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SECOND ORDER

RATIONAL DIFFERENCE

EQUATIONS

With Open Problems and Conjectures

CHAPMAN & HALL/CRC

DYNAMICS of

SECOND ORDER

RATIONAL DIFFERENCE

EQUATIONS

M. R. S. Kulenovi´c

G. Ladas

Boca Raton London New York Washington, D.C.

With Open Problems and Conjectures

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International Standard Book Number 1-58488-275-1

Library of Congress Card Number 20010370

Printed in the United States of America 1 2 3 4 5 6 7 8 9 0

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Library of Congress Cataloging-in-Publication Data

Kulenovi´ c, M.R.S. (Mustafa R.S.)

Dynamics of second order rational difference equations : with

open problems and conjectures / M.R.S. Kulenovi´ c, G. Ladas.

p. cm.

Includes bibliographical references and index.

ISBN 1-58488-275-1

1. Difference equations—Numerical solutions. I. Ladas, G.E.

II. Title.

QA431 .K84 2001

515

′

.625—dc21 20010370

disclaimer Page 1 Monday, June 18, 2001 9:53 AM

Contents

Preface ix

Acknowledgements xi

Introduction and Classiﬁcation of Equation Types 1

1 Preliminary Results 5

1.1 Deﬁnitions of Stability and Linearized Stability Analysis . . . . . . . . . 5

1.2 The Stable Manifold Theorem in the Plane . . . . . . . . . . . . . . . . . 7

1.3 Global Asymptotic Stability of the Zero Equilibrium . . . . . . . . . . . 9

1.4 Global Attractivity of the Positive Equilibrium . . . . . . . . . . . . . . . 9

1.5 Limiting Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14

1.6 The Riccati Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

1.7 Semicycle Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24

2 Local Stability, Semicycles, Periodicity, and Invariant Intervals 29

2.1 Equilibrium Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29

2.2 Stability of the Zero Equilibrium . . . . . . . . . . . . . . . . . . . . . . 30

2.3 Local Stability of the Positive Equilibrium . . . . . . . . . . . . . . . . . 32

2.4 When is Every Solution Periodic with the Same Period? . . . . . . . . . 33

2.5 Existence of Prime Period-Two Solutions . . . . . . . . . . . . . . . . . . 35

2.6 Local Asymptotic Stability of a Two Cycle . . . . . . . . . . . . . . . . . 36

2.7 Convergence to Period-Two Solutions When

C = 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38

2.8 Invariant Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41

2.9 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . 43

3 (1, 1)-Type Equations 47

3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47

3.2 The Case α = γ = A = B = 0 : x

n+1

=

βx

n

Cx

n−1

. . . . . . . . . . . . . . . 48

3.3 The Case α = β = A = C = 0 : x

n+1

=

γx

n−1

Bx

n

. . . . . . . . . . . . . . . . 49

3.4 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . 49

v

vi Contents

4 (1, 2)-Type Equations 53

4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53

4.2 The Case β = γ = C = 0 : x

n+1

=

α

A+Bx

n

. . . . . . . . . . . . . . . . . . 54

4.3 The Case β = γ = A = 0 : x

n+1

=

α

Bx

n

+Cx

n−1

. . . . . . . . . . . . . . . . 55

4.4 The Case α = γ = B = 0 : x

n+1

=

βx

n

A+Cx

n−1

- Pielou’s Equation . . . . . . 57

4.5 The Case α = γ = A = 0 : x

n+1

=

βx

n

Bx

n

+Cx

n−1

. . . . . . . . . . . . . . . 58

4.6 The Case α = β = C = 0 : x

n+1

=

γx

n−1

A+Bx

n

. . . . . . . . . . . . . . . . . . 59

4.7 The Case α = β = A = 0 : x

n+1

=

γx

n−1

Bx

n

+Cx

n−1

. . . . . . . . . . . . . . . . 60

4.7.1 The Case p < 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61

4.7.2 The Case p = 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62

4.7.3 The Case p > 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62

4.8 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . 64

5 (2, 1)-Type Equations 69

5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69

5.2 The Case γ = A = B = 0 : x

n+1

=

α+βx

n

Cx

n−1

- Lyness’ Equation . . . . . . . 70

5.3 The Case β = A = C = 0 : x

n+1

=

α+γx

n−1

Bx

n

. . . . . . . . . . . . . . . . . 72

5.4 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . 72

6 (2, 2)-Type Equations 77

6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77

6.2 The Case γ = C = 0 : x

n+1

=

α+βx

n

A+Bx

n

- Riccati Equation . . . . . . . . . . 78

6.3 The Case γ = B = 0 : x

n+1

=

α+βx

n

A+Cx

n−1

. . . . . . . . . . . . . . . . . . . 79

6.4 The Case γ = A = 0 : x

n+1

=

α+βx

n

Bx

n

+Cx

n−1

. . . . . . . . . . . . . . . . . . 82

6.4.1 Invariant Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . 83

6.4.2 Semicycle Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 84

6.4.3 Global Stability and Boundedness . . . . . . . . . . . . . . . . . . 87

6.5 The Case β = C = 0 : x

n+1

=

α+γx

n−1

A+Bx

n

. . . . . . . . . . . . . . . . . . . 89

6.5.1 Semicycle Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 90

6.5.2 The Case q < 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90

6.5.3 The Case q > 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91

6.6 The Case β = A = 0 : x

n+1

=

α+γx

n−1

Bx

n

+Cx

n−1

. . . . . . . . . . . . . . . . . . 92

6.6.1 Existence and Local Stability of Period-Two Cycles . . . . . . . . 93

6.6.2 Invariant Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . 96

6.6.3 Semicycle Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 97

6.6.4 Global Behavior of Solutions . . . . . . . . . . . . . . . . . . . . . 100

6.7 The Case α = C = 0 : x

n+1

=

βx

n

+γx

n−1

A+Bx

n

. . . . . . . . . . . . . . . . . . 101

6.7.1 Invariant Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . 102

6.7.2 Semicycle Analysis of Solutions When q ≤ 1 . . . . . . . . . . . . 103

6.7.3 Semicycle Analysis and Global Attractivity When q = 1 . . . . . . 105

6.7.4 Global Attractivity When q < 1 . . . . . . . . . . . . . . . . . . . 107

Contents vii

6.7.5 Long-term Behavior of Solutions When q > 1 . . . . . . . . . . . 107

6.8 The Case α = B = 0 : x

n+1

=

βx

n

+γx

n−1

A+Cx

n−1

. . . . . . . . . . . . . . . . . . 109

6.8.1 Invariant Intervals and Semicycle Analysis . . . . . . . . . . . . . 110

6.8.2 Global Stability of the Positive Equilibrium . . . . . . . . . . . . 112

6.9 The Case α = A = 0 : x

n+1

=

βx

n

+γx

n−1

Bx

n

+Cx

n−1

. . . . . . . . . . . . . . . . . . 113

6.9.1 Existence of a Two Cycle . . . . . . . . . . . . . . . . . . . . . . . 114

6.9.2 Semicycle Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 117

6.9.3 Global Stability Analysis When p < q . . . . . . . . . . . . . . . 117

6.9.4 Global Stability Analysis When p > q . . . . . . . . . . . . . . . 123

6.10 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . 123

7 (1, 3)-Type Equations 131

7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131

7.2 The Case β = γ = 0 : x

n+1

=

α

A+Bx

n

+Cx

n−1

. . . . . . . . . . . . . . . . . 131

7.3 The Case α = γ = 0 : x

n+1

=

βx

n

A+Bx

n

+Cx

n−1

. . . . . . . . . . . . . . . . . 132

7.4 The Case α = β = 0 : x

n+1

=

γx

n−1

A+Bx

n

+Cx

n−1

. . . . . . . . . . . . . . . . . 133

7.5 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . 134

8 (3, 1)-Type Equations 137

8.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137

8.2 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . 138

9 (2, 3)-Type Equations 141

9.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141

9.2 The Case γ = 0 : x

n+1

=

α+βx

n

A+Bx

n

+Cx

n−1

. . . . . . . . . . . . . . . . . . . 141

9.2.1 Boundedness of Solutions . . . . . . . . . . . . . . . . . . . . . . 142

9.2.2 Invariant Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . 143

9.2.3 Semicycle Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 144

9.2.4 Global Asymptotic Stability . . . . . . . . . . . . . . . . . . . . . 147

9.3 The Case β = 0 : x

n+1

=

α+γx

n−1

A+Bx

n

+Cx

n−1

. . . . . . . . . . . . . . . . . . . 149

9.3.1 Existence and Local Stability of Period-Two Cycles . . . . . . . . 150

9.3.2 Invariant Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . 154

9.3.3 Convergence of Solutions . . . . . . . . . . . . . . . . . . . . . . . 156

9.3.4 Global Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157

9.3.5 Semicycle Analysis When pr = q +

q

2

r

. . . . . . . . . . . . . . . . 157

9.4 The Case α = 0 : x

n+1

=

βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

. . . . . . . . . . . . . . . . . . . 158

9.4.1 Invariant Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . 160

9.4.2 Convergence of Solutions . . . . . . . . . . . . . . . . . . . . . . 162

9.5 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . 163

viii Contents

10 (3, 2)-Type Equations 167

10.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167

10.2 The Case C = 0 : x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

. . . . . . . . . . . . . . . . . . . . 167

10.2.1 Proof of Part (b) of Theorem 10.2.1 . . . . . . . . . . . . . . . . . 169

10.2.2 Proof of Part (c) of Theorem 10.2.1 . . . . . . . . . . . . . . . . . 172

10.3 The Case B = 0 : x

n+1

=

α+βx

n

+γx

n−1

A+Cx

n−1

. . . . . . . . . . . . . . . . . . . . 172

10.3.1 Invariant Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . 173

10.3.2 Global Stability When p ≥ r . . . . . . . . . . . . . . . . . . . . . 173

10.3.3 Convergence of Solutions . . . . . . . . . . . . . . . . . . . . . . . 174

10.4 The Case A = 0 : x

n+1

=

α+βx

n

+γx

n−1

Bx

n

+Cx

n−1

. . . . . . . . . . . . . . . . . . . . 175

10.4.1 Invariant Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . 177

10.4.2 Convergence of Solutions . . . . . . . . . . . . . . . . . . . . . . . 179

10.5 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . 180

11 The (3, 3)-Type Equation x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

183

11.1 Linearized Stability Analysis . . . . . . . . . . . . . . . . . . . . . . . . . 183

11.2 Invariant Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 184

11.3 Convergence Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189

11.3.1 Global Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191

11.4 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . 192

A Global Attractivity for Higher Order Equations 201

Bibliography 211

Index 217

Preface

In this monograph, we present the known results and derive several new ones on the

boundedness, the global stability, and the periodicity of solutions of all rational diﬀerence

equations of the form

x

n+1

=

α + βx

n

+ γx

n−1

A +Bx

n

+Cx

n−1

, n = 0, 1, . . . (1)

where the parameters α, β, γ, A, B, C and the initial conditions x

−1

and x

0

are nonneg-

ative real numbers.

We believe that the results about Eq(1) are of paramount importance in their own

right and furthermore we believe that these results oﬀer prototypes towards the devel-

opment of the basic theory of the global behavior of solutions of nonlinear diﬀerence

equations of order greater than one. The techniques and results which we develop in

this monograph to understand the dynamics of Eq(1) are also extremely useful in ana-

lyzing the equations in the mathematical models of various biological systems and other

applications.

It is an amazing fact that Eq(1) contains, as special cases, a large number of equations

whose dynamics have not been thoroughly understood yet and remain a great challenge

for further investigation. To this end we pose several Open Problems and Conjec-

tures which we believe will stimulate further interest towards a complete understanding

of the dynamics of Eq(1) and its functional generalizations.

Chapter 1 contains some basic deﬁnitions and some general results which are used

throughout the book. In this sense, this is a self-contained monograph and the main

prerequisite that the reader needs to understand the material presented here and to be

able to attack the open problems and conjectures is a good foundation in analysis. In an

appendix, at the end of this monograph, we present some global attractivity results for

higher order diﬀerence equations which may be useful for extensions and generalizations.

In Chapter 2 we present some general results about periodic solutions and invariant

intervals of Eq(1). In particular we present necessary and suﬃcient conditions for Eq(1)

to have period-two solutions and we also present a table of invariant intervals.

In Chapters 3 to 11 we present the known results and derive several new ones on the

various types of equations which comprise Eq(1).

Every chapter in this monograph contains several open problems and conjectures

related to the particular equation which is investigated and its generalizations.

ix

Acknowledgements

This monograph is the outgrowth of lecture notes and seminars which were given at the

University of Rhode Island during the last ﬁve years. We are thankful to Professors R.

D. Driver, E. A. Grove, J. Hoag, W. Kosmala, L. F. Martins, O. Merino, S. Schultz,

and W. S. Sizer and to our graduate students A. M. Amleh, W. Briden, E. Camouzis,

C. A. Clark, K. Cunningham, R. C. DeVault, H. El-Metwally, J. Feuer, C. Gibbons, E.

Janowski, C. Kent, L. McGrath, M. Predescu, N. Prokup, M. Radin, I. W. Rodrigues,

C. T. Teixeira, S. Valicenti, and K. P. Wilkinson for their enthusiastic participation and

useful suggestions which helped to improve the exposition.

xi

To

Senada and Theodora

Introduction and Classiﬁcation of

Equation Types

In this monograph, we present the known results and derive several new ones on the

boundedness, the global stability, and the periodicity of solutions of all rational diﬀerence

equations of the form

x

n+1

=

α + βx

n

+ γx

n−1

A + Bx

n

+ Cx

n−1

, n = 0, 1, . . . (1)

where the parameters α, β, γ, A, B, C are nonnegative real numbers and the initial con-

ditions x

−1

and x

0

are arbitrary nonnegative real numbers such that

A + Bx

n

+ Cx

n−1

> 0 for all n ≥ 0.

We believe that the results about Eq(1) are of paramount importance in their own

right and furthermore we believe that these results oﬀer prototypes towards the devel-

opment of the basic theory of the global behavior of solutions of nonlinear diﬀerence

equations of order greater than one. The techniques and results which we develop in

this monograph to understand the dynamics of Eq(1) are also extremely useful in ana-

lyzing the equations in the mathematical models of various biological systems and other

applications.

It is an amazing fact that Eq(1) contains as special cases, a large number of equa-

tions whose dynamics have not been thoroughly established yet. To this end we pose

several Open Problems and Conjectures which we believe will stimulate further

interest towards a complete understanding of the dynamics of Eq(1) and its functional

generalizations.

Eq(1) includes among others the following well known classes of equations:

1. The Riccati diﬀerence equation when

γ = C = 0.

This equation is studied in many textbooks on diﬀerence equations, such as [1], [21],

[41], [42], etc. See Section 1.6 where, in addition to the basic description of the solutions

1

2 Introduction and Classiﬁcation

of the Riccati equation, we introduce the forbidden set of the equation. This is the

set F of all initial conditions x

0

∈ R through which the equation

x

n+1

=

α + βx

n

A + Bx

n

(2)

is not well deﬁned for all n ≥ 0. Hence the solution {x

n

} of Eq(2) exists for all n ≥ 0,

if and only if x

0

/ ∈ F.

The problem of existence of solutions for diﬀerence equations is of paramount

importance but so far has been systematically neglected. See [13], [18], [32], [69], and

Section 1.6 for some results in this regard.

Throughout this monograph we pose several open problems related to the existence

of solutions of some simple equations with the hope that their investigation may throw

some light into this very diﬃcult problem.

An example of such a problem is the following:

Open Problem Find all initial points (x

−1

, x

0

) ∈ R×R through which the equa-

tion

x

n+1

= −1 +

x

n−1

x

n

is well deﬁned for all n ≥ 0. See [13].

2. Pielou’s discrete delay logistic model when

α = γ = B = 0.

See ([42], p. 75), [55], [66], [67], and Section 4.4.

We believe that the techniques which we develop in this monograph to understand

the dynamics of Eq(1) will also be of paramount importance in analyzing the equations

in the mathematical models of various biological systems and other applications. For

example, it is interesting to note the similarities of the dynamics of the population model

x

n+1

= α + βx

n−1

e

−x

n

, n = 0, 1, . . .

and the rational equation

x

n+1

=

α + αx

n

+ βx

n−1

1 + x

n

, n = 0, 1, . . . .

See [24] and Sections 2.7 and 10.2.

3. Lyness’ equation when

γ = A = B = 0.

See [42], [44], [49], [57], and Section 5.2. This is a fascinating equation with many

interesting extensions and generalizations. A characteristic feature of this equation is

that it possesses an invariant which can be used to understand the character of its

Introduction and Classiﬁcation 3

solutions. Without the use of this invariant we are still unable to show, for example,

that every positive solution of the diﬀerence equation

x

n+1

=

α + x

n

x

n−1

, n = 0, 1, . . .

where α ∈ (0, ∞), is bounded.

It is an amazing fact that Eq(1) contains, as special cases, a large number of equations

whose dynamics have not been thoroughly established yet.

For convenience we classify all the special cases of Eq(1) as follows.

Let k and l be positive integers from the set {1, 2, 3}. We will say that a special case

of Eq(1) is of (k, l)-type if the equation is of the form of Eq(1) with k positive parameters

in the numerator and l positive parameters in the denominator.

For example the following equations

x

n+1

=

x

n

x

n−1

, n = 0, 1, . . .

x

n+1

=

α + βx

n

γ + x

n−1

, n = 0, 1, . . .

x

n+1

=

1 + x

n

x

n−1

, n = 0, 1, . . .

x

n+1

=

βx

n

+ γx

n−1

A + Bx

n

+ Cx

n−1

, n = 0, 1, . . .

are of types (1, 1), (2, 2), (2, 1), and (2, 3) respectively.

In this sense, Eq(1) contains 49 equations as follows:

9 equations of type (1, 1)

9 equations of type (1, 2)

9 equations of type (2, 1)

9 equations of type (2, 2)

3 equations of type (1, 3)

3 equations of type (3, 1)

3 equations of type (2, 3)

3 equations of type (3, 2)

1 equation of type (3, 3).

Of these 49 equations, 21 are either trivial, or linear, or of the Riccati type. The

remaining 28 are quite interesting nonlinear diﬀerence equations. Some of them have

been recently investigated and have led to the development of some general theory about

diﬀerence equations. See [7], [15], [28], [29], [42], [43], [45] and [52]-[54]. However to this

day, many special cases of Eq(1) are not thoroughly understood yet and remain a great

challenge for further investigation.

Our goal in this monograph is to familiarize readers with the recent techniques and

results related to Eq(1) and its extensions, and to bring to their attention several Open

Research Problems and Conjectures related to this equation and its functional

generalization.

Chapter 1

Preliminary Results

In this chapter we state some known results and prove some new ones about diﬀerence

equations which will be useful in our investigation of Eq(1).

The reader may just glance at the results in this chapter and return for the details

when they are needed in the sequel. See also [1], [4], [16], [21], [22], [33], [34], [41], [63],

and [68].

1.1 Deﬁnitions of Stability and Linearized Stability

Analysis

Let I be some interval of real numbers and let

f : I ×I →I

be a continuously diﬀerentiable function.

Then for every set of initial conditions x

0

, x

−1

∈ I, the diﬀerence equation

x

n+1

= f(x

n

, x

n−1

), n = 0, 1, . . . (1.1)

has a unique solution {x

n

}

∞

n=−1

.

A point x ∈ I is called an equilibrium point of Eq(1.1) if

x = f(x, x);

that is,

x

n

= x for n ≥ 0

is a solution of Eq(1.1), or equivalently, x is a ﬁxed point of f.

Deﬁnition 1.1.1 Let x be an equilibrium point of Eq(1.1).

5

6 Chapter 1. Preliminary Results

(i) The equilibrium x of Eq(1.1) is called locally stable if for every ε > 0, there

exists δ > 0 such that for all x

0

, x

−1

∈ I with |x

0

−x| +|x

−1

−x| < δ,

we have

|x

n

−x| < ε for all n ≥ −1.

(ii) The equilibrium x of Eq(1.1) is called locally asymptotically stable if it is

locally stable, and if there exists γ > 0 such that for all x

0

, x

−1

∈ I with |x

0

−x| +

|x

−1

−x| < γ,

we have

lim

n→∞

x

n

= x.

(iii) The equilibrium x of Eq(1.1) is called a global attractor if for every x

0

, x

−1

∈ I

we have

lim

n→∞

x

n

= x.

(iv) The equilibrium x of Eq(1.1) is called globally asymptotically stable if it is

locally stable and a global attractor.

(v) The equilibrium x of Eq(1.1) is called unstable if it is not stable.

(vi) The equilibrium x of Eq(1.1) is called a source, or a repeller, if there exists r > 0

such that for all x

0

, x

−1

∈ I with 0 < |x

0

−x| +|x

−1

−x| < r, there exists N ≥ 1

such that

|x

N

−x| ≥ r.

Clearly a source is an unstable equilibrium.

Let

p =

∂f

∂u

(x, x) and q =

∂f

∂v

(x, x)

denote the partial derivatives of f(u, v) evaluated at the equilibrium x of Eq(1.1).

Then the equation

y

n+1

= py

n

+ qy

n−1

, n = 0, 1, . . . (1.2)

is called the linearized equation associated with Eq(1.1) about the equilibrium point x.

Theorem 1.1.1 (Linearized Stability)

(a) If both roots of the quadratic equation

λ

2

−pλ −q = 0 (1.3)

lie in the open unit disk |λ| < 1, then the equilibrium x of Eq(1.1) is locally

asymptotically stable.

1.2. The Stable Manifold Theorem in the Plane 7

(b) If at least one of the roots of Eq(1.3) has absolute value greater than one, then the

equilibrium x of Eq(1.1) is unstable.

(c) A necessary and suﬃcient condition for both roots of Eq(1.3) to lie in the open

unit disk |λ| < 1, is

|p| < 1 −q < 2. (1.4)

In this case the locally asymptotically stable equilibrium x is also called a sink.

(d) A necessary and suﬃcient condition for both roots of Eq(1.3) to have absolute value

greater than one is

|q| > 1 and |p| < |1 −q| .

In this case x is a repeller.

(e) A necessary and suﬃcient condition for one root of Eq(1.3) to have absolute value

greater than one and for the other to have absolute value less than one is

p

2

+ 4q > 0 and |p| > |1 −q| .

In this case the unstable equilibrium x is called a saddle point.

(f ) A necessary and suﬃcient condition for a root of Eq(1.3) to have absolute value

equal to one is

|p| = |1 −q|

or

q = −1 and |p| ≤ 2.

In this case the equilibrium x is called a nonhyperbolic point.

Deﬁnition 1.1.2 (a) A solution {x

n

} of Eq(1.1) is said to be periodic with period p

if

x

n+p

= x

n

for all n ≥ −1. (1.5)

(b) A solution {x

n

} of Eq(1.1) is said to be periodic with prime period p, or a

p-cycle if it is periodic with period p and p is the least positive integer for which

(1.5) holds.

1.2 The Stable Manifold Theorem in the Plane

Let T be a diﬀeomorphism in I × I, i.e., one-to-one, smooth mapping, with smooth

inverse.

Assume that p ∈ I ×I is a saddle ﬁxed point of T, i.e., T(p) = p and the Jacobian

J

T

(p) has one eigenvalue s with |s| < 1 and one eigenvalue u with |u| > 1.

8 Chapter 1. Preliminary Results

Let v

s

be an eigenvector corresponding to s and let v

u

be an eigenvector correspond-

ing to u.

Let S be the stable manifold of p, i.e., the set of initial points whose forward orbits

(under iteration by T)

p, T(p), T

2

(p), . . .

converge to p.

Let U be the unstable manifold of p, i.e., the set of initial points whose backward

orbits (under iteration by the inverse of T)

p, T

−1

(p), T

−2

(p), . . .

converge to p. Then, both S and U are one dimensional manifolds (curves) that contain

p. Furthermore, the vectors v

s

and v

u

are tangent to S and U at p, respectively.

The map T for Eq(1.1) is found as follows:

Set

u

n

= x

n−1

and v

n

= x

n

for n ≥ 0.

Then

u

n+1

= x

n

and v

n+1

= f(v

n

, u

n

) for n ≥ 0

and so

T

u

v

=

v

f(v, u)

.

Therefore the eigenvalues of the Jacobian J

T

x

x

**at the equilibrium point x of Eq(1.1)
**

are the roots of Eq(1.3).

In this monograph, the way we will make use of the Stable Manifold Theorem in our

investigation of the rational diﬀerence equation

x

n+1

=

α + βx

n

+ γx

n−1

A + Bx

n

+ Cx

n−1

, n = 0, 1, . . . (1.6)

is as follows:

Under certain conditions the positive equilibrium of Eq(1.6) will be a saddle point

and under the same conditions Eq(1.6) will have a two cycle

. . . φ, ψ, φ, ψ, . . . (1.7)

which is locally asymptotically stable. Under these conditions, the two cycle (1.7) cannot

be a global attractor of all non-equilibrium solutions. See, for example, Sections 6.6 and

6.9.

1.3. Global Asymptotic Stability of the Zero Equilibrium 9

1.3 Global Asymptotic Stability of the Zero Equi-

librium

When zero is an equilibrium point of the Eq(1.6), which we are investigating in this

monograph (with β > 0), then the following theorem will be employed to establish

conditions for its global asymptotic stability. Amazingly the same theorem is a powerful

tool for establishing the global asymptotic stability of the zero equilibrium of several

biological models. See, for example, [31] and [48].

Theorem 1.3.1 ([31]. See also [48], and [70]) Consider the diﬀerence equation

x

n+1

= f

0

(x

n

, x

n−1

)x

n

+ f

1

(x

n

, x

n−1

)x

n−1

, n = 0, 1, . . . (1.8)

with nonnegative initial conditions and

f

0

, f

1

∈ C[[0, ∞) ×[0, ∞), [0, 1)].

Assume that the following hypotheses hold:

(i) f

0

and f

1

are non-increasing in each of their arguments;

(ii) f

0

(x, x) > 0 for all x ≥ 0;

(iii) f

0

(x, y) + f

1

(x, y) < 1 for all x, y ∈ (0, ∞).

Then the zero equilibrium of Eq(1.8) is globally asymptotically stable.

1.4 Global Attractivity of the Positive Equilibrium

Unfortunately when it comes to establishing the global attractivity of the positive equi-

librium of the Eq(1.6) which we are investigating in this monograph, there are not

enough results in the literature to cover all various cases. We strongly believe that the

investigation of the various special cases of our equation has already played and will

continue to play an important role in the development of the stability theory of general

diﬀerence equations of orders greater than one.

The ﬁrst theorem, which has also been very useful in applications to mathematical

biology, see [31] and [48], was really motivated by a problem in [35].

Theorem 1.4.1 ([31]. See also [35], [48], and ([42], p. 53). Let I ⊆ [0, ∞) be some

interval and assume that f ∈ C[I ×I, (0, ∞)] satisﬁes the following conditions:

(i) f(x, y) is non-decreasing in each of its arguments;

(ii) Eq(1.1) has a unique positive equilibrium point x ∈ I and the function f(x, x)

satisﬁes the negative feedback condition:

(x −x)(f(x, x) −x) < 0 for every x ∈ I −{x}.

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

10 Chapter 1. Preliminary Results

The following theorem was inspired by the results in [55] that deal with the global

asymptotic stability of Pielou’s equation (see Section 4.4), which is a special case of

the equation that we are investigating in this monograph.

Theorem 1.4.2 ([42], p. 27) Assume

(i) f ∈ C[(0, ∞) ×(0, ∞), (0, ∞)];

(ii) f(x, y) is nonincreasing in x and decreasing in y;

(iii) xf(x, x) is increasing in x;

(iv) The equation

x

n+1

= x

n

f(x

n

, x

n−1

), n = 0, 1, . . . (1.9)

has a unique positive equilibrium x.

Then x is globally asymptotically stable.

Theorem 1.4.3 ([27]) Assume

(i) f ∈ C[[0, ∞) ×[0, ∞), (0, ∞)];

(ii) f(x, y) is nonincreasing in each argument;

(iii) xf(x, y) is nondecreasing in x;

(iv) f(x, y) < f(y, x) ⇐⇒x > y;

(v) The equation

x

n+1

= x

n−1

f(x

n−1

, x

n

), n = 0, 1, . . . (1.10)

has a unique positive equilibrium x.

Then x is a global attractor of all positive solutions of Eq(1.10).

The next result is known as the stability trichotomy result:

Theorem 1.4.4 ([46]) Assume

f ∈ C

1

[[0, ∞) ×[0, ∞), [0, ∞)]

is such that

x

∂f

∂x

+ y

∂f

∂y

< f(x, y) for all x, y ∈ (0, ∞). (1.11)

Then Eq(1.1) has stability trichotomy, that is exactly one of the following three cases

holds for all solutions of Eq(1.1):

(i) lim

n→∞

x

n

= ∞ for all (x

−1

, x

0

) = (0, 0) .

(ii) lim

n→∞

x

n

= 0 for all initial points and 0 is the only equilibrium point of Eq(1.1).

(iii) lim

n→∞

x

n

= x ∈ (0, ∞) for all (x

−1

, x

0

) = (0, 0) and x is the only positive equi-

librium of Eq(1.1).

1.4. Global Attractivity of the Positive Equilibrium 11

Very often the best strategy for obtaining global attractivity results for Eq(1.1) is

to work in the regions where the function f(x, y) is monotonic in its arguments. In this

regard there are four possible scenarios depending on whether f(x, y) is nondecreasing

in both arguments, or nonincreasing in both arguments, or nonincreasing in one and

nondecreasing in the other.

The next two theorems are slight modiﬁcations of results which were obtained in [54]

and were developed while we were working on a special case of the equation that we are

investigating in this monograph. (See Section 6.9.) The ﬁrst theorem deals with the case

where the function f(x, y) is non-decreasing in x and non-increasing in y and the second

theorem deals with the case where the function f(x, y) is non-increasing in x and non-

decreasing in y. Theorems 1.4.8 and 1.4.7 below are new and deal with the remaining

two cases relative to the monotonic character of f(x, y). See Sections 6.4 and 6.8 where

these theorems are utilized. See also the Appendix, at the end of this monograph, which

describes the extension of these results to higher order diﬀerence equations.

Theorem 1.4.5 ([54]) Let [a, b] be an interval of real numbers and assume that

f : [a, b] ×[a, b] →[a, b]

is a continuous function satisfying the following properties:

(a) f(x, y) is non-decreasing in x ∈ [a, b] for each y ∈ [a, b], and f(x, y) is non-

increasing in y ∈ [a, b] for each x ∈ [a, b];

(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system

f(m, M) = m and f(M, m) = M,

then m = M.

Then Eq(1.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(1.1) con-

verges to x.

Proof. Set

m

0

= a and M

0

= b

and for i = 1, 2, . . . set

M

i

= f(M

i−1

, m

i−1

) and m

i

= f(m

i−1

, M

i−1

).

Now observe that for each i ≥ 0,

m

0

≤ m

1

≤ . . . ≤ m

i

≤ . . . ≤ M

i

≤ . . . ≤ M

1

≤ M

0

and

m

i

≤ x

k

≤ M

i

for k ≥ 2i + 1.

Set

m = lim

i→∞

m

i

and M = lim

i→∞

M

i

.

12 Chapter 1. Preliminary Results

Then

M ≥ limsup

i→∞

x

i

≥ liminf

i→∞

x

i

≥ m (1.12)

and by the continuity of f,

m = f(m, M) and M = f(M, m).

Therefore in view of (b),

m = M

from which the result follows. 2

Theorem 1.4.6 ([54]) Let [a, b] be an interval of real numbers and assume that

f : [a, b] ×[a, b] →[a, b]

is a continuous function satisfying the following properties:

(a) f(x, y) is non-increasing in x ∈ [a, b] for each y ∈ [a, b], and f(x, y) is non-

decreasing in y ∈ [a, b] for each x ∈ [a, b];

(b) The diﬀerence equation Eq(1.1) has no solutions of prime period two in [a, b].

Then Eq(1.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(1.1) converges

to x.

Proof. Set

m

0

= a and M

0

= b

and for i = 1, 2, . . . set

M

i

= f(m

i−1

, M

i−1

) and m

i

= f(M

i−1

, m

i−1

).

Now observe that for each i ≥ 0,

m

0

≤ m

1

≤ . . . ≤ m

i

≤ . . . ≤ M

i

≤ . . . ≤ M

1

≤ M

0

,

and

m

i

≤ x

k

≤ M

i

for k ≥ 2i + 1.

Set

m = lim

i→∞

m

i

and M = lim

i→∞

M

i

.

Then clearly (1.12) holds and by the continuity of f,

m = f(M, m) and M = f(m, M).

In view of (b),

m = M

from which the result follows. 2

1.4. Global Attractivity of the Positive Equilibrium 13

Theorem 1.4.7 Let [a, b] be an interval of real numbers and assume that

f : [a, b] ×[a, b] →[a, b]

is a continuous function satisfying the following properties:

(a) f(x, y) is non-increasing in each of its arguments;

(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system

f(m, m) = M and f(M, M) = m,

then m = M.

Then Eq(1.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(1.1) con-

verges to x.

Proof. Set

m

0

= a and M

0

= b

and for i = 1, 2, . . . set

M

i

= f(m

i−1

, m

i−1

) and m

i

= f(M

i−1

, M

i−1

).

Now observe that for each i ≥ 0,

m

0

≤ m

1

≤ . . . ≤ m

i

≤ . . . ≤ M

i

≤ . . . ≤ M

1

≤ M

0

,

and

m

i

≤ x

k

≤ M

i

for k ≥ 2i + 1.

Set

m = lim

i→∞

m

i

and M = lim

i→∞

M

i

.

Then clearly (1.12) holds and by the continuity of f,

m = f(M, M) and M = f(m, m).

In view of (b),

m = M = x

from which the result follows. 2

Theorem 1.4.8 Let [a, b] be an interval of real numbers and assume that

f : [a, b] ×[a, b] →[a, b]

is a continuous function satisfying the following properties:

(a) f(x, y) is non-decreasing in each of its arguments;

(b) The equation

f(x, x) = x,

has a unique positive solution.

Then Eq(1.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(1.1) con-

verges to x.

14 Chapter 1. Preliminary Results

Proof. Set

m

0

= a and M

0

= b

and for i = 1, 2, . . . set

M

i

= f(M

i−1

, M

i−1

) and m

i

= f(m

i−1

, m

i−1

).

Now observe that for each i ≥ 0,

m

0

≤ m

1

≤ . . . ≤ m

i

≤ . . . ≤ M

i

≤ . . . ≤ M

1

≤ M

0

,

and

m

i

≤ x

k

≤ M

i

for k ≥ 2i + 1.

Set

m = lim

i→∞

m

i

and M = lim

i→∞

M

i

.

Then clearly the inequality (1.12) is satisﬁed and by the continuity of f,

m = f(m, m) and M = f(M, M).

In view of (b),

m = M = x,

from which the result follows. 2

1.5 Limiting Solutions

The concept of limiting solutions was introduced by Karakostas [37] (see also [40]) and

is a useful tool in establishing that under certain conditions a solution of a diﬀerence

equation which is bounded from above and from below has a limit.

In this section we ﬁrst give a self-contained version of limiting solutions the way we

will use them in this monograph.

Let J be some interval of real numbers, f ∈ C[J ×J, J], and let k ≥ 1 be a positive

integer. Assume that {x

n

}

∞

n=−1

is a solution of Eq(1.1) such that

A ≤ x

n

≤ B for all n ≥ −1,

where A, B ∈ J. Let L be a limit point of the solution {x

n

}

∞

n=−1

(For example L is the

limit superior S or the limit inferior I of the solution). Now with the above hypotheses,

we will show that there exists a solution {L

n

}

∞

n=−k

of the diﬀerence equation

x

n+1

= f(x

n

, x

n−1

), n ≥ −k + 1, . . . (1.13)

1.5. Limiting Solutions 15

such that

L

0

= L

and for every N ≥ −k, the term L

N

is a limit point of the solution {x

n

}

∞

n=−1

.

The solution {L

n

}

∞

n=−k

is called a limiting solution of Eq(1.13) associated with the

solution {x

n

}

∞

n=−1

of Eq(1.1).

Karakostas takes k = ∞and calls the solution {L

n

}

∞

n=−∞

a full limiting sequence

of the diﬀerence equation

x

n+1

= f(x

n

, x

n−1

), (1.14)

associated with the solution {x

n

}

∞

n=−1

of Eq(1.1). (See Theorem 1.5.2 below.)

We now proceed to show the existence of a limiting solution {L

n

}

∞

n=−k

.

Clearly there exists a subsequence {x

n

i

}

∞

i=1

of {x

n

}

∞

n=−1

such that

lim

i→∞

x

n

i

= L.

Next the subsequence {x

n

i

−1

}

∞

i=1

of {x

n

}

∞

n=−1

also lies in interval [A, B] and so it has a

further subsequence {x

n

i

j

}

∞

j=1

which converges to some limit which we call L

−1

. There-

fore,

lim

i→∞

x

n

i

j

= L and lim

i→∞

x

n

i

j

−1

= L

−1

.

Continuing in this way and by considering further and further subsequences we obtain

numbers L

−2

, L

−3

, . . . , L

−k

and a subsequence {x

n

j

}

∞

n=−1

such that

lim

j→∞

x

n

j

= L

lim

j→∞

x

n

j

−1

= L

−1

. . .

lim

j→∞

x

n

j

−k

= L

−k

.

Let {

n

}

∞

n=−k

be the solution of Eq(1.13) with

−k

= L

−k

and

−k+1

= L

−k+1

.

Then clearly,

−k+2

= f(

−k+1

,

−k

) = f(L

−k+1

, L

−k

)

= lim

j→∞

f(x

n

j

−k+1

, x

n

j

−k

) = lim

j→∞

x

n

j

−k+2

= L

−k+2

.

It follows by induction that the sequence

L

−k

, L

−k+1

, . . . , L

−1

, L

0

= L =

0

, L

1

=

1

, . . .

satisﬁes Eq(1.13) and every term of this sequence is a limit point of the solution {x

n

}

∞

n=−1

.

The following result, which is a consequence of the above discussion, is stated in the

way we will use it in this monograph:

16 Chapter 1. Preliminary Results

Theorem 1.5.1 Let J be some interval of real numbers, f ∈ C[J ×J, J], and let k ≥ 1

be a positive integer. Suppose that {x

n

}

∞

n=−1

is a bounded solution of Eq(1.1) with limit

inferior I and limit superior S, with I, S ∈ J. Then Eq(1.13) has two solutions {I

n

}

∞

n=−k

and {S

n

}

∞

n=−k

with the following properties:

I

0

= I, S

0

= S

and

I

n

, S

n

∈ [I, S] for n ≥ −k.

We now state the complete version of full limiting sequences, as developed by Karakostas.

Theorem 1.5.2 ([37]) Let J be some interval of real numbers, f ∈ C[J

ν+1

, J], and let

{x

n

}

∞

n=−ν

be a bounded solution of the diﬀerence equation

x

n+1

= f(x

n

, x

n−1

, . . . , x

n−ν

), n = 0, 1, . . . (1.15)

with

I = liminf

n→∞

x

n

, S = limsup

n→∞

x

n

and with I, S ∈ J.

Let Z denote the set of all integers {. . . , −1, 0, 1, . . .}. Then there exist two solutions

{I

n

}

∞

n=−∞

and {S

n

}

∞

n=−∞

of the diﬀerence equation

x

n+1

= f(x

n

, x

n−1

, . . . , x

n−ν

) (1.16)

which satisfy the equation for all n ∈ Z, with

I

0

= I, S

0

= S, I

n

, S

n

∈ [I, S] for all n ∈ Z

and such that for every N ∈ Z, I

N

and S

N

are limit points of {x

n

}

∞

n=−ν

.

Furthermore for every m ≤ −ν, there exist two subsequences {x

r

n

} and {x

l

n

} of the

solution {x

n

}

∞

n=−ν

such that the following are true:

lim

n→∞

x

r

n

+N

= I

N

and lim

n→∞

x

l

n

+N

= S

N

for every N ≥ m.

The solutions {I

n

}

∞

n=−∞

and {S

n

}

∞

n=−∞

of the diﬀerence equation (1.16) are called

full limiting solutions of Eq(1.16) associated with the solution {x

n

}

∞

n=−k

of Eq(1.15).

See [23] and [25] for an application of Theorem 1.5.2 to diﬀerence equations of the form

x

n+1

=

k

i=0

A

i

x

n−i

, n = 0, 1, . . .

which by the change of variables x

n

=

1

y

n

reduce to rational diﬀerence equations of the

form

y

n+1

=

1

k

i=0

A

i

y

n−i

, n = 0, 1, . . . .

1.6. The Riccati Equation 17

1.6 The Riccati Equation

A diﬀerence equation of the form

x

n+1

=

α + βx

n

A + Bx

n

, n = 0, 1, . . . (1.17)

where the parameters α, β, A, B and the initial condition x

0

are real numbers is called a

Riccati diﬀerence equation.

To avoid degenerate cases, we will assume that

B = 0 and αB −βA = 0. (1.18)

Indeed when B = 0, Eq(1.17) is a linear equation and when αB − βA = 0, Eq(1.17)

reduces to

x

n+1

=

βA

B

+ βx

n

A + Bx

n

=

β

B

for all n ≥ 0.

The set of initial conditions x

0

∈ R through which the denominator A+Bx

n

in Eq(1.17)

will become zero for some value of n ≥ 0 is called the forbidden set F of Eq(1.17).

One of our goals in this section is to determine the forbidden set F of Eq(1.17). It

should be mentioned here that there is practically nothing known about the forbidden

set of Eq(1) (when the parameters α, β, γ, A, B, C and the initial conditions x

−1

, x

0

are

all real numbers) other than the material presented here, which is extracted from [32].

(See also [13] and [69].)

The other goal we have is to describe in detail the long- and short-term behavior of

solutions of Eq(1.17) when x

0

/ ∈ F.

The ﬁrst result in this section addresses a very special case of Eq(1.17) regarding

period-two solutions. The proof is straightforward and will be omitted.

Theorem 1.6.1 Assume that (1.18) holds and that Eq(1.17) possesses a prime period-

two solution. Then

β + A = 0. (1.19)

Furthermore when (1.19) holds every solution of Eq(1.17) with

x

0

=

β

B

(1.20)

is periodic with period two.

In the sequel, in addition to (1.18), we will assume that

β + A = 0. (1.21)

18 Chapter 1. Preliminary Results

Now observe that the change of variable

x

n

=

β + A

B

w

n

−

A

B

for n ≥ 0 (1.22)

transforms Eq(1.17) into the diﬀerence equation

w

n+1

= 1 −

R

w

n

, n = 0, 1, . . . (1.23)

where

R =

βA −αB

(β + A)

2

is a nonzero real number, called the Riccati number of Eq(1.17).

It is interesting to note that the four parameters of Eq(1.17) have been reduced to

the single parameter R of Eq(1.23). If we set

y = g(w) = 1 −

R

w

then we note that the two asymptotes

x = −

A

B

and y =

β

B

of the function

y = f(x) =

α + βx

A + Bx

have now been reduced to the two asymptotes

w = 0 and y = 1

of the function

y = 1 −

R

w

.

Also note that the signum of R is equal to the signum of the derivative

f

(x) =

βA −αB

(A + Bx)

2

.

For the remainder of this section we focus on Eq(1.23) and present its forbidden set F

and the character of its solutions. Similar results can be obtained for Eq(1.17) through

the change of variables (1.22).

From Eq(1.23) it follows that when

R <

1

4

1.6. The Riccati Equation 19

Eq(1.23) has the two equilibrium points w

−

and w

+

with

w

−

=

1 −

√

1 −4R

2

<

1 +

√

1 −4R

2

= w

+

and

|w

−

| < w

+

.

Also

w

−

< 0 if R < 0

and

w

−

> 0 if R ∈ (0,

1

4

).

When

R =

1

4

,

Eq(1.23) has exactly one equilibrium point namely,

w =

1

2

.

Finally, when

R >

1

4

,

Eq(1.23) has no equilibrium points.

Now observe that the change of variables

w

n

=

y

n+1

y

n

for n = 0, 1, . . .

with

y

0

= 1 and y

1

= w

0

reduces Eq(1.23) to the second order linear diﬀerence equation

y

n+2

−y

n+1

+ Ry

n

= 0, n = 0, 1, . . . (1.24)

which can be solved explicitly.

The forbidden set of Eq(1.23) is clearly the set of points where the sequence {y

n

}

∞

n=0

vanishes.

The next two theorems deal with the cases R <

1

4

and R =

1

4

, respectively, where

the characteristic roots of Eq(1.24) are real numbers. Note that in these two cases the

characteristic roots of Eq(1.24) are the equilibrium points of Eq(1.23).

20 Chapter 1. Preliminary Results

Theorem 1.6.2 Assume

R <

1

4

.

Then

w

−

=

1 −

√

1 −4R

2

and w

+

=

1 +

√

1 −4R

2

are the only equilibrium points of Eq(1.23).

The forbidden set F of Eq(1.23) is the sequence of points

f

n

=

w

n−1

+

−w

n−1

−

w

n

+

−w

n

−

w

+

w

−

for n = 1, 2, . . . . (1.25)

When w

0

/ ∈ F, the solution of Eq(1.23) is given by

w

n

=

(w

0

−w

−

)w

n+1

+

−(w

+

−w

0

)w

n+1

−

(w

0

−w

−

)w

n

+

−(w

+

−w

0

)w

n

−

, n = 1, 2, . . . . (1.26)

It is now clear from Theorem 1.6.2 that

lim

n→∞

f

n

= w

−

,

and

f

n

< w

−

if R > 0

while

(f

n

−w

−

)(f

n+1

−w

−

) < 0 if R < 0.

The equilibrium w

+

is a global attractor as long as

w

0

/ ∈ F ∪ {w

−

}

and the equilibrium w

−

is a repeller.

Theorem 1.6.3 Assume

R =

1

4

.

Then

w =

1

2

is the only equilibrium point of Eq(1.23).

The forbidden set F of Eq(1.23) is the sequence of points

f

n

=

n −1

2n

for n = 1, 2, . . . , (1.27)

1.6. The Riccati Equation 21

which converges to the equilibrium from the left.

When w

0

/ ∈ F, the solution of Eq(1.23) is given by

w

n

=

1 + (2w

0

−1)(n + 1)

2 + 2(2w

0

−1)n

for n = 0, 1, . . . . (1.28)

From Theorem 1.6.3 it follows that the equilibrium w =

1

2

of Eq(1.23) is a global

attractor for all solutions with w

0

/ ∈ F but is locally unstable, more precisely, it is a sink

from the right and a source from the left.

Finally consider the case

R >

1

4

.

The characteristic roots of Eq(1.24) in this case are

λ

±

=

1

2

±i

√

4R −1

2

with

|λ

±

| =

√

R.

Let

φ ∈ (0,

π

2

)

be such that

cos φ =

1

2

√

R

and sin φ =

√

4R −1

2

√

R

.

Then

y

n

= R

n

2

(C

1

cos(nφ) + C

2

sin(nφ)), n = 0, 1, . . .

with

C

1

= y

0

= 1

and

√

R(C

1

cos φ + C

2

sin φ) = y

1

= w

0

.

It follows that

C

1

= 1 and C

2

=

2w

0

−1

√

4R −1

.

Hence

w

n

=

√

R

√

4R −1 cos(n + 1)φ + (2w

0

−1) sin(n + 1)φ

√

4R −1 cos(nφ) + (2w

0

−1) sin(nφ)

, n = 0, 1, . . . (1.29)

22 Chapter 1. Preliminary Results

as long as the denominator is diﬀerent from zero, that is,

w

0

=

1

2

−

√

4R −1

2

cot(nφ) for n = 1, 2, . . . .

The following theorem summarizes the above discussion.

Theorem 1.6.4 Assume that

R >

1

4

and let φ ∈ (0,

π

2

) be such that

cos φ =

1

2

√

R

and sin φ =

√

4R −1

2

√

R

.

Then the forbidden set F of Eq(1.23) is the sequence of points

f

n

=

1

2

−

√

4R −1

2

cot(nφ) for n = 1, 2, . . . . (1.30)

When w

0

/ ∈ F, the solution of Eq(1.23) is given by (1.29).

Clearly when R >

1

4

the character of the solution {w

n

} and the forbidden set F

depends on whether or not the number φ ∈ (0,

π

2

) is a rational multiple of π.

Let θ ∈ (−

π

2

,

π

2

) be such that

cos θ =

√

4R −1

r

and sin θ =

2x

0

−1

r

where

r =

(4R −1)

2

+ (2x

0

−1)

2

.

Then we obtain,

w

n

=

√

R

cos(nφ + φ −θ)

cos(nφ −θ)

=

√

R

cos(nφ −θ) cos φ −sin(nφ −θ) sin φ

cos(nφ −θ)

=

√

R(cos φ −sin φtan(nφ −θ))

and so

w

n

=

1

2

−

√

4R −1

2

tan(nφ −θ), n = 0, 1, . . . (1.31)

from which the character of the solutions of Eq(1.23), when R >

1

4

, can now be easily

revealed.

For example, assume φ is a rational multiple of π, that is,

φ =

k

N

π ∈ (0,

π

2

) (1.32)

1.6. The Riccati Equation 23

for some

k, N ∈ {1, 2, . . .} with 2k < N.

Then

w

N

=

1

2

−

√

4R −1

2

tan(kπ −θ) =

1

2

−

√

4R −1

2

tan(−θ) = w

0

and so every solution of Eq(1.23) is periodic with period N.

Equivalently assume that

A =

1

4 cos

2

φ

with φ =

k

N

π

where

k, N ∈ {1, 2, . . .} and 2k < N,

then every solution of Eq(1.23) is periodic with period N.

The following theorem summarizes the above discussion.

Theorem 1.6.5 Assume that

φ =

k

p

π ∈ (0,

π

2

)

where k and p are positive comprimes and suppose that

cos φ =

1

2

√

R

and sin φ =

√

4R −1

2

√

R

,

or equivalently

4Rcos

2

(

k

p

π) = 1.

Then every solution of Eq(1.23) with

w

0

=

sin(n

k

p

π) −

√

4R −1 cos(n

k

p

π)

2 sin(n

k

p

π)

for n = 1, 2, . . . , p −1

is periodic with period p.

When the number φ in Theorem 1.6.5 is not a rational multiple of π, then the

following result is true:

Theorem 1.6.6 Assume that the number φ in Theorem 1.6.5 is not a rational multiple

of π. Then the following statements are true:

(i) No solution of Eq(1.23) is periodic.

(ii) The set of limit points of a solution of Eq(1.23) with w

0

/ ∈ F is dense in R.

24 Chapter 1. Preliminary Results

Proof. Statement (i) is true because,

w

k

= w

l

if and only if

tan(kφ −θ) = tan(lφ −θ)

if and only if for some integer N

kφ −θ −(lφ −θ) = Nπ

if and only if

(k −l)φ = Nπ

that is,

φ is a rational multiple of π.

The proof of statement (ii) is a consequence of the form of the solution of Eq(1.23) and

the fact that when φ is not a rational multiple of π, then the values

(nφ −θ)(mod π) for n = 0, 1, . . .

are dense in the interval (−

π

2

,

π

2

). 2

1.7 Semicycle Analysis

We strongly believe that a semicycle analysis of the solutions of a scalar diﬀerence equa-

tion is a powerful tool for a detailed understanding of the entire character of solutions

and often leads to straightforward proofs of their long term behavior.

In this section, we present some results about the semicycle character of solutions of

some general diﬀerence equations of the form

x

n+1

= f(x

n

, x

n−1

), n = 0, 1, . . . (1.33)

under appropriate hypotheses on the function f.

First we give the deﬁnitions for the positive and negative semicycle of a solution of

Eq(1.33) relative to an equilibrium point x.

A positive semicycle of a solution {x

n

} of Eq(1.1) consists of a “string” of terms

{x

l

, x

l+1

, . . . , x

m

}, all greater than or equal to the equilibrium x, with l ≥ −1 and m ≤ ∞

and such that

either l = −1, or l > −1 and x

l−1

< x

and

either m = ∞, or m < ∞ and x

m+1

< x.

1.7. Semicycle Analysis 25

A negative semicycle of a solution {x

n

} of Eq(1.33) consists of a “string” of terms

{x

l

, x

l+1

, . . . , x

m

}, all less than the equilibrium x, with l ≥ −1 and m ≤ ∞ and such

that

either l = −1, or l > −1 and x

l−1

≥ x

and

either m = ∞, or m < ∞ and x

m+1

≥ x.

Deﬁnition 1.7.1 (Oscillation)

(a) A sequence {x

n

} is said to oscillate about zero or simply to oscillate if the terms

x

n

are neither eventually all positive nor eventually all negative. Otherwise the

sequence is called nonoscillatory. A sequence {x

n

} is called strictly oscillatory

if for every n

0

≥ 0, there exist n

1

, n

2

≥ n

0

such that x

n

1

x

n

2

< 0.

(b) A sequence {x

n

} is said to oscillate about x if the sequence x

n

− x oscillates.

The sequence {x

n

} is called strictly oscillatory about x if the sequence x

n

−x

is strictly oscillatory.

The ﬁrst result was established in [28] while we were working on a special case of the

equation we are investigating in this monograph. (See Section 6.5.)

Theorem 1.7.1 ([28]) Assume that f ∈ C[(0, ∞) ×(0, ∞), (0, ∞)] is such that:

f(x, y) is decreasing in x for each ﬁxed y, and f(x, y) is increasing in y for each ﬁxed

x.

Let x be a positive equilibrium of Eq(1.33). Then except possibly for the ﬁrst semi-

cycle, every solution of Eq(1.33) has semicycles of length one.

Proof. Let {x

n

} be a solution of Eq(1.33) with at least two semicycles. Then there

exists N ≥ 0 such that either

x

N−1

< x ≤ x

N

or

x

N−1

≥ x > x

N

.

We will assume that

x

N−1

< x ≤ x

N

.

All other cases are similar and will be omitted. Then by using the monotonic character

of f(x, y) we have

x

N+1

= f(x

N

, x

N−1

) < f(x, x) = x

and

x

N+2

= f(x

N+1

, x

N

) > f(x, x) = x.

Thus

x

N+1

< x < x

N+2

26 Chapter 1. Preliminary Results

and the proof follows by induction. 2

The next result applies when the function f is decreasing in both arguments.

Theorem 1.7.2 Assume that f ∈ C[(0, ∞)×(0, ∞), (0, ∞)] and that f(x, y) is decreas-

ing in both arguments.

Let x be a positive equilibrium of Eq(1.33). Then every oscillatory solution of

Eq(1.33) has semicycles of length at most two.

Proof. Assume that {x

n

} is an oscillatory solution with two consecutive terms x

N−1

and x

N

in a positive semicycle

x

N−1

≥ x and x

N

≥ x

with at least one of the inequalities being strict. The proof in the case of negative

semicycle is similar and is omitted. Then by using the decreasing character of f we

obtain:

x

N+1

= f(x

N

, x

N−1

) < f(x, x) = x

which completes the proof. 2

The next result applies when the function f is increasing in both arguments.

Theorem 1.7.3 Assume that f ∈ C[(0, ∞)×(0, ∞), (0, ∞)] and that f(x, y) is increas-

ing in both arguments.

Let x be a positive equilibrium of Eq(1.33). Then except possibly for the ﬁrst semi-

cycle, every oscillatory solution of Eq(1.33) has semicycles of length one.

Proof. Assume that {x

n

} is an oscillatory solution with two consecutive terms x

N−1

and x

N

in a positive semicycle

x

N−1

≥ x and x

N

≥ x,

with at least one of the inequalities being strict. The proof in the case of negative

semicycle is similar and is omitted. Then by using the increasing character of f we

obtain:

x

N+1

= f(x

N

, x

N−1

) > f(x, x) = x

which shows that the next term x

N+1

also belongs to the positive semicycle. It follows by

induction that all future terms of this solution belong to this positive semicycle, which

is a contradiction. 2

The next result applies when the function f(x, y) is increasing in x and decreasing

in y.

1.7. Semicycle Analysis 27

Theorem 1.7.4 Assume that f ∈ C[(0, ∞) ×(0, ∞), (0, ∞)] is such that:

f(x, y) is increasing in x for each ﬁxed y, and f(x, y) is decreasing in y for each ﬁxed

x.

Let x be a positive equilibrium of Eq(1.33).

Then, except possibly for the ﬁrst semicycle, every oscillatory solution of Eq(1.33)

has semicycles of length at least two.

Furthermore, if we assume that

f(u, u) = x for every u (1.34)

and

f(x, y) < x for every x > y > x (1.35)

then {x

n

} oscillates about the equilibrium x with semicycles of length two or three, except

possibly for the ﬁrst semicycle which may have length one. The extreme in each semicycle

occurs in the ﬁrst term if the semicycle has two terms, and in the second term if the

semicycle has three terms.

Proof. Assume that {x

n

} is an oscillatory solution with two consecutive terms x

N−1

and x

N

such that

x

N−1

< x ≤ x

N

.

Then by using the increasing character of f we obtain

x

N+1

= f(x

N

, x

N−1

) > f(x, x) = x

which shows that the next term x

N+1

also belongs to the positive semicycle. The proof

in the case

x

N−1

≥ x > x

N

,

is similar and is omitted.

Now also assume that {x

n

} is an oscillatory solution with two consecutive terms

x

N−1

and x

N

such that

x

N−1

> x

N

≥ x and x

N−2

< x.

Then by using the increasing character of f and Condition (1.34) we obtain

x

N+1

= f(x

N

, x

N−1

) < f(x

N

, x

N

) = x

which shows that the positive semicycle has length two. If

x

N

> x

N−1

> x

then by using the increasing character of f and Condition (1.34) we obtain:

x

N+1

= f(x

N

, x

N−1

) > f(x

N

, x

N

) = x

28 Chapter 1. Preliminary Results

and by using Condition (1.35) we ﬁnd

x

N+1

= f(x

N

, x

N−1

) < x

N

and the proof is complete.

2

Condition (1.34) is not enough to guarantee the above result. If, instead of Condition

(1.35), we assume

f(x, y) > x for every x > y > x. (1.36)

then Eq(1.33) has monotonic solutions.

Theorem 1.7.5 Assume that f ∈ C[(0, ∞) ×(0, ∞), (0, ∞)] is such that:

f(x, y) is increasing in x for each ﬁxed y, and f(x, y) is decreasing in y for each ﬁxed

x.

Let x be a positive equilibrium of Eq(1.33). Assume that f satisﬁes Conditions (1.34)

and (1.36).

Then if x

0

> x

−1

> x, the corresponding solution is increasing.

If, on the other hand, f satisﬁes Condition (1.34), and

f(x, y) < x for every x < y < x (1.37)

then if x

0

< x

−1

< x, the corresponding solution is decreasing.

Proof. First, assume that Condition (1.36) is satisﬁed and that x

0

> x

−1

> x. Then

by the monotonic character of f and (1.34), we obtain

x

1

= f(x

0

, x

−1

) > f(x

−1

, x

−1

) = x.

In view of Condition (1.36) we get

x

1

= f(x

0

, x

−1

) > x

0

.

and the proof follows by induction.

The proof of the remaining case is similar and will be omitted. 2

Chapter 2

Local Stability, Semicycles,

Periodicity, and Invariant Intervals

2.1 Equilibrium Points

Here we investigate the equilibrium points of the general equation

x

n+1

=

α +βx

n

+γx

n−1

A +Bx

n

+Cx

n−1

, n = 0, 1, . . . (2.1)

where

α, β, γ, A, B, C ∈ [0, ∞) with α +β + γ, B +C ∈ (0, ∞) (2.2)

and where the initial conditions x

−1

and x

0

are arbitrary nonnegative real numbers such

that the right hand side of Eq(2.1) is well deﬁned for all n ≥ 0.

In view of the above restriction on the initial conditions of Eq(2.1), the equilibrium

points of Eq(2.1) are the nonnegative solutions of the equation

x =

α + (β +γ)x

A + (B +C)x

(2.3)

or equivalently

(B +C)x

2

−(β + γ −A)x −α = 0. (2.4)

Zero is an equilibrium point of Eq(2.1) if and only if

α = 0 and A > 0. (2.5)

When (2.5) holds, in addition to the zero equilibrium , Eq(2.1) has a positive equilibrium

if and only if

β +γ > A.

29

30 Chapter 2. Local Stability, Semicycles, Periodicity, and Invariant Intervals

In fact in this case the positive equilibrium of Eq(2.1) is unique and is given by

x =

β +γ −A

B +C

. (2.6)

When

α = 0 and A = 0

the only equilibrium point of Eq(2.1) is positive and is given by

x =

β +γ

B +C

. (2.7)

Note that in view of Condition (2.2), when α = 0, the quantity β +γ is positive.

Finally when

α > 0

the only equilibrium point of Eq(2.1) is the positive solution

x =

β +γ −A +

(β + γ −A)

2

+ 4α(B + C)

2(B +C)

(2.8)

of the quadratic equation (2.4).

If we had allowed negative initial conditions then the negative solution of Eq(2.4)

would also be an equilibrium worth investigating. The problem of investigating Eq(2.1)

when the initial conditions and the coeﬃcients of the equation are real numbers is of

great mathematical importance and, except for our presentation in Section 1.6 about

the Riccati equation

x

n+1

=

α +βx

n

A +Bx

n

, n = 0, 1, . . . ,

there is very little known. (See [13], [18], [32], and [69] for some results in this regard.)

In summary, it is interesting to observe that when Eq(2.1) has a positive equilibrium

x, then x is unique, it satisﬁes Eqs(2.3) and (2.4), and it is given by (2.8). This ob-

servation simpliﬁes the investigation of the local stability of the positive equilibrium of

Eq(2.1).

2.2 Stability of the Zero Equilibrium

Here we investigate the stability of the zero equilibrium of Eq(2.1).

Set

f(u, v) =

α +βu + γv

A +Bu + Cv

and observe that

f

u

(u, v) =

(βA −αB) + (βC −γB)v

(A +Bu +Cv)

2

(2.9)

2.2. Stability of the Zero Equilibrium 31

and

f

v

(u, v) =

(γA −αC) −(βC −γB)u

(A +Bu +Cv)

2

. (2.10)

If x denotes an equilibrium point of Eq(2.1), then the linearized equation associated

with Eq(2.1) about the equilibrium point x is

z

n+1

−pz

n

−qz

n−1

= 0

where

p = f

u

(x, x) and q = f

v

(x, x).

The local stability character of x is now described by the linearized stability Theorem

1.1.1.

For the zero equilibrium of Eq(2.1) we have

p =

β

A

and q =

γ

A

and so the linearized equation associated with Eq(2.1) about the zero equilibrium point

is

z

n+1

−

β

A

z

n

−

γ

A

z

n−1

= 0, n = 0, 1, . . . .

For the stability of the zero equilibrium of Eq(2.1), in addition to the local stability The-

orem 1.1.1, we have the luxury of the global stability Theorem 1.3.1. As a consequence

of these two theorems we obtain the following global result:

Theorem 2.2.1 Assume that A > 0. Then the zero equilibrium point of the equation

x

n+1

=

βx

n

+γx

n−1

A +Bx

n

+Cx

n−1

, n = 0, 1, . . .

is globally asymptotically stable when

β + γ ≤ A

and is unstable when

β +γ > A.

Furthermore the zero equilibrium point is

a sink when A > β +γ

a saddle point when A < β +γ < A + 2β

a repeller when β +γ > A + 2β.

32 Chapter 2. Local Stability, Semicycles, Periodicity, and Invariant Intervals

2.3 Local Stability of the Positive Equilibrium

As we mentioned in Section 2.1, Eq(2.1) has a positive equilibrium when either

α = 0 and β +γ > A

or

α > 0.

In these cases the positive equilibrium x is unique, it satisﬁes Eqs(2.3) and (2.4), and it

is given by (2.8). By using the identity

(B +C)x

2

= (β + γ −A)x +α,

we see that

p = f

u

(x, x) =

(βA −αB) + (βC −γB)x

(A + (B +C)x)

2

=

(βA −αB) + (βC −γB)x

A

2

+ α(B +C) + (B +C)(A +β + γ)x

and

q = f

v

(x, x) =

(γA −αC) −(βC −γB)x

(A + (B +C)x)

2

=

(γA −αC) −(βC −γB)x

A

2

+α(B +C) + (B +C)(A +β +γ)x

.

Hence the conditions for the local asymptotic stability of x are (see Theorem 1.1.1) the

following:

|p| < 1 −q (2.11)

and

q > −1. (2.12)

Inequalities (2.11) and (2.12) are equivalent to the following three inequalities:

¸

A +β + γ + 2

βC −γB

B + C

¸

x > −α −

A

2

+ (βA −αB) −(γA −αC)

B +C

(2.13)

(A +β +γ)x > −α −

A

2

−(βA −αB) −(γA −αC)

B + C

(2.14)

¸

A +β + γ −

βC −γB

B +C

¸

x > −α −

A

2

+ (γA −αC)

B +C

. (2.15)

Out of these inequalities we will obtain explicit stability conditions by using the following

procedure:

First we observe that Inequalities (2.13)-(2.15), are equivalent to some inequalities

of the form

x > ρ

2.4. When is Every Solution Periodic with the Same Period? 33

and/or

x < σ

for some ρ, σ ∈ [0, ∞).

Now if we set

F(u) = (B +C)u

2

−(β +γ −A)u −α,

it is clear that

F(x) = 0

and that

x > ρ if and only if F(ρ) < 0

while

x < σ if and only if F(σ) > 0.

2.4 When is Every Solution Periodic with the Same

Period?

The following four special examples of Eq(2.1)

x

n+1

=

1

x

n

, n = 0, 1, . . . (2.16)

x

n+1

=

1

x

n−1

, n = 0, 1, . . . (2.17)

x

n+1

=

1 +x

n

x

n−1

, n = 0, 1, . . . (2.18)

x

n+1

=

x

n

x

n−1

, n = 0, 1, . . . (2.19)

are remarkable in the sense that all positive solutions of each of these four nontrivial

equations are periodic with periods 2, 4, 5, and 6 respectively.

The following result characterizes all possible special cases of equations of the form

of Eq(2.1) with the property that every solution of the equation is periodic with the

same period. (See also [75], [73], and [74].)

Theorem 2.4.1 Let p ≥ 2 be a positive integer and assume that every positive solution

of Eq(2.1) is periodic with period p. Then the following statements are true:

(i) Assume C > 0. Then A = B = γ = 0.

(ii) Assume C = 0. Then γ(α +β) = 0.

34 Chapter 2. Local Stability, Semicycles, Periodicity, and Invariant Intervals

Proof. Consider the solution with

x

−1

= 1 and x

0

∈ (0, ∞).

Then clearly

x

0

= x

p

and x

p−1

= x

−1

= 1

and so from Eq(2.1)

x

p

=

α +β + γx

p−2

A + B +Cx

p−2

= x

0

.

Hence

(A +B)x

0

+ (Cx

0

−γ)x

p−2

= α +β. (2.20)

(i) Assume that C > 0. Then we claim that

A = B = 0. (2.21)

Otherwise A +B > 0 and by choosing

x

0

> max

α +β

A +B

,

γ

C

¸

we see that (2.20) is impossible. Hence (2.21) holds. In addition to (2.21) we now

claim that also

γ = 0. (2.22)

Otherwise γ > 0 and by choosing

x

0

< min

α +β

A +B

,

γ

C

¸

we see that (2.20) is impossible. Thus (2.22) holds .

(ii) Assume C = 0 and, for the sake of contradiction, assume that

γ(α +β) > 0.

Then by choosing x

0

suﬃciently small, we see that (2.20) is impossible.

The proof is complete. 2

Corollary 2.4.1 Let p ∈ {2, 3, 4, 5, 6}. Assume that every positive solution of Eq(2.1)

is periodic with period p. Then up to a change of variables of the form

x

n

= λy

n

Eq(2.1) reduces to one of the equations (2.16)-(2.19) .

2.5. Existence of Prime Period-Two Solutions 35

2.5 Existence of Prime Period-Two Solutions

In this section we give necessary and suﬃcient conditions for Eq(2.1) to have a prime

period-two solution and we exhibit all prime period-two solutions of the equation. (See

[50].)

Furthermore we are interested in conditions under which every solution of Eq(2.1)

converges to a period-two solution in a nontrivial way according to the following con-

vention.

Convention Throughout this book when we say that “every solution of a certain

diﬀerence equation converges to a periodic solution with period p” we mean that every

solution converges to a, not necessarily prime, solution with period p and furthermore

the set of solutions of the equation with prime period p is nonempty.

Assume that

. . . , φ, ψ, φ, ψ, . . .

is a prime period-two solution of Eq(2.1). Then

φ =

α +βψ +γφ

A +Bψ + Cφ

and

ψ =

α + βφ +γψ

A +Bφ +Cψ

from which we ﬁnd that

C(φ +ψ) = γ −β −A (2.23)

and when

C > 0 (2.24)

we also ﬁnd that

(B −C)φψ =

αC +β(γ −β −A)

C

. (2.25)

One can show that when

C = 0 and B > 0 (2.26)

Eq(2.1) has a prime period-two solution if and only if

γ = β + A. (2.27)

Furthermore when (2.26) and (2.27) hold

. . . , φ, ψ, φ, ψ, . . .

is a prime period-two solution of Eq(2.1) if and only if

α + β(φ +ψ) = Bφψ with φ, ψ ∈ [0, ∞) and φ = ψ

36 Chapter 2. Local Stability, Semicycles, Periodicity, and Invariant Intervals

or equivalently

φ >

β

B

, φ =

β +

√

β

2

+ αB

B

, and ψ =

α + βφ

−β +Bφ

. (2.28)

Next assume that (2.24) holds and that Eq(2.1) possesses a prime period-two solution

. . . , φ, ψ, φ, ψ, . . . .

Then it follows from (2.23) and (2.25) that one of the following three conditions must

be satisﬁed:

B = C, α = β = 0, and φψ = 0; (2.29)

γ > β + A and B = C, α = β = 0, and φψ ≥ 0; (2.30)

B > C, α + β > 0, and φψ > 0. (2.31)

When (2.29) holds, the two cycle is

. . . , 0,

γ −A

C

, 0,

γ −A

C

, . . . .

When (2.30) holds, the two cycle is

. . . , φ,

γ −A

C

−φ, φ,

γ −A

C

−φ, . . . with 0 ≤ φ <

γ −A

C

.

Finally when (2.31) holds, the values φ and ψ of the two cycle are given by the two roots

of the quadratic equation

t

2

−

γ −β −A

C

t +

αC +β(γ −β −A)

C(B −C)

= 0

and we should also require that the discriminant of this quadratic equation be positive.

That is,

α <

(γ −β −A)[B(γ −β −A) −C(γ + 3β −A)]

4C

2

. (2.32)

2.6 Local Asymptotic Stability of a Two Cycle

Let

. . . , φ, ψ, φ, ψ, . . .

be a two cycle of the diﬀerence equation (2.1).

Set

u

n

= x

n−1

and v

n

= x

n

for n = 0, 1, . . .

2.6. Local Asymptotic Stability of a Two Cycle 37

and write Eq(2.1) in the equivalent form:

u

n+1

= v

n

v

n+1

=

α+βv

n

+γu

n

A+Bv

n

+Cu

n

, n = 0, 1, . . . .

Let T be the function on [0, ∞) ×[0, ∞) deﬁned by:

T

u

v

=

v

βv+γu+α

Bv+Cu+A

.

Then

φ

ψ

**is a ﬁxed point of T
**

2

, the second iterate of T. Furthermore

T

2

u

v

=

g(u, v)

h(u, v)

where

g(u, v) =

α +βv + γu

A + Bv +Cu

and h(u, v) =

α +β

α+βv+γu

A+Bv+Cu

+γv

A +B

α+βv+γu

A+Bv+Cu

+ Cv

.

