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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

This book contains information obtained from authentic and highly regarded sources. Reprinted material

is quoted with permission, and sources are indicated. A wide variety of references are listed. Reasonable

efforts have been made to publish reliable data and information, but the author and the publisher cannot

assume responsibility for the validity of all materials or for the consequences of their use.

Neither this book nor any part may be reproduced or transmitted in any form or by any means, electronic

or mechanical, including photocopying, microﬁlming, and recording, or by any information storage or

retrieval system, without prior permission in writing from the publisher.

The consent of CRC Press LLC does not extend to copying for general distribution, for promotion, for

creating new works, or for resale. Speciﬁc permission must be obtained in writing from CRC Press LLC

for such copying.

Direct all inquiries to CRC Press LLC, 2000 N.W. Corporate Blvd., Boca Raton, Florida 33431.

Trademark Notice:

Product or corporate names may be trademarks or registered trademarks, and are

used only for identiﬁcation and explanation, without intent to infringe.

Visit the CRC Press Web site at www.crcpress.com

© 2002 by Chapman & Hall/CRC

No claim to original U.S. 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

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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[61] G. Ladas, Open problems and conjectures, J. Diﬀer. Equations Appl. 4(5)(1998),

497-499.

[62] G. Ladas, Open problems and conjectures, J. Diﬀer. Equations Appl. 7(2001), (to

appear).

[63] M. Martelli, Introduction to Discrete Dynamical Systems and Chaos, John Wiley &

Sons, New York, 1999.

[64] Mathemathics Magazine, Problem 1572, 73(2000), 160-161.

[65] Ch. G. Philos, I. K. Purnaras, and Y. G. Sﬁcas, Global attractivity in a nonlinear

diﬀerence equation, Appl. Math. Comput. 62(1994), 249-258.

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

York, 1965.

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

1974.

[68] C. Robinson, Stability, Symbolic Dynamics, and Chaos, CRC Press, Boca Raton,

FL, 1995.

[69] H. Sedaghat, Existence of solutions of certain singular diﬀerence equations, J. Dif-

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

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

J. Math. Anal. Appl. 224(1998), 255-272.

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.

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

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

. . .4. . .6. . . .6 The Case α = β = C = 0 : xn+1 = 4. . . . . . 57 58 59 60 61 62 62 64 69 69 70 72 72 . . . . . . . . . . . . . . . . . . . . . . βxn A+Cxn−1 βxn Bxn +Cxn−1 γxn−1 . . . .2 The Case γ = A = B = 0 : xn+1 = α+βxn . . . 6. . . . . . . . . . . . . .2 Semicycle Analysis .3 The Case β = A = C = 0 : xn+1 = α+γxn . . . . . . . . . . . . .7. . . . . . . . . . . Bx 5. . . . . . . . . . 53 α 4. .4 Open Problems and Conjectures . 5 (2. . .3 Semicycle Analysis . . . . . . . . . . . . .2 Invariant Intervals . . . . . . . A+Bxn γxn−1 Bxn +Cxn−1 Pielou’s Equation . . . . . . . 79 6. .4. 6. . . . . . . .7. . . . . . .2 Semicycle Analysis of Solutions When q ≤ 1 . . . . . n 6. . . . . . . . . . . . . 6. . . . .4 The Case α = γ = B = 0 : xn+1 = 4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2)-Type Equations 53 4. . . . . 4.2 The Case q < 1 . .1 The Case p < 1 . 6. . 6. . . . 6. . . . . . . . . . .1 Introduction . . . . . . . . . . 78 n α+βxn 6. . . . .2 The Case p = 1 . . . . . . . . . . . . . .4 Global Behavior of Solutions . . . . 4. . . . . . . The Case γ = A = 0 : xn+1 = Bxα+βxn n +Cxn−1 6. . . . . . . 6. . . . . . . . .5. . .1 Invariant Intervals . . . . 6 (2. .1 Semicycle Analysis . . . . . . . . . . 4. . . . . . . . .7.5. . . . . .5. . . . . . . . . . . . . . . . . . . .3 The Case γ = B = 0 : xn+1 = A+Cxn−1 . . . . . . .6 The Case β = A = 0 : xn+1 = Bxn +Cxn−1 . . . . .5 The Case α = γ = A = 0 : xn+1 = 4. . . . . . . . . . . . . . . . . . . . . . . . .7. . . . . . . . . . . . .4. . . . . . . . . . . . 54 α 4. . . . .6. . α+γxn−1 6. . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Existence and Local Stability of Period-Two Cycles . . . . . .3 Semicycle Analysis and Global Attractivity When q = 1 . .7. . 2)-Type Equations 77 6. 55 4. . . . . . . . . . .4 . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Introduction . . . . . . . . 6. . . . . . . . . . . . . . . . . . . .3 The Case p > 1 . .6. . . . . . . . 6. . . . . . . . . . .8 Open Problems and Conjectures . . . . . . . . . .1 Introduction . .3 The Case q > 1 . . . . . . . .2 The Case β = γ = C = 0 : xn+1 = A+Bxn .1 Invariant Intervals . . . . . . . 1)-Type Equations 5. 77 α+βx 6. . . A+Bxn 6. .7 The Case α = β = A = 0 : xn+1 = 4. . . . . . 5. . . . . . . . . . . .Riccati Equation . . . . .3 Global Stability and Boundedness . . . . . . . . . . . .vi Contents 4 (1. . . . . . . . . .7. . 82 83 84 87 89 90 90 91 92 93 96 97 100 101 102 103 105 107 . . . . . . . . . . . . . . . . .Lyness’ Equation Cxn−1 n−1 5. . . . . .3 The Case β = γ = A = 0 : xn+1 = Bxn +Cxn−1 . . . . . 6. .7 The Case α = C = 0 : xn+1 = βxA+Bxn−1 . . . . . . . . . . . . . . . .6. . . . . . .4 Global Attractivity When q < 1 . . . . . . . . . . . . . . 6. . . . .2 The Case γ = C = 0 : xn+1 = A+Bxn .5 The Case β = C = 0 : xn+1 = α+γxn−1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . n +γx 6. .

. . . . . . . . . . . . . .9 The Case α = A = 0 : xn+1 = Bxn +Cxn−1 .8. . . . . . . . . . . . . . . . . 9. . . A+Cxn−1 6. .2 The Case β = γ = 0 : xn+1 = A+Bxnα n−1 . . .4 Global Stability . . . . . 9. . .2 Open Problems and Conjectures . . . . . 9.3 The Case β = 0 : xn+1 = A+Bxn +Cxn−1 . . . . . . . . . . . . . . . . . .2. . . 134 8 (3.2 The Case γ = 0 : xn+1 = A+Bxn +Cxn−1 . 6. 137 8. . . . . . . .5 Long-term Behavior of Solutions When q > 1 6. . . . . . . 131 +Cx 7. vii 107 109 110 112 113 114 117 117 123 123 7 (1. . . . . 3)-Type Equations 9. . .2. . . . . . . . . 9. . . . . . . .3. . . . . . . . . . . . . . . . . . . . . .4 The Case α = β = 0 : xn+1 = A+Bxnn−1 n−1 . . . . . . . .3 The Case α = γ = 0 : xn+1 = A+Bxβxn n−1 . . βxn 9. . . . . .5 Open Problems and Conjectures . . . . . . . . . . . . . 6. . . .5 Open Problems and Conjectures . . . . . . . .2 Invariant Intervals . . . . .1 Existence of a Two Cycle . . . . 132 n +Cx γx 7. . . . .2 Invariant Intervals . . . . 9. . . . . . . . . . . . . . . . . . . . . . 1)-Type Equations 137 8. . . . . . . . . . . . . . . . βxn +γx 6. . . . . . . . .8. . . . . . . . . . . . .10 Open Problems and Conjectures . . . 9. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3. . . . . . . . . . . . . . . . . . . . . . . . . . . 141 141 141 142 143 144 147 149 150 154 156 157 157 158 160 162 163 . . . . . . . . . . . . . . . . . . . . . . . . 9. 6. . . .9. . . . . . . . .2 Global Stability of the Positive Equilibrium . . . . . .2. . . . . . . . . n−1 6. . . . . . . . . . 138 9 (2. . . . . . . . . . . . . . . 9. . . .3 Convergence of Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . .3 Global Stability Analysis When p < q . . . . . . . .1 Boundedness of Solutions . . . . . . . . . . n +Cxn−1 9. . . . . .7. . . . . . . . . . .5 Semicycle Analysis When pr = q + qr . . . . . . . . 2 9. . . . . . . . . . . . . . . . .9. . . . . . 9. . . . . . . . . . 3)-Type Equations 131 7.2. . . . . . . . . . . . . . . . . . . . . . . . .1 Introduction . . . . . . . . . . . . . . . . . . .1 Introduction .8 The Case α = B = 0 : xn+1 = βxn +γxn−1 . . . . . . . . . . . . . . . . .2 Semicycle Analysis . . . . . . . . . .2 Convergence of Solutions . . . . . . α+γxn−1 9. . . . . . . . . . . . .3.1 Existence and Local Stability of Period-Two Cycles 9. . .9. . . . . . . . . . . . . . . . . . . . . . . . . . . . .4. . . . . .1 Invariant Intervals . .9. . . .1 Invariant Intervals and Semicycle Analysis . . . . . . .4. . . . . . 6. . . . . . . . . . . . . . . . .3 Semicycle Analysis . . 6. . . . . . . . . . . . . . . 131 7. . .3.Contents 6. . .4 The Case α = 0 : xn+1 = A+Bx+γxn−1 . . . . . .3. . . . . . α+βxn 9. . 133 +Cx 7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . .4 Global Asymptotic Stability . . . . . . . . .4 Global Stability Analysis When p > q . .

10.1 Proof of Part (b) of Theorem 10. .2 Global Stability When p ≥ r . . . . .2 Convergence of Solutions . . . . . . . . . . . . . .1 Introduction . .4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2.5 Open Problems and Conjectures . . . . . . . . . . . . . . . 10. .2. . . . . . . . 11. . . . . . . . A+Cxn−1 10. . . . . . . . . . . . . . . . Convergence Results . . . . . . . . . . . . . . . . . . .4. . . . . . . . . . . . 10. . . . . . . . . . . . . . . . . 3)-Type Equation xn+1 = A+Bxn +γxn−1 n +Cxn−1 Linearized Stability Analysis . . . . . . n +γxn−1 10. . . . 10. . . . . . . Invariant Intervals . . . . . . . . . . . . . . . . . . . . . . .3. . . .2. . . . . . . . . . . . . . . . .1 Invariant Intervals . . . .3. . . . . .2 11. . . . . . . . . . . Bxn 10. . . .1 10. . . . . . . . . A Global Attractivity for Higher Order Equations Bibliography Index . α+βx (3.3. . . .2 Proof of Part (c) of Theorem 10. . . 11. . . . . . . . . . . . . . . . . . . . . . . . 2)-Type Equations 10. . . . . . . . . . . . . . A+Bxn 10. . . .3. . . . . . . . . . . . .4 The Case A = 0 : xn+1 = α+βx+Cxn−1 . . . . . . . . . .2 The Case C = 0 : xn+1 = α+βxn +γxn−1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2. . . . . . . . . . . . . . . . 10.viii 10 (3. .1 Global Stability . . .1 Invariant Intervals . .1 10. .3 Convergence of Solutions . . .3 Contents 167 167 167 169 172 172 173 173 174 175 177 179 180 183 183 184 189 191 192 201 211 217 . . . . . . . . 11 The 11. . . . . . . . . . .1 11.4 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 The Case B = 0 : xn+1 = α+βxn +γxn−1 . . .

β. B. (1) where the parameters α. and the periodicity of solutions of all rational diﬀerence equations of the form xn+1 = α + βxn + γxn−1 . 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. the global stability. a large number of equations whose dynamics have not been thoroughly understood yet and remain a great challenge for further investigation. Every chapter in this monograph contains several open problems and conjectures related to the particular equation which is investigated and its generalizations. 1. . A + Bxn + Cxn−1 n = 0. In this sense. 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. we present the known results and derive several new ones on the boundedness. ix . as special cases.Preface In this monograph. It is an amazing fact that Eq(1) contains. 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). 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. C and the initial conditions x−1 and x0 are nonnegative real numbers. 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. 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. A. 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). In an appendix. at the end of this monograph. γ. we present some global attractivity results for higher order diﬀerence equations which may be useful for extensions and generalizations. . .

.

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

.

To Senada and Theodora .

.

in addition to the basic description of the solutions 1 . 1. The Riccati diﬀerence equation when γ = C = 0. [42]. B. γ. [21]. It is an amazing fact that Eq(1) contains as special cases. This equation is studied in many textbooks on diﬀerence equations. A + Bxn + Cxn−1 n = 0. [41]. 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. such as [1]. The techniques and results which we develop in this monograph to understand the dynamics of Eq(1) are also extremely useful in analyzing the equations in the mathematical models of various biological systems and other applications. . . β. . and the periodicity of solutions of all rational diﬀerence equations of the form xn+1 = α + βxn + γxn−1 . 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. a large number of equations whose dynamics have not been thoroughly established yet. A. (1) where the parameters α. Eq(1) includes among others the following well known classes of equations: 1. etc. we present the known results and derive several new ones on the boundedness. See Section 1.Introduction and Classiﬁcation of Equation Types In this monograph.6 where. the global stability. 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.

[18]. Lyness’ equation when γ = A = B = 0. 1. p. See [13]. See [42]. . See [13]. An example of such a problem is the following: Open Problem Find all initial points (x−1 . and Section 4. [55]. 2. and Section 1. / if and only if x0 ∈ F. n = 0. The problem of existence of solutions for diﬀerence equations is of paramount importance but so far has been systematically neglected. and the rational equation xn+1 = α + αxn + βxn−1 . 75). x0 ) ∈ R × R through which the equation xn−1 xn+1 = −1 + xn is well deﬁned for all n ≥ 0. we introduce the forbidden set of the equation. [32]. . See [24] and Sections 2. This is a fascinating equation with many interesting extensions and generalizations.4.7 and 10. it is interesting to note the similarities of the dynamics of the population model xn+1 = α + βxn−1 e−xn .2. [69]. A characteristic feature of this equation is that it possesses an invariant which can be used to understand the character of its . . [44]. 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. 1 + xn n = 0. . For example. See ([42].6 for some results in this regard. Hence the solution {xn } of Eq(2) exists for all n ≥ 0.2 Introduction and Classiﬁcation of the Riccati equation. . [57]. [49]. 1. . and Section 5.2. 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. 3. [67]. Pielou’s discrete delay logistic model when α = γ = B = 0. [66]. . 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.

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

.

1.1) if x = f (x. [4]. [22]. See also [1]. [63]. Then for every set of initial conditions x0 .1). 5 . [16]. n = 0. 1. xn = x for n ≥ 0 is a solution 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.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. [21]. Deﬁnition 1. x is a ﬁxed point of f . n=−1 A point x ∈ I is called an equilibrium point of Eq(1. that is.1. .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 . x). [41]. and [68]. or equivalently.1). x−1 ∈ I. [33]. . .1) has a unique solution {xn }∞ . [34]. (1. xn−1 ).1 Let x be an equilibrium point of Eq(1.

x−1 ∈ I we have lim xn = x. . n = 0.1) is called a source. then the equilibrium x of Eq(1. or a repeller. 1. we have n→∞ lim xn = x. x−1 ∈ I with 0 < |x0 − x| + |x−1 − x| < r. v) evaluated at the equilibrium x of Eq(1.1) is locally asymptotically stable.1) is called locally stable if for every ε > 0. Theorem 1. if there exists r > 0 such that for all x0 .6 Chapter 1.3) Let lie in the open unit disk |λ| < 1. x−1 ∈ I with |x0 − x| + |x−1 − x| < δ. Then the equation yn+1 = pyn + qyn−1 . ∂f ∂f (x.1) about the equilibrium point x. (iii) The equilibrium x of Eq(1.1) is called globally asymptotically stable if it is locally stable and a global attractor.1) is called locally asymptotically stable if it is locally stable.1 (Linearized Stability) (a) If both roots of the quadratic equation λ2 − pλ − q = 0 (1. (ii) The equilibrium x of Eq(1. Preliminary Results (i) The equilibrium x of Eq(1. . x−1 ∈ I with |x0 − x| + |x−1 − x| < γ. (vi) The equilibrium x of Eq(1.1).2) p= is called the linearized equation associated with Eq(1. and if there exists γ > 0 such that for all x0 .1.1) is called a global attractor if for every x0 . x) and q = (x. .1) is called unstable if it is not stable. we have |xn − x| < ε for all n ≥ −1. . n→∞ (iv) The equilibrium x of Eq(1. Clearly a source is an unstable equilibrium. x) ∂u ∂v denote the partial derivatives of f (u. (v) The equilibrium x of Eq(1. (1. there exists N ≥ 1 such that |xN − x| ≥ r. there exists δ > 0 such that for all x0 .

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).

In this regard there are four possible scenarios depending on whether f (x. b]. y) is non-increasing in x and nondecreasing in y.4. Now observe that for each i ≥ 0.1) converges to x. b] → [a.1. . 2. or nonincreasing in both arguments. (See Section 6. M ) = m and f (M. then m = M . ≤ Mi ≤ . .9. set Mi = f (Mi−1 .4. b] be an interval of real numbers and assume that f : [a. m0 ≤ m1 ≤ . M ) ∈ [a. Mi−1 ). or nonincreasing in one and nondecreasing in the other. and f (x. ≤ mi ≤ .4 and 6.1) has a unique equilibrium x ∈ [a. b] is a continuous function satisfying the following properties: (a) f (x. . i→∞ and M = lim Mi . at the end of this monograph. See also the Appendix. b] is a solution of the system f (m. . mi−1 ) and mi = f (mi−1 . Proof.5 ([54]) Let [a. . b] × [a. 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 nondecreasing in both arguments. b]. b] × [a. . Theorems 1. y) is nonincreasing in y ∈ [a. b] for each y ∈ [a. y) is monotonic in its arguments.) The ﬁrst theorem deals with the case where the function 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.4. . which describes the extension of these results to higher order diﬀerence equations. (b) If (m. b] and every solution of Eq(1. y) is non-decreasing in x ∈ [a.1) is to work in the regions where the function f (x. Then Eq(1. y).8 where these theorems are utilized. m) = M. Theorem 1. Global Attractivity of the Positive Equilibrium 11 Very often the best strategy for obtaining global attractivity results for Eq(1.4. See Sections 6. . .7 below are new and deal with the remaining two cases relative to the monotonic character of f (x. .8 and 1. Set m0 = a and M0 = b and for i = 1. ≤ M1 ≤ M0 and Set mi ≤ xk ≤ Mi m = lim mi i→∞ for k ≥ 2i + 1. b] for each x ∈ [a.

12 Then Chapter 1.12) and by the continuity of f . b] for each y ∈ [a. m = f (M. M ) and M = f (M. m=M from which the result follows. b] × [a. i→∞ and M = lim Mi . . b] for each x ∈ [a. . m = f (m.12) holds and by the continuity of f . Mi−1 ) and mi = f (Mi−1 .1) has no solutions of prime period two in [a. In view of (b). Then Eq(1. m=M from which the result follows. . m0 ≤ m1 ≤ . ≤ M1 ≤ M0 . b]. mi−1 ). Now observe that for each i ≥ 0. Set m0 = a and M0 = b and for i = 1. b] and every solution of Eq(1. (b) The diﬀerence equation Eq(1.1) has a unique equilibrium x ∈ [a. and f (x. Preliminary Results M ≥ lim sup xi ≥ lim inf xi ≥ m i→∞ i→∞ (1. . b]. ≤ Mi ≤ . 2 . y) is nondecreasing in y ∈ [a. 2 Theorem 1. Then clearly (1. b]. y) is non-increasing in x ∈ [a. set Mi = f (mi−1 . b] → [a. and Set mi ≤ xk ≤ Mi m = lim mi i→∞ for k ≥ 2i + 1. Proof. m) and M = f (m. M ). Therefore in view of (b). b] is a continuous function satisfying the following properties: (a) f (x.1) converges to x. . ≤ mi ≤ . .6 ([54]) Let [a. 2. m). b] be an interval of real numbers and assume that f : [a. .4. . .

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

M ). . m) and M = f (M. n ≥ −k + 1.14 Proof. . (1. Let L be a limit point of the solution {xn }∞ n=−1 (For example L is the limit superior S or the limit inferior I of the solution).5 Limiting Solutions The concept of limiting solutions was introduced by Karakostas [37] (see also [40]) and is a useful tool in establishing that under certain conditions a solution of a diﬀerence equation which is bounded from above and from below has a limit. Now with the above hypotheses. . ≤ mi ≤ . 2. . set Mi = f (Mi−1 . m = M = x. Let J be some interval of real numbers. Preliminary Results m0 = a and M0 = b and for i = 1. In this section we ﬁrst give a self-contained version of limiting solutions the way we will use them in this monograph. xn−1 ). Assume that {xn }∞ n=−1 is a solution of Eq(1. . . ≤ M1 ≤ M0 . Set Chapter 1.13) . m0 ≤ m1 ≤ .1) such that A ≤ xn ≤ B for all n ≥ −1. i→∞ and M = lim Mi . Mi−1 ) and mi = f (mi−1 . m = f (m. and mi ≤ xk ≤ Mi Set m = lim mi i→∞ for k ≥ 2i + 1. from which the result follows. . Then clearly the inequality (1. 2 1. . . B ∈ J. ≤ Mi ≤ . . J]. ∞ we will show that there exists a solution {Ln }n=−k of the diﬀerence equation xn+1 = f (xn . where A.12) is satisﬁed and by the continuity of f . . Now observe that for each i ≥ 0. and let k ≥ 1 be a positive integer. f ∈ C[J × J. . In view of (b). mi−1 ).

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

S ∈ J. f ∈ C[J × J. S0 = S. n→∞ S = lim sup xn n→∞ n = 0. Let Z denote the set of all integers {.5. . Sn ∈ [I. . and In . Then there exist two solutions ∞ {In }∞ n=−∞ and {Sn }n=−∞ of the diﬀerence equation xn+1 = f (xn . Theorem 1. . . 1. IN and SN are limit points of {xn }∞ . J]. . f ∈ C[J ν+1 . −1. with I. . as developed by Karakostas. .13) has two solutions {In }∞ n=−k with the following properties: and {Sn }∞ n=−k I0 = I. n=−ν Furthermore for every m ≤ −ν. S ∈ J. .5. xn−1 . Suppose that {xn }∞ n=−1 is a bounded solution of Eq(1. See [23] and [25] for an application of Theorem 1. . and let k ≥ 1 be a positive integer. . and let {xn }∞ n=−ν be a bounded solution of the diﬀerence equation xn+1 = f (xn . . J]. xn−ν ) which satisfy the equation for all n ∈ Z. ∞ The solutions {In }∞ n=−∞ and {Sn }n=−∞ of the diﬀerence equation (1. .2 to diﬀerence equations of the form xn+1 = Ai . with I = lim inf xn . . S] for all n ∈ Z and such that for every N ∈ Z. S] for n ≥ −k. . . Then Eq(1. In . which by the change of variables xn = y1 reduce to rational diﬀerence equations of the n form 1 . . there exist two subsequences {xrn } and {xln } of the solution {xn }∞ n=−ν such that the following are true: n→∞ (1.15) and with I. . . S0 = S We now state the complete version of full limiting sequences. xn−1 .2 ([37]) Let J be some interval of real numbers.5. with I0 = I. yn+1 = k i=0 Ai yn−i . 1.16) are called full limiting solutions of Eq(1. . . Preliminary Results Theorem 1. 1.16) associated with the solution {xn }∞ n=−k of Eq(1. Sn ∈ [I. . .1 Let J be some interval of real numbers. 0. .}. xn−ν ).16 Chapter 1. 1. .1) with limit inferior I and limit superior S. i=0 xn−i k n = 0. n = 0. (1.15).16) lim xrn +N = IN and n→∞ lim xln +N = SN for every N ≥ m.

Theorem 1. .17) is a linear equation and when αB − βA = 0. A + Bxn A diﬀerence equation of the form xn+1 = n = 0. . x0 are all real numbers) other than the material presented here. we will assume that β + A = 0. (1.6.17) possesses a prime periodtwo solution.1 Assume that (1.20) . C and the initial conditions x−1 .18).19) holds every solution of Eq(1. (1.17) reduces to βA + βxn β xn+1 = B = for all n ≥ 0. One of our goals in this section is to determine the forbidden set F of Eq(1. β. It should be mentioned here that there is practically nothing known about the forbidden set of Eq(1) (when the parameters α. B.17) regarding period-two solutions.19) β + A = 0. Then (1.21) β B (1.17). A + Bxn B The set of initial conditions x0 ∈ R through which the denominator A+Bxn in Eq(1. Eq(1. The ﬁrst result in this section addresses a very special case of Eq(1.) The other goal we have is to describe in detail the long. Furthermore when (1. Eq(1. The Riccati Equation 17 1. A. (See also [13] and [69].6 The Riccati Equation α + βxn . The proof is straightforward and will be omitted. A. we will assume that B = 0 and αB − βA = 0.18) Indeed when B = 0.17) with x0 = is periodic with period two. In the sequel. in addition to (1. (1. which is extracted from [32].6.17) will become zero for some value of n ≥ 0 is called the forbidden set F of Eq(1.17).1. .17) when x0 ∈ F. B and the initial condition x0 are real numbers is called a Riccati diﬀerence equation. 1.18) holds and that Eq(1. β.17) where the parameters α. To avoid degenerate cases.and short-term behavior of / solutions of Eq(1. γ.

17) into the diﬀerence equation wn+1 = 1 − where R= R .17) have been reduced to the single parameter R of Eq(1.23). Similar results can be obtained for Eq(1.17) through the change of variables (1. called the Riccati number of Eq(1. w Also note that the signum of R is equal to the signum of the derivative y =1− f (x) = βA − αB .17). It is interesting to note that the four parameters of Eq(1.23) and present its forbidden set F and the character of its solutions. 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. From Eq(1. . wn n = 0.18 Now observe that the change of variable xn = β+A A wn − B B Chapter 1. (A + Bx)2 of the function For the remainder of this section we focus on Eq(1.23) it follows that when R< 1 4 . (1. Preliminary Results for n ≥ 0 (1. .23) βA − αB (β + A)2 is a nonzero real number.22). 1. .

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

27) .23). . (1.23) is the sequence of points fn = n−1 2n for n = 1. . Theorem 1.2 that n→∞ lim fn = w− .25) When w0 ∈ F. the solution of Eq(1. 4 1 2 is the only equilibrium point of Eq(1. The equilibrium w+ is a global attractor as long as w0 ∈ F ∪ {w− } / and the equilibrium w− is a repeller.26) It is now clear from Theorem 1. (1. 2. 4 1− Chapter 1.6.6. 2. . . (1.23). 2.2 Assume Then 1 R< . if R > 0 and fn < w− while (fn − w− )(fn+1 − w− ) < 0 if R < 0. .23) is the sequence of points fn = n−1 n−1 w+ − w− w+ w− n n w+ − w− for n = 1.23) is given by / n+1 n+1 (w0 − w− )w+ − (w+ − w0 )w− . The forbidden set F of Eq(1.20 Theorem 1. . . . The forbidden set F of Eq(1. . .3 Assume Then w= 1 R= . wn = n n (w0 − w− )w+ − (w+ − w0 )w− n = 1.6. . . Preliminary Results √ √ 1 − 4R 1 + 1 − 4R w− = and w+ = 2 2 are the only equilibrium points of Eq(1.

6.6. . . yn = R 2 (C1 cos(nφ) + C2 sin(nφ)).28) From Theorem 1. it is a sink from the right and a source from the left. .3 it follows that the equilibrium w = 1 of Eq(1. . .1. π φ ∈ (0. more precisely. the solution of Eq(1. 1 R> . . ) 2 and √ 4R − 1 √ sin φ = . R 4R − 1 cos(nφ) + (2w0 − 1) sin(nφ) . (1.23) is given by / wn = 1 + (2w0 − 1)(n + 1) 2 + 2(2w0 − 1)n for n = 0. 1. . . 2 R n = 0. 2w0 − 1 C1 = 1 and C2 = √ .24) in this case are √ 4R − 1 1 λ± = ± i 2 2 with |λ± | = Let be such that 1 cos φ = √ 2 R Then with C1 = y0 = 1 and It follows that √ R(C1 cos φ + C2 sin φ) = y1 = w0 . 4 The characteristic roots of Eq(1. 4R − 1 n = 0. . The Riccati Equation 21 which converges to the equilibrium from the left. When w0 ∈ F. (1. 1. 1. .29) n Finally consider the case √ R. Hence wn = √ √ 4R − 1 cos(n + 1)φ + (2w0 − 1) sin(n + 1)φ √ .23) is a global 2 / attractor for all solutions with w0 ∈ F but is locally unstable.

. . wn = (4R − 1)2 + (2x0 − 1)2 .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. √ 4R − 1 1 cot(nφ) for n = 1.23) is the sequence of points √ 1 4R − 1 fn = − cot(nφ) for n = 1. 2 Let θ ∈ (− π . 2. that is. .6. π ) be such that 2 1 cos φ = √ 2 R and 1 4 √ 4R − 1 √ sin φ = .23) is given by (1. Theorem 1. For example. when R > 1 . . 1. . (1. . 2. w0 = − 2 2 The following theorem summarizes the above discussion. . 2 R Then the forbidden set F of Eq(1. . / (1. φ= π k π ∈ (0. ) N 2 (1.32) . π ) is a rational multiple of π. that is. .22 Chapter 1. assume φ is a rational multiple of π. can now be easily 4 revealed.31) from which the character of the solutions of Eq(1. 2 n = 0. Preliminary Results as long as the denominator is diﬀerent from zero.29).23). the solution of Eq(1. 2 2 When w0 ∈ F. π ) be such that 2 2 √ 4R − 1 2x0 − 1 and sin θ = cos θ = r r where r= Then we obtain. and so √ cos(nφ + φ − θ) √ cos(nφ − θ) cos φ − sin(nφ − θ) sin φ R = R cos(nφ − θ) cos(nφ − θ) √ = R (cos φ − sin φ tan(nφ − θ)) 1 wn = − 2 √ 4R − 1 tan(nφ − θ).4 Assume that R> and let φ ∈ (0. . .

