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

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

York, 1965.

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

1974.

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FL, 1995.

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

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

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.

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

. . . . . . . 1. .6 The Riccati Equation . . . . . . . . . . . . 2. . . . . 1. . . . . . . . . . . . . . . . . . . .1 Equilibrium Points . . . . . . . . . . . . . 2. . . .7 Convergence to Period-Two Solutions When C=0 . . .4 When is Every Solution Periodic with the Same Period? . . . . . . . . . . . . . Bxn 3.5 Limiting Solutions . . . . . .4 Global Attractivity of the Positive Equilibrium . . . . . 1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Periodicity. .6 Local Asymptotic Stability of a Two Cycle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Stability of the Zero Equilibrium . 1. . . . 2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1)-Type Equations 3. . . . . 2. . . . . . βxn 3. . .8 Invariant Intervals . 2. .9 Open Problems and Conjectures . .3 The Case α = β = A = C = 0 : xn+1 = γxn−1 . . . . . .5 Existence of Prime Period-Two Solutions . . . . . . . . . . . . . . . . . v . . . . . . . . . . . .Contents Preface Acknowledgements Introduction and Classiﬁcation of Equation Types 1 Preliminary Results 1. . .3 Global Asymptotic Stability of the Zero Equilibrium . . . 2. . . . . . . . . . . . . . . . . 3 (1. . . . . . . . . . . . . . . . . . . . . . . . .1 Deﬁnitions of Stability and Linearized Stability Analysis 1. . . . . . . . . . . . . Semicycles.2 The Case α = γ = A = B = 0 : xn+1 = Cxn−1 3. . . . . . . . . . . . 2 Local Stability. . . 1. . . . . . . . . . . . . . . . . 2. . . . . . . . . . . 2. . . . . . . . . . . . . . . . . . . . . .3 Local Stability of the Positive Equilibrium . . . . .4 Open Problems and Conjectures .7 Semicycle Analysis . . . 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 . and Invariant Intervals 2. .2 The Stable Manifold Theorem in the Plane . . . . . .1 Introduction . . . . . . . . . .

. . . . . . 6. . . . . . . . .2 The Case q < 1 . . . .5. . . . . . . .Riccati Equation . . . . . . . . . . . . . . . . . . . . .1 Invariant Intervals . . . . . . . . . . . . . . . . . . n 6. . . . . . . . . . . . . . . 6.4 . . . . . .2 Semicycle Analysis of Solutions When q ≤ 1 . . . .5. . . . . . . 78 n α+βxn 6. . . . . . . .5 The Case β = C = 0 : xn+1 = α+γxn−1 . . . 2)-Type Equations 53 4. . . . . . .3 Semicycle Analysis . . . . . . . . . . . .2 The Case p = 1 . . . . . . . . . . . . 5 (2. . . . . A+Bxn 6. . . . . .5. . . .3 The Case q > 1 . . . . . . . . . . .7. The Case γ = A = 0 : xn+1 = Bxα+βxn n +Cxn−1 6. . . . . . . . . . . . . . .8 Open Problems and Conjectures . . . . . . . .7. . . . 6. . . . . . . . . . . .6. . . . Bx 5. 6. . . . . . . . . . . . . . . . . . . . .4 The Case α = γ = B = 0 : xn+1 = 4. . . . . . . . . 2)-Type Equations 77 6. .4.7 The Case α = β = A = 0 : xn+1 = 4. . . 77 α+βx 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . . . . . . . . . . 6. . . . . . .1 Existence and Local Stability of Period-Two Cycles . . . . . . . . . . . . . . . . 6 (2. . . . 82 83 84 87 89 90 90 91 92 93 96 97 100 101 102 103 105 107 .4 Open Problems and Conjectures . . . . . . . . . .4 Global Attractivity When q < 1 . . . . . . . . . . . . βxn A+Cxn−1 βxn Bxn +Cxn−1 γxn−1 . . . . . . . . . . . . . . . . . . . . . .6. . . . . . . . .4. .6 The Case β = A = 0 : xn+1 = Bxn +Cxn−1 . . 4. . . . . . . . . . . . . .2 The Case γ = C = 0 : xn+1 = A+Bxn . .vi Contents 4 (1. . . . . . . . . . . . . . . . . . . . . . .6 The Case α = β = C = 0 : xn+1 = 4. . . . .3 The Case p > 1 . . . .3 Semicycle Analysis and Global Attractivity When q = 1 . .2 The Case β = γ = C = 0 : xn+1 = A+Bxn . . . . . . . . . . . . α+γxn−1 6. . . . . . . . .1 Introduction . . . . . . . . . . . . A+Bxn γxn−1 Bxn +Cxn−1 Pielou’s Equation . . . .3 Global Stability and Boundedness . . . n +γx 6. . . .2 Semicycle Analysis . . 6. . . . . 6. . . . . .Lyness’ Equation Cxn−1 n−1 5. . . . . 6. . . . . . . .5 The Case α = γ = A = 0 : xn+1 = 4. . . . . . .3 The Case γ = B = 0 : xn+1 = A+Cxn−1 . . . . . . . . . . . . . . . . . . .1 Introduction . . . . . . .7. . 6. . . . . . . . . . . . . . . . . . . . . . 4. . . . . . . . . . . . . . . . 54 α 4. . .4. . . . . . . . . . . . . . . . . .7. . .7. .3 The Case β = A = C = 0 : xn+1 = α+γxn . 4. .3 The Case β = γ = A = 0 : xn+1 = Bxn +Cxn−1 . . . . . . . . . . . . .2 The Case γ = A = B = 0 : xn+1 = α+βxn . . .1 Introduction . .1 The Case p < 1 . . . . . . . . . . . .4 Global Behavior of Solutions . . . . . . 79 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . 5. . . . . . . . . . .1 Invariant Intervals . . . . . . . . . 57 58 59 60 61 62 62 64 69 69 70 72 72 . . . . . . . . . . . . . . . . . . . . . . .7. . . . . . . . . . . . . . . 55 4. .7 The Case α = C = 0 : xn+1 = βxA+Bxn−1 . . . . . . . . 1)-Type Equations 5. . . . . 53 α 4. . . . . . . 6. . . . . . . . 6. . . .1 Semicycle Analysis . . . . .2 Invariant Intervals . . . .6. . . . . . . . . . .7. . . . . . .6. . .

α+γxn−1 9. . . 133 +Cx 7. . . . . . . . .4 Global Asymptotic Stability . . . . . 3)-Type Equations 9. . . . . . . . 6. . . . . . . . . . . . . . . . . . 138 9 (2. . . . . 131 7. . . . . . . .2. . . . . . . . . . . . . . 9. . . . . 9. . . . . . . . . . . . . . . . . 3)-Type Equations 131 7. . . . . . . .1 Introduction .9. . . α+βxn 9. . .8. . . .2 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . . . . .4 Global Stability . .9. . . . . A+Cxn−1 6. . . . . . . . . .5 Long-term Behavior of Solutions When q > 1 6. . . . . . . .4 Global Stability Analysis When p > q . . . . . . . . . . . . . . . . . . . . .3 The Case β = 0 : xn+1 = A+Bxn +Cxn−1 . . . . . . . . .1 Existence and Local Stability of Period-Two Cycles 9. . . . . . . . . .2. .3 Global Stability Analysis When p < q . . . . . . . . . . . . . . .4 The Case α = β = 0 : xn+1 = A+Bxnn−1 n−1 . . . . . . .Contents 6. . . . . . . . . . . . . . . . . . . . . .3 The Case α = γ = 0 : xn+1 = A+Bxβxn n−1 . . . 9. . . . . . . . . .3. . . . . . . . .9 The Case α = A = 0 : xn+1 = Bxn +Cxn−1 . . . . . . .3 Semicycle Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Invariant Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141 141 141 142 143 144 147 149 150 154 156 157 157 158 160 162 163 . . .2 Global Stability of the Positive Equilibrium .2 The Case β = γ = 0 : xn+1 = A+Bxnα n−1 . . . . . .1 Existence of a Two Cycle . 6. . . . . . . . . . . . . . . . . . . . . . . . . n−1 6. . . . .3. . . .5 Open Problems and Conjectures . . . . . . 137 8. . . . . . . . .5 Semicycle Analysis When pr = q + qr . .2 The Case γ = 0 : xn+1 = A+Bxn +Cxn−1 . . . . . . . . . . . . . . . . . . . . . . 9.8 The Case α = B = 0 : xn+1 = βxn +γxn−1 . . . .2. . . . . .4. . . 132 n +Cx γx 7. . . . .2. . . . . . . . . . 2 9. . . . . . . . . . . . . . .1 Introduction . . . . . . . . . . . . . . . . . . . 6. . . . . . .5 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . .3. . . . . . . . . . 6. . . . . . . . . . 9. . 134 8 (3. . .4. . . . . 9. . . . . .9. . . .1 Invariant Intervals and Semicycle Analysis . . . . . βxn +γx 6. . . . . . .2 Invariant Intervals . . . . .3. . . . . . . . . . . βxn 9.1 Introduction . . . . . . .9. . .7. . . . . . . . . . . .2 Semicycle Analysis . . . . . . . . . . . . . . . . . . . . . . . 1)-Type Equations 137 8. . . . . . . . . . . . . . 6. . . . .3. . .2 Convergence of Solutions . . .2 Invariant Intervals . .3 Convergence of Solutions . .8. vii 107 109 110 112 113 114 117 117 123 123 7 (1. . . . . . . . . . . . . . . . . . n +Cxn−1 9. . . . . . 9.10 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . . .1 Boundedness of Solutions . . .4 The Case α = 0 : xn+1 = A+Bx+γxn−1 . 131 +Cx 7. . . . 9. . . . . . . . . . . . . . . . . . . . . . . 9. . .

. . . . . . . . . .5 Open Problems and Conjectures . . . . .2 The Case C = 0 : xn+1 = α+βxn +γxn−1 . . . . .3 Contents 167 167 167 169 172 172 173 173 174 175 177 179 180 183 183 184 189 191 192 201 211 217 . . . .3. . . . . . . . . . . . A Global Attractivity for Higher Order Equations Bibliography Index . . . . . . . . . 11 The 11.4. . . . . . . . . . .1 Invariant Intervals . . . .viii 10 (3. Invariant Intervals . . . . . .2 Proof of Part (c) of Theorem 10.3 Convergence of Solutions . . . . . . . . . . . . . . . . .1 Proof of Part (b) of Theorem 10. . . . 10. . .1 Global Stability .3 The Case B = 0 : xn+1 = α+βxn +γxn−1 . . A+Cxn−1 10. . . . . . . . .4. . . . .3. . . . . . . . . . . . . . . . .2. . . . 2)-Type Equations 10. . . . . . . . . . . . . . . . . . Convergence Results . . . . . . . . . . . . . . . . . . . . . . . . .1 10.1 10. . . . . . . . . . . . . . . . . . . . . . . 11. . . . . . Bxn 10. . .1 11. . . . . . . 10. . . . . . . . . . . .2. . . . . .2 Convergence of Solutions . . . . α+βx (3. . . . . 10. . . . A+Bxn 10. . . . . . . . . . . . . . . . .4 The Case A = 0 : xn+1 = α+βx+Cxn−1 . . . . . . . . . . . . . .2 Global Stability When p ≥ r . . . . . . . . . . . . 10. . . . .1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2. . . . . . . . . . 10. . 11. . .3. . . . . . . . . .2. . . . . . . . . . . . . 3)-Type Equation xn+1 = A+Bxn +γxn−1 n +Cxn−1 Linearized Stability Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Invariant Intervals . . . . . . . . . . . .3. . . . . . . . . . .4 Open Problems and Conjectures . . . . . . . . . . . . . . . .2 11. . n +γxn−1 10. . . . .

Every chapter in this monograph contains several open problems and conjectures related to the particular equation which is investigated and its generalizations. In Chapter 2 we present some general results about periodic solutions and invariant intervals of Eq(1). In this sense. In an appendix. as special cases. . and the periodicity of solutions of all rational diﬀerence equations of the form xn+1 = α + βxn + γxn−1 . 1. β. 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. this is a self-contained monograph and the main prerequisite that the reader needs to understand the material presented here and to be able to attack the open problems and conjectures is a good foundation in analysis. ix . A + Bxn + Cxn−1 n = 0. at the end of this monograph. the global stability.Preface In this monograph. γ. . . 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). 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. 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 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. Chapter 1 contains some basic deﬁnitions and some general results which are used throughout the book. It is an amazing fact that Eq(1) contains. we present some global attractivity results for higher order diﬀerence equations which may be useful for extensions and generalizations. B. C and the initial conditions x−1 and x0 are nonnegative real numbers. a large number of equations whose dynamics have not been thoroughly understood yet and remain a great challenge for further investigation. (1) where the parameters α. A.

.

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

.

To Senada and Theodora .

.

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

[49]. [67]. See [13]. . 75). For example. it is interesting to note the similarities of the dynamics of the population model xn+1 = α + βxn−1 e−xn . and Section 1. 1. See [13]. . . and the rational equation xn+1 = α + αxn + βxn−1 . Lyness’ equation when γ = A = B = 0. . See [42].2. [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. Pielou’s discrete delay logistic model when α = γ = B = 0. [18]. [57]. [66]. See [24] and Sections 2. 1 + xn n = 0.6 for some results in this regard. n = 0. . [44]. This is the set F of all initial conditions x0 ∈ R through which the equation xn+1 = α + βxn A + Bxn (2) is not well deﬁned for all n ≥ 0. . An example of such a problem is the following: Open Problem Find all initial points (x−1 . 1. we introduce the forbidden set of the equation. and Section 5. Hence the solution {xn } of Eq(2) exists for all n ≥ 0.7 and 10.2. [32]. 2. / if and only if x0 ∈ F. . 3. This is a fascinating equation with many interesting extensions and generalizations. p. See ([42]. [69]. and Section 4. x0 ) ∈ R × R through which the equation xn−1 xn+1 = −1 + xn is well deﬁned for all n ≥ 0.2 Introduction and Classiﬁcation of the Riccati equation. A characteristic feature of this equation is that it possesses an invariant which can be used to understand the character of its . The problem of existence of solutions for diﬀerence equations is of paramount importance but so far has been systematically neglected.4. 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.

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

.

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

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

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. Mi−1 ). m0 ≤ m1 ≤ . ≤ M1 ≤ M0 and Set mi ≤ xk ≤ Mi m = lim mi i→∞ for k ≥ 2i + 1. . Theorem 1. b]. or nonincreasing in one and nondecreasing in the other. Now observe that for each i ≥ 0. y) is non-decreasing in x ∈ [a. y) is nondecreasing in both arguments. . b]. . Then Eq(1. See also the Appendix. ≤ mi ≤ . at the end of this monograph. Set m0 = a and M0 = b and for i = 1.1. y) is non-increasing in x and nondecreasing in y. which describes the extension of these results to higher order diﬀerence equations. b] × [a. b] is a continuous function satisfying the following properties: (a) f (x.8 and 1. y) is monotonic in its arguments. b] for each y ∈ [a. and f (x.1) has a unique equilibrium x ∈ [a. b] is a solution of the system f (m.1) is to work in the regions where the function f (x. 2.4 and 6.9. i→∞ and M = lim Mi . (b) If (m. y) is non-decreasing in x and non-increasing in y and the second theorem deals with the case where the function f (x. then m = M . m) = M. b] for each x ∈ [a. In this regard there are four possible scenarios depending on whether f (x. . b] × [a. . M ) = m and f (M. See Sections 6.4. mi−1 ) and mi = f (mi−1 .) The ﬁrst theorem deals with the case where the function f (x. .8 where these theorems are utilized. (See Section 6. Proof. Global Attractivity of the Positive Equilibrium 11 Very often the best strategy for obtaining global attractivity results for Eq(1. or nonincreasing in both arguments. y) is nonincreasing in y ∈ [a. b] → [a. M ) ∈ [a. b] and every solution of Eq(1.4.1) converges to x. . b] be an interval of real numbers and assume that f : [a. y). .7 below are new and deal with the remaining two cases relative to the monotonic character of f (x. Theorems 1. . ≤ Mi ≤ .4.4. set Mi = f (Mi−1 .5 ([54]) Let [a. .

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

b] × [a. b] → [a. . .1) has a unique equilibrium x ∈ [a. .1. Then Eq(1. .8 Let [a. and Set mi ≤ xk ≤ Mi m = lim mi i→∞ for k ≥ 2i + 1. ≤ mi ≤ . . Proof. In view of (b).4. Now observe that for each i ≥ 0.1) converges to x. x) = x.4. (b) If (m. M ) and M = f (m. b] × [a. b] and every solution of Eq(1. b] and every solution of Eq(1. y) is non-increasing in each of its arguments. b] is a continuous function satisfying the following properties: (a) f (x.1) has a unique equilibrium x ∈ [a. has a unique positive solution. b] is a solution of the system f (m. Mi−1 ). set Mi = f (mi−1 . (b) The equation f (x. 2. ≤ Mi ≤ . m=M =x from which the result follows. . b] × [a. b] → [a. y) is non-decreasing in each of its arguments. m) = M and f (M. m = f (M. m0 ≤ m1 ≤ . M ) ∈ [a. b] be an interval of real numbers and assume that f : [a. Then clearly (1. b] is a continuous function satisfying the following properties: (a) f (x. ≤ M1 ≤ M0 . . Then Eq(1.7 Let [a. 13 then m = M .1) converges to x. M ) = m. Global Attractivity of the Positive Equilibrium Theorem 1.4. mi−1 ) and mi = f (Mi−1 . b] be an interval of real numbers and assume that f : [a.12) holds and by the continuity of f . Set m0 = a and M0 = b and for i = 1. m). . . . i→∞ and M = lim Mi . 2 Theorem 1.

m = f (m. M ). 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).12) is satisﬁed and by the continuity of f . Preliminary Results m0 = a and M0 = b and for i = 1. Then clearly the inequality (1. from which the result follows.1) such that A ≤ xn ≤ B for all n ≥ −1. . m = M = x. . . i→∞ and M = lim Mi . Mi−1 ) and mi = f (mi−1 . mi−1 ). In this section we ﬁrst give a self-contained version of limiting solutions the way we will use them in this monograph. . Set Chapter 1. . Let J be some interval of real numbers. Assume that {xn }∞ n=−1 is a solution of Eq(1.13) . f ∈ C[J × J. J]. In view of (b). m0 ≤ m1 ≤ . ≤ Mi ≤ . . m) and M = f (M. (1. . and mi ≤ xk ≤ Mi Set m = lim mi i→∞ for k ≥ 2i + 1. ≤ mi ≤ . . 2 1. ∞ we will show that there exists a solution {Ln }n=−k of the diﬀerence equation xn+1 = f (xn .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. . .14 Proof. xn−1 ). Now observe that for each i ≥ 0. . where A. . ≤ M1 ≤ M0 . Now with the above hypotheses. 2. n ≥ −k + 1. set Mi = f (Mi−1 . and let k ≥ 1 be a positive integer. B ∈ J.

1. n=−1 The following result. is stated in the way we will use it in this monograph: . . . L−k+1 . . Limiting Solutions such that L0 = L 15 and for every N ≥ −k.2 below. satisﬁes Eq(1. . Therefore. = f( −k+1 . j→∞ lim xnj −k = L−k . xnj −k ) = lim xnj −k+2 = L−k+2 . . Karakostas takes k = ∞ and calls the solution {Ln }∞ n=−∞ a full limiting sequence of the diﬀerence equation xn+1 = f (xn . . lim xnij = L and lim xnij −1 = L−1 . (See Theorem 1. It follows by induction that the sequence L−k . −k+2 j→∞ = L−k and −k+1 = L−k+1 . L−1 . ∞ Next the subsequence {xni −1 }i=1 of {xn }∞ n=−1 also lies in interval [A. n=−1 is called a limiting solution of Eq(1. i→∞ i→∞ Continuing in this way and by considering further and further subsequences we obtain ∞ numbers L−2 .5. . L−k ) j→∞ = lim f (xnj −k+1 . L−3 .5. (1.1).13) associated with the The solution {Ln }∞ n=−k solution {xn }∞ n=−1 of Eq(1. L1 = 1. L−k and a subsequence {xnj }n=−1 such that j→∞ lim xnj = L j→∞ lim xnj −1 = L−1 . . B] and so it has a ∞ further subsequence {xnij }j=1 which converges to some limit which we call L−1 . −k Let { n }∞ n=−k be the solution of Eq(1.13) with Then clearly.14) associated with the solution {xn }∞ n=−1 of Eq(1. . which is a consequence of the above discussion. −k ) = f (L−k+1 . Clearly there exists a subsequence {xni }∞ of {xn }∞ i=1 n=−1 such that i→∞ lim xni = L. xn−1 ). L0 = L = 0 .) ∞ We now proceed to show the existence of a limiting solution {Ln }n=−k . .1). ..13) and every term of this sequence is a limit point of the solution {xn }∞ .. the term LN is a limit point of the solution {xn }∞ .

. ∞ The solutions {In }∞ n=−∞ and {Sn }n=−∞ of the diﬀerence equation (1. Then Eq(1. J].2 to diﬀerence equations of the form xn+1 = Ai . S ∈ J.15) and with I. xn−1 . . . See [23] and [25] for an application of Theorem 1.1) with limit inferior I and limit superior S. f ∈ C[J × J. . . . which by the change of variables xn = y1 reduce to rational diﬀerence equations of the n form 1 . there exist two subsequences {xrn } and {xln } of the solution {xn }∞ n=−ν such that the following are true: n→∞ (1. Then there exist two solutions ∞ {In }∞ n=−∞ and {Sn }n=−∞ of the diﬀerence equation xn+1 = f (xn . xn−1 . S0 = S We now state the complete version of full limiting sequences.16) lim xrn +N = IN and n→∞ lim xln +N = SN for every N ≥ m. 1. as developed by Karakostas. .16) are called full limiting solutions of Eq(1. . .}. yn+1 = k i=0 Ai yn−i . . . (1. . and In . i=0 xn−i k n = 0. Suppose that {xn }∞ n=−1 is a bounded solution of Eq(1.2 ([37]) Let J be some interval of real numbers. . with I. and let k ≥ 1 be a positive integer. . xn−ν ). . . S] for all n ∈ Z and such that for every N ∈ Z. S] for n ≥ −k.1 Let J be some interval of real numbers. 1. .5.16 Chapter 1. f ∈ C[J ν+1 . Theorem 1. with I0 = I.5. Let Z denote the set of all integers {. S0 = S. 1. Preliminary Results Theorem 1. . 0. . −1. n→∞ S = lim sup xn n→∞ n = 0. xn−ν ) which satisfy the equation for all n ∈ Z. J]. n = 0.5. . .13) has two solutions {In }∞ n=−k with the following properties: and {Sn }∞ n=−k I0 = I. IN and SN are limit points of {xn }∞ . . In . n=−ν Furthermore for every m ≤ −ν. Sn ∈ [I. 1. . with I = lim inf xn . .16) associated with the solution {xn }∞ n=−k of Eq(1.15). S ∈ J. and let {xn }∞ n=−ν be a bounded solution of the diﬀerence equation xn+1 = f (xn . Sn ∈ [I.

β.17) will become zero for some value of n ≥ 0 is called the forbidden set F of Eq(1. .1 Assume that (1. β.17) is a linear equation and when αB − βA = 0. .6. . which is extracted from [32].18) Indeed when B = 0.) The other goal we have is to describe in detail the long.6.17) where the parameters α. (1.6 The Riccati Equation α + βxn . Eq(1. Theorem 1. we will assume that β + A = 0. B and the initial condition x0 are real numbers is called a Riccati diﬀerence equation.20) . γ. Eq(1. The proof is straightforward and will be omitted. C and the initial conditions x−1 . in addition to (1. B.21) β B (1.18).17).17) when x0 ∈ F. A. One of our goals in this section is to determine the forbidden set F of Eq(1. (1.17).17) regarding period-two solutions.18) holds and that Eq(1. In the sequel.17) with x0 = is periodic with period two. A + Bxn B The set of initial conditions x0 ∈ R through which the denominator A+Bxn in Eq(1. (1.17) possesses a prime periodtwo solution. Furthermore when (1.19) holds every solution of Eq(1.1. x0 are all real numbers) other than the material presented here.and short-term behavior of / solutions of Eq(1.19) β + A = 0.17) reduces to βA + βxn β xn+1 = B = for all n ≥ 0. A + Bxn A diﬀerence equation of the form xn+1 = n = 0. The Riccati Equation 17 1. 1. we will assume that B = 0 and αB − βA = 0. The ﬁrst result in this section addresses a very special case of Eq(1. (See also [13] and [69]. Then (1. A. It should be mentioned here that there is practically nothing known about the forbidden set of Eq(1) (when the parameters α. To avoid degenerate cases.

From Eq(1. . (A + Bx)2 of the function For the remainder of this section we focus on Eq(1. 1. It is interesting to note that the four parameters of Eq(1.23). (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 .23) it follows that when R< 1 4 . w Also note that the signum of R is equal to the signum of the derivative y =1− f (x) = βA − αB . .17). wn n = 0.22).17) have been reduced to the single parameter R of Eq(1. Preliminary Results for n ≥ 0 (1. .23) βA − αB (β + A)2 is a nonzero real number.17) through the change of variables (1.17) into the diﬀerence equation wn+1 = 1 − where R= R .23) and present its forbidden set F and the character of its solutions. Similar results can be obtained for Eq(1.18 Now observe that the change of variable xn = β+A A wn − B B Chapter 1.22) transforms Eq(1. called the Riccati number of Eq(1.