The two cycle is locally asymptotically stable if the eigenvalues of the Jacobian matrix

J

T

2, evaluated at

φ

ψ

**lie inside the unit disk.
**

By deﬁnition

J

T

2

φ

ψ

=

¸

¸

∂g

∂u

(φ, ψ)

∂g

∂v

(φ, ψ)

∂h

∂u

(φ, ψ)

∂h

∂v

(φ, ψ)

¸

.

By computing the partial derivatives of g and h and by using the fact that

φ =

α +βψ + γφ

A +Bψ +Cφ

and ψ =

α +βφ + γψ

A + Bφ +Cψ

we ﬁnd the following identities:

∂g

∂u

(φ, ψ) =

(γA −αC) + (γB −βC)ψ

(A +Bψ +Cφ)

2

,

∂g

∂v

(φ, ψ) =

(βA −αB) −(γB −βC)φ

(A +Bψ +Cφ)

2

,

∂h

∂u

(φ, ψ) =

[(βA −αB) −(γB −βC)ψ][(γA −αC) + (γB −βC)ψ]

(A +Bφ +Cψ)

2

(A + Bψ +Cφ)

2

,

38 Chapter 2. Local Stability, Semicycles, Periodicity, and Invariant Intervals

∂h

∂v

(φ, ψ) =

[(βA −αB) −(γB −βC)ψ][(βA −αB) −(γB −βC)φ]

(A + Bφ +Cψ)

2

(A +Bψ + Cφ)

2

+

(γA −αC) + (γB −βC)φ

(A +Bφ + Cψ)

2

.

Set

S =

∂g

∂u

(φ, ψ) +

∂h

∂v

(φ, ψ)

and

D =

∂g

∂u

(φ, ψ)

∂h

∂v

(φ, ψ) −

∂g

∂v

(φ, ψ)

∂h

∂u

(φ, ψ).

Then it follows from Theorem 1.1.1 (c) that both eigenvalues of J

T

2

φ

ψ

**lie inside the
**

unit disk |λ| < 1, if and only if

|S| < 1 +D and D < 1.

See Sections 6.6, 6.9, and 7.4 for some applications.

Deﬁnition 2.6.1 (Basin of Attraction of a Two Cycle)

Let

. . . , φ, ψ, φ, ψ, . . .

be a two cycle of Eq(2.1). The basin of attraction of this two cycle is the set B of all

initial conditions (x

−1

, x

0

) through which the solution of Eq(2.1) converges to the two

cycle.

2.7 Convergence to Period-Two Solutions When

C = 0

In this section we consider the equation

x

n+1

=

α +βx

n

+γx

n−1

A +Bx

n

, n = 0, 1, . . . (2.33)

where

α, β, γ, A, B ∈ [0, ∞) with α + β +γ, A +B ∈ (0, ∞)

and nonnegative initial conditions and obtain a signum invariant for its solutions which

will be used in the sequel (See Sections 4.7, 6.5, 6.7, and 10.2) to obtain conditions on

α, β, γ, A and B so that every solution of Eq(2.33) converges to a period-two solution.

That is, every solution converges to a (not necessarily prime) period-two solution and

2.7. Convergence to Period-Two Solutions When C = 0 39

there exist prime period-two solutions. (See also Section 10.2 where we present the

complete character of solutions of Eq(2.33).)

Now before we see that when B > 0 every solution of Eq(2.33) converges to a period-

two solution if and only if (2.27) holds, we need the following result, the proof of which

follows by straightforward computations.

Lemma 2.7.1 Assume that (2.27) holds, and let {x

n

}

∞

n=−1

be a solution of Eq(2.33).

Set

J

n

= α +β(x

n−1

+x

n

) −Bx

n−1

x

n

for n ≥ 0. (2.34)

Then the following statements are true:

(a)

J

n+1

=

β +A

A +Bx

n

J

n

for n ≥ 0.

In particular, the sign of the quantity J

n

is constant along each solution.

(b)

x

n+1

−x

n−1

=

J

n

A +Bx

n

for n ≥ 0.

In particular, one and only one of the following three statements is true for each solution

of Eq(2.33):

(i)

x

n+1

−x

n−1

= 0 for all n ≥ 0;

(ii)

x

n+1

−x

n−1

< 0 for all n ≥ 0;

(iii)

x

n+1

−x

n−1

> 0 for all n ≥ 0.

Clearly (i) holds, if and only if, (β + A)J

0

= 0. In this case, the solution {x

n

} is

periodic with period-two.

Statement (ii) holds if and only if J

0

< 0 and β+A > 0. In this case the subsequences

{x

2n

}

∞

n=0

and {x

2n−1

}

∞

n=0

of the solution {x

n

}

∞

n=0

are both decreasing to ﬁnite limits and

so in this case the solution converges to a period-two solution.

Finally (iii) holds, if and only if J

0

> 0 and β +A > 0. In this case the subsequences

{x

2n

}

∞

n=0

and {x

2n−1

}

∞

n=0

of the solution {x

n

}

∞

n=0

are both increasing and so if we can

show that they are bounded, the solution would converge to a period-two solution.

Now observe that

x

n+1

−x

n−1

=

β +A

A +Bx

n

(x

n

−x

n−2

) for n ≥ 1

40 Chapter 2. Local Stability, Semicycles, Periodicity, and Invariant Intervals

and so

x

n+1

−x

n−1

= (x

1

−x

−1

)

n

¸

k=1

β +A

A + Bx

k

. (2.35)

We will now employ (2.35) to show that the subsequences of even and odd terms of

the solution are bounded. We will give the details for the subsequence of even terms.

The proof for the subsequence of odd terms is similar and will be omitted. To this end

assume, for the sake of contradiction, that the subsequence of even terms increases to

∞. Then there exists N ≥ 0 such that

ρ =

A +β

A + Bx

2N+1

A +β

A +Bx

2N

< 1.

Clearly for all n > N,

A +β

A +Bx

2n+1

A + β

A +Bx

2n

<

A + β

A +Bx

2N+1

A +β

A +Bx

2N

= ρ.

Set

K = |x

2N

−x

2N−2

|.

Then

|x

2N+2

−x

2N

| =

A + β

A +Bx

2N+1

A +β

A +Bx

2N

|x

2N

−x

2N−2

| < Kρ

|x

2N+4

−x

2N+2

| =

A + β

A + Bx

2N+3

A + β

A + Bx

2N+2

|x

2N+2

−x

2N

| < Kρ

2

and by induction

|x

2N+2m

−x

2N+2(m−1)

| < Kρ

m

for m = 1, 2, . . . .

But then

x

2N+2m

≤ |x

2N+2m

−x

2N+2m−2

| +. . . +|x

2N+2

−x

2N

| +x

2N

≤ K

m

¸

i=1

ρ

i

+x

2N

<

Kρ

1 −ρ

+x

2N

which contradicts the hypothesis that the subsequence of even terms is unbounded.

In summary we have established the following result.

Theorem 2.7.1 Assume B > 0. Then the following statements hold:

(a) Eq(2.33) has a prime period-two solution if and only if (2.27) holds.

(b) When (2.27) holds all prime period-two solutions

. . . , φ, ψ, φ, ψ, . . .

of Eq(2.33) are given by (2.28).

(c) When (2.27) holds every solution of Eq(2.33) converges to a period-two solution.

2.8. Invariant Intervals 41

2.8 Invariant Intervals

An invariant interval for Eq(2.1) is an interval I with the property that if two con-

secutive terms of the solution fall in I then all the subsequent terms of the solution also

belong to I. In other words I is an invariant interval for the diﬀerence equation

x

n+1

= f(x

n

, x

n−1

), n = 0, 1, . . . (2.36)

if x

N−1

, x

N

∈ I for some N ≥ 0, then x

n

∈ I for every n > N.

Invariant intervals for Eq(2.36) are determined from the intervals where the function

f(x, y) is monotonic in its arguments.

For Eq(2.1) the partial derivatives are given by (2.9) and (2.10) and are

f

x

(x, y) =

L +My

(A +Bx + Cy)

2

and f

y

(x, y) =

N −Mx

(A +Bx + Cy)

2

,

where

L = βA −αB, M = βC −γB, and N = γA −αC.

The following table gives the signs of f

x

and f

y

in all possible nondegenerate cases.

Case L M N Signs of derivatives f

x

and f

y

1 + + +

f

x

> 0

f

y

> 0 if x <

N

M

; f

y

< 0 if x >

N

M

2 + + 0 f

x

> 0 and f

y

< 0

3 + + − f

x

> 0 and f

y

< 0

4 + 0 + f

x

> 0 and f

y

> 0

5 + 0 0 f

x

> 0 and f

y

= 0

6 + − +

f

x

> 0 if y < −

L

M

; f

x

< 0 if y > −

L

M

f

y

> 0

7 0 + 0 f

x

> 0 and f

y

< 0

8 0 + − f

x

> 0 and f

y

< 0

9 0 − + f

x

< 0 and f

y

> 0

10 0 − 0 f

x

< 0 and f

y

> 0

11 − + −

f

x

> 0 if y > −

L

M

; f

x

< 0 if y < −

L

M

f

y

< 0

12 − 0 0 f

x

< 0 and f

y

= 0

13 − 0 − f

x

< 0 and f

y

< 0

14 − − + f

x

< 0 and f

y

> 0

15 − − 0 f

x

< 0 and f

y

> 0

16 − − −

f

x

< 0

f

y

> 0 if x >

N

M

; f

y

< 0 if x <

N

M

Using this table, we obtain the following table of invariant intervals for Eq(2.1).

42 Chapter 2. Local Stability, Semicycles, Periodicity, and Invariant Intervals

Case Invariant intervals

1

[0,

N

M

] if

αM+(β+γ)N

AM+(B+C)N

<

N

M

[

N

M

,

(β−A)M−CN+

√

((β−A)M−NC)

2

+4BM(αM+γN)

2BM

] if

αM+(β+γ)N

AM+(B+C)N

>

N

M

and B > 0

[

N

M

,

αM+γN

(A−β)M+CN

] if B = 0 and (A−β)M +CN > 0

2

[0,

β−A+

√

(β−A)

2

+4Bα

2B

] if B > 0

[0,

α

A−β

] if B = 0, α > 0 and A > β

3

[0,

β−A+

√

(β−A)

2

+4Bα

2B

] if B > 0

[0,

α

A−β

] if B = 0, α > 0 and A > β

4 [0,

β+γ−A+

√

(β+γ−A)

2

+4α(B+C)

2(B+C)

] if B +C > 0

5

[

α

A

,

β−A+

√

(β−A)

2

+4αB

2B

] if B > 0

[

α

A

,

α

A−β

] if B = 0 and A > β

6

[0, −

L

M

] if

αM−(β+γ)L

AM−(B+C)L

< −

L

M

[−

L

M

,

(A−γ)M−BL+

√

((A−γ)M−BL)

2

+4CM(αM−βL)

−2CM

] if C = 0 and

βMK+αM−γL

BMK+AM−CL

> −

L

M

[−

L

M

,

βL−αM

(γ−A)M+BL

] if C = 0, (γ −A)M +BL > 0 and −(βM +BL)K ≥ αM +AL

7

[

γ

C

,

β

B

] if B > 0

[

γ

C

,

γ

2

C(γ−β)

] if B = 0 and β < γ

8

[0,

β

B

] if B = 0

[

γ

C

,

αC+γ

2

γ−βC

] if B = 0 and γ > βC

9

[0,

γ

C

] if C > 0

[k, K] if C = 0 where k and K satisfy α +βk + (γ −A)K ≤ BkK ≤ α +βK −Ak

10

[

β

B

,

γ

C

] if C > 0

[

β

B

,

β

2

B(β−γ)

] if C = 0 and β > γ

11

[

αM−L(β+γ)

AM−L(B+C)

, −

L

M

] if

αM−L(β+γ)

AM−L(B+C)

< −

L

M

[−

L

M

,

(β−A)M+LC+

√

((β−A)M+LC)

2

+4BM(αM−γL)

2BM

] if

αM−βL+γMK

AM−BL+CMK

> −

L

M

12

[

α(A+β)

A

2

+Bα

,

α

A

] if A > 0

[

β

B

,

β

B

+

α

β

] if A = 0 and β > 0

13

[0,

α

A

] if A > 0

[k, K] if A = 0 where k and K satisfy

α+(β+γ)k

B+C

≤ kK ≤

α+(β+γ)K

B+C

14

[0,

γ

C

] if C > 0

[k, K] if C = 0 where k and K satisfy α +βk + (γ −A)K ≤ BkK ≤ α +βK −Ak

15

[0,

γ

C

] if C > 0

[

β

B

,

αB+β

2

B(β−γ)

] if A = 0 and β > γ

16

[

αM+(β+γ)N

AM+(B+C)N

,

N

M

] if

αM+(β+γ)N

AM+(B+C)N

<

N

M

[

N

M

,

(γ−A)M−BN+

√

((γ−A)M−BN)

2

+4BM(αM+βN)

2CM

] if

αM+βK+γNM

AM+BK+CNM

>

N

M

2.9. Open Problems and Conjectures 43

2.9 Open Problems and Conjectures

What is it that makes all solutions of a nonlinear diﬀerence equation periodic with the

same period?

For a linear equation, every solution is periodic with period p ≥ 2, if and only if

every root of the characteristic equation is a pth root of unity.

Open Problem 2.9.1 Assume that f ∈ C

1

[(0, ∞) × (0, ∞), (0, ∞)] is such that every

positive solution of the equation

x

n+1

= f(x

n

, x

n−1

), n = 0, 1, . . . (2.37)

is periodic with period p ≥ 2.

Is it true that the linearized equation about a positive equilibrium point of Eq(2.37)

has the property that every one of its solutions is also periodic with the same period p?

What is it that makes every positive solution of a diﬀerence equation converge to a

periodic solution with period p ≥ 2 ?

Open Problem 2.9.2 Let f ∈ C

1

[[0, ∞) × [0, ∞), [0, ∞)] and let p ≥ 2 be an integer.

Find necessary and suﬃcient conditions so that every nonnegative solution of the diﬀer-

ence equation (2.37) converges to a periodic solution with period p. In particular address

the case p = 2.

Open Problem 2.9.3 Let p ≥ 2 be an integer and assume that every positive solution

of Eq(2.1) with

α, β, γ, A, B, C ∈ [0, ∞)

converges to a solution with period p . Is it true that

p ∈ {2, 4, 5, 6}?

Open Problem 2.9.4 It is known (see Sections 2.7, 4.7, 6.5, and 6.7) that every pos-

itive solution of each of the following three equations

x

n+1

= 1 +

x

n−1

x

n

, n = 0, 1, . . . (2.38)

x

n+1

=

1 +x

n−1

1 + x

n

, n = 0, 1, . . . (2.39)

x

n+1

=

x

n

+ 2x

n−1

1 + x

n

, n = 0, 1, . . . (2.40)

44 Chapter 2. Local Stability, Semicycles, Periodicity, and Invariant Intervals

converges to a solution with (not necessarily prime) period-two:

. . . , φ, ψ, φ, ψ, . . . . (2.41)

In each case, determine φ and ψ in terms of the initial conditions x

−1

and x

0

.

Conversely, if (2.41) is a period-two solution of Eq(2.38) or Eq(2.39) or Eq(2.40), de-

termine all initial conditions (x

−1

, x

0

) ∈ (0, ∞)×(0, ∞) for which the solution {x

n

}

∞

n=−1

converges to the period-two solution (2.41).

Conjecture 2.9.1 Assume

α, β, γ, A, B, C ∈ (0, ∞).

Show that every positive solution of Eq(2.1) is bounded.

Open Problem 2.9.5 Assume

α, β, γ, A, B ∈ (0, ∞) and γ > β +A.

Determine the set of initial conditions x

−1

and x

0

for which the solution {x

n

}

∞

n=−1

of

Eq(2.33) is bounded.

(See Sections 2.7, 4.7, 6.5, 6.7, and 10.2.)

Conjecture 2.9.2 Assume

α, β, γ, A, B, C ∈ (0, ∞)

and that Eq(2.1) has no period-two solution. Show that the positive equilibrium is globally

asymptotically stable.

Conjecture 2.9.3 Assume

α, β, γ, A, B, C ∈ (0, ∞)

and that Eq(2.1) has a positive prime period-two solution. Show that the positive equi-

librium of Eq(2.1) is a saddle point.

2.9. Open Problems and Conjectures 45

Open Problem 2.9.6 Assume

α, β, γ, A, B, C ∈ [0, ∞).

Obtain necessary and suﬃcient conditions in terms of the coeﬃcients so that every

positive solution of Eq(2.1) is bounded.

Conjecture 2.9.4 Assume that

α, β, γ, A, B, C ∈ [0, ∞).

Show that Eq(2.1) cannot have a positive prime two cycle which attracts all positive

non-equilibrium solutions.

Open Problem 2.9.7 Assume f ∈ C[(0, ∞), (0, ∞)]. Obtain necessary and suﬃcient

conditions on f for every solution of the diﬀerence equation

x

n+1

=

f(x

n

)

x

n−1

, n = 0, 1, . . .

to be bounded.

(See Section 5.2).

Open Problem 2.9.8 Assume f ∈ C[(0, ∞), (0, ∞)]. Obtain necessary and suﬃcient

conditions on f for every positive solution of the equation

x

n+1

= 1 +

f(x

n−1

)

x

n

, n = 0, 1, . . .

to converge to a period-two solution.

(See Section 4.7).

Open Problem 2.9.9 Extend Theorem 2.7.1 to third order diﬀerence equations

x

n+1

=

α + βx

n

+ γx

n−1

+δx

n−2

A +Bx

n−1

+ Dx

n−2

, n = 0, 1, . . .

with nonnegative parameters and nonnegative initial conditions such that

γ = β +δ +A.

What additional conditions should the parameters satisfy?

46 Chapter 2. Local Stability, Semicycles, Periodicity, and Invariant Intervals

Open Problem 2.9.10 Extend the linearized stability Theorem 1.1.1 to third order dif-

ference equations

x

n+1

= f(x

n

, x

n−1

, x

n−2

), n = 0, 1, . . . . (2.42)

For the equation

λ

3

+aλ

2

+ bλ +c = 0

one can see that all roots lie inside the unit disk |λ| < 1 if and only if

|a +c| < 1 +b

|a −3c| < 3 −b

b +c

2

< 1 +ac

.

But how about necessary and suﬃcient conditions for the equilibrium of Eq(2.42) to

be a repeller, or a saddle point, or nonhyperbolic?

Extend these results to fourth order diﬀerence equation

x

n+1

= f(x

n

, x

n−1

, x

n−2

, x

n−3

), n = 0, 1, . . . .

Chapter 3

(1, 1)-Type Equations

3.1 Introduction

Eq(1) contains the following nine equations of the (1, 1)-type:

x

n+1

=

α

A

, n = 0, 1, . . . (3.1)

x

n+1

=

α

Bx

n

, n = 0, 1, . . . (3.2)

x

n+1

=

α

Cx

n−1

, n = 0, 1, . . . (3.3)

x

n+1

=

βx

n

A

, n = 0, 1, . . . (3.4)

x

n+1

=

β

B

, n = 0, 1, . . . (3.5)

x

n+1

=

βx

n

Cx

n−1

, n = 0, 1, . . . (3.6)

47

48 Chapter 3. (1, 1)-Type Equations

x

n+1

=

γx

n−1

A

, n = 0, 1, . . . (3.7)

x

n+1

=

γx

n−1

Bx

n

, n = 0, 1, . . . (3.8)

and

x

n+1

=

γ

C

, n = 0, 1, . . . . (3.9)

Please recall our classiﬁcation convention in which all parameters that appear in these

equations are positive, the initial conditions are nonnegative, and the denominators are

always positive.

Of these nine equations, Eqs(3.1), (3.5), and (3.9) are trivial. Eqs (3.4) and (3.7)

are linear diﬀerence equation. Every solution of Eq(3.2) is periodic with period two and

every solution of Eq(3.4) is periodic with period four. The remaining two equations,

namely, Eqs(3.6) and (3.8), are treated in the next two sections.

3.2 The Case α = γ = A = B = 0 : x

n+1

=

βx

n

Cx

n−1

This is the (1, 1)-type Eq(3.6) which by the change of variables

x

n

=

β

C

y

n

reduces to the equation

y

n+1

=

y

n

y

n−1

, n = 0, 1, . . . . (3.10)

It is easy to see that every positive solution of Eq(3.10) is periodic with period six.

Indeed the solution with initial conditions y

−1

and y

0

is the six-cycle:

y

−1

, y

0

,

y

0

y

−1

,

1

y

−1

,

1

y

0

,

y

−1

y

0

, . . . .

It is interesting to note that except for the equilibrium solution y = 1, every other

solution of Eq(3.10) has prime period six.

3.3. The Case α = β = A = C = 0 : x

n+1

=

γx

n−1

Bx

n

49

3.3 The Case α = β = A = C = 0 : x

n+1

=

γx

n−1

Bx

n

This is the (1, 1)-type Eq(3.8) which by the change of variables

x

n

=

γ

B

e

y

n

reduces to the linear equation

y

n+1

+ y

n

−y

n−1

= 0, n = 0, 1, . . . . (3.11)

The general solution of Eq(3.11) is

y

n

= C

1

−1 +

√

5

2

n

+ C

2

−1 −

√

5

2

n

, n = 0, 1, . . .

from which the behavior of solutions is easily derived.

3.4 Open Problems and Conjectures

Of the nine equations in this chapter we would like to single out the two nonlinear

equations, (3.2) and (3.6), which possess the property that every positive nontrivial

solution of each of these two equations is periodic with the same prime period, namely

two and six, respectively. Eq(3.3) also has the property that every nontrivial positive

solution is periodic with prime period four but this equation is really a variant of Eq(3.2).

Also every solution of Eq(3.7) is periodic with period two but this is a linear equation.

Eq(3.2) is of the form

x

n+1

= f(x

n

), n = 0, 1, . . . (3.12)

where

f ∈ C[(0, ∞), (0, ∞)], (3.13)

while Eq(3.6) is of the form

x

n+1

= f(x

n

, x

n−1

), n = 0, 1, . . . (3.14)

where

f ∈ C[(0, ∞) ×(0, ∞), (0, ∞)]. (3.15)

What is it that makes every solution of a nonlinear diﬀerence equation periodic with the

same period? We believe this is a question of paramount importance and so we pose the

following open problems.

50 Chapter 3. (1, 1)-Type Equations

Open Problem 3.4.1 Let k ≥ 2 be a positive integer and assume that (3.13) holds.

Obtain necessary and suﬃcient conditions on f so that every positive solution of Eq(3.12)

is periodic with period k.

Open Problem 3.4.2 Let k ≥ 2 be a positive integer and assume that (3.15) holds.

Obtain necessary and suﬃcient conditions on f so that every positive solution of Eq(3.14)

is periodic with period k. In particular address the cases

k = 4, 5, 6.

Open Problem 3.4.3 Let k be a positive integer and assume that

α, β, γ ∈ (−∞, ∞).

Obtain necessary and suﬃcient conditions on α, β, γ so that every solution of the equa-

tion

x

n+1

= α|x

n

| + βx

n−1

+ γ, n = 0, 1, . . .

with real initial conditions is periodic with period k. In particular address the cases:

k = 5, 6, 7, 8, 9.

(See [10], [17], and [59].)

Conjecture 3.4.1 Let f ∈ C

1

[[0, ∞), [0, ∞)] be such that every positive nontrivial so-

lution of the diﬀerence equation

x

n+1

=

f(x

n

)

x

n−1

, n = 0, 1, . . . (3.16)

is periodic with prime period six. Show that

f(x) = x.

Conjecture 3.4.2 Let f ∈ C

1

[[0, ∞), [0, ∞)] be such that every positive nontrivial so-

lution of the diﬀerence equation (3.16) is periodic with prime period ﬁve. Show that

f(x) = 1 + x.

3.4. Open Problems and Conjectures 51

Open Problem 3.4.4 Obtain necessary and suﬃcient conditions on f ∈ C[[0, ∞), [0, ∞)]

such that every positive nontrivial solution of the equation

x

n+1

=

f(x

n

)

x

n−1

, n = 0, 1, . . . (3.17)

is periodic with prime period three.

Open Problem 3.4.5 Let {p

n

}

∞

n=0

be a sequence of nonzero real numbers. In each of

the following cases investigate the asymptotic behavior of all positive solutions of the

diﬀerence equation

x

n+1

=

p

n

x

n

x

n−1

, n = 0, 1, . . . . (3.18)

(i) {p

n

}

∞

n=0

converges to a ﬁnite limit;

(ii) {p

n

}

∞

n=0

converges to ±∞;

(iii) {p

n

}

∞

n=0

is periodic with prime period k ≥ 2.

Chapter 4

(1, 2)-Type Equations

4.1 Introduction

Eq(1) contains the following nine equations of the (1, 2)-type:

x

n+1

=

α

A + Bx

n

, n = 0, 1, . . . (4.1)

x

n+1

=

α

A + Cx

n−1

, n = 0, 1, . . . (4.2)

x

n+1

=

α

Bx

n

+ Cx

n−1

, n = 0, 1, . . . (4.3)

x

n+1

=

βx

n

A + Bx

n

, n = 0, 1, . . . (4.4)

x

n+1

=

βx

n

A + Cx

n−1

, n = 0, 1, . . . (4.5)

x

n+1

=

βx

n

Bx

n

+ Cx

n−1

, n = 0, 1, . . . (4.6)

53

54 Chapter 4. (1, 2)-Type Equations

x

n+1

=

γx

n−1

A + Bx

n

, n = 0, 1, . . . (4.7)

x

n+1

=

γx

n−1

A + Cx

n−1

, n = 0, 1, . . . (4.8)

and

x

n+1

=

γx

n−1

Bx

n

+ Cx

n−1

, n = 0, 1, . . . . (4.9)

Please recall our classiﬁcation convention in which all parameters that appear in these

equations are positive, the initial conditions are nonnegative, and the denominators are

always positive.

Two of these equations, namely Eqs(4.1) and (4.4) are Riccati-type diﬀerence equa-

tions. (See Section 1.6 in the Preliminary Results). Also Eqs(4.2) and (4.8) are essen-

tially Riccati equations. Indeed if {x

n

} is a solution of Eq(4.2), then the subsequences

{x

2n−1

} and {x

2n

} satisfy the Riccati equation of the form of Eq(4.1). Similarly, if {x

n

}

is a solution of Eq(4.8), then the subsequences {x

2n−1

} and {x

2n

} satisfy the Riccati

equation

y

n+1

=

γy

n

A + Cy

n

n = 0, 1, . . . .

It is also interesting to note that the change of variables

x

n

=

1

y

n

reduces the Riccati equation (4.4) to the linear equation

y

n+1

=

A

β

y

n

+

B

β

, n = 0, 1, . . .

from which the global behavior of solutions is easily derived.

In view of the above, Eqs(4.2), (4.4), and (4.8) will not be discussed any further in

this chapter.

4.2 The Case β = γ = C = 0 : x

n+1

=

α

A+Bx

n

This is the (1, 2)-type Eq(4.1) which by the change of variables

x

n

=

A

B

y

n

4.3. The Case β = γ = A = 0 : x

n+1

=

α

Bx

n

+Cx

n−1

55

reduces to the Riccati equation

y

n+1

=

p

1 + y

n

, n = 0, 1, . . . (4.10)

where

p =

αB

A

2

.

The Riccati number associated with this equation (see Section 1.6) is

R = −p < 0

and so the following result is a consequence of Theorem 1.6.2.

Theorem 4.2.1 The positive equilibrium

y =

−1 +

√

1 + 4p

2

of Eq(4.10) is globally asymptotically stable.

4.3 The Case β = γ = A = 0 : x

n+1

=

α

Bx

n

+Cx

n−1

This is the (1, 2)-type Eq(4.3) which by the change of variables

x

n

=

√

α

y

n

(4.11)

is transformed to the diﬀerence equation

y

n+1

=

B

y

n

+

C

y

n−1

, n = 0, 1, . . . . (4.12)

Eq(4.12) was investigated in [65]. (See also [12].)

We will ﬁrst show that every solution of Eq(4.12) is bounded and then we will use

the method of “limiting solutions” to show that every solution of Eq(4.12) converges to

its equilibrium

√

B + C.

Theorem 4.3.1 Every solution of Eq(4.12) is bounded and persists.

Proof. It is easy to see that if a solution of Eq(4.12) is bounded from above then it is

also bounded from below and vice-versa. So if the theorem is false there should exist a

solution {y

n

}

∞

n=−1

which is neither bounded from above nor from below. That is,

limsup

n→∞

y

n

= ∞ and liminf

n→∞

y

n

= 0.

56 Chapter 4. (1, 2)-Type Equations

Then clearly we can ﬁnd indices i and j with 1 ≤ i < j such that

y

i

> y

n

> y

j

for all n ∈ {−1, . . . , j −1}.

Hence

y

j

=

B

y

j−1

+

C

y

j−2

>

B + C

y

i

and

y

i

=

B

y

i−1

+

C

y

i−2

≤

B + C

y

j

.

That is ,

B + C < y

i

y

j

≤ B + C

which is impossible. 2

Theorem 4.3.2 The equilibrium y =

√

B + C of Eq(4.12) is globally asymptotically

stable.

Proof. The linearized equation of Eq(4.12) about the equilibrium y =

√

B + C is

z

n+1

= −

B

B + C

z

n

−

C

B + C

z

n−1

, n = 0, 1, . . . . (4.13)

and by Theorem 1.1.1, y is locally asymptotically stable for all positive values of B and

C.

It remains to be shown that y is a global attractor of all solutions of Eq(4.12). To

this end, let {y

n

}

∞

n=−1

be a solution of Eq(4.12). Then by Theorem 4.3.1 , {y

n

}

∞

n=−1

is

bounded and persists. Therefore there exist positive numbers m and M such that

m ≤ y

n

≤ M for n ≥ −1.

Let

I = liminf

n→∞

y

n

and S = limsup

n→∞

y

n

.

We will show that

I = S.

By the theory of limiting solutions (see Section 1.5) there exist two solutions {I

n

}

∞

n=−3

and {S

n

}

∞

n=−3

of the diﬀerence equation

y

n+1

=

B

y

n

+

C

y

n−1

, n = −3, −2, . . .

with the following properties:

I

0

= I, S

0

= S

4.4. The Case α = γ = B = 0 : x

n+1

=

βx

n

A+Cx

n−1

- Pielou’s Equation 57

and

I

n

, S

n

∈ [I, S] for n ≥ −3.

Then

S =

B

S

−1

+

C

S

−2

≤

B + C

I

and

I =

B

I

−1

+

C

I

−2

≥

B + C

S

.

Hence

B + C = SI.

Thus

B

S

−1

+

C

S

−2

= S =

B + C

I

=

B

I

+

C

I

from which it follows that

S

−1

= S

−2

= I. (4.14)

Therefore

B

S

+

C

S

= I = S

−1

=

B

S

−2

+

C

S

−3

from which it follows that

S = S

−2

. (4.15)

From (4.14) and (4.15) we conclude that

S = I

and the proof is complete. 2

4.4 The Case α = γ = B = 0 : x

n+1

=

βx

n

A+Cx

n−1

- Pielou’s

Equation

This is the (1, 2)-type Eq(4.5) which by the change of variables

x

n

=

A

C

y

n

,

reduces to Pielou’s diﬀerence equation

y

n+1

=

py

n

1 + y

n−1

, n = 0, 1, . . . (4.16)

where

p =

β

A

.

58 Chapter 4. (1, 2)-Type Equations

This equation was proposed by Pielou in her books ([66], p.22) and ([67], p.79) as a

discrete analogue of the delay logistic equation

dN

dt

= rN(t)

1 −

N(t −τ)

P

, t ≥ 0

which is a prototype of modelling the dynamics of single-species.

Eq(4.16) was investigated in [55]. (See also ([42], p.75).)

When

p ≤ 1,

it follows from Eq(4.16) that every positive solution converges to 0.

Furthermore, 0 is locally asymptotically stable when p ≤ 1 and unstable when p > 1.

So the interesting case for Eq(4.16) is when

p > 1. (4.17)

In this case the zero equilibrium of Eq(4.16) is unstable and Eq(4.16) possesses the

unique positive equilibrium

y = p −1,

which is locally asymptotically stable.

In fact by employing Theorem 1.4.2, it follows that when (4.17) holds, x is globally

asymptotically stable.

We summarize the above discussion in the following theorem.

Theorem 4.4.1 (a) Assume

p ≤ 1.

Then the zero equilibrium of Eq(4.16) is globally asymptotically stable.

(b) Assume y

0

∈ (0, ∞) and

p > 1.

Then the positive equilibrium y = p −1 of Eq(4.16) is globally asymptotically stable.

4.5 The Case α = γ = A = 0 : x

n+1

=

βx

n

Bx

n

+Cx

n−1

This is the (1, 2)-type Eq(4.6) which by the change of variables

x

n

=

β

B + Cy

n

,

reduces to the diﬀerence equation

y

n+1

=

p + y

n

p + y

n−1

, n = 0, 1, . . . (4.18)

4.6. The Case α = β = C = 0 : x

n+1

=

γx

n−1

A+Bx

n

59

where

p =

B

C

.

Eq(4.18) was investigated in ([42] Corollary 3.4.1 (e), p. 73) where it was shown that

its equilibrium one is globally asymptotically stable .

4.6 The Case α = β = C = 0 : x

n+1

=

γx

n−1

A+Bx

n

This is the (1, 2)-type Eq(4.7) which by the change of variables

x

n

=

γ

B

y

n

,

reduces to the diﬀerence equation

y

n+1

=

y

n−1

p + y

n

, n = 0, 1, . . . (4.19)

where

p =

A

γ

∈ (0, ∞).

Eq(4.19) was investigated in [28].

The following local result is a straightforward application of the linearized stability

Theorem 1.1.1.

Lemma 4.6.1 (a) Assume

p > 1.

Then 0 is the only equilibrium point of Eq(4.19) and it is locally asymptotically stable.

(b) Assume

p < 1.

Then 0 and y = 1 − p are the only equilibrium points of Eq(4.19) and they are both

unstable. In fact, 0 is a repeller and y = 1 −p is a saddle point equilibrium.

The oscillatory character of the solutions of Eq(4.19) is a consequence of Theorem

1.7.1. That is, except possibly for the ﬁrst semicycle, every solution of Eq(4.19) has

semicycles of length one.

It follows directly from Eq(4.19) (see also Section 2.5) that

y

n+1

<

1

p

y

n−1

for n ≥ 0

and so when

p > 1

60 Chapter 4. (1, 2)-Type Equations

the zero equilibrium of Eq(4.19) is globally asymptotically stable. On the other hand

when

p = 1,

y

n+1

< y

n−1

for n ≥ 0

and so every positive solution of Eq(4.19) converges to a period-two solution

. . . , φ, ψ, φ, ψ, . . . .

Furthermore we can see that

φψ = 0

but whether there exists solutions with

φ = ψ = 0

remains an open question.

Finally when

p < 1

by invoking the stable manifold theory one can see that there exist nonoscillatory solu-

tions which converge monotonically to the positive equilibrium 1−p. It follows from the

identity

y

n+1

−y

n−1

=

(1 −p) −y

n

p + y

n

y

n−1

, n = 0, 1, . . .

that every oscillatory solution is such that the subsequences of even and odd terms

converge monotonically one to ∞ and the other to 0.

4.7 The Case α = β = A = 0 : x

n+1

=

γx

n−1

Bx

n

+Cx

n−1

This is the (1, 2)-type Eq(4.9) which by the change of variables

x

n

=

γ

By

n

reduces to the diﬀerence equation

y

n+1

= p +

y

n−1

y

n

, n = 0, 1, . . . (4.20)

where

p =

C

B

∈ (0, ∞).

This equation was investigated in [7] where it was shown that the following statements

are true:

4.7. The Case α = β = A = 0 : x

n+1

=

γx

n−1

Bx

n

+Cx

n−1

61

(i) p ≥ 1 is a necessary and suﬃcient condition for every solution of Eq(4.20) to be

bounded;

(ii) When p = 1, every solution of Eq(4.20) converges to a period-two solution;

(iii) When p > 1, the equilibrium y = p + 1 of Eq(4.20) is globally asymptotically

stable.

We now proceed to establish the above results.

Clearly the only equilibrium point of Eq(4.20) is y = p + 1.

The linearized equation of Eq(4.20) about the equilibrium point y = p + 1 is

z

n+1

+

1

p + 1

z

n

−

1

p + 1

z

n−1

= 0, n = 0, 1, . . . . (4.21)

As a simple consequence of the linearized stability Theorem 1.1.1 we obtain the following

result:

Theorem 4.7.1 The equilibrium point y = p + 1 of Eq(4.20) is locally asymptotically

stable when p > 1 and is an unstable saddle point when p < 1.

The next result about semicycles is an immediate consequence of some straightfor-

ward arguments and Theorem 1.7.1.

Theorem 4.7.2 (a) Let {y

n

}

∞

n=−1

be a solution of Eq(4.20) which consists of at least

two semicycles. Then {y

n

}

∞

n=−1

is oscillatory. Moreover, with the possible excep-

tion of the ﬁrst semicycle, every semicycle has length one.

(b) Let {y

n

}

∞

n=−1

be a solution of Eq(4.20) which consists of a single semicycle. Then

{y

n

}

∞

n=−1

converges monotonically to y = p + 1.

4.7.1 The Case p < 1

Here we show that there exist solutions of Eq(4.20) which are unbounded. In fact the

following result is true.

Theorem 4.7.3 Let p < 1, and let {y

n

}

∞

n=−1

be a solution of Eq(4.20) such that 0 <

y

−1

≤ 1 and y

0

≥

1

1−p

. Then the following statements are true:

1. lim

n→∞

y

2n

= ∞.

2. lim

n→∞

y

2n+1

= p.

Proof. Note that

1

1−p

> p + 1, and so y

0

> p + 1. It suﬃces to show that

y

1

∈ (p, 1] and y

2

≥ p + y

0

and use induction to complete the proof.

62 Chapter 4. (1, 2)-Type Equations

Indeed y

1

= p +

y

1

y

0

> p. Also,

y

1

= p +

y

−1

y

0

≤ p +

1

y

0

≤ 1,

and so y

1

∈ (p, 1]. Hence y

2

= p +

y

0

y

1

≥ p + y

0

. 2

4.7.2 The Case p = 1

The following result follows from Lemma 2.7.1 and some straightforward arguments. See

also Section 2.5.

Theorem 4.7.4 Let p = 1, and let {y

n

}

∞

n=−1

be a solution of Eq(4.20). Then the

following statements are true.

(a) Suppose {y

n

}

∞

n=−1

consists of a single semicycle. Then {y

n

}

∞

n=−1

converges mono-

tonically to y = 2.

(b) Suppose {y

n

}

∞

n=−1

consists of at least two semicycles. Then {y

n

}

∞

n=−1

converges to

a prime period-two solution of Eq(4.20).

(c) Every solution of Eq(4.20) converges to a period-two solution if and only if p = 1.

4.7.3 The Case p > 1

Here we show that the equilibrium point y = p+1 of Eq(4.20) is globally asymptotically

stable. The following result will be useful.

Lemma 4.7.1 Let p > 1, and let {y

n

}

∞

n=−1

be a solution of Eq(4.20). Then

p +

p −1

p

≤ liminf

n→∞

y

n

≤ limsup

n→∞

y

n

≤

p

2

p −1

.

Proof. It follows from Theorem 4.7.2 that we may assume that every semicycle of

{y

n

}

∞

n=−1

has length one, that p < y

n

for all n ≥ −1, and that p < y

0

< p + 1 < y

−1

.

We shall ﬁrst show that limsup

n→∞

y

n

≤

p

2

p−1

. Note that for n ≥ 0,

y

2n+1

< p +

y

2n−1

p

.

So as every solution of the diﬀerence equation

y

m+1

= p +

1

p

y

m

, m = 0, 1, . . .

4.7. The Case α = β = A = 0 : x

n+1

=

γx

n−1

Bx

n

+Cx

n−1

63

converges to

p

2

p−1

, it follows that limsup

n→∞

y

n

≤

p

2

p−1

.

We shall next show that p +

p−1

p

≤ liminf

n→∞

y

n

. Let > 0. There clearly exists

N ≥ 0 such that for all n ≥ N,

y

2n−1

<

p

2

+

p −1

.

Let n ≥ N. Then

y

2n

= p +

y

2n−2

y

2n−1

> p + p

p −1

p

2

+

=

p

3

+ p + p(p −1)

p

2

+

.

So as is arbitrary, we have

liminf

n→∞

y

n

≥

p

3

+ p(p −1)

p

2

= p +

p −1

p

.

2

We are now ready for the following result.

Theorem 4.7.5 Let p > 1. Then the equilibrium y = p + 1 is globally asymptotically

stable.

Proof. We know by Theorem 4.7.1 that y = p + 1 is a locally asymptotically stable

equilibrium point of Eq(4.20). So let {y

n

}

∞

n=−1

be a solution of Eq(4.20). It suﬃces to

show that

lim

n→∞

y

n

= p + 1.

For x, y ∈ (0, ∞), set

f(x, y) = p +

y

x

.

Then f ∈ C[(0, ∞) ×(0, ∞), (0, ∞)] , f is decreasing in x ∈ (0, ∞) for each y ∈ (0, ∞),

and f is increasing in y ∈ (0, ∞) for each x ∈ (0, ∞). Recall that by Theorem 4.7.4,

there exist no solutions of Eq(4.20) with prime period two. Let > 0, and set

a = p and b =

p

2

+

p −1

.

Note that

f

p

2

+

p −1

, p

= p + p

p −1

p

2

+

> p

and

f

p,

p

2

+

p −1

=

p

3

+ p

p

2

−p

=

p

2

+

p −1

.

Hence

p < f(x, y) <

p

2

+

p −1

for all x, y ∈

p,

p

2

+

p −1

.

64 Chapter 4. (1, 2)-Type Equations

Finally note that by Lemma 4.7.1,

p < p +

p −1

p

≤ liminf

n→∞

y

n

≤ limsup

n→∞

y

n

≤

p

2

p −1

<

p

2

+

p −1

and so by Theorem 1.4.6,

lim

n→∞

y

n

= p + 1.

2

4.8 Open Problems and Conjectures

Conjecture 4.8.1 Consider the diﬀerence equation

x

n+1

=

A

x

n−k

+

B

x

n−l

, n = 0, 1, . . . (4.22)

where

A, B ∈ (0, ∞) and k, l ∈ {0, 1, . . .} with k < l.

and where the initial conditions x

−l

, . . . , x

0

are arbitrary positive real numbers.

Show that every solution of Eq(4.22) converges, either to the equilibrium or to a

periodic solution with period p ≥ 2 and that what happens and the exact value of p are

uniquely determined from the characteristic roots of the linearized equation

λ

l+1

+

A

A + B

λ

l−k

+

B

A + B

= 0.

(See [19], [23], [25], [60], and [61].)

Open Problem 4.8.1 Let

. . . , φ

1

, φ

2

, . . . , φ

p

, . . .

be a given prime period p solution of Eq(4.22). Determine the set of all positive initial

conditions x

−l

, . . . , x

0

such that {x

n

}

∞

n=−l

converges to this periodic solution.

Open Problem 4.8.2 (see [18]) Assume that A, B ∈ (0, ∞).

(a) Find all initial conditions y

−1

, y

0

with

y

−1

y

0

< 0

for which the equation

y

n+1

=

A

y

n

+

B

y

n−1

, (4.23)

is well deﬁned for all n ≥ 0.

(b) Assume that the initial conditions y

−1

, y

0

are such that y

−1

y

0

< 0 and such that

Eq(4.23) is well deﬁned for all n ≥ 0. Investigate the global behavior of the solution

{y

n

}. Is it bounded? Does lim

n→∞

y

n

exist? When does {y

n

} converge to a two cycle?

4.8. Open Problems and Conjectures 65

Conjecture 4.8.2 Assume that p = 1. Show that Eq(4.19) has a solution which con-

verges to zero.

Open Problem 4.8.3 Assume that p < 1. Determine the set of initial conditions

y

−1

, y

0

∈ (0, ∞)

for which the solution {y

n

}

∞

n=−1

of Eq(4.19) is bounded.

Open Problem 4.8.4 Determine the set G of all initial conditions (y

−1

, y

0

) ∈ R × R

through which the equation

y

n+1

=

y

n−1

1 + y

n

is well deﬁned for all n ≥ 0 and, for these initial points, investigate the global character

of {y

n

}

∞

n=−1

.

Conjecture 4.8.3 Show that Eq(4.20) possesses a solution {y

n

}

∞

n=−1

which remains

above the equilibrium for all n ≥ −1.

Open Problem 4.8.5 (a) Assume p ∈ (0, ∞). Determine all initial conditions y

−1

, y

0

∈

R such that the equation (4.20) is well deﬁned for all n ≥ 0.

(b) Let y

−1

, y

0

∈ R be such that Eq(4.20) is well deﬁned for all n ≥ 0. For such an

initial point, investigate the boundedness, the asymptotic behavior, and the periodic

nature of the solution {y

n

}

∞

n=−1

of Eq(4.20).

(c) Discuss (a) and (b) when p < 0.

Open Problem 4.8.6 (See [13]) Find the set G of all initial points (x

−1

, x

0

) ∈ R ×R

through which the equation

x

n+1

= −1 +

x

n−1

x

n

(4.24)

is well deﬁned for all n ≥ 0.

Conjecture 4.8.4 Assume that (x

−1

, x

0

) ∈ R × R is such that the equation (4.24) is

well deﬁned for all n ≥ 0 and bounded. Show that {x

n

}

∞

n=−1

is a three cycle.

66 Chapter 4. (1, 2)-Type Equations

Open Problem 4.8.7 Let f ∈ C[(0, ∞), (0, ∞)]. Obtain necessary and suﬃcient con-

ditions on f for every positive solution of the equation

x

n+1

=

f(x

n

)

x

n

+ x

n−1

, n = 0, 1, . . .

to be bounded.

Open Problem 4.8.8 Let a, a

i

∈ (0, ∞) for i = 0, . . . , k. Investigate the global asymp-

totic stability of the equilibrium points of the diﬀerence equation

x

n+1

=

x

n

a + a

0

x

n

+ . . . + a

k

x

n−k

, n = 0, 1, . . .

with positive initial conditions.

Conjecture 4.8.5 (See [27]) Assume r ∈ (0, ∞). Show that every positive solution of

the population model

J

n+1

= J

n−1

e

r−(J

n

+J

n−1

)

, n = 0, 1, . . .

converges to a period-two solution.

Conjecture 4.8.6 (Pielou’s Discrete Logistic Model; see [55], [66], and [67].) As-

sume

α ∈ (1, ∞) and k ∈ {0, 1, . . .}.

Show that the positive equilibrium of Pielou’s discrete logistic model

x

n+1

=

αx

n

1 + x

n−k

, n = 0, 1, . . .

with positive initial conditions is globally asymptotically stable if and only if

α −1

α

< 2 cos

kπ

2k + 1

.

Open Problem 4.8.9 (See [5]) For which initial values x

−1

, x

0

∈ (0, ∞) does the se-

quence deﬁned by

x

n+1

= 1 +

x

n−1

x

n

, n = 0, 1, . . .

converges to two?

4.8. Open Problems and Conjectures 67

(See also Section 4.7)

Open Problem 4.8.10 (See [31]) Consider the diﬀerence equation

y

n+1

= y

n−1

e

−y

n

, n = 0, 1, . . . (4.25)

with nonnegative initial conditions.

One can easily see that every solution {y

n

}

∞

n=−1

of Eq(4.25) converges to a period-two

solution

. . . , , 0, , 0, . . . .

More precisely, each of the subsequences {y

2n

}

∞

n=0

and {y

2n+1

}

∞

n=−1

is decreasing and

[ lim

n→∞

y

2n

][ lim

n→∞

y

2n+1

] = 0.

(a) Find all initial points y

−1

, y

0

∈ [0, ∞) through which the solutions of Eq(4.25)

converge to zero. In other words, ﬁnd the basin of attraction of the equilibrium of

Eq(4.25).

(b) Determine the limits of the subsequences of even and odd terms of every solution

of Eq(4.25), in terms of the initial conditions y

−1

and y

0

of the solution.

Open Problem 4.8.11 Assume p ∈ (0, 1).

(a) Find the set B of all initial conditions y

−1

, y

0

∈ (0, ∞) such that the solutions

{y

n

}

∞

n=−1

of Eq(4.20) are bounded.

(b) Let y

−1

, y

0

∈ B. Investigate the asymptotic behavior of {y

n

}

∞

n=−1

.

Open Problem 4.8.12 Let {p

n

}

∞

n=0

be a convergent sequence of nonnegative real num-

bers with a ﬁnite limit,

p = lim

n→∞

p

n

.

Investigate the asymptotic behavior and the periodic nature of all positive solutions of

each of the following diﬀerence equations:

y

n+1

=

p

n

y

n

+

1

y

n−1

, n = 0, 1, . . . (4.26)

y

n+1

=

p

n

y

n

1 + y

n−1

, n = 0, 1, . . . (4.27)

68 Chapter 4. (1, 2)-Type Equations

y

n+1

=

p

n

+ y

n

p

n

+ y

n−1

, n = 0, 1, . . . (4.28)

y

n+1

=

y

n−1

p

n

+ y

n

, n = 0, 1, . . . (4.29)

y

n+1

= p

n

+

y

n−1

y

n

, n = 0, 1, . . . . (4.30)

Open Problem 4.8.13 Let {p

n

}

∞

n=0

be a periodic sequence of nonnegative real numbers

with period k ≥ 2. Investigate the global character of all positive solutions of each of

Eqs(4.26) - (4.30).

Open Problem 4.8.14 For each of the following diﬀerence equations determine the

“good” set G ⊂ R × R of all initial conditions (y

−1

, y

0

) ∈ R × R through which the

equation is well deﬁned for all n ≥ 0. Then for every (y

−1

, y

0

) ∈ G, investigate the long

term behavior of the solution {y

n

}

∞

n=−1

:

y

n+1

=

y

n

1 −y

n−1

, (4.31)

y

n+1

=

1 + y

n

1 −y

n−1

, (4.32)

y

n+1

=

y

n−1

1 −y

n

, (4.33)

y

n+1

= −1 +

y

n−1

y

n

. (4.34)

For those equations from the above list for which you were successful, extend your result

by introducing arbitrary real parameters in the equation.

Chapter 5

(2, 1)-Type Equations

5.1 Introduction

Eq(1) contains the following nine equations of the (2, 1)-type:

x

n+1

=

α + βx

n

A

, n = 0, 1, . . . (5.1)

x

n+1

=

α + βx

n

Bx

n

, n = 0, 1, . . . (5.2)

x

n+1

=

α + βx

n

Cx

n−1

, n = 0, 1, . . . (5.3)

x

n+1

=

α + γx

n−1

A

, n = 0, 1, . . . (5.4)

x

n+1

=

α + γx

n−1

Bx

n

, n = 0, 1, . . . (5.5)

x

n+1

=

α + γx

n−1

Cx

n−1

, n = 0, 1, . . . (5.6)

69

70 Chapter 5. (2, 1)-Type Equations

x

n+1

=

βx

n

+ γx

n−1

A

, n = 0, 1, . . . (5.7)

x

n+1

=

βx

n

+ γx

n−1

Bx

n

, n = 0, 1, . . . (5.8)

and

x

n+1

=

βx

n

+ γx

n−1

Cx

n−1

, n = 0, 1, . . . . (5.9)

Please recall our classiﬁcation convention in which all parameters that appear in these

equations are positive, the initial conditions are nonnegative, and the denominators are

always positive.

Of these nine equations, Eqs(5.1), (5.4) and (5.7) are linear. Eq(5.2) is a Riccati

equation and Eq(5.6) is essentially like Eq(5.2).

The change of variables

x

n

=

γ

B

y

n

,

reduces Eq(5.8) to Eq(4.20) with p =

β

γ

, which was investigated in Section 4.7.

Finally the change of variables

x

n

=

γ

C

+

β

C

y

n

,

reduces Eq(5.9) to Eq(4.18) with p =

γ

β

, which was investigated in Section 4.5.

Therefore there remain Eqs(5.3) and (5.5), which will be investigated in the next two

sections.

5.2 The Case γ = A = B = 0 : x

n+1

=

α+βx

n

Cx

n−1

- Lyness’

Equation

This is the (2, 1)-type Eq(5.3) which by the change of variables reduces to the equation

y

n+1

=

p + y

n

y

n−1

, n = 0, 1, . . . (5.10)

5.2. The Case γ = A = B = 0 : x

n+1

=

α+βx

n

Cx

n−1

- Lyness’ Equation 71

where

p =

αC

β

2

.

The special case of Eq(5.10) where

p = 1

was discovered by Lyness in 1942 while he was working on a problem in Number Theory.

(See ([42], p. 131) for the history of the problem.) In this special case, the equation

becomes

y

n+1

=

1 + y

n

y

n−1

, n = 0, 1, . . . (5.11)

every solution of which is periodic with period ﬁve. Indeed the solution of Eq(5.11) with

initial conditions y

−1

and y

0

is the ﬁve-cycle:

y

−1

, y

0

,

1 + y

0

y

−1

,

1 + y

−1

+ y

0

y

−1

y

0

,

1 + y

−1

y

0

, . . . .

Eq(5.10) possesses the invariant

I

n

= (p + y

n−1

+ y

n

)

1 +

1

y

n−1

1 +

1

y

n

= constant (5.12)

from which it follows that every solution of Eq(5.10) is bounded from above and from

below by positive constants.

It was shown in [30] that no nontrivial solution of Eq(5.10) has a limit.

It was also shown in [44] by using KAM theory that the positive equilibrium y of

Eq(5.10) is stable but not asymptotically stable. This result was also established in [49]

by using a Lyapunov function.

Concerning the semicycles of solutions of Eq(5.10) the following result was established

in [43]:

Theorem 5.2.1 Assume that p > 0. Then the following statements about the positive

solutions of Eq(5.10) are true:

(a) The absolute extreme in a semicycle occurs in the ﬁrst or in the second term.

(b) Every nontrivial semicycle, after the ﬁrst one, contains at least two and at most

three terms.

There is substantial literature on Lyness’ Equation. See [11], [42], [43], [57]-[59], [71],

and [72] and the references cited therein.

72 Chapter 5. (2, 1)-Type Equations

5.3 The Case β = A = C = 0 : x

n+1

=

α+γx

n−1

Bx

n

This is the (2, 1)-type Eq(5.5) which by the change of variables

x

n

=

γ

B

y

n

reduces to the equation

y

n+1

=

p + y

n−1

y

n

, n = 0, 1, . . . (5.13)

where

p =

αB

γ

2

.

Eq(5.13) was investigated in [28].

By the linearized stability Theorem 1.1.1 one can see that the unique equilibrium

point

y =

1 +

√

1 + 4p

2

of Eq(5.13) is a saddle point.

By Theorem 1.7.1 one can see that except possibly for the ﬁrst semicycle, every

oscillatory solution of Eq(5.13) has semicycles of length one.

Concerning the nonoscillatory solutions of Eq(5.13) one can easily see that every

nonoscillatory solution of Eq(5.13) converges monotonically to the equilibrium y.

The global character of solutions of Eq(5.13) is a consequence of the identity

y

n+1

−y

n−1

=

y

n−1

−y

n−2

y

n

for n ≥ 1.

From this it follows that a solution of Eq(5.13) either approaches the positive equilibrium

y monotonically or it oscillates about y with semicycles of length one in such a way that

{y

2n

} and {y

2n+1

} converge monotonically one to zero and other to ∞.

5.4 Open Problems and Conjectures

By using the invariant (5.12), one can easily see that every solution of Lyness’ Eq(5.10)

is bounded from above and from below by positive numbers. To this day we have not

found a proof for the boundedness of solutions of Eq(5.10) without using essentially the

invariant.

Open Problem 5.4.1 Show that every solution of Lyness’ Eq(5.10) is bounded without

using the invariant (5.12).

5.4. Open Problems and Conjectures 73

Open Problem 5.4.2 Assume that f ∈ C[(0, ∞), (0, ∞)]. Obtain necessary and suﬃ-

cient conditions in terms of f so that every positive solution of the diﬀerence equation

x

n+1

=

f(x

n

)

x

n−1

, n = 0, 1, . . . (5.14)

is bounded.

What is it that makes Lyness’ equation possess an invariant? What type of diﬀerence

equations possess an invariant? Along these lines, we oﬀer the following open problems

and conjectures.

Open Problem 5.4.3 Assume that f ∈ C[(0, ∞), (0, ∞)]. Obtain necessary and suﬃ-

cient conditions in terms of f so that the diﬀerence equation (5.14) possesses a (non-

trivial) invariant.

Conjecture 5.4.1 Assume that f ∈ C[(0, ∞), (0, ∞)] and that the diﬀerence equation

(5.14) possesses a unique positive equilibrium point x and a nontrivial invariant. Show

that the linearized equation of Eq(5.14) about x does not have both eigenvalues in |λ| < 1

and does not have both eigenvalues in |λ| > 1.

When we allow the initial conditions to be real numbers the equation

y

n+1

=

p + y

n

y

n−1

(5.15)

may not even be well deﬁned for all n ≥ 0. To illustrate, we oﬀer the following open

problems and conjectures.

Open Problem 5.4.4 (See [26].) Assume p ∈ (−∞, ∞). Determine the set G of all

initial conditions y

−1

, y

0

∈ (−∞, ∞) through which Eq(5.15) is well deﬁned for all n ≥ 0.

Conjecture 5.4.2 Let G be the set of initial conditions deﬁned in the Open problem

5.4.4. Show that the subset of G through which the solutions of Eq(5.15) are unbounded

is a set of measure zero.

74 Chapter 5. (2, 1)-Type Equations

Conjecture 5.4.3 Assume p ∈ (−∞, ∞). Show that the set of points (y

−1

, y

0

) ∈

(−∞, ∞) × (−∞, ∞) through which Eq(5.15) is not well deﬁned for all n ≥ 0, is a

set of points without interior.

Open Problem 5.4.5 Determine all positive integers k with the property that every

positive solution of the equation

y

n+1

=

1 + . . . + y

n−k

y

n−k−1

, n = 0, 1, . . .

is periodic.

Conjecture 5.4.4 Show that every positive solution of the equation

y

n+1

=

y

n

y

n−1

+

y

n−4

y

n−3

, n = 0, 1, . . .

converges to a period-six solution.

Conjecture 5.4.5 (See [20]) Show that every positive solution of the equation

y

n+1

=

1

y

n

y

n−1

+

1

y

n−3

y

n−4

, n = 0, 1, . . .

converges to a period-three solution.

Conjecture 5.4.6 Show that the equation

y

n+1

=

1 + y

n−1

y

n

, n = 0, 1, . . .

has a nontrivial positive solution which decreases monotonically to the equilibrium of the

equation.

Open Problem 5.4.6 Find the set G of all initial points (y

−1

, y

0

) ∈ R × R through

which the equation

y

n+1

=

1 + y

n−1

y

n

is well deﬁned for all n ≥ 0. Determine the periodic character and the asymptotic

behavior of all solutions with (y

−1

, y

0

) ∈ G.

5.4. Open Problems and Conjectures 75

Conjecture 5.4.7 (May’s Host Parasitoid Model; see [59]) Assume α > 1. Show

that every positive solution of May’s Host Parasitoid Model

x

n+1

=

αx

2

n

(1 + x

n

)x

n−1

, n = 0, 1, . . .

is bounded.

Conjecture 5.4.8 (The Gingerbreadman Map; see [59]) Let A ∈ (0, ∞). Show that

every positive solution of the equation

x

n+1

=

max{x

2

n

, A}

x

n

x

n−1

, n = 0, 1, . . . (5.16)

is bounded.

Note that the change of variables

x

n

=

A

1+y

n

2

if A > 1

e

y

n

2

if A = 1

A

−1+y

n

2

if A < 1

reduces Eq(5.16) to

y

n+1

= |y

n

| −y

n−1

+ δ, n = 0, 1, . . . (5.17)

where

δ =

1 if A < 1

0 if A = 1

−1 if A > 1.

When δ = 1, Eq(5.17) is called the Gingerbreadman Map and was investigated

by Devaney [17].

Chapter 6

(2, 2)-Type Equations

6.1 Introduction

Eq(1) contains the following nine equations of the (2, 2)-type:

x

n+1

=

α + βx

n

A + Bx

n

, n = 0, 1, . . . (6.1)

x

n+1

=

α + βx

n

A + Cx

n−1

, n = 0, 1, . . . (6.2)

x

n+1

=

α + βx

n

Bx

n

+ Cx

n−1

, n = 0, 1, . . . (6.3)

x

n+1

=

α + γx

n−1

A + Bx

n

, n = 0, 1, . . . (6.4)

x

n+1

=

α + γx

n−1

A + Cx

n−1

, n = 0, 1, . . . (6.5)

x

n+1

=

α + γx

n−1

Bx

n

+ Cx

n−1

, n = 0, 1, . . . (6.6)

77

78 Chapter 6. (2, 2)-Type Equations

x

n+1

=

βx

n

+ γx

n−1

A + Bx

n

, n = 0, 1, . . . (6.7)

x

n+1

=

βx

n

+ γx

n−1

A + Cx

n−1

, n = 0, 1, . . . (6.8)

x

n+1

=

βx

n

+ γx

n−1

Bx

n

+ Cx

n−1

, n = 0, 1, . . . . (6.9)

Please recall our classiﬁcation convention in which all parameters that appear in these

equations are positive, the initial conditions are nonnegative, and the denominators are

always positive.

Eq(6.5) is essentially similar to Eq(6.1). In fact if {x

n

}

∞

n=−1

is a positive solution of

Eq(6.5) then {x

2n

}

∞

n=0

and {x

2n−1

}

∞

n=0

are both solutions of the Riccati equations

z

n+1

=

α + γz

n

A + Cz

n

, n = 0, 1, . . .

with

z

n

= x

2n

for n ≥ 0

and

z

n+1

=

α + γz

n

A + Cz

n

, n = −1, 0, . . .

with

z

n

= x

2n+1

for n ≥ −1,

respectively.

Therefore we will omit any further discussion of Eq(6.5).

6.2 The Case γ = C = 0 : x

n+1

=

α+βx

n

A+Bx

n

- Riccati

Equation

This is the (2, 2)-type Eq(6.1) which is in fact a Riccati equation. See Section 1.6.

To avoid a degenerate situation we will assume that

αB −βA = 0.

6.3. The Case γ = B = 0 : x

n+1

=

α+βx

n

A+Cx

n−1

79

The Riccati number associated with this equation is

R =

βA −αB

(β + A)

2

and clearly

R <

1

4

.

Now the following result is a consequence of Theorem 1.6.2:

Theorem 6.2.1 The positive equilibrium of Eq(6.1) is globally asymptotically stable.

6.3 The Case γ = B = 0 : x

n+1

=

α+βx

n

A+Cx

n−1

This is the (2, 2)-type Eq(6.2) which by the change of variables

x

n

=

A

C

y

n

reduces to the equation

y

n+1

=

p + qy

n

1 + y

n−1

, n = 0, 1, . . . (6.10)

where

p =

αC

A

2

and q =

β

A

.

(Eq(6.10) was investigated in [42] and [43]. See also [36].)

Eq(6.10) has the unique positive equilibrium y given by

y =

q −1 +

(q −1)

2

+ 4p

2

.

By applying the linearized stability Theorem 1.1.1 we obtain the following result.

Lemma 6.3.1 The equilibrium y of Eq(6.10) is locally asymptotically stable for all val-

ues of the parameters p and q.

Eq(6.10) is a very simple looking equation for which it has long been conjectured

that its equilibrium is globally asymptotically stable. To this day, the conjecture has

not been proven or refuted.

The main results known about Eq(6.10) are the following:

Theorem 6.3.1 Every solution of Eq(6.10) is bounded from above and from below by

positive constants.

80 Chapter 6. (2, 2)-Type Equations

Proof. Let {y

n

} be a solution of Eq(6.10). Clearly, if the solution is bounded from

above by a constant M, then

y

n+1

≥

p

1 + M

and so it is also bounded from below. Now assume for the sake of contradiction that the

solution is not bounded from above. Then there exists a subsequence {y

1+n

k

}

∞

k=0

such

that

lim

k→∞

n

k

= ∞, lim

k→∞

y

1+n

k

= ∞, and y

1+n

k

= max{y

n

: n ≤ n

k

} for k ≥ 0.

From (6.10) we see that

y

n+1

< qy

n

+ p for n ≥ 0

and so

lim

k→∞

y

n

k

= lim

k→∞

y

n

k

−1

= ∞.

Hence, for suﬃciently large k,

0 ≤ y

1+n

k

−y

n

k

=

p + [(q −1) −y

n

k

−1

]y

n

k

1 + y

n

k

−1

< 0

which is a contradiction and the proof is complete. 2

The oscillatory character of solutions for Eq(6.10) is described by the following result:

Theorem 6.3.2 Let {y

n

}

∞

n=−1

be a nontrivial solution of Eq(6.10). Then the following

statements are true:

(i) Every semicycle, except perhaps for the ﬁrst one, has at least two terms.

(ii) The extreme in each semicycle occurs at either the ﬁrst term or the second. Fur-

thermore after the ﬁrst, the remaining terms in a positive semicycle are strictly

decreasing and in a negative semicycle are strictly increasing.

(iii) In any two consecutive semicycles, their extrema cannot be consecutive terms.

(iv) Assume

q ≤ p.

Then, except possibly for the ﬁrst semicycle, every semicycle contains two or three

terms. Furthermore, in every semicycle, there is at most one term which follows

the extreme.

Proof. We present the proofs for positive semicycles only. The proofs for negative

semicycles are similar and will be omitted.

6.3. The Case γ = B = 0 : x

n+1

=

α+βx

n

A+Cx

n−1

81

(i) Assume that for some N ≥ 0,

y

N−1

< y and y

N

≥ y.

Then

y

N+1

=

p + qy

N

1 + y

N−1

>

p + qy

1 + y

= y.

(ii) Assume that for some N ≥ 0, the ﬁrst two terms in a positive semicycle are y

N

and y

N+1

. Then

y

N

≥ y, y

N+1

> y

and

y

N+2

y

N+1

=

1

y

N+1

p + qy

N+1

1 + y

N

=

p

y

N+1

+ q

1 + y

N

<

p

y

+ q

1 + y

= 1.

(iii) We consider the case where a negative semicycle is followed by a positive one. The

opposite case is similar and will be omitted. So assume that for some N ≥ 0 the

last two terms in a negative semicycle are y

N−1

and y

N

with

y

N−1

≥ y

N

.

Then

y

N+1

=

p + qy

N

1 + y

N−1

<

p + qy

N+1

1 + y

N

= y

N+2

.

(iv) Assume that for some N ≥ 0, the terms y

N

, y

N+1

, and y

N+2

are all in a positive

semicycle. Then

y

N+3

=

p + qy

N+2

1 + y

N+1

<

p + qy

N+1

1 + y

N+1

<

p + qy

1 + y

= y.

2

Theorem 6.3.3 The positive equilibrium of Eq(6.10) is globally asymptotically stable if

one of the following two conditions holds:

(i)

q < 1;

(ii)

q ≥ 1

and

either p ≤ q or q < p ≤ 2(q + 1).

82 Chapter 6. (2, 2)-Type Equations

Proof.

(i) In view of Lemma 6.3.1, it remains to show that every solution {y

n

}

∞

n=−1

of Eq(6.10)

tends to y as n →∞. To this end, let

i = liminf

n→∞

y

n

and s = limsup

n→∞

y

n

which by Theorem 6.3.1 exist and are positive numbers. Then Eq(6.10) yields

i ≥

p + qi

1 + s

and s ≤

p + qs

1 + i

.

Hence

p + (q −1)i ≤ is ≤ p + (q −1)s

and so because q < 1,

i ≥ s

from which the result follows.

(ii) The proof when

p < q

follows by applying Theorem 1.4.2. This result was ﬁrst established in [43].

For the proof when

1 ≤ q ≤ p ≤ 2(q + 1)

see ([42], Theorem 3.4.3 (f), p. 71).

2

6.4 The Case γ = A = 0 : x

n+1

=

α+βx

n

Bx

n

+Cx

n−1

This is the (2, 2)-type Eq(6.3) which by the change of variables

x

n

=

β

B

y

n

reduces to the diﬀerence equation

y

n+1

=

y

n

+ p

y

n

+ qy

n−1

, n = 0, 1, . . . (6.11)

where

p =

αB

β

2

and q =

C

B

.

Eq(6.11) was investigated in [15].

The following result is a consequence of the linearized stability Theorem 1.1.1.

6.4. The Case γ = A = 0 : x

n+1

=

α+βx

n

Bx

n

+Cx

n−1

83

Theorem 6.4.1 The unique positive equilibrium point

y =

1 +

1 + 4p(q + 1)

2(q + 1)

of Eq(6.11) is locally asymptotically stable for all values of the parameters p and q.

6.4.1 Invariant Intervals

The following result establishes that the interval I with end points 1 and

p

q

is an invari-

ant interval for Eq(6.11) in the sense that if, for some k ≥ 0, two consecutive values

y

k−1

and y

k

of a solution lie in I, then y

m

∈ I for all m > k.

Lemma 6.4.1 Let {y

n

}

∞

n=−1

be a solution of Eq(6.11). Then the following statements

are true:

(a) Assume p < q and suppose that for some k ≥ 0,

y

k−1

, y

k

∈

¸

p

q

, 1

¸

.

Then

y

n

∈

¸

p

q

, 1

¸

for all n > k.

(b) Assume p > q and suppose that for some k ≥ 0,

y

k−1

, y

k

∈

¸

1,

p

q

¸

.

Then

y

n

∈

¸

1,

p

q

¸

for all n > k.

Proof.

(a) The basic ingredient behind the proof is the fact that when u, v ∈ [

p

q

, ∞), the

function

f(u, v) =

u + p

u + qv

is increasing in u and decreasing in v. Indeed,

y

k+1

=

y

k

+ p

y

k

+ qy

k−1

≤

y

k

+ p

y

k

+ q

p

q

= 1,

y

k+1

=

y

k

+ p

y

k

+ qy

k−1

≥

p

q

+ p

p

q

+ q

>

p

q

and the proof follows by induction.

(b) The proof is similar and will be omitted. 2

84 Chapter 6. (2, 2)-Type Equations

6.4.2 Semicycle Analysis

Let {y

n

}

∞

n=−1

be a solution of Eq(6.11). Then observe that the following identities are

true:

y

n+1

−1 = q

p

q

−y

n−1

y

n

+ qy

n−1

for n ≥ 0, (6.12)

y

n+1

−

p

q

=

(q −p) + pq(1 −y

n−1

)

q(y

n

+ qy

n−1

)

for n ≥ 0, (6.13)

and

y

n

−y

n+4

=

(y

n

−1)[qy

n

y

n+3

+ y

n+1

y

n+3

] + qy

n+1

(y

n

−

p

q

)

q(p + y

n+1

) + y

n+3

(y

n+1

+ qy

n

)

for n ≥ 0. (6.14)

First we will analyze the semicycles of the solution {y

n

}

∞

n=−1

under the assumption

that

p > q. (6.15)

The following result is a direct consequence of (6.12)-(6.15):

Lemma 6.4.2 Assume that (6.15) holds and let {y

n

}

∞

n=−1

be a solution of Eq(6.11).