. When the number φ in Theorem 1. ) p 2 1 4 cos2 φ with φ = k π N Then where k and p are positive comprimes and suppose that √ 4R − 1 1 √ cos φ = √ and sin φ = . .6.23) is periodic. The Riccati Equation 23 for some k. Theorem 1. The following theorem summarizes the above discussion. .23) is periodic with period N . . .23) with w0 ∈ F is dense in R.23) is periodic with period N . 2. N ∈ {1. Equivalently assume that A= where k. p Then every solution of Eq(1. p − 1 . 2. (ii) The set of limit points of a solution of Eq(1.6. . / for n = 1. N ∈ {1.6 Assume that the number φ in Theorem 1.} with 2k < N. .6.5 is not a rational multiple of π. Then the following statements are true: (i) No solution of Eq(1.6. 2 R 2 R or equivalently k 4R cos2 ( π) = 1.5 Assume that φ= k π π ∈ (0.} and 2k < N. 2. . then the following result is true: 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. . then every solution of Eq(1.1. . √ √ 1 1 4R − 1 4R − 1 wN = − tan(kπ − θ) = − tan(−θ) = w0 2 2 2 2 and so every solution of Eq(1.5 is not a rational multiple of π.6.

.23) and the fact that when φ is not a rational multiple of π. Statement (i) is true because. φ is a rational multiple of π. The proof of statement (ii) is a consequence of the form of the solution of Eq(1. xn−1 ). .24 Proof.33) relative to an equilibrium point x. .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. . π ).33) under appropriate hypotheses on the function f . wk = wl if and only if Chapter 1. . n = 0. (1. . or l > −1 and xl−1 < x and either m = ∞. 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. all greater than or equal to the equilibrium x. 1. A positive semicycle of a solution {xn } of Eq(1.1) consists of a “string” of terms {xl . . . then the values (nφ − θ)(mod π) for n = 0. 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. with l ≥ −1 and m ≤ ∞ and such that either l = −1. xm }. First we give the deﬁnitions for the positive and negative semicycle of a solution of Eq(1. . xl+1 . 2 2 2 1. are dense in the interval (− π . 1. or m < ∞ and xm+1 < x. . .

y) we have xN +1 = f (xN . Semicycle Analysis 25 A negative semicycle of a solution {xn } of Eq(1. x) = x. The sequence {xn } is called strictly oscillatory about x if the sequence xn − x is strictly oscillatory.33) with at least two semicycles. Thus xN +1 < x < xN +2 or m < ∞ and xm+1 ≥ x. A sequence {xn } is called strictly oscillatory if for every n0 ≥ 0. Deﬁnition 1. ∞).) Theorem 1. with l ≥ −1 and m ≤ ∞ and such that either l = −1.33) has semicycles of length one. (b) A sequence {xn } is said to oscillate about x if the sequence xn − x oscillates. .1. . We will assume that xN −1 < x ≤ xN . n2 ≥ n0 such that xn1 xn2 < 0. all less than the equilibrium x. Then except possibly for the ﬁrst semicycle. Let {xn } be a solution of Eq(1. xl+1 . Otherwise the sequence is called nonoscillatory. x) = x and xN +2 = f (xN +1 . Let x be a positive equilibrium of Eq(1.7.7. Proof. (0. y) is increasing in y for each ﬁxed x. ∞)] is such that: f (x. or l > −1 and xl−1 ≥ x and either m = ∞.33). xN ) > f (x. All other cases are similar and will be omitted. xm }. there exist n1 .7. ∞) × (0. . and f (x. Then there exists N ≥ 0 such that either xN −1 < x ≤ xN or xN −1 ≥ x > xN . every solution of Eq(1.33) consists of a “string” of terms {xl . (See Section 6. . Then by using the monotonic character of f (x. y) is decreasing in x for each ﬁxed y. xN −1 ) < f (x. .5. The ﬁrst result was established in [28] while we were working on a special case of the equation we are investigating in this monograph.1 ([28]) Assume that f ∈ C[(0.1 (Oscillation) (a) A sequence {xn } is said to oscillate about zero or simply to oscillate if the terms xn are neither eventually all positive nor eventually all negative.

3 Assume that f ∈ C[(0. ∞) × (0. 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. ∞) × (0. y) is increasing in both arguments. xN −1 ) < f (x. x) = x which completes the proof. which is a contradiction. 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. The proof in the case of negative semicycle is similar and is omitted. Theorem 1. with at least one of the inequalities being strict. 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. Let x be a positive equilibrium of Eq(1. ∞)] and that f (x.7. (0. ∞). Chapter 1. y) is increasing in x and decreasing in y. ∞)] and that f (x. ∞).33). Then by using the decreasing character of f we obtain: xN +1 = f (xN .2 Assume that f ∈ C[(0.33). Proof. Proof.33) has semicycles of length at most two. every oscillatory solution of Eq(1.7. 2 The next result applies when the function f (x. (0.33) has semicycles of length one. 2 . It follows by induction that all future terms of this solution belong to this positive semicycle. xN −1 ) > f (x. The next result applies when the function f is increasing in both arguments. y) is decreasing in both arguments. Then every oscillatory solution of Eq(1. Then except possibly for the ﬁrst semicycle. Then by using the increasing character of f we obtain: xN +1 = f (xN .26 and the proof follows by induction. The proof in the case of negative semicycle is similar and is omitted. Preliminary Results 2 The next result applies when the function f is decreasing in both arguments. Theorem 1.

y) is decreasing in y for each ﬁxed x. ∞)] is such that: f (x. (0.33). Then. xN −1 ) > f (xN .34) we obtain: xN +1 = f (xN .7. except possibly for the ﬁrst semicycle which may have length one. u) = x for every u and f (x. xN ) = x which shows that the positive semicycle has length two. y) < x for every x > y > x (1. 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.34) we obtain xN +1 = f (xN . Furthermore. The extreme in each semicycle occurs in the ﬁrst term if the semicycle has two terms. y) is increasing in x for each ﬁxed y.1. Then by using the increasing character of f we obtain xN +1 = f (xN .34) . ∞). If xN > xN −1 > x then by using the increasing character of f and Condition (1. is similar and is omitted. The proof in the case xN −1 ≥ x > xN . and f (x. and in the second term if the semicycle has three terms. ∞) × (0. x) = x which shows that the next term xN +1 also belongs to the positive semicycle.35) then {xn } oscillates about the equilibrium x with semicycles of length two or three. except possibly for the ﬁrst semicycle. Then by using the increasing character of f and Condition (1.7. Let x be a positive equilibrium of Eq(1. xN ) = x (1.4 Assume that f ∈ C[(0. if we assume that f (u. xN −1 ) < f (xN . every oscillatory solution of Eq(1. Semicycle Analysis 27 Theorem 1.33) has semicycles of length at least two. xN −1 ) > f (x. Proof. Assume that {xn } is an oscillatory solution with two consecutive terms xN −1 and xN such that xN −1 < x ≤ xN .

y) is increasing in x for each ﬁxed y. The proof of the remaining case is similar and will be omitted.34). Assume that f satisﬁes Conditions (1. instead of Condition (1.33) has monotonic solutions. and f (x. 2 Condition (1. the corresponding solution is decreasing. we assume (1. the corresponding solution is increasing.36) is satisﬁed and that x0 > x−1 > x. y) > x for every x > y > x. on the other hand. y) is decreasing in y for each ﬁxed x. Preliminary Results xN +1 = f (xN . If. Then if x0 > x−1 > x.37) . Let x be a positive equilibrium of Eq(1.36) f (x.28 and by using Condition (1. In view of Condition (1. and the proof follows by induction. 2 (1.34) and (1. and f (x.34). First.35) we ﬁnd Chapter 1.36). x−1 ) > x0 .36) we get x1 = f (x0 . ∞). assume that Condition (1. xN −1 ) < xN and the proof is complete. f satisﬁes Condition (1. If.7. Proof. x−1 ) = x. y) < x for every x < y < x then if x0 < x−1 < x. we obtain x1 = f (x0 . ∞) × (0.33). ∞)] is such that: f (x.35). then Eq(1. Theorem 1. x−1 ) > f (x−1 . Then by the monotonic character of f and (1. (0.34) is not enough to guarantee the above result.5 Assume that f ∈ C[(0.

3) n = 0.Chapter 2 Local Stability. (2. β.5) holds. . 29 .1) if and only if α = 0 and A > 0. A. . the equilibrium points of Eq(2. (2. Periodicity. .4) α + (β + γ)x A + (B + C)x (2. 1. ∞) with α + β + γ. and Invariant Intervals 2. A + Bxn + Cxn−1 Here we investigate the equilibrium points of the general equation xn+1 = where α. Eq(2. B + C ∈ (0. Semicycles.1) is well deﬁned for all n ≥ 0.5) (2.1 Equilibrium Points α + βxn + γxn−1 . C ∈ [0.2) and where the initial conditions x−1 and x0 are arbitrary nonnegative real numbers such that the right hand side of Eq(2.1) has a positive equilibrium if and only if β + γ > A.1) are the nonnegative solutions of the equation x= or equivalently (B + C)x2 − (β + γ − A)x − α = 0. ∞) (2. γ.1). B. In view of the above restriction on the initial conditions of Eq(2. in addition to the zero equilibrium . Zero is an equilibrium point of Eq(2.1) When (2.

30 Chapter 2. it is interesting to observe that when Eq(2. Semicycles.4).6 about the Riccati equation α + βxn xn+1 = . 1. . n = 0. The problem of investigating Eq(2. Set α + βu + γv f (u. Periodicity.2).1).3) and (2. except for our presentation in Section 1.1) is positive and is given by x= β+γ . [32]. . If we had allowed negative initial conditions then the negative solution of Eq(2.4) would also be an equilibrium worth investigating.9) .7) β+γ−A .1) has a positive equilibrium x. v) = (A + Bu + Cv)2 (2. . . 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) (2.1) when the initial conditions and the coeﬃcients of the equation are real numbers is of great mathematical importance and.1) is unique and is given by x= When α = 0 and A = 0 the only equilibrium point of Eq(2.) In summary.4).8). then x is unique.1). This observation simpliﬁes the investigation of the local stability of the positive equilibrium of Eq(2.8) of the quadratic equation (2. and it is given by (2. (See [13]. the quantity β + γ is positive. 2. [18]. A + Bxn there is very little known. and Invariant Intervals In fact in this case the positive equilibrium of Eq(2. B+C (2. v) = A + Bu + Cv and observe that (βA − αB) + (βC − γB)v fu (u.6) Note that in view of Condition (2.2 Stability of the Zero Equilibrium Here we investigate the stability of the zero equilibrium of Eq(2. Local Stability. it satisﬁes Eqs(2. and [69] for some results in this regard. when α = 0. B+C (2.

1. . As a consequence of these two theorems we obtain the following global result: Theorem 2. in addition to the local stability Theorem 1. 1.1.1.1) about the equilibrium point x is zn+1 − pzn − qzn−1 = 0 where p = fu (x.2.1). . . The local stability character of x is now described by the linearized stability Theorem 1. x) and q = fv (x. .2.1.1 Assume that A > 0. . 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. is globally asymptotically stable when β+γ ≤A and is unstable when β + γ > A.1.2. (A + Bu + Cv)2 31 (2. Then the zero equilibrium point of the equation xn+1 = βxn + γxn−1 . then the linearized equation associated with Eq(2. A A For the stability of the zero equilibrium of Eq(2.3.10) If x denotes an equilibrium point of Eq(2. Furthermore the zero equilibrium point is a sink when a saddle point when a repeller when A>β+γ A < β + γ < A + 2β β + γ > A + 2β.1) about the zero equilibrium point is β γ zn+1 − zn − zn−1 = 0. A + Bxn + Cxn−1 n = 0. n = 0.1). Stability of the Zero Equilibrium and fv (u. v) = (γA − αC) − (βC − γB)u . . x). . we have the luxury of the global stability Theorem 1.1.

13)-(2. are equivalent to some inequalities of the form x>ρ .1) the following: |p| < 1 − q (2.15) A2 + (γA − αC) βC − γB x > −α − . By using the identity (B + C)x2 = (β + γ − A)x + α. and Invariant Intervals 2. and it is given by (2. Periodicity.8).1) has a positive equilibrium when either or α > 0.11) and q > −1. Local Stability.15). x) = (γA − αC) − (βC − γB)x (γA − αC) − (βC − γB)x = 2 . it satisﬁes Eqs(2.14) (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 1.32 Chapter 2. x) = and q = fv (x. Semicycles.1.3 Local Stability of the Positive Equilibrium α = 0 and β + γ > A As we mentioned in Section 2.12) are equivalent to the following three inequalities: A+β+γ+2 βC − γB A2 + (βA − αB) − (γA − αC) x > −α − B+C B+C A2 − (βA − αB) − (γA − αC) B+C (2.3) and (2. we see that p = fu (x.1.4). 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. Inequalities (2.12) (A + β + γ)x > −α − (2. In these cases the positive equilibrium x is unique.11) and (2.13) (2. Eq(2.

5. 33 2. xn−1 xn .19) 1 + xn . (2. (See also [75]. . When is Every Solution Periodic with the Same Period? and/or x<σ for some ρ.1 Let p ≥ 2 be a positive integer and assume that every positive solution of Eq(2.1) with the property that every solution of the equation is periodic with the same period. . ∞). Then γ(α + β) = 0.4. σ ∈ [0. 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. and [74]. . 4. . . . 1.18) (2. . Then A = B = γ = 0. . [73]. n = 0. The following four special examples of Eq(2. = xn−1 are remarkable in the sense that all positive solutions of each of these four nontrivial equations are periodic with periods 2.1) xn+1 = xn+1 = xn+1 = xn+1 n = 0. (ii) Assume C = 0. xn 1 xn−1 . 1.4 When is Every Solution Periodic with the Same Period? 1 .1) is periodic with period p. Then the following statements are true: (i) Assume C > 0. n = 0. The following result characterizes all possible special cases of equations of the form of Eq(2. n = 0.16) (2. .) Theorem 2. . . and 6 respectively. 1. . 1.2.17) (2.4. Now if we set F (u) = (B + C)u2 − (β + γ − A)u − α. .

A+B C (2.20) is impossible. Periodicity. (i) Assume that C > 0. Then clearly x0 = xp and so from Eq(2. 5. 2 Corollary 2.16)-(2.34 Chapter 2.4. (ii) Assume C = 0 and.20) is impossible. Then we claim that A = B = 0.22) holds .20) is impossible.19) . A + B + Cxp−2 and xp−1 = x−1 = 1 we see that (2.21) we now claim that also γ = 0. and Invariant Intervals Proof. Local Stability.1) xp = Hence (A + B)x0 + (Cx0 − γ)xp−2 = α + β. In addition to (2. assume that γ(α + β) > 0. Otherwise A + B > 0 and by choosing x0 > max α+β γ .1) is periodic with period p. . we see that (2.1 Let p ∈ {2. Assume that every positive solution of Eq(2.20) α + β + γxp−2 = x0 . The proof is complete.21) holds. 3. Semicycles. 4. Then up to a change of variables of the form xn = λyn Eq(2. A+B C we see that (2. ∞).1) reduces to one of the equations (2.21) (2. Thus (2. Then by choosing x0 suﬃciently small. Hence (2. 6}.22) Otherwise γ > 0 and by choosing x0 < min α+β γ . for the sake of contradiction. (2. Consider the solution with x−1 = 1 and x0 ∈ (0.

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.27) (2.1) if and only if α + β(φ + ψ) = Bφψ with φ. ψ. . C (2. φ. φ.26) αC + β(γ − β − A) .1). φ. . is a prime period-two solution of Eq(2. ψ. ψ. Existence of Prime Period-Two Solutions 35 2. . ψ. . . .1) to have a prime period-two solution and we exhibit all prime period-two solutions of the equation.24) (2.25) (2.27) hold . (See [50]. solution with period p and furthermore the set of solutions of the equation with prime period p is nonempty. . . . .23) α + βψ + γφ A + Bψ + Cφ α + βφ + γψ A + Bφ + Cψ . ∞) and φ = ψ (2. .5 Existence of Prime Period-Two Solutions In this section we give necessary and suﬃcient conditions for Eq(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.) Furthermore we are interested in conditions under which every solution of Eq(2. Furthermore when (2.1) has a prime period-two solution if and only if γ = β + A. Assume that .26) and (2. φ. . ψ ∈ [0. is a prime period-two solution of Eq(2.5.1) converges to a period-two solution in a nontrivial way according to the following convention. not necessarily prime.2.

0. − φ.30) holds. Set un = xn−1 and vn = xn for n = 0. . That is. (2. be a two cycle of the diﬀerence equation (2. α = β = 0. . . the two cycle is . .. . . 1. φ. . B = C.1) possesses a prime period-two solution . . and φψ = 0. . (2. φ.. and φψ > 0. . B > C. C C Finally when (2. φ. Semicycles.24) holds and that Eq(2. . B and ψ = α + βφ . . ψ. . When (2. −β + Bφ (2. 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.23) and (2. . Then it follows from (2.28) Next assume that (2. ψ. . (γ − β − A)[B(γ − β − A) − C(γ + 3β − A)] α< .6 Let Local Asymptotic Stability of a Two Cycle .29) holds.31) holds. C γ−A γ−A . . B φ= β+ √ β 2 + αB . Periodicity.31) γ > β + A and When (2. . ψ. φ.36 Chapter 2.30) (2. . and φψ ≥ 0. the two cycle is . . α = β = 0.32) 4C 2 2. and Invariant Intervals or equivalently β φ> . C C with 0 ≤ φ < γ−A . . γ−A γ−A − φ. ψ. . .. φ.25) that one of the following three conditions must be satisﬁed: B = C.1). . Local Stability. . . . 0. α + β > 0. . φ. .29) (2.

2. v) = α + βv + γu A + Bv + Cu and h(u. v) α+βv+γu α + β A+Bv+Cu + γv α+βv+γu A + B A+Bv+Cu + Cv . . ψ ∂h ∂h (φ. . ∂u (A + Bφ + Cψ)2 (A + Bψ + Cφ)2 . ψ) ∂v (φ. JT 2 . the second iterate of T . 1. φ ψ is a ﬁxed point of T 2 . ψ) ∂u φ = JT 2 . Local Asymptotic Stability of a Two Cycle and write Eq(2. v) = u v = g(u. evaluated at ψ By deﬁnition ∂g ∂g (φ. By computing the partial derivatives of g and h and by using the fact that φ= α + βψ + γφ A + Bψ + Cφ and ψ = α + βφ + γψ A + Bφ + Cψ The two cycle is locally asymptotically stable if the eigenvalues of the Jacobian matrix φ lie inside the unit disk. n = 0. n +Cun Let T be the function on [0. ψ) = . .6. ∞) deﬁned by: T Then u v = v βv+γu+α Bv+Cu+A 37 . ∂v (A + Bψ + Cφ)2 [(βA − αB) − (γB − βC)ψ][(γA − αC) + (γB − βC)ψ] ∂h (φ. ψ) = . ψ) = . ψ) ∂u we ﬁnd the following identities: (γA − αC) + (γB − βC)ψ ∂g (φ. . Furthermore T2 where g(u. v) h(u. ∂u (A + Bψ + Cφ)2 ∂g (βA − αB) − (γB − βC)φ (φ. ψ) ∂v (φ. ∞) × [0.1) in the equivalent form: un+1 = vn α+βv vn+1 = A+Bvn +γun .

. A and B so that every solution of Eq(2.1). 6. . ∞) with α + β + γ. 2.6. . φ. x0 ) through which the solution of Eq(2. φ. and 10.4 for some applications. .6. A. ψ) − (φ. The basin of attraction of this two cycle is the set B of all initial conditions (x−1 .1 (c) that both eigenvalues of JT 2 unit disk |λ| < 1. A + B ∈ (0. ψ) + (φ.1) converges to the two cycle.5.7 Convergence to Period-Two Solutions When C=0 α + βxn + γxn−1 . Deﬁnition 2. . See Sections 6.2) to obtain conditions on α.7. if and only if |S| < 1 + D and D < 1. + (A + Bφ + Cψ)2 Set S= and D= ∂h ∂g (φ. A + Bxn In this section we consider the equation xn+1 = where α. . ψ). ψ) ∂u ∂v ∂h ∂g ∂h ∂g (φ. ψ. ∞) and nonnegative initial conditions and obtain a signum invariant for its solutions which will be used in the sequel (See Sections 4. ψ) = ∂v (A + Bφ + Cψ)2 (A + Bψ + Cφ)2 (γA − αC) + (γB − βC)φ . (2. be a two cycle of Eq(2. . B ∈ [0. Semicycles. 6. and Invariant Intervals [(βA − αB) − (γB − βC)ψ][(βA − αB) − (γB − βC)φ] ∂h (φ.9.38 Chapter 2.7. . That is. Periodicity.1. ψ. β. Local Stability. 6. every solution converges to a (not necessarily prime) period-two solution and n = 0. .1 (Basin of Attraction of a Two Cycle) Let . γ.33) converges to a period-two solution.33) . and 7. γ. 1. ψ) (φ. ∂u ∂v ∂v ∂u φ ψ lie inside the Then it follows from Theorem 1. ψ) (φ. β.

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. Jn+1 = (b) xn+1 − xn−1 = Jn A + Bxn for n ≥ 0.33). Then the following statements are true: (a) β+A Jn for n ≥ 0. one and only one of the following three statements is true for each solution of Eq(2.27) holds. we need the following result. (iii) xn+1 − xn−1 > 0 for all n ≥ 0. and let {xn }n=−1 be a solution of Eq(2. the proof of which follows by straightforward computations. Clearly (i) holds. In this case.33) converges to a periodtwo solution if and only if (2. In this case the subsequences ∞ {x2n }∞ and {x2n−1 }∞ of the solution {xn }n=0 are both increasing and so if we can n=0 n=0 show that they are bounded.27) holds. Set (2. the solution would converge to a period-two solution. ∞ Lemma 2. A + Bxn In particular. the solution {xn } is periodic with period-two. (β + A)J0 = 0.34) Jn = α + β(xn−1 + xn ) − Bxn−1 xn for n ≥ 0. if and only if J0 > 0 and β + A > 0. Statement (ii) holds if and only if J0 < 0 and β +A > 0. the sign of the quantity Jn is constant along each solution. if and only if. (ii) xn+1 − xn−1 < 0 for all n ≥ 0. Convergence to Period-Two Solutions When C=0 39 there exist prime period-two solutions. Finally (iii) holds. In particular.1 Assume that (2.2.) Now before we see that when B > 0 every solution of Eq(2. (See also Section 10.33).7. Now observe that xn+1 − xn−1 = β+A (xn − xn−2 ) for n ≥ 1 A + Bxn .2 where we present the complete character of solutions of Eq(2.7.33): (i) xn+1 − xn−1 = 0 for all n ≥ 0.

35) We will now employ (2.27) holds all prime period-two solutions . and Invariant Intervals n xn+1 − xn−1 = (x1 − x−1 ) β+A . Then the following statements hold: (a) Eq(2. φ. for the sake of contradiction. that the subsequence of even terms increases to ∞. + |x2N +2 − x2N | + x2N m for m = 1. of Eq(2.33) are given by (2. . (c) When (2. .27) holds.40 and so Chapter 2. Kρ + x2N 1−ρ .28). We will give the details for the subsequence of even terms. . . 2. |x2N +2 − x2N | = A+β A+β < 1. A+β A+β A+β A+β < = ρ. A + Bx2n+1 A + Bx2n A + Bx2N +1 A + Bx2N Set Then K = |x2N − x2N −2 |. ψ. To this end assume.33) converges to a period-two solution. . . . Then there exists N ≥ 0 such that ρ= Clearly for all n > N .33) has a prime period-two solution if and only if (2.35) to show that the subsequences of even and odd terms of the solution are bounded. . ≤K ρi + x2N < i=1 which contradicts the hypothesis that the subsequence of even terms is unbounded. . In summary we have established the following result. A + Bx2N +1 A + Bx2N A+β A+β |x2N − x2N −2 | < Kρ A + Bx2N +1 A + Bx2N A+β A+β |x2N +2 − x2N | < Kρ2 |x2N +4 − x2N +2 | = A + Bx2N +3 A + Bx2N +2 and by induction |x2N +2m − x2N +2(m−1) | < Kρm But then x2N +2m ≤ |x2N +2m − x2N +2m−2 | + . φ. Semicycles. . A + Bxk k=1 (2. Theorem 2. The proof for the subsequence of odd terms is similar and will be omitted. (b) When (2.7. . Local Stability.1 Assume B > 0. ψ.27) holds every solution of Eq(2. Periodicity. .

Signs of derivatives fx and fy fx > 0 N N fy > 0 if x < M . . xN ∈ I for some N ≥ 0. The following table gives the signs of fx and fy in all possible nondegenerate cases. Invariant Intervals 41 2.2. .10) and are fx (x. and N = γA − αC. n = 0. fy < 0 if x < M L + My (A + Bx + Cy)2 and fy (x. .36) are determined from the intervals where the function f (x.9) and (2. For Eq(2.8.1) the partial derivatives are given by (2. y) is monotonic in its arguments.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. y) = where L = βA − αB. then xn ∈ I for every n > N . xn−1 ).36) if xN −1 . 1. fx < 0 if y < − M fy < 0 fx < 0 and fy = 0 fx < 0 and fy < 0 fx < 0 and fy > 0 fx < 0 and fy > 0 fx < 0 N N fy > 0 if x > M . we obtain the following table of invariant intervals for Eq(2. y) = N − Mx . . 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 . (A + Bx + Cy)2 − + − − − − − − Using this table. 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 . In other words I is an invariant interval for the diﬀerence equation xn+1 = f (xn .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. (2.8 Invariant Intervals An invariant interval for Eq(2.

A−β ] if B = 0. 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. K] if C = 0 where k and K satisfy α + βk + (γ − A)K ≤ BkK ≤ α + βK − Ak β γ [ B . ] if AM +(B+C)N > 2BM αM +γN N [ M . C ] if C > 0 β β2 [ B . − M ] if AM −L(B+C) < − M √ 2 αM −βL+γM L (β−A)M +LC+ ((β−A)M +LC) +4BM (αM −γL) L [− M . M ] if AM +(B+C)N < M √ 2 N (γ−A)M −BN + ((γ−A)M −BN ) +4BM (αM +βN ) [M . (A−β)M +CN ] if B = 0 and (A − β)M + CN > 0 √ β−A+ (β−A)2 +4Bα [0. L [− M . ] if B + C > 0 √ 2(B+C) 2 +4αB α β−A+ (β−A) [A. B + α ] if A = 0 and β > 0 β α [0.42 Chapter 2. ] if B > 0 2B α [0. (γ − A)M + BL > 0 N M and B > 0 6 7 8 9 10 11 12 13 14 15 16 γ β [ C . B ] if B = 0 2 γ [ C . A−β ] if B = 0. C ] if C > 0 β αB+β 2 [ B . ] if B > 0 2B α α [ A . Semicycles. K] if C = 0 where k and K satisfy α + βk + (γ − A)K ≤ BkK ≤ α + βK − Ak γ [0. C ] if C > 0 [k. B ] if B > 0 γ γ2 [ C . K] if A = 0 where k and K satisfy α+(β+γ)k ≤ kK ≤ α+(β+γ)K B+C B+C γ [0. − M ] if L [− M . ] if AM −BL+CMK > − M 2BM K α [ α(A+β) . B(β−γ) ] if A = 0 and β > γ αM +(β+γ)N N αM +(β+γ)N N [ AM +(B+C)N . Periodicity. α > 0 and A > β √ β−A+ (β−A)2 +4Bα [0. 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 . A ] if A > 0 [k. ] if B > 0 2B α [0. 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. α > 0 and A > β √ β+γ−A+ (β+γ−A)2 +4α(B+C) [0. ] if 2CM αM +βK+γN M AM +BK+CN M > N M . A ] if A > 0 A2 +Bα β β [ B . αC+γ ] if B = 0 and γ > βC γ−βC γ [0. Local Stability. and Invariant Intervals Case 1 2 3 4 5 Invariant intervals αM +(β+γ)N N N [0. A−β ] if B = 0 and A > β L [0. B(β−γ) ] if C = 0 and β > γ αM −L(β+γ) αM −L(β+γ) L L [ AM −L(B+C) . C ] if C > 0 [k.

β.9. C ∈ [0. Is it true that p ∈ {2.37) is periodic with period p ≥ 2.9. (2. 6. ∞).5. Open Problem 2.7. Find necessary and suﬃcient conditions so that every nonnegative solution of the diﬀerence equation (2.3 Let p ≥ 2 be an integer and assume that every positive solution of Eq(2. .2.7) that every positive solution of each of the following three equations xn+1 = 1 + xn+1 = xn+1 xn−1 . xn n = 0. xn−1 ). 1. A.1) with α. Is it true that the linearized equation about a positive equilibrium point of Eq(2.4 It is known (see Sections 2. . ∞).9. γ.37) converges to a periodic solution with period p.38) (2.7. 5. n = 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. n = 0. .39) (2. . if and only if every root of the characteristic equation is a pth root of unity. . 6}? Open Problem 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. 1. ∞) × [0. . and 6.9.9. ∞) converges to a solution with period p . ∞)] is such that every positive solution of the equation xn+1 = f (xn . . 1 + xn xn + 2xn−1 . n = 0. every solution is periodic with period p ≥ 2.2 Let f ∈ C 1 [[0. = 1 + xn . . Open Problems and Conjectures 43 2. 1. In particular address the case p = 2.1 Assume that f ∈ C 1 [(0. ∞)] and let p ≥ 2 be an integer. (2. . B.40) 1 + xn−1 . ∞) × (0. (0. [0. Open Problem 2. . 1. 4. . . 4.