.23) to the second order linear diﬀerence equation yn+2 − yn+1 + Ryn = 0. n = 0. where 4 the characteristic roots of Eq(1. 1 w= . . . Note that in these two cases the characteristic roots of Eq(1. 1 The next two theorems deal with the cases R < 1 and R = 4 . Also w− < 0 if R < 0 and 1 w− > 0 if R ∈ (0.24) yn+1 yn for n = 0. The forbidden set of Eq(1. 4 1− √ √ 1 − 4R 1 + 1 − 4R < = w+ 2 2 19 When Eq(1. when 1 R> . (1. 1. ).23) has the two equilibrium points w− and w+ with w− = and |w− | < w+ . 1.1.6.24) are the equilibrium points of Eq(1.24) are real numbers. Now observe that the change of variables wn = with y0 = 1 and y1 = w0 reduces Eq(1.23) has exactly one equilibrium point namely. respectively.23) has no equilibrium points. 4 Eq(1.23) is clearly the set of points where the sequence {yn }∞ n=0 vanishes. The Riccati Equation Eq(1. . .23). . 4 1 R= . 2 Finally. . which can be solved explicitly.

wn = n n (w0 − w− )w+ − (w+ − w0 )w− n = 1. . if R > 0 and fn < w− while (fn − w− )(fn+1 − w− ) < 0 if R < 0. The forbidden set F of Eq(1.3 Assume Then w= 1 R= .23). The equilibrium w+ is a global attractor as long as w0 ∈ F ∪ {w− } / and the equilibrium w− is a repeller. . . Preliminary Results √ √ 1 − 4R 1 + 1 − 4R w− = and w+ = 2 2 are the only equilibrium points of Eq(1.26) It is now clear from Theorem 1. (1.23) is the sequence of points fn = n−1 2n for n = 1. . 2.2 that n→∞ lim fn = w− .23) is the sequence of points fn = n−1 n−1 w+ − w− w+ w− n n w+ − w− for n = 1.25) When w0 ∈ F.6. 4 1 2 is the only equilibrium point of Eq(1. .27) .23) is given by / n+1 n+1 (w0 − w− )w+ − (w+ − w0 )w− . .23). (1.6. The forbidden set F of Eq(1. . . . . .6. the solution of Eq(1.2 Assume Then 1 R< . .20 Theorem 1. 4 1− Chapter 1. 2. (1. 2. Theorem 1.

(1.3 it follows that the equilibrium w = 1 of Eq(1. 1. Hence wn = √ √ 4R − 1 cos(n + 1)φ + (2w0 − 1) sin(n + 1)φ √ . . .29) n Finally consider the case √ R. . ) 2 and √ 4R − 1 √ sin φ = . 1. the solution of Eq(1. .6.23) is given by / wn = 1 + (2w0 − 1)(n + 1) 2 + 2(2w0 − 1)n for n = 0. it is a sink from the right and a source from the left.1. π φ ∈ (0. . . 1. When w0 ∈ F.6. The Riccati Equation 21 which converges to the equilibrium from the left.28) From Theorem 1. . 1 R> . 4 The characteristic roots of Eq(1. 2w0 − 1 C1 = 1 and C2 = √ . 2 R n = 0. yn = R 2 (C1 cos(nφ) + C2 sin(nφ)).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 .23) is a global 2 / attractor for all solutions with w0 ∈ F but is locally unstable. . 4R − 1 n = 0. . (1. R 4R − 1 cos(nφ) + (2w0 − 1) sin(nφ) . . more precisely.

. 2 R Then the forbidden set F of Eq(1. π ) is a rational multiple of π. that is. . 2 2 When w0 ∈ F.31) from which the character of the solutions of Eq(1. √ 4R − 1 1 cot(nφ) for n = 1. 2. assume φ is a rational multiple of π. the solution of Eq(1. (1. / (1. . π ) be such that 2 1 cos φ = √ 2 R and 1 4 √ 4R − 1 √ sin φ = . . that is. . Preliminary Results as long as the denominator is diﬀerent from zero. For example. 2 n = 0. 2.4 Assume that R> and let φ ∈ (0.29). ) N 2 (1.22 Chapter 1. 2 Let θ ∈ (− π . and so √ cos(nφ + φ − θ) √ cos(nφ − θ) cos φ − sin(nφ − θ) sin φ R = R cos(nφ − θ) cos(nφ − θ) √ = R (cos φ − sin φ tan(nφ − θ)) 1 wn = − 2 √ 4R − 1 tan(nφ − θ). . . . φ= π k π ∈ (0. .23) is given by (1. . wn = (4R − 1)2 + (2x0 − 1)2 .32) . w0 = − 2 2 The following theorem summarizes the above discussion. 1.30) 1 Clearly when R > 4 the character of the solution {wn } and the forbidden set F depends on whether or not the number φ ∈ (0. Theorem 1.23). can now be easily 4 revealed.6. when R > 1 . .23) is the sequence of points √ 1 4R − 1 fn = − cot(nφ) for n = 1. π ) be such that 2 2 √ 4R − 1 2x0 − 1 and sin θ = cos θ = r r where r= Then we obtain.

The following theorem summarizes the above discussion.} and 2k < N. N ∈ {1. . . p − 1 . 2. Then the following statements are true: (i) No solution of Eq(1.1. then the following result is true: Theorem 1.6.23) 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. N ∈ {1.6 Assume that the number φ in Theorem 1.6. 2 R 2 R or equivalently k 4R cos2 ( π) = 1. √ √ 1 1 4R − 1 4R − 1 wN = − tan(kπ − θ) = − tan(−θ) = w0 2 2 2 2 and so every solution of Eq(1. .23) is periodic.5 is not a rational multiple of π. .23) with w0 ∈ F is dense in R. .6. 2. . .} with 2k < N. Theorem 1. / for n = 1. The Riccati Equation 23 for some k. ) p 2 1 4 cos2 φ with φ = k π N Then where k and p are positive comprimes and suppose that √ 4R − 1 1 √ cos φ = √ and sin φ = . . .23) is periodic with period N .6.5 is not a rational multiple of π.5 Assume that φ= k π π ∈ (0. p Then every solution of Eq(1. Equivalently assume that A= where k. 2. (ii) The set of limit points of a solution of Eq(1.6. When the number φ in Theorem 1. then every solution of Eq(1.23) is periodic with period N . .

1) consists of a “string” of terms {xl . . . . all greater than or equal to the equilibrium x.33) under appropriate hypotheses on the function f . are dense in the interval (− π . xm }. xl+1 . (1. The proof of statement (ii) is a consequence of the form of the solution of Eq(1. . xn−1 ). with l ≥ −1 and m ≤ ∞ and such that either l = −1. . 2 2 2 1. .7 Semicycle Analysis We strongly believe that a semicycle analysis of the solutions of a scalar diﬀerence equation is a powerful tool for a detailed understanding of the entire character of solutions and often leads to straightforward proofs of their long term behavior. In this section. . π ). φ is a rational multiple of π. First we give the deﬁnitions for the positive and negative semicycle of a solution of Eq(1. A positive semicycle of a solution {xn } of Eq(1. n = 0. . wk = wl if and only if Chapter 1. 1. . or m < ∞ and xm+1 < x. 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. or l > −1 and xl−1 < x and either m = ∞. then the values (nφ − θ)(mod π) for n = 0. .33) relative to an equilibrium point x. 1. .23) and the fact that when φ is not a rational multiple of π. Statement (i) is true because.24 Proof. we present some results about the semicycle character of solutions of some general diﬀerence equations of the form xn+1 = f (xn .

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

33). Let x be a positive equilibrium of Eq(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.33) has semicycles of length at most two. Proof. (0. The proof in the case of negative semicycle is similar and is omitted. x) = x which shows that the next term xN +1 also belongs to the positive semicycle. y) is increasing in both arguments. ∞) × (0. with at least one of the inequalities being strict. Theorem 1. ∞) × (0. 2 .7. y) is increasing in x and decreasing in y. ∞).7.33). xN −1 ) > f (x. Let x be a positive equilibrium of Eq(1. The proof in the case of negative semicycle is similar and is omitted. It follows by induction that all future terms of this solution belong to this positive semicycle. Proof.26 and the proof follows by induction. Chapter 1.33) has semicycles of length one. Then except possibly for the ﬁrst semicycle. The next result applies when the function f is increasing in both arguments. which is a contradiction. every oscillatory solution of Eq(1. xN −1 ) < f (x.2 Assume that f ∈ C[(0. Preliminary Results 2 The next result applies when the function f is decreasing in both arguments. Then every oscillatory solution of Eq(1. x) = x which completes the proof. ∞). (0. y) is decreasing in both arguments. Theorem 1. ∞)] and that f (x.3 Assume that f ∈ C[(0. 2 The next result applies when the function f (x. Then by using the decreasing character of f we obtain: xN +1 = f (xN . 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. Then by using the increasing character of f we obtain: xN +1 = f (xN . ∞)] and that f (x.

except possibly for the ﬁrst semicycle which may have length one.34) we obtain xN +1 = f (xN . ∞). Semicycle Analysis 27 Theorem 1. Proof.7.34) we obtain: xN +1 = f (xN . Then.35) then {xn } oscillates about the equilibrium x with semicycles of length two or three. Then by using the increasing character of f and Condition (1. and f (x. The extreme in each semicycle occurs in the ﬁrst term if the semicycle has two terms. Let x be a positive equilibrium of Eq(1.1. y) is decreasing in y for each ﬁxed x. x) = x which shows that the next term xN +1 also belongs to the positive semicycle. and in the second term if the semicycle has three terms. u) = x for every u and f (x. Now also assume that {xn } is an oscillatory solution with two consecutive terms xN −1 and xN such that xN −1 > xN ≥ x and xN −2 < x. xN −1 ) < f (xN . The proof in the case 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 (1.4 Assume that f ∈ C[(0.34) . except possibly for the ﬁrst semicycle.33). ∞) × (0.7. xN ) = x which shows that the positive semicycle has length two. y) < x for every x > y > x (1.33) has semicycles of length at least two. xN ) = x (1. Furthermore. Assume that {xn } is an oscillatory solution with two consecutive terms xN −1 and xN such that xN −1 < x ≤ xN . ∞)] is such that: f (x. if we assume that f (u. xN −1 ) > f (x. is similar and is omitted. every oscillatory solution of Eq(1. Then by using the increasing character of f we obtain xN +1 = f (xN . xN −1 ) > f (xN . (0.

∞) × (0.36).36) is satisﬁed and that x0 > x−1 > x. y) < x for every x < y < x then if x0 < x−1 < x.28 and by using Condition (1. 2 Condition (1. and the proof follows by induction.34). First. xN −1 ) < xN and the proof is complete. Then by the monotonic character of f and (1. y) is decreasing in y for each ﬁxed x. and f (x. y) > x for every x > y > x. ∞).36) f (x.36) we get x1 = f (x0 . then Eq(1. Then if x0 > x−1 > x. (0.7. 2 (1. If. the corresponding solution is decreasing. Proof. f satisﬁes Condition (1. on the other hand. assume that Condition (1.33) has monotonic solutions. instead of Condition (1. In view of Condition (1.5 Assume that f ∈ C[(0.37) .33). x−1 ) = x. ∞)] is such that: f (x. The proof of the remaining case is similar and will be omitted. Theorem 1. x−1 ) > f (x−1 . y) is increasing in x for each ﬁxed y. x−1 ) > x0 . and f (x.34). Preliminary Results xN +1 = f (xN . we assume (1.35).35) we ﬁnd Chapter 1.34) and (1. If. the corresponding solution is increasing. Assume that f satisﬁes Conditions (1. Let x be a positive equilibrium of Eq(1.34) is not enough to guarantee the above result. we obtain x1 = f (x0 .

∞) with α + β + γ. γ.1) is well deﬁned for all n ≥ 0. 1.5) (2. Periodicity.4) α + (β + γ)x A + (B + C)x (2. C ∈ [0.1) are the nonnegative solutions of the equation x= or equivalently (B + C)x2 − (β + γ − A)x − α = 0.5) holds.1) if and only if α = 0 and A > 0. Zero is an equilibrium point of Eq(2. the equilibrium points of Eq(2. (2.1). Eq(2.1 Equilibrium Points α + βxn + γxn−1 . and Invariant Intervals 2. in addition to the zero equilibrium . Semicycles. ∞) (2. .1) has a positive equilibrium if and only if β + γ > A.1) When (2. . β. .3) n = 0.Chapter 2 Local Stability.2) and where the initial conditions x−1 and x0 are arbitrary nonnegative real numbers such that the right hand side of Eq(2. A. (2. B + C ∈ (0. B. 29 . A + Bxn + Cxn−1 Here we investigate the equilibrium points of the general equation xn+1 = where α. In view of the above restriction on the initial conditions of Eq(2.

If we had allowed negative initial conditions then the negative solution of Eq(2. n = 0. .2). and it is given by (2.3) and (2. 1. Finally when α>0 the only equilibrium point of Eq(2. when α = 0. .9) . (See [13].1) is unique and is given by x= When α = 0 and A = 0 the only equilibrium point of Eq(2. and Invariant Intervals In fact in this case the positive equilibrium of Eq(2.4). the quantity β + γ is positive.8) of the quadratic equation (2.1).4). except for our presentation in Section 1.1).6 about the Riccati equation α + βxn xn+1 = . and [69] for some results in this regard.) In summary. A + Bxn there is very little known. Semicycles. [32]. B+C (2.7) β+γ−A . . then x is unique.1) is the positive solution x= β+γ−A+ (β + γ − A)2 + 4α(B + C) 2(B + C) (2.4) would also be an equilibrium worth investigating. The problem of investigating Eq(2. [18].30 Chapter 2. Set α + βu + γv f (u. B+C (2. it is interesting to observe that when Eq(2. v) = (A + Bu + Cv)2 (2.1) has a positive equilibrium x. . Local Stability.6) Note that in view of Condition (2.1) is positive and is given by x= β+γ . v) = A + Bu + Cv and observe that (βA − αB) + (βC − γB)v fu (u. it satisﬁes Eqs(2.8).2 Stability of the Zero Equilibrium Here we investigate the stability of the zero equilibrium of Eq(2. 2. Periodicity. This observation simpliﬁes the investigation of the local stability of the positive equilibrium of Eq(2.1) when the initial conditions and the coeﬃcients of the equation are real numbers is of great mathematical importance and.

in addition to the local stability Theorem 1.2. . . x).1 Assume that A > 0. Then the zero equilibrium point of the equation xn+1 = βxn + γxn−1 .10) If x denotes an equilibrium point of Eq(2. is globally asymptotically stable when β+γ ≤A and is unstable when β + γ > A. As a consequence of these two theorems we obtain the following global result: Theorem 2.3. (A + Bu + Cv)2 31 (2. n = 0.1) about the zero equilibrium point is β γ zn+1 − zn − zn−1 = 0. . . . Furthermore the zero equilibrium point is a sink when a saddle point when a repeller when A>β+γ A < β + γ < A + 2β β + γ > A + 2β. then the linearized equation associated with Eq(2. .2.1).1).2. . A + Bxn + Cxn−1 n = 0. .1. For the zero equilibrium of Eq(2. The local stability character of x is now described by the linearized stability Theorem 1. we have the luxury of the global stability Theorem 1. v) = (γA − αC) − (βC − γB)u . x) and q = fv (x.1.1) we have p= β A and q = γ A and so the linearized equation associated with Eq(2.1. Stability of the Zero Equilibrium and fv (u.1) about the equilibrium point x is zn+1 − pzn − qzn−1 = 0 where p = fu (x.1.1. A A For the stability of the zero equilibrium of Eq(2. 1. 1.

1) has a positive equilibrium when either or α > 0. Local Stability.32 Chapter 2. x) = and q = fv (x. Inequalities (2. it satisﬁes Eqs(2. x) = (γA − αC) − (βC − γB)x (γA − αC) − (βC − γB)x = 2 . In these cases the positive equilibrium x is unique.3) and (2. we see that p = fu (x.15) A2 + (γA − αC) βC − γB x > −α − .13) (2. A+β+γ− B+C B+C Out of these inequalities we will obtain explicit stability conditions by using the following procedure: First we observe that Inequalities (2.1. and it is given by (2. and Invariant Intervals 2.12) are equivalent to the following three inequalities: A+β+γ+2 βC − γB A2 + (βA − αB) − (γA − αC) x > −α − B+C B+C A2 − (βA − αB) − (γA − αC) B+C (2. By using the identity (B + C)x2 = (β + γ − A)x + α.1. Periodicity.13)-(2.1) the following: |p| < 1 − q (2. are equivalent to some inequalities of the form x>ρ . 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 1.14) (2. Semicycles.11) and (2.4).12) (A + β + γ)x > −α − (2. Eq(2.8).11) and q > −1.3 Local Stability of the Positive Equilibrium α = 0 and β + γ > A As we mentioned in Section 2.15).

17) (2. n = 0. Then γ(α + β) = 0. 1. n = 0. . and [74]. 1. 33 2. . .1) is periodic with period p. .4.19) 1 + xn . Then A = B = γ = 0. . it is clear that F (x) = 0 and that x > ρ if and only if F (ρ) < 0 while x<σ if and only if F (σ) > 0. Then the following statements are true: (i) Assume C > 0.1) xn+1 = xn+1 = xn+1 = xn+1 n = 0. σ ∈ [0. . .16) (2. xn 1 xn−1 . = xn−1 are remarkable in the sense that all positive solutions of each of these four nontrivial equations are periodic with periods 2. and 6 respectively. 4.18) (2. (See also [75]. (ii) Assume C = 0. When is Every Solution Periodic with the Same Period? and/or x<σ for some ρ. . Now if we set F (u) = (B + C)u2 − (β + γ − A)u − α. (2. 1. . xn−1 xn . 5. . n = 0.1) with the property that every solution of the equation is periodic with the same period.4 When is Every Solution Periodic with the Same Period? 1 .1 Let p ≥ 2 be a positive integer and assume that every positive solution of Eq(2. The following result characterizes all possible special cases of equations of the form of Eq(2.4.2. [73]. . . . 1. ∞). The following four special examples of Eq(2.) Theorem 2.

Then clearly x0 = xp and so from Eq(2. Thus (2. (2. Consider the solution with x−1 = 1 and x0 ∈ (0. for the sake of contradiction.21) holds.20) is impossible. 3. A+B C (2. (ii) Assume C = 0 and. and Invariant Intervals Proof. 4.16)-(2. Then by choosing x0 suﬃciently small. we see that (2. In addition to (2.20) is impossible. The proof is complete. Assume that every positive solution of Eq(2. . Periodicity. Then up to a change of variables of the form xn = λyn Eq(2. Hence (2. (i) Assume that C > 0. Semicycles. A + B + Cxp−2 and xp−1 = x−1 = 1 we see that (2. Otherwise A + B > 0 and by choosing x0 > max α+β γ .22) holds .19) .20) α + β + γxp−2 = x0 .1 Let p ∈ {2.1) xp = Hence (A + B)x0 + (Cx0 − γ)xp−2 = α + β.20) is impossible. 6}. A+B C we see that (2.22) Otherwise γ > 0 and by choosing x0 < min α+β γ . ∞).34 Chapter 2.21) (2.1) reduces to one of the equations (2. Local Stability. Then we claim that A = B = 0. 2 Corollary 2. assume that γ(α + β) > 0.4.1) is periodic with period p. 5.21) we now claim that also γ = 0.

C (2. . is a prime period-two solution of Eq(2. Assume that . . solution with period p and furthermore the set of solutions of the equation with prime period p is nonempty. . not necessarily prime.27) hold .1) to have a prime period-two solution and we exhibit all prime period-two solutions of the equation. . .1). Existence of Prime Period-Two Solutions 35 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.26) and (2. ψ. . ψ.24) (2. Convention Throughout this book when we say that “every solution of a certain diﬀerence equation converges to a periodic solution with period p” we mean that every solution converges to a. . φ.5.2. ∞) and φ = ψ (2. . ψ ∈ [0. .27) (2. ψ. Furthermore when (2. . φ. φ.1) has a prime period-two solution if and only if γ = β + A. (See [50].) Furthermore we are interested in conditions under which every solution of Eq(2. ψ.26) αC + β(γ − β − A) .1) if and only if α + β(φ + ψ) = Bφψ with φ. 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. φ.25) (2.5 Existence of Prime Period-Two Solutions In this section we give necessary and suﬃcient conditions for Eq(2.23) α + βψ + γφ A + Bψ + Cφ α + βφ + γψ A + Bφ + Cψ .

28) Next assume that (2. .1) possesses a prime period-two solution . φ. . Then it follows from (2. φ. be a two cycle of the diﬀerence equation (2.24) holds and that Eq(2. . Semicycles. B φ= β+ √ β 2 + αB . α = β = 0. C γ−A γ−A . and φψ = 0. Local Stability. . . . . − φ. the two cycle is . α + β > 0. . (2. the two cycle is . . and φψ ≥ 0. . Periodicity. 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.. ..32) 4C 2 2. ψ. .31) γ > β + A and When (2. . B = C. .29) holds. 0. C C Finally when (2. B > C. . 0. . (γ − β − A)[B(γ − β − A) − C(γ + 3β − A)] α< . φ. and Invariant Intervals or equivalently β φ> . φ.23) and (2. .29) (2.31) holds.1). . .36 Chapter 2. When (2. . C C with 0 ≤ φ < γ−A . −β + Bφ (2. . Set un = xn−1 and vn = xn for n = 0. B and ψ = α + βφ .30) holds. (2. φ. That is.25) that one of the following three conditions must be satisﬁed: B = C. .6 Let Local Asymptotic Stability of a Two Cycle . . α = β = 0. . and φψ > 0. ψ. 1. ψ. . . . .30) (2. φ. γ−A γ−A − φ. ψ..

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

β. ∞) and nonnegative initial conditions and obtain a signum invariant for its solutions which will be used in the sequel (See Sections 4. x0 ) through which the solution of Eq(2.7. 1. 6. φ. (2. Local Stability.2) to obtain conditions on α.7. if and only if |S| < 1 + D and D < 1.7 Convergence to Period-Two Solutions When C=0 α + βxn + γxn−1 .1 (Basin of Attraction of a Two Cycle) Let . and Invariant Intervals [(βA − αB) − (γB − βC)ψ][(βA − αB) − (γB − βC)φ] ∂h (φ. A + B ∈ (0.1. ∂u ∂v ∂v ∂u φ ψ lie inside the Then it follows from Theorem 1. . φ. . .9. That is. . See Sections 6. The basin of attraction of this two cycle is the set B of all initial conditions (x−1 .33) converges to a period-two solution.4 for some applications. every solution converges to a (not necessarily prime) period-two solution and n = 0. ψ. Deﬁnition 2. 6. ψ) − (φ. ψ) (φ. ψ) ∂u ∂v ∂h ∂g ∂h ∂g (φ. .1). γ. 6. Semicycles. and 10. .1) converges to the two cycle. ψ) + (φ.33) . ψ). B ∈ [0.5. 2. . A + Bxn In this section we consider the equation xn+1 = where α. ψ.1 (c) that both eigenvalues of JT 2 unit disk |λ| < 1. + (A + Bφ + Cψ)2 Set S= and D= ∂h ∂g (φ. γ. A and B so that every solution of Eq(2. β. Periodicity. A. . . and 7. ∞) with α + β + γ. be a two cycle of Eq(2.6.6. ψ) = ∂v (A + Bφ + Cψ)2 (A + Bψ + Cφ)2 (γA − αC) + (γB − βC)φ .38 Chapter 2. ψ) (φ.

(ii) xn+1 − xn−1 < 0 for all n ≥ 0.2.33): (i) xn+1 − xn−1 = 0 for all n ≥ 0. Now observe that xn+1 − xn−1 = β+A (xn − xn−2 ) for n ≥ 1 A + Bxn .2 where we present the complete character of solutions of Eq(2. In particular.33). Finally (iii) holds. Statement (ii) holds if and only if J0 < 0 and β +A > 0. ∞ Lemma 2. the proof of which follows by straightforward computations. the solution {xn } is periodic with period-two. 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.27) holds. In this case the subsequences ∞ {x2n }∞ and {x2n−1 }∞ of the solution {xn }n=0 are both increasing and so if we can n=0 n=0 show that they are bounded. and let {xn }n=−1 be a solution of Eq(2. Jn+1 = (b) xn+1 − xn−1 = Jn A + Bxn for n ≥ 0.33). the sign of the quantity Jn is constant along each solution.7. Then the following statements are true: (a) β+A Jn for n ≥ 0. one and only one of the following three statements is true for each solution of Eq(2. Clearly (i) holds. if and only if J0 > 0 and β + A > 0.33) converges to a periodtwo solution if and only if (2. if and only if. we need the following result. Convergence to Period-Two Solutions When C=0 39 there exist prime period-two solutions.7.34) Jn = α + β(xn−1 + xn ) − Bxn−1 xn for n ≥ 0.27) holds. the solution would converge to a period-two solution. Set (2.1 Assume that (2.) Now before we see that when B > 0 every solution of Eq(2. (iii) xn+1 − xn−1 > 0 for all n ≥ 0. A + Bxn In particular. In this case. (See also Section 10. (β + A)J0 = 0.

