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

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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.

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

. . . . . . . . . . . . . . . 2. . . . . .5 Limiting Solutions . . . . . . . . . . . . . .6 Local Asymptotic Stability of a Two Cycle . . . . . . . . . . . . .7 Convergence to Period-Two Solutions When C=0 . . . . . . . . . . . . . . . . .4 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 . 2. .1 Equilibrium Points . . . . . . . . . 1. . . . . . . . . . . . . . . . . . . . . . . Periodicity. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 Local Stability. .4 Global Attractivity of the Positive Equilibrium . . . . . . . . . . . . . . . . v . 1. . . . .3 Global Asymptotic Stability of the Zero Equilibrium . . . 2. . . . . . . . . 1. . . . .9 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . .7 Semicycle Analysis . . . . . . . .3 Local Stability of the Positive Equilibrium . . 3 (1. . . . . . . . . .8 Invariant Intervals . . . . . . . . . . . . . . . . . . .4 When is Every Solution Periodic with the Same Period? . . . . . 2. . . . . . . . . . . . . 2. . . . . . . 2. . . . . . . . . . . . . .3 The Case α = β = A = C = 0 : xn+1 = γxn−1 . . . . . . . . . . . . . . . . . . . .1 Introduction . . . . . . . . 1)-Type Equations 3. . . . Bxn 3. .Contents Preface Acknowledgements Introduction and Classiﬁcation of Equation Types 1 Preliminary Results 1. . . . . . . . . . . . . . . . . . 1. . . . . . . .2 The Stable Manifold Theorem in the Plane . . . . . . . . . . . . . .6 The Riccati Equation . . .2 Stability of the Zero Equilibrium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . and Invariant Intervals 2.5 Existence of Prime Period-Two Solutions . . . 1. . . . . . . . . . . Semicycles. . . . . . 2. . . 2.2 The Case α = γ = A = B = 0 : xn+1 = Cxn−1 3. . . . . .1 Deﬁnitions of Stability and Linearized Stability Analysis 1. βxn 3. . . . . . . . . .

. . . . The Case γ = A = 0 : xn+1 = Bxα+βxn n +Cxn−1 6. . .1 Introduction . . . . . . . . . . . . . . . . . . . . Bx 5.3 The Case β = γ = A = 0 : xn+1 = Bxn +Cxn−1 . . . . . . . . . . . .7. . . . . . . . . . . . . . . 82 83 84 87 89 90 90 91 92 93 96 97 100 101 102 103 105 107 . . . . . . . . . . . . . . . . . . . .Lyness’ Equation Cxn−1 n−1 5. 57 58 59 60 61 62 62 64 69 69 70 72 72 . 6. . . . . . .3 The Case q > 1 . . . . . .vi Contents 4 (1. . 6. . . . . . . . α+γxn−1 6. . . .2 The Case q < 1 . . . . . . . . . . . . . . . . . . . . . . . . . .5 The Case α = γ = A = 0 : xn+1 = 4.1 Introduction . . . . . .1 Invariant Intervals . . .3 The Case p > 1 . . . .2 Semicycle Analysis . .3 The Case γ = B = 0 : xn+1 = A+Cxn−1 . . . . . . . . . . . . . .8 Open Problems and Conjectures . . . . . .7. . . . . .6 The Case β = A = 0 : xn+1 = Bxn +Cxn−1 . . .5. . . . . . . . . . . . . . . . . . . . . . . .6 The Case α = β = C = 0 : xn+1 = 4.7 The Case α = β = A = 0 : xn+1 = 4.1 Semicycle Analysis . . . . 78 n α+βxn 6. . 4. . . . . . . . .7. . . . . . . . . . . . . . . . . . . . . . . . . . .3 Global Stability and Boundedness . . . . . . . . . .6. . . . . 55 4. . . 6.2 Semicycle Analysis of Solutions When q ≤ 1 . 53 α 4. . . . .4. . . . . . . . 6. . . . . . .7. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 The Case p = 1 . . . . . . . . . . . . . . . . .3 Semicycle Analysis . .5. .1 Existence and Local Stability of Period-Two Cycles . . . . . . . . . . . . . . . . .7. . . . . 6. . . . . . . . . 5 (2. 6. . . . . . . . βxn A+Cxn−1 βxn Bxn +Cxn−1 γxn−1 . . . . . . .7. . . . .1 Invariant Intervals . . .3 The Case β = A = C = 0 : xn+1 = α+γxn . .4 Open Problems and Conjectures . . . . . . . . . . . . . . . . . .2 The Case γ = A = B = 0 : xn+1 = α+βxn . . . . . . . . . . . .4 The Case α = γ = B = 0 : xn+1 = 4. . . . 6. . . . . .5 The Case β = C = 0 : xn+1 = α+γxn−1 . . . . 6. . . . . .4 . . . . . . .5. . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . . . .7 The Case α = C = 0 : xn+1 = βxA+Bxn−1 . . . . . . . . . . . 4. . . . . . . . . . . . . . . . . . . . .1 The Case p < 1 . . . . . . .2 The Case β = γ = C = 0 : xn+1 = A+Bxn . . . . . . . . .4 Global Attractivity When q < 1 . . . . . . . . . 6. . . . . . . . . . . . . . . . . . . . . . . . . . 54 α 4. 2)-Type Equations 77 6. . . . 6 (2. . . . . 79 6. . . . . . . . . . . . . . . . . . . 6. . 4. . . . . . . . . . . . . . . . . . . n 6. . . . . . . . . . . . . . . . 2)-Type Equations 53 4. . . . . . . . . . . . . . . . n +γx 6.6. . . . . . . A+Bxn γxn−1 Bxn +Cxn−1 Pielou’s Equation . . . .7. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .Riccati Equation . . . . .4. . . . . . . . .1 Introduction . . . . . . .3 Semicycle Analysis and Global Attractivity When q = 1 . . . . . . . .4 Global Behavior of Solutions . . . .2 The Case γ = C = 0 : xn+1 = A+Bxn . . . . . . . . . . . 77 α+βx 6.6. . . . . . . . . . . . 1)-Type Equations 5.6.4. . . . A+Bxn 6. . . . . . . . . . .2 Invariant Intervals . . 5. . . .

. . . . . . . . . . . . . . . . . . . . . . . . . . 134 8 (3. . . . . . . . . . .2 Convergence of Solutions . . . . . . . . . .4 Global Stability Analysis When p > q . . . 9. . . . . . . . . . . . . . . . . . . α+γxn−1 9. . . . .1 Invariant Intervals and Semicycle Analysis . . . . . . . . . . . . . . . 9. . 6. . . . . . . . .4 The Case α = β = 0 : xn+1 = A+Bxnn−1 n−1 . .9 The Case α = A = 0 : xn+1 = Bxn +Cxn−1 .9. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132 n +Cx γx 7. . . . . 141 141 141 142 143 144 147 149 150 154 156 157 157 158 160 162 163 .2 Semicycle Analysis . . . .3. .4. . . . 9. . . . . . . . . . . . . . . . . . . . . .2 Invariant Intervals . . . . . . . . . . . . .1 Introduction . . . . . 9. . . . .2 The Case γ = 0 : xn+1 = A+Bxn +Cxn−1 . . . . .2 Global Stability of the Positive Equilibrium . . . . . . .1 Invariant Intervals . . . . . . . . . . . βxn +γx 6. . . . . . . . . . 138 9 (2. . . . . . . . . . n−1 6.3 The Case β = 0 : xn+1 = A+Bxn +Cxn−1 . . . . .5 Long-term Behavior of Solutions When q > 1 6. . . . . . . . . . . . . . . . . . . . . . . 9. . . .1 Existence and Local Stability of Period-Two Cycles 9. . . . . . . .3 Global Stability Analysis When p < q . . . . . . . . . . . . . . . .1 Existence of a Two Cycle . . . . . .3 The Case α = γ = 0 : xn+1 = A+Bxβxn n−1 . . 6.3 Semicycle Analysis . . . . . . . . . . . . . . . . . 9. . .5 Open Problems and Conjectures . 137 8. . . . . . . . α+βxn 9. . . . . . .2 The Case β = γ = 0 : xn+1 = A+Bxnα n−1 . . . . . . . . . . 9.7.5 Open Problems and Conjectures . . . . . . . . . . . . . A+Cxn−1 6. .8. .Contents 6. . . . 9. . . . . . . . . . . .2. . 2 9. . . . . . . . . 3)-Type Equations 131 7. . . . . . . . . . . . .3. . . . . . . . . . . . . . . .2. . . . . . n +Cxn−1 9. . . .4 Global Asymptotic Stability . . . . . 6. . . . . .1 Introduction . . . .3 Convergence of Solutions . . . . . . .5 Semicycle Analysis When pr = q + qr . 6. . . . . . . . . . . . . . .4. . . . . . . . . . . . . 1)-Type Equations 137 8. . . . . . . . .9. . . .8 The Case α = B = 0 : xn+1 = βxn +γxn−1 . . . . . . . . . . . . . . .4 Global Stability . . . . . vii 107 109 110 112 113 114 117 117 123 123 7 (1. . . . . . . . . . . . . . . . . . . . . . . . 3)-Type Equations 9. . . . βxn 9. . . . . . .3. . . . . . . . . . . . . . . . . . . .2. . . . . . . . .3. . . . . . . . . . . . . .10 Open Problems and Conjectures . . . . . . . . . . . . . . . . 131 +Cx 7. . .9.1 Introduction . . 131 7. . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Invariant Intervals . .2. . . 6. . 9. . . . . . . . . . . . 133 +Cx 7. . . . . . . . .4 The Case α = 0 : xn+1 = A+Bx+γxn−1 .8. . . . . . . . . .3. . . . . . . . . .1 Boundedness of Solutions . . . . . . . . . . . . . . . .9. . . .2 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

. . . . .1 Proof of Part (b) of Theorem 10. . . . . . . . . . . . . . .2. . . . . . . A+Bxn 10.2 Convergence of Solutions . . . . . . . . . . .4 The Case A = 0 : xn+1 = α+βx+Cxn−1 .3. . 10. 11. . . . . . . .2 The Case C = 0 : xn+1 = α+βxn +γxn−1 . . . . .3 Convergence of Solutions . . . 10. . . . . . . . . . . . . α+βx (3. . . . . . . . . . . . . . . Bxn 10. .1 11. . . . . . . . . . . . . . .1 10. . . . . . . . . .1 Global Stability . . . .4. . . . .2. . . . . . . . . . . . . . . . . . . 11. . . . . . . . .1 10. . .2. . . . . . . . . . . . . . . . 2)-Type Equations 10. . . . .2 Global Stability When p ≥ r .4. . . . . . . . . . . . . . . . . . . . . n +γxn−1 10. . .4 Open Problems and Conjectures .3. . . . . . . . . . . . . . . . . . . . . . . . Invariant Intervals . . .2. . . . . . . . . . . . . . . . . . . . . . . . . .2 Proof of Part (c) of Theorem 10. . . . . . . . . . . . . . Convergence Results . . . . . . . .3. . . . . . .1 Invariant Intervals . . . . . . . 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 . 11 The 11. . . . . . . . . . . . . . .1 Invariant Intervals . . . 10. . . . . . . . . . . . . . . .2 11.5 Open Problems and Conjectures .1 Introduction . . . . A+Cxn−1 10. . . . . . . . . . . . . . . . . . . . . . . . . . . A Global Attractivity for Higher Order Equations Bibliography Index . . . . .3 The Case B = 0 : xn+1 = α+βxn +γxn−1 . . . . . . 3)-Type Equation xn+1 = A+Bxn +γxn−1 n +Cxn−1 Linearized Stability Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10. . . . . . . . .3. . . . . . . . . . . . . . .viii 10 (3. . . . . . . . .

C and the initial conditions x−1 and x0 are nonnegative real numbers. β. at the end of this monograph. ix . 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. 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. In this sense. In an appendix.Preface In this monograph. and the periodicity of solutions of all rational diﬀerence equations of the form xn+1 = α + βxn + γxn−1 . A + Bxn + Cxn−1 n = 0. γ. It is an amazing fact that Eq(1) contains. we present the known results and derive several new ones on the boundedness. 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. 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. B. 1. (1) where the parameters α. Chapter 1 contains some basic deﬁnitions and some general results which are used throughout the book. a large number of equations whose dynamics have not been thoroughly understood yet and remain a great challenge for further investigation. . . . 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). A. In Chapter 2 we present some general results about periodic solutions and invariant intervals of Eq(1). we present some global attractivity results for higher order diﬀerence equations which may be useful for extensions and generalizations. Every chapter in this monograph contains several open problems and conjectures related to the particular equation which is investigated and its generalizations. the global stability. as special cases. To this end we pose several Open Problems and Conjectures which we believe will stimulate further interest towards a complete understanding of the dynamics of Eq(1) and its functional generalizations.

.

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

.

To Senada and Theodora .

.

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

2. [18]. / if and only if x0 ∈ F. An example of such a problem is the following: Open Problem Find all initial points (x−1 . See ([42]. Hence the solution {xn } of Eq(2) exists for all n ≥ 0. Lyness’ equation when γ = A = B = 0.2. Pielou’s discrete delay logistic model when α = γ = B = 0. [57]. [32]. [49]. See [42]. [55]. 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. p. . we introduce the forbidden set of the equation. it is interesting to note the similarities of the dynamics of the population model xn+1 = α + βxn−1 e−xn . [67]. 1.2 Introduction and Classiﬁcation of the Riccati equation. .7 and 10. See [24] and Sections 2. . . 1. See [13]. . x0 ) ∈ R × R through which the equation xn−1 xn+1 = −1 + xn is well deﬁned for all n ≥ 0. n = 0. This is the set F of all initial conditions x0 ∈ R through which the equation xn+1 = α + βxn A + Bxn (2) is not well deﬁned for all n ≥ 0. For example.6 for some results in this regard. 3. 75). .4.2. [66]. and Section 1. See [13]. 1 + xn n = 0. [44]. 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. This is a fascinating equation with many interesting extensions and generalizations. [69]. The problem of existence of solutions for diﬀerence equations is of paramount importance but so far has been systematically neglected. and Section 4. . and the rational equation xn+1 = α + αxn + βxn−1 . A characteristic feature of this equation is that it possesses an invariant which can be used to understand the character of its . and Section 5.

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

.

xn = x for n ≥ 0 is a solution of Eq(1. x−1 ∈ I. .1). . (1. n = 0. See also [1]. [4]. that is.1). xn−1 ). x).1 Let x be an equilibrium point of Eq(1. [34]. [41]. .1) if x = f (x. [22]. The reader may just glance at the results in this chapter and return for the details when they are needed in the sequel. x is a ﬁxed point of f .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.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). [21]. 1. 5 . the diﬀerence equation xn+1 = f (xn . and [68]. [63]. [16].1. Then for every set of initial conditions x0 . n=−1 A point x ∈ I is called an equilibrium point of Eq(1.1) has a unique solution {xn }∞ . [33]. or equivalently. Deﬁnition 1.

we have |xn − x| < ε for all n ≥ −1. if there exists r > 0 such that for all x0 . there exists δ > 0 such that for all x0 . we have n→∞ lim xn = x. 1. Clearly a source is an unstable equilibrium.1) about the equilibrium point x. ∂f ∂f (x. x−1 ∈ I we have lim xn = x.2) p= is called the linearized equation associated with Eq(1.1) is called locally asymptotically stable if it is locally stable.6 Chapter 1.1) is locally asymptotically stable. then the equilibrium x of Eq(1. x) ∂u ∂v denote the partial derivatives of f (u. . Theorem 1.1) is called a source. (v) The equilibrium x of Eq(1. there exists N ≥ 1 such that |xN − x| ≥ r. .1) is called locally stable if for every ε > 0.1) is called globally asymptotically stable if it is locally stable and a global attractor. x−1 ∈ I with |x0 − x| + |x−1 − x| < δ. (vi) The equilibrium x of Eq(1.1.1). Then the equation yn+1 = pyn + qyn−1 .1) is called unstable if it is not stable. (ii) The equilibrium x of Eq(1. . or a repeller. x) and q = (x. (iii) The equilibrium x of Eq(1. n→∞ (iv) The equilibrium x of Eq(1. and if there exists γ > 0 such that for all x0 . . (1. x−1 ∈ I with |x0 − x| + |x−1 − x| < γ. x−1 ∈ I with 0 < |x0 − x| + |x−1 − x| < r. Preliminary Results (i) The equilibrium x of Eq(1.1 (Linearized Stability) (a) If both roots of the quadratic equation λ2 − pλ − q = 0 (1.3) Let lie in the open unit disk |λ| < 1.1) is called a global attractor if for every x0 . n = 0. v) evaluated at the equilibrium x of Eq(1.

1.2. The Stable Manifold Theorem in the Plane

7

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

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

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

1.2

The Stable Manifold Theorem in the Plane

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

8

Chapter 1. Preliminary Results

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

for n ≥ 0.

Therefore the eigenvalues of the Jacobian JT

at the equilibrium point x of Eq(1.1)

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

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

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

1.3. Global Asymptotic Stability of the Zero Equilibrium

9

1.3

Global Asymptotic Stability of the Zero Equilibrium

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

1.4

Global Attractivity of the Positive Equilibrium

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

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

10

Chapter 1. Preliminary Results

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

(1.9)

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

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

b] and every solution of Eq(1. Global Attractivity of the Positive Equilibrium 11 Very often the best strategy for obtaining global attractivity results for Eq(1. . (See Section 6. which describes the extension of these results to higher order diﬀerence equations. In this regard there are four possible scenarios depending on whether f (x. M ) = m and f (M. b]. b] is a continuous function satisfying the following properties: (a) f (x. M ) ∈ [a. m) = M.1) has a unique equilibrium x ∈ [a. and f (x. b] be an interval of real numbers and assume that f : [a. Proof. Set m0 = a and M0 = b and for i = 1. y) is monotonic in its arguments. ≤ M1 ≤ M0 and Set mi ≤ xk ≤ Mi m = lim mi i→∞ for k ≥ 2i + 1. i→∞ and M = lim Mi . or nonincreasing in one and nondecreasing in the other.4 and 6. . Mi−1 ). m0 ≤ m1 ≤ . then m = M . b] for each y ∈ [a. b]. Theorem 1. at the end of this monograph.8 where these theorems are utilized.1) is to work in the regions where the function f (x.4. Theorems 1. . Then Eq(1. (b) If (m. or nonincreasing in both arguments. 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 also the Appendix.9. y) is nondecreasing in both arguments. Now observe that for each i ≥ 0.) The ﬁrst theorem deals with the case where the function f (x. .4. y). b] × [a. . ≤ Mi ≤ . mi−1 ) and mi = f (mi−1 .8 and 1. . . b] → [a.4.5 ([54]) Let [a.1. . b] for each x ∈ [a.4. b] is a solution of the system f (m. . y) is nonincreasing in y ∈ [a. .7 below are new and deal with the remaining two cases relative to the monotonic character of f (x. y) is non-decreasing in x ∈ [a. y) is non-decreasing in x and non-increasing in y and the second theorem deals with the case where the function f (x.1) converges to x. 2. set Mi = f (Mi−1 . y) is non-increasing in x and nondecreasing in y. ≤ mi ≤ . b] × [a. See Sections 6.

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

M ) ∈ [a.1) converges to x.4. m). and Set mi ≤ xk ≤ Mi m = lim mi i→∞ for k ≥ 2i + 1. ≤ mi ≤ . . m=M =x from which the result follows. set Mi = f (mi−1 . b] × [a. Set m0 = a and M0 = b and for i = 1. Then Eq(1. i→∞ and M = lim Mi .1. M ) = m. Proof. y) is non-decreasing in each of its arguments. x) = x. m = f (M.1) has a unique equilibrium x ∈ [a. 13 then m = M .1) has a unique equilibrium x ∈ [a. . Then clearly (1. In view of (b). Now observe that for each i ≥ 0. .12) holds and by the continuity of f . . (b) If (m. has a unique positive solution. m) = M and f (M.1) converges to x. b] × [a. b] and every solution of Eq(1.7 Let [a. . Global Attractivity of the Positive Equilibrium Theorem 1. . m0 ≤ m1 ≤ . b] be an interval of real numbers and assume that f : [a. b] is a continuous function satisfying the following properties: (a) f (x. b] is a solution of the system f (m.4. b] be an interval of real numbers and assume that f : [a. 2. b] → [a. . ≤ Mi ≤ . 2 Theorem 1. mi−1 ) and mi = f (Mi−1 . b] → [a. . M ) and M = f (m. . b] is a continuous function satisfying the following properties: (a) f (x. (b) The equation f (x. b] and every solution of Eq(1. . Mi−1 ). Then Eq(1. b] × [a. ≤ M1 ≤ M0 .4.8 Let [a. y) is non-increasing in each of its arguments.

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

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

. 1. . Suppose that {xn }∞ n=−1 is a bounded solution of Eq(1.16) lim xrn +N = IN and n→∞ lim xln +N = SN for every N ≥ m. . xn−ν ) which satisfy the equation for all n ∈ Z. and In . i=0 xn−i k n = 0.1) with limit inferior I and limit superior S. Then Eq(1. ∞ The solutions {In }∞ n=−∞ and {Sn }n=−∞ of the diﬀerence equation (1. 1. with I = lim inf xn . .16 Chapter 1. In . . . . S] for n ≥ −k. Sn ∈ [I. .1 Let J be some interval of real numbers. as developed by Karakostas. .5. xn−1 . and let k ≥ 1 be a positive integer. 1. which by the change of variables xn = y1 reduce to rational diﬀerence equations of the n form 1 . with I0 = I. Preliminary Results Theorem 1. .}. −1. Sn ∈ [I. . Then there exist two solutions ∞ {In }∞ n=−∞ and {Sn }n=−∞ of the diﬀerence equation xn+1 = f (xn . xn−ν ). 1.16) are called full limiting solutions of Eq(1. Let Z denote the set of all integers {. J]. with I.5.15) and with I. and let {xn }∞ n=−ν be a bounded solution of the diﬀerence equation xn+1 = f (xn . f ∈ C[J ν+1 . . IN and SN are limit points of {xn }∞ . yn+1 = k i=0 Ai yn−i . S] for all n ∈ Z and such that for every N ∈ Z. . n=−ν Furthermore for every m ≤ −ν.16) associated with the solution {xn }∞ n=−k of Eq(1. . Theorem 1. xn−1 . .2 ([37]) Let J be some interval of real numbers. . . . . S ∈ J. J]. S0 = S We now state the complete version of full limiting sequences. . . See [23] and [25] for an application of Theorem 1. . there exist two subsequences {xrn } and {xln } of the solution {xn }∞ n=−ν such that the following are true: n→∞ (1.2 to diﬀerence equations of the form xn+1 = Ai . (1.15). . S ∈ J. f ∈ C[J × J. S0 = S. n = 0. n→∞ S = lim sup xn n→∞ n = 0. .5.13) has two solutions {In }∞ n=−k with the following properties: and {Sn }∞ n=−k I0 = I. 0.

17) when x0 ∈ F. 1. x0 are all real numbers) other than the material presented here. (See also [13] and [69]. A + Bxn B The set of initial conditions x0 ∈ R through which the denominator A+Bxn in Eq(1.17) where the parameters α.17) possesses a prime periodtwo solution. It should be mentioned here that there is practically nothing known about the forbidden set of Eq(1) (when the parameters α. The Riccati Equation 17 1. B.17) regarding period-two solutions.21) β B (1.6. A. γ.6 The Riccati Equation α + βxn . β.17) reduces to βA + βxn β xn+1 = B = for all n ≥ 0. .) The other goal we have is to describe in detail the long. Theorem 1. A + Bxn A diﬀerence equation of the form xn+1 = n = 0. in addition to (1. Eq(1.20) .17) with x0 = is periodic with period two. (1. To avoid degenerate cases. β.18) holds and that Eq(1. Eq(1.17) will become zero for some value of n ≥ 0 is called the forbidden set F of Eq(1. which is extracted from [32]. The ﬁrst result in this section addresses a very special case of Eq(1. (1.19) β + A = 0. A. we will assume that β + A = 0. .17).1 Assume that (1. . One of our goals in this section is to determine the forbidden set F of Eq(1. we will assume that B = 0 and αB − βA = 0.18) Indeed when B = 0.18).17) is a linear equation and when αB − βA = 0. The proof is straightforward and will be omitted. C and the initial conditions x−1 . Furthermore when (1.1. B and the initial condition x0 are real numbers is called a Riccati diﬀerence equation.19) holds every solution of Eq(1.6.and short-term behavior of / solutions of Eq(1. In the sequel.17). (1. Then (1.

23). 1.23) and present its forbidden set F and the character of its solutions.17). Preliminary Results for n ≥ 0 (1.17) into the diﬀerence equation wn+1 = 1 − where R= R . w Also note that the signum of R is equal to the signum of the derivative y =1− f (x) = βA − αB .22) transforms Eq(1.22). (A + Bx)2 of the function For the remainder of this section we focus on 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) have been reduced to the single parameter R of Eq(1. Similar results can be obtained for Eq(1. .17) through the change of variables (1. From Eq(1.23) βA − αB (β + A)2 is a nonzero real number.23) it follows that when R< 1 4 . called the Riccati number of Eq(1. (1.18 Now observe that the change of variable xn = β+A A wn − B B Chapter 1. wn n = 0. It is interesting to note that the four parameters of Eq(1.

respectively.23) to the second order linear diﬀerence equation yn+2 − yn+1 + Ryn = 0. . 4 1− √ √ 1 − 4R 1 + 1 − 4R < = w+ 2 2 19 When Eq(1.24) are the equilibrium points of Eq(1. when 1 R> .23) is clearly the set of points where the sequence {yn }∞ n=0 vanishes. 4 1 R= . .24) yn+1 yn for n = 0. ). 1. . . which can be solved explicitly.6. . n = 0. 2 Finally.23) has no equilibrium points.24) are real numbers. 1 w= . 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. 1 The next two theorems deal with the cases R < 1 and R = 4 . (1. where 4 the characteristic roots of Eq(1. 1. 4 Eq(1.23).23) has exactly one equilibrium point namely. The forbidden set of Eq(1. Note that in these two cases the characteristic roots of Eq(1. The Riccati Equation Eq(1. .1.23) has the two equilibrium points w− and w+ with w− = and |w− | < w+ .

.2 Assume Then 1 R< . . The forbidden set F of Eq(1. Theorem 1. . if R > 0 and fn < w− while (fn − w− )(fn+1 − w− ) < 0 if R < 0. The forbidden set F of Eq(1. wn = n n (w0 − w− )w+ − (w+ − w0 )w− n = 1. Preliminary Results √ √ 1 − 4R 1 + 1 − 4R w− = and w+ = 2 2 are the only equilibrium points of Eq(1.23). the solution of Eq(1. . . . . 4 1 2 is the only equilibrium point of Eq(1.6. . 2. The equilibrium w+ is a global attractor as long as w0 ∈ F ∪ {w− } / and the equilibrium w− is a repeller.23) is the sequence of points fn = n−1 n−1 w+ − w− w+ w− n n w+ − w− for n = 1.20 Theorem 1. .25) When w0 ∈ F.6.26) It is now clear from Theorem 1.2 that n→∞ lim fn = w− .23) is given by / n+1 n+1 (w0 − w− )w+ − (w+ − w0 )w− .23) is the sequence of points fn = n−1 2n for n = 1. (1. (1. . 2.23). .27) . (1.6.3 Assume Then w= 1 R= . . 2. 4 1− Chapter 1.

) 2 and √ 4R − 1 √ sin φ = . the solution of Eq(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 . . . . . more precisely.29) n Finally consider the case √ R. . . Hence wn = √ √ 4R − 1 cos(n + 1)φ + (2w0 − 1) sin(n + 1)φ √ . R 4R − 1 cos(nφ) + (2w0 − 1) sin(nφ) .6. 1. (1.6. 1. π φ ∈ (0. 1.23) is given by / wn = 1 + (2w0 − 1)(n + 1) 2 + 2(2w0 − 1)n for n = 0. 4R − 1 n = 0. When w0 ∈ F. 2 R n = 0. 1 R> . 4 The characteristic roots of Eq(1. .3 it follows that the equilibrium w = 1 of Eq(1.1.28) From Theorem 1. yn = R 2 (C1 cos(nφ) + C2 sin(nφ)).23) is a global 2 / attractor for all solutions with w0 ∈ F but is locally unstable. 2w0 − 1 C1 = 1 and C2 = √ . The Riccati Equation 21 which converges to the equilibrium from the left. . it is a sink from the right and a source from the left. (1. . .

wn = (4R − 1)2 + (2x0 − 1)2 . .23) is given by (1. π ) be such that 2 1 cos φ = √ 2 R and 1 4 √ 4R − 1 √ sin φ = . 2 Let θ ∈ (− π .31) from which the character of the solutions of Eq(1. 2.30) 1 Clearly when R > 4 the character of the solution {wn } and the forbidden set F depends on whether or not the number φ ∈ (0. . . .6. .4 Assume that R> and let φ ∈ (0. . / (1. Preliminary Results as long as the denominator is diﬀerent from zero. when R > 1 .32) . can now be easily 4 revealed. √ 4R − 1 1 cot(nφ) for n = 1. that is. 2 n = 0. (1. π ) is a rational multiple of π. that is. .29). . 1. ) N 2 (1. w0 = − 2 2 The following theorem summarizes the above discussion. φ= π k π ∈ (0. π ) be such that 2 2 √ 4R − 1 2x0 − 1 and sin θ = cos θ = r r where r= Then we obtain. assume φ is a rational multiple of π. . Theorem 1. 2 R Then the forbidden set F of Eq(1.23). .22 Chapter 1. 2 2 When w0 ∈ F. 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). . the solution of Eq(1. 2.23) is the sequence of points √ 1 4R − 1 fn = − cot(nφ) for n = 1. For example.

