1 ≥ 0. Then the equilibrium y of Eq(6.52) (b) Assume y−1 ≤ p and y0 ≤ p. The Case α = C = 0 : xn+1 = (d) Suppose yn < y ≤ yn−1 . (c) Assume either y−1 < p < y0 or y−1 > p > y0 .52) holds.5 Suppose that q = 1 and let y−1 + y0 > 0. Suppose p − qyn−1 < 0. Theorem 6.47) when Here the positive equilibrium of Eq(6. More precisely the following statements are true.7. Here we discuss the behavior of the solutions of Eq(6.3 Semicycle Analysis and Global Attractivity When q = 1 q = 1.7. .7.

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

47) we may assume. In a similar way we can show that the subsequence {y2k }∞ is decreasing. Proof. Concerning the long-term behavior of solutions 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).4. p ]. . Observe that the consistency condition y ≤ p is equivalent to the condition q q ≤ 1. and so convergent.7.4 Global Attractivity When q < 1 1 − p < q < 1.6. ∞). By Theorem 6. without loss of generality.6 Assume 1 − p < q < 1.47) lies eventually in the interval [p.7. ∞). Here we consider the case where and we show that the equilibrium point y = p + q − 1 of Eq(6. every positive solution of Eq(6. y0 ∈ [p. Then every positive solution of Eq(6.5 Long-term Behavior of Solutions When q > 1 q>1 Here we discuss the behavior of the solutions of Eq(6.7. Theorem 6. m = M .47) is global attractor of all positive solutions of Eq(6.47) converges to the positive equilibrium y. 2 6.7. y) = px + qy 1+x satisﬁes the hypotheses of Theorem 1. The Case α = C = 0 : xn+1 = βxn +γxn−1 A+Bxn 107 and the claim follows by induction. 2 6.5 in the interval I from which the result follows. q In this case.47) when which is equivalent to p y> .3 (a) we may assume that the initial conditions y−1 and y0 lie in the interval I = (0.47). that y−1 .7. Thus. Now clearly the function q f (x.

7. (b) Assume 1 < q < 1 + p. Theorem 6. Then every positive solution of Eq(6.53) was investigated in Section 6. (2. transforms Eq(6. 2)-Type Equations p(q − 1) + qun−1 1 + p + un (6.108 Then the change of variable yn = un + p. Then Eq(6.47) oscillates about the positive equilibrium y with semicycles of length one. .47) to the equation un+1 = Chapter 6.47) converges to the positive equilibrium of Eq(6.47) has unbounded solutions.53).8 (a) Assume q = 1 + p.47) when q > 1: Theorem 6.7 After the ﬁrst semicycle.47). (c) Assume q > 1 + p. we obtain the following theorems about the solutions of Eq(6.5.7.53) where un ≥ 0 for n ≥ 0. an oscillatory solution of Eq(6. The character of solutions of Eq(6. Then every solution of Eq(6.47) converges to a period-two solution.5 to Eq(6. By applying the results of Section 6.

.54) is globally asymptotically stable. q+y So y = 0 is always an equilibrium point of Eq(6. The Case α = B = 0 : xn+1 = βxn +γxn−1 A+Cxn−1 109 βxn +γxn−1 A+Cxn−1 6. Furthermore the zero equilibrium is a saddle point when 1−p<q <1+p and a repeller when q < 1 − p. 2)-type Eq(6.54) is globally asymptotically stable.54) and so we will assume without further mention that (6. q + yn−1 β γ n = 0.55) holds and y−1 + y0 > 0. γ (6.3.8) which by the change of variables reduces to the diﬀerence equation yn+1 = where p= pyn + yn−1 . (b) Assume p + 1 > q.55) holds. the positive equilibrium y = p + 1 − q of Eq(6. . The following result follows from Theorems 1.1 (a) Assume p + 1 ≤ q.1.8 The Case α = B = 0 : xn+1 = xn = γ yn C This is the (2.6.8.8.54) are the solutions of the equation y= py + y . . Then the zero equilibrium of Eq(6. Our goal is to show that when (6. 1. .54) is unstable and the positive equilibrium y = p + 1 − q of Eq(6. Theorem 6.54) also possesses the unique positive equilibrium y = p + 1 − q. Eq(6.1.1 and 1.55) Then the zero equilibrium of Eq(6. In the remainder of this section we will investigate the character of the positive equilibrium of Eq(6.) The equilibrium points of Eq(6. (6.54) is locally asymptotically stable. A .54) and q = (Eq(6.54) and when p + 1 > q.54) was investigated in [53].

1 Invariant Intervals and Semicycle Analysis Let {yn }∞ n=−1 be a positive solution of Eq(6. Then the following statements are true: . p + yn−1 n = 0. (6. Then the following identities are easily established: q yn − p yn+1 − 1 = p for n ≥ 0.60) (6.110 Chapter 6.61) The following three lemmas are now direct consequences of the above identities.1 Assume that p<q (6. (6. (2. When p=q that is for the diﬀerence equation yn+1 = pyn + yn−1 .8. 1.56) q + yn−1 q p2 [yn − p ] + (p − q)yn−1 q yn+1 − = p p(q + yn−1 ) 2 for n ≥ 0.56)-(6. . for n ≥ 0.59) the identities (6. .62) and let {yn }∞ n=−1 be a positive solution of Eq(6. (6. 2)-Type Equations 6.58) 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 ≥ 0.54).54) is such that: < 1 if p < q < p + 1 y is = 1 if p = q > 1 if p > q. (6.58) Note that the positive equilibrium y =p+1−q of Eq(6.57) and yn+1 − yn = (p − q)yn + (1 − yn )yn−1 q + yn−1 (6. . Lemma 6.8.54).

63) and let {yn }∞ n=−1 be a positive solution of Eq(6. yN = p . Lemma 6. yN ≤ 1. (v) If for some N ≥ 0. yN > p . yN > q 2 .8. then yN +1 < 1. q (ii) If for some N ≥ 0. (vi) If for some N ≥ 0. q (ii) If for some N ≥ 0. yN < p .8. then yN +1 > 1.2 Assume that p=q (6. then yN +1 < yN . yN = p . p q then yN +1 < p .8. (vi) If for some N ≥ 0. p q then yN +1 > p . then for n ≥ 0. yN ≥ 1. q (iii) If for some N ≥ 0. Then the following statements are true: (i) If y0 < 1. yn < 1 and the solution is strictly increasing. (v) If for some N ≥ 0. (iii) If y0 > 1. then yN +1 = 1. yn > 1 and the solution is strictly decreasing. then yN +1 = 1. then yN +1 < 1. yN ≤ 1. yN > q 2 . . then yN +1 > 1. q (iii) If for some N ≥ 0.54). Lemma 6. The Case α = B = 0 : xn+1 = βxn +γxn−1 A+Cxn−1 111 q (i) If for some N ≥ 0. yN > p .3 Assume that p>q (6. (ii) If y0 = 1. yN ≥ 1. yN < p . then yN +1 < 1.64) and let {yn }∞ n=−1 be a positive solution of Eq(6. then yn = 1 for n ≥ 0. then for n ≥ 0. then yN +1 > q p and yN +2 > 1.6. then yN +1 > yN . (iv) If for some N ≥ 0. (iv) If for some N ≥ 0. Then the following statements are true: q (i) If for some N ≥ 0.54).

8.8. (6.63) holds.2 Assume that p + 1 > q and that y−1 + y0 > 0.8. it follows from Lemma 6. .1. This is impossible because y < 1.54) converges to the equilibrium y = 1.8.65) with positive parameters and positive initial conditions. assume that (6. 2)-Type Equations 6. n = 0. ∞). Next.2 that every solution of Eq(6.54) is globally asymptotically stable.64) holds. This (2.8. 1).3 that every solution of Eq(6. v) = pu + v q+v is increasing in both arguments and by Theorem 1. Without loss of generality we will assume that yn > 1 for n ≥ −1. ∞).2 Global Stability of the Positive Equilibrium When (6.8.62) holds. Set yn = 1 + (q + 1)un for n ≥ −1.8. Now in the interval (0.4.3 that every solution converges to its positive equilibrium u= p−q .54) eventually enters and remains in the interval (0.8. y is a global attractor. 1) the function f (u. 1. it follows from Lemma 6. q+1 From the above observations and in view of Theorem 6. Hence. every positive solution of Eq(6.3 where we established in Theorem 6.3.1 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 we have the following result: Theorem 6. . . 2)-type equation was investigated in Section 6. When (6. . Here it is clear from Lemma 6.112 Chapter 6.54) eventually enters and remains in the interval (1. 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 . Then the positive equilibrium y = p + 1 − q of Eq(6. by Lemma 6. (2.

9. γ C To avoid a degenerate situation we will also assume that p= p = q. (Eq(6. qyn + yn−1 n = 0. 1. Then the positive equilibrium of Eq(6. . Then the positive equilibrium of Eq(6.66) was investigated in [54].9. . . The Case α = A = 0 : xn+1 = βxn +γxn−1 Bxn +Cxn−1 113 βxn +γxn−1 Bxn +Cxn−1 6. (6. . . 2)-type Eq(6.68) (6.9) which by the change of variables xn = reduces to the equation yn+1 = where pyn + yn−1 .6.1 (a) Assume that p > q. (b) Assume that p < q.67) . (6. (p + 1)(q + 1) (p + 1)(q + 1) n = 0.9 The Case α = A = 0 : xn+1 = γ yn C This is the (2.66) is y= p+1 q+1 and the linearized equation of Eq(6. 1.1 we obtain the following result: Theorem 6.1. . By applying the linearized stability Theorem 1.66) is locally asymptotically stable.66) about y is zn+1 − p−q p−q zn + zn−1 = 0.66) B β and q = .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. .) The only equilibrium point of Eq(6.

. . . ψ. 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 . . (2. φ. we set un = yn−1 and vn = yn for n = 0. and write Eq(6. 1.66) in the equivalent form: un+1 = vn n +un vn+1 = pvn +un . the second iterate of T .5 that when p > q. 2)-Type Equations 6. Eq(6. . . (6. . n = 0.114 Chapter 6. v) = = . The prime period-two solution (6. q−1 In order to investigate the stability nature of this prime period-two solution. .1 Existence of a Two Cycle It follows from Section 2. qv Let T be the function on (0. 1. . evaluated at lie inside the unit disk. .9. . ∞) deﬁned by: T Then u v = φ ψ u v g(u. . v) p pv+u + v qv+u q pv+u + v qv+u v pv+u qv+u .69) where the values of φ and ψ are the (positive and distinct) solutions of the quadratic equation p(1 − p) (6. ∞) × (0. Eq(6. is a ﬁxed point of T 2 .69) is asymptotically stable if the eigenvalues of the φ Jacobian matrix JT 2 .66) possesses a unique prime period-two solution: . v) h(u.70) t2 − (1 − p)t + = 0. .66) has no prime period-two solutions. On the other hand when p<q and q > pq + 1 + 3p. v) = qv + u and h(u. . φ. ψ. One can see that T2 where pv + u g(u.

71). φ= pψ + φ qψ + φ φψ = p(1 − p) q−1 pφ + ψ .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 . By applying Theorem 1.73) (6. qφ + ψ (6.72) is always true. 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 < 1.1. ψ > 0. P < 0 and Q < 0 and so Inequality (6.72) φ ψ and ψ = Inequality (6. Next we will establish Inequality (6. Observe that φ > 0.71) (6. We will use the fact that φ + ψ = 1 − p.1 (c). The Case α = A = 0 : xn+1 = Set P = Then JT 2 βxn +γxn−1 Bxn +Cxn−1 115 p−q .6.9. (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.

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 .74) is p(1 − p) (p − 1)(q − 1)] q−1 (6. Finally. Inequality (6. Inequality (6.74) = (q − p)(1 − p)2 (qp + 1 + 2p). Now observe that the lefthand side of (6.68) holds.116 if and only if Chapter 6.71) is true if and only if (6. = [q(φ + ψ)2 + (q − 1)2 φψ]2 (q − p) φψ < (1 − p)(q − p) . 2)-Type Equations (q − p)[(qφ + ψ)(pφ + ψ) + (qψ + φ)(pψ + φ)] < [(qφ + ψ)(qψ + φ)]2 . 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. (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.

66).4 Assume that p<q and (6. . (b) Assume p < q. where φ and ψ are the two positive and distinct roots of the quadratic Eq(6.7.66). we present a semicycle analysis of the solutions of Eq(6. (a) The proof follows from Theorem 1. φ. This function also satisﬁes Condition (1. after the ﬁrst semicycle.9.66) posseses the prime period-two solution .9. 6. y) = qx + y is increasing in x and decreasing in y.69) of Eq(6. . .2 Semicycle Analysis In this section. Then either {yn } oscillates about the equilibrium y with semicycles of length one. Furthermore this prime period-two solution is locally asymptotically stable.66): Theorem 6.66) is globally asymptotically stable.3 Let {yn } be a nontrivial solution of Eq(6. (b) The proof follows from Theorem 1. ψ. Then the following statements are true: (a) Assume p > q. 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. the function 2 f (x.9.35). or {yn } converges monotonically to y. .9. except possibly for the ﬁrst semicycle which may have length one. In summary.9.9.6. Then Eq(6. the following result is true about the local stability of the prime periodtwo solution (6. 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. Then the positive equilibrium y of Eq(6.70).1 by observing that when p < q.3 Global Stability Analysis When p < q The main result in this section is the following Theorem 6.2 Assume that Condition (6. . 6.68) holds. Then {yn } oscillates about the equilibrium y with semicycles of length two or three. Proof.4 by observing that the condition p > q implies that the function px + y f (x. Theorem 6.67) holds. y) is increasing in y and decreasing in x. . ψ. .7. φ.