Conversely.) Conjecture 2. . γ.1) is bounded. Conjecture 2.7.2.1) has no period-two solution.9.5 Assume α.39) or Eq(2. Open Problem 2.44 Chapter 2. .9. β. . Determine the set of initial conditions x−1 and x0 for which the solution {xn }∞ n=−1 of Eq(2. β. A. . Semicycles. γ. B. Show that every positive solution of Eq(2. Show that the positive equilibrium of Eq(2. Periodicity. (See Sections 2.1) is a saddle point.9.33) is bounded.2 Assume α. C ∈ (0. ∞) and γ > β + A. Local Stability. A. . φ. C ∈ (0. Show that the positive equilibrium is globally asymptotically stable. determine all initial conditions (x−1 .5.7. and Invariant Intervals converges to a solution with (not necessarily prime) period-two: . 6. γ. 6. β. B. ∞) for which the solution {xn }∞ n=−1 converges to the period-two solution (2.38) or Eq(2. and 10. ∞) and that Eq(2. B.40). ψ. B ∈ (0. if (2. ψ. ∞).41) In each case.1 Assume α. C ∈ (0. Conjecture 2. A.7. A. γ. determine φ and ψ in terms of the initial conditions x−1 and x0 .1) has a positive prime period-two solution. ∞) × (0. 4. (2.3 Assume α. ∞) and that Eq(2. φ. .9. β.41) is a period-two solution of Eq(2. x0 ) ∈ (0. . .41).

. xn n = 0. 1.9.9.9.7). . β. (0. Open Problem 2. ∞)]. γ.7 Assume f ∈ C[(0.9 Extend Theorem 2. . . B. ∞).2).1) cannot have a positive prime two cycle which attracts all positive non-equilibrium solutions. Open Problem 2. C ∈ [0. . xn−1 n = 0. C ∈ [0. . . A.8 Assume f ∈ C[(0.9.9. (See Section 4.1) is bounded. A. f (xn−1 ) . . Conjecture 2.2. Open Problems and Conjectures Open Problem 2. What additional conditions should the parameters satisfy? . Obtain necessary and suﬃcient conditions on f for every solution of the diﬀerence equation xn+1 = to be bounded. Show that Eq(2. ∞)].9. with nonnegative parameters and nonnegative initial conditions such that γ = β + δ + A. ∞). 45 Obtain necessary and suﬃcient conditions in terms of the coeﬃcients so that every positive solution of Eq(2. .1 to third order diﬀerence equations xn+1 = α + βxn + γxn−1 + δxn−2 . B. A + Bxn−1 + Dxn−2 n = 0. Obtain necessary and suﬃcient conditions on f for every positive solution of the equation xn+1 = 1 + to converge to a period-two solution. 1. ∞).7.6 Assume α. ∞). (0.4 Assume that α. (See Section 5. f (xn ) . γ. β. 1. Open Problem 2.

1. . or nonhyperbolic? Extend these results to fourth order diﬀerence equation xn+1 = f (xn .10 Extend the linearized stability Theorem 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 . Local Stability. and Invariant Intervals Open Problem 2.46 Chapter 2.42) to be a repeller. . xn−1 . . xn−3 ). . Semicycles. . . 1. . 1. xn−2 . n = 0. Periodicity. n = 0. xn−1 . or a saddle point.1 to third order difference equations xn+1 = f (xn . xn−2 ). . But how about necessary and suﬃcient conditions for the equilibrium of Eq(2. (2.9. .

(3. 1. A n = 0. .2) xn+1 = α . . . (3. . Cxn−1 n = 0.1 Introduction α . 1)-type: xn+1 = n = 0.1) xn+1 = α . . Cxn−1 47 n = 0. 1. 1. . .5) xn+1 = βxn . (3. . Bxn n = 0.4) xn+1 = β . .3) xn+1 = βxn . (3. 1.6) . . . A Eq(1) contains the following nine equations of the (1. . 1. . (3. B n = 0. . . .Chapter 3 (1. (3. . . 1)-Type Equations 3. 1.

6) and (3. 3. (3. and (3. . . . Every solution of Eq(3. y0 1 1 y−1 .5). .48 Chapter 3. A n = 0.. (3. . 1)-Type Equations xn+1 = γxn−1 ..6) which by the change of variables xn = reduces to the equation yn+1 = yn . .7) are linear diﬀerence equation.4) is periodic with period four. .. Bxn n = 0.2) is periodic with period two and every solution of Eq(3. . . The remaining two equations. . 1. . Indeed the solution with initial conditions y−1 and y0 is the six-cycle: y−1 . . 1)-type Eq(3. (3.8).8) xn+1 = γ . . y−1 y−1 y0 y0 It is interesting to note that except for the equilibrium solution y = 1. every other solution of Eq(3. . . y0 . (3.9) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive.1). 1. yn−1 n = 0.2 The Case α = γ = A = B = 0 : xn+1 = β yn C βxn Cxn−1 This is the (1. 1.9) are trivial. (3. Eqs (3. 1. the initial conditions are nonnegative.4) and (3. C n = 0.10) is periodic with period six. are treated in the next two sections.10) has prime period six. . Eqs(3. Of these nine equations. (1.7) xn+1 = and γxn−1 . Eqs(3. and the denominators are always positive.10) It is easy to see that every positive solution of Eq(3. . . . namely.

from which the behavior of solutions is easily derived. . n = 0.4 Open Problems and Conjectures Of the nine equations in this chapter we would like to single out the two nonlinear equations. where f ∈ C[(0. ∞) × (0.11) + C2 −1 − 2 √ 5 n . while Eq(3. ∞). . .8) which by the change of variables xn = reduces to the linear equation yn+1 + yn − yn−1 = 0. The Case α = β = A = C = 0 : xn+1 = γxn−1 Bxn 49 γxn−1 Bxn 3. 1.6).11) is yn = C1 −1 + 2 √ 5 n n = 0. (3. (3. n = 0.3. .6) is of the form xn+1 = f (xn . Also every solution of Eq(3. 3. . (3.2).3. . which possess the property that every positive nontrivial solution of each of these two equations is periodic with the same prime period.14) (3. . 1)-type Eq(3. 1.2) and (3. (3. xn−1 ). (0. .3 The Case α = β = A = C = 0 : xn+1 = γ yn e B This is the (1. Eq(3. ∞)]. 1.15) 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. . (3. The general solution of Eq(3. respectively. . where f ∈ C[(0.12) .3) also has the property that every nontrivial positive solution is periodic with prime period four but this equation is really a variant of Eq(3. . Eq(3.2) is of the form xn+1 = f (xn ). .7) is periodic with period two but this is a linear equation. namely two and six.13) n = 0. ∞). 1. ∞)]. (0. .

1)-Type Equations Open Problem 3.2 Let k ≥ 2 be a positive integer and assume that (3. .4. 1. Conjecture 3.) Conjecture 3. Show that f (x) = 1 + x.4.14) is periodic with period k. 1. . . Obtain necessary and suﬃcient conditions on f so that every positive solution of Eq(3. 6. . and [59]. In particular address the cases: (See [10]. β. 5. [17].4.50 Chapter 3.13) holds. [0. [0. Open Problem 3.12) is periodic with period k. Show that f (x) = x. γ so that every solution of the equation xn+1 = α |xn | + βxn−1 + γ.15) holds. with real initial conditions is periodic with period k. 7.16) is periodic with prime period ﬁve. 9.1 Let f ∈ C 1 [[0. n = 0.4. ∞). xn−1 n = 0.1 Let k ≥ 2 be a positive integer and assume that (3.16) is periodic with prime period six. (3. ∞). γ ∈ (−∞. ∞)] be such that every positive nontrivial solution of the diﬀerence equation (3. .4. 8. Open Problem 3. Obtain necessary and suﬃcient conditions on α.3 Let k be a positive integer and assume that α. ∞). . (1. In particular address the cases k = 4. Obtain necessary and suﬃcient conditions on f so that every positive solution of Eq(3. β. k = 5. .2 Let f ∈ C 1 [[0. 6. ∞)] be such that every positive nontrivial solution of the diﬀerence equation xn+1 = f (xn ) .

.4. xn−1 n = 0. . ∞).5 Let {pn }∞ be a sequence of nonzero real numbers.4 Obtain necessary and suﬃcient conditions on f ∈ C[[0. 1. 1. [0.17) Open Problem 3. f (xn ) .3.4. . (3. (ii) {pn }∞ converges to ±∞. Open Problems and Conjectures 51 Open Problem 3. n = 0. n=0 . 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 = . . .4. (3. . . n=0 (iii) {pn }∞ is periodic with prime period k ≥ 2. ∞)] 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.

.

1. (4. 2)-Type Equations 4. .1) xn+1 = α . . . .4) xn+1 = βxn . 1. A + Cxn−1 n = 0.2) xn+1 = α . . 1. . (4. . 1. . .Chapter 4 (1. . A + Bxn n = 0. A + Cxn−1 n = 0.6) . . 1. . . . .5) xn+1 = βxn . . A + Bxn Eq(1) contains the following nine equations of the (1. (4. . Bxn + Cxn−1 53 n = 0. .1 Introduction α .3) xn+1 = βxn . 1. Bxn + Cxn−1 n = 0. (4. (4. (4. 2)-type: xn+1 = n = 0.

then the subsequences {x2n−1 } and {x2n } satisfy the Riccati equation γyn n = 0.6 in the Preliminary Results).2).1).2 The Case β = γ = C = 0 : xn+1 = A yn B α A+Bxn This is the (1.4) are Riccati-type diﬀerence equations. . 1. . 2)-type Eq(4. 4. Eqs(4. Similarly. yn+1 = A + Cyn It is also interesting to note that the change of variables xn = 1 yn reduces the Riccati equation (4. . . and (4. . (4.8) will not be discussed any further in this chapter.54 Chapter 4. 1.4).2) and (4. . then the subsequences {x2n−1 } and {x2n } satisfy the Riccati equation of the form of Eq(4. . (4. Bxn + Cxn−1 n = 0. the initial conditions are nonnegative. 2)-Type Equations xn+1 = γxn−1 . and the denominators are always positive.9) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. .7) xn+1 = and xn+1 = γxn−1 . 1.8) γxn−1 . A + Bxn n = 0.4) to the linear equation yn+1 = A B yn + . Indeed if {xn } is a solution of Eq(4. (4.8) are essentially Riccati equations.8).1) and (4. if {xn } is a solution of Eq(4. . . . 1. . (1.2). . Also Eqs(4. . A + Cxn−1 n = 0. from which the global behavior of solutions is easily derived.1) which by the change of variables xn = . . 1. Two of these equations. namely Eqs(4. . In view of the above. β β n = 0. . (See Section 1. (4.

2)-type Eq(4. n→∞ .12) Eq(4. .11) (4. Theorem 4. (4.1 The positive equilibrium y= −1 + √ 2 1 + 4p of Eq(4.10) is globally asymptotically stable.) We will ﬁrst 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 .3.3) which by the change of variables √ α xn = yn is transformed to the diﬀerence equation yn+1 = C B + . Theorem 4. A2 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. So if the theorem is false there should exist a ∞ solution {yn }n=−1 which is neither bounded from above nor from below.2.12) is bounded and persists. 1. It is easy to see that if a solution of Eq(4. 1. That is. lim sup yn = ∞ and n→∞ lim inf yn = 0. . (4. yn yn−1 n = 0. (See also [12].6.1 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(4.3.12) was investigated in [65].3 The Case β = γ = A = 0 : xn+1 = α Bxn +Cxn−1 This is the (1. . .4. .12) is bounded from above then it is also bounded from below and vice-versa. 1 + yn p= n = 0. 4. Proof.12) converges to √ its equilibrium B + C.2. .10) αB . .

B C B+C + > yj−1 yj−2 yi C B+C B + ≤ .1. .3. S0 = S B C + .12). . B+C B+C n = 0. {yn }n=−1 is bounded and persists. It remains to be shown that y is a global attractor of all solutions of Eq(4. . (1.56 Chapter 4. y is locally asymptotically stable for all positive values of B and C. To ∞ this end. n→∞ for n ≥ −1. . 2 √ B + C of Eq(4. B + C < yi yj ≤ B + C which is impossible. let {yn }∞ n=−1 be a solution of Eq(4. Then by Theorem 4. and S = lim sup yn . Theorem 4. yi−1 yi−2 yj Proof. and by Theorem 1.12). j − 1}. yn yn−1 n = −3.1.2 The equilibrium y = stable. . . . 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 .3.12) is globally asymptotically √ B + C is (4. The linearized equation 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.5) there exist two solutions {In }∞ n=−3 and {Sn }∞ n=−3 of the diﬀerence equation yn+1 = with the following properties: I0 = I. −2. . . . . 1.12) about the equilibrium y = zn+1 = − B C zn − zn−1 . .1 .13) for all n ∈ {−1. By the theory of limiting solutions (see Section 1.

From (4.Pielou’s This is the (1.Pielou’s Equation 57 In .4. Sn ∈ [I.15) we conclude that S=I and the proof is complete. A n = 0. . I−1 I−2 S B + C = SI. . (4. .14) and (4. and I= Hence Thus B C B+C B C + =S= = + S−1 S−2 I I I from which it follows that S−1 = S−2 = I. 1.16) . S= B C B+C + ≤ S−1 S−2 I C B+C B + ≥ . 2)-type Eq(4. S] for n ≥ −3. 1 + yn−1 β .5) which by the change of variables xn = reduces to Pielou’s diﬀerence equation yn+1 = where p= pyn .4. (4. Therefore B C B C + = I = S−1 = + S S S−2 S−3 S = S−2 . The Case α = γ = B = 0 : xn+1 = and Then βxn A+Cxn−1 .14) from which it follows that (4. C βxn A+Cxn−1 .4 The Case α = γ = B = 0 : xn+1 = Equation A yn .15) 2 4.

5 The Case α = γ = A = 0 : xn+1 = β .16) was investigated in [55]. We summarize the above discussion in the following theorem.2. (4. 0 is locally asymptotically stable when p ≤ 1 and unstable when p > 1. Then the zero equilibrium of Eq(4. p.16) is unstable and Eq(4.79) as a discrete analogue of the delay logistic equation dN N (t − τ ) = rN (t) 1 − . x is globally asymptotically stable. Furthermore. 1. which is locally asymptotically stable.6) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = p + yn . p. .17) In this case the zero equilibrium of Eq(4. Eq(4. p + yn−1 n = 0. In fact by employing Theorem 1.16) is when p > 1.75). it follows from Eq(4. t≥0 dt P which is a prototype of modelling the dynamics of single-species. .16) is globally asymptotically stable. 2)-type Eq(4. (See also ([42]. Theorem 4. 2)-Type Equations This equation was proposed by Pielou in her books ([66].1 (a) Assume p ≤ 1.16) possesses the unique positive equilibrium y = p − 1. 4.58 Chapter 4.4. ∞) and p > 1.16) is globally asymptotically stable.18) .17) holds. B + Cyn βxn Bxn +Cxn−1 This is the (1. it follows that when (4.16) that every positive solution converges to 0. Then the positive equilibrium y = p − 1 of Eq(4. p. (1.) When p ≤ 1.22) and ([67]. (b) Assume y0 ∈ (0. . So the interesting case for Eq(4.4. (4.

1. C Eq(4.19) was investigated in [28].19) (see also Section 2. 1. 73) where it was shown that its equilibrium one is globally asymptotically stable . Lemma 4. It follows directly from Eq(4.4.7.19) has semicycles of length one.6.6. (b) Assume p < 1. 0 is a repeller and y = 1 − p is a saddle point equilibrium.19) A ∈ (0. The Case α = β = C = 0 : xn+1 = where γxn−1 A+Bxn 59 B . .1. The following local result is a straightforward application of the linearized stability Theorem 1.6 The Case α = β = C = 0 : xn+1 = γ yn .19) and it is locally asymptotically stable. p. (4. B γxn−1 A+Bxn This is the (1. The oscillatory character of the solutions of Eq(4. . ∞). That is. p + yn n = 0.1. 2)-type Eq(4. except possibly for the ﬁrst semicycle. Then 0 and y = 1 − p are the only equilibrium points of Eq(4.5) that 1 yn+1 < yn−1 p and so when p>1 for n ≥ 0 .1 (e). In fact.7) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= yn−1 .1 (a) Assume p > 1. p= 4.19) and they are both unstable. Then 0 is the only equilibrium point of Eq(4. . every solution of Eq(4. γ Eq(4.18) was investigated in ([42] Corollary 3.19) is a consequence of Theorem 1.4.

1. (1. It follows from the identity (1 − p) − yn yn−1 . φ. yn n = 0.7 The Case α = β = A = 0 : xn+1 = γ Byn γxn−1 Bxn +Cxn−1 This is the (1.60 Chapter 4. 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. 4. 2)-type Eq(4. ψ. .9) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = p + where yn−1 . ∞). . . .19) converges to a period-two solution . 2)-Type Equations the zero equilibrium of Eq(4. yn+1 < yn−1 for n ≥ 0 and so every positive solution of Eq(4. ψ. . Furthermore we can see that φψ = 0 but whether there exists solutions with φ=ψ=0 remains an open question. . . n = 0. 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. . On the other hand when p = 1. (4. . 1. B This equation was investigated in [7] where it was shown that the following statements are true: p= .19) is globally asymptotically stable. . .20) C ∈ (0. . φ. .

with the possible exception of the ﬁrst semicycle. n→∞ lim 2. Moreover. n→∞ y2n+1 = p. Then the following statements are true: 1. Theorem 4. 1.20) is y = p + 1. . The linearized equation of Eq(4. the equilibrium y = p + 1 of Eq(4.20) which consists of at least two semicycles.20) to be bounded. Clearly the only equilibrium point of Eq(4. and let {yn }∞ n=−1 be a solution of Eq(4. .20) which are unbounded. Then {yn }∞ n=−1 is oscillatory.1 we obtain the following result: Theorem 4.21) As a simple consequence of the linearized stability Theorem 1. . 1] and y2 ≥ p + y0 and use induction to complete the proof. every solution of Eq(4. 4.1 The Case p < 1 Here we show that there exist solutions of Eq(4.7. ∞ (b) Let {yn }n=−1 be a solution of Eq(4.20) is globally asymptotically stable. It suﬃces to show that y1 ∈ (p. Note that 1 1−p > p + 1.1 The equilibrium point y = p + 1 of Eq(4.20) such that 0 < 1 y−1 ≤ 1 and y0 ≥ 1−p .20) which consists of a single semicycle.7. Then {yn }∞ n=−1 converges monotonically to y = p + 1. In fact the following result is true. lim y2n = ∞. and so y0 > p + 1. Theorem 4. every semicycle has length one.2 (a) Let {yn }∞ n=−1 be a solution of Eq(4.7.4.20) is locally asymptotically stable when p > 1 and is an unstable saddle point when p < 1.1. The next result about semicycles is an immediate consequence of some straightforward arguments and Theorem 1. p+1 p+1 n = 0. .7.7. (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(4.7.1. (ii) When p = 1. (iii) When p > 1.20) converges to a period-two solution. We now proceed to establish the above results.20) about the equilibrium point y = p + 1 is zn+1 + 1 1 zn − zn−1 = 0.3 Let p < 1.

1]. (c) Every solution of Eq(4. and let {yn }∞ n=−1 be a solution of Eq(4. y2n+1 < p + So as every solution of the diﬀerence equation 1 ym+1 = p + ym . Lemma 4.7.5.7. Theorem 4. Also. The following result will be useful.1 and some straightforward arguments. 4. . p2 We shall ﬁrst show that lim supn→∞ yn ≤ p−1 .20) is globally asymptotically stable.4 Let p = 1. Then {yn }n=−1 converges to a prime period-two solution of Eq(4.3 The Case p > 1 Here we show that the equilibrium point y = p + 1 of Eq(4.7. 2)-Type Equations > p. (1.7.20). See also Section 2.2 that we may assume that every semicycle of {yn }∞ n=−1 has length one. .20). Hence y2 = p + y0 y1 ≥ p + y0 . p . and that p < y0 < p + 1 < y−1 . p m = 0. that p < yn for all n ≥ −1.7. 1. Then {yn }∞ n=−1 converges monotonically to y = 2. It follows from Theorem 4.1 Let p > 1. ∞ (b) Suppose {yn }∞ n=−1 consists of at least two semicycles. . y0 y0 2 and so y1 ∈ (p. n→∞ p p−1 n→∞ Proof.7.2 The Case p = 1 The following result follows from Lemma 2. y2n−1 . ∞ (a) Suppose {yn }n=−1 consists of a single semicycle. 4. Note that for n ≥ 0.20) converges to a period-two solution if and only if p = 1. y1 = p + y−1 1 ≤p+ ≤ 1.20). Then the following statements are true.62 Indeed y1 = p + y1 y0 Chapter 4. Then p+ p2 p−1 ≤ lim inf yn ≤ lim sup yn ≤ . and let {yn }∞ n=−1 be a solution of Eq(4.

4. ∞) for each x ∈ (0. Let p N ≥ 0 such that for all n ≥ N . We shall next show that p + p−1 ≤ lim inf n→∞ yn . There clearly exists y2n = p + So as p−1 p3 + p + p(p − 1) y2n−2 >p+p 2 = . f is decreasing in x ∈ (0.20). p2 + y2n−1 < . Then the equilibrium y = p + 1 is globally asymptotically stable. p−1 Let n ≥ N . p−1 f p. Proof. ∞)] . (0. lim inf yn ≥ 2 n→∞ p p 2 We are now ready for the following result. y) = p + . x Then f ∈ C[(0. ∞). y ∈ (0. y ∈ p. ∞). Let > 0. p2 − p p−1 p2 + .p = p + p 2 p−1 p + p2 + p−1 p2 + p−1 = p2 + p3 + p = . Theorem 4.20) with prime period two. set p−1 p2 + >p . Recall that by Theorem 4.7. it follows that lim supn→∞ yn ≤ p−1 . . Hence p < f (x. Then > 0. y) < for all x.7.20).5 Let p > 1.7. It suﬃces to show that lim yn = p + 1. So let {yn }∞ n=−1 be a solution of Eq(4. and set a = p and b = Note that f and p2 + . p−1 For x.1 that y = p + 1 is a locally asymptotically stable equilibrium point of Eq(4.4. ∞). we have p−1 p3 + p(p − 1) =p+ . there exist no solutions of Eq(4.7. ∞) for each y ∈ (0. 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. n→∞ y f (x. We know by Theorem 4. ∞). and f is increasing in y ∈ (0. ∞) × (0.

. Is it bounded? Does limn→∞ yn exist? When does {yn } converge to a two cycle? .8 Open Problems and Conjectures xn+1 = A xn−k + B . . .8. p−1 p2 + p2 ≤ lim inf yn ≤ lim sup yn ≤ < n→∞ p p−1 p−1 n→∞ n→∞ lim yn = p + 1. . B ∈ (0.23) is well deﬁned for all n ≥ 0. (a) Find all initial conditions y−1 .64 Finally note that by Lemma 4. . Investigate the global behavior of the solution {yn }. . xn−l n = 0.8.) Open Problem 4. . l ∈ {0. [23]. (b) Assume that the initial conditions y−1 . p<p+ Chapter 4. be a given prime period p solution of Eq(4. Determine the set of all positive initial conditions x−l . . Show that every solution of Eq(4.6.2 (see [18]) Assume that A. B ∈ (0. . .1 Consider the diﬀerence equation where and where the initial conditions x−l . either to the equilibrium or to a periodic solution with period p ≥ 2 and that what happens and the exact value of p are uniquely determined from the characteristic roots of the linearized equation λl+1 + (See [19]. (4. [25].8. ∞).22). . . 1. . . is well deﬁned for all n ≥ 0. . [60]. .4.22) Conjecture 4. . φ2 . (1. + yn yn−1 (4. . A+B A+B A.1 Let .} with k < l. . 2)-Type Equations and so by Theorem 1.22) converges. φp . . . . x0 such that {xn }∞ converges to this periodic solution.7. x0 are arbitrary positive real numbers. y0 are such that y−1 y0 < 0 and such that Eq(4. and [61].1. n=−l Open Problem 4.23) A B λl−k + = 0. ∞) and k. . . φ1 . y0 with y−1 y0 < 0 for which the equation yn+1 = B A . 1. 2 4.

4 Determine the set G of all initial conditions (y−1 .4 Assume that (x−1 . y0 ) ∈ R × R through which the equation yn−1 yn+1 = 1 + yn is well deﬁned for all n ≥ 0 and.6 (See [13]) Find the set G of all initial points (x−1 . the asymptotic behavior.8. Show that Eq(4. Determine the set of initial conditions y−1 .19) is bounded.8. Open Problems and Conjectures 65 Conjecture 4. ∞).8.8. investigate the boundedness.8. . Open Problem 4. y0 ∈ R such that the equation (4.3 Assume that p < 1.8.19) has a solution which converges to zero. x0 ) ∈ R × R is such that the equation (4.20) possesses a solution {yn }∞ n=−1 which remains above the equilibrium for all n ≥ −1. Open Problem 4.20) is well deﬁned for all n ≥ 0. Open Problem 4.5 (a) Assume p ∈ (0. investigate the global character ∞ of {yn }n=−1 . y0 ∈ (0.8.4. For such an initial point. and the periodic ∞ nature of the solution {yn }n=−1 of Eq(4.8. Conjecture 4. (b) Let y−1 .20) is well deﬁned for all n ≥ 0. Show that {xn }∞ n=−1 is a three cycle.24) xn is well deﬁned for all n ≥ 0. (c) Discuss (a) and (b) when p < 0. Determine all initial conditions y−1 . for these initial points.24) is well deﬁned for all n ≥ 0 and bounded. Open Problem 4.2 Assume that p = 1. y0 ∈ R be such that Eq(4. ∞) ∞ for which the solution {yn }n=−1 of Eq(4. x0 ) ∈ R × R through which the equation xn−1 xn+1 = −1 + (4.3 Show that Eq(4.20). Conjecture 4.

(1.8. . f (xn ) . . ∞) does the sequence deﬁned by xn−1 .6 (Pielou’s Discrete Logistic Model. x0 ∈ (0. k.8. .8. . (0. . ∞) for i = 0. n = 0. Obtain necessary and suﬃcient conditions on f for every positive solution of the equation xn+1 = to be bounded. . . .66 Chapter 4. 1. ∞) and k ∈ {0.}. < 2 cos α 2k + 1 Open Problem 4. . + ak xn−k n = 0. see [55]. ai ∈ (0. Show that the positive equilibrium of Pielou’s discrete logistic model xn+1 = αxn . . 1. . . ∞). xn + xn−1 n = 0.) Assume α ∈ (1. . 1. . a + a0 xn + .8. 1. xn+1 = 1 + xn converges to two? . Show that every positive solution of the population model Jn+1 = Jn−1 er−(Jn +Jn−1 ) . and [67]. . with positive initial conditions is globally asymptotically stable if and only if kπ α−1 . with positive initial conditions. . Open Problem 4. 1. 1 + xn−k n = 0. . converges to a period-two solution. . [66]. Investigate the global asymptotic stability of the equilibrium points of the diﬀerence equation xn+1 = xn .9 (See [5]) For which initial values x−1 . . Conjecture 4. 2)-Type Equations Open Problem 4. 1.5 (See [27]) Assume r ∈ (0. . . . n = 0.8 Let a.7 Let f ∈ C[(0. . ∞). Conjecture 4. ∞)]. .8.

In other words. 1). each of the subsequences {y2n }∞ and {y2n+1 }n=−1 is decreasing and n=0 lim [n→∞ y2n ][n→∞ y2n+1 ] = 0. n = 0. ﬁnd the basin of attraction of the equilibrium of Eq(4.20) are bounded. 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 + . 0. . (4.4. 1 + yn−1 n = 0. .25). Investigate the asymptotic behavior of {yn }n=−1 .12 Let {pn }∞ be a convergent sequence of nonnegative real numn=0 bers with a ﬁnite limit. . . . (a) Find the set B of all initial conditions y−1 . . . 1.25) converge to zero. Open Problems and Conjectures (See also Section 4. .27) . 1. .8. . n = 0. in terms of the initial conditions y−1 and y0 of the solution.8. Open Problem 4. . ∞ More precisely. (b) Determine the limits of the subsequences of even and odd terms of every solution of Eq(4. lim p = n→∞ pn .25) with nonnegative initial conditions. y0 ∈ (0. lim (a) Find all initial points y−1 . yn yn−1 pn yn . ∞) through which the solutions of Eq(4.25) converges to a period-two solution . ∞ (b) Let y−1 . .8.8. y0 ∈ [0. 67 (4. ∞) such that the solutions {yn }∞ n=−1 of Eq(4. . 1.7) Open Problem 4.10 (See [31]) Consider the diﬀerence equation yn+1 = yn−1 e−yn .25). . . ∞ One can easily see that every solution {yn }n=−1 of Eq(4.11 Assume p ∈ (0. Open Problem 4. y0 ∈ B. . 0. . .26) (4.