.5 Assume that φ= k π π ∈ (0. Equivalently assume that A= where k. . . Then the following statements are true: (i) No solution of Eq(1. (ii) The set of limit points of a solution of Eq(1. N ∈ {1.} and 2k < N. .23) is periodic with period N . 2. . then every solution of Eq(1.23) is periodic.6.23) 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. √ √ 1 1 4R − 1 4R − 1 wN = − tan(kπ − θ) = − tan(−θ) = w0 2 2 2 2 and so every solution of Eq(1. . p Then every solution of Eq(1.5 is not a rational multiple of π. Theorem 1. . .6.23) with w0 ∈ F is dense in R.} with 2k < N.6. 2 R 2 R or equivalently k 4R cos2 ( π) = 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 = . 2. N ∈ {1.23) is periodic with period N . p − 1 .6 Assume that the number φ in Theorem 1.6. 2.6.1. . / for n = 1. When the number φ in Theorem 1. . The following theorem summarizes the above discussion.5 is not a rational multiple of π. The Riccati Equation 23 for some k. then the following result is true: Theorem 1.

Statement (i) is true because. all greater than or equal to the equilibrium x. .23) and the fact that when φ is not a rational multiple of π. In this section. then the values (nφ − θ)(mod π) for n = 0.1) consists of a “string” of terms {xl . 1. xm }. 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. . . .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. .24 Proof. n = 0. φ is a rational multiple of π. The proof of statement (ii) is a consequence of the form of the solution of Eq(1. xl+1 . . . xn−1 ). or l > −1 and xl−1 < x and either m = ∞. (1. .33) under appropriate hypotheses on the function f . 1. wk = wl if and only if Chapter 1. 2 2 2 1.33) relative to an equilibrium point x. are dense in the interval (− π . First we give the deﬁnitions for the positive and negative semicycle of a solution of Eq(1. π ). or m < ∞ and xm+1 < x. . A positive semicycle of a solution {xn } of Eq(1. with l ≥ −1 and m ≤ ∞ and such that either l = −1. . .

. .) Theorem 1. all less than the equilibrium x.7. every solution of Eq(1. Then by using the monotonic character of f (x.33) has semicycles of length one. y) we have xN +1 = f (xN . A sequence {xn } is called strictly oscillatory if for every n0 ≥ 0. ∞)] is such that: f (x. there exist n1 .5. The sequence {xn } is called strictly oscillatory about x if the sequence xn − x is strictly oscillatory.33) with at least two semicycles. Let {xn } be a solution of Eq(1. (b) A sequence {xn } is said to oscillate about x if the sequence xn − x oscillates. . . Otherwise the sequence is called nonoscillatory. Proof.7. (See Section 6. Thus xN +1 < x < xN +2 or m < ∞ and xm+1 ≥ x. Deﬁnition 1. or l > −1 and xl−1 ≥ x and either m = ∞.1. xm }. All other cases are similar and will be omitted. xN ) > f (x. x) = x. We will assume that xN −1 < x ≤ xN . ∞). (0.7. xl+1 . Semicycle Analysis 25 A negative semicycle of a solution {xn } of Eq(1. ∞) × (0. xN −1 ) < f (x. n2 ≥ n0 such that xn1 xn2 < 0. y) is decreasing in x for each ﬁxed y. Then there exists N ≥ 0 such that either xN −1 < x ≤ xN or xN −1 ≥ x > xN .1 ([28]) Assume that f ∈ C[(0.33) consists of a “string” of terms {xl . with l ≥ −1 and m ≤ ∞ and such that either l = −1. The ﬁrst result was established in [28] while we were working on a special case of the equation we are investigating in this monograph. .33). Let x be a positive equilibrium of Eq(1.1 (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. y) is increasing in y for each ﬁxed x. x) = x and xN +2 = f (xN +1 . Then except possibly for the ﬁrst semicycle. and f (x.

y) is increasing in x and decreasing in y. y) is decreasing in both arguments. The next result applies when the function f is increasing in both arguments. which is a contradiction. ∞)] and that f (x.33). x) = x which shows that the next term xN +1 also belongs to the positive semicycle. ∞)] 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. It follows by induction that all future terms of this solution belong to this positive semicycle. Proof. Then by using the decreasing character of f we obtain: xN +1 = f (xN . Then every oscillatory solution of Eq(1. x) = x which completes the proof. ∞) × (0.33) has semicycles of length one. Preliminary Results 2 The next result applies when the function f is decreasing in both arguments. ∞). ∞) × (0.7.26 and the proof follows by induction. xN −1 ) < f (x. y) is increasing in both arguments.7. with at least one of the inequalities being strict. The proof in the case of negative semicycle is similar and is omitted. Chapter 1. (0. xN −1 ) > f (x. 2 The next result applies when the function f (x.33) has semicycles of length at most two. Then by using the increasing character of f we obtain: xN +1 = f (xN . (0. Theorem 1. The proof in the case of negative semicycle is similar and is omitted. every oscillatory solution of Eq(1. Let x be a positive equilibrium of Eq(1. Proof. ∞). Let x be a positive equilibrium of Eq(1. Theorem 1. 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.3 Assume that f ∈ C[(0.2 Assume that f ∈ C[(0. 2 .33). Then except possibly for the ﬁrst semicycle.

xN ) = x which shows that the positive semicycle has length two. Proof. ∞). Let x be a positive equilibrium of Eq(1. (0. every oscillatory solution of Eq(1. is similar and is omitted. xN −1 ) > f (xN .35) then {xn } oscillates about the equilibrium x with semicycles of length two or three. Then. and in the second term if the semicycle has three terms. Semicycle Analysis 27 Theorem 1. ∞)] is such that: f (x.34) we obtain xN +1 = f (xN . 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. Furthermore. Then by using the increasing character of f we obtain xN +1 = f (xN .1. ∞) × (0. xN −1 ) < f (xN . u) = x for every u and f (x. The extreme in each semicycle occurs in the ﬁrst term if the semicycle has two terms.34) . except possibly for the ﬁrst semicycle. y) < x for every x > y > x (1. y) is decreasing in y for each ﬁxed x. xN ) = x (1.33) has semicycles of length at least two. Then by using the increasing character of f and Condition (1.7. x) = x which shows that the next term xN +1 also belongs to the positive semicycle. except possibly for the ﬁrst semicycle which may have length one.7.4 Assume that f ∈ C[(0. Assume that {xn } is an oscillatory solution with two consecutive terms xN −1 and xN such that xN −1 < x ≤ xN . y) is increasing in x for each ﬁxed y. If xN > xN −1 > x then by using the increasing character of f and Condition (1.33).34) we obtain: xN +1 = f (xN . and f (x. The proof in the case xN −1 ≥ x > xN . if we assume that f (u. xN −1 ) > f (x.

34) and (1. 2 Condition (1.36) we get x1 = f (x0 . If. Let x be a positive equilibrium of Eq(1. f satisﬁes Condition (1. ∞)] is such that: f (x. instead of Condition (1. xN −1 ) < xN and the proof is complete. the corresponding solution is decreasing. ∞). y) > x for every x > y > x. Assume that f satisﬁes Conditions (1. Preliminary Results xN +1 = f (xN .34). In view of Condition (1. the corresponding solution is increasing.34).35). Theorem 1. (0.5 Assume that f ∈ C[(0.37) . on the other hand. x−1 ) > f (x−1 . Then by the monotonic character of f and (1. The proof of the remaining case is similar and will be omitted.35) we ﬁnd Chapter 1. then Eq(1. and f (x.36) is satisﬁed and that x0 > x−1 > x. 2 (1.33) has monotonic solutions.36) f (x. we assume (1. assume that Condition (1. we obtain x1 = f (x0 . y) is increasing in x for each ﬁxed y. Then if x0 > x−1 > x.34) is not enough to guarantee the above result. First. y) is decreasing in y for each ﬁxed x. ∞) × (0. and f (x. Proof.36). x−1 ) > x0 .7.28 and by using Condition (1. y) < x for every x < y < x then if x0 < x−1 < x. x−1 ) = x. If.33). and the proof follows by induction.

1) When (2. Periodicity. 1. 29 . A + Bxn + Cxn−1 Here we investigate the equilibrium points of the general equation xn+1 = where α.Chapter 2 Local Stability. and Invariant Intervals 2.1) if and only if α = 0 and A > 0. . C ∈ [0.5) holds. . Zero is an equilibrium point of Eq(2. B + C ∈ (0. β.1). in addition to the zero equilibrium .1) is well deﬁned for all n ≥ 0. γ. Eq(2.3) n = 0. ∞) with α + β + γ.1 Equilibrium Points α + βxn + γxn−1 . the equilibrium points of Eq(2. ∞) (2. In view of the above restriction on the initial conditions of Eq(2. B. (2.4) α + (β + γ)x A + (B + C)x (2. A.5) (2. . (2.1) has a positive equilibrium if and only if β + γ > A.2) and where the initial conditions x−1 and x0 are arbitrary nonnegative real numbers such that the right hand side of Eq(2. Semicycles.1) are the nonnegative solutions of the equation x= or equivalently (B + C)x2 − (β + γ − A)x − α = 0.

it satisﬁes Eqs(2. the quantity β + γ is positive. (See [13].2 Stability of the Zero Equilibrium Here we investigate the stability of the zero equilibrium of Eq(2.30 Chapter 2. If we had allowed negative initial conditions then the negative solution of Eq(2. then x is unique.1) is the positive solution x= β+γ−A+ (β + γ − A)2 + 4α(B + C) 2(B + C) (2. 1. and Invariant Intervals In fact in this case the positive equilibrium of Eq(2.1).2). [32]. 2.1). and it is given by (2.6) Note that in view of Condition (2.4). v) = A + Bu + Cv and observe that (βA − αB) + (βC − γB)v fu (u. A + Bxn there is very little known.9) . Periodicity.8) of the quadratic equation (2. B+C (2.) In summary.1) has a positive equilibrium x.1) is positive and is given by x= β+γ .3) and (2. Local Stability. and [69] for some results in this regard. .7) β+γ−A . This observation simpliﬁes the investigation of the local stability of the positive equilibrium of Eq(2.4) would also be an equilibrium worth investigating.6 about the Riccati equation α + βxn xn+1 = . The problem of investigating Eq(2. except for our presentation in Section 1.8).1) when the initial conditions and the coeﬃcients of the equation are real numbers is of great mathematical importance and. n = 0. Set α + βu + γv f (u. Semicycles. [18]. . when α = 0.4). it is interesting to observe that when Eq(2. . . B+C (2. v) = (A + Bu + Cv)2 (2. Finally when α>0 the only equilibrium point of Eq(2.1) is unique and is given by x= When α = 0 and A = 0 the only equilibrium point of Eq(2.

3.1.1. (A + Bu + Cv)2 31 (2. in addition to the local stability Theorem 1. .2. For the zero equilibrium of Eq(2. . A + Bxn + Cxn−1 n = 0.1) about the zero equilibrium point is β γ zn+1 − zn − zn−1 = 0. 1.1 Assume that A > 0. .1.1) about the equilibrium point x is zn+1 − pzn − qzn−1 = 0 where p = fu (x. Furthermore the zero equilibrium point is a sink when a saddle point when a repeller when A>β+γ A < β + γ < A + 2β β + γ > A + 2β. v) = (γA − αC) − (βC − γB)u . . .1) we have p= β A and q = γ A and so the linearized equation associated with Eq(2. .1). A A For the stability of the zero equilibrium of Eq(2. we have the luxury of the global stability Theorem 1. 1. As a consequence of these two theorems we obtain the following global result: Theorem 2. x) and q = fv (x. . is globally asymptotically stable when β+γ ≤A and is unstable when β + γ > A.2.1.1).10) If x denotes an equilibrium point of Eq(2. n = 0. .2. then the linearized equation associated with Eq(2. x). The local stability character of x is now described by the linearized stability Theorem 1.1. Then the zero equilibrium point of the equation xn+1 = βxn + γxn−1 . Stability of the Zero Equilibrium and fv (u.

1) has a positive equilibrium when either or α > 0.4).14) (2. Eq(2. we see that p = fu (x.15).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 . By using the identity (B + C)x2 = (β + γ − A)x + α.3) and (2.1. Inequalities (2. it satisﬁes Eqs(2. Periodicity. and Invariant Intervals 2.11) and (2.15) A2 + (γA − αC) βC − γB x > −α − . Semicycles. 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 (2.8). Local Stability.32 Chapter 2.1.3 Local Stability of the Positive Equilibrium α = 0 and β + γ > A As we mentioned in Section 2. and it is given by (2. x) = (γA − αC) − (βC − γB)x (γA − αC) − (βC − γB)x = 2 .13) (2.1) the following: |p| < 1 − q (2. x) = and q = fv (x. 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 1.13)-(2.11) and q > −1. In these cases the positive equilibrium x is unique.12) (A + β + γ)x > −α − (2.

Then the following statements are true: (i) Assume C > 0.4. 33 2.1 Let p ≥ 2 be a positive integer and assume that every positive solution of Eq(2. . Then γ(α + β) = 0. . σ ∈ [0.1) is periodic with period p.1) xn+1 = xn+1 = xn+1 = xn+1 n = 0.4 When is Every Solution Periodic with the Same Period? 1 .17) (2. . . .1) with the property that every solution of the equation is periodic with the same period.18) (2. . . When is Every Solution Periodic with the Same Period? and/or x<σ for some ρ. [73]. xn 1 xn−1 . .) Theorem 2. 4. 1. xn−1 xn . 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. 1. 5. 1. 1. n = 0.19) 1 + xn . and [74]. . Now if we set F (u) = (B + C)u2 − (β + γ − A)u − α.16) (2. n = 0. n = 0. . (ii) Assume C = 0. . . (See also [75]. = xn−1 are remarkable in the sense that all positive solutions of each of these four nontrivial equations are periodic with periods 2.4. The following four special examples of Eq(2. ∞). . The following result characterizes all possible special cases of equations of the form of Eq(2. (2.2. Then A = B = γ = 0. and 6 respectively.

3.21) (2. Semicycles.21) we now claim that also γ = 0. Hence (2.21) holds.1) is periodic with period p.1) xp = Hence (A + B)x0 + (Cx0 − γ)xp−2 = α + β.22) holds .22) Otherwise γ > 0 and by choosing x0 < min α+β γ .20) is impossible. 4. Local Stability. we see that (2. A+B C (2.4. Then up to a change of variables of the form xn = λyn Eq(2.20) is impossible. for the sake of contradiction. .1) reduces to one of the equations (2. ∞).20) α + β + γxp−2 = x0 .20) is impossible. In addition to (2.19) . Then clearly x0 = xp and so from Eq(2. 6}. 2 Corollary 2. Thus (2. A+B C we see that (2. Then by choosing x0 suﬃciently small. A + B + Cxp−2 and xp−1 = x−1 = 1 we see that (2. and Invariant Intervals Proof. Assume that every positive solution of Eq(2. assume that γ(α + β) > 0. The proof is complete. Then we claim that A = B = 0.16)-(2. Consider the solution with x−1 = 1 and x0 ∈ (0. 5. (2. Otherwise A + B > 0 and by choosing x0 > max α+β γ . (i) Assume that C > 0. (ii) Assume C = 0 and.1 Let p ∈ {2. Periodicity.34 Chapter 2.

2. φ.5 Existence of Prime Period-Two Solutions In this section we give necessary and suﬃcient conditions for Eq(2.1) if and only if α + β(φ + ψ) = Bφψ with φ.23) α + βψ + γφ A + Bψ + Cφ α + βφ + γψ A + Bφ + Cψ . ψ. .27) (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) hold . is a prime period-two solution of Eq(2.26) and (2. .1) has a prime period-two solution if and only if γ = β + A. . φ. .26) αC + β(γ − β − A) . Furthermore when (2. . ψ. Convention Throughout this book when we say that “every solution of a certain diﬀerence equation converges to a periodic solution with period p” we mean that every solution converges to a.5. .24) (2. . ∞) and φ = ψ (2.) Furthermore we are interested in conditions under which every solution of Eq(2. not necessarily prime. ψ. Existence of Prime Period-Two Solutions 35 2. . φ.25) (2. . . . is a prime period-two solution of Eq(2.1) converges to a period-two solution in a nontrivial way according to the following convention.1) to have a prime period-two solution and we exhibit all prime period-two solutions of the equation. (See [50]. solution with period p and furthermore the set of solutions of the equation with prime period p is nonempty. C (2. ψ ∈ [0. φ.1). ψ. Assume that .

25) that one of the following three conditions must be satisﬁed: B = C. Then it follows from (2. φ. − φ. . α = β = 0. B > C.6 Let Local Asymptotic Stability of a Two Cycle .29) (2.1). . B φ= β+ √ β 2 + αB . . Set un = xn−1 and vn = xn for n = 0.30) holds.28) Next assume that (2. 1. Periodicity. . . α + β > 0.23) and (2.32) 4C 2 2. and φψ = 0.29) holds. . . .31) γ > β + A and When (2. 0. That is. ψ. C γ−A γ−A . B = C. ψ. φ. the two cycle is . φ. and φψ ≥ 0. . . .. C C Finally when (2. φ.. . γ−A γ−A − φ.24) holds and that Eq(2. . the two cycle is . α = β = 0.30) (2. Local Stability. . . ψ. . and φψ > 0. φ. . ψ. . be a two cycle of the diﬀerence equation (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. . . −β + Bφ (2. . . B and ψ = α + βφ .31) holds.36 Chapter 2. . When (2.. and Invariant Intervals or equivalently β φ> .1) possesses a prime period-two solution . (2. C C with 0 ≤ φ < γ−A . (2. Semicycles. 0. . (γ − β − A)[B(γ − β − A) − C(γ + 3β − A)] α< . φ. . . .

∞) deﬁned by: T Then u v = v βv+γu+α Bv+Cu+A 37 . ψ) ∂v (φ. ψ) ∂v (φ. evaluated at ψ By deﬁnition ∂g ∂g (φ. ψ) = .2. . ψ) ∂u φ = JT 2 . JT 2 . v) h(u. 1. n = 0.1) in the equivalent form: un+1 = vn α+βv vn+1 = A+Bvn +γun . . ∂u (A + Bφ + Cψ)2 (A + Bψ + Cφ)2 . ψ ∂h ∂h (φ. φ ψ is a ﬁxed point of T 2 . n +Cun Let T be the function on [0.6. v) = u v = g(u. ∂v (A + Bψ + Cφ)2 [(βA − αB) − (γB − βC)ψ][(γA − αC) + (γB − βC)ψ] ∂h (φ. . ψ) = . v) = α + βv + γu A + Bv + Cu and h(u. ∂u (A + Bψ + Cφ)2 ∂g (βA − αB) − (γB − βC)φ (φ. Local Asymptotic Stability of a Two Cycle and write Eq(2. v) α+βv+γu α + β A+Bv+Cu + γv α+βv+γu A + B A+Bv+Cu + Cv . ∞) × [0. By computing the partial derivatives of g and h and by using the fact that φ= α + βψ + γφ A + Bψ + Cφ and ψ = α + βφ + γψ A + Bφ + Cψ The two cycle is locally asymptotically stable if the eigenvalues of the Jacobian matrix φ lie inside the unit disk. . ψ) = . the second iterate of T . ψ) ∂u we ﬁnd the following identities: (γA − αC) + (γB − βC)ψ ∂g (φ. Furthermore T2 where g(u.

φ.4 for some applications. Local Stability. See Sections 6. .7. + (A + Bφ + Cψ)2 Set S= and D= ∂h ∂g (φ. Semicycles. γ. Deﬁnition 2.7 Convergence to Period-Two Solutions When C=0 α + βxn + γxn−1 .6.5. ψ. φ. The basin of attraction of this two cycle is the set B of all initial conditions (x−1 . ψ) − (φ. A and B so that every solution of Eq(2.1 (Basin of Attraction of a Two Cycle) Let . . and 10. and Invariant Intervals [(βA − αB) − (γB − βC)ψ][(βA − αB) − (γB − βC)φ] ∂h (φ. . .33) . 6.1) converges to the two cycle. be a two cycle of Eq(2. β.33) converges to a period-two solution. B ∈ [0.2) to obtain conditions on α. 2. γ. ∞) with α + β + γ. ψ) + (φ. ψ) (φ. 6. ψ) ∂u ∂v ∂h ∂g ∂h ∂g (φ.1). 6. and 7. ∂u ∂v ∂v ∂u φ ψ lie inside the Then it follows from Theorem 1. every solution converges to a (not necessarily prime) period-two solution and n = 0.7. . . (2. .38 Chapter 2.6. A. ψ) = ∂v (A + Bφ + Cψ)2 (A + Bψ + Cφ)2 (γA − αC) + (γB − βC)φ . ψ) (φ. ∞) and nonnegative initial conditions and obtain a signum invariant for its solutions which will be used in the sequel (See Sections 4. Periodicity.9. . ψ. if and only if |S| < 1 + D and D < 1. β.1 (c) that both eigenvalues of JT 2 unit disk |λ| < 1.1. 1. x0 ) through which the solution of Eq(2. A + Bxn In this section we consider the equation xn+1 = where α. ψ). . A + B ∈ (0. That is.

33). Set (2. the proof of which follows by straightforward computations. the solution would converge to a period-two solution. Statement (ii) holds if and only if J0 < 0 and β +A > 0. (See also Section 10.33). In particular. 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.34) Jn = α + β(xn−1 + xn ) − Bxn−1 xn for n ≥ 0.7. ∞ Lemma 2.27) holds. In this case. Finally (iii) holds.) Now before we see that when B > 0 every solution of Eq(2.33) converges to a periodtwo solution if and only if (2. (β + A)J0 = 0.1 Assume that (2. Jn+1 = (b) xn+1 − xn−1 = Jn A + Bxn for n ≥ 0.7. (ii) xn+1 − xn−1 < 0 for all n ≥ 0. one and only one of the following three statements is true for each solution of Eq(2. Then the following statements are true: (a) β+A Jn for n ≥ 0. 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.2 where we present the complete character of solutions of Eq(2. if and only if J0 > 0 and β + A > 0. the solution {xn } is periodic with period-two. Convergence to Period-Two Solutions When C=0 39 there exist prime period-two solutions.2. the sign of the quantity Jn is constant along each solution. Now observe that xn+1 − xn−1 = β+A (xn − xn−2 ) for n ≥ 1 A + Bxn . (iii) xn+1 − xn−1 > 0 for all n ≥ 0. and let {xn }n=−1 be a solution of Eq(2. A + Bxn In particular. if and only if. Clearly (i) holds. we need the following result.27) holds.33): (i) xn+1 − xn−1 = 0 for all n ≥ 0.

40 and so Chapter 2.27) holds every solution of Eq(2. Kρ + x2N 1−ρ . A+β A+β A+β A+β < = ρ. . A + Bxk k=1 (2. 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 | + .1 Assume B > 0. .35) We will now employ (2. ≤K ρi + x2N < i=1 which contradicts the hypothesis that the subsequence of even terms is unbounded. for the sake of contradiction.7.33) has a prime period-two solution if and only if (2.28). that the subsequence of even terms increases to ∞.27) holds all prime period-two solutions . The proof for the subsequence of odd terms is similar and will be omitted. . . .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. (c) When (2. and Invariant Intervals n xn+1 − xn−1 = (x1 − x−1 ) β+A . (b) When (2. Periodicity. To this end assume. φ. . ψ. . 2. . Then the following statements hold: (a) Eq(2. . + |x2N +2 − x2N | + x2N m for m = 1. In summary we have established the following result. Then there exists N ≥ 0 such that ρ= Clearly for all n > N . Semicycles. Local Stability. |x2N +2 − x2N | = A+β A+β < 1.33) are given by (2.33) converges to a period-two solution.27) holds. . of Eq(2. A + Bx2n+1 A + Bx2n A + Bx2N +1 A + Bx2N Set Then K = |x2N − x2N −2 |. . . ψ. φ. Theorem 2.

1).1) is an interval I with the property that if two consecutive terms of the solution fall in I then all the subsequent terms of the solution also belong to I.36) if xN −1 . The following table gives the signs of fx and fy in all possible nondegenerate cases. Invariant intervals for Eq(2.8. (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 .2. In other words I is an invariant interval for the diﬀerence equation xn+1 = f (xn . 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 2.8 Invariant Intervals An invariant interval for Eq(2. y) = N − Mx .9) and (2. fy < 0 if x < M L + My (A + Bx + Cy)2 and fy (x. 1.36) are determined from the intervals where the function f (x. and N = γA − αC. . n = 0. Signs of derivatives fx and fy fx > 0 N N fy > 0 if x < M . 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 fx < 0 N N fy > 0 if x > M . y) = where L = βA − αB.1) the partial derivatives are given by (2. . y) is monotonic in its arguments. we obtain the following table of invariant intervals for Eq(2.10) and are fx (x. xN ∈ I for some N ≥ 0. then xn ∈ I for every n > N . (A + Bx + Cy)2 − + − − − − − − Using this table. xn−1 ). 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 .

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

1) with α.4 It is known (see Sections 2.9. . 1. .39) (2.37) converges to a periodic solution with period p. Open Problem 2. 6. ∞)] and let p ≥ 2 be an integer. (2.40) 1 + xn−1 .7. B. . . . Open Problem 2. . . = 1 + xn . Is it true that p ∈ {2. Find necessary and suﬃcient conditions so that every nonnegative solution of the diﬀerence equation (2.7) that every positive solution of each of the following three equations xn+1 = 1 + xn+1 = xn+1 xn−1 .9.5. ∞). n = 0. 4. xn−1 ). 1 + xn xn + 2xn−1 . ∞) converges to a solution with period p . ∞) × [0. (2. (0.37) has the property that every one of its solutions is also periodic with the same period p? What is it that makes every positive solution of a diﬀerence equation converge to a periodic solution with period p ≥ 2 ? Open Problem 2. γ.37) is periodic with period p ≥ 2. 4. . . . β.7. In particular address the case p = 2.2 Let f ∈ C 1 [[0. C ∈ [0. 1.9.3 Let p ≥ 2 be an integer and assume that every positive solution of Eq(2. and 6.9. ∞).38) (2. ∞)] is such that every positive solution of the equation xn+1 = f (xn . . ∞) × (0. Is it true that the linearized equation about a positive equilibrium point of Eq(2.9. 6}? Open Problem 2. 5. 1. Open Problems and Conjectures 43 2. . [0.1 Assume that f ∈ C 1 [(0. 1. if and only if every root of the characteristic equation is a pth root of unity.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. xn n = 0. n = 0. every solution is periodic with period p ≥ 2. n = 0. A.

x0 ) ∈ (0.9.41) is a period-two solution of Eq(2.9. B. B ∈ (0.7. Semicycles. Local Stability.1) has a positive prime period-two solution.5 Assume α. .5. 6. 6. γ. Conjecture 2.9. . B. γ. B. Conversely. Show that the positive equilibrium of Eq(2. ∞) for which the solution {xn }∞ n=−1 converges to the period-two solution (2. A. C ∈ (0. A. γ. ∞) and that Eq(2. ∞) and that Eq(2. ∞) and γ > β + A. Show that every positive solution of Eq(2. ψ. β.38) or Eq(2.1) is bounded. determine φ and ψ in terms of the initial conditions x−1 and x0 . and Invariant Intervals converges to a solution with (not necessarily prime) period-two: .40). β. ψ. Periodicity.41).39) or Eq(2.1) has no period-two solution. β. A.7. . .2 Assume α. γ. ∞) × (0. Determine the set of initial conditions x−1 and x0 for which the solution {xn }∞ n=−1 of Eq(2.7. A. .44 Chapter 2. Conjecture 2. if (2.9. (2. φ.33) is bounded. C ∈ (0. . and 10. φ. β. Show that the positive equilibrium is globally asymptotically stable.3 Assume α. . Open Problem 2. .2. (See Sections 2. C ∈ (0.1) is a saddle point. ∞).41) In each case. determine all initial conditions (x−1 .1 Assume α. 4.) Conjecture 2.

f (xn−1 ) . γ. Open Problem 2.1) cannot have a positive prime two cycle which attracts all positive non-equilibrium solutions. .8 Assume f ∈ C[(0. β. Open Problems and Conjectures Open Problem 2. B. . ∞).2. ∞). . (0.7 Assume f ∈ C[(0. C ∈ [0.9. ∞). Obtain necessary and suﬃcient conditions on f for every solution of the diﬀerence equation xn+1 = to be bounded. xn−1 n = 0. ∞).9.2). (See Section 4.4 Assume that α. Conjecture 2.9.1) is bounded. 1.9 Extend Theorem 2. . A + Bxn−1 + Dxn−2 n = 0. What additional conditions should the parameters satisfy? . 1.7).7. (See Section 5. 45 Obtain necessary and suﬃcient conditions in terms of the coeﬃcients so that every positive solution of Eq(2. . . ∞)]. . Show that Eq(2. C ∈ [0. Open Problem 2. . γ. 1. (0. . xn n = 0.1 to third order diﬀerence equations xn+1 = α + βxn + γxn−1 + δxn−2 . Open Problem 2. B. A.9. ∞)]. f (xn ) .6 Assume α. Obtain necessary and suﬃcient conditions on f for every positive solution of the equation xn+1 = 1 + to converge to a period-two solution. with nonnegative parameters and nonnegative initial conditions such that γ = β + δ + A. A.9.9. β.