.35) We will now employ (2. that the subsequence of even terms increases to ∞. . for the sake of contradiction. Periodicity.7.33) has a prime period-two solution if and only if (2. We will give the details for the subsequence of even terms. of Eq(2. A + Bxk k=1 (2. .33) are given by (2. and Invariant Intervals n xn+1 − xn−1 = (x1 − x−1 ) β+A .1 Assume B > 0. Theorem 2.27) holds every solution of Eq(2. + |x2N +2 − x2N | + x2N m for m = 1. Kρ + x2N 1−ρ . . To this end assume. Local Stability. . 2. . .40 and so Chapter 2. The proof for the subsequence of odd terms is similar and will be omitted. ≤K ρi + x2N < i=1 which contradicts the hypothesis that the subsequence of even terms is unbounded. φ. ψ. In summary we have established the following result.27) holds all prime period-two solutions .35) to show that the subsequences of even and odd terms of the solution are bounded. 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 | + . ψ. (c) When (2.28). φ. |x2N +2 − x2N | = A+β A+β < 1. Then the following statements hold: (a) Eq(2. A + Bx2n+1 A + Bx2n A + Bx2N +1 A + Bx2N Set Then K = |x2N − x2N −2 |. . . (b) When (2.27) holds. A+β A+β A+β A+β < = ρ. . . Then there exists N ≥ 0 such that ρ= Clearly for all n > N .33) converges to a period-two solution. . Semicycles.

y) is monotonic in its arguments. . we obtain the following table of invariant intervals for Eq(2. .1) is an interval I with the property that if two consecutive terms of the solution fall in I then all the subsequent terms of the solution also belong to I.36) are determined from the intervals where the function f (x. fy < 0 if x < M L + My (A + Bx + Cy)2 and fy (x. For Eq(2.1) the partial derivatives are given by (2. y) = where L = βA − αB. fx < 0 if y > − M fy > 0 fx > 0 and fy < 0 fx > 0 and fy < 0 fx < 0 and fy > 0 fx < 0 and fy > 0 L L fx > 0 if y > − M . 1. (2. The following table gives the signs of fx and fy in all possible nondegenerate cases.10) and are fx (x. xN ∈ I for some N ≥ 0. Signs of derivatives fx and fy fx > 0 N N fy > 0 if x < M . y) = N − Mx . Invariant Intervals 41 2. Invariant intervals for Eq(2. xn−1 ). . then xn ∈ I for every n > N .8. In other words I is an invariant interval for the diﬀerence equation xn+1 = f (xn .1).8 Invariant Intervals An invariant interval for Eq(2. n = 0. fx < 0 if y < − M fy < 0 fx < 0 and fy = 0 fx < 0 and fy < 0 fx < 0 and fy > 0 fx < 0 and fy > 0 fx < 0 N N fy > 0 if x > M . (A + Bx + Cy)2 − + − − − − − − Using this table. . and N = γA − αC.36) if 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 . 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.2.9) and (2.

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

4. xn n = 0.9.39) (2. β.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. ∞) × (0. (0. ∞) converges to a solution with period p .7.1) with α. In particular address the case p = 2. B. (2.7. . [0. xn−1 ). Is it true that p ∈ {2.2.9 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. 6}? Open Problem 2.1 Assume that f ∈ C 1 [(0. .5. .9. every solution is periodic with period p ≥ 2. ∞). .3 Let p ≥ 2 be an integer and assume that every positive solution of Eq(2. Is it true that the linearized equation about a positive equilibrium point of Eq(2. . 5. n = 0. 1. 1. Open Problem 2. 6.38) (2. 1 + xn xn + 2xn−1 . . . ∞) × [0. C ∈ [0.9. 1. if and only if every root of the characteristic equation is a pth root of unity. γ.2 Let f ∈ C 1 [[0. 4. .37) converges to a periodic solution with period p. (2.7) that every positive solution of each of the following three equations xn+1 = 1 + xn+1 = xn+1 xn−1 . n = 0. Find necessary and suﬃcient conditions so that every nonnegative solution of the diﬀerence equation (2. Open Problems and Conjectures 43 2. = 1 + xn . . A. . ∞). Open Problem 2. . n = 0.40) 1 + xn−1 . . and 6. 1.37) is periodic with period p ≥ 2.4 It is known (see Sections 2. ∞)] is such that every positive solution of the equation xn+1 = f (xn . ∞)] and let p ≥ 2 be an integer.9.

Open Problem 2. β.39) or Eq(2.40). C ∈ (0. determine φ and ψ in terms of the initial conditions x−1 and x0 . β.41) In each case. 6. β. ψ.3 Assume α. B.41). .7.5 Assume α. and 10.44 Chapter 2.9.) Conjecture 2. and Invariant Intervals converges to a solution with (not necessarily prime) period-two: . . ∞) × (0.1 Assume α. ∞). 6. Conjecture 2. .2. Determine the set of initial conditions x−1 and x0 for which the solution {xn }∞ n=−1 of Eq(2. Local Stability. . C ∈ (0. Periodicity. γ. if (2. Show that the positive equilibrium of Eq(2. x0 ) ∈ (0. φ. ψ. Show that the positive equilibrium is globally asymptotically stable. . A. C ∈ (0. γ. Conversely.9.41) is a period-two solution of Eq(2.7. γ. B ∈ (0.1) has a positive prime period-two solution. ∞) and that Eq(2. . Semicycles. B. (See Sections 2.5. 4.1) has no period-two solution.7.1) is a saddle point. ∞) and that Eq(2. γ. β.9. φ. A. determine all initial conditions (x−1 . . B. A. Conjecture 2.9. (2.1) is bounded. A.38) or Eq(2.33) is bounded.2 Assume α. ∞) and γ > β + A. ∞) for which the solution {xn }∞ n=−1 converges to the period-two solution (2. Show that every positive solution of Eq(2. .

9.9. β.1 to third order diﬀerence equations xn+1 = α + βxn + γxn−1 + δxn−2 .9. . Show that Eq(2. C ∈ [0. ∞). Open Problems and Conjectures Open Problem 2. β. Obtain necessary and suﬃcient conditions on f for every positive solution of the equation xn+1 = 1 + to converge to a period-two solution. .7 Assume f ∈ C[(0.9 Extend Theorem 2. 1. .1) cannot have a positive prime two cycle which attracts all positive non-equilibrium solutions. with nonnegative parameters and nonnegative initial conditions such that γ = β + δ + A. ∞)]. (See Section 4. . f (xn−1 ) .2).9. B. ∞). Conjecture 2. .9. 1. f (xn ) . .2. xn−1 n = 0. γ. ∞). (See Section 5. B.9. 1. xn n = 0.1) is bounded. A.7. C ∈ [0. (0. γ. Obtain necessary and suﬃcient conditions on f for every solution of the diﬀerence equation xn+1 = to be bounded. Open Problem 2. ∞)]. . A + Bxn−1 + Dxn−2 n = 0. .4 Assume that α. A. Open Problem 2. Open Problem 2.7). (0. . 45 Obtain necessary and suﬃcient conditions in terms of the coeﬃcients so that every positive solution of Eq(2.8 Assume f ∈ C[(0.6 Assume α. ∞). What additional conditions should the parameters satisfy? .

.9. . n = 0. n = 0. . Local Stability. (2.1 to third order difference equations xn+1 = f (xn .46 Chapter 2. . .10 Extend the linearized stability Theorem 1. Semicycles. 1. or nonhyperbolic? Extend these results to fourth order diﬀerence equation xn+1 = f (xn . . . and Invariant Intervals Open Problem 2. xn−1 . . 1. Periodicity. xn−2 ). . xn−3 ). But how about necessary and suﬃcient conditions for the equilibrium of Eq(2. xn−1 . xn−2 .42) to be a repeller.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 . or a saddle point.1.

1. (3. (3. Cxn−1 n = 0. . (3. . .5) xn+1 = βxn .2) xn+1 = α . . B n = 0.6) . 1)-Type Equations 3. A Eq(1) contains the following nine equations of the (1. . . .3) xn+1 = βxn . . . 1. . . .4) xn+1 = β . (3. Bxn n = 0. . 1. A n = 0. 1)-type: xn+1 = n = 0. (3. 1. .1 Introduction α . . (3.1) xn+1 = α . 1. . Cxn−1 47 n = 0. . .Chapter 3 (1. 1.

8).5).10) It is easy to see that every positive solution of Eq(3.7) xn+1 = and γxn−1 . the initial conditions are nonnegative. Every solution of Eq(3. y0 . .. (3. .. 3. (3. every other solution of Eq(3. y−1 y−1 y0 y0 It is interesting to note that except for the equilibrium solution y = 1.2 The Case α = γ = A = B = 0 : xn+1 = β yn C βxn Cxn−1 This is the (1.6) and (3. (3.8) xn+1 = γ . Indeed the solution with initial conditions y−1 and y0 is the six-cycle: y−1 .1). . yn−1 n = 0. 1)-Type Equations xn+1 = γxn−1 . .2) is periodic with period two and every solution of Eq(3. Bxn n = 0. 1. Eqs(3.4) is periodic with period four.7) are linear diﬀerence equation. .9) are trivial. Eqs(3. . . (1. namely. . y0 1 1 y−1 . 1)-type Eq(3.48 Chapter 3. . . and the denominators are always positive.6) which by the change of variables xn = reduces to the equation yn+1 = yn . A n = 0. .. (3. C n = 0. The remaining two equations. (3. 1. . Of these nine equations. and (3. 1. . .4) and (3. are treated in the next two sections. Eqs (3. .10) is periodic with period six. . 1. . .9) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. .10) has prime period six.

Eq(3. n = 0. (3.6). ∞). 3. namely two and six. where f ∈ C[(0. while Eq(3. 1)-type Eq(3. . . Also every solution of Eq(3. ∞). . The general solution of Eq(3.4 Open Problems and Conjectures Of the nine equations in this chapter we would like to single out the two nonlinear equations.3. (3. 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. (3. Eq(3. which possess the property that every positive nontrivial solution of each of these two equations is periodic with the same prime period. 1. . n = 0.12) . (3. . from which the behavior of solutions is easily derived.2).6) is of the form xn+1 = f (xn .11) is yn = C1 −1 + 2 √ 5 n n = 0. 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(3.2) and (3. respectively. ∞)].13) n = 0. (0. .2) is of the form xn+1 = f (xn ). ∞)].3 The Case α = β = A = C = 0 : xn+1 = γ yn e B This is the (1.3.14) (3. (3. . (0. . . .8) which by the change of variables xn = reduces to the linear equation yn+1 + yn − yn−1 = 0.11) + C2 −1 − 2 √ 5 n .7) is periodic with period two but this is a linear equation. . . xn−1 ). 1. The Case α = β = A = C = 0 : xn+1 = γxn−1 Bxn 49 γxn−1 Bxn 3. ∞) × (0.

1. 7. . In particular address the cases: (See [10]. 9.4. n = 0.2 Let k ≥ 2 be a positive integer and assume that (3.14) is periodic with period k. 5.16) is periodic with prime period six.3 Let k be a positive integer and assume that α.) Conjecture 3. Conjecture 3. Obtain necessary and suﬃcient conditions on f so that every positive solution of Eq(3.13) holds. In particular address the cases k = 4. β. Show that f (x) = x. . ∞).1 Let f ∈ C 1 [[0. Obtain necessary and suﬃcient conditions on α. 6. Obtain necessary and suﬃcient conditions on f so that every positive solution of Eq(3. ∞)] be such that every positive nontrivial solution of the diﬀerence equation xn+1 = f (xn ) . [0.1 Let k ≥ 2 be a positive integer and assume that (3. γ so that every solution of the equation xn+1 = α |xn | + βxn−1 + γ. 1. (3. xn−1 n = 0.16) is periodic with prime period ﬁve. .4. k = 5. β. . ∞). [0. .4. 1)-Type Equations Open Problem 3. γ ∈ (−∞.12) is periodic with period k. ∞). 6.50 Chapter 3. with real initial conditions is periodic with period k.4.15) holds. 8. (1.2 Let f ∈ C 1 [[0. Show that f (x) = 1 + x. and [59].4. . . Open Problem 3. Open Problem 3. ∞)] be such that every positive nontrivial solution of the diﬀerence equation (3. [17].

.17) Open Problem 3. (3. (3. . n = 0. . .3. xn−1 n = 0.4 Obtain necessary and suﬃcient conditions on f ∈ C[[0. Open Problems and Conjectures 51 Open Problem 3. 1.4. f (xn ) .5 Let {pn }∞ be a sequence of nonzero real numbers. (ii) {pn }∞ converges to ±∞.18) xn−1 ∞ (i) {pn }n=0 converges to a ﬁnite limit. n=0 .4. ∞). [0. ∞)] such that every positive nontrivial solution of the equation xn+1 = is periodic with prime period three. 1. . . .4. n=0 (iii) {pn }∞ is periodic with prime period k ≥ 2. In each of n=0 the following cases investigate the asymptotic behavior of all positive solutions of the diﬀerence equation pn x n xn+1 = .

.

. (4. . 1.Chapter 4 (1. 1. . 2)-type: xn+1 = n = 0.3) xn+1 = βxn .2) xn+1 = α . A + Bxn Eq(1) contains the following nine equations of the (1. Bxn + Cxn−1 n = 0. (4. (4. A + Cxn−1 n = 0. 1. A + Cxn−1 n = 0. . (4.5) xn+1 = βxn . 2)-Type Equations 4.6) . A + Bxn n = 0.1 Introduction α .1) xn+1 = α . . 1. 1. . . . . Bxn + Cxn−1 53 n = 0. (4. . . . . . . . . 1. (4.4) xn+1 = βxn . .

. . (4.9) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive.8) are essentially Riccati equations. A + Cxn−1 n = 0. In view of the above. 2)-Type Equations xn+1 = γxn−1 . . .7) xn+1 = and xn+1 = γxn−1 . .1). from which the global behavior of solutions is easily derived. .8). 1. . Similarly. .54 Chapter 4. (4. 1. A + Bxn n = 0. . then the subsequences {x2n−1 } and {x2n } satisfy the Riccati equation of the form of Eq(4. . then the subsequences {x2n−1 } and {x2n } satisfy the Riccati equation γyn n = 0.2). (4. Two of these equations.1) which by the change of variables xn = . 2)-type Eq(4. . namely Eqs(4. .4). yn+1 = A + Cyn It is also interesting to note that the change of variables xn = 1 yn reduces the Riccati equation (4.8) will not be discussed any further in this chapter. 1. Also Eqs(4. (4.8) γxn−1 . . Eqs(4. .2 The Case β = γ = C = 0 : xn+1 = A yn B α A+Bxn This is the (1. . . 4. β β n = 0.2) and (4. (1. . the initial conditions are nonnegative. Bxn + Cxn−1 n = 0.1) and (4.2).6 in the Preliminary Results). if {xn } is a solution of Eq(4. and the denominators are always positive.4) to the linear equation yn+1 = A B yn + . Indeed if {xn } is a solution of Eq(4. and (4. 1. 1.4) are Riccati-type diﬀerence equations. (See Section 1.

(4.3.12) was investigated in [65]. 4. . Theorem 4. 1. .2.6. . .) We will ﬁrst show that every solution of Eq(4. lim sup yn = ∞ and n→∞ lim inf yn = 0.3) which by the change of variables √ α xn = yn is transformed to the diﬀerence equation yn+1 = C B + .10) αB . 1. It is easy to see that if a solution of Eq(4.3. n→∞ . A2 The Riccati number associated with this equation (see Section 1.3 The Case β = γ = A = 0 : xn+1 = α Bxn +Cxn−1 This is the (1. 1 + yn p= n = 0. .12) is bounded from above then it is also bounded from below and vice-versa.6) is R = −p < 0 and so the following result is a consequence of Theorem 1. (See also [12].12) is bounded and then we will use the method of “limiting solutions” to show that every solution of Eq(4.10) is globally asymptotically stable. That is. Theorem 4. Proof.1 Every solution of Eq(4. .4. . (4.12) Eq(4. The Case β = γ = A = 0 : xn+1 = reduces to the Riccati equation yn+1 = where α Bxn +Cxn−1 55 p .1 The positive equilibrium y= −1 + √ 2 1 + 4p of Eq(4.12) converges to √ its equilibrium B + C.2.11) (4. 2)-type Eq(4. yn yn−1 n = 0.12) is bounded and persists. So if the theorem is false there should exist a ∞ solution {yn }n=−1 which is neither bounded from above nor from below.

and S = lim sup yn . Therefore there exist positive numbers m and M such that m ≤ yn ≤ M Let I = lim inf yn n→∞ We will show that I = S. . and by Theorem 1. . {yn }n=−1 is bounded and persists. . yi−1 yi−2 yj Proof. . y is locally asymptotically stable for all positive values of B and C. B + C < yi yj ≤ B + C which is impossible. 2)-Type Equations Then clearly we can ﬁnd indices i and j with 1 ≤ i < j such that yi > yn > yj Hence yj = and yi = That is .1. B+C B+C n = 0. S0 = S B C + . It remains to be shown that y is a global attractor of all solutions of Eq(4. . . 2 √ B + C of Eq(4.1 . j − 1}. let {yn }∞ n=−1 be a solution of Eq(4.5) there exist two solutions {In }∞ n=−3 and {Sn }∞ n=−3 of the diﬀerence equation yn+1 = with the following properties: I0 = I. . .13) for all n ∈ {−1. 1. n→∞ for n ≥ −1.12). Then by Theorem 4.12) is globally asymptotically √ B + C is (4. yn yn−1 n = −3. .12) about the equilibrium y = zn+1 = − B C zn − zn−1 . (1. . To ∞ this end.3. . Theorem 4. The linearized equation of Eq(4. −2.3.2 The equilibrium y = stable. . By the theory of limiting solutions (see Section 1. B C B+C + > yj−1 yj−2 yi C B+C B + ≤ .56 Chapter 4.12).1.

14) and (4. The Case α = γ = B = 0 : xn+1 = and Then βxn A+Cxn−1 . From (4. S] for n ≥ −3.15) 2 4. 1.4. . . Therefore B C B C + = I = S−1 = + S S S−2 S−3 S = S−2 . (4.4.Pielou’s Equation 57 In . 1 + yn−1 β . S= B C B+C + ≤ S−1 S−2 I C B+C B + ≥ . Sn ∈ [I. 2)-type Eq(4.14) from which it follows that (4. . and I= Hence Thus B C B+C B C + =S= = + S−1 S−2 I I I from which it follows that S−1 = S−2 = I.Pielou’s This is the (1.5) which by the change of variables xn = reduces to Pielou’s diﬀerence equation yn+1 = where p= pyn .15) we conclude that S=I and the proof is complete. C βxn A+Cxn−1 .16) . (4. I−1 I−2 S B + C = SI. A n = 0.4 The Case α = γ = B = 0 : xn+1 = Equation A yn .

16) was investigated in [55].18) . So the interesting case for Eq(4. .17) holds. ∞) and p > 1.16) possesses the unique positive equilibrium y = p − 1.75). 4. . (1. p. t≥0 dt P which is a prototype of modelling the dynamics of single-species.6) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = p + yn . (See also ([42].16) is unstable and Eq(4. p + yn−1 n = 0.4. (4. (b) Assume y0 ∈ (0.16) is when p > 1. 1. it follows from Eq(4.22) and ([67]. Furthermore.79) as a discrete analogue of the delay logistic equation dN N (t − τ ) = rN (t) 1 − . (4. it follows that when (4. x is globally asymptotically stable. 2)-type Eq(4.58 Chapter 4. Then the zero equilibrium of Eq(4.1 (a) Assume p ≤ 1. p.5 The Case α = γ = A = 0 : xn+1 = β . which is locally asymptotically stable. p.16) is globally asymptotically stable.16) that every positive solution converges to 0. 0 is locally asymptotically stable when p ≤ 1 and unstable when p > 1. Theorem 4. Eq(4. .17) In this case the zero equilibrium of Eq(4.) When p ≤ 1. B + Cyn βxn Bxn +Cxn−1 This is the (1.2.4.16) is globally asymptotically stable. 2)-Type Equations This equation was proposed by Pielou in her books ([66]. We summarize the above discussion in the following theorem. In fact by employing Theorem 1. Then the positive equilibrium y = p − 1 of Eq(4.

0 is a repeller and y = 1 − p is a saddle point equilibrium. p. Lemma 4.6.19) A ∈ (0. ∞).7) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= yn−1 . . . The Case α = β = C = 0 : xn+1 = where γxn−1 A+Bxn 59 B . B γxn−1 A+Bxn This is the (1.6.1 (e). γ Eq(4. 1. 2)-type Eq(4. 73) where it was shown that its equilibrium one is globally asymptotically stable . except possibly for the ﬁrst semicycle.4.5) that 1 yn+1 < yn−1 p and so when p>1 for n ≥ 0 .1.1.19) and they are both unstable. (4. The following local result is a straightforward application of the linearized stability Theorem 1. That is. every solution of Eq(4. C Eq(4.1 (a) Assume p > 1.19) is a consequence of Theorem 1.19) has semicycles of length one. Then 0 and y = 1 − p are the only equilibrium points of Eq(4. In fact. p + yn n = 0. It follows directly from Eq(4.1.4.18) was investigated in ([42] Corollary 3. The oscillatory character of the solutions of Eq(4.19) (see also Section 2.6 The Case α = β = C = 0 : xn+1 = γ yn . . (b) Assume p < 1.19) was investigated in [28].19) and it is locally asymptotically stable. p= 4.7. Then 0 is the only equilibrium point of Eq(4.

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

7.1 The equilibrium point y = p + 1 of Eq(4. and let {yn }∞ n=−1 be a solution of Eq(4. every semicycle has length one. We now proceed to establish the above results. The next result about semicycles is an immediate consequence of some straightforward arguments and Theorem 1. The linearized equation of Eq(4.2 (a) Let {yn }∞ n=−1 be a solution of Eq(4.7.20) is y = p + 1. . In fact the following result is true.7.7. with the possible exception of the ﬁrst semicycle.20) converges to a period-two solution.20) which consists of at least two semicycles. n→∞ lim 2. Then {yn }∞ n=−1 converges monotonically to y = p + 1. Then {yn }∞ n=−1 is oscillatory.7. Clearly the only equilibrium point of Eq(4. Note that 1 1−p > p + 1.4.21) As a simple consequence of the linearized stability Theorem 1.20) about the equilibrium point y = p + 1 is zn+1 + 1 1 zn − zn−1 = 0.1. (4. 1] and y2 ≥ p + y0 and use induction to complete the proof. (iii) When p > 1.1.20) which are unbounded. It suﬃces to show that y1 ∈ (p. ∞ (b) Let {yn }n=−1 be a solution of Eq(4. lim y2n = ∞.20) is globally asymptotically stable.1 The Case p < 1 Here we show that there exist solutions of Eq(4.3 Let p < 1. Moreover. Theorem 4. the equilibrium y = p + 1 of Eq(4. and so y0 > p + 1. . every solution of Eq(4.1 we obtain the following result: Theorem 4.20) to be bounded.20) is locally asymptotically stable when p > 1 and is an unstable saddle point when p < 1. . . Proof. 4. Then the following statements are true: 1. n→∞ y2n+1 = p.20) which consists of a single semicycle.20) such that 0 < 1 y−1 ≤ 1 and y0 ≥ 1−p .7. (ii) When p = 1. 1. p+1 p+1 n = 0. . Theorem 4. 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.

Then p+ p2 p−1 ≤ lim inf yn ≤ lim sup yn ≤ .7.3 The Case p > 1 Here we show that the equilibrium point y = p + 1 of Eq(4. Then {yn }∞ n=−1 converges monotonically to y = 2.20). Also. . (c) Every solution of Eq(4. p .1 Let p > 1. Theorem 4. ∞ (a) Suppose {yn }n=−1 consists of a single semicycle. 4. The following result will be useful. 4.7.7.20). Note that for n ≥ 0. 2)-Type Equations > p.20) converges to a period-two solution if and only if p = 1.7. y2n+1 < p + So as every solution of the diﬀerence equation 1 ym+1 = p + ym .2 The Case p = 1 The following result follows from Lemma 2. p2 We shall ﬁrst show that lim supn→∞ yn ≤ p−1 . p m = 0. and let {yn }∞ n=−1 be a solution of Eq(4.7. 1]. Then the following statements are true. y2n−1 .7. (1. Then {yn }n=−1 converges to a prime period-two solution of Eq(4.2 that we may assume that every semicycle of {yn }∞ n=−1 has length one. 1. and let {yn }∞ n=−1 be a solution of Eq(4.4 Let p = 1. See also Section 2. .62 Indeed y1 = p + y1 y0 Chapter 4. y0 y0 2 and so y1 ∈ (p.20) is globally asymptotically stable. Hence y2 = p + y0 y1 ≥ p + y0 . .1 and some straightforward arguments. and that p < y0 < p + 1 < y−1 . that p < yn for all n ≥ −1. It follows from Theorem 4. n→∞ p p−1 n→∞ Proof.5. Lemma 4.20). ∞ (b) Suppose {yn }∞ n=−1 consists of at least two semicycles. y1 = p + y−1 1 ≤p+ ≤ 1.