(6. . 2)-Type Equations and note that f (x. .68) holds. yN ) ≥ f (φ. (2.118 Proof. Assume that (6. Theorem 6. y) is decreasing in x for each ﬁxed y. Let φ. y > 0. .75) yN ≥ ψ and yN +1 ≤ φ. . qx + y from which we conclude that limk→∞ yN +2k = ψ and limk→∞ yN +2k+1 = φ.68) holds. φ. . and lim inf yn = φ n→∞ Now as in the proof of Theorem 1. .5 Assume that (6. .6 lim sup yn = ψ n→∞ px + y . ψ) = ψ. φ.6 and the fact that y is locally asymptotically stable.75) holds. y) ≤ 1 for all x.67). ψ.6 can also be used to establish that certain solutions of Eq(6. q Finally in view of (6. Now the conclusion of Theorem 6. p ≤ f (x. yi+1 lie between m and M . Also clearly.9. ψ. Then this solution converges to the two cycle φ. ψ. y) = px + y . 1. yN +3 = f (yN +2 .4.4 follows as a consequence of Theorem 1.66). φ) = φ and in general yN +2k ≥ ψ and yN +2k+1 ≤ φ for k = 0.. (6.4. y) = Then clearly. .. . 2 The method employed in the proof of Theorem 1.66) and for some index N ≥ −1. denote the two cycle of Eq(6.69) when instead of (6. yN +1 ) ≤ f (ψ. . with φ < ψ. .4. Set f (x.67).66) has no prime period-two solution. 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 yi .66) converge to the two cycle (6. Eq(6. and increasing in y for each ﬁxed x. qx + y Chapter 6. Proof. yN +2 = f (yN +1 . Set f (x.9. ψ. Assume that for some solution {yn }∞ n=−1 of Eq(6.

. ψ. M ] and if we never get two successive terms outside of the interval [m.2 In all cases (A)-(D) the corresponding solution {yn } converges to the two cycle . then we have one of the following four cases: (A) y2n > M and M ≥ y2n+1 > m for every n.5. The Case α = A = 0 : xn+1 = βxn +γxn−1 Bxn +Cxn−1 119 Lemma 6. M ) = M. M ) = pm + M qm + M for m we ﬁnd Thus. M ]. yi+1 ≤ M. M ] for every k > i. m ≤ yi .6. (C) y2n < m and m ≤ y2n+1 < M for every n. φ. Lemma 6. and so M ≥ lim supn→∞ y2n ≥ lim inf n→∞ y2n ≥ M. (D) y2n+1 < m and m ≤ y2n < M for every n. By our earlier observation we have that M ≥ lim supi→∞ yi .9.9. either yi > M and yi+1 < m or yi < m and yi+1 > M ). .9. . . φ. n→∞ qM − p On the other hand by solving the equation M = f (m.1 Suppose that for some i ≥ 0. Hence limn→∞ y2n = M . m) ≤ f (yi+1 . From Eq(6. limn→∞ y2n+1 M − M2 . 2 If we never get two successive terms in the interval [m. ψ. and the result follows by induction. qM − p = m and the proof is complete. (B) y2n+1 > M and M ≥ y2n > m for every n. Proof. Using the monotonic character of the function f we have m = f (M. M ] is answered by Theorem 6. . Then yk ∈ [m. m= 2 Since the case in which the solution lies outside of the interval [m. . we are left with the case in which the solution lies eventually in [m.66) we have y2n+1 = and so y2n − y2n y2n+2 . . for every i.9. Proof. Since the proofs are similar for all cases we will give the details in case (A). yi ) = yi+2 ≤ f (m. M ] (that is. qy2n+2 − p M − M2 lim y2n+1 = .

The case M ≥ yi+3 ≥ yi+1 ≥ y ≥ yi ≥ yi+2 ≥ m is handled in a similar way.9. which of course depends on y. yi ) = yi+2 and yi+5 = f (yi+4 . as the following results show. yi+1 ) = yi+3 . Therefore. Then {yn } converges to the two cycle .76) has a q unique positive solution for x. (3) For y < y < M. y ) < y and y > y . Proof. Induction on i then establishes the monotonicity of the two sequences. yi+2 ) ≥ f (yi+1 . f (y. 2)-Type Equations Lemma 6.76) It makes sense to consider this equation only for y ∈ ( p . . (2) x > y if and only if x < y . . . ψ. Proof. Let us consider the ﬁrst case. (2. the sequence {yi+2k } is non decreasing and bounded above by M . Here we have yi+4 = f (yi+3 .4 (1) f (x. y) = y. Thus. We denote this value by y . and the sequence {yi+2k+1 } is a non increasing sequence and bounded below by m. yi+1 is diﬀerent from y.9. the proof is complete. y) = y. yi+3 ) ≤ f (yi+2 . yi ) ≤ yi .3 Suppose M ≥ yi+2 ≥ yi ≥ y ≥ yi+1 ≥ yi+3 ≥ m and not both yi+2 and yi+3 are equal to y. The correspondence between y and y has the following properties: Lemma 6. φ.120 Chapter 6. φ. 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 . in which case Eq(6. . In view of the uniqueness of the two cycle and the fact that at least one of yi . y) > y if and only if x < y . Thus f (y . . y ) > y and y > y. but this situation cannot occur. The second case can be handled in a similar way. ψ. and for m < y < y. both subsequences converge and their limits form a two cycle. . (6. f (y. In this case we need to know more about the condition yi+2 = f (yi+1 . . 1). so we are led to the general equation f (x.

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

we have yi+1 ≥ yi . If c = m. and our solution is a two cycle. . Since {yi+2k+1 } is a bounded monotonic sequence it has a limit c. and by (3) yi ≥ yi . or M ≥ . and that Eq(6. ≥ yi+3 ≥ yi+1 ≥ .69). . Thus yi ≥ yi+1 . Since some of the oscillatory solutions of Eq(6. solving for limn→∞ yi+2n gives limn→∞ yi+2n = M . ≥ yi+2 ≥ yi ≥ y ≥ . . If c = y. it follows by Theorem 6. But then yi = yi+1 = y. . Since f is increasing in the second argument and yi ≥ yi+1 we get yi+2 = f (yi+1 . yi ) ≤ yi . Then every oscillatory solution of Eq(6. To get equality we must have yi+1 = yi or equivalently yi+2 = yi . ≥ y ≥ yi+1 ≥ yi+3 ≥ . yi ) ≥ f (yi+1 . . 2)-Type Equations Proof. We will consider the ﬁrst case. The case m ≤ yi ≤ yi+2 ≤ y ≤ yi+1 ≤ M is similar.9. Thus yi+2 ≥ yi+1 . The above sequence of lemmas leads to the following result: Theorem 6. Remark. To show yi+3 = f (yi+2 . then yi+2n+1 = y for all n.122 Chapter 6. Since yi+2 = f (yi+1 . The value c will be one value in a two cycle. ≥ m. Proof. yi+1 ) ≥ yi+1 . . in which case yi+2n+1 = m for all n. . Thus equality occurs only in the case of a two cycle. the second case is similar. and solving for yi+2n we see yi+2n = y also. so either c = y or c = m. . . By (3) of the previous lemma. which also gives a two cycle. . We also obtain the following lemma: Lemma 6. yi+1 ). (2. we must show yi+2 ≥ yi+1 .9. as well as 2 yi+3 = yi+1 .6 Assume that p < q. y0 } that are on opposite sides of the equilibrium y.66) possesses the two-cycle solution (6.66) converges to this two cycle. .66) are generated by initial values {y−1 .. Thus by (2) of the previous lemma yi ≥ yi+1 . yi+1 ) ≤ yi+1 . since m ≤ yi+1 ≤ y. as required.6 that all such pairs belong to the stable manifold of the two cycle. there is no i such that either M ≥ yi ≥ yi+2 ≥ . f (yi+1 . This can only happen if yi+2n = M 2 for all n.9.6 Unless {yn } is a period-two solution. ≥ m.

cxn + dxn−1 n = 0. . . .5. y) ≤ p q for all x. x0 ) ∈ F. Open Problem 6.7 Assume that p>q and p ≤ pq + 1 + 3q. We will employ Theorem 1. y > 0. and is decreasing in y for each ﬁxed x. qx + y (6.10. Also 1 ≤ f (x. d ∈ R. c.6. qm + M 6.77) holds. b. .77) and observe that when p > q. the function f (x.10.4 Global Stability Analysis When p > q Here we have the following result: Theorem 6.9. Open Problems and Conjectures 123 6. Finally observe that when (6. 1. qM + m m= pm + M . 2 pM + m .9. the only solution of the system M= is m = M. To this end. / (b) For every point (x−1 . Proof.5.1 (See [64]) Assume that (a) Investigate the forbidden set F of the diﬀerence equation xn+1 = axn + bxn−1 xn . Then the positive equilibrium y of Eq(6. .66) is globally asymptotically stable.4. y) = px + y . Now the result is a consequence of Theorem 1.4. investigate the asymptotic behavior and the periodic ∞ nature of the solution {xn }n=−1 . y) is increasing in x for each ﬁxed y. set f (x.10 Open Problems and Conjectures a.

An . See also [36]. q ∈ (0. (Note that by Theorem 6.10. ∞).2 Assume that αn . 2)-Type Equations Open Problem 6. (2. 1.2 Assume that p. (See Section 1. has a positive and monotonically decreasing solution.) Conjecture 6. An + Bn xn n = 0.4. . Show that every positive solution of Eq(6.) Conjecture 6. ∞). .4. .6.) Chapter 6.3 Assume p ∈ (0. 1 + yn n = 0. Show that the equation yn+1 = p + yn−1 . .3. this conjecture has been conﬁrmed for q ≤ 1 + 4p. . every positive solution converges to a.) . (Note that by Theorem 6. Show that every positive solution of Eq(6.11) has a ﬁnite limit. .3.6 for the autonomous case. q ∈ (0.2.10. not necessarily prime. are convergent sequences of real numbers with ﬁnite limits. 1. βn .5.10. Investigate the forbidden set and the asymptotic character of solutions of the nonautonomous Riccati equation xn+1 = αn + βn xn .) Conjecture 6.10) has a ﬁnite limit.124 (See Section 1. we need only to conﬁrm this conjecture for p > 2(q +1) and q ≥ 1. . . ∞). Bn ∈ R for n = 0. 1. .1 Assume p. . (Note that by Theorem 6.10. period-two solution.

q ∈ (0. q ∈ (0.) Open Problem 6.5 Assume p > q.66) has a ﬁnite limit. ∞) and q > 1 + 4p. ∞).9.6.10. Conjecture 6. Find the basin of attraction of the period-two solution of Eq(6. as n → ∞.7. ∞) and q > pq + 1 + 3p.10.4 Assume that p.10. (Note that by Theorem 6.66). Find the basin of attraction of the period-two solution of Eq(6. this conjecture has been conﬁrmed for p ≤ pq + 1 + 3q.) Open Problem 6. Open Problems and Conjectures Conjecture 6.3 Assume that p. Show that every positive solution of Eq(6.27). 125 Show that every positive solution of Eq(6. Open Problem 6. (See Section 6.27) either converges to a ﬁnite limit or to a two cycle.4 Assume that p.6. y0 ) ∈ R × R through which the solution of the equation yn+1 = yn + yn−1 1 + yn is well deﬁned and converges to 1.10.10. q ∈ (0.5 Find the set of all initial conditions (y−1 . .10.

n = 0. .10. Open Problem 6. (6.7 For each of the following diﬀerence equations determine the “good” set G ⊂ R × R of initial conditions (y−1 . C ∈ (0. B. β. . .84) yn − yn−1 For those equations from the above list for which you were successful.Then for every (y−1 . (2.8 Assume α. as n → ∞. Investigate the asymptotic behavior and the periodic nature of solutions of the diﬀerence equation αxn + βxn−1 + γxn−2 .83) yn − yn−1 yn − 1 yn − yn−1 1 − yn−1 1 − yn−1 yn − yn−1 yn + yn−1 .126 Chapter 6.79) (6. y0 ) ∈ R × R through which the equation is well deﬁned for all n ≥ 0. A.81) (6.6 Find the set of all initial conditions (y−1 .80) (6.10.10. 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. γ. . . xn+1 = Axn + Bxn−1 + Cxn−2 Extend and generalize. ∞). extend your result by introducing arbitrary real parameters in the equation. 2)-Type Equations Open Problem 6. y0 ) ∈ G.82) (6.78) (6. 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. 1. Open Problem 6.

. ∞) such that the solutions {yn }∞ n=−1 of Eq(6.11 Assume q ∈ (1. n = 0. .85) (6. . Extend and generalize.23) are bounded.10.9 Assume that {pn }n=0 and {qn }∞ are convergent sequences of n=0 nonnegative real numbers with ﬁnite limits. Investigate the asymptotic behavior of {yn }∞ . 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 .91) (6.90) (6.6. 1 + yn−1 yn + pn . . n=−1 . 1. . (b) Let (y−1 .87) (6. n = 0. ∞). . Open Problem 6. n = 0. . . .10. . 1. n = 0. n = 0. qn + yn−1 pn yn + yn−1 .92) pn + qn yn . . . n = 0. . 1. 1.85)-(6. . ∞) × (0. qn + yn n = 0.86) (6. . 1 + yn pn yn + yn−1 . yn + qn yn−1 pn + qn yn−1 . y0 ) ∈ (0.89) (6. . Investigate the global character of all positive solutions of Eqs(6. 1 + yn pn + yn−1 . y0 ) ∈ B. .10.92). 1.88) (6. . . . . 1. n = 0. qn yn + yn−1 yn+1 = yn+1 = Open Problem 6. . .10 Assume that {pn }∞ and {qn }∞ are period-two sequences n=0 n=0 of nonnegative real numbers. Open Problems and Conjectures 127 ∞ Open Problem 6. qn yn + yn−1 pn yn + qn yn−1 . 1.10. 1. . p = n→∞ pn lim lim and q = n→∞ qn . (6. . (a) Find the set B of all initial conditions (y−1 .