Then the following statements are true:

(i) If for some N ≥ 0, y

N−1

<

p

q

, then y

N+1

> 1;

(ii) If for some N ≥ 0, y

N−1

=

p

q

, then y

N+1

= 1;

(iii) If for some N ≥ 0, y

N−1

>

p

q

, then y

N+1

< 1;

(iv) If for some N ≥ 0, y

N−1

≥ 1, then y

N+1

<

p

q

;

(v) If for some N ≥ 0, y

N−1

≤ 1, then y

N+1

> 1;

(vi) If for some N ≥ 0, y

N

≥

p

q

, then y

N+4

< y

N

;

(vii) If for some N ≥ 0, y

N

≤ 1, then y

N+4

> y

N

;

(viii) If for some N ≥ 0, 1 ≤ y

N−1

≤

p

q

, then 1 ≤ y

N+1

≤

p

q

;

(ix) If for some N ≥ 0, 1 ≤ y

N−1

, y

N

≤

p

q

, then y

n

∈ [1,

p

q

] for n ≥ N. That is [1,

p

q

] is

an invariant interval for Eq(6.11);

(x)

1 < y <

p

q

.

6.4. The Case γ = A = 0 : x

n+1

=

α+βx

n

Bx

n

+Cx

n−1

85

The next result, which is a consequence of Theorem 1.7.2, states that when (6.15)

holds, every nontrivial and oscillatory solution of Eq(6.11), which lies in the interval

[1,

p

q

], oscillates about the equilibrium y with semicycles of length one or two.

Theorem 6.4.2 Assume that Eq(6.11) holds. Then every nontrivial and oscillatory

solution of Eq(6.11) which lies in the interval [1,

p

q

], oscillates about y with semicycles

of length one or two.

Next we will analyze the semicycles of the solutions {y

n

}

∞

n=−1

under the assumption

that

q = p. (6.16)

In this case, Eq(6.11) reduces to

y

n+1

=

y

n

+ p

y

n

+ py

n−1

, n = 0, 1, . . . (6.17)

with the unique equilibrium point

y = 1.

Also identities (6.12)-(6.14) reduce to

y

n+1

−1 = p

1 −y

n−1

y

n

+ py

n−1

for n ≥ 0 (6.18)

and

y

n

−y

n+4

= (y

n

−1)

py

n+1

+ py

n

y

n+3

+ y

n+1

y

n+3

p(p + y

n+1

) + y

n+3

(y

n+1

+ py

n

)

for n ≥ 0. (6.19)

and so the following results follow immediately:

Lemma 6.4.3 Let {y

n

}

∞

n=−1

be a solution of Eq(6.17). Then the following statements

are true:

(i) If for some N ≥ 0, y

N−1

< 1, then y

N+1

> 1;

(ii) If for some N ≥ 0, y

N−1

= 1, then y

N+1

= 1;

(iii) If for some N ≥ 0, y

N−1

> 1, then y

N+1

< 1;

(iv) If for some N ≥ 0, y

N

< 1, then y

N

< y

N+4

< 1;

(v) If for some N ≥ 0, y

N

> 1, then y

N

> y

N+4

> 1.

Corollary 6.4.1 Let {y

n

}

∞

n=−1

be a nontrivial solution of Eq(6.17). Then {y

n

}

∞

n=−1

oscillates about the equilibrium 1 and, except possibly for the ﬁrst semicycle, the following

are true:

86 Chapter 6. (2, 2)-Type Equations

(i) If y

−1

= 1 or y

0

= 1, then the positive semicycle has length three and the negative

semicycle has length one.

(ii) If (1 −y

−1

)(1 −y

0

) = 0, then every semicycle has length two.

Finally we will analyze the semicycles of the solutions {y

n

}

∞

n=−1

under the assumption

that

p < q. (6.20)

The following result is a direct consequence of (6.12)-(6.14) and (6.20).

Lemma 6.4.4 Assume that (6.20) holds and let {y

n

}

∞

n=−1

be a solution of Eq(6.11).

Then the following statements are true:

(i) If for some N ≥ 0, y

N−1

<

p

q

, then y

N+1

> 1;

(ii) If for some N ≥ 0, y

N−1

=

p

q

, then y

N+1

= 1;

(iii) If for some N ≥ 0, y

N−1

>

p

q

, then y

N+1

< 1;

(iv) If for some N ≥ 0, y

N−1

≤ 1, then y

N+1

>

p

q

;

(v) If for some N ≥ 0, y

N−1

≤

p

q

, then y

N+1

>

p

q

;

(vi) If for some N ≥ 0, y

N

≥ 1, then y

N+4

< y

N

;

(vii) If for some N ≥ 0, y

N

≤

p

q

, then y

N+4

> y

N

;

(viii) If for some N ≥ 0,

p

q

≤ y

N−1

≤ 1, then

p

q

≤ y

N+1

≤ 1;

(ix) If for some N ≥ 0,

p

q

≤ y

N−1

, y

N

≤ 1, then y

n

∈ [

p

q

, 1] for n ≥ N. That is, [

p

q

, 1] is

an invariant interval for Eq(6.11);

(x)

p

q

< y < 1.

The next result, which is a consequence of Theorem 1.7.4, states that when (6.20)

holds, every nontrivial and oscillatory solution of Eq(6.11) which lies in the interval

[

p

q

, 1], after the ﬁrst semicycle, oscillates with semicycles of length at least two.

Theorem 6.4.3 Assume that (6.20) holds. Then every nontrivial and oscillatory solu-

tion of Eq(6.11) which lies in the interval [

p

q

, 1], after the ﬁrst semicycle, oscillates with

semicycles of length at least two.

6.4. The Case γ = A = 0 : x

n+1

=

α+βx

n

Bx

n

+Cx

n−1

87

How do solutions which do not eventually lie in the invariant interval behave?

First assume that

p > q

and let {y

n

}

∞

n=−1

be a solution which does not eventually lie in the interval I = [1,

p

q

].

Then one can see that the solution oscillates relative to the interval [1,

p

q

], essentially in

one of the following two ways:

(i) Two consecutive terms in (

p

q

, ∞) are followed by two consecutive terms in (0, 1),

are followed by two consecutive terms in (

p

q

, ∞), and so on. The solution never visits

the interval (1,

p

q

).

(ii) There exists exactly one term in (

p

q

, ∞), which is followed by exactly one term in

(1,

p

q

), which is followed by exactly one term in (0, 1), which is followed by exactly one

term in (1,

p

q

), which is followed by exactly one term in (

p

q

, ∞), and so on. The solution

visits consecutively the intervals

. . . ,

p

q

, ∞

,

1,

p

q

, (0, 1),

1,

p

q

,

p

q

, ∞

, . . .

in this order with one term per interval.

The situation is essentially the same relative to the interval [

p

q

, 1] when

p < q.

6.4.3 Global Stability and Boundedness

Our goal in this section is to establish the following result:

Theorem 6.4.4 (a) The equilibrium y of Eq(6.11) is globally asymptotically stable

when

q ≤ 1 + 4p. (6.21)

(b) Assume that

q > 1 + 4p.

Then every solution of Eq(6.11) lies eventually in the interval

p

q

, 1

.

Proof.

(a) We have already shown that the equilibrium y is locally asymptotically stable so

it remains to be shown that y is a global attractor of every solution {y

n

}

∞

n=−1

of

Eq(6.11).

Case 1 Assume p = q. It follows from (6.19) that each of the four subsequences

{y

4n+i

}

∞

n=0

for i = 1, 2, 3, 4

88 Chapter 6. (2, 2)-Type Equations

is either identically equal to one or else it is strictly monotonically convergent. Set

L

i

= lim

n→∞

y

4n+i

for i = 1, 2, 3, 4.

Thus clearly

. . . , L

1

, L

2

, L

3

, L

4

, . . . (6.22)

is a periodic solution of Eq(6.11) with period four. By applying (6.19) to the

solution (6.22) we see that

L

i

= 1 for i = 1, 2, 3, 4

and so

lim

n→∞

y

n

= 1.

Case 2 Assume p = q. First, we assume that p > q.

Recall from Lemma 6.4.2 that [1,

p

q

] is an invariant interval. In this interval the

function

f(u, v) =

u + p

u + qv

is decreasing in both variables and so it follows by applying Theorem 1.4.7 that

every solution of Eq(6.11) with two consecutive values in [1,

p

q

] converges to y. By

using an argument similar to that in the case p = q, we can see that if a solution is

not eventually in [1,

p

q

], it converges to a periodic solution with period-four which

is not the equilibrium. By applying (6.14) to this period four solution we obtain a

contradiction and so every solution of Eq(6.11) must lie eventually in [1,

p

q

].

Hence for every solution {y

n

}

∞

n=−1

of Eq(6.11)

lim

n→∞

y

n

= y

and the proof is complete.

Now, assume that p < q.

As in Case 2 we can see that every solution of Eq(6.11) must eventually lie in the

interval [

p

q

, 1]. In this interval the function

f(u, v) =

u + p

u + qv

is increasing in u and decreasing in v. Under the assumption that q ≤ 1 + 4p,

Theorem 1.4.5 applies and so every solution of Eq(6.11) converges to y.

(b) The proof follows from the discussion in part (a).

2

6.5. The Case β = C = 0 : x

n+1

=

α+γx

n−1

A+Bx

n

89

6.5 The Case β = C = 0 : x

n+1

=

α+γx

n−1

A+Bx

n

This is the (2, 2)-type Eq(6.4) which by the change of variables

x

n

=

A

B

y

n

reduces to the diﬀerence equation

y

n+1

=

p + qy

n−1

1 + y

n

, n = 0, 1, . . . (6.23)

where

p =

αB

A

2

and q =

γ

A

.

(Eq(6.23) was investigated in [28].)

The only equilibrium point of Eq(6.23) is

y =

q −1 +

(q −1)

2

+ 4p

2

and by applying the linearized stability Theorem 1.1.1 we obtain the following result:

Theorem 6.5.1 The equilibrium y of Eq(6.23) is locally asymptotically stable when

q < 1,

and is an unstable saddle point when

q > 1.

Concerning prime period-two solutions, the following result is a consequence of the

results in Section 2.7.

Theorem 6.5.2 (a) Eq(6.23) has a prime period-two solution

. . . , φ, ψ, φ, ψ, . . . (6.24)

if and only if

q = 1. (6.25)

(b) Assume (6.25) holds. Then the values φ and ψ of all prime period-two solutions

(6.24) are given by

{φ, ψ ∈ (0, ∞) : φψ = p}.

(c) Assume that (6.25) holds. Then every solution of Eq(6.23) converges to a period

two solution.

90 Chapter 6. (2, 2)-Type Equations

6.5.1 Semicycle Analysis

Our results on the semicycles of solutions for Eq(6.23) are as follows:

Theorem 6.5.3 Let {y

n

} be a nontrivial solution of Eq(6.23) and let y denote the

unique positive equilibrium of Eq(6.23). Then the following statements are true:

(a) After the ﬁrst semicycle, an oscillatory solution {y

n

} of Eq(6.23) oscillates about

the equilibrium y with semicycles of length one.

(b) Assume p ≥ q. Then every nonoscillatory solution of Eq(6.23) converges mono-

tonically to the equilibrium y.

Proof. (a) This follows immediately from Theorem 1.7.1

(b) Let {y

n

} be a nonoscillatory solution of Eq(6.23). We will assume that there exists

a positive integer K such that y

n−1

≥ y for every n ≥ K. The case where y

n−1

< y for

n ≥ K is similar and will be omitted. It is suﬃcient to show that {y

n

} is a decreasing

sequence for n ≥ K. So assume for the sake of contradiction that for some n

0

≥ K,

y

n

0

> y

n

0

−1

.

Clearly, the condition p ≥ q implies that the function

f(x) =

p + qx

1 + x

is decreasing. Then

y

n

0

+1

=

p + qy

n

0

−1

1 + y

n

0

= f(y

n

0

, y

n

0

−1

) < f(y

n

0

, y

n

0

) < f(y, y) = y,

which is impossible. 2

6.5.2 The Case q < 1

The main result in this section is the following:

Theorem 6.5.4 Assume that

q < 1.

Then the positive equilibrium of Eq(6.23) is globally asymptotically stable.

Proof. Clearly

y

n+1

=

p + qy

n−1

1 + y

n

< p + qy

n−1

, n ≥ 0. (6.26)

Set

M =

p

1 −q

+ ,

6.5. The Case β = C = 0 : x

n+1

=

α+γx

n−1

A+Bx

n

91

where is some positive number.

From Eq(6.26) and Eq(6.23), it now follows that every solution of Eq(6.23) lies

eventually in the interval [0, M].

Set

f(x, y) =

p + qy

1 + x

, a = 0, and b =

p

1 −q

+ .

Then clearly,

a ≤ f(x, y) ≤ b,

for all (x, y) ∈ [a, b] ×[a, b]. By applying Theorem 1.4.6 it follows that y is a global at-

tractor of all solutions of Eq(6.23). The local stability of y was established in Theorem

6.5.1. The proof is complete. 2

6.5.3 The Case q > 1

In this case we will show that there exist solutions that have two subsequences, one of

which is monotonically approaching 0 and the other is monotonically approaching ∞.

In fact this is true for every solution {y

n

}

∞

n=−1

whose initial conditions are such that the

following inequalities are true:

y

−1

< q −1 and y

0

> q −1 +

p

q −1

.

To this end observe that

y

1

=

p + qy

−1

1 + y

0

<

p + q(q −1)

1 + y

0

< q −1

and

y

2

=

p + qy

0

1 + y

1

>

p + qy

0

q

= y

0

+

p

q

and by induction,

y

2n−1

< q −1 and y

2n

> y

0

+ n

p

q

for n ≥ 1.

Hence

lim

n→∞

y

2n

= ∞

and

lim

n→∞

y

2n+1

= lim

n→∞

p + qy

2n−1

1 + y

2n

= 0

and the proof is complete.

92 Chapter 6. (2, 2)-Type Equations

6.6 The Case β = A = 0 : x

n+1

=

α+γx

n−1

Bx

n

+Cx

n−1

This is the (2, 2)-type Eq(6.6) which by the change of variables

x

n

=

γ

C

y

n

reduces to the diﬀerence equation

y

n+1

=

p + y

n−1

qy

n

+ y

n−1

, n = 0, 1, . . . (6.27)

where

p =

αC

γ

2

and q =

B

C

.

(Eq(6.27) was investigated in [45].)

Eq(6.27) has the unique positive equilibrium

y =

1 +

1 + 4p(1 + q)

2(1 + q)

.

The linearized equation associated with Eq(6.27) about y is

z

n+1

+

q

1 + q

z

n

−

qy −p

(y + p)(1 + q)

z

n−1

= 0, n = 0, 1, . . . . (6.28)

By employing Theorem 1.1.1 we see that y is locally asymptotically stable when

(q −1)y < 2p (6.29)

and unstable (a saddle point) when

(q −1)y > 2p. (6.30)

Clearly the equilibrium y is the positive solution of the quadratic equation

(1 + q)y

2

−y −p = 0.

If we now set

F(u) = (1 + q)u

2

−u −p,

it is easy to see that (6.29) is satisﬁed if and only if either

q ≤ 1

or

q > 1 and F

2p

q −1

> 0.

6.6. The Case β = A = 0 : x

n+1

=

α+γx

n−1

Bx

n

+Cx

n−1

93

Similarly (6.30) is satisﬁed if and only if

q > 1 and F

2p

q −1

< 0.

The following result is now a consequence of the above discussion and some simple

calculations:

Theorem 6.6.1 The equilibrium y of Eq(6.27) is locally asymptotically stable when

q < 1 + 4p (6.31)

and unstable, and more precisely a saddle point equilibrium, when

q > 1 + 4p. (6.32)

6.6.1 Existence and Local Stability of Period-Two Cycles

Let

. . . , φ, ψ, φ, ψ, . . .

be a period-two cycle of Eq(6.27). Then

φ =

p + φ

qψ + φ

and ψ =

p + ψ

qφ + ψ

.

It now follows after some calculations that the following result is true:

Theorem 6.6.2 Eq(6.27) has a prime period-two solution

. . . , φ, ψ, φ, ψ, . . .

if and only if

q > 1 + 4p.

Furthermore when (6.32) holds, the period-two solution is “unique” and the values of φ

and ψ are the positive roots of the quadratic equation

t

2

−t +

p

q −1

= 0.

94 Chapter 6. (2, 2)-Type Equations

To investigate the local stability of the two cycle

. . . , φ, ψ, φ, ψ, . . .

we set

u

n

= y

n−1

and v

n

= y

n

, for n = 0, 1, . . .

and write Eq(6.27) in the equivalent form:

u

n+1

= v

n

v

n+1

=

p+u

n

qv

n

+u

n

, n = 0, 1, . . . .

Let T be the function on (0, ∞) ×(0, ∞) deﬁned by:

T

u

v

=

v

p+u

qv+u

.

Then

φ

ψ

**is a ﬁxed point of T
**

2

, the second iterate of T. By a simple calculation we ﬁnd that

T

2

u

v

=

g(u, v)

h(u, v)

where

g(u, v) =

p + u

qv + u

and h(u, v) =

p + v

qg(u, v) + v

.

Clearly the two cycle is locally asymptotically stable when the eigenvalues of the

Jacobian matrix J

T

2, evaluated at

φ

ψ

**lie inside the unit disk.
**

We have

J

T

2

φ

ψ

=

¸

¸

∂g

∂u

(φ, ψ)

∂g

∂v

(φ, ψ)

∂h

∂u

(φ, ψ)

∂h

∂v

(φ, ψ)

¸

where,

∂g

∂u

(φ, ψ) =

qψ −p

(qψ + φ)

2

,

∂g

∂v

(φ, ψ) = −

(p + φ)q

(qψ + φ)

2

,

6.6. The Case β = A = 0 : x

n+1

=

α+γx

n−1

Bx

n

+Cx

n−1

95

∂h

∂u

(φ, ψ) = −

q(p + ψ)(qψ −p)

(qφ + ψ)

2

(qψ + φ)

2

,

∂h

∂v

(φ, ψ) =

q

2

(p + φ)(p + ψ)

(qφ + ψ)

2

(qψ + φ)

2

+

qφ −p

(qφ + ψ)

2

.

Set

S =

∂g

∂u

(φ, ψ) +

∂h

∂v

(φ, ψ)

and

D =

∂g

∂u

(φ, ψ)

∂h

∂v

(φ, ψ) −

∂g

∂v

(φ, ψ)

∂h

∂u

(φ, ψ).

Then it follows from Theorem 1.1.1 that both eigenvalues of J

T

2

φ

ψ

**lie inside the
**

unit disk |λ| < 1, if and only if

|S| < 1 +D < 2. (6.33)

Inequality (6.33) is equivalent to the following three inequalities:

S < 1 +D (6.34)

−1 −D < S (6.35)

D < 1. (6.36)

First we will establish Inequality (6.34).

To this end observe that (6.34) is equivalent to

(qψ −p)(qφ + ψ)

2

+ (qφ −p)(qψ + φ)

2

+ q

2

(p + ψ)(p + φ) −(qψ −p)(qφ −p)

< (qψ + φ)

2

(qφ + ψ)

2

which is true if and only if

p

q −1

(q

3

+ 2q

2

−4qp + 2q

2

p + 2p −3q) + q −p + q

2

p

2

+ qp −p

2

< (qψ + φ)

2

(qφ + ψ)

2

which is true if and only if

−q

3

p + 7q

2

p −8qp

2

+ 4q

2

p

2

+ 4p

2

−7qp + 2q

2

−q + p −q

3

< 0

which is true if and only if

−(p + 1)(q −1)(q −

p

p + 1

)[q −(1 + 4p)] < 0

which is true because q > 1 + 4p.

96 Chapter 6. (2, 2)-Type Equations

Next we will establish Inequality (6.35). Observe that (6.35) is equivalent to

−(qψ + φ)

2

(qφ + ψ)

2

< (qψ −p)(qφ + ψ)

2

+ (qφ −p)

2

(qψ + φ)

2

+ q

2

(p + ψ)(p + φ) + (qψ −p)(qφ −p)

which is true if and only if

−(qψ + φ)

2

(qφ + ψ)

2

<

p

q −1

(q

3

+ 4q

2

−4qp + 2q

2

p + 2p −3q) −p + q

2

p

2

which is true if and only if

q

2

+ 2pq + 2p

2

q

2

−p

2

+ qp

2

−q

3

−3q

3

p −2q

3

p

2

−p < 0

which is true if and only if

p

2

(−2q

3

+ 2q

2

+ q −1) + p(−3q

3

+ 2q −1) −q

3

+ q

2

< 0

which is true because q > 1.

Finally, we establish Inequality (6.36). Observe that (6.36) is true if and only if

(qψ −p)(qφ −p) < (qψ + φ)

2

(qφ + ψ)

2

which is true if and only if

p

q −1

[q

2

−(q −1)(q −p)] < (pq −p + q)

2

which is true if and only if

q(pq −p + q)(pq −2p + q −1) > 0

which is true because q > 1 + 4p.

6.6.2 Invariant Intervals

Here we show that the interval I with end points one and

p

q

is an invariant interval for

Eq(6.27). More precisely we show that the values of any solution {y

n

}

∞

n=−1

of Eq(6.27)

either remain forever outside the interval I or the solution is eventually trapped into I.

Theorem 6.6.3 Let {y

n

}

∞

n=−1

be a solution of Eq(6.27). Then the following statements

are true.

(a) Assume that p ≤ q and that for some N ≥ 0,

p

q

≤ y

N

≤ 1.

Then

p

q

≤ y

n

≤ 1 for all n ≥ N.

6.6. The Case β = A = 0 : x

n+1

=

α+γx

n−1

Bx

n

+Cx

n−1

97

(b) Assume that p ≥ q and that for some N ≥ 0,

1 ≤ y

N

≤

p

q

.

Then

1 ≤ y

n

≤

p

q

for all n ≥ N.

Proof.

(a) Indeed we have

y

N+1

=

p + y

N−1

qy

N

+ y

N−1

≤

p + y

N−1

p + y

N−1

= 1

and

y

N+1

=

p + y

N−1

qy

N

+ y

N−1

=

p + y

N−1

q

p

(py

N

+

p

q

y

N−1

)

≥

p

q

p + y

N−1

p + y

N−1

=

p

q

and the proof follows by induction.

(b) Clearly,

y

N+1

=

p + y

N−1

qy

N

+ y

N−1

≥

p + y

N−1

p + y

N−1

= 1

and

y

N+1

=

p + y

N−1

qy

N

+ y

N−1

=

p

q

p + y

N−1

py

N

+

p

q

y

N−1

≤

p

q

p + y

N−1

p + y

N−1

=

p

q

and the proof follows by induction.

2

6.6.3 Semicycle Analysis

Here we present a thorough semicycle analysis of the solutions of Eq(6.27) relative to

the equilibrium y and relative to the end points of the invariant interval of Eq(6.27).

Let {y

n

}

∞

n=−1

be a solution of Eq(6.27). Then observe that the following identities

are true:

y

n+1

−1 = q

p

q

−y

n

qy

n

+ y

n−1

for n ≥ 0, (6.37)

y

n+1

−

p

q

=

qy

n−1

(1 −

p

q

) + pq(1 −y

n

)

q(qy

n

+ y

n−1

)

for n ≥ 0, (6.38)

y

n

−y

n+2

=

qy

n−1

(y

n

−

p

q

) + (y

n

−1)(y

n−1

y

n

+ qy

2

n

)

q(p + y

n−1

) + y

n

(qy

n

+ y

n−1

)

for n ≥ 0. (6.39)

98 Chapter 6. (2, 2)-Type Equations

When

p = q

that is for the diﬀerence equation

y

n+1

=

p + y

n−1

py

n

+ y

n−1

, n = 0, 1, . . . (6.40)

the above identities reduce to the following:

y

n+1

−1 = p

1 −y

n

py

n

+ y

n−1

for n ≥ 0 (6.41)

and

y

n

−y

n+2

= (y

n

−1)

py

n−1

+ y

n−1

y

n

+ py

2

n

p(p + y

n−1

) + y

n

(py

n

+ y

n−1

)

for n ≥ 0. (6.42)

The following three lemmas are now direct consequences of (6.37)-(6.42).

Lemma 6.6.1 Assume that

p > q

and let {y

n

}

∞

n=−1

be a solution of Eq(6.27). Then the following statements are true:

(i) If for some N ≥ 0, y

N

<

p

q

, then y

N+1

> 1;

(ii) If for some N ≥ 0, y

N

=

p

q

, then y

N+1

= 1;

(iii) If for some N ≥ 0, y

N

>

p

q

, then y

N+1

< 1;

(iv) If for some N ≥ 0, y

N

≥ 1, then y

N+1

<

p

q

;

(v) If for some N ≥ 0, y

N

≥

p

q

, then y

N+2

< y

N

;

(vi) If for some N ≥ 0, y

N

≤ 1, then y

N+2

> y

N

;

(vii) If for some N ≥ 0, y

N

≤

p

q

, then y

n

∈ [1,

p

q

] for n ≥ N. In particular [1,

p

q

] is an

invariant interval for Eq(6.27);

(viii)

1 < y <

p

q

.

Lemma 6.6.2 Assume that

p = q

and let {y

n

}

∞

n=−1

be a solution of Eq(6.27). Then the following statements are true:

(i) If for some N ≥ 0, y

N

< 1, then y

N+1

> 1;

6.6. The Case β = A = 0 : x

n+1

=

α+γx

n−1

Bx

n

+Cx

n−1

99

(ii) If for some N ≥ 0, y

N

= 1, then y

N+1

= 1;

(iii) If for some N ≥ 0, y

N

> 1, then y

N+1

< 1;

(iv) If for some N ≥ 0, y

N

< 1, then y

N

< y

N+2

< 1;

(v) If for some N ≥ 0, y

N

> 1, then y

N

> y

N+2

> 1.

Lemma 6.6.3 Assume that

p < q

and let {y

n

}

∞

n=−1

be a solution of Eq(6.27). Then the following statements are true:

(i) If for some N ≥ 0, y

N

<

p

q

, then y

N+1

> 1;

(ii) If for some N ≥ 0, y

N

=

p

q

, then y

N+1

= 1;

(iii) If for some N ≥ 0, y

N

>

p

q

, then y

N+1

< 1;

(iv) If for some N ≥ 0, y

N

≤ 1, then y

N+1

>

p

q

;

(v) If for some N ≥ 0, y

N

≤

p

q

, then y

N+1

≥ 1;

(vi) If for some N ≥ 0, y

N

≥ 1, then y

N+2

< y

N

;

(vii) If for some N ≥ 0, y

N

≤

p

q

, then y

N+2

> y

N

;

(viii) If for some N ≥ 0, y

N

≤ 1, then y

n

∈ [

p

q

, 1] for n ≥ N. In particular [

p

q

, 1] is an

invariant interval for Eq(6.27);

(ix)

p

q

< y < 1.

Note that the function

f(u, v) =

p + v

qu + v

is always decreasing in u but in v it is decreasing when u <

p

q

and increasing when u >

p

q

.

The following result is now a consequence of Theorems 1.7.1 and 1.7.2 and Lemmas

6.6.1-6.6.3:

100 Chapter 6. (2, 2)-Type Equations

Theorem 6.6.4 Let {y

n

}

∞

n=−1

be a solution of Eq(6.27). Let I be the closed interval

with end points 1 and

p

q

and let J and K be the intervals which are disjoint from I and

such that

I ∪ J ∪ K = (0, ∞).

Then either all the even terms of the solution lie in J and all odd terms lie in K, or

vice-versa, or for some N ≥ 0,

y

n

∈ I for n ≥ N. (6.43)

When (6.43) holds, except for the length of the ﬁrst semicycle of the solution, if

p < q

the length is one, while if

p > q

the length is at most two.

6.6.4 Global Behavior of Solutions

Recall that Eq(6.27) has a unique equilibrium y which is locally stable when (6.31) holds.

When (6.32) holds, and only then, Eq(6.27) has a “unique” prime period-two solution

. . . , φ, ψ, φ, ψ, . . . (6.44)

with

φ + ψ = 1 and φψ =

p

q −1

. (6.45)

Also recall that a solution {y

n

}

∞

n=−1

of Eq(6.27) either eventually enters the interval I

with end points 1 and

p

q

and remains there, or stays forever outside I.

Now when

q ≤ 1 + 4p

there are no period-two solutions and so the solutions must eventually enter and remain

in I and, in view of Theorems 1.4.6 and 1.4.7, must converge to y.

On the other hand when (6.32) holds, any solution which remains forever outside the

interval I = [

p

q

, 1] must converge to the two cycle (6.44)-(6.45). But this two cycle lies

inside the interval I. Hence, when (6.32) holds, every solution of Eq(6.27) eventually

enters and remains in the interval I.

The character of these solutions remains an open question.

The above observations are summarized in the following theorem:

Theorem 6.6.5 (a) Assume

q ≤ 1 + 4p. (6.46)

Then the equilibrium y of Eq(6.27) is global attractor.

6.7. The Case α = C = 0 : x

n+1

=

βx

n

+γx

n−1

A+Bx

n

101

(b) Assume

q > 1 + 4p.

Then every solution of Eq(6.27) eventually enters and remains in the interval [

p

q

, 1].

6.7 The Case α = C = 0 : x

n+1

=

βx

n

+γx

n−1

A+Bx

n

This is the (2, 2)-type equation Eq(6.7) which by the change of variables

x

n

=

A

B

y

n

reduces to the diﬀerence equation

y

n+1

=

py

n

+ qy

n−1

1 + y

n

, n = 0, 1, . . . (6.47)

where

p =

β

A

and q =

γ

A

.

(Eq(6.47) was investigated in [52].)

The equilibrium points of Eq(6.47) are the solutions of the equation

y =

py + qy

1 + y

.

So y = 0 is always an equilibrium point, and when

p + q > 1,

y = p + q −1 is the only positive equilibrium point of Eq(6.47).

The following result follows from Theorem 1.3.1 and the linearized stability Theorem

1.1.1:

Theorem 6.7.1 (a) Assume

p + q ≤ 1.

Then the zero equilibrium of Eq(6.47) is globally asymptotically stable.

(b) Assume

p + q > 1.

Then the zero equilibrium of Eq(6.47) is unstable. More precisely it is a saddle

point when

1 −p < q < 1 + p

and a repeller when

q > 1 + p.

102 Chapter 6. (2, 2)-Type Equations

(c) Assume

1 −p < q < 1 + p.

Then the positive equilibrium y = p + q − 1 of Eq(6.47) is locally asymptotically

stable.

(d) Assume

q > 1 + p.

Then the positive equilibrium y = p+q −1 of Eq(6.47) is an unstable saddle point.

Concerning prime period-two solutions it follows from Sections 2.5 that the following

result is true:

Theorem 6.7.2 Eq(6.47) has a prime period-two solution

. . . , φ, ψ, φ, ψ, . . .

if and only if

q = 1 + p. (6.48)

Furthermore when (6.48) holds, the values of φ and ψ of all prime period-two solutions

are given by:

{φ, ψ ∈ (p, ∞) : ψ =

pφ

φ −p

= 2p}.

6.7.1 Invariant Intervals

The main result here is the following theorem about Eq(6.47) with q = 1. The case

q = 1 (6.49)

is treated in Section 6.7.3.

Theorem 6.7.3 (a) Assume that

q < 1. (6.50)

Then every solution of Eq(6.47) eventually enters the interval (0,

p

q

]. Furthermore,

(0,

p

q

] is an invariant interval for Eq(6.47). That is, every solution of Eq(6.47)

with initial conditions in (0,

p

q

], remains in this interval.

(b) Assume that

q > 1. (6.51)

Then every solution of Eq(6.47) eventually enters the interval [

p

q

, ∞). Further-

more, [

p

q

, ∞) is an invariant interval for Eq(6.47).

6.7. The Case α = C = 0 : x

n+1

=

βx

n

+γx

n−1

A+Bx

n

103

The proof of the above theorem is an elementary consequence of the following lemma,

whose proof is straightforward and will be omitted.

Lemma 6.7.1 (a) Assume that (6.50) holds. Then for any k, m ∈ N,

y

k

≤

p

q

=⇒y

k+2

≤ p <

p

q

and

y

k+2

≥

p

q

m

=⇒y

k

>

p

q

m+1

> p.

(b) Assume that (6.51) holds. Then for any k, m ∈ N,

y

k

≥

p

q

=⇒y

k+2

≥ p >

p

q

and

y

k+2

≤

p

q

m

=⇒y

k

>

p

q

m+1

> p.

6.7.2 Semicycle Analysis of Solutions When q ≤ 1

Here we discuss the behavior of the semicycles of solutions of Eq(6.47) when

p + q > 1 and q ≤ 1.

Hereafter, y refers to the positive equilibrium p + q −1 of Eq(6.47).

Let f : [0, ∞) ×[0, ∞) →[0, ∞) denote the function

f(x, y) =

px + qy

1 + x

.

Then f satisﬁes the negative feedback condition; that is,

(x −x)(f(x, x) −x) < 0 for x ∈ (0, ∞) −{x}.

Consider the function g : [0, ∞) →[0, ∞) deﬁned by

g(x) =

(p + q)x

1 + x

.

Observe that g(y) = y and that g increases on [0, ∞).

Theorem 6.7.4 Suppose

p + q > 1 and q ≤ 1.

Let {y

n

}

∞

n=−1

be a positive solution of Eq(6.47). Then the following statements are true

for every n ≥ 0:

104 Chapter 6. (2, 2)-Type Equations

(a) If y ≤ y

n−1

, y

n

, then y ≤ y

n+1

≤ max{y

n−1

, y

n

}.

(b) If y

n−1

, y

n

≤ y, then min{y

n−1

, y

n

} ≤ y

n+1

< y.

(c) If y

n−1

< y ≤ y

n

, then y

n−1

< y

n+1

< y

n

.

(d) If y

n

< y ≤ y

n−1

, then y

n

< y

n+1

< y

n−1

.

(e) If y < y

k

<

y

2−q

, for every k ≥ −1, then {y

n

} decreases to the equilibrium y.

Proof.

(a) Suppose y ≤ y

n−1

, y

n

. Then

y

n+1

=

py

n

+ qy

n−1

1 + y

n

≤

(p + q) max{y

n−1

, y

n

}

1 + y

= max{y

n−1

, y

n

}.

Since the function

px + qx

1 + x

,

is increasing for y <

p

q

, which is equivalent to q ≤ 1, we obtain

y

n+1

=

py

n

+ qy

n−1

1 + y

n

≥

py

n

+ qy

1 + y

n

≥ g(y) = y.

Observe that all inequalities are strict if we assume that y

n−1

> y or y

n

> y.

(b) Suppose y

n−1

, y

n

≤ y. Then in view of the previous case

y

n+1

=

py

n

+ qy

n−1

1 + y

n

≤

py

n

+ qy

1 + y

n

< g(y) = y

and

y

n+1

=

py

n

+ qy

n−1

1 + y

n

≥

(p + q) min{y

n−1

, y

n

}

1 + y

= min{y

n−1

, y

n

}.

Observe that all inequalities are strict if we assume that y

n−1

< y or y

n

< y.

(c) Suppose y

n−1

< y ≤ y

n

. Then

y

n+1

=

py

n

+ qy

n−1

1 + y

n

<

(p + q)y

n

1 + y

n

=

(1 + y)y

n

1 + y

n

< y

n

.

Since q ≤ 1 and y

n−1

< y,

p −qy

n−1

> p −qy = (1 −q)(p + q) ≥ 0.

Thus

px+qy

n−1

1+x

increases in x and so

y

n+1

=

py

n

+ qy

n−1

1 + y

n

>

py

n−1

+ qy

n−1

1 + y

n−1

= g(y

n−1

) > y

n−1

.

The last inequality follows from the negative feedback property.

6.7. The Case α = C = 0 : x

n+1

=

βx

n

+γx

n−1

A+Bx

n

105

(d) Suppose y

n

< y ≤ y

n−1

. Then

y

n+1

=

py

n

+ qy

n−1

1 + y

n

>

py

n

+ qy

n

1 + y

n

= g(y

n

) > y

n

by the negative feedback property.

To see that y

n+1

< y

n−1

, we must consider two cases:

Case 1. Suppose p −qy

n−1

≥ 0. Then

px+qy

n−1

1+x

increases in x and so

y

n+1

=

py

n

+ qy

n−1

1 + y

n

≤

py

n−1

+ qy

n−1

1 + y

n−1

< y

n−1

.

The last inequality follows from the negative feedback property.

Case 2. Suppose p −qy

n−1

< 0. Then

y

n+1

=

py

n

+ qy

n−1

1 + y

n

<

qy

n−1

(y

n

+ 1)

1 + y

n

≤ y

n−1

.

(e) Observe that

y

n+1

=

py

n

+ qy

n−1

1 + y

n

> y = p + q −1

and so

y

n−1

≥ qy

n−1

> y + (q −1)y

n

> y

n

from which the result follows.

2

6.7.3 Semicycle Analysis and Global Attractivity When q = 1

Here we discuss the behavior of the solutions of Eq(6.47) when

q = 1.

Here the positive equilibrium of Eq(6.47) is

y = p.

Theorem 6.7.5 Suppose that q = 1 and let y

−1

+ y

0

> 0. Then the equilibrium y of

Eq(6.47) is globally asymptotically stable. More precisely the following statements are

true.

(a) Assume y

−1

≥ p and y

0

≥ p. Then y

n

≥ p for all n > 0 and

lim

n→∞

y

n

= p. (6.52)

(b) Assume y

−1

≤ p and y

0

≤ p. Then y

n

≤ p for all n > 0 and (6.52) holds.

(c) Assume either y

−1

< p < y

0

or y

−1

> p > y

0

. Then {y

n

}

∞

n=−1

oscillates about the

equilibrium p with semicycles of length one and (6.52) holds.

106 Chapter 6. (2, 2)-Type Equations

Proof. (a) The case where y

−1

= y

0

= p is trivial. We will assume that y

−1

≥ p and

y

0

> p. The case y

−1

> p and y

0

≥ p is similar and will be omitted. Then

y

1

=

py

0

+ y

−1

1 + y

0

≥

py

0

+ p

1 + y

0

= p,

and

y

2

=

py

1

+ y

0

1 + y

1

>

py

1

+ p

1 + y

1

= p.

It follows by induction that y

n

≥ p for all n > 0. Furthermore, y

−1

≥ p implies that

py

0

+ y

−1

≤ y

−1

y

0

+ y

−1

and so

y

1

=

py

0

+ y

−1

1 + y

0

≤

y

−1

y

0

+ y

−1

1 + y

0

= y

−1

.

Similarly, we can show that y

2

< y

0

and by induction

y

−1

≥ y

1

≥ y

3

≥ . . . ≥ p

and

y

0

> y

2

> y

4

> . . . > p.

Thus, there exist m ≥ p and M ≥ p such that

lim

k→∞

y

2k+1

= m and lim

k→∞

y

2k

= M.

As Eq(6.47) has no period-two solutions when q = 1, it follows that m = M = p and

the proof of part (a) is complete.

It is interesting to note that

y

−1

= p ⇒y

2k+1

= p for k ≥ 0 and y

0

= p ⇒y

2k

= p for k ≥ 0.

(b) The proof of (b) is similar to the proof of (a) and will be omitted.

(c) Assume y

−1

< p < y

0

. The proof when y

0

< p < y

−1

is similar and will be

omitted.

y

1

=

py

0

+ y

−1

1 + y

0

<

py

0

+ p

1 + y

0

= p,

and

y

2

=

py

1

+ y

0

1 + y

1

>

py

1

+ p

1 + y

1

= p.

It follows by induction that the solution oscillates about p with semicycles of length one.

Next, we claim that the subsequence {y

2k+1

}

∞

k=−1

is increasing, and so convergent. In

fact, since y

−1

+ py

0

> y

−1

+ y

−1

y

0

then

y

1

=

py

0

+ y

−1

1 + y

0

> y

−1

6.7. The Case α = C = 0 : x

n+1

=

βx

n

+γx

n−1

A+Bx

n

107

and the claim follows by induction. In a similar way we can show that the subsequence

{y

2k

}

∞

k=0

is decreasing, and so convergent. Thus, there exist m ≤ p and M ≥ p such

that

lim

k→∞

y

2k+1

= m and lim

k→∞

y

2k

= M

and as in (a), m = M. 2

6.7.4 Global Attractivity When q < 1

Here we consider the case where

1 −p < q < 1,

and we show that the equilibrium point y = p + q −1 of Eq(6.47) is global attractor of

all positive solutions of Eq(6.47).

Theorem 6.7.6 Assume

1 −p < q < 1.

Then every positive solution of Eq(6.47) converges to the positive equilibrium y.

Proof. Observe that the consistency condition y ≤

p

q

is equivalent to the condition

q ≤ 1. By Theorem 6.7.3 (a) we may assume that the initial conditions y

−1

and y

0

lie

in the interval I = (0,

p

q

]. Now clearly the function

f(x, y) =

px + qy

1 + x

satisﬁes the hypotheses of Theorem 1.4.5 in the interval I from which the result follows.

2

6.7.5 Long-term Behavior of Solutions When q > 1

Here we discuss the behavior of the solutions of Eq(6.47) when

q > 1

which is equivalent to

y >

p

q

.

In this case, every positive solution of Eq(6.47) lies eventually in the interval [p, ∞).

Concerning the long-term behavior of solutions of Eq(6.47) we may assume, without

loss of generality, that

y

−1

, y

0

∈ [p, ∞).

108 Chapter 6. (2, 2)-Type Equations

Then the change of variable

y

n

= u

n

+ p,

transforms Eq(6.47) to the equation

u

n+1

=

p(q −1) + qu

n−1

1 + p + u

n

(6.53)

where u

n

≥ 0 for n ≥ 0.

The character of solutions of Eq(6.53) was investigated in Section 6.5. By apply-

ing the results of Section 6.5 to Eq(6.53), we obtain the following theorems about the

solutions of Eq(6.47) when q > 1:

Theorem 6.7.7 After the ﬁrst semicycle, an oscillatory solution of Eq(6.47) oscillates

about the positive equilibrium y with semicycles of length one.

Theorem 6.7.8 (a) Assume

q = 1 + p.

Then every solution of Eq(6.47) converges to a period-two solution.

(b) Assume

1 < q < 1 + p.

Then every positive solution of Eq(6.47) converges to the positive equilibrium of

Eq(6.47).

(c) Assume

q > 1 + p.

Then Eq(6.47) has unbounded solutions.

6.8. The Case α = B = 0 : x

n+1

=

βx

n

+γx

n−1

A+Cx

n−1

109

6.8 The Case α = B = 0 : x

n+1

=

βx

n

+γx

n−1

A+Cx

n−1

This is the (2, 2)-type Eq(6.8) which by the change of variables

x

n

=

γ

C

y

n

reduces to the diﬀerence equation

y

n+1

=

py

n

+ y

n−1

q + y

n−1

, n = 0, 1, . . . (6.54)

where

p =

β

γ

and q =

A

γ

.

(Eq(6.54) was investigated in [53].)

The equilibrium points of Eq(6.54) are the solutions of the equation

y =

py + y

q + y

.

So y = 0 is always an equilibrium point of Eq(6.54) and when

p + 1 > q,

Eq(6.54) also possesses the unique positive equilibrium y = p + 1 −q.

The following result follows from Theorems 1.1.1 and 1.3.1.

Theorem 6.8.1 (a) Assume

p + 1 ≤ q.

Then the zero equilibrium of Eq(6.54) is globally asymptotically stable.

(b) Assume

p + 1 > q. (6.55)

Then the zero equilibrium of Eq(6.54) is unstable and the positive equilibrium

y = p + 1 − q of Eq(6.54) is locally asymptotically stable. Furthermore the zero

equilibrium is a saddle point when

1 −p < q < 1 + p

and a repeller when

q < 1 −p.

In the remainder of this section we will investigate the character of the positive

equilibrium of Eq(6.54) and so we will assume without further mention that (6.55) holds.

Our goal is to show that when (6.55) holds and y

−1

+ y

0

> 0, the positive equilibrium

y = p + 1 −q of Eq(6.54) is globally asymptotically stable.

110 Chapter 6. (2, 2)-Type Equations

6.8.1 Invariant Intervals and Semicycle Analysis

Let {y

n

}

∞

n=−1

be a positive solution of Eq(6.54). Then the following identities are easily

established:

y

n+1

−1 = p

y

n

−

q

p

q + y

n−1

for n ≥ 0, (6.56)

y

n+1

−

q

p

=

p

2

[y

n

−

q

p

2

] + (p −q)y

n−1

p(q + y

n−1

)

for n ≥ 0, (6.57)

and

y

n+1

−y

n

=

(p −q)y

n

+ (1 −y

n

)y

n−1

q + y

n−1

for n ≥ 0. (6.58)

Note that the positive equilibrium

y = p + 1 −q

of Eq(6.54) is such that:

y is

< 1 if p < q < p + 1

= 1 if p = q

> 1 if p > q.

When

p = q

that is for the diﬀerence equation

y

n+1

=

py

n

+ y

n−1

p + y

n−1

, n = 0, 1, . . . (6.59)

the identities (6.56)-(6.58) reduce to the following:

y

n+1

−1 = (y

n

−1)

p

p + y

n−1

for n ≥ 0 (6.60)

and

y

n+1

−y

n

= (1 −y

n

)

y

n−1

p + y

n−1

for n ≥ 0. (6.61)

The following three lemmas are now direct consequences of the above identities.

Lemma 6.8.1 Assume that

p < q (6.62)

and let {y

n

}

∞

n=−1

be a positive solution of Eq(6.54). Then the following statements are

true:

6.8. The Case α = B = 0 : x

n+1

=

βx

n

+γx

n−1

A+Cx

n−1

111

(i) If for some N ≥ 0, y

N

<

q

p

, then y

N+1

< 1;

(ii) If for some N ≥ 0, y

N

=

q

p

, then y

N+1

= 1;

(iii) If for some N ≥ 0, y

N

>

q

p

, then y

N+1

> 1;

(iv) If for some N ≥ 0, y

N

>

q

p

2

, then y

N+1

<

q

p

;

(v) If for some N ≥ 0, y

N

≤ 1, then y

N+1

< 1;

(vi) If for some N ≥ 0, y

N

≥ 1, then y

N+1

< y

N

.

Lemma 6.8.2 Assume that

p = q (6.63)

and let {y

n

}

∞

n=−1

be a positive solution of Eq(6.54). Then the following statements are

true:

(i) If y

0

< 1, then for n ≥ 0, y

n

< 1 and the solution is strictly increasing;

(ii) If y

0

= 1, then y

n

= 1 for n ≥ 0;

(iii) If y

0

> 1, then for n ≥ 0, y

n

> 1 and the solution is strictly decreasing.

Lemma 6.8.3 Assume that

p > q (6.64)

and let {y

n

}

∞

n=−1

be a positive solution of Eq(6.54). Then the following statements are

true:

(i) If for some N ≥ 0, y

N

<

q

p

, then y

N+1

< 1;

(ii) If for some N ≥ 0, y

N

=

q

p

, then y

N+1

= 1;

(iii) If for some N ≥ 0, y

N

>

q

p

, then y

N+1

> 1;

(iv) If for some N ≥ 0, y

N

>

q

p

2

, then y

N+1

>

q

p

;

(v) If for some N ≥ 0, y

N

≤ 1, then y

N+1

> y

N

;

(vi) If for some N ≥ 0, y

N

≥ 1, then y

N+1

>

q

p

and y

N+2

> 1.

112 Chapter 6. (2, 2)-Type Equations

6.8.2 Global Stability of the Positive Equilibrium

When (6.62) holds, it follows from Lemma 6.8.1 that if a solution {y

n

}

∞

n=−1

is such that

y

n

≥ 1 for all n ≥ 0

then the solution decreases and its limit lies in the interval [1, ∞). This is impossible

because y < 1. Hence, by Lemma 6.8.1, every positive solution of Eq(6.54) eventually

enters and remains in the interval (0, 1). Now in the interval (0, 1) the function

f(u, v) =

pu + v

q + v

is increasing in both arguments and by Theorem 1.4.8, y is a global attractor.

When (6.63) holds, it follows from Lemma 6.8.2 that every solution of Eq(6.54)

converges to the equilibrium y = 1.

Next, assume that (6.64) holds. Here it is clear from Lemma 6.8.3 that every solu-

tion of Eq(6.54) eventually enters and remains in the interval (1, ∞). Without loss of

generality we will assume that

y

n

> 1 for n ≥ −1.

Set

y

n

= 1 + (q + 1)u

n

for n ≥ −1.

Then we can see that {u

n

}

∞

n=−1

satisﬁes the diﬀerence equation

u

n+1

=

p−q

(q+1)

2

+

p

q+1

u

n

1 + u

n−1

, n = 0, 1, . . . (6.65)

with positive parameters and positive initial conditions. This (2, 2)-type equation was

investigated in Section 6.3 where we established in Theorem 6.3.3 that every solution

converges to its positive equilibrium

u =

p −q

q + 1

.

From the above observations and in view of Theorem 6.8.1 we have the following

result:

Theorem 6.8.2 Assume that p + 1 > q and that y

−1

+ y

0

> 0. Then the positive

equilibrium y = p + 1 −q of Eq(6.54) is globally asymptotically stable.

6.9. The Case α = A = 0 : x

n+1

=

βx

n

+γx

n−1

Bx

n

+Cx

n−1

113

6.9 The Case α = A = 0 : x

n+1

=

βx

n

+γx

n−1

Bx

n

+Cx

n−1

This is the (2, 2)-type Eq(6.9) which by the change of variables

x

n

=

γ

C

y

n

reduces to the equation

y

n+1

=

py

n

+ y

n−1

qy

n

+ y

n−1

, n = 0, 1, . . . (6.66)

where

p =

β

γ

and q =

B

C

.

To avoid a degenerate situation we will also assume that

p = q.

(Eq(6.66) was investigated in [54].)

The only equilibrium point of Eq(6.66) is

y =

p + 1

q + 1

and the linearized equation of Eq(6.66) about y is

z

n+1

−

p −q

(p + 1)(q + 1)

z

n

+

p −q

(p + 1)(q + 1)

z

n−1

= 0, n = 0, 1, . . . .

By applying the linearized stability Theorem 1.1.1 we obtain the following result:

Theorem 6.9.1 (a) Assume that

p > q.

Then the positive equilibrium of Eq(6.66) is locally asymptotically stable.

(b) Assume that

p < q.

Then the positive equilibrium of Eq(6.66) is locally asymptotically stable when

q < pq + 1 + 3p (6.67)

and is unstable (and more precisely a saddle point equilibrium) when

q > pq + 1 + 3p. (6.68)

114 Chapter 6. (2, 2)-Type Equations

6.9.1 Existence of a Two Cycle

It follows from Section 2.5 that when p > q, Eq(6.66) has no prime period-two solutions.

On the other hand when

p < q

and

q > pq + 1 + 3p,

Eq(6.66) possesses a unique prime period-two solution:

. . . , φ, ψ, φ, ψ, . . . (6.69)

where the values of φ and ψ are the (positive and distinct) solutions of the quadratic

equation

t

2

−(1 −p)t +

p(1 −p)

q −1

= 0. (6.70)

In order to investigate the stability nature of this prime period-two solution, we set

u

n

= y

n−1

and v

n

= y

n

for n = 0, 1, . . .

and write Eq(6.66) in the equivalent form:

u

n+1

= v

n

v

n+1

=

pv

n

+u

n

qv

n

+u

n

, n = 0, 1, . . . .

Let T be the function on (0, ∞) ×(0, ∞) deﬁned by:

T

u

v

=

v

pv+u

qv+u

.

Then

φ

ψ

**is a ﬁxed point of T
**

2

, the second iterate of T. One can see that

T

2

u

v

=

g(u, v)

h(u, v)

where

g(u, v) =

pv + u

qv + u

and h(u, v) =

p

pv+u

qv+u

+ v

q

pv+u

qv+u

+ v

.

The prime period-two solution (6.69) is asymptotically stable if the eigenvalues of the

Jacobian matrix J

T

2, evaluated at

φ

ψ

**lie inside the unit disk. One can see that
**

J

T

2

φ

ψ

=

¸

¸

¸

−

(p−q)ψ

(qψ+φ)

2

(p−q)φ

(qψ+φ)

2

−

(p−q)

2

ψ

2

(qψ+φ)

2

(qφ+ψ)

2

(p−q)φ

(qφ+ψ)

2

(p−q)ψ

(qψ+φ)

2

−1

¸

.

6.9. The Case α = A = 0 : x

n+1

=

βx

n

+γx

n−1

Bx

n

+Cx

n−1

115

Set

P =

p −q

(qψ + φ)

2

and Q =

p −q

(qφ + ψ)

2

.

Then

J

T

2

φ

ψ

=

−Pψ Pφ

−PQψ

2

PQφψ −Qφ

**and its characteristic equation is
**

λ

2

+ (Pψ + Qφ −PQφψ)λ + PQφψ = 0.

By applying Theorem 1.1.1 (c), it follows that both eigenvalues of

J

T

2

φ

ψ

**lie inside the unit disk if and only if
**

|Pψ + Qφ −PQφψ| < 1 + PQφψ < 2

or equivalently if and only if the following three inequalities hold:

Pψ + Qφ + 1 > 0 (6.71)

Pψ + Qφ < 1 + 2PQφψ (6.72)

and

PQφψ < 1. (6.73)

Observe that

φ > 0, ψ > 0, P < 0 and Q < 0

and so Inequality (6.72) is always true.

Next we will establish Inequality (6.71). We will use the fact that

φ + ψ = 1 −p, φψ =

p(1 −p)

q −1

φ =

pψ + φ

qψ + φ

and ψ =

pφ + ψ

qφ + ψ

.

Inequality (6.71) is equivalent to

(p −q)ψ

(qψ + φ)

2

+

(p −q)φ

(qφ + ψ)

2

+ 1 > 0

which is true if and only if

(q −p)[(qφ + ψ)

2

ψ + (qψ + φ)

2

φ] < (qψ + φ)

2

(qφ + ψ)

2

116 Chapter 6. (2, 2)-Type Equations

if and only if

(q −p)[(qφ + ψ)(pφ + ψ) + (qψ + φ)(pψ + φ)] < [(qφ + ψ)(qψ + φ)]

2

. (6.74)

Now observe that the lefthand side of (6.74) is

I = (q −p)[(qp + 1)(φ

2

+ ψ

2

) + 2(p + q)φψ]

= (q −p)[(qp + 1)(φ + ψ)

2

−2φψ(qp + 1 −p −q)]

= (q −p)[(qp + 1)(1 −p)

2

−2

p(1 −p)

q −1

(p −1)(q −1)]

= (q −p)(1 −p)

2

(qp + 1 + 2p).

The righthand side of (6.74) is

II = [(qψ + φ)(qφ + ψ)]

2

= [(q

2

+ 1)ψφ + q(φ

2

+ ψ

2

)]

2

= [q(φ + ψ)

2

+ (q −1)

2

φψ]

2

= [q(1 −p)

2

+ (q −1)p(1 −p)]

2

= (1 −p)

2

(q −p)

2

.

Hence, Inequality (6.71) is true if and only if (6.68) holds.

Finally, Inequality (6.73) is equivalent to

(p −q)

2

φψ < (qψ + φ)

2

(qφ + ψ)

2

which is true if and only if

(q −p)

φψ < (qψ + φ)(qφ + ψ)

if and only if

(q −p)

φψ < (q

2

+ 1)φψ + q(φ

2

+ ψ

2

)

if and only if

(q −p)

φψ < (q

2

+ 1)φψ + q[(φ + ψ)

2

−2φψ]

if and only if

(q −p)

φψ < (q −1)

2

φψ + q(φ + ψ)

2

if and only if

(q −p)

φψ < (q −1)

2

p(1 −p)

q −1

+ q(1 −p)

2

if and only if

(q −p)

φψ < (1 −p)(q −p)

6.9. The Case α = A = 0 : x

n+1

=

βx

n

+γx

n−1

Bx

n

+Cx

n−1

117

if and only if

p(1 −p)

q −1

< (1 −p)

2

if and only if q > pq + 1 which is clearly true.

In summary, the following result is true about the local stability of the prime period-

two solution (6.69) of Eq(6.66):

Theorem 6.9.2 Assume that Condition (6.68) holds. Then Eq(6.66) posseses the prime

period-two solution

. . . , φ, ψ, φ, ψ, . . .

where φ and ψ are the two positive and distinct roots of the quadratic Eq(6.70). Fur-

thermore this prime period-two solution is locally asymptotically stable.

6.9.2 Semicycle Analysis

In this section, we present a semicycle analysis of the solutions of Eq(6.66).

Theorem 6.9.3 Let {y

n

} be a nontrivial solution of Eq(6.66). Then the following state-

ments are true:

(a) Assume p > q. Then {y

n

} oscillates about the equilibrium y with semicycles of

length two or three, except possibly for the ﬁrst semicycle which may have length one.

The extreme in each semicycle occurs in the ﬁrst term if the semicycle has two terms

and in the second term if the semicycle has three terms.

(b) Assume p < q. Then either {y

n

} oscillates about the equilibrium y with semicycles

of length one, after the ﬁrst semicycle, or {y

n

} converges monotonically to y.

Proof. (a) The proof follows from Theorem 1.7.4 by observing that the condition p > q

implies that the function

f(x, y) =

px + y

qx + y

is increasing in x and decreasing in y. This function also satisﬁes Condition (1.35).

(b) The proof follows from Theorem 1.7.1 by observing that when p < q, the function

f(x, y) is increasing in y and decreasing in x. 2

6.9.3 Global Stability Analysis When p < q

The main result in this section is the following

Theorem 6.9.4 Assume that

p < q

and (6.67) holds. Then the positive equilibrium y of Eq(6.66) is globally asymptotically

stable.

118 Chapter 6. (2, 2)-Type Equations

Proof. Set

f(x, y) =

px + y

qx + y

,

and note that f(x, y) is decreasing in x for each ﬁxed y, and increasing in y for each

ﬁxed x. Also clearly,

p

q

≤ f(x, y) ≤ 1 for all x, y > 0.

Finally in view of (6.67), Eq(6.66) has no prime period-two solution. Now the conclusion

of Theorem 6.9.4 follows as a consequence of Theorem 1.4.6 and the fact that y is locally

asymptotically stable. 2

The method employed in the proof of Theorem 1.4.6 can also be used to establish

that certain solutions of Eq(6.66) converge to the two cycle (6.69) when instead of (6.67),

(6.68) holds.

Theorem 6.9.5 Assume that (6.68) holds. Let φ, ψ, φ, ψ, . . ., with φ < ψ, denote the

two cycle of Eq(6.66). Assume that for some solution {y

n

}

∞

n=−1

of Eq(6.66) and for

some index N ≥ −1,

y

N

≥ ψ and y

N+1

≤ φ. (6.75)

Then this solution converges to the two cycle φ, ψ, φ, ψ, . . ..

Proof. Assume that (6.75) holds. Set

f(x, y) =

px + y

qx + y

.

Then clearly,

y

N+2

= f(y

N+1

, y

N

) ≥ f(φ, ψ) = ψ,

y

N+3

= f(y

N+2

, y

N+1

) ≤ f(ψ, φ) = φ

and in general

y

N+2k

≥ ψ and y

N+2k+1

≤ φ for k = 0, 1, . . . .

Now as in the proof of Theorem 1.4.6

limsup

n→∞

y

n

= ψ and liminf

n→∞

y

n

= φ

from which we conclude that

lim

k→∞

y

N+2k

= ψ and lim

k→∞

y

N+2k+1

= φ.

2

Next we want to ﬁnd more cases where the conclusion of the last theorem holds. We

consider ﬁrst the case where eventually consecutive terms y

i

, y

i+1

lie between m and M.

6.9. The Case α = A = 0 : x

n+1

=

βx

n

+γx

n−1

Bx

n

+Cx

n−1

119

Lemma 6.9.1 Suppose that for some i ≥ 0,

m ≤ y

i

, y

i+1

≤ M.

Then y

k

∈ [m, M] for every k > i.

Proof. Using the monotonic character of the function f we have

m = f(M, m) ≤ f(y

i+1

, y

i

) = y

i+2

≤ f(m, M) = M,

and the result follows by induction. 2

If we never get two successive terms in the interval [m, M] and if we never get two

successive terms outside of the interval [m, M] (that is, for every i, either y

i

> M and

y

i+1

< m or y

i

< m and y

i+1

> M), then we have one of the following four cases:

(A) y

2n

> M and M ≥ y

2n+1

> m for every n;

(B) y

2n+1

> M and M ≥ y

2n

> m for every n;

(C) y

2n

< m and m ≤ y

2n+1

< M for every n;

(D) y

2n+1

< m and m ≤ y

2n

< M for every n.

Lemma 6.9.2 In all cases (A)-(D) the corresponding solution {y

n

} converges to the

two cycle

. . . φ, ψ, φ, ψ, . . . .

Proof. Since the proofs are similar for all cases we will give the details in case (A). By

our earlier observation we have that M ≥ limsup

i→∞

y

i

, and so

M ≥ limsup

n→∞

y

2n

≥ liminf

n→∞

y

2n

≥ M.

Hence lim

n→∞

y

2n

= M. From Eq(6.66) we have

y

2n+1

=

y

2n

−y

2n

y

2n+2

qy

2n+2

−p

.

and so

lim

n→∞

y

2n+1

=

M −M

2

qM −p

.

On the other hand by solving the equation

M = f(m, M) =

pm + M

qm + M

for m we ﬁnd

m =

M −M

2

qM −p

.

Thus, lim

n→∞

y

2n+1

= m and the proof is complete. 2

Since the case in which the solution lies outside of the interval [m, M] is answered by

Theorem 6.9.5, we are left with the case in which the solution lies eventually in [m, M].

120 Chapter 6. (2, 2)-Type Equations

Lemma 6.9.3 Suppose M ≥ y

i+2

≥ y

i

≥ y ≥ y

i+1

≥ y

i+3

≥ m and not both y

i+2

and

y

i+3

are equal to y. Then {y

n

} converges to the two cycle

. . . φ, ψ, φ, ψ, . . . .

Proof. Here we have

y

i+4

= f(y

i+3

, y

i+2

) ≥ f(y

i+1

, y

i

) = y

i+2

and

y

i+5

= f(y

i+4

, y

i+3

) ≤ f(y

i+2

, y

i+1

) = y

i+3

.

Induction on i then establishes the monotonicity of the two sequences. Thus, the se-

quence {y

i+2k

} is non decreasing and bounded above by M, and the sequence {y

i+2k+1

}

is a non increasing sequence and bounded below by m. Therefore, both subsequences

converge and their limits form a two cycle. In view of the uniqueness of the two cycle

and the fact that at least one of y

i

, y

i+1

is diﬀerent from y, the proof is complete.The

case M ≥ y

i+3

≥ y

i+1

≥ y ≥ y

i

≥ y

i+2

≥ m is handled in a similar way. 2

Using a similar technique one can prove that if

M ≥ y

i

≥ y

i+2

≥ y ≥ y

i+3

≥ y

i+1

≥ m

or

M ≥ y

i+1

≥ y

i+3

≥ y ≥ y

i+2

≥ y

i

≥ m

we would get convergence to y , but this situation cannot occur, as the following results

show. Let us consider the ﬁrst case. The second case can be handled in a similar way.

In this case we need to know more about the condition y

i+2

= f(y

i+1

, y

i

) ≤ y

i

, so we are

led to the general equation

f(x, y) = y. (6.76)

It makes sense to consider this equation only for y ∈ (

p

q

, 1), in which case Eq(6.76) has a

unique positive solution for x, which of course depends on y. We denote this value by y

.

Thus f(y

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

**has the following properties:
**

Lemma 6.9.4 (1) f(x, y) > y if and only if x < y

.

(2) x > y if and only if x

< y

.

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

) < y

and y > y

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

) > y

and y

> y.

Proof.

6.9. The Case α = A = 0 : x

n+1

=

βx

n

+γx

n−1

Bx

n

+Cx

n−1

121

(1) Since f is decreasing in the ﬁrst variable and f(y

, y) = y, x < y

**if and only if
**

f(x, y) > f(y

, y) = y.

(2) Solving f(y

, y) = y for y

gives

y

= g(y) =

y −y

2

qy −p

.

Computing the derivative of g we get

g

(y) = −

p −2y + qy

2

(p −qy)

2

.

The discriminant of the numerator is 4p

2

− 4pq = 4p(p − q) < 0, so the roots of

the numerator are not real. For y ∈ (

p

q

, 1), g

(y) < 0, so y

**is decreasing function
**

of y.

(3) Eliminating y

from the equations y = f(y

, y) and y

= f(y, y

) we get

x −x

2

qx −p

=

px +

x−x

2

qx−p

qx +

x−x

2

qx−p

.

Simplifying this equation we get a fourth degree polynomial equation with roots

0, y, m, M. Thus each of these roots is simple and so f(y, y

)−y

changes sign as y

passes each of these values. Clearly as y approaches

p

q

y

approaches ∞. However

p

q

< f(y, y

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

) < y

. Hence

m < y < y ⇒f(y, y

) > y

,

y < y < M ⇒f(y, y

) < y

,

M < y <⇒f(y, y

) > y

.

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

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

.

2

Now we will use this result to prove the following:

Lemma 6.9.5 Assume that for some i,

M ≥ y

i

≥ y

i+2

≥ y ≥ y

i+1

≥ m.

Then y

i+3

≤ y

i+1

with equality only in the case of a two cycle.

122 Chapter 6. (2, 2)-Type Equations

Proof. To show y

i+3

= f(y

i+2

, y

i+1

) ≤ y

i+1

, we must show y

i+2

≥ y

i+1

.

Since y

i+2

= f(y

i+1

, y

i

) ≤ y

i

, we have y

i+1

≥ y

i

. Thus by (2) of the previous lemma

y

i

≥ y

i+1

, and by (3) y

i

≥ y

i

. Thus y

i

≥ y

i+1

. Since f is increasing in the second

argument and y

i

≥ y

i+1

we get

y

i+2

= f(y

i+1

, y

i

) ≥ f(y

i+1

, y

i+1

).

By (3) of the previous lemma, since m ≤ y

i+1

≤ y, f(y

i+1

, y

i+1

) ≥ y

i+1

. Thus y

i+2

≥ y

i+1

,

as required. To get equality we must have y

i+1

= y

i

or equivalently y

i+2

= y

i

, as well as

y

i+3

= y

i+1

. Thus equality occurs only in the case of a two cycle. 2

The case

m ≤ y

i

≤ y

i+2

≤ y ≤ y

i+1

≤ M

is similar.

We also obtain the following lemma:

Lemma 6.9.6 Unless {y

n

} is a period-two solution, there is no i such that either

M ≥ y

i

≥ y

i+2

≥ . . . ≥ y ≥ y

i+1

≥ y

i+3

≥ . . . ≥ m,

or

M ≥ . . . ≥ y

i+2

≥ y

i

≥ y ≥ . . . ≥ y

i+3

≥ y

i+1

≥ . . . ≥ m.

Proof. We will consider the ﬁrst case; the second case is similar. Since {y

i+2k+1

} is a

bounded monotonic sequence it has a limit c. The value c will be one value in a two

cycle, so either c = y or c = m. If c = y, then y

i+2n+1

= y for all n, and solving for y

i+2n

we see y

i+2n

= y also. But then y

i

= y

i+1

= y, and our solution is a two cycle.. If c = m,

solving for lim

n→∞

y

i+2n

gives lim

n→∞

y

i+2n

= M. This can only happen if y

i+2n

= M

for all n, in which case y

i+2n+1

= m for all n, which also gives a two cycle. 2

The above sequence of lemmas leads to the following result:

Theorem 6.9.6 Assume that

p < q,

and that Eq(6.66) possesses the two-cycle solution (6.69). Then every oscillatory solution

of Eq(6.66) converges to this two cycle.

Remark. Since some of the oscillatory solutions of Eq(6.66) are generated by initial

values {y

−1

, y

0

} that are on opposite sides of the equilibrium y, it follows by Theorem

6.9.6 that all such pairs belong to the stable manifold of the two cycle.

6.10. Open Problems and Conjectures 123

6.9.4 Global Stability Analysis When p > q

Here we have the following result:

Theorem 6.9.7 Assume that

p > q

and

p ≤ pq + 1 + 3q. (6.77)

Then the positive equilibrium y of Eq(6.66) is globally asymptotically stable.

Proof. We will employ Theorem 1.4.5. To this end, set

f(x, y) =

px + y

qx + y

,

and observe that when p > q, the function f(x, y) is increasing in x for each ﬁxed y, and

is decreasing in y for each ﬁxed x. Also

1 ≤ f(x, y) ≤

p

q

for all x, y > 0.

Finally observe that when (6.77) holds, the only solution of the system

M =

pM + m

qM + m

, m =

pm + M

qm + M

,

is

m = M.

Now the result is a consequence of Theorem 1.4.5. 2

6.10 Open Problems and Conjectures

Open Problem 6.10.1 (See [64]) Assume that

a, b, c, d ∈ R.

(a) Investigate the forbidden set F of the diﬀerence equation

x

n+1

=

ax

n

+ bx

n−1

cx

n

+ dx

n−1

x

n

, n = 0, 1, . . . .

(b) For every point (x

−1

, x

0

) / ∈ F, investigate the asymptotic behavior and the periodic

nature of the solution {x

n

}

∞

n=−1

.

124 Chapter 6. (2, 2)-Type Equations

(See Section 1.6.)

Open Problem 6.10.2 Assume that

α

n

, β

n

, A

n

, B

n

∈ R for n = 0, 1, . . .

are convergent sequences of real numbers with ﬁnite limits. Investigate the forbidden set

and the asymptotic character of solutions of the nonautonomous Riccati equation

x

n+1

=

α

n

+ β

n

x

n

A

n

+ B

n

x

n

, n = 0, 1, . . . .

(See Section 1.6 for the autonomous case.)

Conjecture 6.10.1 Assume

p, q ∈ (0, ∞).

Show that every positive solution of Eq(6.10) has a ﬁnite limit.

(Note that by Theorem 6.3.3, we need only to conﬁrm this conjecture for p > 2(q +1)

and q ≥ 1. See also [36].)

Conjecture 6.10.2 Assume that

p, q ∈ (0, ∞).

Show that every positive solution of Eq(6.11) has a ﬁnite limit.

(Note that by Theorem 6.4.4, this conjecture has been conﬁrmed for q ≤ 1 + 4p.)

Conjecture 6.10.3 Assume p ∈ (0, ∞). Show that the equation

y

n+1

=

p + y

n−1

1 + y

n

, n = 0, 1, . . .

has a positive and monotonically decreasing solution.

(Note that by Theorem 6.5.2, every positive solution converges to a, not necessarily

prime, period-two solution.)

6.10. Open Problems and Conjectures 125

Conjecture 6.10.4 Assume that

p, q ∈ (0, ∞).

Show that every positive solution of Eq(6.27) either converges to a ﬁnite limit or to a

two cycle.

(See Section 6.6.)

Open Problem 6.10.3 Assume that

p, q ∈ (0, ∞)

and

q > 1 + 4p.

Find the basin of attraction of the period-two solution of Eq(6.27).

Open Problem 6.10.4 Assume that

p, q ∈ (0, ∞)

and

q > pq + 1 + 3p.

Find the basin of attraction of the period-two solution of Eq(6.66).

Conjecture 6.10.5 Assume

p > q.

Show that every positive solution of Eq(6.66) has a ﬁnite limit.

(Note that by Theorem 6.9.7, this conjecture has been conﬁrmed for p ≤ pq +1+3q.)