68 pn + yn . 2)-Type Equations yn+1 = n = 0. yn Chapter 4. n = 0. .8. yn For those equations from the above list for which you were successful.13 Let {pn }∞ be a periodic sequence of nonnegative real numbers n=0 with period k ≥ 2. (1.34) yn+1 = yn+1 = −1 + yn−1 .14 For each of the following diﬀerence equations determine the “good” set G ⊂ R × R of all initial conditions (y−1 . extend your result by introducing arbitrary real parameters in the equation. .30). .29) (4.(4.28) (4.8.26) . n = 0.32) (4. Open Problem 4. pn + yn−1 yn−1 . y0 ) ∈ G. pn + yn yn−1 . 1. 1 − yn−1 1 + yn . Then for every (y−1 . 1. 1. . . (4. . investigate the long term behavior of the solution {yn }∞ n=−1 : yn+1 = yn . .31) yn+1 = (4. Investigate the global character of all positive solutions of each of Eqs(4. 1 − yn−1 yn−1 . . y0 ) ∈ R × R through which the equation is well deﬁned for all n ≥ 0.30) yn+1 = yn+1 = pn + Open Problem 4. . . 1 − yn (4. .33) (4.

1) xn+1 = α + βxn . . 1. .5) xn+1 = α + γxn−1 . Bxn n = 0. . 1. . . .4) xn+1 = α + γxn−1 . .6) . (5. 1. (5. (5. .3) xn+1 = α + γxn−1 . 1. . . Cxn−1 69 n = 0.1 Introduction α + βxn . A n = 0. A Eq(1) contains the following nine equations of the (2. . 1)-Type Equations 5. Cxn−1 n = 0.2) xn+1 = α + βxn . . . . . (5. (5. . (5.Chapter 5 (2. 1. . 1)-type: xn+1 = n = 0. . 1. Bxn n = 0.

(5. (5.9) to Eq(4. . which will be investigated in the next two sections. .8) βxn + γxn−1 . . yn−1 α+βxn Cxn−1 . 1)-type Eq(5.70 Chapter 5. . 1)-Type Equations xn+1 = βxn + γxn−1 . (5.1). . the initial conditions are nonnegative.7) xn+1 = and xn+1 = βxn + γxn−1 . 1.Lyness’ This is the (2. which was investigated in Section 4.8) to Eq(4. (5. Cxn−1 n = 0.2).5. B reduces Eq(5. . Bxn n = 0. (2. . . 1. The change of variables γ xn = yn .7.5). .6) is essentially like Eq(5.2 The Case γ = A = B = 0 : xn+1 = Equation p + yn .4) and (5. γ Finally the change of variables xn = γ β + yn . . which was investigated in Section 4. Of these nine equations. 1. . and the denominators are always positive. Eq(5. Eqs(5. .3) which by the change of variables reduces to the equation yn+1 = n = 0.20) with p = β . 5. C C γ reduces Eq(5.2) is a Riccati equation and Eq(5.10) .18) with p = β .9) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. . 1. Therefore there remain Eqs(5.7) are linear. (5. A n = 0.3) and (5.

. It was also shown in [44] by using KAM theory that the positive equilibrium y of Eq(5. and [72] and the references cited therein. . . (5.1 Assume that p > 0. [43]. β2 p=1 was discovered by Lyness in 1942 while he was working on a problem in Number Theory. contains at least two and at most three terms. This result was also established in [49] by using a Lyapunov function.10) is stable but not asymptotically stable. y−1 y−1 y0 y0 Eq(5.5.) In this special case.. 131) for the history of the problem. Concerning the semicycles of solutions of Eq(5.Lyness’ Equation 71 p= The special case of Eq(5. (b) Every nontrivial semicycle. [42]. The Case γ = A = B = 0 : xn+1 = where α+βxn Cxn−1 . the equation becomes 1 + yn yn+1 = . after the ﬁrst one. (See ([42]. y0 . n = 0.10) has a limit. . 1 + y0 1 + y−1 + y0 1 + y−1 . .12) from which it follows that every solution of Eq(5.11) with initial conditions y−1 and y0 is the ﬁve-cycle: y−1 .2.10) is bounded from above and from below by positive constants.. It was shown in [30] that no nontrivial solution of Eq(5. Indeed the solution of Eq(5.10) are true: (a) The absolute extreme in a semicycle occurs in the ﬁrst or in the second term. .10) where αC .10) possesses the invariant In = (p + yn−1 + yn ) 1 + 1 yn−1 1+ 1 yn = constant (5. There is substantial literature on Lyness’ Equation.2. [71]. .11) yn−1 every solution of which is periodic with period ﬁve. 1. Then the following statements about the positive solutions of Eq(5. See [11]. . p.10) the following result was established in [43]: Theorem 5. [57]-[59].

4.13) αB .7.1. By the linearized stability Theorem 1.10) is bounded from above and from below by positive numbers. . 1)-Type Equations 5. (2.13) is a saddle point.1 one can see that the unique equilibrium point √ 1 + 1 + 4p y= 2 of Eq(5.1 one can see that except possibly for the ﬁrst semicycle. 1. α+γxn−1 Bxn This is the (2.10) without using essentially the invariant. To this day we have not found a proof for the boundedness of solutions of Eq(5.10) is bounded without using the invariant (5. one can easily see that every solution of Lyness’ Eq(5.4 Open Problems and Conjectures By using the invariant (5.13) was investigated in [28]. .72 Chapter 5. 1)-type Eq(5. every oscillatory solution of Eq(5. 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 . 5.12).13) is a consequence of the identity yn+1 − yn−1 = yn−1 − yn−2 yn for n ≥ 1.1 Show that every solution of Lyness’ Eq(5.13) has semicycles of length one. . yn (5. γ2 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 ∞. Concerning the nonoscillatory solutions of Eq(5.13) one can easily see that every nonoscillatory solution of Eq(5.3 The Case β = A = C = 0 : xn+1 = γ yn B n = 0. By Theorem 1.12). . Open Problem 5. The global character of solutions of Eq(5.13) converges monotonically to the equilibrium y.

∞). 1. ∞)]. Conjecture 5. ∞)]. (0. When we allow the initial conditions to be real numbers the equation yn+1 = p + yn yn−1 (5. ∞)] and that the diﬀerence equation (5. Show that the linearized equation of Eq(5. we oﬀer the following open problems and conjectures.4.14) Open Problem 5.15) are unbounded is a set of measure zero.3 Assume that f ∈ C[(0.1 Assume that f ∈ C[(0. Obtain necessary and suﬃcient conditions in terms of f so that every positive solution of the diﬀerence equation xn+1 = is bounded. xn−1 n = 0.15) is well deﬁned for all n ≥ 0.14) possesses a (nontrivial) invariant.4.4. f (xn ) .4. Determine the set G of all initial conditions y−1 .) Assume p ∈ (−∞.15) may not even be well deﬁned for all n ≥ 0.4.5. To illustrate. we oﬀer the following open problems and conjectures. (5.4. Show that the subset of G through which the solutions of Eq(5. . (0.2 Assume that f ∈ C[(0. ∞). Open Problem 5. .2 Let G be the set of initial conditions deﬁned in the Open problem 5. Obtain necessary and suﬃcient conditions in terms of f so that the diﬀerence equation (5. ∞) through which Eq(5.4. (0. What is it that makes Lyness’ equation possess an invariant? What type of diﬀerence equations possess an invariant? Along these lines. ∞).4 (See [26].14) about x does not have both eigenvalues in |λ| < 1 and does not have both eigenvalues in |λ| > 1.14) possesses a unique positive equilibrium point x and a nontrivial invariant. Open Problems and Conjectures 73 Open Problem 5. y0 ∈ (−∞. Conjecture 5.4. . . ∞).

∞) through which Eq(5.4. 1)-Type Equations Conjecture 5. .4. .4.15) is not well deﬁned for all n ≥ 0. yn−k−1 n = 0. Conjecture 5. y0 ) ∈ (−∞. .4. yn−1 yn−3 n = 0. . . ∞) × (−∞. . 1.4. . Conjecture 5. . . Show that the set of points (y−1 .4 Show that every positive solution of the equation yn+1 = converges to a period-six solution. . y0 ) ∈ G. 1 + . Determine the periodic character and the asymptotic behavior of all solutions with (y−1 . .3 Assume p ∈ (−∞.5 (See [20]) Show that every positive solution of the equation yn+1 = 1 1 .6 Find the set G of all initial points (y−1 . 1. . . yn yn−4 + . . + yn−k . Conjecture 5. yn n = 0. 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 ≥ 0.74 Chapter 5. has a nontrivial positive solution which decreases monotonically to the equilibrium of the equation. Open Problem 5. 1. ∞). + yn yn−1 yn−3 yn−4 n = 0. 1.4.6 Show that the equation yn+1 = 1 + yn−1 . (2.5 Determine all positive integers k with the property that every positive solution of the equation yn+1 = is periodic. converges to a period-three solution. Open Problem 5.

. see [59]) Let A ∈ (0. . . . xn xn−1 n = 0.8 (The Gingerbreadman Map. Open Problems and Conjectures 75 Conjecture 5. . 1. 2 αxn . 1. Conjecture 5.16) A A 1+yn 2 reduces Eq(5. When δ = 1. (5.5. .4. 1 if A < 1 if A = 1 δ= 0 −1 if A > 1. (5.4.4. (1 + xn )xn−1 n = 0.17) is called the Gingerbreadman Map and was investigated by Devaney [17]. Show that every positive solution of May’s Host Parasitoid Model xn+1 = is bounded. A} n . .7 (May’s Host Parasitoid Model. see [59]) Assume α > 1. Show that every positive solution of the equation xn+1 = is bounded. ∞). . 1. Eq(5.17) yn+1 = |yn | − yn−1 + δ. . . Note that the change of variables n e y2 max{x2 .16) to where xn = −1+yn 2 if A > 1 if A = 1 if A < 1 n = 0.

.

1. A + Bxn n = 0. . (6. A + Bxn Eq(1) contains the following nine equations of the (2.1) xn+1 = α + βxn . . . . 1. 2)-Type Equations 6. Bxn + Cxn−1 77 n = 0.3) xn+1 = α + γxn−1 .Chapter 6 (2.6) . .4) xn+1 = α + γxn−1 . Bxn + Cxn−1 n = 0. A + Cxn−1 n = 0. . 1. (6. (6.1 Introduction α + βxn . .5) xn+1 = α + γxn−1 . . . (6. (6. (6. . . 1. 1. . . . 2)-type: xn+1 = n = 0. 1. . . A + Cxn−1 n = 0.2) xn+1 = α + βxn . . .

Bxn + Cxn−1 n = 0. To avoid a degenerate situation we will assume that αB − βA = 0. 2)-Type Equations xn+1 = βxn + γxn−1 . A + Cxn−1 n = 0.2 The Case γ = C = 0 : Equation xn+1 = α+βxn A+Bxn . . the initial conditions are nonnegative. (6.78 Chapter 6. .7) xn+1 = βxn + γxn−1 . α + γzn . Therefore we will omit any further discussion of Eq(6. 1. . α + γzn . . (2. and the denominators are always positive.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. . .Riccati This is the (2.9) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. In fact if {xn }∞ n=−1 is a positive solution of ∞ ∞ Eq(6.6. (6. .5). . . for n ≥ −1. 1.1). . .5) is essentially similar to Eq(6. . See Section 1. A + Czn n = 0. Eq(6. (6. 2)-type Eq(6. 1. 1. . 6. . A + Czn for n ≥ 0 n = −1.1) which is in fact a Riccati equation. . 0. A + Bxn n = 0.8) xn+1 = βxn + γxn−1 . . .

.1 we obtain the following result. 6.3. See also [36].1.1 The equilibrium y of Eq(6.3 The Case γ = B = 0 : xn+1 = A yn C α+βxn A+Cxn−1 This is the (2.1) is globally asymptotically stable. (6.3.10) is a very simple looking equation for which it has long been conjectured that its equilibrium is globally asymptotically stable. 1 + yn−1 n = 0. . 2 A A (Eq(6.2: Theorem 6.2.10) αC β and q = .10) are the following: Theorem 6. .1 Every solution of Eq(6.1 The positive equilibrium of Eq(6.) Eq(6. 2)-type Eq(6.6.10) has the unique positive equilibrium y given by p= y= q−1+ (q − 1)2 + 4p 2 .10) is bounded from above and from below by positive constants. 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< .3.10) is locally asymptotically stable for all values of the parameters p and q. The main results known about Eq(6.6. To this day. . 1. Eq(6. 4 Now the following result is a consequence of Theorem 1. Lemma 6. By applying the linearized stability Theorem 1.10) was investigated in [42] and [43].2) which by the change of variables xn = reduces to the equation yn+1 = where p + qyn . the conjecture has not been proven or refuted.

0 ≤ y1+nk − ynk = p + [(q − 1) − ynk −1 ]ynk <0 1 + ynk −1 2 which is a contradiction and the proof is complete. We present the proofs for positive semicycles only. Then there exists a subsequence {y1+nk }∞ such k=0 that k→∞ lim nk = ∞. except possibly for the ﬁrst semicycle. (ii) The extreme in each semicycle occurs at either the ﬁrst term or the second. Proof. there is at most one term which follows the extreme.10) is described by the following result: ∞ Theorem 6.80 Chapter 6. 2)-Type Equations Proof. in every semicycle. for suﬃciently large k. every semicycle contains two or three terms.3. From (6. The proofs for negative semicycles are similar and will be omitted. the remaining terms in a positive semicycle are strictly decreasing and in a negative semicycle are strictly increasing. (iv) Assume q ≤ p. (iii) In any two consecutive semicycles. Then. . Now assume for the sake of contradiction that the solution is not bounded from above.2 Let {yn }n=−1 be a nontrivial solution of Eq(6. (2. Let {yn } be a solution of Eq(6. has at least two terms. except perhaps for the ﬁrst one. their extrema cannot be consecutive terms. then p yn+1 ≥ 1+M and so it is also bounded from below. k→∞ Hence. The oscillatory character of solutions for Eq(6. if the solution is bounded from above by a constant M . Furthermore after the ﬁrst.10). Then the following statements are true: (i) Every semicycle. Clearly. k→∞ lim y1+nk = ∞.10) we see that yn+1 < qyn + p for n ≥ 0 and so k→∞ lim ynk = lim ynk −1 = ∞. Furthermore. and y1+nk = max{yn : n ≤ nk } for k ≥ 0.10).

So assume that for some N ≥ 0 the last two terms in a negative semicycle are yN −1 and yN with yN −1 ≥ yN . 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.3. the terms yN . > 1 + yN −1 1+y (ii) Assume that for some N ≥ 0. yN +1 > y and p p +q +q yN +2 1 p + qyN +1 yN +1 = = < y = 1. < < 1 + yN +1 1 + yN +1 1+y 2 Theorem 6. 1 + yN −1 1 + yN (iv) Assume that for some N ≥ 0.10) is globally asymptotically stable if one of the following two conditions holds: (i) q < 1.6. yN +1 . (ii) q≥1 and either p ≤ q or q < p ≤ 2(q + 1). α+βxn A+Cxn−1 81 yN −1 < y Then yN +1 = and yN ≥ y. . The opposite case is similar and will be omitted. the ﬁrst two terms in a positive semicycle are yN and yN +1 . The Case γ = B = 0 : xn+1 = (i) Assume that for some N ≥ 0. p + qyN p + qy = y. Then yN +3 = p + qyN +2 p + qyN +1 p + qy = y.3 The positive equilibrium of Eq(6. Then yN +1 = p + qyN p + qyN +1 < = yN +2 . Then yN ≥ y.3. and yN +2 are all in a positive semicycle.

C . 1.1. . Chapter 6. The following result is a consequence of the linearized stability Theorem 1. 2)-type Eq(6. (ii) The proof when p<q follows by applying Theorem 1.82 Proof. 2)-Type Equations (i) In view of Lemma 6. . B (6. Theorem 3.1. .2.3.4 The Case γ = A = 0 : xn+1 = β yn B α+βxn Bxn +Cxn−1 This is the (2. p. (2. For the proof when see ([42].4.1. Then Eq(6. let i = lim inf yn n→∞ and s = lim sup yn n→∞ which by Theorem 6.3. it remains to show that every solution {yn }∞ of Eq(6.3) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= yn + p . This result was ﬁrst established in [43]. To this end. yn + qyn−1 αB β2 n = 0.3 (f). 1 ≤ q ≤ p ≤ 2(q + 1) 2 6.4.10) yields i≥ Hence and so because q < 1.10) n=−1 tends to y as n → ∞.11) and q = Eq(6. 1+i from which the result follows.11) was investigated in [15]. p + (q − 1)i ≤ is ≤ p + (q − 1)s i≥s p + qi 1+s and s ≤ p + qs . 71).1 exist and are positive numbers. .

1 . q for all n > k.11) is locally asymptotically stable for all values of the parameters p and q.1 Invariant Intervals The following result establishes that the interval I with end points 1 and p is an invariq ant interval for Eq(6.4.4. Then the following statements are true: (a) Assume p < q and suppose that for some k ≥ 0. for some k ≥ 0. p q p .11). 6. (b) The proof is similar and will be omitted. Then yn ∈ 1. Lemma 6. yk ∈ 1.6. two consecutive values yk−1 and yk of a solution lie in I.1 q p . 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. yk ∈ Then yn ∈ p . (b) Assume p > q and suppose that for some k ≥ 0. v) = u + qv is increasing in u and decreasing in v. yk−1 . . The Case γ = A = 0 : xn+1 = α+βxn Bxn +Cxn−1 83 Theorem 6. yk + p yk + p yk+1 = ≤ = 1. Indeed. ∞). q for all n > k. then ym ∈ I for all m > k. yk−1 .1 Let {yn }∞ n=−1 be a solution of Eq(6. (a) The basic ingredient behind the proof is the fact that when u. v ∈ [ p .1 The unique positive equilibrium point y= 1+ 1 + 4p(q + 1) 2(q + 1) of Eq(6.11) in the sense that if. Proof.4.4. the q function u+p f (u.

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)

.

. q Hence for every solution {yn }∞ n=−1 of Eq(6. 1].4.22) we see that Li = 1 for i = 1. .4.2 that [1. . p ]. assume that p < q. it converges to a periodic solution with period-four which q is not the equilibrium. Recall from Lemma 6. L1 . . . 2)-Type Equations is either identically equal to one or else it is strictly monotonically convergent. L3 . we assume that p > q. v) = u+p u + qv is increasing in u and decreasing in v.11) with two consecutive values in [1.19) to the solution (6. Theorem 1.4. By applying (6. p ]. Now. (2. p ] is an invariant interval. p ] converges to y.88 Chapter 6. First. 2 .5 applies and so every solution of Eq(6.14) to this period four solution we obtain a contradiction and so every solution of Eq(6. lim yn = 1. 2. 2. Set Li = n→∞ y4n+i lim Thus clearly . Case 2 Assume p = q.11) must lie eventually in [1. (6. 4 and so n→∞ for i = 1.22) is a periodic solution of Eq(6. 3. L4 . 4. In this interval the function q f (u. we can see that if a solution is not eventually in [1. In this interval the q function u+p f (u.7 that every solution of Eq(6. Under the assumption that q ≤ 1 + 4p.11) n→∞ lim yn = y and the proof is complete. As in Case 2 we can see that every solution of Eq(6. (b) The proof follows from the discussion in part (a).11) must eventually lie in the interval [ p . By q using an argument similar to that in the case p = q. v) = u + qv is decreasing in both variables and so it follows by applying Theorem 1.11) converges to y. L2 . 3. By applying (6. .11) with period four.

5. ψ ∈ (0.23) was investigated in [28].1 The equilibrium y of Eq(6. .24) . The Case β = C = 0 : xn+1 = α+γxn−1 A+Bxn 89 α+γxn−1 A+Bxn 6. . A (6. .23) converges to a period two solution. Theorem 6. φ. Then every solution of Eq(6.23) and q = (Eq(6.1. φ.5. . if and only if q = 1. . γ . .) The only equilibrium point of Eq(6.2 (a) Eq(6. 1 + yn αB A2 n = 0. ψ.5 The Case β = C = 0 : xn+1 = A yn B This is the (2. and is an unstable saddle point when q > 1. .25) holds.25) holds.7. 1. Then the values φ and ψ of all prime period-two solutions (6.25) (b) Assume (6.23) is locally asymptotically stable when q < 1.23) has a prime period-two solution .23) is y= q−1+ (q − 1)2 + 4p 2 and by applying the linearized stability Theorem 1. (c) Assume that (6.6. (6. .4) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + qyn−1 . the following result is a consequence of the results in Section 2.24) are given by {φ. Concerning prime period-two solutions. ∞) : φψ = p}. . 2)-type Eq(6.5. ψ.1 we obtain the following result: Theorem 6. (6.

4 Assume that q < 1. So assume for the sake of contradiction that for some n0 ≥ K. (a) This follows immediately from Theorem 1. yn0 > yn0 −1 . 1−q n ≥ 0. 2)-Type Equations 6. yn0 ) < f (y.23) is globally asymptotically stable. Proof. an oscillatory solution {yn } of Eq(6. (b) Assume p ≥ q.90 Chapter 6. Proof.1 (b) Let {yn } be a nonoscillatory solution of Eq(6. yn0 −1 ) < f (yn0 .7.23).23) converges monotonically to the equilibrium y. Then the following statements are true: (a) After the ﬁrst semicycle.23) and let y denote the unique positive equilibrium of Eq(6. Clearly. (2.5. The case where yn−1 < y for n ≥ K is similar and will be omitted. Then the positive equilibrium of Eq(6. 1 + yn p + . Then every nonoscillatory solution of Eq(6.23) oscillates about the equilibrium y with semicycles of length one.26) . (6.5.2 The Case q < 1 The main result in this section is the following: Theorem 6.23).5.23) are as follows: Theorem 6. 1 + yn0 2 p + qx 1+x 6. p + qyn0 −1 = f (yn0 . the condition p ≥ q implies that the function f (x) = is decreasing. Then yn0 +1 = which is impossible. We will assume that there exists a positive integer K such that yn−1 ≥ y for every n ≥ K.1 Semicycle Analysis Our results on the semicycles of solutions for Eq(6. It is suﬃcient to show that {yn } is a decreasing sequence for n ≥ K. y) = y.5.3 Let {yn } be a nontrivial solution of Eq(6. Clearly yn+1 = Set M= p + qyn−1 < p + qyn−1 .

q−1 p + q(q − 1) p + qy−1 < <q−1 1 + y0 1 + y0 p + qy0 p + qy0 p > = y0 + 1 + y1 q q p q for n ≥ 1. it now follows that every solution of Eq(6. b] × [a. The local stability of y was established in Theorem 6. 2 6.6 it follows that y is a global attractor of all solutions of Eq(6. one of which is monotonically approaching 0 and the other is monotonically approaching ∞. y) = .23) lies eventually in the interval [0.5. y2n−1 < q − 1 and y2n > y0 + n Hence n→∞ p . and b = + . y) ≤ b. lim y2n = ∞ p + qy2n−1 =0 1 + y2n and lim y2n+1 = lim n→∞ n→∞ and the proof is complete.6.26) and Eq(6. By applying Theorem 1. for all (x.23). 1+x 1−q Then clearly. . y) ∈ [a. M ].5.1. Set p + qy p f (x. b]. The Case β = C = 0 : xn+1 = α+γxn−1 A+Bxn 91 where is some positive number. The proof is complete. From Eq(6.23).5. 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.4. a ≤ f (x.3 The Case q > 1 In this case we will show that there exist solutions that have two subsequences. a = 0.

(2.6) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + yn−1 . . . .27) has the unique positive equilibrium y= 1+ 1 + 4p(1 + q) 2(1 + q) .28) By employing Theorem 1. (6.27) about y is zn+1 + q qy − p zn − zn−1 = 0. (6. 1. If we now set it is easy to see that (6. . Clearly the equilibrium y is the positive solution of the quadratic equation (1 + q)y 2 − y − p = 0.1. F (u) = (1 + q)u2 − u − p.6 The Case β = A = 0 : xn+1 = γ yn C α+γxn−1 Bxn +Cxn−1 This is the (2. B .30) (6. 1+q (y + p)(1 + q) n = 0.) Eq(6.27) and q = (Eq(6. C (6. 2)-Type Equations 6. qyn + yn−1 αC γ2 n = 0.92 Chapter 6.29) .29) is satisﬁed if and only if either q≤1 or q > 1 and F 2p q−1 > 0. The linearized equation associated with Eq(6. 2)-type Eq(6. .1 we see that y is locally asymptotically stable when (q − 1)y < 2p and unstable (a saddle point) when (q − 1)y > 2p. . 1.27) was investigated in [45]. .

30) is satisﬁed if and only if q > 1 and F 2p q−1 < 0. ψ.27) has a prime period-two solution . ψ.6. . . φ. . Then φ= p+φ qψ + φ and ψ = p+ψ . φ. ψ. ψ. φ. when q > 1 + 4p.31) 6. . Furthermore when (6.27). the period-two solution is “unique” and the values of φ and ψ are the positive roots of the quadratic equation t2 − t + p = 0.1 The equilibrium y of Eq(6.2 Eq(6. The following result is now a consequence of the above discussion and some simple calculations: Theorem 6. (6. .32) holds. . q−1 . .1 Let Existence and Local Stability of Period-Two Cycles . . .6. . .6.6. if and only if q > 1 + 4p.6. and more precisely a saddle point equilibrium. The Case β = A = 0 : xn+1 = α+γxn−1 Bxn +Cxn−1 93 Similarly (6.32) (6. qφ + ψ It now follows after some calculations that the following result is true: Theorem 6. φ. . be a period-two cycle of Eq(6.27) is locally asymptotically stable when q < 1 + 4p and unstable.

. . ψ) ∂u φ JT 2 = ψ ∂h (φ. . Jacobian matrix JT 2 . evaluated at ψ We have ∂g ∂g (φ. . . ψ) ∂h (φ. ψ. Let T be the function on (0.94 To investigate the local stability of the two cycle . we set un = yn−1 and vn = yn . v) = p+u qv + u u v = g(u. 1. Chapter 6. n = 0. φ. . By a simple calculation we ﬁnd that T2 where g(u. . ∞) deﬁned by: T Then u v = v p+u qv+u . φ. the second iterate of T . v) = Clearly the two cycle is locally asymptotically stable when the eigenvalues of the φ lie inside the unit disk.27) in the equivalent form: un+1 = vn vn+1 = p+un qvn +un . v) h(u. v) + v and h(u. qg(u. φ ψ is a ﬁxed point of T 2 . . . . . ψ) ∂v (φ. 1. v) p+v . 2)-Type Equations for n = 0. ∂u (qψ + φ)2 ∂g (p + φ)q (φ. ∂g qψ − p (φ. ψ) = − . ψ. ψ) ∂u ∂v where. ψ) = . ∞) × (0. and write Eq(6. ∂v (qψ + φ)2 . . . (2.

ψ). ψ) ∂u ∂v ∂g ∂h ∂h ∂g (φ. ψ) = .1. ψ) (φ. The Case β = A = 0 : xn+1 = α+γxn−1 Bxn +Cxn−1 95 q(p + ψ)(qψ − p) ∂h (φ.34) is equivalent to (6.36) (qψ − p)(qφ + ψ)2 + (qφ − p)(qψ + φ)2 + q 2 (p + ψ)(p + φ) − (qψ − p)(qφ − p) < (qψ + φ)2 (qφ + ψ)2 which is true if and only if p (q 3 + 2q 2 − 4qp + 2q 2 p + 2p − 3q) + q − p + q 2 p2 + qp − p2 < (qψ + φ)2 (qφ + ψ)2 q−1 which is true if and only if −q 3 p + 7q 2 p − 8qp2 + 4q 2 p2 + 4p2 − 7qp + 2q 2 − q + p − q 3 < 0 which is true if and only if −(p + 1)(q − 1)(q − which is true because q > 1 + 4p.6. if and only if |S| < 1 + D < 2. First we will establish Inequality (6. ψ) − (φ. ψ) + (φ.33) is equivalent to the following three inequalities: S <1+D −1 − D < S D < 1.6.33) (6. ∂u ∂v ∂v ∂u φ ψ lie inside the Then it follows from Theorem 1.34). Inequality (6.35) (6. p )[q − (1 + 4p)] < 0 p+1 . ψ) (φ.1 that both eigenvalues of JT 2 unit disk |λ| < 1.34) (6. ∂u (qφ + ψ)2 (qψ + φ)2 ∂h q 2 (p + φ)(p + ψ) qφ − p (φ. + 2 (qψ + φ)2 ∂v (qφ + ψ) (qφ + ψ)2 Set S= and D= ∂h ∂g (φ. To this end observe that (6. ψ) = − .

p ≤ yN ≤ 1. Observe that (6. More precisely we show that the values of any solution {yn }∞ n=−1 of Eq(6.36).96 Chapter 6. (a) Assume that p ≤ q and that for some N ≥ 0.27). Theorem 6.2 Invariant Intervals Here we show that the interval I with end points one and p is an invariant interval for q Eq(6.27) either remain forever outside the interval I or the solution is eventually trapped into I. Finally. Observe that (6.6. q .27). Then the following statements are true.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. (2. 6.36) is true if and only if (qψ − p)(qφ − p) < (qψ + φ)2 (qφ + ψ)2 which is true if and only if p [q 2 − (q − 1)(q − p)] < (pq − p + q)2 q−1 which is true if and only if q(pq − p + q)(pq − 2p + q − 1) > 0 which is true because q > 1 + 4p.6.35). 2)-Type Equations Next we will establish Inequality (6. we establish Inequality (6. q Then p ≤ yn ≤ 1 for all n ≥ N.3 Let {yn }∞ n=−1 be a solution of Eq(6.

p + yN −1 p + yN −1 ≥ = q qyN + yN −1 (pyN + p yN −1 ) p q and the proof follows by induction.39) 2 qyn−1 (yn − p ) + (yn − 1)(yn−1 yn + qyn ) q . Let {yn }∞ n=−1 be a solution of Eq(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.38) (6. (6.6. for n ≥ 0. 6.6. q Then 1 ≤ yn ≤ Proof.6. (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. 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. (b) Clearly. p 1 ≤ yN ≤ .27).27) relative to the equilibrium y and relative to the end points of the invariant interval of Eq(6. Then observe that the following identities are true: p − yn for n ≥ 0.37) yn+1 − 1 = q q qyn + yn−1 qyn−1 (1 − p ) + pq(1 − yn ) p q yn+1 − = q q(qyn + yn−1 ) yn − yn+2 = q(p + yn−1 ) + yn (qyn + yn−1 ) for n ≥ 0.3 Semicycle Analysis Here we present a thorough semicycle analysis of the solutions of Eq(6.27). (6.

then yN +1 > 1. pyn + yn−1 Chapter 6. 1. yN < p .42). then yN +1 < p . p ] for n ≥ N . yN = p . q (iv) If for some N ≥ 0. yN ≥ p . yN > p . then yN +1 < 1.27). yN < 1. then yN +2 < yN . . then yn ∈ [1.27). then yN +1 > 1.42) The following three lemmas are now direct consequences of (6. (6. yN ≤ 1.6.27). .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. . q (v) If for some N ≥ 0. then yN +2 > yN . Then the following statements are true: (i) If for some N ≥ 0. 2)-Type Equations n = 0. q Lemma 6. q (vi) If for some N ≥ 0.1 Assume that p>q and let {yn }∞ n=−1 be a solution of Eq(6.98 When p=q that is for the diﬀerence equation yn+1 = p + yn−1 . . then yN +1 = 1. (viii) p 1<y< . yN ≥ 1. yN ≤ p . (6. Lemma 6.41) 2 pyn−1 + yn−1 yn + pyn p(p + yn−1 ) + yn (pyn + yn−1 ) (6. q (iii) If for some N ≥ 0.37)-(6. (vii) If for some N ≥ 0. q (ii) If for some N ≥ 0.2 Assume that p=q ∞ and let {yn }n=−1 be a solution of Eq(6.6. p ] is an q q q invariant interval for Eq(6. Then the following statements are true: (i) If for some N ≥ 0. (2. In particular [1.

q (iv) If for some N ≥ 0. (iv) If for some N ≥ 0. yN ≤ 1. (ix) p < y < 1.7. yN > 1. q q The following result is now a consequence of Theorems 1.6.27). yN = p . 1] for n ≥ N . Then the following statements are true: (i) If for some N ≥ 0. then yN +2 > yN . then yN +1 = 1.7.2 and Lemmas 6. then yN +2 < yN . yN ≤ p . then yn ∈ [ p . yN > 1.1 and 1.3 Assume that p<q ∞ and let {yn }n=−1 be a solution of Eq(6. The Case β = A = 0 : xn+1 = α+γxn−1 Bxn +Cxn−1 99 (ii) If for some N ≥ 0. then yN > yN +2 > 1. then yN +1 ≥ 1. q (vi) If for some N ≥ 0. Lemma 6. 1] is an q q invariant interval for Eq(6.6. q (viii) If for some N ≥ 0. then yN +1 = 1. q (iii) If for some N ≥ 0. yN ≥ 1.1-6. yN < p . then yN +1 < 1. yN < 1. (v) If for some N ≥ 0. q Note that the function f (u.3: .6. yN = 1. then yN < yN +2 < 1. v) = p+v qu + v is always decreasing in u but in v it is decreasing when u < p and increasing when u > p . then yN +1 > p . q (v) If for some N ≥ 0. then yN +1 < 1. yN > p .6. In particular [ p . q (ii) If for some N ≥ 0. yN ≤ p . (iii) If for some N ≥ 0. yN ≤ 1.27). (vii) If for some N ≥ 0. then yN +1 > 1.6.