We shall next show that p + p−1 ≤ lim inf n→∞ yn . p−1 Let n ≥ N .7. ∞). and set a = p and b = Note that f and p2 + . ∞). ∞) for each y ∈ (0. y) = p + . Then the equilibrium y = p + 1 is globally asymptotically stable.1 that y = p + 1 is a locally asymptotically stable equilibrium point of Eq(4.4. it follows that lim supn→∞ yn ≤ p−1 . Let p N ≥ 0 such that for all n ≥ N . we have p−1 p3 + p(p − 1) =p+ . and f is increasing in y ∈ (0. x Then f ∈ C[(0. ∞). n→∞ y f (x.20).7. (0. p−1 For x. ∞) × (0. So let {yn }∞ n=−1 be a solution of Eq(4. set p−1 p2 + >p . The Case α = β = A = 0 : xn+1 = 2 γxn−1 Bxn +Cxn−1 2 63 p p converges to p−1 . It suﬃces to show that lim yn = p + 1.7. lim inf yn ≥ 2 n→∞ p p 2 We are now ready for the following result. y) < for all x. f is decreasing in x ∈ (0. Theorem 4.5 Let p > 1.4. There clearly exists y2n = p + So as p−1 p3 + p + p(p − 1) y2n−2 >p+p 2 = .p = p + p 2 p−1 p + p2 + p−1 p2 + p−1 = p2 + p3 + p = . p−1 f p. Let > 0. Hence p < f (x. p2 + y2n−1 < . y ∈ (0. y ∈ p. ∞).7. . p2 − p p−1 p2 + .20). y2n−1 p + p2 + is arbitrary. there exist no solutions of Eq(4. Proof. Then > 0. ∞)] . Recall that by Theorem 4. We know by Theorem 4.20) with prime period two. ∞) for each x ∈ (0.

Determine the set of all positive initial conditions x−l . + yn yn−1 (4. A+B A+B A. is well deﬁned for all n ≥ 0. (a) Find all initial conditions y−1 . either to the equilibrium or to a periodic solution with period p ≥ 2 and that what happens and the exact value of p are uniquely determined from the characteristic roots of the linearized equation λl+1 + (See [19]. n=−l Open Problem 4. .7. . . . 2 4.1. y0 are such that y−1 y0 < 0 and such that Eq(4. [60]. . . . ∞).22) Conjecture 4. . Show that every solution of Eq(4. Is it bounded? Does limn→∞ yn exist? When does {yn } converge to a two cycle? .4. p<p+ Chapter 4.) Open Problem 4. . φ1 . xn−l n = 0.2 (see [18]) Assume that A. . . . (1. 1. B ∈ (0. (b) Assume that the initial conditions y−1 .1 Consider the diﬀerence equation where and where the initial conditions x−l .8 Open Problems and Conjectures xn+1 = A xn−k + B .22) converges. . . [25]. ∞) and k. . . be a given prime period p solution of Eq(4. . l ∈ {0. . . .8. .23) A B λl−k + = 0. 1. [23]. p−1 p2 + p2 ≤ lim inf yn ≤ lim sup yn ≤ < n→∞ p p−1 p−1 n→∞ n→∞ lim yn = p + 1.64 Finally note that by Lemma 4.6.8. φ2 . x0 such that {xn }∞ converges to this periodic solution.22). (4. x0 are arbitrary positive real numbers. y0 with y−1 y0 < 0 for which the equation yn+1 = B A . B ∈ (0. . Investigate the global behavior of the solution {yn }. φp . . 2)-Type Equations and so by Theorem 1.23) is well deﬁned for all n ≥ 0. . and [61].} with k < l.1 Let .8.

x0 ) ∈ R × R is such that the equation (4. ∞). y0 ∈ (0. investigate the boundedness.8.24) is well deﬁned for all n ≥ 0 and bounded.20) is well deﬁned for all n ≥ 0.2 Assume that p = 1. Determine the set of initial conditions y−1 . x0 ) ∈ R × R through which the equation xn−1 xn+1 = −1 + (4. Open Problem 4.20).24) xn is well deﬁned for all n ≥ 0.19) has a solution which converges to zero. the asymptotic behavior. y0 ∈ R be such that Eq(4.8. Determine all initial conditions y−1 .8.19) is bounded. for these initial points. Open Problem 4.6 (See [13]) Find the set G of all initial points (x−1 . y0 ∈ R such that the equation (4. Conjecture 4.20) possesses a solution {yn }∞ n=−1 which remains above the equilibrium for all n ≥ −1.8. For such an initial point. (c) Discuss (a) and (b) when p < 0. Show that Eq(4.5 (a) Assume p ∈ (0.4. investigate the global character ∞ of {yn }n=−1 . Open Problem 4. Conjecture 4. y0 ) ∈ R × R through which the equation yn−1 yn+1 = 1 + yn is well deﬁned for all n ≥ 0 and. Open Problem 4.3 Assume that p < 1. ∞) ∞ for which the solution {yn }n=−1 of Eq(4. Show that {xn }∞ n=−1 is a three cycle.8. (b) Let y−1 .20) is well deﬁned for all n ≥ 0. and the periodic ∞ nature of the solution {yn }n=−1 of Eq(4.4 Determine the set G of all initial conditions (y−1 .4 Assume that (x−1 . Open Problems and Conjectures 65 Conjecture 4.3 Show that Eq(4.8.8.8. .

< 2 cos α 2k + 1 Open Problem 4. k.66 Chapter 4. Conjecture 4. . . . . . 2)-Type Equations Open Problem 4. 1. ∞) does the sequence deﬁned by xn−1 . ∞).7 Let f ∈ C[(0. f (xn ) . 1. xn + xn−1 n = 0.) Assume α ∈ (1. . Conjecture 4. . . . Open Problem 4. converges to a period-two solution. n = 0. . (0.6 (Pielou’s Discrete Logistic Model.8. . . . . (1. with positive initial conditions is globally asymptotically stable if and only if kπ α−1 .9 (See [5]) For which initial values x−1 . 1. [66]. a + a0 xn + . . see [55]. 1 + xn−k n = 0. xn+1 = 1 + xn converges to two? . ai ∈ (0. .8. Obtain necessary and suﬃcient conditions on f for every positive solution of the equation xn+1 = to be bounded. . n = 0. 1.5 (See [27]) Assume r ∈ (0.8.8. and [67]. . ∞) for i = 0. ∞). . . Investigate the global asymptotic stability of the equilibrium points of the diﬀerence equation xn+1 = xn . . 1. . Show that every positive solution of the population model Jn+1 = Jn−1 er−(Jn +Jn−1 ) . ∞)]. 1. x0 ∈ (0. . Show that the positive equilibrium of Pielou’s discrete logistic model xn+1 = αxn .8. with positive initial conditions.8 Let a.}. + ak xn−k n = 0. . ∞) and k ∈ {0.

∞) such that the solutions {yn }∞ n=−1 of Eq(4.12 Let {pn }∞ be a convergent sequence of nonnegative real numn=0 bers with a ﬁnite limit.25) converge to zero. . . . . lim p = n→∞ pn . In other words.4.11 Assume p ∈ (0.25). (a) Find the set B of all initial conditions y−1 . . Investigate the asymptotic behavior of {yn }n=−1 .25) with nonnegative initial conditions. . ∞ (b) Let y−1 . 1.25) converges to a period-two solution . ∞) through which the solutions of Eq(4. (b) Determine the limits of the subsequences of even and odd terms of every solution of Eq(4.8.26) (4. ﬁnd the basin of attraction of the equilibrium of Eq(4. 1. 1). 67 (4.25). ∞ One can easily see that every solution {yn }n=−1 of Eq(4. 0.20) are bounded. . y0 ∈ [0. each of the subsequences {y2n }∞ and {y2n+1 }n=−1 is decreasing and n=0 lim [n→∞ y2n ][n→∞ y2n+1 ] = 0.8. 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 + . . . . y0 ∈ B. . yn yn−1 pn yn . ∞ More precisely. 1 + yn−1 n = 0. in terms of the initial conditions y−1 and y0 of the solution. n = 0.10 (See [31]) Consider the diﬀerence equation yn+1 = yn−1 e−yn . . y0 ∈ (0. (4. . 0. Open Problems and Conjectures (See also Section 4.7) Open Problem 4. . .8. Open Problem 4. lim (a) Find all initial points y−1 . Open Problem 4. .8. 1. n = 0. . .27) .

. .28) (4.33) (4.30) yn+1 = yn+1 = pn + Open Problem 4. (1. n = 0.26) . extend your result by introducing arbitrary real parameters in the equation. yn Chapter 4. .32) (4. 1. . (4. . pn + yn−1 yn−1 .(4. 1 − yn−1 yn−1 .14 For each of the following diﬀerence equations determine the “good” set G ⊂ R × R of all initial conditions (y−1 . . y0 ) ∈ G. . 1.68 pn + yn . 2)-Type Equations yn+1 = n = 0. n = 0. .30). pn + yn yn−1 . y0 ) ∈ R × R through which the equation is well deﬁned for all n ≥ 0.31) yn+1 = (4.13 Let {pn }∞ be a periodic sequence of nonnegative real numbers n=0 with period k ≥ 2. investigate the long term behavior of the solution {yn }∞ n=−1 : yn+1 = yn . 1 − yn (4.29) (4. yn For those equations from the above list for which you were successful. 1 − yn−1 1 + yn . Then for every (y−1 .34) yn+1 = yn+1 = −1 + yn−1 . Open Problem 4.8. . . Investigate the global character of all positive solutions of each of Eqs(4.8. . 1.

. . Cxn−1 69 n = 0. A Eq(1) contains the following nine equations of the (2. . (5. 1)-Type Equations 5. (5. . Bxn n = 0. . 1. . (5. 1.5) xn+1 = α + γxn−1 . . . .2) xn+1 = α + βxn . 1. . A n = 0. Bxn n = 0. . . (5. (5. 1)-type: xn+1 = n = 0. . .6) . .4) xn+1 = α + γxn−1 . 1.1 Introduction α + βxn . . 1. Cxn−1 n = 0.Chapter 5 (2. 1.1) xn+1 = α + βxn .3) xn+1 = α + γxn−1 . . . (5.

5). Bxn n = 0. 1. . (5. 1)-Type Equations xn+1 = βxn + γxn−1 .3) which by the change of variables reduces to the equation yn+1 = n = 0. 1.Lyness’ This is the (2.6) is essentially like Eq(5.3) and (5.2). Eqs(5. 1)-type Eq(5. B reduces Eq(5.8) to Eq(4. 5. A n = 0. .7) xn+1 = and xn+1 = βxn + γxn−1 . and the denominators are always positive. (5.7) are linear. Cxn−1 n = 0. The change of variables γ xn = yn . which was investigated in Section 4. yn−1 α+βxn Cxn−1 . 1. (5. (5.2 The Case γ = A = B = 0 : xn+1 = Equation p + yn . . . which will be investigated in the next two sections. γ Finally the change of variables xn = γ β + yn . Therefore there remain Eqs(5.7. C C γ reduces Eq(5.1). Eq(5. .5. .10) . (5. (2.18) with p = β . . . .9) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. .4) and (5. .70 Chapter 5.20) with p = β . Of these nine equations. 1.8) βxn + γxn−1 . . which was investigated in Section 4. . the initial conditions are nonnegative.2) is a Riccati equation and Eq(5.9) to Eq(4.

. There is substantial literature on Lyness’ Equation. See [11]. . .10) where αC . . and [72] and the references cited therein.10) are true: (a) The absolute extreme in a semicycle occurs in the ﬁrst or in the second term. Concerning the semicycles of solutions of Eq(5. The Case γ = A = B = 0 : xn+1 = where α+βxn Cxn−1 .1 Assume that p > 0. contains at least two and at most three terms. .10) possesses the invariant In = (p + yn−1 + yn ) 1 + 1 yn−1 1+ 1 yn = constant (5. (b) Every nontrivial semicycle. . Then the following statements about the positive solutions of Eq(5.11) with initial conditions y−1 and y0 is the ﬁve-cycle: y−1 . [42]. Indeed the solution of Eq(5. after the ﬁrst one.10) the following result was established in [43]: Theorem 5.. the equation becomes 1 + yn yn+1 = ..10) is stable but not asymptotically stable. It was shown in [30] that no nontrivial solution of Eq(5.12) from which it follows that every solution of Eq(5. . (5.10) has a limit. 131) for the history of the problem. y−1 y−1 y0 y0 Eq(5. β2 p=1 was discovered by Lyness in 1942 while he was working on a problem in Number Theory.Lyness’ Equation 71 p= The special case of Eq(5.2. y0 . . n = 0.11) yn−1 every solution of which is periodic with period ﬁve. It was also shown in [44] by using KAM theory that the positive equilibrium y of Eq(5. [43]. [71]. [57]-[59]. This result was also established in [49] by using a Lyapunov function. (See ([42]. p.10) is bounded from above and from below by positive constants.5. 1 + y0 1 + y−1 + y0 1 + y−1 .) In this special case.2. 1.

12). γ2 Eq(5. . one can easily see that every solution of Lyness’ Eq(5. From this it follows that a solution of Eq(5.1 Show that every solution of Lyness’ Eq(5. Open Problem 5. .13) is a saddle point.12).10) is bounded without using the invariant (5. Concerning the nonoscillatory solutions of Eq(5.72 Chapter 5. The global character of solutions of Eq(5.5) which by the change of variables xn = reduces to the equation yn+1 = where p= p + yn−1 . (2.13) either approaches the positive equilibrium y monotonically or it oscillates about y with semicycles of length one in such a way that {y2n } and {y2n+1 } converge monotonically one to zero and other to ∞. 1. α+γxn−1 Bxn This is the (2.4 Open Problems and Conjectures By using the invariant (5. . .3 The Case β = A = C = 0 : xn+1 = γ yn B n = 0.1 one can see that except possibly for the ﬁrst semicycle. 1)-Type Equations 5. To this day we have not found a proof for the boundedness of solutions of Eq(5. 1)-type Eq(5. 5.1.13) was investigated in [28].13) αB . By the linearized stability Theorem 1.1 one can see that the unique equilibrium point √ 1 + 1 + 4p y= 2 of Eq(5.4.7.13) converges monotonically to the equilibrium y. every oscillatory solution of Eq(5.10) without using essentially the invariant.13) one can easily see that every nonoscillatory solution of Eq(5.10) is bounded from above and from below by positive numbers. yn (5.13) is a consequence of the identity yn+1 − yn−1 = yn−1 − yn−2 yn for n ≥ 1. By Theorem 1.13) has semicycles of length one.

14) possesses a unique positive equilibrium point x and a nontrivial invariant.) Assume p ∈ (−∞.5.4. . .14) about x does not have both eigenvalues in |λ| < 1 and does not have both eigenvalues in |λ| > 1.4. (0. Show that the linearized equation of Eq(5. ∞)].2 Let G be the set of initial conditions deﬁned in the Open problem 5. What is it that makes Lyness’ equation possess an invariant? What type of diﬀerence equations possess an invariant? Along these lines. . Conjecture 5. Show that the subset of G through which the solutions of Eq(5. y0 ∈ (−∞.14) Open Problem 5.4. we oﬀer the following open problems and conjectures. ∞). ∞). Open Problems and Conjectures 73 Open Problem 5. . we oﬀer the following open problems and conjectures.2 Assume that f ∈ C[(0. (0. ∞).15) are unbounded is a set of measure zero.3 Assume that f ∈ C[(0. Determine the set G of all initial conditions y−1 . f (xn ) .4.4.15) may not even be well deﬁned for all n ≥ 0. Obtain necessary and suﬃcient conditions in terms of f so that every positive solution of the diﬀerence equation xn+1 = is bounded.15) is well deﬁned for all n ≥ 0. ∞)] and that the diﬀerence equation (5. ∞)].4 (See [26]. (0. ∞) through which Eq(5. When we allow the initial conditions to be real numbers the equation yn+1 = p + yn yn−1 (5. Conjecture 5. (5.4. xn−1 n = 0.4. To illustrate. Open Problem 5.1 Assume that f ∈ C[(0.14) possesses a (nontrivial) invariant. ∞). 1.4. Obtain necessary and suﬃcient conditions in terms of f so that the diﬀerence equation (5.

. . 1. 1 + . yn yn−4 + . Conjecture 5. .4. + yn−k .6 Find the set G of all initial points (y−1 .74 Chapter 5. 1)-Type Equations Conjecture 5. . . is a set of points without interior. y0 ) ∈ (−∞. . . . . 1. .5 Determine all positive integers k with the property that every positive solution of the equation yn+1 = is periodic.4 Show that every positive solution of the equation yn+1 = converges to a period-six solution. ∞) × (−∞. Open Problem 5. ∞). Open Problem 5. 1.4. Conjecture 5. converges to a period-three solution.4.4. . . + yn yn−1 yn−3 yn−4 n = 0. yn−1 yn−3 n = 0. . Determine the periodic character and the asymptotic behavior of all solutions with (y−1 . y0 ) ∈ G.15) is not well deﬁned for all n ≥ 0.5 (See [20]) Show that every positive solution of the equation yn+1 = 1 1 . yn n = 0.3 Assume p ∈ (−∞. . (2. Show that the set of points (y−1 . has a nontrivial positive solution which decreases monotonically to the equilibrium of the equation. yn−k−1 n = 0.6 Show that the equation yn+1 = 1 + yn−1 . . ∞) through which Eq(5.4. Conjecture 5. 1.4. y0 ) ∈ R × R through which the equation 1 + yn−1 yn+1 = yn is well deﬁned for all n ≥ 0.

see [59]) Assume α > 1.4. Conjecture 5.4. (5. . (1 + xn )xn−1 n = 0. Open Problems and Conjectures 75 Conjecture 5.17) is called the Gingerbreadman Map and was investigated by Devaney [17]. ∞). . . 1 if A < 1 if A = 1 δ= 0 −1 if A > 1. 2 αxn . xn xn−1 n = 0. . A} n . 1.8 (The Gingerbreadman Map. When δ = 1. (5. 1. Show that every positive solution of May’s Host Parasitoid Model xn+1 = is bounded.17) yn+1 = |yn | − yn−1 + δ. see [59]) Let A ∈ (0. .4.16) to where xn = −1+yn 2 if A > 1 if A = 1 if A < 1 n = 0. Note that the change of variables n e y2 max{x2 . Show that every positive solution of the equation xn+1 = is bounded. . . 1. .5.7 (May’s Host Parasitoid Model. . Eq(5.16) A A 1+yn 2 reduces Eq(5. .

.

6) . A + Cxn−1 n = 0. .1) xn+1 = α + βxn . . . . . A + Cxn−1 n = 0.5) xn+1 = α + γxn−1 . . (6. 1.4) xn+1 = α + γxn−1 .1 Introduction α + βxn . . 1.3) xn+1 = α + γxn−1 . .2) xn+1 = α + βxn . 2)-Type Equations 6. 1. . (6. . (6. 1. A + Bxn n = 0. . A + Bxn Eq(1) contains the following nine equations of the (2. (6. 2)-type: xn+1 = n = 0. 1. 1. . Bxn + Cxn−1 77 n = 0. . Bxn + Cxn−1 n = 0.Chapter 6 (2. (6. . . . . (6. .

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. (2. for n ≥ −1. . See Section 1. . α + γzn .1). A + Bxn n = 0.5) is essentially similar to Eq(6. . 1.8) xn+1 = βxn + γxn−1 . A + Czn for n ≥ 0 n = −1. . and the denominators are always positive. To avoid a degenerate situation we will assume that αB − βA = 0. Eq(6. . In fact if {xn }∞ n=−1 is a positive solution of ∞ ∞ Eq(6. the initial conditions are nonnegative. Bxn + Cxn−1 n = 0. 1. . 2)-type Eq(6. . . 1. 0. Therefore we will omit any further discussion of Eq(6.1) which is in fact a Riccati equation. 1. . A + Cxn−1 n = 0.78 Chapter 6. 6. A + Czn n = 0.2 The Case γ = C = 0 : Equation xn+1 = α+βxn A+Bxn . (6. . . . .Riccati This is the (2.6.7) xn+1 = βxn + γxn−1 . α + γzn . .9) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive.5). . 2)-Type Equations xn+1 = βxn + γxn−1 . (6. . . (6.

6. The main results known about Eq(6. the conjecture has not been proven or refuted.1 The equilibrium y of Eq(6. (6.10) are the following: Theorem 6. .2) which by the change of variables xn = reduces to the equation yn+1 = where p + qyn . 2)-type Eq(6.10) is bounded from above and from below by positive constants. 4 Now the following result is a consequence of Theorem 1. See also [36].10) is locally asymptotically stable for all values of the parameters p and q. By applying the linearized stability Theorem 1.10) αC β and q = .3 The Case γ = B = 0 : xn+1 = A yn C α+βxn A+Cxn−1 This is the (2. . 1. . Lemma 6.10) is a very simple looking equation for which it has long been conjectured that its equilibrium is globally asymptotically stable.1 The positive equilibrium of Eq(6.3.3.10) has the unique positive equilibrium y given by p= y= q−1+ (q − 1)2 + 4p 2 .2.1 we obtain the following result. To this day.10) was investigated in [42] and [43].2: Theorem 6.1 Every solution of Eq(6. Eq(6. The Case γ = B = 0 : xn+1 = α+βxn A+Cxn−1 79 The Riccati number associated with this equation is R= and clearly βA − αB (β + A)2 1 R< . 2 A A (Eq(6.6.6.1) is globally asymptotically stable.) Eq(6.3. . 1 + yn−1 n = 0.1.

2)-Type Equations Proof. The proofs for negative semicycles are similar and will be omitted. k→∞ Hence. 0 ≤ y1+nk − ynk = p + [(q − 1) − ynk −1 ]ynk <0 1 + ynk −1 2 which is a contradiction and the proof is complete. Then the following statements are true: (i) Every semicycle.80 Chapter 6. Then. there is at most one term which follows the extreme. if the solution is bounded from above by a constant M . their extrema cannot be consecutive terms. Now assume for the sake of contradiction that the solution is not bounded from above. the remaining terms in a positive semicycle are strictly decreasing and in a negative semicycle are strictly increasing.2 Let {yn }n=−1 be a nontrivial solution of Eq(6. k→∞ lim y1+nk = ∞. (iii) In any two consecutive semicycles. except perhaps for the ﬁrst one.10). .10). Furthermore. and y1+nk = max{yn : n ≤ nk } for k ≥ 0.3. The oscillatory character of solutions for Eq(6.10) we see that yn+1 < qyn + p for n ≥ 0 and so k→∞ lim ynk = lim ynk −1 = ∞. Proof. (iv) Assume q ≤ p.10) is described by the following result: ∞ Theorem 6. Let {yn } be a solution of Eq(6. Clearly. From (6. We present the proofs for positive semicycles only. every semicycle contains two or three terms. (ii) The extreme in each semicycle occurs at either the ﬁrst term or the second. has at least two terms. Then there exists a subsequence {y1+nk }∞ such k=0 that k→∞ lim nk = ∞. then p yn+1 ≥ 1+M and so it is also bounded from below. except possibly for the ﬁrst semicycle. Furthermore after the ﬁrst. in every semicycle. (2. for suﬃciently large k.

the ﬁrst two terms in a positive semicycle are yN and yN +1 . p + qyN p + qy = y. and yN +2 are all in a positive semicycle. α+βxn A+Cxn−1 81 yN −1 < y Then yN +1 = and yN ≥ y. (ii) q≥1 and either p ≤ q or q < p ≤ 2(q + 1).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 ≥ 0.3. The Case γ = B = 0 : xn+1 = (i) Assume that for some N ≥ 0. yN +1 > y and p p +q +q yN +2 1 p + qyN +1 yN +1 = = < y = 1. 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. Then yN +1 = p + qyN p + qyN +1 < = yN +2 .3 The positive equilibrium of Eq(6. the terms yN . yN +1 .6. < < 1 + yN +1 1 + yN +1 1+y 2 Theorem 6. 1 + yN −1 1 + yN (iv) Assume that for some N ≥ 0. . Then yN +3 = p + qyN +2 p + qyN +1 p + qy = y. The opposite case is similar and will be omitted.3. 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.

3) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= yn + p . Then Eq(6.1. let i = lim inf yn n→∞ and s = lim sup yn n→∞ which by Theorem 6. To this end. 1+i from which the result follows.1 exist and are positive numbers. .4. 1. .11) and q = Eq(6. This result was ﬁrst established in [43]. p + (q − 1)i ≤ is ≤ p + (q − 1)s i≥s p + qi 1+s and s ≤ p + qs .4 The Case γ = A = 0 : xn+1 = β yn B α+βxn Bxn +Cxn−1 This is the (2.4. 2)-type Eq(6. (2. The following result is a consequence of the linearized stability Theorem 1.3. . yn + qyn−1 αB β2 n = 0. C . 1 ≤ q ≤ p ≤ 2(q + 1) 2 6.3. 2)-Type Equations (i) In view of Lemma 6. (ii) The proof when p<q follows by applying Theorem 1.82 Proof.1.3 (f).11) was investigated in [15].1. B (6.2.10) n=−1 tends to y as n → ∞. it remains to show that every solution {yn }∞ of Eq(6. Theorem 3. For the proof when see ([42].10) yields i≥ Hence and so because q < 1. . p. 71). Chapter 6.