13 (A Plant-Herbivore System. ∞) × (0. ∞). Open Problem 6. and γ ∈ (0. [3]. . (b) Let (x−1 . y0 ) ∈ (0.94). . Investigate the asymptotic behavior of {yn }n=−1 .10.10. See [9]. and the asymptotic behavior of the solution {xn }∞ n=−1 of Eq(6. ∞) such that the solutions {yn }∞ n=−1 of Eq(6. . (a) Determine the set G of initial conditions (y−1 .10. (6. Chapter 6. 1) with α + β > 1 + β .47) are bounded. . 1. ∞). . 2 Show that the positive equilibrium of System (6.10. ∞) through which the solutions {xn }∞ n=−1 of the diﬀerence equation xn+1 = (1 − xn − xn−1 )(1 − e−Axn ).94) . are nonnegative. See [14]. . y0 ∈ (0. (c) Extend and generalize. ∞).) Let A ∈ (0.93) is globally asymptotically stable. (6. y0 ) ∈ (0. and [2]) Assume α ∈ (1. 3).6 Assume x0 . x0 ) ∈ G. the periodic nature. ∞).14 (Discrete Epidemic Models. β ∈ (0. Open Problem 6. ∞) × (0.12 Assume q ∈ (1.93) Conjecture 6. 1. ∞ (b) Let (y−1 . n = 0. 1 β = 1 and γ = . 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 . n = 0. y0 ) ∈ B. .128 Open Problem 6. (2. ∞) and that α ∈ (2. 2)-Type Equations (a) Find the set B of all initial conditions (y−1 . Investigate the boundedness character.

∞) and k ∈ {2. ∞). 1. . 1. .10. n = 0.}. . qyn + yn−k yn + pyn−k . Open Problem 6. . . Assume a ∈ (0. . ) which may be viewed as a population model. b ∈ (0. n = 0. q ∈ [0. Investigate the global behavior of all positive solutions of each of the following diﬀerence equations: p + qyn yn+1 = . . 3. Open Problem 6. yn + q pyn + yn−k .95) 1 + yn−k yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = yn + p . . . (6. ∞) with c1 + c2 > 0. 1. and c1 . . . . . . . 1. 1).96) (6. . 1) and xn+1 = αxn e−yn + β yn+1 = αxn (1 − e −yn β ∈ (1.101) .16 (A Population Model) Assume α ∈ (0. (6.17 Assume that p. . n = 0. yn + qyn−k p + qyn−k . . c2 ∈ [0. n = 0. n = 0. 1 + yn p + yn−k . . 1. n = 0. .10. . 1.99) (6.6. qyn + yn−k n = 0. .98) (6.100) (6. See [48]). ∞). 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 . . . n = 0. . with positive initial conditions. . . . Open Problems and Conjectures Open Problem 6. .15 (The Flour Beetle Model.10. . Investigate the global character of all positive solutions of the system . . 1. 1. q + yn−k pyn + yn−k .10. .97) (6. 1.

1. n = 0. 1.20 Assume that Eq(6. 1. Open Problem 6. n = 0. . 2)-Type Equations Open Problem 6. Obtain necessary and suﬃcient conditions on f so that the same two cycle is a locally asymptotically stable solution of Eq(6.18 Obtain a general result for an equation of the form yn+1 = f (yn . also converges to a period-two solution.19 Assume that every positive solution of an equation of the form xn+1 = f (xn .102) converges to a period-two solution.10. (2.11) and (6. .103) Open Problem 6. which extends and uniﬁes the global asymptotic stability results for Eqs(6.130 Chapter 6. . . . Obtain necessary and suﬃcient conditions on f so that every positive solution of the equation xn+1 = f (xn−2 . (6. . xn−1 ).103). . yn−1 ). n = 0. .10.10. xn−1 ).102) has a two cycle which is locally asymptotically stable. (6.27). . Extend and generalize. .

1 + pyn + qyn−1 αB A2 and q = 131 n = 0. A + Bxn + Cxn−1 n = 0. 3)-type: Please recall our classiﬁcation convention in which all the parameters in the above (1. (7.2 The Case β = γ = 0 : xn+1 = α yn A α A+Bxn +Cxn−1 This is the (1. 3)-Type Equations 7.2) Eq(1) contains the following three equations of the (1. 7. (7. (7. A2 . 3)-type Eq. A + Bxn + Cxn−1 n = 0. 1. . . . . . . A + Bxn + Cxn−1 βxn .1) (7.1) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= 1 . . . . .(7.4) αC . 1. 1. n = 0.3) α . 3)-type equations are positive and that the initial conditions are nonnegative. .1 Introduction xn+1 = xn+1 = and xn+1 = γxn−1 . . 1. .Chapter 7 (1.

The following result is now a straightforward consequence of either the stability trichotomy Theorem 1.2.4) has no prime period two solutions.1 Assume p ≤ 1. . The following result is a straightforward consequence of Theorem 1. 3)-type 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 . p ]. Then the zero equilibrium of Eq(7.1 The positive equilibrium of Eq(7.4.5) is globally asymptotically stable. .3. Then the positive equilibrium of Eq(7.5 in the interval [0.5) β B and q = .1.2 Assume that y−1 . A C Eq(7. q+1 The following result is a straightforward consequence of Theorem 1. 7. 1 + pyn + qyn−1 p= n = 0.4) is globally asymptotically stable.4.5) is globally asymptotically stable.3 The Case α = γ = 0 : xn+1 = A yn C βxn A+Bxn +Cxn−1 This is the (1. 1]. 3)-Type Equations One can easily see that the positive equilibrium of Eq(7. (7.7 in the interval [0.4) is locally asymptotically stable for all values of the parameters and that Eq(7.4.3. y0 ∈ (0. Theorem 7.3. q Theorem 7. 1.2) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where yn .4. It also follows by applying Theorem 1. .132 Chapter 7.2. Theorem 7.4. (1. or Theorem 1. ∞) and p > 1. .

4 The Case α = β = 0 : xn+1 = γ yn C This is the (1.1. . B . 1+q The subsequent result is a straightforward application of Theorems 1. Theorem 7.3) which by the change of variables xn = reduces to the equation yn+1 = where p= yn−1 . .6) is locally asymptotically stable when q<1 and is unstable (a saddle point) when q > 1. if and only if p < 1. p + qyn + yn−1 A γ n = 0.4. .4. . .6) has a prime periodtwo solution . ψ. .1 and 1. C (7.7. 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. 1. .6) is globally asymptotically stable when p≥1 and is unstable (a repeller) when p < 1.3. . (b) Assume that p < 1.1 (a) The zero equilibrium of Eq(7.1. φ. Concerning prime period-two solutions one can see that Eq(7. Then the positive equilibrium of Eq(7. ψ. φ.6) always has the zero equilibrium and when p<1 it also has the unique positive equilibrium y= 1−p . . .6) and q = Eq(7.

5 Open Problems and Conjectures p. Therefore 1−p the prime period-two solution (7. 2 and in view of (7. 1 − p. . . .6) is locally asymptotically stable. .7) (7. of Eq(7. q ∈ (0. when p < 1 and q = 1 all prime period-two solutions of Eq(7. (1. .8) 0 p 0 lie in the disk |λ| < 1. 2 and q > 1.5. 0. . 1 − p − φ. . .2 Assume that p<1 Then the period-two solution . φ.134 Furthermore when Chapter 7. . .4. .8) is locally asymptotically stable. 0.7) both eigenvalues of JT 2 7. 1 − p. φ. 1 − p. . . 1). with 0 ≤ φ ≤ 1 − p and φ = Theorem 7. 1 − p. .6 that here JT 2 0 1−p = 1 p+q(1−p) q(1−p) − p+q(1−p) 1−p . It follows from Section 2.6) are given by . . 0. 3)-Type Equations p < 1 and q = 1 the only prime period-two solution is . . .1 Assume Show that every positive solution of Eq(7. Conjecture 7. . 1 − p − φ. . On the other hand.6) has a ﬁnite limit. (7. 0. Proof. .

∞).11) Now for each of the equations (7. 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 .1 Assume p ∈ (0. 1 − p.5. ∞). . . let (x−1 . .6). Open Problems and Conjectures Conjecture 7. 0.10) (7. . Open Problem 7. not necessarily prime. of Eq(7.3 For each of the equations given below. .5. 1. ﬁnd the set G of all points (x−1 . x0 ) ∈ G be an initial point through which the corresponding equation is well deﬁned for all n ≥ 0.9) (7. 1 + pxn + qxn−1 + xn−2 n = 0. .2 Investigate the asymptotic character and the periodic nature of all positive solutions of the diﬀerence equation xn+1 = where p. 1 + xn + xn−1 (7.5. Open Problem 7.9)-(7. .11). Find the basin of attraction of the two cycle . .6) converges to a. and investigate ∞ the long term-behavior of the solution {xn }n=−1 .5. periodtwo solution. 0.5.7. 1) and q ∈ (1. 1 − p. . 135 Show that every positive solution of Eq(7.2 Assume p < 1 and q ≥ 1. xn−2 . Open Problem 7. . Extend and generalize. q ∈ [0.

Investigate the global character of all positive solutions of Eqs(7. .5. . .5 Assume that {pn }∞ and {qn }∞ are period-two sequences of n=0 n=0 nonnegative real numbers.12) (7. 1 + pn yn + qn yn−1 yn .13) (7.14). . (1. n = 0. . . 1. 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 . 1 + pn yn + qn yn−1 yn−1 . .4 Assume that {pn }∞ and {qn }∞ are convergent sequences of n=0 n=0 nonnegative real numbers with ﬁnite limits. .14) Open Problem 7. .12)-(7. p = lim pn n→∞ and q = n→∞ qn . n = 0.136 Chapter 7. .5. (7. 1. 1. Extend and generalize. pn + qn yn + yn−1 n = 0. .

2) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. the initial conditions are nonnegative.1 Introduction α + βxn + γxn−1 . 1. . . . . Eq(8. yn+1 = (α + βγ ) + γyn−1 B . B is reduced to a (2.4) (see Section 6. Eq(8. namely. 1. Bxn Eq(1) contains the following three equations of the (1. 2)-type equation of the form of Eq(6.2) by the change of the variables xn = yn + β . . Eq(8. C .5). (8. 1.3) by the change of the variables xn = yn + 137 γ . 1. 1)-Type Equations 8. 3)-type: xn+1 = xn+1 = and xn+1 = α + βxn + γxn−1 . and the denominators are always positive.3) n = 0. . . Cxn−1 n = 0.Chapter 8 (3. . β + Byn n = 0. . . . n = 0. .1) (8. .1) is a linear diﬀerence equation and can be solved explicitly. (8. . A α + βxn + γxn−1 .

ψ. . Determine the set of initial conditions (x−1 .2. Determine the basin of attraction of (8.2. Open Problem 8.3 Determine the set G of all initial points (x−1 . .4). . φ. Hence there is nothing else remaining to do about these equations other than to pose some Open Problems and Conjectures. . . Conjecture 8. 8. 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 }∞ .2) are bounded.1 Show that every positive solution of Eq(8.2. 2)-type equation of the form of Eq(6. ∞) × (0. n=−1 Open Problem 8.2). 1.2 Open Problems and Conjectures Open Problem 8.1 Assume γ > β.2) (see Section 6. yn+1 (α + βγ ) + βyn C . (b) Let {xn }∞ n=−1 be a positive solution of Eq(8.4) be a period-two solution of Eq(8. x0 ) ∈ (0.4 Determine the set G of all initial points (x−1 .2 (a) Assume γ = β and let .3) namely. n=−1 . ∞) through which the solutions of Eq(8.4). .2.2) which converges to (8.138 Chapter 8. Determine the values of φ and ψ in terms of the initial conditions x−1 and x0 . (3. 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 }∞ . ψ.3) converges to the positive equilibrium of the equation. (8. φ. 1)-Type Equations is reduced to a (2. . .2. . = γ + Cyn−1 n = 0.

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.