42) to be a repeller. But how about necessary and suﬃcient conditions for the equilibrium of Eq(2.42) For the equation λ3 + aλ2 + bλ + c = 0 one can see that all roots lie inside the unit disk |λ| < 1 if and only if |a + c| < 1 + b |a − 3c| < 3 − b b + c2 < 1 + ac . Periodicity. xn−1 . and Invariant Intervals Open Problem 2. 1.1 to third order difference equations xn+1 = f (xn . xn−2 . .46 Chapter 2. n = 0.9. xn−3 ). (2. Semicycles. or nonhyperbolic? Extend these results to fourth order diﬀerence equation xn+1 = f (xn . xn−1 . . . Local Stability. . . .10 Extend the linearized stability Theorem 1. n = 0. . .1. 1. xn−2 ). . or a saddle point.

(3. . A Eq(1) contains the following nine equations of the (1. . 1.4) xn+1 = β . . Cxn−1 47 n = 0. A n = 0. . (3. . . (3. 1)-type: xn+1 = n = 0. (3. 1.1) xn+1 = α . . . .2) xn+1 = α . 1)-Type Equations 3.5) xn+1 = βxn . 1.3) xn+1 = βxn . . . . B n = 0. (3. 1. . 1.1 Introduction α .6) . Cxn−1 n = 0. . . . (3. 1. . .Chapter 3 (1. Bxn n = 0.

. A n = 0. 1.4) and (3.9) are trivial. .7) xn+1 = and γxn−1 . 1)-type Eq(3.6) which by the change of variables xn = reduces to the equation yn+1 = yn . 1. . . . (3.2) is periodic with period two and every solution of Eq(3. . . y0 1 1 y−1 . .5). 1. y0 . . (3. and the denominators are always positive. C n = 0.8) xn+1 = γ . Of these nine equations.10) has prime period six. . .4) is periodic with period four.10) It is easy to see that every positive solution of Eq(3. . and (3. every other solution of Eq(3.7) are linear diﬀerence equation. Indeed the solution with initial conditions y−1 and y0 is the six-cycle: y−1 . are treated in the next two sections. (3..6) and (3. Bxn n = 0. ... . Eqs (3. . . .8).9) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. namely. Eqs(3. 3.10) is periodic with period six. (3. . the initial conditions are nonnegative. . (1. 1)-Type Equations xn+1 = γxn−1 .2 The Case α = γ = A = B = 0 : xn+1 = β yn C βxn Cxn−1 This is the (1. y−1 y−1 y0 y0 It is interesting to note that except for the equilibrium solution y = 1. Eqs(3. The remaining two equations.48 Chapter 3. Every solution of Eq(3. 1. (3.1). yn−1 n = 0.

from which the behavior of solutions is easily derived. where f ∈ C[(0. xn−1 ).3. . . (3. ∞). where f ∈ C[(0.15) What is it that makes every solution of a nonlinear diﬀerence equation periodic with the same period? We believe this is a question of paramount importance and so we pose the following open problems.4 Open Problems and Conjectures Of the nine equations in this chapter we would like to single out the two nonlinear equations.6) is of the form xn+1 = f (xn .14) (3.11) is yn = C1 −1 + 2 √ 5 n n = 0. . Also every solution of Eq(3.3.11) + C2 −1 − 2 √ 5 n . 1. 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. namely two and six. . .13) n = 0.8) which by the change of variables xn = reduces to the linear equation yn+1 + yn − yn−1 = 0. . while Eq(3. n = 0. .7) is periodic with period two but this is a linear equation. ∞)]. (3. which possess the property that every positive nontrivial solution of each of these two equations is periodic with the same prime period. (0.2). (3. respectively.12) . 1.3 The Case α = β = A = C = 0 : xn+1 = γ yn e B This is the (1. Eq(3. . ∞). n = 0.6). ∞)]. . 1. 3. 1)-type Eq(3. The Case α = β = A = C = 0 : xn+1 = γxn−1 Bxn 49 γxn−1 Bxn 3. The general solution of Eq(3. . (3. . (3.2) is of the form xn+1 = f (xn ). Eq(3. ∞) × (0.2) and (3. . (0.

Conjecture 3. 6. (1.4. Show that f (x) = x. [0.) Conjecture 3. ∞)] be such that every positive nontrivial solution of the diﬀerence equation xn+1 = f (xn ) . ∞). Open Problem 3. . Obtain necessary and suﬃcient conditions on α. n = 0. .4. 7.4. 1. 9. . β. 8. ∞). 1)-Type Equations Open Problem 3.2 Let k ≥ 2 be a positive integer and assume that (3. γ ∈ (−∞. ∞)] be such that every positive nontrivial solution of the diﬀerence equation (3.1 Let f ∈ C 1 [[0. γ so that every solution of the equation xn+1 = α |xn | + βxn−1 + γ. In particular address the cases k = 4. (3. xn−1 n = 0.12) is periodic with period k. 5.2 Let f ∈ C 1 [[0. .4. In particular address the cases: (See [10]. and [59].14) is periodic with period k. k = 5. [0.3 Let k be a positive integer and assume that α.16) is periodic with prime period ﬁve.15) holds. Obtain necessary and suﬃcient conditions on f so that every positive solution of Eq(3. Show that f (x) = 1 + x.1 Let k ≥ 2 be a positive integer and assume that (3. .16) is periodic with prime period six. Obtain necessary and suﬃcient conditions on f so that every positive solution of Eq(3. [17]. . with real initial conditions is periodic with period k.4.50 Chapter 3. 1. ∞).13) holds. 6. . β. Open Problem 3.

∞). f (xn ) . . Open Problems and Conjectures 51 Open Problem 3.4.18) xn−1 ∞ (i) {pn }n=0 converges to a ﬁnite limit.4. .4 Obtain necessary and suﬃcient conditions on f ∈ C[[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 = . (ii) {pn }∞ converges to ±∞. (3. xn−1 n = 0. . . . n=0 (iii) {pn }∞ is periodic with prime period k ≥ 2. . 1. . n=0 .4.17) Open Problem 3.5 Let {pn }∞ be a sequence of nonzero real numbers. ∞)] such that every positive nontrivial solution of the equation xn+1 = is periodic with prime period three.3. [0. (3. n = 0. 1.

.

2)-type: xn+1 = n = 0. (4. (4. . . . . Bxn + Cxn−1 n = 0. 1.2) xn+1 = α . . 1. A + Cxn−1 n = 0. 2)-Type Equations 4. 1. .4) xn+1 = βxn . 1. Bxn + Cxn−1 53 n = 0. (4.5) xn+1 = βxn . .6) . . .1 Introduction α . 1. A + Bxn Eq(1) contains the following nine equations of the (1. . (4. . 1.1) xn+1 = α . A + Cxn−1 n = 0. . A + Bxn n = 0. . . . (4.3) xn+1 = βxn . (4. . . .Chapter 4 (1.

then the subsequences {x2n−1 } and {x2n } satisfy the Riccati equation γyn n = 0. Two of these equations. .8).8) γxn−1 . . . the initial conditions are nonnegative.2) and (4. . Indeed if {xn } is a solution of Eq(4. 2)-type Eq(4. . then the subsequences {x2n−1 } and {x2n } satisfy the Riccati equation of the form of Eq(4.1). .8) will not be discussed any further in this chapter.4). .4) to the linear equation yn+1 = A B yn + . 1. . 4. if {xn } is a solution of Eq(4. . . (1. . .2). (4. and the denominators are always positive. β β n = 0. .7) xn+1 = and xn+1 = γxn−1 . (4. A + Cxn−1 n = 0. Also Eqs(4. and (4.6 in the Preliminary Results). yn+1 = A + Cyn It is also interesting to note that the change of variables xn = 1 yn reduces the Riccati equation (4. A + Bxn n = 0.1) and (4. Eqs(4. . 1.9) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive.8) are essentially Riccati equations. (4. namely Eqs(4.2 The Case β = γ = C = 0 : xn+1 = A yn B α A+Bxn This is the (1. (4. 2)-Type Equations xn+1 = γxn−1 .4) are Riccati-type diﬀerence equations. In view of the above. from which the global behavior of solutions is easily derived. 1.1) which by the change of variables xn = . Similarly. . . . 1.54 Chapter 4. (See Section 1.2). 1. Bxn + Cxn−1 n = 0.

2.12) is bounded and persists. 1 + yn p= n = 0.2. (4. n→∞ . . The Case β = γ = A = 0 : xn+1 = reduces to the Riccati equation yn+1 = where α Bxn +Cxn−1 55 p . Theorem 4.10) αB .12) Eq(4.6) is R = −p < 0 and so the following result is a consequence of Theorem 1.4.6. . So if the theorem is false there should exist a ∞ solution {yn }n=−1 which is neither bounded from above nor from below.3.10) is globally asymptotically stable.11) (4. lim sup yn = ∞ and n→∞ lim inf yn = 0. . yn yn−1 n = 0. 4.3.3) which by the change of variables √ α xn = yn is transformed to the diﬀerence equation yn+1 = C B + .) We will ﬁrst show that every solution of Eq(4. It is easy to see that if a solution of Eq(4. (See also [12]. 1. 1. .1 Every solution of Eq(4.12) was investigated in [65].1 The positive equilibrium y= −1 + √ 2 1 + 4p of Eq(4. Proof.12) is bounded from above then it is also bounded from below and vice-versa. (4. That is.12) converges to √ its equilibrium B + C. . A2 The Riccati number associated with this equation (see Section 1.12) is bounded and then we will use the method of “limiting solutions” to show that every solution of Eq(4. Theorem 4. 2)-type Eq(4.3 The Case β = γ = A = 0 : xn+1 = α Bxn +Cxn−1 This is the (1. . .

. . Then by Theorem 4. .2 The equilibrium y = stable. yi−1 yi−2 yj Proof. The linearized equation of Eq(4. Therefore there exist positive numbers m and M such that m ≤ yn ≤ M Let I = lim inf yn n→∞ We will show that I = S. j − 1}. (1. and S = lim sup yn .12). 1. and by Theorem 1. S0 = S B C + . Theorem 4. . −2. . 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. B+C B+C n = 0. .5) there exist two solutions {In }∞ n=−3 and {Sn }∞ n=−3 of the diﬀerence equation yn+1 = with the following properties: I0 = I.1. yn yn−1 n = −3. B + C < yi yj ≤ B + C which is impossible. .1 .12) is globally asymptotically √ B + C is (4.13) for all n ∈ {−1.12). . To ∞ this end. 2 √ B + C of Eq(4. . . 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 .12) about the equilibrium y = zn+1 = − B C zn − zn−1 . By the theory of limiting solutions (see Section 1. n→∞ for n ≥ −1. {yn }n=−1 is bounded and persists.3. let {yn }∞ n=−1 be a solution of Eq(4.3.1. B C B+C + > yj−1 yj−2 yi C B+C B + ≤ .56 Chapter 4. . .

15) 2 4. The Case α = γ = B = 0 : xn+1 = and Then βxn A+Cxn−1 . C βxn A+Cxn−1 .Pielou’s Equation 57 In .14) and (4. 1.14) from which it follows that (4. .Pielou’s This is the (1. From (4.16) . A n = 0. S] for n ≥ −3. S= B C B+C + ≤ S−1 S−2 I C B+C B + ≥ . I−1 I−2 S B + C = SI. 1 + yn−1 β . . 2)-type Eq(4. .5) which by the change of variables xn = reduces to Pielou’s diﬀerence equation yn+1 = where p= pyn . Sn ∈ [I.4 The Case α = γ = B = 0 : xn+1 = Equation A yn . (4.4.4. 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. Therefore B C B C + = I = S−1 = + S S S−2 S−3 S = S−2 . (4.

18) . (b) Assume y0 ∈ (0.16) is globally asymptotically stable. . (4.16) that every positive solution converges to 0. So the interesting case for Eq(4. Eq(4. (1. t≥0 dt P which is a prototype of modelling the dynamics of single-species.16) is globally asymptotically stable.16) possesses the unique positive equilibrium y = p − 1.5 The Case α = γ = A = 0 : xn+1 = β . it follows that when (4. 4.1 (a) Assume p ≤ 1. . p. 1. 0 is locally asymptotically stable when p ≤ 1 and unstable when p > 1. Then the positive equilibrium y = p − 1 of Eq(4.58 Chapter 4. it follows from Eq(4. which is locally asymptotically stable.16) is unstable and Eq(4. 2)-type Eq(4.2. x is globally asymptotically stable. 2)-Type Equations This equation was proposed by Pielou in her books ([66]. (4. p.4.) When p ≤ 1.16) was investigated in [55].17) holds.79) as a discrete analogue of the delay logistic equation dN N (t − τ ) = rN (t) 1 − . ∞) and p > 1. B + Cyn βxn Bxn +Cxn−1 This is the (1.75). . p.4. (See also ([42].6) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = p + yn . Furthermore.16) is when p > 1.17) In this case the zero equilibrium of Eq(4. p + yn−1 n = 0. In fact by employing Theorem 1. Theorem 4. We summarize the above discussion in the following theorem.22) and ([67]. Then the zero equilibrium of Eq(4.

That is. 0 is a repeller and y = 1 − p is a saddle point equilibrium. .7.6.1.4. B γxn−1 A+Bxn This is the (1. Then 0 is the only equilibrium point of Eq(4. . p + yn n = 0.1 (a) Assume p > 1. C Eq(4. p.6. 73) where it was shown that its equilibrium one is globally asymptotically stable . (4.6 The Case α = β = C = 0 : xn+1 = γ yn .19) has semicycles of length one. It follows directly from Eq(4. Then 0 and y = 1 − p are the only equilibrium points of Eq(4. ∞). The following local result is a straightforward application of the linearized stability Theorem 1.19) and they are both unstable. every solution of Eq(4. The Case α = β = C = 0 : xn+1 = where γxn−1 A+Bxn 59 B .19) and it is locally asymptotically stable. Lemma 4. γ Eq(4.7) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= yn−1 . 2)-type Eq(4. In fact. p= 4. except possibly for the ﬁrst semicycle.5) that 1 yn+1 < yn−1 p and so when p>1 for n ≥ 0 . (b) Assume p < 1.1.19) is a consequence of Theorem 1. The oscillatory character of the solutions of Eq(4.1.19) (see also Section 2.1 (e).19) was investigated in [28].4. 1.18) was investigated in ([42] Corollary 3.19) A ∈ (0. .

φ.19) is globally asymptotically stable. . ψ. Finally when p<1 by invoking the stable manifold theory one can see that there exist nonoscillatory solutions which converge monotonically to the positive equilibrium 1 − p. 1. .19) converges to a period-two solution . . n = 0.9) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = p + where yn−1 . (4. φ. 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. . 2)-Type Equations the zero equilibrium of Eq(4. . yn n = 0. .7 The Case α = β = A = 0 : xn+1 = γ Byn γxn−1 Bxn +Cxn−1 This is the (1. yn+1 < yn−1 for n ≥ 0 and so every positive solution of Eq(4. . . B This equation was investigated in [7] where it was shown that the following statements are true: p= . ∞). .60 Chapter 4. (1. On the other hand when p = 1. . Furthermore we can see that φψ = 0 but whether there exists solutions with φ=ψ=0 remains an open question. . 1. It follows from the identity (1 − p) − yn yn−1 . . 2)-type Eq(4. . 4.20) C ∈ (0.

n→∞ lim 2. Moreover. . The next result about semicycles is an immediate consequence of some straightforward arguments and Theorem 1. Then the following statements are true: 1. Theorem 4.1 The equilibrium point y = p + 1 of Eq(4. Then {yn }∞ n=−1 is oscillatory.2 (a) Let {yn }∞ n=−1 be a solution of Eq(4. Theorem 4. the equilibrium y = p + 1 of Eq(4.20) such that 0 < 1 y−1 ≤ 1 and y0 ≥ 1−p .7. 1] and y2 ≥ p + y0 and use induction to complete the proof.20) is y = p + 1.1 The Case p < 1 Here we show that there exist solutions of Eq(4.3 Let p < 1.20) about the equilibrium point y = p + 1 is zn+1 + 1 1 zn − zn−1 = 0. (ii) When p = 1. . Then {yn }∞ n=−1 converges monotonically to y = p + 1.20) converges to a period-two solution. . . It suﬃces to show that y1 ∈ (p. Proof. p+1 p+1 n = 0.7. and so y0 > p + 1. (iii) When p > 1. n→∞ y2n+1 = p.20) is globally asymptotically stable. In fact the following result is true. Note that 1 1−p > p + 1. with the possible exception of the ﬁrst semicycle.1.21) As a simple consequence of the linearized stability Theorem 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. The linearized equation of Eq(4.1. (4.7. 1.7. every solution of Eq(4. lim y2n = ∞.20) which are unbounded.7. and let {yn }∞ n=−1 be a solution of Eq(4. We now proceed to establish the above results. ∞ (b) Let {yn }n=−1 be a solution of Eq(4.1 we obtain the following result: Theorem 4. 4. .20) to be bounded.4.20) which consists of a single semicycle.7. Clearly the only equilibrium point of Eq(4.20) which consists of at least two semicycles.20) is locally asymptotically stable when p > 1 and is an unstable saddle point when p < 1. every semicycle has length one.

Theorem 4. y2n−1 . 2)-Type Equations > p.20) converges to a period-two solution if and only if p = 1.1 Let p > 1.7. and let {yn }∞ n=−1 be a solution of Eq(4. .7. It follows from Theorem 4. p .20). .20) is globally asymptotically stable.62 Indeed y1 = p + y1 y0 Chapter 4. ∞ (b) Suppose {yn }∞ n=−1 consists of at least two semicycles. y1 = p + y−1 1 ≤p+ ≤ 1.1 and some straightforward arguments. Note that for n ≥ 0.3 The Case p > 1 Here we show that the equilibrium point y = p + 1 of Eq(4. ∞ (a) Suppose {yn }n=−1 consists of a single semicycle.7.7.7. The following result will be useful.7. 1. (c) Every solution of Eq(4.4 Let p = 1. 4.20). and that p < y0 < p + 1 < y−1 . Also. Then the following statements are true.2 that we may assume that every semicycle of {yn }∞ n=−1 has length one. (1. p2 We shall ﬁrst show that lim supn→∞ yn ≤ p−1 . n→∞ p p−1 n→∞ Proof. . 4. Lemma 4. Then {yn }∞ n=−1 converges monotonically to y = 2. that p < yn for all n ≥ −1. y2n+1 < p + So as every solution of the diﬀerence equation 1 ym+1 = p + ym .20). and let {yn }∞ n=−1 be a solution of Eq(4. Hence y2 = p + y0 y1 ≥ p + y0 . y0 y0 2 and so y1 ∈ (p. Then {yn }n=−1 converges to a prime period-two solution of Eq(4. p m = 0. 1].2 The Case p = 1 The following result follows from Lemma 2. See also Section 2. Then p+ p2 p−1 ≤ lim inf yn ≤ lim sup yn ≤ .5.

we have p−1 p3 + p(p − 1) =p+ . lim inf yn ≥ 2 n→∞ p p 2 We are now ready for the following result.7. p−1 f p. p2 + y2n−1 < . ∞) for each y ∈ (0.4. Then the equilibrium y = p + 1 is globally asymptotically stable.7. The Case α = β = A = 0 : xn+1 = 2 γxn−1 Bxn +Cxn−1 2 63 p p converges to p−1 . ∞). We shall next show that p + p−1 ≤ lim inf n→∞ yn .1 that y = p + 1 is a locally asymptotically stable equilibrium point of Eq(4. There clearly exists y2n = p + So as p−1 p3 + p + p(p − 1) y2n−2 >p+p 2 = .5 Let p > 1. So let {yn }∞ n=−1 be a solution of Eq(4. set p−1 p2 + >p .p = p + p 2 p−1 p + p2 + p−1 p2 + p−1 = p2 + p3 + p = . Then > 0. it follows that lim supn→∞ yn ≤ p−1 . p2 − p p−1 p2 + . y ∈ p. y) < for all x. ∞) × (0. Proof.20). there exist no solutions of Eq(4. Let p N ≥ 0 such that for all n ≥ N . p−1 Let n ≥ N . y ∈ (0.4. p−1 For x. We know by Theorem 4. ∞). Hence p < f (x. Let > 0. . ∞)] . (0. y2n−1 p + p2 + is arbitrary. It suﬃces to show that lim yn = p + 1. y) = p + . ∞). ∞).20). x Then f ∈ C[(0. ∞) for each x ∈ (0. and set a = p and b = Note that f and p2 + . Recall that by Theorem 4. and f is increasing in y ∈ (0.7. f is decreasing in x ∈ (0. n→∞ y f (x.7.20) with prime period two. Theorem 4.

.8. . . n=−l Open Problem 4. + yn yn−1 (4. Show that every solution of Eq(4. 1. . φp . . . and [61]. . y0 are such that y−1 y0 < 0 and such that Eq(4. .22). . . ∞) and k. .23) A B λl−k + = 0. A+B A+B A. . y0 with y−1 y0 < 0 for which the equation yn+1 = B A . (b) Assume that the initial conditions y−1 .22) converges. . [23]. [25].6.) Open Problem 4.8. is well deﬁned for all n ≥ 0. p<p+ Chapter 4.2 (see [18]) Assume that A. . x0 are arbitrary positive real numbers. . . 2 4. xn−l n = 0.64 Finally note that by Lemma 4. .23) is well deﬁned for all n ≥ 0. B ∈ (0. 1. B ∈ (0.8 Open Problems and Conjectures xn+1 = A xn−k + B . φ1 .1 Let . (4. . Determine the set of all positive initial conditions x−l . p−1 p2 + p2 ≤ lim inf yn ≤ lim sup yn ≤ < n→∞ p p−1 p−1 n→∞ n→∞ lim yn = p + 1.22) Conjecture 4.1 Consider the diﬀerence equation where and where the initial conditions x−l . . [60]. 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]. . . . ∞).7. 2)-Type Equations and so by Theorem 1.4. (a) Find all initial conditions y−1 . x0 such that {xn }∞ converges to this periodic solution.8. be a given prime period p solution of Eq(4.1. Investigate the global behavior of the solution {yn }. . (1.} with k < l. φ2 . . l ∈ {0. Is it bounded? Does limn→∞ yn exist? When does {yn } converge to a two cycle? .

Open Problems and Conjectures 65 Conjecture 4. ∞).20).4 Determine the set G of all initial conditions (y−1 . (c) Discuss (a) and (b) when p < 0.8.3 Assume that p < 1.8. Show that {xn }∞ n=−1 is a three cycle. Open Problem 4. investigate the boundedness. Determine all initial conditions y−1 . Open Problem 4. the asymptotic behavior.19) is bounded. ∞) ∞ for which the solution {yn }n=−1 of Eq(4. for these initial points. (b) Let y−1 .3 Show that Eq(4. Show that Eq(4. Conjecture 4.20) is well deﬁned for all n ≥ 0.8.8. y0 ∈ R be such that Eq(4. y0 ∈ R such that the equation (4.5 (a) Assume p ∈ (0. Conjecture 4. y0 ) ∈ R × R through which the equation yn−1 yn+1 = 1 + yn is well deﬁned for all n ≥ 0 and. x0 ) ∈ R × R through which the equation xn−1 xn+1 = −1 + (4. y0 ∈ (0.20) is well deﬁned for all n ≥ 0.20) possesses a solution {yn }∞ n=−1 which remains above the equilibrium for all n ≥ −1. x0 ) ∈ R × R is such that the equation (4. Open Problem 4.8.8. For such an initial point. .8.19) has a solution which converges to zero.24) xn is well deﬁned for all n ≥ 0.4 Assume that (x−1 .2 Assume that p = 1. Determine the set of initial conditions y−1 .8.6 (See [13]) Find the set G of all initial points (x−1 . Open Problem 4.24) is well deﬁned for all n ≥ 0 and bounded. and the periodic ∞ nature of the solution {yn }n=−1 of Eq(4. investigate the global character ∞ of {yn }n=−1 .4.

. . . ∞) does the sequence deﬁned by xn−1 .6 (Pielou’s Discrete Logistic Model. Investigate the global asymptotic stability of the equilibrium points of the diﬀerence equation xn+1 = xn .) Assume α ∈ (1. . .5 (See [27]) Assume r ∈ (0. with positive initial conditions is globally asymptotically stable if and only if kπ α−1 . 1. . . Conjecture 4.8 Let a. . [66]. 1. . < 2 cos α 2k + 1 Open Problem 4. . ∞)]. .8. 1. . k. ∞). ∞) and k ∈ {0. (0. .}. with positive initial conditions. . 1 + xn−k n = 0. . . Show that the positive equilibrium of Pielou’s discrete logistic model xn+1 = αxn . .7 Let f ∈ C[(0. converges to a period-two solution. Open Problem 4. Show that every positive solution of the population model Jn+1 = Jn−1 er−(Jn +Jn−1 ) . .8. ai ∈ (0. xn + xn−1 n = 0. . ∞) for i = 0. . 2)-Type Equations Open Problem 4. Conjecture 4.8.9 (See [5]) For which initial values x−1 . see [55]. . (1. .8. . 1.8. x0 ∈ (0. + ak xn−k n = 0. n = 0. f (xn ) . 1. n = 0.66 Chapter 4. and [67]. . a + a0 xn + . xn+1 = 1 + xn converges to two? . 1. Obtain necessary and suﬃcient conditions on f for every positive solution of the equation xn+1 = to be bounded. ∞).

n = 0. n = 0. ∞ More precisely.7) Open Problem 4. . ∞) such that the solutions {yn }∞ n=−1 of Eq(4.8. Investigate the asymptotic behavior of {yn }n=−1 . in terms of the initial conditions y−1 and y0 of the solution. 0. 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 + . . Open Problem 4. . . lim (a) Find all initial points y−1 .25) with nonnegative initial conditions.8.27) . 1 + yn−1 n = 0.20) are bounded. ﬁnd the basin of attraction of the equilibrium of Eq(4. In other words.4.25) converges to a period-two solution . . yn yn−1 pn yn . (b) Determine the limits of the subsequences of even and odd terms of every solution of Eq(4. Open Problem 4. 1. Open Problems and Conjectures (See also Section 4.8. . 67 (4. . lim p = n→∞ pn . . .26) (4. . y0 ∈ B. . 0. .25). ∞ (b) Let y−1 .25) converge to zero.25). 1. (4.11 Assume p ∈ (0.8. (a) Find the set B of all initial conditions y−1 . .12 Let {pn }∞ be a convergent sequence of nonnegative real numn=0 bers with a ﬁnite limit. . .10 (See [31]) Consider the diﬀerence equation yn+1 = yn−1 e−yn . . . each of the subsequences {y2n }∞ and {y2n+1 }n=−1 is decreasing and n=0 lim [n→∞ y2n ][n→∞ y2n+1 ] = 0. 1). y0 ∈ (0. ∞ One can easily see that every solution {yn }n=−1 of Eq(4. y0 ∈ [0. ∞) through which the solutions of Eq(4. 1. .

. 1 − yn−1 yn−1 .26) .33) (4. . y0 ) ∈ R × R through which the equation is well deﬁned for all n ≥ 0. . Then for every (y−1 .8. Open Problem 4. 1 − yn−1 1 + yn . investigate the long term behavior of the solution {yn }∞ n=−1 : yn+1 = yn . . y0 ) ∈ G. 1. pn + yn yn−1 .28) (4. (1. 2)-Type Equations yn+1 = n = 0.68 pn + yn .29) (4. 1 − yn (4.30) yn+1 = yn+1 = pn + Open Problem 4. . . . yn For those equations from the above list for which you were successful. yn Chapter 4. extend your result by introducing arbitrary real parameters in the equation.8. 1. . . Investigate the global character of all positive solutions of each of Eqs(4.32) (4.31) yn+1 = (4. . pn + yn−1 yn−1 . n = 0.13 Let {pn }∞ be a periodic sequence of nonnegative real numbers n=0 with period k ≥ 2. . (4.34) yn+1 = yn+1 = −1 + yn−1 .30). 1.(4. n = 0.14 For each of the following diﬀerence equations determine the “good” set G ⊂ R × R of all initial conditions (y−1 .