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. v) = u + qv is increasing in u and decreasing in v.1 . for some k ≥ 0.11). q for all n > k. two consecutive values yk−1 and yk of a solution lie in I.11) in the sense that if.6. yk + p yk + p yk+1 = ≤ = 1.4. yk−1 . v ∈ [ p . The Case γ = A = 0 : xn+1 = α+βxn Bxn +Cxn−1 83 Theorem 6. yk−1 . Then yn ∈ 1. p q p . Proof.11) is locally asymptotically stable for all values of the parameters p and q.1 q p .4.1 Let {yn }∞ n=−1 be a solution of Eq(6.4.4. the q function u+p f (u. . (b) The proof is similar and will be omitted. q for all n > k. yk ∈ Then yn ∈ p . (a) The basic ingredient behind the proof is the fact that when u.1 The unique positive equilibrium point y= 1+ 1 + 4p(q + 1) 2(q + 1) of Eq(6. Indeed. then ym ∈ I for all m > k. yk ∈ 1. Then the following statements are true: (a) Assume p < q and suppose that for some k ≥ 0. (b) Assume p > q and suppose that for some k ≥ 0.1 Invariant Intervals The following result establishes that the interval I with end points 1 and p is an invariq ant interval for Eq(6. Lemma 6.

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)

.

(b) The proof follows from the discussion in part (a).11) converges to y.4. . L3 .11) with period four.11) must lie eventually in [1. By q using an argument similar to that in the case p = q. 3. Case 2 Assume p = q.11) must eventually lie in the interval [ p .11) n→∞ lim yn = y and the proof is complete. we can see that if a solution is not eventually in [1. p ] is an invariant interval. Set Li = n→∞ y4n+i lim Thus clearly . In this interval the q function u+p f (u. By applying (6. . In this interval the function q f (u. p ] converges to y. q Hence for every solution {yn }∞ n=−1 of Eq(6.14) to this period four solution we obtain a contradiction and so every solution of Eq(6. . p ]. (6. 2)-Type Equations is either identically equal to one or else it is strictly monotonically convergent. 4. p ]. Under the assumption that q ≤ 1 + 4p. 2 . . L4 . it converges to a periodic solution with period-four which q is not the equilibrium. L1 . By applying (6. (2.4. we assume that p > q. 2. v) = u + qv is decreasing in both variables and so it follows by applying Theorem 1. Theorem 1. As in Case 2 we can see that every solution of Eq(6. assume that p < q. v) = u+p u + qv is increasing in u and decreasing in v.22) we see that Li = 1 for i = 1.5 applies and so every solution of Eq(6. 3.11) with two consecutive values in [1.19) to the solution (6. .22) is a periodic solution of Eq(6.4. First. 1].2 that [1.88 Chapter 6. 4 and so n→∞ for i = 1. .7 that every solution of Eq(6. L2 . Now. 2. lim yn = 1. Recall from Lemma 6.

2)-type Eq(6.5 The Case β = C = 0 : xn+1 = A yn B This is the (2.24) are given by {φ. 1 + yn αB A2 n = 0.23) is locally asymptotically stable when q < 1. and is an unstable saddle point when q > 1.1.23) has a prime period-two solution . . the following result is a consequence of the results in Section 2. Then every solution of Eq(6. ψ ∈ (0. ψ. .23) is y= q−1+ (q − 1)2 + 4p 2 and by applying the linearized stability Theorem 1.5.23) and q = (Eq(6. .6.4) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + qyn−1 . ∞) : φψ = p}.1 The equilibrium y of Eq(6. A (6. . φ. Theorem 6.5. .24) .25) holds. . if and only if q = 1.23) converges to a period two solution. ψ. 1. (6. (c) Assume that (6. The Case β = C = 0 : xn+1 = α+γxn−1 A+Bxn 89 α+γxn−1 A+Bxn 6.1 we obtain the following result: Theorem 6.5.23) was investigated in [28]. φ. .25) holds. (6.7.2 (a) Eq(6. .25) (b) Assume (6. Concerning prime period-two solutions. . γ . Then the values φ and ψ of all prime period-two solutions (6.) The only equilibrium point of Eq(6.

Then yn0 +1 = which is impossible.23) are as follows: Theorem 6.23).23) converges monotonically to the equilibrium y. (6. yn0 > yn0 −1 . So assume for the sake of contradiction that for some n0 ≥ K. y) = y. Proof.5.23) and let y denote the unique positive equilibrium of Eq(6. The case where yn−1 < y for n ≥ K is similar and will be omitted.2 The Case q < 1 The main result in this section is the following: Theorem 6.90 Chapter 6. Clearly. 2)-Type Equations 6.23) is globally asymptotically stable. 1 + yn p + . We will assume that there exists a positive integer K such that yn−1 ≥ y for every n ≥ K. (b) Assume p ≥ q. yn0 −1 ) < f (yn0 .5.7. (2. an oscillatory solution {yn } of Eq(6.26) . p + qyn0 −1 = f (yn0 . Then every nonoscillatory solution of Eq(6.1 Semicycle Analysis Our results on the semicycles of solutions for Eq(6.23). (a) This follows immediately from Theorem 1. yn0 ) < f (y.5. It is suﬃcient to show that {yn } is a decreasing sequence for n ≥ K.4 Assume that q < 1. 1−q n ≥ 0. Proof.23) oscillates about the equilibrium y with semicycles of length one.1 (b) Let {yn } be a nonoscillatory solution of Eq(6.5. the condition p ≥ q implies that the function f (x) = is decreasing. Then the positive equilibrium of Eq(6. Then the following statements are true: (a) After the ﬁrst semicycle.3 Let {yn } be a nontrivial solution of Eq(6. Clearly yn+1 = Set M= p + qyn−1 < p + qyn−1 . 1 + yn0 2 p + qx 1+x 6.

23). 2 6. By applying Theorem 1. one of which is monotonically approaching 0 and the other is monotonically approaching ∞.6 it follows that y is a global attractor of all solutions of Eq(6.6.5. for all (x.4. The proof is complete. and b = + .5. The local stability of y was established in Theorem 6.23). M ].1.26) and Eq(6. it now follows that every solution of Eq(6. a = 0. 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. y) = . From Eq(6. b] × [a. . The Case β = C = 0 : xn+1 = α+γxn−1 A+Bxn 91 where is some positive number. y) ≤ b. 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. Set p + qy p f (x. 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. a ≤ f (x.3 The Case q > 1 In this case we will show that there exist solutions that have two subsequences. y2n−1 < q − 1 and y2n > y0 + n Hence n→∞ p . 1+x 1−q Then clearly.5. y) ∈ [a. b].

C (6.29) is satisﬁed if and only if either q≤1 or q > 1 and F 2p q−1 > 0.28) By employing Theorem 1. . Clearly the equilibrium y is the positive solution of the quadratic equation (1 + q)y 2 − y − p = 0. . .27) was investigated in [45].27) and q = (Eq(6.30) (6. 1. . 2)-Type Equations 6. (6.) Eq(6.6 The Case β = A = 0 : xn+1 = γ yn C α+γxn−1 Bxn +Cxn−1 This is the (2.27) about y is zn+1 + q qy − p zn − zn−1 = 0. qyn + yn−1 αC γ2 n = 0. . 1. B .92 Chapter 6. (2.1 we see that y is locally asymptotically stable when (q − 1)y < 2p and unstable (a saddle point) when (q − 1)y > 2p.6) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + yn−1 . .27) has the unique positive equilibrium y= 1+ 1 + 4p(1 + q) 2(1 + q) . .29) . The linearized equation associated with Eq(6. 1+q (y + p)(1 + q) n = 0. 2)-type Eq(6. F (u) = (1 + q)u2 − u − p. If we now set it is easy to see that (6. (6.1.

27). The Case β = A = 0 : xn+1 = α+γxn−1 Bxn +Cxn−1 93 Similarly (6. .27) is locally asymptotically stable when q < 1 + 4p and unstable. the period-two solution is “unique” and the values of φ and ψ are the positive roots of the quadratic equation t2 − t + p = 0. ψ. (6.31) 6. and more precisely a saddle point equilibrium.6. be a period-two cycle of Eq(6. .1 The equilibrium y of Eq(6.30) is satisﬁed if and only if q > 1 and F 2p q−1 < 0. Then φ= p+φ qψ + φ and ψ = p+ψ . φ. . qφ + ψ It now follows after some calculations that the following result is true: Theorem 6. Furthermore when (6. . φ. if and only if q > 1 + 4p.6.6. ψ. when q > 1 + 4p. . .32) holds. The following result is now a consequence of the above discussion and some simple calculations: Theorem 6. φ.32) (6. φ. . q−1 .27) has a prime period-two solution . ψ. . . ψ.6.2 Eq(6.1 Let Existence and Local Stability of Period-Two Cycles . .6. . .

φ. 1. . Chapter 6. evaluated at ψ We have ∂g ∂g (φ. 1. ∂g qψ − p (φ. ψ. ψ) ∂v (φ. ψ) ∂h (φ. n = 0. ψ) = . . v) p+v . ∞) deﬁned by: T Then u v = v p+u qv+u . . . ∞) × (0.27) in the equivalent form: un+1 = vn vn+1 = p+un qvn +un . . ∂v (qψ + φ)2 . and write Eq(6. v) = Clearly the two cycle is locally asymptotically stable when the eigenvalues of the φ lie inside the unit disk. (2. the second iterate of T . Let T be the function on (0. Jacobian matrix JT 2 . . φ ψ is a ﬁxed point of T 2 . ψ) = − .94 To investigate the local stability of the two cycle . . ψ) ∂u φ JT 2 = ψ ∂h (φ. . . . v) h(u. . 2)-Type Equations for n = 0. we set un = yn−1 and vn = yn . By a simple calculation we ﬁnd that T2 where g(u. . ψ. v) = p+u qv + u u v = g(u. ψ) ∂u ∂v where. v) + v and h(u. qg(u. φ. ∂u (qψ + φ)2 ∂g (p + φ)q (φ. .

ψ) = − .34) (6. First we will establish Inequality (6. ψ) − (φ.35) (6. ψ) = . p )[q − (1 + 4p)] < 0 p+1 .1 that both eigenvalues of JT 2 unit disk |λ| < 1. Inequality (6. The Case β = A = 0 : xn+1 = α+γxn−1 Bxn +Cxn−1 95 q(p + ψ)(qψ − p) ∂h (φ.6. if and only if |S| < 1 + D < 2.36) (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.34) is equivalent to (6. + 2 (qψ + φ)2 ∂v (qφ + ψ) (qφ + ψ)2 Set S= and D= ∂h ∂g (φ. ψ) ∂u ∂v ∂g ∂h ∂h ∂g (φ. To this end observe that (6.6.1. ψ) (φ. ∂u (qφ + ψ)2 (qψ + φ)2 ∂h q 2 (p + φ)(p + ψ) qφ − p (φ.33) (6.34). ψ). ψ) + (φ. ∂u ∂v ∂v ∂u φ ψ lie inside the Then it follows from Theorem 1.33) is equivalent to the following three inequalities: S <1+D −1 − D < S D < 1. ψ) (φ.

(a) Assume that p ≤ q and that for some N ≥ 0. p ≤ yN ≤ 1.3 Let {yn }∞ n=−1 be a solution of Eq(6. we establish Inequality (6. Observe that (6. Finally. Observe that (6.6. q .6. More precisely we show that the values of any solution {yn }∞ n=−1 of Eq(6. (2. 2)-Type Equations Next we will establish Inequality (6.27).27) either remain forever outside the interval I or the solution is eventually trapped into I.96 Chapter 6.27). 6.36).2 Invariant Intervals Here we show that the interval I with end points one and p is an invariant interval for q Eq(6.35) 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. q Then p ≤ yn ≤ 1 for all n ≥ N.35). Then the following statements are true.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. Theorem 6.

3 Semicycle Analysis Here we present a thorough semicycle analysis of the solutions of Eq(6.39) 2 qyn−1 (yn − p ) + (yn − 1)(yn−1 yn + qyn ) q . 6.27). (a) Indeed we have yN +1 = and yN +1 = p + yN −1 p + yN −1 ≤ =1 qyN + yN −1 p + yN −1 p q p + yN −1 p = p + yN −1 q p q for all n ≥ N.38) (6.6.6. (b) Clearly. (6.27). (6.37) yn+1 − 1 = q q qyn + yn−1 qyn−1 (1 − p ) + pq(1 − yn ) p q yn+1 − = q q(qyn + yn−1 ) yn − yn+2 = q(p + yn−1 ) + yn (qyn + yn−1 ) for n ≥ 0. The Case β = A = 0 : xn+1 = α+γxn−1 Bxn +Cxn−1 97 (b) Assume that p ≥ q and that for some N ≥ 0.27) relative to the equilibrium y and relative to the end points of the invariant interval of Eq(6. p 1 ≤ yN ≤ . q Then 1 ≤ yn ≤ Proof. Let {yn }∞ n=−1 be a solution 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. Then observe that the following identities are true: p − yn 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. for n ≥ 0.

98 When p=q that is for the diﬀerence equation yn+1 = p + yn−1 . . then yN +1 < 1. Then the following statements are true: (i) If for some N ≥ 0.42) The following three lemmas are now direct consequences of (6.27). then yN +2 < yN . yN ≤ p .27). q (vi) If for some N ≥ 0. (2.6. then yN +2 > yN . p ] for n ≥ N . then yn ∈ [1. (6. pyn + yn−1 Chapter 6. yN ≥ 1. q (v) If for some N ≥ 0.6. yN < 1. p ] is an q q q invariant interval for Eq(6. q (ii) If for some N ≥ 0. then yN +1 = 1.41) 2 pyn−1 + yn−1 yn + pyn p(p + yn−1 ) + yn (pyn + yn−1 ) (6. then yN +1 > 1. 2)-Type Equations n = 0. Then the following statements are true: (i) If for some N ≥ 0. then yN +1 < p . q Lemma 6. yN = p . (vii) If for some N ≥ 0.37)-(6. yN < p . yN > p .42).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 . (viii) p 1<y< . q (iii) If for some N ≥ 0. 1.27).2 Assume that p=q ∞ and let {yn }n=−1 be a solution of Eq(6. . (6. Lemma 6. . yN ≤ 1. In particular [1. then yN +1 > 1. q (iv) If for some N ≥ 0.1 Assume that p>q and let {yn }∞ n=−1 be a solution of Eq(6. .

(ix) p < y < 1. 1] is an q q invariant interval for Eq(6. then yN +1 = 1.6. yN < 1. yN ≤ 1. q (iii) If for some N ≥ 0. then yN +1 = 1. Lemma 6. q (vi) If for some N ≥ 0. then yN +1 > 1.1-6. q (v) If for some N ≥ 0. v) = p+v qu + v is always decreasing in u but in v it is decreasing when u < p and increasing when u > p . 1] for n ≥ N .3: . (v) If for some N ≥ 0. (iii) If for some N ≥ 0. yN ≥ 1. q (viii) If for some N ≥ 0.1 and 1. yN > p . then yn ∈ [ p . then yN +2 > yN . yN = 1. then yN +2 < yN . then yN +1 < 1. In particular [ p .7. The Case β = A = 0 : xn+1 = α+γxn−1 Bxn +Cxn−1 99 (ii) If for some N ≥ 0. yN ≤ p . yN ≤ p . yN < p . then yN +1 ≥ 1. q (ii) If for some N ≥ 0. q q The following result is now a consequence of Theorems 1. then yN > yN +2 > 1. (vii) If for some N ≥ 0. q Note that the function f (u.6. q (iv) If for some N ≥ 0. yN = p .27).6. then yN +1 > p .3 Assume that p<q ∞ and let {yn }n=−1 be a solution of Eq(6. then yN < yN +2 < 1. yN ≤ 1.6. (iv) If for some N ≥ 0. yN > 1.6. Then the following statements are true: (i) If for some N ≥ 0.27).7.2 and Lemmas 6. then yN +1 < 1. yN > 1.

. except for the length of the ﬁrst semicycle of the solution. . The character of these solutions remains an open question. q−1 (6.43) 6.32) holds. Eq(6. every solution of Eq(6.4 Let {yn }∞ n=−1 be a solution of Eq(6.27) has a unique equilibrium y which is locally stable when (6.4.27).6.27) eventually enters and remains in the interval I.100 Chapter 6.6.31) holds.6. φ. when (6.32) holds. ∞). (6.7.44) (6. if Theorem 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 = (0.27) either eventually enters the interval I with end points 1 and p and remains there.45) there are no period-two solutions and so the solutions must eventually enter and remain in I and. or stays forever outside I.27) has a “unique” prime period-two solution . must converge to y. The above observations are summarized in the following theorem: Theorem 6.4 Global Behavior of Solutions Recall that Eq(6.5 (a) Assume q ≤ 1 + 4p.32) holds.6 and 1. . ψ. with φ + ψ = 1 and φψ = p . q Now when q ≤ 1 + 4p Then the equilibrium y of Eq(6. . and only then. yn ∈ I for n ≥ N. . 1] must converge to the two cycle (6.46) Also recall that a solution {yn }∞ n=−1 of Eq(6. p<q the length is one. (6. while if p>q the length is at most two. 2)-Type Equations Then either all the even terms of the solution lie in J and all odd terms lie in K.43) holds. On the other hand when (6. Hence.44)-(6. φ.27) is global attractor. But this two cycle lies q inside the interval I.45). When (6. in view of Theorems 1. any solution which remains forever outside the interval I = [ p . When (6. . .4. or vice-versa. (2. ψ. or for some N ≥ 0.

A A (Eq(6.47) was investigated in [52].7 The Case α = C = 0 : xn+1 = A yn B βxn +γxn−1 A+Bxn This is the (2.27) eventually enters and remains in the interval [ p . 2)-type equation Eq(6. (b) Assume p + q > 1.1 and the linearized stability Theorem 1.) The equilibrium points of Eq(6.47) are the solutions of the equation p= y= py + qy .6.7. 1.47) is globally asymptotically stable. q 6.47). Then every solution of Eq(6.3.47) is unstable. . The following result follows from Theorem 1. .47) β γ and q = . .1 (a) Assume p + q ≤ 1. More precisely it is a saddle point when 1−p<q <1+p and a repeller when q > 1 + p. The Case α = C = 0 : xn+1 = (b) Assume βxn +γxn−1 A+Bxn 101 q > 1 + 4p.1.1: Theorem 6. Then the zero equilibrium of Eq(6. 1].7. and when p + q > 1. (6. Then the zero equilibrium of Eq(6.7) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where pyn + qyn−1 . 1 + yn n = 0. 1+y So y = 0 is always an equilibrium point. . y = p + q − 1 is the only positive equilibrium point of Eq(6.

q (b) Assume that q > 1.1 Invariant Intervals q=1 (6. .47) eventually enters the interval [ p . . p ].47) eventually enters the interval (0. . every solution of Eq(6.102 (c) Assume Chapter 6. (2.47) with q = 1. ∞). q . Furtherq more. (6.51) Then every solution of Eq(6. That is.50) Then every solution of Eq(6. p ]. . [ p .49) The main result here is the following theorem about Eq(6.47) is an unstable saddle point. (6.2 Eq(6.48) Furthermore when (6. . ψ.7.7. Then the positive equilibrium y = p + q − 1 of Eq(6.7. (d) Assume q > 1 + p. the values of φ and ψ of all prime period-two solutions are given by: pφ {φ.47) is locally asymptotically stable. ψ.3 (a) Assume that q < 1.5 that the following result is true: Theorem 6. The case is treated in Section 6. φ−p 6.7. Furthermore.47).48) holds. ψ ∈ (p. φ. φ. 2)-Type Equations 1 − p < q < 1 + p.47) q with initial conditions in (0. Concerning prime period-two solutions it follows from Sections 2. q (0. Theorem 6. (6. remains in this interval. ∞) : ψ = = 2p}.47). ∞) is an invariant interval for Eq(6.47) has a prime period-two solution . .3. p ] is an invariant interval for Eq(6. Then the positive equilibrium y = p + q − 1 of Eq(6. if and only if q = 1 + p.

∞) → [0. Consider the function g : [0. Theorem 6. yk ≤ and yk+2 ≥ p p =⇒ yk+2 ≤ p < q q p p =⇒ yk > m+1 > p. 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.47).4 Suppose Let {yn }∞ n=−1 be a positive solution of Eq(6. yk ≥ and yk+2 ≤ p p =⇒ yk+2 ≥ p > q q p p =⇒ yk > m+1 > p.7. ∞). y refers to the positive equilibrium p + q − 1 of Eq(6. 1+x Semicycle Analysis of Solutions When q ≤ 1 Then f satisﬁes the negative feedback condition.51) holds. ∞) × [0. ∞) deﬁned by g(x) = (p + q)x . m ∈ N. . ∞) denote the function f (x.2 Here we discuss the behavior of the semicycles of solutions of Eq(6.7. Hereafter.6. Then the following statements are true for every n ≥ 0: p + q > 1 and q ≤ 1. Lemma 6. (x − x)(f (x. qm q 6. m q q (b) Assume that (6.7.47) when p + q > 1 and q ≤ 1. x) − x) < 0 for x ∈ (0. m ∈ N. ∞) → [0. whose proof is straightforward and will be omitted.50) holds.7. ∞) − {x}. y) = px + qy . Then for any k. 1+x Observe that g(y) = y and that g increases on [0. Then for any k. Let f : [0. that is.1 (a) Assume that (6.47).

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

. Then yn+1 = (e) Observe that yn+1 = and so from which the result follows.47) is globally asymptotically stable. Then px+qyn−1 increases in x and so 1+x yn+1 = pyn−1 + qyn−1 pyn + qyn−1 ≤ < yn−1 .7.6. Then yn ≥ p for all n > 0 and n→∞ lim yn = p. More precisely the following statements are true.47) when Here the positive equilibrium of Eq(6. yn−1 ≥ qyn−1 > y + (q − 1)yn > yn 2 pyn + qyn−1 qyn−1 (yn + 1) < ≤ yn−1 .47) is y = p. Case 2. Theorem 6. (a) Assume y−1 ≥ p and y0 ≥ p.52) holds. Suppose p − qyn−1 ≥ 0.7. Then yn ≤ p for all n > 0 and (6. 1 + yn 1 + yn−1 The last inequality follows from the negative feedback property. (6.7. 1 + yn 1 + yn pyn + qyn−1 >y =p+q−1 1 + yn 6. The Case α = C = 0 : xn+1 = (d) Suppose yn < y ≤ yn−1 . we must consider two cases: Case 1. Suppose p − qyn−1 < 0.52) holds.3 Semicycle Analysis and Global Attractivity When q = 1 q = 1. Here we discuss the behavior of the solutions of Eq(6.5 Suppose that q = 1 and let y−1 + y0 > 0.52) (b) Assume y−1 ≤ p and y0 ≤ p. 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. To see that yn+1 < yn−1 . Then {yn }∞ n=−1 oscillates about the equilibrium p with semicycles of length one and (6. (c) Assume either y−1 < p < y0 or y−1 > p > y0 . Then the equilibrium y of Eq(6.

The case y−1 > p and y0 ≥ p is similar and will be omitted. (c) Assume y−1 < p < y0 . In fact.106 Chapter 6. we can show that y2 < y0 and by induction y1 = y−1 ≥ y1 ≥ y3 ≥ . 1 + y0 1 + y0 py1 + y0 py1 + p > = p. We will assume that y−1 ≥ p and y0 > p. since y−1 + py0 > y−1 + y−1 y0 then y1 = py0 + y−1 > y−1 1 + y0 . . ≥ p and y0 > y2 > y4 > . (2. It is interesting to note that y−1 = p ⇒ y2k+1 = p for k ≥ 0 and y0 = p ⇒ y2k = p for k ≥ 0. . 1 + y0 1 + y0 Similarly. > p. 2)-Type Equations Proof. . y2 = 1 + y1 1 + y1 It follows by induction that the solution oscillates about p with semicycles of length one. The proof when y0 < p < y−1 is similar and will be omitted. (a) The case where y−1 = y0 = p is trivial. (b) The proof of (b) is similar to the proof of (a) and will be omitted. y−1 ≥ p implies that y2 = py0 + y−1 ≤ y−1 y0 + y−1 and so y−1 y0 + y−1 py0 + y−1 ≤ = y−1 . Then y1 = and py0 + p py0 + y−1 ≥ = p. and so convergent. 1 + y1 1 + y1 It follows by induction that yn ≥ p for all n > 0.47) has no period-two solutions when q = 1. . Next. 1 + y0 1 + y0 and py1 + p py1 + y0 > = p. Furthermore. there exist m ≥ p and M ≥ p such that k→∞ lim y2k+1 = m and k→∞ lim y2k = M. Thus. py0 + y−1 py0 + p y1 = < = p. we claim that the subsequence {y2k+1 }∞ k=−1 is increasing. As Eq(6. it follows that m = M = p and the proof of part (a) is complete.

and so convergent.7. 2 6.6 Assume 1 − p < q < 1. Then every positive solution of Eq(6. without loss of generality. every positive solution of Eq(6. q In this case. y0 ∈ [p. ∞). Observe that the consistency condition y ≤ p is equivalent to the condition q q ≤ 1. Theorem 6.47) is global attractor of all positive solutions of Eq(6.47) when which is equivalent to p y> .7.4.47). .47) we may assume. Concerning the long-term behavior of solutions of Eq(6. there exist m ≤ p and M ≥ p such k=0 that lim y2k+1 = m and lim y2k = M k→∞ k→∞ and as in (a).47) converges to the positive equilibrium y.4 Global Attractivity When q < 1 1 − p < q < 1. ∞). Here we consider the case where and we show that the equilibrium point y = p + q − 1 of Eq(6. The Case α = C = 0 : xn+1 = βxn +γxn−1 A+Bxn 107 and the claim follows by induction. that y−1 .47) lies eventually in the interval [p.5 Long-term Behavior of Solutions When q > 1 q>1 Here we discuss the behavior of the solutions of Eq(6. By Theorem 6. p ].7.6. In a similar way we can show that the subsequence {y2k }∞ is decreasing. Thus.7.5 in the interval I from which the result follows. Proof. 2 6. m = M .3 (a) we may assume that the initial conditions y−1 and y0 lie in the interval I = (0. y) = px + qy 1+x satisﬁes the hypotheses of Theorem 1.7. Now clearly the function q f (x.