(iv) y−1 < q and y0 ≤ q =⇒ y4k−1 < q. and y4k+2 ≤ q. 1 + yn + ryn−1 lim yn = y. The proof follows from identity (9. y4k ≤ 1. the following statements are true for all k ≥ 0: (i) y−1 > q and y0 ≤ q =⇒ y4k−1 > q.4 Assume p = q(qr + 1) and let {yn }∞ n=−1 be a solution of Eq(9.10) is a consequence of the fact that in this case qr ∈ (0. 1 + yn + ryn−1 n = 0. (9. y4k+1 > q.3 Suppose that p = q + rq 2 and let {yn }∞ n=−1 be a nontrivial solution of Eq(9. . excluding the ﬁrst.4) when p = q(1 + rq).9) (9. ∞) and Eq(9.4) has no period-two solution. and the only equilibrium point is y = q.10) Proof. The limit (9. y4k ≥ 1. is equal to four. y4k ≥ 1. and y4k+2 ≤ q.4) becomes yn+1 = q + rq 2 + qyn . Proof. Then yn+1 − q = Furthermore when qr < 1. More precisely.5). 3)-Type Equations qr (q − yn−1 ). 2 . . and y4k+2 ≥ q. (iii) y−1 > q and y0 ≥ q =⇒ y4k−1 > q. (ii) y−1 < q and y0 ≥ q =⇒ y4k−1 < q. and y4k+2 ≥ q.146 Lemma 9.4). Then this solution is oscillatory and the sum of the lengths of two consecutive semicycles. y4k ≤ 1.2. then n→∞ Chapter 9. y4k+1 < q. . y4k+1 > q.2. Identity (9. y4k+1 < q. In this case Eq(9.4). 1. 2 Here we present a semicycle analysis of the solutions of Eq(9. Theorem 9. (2.9) follows by straightforward computation.

for the sake of contradiction. yN ≤ b.2. ∞ Proof.2. q] qr [q.1.4) is eventually trapped into one of the three invariant intervals of Eq(9. y ∈ I. if for some N . (ii) yN > q. also assume that the solution {yn }∞ n=−1 is not eventually in the interval I. Then by Lemma 9.4) lies eventually in I. First assume that p ≤ q. p−q ] qr if if q < p < q(qr + 1). Next assume that q < p < q(qr + 1) and. Set b= and observe that yn+1 − b = (q − p)(yn − b) − r(p + qb)yn−1 . 2 I= [ p−q . More precisely. there exists N > 0 such that one of the following three cases holds: (i) yN > q. q−1+ (q−1) +4p ] if p ≤ q. The Case γ = 0 : xn+1 = α+βxn A+Bxn +Cxn−1 147 9.2. Now assume for the sake of contradiction that yn > b for n > 0. yN +1 < p−q .2. Then every solution of Eq(9.4). (1 + yn + ryn−1 )(1 + b) n ≥ 0. the following is true: Lemma 9. Then clearly. yN +1 > q.2. Then yn > y for n ≥ 0 and so which is a contradiction. qr and yN +2 < . Let {yn }n=−1 be a solution of Eq(9. qr n→∞ lim yn = y ∈ I and yN +2 < p−q . then yN +1 < b.4) described in Lemma 9.9. q−1+ (q − 1)2 + 4p 2 Hence. every solution of Eq(9.3.5 Let I denote the interval which is deﬁned as follows: √ 2 [0. qr p−q .4 Global Asymptotic Stability The following lemma establishes that when p = q(qr + 1). p > q(qr + 1).

The proof when p > q(qr + 1) is similar and will be omitted.4). each subsequence {yn+4k+j }∞ with all its terms outside k=0 the interval I converges monotonically and enters in the interval I.7 and 1.4) is globally asymptotically stable. 1. the following results are true for Eq(9. then yN + ryN − p > 0 and 2 if yN ≤ p−q . p−q qr Chapter 9. (2. then yN + ryN − p < 0. p< p≤q or q < p < q + q2r and that one of the following conditions is also satisﬁed: (i) q ≤ 1. .5. qr Also observe that 2 if yN ≥ q. Proof.1. and (q − 1)2 (r − 1) ≤ 4p.2.2. y) = p + qx 1 + x + ry 2 in each of the intervals in Lemma 9. and yN +2 < p−q .7) from which it follows that for j ∈ {0. 3)-Type Equations ≤ yN +1 ≤ q. we can obtain some global asymptotic stability results for the solutions of Eq(9. 2.4. together with the appropriate convergence Theorems 1.4.4): Theorem 9. Then the equilibrium y of Eq(9. or q .148 (iii) yN > q. By using the monotonic character of the function f (x.4) is globally asymptotically stable. (b) Assume that either (iii) r > 1 (ii) r ≤ 1. 3}. For example. qr The desired contradiction is now obtained by using the Identity (9.4 (a) Assume that either p ≥ q + q 2 r. 1+r Then the equilibrium y of Eq(9.

5.2. It is easy to check that y ∈ 0. A n = 0. √ q−1+ (q−1)2 +4p (b) In view of Lemma 9.3 The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 This is the (2.1 we see that when y−1 . . M ) and M = f (M.2. this is the case if Condition (i) is satisﬁed. then M = m.1 and Theorem 1. m) then M = m.1 and 9.2.3. 1.11) A yn B αB . . y0 ∈ 0. We will employ Theorem 1. The proof when q < p < q + q 2 r holds follows from Lemma 9. C .9. For instance.4.4. This system has the form m= p + qm 1 + m + rM and M = p + qM . Clearly now if Condition (ii) or (iii) is satisﬁed.4. 1 + M + rm Hence (M − m)(1 − q + M + m) = 0. 2 9. . 3)-type Eq(9. 2 decreases in y. B (9.2. m = M from which the result follows.4. A2 and r = . .4 and Theorems 1. 1 + yn + ryn−1 q= γ . 0.5 and so it remains to be shown that if m = f (m. the function f increases in x and and that in the interval 0. 2 2 √ 2 +4p q−1+ (q−1) . The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 149 (a) The proof follows from Lemmas 9.7 and 1.2. Now if m + M = q − 1. then yn ∈ 2 √ √ q−1+ (q−1)2 +4p q−1+ (q−1)2 +4p for all n ≥ 0. If m + M = q − 1 then m and M satisfy the equation (r − 1)m2 + (r − 1)(1 − q)m + p = 0.2) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + qyn−1 .

Eq(9. . .1. . ψ.12) holds.1 Eq(9. . Lemma 9.1 Let Existence and Local Stability of Period-Two Cycles . t+ r 1−r . 3)-Type Equations This equation has not been investigated yet.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) . . . .3.11). be a period-two cycle of Eq(9. ψ. . .3. Then φ= p + qφ 1 + ψ + rφ and ψ = p + qψ .11) is unstable.11) is locally asymptotically stable when either q≤1 or q > 1 and (r − 1)(q − 1)2 + 4pr2 > 0. if and only if (9. (b) The equilibrium y of Eq(9. and more precisely a saddle point.150 Chapter 9. (2.3. 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. when q > 1 and (r − 1)(q − 1)2 + 4pr2 < 0. and the convergence of solutions in certain regions of initial conditions.1 (a) The equilibrium y of Eq(9. Theorem 9. φ. φ.11) has a prime period-two solution .12) holds.1 we obtain the following result. ψ. Here we make some simple observations about linearized stability. . Furthermore when (9. . invariant intervals. ψ. φ. (9. 1 + φ + rψ It now follows after some calculation that the following result is true. .12) 9. By employing the linearized stability Theorem 1. φ.

Let T be the function on (0. φ ψ is a ﬁxed point of T 2 . ψ) ∂v (φ. ψ) ∂u φ = JT 2 . By a simple calculation we ﬁnd that T2 where g(u. v) + rv and h(u. . v) p + qv . . ψ) ∂v (φ. 1 + g(u. φ. v) h(u. evaluated at ψ We have ∂g ∂g (φ. . for n = 0. . ψ ∂h ∂h (φ. 1. ψ) = . . . lie inside the unit disk. . n = 0. v) = p + qu 1 + v + ru u v = g(u. ψ) = ∂u (1 + ψ + rφ)2 ∂g −p − qφ (φ. φ. .3. ∞) 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 . ∞) × (0. . . ∂v (1 + ψ + rφ)2 . ψ. . Jacobian matrix JT 2 . v) = Clearly the two cycle is locally asymptotically stable when the eigenvalues of the φ . the second iterate of T . ψ. . 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 . and write Eq(9. (φ.9. 1. ψ) ∂u where ∂g q − pr + qψ .

152 Chapter 9. ψ) − (φ. if and only if |S| < 1 + D < 2. ψ).1.13) (9. ψ) (φ. ∂u ∂v ∂v ∂u φ ψ lie inside the Then it follows from Theorem 1.15) (9. Inequality (9.16) First we will establish Inequality (9. 3)-Type Equations ∂h (p + qψ)(pr − q − qψ) (φ. ψ) = + . ψ) ∂u ∂v ∂h ∂g ∂h ∂g (φ. ψ) = . ψ) + (φ. Observe that. ∂u (1 + ψ + rφ)2 (1 + φ + rψ)2 ∂h (p + qψ)(p + qφ) q − pr + qφ (φ.13) is equivalent to the following three inequalities: D<1 S <1+D −1 − D < S. 2 (1 + φ + rψ)2 ∂v (1 + ψ + rφ) (1 + φ + rψ)2 Set S= and D= ∂h ∂g (φ. (9.1 that both eigenvalues of JT 2 unit disk |λ| < 1. ψ) (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 . (2.14) (9. Thus . This inequality is equivalent to (q − pr + qφ) (q − pr + qψ) − (1 + ψ + rφ)2 (1 + φ + rψ)2 < 0.14).

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. In summary. After some lengthy calculation one can see that this inequality is a consequence of Condition (9.12) 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. 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) = .3.9. Next we turn to Inequality (9. Finally Inequality (9. r2 (1 − r) −r2 p + rp − q + q 2 + qr = rp(1 − r) + q(q − 1) + qr > 0. we have established the following result: .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 (9.15). Also by using Condition (9.12).12).

φ. r when 1 < q < pr < q + q2 q − . q r (c) q pr − q .2 Invariant Intervals The following result.11) possesses the following invariant intervals: (a) 0. r q when pr ≥ q + q2 . . .11) has a unique prime period-two solution . . (b) pr − q q . 3)-Type Equations Theorem 9. (2.2 Eq(9. which can be established by direct calculation. Using Eq(9.11).2 Eq(9. ψ. this period-two solution is locally asymptotically stable. gives a list of invariant intervals for Eq(9. yk ∈ [0. 1 + yk + qyk−1 1 + ryk−1 The proof follows by induction. b].12) holds. .3. if and only if (9. 9. . .12) holds. ψ.3. Lemma 9.11) we see that when yk−1 . φ.3. Furthermore when (9. then yk+1 = p + qyk−1 p + qyk−1 ≤ = g(yk−1 ) ≤ g(b) ≤ b.154 Chapter 9. q−1+ (q − 1)2 + 4pr 2r when pr ≤ q. . r 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.

. r By using the fact that f (x. 1 + yk + qyk−1 r r = pr + q 2 pr − q . yk−1 ) ≥ f . The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 155 (b) It is clear that the function f (x. yk ∈ q then q pr − q p + qyk−1 pr − q = f (yk . q p + qy 1 + x + ry .3.r q is increasing in y for x > pr−q . yk−1 ) ≥ f 1 + yk + qyk−1 pr − q 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 . 2 .11) we see that when yk−1 . Using Eq(9. y) and the condition 2 q < pr < q + qr we obtain yk+1 = p + qyk−1 = f (yk . q q q = . < r + (r + 1)q q The proof follows by induction. y) = is decreasing in y for x < q pr−q . r The proof follows by induction. ≥ yk+1 = 1 + yk + ryk−1 r q q . (c) It is clear that the function f (x. yk ∈ p + qyk−1 = f (yk . Now by using the monotonic character of the function f (x.9. then yk+1 = Using Eq(9. yk−1 ) ≤ f 1 + yk + ryk−1 pr − q q . q r pr−q . q r q = .11) we see that when yk−1 . y) = p + qy 1 + x + ry pr−q q . yk−1 ) ≤ f .

the function f decreases in x and increases 2r in y. y0 ∈ 0. 2 Theorem 9.11): Theorem 9.3. Then every solution of Eq(9. (iii) r < 1 and (r − 1)(q − 1)2 + 4pr2 ≥ 0. In view of Lemma 9.4 (a) Assume that 1 < q < pr < q+ qr − q and that one of the following r conditions is also satisﬁed: (i) r ≥ 1. the following results are true for Eq(9. .6.3.3.3. together with the appropriate convergence theorem (from among Theorems 1. (ii) r ≥ 1.3 Convergence of Solutions p + qy 1 + x + ry By using the monotonic character of the function f (x. 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. The result now follows by employing Theorem 1.8) we can obtain some convergence results for the solutions with initial conditions in the invariant intervals. 3)-Type Equations 9.2.3.3 Assume that pr ≤ q and that one of the following conditions is also satisﬁed: (i) q ≤ 1. for all n ≥ 0. 2r 2r √ q−1+ (q−1)2 +4pr and that in the interval 0. It is easy to check that y ∈ 0.5-1. (2. For example. then Proof.4.4. y) = in each of the intervals in Lemma 9. q−1+ (q − 1)2 + 4pr 2r converges to the equilibrium y.156 Chapter 9. .4.2 we see that when y−1 .11) with initial conditions in the invariant interval 0.

3.3. pr−q r q for all n ≥ 0.r q pr−q q .3 to Eq(9. 2 q pr−q . .4 Global Stability By applying Theorem 1. r2 + r2 yn + r3 yn−1 n = 0.11) with initial conditions in the invariant interval q pr − q . 1.2 we conclude that yn ∈ for all n ≥ 0. we obtain the following global asymptotic stability result. In and the only positive equilibrium is y = q . q r interval q . It is easy to 9.4.3. .6. q2 r q2 . q r converges to the equilibrium y.3. r q converges to the equilibrium y. y) decreases in x and increases in y. . Theorem 9.11) with initial conditions in the invariant interval pr − q q . The result now follows by employing Theorem 1.2 we conclude that yn ∈ pr−q q .5 Semicycle Analysis When pr = q + Here we present a semicycle analysis of the solutions of Eq(9.11). Proof. (b) Assume that pr > q + qr . (a) In view of Lemma 9.9. Then every solution of Eq(9.7.11) becomes yn+1 = qr + q 2 + qr2 yn−1 . It is easy to (b) In view of Lemma 9. The result now follows by employing Theorem 1. the function f decreases check that y ∈ q . r 9. pr−q and that in the r q in both x and in y. Then the positive equilibrium of Eq(9.11) when pr = q + this case Eq(9.r q 2 check that y ∈ and that the function f (x. The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 157 Then every solution of Eq(9.4. r .4.3.3.11) is globally asymptotically stable.5 Assume r ≥ 1 and pr ≤ q.