The above observations are summarized in the following theorem: Theorem 6.100 Chapter 6. . . and only then. When (6. (6.45). . except for the length of the ﬁrst semicycle of the solution. 2)-Type Equations Then either all the even terms of the solution lie in J and all odd terms lie in K. or for some N ≥ 0. (6. On the other hand when (6. Hence. Eq(6. 1] must converge to the two cycle (6. The character of these solutions remains an open question.32) holds. (2.27) has a unique equilibrium y which is locally stable when (6. when (6.46) Also recall that a solution {yn }∞ n=−1 of Eq(6.6. while if p>q the length is at most two. ∞).32) holds.27) eventually enters and remains in the interval I. ψ.4. . every solution of Eq(6.6 and 1. φ. if Theorem 6. any solution which remains forever outside the interval I = [ p . ψ. with φ + ψ = 1 and φψ = p .7.4 Global Behavior of Solutions Recall that Eq(6. yn ∈ I for n ≥ N. or vice-versa. q−1 (6.27) either eventually enters the interval I with end points 1 and p and remains there.31) holds.27). or stays forever outside I.43) 6. .44) (6.32) holds.6. p<q the length is one. φ.44)-(6.4. When (6. . must converge to y. 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 = (0.27) has a “unique” prime period-two solution .45) there are no period-two solutions and so the solutions must eventually enter and remain in I and. q Now when q ≤ 1 + 4p Then the equilibrium y of Eq(6.27) is global attractor. in view of Theorems 1.6. But this two cycle lies q inside the interval I.5 (a) Assume q ≤ 1 + 4p. .43) holds.4 Let {yn }∞ n=−1 be a solution of Eq(6.

) The equilibrium points of Eq(6.47) are the solutions of the equation p= y= py + qy .7) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where pyn + qyn−1 .6. (b) Assume p + q > 1. A A (Eq(6.7 The Case α = C = 0 : xn+1 = A yn B βxn +γxn−1 A+Bxn This is the (2. 1 + yn n = 0.1.47). The following result follows from Theorem 1. q 6.7. .47) is globally asymptotically stable. (6.47) was investigated in [52].27) eventually enters and remains in the interval [ p . Then the zero equilibrium of Eq(6.47) β γ and q = . 1].1 (a) Assume p + q ≤ 1. . .7. The Case α = C = 0 : xn+1 = (b) Assume βxn +γxn−1 A+Bxn 101 q > 1 + 4p.1 and the linearized stability Theorem 1. . and when p + q > 1. Then the zero equilibrium of Eq(6. y = p + q − 1 is the only positive equilibrium point of Eq(6. Then every solution of Eq(6. 1+y So y = 0 is always an equilibrium point. 2)-type equation Eq(6. 1. More precisely it is a saddle point when 1−p<q <1+p and a repeller when q > 1 + p.3.47) is unstable.1: Theorem 6.

49) The main result here is the following theorem about Eq(6. 2)-Type Equations 1 − p < q < 1 + p.47).47) is an unstable saddle point.47) eventually enters the interval [ p . (d) Assume q > 1 + p. φ. .47) q with initial conditions in (0. (6. p ] is an invariant interval for Eq(6.7. if and only if q = 1 + p. the values of φ and ψ of all prime period-two solutions are given by: pφ {φ.5 that the following result is true: Theorem 6.48) Furthermore when (6. (6.47).47) with q = 1. every solution of Eq(6. ∞) is an invariant interval for Eq(6.3 (a) Assume that q < 1.2 Eq(6. (6. p ]. (2. . Then the positive equilibrium y = p + q − 1 of Eq(6.50) Then every solution of Eq(6.3.7.7. .51) Then every solution of Eq(6. φ−p 6. p ].47) eventually enters the interval (0.47) is locally asymptotically stable. ∞). remains in this interval. ψ. [ p . . ψ ∈ (p. φ.102 (c) Assume Chapter 6. That is. Furtherq more. The case is treated in Section 6.7. Furthermore.1 Invariant Intervals q=1 (6. q . Theorem 6. ∞) : ψ = = 2p}.48) holds. q (b) Assume that q > 1. Concerning prime period-two solutions it follows from Sections 2. ψ. .47) has a prime period-two solution . q (0. . Then the positive equilibrium y = p + q − 1 of Eq(6.

7. yk ≥ and yk+2 ≤ p p =⇒ yk+2 ≥ p > q q p p =⇒ yk > m+1 > p. . Hereafter. ∞).47) when p + q > 1 and q ≤ 1. (x − x)(f (x.6. Consider the function g : [0. that is.7.4 Suppose Let {yn }∞ n=−1 be a positive solution of Eq(6. m q q (b) Assume that (6. Let f : [0. 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. 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. Then for any k. ∞) → [0. 1+x Semicycle Analysis of Solutions When q ≤ 1 Then f satisﬁes the negative feedback condition. m ∈ N. ∞) deﬁned by g(x) = (p + q)x .7.47). ∞) × [0. Theorem 6. x) − x) < 0 for x ∈ (0.50) holds. ∞) − {x}. ∞) → [0.2 Here we discuss the behavior of the semicycles of solutions of Eq(6. m ∈ N. Lemma 6. whose proof is straightforward and will be omitted. ∞) denote the function f (x. 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.51) holds.1 (a) Assume that (6.7. Then for any k. qm q 6. y) = px + qy .47).

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

Suppose p − qyn−1 ≥ 0.47) when Here the positive equilibrium of Eq(6. .5 Suppose that q = 1 and let y−1 + y0 > 0. Theorem 6. Case 2. Then yn+1 = βxn +γxn−1 A+Bxn 105 pyn + qyn pyn + qyn−1 > = g(yn ) > yn 1 + yn 1 + yn by the negative feedback property.52) (b) Assume y−1 ≤ p and y0 ≤ p. (6.52) holds. (c) Assume either y−1 < p < y0 or y−1 > p > y0 . Then yn ≤ p for all n > 0 and (6.3 Semicycle Analysis and Global Attractivity When q = 1 q = 1. 1 + yn 1 + yn pyn + qyn−1 >y =p+q−1 1 + yn 6. Here we discuss the behavior of the solutions of Eq(6.47) is globally asymptotically stable. Then yn+1 = (e) Observe that yn+1 = and so from which the result follows.52) holds. we must consider two cases: Case 1. yn−1 ≥ qyn−1 > y + (q − 1)yn > yn 2 pyn + qyn−1 qyn−1 (yn + 1) < ≤ yn−1 .6. Suppose p − qyn−1 < 0.47) is y = p. More precisely the following statements are true. Then yn ≥ p for all n > 0 and n→∞ lim yn = p. 1 + yn 1 + yn−1 The last inequality follows from the negative feedback property.7. To see that yn+1 < yn−1 . The Case α = C = 0 : xn+1 = (d) Suppose yn < y ≤ yn−1 . Then px+qyn−1 increases in x and so 1+x yn+1 = pyn−1 + qyn−1 pyn + qyn−1 ≤ < yn−1 . Then {yn }∞ n=−1 oscillates about the equilibrium p with semicycles of length one and (6. (a) Assume y−1 ≥ p and y0 ≥ p. Then the equilibrium y of Eq(6.7.7.

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

7. ∞). . By Theorem 6. that y−1 .5 in the interval I from which the result follows. 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(6.3 (a) we may assume that the initial conditions y−1 and y0 lie in the interval I = (0. Thus. 2 6.4.4 Global Attractivity When q < 1 1 − p < q < 1.7.47) lies eventually in the interval [p. Proof. Concerning the long-term behavior of solutions of Eq(6. Then every positive solution of Eq(6.47). ∞).7. Theorem 6. y) = px + qy 1+x satisﬁes the hypotheses of Theorem 1.47) converges to the positive equilibrium y. Observe that the consistency condition y ≤ p is equivalent to the condition q q ≤ 1.7. q In this case.47) when which is equivalent to p y> . The Case α = C = 0 : xn+1 = βxn +γxn−1 A+Bxn 107 and the claim follows by induction. p ]. 2 6. and so convergent. Now clearly the function q f (x.7.47) we may assume.6. In a similar way we can show that the subsequence {y2k }∞ is decreasing.47) is global attractor of all positive solutions of Eq(6. y0 ∈ [p.5 Long-term Behavior of Solutions When q > 1 q>1 Here we discuss the behavior of the solutions of Eq(6.6 Assume 1 − p < q < 1. without loss of generality. m = M . 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).

Then every positive solution of Eq(6.7 After the ﬁrst semicycle. transforms Eq(6. The character of solutions of Eq(6. Theorem 6.47) has unbounded solutions. an oscillatory solution of Eq(6. . By applying the results of Section 6.47). Then every solution of Eq(6.108 Then the change of variable yn = un + p.5.7. we obtain the following theorems about the solutions of Eq(6.53).47) to the equation un+1 = Chapter 6. (c) Assume q > 1 + p. (2.53) was investigated in Section 6.47) converges to the positive equilibrium of Eq(6.5 to Eq(6.8 (a) Assume q = 1 + p.7.47) converges to a period-two solution.47) oscillates about the positive equilibrium y with semicycles of length one.47) when q > 1: Theorem 6.53) where un ≥ 0 for n ≥ 0. 2)-Type Equations p(q − 1) + qun−1 1 + p + un (6. Then Eq(6. (b) Assume 1 < q < 1 + p.

the positive equilibrium y = p + 1 − q of Eq(6. q+y So y = 0 is always an equilibrium point of Eq(6.54) was investigated in [53]. The Case α = B = 0 : xn+1 = βxn +γxn−1 A+Cxn−1 109 βxn +γxn−1 A+Cxn−1 6. In the remainder of this section we will investigate the character of the positive equilibrium of Eq(6. Our goal is to show that when (6.1 (a) Assume p + 1 ≤ q. γ (6.54) is globally asymptotically stable.8 The Case α = B = 0 : xn+1 = xn = γ yn C This is the (2. . The following result follows from Theorems 1.54) are the solutions of the equation y= py + y .54) is globally asymptotically stable. Theorem 6. Eq(6.1.55) holds and y−1 + y0 > 0.55) Then the zero equilibrium of Eq(6. (b) Assume p + 1 > q.8) which by the change of variables reduces to the diﬀerence equation yn+1 = where p= pyn + yn−1 . 2)-type Eq(6.8.54) and when p + 1 > q.55) holds. . q + yn−1 β γ n = 0.3. 1. Then the zero equilibrium of Eq(6.54) also possesses the unique positive equilibrium y = p + 1 − q.8.6.54) is locally asymptotically stable.54) is unstable and the positive equilibrium y = p + 1 − q of Eq(6.1. (6.54) and q = (Eq(6. A . . . Furthermore the zero equilibrium is a saddle point when 1−p<q <1+p and a repeller when q < 1 − p.54) and so we will assume without further mention that (6.1 and 1.) The equilibrium points of Eq(6.

54). 1.56)-(6. (6.56) q + yn−1 q p2 [yn − p ] + (p − q)yn−1 q yn+1 − = p p(q + yn−1 ) 2 for n ≥ 0.57) and yn+1 − yn = (p − q)yn + (1 − yn )yn−1 q + yn−1 (6. .110 Chapter 6. (6.1 Invariant Intervals and Semicycle Analysis Let {yn }∞ n=−1 be a positive solution of Eq(6. (6.62) and let {yn }∞ n=−1 be a positive solution of Eq(6. Then the following statements are true: .8. Lemma 6. (6. When p=q that is for the diﬀerence equation yn+1 = pyn + yn−1 .54) is such that: < 1 if p < q < p + 1 y is = 1 if p = q > 1 if p > q.58) Note that the positive equilibrium y =p+1−q of Eq(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. Then the following identities are easily established: q yn − p yn+1 − 1 = p for n ≥ 0. p + yn−1 n = 0.61) The following three lemmas are now direct consequences of the above identities. .60) (6. . (2.54). for n ≥ 0.59) the identities (6.1 Assume that p<q (6.8. 2)-Type Equations 6.

yN ≥ 1. then yN +1 = 1.64) and let {yn }∞ n=−1 be a positive solution of Eq(6. (v) If for some N ≥ 0. q (iii) If for some N ≥ 0. then yN +1 < 1. then yN +1 < yN . Then the following statements are true: q (i) If for some N ≥ 0. yn < 1 and the solution is strictly increasing. yN ≤ 1. . then yN +1 > yN . yN = p . then for n ≥ 0.63) and let {yn }∞ n=−1 be a positive solution of Eq(6.3 Assume that p>q (6. (v) If for some N ≥ 0. yN = p . q (ii) If for some N ≥ 0. yN > p . then yN +1 > 1. then yN +1 < 1. yn > 1 and the solution is strictly decreasing. (iv) If for some N ≥ 0. Lemma 6. p q then yN +1 < p .2 Assume that p=q (6. (vi) If for some N ≥ 0. The Case α = B = 0 : xn+1 = βxn +γxn−1 A+Cxn−1 111 q (i) If for some N ≥ 0. p q then yN +1 > p .6.54). yN < p . yN < p . (iii) If y0 > 1. Lemma 6. then yN +1 > q p and yN +2 > 1. then yN +1 = 1. (vi) If for some N ≥ 0.54).8. (ii) If y0 = 1. then for n ≥ 0. yN ≥ 1. q (ii) If for some N ≥ 0. yN > p . then yn = 1 for n ≥ 0. then yN +1 > 1. yN > q 2 . then yN +1 < 1. (iv) If for some N ≥ 0. yN ≤ 1. Then the following statements are true: (i) If y0 < 1.8. q (iii) If for some N ≥ 0.8. yN > q 2 .

54) converges to the equilibrium y = 1.3 where we established in Theorem 6. assume that (6. Here it is clear from Lemma 6.8.3 that every solution converges to its positive equilibrium u= p−q . .2 Assume that p + 1 > q and that y−1 + y0 > 0. 1).63) holds.64) holds. . 2)-type equation was investigated in Section 6. Next. by Lemma 6. This (2. (6.1 that if a solution {yn }∞ n=−1 is such that yn ≥ 1 for all n ≥ 0 then the solution decreases and its limit lies in the interval [1.8. Then the positive equilibrium y = p + 1 − q of Eq(6. every positive solution of Eq(6. . Then we can see that {un }∞ n=−1 satisﬁes the diﬀerence equation un+1 = p−q (q+1)2 + p u q+1 n 1 + un−1 . q+1 From the above observations and in view of Theorem 6. y is a global attractor. When (6. This is impossible because y < 1. . Without loss of generality we will assume that yn > 1 for n ≥ −1. 1.1 we have the following result: Theorem 6.3.54) eventually enters and remains in the interval (0. it follows from Lemma 6.8.62) holds. Hence. 1) the function f (u.8. n = 0.2 that every solution of Eq(6. 2)-Type Equations 6. ∞).4. it follows from Lemma 6. (2.1.65) with positive parameters and positive initial conditions.54) eventually enters and remains in the interval (1.54) is globally asymptotically stable. v) = pu + v q+v is increasing in both arguments and by Theorem 1.3 that every solution of Eq(6.2 Global Stability of the Positive Equilibrium When (6.8.112 Chapter 6.8. Now in the interval (0.8.8. ∞). Set yn = 1 + (q + 1)un for n ≥ −1.

68) (6.9. 1. .66) is y= p+1 q+1 and the linearized equation of Eq(6.66) about y is zn+1 − p−q p−q zn + zn−1 = 0.1.66) is locally asymptotically stable.67) . (6. (p + 1)(q + 1) (p + 1)(q + 1) n = 0. . 1. 2)-type Eq(6. .1 (a) Assume that p > q. (b) Assume that p < 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. .1 we obtain the following result: Theorem 6.9. (Eq(6. qyn + yn−1 n = 0.66) B β and q = .9) which by the change of variables xn = reduces to the equation yn+1 = where pyn + yn−1 . .66) was investigated in [54]. .) The only equilibrium point of Eq(6. Then the positive equilibrium of Eq(6. . (6. Then the positive equilibrium of Eq(6.6.9 The Case α = A = 0 : xn+1 = γ yn C This is the (2. γ C To avoid a degenerate situation we will also assume that p= p = q. The Case α = A = 0 : xn+1 = βxn +γxn−1 Bxn +Cxn−1 113 βxn +γxn−1 Bxn +Cxn−1 6. By applying the linearized stability Theorem 1.

.114 Chapter 6. (6. ψ. the second iterate of T . (2. 1. φ. . n = 0. One can see that T2 where pv + u g(u. is a ﬁxed point of T 2 . and write Eq(6.66) in the equivalent form: un+1 = vn n +un vn+1 = pvn +un . q−1 In order to investigate the stability nature of this prime period-two solution. . we set un = yn−1 and vn = yn for n = 0. .66) has no prime period-two solutions. v) h(u.70) t2 − (1 − p)t + = 0.66) possesses a unique prime period-two solution: .5 that when p > q. . 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 . . 1.1 Existence of a Two Cycle It follows from Section 2. evaluated at lie inside the unit disk. . φ. ∞) deﬁned by: T Then u v = φ ψ u v g(u.9. . v) = qv + u and h(u. On the other hand when p<q and q > pq + 1 + 3p. Eq(6. . .69) is asymptotically stable if the eigenvalues of the φ Jacobian matrix JT 2 . v) p pv+u + v qv+u q pv+u + v qv+u v pv+u qv+u . . ψ. Eq(6. v) = = .69) where the values of φ and ψ are the (positive and distinct) solutions of the quadratic equation p(1 − p) (6. qv Let T be the function on (0. ∞) × (0. . The prime period-two solution (6. . . 2)-Type Equations 6.

φ= pψ + φ qψ + φ φψ = p(1 − p) q−1 pφ + ψ . The Case α = A = 0 : xn+1 = Set P = Then JT 2 βxn +γxn−1 Bxn +Cxn−1 115 p−q . qφ + ψ (6. We will use the fact that φ + ψ = 1 − p. 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 < 1.72) φ ψ and ψ = Inequality (6. By applying Theorem 1.71) 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 . ψ > 0. Next we will establish Inequality (6.71) (6.72) is always true.6.71).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. P < 0 and Q < 0 and so Inequality (6.1 (c). Observe that φ > 0.1.73) (6.

Inequality (6. = [q(φ + ψ)2 + (q − 1)2 φψ]2 (q − p) φψ < (1 − p)(q − p) .74) is p(1 − p) (p − 1)(q − 1)] q−1 (6.116 if and only if Chapter 6. Finally.73) is equivalent to (p − q)2 φψ < (qψ + φ)2 (qφ + ψ)2 which is true if and only if (q − p) φψ < (qψ + φ)(qφ + ψ) if and only if if and only if if and only if if and only if (q − p) φψ < (q 2 + 1)φψ + q(φ2 + ψ 2 ) (q − p) φψ < (q 2 + 1)φψ + q[(φ + ψ)2 − 2φψ] (q − p) φψ < (q − 1)2 φψ + q(φ + ψ)2 (q − p) φψ < (q − 1)2 if and only if p(1 − p) + q(1 − p)2 q−1 = (1 − p)2 (q − p)2 . 2)-Type Equations (q − p)[(qφ + ψ)(pφ + ψ) + (qψ + φ)(pψ + φ)] < [(qφ + ψ)(qψ + φ)]2 . (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 (6.68) holds. II = [(qψ + φ)(qφ + ψ)]2 = [(q 2 + 1)ψφ + q(φ2 + ψ 2 )]2 = [q(1 − p)2 + (q − 1)p(1 − p)]2 Hence. Now observe that the lefthand side of (6.71) is true if and only if (6.74) = (q − p)(1 − p)2 (qp + 1 + 2p). Inequality (6.

y) is increasing in y and decreasing in x. (a) The proof follows from Theorem 1. 6. (b) Assume p < q.4 by observing that the condition p > q implies that the function px + y f (x. . the function 2 f (x.66) posseses the prime period-two solution .66). Then {yn } oscillates about the equilibrium y with semicycles of length two or three. where φ and ψ are the two positive and distinct roots of the quadratic Eq(6. Then Eq(6. ψ. ψ.3 Let {yn } be a nontrivial solution of Eq(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. .7.2 Assume that Condition (6. φ. 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.66): Theorem 6.9. Theorem 6.66). (b) The proof follows from Theorem 1.9. .67) holds.69) of Eq(6. Then either {yn } oscillates about the equilibrium y with semicycles of length one.9.6. Proof. we present a semicycle analysis of the solutions of Eq(6. .3 Global Stability Analysis When p < q The main result in this section is the following Theorem 6.2 Semicycle Analysis In this section.9.70). 6. . or {yn } converges monotonically to y.9.1 by observing that when p < q. In summary. . after the ﬁrst semicycle.66) is globally asymptotically stable. except possibly for the ﬁrst semicycle which may have length one. φ. This function also satisﬁes Condition (1. Then the following statements are true: (a) Assume p > q.7.68) holds.35).4 Assume that p<q and (6. Furthermore this prime period-two solution is locally asymptotically stable.9. y) = qx + y is increasing in x and decreasing in y. the following result is true about the local stability of the prime periodtwo solution (6.

yN +1 ) ≤ f (ψ.. Eq(6. .6 lim sup yn = ψ n→∞ px + y . ψ. (2. We consider ﬁrst the case where eventually consecutive terms yi . Proof. qx + y from which we conclude that limk→∞ yN +2k = ψ and limk→∞ yN +2k+1 = φ. y) = Then clearly. y) is decreasing in x for each ﬁxed y.75) yN ≥ ψ and yN +1 ≤ φ. Assume that (6. .5 Assume that (6. . φ. y) ≤ 1 for all x. p ≤ f (x.67). Set f (x.6 can also be used to establish that certain solutions of Eq(6. 2)-Type Equations and note that f (x.68) holds.4. yi+1 lie between m and M . denote the two cycle of Eq(6. .68) holds. .66) converge to the two cycle (6.4 follows as a consequence of Theorem 1. . Theorem 6. .75) holds. Now the conclusion of Theorem 6. (6. 1. ψ. .4. Let φ. with φ < ψ. ψ) = ψ.. ψ. yN +2 = f (yN +1 . 2 The method employed in the proof of Theorem 1. .9. ψ. φ) = φ and in general yN +2k ≥ ψ and yN +2k+1 ≤ φ for k = 0. qx + y Chapter 6. yN +3 = f (yN +2 . Assume that for some solution {yn }∞ n=−1 of Eq(6. .118 Proof. Also clearly. . 2 Next we want to ﬁnd more cases where the conclusion of the last theorem holds.66).9. y) = px + y .69) when instead of (6. q Finally in view of (6.4.6 and the fact that y is locally asymptotically stable. Then this solution converges to the two cycle φ. yN ) ≥ f (φ.66) has no prime period-two solution. Set f (x. y > 0. φ. and increasing in y for each ﬁxed x.67).66) and for some index N ≥ −1. and lim inf yn = φ n→∞ Now as in the proof of Theorem 1. (6.

. M ] is answered by Theorem 6. limn→∞ y2n+1 M − M2 . φ. 2 If we never get two successive terms in the interval [m.9. .5.2 In all cases (A)-(D) the corresponding solution {yn } converges to the two cycle . ψ. (B) y2n+1 > M and M ≥ y2n > m for every n. M ) = M.9. m= 2 Since the case in which the solution lies outside of the interval [m. φ. . . M ] (that is. for every i. we are left with the case in which the solution lies eventually in [m. qy2n+2 − p M − M2 lim y2n+1 = . .66) we have y2n+1 = and so y2n − y2n y2n+2 . Lemma 6.9. and so M ≥ lim supn→∞ y2n ≥ lim inf n→∞ y2n ≥ M. and the result follows by induction. ψ. (C) y2n < m and m ≤ y2n+1 < M for every n. Since the proofs are similar for all cases we will give the details in case (A). Proof. either yi > M and yi+1 < m or yi < m and yi+1 > M ). m) ≤ f (yi+1 . The Case α = A = 0 : xn+1 = βxn +γxn−1 Bxn +Cxn−1 119 Lemma 6. M ] for every k > i. Using the monotonic character of the function f we have m = f (M.6. By our earlier observation we have that M ≥ lim supi→∞ yi . . yi+1 ≤ M. . M ) = pm + M qm + M for m we ﬁnd Thus. From Eq(6.1 Suppose that for some i ≥ 0.9. Proof. Hence limn→∞ y2n = M . m ≤ yi . n→∞ qM − p On the other hand by solving the equation M = f (m. M ] and if we never get two successive terms outside of the interval [m. M ]. (D) y2n+1 < m and m ≤ y2n < M for every n. then we have one of the following four cases: (A) y2n > M and M ≥ y2n+1 > m for every n. Then yk ∈ [m. qM − p = m and the proof is complete. yi ) = yi+2 ≤ f (m.

We denote this value by y . y ) < y and y > y . Then {yn } converges to the two cycle . φ. The correspondence between y and y has the following properties: Lemma 6. 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 . φ. y ) > y and y > y.9. (2) x > y if and only if x < y . Proof. The second case can be handled in a similar way. 1). yi+3 ) ≤ f (yi+2 . so we are led to the general equation f (x. and the sequence {yi+2k+1 } is a non increasing sequence and bounded below by m. ψ. . yi ) = yi+2 and yi+5 = f (yi+4 . yi+2 ) ≥ f (yi+1 . the sequence {yi+2k } is non decreasing and bounded above by M . . (2. . y) = y. Therefore. as the following results show. ψ. . Thus. f (y. f (y.The case M ≥ yi+3 ≥ yi+1 ≥ y ≥ yi ≥ yi+2 ≥ m is handled in a similar way. Here we have yi+4 = f (yi+3 . y) = y. Induction on i then establishes the monotonicity of the two sequences. and for m < y < y. In this case we need to know more about the condition yi+2 = f (yi+1 . but this situation cannot occur. y) > y if and only if x < y . yi+1 is diﬀerent from y. Proof. . .9.76) It makes sense to consider this equation only for y ∈ ( p .76) has a q unique positive solution for x. 2)-Type Equations Lemma 6. Let us consider the ﬁrst case. in which case Eq(6. (3) For y < y < M. . yi ) ≤ yi . which of course depends on y.4 (1) f (x. yi+1 ) = yi+3 .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 proof is complete. both subsequences converge and their limits form a two cycle.120 Chapter 6. In view of the uniqueness of the two cycle and the fact that at least one of yi . Thus f (y . (6.