Open Problem 6.10.5 Find the set of all initial conditions (y

−1

, y

0

) ∈ R×R through

which the solution of the equation

y

n+1

=

y

n

+ y

n−1

1 + y

n

is well deﬁned and converges to 1, as n →∞.

126 Chapter 6. (2, 2)-Type Equations

Open Problem 6.10.6 Find the set of all initial conditions (y

−1

, y

0

) ∈ R×R through

which the solution of the equation

y

n+1

=

y

n

+ y

n−1

1 + y

n−1

is well deﬁned and converges to 1, as n →∞.

Open Problem 6.10.7 For each of the following diﬀerence equations determine the

“good” set G ⊂ R×R of initial conditions (y

−1

, y

0

) ∈ R×R through which the equation

is well deﬁned for all n ≥ 0.Then for every (y

−1

, y

0

) ∈ G, investigate the long-term

behavior of the solution {y

n

}

∞

n=−1

:

y

n+1

=

1 −y

n

1 −y

n−1

(6.78)

y

n+1

=

y

n

−1

y

n

−y

n−1

(6.79)

y

n+1

=

1 −y

n−1

1 −y

n

(6.80)

y

n+1

=

1 −y

n−1

y

n

−y

n−1

(6.81)

y

n+1

=

y

n

−y

n−1

y

n

−1

(6.82)

y

n+1

=

y

n

−y

n−1

1 −y

n−1

(6.83)

y

n+1

=

y

n

+ y

n−1

y

n

−y

n−1

. (6.84)

For those equations from the above list for which you were successful, extend your

result by introducing arbitrary real parameters in the equation.

Open Problem 6.10.8 Assume

α, β, γ, A, B, C ∈ (0, ∞).

Investigate the asymptotic behavior and the periodic nature of solutions of the diﬀerence

equation

x

n+1

=

αx

n

+ βx

n−1

+ γx

n−2

Ax

n

+ Bx

n−1

+ Cx

n−2

, n = 0, 1, . . . .

Extend and generalize.

6.10. Open Problems and Conjectures 127

Open Problem 6.10.9 Assume that {p

n

}

∞

n=0

and {q

n

}

∞

n=0

are convergent sequences of

nonnegative real numbers with ﬁnite limits,

p = lim

n→∞

p

n

and q = lim

n→∞

q

n

.

Investigate the asymptotic behavior and the periodic nature of all positive solutions of

each of the following eight diﬀerence equations:

y

n+1

=

p

n

+ y

n

q

n

+ y

n

, n = 0, 1, . . . (6.85)

y

n+1

=

p

n

+ q

n

y

n

1 + y

n−1

, n = 0, 1, . . . (6.86)

y

n+1

=

y

n

+ p

n

y

n

+ q

n

y

n−1

, n = 0, 1, . . . (6.87)

y

n+1

=

p

n

+ q

n

y

n−1

1 + y

n

, n = 0, 1, . . . (6.88)

y

n+1

=

p

n

+ y

n−1

q

n

y

n

+ y

n−1

, n = 0, 1, . . . (6.89)

y

n+1

=

p

n

y

n

+ q

n

y

n−1

1 + y

n

, n = 0, 1, . . . (6.90)

y

n+1

=

p

n

y

n

+ y

n−1

q

n

+ y

n−1

, n = 0, 1, . . . (6.91)

y

n+1

=

p

n

y

n

+ y

n−1

q

n

y

n

+ y

n−1

, n = 0, 1, . . . . (6.92)

Open Problem 6.10.10 Assume that {p

n

}

∞

n=0

and {q

n

}

∞

n=0

are period-two sequences

of nonnegative real numbers. Investigate the global character of all positive solutions of

Eqs(6.85)-(6.92). Extend and generalize.

Open Problem 6.10.11 Assume q ∈ (1, ∞).

(a) Find the set B of all initial conditions (y

−1

, y

0

) ∈ (0, ∞) × (0, ∞) such that the

solutions {y

n

}

∞

n=−1

of Eq(6.23) are bounded.

(b) Let (y

−1

, y

0

) ∈ B. Investigate the asymptotic behavior of {y

n

}

∞

n=−1

.

128 Chapter 6. (2, 2)-Type Equations

Open Problem 6.10.12 Assume q ∈ (1, ∞).

(a) Find the set B of all initial conditions (y

−1

, y

0

) ∈ (0, ∞) × (0, ∞) such that the

solutions {y

n

}

∞

n=−1

of Eq(6.47) are bounded.

(b) Let (y

−1

, y

0

) ∈ B. Investigate the asymptotic behavior of {y

n

}

∞

n=−1

.

Open Problem 6.10.13 (A Plant-Herbivore System; See [9], [3], and [2]) Assume

α ∈ (1, ∞), β ∈ (0, ∞), and γ ∈ (0, 1) with α + β > 1 +

β

γ

.

Obtain conditions for the global asymptotic stability of the positive equilibrium of the

system

x

n+1

=

αx

n

βx

n

+e

y

n

y

n+1

= γ(x

n

+ 1)y

n

, n = 0, 1, . . . . (6.93)

Conjecture 6.10.6 Assume x

0

, y

0

∈ (0, ∞) and that

α ∈ (2, 3), β = 1 and γ =

1

2

.

Show that the positive equilibrium of System (6.93) is globally asymptotically stable.

Open Problem 6.10.14 (Discrete Epidemic Models; See [14].) Let A ∈ (0, ∞).

(a) Determine the set G of initial conditions (y

−1

, y

0

) ∈ (0, ∞) ×(0, ∞) through which

the solutions {x

n

}

∞

n=−1

of the diﬀerence equation

x

n+1

= (1 −x

n

−x

n−1

)(1 −e

−Ax

n

), n = 0, 1, . . . (6.94)

are nonnegative.

(b) Let (x

−1

, x

0

) ∈ G. Investigate the boundedness character, the periodic nature, and

the asymptotic behavior of the solution {x

n

}

∞

n=−1

of Eq(6.94).

(c) Extend and generalize.

6.10. Open Problems and Conjectures 129

Open Problem 6.10.15 (The Flour Beetle Model; See [48]). Assume

a ∈ (0, 1), b ∈ (0, ∞), and c

1

, c

2

∈ [0, ∞) with c

1

+ c

2

> 0.

Obtain necessary and suﬃcient conditions for the global asymptotic stability of the Flour

Beetle Model:

x

n+1

= ax

n

+ bx

n−2

e

−c

1

x

n

−c

2

x

n−2

, n = 0, 1, . . .

with positive initial conditions.

Open Problem 6.10.16 (A Population Model) Assume

α ∈ (0, 1) and β ∈ (1, ∞).

Investigate the global character of all positive solutions of the system

x

n+1

= αx

n

e

−y

n

+ β

y

n+1

= αx

n

(1 −e

−y

n

)

, n = 0, 1, . . . .

which may be viewed as a population model.

Open Problem 6.10.17 Assume that

p, q ∈ [0, ∞) and k ∈ {2, 3, . . .}.

Investigate the global behavior of all positive solutions of each of the following diﬀerence

equations:

y

n+1

=

p + qy

n

1 + y

n−k

, n = 0, 1, . . . (6.95)

y

n+1

=

y

n

+ p

y

n

+ qy

n−k

, n = 0, 1, . . . (6.96)

y

n+1

=

p + qy

n−k

1 + y

n

, n = 0, 1, . . . (6.97)

y

n+1

=

p + y

n−k

qy

n

+ y

n−k

, n = 0, 1, . . . (6.98)

y

n+1

=

y

n

+ py

n−k

y

n

+ q

, n = 0, 1, . . . (6.99)

y

n+1

=

py

n

+ y

n−k

q + y

n−k

, n = 0, 1, . . . (6.100)

y

n+1

=

py

n

+ y

n−k

qy

n

+ y

n−k

, n = 0, 1, . . . . (6.101)

130 Chapter 6. (2, 2)-Type Equations

Open Problem 6.10.18 Obtain a general result for an equation of the form

y

n+1

= f(y

n

, y

n−1

), n = 0, 1, . . .

which extends and uniﬁes the global asymptotic stability results for Eqs(6.11) and (6.27).

Open Problem 6.10.19 Assume that every positive solution of an equation of the form

x

n+1

= f(x

n

, x

n−1

), n = 0, 1, . . . (6.102)

converges to a period-two solution. Obtain necessary and suﬃcient conditions on f so

that every positive solution of the equation

x

n+1

= f(x

n−2

, x

n−1

), n = 0, 1, . . . (6.103)

also converges to a period-two solution.

Extend and generalize.

Open Problem 6.10.20 Assume that Eq(6.102) has a two cycle which is locally asymp-

totically stable. Obtain necessary and suﬃcient conditions on f so that the same two

cycle is a locally asymptotically stable solution of Eq(6.103).

Chapter 7

(1, 3)-Type Equations

7.1 Introduction

Eq(1) contains the following three equations of the (1, 3)-type:

x

n+1

=

α

A +Bx

n

+Cx

n−1

, n = 0, 1, . . . (7.1)

x

n+1

=

βx

n

A +Bx

n

+Cx

n−1

, n = 0, 1, . . . (7.2)

and

x

n+1

=

γx

n−1

A +Bx

n

+Cx

n−1

, n = 0, 1, . . . . (7.3)

Please recall our classiﬁcation convention in which all the parameters in the above

(1, 3)-type equations are positive and that the initial conditions are nonnegative.

7.2 The Case β = γ = 0 : x

n+1

=

α

A+Bx

n

+Cx

n−1

This is the (1, 3)-type Eq.(7.1) which by the change of variables

x

n

=

α

A

y

n

reduces to the diﬀerence equation

y

n+1

=

1

1 +py

n

+qy

n−1

, n = 0, 1, . . . (7.4)

where

p =

αB

A

2

and q =

αC

A

2

.

131

132 Chapter 7. (1, 3)-Type Equations

One can easily see that the positive equilibrium of Eq(7.4) is locally asymptotically stable

for all values of the parameters and that Eq(7.4) has no prime period two solutions.

The following result is now a straightforward consequence of either the stability

trichotomy Theorem 1.4.4, or Theorem 1.4.7 in the interval [0, 1].

Theorem 7.2.1 The positive equilibrium of Eq(7.4) is globally asymptotically stable.

7.3 The Case α = γ = 0 : x

n+1

=

βx

n

A+Bx

n

+Cx

n−1

This is the (1, 3)-type Eq(7.2) which by the change of variables

x

n

=

A

C

y

n

reduces to the diﬀerence equation

y

n+1

=

y

n

1 +py

n

+qy

n−1

, n = 0, 1, . . . (7.5)

where

p =

β

A

and q =

B

C

.

Eq(7.5) always has zero as an equilibrium point and when

p > 1

it also has the unique positive equilibrium point

y =

p −1

q + 1

.

The following result is a straightforward consequence of Theorem 1.3.1.

Theorem 7.3.1 Assume

p ≤ 1.

Then the zero equilibrium of Eq(7.5) is globally asymptotically stable.

The following result is a straightforward consequence of Theorem 1.4.2. It also follows

by applying Theorem 1.4.5 in the interval [0,

p

q

].

Theorem 7.3.2 Assume that y

−1

, y

0

∈ (0, ∞) and

p > 1.

Then the positive equilibrium of Eq(7.5) is globally asymptotically stable.

7.4. The Case α = β = 0 : x

n+1

=

γx

n−1

A+Bx

n

+Cx

n−1

133

7.4 The Case α = β = 0 : x

n+1

=

γx

n−1

A+Bx

n

+Cx

n−1

This is the (1, 3)-type Eq(7.3) which by the change of variables

x

n

=

γ

C

y

n

reduces to the equation

y

n+1

=

y

n−1

p +qy

n

+y

n−1

, n = 0, 1, . . . (7.6)

where

p =

A

γ

and q =

B

C

.

Eq(7.6) always has the zero equilibrium and when

p < 1

it also has the unique positive equilibrium

y =

1 −p

1 +q

.

The subsequent result is a straightforward application of Theorems 1.1.1 and 1.3.1.

Theorem 7.4.1 (a) The zero equilibrium of Eq(7.6) is globally asymptotically stable

when

p ≥ 1

and is unstable (a repeller) when

p < 1.

(b) Assume that p < 1. Then the positive equilibrium of Eq(7.6) is locally asymptot-

ically stable when

q < 1

and is unstable (a saddle point) when

q > 1.

Concerning prime period-two solutions one can see that Eq(7.6) has a prime period-

two solution

. . . , φ, ψ, φ, ψ, . . .

if and only if

p < 1.

134 Chapter 7. (1, 3)-Type Equations

Furthermore when

p < 1 and q = 1

the only prime period-two solution is

. . . , 0, 1 −p, 0, 1 −p, . . . .

On the other hand, when

p < 1 and q = 1

all prime period-two solutions of Eq(7.6) are given by

. . . , φ, 1 −p −φ, φ, 1 −p −φ, . . .

with

0 ≤ φ ≤ 1 −p and φ =

1 −p

2

.

Theorem 7.4.2 Assume that

p < 1 and q > 1. (7.7)

Then the period-two solution

. . . , 0, 1 −p, 0, 1 −p, . . . (7.8)

of Eq(7.6) is locally asymptotically stable.

Proof. It follows from Section 2.6 that here

J

T

2

0

1 −p

=

1

p+q(1−p)

0

−

q(1−p)

p+q(1−p)

p

and in view of (7.7) both eigenvalues of J

T

2

0

1 −p

**lie in the disk |λ| < 1. Therefore
**

the prime period-two solution (7.8) is locally asymptotically stable. 2

7.5 Open Problems and Conjectures

Conjecture 7.5.1 Assume

p, q ∈ (0, 1).

Show that every positive solution of Eq(7.6) has a ﬁnite limit.

7.5. Open Problems and Conjectures 135

Conjecture 7.5.2 Assume

p < 1 and q ≥ 1.

Show that every positive solution of Eq(7.6) converges to a, not necessarily prime, period-

two solution.

Open Problem 7.5.1 Assume

p ∈ (0, 1) and q ∈ (1, ∞).

Find the basin of attraction of the two cycle

. . . , 0, 1 −p, 0, 1 −p, . . .

of Eq(7.6).

Open Problem 7.5.2 Investigate the asymptotic character and the periodic nature of

all positive solutions of the diﬀerence equation

x

n+1

=

x

n−2

1 +px

n

+qx

n−1

+x

n−2

, n = 0, 1, . . .

where

p, q ∈ [0, ∞).

Extend and generalize.

Open Problem 7.5.3 For each of the equations given below, ﬁnd the set G of all points

(x

−1

, x

0

) ∈ R ×R through which the equation is well deﬁned for all n ≥ 0:

x

n+1

=

1

1 +x

n

+x

n−1

(7.9)

x

n+1

=

x

n

1 +x

n

+x

n−1

(7.10)

x

n+1

=

x

n−1

1 +x

n

+x

n−1

. (7.11)

Now for each of the equations (7.9)-(7.11), let (x

−1

, x

0

) ∈ G be an initial point

through which the corresponding equation is well deﬁned for all n ≥ 0, and investigate

the long term-behavior of the solution {x

n

}

∞

n=−1

.

136 Chapter 7. (1, 3)-Type Equations

Open Problem 7.5.4 Assume that {p

n

}

∞

n=0

and {q

n

}

∞

n=0

are convergent sequences of

nonnegative real numbers with ﬁnite limits,

p = lim

n→∞

p

n

and q = lim

n→∞

q

n

.

Investigate the asymptotic behavior and the periodic nature of all positive solutions of

each of the following three diﬀerence equations:

y

n+1

=

1

1 +p

n

y

n

+q

n

y

n−1

, n = 0, 1, . . . (7.12)

y

n+1

=

y

n

1 +p

n

y

n

+q

n

y

n−1

, n = 0, 1, . . . (7.13)

y

n+1

=

y

n−1

p

n

+q

n

y

n

+y

n−1

, n = 0, 1, . . . . (7.14)

Open Problem 7.5.5 Assume that {p

n

}

∞

n=0

and {q

n

}

∞

n=0

are period-two sequences of

nonnegative real numbers. Investigate the global character of all positive solutions of

Eqs(7.12)-(7.14). Extend and generalize.

Chapter 8

(3, 1)-Type Equations

8.1 Introduction

Eq(1) contains the following three equations of the (1, 3)-type:

x

n+1

=

α +βx

n

+γx

n−1

A

, n = 0, 1, . . . (8.1)

x

n+1

=

α +βx

n

+γx

n−1

Bx

n

, n = 0, 1, . . . (8.2)

and

x

n+1

=

α +βx

n

+γx

n−1

Cx

n−1

, n = 0, 1, . . . . (8.3)

Please recall our classiﬁcation convention in which all parameters that appear in these

equations are positive, the initial conditions are nonnegative, and the denominators are

always positive.

Eq(8.1) is a linear diﬀerence equation and can be solved explicitly.

Eq(8.2) by the change of the variables

x

n

= y

n

+

β

B

,

is reduced to a (2, 2)-type equation of the form of Eq(6.4) (see Section 6.5), namely,

y

n+1

=

(α +

βγ

B

) +γy

n−1

β +By

n

, n = 0, 1, . . . .

Eq(8.3) by the change of the variables

x

n

= y

n

+

γ

C

,

137

138 Chapter 8. (3, 1)-Type Equations

is reduced to a (2, 2)-type equation of the form of Eq(6.2) (see Section 6.3) namely,

y

n+1

=

(α +

βγ

C

) +βy

n

γ +Cy

n−1

, n = 0, 1, . . . .

Hence there is nothing else remaining to do about these equations other than to pose

some Open Problems and Conjectures.

8.2 Open Problems and Conjectures

Open Problem 8.2.1 Assume γ > β. Determine the set of initial conditions (x

−1

, x

0

) ∈

(0, ∞) ×(0, ∞) through which the solutions of Eq(8.2) are bounded.

Open Problem 8.2.2 (a) Assume γ = β and let

. . . , φ, ψ, φ, ψ, . . . (8.4)

be a period-two solution of Eq(8.2). Determine the basin of attraction of (8.4).

(b) Let {x

n

}

∞

n=−1

be a positive solution of Eq(8.2) which converges to (8.4). Determine

the values of φ and ψ in terms of the initial conditions x

−1

and x

0

.

Conjecture 8.2.1 Show that every positive solution of Eq(8.3) converges to the positive

equilibrium of the equation.

Open Problem 8.2.3 Determine the set G of all initial points (x

−1

, x

0

) ∈ R × R

through which the equation

x

n+1

=

1 +x

n

+x

n−1

x

n

is well deﬁned for all n and for these initial points determine the long-term behavior of

the solutions {x

n

}

∞

n=−1

.

Open Problem 8.2.4 Determine the set G of all initial points (x

−1

, x

0

) ∈ R × R

through which the equation

x

n+1

=

1 +x

n

+x

n−1

x

n−1

is well deﬁned for all n and for these initial points determine the long-term behavior of

the solutions {x

n

}

∞

n=−1

.

8.2. Open Problems and Conjectures 139

Open Problem 8.2.5 Assume that {p

n

}

∞

n=0

and {q

n

}

∞

n=0

are convergent sequences of

nonnegative real numbers with ﬁnite limits,

p = lim

n→∞

p

n

and q = lim

n→∞

q

n

.

Investigate the asymptotic behavior and the periodic nature of all positive solutions of

each of the following two diﬀerence equations:

y

n+1

=

p

n

+x

n

+x

n−1

q

n

x

n

, n = 0, 1, . . . (8.5)

y

n+1

=

p

n

+x

n

+x

n−1

q

n

x

n−1

, n = 0, 1, . . . . (8.6)

Open Problem 8.2.6 Assume that {p

n

}

∞

n=0

and {q

n

}

∞

n=0

are period-two sequences of

nonnegative real numbers. Investigate the global character of all positive solutions of

Eqs(8.5) and (8.6). Extend and generalize.

Chapter 9

(2, 3)-Type Equations

9.1 Introduction

Eq(1) contains the following three equations of the (2, 3)-type:

x

n+1

=

α + βx

n

A + Bx

n

+ Cx

n−1

, n = 0, 1, . . . (9.1)

x

n+1

=

α + γx

n−1

A + Bx

n

+ Cx

n−1

, n = 0, 1, . . . (9.2)

and

x

n+1

=

βx

n

+ γx

n−1

A + Bx

n

+ Cx

n−1

, n = 0, 1, . . . . (9.3)

Please recall our classiﬁcation convention in which all the parameters in the above

(2, 3)-type equations are positive and the initial conditions are nonnegative.

9.2 The Case γ = 0 : x

n+1

=

α+βx

n

A+Bx

n

+Cx

n−1

This is the (2, 3)-type Eq(9.1) which by the change of variables

x

n

=

A

B

y

n

reduces to the diﬀerence equation

y

n+1

=

p + qy

n

1 + y

n

+ ry

n−1

, n = 0, 1, . . . (9.4)

where

p =

αB

A

2

, q =

β

A

, and r =

C

B

.

141

142 Chapter 9. (2, 3)-Type Equations

(Eq(9.4) was investigated in [51].)

Here we make some simple observations about linearized stability, invariant intervals,

and the convergence of solutions in certain regions of initial conditions.

Eq(9.4) has a unique equilibrium y which is positive and is given by

y =

q −1 +

(q −1)

2

+ 4p(r + 1)

2(r + 1)

.

By employing the linearized stability Theorem 1.1.1, we obtain the following result:

Theorem 9.2.1 The equilibrium y of Eq(9.4) is locally asymptotically stable for all

values of the parameters p, q and r.

9.2.1 Boundedness of Solutions

We will prove that all solutions of Eq(9.4) are bounded.

Theorem 9.2.2 Every solution of Eq(9.4) is bounded from above and from below by

positive constants.

Proof. Let {y

n

} be a solution of Eq(9.4). Clearly, if the solution is bounded from above

by a constant M, then

y

n+1

≥

p

1 + (1 + r)M

and so it is also bounded from below. Now assume for the sake of contradiction that the

solution is not bounded from above. Then there exists a subsequence {y

1+n

k

}

∞

k=0

such

that

lim

k→∞

n

k

= ∞, lim

k→∞

y

1+n

k

= ∞, and y

1+n

k

= max{y

n

: n ≤ n

k

} for k ≥ 0.

From (9.4) we see that

y

n+1

< qy

n

+ p for n ≥ 0

and so

lim

k→∞

y

n

k

= lim

k→∞

y

n

k

−1

= ∞.

Hence for suﬃciently large k,

0 < y

1+n

k

−y

n

k

=

p + [(q −1) −y

n

k

−ry

n

k

−1

]y

n

k

1 + y

n

k

+ ry

n

k

−1

< 0

which is a contradiction and the proof is complete. 2

The above proof has an advantage that extends to several equations of the form

of Eq(9.1) with nonnegative parameters. The boundedness of solutions of the special

9.2. The Case γ = 0 : x

n+1

=

α+βx

n

A+Bx

n

+Cx

n−1

143

equation (9.4) with positive parameters immediately follows from the observation that

if

M = max{1, p, q}

then

y

n+1

≤

M + My

n

1 + y

n

= M for n ≥ 0.

9.2.2 Invariant Intervals

The following result, which can be established by direct calculation, gives a list of in-

variant intervals for Eq(9.4). Recall that I is an invariant interval, if whenever,

y

N

, y

N+1

∈ I for some integer N ≥ 0,

then

y

n

∈ I for n ≥ N.

Lemma 9.2.1 Eq(9.4) possesses the following invariant intervals:

(a)

0,

q −1 +

(q −1)

2

+ 4p

2

¸

¸

, when p ≤ q;

(b)

¸

p −q

qr

, q

¸

, when q < p < q(rq + 1);

(c)

¸

q,

p −q

qr

¸

, when p > q(rq + 1).

Proof.

(a) Set

g(x) =

p + qx

1 + x

and b =

q −1 +

(q −1)

2

+ 4p

2

and observe that g is an increasing function and g(b) ≤ b. Using Eq(9.4) we see

that when y

k−1

, y

k

∈ [0, b], then

y

k+1

=

p + qy

k

1 + y

k

+ ry

k−1

≤

p + qy

k

1 + y

k

= g(y

k

) ≤ g(b) ≤ b.

The proof follows by induction.

144 Chapter 9. (2, 3)-Type Equations

(b) It is clear that the function

f(x, y) =

p + qx

1 + x + ry

is increasing in x for y >

p−q

qr

. Using Eq(9.4) we see that when y

k−1

, y

k

∈

p−q

qr

, q

,

then

y

k+1

=

p + qy

k

1 + y

k

+ ry

k−1

= f(y

k

, y

k−1

) ≤ f

q,

p −q

qr

= q.

Also by using the condition p < q(rq + 1) we obtain

y

k+1

=

p + qy

k

1 + y

k

+ ry

k−1

= f(y

k

, y

k−1

) ≥ f

p −q

qr

, q

=

q(pr + p −q)

(rq)

2

+ rq + p −q

>

p −q

qr

.

The proof follows by the induction.

(c) It is clear that the function

f(x, y) =

p + qx

1 + x + ry

is decreasing in x for y <

p−q

qr

. Using Eq(9.4) we see that when y

k−1

, y

k

∈

q,

p−q

qr

,

then

y

k+1

=

p + qy

k

1 + y

k

+ ry

k−1

= f(y

k

, y

k−1

) ≥ f

p −q

qr

,

p −q

qr

= q.

Also by using the condition p > q(rq + 1) we obtain

y

k+1

=

p + qy

k

1 + y

k

+ ry

k−1

= f(y

k

, y

k−1

) ≤ f(q, q) =

p + q

2

1 + (r + 1)q

<

p −q

qr

.

The proof follows by induction.

2

9.2.3 Semicycle Analysis

Let {y

n

}

∞

n=−1

be a solution of Eq(9.4). Then the following identitites are true for n ≥ 0:

y

n+1

−q =

qr(

p−q

qr

−y

n−1

)

1 + y

n

+ ry

n−1

, (9.5)

y

n+1

−

p −q

qr

=

qr

q −

p−q

qr

y

n

+ qr

y

n−1

−

p−q

qr

+ pr(q −y

n−1

)

qr(1 + y

n

+ ry

n−1

)

, (9.6)

y

n

−y

n+4

=

9.2. The Case γ = 0 : x

n+1

=

α+βx

n

A+Bx

n

+Cx

n−1

145

qr

y

n

−

p−q

qr

y

n+1

+ (y

n

−q)(y

n+1

y

n+3

+ y

n+3

+ y

n+1

+ ry

n

y

n+3

) + y

n

+ ry

2

n

−p

(1 + y

n+3

)(1 + y

n+1

+ ry

n

) + r(p + qy

n+1

)

,

(9.7)

y

n+1

−y =

(y −q)(y −y

n

) + yr(y −y

n−1

)

1 + y

n

+ ry

n−1

. (9.8)

The proofs of the following two lemmas are straightforward consequences of the Identities

(9.5)- (9.8) and will be omitted.

Lemma 9.2.2 Assume

p > q(qr + 1)

and let {y

n

}

∞

n=−1

be a solution of Eq(9.4). Then the following statements are true:

(i) If for some N ≥ 0, y

N

>

p−q

qr

, then y

N+2

< q;

(ii) If for some N ≥ 0, y

N

=

p−q

qr

, then y

N+2

= q;

(iii) If for some N ≥ 0, y

N

<

p−q

qr

, then y

N+2

> q;

(iv) If for some N ≥ 0, q < y

N

<

p−q

qr

, then q < y

N+2

<

p−q

qr

;

(v) If for some N ≥ 0, y ≥ y

N−1

and y ≥ y

N

, then y

N+1

≥ y;

(vi) If for some N ≥ 0, y < y

N−1

and y < y

N

, then y

N+1

< y;

(vii) q < y <

p−q

qr

.

Lemma 9.2.3 Assume

q < p < q(qr + 1)

and let {y

n

}

∞

n=−1

be a solution of Eq(9.4). Then the following statements are true:

(i) If for some N ≥ 0, y

N

<

p−q

qr

, then y

N+2

> q;

(ii) If for some N ≥ 0, y

N

=

p−q

qr

, then y

N+2

= q;

(iii) If for some N ≥ 0, y

N

>

p−q

qr

, then y

N+2

< q;

(iv) If for some N ≥ 0, y

N

>

p−q

qr

and y

N

< q then q > y

N+2

>

p−q

qr

;

(v)

p−q

qr

< y < q.

146 Chapter 9. (2, 3)-Type Equations

Lemma 9.2.4 Assume

p = q(qr + 1)

and let {y

n

}

∞

n=−1

be a solution of Eq(9.4). Then

y

n+1

−q =

qr

1 + y

n

+ ry

n−1

(q −y

n−1

). (9.9)

Furthermore when qr < 1, then

lim

n→∞

y

n

= y. (9.10)

Proof. Identity (9.9) follows by straightforward computation. The limit (9.10) is a

consequence of the fact that in this case qr ∈ (0, ∞) and Eq(9.4) has no period-two

solution. 2

Here we present a semicycle analysis of the solutions of Eq(9.4) when p = q(1 +rq).

In this case Eq(9.4) becomes

y

n+1

=

q + rq

2

+ qy

n

1 + y

n

+ ry

n−1

, n = 0, 1, . . .

and the only equilibrium point is y = q.

Theorem 9.2.3 Suppose that p = q + rq

2

and let {y

n

}

∞

n=−1

be a nontrivial solution of

Eq(9.4). Then this solution is oscillatory and the sum of the lengths of two consecutive

semicycles, excluding the ﬁrst, is equal to four. More precisely, the following statements

are true for all k ≥ 0:

(i)

y

−1

> q and y

0

≤ q =⇒y

4k−1

> q, y

4k

≤ 1, y

4k+1

< q, and y

4k+2

≥ q;

(ii)

y

−1

< q and y

0

≥ q =⇒y

4k−1

< q, y

4k

≥ 1, y

4k+1

> q, and y

4k+2

≤ q;

(iii)

y

−1

> q and y

0

≥ q =⇒y

4k−1

> q, y

4k

≥ 1, y

4k+1

< q, and y

4k+2

≤ q;

(iv)

y

−1

< q and y

0

≤ q =⇒y

4k−1

< q, y

4k

≤ 1, y

4k+1

> q, and y

4k+2

≥ q.

Proof. The proof follows from identity (9.5). 2

9.2. The Case γ = 0 : x

n+1

=

α+βx

n

A+Bx

n

+Cx

n−1

147

9.2.4 Global Asymptotic Stability

The following lemma establishes that when p = q(qr + 1), every solution of Eq(9.4)

is eventually trapped into one of the three invariant intervals of Eq(9.4) described in

Lemma 9.2.1. More precisely, the following is true:

Lemma 9.2.5 Let I denote the interval which is deﬁned as follows:

I =

[0,

q−1+

√

(q−1)

2

+4p

2

] if p ≤ q;

[

p−q

qr

, q] if q < p < q(qr + 1);

[q,

p−q

qr

] if p > q(qr + 1).

Then every solution of Eq(9.4) lies eventually in I.

Proof. Let {y

n

}

∞

n=−1

be a solution of Eq(9.4). First assume that

p ≤ q.

Then clearly, y ∈ I. Set

b =

q −1 +

(q −1)

2

+ 4p

2

and observe that

y

n+1

−b =

(q −p)(y

n

−b) −r(p + qb)y

n−1

(1 + y

n

+ ry

n−1

)(1 + b)

, n ≥ 0.

Hence, if for some N, y

N

≤ b, then y

N+1

< b. Now assume for the sake of contradiction

that

y

n

> b for n > 0.

Then y

n

> y for n ≥ 0 and so

lim

n→∞

y

n

= y ∈ I

which is a contradiction.

Next assume that

q < p < q(qr + 1)

and, for the sake of contradiction, also assume that the solution {y

n

}

∞

n=−1

is not even-

tually in the interval I. Then by Lemma 9.2.3, there exists N > 0 such that one of the

following three cases holds:

(i) y

N

> q, y

N+1

> q, and y

N+2

<

p−q

qr

;

(ii) y

N

> q, y

N+1

<

p−q

qr

, and y

N+2

<

p−q

qr

;

148 Chapter 9. (2, 3)-Type Equations

(iii) y

N

> q,

p−q

qr

≤ y

N+1

≤ q, and y

N+2

<

p−q

qr

.

Also observe that

if y

N

≥ q, then y

N

+ ry

2

N

−p > 0

and

if y

N

≤

p−q

qr

, then y

N

+ ry

2

N

−p < 0.

The desired contradiction is now obtained by using the Identity (9.7) from which it

follows that for j ∈ {0, 1, 2, 3}, each subsequence {y

n+4k+j

}

∞

k=0

with all its terms outside

the interval I converges monotonically and enters in the interval I.

The proof when

p > q(qr + 1)

is similar and will be omitted. 2

By using the monotonic character of the function

f(x, y) =

p + qx

1 + x + ry

in each of the intervals in Lemma 9.2.1, together with the appropriate convergence

Theorems 1.4.7 and 1.4.5, we can obtain some global asymptotic stability results for the

solutions of Eq(9.4). For example, the following results are true for Eq(9.4):

Theorem 9.2.4 (a) Assume that either

p ≥ q + q

2

r,

or

p <

q

1 + r

.

Then the equilibrium y of Eq(9.4) is globally asymptotically stable.

(b) Assume that either

p ≤ q

or

q < p < q + q

2

r

and that one of the following conditions is also satisﬁed:

(i) q ≤ 1;

(ii) r ≤ 1;

(iii) r > 1 and (q −1)

2

(r −1) ≤ 4p.

Then the equilibrium y of Eq(9.4) is globally asymptotically stable.

Proof.

9.3. The Case β = 0 : x

n+1

=

α+γx

n−1

A+Bx

n

+Cx

n−1

149

(a) The proof follows from Lemmas 9.2.1 and 9.2.4 and Theorems 1.4.7 and 1.4.2.

(b) In view of Lemma 9.2.1 we see that when y

−1

, y

0

∈

¸

0,

q−1+

√

(q−1)

2

+4p

2

, then y

n

∈

¸

0,

q−1+

√

(q−1)

2

+4p

2

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

¸

0,

q−1+

√

(q−1)

2

+4p

2

**and that in the interval
**

¸

0,

q−1+

√

(q−1)

2

+4p

2

**, the function f increases in x and
**

decreases in y.

We will employ Theorem 1.4.5 and so it remains to be shown that if

m = f(m, M) and M = f(M, m)

then M = m. This system has the form

m =

p + qm

1 + m + rM

and M =

p + qM

1 + M + rm

.

Hence (M −m)(1 −q + M + m) = 0. Now if m + M = q −1, then M = m. For

instance, this is the case if Condition (i) is satisﬁed. If m + M = q − 1 then m

and M satisfy the equation

(r −1)m

2

+ (r −1)(1 −q)m + p = 0.

Clearly now if Condition (ii) or (iii) is satisﬁed, m = M from which the result

follows.

The proof when q < p < q + q

2

r holds follows from Lemma 9.2.1 and Theorem

1.4.5.

2

9.3 The Case β = 0 : x

n+1

=

α+γx

n−1

A+Bx

n

+Cx

n−1

This is the (2, 3)-type Eq(9.2) which by the change of variables

x

n

=

A

B

y

n

reduces to the diﬀerence equation

y

n+1

=

p + qy

n−1

1 + y

n

+ ry

n−1

, n = 0, 1, . . . (9.11)

where

p =

αB

A

2

, q =

γ

A

, and r =

C

B

.

150 Chapter 9. (2, 3)-Type Equations

This equation has not been investigated yet. Here we make some simple observations

about linearized stability, invariant intervals, and the convergence of solutions in certain

regions of initial conditions.

Eq(9.11) has a unique equilibrium y which is positive and is given by

y =

q −1 +

(q −1)

2

+ 4p(r + 1)

2(r + 1)

.

By employing the linearized stability Theorem 1.1.1 we obtain the following result.

Theorem 9.3.1 (a) The equilibrium y of Eq(9.11) is locally asymptotically stable when

either

q ≤ 1

or

q > 1 and (r −1)(q −1)

2

+ 4pr

2

> 0.

(b) The equilibrium y of Eq(9.11) is unstable, and more precisely a saddle point,

when

q > 1 and (r −1)(q −1)

2

+ 4pr

2

< 0. (9.12)

9.3.1 Existence and Local Stability of Period-Two Cycles

Let

. . . , φ, ψ, φ, ψ, . . .

be a period-two cycle of Eq(9.11). Then

φ =

p + qφ

1 + ψ + rφ

and ψ =

p + qψ

1 + φ + rψ

.

It now follows after some calculation that the following result is true.

Lemma 9.3.1 Eq(9.11) has a prime period-two solution

. . . , φ, ψ, φ, ψ, . . .

if and only if (9.12) holds.

Furthermore when (9.12) holds, the period-two solution is “unique” and the values

of φ and ψ are the positive roots of the quadratic equation

t

2

−

q −1

r

t +

p

1 −r

= 0.

9.3. The Case β = 0 : x

n+1

=

α+γx

n−1

A+Bx

n

+Cx

n−1

151

To investigate the local stability of the two cycle

. . . , φ, ψ, φ, ψ, . . .

we set

u

n

= y

n−1

and v

n

= y

n

, for n = 0, 1, . . .

and write Eq(9.11) in the equivalent form:

u

n+1

= v

n

v

n+1

=

p+qu

n

1+v

n

+ru

n

, n = 0, 1, . . . .

Let T be the function on (0, ∞) ×(0, ∞) deﬁned by:

T

u

v

=

v

p+qu

1+v+ru

.

Then

φ

ψ

**is a ﬁxed point of T
**

2

, the second iterate of T. By a simple calculation we ﬁnd that

T

2

u

v

=

g(u, v)

h(u, v)

where

g(u, v) =

p + qu

1 + v + ru

and h(u, v) =

p + qv

1 + g(u, v) + rv

.

Clearly the two cycle is locally asymptotically stable when the eigenvalues of the

Jacobian matrix J

T

2, evaluated at

φ

ψ

**, lie inside the unit disk.
**

We have

J

T

2

φ

ψ

=

¸

¸

∂g

∂u

(φ, ψ)

∂g

∂v

(φ, ψ)

∂h

∂u

(φ, ψ)

∂h

∂v

(φ, ψ)

¸

,

where

∂g

∂u

(φ, ψ) =

q −pr + qψ

(1 + ψ + rφ)

2

,

∂g

∂v

(φ, ψ) =

−p −qφ

(1 + ψ + rφ)

2

,

152 Chapter 9. (2, 3)-Type Equations

∂h

∂u

(φ, ψ) =

(p + qψ)(pr −q −qψ)

(1 + ψ + rφ)

2

(1 + φ + rψ)

2

,

∂h

∂v

(φ, ψ) =

(p + qψ)(p + qφ)

(1 + ψ + rφ)

2

(1 + φ + rψ)

2

+

q −pr + qφ

(1 + φ + rψ)

2

.

Set

S =

∂g

∂u

(φ, ψ) +

∂h

∂v

(φ, ψ)

and

D =

∂g

∂u

(φ, ψ)

∂h

∂v

(φ, ψ) −

∂g

∂v

(φ, ψ)

∂h

∂u

(φ, ψ).

Then it follows from Theorem 1.1.1 that both eigenvalues of J

T

2

φ

ψ

**lie inside the
**

unit disk |λ| < 1, if and only if

|S| < 1 +D < 2. (9.13)

Inequality (9.13) is equivalent to the following three inequalities:

D < 1 (9.14)

S < 1 +D (9.15)

−1 −D < S. (9.16)

First we will establish Inequality (9.14). This inequality is equivalent to

(q −pr + qφ) (q −pr + qψ) −(1 + ψ + rφ)

2

(1 + φ + rψ)

2

< 0.

Observe that,

(q −pr + qφ) (q −pr + qψ) = (q −pr)

2

+ q(q −pr)(φ + ψ) + q

2

φψ =

=

−2q

2

r + q

2

r

2

+ 3qpr

2

−2qpr

3

−p

2

r

3

+ p

2

r

4

−q

3

+ rq

3

+ q

2

−pr

2

q

2

−qpr

r (−1 + r)

and that

(1 + ψ + rφ)

2

(1 + φ + rψ)

2

=

1 + φ + rψ + ψ + ψφ + rψ

2

+ rφ + φ

2

r + r

2

φψ

2

=

−pr

2

+ qr + pr −q + q

2

r

2

.

Thus

9.3. The Case β = 0 : x

n+1

=

α+γx

n−1

A+Bx

n

+Cx

n−1

153

(q −pr + qφ) (q −pr + qψ) −(1 + ψ + rφ)

2

(1 + φ + rψ)

2

=

−pr

3

q

2

+ 2q

2

r −q

2

r

2

−q

2

+ 3p

2

r

3

−2p

2

r

4

−3rq

3

+ 3qpr

3

−5qpr

2

r

2

(1 −r)

+

2qpr + 4pr

2

q

2

+ 2q

3

+ q

4

r −p

2

r

2

−2prq

2

−q

4

+ r

2

q

3

r

2

(1 −r)

=

(2r

2

p −rp + q −q

2

−qr + q

2

r) (−r

2

p + rp −q + q

2

+ qr)

r

2

(1 −r)

.

Note that

−r

2

p + rp −q + q

2

+ qr = rp(1 −r) + q(q −1) + qr > 0.

Also by using Condition (9.12) we see that

(r −1)(q −1)

2

+ 4pr

2

= q

2

r −2qr + r −q

2

+ 2q −1 + 4r

2

p < 0

and so

2r

2

p −rp + q −q

2

−qr + q

2

r < 2r

2

p −rp + q −qr + 2qr −r −2q + 1 −4r

2

p

= −2r

2

p −rp −q + qr −r + 1 = −2r

2

p −rp + (r −1) (q −1) < 0

from which the result follows.

Next we turn to Inequality (9.15). This inequality is equivalent to

(q −pr + qψ)(1 + φ + rψ)

2

+ (p + qψ)(p + qφ) + (q −pr + qφ)(1 + ψ + rφ)

2

−(q −pr + qφ) (q −pr + qψ) −(1 + ψ + rφ)

2

(1 + φ + rψ)

2

< 0.

After some lengthy calculation one can see that this inequality is a consequence of

Condition (9.12).

Finally Inequality (9.16) is equivalent to

(q −pr + qψ)(1 + φ + rψ)

2

+ (p + qψ)(p + qφ) + (q −pr + qφ)(1 + ψ + rφ)

2

+(q −pr + qφ) (q −pr + qψ) + (1 + ψ + rφ)

2

(1 + φ + rψ)

2

> 0.

After some lengthy calculation one can see that this inequality is also a consequence

of Condition (9.12).

In summary, we have established the following result:

154 Chapter 9. (2, 3)-Type Equations

Theorem 9.3.2 Eq(9.11) has a unique prime period-two solution

. . . , φ, ψ, φ, ψ, . . .

if and only if (9.12) holds.

Furthermore when (9.12) holds, this period-two solution is locally asymptotically sta-

ble.

9.3.2 Invariant Intervals

The following result, which can be established by direct calculation, gives a list of in-

variant intervals for Eq(9.11).

Lemma 9.3.2 Eq(9.11) possesses the following invariant intervals:

(a)

0,

q −1 +

(q −1)

2

+ 4pr

2r

¸

¸

when pr ≤ q;

(b)

¸

pr −q

q

,

q

r

¸

when 1 < q < pr < q +

q

2

r

−

q

r

;

(c)

¸

q

r

,

pr −q

q

¸

when pr ≥ q +

q

2

r

.

Proof.

(a) Set

g(x) =

p + qx

1 + rx

and b =

q −1 +

(q −1)

2

+ 4pr

2r

and observe that g is an increasing function and g(b) ≤ b. Using Eq(9.11) we see

that when y

k−1

, y

k

∈ [0, b], then

y

k+1

=

p + qy

k−1

1 + y

k

+ qy

k−1

≤

p + qy

k−1

1 + ry

k−1

= g(y

k−1

) ≤ g(b) ≤ b.

The proof follows by induction.

9.3. The Case β = 0 : x

n+1

=

α+γx

n−1

A+Bx

n

+Cx

n−1

155

(b) It is clear that the function

f(x, y) =

p + qy

1 + x + ry

is increasing in y for x >

pr−q

q

. Using Eq(9.11) we see that when y

k−1

, y

k

∈

pr−q

q

,

q

r

,

then

y

k+1

=

p + qy

k−1

1 + y

k

+ ry

k−1

= f(y

k

, y

k−1

) ≥ f

q

r

,

pr −q

q

≥

pr −q

q

.

Now by using the monotonic character of the function f(x, y) and the condition

q < pr < q +

q

2

r

we obtain

y

k+1

=

p + qy

k−1

1 + y

k

+ ry

k−1

= f(y

k

, y

k−1

) ≤ f

pr −q

q

,

q

r

=

q

r

.

The proof follows by induction.

(c) It is clear that the function

f(x, y) =

p + qy

1 + x + ry

is decreasing in y for x <

pr−q

q

. Using Eq(9.11) we see that when y

k−1

, y

k

∈

q

r

,

pr−q

q

, then

y

k+1

=

p + qy

k−1

1 + y

k

+ qy

k−1

= f(y

k

, y

k−1

) ≥ f

pr −q

q

,

pr −q

q

=

q

r

.

By using the fact that f(x, y) is decreasing in both arguments and the condition

pr > q +

q

r

2

we obtain

y

k+1

=

p + qy

k−1

1 + y

k

+ qy

k−1

= f(y

k

, y

k−1

) ≤ f

q

r

,

q

r

=

pr + q

2

r + (r + 1)q

<

pr −q

q

.

The proof follows by induction.

2

156 Chapter 9. (2, 3)-Type Equations

9.3.3 Convergence of Solutions

By using the monotonic character of the function

f(x, y) =

p + qy

1 + x + ry

in each of the intervals in Lemma 9.3.2, together with the appropriate convergence

theorem (from among Theorems 1.4.5-1.4.8) we can obtain some convergence results for

the solutions with initial conditions in the invariant intervals. For example, the following

results are true for Eq(9.11):

Theorem 9.3.3 Assume that

pr ≤ q

and that one of the following conditions is also satisﬁed:

(i) q ≤ 1;

(ii) r ≥ 1;

(iii) r < 1 and (r −1)(q −1)

2

+ 4pr

2

≥ 0.

Then every solution of Eq(9.11) with initial conditions in the invariant interval

0,

q −1 +

(q −1)

2

+ 4pr

2r

¸

¸

converges to the equilibrium y.

Proof. In view of Lemma 9.3.2 we see that when y

−1

, y

0

∈

¸

0,

q−1+

√

(q−1)

2

+4pr

2r

, then

y

n

∈

¸

0,

q−1+

√

(q−1)

2

+4pr

2r

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

¸

0,

q−1+

√

(q−1)

2

+4pr

2r

**and that in the interval
**

¸

0,

q−1+

√

(q−1)

2

+4pr

2r

**the function f decreases in x and increases
**

in y. The result now follows by employing Theorem 1.4.6.

2

Theorem 9.3.4 (a) Assume that 1 < q < pr < q+

q

2

r

−

q

r

and that one of the following

conditions is also satisﬁed:

(i) r ≥ 1;

(ii) r < 1 and (r −1)(q −1)

2

+ 4pr

2

≥ 0.

9.3. The Case β = 0 : x

n+1

=

α+γx

n−1

A+Bx

n

+Cx

n−1

157

Then every solution of Eq(9.11) with initial conditions in the invariant interval

¸

pr −q

q

,

q

r

¸

converges to the equilibrium y.

(b) Assume that pr > q +

q

2

r

. Then every solution of Eq(9.11) with initial conditions

in the invariant interval

¸

q

r

,

pr −q

q

¸

converges to the equilibrium y.

Proof.

(a) In view of Lemma 9.3.2 we conclude that y

n

∈

pr−q

q

,

q

r

**for all n ≥ 0. It is easy to
**

check that y ∈

pr−q

q

,

q

r

**and that the function f(x, y) decreases in x and increases
**

in y. The result now follows by employing Theorem 1.4.6.

(b) In view of Lemma 9.3.2 we conclude that y

n

∈

q

r

,

pr−q

q

**for all n ≥ 0. It is easy to
**

check that y ∈

q

r

,

pr−q

q

and that in the interval

q

r

,

pr−q

q

**the function f decreases
**

in both x and in y. The result now follows by employing Theorem 1.4.7.

2

9.3.4 Global Stability

By applying Theorem 1.4.3 to Eq(9.11), we obtain the following global asymptotic sta-

bility result.

Theorem 9.3.5 Assume

r ≥ 1 and pr ≤ q.

Then the positive equilibrium of Eq(9.11) is globally asymptotically stable.

9.3.5 Semicycle Analysis When pr = q +

q

2

r

Here we present a semicycle analysis of the solutions of Eq(9.11) when pr = q +

q

2

r

. In

this case Eq(9.11) becomes

y

n+1

=

qr + q

2

+ qr

2

y

n−1

r

2

+ r

2

y

n

+ r

3

y

n−1

, n = 0, 1, . . .

and the only positive equilibrium is y =

q

r

.

158 Chapter 9. (2, 3)-Type Equations

Theorem 9.3.6 Suppose that pr = q +

q

2

r

and let {y

n

}

∞

n=−1

be a nontrivial solution of

Eq(9.11). Then after the ﬁrst semicycle, the solution oscillates about the equilibrium y

with semicycles of length one.

Proof. The proof follows from the relation

y

n+1

−

q

r

= (

q

r

−y

n

)

qr

2

r

3

(1 + y

n

+ ry

n−1

)

.

2

9.4 The Case α = 0 : x

n+1

=

βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

This is the (2, 3)-type Eq(9.3) which by the change of variables

x

n

=

γ

C

y

n

,

reduces to the diﬀerence equation

y

n+1

=

py

n

+ y

n−1

r + qy

n

+ y

n−1

, n = 0, 1, . . . (9.17)

where

p =

β

γ

, q =

B

C

, and r =

A

γ

.

This equation has not been investigated yet. Here we make some simple observations

about linearized stability, invariant intervals, and the convergence of solutions in certain

regions of initial conditions.

The equilibrium points of Eq(9.17) are the nonnegative solutions of the equation

y =

(p + 1)y

r + (1 + q)y

.

Hence zero is always an equilibrium point and when

p + 1 > r, (9.18)

Eq(9.17) also possesses the unique positive equilibrium

y =

p + 1 −r

q + 1

.

The following theorem is a consequence of Theorem 1.1.1 and Theorem 1.3.1.

9.4. The Case α = 0 : x

n+1

=

βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

159

Theorem 9.4.1 (a) Assume that

p + 1 ≤ r.

Then the zero equilibrium of Eq(9.17) is globally asymptotically stable.

(b) Assume that

p + 1 > r.

Then the zero equilibrium of Eq(9.17) is unstable. Furthermore the zero equilibrium

is a saddle point when

1 −p < r < 1 + p

and a repeller when

r < 1 −p.

The linearized equation associated with Eq(9.17) about its positive equilibrium y is

z

n+1

−

p −q + qr

(p + 1)(q + 1)

z

n

−

q −p + r

(p + 1)(q + 1)

z

n−1

= 0, n = 0, 1, . . . .

The following result is a consequence of Theorem 1.1.1.

Theorem 9.4.2 Assume that (9.18) holds. Then the positive equilibrium of Eq(9.17)

is locally asymptotically stable when

q + r < 3p + 1 + qr + pq, (9.19)

and unstable (a saddle point) when

q + r > 3p + 1 + qr + pq. (9.20)

Concerning prime period-two solutions for Eq(9.17), it follows from Section 2.5 that the

following result is true.

Theorem 9.4.3 Eq(9.17) has a prime period-two solution

. . . φ, ψ, φ, ψ, . . .

if and only if (9.20) holds. Furthermore when (9.20) holds there is a unique period-two

solution and the values of φ and ψ are the positive roots of the quadratic equation

t

2

−(1 −p −r)t +

p(1 −p −r)

q −1

= 0.

160 Chapter 9. (2, 3)-Type Equations

9.4.1 Invariant Intervals

The following result, which can be established by direct calculation, gives a list of in-

variant intervals for Eq(9.17).

Lemma 9.4.1 Eq(9.17) possesses the following invariant intervals:

(a)

¸

0,

p + q −r

q + 1

¸

when p = q

2

and q

2

+ q > r

and

[0, K] when p = q

2

and q

2

+ q ≤ r,

where K > 0 is an arbitrary number;

(b)

¸

0,

qr

p −q

2

¸

when q

2

< p ≤ q

2

+ r and p + q > r,

[0, K] when q

2

< p ≤ q

2

+ r and p + q ≤ r,

where K > 0 is an arbitrary number

and

¸

qr

p −q

2

, K

1

¸

when p > q

2

+ r

where

K

1

=

(q −r)(p −q

2

) −qr +

((r −q)(p −q

2

) + qr)

2

+ 4q

3

r(p −q

2

)

2q(p −q

2

)

;

(c)

¸

0,

pr

q

2

−p

¸

when q

2

−qr ≤ p < q

2

and p + q > r,

[0, K] when q

2

−qr ≤ p < q

2

and p + q ≤ r,

where K > 0 is an arbitrary number

and

¸

pr

q

2

−p

, K

2

¸

when q

2

> p + qr,

where

K

2

=

(q −r)(q

2

−p) +

((q −r)(q

2

−p))

2

+ 4p

3

qr

2

2pqr

.

9.4. The Case α = 0 : x

n+1

=

βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

161

Proof.

(a) It is easy to see that when p = q

2

the function

f(x, y) =

px + qy

r + qx + y

is increasing in both arguments. Therefore for any K > 0,

0 ≤ f(x, y) ≤ f(K, K).

Now observe that the inequality f(K, K) ≤ K is equivalent to q

2

+q−r ≤ (q+1)K.

When q

2

+q ≤ r, this inequality is satisﬁed for any K > 0, while when q

2

+q > r

the inequality is true when

K ≥

p + q −r

q + 1

.

(b) It is clear that the function f(x, y) is increasing in both arguments for x <

qr

p−q

2

,

and it is increasing in x and decreasing in y for x ≥

qr

p−q

2

.

First assume that q

2

< p ≤ q

2

+ r .

Hence for y

k−1

, y

k

∈

0,

qr

p−q

2

we obtain

y

k+1

= f(y

k

, y

k−1

) ≤ f(K, K) = (p + q)K

1

r + (q + 1)K

≤ K,

where we set K =

qr

p−q

2

. The last inequality is always satisﬁed when p +q ≤ r and

when p + q > r, it is satisﬁed under the condition r + q

2

> p.

Second assume that p > q

2

+ r.

Then for y

k−1

, y

k

∈

qr

p−q

2

, K

1

**we can see that
**

f

qr

p −q

2

, K

1

≤ y

k+1

= f(y

k

, y

k−1

) ≤ f(K

1

,

qr

p −q

2

) ≤ K

1

.

(c) It is clear that the function f(x, y) is increasing in both arguments for y <

pr

q

2

−p

,

and it is increasing in y and decreasing in x for y ≥

pr

q

2

−p

.

First assume that q

2

−qr ≤ p < q

2

.

Then one can see that for y

k−1

, y

k

∈

0,

pr

q

2

−p

we obtain

y

k+1

= f(y

k

, y

k−1

) ≤ f(K, K) = (p + q)K

1

r + (q + 1)K

≤ K,

with K =

pr

q

2

−p

.

Second assume that p < q

2

−qr. Then for y

k−1

, y

k

∈

pr

q

2

−p

, K

2

**one can see that
**

f

pr

q

2

−p

, K

2

≤ y

k+1

= f(y

k

, y

k−1

) ≤ f

K

2

,

pr

q

2

−p

≤ K

2

.

2

162 Chapter 9. (2, 3)-Type Equations

9.4.2 Convergence of Solutions

By using the monotonic character of the function

f(x, y) =

px + qy

r + qx + y

in each of the intervals in Lemma 9.4.1, together with the appropriate convergence

theorem (from among Theorems 1.4.5-1.4.8), we can obtain some convergence results

for the solutions with initial conditions in the invariant intervals. For example, the

following results are true for Eq(9.17):

Theorem 9.4.4 (a) Assume that p = q

2

and q

2

+ q > r. Then every solution of

Eq(9.17) with initial conditions in the invariant interval

¸

0,

q

2

+ q −r

q + 1

¸

converges to the equilibrium y.

Assume that p = q

2

and q

2

+ q ≤ r. Then every solution of Eq(9.17) with initial

conditions in the interval [0, K], for any K > 0, converges to the equilibrium y.

(b) Assume that q

2

+r ≥ p > q

2

and p +q > r. Then every solution of Eq(9.17) with

initial conditions in the invariant interval

¸

0,

qr

p −q

2

¸

converges to the equilibrium y.

Assume that q

2

+r ≥ p > q

2

and p +q ≤ r. Then every solution of Eq(9.17) with

initial conditions in the interval [0, K], for any K > 0, converges to the equilibrium

y.

(c) Assume that q

2

−qr ≥ p < q

2

and p +q > r. Then every solution of Eq(9.17) with

initial conditions in the invariant interval

¸

0,

pr

q

2

−p

¸

converges to the equilibrium y.

Assume that q

2

−qr ≤ p < q

2

and p +q ≤ r. Then every solution of Eq(9.17) with

initial conditions in the interval [0, K], for any K > 0, converges to the equilibrium

y.

Proof. The proof is an immediate consequence of Lemma 9.4.1 and Theorem 1.4.8.

2

9.5. Open Problems and Conjectures 163

Theorem 9.4.5 Assume that

p > q

2

+ r

and that one of the following conditions is also satisﬁed:

(i) p ≤ q + r;

(ii) q ≥ 1;

(iii) q < 1 and p ≤

3q

2

+q−qr+r

1−q

.

Then every solution of Eq(9.11) with initial conditions in the invariant interval

qr

p−q

2

, K

1

**converges to the equilibrium y.
**

Proof. The proof is a consequence of Lemma 9.4.1 and Theorem 1.4.5.

2

Theorem 9.4.6 Assume that q

2

> p + qr and that Condition (9.20) is not satis-

ﬁed. Then every solution of Eq(9.11) with initial conditions in the invariant interval

qr

p−q

2

, K

2

**converges to the equilibrium y.
**

Proof. The proof is an immediate consequence of Lemma 9.4.1 and Theorem 1.4.6.

2

9.5 Open Problems and Conjectures

Conjecture 9.5.1 Assume

α, β, A, B, C ∈ (0, ∞).

Show that every positive solution of Eq(9.1) has a ﬁnite limit.

Conjecture 9.5.2 Assume

α, γ, A, B, C ∈ (0, ∞).

Show that every positive solution of Eq(9.2) is bounded.

Conjecture 9.5.3 Assume

β, γ, A, B, C ∈ (0, ∞).

Show that every positive solution of Eq(9.3) is bounded.

164 Chapter 9. (2, 3)-Type Equations

Conjecture 9.5.4 Assume

α, γ, A, B, C ∈ (0, ∞)

and suppose that Eq(9.2) has no prime period-two solutions. Show that the positive

equilibrium of Eq(9.2) is globally asymptotically stable.

Conjecture 9.5.5 Assume that x

−1

, x

0

∈ [0, ∞) with x

−1

+ x

0

> 0 and that

β, γ, A, B, C ∈ (0, ∞).

Suppose that Eq(9.3) has no prime period-two solutions. Show that the positive equilib-

rium of Eq(9.3) is globally asymptotically stable.

Open Problem 9.5.1 Determine the set G of all initial points (x

−1

, x

0

) ∈ R × R

through which the equation

x

n+1

=

x

n

+ x

n−1

1 + x

n

+ x

n−1

is well deﬁned for all n ≥ 0, and for these initial points investigate the long-term behavior

of the solutions {x

n

}

∞

n=−1

. Extend and generalize.

Open Problem 9.5.2 Determine the set G of all initial points (x

−1

, x

0

) ∈ R × R

through which the equation

x

n+1

=

1 + x

n

1 + x

n

+ x

n−1

is well deﬁned for all n ≥ 0, and for these initial points investigate the long-term behavior

of the solutions {x

n

}

∞

n=−1

. Extend and generalize.

Open Problem 9.5.3 Determine the set G of all initial points (x

−1

, x

0

) ∈ R × R

through which the equation

x

n+1

=

1 + x

n−1

1 + x

n

+ x

n−1

is well deﬁned for all n ≥ 0, and for these initial points investigate the long-term behavior

of the solutions {x

n

}

∞

n=−1

. Extend and generalize.

9.5. Open Problems and Conjectures 165

Open Problem 9.5.4 Assume that {p

n

}

∞

n=0

, {q

n

}

∞

n=0

, and {r

n

}

∞

n=0

are convergent se-

quences of nonnegative real numbers with ﬁnite limits,

p = lim

n→∞

p

n

, q = lim

n→∞

q

n

, and r = lim

n→∞

r

n

.

Investigate the asymptotic behavior and the periodic nature of all positive solutions of

each of the following three diﬀerence equations:

y

n+1

=

p

n

+ q

n

y

n

1 + y

n

+ r

n

y

n−1

, n = 0, 1, . . . (9.21)

y

n+1

=

p

n

+ q

n

y

n−1

1 + y

n

+ r

n

y

n−1

, n = 0, 1, . . . (9.22)

y

n+1

=

p

n

y

n

+ y

n−1

r

n

+ q

n

y

n

+ y

n−1

, n = 0, 1, . . . . (9.23)

Open Problem 9.5.5 Assume that {p

n

}

∞

n=0

, {q

n

}

∞

n=0

, and {r

n

}

∞

n=0

are period-two se-

quences of nonnegative real numbers. Investigate the global character of all positive

solutions of Eqs(9.21)-(9.23). Extend and generalize.

Open Problem 9.5.6 Assume that (9.12) holds. Investigate the basin of attraction of

the two cycle

. . . , φ, ψ, φ, ψ, . . .

of Eq(9.11).

Open Problem 9.5.7 Assume that (9.20) holds. Investigate the basin of attraction of

the two cycle

. . . , φ, ψ, φ, ψ, . . .

of Eq(9.17).

Conjecture 9.5.6 Assume that (9.20) holds. Show that the period-two solution

. . . , φ, ψ, φ, ψ, . . .

of Eq(9.17) is locally asymptotically stable.

166 Chapter 9. (2, 3)-Type Equations

Open Problem 9.5.8 Assume that

p, q, r ∈ [0, ∞) and k ∈ {2, 3, . . .}.

Investigate the global behavior of all positive solutions of each of the following diﬀerence

equations:

y

n+1

=

p + qy

n

1 + y

n

+ ry

n−k

, n = 0, 1, . . . (9.24)

y

n+1

=

p + qy

n−k

1 + y

n

+ ry

n−k

, n = 0, 1, . . . (9.25)

y

n+1

=

py

n

+ y

n−k

r + qy

n

+ y

n−k

, n = 0, 1, . . . . (9.26)

Chapter 10

(3, 2)-Type Equations

10.1 Introduction

Eq(1) contains the following three equations of the (3, 2)-type:

x

n+1

=

α + βx

n

+ γx

n−1

A + Bx

n

, n = 0, 1, . . . (10.1)

x

n+1

=

α + βx

n

+ γx

n−1

A + Cx

n−1

, n = 0, 1, . . . (10.2)

and

x

n+1

=

α + βx

n

+ γx

n−1

Bx

n

+ Cx

n−1

, n = 0, 1, . . . . (10.3)

Please recall our classiﬁcation convention in which all parameters that appear in these

equations are positive, the initial conditions are nonnegative, and the denominators are

always positive.

10.2 The Case C = 0 : x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

This is the (3, 2)-type Eq(10.1) which by the change of variables

x

n

=

A

B

y

n

reduces to the diﬀerence equation

y

n+1

=

p + qy

n

+ ry

n−1

1 + y

n

, n = 0, 1, . . . (10.4)

where

p =

αB

A

2

, q =

β

A

, and r =

γ

A

.

167

168 Chapter 10. (3, 2)-Type Equations

(Eq(10.4) was investigated in [29].)

The linearized equation of Eq(10.4) about its unique equilibrium

y =

q + r −1 +

(q + r −1)

2

+ 4p

2

is

z

n+1

−

q −p −ry

(1 + y)

2

z

n

−

r

1 + y

z

n−1

= 0, n = 0, 1, . . . .

By applying the linearized stability Theorem 1.1.1 we see that y is locally asymptot-

ically stable when

r < 1 + q

and is an unstable (saddle point) equilibrium when

r > 1 + q.

When

r = q + 1

Eq(10.4) possesses prime period-two solutions. See Sections 2.5 and 2.7. The main

result in this section is that the solutions of Eq(10.4) exhibit the following trichotomy

character.

Theorem 10.2.1 (a) Assume that

r = q + 1. (10.5)

Then every solution of Eq(10.4) converges to a period-two solution.

(b) Assume that

r < q + 1. (10.6)

Then the equilibrium of Eq(10.4) is globally asymptotically stable.

(c) Assume that

r > q + 1. (10.7)

Then Eq(10.4) possesses unbounded solutions.

The proof of part (a) of Theorem 10.2.1 was given, for a more general equation, in

Section 2.7. The proofs of parts (b) and (c) of Theorem 10.2.1 are given in Sections

10.2.1 and 10.2.2 below.

10.2. The Case C = 0 : x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

169

10.2.1 Proof of Part (b) of Theorem 10.2.1

Here we assume that Eq(10.6) holds and we prove that the equilibrium of Eq(10.4) is

globally asymptotically stable. We know already that when Eq(10.6) holds the equilib-

rium is locally asymptotically stable so it remains to be shown that every solution of

Eq(10.4) is attracted to the equilibrium.

Observe that

y

n+1

= q +

(p −q) + ry

n−1

1 + y

n

, n = 0, 1, . . .

and so when

p ≥ q (10.8)

we have

y

n

≥ q for n ≥ 1.

Therefore the change of variables

y

n

= q + z

n

transforms Eq(10.4) to the diﬀerence equation

z

n+1

=

(p + rq −q) + rz

n−1

(1 + q) + z

n

, n = 1, . . . (10.9)

which is of the form of the (2, 2)-type Eq(6.23) which was investigated in Section 6.5

and therefore the proof is complete when (10.8) holds.

So in the remaining part of the proof we assume that

p < q.

Now observe that the solutions of Eq(10.4) satisfy the following identity

y

n+1

−q =

r

1 + y

n

y

n−1

−

q −p

r

for n ≥ 0. (10.10)

Note that when

q =

q −p

r

that is when

p + qr −q = 0 (10.11)

the Identity (10.10) reduces to

y

n+1

−q =

r

1 + y

n

(y

n

−q) for n ≥ 0. (10.12)

Also in this case

0 < r = 1 −

p

q

< 1

170 Chapter 10. (3, 2)-Type Equations

and the equilibrium of Eq(10.4) is equal to q.

It follows from (10.12) that

|y

n+1

−q| < r|y

n+1

−q|

and so

lim

n→∞

y

n

= q

which completes the proof when (10.11) holds.

Still to be considered are cases where

p + qr −q > 0 (10.13)

and

p + qr −q < 0. (10.14)

First assume that (10.13) holds. To complete the proof in this case it is suﬃcient to

show that eventually

y

n

≥ q (10.15)

and then use the known result for Eq(10.9). To this end, note that now

q −p

r

< q

and employ (10.10). If (10.15) is not eventually true then either

y

2n

<

q −p

r

for n ≥ 0 (10.16)

or

y

2n−1

<

q −p

r

for n ≥ 0. (10.17)

This is because when

y

N−1

>

q −p

r

for some N ≥ 0,

then it follows from (10.10) that

y

N+1+2K

> q for all K ≥ 0.

We will assume that (10.16) holds. The case where (10.17) holds is similar and will be

omitted. Then we can see from (10.10) that

y

2n+2

−q =

r

1 + y

n+1

y

2n

−

q −p

r

> r

y

2n

−

q −p

r

and so

y

2n+2

> ry

2n

+ p for n ≥ 0. (10.18)

10.2. The Case C = 0 : x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

171

This is impossible when r ≥ 1, because by (10.16) the solution is bounded. On the other

hand, when r < 1, it follows from (10.16) and (10.18) that

q −p

r

> y

2n+2

> r

n+1

y

0

+ r

n

p + . . . + rp + p

and so

q −p

r

≥

p

1 −r

which contradicts (10.13) and completes the proof when (10.13) holds.

Next assume that (10.14) holds. Now we claim that every solution of Eq(10.4) lies

eventually in the interval

0,

q−p

r

**. Once we establish this result, the proof that the
**

equilibrium is a global attractor of all solutions would be a consequence of Theorem

1.4.8 and the fact that in this case the function

f(x, y) =

p + qx + ry

1 + x

is increasing in both arguments. To this end assume for the sake of contradiction that

the solution is not eventually in the interval

0,

q−p

r

**. Then one can see from (10.10) and
**

the fact that now

q <

q −p

r

,

that either

y

2n

>

q −p

r

for n ≥ 0 (10.19)

or

y

2n−1

>

q −p

r

for n ≥ 0. (10.20)

We will assume that (10.19) holds. The case where (10.20) holds is similar and will be

omitted. Then from (10.10) we see that

y

2n+2

−q =

r

1 + y

2n+1

y

2n

−

q −p

r

< r

y

2n

−

q −p

r

and so

y

2n+2

< ry

2n

+ p for n ≥ 0.

Note that in this case r < 1 and so

q −p

r

< y

2n+2

< r

n+1

y

0

+ r

n

p + . . . + rp + p

which implies that

q −p

r

≤

p

1 −r

.

This contradicts (10.14) and completes the proof of part (b) of Theorem 10.2.1.

172 Chapter 10. (3, 2)-Type Equations

10.2.2 Proof of Part (c) of Theorem 10.2.1

Here we assume that (10.7) holds and show that Eq(10.4) possesses unbounded solutions.

To this end observe that

y

n+1

= q +

p + r(y

n−1

−

q

r

)

1 + y

n

for n ≥ 0

and so when (10.7) holds the interval [q, ∞) is invariant. That is when

y

−1

, y

0

∈ [q, ∞),

then

y

n

≥ q for n ≥ 0.

Now the change of variables

y

n

= q + z

n

transforms Eq(10.4) to Eq(10.9) and the conclusion of part (c) follows from Section 6.5

for appropriate initial conditions y

−1

and y

0

. More speciﬁcally the solutions of Eq(10.4)

with initial conditions such that

q ≤ y

−1

< r −1 and y

0

> r

−1

+

p + q(r −1)

r −1 −q

have the property that the subsequences of even terms converge to ∞ while the subse-

quences of odd terms converge to q.

It should be mentioned that when (10.7) holds, the equilibrium of Eq(10.4) is a

saddle point and so by the stable manifold theorem, in addition to unbounded solu-

tions, Eq(10.4) possesses bounded solutions which in fact converge to the equilibrium of

Eq(10.4).

10.3 The Case B = 0 : x

n+1

=

α+βx

n

+γx

n−1

A+Cx

n−1

This is the (3, 2)-type Eq(10.2) which by the change of variables

x

n

=

A

C

y

n

reduces to the diﬀerence equation

y

n+1

=

p + qy

n

+ ry

n−1

1 + y

n−1

, n = 0, 1, . . . (10.21)

where

p =

αC

A

2

, q =

β

A

, and r =

γ

A

.

10.3. The Case B = 0 : x

n+1

=

α+βx

n

+γx

n−1

A+Cx

n−1

173

This equation has not been investigated yet. Here we make some simple observations

about linearized stability, invariant intervals, and convergence of solutions in certain

regions of initial conditions.

The linearized equation of Eq(10.21) about its positive equilibrium

y =

q + r −1 +

(q + r −1)

2

+ 4p

2

is

z

n+1

−

q

1 + y

z

n

+

p −r + qy

(1 + y)

2

z

n

= 0, n = 0, 1, . . . .

By applying Theorem 1.1.1 we see that y is locally asymptotically stable for all values

of the parameters p, q, and r.