5 to Eq(6. Then every solution of Eq(6. we obtain the following theorems about the solutions of Eq(6. Then every positive solution of Eq(6.47) converges to the positive equilibrium of Eq(6. Then Eq(6. an oscillatory solution of Eq(6.7 After the ﬁrst semicycle. By applying the results of Section 6.108 Then the change of variable yn = un + p.47) to the equation un+1 = Chapter 6. (c) Assume q > 1 + p.47) converges to a period-two solution. Theorem 6.53) where un ≥ 0 for n ≥ 0.47) oscillates about the positive equilibrium y with semicycles of length one. . 2)-Type Equations p(q − 1) + qun−1 1 + p + un (6. (b) Assume 1 < q < 1 + p. The character of solutions of Eq(6. (2.53) was investigated in Section 6.47).7.5.7.53).47) has unbounded solutions. transforms Eq(6.8 (a) Assume q = 1 + p.47) when q > 1: Theorem 6.

54) also possesses the unique positive equilibrium y = p + 1 − q. Eq(6. γ (6.54) are the solutions of the equation y= py + y . The Case α = B = 0 : xn+1 = βxn +γxn−1 A+Cxn−1 109 βxn +γxn−1 A+Cxn−1 6.54) is locally asymptotically stable.54) is globally asymptotically stable.) The equilibrium points of Eq(6. Furthermore the zero equilibrium is a saddle point when 1−p<q <1+p and a repeller when q < 1 − p. (6. q+y So y = 0 is always an equilibrium point of Eq(6. A . (b) Assume p + 1 > q.1. .8 The Case α = B = 0 : xn+1 = xn = γ yn C This is the (2.6.55) Then the zero equilibrium of Eq(6.54) and so we will assume without further mention that (6.1 (a) Assume p + 1 ≤ q. .55) holds.1 and 1.55) holds and y−1 + y0 > 0. Our goal is to show that when (6. q + yn−1 β γ n = 0. 2)-type Eq(6. .54) is unstable and the positive equilibrium y = p + 1 − q of Eq(6.54) was investigated in [53]. In the remainder of this section we will investigate the character of the positive equilibrium of Eq(6.8. the positive equilibrium y = p + 1 − q of Eq(6. Then the zero equilibrium of Eq(6.54) and q = (Eq(6. The following result follows from Theorems 1.1.54) and when p + 1 > q.3. Theorem 6.8.54) is globally asymptotically stable. 1.8) which by the change of variables reduces to the diﬀerence equation yn+1 = where p= pyn + yn−1 . .

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 ≥ 0.60) (6. (6.54). (6. for n ≥ 0.54) is such that: < 1 if p < q < p + 1 y is = 1 if p = q > 1 if p > q. (6.57) and yn+1 − yn = (p − q)yn + (1 − yn )yn−1 q + yn−1 (6. (2. .56)-(6. .62) and let {yn }∞ n=−1 be a positive solution of Eq(6.1 Assume that p<q (6. Then the following statements are true: .59) the identities (6.8. 2)-Type Equations 6.110 Chapter 6. (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 ≥ 0.8.54).1 Invariant Intervals and Semicycle Analysis Let {yn }∞ n=−1 be a positive solution of Eq(6.61) The following three lemmas are now direct consequences of the above identities. Lemma 6.58) Note that the positive equilibrium y =p+1−q of Eq(6. p + yn−1 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. 1.

then yn = 1 for n ≥ 0. p q then yN +1 > p .3 Assume that p>q (6. yn < 1 and the solution is strictly increasing. yn > 1 and the solution is strictly decreasing. (ii) If y0 = 1.54). then yN +1 < yN . then yN +1 = 1. yN > p .63) and let {yn }∞ n=−1 be a positive solution of Eq(6.8. then yN +1 < 1. Then the following statements are true: (i) If y0 < 1. yN < p . then yN +1 < 1. yN < p . yN > q 2 . (iv) If for some N ≥ 0.54).8. yN ≤ 1. (vi) If for some N ≥ 0. Then the following statements are true: q (i) If for some N ≥ 0. yN ≥ 1. The Case α = B = 0 : xn+1 = βxn +γxn−1 A+Cxn−1 111 q (i) If for some N ≥ 0. Lemma 6. then yN +1 > yN . yN = p . (v) If for some N ≥ 0. then yN +1 < 1. yN > p . then for n ≥ 0. p q then yN +1 < p . yN = p . q (ii) If for some N ≥ 0. (iv) If for some N ≥ 0.6. . then for n ≥ 0. (iii) If y0 > 1. then yN +1 > 1. yN > q 2 . (vi) If for some N ≥ 0. q (iii) If for some N ≥ 0. Lemma 6. q (ii) If for some N ≥ 0.2 Assume that p=q (6. then yN +1 = 1.8. yN ≥ 1. then yN +1 > 1. q (iii) If for some N ≥ 0. (v) If for some N ≥ 0. yN ≤ 1.64) and let {yn }∞ n=−1 be a positive solution of Eq(6. then yN +1 > q p and yN +2 > 1.

2)-type equation was investigated in Section 6. 2)-Type Equations 6. 1. (2.62) holds.64) holds. y is a global attractor.54) eventually enters and remains in the interval (1. v) = pu + v q+v is increasing in both arguments and by Theorem 1.8. This is impossible because y < 1.1 we have the following result: Theorem 6.54) is globally asymptotically stable. Set yn = 1 + (q + 1)un for n ≥ −1. . assume that (6.3 that every solution of Eq(6. 1) the function f (u.2 Assume that p + 1 > q and that y−1 + y0 > 0.8.8. by Lemma 6.65) with positive parameters and positive initial conditions. . 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 .63) holds.8. . .2 Global Stability of the Positive Equilibrium When (6.3.8.3 where we established in Theorem 6.112 Chapter 6. Hence. it follows from Lemma 6. ∞).3 that every solution converges to its positive equilibrium u= p−q . This (2. ∞).54) eventually enters and remains in the interval (0.2 that every solution of Eq(6. Then the positive equilibrium y = p + 1 − q of Eq(6.8. 1). When (6.8.8.1. n = 0.1 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. q+1 From the above observations and in view of Theorem 6. every positive solution of Eq(6. (6. Without loss of generality we will assume that yn > 1 for n ≥ −1.54) converges to the equilibrium y = 1. Here it is clear from Lemma 6. Now in the interval (0.4. Next.

. Then the positive equilibrium of Eq(6.1.9) which by the change of variables xn = reduces to the equation yn+1 = where pyn + yn−1 . .66) about y is zn+1 − p−q p−q zn + zn−1 = 0. .1 we obtain the following result: Theorem 6.9. (b) Assume that p < q.) The only equilibrium point of Eq(6.67) .66) is locally asymptotically stable. (6.6. γ C To avoid a degenerate situation we will also assume that p= p = q.68) (6. By applying the linearized stability Theorem 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. 2)-type Eq(6.9. 1. . . .66) was investigated in [54].1 (a) Assume that p > q. (Eq(6.66) is y= p+1 q+1 and the linearized equation of Eq(6. 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.66) B β and q = .9 The Case α = A = 0 : xn+1 = γ yn C This is the (2. qyn + yn−1 n = 0. (p + 1)(q + 1) (p + 1)(q + 1) n = 0. (6.

5 that when p > q. (6. qv Let T be the function on (0. φ. v) h(u. Eq(6. .66) in the equivalent form: un+1 = vn n +un vn+1 = pvn +un . 1. φ. n = 0. we set un = yn−1 and vn = yn for n = 0.69) where the values of φ and ψ are the (positive and distinct) solutions of the quadratic equation p(1 − p) (6.1 Existence of a Two Cycle It follows from Section 2.70) t2 − (1 − p)t + = 0. On the other hand when p<q and q > pq + 1 + 3p. . q−1 In order to investigate the stability nature of this prime period-two solution. The prime period-two solution (6. . . . the second iterate of T .69) is asymptotically stable if the eigenvalues of the φ Jacobian matrix JT 2 . . ∞) deﬁned by: T Then u v = φ ψ u v g(u. v) = = . 1. v) = qv + u and h(u. .9. 2)-Type Equations 6. . (2. is a ﬁxed point of T 2 .66) possesses a unique prime period-two solution: . One can see that T2 where pv + u g(u. v) p pv+u + v qv+u q pv+u + v qv+u v pv+u qv+u . .114 Chapter 6. and write Eq(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 . . ∞) × (0. . ψ. . evaluated at lie inside the unit disk.66) has no prime period-two solutions. ψ. . Eq(6. .

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. We will use the fact that φ + ψ = 1 − p.72) φ ψ and ψ = Inequality (6. ψ > 0.6. φ= pψ + φ qψ + φ φψ = p(1 − p) q−1 pφ + ψ . The Case α = A = 0 : xn+1 = Set P = Then JT 2 βxn +γxn−1 Bxn +Cxn−1 115 p−q . P < 0 and Q < 0 and so Inequality (6.1 (c). (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. Next we will establish Inequality (6.1.73) (6. By applying Theorem 1.71) (6.9.71) 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 .71).72) is always true. qφ + ψ (6. Observe that φ > 0.

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. 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. Finally.116 if and only if Chapter 6.68) holds. Inequality (6.71) is true if and only if (6. = [q(φ + ψ)2 + (q − 1)2 φψ]2 (q − p) φψ < (1 − p)(q − p) . Inequality (6. (2. Now observe that the lefthand side of (6.73) is equivalent to (p − q)2 φψ < (qψ + φ)2 (qφ + ψ)2 which is true if and only if (q − p) φψ < (qψ + φ)(qφ + ψ) if and only if if and only if if and only if if and only if (q − p) φψ < (q 2 + 1)φψ + q(φ2 + ψ 2 ) (q − p) φψ < (q 2 + 1)φψ + q[(φ + ψ)2 − 2φψ] (q − p) φψ < (q − 1)2 φψ + q(φ + ψ)2 (q − p) φψ < (q − 1)2 if and only if p(1 − p) + q(1 − p)2 q−1 = (1 − p)2 (q − p)2 . 2)-Type Equations (q − p)[(qφ + ψ)(pφ + ψ) + (qψ + φ)(pψ + φ)] < [(qφ + ψ)(qψ + φ)]2 .74) = (q − p)(1 − p)2 (qp + 1 + 2p).74) is p(1 − p) (p − 1)(q − 1)] q−1 (6.

9.6. ψ.4 Assume that p<q and (6. The Case α = A = 0 : xn+1 = if and only if βxn +γxn−1 Bxn +Cxn−1 117 p(1 − p) < (1 − p)2 q−1 if and only if q > pq + 1 which is clearly true. This function also satisﬁes Condition (1. (a) The proof follows from Theorem 1. 6. (b) The proof follows from Theorem 1.66): Theorem 6.70). we present a semicycle analysis of the solutions of Eq(6. .66) posseses the prime period-two solution . the function 2 f (x. Furthermore this prime period-two solution is locally asymptotically stable. or {yn } converges monotonically to y. y) is increasing in y and decreasing in x.69) of Eq(6. . Then the following statements are true: (a) Assume p > q.2 Assume that Condition (6.9. 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. ψ. the following result is true about the local stability of the prime periodtwo solution (6.66). y) = qx + y is increasing in x and decreasing in y. (b) Assume p < q. where φ and ψ are the two positive and distinct roots of the quadratic Eq(6.1 by observing that when p < q. .66) is globally asymptotically stable.3 Let {yn } be a nontrivial solution of Eq(6. φ. In summary.35).9.68) holds. . Then {yn } oscillates about the equilibrium y with semicycles of length two or three.67) holds. except possibly for the ﬁrst semicycle which may have length one.4 by observing that the condition p > q implies that the function px + y f (x. . .7.9. Theorem 6.9. Then Eq(6. Then the positive equilibrium y of Eq(6.66). 6.3 Global Stability Analysis When p < q The main result in this section is the following Theorem 6. Proof. .9. φ. after the ﬁrst semicycle. Then either {yn } oscillates about the equilibrium y with semicycles of length one.2 Semicycle Analysis In this section.7.

66) converge to the two cycle (6. Also clearly. .9. yN +3 = f (yN +2 . (6.4. . . 1. Theorem 6. φ. y) is decreasing in x for each ﬁxed y.69) when instead of (6. y) = Then clearly. 2)-Type Equations and note that f (x. Let φ. y > 0.75) yN ≥ ψ and yN +1 ≤ φ. Assume that (6. .66). ψ) = ψ. p ≤ f (x..118 Proof.4. Set f (x.66) has no prime period-two solution. Now the conclusion of Theorem 6.4 follows as a consequence of Theorem 1. y) ≤ 1 for all x. Eq(6. qx + y from which we conclude that limk→∞ yN +2k = ψ and limk→∞ yN +2k+1 = φ. and increasing in y for each ﬁxed x. 2 The method employed in the proof of Theorem 1.. We consider ﬁrst the case where eventually consecutive terms yi .66) and for some index N ≥ −1. yN +1 ) ≤ f (ψ. denote the two cycle of Eq(6.67). yN ) ≥ f (φ. . y) = px + y . 2 Next we want to ﬁnd more cases where the conclusion of the last theorem holds.68) holds. (2. . Assume that for some solution {yn }∞ n=−1 of Eq(6. . ψ. .68) holds. and lim inf yn = φ n→∞ Now as in the proof of Theorem 1.6 can also be used to establish that certain solutions of Eq(6. ψ. qx + y Chapter 6.75) holds. . yN +2 = f (yN +1 . with φ < ψ. .6 and the fact that y is locally asymptotically stable. Set f (x. yi+1 lie between m and M . (6. q Finally in view of (6. ψ.67). φ.4.9. . φ) = φ and in general yN +2k ≥ ψ and yN +2k+1 ≤ φ for k = 0.6 lim sup yn = ψ n→∞ px + y . ψ. Proof. Then this solution converges to the two cycle φ.5 Assume that (6.

1 Suppose that for some i ≥ 0. M ] is answered by Theorem 6. M ) = M. M ] (that is. Proof. . and so M ≥ lim supn→∞ y2n ≥ lim inf n→∞ y2n ≥ M. n→∞ qM − p On the other hand by solving the equation M = f (m. and the result follows by induction.9. . ψ. qM − p = m and the proof is complete. (B) y2n+1 > M and M ≥ y2n > m for every n. M ]. limn→∞ y2n+1 M − M2 .9. Hence limn→∞ y2n = M . M ] for every k > i. M ] and if we never get two successive terms outside of the interval [m. φ. Proof. From Eq(6. (D) y2n+1 < m and m ≤ y2n < M for every n. . Using the monotonic character of the function f we have m = f (M. . The Case α = A = 0 : xn+1 = βxn +γxn−1 Bxn +Cxn−1 119 Lemma 6. . 2 If we never get two successive terms in the interval [m. m= 2 Since the case in which the solution lies outside of the interval [m.9.2 In all cases (A)-(D) the corresponding solution {yn } converges to the two cycle . M ) = pm + M qm + M for m we ﬁnd Thus. for every i. yi ) = yi+2 ≤ f (m. Lemma 6.5. By our earlier observation we have that M ≥ lim supi→∞ yi .9. either yi > M and yi+1 < m or yi < m and yi+1 > M ). yi+1 ≤ M. (C) y2n < m and m ≤ y2n+1 < M for every n. m) ≤ f (yi+1 . we are left with the case in which the solution lies eventually in [m. qy2n+2 − p M − M2 lim y2n+1 = . ψ.66) we have y2n+1 = and so y2n − y2n y2n+2 . Since the proofs are similar for all cases we will give the details in case (A). then we have one of the following four cases: (A) y2n > M and M ≥ y2n+1 > m for every n. φ. . m ≤ yi .6. Then yk ∈ [m. .

but this situation cannot occur. . and for m < y < y. In view of the uniqueness of the two cycle and the fact that at least one of yi . ψ. and the sequence {yi+2k+1 } is a non increasing sequence and bounded below by m. (2) x > y if and only if x < y . . (3) For y < y < M. In this case we need to know more about the condition yi+2 = f (yi+1 . Proof. Therefore. so we are led to the general equation f (x. . y ) < y and y > y . Induction on i then establishes the monotonicity of the two sequences. (6. the proof is complete. yi ) = yi+2 and yi+5 = f (yi+4 . Let us consider the ﬁrst case. 2)-Type Equations Lemma 6. (2.76) has a q unique positive solution for x. y) = y. 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. Then {yn } converges to the two cycle . Proof. The second case can be handled in a similar way. φ. as the following results show. both subsequences converge and their limits form a two cycle. . y) = y. 1).120 Chapter 6. The correspondence between y and y has the following properties: Lemma 6. yi+1 is diﬀerent from y. in which case Eq(6.4 (1) f (x. yi+2 ) ≥ f (yi+1 . We denote this value by y . the sequence {yi+2k } is non decreasing and bounded above by M . f (y. . . Thus. . y) > y if and only if x < y . φ. ψ. Thus f (y . yi ) ≤ yi .The case M ≥ yi+3 ≥ yi+1 ≥ y ≥ yi ≥ yi+2 ≥ m is handled in a similar way. which of course depends on y. y ) > y and y > y.76) It makes sense to consider this equation only for y ∈ ( p . Here we have yi+4 = f (yi+3 .9. 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 . yi+3 ) ≤ f (yi+2 . yi+1 ) = yi+3 .9.

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

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

. We will employ Theorem 1. Also 1 ≤ f (x.4 Global Stability Analysis When p > q Here we have the following result: Theorem 6. Open Problems and Conjectures 123 6. . y) is increasing in x for each ﬁxed y. and is decreasing in y for each ﬁxed x. Open Problem 6.66) is globally asymptotically stable. . Finally observe that when (6.1 (See [64]) Assume that (a) Investigate the forbidden set F of the diﬀerence equation xn+1 = axn + bxn−1 xn .77) holds. the only solution of the system M= is m = M. investigate the asymptotic behavior and the periodic ∞ nature of the solution {xn }n=−1 . Then the positive equilibrium y of Eq(6.5.4. b.9.4. qx + y (6.6. .10. x0 ) ∈ F.10 Open Problems and Conjectures a.5. Proof.7 Assume that p>q and p ≤ pq + 1 + 3q. cxn + dxn−1 n = 0. set f (x. 1. Now the result is a consequence of Theorem 1.9. the function f (x. d ∈ R. y > 0. c. y) = px + y . qm + M 6. / (b) For every point (x−1 . To this end. qM + m m= pm + M .10. 2 pM + m . y) ≤ p q for all x. .77) and observe that when p > q.

. An + Bn xn n = 0. . 2)-Type Equations Open Problem 6.3. . every positive solution converges to a.) Conjecture 6. .3. 1. Show that the equation yn+1 = p + yn−1 .1 Assume p. ∞). βn .2. Investigate the forbidden set and the asymptotic character of solutions of the nonautonomous Riccati equation xn+1 = αn + βn xn .6.4.3 Assume p ∈ (0. (See Section 1. period-two solution. (Note that by Theorem 6. this conjecture has been conﬁrmed for q ≤ 1 + 4p.10. Bn ∈ R for n = 0.4.10. are convergent sequences of real numbers with ﬁnite limits.2 Assume that p. See also [36]. Show that every positive solution of Eq(6. (Note that by Theorem 6.10) has a ﬁnite limit.) Conjecture 6. not necessarily prime.10.11) has a ﬁnite limit. ∞). . q ∈ (0.5. An .2 Assume that αn . .6 for the autonomous case.10. we need only to conﬁrm this conjecture for p > 2(q +1) and q ≥ 1. . . Show that every positive solution of Eq(6.) . . 1. 1. (Note that by Theorem 6. ∞).124 (See Section 1.) Chapter 6. (2.) Conjecture 6. has a positive and monotonically decreasing solution. 1 + yn n = 0. . q ∈ (0.

4 Assume that p.9.) Open Problem 6. q ∈ (0. ∞) and q > pq + 1 + 3p. this conjecture has been conﬁrmed for p ≤ pq + 1 + 3q.10. y0 ) ∈ R × R through which the solution of the equation yn+1 = yn + yn−1 1 + yn is well deﬁned and converges to 1. (Note that by Theorem 6. as n → ∞.27) either converges to a ﬁnite limit or to a two cycle.66) has a ﬁnite limit. q ∈ (0.) Open Problem 6. Conjecture 6. 125 Show that every positive solution of Eq(6.3 Assume that p. Find the basin of attraction of the period-two solution of Eq(6.66). . ∞). Find the basin of attraction of the period-two solution of Eq(6.6.4 Assume that p. Open Problems and Conjectures Conjecture 6. ∞) and q > 1 + 4p.5 Assume p > q.10.10.10.10.6.27). Show that every positive solution of Eq(6. q ∈ (0. Open Problem 6. (See Section 6.5 Find the set of all initial conditions (y−1 .10.7.

β.80) (6. . Investigate the asymptotic behavior and the periodic nature of solutions of the diﬀerence equation αxn + βxn−1 + γxn−2 .10. as n → ∞. .79) (6.7 For each of the following diﬀerence equations determine the “good” set G ⊂ R × R of initial conditions (y−1 . Open Problem 6. n = 0. (2. ∞).6 Find the set of all initial conditions (y−1 . Open Problem 6. γ. 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. 2)-Type Equations Open Problem 6.Then for every (y−1 . y0 ) ∈ G. .8 Assume α.82) (6. extend your result by introducing arbitrary real parameters in the equation. 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 (6.126 Chapter 6. .81) (6. (6.10. y0 ) ∈ R × R through which the equation is well deﬁned for all n ≥ 0.78) (6.83) yn − yn−1 yn − 1 yn − yn−1 1 − yn−1 1 − yn−1 yn − yn−1 yn + yn−1 .84) yn − yn−1 For those equations from the above list for which you were successful. B. .10. xn+1 = Axn + Bxn−1 + Cxn−2 Extend and generalize. A. C ∈ (0. 1.

n = 0. . n = 0. 1 + yn pn + yn−1 . .10.92) pn + qn yn . . . .9 Assume that {pn }n=0 and {qn }∞ are convergent sequences of n=0 nonnegative real numbers with ﬁnite limits. . . . . 1.92). n = 0. (6.10. . yn + qn yn−1 pn + qn yn−1 . n = 0. .91) (6. Investigate the global character of all positive solutions of Eqs(6.85) (6. qn yn + yn−1 pn yn + qn yn−1 . p = n→∞ pn lim lim and q = n→∞ qn . 1.6.11 Assume q ∈ (1. y0 ) ∈ B.87) (6. . n = 0. 1. qn + yn n = 0. y0 ) ∈ (0. n=−1 . 1 + yn pn yn + yn−1 . 1.90) (6. ∞) × (0. . n = 0. .10 Assume that {pn }∞ and {qn }∞ are period-two sequences n=0 n=0 of nonnegative real numbers. Extend and generalize. Investigate the asymptotic behavior of {yn }∞ . (a) Find the set B of all initial conditions (y−1 . Open Problems and Conjectures 127 ∞ Open Problem 6.85)-(6. . .10. 1. . qn + yn−1 pn yn + yn−1 . . Open Problem 6. Investigate the asymptotic behavior and the periodic nature of all positive solutions of each of the following eight diﬀerence equations: yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = pn + yn . (b) Let (y−1 . . .88) (6. . .23) are bounded. 1.10.89) (6. . qn yn + yn−1 yn+1 = yn+1 = Open Problem 6.86) (6. ∞) such that the solutions {yn }∞ n=−1 of Eq(6. . n = 0. 1 + yn−1 yn + pn . . ∞). 1. 1.

y0 ) ∈ (0. . 2)-Type Equations (a) Find the set B of all initial conditions (y−1 .94) . γ Obtain conditions for the global asymptotic stability of the positive equilibrium of the system xn+1 = αxn βxn +eyn yn+1 = γ(xn + 1)yn . ∞).93) is globally asymptotically stable. ∞) × (0. (c) Extend and generalize. (2. Investigate the asymptotic behavior of {yn }n=−1 . y0 ) ∈ (0. .10. 1 β = 1 and γ = . the periodic nature. ∞) and that α ∈ (2. . ∞).10. ∞) × (0. .6 Assume x0 . and [2]) Assume α ∈ (1. y0 ∈ (0.12 Assume q ∈ (1. 1) with α + β > 1 + β .10. ∞) such that the solutions {yn }∞ n=−1 of Eq(6. (6. ∞). x0 ) ∈ G.94). ∞ (b) Let (y−1 . (a) Determine the set G of initial conditions (y−1 . are nonnegative. (6.10. 2 Show that the positive equilibrium of System (6.) Let A ∈ (0. n = 0. 1.93) Conjecture 6. 1. Open Problem 6. See [14]. . and γ ∈ (0. y0 ) ∈ B. Chapter 6. See [9].128 Open Problem 6. . Investigate the boundedness character. β ∈ (0. . n = 0. 3). and the asymptotic behavior of the solution {xn }∞ n=−1 of Eq(6. Open Problem 6.47) are bounded. [3]. (b) Let (x−1 .13 (A Plant-Herbivore System. ∞). ∞) through which the solutions {xn }∞ n=−1 of the diﬀerence equation xn+1 = (1 − xn − xn−1 )(1 − e−Axn ).14 (Discrete Epidemic Models.