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

6 Unless {yn } is a period-two solution. yi+1 ) ≥ yi+1 . it follows by Theorem 6. f (yi+1 . . and that Eq(6. since m ≤ yi+1 ≤ y. Since some of the oscillatory solutions of Eq(6.122 Chapter 6. in which case yi+2n+1 = m for all n.. To show yi+3 = f (yi+2 . and by (3) yi ≥ yi . yi+1 ). 2)-Type Equations Proof. . This can only happen if yi+2n = M 2 for all n. Thus equality occurs only in the case of a two cycle.9. Proof. The case m ≤ yi ≤ yi+2 ≤ y ≤ yi+1 ≤ M is similar. ≥ yi+2 ≥ yi ≥ y ≥ . as required. The value c will be one value in a two cycle. Thus yi+2 ≥ yi+1 . Since yi+2 = f (yi+1 . y0 } that are on opposite sides of the equilibrium y. Remark. Since {yi+2k+1 } is a bounded monotonic sequence it has a limit c. We also obtain the following lemma: Lemma 6. The above sequence of lemmas leads to the following result: Theorem 6. we must show yi+2 ≥ yi+1 .9. yi+1 ) ≤ yi+1 . Then every oscillatory solution of Eq(6. . ≥ m. ≥ y ≥ yi+1 ≥ yi+3 ≥ .6 Assume that p < q.66) possesses the two-cycle solution (6. so either c = y or c = m. ≥ m.6 that all such pairs belong to the stable manifold of the two cycle. . Thus yi ≥ yi+1 .66) are generated by initial values {y−1 . By (3) of the previous lemma. and solving for yi+2n we see yi+2n = y also. . or M ≥ . . ≥ yi+3 ≥ yi+1 ≥ . . which also gives a two cycle.69). as well as 2 yi+3 = yi+1 . (2. yi ) ≥ f (yi+1 . and our solution is a two cycle. . solving for limn→∞ yi+2n gives limn→∞ yi+2n = M . If c = m. then yi+2n+1 = y for all n. . yi ) ≤ yi . the second case is similar. Since f is increasing in the second argument and yi ≥ yi+1 we get yi+2 = f (yi+1 . . But then yi = yi+1 = y. Thus by (2) of the previous lemma yi ≥ yi+1 . .66) converges to this two cycle. We will consider the ﬁrst case. If c = y.9. we have yi+1 ≥ yi . there is no i such that either M ≥ yi ≥ yi+2 ≥ . To get equality we must have yi+1 = yi or equivalently yi+2 = yi .

Open Problem 6.4 Global Stability Analysis When p > q Here we have the following result: Theorem 6.6.77) holds. y) ≤ p q for all x. . b. qx + y (6. y) is increasing in x for each ﬁxed y. Open Problems and Conjectures 123 6. qm + M 6. and is decreasing in y for each ﬁxed x. qM + m m= pm + M . . To this end. set f (x. cxn + dxn−1 n = 0. x0 ) ∈ F.77) and observe that when p > q. Also 1 ≤ f (x. We will employ Theorem 1.9.10 Open Problems and Conjectures a. Proof. 1. Then the positive equilibrium y of Eq(6. Now the result is a consequence of Theorem 1.4.1 (See [64]) Assume that (a) Investigate the forbidden set F of the diﬀerence equation xn+1 = axn + bxn−1 xn .7 Assume that p>q and p ≤ pq + 1 + 3q.5. . . y > 0.5. investigate the asymptotic behavior and the periodic ∞ nature of the solution {xn }n=−1 . c.9. d ∈ R. y) = px + y .66) is globally asymptotically stable.4. . 2 pM + m . / (b) For every point (x−1 . the function f (x.10.10. Finally observe that when (6. the only solution of the system M= is m = M.

10. .6. (2. are convergent sequences of real numbers with ﬁnite limits.) . q ∈ (0.11) has a ﬁnite limit. period-two solution. .10) has a ﬁnite limit. 1 + yn n = 0. 2)-Type Equations Open Problem 6.10.3 Assume p ∈ (0. . . βn .2 Assume that p. .3.5. See also [36]. not necessarily prime.) Chapter 6. (See Section 1. (Note that by Theorem 6.124 (See Section 1.3.4.1 Assume p. Bn ∈ R for n = 0. Show that every positive solution of Eq(6.10. ∞). . every positive solution converges to a. this conjecture has been conﬁrmed for q ≤ 1 + 4p.) Conjecture 6. (Note that by Theorem 6.10. (Note that by Theorem 6. An + Bn xn n = 0. Show that the equation yn+1 = p + yn−1 . An . 1. 1. Show that every positive solution of Eq(6. Investigate the forbidden set and the asymptotic character of solutions of the nonautonomous Riccati equation xn+1 = αn + βn xn . we need only to conﬁrm this conjecture for p > 2(q +1) and q ≥ 1. 1.6 for the autonomous case. ∞).2 Assume that αn . . .) Conjecture 6. ∞). has a positive and monotonically decreasing solution. . .2. q ∈ (0.) Conjecture 6.4.

this conjecture has been conﬁrmed for p ≤ pq + 1 + 3q. ∞) and q > pq + 1 + 3p.10.66) has a ﬁnite limit. Open Problems and Conjectures Conjecture 6.) Open Problem 6. 125 Show that every positive solution of Eq(6. q ∈ (0.27). Show that every positive solution of Eq(6.10. Find the basin of attraction of the period-two solution of Eq(6. (See Section 6.6.10.27) either converges to a ﬁnite limit or to a two cycle.5 Find the set of all initial conditions (y−1 .7. Conjecture 6.9.4 Assume that p.10. q ∈ (0.66).10.5 Assume p > q. ∞) and q > 1 + 4p. Open Problem 6. (Note that by Theorem 6. Find the basin of attraction of the period-two solution of Eq(6.6.10. ∞). y0 ) ∈ R × R through which the solution of the equation yn+1 = yn + yn−1 1 + yn is well deﬁned and converges to 1.3 Assume that p. q ∈ (0. as n → ∞. .4 Assume that p.) Open Problem 6.

.80) (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. β. Open Problem 6. .78) (6. n = 0. y0 ) ∈ G. as n → ∞.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. . B.7 For each of the following diﬀerence equations determine the “good” set G ⊂ R × R of initial conditions (y−1 .126 Chapter 6. 2)-Type Equations Open Problem 6. xn+1 = Axn + Bxn−1 + Cxn−2 Extend and generalize.10.84) yn − yn−1 For those equations from the above list for which you were successful. . y0 ) ∈ R × R through which the equation is well deﬁned for all n ≥ 0.82) (6. (2.81) (6. Open Problem 6.10. extend your result by introducing arbitrary real parameters in the equation.6 Find the set of all initial conditions (y−1 . A. γ. .79) (6. C ∈ (0. Investigate the asymptotic behavior and the periodic nature of solutions of the diﬀerence equation αxn + βxn−1 + γxn−2 .8 Assume α.Then for every (y−1 . ∞). 1.83) yn − yn−1 yn − 1 yn − yn−1 1 − yn−1 1 − yn−1 yn − yn−1 yn + yn−1 . (6.

23) are bounded. n = 0. .89) (6. 1. (b) Let (y−1 . y0 ) ∈ B. .85)-(6. n = 0. 1. . Investigate the asymptotic behavior of {yn }∞ .10 Assume that {pn }∞ and {qn }∞ are period-two sequences n=0 n=0 of nonnegative real numbers. .91) (6. . . 1. qn yn + yn−1 pn yn + qn yn−1 . ∞) such that the solutions {yn }∞ n=−1 of Eq(6. n = 0. .10. 1. qn yn + yn−1 yn+1 = yn+1 = Open Problem 6. . . Investigate the asymptotic behavior and the periodic nature of all positive solutions of each of the following eight diﬀerence equations: yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = pn + yn . y0 ) ∈ (0. . n = 0. qn + yn n = 0. (a) Find the set B of all initial conditions (y−1 . yn + qn yn−1 pn + qn yn−1 . 1 + yn pn yn + yn−1 . .90) (6. .85) (6. 1. n = 0. n = 0. ∞) × (0. Investigate the global character of all positive solutions of Eqs(6.6. n = 0.10. .10. p = n→∞ pn lim lim and q = n→∞ qn . ∞). . Open Problem 6. . .87) (6.10.88) (6.92). .92) pn + qn yn .11 Assume q ∈ (1. Open Problems and Conjectures 127 ∞ Open Problem 6. 1. n=−1 . . 1 + yn−1 yn + pn .9 Assume that {pn }n=0 and {qn }∞ are convergent sequences of n=0 nonnegative real numbers with ﬁnite limits. . (6. . . 1 + yn pn + yn−1 . . 1.86) (6. . Extend and generalize. . qn + yn−1 pn yn + yn−1 . . 1.

∞). are nonnegative.94).47) are bounded. 1. β ∈ (0. . 2 Show that the positive equilibrium of System (6. and the asymptotic behavior of the solution {xn }∞ n=−1 of Eq(6. y0 ∈ (0. 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. ∞) × (0. .10. . (c) Extend and generalize. . ∞). 1 β = 1 and γ = . ∞) and that α ∈ (2. y0 ) ∈ B. n = 0. 1. ∞ (b) Let (y−1 . (6. x0 ) ∈ G. Investigate the boundedness character.94) .128 Open Problem 6.14 (Discrete Epidemic Models.10. [3]. See [14].) Let A ∈ (0.93) Conjecture 6. . Open Problem 6. ∞).12 Assume q ∈ (1.6 Assume x0 . y0 ) ∈ (0. . 1) with α + β > 1 + β . Chapter 6. y0 ) ∈ (0.93) is globally asymptotically stable. (b) Let (x−1 .10. 2)-Type Equations (a) Find the set B of all initial conditions (y−1 . Open Problem 6. 3). ∞) × (0. ∞). and [2]) Assume α ∈ (1. (6. ∞) such that the solutions {yn }∞ n=−1 of Eq(6. ∞) through which the solutions {xn }∞ n=−1 of the diﬀerence equation xn+1 = (1 − xn − xn−1 )(1 − e−Axn ).13 (A Plant-Herbivore System. (2. Investigate the asymptotic behavior of {yn }n=−1 . .10. See [9]. the periodic nature. and γ ∈ (0. (a) Determine the set G of initial conditions (y−1 .

n = 0. . n = 0. 1.}. . . . .100) (6.99) (6. . . c2 ∈ [0. . 1) and xn+1 = αxn e−yn + β yn+1 = αxn (1 − e −yn β ∈ (1.15 (The Flour Beetle Model. (6. ∞) and k ∈ {2. . q ∈ [0.98) (6. n = 0. 1. qyn + yn−k yn + pyn−k . n = 0. and c1 . . . Assume a ∈ (0.101) . . n = 0. . . 1). ∞). n = 0. 1. with positive initial conditions.10. q + yn−k pyn + yn−k . 1. . . Investigate the global character of all positive solutions of the system . . 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 .16 (A Population Model) Assume α ∈ (0. 1.10. . qyn + yn−k n = 0. 1.97) (6. . Investigate the global behavior of all positive solutions of each of the following diﬀerence equations: p + qyn yn+1 = . . . . 1. .17 Assume that p. b ∈ (0. . ) which may be viewed as a population model. .6.95) 1 + yn−k yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = yn + p . .96) (6. 1 + yn p + yn−k . Open Problem 6.10. See [48]). n = 0. .10. 1. yn + q pyn + yn−k . Open Problem 6. 1. . . . 3. n = 0. (6. ∞). Open Problems and Conjectures Open Problem 6. . . yn + qyn−k p + qyn−k . ∞) with c1 + c2 > 0.

1. . . n = 0. . Obtain necessary and suﬃcient conditions on f so that the same two cycle is a locally asymptotically stable solution of Eq(6. Open Problem 6.18 Obtain a general result for an equation of the form yn+1 = f (yn . 1. . n = 0. . . 1. . which extends and uniﬁes the global asymptotic stability results for Eqs(6.11) and (6. xn−1 ).103) Open Problem 6.20 Assume that Eq(6.102) has a two cycle which is locally asymptotically stable.10. yn−1 ). (6. .10.103). . 2)-Type Equations Open Problem 6.102) converges to a period-two solution. . also converges to a period-two solution.130 Chapter 6. (6. Obtain necessary and suﬃcient conditions on f so that every positive solution of the equation xn+1 = f (xn−2 . Extend and generalize. xn−1 ).10. n = 0.19 Assume that every positive solution of an equation of the form xn+1 = f (xn . (2.27).

. A + Bxn + Cxn−1 n = 0. 1.4) αC . 3)-type equations are positive and that the initial conditions are nonnegative. (7. 3)-type: Please recall our classiﬁcation convention in which all the parameters in the above (1. 1. . . . A + Bxn + Cxn−1 βxn . . (7. . A + Bxn + Cxn−1 n = 0.2 The Case β = γ = 0 : xn+1 = α yn A α A+Bxn +Cxn−1 This is the (1. . 1 + pyn + qyn−1 αB A2 and q = 131 n = 0. A2 .(7. 3)-type Eq.3) α .2) Eq(1) contains the following three equations of the (1. (7. . n = 0. 3)-Type Equations 7. . 1.1) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= 1 .1) (7.Chapter 7 (1.1 Introduction xn+1 = xn+1 = and xn+1 = γxn−1 . 1. . . 7. . .

Then the zero equilibrium of Eq(7. . 1. . or Theorem 1. q Theorem 7.3 The Case α = γ = 0 : xn+1 = A yn C βxn A+Bxn +Cxn−1 This is the (1.5 in the interval [0.7 in the interval [0. .5) is globally asymptotically stable. Then the positive equilibrium of Eq(7.5) β B and q = . A C Eq(7.4.4) is locally asymptotically stable for all values of the parameters and that Eq(7.5) is globally asymptotically stable. 3)-Type Equations One can easily see that the positive equilibrium of Eq(7.2) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where yn .4.2. . The following result is now a straightforward consequence of either the stability trichotomy Theorem 1. It also follows by applying Theorem 1. 3)-type Eq(7. p ]. (1.1.2.1 Assume p ≤ 1. 1 + pyn + qyn−1 p= n = 0.3.3.4.132 Chapter 7.5) always has zero as an equilibrium point and when p>1 it also has the unique positive equilibrium point y= p−1 .3. The following result is a straightforward consequence of Theorem 1.2 Assume that y−1 . 7.4) has no prime period two solutions. (7. Theorem 7. q+1 The following result is a straightforward consequence of Theorem 1.4) is globally asymptotically stable.4.1 The positive equilibrium of Eq(7. ∞) and p > 1. Theorem 7.4. y0 ∈ (0. 1].

6) and q = Eq(7. Then the positive equilibrium of Eq(7. 3)-type Eq(7. B . ψ. .6) is locally asymptotically stable when q<1 and is unstable (a saddle point) when q > 1. . C (7.6) is globally asymptotically stable when p≥1 and is unstable (a repeller) when p < 1. The Case α = β = 0 : xn+1 = γxn−1 A+Bxn +Cxn−1 133 γxn−1 A+Bxn +Cxn−1 7.3) which by the change of variables xn = reduces to the equation yn+1 = where p= yn−1 .1 and 1. . .4.3. Theorem 7.4 The Case α = β = 0 : xn+1 = γ yn C This is the (1.7. . Concerning prime period-two solutions one can see that Eq(7.4. 1+q The subsequent result is a straightforward application of Theorems 1. . ψ.1. φ.1 (a) The zero equilibrium of Eq(7.6) has a prime periodtwo solution .6) always has the zero equilibrium and when p<1 it also has the unique positive equilibrium y= 1−p . . (b) Assume that p < 1. 1. if and only if p < 1. . . p + qyn + yn−1 A γ n = 0.1. . φ.

. with 0 ≤ φ ≤ 1 − p and φ = Theorem 7. It follows from Section 2. 1 − p. Conjecture 7.134 Furthermore when Chapter 7. . . .1 Assume Show that every positive solution of Eq(7. (1. . . . 2 and in view of (7. φ. 1 − p. . 1). .8) 0 p 0 lie in the disk |λ| < 1. .2 Assume that p<1 Then the period-two solution . of Eq(7. Proof. . . 2 and q > 1.5. . 0. . 0. 1 − p. . Therefore 1−p the prime period-two solution (7. .6) has a ﬁnite limit. . 0. when p < 1 and q = 1 all prime period-two solutions of Eq(7. . q ∈ (0.7) both eigenvalues of JT 2 7. .8) is locally asymptotically stable. 0.6 that here JT 2 0 1−p = 1 p+q(1−p) q(1−p) − p+q(1−p) 1−p . On the other hand. 1 − p. .4. 3)-Type Equations p < 1 and q = 1 the only prime period-two solution is . 1 − p − φ. φ.7) (7.5 Open Problems and Conjectures p. 1 − p − φ.6) are given by .6) is locally asymptotically stable. (7.

5. Open Problem 7.5. Extend and generalize. periodtwo solution.6).11). . . not necessarily prime. . of Eq(7. let (x−1 . Open Problems and Conjectures Conjecture 7.7.2 Investigate the asymptotic character and the periodic nature of all positive solutions of the diﬀerence equation xn+1 = where p.6) converges to a. 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 . . xn−2 . 1 + pxn + qxn−1 + xn−2 n = 0. 1 − p. . .10) (7. Find the basin of attraction of the two cycle . 1. 135 Show that every positive solution of Eq(7. 0. ∞).5. .5.2 Assume p < 1 and q ≥ 1.3 For each of the equations given below. x0 ) ∈ G be an initial point through which the corresponding equation is well deﬁned for all n ≥ 0. 1 + xn + xn−1 (7. Open Problem 7.1 Assume p ∈ (0. ∞).9) (7. and investigate ∞ the long term-behavior of the solution {xn }n=−1 . Open Problem 7. . . 0. .9)-(7.5. ﬁnd the set G of all points (x−1 . q ∈ [0. 1) and q ∈ (1.11) Now for each of the equations (7. 1 − p.

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 . .12)-(7.136 Chapter 7. 3)-Type Equations Open Problem 7.13) (7. Investigate the global character of all positive solutions of Eqs(7. 1 + pn yn + qn yn−1 yn−1 . 1.5. pn + qn yn + yn−1 n = 0.14).5 Assume that {pn }∞ and {qn }∞ are period-two sequences of n=0 n=0 nonnegative real numbers. (1. . . Extend and generalize. . (7. . p = lim pn n→∞ and q = n→∞ qn .12) (7. . 1. n = 0. n = 0.14) Open Problem 7. . 1 + pn yn + qn yn−1 yn . 1. . .5.4 Assume that {pn }∞ and {qn }∞ are convergent sequences of n=0 n=0 nonnegative real numbers with ﬁnite limits. . .

. 1. Eq(8.1) is a linear diﬀerence equation and can be solved explicitly.1 Introduction α + βxn + γxn−1 . Cxn−1 n = 0. 2)-type equation of the form of Eq(6. B is reduced to a (2.4) (see Section 6. 1. .3) n = 0.5). 1. . . 1. . the initial conditions are nonnegative. C . β + Byn n = 0. n = 0. (8.1) (8. .3) by the change of the variables xn = yn + 137 γ . namely. . . and the denominators are always positive. yn+1 = (α + βγ ) + γyn−1 B .Chapter 8 (3. . .2) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. (8. .2) by the change of the variables xn = yn + β . Eq(8. A α + βxn + γxn−1 . 1)-Type Equations 8. . . Eq(8. 3)-type: xn+1 = xn+1 = and xn+1 = α + βxn + γxn−1 . . Bxn Eq(1) contains the following three equations of the (1.

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 }∞ .2). 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 }∞ . Determine the values of φ and ψ in terms of the initial conditions x−1 and x0 . . . . ψ.3) converges to the positive equilibrium of the equation. Determine the basin of attraction of (8.2.4) be a period-two solution of Eq(8.2. Hence there is nothing else remaining to do about these equations other than to pose some Open Problems and Conjectures.3 Determine the set G of all initial points (x−1 . yn+1 (α + βγ ) + βyn C . n=−1 .2) (see Section 6. . .2. ∞) through which the solutions of Eq(8. Determine the set of initial conditions (x−1 .138 Chapter 8.4).1 Assume γ > β. Conjecture 8.2) are bounded. x0 ) ∈ (0.2 Open Problems and Conjectures Open Problem 8. 8. . 1. Open Problem 8.1 Show that every positive solution of Eq(8. (3. 2)-type equation of the form of Eq(6.3) namely. φ.4). = γ + Cyn−1 n = 0.2.4 Determine the set G of all initial points (x−1 . ∞) × (0. ψ. (b) Let {xn }∞ n=−1 be a positive solution of Eq(8. φ. (8.2) which converges to (8. . . . 1)-Type Equations is reduced to a (2. n=−1 Open Problem 8. Open Problem 8.2.2 (a) Assume γ = β and let . .

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.

Proof.10) is a consequence of the fact that in this case qr ∈ (0. (ii) y−1 < q and y0 ≥ q =⇒ y4k−1 < q. Then this solution is oscillatory and the sum of the lengths of two consecutive semicycles. In this case Eq(9.4 Assume p = q(qr + 1) and let {yn }∞ n=−1 be a solution of Eq(9. Theorem 9. and y4k+2 ≥ q.3 Suppose that p = q + rq 2 and let {yn }∞ n=−1 be a nontrivial solution of Eq(9. 1.4). y4k+1 > q. (9. .10) Proof.9) follows by straightforward computation.4). 2 . (2. . 3)-Type Equations qr (q − yn−1 ). The limit (9.9) (9.5).4) becomes yn+1 = q + rq 2 + qyn . Identity (9. and y4k+2 ≥ q.146 Lemma 9.2. The proof follows from identity (9.2. (iii) y−1 > q and y0 ≥ q =⇒ y4k−1 > q. and y4k+2 ≤ q. y4k ≥ 1. y4k ≤ 1. . the following statements are true for all k ≥ 0: (i) y−1 > q and y0 ≤ q =⇒ y4k−1 > q. is equal to four. y4k ≥ 1. y4k+1 < q. More precisely. Then yn+1 − q = Furthermore when qr < 1. 1 + yn + ryn−1 n = 0.4) has no period-two solution.4) when p = q(1 + rq). excluding the ﬁrst. 1 + yn + ryn−1 lim yn = y. y4k ≤ 1. y4k+1 < q. (iv) y−1 < q and y0 ≤ q =⇒ y4k−1 < q. and the only equilibrium point is y = q. and y4k+2 ≤ q. ∞) and Eq(9. y4k+1 > q. then n→∞ Chapter 9. 2 Here we present a semicycle analysis of the solutions of Eq(9.

2 I= [ p−q . The Case γ = 0 : xn+1 = α+βxn A+Bxn +Cxn−1 147 9.2. qr p−q . p−q ] qr if if q < p < q(qr + 1). q] qr [q. Then yn > y for n ≥ 0 and so which is a contradiction. yN +1 > q. y ∈ I. Let {yn }n=−1 be a solution of Eq(9. Then every solution of Eq(9. yN +1 < p−q .4) lies eventually in I. the following is true: Lemma 9. q−1+ (q − 1)2 + 4p 2 Hence. there exists N > 0 such that one of the following three cases holds: (i) yN > q. First assume that p ≤ q. qr and yN +2 < . yN ≤ b. Then clearly.2. (ii) yN > q. q−1+ (q−1) +4p ] if p ≤ q.4) described in Lemma 9.3. then yN +1 < b. More precisely.2.4 Global Asymptotic Stability The following lemma establishes that when p = q(qr + 1). Then by Lemma 9. Next assume that q < p < q(qr + 1) and. every solution of Eq(9. also assume that the solution {yn }∞ n=−1 is not eventually in the interval I. p > q(qr + 1). if for some N .4) is eventually trapped into one of the three invariant intervals of Eq(9. ∞ Proof. for the sake of contradiction. (1 + yn + ryn−1 )(1 + b) n ≥ 0. Set b= and observe that yn+1 − b = (q − p)(yn − b) − r(p + qb)yn−1 .1.4).2. Now assume for the sake of contradiction that yn > b for n > 0.2.9.5 Let I denote the interval which is deﬁned as follows: √ 2 [0. qr n→∞ lim yn = y ∈ I and yN +2 < p−q .

1+r Then the equilibrium y of Eq(9. By using the monotonic character of the function f (x. .4): Theorem 9. qr The desired contradiction is now obtained by using the Identity (9. y) = p + qx 1 + x + ry 2 in each of the intervals in Lemma 9.1.4. 3)-Type Equations ≤ yN +1 ≤ q. For example.4) is globally asymptotically stable.4) is globally asymptotically stable. The proof when p > q(qr + 1) is similar and will be omitted. p< p≤q or q < p < q + q2r and that one of the following conditions is also satisﬁed: (i) q ≤ 1. p−q qr Chapter 9. 3}.7) from which it follows that for j ∈ {0. or q . (2. then yN + ryN − p > 0 and 2 if yN ≤ p−q . and yN +2 < p−q . Then the equilibrium y of Eq(9.4 (a) Assume that either p ≥ q + q 2 r. qr Also observe that 2 if yN ≥ q. we can obtain some global asymptotic stability results for the solutions of Eq(9.4). together with the appropriate convergence Theorems 1. then yN + ryN − p < 0. 1.4.7 and 1.2.148 (iii) yN > q. each subsequence {yn+4k+j }∞ with all its terms outside k=0 the interval I converges monotonically and enters in the interval I. Proof. the following results are true for Eq(9. and (q − 1)2 (r − 1) ≤ 4p. 2.5. (b) Assume that either (iii) r > 1 (ii) r ≤ 1.2.

. .2.4.7 and 1. 0.3.5.1 and 9. The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 149 (a) The proof follows from Lemmas 9. Clearly now if Condition (ii) or (iii) is satisﬁed. 1.2.4. m) then M = m. 1 + M + rm Hence (M − m)(1 − q + M + m) = 0. 1 + yn + ryn−1 q= γ . It is easy to check that y ∈ 0. m = M from which the result follows. B (9.9. y0 ∈ 0. For instance.5 and so it remains to be shown that if m = f (m.2) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + qyn−1 . this is the case if Condition (i) is satisﬁed. If m + M = q − 1 then m and M satisfy the equation (r − 1)m2 + (r − 1)(1 − q)m + p = 0. then yn ∈ 2 √ √ q−1+ (q−1)2 +4p q−1+ (q−1)2 +4p for all n ≥ 0. . M ) and M = f (M. This system has the form m= p + qm 1 + m + rM and M = p + qM . then M = m. Now if m + M = q − 1. . 3)-type Eq(9. √ q−1+ (q−1)2 +4p (b) In view of Lemma 9.11) A yn B αB . 2 9.1 we see that when y−1 .1 and Theorem 1.4.2.2. the function f increases in x and and that in the interval 0. We will employ Theorem 1. The proof when q < p < q + q 2 r holds follows from Lemma 9.2. A n = 0. 2 2 √ 2 +4p q−1+ (q−1) .4.3 The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 This is the (2.4 and Theorems 1. 2 decreases in y. A2 and r = . C .

(2. and the convergence of solutions in certain regions of initial conditions. and more precisely a saddle point.1 we obtain the following result. .12) holds. 3)-Type Equations This equation has not been investigated yet. (9. ψ. .1 Let Existence and Local Stability of Period-Two Cycles .150 Chapter 9.11) is unstable.3. . if and only if (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) . Eq(9. Theorem 9. invariant intervals. when q > 1 and (r − 1)(q − 1)2 + 4pr2 < 0. Lemma 9. ψ.11). . . φ. ψ. . .3. φ. . .1.11) has a prime period-two solution . Here we make some simple observations about linearized stability.11) is locally asymptotically stable when either q≤1 or q > 1 and (r − 1)(q − 1)2 + 4pr2 > 0. φ.12) 9.3. (b) The equilibrium y of Eq(9.1 (a) The equilibrium y of Eq(9.1 Eq(9. φ. . By employing the linearized stability Theorem 1. t+ r 1−r . . 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. Furthermore when (9.12) holds. be a period-two cycle of Eq(9. ψ. the period-two solution is “unique” and the values of φ and ψ are the positive roots of the quadratic equation t2 − p q−1 = 0.

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

ψ) (φ. ψ) = .14).152 Chapter 9. This inequality is equivalent to (q − pr + qφ) (q − pr + qψ) − (1 + ψ + rφ)2 (1 + φ + rψ)2 < 0. ∂u ∂v ∂v ∂u φ ψ lie inside the Then it follows from Theorem 1. ψ) = + . Observe that.13) is equivalent to the following three inequalities: D<1 S <1+D −1 − D < S. ψ) − (φ. 3)-Type Equations ∂h (p + qψ)(pr − q − qψ) (φ. ψ).1 that both eigenvalues of JT 2 unit disk |λ| < 1.14) (9. 2 (1 + φ + rψ)2 ∂v (1 + ψ + rφ) (1 + φ + rψ)2 Set S= and D= ∂h ∂g (φ.15) (9. Thus . ψ) (φ. (2. ∂u (1 + ψ + rφ)2 (1 + φ + rψ)2 ∂h (p + qψ)(p + qφ) q − pr + qφ (φ.16) First we will establish Inequality (9.1. ψ) + (φ. ψ) ∂u ∂v ∂h ∂g ∂h ∂g (φ. (q − pr + qφ) (q − pr + qψ) = (q − pr)2 + q(q − pr)(φ + ψ) + q 2 φψ = = −2q 2 r + q 2 r2 + 3qpr2 − 2qpr3 − p2 r3 + p2 r4 − q 3 + rq 3 + q 2 − pr2 q 2 − qpr r (−1 + r) (1 + ψ + rφ)2 (1 + φ + rψ)2 = 1 + φ + rψ + ψ + ψφ + rψ 2 + rφ + φ2 r + r2 φψ = −pr2 + qr + pr − q + q 2 r 2 2 and that . Inequality (9.13) (9. if and only if |S| < 1 + D < 2. (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 a consequence of Condition (9.3. Also by using Condition (9. 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) = . Next we turn to Inequality (9.12). r2 (1 − r) −r2 p + rp − q + q 2 + qr = rp(1 − r) + q(q − 1) + qr > 0. After some lengthy calculation one can see that this inequality is also a consequence of Condition (9.15). In summary. 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. Finally Inequality (9.9. we have established the following result: .12).12) we see that (r − 1)(q − 1)2 + 4pr2 = q 2 r − 2qr + r − q 2 + 2q − 1 + 4r2 p < 0 and so 2r2 p − rp + q − q 2 − qr + q 2 r < 2r2 p − rp + q − qr + 2qr − r − 2q + 1 − 4r2 p = −2r2 p − rp − q + qr − r + 1 = −2r2 p − rp + (r − 1) (q − 1) < 0 from which the result follows.

which can be established by direct calculation. ψ. yk ∈ [0. then yk+1 = p + qyk−1 p + qyk−1 ≤ = g(yk−1 ) ≤ g(b) ≤ b. (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. q−1+ (q − 1)2 + 4pr 2r when pr ≤ q. r when 1 < q < pr < q + q2 q − . .154 Chapter 9. Using Eq(9. q r (c) q pr − q . . . 1 + yk + qyk−1 1 + ryk−1 The proof follows by induction.11) possesses the following invariant intervals: (a) 0.2 Invariant Intervals The following result.3. φ. 9. Lemma 9.12) holds. b]. Furthermore when (9.3.2 Eq(9. . ψ.11) we see that when yk−1 . 3)-Type Equations Theorem 9.2 Eq(9. (2. if and only if (9. r r Proof. gives a list of invariant intervals for Eq(9. (b) pr − q q .3.12) holds. this period-two solution is locally asymptotically stable. . r q when pr ≥ q + q2 . . φ.11).11) has a unique prime period-two solution . .