10.3.1 Invariant Intervals

The following result, which can be established by direct calculation, gives a list of in-

variant intervals for Eq(10.21).

Recall that I is an invariant interval, if whenever,

y

N

, y

N+1

∈ I for some integer N ≥ 0,

then

y

n

∈ I for n ≥ N.

Lemma 10.3.1 Eq(10.21) possesses the following invariant intervals:

(a)

¸

0,

p

1 −q

¸

when q < 1 and p ≥ r;

(b)

¸

0,

r −p

q

¸

when q < 1 and p ≥ r(1 −q).

10.3.2 Global Stability When p ≥ r

Here we discuss the behavior of the solutions of Eq(10.21) when p ≥ r.

Observe that

y

n+1

= r +

(p −r) + qy

n

1 + y

n−1

, n = 0, 1, . . .

and so when

p ≥ r

174 Chapter 10. (3, 2)-Type Equations

y

n

≥ r for n ≥ 1.

Therefore the change of variables

y

n

= r + z

n

transforms Eq(10.21) to the diﬀerence equation

z

n+1

=

p + qr −r + qz

n

(1 + r) + z

n−1

, n = 1, 2, . . .

which is of the form of the (2, 2)-type Eq(6.2) which was investigated in Section 6.3.

The following result is now a consequence of the above observations and the results

in Section 6.3.

Theorem 10.3.1 Assume

p ≥ r.

Then the following statements are true.

(a) Every positive solution of Eq(10.21) is bounded.

(b) The positive equilibrium of Eq(10.21) is globally asymptotically stable if one of

the following conditions holds:

(i) q < 1;

(ii)

q ≥ 1

and

either p + qr −r ≤ q or q < p + qr −r ≤ 2(q + 1).

10.3.3 Convergence of Solutions

Here we discuss the behavior of the solutions of Eq(10.21) when p < r.

Theorem 10.3.2 (a) Assume that

q < 1 and r ≥

p

1 −q

.

Then every solution of Eq(10.21) with initial conditions in the invariant interval

¸

0,

r −p

q

¸

converges to the equilibrium y.

10.4. The Case A = 0 : x

n+1

=

α+βx

n

+γx

n−1

Bx

n

+Cx

n−1

175

(b) Suppose that either

0 ≤ q −1 < r and p < r

or

q < 1 and p < r <

p

1 −q

.

Set

K =

pq + r

2

−pr

q + r −p −q

2

.

Then every solution of Eq(10.21) with initial conditions in the invariant interval

¸

r −p

q

, K

¸

converges to the equilibrium y.

Proof.

(a) In view of Lemma 10.3.1 we see that when y

−1

, y

0

∈

0,

r−p

q

, then y

n

∈

0,

r−p

q

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

0,

r−p

q

and that in the interval

0,

r−p

q

**the function f(x, y) increases in both x and y. The result is now a consequence of
**

Theorem 1.4.8.

(b) In view of Lemma 10.3.1 we see that when y

−1

, y

0

∈

r−p

q

, K

, then y

n

∈

r−p

q

, K

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

r−p

q

, K

and that in the interval

r−p

q

, K

**the function f(x, y) increases in x and decreases in y. The result is now
**

a consequence of Theorem 1.4.5.

2

10.4 The Case A = 0 : x

n+1

=

α+βx

n

+γx

n−1

Bx

n

+Cx

n−1

This is the (3, 2)-type Eq(10.3) which by the change of variables

x

n

=

γ

C

y

n

reduces to the diﬀerence equation

y

n+1

=

r + py

n

+ y

n−1

qy

n

+ y

n−1

, n = 0, 1, . . . (10.22)

where

p =

β

γ

, q =

B

C

, and r =

αC

γ

2

.

176 Chapter 10. (3, 2)-Type Equations

This equation has not been investigated yet. Here we make some simple observations

about linearized stability, invariant intervals, and the convergence of solutions in certain

regions of initial conditions.

The linearized equation of Eq(10.22) about its positive equilibrium

y =

(1 + p) +

(1 + p)

2

+ 4r(1 + q)

2(1 + q)

is

z

n+1

−

(p −q)y −qr

(q + 1)(r + (p + 1)y)

z

n

+

(p −q)y + r

(q + 1)(r + (p + 1)y)

z

n−1

= 0, n = 0, 1, . . . .

By applying Theorem 1.1.1 we see that y is locally asymptotically stable when either

q ≤ pq + 1 + 3p (10.23)

or

q > pq + 1 + 3p and F

2r

q −pq −1 −3p

> 0

where

F(u) = (q + 1)u

2

−(p + 1)u −r.

The second condition reduces to

q > pq + 1 + 3p. (10.24)

It is interesting to note that the above condition for the local asymptotic stability of y

requires the assumption that r > 0. When r = 0, as in Section 6.9, the inequality in

(10.23) is strict and Condition (10.24) is void.

Concerning prime period-two solution, it follows from Section 2.5 that a period-two

solution exists if and only if

p < 1, q > 1 and 4r < (1 −p)(q −pq −3p −1). (10.25)

Furthermore in this case the prime period-two solution

. . . , φ, ψ, φ, ψ, . . .

is unique and the values φ and ψ are the positive roots of the quadratic equation

t

2

−(1 −p)t +

r + p(1 −p)

q −1

= 0.

10.4. The Case A = 0 : x

n+1

=

α+βx

n

+γx

n−1

Bx

n

+Cx

n−1

177

10.4.1 Invariant Intervals

Here we present some results about invariant intervals for Eq(10.21). We consider the

cases where p = q, p > q, and p < q.

Lemma 10.4.1 Eq(10.21) possesses the following invariant intervals:

(a)

[a, b] when p = q and

a and b are positive numbers such that

r + (p + 1)a ≤ (q + 1)ab ≤ r + (p + 1)b. (10.26)

(b)

¸

p

q

,

qr

p −q

¸

when p > q and

p

2

−pq

q

2

< r;

¸

qr

p −q

,

p

q

¸

when p > q and

p

2

−pq

q

2

> r.

(c)

¸

1,

r

q −p

¸

when p < q < p + r;

¸

r

q −p

, 1

¸

when q > p + r.

Proof.

(a) It is easy to see that when p = q the function

f(x, y) =

r + px + y

qx + y

is decreasing in both arguments. Hence

a ≤

r + (p + 1)b

(q + 1)b

= f(b, b) ≤ f(x, y) ≤ f(a, a) =

r + (p + 1)a

(q + 1)a

≤ b.

(b) Clearly the function f(x, y) is decreasing in both arguments when y <

qr

p−q

, and it

is increasing in x and decreasing in y for y ≥

qr

p−q

.

First assume that p > q and

p

2

−pq

q

2

< r.

178 Chapter 10. (3, 2)-Type Equations

Then for x, y ∈

p

q

,

qr

p−q

we obtain

p

q

= f

qr

p −q

,

qr

p −q

≤ f(x, y) ≤ f

p

q

,

p

q

=

qr + p(p + 1)

p(q + 1)

≤

qr

p −q

.

The inequalities

qr + p(p + 1)

p(q + 1)

≤

qr

p −q

and

p

q

<

qr

p −q

are equivalent to the inequality

p

2

−pq

q

2

< r.

Next assume that p > q and

p

2

−pq

q

2

> r.

For x, y ∈

qr

p−q

,

p

q

, we obtain

(qr + p)(p −q) + pq

2

r

q

3

r + p(p −q)

= f

qr

p −q

,

p

q

≤ f(x, y) ≤ f

p

q

,

qr

p −q

=

p

q

.

The inequalities

(qr + p)(p −q) + pq

2

r

q

3

r + p(p −q)

≥

qr

p −q

and

p

q

>

qr

p −q

follow from the inequality

p

2

−pq

q

2

> r.

(c) It is clear that the function f(x, y) is decreasing in both arguments for x <

r

q−p

,

and it is increasing in y and decreasing in x for x ≥

r

q−p

.

First, assume that p < q < p + r.

Using the decreasing character of f, we obtain

1 = f

r

q −p

,

r

q −p

≤ f(x, y) ≤ f(1, 1) =

r + p + 1

q + 1

≤

r

q −p

,

The inequalities

1 <

r

q −p

and

r + p + 1

q + 1

<

r

q −p

are equivalent to the inequality q < p + r.

Next assume that q > p + r.

Using the decreasing character of f in x and the increasing character of f in y, we

obtain

(p + r)(q −p) + r

q(q −p) + r

= f

1,

r

q −p

≤ f(x, y) ≤ f

r

p −q

, 1

= 1.

10.4. The Case A = 0 : x

n+1

=

α+βx

n

+γx

n−1

Bx

n

+Cx

n−1

179

The inequalities

(p + r)(q −p) + r

q(q −p) + r

≥

r

q −p

and

r

q −p

< 1

follow from the inequality q > p + r.

2

10.4.2 Convergence of Solutions

Here we obtain some convergence results for Eq(10.22).

Theorem 10.4.1 (a) Assume that p = q. Then every solution of Eq(10.22) with

initial conditions in the invariant interval [a, b], where 0 < a < b satisfy (10.26)

converges to the equilibrium y.

(b) Assume that p > q and r >

p

2

−pq

q

2

. Then every solution of Eq(10.22) with initial

conditions in the invariant interval

p

q

,

qr

p−q

**converges to the equilibrium y.
**

(c) Assume that p < q < p+r. Then every solution of Eq(10.22) with initial conditions

in the invariant interval

1,

r

q−p

**converges to the equilibrium y.
**

Proof. The proof is an immediate consequence of Lemma 10.4.1 and Theorem 1.4.7.

2

Theorem 10.4.2 Assume that p > q, r <

p

2

−pq

q

2

, and that either

p ≤ 1

or

p > 1 and (q −1)[(p −1)

2

(q −1) −4q(1 −p −qr)] ≤ 0.

Then every solution of Eq(10.22) with initial conditions in the invariant interval

qr

p−q

,

p

q

**converges to the equilibrium y.
**

Proof. The proof is an immediate consequence of Lemma 10.4.1 and Theorem 1.4.5.

2

Theorem 10.4.3 Assume that p < q, p +r < q, and that Condition (10.25) is not sat-

isﬁed. Then every solution of Eq(10.22) with initial conditions in the invariant interval

r

q−p

, 1

**converges to the equilibrium y.
**

Proof. The proof is an immediate consequence of Lemma 10.4.1 and Theorem 1.4.6.

2

180 Chapter 10. (3, 2)-Type Equations

10.5 Open Problems and Conjectures

Open Problem 10.5.1 We know that every solution {y

n

}

∞

n=−1

of Eq(10.4) converges

to a not necessarily prime period-two solution

. . . , φ, ψ, φ, ψ, . . . (10.27)

if and only if

r = 1 + q.

(a) Determine the set of initial conditions y

−1

and y

0

for which φ = ψ.

(b) Assume (10.27) is a prime period-two solution of Eq(10.4). Determine the set of

initial conditions y

−1

and y

0

for which {y

n

}

∞

n=−1

converges to (10.27).

Open Problem 10.5.2 Assume

r > q + 1.

(a) Find the set B of all initial conditions (y

−1

, y

0

) ∈ (0, ∞) × (0, ∞) such that the

solutions {y

n

}

∞

n=−1

of Eq(10.4) are bounded.

(b) Let (y

−1

, y

0

) ∈ B. Investigate the asymptotic behavior of {y

n

}

∞

n=−1

.

Conjecture 10.5.1 Every positive solution of Eq(10.21) converges to the positive equi-

librium of the equation.

Open Problem 10.5.3 For each of the equations listed below, determine the set G of

all initial conditions (x

−1

, x

0

) ∈ R×R through which the equation is well deﬁned for all

n ≥ 0, and for these initial points investigate the long-term behavior of the corresponding

solution:

x

n+1

=

1 + x

n

+ x

n−1

1 + x

n

(10.28)

x

n+1

=

1 + x

n

+ x

n−1

1 + x

n−1

(10.29)

x

n+1

=

1 + x

n

+ x

n−1

x

n

+ x

n−1

. (10.30)

Extend and generalize.

10.5. Open Problems and Conjectures 181

Conjecture 10.5.2 Assume that

p, q, r ∈ (0, ∞).

Then the following statements are true for Eq(10.22)

(a) Local stability of the positive equilibrium implies global stability.

(b) When Eq(10.22) has no prime period-two solutions the equilibrium y is globally

asymptotically stable.

(c) When Eq(10.22) possesses a period-two solution, the equilibrium y is a saddle

point.

(d) The period-two solution of Eq(10.22), when it exists, is locally asymptotically sta-

ble, but not globally.

Open Problem 10.5.4 Assume that {p

n

}

∞

n=0

, {q

n

}

∞

n=0

, and {r

n

}

∞

n=0

are convergent se-

quences of nonnegative real numbers with ﬁnite limits,

p = lim

n→∞

p

n

, q = lim

n→∞

q

n

, and r = lim

n→∞

r

n

.

Investigate the asymptotic behavior and the periodic nature of all positive solutions of

each of the following three diﬀerence equations:

y

n+1

=

p

n

+ q

n

y

n

+ r

n

y

n−1

1 + y

n

, n = 0, 1, . . . (10.31)

y

n+1

=

p

n

+ q

n

y

n

+ r

n

y

n−1

1 + y

n−1

, n = 0, 1, . . . (10.32)

y

n+1

=

r

n

+ p

n

y

n

+ y

n−1

q

n

y

n

+ y

n−1

, n = 0, 1, . . . . (10.33)

Open Problem 10.5.5 Assume that {p

n

}

∞

n=0

, {q

n

}

∞

n=0

, and {r

n

}

∞

n=0

are period-two se-

quences of nonnegative real numbers. Investigate the global character of all positive

solutions of Eqs(10.31)-(10.33). Extend and generalize.

182 Chapter 10. (3, 2)-Type Equations

Open Problem 10.5.6 Assume that

p, q, r ∈ [0, ∞) and k ∈ {2, 3, . . .}.

Investigate the global behavior of all positive solutions of each of the following diﬀerence

equations:

y

n+1

=

p + qy

n

+ ry

n−k

1 + y

n

, n = 0, 1, . . . (10.34)

y

n+1

=

p + qy

n

+ ry

n−k

1 + y

n−k

, n = 0, 1, . . . (10.35)

y

n+1

=

p + qy

n

+ ry

n−1

qy

n

+ y

n−k

, n = 0, 1, . . . . (10.36)

Chapter 11

The (3, 3)-Type Equation

x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

In this chapter we discuss the (3, 3)-type equation

x

n+1

=

α + βx

n

+ γx

n−1

A + Bx

n

+ Cx

n−1

, n = 0, 1, . . . . (11.1)

Please recall our classiﬁcation convention in which all coeﬃcients of this equation are

now assumed to be positive and the initial conditions nonnegative.

This equation has not been investigated yet. Here we make some simple observations

about linearized stability, invariant intervals, and the convergence of solutions in certain

regions of initial conditions.

11.1 Linearized Stability Analysis

Eq(11.1) has a unique equilibrium which is the positive solution of the quadratic equation

(B + C)x

2

−(β + γ −A)x −α = 0.

That is,

x =

β + γ −A +

(A −β −γ)

2

+ 4α(B + C)

2(B + C)

.

The linearized equation about x is (see Section 2.3)

z

n+1

−

(βA −Bα) + (βC −Bγ)x

A

2

+ α(B + C) + (B + C)(A + β + γ)x

z

n

−

(γA −Cα) −(βC −γB)x

A

2

+ α(B + C) + (B + C)(A + β + γ)x

z

n−1

= 0, n = 0, 1, . . . . (11.2)

183

184 Chapter 11. The (3, 3)-Type Equation x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

The equilibrium x is locally asymptotically stable if Conditions (2.13), (2.14), and (2.15)

are satisﬁed.

Eq(11.1) has a prime period-two solution

. . . , φ, ψ, φ, ψ, . . .

if, see Section 2.5, Conditions (2.31) and (2.32) are satisﬁed; that is,

γ > β+A, B > C, and α <

(γ −β −A)[B(γ −β −A) −C(γ + 3β −A)]

4C

2

. (11.3)

Furthermore, when (11.3), holds the values of φ and ψ are the positive roots of the

quadratic equation

t

2

+

γ −β −A

C

t +

αC + β(γ −β −A)

C(B −C)

= 0. (11.4)

The local asymptotic stability of the two cycle

. . . , φ, ψ, φ, ψ, . . .

is discussed in Section 2.6.

11.2 Invariant Intervals

Here we obtain several invariant intervals for Eq(11.1). These intervals are derived by

analyzing the intervals where the function

f(x, y) =

α + βx + γy

A + Bx + Cy

is increasing or decreasing in x and y.

If we set

L = βA −αB, M = βC −γB, and N = γA −αC

then clearly

f

x

=

L + My

(A + Bx + Cy)

2

and f

y

=

N −My

(A + Bx + Cy)

2

.

Recall that an interval I is an invariant interval for Eq(11.1) if whenever,

y

N

, y

N+1

∈ I for some integer N ≥ 0,

then

y

n

∈ I for n ≥ N.

Once we have an invariant interval for Eq(11.1) then we may be able to obtain a con-

vergence result for the solutions of Eq(11.1) by testing whether the hypotheses of one of

the four Theorems 1.4.5-1.4.8 are satisﬁed.

11.2. Invariant Intervals 185

Lemma 11.2.1 (i) Assume that

γ

C

=

β

B

>

α

A

.

Then

α

A

,

β

B

**is an invariant interval for Eq(11.1) and in this interval the function
**

f(x, y) is increasing in both variables.

(ii) Assume that

β

B

>

γ

C

>

α

A

and

γ

C

≤

N

M

.

Then

α

A

,

γ

C

**is an invariant interval for Eq(11.1) and in this interval the function
**

f(x, y) is increasing in both variables.

(iii) Assume that

γ

C

>

β

B

>

α

A

and

β + γ

B + C

≤

αB −βA

βC −γB

.

Then

α

A

,

β+γ

B+C

**is an invariant interval for Eq(11.1) and in this interval the func-
**

tion f(x, y) is increasing in both variables.

(iv) Assume that

γ

C

=

β

B

<

α

A

.

Then

β

B

,

α

A

**is an invariant interval for Eq(11.1) and in this interval the function
**

f(x, y) is decreasing in both variables.

(v) Assume that

γA −αC

βC −γB

≥

α

A

>

β

B

>

γ

C

.

Then

0,

γA−αC

βC−γB

**is an invariant interval for Eq(11.1) and in this interval the func-
**

tion f(x, y) is decreasing in both variables.

(vi) Assume that

β

B

<

γ

C

<

α

A

<

γA −αC

βC −γB

.

Then

0,

α

A

**is an invariant interval for Eq(11.1) and in this interval the function
**

f(x, y) is decreasing in both variables.

(vii) Assume that

α

A

=

β

B

>

γ

C

.

Then

0,

α

A

**is an invariant interval for Eq(11.1) and in this interval the function
**

f(x, y) is increasing in x and decreasing in y.

186 Chapter 11. The (3, 3)-Type Equation x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

(viii) Assume that

β

B

>

α

A

≥

γ

C

.

Then

0,

β

B

**is an invariant interval for Eq(11.1) and in this interval the function
**

f(x, y) is increasing in x and decreasing in y.

(ix) Assume that

α

A

=

β

B

<

γ

C

.

Then

0,

γ

C

**is an invariant interval for Eq(11.1) and in this interval the function
**

f(x, y) is increasing in y and decreasing in x.

(x) Assume that

β

B

<

α

A

≤

γ

C

.

Then

0,

γ

C

**is an invariant interval for Eq(11.1) and in this interval the function
**

f(x, y) is increasing in y and decreasing in x.

Proof.

(i) The condition

γ

C

=

β

B

>

α

A

is equivalent to M = 0 and L > 0, which in turn imply

that N > 0. Thus, in this case the function f is increasing in both variables for

all values of x and y and

α

A

= f(0, 0) ≤ f(x, y) ≤ f(

β

B

,

β

B

) ≤

β + γ

B + C

=

β

B

.

Here we used the fact that under the condition

γ

C

=

β

B

>

α

A

the function f(u, u) is increasing and consequently

f(u, u) ≤

β + γ

B + C

=

β

B

.

(ii) The condition

β

B

>

γ

C

>

α

A

is equivalent to M > 0, L > 0, and N > 0. Thus, in

this case the function f is increasing in x, for every x. In addition, this function

is increasing in y for x <

N

M

. Thus, assuming

γ

C

≤

N

M

we obtain

α

A

= f(0, 0) ≤ f(x, y) ≤ f(

N

M

,

N

M

) =

γ

C

,

for all x, y ∈

α

A

,

γ

C

.

11.2. Invariant Intervals 187

(iii) The condition

γ

C

>

β

B

>

α

A

is equivalent to M < 0 and L > 0, which in turn imply

that N > 0. Thus, in this case the function f is increasing in y, for every y. In

addition, this function is increasing in x for y < −

L

M

. Thus assuming

β+γ

B+C

≤ −

L

M

,

we obtain,

α

A

= f(0, 0) ≤ f(x, y) ≤ f

β + γ

B + C

,

β + γ

B + C

≤

β + γ

B + C

,

for all x, y ∈

α

A

,

β+γ

B+C

.

(iv) The condition

γ

C

=

β

B

<

α

A

is equivalent to M = 0 and L < 0, which in turn imply

that N < 0. Thus, in this case the function f is decreasing in both variables for

all values of x and y and

β

B

≤ f

α

A

,

α

A

≤ f(x, y) ≤ f(0, 0) =

α

A

.

Here we used the fact that under the condition

γ

C

=

β

B

<

α

A

the function f(u, u) is decreasing and consequently

f(u, u) ≥

β + γ

B + C

=

β

B

.

(v) The condition

α

A

>

β

B

>

γ

C

is equivalent to M > 0 and L < 0, which imply that

N < 0. Thus, in this case the function f is decreasing in y, for every y. In addition,

this function is decreasing in x for y < −

L

M

. Thus assuming

α

A

≤ −

L

M

, we obtain

0 ≤ f(x, y) ≤ f(0, 0) =

α

A

≤ −

L

M

,

for all x, y ∈

0, −

L

M

.

(vi) The condition

α

A

>

γ

C

>

β

B

is equivalent to M < 0, L < 0, and N < 0. Thus, in

this case the function f is decreasing in x, for every x. In addition, this function

is decreasing in y for x <

N

M

. Thus assuming

α

A

≤

N

M

, we obtain

0 ≤ f(x, y) ≤ f(0, 0) =

α

A

,

for all x, y ∈

0,

α

A

.

188 Chapter 11. The (3, 3)-Type Equation x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

(vii) The condition

α

A

=

β

B

>

γ

C

is equivalent to M > 0 and L = 0, which in turn imply

that N < 0. Thus, in this case the function f is increasing in x and decreasing in

y for all values of x and y. Using this we obtain,

0 ≤ f(x, y) ≤ f

α

A

, 0

=

α

A

,

for all x, y ∈

0,

α

A

.

(viii) The condition

β

B

>

α

A

>

γ

C

is equivalent to M > 0, L > 0, and N < 0. Thus, in

this case the function f is increasing in x and decreasing in y for all values of x

and y. Using this we obtain,

0 ≤ f(x, y) < f

β

B

, 0

=

β

B

,

for all x, y ∈

0,

β

B

.

(ix) The condition

α

A

=

β

B

<

γ

C

is equivalent to M < 0 and L = 0, which in turn imply

that N > 0. Thus, in this case the function f is decreasing in x and increasing in

y for all values of x and y. Using this we obtain,

0 ≤ f(x, y) ≤ f

0,

γ

C

=

γ

C

,

for all x, y ∈

0,

γ

C

.

(x) The condition

β

B

<

α

A

≤

γ

C

is equivalent to M < 0, L < 0, and N ≥ 0. Thus, in

this case the function f is increasing in x and decreasing in y for all values of x

and y. Using this we obtain,

0 ≤ f(x, y) < f

0,

γ

C

≤

γ

C

,

for all x, y ∈

0,

γ

C

**. Here we use the fact that the function f(0, v) is increasing in
**

v when N > 0 and so

f(0, v) ≤

γ

C

= lim

v→∞

f(0, v),

for all v.

2

The next table summarizes more complicated invariant intervals with the signs of

the partial derivatives f

x

and f

y

.

11.3. Convergence Results 189

Case Invariant intervals Signs of derivatives

1

[0,

N

M

] if

αM+(β+γ)N

AM+(B+C)N

<

N

M

[

N

M

, K

1

] if

αM+(β+γ)N

AM+(B+C)N

>

N

M

f

x

> 0

f

y

> 0 if x <

N

M

; f

y

< 0 if x >

N

M

2

[0,

β−A+

√

(β−A)

2

+4Bα

2B

]

f

x

> 0

f

y

< 0

3

[0,

β+γ−A+

√

(β+γ−A)

2

+4α(B+C)

2(B+C)

]

f

x

> 0

f

y

> 0

4

[0, −

L

M

] if

αM−(β+γ)L

AM−(B+C)L

< −

L

M

[−

L

M

, K

2

] if

βMK+αM−γL

BMK+AM−CL

> −

L

M

f

x

> 0 if y < −

L

M

; f

x

< 0 if y > −

L

M

f

y

> 0

5 [0,

β

B

]

f

x

> 0

f

y

< 0

6 [0,

γ

C

]

f

x

< 0

f

y

> 0

7

[

αM−L(β+γ)

AM−L(B+C)

, −

L

M

] if

αM−L(β+γ)

AM−L(B+C)

< −

L

M

[−

L

M

, K

3

] if

αM−βL+γMK

AM−BL+CMK

> −

L

M

f

x

> 0 if y > −

L

M

; f

x

< 0 if y < −

L

M

f

y

< 0

8 [0,

α

A

]

f

x

< 0

f

y

< 0

9

[

αM+(β+γ)N

AM+(B+C)N

,

N

M

] if

αM+(β+γ)N

AM+(B+C)N

<

N

M

[

N

M

, K

4

] if

αM+βK+γNM

AM+BK+CNM

>

N

M

f

x

< 0

f

y

> 0 if x >

N

M

; f

y

< 0 if x <

N

M

where

K

1

=

(β −A)M −CN +

((β −A)M −NC)

2

+ 4BM(αM + γN)

2BM

,

K

2

=

(A −γ)M −BL +

((A −γ)M −BL)

2

+ 4CM(αM −βL)

−2CM

,

K

3

=

(β −A)M + LC +

((β −A)M + LC)

2

+ 4BM(αM −γL)

2BM

,

K

4

=

(γ −A)M −BN +

((γ −A)M −BN)

2

+ 4BM(αM + βN)

2CM

.

11.3 Convergence Results

The following result is a consequence of Lemma 11.2.1 and Theorems 1.4.5-1.4.8.

Theorem 11.3.1 Let {x

n

} be a solution of Eq(11.1). Then in each of the following

cases

lim

n→∞

x

n

= x.

190 Chapter 11. The (3, 3)-Type Equation x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

(i)

γ

C

=

β

B

>

α

A

and x

−1

, x

0

∈

¸

α

A

,

β

B

¸

;

(ii)

β

B

>

γ

C

>

α

A

,

γ

C

≤

γA −αC

βC −γB

, and x

−1

, x

0

∈

¸

α

A

,

γ

C

;

(iii)

γ

C

>

β

B

>

α

A

,

β + γ

B + C

≤

αB −βA

βC −γB

, and x

−1

, x

0

∈

¸

α

A

,

β + γ

B + C

¸

;

(iv)

γ

C

=

β

B

<

α

A

and x

−1

, x

0

∈

¸

β

B

,

α

A

¸

;

(v)

γA −αC

βC −γB

≥

α

A

>

β

B

>

γ

C

and x

−1

, x

0

∈

¸

0,

γA −αC

βC −γB

¸

;

(vi)

β

B

<

γ

C

<

α

A

<

γA −αC

βC −γB

and x

−1

, x

0

∈

¸

0,

α

A

;

(vii) At least one of the following three conditions is not satisﬁed and x

−1

, x

0

∈

0,

α

A

:

β > γ + A,

B < C,

and

(C −B)[(C −B)(β −γ −A)

2

−4B(αB + γ(β −γ −A))] > 0,

or

α

A

=

β

B

>

γ

C

;

(viii) At least one of the following three conditions is not satisﬁed and x

−1

, x

0

∈

0,

β

B

:

β > γ + A,

B < C,

and

(C −B)[(C −B)(β −γ −A)

2

−4B(αB + γ(β −γ −A))] > 0,

or

β

B

>

α

A

≥

γ

C

;

11.3. Convergence Results 191

(ix) Condition (11.3) is not satisﬁed,

α

A

=

β

B

<

γ

C

and x

−1

, x

0

∈

¸

0,

γ

C

;

(x) Condition (11.3) is not satisﬁed,

β

B

<

α

A

≤

γ

C

and x

−1

, x

0

∈

¸

0,

γ

C

.

Proof. The proofs of statements (i-iii) follow by applying Lemma 11.2.1 (i-iii) and

Theorem 1.4.8.

The proofs of statements (iv-vi) follow by applying Lemma 11.2.1 (iv-vi) and Theo-

rem 1.4.7.

The proofs of statements (vii) and (viii) follow by applying Lemma 11.2.1 (vii) and

(viii) respectively, Theorem 1.4.5, and by observing that the only solution of the system

of equations

m = f(m, M), M = f(M, m);

that is,

m =

α + βm + γM

A + Bm + CM

, M =

α + βM + γm

A + BM + Cm

is m = M.

The proofs of statements (ix) and (x) follow by applying Lemma 11.2.1 (ix) and (x)

respectively, Theorem 1.4.6, and by observing that Eq(11.1) does not possess a prime

period-two solution.

2

11.3.1 Global Stability

Theorem 1.4.2 and linearized stability imply the following global stability result:

Theorem 11.3.2 Assume that

γ

C

< min

β

B

,

α

A

¸

.

Then the equilibrium x of Eq(11.1) is globally asymptotically stable.

By applying Theorem 1.4.3 to Eq(11.1) we obtain the following global asymptotic

result.

192 Chapter 11. The (3, 3)-Type Equation x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

Theorem 11.3.3 Assume that

B ≤ C, γB > βC, αB > βA, and γA > αC.

Then the equilibrium x of Eq(11.1) is globally asymptotically stable.

The following global stability result is a consequence of linearized stability and the

Trichotomy Theorem 1.4.4.

Theorem 11.3.4 (a) Assume that

αC ≥ γA, βA ≥ αB, and 3γB ≥ βC ≥ γB.

Then the equilibrium x of Eq(11.1) is globally asymptotically stable.

(b) Assume that

αB ≥ βA, γA ≥ αC, and 3βC ≥ γB ≥ βC.

Then the equilibrium x of Eq(11.1) is globally asymptotically stable.

11.4 Open Problems and Conjectures

Conjecture 11.4.1 Assume

α, β, γ, A, B, C ∈ (0, ∞).

Show that every positive solution of Eq(11.1) is bounded.

Conjecture 11.4.2 Assume

α, β, γ, A, B, C ∈ (0, ∞)

and that Eq(11.1) has no positive prime period-two solution. Show that every positive

solution of Eq(11.1) converges to the positive equilibrium.

Conjecture 11.4.3 Assume

α, β, γ, A, B, C ∈ (0, ∞)

and that Eq(11.1) has a positive prime period-two solution. Show that the positive equi-

librium of Eq(11.1) is a saddle point and the period-two solution is locally asymptotically

stable.

11.4. Open Problems and Conjectures 193

Conjecture 11.4.4 Assume

α, β, γ, A, B, C ∈ (0, ∞).

Show that Eq(11.1) cannot have a prime period-k solution for any k ≥ 3.

Open Problem 11.4.1 Assume {α

n

}

∞

n=0

, {β

n

}

∞

n=0

, {γ

n

}

∞

n=0

, {A

n

}

∞

n=0

, {B

n

}

∞

n=0

, {C

n

}

∞

n=0

are convergent sequences of nonnegative real numbers with ﬁnite limits. Investigate the

asymptotic behavior and the periodic nature of all positive solutions of the diﬀerence

equation

x

n+1

=

α

n

+ β

n

x

n

+ γ

n

x

n−1

A

n

+ B

n

x

n

+ C

n

x

n−1

, n = 0, 1, . . . . (11.5)

Open Problem 11.4.2 Assume that the parameters in Eq(11.5) are period-two se-

quences of positive real numbers. Investigate the asymptotic behavior and the periodic

nature of all positive solutions of Eq(11.5).

Open Problem 11.4.3 Assume that

a, A, a

i

, A

i

∈ [0, ∞) for i = 0, 1, . . . , k. (11.6)

Obtain necessary and suﬃcient conditions so that every positive solution of the equation

x

n+1

=

a + a

0

x

n

+ . . . + a

k

x

n−k

A + A

0

x

n

+ . . . + A

k

x

n−k

, n = 0, 1, . . . . (11.7)

has a ﬁnite limit.

Open Problem 11.4.4 Assume that (11.6) holds. Obtain necessary and suﬃcient con-

ditions so that every positive solution of Eq(11.7) converges to a period-two solution.

Open Problem 11.4.5 Assume that (11.6) holds. Obtain necessary and suﬃcient con-

ditions so that every positive solution of Eq(11.7) is periodic with period-k, k ≥ 2. In

particular, investigate the cases where 2 ≤ k ≤ 8.

194 Chapter 11. The (3, 3)-Type Equation x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

Open Problem 11.4.6 Let

α, β, γ, δ ∈ [0, ∞) with γ + δ > 0.

Investigate the boundedness character, the periodic nature, and the asymptotic behavior

of all positive solutions of the diﬀerence equation

x

n+1

=

αx

n

+ βx

n−1

x

n−2

γx

n

x

n−1

+ δx

n−2

, n = 0, 1, . . . .

(See [8] and [61].)

Conjecture 11.4.5 Let k ≥ 2 be a positive integer. Show that every positive solution

of the diﬀerence equation

x

n+1

=

x

n

+ . . . + x

n−k

+ x

n−k−1

x

n−k−2

x

n

x

n−1

+ x

n−2

+ . . . + x

n−k−2

, n = 0, 1, . . .

converges to 1. Extend and generalize.

(See [8], [47], and [60].)

Conjecture 11.4.6 Let

a

ij

∈ (0, ∞) for i, j ∈ {1, 2, 3}.

Show that every positive solution of the system

x

n+1

=

a

11

x

n

+

a

12

y

n

+

a

13

z

n

y

n+1

=

a

21

x

n

+

a

22

y

n

+

a

23

z

n

z

n+1

=

a

31

x

n

+

a

32

y

n

+

a

33

z

n

, n = 0, 1, . . . (11.8)

converges to a period-two solution. Extend to equations with real parameters.

(See [32] for the two dimensional case.)

Conjecture 11.4.7 Assume that

p, q ∈ [0, ∞).

11.4. Open Problems and Conjectures 195

(a) Show that every positive solution of the equation

x

n+1

=

px

n−1

+ x

n−2

q + x

n−2

, n = 0, 1, . . .

converges to a period-two solution if and only if

p = 1 + q.

(b) Show that when

p < 1 + q

every positive solution has a ﬁnite limit.

(c) Show that when

p > 1 + q

the equation possesses positive unbounded solutions.

(See [62].)

Conjecture 11.4.8 Assume that

p ∈ (0, ∞).

(a) Show that every positive solution of the equation

x

n+1

=

x

n−1

x

n−1

+ px

n−2

, n = 0, 1, . . .

converges to a period-two solution if

p ≥ 1.

(b) Show that when

p < 1

the positive equilibrium x =

1

1+p

is globally asymptotically stable.

Conjecture 11.4.9 Assume that

p, q ∈ [0, ∞).

196 Chapter 11. The (3, 3)-Type Equation x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

(a) Show that every positive solution of the equation

x

n+1

=

x

n−1

+ p

x

n−2

+ q

, n = 0, 1, . . .

converges to a period-two solution if and only if

q = 1.

(b) Show that when

q > 1

the positive equilibrium of the equation is globally asymptotically stable.

(c) Show that when

q < 1

the equation possesses positive unbounded solutions.

(See [62].)

Conjecture 11.4.10 Show that every positive solution of the equation

x

n+1

=

x

n

+ x

n−2

x

n−1

, n = 0, 1, . . .

converges to a period-four solution.

(See [62].)

Conjecture 11.4.11 Show that the diﬀerence equation

x

n+1

=

p + x

n−2

x

n

, n = 0, 1, . . .

has the following trichotomy character:

(i) When p > 1 every positive solution converges to the positive equilibrium.

(ii) When p = 1 every positive solution converges to a period-ﬁve solution.

(iii) When p < 1 there exist positive unbounded solutions.

(See [62].)

11.4. Open Problems and Conjectures 197

Conjecture 11.4.12 Show that every positive solution of the equation

x

n+1

=

1 + x

n

x

n−1

+ x

n−2

, n = 0, 1, . . .

converges to a period-six solution of the form

. . . , φ, ψ,

ψ

φ

,

1

φ

,

1

ψ

,

φ

ψ

, . . .

where

φ, ψ ∈ (0, ∞).

(See [62].)

Open Problem 11.4.7 Consider the diﬀerence equation

x

n+1

=

α + βx

n

+ γx

n−1

+ δx

n−2

A + Bx

n

+ Dx

n−2

, n = 0, 1, . . . (11.9)

with nonnegative parameters and nonnegative initial conditions such that B+D > 0 and

A + Bx

n

+ Dx

n−2

> 0 for n ≥ 0.

Then one can show that Eq(11.9) has prime period-two solutions if and only if

γ = β + δ + A. (11.10)

(a) In addition to (11.10), what other conditions are needed so that every positive

solution of Eq(11.9) converges to a period-two solution?

(b) Assume

γ < β + δ + A.

What other conditions are needed so that every positive solution of Eq(11.9) con-

verges to the positive equilibrium?

(c) Assume

γ > β + δ + A.

What other conditions are needed so that Eq(11.9) possesses unbounded solutions?

(See [6].)

198 Chapter 11. The (3, 3)-Type Equation x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

Conjecture 11.4.13 Show that every positive solution of each of the two equations

x

n+1

=

1 + x

n−1

+ x

n−2

x

n

, n = 0, 1, . . .

and

x

n+1

=

1 + x

n−1

+ x

n−2

x

n−2

, n = 0, 1, . . .

converges to a period-two solution.

(See [6].)

Conjecture 11.4.14 Show that every positive solution of the equation

x

n+1

=

1 + x

n−1

1 + x

n

+ x

n−2

, n = 0, 1, . . .

converges to a period-two solution.

(See [6].)

Conjecture 11.4.15 Show that every positive solution of the equation

x

n+1

=

x

n−2

x

n−1

+ x

n−2

+ x

n−3

, n = 0, 1, . . .

converges to a period-three solution.

Conjecture 11.4.16 Consider the diﬀerence equation

x

n+1

=

p + qx

n

+ rx

n−2

x

n−1

, n = 0, 1, . . .

where

p ∈ [0, ∞) and q, r ∈ (0, ∞).

(a) Show that when

q = r

every positive solution converges to a period-four solution.

(b) Show that when

q > r

every positive solution converges to the positive equilibrium.

11.4. Open Problems and Conjectures 199

(c) Show that when

q < r

the equation possesses positive unbounded solutions.

(See [62].)

Open Problem 11.4.8 Determine whether every positive solution of each of the fol-

lowing equations converges to a periodic solution of the corresponding equation:

(a)

x

n+1

=

x

n−2

+ x

n−3

x

n

, n = 0, 1, . . .

(b)

x

n+1

=

1 + x

n−3

1 + x

n

+ x

n−3

, n = 0, 1, . . .

(c)

x

n+1

=

1 + x

n

+ x

n−3

x

n−2

, n = 0, 1, . . .

(d)

x

n+1

=

x

n−1

x

n

+ x

n−2

+ x

n−3

, n = 0, 1, . . . .

Open Problem 11.4.9 Assume that k is a positive integer and that

A, B

0

, B

1

, . . . B

k

∈ [0, ∞) with

k

¸

i=0

B

i

> 0.

Obtain necessary and suﬃcient conditions on the parameters A and B

0

, B

1

, . . . B

k

so

that every positive solution of the diﬀerence equation

x

n+1

=

x

n−k

A + B

0

x

n

+ . . . + B

k

x

n−k

, n = 0, 1, . . .

converges to a period-(k + 1) solution of this equation.

(See [6].)

200 Chapter 11. The (3, 3)-Type Equation x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

Open Problem 11.4.10 Assume that k is a positive integer. Then we can easily see

that every nonnegative solution of the equation

x

n+1

=

x

n−k

1 + x

n

+ . . . + x

n−k+1

, n = 0, 1, . . . (11.11)

converges to a period-(k + 1) solution of the form

. . . , 0, 0, ..., 0

. .. .

k−terms

, φ, . . . (11.12)

with φ ≥ 0.

(a) Does Eq(11.11) possess a positive solution which converges to zero?

(b) Determine, in terms of the nonnegative initial conditions x

−k

, . . . , x

0

, the value of

φ in (11.12) which corresponds to the nonnegative solution {x

n

}

∞

n=−k

of Eq(11.11).

(c) Determine the set of all nonnegative initial conditions x

−k

, . . . , x

0

for which the

corresponding solution {x

n

}

∞

n=−k

of Eq(11.11) converges to a period-(k+1) solution

of the form (11.12) with a given φ ≥ 0 ?

(See [6].)

Conjecture 11.4.17 Let k be a positive integer. Show that every positive solution of

x

n+1

=

1 + x

n

+ x

n−k

x

n−k+1

, n = 0, 1, . . .

converges to a periodic solution of period 2k.

Appendix A

Global Attractivity for Higher

Order Equations

In this appendix we present some global attractivity results for higher order diﬀerence

equations which are analogous to Theorems 1.4.5-1.4.8. We state the results for third

order equations from which higher order extensions will become clear.

Let I be some interval of real numbers and let

f : I ×I ×I →I

be a continuously diﬀerentiable function.

Then for every set of initial conditions x

0

, x

−1

, x

−2

∈ I, the diﬀerence equation

x

n+1

= f(x

n

, x

n−1

, x

n−2

), n = 0, 1, . . . (A.1)

has a unique solution {x

n

}

∞

n=−2

.

As we have seen in previous chapters, very often a good strategy for obtaining global

attractivity results for Eq(A.1) is to work in the regions where the function f(x, y, z) is

monotonic in its arguments. In this regard there are eight possible scenarios depending

on whether f(x, y, z) is non decreasing in all three arguments, or non increasing in two

arguments and non decreasing in the third, or non increasing in one and non decreasing

in the other two, or non decreasing in all three.

Theorem A.0.1 Let [a, b] be an interval of real numbers and assume that

f : [a, b]

3

→[a, b]

is a continuous function satisfying the following properties:

(a) f(x, y, z) is non-decreasing in each of its arguments;

(b) The equation

f(x, x, x) = x,

has a unique solution in the interval [a, b].

Then Eq(A.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.1)

converges to x.

201

202 Appendix

Proof. Set

m

0

= a and M

0

= b

and for i = 1, 2, . . . set

M

i

= f(M

i−1

, M

i−1

, M

i−1

) and m

i

= f(m

i−1

, m

i−1

, m

i−1

).

Now observe that for each i ≥ 0,

m

0

≤ m

1

≤ . . . ≤ m

i

≤ . . . ≤ M

i

≤ . . . ≤ M

1

≤ M

0

,

and

m

i

≤ x

k

≤ M

i

for k ≥ 3i + 1.

Set

m = lim

i→∞

m

i

and M = lim

i→∞

M

i

.

Then

M ≥ limsup

i→∞

x

i

≥ liminf

i→∞

x

i

≥ m (A.2)

and by the continuity of f,

m = f(m, m, m) and M = f(M, M, M).

In view of (b),

m = M = x,

from which the result follows. 2

Theorem A.0.2 Let [a, b] be an interval of real numbers and assume that

f : [a, b]

3

→[a, b]

is a continuous function satisfying the following properties:

(a) f(x, y, z) is non-decreasing in x and y ∈ [a, b] for each z ∈ [a, b], and is non-

increasing in z ∈ [a, b] for each x and y ∈ [a, b];

(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system

m = f(m, m, M) and M = f(M, M, m)

then

m = M.

Then Eq(A.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.1) converges

to x.

Appendix 203

Proof. Set

m

0

= a and M

0

= b

and for each i = 1, 2, . . . set

M

i

= f(M

i−1

, M

i−1

, m

i−1

)

and

m

i

= f(m

i−1

, m

i−1

, M

i−1

).

Now observe that for each i ≥ 0

a = m

0

≤ m

1

≤ . . . ≤ m

i

≤ . . . M

i

≤ . . . M

1

≤ M

0

= b.

and

m

i

≤ x

k

≤ M

i

for k ≥ 3i + 1.

Set

m = lim

i→∞

m

i

and M = lim

i→∞

M

i

.

Then (A.2) holds and by the continuity of f,

m = f(m, m, M) and M = f(M, M, m).

Therefore in view of (b)

m = M

from which the result follows. 2

Theorem A.0.3 Let [a, b] be an interval of real numbers and assume that

f : [a, b]

3

→[a, b]

is a continuous function satisfying the following properties:

(a) f(x, y, z) is non-decreasing in x and z in [a, b] for each z ∈ [a, b], and is non-

increasing in y ∈ [a, b] for each x and z in [a, b];

(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system

M = f(M, m, M) and m = f(m, M, m)

then

m = M.

Then Eq(A.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.1) converges

to x.

204 Appendix

Proof. Set

m

0

= a and M

0

= b

and for each i = 1, 2, . . . set

M

i

= f (M

i−1

, m

i−1

, M

i−1

)

and

m

i

= f (m

i−1

, M

i−1

, m

i−1

) .

Now observe that for each i ≥ 0

a = m

0

≤ m

1

≤ . . . ≤ m

i

≤ . . . M

i

≤ . . . M

1

≤ M

0

= b.

and

m

i

≤ x

k

≤ M

i

for k ≥ 3i + 1.

Set

m = lim

i→∞

m

i

and M = lim

i→∞

M

i

.

Then (A.2) holds and by the continuity of f,

m = f (m, m, M) and M = f (M, M, m) .

Therefore in view of (b)

m = M

from which the results follows. 2

Theorem A.0.4 Let [a, b] be an interval of real numbers and assume that

f : [a, b]

3

→[a, b]

is a continuous function satisfying the following properties:

(a) f(x, y, z) is non-increasing in x for each y and z ∈ [a, b] and is non-decreasing

in y and z for each x, y ∈ [a, b];

(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system

M = f(m, M, M) and m = f(M, m, m)

then

m = M.

Then Eq(A.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.1) converges

to x.

Appendix 205

Proof. Set

m

0

= a and M

0

= b

and for each i = 1, 2, . . . set

M

i

= f(m

i−1

, M

i−1

, M

i−1

)

and

m

i

= f(M

i−1

, m

i−1

, m

i−1

).

Now observe that for each i ≥ 0

m

0

≤ m

1

≤ . . . ≤ m

i

≤ . . . M

i

≤ . . . M

1

≤ M

0

= b

and

m

i

≤ x

k

≤ M

i

for k ≥ 3i + 1.

Set

m = lim

i→∞

m

i

and M = lim

i→∞

M

i

.

Then (A.2) holds and by the continuity of f,

M = f(m, M, M) and m = f(M, m, m).

Therefore in view of (b)

m = M

from which the results follows. 2

Theorem A.0.5 Let [a, b] be an interval of real numbers and assume that

f : [a, b]

3

→[a, b]

is a continuous function satisfying the following properties:

(a) f(x, y, z) is non-decreasing in x for each y and z ∈ [a, b] and is non-increasing

in y and z for each x ∈ [a, b];

(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system

M = f(M, m, m) and m = f(m, M, M)

then

m = M.

Then Eq(A.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.1) converges

to x.

206 Appendix

Proof. Set

m

0

= a and M

0

= b

and for each i = 1, 2, . . . set

M

i

= f(M

i−1

, m

i−1

, m

i−1

)

and

m

i

= f(m

i−1

, M

i−1

, M

i−1

).

Now observe that for each i ≥ 0

m

0

≤ m

1

≤ . . . ≤ m

i

≤ . . . M

i

≤ . . . M

1

≤ M

0

= b

and

m

i

≤ x

k

≤ M

i

for k ≥ 3i + 1.

Set

m = lim

i→∞

m

i

and M = lim

i→∞

M

i

.

Then (A.2) holds and by the continuity of f,

M = f(M, m, m) and m = f(m, M, M).

Therefore in view of (b)

m = M

from which the results follows. 2

Theorem A.0.6 Let [a, b] be an interval of real numbers and assume that

f : [a, b]

3

→[a, b]

is a continuous function satisfying the following properties:

(a) f(x, y, z) is non-decreasing in y for each x and z ∈ [a, b] and is non-increasing

in x and z for each y ∈ [a, b];

(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system

M = f(m, M, m) and m = f(M, m, M)

then

m = M.

Then Eq(A.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.1) converges

to x.

Appendix 207

Proof. Set

m

0

= a and M

0

= b

and for each i = 1, 2, . . . set

M

i

= f(m

i−1

, M

i−1

, m

i−1

)

and

m

i

= f(M

i−1

, m

i−1

, M

i−1

).

Now observe that for each i ≥ 0

m

0

≤ m

1

≤ . . . ≤ m

i

≤ . . . M

i

≤ . . . M

1

≤ M

0

= b

and

m

i

≤ x

k

≤ M

i

for k ≥ 3i + 1.

Set

m = lim

i→∞

m

i

and M = lim

i→∞

M

i

.

Then (A.2) holds and by the continuity of f,

M = f(m, M, m) and m = f(M, m, M).

Therefore in view of (b)

m = M

from which the results follows. 2

Theorem A.0.7 Let [a, b] be an interval of real numbers and assume that

f : [a, b]

3

→[a, b]

is a continuous function satisfying the following properties:

(a) f(x, y, z) is non-decreasing in z for each x and y in [a, b] and is non-increasing

in x and y for each z ∈ [a, b];

(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system

M = f(m, m, M) and m = f(M, M, m)

then

m = M.

Then Eq(A.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.1) converges

to x.

208 Appendix

Proof. Set

m

0

= a and M

0

= b

and for each i = 1, 2, . . . set

M

i

= f(m

i−1

, m

i−1

, M

i−1

)

and

m

i

= f(M

i−1

, M

i−1

, m

i−1

).

Now observe that for each i ≥ 0

m

0

≤ m

1

≤ . . . ≤ m

i

≤ . . . M

i

≤ . . . M

1

≤ M

0

= b

and

m

i

≤ x

k

≤ M

i

for k ≥ 3i + 1.

Set

m = lim

i→∞

m

i

and M = lim

i→∞

M

i

.

Then (A.2) holds and by the continuity of f,

M = f(m, m, M) and m = f(M, M, m).

Therefore in view of (b)

m = M

from which the results follows. 2

Theorem A.0.8 Let [a, b] be an interval of real numbers and assume that

f : [a, b]

3

→[a, b]

is a continuous function satisfying the following properties:

(a) f(x, y, z) is non-increasing in all three variables x, y, z in [a, b];

(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system

M = f(m, m, m) and m = f(M, M, M)

then

m = M.

Then Eq(A.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.1) converges

to x.

Appendix 209

Proof. Set

m

0

= a and M

0

= b

and for each i = 1, 2, . . . set

M

i

= f(m

i−1

, m

i−1

, m

i−1

)

and

m

i

= f(M

i−1

, M

i−1

, M

i−1

).

Now observe that for each i ≥ 0

m

0

≤ m

1

≤ . . . ≤ m

i

≤ . . . M

i

≤ . . . M

1

≤ M

0

= b

and

m

i

≤ x

k

≤ M

i

for k ≥ 3i + 1.

Set

m = lim

i→∞

m

i

and M = lim

i→∞

M

i

.

Then (A.2) holds and by the continuity of f,

M = f(m, m, m) and m = f(M, M, M).

Therefore in view of (b)

m = M

from which the results follows. 2

The above theorems can be easily extended to the general diﬀerence equation of order

p

x

n+1

= f(x

n

, x

n−1

, . . . , x

n−p+1

), n = 0, 1, . . . (A.3)

where

f : I

p

→I

is a continuous function. In this case, there are 2

p

possibilities for the function f to

be non decreasing in some arguments and non increasing in the remaining arguments.

This gives 2

p

results of the type found in Theorems A.0.1-A.0.8. Let us formulate one

of these results.

Theorem A.0.9 Let [a, b] be an interval of real numbers and assume that

f : [a, b]

p

→[a, b]

is a continuous function satisfying the following properties:

(a) f(u

1

, u

2

, . . . , u

p

) is non decreasing in the second and the third variables u

2

and

u

3

and is non increasing in all other variables.

210 Appendix

(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system

M = f(m, M, M, m, . . . , m) and m = f(M, m, m, M, . . . , M)

then

m = M.

Then Eq(A.3) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.3) converges

to x.

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

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

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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.

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

. . . . . . . . . . . . . . . . . . . 2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1. .2 The Stable Manifold Theorem in the Plane . . . . . . . . . . . . . . . . . . . . . 2.6 Local Asymptotic Stability of a Two Cycle . 2. . . . . . . . . . . . . .1 Introduction . . Semicycles.4 When is Every Solution Periodic with the Same Period? . . . . . . . . . . . . . . . . . . . 1. . . . . . .3 The Case α = β = A = C = 0 : xn+1 = γxn−1 . .4 Open Problems and Conjectures . . . . . . . . . . 2 Local Stability. . . . . . . . . . . . . . . . . . .2 The Case α = γ = A = B = 0 : xn+1 = Cxn−1 3. . . . . . . . . . . . . .5 Existence of Prime Period-Two Solutions . . . . . . . . . . 1. . . . . . . . .4 Global Attractivity of the Positive Equilibrium . . . . . . . . .1 Deﬁnitions of Stability and Linearized Stability Analysis 1. . . . . . . . . . . . . . . . . . . . . . .7 Semicycle Analysis .8 Invariant Intervals . . . .Contents Preface Acknowledgements Introduction and Classiﬁcation of Equation Types 1 Preliminary Results 1. . . . . Bxn 3. and Invariant Intervals 2. . .3 Global Asymptotic Stability of the Zero Equilibrium . . . . . . Periodicity. . . . . . . . . . . . . . . . . . . . 3 (1. . . . . . . . . . . . . . . . . . . . . . . . . . . βxn 3. . . . . . . . . . . . . . . . . . . . . . . . . . 2. . . . . . . . . . . . . . . . . 2. . . . . . . . . . . .5 Limiting Solutions . . . . .7 Convergence to Period-Two Solutions When C=0 .2 Stability of the Zero Equilibrium . . . 2. . . . . . v . . . . . . . . . . . . . . . . . 1)-Type Equations 3. . . . . . .6 The Riccati Equation . . . . . . . . . . . 2. 2.3 Local Stability of the Positive Equilibrium . . . . . 1. . . . . . . . . . . . 1. . . . . . . . . . . . . . . . . . . . . . . . .1 Equilibrium Points .9 Open Problems and Conjectures . . . . . . . . . . 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 . . . . . . . . . . .

. . . . . . . . . 78 n α+βxn 6. . . . . . . . . . .2 The Case β = γ = C = 0 : xn+1 = A+Bxn . . . . . . . . . .7. . . . . .3 Semicycle Analysis and Global Attractivity When q = 1 . . . . . 57 58 59 60 61 62 62 64 69 69 70 72 72 . . . . . . . . . . . . . . . . . . . .6 The Case β = A = 0 : xn+1 = Bxn +Cxn−1 . . . . . . . . . . . . . α+γxn−1 6. . . . . . . .3 The Case β = A = C = 0 : xn+1 = α+γxn . . A+Bxn γxn−1 Bxn +Cxn−1 Pielou’s Equation . . . . . . . . . .6. . . . . . . . . . . . . . . . . . . . . . . . . . .5 The Case β = C = 0 : xn+1 = α+γxn−1 . . . . .7. . . . . . . . . . . . . . 53 α 4. . . . . . . . . . . Bx 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . .3 The Case β = γ = A = 0 : xn+1 = Bxn +Cxn−1 . . . . . . . . 5 (2. . . . . . . .2 Semicycle Analysis of Solutions When q ≤ 1 . . . . . 6. . . 6. . . . . 6. . . . . . . . . .4 Global Attractivity When q < 1 . . . . 6 (2. . . . . . . . . . . . . . . .1 Existence and Local Stability of Period-Two Cycles . 55 4. . . . . . . . . . .1 Semicycle Analysis . . . . . . . . . . . . . . . . . .6. .Riccati Equation . . . . . . . . . . 6. . . . 6. .7. . . . .3 The Case p > 1 . . n +γx 6. . . . . . . . . A+Bxn 6. . . . . .2 The Case p = 1 . . 82 83 84 87 89 90 90 91 92 93 96 97 100 101 102 103 105 107 .2 The Case γ = A = B = 0 : xn+1 = α+βxn .4 Global Behavior of Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4. The Case γ = A = 0 : xn+1 = Bxα+βxn n +Cxn−1 6. . . . . . . . . .7 The Case α = C = 0 : xn+1 = βxA+Bxn−1 . . . . 79 6. .5. . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . . . . . . . . . . .1 The Case p < 1 . . . . . . . . . . . . . . . . . .1 Introduction .4 . . . . 54 α 4. . . . . . . . . . . . . . . . . . . . .1 Introduction . . . . . . . .vi Contents 4 (1. . . . . . 6. . . . . . . . 5. . . . . . 6. .2 Semicycle Analysis .6. . . . . . . . . 6. . . . . . . .4. . . . .7. . . .3 Global Stability and Boundedness . . . . . . . . . . . . . n 6. . . .7. . . . . .7. . . . . . . . . . . . . . . . . . . . . .8 Open Problems and Conjectures . 6. . . . . . . . . . .Lyness’ Equation Cxn−1 n−1 5. . . . . . . . . . . . . . . . . . . 1)-Type Equations 5. . .3 The Case q > 1 . . . . . .1 Invariant Intervals . . . . . . . . .2 The Case γ = C = 0 : xn+1 = A+Bxn .5 The Case α = γ = A = 0 : xn+1 = 4. . . . .7. .2 The Case q < 1 . . . . . 4. . . . . .6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4 Open Problems and Conjectures . . . . . . . . . . . . . . . . . .7 The Case α = β = A = 0 : xn+1 = 4. 6.3 Semicycle Analysis . . . . . . . . . . . . . . . . . . .2 Invariant Intervals . . . . . .5. . 2)-Type Equations 77 6. . . . . . . . . . . . . . . . . . . . . . . . βxn A+Cxn−1 βxn Bxn +Cxn−1 γxn−1 . . . . 4.4 The Case α = γ = B = 0 : xn+1 = 4. . . . . . . . . . . . . . . . . 77 α+βx 6. 2)-Type Equations 53 4. . . . .6 The Case α = β = C = 0 : xn+1 = 4. . . . . . . . . 4. . . . . . . .1 Introduction . . . . .5.4. . . . . . . . . . .3 The Case γ = B = 0 : xn+1 = A+Cxn−1 . . . . . . . . .1 Invariant Intervals . .

. . . . . .2. .2 Invariant Intervals . . . . . 131 +Cx 7. . . . . . .7. . . . . . . 134 8 (3. . . . .3 The Case α = γ = 0 : xn+1 = A+Bxβxn n−1 . n−1 6. . . . βxn 9. . . . . . . . . . . . . . . . . . . . . . 6. . . . . .9 The Case α = A = 0 : xn+1 = Bxn +Cxn−1 . . . .8 The Case α = B = 0 : xn+1 = βxn +γxn−1 . . . . . 9. .2 The Case γ = 0 : xn+1 = A+Bxn +Cxn−1 . . . . . . . . . . . . . . . .3 Convergence of Solutions . . . . 9. . . . . .2. . .9. . . . . . . . . . . . . . . .3. . . . . . . . . . . . . . . . . . . .1 Existence of a Two Cycle . . . . . . . . . 6. . . . . . . . . . .3 The Case β = 0 : xn+1 = A+Bxn +Cxn−1 . . . . .4.2 Global Stability of the Positive Equilibrium . .5 Semicycle Analysis When pr = q + qr . . . . . . . . . . . . . . . 9. . . . . . . . . . . . . . . . . . .4 The Case α = β = 0 : xn+1 = A+Bxnn−1 n−1 . 9. . . . . .4. . . . . . . . . . . .4 The Case α = 0 : xn+1 = A+Bx+γxn−1 . . . .10 Open Problems and Conjectures . . . . . . . . .5 Long-term Behavior of Solutions When q > 1 6. 3)-Type Equations 131 7. . . n +Cxn−1 9. . 141 141 141 142 143 144 147 149 150 154 156 157 157 158 160 162 163 . . . . . . . . . . . . . . . . . . . . . . .3. . . . .1 Invariant Intervals and Semicycle Analysis . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Semicycle Analysis . . .2 Convergence of Solutions . . . .2 Open Problems and Conjectures . 132 n +Cx γx 7. . . . . . . . . . . . . . . . .Contents 6. .9. . . . . . . . . . . . . . . . . α+βxn 9.4 Global Asymptotic Stability . . . . . . . . . . . . . . . .2. . . α+γxn−1 9. . . . 1)-Type Equations 137 8.3. . . . . . . . . . . . . . . . . . 6. .3. . . .1 Introduction . . . . . .9. . . . . . . . . . . . . . . . . A+Cxn−1 6. . . . . . . . . . . .2 Invariant Intervals . . . . . . . . . . . . .4 Global Stability Analysis When p > q . . . 3)-Type Equations 9. . . . . .4 Global Stability . . . . . . . . . . . .3 Semicycle Analysis . . . 9.1 Boundedness of Solutions . . . . . . .3 Global Stability Analysis When p < q . . . . . . .1 Introduction . . . . . . . . . 133 +Cx 7. . . . . . . . . . . . . βxn +γx 6. . . . . . . .9. . . . . . . . . .5 Open Problems and Conjectures . . . . . . . . . . . . . . 138 9 (2. . . . . . . . . . . .2 The Case β = γ = 0 : xn+1 = A+Bxnα n−1 . . . . . . . . vii 107 109 110 112 113 114 117 117 123 123 7 (1. . . 131 7. . . . . . . . . . . . . . . . . . . . . . . .8. . . . . . . . . . . . 137 8. . . . .2. 6. .3. . . . . . . . . . . . .1 Existence and Local Stability of Period-Two Cycles 9.5 Open Problems and Conjectures . . . . . . . . . . . .8. . . . . . . . . 9. . . . . . . . . . . . . . .1 Invariant Intervals . 2 9. . . . . . . . . .1 Introduction . 9. . . . . . . . . . 9. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9. . . . . . . . . . . . . . . . . . . . .

. . . . . n +γxn−1 10. .4. . . . . . . . . . .2 Global Stability When p ≥ r . . . . . . . . 10. . . . . . . . . . . . .4 Open Problems and Conjectures . . 10. . . . . . . . . . . . . . . . . . . .1 Invariant Intervals . . . .viii 10 (3. . . . . . . A+Cxn−1 10. . . . . . . . . . 2)-Type Equations 10.2. . . . . . . . . . . .3 The Case B = 0 : xn+1 = α+βxn +γxn−1 . .3. . . . . . . . . . . . . . . . .2. . . . . . . . . . . . α+βx (3. . .2 11. . 3)-Type Equation xn+1 = A+Bxn +γxn−1 n +Cxn−1 Linearized Stability Analysis .3.3. . . . . . . . . . . . . . . . . . . . . . . .3. . . . . . A Global Attractivity for Higher Order Equations Bibliography Index . . . . . . . .1 Introduction . . . . . . . . . .1 10. . . . . . . . . . . . . . . . . . . . . . Bxn 10. . . . . . . . . . . . . . . . . . . . Convergence Results . . . . . . . . . . . .4 The Case A = 0 : xn+1 = α+βx+Cxn−1 . . .2. . . 10. . . . . . . . A+Bxn 10. . . . . . . . . . . . . . . . . . . . . . . . . .3 Contents 167 167 167 169 172 172 173 173 174 175 177 179 180 183 183 184 189 191 192 201 211 217 .2 Proof of Part (c) of Theorem 10. . . . . . . . . . . 10. . . . . . . .1 Invariant Intervals . . . . . . . . . . . . . . . . . .2 The Case C = 0 : xn+1 = α+βxn +γxn−1 . 11 The 11. . . . . . .4. . . . . . . . . . . . . . . . . . . . . . . . . . . . .2. . . . . . . . . .1 10. . . . . .1 Proof of Part (b) of Theorem 10. . . . . . . . . . . . .5 Open Problems and Conjectures . . . 10. . . . . . . . . . . . . . . . . . . .1 11. .1 Global Stability . . . . . 11. . . . . . . . . . . 11. . . .3 Convergence of Solutions . . . . . . .2 Convergence of Solutions . . Invariant Intervals . . . .

. a large number of equations whose dynamics have not been thoroughly understood yet and remain a great challenge for further investigation. γ. . 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. β. In an appendix. 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. we present the known results and derive several new ones on the boundedness. as special cases.Preface In this monograph. . To this end we pose several Open Problems and Conjectures which we believe will stimulate further interest towards a complete understanding of the dynamics of Eq(1) and its functional generalizations. In this sense. 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. Every chapter in this monograph contains several open problems and conjectures related to the particular equation which is investigated and its generalizations. (1) where the parameters α. Chapter 1 contains some basic deﬁnitions and some general results which are used throughout the book. and the periodicity of solutions of all rational diﬀerence equations of the form xn+1 = α + βxn + γxn−1 . 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). It is an amazing fact that Eq(1) contains. In Chapter 2 we present some general results about periodic solutions and invariant intervals of Eq(1). at the end of this monograph. the global stability. 1. we present some global attractivity results for higher order diﬀerence equations which may be useful for extensions and generalizations. 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. ix . A. A + Bxn + Cxn−1 n = 0. B.

.

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

.

To Senada and Theodora .

.

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

An example of such a problem is the following: Open Problem Find all initial points (x−1 . [32]. [57].6 for some results in this regard. 3. 1 + xn n = 0. 1. . See ([42]. . it is interesting to note the similarities of the dynamics of the population model xn+1 = α + βxn−1 e−xn . 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. 75). See [42]. This is a fascinating equation with many interesting extensions and generalizations. [49]. . [69].2. [44]. and Section 5. The problem of existence of solutions for diﬀerence equations is of paramount importance but so far has been systematically neglected. This is the set F of all initial conditions x0 ∈ R through which the equation xn+1 = α + βxn A + Bxn (2) is not well deﬁned for all n ≥ 0. n = 0. . . we introduce the forbidden set of the equation. For example. and the rational equation xn+1 = α + αxn + βxn−1 . [18].2 Introduction and Classiﬁcation of the Riccati equation. [67]. [66]. See [24] and Sections 2. and Section 4. Lyness’ equation when γ = A = B = 0. 1. Pielou’s discrete delay logistic model when α = γ = B = 0.7 and 10. . / if and only if x0 ∈ F. and Section 1. Hence the solution {xn } of Eq(2) exists for all n ≥ 0. See [13]. 2. A characteristic feature of this equation is that it possesses an invariant which can be used to understand the character of its . p. x0 ) ∈ R × R through which the equation xn−1 xn+1 = −1 + xn is well deﬁned for all n ≥ 0. See [13].4. [55]. .2. We believe that the techniques which we develop in this monograph to understand the dynamics of Eq(1) will also be of paramount importance in analyzing the equations in the mathematical models of various biological systems and other applications.

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

.

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

(1. ∂f ∂f (x.1) is called locally asymptotically stable if it is locally stable.1) is called a source.6 Chapter 1. if there exists r > 0 such that for all x0 . we have n→∞ lim xn = x. v) evaluated at the equilibrium x of Eq(1.1) is locally asymptotically stable. n→∞ (iv) The equilibrium x of Eq(1. Then the equation yn+1 = pyn + qyn−1 .1 (Linearized Stability) (a) If both roots of the quadratic equation λ2 − pλ − q = 0 (1. 1. x) and q = (x.1) is called unstable if it is not stable. (ii) The equilibrium x of Eq(1. x) ∂u ∂v denote the partial derivatives of f (u. . Clearly a source is an unstable equilibrium. .1) is called globally asymptotically stable if it is locally stable and a global attractor. or a repeller.1). x−1 ∈ I with |x0 − x| + |x−1 − x| < δ. Theorem 1.1) about the equilibrium point x. x−1 ∈ I with |x0 − x| + |x−1 − x| < γ. . n = 0. there exists N ≥ 1 such that |xN − x| ≥ r. we have |xn − x| < ε for all n ≥ −1. x−1 ∈ I we have lim xn = x. Preliminary Results (i) The equilibrium x of Eq(1. .1. there exists δ > 0 such that for all x0 .1) is called a global attractor if for every x0 . and if there exists γ > 0 such that for all x0 .2) p= is called the linearized equation associated with Eq(1. (iii) The equilibrium x of Eq(1. (vi) The equilibrium x of Eq(1. (v) The equilibrium x of Eq(1. then the equilibrium x of Eq(1. x−1 ∈ I with 0 < |x0 − x| + |x−1 − x| < r.1) is called locally stable if for every ε > 0.3) Let lie in the open unit disk |λ| < 1.

1.2. The Stable Manifold Theorem in the Plane

7

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

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

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

1.2

The Stable Manifold Theorem in the Plane

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

8

Chapter 1. Preliminary Results

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

for n ≥ 0.

Therefore the eigenvalues of the Jacobian JT

at the equilibrium point x of Eq(1.1)

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

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

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

1.3. Global Asymptotic Stability of the Zero Equilibrium

9

1.3

Global Asymptotic Stability of the Zero Equilibrium

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

1.4

Global Attractivity of the Positive Equilibrium

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

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

10

Chapter 1. Preliminary Results

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

(1.9)

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

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

at the end of this monograph. . b] × [a. mi−1 ) and mi = f (mi−1 . or nonincreasing in both arguments. set Mi = f (Mi−1 .8 where these theorems are utilized. b] be an interval of real numbers and assume that f : [a. .1. i→∞ and M = lim Mi . b] × [a.) The ﬁrst theorem deals with the case where the function f (x. Theorem 1. M ) ∈ [a. . and f (x. Then Eq(1. ≤ mi ≤ . See Sections 6. b]. y) is monotonic in its arguments. M ) = m and f (M. b]. 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. . b] is a solution of the system f (m.5 ([54]) Let [a.7 below are new and deal with the remaining two cases relative to the monotonic character of f (x. y) is non-increasing in x and nondecreasing in y.9. . then m = M . (b) If (m. . 2.4. b] for each x ∈ [a. .4. . See also the Appendix. .4.4 and 6.1) has a unique equilibrium x ∈ [a. Mi−1 ). (See Section 6.8 and 1. y) is non-decreasing in x ∈ [a. Proof. In this regard there are four possible scenarios depending on whether f (x. Now observe that for each i ≥ 0. y). Theorems 1. b] is a continuous function satisfying the following properties: (a) f (x. Set m0 = a and M0 = b and for i = 1. b] for each y ∈ [a. which describes the extension of these results to higher order diﬀerence equations.4. y) is non-decreasing in x and non-increasing in y and the second theorem deals with the case where the function f (x. b] and every solution of Eq(1.1) is to work in the regions where the function f (x. . Global Attractivity of the Positive Equilibrium 11 Very often the best strategy for obtaining global attractivity results for Eq(1. or nonincreasing in one and nondecreasing in the other. m) = M. ≤ M1 ≤ M0 and Set mi ≤ xk ≤ Mi m = lim mi i→∞ for k ≥ 2i + 1.1) converges to x. m0 ≤ m1 ≤ . b] → [a. y) is nondecreasing in both arguments. y) is nonincreasing in y ∈ [a. ≤ Mi ≤ .