γ q= B .3) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= pyn + yn−1 . Then after the ﬁrst semicycle. . 3)-type Eq(9. (2.6 Suppose that pr = q + qr and let {yn }∞ n=−1 be a nontrivial solution of Eq(9. Here we make some simple observations about linearized stability. q+1 (9.3. . 3)-Type Equations Theorem 9. and the convergence of solutions in certain regions of initial conditions.4 The Case α = 0 : xn+1 = βxn +γxn−1 A+Bxn +Cxn−1 This is the (2. r r r (1 + yn + ryn−1 ) 2 9. γ This equation has not been investigated yet. Eq(9. C n = 0.17) γ yn . . (9.11). The equilibrium points of Eq(9. C and r = A .17) are the nonnegative solutions of the equation y= (p + 1)y . invariant intervals. . 1. Proof. r + (1 + q)y Hence zero is always an equilibrium point and when p + 1 > r.1. The proof follows from the relation yn+1 − q q qr2 = ( − yn ) 3 .17) also possesses the unique positive equilibrium y= p+1−r .18) The following theorem is a consequence of Theorem 1. the solution oscillates about the equilibrium y with semicycles of length one.1.158 2 Chapter 9.3. r + qyn + yn−1 β .1 and Theorem 1.

17) is globally asymptotically stable. ψ. if and only if (9.4. .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) = 0.1.3 Eq(9. Theorem 9.17). Then the zero equilibrium of Eq(9. Theorem 9.18) holds. . φ.1. and unstable (a saddle point) when q + r > 3p + 1 + qr + pq. . . ψ. . q−1 . Furthermore when (9. (p + 1)(q + 1) (p + 1)(q + 1) n = 0. The following result is a consequence of Theorem 1. .9. . Then the positive equilibrium of Eq(9.17) is locally asymptotically stable when q + r < 3p + 1 + qr + pq. The Case α = 0 : xn+1 = Theorem 9.17) is unstable.20) (9. 1.2 Assume that (9. (9. it follows from Section 2.17) has a prime period-two solution . . The linearized equation associated with Eq(9.19) Concerning prime period-two solutions for Eq(9. . Furthermore the zero equilibrium is a saddle point when 1−p<r <1+p and a repeller when r < 1 − p.1 βxn +γxn−1 A+Bxn +Cxn−1 159 (a) Assume that p + 1 ≤ r.20) holds.5 that the following result is true.4. φ.4. Then the zero equilibrium of Eq(9.4. (b) Assume that p + 1 > r.17) about its positive equilibrium y is zn+1 − p − q + qr q−p+r zn − zn−1 = 0.

and q 2 + 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 . K] when q 2 − qr ≤ p < q 2 and p + q ≤ r. when p > q 2 + r where ((r − q)(p − q 2 ) + qr)2 + 4q 3 r(p − q 2 ) 2q(p − q 2 ) .4. K1 p − q2 K1 = (c) 0. qr p − q2 when q 2 < p ≤ q 2 + r and p + q > r. Lemma 9. (b) 0. K] when q 2 < p ≤ q 2 + r and p + q ≤ r.160 Chapter 9. gives a list of invariant intervals for Eq(9. which can be established by direct calculation. (2. q2 where K2 = when q 2 > p + qr.17).4.1 Invariant Intervals The following result. and [0. where K > 0 is an arbitrary number and pr . when q 2 − qr ≤ p < q 2 and p + q > r. 3)-Type Equations 9. K] when p = q 2 where K > 0 is an arbitrary number.1 Eq(9.17) possesses the following invariant intervals: (a) 0. q2 pr −p (q − r)(p − q 2 ) − qr + [0. . ((q − r)(q 2 − p))2 + 4p3 qr2 2pqr (q − r)(q 2 − p) + . K2 −p [0.

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

17) with initial conditions in the interval [0. 2 q2 pr −p qr p − q2 q2 + q − r q+1 . 3)-Type Equations 9. The proof is an immediate consequence of Lemma 9. Assume that p = q 2 and q 2 + q ≤ r. (b) Assume that q 2 + r ≥ p > q 2 and p + q > r. for any K > 0. Proof. (c) Assume that q 2 − qr ≥ p < q 2 and p + q > r. Then every solution of Eq(9.17): Theorem 9.1 and Theorem 1.4.1. Then every solution of Eq(9. Then every solution of Eq(9. K].5-1.4. converges to the equilibrium y.17) with initial conditions in the interval [0. Then every solution of Eq(9.4.4 (a) Assume that p = q 2 and q 2 + q > r. Assume that q 2 − qr ≤ p < q 2 and p + q ≤ r. For example. for any K > 0.162 Chapter 9. converges to the equilibrium y.4.8. y) = in each of the intervals in Lemma 9.17) with initial conditions in the invariant interval 0. Then every solution of Eq(9.8). (2.17) with initial conditions in the invariant interval 0. Then every solution of Eq(9. for any K > 0. K]. converges to the equilibrium y.17) with initial conditions in the interval [0. we can obtain some convergence results for the solutions with initial conditions in the invariant intervals. K]. converges to the equilibrium y.17) with initial conditions in the invariant interval 0.4.2 Convergence of Solutions px + qy r + qx + y By using the monotonic character of the function f (x. together with the appropriate convergence theorem (from among Theorems 1. converges to the equilibrium y.4. the following results are true for Eq(9. Assume that q 2 + r ≥ p > q 2 and p + q ≤ r.4. converges to the equilibrium y.

∞). Conjecture 9. The proof is an immediate consequence of Lemma 9.5 Open Problems and Conjectures α. (iii) q < 1 qr .5 Assume that p > q2 + r and that one of the following conditions is also satisﬁed: (i) p ≤ q + r. The proof is a consequence of Lemma 9. γ. 2 9. C ∈ (0.5.3) is bounded. Conjecture 9.5. C ∈ (0.20) is not satisﬁed. A.2 Assume α. A.2) is bounded.1 and Theorem 1. B.5.6 Assume that q 2 > p + qr and that Condition (9. (ii) q ≥ 1. Then every solution of Eq(9. Show that every positive solution of Eq(9.6. C ∈ (0. . Open Problems and Conjectures Theorem 9.4.4. Conjecture 9. B. 1−q 163 and p ≤ Then every solution of Eq(9.1) has a ﬁnite limit. β. p−q 2 Proof.11) with initial conditions in the invariant interval converges to the equilibrium y. K2 converges to the equilibrium y.4.5. ∞).1 Assume Show that every positive solution of Eq(9.4.4.4.3 Assume β. Show that every positive solution of Eq(9. 2 Theorem 9. A.11) with initial conditions in the invariant interval qr . K1 p−q 2 3q 2 +q−qr+r .1 and Theorem 1.5. Proof.9. γ. B. ∞).

5 Assume that x−1 . A. ∞). and for these initial points investigate the long-term behavior of the solutions {xn }∞ . Open Problem 9.3) has no prime period-two solutions. γ.164 Conjecture 9. n=−1 Open Problem 9.5.5. C ∈ (0.4 Assume Chapter 9.2) has no prime period-two solutions. x0 ) ∈ R × R through which the equation 1 + xn−1 xn+1 = 1 + xn + xn−1 is well deﬁned for all n ≥ 0.2 Determine the set G of all initial points (x−1 . Suppose that Eq(9. and for these initial points investigate the long-term behavior of the solutions {xn }∞ . Show that the positive equilibrium of Eq(9. C ∈ (0. A. γ. ∞) and suppose that Eq(9. Conjecture 9.2) is globally asymptotically stable. n=−1 Open Problem 9. B. Extend and generalize. Extend and generalize. x0 ∈ [0. and for these initial points investigate the long-term behavior of the solutions {xn }∞ .5. B.5. 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. n=−1 .1 Determine the set G of all initial points (x−1 . (2.3 Determine the set G of all initial points (x−1 . Extend and generalize. 3)-Type Equations α. 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(9.5.3) is globally asymptotically stable.

{qn }∞ .21) (9. . 1 + yn + rn yn−1 n = 0. . of Eq(9. . . Open Problem 9. . . n = 0. ψ. and {rn }∞ are period-two sen=0 n=0 quences of nonnegative real numbers. of Eq(9.4 Assume that {pn }∞ .21)-(9.20) holds.11). 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 . Extend and generalize. 1. and {rn }∞ are convergent sen=0 n=0 n=0 quences of nonnegative real numbers with ﬁnite limits. .20) holds.6 Assume that (9. n→∞ q = n→∞ qn . ψ. ψ. ψ.5. .12) holds. . Investigate the global character of all positive solutions of Eqs(9. . .23) pn yn + yn−1 . n = 0.5. 1 + yn + rn yn−1 pn + qn yn−1 . . .9.6 Assume that (9. φ. . Investigate the basin of attraction of the two cycle . . .5 Assume that {pn }∞ .17) is locally asymptotically stable.5. φ. φ. .5. . φ. . . .23). lim and r = n→∞ rn . . Open Problems and Conjectures 165 Open Problem 9. p = lim pn .5. Conjecture 9. Show that the period-two solution .22) (9. . . 1. . 1. (9. ψ.17). φ. . rn + qn yn + yn−1 ∞ Open Problem 9. of Eq(9. φ. .7 Assume that (9.5. ψ. . {qn }n=0 . Open Problem 9. Investigate the basin of attraction of the two cycle . .

r + qyn + yn−k n = 0. . Investigate the global behavior of all positive solutions of each of the following diﬀerence equations: p + qyn (9. . (2. .166 Open Problem 9. r ∈ [0. .5. 1. . n = 0. . 1. 3)-Type Equations k ∈ {2. ∞) and Chapter 9. n = 0. 3. (9. .25) (9. . 1 + yn + ryn−k yn+1 = yn+1 = p + qyn−k . 1. . . . q.8 Assume that p. . 1 + yn + ryn−k pyn + yn−k .26) .24) yn+1 = . .}.

xn+1 = n = 0. . 2)-Type Equations 10. 1 + yn αB . A2 q= β . 1.2) 10. . . A + Bxn α + βxn + γxn−1 .1) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + qyn + ryn−1 .4) and r = 167 . A n = 0. . . the initial conditions are nonnegative. A (10. 2)-type Eq(10.1) (10. 1.2 The Case C = 0 : xn+1 = A yn B α+βxn +γxn−1 A+Bxn This is the (3. (10.1 Introduction α + βxn + γxn−1 . .Chapter 10 (3. . . n = 0. γ . n = 0. . . . and the denominators are always positive.3) Bxn + Cxn−1 Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. A + Cxn−1 Eq(1) contains the following three equations of the (3. (10. 2)-type: xn+1 = xn+1 = and α + βxn + γxn−1 . 1. 1. . .

7.1 (a) Assume that r = q + 1. By applying the linearized stability Theorem 1. Theorem 10. Then the equilibrium of Eq(10.4) is globally asymptotically stable. . 2 (1 + y) 1+y n = 0. .2. (c) Assume that r > q + 1. (3. The main result in this section is that the solutions of Eq(10.2. (10. See Sections 2. When r =q+1 Eq(10. 2)-Type Equations (Eq(10.4) exhibit the following trichotomy character.7) (10.1. (b) Assume that r < q + 1. The proofs of parts (b) and (c) of Theorem 10.5 and 2. Then every solution of Eq(10. in Section 2.4) converges to a period-two solution.2. Then Eq(10.6) (10.2.4) was investigated in [29].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 = 0.1 are given in Sections 10.1 and 10. for a more general equation.2 below.4) possesses unbounded solutions.) The linearized equation of Eq(10. 1.4) possesses prime period-two solutions. .2.5) . The proof of part (a) of Theorem 10.1 we see that y is locally asymptotically stable when r <1+q and is an unstable (saddle point) equilibrium when r > 1 + q.168 Chapter 10.1 was given.7. .

.8) holds. Observe that (p − q) + ryn−1 yn+1 = q + .10) . 1 + yn p <1 q (10.2.5 and therefore the proof is complete when (10. .1 Proof of Part (b) of Theorem 10. . n = 0. The Case C = 0 : xn+1 = α+βxn +γxn−1 A+Bxn 169 10. Now observe that the solutions of Eq(10. So in the remaining part of the proof we assume that p < q.2.6) holds the equilibrium is locally asymptotically stable so it remains to be shown that every solution of Eq(10. 1.6) holds and we prove that the equilibrium of Eq(10. (1 + q) + zn n = 1.2.11) q−p r yn−1 − 1 + yn r q−p r for n ≥ 0.4) is globally asymptotically stable. . (10.10.8) which is of the form of the (2. 2)-type Eq(6.12) (10.10) reduces to yn+1 − q = Also in this case 0<r =1− r (yn − q) for n ≥ 0. 1 + yn and so when p≥q we have yn ≥ q Therefore the change of variables yn = q + zn transforms Eq(10.4) is attracted to the equilibrium. . (10. . (10.9) for n ≥ 1.4) satisfy the following identity yn+1 − q = Note that when q= that is when p + qr − q = 0 the Identity (10.1 Here we assume that Eq(10.4) to the diﬀerence equation zn+1 = (p + rq − q) + rzn−1 . We know already that when Eq(10.23) which was investigated in Section 6.