2) xn+1 = α + βxn .1 Introduction α + βxn . . 1. (5.4) xn+1 = α + γxn−1 .6) . . . Cxn−1 69 n = 0. . . (5. . 1)-Type Equations 5. . .1) xn+1 = α + βxn .3) xn+1 = α + γxn−1 . . A Eq(1) contains the following nine equations of the (2. 1. . . 1. . . (5. Cxn−1 n = 0. 1. .5) xn+1 = α + γxn−1 . . A n = 0. Bxn n = 0. . . Bxn n = 0. 1. 1.Chapter 5 (2. (5. 1)-type: xn+1 = n = 0. (5. (5. .

. The change of variables γ xn = yn .5). C C γ reduces Eq(5.4) and (5.20) with p = β . 1. (5. Therefore there remain Eqs(5. B reduces Eq(5. (5. 1.2). 1.7) xn+1 = and xn+1 = βxn + γxn−1 . 1)-type Eq(5. (2. A n = 0.2) is a Riccati equation and Eq(5. . 1)-Type Equations xn+1 = βxn + γxn−1 . Cxn−1 n = 0. 1.7. and the denominators are always positive.6) is essentially like Eq(5.3) which by the change of variables reduces to the equation yn+1 = n = 0. (5.70 Chapter 5. γ Finally the change of variables xn = γ β + yn . . 5. .9) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. .8) βxn + γxn−1 .7) are linear. Bxn n = 0.Lyness’ This is the (2.5.2 The Case γ = A = B = 0 : xn+1 = Equation p + yn . Eqs(5. yn−1 α+βxn Cxn−1 . . .18) with p = β . . .3) and (5. . which was investigated in Section 4. Of these nine equations. which was investigated in Section 4.1). . . Eq(5. which will be investigated in the next two sections. (5.9) to Eq(4. the initial conditions are nonnegative. (5.10) .8) to Eq(4. .

[57]-[59].2. Then the following statements about the positive solutions of Eq(5. . (b) Every nontrivial semicycle.12) from which it follows that every solution of Eq(5.10) has a limit. [71]. Concerning the semicycles of solutions of Eq(5.10) possesses the invariant In = (p + yn−1 + yn ) 1 + 1 yn−1 1+ 1 yn = constant (5. . Indeed the solution of Eq(5. and [72] and the references cited therein.10) where αC .1 Assume that p > 0. See [11]. 1 + y0 1 + y−1 + y0 1 + y−1 . y−1 y−1 y0 y0 Eq(5. There is substantial literature on Lyness’ Equation. contains at least two and at most three terms.Lyness’ Equation 71 p= The special case of Eq(5. .) In this special case. .. n = 0. (5.2. . y0 . p... 131) for the history of the problem.11) yn−1 every solution of which is periodic with period ﬁve. This result was also established in [49] by using a Lyapunov function. The Case γ = A = B = 0 : xn+1 = where α+βxn Cxn−1 . [42]. β2 p=1 was discovered by Lyness in 1942 while he was working on a problem in Number Theory.10) is bounded from above and from below by positive constants.10) are true: (a) The absolute extreme in a semicycle occurs in the ﬁrst or in the second term. after the ﬁrst one.5.11) with initial conditions y−1 and y0 is the ﬁve-cycle: y−1 . [43].10) the following result was established in [43]: Theorem 5. It was shown in [30] that no nontrivial solution of Eq(5. (See ([42]. 1.10) is stable but not asymptotically stable. It was also shown in [44] by using KAM theory that the positive equilibrium y of Eq(5. . . the equation becomes 1 + yn yn+1 = .

every oscillatory solution of Eq(5. 1)-type Eq(5. .13) either approaches the positive equilibrium y monotonically or it oscillates about y with semicycles of length one in such a way that {y2n } and {y2n+1 } converge monotonically one to zero and other to ∞.7. From this it follows that a solution of Eq(5. Open Problem 5. γ2 Eq(5. . 1.10) without using essentially the invariant.12). . The global character of solutions of Eq(5. Concerning the nonoscillatory solutions of Eq(5. α+γxn−1 Bxn This is the (2.13) one can easily see that every nonoscillatory solution of Eq(5.10) is bounded without using the invariant (5. one can easily see that every solution of Lyness’ Eq(5. .1.13) has semicycles of length one.10) is bounded from above and from below by positive numbers. By Theorem 1. (2.1 one can see that except possibly for the ﬁrst semicycle.1 Show that every solution of Lyness’ Eq(5.13) converges monotonically to the equilibrium y. 5. 1)-Type Equations 5.4 Open Problems and Conjectures By using the invariant (5.5) which by the change of variables xn = reduces to the equation yn+1 = where p= p + yn−1 .13) αB . yn (5. To this day we have not found a proof for the boundedness of solutions of Eq(5.13) was investigated in [28]. By the linearized stability Theorem 1.4.12).1 one can see that the unique equilibrium point √ 1 + 1 + 4p y= 2 of Eq(5.72 Chapter 5.13) is a saddle point.3 The Case β = A = C = 0 : xn+1 = γ yn B n = 0.13) is a consequence of the identity yn+1 − yn−1 = yn−1 − yn−2 yn for n ≥ 1.

xn−1 n = 0. To illustrate. ∞)]. ∞). we oﬀer the following open problems and conjectures. y0 ∈ (−∞. 1. Open Problem 5.3 Assume that f ∈ C[(0.14) about x does not have both eigenvalues in |λ| < 1 and does not have both eigenvalues in |λ| > 1.4. Conjecture 5.4. f (xn ) . . (0.15) are unbounded is a set of measure zero. ∞).4 (See [26].4. (0.4.2 Assume that f ∈ C[(0. What is it that makes Lyness’ equation possess an invariant? What type of diﬀerence equations possess an invariant? Along these lines.) Assume p ∈ (−∞.14) possesses a unique positive equilibrium point x and a nontrivial invariant.1 Assume that f ∈ C[(0. ∞)]. When we allow the initial conditions to be real numbers the equation yn+1 = p + yn yn−1 (5. Open Problems and Conjectures 73 Open Problem 5. (5. . ∞)] and that the diﬀerence equation (5.14) possesses a (nontrivial) invariant. Determine the set G of all initial conditions y−1 .14) Open Problem 5. ∞).15) is well deﬁned for all n ≥ 0. .15) may not even be well deﬁned for all n ≥ 0.4.4.5.4. ∞). Show that the linearized equation of Eq(5. (0. ∞) through which Eq(5. Obtain necessary and suﬃcient conditions in terms of f so that the diﬀerence equation (5.2 Let G be the set of initial conditions deﬁned in the Open problem 5. . Obtain necessary and suﬃcient conditions in terms of f so that every positive solution of the diﬀerence equation xn+1 = is bounded. Conjecture 5. Show that the subset of G through which the solutions of Eq(5.4. we oﬀer the following open problems and conjectures.

Conjecture 5. yn n = 0. Conjecture 5. (2. 1 + .4. ∞) × (−∞.4. . . . . . . 1. . . y0 ) ∈ R × R through which the equation 1 + yn−1 yn+1 = yn is well deﬁned for all n ≥ 0.4.5 (See [20]) Show that every positive solution of the equation yn+1 = 1 1 . . 1.6 Find the set G of all initial points (y−1 . has a nontrivial positive solution which decreases monotonically to the equilibrium of the equation. . .3 Assume p ∈ (−∞. 1)-Type Equations Conjecture 5. converges to a period-three solution. yn−1 yn−3 n = 0. + yn yn−1 yn−3 yn−4 n = 0. 1.4. Conjecture 5.6 Show that the equation yn+1 = 1 + yn−1 . y0 ) ∈ (−∞.15) is not well deﬁned for all n ≥ 0.4. Open Problem 5. Determine the periodic character and the asymptotic behavior of all solutions with (y−1 . . + yn−k . . 1. yn−k−1 n = 0.4 Show that every positive solution of the equation yn+1 = converges to a period-six solution.5 Determine all positive integers k with the property that every positive solution of the equation yn+1 = is periodic. .74 Chapter 5.4. ∞) through which Eq(5. yn yn−4 + . y0 ) ∈ G. . ∞). Show that the set of points (y−1 . Open Problem 5. is a set of points without interior.

Open Problems and Conjectures 75 Conjecture 5. When δ = 1. Conjecture 5. . A} n . .17) yn+1 = |yn | − yn−1 + δ. Note that the change of variables n e y2 max{x2 . 1. ∞). (5. . (1 + xn )xn−1 n = 0. . .17) is called the Gingerbreadman Map and was investigated by Devaney [17]. .4. 1. . . . Eq(5.4. xn xn−1 n = 0.5. (5. 2 αxn . Show that every positive solution of the equation xn+1 = is bounded. see [59]) Let A ∈ (0.16) to where xn = −1+yn 2 if A > 1 if A = 1 if A < 1 n = 0. Show that every positive solution of May’s Host Parasitoid Model xn+1 = is bounded. . 1 if A < 1 if A = 1 δ= 0 −1 if A > 1.7 (May’s Host Parasitoid Model.16) A A 1+yn 2 reduces Eq(5.4. see [59]) Assume α > 1.8 (The Gingerbreadman Map. 1.

.

(6. Bxn + Cxn−1 77 n = 0.1 Introduction α + βxn .4) xn+1 = α + γxn−1 . A + Bxn n = 0. . . Bxn + Cxn−1 n = 0. . . A + Cxn−1 n = 0. . . A + Bxn Eq(1) contains the following nine equations of the (2. 1. 1.1) xn+1 = α + βxn . . . 2)-type: xn+1 = n = 0. (6.5) xn+1 = α + γxn−1 . 1.3) xn+1 = α + γxn−1 . 1. . . . A + Cxn−1 n = 0.Chapter 6 (2. 1. .2) xn+1 = α + βxn . . . (6. (6. . (6.6) . (6. . 2)-Type Equations 6. 1. . .

and the denominators are always positive.9) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. . (6. In fact if {xn }∞ n=−1 is a positive solution of ∞ ∞ Eq(6. . .5). 1. See Section 1. Eq(6. (6. α + γzn . (6.78 Chapter 6. . 1. .6.2 The Case γ = C = 0 : Equation xn+1 = α+βxn A+Bxn . 6. A + Czn for n ≥ 0 n = −1. . 2)-Type Equations xn+1 = βxn + γxn−1 .8) xn+1 = βxn + γxn−1 . A + Cxn−1 n = 0. . Therefore we will omit any further discussion of Eq(6.7) xn+1 = βxn + γxn−1 . A + Czn n = 0. . the initial conditions are nonnegative. . . (2. .1) which is in fact a Riccati equation. 0. To avoid a degenerate situation we will assume that αB − βA = 0. Bxn + Cxn−1 n = 0. 2)-type Eq(6. 1.5) is essentially similar to Eq(6. .1).Riccati This is the (2. A + Bxn n = 0. . 1. .5) then {x2n }n=0 and {x2n−1 }n=0 are both solutions of the Riccati equations zn+1 = with zn = x2n and zn+1 = with zn = x2n+1 respectively. for n ≥ −1. . . α + γzn . .

6.2. The main results known about Eq(6. 4 Now the following result is a consequence of Theorem 1. 6.10) has the unique positive equilibrium y given by p= y= q−1+ (q − 1)2 + 4p 2 .10) are the following: Theorem 6. 1.1. See also [36].2: Theorem 6.10) is a very simple looking equation for which it has long been conjectured that its equilibrium is globally asymptotically stable.3 The Case γ = B = 0 : xn+1 = A yn C α+βxn A+Cxn−1 This is the (2.1 The positive equilibrium of Eq(6. . 2)-type Eq(6.6. the conjecture has not been proven or refuted. Eq(6. By applying the linearized stability Theorem 1.3.2) which by the change of variables xn = reduces to the equation yn+1 = where p + qyn .3.) Eq(6.1 Every solution of Eq(6. 1 + yn−1 n = 0. 2 A A (Eq(6. Lemma 6.10) was investigated in [42] and [43]. .1) is globally asymptotically stable.10) is locally asymptotically stable for all values of the parameters p and q.1 we obtain the following result. . To this day.10) αC β and q = . 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 equilibrium y of Eq(6. .3. (6.10) is bounded from above and from below by positive constants.

Clearly. then p yn+1 ≥ 1+M and so it is also bounded from below. there is at most one term which follows the extreme. (ii) The extreme in each semicycle occurs at either the ﬁrst term or the second. Let {yn } be a solution of Eq(6. From (6. Then there exists a subsequence {y1+nk }∞ such k=0 that k→∞ lim nk = ∞. their extrema cannot be consecutive terms. Furthermore.2 Let {yn }n=−1 be a nontrivial solution of Eq(6.3.80 Chapter 6.10) we see that yn+1 < qyn + p for n ≥ 0 and so k→∞ lim ynk = lim ynk −1 = ∞.10) is described by the following result: ∞ Theorem 6. . (iv) Assume q ≤ p. Furthermore after the ﬁrst. k→∞ lim y1+nk = ∞. except possibly for the ﬁrst semicycle. 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. and y1+nk = max{yn : n ≤ nk } for k ≥ 0. Then. (iii) In any two consecutive semicycles. for suﬃciently large k. if the solution is bounded from above by a constant M . in every semicycle. Then the following statements are true: (i) Every semicycle. except perhaps for the ﬁrst one.10). k→∞ Hence. Now assume for the sake of contradiction that the solution is not bounded from above. The proofs for negative semicycles are similar and will be omitted.10). The oscillatory character of solutions for Eq(6. has at least two terms. (2. 2)-Type Equations Proof. 0 ≤ y1+nk − ynk = p + [(q − 1) − ynk −1 ]ynk <0 1 + ynk −1 2 which is a contradiction and the proof is complete. every semicycle contains two or three terms. Proof.

the terms yN . < < 1 + yN +1 1 + yN +1 1+y 2 Theorem 6. 1 + yN −1 1 + yN (iv) Assume that for some N ≥ 0.3.3 The positive equilibrium of Eq(6. . and yN +2 are all in a positive semicycle. yN +1 . yN +1 > y and p p +q +q yN +2 1 p + qyN +1 yN +1 = = < y = 1. The Case γ = B = 0 : xn+1 = (i) Assume that for some N ≥ 0. the ﬁrst two terms in a positive semicycle are yN and yN +1 . p + qyN p + qy = y. Then yN +3 = p + qyN +2 p + qyN +1 p + qy = y. The opposite case is similar and will be omitted.6. (ii) q≥1 and either p ≤ q or q < p ≤ 2(q + 1). So assume that for some N ≥ 0 the last two terms in a negative semicycle are yN −1 and yN with yN −1 ≥ yN . Then yN ≥ y. Then yN +1 = p + qyN p + qyN +1 < = yN +2 . α+βxn A+Cxn−1 81 yN −1 < y Then yN +1 = and yN ≥ y.3.10) is globally asymptotically stable if one of the following two conditions holds: (i) q < 1. > 1 + yN −1 1+y (ii) Assume that for some N ≥ 0. yN +1 yN +1 1 + yN 1 + yN 1+y (iii) We consider the case where a negative semicycle is followed by a positive one.

3 (f).4.10) yields i≥ Hence and so because q < 1. 1 ≤ q ≤ p ≤ 2(q + 1) 2 6. . B (6.3) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= yn + p . Theorem 3. p. it remains to show that every solution {yn }∞ of Eq(6. C . let i = lim inf yn n→∞ and s = lim sup yn n→∞ which by Theorem 6.1 exist and are positive numbers.2. 71). . 1+i from which the result follows.3.11) was investigated in [15]. To this end.11) and q = Eq(6.10) n=−1 tends to y as n → ∞. 1.4. Chapter 6.4 The Case γ = A = 0 : xn+1 = β yn B α+βxn Bxn +Cxn−1 This is the (2.1.1.1. yn + qyn−1 αB β2 n = 0. p + (q − 1)i ≤ is ≤ p + (q − 1)s i≥s p + qi 1+s and s ≤ p + qs . 2)-Type Equations (i) In view of Lemma 6. Then Eq(6.3. . . (ii) The proof when p<q follows by applying Theorem 1. This result was ﬁrst established in [43]. (2.82 Proof. For the proof when see ([42]. The following result is a consequence of the linearized stability Theorem 1. 2)-type Eq(6.

6. (b) The proof is similar and will be omitted. Lemma 6. 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). two consecutive values yk−1 and yk of a solution lie in I.4. yk−1 .1 .1 Invariant Intervals The following result establishes that the interval I with end points 1 and p is an invariq ant interval for Eq(6.1 Let {yn }∞ n=−1 be a solution of Eq(6. p q p . yk ∈ Then yn ∈ p . yk + p yk + p yk+1 = ≤ = 1.4. then ym ∈ I for all m > k.4. for some k ≥ 0.4.1 The unique positive equilibrium point y= 1+ 1 + 4p(q + 1) 2(q + 1) of Eq(6.6. the q function u+p f (u. Then the following statements are true: (a) Assume p < q and suppose that for some k ≥ 0. v) = u + qv is increasing in u and decreasing in v. yk−1 . . v ∈ [ p . (a) The basic ingredient behind the proof is the fact that when u. Indeed. Proof. q for all n > k. yk ∈ 1.1 q p .11) in the sense that if. (b) Assume p > q and suppose that for some k ≥ 0. Then yn ∈ 1.11) is locally asymptotically stable for all values of the parameters p and q. 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)

.

In this interval the q function u+p f (u.11) converges to y. lim yn = 1. we assume that p > q. By applying (6.11) with period four. 2. p ] converges to y. p ].2 that [1.22) is a periodic solution of Eq(6.11) n→∞ lim yn = y and the proof is complete. First.5 applies and so every solution of Eq(6. we can see that if a solution is not eventually in [1.4. L3 . (6. Case 2 Assume p = q. 2)-Type Equations is either identically equal to one or else it is strictly monotonically convergent. . q Hence for every solution {yn }∞ n=−1 of Eq(6. . 2 . p ] is an invariant interval. L1 . Under the assumption that q ≤ 1 + 4p. L4 . Set Li = n→∞ y4n+i lim Thus clearly .14) to this period four solution we obtain a contradiction and so every solution of Eq(6. L2 . v) = u + qv is decreasing in both variables and so it follows by applying Theorem 1. By applying (6. 4. In this interval the function q f (u. Theorem 1. assume that p < q. .19) to the solution (6. Recall from Lemma 6. (2. (b) The proof follows from the discussion in part (a). .88 Chapter 6. By q using an argument similar to that in the case p = q. p ]. 2.22) we see that Li = 1 for i = 1. 4 and so n→∞ for i = 1.11) with two consecutive values in [1.11) must eventually lie in the interval [ p . 3. As in Case 2 we can see that every solution of Eq(6. it converges to a periodic solution with period-four which q is not the equilibrium.4. .4.11) must lie eventually in [1. v) = u+p u + qv is increasing in u and decreasing in v. 1]. . Now. 3.7 that every solution of Eq(6.

ψ. φ. .7.23) was investigated in [28]. if and only if q = 1.1. Concerning prime period-two solutions. .5. γ . (6. Then the values φ and ψ of all prime period-two solutions (6.5. 1 + yn αB A2 n = 0. ψ.5 The Case β = C = 0 : xn+1 = A yn B This is the (2.24) . (c) Assume that (6. . Theorem 6.1 we obtain the following result: Theorem 6.23) and q = (Eq(6.23) converges to a period two solution.) The only equilibrium point of Eq(6. . . . A (6.23) 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. φ.25) holds. 1.23) has a prime period-two solution . Then every solution of Eq(6.25) (b) Assume (6.25) holds. (6.24) are given by {φ. . ∞) : φψ = p}.4) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + qyn−1 . .1 The equilibrium y of Eq(6.2 (a) Eq(6. ψ ∈ (0.6.5. and is an unstable saddle point when q > 1. . 2)-type Eq(6.23) is locally asymptotically stable when q < 1. The Case β = C = 0 : xn+1 = α+γxn−1 A+Bxn 89 α+γxn−1 A+Bxn 6.

2 The Case q < 1 The main result in this section is the following: Theorem 6.1 (b) Let {yn } be a nonoscillatory solution of Eq(6.1 Semicycle Analysis Our results on the semicycles of solutions for Eq(6.23) converges monotonically to the equilibrium y. Proof. (b) Assume p ≥ q.23) are as follows: Theorem 6.90 Chapter 6. an oscillatory solution {yn } of Eq(6.5. Proof.5. Then every nonoscillatory solution of Eq(6. p + qyn0 −1 = f (yn0 .23). (2. (6. yn0 ) < f (y. 2)-Type Equations 6.23) is globally asymptotically stable. (a) This follows immediately from Theorem 1.7. Then the positive equilibrium of Eq(6. 1 + yn p + . 1 + yn0 2 p + qx 1+x 6.3 Let {yn } be a nontrivial solution of Eq(6. y) = y.5. Then yn0 +1 = which is impossible. 1−q n ≥ 0.23) and let y denote the unique positive equilibrium of Eq(6. We will assume that there exists a positive integer K such that yn−1 ≥ y for every n ≥ K. It is suﬃcient to show that {yn } is a decreasing sequence for n ≥ K. yn0 −1 ) < f (yn0 .4 Assume that q < 1.5.23).23) oscillates about the equilibrium y with semicycles of length one. Clearly yn+1 = Set M= p + qyn−1 < p + qyn−1 . the condition p ≥ q implies that the function f (x) = is decreasing. The case where yn−1 < y for n ≥ K is similar and will be omitted. Clearly. Then the following statements are true: (a) After the ﬁrst semicycle. So assume for the sake of contradiction that for some n0 ≥ K.26) . yn0 > yn0 −1 .

1+x 1−q Then clearly.4. 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. lim y2n = ∞ p + qy2n−1 =0 1 + y2n and lim y2n+1 = lim n→∞ n→∞ and the proof is complete.23) lies eventually in the interval [0. The proof is complete. M ].5. y2n−1 < q − 1 and y2n > y0 + n Hence n→∞ p . one of which is monotonically approaching 0 and the other is monotonically approaching ∞. . By applying Theorem 1. Set p + qy p f (x.5. The Case β = C = 0 : xn+1 = α+γxn−1 A+Bxn 91 where is some positive number. a ≤ f (x. y) = .23).5. a = 0. b]. 2 6. b] × [a.23). From Eq(6. The local stability of y was established in Theorem 6. q−1 p + q(q − 1) p + qy−1 < <q−1 1 + y0 1 + y0 p + qy0 p + qy0 p > = y0 + 1 + y1 q q p q for n ≥ 1.6. it now follows that every solution of Eq(6.3 The Case q > 1 In this case we will show that there exist solutions that have two subsequences. and b = + .6 it follows that y is a global attractor of all solutions of Eq(6. y) ∈ [a. y) ≤ b.26) and Eq(6. for all (x.1.

If we now set it is easy to see that (6. Clearly the equilibrium y is the positive solution of the quadratic equation (1 + q)y 2 − y − p = 0.) Eq(6. 2)-Type Equations 6. F (u) = (1 + q)u2 − u − p.29) is satisﬁed if and only if either q≤1 or q > 1 and F 2p q−1 > 0. . qyn + yn−1 αC γ2 n = 0.1.27) has the unique positive equilibrium y= 1+ 1 + 4p(1 + q) 2(1 + q) . 1+q (y + p)(1 + q) n = 0. (6. . 1. .30) (6.92 Chapter 6.28) By employing Theorem 1.27) was investigated in [45]. .6 The Case β = A = 0 : xn+1 = γ yn C α+γxn−1 Bxn +Cxn−1 This is the (2. The linearized equation associated with Eq(6.27) about y is zn+1 + q qy − p zn − zn−1 = 0.29) . (6. (2. . 2)-type Eq(6. . B .27) and q = (Eq(6. C (6.1 we see that y is locally asymptotically stable when (q − 1)y < 2p and unstable (a saddle point) when (q − 1)y > 2p. 1. .6) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + yn−1 .

27). . .6. and more precisely a saddle point equilibrium. φ.30) is satisﬁed if and only if q > 1 and F 2p q−1 < 0. . . ψ.32) holds. φ. . Then φ= p+φ qψ + φ and ψ = p+ψ . . φ.6. .2 Eq(6. when q > 1 + 4p. .1 The equilibrium y of Eq(6. the period-two solution is “unique” and the values of φ and ψ are the positive roots of the quadratic equation t2 − t + p = 0. Furthermore when (6. q−1 .27) has a prime period-two solution . .6.27) is locally asymptotically stable when q < 1 + 4p and unstable. ψ.31) 6. (6. ψ. φ.6. qφ + ψ It now follows after some calculations that the following result is true: Theorem 6. if and only if q > 1 + 4p.32) (6. The Case β = A = 0 : xn+1 = α+γxn−1 Bxn +Cxn−1 93 Similarly (6.1 Let Existence and Local Stability of Period-Two Cycles . . . be a period-two cycle of Eq(6.6. . The following result is now a consequence of the above discussion and some simple calculations: Theorem 6. ψ.

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

ψ) + (φ. ψ) = − . if and only if |S| < 1 + D < 2. ψ) − (φ. + 2 (qψ + φ)2 ∂v (qφ + ψ) (qφ + ψ)2 Set S= and D= ∂h ∂g (φ. ∂u (qφ + ψ)2 (qψ + φ)2 ∂h q 2 (p + φ)(p + ψ) qφ − p (φ. p )[q − (1 + 4p)] < 0 p+1 .35) (6. ψ) (φ.33) (6. ψ) (φ. First we will establish Inequality (6. ψ). The Case β = A = 0 : xn+1 = α+γxn−1 Bxn +Cxn−1 95 q(p + ψ)(qψ − p) ∂h (φ. ψ) ∂u ∂v ∂g ∂h ∂h ∂g (φ.34).6. ∂u ∂v ∂v ∂u φ ψ lie inside the Then it follows from Theorem 1.36) (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) = . Inequality (6.34) is equivalent to (6.33) is equivalent to the following three inequalities: S <1+D −1 − D < S D < 1.6.34) (6. To this end observe that (6.1.1 that both eigenvalues of JT 2 unit disk |λ| < 1.

36).36) is true if and only if (qψ − p)(qφ − p) < (qψ + φ)2 (qφ + ψ)2 which is true if and only if p [q 2 − (q − 1)(q − p)] < (pq − p + q)2 q−1 which is true if and only if q(pq − p + q)(pq − 2p + q − 1) > 0 which is true because q > 1 + 4p.27).2 Invariant Intervals Here we show that the interval I with end points one and p is an invariant interval for q Eq(6. More precisely we show that the values of any solution {yn }∞ n=−1 of Eq(6.6. (2.35) is equivalent to −(qψ + φ)2 (qφ + ψ)2 which is true if and only if < (qψ − p)(qφ + ψ)2 + (qφ − p)2 (qψ + φ)2 + q 2 (p + ψ)(p + φ) + (qψ − p)(qφ − p) −(qψ + φ)2 (qφ + ψ)2 < p (q 3 + 4q 2 − 4qp + 2q 2 p + 2p − 3q) − p + q 2 p2 q−1 which is true if and only if q 2 + 2pq + 2p2 q 2 − p2 + qp2 − q 3 − 3q 3 p − 2q 3 p2 − p < 0 which is true if and only if p2 (−2q 3 + 2q 2 + q − 1) + p(−3q 3 + 2q − 1) − q 3 + q 2 < 0 which is true because q > 1. Observe that (6. Then the following statements are true.96 Chapter 6. (a) Assume that p ≤ q and that for some N ≥ 0. 2)-Type Equations Next we will establish Inequality (6. 6. q Then p ≤ yn ≤ 1 for all n ≥ N.6.3 Let {yn }∞ n=−1 be a solution of Eq(6.27). Finally.35). Theorem 6. Observe that (6. we establish Inequality (6.27) either remain forever outside the interval I or the solution is eventually trapped into I. q . p ≤ yN ≤ 1.

27).27).3 Semicycle Analysis Here we present a thorough semicycle analysis of the solutions of Eq(6.38) (6.6. q Then 1 ≤ yn ≤ Proof.6. for n ≥ 0. (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. p 1 ≤ yN ≤ . Let {yn }∞ n=−1 be a solution of Eq(6.27) relative to the equilibrium y and relative to the end points of the invariant interval of Eq(6. (6. p + yN −1 p + yN −1 ≥ = q qyN + yN −1 (pyN + p yN −1 ) p q and the proof follows by induction. (6. (b) Clearly.39) 2 qyn−1 (yn − p ) + (yn − 1)(yn−1 yn + qyn ) q .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. yN +1 = and yN +1 = p + yN −1 p + yN −1 =1 ≥ qyN + yN −1 p + yN −1 p q p + yN −1 ≤ pyN + p yN −1 q p q p p + yN −1 = p + yN −1 q 2 p + yN −1 = qyN + yN −1 and the proof follows by induction.6. Then observe that the following identities are true: p − yn for n ≥ 0. 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.

then yN +2 < yN . q (vi) If for some N ≥ 0. then yN +1 = 1. then yN +1 < 1. . q (v) If for some N ≥ 0.2 Assume that p=q ∞ and let {yn }n=−1 be a solution of Eq(6. 1. p ] is an q q q invariant interval for Eq(6.42). .37)-(6. yN < p .27). Then the following statements are true: (i) If for some N ≥ 0. then yn ∈ [1. then yN +1 < p . (vii) If for some N ≥ 0.40) 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 .27). then yN +1 > 1. then yN +2 > yN . q (iv) If for some N ≥ 0. . Lemma 6.42) The following three lemmas are now direct consequences of (6. (viii) p 1<y< . yN = p . (6. yN ≤ 1.1 Assume that p>q and let {yn }∞ n=−1 be a solution of Eq(6. q Lemma 6.6. Then the following statements are true: (i) If for some N ≥ 0. (2. In particular [1. .41) 2 pyn−1 + yn−1 yn + pyn p(p + yn−1 ) + yn (pyn + yn−1 ) (6. yN ≤ p . (6.6. yN < 1. yN ≥ p . 2)-Type Equations n = 0. q (iii) If for some N ≥ 0.98 When p=q that is for the diﬀerence equation yn+1 = p + yn−1 .27). pyn + yn−1 Chapter 6. q (ii) If for some N ≥ 0. then yN +1 > 1. p ] for n ≥ N . yN ≥ 1.