. b] for each y ∈ [a.1) converges to x.12 Then Chapter 1. . . .6 ([54]) Let [a. b] → [a. set Mi = f (mi−1 . and f (x. .12) and by the continuity of f . Then clearly (1.4. M ). M ) and M = f (M. m=M from which the result follows. . b]. b]. In view of (b).1) has a unique equilibrium x ∈ [a. b] for each x ∈ [a. b] is a continuous function satisfying the following properties: (a) f (x. m). m=M from which the result follows. and Set mi ≤ xk ≤ Mi m = lim mi i→∞ for k ≥ 2i + 1. m = f (m. Proof. Then Eq(1. 2 Theorem 1. b] be an interval of real numbers and assume that f : [a. b]. ≤ mi ≤ . b] × [a. Now observe that for each i ≥ 0. 2. . Therefore in view of (b). Set m0 = a and M0 = b and for i = 1. b] and every solution of Eq(1. Preliminary Results M ≥ lim sup xi ≥ lim inf xi ≥ m i→∞ i→∞ (1. mi−1 ). Mi−1 ) and mi = f (Mi−1 . m = f (M. ≤ Mi ≤ . y) is non-increasing in x ∈ [a. m) and M = f (m. m0 ≤ m1 ≤ .1) has no solutions of prime period two in [a. i→∞ and M = lim Mi . y) is nondecreasing in y ∈ [a. ≤ M1 ≤ M0 . (b) The diﬀerence equation Eq(1. 2 . .12) holds and by the continuity of f . .

4.1. . . In view of (b). m). M ) = m.1) has a unique equilibrium x ∈ [a. Global Attractivity of the Positive Equilibrium Theorem 1.7 Let [a. 2.1) has a unique equilibrium x ∈ [a.8 Let [a. ≤ mi ≤ . b] be an interval of real numbers and assume that f : [a. y) is non-increasing in each of its arguments. 13 then m = M . m0 ≤ m1 ≤ . Then clearly (1. b] × [a. . b] be an interval of real numbers and assume that f : [a. 2 Theorem 1. . x) = x. . i→∞ and M = lim Mi . M ) and M = f (m. mi−1 ) and mi = f (Mi−1 . . . b] is a continuous function satisfying the following properties: (a) f (x. b] → [a. Then Eq(1.12) holds and by the continuity of f . (b) If (m. b] and every solution of Eq(1. b] → [a. b] × [a.4. . Mi−1 ). Now observe that for each i ≥ 0. and Set mi ≤ xk ≤ Mi m = lim mi i→∞ for k ≥ 2i + 1. M ) ∈ [a. Set m0 = a and M0 = b and for i = 1. (b) The equation f (x. m=M =x from which the result follows. Proof.1) converges to x. y) is non-decreasing in each of its arguments. Then Eq(1. . b] is a continuous function satisfying the following properties: (a) f (x. has a unique positive solution.4. . m) = M and f (M. b] is a solution of the system f (m. ≤ Mi ≤ . set Mi = f (mi−1 . b] and every solution of Eq(1. ≤ M1 ≤ M0 . b] × [a.1) converges to x. m = f (M.

. Let J be some interval of real numbers.13) .14 Proof. M ). . Mi−1 ) and mi = f (mi−1 . Then clearly the inequality (1. ≤ M1 ≤ M0 . . . and mi ≤ xk ≤ Mi Set m = lim mi i→∞ for k ≥ 2i + 1. . In this section we ﬁrst give a self-contained version of limiting solutions the way we will use them in this monograph. . Set Chapter 1.1) such that A ≤ xn ≤ B for all n ≥ −1.12) is satisﬁed and by the continuity of f . ≤ Mi ≤ . m = f (m. . Now observe that for each i ≥ 0. 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). f ∈ C[J × J. Assume that {xn }∞ n=−1 is a solution of Eq(1. B ∈ J. Preliminary Results m0 = a and M0 = b and for i = 1. where A. 2. from which the result follows. m = M = x. m) and M = f (M. ≤ mi ≤ . (1. ∞ we will show that there exists a solution {Ln }n=−k of the diﬀerence equation xn+1 = f (xn . i→∞ and M = lim Mi . n ≥ −k + 1. 2 1. Now with the above hypotheses. . In view of (b). mi−1 ). . set Mi = f (Mi−1 . xn−1 ). J]. . . m0 ≤ m1 ≤ . and let k ≥ 1 be a positive integer.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. .

13) and every term of this sequence is a limit point of the solution {xn }∞ .) ∞ We now proceed to show the existence of a limiting solution {Ln }n=−k . .5. .1. L−3 . . (See Theorem 1. xn−1 ). . . −k Let { n }∞ n=−k be the solution of Eq(1. .13) associated with the The solution {Ln }∞ n=−k solution {xn }∞ n=−1 of Eq(1. Clearly there exists a subsequence {xni }∞ of {xn }∞ i=1 n=−1 such that i→∞ lim xni = L. n=−1 is called a limiting solution of Eq(1. L−k+1 . L0 = L = 0 . . i→∞ i→∞ Continuing in this way and by considering further and further subsequences we obtain ∞ numbers L−2 . Limiting Solutions such that L0 = L 15 and for every N ≥ −k. satisﬁes Eq(1.5. It follows by induction that the sequence L−k . (1.1). Karakostas takes k = ∞ and calls the solution {Ln }∞ n=−∞ a full limiting sequence of the diﬀerence equation xn+1 = f (xn . . B] and so it has a ∞ further subsequence {xnij }j=1 which converges to some limit which we call L−1 .14) associated with the solution {xn }∞ n=−1 of Eq(1. L−k ) j→∞ = lim f (xnj −k+1 . L1 = 1.13) with Then clearly. the term LN is a limit point of the solution {xn }∞ . = f( −k+1 . L−1 . ∞ Next the subsequence {xni −1 }i=1 of {xn }∞ n=−1 also lies in interval [A.. . is stated in the way we will use it in this monograph: . . Therefore. xnj −k ) = lim xnj −k+2 = L−k+2 . which is a consequence of the above discussion. j→∞ lim xnj −k = L−k . n=−1 The following result. .1). −k ) = f (L−k+1 .. −k+2 j→∞ = L−k and −k+1 = L−k+1 . lim xnij = L and lim xnij −1 = L−1 . L−k and a subsequence {xnj }n=−1 such that j→∞ lim xnj = L j→∞ lim xnj −1 = L−1 .2 below.

Suppose that {xn }∞ n=−1 is a bounded solution of Eq(1. Then Eq(1. . . yn+1 = k i=0 Ai yn−i . f ∈ C[J × J.2 ([37]) Let J be some interval of real numbers. xn−ν ). See [23] and [25] for an application of Theorem 1.13) has two solutions {In }∞ n=−k with the following properties: and {Sn }∞ n=−k I0 = I. . as developed by Karakostas. . with I. S] for all n ∈ Z and such that for every N ∈ Z. . . . Preliminary Results Theorem 1. Then there exist two solutions ∞ {In }∞ n=−∞ and {Sn }n=−∞ of the diﬀerence equation xn+1 = f (xn .16) are called full limiting solutions of Eq(1. . S0 = S We now state the complete version of full limiting sequences. and let k ≥ 1 be a positive integer. with I0 = I. which by the change of variables xn = y1 reduce to rational diﬀerence equations of the n form 1 . . xn−ν ) which satisfy the equation for all n ∈ Z. S0 = S. . ∞ The solutions {In }∞ n=−∞ and {Sn }n=−∞ of the diﬀerence equation (1. IN and SN are limit points of {xn }∞ .5.15). xn−1 . 1. J]. S ∈ J. .}. .16 Chapter 1. S] for n ≥ −k. −1. .15) and with I. 1. (1.5. . n=−ν Furthermore for every m ≤ −ν. n→∞ S = lim sup xn n→∞ n = 0. f ∈ C[J ν+1 . and In . 0. . . i=0 xn−i k n = 0. n = 0.1 Let J be some interval of real numbers. 1. . with I = lim inf xn . . Sn ∈ [I. Sn ∈ [I. J].5.16) associated with the solution {xn }∞ n=−k of Eq(1.2 to diﬀerence equations of the form xn+1 = Ai . . Theorem 1. there exist two subsequences {xrn } and {xln } of the solution {xn }∞ n=−ν such that the following are true: n→∞ (1. xn−1 . . . Let Z denote the set of all integers {. . .16) lim xrn +N = IN and n→∞ lim xln +N = SN for every N ≥ m. S ∈ J. and let {xn }∞ n=−ν be a bounded solution of the diﬀerence equation xn+1 = f (xn . In . .1) with limit inferior I and limit superior S. 1.

17) where the parameters α. γ. . Eq(1.19) holds every solution of Eq(1. The ﬁrst result in this section addresses a very special case of Eq(1. In the sequel.17) reduces to βA + βxn β xn+1 = B = for all n ≥ 0. A. in addition to (1. A + Bxn B The set of initial conditions x0 ∈ R through which the denominator A+Bxn in Eq(1. we will assume that B = 0 and αB − βA = 0. B. Eq(1. β. Furthermore when (1. The Riccati Equation 17 1.19) β + A = 0. Theorem 1.17) regarding period-two solutions. Then (1.18).1. A.17). B and the initial condition x0 are real numbers is called a Riccati diﬀerence equation. To avoid degenerate cases.17) is a linear equation and when αB − βA = 0. It should be mentioned here that there is practically nothing known about the forbidden set of Eq(1) (when the parameters α.20) .18) holds and that Eq(1. One of our goals in this section is to determine the forbidden set F of Eq(1. . (See also [13] and [69].17) with x0 = is periodic with period two.17) when x0 ∈ F.6.6 The Riccati Equation α + βxn .17) possesses a prime periodtwo solution. C and the initial conditions x−1 . The proof is straightforward and will be omitted.21) β B (1. (1.17) will become zero for some value of n ≥ 0 is called the forbidden set F of Eq(1.17).and short-term behavior of / solutions of Eq(1. (1.) The other goal we have is to describe in detail the long.18) Indeed when B = 0. 1. we will assume that β + A = 0. A + Bxn A diﬀerence equation of the form xn+1 = n = 0. (1.1 Assume that (1. β. x0 are all real numbers) other than the material presented here. . which is extracted from [32].6.

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

23) is clearly the set of points where the sequence {yn }∞ n=0 vanishes.23) to the second order linear diﬀerence equation yn+2 − yn+1 + Ryn = 0. when 1 R> . 2 Finally.24) yn+1 yn for n = 0.24) are real numbers. which can be solved explicitly.23) has no equilibrium points. The forbidden set of Eq(1. . . 1 w= . 4 1 R= . Note that in these two cases the characteristic roots of Eq(1. 4 1− √ √ 1 − 4R 1 + 1 − 4R < = w+ 2 2 19 When Eq(1. . The Riccati Equation Eq(1. n = 0.23) has the two equilibrium points w− and w+ with w− = and |w− | < w+ .1.23). (1. . 1. where 4 the characteristic roots of Eq(1. 4 Eq(1. ). . respectively.23) has exactly one equilibrium point namely. Now observe that the change of variables wn = with y0 = 1 and y1 = w0 reduces Eq(1. Also w− < 0 if R < 0 and 1 w− > 0 if R ∈ (0. .6.24) are the equilibrium points of Eq(1. 1 The next two theorems deal with the cases R < 1 and R = 4 . . 1.

. wn = n n (w0 − w− )w+ − (w+ − w0 )w− n = 1. 2.23) is the sequence of points fn = n−1 2n for n = 1. 4 1 2 is the only equilibrium point of Eq(1. Preliminary Results √ √ 1 − 4R 1 + 1 − 4R w− = and w+ = 2 2 are the only equilibrium points of Eq(1.27) . the solution of Eq(1.6.6. 2. (1. if R > 0 and fn < w− while (fn − w− )(fn+1 − w− ) < 0 if R < 0.23). . . . .23).23) is given by / n+1 n+1 (w0 − w− )w+ − (w+ − w0 )w− . (1. . (1.26) It is now clear from Theorem 1. .6. 2. . The forbidden set F of Eq(1. Theorem 1. .20 Theorem 1. . .2 Assume Then 1 R< .3 Assume Then w= 1 R= . The forbidden set F of Eq(1.23) is the sequence of points fn = n−1 n−1 w+ − w− w+ w− n n w+ − w− for n = 1.25) When w0 ∈ F. The equilibrium w+ is a global attractor as long as w0 ∈ F ∪ {w− } / and the equilibrium w− is a repeller. 4 1− Chapter 1. .2 that n→∞ lim fn = w− .

23) is given by / wn = 1 + (2w0 − 1)(n + 1) 2 + 2(2w0 − 1)n for n = 0.29) n Finally consider the case √ R. 2w0 − 1 C1 = 1 and C2 = √ . 1. Hence wn = √ √ 4R − 1 cos(n + 1)φ + (2w0 − 1) sin(n + 1)φ √ . (1. 2 R n = 0. more precisely. . . yn = R 2 (C1 cos(nφ) + C2 sin(nφ)).6. 1. When w0 ∈ F. . . it is a sink from the right and a source from the left. the solution of Eq(1. 1. . The Riccati Equation 21 which converges to the equilibrium from the left. 1 R> .3 it follows that the equilibrium w = 1 of Eq(1. (1.1.24) 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 . 4R − 1 n = 0. 4 The characteristic roots of Eq(1. R 4R − 1 cos(nφ) + (2w0 − 1) sin(nφ) .6. . π φ ∈ (0. .28) From Theorem 1.23) is a global 2 / attractor for all solutions with w0 ∈ F but is locally unstable. . . ) 2 and √ 4R − 1 √ sin φ = . .

the solution of Eq(1.22 Chapter 1. 2. that is. . can now be easily 4 revealed. (1. . 2 n = 0. . φ= π k π ∈ (0.23). . that is.23) is given by (1. 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). ) N 2 (1. For example. . 1. 2. π ) be such that 2 1 cos φ = √ 2 R and 1 4 √ 4R − 1 √ sin φ = . π ) be such that 2 2 √ 4R − 1 2x0 − 1 and sin θ = cos θ = r r where r= Then we obtain. √ 4R − 1 1 cot(nφ) for n = 1. assume φ is a rational multiple of π. wn = (4R − 1)2 + (2x0 − 1)2 . π ) is a rational multiple of π.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. Preliminary Results as long as the denominator is diﬀerent from zero. Theorem 1.31) from which the character of the solutions of Eq(1.32) . 2 Let θ ∈ (− π . . . 2 2 When w0 ∈ F.6. w0 = − 2 2 The following theorem summarizes the above discussion. .29). / (1. . .23) is the sequence of points √ 1 4R − 1 fn = − cot(nφ) for n = 1.4 Assume that R> and let φ ∈ (0. when R > 1 . . 2 R Then the forbidden set F of Eq(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. N ∈ {1.} and 2k < N. p − 1 . .6. .6. The following theorem summarizes the above discussion.5 is not a rational multiple of π. then the following result is true: Theorem 1. N ∈ {1. . .1.23) with √ sin(n k π) − 4R − 1 cos(n k π) p p w0 = k 2 sin(n p π) is periodic with period p. .6. 2 R 2 R or equivalently k 4R cos2 ( π) = 1. .5 Assume that φ= k π π ∈ (0. p Then every solution of Eq(1. . 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 = .23) is periodic.} with 2k < N. Then the following statements are true: (i) No solution of Eq(1.6 Assume that the number φ in Theorem 1. (ii) The set of limit points of a solution of Eq(1. / for n = 1. Theorem 1.23) is periodic with period N . 2. 2. The Riccati Equation 23 for some k. Equivalently assume that A= where k.6.5 is not a rational multiple of π.23) is periodic with period N .6. . then every solution of Eq(1.23) with w0 ∈ F is dense in R. 2. . .

. Statement (i) is true because. . . 2 2 2 1.24 Proof. φ is a rational multiple of π.1) consists of a “string” of terms {xl . . xm }. .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. xl+1 . or l > −1 and xl−1 < x and either m = ∞. 1. we present some results about the semicycle character of solutions of some general diﬀerence equations of the form xn+1 = f (xn . 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. wk = wl if and only if Chapter 1. are dense in the interval (− π . all greater than or equal to the equilibrium x. In this section. π ). . The proof of statement (ii) is a consequence of the form of the solution of Eq(1. xn−1 ). . with l ≥ −1 and m ≤ ∞ and such that either l = −1.33) under appropriate hypotheses on the function f . A positive semicycle of a solution {xn } of Eq(1. (1. 1. or m < ∞ and xm+1 < x. . n = 0. . First we give the deﬁnitions for the positive and negative semicycle of a 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. .

5.1. Deﬁnition 1. or l > −1 and xl−1 ≥ x and either m = ∞. . y) we have xN +1 = f (xN . all less than the equilibrium x. The ﬁrst result was established in [28] while we were working on a special case of the equation we are investigating in this monograph. xN ) > f (x. Let x be a positive equilibrium of Eq(1.7. ∞) × (0. . with l ≥ −1 and m ≤ ∞ and such that either l = −1. We will assume that xN −1 < x ≤ xN . Semicycle Analysis 25 A negative semicycle of a solution {xn } of Eq(1. (See Section 6. x) = x and xN +2 = f (xN +1 .33) with at least two semicycles.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. and f (x. (0.) Theorem 1. x) = x.7.1 ([28]) Assume that f ∈ C[(0.7. Then there exists N ≥ 0 such that either xN −1 < x ≤ xN or xN −1 ≥ x > xN . . Let {xn } be a solution of Eq(1. Thus xN +1 < x < xN +2 or m < ∞ and xm+1 ≥ x. . Proof. All other cases are similar and will be omitted. ∞)] is such that: f (x. n2 ≥ n0 such that xn1 xn2 < 0. xl+1 . ∞). . Then by using the monotonic character of f (x. xN −1 ) < f (x.33) consists of a “string” of terms {xl . Then except possibly for the ﬁrst semicycle. The sequence {xn } is called strictly oscillatory about x if the sequence xn − x is strictly oscillatory. A sequence {xn } is called strictly oscillatory if for every n0 ≥ 0. (b) A sequence {xn } is said to oscillate about x if the sequence xn − x oscillates. y) is increasing in y for each ﬁxed x. Otherwise the sequence is called nonoscillatory. there exist n1 .33). xm }. every solution of Eq(1. y) is decreasing in x for each ﬁxed y.33) has semicycles of length one.

∞) × (0. ∞). Let x be a positive equilibrium of Eq(1. ∞) × (0. xN −1 ) > f (x. ∞)] and that f (x. Assume that {xn } is an oscillatory solution with two consecutive terms xN −1 and xN in a positive semicycle xN −1 ≥ x and xN ≥ x with at least one of the inequalities being strict. x) = x which shows that the next term xN +1 also belongs to the positive semicycle. Chapter 1. y) is increasing in x and decreasing in y. 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.33) has semicycles of length one. It follows by induction that all future terms of this solution belong to this positive semicycle.33). ∞). (0. Then by using the increasing character of f we obtain: xN +1 = f (xN .26 and the proof follows by induction. Then except possibly for the ﬁrst semicycle.33) has semicycles of length at most two. Theorem 1.7. with at least one of the inequalities being strict. Then by using the decreasing character of f we obtain: xN +1 = f (xN . y) is increasing in both arguments. Proof. 2 The next result applies when the function f (x. The proof in the case of negative semicycle is similar and is omitted.33). Preliminary Results 2 The next result applies when the function f is decreasing in both arguments. Then every oscillatory solution of Eq(1. y) is decreasing in both arguments. x) = x which completes the proof. (0.7.2 Assume that f ∈ C[(0.3 Assume that f ∈ C[(0. The next result applies when the function f is increasing in both arguments. Theorem 1. which is a contradiction. The proof in the case of negative semicycle is similar and is omitted. 2 . Proof. every oscillatory solution of Eq(1. Let x be a positive equilibrium of Eq(1. ∞)] and that f (x. xN −1 ) < f (x.

34) we obtain: xN +1 = f (xN . If xN > xN −1 > x then by using the increasing character of f and Condition (1. is similar and is omitted. x) = x which shows that the next term xN +1 also belongs to the positive semicycle. 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.7.1.35) then {xn } oscillates about the equilibrium x with semicycles of length two or three. ∞) × (0. ∞)] is such that: f (x. Semicycle Analysis 27 Theorem 1. y) is decreasing in y for each ﬁxed x. The extreme in each semicycle occurs in the ﬁrst term if the semicycle has two terms. xN −1 ) > f (x. Then by using the increasing character of f we obtain xN +1 = f (xN . Let x be a positive equilibrium of Eq(1. Then. Then by using the increasing character of f and Condition (1. (0. Proof. xN −1 ) > f (xN . if we assume that f (u. every oscillatory solution of Eq(1.4 Assume that f ∈ C[(0.34) we obtain xN +1 = f (xN . xN ) = x (1. Assume that {xn } is an oscillatory solution with two consecutive terms xN −1 and xN such that xN −1 < x ≤ xN .34) . u) = x for every u and f (x. ∞). and f (x. y) < x for every x > y > x (1. and in the second term if the semicycle has three terms. Furthermore.33).33) has semicycles of length at least two. xN −1 ) < f (xN . except possibly for the ﬁrst semicycle which may have length one. xN ) = x which shows that the positive semicycle has length two.7. except possibly for the ﬁrst semicycle. The proof in the case xN −1 ≥ x > xN . y) is increasing in x for each ﬁxed y.

7. 2 (1. f satisﬁes Condition (1. Then if x0 > x−1 > x. If. x−1 ) = x.36) is satisﬁed and that x0 > x−1 > x.35).36) f (x. y) is decreasing in y for each ﬁxed x. y) is increasing in x for each ﬁxed y.36) we get x1 = f (x0 . x−1 ) > f (x−1 . Theorem 1.34) and (1. and f (x. on the other hand.37) .28 and by using Condition (1. assume that Condition (1. Preliminary Results xN +1 = f (xN .33). instead of Condition (1. 2 Condition (1. then Eq(1. we obtain x1 = f (x0 . Let x be a positive equilibrium of Eq(1.35) we ﬁnd Chapter 1. y) < x for every x < y < x then if x0 < x−1 < x.34). and the proof follows by induction. If. xN −1 ) < xN and the proof is complete. y) > x for every x > y > x. ∞). and f (x.36). Then by the monotonic character of f and (1. ∞) × (0. (0. Proof.34). Assume that f satisﬁes Conditions (1. we assume (1. x−1 ) > x0 . ∞)] is such that: f (x. the corresponding solution is decreasing.33) has monotonic solutions. The proof of the remaining case is similar and will be omitted.5 Assume that f ∈ C[(0.34) is not enough to guarantee the above result. the corresponding solution is increasing. In view of Condition (1. First.

(2.5) holds.3) n = 0. B + C ∈ (0. β.1) if and only if α = 0 and A > 0. in addition to the zero equilibrium .1) is well deﬁned for all n ≥ 0. the equilibrium points of Eq(2. ∞) (2.1) are the nonnegative solutions of the equation x= or equivalently (B + C)x2 − (β + γ − A)x − α = 0.1 Equilibrium Points α + βxn + γxn−1 . 29 . Semicycles. . .1) has a positive equilibrium if and only if β + γ > A. .1) When (2. Zero is an equilibrium point of Eq(2. 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(2.4) α + (β + γ)x A + (B + C)x (2. B. Periodicity. A + Bxn + Cxn−1 Here we investigate the equilibrium points of the general equation xn+1 = where α. Eq(2. A.1). 1. γ.5) (2. and Invariant Intervals 2. (2. ∞) with α + β + γ.Chapter 2 Local Stability. In view of the above restriction on the initial conditions of Eq(2.

1) is positive and is given by x= β+γ .8).) In summary. and it is given by (2.6 about the Riccati equation α + βxn xn+1 = . Local Stability. (See [13]. B+C (2. except for our presentation in Section 1. . .4) would also be an equilibrium worth investigating. it satisﬁes Eqs(2. Periodicity.30 Chapter 2.4). then x is unique. v) = (A + Bu + Cv)2 (2.1) when the initial conditions and the coeﬃcients of the equation are real numbers is of great mathematical importance and. .9) . and Invariant Intervals In fact in this case the positive equilibrium of Eq(2.4). when α = 0. This observation simpliﬁes the investigation of the local stability of the positive equilibrium of Eq(2.8) of the quadratic equation (2. [32]. .1) has a positive equilibrium x. v) = A + Bu + Cv and observe that (βA − αB) + (βC − γB)v fu (u. n = 0. Set α + βu + γv f (u. [18].2).1) is unique and is given by x= When α = 0 and A = 0 the only equilibrium point of Eq(2. 1.1).3) and (2. and [69] for some results in this regard.2 Stability of the Zero Equilibrium Here we investigate the stability of the zero equilibrium of Eq(2. it is interesting to observe that when Eq(2.1). 2. If we had allowed negative initial conditions then the negative solution of Eq(2. Finally when α>0 the only equilibrium point of Eq(2. Semicycles. The problem of investigating Eq(2. B+C (2. A + Bxn there is very little known. the quantity β + γ is positive.7) β+γ−A .1) is the positive solution x= β+γ−A+ (β + γ − A)2 + 4α(B + C) 2(B + C) (2.6) Note that in view of Condition (2.

A + Bxn + Cxn−1 n = 0. . in addition to the local stability Theorem 1. For the zero equilibrium of Eq(2. . .10) If x denotes an equilibrium point of Eq(2. 1.2.1) about the equilibrium point x is zn+1 − pzn − qzn−1 = 0 where p = fu (x. Stability of the Zero Equilibrium and fv (u.1. A A For the stability of the zero equilibrium of Eq(2. x) and q = fv (x. .2.1. we have the luxury of the global stability Theorem 1. The local stability character of x is now described by the linearized stability Theorem 1. As a consequence of these two theorems we obtain the following global result: Theorem 2. .1. (A + Bu + Cv)2 31 (2. .1.2. 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. n = 0. is globally asymptotically stable when β+γ ≤A and is unstable when β + γ > A.1 Assume that A > 0.1) we have p= β A and q = γ A and so the linearized equation associated with Eq(2.1). then the linearized equation associated with Eq(2.1. v) = (γA − αC) − (βC − γB)u .1) about the zero equilibrium point is β γ zn+1 − zn − zn−1 = 0.1). 1. .3. x). Then the zero equilibrium point of the equation xn+1 = βxn + γxn−1 . .

3) and (2. Periodicity. By using the identity (B + C)x2 = (β + γ − A)x + α. In these cases the positive equilibrium x is unique. it satisﬁes Eqs(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. are equivalent to some inequalities of the form x>ρ .11) and (2. x) = (γA − αC) − (βC − γB)x (γA − αC) − (βC − γB)x = 2 .15) A2 + (γA − αC) βC − γB x > −α − .32 Chapter 2.13)-(2. and Invariant Intervals 2.12) (A + β + γ)x > −α − (2.8). and it is given by (2. A+β+γ− B+C B+C Out of these inequalities we will obtain explicit stability conditions by using the following procedure: First we observe that Inequalities (2. Eq(2. Inequalities (2.1. 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. Local Stability.13) (2.14) (2.1) the following: |p| < 1 − q (2. x) = and q = fv (x.3 Local Stability of the Positive Equilibrium α = 0 and β + γ > A As we mentioned in Section 2.1.15).4).1) has a positive equilibrium when either or α > 0. we see that p = fu (x.11) and q > −1. Semicycles.

5.1 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.) Theorem 2. . . . n = 0. 33 2. [73]. . . n = 0. .16) (2.17) (2.4. Now if we set F (u) = (B + C)u2 − (β + γ − A)u − α. xn−1 xn .19) 1 + xn . Then A = B = γ = 0. .18) (2. 1. and [74].1) xn+1 = xn+1 = xn+1 = xn+1 n = 0. 4. . . . 1. (ii) Assume C = 0. (See also [75]. n = 0. Then the following statements are true: (i) Assume C > 0. (2.2. The following result characterizes all possible special cases of equations of the form of Eq(2. 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. . .4 When is Every Solution Periodic with the Same Period? 1 . = xn−1 are remarkable in the sense that all positive solutions of each of these four nontrivial equations are periodic with periods 2. The following four special examples of Eq(2. ∞). and 6 respectively. xn 1 xn−1 . . When is Every Solution Periodic with the Same Period? and/or x<σ for some ρ.1) is periodic with period p. Then γ(α + β) = 0.4. 1. σ ∈ [0. 1.

A+B C we see that (2.16)-(2.19) . Local Stability.34 Chapter 2.21) (2.1 Let p ∈ {2. Consider the solution with x−1 = 1 and x0 ∈ (0.1) reduces to one of the equations (2. Semicycles.20) is impossible. In addition to (2. for the sake of contradiction. Otherwise A + B > 0 and by choosing x0 > max α+β γ .22) holds .21) holds.21) we now claim that also γ = 0. Then up to a change of variables of the form xn = λyn Eq(2. Periodicity.1) xp = Hence (A + B)x0 + (Cx0 − γ)xp−2 = α + β.20) α + β + γxp−2 = x0 . A+B C (2. and Invariant Intervals Proof. The proof is complete. Thus (2.1) is periodic with period p. Then clearly x0 = xp and so from Eq(2. A + B + Cxp−2 and xp−1 = x−1 = 1 we see that (2. Assume that every positive solution of Eq(2. . Then by choosing x0 suﬃciently small. Hence (2. Then we claim that A = B = 0. (ii) Assume C = 0 and. 4. ∞).22) Otherwise γ > 0 and by choosing x0 < min α+β γ . 3. 6}.20) is impossible. (2. 5. we see that (2. assume that γ(α + β) > 0. 2 Corollary 2. (i) Assume that C > 0.4.20) is impossible.

.1) if and only if α + β(φ + ψ) = Bφψ with φ. . Furthermore when (2. ψ. .1) has a prime period-two solution if and only if γ = β + A. . (See [50].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(2.27) (2. .) Furthermore we are interested in conditions under which every solution of Eq(2.5. ψ. is a prime period-two solution of Eq(2.25) (2. is a prime period-two solution of Eq(2.1) to have a prime period-two solution and we exhibit all prime period-two solutions of the equation.23) α + βψ + γφ A + Bψ + Cφ α + βφ + γψ A + Bφ + Cψ . solution with period p and furthermore the set of solutions of the equation with prime period p is nonempty.24) (2.26) and (2.26) αC + β(γ − β − A) . .2.1) converges to a period-two solution in a nontrivial way according to the following convention. . not necessarily prime. Assume that . φ. .27) hold . ψ. ∞) and φ = ψ (2. Convention Throughout this book when we say that “every solution of a certain diﬀerence equation converges to a periodic solution with period p” we mean that every solution converges to a. . . φ. φ.1). Existence of Prime Period-Two Solutions 35 2. ψ ∈ [0. C (2. ψ. . φ.

30) (2.29) holds. . .25) that one of the following three conditions must be satisﬁed: B = C. φ. α = β = 0. ψ. .1). φ.32) 4C 2 2. C γ−A γ−A . (γ − β − A)[B(γ − β − A) − C(γ + 3β − A)] α< . . − φ. C C Finally when (2. γ−A γ−A − φ. .. That is. the two cycle is . (2. φ.1) possesses a prime period-two solution . . B = C. −β + Bφ (2. . . . .. B and ψ = α + βφ . . . When (2. C C with 0 ≤ φ < γ−A . (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. . the two cycle is . . ψ. ψ. . φ. φ. . B φ= β+ √ β 2 + αB .36 Chapter 2. . Local Stability. . . . . α + β > 0. 0. .31) γ > β + A and When (2. . Then it follows from (2.28) Next assume that (2. . 1.24) holds and that Eq(2. ψ.31) holds. and Invariant Intervals or equivalently β φ> .23) and (2. . and φψ = 0. φ. B > C. . ..6 Let Local Asymptotic Stability of a Two Cycle . and φψ > 0. Set un = xn−1 and vn = xn for n = 0. and φψ ≥ 0. Periodicity. Semicycles. .29) (2. 0. α = β = 0. be a two cycle of the diﬀerence equation (2.30) holds.

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

∞) and nonnegative initial conditions and obtain a signum invariant for its solutions which will be used in the sequel (See Sections 4. . . . ψ) (φ. . ψ. and Invariant Intervals [(βA − αB) − (γB − βC)ψ][(βA − αB) − (γB − βC)φ] ∂h (φ. every solution converges to a (not necessarily prime) period-two solution and n = 0. ψ) − (φ. . x0 ) through which the solution of Eq(2. See Sections 6. φ. and 10.4 for some applications.1) converges to the two cycle. (2.7. 2.1. . φ. ∂u ∂v ∂v ∂u φ ψ lie inside the Then it follows from Theorem 1. 6. The basin of attraction of this two cycle is the set B of all initial conditions (x−1 . β. ψ) ∂u ∂v ∂h ∂g ∂h ∂g (φ. ψ) (φ. Semicycles. Periodicity. 6. + (A + Bφ + Cψ)2 Set S= and D= ∂h ∂g (φ.2) to obtain conditions on α. A and B so that every solution of Eq(2.33) . .5. That is.1 (c) that both eigenvalues of JT 2 unit disk |λ| < 1. ψ. 6. β. ψ). A + Bxn In this section we consider the equation xn+1 = where α. γ. A. Deﬁnition 2.7 Convergence to Period-Two Solutions When C=0 α + βxn + γxn−1 . 1.33) converges to a period-two solution. A + B ∈ (0. . B ∈ [0.1 (Basin of Attraction of a Two Cycle) Let . ∞) with α + β + γ. γ.6.38 Chapter 2. and 7. be a two cycle of Eq(2. Local Stability.7.6.1).9. . ψ) = ∂v (A + Bφ + Cψ)2 (A + Bψ + Cφ)2 (γA − αC) + (γB − βC)φ . if and only if |S| < 1 + D and D < 1. ψ) + (φ.

33): (i) xn+1 − xn−1 = 0 for all n ≥ 0.33). (See also Section 10. the solution {xn } is periodic with period-two.7.1 Assume that (2. ∞ Lemma 2. Clearly (i) holds. A + Bxn In particular.) Now before we see that when B > 0 every solution of Eq(2.34) Jn = α + β(xn−1 + xn ) − Bxn−1 xn for n ≥ 0. In this case the subsequences {x2n }∞ and {x2n−1 }∞ of the solution {xn }∞ are both decreasing to ﬁnite limits and n=0 n=0 n=0 so in this case the solution converges to a period-two solution. In particular. the sign of the quantity Jn is constant along each solution. the proof of which follows by straightforward computations. Now observe that xn+1 − xn−1 = β+A (xn − xn−2 ) for n ≥ 1 A + Bxn .27) holds. if and only if. (ii) xn+1 − xn−1 < 0 for all n ≥ 0. Then the following statements are true: (a) β+A Jn for n ≥ 0. Finally (iii) holds.2. and let {xn }n=−1 be a solution of Eq(2. if and only if J0 > 0 and β + A > 0.33). we need the following result.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. (β + A)J0 = 0.2 where we present the complete character of solutions of Eq(2. Jn+1 = (b) xn+1 − xn−1 = Jn A + Bxn for n ≥ 0. Set (2. Statement (ii) holds if and only if J0 < 0 and β +A > 0.27) holds. one and only one of the following three statements is true for each solution of Eq(2. In this case. Convergence to Period-Two Solutions When C=0 39 there exist prime period-two solutions. the solution would converge to a period-two solution. (iii) xn+1 − xn−1 > 0 for all n ≥ 0.7.

. . The proof for the subsequence of odd terms is similar and will be omitted. ψ. ≤K ρi + x2N < i=1 which contradicts the hypothesis that the subsequence of even terms is unbounded.28). . A+β A+β A+β A+β < = ρ. . To this end assume. Theorem 2. .1 Assume B > 0. We will give the details for the subsequence of even terms. .33) converges to a period-two solution.35) We will now employ (2.33) has a prime period-two solution if and only if (2.27) holds. ψ. φ. . 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 | + . . Kρ + x2N 1−ρ .27) holds every solution of Eq(2.33) are given by (2. φ.27) holds all prime period-two solutions . Then there exists N ≥ 0 such that ρ= Clearly for all n > N . Periodicity.40 and so Chapter 2. for the sake of contradiction. |x2N +2 − x2N | = A+β A+β < 1. (c) When (2. + |x2N +2 − x2N | + x2N m for m = 1. 2. that the subsequence of even terms increases to ∞. (b) When (2. and Invariant Intervals n xn+1 − xn−1 = (x1 − x−1 ) β+A . . Local Stability. A + Bx2n+1 A + Bx2n A + Bx2N +1 A + Bx2N Set Then K = |x2N − x2N −2 |.7. A + Bxk k=1 (2. In summary we have established the following result. . Then the following statements hold: (a) Eq(2. . of Eq(2. Semicycles.35) to show that the subsequences of even and odd terms of the solution are bounded. .

36) are determined from the intervals where the function f (x. then xn ∈ I for every n > N .9) and (2.36) if xN −1 . .8. fy < 0 if x < M L + My (A + Bx + Cy)2 and fy (x. Invariant intervals for Eq(2.10) and are fx (x. 1.1). we obtain the following table of invariant intervals for Eq(2. xn−1 ). n = 0. The following table gives the signs of fx and fy in all possible nondegenerate cases.2. and N = γA − αC. y) = where L = βA − αB. Signs of derivatives fx and fy fx > 0 N N fy > 0 if x < M . 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 . . 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 . . (2. 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. Invariant Intervals 41 2.1) the partial derivatives are given by (2. y) = N − Mx . y) is monotonic in its arguments. For Eq(2.1) is an interval I with the property that if two consecutive terms of the solution fall in I then all the subsequent terms of the solution also belong to I. . (A + Bx + Cy)2 − + − − − − − − Using this table.8 Invariant Intervals An invariant interval 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 . xN ∈ I for some N ≥ 0.

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

4.9 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.3 Let p ≥ 2 be an integer and assume that every positive solution of Eq(2. n = 0.7.40) 1 + xn−1 .7) that every positive solution of each of the following three equations xn+1 = 1 + xn+1 = xn+1 xn−1 . (0.1) with α. Find necessary and suﬃcient conditions so that every nonnegative solution of the diﬀerence equation (2. γ. n = 0. = 1 + xn . Is it true that p ∈ {2. ∞)] is such that every positive solution of the equation xn+1 = f (xn . [0. . xn n = 0. 6}? Open Problem 2. B. . if and only if every root of the characteristic equation is a pth root of unity. .4 It is known (see Sections 2. xn−1 ). ∞) × (0. ∞).5. 5.9. . 1 + xn xn + 2xn−1 . . ∞) × [0. 4. β. In particular address the case p = 2.2 Let f ∈ C 1 [[0.37) is periodic with period p ≥ 2. Open Problem 2. 1. C ∈ [0. .38) (2.9. 6.39) (2.2. ∞) converges to a solution with period p .37) converges to a periodic solution with period p.1 Assume that f ∈ C 1 [(0. . 1. A. .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 2.9.7. . ∞). and 6.9. 1. (2. ∞)] and let p ≥ 2 be an integer. n = 0. (2. . Open Problem 2. Is it true that the linearized equation about a positive equilibrium point of Eq(2. . every solution is periodic with period p ≥ 2.9. . Open Problems and Conjectures 43 2. 1.

∞).7.9. x0 ) ∈ (0. Show that the positive equilibrium is globally asymptotically stable. γ. . Conjecture 2. A. and Invariant Intervals converges to a solution with (not necessarily prime) period-two: . . β. determine all initial conditions (x−1 . ∞) and γ > β + A. Conversely. Determine the set of initial conditions x−1 and x0 for which the solution {xn }∞ n=−1 of Eq(2. ∞) and that Eq(2.40). .2 Assume α. . β. 6. A. Conjecture 2.41) In each case. if (2. B.5.39) or Eq(2. C ∈ (0. .38) or Eq(2. .5 Assume α.9. Periodicity. φ.1) is bounded. β. C ∈ (0. γ. ∞) and that Eq(2. .) Conjecture 2. γ.1) has a positive prime period-two solution. 6.33) is bounded.9.41) is a period-two solution of Eq(2. B ∈ (0.44 Chapter 2.1 Assume α. ∞) × (0. B. ∞) for which the solution {xn }∞ n=−1 converges to the period-two solution (2.41). γ. φ. 4.1) has no period-two solution. and 10. ψ. A. Local Stability.2. Open Problem 2.3 Assume α.1) is a saddle point. (2.7. C ∈ (0.7. determine φ and ψ in terms of the initial conditions x−1 and x0 .9. Show that the positive equilibrium of Eq(2. (See Sections 2. Semicycles. Show that every positive solution of Eq(2. . ψ. A. B. β.

. C ∈ [0. (0.2). Obtain necessary and suﬃcient conditions on f for every solution of the diﬀerence equation xn+1 = to be bounded. ∞). Open Problem 2. ∞)]. What additional conditions should the parameters satisfy? .4 Assume that α. (See Section 5. xn−1 n = 0. (0. 1. Open Problem 2. ∞).1) is bounded. .7 Assume f ∈ C[(0. Conjecture 2. . C ∈ [0.9. β. A + Bxn−1 + Dxn−2 n = 0.9. ∞)].9. f (xn−1 ) . with nonnegative parameters and nonnegative initial conditions such that γ = β + δ + A. ∞). γ.8 Assume f ∈ C[(0. .9. B. A. 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. 1.9.2. . γ. . .6 Assume α. A. Open Problem 2. B. .1 to third order diﬀerence equations xn+1 = α + βxn + γxn−1 + δxn−2 . ∞). Show that Eq(2. (See Section 4.7). 45 Obtain necessary and suﬃcient conditions in terms of the coeﬃcients so that every positive solution of Eq(2.7. xn n = 0. Open Problems and Conjectures Open Problem 2. .1) cannot have a positive prime two cycle which attracts all positive non-equilibrium solutions.9 Extend Theorem 2. f (xn ) .9. β.

But how about necessary and suﬃcient conditions for the equilibrium of Eq(2. 1. Semicycles. xn−1 . (2. n = 0.46 Chapter 2. xn−2 . . . or a saddle point. . . 1. Local Stability. xn−2 ).9. .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 . Periodicity. . xn−1 .42) to be a repeller. . n = 0. and Invariant Intervals Open Problem 2. . xn−3 ).10 Extend the linearized stability Theorem 1.1 to third order difference equations xn+1 = f (xn . .1. or nonhyperbolic? Extend these results to fourth order diﬀerence equation xn+1 = f (xn .

. (3. . .1 Introduction α . 1)-type: xn+1 = n = 0. . . (3. (3. .6) . A Eq(1) contains the following nine equations of the (1. . 1. 1. .4) xn+1 = β . . Cxn−1 47 n = 0. A n = 0. Cxn−1 n = 0. (3. . 1. . (3. . (3. 1. . 1)-Type Equations 3.1) xn+1 = α . . 1. . 1.3) xn+1 = βxn . Bxn n = 0.5) xn+1 = βxn . .2) xn+1 = α . . . B n = 0.Chapter 3 (1.

. Indeed the solution with initial conditions y−1 and y0 is the six-cycle: y−1 . The remaining two equations. . 1)-Type Equations xn+1 = γxn−1 . .5). Of these nine equations. . A n = 0. y0 . y0 1 1 y−1 . . .10) It is easy to see that every positive solution of Eq(3. every other solution of Eq(3.7) xn+1 = and γxn−1 .. 1. 1. (3. yn−1 n = 0. Eqs(3.2 The Case α = γ = A = B = 0 : xn+1 = β yn C βxn Cxn−1 This is the (1. Bxn n = 0.2) is periodic with period two and every solution of Eq(3.6) which by the change of variables xn = reduces to the equation yn+1 = yn .48 Chapter 3. . . C n = 0. . 1)-type Eq(3.10) is periodic with period six. and the denominators are always positive. .8).1). the initial conditions are nonnegative. Eqs (3. .9) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. . (3. (1. .. Eqs(3. .4) and (3. .9) are trivial. (3.4) is periodic with period four. . y−1 y−1 y0 y0 It is interesting to note that except for the equilibrium solution y = 1.. .6) and (3. . and (3.10) has prime period six. namely.7) are linear diﬀerence equation. are treated in the next two sections. 1. . (3. 1. 3.8) xn+1 = γ . (3. Every solution of Eq(3.

(3.14) (3.2) is of the form xn+1 = f (xn ). . ∞). . 3. which possess the property that every positive nontrivial solution of each of these two equations is periodic with the same prime period. (3. (0. ∞) × (0.2). Eq(3.3 The Case α = β = A = C = 0 : xn+1 = γ yn e B This is the (1. . (3. from which the behavior of solutions is easily derived.11) is yn = C1 −1 + 2 √ 5 n n = 0.7) is periodic with period two but this is a linear equation. .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. 1. . (3. .3. Eq(3. n = 0.4 Open Problems and Conjectures Of the nine equations in this chapter we would like to single out the two nonlinear equations. Also every solution of Eq(3.8) which by the change of variables xn = reduces to the linear equation yn+1 + yn − yn−1 = 0.13) n = 0. (0. 1. 1)-type Eq(3. namely two and six. The Case α = β = A = C = 0 : xn+1 = γxn−1 Bxn 49 γxn−1 Bxn 3.6). while Eq(3. ∞)]. 1. .12) . .2) and (3. . respectively. where f ∈ C[(0. xn−1 ). ∞)].3) also has the property that every nontrivial positive solution is periodic with prime period four but this equation is really a variant of Eq(3. . . (3. The general solution of Eq(3.6) is of the form xn+1 = f (xn . n = 0.11) + C2 −1 − 2 √ 5 n . where f ∈ C[(0. . ∞). . 1.

1.13) holds. β.50 Chapter 3.12) is periodic with period k. 5.14) is periodic with period k. [0.1 Let f ∈ C 1 [[0.1 Let k ≥ 2 be a positive integer and assume that (3. Open Problem 3. xn−1 n = 0.2 Let k ≥ 2 be a positive integer and assume that (3. . Show that f (x) = 1 + x.4.16) is periodic with prime period six.2 Let f ∈ C 1 [[0. Conjecture 3. . ∞)] be such that every positive nontrivial solution of the diﬀerence equation (3. 7. k = 5. In particular address the cases: (See [10].4.15) holds. .) Conjecture 3. γ ∈ (−∞. In particular address the cases k = 4. n = 0. 8. and [59].16) is periodic with prime period ﬁve. Obtain necessary and suﬃcient conditions on α. Open Problem 3. with real initial conditions is periodic with period k. γ so that every solution of the equation xn+1 = α |xn | + βxn−1 + γ. 9. Show that f (x) = x. 1)-Type Equations Open Problem 3. 1.4. . ∞). Obtain necessary and suﬃcient conditions on f so that every positive solution of Eq(3. (1. 6. [0. ∞)] be such that every positive nontrivial solution of the diﬀerence equation xn+1 = f (xn ) . .4. ∞). β. 6.4. (3. . ∞). . [17]. Obtain necessary and suﬃcient conditions on f so that every positive solution of Eq(3.3 Let k be a positive integer and assume that α.

4 Obtain necessary and suﬃcient conditions on f ∈ C[[0. .4. [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 = .17) Open Problem 3. . Open Problems and Conjectures 51 Open Problem 3.18) xn−1 ∞ (i) {pn }n=0 converges to a ﬁnite limit. . (3. (ii) {pn }∞ converges to ±∞. . 1. xn−1 n = 0. n = 0.4. n=0 . (3. n=0 (iii) {pn }∞ is periodic with prime period k ≥ 2.3. . f (xn ) . 1.4. ∞)] such that every positive nontrivial solution of the equation xn+1 = is periodic with prime period three. .5 Let {pn }∞ be a sequence of nonzero real numbers.

.

. . . . . . . 1. .Chapter 4 (1. (4. 1. . . 1. . .5) xn+1 = βxn . A + Cxn−1 n = 0. 1.3) xn+1 = βxn .4) xn+1 = βxn . . 1. A + Bxn n = 0.6) . Bxn + Cxn−1 53 n = 0. . . (4. A + Bxn Eq(1) contains the following nine equations of the (1. . A + Cxn−1 n = 0. 2)-Type Equations 4.1) xn+1 = α .2) xn+1 = α .1 Introduction α . . (4. 1. Bxn + Cxn−1 n = 0. 2)-type: xn+1 = n = 0. . (4. (4. (4.

8) are essentially Riccati equations. (4.7) xn+1 = and xn+1 = γxn−1 . .54 Chapter 4. then the subsequences {x2n−1 } and {x2n } satisfy the Riccati equation of the form of Eq(4.1) and (4.2 The Case β = γ = C = 0 : xn+1 = A yn B α A+Bxn This is the (1.2).4) to the linear equation yn+1 = A B yn + . (4. 1. (See Section 1. Two of these equations. . (1. 1. . 1. .2). . the initial conditions are nonnegative. 2)-type Eq(4. 1.8) will not be discussed any further in this chapter.8) γxn−1 . and the denominators are always positive. β β n = 0. . Indeed if {xn } is a solution of Eq(4. if {xn } is a solution of Eq(4.8). . then the subsequences {x2n−1 } and {x2n } satisfy the Riccati equation γyn n = 0. . from which the global behavior of solutions is easily derived. . . (4.9) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. 4. 1. Also Eqs(4. . In view of the above.4). and (4. namely Eqs(4.1). .6 in the Preliminary Results). (4. . Eqs(4. A + Bxn n = 0. . Bxn + Cxn−1 n = 0.2) and (4. yn+1 = A + Cyn It is also interesting to note that the change of variables xn = 1 yn reduces the Riccati equation (4. 2)-Type Equations xn+1 = γxn−1 . . A + Cxn−1 n = 0.1) which by the change of variables xn = . Similarly.4) are Riccati-type diﬀerence equations. . .

. 1. 2)-type Eq(4.3.1 The positive equilibrium y= −1 + √ 2 1 + 4p of Eq(4. . n→∞ .) We will ﬁrst show that every solution of Eq(4.3 The Case β = γ = A = 0 : xn+1 = α Bxn +Cxn−1 This is the (1. . yn yn−1 n = 0.4. (4. .2.6) is R = −p < 0 and so the following result is a consequence of Theorem 1.10) αB .2. (4.12) is bounded and persists. lim sup yn = ∞ and n→∞ lim inf yn = 0. . A2 The Riccati number associated with this equation (see Section 1. Proof. .11) (4. Theorem 4.12) was investigated in [65]. . (See also [12]. 1 + yn p= n = 0. It is easy to see that if a solution of Eq(4.3.10) is globally asymptotically stable.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. 4. 1.1 Every solution of Eq(4.12) is bounded from above then it is also bounded from below and vice-versa. That is. Theorem 4. The Case β = γ = A = 0 : xn+1 = reduces to the Riccati equation yn+1 = where α Bxn +Cxn−1 55 p . So if the theorem is false there should exist a ∞ solution {yn }n=−1 which is neither bounded from above nor from below.3) which by the change of variables √ α xn = yn is transformed to the diﬀerence equation yn+1 = C B + .6.12) 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. n→∞ for n ≥ −1. The linearized equation of Eq(4.1.12). {yn }n=−1 is bounded and persists. y is locally asymptotically stable for all positive values of B and C. . . . and S = lim sup yn . 2 √ B + C of Eq(4. let {yn }∞ n=−1 be a solution of Eq(4. . B C B+C + > yj−1 yj−2 yi C B+C B + ≤ .1 . j − 1}. (1. Then by Theorem 4. By the theory of limiting solutions (see Section 1. It remains to be shown that y is a global attractor of all solutions of Eq(4.12) is globally asymptotically √ B + C is (4. .3.2 The equilibrium y = stable. −2. . Theorem 4. yn yn−1 n = −3. and by Theorem 1.12). S0 = S B C + .3. . .1. . yi−1 yi−2 yj Proof. 2)-Type Equations Then clearly we can ﬁnd indices i and j with 1 ≤ i < j such that yi > yn > yj Hence yj = and yi = That is . B+C B+C n = 0. 1. .56 Chapter 4. B + C < yi yj ≤ B + C which is impossible. To ∞ this end.5) there exist two solutions {In }∞ n=−3 and {Sn }∞ n=−3 of the diﬀerence equation yn+1 = with the following properties: I0 = I. .12) about the equilibrium y = zn+1 = − B C zn − zn−1 .13) for all n ∈ {−1.

S] for n ≥ −3. (4.16) .4 The Case α = γ = B = 0 : xn+1 = Equation A yn . . I−1 I−2 S B + C = SI. The Case α = γ = B = 0 : xn+1 = and Then βxn A+Cxn−1 .Pielou’s Equation 57 In . Therefore B C B C + = I = S−1 = + S S S−2 S−3 S = S−2 . 1. 1 + yn−1 β .14) from which it follows that (4. (4. . 2)-type Eq(4.Pielou’s This is the (1. Sn ∈ [I. C βxn A+Cxn−1 .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.15) we conclude that S=I and the proof is complete.14) and (4. S= B C B+C + ≤ S−1 S−2 I C B+C B + ≥ . .15) 2 4. From (4.4. A n = 0.5) which by the change of variables xn = reduces to Pielou’s diﬀerence equation yn+1 = where p= pyn .

18) .) When p ≤ 1. 4. p.5 The Case α = γ = A = 0 : xn+1 = β . p.6) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = p + yn . (4.16) possesses the unique positive equilibrium y = p − 1. (4. So the interesting case for Eq(4. . p + yn−1 n = 0. (See also ([42].4. t≥0 dt P which is a prototype of modelling the dynamics of single-species. Theorem 4. 0 is locally asymptotically stable when p ≤ 1 and unstable when p > 1.16) is unstable and Eq(4.4.2. ∞) and p > 1. Furthermore. . x is globally asymptotically stable. In fact by employing Theorem 1. 2)-type Eq(4. B + Cyn βxn Bxn +Cxn−1 This is the (1. We summarize the above discussion in the following theorem. which is locally asymptotically stable. it follows that when (4. p. it follows from Eq(4. Eq(4.16) that every positive solution converges to 0.16) is globally asymptotically stable.79) as a discrete analogue of the delay logistic equation dN N (t − τ ) = rN (t) 1 − . Then the zero equilibrium of Eq(4.58 Chapter 4. (b) Assume y0 ∈ (0. (1.75).16) is globally asymptotically stable. . Then the positive equilibrium y = p − 1 of Eq(4.16) was investigated in [55].16) is when p > 1.17) holds.17) In this case the zero equilibrium of Eq(4.22) and ([67]. 2)-Type Equations This equation was proposed by Pielou in her books ([66]. 1.1 (a) Assume p ≤ 1.

0 is a repeller and y = 1 − p is a saddle point equilibrium. The Case α = β = C = 0 : xn+1 = where γxn−1 A+Bxn 59 B .19) was investigated in [28].4. 1. p. The following local result is a straightforward application of the linearized stability Theorem 1. γ Eq(4. ∞). (4. It follows directly from Eq(4.1 (a) Assume p > 1.5) that 1 yn+1 < yn−1 p and so when p>1 for n ≥ 0 .19) (see also Section 2.19) has semicycles of length one.19) A ∈ (0.1 (e). p + yn n = 0.6. every solution of Eq(4. Then 0 is the only equilibrium point of Eq(4. Then 0 and y = 1 − p are the only equilibrium points of Eq(4.7) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= yn−1 . In fact.19) and it is locally asymptotically stable. 2)-type Eq(4.1. C Eq(4. except possibly for the ﬁrst semicycle. The oscillatory character of the solutions of Eq(4. B γxn−1 A+Bxn This is the (1. . 73) where it was shown that its equilibrium one is globally asymptotically stable .1.19) and they are both unstable. Lemma 4.7.6 The Case α = β = C = 0 : xn+1 = γ yn .18) was investigated in ([42] Corollary 3.6. . p= 4. . That is.4. (b) Assume p < 1.1.19) is a consequence of Theorem 1.

.60 Chapter 4. . Furthermore we can see that φψ = 0 but whether there exists solutions with φ=ψ=0 remains an open question. yn n = 0. . . It follows from the identity (1 − p) − yn yn−1 . . φ. ψ. 4.7 The Case α = β = A = 0 : xn+1 = γ Byn γxn−1 Bxn +Cxn−1 This is the (1. ψ. . . 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. (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. φ. . 2)-type Eq(4. (1. 2)-Type Equations the zero equilibrium of Eq(4. 1. 1.19) is globally asymptotically stable.9) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = p + where yn−1 . ∞). n = 0. . B This equation was investigated in [7] where it was shown that the following statements are true: p= .20) C ∈ (0.19) converges to a period-two solution . On the other hand when p = 1. yn+1 < yn−1 for n ≥ 0 and so every positive solution of Eq(4. . . . .

1.20) to be bounded. In fact the following result is true. every semicycle has length one.20) is y = p + 1. Theorem 4. Then {yn }∞ n=−1 is oscillatory.1 we obtain the following result: Theorem 4.3 Let p < 1.7. Clearly the only equilibrium point of Eq(4. 4.7. Theorem 4.7. We now proceed to establish the above results.1 The equilibrium point y = p + 1 of Eq(4. n→∞ lim 2. Moreover. Note that 1 1−p > p + 1. . n→∞ y2n+1 = p. .2 (a) Let {yn }∞ n=−1 be a solution of Eq(4.20) which consists of at least two semicycles. the equilibrium y = p + 1 of Eq(4.20) which are unbounded. lim y2n = ∞.4. 1] and y2 ≥ p + y0 and use induction to complete the proof.21) As a simple consequence of the linearized stability Theorem 1.1.7. The linearized equation of Eq(4. Then the following statements are true: 1. .1 The Case p < 1 Here we show that there exist solutions of Eq(4.1.20) is globally asymptotically stable. and let {yn }∞ n=−1 be a solution of Eq(4. (ii) When p = 1.20) about the equilibrium point y = p + 1 is zn+1 + 1 1 zn − zn−1 = 0. p+1 p+1 n = 0. and so y0 > p + 1. Proof. It suﬃces to show that y1 ∈ (p. Then {yn }∞ n=−1 converges monotonically to y = p + 1. 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. ∞ (b) Let {yn }n=−1 be a solution of Eq(4. every solution of Eq(4. .20) converges to a period-two solution.20) which consists of a single semicycle. with the possible exception of the ﬁrst semicycle. . The next result about semicycles is an immediate consequence of some straightforward arguments and Theorem 1. (iii) When p > 1. (4.20) is locally asymptotically stable when p > 1 and is an unstable saddle point when p < 1.20) such that 0 < 1 y−1 ≤ 1 and y0 ≥ 1−p .7.7.

y1 = p + y−1 1 ≤p+ ≤ 1. Also.20). The following result will be useful. Hence y2 = p + y0 y1 ≥ p + y0 . .7. It follows from Theorem 4. and that p < y0 < p + 1 < y−1 .20) is globally asymptotically stable. 1. y0 y0 2 and so y1 ∈ (p. (c) Every solution of Eq(4.7. 4. n→∞ p p−1 n→∞ Proof. y2n−1 .7.7. that p < yn for all n ≥ −1. 4.2 The Case p = 1 The following result follows from Lemma 2.1 and some straightforward arguments.1 Let p > 1.20).20). y2n+1 < p + So as every solution of the diﬀerence equation 1 ym+1 = p + ym .7.20) converges to a period-two solution if and only if p = 1. Then p+ p2 p−1 ≤ lim inf yn ≤ lim sup yn ≤ . 1]. Then the following statements are true. p . p m = 0. 2)-Type Equations > p. ∞ (a) Suppose {yn }n=−1 consists of a single semicycle.2 that we may assume that every semicycle of {yn }∞ n=−1 has length one. Then {yn }n=−1 converges to a prime period-two solution of Eq(4. See also Section 2.7. p2 We shall ﬁrst show that lim supn→∞ yn ≤ p−1 . . Note that for n ≥ 0. Lemma 4.4 Let p = 1.3 The Case p > 1 Here we show that the equilibrium point y = p + 1 of Eq(4. Then {yn }∞ n=−1 converges monotonically to y = 2. (1. and let {yn }∞ n=−1 be a solution of Eq(4. ∞ (b) Suppose {yn }∞ n=−1 consists of at least two semicycles. Theorem 4. and let {yn }∞ n=−1 be a solution of Eq(4. .62 Indeed y1 = p + y1 y0 Chapter 4.5.

We know by Theorem 4. ∞). y ∈ p.7. Hence p < f (x. p−1 Let n ≥ N . We shall next show that p + p−1 ≤ lim inf n→∞ yn . So let {yn }∞ n=−1 be a solution of Eq(4. Let p N ≥ 0 such that for all n ≥ N . it follows that lim supn→∞ yn ≤ p−1 . lim inf yn ≥ 2 n→∞ p p 2 We are now ready for the following result. Theorem 4. p−1 f p. p−1 For x. y) = p + . It suﬃces to show that lim yn = p + 1. and f is increasing in y ∈ (0. ∞) for each y ∈ (0. n→∞ y f (x. ∞).4. ∞). p2 + y2n−1 < . set p−1 p2 + >p . ∞)] .20) with prime period two. There clearly exists y2n = p + So as p−1 p3 + p + p(p − 1) y2n−2 >p+p 2 = . we have p−1 p3 + p(p − 1) =p+ . Then > 0. y) < for all x. p2 − p p−1 p2 + . Recall that by Theorem 4. and set a = p and b = Note that f and p2 + . The Case α = β = A = 0 : xn+1 = 2 γxn−1 Bxn +Cxn−1 2 63 p p converges to p−1 .7. Then the equilibrium y = p + 1 is globally asymptotically stable. (0. ∞). .1 that y = p + 1 is a locally asymptotically stable equilibrium point of Eq(4.7. y ∈ (0.20).p = p + p 2 p−1 p + p2 + p−1 p2 + p−1 = p2 + p3 + p = . y2n−1 p + p2 + is arbitrary. x Then f ∈ C[(0. ∞) × (0. Let > 0.20). ∞) for each x ∈ (0. Proof. there exist no solutions of Eq(4.4.7.5 Let p > 1. f is decreasing in x ∈ (0.

. . φ1 . . . be a given prime period p solution of Eq(4. Investigate the global behavior of the solution {yn }.23) is well deﬁned for all n ≥ 0.1 Consider the diﬀerence equation where and where the initial conditions x−l . y0 with y−1 y0 < 0 for which the equation yn+1 = B A . . . 2 4.1 Let . [25]. [23]. x0 are arbitrary positive real numbers. Show that every solution of Eq(4.) Open Problem 4.2 (see [18]) Assume that A. p−1 p2 + p2 ≤ lim inf yn ≤ lim sup yn ≤ < n→∞ p p−1 p−1 n→∞ n→∞ lim yn = p + 1.6. . . . . y0 are such that y−1 y0 < 0 and such that Eq(4. . B ∈ (0. (1. ∞). p<p+ Chapter 4. A+B A+B A. x0 such that {xn }∞ converges to this periodic solution. .22).22) Conjecture 4.64 Finally note that by Lemma 4.23) A B λl−k + = 0. 1.22) converges. 2)-Type Equations and so by Theorem 1. and [61]. Is it bounded? Does limn→∞ yn exist? When does {yn } converge to a two cycle? . Determine the set of all positive 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]. n=−l Open Problem 4.1.8. φ2 .8. .7. . .8 Open Problems and Conjectures xn+1 = A xn−k + B . (a) Find all initial conditions y−1 . xn−l n = 0. (4. is well deﬁned for all n ≥ 0. . . l ∈ {0. [60]. (b) Assume that the initial conditions y−1 . φp . B ∈ (0. . . .} with k < l.4.8. . . ∞) and k. + yn yn−1 (4. 1. . .

y0 ∈ R be such that Eq(4.8. Conjecture 4. For such an initial point. Open Problem 4. ∞).4 Assume that (x−1 . Open Problem 4. Show that Eq(4.8. x0 ) ∈ R × R through which the equation xn−1 xn+1 = −1 + (4.6 (See [13]) Find the set G of all initial points (x−1 . Conjecture 4. (b) Let y−1 . investigate the global character ∞ of {yn }n=−1 . x0 ) ∈ R × R is such that the equation (4. investigate the boundedness.8.24) is well deﬁned for all n ≥ 0 and bounded. ∞) ∞ for which the solution {yn }n=−1 of Eq(4. Determine the set of initial conditions y−1 .8.4 Determine the set G of all initial conditions (y−1 .8. and the periodic ∞ nature of the solution {yn }n=−1 of Eq(4. .20) is well deﬁned for all n ≥ 0. (c) Discuss (a) and (b) when p < 0. for these initial points. Open Problems and Conjectures 65 Conjecture 4. y0 ) ∈ R × R through which the equation yn−1 yn+1 = 1 + yn is well deﬁned for all n ≥ 0 and. the asymptotic behavior.4. Determine all initial conditions y−1 .19) is bounded. Open Problem 4.8.20) possesses a solution {yn }∞ n=−1 which remains above the equilibrium for all n ≥ −1.2 Assume that p = 1.20).3 Show that Eq(4.8.5 (a) Assume p ∈ (0. y0 ∈ (0.8. Show that {xn }∞ n=−1 is a three cycle.3 Assume that p < 1.19) has a solution which converges to zero. y0 ∈ R such that the equation (4. Open Problem 4.24) xn is well deﬁned for all n ≥ 0.20) is well deﬁned for all n ≥ 0.

8.8. Conjecture 4. . a + a0 xn + . [66]. . n = 0. Show that the positive equilibrium of Pielou’s discrete logistic model xn+1 = αxn . . .66 Chapter 4. . 1. . 1. ∞).8 Let a. . . . Conjecture 4. ∞) for i = 0. see [55].8. . and [67].6 (Pielou’s Discrete Logistic Model. 2)-Type Equations Open Problem 4. f (xn ) . Obtain necessary and suﬃcient conditions on f for every positive solution of the equation xn+1 = to be bounded. 1. 1. Open Problem 4.9 (See [5]) For which initial values x−1 . . 1 + xn−k n = 0. 1.5 (See [27]) Assume r ∈ (0.8. < 2 cos α 2k + 1 Open Problem 4.8. with positive initial conditions.7 Let f ∈ C[(0. converges to a period-two solution. Investigate the global asymptotic stability of the equilibrium points of the diﬀerence equation xn+1 = xn . k. .}. with positive initial conditions is globally asymptotically stable if and only if kπ α−1 . (0. ∞)]. . .) Assume α ∈ (1. ∞). . . + ak xn−k n = 0. . 1. (1. ∞) does the sequence deﬁned by xn−1 . ai ∈ (0. . x0 ∈ (0. . Show that every positive solution of the population model Jn+1 = Jn−1 er−(Jn +Jn−1 ) . . . xn + xn−1 n = 0. xn+1 = 1 + xn converges to two? . ∞) and k ∈ {0. . . . n = 0.

. (b) Determine the limits of the subsequences of even and odd terms of every solution of Eq(4. . ∞ One can easily see that every solution {yn }n=−1 of Eq(4. (a) Find the set B of all initial conditions y−1 . y0 ∈ [0. each of the subsequences {y2n }∞ and {y2n+1 }n=−1 is decreasing and n=0 lim [n→∞ y2n ][n→∞ y2n+1 ] = 0. .25). 1. 1 + yn−1 n = 0.8. 1).25). 1. (4.12 Let {pn }∞ be a convergent sequence of nonnegative real numn=0 bers with a ﬁnite limit. Open Problems and Conjectures (See also Section 4. y0 ∈ B. Open Problem 4. . . ∞) such that the solutions {yn }∞ n=−1 of Eq(4. .25) converge to zero. . Open Problem 4. Investigate the asymptotic behavior and the periodic nature of all positive solutions of each of the following diﬀerence equations: yn+1 = yn+1 = 1 pn + .8.27) .10 (See [31]) Consider the diﬀerence equation yn+1 = yn−1 e−yn . In other words.7) Open Problem 4. . . yn yn−1 pn yn . . lim (a) Find all initial points y−1 . ﬁnd the basin of attraction of the equilibrium of Eq(4. . 1.25) with nonnegative initial conditions. . . n = 0. . 0. . 67 (4. Investigate the asymptotic behavior of {yn }n=−1 . y0 ∈ (0.8. in terms of the initial conditions y−1 and y0 of the solution. . n = 0. ∞ More precisely. 0.26) (4.20) are bounded.11 Assume p ∈ (0.25) converges to a period-two solution .8. ∞ (b) Let y−1 . lim p = n→∞ pn . . ∞) through which the solutions of Eq(4. .4.

Open Problem 4. 1 − yn (4.31) yn+1 = (4. (4. n = 0. (1. 1. extend your result by introducing arbitrary real parameters in the equation. pn + yn yn−1 . yn Chapter 4.26) .(4. n = 0. 2)-Type Equations yn+1 = n = 0. 1.13 Let {pn }∞ be a periodic sequence of nonnegative real numbers n=0 with period k ≥ 2. . Then for every (y−1 .30) yn+1 = yn+1 = pn + Open Problem 4.34) yn+1 = yn+1 = −1 + yn−1 .8.33) (4.8. investigate the long term behavior of the solution {yn }∞ n=−1 : yn+1 = yn . pn + yn−1 yn−1 .32) (4. .29) (4. . y0 ) ∈ R × R through which the equation is well deﬁned for all n ≥ 0. . . Investigate the global character of all positive solutions of each of Eqs(4. . yn For those equations from the above list for which you were successful. y0 ) ∈ G.28) (4.30).14 For each of the following diﬀerence equations determine the “good” set G ⊂ R × R of all initial conditions (y−1 . 1. . 1 − yn−1 yn−1 . . . .68 pn + yn . 1 − yn−1 1 + yn . .

1.2) xn+1 = α + βxn . 1. . Cxn−1 69 n = 0. . 1. (5. . Bxn n = 0.Chapter 5 (2.5) xn+1 = α + γxn−1 . . (5. . . (5. . 1. . . . . 1. (5. Cxn−1 n = 0. 1)-type: xn+1 = n = 0.4) xn+1 = α + γxn−1 . . . Bxn n = 0. 1. A n = 0. .1) xn+1 = α + βxn . . A Eq(1) contains the following nine equations of the (2. . (5. 1)-Type Equations 5.6) . .1 Introduction α + βxn . (5. .3) xn+1 = α + γxn−1 .

1)-type Eq(5. . . . Cxn−1 n = 0. Bxn n = 0. 5. (5.3) and (5.6) is essentially like Eq(5. . Eqs(5.70 Chapter 5.9) to Eq(4.5). .1). . which was investigated in Section 4. the initial conditions are nonnegative.20) with p = β .7) are linear. 1. and the denominators are always positive.3) which by the change of variables reduces to the equation yn+1 = n = 0. which was investigated in Section 4. (2.9) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. Eq(5. yn−1 α+βxn Cxn−1 .18) with p = β . Of these nine equations. . A n = 0.2).4) and (5.8) βxn + γxn−1 . γ Finally the change of variables xn = γ β + yn . (5. Therefore there remain Eqs(5. . .7.7) xn+1 = and xn+1 = βxn + γxn−1 .2 The Case γ = A = B = 0 : xn+1 = Equation p + yn . which will be investigated in the next two sections. 1)-Type Equations xn+1 = βxn + γxn−1 .2) is a Riccati equation and Eq(5. (5. C C γ reduces Eq(5.5. . (5.8) to Eq(4. 1. .10) . 1. 1. The change of variables γ xn = yn . B reduces Eq(5. . . (5.Lyness’ This is the (2.