(10.170 and the equilibrium of Eq(10. Then we can see from (10.9). To complete the proof in this case it is suﬃcient to show that eventually (10.17) q−p r for some N ≥ 0. 2)-Type Equations |yn+1 − q| < r|yn+1 − q| and so n→∞ lim yn = q which completes the proof when (10.15) yn ≥ q and then use the known result for Eq(10. Still to be considered are cases where p + qr − q > 0 and p + qr − q < 0. (3.16) holds.10) that y2n+2 − q = and so y2n+2 > ry2n + p for n ≥ 0.15) is not eventually true then either y2n < or y2n−1 < This is because when yN −1 > then it follows from (10. (10.18) q−p q−p r y2n − > r y2n − 1 + yn+1 r r . We will assume that (10. If (10. q−p r q−p r for n ≥ 0 for n ≥ 0.12) that Chapter 10.10) that yN +1+2K > q for all K ≥ 0.11) holds. (10.4) is equal to q.16) (10.13) (10.14) First assume that (10. note that now q−p <q r and employ (10.10). It follows from (10. To this end.17) holds is similar and will be omitted.13) holds. The case where (10.

2.10) we see that y2n+2 − q = and so y2n+2 < ry2n + p for n ≥ 0.14) and completes the proof of part (b) of Theorem 10. r that either q−p y2n > for n ≥ 0 (10. y) = p + qx + ry 1+x is increasing in both arguments.20) r We will assume that (10. .20) holds is similar and will be omitted. On the other hand. because by (10.8 and the fact that in this case the function f (x.16) and (10.14) holds. q−p r q−p < r y2n − y2n − 1 + y2n+1 r r . Then one can see from (10. . r 1−r This contradicts (10.4. q−p . Now we claim that every solution of Eq(10. Note that in this case r < 1 and so q−p < y2n+2 < rn+1 y0 + rn p + . + rp + p r and so p q−p ≥ r 1−r which contradicts (10. it follows from (10. . Once we establish this result.10.4) lies eventually in the interval 0. To this end assume for the sake of contradiction that the solution is not eventually in the interval 0. y2n−1 > (10. the proof that the r equilibrium is a global attractor of all solutions would be a consequence of Theorem 1.13) and completes the proof when (10.18) that q−p > y2n+2 > rn+1 y0 + rn p + . Then from (10.16) the solution is bounded. + rp + p r which implies that p q−p ≤ .1. .2. The case where (10.10) and r the fact that now q−p q< .13) holds. when r < 1.19) holds. The Case C = 0 : xn+1 = α+βxn +γxn−1 A+Bxn 171 This is impossible when r ≥ 1.19) r or q−p for n ≥ 0. Next assume that (10. q−p .

2. It should be mentioned that when (10.7) holds.4) to Eq(10. have the property that the subsequences of even terms converge to ∞ while the subsequences of odd terms converge to q. in addition to unbounded solutions. 2)-type Eq(10. 1.2) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + qyn + ryn−1 .4) possesses bounded solutions which in fact converge to the equilibrium of Eq(10. y0 ∈ [q. To this end observe that yn+1 = q + q p + r(yn−1 − r ) 1 + yn for n ≥ 0 and so when (10.1 Here we assume that (10. (3. A n = 0. ∞). then yn ≥ q Now the change of variables yn = q + zn transforms Eq(10.5 for appropriate initial conditions y−1 and y0 . the equilibrium of Eq(10.3 The Case B = 0 : xn+1 = A yn C α+βxn +γxn−1 A+Cxn−1 This is the (3. 1 + yn−1 q= β . A (10. ∞) is invariant. 2)-Type Equations 10. 10.4) with initial conditions such that q ≤ y−1 < r − 1 and y0 > r−1 + p + q(r − 1) r−1−q for n ≥ 0.4). γ .172 Chapter 10.4) is a saddle point and so by the stable manifold theorem. That is when y−1 . . More speciﬁcally the solutions of Eq(10.2 Proof of Part (c) of Theorem 10.2.9) and the conclusion of part (c) follows from Section 6.7) holds the interval [q. A2 and r = .21) αC . Eq(10. . .4) possesses unbounded solutions.7) holds and show that Eq(10.

21) when p ≥ r. The linearized equation of Eq(10. r−p q when q < 1 and p ≥ r(1 − q). 10.10. zn + 1+y (1 + y)2 n = 0. q.3. .1 Invariant Intervals The following result. . Recall that I is an invariant interval. for some integer N ≥ 0.21). (b) 0. yN .1 we see that y is locally asymptotically stable for all values of the parameters p. 1. yn+1 = r + 1 + yn−1 and so when p≥r Global Stability When p ≥ r . gives a list of invariant intervals for Eq(10. The Case B = 0 : xn+1 = α+βxn +γxn−1 A+Cxn−1 173 This equation has not been investigated yet.3.2 Here we discuss the behavior of the solutions of Eq(10. and r.1. and convergence of solutions in certain regions of initial conditions. invariant intervals. if whenever.3. . p 1−q when q < 1 and p ≥ r. . . yN +1 ∈ I then yn ∈ I for n ≥ N. Observe that (p − r) + qyn . Here we make some simple observations about linearized stability. By applying Theorem 1. which can be established by direct calculation.21) possesses the following invariant intervals: (a) 0.21) about its positive equilibrium y= is zn+1 − q+r−1+ (q + r − 1)2 + 4p 2 q p − r + qy zn = 0. Lemma 10. .1 Eq(10. n = 0. 1. .3. 10.

Then the following statements are true. 10. . 2. which is of the form of the (2. (ii) q≥1 and either p + qr − r ≤ q or q < p + qr − r ≤ 2(q + 1). (b) The positive equilibrium of Eq(10.3. .2) which was investigated in Section 6. Theorem 10. (a) Every positive solution of Eq(10.3.3.3. .174 yn ≥ r Therefore the change of variables yn = r + zn transforms Eq(10.2 (a) Assume that q < 1 and r ≥ p . 2)-type Eq(6. r−p q . n = 1.3. (3. converges to the equilibrium y.21) is globally asymptotically stable if one of the following conditions holds: (i) q < 1. Theorem 10.21) to the diﬀerence equation zn+1 = p + qr − r + qzn . 1−q Then every solution of Eq(10.21) when p < r.1 Assume p ≥ r. 2)-Type Equations for n ≥ 1. (1 + r) + zn−1 Chapter 10.21) with initial conditions in the invariant interval 0.3 Convergence of Solutions Here we discuss the behavior of the solutions of Eq(10. The following result is now a consequence of the above observations and the results in Section 6.21) is bounded.

γ and r = .K q and that in the interval . r−p q q the function f (x.K q r−p . r−p . 1. r−p q q for all n ≥ 0.K q converges to the equilibrium y. y0 ∈ for all n ≥ 0. αC .3. r−p and that in the interval 0.4 The Case A = 0 : xn+1 = γ yn C α+βxn +γxn−1 Bxn +Cxn−1 This is the (3.4. (a) In view of Lemma 10.3) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= r + pyn + yn−1 .5. then yn ∈ r−p . y) increases in both x and y. γ2 (10. The result is now a consequence of Theorem 1.22) β .1 we see that when y−1 . C n = 0. r−p .4. The result is now a consequence of Theorem 1.K q the function f (x. It is easy to check that y ∈ r−p .K q pq + r2 − pr . then yn ∈ 0.21) with initial conditions in the invariant interval r−p .10. . . y) increases in x and decreases in y. Proof. .8.4. 2)-type Eq(10.3. y0 ∈ 0. 1−q and p < r < Then every solution of Eq(10. 2 10. K= q + r − p − q2 (b) In view of Lemma 10. qyn + yn−1 q= B . 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 .1 we see that when y−1 . It is easy to check that y ∈ 0.

9.176 Chapter 10. 1.23) is strict and Condition (10. φ. . . q−1 . (3. q > 1 and 4r < (1 − p)(q − pq − 3p − 1).1. the inequality in (10. The second condition reduces to q > pq + 1 + 3p. ψ. (10. it follows from Section 2. and the convergence of solutions in certain regions of initial conditions. When r = 0. as in Section 6. (10. ψ. . . .22) about its positive equilibrium y= is zn+1 − (p − q)y − qr (p − q)y + r zn + zn−1 = 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. Here we make some simple observations about linearized stability. . 2)-Type Equations This equation has not been investigated yet. .24) 2r q − pq − 1 − 3p >0 (10. (1 + p) + (1 + p)2 + 4r(1 + q) 2(1 + q) By applying Theorem 1. .24) is void. .25) Furthermore in this case the prime period-two solution . Concerning prime period-two solution.5 that a period-two solution exists if and only if p < 1.1 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. invariant intervals. (q + 1)(r + (p + 1)y) (q + 1)(r + (p + 1)y) n = 0.23) It is interesting to note that the above condition for the local asymptotic stability of y requires the assumption that r > 0. The linearized equation of Eq(10. φ.

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. b) ≤ f (x.1 Eq(10. y) = is decreasing in both arguments.4.21). We consider the cases where p = q. q2 p2 − pq > r.10. Lemma 10.4. when q > p + r. q2 when p > q and when p < q < p + r.21) possesses the following invariant intervals: (a) [a. First assume that p > q and p2 −pq q2 and it < r.26) when p > q and p2 − pq < r. a) = ≤ b. b] when p = q a and b are positive numbers such that r + (p + 1)a ≤ (q + 1)ab ≤ r + (p + 1)b. q p−q qr p . Hence a≤ r + (p + 1)b r + (p + 1)a = f (b. The Case A = 0 : xn+1 = α+βxn +γxn−1 Bxn +Cxn−1 177 10.4. r q−p r . and p < q.1 Invariant Intervals Here we present some results about invariant intervals for Eq(10. y) ≤ f (a. . p−q q (c) 1. p > q. (q + 1)b (q + 1)a qr . (b) p qr . r + px + y qx + y (b) Clearly the function f (x. (a) It is easy to see that when p = q the function f (x. p−q and (10.

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

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. p−q q Proof. b]. and r <1 q−p 2 10. q2 and that either p≤1 or p > 1 and (q − 1)[(p − 1)2 (q − 1) − 4q(1 − p − qr)] ≤ 0. qr p .4.3 Assume that p < q. Then every solution of Eq(10.4.25) is not satisﬁed. Theorem 10. Then every solution of Eq(10.1 and Theorem 1. p + r < q. 1 converges to the equilibrium y.22) with initial conditions in the invariant interval converges to the equilibrium y.7. 2 Theorem 10.4. q p−q conditions in the invariant interval converges to the equilibrium y. q−p converges to the equilibrium y.1 and Theorem 1.22).4.4.22) with initial conditions in the invariant interval [a. 2 .22) with initial conditions in the invariant interval r . Then every solution of Eq(10.2 Assume that p > q.4. The proof is an immediate consequence of Lemma 10.6.1 (a) Assume that p = q.4.2 Convergence of Solutions Here we obtain some convergence results for Eq(10. 2 Theorem 10.10. (c) Assume that p < q < p+r. (b) Assume that p > q and r > p2 −pq .4.1 and Theorem 1.4. q2 Then every solution of Eq(10.26) converges to the equilibrium y.22) with initial p qr . Then every solution of Eq(10. Proof. q−p Proof.4. and that Condition (10. r < p2 −pq . The proof is an immediate consequence of Lemma 10. The proof is an immediate consequence of Lemma 10.5.4. where 0 < a < b satisfy (10.22) with initial conditions r in the invariant interval 1.

Conjecture 10.27).4) converges to a not necessarily prime period-two solution . determine the set G of all initial conditions (x−1 . . (10. y0 ) ∈ (0. Investigate the asymptotic behavior of {yn }n=−1 . .1 Every positive solution of Eq(10.27) is a prime period-two solution of Eq(10. and for these initial points investigate the long-term behavior of the corresponding solution: 1 + xn + xn−1 xn+1 = (10.21) converges to the positive equilibrium of the equation. ψ. Determine the set of initial conditions y−1 and y0 for which {yn }∞ n=−1 converges to (10.5. ψ. .180 Chapter 10.5 Open Problems and Conjectures ∞ Open Problem 10. if and only if r = 1 + q.4).2 Assume r > q + 1. (10. (a) Find the set B of all initial conditions (y−1 .5.1 We know that every solution {yn }n=−1 of Eq(10. ∞ (b) Let (y−1 .27) (b) Assume (10.29) 1 + xn−1 1 + xn + xn−1 .3 For each of the equations listed below. Open Problem 10. . φ. x0 ) ∈ R × R through which the equation is well deﬁned for all n ≥ 0. φ.30) xn+1 = xn + xn−1 Extend and generalize. ∞) such that the ∞ solutions {yn }n=−1 of Eq(10.5. . . ∞) × (0. (a) Determine the set of initial conditions y−1 and y0 for which φ = ψ.28) 1 + xn 1 + xn + xn−1 xn+1 = (10. (3. 2)-Type Equations 10. Open Problem 10. . y0 ) ∈ B.4) are bounded.5.

1 + yn−1 rn + pn yn + yn−1 . . . (d) The period-two solution of Eq(10. (c) When Eq(10. p = lim pn . .5 Assume that {pn }∞ .22). 181 (b) When Eq(10. . is locally asymptotically stable. the equilibrium y is a saddle point.33) Open Problem 10. 1. . . qn yn + yn−1 n = 0. (10. Investigate the global character of all positive solutions of Eqs(10. but not globally. r ∈ (0.31)-(10.22) (a) Local stability of the positive equilibrium implies global stability. . and {rn }∞ are period-two sen=0 n=0 n=0 quences of nonnegative real numbers.10. and {rn }n=0 are convergent sen=0 n=0 quences of nonnegative real numbers with ﬁnite limits. 1 + yn pn + qn yn + rn yn−1 . {qn }∞ . 1.31) yn+1 = yn+1 = n = 0.5.5. . when it exists. Extend and generalize.5. . n→∞ q = n→∞ qn . ∞ Open Problem 10. Then the following statements are true for Eq(10. . n = 0. Open Problems and Conjectures Conjecture 10. {qn }∞ . lim lim and r = n→∞ rn . (10. q. 1. ∞).32) (10. .33).22) possesses a period-two solution.2 Assume that p.22) has no prime period-two solutions the equilibrium y is globally asymptotically stable.5. 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 .4 Assume that {pn }∞ .