6. yN ≤ 1. q (iv) If for some N ≥ 0. yN = 1. q q The following result is now a consequence of Theorems 1. In particular [ p . yN > p . q (viii) If for some N ≥ 0.27). then yN < yN +2 < 1. then yN +2 < yN . (ix) p < y < 1. yN ≤ p . (v) If for some N ≥ 0.1 and 1. yN ≤ 1. yN > 1. q (v) If for some N ≥ 0. q (vi) If for some N ≥ 0.3 Assume that p<q ∞ and let {yn }n=−1 be a solution of Eq(6. q Note that the function f (u. The Case β = A = 0 : xn+1 = α+γxn−1 Bxn +Cxn−1 99 (ii) If for some N ≥ 0. then yN +1 > 1.7.3: . then yN +1 < 1. yN ≤ p .6. (iv) If for some N ≥ 0. (vii) If for some N ≥ 0. then yn ∈ [ p .2 and Lemmas 6. then yN +1 < 1. v) = p+v qu + v is always decreasing in u but in v it is decreasing when u < p and increasing when u > p . yN ≥ 1. yN < 1. (iii) If for some N ≥ 0. Lemma 6.6.6. then yN +1 = 1. 1] for n ≥ N . then yN +2 > yN . q (iii) If for some N ≥ 0. then yN > yN +2 > 1. yN < p . yN > 1.1-6.7.6. then yN +1 ≥ 1. then yN +1 = 1. Then the following statements are true: (i) If for some N ≥ 0. then yN +1 > p . yN = p . 1] is an q q invariant interval for Eq(6.27). q (ii) If for some N ≥ 0.

4.6.32) holds. When (6.6.100 Chapter 6. The above observations are summarized in the following theorem: Theorem 6.4 Let {yn }∞ n=−1 be a solution of Eq(6. φ. 1] must converge to the two cycle (6. must converge to y. with φ + ψ = 1 and φψ = p . in view of Theorems 1. when (6.31) holds. and only then. (6. except for the length of the ﬁrst semicycle of the solution.27) eventually enters and remains in the interval I. . On the other hand when (6. (6. while if p>q the length is at most two.6. But this two cycle lies q inside the interval I.4.27) is global attractor.44)-(6.6 and 1.7. When (6.5 (a) Assume q ≤ 1 + 4p. ∞). 2)-Type Equations Then either all the even terms of the solution lie in J and all odd terms lie in K. The character of these solutions remains an open question. .45) there are no period-two solutions and so the solutions must eventually enter and remain in I and.32) holds. q−1 (6. . or vice-versa. .43) holds. p<q the length is one. if Theorem 6. .45).27) has a unique equilibrium y which is locally stable when (6.27). yn ∈ I for n ≥ N. . ψ. φ.4 Global Behavior of Solutions Recall that Eq(6. Eq(6.32) holds. or stays forever outside I. every solution of Eq(6.44) (6.27) either eventually enters the interval I with end points 1 and p and remains there. ψ.43) 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. 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. . (2. Hence.27) has a “unique” prime period-two solution . any solution which remains forever outside the interval I = [ p .

3. More precisely it is a saddle point when 1−p<q <1+p and a repeller when q > 1 + p.7) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where pyn + qyn−1 .1 (a) Assume p + q ≤ 1. y = p + q − 1 is the only positive equilibrium point of Eq(6. q 6.27) eventually enters and remains in the interval [ p . 1+y So y = 0 is always an equilibrium point. Then the zero equilibrium of Eq(6. Then the zero equilibrium of Eq(6. (6.) The equilibrium points of Eq(6. 2)-type equation Eq(6. 1 + yn n = 0.7 The Case α = C = 0 : xn+1 = A yn B βxn +γxn−1 A+Bxn This is the (2. 1.47) was investigated in [52].47) are the solutions of the equation p= y= py + qy .47) is globally asymptotically stable. .1 and the linearized stability Theorem 1.1.7. A A (Eq(6.7. . (b) Assume p + q > 1. .1: Theorem 6. Then every solution of Eq(6. The following result follows from Theorem 1.47) is unstable.6.47). and when p + q > 1. 1]. The Case α = C = 0 : xn+1 = (b) Assume βxn +γxn−1 A+Bxn 101 q > 1 + 4p.47) β γ and q = . .

(6. Furtherq more. That is.7.47) eventually enters the interval (0.3. Theorem 6.47). . (2.48) holds. ψ.102 (c) Assume Chapter 6. q .50) Then every solution of Eq(6. the values of φ and ψ of all prime period-two solutions are given by: pφ {φ. p ] is an invariant interval for Eq(6. p ]. . . 2)-Type Equations 1 − p < q < 1 + p. ψ.47) is an unstable saddle point.3 (a) Assume that q < 1. (6.7. . φ.5 that the following result is true: Theorem 6. p ]. Then the positive equilibrium y = p + q − 1 of Eq(6.7.48) Furthermore when (6. ∞).2 Eq(6. . ∞) is an invariant interval for Eq(6. Concerning prime period-two solutions it follows from Sections 2. every solution of Eq(6. Furthermore.51) Then every solution of Eq(6. (d) Assume q > 1 + p. φ−p 6.47) is locally asymptotically stable.47) has a prime period-two solution . ψ ∈ (p. q (b) Assume that q > 1. q (0.47). [ p . φ. Then the positive equilibrium y = p + q − 1 of Eq(6. (6.47) q with initial conditions in (0. .49) The main result here is the following theorem about Eq(6. The case is treated in Section 6.1 Invariant Intervals q=1 (6. if and only if q = 1 + p. remains in this interval.47) eventually enters the interval [ p .47) with q = 1. ∞) : ψ = = 2p}.7.

that is. ∞) denote the function f (x. ∞) → [0.2 Here we discuss the behavior of the semicycles of solutions of Eq(6.6.50) holds.7.47).51) holds. ∞) × [0. Lemma 6. The Case α = C = 0 : xn+1 = βxn +γxn−1 A+Bxn 103 The proof of the above theorem is an elementary consequence of the following lemma.1 (a) Assume that (6.7. Let f : [0. qm q 6. (x − x)(f (x. Then the following statements are true for every n ≥ 0: p + q > 1 and q ≤ 1. ∞).4 Suppose Let {yn }∞ n=−1 be a positive solution of Eq(6. . y) = px + qy . 1+x Semicycle Analysis of Solutions When q ≤ 1 Then f satisﬁes the negative feedback condition. Theorem 6.47). m ∈ N. x) − x) < 0 for x ∈ (0. m q q (b) Assume that (6. m ∈ N. 1+x Observe that g(y) = y and that g increases on [0. Then for any k. Hereafter. Then for any k.7.7. ∞) → [0. yk ≥ and yk+2 ≤ p p =⇒ yk+2 ≥ p > q q p p =⇒ yk > m+1 > p. y refers to the positive equilibrium p + q − 1 of Eq(6. ∞) − {x}. whose proof is straightforward and will be omitted. Consider the function g : [0. ∞) deﬁned by g(x) = (p + q)x .47) when p + q > 1 and q ≤ 1. yk ≤ and yk+2 ≥ p p =⇒ yk+2 ≤ p < q q p p =⇒ yk > m+1 > p.

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

(6.52) holds. To see that yn+1 < yn−1 . Suppose p − qyn−1 < 0. we must consider two cases: Case 1.7. Then {yn }∞ n=−1 oscillates about the equilibrium p with semicycles of length one and (6.3 Semicycle Analysis and Global Attractivity When q = 1 q = 1.6. Suppose p − qyn−1 ≥ 0.52) (b) Assume y−1 ≤ p and y0 ≤ p. Then yn+1 = (e) Observe that yn+1 = and so from which the result follows. Theorem 6.47) is globally asymptotically stable. Then yn ≥ p for all n > 0 and n→∞ lim yn = p. Case 2. The Case α = C = 0 : xn+1 = (d) Suppose yn < y ≤ yn−1 . 1 + yn 1 + yn pyn + qyn−1 >y =p+q−1 1 + yn 6. Here we discuss the behavior of the solutions of Eq(6.7. (c) Assume either y−1 < p < y0 or y−1 > p > y0 . Then px+qyn−1 increases in x and so 1+x yn+1 = pyn−1 + qyn−1 pyn + qyn−1 ≤ < yn−1 .47) when Here the positive equilibrium of Eq(6. Then yn+1 = βxn +γxn−1 A+Bxn 105 pyn + qyn pyn + qyn−1 > = g(yn ) > yn 1 + yn 1 + yn by the negative feedback property. 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(6.52) holds. . More precisely the following statements are true. 1 + yn 1 + yn−1 The last inequality follows from the negative feedback property. Then yn ≤ p for all n > 0 and (6. (a) Assume y−1 ≥ p and y0 ≥ p.47) is y = p.5 Suppose that q = 1 and let y−1 + y0 > 0.7.

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

Then every positive solution of Eq(6.7.5 in the interval I from which the result follows. without loss of generality. Now clearly the function q f (x. Thus. Concerning the long-term behavior of solutions of Eq(6.5 Long-term Behavior of Solutions When q > 1 q>1 Here we discuss the behavior of the solutions of Eq(6. 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). and so convergent. The Case α = C = 0 : xn+1 = βxn +γxn−1 A+Bxn 107 and the claim follows by induction. Here we consider the case where and we show that the equilibrium point y = p + q − 1 of Eq(6.47) when which is equivalent to p y> .6. .4 Global Attractivity When q < 1 1 − p < q < 1. q In this case.7. By Theorem 6.47) we may assume. Proof.47) converges to the positive equilibrium y.4.7.6 Assume 1 − p < q < 1. m = M . 2 6. Observe that the consistency condition y ≤ p is equivalent to the condition q q ≤ 1.3 (a) we may assume that the initial conditions y−1 and y0 lie in the interval I = (0. that y−1 . p ].47) lies eventually in the interval [p. y) = px + qy 1+x satisﬁes the hypotheses of Theorem 1.47). ∞). every positive solution of Eq(6.7. Theorem 6. In a similar way we can show that the subsequence {y2k }∞ is decreasing. 2 6.7.47) is global attractor of all positive solutions of Eq(6. ∞). y0 ∈ [p.

transforms Eq(6.47) converges to a period-two solution. Theorem 6.5 to Eq(6. Then Eq(6.47) converges to the positive equilibrium of Eq(6. 2)-Type Equations p(q − 1) + qun−1 1 + p + un (6. (b) Assume 1 < q < 1 + p.47). (2. By applying the results of Section 6.47) to the equation un+1 = Chapter 6. an oscillatory solution of Eq(6. The character of solutions of Eq(6.47) when q > 1: Theorem 6. (c) Assume q > 1 + p.47) oscillates about the positive equilibrium y with semicycles of length one.7 After the ﬁrst semicycle.5.7.7.53) where un ≥ 0 for n ≥ 0.53).108 Then the change of variable yn = un + p.47) has unbounded solutions. we obtain the following theorems about the solutions of Eq(6. .53) was investigated in Section 6.8 (a) Assume q = 1 + p. Then every positive solution of Eq(6. Then every solution of Eq(6.

q+y So y = 0 is always an equilibrium point of Eq(6.1. .8.6.55) Then the zero equilibrium of Eq(6.8 The Case α = B = 0 : xn+1 = xn = γ yn C This is the (2.54) is globally asymptotically stable. (b) Assume p + 1 > q. The following result follows from Theorems 1. Our goal is to show that when (6. .1.8.54) also possesses the unique positive equilibrium y = p + 1 − q. A .54) is locally asymptotically stable. The Case α = B = 0 : xn+1 = βxn +γxn−1 A+Cxn−1 109 βxn +γxn−1 A+Cxn−1 6.54) is globally asymptotically stable.55) holds and y−1 + y0 > 0. 2)-type Eq(6. 1. . q + yn−1 β γ n = 0. Furthermore the zero equilibrium is a saddle point when 1−p<q <1+p and a repeller when q < 1 − p.8) which by the change of variables reduces to the diﬀerence equation yn+1 = where p= pyn + yn−1 .54) and q = (Eq(6.3.54) is unstable and the positive equilibrium y = p + 1 − q of Eq(6. Eq(6.) The equilibrium points of Eq(6.1 (a) Assume p + 1 ≤ q.55) holds. Theorem 6.1 and 1. Then the zero equilibrium of Eq(6. γ (6.54) was investigated in [53].54) and when p + 1 > q. (6. the positive equilibrium y = p + 1 − q of Eq(6.54) are the solutions of the equation y= py + y . 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. .

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. (6. . Lemma 6. for n ≥ 0. (2. When p=q that is for the diﬀerence equation yn+1 = pyn + yn−1 . Then the following identities are easily established: q yn − p yn+1 − 1 = p for n ≥ 0.56) q + yn−1 q p2 [yn − p ] + (p − q)yn−1 q yn+1 − = p p(q + yn−1 ) 2 for n ≥ 0. .62) and let {yn }∞ n=−1 be a positive solution of Eq(6. 2)-Type Equations 6.110 Chapter 6.61) The following three lemmas are now direct consequences of the above identities. 1.54). p + yn−1 n = 0.58) Note that the positive equilibrium y =p+1−q of Eq(6.54).8.1 Assume that p<q (6.59) the identities (6. (6. Then the following statements are true: .57) and yn+1 − yn = (p − q)yn + (1 − yn )yn−1 q + yn−1 (6. .60) (6.54) is such that: < 1 if p < q < p + 1 y is = 1 if p = q > 1 if p > q. (6.56)-(6.1 Invariant Intervals and Semicycle Analysis Let {yn }∞ n=−1 be a positive solution of Eq(6.8.

(vi) If for some N ≥ 0. then yN +1 < 1. Lemma 6.8.63) and let {yn }∞ n=−1 be a positive solution of Eq(6. then yN +1 = 1. Then the following statements are true: q (i) If for some N ≥ 0. (vi) If for some N ≥ 0. The Case α = B = 0 : xn+1 = βxn +γxn−1 A+Cxn−1 111 q (i) If for some N ≥ 0. yn > 1 and the solution is strictly decreasing. then yN +1 > q p and yN +2 > 1.8. then for n ≥ 0. yN > q 2 . (v) If for some N ≥ 0.3 Assume that p>q (6. p q then yN +1 > p .2 Assume that p=q (6. yN = p . q (iii) If for some N ≥ 0. yN ≥ 1. yN > p . p q then yN +1 < p . then yN +1 < 1.8. yN > q 2 . yN ≥ 1. yN ≤ 1. then yN +1 = 1. then yN +1 > 1. yn < 1 and the solution is strictly increasing. yN < p .64) and let {yn }∞ n=−1 be a positive solution of Eq(6. then for n ≥ 0. yN > p . Then the following statements are true: (i) If y0 < 1. .6. Lemma 6. (iii) If y0 > 1.54).54). q (iii) If for some N ≥ 0. yN ≤ 1. yN = p . (v) If for some N ≥ 0. (ii) If y0 = 1. q (ii) If for some N ≥ 0. (iv) If for some N ≥ 0. then yN +1 < 1. yN < p . then yN +1 > yN . then yN +1 > 1. then yN +1 < yN . q (ii) If for some N ≥ 0. (iv) If for some N ≥ 0. then yn = 1 for n ≥ 0.

When (6. Then the positive equilibrium y = p + 1 − q of Eq(6. Then we can see that {un }∞ n=−1 satisﬁes the diﬀerence equation un+1 = p−q (q+1)2 + p u q+1 n 1 + un−1 .4.3.2 Global Stability of the Positive Equilibrium When (6. .2 that every solution of Eq(6. 2)-Type Equations 6. Without loss of generality we will assume that yn > 1 for n ≥ −1.3 that every solution of Eq(6. Next. Hence.64) holds.8. 1). This is impossible because y < 1.3 that every solution converges to its positive equilibrium u= p−q . 2)-type equation was investigated in Section 6.1 that if a solution {yn }∞ n=−1 is such that yn ≥ 1 for all n ≥ 0 then the solution decreases and its limit lies in the interval [1. it follows from Lemma 6.8.8. (6.2 Assume that p + 1 > q and that y−1 + y0 > 0. q+1 From the above observations and in view of Theorem 6. y is a global attractor.8.65) with positive parameters and positive initial conditions. by Lemma 6.3 where we established in Theorem 6.62) holds. every positive solution of Eq(6. (2.8.1.8. n = 0. .112 Chapter 6. .1 we have the following result: Theorem 6. v) = pu + v q+v is increasing in both arguments and by Theorem 1. ∞). 1. Set yn = 1 + (q + 1)un for n ≥ −1.54) eventually enters and remains in the interval (0. ∞). Now in the interval (0.54) eventually enters and remains in the interval (1.8.8.63) holds. This (2. 1) the function f (u. Here it is clear from Lemma 6.54) is globally asymptotically stable. it follows from Lemma 6. . assume that (6.54) converges to the equilibrium y = 1.

) The only equilibrium point of Eq(6.67) . .66) B β and q = . qyn + yn−1 n = 0.66) was investigated in [54]. . Then the positive equilibrium of Eq(6. (p + 1)(q + 1) (p + 1)(q + 1) n = 0.66) is y= p+1 q+1 and the linearized equation of Eq(6.1 (a) Assume that p > q.9. .66) about y is zn+1 − p−q p−q zn + zn−1 = 0. 2)-type Eq(6.6. (6. (Eq(6. .9) which by the change of variables xn = reduces to the equation yn+1 = where pyn + yn−1 .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.9 The Case α = A = 0 : xn+1 = γ yn C This is the (2. γ C To avoid a degenerate situation we will also assume that p= p = q.1 we obtain the following result: Theorem 6. . By applying the linearized stability Theorem 1.9.1.68) (6. 1. The Case α = A = 0 : xn+1 = βxn +γxn−1 Bxn +Cxn−1 113 βxn +γxn−1 Bxn +Cxn−1 6. . Then the positive equilibrium of Eq(6. (6. 1. . (b) Assume that p < q.66) is locally asymptotically stable.

ψ. . (2. . . . . .69) where the values of φ and ψ are the (positive and distinct) solutions of the quadratic equation p(1 − p) (6. the second iterate of T . φ. qv Let T be the function on (0. 1.66) in the equivalent form: un+1 = vn n +un vn+1 = pvn +un .114 Chapter 6. One can see that ψ JT 2 φ ψ = (p−q)ψ − (qψ+φ)2 (p−q) ψ − (qψ+φ)2 (qφ+ψ)2 2 2 (p−q)φ (qψ+φ)2 (p−q)φ (qφ+ψ)2 (p−q)ψ (qψ+φ)2 −1 . 2)-Type Equations 6. ∞) deﬁned by: T Then u v = φ ψ u v g(u. evaluated at lie inside the unit disk.69) is asymptotically stable if the eigenvalues of the φ Jacobian matrix JT 2 . ψ. . ∞) × (0. v) = qv + u and h(u. On the other hand when p<q and q > pq + 1 + 3p.70) t2 − (1 − p)t + = 0. and write Eq(6. . φ. v) h(u. Eq(6. v) = = . (6. One can see that T2 where pv + u g(u. . . .66) has no prime period-two solutions. . n = 0. v) p pv+u + v qv+u q pv+u + v qv+u v pv+u qv+u . 1. The prime period-two solution (6.5 that when p > q. is a ﬁxed point of T 2 . we set un = yn−1 and vn = yn for n = 0. q−1 In order to investigate the stability nature of this prime period-two solution. Eq(6.1 Existence of a Two Cycle It follows from Section 2. .66) possesses a unique prime period-two solution: .9. .

φ= pψ + φ qψ + φ φψ = p(1 − p) q−1 pφ + ψ . 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 < 1.73) (6.72) φ ψ and ψ = Inequality (6.6.1.1 (c). P < 0 and Q < 0 and so Inequality (6. Next we will establish Inequality (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 . We will use the fact that φ + ψ = 1 − p. (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. Observe that φ > 0.71) (6. By applying Theorem 1.9. qφ + ψ (6. The Case α = A = 0 : xn+1 = Set P = Then JT 2 βxn +γxn−1 Bxn +Cxn−1 115 p−q . ψ > 0.72) is always true.71).

74) is p(1 − p) (p − 1)(q − 1)] q−1 (6. Inequality (6. (2.68) holds. II = [(qψ + φ)(qφ + ψ)]2 = [(q 2 + 1)ψφ + q(φ2 + ψ 2 )]2 = [q(1 − p)2 + (q − 1)p(1 − p)]2 Hence.74) = (q − p)(1 − p)2 (qp + 1 + 2p).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. 2)-Type Equations (q − p)[(qφ + ψ)(pφ + ψ) + (qψ + φ)(pψ + φ)] < [(qφ + ψ)(qψ + φ)]2 . Now observe that the lefthand side of (6. Finally. = [q(φ + ψ)2 + (q − 1)2 φψ]2 (q − p) φψ < (1 − p)(q − p) .116 if and only if Chapter 6. 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 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 .71) is true if and only if (6.

66).68) holds. . y) is increasing in y and decreasing in x. In summary. Theorem 6.1 by observing that when p < q.66). where φ and ψ are the two positive and distinct roots of the quadratic Eq(6. 6.7. .2 Assume that Condition (6.9.9. 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.7. . . φ.66): Theorem 6. ψ. ψ.67) holds. 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. we present a semicycle analysis of the solutions of Eq(6.3 Global Stability Analysis When p < q The main result in this section is the following Theorem 6.4 by observing that the condition p > q implies that the function px + y f (x. .9.4 Assume that p<q and (6. except possibly for the ﬁrst semicycle which may have length one.2 Semicycle Analysis In this section.9. . or {yn } converges monotonically to y.69) of Eq(6. . y) = qx + y is increasing in x and decreasing in y. Proof. Then either {yn } oscillates about the equilibrium y with semicycles of length one.66) is globally asymptotically stable.9. the following result is true about the local stability of the prime periodtwo solution (6. Then the following statements are true: (a) Assume p > q. 6.9. (a) The proof follows from Theorem 1. (b) Assume p < q. Then {yn } oscillates about the equilibrium y with semicycles of length two or three. Then Eq(6.70).6. (b) The proof follows from Theorem 1.66) posseses the prime period-two solution . Furthermore this prime period-two solution is locally asymptotically stable.3 Let {yn } be a nontrivial solution of Eq(6. after the ﬁrst semicycle. φ. Then the positive equilibrium y of Eq(6. the function 2 f (x.35). This function also satisﬁes Condition (1.

75) yN ≥ ψ and yN +1 ≤ φ. . qx + y from which we conclude that limk→∞ yN +2k = ψ and limk→∞ yN +2k+1 = φ. denote the two cycle of Eq(6. Proof. (6. p ≤ f (x.4 follows as a consequence of Theorem 1. . Set f (x. Eq(6.75) holds.68) holds. Let φ.4.4. and increasing in y for each ﬁxed x.5 Assume that (6. ψ. y) = Then clearly. ψ. ψ.. Assume that (6.118 Proof. Then this solution converges to the two cycle φ.6 lim sup yn = ψ n→∞ px + y . 2 Next we want to ﬁnd more cases where the conclusion of the last theorem holds. Now the conclusion of Theorem 6. . yN +3 = f (yN +2 . y > 0.9.69) when instead of (6. yN ) ≥ f (φ. φ. yN +2 = f (yN +1 .66) converge to the two cycle (6. 1. .9. Theorem 6. and lim inf yn = φ n→∞ Now as in the proof of Theorem 1. . 2 The method employed in the proof of Theorem 1. .67).4. yi+1 lie between m and M . . Set f (x. Assume that for some solution {yn }∞ n=−1 of Eq(6.. y) is decreasing in x for each ﬁxed y. (2. . yN +1 ) ≤ f (ψ. ψ.6 can also be used to establish that certain solutions of Eq(6.66) has no prime period-two solution. with φ < ψ.66).6 and the fact that y is locally asymptotically stable. . . y) = px + y . We consider ﬁrst the case where eventually consecutive terms yi . φ) = φ and in general yN +2k ≥ ψ and yN +2k+1 ≤ φ for k = 0. y) ≤ 1 for all x. qx + y Chapter 6.67). .66) and for some index N ≥ −1. (6. q Finally in view of (6. Also clearly.68) holds. 2)-Type Equations and note that f (x. ψ) = ψ. φ.

φ. .6.9. Using the monotonic character of the function f we have m = f (M.9. yi ) = yi+2 ≤ f (m. m ≤ yi . M ] for every k > i. Hence limn→∞ y2n = M . M ] is answered by Theorem 6. M ] (that is. limn→∞ y2n+1 M − M2 . m= 2 Since the case in which the solution lies outside of the interval [m. qy2n+2 − p M − M2 lim y2n+1 = . Proof.1 Suppose that for some i ≥ 0. and the result follows by induction. either yi > M and yi+1 < m or yi < m and yi+1 > M ). M ] and if we never get two successive terms outside of the interval [m. . . (C) y2n < m and m ≤ y2n+1 < M for every n. Lemma 6. and so M ≥ lim supn→∞ y2n ≥ lim inf n→∞ y2n ≥ M. Then yk ∈ [m. The Case α = A = 0 : xn+1 = βxn +γxn−1 Bxn +Cxn−1 119 Lemma 6. φ. qM − p = m and the proof is complete.9. M ) = M. M ]. M ) = pm + M qm + M for m we ﬁnd Thus. . (B) 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 . for every i.66) we have y2n+1 = and so y2n − y2n y2n+2 . From Eq(6. . (D) y2n+1 < m and m ≤ y2n < M for every n. n→∞ qM − p On the other hand by solving the equation M = f (m. then we have one of the following four cases: (A) y2n > M and M ≥ y2n+1 > m for every n.9. By our earlier observation we have that M ≥ lim supi→∞ yi . ψ. Since the proofs are similar for all cases we will give the details in case (A). 2 If we never get two successive terms in the interval [m. m) ≤ f (yi+1 . ψ. we are left with the case in which the solution lies eventually in [m. . .5. Proof. yi+1 ≤ M.

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

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

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

4 Global Stability Analysis When p > q Here we have the following result: Theorem 6. / (b) For every point (x−1 . .10. qx + y (6. investigate the asymptotic behavior and the periodic ∞ nature of the solution {xn }n=−1 . . Now the result is a consequence of Theorem 1. the function f (x.9. . 1. y) is increasing in x for each ﬁxed y.10. cxn + dxn−1 n = 0.5. b. 2 pM + m . Open Problems and Conjectures 123 6. c. Proof. x0 ) ∈ F. y) = px + y . y > 0.4. . the only solution of the system M= is m = M. qm + M 6. d ∈ R. .77) holds.1 (See [64]) Assume that (a) Investigate the forbidden set F of the diﬀerence equation xn+1 = axn + bxn−1 xn .5. Open Problem 6.10 Open Problems and Conjectures a. To this end. Also 1 ≤ f (x. qM + m m= pm + M . and is decreasing in y for each ﬁxed x. Finally observe that when (6.9. Then the positive equilibrium y of Eq(6. We will employ Theorem 1.6.4.77) and observe that when p > q.66) is globally asymptotically stable.7 Assume that p>q and p ≤ pq + 1 + 3q. y) ≤ p q for all x. set f (x.

10. (Note that by Theorem 6. (2. .4.4.5. Show that every positive solution of Eq(6.3 Assume p ∈ (0. 2)-Type Equations Open Problem 6. Investigate the forbidden set and the asymptotic character of solutions of the nonautonomous Riccati equation xn+1 = αn + βn xn . ∞). this conjecture has been conﬁrmed for q ≤ 1 + 4p.10. (See Section 1. not necessarily prime. Show that the equation yn+1 = p + yn−1 . .2.) .6 for the autonomous case.) Conjecture 6. . .) Conjecture 6. q ∈ (0.3. we need only to conﬁrm this conjecture for p > 2(q +1) and q ≥ 1. .10) has a ﬁnite limit. . . See also [36].3. . βn .124 (See Section 1.2 Assume that p.) Chapter 6. ∞).) Conjecture 6. Show that every positive solution of Eq(6.10. 1.6. Bn ∈ R for n = 0. are convergent sequences of real numbers with ﬁnite limits. 1. period-two solution. q ∈ (0.1 Assume p.10. (Note that by Theorem 6. ∞). An . 1.11) has a ﬁnite limit. has a positive and monotonically decreasing solution.2 Assume that αn . every positive solution converges to a. 1 + yn n = 0. . . An + Bn xn n = 0. (Note that by Theorem 6.