(5.12) from which it follows that every solution of Eq(5. . contains at least two and at most three terms.) In this special case. [71]. .10) is bounded from above and from below by positive constants.2. 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) the following result was established in [43]: Theorem 5.Lyness’ Equation 71 p= The special case of Eq(5. There is substantial literature on Lyness’ Equation. This result was also established in [49] by using a Lyapunov function. β2 p=1 was discovered by Lyness in 1942 while he was working on a problem in Number Theory. . (See ([42]. . p. n = 0.11) with initial conditions y−1 and y0 is the ﬁve-cycle: y−1 . Then the following statements about the positive solutions of Eq(5. Concerning the semicycles of solutions of Eq(5.2. y−1 y−1 y0 y0 Eq(5. 1. . . [42]. and [72] and the references cited therein. See [11].10) where αC . (b) Every nontrivial semicycle. It was shown in [30] that no nontrivial solution of Eq(5. after the ﬁrst one. 131) for the history of the problem. 1 + y0 1 + y−1 + y0 1 + y−1 . the equation becomes 1 + yn yn+1 = .10) is stable but not asymptotically stable.5. [57]-[59]. It was also shown in [44] by using KAM theory that the positive equilibrium y of Eq(5.1 Assume that p > 0.11) yn−1 every solution of which is periodic with period ﬁve.10) possesses the invariant In = (p + yn−1 + yn ) 1 + 1 yn−1 1+ 1 yn = constant (5. y0 . [43]. ..10) has a limit.. The Case γ = A = B = 0 : xn+1 = where α+βxn Cxn−1 .

13) is a saddle point. α+γxn−1 Bxn This is the (2.13) 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 ∞. . 1)-type Eq(5.10) without using essentially the invariant.4. one can easily see that every solution of Lyness’ Eq(5. 5.1. To this day we have not found a proof for the boundedness of solutions of Eq(5.12). By the linearized stability Theorem 1.72 Chapter 5.7.1 one can see that except possibly for the ﬁrst semicycle. The global character of solutions of Eq(5.5) which by the change of variables xn = reduces to the equation yn+1 = where p= p + yn−1 .13) αB . Concerning the nonoscillatory solutions of Eq(5. (2. . 1)-Type Equations 5.13) is a consequence of the identity yn+1 − yn−1 = yn−1 − yn−2 yn for n ≥ 1.13) was investigated in [28].3 The Case β = A = C = 0 : xn+1 = γ yn B n = 0. 1.4 Open Problems and Conjectures By using the invariant (5.1 one can see that the unique equilibrium point √ 1 + 1 + 4p y= 2 of Eq(5.13) has semicycles of length one. By Theorem 1.1 Show that every solution of Lyness’ Eq(5. From this it follows that a solution of Eq(5. yn (5.12).13) converges monotonically to the equilibrium y. . . every oscillatory solution of Eq(5. Open Problem 5.10) is bounded from above and from below by positive numbers.10) is bounded without using the invariant (5. γ2 Eq(5.13) one can easily see that every nonoscillatory solution of Eq(5.

4.) Assume p ∈ (−∞. 1.4.3 Assume that f ∈ C[(0. f (xn ) . Conjecture 5. Open Problem 5.4. ∞)]. Determine the set G of all initial conditions y−1 . (0. xn−1 n = 0.2 Let G be the set of initial conditions deﬁned in the Open problem 5. What is it that makes Lyness’ equation possess an invariant? What type of diﬀerence equations possess an invariant? Along these lines. ∞).1 Assume that f ∈ C[(0.15) is well deﬁned for all n ≥ 0. ∞). ∞)] and that the diﬀerence equation (5. . ∞).15) are unbounded is a set of measure zero. When we allow the initial conditions to be real numbers the equation yn+1 = p + yn yn−1 (5. To illustrate.4 (See [26]. Conjecture 5. y0 ∈ (−∞.4.4. Open Problems and Conjectures 73 Open Problem 5.5. Obtain necessary and suﬃcient conditions in terms of f so that every positive solution of the diﬀerence equation xn+1 = is bounded. Obtain necessary and suﬃcient conditions in terms of f so that the diﬀerence equation (5. . (5.14) possesses a (nontrivial) invariant. . Show that the subset of G through which the solutions of Eq(5. (0.14) possesses a unique positive equilibrium point x and a nontrivial invariant. Show that the linearized equation of Eq(5. ∞).4.14) Open Problem 5. (0.4. we oﬀer the following open problems and conjectures. ∞) through which Eq(5. .4. ∞)].2 Assume that f ∈ C[(0. we oﬀer the following open problems and conjectures.15) may not even be well deﬁned for all n ≥ 0.14) about x does not have both eigenvalues in |λ| < 1 and does not have both eigenvalues in |λ| > 1.

. .4. 1.6 Find the set G of all initial points (y−1 . . .4. ∞) × (−∞.5 Determine all positive integers k with the property that every positive solution of the equation yn+1 = is periodic. yn−k−1 n = 0.15) is not well deﬁned for all n ≥ 0. 1. . Determine the periodic character and the asymptotic behavior of all solutions with (y−1 . y0 ) ∈ G. (2. . yn−1 yn−3 n = 0.6 Show that the equation yn+1 = 1 + yn−1 . y0 ) ∈ R × R through which the equation 1 + yn−1 yn+1 = yn is well deﬁned for all n ≥ 0. + yn−k . Open Problem 5. Open Problem 5. . converges to a period-three solution. Conjecture 5. yn n = 0. . Conjecture 5. 1)-Type Equations Conjecture 5. . 1 + . . 1. yn yn−4 + .3 Assume p ∈ (−∞. Conjecture 5. . is a set of points without interior.4. y0 ) ∈ (−∞. . . ∞) through which Eq(5.4.4 Show that every positive solution of the equation yn+1 = converges to a period-six solution.5 (See [20]) Show that every positive solution of the equation yn+1 = 1 1 . Show that the set of points (y−1 .4. + yn yn−1 yn−3 yn−4 n = 0. . . ∞). has a nontrivial positive solution which decreases monotonically to the equilibrium of the equation. 1.4.74 Chapter 5.

Note that the change of variables n e y2 max{x2 . . . xn xn−1 n = 0.5.17) yn+1 = |yn | − yn−1 + δ. . see [59]) Let A ∈ (0. Eq(5. When δ = 1.8 (The Gingerbreadman Map. (1 + xn )xn−1 n = 0. Show that every positive solution of the equation xn+1 = is bounded.4.4. 2 αxn . . . 1. A} n . (5. 1 if A < 1 if A = 1 δ= 0 −1 if A > 1. see [59]) Assume α > 1.16) A A 1+yn 2 reduces Eq(5. Show that every positive solution of May’s Host Parasitoid Model xn+1 = is bounded. Conjecture 5. . . (5.16) to where xn = −1+yn 2 if A > 1 if A = 1 if A < 1 n = 0.7 (May’s Host Parasitoid Model. 1. . . . ∞).17) is called the Gingerbreadman Map and was investigated by Devaney [17].4. Open Problems and Conjectures 75 Conjecture 5. 1.

.

.2) xn+1 = α + βxn . 1. . 1.3) xn+1 = α + γxn−1 .5) xn+1 = α + γxn−1 . 2)-type: xn+1 = n = 0. . . A + Bxn n = 0. (6.Chapter 6 (2. . A + Bxn Eq(1) contains the following nine equations of the (2. (6. . (6. . 1. 1. . (6. . (6. 1. . Bxn + Cxn−1 77 n = 0. 1. . . . . 2)-Type Equations 6. A + Cxn−1 n = 0. (6. .1) xn+1 = α + βxn . Bxn + Cxn−1 n = 0.1 Introduction α + βxn . A + Cxn−1 n = 0. . .6) . .4) xn+1 = α + γxn−1 .

1. 2)-type Eq(6.8) xn+1 = βxn + γxn−1 . .78 Chapter 6. . A + Czn n = 0. . . Therefore we will omit any further discussion of Eq(6. Bxn + Cxn−1 n = 0. 2)-Type Equations xn+1 = βxn + γxn−1 . 1. 1. 6.Riccati This is the (2.1) which is in fact a Riccati equation. 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. Eq(6. . See Section 1. . A + Cxn−1 n = 0. .7) xn+1 = βxn + γxn−1 . . the initial conditions are nonnegative. . (6.9) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. . . .5) is essentially similar to Eq(6.1). (2. A + Czn for n ≥ 0 n = −1.5). 0. . . α + γzn . In fact if {xn }∞ n=−1 is a positive solution of ∞ ∞ Eq(6. (6. To avoid a degenerate situation we will assume that αB − βA = 0.6. . 1. for n ≥ −1.2 The Case γ = C = 0 : Equation xn+1 = α+βxn A+Bxn . α + γzn . A + Bxn n = 0. (6.

(6.1. .10) is locally asymptotically stable for all values of the parameters p and q.10) is a very simple looking equation for which it has long been conjectured that its equilibrium is globally asymptotically stable. By applying the linearized stability Theorem 1. 1.10) αC β and q = .1 The equilibrium y of Eq(6.) Eq(6. 1 + yn−1 n = 0. 6.3. .2: Theorem 6. .10) are the following: Theorem 6.1) is globally asymptotically stable.1 Every solution of Eq(6.2) which by the change of variables xn = reduces to the equation yn+1 = where p + qyn .1 we obtain the following result.3.6. Eq(6. The Case γ = B = 0 : xn+1 = α+βxn A+Cxn−1 79 The Riccati number associated with this equation is R= and clearly βA − αB (β + A)2 1 R< .1 The positive equilibrium of Eq(6. . The main results known about Eq(6.10) was investigated in [42] and [43].6. 2 A A (Eq(6. the conjecture has not been proven or refuted. 4 Now the following result is a consequence of Theorem 1.2.10) has the unique positive equilibrium y given by p= y= q−1+ (q − 1)2 + 4p 2 . To this day. Lemma 6.3.3 The Case γ = B = 0 : xn+1 = A yn C α+βxn A+Cxn−1 This is the (2. 2)-type Eq(6.10) is bounded from above and from below by positive constants. See also [36].

except possibly for the ﬁrst semicycle. if the solution is bounded from above by a constant M . Let {yn } be a solution of Eq(6. except perhaps for the ﬁrst one. Then there exists a subsequence {y1+nk }∞ such k=0 that k→∞ lim nk = ∞. Furthermore. We present the proofs for positive semicycles only. the remaining terms in a positive semicycle are strictly decreasing and in a negative semicycle are strictly increasing. The proofs for negative semicycles are similar and will be omitted. (2. k→∞ lim y1+nk = ∞.10). The oscillatory character of solutions for Eq(6. Now assume for the sake of contradiction that the solution is not bounded from above. k→∞ Hence. Then. Then the following statements are true: (i) Every semicycle. (iv) Assume q ≤ p.80 Chapter 6. every semicycle contains two or three terms. (iii) In any two consecutive semicycles. Proof. then p yn+1 ≥ 1+M and so it is also bounded from below. there is at most one term which follows the extreme. in every semicycle. Clearly.3. . 2)-Type Equations Proof.10) we see that yn+1 < qyn + p for n ≥ 0 and so k→∞ lim ynk = lim ynk −1 = ∞. and y1+nk = max{yn : n ≤ nk } for k ≥ 0.2 Let {yn }n=−1 be a nontrivial solution of Eq(6.10). From (6. (ii) The extreme in each semicycle occurs at either the ﬁrst term or the second. for suﬃciently large k.10) is described by the following result: ∞ Theorem 6. their extrema cannot be consecutive terms. has at least two terms. Furthermore after the ﬁrst. 0 ≤ y1+nk − ynk = p + [(q − 1) − ynk −1 ]ynk <0 1 + ynk −1 2 which is a contradiction and the proof is complete.

3. and yN +2 are all in a positive semicycle. Then yN +3 = p + qyN +2 p + qyN +1 p + qy = y.10) is globally asymptotically stable if one of the following two conditions holds: (i) q < 1. the terms yN . p + qyN p + qy = y. yN +1 . < < 1 + yN +1 1 + yN +1 1+y 2 Theorem 6.3 The positive equilibrium of Eq(6. The opposite case is similar and will be omitted.3. yN +1 > y and p p +q +q yN +2 1 p + qyN +1 yN +1 = = < y = 1. α+βxn A+Cxn−1 81 yN −1 < y Then yN +1 = and yN ≥ y.6. yN +1 yN +1 1 + yN 1 + yN 1+y (iii) We consider the case where a negative semicycle is followed by a positive one. . (ii) q≥1 and either p ≤ q or q < p ≤ 2(q + 1). Then yN +1 = p + qyN p + qyN +1 < = yN +2 . Then yN ≥ y. 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. 1 + yN −1 1 + yN (iv) Assume that for some N ≥ 0. > 1 + yN −1 1+y (ii) Assume that for some N ≥ 0. So assume that for some N ≥ 0 the last two terms in a negative semicycle are yN −1 and yN with yN −1 ≥ yN .

(ii) The proof when p<q follows by applying Theorem 1. let i = lim inf yn n→∞ and s = lim sup yn n→∞ which by Theorem 6. p + (q − 1)i ≤ is ≤ p + (q − 1)s i≥s p + qi 1+s and s ≤ p + qs . . . 1. 71). yn + qyn−1 αB β2 n = 0. Then Eq(6.3.1.1. Theorem 3. To this end.2.1 exist and are positive numbers.3 (f).4 The Case γ = A = 0 : xn+1 = β yn B α+βxn Bxn +Cxn−1 This is the (2. . B (6.3) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= yn + p . 2)-Type Equations (i) In view of Lemma 6. it remains to show that every solution {yn }∞ of Eq(6.10) n=−1 tends to y as n → ∞. p. The following result is a consequence of the linearized stability Theorem 1.11) and q = Eq(6.82 Proof.4.4.11) was investigated in [15].1.3. This result was ﬁrst established in [43]. 2)-type Eq(6. 1 ≤ q ≤ p ≤ 2(q + 1) 2 6. Chapter 6. (2. C . 1+i from which the result follows.10) yields i≥ Hence and so because q < 1. . For the proof when see ([42].

1 . Indeed.1 q p .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. yk ∈ Then yn ∈ p . yk−1 . for some k ≥ 0. yk−1 . p q p .4. Proof. yk + p yk + p yk+1 = ≤ = 1. . (a) The basic ingredient behind the proof is the fact that when u.6. two consecutive values yk−1 and yk of a solution lie in I. then ym ∈ I for all m > k.4.11). The Case γ = A = 0 : xn+1 = α+βxn Bxn +Cxn−1 83 Theorem 6. yk + qyk−1 yk + q p q yk+1 yk + p = ≥ yk + qyk−1 p q p q +p +q > p q 2 and the proof follows by induction.11) in the sense that if. 6. ∞). q for all n > k. Then the following statements are true: (a) Assume p < q and suppose that for some k ≥ 0. (b) The proof is similar and will be omitted.1 Let {yn }∞ n=−1 be a solution of Eq(6.1 The unique positive equilibrium point y= 1+ 1 + 4p(q + 1) 2(q + 1) of Eq(6. (b) Assume p > q and suppose that for some k ≥ 0. the q function u+p f (u. v ∈ [ p . Then yn ∈ 1.4.11) is locally asymptotically stable for all values of the parameters p and q.4. yk ∈ 1. v) = u + qv is increasing in u and decreasing in v. Lemma 6. q for all n > k.

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)

.

.7 that every solution of Eq(6. 2)-Type Equations is either identically equal to one or else it is strictly monotonically convergent. By applying (6.22) is a periodic solution of Eq(6. L2 .88 Chapter 6. 1]. In this interval the q function u+p f (u. p ] is an invariant interval. p ]. . 4.2 that [1.11) must eventually lie in the interval [ p .14) to this period four solution we obtain a contradiction and so every solution of Eq(6. .11) converges to y.11) with two consecutive values in [1. v) = u + qv is decreasing in both variables and so it follows by applying Theorem 1. . By q using an argument similar to that in the case p = q.11) n→∞ lim yn = y and the proof is complete. it converges to a periodic solution with period-four which q is not the equilibrium.11) with period four.4. we can see that if a solution is not eventually in [1. p ]. L1 . .5 applies and so every solution of Eq(6. p ] converges to y. . By applying (6.22) we see that Li = 1 for i = 1. Under the assumption that q ≤ 1 + 4p. L4 . we assume that p > q.11) must lie eventually in [1. In this interval the function q f (u. 3. v) = u+p u + qv is increasing in u and decreasing in v. lim yn = 1. 2. 3.19) to the solution (6. Theorem 1. L3 . Now. 2 . q Hence for every solution {yn }∞ n=−1 of Eq(6. assume that p < q. Recall from Lemma 6. 4 and so n→∞ for i = 1.4.4. (b) The proof follows from the discussion in part (a). Set Li = n→∞ y4n+i lim Thus clearly . Case 2 Assume p = q. As in Case 2 we can see that every solution of Eq(6. (2. First. 2. (6.

5. . (6. .5 The Case β = C = 0 : xn+1 = A yn B This is the (2. The Case β = C = 0 : xn+1 = α+γxn−1 A+Bxn 89 α+γxn−1 A+Bxn 6.7.) The only equilibrium point of Eq(6. 1. Concerning prime period-two solutions. Theorem 6.5. γ .23) is y= q−1+ (q − 1)2 + 4p 2 and by applying the linearized stability Theorem 1. . the following result is a consequence of the results in Section 2.2 (a) Eq(6.1 The equilibrium y of Eq(6. 2)-type Eq(6.23) has a prime period-two solution .4) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + qyn−1 .23) was investigated in [28]. Then the values φ and ψ of all prime period-two solutions (6. ψ. if and only if q = 1. Then every solution of Eq(6.6. ∞) : φψ = p}. . (c) Assume that (6. (6. φ. A (6.24) . ψ.25) (b) Assume (6.24) are given by {φ.1.5.25) holds.23) converges to a period two solution.23) and q = (Eq(6. . . 1 + yn αB A2 n = 0. . ψ ∈ (0. φ.1 we obtain the following result: Theorem 6.23) is locally asymptotically stable when q < 1. .25) holds. . and is an unstable saddle point when q > 1.

23) converges monotonically to the equilibrium y. 1 + yn0 2 p + qx 1+x 6. Clearly. Proof. 1−q n ≥ 0. (2. Then the positive equilibrium of Eq(6. 1 + yn p + .3 Let {yn } be a nontrivial solution of Eq(6. the condition p ≥ q implies that the function f (x) = is decreasing. y) = y. The case where yn−1 < y for n ≥ K is similar and will be omitted.2 The Case q < 1 The main result in this section is the following: Theorem 6.23) are as follows: Theorem 6.23) oscillates about the equilibrium y with semicycles of length one. Then yn0 +1 = which is impossible. Then the following statements are true: (a) After the ﬁrst semicycle. yn0 −1 ) < f (yn0 . an oscillatory solution {yn } of Eq(6.5. Clearly yn+1 = Set M= p + qyn−1 < p + qyn−1 .23).23) and let y denote the unique positive equilibrium of Eq(6. Proof.5. So assume for the sake of contradiction that for some n0 ≥ K.4 Assume that q < 1.5.7.1 (b) Let {yn } be a nonoscillatory solution of Eq(6.26) . (6. yn0 > yn0 −1 . 2)-Type Equations 6.23) is globally asymptotically stable. yn0 ) < f (y. p + qyn0 −1 = f (yn0 . We will assume that there exists a positive integer K such that yn−1 ≥ y for every n ≥ K.5. It is suﬃcient to show that {yn } is a decreasing sequence for n ≥ K. Then every nonoscillatory solution of Eq(6. (b) Assume p ≥ q.1 Semicycle Analysis Our results on the semicycles of solutions for Eq(6. (a) This follows immediately from Theorem 1.23).90 Chapter 6.

it now follows that every solution of Eq(6. b] × [a.23). The local stability of y was established in Theorem 6. for all (x. M ].3 The Case q > 1 In this case we will show that there exist solutions that have two subsequences. By applying Theorem 1.1. a ≤ f (x.6 it follows that y is a global attractor of all solutions of Eq(6. The Case β = C = 0 : xn+1 = α+γxn−1 A+Bxn 91 where is some positive number.4. 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. lim y2n = ∞ p + qy2n−1 =0 1 + y2n and lim y2n+1 = lim n→∞ n→∞ and the proof is complete.6. 1+x 1−q Then clearly.5. and b = + . b].26) and Eq(6. y) ≤ b. y2n−1 < q − 1 and y2n > y0 + n Hence n→∞ p . Set p + qy p f (x. y) = .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. a = 0. 2 6. The proof is complete.23) lies eventually in the interval [0.23). From Eq(6.5. . one of which is monotonically approaching 0 and the other is monotonically approaching ∞. y) ∈ [a.

. 2)-Type Equations 6. . 2)-type Eq(6. .30) (6.27) about y is zn+1 + q qy − p zn − zn−1 = 0.29) . 1.1. If we now set it is easy to see that (6. 1. . (6.27) has the unique positive equilibrium y= 1+ 1 + 4p(1 + q) 2(1 + q) .92 Chapter 6.28) By employing Theorem 1.29) is satisﬁed if and only if either q≤1 or q > 1 and F 2p q−1 > 0. .) Eq(6. (6.27) and q = (Eq(6. B . . . 1+q (y + p)(1 + q) n = 0. qyn + yn−1 αC γ2 n = 0. (2. C (6.6 The Case β = A = 0 : xn+1 = γ yn C α+γxn−1 Bxn +Cxn−1 This is the (2.6) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + yn−1 . The linearized equation associated with 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. F (u) = (1 + q)u2 − u − p.27) was investigated in [45]. Clearly the equilibrium y is the positive solution of the quadratic equation (1 + q)y 2 − y − p = 0.

Then φ= p+φ qψ + φ and ψ = p+ψ . ψ.1 Let Existence and Local Stability of Period-Two Cycles . The following result is now a consequence of the above discussion and some simple calculations: Theorem 6.27).27) has a prime period-two solution .6. and more precisely a saddle point equilibrium. φ.6. . . φ. . if and only if q > 1 + 4p.2 Eq(6. .31) 6. ψ.32) holds. . ψ. The Case β = A = 0 : xn+1 = α+γxn−1 Bxn +Cxn−1 93 Similarly (6. . Furthermore when (6. .6.27) is locally asymptotically stable when q < 1 + 4p and unstable.6. (6.30) is satisﬁed if and only if q > 1 and F 2p q−1 < 0.6. . . when q > 1 + 4p. qφ + ψ It now follows after some calculations that the following result is true: Theorem 6. ψ. . φ. .1 The equilibrium y of Eq(6. φ. 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. . q−1 . be a period-two cycle of Eq(6.32) (6.

ψ) ∂u ∂v where. By a simple calculation we ﬁnd that T2 where g(u. ψ. ψ. . . . we set un = yn−1 and vn = yn . 1. ψ) = − . φ ψ is a ﬁxed point of T 2 . and write Eq(6. v) = Clearly the two cycle is locally asymptotically stable when the eigenvalues of the φ lie inside the unit disk. n = 0. . (2.27) in the equivalent form: un+1 = vn vn+1 = p+un qvn +un . ∂v (qψ + φ)2 . . ψ) ∂h (φ. Let T be the function on (0. v) + v and h(u. Jacobian matrix JT 2 . v) p+v . Chapter 6. ∂g qψ − p (φ. . . evaluated at ψ We have ∂g ∂g (φ. ψ) ∂v (φ. φ. φ. . . v) h(u. qg(u. ∞) × (0. . v) = p+u qv + u u v = g(u. . ∞) deﬁned by: T Then u v = v p+u qv+u . . . ψ) ∂u φ JT 2 = ψ ∂h (φ.94 To investigate the local stability of the two cycle . 2)-Type Equations for n = 0. 1. the second iterate of T . ψ) = . ∂u (qψ + φ)2 ∂g (p + φ)q (φ.

36) (qψ − p)(qφ + ψ)2 + (qφ − p)(qψ + φ)2 + q 2 (p + ψ)(p + φ) − (qψ − p)(qφ − p) < (qψ + φ)2 (qφ + ψ)2 which is true if and only if p (q 3 + 2q 2 − 4qp + 2q 2 p + 2p − 3q) + q − p + q 2 p2 + qp − p2 < (qψ + φ)2 (qφ + ψ)2 q−1 which is true if and only if −q 3 p + 7q 2 p − 8qp2 + 4q 2 p2 + 4p2 − 7qp + 2q 2 − q + p − q 3 < 0 which is true if and only if −(p + 1)(q − 1)(q − which is true because q > 1 + 4p. ψ) (φ. + 2 (qψ + φ)2 ∂v (qφ + ψ) (qφ + ψ)2 Set S= and D= ∂h ∂g (φ. ψ) + (φ.34) is equivalent to (6. if and only if |S| < 1 + D < 2.33) is equivalent to the following three inequalities: S <1+D −1 − D < S D < 1.35) (6. To this end observe that (6.33) (6. First we will establish Inequality (6. ∂u (qφ + ψ)2 (qψ + φ)2 ∂h q 2 (p + φ)(p + ψ) qφ − p (φ.1.34) (6.34).6.1 that both eigenvalues of JT 2 unit disk |λ| < 1. ψ) = . Inequality (6. ψ) − (φ. The Case β = A = 0 : xn+1 = α+γxn−1 Bxn +Cxn−1 95 q(p + ψ)(qψ − p) ∂h (φ. ψ). ψ) (φ.6. p )[q − (1 + 4p)] < 0 p+1 . ψ) ∂u ∂v ∂g ∂h ∂h ∂g (φ. ∂u ∂v ∂v ∂u φ ψ lie inside the Then it follows from Theorem 1. ψ) = − .

Then the following statements are true. 6. (a) Assume that p ≤ q and that for some N ≥ 0.36) 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. More precisely we show that the values of any solution {yn }∞ n=−1 of Eq(6.27). q Then p ≤ yn ≤ 1 for all n ≥ N.35). Finally.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 > 1.6. Theorem 6. 2)-Type Equations Next we will establish Inequality (6.36).2 Invariant Intervals Here we show that the interval I with end points one and p is an invariant interval for q Eq(6.6. p ≤ yN ≤ 1.27) either remain forever outside the interval I or the solution is eventually trapped into I.3 Let {yn }∞ n=−1 be a solution of Eq(6. Observe that (6. (2. Observe that (6.96 Chapter 6. we establish Inequality (6. q .27).

(a) Indeed we have yN +1 = and yN +1 = p + yN −1 p + yN −1 ≤ =1 qyN + yN −1 p + yN −1 p q p + yN −1 p = p + yN −1 q p q for all n ≥ N.27).3 Semicycle Analysis Here we present a thorough semicycle analysis of the solutions of Eq(6.39) 2 qyn−1 (yn − p ) + (yn − 1)(yn−1 yn + qyn ) q . p 1 ≤ yN ≤ . Then observe that the following identities are true: p − yn for n ≥ 0. Let {yn }∞ n=−1 be a solution of Eq(6.6. q Then 1 ≤ yn ≤ Proof. for n ≥ 0. (6.27). (b) Clearly. 6. p + yN −1 p + yN −1 ≥ = q qyN + yN −1 (pyN + p yN −1 ) p q and the proof follows by induction.38) (6.6. 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. 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.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 ≥ 0.6.27) relative to the equilibrium y and relative to the end points of the invariant interval of Eq(6. (6.

then yN +2 < yN . yN > p . then yN +1 = 1.27).42). yN < 1.40) the above identities reduce to the following: yn+1 − 1 = p and yn − yn+2 = (yn − 1) 1 − yn pyn + yn−1 for n ≥ 0 for n ≥ 0. yN ≤ p . yN < p . In particular [1. q (iii) If for some N ≥ 0. . yN ≥ p . yN ≤ 1. then yN +1 < p . q Lemma 6.42) The following three lemmas are now direct consequences of (6. (2. then yN +2 > yN . (6. then yN +1 > 1. .41) 2 pyn−1 + yn−1 yn + pyn p(p + yn−1 ) + yn (pyn + yn−1 ) (6. (6.27). (viii) p 1<y< . p ] is an q q q invariant interval for Eq(6. then yN +1 > 1.6. p ] for n ≥ N . yN ≥ 1. yN = p . (vii) If for some N ≥ 0. q (vi) If for some N ≥ 0. then yn ∈ [1.1 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 .37)-(6.27). 1. Then the following statements are true: (i) If for some N ≥ 0. . 2)-Type Equations n = 0. pyn + yn−1 Chapter 6. then yN +1 < 1.2 Assume that p=q ∞ and let {yn }n=−1 be a solution of Eq(6. Then the following statements are true: (i) If for some N ≥ 0.6. q (ii) If for some N ≥ 0. Lemma 6. q (iv) If for some N ≥ 0. q (v) If for some N ≥ 0. .

yN > 1. 1] is an q q invariant interval for Eq(6. yN ≤ 1. (iii) If for some N ≥ 0. Lemma 6.7. yN > p .7. yN ≤ p . The Case β = A = 0 : xn+1 = α+γxn−1 Bxn +Cxn−1 99 (ii) If for some N ≥ 0. q (iii) If for some N ≥ 0. then yn ∈ [ p .27). q (viii) If for some N ≥ 0. then yN +1 = 1. then yN > yN +2 > 1. (vii) If for some N ≥ 0. Then the following statements are true: (i) If for some N ≥ 0. q (iv) If for some N ≥ 0. then yN +2 > yN . q (v) If for some N ≥ 0. yN ≤ p . yN < 1. q (vi) If for some N ≥ 0. q Note that the function f (u.1-6.27). v) = p+v qu + v is always decreasing in u but in v it is decreasing when u < p and increasing when u > p . q q The following result is now a consequence of Theorems 1.3 Assume that p<q ∞ and let {yn }n=−1 be a solution of Eq(6. yN ≥ 1. In particular [ p .6.6.3: . then yN < yN +2 < 1. then yN +1 ≥ 1. q (ii) If for some N ≥ 0.6. (iv) If for some N ≥ 0.1 and 1. then yN +2 < yN . then yN +1 > p . yN < p . yN > 1. yN = p . yN = 1. yN ≤ 1. then yN +1 < 1. then yN +1 > 1.6.2 and Lemmas 6. 1] for n ≥ N . then yN +1 < 1. (ix) p < y < 1. then yN +1 = 1. (v) If for some N ≥ 0.6.

The character of these solutions remains an open question. or stays forever outside I. On the other hand when (6. p<q the length is one. Eq(6.43) 6. . . φ.4. . (6. When (6.31) holds.44)-(6.27) has a unique equilibrium y which is locally stable when (6. every solution of Eq(6. must converge to y.27) is global attractor. q−1 (6. Let I be the closed interval p with end points 1 and q and let J and K be the intervals which are disjoint from I and such that I ∪ J ∪ K = (0. or for some N ≥ 0. . while if p>q the length is at most two. When (6.32) holds. φ. . 1] must converge to the two cycle (6.4 Let {yn }∞ n=−1 be a solution of Eq(6. q Now when q ≤ 1 + 4p Then the equilibrium y of Eq(6.46) Also recall that a solution {yn }∞ n=−1 of Eq(6.6. or vice-versa. ψ. yn ∈ I for n ≥ N. Hence.27) eventually enters and remains in the interval I. if Theorem 6.6 and 1.27). (2.45). But this two cycle lies q inside the interval I. .6.7.4 Global Behavior of Solutions Recall that Eq(6. 2)-Type Equations Then either all the even terms of the solution lie in J and all odd terms lie in K. except for the length of the ﬁrst semicycle of the solution.100 Chapter 6.43) holds. when (6.27) either eventually enters the interval I with end points 1 and p and remains there.45) there are no period-two solutions and so the solutions must eventually enter and remain in I and. with φ + ψ = 1 and φψ = p . in view of Theorems 1. . (6. ψ. any solution which remains forever outside the interval I = [ p .32) holds. and only then.32) holds.5 (a) Assume q ≤ 1 + 4p. ∞).27) has a “unique” prime period-two solution .44) (6.6.4. The above observations are summarized in the following theorem: Theorem 6.

.7. 2)-type equation Eq(6. (b) Assume p + q > 1. The following result follows from Theorem 1. .1. q 6. Then every solution of Eq(6. y = p + q − 1 is the only positive equilibrium point of Eq(6.27) eventually enters and remains in the interval [ p .7.47).3. Then the zero equilibrium of Eq(6.47) was investigated in [52].47) are the solutions of the equation p= y= py + qy .47) is unstable. Then the zero equilibrium of Eq(6.47) is globally asymptotically stable. 1. 1+y So y = 0 is always an equilibrium point.1 (a) Assume p + q ≤ 1. (6. More precisely it is a saddle point when 1−p<q <1+p and a repeller when q > 1 + p.1 and the linearized stability Theorem 1. A A (Eq(6.7) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where pyn + qyn−1 .6. 1 + yn n = 0. 1]. .) The equilibrium points of Eq(6.7 The Case α = C = 0 : xn+1 = A yn B βxn +γxn−1 A+Bxn This is the (2. and when p + q > 1.47) β γ and q = .1: Theorem 6. . The Case α = C = 0 : xn+1 = (b) Assume βxn +γxn−1 A+Bxn 101 q > 1 + 4p.

φ−p 6. φ.47) is locally asymptotically stable.47) eventually enters the interval [ p . (6. p ]. ∞) is an invariant interval for Eq(6. . q (b) Assume that q > 1.2 Eq(6. The case is treated in Section 6.47) is an unstable saddle point. . ∞).7. ψ ∈ (p. ψ. φ.47).102 (c) Assume Chapter 6. That is. ψ. (6.7. every solution of Eq(6. remains in this interval. Then the positive equilibrium y = p + q − 1 of Eq(6. the values of φ and ψ of all prime period-two solutions are given by: pφ {φ. Concerning prime period-two solutions it follows from Sections 2.48) Furthermore when (6.48) holds. q (0.47) q with initial conditions in (0.51) Then every solution of Eq(6.49) The main result here is the following theorem about Eq(6. .47) has a prime period-two solution . (2. 2)-Type Equations 1 − p < q < 1 + p.3. p ] is an invariant interval for Eq(6. .3 (a) Assume that q < 1.7. Furtherq more. q . if and only if q = 1 + p. (d) Assume q > 1 + p.50) Then every solution of Eq(6.47).1 Invariant Intervals q=1 (6.5 that the following result is true: Theorem 6.47) with q = 1. Furthermore. p ]. (6. [ p .7. . .47) eventually enters the interval (0. Theorem 6. Then the positive equilibrium y = p + q − 1 of Eq(6. ∞) : ψ = = 2p}.

. yk ≤ and yk+2 ≥ p p =⇒ yk+2 ≤ p < q q p p =⇒ yk > m+1 > p.6. y) = px + qy .4 Suppose Let {yn }∞ n=−1 be a positive solution of Eq(6.47).2 Here we discuss the behavior of the semicycles of solutions of Eq(6. ∞).7. (x − x)(f (x.51) holds. Consider the function g : [0.7. m q q (b) Assume that (6. 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 for any k. ∞) denote the function f (x. ∞) deﬁned by g(x) = (p + q)x .50) holds. ∞) → [0.47) when p + q > 1 and q ≤ 1.47). Then the following statements are true for every n ≥ 0: p + q > 1 and q ≤ 1. x) − x) < 0 for x ∈ (0. that is. whose proof is straightforward and will be omitted. m ∈ N. Hereafter. 1+x Semicycle Analysis of Solutions When q ≤ 1 Then f satisﬁes the negative feedback condition.1 (a) Assume that (6. yk ≥ and yk+2 ≤ p p =⇒ yk+2 ≥ p > q q p p =⇒ yk > m+1 > p. Theorem 6. m ∈ N.7. 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.7. Lemma 6. qm q 6. Let f : [0. ∞) × [0. Then for any k. ∞) − {x}. ∞) → [0.

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

1 + yn 1 + yn pyn + qyn−1 >y =p+q−1 1 + yn 6.52) (b) Assume y−1 ≤ p and y0 ≤ p. (c) Assume either y−1 < p < y0 or y−1 > p > y0 . Then {yn }∞ n=−1 oscillates about the equilibrium p with semicycles of length one and (6. Then px+qyn−1 increases in x and so 1+x yn+1 = pyn−1 + qyn−1 pyn + qyn−1 ≤ < yn−1 . . Suppose p − qyn−1 ≥ 0. Then yn+1 = (e) Observe that yn+1 = and so from which the result follows. 1 + yn 1 + yn−1 The last inequality follows from the negative feedback property.47) is globally asymptotically stable.7. Then yn+1 = βxn +γxn−1 A+Bxn 105 pyn + qyn pyn + qyn−1 > = g(yn ) > yn 1 + yn 1 + yn by the negative feedback property.52) holds. Here we discuss the behavior of the solutions of Eq(6. To see that yn+1 < yn−1 . The Case α = C = 0 : xn+1 = (d) Suppose yn < y ≤ yn−1 . Theorem 6.47) when Here the positive equilibrium of Eq(6. Then yn ≤ p for all n > 0 and (6.3 Semicycle Analysis and Global Attractivity When q = 1 q = 1.47) is y = p. yn−1 ≥ qyn−1 > y + (q − 1)yn > yn 2 pyn + qyn−1 qyn−1 (yn + 1) < ≤ yn−1 . Then the equilibrium y of Eq(6.7.5 Suppose that q = 1 and let y−1 + y0 > 0. we must consider two cases: Case 1. Then yn ≥ p for all n > 0 and n→∞ lim yn = p. (a) Assume y−1 ≥ p and y0 ≥ p. (6. More precisely the following statements are true. Suppose p − qyn−1 < 0.52) holds. Case 2.7.6.

since y−1 + py0 > y−1 + y−1 y0 then y1 = py0 + y−1 > y−1 1 + y0 . it follows that m = M = p and the proof of part (a) is complete. 1 + y0 1 + y0 Similarly. . there exist m ≥ p and M ≥ p such that k→∞ lim y2k+1 = m and k→∞ lim y2k = M. y2 = 1 + y1 1 + y1 It follows by induction that the solution oscillates about p with semicycles of length one. py0 + y−1 py0 + p y1 = < = p.47) has no period-two solutions when q = 1.106 Chapter 6. Then y1 = and py0 + p py0 + y−1 ≥ = p. (b) The proof of (b) is similar to the proof of (a) and will be omitted. (a) The case where y−1 = y0 = p is trivial. Furthermore. and so convergent. > p. . In fact. We will assume that y−1 ≥ p and y0 > p. (c) Assume y−1 < p < y0 . ≥ p and y0 > y2 > y4 > . we claim that the subsequence {y2k+1 }∞ k=−1 is increasing. (2. 1 + y0 1 + y0 py1 + y0 py1 + p > = p. y−1 ≥ p implies that y2 = py0 + y−1 ≤ y−1 y0 + y−1 and so y−1 y0 + y−1 py0 + y−1 ≤ = y−1 . The proof when y0 < p < y−1 is similar and will be omitted. Thus. The case y−1 > p and y0 ≥ p is similar and will be omitted. 1 + y0 1 + y0 and py1 + p py1 + y0 > = p. Next. As Eq(6. . It is interesting to note that y−1 = p ⇒ y2k+1 = p for k ≥ 0 and y0 = p ⇒ y2k = p for k ≥ 0. we can show that y2 < y0 and by induction y1 = y−1 ≥ y1 ≥ y3 ≥ . . 2)-Type Equations Proof. 1 + y1 1 + y1 It follows by induction that yn ≥ p for all n > 0.

47) lies eventually in the interval [p.6. m = M .47). Thus. The Case α = C = 0 : xn+1 = βxn +γxn−1 A+Bxn 107 and the claim follows by induction. Then every positive solution of Eq(6. .47) is global attractor of all positive solutions of Eq(6. every positive solution of Eq(6.6 Assume 1 − p < q < 1. y) = px + qy 1+x satisﬁes the hypotheses of Theorem 1. y0 ∈ [p. Proof. Here we consider the case where and we show that the equilibrium point y = p + q − 1 of Eq(6. ∞). that y−1 . without loss of generality. By Theorem 6. and so convergent.47) converges to the positive equilibrium y.4. 2 6. Theorem 6.3 (a) we may assume that the initial conditions y−1 and y0 lie in the interval I = (0. Observe that the consistency condition y ≤ p is equivalent to the condition q q ≤ 1. there exist m ≤ p and M ≥ p such k=0 that lim y2k+1 = m and lim y2k = M k→∞ k→∞ and as in (a). In a similar way we can show that the subsequence {y2k }∞ is decreasing. Now clearly the function q f (x.7.5 Long-term Behavior of Solutions When q > 1 q>1 Here we discuss the behavior of the solutions of Eq(6. 2 6.4 Global Attractivity When q < 1 1 − p < q < 1.47) we may assume.7. ∞). p ]. q In this case.7.7.5 in the interval I from which the result follows.7.47) when which is equivalent to p y> . Concerning the long-term behavior of solutions of Eq(6.

The character of solutions of Eq(6.47) oscillates about the positive equilibrium y with semicycles of length one. 2)-Type Equations p(q − 1) + qun−1 1 + p + un (6.7. Then every solution of Eq(6.53) where un ≥ 0 for n ≥ 0.7 After the ﬁrst semicycle.5 to Eq(6. an oscillatory solution of Eq(6.108 Then the change of variable yn = un + p.8 (a) Assume q = 1 + p.47).53) was investigated in Section 6.47) converges to a period-two solution. Then Eq(6.5. By applying the results of Section 6. transforms Eq(6. Then every positive solution of Eq(6. (2.47) has unbounded solutions.47) to the equation un+1 = Chapter 6. . we obtain the following theorems about the solutions of Eq(6.47) converges to the positive equilibrium of Eq(6.47) when q > 1: Theorem 6. Theorem 6.7. (c) Assume q > 1 + p.53). (b) Assume 1 < q < 1 + p.

54) and when p + 1 > q.) The equilibrium points of Eq(6.1 (a) Assume p + 1 ≤ q.54) is globally asymptotically stable. In the remainder of this section we will investigate the character of the positive equilibrium of Eq(6.55) Then the zero equilibrium of Eq(6. A .55) holds. (b) Assume p + 1 > q.8.54) is locally asymptotically stable.54) is unstable and the positive equilibrium y = p + 1 − q of Eq(6. The Case α = B = 0 : xn+1 = βxn +γxn−1 A+Cxn−1 109 βxn +γxn−1 A+Cxn−1 6. . Furthermore the zero equilibrium is a saddle point when 1−p<q <1+p and a repeller when q < 1 − p.1.54) is globally asymptotically stable. The following result follows from Theorems 1. Theorem 6.8. .8 The Case α = B = 0 : xn+1 = xn = γ yn C This is the (2.54) also possesses the unique positive equilibrium y = p + 1 − q.54) are the solutions of the equation y= py + y . q + yn−1 β γ n = 0.8) which by the change of variables reduces to the diﬀerence equation yn+1 = where p= pyn + yn−1 .1 and 1.3. Eq(6.54) and so we will assume without further mention that (6. (6.1.6.55) holds and y−1 + y0 > 0. γ (6. . q+y So y = 0 is always an equilibrium point of Eq(6.54) was investigated in [53]. Our goal is to show that when (6.54) and q = (Eq(6. the positive equilibrium y = p + 1 − q of Eq(6. . Then the zero equilibrium of Eq(6. 2)-type Eq(6. 1.

57) and yn+1 − yn = (p − q)yn + (1 − yn )yn−1 q + yn−1 (6.54) is such that: < 1 if p < q < p + 1 y is = 1 if p = q > 1 if p > q. (2. (6. Lemma 6.54).62) and let {yn }∞ n=−1 be a positive solution of Eq(6.8.54).58) reduce to the following: yn+1 − 1 = (yn − 1) and yn+1 − yn = (1 − yn ) p p + yn−1 yn−1 p + yn−1 for n ≥ 0 for n ≥ 0. (6. . When p=q that is for the diﬀerence equation yn+1 = pyn + yn−1 . p + yn−1 n = 0.59) the identities (6.110 Chapter 6. (6. . (6.61) The following three lemmas are now direct consequences of the above identities.56)-(6. 2)-Type Equations 6.8. 1. Then the following statements are true: . Then the following identities are easily established: q yn − p yn+1 − 1 = p for n ≥ 0.1 Assume that p<q (6.60) (6.56) q + yn−1 q p2 [yn − p ] + (p − q)yn−1 q yn+1 − = p p(q + yn−1 ) 2 for n ≥ 0.1 Invariant Intervals and Semicycle Analysis Let {yn }∞ n=−1 be a positive solution of Eq(6. for n ≥ 0.58) Note that the positive equilibrium y =p+1−q of Eq(6. .

then yN +1 < yN . (v) If for some N ≥ 0. then yN +1 < 1.54).64) and let {yn }∞ n=−1 be a positive solution of Eq(6. then yN +1 < 1. yN = p . yN > p . (ii) If y0 = 1. Then the following statements are true: q (i) If for some N ≥ 0.54). yN > q 2 .6. (vi) If for some N ≥ 0. yN < p . (iii) If y0 > 1. then yN +1 < 1. (vi) If for some N ≥ 0. then yN +1 > 1. Lemma 6. then yN +1 > yN . . yN ≥ 1.8. then for n ≥ 0. p q then yN +1 < p . Lemma 6. (v) If for some N ≥ 0. q (ii) If for some N ≥ 0. q (ii) If for some N ≥ 0. Then the following statements are true: (i) If y0 < 1. then yN +1 = 1. q (iii) If for some N ≥ 0.8.63) and let {yn }∞ n=−1 be a positive solution of Eq(6. yN ≥ 1. then yN +1 > q p and yN +2 > 1. yN ≤ 1. then yN +1 = 1.2 Assume that p=q (6. yN = p . The Case α = B = 0 : xn+1 = βxn +γxn−1 A+Cxn−1 111 q (i) If for some N ≥ 0. yn > 1 and the solution is strictly decreasing. yN ≤ 1. then yn = 1 for n ≥ 0.3 Assume that p>q (6. (iv) If for some N ≥ 0.8. p q then yN +1 > p . yn < 1 and the solution is strictly increasing. q (iii) If for some N ≥ 0. yN > p . (iv) If for some N ≥ 0. yN < p . then for n ≥ 0. then yN +1 > 1. yN > q 2 .

63) holds. This (2. When (6. 1). Now in the interval (0.2 Global Stability of the Positive Equilibrium When (6. assume that (6. Set yn = 1 + (q + 1)un for n ≥ −1.62) holds.8.8.8. 1) the function f (u. 2)-Type Equations 6. Then the positive equilibrium y = p + 1 − q of Eq(6.1.54) eventually enters and remains in the interval (0.2 Assume that p + 1 > q and that y−1 + y0 > 0.54) eventually enters and remains in the interval (1.3 that every solution of Eq(6.112 Chapter 6. v) = pu + v q+v is increasing in both arguments and by Theorem 1. 1. it follows from Lemma 6.64) holds. 2)-type equation was investigated in Section 6. every positive solution of Eq(6.3 where we established in Theorem 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. ∞). .3 that every solution converges to its positive equilibrium u= p−q . Without loss of generality we will assume that yn > 1 for n ≥ −1. (2. . by Lemma 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 .8.54) converges to the equilibrium y = 1. q+1 From the above observations and in view of Theorem 6. Here it is clear from Lemma 6.8. This is impossible because y < 1.1 we have the following result: Theorem 6. Next.8.65) with positive parameters and positive initial conditions. (6.54) is globally asymptotically stable.8.4. it follows from Lemma 6. y is a global attractor.3. n = 0. ∞).8. . Hence.2 that every solution of Eq(6. .

9) which by the change of variables xn = reduces to the equation yn+1 = where pyn + yn−1 .66) is y= p+1 q+1 and the linearized equation of Eq(6.66) is locally asymptotically stable. qyn + yn−1 n = 0. (Eq(6. (6. .66) was investigated in [54]. .66) B β and q = . 1.68) (6. (b) Assume that p < q.9 The Case α = A = 0 : xn+1 = γ yn C This is the (2. . . Then the positive equilibrium of Eq(6. . (6. The Case α = A = 0 : xn+1 = βxn +γxn−1 Bxn +Cxn−1 113 βxn +γxn−1 Bxn +Cxn−1 6.67) .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. By applying the linearized stability Theorem 1.) The only equilibrium point of Eq(6. 2)-type Eq(6.6. Then the positive equilibrium of Eq(6. .9.1 we obtain the following result: Theorem 6. (p + 1)(q + 1) (p + 1)(q + 1) n = 0. γ C To avoid a degenerate situation we will also assume that p= p = q.1.1 (a) Assume that p > q. 1.66) about y is zn+1 − p−q p−q zn + zn−1 = 0. .9.

9.70) t2 − (1 − p)t + = 0. ψ. . . 2)-Type Equations 6. One can see that T2 where pv + u g(u. . . n = 0. Eq(6.66) possesses a unique prime period-two solution: . is a ﬁxed point of T 2 . The prime period-two solution (6. . . v) h(u.69) where the values of φ and ψ are the (positive and distinct) solutions of the quadratic equation p(1 − p) (6. v) p pv+u + v qv+u q pv+u + v qv+u v pv+u qv+u . evaluated at lie inside the unit disk. 1. . . . φ. 1.66) in the equivalent form: un+1 = vn n +un vn+1 = pvn +un . . . Eq(6. On the other hand when p<q and q > pq + 1 + 3p.66) has no prime period-two solutions. (6. v) = = . ∞) × (0.5 that when p > q. q−1 In order to investigate the stability nature of this prime period-two solution.114 Chapter 6. qv Let T be the function on (0. .1 Existence of a Two Cycle It follows from Section 2. the second iterate of T . (2. One can see that ψ JT 2 φ ψ = (p−q)ψ − (qψ+φ)2 (p−q) ψ − (qψ+φ)2 (qφ+ψ)2 2 2 (p−q)φ (qψ+φ)2 (p−q)φ (qφ+ψ)2 (p−q)ψ (qψ+φ)2 −1 .69) is asymptotically stable if the eigenvalues of the φ Jacobian matrix JT 2 . . and write Eq(6. v) = qv + u and h(u. ∞) deﬁned by: T Then u v = φ ψ u v g(u. ψ. φ. . we set un = yn−1 and vn = yn for n = 0.

72) φ ψ and ψ = Inequality (6.71). 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. ψ > 0.9. (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 = 0.1. By applying Theorem 1.72) is always true.1 (c). We will use the fact that φ + ψ = 1 − p. Next we will establish Inequality (6. The Case α = A = 0 : xn+1 = Set P = Then JT 2 βxn +γxn−1 Bxn +Cxn−1 115 p−q . qφ + ψ (6.71) 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 .73) (6. φ= pψ + φ qψ + φ φψ = p(1 − p) q−1 pφ + ψ . P < 0 and Q < 0 and so Inequality (6.71) (6.6. Observe that φ > 0.

74) is p(1 − p) (p − 1)(q − 1)] q−1 (6.73) is equivalent to (p − q)2 φψ < (qψ + φ)2 (qφ + ψ)2 which is true if and only if (q − p) φψ < (qψ + φ)(qφ + ψ) if and only if if and only if if and only if if and only if (q − p) φψ < (q 2 + 1)φψ + q(φ2 + ψ 2 ) (q − p) φψ < (q 2 + 1)φψ + q[(φ + ψ)2 − 2φψ] (q − p) φψ < (q − 1)2 φψ + q(φ + ψ)2 (q − p) φψ < (q − 1)2 if and only if p(1 − p) + q(1 − p)2 q−1 = (1 − p)2 (q − p)2 .116 if and only if Chapter 6. (2. 2)-Type Equations (q − p)[(qφ + ψ)(pφ + ψ) + (qψ + φ)(pψ + φ)] < [(qφ + ψ)(qψ + φ)]2 .74) = (q − p)(1 − p)2 (qp + 1 + 2p). 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. Inequality (6.74) 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. = [q(φ + ψ)2 + (q − 1)2 φψ]2 (q − p) φψ < (1 − p)(q − p) . Inequality (6.71) is true if and only if (6. Finally. Now observe that the lefthand side of (6.

3 Let {yn } be a nontrivial solution of Eq(6. 6. ψ. the function 2 f (x.66) posseses the prime period-two solution . Then Eq(6. 6.9. (b) The proof follows from Theorem 1. Then the positive equilibrium y of Eq(6. y) is increasing in y and decreasing in x. . In summary. except possibly for the ﬁrst semicycle which may have length one. Furthermore this prime period-two solution is locally asymptotically stable. where φ and ψ are the two positive and distinct roots of the quadratic Eq(6.7. .9. φ.66).9.66): Theorem 6. we present a semicycle analysis of the solutions of Eq(6.7. 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. .67) holds. ψ. φ.6. .35). . Theorem 6. or {yn } converges monotonically to y. Proof. Then {yn } oscillates about the equilibrium y with semicycles of length two or three.3 Global Stability Analysis When p < q The main result in this section is the following Theorem 6. .9.68) holds. This function also satisﬁes Condition (1.2 Semicycle Analysis In this section.70). Then the following statements are true: (a) Assume p > q.66) is globally asymptotically stable. 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.69) of Eq(6.66).4 Assume that p<q and (6. after the ﬁrst semicycle.4 by observing that the condition p > q implies that the function px + y f (x. y) = qx + y is increasing in x and decreasing in y. (a) The proof follows from Theorem 1.9. the following result is true about the local stability of the prime periodtwo solution (6. . (b) Assume p < q.2 Assume that Condition (6.1 by observing that when p < q. Then either {yn } oscillates about the equilibrium y with semicycles of length one.9.

(2. Set f (x.4. Also clearly. Assume that for some solution {yn }∞ n=−1 of Eq(6. and lim inf yn = φ n→∞ Now as in the proof of Theorem 1. Assume that (6. ψ.6 lim sup yn = ψ n→∞ px + y .118 Proof. (6. qx + y Chapter 6.66).68) holds. .9. Eq(6.6 and the fact that y is locally asymptotically stable. 1. (6. Theorem 6. ψ. . p ≤ f (x.69) when instead of (6. φ.66) has no prime period-two solution. φ.4. Proof. yN +2 = f (yN +1 . 2)-Type Equations and note that f (x.68) holds.5 Assume that (6. y) ≤ 1 for all x. . yN +1 ) ≤ f (ψ.. φ) = φ and in general yN +2k ≥ ψ and yN +2k+1 ≤ φ for k = 0.75) yN ≥ ψ and yN +1 ≤ φ. . . . 2 The method employed in the proof of Theorem 1. . Then this solution converges to the two cycle φ. and increasing in y for each ﬁxed x. . 2 Next we want to ﬁnd more cases where the conclusion of the last theorem holds.75) holds. . ψ. ψ. Now the conclusion of Theorem 6..66) and for some index N ≥ −1. . yN ) ≥ f (φ.66) converge to the two cycle (6. Set f (x. denote the two cycle of Eq(6. with φ < ψ. y > 0.4 follows as a consequence of Theorem 1. y) is decreasing in x for each ﬁxed y. yi+1 lie between m and M . qx + y from which we conclude that limk→∞ yN +2k = ψ and limk→∞ yN +2k+1 = φ. y) = px + y .67).6 can also be used to establish that certain solutions of Eq(6. q Finally in view of (6. y) = Then clearly.67).4.9. Let φ. . yN +3 = f (yN +2 . ψ) = ψ. We consider ﬁrst the case where eventually consecutive terms yi .

(C) y2n < m and m ≤ y2n+1 < M for every n. ψ.9. .6. M ) = M. m) ≤ f (yi+1 . . Since the proofs are similar for all cases we will give the details in case (A). φ. . The Case α = A = 0 : xn+1 = βxn +γxn−1 Bxn +Cxn−1 119 Lemma 6.9. Proof.66) we have y2n+1 = and so y2n − y2n y2n+2 . (D) y2n+1 < m and m ≤ y2n < M for every n.2 In all cases (A)-(D) the corresponding solution {yn } converges to the two cycle . and the result follows by induction. M ] and if we never get two successive terms outside of the interval [m. (B) y2n+1 > M and M ≥ y2n > m for every n. . and so M ≥ lim supn→∞ y2n ≥ lim inf n→∞ y2n ≥ M. qM − p = m and the proof is complete. M ] is answered by Theorem 6.9.5. Using the monotonic character of the function f we have m = f (M. yi+1 ≤ M. . 2 If we never get two successive terms in the interval [m. φ. From Eq(6. M ] for every k > i. . for every i. we are left with the case in which the solution lies eventually in [m. either yi > M and yi+1 < m or yi < m and yi+1 > M ). By our earlier observation we have that M ≥ lim supi→∞ yi . limn→∞ y2n+1 M − M2 . qy2n+2 − p M − M2 lim y2n+1 = . yi ) = yi+2 ≤ f (m. m ≤ yi .1 Suppose that for some i ≥ 0. M ) = pm + M qm + M for m we ﬁnd Thus.9. Hence limn→∞ y2n = M . m= 2 Since the case in which the solution lies outside of the interval [m. Then yk ∈ [m. . Lemma 6. n→∞ qM − p On the other hand by solving the equation M = f (m. ψ. M ] (that is. M ]. then we have one of the following four cases: (A) y2n > M and M ≥ y2n+1 > m for every n. Proof.

120 Chapter 6. . in which case Eq(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 . y ) > y and y > y.The case M ≥ yi+3 ≥ yi+1 ≥ y ≥ yi ≥ yi+2 ≥ m is handled in a similar way. . f (y.9. the sequence {yi+2k } is non decreasing and bounded above by M . which of course depends on y. 1). yi+2 ) ≥ f (yi+1 . . Proof. In this case we need to know more about the condition yi+2 = f (yi+1 . Then {yn } converges to the two cycle . y) > y if and only if x < y . In view of the uniqueness of the two cycle and the fact that at least one of yi . both subsequences converge and their limits form a two cycle. y ) < y and y > y . but this situation cannot occur. y) = y. ψ. yi ) ≤ yi . Thus f (y . The correspondence between y and y has the following properties: Lemma 6. Here we have yi+4 = f (yi+3 . yi+1 ) = yi+3 . . and the sequence {yi+2k+1 } is a non increasing sequence and bounded below by m.76) It makes sense to consider this equation only for y ∈ ( p . yi+1 is diﬀerent from y. The second case can be handled in a similar way.9. (3) For y < y < M. Thus. (2. and for m < y < y. yi ) = yi+2 and yi+5 = f (yi+4 . as the following results show. 2)-Type Equations Lemma 6.3 Suppose M ≥ yi+2 ≥ yi ≥ y ≥ yi+1 ≥ yi+3 ≥ m and not both yi+2 and yi+3 are equal to y. ψ. f (y. Proof. (2) x > y if and only if x < y . Therefore. φ. φ. . (6. . y) = y. . We denote this value by y . Induction on i then establishes the monotonicity of the two sequences. the proof is complete.76) has a q unique positive solution for x. Let us consider the ﬁrst case. so we are led to the general equation f (x.4 (1) f (x. yi+3 ) ≤ f (yi+2 .

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

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

.4 Global Stability Analysis When p > q Here we have the following result: Theorem 6. . . and is decreasing in y for each ﬁxed x. Proof. c.9. y) = px + y . the only solution of the system M= is m = M.7 Assume that p>q and p ≤ pq + 1 + 3q. Finally observe that when (6. d ∈ R. x0 ) ∈ F. b.10 Open Problems and Conjectures a. . Then the positive equilibrium y of Eq(6.10.77) and observe that when p > q. Open Problems and Conjectures 123 6. Open Problem 6. investigate the asymptotic behavior and the periodic ∞ nature of the solution {xn }n=−1 .66) is globally asymptotically stable. . set f (x. the function f (x.5.9.77) holds. y) is increasing in x for each ﬁxed y.4.1 (See [64]) Assume that (a) Investigate the forbidden set F of the diﬀerence equation xn+1 = axn + bxn−1 xn .4. 2 pM + m .10. y) ≤ p q for all x. cxn + dxn−1 n = 0. y > 0.6. / (b) For every point (x−1 . To this end. qx + y (6. Now the result is a consequence of Theorem 1. qm + M 6. Also 1 ≤ f (x. qM + m m= pm + M .5. We will employ Theorem 1. 1.

∞). . q ∈ (0.10.) .10) has a ﬁnite limit. period-two solution. (See Section 1.2. we need only to conﬁrm this conjecture for p > 2(q +1) and q ≥ 1. 2)-Type Equations Open Problem 6. . (Note that by Theorem 6. See also [36]. Show that every positive solution of Eq(6. . . Bn ∈ R for n = 0. Show that the equation yn+1 = p + yn−1 .10.) Conjecture 6.6 for the autonomous case. (Note that by Theorem 6.2 Assume that αn . every positive solution converges to a. 1. . are convergent sequences of real numbers with ﬁnite limits.4. . (Note that by Theorem 6.) Chapter 6. 1.2 Assume that p.10. . βn . Investigate the forbidden set and the asymptotic character of solutions of the nonautonomous Riccati equation xn+1 = αn + βn xn .3 Assume p ∈ (0.1 Assume p. ∞). 1 + yn n = 0. not necessarily prime. (2. An .3. q ∈ (0.11) has a ﬁnite limit.5. . . An + Bn xn n = 0.124 (See Section 1. has a positive and monotonically decreasing solution.) Conjecture 6.10. ∞). this conjecture has been conﬁrmed for q ≤ 1 + 4p. 1.4. Show that every positive solution of Eq(6.3.6. .) Conjecture 6.

∞). 125 Show that every positive solution of Eq(6.7.27) either converges to a ﬁnite limit or to a two cycle.5 Assume p > q. q ∈ (0. Find the basin of attraction of the period-two solution of Eq(6.10. q ∈ (0. Conjecture 6. as n → ∞.4 Assume that p.3 Assume that p.10.5 Find the set of all initial conditions (y−1 .9. Open Problems and Conjectures Conjecture 6. (See Section 6. Open Problem 6. ∞) and q > pq + 1 + 3p. Show that every positive solution of Eq(6.6.66) has a ﬁnite limit.) Open Problem 6. q ∈ (0.10.10.10. Find the basin of attraction of the period-two solution of Eq(6. this conjecture has been conﬁrmed for p ≤ pq + 1 + 3q. .6. ∞) and q > 1 + 4p. (Note that by Theorem 6. y0 ) ∈ R × R through which the solution of the equation yn+1 = yn + yn−1 1 + yn is well deﬁned and converges to 1.) Open Problem 6.27).66).10.4 Assume that p.

Then for every (y−1 .79) (6. C ∈ (0.83) yn − yn−1 yn − 1 yn − yn−1 1 − yn−1 1 − yn−1 yn − yn−1 yn + yn−1 . γ. y0 ) ∈ G. (2.81) (6.8 Assume α. 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 (6.84) yn − yn−1 For those equations from the above list for which you were successful.6 Find the set of all initial conditions (y−1 . xn+1 = Axn + Bxn−1 + Cxn−2 Extend and generalize.78) (6. . .7 For each of the following diﬀerence equations determine the “good” set G ⊂ R × R of initial conditions (y−1 . .80) (6. 2)-Type Equations Open Problem 6. y0 ) ∈ R × R through which the equation is well deﬁned for all n ≥ 0. .82) (6. Investigate the asymptotic behavior and the periodic nature of solutions of the diﬀerence equation αxn + βxn−1 + γxn−2 .10. Open Problem 6. β. B.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 1.10. as n → ∞. (6. extend your result by introducing arbitrary real parameters in the equation. n = 0. A. ∞). . 1.126 Chapter 6. Open Problem 6.

.6. n = 0.89) (6. 1 + yn pn yn + yn−1 . . .92). n=−1 .9 Assume that {pn }n=0 and {qn }∞ are convergent sequences of n=0 nonnegative real numbers with ﬁnite limits. 1 + yn pn + yn−1 .11 Assume q ∈ (1.88) (6. n = 0. Extend and generalize. . (a) Find the set B of all initial conditions (y−1 . p = n→∞ pn lim lim and q = n→∞ qn . 1. . . ∞). . 1. 1. .10. ∞) × (0.10. . . . 1. . .85) (6. n = 0.23) are bounded.90) (6. 1. . n = 0.85)-(6. Investigate the asymptotic behavior of {yn }∞ . .10. . y0 ) ∈ B. (b) Let (y−1 . n = 0.91) (6. 1. n = 0. 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 . . qn yn + yn−1 pn yn + qn yn−1 .86) (6. . .87) (6. Open Problems and Conjectures 127 ∞ Open Problem 6. 1 + yn−1 yn + pn .10 Assume that {pn }∞ and {qn }∞ are period-two sequences n=0 n=0 of nonnegative real numbers. . .92) pn + qn yn . n = 0. y0 ) ∈ (0. 1. . Investigate the global character of all positive solutions of Eqs(6.10. . 1. . ∞) such that the solutions {yn }∞ n=−1 of Eq(6. qn yn + yn−1 yn+1 = yn+1 = Open Problem 6. qn + yn n = 0. qn + yn−1 pn yn + yn−1 . (6. yn + qn yn−1 pn + qn yn−1 . .

x0 ) ∈ G. . ∞) through which the solutions {xn }∞ n=−1 of the diﬀerence equation xn+1 = (1 − xn − xn−1 )(1 − e−Axn ).47) are bounded. ∞) such that the solutions {yn }∞ n=−1 of Eq(6. (a) Determine the set G of initial conditions (y−1 . (2. y0 ) ∈ (0. n = 0. .10. 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 . 1.) Let A ∈ (0. . (6. 2 Show that the positive equilibrium of System (6. ∞) and that α ∈ (2. ∞) × (0. the periodic nature. Open Problem 6. ∞).128 Open Problem 6. See [9].6 Assume x0 .94) .10. ∞) × (0. See [14]. (6.93) is globally asymptotically stable. 1.12 Assume q ∈ (1. and the asymptotic behavior of the solution {xn }∞ n=−1 of Eq(6. and γ ∈ (0.14 (Discrete Epidemic Models. y0 ) ∈ (0. 1 β = 1 and γ = . β ∈ (0. ∞). 3). . . y0 ∈ (0. [3].10. 1) with α + β > 1 + β .10. (c) Extend and generalize. . are nonnegative. ∞).93) Conjecture 6. ∞ (b) Let (y−1 . Investigate the boundedness character. Chapter 6. (b) Let (x−1 . y0 ) ∈ B. Investigate the asymptotic behavior of {yn }n=−1 . Open Problem 6. ∞). and [2]) Assume α ∈ (1. n = 0. . 2)-Type Equations (a) Find the set B of all initial conditions (y−1 .13 (A Plant-Herbivore System.94).

1. . 1. Open Problem 6. . . . ∞).17 Assume that p. . . qyn + yn−k yn + pyn−k . 3. n = 0.}. n = 0. q ∈ [0. n = 0. 1. . . .10. .15 (The Flour Beetle Model. See [48]). 1 + yn p + yn−k .100) (6. 1. 1. . n = 0. Investigate the global behavior of all positive solutions of each of the following diﬀerence equations: p + qyn yn+1 = . . ) which may be viewed as a population model.96) (6. . 1. n = 0. Investigate the global character of all positive solutions of the system .10.98) (6. Open Problem 6.97) (6. .101) . . . . .10. n = 0.99) (6. . . and c1 .16 (A Population Model) Assume α ∈ (0. . yn + q pyn + yn−k . . .6. (6. . Open Problems and Conjectures Open Problem 6. ∞).95) 1 + yn−k yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = yn + p . q + yn−k pyn + yn−k . n = 0. with positive initial conditions. 1) and xn+1 = αxn e−yn + β yn+1 = αxn (1 − e −yn β ∈ (1. 1. 1. c2 ∈ [0. ∞) and k ∈ {2. . 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 . . . . . qyn + yn−k n = 0. ∞) with c1 + c2 > 0. . 1. 1). n = 0. b ∈ (0.10. . Assume a ∈ (0. . yn + qyn−k p + qyn−k . (6.

also converges to a period-two solution. 1. .102) converges to a period-two solution. . xn−1 ). n = 0.10. (2. 1.103). .10. .130 Chapter 6.103) Open Problem 6. . which extends and uniﬁes the global asymptotic stability results for Eqs(6. Obtain necessary and suﬃcient conditions on f so that the same two cycle is a locally asymptotically stable solution of Eq(6. xn−1 ).18 Obtain a general result for an equation of the form yn+1 = f (yn .27).11) and (6. (6. Open Problem 6.10. yn−1 ). Obtain necessary and suﬃcient conditions on f so that every positive solution of the equation xn+1 = f (xn−2 . Extend and generalize. 1.19 Assume that every positive solution of an equation of the form xn+1 = f (xn .102) has a two cycle which is locally asymptotically stable. n = 0. . . 2)-Type Equations Open Problem 6. n = 0. . (6.20 Assume that Eq(6. . .

. A + Bxn + Cxn−1 n = 0.4) αC . 3)-type Eq.1) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= 1 . . . . 1. 1. . A2 .1) (7. (7.3) α . . A + Bxn + Cxn−1 βxn . . . A + Bxn + Cxn−1 n = 0. 3)-type equations are positive and that the initial conditions are nonnegative. (7. n = 0. . 1. 3)-Type Equations 7.2) Eq(1) contains the following three equations of the (1. . 3)-type: Please recall our classiﬁcation convention in which all the parameters in the above (1.Chapter 7 (1. . . (7.2 The Case β = γ = 0 : xn+1 = α yn A α A+Bxn +Cxn−1 This is the (1. .(7.1 Introduction xn+1 = xn+1 = and xn+1 = γxn−1 . 1 + pyn + qyn−1 αB A2 and q = 131 n = 0. 1. 7.

It also follows by applying Theorem 1.1.4.5) always has zero as an equilibrium point and when p>1 it also has the unique positive equilibrium point y= p−1 . or Theorem 1. 1 + pyn + qyn−1 p= n = 0. . A C Eq(7. . .1 The positive equilibrium of Eq(7. The following result is a straightforward consequence of Theorem 1.2.4.2 Assume that y−1 .3.132 Chapter 7.4. ∞) and p > 1. 1.3. (7. (1.4) is locally asymptotically stable for all values of the parameters and that Eq(7.4.2) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where yn . q+1 The following result is a straightforward consequence of Theorem 1. y0 ∈ (0. 7.3 The Case α = γ = 0 : xn+1 = A yn C βxn A+Bxn +Cxn−1 This is the (1. Theorem 7.1 Assume p ≤ 1. Theorem 7.5) is globally asymptotically stable.4.4) is globally asymptotically stable.4) has no prime period two solutions. 1].5) β B and q = . The following result is now a straightforward consequence of either the stability trichotomy Theorem 1.3.2. 3)-Type Equations One can easily see that the positive equilibrium of Eq(7. . Then the zero equilibrium of Eq(7. 3)-type Eq(7. Then the positive equilibrium of Eq(7. p ].5 in the interval [0.5) is globally asymptotically stable.7 in the interval [0. q Theorem 7.