Open Problem 6. ∞) with c1 + c2 > 0.10. 1). n = 0. 1. . 1) and xn+1 = αxn e−yn + β yn+1 = αxn (1 − e −yn β ∈ (1. Open Problems and Conjectures Open Problem 6. 1. .10.}. . 1. . 1. . 1. 1. . ) which may be viewed as a population model. with positive initial conditions. Open Problem 6. n = 0. . Investigate the global behavior of all positive solutions of each of the following diﬀerence equations: p + qyn yn+1 = . and c1 . n = 0. .98) (6. 3. b ∈ (0. . ∞) and k ∈ {2. q ∈ [0. . . .96) (6. 1.97) (6. qyn + yn−k yn + pyn−k . ∞). yn + q pyn + yn−k . . n = 0. . n = 0.15 (The Flour Beetle Model. .17 Assume that p.100) (6. . Investigate the global character of all positive solutions of the system .10. .95) 1 + yn−k yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = yn + p . (6. n = 0.16 (A Population Model) Assume α ∈ (0. . ∞). 1. . . . . See [48]).101) . c2 ∈ [0. . q + yn−k pyn + yn−k . 1 + yn p + yn−k . 1. n = 0. Assume a ∈ (0. (6. . . .99) (6. yn + qyn−k p + qyn−k . . . . 129 Obtain necessary and suﬃcient conditions for the global asymptotic stability of the Flour Beetle Model: xn+1 = axn + bxn−2 e−c1 xn −c2 xn−2 .10. n = 0. qyn + yn−k n = 0. .6. . .

.102) converges to a period-two solution.103). (6. . Open Problem 6. n = 0. Obtain necessary and suﬃcient conditions on f so that the same two cycle is a locally asymptotically stable solution of Eq(6. . 2)-Type Equations Open Problem 6. 1. yn−1 ). . .10.130 Chapter 6.18 Obtain a general result for an equation of the form yn+1 = f (yn . also converges to a period-two solution. Extend and generalize. (6. . . n = 0.10. n = 0.103) Open Problem 6.20 Assume that Eq(6. . which extends and uniﬁes the global asymptotic stability results for Eqs(6. Obtain necessary and suﬃcient conditions on f so that every positive solution of the equation xn+1 = f (xn−2 . xn−1 ).10.11) and (6. xn−1 ). (2.19 Assume that every positive solution of an equation of the form xn+1 = f (xn . 1. .102) has a two cycle which is locally asymptotically stable. .27). 1.

1. 3)-Type Equations 7. . A + Bxn + Cxn−1 βxn . 1. (7. 3)-type equations are positive and that the initial conditions are nonnegative.1) (7. . 3)-type: Please recall our classiﬁcation convention in which all the parameters in the above (1. . . . (7.1 Introduction xn+1 = xn+1 = and xn+1 = γxn−1 . . A2 .1) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= 1 .3) α . .4) αC .Chapter 7 (1. 1 + pyn + qyn−1 αB A2 and q = 131 n = 0. A + Bxn + Cxn−1 n = 0.2 The Case β = γ = 0 : xn+1 = α yn A α A+Bxn +Cxn−1 This is the (1.2) Eq(1) contains the following three equations of the (1. 1. 1. . . 7. (7.(7. 3)-type Eq. A + Bxn + Cxn−1 n = 0. . n = 0. . . .

5) always has zero as an equilibrium point and when p>1 it also has the unique positive equilibrium point y= p−1 . The following result is a straightforward consequence of Theorem 1. p ].4. . q Theorem 7.1 The positive equilibrium of Eq(7.3.1.4.132 Chapter 7. It also follows by applying Theorem 1. (1. 1 + pyn + qyn−1 p= n = 0. Theorem 7.5) is globally asymptotically stable.5) β B and q = . 1].2 Assume that y−1 .4.2) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where yn .1 Assume p ≤ 1.3.3.4.7 in the interval [0. ∞) and p > 1. q+1 The following result is a straightforward consequence of Theorem 1. 3)-type Eq(7.5) is globally asymptotically stable.4) is globally asymptotically stable. Theorem 7.2.5 in the interval [0.2. 3)-Type Equations One can easily see that the positive equilibrium of Eq(7. . Then the zero equilibrium of Eq(7. The following result is now a straightforward consequence of either the stability trichotomy Theorem 1. 7. . or Theorem 1. A C Eq(7.4) is locally asymptotically stable for all values of the parameters and that Eq(7. . 1. Then the positive equilibrium of Eq(7. y0 ∈ (0.4.4) has no prime period two solutions.3 The Case α = γ = 0 : xn+1 = A yn C βxn A+Bxn +Cxn−1 This is the (1. (7.

1 (a) The zero equilibrium of Eq(7. .1 and 1. C (7.4 The Case α = β = 0 : xn+1 = γ yn C This is the (1.6) and q = Eq(7. .3. 1+q The subsequent result is a straightforward application of Theorems 1. . .6) is locally asymptotically stable when q<1 and is unstable (a saddle point) when q > 1.6) always has the zero equilibrium and when p<1 it also has the unique positive equilibrium y= 1−p . ψ.3) which by the change of variables xn = reduces to the equation yn+1 = where p= yn−1 . 3)-type Eq(7. Concerning prime period-two solutions one can see that Eq(7. 1. . ψ. The Case α = β = 0 : xn+1 = γxn−1 A+Bxn +Cxn−1 133 γxn−1 A+Bxn +Cxn−1 7. if and only if p < 1. . . φ. .4.1.6) is globally asymptotically stable when p≥1 and is unstable (a repeller) when p < 1. (b) Assume that p < 1. Theorem 7. Then the positive equilibrium of Eq(7. .1.6) has a prime periodtwo solution .4. B . .7. φ. p + qyn + yn−1 A γ n = 0.

. . 1). . . . Therefore 1−p the prime period-two solution (7. 0. . It follows from Section 2.2 Assume that p<1 Then the period-two solution . . 0. .1 Assume Show that every positive solution of Eq(7. with 0 ≤ φ ≤ 1 − p and φ = Theorem 7. . .6 that here JT 2 0 1−p = 1 p+q(1−p) q(1−p) − p+q(1−p) 1−p . of Eq(7.6) has a ﬁnite limit. . . Conjecture 7. (1. .8) 0 p 0 lie in the disk |λ| < 1.6) are given by . 1 − p. . when p < 1 and q = 1 all prime period-two solutions of Eq(7. 1 − p − φ.8) is locally asymptotically stable. . 3)-Type Equations p < 1 and q = 1 the only prime period-two solution is .7) both eigenvalues of JT 2 7. .6) is locally asymptotically stable. q ∈ (0. . 0. φ. 1 − p. On the other hand. 2 and q > 1.4. 2 and in view of (7. (7. .7) (7. . .5 Open Problems and Conjectures p. Proof.134 Furthermore when Chapter 7. 1 − p − φ. 1 − p.5. 0. φ. 1 − p.

0. . ∞). Open Problem 7. .11) Now for each of the equations (7.6). periodtwo solution. 135 Show that every positive solution of Eq(7. 1 − p. of Eq(7.5. . xn−2 . 1 + pxn + qxn−1 + xn−2 n = 0. . x0 ) ∈ G be an initial point through which the corresponding equation is well deﬁned for all n ≥ 0. .1 Assume p ∈ (0. 0.7.9) (7. q ∈ [0. not necessarily prime.5.5. .5.2 Assume p < 1 and q ≥ 1. Open Problems and Conjectures Conjecture 7. . . 1) and q ∈ (1.11). .5.3 For each of the equations given below. Extend and generalize. let (x−1 . Find the basin of attraction of the two cycle .9)-(7. Open Problem 7. 1 − p. ∞). 1 + xn + xn−1 (7.2 Investigate the asymptotic character and the periodic nature of all positive solutions of the diﬀerence equation xn+1 = where p.6) converges to a. . Open Problem 7. x0 ) ∈ R × R through which the equation is well deﬁned for all n ≥ 0: xn+1 = xn+1 = xn+1 = 1 1 + xn + xn−1 xn 1 + xn + xn−1 xn−1 .10) (7. 1. and investigate ∞ the long term-behavior of the solution {xn }n=−1 . ﬁnd the set G of all points (x−1 .

. .5 Assume that {pn }∞ and {qn }∞ are period-two sequences of n=0 n=0 nonnegative real numbers. . pn + qn yn + yn−1 n = 0.14). n = 0. Investigate the global character of all positive solutions of Eqs(7. (1. . . p = lim pn n→∞ and q = n→∞ qn .4 Assume that {pn }∞ and {qn }∞ are convergent sequences of n=0 n=0 nonnegative real numbers with ﬁnite limits. n = 0. 1.13) (7. Extend and generalize. . . . 1. 1. . . .5.12)-(7. 1 + pn yn + qn yn−1 yn . 3)-Type Equations Open Problem 7. lim Investigate the asymptotic behavior and the periodic nature of all positive solutions of each of the following three diﬀerence equations: yn+1 = yn+1 = yn+1 = 1 .12) (7. 1 + pn yn + qn yn−1 yn−1 . (7.14) Open Problem 7.5.136 Chapter 7.

. Eq(8. 1)-Type Equations 8.2) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. . n = 0. .4) (see Section 6. yn+1 = (α + βγ ) + γyn−1 B . 2)-type equation of the form of Eq(6. . 1. . . and the denominators are always positive. B is reduced to a (2. .1) is a linear diﬀerence equation and can be solved explicitly. .1) (8. . Eq(8.1 Introduction α + βxn + γxn−1 .3) by the change of the variables xn = yn + 137 γ . Cxn−1 n = 0. Bxn Eq(1) contains the following three equations of the (1. . (8. A α + βxn + γxn−1 . . the initial conditions are nonnegative. β + Byn n = 0.2) by the change of the variables xn = yn + β .Chapter 8 (3. namely. 3)-type: xn+1 = xn+1 = and xn+1 = α + βxn + γxn−1 . .5). . Eq(8. 1.3) n = 0. . 1. 1. C . (8.

ψ. 1)-Type Equations is reduced to a (2. n=−1 . Open Problem 8. x0 ) ∈ (0.4 Determine the set G of all initial points (x−1 .2) are bounded. (8. (b) Let {xn }∞ n=−1 be a positive solution of Eq(8.138 Chapter 8. .1 Show that every positive solution of Eq(8.2.3) converges to the positive equilibrium of the equation. Determine the basin of attraction of (8. Hence there is nothing else remaining to do about these equations other than to pose some Open Problems and Conjectures. 8.2).1 Assume γ > β.2.2) (see Section 6. . x0 ) ∈ R × R through which the equation 1 + xn + xn−1 xn+1 = xn is well deﬁned for all n and for these initial points determine the long-term behavior of the solutions {xn }∞ .2 Open Problems and Conjectures Open Problem 8. . . 2)-type equation of the form of Eq(6. .4) be a period-two solution of Eq(8. n=−1 Open Problem 8.2.3 Determine the set G of all initial points (x−1 . . yn+1 (α + βγ ) + βyn C .4). 1. . φ. (3. φ. .2 (a) Assume γ = β and let . Conjecture 8. Open Problem 8. Determine the set of initial conditions (x−1 .2. x0 ) ∈ R × R through which the equation 1 + xn + xn−1 xn+1 = xn−1 is well deﬁned for all n and for these initial points determine the long-term behavior of the solutions {xn }∞ . Determine the values of φ and ψ in terms of the initial conditions x−1 and x0 . = γ + Cyn−1 n = 0. . ψ.2. .2) which converges to (8. ∞) × (0.3) namely.4). ∞) through which the solutions of Eq(8.

8.2. Open Problems and Conjectures

139

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

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

n = 0, 1, . . . .

(8.6)

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

**Chapter 9 (2, 3)-Type Equations
**

9.1 Introduction

α + βxn , A + Bxn + Cxn−1 α + γxn−1 , A + Bxn + Cxn−1 βxn + γxn−1 , A + Bxn + Cxn−1

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

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

9.2

The Case γ = 0 : xn+1 =

α+βxn A+Bxn +Cxn−1

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

αB , A2

and r =

141

142

Chapter 9. (2, 3)-Type Equations

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

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

9.2.1

Boundedness of Solutions

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

k→∞

lim nk = ∞,

k→∞

lim y1+nk = ∞,

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

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

k→∞

**lim ynk = lim ynk −1 = ∞.
**

k→∞

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

which is a contradiction and the proof is complete.

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

9.2. The Case γ = 0 : xn+1 =

α+βxn A+Bxn +Cxn−1

143

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

9.2.2

Invariant Intervals

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

for some integer N ≥ 0,

0,

q−1+

(q − 1)2 + 4p 2

,

when p ≤ q;

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

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

The proof follows by induction.

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

Chapter 9. (2, 3)-Type Equations

p + qx 1 + x + ry

p−q ,q qr

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

,

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

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

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

The proof follows by induction. 2

9.2.3

Semicycle Analysis

qr( p−q − yn−1 ) qr 1 + yn + ryn−1

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

p−q qr

, + pr(q − yn−1 )

(9.5)

qr(1 + yn + ryn−1 ) yn − yn+4 =

yn + qr yn−1 −

p−q qr

,

(9.6)

9.2. The Case γ = 0 : xn+1 = qr yn −

p−q qr

α+βxn A+Bxn +Cxn−1

145

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

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

,

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

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

p−q . qr

yN > yN = yN <

p−q , qr p−q , qr p−q , qr

**then then then
**

p−q , qr

yN +2 < q; yN +2 = q; yN +2 > q; q < yN +2 <

p−q ; qr

q < yN <

then

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

yN +1 ≥ y; yN +1 < y;

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

p−q qr

yN < yN = yN > yN >

p−q , qr p−q , qr p−q , qr p−q qr

then then then

yN +2 > q; yN +2 = q; yN +2 < q; then q > yN +2 >

p−q ; qr

and yN < q

< y < q.

3)-Type Equations qr (q − yn−1 ). The limit (9. y4k+1 < q.4). and y4k+2 ≤ q. In this case Eq(9. y4k+1 > q. y4k ≥ 1. and y4k+2 ≤ q. (9. (2.5). Then this solution is oscillatory and the sum of the lengths of two consecutive semicycles. then n→∞ Chapter 9.4) when p = q(1 + rq). 1. Then yn+1 − q = Furthermore when qr < 1.10) Proof. y4k+1 < q.9) follows by straightforward computation. the following statements are true for all k ≥ 0: (i) y−1 > q and y0 ≤ q =⇒ y4k−1 > q. . 1 + yn + ryn−1 n = 0. (iv) y−1 < q and y0 ≤ q =⇒ y4k−1 < q. y4k ≤ 1. Identity (9.2. excluding the ﬁrst.3 Suppose that p = q + rq 2 and let {yn }∞ n=−1 be a nontrivial solution of Eq(9. Proof. and y4k+2 ≥ q. (iii) y−1 > q and y0 ≥ q =⇒ y4k−1 > q. Theorem 9. 2 . More precisely. ∞) and Eq(9. . (ii) y−1 < q and y0 ≥ q =⇒ y4k−1 < q. and the only equilibrium point is y = q. 1 + yn + ryn−1 lim yn = y.2.146 Lemma 9.10) is a consequence of the fact that in this case qr ∈ (0. . y4k ≤ 1.4). 2 Here we present a semicycle analysis of the solutions of Eq(9. and y4k+2 ≥ q.4) has no period-two solution.4 Assume p = q(qr + 1) and let {yn }∞ n=−1 be a solution of Eq(9. The proof follows from identity (9. y4k+1 > q.9) (9.4) becomes yn+1 = q + rq 2 + qyn . y4k ≥ 1. is equal to four.

The Case γ = 0 : xn+1 = α+βxn A+Bxn +Cxn−1 147 9. First assume that p ≤ q.2. for the sake of contradiction. then yN +1 < b.4) described in Lemma 9. yN ≤ b.4). y ∈ I.3. the following is true: Lemma 9. p > q(qr + 1). Then every solution of Eq(9. Then yn > y for n ≥ 0 and so which is a contradiction.9. ∞ Proof. Then clearly.2.2.2. (ii) yN > q.4) lies eventually in I. Set b= and observe that yn+1 − b = (q − p)(yn − b) − r(p + qb)yn−1 . every solution of Eq(9.5 Let I denote the interval which is deﬁned as follows: √ 2 [0. (1 + yn + ryn−1 )(1 + b) n ≥ 0. More precisely. qr n→∞ lim yn = y ∈ I and yN +2 < p−q . there exists N > 0 such that one of the following three cases holds: (i) yN > q. Let {yn }n=−1 be a solution of Eq(9. q−1+ (q − 1)2 + 4p 2 Hence.2. if for some N . Then by Lemma 9.4) is eventually trapped into one of the three invariant intervals of Eq(9. Next assume that q < p < q(qr + 1) and. yN +1 < p−q . Now assume for the sake of contradiction that yn > b for n > 0. qr and yN +2 < . q−1+ (q−1) +4p ] if p ≤ q. also assume that the solution {yn }∞ n=−1 is not eventually in the interval I.1.4 Global Asymptotic Stability The following lemma establishes that when p = q(qr + 1). qr p−q . p−q ] qr if if q < p < q(qr + 1). yN +1 > q. 2 I= [ p−q . q] qr [q.

and (q − 1)2 (r − 1) ≤ 4p.2. The proof when p > q(qr + 1) is similar and will be omitted.5. p< p≤q or q < p < q + q2r and that one of the following conditions is also satisﬁed: (i) q ≤ 1. or q . then yN + ryN − p > 0 and 2 if yN ≤ p−q . (b) Assume that either (iii) r > 1 (ii) r ≤ 1. together with the appropriate convergence Theorems 1. For example.2. 1+r Then the equilibrium y of Eq(9. (2. and yN +2 < p−q .4): Theorem 9. then yN + ryN − p < 0.1. 3)-Type Equations ≤ yN +1 ≤ q. By using the monotonic character of the function f (x. Proof. . qr Also observe that 2 if yN ≥ q.4 (a) Assume that either p ≥ q + q 2 r. the following results are true for Eq(9.4. we can obtain some global asymptotic stability results for the solutions of Eq(9.7) from which it follows that for j ∈ {0. p−q qr Chapter 9. 2.4). 3}.4) is globally asymptotically stable. Then the equilibrium y of Eq(9. qr The desired contradiction is now obtained by using the Identity (9. 1. y) = p + qx 1 + x + ry 2 in each of the intervals in Lemma 9. each subsequence {yn+4k+j }∞ with all its terms outside k=0 the interval I converges monotonically and enters in the interval I.148 (iii) yN > q.4) is globally asymptotically stable.7 and 1.4.

y0 ∈ 0.1 and Theorem 1. A n = 0. The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 149 (a) The proof follows from Lemmas 9.5 and so it remains to be shown that if m = f (m.4 and Theorems 1. It is easy to check that y ∈ 0.3. 2 decreases in y.7 and 1. M ) and M = f (M. . We will employ Theorem 1. .11) A yn B αB .2. C . 1. This system has the form m= p + qm 1 + m + rM and M = p + qM .9.2. then yn ∈ 2 √ √ q−1+ (q−1)2 +4p q−1+ (q−1)2 +4p for all n ≥ 0. 1 + M + rm Hence (M − m)(1 − q + M + m) = 0. √ q−1+ (q−1)2 +4p (b) In view of Lemma 9.2) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + qyn−1 .4.4.1 and 9. Now if m + M = q − 1.4.1 we see that when y−1 . m = M from which the result follows. the function f increases in x and and that in the interval 0. Clearly now if Condition (ii) or (iii) is satisﬁed. For instance. 3)-type Eq(9. 2 9. 1 + yn + ryn−1 q= γ . The proof when q < p < q + q 2 r holds follows from Lemma 9.3 The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 This is the (2.2. m) then M = m. this is the case if Condition (i) is satisﬁed. 2 2 √ 2 +4p q−1+ (q−1) . 0.2.2. .5. B (9. then M = m. If m + M = q − 1 then m and M satisfy the equation (r − 1)m2 + (r − 1)(1 − q)m + p = 0. .4. A2 and r = .

1 (a) The equilibrium y of Eq(9. 1 + φ + rψ It now follows after some calculation that the following result is true. (b) The equilibrium y of Eq(9. Here we make some simple observations about linearized stability. . ψ.11) is unstable. . 3)-Type Equations This equation has not been investigated yet.3. when q > 1 and (r − 1)(q − 1)2 + 4pr2 < 0.3. By employing the linearized stability Theorem 1. φ.11). . Lemma 9. .1. and more precisely a saddle point. φ. ψ. be a period-two cycle of Eq(9. and the convergence of solutions in certain regions of initial conditions.12) 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) . φ.1 we obtain the following result. (9. ψ. . .12) holds. φ. . if and only if (9.1 Let Existence and Local Stability of Period-Two Cycles .11) has a prime period-two solution . Eq(9.150 Chapter 9. Theorem 9.1 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. ψ. . . invariant intervals.12) holds. Furthermore when (9. . . Then φ= p + qφ 1 + ψ + rφ and ψ = p + qψ .3. t+ r 1−r . (2.11) is locally asymptotically stable when either q≤1 or q > 1 and (r − 1)(q − 1)2 + 4pr2 > 0.

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

1 that both eigenvalues of JT 2 unit disk |λ| < 1. ψ) ∂u ∂v ∂h ∂g ∂h ∂g (φ.15) (9. This inequality is equivalent to (q − pr + qφ) (q − pr + qψ) − (1 + ψ + rφ)2 (1 + φ + rψ)2 < 0. ψ). (9.16) First we will establish Inequality (9.152 Chapter 9. ψ) = .14) (9. ψ) (φ. 2 (1 + φ + rψ)2 ∂v (1 + ψ + rφ) (1 + φ + rψ)2 Set S= and D= ∂h ∂g (φ. ∂u (1 + ψ + rφ)2 (1 + φ + rψ)2 ∂h (p + qψ)(p + qφ) q − pr + qφ (φ. ∂u ∂v ∂v ∂u φ ψ lie inside the Then it follows from Theorem 1.1. ψ) = + . ψ) + (φ. Thus . (2. Observe that.13) is equivalent to the following three inequalities: D<1 S <1+D −1 − D < S.14). Inequality (9. 3)-Type Equations ∂h (p + qψ)(pr − q − qψ) (φ. if and only if |S| < 1 + D < 2. (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) − (φ. ψ) (φ.13) (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. In summary. After some lengthy calculation one can see that this inequality is a consequence of Condition (9.15).3. 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. r2 (1 − r) −r2 p + rp − q + q 2 + qr = rp(1 − r) + q(q − 1) + qr > 0. Finally Inequality (9. Next we turn to Inequality (9. Also by using Condition (9.12).9. The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 153 (q − pr + qφ) (q − pr + qψ) − (1 + ψ + rφ)2 (1 + φ + rψ)2 = −pr3 q 2 + 2q 2 r − q 2 r2 − q 2 + 3p2 r3 − 2p2 r4 − 3rq 3 + 3qpr3 − 5qpr2 r2 (1 − r) + 2qpr + 4pr2 q 2 + 2q 3 + q 4 r − p2 r2 − 2prq 2 − q 4 + r2 q 3 r2 (1 − r) Note that (2r2 p − rp + q − q 2 − qr + q 2 r) (−r2 p + rp − q + q 2 + qr) = .12). we have established the following result: . After some lengthy calculation one can see that this inequality is also a consequence of Condition (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.

1 + yk + qyk−1 1 + ryk−1 The proof follows by induction. b]. .11) possesses the following invariant intervals: (a) 0.3. (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. 9.12) holds. φ.11) we see that when yk−1 .11). q−1+ (q − 1)2 + 4pr 2r when pr ≤ q. Furthermore when (9. gives a list of invariant intervals for Eq(9. q r (c) q pr − q . . .3. yk ∈ [0.2 Eq(9. if and only if (9. φ.3. r when 1 < q < pr < q + q2 q − . Using Eq(9. . ψ. .2 Eq(9. . ψ. (2. Lemma 9.2 Invariant Intervals The following result. which can be established by direct calculation. 3)-Type Equations Theorem 9. this period-two solution is locally asymptotically stable.11) has a unique prime period-two solution .12) holds. (b) pr − q q . r r Proof. r q when pr ≥ q + q2 .154 Chapter 9. then yk+1 = p + qyk−1 p + qyk−1 ≤ = g(yk−1 ) ≤ g(b) ≤ b. .