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

2r 2r √ q−1+ (q−1)2 +4pr and that in the interval 0.4. In view of Lemma 9.3 Convergence of Solutions p + qy 1 + x + ry By using the monotonic character of the function f (x. y) = in each of the intervals in Lemma 9.3. For example.5-1. 2 Theorem 9. then Proof.2. (ii) r ≥ 1.2 we see that when y−1 . . 2r √ √ q−1+ (q−1)2 +4pr q−1+ (q−1)2 +4pr yn ∈ 0.4. (2.3.6.8) we can obtain some convergence results for the solutions with initial conditions in the invariant intervals. 3)-Type Equations 9. 2 q−1+ √ (q−1)2 +4pr (ii) r < 1 and (r − 1)(q − 1)2 + 4pr2 ≥ 0. q−1+ (q − 1)2 + 4pr 2r converges to the equilibrium y. the following results are true for Eq(9. for all n ≥ 0. the function f decreases in x and increases 2r in y.11): Theorem 9.3. Then every solution of Eq(9.156 Chapter 9. The result now follows by employing Theorem 1.4 (a) Assume that 1 < q < pr < q+ qr − q and that one of the following r conditions is also satisﬁed: (i) r ≥ 1.3. . (iii) r < 1 and (r − 1)(q − 1)2 + 4pr2 ≥ 0.4. together with the appropriate convergence theorem (from among Theorems 1.3. y0 ∈ 0.11) with initial conditions in the invariant interval 0. It is easy to check that y ∈ 0.3 Assume that pr ≤ q and that one of the following conditions is also satisﬁed: (i) q ≤ 1.

1. .3. (b) Assume that pr > q + qr .4.11). q r interval q .3 to Eq(9.3.3.4 Global Stability By applying Theorem 1. The result now follows by employing Theorem 1.11) is globally asymptotically stable. Theorem 9.2 we conclude that yn ∈ for all n ≥ 0. .4.r q 2 check that y ∈ and that the function f (x.r q pr−q q . Then the positive equilibrium of Eq(9. the function f decreases check that y ∈ q .11) becomes yn+1 = qr + q 2 + qr2 yn−1 .2 we conclude that yn ∈ pr−q q . (a) In view of Lemma 9.11) with initial conditions in the invariant interval pr − q q . pr−q and that in the r q in both x and in y. y) decreases in x and increases in y. . 2 q pr−q . It is easy to (b) In view of Lemma 9. The result now follows by employing Theorem 1. r 9.5 Assume r ≥ 1 and pr ≤ q. we obtain the following global asymptotic stability result. r q converges to the equilibrium y.4. Then every solution of Eq(9.6.11) when pr = q + this case Eq(9. r2 + r2 yn + r3 yn−1 n = 0. pr−q r q for all n ≥ 0.5 Semicycle Analysis When pr = q + Here we present a semicycle analysis of the solutions of Eq(9. In and the only positive equilibrium is y = q .3. q2 r q2 .3. r .3.7. Proof. q r converges to the equilibrium y. It is easy to 9.11) with initial conditions in the invariant interval q pr − q .9. The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 157 Then every solution of Eq(9.

invariant intervals.3) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= pyn + yn−1 . γ This equation has not been investigated yet.158 2 Chapter 9.3. Then after the ﬁrst semicycle. C n = 0.4 The Case α = 0 : xn+1 = βxn +γxn−1 A+Bxn +Cxn−1 This is the (2.6 Suppose that pr = q + qr and let {yn }∞ n=−1 be a nontrivial solution of Eq(9.18) The following theorem is a consequence of Theorem 1. r + qyn + yn−1 β . Eq(9. 3)-Type Equations Theorem 9. The equilibrium points of Eq(9.17) also possesses the unique positive equilibrium y= p+1−r . . 3)-type Eq(9. . 1. q+1 (9. γ q= B . the solution oscillates about the equilibrium y with semicycles of length one. The proof follows from the relation yn+1 − q q qr2 = ( − yn ) 3 .17) are the nonnegative solutions of the equation y= (p + 1)y .11). (9. and the convergence of solutions in certain regions of initial conditions. . Proof. r + (1 + q)y Hence zero is always an equilibrium point and when p + 1 > r.3. C and r = A .1 and Theorem 1.17) γ yn . Here we make some simple observations about linearized stability.1.1. r r r (1 + yn + ryn−1 ) 2 9. (2. .

q−1 .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) = 0.2 Assume that (9. Furthermore when (9.3 Eq(9.17) is locally asymptotically stable when q + r < 3p + 1 + qr + pq.17) is globally asymptotically stable. it follows from Section 2.17).17) has a prime period-two solution . φ.1. Then the zero equilibrium of Eq(9.19) Concerning prime period-two solutions for Eq(9.4.5 that the following result is true. (9. . Theorem 9.20) (9. Then the positive equilibrium of Eq(9.9. 1. if and only if (9.20) holds. Theorem 9. and unstable (a saddle point) when q + r > 3p + 1 + qr + pq.17) about its positive equilibrium y is zn+1 − p − q + qr q−p+r zn − zn−1 = 0. . Furthermore the zero equilibrium is a saddle point when 1−p<r <1+p and a repeller when r < 1 − p.4. . The linearized equation associated with Eq(9.4.1 βxn +γxn−1 A+Bxn +Cxn−1 159 (a) Assume that p + 1 ≤ r. . . The following result is a consequence of Theorem 1. (p + 1)(q + 1) (p + 1)(q + 1) n = 0. . Then the zero equilibrium of Eq(9. .4. .17) is unstable. . (b) Assume that p + 1 > r.1.18) holds. φ. ψ. The Case α = 0 : xn+1 = Theorem 9. ψ.

and [0. where K > 0 is an arbitrary number and pr . K] when p = q 2 where K > 0 is an arbitrary number.4.1 Eq(9.4. Lemma 9.1 Invariant Intervals The following result. K2 −p [0. q2 pr −p (q − r)(p − q 2 ) − qr + [0. K1 p − q2 K1 = (c) 0. and q 2 + q ≤ r. q2 where K2 = when q 2 > p + qr. (2.17) possesses the following invariant intervals: (a) 0. K] when q 2 < p ≤ q 2 + r and p + q ≤ r. ((q − r)(q 2 − p))2 + 4p3 qr2 2pqr (q − r)(q 2 − p) + . qr p − q2 when q 2 < p ≤ q 2 + r and p + q > r. 3)-Type Equations 9. K] when q 2 − qr ≤ p < q 2 and p + q ≤ r.160 Chapter 9. (b) 0. when q 2 − qr ≤ p < q 2 and p + q > r. gives a list of invariant intervals for Eq(9. . p+q−r q+1 when p = q 2 and q 2 + q > r where K > 0 is an arbitrary number and qr . when p > q 2 + r where ((r − q)(p − q 2 ) + qr)2 + 4q 3 r(p − q 2 ) 2q(p − q 2 ) .17). which can be established by direct calculation.

yk ∈ 0. y) is increasing in both arguments for x < qr and it is increasing in x and decreasing in y for x ≥ p−q2 . yk+1 = f (yk . First assume that q 2 < p ≤ q 2 + r . K1 p−q 2 we can see that qr qr . q 2 −p (c) It is clear that the function f (x. it is satisﬁed under the condition r + q 2 > p. 2 p−q p − q2 pr . K1 ≤ yk+1 = f (yk . y) ≤ f (K. Then for yk−1 . y) = r + qx + y is increasing in both arguments. q 2 −p First assume that q 2 − qr ≤ p < q 2 . K) ≤ K is equivalent to q 2 +q−r ≤ (q+1)K.4.9. yk−1 ) ≤ f (K. The last inequality is always satisﬁed when p + q ≤ r and when p + q > r. K). r + (q + 1)K pr . qr Hence for yk−1 . yk−1 ) ≤ f (K1 . r + (q + 1)K qr where we set K = p−q2 . yk−1 ) ≤ f (K. Now observe that the inequality f (K. K2 q 2 −p Second assume that p < q 2 − qr. yk ∈ f one can see that ≤ K2 . When q 2 + q ≤ r. yk ∈ 0. −p Then one can see that for yk−1 . 2 pr pr . yk−1 ) ≤ f K2 . p−q2 we obtain qr . Then for yk−1 . K) = (p + q)K with K = pr . Therefore for any K > 0. ) ≤ K1 . 1 ≤ K. p−q 2 0 ≤ f (x. q+1 (b) It is clear that the function f (x. yk ∈ f qr . y) is increasing in both arguments for y < and it is increasing in y and decreasing in x for y ≥ q2pr . 1 ≤ K. this inequality is satisﬁed for any K > 0. 2 q2 − p q −p . 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. while when q 2 + q > r the inequality is true when p+q−r K≥ . K2 ≤ yk+1 = f (yk . The Case α = 0 : xn+1 = Proof. K) = (p + q)K Second assume that p > q 2 + r. q2pr we obtain −p yk+1 = f (yk .

converges to the equilibrium y. The proof is an immediate consequence of Lemma 9. Assume that q 2 + r ≥ p > q 2 and p + q ≤ r.4. converges to the equilibrium y. Then every solution of Eq(9. we can obtain some convergence results for the solutions with initial conditions in the invariant intervals.17) with initial conditions in the invariant interval 0. Proof. together with the appropriate convergence theorem (from among Theorems 1.2 Convergence of Solutions px + qy r + qx + y By using the monotonic character of the function f (x. Then every solution of Eq(9. for any K > 0.4.4 (a) Assume that p = q 2 and q 2 + q > r.4. Assume that p = q 2 and q 2 + q ≤ r. K].162 Chapter 9. (c) Assume that q 2 − qr ≥ p < q 2 and p + q > r. Then every solution of Eq(9. (b) Assume that q 2 + r ≥ p > q 2 and p + q > r.4.5-1.17) with initial conditions in the interval [0. for any K > 0.1.4. 3)-Type Equations 9.17) with initial conditions in the invariant interval 0. K]. Then every solution of Eq(9.1 and Theorem 1. Assume that q 2 − qr ≤ p < q 2 and p + q ≤ r.4. converges to the equilibrium y. Then every solution of Eq(9.17) with initial conditions in the interval [0. y) = in each of the intervals in Lemma 9. converges to the equilibrium y.8.17): Theorem 9.17) with initial conditions in the interval [0.8). for any K > 0. 2 q2 pr −p qr p − q2 q2 + q − r q+1 . converges to the equilibrium y. converges to the equilibrium y. (2. Then every solution of Eq(9.4. the following results are true for Eq(9. K].17) with initial conditions in the invariant interval 0. For example.

6. K2 converges to the equilibrium y.4. B. The proof is an immediate consequence of Lemma 9.4. C ∈ (0. B. Open Problems and Conjectures Theorem 9.1 Assume Show that every positive solution of Eq(9. A. 2 Theorem 9. Conjecture 9. p−q 2 Proof.11) with initial conditions in the invariant interval converges to the equilibrium y. Show that every positive solution of Eq(9.5. 1−q 163 and p ≤ Then every solution of Eq(9. Proof.4. (ii) q ≥ 1. ∞).4.3) is bounded. B.3 Assume β.5.5. The proof is a consequence of Lemma 9.4. ∞).5.20) is not satisﬁed. K1 p−q 2 3q 2 +q−qr+r . . γ.11) with initial conditions in the invariant interval qr .5 Assume that p > q2 + r and that one of the following conditions is also satisﬁed: (i) p ≤ q + r. β.1) has a ﬁnite limit. Then every solution of Eq(9.1 and Theorem 1. (iii) q < 1 qr . Show that every positive solution of Eq(9.4. C ∈ (0. A.5. A.5 Open Problems and Conjectures α.9.2 Assume α. γ.6 Assume that q 2 > p + qr and that Condition (9. C ∈ (0. ∞).1 and Theorem 1. Conjecture 9. 2 9. Conjecture 9.2) is bounded.

A. A. Show that the positive equilibrium of Eq(9.3) is globally asymptotically stable. ∞) and suppose that Eq(9. x0 ) ∈ R × R through which the equation xn + xn−1 xn+1 = 1 + xn + xn−1 is well deﬁned for all n ≥ 0. ∞).3) has no prime period-two solutions. and for these initial points investigate the long-term behavior of the solutions {xn }∞ .5.5. C ∈ (0. x0 ) ∈ R × R through which the equation 1 + xn−1 xn+1 = 1 + xn + xn−1 is well deﬁned for all n ≥ 0. n=−1 Open Problem 9. B. n=−1 . Open Problem 9. ∞) with x−1 + x0 > 0 and that β. x0 ∈ [0.2) has no prime period-two solutions. and for these initial points investigate the long-term behavior of the solutions {xn }∞ .164 Conjecture 9.5. Extend and generalize.1 Determine the set G of all initial points (x−1 .4 Assume Chapter 9. x0 ) ∈ R × R through which the equation 1 + xn xn+1 = 1 + xn + xn−1 is well deﬁned for all n ≥ 0. Suppose that Eq(9. Show that the positive equilibrium of Eq(9. Extend and generalize. Conjecture 9.2 Determine the set G of all initial points (x−1 . γ.5 Assume that x−1 . 3)-Type Equations α.5. B.2) is globally asymptotically stable. C ∈ (0. n=−1 Open Problem 9. and for these initial points investigate the long-term behavior of the solutions {xn }∞ .3 Determine the set G of all initial points (x−1 . (2. γ. Extend and generalize.5.

. . 1. Extend and generalize.20) holds. . . . of Eq(9.5. 1. ψ.23) pn yn + yn−1 .9. Investigate the basin of attraction of the two cycle . φ. φ. Show that the period-two solution . . Investigate the global character of all positive solutions of Eqs(9. .21) (9. Conjecture 9. . lim Investigate the asymptotic behavior and the periodic nature of all positive solutions of each of the following three diﬀerence equations: yn+1 = yn+1 = yn+1 = pn + qn yn . φ.21)-(9.5. . . of Eq(9. ψ. . . n = 0. p = lim pn .12) holds.5. φ. .5.6 Assume that (9. n→∞ q = n→∞ qn . .5. of Eq(9. 1 + yn + rn yn−1 pn + qn yn−1 .5 Assume that {pn }∞ . ψ.5. {qn }∞ . 1 + yn + rn yn−1 n = 0. . Open Problem 9. . . . φ. . lim and r = n→∞ rn . n = 0. . Open Problem 9.17).4 Assume that {pn }∞ . . 1. ψ.7 Assume that (9. Investigate the basin of attraction of the two cycle . . ψ. .11).20) holds. . and {rn }∞ are convergent sen=0 n=0 n=0 quences of nonnegative real numbers with ﬁnite limits.6 Assume that (9. . rn + qn yn + yn−1 ∞ Open Problem 9. (9.22) (9. . {qn }n=0 . . ψ. Open Problems and Conjectures 165 Open Problem 9.23). .17) is locally asymptotically stable. φ. . and {rn }∞ are period-two sen=0 n=0 quences of nonnegative real numbers.

166 Open Problem 9. 1 + yn + ryn−k yn+1 = yn+1 = p + qyn−k .26) . 1. .8 Assume that p. 1. . . n = 0. . . . . . Investigate the global behavior of all positive solutions of each of the following diﬀerence equations: p + qyn (9. .24) yn+1 = . 3.}. (9. r + qyn + yn−k n = 0.5. . . r ∈ [0. n = 0. (2. 1. q. ∞) and Chapter 9. 3)-Type Equations k ∈ {2.25) (9. 1 + yn + ryn−k pyn + yn−k . . .

1. 2)-Type Equations 10.4) and r = 167 . 1. .1) (10. . . 2)-type Eq(10.1 Introduction α + βxn + γxn−1 . 2)-type: xn+1 = xn+1 = and 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 . 1. 1. 1 + yn αB . . (10. . γ . (10. n = 0.3) Bxn + Cxn−1 Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. .2) 10. xn+1 = n = 0. and the denominators are always positive. A + Cxn−1 Eq(1) contains the following three equations of the (3. . A (10. A n = 0. n = 0.Chapter 10 (3. . . A + Bxn α + βxn + γxn−1 . . . A2 q= β . .2 The Case C = 0 : xn+1 = A yn B α+βxn +γxn−1 A+Bxn This is the (3. the initial conditions are nonnegative. .

.5 and 2. By applying the linearized stability Theorem 1. (10. 1.7. in Section 2.1 are given in Sections 10. .2.7.1 and 10.2.1. (b) Assume that r < q + 1. The proofs of parts (b) and (c) of Theorem 10. (3.1 was given. . The proof of part (a) of Theorem 10.2.4) possesses prime period-two solutions.6) (10. for a more general equation. See Sections 2.2.1 we see that y is locally asymptotically stable when r <1+q and is an unstable (saddle point) equilibrium when r > 1 + q. Then Eq(10. .2.4) about its unique equilibrium y= is zn+1 − q+r−1+ (q + r − 1)2 + 4p 2 q − p − ry r zn − zn−1 = 0. When r =q+1 Eq(10.168 Chapter 10.4) is globally asymptotically stable. Theorem 10.4) exhibit the following trichotomy character.2 below.1 (a) Assume that r = q + 1. Then every solution of Eq(10. Then the equilibrium of Eq(10.4) converges to a period-two solution.4) was investigated in [29].5) .7) (10.) The linearized equation of Eq(10. 2 (1 + y) 1+y n = 0. (c) Assume that r > q + 1. 2)-Type Equations (Eq(10.4) possesses unbounded solutions. The main result in this section is that the solutions of Eq(10.

. (10.12) (10. (10.8) which is of the form of the (2.1 Here we assume that Eq(10.10) . (10. (1 + q) + zn n = 1.6) holds and we prove that the equilibrium of Eq(10. .2. 2)-type Eq(6.8) holds.2. . We know already that when Eq(10.11) q−p r yn−1 − 1 + yn r q−p r for n ≥ 0.5 and therefore the proof is complete when (10.1 Proof of Part (b) of Theorem 10.10) reduces to yn+1 − q = Also in this case 0<r =1− r (yn − q) for n ≥ 0. Now observe that the solutions of Eq(10. . The Case C = 0 : xn+1 = α+βxn +γxn−1 A+Bxn 169 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 (10.2.4) to the diﬀerence equation zn+1 = (p + rq − q) + rzn−1 .6) holds the equilibrium is locally asymptotically stable so it remains to be shown that every solution of Eq(10. 1. .4) is attracted to the equilibrium.10. n = 0. Observe that (p − q) + ryn−1 yn+1 = q + . 1 + yn and so when p≥q we have yn ≥ q Therefore the change of variables yn = q + zn transforms Eq(10.23) which was investigated in Section 6. . So in the remaining part of the proof we assume that p < q. 1 + yn p <1 q (10.4) is globally asymptotically stable.

2)-Type Equations |yn+1 − q| < r|yn+1 − q| and so n→∞ lim yn = q which completes the proof when (10. It follows from (10. (10.12) that Chapter 10. Still to be considered are cases where p + qr − q > 0 and p + qr − q < 0.13) (10.10).16) (10. note that now q−p <q r and employ (10.14) First assume that (10. q−p r q−p r for n ≥ 0 for n ≥ 0. (10. Then we can see from (10. To complete the proof in this case it is suﬃcient to show that eventually (10.170 and the equilibrium of Eq(10.4) is equal to q.10) that yN +1+2K > q for all K ≥ 0.13) holds. (3.11) holds.15) is not eventually true then either y2n < or y2n−1 < This is because when yN −1 > then it follows from (10.9). To this end. (10. The case where (10.17) q−p r for some N ≥ 0. We will assume that (10.18) q−p q−p r y2n − > r y2n − 1 + yn+1 r r .15) yn ≥ q and then use the known result for Eq(10.10) that y2n+2 − q = and so y2n+2 > ry2n + p for n ≥ 0.16) holds. If (10.17) holds is similar and will be omitted.

4. Note that in this case r < 1 and so q−p < y2n+2 < rn+1 y0 + rn p + . Then one can see from (10.18) that q−p > y2n+2 > rn+1 y0 + rn p + .2. because by (10. r that either q−p y2n > for n ≥ 0 (10. Next assume that (10. it follows from (10.19) holds.14) holds.13) and completes the proof when (10. + rp + p r which implies that p q−p ≤ . q−p .1.20) holds is similar and will be omitted. + rp + p r and so p q−p ≥ r 1−r which contradicts (10.8 and the fact that in this case the function f (x. To this end assume for the sake of contradiction that the solution is not eventually in the interval 0.20) r We will assume that (10. Now we claim that every solution of Eq(10.16) and (10.2. . y) = p + qx + ry 1+x is increasing in both arguments.14) and completes the proof of part (b) of Theorem 10.16) the solution is bounded.10) and r the fact that now q−p q< .4) lies eventually in the interval 0. . Once we establish this result. y2n−1 > (10.10. r 1−r This contradicts (10. Then from (10. On the other hand. .13) holds. the proof that the r equilibrium is a global attractor of all solutions would be a consequence of Theorem 1. q−p . The Case C = 0 : xn+1 = α+βxn +γxn−1 A+Bxn 171 This is impossible when r ≥ 1. The case where (10. when r < 1.19) r or q−p for n ≥ 0.10) we see that y2n+2 − q = and so y2n+2 < ry2n + p for n ≥ 0. . q−p r q−p < r y2n − y2n − 1 + y2n+1 r r .

10.4) to Eq(10.4) is a saddle point and so by the stable manifold theorem.7) holds.2 Proof of Part (c) of Theorem 10. the equilibrium of Eq(10. A2 and r = .21) αC . . Eq(10. then yn ≥ q Now the change of variables yn = q + zn transforms Eq(10.4) possesses bounded solutions which in fact converge to the equilibrium of Eq(10. 2)-Type Equations 10.2) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + qyn + ryn−1 .4) possesses unbounded solutions. More speciﬁcally the solutions of Eq(10. . It should be mentioned that when (10. That is when y−1 . 1. A (10.7) holds and show that Eq(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 ≥ 0.172 Chapter 10. ∞) is invariant. in addition to unbounded solutions. To this end observe that yn+1 = q + q p + r(yn−1 − r ) 1 + yn for n ≥ 0 and so when (10. 1 + yn−1 q= β .9) and the conclusion of part (c) follows from Section 6. ∞).2. 2)-type Eq(10. have the property that the subsequences of even terms converge to ∞ while the subsequences of odd terms converge to q.2. γ .1 Here we assume that (10.7) holds the interval [q. .3 The Case B = 0 : xn+1 = A yn C α+βxn +γxn−1 A+Cxn−1 This is the (3.5 for appropriate initial conditions y−1 and y0 .4). A n = 0. (3. y0 ∈ [q.

zn + 1+y (1 + y)2 n = 0.3. Here we make some simple observations about linearized stability. .3. Recall that I is an invariant interval.3. q. Observe that (p − r) + qyn .3.1 Eq(10. and convergence of solutions in certain regions of initial conditions. gives a list of invariant intervals for Eq(10. n = 0. 1. . yN +1 ∈ I then yn ∈ I for n ≥ N. and r.1. . if whenever. .21) possesses the following invariant intervals: (a) 0. The linearized equation of Eq(10. yn+1 = r + 1 + yn−1 and so when p≥r Global Stability When p ≥ r . . .21).1 we see that y is locally asymptotically stable for all values of the parameters p. which can be established by direct calculation.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. 10. 1. 10. p 1−q when q < 1 and p ≥ r. r−p q when q < 1 and p ≥ r(1 − q).10. invariant intervals.2 Here we discuss the behavior of the solutions of Eq(10. By applying Theorem 1.1 Invariant Intervals The following result. The Case B = 0 : xn+1 = α+βxn +γxn−1 A+Cxn−1 173 This equation has not been investigated yet. for some integer N ≥ 0. (b) 0.21) when p ≥ r. yN . .

Theorem 10. converges to the equilibrium y. (a) Every positive solution of Eq(10. (b) The positive equilibrium of Eq(10.1 Assume p ≥ r.21) when p < r. which is of the form of the (2. 2. . n = 1.3.2) which was investigated in Section 6.2 (a) Assume that q < 1 and r ≥ p . Theorem 10. The following result is now a consequence of the above observations and the results in Section 6. (1 + r) + zn−1 Chapter 10.21) is globally asymptotically stable if one of the following conditions holds: (i) q < 1. .3. 1−q Then every solution of Eq(10.21) with initial conditions in the invariant interval 0. 10.21) is bounded. r−p q . Then the following statements are true.174 yn ≥ r Therefore the change of variables yn = r + zn transforms Eq(10.21) to the diﬀerence equation zn+1 = p + qr − r + qzn .3.3 Convergence of Solutions Here we discuss the behavior of the solutions of Eq(10.3. 2)-Type Equations for n ≥ 1. (ii) q≥1 and either p + qr − r ≤ q or q < p + qr − r ≤ 2(q + 1). 2)-type Eq(6. (3. .3.

y0 ∈ 0. r−p q q for all n ≥ 0.4. K= q + r − p − q2 (b) In view of Lemma 10. . y0 ∈ for all n ≥ 0. It is easy to check that y ∈ r−p . C n = 0. qyn + yn−1 q= B .1 we see that when y−1 .K q and that in the interval .3.4. (a) In view of Lemma 10. 1. y) increases in both x and y. αC . γ2 (10.K q r−p .3.K q converges to the equilibrium y. γ and r = .3) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= r + pyn + yn−1 . It is easy to check that y ∈ 0.K q the function f (x. Proof.5.10.22) β . 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 . r−p q q the function f (x. r−p and that in the interval 0.4. 2 10. r−p . The result is now a consequence of Theorem 1. . y) increases in x and decreases in y. 2)-type Eq(10. then yn ∈ 0. r−p .21) with initial conditions in the invariant interval r−p .4 The Case A = 0 : xn+1 = γ yn C α+βxn +γxn−1 Bxn +Cxn−1 This is the (3. 1−q and p < r < Then every solution of Eq(10.1 we see that when y−1 .K q pq + r2 − pr . The result is now a consequence of Theorem 1.8. then yn ∈ r−p . .

(10.176 Chapter 10. .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. Here we make some simple observations about linearized stability. is unique and the values φ and ψ are the positive roots of the quadratic equation t2 − (1 − p)t + r + p(1 − p) = 0.1. (1 + p) + (1 + p)2 + 4r(1 + q) 2(1 + q) By applying Theorem 1. it follows from Section 2. The second condition reduces to q > pq + 1 + 3p. . φ. . When r = 0.5 that a period-two solution exists if and only if p < 1. (10. 1. The linearized equation of Eq(10. as in Section 6. invariant intervals. Concerning prime period-two solution.24) is void. .9.25) Furthermore in this case the prime period-two solution . q > 1 and 4r < (1 − p)(q − pq − 3p − 1).23) is strict and Condition (10. the inequality in (10. . φ. (3. . ψ. . . ψ. 2)-Type Equations This equation has not been investigated yet.22) about its positive equilibrium y= is zn+1 − (p − q)y − qr (p − q)y + r zn + zn−1 = 0. q−1 . .23) It is interesting to note that the above condition for the local asymptotic stability of y requires the assumption that r > 0. and the convergence of solutions in certain regions of initial conditions.24) 2r q − pq − 1 − 3p >0 (10. . (q + 1)(r + (p + 1)y) (q + 1)(r + (p + 1)y) n = 0.

b] when p = q a and b are positive numbers such that r + (p + 1)a ≤ (q + 1)ab ≤ r + (p + 1)b. when q > p + r. and p < q. (b) p qr .1 Eq(10. p−q and (10. First assume that p > q and p2 −pq q2 and it < r. q p−q qr p . r q−p r . We consider the cases where p = q. a) = ≤ b. Lemma 10. q2 p2 − pq > r.4. (q + 1)b (q + 1)a qr .4. y) = is decreasing in both arguments. Hence a≤ r + (p + 1)b r + (p + 1)a = f (b. q2 when p > q and when p < q < p + r.10.1 q−p Proof. y) ≤ f (a. b) ≤ f (x. y) is decreasing in both arguments when y < qr is increasing in x and decreasing in y for y ≥ p−q .4. The Case A = 0 : xn+1 = α+βxn +γxn−1 Bxn +Cxn−1 177 10. (a) It is easy to see that when p = q the function f (x.21). p−q q (c) 1.26) when p > q and p2 − pq < r.21) possesses the following invariant intervals: (a) [a. p > q.1 Invariant Intervals Here we present some results about invariant intervals for Eq(10. r + px + y qx + y (b) Clearly the function f (x. .