10.7. Open Problems and Conjectures Conjecture 6.10. q ∈ (0. . Find the basin of attraction of the period-two solution of Eq(6.5 Find the set of all initial conditions (y−1 . ∞) and q > 1 + 4p.10.10. Open Problem 6.27) either converges to a ﬁnite limit or to a two cycle. this conjecture has been conﬁrmed for p ≤ pq + 1 + 3q.6. as n → ∞.) Open Problem 6.27). (Note that by Theorem 6. ∞) and q > pq + 1 + 3p.10. Show that every positive solution of Eq(6. Find the basin of attraction of the period-two solution of Eq(6. q ∈ (0. 125 Show that every positive solution of Eq(6.9. Conjecture 6.6.3 Assume that p. q ∈ (0.10.66) has a ﬁnite limit. (See Section 6. ∞).66).5 Assume p > q.4 Assume that p.) Open Problem 6.4 Assume that p. y0 ) ∈ R × R through which the solution of the equation yn+1 = yn + yn−1 1 + yn is well deﬁned and converges to 1.

78) (6. A. 1. β.79) (6. n = 0. y0 ) ∈ R × R through which the solution of the equation yn+1 = yn + yn−1 1 + yn−1 is well deﬁned and converges to 1. . y0 ) ∈ R × R through which the equation is well deﬁned for all n ≥ 0. C ∈ (0. .10. . as n → ∞.126 Chapter 6. Open Problem 6.82) (6. (2.8 Assume α.10.10.7 For each of the following diﬀerence equations determine the “good” set G ⊂ R × R of initial conditions (y−1 . 2)-Type Equations Open Problem 6. y0 ) ∈ G. . γ.84) yn − yn−1 For those equations from the above list for which you were successful. Investigate the asymptotic behavior and the periodic nature of solutions of the diﬀerence equation αxn + βxn−1 + γxn−2 . . xn+1 = Axn + Bxn−1 + Cxn−2 Extend and generalize. extend your result by introducing arbitrary real parameters in the equation.6 Find the set of all initial conditions (y−1 .80) (6.Then for every (y−1 . 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. Open Problem 6.83) yn − yn−1 yn − 1 yn − yn−1 1 − yn−1 1 − yn−1 yn − yn−1 yn + yn−1 .81) (6. ∞). B. (6.

1. . 1 + yn pn + yn−1 . . 1. ∞) such that the solutions {yn }∞ n=−1 of Eq(6. .86) (6. 1. 1 + yn pn yn + yn−1 . . . . . qn yn + yn−1 pn yn + qn yn−1 . p = n→∞ pn lim lim and q = n→∞ qn .92) pn + qn yn .6. Extend and generalize.10. n = 0. 1. . n=−1 .91) (6.10. y0 ) ∈ B.89) (6. yn + qn yn−1 pn + qn yn−1 . Open Problem 6. 1.87) (6. qn + yn−1 pn yn + yn−1 .90) (6. ∞) × (0. 1 + yn−1 yn + pn .85) (6. (a) Find the set B of all initial conditions (y−1 . qn yn + yn−1 yn+1 = yn+1 = Open Problem 6.9 Assume that {pn }n=0 and {qn }∞ are convergent sequences of n=0 nonnegative real numbers with ﬁnite limits.11 Assume q ∈ (1. . n = 0.92). n = 0. . . . qn + yn n = 0.23) are bounded. n = 0.10. 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 . Investigate the asymptotic behavior of {yn }∞ .88) (6. . Open Problems and Conjectures 127 ∞ Open Problem 6. . .10.85)-(6. n = 0. y0 ) ∈ (0. . . . ∞). 1. n = 0. . Investigate the global character of all positive solutions of Eqs(6. . 1. . 1. (6. (b) Let (y−1 . n = 0. . .10 Assume that {pn }∞ and {qn }∞ are period-two sequences n=0 n=0 of nonnegative real numbers. . .

x0 ) ∈ G. Open Problem 6. ∞ (b) Let (y−1 . y0 ) ∈ (0.94) .94). 1. (2. (a) Determine the set G of initial conditions (y−1 . n = 0.6 Assume x0 .10. the periodic nature. (b) Let (x−1 . 1) with α + β > 1 + β .10. Investigate the boundedness character. [3]. Chapter 6. 2)-Type Equations (a) Find the set B of all initial conditions (y−1 . ∞).12 Assume q ∈ (1. y0 ) ∈ B. 3). . ∞) such that the solutions {yn }∞ n=−1 of Eq(6. and [2]) Assume α ∈ (1. ∞). ∞) and that α ∈ (2. β ∈ (0.14 (Discrete Epidemic Models. Open Problem 6. ∞) × (0. ∞). y0 ) ∈ (0.128 Open Problem 6. . 1 β = 1 and γ = . ∞) through which the solutions {xn }∞ n=−1 of the diﬀerence equation xn+1 = (1 − xn − xn−1 )(1 − e−Axn ). Investigate the asymptotic behavior of {yn }n=−1 . are nonnegative. (6. (c) Extend and generalize. .) Let A ∈ (0. . 2 Show that the positive equilibrium of System (6.93) is globally asymptotically stable. 1.10. . 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 . and the asymptotic behavior of the solution {xn }∞ n=−1 of Eq(6.10.93) Conjecture 6. See [9]. y0 ∈ (0.47) are bounded. and γ ∈ (0.13 (A Plant-Herbivore System. . ∞) × (0. ∞). See [14]. n = 0. . (6.

1. (6.}. (6. ∞). with positive initial conditions. . . . 129 Obtain necessary and suﬃcient conditions for the global asymptotic stability of the Flour Beetle Model: xn+1 = axn + bxn−2 e−c1 xn −c2 xn−2 .16 (A Population Model) Assume α ∈ (0. . . 1. . . q + yn−k pyn + yn−k . . . 1. .10. yn + q pyn + yn−k . Open Problem 6. . .100) (6. qyn + yn−k n = 0. n = 0. . n = 0.95) 1 + yn−k yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = yn + p . yn + qyn−k p + qyn−k . . .99) (6.10. 1. b ∈ (0. . 1. n = 0. Assume a ∈ (0. n = 0. n = 0.6. . Investigate the global character of all positive solutions of the system . n = 0. . . . .98) (6. 1.17 Assume that p. . Investigate the global behavior of all positive solutions of each of the following diﬀerence equations: p + qyn yn+1 = . See [48]). and c1 . . 1). ∞) with c1 + c2 > 0. .10. . ∞). 1. . qyn + yn−k yn + pyn−k . . ) which may be viewed as a population model.10. 1 + yn p + yn−k . Open Problem 6. n = 0. .96) (6.97) (6. . c2 ∈ [0. Open Problems and Conjectures Open Problem 6. 3. . ∞) and k ∈ {2.101) . q ∈ [0. 1. 1.15 (The Flour Beetle Model. . n = 0. . 1) and xn+1 = αxn e−yn + β yn+1 = αxn (1 − e −yn β ∈ (1.

20 Assume that Eq(6.10. also converges to a period-two solution.10. . which extends and uniﬁes the global asymptotic stability results for Eqs(6. . n = 0. .18 Obtain a general result for an equation of the form yn+1 = f (yn . n = 0. xn−1 ). .102) has a two cycle which is locally asymptotically stable. . . (6. .11) and (6. Obtain necessary and suﬃcient conditions on f so that the same two cycle is a locally asymptotically stable solution of Eq(6.19 Assume that every positive solution of an equation of the form xn+1 = f (xn . yn−1 ).103) Open Problem 6. . Obtain necessary and suﬃcient conditions on f so that every positive solution of the equation xn+1 = f (xn−2 . .27). xn−1 ). 1. 1.102) converges to a period-two solution. Extend and generalize. (6. 1.103). n = 0. (2. 2)-Type Equations Open Problem 6. .130 Chapter 6.10. Open Problem 6.

.Chapter 7 (1. . 3)-type Eq. 3)-type equations are positive and that the initial conditions are nonnegative. A2 .1) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= 1 . . (7. A + Bxn + Cxn−1 βxn . . 1. A + Bxn + Cxn−1 n = 0.(7. n = 0. 1 + pyn + qyn−1 αB A2 and q = 131 n = 0. (7. . 1. A + Bxn + Cxn−1 n = 0.2) Eq(1) contains the following three equations of the (1. . 3)-Type Equations 7. (7. . . 1. . . . 1.2 The Case β = γ = 0 : xn+1 = α yn A α A+Bxn +Cxn−1 This is the (1. 3)-type: Please recall our classiﬁcation convention in which all the parameters in the above (1.1 Introduction xn+1 = xn+1 = and xn+1 = γxn−1 .1) (7. 7. . .3) α .4) αC .

5) is globally asymptotically stable. The following result is a straightforward consequence of Theorem 1.2.5) β B and q = .5) always has zero as an equilibrium point and when p>1 it also has the unique positive equilibrium point y= p−1 .4.4. A C Eq(7. Then the positive equilibrium of Eq(7. The following result is now a straightforward consequence of either the stability trichotomy Theorem 1. 1]. .4) has no prime period two solutions. q+1 The following result is a straightforward consequence of Theorem 1.4) is globally asymptotically stable. . Theorem 7. .132 Chapter 7.7 in the interval [0.3. .3. or Theorem 1.5 in the interval [0. q Theorem 7. 1. (1. 3)-type Eq(7. 7.1 Assume p ≤ 1.4. ∞) and p > 1. Then the zero equilibrium of Eq(7.4.2 Assume that y−1 . (7. y0 ∈ (0.1.4. Theorem 7.5) is globally asymptotically stable.2. 3)-Type Equations One can easily see that the positive equilibrium of Eq(7.3.1 The positive equilibrium of Eq(7.4) is locally asymptotically stable for all values of the parameters and that Eq(7.3 The Case α = γ = 0 : xn+1 = A yn C βxn A+Bxn +Cxn−1 This is the (1. It also follows by applying Theorem 1. p ]. 1 + pyn + qyn−1 p= n = 0.2) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where yn .

. . .1.1 (a) The zero equilibrium of Eq(7.4 The Case α = β = 0 : xn+1 = γ yn C This is the (1. if and only if p < 1. . Concerning prime period-two solutions one can see that Eq(7. 3)-type Eq(7. The Case α = β = 0 : xn+1 = γxn−1 A+Bxn +Cxn−1 133 γxn−1 A+Bxn +Cxn−1 7. p + qyn + yn−1 A γ n = 0.6) is locally asymptotically stable when q<1 and is unstable (a saddle point) when q > 1. . φ. 1+q The subsequent result is a straightforward application of Theorems 1. ψ.4.6) always has the zero equilibrium and when p<1 it also has the unique positive equilibrium y= 1−p . Theorem 7.1. B .3. (b) Assume that p < 1.3) which by the change of variables xn = reduces to the equation yn+1 = where p= yn−1 .1 and 1.7.4. φ. . .6) is globally asymptotically stable when p≥1 and is unstable (a repeller) when p < 1.6) has a prime periodtwo solution . Then the positive equilibrium of Eq(7. . . 1. C (7. ψ. .6) and q = Eq(7.

of Eq(7. with 0 ≤ φ ≤ 1 − p and φ = Theorem 7. 2 and in view of (7. 3)-Type Equations p < 1 and q = 1 the only prime period-two solution is . φ. 0.6) has a ﬁnite limit. 1 − p. . 0.8) 0 p 0 lie in the disk |λ| < 1. when p < 1 and q = 1 all prime period-two solutions of Eq(7. 0. φ. q ∈ (0. .6) is locally asymptotically stable. 1 − p. On the other hand. 1 − p − φ. 0.5 Open Problems and Conjectures p. 1 − p − φ. .2 Assume that p<1 Then the period-two solution . . . Conjecture 7. 1 − p. .134 Furthermore when Chapter 7. . (1. . (7.5.7) both eigenvalues of JT 2 7. . . 2 and q > 1. . . .4. . . Therefore 1−p the prime period-two solution (7. 1 − p. . Proof. 1). It follows from Section 2.7) (7. .6) are given by .1 Assume Show that every positive solution of Eq(7. .6 that here JT 2 0 1−p = 1 p+q(1−p) q(1−p) − p+q(1−p) 1−p . . .8) is locally asymptotically stable.

Open Problems and Conjectures Conjecture 7. 1) and q ∈ (1.6) converges to a. . Open Problem 7.5. q ∈ [0.1 Assume p ∈ (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 . 135 Show that every positive solution of Eq(7.11). .7.3 For each of the equations given below. Find the basin of attraction of the two cycle . not necessarily prime. . and investigate ∞ the long term-behavior of the solution {xn }n=−1 . 0. 1 + xn + xn−1 (7. . periodtwo solution.5. Open Problem 7.2 Investigate the asymptotic character and the periodic nature of all positive solutions of the diﬀerence equation xn+1 = where p. ﬁnd the set G of all points (x−1 .5.5. Open Problem 7.10) (7. let (x−1 . .2 Assume p < 1 and q ≥ 1. 1 − p.9)-(7.11) Now for each of the equations (7. . . ∞). Extend and generalize. 1 + pxn + qxn−1 + xn−2 n = 0. of Eq(7. x0 ) ∈ G be an initial point through which the corresponding equation is well deﬁned for all n ≥ 0. .9) (7. 0.5. ∞). 1 − p. xn−2 .6). 1.

12)-(7. (1. . 1.14) Open Problem 7. lim Investigate the asymptotic behavior and the periodic nature of all positive solutions of each of the following three diﬀerence equations: yn+1 = yn+1 = yn+1 = 1 . . Extend and generalize.4 Assume that {pn }∞ and {qn }∞ are convergent sequences of n=0 n=0 nonnegative real numbers with ﬁnite limits. Investigate the global character of all positive solutions of Eqs(7. 1 + pn yn + qn yn−1 yn . 1.5. 1 + pn yn + qn yn−1 yn−1 . n = 0. . . n = 0. p = lim pn n→∞ and q = n→∞ qn . . . .5. (7. 3)-Type Equations Open Problem 7. 1. . . pn + qn yn + yn−1 n = 0.5 Assume that {pn }∞ and {qn }∞ are period-two sequences of n=0 n=0 nonnegative real numbers. .14).136 Chapter 7. .13) (7.12) (7.

Cxn−1 n = 0. yn+1 = (α + βγ ) + γyn−1 B . . β + Byn n = 0.Chapter 8 (3. Bxn Eq(1) contains the following three equations of the (1. . . . n = 0. and the denominators are always positive. A α + βxn + γxn−1 . 1)-Type Equations 8. . the initial conditions are nonnegative. 3)-type: xn+1 = xn+1 = and xn+1 = α + βxn + γxn−1 . Eq(8.2) by the change of the variables xn = yn + β . Eq(8. (8. 1. . . . 2)-type equation of the form of Eq(6. B is reduced to a (2. . .4) (see Section 6.1) (8. . namely.3) n = 0. C . 1.5).3) by the change of the variables xn = yn + 137 γ .1 Introduction α + βxn + γxn−1 . Eq(8. 1. (8.2) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. . 1.1) is a linear diﬀerence equation and can be solved explicitly. . .

2.2. .4) be a period-two solution of Eq(8. Determine the basin of attraction of (8. . ψ.3) converges to the positive equilibrium of the equation.2) (see Section 6. . .2) which converges to (8.4).2. φ. . yn+1 (α + βγ ) + βyn C . Hence there is nothing else remaining to do about these equations other than to pose some Open Problems and Conjectures. 2)-type equation of the form of Eq(6. 1.2. 1)-Type Equations is reduced to a (2. (b) Let {xn }∞ n=−1 be a positive solution of Eq(8. φ. Conjecture 8. n=−1 Open Problem 8. (3.2). Open Problem 8. x0 ) ∈ R × R through which the equation 1 + xn + xn−1 xn+1 = xn is well deﬁned for all n and for these initial points determine the long-term behavior of the solutions {xn }∞ . . n=−1 . ∞) × (0.2) are bounded.2 Open Problems and Conjectures Open Problem 8. ∞) through which the solutions of Eq(8.1 Assume γ > β. 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 }∞ . = γ + Cyn−1 n = 0.4 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 . .3 Determine the set G of all initial points (x−1 . (8.2. x0 ) ∈ (0. . Open Problem 8. 8. .2 (a) Assume γ = β and let . ψ. .4).138 Chapter 8. Determine the set of initial conditions (x−1 .1 Show that every positive solution of Eq(8.3) namely.

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.

1.4 Assume p = q(qr + 1) and let {yn }∞ n=−1 be a solution of Eq(9. and y4k+2 ≤ q.2.10) Proof. The limit (9.2. is equal to four.10) is a consequence of the fact that in this case qr ∈ (0. ∞) and Eq(9. y4k ≥ 1. then n→∞ Chapter 9. The proof follows from identity (9.4).3 Suppose that p = q + rq 2 and let {yn }∞ n=−1 be a nontrivial solution of Eq(9.146 Lemma 9.4) has no period-two solution. (iv) y−1 < q and y0 ≤ q =⇒ y4k−1 < q. y4k+1 < q. 2 . 2 Here we present a semicycle analysis of the solutions of Eq(9. Then this solution is oscillatory and the sum of the lengths of two consecutive semicycles. y4k ≥ 1. and y4k+2 ≤ q. . In this case Eq(9. and the only equilibrium point is y = q. y4k ≤ 1. 3)-Type Equations qr (q − yn−1 ).4) becomes yn+1 = q + rq 2 + qyn . Proof. (9. Theorem 9. (iii) y−1 > q and y0 ≥ q =⇒ y4k−1 > q. the following statements are true for all k ≥ 0: (i) y−1 > q and y0 ≤ q =⇒ y4k−1 > q. y4k+1 > q.9) (9. and y4k+2 ≥ q.5). excluding the ﬁrst. 1 + yn + ryn−1 n = 0. More precisely. y4k ≤ 1. (2. and y4k+2 ≥ q.4) when p = q(1 + rq). y4k+1 < q.9) follows by straightforward computation. 1 + yn + ryn−1 lim yn = y. Identity (9. Then yn+1 − q = Furthermore when qr < 1. .4). y4k+1 > q. . (ii) y−1 < q and y0 ≥ q =⇒ y4k−1 < q.

4). yN +1 > q.1. q−1+ (q − 1)2 + 4p 2 Hence. q−1+ (q−1) +4p ] if p ≤ q. there exists N > 0 such that one of the following three cases holds: (i) yN > q. if for some N . yN ≤ b. for the sake of contradiction. the following is true: Lemma 9.9. Set b= and observe that yn+1 − b = (q − p)(yn − b) − r(p + qb)yn−1 . ∞ Proof. First assume that p ≤ q. Then yn > y for n ≥ 0 and so which is a contradiction.2. The Case γ = 0 : xn+1 = α+βxn A+Bxn +Cxn−1 147 9. (ii) yN > q. q] qr [q.2. y ∈ I.4) is eventually trapped into one of the three invariant intervals of Eq(9. Then by Lemma 9. 2 I= [ p−q .3. qr and yN +2 < . (1 + yn + ryn−1 )(1 + b) n ≥ 0.4 Global Asymptotic Stability The following lemma establishes that when p = q(qr + 1). Then clearly. Then every solution of Eq(9.5 Let I denote the interval which is deﬁned as follows: √ 2 [0.4) lies eventually in I.4) described in Lemma 9. p > q(qr + 1). Next assume that q < p < q(qr + 1) and. Let {yn }n=−1 be a solution of Eq(9.2. then yN +1 < b.2.2. yN +1 < p−q . qr n→∞ lim yn = y ∈ I and yN +2 < p−q . p−q ] qr if if q < p < q(qr + 1). qr p−q . every solution of Eq(9. also assume that the solution {yn }∞ n=−1 is not eventually in the interval I. More precisely. Now assume for the sake of contradiction that yn > b for n > 0.

7 and 1.4): Theorem 9. and (q − 1)2 (r − 1) ≤ 4p. or q .4. 3}. (2.2. y) = p + qx 1 + x + ry 2 in each of the intervals in Lemma 9. The proof when p > q(qr + 1) is similar and will be omitted. Then the equilibrium y of Eq(9. By using the monotonic character of the function f (x.4). the following results are true for 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. and yN +2 < p−q . qr The desired contradiction is now obtained by using the Identity (9. 1+r Then the equilibrium y of Eq(9. we can obtain some global asymptotic stability results for the solutions of Eq(9.148 (iii) yN > q. p< p≤q or q < p < q + q2r and that one of the following conditions is also satisﬁed: (i) q ≤ 1.7) from which it follows that for j ∈ {0.4 (a) Assume that either p ≥ q + q 2 r.2. 2.4) is globally asymptotically stable. p−q qr Chapter 9.5. Proof.4. . qr Also observe that 2 if yN ≥ q.1. (b) Assume that either (iii) r > 1 (ii) r ≤ 1. then yN + ryN − p < 0. 1. 3)-Type Equations ≤ yN +1 ≤ q. then yN + ryN − p > 0 and 2 if yN ≤ p−q . For example.4) is globally asymptotically stable. together with the appropriate convergence Theorems 1.

1 we see that when y−1 . 1 + yn + ryn−1 q= γ . then M = m. The proof when q < p < q + q 2 r holds follows from Lemma 9. C .7 and 1. Now if m + M = q − 1.2) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + qyn−1 .5 and so it remains to be shown that if m = f (m.5. For instance.3 The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 This is the (2. 2 2 √ 2 +4p q−1+ (q−1) . . then yn ∈ 2 √ √ q−1+ (q−1)2 +4p q−1+ (q−1)2 +4p for all n ≥ 0. If m + M = q − 1 then m and M satisfy the equation (r − 1)m2 + (r − 1)(1 − q)m + p = 0.2.4. A n = 0.4.1 and 9. √ q−1+ (q−1)2 +4p (b) In view of Lemma 9.4.2.4. .2. the function f increases in x and and that in the interval 0. We will employ Theorem 1. 1. Clearly now if Condition (ii) or (iii) is satisﬁed. y0 ∈ 0.2.11) A yn B αB .4 and Theorems 1. B (9.9. this is the case if Condition (i) is satisﬁed. 1 + M + rm Hence (M − m)(1 − q + M + m) = 0. 3)-type Eq(9. . This system has the form m= p + qm 1 + m + rM and M = p + qM . m) then M = m.1 and Theorem 1. A2 and r = . m = M from which the result follows. It is easy to check that y ∈ 0. 2 decreases in y. .3.2. M ) and M = f (M. 2 9. The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 149 (a) The proof follows from Lemmas 9. 0.

ψ.3.1. when q > 1 and (r − 1)(q − 1)2 + 4pr2 < 0. ψ.11) is locally asymptotically stable when either q≤1 or q > 1 and (r − 1)(q − 1)2 + 4pr2 > 0. Theorem 9. (2. φ. By employing the linearized stability Theorem 1. . . . . . be a period-two cycle of Eq(9. Furthermore when (9.12) 9. and the convergence of solutions in certain regions of initial conditions. (9. . and more precisely a saddle point. Eq(9. invariant intervals. ψ.12) holds.11).1 (a) The equilibrium y of Eq(9. . if and only if (9.11) has a unique equilibrium y which is positive and is given by y= q−1+ (q − 1)2 + 4p(r + 1) 2(r + 1) . Then φ= p + qφ 1 + ψ + rφ and ψ = p + qψ .150 Chapter 9. .3. . t+ r 1−r .1 we obtain the following result.1 Eq(9. 1 + φ + rψ It now follows after some calculation that the following result is true. . φ. φ.1 Let Existence and Local Stability of Period-Two Cycles .3. Lemma 9.11) has a prime period-two solution .11) is unstable. Here we make some simple observations about linearized stability. . φ. .12) holds. (b) The equilibrium y of Eq(9. 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. 3)-Type Equations This equation has not been investigated yet. ψ.

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

Thus . ∂u ∂v ∂v ∂u φ ψ lie inside the Then it follows from Theorem 1.14).14) (9.152 Chapter 9. ∂u (1 + ψ + rφ)2 (1 + φ + rψ)2 ∂h (p + qψ)(p + qφ) q − pr + qφ (φ. Inequality (9. 2 (1 + φ + rψ)2 ∂v (1 + ψ + rφ) (1 + φ + rψ)2 Set S= and D= ∂h ∂g (φ. ψ) + (φ. ψ) (φ.15) (9. Observe that. if and only if |S| < 1 + D < 2. ψ) − (φ. (2. ψ) = + . (9. 3)-Type Equations ∂h (p + qψ)(pr − q − qψ) (φ.16) First we will establish Inequality (9.1 that both eigenvalues of JT 2 unit disk |λ| < 1. This inequality is equivalent to (q − pr + qφ) (q − pr + qψ) − (1 + ψ + rφ)2 (1 + φ + rψ)2 < 0. 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 . ψ) ∂u ∂v ∂h ∂g ∂h ∂g (φ. ψ) (φ.13) (9.1. ψ) = .13) is equivalent to the following three inequalities: D<1 S <1+D −1 − D < S.

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 < 0.3. Next we turn to Inequality (9. Also by using Condition (9.9. After some lengthy calculation one can see that this inequality is also a consequence of Condition (9.12). we have established the following result: . Finally Inequality (9.12) we see that (r − 1)(q − 1)2 + 4pr2 = q 2 r − 2qr + r − q 2 + 2q − 1 + 4r2 p < 0 and so 2r2 p − rp + q − q 2 − qr + q 2 r < 2r2 p − rp + q − qr + 2qr − r − 2q + 1 − 4r2 p = −2r2 p − rp − q + qr − r + 1 = −2r2 p − rp + (r − 1) (q − 1) < 0 from which the result follows.16) is equivalent to (q − pr + qψ)(1 + φ + rψ)2 + (p + qψ)(p + qφ) + (q − pr + qφ)(1 + ψ + rφ)2 + (q − pr + qφ) (q − pr + qψ) + (1 + ψ + rφ)2 (1 + φ + rψ)2 > 0. After some lengthy calculation one can see that this inequality is a consequence of Condition (9. In summary. r2 (1 − r) −r2 p + rp − q + q 2 + qr = rp(1 − r) + q(q − 1) + qr > 0. 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) = .15).12).

154 Chapter 9. q r (c) q pr − q . Furthermore when (9. (2. which can be established by direct calculation. if and only if (9. 9. . . . . r r Proof.12) holds. 1 + yk + qyk−1 1 + ryk−1 The proof follows by induction.11). r when 1 < q < pr < q + q2 q − . r q when pr ≥ q + q2 .2 Eq(9.11) possesses the following invariant intervals: (a) 0. Lemma 9. 3)-Type Equations Theorem 9. ψ. b].11) we see that when yk−1 .3. φ. (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. . ψ.3.11) has a unique prime period-two solution .12) holds. φ. yk ∈ [0.3. then yk+1 = p + qyk−1 p + qyk−1 ≤ = g(yk−1 ) ≤ g(b) ≤ b. (b) pr − q q . Using Eq(9. gives a list of invariant intervals for Eq(9.2 Invariant Intervals The following result. q−1+ (q − 1)2 + 4pr 2r when pr ≤ q.2 Eq(9. this period-two solution is locally asymptotically stable. . .

yk ∈ q then q pr − q p + qyk−1 pr − q = f (yk . r The proof follows by induction. yk ∈ p + qyk−1 = f (yk .9. 1 + yk + qyk−1 r r = pr + q 2 pr − q . q p + qy 1 + x + ry . y) = is decreasing in y for x < q pr−q . Now by using the monotonic character of the function f (x. < r + (r + 1)q q The proof follows by induction.11) we see that when yk−1 . . yk−1 ) ≤ f . ≥ yk+1 = 1 + yk + ryk−1 r q q . yk−1 ) ≥ f .3.11) we see that when yk−1 . q r pr−q . yk−1 ) ≤ f 1 + yk + ryk−1 pr − q q . r By using the fact that f (x. y) = p + qy 1 + x + ry pr−q q . q q q = . yk−1 ) ≥ f 1 + yk + qyk−1 pr − q pr − q . Using Eq(9. y) and the condition 2 q < pr < q + qr we obtain yk+1 = p + qyk−1 = 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 . q r q = .r q is increasing in y for x > pr−q . then yk+1 = Using Eq(9. 2 . The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 155 (b) It is clear that the function f (x. (c) It is clear that the function f (x.

11) with initial conditions in the invariant interval 0.3. 2r √ √ q−1+ (q−1)2 +4pr q−1+ (q−1)2 +4pr yn ∈ 0. together with the appropriate convergence theorem (from among Theorems 1. The result now follows by employing Theorem 1. Then every solution of Eq(9. 3)-Type Equations 9. y) = in each of the intervals in Lemma 9.3. (ii) r ≥ 1. 2 q−1+ √ (q−1)2 +4pr (ii) r < 1 and (r − 1)(q − 1)2 + 4pr2 ≥ 0.4. for all n ≥ 0. 2 Theorem 9. the following results are true for Eq(9.8) we can obtain some convergence results for the solutions with initial conditions in the invariant intervals. In view of Lemma 9.156 Chapter 9.3 Convergence of Solutions p + qy 1 + x + ry By using the monotonic character of the function f (x.2 we see that when y−1 .3. q−1+ (q − 1)2 + 4pr 2r converges to the equilibrium y.5-1.3.2. . y0 ∈ 0. the function f decreases in x and increases 2r in y.11): Theorem 9.4. then Proof. For example.6. 2r 2r √ q−1+ (q−1)2 +4pr and that in the interval 0.3.4.4 (a) Assume that 1 < q < pr < q+ qr − q and that one of the following r conditions is also satisﬁed: (i) r ≥ 1.3 Assume that pr ≤ q and that one of the following conditions is also satisﬁed: (i) q ≤ 1. . It is easy to check that y ∈ 0. (iii) r < 1 and (r − 1)(q − 1)2 + 4pr2 ≥ 0. (2.