. 3. .35) (10. . . r ∈ [0.6 Assume that Chapter 10. n = 0. q. 1. qyn + yn−k n = 0. . . . (10. 1. 1 + yn−k p + qyn + ryn−1 . 1 + yn p + qyn + ryn−k .36) . 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 . . .182 Open Problem 10. . 1. 2)-Type Equations p. ∞) and k ∈ {2. n = 0. (3. . .34) (10.5. .}.

1) Please recall our classiﬁcation convention in which all coeﬃcients of this equation are now assumed to be positive and the initial conditions nonnegative.1 Linearized Stability Analysis (B + C)x2 − (β + γ − A)x − α = 0. (11. . . . 3)-type equation xn+1 = α + βxn + γxn−1 . − z 2 + α(B + C) + (B + C)(A + β + γ)x n−1 A A2 183 n = 0. x= β+γ−A+ (A − β − γ)2 + 4α(B + C) 2(B + C) . The linearized equation about x is (see Section 2.2) .Chapter 11 The (3. 11.1) has a unique equilibrium which is the positive solution of the quadratic equation That is. Here we make some simple observations about linearized stability. 1. . A + Bxn + Cxn−1 n = 0. . . and the convergence of solutions in certain regions of initial conditions. . Eq(11. (11. This equation has not been investigated yet. invariant intervals. . 1.3) zn+1 − (βA − Bα) + (βC − Bγ)x zn + α(B + C) + (B + C)(A + β + γ)x (γA − Cα) − (βC − γB)x = 0. 3)-Type Equation α+βx xn+1 = A+Bxn+γxn−1 n+Cx n−1 In this chapter we discuss the (3.

then clearly fx = M = βC − γB. .1) by testing whether the hypotheses of one of the four Theorems 1.5-1. Once we have an invariant interval for Eq(11. (2. φ. These intervals are derived by analyzing the intervals where the function f (x. (11. is discussed in Section 2.8 are satisﬁed. when (11. . . . that is. ψ. . 2 (A + Bx + Cy) (A + Bx + Cy)2 Recall that an interval I is an invariant interval for Eq(11. . . if. ψ.14). yn ∈ I . .1) has a prime period-two solution .4. C C(B − C) . and (2. 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. . (11. ψ. and α < (γ − β − A)[B(γ − β − A) − C(γ + 3β − A)] . φ. The (3. φ.184 Chapter 11.1).32) are satisﬁed.1) then we may be able to obtain a convergence result for the solutions of Eq(11. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 The equilibrium x is locally asymptotically stable if Conditions (2.4) The local asymptotic stability of the two cycle 11.3) 4C 2 Furthermore. yN +1 ∈ I then for some integer N ≥ 0.5. φ.3). y) = is increasing or decreasing in x and y. . yN . see Section 2. Conditions (2. Eq(11.31) and (2. γ > β+A.2 Invariant Intervals Here we obtain several invariant intervals for Eq(11. . for n ≥ N.1) if whenever.13). B > C. If we set L = βA − αB.15) are satisﬁed. .4. ψ.6. and N = γA − αC α + βx + γy A + Bx + Cy L + My N − My and fy = .

y) is increasing in x and decreasing in y. (iv) Assume that β α γ = < .1 (i) Assume that β α γ = > .1) and in this interval the function f (x. A B C α Then 0.1) and in this interval the function f (x. y) is increasing in both variables. βC−γB is an invariant interval for Eq(11. (vi) Assume that β γ α γA − αC . (v) Assume that α β γ γA − αC > . y) is increasing in both variables. B+C βC − γB α β+γ Then A . C M α γ Then A . y) is increasing in both variables.11. C is an invariant interval for Eq(11. y) is decreasing in both variables. ≥ > βC − γB A B C γA−αC Then 0.1) and in this interval the function f (x. (iii) Assume that β α γ > > C B A and β+γ αB − βA ≤ . y) is decreasing in both variables.1) and in this interval the function f (x. C B A 185 α β Then A . . B is an invariant interval for Eq(11.1) and in this interval the function f (x. < < < B C A βC − γB α Then 0.2. A is an invariant interval for Eq(11. A is an invariant interval for Eq(11. (vii) Assume that α β γ = > .1) and in this interval the function f (x. C B A β α Then B . (ii) Assume that β γ α > > B C A and γ N ≤ . B+C is an invariant interval for Eq(11.2.1) and in this interval the function f (x. A is an invariant interval for Eq(11. y) is decreasing in both variables. Invariant Intervals Lemma 11.

(ix) Assume that α β γ = < . assuming C ≤ M we obtain N N γ α = f (0. Thus. B+C B γ β α (ii) The condition B > C > A is equivalent to M > 0. (x) Assume that β α γ < ≤ . The (3. in this case the function f is increasing in x. B A C β Then 0. A C . A M M C for all x. C is an invariant interval for Eq(11. y) ≤ f ( . B is an invariant interval for Eq(11. u) is increasing and consequently f (u. γ β α (i) The condition C = B > A is equivalent to M = 0 and L > 0. ) = . B A C γ Then 0. = f (0. y) is increasing in y and decreasing in x. L > 0. u) ≤ β β+γ = . Proof. y) ≤ f ( . y ∈ α γ .1) and in this interval the function f (x. 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 = . 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 β α γ > ≥ . 0) ≤ f (x. A B C γ Then 0. and N > 0. C is an invariant interval for Eq(11. y) is increasing in x and decreasing in y. which in turn imply that N > 0. 0) ≤ f (x.1) and in this interval the function f (x. Thus. y) is increasing in y and decreasing in x. Thus. In addition. this function γ N N is increasing in y for x < M . for every x. .1) and in this interval the function f (x. ) ≤ 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.186 (viii) Assume that Chapter 11.

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

y) < f β for all x. and N < 0. γ C ≤ γ . A . 0 ≤ f (x. Using this we obtain. 0 ≤ f (x. 0 ≤ f (x. in this case the function f is decreasing in x and increasing in y for all values of x and y. L < 0. in this case the function f is increasing in x and decreasing in y for all values of x and y. v).0 = . 0 ≤ f (x. y) ≤ f α for all x. γ for all x. and N ≥ 0. Using this we obtain. 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. γ C = γ . y ∈ 0. y ∈ 0. B B β γ α (ix) The condition A = B < C is equivalent to M < 0 and L = 0. Thus. β β . . Using this we obtain. Using this we obtain. α α . C . 2 The next table summarizes more complicated invariant intervals with the signs of the partial derivatives fx and fy . in this case the function f is increasing in x and decreasing in y for all values of x and y. y ∈ 0. C v→∞ for all v. Thus. C γ β α (x) The condition B < A ≤ C is equivalent to M < 0. B . v) is increasing in v when N > 0 and so γ f (0. y ∈ 0. Thus. which in turn imply that N > 0. L > 0. y) ≤ f 0.188 Chapter 11. C . in this case the function f is increasing in x and decreasing in y for all values of x and y. which in turn imply that N < 0. The (3. A A β γ α (viii) The condition B > A > C is equivalent to M > 0. Here we use the fact that the function f (0.0 = . C γ for all x. Thus. v) ≤ = lim f (0. y) < f 0.

A ] √ L L fx > 0 if y < − M . . . K1 ] β−A+ Signs of derivatives N M [0. Theorem 11.4. M ] if AM +(B+C)N < αM +βK+γN N N [ M . [0. fx < 0 if y < − M fy < 0 fx < 0 fy < 0 fx < 0 N N fy > 0 if x > M . − M ] if AM −L(B+C) < − M αM −βL+γM L L [− M .3.5-1. fy < 0 if x < M αM +(β+γ)N αM +(β+γ)N N [ AM +(B+C)N . − M ] if AM −(B+C)L < − M βM K+αM L L [− M .8. n→∞ . fx < 0 if y > − M fy > 0 fx > 0 fy < 0 fx < 0 fy > 0 L L fx > 0 if y > − M . B ] γ [0. . K2 ] if BM K+AM −γL > − M −CL β+γ−A+ β [0. K3 ] if AM −BL+CMK > − M K α [0.3.4.1). M ] if AM +(B+C)N < N [ M .11. C ] αM −L(β+γ) αM −L(β+γ) L L [ AM −L(B+C) . ((γ − A)M − BN )2 + 4BM (αM + βN ) 11. Then in each of the following cases lim xn = x.1 and Theorems 1.1 Let {xn } be a solution of Eq(11. 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 [0.3 Convergence Results The following result is a consequence of Lemma 11. 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 . Convergence Results 189 Case 1 2 3 4 5 6 7 8 9 Invariant intervals αM +(β+γ)N N [0.2. 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 .

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

3. . Theorem 1.3 to Eq(11.4.3) is not satisﬁed. A + Bm + CM M= α + βM + γm A + BM + Cm is m = M . m). and by observing that the only solution of the system of equations m = f (m.7.4. β γ α = < A B C (x) Condition (11. γ .1) we obtain the following global asymptotic result.2.2 Assume that γ β α < min .11.4. C B A Then the equilibrium x of Eq(11. .2.1 (vii) and (viii) respectively.3.3) is not satisﬁed. Theorem 1.4. that is.1 (ix) and (x) respectively.1 (i-iii) and Theorem 1. By applying Theorem 1. C 191 Proof. m= α + βm + γM . 2 11. M ).4.6. Convergence Results (ix) Condition (11. The proofs of statements (ix) and (x) follow by applying Lemma 11.4. The proofs of statements (vii) and (viii) follow by applying Lemma 11.2. x0 ∈ 0.2. and by observing that Eq(11.1 (iv-vi) and Theorem 1.5. The proofs of statements (i-iii) follow by applying Lemma 11.2 and linearized stability imply the following global stability result: Theorem 11.1) is globally asymptotically stable.3. The proofs of statements (iv-vi) follow by applying Lemma 11. x0 ∈ 0. α γ β < ≤ B A C and x−1 . γ .1) does not possess a prime period-two solution. M = f (M.1 Global Stability Theorem 1.8. C and x−1 .

and γA > αC. β. Show that every positive solution of Eq(11.4 Open Problems and Conjectures α. and 3γB ≥ βC ≥ γB.3 Assume that B ≤ C. Then the equilibrium x of Eq(11.3. β.1) has a positive prime period-two solution. (b) Assume that αB ≥ βA. The following global stability result is a consequence of linearized stability and the Trichotomy Theorem 1. The (3.192 Chapter 11.1) converges to the positive equilibrium. ∞). αB > βA. γ. Conjecture 11. C ∈ (0. ∞) and that Eq(11.2 Assume α.4.1) is globally asymptotically stable. A.3 Assume α. C ∈ (0.1 Assume Show that every positive solution of Eq(11. β.1) is globally asymptotically stable. Conjecture 11. C ∈ (0. Then the equilibrium x of Eq(11. ∞) and that Eq(11.4 (a) Assume that αC ≥ γA. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Theorem 11.4. Then the equilibrium x of Eq(11. Show that the positive equilibrium of Eq(11.1) is bounded. A. B. . γ. A. and 3βC ≥ γB ≥ βC.3.4. B. B. γA ≥ αC. 11. Conjecture 11.4. Theorem 11.1) is globally asymptotically stable. βA ≥ αB. γ.4.1) is a saddle point and the period-two solution is locally asymptotically stable. γB > βC.1) has no positive prime period-two solution.

.4.4. . . γ. Open Problem 11.2 Assume that the parameters in Eq(11. . Ai ∈ [0. xn+1 = (11. (11. n = 0. + ak xn−k .3 Assume that a. {An }n=0 . {Bn }∞ . A.4. In particular. {Cn }∞ n=0 n=0 n=0 n=0 are convergent sequences of nonnegative real numbers with ﬁnite limits. . . . {γn }∞ .4. A.1 Assume {αn }n=0 . 1. . .6) Obtain necessary and suﬃcient conditions so that every positive solution of the equation xn+1 = has a ﬁnite limit.5 Assume that (11. ∞). investigate the cases where 2 ≤ k ≤ 8. Open Problems and Conjectures Conjecture 11. a + a0 xn + .11.5) are period-two sequences of positive real numbers.7) Open Problem 11. . 193 ∞ ∞ Open Problem 11.6) holds. . Obtain necessary and suﬃcient conditions so that every positive solution of Eq(11.6) holds. . {βn }∞ .4. β. . k ≥ 2. . 1.7) converges to a period-two solution. . Investigate the asymptotic behavior and the periodic nature of all positive solutions of Eq(11.4 Assume that (11. k. Open Problem 11. 1.4. + Ak xn−k (11. . .4 Assume α. Show that Eq(11.1) cannot have a prime period-k solution for any k ≥ 3. A + A0 xn + .7) is periodic with period-k. ∞) for i = 0.5). B. Obtain necessary and suﬃcient conditions so that every positive solution of Eq(11. ai . n = 0. C ∈ (0.4. Investigate the asymptotic behavior and the periodic nature of all positive solutions of the diﬀerence equation αn + βn xn + γn xn−1 .5) An + Bn xn + Cn xn−1 Open Problem 11.

xn xn−1 + xn−2 + . . (See [8]. Investigate the boundedness character. 1. 1. .4. .6 Let aij ∈ (0. . . 3}. Extend to equations with real parameters.4. . n = 0. n = 0. γxn xn−1 + δxn−2 Conjecture 11. . . + xn−k−2 converges to 1. .8) converges to a period-two solution. . 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Open Problem 11.194 Chapter 11. and the asymptotic behavior of all positive solutions of the diﬀerence equation xn+1 = (See [8] and [61]. . δ ∈ [0. γ. . [47]. 2. .7 Assume that p. and [60]. The (3. (See [32] for the two dimensional case. 1.4.) αxn + βxn−1 xn−2 .5 Let k ≥ 2 be a positive integer. Show that every positive solution of the diﬀerence equation xn+1 = xn + . ∞) for i. j ∈ {1. + xn−k + xn−k−1 xn−k−2 .6 Let α. q ∈ [0. β. Extend and generalize.) Conjecture 11. . ∞). 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 . .) Conjecture 11. ∞) with γ + δ > 0. n = 0. (11. the periodic nature.4.