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

4. Then every solution of Eq(10. 1 converges to the equilibrium y. q p−q conditions in the invariant interval converges to the equilibrium y. and that Condition (10. b]. Then every solution of Eq(10.6. Then every solution of Eq(10.10.1 and Theorem 1. r < p2 −pq . p + r < q.4.5. 2 .25) is not satisﬁed. (b) Assume that p > q and r > p2 −pq .3 Assume that p < q.1 and Theorem 1. 2 Theorem 10.22).4.7.26) converges to the equilibrium y. 2 Theorem 10. q2 Then every solution of Eq(10.2 Assume that p > q.1 and Theorem 1. q2 and that either p≤1 or p > 1 and (q − 1)[(p − 1)2 (q − 1) − 4q(1 − p − qr)] ≤ 0.4.2 Convergence of Solutions Here we obtain some convergence results for Eq(10. (c) Assume that p < q < p+r. The proof is an immediate consequence of Lemma 10.22) with initial conditions in the invariant interval [a. p−q q Proof.4. where 0 < a < b satisfy (10.4. Proof. qr p . q−p converges to the equilibrium y.1 (a) Assume that p = q.4.4.4. Then every solution of Eq(10. and r <1 q−p 2 10. Theorem 10.22) with initial conditions in the invariant interval r .22) with initial conditions r in the invariant interval 1.4. The proof is an immediate consequence of Lemma 10.22) with initial conditions in the invariant interval converges to the equilibrium y. The proof is an immediate consequence of Lemma 10.4. The Case A = 0 : xn+1 = The inequalities α+βxn +γxn−1 Bxn +Cxn−1 179 (p + r)(q − p) + r r ≥ q(q − p) + r q−p follow from the inequality q > p + r. q−p Proof.22) with initial p qr .

5.4). (a) Find the set B of all initial conditions (y−1 .1 We know that every solution {yn }n=−1 of Eq(10. ∞ (b) Let (y−1 . Investigate the asymptotic behavior of {yn }n=−1 . . y0 ) ∈ (0. ∞) × (0.28) 1 + xn 1 + xn + xn−1 xn+1 = (10. if and only if r = 1 + q.3 For each of the equations listed below. and for these initial points investigate the long-term behavior of the corresponding solution: 1 + xn + xn−1 xn+1 = (10. y0 ) ∈ B. Open Problem 10.29) 1 + xn−1 1 + xn + xn−1 . ∞) such that the ∞ solutions {yn }n=−1 of Eq(10. ψ.27). (a) Determine the set of initial conditions y−1 and y0 for which φ = ψ. Conjecture 10. x0 ) ∈ R × R through which the equation is well deﬁned for all n ≥ 0. .27) is a prime period-two solution of Eq(10. . .30) xn+1 = xn + xn−1 Extend and generalize.5. φ. . . 2)-Type Equations 10.4) converges to a not necessarily prime period-two solution . φ.2 Assume r > q + 1. (3.21) converges to the positive equilibrium of the equation.5.1 Every positive solution of Eq(10.5 Open Problems and Conjectures ∞ Open Problem 10. Open Problem 10.180 Chapter 10. determine the set G of all initial conditions (x−1 .4) are bounded. (10.27) (b) Assume (10.5. . ψ. (10. Determine the set of initial conditions y−1 and y0 for which {yn }∞ n=−1 converges to (10.

1 + yn pn + qn yn + rn yn−1 .2 Assume that p. . . Then the following statements are true for Eq(10. the equilibrium y is a saddle point. . qn yn + yn−1 n = 0.22) possesses a period-two solution. 181 (b) When Eq(10. p = lim pn . n = 0. when it exists.22). 1. (d) The period-two solution of Eq(10.22) has no prime period-two solutions the equilibrium y is globally asymptotically stable. 1.5. 1. n→∞ q = n→∞ qn . (10. .5.22) (a) Local stability of the positive equilibrium implies global stability.4 Assume that {pn }∞ . .5 Assume that {pn }∞ . (10. . .5.31)-(10. . and {rn }n=0 are convergent sen=0 n=0 quences of nonnegative real numbers with ﬁnite limits.31) yn+1 = yn+1 = n = 0. r ∈ (0.5. (c) When Eq(10. . Investigate the global character of all positive solutions of Eqs(10. lim lim and r = n→∞ rn . q. 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 . 1 + yn−1 rn + pn yn + yn−1 . and {rn }∞ are period-two sen=0 n=0 n=0 quences of nonnegative real numbers. is locally asymptotically stable. but not globally.33). Open Problems and Conjectures Conjecture 10.33) Open Problem 10. .32) (10. ∞). {qn }∞ . .10. Extend and generalize. {qn }∞ . ∞ Open Problem 10.

35) (10.6 Assume that Chapter 10. 3. . 2)-Type Equations p. 1. . 1. .5. qyn + yn−k n = 0. q. .}. r ∈ [0. (10. 1. . . . . n = 0. . 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 . (3.182 Open Problem 10. . ∞) and k ∈ {2. .36) . .34) (10. n = 0. 1 + yn p + qyn + ryn−k . . 1 + yn−k p + qyn + ryn−1 .

and the convergence of solutions in certain regions of initial conditions. x= β+γ−A+ (A − β − γ)2 + 4α(B + C) 2(B + C) . . (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. A + Bxn + Cxn−1 n = 0. (11. . 3)-Type Equation α+βx xn+1 = A+Bxn+γxn−1 n+Cx n−1 In this chapter we discuss the (3. invariant intervals. 1. 3)-type equation xn+1 = α + βxn + γxn−1 . The linearized equation about x is (see Section 2. . . This equation has not been investigated yet. . − z 2 + α(B + C) + (B + C)(A + β + γ)x n−1 A A2 183 n = 0.3) zn+1 − (βA − Bα) + (βC − Bγ)x zn + α(B + C) + (B + C)(A + β + γ)x (γA − Cα) − (βC − γB)x = 0. 1. Eq(11.Chapter 11 The (3. Here we make some simple observations about linearized stability.1 Linearized Stability Analysis (B + C)x2 − (β + γ − A)x − α = 0.1) has a unique equilibrium which is the positive solution of the quadratic equation That is.2) . 11.

1) has a prime period-two solution .1).5. φ. ψ.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. C C(B − C) . . . φ. The (3. (11. is discussed in Section 2.14). (11. If we set L = βA − αB. . φ. Once we have an invariant interval for Eq(11.15) are satisﬁed.32) are satisﬁed. ψ. ψ. 2 (A + Bx + Cy) (A + Bx + Cy)2 Recall that an interval I is an invariant interval for Eq(11.3) 4C 2 Furthermore. and α < (γ − β − A)[B(γ − β − A) − C(γ + 3β − A)] .4.4) The local asymptotic stability of the two cycle 11. that is.1) by testing whether the hypotheses of one of the four Theorems 1.31) 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. γ > β+A. yn ∈ I . yN .1) if whenever. . . . when (11.8 are satisﬁed. Conditions (2. B > C. . .6. .5-1. φ. ψ. if. and (2. y) = is increasing or decreasing in x and y.2 Invariant Intervals Here we obtain several invariant intervals for Eq(11. These intervals are derived by analyzing the intervals where the function f (x. (2. .3). see Section 2.184 Chapter 11.4. . then clearly fx = M = βC − γB. . yN +1 ∈ I then for some integer N ≥ 0. for n ≥ N. Eq(11. and N = γA − αC α + βx + γy A + Bx + Cy L + My N − My and fy = .13).

1) and in this interval the function f (x. C B A 185 α β Then A . (ii) Assume that β γ α > > B C A and γ N ≤ . C is an invariant interval for Eq(11.11. y) is increasing in both variables.1) and in this interval the function f (x. A is an invariant interval for Eq(11. B is an invariant interval for Eq(11.1) and in this interval the function f (x.1) and in this interval the function f (x. A is an invariant interval for Eq(11.1) and in this interval the function f (x. (iv) Assume that β α γ = < .2. < < < B C A βC − γB α Then 0. ≥ > βC − γB A B C γA−αC Then 0.1) and in this interval the function f (x. A is an invariant interval for Eq(11. B+C is an invariant interval for Eq(11. y) is decreasing in both variables. B+C βC − γB α β+γ Then A . Invariant Intervals Lemma 11. βC−γB is an invariant interval for Eq(11. y) is increasing in both variables. (vii) Assume that α β γ = > . (vi) Assume that β γ α γA − αC . . (v) Assume that α β γ γA − αC > . (iii) Assume that β α γ > > C B A and β+γ αB − βA ≤ . A B C α Then 0.2. C B A β α Then B . y) is decreasing in both variables. y) is increasing in both variables.1) and in this interval the function f (x.1 (i) Assume that β α γ = > . y) is decreasing in both variables. C M α γ Then A . y) is increasing in x and decreasing in y.

In addition. y ∈ α γ . this function γ N N is increasing in y for x < M . γ β α (i) The condition C = B > A is equivalent to M = 0 and L > 0. y) is increasing in y and decreasing in x. Thus. ) = .186 (viii) Assume that Chapter 11.1) and in this interval the function f (x. u) is increasing and consequently f (u. which in turn imply that N > 0. (ix) Assume that α β γ = < . y) ≤ f ( . Thus. L > 0. in this case the function f is increasing in both variables for all values of x and y and α β+γ β β β = . A B C γ Then 0. The (3. ) ≤ 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. C is an invariant interval for Eq(11. B A C β Then 0. Proof. in this case the function f is increasing in x. B is an invariant interval for Eq(11.1) and in this interval the function f (x. 0) ≤ f (x. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 β α γ > ≥ . . = f (0. 0) ≤ f (x. for every x.1) and in this interval the function f (x. assuming C ≤ M we obtain N N γ α = f (0. (x) Assume that β α γ < ≤ . u) ≤ β β+γ = . A C . C is an invariant interval for Eq(11. B+C B γ β α (ii) The condition B > C > A is equivalent to M > 0. Thus. y) is increasing in y and decreasing in x. and N > 0. y) is increasing in x and decreasing in y. B A C γ Then 0. A M M C for all x. y) ≤ f ( .

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

y ∈ 0. which in turn imply that N > 0. γ for all x. C . Here we use the fact that the function f (0. 0 ≤ f (x.0 = . 0 ≤ f (x.188 Chapter 11. β β . v) is increasing in v when N > 0 and so γ f (0. y ∈ 0. γ C ≤ γ . α α . A . in this case the function f is increasing in x and decreasing in y for all values of x and y. y) < f 0. Using this we obtain. B . C γ for all x. . 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. v). and N ≥ 0. A A β γ α (viii) The condition B > A > C is equivalent to M > 0. Thus. y) ≤ f 0. v) ≤ = lim f (0. 0 ≤ f (x. L > 0. y) < f β for all x. in this case the function f is increasing in x and decreasing in y for all values of x and y. γ C = γ . which in turn imply that N < 0. B B β γ α (ix) The condition A = B < C is equivalent to M < 0 and L = 0. Thus. C v→∞ for all v.0 = . L < 0. in this case the function f is decreasing in x and increasing in y for all values of x and y. and N < 0. Thus. C γ β α (x) The condition B < A ≤ C is equivalent to M < 0. Using this we obtain. Thus. 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. y) ≤ f α for all x. The (3. 0 ≤ f (x. Using this we obtain. y ∈ 0. y ∈ 0.

M ] if AM +(B+C)N < N [ M . ((γ − A)M − BN )2 + 4BM (αM + βN ) 11.4. fx < 0 if y < − M fy < 0 fx < 0 fy < 0 fx < 0 N N fy > 0 if x > M . . K1 ] β−A+ Signs of derivatives N M [0. A ] √ L L fx > 0 if y < − M . − M ] if AM −L(B+C) < − M αM −βL+γM L L [− M . Then in each of the following cases lim xn = x. . Convergence Results 189 Case 1 2 3 4 5 6 7 8 9 Invariant intervals αM +(β+γ)N N [0. M ] if AM +(B+C)N < αM +βK+γN N N [ M . 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. K2 ] if BM K+AM −γL > − M −CL β+γ−A+ β [0.1 Let {xn } be a solution of Eq(11.8.3 Convergence Results The following result is a consequence of Lemma 11. − M ] if AM −(B+C)L < − M βM K+αM L L [− M .4.11. Theorem 11. fy < 0 if x < M αM +(β+γ)N αM +(β+γ)N N [ AM +(B+C)N . [0.2.1 and Theorems 1. 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 . 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 .3.1).5-1. C ] αM −L(β+γ) αM −L(β+γ) L L [ AM −L(B+C) . K3 ] if AM −BL+CMK > − M K α [0. fx < 0 if y > − M fy > 0 fx > 0 fy < 0 fx < 0 fy > 0 L L fx > 0 if y > − M .3. B ] γ [0. n→∞ . .

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

8.4.4. γ .1 Global Stability Theorem 1.7.3. α γ β < ≤ B A C and x−1 .1 (iv-vi) and Theorem 1.1 (ix) and (x) respectively. γ . By applying Theorem 1. β γ α = < A B C (x) Condition (11. M ).4. C 191 Proof.3.1) we obtain the following global asymptotic result.1) does not possess a prime period-two solution. C and x−1 .3.2 and linearized stability imply the following global stability result: Theorem 11. The proofs of statements (ix) and (x) follow by applying Lemma 11.4.2. and by observing that the only solution of the system of equations m = f (m. . Theorem 1.2. . The proofs of statements (i-iii) follow by applying Lemma 11. 2 11.2.3 to Eq(11. m). The proofs of statements (iv-vi) follow by applying Lemma 11.2 Assume that γ β α < min .6. and by observing that Eq(11. m= α + βm + γM .4. x0 ∈ 0.1 (i-iii) and Theorem 1. Theorem 1. that is. The proofs of statements (vii) and (viii) follow by applying Lemma 11.1 (vii) and (viii) respectively. M = f (M.1) is globally asymptotically stable. Convergence Results (ix) Condition (11.3) is not satisﬁed. C B A Then the equilibrium x of Eq(11.3) is not satisﬁed.5. A + Bm + CM M= α + βM + γm A + BM + Cm is m = M .11.2.4. x0 ∈ 0.

The (3.2 Assume α.1) is bounded.4 Open Problems and Conjectures α. The following global stability result is a consequence of linearized stability and the Trichotomy Theorem 1. A. Show that every positive solution of Eq(11.3. and 3βC ≥ γB ≥ βC.4 (a) Assume that αC ≥ γA.3.4. Show that the positive equilibrium of Eq(11. C ∈ (0. C ∈ (0. and γA > αC. βA ≥ αB. C ∈ (0. αB > βA. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Theorem 11. β. (b) Assume that αB ≥ βA. β. γ. β. ∞) and that Eq(11.4.3 Assume that B ≤ C. Then the equilibrium x of Eq(11.1) has no positive prime period-two solution.4. B.4. Theorem 11.1) is globally asymptotically stable. ∞). and 3γB ≥ βC ≥ γB.1) has a positive prime period-two solution.4. A. Conjecture 11. . ∞) and that Eq(11. Then the equilibrium x of Eq(11. γB > βC.1) is a saddle point and the period-two solution is locally asymptotically stable. A. Then the equilibrium x of Eq(11.192 Chapter 11. Conjecture 11.1 Assume Show that every positive solution of Eq(11.3 Assume α. B. B. γ.1) converges to the positive equilibrium.1) is globally asymptotically stable. Conjecture 11.1) is globally asymptotically stable. 11. γ. γA ≥ αC.

a + a0 xn + . C ∈ (0.4. . Investigate the asymptotic behavior and the periodic nature of all positive solutions of Eq(11.6) holds. . B.4 Assume α.4. .2 Assume that the parameters in Eq(11. . Ai ∈ [0.4. (11. 193 ∞ ∞ Open Problem 11.7) Open Problem 11. .5) An + Bn xn + Cn xn−1 Open Problem 11. A + A0 xn + . investigate the cases where 2 ≤ k ≤ 8. ∞).4.4.1) cannot have a prime period-k solution for any k ≥ 3. k. . . . + ak xn−k . .5 Assume that (11.11. n = 0. Obtain necessary and suﬃcient conditions so that every positive solution of Eq(11.6) holds. .7) is periodic with period-k. . 1. A.4.5) are period-two sequences of positive real numbers. In particular. {γn }∞ . ∞) for i = 0. . . γ.3 Assume that a.4 Assume that (11. . . Obtain necessary and suﬃcient conditions so that every positive solution of Eq(11. A. n = 0.6) Obtain necessary and suﬃcient conditions so that every positive solution of the equation xn+1 = has a ﬁnite limit. {Cn }∞ n=0 n=0 n=0 n=0 are convergent sequences of nonnegative real numbers with ﬁnite limits. 1.7) converges to a period-two solution.1 Assume {αn }n=0 . β. Open Problems and Conjectures Conjecture 11. {βn }∞ . . + Ak xn−k (11. ai . {An }n=0 . . xn+1 = (11. Investigate the asymptotic behavior and the periodic nature of all positive solutions of the diﬀerence equation αn + βn xn + γn xn−1 .4. 1. {Bn }∞ . k ≥ 2. Open Problem 11. Show that Eq(11. Open Problem 11.5).

∞) for i. . + xn−k + xn−k−1 xn−k−2 . 1. δ ∈ [0. . (See [32] for the two dimensional case. 1. . (11. j ∈ {1. 1. + xn−k−2 converges to 1. . and [60]. (See [8]. γ. n = 0. β. . Extend to equations with real parameters.4. 3}. . Extend and generalize. . ∞). . 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 . γxn xn−1 + δxn−2 Conjecture 11. Show that every positive solution of the diﬀerence equation xn+1 = xn + . ∞) with γ + δ > 0.) Conjecture 11. . xn xn−1 + xn−2 + . q ∈ [0. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Open Problem 11. [47]. n = 0. . 2.4. n = 0. . the periodic nature. and the asymptotic behavior of all positive solutions of the diﬀerence equation xn+1 = (See [8] and [61]. The (3. .7 Assume that p. .5 Let k ≥ 2 be a positive integer. .) Conjecture 11. Investigate the boundedness character.6 Let α.) αxn + βxn−1 xn−2 .4.4.6 Let aij ∈ (0. .194 Chapter 11.8) converges to a period-two solution.

.11. . . (b) Show that when p<1+q every positive solution has a ﬁnite limit.) Conjecture 11. 195 converges to a period-two solution if and only if p = 1 + q.8 Assume that p ∈ (0.4. . (b) Show that when p<1 the positive equilibrium x = 1 1+p is globally asymptotically stable. Open Problems and Conjectures (a) Show that every positive solution of the equation xn+1 = pxn−1 + xn−2 . (See [62]. (a) Show that every positive solution of the equation xn+1 = xn−1 . converges to a period-two solution if p ≥ 1. . ∞). q ∈ [0.4. 1. . xn−1 + pxn−2 n = 0.9 Assume that p. Conjecture 11. q + xn−2 n = 0. ∞). 1.4. (c) Show that when p>1+q the equation possesses positive unbounded solutions. .

. (See [62]. xn−1 n = 0. . xn−2 + q n = 0. (c) Show that when q<1 the equation possesses positive unbounded solutions. .) . 1. . (See [62]. has the following trichotomy character: (i) When p > 1 every positive solution converges to the positive equilibrium. converges to a period-four solution. 1. . (b) Show that when q>1 the positive equilibrium of the equation is globally asymptotically stable.196 Chapter 11.11 Show that the diﬀerence equation xn+1 = p + xn−2 . 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-two solution if and only if q = 1. (See [62]. (ii) When p = 1 every positive solution converges to a period-ﬁve solution.) Conjecture 11. . xn n = 0.4.10 Show that every positive solution of the equation xn+1 = xn + xn−2 . The (3. . .) Conjecture 11. 1. (iii) When p < 1 there exist positive unbounded solutions. .

) . .. A + Bxn + Dxn−2 (11. .7 Consider the diﬀerence equation xn+1 = α + βxn + γxn−1 + δxn−2 . what other conditions are needed so that every positive solution of Eq(11. Then one can show that Eq(11. . Open Problems and Conjectures Conjecture 11. 1. n = 0. What other conditions are needed so that every positive solution of Eq(11. . . .9) converges to the positive equilibrium? (c) Assume γ > β + δ + A. . . ψ. .10) (a) In addition to (11.) ψ 1 1 φ . φ.4. ψ ∈ (0.. 1.4. where φ.9) has prime period-two solutions if and only if γ = β + δ + A.9) converges to a period-two solution? (b) Assume γ < β + δ + A. ∞). (See [62]. What other conditions are needed so that Eq(11. . 197 converges to a period-six solution of the form . (11.9) possesses unbounded solutions? (See [6]. . φ φ ψ ψ Open Problem 11.12 Show that every positive solution of the equation xn+1 = 1 + xn .9) with nonnegative parameters and nonnegative initial conditions such that B + D > 0 and A + Bxn + Dxn−2 > 0 for n ≥ 0.4. xn−1 + xn−2 n = 0..10). .11.

. . (See [6]. 1 + xn + xn−2 n = 0. (a) Show that when q=r every positive solution converges to a period-four solution. . xn 1 + xn−1 + xn−2 . . . 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Conjecture 11. 1. 1. . . . .4.) Conjecture 11. . . . xn−1 + xn−2 + xn−3 n = 0.4. n = 0. . .13 Show that every positive solution of each of the two equations xn+1 = and xn+1 = 1 + xn−1 + xn−2 .4. Conjecture 11. xn−2 n = 0. ∞) and q.4. converges to a period-two solution. (b) Show that when q>r every positive solution converges to the positive equilibrium. p + qxn + rxn−2 .15 Show that every positive solution of the equation xn+1 = xn−2 . 1. The (3. . r ∈ (0.14 Show that every positive solution of the equation xn+1 = 1 + xn−1 .) Conjecture 11. converges to a period-two solution. (See [6]. 1.198 Chapter 11. xn−1 n = 0.16 Consider the diﬀerence equation xn+1 = where p ∈ [0. . 1. converges to a period-three solution. ∞).

Open Problem 11.) . (See [6]. 1. . . A + B0 xn + . xn−2 + xn−3 . . B1 . . . .4. 1. 1. . xn−2 n = 0. B0 . 1 + xn−3 . . 1 + xn + xn−3 n = 0.9 Assume that k is a positive integer and that k A. converges to a period-(k + 1) solution of this equation.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 . . . 1. . . . Obtain necessary and suﬃcient conditions on the parameters A and B0 . + Bk xn−k n = 0. . xn + xn−2 + xn−3 n = 0. ∞) with i=0 Bi > 0. . . . . (See [62]. B1 .4. . . . xn−1 .11. 1. . xn n = 0. . Bk ∈ [0.4. Open Problems and Conjectures (c) Show that when q<r the equation possesses positive unbounded solutions. .) 199 Open Problem 11. Bk so that every positive solution of the diﬀerence equation xn+1 = xn−k .

. 1. . (11.) Conjecture 11.17 Let k be a positive integer.11) converges to a period-(k+1) solution of the form (11. . . xn−k+1 n = 0. . . . 0.11) possess a positive solution which converges to zero? (b) Determine. 0. . (c) Determine the set of all nonnegative initial conditions x−k .. . x0 . The (3.12) with a given φ ≥ 0 ? (See [6]. 1. . (a) Does Eq(11.4.12) which corresponds to the nonnegative solution {xn }∞ n=−k of Eq(11. 0. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Open Problem 11.11). .10 Assume that k is a positive integer. . .. .12) with φ ≥ 0. x0 for which the ∞ corresponding solution {xn }n=−k of Eq(11.4. converges to a periodic solution of period 2k. in terms of the nonnegative initial conditions x−k . + xn−k+1 n = 0. 1 + xn + . . ..11) converges to a period-(k + 1) solution of the form . . . the value of φ in (11. k−terms (11. . . φ. . . .200 Chapter 11. Then we can easily see that every nonnegative solution of the equation xn+1 = xn−k . . Show that every positive solution of xn+1 = 1 + xn + xn−k .

or non increasing in one and non decreasing in the other two. z) is non decreasing in all three arguments.Appendix A Global Attractivity for Higher Order Equations In this appendix we present some global attractivity results for higher order diﬀerence equations which are analogous to Theorems 1. 1. In this regard there are eight possible scenarios depending on whether f (x. Then for every set of initial conditions x0 . (A. Theorem A. x) = x. the diﬀerence equation xn+1 = f (xn . y. b]3 → [a. x−2 ∈ I. Let I be some interval of real numbers and let f :I ×I ×I →I be a continuously diﬀerentiable function. 201 .0. . n = 0.4.1) has a unique equilibrium x ∈ [a. Then Eq(A.1) converges to x. (b) The equation f (x. As we have seen in previous chapters.8. or non decreasing in all three. xn−2 ). y. . . z) is monotonic in its arguments. very often a good strategy for obtaining global attractivity results for Eq(A. b] be an interval of real numbers and assume that f : [a.1) is to work in the regions where the function f (x.4. x. b]. b] is a continuous function satisfying the following properties: (a) f (x. z) is non-decreasing in each of its arguments. x−1 . We state the results for third order equations from which higher order extensions will become clear.1 Let [a. or non increasing in two arguments and non decreasing in the third.5-1. b] and every solution of Eq(A.1) ∞ has a unique solution {xn }n=−2 . y. has a unique solution in the interval [a. xn−1 .

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

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

i→∞ and M = lim Mi . Set m0 = a and M0 = b and for each i = 1.1) converges to x. . . 2. (b) If (m. b] is a solution of the system M = f (m. Theorem A. and mi ≤ xk ≤ Mi Set m = lim mi i→∞ Appendix for k ≥ 3i + 1. M. y.2) holds and by the continuity of f . . M ) and m = f (M. b] and every solution of Eq(A. m. m) . . . M1 ≤ M0 = b.4 Let [a. m. mi−1 ) . b] be an interval of real numbers and assume that f : [a. Then Eq(A. . Then (A. mi−1 . Mi−1 . b] is a continuous function satisfying the following properties: (a) f (x. Now observe that for each i ≥ 0 a = m0 ≤ m1 ≤ . M. M ) ∈ [a. m = f (m. . b]3 → [a. b].204 Proof. b] and is non-decreasing in y and z for each x. ≤ mi ≤ . m) then m = M. y ∈ [a. .0. 2 and M = f (M. . b] × [a. Mi ≤ .1) has a unique equilibrium x ∈ [a. z) is non-increasing in x for each y and z ∈ [a. Mi−1 ) and mi = f (mi−1 . M ) Therefore in view of (b) m=M from which the results follows. set Mi = f (Mi−1 . .

2) holds and by the continuity of f . Mi−1 ) and mi = f (Mi−1 . b]. . m.Appendix Proof. i→∞ and M = lim Mi . m) and m = f (m. M ) ∈ [a. Set m0 = a and M0 = b and for each i = 1. b]3 → [a. M. b] is a solution of the system M = f (M. b] is a continuous function satisfying the following properties: (a) f (x. ≤ mi ≤ . M ) and m = f (M. b] and every solution of Eq(A. . . . Then Eq(A. b] and is non-increasing in y and z for each x ∈ [a. M. M = f (m. 2. m. . . set Mi = f (mi−1 . b] be an interval of real numbers and assume that f : [a. Mi ≤ . .5 Let [a. mi−1 . y. b] × [a.1) has a unique equilibrium x ∈ [a. z) is non-decreasing in x for each y and z ∈ [a. . Then (A. m). Now observe that for each i ≥ 0 m0 ≤ m1 ≤ . (b) If (m. M1 ≤ M0 = b and mi ≤ xk ≤ Mi Set m = lim mi i→∞ 205 for k ≥ 3i + 1. .0.1) converges to x. mi−1 ). Therefore in view of (b) m=M from which the results follows. Mi−1 . M ) then m = M. . 2 Theorem A.

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

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

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

Then (A. xn−p+1 ). Mi−1 . . Let us formulate one of these results. . . ≤ mi ≤ . 1.0. b] is a continuous function satisfying the following properties: (a) f (u1 .8.1-A. M1 ≤ M0 = b and m i ≤ x k ≤ Mi Set m = lim mi i→∞ 209 for k ≥ 3i + 1. m.0. .9 Let [a. In this case.2) holds and by the continuity of f .0. . there are 2p possibilities for the function f to be non decreasing in some arguments and non increasing in the remaining arguments. M ). Theorem A. mi−1 ) and mi = f (Mi−1 . u2 . f : Ip → I n = 0. . Mi ≤ . m) and m = f (M. . mi−1 . xn−1 .3) 2 The above theorems can be easily extended to the general diﬀerence equation of order . . Mi−1 ). b] be an interval of real numbers and assume that f : [a. M = f (m. . Set m0 = a and M0 = b and for each i = 1. 2. . where is a continuous function. This gives 2p results of the type found in Theorems A. up ) is non decreasing in the second and the third variables u2 and u3 and is non increasing in all other variables. . M.Appendix Proof. . i→∞ and M = lim Mi . . (A. Therefore in view of (b) m=M from which the results follows. . . . . Now observe that for each i ≥ 0 m0 ≤ m1 ≤ . p xn+1 = f (xn . b]p → [a. set Mi = f (mi−1 . . . .

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

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

7 strictly oscillatory. 2)-type. 47–48 (1. 6 stability of equilibrium. 53–54 (1. 25 table of invariant intervals. 10 stable manifold. 167 (3. 3)-type. 141 (3. 6 unstable manifold. 69–70 (2. 8 INDEX . 131 (2. 1)-type. 183 unstable equilibrium. 1)-type. 168 type of equation (1. 137 (3.218 source. 77–78 (2. 8 stable manifold theorem in the plane. 3)-type. 5 stability trichotomy. 2)-type. 42. 3)-type. 1)-type. 189 trichotomy character. 2)-type.

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