11) becomes yn+1 = qr + q 2 + qr2 yn−1 .3. r2 + r2 yn + r3 yn−1 n = 0.11) with initial conditions in the invariant interval pr − q q .4 Global Stability By applying Theorem 1.11). .4. r 9. The result now follows by employing Theorem 1.3.11) with initial conditions in the invariant interval q pr − q . q r interval q . the function f decreases check that y ∈ q .2 we conclude that yn ∈ pr−q q .4. 2 q pr−q . we obtain the following global asymptotic stability result. Then every solution of Eq(9.7. q r converges to the equilibrium y.9. r q converges to the equilibrium y. pr−q r q for all n ≥ 0. It is easy to (b) In view of Lemma 9.3.3.3 to Eq(9.r q 2 check that y ∈ and that the function f (x. The result now follows by employing Theorem 1. .11) when pr = q + this case Eq(9. (a) In view of Lemma 9. In and the only positive equilibrium is y = q .6. 1. y) decreases in x and increases in y. pr−q and that in the r q in both x and in y. Proof.3.4.3.5 Semicycle Analysis When pr = q + Here we present a semicycle analysis of the solutions of Eq(9.2 we conclude that yn ∈ for all n ≥ 0.r q pr−q q . (b) Assume that pr > q + qr .5 Assume r ≥ 1 and pr ≤ q. Then the positive equilibrium of Eq(9. The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 157 Then every solution of Eq(9. q2 r q2 . It is easy to 9.11) is globally asymptotically stable. Theorem 9. r . .

. and the convergence of solutions in certain regions of initial conditions. C and r = A . q+1 (9.158 2 Chapter 9.4 The Case α = 0 : xn+1 = βxn +γxn−1 A+Bxn +Cxn−1 This is the (2. .6 Suppose that pr = q + qr and let {yn }∞ n=−1 be a nontrivial solution of Eq(9. (2. The proof follows from the relation yn+1 − q q qr2 = ( − yn ) 3 .1.3) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= pyn + yn−1 . Then after the ﬁrst semicycle. (9. invariant intervals.17) γ yn .1. Eq(9. The equilibrium points of Eq(9.3.18) The following theorem is a consequence of Theorem 1. Here we make some simple observations about linearized stability. γ This equation has not been investigated yet.11). C n = 0. γ q= B . r + (1 + q)y Hence zero is always an equilibrium point and when p + 1 > r. r + qyn + yn−1 β . the solution oscillates about the equilibrium y with semicycles of length one. 1. r r r (1 + yn + ryn−1 ) 2 9.17) are the nonnegative solutions of the equation y= (p + 1)y . 3)-type Eq(9.3. Proof. 3)-Type Equations Theorem 9.1 and Theorem 1. . .17) also possesses the unique positive equilibrium y= p+1−r .

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. .4. ψ.4. 1. .2 Assume that (9. Furthermore the zero equilibrium is a saddle point when 1−p<r <1+p and a repeller when r < 1 − p. it follows from Section 2.1 βxn +γxn−1 A+Bxn +Cxn−1 159 (a) Assume that p + 1 ≤ r.20) holds.17) has a prime period-two solution . (9. φ. .17) is locally asymptotically stable when q + r < 3p + 1 + qr + pq. . φ.17) is unstable. . Then the zero equilibrium of Eq(9. Theorem 9.4. ψ. Theorem 9.9. q−1 . (b) Assume that p + 1 > r. .1. Then the zero equilibrium of Eq(9. . The linearized equation associated with Eq(9. Then the positive equilibrium of Eq(9.20) (9.5 that the following result is true. and unstable (a saddle point) when q + r > 3p + 1 + qr + pq.1.18) holds. Furthermore when (9. .17) is globally asymptotically stable. (p + 1)(q + 1) (p + 1)(q + 1) n = 0. .19) Concerning prime period-two solutions for Eq(9.17) about its positive equilibrium y is zn+1 − p − q + qr q−p+r zn − zn−1 = 0.4.3 Eq(9.17). The following result is a consequence of Theorem 1. The Case α = 0 : xn+1 = Theorem 9. if and only if (9.

Lemma 9. when q 2 − qr ≤ p < q 2 and p + q > r. qr p − q2 when q 2 < p ≤ q 2 + r and p + q > r.17) possesses the following invariant intervals: (a) 0. p+q−r q+1 when p = q 2 and q 2 + q > r where K > 0 is an arbitrary number and qr .1 Eq(9.4.1 Invariant Intervals The following result. K] when p = q 2 where K > 0 is an arbitrary number.160 Chapter 9. when p > q 2 + r where ((r − q)(p − q 2 ) + qr)2 + 4q 3 r(p − q 2 ) 2q(p − q 2 ) . (2. K2 −p [0. ((q − r)(q 2 − p))2 + 4p3 qr2 2pqr (q − r)(q 2 − p) + . q2 pr −p (q − r)(p − q 2 ) − qr + [0. and q 2 + q ≤ r. K] when q 2 − qr ≤ p < q 2 and p + q ≤ r. .4. K1 p − q2 K1 = (c) 0. (b) 0. where K > 0 is an arbitrary number and pr . 3)-Type Equations 9. q2 where K2 = when q 2 > p + qr. which can be established by direct calculation.17). gives a list of invariant intervals for Eq(9. K] when q 2 < p ≤ q 2 + r and p + q ≤ r. and [0.

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

K].1 and Theorem 1. K]. for any K > 0.4. Assume that q 2 + r ≥ p > q 2 and p + q ≤ r.4. (b) Assume that q 2 + r ≥ p > q 2 and p + q > r.5-1. we can obtain some convergence results for the solutions with initial conditions in the invariant intervals. converges to the equilibrium y.8. converges to the equilibrium y. (c) Assume that q 2 − qr ≥ p < q 2 and p + q > r. for any K > 0.17) with initial conditions in the interval [0.2 Convergence of Solutions px + qy r + qx + y By using the monotonic character of the function f (x.4 (a) Assume that p = q 2 and q 2 + q > r. The proof is an immediate consequence of Lemma 9. K]. converges to the equilibrium y.1.8).4. y) = in each of the intervals in Lemma 9. Then every solution of Eq(9.162 Chapter 9. together with the appropriate convergence theorem (from among Theorems 1. Assume that q 2 − qr ≤ p < q 2 and p + q ≤ r.17) with initial conditions in the interval [0. for any K > 0. converges to the equilibrium y. Assume that p = q 2 and q 2 + q ≤ r. 2 q2 pr −p qr p − q2 q2 + q − r q+1 .4. Then every solution of Eq(9. 3)-Type Equations 9. Then every solution of Eq(9. converges to the equilibrium y.4. Then every solution of Eq(9.17) with initial conditions in the invariant interval 0.17): Theorem 9.4.4.17) with initial conditions in the invariant interval 0. Then every solution of Eq(9.17) with initial conditions in the invariant interval 0. Then every solution of Eq(9. (2. For example.17) with initial conditions in the interval [0. the following results are true for Eq(9. converges to the equilibrium y. Proof.

C ∈ (0. Conjecture 9.3) is bounded.5.5 Open Problems and Conjectures α. The proof is a consequence of Lemma 9. A. A. 1−q 163 and p ≤ Then every solution of Eq(9. ∞).1 and Theorem 1. B. C ∈ (0. C ∈ (0.6. ∞).1 Assume Show that every positive solution of Eq(9. Proof. K2 converges to the equilibrium y. γ.4. B. Then every solution of Eq(9. Open Problems and Conjectures Theorem 9.9. Conjecture 9.4. The proof is an immediate consequence of Lemma 9.11) with initial conditions in the invariant interval qr .4.5. 2 9. K1 p−q 2 3q 2 +q−qr+r . B.5. ∞). . 2 Theorem 9.6 Assume that q 2 > p + qr and that Condition (9.2 Assume α. Show that every positive solution of Eq(9.3 Assume β. A.4.4.20) is not satisﬁed.4. p−q 2 Proof. γ.2) is bounded.1 and Theorem 1. β. Show that every positive solution of Eq(9. (ii) q ≥ 1. (iii) q < 1 qr . Conjecture 9.5.11) with initial conditions in the invariant interval converges to the equilibrium y.5.1) has a ﬁnite limit.5 Assume that p > q2 + r and that one of the following conditions is also satisﬁed: (i) p ≤ q + r.

Extend and generalize.2) is globally asymptotically stable.2 Determine the set G of all initial points (x−1 . ∞). γ. n=−1 . Extend and generalize. x0 ) ∈ R × R through which the equation 1 + xn xn+1 = 1 + xn + xn−1 is well deﬁned for all n ≥ 0. and for these initial points investigate the long-term behavior of the solutions {xn }∞ . n=−1 Open Problem 9. Show that the positive equilibrium of Eq(9.5.4 Assume Chapter 9.3 Determine the set G of all initial points (x−1 . B. Open Problem 9.3) is globally asymptotically stable. (2. Extend and generalize. γ.5.5 Assume that x−1 . C ∈ (0. x0 ∈ [0.2) has no prime period-two solutions.3) has no prime period-two solutions. and for these initial points investigate the long-term behavior of the solutions {xn }∞ . C ∈ (0. Suppose that Eq(9.5. A. Show that the positive equilibrium of Eq(9. and for these initial points investigate the long-term behavior of the solutions {xn }∞ .164 Conjecture 9. ∞) and suppose that Eq(9. x0 ) ∈ R × R through which the equation xn + xn−1 xn+1 = 1 + xn + xn−1 is well deﬁned for all n ≥ 0. A. Conjecture 9. n=−1 Open Problem 9. ∞) with x−1 + x0 > 0 and that β. x0 ) ∈ R × R through which the equation 1 + xn−1 xn+1 = 1 + xn + xn−1 is well deﬁned for all n ≥ 0.5. B.5. 3)-Type Equations α.1 Determine the set G of all initial points (x−1 .

6 Assume that (9.23) pn yn + yn−1 . 1. . . Conjecture 9. . n→∞ q = n→∞ qn . . φ. .5.5. lim and r = n→∞ rn . φ. p = lim pn . φ. . .17).5. Open Problem 9. . . .20) holds.12) holds.20) holds. Extend and generalize. {qn }n=0 . . Investigate the basin of attraction of the two cycle . φ. . of Eq(9.22) (9. . ψ. Open Problem 9.5 Assume that {pn }∞ .7 Assume that (9. {qn }∞ . Open Problems and Conjectures 165 Open Problem 9.4 Assume that {pn }∞ . ψ.5. ψ. .9. rn + qn yn + yn−1 ∞ Open Problem 9. . (9. ψ. Investigate the global character of all positive solutions of Eqs(9.5.21)-(9. . of Eq(9. 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 = pn + qn yn . . Investigate the basin of attraction of the two cycle . . . . 1.6 Assume that (9. . Show that the period-two solution .23).17) is locally asymptotically stable. . . 1 + yn + rn yn−1 n = 0. n = 0. 1 + yn + rn yn−1 pn + qn yn−1 .21) (9. .11). . ψ. .5. . and {rn }∞ are convergent sen=0 n=0 n=0 quences of nonnegative real numbers with ﬁnite limits. ψ. . φ. and {rn }∞ are period-two sen=0 n=0 quences of nonnegative real numbers. . φ. of Eq(9. n = 0.

(9. . n = 0. Investigate the global behavior of all positive solutions of each of the following diﬀerence equations: p + qyn (9. . 1. (2. . 1 + yn + ryn−k yn+1 = yn+1 = p + qyn−k .26) . . 1. . . . . . . .}. ∞) and Chapter 9. .5. r ∈ [0. q. . 1 + yn + ryn−k pyn + yn−k .8 Assume that p. 3)-Type Equations k ∈ {2. 1. n = 0. 3.166 Open Problem 9.25) (9.24) yn+1 = . r + qyn + yn−k n = 0.

1) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + qyn + ryn−1 . . . (10.3) Bxn + Cxn−1 Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. . . . 2)-type: xn+1 = xn+1 = and α + βxn + γxn−1 . 1.Chapter 10 (3. n = 0. . xn+1 = n = 0. . A2 q= β . . the initial conditions are nonnegative. A n = 0. 1. 2)-Type Equations 10.1 Introduction α + βxn + γxn−1 . 1 + yn αB . 1. (10. . . A + Bxn α + βxn + γxn−1 .2) 10. A + Cxn−1 Eq(1) contains the following three equations of the (3. . .1) (10. and the denominators are always positive. n = 0. A (10. 1.4) and r = 167 . . 2)-type Eq(10.2 The Case C = 0 : xn+1 = A yn B α+βxn +γxn−1 A+Bxn This is the (3. γ .

2)-Type Equations (Eq(10.2 below.1 are given in Sections 10.4) possesses prime period-two solutions. See Sections 2. (b) Assume that r < q + 1.7.168 Chapter 10.5) . Theorem 10.5 and 2.2.2. 1.2.4) about its unique equilibrium y= is zn+1 − q+r−1+ (q + r − 1)2 + 4p 2 q − p − ry r zn − zn−1 = 0. .4) was investigated in [29].4) possesses unbounded solutions.1 and 10. for a more general equation. The proof of part (a) of Theorem 10. (10. Then Eq(10.1 was given. Then every solution of Eq(10. .7) (10.2. The proofs of parts (b) and (c) of Theorem 10. Then the equilibrium of Eq(10. (3. .4) is globally asymptotically stable.4) converges to a period-two solution. . When r =q+1 Eq(10.1.1 (a) Assume that r = q + 1.4) exhibit the following trichotomy character.2. The main result in this section is that the solutions of Eq(10. By applying the linearized stability Theorem 1. (c) Assume that r > q + 1.6) (10.7. 2 (1 + y) 1+y n = 0. in Section 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.) The linearized equation of Eq(10.

4) is attracted to the equilibrium. . (1 + q) + zn n = 1. Observe that (p − q) + ryn−1 yn+1 = q + .10) . We know already that when Eq(10. So in the remaining part of the proof we assume that p < q. . (10.1 Here we assume that Eq(10.6) holds and we prove that the equilibrium of Eq(10. . 2)-type Eq(6. 1 + yn p <1 q (10.2.8) which is of the form of the (2. .4) satisfy the following identity yn+1 − q = Note that when q= that is when p + qr − q = 0 the Identity (10. 1 + yn and so when p≥q we have yn ≥ q Therefore the change of variables yn = q + zn transforms Eq(10. .2.10.23) which was investigated in Section 6.5 and therefore the proof is complete when (10.8) holds. Now observe that the solutions of Eq(10.1 Proof of Part (b) of Theorem 10.6) holds the equilibrium is locally asymptotically stable so it remains to be shown that every solution of Eq(10.4) to the diﬀerence equation zn+1 = (p + rq − q) + rzn−1 .4) is globally asymptotically stable. n = 0.2.11) q−p r yn−1 − 1 + yn r q−p r for n ≥ 0. (10.12) (10. The Case C = 0 : xn+1 = α+βxn +γxn−1 A+Bxn 169 10. 1.10) reduces to yn+1 − q = Also in this case 0<r =1− r (yn − q) for n ≥ 0. (10.9) for n ≥ 1. .

17) q−p r for some N ≥ 0. Still to be considered are cases where p + qr − q > 0 and p + qr − q < 0. note that now q−p <q r and employ (10.17) holds is similar and will be omitted.14) First assume that (10. If (10. To complete the proof in this case it is suﬃcient to show that eventually (10.10) that yN +1+2K > q for all K ≥ 0. We will assume that (10. The case where (10.10) that y2n+2 − q = and so y2n+2 > ry2n + p for n ≥ 0. q−p r q−p r for n ≥ 0 for n ≥ 0. It follows from (10.16) holds. 2)-Type Equations |yn+1 − q| < r|yn+1 − q| and so n→∞ lim yn = q which completes the proof when (10. (10.15) is not eventually true then either y2n < or y2n−1 < This is because when yN −1 > then it follows from (10.13) holds.13) (10.18) q−p q−p r y2n − > r y2n − 1 + yn+1 r r . (10.170 and the equilibrium of Eq(10. (3.9).4) is equal to q. To this end.15) yn ≥ q and then use the known result for Eq(10.11) holds. Then we can see from (10.16) (10. (10.10).12) that Chapter 10.

14) holds.19) holds.16) the solution is bounded.10) and r the fact that now q−p q< .13) and completes the proof when (10.20) holds is similar and will be omitted.2.10. when r < 1.18) that q−p > y2n+2 > rn+1 y0 + rn p + . On the other hand. . .4. y) = p + qx + ry 1+x is increasing in both arguments. Next assume that (10.2.8 and the fact that in this case the function f (x. Then from (10.4) lies eventually in the interval 0. r that either q−p y2n > for n ≥ 0 (10. + rp + p r and so p q−p ≥ r 1−r which contradicts (10. . To this end assume for the sake of contradiction that the solution is not eventually in the interval 0. q−p r q−p < r y2n − y2n − 1 + y2n+1 r r . Once we establish this result.13) holds. it follows from (10.20) r We will assume that (10. Now we claim that every solution of Eq(10. the proof that the r equilibrium is a global attractor of all solutions would be a consequence of Theorem 1. . q−p . because by (10.16) and (10.10) we see that y2n+2 − q = and so y2n+2 < ry2n + p for n ≥ 0. q−p . The case where (10.1. r 1−r This contradicts (10. + rp + p r which implies that p q−p ≤ .14) and completes the proof of part (b) of Theorem 10. The Case C = 0 : xn+1 = α+βxn +γxn−1 A+Bxn 171 This is impossible when r ≥ 1.19) r or q−p for n ≥ 0. Note that in this case r < 1 and so q−p < y2n+2 < rn+1 y0 + rn p + . y2n−1 > (10. Then one can see from (10.

It should be mentioned that when (10.4) with initial conditions such that q ≤ y−1 < r − 1 and y0 > r−1 + p + q(r − 1) r−1−q for n ≥ 0. A (10.7) holds the interval [q.3 The Case B = 0 : xn+1 = A yn C α+βxn +γxn−1 A+Cxn−1 This is the (3. A n = 0.2) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + qyn + ryn−1 . A2 and r = . Eq(10.4) to Eq(10. To this end observe that yn+1 = q + q p + r(yn−1 − r ) 1 + yn for n ≥ 0 and so when (10.2.4). 10. . in addition to unbounded solutions. ∞). .21) αC . the equilibrium of Eq(10.9) and the conclusion of part (c) follows from Section 6. 2)-Type Equations 10. . 1 + yn−1 q= β .2.7) holds.4) possesses bounded solutions which in fact converge to the equilibrium of Eq(10. 2)-type Eq(10. have the property that the subsequences of even terms converge to ∞ while the subsequences of odd terms converge to q. That is when y−1 . 1.1 Here we assume that (10.5 for appropriate initial conditions y−1 and y0 . y0 ∈ [q.4) is a saddle point and so by the stable manifold theorem.172 Chapter 10. γ . ∞) is invariant. (3.2 Proof of Part (c) of Theorem 10. More speciﬁcally the solutions of Eq(10. then yn ≥ q Now the change of variables yn = q + zn transforms Eq(10.4) possesses unbounded solutions.7) holds and show that Eq(10.

10.3. (b) 0.21) possesses the following invariant intervals: (a) 0. and convergence of solutions in certain regions of initial conditions. r−p q when q < 1 and p ≥ r(1 − q). Recall that I is an invariant interval. zn + 1+y (1 + y)2 n = 0. 1. . q. 1.1 Invariant Intervals The following result. .10. invariant intervals. . if whenever. The Case B = 0 : xn+1 = α+βxn +γxn−1 A+Cxn−1 173 This equation has not been investigated yet.21) when p ≥ r. Lemma 10.1.1 Eq(10. yN +1 ∈ I then yn ∈ I for n ≥ N. . . and r.3. n = 0. yn+1 = r + 1 + yn−1 and so when p≥r Global Stability When p ≥ r . for some integer N ≥ 0. gives a list of invariant intervals for Eq(10.1 we see that y is locally asymptotically stable for all values of the parameters p. Here we make some simple observations about linearized stability. The linearized equation of Eq(10. 10. yN . Observe that (p − r) + qyn .21) about its positive equilibrium y= is zn+1 − q+r−1+ (q + r − 1)2 + 4p 2 q p − r + qy zn = 0.21).2 Here we discuss the behavior of the solutions of Eq(10.3. By applying Theorem 1. which can be established by direct calculation. . p 1−q when q < 1 and p ≥ r. .3.

2.3. 1−q Then every solution of Eq(10.21) with initial conditions in the invariant interval 0.3. r−p q . . (3. (ii) q≥1 and either p + qr − r ≤ q or q < p + qr − r ≤ 2(q + 1).3 Convergence of Solutions Here we discuss the behavior of the solutions of Eq(10.3. (b) The positive equilibrium of Eq(10.3.174 yn ≥ r Therefore the change of variables yn = r + zn transforms Eq(10. 2)-Type Equations for n ≥ 1.21) when p < r. converges to the equilibrium y.21) to the diﬀerence equation zn+1 = p + qr − r + qzn . (a) Every positive solution of Eq(10.21) is bounded. The following result is now a consequence of the above observations and the results in Section 6. n = 1. .3. . which is of the form of the (2. Then the following statements are true.2) which was investigated in Section 6. Theorem 10. (1 + r) + zn−1 Chapter 10.2 (a) Assume that q < 1 and r ≥ p .21) is globally asymptotically stable if one of the following conditions holds: (i) q < 1. 2)-type Eq(6. Theorem 10. 10.1 Assume p ≥ r.

(a) In view of Lemma 10.22) β . The result is now a consequence of Theorem 1.4.21) with initial conditions in the invariant interval r−p . r−p . γ2 (10. 2)-type Eq(10. . It is easy to check that y ∈ r−p . Proof.K q converges to the equilibrium y. 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 .4.1 we see that when y−1 .4.3) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= r + pyn + yn−1 . αC . r−p q q the function f (x. It is easy to check that y ∈ 0.3. y0 ∈ for all n ≥ 0.K q r−p .K q and that in the interval . r−p . then yn ∈ 0.3. then yn ∈ r−p . γ and r = .K q the function f (x. . K= q + r − p − q2 (b) In view of Lemma 10. C n = 0. y) increases in both x and y. The result is now a consequence of Theorem 1.1 we see that when y−1 . .5.K q pq + r2 − pr .8.10. y) increases in x and decreases in y. r−p q q for all n ≥ 0.4 The Case A = 0 : xn+1 = γ yn C α+βxn +γxn−1 Bxn +Cxn−1 This is the (3. 2 10. 1−q and p < r < Then every solution of Eq(10. r−p and that in the interval 0. 1. qyn + yn−1 q= B . y0 ∈ 0.

. When r = 0. φ.24) 2r q − pq − 1 − 3p >0 (10. φ. (10. . the inequality in (10. invariant intervals. q > 1 and 4r < (1 − p)(q − pq − 3p − 1). Concerning prime period-two solution. . and the convergence of solutions in certain regions of initial conditions. . (3.22) about its positive equilibrium y= is zn+1 − (p − q)y − qr (p − q)y + r zn + zn−1 = 0. ψ. . as in Section 6. 1. . The linearized equation of Eq(10. . The second condition reduces to q > pq + 1 + 3p. . (1 + p) + (1 + p)2 + 4r(1 + q) 2(1 + q) By applying Theorem 1. 2)-Type Equations This equation has not been investigated yet.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.5 that a period-two solution exists if and only if p < 1. q−1 . (q + 1)(r + (p + 1)y) (q + 1)(r + (p + 1)y) n = 0. ψ. Here we make some simple observations about linearized stability.23) is strict and Condition (10.1. . is unique and the values φ and ψ are the positive roots of the quadratic equation t2 − (1 − p)t + r + p(1 − p) = 0.23) It is interesting to note that the above condition for the local asymptotic stability of y requires the assumption that r > 0.9. . (10.25) Furthermore in this case the prime period-two solution .24) is void. it follows from Section 2.176 Chapter 10.

1 q−p Proof. and p < q. b] when p = q a and b are positive numbers such that r + (p + 1)a ≤ (q + 1)ab ≤ r + (p + 1)b. q p−q qr p . Hence a≤ r + (p + 1)b r + (p + 1)a = f (b. First assume that p > q and p2 −pq q2 and it < r. r q−p r . (q + 1)b (q + 1)a qr . q2 p2 − pq > r. b) ≤ f (x. a) = ≤ b. (b) p qr . (a) It is easy to see that when p = q the function f (x.21) possesses the following invariant intervals: (a) [a. p > q. p−q q (c) 1.26) when p > q and p2 − pq < r. q2 when p > q and when p < q < p + r. p−q and (10.4.4.10. Lemma 10. The Case A = 0 : xn+1 = α+βxn +γxn−1 Bxn +Cxn−1 177 10. We consider the cases where p = q. y) ≤ f (a.1 Invariant Intervals Here we present some results about invariant intervals for Eq(10.4. when q > p + r.21). y) = is decreasing in both arguments. y) is decreasing in both arguments when y < qr is increasing in x and decreasing in y for y ≥ p−q . .1 Eq(10. r + px + y qx + y (b) Clearly the function f (x.

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

The proof is an immediate consequence of Lemma 10. (b) Assume that p > q and r > p2 −pq .2 Assume that p > q.6. q2 Then every solution of Eq(10. q−p converges to the equilibrium y. q p−q conditions in the invariant interval converges to the equilibrium y.22) with initial conditions in the invariant interval r . b]. 2 Theorem 10. 1 converges to the equilibrium y. p + r < q. qr p . and that Condition (10.22) with initial conditions in the invariant interval [a.2 Convergence of Solutions Here we obtain some convergence results for Eq(10.1 and Theorem 1.4.1 (a) Assume that p = q. 2 . q2 and that either p≤1 or p > 1 and (q − 1)[(p − 1)2 (q − 1) − 4q(1 − p − qr)] ≤ 0.22).22) with initial conditions in the invariant interval converges to the equilibrium y. (c) Assume that p < q < p+r. 2 Theorem 10.4.10.4.4.4.4.25) is not satisﬁed.1 and Theorem 1. Then every solution of Eq(10. p−q q Proof.4.22) with initial p qr . The proof is an immediate consequence of Lemma 10.4.7.26) converges to the equilibrium y. Then every solution of Eq(10.1 and Theorem 1.4. Theorem 10. Then every solution of Eq(10.5. where 0 < a < b satisfy (10.4. Then every solution of Eq(10.3 Assume that p < q. and r <1 q−p 2 10. r < p2 −pq .4.22) with initial conditions r in the invariant interval 1. q−p Proof. Proof. 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. The proof is an immediate consequence of Lemma 10.

21) converges to the positive equilibrium of the equation.1 We know that every solution {yn }n=−1 of Eq(10. ∞) × (0.27) (b) Assume (10. (3.30) xn+1 = xn + xn−1 Extend and generalize. y0 ) ∈ (0.4). . ψ. (10. . (a) Determine the set of initial conditions y−1 and y0 for which φ = ψ.3 For each of the equations listed below.5 Open Problems and Conjectures ∞ Open Problem 10. x0 ) ∈ R × R through which the equation is well deﬁned for all n ≥ 0. Open Problem 10. . Determine the set of initial conditions y−1 and y0 for which {yn }∞ n=−1 converges to (10.27).2 Assume r > q + 1. if and only if r = 1 + q.180 Chapter 10.4) converges to a not necessarily prime period-two solution .5. (10. ∞ (b) Let (y−1 .5. ψ.1 Every positive solution of Eq(10.4) are bounded.29) 1 + xn−1 1 + xn + xn−1 . φ. Investigate the asymptotic behavior of {yn }n=−1 . Conjecture 10.27) is a prime period-two solution of Eq(10.28) 1 + xn 1 + xn + xn−1 xn+1 = (10. and for these initial points investigate the long-term behavior of the corresponding solution: 1 + xn + xn−1 xn+1 = (10. .5. . .5. Open Problem 10. 2)-Type Equations 10. (a) Find the set B of all initial conditions (y−1 . determine the set G of all initial conditions (x−1 . . y0 ) ∈ B. φ. ∞) such that the ∞ solutions {yn }n=−1 of Eq(10.