6) is locally asymptotically stable when q<1 and is unstable (a saddle point) when q > 1. .4. Concerning prime period-two solutions one can see that Eq(7. ψ. C (7. φ. B .4 The Case α = β = 0 : xn+1 = γ yn C This is the (1.3. .6) has a prime periodtwo solution . (b) Assume that p < 1. p + qyn + yn−1 A γ n = 0. if and only if p < 1. . Then the positive equilibrium of Eq(7. . 1. 1+q The subsequent result is a straightforward application of Theorems 1.1. . .6) is globally asymptotically stable when p≥1 and is unstable (a repeller) when p < 1.4. ψ. . . Theorem 7. φ.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. 3)-type Eq(7.6) always has the zero equilibrium and when p<1 it also has the unique positive equilibrium y= 1−p .1 (a) The zero equilibrium of Eq(7. .6) and q = Eq(7. .7.

with 0 ≤ φ ≤ 1 − p and φ = Theorem 7.134 Furthermore when Chapter 7.6) has a ﬁnite limit. 1 − p. Therefore 1−p the prime period-two solution (7.5. . . . (1. Proof. φ. (7.4. . Conjecture 7.6 that here JT 2 0 1−p = 1 p+q(1−p) q(1−p) − p+q(1−p) 1−p . . 1 − p − φ. . . 1 − p. φ. 1 − p. 2 and in view of (7.7) (7. .6) is locally asymptotically stable.1 Assume Show that every positive solution of Eq(7. . It follows from Section 2. of Eq(7. . 0. 1 − p. . . .6) are given by . 1). . q ∈ (0.8) 0 p 0 lie in the disk |λ| < 1. .7) both eigenvalues of JT 2 7. 0. when p < 1 and q = 1 all prime period-two solutions of Eq(7.8) is locally asymptotically stable. .5 Open Problems and Conjectures p. . 0. On the other hand. 1 − p − φ. 2 and q > 1. . .2 Assume that p<1 Then the period-two solution . . 3)-Type Equations p < 1 and q = 1 the only prime period-two solution is . 0.

x0 ) ∈ R × R through which the equation is well deﬁned for all n ≥ 0: xn+1 = xn+1 = xn+1 = 1 1 + xn + xn−1 xn 1 + xn + xn−1 xn−1 . . 1 − p. and investigate ∞ the long term-behavior of the solution {xn }n=−1 .9)-(7.3 For each of the equations given below. Find the basin of attraction of the two cycle . of Eq(7. ∞). 0.5. x0 ) ∈ G be an initial point through which the corresponding equation is well deﬁned for all n ≥ 0.11). Open Problems and Conjectures Conjecture 7. Extend and generalize. Open Problem 7.2 Assume p < 1 and q ≥ 1.7. 1 + pxn + qxn−1 + xn−2 n = 0. .6) converges to a.2 Investigate the asymptotic character and the periodic nature of all positive solutions of the diﬀerence equation xn+1 = where p. . 1) and q ∈ (1. periodtwo solution.5. xn−2 . 1. q ∈ [0. Open Problem 7. 1 + xn + xn−1 (7. .11) Now for each of the equations (7. .5.5. . 1 − p. . 0.1 Assume p ∈ (0.5. Open Problem 7. 135 Show that every positive solution of Eq(7.6). not necessarily prime.10) (7. . ﬁnd the set G of all points (x−1 . let (x−1 . . .9) (7. ∞).

. .136 Chapter 7. p = lim pn n→∞ and q = n→∞ qn .12)-(7. n = 0. 1. .5.5 Assume that {pn }∞ and {qn }∞ are period-two sequences of n=0 n=0 nonnegative real numbers. . . (1. lim Investigate the asymptotic behavior and the periodic nature of all positive solutions of each of the following three diﬀerence equations: yn+1 = yn+1 = yn+1 = 1 .14) Open Problem 7.12) (7. . pn + qn yn + yn−1 n = 0. . 1. 1 + pn yn + qn yn−1 yn−1 . 1 + pn yn + qn yn−1 yn . 3)-Type Equations Open Problem 7.4 Assume that {pn }∞ and {qn }∞ are convergent sequences of n=0 n=0 nonnegative real numbers with ﬁnite limits. n = 0. 1. Extend and generalize. .13) (7.5. (7.14). . . Investigate the global character of all positive solutions of Eqs(7. .

. Eq(8. Eq(8. β + Byn n = 0.3) n = 0. 2)-type equation of the form of Eq(6. B is reduced to a (2. 1)-Type Equations 8. . (8.Chapter 8 (3. 1. . Cxn−1 n = 0. n = 0.2) by the change of the variables xn = yn + β .4) (see Section 6. 1. A α + βxn + γxn−1 . 3)-type: xn+1 = xn+1 = and xn+1 = α + βxn + γxn−1 .1) is a linear diﬀerence equation and can be solved explicitly. C . . namely. and the denominators are always positive. . yn+1 = (α + βγ ) + γyn−1 B . . Eq(8. . .1) (8.3) by the change of the variables xn = yn + 137 γ . (8. .1 Introduction α + βxn + γxn−1 . 1.5). . 1. . . Bxn Eq(1) contains the following three equations of the (1. .2) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. the initial conditions are nonnegative. .

φ. (3. x0 ) ∈ (0. . yn+1 (α + βγ ) + βyn C . . . n=−1 Open Problem 8.1 Show that every positive solution of Eq(8.2 Open Problems and Conjectures Open Problem 8. ∞) × (0. .4).2) are bounded. ψ.2) (see Section 6. . Open Problem 8.2.2).2.4) be a period-two solution of Eq(8.4).3 Determine the set G of all initial points (x−1 . Determine the values of φ and ψ in terms of the initial conditions x−1 and x0 .2 (a) Assume γ = β and let . Hence there is nothing else remaining to do about these equations other than to pose some Open Problems and Conjectures. . . 8. = γ + Cyn−1 n = 0. Conjecture 8. 1.2.3) namely.1 Assume γ > β. n=−1 . (8. Determine the basin of attraction of (8. φ. 2)-type equation of the form of Eq(6.3) converges to the positive equilibrium of the equation.2) which converges to (8. . (b) Let {xn }∞ n=−1 be a positive solution of Eq(8.2.4 Determine the set G of all initial points (x−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 }∞ . ∞) through which the solutions of Eq(8. . Open Problem 8.2. ψ. 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 }∞ . 1)-Type Equations is reduced to a (2. Determine the set of initial conditions (x−1 . .138 Chapter 8.

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.

y4k+1 < q. 1 + yn + ryn−1 lim yn = y. In this case Eq(9. the following statements are true for all k ≥ 0: (i) y−1 > q and y0 ≤ q =⇒ y4k−1 > q. and the only equilibrium point is y = q. is equal to four.2. (9. 3)-Type Equations qr (q − yn−1 ).5).4). . 2 Here we present a semicycle analysis of the solutions of Eq(9. and y4k+2 ≤ q.4) becomes yn+1 = q + rq 2 + qyn .9) follows by straightforward computation. Then this solution is oscillatory and the sum of the lengths of two consecutive semicycles. ∞) and Eq(9. Identity (9. (iv) y−1 < q and y0 ≤ q =⇒ y4k−1 < q. y4k ≥ 1. The proof follows from identity (9. Proof. .4 Assume p = q(qr + 1) and let {yn }∞ n=−1 be a solution of Eq(9. and y4k+2 ≥ q. and y4k+2 ≥ q. (iii) y−1 > q and y0 ≥ q =⇒ y4k−1 > q.146 Lemma 9. (2. . y4k ≥ 1. 2 . y4k ≤ 1. y4k+1 > q.2. y4k+1 < q. (ii) y−1 < q and y0 ≥ q =⇒ y4k−1 < q.9) (9.4). y4k+1 > q. Then yn+1 − q = Furthermore when qr < 1. then n→∞ Chapter 9. 1 + yn + ryn−1 n = 0. Theorem 9. and y4k+2 ≤ q.4) when p = q(1 + rq). More precisely.3 Suppose that p = q + rq 2 and let {yn }∞ n=−1 be a nontrivial solution of Eq(9. The limit (9.4) has no period-two solution. y4k ≤ 1. excluding the ﬁrst.10) is a consequence of the fact that in this case qr ∈ (0. 1.10) Proof.

2. Then yn > y for n ≥ 0 and so which is a contradiction.1.2. for the sake of contradiction. q−1+ (q−1) +4p ] if p ≤ q. Let {yn }n=−1 be a solution of Eq(9. there exists N > 0 such that one of the following three cases holds: (i) yN > q. qr p−q . qr and yN +2 < . Now assume for the sake of contradiction that yn > b for n > 0. Next assume that q < p < q(qr + 1) and. (ii) yN > q. 2 I= [ p−q . ∞ Proof. Set b= and observe that yn+1 − b = (q − p)(yn − b) − r(p + qb)yn−1 . then yN +1 < b.9. every solution of Eq(9.2. yN +1 > q.2. q] qr [q. First assume that p ≤ q. yN ≤ b.4 Global Asymptotic Stability The following lemma establishes that when p = q(qr + 1). the following is true: Lemma 9. Then clearly. q−1+ (q − 1)2 + 4p 2 Hence. yN +1 < p−q . The Case γ = 0 : xn+1 = α+βxn A+Bxn +Cxn−1 147 9. More precisely. y ∈ I.2.4) lies eventually in I.4) described in Lemma 9.5 Let I denote the interval which is deﬁned as follows: √ 2 [0. Then every solution of Eq(9. if for some N . (1 + yn + ryn−1 )(1 + b) n ≥ 0. p−q ] qr if if q < p < q(qr + 1).4) is eventually trapped into one of the three invariant intervals of Eq(9. p > q(qr + 1). qr n→∞ lim yn = y ∈ I and yN +2 < p−q . Then by Lemma 9. also assume that the solution {yn }∞ n=−1 is not eventually in the interval I.4).3.

4) is globally asymptotically stable. together with the appropriate convergence Theorems 1.4 (a) Assume that either p ≥ q + q 2 r.7 and 1. 1. and yN +2 < p−q . y) = p + qx 1 + x + ry 2 in each of the intervals in Lemma 9. we can obtain some global asymptotic stability results for the solutions of Eq(9. 1+r Then the equilibrium y of Eq(9.4. qr The desired contradiction is now obtained by using the Identity (9. The proof when p > q(qr + 1) is similar and will be omitted. 3)-Type Equations ≤ yN +1 ≤ q.7) from which it follows that for j ∈ {0. 2.4): Theorem 9. then yN + ryN − p < 0.1.148 (iii) yN > q. 3}. . By using the monotonic character of the function f (x. qr Also observe that 2 if yN ≥ q.2.4) is globally asymptotically stable. (b) Assume that either (iii) r > 1 (ii) r ≤ 1. p−q qr Chapter 9. or q . (2. For example. p< p≤q or q < p < q + q2r and that one of the following conditions is also satisﬁed: (i) q ≤ 1. and (q − 1)2 (r − 1) ≤ 4p. Proof. the following results are true for Eq(9.4. then yN + ryN − p > 0 and 2 if yN ≤ p−q .5. Then the equilibrium y of Eq(9. each subsequence {yn+4k+j }∞ with all its terms outside k=0 the interval I converges monotonically and enters in the interval I.2.4).

.1 and Theorem 1. 3)-type Eq(9.5. It is easy to check that y ∈ 0. If m + M = q − 1 then m and M satisfy the equation (r − 1)m2 + (r − 1)(1 − q)m + p = 0.4. then M = m.2. 1 + yn + ryn−1 q= γ .3 The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 This is the (2.1 and 9. m = M from which the result follows. this is the case if Condition (i) is satisﬁed. We will employ Theorem 1. 2 decreases in y. √ q−1+ (q−1)2 +4p (b) In view of Lemma 9.2. The proof when q < p < q + q 2 r holds follows from Lemma 9.7 and 1. Clearly now if Condition (ii) or (iii) is satisﬁed.2. then yn ∈ 2 √ √ q−1+ (q−1)2 +4p q−1+ (q−1)2 +4p for all n ≥ 0.4 and Theorems 1. A2 and r = . Now if m + M = q − 1. A n = 0. 2 9.9. . 2 2 √ 2 +4p q−1+ (q−1) .4.11) A yn B αB . 0.1 we see that when y−1 .4. y0 ∈ 0.2) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + qyn−1 . M ) and M = f (M.4. . .2. m) then M = m. C . 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) = 0.2. For instance. B (9. 1. The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 149 (a) The proof follows from Lemmas 9.5 and so it remains to be shown that if m = f (m. the function f increases in x and and that in the interval 0.3.

(b) The equilibrium y of Eq(9. Then φ= p + qφ 1 + ψ + rφ and ψ = p + qψ .3. . if and only if (9. 1 + φ + rψ It now follows after some calculation that the following result is true.1 we obtain the following result.150 Chapter 9. . φ.11) is locally asymptotically stable when either q≤1 or q > 1 and (r − 1)(q − 1)2 + 4pr2 > 0.12) 9. . t+ r 1−r .12) holds.3. φ.11). . . . 3)-Type Equations This equation has not been investigated yet.11) has a prime period-two solution . .1 (a) The equilibrium y of Eq(9. Here we make some simple observations about linearized stability. invariant intervals.12) holds. . when q > 1 and (r − 1)(q − 1)2 + 4pr2 < 0. φ. ψ. . be a period-two cycle of Eq(9. . .3. and more precisely a saddle point.1 Eq(9. ψ. (2.1.1 Let Existence and Local Stability of Period-Two Cycles . φ. ψ. ψ. (9. Theorem 9. Furthermore when (9.11) is unstable. 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. Eq(9. . Lemma 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. and the convergence of solutions in certain regions of initial conditions.

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

ψ) + (φ. ψ) − (φ.14) (9.16) First we will establish Inequality (9. ψ) = . ψ) ∂u ∂v ∂h ∂g ∂h ∂g (φ. ψ). (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 . (9. 3)-Type Equations ∂h (p + qψ)(pr − q − qψ) (φ.1 that both eigenvalues of JT 2 unit disk |λ| < 1. Inequality (9.15) (9.13) is equivalent to the following three inequalities: D<1 S <1+D −1 − D < S.152 Chapter 9. if and only if |S| < 1 + D < 2.1. Observe that. Thus .13) (9. This inequality is equivalent to (q − pr + qφ) (q − pr + qψ) − (1 + ψ + rφ)2 (1 + φ + rψ)2 < 0. ψ) (φ. ψ) = + . (2. 2 (1 + φ + rψ)2 ∂v (1 + ψ + rφ) (1 + φ + rψ)2 Set S= and D= ∂h ∂g (φ. ψ) (φ. ∂u (1 + ψ + rφ)2 (1 + φ + rψ)2 ∂h (p + qψ)(p + qφ) q − pr + qφ (φ. ∂u ∂v ∂v ∂u φ ψ lie inside the Then it follows from Theorem 1.14).

After some lengthy calculation one can see that this inequality is also a consequence of Condition (9.3. Next we turn to Inequality (9. After some lengthy calculation one can see that this inequality is a consequence of Condition (9. 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. we have established the following result: .12).15).12).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. Also by using Condition (9. Finally Inequality (9. In summary. 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) = .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. r2 (1 − r) −r2 p + rp − q + q 2 + qr = rp(1 − r) + q(q − 1) + qr > 0.

if and only if (9. . r r Proof. (2. then yk+1 = p + qyk−1 p + qyk−1 ≤ = g(yk−1 ) ≤ g(b) ≤ b. which can be established by direct calculation. . 9. . b]. Lemma 9.12) holds. .3. r when 1 < q < pr < q + q2 q − . ψ.3. 1 + yk + qyk−1 1 + ryk−1 The proof follows by induction.3. (b) pr − q q .11) has a unique prime period-two solution .2 Eq(9. 3)-Type Equations Theorem 9. q r (c) q pr − q . (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. Furthermore when (9. φ.2 Invariant Intervals The following result. yk ∈ [0. φ. Using Eq(9. gives a list of invariant intervals for Eq(9. .12) holds. .11) possesses the following invariant intervals: (a) 0. .11).2 Eq(9. ψ.154 Chapter 9. this period-two solution is locally asymptotically stable. r q when pr ≥ q + q2 .11) we see that when yk−1 . q−1+ (q − 1)2 + 4pr 2r when pr ≤ q.

y) = p + qy 1 + x + ry pr−q q . Using Eq(9. q q q = . q p + qy 1 + x + ry . r The proof follows by induction. q r pr−q . y) = is decreasing in y for x < q pr−q . 1 + yk + qyk−1 r r = pr + q 2 pr − q .11) we see that when yk−1 .3. yk ∈ p + qyk−1 = f (yk . yk−1 ) ≥ f . 2 . yk−1 ) ≤ f 1 + yk + ryk−1 pr − q q . (c) It is clear that the function f (x. r By using the fact that f (x. . then yk+1 = Using Eq(9.r q is increasing in y for x > pr−q . q r q = . yk−1 ) ≥ f 1 + yk + qyk−1 pr − q pr − q . y) and the condition 2 q < pr < q + qr we obtain yk+1 = p + qyk−1 = f (yk . Now by using the monotonic character of the function f (x.9.11) we see that when yk−1 . The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 155 (b) It is clear that the function f (x. ≥ yk+1 = 1 + yk + ryk−1 r q q . yk−1 ) ≤ f . < r + (r + 1)q q The proof follows by induction. yk ∈ q then q pr − q p + qyk−1 pr − q = f (yk . y) is decreasing in both arguments and the condition pr > q + rq2 we obtain yk+1 = q q p + qyk−1 = f (yk .

for all n ≥ 0. (iii) r < 1 and (r − 1)(q − 1)2 + 4pr2 ≥ 0. the following results are true for Eq(9. q−1+ (q − 1)2 + 4pr 2r converges to the equilibrium y.3 Convergence of Solutions p + qy 1 + x + ry By using the monotonic character of the function f (x. 3)-Type Equations 9. In view of Lemma 9. 2 Theorem 9.6. It is easy to check that y ∈ 0.8) we can obtain some convergence results for the solutions with initial conditions in the invariant intervals.2 we see that when y−1 . . the function f decreases in x and increases 2r in y. 2 q−1+ √ (q−1)2 +4pr (ii) r < 1 and (r − 1)(q − 1)2 + 4pr2 ≥ 0.2.4.156 Chapter 9. 2r 2r √ q−1+ (q−1)2 +4pr and that in the interval 0. For example. then Proof. (ii) r ≥ 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. Then every solution of Eq(9.3.11): Theorem 9. 2r √ √ q−1+ (q−1)2 +4pr q−1+ (q−1)2 +4pr yn ∈ 0.4. The result now follows by employing Theorem 1.3.5-1.4.3. y) = in each of the intervals in Lemma 9.3.3. y0 ∈ 0.3 Assume that pr ≤ q and that one of the following conditions is also satisﬁed: (i) q ≤ 1. together with the appropriate convergence theorem (from among Theorems 1. .11) with initial conditions in the invariant interval 0. (2.

(b) Assume that pr > q + qr . .3. It is easy to 9.11) is globally asymptotically stable.3. .4. r2 + r2 yn + r3 yn−1 n = 0. The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 157 Then every solution of Eq(9.11) when pr = q + this case Eq(9. In and the only positive equilibrium is y = q . It is easy to (b) In view of Lemma 9. we obtain the following global asymptotic stability result.3. r q converges to the equilibrium y. 2 q pr−q . Theorem 9.3.11) with initial conditions in the invariant interval pr − q q . Proof. q r converges to the equilibrium y. .2 we conclude that yn ∈ pr−q q .7.3.4 Global Stability By applying Theorem 1.3 to Eq(9. y) decreases in x and increases in y. q2 r q2 .11) with initial conditions in the invariant interval q pr − q .11) becomes yn+1 = qr + q 2 + qr2 yn−1 . q r interval q . Then every solution of Eq(9. The result now follows by employing Theorem 1.4.5 Assume r ≥ 1 and pr ≤ q. The result now follows by employing Theorem 1.r q 2 check that y ∈ and that the function f (x.5 Semicycle Analysis When pr = q + Here we present a semicycle analysis of the solutions of Eq(9.6. r . the function f decreases check that y ∈ q .11). Then the positive equilibrium of Eq(9.9.3. r 9.2 we conclude that yn ∈ for all n ≥ 0.4.r q pr−q q . 1. pr−q r q for all n ≥ 0. (a) In view of Lemma 9. pr−q and that in the r q in both x and in y.

q+1 (9.4 The Case α = 0 : xn+1 = βxn +γxn−1 A+Bxn +Cxn−1 This is the (2. . invariant intervals.11).1.17) are the nonnegative solutions of the equation y= (p + 1)y . C n = 0. 3)-type Eq(9. C and r = A .17) also possesses the unique positive equilibrium y= p+1−r .1 and Theorem 1. (2. .3.3) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= pyn + yn−1 .1. γ q= B . and the convergence of solutions in certain regions of initial conditions. 3)-Type Equations Theorem 9. Here we make some simple observations about linearized stability. 1.18) The following theorem is a consequence of Theorem 1.17) γ yn . The proof follows from the relation yn+1 − q q qr2 = ( − yn ) 3 . Proof. (9. Eq(9. r + qyn + yn−1 β . r + (1 + q)y Hence zero is always an equilibrium point and when p + 1 > r. . γ This equation has not been investigated yet. Then after the ﬁrst semicycle. r r r (1 + yn + ryn−1 ) 2 9. The equilibrium points of Eq(9.6 Suppose that pr = q + qr and let {yn }∞ n=−1 be a nontrivial solution of Eq(9. .3.158 2 Chapter 9. the solution oscillates about the equilibrium y with semicycles of length one.

18) holds.4. Then the zero equilibrium of Eq(9. . The Case α = 0 : xn+1 = Theorem 9. . φ.1 βxn +γxn−1 A+Bxn +Cxn−1 159 (a) Assume that p + 1 ≤ r. . ψ. .9. . . ψ.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. Furthermore the zero equilibrium is a saddle point when 1−p<r <1+p and a repeller when r < 1 − p. φ.3 Eq(9. (9. 1.5 that the following result is true.2 Assume that (9. .17) is unstable.1. .17) about its positive equilibrium y is zn+1 − p − q + qr q−p+r zn − zn−1 = 0. q−1 . .1.4. (b) Assume that p + 1 > r. and unstable (a saddle point) when q + r > 3p + 1 + qr + pq. if and only if (9.20) (9.20) holds.17) has a prime period-two solution .17). Theorem 9.17) is locally asymptotically stable when q + r < 3p + 1 + qr + pq. The following result is a consequence of Theorem 1.4.17) is globally asymptotically stable. Then the zero equilibrium of Eq(9.19) Concerning prime period-two solutions for Eq(9. Furthermore when (9. Theorem 9. (p + 1)(q + 1) (p + 1)(q + 1) n = 0. Then the positive equilibrium of Eq(9. The linearized equation associated with Eq(9.4. it follows from Section 2.

K] when q 2 − qr ≤ p < q 2 and p + q ≤ r. K] when q 2 < p ≤ q 2 + r and p + q ≤ r.17). gives a list of invariant intervals for Eq(9. and [0. where K > 0 is an arbitrary number and pr . p+q−r q+1 when p = q 2 and q 2 + q > r where K > 0 is an arbitrary number and qr . (b) 0. Lemma 9.160 Chapter 9. and q 2 + q ≤ r. K] when p = q 2 where K > 0 is an arbitrary number. K2 −p [0. q2 pr −p (q − r)(p − q 2 ) − qr + [0. when p > q 2 + r where ((r − q)(p − q 2 ) + qr)2 + 4q 3 r(p − q 2 ) 2q(p − q 2 ) . q2 where K2 = when q 2 > p + qr.17) possesses the following invariant intervals: (a) 0. (2. K1 p − q2 K1 = (c) 0. which can be established by direct calculation. when q 2 − qr ≤ p < q 2 and p + q > r. 3)-Type Equations 9.4. qr p − q2 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) + .4.1 Invariant Intervals The following result.1 Eq(9. .

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

Then every solution of Eq(9.4. 2 q2 pr −p qr p − q2 q2 + q − r q+1 . K].17): Theorem 9. Then every solution of Eq(9.17) with initial conditions in the interval [0. we can obtain some convergence results for the solutions with initial conditions in the invariant intervals.17) with initial conditions in the interval [0. Then every solution of Eq(9.8. Assume that q 2 − qr ≤ p < q 2 and p + q ≤ r. y) = in each of the intervals in Lemma 9. for any K > 0. The proof is an immediate consequence of Lemma 9.17) with initial conditions in the invariant interval 0. converges to the equilibrium y.4. converges to the equilibrium y. together with the appropriate convergence theorem (from among Theorems 1. converges to the equilibrium y.1 and Theorem 1.4. Assume that p = q 2 and q 2 + q ≤ r.162 Chapter 9.17) with initial conditions in the invariant interval 0. (c) Assume that q 2 − qr ≥ p < q 2 and p + q > r.4 (a) Assume that p = q 2 and q 2 + q > r. 3)-Type Equations 9. converges to the equilibrium y.17) with initial conditions in the interval [0.4.17) with initial conditions in the invariant interval 0. (2. the following results are true for Eq(9.1. For example. for any K > 0.4. Then every solution of Eq(9. Then every solution of Eq(9. Then every solution of Eq(9.4. Assume that q 2 + r ≥ p > q 2 and p + q ≤ r.4. for any K > 0. converges to the equilibrium y. K]. Proof. (b) Assume that q 2 + r ≥ p > q 2 and p + q > r.5-1. converges to the equilibrium y. K].2 Convergence of Solutions px + qy r + qx + y By using the monotonic character of the function f (x.8).

11) with initial conditions in the invariant interval qr . A.9.6. ∞). Conjecture 9.1 and Theorem 1. A. ∞). 2 9.4. B. The proof is an immediate consequence of Lemma 9. B.2 Assume α. C ∈ (0.4.5. The proof is a consequence of Lemma 9.5 Open Problems and Conjectures α. A.4.11) with initial conditions in the invariant interval converges to the equilibrium y. C ∈ (0. C ∈ (0. B. Proof. γ. γ.20) is not satisﬁed. K1 p−q 2 3q 2 +q−qr+r .1 Assume Show that every positive solution of Eq(9.3) is bounded.2) is bounded.5. Conjecture 9. Show that every positive solution of Eq(9.4. . 2 Theorem 9.4.6 Assume that q 2 > p + qr and that Condition (9.5. Conjecture 9.5.1 and Theorem 1. ∞). Open Problems and Conjectures Theorem 9. Then every solution of Eq(9. p−q 2 Proof. (ii) q ≥ 1.4. 1−q 163 and p ≤ Then every solution of Eq(9.5. K2 converges to the equilibrium y. β.5 Assume that p > q2 + r and that one of the following conditions is also satisﬁed: (i) p ≤ q + r.3 Assume β. Show that every positive solution of Eq(9.1) has a ﬁnite limit. (iii) q < 1 qr .

3) has no prime period-two solutions. x0 ) ∈ R × R through which the equation xn + xn−1 xn+1 = 1 + xn + xn−1 is well deﬁned for all n ≥ 0. C ∈ (0.4 Assume Chapter 9. Extend and generalize.2 Determine the set G of all initial points (x−1 . n=−1 . γ. and for these initial points investigate the long-term behavior of the solutions {xn }∞ . 3)-Type Equations α. γ. A.164 Conjecture 9. Open Problem 9. x0 ) ∈ R × R through which the equation 1 + xn−1 xn+1 = 1 + xn + xn−1 is well deﬁned for all n ≥ 0. x0 ∈ [0.2) is globally asymptotically stable. B. n=−1 Open Problem 9.5. and for these initial points investigate the long-term behavior of the solutions {xn }∞ . (2.1 Determine the set G of all initial points (x−1 . Suppose that Eq(9. x0 ) ∈ R × R through which the equation 1 + xn xn+1 = 1 + xn + xn−1 is well deﬁned for all n ≥ 0. Conjecture 9.5 Assume that x−1 .3) is globally asymptotically stable. ∞) and suppose that Eq(9. C ∈ (0.5.3 Determine the set G of all initial points (x−1 . and for these initial points investigate the long-term behavior of the solutions {xn }∞ . B.5. Extend and generalize. ∞) with x−1 + x0 > 0 and that β. n=−1 Open Problem 9.2) has no prime period-two solutions.5. Show that the positive equilibrium of Eq(9. Show that the positive equilibrium of Eq(9.5. A. Extend and generalize. ∞).

1 + yn + rn yn−1 n = 0. . 1.12) holds.21)-(9. .17) is locally asymptotically stable. 1. . . Show that the period-two solution . {qn }∞ . ψ. φ. n = 0. n→∞ q = n→∞ qn . and {rn }∞ are period-two sen=0 n=0 quences of nonnegative real numbers. . and {rn }∞ are convergent sen=0 n=0 n=0 quences of nonnegative real numbers with ﬁnite limits.6 Assume that (9. .22) (9.5. φ.21) (9. . Open Problem 9.23).5. . 1. . ψ. 1 + yn + rn yn−1 pn + qn yn−1 . Conjecture 9. ψ. . Investigate the basin of attraction of the two cycle . . . Investigate the global character of all positive solutions of Eqs(9.5.17). . rn + qn yn + yn−1 ∞ Open Problem 9. .20) holds.23) pn yn + yn−1 .7 Assume that (9. . Open Problem 9. .9. .4 Assume that {pn }∞ . . of Eq(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 . lim and r = n→∞ rn . .5. Open Problems and Conjectures 165 Open Problem 9. φ.5. p = lim pn .5. φ. of Eq(9. . Extend and generalize.6 Assume that (9.5 Assume that {pn }∞ . . φ. . . n = 0.20) holds. {qn }n=0 . . (9. . φ.11). . ψ. . Investigate the basin of attraction of the two cycle . of Eq(9. . ψ. . ψ.

n = 0.8 Assume that p. . . .24) yn+1 = .}. . . (9. n = 0. . 1.166 Open Problem 9. . 1 + yn + ryn−k pyn + yn−k .26) . Investigate the global behavior of all positive solutions of each of the following diﬀerence equations: p + qyn (9. r ∈ [0. .5. . 1. 1 + yn + ryn−k yn+1 = yn+1 = p + qyn−k . (2. 3)-Type Equations k ∈ {2. 1.25) (9. q. r + qyn + yn−k n = 0. . . . . ∞) and Chapter 9. 3.

. . (10. 1 + yn αB . .1) (10. and the denominators are always positive. 1. n = 0. xn+1 = n = 0. . . .1 Introduction α + βxn + γxn−1 . A (10. A + Bxn α + βxn + γxn−1 . . A n = 0. .2) 10. γ . .4) and r = 167 . 1. 2)-type: xn+1 = xn+1 = and α + βxn + γxn−1 . n = 0. 1. . the initial conditions are nonnegative.1) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + qyn + ryn−1 . A2 q= β . (10. 2)-type Eq(10. . . .Chapter 10 (3.3) Bxn + Cxn−1 Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. 1.2 The Case C = 0 : xn+1 = A yn B α+βxn +γxn−1 A+Bxn This is the (3. A + Cxn−1 Eq(1) contains the following three equations of the (3. 2)-Type Equations 10.

for a more general equation. (3.5) .7) (10.2. .4) possesses unbounded solutions. . (10.4) exhibit the following trichotomy character. Then the equilibrium of Eq(10. See Sections 2.) The linearized equation of Eq(10.1 are given in Sections 10. The main result in this section is that the solutions of Eq(10.4) 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. .168 Chapter 10. Theorem 10.2.2.1. By applying the linearized stability Theorem 1. Then every solution of Eq(10.4) converges to a period-two solution.1 (a) Assume that r = q + 1.7. (c) Assume that r > q + 1.4) possesses prime period-two solutions. 2 (1 + y) 1+y n = 0. 1.2 below.5 and 2. When r =q+1 Eq(10.4) is globally asymptotically stable. The proof of part (a) of Theorem 10.1 was given.2. in Section 2.6) (10. 2)-Type Equations (Eq(10. .4) was investigated in [29]. The proofs of parts (b) and (c) of Theorem 10. (b) Assume that r < q + 1.2.1 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(10.1 and 10.7.

8) which is of the form of the (2. Observe that (p − q) + ryn−1 yn+1 = q + .2.2. .10.4) is globally asymptotically stable. (1 + q) + zn n = 1.5 and therefore the proof is complete when (10. 1. The Case C = 0 : xn+1 = α+βxn +γxn−1 A+Bxn 169 10. . (10.1 Proof of Part (b) of Theorem 10. 1 + yn and so when p≥q we have yn ≥ q Therefore the change of variables yn = q + zn transforms Eq(10.2. . n = 0. (10. So in the remaining part of the proof we assume that p < q. .11) q−p r yn−1 − 1 + yn r q−p r for n ≥ 0. Now observe that the solutions of Eq(10.10) .4) satisfy the following identity yn+1 − q = Note that when q= that is when p + qr − q = 0 the Identity (10.9) for n ≥ 1.12) (10.6) holds and we prove that the equilibrium of Eq(10.4) to the diﬀerence equation zn+1 = (p + rq − q) + rzn−1 . 1 + yn p <1 q (10.10) reduces to yn+1 − q = Also in this case 0<r =1− r (yn − q) for n ≥ 0.6) holds the equilibrium is locally asymptotically stable so it remains to be shown that every solution of Eq(10. (10. 2)-type Eq(6.8) holds.23) which was investigated in Section 6. . .1 Here we assume that Eq(10.4) is attracted to the equilibrium. We know already that when Eq(10.

10) that yN +1+2K > q for all K ≥ 0. To complete the proof in this case it is suﬃcient to show that eventually (10.9).15) yn ≥ q and then use the known result for Eq(10. The case where (10. note that now q−p <q r and employ (10.10) that y2n+2 − q = and so y2n+2 > ry2n + p for n ≥ 0.170 and the equilibrium of Eq(10.14) First assume that (10. We will assume that (10.11) holds.4) is equal to q.18) q−p q−p r y2n − > r y2n − 1 + yn+1 r r .12) that Chapter 10.17) q−p r for some N ≥ 0. Still to be considered are cases where p + qr − q > 0 and p + qr − q < 0.13) holds. (10. It follows from (10.16) (10.13) (10. 2)-Type Equations |yn+1 − q| < r|yn+1 − q| and so n→∞ lim yn = q which completes the proof when (10. (10. (10.15) is not eventually true then either y2n < or y2n−1 < This is because when yN −1 > then it follows from (10. Then we can see from (10. If (10. (3. q−p r q−p r for n ≥ 0 for n ≥ 0.17) holds is similar and will be omitted.10).16) holds. To this end.

19) r or q−p for n ≥ 0. + rp + p r and so p q−p ≥ r 1−r which contradicts (10.16) the solution is bounded. r that either q−p y2n > for n ≥ 0 (10.2. Once we establish this result. On the other hand. the proof that the r equilibrium is a global attractor of all solutions would be a consequence of Theorem 1. q−p r q−p < r y2n − y2n − 1 + y2n+1 r r .13) holds.10) we see that y2n+2 − q = and so y2n+2 < ry2n + p for n ≥ 0. because by (10. q−p .4.20) r We will assume that (10. . q−p .4) lies eventually in the interval 0.8 and the fact that in this case the function f (x. The Case C = 0 : xn+1 = α+βxn +γxn−1 A+Bxn 171 This is impossible when r ≥ 1. y) = p + qx + ry 1+x is increasing in both arguments.10) and r the fact that now q−p q< .14) and completes the proof of part (b) of Theorem 10. . To this end assume for the sake of contradiction that the solution is not eventually in the interval 0.14) holds.18) that q−p > y2n+2 > rn+1 y0 + rn p + .1. The case where (10. + rp + p r which implies that p q−p ≤ .13) and completes the proof when (10. when r < 1.16) and (10. it follows from (10. . Note that in this case r < 1 and so q−p < y2n+2 < rn+1 y0 + rn p + . Then from (10.20) holds is similar and will be omitted. . r 1−r This contradicts (10. Now we claim that every solution of Eq(10. Next assume that (10.19) holds. Then one can see from (10.10. y2n−1 > (10.2.

A2 and r = . That is when y−1 . 1. .7) holds. 1 + yn−1 q= β .9) and the conclusion of part (c) follows from Section 6.4). A n = 0. ∞).2) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + qyn + ryn−1 .4) to Eq(10. the equilibrium of Eq(10.2. γ . in addition to unbounded solutions. More speciﬁcally the solutions of Eq(10.2 Proof of Part (c) of Theorem 10. . It should be mentioned that when (10.4) possesses bounded solutions which in fact converge to the equilibrium of Eq(10. To this end observe that yn+1 = q + q p + r(yn−1 − r ) 1 + yn for n ≥ 0 and so when (10. 2)-Type Equations 10. 10. Eq(10.5 for appropriate initial conditions y−1 and y0 .7) holds and show that Eq(10. (3.172 Chapter 10.3 The Case B = 0 : xn+1 = A yn C α+βxn +γxn−1 A+Cxn−1 This is the (3. 2)-type Eq(10.4) possesses unbounded solutions.7) holds the interval [q.4) is a saddle point and so by the stable manifold theorem. have the property that the subsequences of even terms converge to ∞ while the subsequences of odd terms converge to q.21) αC . . then yn ≥ q Now the change of variables yn = q + zn transforms Eq(10.2.1 Here we assume that (10. y0 ∈ [q. ∞) is invariant.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. A (10.

. . and convergence of solutions in certain regions of initial conditions. for some integer N ≥ 0. invariant intervals. yN . (b) 0.21) about its positive equilibrium y= is zn+1 − q+r−1+ (q + r − 1)2 + 4p 2 q p − r + qy zn = 0. . . yn+1 = r + 1 + yn−1 and so when p≥r Global Stability When p ≥ r . n = 0. . if whenever.3. .3. q.1 Eq(10. The Case B = 0 : xn+1 = α+βxn +γxn−1 A+Cxn−1 173 This equation has not been investigated yet. gives a list of invariant intervals for Eq(10. The linearized equation of Eq(10. Recall that I is an invariant interval. which can be established by direct calculation.21) when p ≥ r. 1. p 1−q when q < 1 and p ≥ r.3. zn + 1+y (1 + y)2 n = 0.1 Invariant Intervals The following result. 10.21) possesses the following invariant intervals: (a) 0. yN +1 ∈ I then yn ∈ I for n ≥ N.10.1 we see that y is locally asymptotically stable for all values of the parameters p. Lemma 10. Observe that (p − r) + qyn . and r. 10. By applying Theorem 1.21).2 Here we discuss the behavior of the solutions of Eq(10. r−p q when q < 1 and p ≥ r(1 − q). .1. Here we make some simple observations about linearized stability.3. 1.

.21) when p < r. (1 + r) + zn−1 Chapter 10. n = 1.3 Convergence of Solutions Here we discuss the behavior of the solutions of Eq(10. 2)-Type Equations for n ≥ 1. 1−q Then every solution of Eq(10. Theorem 10.21) to the diﬀerence equation zn+1 = p + qr − r + qzn .3. . Then the following statements are true.3.1 Assume p ≥ r. 2)-type Eq(6.174 yn ≥ r Therefore the change of variables yn = r + zn transforms Eq(10.21) is globally asymptotically stable if one of the following conditions holds: (i) q < 1.2 (a) Assume that q < 1 and r ≥ p . (3. which is of the form of the (2. (a) Every positive solution of Eq(10. r−p q . 10.3.3. . The following result is now a consequence of the above observations and the results in Section 6.21) is bounded. (b) The positive equilibrium of Eq(10. 2.2) which was investigated in Section 6. Theorem 10.3. (ii) q≥1 and either p + qr − r ≤ q or q < p + qr − r ≤ 2(q + 1).21) with initial conditions in the invariant interval 0. converges to the equilibrium y.

1. then yn ∈ r−p . r−p q q the function f (x. r−p .5. 2 10. 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 .K q pq + r2 − pr . 1−q and p < r < Then every solution of Eq(10. It is easy to check that y ∈ r−p .3) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= r + pyn + yn−1 . γ and r = . The result is now a consequence of Theorem 1.K q and that in the interval .3.4. r−p q q for all n ≥ 0.4. γ2 (10.4. y) increases in both x and y.21) with initial conditions in the invariant interval r−p .10. (a) In view of Lemma 10. y0 ∈ 0.22) β . It is easy to check that y ∈ 0. . Proof.8. y0 ∈ for all n ≥ 0. y) increases in x and decreases in y. r−p and that in the interval 0. r−p .1 we see that when y−1 .K q converges to the equilibrium y. .K q the function f (x. then yn ∈ 0.K q r−p . K= q + r − p − q2 (b) In view of Lemma 10. 2)-type Eq(10. .4 The Case A = 0 : xn+1 = γ yn C α+βxn +γxn−1 Bxn +Cxn−1 This is the (3.1 we see that when y−1 . αC . qyn + yn−1 q= B . The result is now a consequence of Theorem 1. C n = 0.3.

φ. The second condition reduces to q > pq + 1 + 3p. . φ. . .1.1 we see that y is locally asymptotically stable when either q ≤ pq + 1 + 3p or q > pq + 1 + 3p and F where F (u) = (q + 1)u2 − (p + 1)u − r. .24) is void. (3. . . 1. 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. .25) Furthermore in this case the prime period-two solution . The linearized equation of Eq(10. Concerning prime period-two solution. (q + 1)(r + (p + 1)y) (q + 1)(r + (p + 1)y) n = 0. invariant intervals. as in Section 6.23) is strict and Condition (10. q > 1 and 4r < (1 − p)(q − pq − 3p − 1).23) It is interesting to note that the above condition for the local asymptotic stability of y requires the assumption that r > 0.24) 2r q − pq − 1 − 3p >0 (10. . (1 + p) + (1 + p)2 + 4r(1 + q) 2(1 + q) By applying Theorem 1. and the convergence of solutions in certain regions of initial conditions. ψ. 2)-Type Equations This equation has not been investigated yet. ψ. (10.22) about its positive equilibrium y= is zn+1 − (p − q)y − qr (p − q)y + r zn + zn−1 = 0.9.176 Chapter 10. . . q−1 . (10. When r = 0. Here we make some simple observations about linearized stability.5 that a period-two solution exists if and only if p < 1. it follows from Section 2. the inequality in (10.

We consider the cases where p = q. q p−q qr p . First assume that p > q and p2 −pq q2 and it < r. y) = is decreasing in both arguments. Hence a≤ r + (p + 1)b r + (p + 1)a = f (b. a) = ≤ b. r q−p r . p > q.4.21) possesses the following invariant intervals: (a) [a. b] when p = q a and b are positive numbers such that r + (p + 1)a ≤ (q + 1)ab ≤ r + (p + 1)b. The Case A = 0 : xn+1 = α+βxn +γxn−1 Bxn +Cxn−1 177 10. q2 p2 − pq > r. q2 when p > q and when p < q < p + r. b) ≤ f (x.1 Eq(10.1 q−p Proof. y) ≤ f (a. (b) p qr . p−q q (c) 1. (q + 1)b (q + 1)a qr .4.10.4. when q > p + r. y) is decreasing in both arguments when y < qr is increasing in x and decreasing in y for y ≥ p−q . p−q and (10. and p < q. (a) It is easy to see that when p = q the function f (x. .21).26) when p > q and p2 − pq < r.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. Lemma 10.

y ∈ p =f q p qr . . p(q + 1) p−q qr qr . Using the decreasing character of f in x and the increasing character of f in y. we obtain r (p + r)(q − p) + r = f 1. y) is decreasing in both arguments for x < r and it is increasing in y and decreasing in x for x ≥ q−p . assume that p < q < p + r. we obtain qr p . p2 −pq q2 > r. (3. p−q p−q The inequalities qr + p(p + 1) qr ≤ p(q + 1) p−q are equivalent to the inequality Next assume that p > q and For x. q p−q Chapter 10.178 Then for x. r . Using the decreasing character of f . 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. q−p q−p 1< ≤ f (x. p−q q ≤ f (x. 2)-Type Equations we obtain ≤ f (x. First. y) ≤ f r . 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. q p−q p = . 1) = r+p+1 r ≤ . y) ≤ f p qr . q−p (c) It is clear that the function f (x. y) ≤ f p p . 1 = 1. y ∈ qr p . Next assume that q > p + r. q q = qr qr + p(p + 1) ≤ . y) ≤ f (1. we obtain 1=f The inequalities r r . p−q . q(q − p) + r q−p ≤ f (x.

22) with initial p qr . (b) Assume that p > q and r > p2 −pq . 2 Theorem 10. and that Condition (10. p−q q Proof. q−p Proof.4. q−p converges to the equilibrium y.3 Assume that p < q. q2 Then every solution of Eq(10. Theorem 10. p + r < q. where 0 < a < b satisfy (10.1 and Theorem 1.22) with initial conditions r in the invariant interval 1.22) with initial conditions in the invariant interval r .22) with initial conditions in the invariant interval converges to the equilibrium y. b].4.4.1 (a) Assume that p = q.6. r < p2 −pq .4.4. Proof.4. 1 converges to the equilibrium y.25) is not satisﬁed.4. 2 Theorem 10.7.4.4. and r <1 q−p 2 10. qr p . (c) Assume that p < q < p+r. 2 .22).5.4. The proof is an immediate consequence of Lemma 10.4. The proof is an immediate consequence of Lemma 10.2 Convergence of Solutions Here we obtain some convergence results for Eq(10.10. Then every solution of Eq(10.1 and Theorem 1. Then every solution of Eq(10. The proof is an immediate consequence of Lemma 10.1 and Theorem 1. 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.26) converges to the equilibrium y.22) with initial conditions in the invariant interval [a. Then every solution of Eq(10. Then every solution of Eq(10.2 Assume that p > q. q2 and that either p≤1 or p > 1 and (q − 1)[(p − 1)2 (q − 1) − 4q(1 − p − qr)] ≤ 0. q p−q conditions in the invariant interval converges to the equilibrium y.

. determine the set G of all initial conditions (x−1 . y0 ) ∈ (0.4) converges to a not necessarily prime period-two solution .4) are bounded. φ.5 Open Problems and Conjectures ∞ Open Problem 10. (10. (10.5. if and only if r = 1 + q.29) 1 + xn−1 1 + xn + xn−1 .1 We know that every solution {yn }n=−1 of Eq(10.27). .27) (b) Assume (10.4). ψ. ψ.27) is a prime period-two solution of Eq(10. x0 ) ∈ R × R through which the equation is well deﬁned for all n ≥ 0. ∞) × (0.5. Open Problem 10.5. Open Problem 10.180 Chapter 10. φ.5.21) converges to the positive equilibrium of the equation.28) 1 + xn 1 + xn + xn−1 xn+1 = (10.2 Assume r > q + 1. .1 Every positive solution of Eq(10. Investigate the asymptotic behavior of {yn }n=−1 . (a) Determine the set of initial conditions y−1 and y0 for which φ = ψ. y0 ) ∈ B. Conjecture 10. ∞ (b) Let (y−1 . (3. . . (a) Find the set B of all initial conditions (y−1 . ∞) such that the ∞ solutions {yn }n=−1 of Eq(10.3 For each of the equations listed below. . Determine the set of initial conditions y−1 and y0 for which {yn }∞ n=−1 converges to (10.30) xn+1 = xn + xn−1 Extend and generalize. and for these initial points investigate the long-term behavior of the corresponding solution: 1 + xn + xn−1 xn+1 = (10. 2)-Type Equations 10. .

. Extend and generalize. Then the following statements are true for Eq(10. (c) When Eq(10.33). (d) The period-two solution of Eq(10.22) (a) Local stability of the positive equilibrium implies global stability.5 Assume that {pn }∞ . when it exists. Investigate the global character of all positive solutions of Eqs(10. r ∈ (0. 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 . and {rn }∞ are period-two sen=0 n=0 n=0 quences of nonnegative real numbers. 181 (b) When Eq(10. ∞).33) Open Problem 10.22) possesses a period-two solution. qn yn + yn−1 n = 0.5.22) has no prime period-two solutions the equilibrium y is globally asymptotically stable. Open Problems and Conjectures Conjecture 10. but not globally. ∞ Open Problem 10. .5. 1.10.22). 1. (10. . q. n = 0. 1 + yn−1 rn + pn yn + yn−1 .31)-(10. . n→∞ q = n→∞ qn .5. . . lim lim and r = n→∞ rn . (10. {qn }∞ . and {rn }n=0 are convergent sen=0 n=0 quences of nonnegative real numbers with ﬁnite limits. the equilibrium y is a saddle point.4 Assume that {pn }∞ .31) yn+1 = yn+1 = n = 0. is locally asymptotically stable. 1.5.32) (10.2 Assume that p. . p = lim pn . {qn }∞ . . 1 + yn pn + qn yn + rn yn−1 . . . .

r ∈ [0. 2)-Type Equations p. 1. ∞) and k ∈ {2. (3. . qyn + yn−k 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 . 1 + yn−k p + qyn + ryn−1 . q.5.36) . . . .34) (10. . . 1.35) (10. . 3. 1.6 Assume that Chapter 10. n = 0. 1 + yn p + qyn + ryn−k . .182 Open Problem 10. .}. . . . (10. n = 0. .

and the convergence of solutions in certain regions of initial conditions.1) has a unique equilibrium which is the positive solution of the quadratic equation That is. x= β+γ−A+ (A − β − γ)2 + 4α(B + C) 2(B + C) . invariant intervals. − z 2 + α(B + C) + (B + C)(A + β + γ)x n−1 A A2 183 n = 0. 3)-Type Equation α+βx xn+1 = A+Bxn+γxn−1 n+Cx n−1 In this chapter we discuss the (3. . The linearized equation about x is (see Section 2.1 Linearized Stability Analysis (B + C)x2 − (β + γ − A)x − α = 0. Here we make some simple observations about linearized stability.2) . . . 11. This equation has not been investigated yet. . (11. . 3)-type equation xn+1 = α + βxn + γxn−1 . 1. A + Bxn + Cxn−1 n = 0. (11.3) zn+1 − (βA − Bα) + (βC − Bγ)x zn + α(B + C) + (B + C)(A + β + γ)x (γA − Cα) − (βC − γB)x = 0. 1.1) Please recall our classiﬁcation convention in which all coeﬃcients of this equation are now assumed to be positive and the initial conditions nonnegative. Eq(11.Chapter 11 The (3. . . .

. φ. γ > β+A. .8 are satisﬁed. yN . Conditions (2.1) then we may be able to obtain a convergence result for the solutions of Eq(11.4.2 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. . . φ. .4. ψ. for n ≥ N. yn ∈ I . φ. .1) if whenever.1).184 Chapter 11. ψ. . yN +1 ∈ I then for some integer N ≥ 0. 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) .4) The local asymptotic stability of the two cycle 11. Once we have an invariant interval for Eq(11. Eq(11.32) are satisﬁed. is discussed in Section 2.31) 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. 2 (A + Bx + Cy) (A + Bx + Cy)2 Recall that an interval I is an invariant interval for Eq(11.3).6. B > C.14).15) are satisﬁed. and N = γA − αC α + βx + γy A + Bx + Cy L + My N − My and fy = . If we set L = βA − αB. when (11. see Section 2. The (3. ψ.3) 4C 2 Furthermore. φ. that is. then clearly fx = M = βC − γB.5-1.1) by testing whether the hypotheses of one of the four Theorems 1. .1) has a prime period-two solution . (11. and α < (γ − β − A)[B(γ − β − A) − C(γ + 3β − A)] . if. y) = is increasing or decreasing in x and y. .13).5. (11. and (2. ψ.

y) is increasing in both variables. C M α γ Then A .1 (i) Assume that β α γ = > . B+C βC − γB α β+γ Then A . Invariant Intervals Lemma 11. (iv) Assume that β α γ = < . (ii) Assume that β γ α > > B C A and γ N ≤ .11. . A is an invariant interval for Eq(11.2. βC−γB is an invariant interval for Eq(11. y) is decreasing in both variables. y) is increasing in both variables. A is an invariant interval for Eq(11. y) is increasing in both variables.1) and in this interval the function f (x. C is an invariant interval for Eq(11. B is an invariant interval for Eq(11. ≥ > βC − γB A B C γA−αC Then 0. (v) Assume that α β γ γA − αC > .1) and in this interval the function f (x. A B C α Then 0.1) and in this interval the function f (x. y) is increasing in x and decreasing in y. B+C is an invariant interval for Eq(11. y) is decreasing in both variables.1) and in this interval the function f (x.1) and in this interval the function f (x. (vi) Assume that β γ α γA − αC .2. C B A 185 α β Then A . A is an invariant interval for Eq(11. y) is decreasing in both variables.1) and in this interval the function f (x. (vii) Assume that α β γ = > . (iii) Assume that β α γ > > C B A and β+γ αB − βA ≤ .1) and in this interval the function f (x. < < < B C A βC − γB α Then 0. C B A β α Then B .

C is an invariant interval for Eq(11. y) ≤ f ( . 0) ≤ f (x. 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.1) and in this interval the function f (x. ) ≤ A B B B+C B Here we used the fact that under the condition γ β α = > C B A the function f (u. The (3. C is an invariant interval for Eq(11. Proof. B is an invariant interval for Eq(11. B A C β Then 0.1) and in this interval the function f (x. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 β α γ > ≥ . 0) ≤ f (x. y ∈ α γ . = f (0. B A C γ Then 0. and N > 0. u) ≤ β β+γ = . B+C B γ β α (ii) The condition B > C > A is equivalent to M > 0. L > 0. u) is increasing and consequently f (u. Thus. this function γ N N is increasing in y for x < M . Thus. y) ≤ f ( . A C . In addition. y) is increasing in y and decreasing in x.186 (viii) Assume that Chapter 11. in this case the function f is increasing in x. . for every x. Thus. 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. assuming C ≤ M we obtain N N γ α = f (0. y) is increasing in x and decreasing in y. (ix) Assume that α β γ = < . ) = . A M M C for all x.1) and in this interval the function f (x. (x) Assume that β α γ < ≤ . which in turn imply that N > 0.

A B+C β+γ β+γ . u) is decreasing and consequently f (u. we obtain. 0) = α for all x. y ∈ 0. y ∈ α β+γ . we obtain 0 ≤ f (x. γ β α (iv) The condition C = B < A is equivalent to M = 0 and L < 0. in this case the function f is decreasing in x. In addition. Thus assuming B+C ≤ − M . for every y. for every x. u) ≥ β+γ β = . B A A A Here we used the fact that under the condition β α γ = < C B A the function f (u. in this case the function f is increasing in y. A M γ β α (vi) The condition A > C > B is equivalent to M < 0. α L L this function is decreasing in x for y < − M . and N < 0. α L ≤− . In addition. in this case the function f is decreasing in y. Thus. 0) = . 0) = L for all x. Thus. which in turn imply that N < 0. we obtain 0 ≤ f (x. Invariant Intervals 187 γ β α (iii) The condition C > B > A is equivalent to M < 0 and L > 0. Thus assuming A ≤ M . L < 0. which imply that N < 0. Thus. in this case the function f is decreasing in both variables for all values of x and y and α α β α ≤f . y) ≤ f (0.2. ≤ f (x. B+C B β γ α (v) The condition A > B > C is equivalent to M > 0 and L < 0. B+C . Thus assuming A ≤ − M . y) ≤ f (0. B+C B+C ≤ β+γ . this function α N N is decreasing in y for x < M . which in turn imply that N > 0. 0) ≤ f (x. A . y ∈ 0. for every y. this function is increasing in x for y < − M . y) ≤ f A for all x. Thus. A .11. α . In β+γ L L addition. y) ≤ f (0. − M . α = f (0.

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

1 Let {xn } be a solution of Eq(11. Then in each of the following cases lim xn = x. 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 . fy < 0 if x < M αM +(β+γ)N αM +(β+γ)N N [ AM +(B+C)N . K3 ] if AM −BL+CMK > − M K α [0. A ] √ L L fx > 0 if y < − M . [0. fx < 0 if y > − M fy > 0 fx > 0 fy < 0 fx < 0 fy > 0 L L fx > 0 if y > − M .1). fx < 0 if y < − M fy < 0 fx < 0 fy < 0 fx < 0 N N fy > 0 if x > M .4. − M ] if AM −L(B+C) < − M αM −βL+γM L L [− M .11.2. K1 ] β−A+ Signs of derivatives N M [0. B ] γ [0.8.3. − M ] if AM −(B+C)L < − M βM K+αM L L [− M . C ] αM −L(β+γ) αM −L(β+γ) L L [ AM −L(B+C) . . K2 ] if BM K+AM −γL > − M −CL β+γ−A+ β [0.3. . 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 .5-1. fy < 0 if x > N M (β−A)2 +4Bα ] 2B (β+γ−A)2 +4α(B+C) ] 2(B+C) αM −(β+γ)L L L [0. Theorem 11. Convergence Results 189 Case 1 2 3 4 5 6 7 8 9 Invariant intervals αM +(β+γ)N N [0. ((γ − A)M − BN )2 + 4BM (αM + βN ) 11.1 and Theorems 1. n→∞ .4. . M ] if AM +(B+C)N < N [ M . M ] if AM +(B+C)N < αM +βK+γN N N [ M .3 Convergence Results The following result is a consequence of Lemma 11.

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

. Theorem 1.2. C B A Then the equilibrium x of Eq(11.4. γ . x0 ∈ 0. By applying Theorem 1.4. Convergence Results (ix) Condition (11.2 Assume that γ β α < min . M ).5.3) is not satisﬁed. that is.3) is not satisﬁed.4.4. α γ β < ≤ B A C and x−1 . M = f (M. x0 ∈ 0.4. and by observing that Eq(11.1) we obtain the following global asymptotic result. m= α + βm + γM . C and x−1 . and by observing that the only solution of the system of equations m = f (m. The proofs of statements (ix) and (x) follow by applying Lemma 11.6.3. γ .3.1 Global Stability Theorem 1. The proofs of statements (i-iii) follow by applying Lemma 11.4.1) is globally asymptotically stable. .1) does not possess a prime period-two solution.1 (iv-vi) and Theorem 1.11. The proofs of statements (iv-vi) follow by applying Lemma 11.2.3. m). The proofs of statements (vii) and (viii) follow by applying Lemma 11.2 and linearized stability imply the following global stability result: Theorem 11.1 (vii) and (viii) respectively.3 to Eq(11.1 (ix) and (x) respectively.2.8.7. A + Bm + CM M= α + βM + γm A + BM + Cm is m = M .1 (i-iii) and Theorem 1. C 191 Proof. Theorem 1. 2 11. β γ α = < A B C (x) Condition (11.2.

A. and 3γB ≥ βC ≥ γB. C ∈ (0.4.3 Assume that B ≤ C. A. C ∈ (0. β. ∞) and that Eq(11.1) is globally asymptotically stable. ∞) and that Eq(11. Conjecture 11. The (3. B. B. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Theorem 11. Show that the positive equilibrium of Eq(11. β.4.4. β.1) is globally asymptotically stable. αB > βA. 11. γ.4. ∞). γ. γA ≥ αC.192 Chapter 11.1) is bounded. γ.4. The following global stability result is a consequence of linearized stability and the Trichotomy Theorem 1.4 (a) Assume that αC ≥ γA. A.1) has a positive prime period-two solution.1) is a saddle point and the period-two solution is locally asymptotically stable. Conjecture 11.3.3 Assume α. γB > βC. Then the equilibrium x of Eq(11. (b) Assume that αB ≥ βA.3. and 3βC ≥ γB ≥ βC. Then the equilibrium x of Eq(11.1) has no positive prime period-two solution. .1) converges to the positive equilibrium.4 Open Problems and Conjectures α. C ∈ (0.1) is globally asymptotically stable. βA ≥ αB. Show that every positive solution of Eq(11.1 Assume Show that every positive solution of Eq(11. Theorem 11.2 Assume α. Conjecture 11. Then the equilibrium x of Eq(11. and γA > αC. B.

Investigate the asymptotic behavior and the periodic nature of all positive solutions of the diﬀerence equation αn + βn xn + γn xn−1 . . ai .5 Assume that (11.4 Assume that (11.4. n = 0.4. γ. Ai ∈ [0. C ∈ (0. Open Problem 11.7) converges to a period-two solution. {γn }∞ . + Ak xn−k (11. {Bn }∞ . {βn }∞ . Obtain necessary and suﬃcient conditions so that every positive solution of Eq(11. In particular.4. n = 0. (11. 193 ∞ ∞ Open Problem 11. investigate the cases where 2 ≤ k ≤ 8. . . β. . A. .7) Open Problem 11. . Open Problem 11. ∞). a + a0 xn + . + ak xn−k . {Cn }∞ n=0 n=0 n=0 n=0 are convergent sequences of nonnegative real numbers with ﬁnite limits.3 Assume that a.4. . Obtain necessary and suﬃcient conditions so that every positive solution of Eq(11. ∞) for i = 0. . B.4 Assume α.1 Assume {αn }n=0 . {An }n=0 .6) holds. 1. 1. k. Investigate the asymptotic behavior and the periodic nature of all positive solutions of Eq(11.5) are period-two sequences of positive real numbers. 1.4.4. A + A0 xn + .6) holds. .5) An + Bn xn + Cn xn−1 Open Problem 11. Show that Eq(11.11. k ≥ 2. Open Problems and Conjectures Conjecture 11. . . xn+1 = (11.4.5).7) is periodic with period-k. . A. .1) cannot have a prime period-k solution for any k ≥ 3. .6) Obtain necessary and suﬃcient conditions so that every positive solution of the equation xn+1 = has a ﬁnite limit. .2 Assume that the parameters in Eq(11. . .

. (See [8]. ∞). . n = 0. Show that every positive solution of the diﬀerence equation xn+1 = xn + . n = 0. . + xn−k−2 converges to 1. 2. n = 0. Investigate the boundedness character.4. β. γxn xn−1 + δxn−2 Conjecture 11. . . .) Conjecture 11.) Conjecture 11. (See [32] for the two dimensional case. . The (3. Extend and generalize.5 Let k ≥ 2 be a positive integer. xn xn−1 + xn−2 + .4.) αxn + βxn−1 xn−2 . q ∈ [0.7 Assume that p. + xn−k + xn−k−1 xn−k−2 . . 1.4. ∞) with γ + δ > 0. ∞) for i. . γ.6 Let aij ∈ (0. [47]. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Open Problem 11. . the periodic nature. δ ∈ [0. . 1.194 Chapter 11.8) converges to a period-two solution. (11. and [60]. 3}. and the asymptotic behavior of all positive solutions of the diﬀerence equation xn+1 = (See [8] and [61].6 Let α. Extend to equations with real parameters. 1. . .4. j ∈ {1. . 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 . .

q + xn−2 n = 0. . 195 converges to a period-two solution if and only if p = 1 + q. 1. .9 Assume that p. ∞). . (c) Show that when p>1+q the equation possesses positive unbounded solutions. converges to a period-two solution if p ≥ 1. Open Problems and Conjectures (a) Show that every positive solution of the equation xn+1 = pxn−1 + xn−2 .4. q ∈ [0.11. .8 Assume that p ∈ (0. (See [62].4. Conjecture 11. xn−1 + pxn−2 n = 0. (b) Show that when p<1 the positive equilibrium x = 1 1+p is globally asymptotically stable. . 1. (b) Show that when p<1+q every positive solution has a ﬁnite limit. .4.) Conjecture 11. . (a) Show that every positive solution of the equation xn+1 = xn−1 . ∞).

(See [62].196 Chapter 11. . . xn−2 + q n = 0. . 1. has the following trichotomy character: (i) When p > 1 every positive solution converges to the positive equilibrium. (See [62]. . 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 . (ii) When p = 1 every positive solution converges to a period-ﬁve solution. 1. . xn n = 0.4. .11 Show that the diﬀerence equation xn+1 = p + xn−2 . . converges to a period-four solution. xn−1 n = 0. .) Conjecture 11. (See [62].4. (b) Show that when q>1 the positive equilibrium of the equation is globally asymptotically stable.) Conjecture 11.10 Show that every positive solution of the equation xn+1 = xn + xn−2 . The (3.) . (c) Show that when q<1 the equation possesses positive unbounded solutions. (iii) When p < 1 there exist positive unbounded solutions. . converges to a period-two solution if and only if q = 1. 1.

What other conditions are needed so that every positive solution of Eq(11. where φ.4. . . φ φ ψ ψ Open Problem 11. (11. . . what other conditions are needed so that every positive solution of Eq(11. . n = 0. 1. ψ ∈ (0.4.10). .) ψ 1 1 φ . What other conditions are needed so that Eq(11. . . ψ. .9) possesses unbounded solutions? (See [6]..9) with nonnegative parameters and nonnegative initial conditions such that B + D > 0 and A + Bxn + Dxn−2 > 0 for n ≥ 0. A + Bxn + Dxn−2 (11. xn−1 + xn−2 n = 0. .4. Open Problems and Conjectures Conjecture 11.9) converges to a period-two solution? (b) Assume γ < β + δ + A. 1.9) converges to the positive equilibrium? (c) Assume γ > β + δ + A. ∞)..12 Show that every positive solution of the equation xn+1 = 1 + xn .10) (a) In addition to (11.. (See [62]. Then one can show that Eq(11.11.9) has prime period-two solutions if and only if γ = β + δ + A. . . 197 converges to a period-six solution of the form . φ.) .7 Consider the diﬀerence equation xn+1 = α + βxn + γxn−1 + δxn−2 .

. converges to a period-two solution.4. xn−1 n = 0.4. . converges to a period-two solution. (See [6].16 Consider the diﬀerence equation xn+1 = where p ∈ [0. 1. . .14 Show that every positive solution of the equation xn+1 = 1 + xn−1 .4. . 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Conjecture 11. 1. converges to a period-three solution. xn−1 + xn−2 + xn−3 n = 0. r ∈ (0. The (3. . n = 0.) Conjecture 11. (b) Show that when q>r every positive solution converges to the positive equilibrium.4. . .198 Chapter 11. 1. . Conjecture 11. (a) Show that when q=r every positive solution converges to a period-four solution. p + qxn + rxn−2 . . . 1. . ∞) and q. . 1 + xn + xn−2 n = 0.13 Show that every positive solution of each of the two equations xn+1 = and xn+1 = 1 + xn−1 + xn−2 . (See [6]. ∞). . .) Conjecture 11. 1. . xn−2 n = 0. xn 1 + xn−1 + xn−2 .15 Show that every positive solution of the equation xn+1 = xn−2 .

.) . .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 . . xn−2 + xn−3 . . Open Problem 11. 1. 1. . Obtain necessary and suﬃcient conditions on the parameters A and B0 . . xn−1 . Bk so that every positive solution of the diﬀerence equation xn+1 = xn−k . . .) 199 Open Problem 11. A + B0 xn + . .9 Assume that k is a positive integer and that k A. . . B1 . 1. Open Problems and Conjectures (c) Show that when q<r the equation possesses positive unbounded solutions. . . 1 + xn + xn−3 n = 0. (See [6].4.4. + Bk xn−k n = 0. Bk ∈ [0. xn−2 n = 0. ∞) with i=0 Bi > 0. . . xn + xn−2 + xn−3 n = 0. . . xn n = 0. .4. 1 + xn−3 . 1. . . 1. . . converges to a period-(k + 1) solution of this equation. . (See [62]. . B1 .11. B0 .

.4. .12) which corresponds to the nonnegative solution {xn }∞ n=−k of Eq(11. The (3.11) converges to a period-(k+1) solution of the form (11. 0. . . 1. ..11) possess a positive solution which converges to zero? (b) Determine. . . x0 . (11. 1. . .12) with a given φ ≥ 0 ? (See [6].) Conjecture 11. converges to a periodic solution of period 2k.17 Let k be a positive integer.4. 0. . + xn−k+1 n = 0. .. (a) Does Eq(11. in terms of the nonnegative initial conditions x−k .200 Chapter 11. .11). (c) Determine the set of all nonnegative initial conditions x−k . k−terms (11. . Then we can easily see that every nonnegative solution of the equation xn+1 = xn−k .10 Assume that k is a positive integer. . 0. .12) with φ ≥ 0. xn−k+1 n = 0. .11) converges to a period-(k + 1) solution of the form . . . 1 + xn + . φ. . 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Open Problem 11. x0 for which the ∞ corresponding solution {xn }n=−k of Eq(11. . . the value of φ in (11.. Show that every positive solution of xn+1 = 1 + xn + xn−k . . . .

x−1 .1 Let [a. y. n = 0. has a unique solution in the interval [a. x) = x. x−2 ∈ I.8.1) is to work in the regions where the function f (x. . Let I be some interval of real numbers and let f :I ×I ×I →I be a continuously diﬀerentiable function.1) converges to x. 201 . (b) The equation f (x.1) has a unique equilibrium x ∈ [a. z) is monotonic in its arguments. y. b]3 → [a. or non decreasing in all three. xn−1 . Theorem A. the diﬀerence equation xn+1 = f (xn . b]. .5-1. z) is non decreasing in all three arguments. y.1) ∞ has a unique solution {xn }n=−2 . (A. 1. very often a good strategy for obtaining global attractivity results for Eq(A.4. In this regard there are eight possible scenarios depending on whether f (x. xn−2 ). z) is non-decreasing in each of its arguments. x. b] be an interval of real numbers and assume that f : [a.4. Then for every set of initial conditions x0 . b] and every solution of Eq(A. Then Eq(A. b] is a continuous function satisfying the following properties: (a) f (x. . or non increasing in one and non decreasing in the other two. As we have seen in previous chapters.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. or non increasing in two arguments and non decreasing in the third.0. We state the results for third order equations from which higher order extensions will become clear.

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

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

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

1) has a unique equilibrium x ∈ [a. . (b) If (m. . Therefore in view of (b) m=M from which the results follows. 2 Theorem A. m) and m = f (m.5 Let [a. b]. . . M. set Mi = f (mi−1 . b] and is non-increasing in y and z for each x ∈ [a. b] be an interval of real numbers and assume that f : [a. . M ) and m = f (M.0.2) holds and by the continuity of f . b] × [a. y. ≤ mi ≤ . . Mi−1 . i→∞ and M = lim Mi . . b] and every solution of Eq(A. Then (A. b]3 → [a. mi−1 .Appendix Proof. Mi ≤ . Then Eq(A. . b] is a continuous function satisfying the following properties: (a) f (x. M1 ≤ M0 = b and mi ≤ xk ≤ Mi Set m = lim mi i→∞ 205 for k ≥ 3i + 1. Mi−1 ) and mi = f (Mi−1 . Now observe that for each i ≥ 0 m0 ≤ m1 ≤ . mi−1 ). M. z) is non-decreasing in x for each y and z ∈ [a. M = f (m. . Set m0 = a and M0 = b and for each i = 1. m. m. m). M ) then m = M. 2. . M ) ∈ [a. b] is a solution of the system M = f (M.1) converges to x.

b] and every solution of Eq(A. . m) and m = f (M. b] × [a. M. m. . b] is a solution of the system M = f (m. M1 ≤ M0 = b and mi ≤ xk ≤ Mi Set m = lim mi i→∞ Appendix for k ≥ 3i + 1. b] be an interval of real numbers and assume that f : [a. 2.1) has a unique equilibrium x ∈ [a. ≤ mi ≤ . b]3 → [a. Therefore in view of (b) m=M from which the results follows. .2) holds and by the continuity of f . Mi−1 . m. Now observe that for each i ≥ 0 m0 ≤ m1 ≤ . Mi−1 ). Then (A. M = f (M. m) and m = f (m. mi−1 . . . set Mi = f (Mi−1 . . z) is non-decreasing in y for each x and z ∈ [a. M ) ∈ [a. . .1) converges to x. Set m0 = a and M0 = b and for each i = 1. mi−1 ) and mi = f (mi−1 . M ). . (b) If (m.0. y. b] and is non-increasing in x and z for each y ∈ [a. b]. .6 Let [a.206 Proof. Then Eq(A. i→∞ and M = lim Mi . M ) then m = M. M. Mi ≤ . 2 Theorem A. b] is a continuous function satisfying the following properties: (a) f (x.

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

M1 ≤ M0 = b and mi ≤ xk ≤ Mi Set m = lim mi i→∞ Appendix for k ≥ 3i + 1. M ) then m = M. i→∞ and M = lim Mi . . Mi−1 . m. M. M ) and m = f (M. b]. b] be an interval of real numbers and assume that f : [a. y. . (b) If (m. m. b]3 → [a. mi−1 . . 2 Theorem A. Set m0 = a and M0 = b and for each i = 1. . y. ≤ mi ≤ . mi−1 ). b] × [a. . b] is a continuous function satisfying the following properties: (a) f (x.1) converges to x. . 2. . m). Mi ≤ . Now observe that for each i ≥ 0 m0 ≤ m1 ≤ . Mi−1 ) and mi = f (Mi−1 . z in [a. M ) ∈ [a. b] is a solution of the system M = f (m. . M = f (m. . m) and m = f (M.0.1) has a unique equilibrium x ∈ [a. Then Eq(A. M. Then (A. set Mi = f (mi−1 .2) holds and by the continuity of f .208 Proof. b] and every solution of Eq(A. Therefore in view of (b) m=M from which the results follows. . z) is non-increasing in all three variables x.8 Let [a.

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

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

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

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

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