Open Problems and Conjectures (a) Show that every positive solution of the equation xn+1 = pxn−1 + xn−2 . (See [62].8 Assume that p ∈ (0. . (b) Show that when p<1 the positive equilibrium x = 1 1+p is globally asymptotically stable. . 195 converges to a period-two solution if and only if p = 1 + q.9 Assume that p. . . (c) Show that when p>1+q the equation possesses positive unbounded solutions. .4. (b) Show that when p<1+q every positive solution has a ﬁnite limit. ∞). ∞). q ∈ [0. . 1.4. Conjecture 11. converges to a period-two solution if p ≥ 1.) Conjecture 11. xn−1 + pxn−2 n = 0.4. q + xn−2 n = 0. .11. 1. (a) Show that every positive solution of the equation xn+1 = xn−1 .

. (See [62]. xn−2 + q n = 0. has the following trichotomy character: (i) When p > 1 every positive solution converges to the positive equilibrium. 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 . .4. converges to a period-four solution. The (3. (c) Show that when q<1 the equation possesses positive unbounded solutions.4. .11 Show that the diﬀerence equation xn+1 = p + xn−2 . 1. (b) Show that when q>1 the positive equilibrium of the equation is globally asymptotically stable. 1.) Conjecture 11.) Conjecture 11. (See [62]. (ii) When p = 1 every positive solution converges to a period-ﬁve solution. .196 Chapter 11. .) . .10 Show that every positive solution of the equation xn+1 = xn + xn−2 . . . . converges to a period-two solution if and only if q = 1. xn−1 n = 0. (iii) When p < 1 there exist positive unbounded solutions. xn n = 0. (See [62]. 1.

.4.9) with nonnegative parameters and nonnegative initial conditions such that B + D > 0 and A + Bxn + Dxn−2 > 0 for n ≥ 0.9) converges to the positive equilibrium? (c) Assume γ > β + δ + A. (See [62].9) has prime period-two solutions if and only if γ = β + δ + A. 1.10).10) (a) In addition to (11. 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.) ψ 1 1 φ . (11. . ψ. xn−1 + xn−2 n = 0.4. What other conditions are needed so that every positive solution of Eq(11.9) possesses unbounded solutions? (See [6].12 Show that every positive solution of the equation xn+1 = 1 + xn . A + Bxn + Dxn−2 (11. . where φ. . . . . n = 0. Then one can show that Eq(11. . Open Problems and Conjectures Conjecture 11.7 Consider the diﬀerence equation xn+1 = α + βxn + γxn−1 + δxn−2 .. What other conditions are needed so that Eq(11. .4. ψ ∈ (0.. 1. 197 converges to a period-six solution of the form . . φ. . φ φ ψ ψ Open Problem 11.11.) . .

.4.) Conjecture 11.4. (a) Show that when q=r every positive solution converges to a period-four solution. 1 + xn + xn−2 n = 0. ∞). . . .16 Consider the diﬀerence equation xn+1 = where p ∈ [0. r ∈ (0. .4. .4. n = 0. 1. 1. . p + qxn + rxn−2 . converges to a period-two solution. The (3. . . . xn−1 + xn−2 + xn−3 n = 0.198 Chapter 11. (See [6]. . .) Conjecture 11. xn−2 n = 0. 1. (See [6].14 Show that every positive solution of the equation xn+1 = 1 + xn−1 . 1.13 Show that every positive solution of each of the two equations xn+1 = and xn+1 = 1 + xn−1 + xn−2 . xn−1 n = 0. Conjecture 11. xn 1 + xn−1 + xn−2 . . .15 Show that every positive solution of the equation xn+1 = xn−2 . 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Conjecture 11. converges to a period-three solution. converges to a period-two solution. (b) Show that when q>r every positive solution converges to the positive equilibrium. . ∞) and q. 1. .

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

11). 1 + xn + . Show that every positive solution of xn+1 = 1 + xn + xn−k . 1. . + xn−k+1 n = 0. . converges to a periodic solution of period 2k. . ..11) possess a positive solution which converges to zero? (b) Determine. x0 .200 Chapter 11.11) converges to a period-(k+1) solution of the form (11. .17 Let k be a positive integer. . (c) Determine the set of all nonnegative initial conditions x−k . xn−k+1 n = 0. 0. . .4. . 0. The (3.12) which corresponds to the nonnegative solution {xn }∞ n=−k of Eq(11. . Then we can easily see that every nonnegative solution of the equation xn+1 = xn−k .10 Assume that k is a positive integer... the value of φ in (11. φ. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Open Problem 11.) Conjecture 11.4. . in terms of the nonnegative initial conditions x−k . k−terms (11. x0 for which the ∞ corresponding solution {xn }n=−k of Eq(11. . .12) with a given φ ≥ 0 ? (See [6]. 1. . . (a) Does Eq(11. . . . .12) with φ ≥ 0. . . . 0.11) converges to a period-(k + 1) solution of the form . . . (11.

Then for every set of initial conditions x0 . y.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 1.1) has a unique equilibrium x ∈ [a.1) ∞ has a unique solution {xn }n=−2 . (b) The equation f (x. b]3 → [a. . Let I be some interval of real numbers and let f :I ×I ×I →I be a continuously diﬀerentiable function. y. .4. z) is non decreasing in all three arguments. . As we have seen in previous chapters. Theorem A. b].4.8. x−2 ∈ I. very often a good strategy for obtaining global attractivity results for Eq(A. z) is non-decreasing in each of its arguments.1 Let [a.1) is to work in the regions where the function f (x. b] be an interval of real numbers and assume that f : [a. Then Eq(A. (A.5-1. xn−1 . the diﬀerence equation xn+1 = f (xn . 201 . x) = x. has a unique solution in the interval [a.1) converges to x. z) is monotonic in its arguments. 1. b] is a continuous function satisfying the following properties: (a) f (x. In this regard there are eight possible scenarios depending on whether f (x. We state the results for third order equations from which higher order extensions will become clear. or non decreasing in all three. y. x−1 .0. or non increasing in one and non decreasing in the other two. n = 0. b] and every solution of Eq(A. xn−2 ). x. or non increasing in two arguments and non decreasing in the third.

(b) If (m. M ). ≤ mi ≤ . m) and M = f (M. Set m0 = a and M0 = b and for i = 1.2 Let [a. b]. 2. . mi−1 . . b]. b] for each x and y ∈ [a. . m0 ≤ m1 ≤ .2) Then M ≥ lim sup xi ≥ lim inf xi ≥ m i→∞ i→∞ and by the continuity of f . Now observe that for each i ≥ 0. m) then m = M. set Mi = f (Mi−1 . Mi−1 . 2 Theorem A. b] × [a. . In view of (b). M. and mi ≤ xk ≤ Mi Set m = lim mi i→∞ Appendix for k ≥ 3i + 1. m = f (m. . ≤ Mi ≤ . m. ≤ M1 ≤ M0 . z) is non-decreasing in x and y ∈ [a. . b] is a solution of the system m = f (m. b]3 → [a. .1) has a unique equilibrium x ∈ [a. M. . b] be an interval of real numbers and assume that f : [a. and is nonincreasing in z ∈ [a. from which the result follows. m = M = x. i→∞ and M = lim Mi .0. m. (A. b] and every solution of Eq(A. Mi−1 ) and mi = f (mi−1 . M ) ∈ [a. mi−1 ). . . b] for each z ∈ [a. Then Eq(A. M ) and M = f (M. y. b] is a continuous function satisfying the following properties: (a) f (x.1) converges to x.202 Proof.

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

m) then m = M. (b) If (m. . set Mi = f (Mi−1 . y. . Now observe that for each i ≥ 0 a = m0 ≤ m1 ≤ . Theorem A.1) has a unique equilibrium x ∈ [a. b] is a continuous function satisfying the following properties: (a) f (x. . b] and every solution of Eq(A. m. M1 ≤ M0 = b. b]3 → [a. m) . y ∈ [a. Mi ≤ . Mi−1 ) and mi = f (mi−1 . i→∞ and M = lim Mi . b] is a solution of the system M = f (m. mi−1 . . Mi−1 . Then (A. M ) Therefore in view of (b) m=M from which the results follows. b] × [a. ≤ mi ≤ . .1) converges to x. Set m0 = a and M0 = b and for each i = 1. . M ) ∈ [a. M. M ) and m = f (M. 2.4 Let [a. 2 and M = f (M. . mi−1 ) . .204 Proof. . Then Eq(A. m = f (m. M. m. z) is non-increasing in x for each y and z ∈ [a. and mi ≤ xk ≤ Mi Set m = lim mi i→∞ Appendix for k ≥ 3i + 1.2) holds and by the continuity of f . b].0. b] and is non-decreasing in y and z for each x. . b] be an interval of real numbers and assume that f : [a.

2 Theorem A. .1) converges to x. . . . Then (A. . M ) then m = M. Mi−1 ) and mi = f (Mi−1 . b] is a continuous function satisfying the following properties: (a) f (x. M. m. M = f (m. Then Eq(A. M1 ≤ M0 = b and mi ≤ xk ≤ Mi Set m = lim mi i→∞ 205 for k ≥ 3i + 1. i→∞ and M = lim Mi . b] × [a. mi−1 ).1) has a unique equilibrium x ∈ [a. Mi−1 . b] and is non-increasing in y and z for each x ∈ [a. m. b]3 → [a. b] is a solution of the system M = f (M. M. mi−1 . (b) If (m. . Now observe that for each i ≥ 0 m0 ≤ m1 ≤ . .2) holds and by the continuity of f . b]. .5 Let [a. M ) and m = f (M. 2. y. z) is non-decreasing in x for each y and z ∈ [a. ≤ mi ≤ . b] and every solution of Eq(A. m). . Set m0 = a and M0 = b and for each i = 1.0. m) and m = f (m. Therefore in view of (b) m=M from which the results follows. . M ) ∈ [a. Mi ≤ . set Mi = f (mi−1 . b] be an interval of real numbers and assume that f : [a.Appendix Proof.

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

m. .1) has a unique equilibrium x ∈ [a. ≤ mi ≤ .Appendix Proof. . b] and is non-increasing in x and y for each z ∈ [a. mi−1 . b] is a solution of the system M = f (m. z) is non-decreasing in z for each x and y in [a. Set m0 = a and M0 = b and for each i = 1.0. . . . b] is a continuous function satisfying the following properties: (a) f (x. Mi−1 . M ) and m = f (M. b] and every solution of Eq(A. b] be an interval of real numbers and assume that f : [a. Now observe that for each i ≥ 0 m0 ≤ m1 ≤ . b]3 → [a. 2.1) converges to x. i→∞ and M = lim Mi . Then Eq(A. . . set Mi = f (mi−1 . . y. Therefore in view of (b) m=M from which the results follows. m) then m = M. b] × [a. M1 ≤ M0 = b and mi ≤ xk ≤ Mi Set m = lim mi i→∞ 207 for k ≥ 3i + 1. m. M. Mi ≤ . (b) If (m. 2 Theorem A. Then (A. M. m) and m = f (M.7 Let [a. M ) ∈ [a. .2) holds and by the continuity of f . mi−1 ) and mi = f (Mi−1 . b]. M = f (m. . M ). Mi−1 ).

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

. This gives 2p results of the type found in Theorems A. Therefore in view of (b) m=M from which the results follows. . . Mi ≤ . f : Ip → I n = 0. . .Appendix Proof. .3) 2 The above theorems can be easily extended to the general diﬀerence equation of order . up ) is non decreasing in the second and the third variables u2 and u3 and is non increasing in all other variables. m) and m = f (M. b] be an interval of real numbers and assume that f : [a. i→∞ and M = lim Mi .9 Let [a. . there are 2p possibilities for the function f to be non decreasing in some arguments and non increasing in the remaining arguments. b] is a continuous function satisfying the following properties: (a) f (u1 . b]p → [a. p xn+1 = f (xn . . M = f (m.2) holds and by the continuity of f . Now observe that for each i ≥ 0 m0 ≤ m1 ≤ . Mi−1 ). . M ). . . .0. Set m0 = a and M0 = b and for each i = 1. ≤ mi ≤ . where is a continuous function. Then (A. u2 . xn−1 . . . .1-A. Theorem A. . set Mi = f (mi−1 . (A. mi−1 ) and mi = f (Mi−1 .8.0. . M. Let us formulate one of these results. In this case.0. 1. m. . 2. . xn−p+1 ). M1 ≤ M0 = b and m i ≤ x k ≤ Mi Set m = lim mi i→∞ 209 for k ≥ 3i + 1. . Mi−1 . mi−1 .

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

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

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

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- Analysis and Control of Underactuated Mechanical Systems
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- 72498_apdx
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- MATH286_NotesS1P1 2 Matlab 2
- F1DB5d01

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