.5. Investigate the asymptotic behavior and the periodic nature of all positive solutions of each of the following three diﬀerence equations: yn+1 = pn + qn yn + rn yn−1 .31)-(10. but not globally. {qn }∞ . . p = lim pn .5. 1 + yn−1 rn + pn yn + yn−1 . q.5 Assume that {pn }∞ . qn yn + yn−1 n = 0. Investigate the global character of all positive solutions of Eqs(10. 181 (b) When Eq(10.22) (a) Local stability of the positive equilibrium implies global stability. . (c) When Eq(10.5. {qn }∞ . when it exists. . . n = 0. 1. lim lim and r = n→∞ rn . (d) The period-two solution of Eq(10. 1 + yn pn + qn yn + rn yn−1 .22) possesses a period-two solution. ∞ Open Problem 10. .33).33) Open Problem 10. r ∈ (0. ∞). (10. the equilibrium y is a saddle point.2 Assume that p.10. .5.22). 1. Then the following statements are true for Eq(10. Open Problems and Conjectures Conjecture 10. and {rn }n=0 are convergent sen=0 n=0 quences of nonnegative real numbers with ﬁnite limits. . . Extend and generalize.22) has no prime period-two solutions the equilibrium y is globally asymptotically stable.32) (10. n→∞ q = n→∞ qn . and {rn }∞ are period-two sen=0 n=0 n=0 quences of nonnegative real numbers. (10. .4 Assume that {pn }∞ .31) yn+1 = yn+1 = n = 0. 1. . is locally asymptotically stable.

6 Assume that Chapter 10. q. 1 + yn−k p + qyn + ryn−1 . 2)-Type Equations p. . . .}.36) . qyn + yn−k n = 0. .34) (10. n = 0. (3. (10. 1.182 Open Problem 10. . . . r ∈ [0. 1 + yn p + qyn + ryn−k .5. 3.35) (10. n = 0. . ∞) and k ∈ {2. . . 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. 1. . . .

Here we make some simple observations about linearized stability. This equation has not been investigated yet. x= β+γ−A+ (A − β − γ)2 + 4α(B + C) 2(B + C) .1) Please recall our classiﬁcation convention in which all coeﬃcients of this equation are now assumed to be positive and the initial conditions nonnegative.1 Linearized Stability Analysis (B + C)x2 − (β + γ − A)x − α = 0. and the convergence of solutions in certain regions of initial conditions. 1.1) has a unique equilibrium which is the positive solution of the quadratic equation That is. 11. The linearized equation about x is (see Section 2. − z 2 + α(B + C) + (B + C)(A + β + γ)x n−1 A A2 183 n = 0. . 3)-type equation xn+1 = α + βxn + γxn−1 . 1. .3) zn+1 − (βA − Bα) + (βC − Bγ)x zn + α(B + C) + (B + C)(A + β + γ)x (γA − Cα) − (βC − γB)x = 0.2) .Chapter 11 The (3. . 3)-Type Equation α+βx xn+1 = A+Bxn+γxn−1 n+Cx n−1 In this chapter we discuss the (3. Eq(11. . A + Bxn + Cxn−1 n = 0. . (11. . (11. . invariant intervals. .

. (11. φ.1) then we may be able to obtain a convergence result for the solutions of Eq(11.1) by testing whether the hypotheses of one of the four Theorems 1. ψ. .31) and (2. and N = γA − αC α + βx + γy A + Bx + Cy L + My N − My and fy = . if. (2. The (3.8 are satisﬁed. Eq(11. ψ.184 Chapter 11. φ.32) are satisﬁed. These intervals are derived by analyzing the intervals where the function f (x.1) has a prime period-two solution . . . .15) are satisﬁed.13).1) if whenever. . γ > β+A. when (11.3). . y) = is increasing or decreasing in x and y.1). yN +1 ∈ I then for some integer N ≥ 0. Conditions (2. and (2. Once we have an invariant interval for Eq(11. is discussed in Section 2. φ. ψ. for n ≥ N. see Section 2. (11.6. and α < (γ − β − A)[B(γ − β − A) − C(γ + 3β − A)] .4) The local asymptotic stability of the two cycle 11. B > C. .5-1. 2 (A + Bx + Cy) (A + Bx + Cy)2 Recall that an interval I is an invariant interval for Eq(11. yn ∈ I . ψ. then clearly fx = M = βC − γB. .3) 4C 2 Furthermore.5. C C(B − C) .14). . 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. . 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 The equilibrium x is locally asymptotically stable if Conditions (2.4. . that is.4. If we set L = βA − αB. yN .2 Invariant Intervals Here we obtain several invariant intervals for Eq(11. φ.

B+C βC − γB α β+γ Then A . y) is decreasing in both variables.1) and in this interval the function f (x. y) is increasing in x and decreasing in y. y) is decreasing in both variables.1) and in this interval the function f (x. C M α γ Then A . y) is increasing in both variables. A B C α Then 0.1) and in this interval the function f (x. C B A 185 α β Then A . y) is increasing in both variables. B is an invariant interval for Eq(11.11. (ii) Assume that β γ α > > B C A and γ N ≤ .1 (i) Assume that β α γ = > . (iv) Assume that β α γ = < . < < < B C A βC − γB α Then 0. (vii) Assume that α β γ = > . A is an invariant interval for Eq(11.2. y) is decreasing in both variables. (iii) Assume that β α γ > > C B A and β+γ αB − βA ≤ .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 . Invariant Intervals Lemma 11. A is an invariant interval for Eq(11. βC−γB is an invariant interval for Eq(11.2. ≥ > βC − γB A B C γA−αC Then 0. A is an invariant interval for Eq(11. B+C is an invariant interval for Eq(11. (v) Assume that α β γ γA − αC > . y) is increasing in both variables.1) and in this interval the function f (x.1) and in this interval the function f (x. C is an invariant interval for Eq(11. C B A β α Then B . .

0) ≤ f (x. The (3. Proof. B is an invariant interval for Eq(11. B+C B γ β α (ii) The condition B > C > A is equivalent to M > 0. y) is increasing in y and decreasing in x. 0) ≤ f (x. In addition.1) and in this interval the function f (x. A B C γ Then 0. y) ≤ f ( . 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 β α γ > ≥ .186 (viii) Assume that Chapter 11. ) ≤ 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. γ β α (i) The condition C = B > A is equivalent to M = 0 and L > 0. which in turn imply that N > 0.1) and in this interval the function f (x. C is an invariant interval for Eq(11. = f (0. L > 0. this function γ N N is increasing in y for x < M .1) and in this interval the function f (x. C is an invariant interval for Eq(11. Thus. assuming C ≤ M we obtain N N γ α = f (0. A M M C for all x. . u) ≤ β β+γ = . (ix) Assume that α β γ = < . B A C β Then 0. in this case the function f is increasing in both variables for all values of x and y and α β+γ β β β = . and N > 0. u) is increasing and consequently f (u. y ∈ α γ . A C . y) is increasing in x and decreasing in y. (x) Assume that β α γ < ≤ . Thus. ) = . y) ≤ f ( . y) is increasing in y and decreasing in x. Thus. in this case the function f is increasing in x. for every x. B A C γ Then 0.

in this case the function f is increasing in y. this function is increasing in x for y < − M . Thus. α . and N < 0. Thus. 0) = L for all x. Thus assuming B+C ≤ − M . which imply that N < 0. Invariant Intervals 187 γ β α (iii) The condition C > B > A is equivalent to M < 0 and L > 0.11. y ∈ α β+γ . α L ≤− . for every y. A M γ β α (vi) The condition A > C > B is equivalent to M < 0. Thus assuming A ≤ M . 0) ≤ f (x. In β+γ L L addition. in this case the function f is decreasing in y. y) ≤ f A for all x. we obtain 0 ≤ f (x. Thus. Thus assuming A ≤ − M . we obtain. 0) = α for all x. L < 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 . which in turn imply that N < 0. A B+C β+γ β+γ . 0) = . ≤ f (x. α = f (0. A . for every x. y) ≤ f (0. B+C B β γ α (v) The condition A > B > C is equivalent to M > 0 and L < 0. this function α N N is decreasing in y for x < M . γ β α (iv) The condition C = B < A is equivalent to M = 0 and L < 0. B+C . for every y. B+C B+C ≤ β+γ . u) ≥ β+γ β = . we obtain 0 ≤ f (x. u) is decreasing and consequently f (u. y ∈ 0. − M . In addition. y) ≤ f (0. y ∈ 0. A . which in turn imply that N > 0. in this case the function f is decreasing in x. B A A A Here we used the fact that under the condition β α γ = < C B A the function f (u. y) ≤ f (0. α L L this function is decreasing in x for y < − M . In addition.2.

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

n→∞ .3.8. K2 ] if BM K+AM −γL > − M −CL β+γ−A+ β [0. if √ αM +(β+γ)N AM +(B+C)N > N M fx > 0 fy > 0 if x < fx > 0 fy < 0 fx > 0 fy > 0 N M . K4 ] if AM +BK+CNM > M M N M where K1 = K2 = K3 = K4 = (β − A)M − CN + (A − γ)M − BL + (β − A)M + LC + (γ − A)M − BN + ((β − A)M − N C)2 + 4BM (αM + γN ) 2BM ((A − γ)M − BL)2 + 4CM (αM − βL) ((β − A)M + LC)2 + 4BM (αM − γL) 2BM 2CM −2CM . fx < 0 if y > − M fy > 0 fx > 0 fy < 0 fx < 0 fy > 0 L L fx > 0 if y > − M .5-1. A ] √ L L fx > 0 if y < − M .4.1). − M ] if AM −L(B+C) < − M αM −βL+γM L L [− M .3 Convergence Results The following result is a consequence of Lemma 11. . fy < 0 if x < M αM +(β+γ)N αM +(β+γ)N N [ AM +(B+C)N . fx < 0 if y < − M fy < 0 fx < 0 fy < 0 fx < 0 N N fy > 0 if x > M . B ] γ [0. . . − M ] if AM −(B+C)L < − M βM K+αM L L [− M . Then in each of the following cases lim xn = x. ((γ − A)M − BN )2 + 4BM (αM + βN ) 11. M ] if AM +(B+C)N < αM +βK+γN N N [ M .2.1 Let {xn } be a solution of Eq(11. Theorem 11.4.11. fy < 0 if x > N M (β−A)2 +4Bα ] 2B (β+γ−A)2 +4α(B+C) ] 2(B+C) αM −(β+γ)L L L [0. C ] αM −L(β+γ) αM −L(β+γ) L L [ AM −L(B+C) . [0. M ] if AM +(B+C)N < N [ M .3.1 and Theorems 1. Convergence Results 189 Case 1 2 3 4 5 6 7 8 9 Invariant intervals αM +(β+γ)N N [0. K3 ] if AM −BL+CMK > − M K α [0. K1 ] β−A+ Signs of derivatives N M [0.

x0 ∈ αB − βA β+γ ≤ . β α γ > ≥ . α (vii) At least one of the following three conditions is not satisﬁed and x−1 . B < C. B C A (iii) γ β α > > . . x0 ∈ β α . B+C βC − γB and x−1 . A B+C γ γA − αC ≤ . B < C. x0 ∈ 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 (3.190 (i) Chapter 11. C βC − γB and x−1 . B A and x−1 . . . A β γ α γA − αC < < < B C A βC − γB and x−1 . A B α γ . x0 ∈ 0. C B A (iv) γ β α = < C B A (v) and x−1 . and or (C − B)[(C − B)(β − γ − A)2 − 4B(αB + γ(β − γ − A))] > 0. x0 ∈ 0. A B C β (viii) At least one of the following three conditions is not satisﬁed and x−1 . x0 ∈ α β . x0 ∈ 0. A C α β+γ . β γ α = > . B A C . B : β > γ + A. . x0 ∈ α β γ γA − αC ≥ > > βC − γB A B C (vi) and x−1 . γA − αC . and or (C − B)[(C − B)(β − γ − A)2 − 4B(αB + γ(β − γ − A))] > 0. βC − γB α . A : β > γ + A.

4.4.1 Global Stability Theorem 1. . m= α + βm + γM .8.1 (iv-vi) and Theorem 1.4.11. γ . and by observing that the only solution of the system of equations m = f (m. Theorem 1. Convergence Results (ix) Condition (11. α γ β < ≤ B A C and x−1 . 2 11.3. The proofs of statements (vii) and (viii) follow by applying Lemma 11.4.3) is not satisﬁed. γ .1 (i-iii) and Theorem 1. x0 ∈ 0. The proofs of statements (iv-vi) follow by applying Lemma 11.4.3. β γ α = < A B C (x) Condition (11. A + Bm + CM M= α + βM + γm A + BM + Cm is m = M .2. C and x−1 . M ).1) we obtain the following global asymptotic result. The proofs of statements (i-iii) follow by applying Lemma 11. C 191 Proof.7.2.1 (ix) and (x) respectively. M = f (M.3) is not satisﬁed. The proofs of statements (ix) and (x) follow by applying Lemma 11. By applying Theorem 1.1) does not possess a prime period-two solution. .1) is globally asymptotically stable. m).6. Theorem 1. that is.1 (vii) and (viii) respectively.2 Assume that γ β α < min .3.5.3 to Eq(11. C B A Then the equilibrium x of Eq(11.2 and linearized stability imply the following global stability result: Theorem 11.2.4.2. x0 ∈ 0. and by observing that Eq(11.

β. A. γ.1) converges to the positive equilibrium. Conjecture 11. B. ∞). Show that every positive solution of Eq(11.4.3.1) has no positive prime period-two solution. βA ≥ αB. 11. The (3.1) is a saddle point and the period-two solution is locally asymptotically stable. γ. Then the equilibrium x of Eq(11. A. Conjecture 11. (b) Assume that αB ≥ βA. γA ≥ αC.4 Open Problems and Conjectures α.3.1) is bounded. B.1) is globally asymptotically stable.4. Conjecture 11. . γ. B. C ∈ (0.3 Assume α. A. Theorem 11. and 3γB ≥ βC ≥ γB.1 Assume Show that every positive solution of Eq(11. C ∈ (0. ∞) and that Eq(11. Then the equilibrium x of Eq(11. αB > βA. and 3βC ≥ γB ≥ βC.1) is globally asymptotically stable. Show that the positive equilibrium of Eq(11.4 (a) Assume that αC ≥ γA.4. ∞) and that Eq(11.1) has a positive prime period-two solution.2 Assume α. C ∈ (0. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Theorem 11. γB > βC.4. and γA > αC. β.3 Assume that B ≤ C. β.192 Chapter 11. The following global stability result is a consequence of linearized stability and the Trichotomy Theorem 1.1) is globally asymptotically stable. Then the equilibrium x of Eq(11.4.

7) is periodic with period-k.11.4.5) are period-two sequences of positive real numbers.3 Assume that a. . k ≥ 2.4.6) Obtain necessary and suﬃcient conditions so that every positive solution of the equation xn+1 = has a ﬁnite limit. 1. In particular. .1 Assume {αn }n=0 .6) holds. . A. (11. Open Problem 11. . . γ. B. . 1. . C ∈ (0.4. n = 0. β. .4. .5 Assume that (11. 193 ∞ ∞ Open Problem 11. k.4. {Cn }∞ n=0 n=0 n=0 n=0 are convergent sequences of nonnegative real numbers with ﬁnite limits. .7) converges to a period-two solution. A. . . n = 0. xn+1 = (11. investigate the cases where 2 ≤ k ≤ 8. .5). {An }n=0 .4. Investigate the asymptotic behavior and the periodic nature of all positive solutions of Eq(11. Open Problem 11. + Ak xn−k (11. 1.4 Assume α.4. ai .6) holds.1) cannot have a prime period-k solution for any k ≥ 3.4 Assume that (11. ∞). .2 Assume that the parameters in Eq(11.5) An + Bn xn + Cn xn−1 Open Problem 11. . Obtain necessary and suﬃcient conditions so that every positive solution of Eq(11. Obtain necessary and suﬃcient conditions so that every positive solution of Eq(11. . A + A0 xn + . {Bn }∞ . Ai ∈ [0. a + a0 xn + . ∞) for i = 0. + ak xn−k . Show that Eq(11. Open Problems and Conjectures Conjecture 11.7) Open Problem 11. . {βn }∞ . {γn }∞ . Investigate the asymptotic behavior and the periodic nature of all positive solutions of the diﬀerence equation αn + βn xn + γn xn−1 .

Show that every positive solution of the diﬀerence equation xn+1 = xn + . .) αxn + βxn−1 xn−2 .5 Let k ≥ 2 be a positive integer. . Extend and generalize. . [47]. δ ∈ [0.4. . The (3. Extend to equations with real parameters. . the periodic nature.7 Assume that p. xn xn−1 + xn−2 + . ∞). + xn−k + xn−k−1 xn−k−2 . Investigate the boundedness character. . . j ∈ {1. 1. . (See [32] for the two dimensional case.) Conjecture 11.6 Let α. (11.8) converges to a period-two solution. . .6 Let aij ∈ (0. and the asymptotic behavior of all positive solutions of the diﬀerence equation xn+1 = (See [8] and [61]. .4. q ∈ [0. 1. 2. (See [8]. 1. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Open Problem 11. . n = 0. γxn xn−1 + δxn−2 Conjecture 11.) Conjecture 11. + xn−k−2 converges to 1. 3}. . and [60].4.4. β. n = 0. . n = 0. Show that every positive solution of the system xn+1 = yn+1 = zn+1 = a11 xn a21 xn a31 xn + + + a12 yn a22 yn a32 yn + + + a13 zn a23 zn a33 zn .194 Chapter 11. γ. ∞) for i. ∞) with γ + δ > 0. .

. (a) Show that every positive solution of the equation xn+1 = xn−1 . q ∈ [0. . . xn−1 + pxn−2 n = 0. (See [62]. 1. (b) Show that when p<1 the positive equilibrium x = 1 1+p is globally asymptotically stable. Conjecture 11. 195 converges to a period-two solution if and only if p = 1 + q.4. (b) Show that when p<1+q every positive solution has a ﬁnite limit. converges to a period-two solution if p ≥ 1. 1.8 Assume that p ∈ (0.9 Assume that p. . ∞).) Conjecture 11.11. . (c) Show that when p>1+q the equation possesses positive unbounded solutions. ∞). q + xn−2 n = 0. . .4. Open Problems and Conjectures (a) Show that every positive solution of the equation xn+1 = pxn−1 + xn−2 .4.

11 Show that the diﬀerence equation xn+1 = p + xn−2 . . (See [62]. (See [62]. xn−1 n = 0. . The (3. xn n = 0. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 (a) Show that every positive solution of the equation xn+1 = xn−1 + p . (b) Show that when q>1 the positive equilibrium of the equation is globally asymptotically stable. xn−2 + q n = 0.) Conjecture 11. converges to a period-four solution. . .4. . 1.196 Chapter 11. (iii) When p < 1 there exist positive unbounded solutions.10 Show that every positive solution of the equation xn+1 = xn + xn−2 . (ii) When p = 1 every positive solution converges to a period-ﬁve solution. has the following trichotomy character: (i) When p > 1 every positive solution converges to the positive equilibrium.) Conjecture 11. . . . (c) Show that when q<1 the equation possesses positive unbounded solutions. converges to a period-two solution if and only if q = 1. .4. (See [62]. 1. 1.) .

. A + Bxn + Dxn−2 (11. What other conditions are needed so that every positive solution of Eq(11.4. φ φ ψ ψ Open Problem 11. What other conditions are needed so that Eq(11. φ. (11.12 Show that every positive solution of the equation xn+1 = 1 + xn .10) (a) In addition to (11. 1. . . what other conditions are needed so that every positive solution of Eq(11. 197 converges to a period-six solution of the form . (See [62]. . ψ ∈ (0.10).4.9) converges to a period-two solution? (b) Assume γ < β + δ + A. where φ. . n = 0. . .9) converges to the positive equilibrium? (c) Assume γ > β + δ + A. .) ψ 1 1 φ ..9) with nonnegative parameters and nonnegative initial conditions such that B + D > 0 and A + Bxn + Dxn−2 > 0 for n ≥ 0.. 1.4.9) possesses unbounded solutions? (See [6].) . . ∞). ψ.11. . Open Problems and Conjectures Conjecture 11.7 Consider the diﬀerence equation xn+1 = α + βxn + γxn−1 + δxn−2 . xn−1 + xn−2 n = 0.9) has prime period-two solutions if and only if γ = β + δ + A. . . Then one can show that Eq(11. .

. . . p + qxn + rxn−2 . converges to a period-two solution. . 1.16 Consider the diﬀerence equation xn+1 = where p ∈ [0. (See [6]. r ∈ (0. . converges to a period-two solution. . xn−1 n = 0.15 Show that every positive solution of the equation xn+1 = xn−2 . 1.4. (a) Show that when q=r every positive solution converges to a period-four solution. 1. The (3.13 Show that every positive solution of each of the two equations xn+1 = and xn+1 = 1 + xn−1 + xn−2 . (b) Show that when q>r every positive solution converges to the positive equilibrium.) Conjecture 11.14 Show that every positive solution of the equation xn+1 = 1 + xn−1 . (See [6].198 Chapter 11.) Conjecture 11. xn−1 + xn−2 + xn−3 n = 0. . .4. xn−2 n = 0. 1. Conjecture 11. ∞) and q. . . . .4. .4. . 1. ∞). 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Conjecture 11. n = 0. . . converges to a period-three solution. 1 + xn + xn−2 n = 0. xn 1 + xn−1 + xn−2 .

A + B0 xn + . Open Problem 11. . .4. + Bk xn−k n = 0. 1.4. Obtain necessary and suﬃcient conditions on the parameters A and B0 . xn + xn−2 + xn−3 n = 0.9 Assume that k is a positive integer and that k A. .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 . Bk so that every positive solution of the diﬀerence equation xn+1 = xn−k . . . Open Problems and Conjectures (c) Show that when q<r the equation possesses positive unbounded solutions. . 1.) 199 Open Problem 11. ∞) with i=0 Bi > 0.) . xn−2 + xn−3 . . 1 + xn−3 . . B1 . . xn−2 n = 0. converges to a period-(k + 1) solution of this equation. . . 1. 1. . .11. Bk ∈ [0. . .4. (See [6]. (See [62]. xn n = 0. . . . . . B0 . . xn−1 . B1 . 1 + xn + xn−3 n = 0. 1. . . .

. . the value of φ in (11. (c) Determine the set of all nonnegative initial conditions x−k .12) with a given φ ≥ 0 ? (See [6]. . . converges to a periodic solution of period 2k. + xn−k+1 n = 0. .. 0.4. . . xn−k+1 n = 0. . 0. (a) Does Eq(11.. (11. . k−terms (11.11) converges to a period-(k+1) solution of the form (11. . . x0 for which the ∞ corresponding solution {xn }n=−k of Eq(11. x0 . 1.) Conjecture 11. .12) with φ ≥ 0.11) possess a positive solution which converges to zero? (b) Determine. .17 Let k be a positive integer. 0.11) converges to a period-(k + 1) solution of the form . . .12) which corresponds to the nonnegative solution {xn }∞ n=−k of Eq(11. Show that every positive solution of xn+1 = 1 + xn + xn−k .11). . The (3. . φ. ..10 Assume that k is a positive integer. in terms of the nonnegative initial conditions x−k . . . 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Open Problem 11. 1. . .200 Chapter 11. . .4. 1 + xn + . Then we can easily see that every nonnegative solution of the equation xn+1 = xn−k .

y. As we have seen in previous chapters. y. or non increasing in one and non decreasing in the other two. Then for every set of initial conditions x0 . . x−1 .1) is to work in the regions where the function f (x. the diﬀerence equation xn+1 = f (xn .1) has a unique equilibrium x ∈ [a. Then Eq(A. has a unique solution in the interval [a.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. b]3 → [a. .1 Let [a.4. In this regard there are eight possible scenarios depending on whether f (x. xn−1 . z) is non-decreasing in each of its arguments. x. 201 . Let I be some interval of real numbers and let f :I ×I ×I →I be a continuously diﬀerentiable function. 1. b] and every solution of Eq(A. b]. (A. very often a good strategy for obtaining global attractivity results for Eq(A. z) is monotonic in its arguments.4.1) converges to x.8. x−2 ∈ I. We state the results for third order equations from which higher order extensions will become clear. y. z) is non decreasing in all three arguments.5-1.1) ∞ has a unique solution {xn }n=−2 . . xn−2 ). or non decreasing in all three. (b) The equation f (x. x) = x.0. Theorem A. b] be an interval of real numbers and assume that f : [a. or non increasing in two arguments and non decreasing in the third. n = 0. b] is a continuous function satisfying the following properties: (a) f (x.

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

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

. Mi−1 ) and mi = f (mi−1 . 2.2) holds and by the continuity of f .204 Proof. . b]3 → [a. i→∞ and M = lim Mi .0. b] and every solution of Eq(A. Now observe that for each i ≥ 0 a = m0 ≤ m1 ≤ . Then Eq(A. b] and is non-decreasing in y and z for each x. 2 and M = f (M. mi−1 ) . M ) ∈ [a. m) then m = M.1) has a unique equilibrium x ∈ [a. and mi ≤ xk ≤ Mi Set m = lim mi i→∞ Appendix for k ≥ 3i + 1. b] is a continuous function satisfying the following properties: (a) f (x. M. Then (A. ≤ mi ≤ . . set Mi = f (Mi−1 . b] be an interval of real numbers and assume that f : [a. mi−1 . . m. . m) . b]. z) is non-increasing in x for each y and z ∈ [a. M ) Therefore in view of (b) m=M from which the results follows. M1 ≤ M0 = b. Theorem A. . . b] is a solution of the system M = f (m. M. b] × [a. Mi ≤ . y ∈ [a. M ) and m = f (M. Set m0 = a and M0 = b and for each i = 1. .4 Let [a. Mi−1 . .1) converges to x. m = f (m. (b) If (m. . m. y.

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

2. b]. Then Eq(A. (b) If (m. . mi−1 ) and mi = f (mi−1 . . set Mi = f (Mi−1 .1) converges to x.2) holds and by the continuity of f . b]3 → [a. 2 Theorem A. b] be an interval of real numbers and assume that f : [a.1) has a unique equilibrium x ∈ [a. . M ) ∈ [a. Mi ≤ . . M1 ≤ M0 = b and mi ≤ xk ≤ Mi Set m = lim mi i→∞ Appendix for k ≥ 3i + 1.206 Proof. M ). y. m) and m = f (M. M.6 Let [a. Therefore in view of (b) m=M from which the results follows. Mi−1 . . b] × [a. M = f (M. Mi−1 ). . b] is a continuous function satisfying the following properties: (a) f (x. Now observe that for each i ≥ 0 m0 ≤ m1 ≤ . z) is non-decreasing in y for each x and z ∈ [a. mi−1 . b] and is non-increasing in x and z for each y ∈ [a. b] is a solution of the system M = f (m. M. m. . Then (A. . m.0. ≤ mi ≤ . b] and every solution of Eq(A. M ) then m = M. m) and m = f (m. . Set m0 = a and M0 = b and for each i = 1. . i→∞ and M = lim Mi .

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

m. M ) ∈ [a. . M ) and m = f (M. 2 Theorem A. . M = f (m. z in [a. M. set Mi = f (mi−1 . . Mi−1 .0. b] and every solution of Eq(A. Then (A. i→∞ and M = lim Mi . m. b]3 → [a.1) converges to x. M1 ≤ M0 = b and mi ≤ xk ≤ Mi Set m = lim mi i→∞ Appendix for k ≥ 3i + 1. m) and m = f (M. Mi−1 ) and mi = f (Mi−1 . M ) then m = M. Set m0 = a and M0 = b and for each i = 1.1) has a unique equilibrium x ∈ [a. mi−1 ).8 Let [a. y. b]. Now observe that for each i ≥ 0 m0 ≤ m1 ≤ . . . z) is non-increasing in all three variables x. Therefore in view of (b) m=M from which the results follows. b] is a solution of the system M = f (m. . (b) If (m. m). mi−1 . ≤ mi ≤ . Mi ≤ . b] is a continuous function satisfying the following properties: (a) f (x. Then Eq(A. y. . . . M.208 Proof. b] × [a. .2) holds and by the continuity of f . b] be an interval of real numbers and assume that f : [a. 2.

set Mi = f (mi−1 . there are 2p possibilities for the function f to be non decreasing in some arguments and non increasing in the remaining arguments. Mi−1 . . Therefore in view of (b) m=M from which the results follows. mi−1 . Theorem A. m. xn−1 . . u2 . .0.0. M. 2. . . Let us formulate one of these results. . . ≤ mi ≤ . . M1 ≤ M0 = b and m i ≤ x k ≤ Mi Set m = lim mi i→∞ 209 for k ≥ 3i + 1. . .3) 2 The above theorems can be easily extended to the general diﬀerence equation of order . where is a continuous function. . up ) is non decreasing in the second and the third variables u2 and u3 and is non increasing in all other variables. Mi ≤ . . 1. . .0. M = f (m. (A. Mi−1 ). b] be an interval of real numbers and assume that f : [a. . In this case. f : Ip → I n = 0. . m) and m = f (M.Appendix Proof. . i→∞ and M = lim Mi . Then (A. b] is a continuous function satisfying the following properties: (a) f (u1 . xn−p+1 ). . b]p → [a. . p xn+1 = f (xn .2) holds and by the continuity of f . This gives 2p results of the type found in Theorems A.1-A. . M ). mi−1 ) and mi = f (Mi−1 . Set m0 = a and M0 = b and for each i = 1.8.9 Let [a. Now observe that for each i ≥ 0 m0 ≤ m1 ≤ .

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

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

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

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