< r + (r + 1)q q The proof follows by induction. Using Eq(9. q r q = . r The proof follows by induction. q q q = . y) is decreasing in both arguments and the condition pr > q + rq2 we obtain yk+1 = q q p + qyk−1 = f (yk . The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 155 (b) It is clear that the function f (x. .11) we see that when yk−1 . ≥ yk+1 = 1 + yk + ryk−1 r q q . 2 . yk ∈ q then q pr − q p + qyk−1 pr − q = f (yk . y) = is decreasing in y for x < q pr−q .11) we see that when yk−1 . yk ∈ p + qyk−1 = f (yk . Now by using the monotonic character of the function f (x. (c) It is clear that the function f (x. q r pr−q . yk−1 ) ≤ f . yk−1 ) ≥ f . yk−1 ) ≥ f 1 + yk + qyk−1 pr − q pr − q .3. 1 + yk + qyk−1 r r = pr + q 2 pr − q . y) and the condition 2 q < pr < q + qr we obtain yk+1 = p + qyk−1 = f (yk . 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 p + qy 1 + x + ry . then yk+1 = Using Eq(9.r q is increasing in y for x > pr−q .9.

for all n ≥ 0.3.4.3 Assume that pr ≤ q and that one of the following conditions is also satisﬁed: (i) q ≤ 1.8) we can obtain some convergence results for the solutions with initial conditions in the invariant intervals. q−1+ (q − 1)2 + 4pr 2r converges to the equilibrium y.156 Chapter 9.4 (a) Assume that 1 < q < pr < q+ qr − q and that one of the following r conditions is also satisﬁed: (i) r ≥ 1. y0 ∈ 0.11) with initial conditions in the invariant interval 0.11): Theorem 9.6. .3.5-1. (iii) r < 1 and (r − 1)(q − 1)2 + 4pr2 ≥ 0.3. (ii) r ≥ 1. It is easy to check that y ∈ 0. In view of Lemma 9. (2. 3)-Type Equations 9. 2r √ √ q−1+ (q−1)2 +4pr q−1+ (q−1)2 +4pr yn ∈ 0. For example. then Proof. y) = in each of the intervals in Lemma 9.4.3.2 we see that when y−1 . 2 Theorem 9. the function f decreases in x and increases 2r in y.3. together with the appropriate convergence theorem (from among Theorems 1. the following results are true for Eq(9.3 Convergence of Solutions p + qy 1 + x + ry By using the monotonic character of the function f (x. The result now follows by employing Theorem 1.2. Then every solution of Eq(9.4. 2r 2r √ q−1+ (q−1)2 +4pr and that in the interval 0. . 2 q−1+ √ (q−1)2 +4pr (ii) r < 1 and (r − 1)(q − 1)2 + 4pr2 ≥ 0.

It is easy to 9.11) with initial conditions in the invariant interval pr − q q .11) is globally asymptotically stable.3.11) becomes yn+1 = qr + q 2 + qr2 yn−1 .4. It is easy to (b) In view of Lemma 9.11). In and the only positive equilibrium is y = q . The result now follows by employing Theorem 1.11) with initial conditions in the invariant interval q pr − q .11) when pr = q + this case Eq(9. q2 r q2 . r . we obtain the following global asymptotic stability result. The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 157 Then every solution of Eq(9.3 to Eq(9.4 Global Stability By applying Theorem 1.4. pr−q and that in the r q in both x and in y.5 Semicycle Analysis When pr = q + Here we present a semicycle analysis of the solutions of Eq(9. pr−q r q for all n ≥ 0. (a) In view of Lemma 9. q r interval q . The result now follows by employing Theorem 1. 2 q pr−q .4.3.6.3. the function f decreases check that y ∈ q . Then the positive equilibrium of Eq(9.2 we conclude that yn ∈ for all n ≥ 0.2 we conclude that yn ∈ pr−q q .r q 2 check that y ∈ and that the function f (x. .r q pr−q q . y) decreases in x and increases in y.7. (b) Assume that pr > q + qr . r q converges to the equilibrium y. 1. r2 + r2 yn + r3 yn−1 n = 0. . Proof.3.9. r 9. Theorem 9.5 Assume r ≥ 1 and pr ≤ q.3.3. Then every solution of Eq(9. q r converges to the equilibrium y. .

4 The Case α = 0 : xn+1 = βxn +γxn−1 A+Bxn +Cxn−1 This is the (2.3. .17) are the nonnegative solutions of the equation y= (p + 1)y .3) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= pyn + yn−1 . the solution oscillates about the equilibrium y with semicycles of length one. Eq(9. (2.158 2 Chapter 9.11).1. Proof. invariant intervals. 3)-Type Equations Theorem 9.6 Suppose that pr = q + qr and let {yn }∞ n=−1 be a nontrivial solution of Eq(9.17) γ yn .17) also possesses the unique positive equilibrium y= p+1−r . r r r (1 + yn + ryn−1 ) 2 9. r + (1 + q)y Hence zero is always an equilibrium point and when p + 1 > r. Here we make some simple observations about linearized stability.1 and Theorem 1.18) The following theorem is a consequence of Theorem 1. The equilibrium points of Eq(9. (9. γ q= B .1. r + qyn + yn−1 β . 3)-type Eq(9. γ This equation has not been investigated yet. C and r = A . . C n = 0. . and the convergence of solutions in certain regions of initial conditions. Then after the ﬁrst semicycle.3. 1. q+1 (9. The proof follows from the relation yn+1 − q q qr2 = ( − yn ) 3 . .

. The following result is a consequence of Theorem 1.3 Eq(9.20) holds there is a unique period-two solution and the values of φ and ψ are the positive roots of the quadratic equation t2 − (1 − p − r)t + p(1 − p − r) = 0. . q−1 . . . .1 βxn +γxn−1 A+Bxn +Cxn−1 159 (a) Assume that p + 1 ≤ r. Theorem 9.4.1. Then the positive equilibrium of Eq(9.1. The Case α = 0 : xn+1 = Theorem 9.17).19) Concerning prime period-two solutions for Eq(9. Then the zero equilibrium of Eq(9.17) about its positive equilibrium y is zn+1 − p − q + qr q−p+r zn − zn−1 = 0. ψ. Theorem 9.4. Furthermore when (9.17) has a prime period-two solution . . (b) Assume that p + 1 > r. .18) holds. if and only if (9.9. (p + 1)(q + 1) (p + 1)(q + 1) n = 0. Then the zero equilibrium of Eq(9.4. (9. . Furthermore the zero equilibrium is a saddle point when 1−p<r <1+p and a repeller when r < 1 − p. ψ.4. The linearized equation associated with Eq(9. it follows from Section 2.2 Assume that (9. φ. 1.17) is locally asymptotically stable when q + r < 3p + 1 + qr + pq. and unstable (a saddle point) when q + r > 3p + 1 + qr + pq. φ.5 that the following result is true.17) is unstable. .20) (9.17) is globally asymptotically stable.20) holds.

p+q−r q+1 when p = q 2 and q 2 + q > r where K > 0 is an arbitrary number and qr . qr p − q2 when q 2 < p ≤ q 2 + r and p + q > r. (2. q2 where K2 = when q 2 > p + qr. and q 2 + q ≤ r. K] when q 2 − qr ≤ p < q 2 and p + q ≤ r. and [0.160 Chapter 9. gives a list of invariant intervals for Eq(9. ((q − r)(q 2 − p))2 + 4p3 qr2 2pqr (q − r)(q 2 − p) + . which can be established by direct calculation. q2 pr −p (q − r)(p − q 2 ) − qr + [0. 3)-Type Equations 9. where K > 0 is an arbitrary number and pr .17) possesses the following invariant intervals: (a) 0. .17). K2 −p [0. when p > q 2 + r where ((r − q)(p − q 2 ) + qr)2 + 4q 3 r(p − q 2 ) 2q(p − q 2 ) . when q 2 − qr ≤ p < q 2 and p + q > r.1 Invariant Intervals The following result.4. Lemma 9. K1 p − q2 K1 = (c) 0. (b) 0.4.1 Eq(9. K] when q 2 < p ≤ q 2 + r and p + q ≤ r. K] when p = q 2 where K > 0 is an arbitrary number.

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

Then every solution of Eq(9. for any K > 0.17) with initial conditions in the interval [0.17) with initial conditions in the invariant interval 0. together with the appropriate convergence theorem (from among Theorems 1. for any K > 0. y) = in each of the intervals in Lemma 9. Proof.1. converges to the equilibrium y.17) with initial conditions in the invariant interval 0.4.4. Then every solution of Eq(9. 2 q2 pr −p qr p − q2 q2 + q − r q+1 . K].17) with initial conditions in the invariant interval 0. (c) Assume that q 2 − qr ≥ p < q 2 and p + q > r. Then every solution of Eq(9. Then every solution of Eq(9. converges to the equilibrium y.2 Convergence of Solutions px + qy r + qx + y By using the monotonic character of the function f (x. Assume that p = q 2 and q 2 + q ≤ r. converges to the equilibrium y.1 and Theorem 1.17) with initial conditions in the interval [0. converges to the equilibrium y. K]. converges to the equilibrium y. Assume that q 2 − qr ≤ p < q 2 and p + q ≤ r.8.4. we can obtain some convergence results for the solutions with initial conditions in the invariant intervals. 3)-Type Equations 9. Then every solution of Eq(9.4.5-1.17): Theorem 9. 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 interval [0. the following results are true for Eq(9.162 Chapter 9. For example.4.4 (a) Assume that p = q 2 and q 2 + q > r.8). (2. Assume that q 2 + r ≥ p > q 2 and p + q ≤ r. K]. The proof is an immediate consequence of Lemma 9.4. for any K > 0.4.

Show that every positive solution of Eq(9. ∞). (ii) q ≥ 1.4.4. Show that every positive solution of Eq(9. Conjecture 9. ∞).5 Open Problems and Conjectures α. .3 Assume β. K1 p−q 2 3q 2 +q−qr+r .5.4. p−q 2 Proof. K2 converges to the equilibrium y.5. Proof. γ.4. Conjecture 9.2 Assume α.4. β. A. A.5. Conjecture 9.1 Assume Show that every positive solution of Eq(9. C ∈ (0. 1−q 163 and p ≤ Then every solution of Eq(9. The proof is a consequence of Lemma 9.5. 2 Theorem 9.9.11) with initial conditions in the invariant interval converges to the equilibrium y. (iii) q < 1 qr .5. ∞). γ. A.5 Assume that p > q2 + r and that one of the following conditions is also satisﬁed: (i) p ≤ q + r.1) has a ﬁnite limit. C ∈ (0.11) with initial conditions in the invariant interval qr . 2 9. B. Open Problems and Conjectures Theorem 9. Then every solution of Eq(9. C ∈ (0. B. The proof is an immediate consequence of Lemma 9.4.20) is not satisﬁed.1 and Theorem 1.6 Assume that q 2 > p + qr and that Condition (9.6.1 and Theorem 1.3) is bounded.2) is bounded. B.

∞) with x−1 + x0 > 0 and that β. n=−1 Open Problem 9. Open Problem 9. 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. Extend and generalize. n=−1 Open Problem 9.164 Conjecture 9.2) is globally asymptotically stable. Conjecture 9. ∞) and suppose that Eq(9. γ.3) has no prime period-two solutions. and for these initial points investigate the long-term behavior of the solutions {xn }∞ . (2. C ∈ (0. C ∈ (0. A.2 Determine the set G of all initial points (x−1 .3) is globally asymptotically stable. Show that the positive equilibrium of Eq(9. ∞). Extend and generalize. Show that the positive equilibrium of Eq(9. B. 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 }∞ .1 Determine the set G of all initial points (x−1 .5.2) has no prime period-two solutions. B. 3)-Type Equations α.3 Determine the set G of all initial points (x−1 . and for these initial points investigate the long-term behavior of the solutions {xn }∞ .5 Assume that x−1 . x0 ∈ [0. A. x0 ) ∈ R × R through which the equation 1 + xn−1 xn+1 = 1 + xn + xn−1 is well deﬁned for all n ≥ 0.4 Assume Chapter 9.5.5.5. n=−1 .5. γ.

. φ. 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 . .5. Conjecture 9.7 Assume that (9. ψ.23) pn yn + yn−1 . 1.17). Investigate the global character of all positive solutions of Eqs(9. . ψ.12) holds.5. n = 0.20) holds. ψ.5. .5 Assume that {pn }∞ . Open Problem 9. {qn }∞ . {qn }n=0 . . . 1 + yn + rn yn−1 pn + qn yn−1 . ψ. n = 0. . and {rn }∞ are period-two sen=0 n=0 quences of nonnegative real numbers. φ. φ.4 Assume that {pn }∞ . φ. .6 Assume that (9. . . of Eq(9. . Show that the period-two solution .5. . Open Problem 9. . φ. of Eq(9. φ. ψ. p = lim pn . Open Problems and Conjectures 165 Open Problem 9. . . Investigate the basin of attraction of the two cycle . 1 + yn + rn yn−1 n = 0.5. . ψ. . 1. . lim and r = n→∞ rn .21)-(9. and {rn }∞ are convergent sen=0 n=0 n=0 quences of nonnegative real numbers with ﬁnite limits. . rn + qn yn + yn−1 ∞ Open Problem 9.11).17) is locally asymptotically stable. Extend and generalize.22) (9. .9. .23). .20) holds. of Eq(9. (9. .21) (9. . . . n→∞ q = n→∞ qn . Investigate the basin of attraction of the two cycle . . 1.5. . .6 Assume that (9.

3.8 Assume that p. 1. . Investigate the global behavior of all positive solutions of each of the following diﬀerence equations: p + qyn (9. ∞) and Chapter 9. . .25) (9. 1 + yn + ryn−k yn+1 = yn+1 = p + qyn−k . r + qyn + yn−k n = 0. . . . 1. .}. . . . n = 0. 1 + yn + ryn−k pyn + yn−k . 3)-Type Equations k ∈ {2. n = 0.26) . r ∈ [0.166 Open Problem 9. q. . (9.5.24) yn+1 = . (2. . . 1.

1) (10. n = 0. . A (10. (10. xn+1 = n = 0. . the initial conditions are nonnegative. A + Cxn−1 Eq(1) contains the following three equations of the (3. A n = 0. and the denominators are always positive. . . . A + Bxn α + βxn + γxn−1 . (10. 1. 1. 2)-type Eq(10. .2 The Case C = 0 : xn+1 = A yn B α+βxn +γxn−1 A+Bxn This is the (3. 2)-type: xn+1 = xn+1 = and α + βxn + γxn−1 . . . . A2 q= β . . . 2)-Type Equations 10.Chapter 10 (3.2) 10.1 Introduction α + βxn + γxn−1 .4) and r = 167 . 1. 1 + yn αB .3) Bxn + Cxn−1 Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. . n = 0.1) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + qyn + ryn−1 . 1. . γ .

2.4) is globally asymptotically stable.7. (c) Assume that r > q + 1. (b) Assume that r < q + 1. 2)-Type Equations (Eq(10. (10.) The linearized equation of Eq(10.7. .4) converges to a period-two solution.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. Then Eq(10.1 we see that y is locally asymptotically stable when r <1+q and is an unstable (saddle point) equilibrium when r > 1 + q. . in Section 2. Then the equilibrium of Eq(10.1.2.6) (10. for a more general equation.1 (a) Assume that r = q + 1. See Sections 2. 2 (1 + y) 1+y n = 0.2.7) (10.4) exhibit the following trichotomy character.4) was investigated in [29]. Theorem 10. By applying the linearized stability Theorem 1. Then every solution of Eq(10.2. 1.1 are given in Sections 10.2.1 and 10.168 Chapter 10. The proofs of parts (b) and (c) of Theorem 10. (3.5 and 2.4) possesses unbounded solutions.5) . The proof of part (a) of Theorem 10. .1 was given.2 below.4) possesses prime period-two solutions. . When r =q+1 Eq(10. The main result in this section is that the solutions of Eq(10.

2.4) is attracted to the equilibrium.12) (10. .4) is globally asymptotically stable.2. .4) satisfy the following identity yn+1 − q = Note that when q= that is when p + qr − q = 0 the Identity (10.6) holds and we prove that the equilibrium of Eq(10. (1 + q) + zn n = 1. The Case C = 0 : xn+1 = α+βxn +γxn−1 A+Bxn 169 10.11) q−p r yn−1 − 1 + yn r q−p r for n ≥ 0. We know already that when Eq(10.5 and therefore the proof is complete when (10. 1 + yn p <1 q (10.6) holds the equilibrium is locally asymptotically stable so it remains to be shown that every solution of Eq(10.2. Observe that (p − q) + ryn−1 yn+1 = q + . 1. . .8) which is of the form of the (2.23) which was investigated in Section 6. 1 + yn and so when p≥q we have yn ≥ q Therefore the change of variables yn = q + zn transforms Eq(10. 2)-type Eq(6. Now observe that the solutions of Eq(10.10) reduces to yn+1 − q = Also in this case 0<r =1− r (yn − q) for n ≥ 0. So in the remaining part of the proof we assume that p < q. (10. (10. n = 0.10) . (10. .10.4) to the diﬀerence equation zn+1 = (p + rq − q) + rzn−1 .1 Here we assume that Eq(10.1 Proof of Part (b) of Theorem 10.8) holds. .9) for n ≥ 1.

2)-Type Equations |yn+1 − q| < r|yn+1 − q| and so n→∞ lim yn = q which completes the proof when (10. (10.17) holds is similar and will be omitted. Then we can see from (10. To complete the proof in this case it is suﬃcient to show that eventually (10. (10. (10.10). q−p r q−p r for n ≥ 0 for n ≥ 0.15) yn ≥ q and then use the known result for Eq(10. note that now q−p <q r and employ (10.17) q−p r for some N ≥ 0. It follows from (10.12) that Chapter 10.13) (10.13) holds.170 and the equilibrium of Eq(10. We will assume that (10. To this end. If (10.10) that y2n+2 − q = and so y2n+2 > ry2n + p for n ≥ 0.16) holds.4) is equal to q. The case where (10.9).14) First assume that (10.15) is not eventually true then either y2n < or y2n−1 < This is because when yN −1 > then it follows from (10. (3. Still to be considered are cases where p + qr − q > 0 and p + qr − q < 0.16) (10.11) holds.10) that yN +1+2K > q for all K ≥ 0.18) q−p q−p r y2n − > r y2n − 1 + yn+1 r r .

Now we claim that every solution of Eq(10.10) we see that y2n+2 − q = and so y2n+2 < ry2n + p for n ≥ 0. The case where (10. . To this end assume for the sake of contradiction that the solution is not eventually in the interval 0.16) and (10. Once we establish this result. Then one can see from (10. the proof that the r equilibrium is a global attractor of all solutions would be a consequence of Theorem 1. . y) = p + qx + ry 1+x is increasing in both arguments.18) that q−p > y2n+2 > rn+1 y0 + rn p + .19) holds.10. y2n−1 > (10. because by (10.4.20) r We will assume that (10. The Case C = 0 : xn+1 = α+βxn +γxn−1 A+Bxn 171 This is impossible when r ≥ 1. r 1−r This contradicts (10. + rp + p r and so p q−p ≥ r 1−r which contradicts (10. when r < 1.19) r or q−p for n ≥ 0. q−p . r that either q−p y2n > for n ≥ 0 (10.4) lies eventually in the interval 0.16) the solution is bounded. q−p .13) and completes the proof when (10. Note that in this case r < 1 and so q−p < y2n+2 < rn+1 y0 + rn p + .20) holds is similar and will be omitted. + rp + p r which implies that p q−p ≤ . .13) holds. Next assume that (10.2. q−p r q−p < r y2n − y2n − 1 + y2n+1 r r . .8 and the fact that in this case the function f (x.10) and r the fact that now q−p q< . On the other hand. Then from (10.1.14) holds. it follows from (10.14) and completes the proof of part (b) of Theorem 10.2.

A n = 0. 1.2. γ .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. That is when y−1 .4) to Eq(10. A (10.2) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + qyn + ryn−1 .4) possesses bounded solutions which in fact converge to the equilibrium of Eq(10. the equilibrium of Eq(10. . . 10.9) and the conclusion of part (c) follows from Section 6. ∞). It should be mentioned that when (10. (3. 2)-Type Equations 10. A2 and r = . . To this end observe that yn+1 = q + q p + r(yn−1 − r ) 1 + yn for n ≥ 0 and so when (10.21) αC .172 Chapter 10.7) holds.7) holds the interval [q. ∞) is invariant. y0 ∈ [q. 1 + yn−1 q= β . More speciﬁcally the solutions of Eq(10. in addition to unbounded solutions.4) possesses unbounded solutions.7) holds and show that Eq(10.1 Here we assume that (10.4). then yn ≥ q Now the change of variables yn = q + zn transforms Eq(10. 2)-type Eq(10.2 Proof of Part (c) of Theorem 10.2.5 for appropriate initial conditions y−1 and y0 . Eq(10. have the property that the subsequences of even terms converge to ∞ while the subsequences of odd terms converge to q.4) is a saddle point and so by the stable manifold theorem.3 The Case B = 0 : xn+1 = A yn C α+βxn +γxn−1 A+Cxn−1 This is the (3.

which can be established by direct calculation.21) possesses the following invariant intervals: (a) 0.3.1 Invariant Intervals The following result. (b) 0.10. . and r. 1. p 1−q when q < 1 and p ≥ r. . . Observe that (p − r) + qyn . yN +1 ∈ I then yn ∈ I for n ≥ N. Recall that I is an invariant interval. . n = 0. 10. for some integer N ≥ 0. 1. yn+1 = r + 1 + yn−1 and so when p≥r Global Stability When p ≥ r . gives a list of invariant intervals for Eq(10. . yN . The linearized equation of Eq(10.1 Eq(10. Lemma 10. and convergence of solutions in certain regions of initial conditions. 10.2 Here we discuss the behavior of the solutions of 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. r−p q when q < 1 and p ≥ r(1 − q). .21) about its positive equilibrium y= is zn+1 − q+r−1+ (q + r − 1)2 + 4p 2 q p − r + qy zn = 0. invariant intervals.3. q. zn + 1+y (1 + y)2 n = 0. . if whenever. The Case B = 0 : xn+1 = α+βxn +γxn−1 A+Cxn−1 173 This equation has not been investigated yet.3.21) when p ≥ r. By applying Theorem 1.1.21).3.

Then the following statements are true. . (b) The positive equilibrium of Eq(10. 2)-type Eq(6.21) with initial conditions in the invariant interval 0.3. 2.2 (a) Assume that q < 1 and r ≥ p .3 Convergence of Solutions Here we discuss the behavior of the solutions of Eq(10.21) when p < r.3. Theorem 10. 1−q Then every solution of Eq(10. 10.174 yn ≥ r Therefore the change of variables yn = r + zn transforms Eq(10. (3. (a) Every positive solution of Eq(10. The following result is now a consequence of the above observations and the results in Section 6.3. converges to the equilibrium y. 2)-Type Equations for n ≥ 1.21) is bounded. which is of the form of the (2.21) is globally asymptotically stable if one of the following conditions holds: (i) q < 1.3.2) which was investigated in Section 6. . (ii) q≥1 and either p + qr − r ≤ q or q < p + qr − r ≤ 2(q + 1). (1 + r) + zn−1 Chapter 10.1 Assume p ≥ r. n = 1.21) to the diﬀerence equation zn+1 = p + qr − r + qzn .3. . Theorem 10. r−p q .

22) β .8. y) increases in both x and y.4 The Case A = 0 : xn+1 = γ yn C α+βxn +γxn−1 Bxn +Cxn−1 This is the (3. It is easy to check that y ∈ 0. γ and r = .1 we see that when y−1 . r−p . r−p q q for all n ≥ 0. 1−q and p < r < Then every solution of Eq(10.3) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= r + pyn + yn−1 . 2)-type Eq(10. then yn ∈ r−p .1 we see that when y−1 .3. Proof. γ2 (10. The Case A = 0 : xn+1 = (b) Suppose that either or Set α+βxn +γxn−1 Bxn +Cxn−1 175 0≤q−1<r q<1 and p < r p .4. y0 ∈ 0. .K q pq + r2 − pr . The result is now a consequence of Theorem 1. C n = 0.K q and that in the interval .10.K q converges to the equilibrium y. It is easy to check that y ∈ r−p . αC . .21) with initial conditions in the invariant interval r−p . qyn + yn−1 q= B . .K q the function f (x.K q r−p . r−p and that in the interval 0. The result is now a consequence of Theorem 1.4.4. r−p . K= q + r − p − q2 (b) In view of Lemma 10. then yn ∈ 0. 1.5. y0 ∈ for all n ≥ 0. (a) In view of Lemma 10. r−p q q the function f (x. 2 10.3. y) increases in x and decreases in y.

(10. ψ. .25) Furthermore in this case the prime period-two solution . (q + 1)(r + (p + 1)y) (q + 1)(r + (p + 1)y) n = 0. . .176 Chapter 10. Concerning prime period-two solution. Here we make some simple observations about linearized stability. . φ.23) is strict and Condition (10. it follows from Section 2. (3. q−1 .1. the inequality in (10. 2)-Type Equations This equation has not been investigated yet. The second condition reduces to q > pq + 1 + 3p. . ψ. . and the convergence of solutions in certain regions of initial conditions. . invariant intervals. 1. as in Section 6.9. When r = 0. The linearized equation of Eq(10.1 we see that y is locally asymptotically stable when either q ≤ pq + 1 + 3p or q > pq + 1 + 3p and F where F (u) = (q + 1)u2 − (p + 1)u − r.23) It is interesting to note that the above condition for the local asymptotic stability of y requires the assumption that r > 0. .24) 2r q − pq − 1 − 3p >0 (10. 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. (10. . (1 + p) + (1 + p)2 + 4r(1 + q) 2(1 + q) By applying Theorem 1. φ.24) is void. .22) about its positive equilibrium y= is zn+1 − (p − q)y − qr (p − q)y + r zn + zn−1 = 0. q > 1 and 4r < (1 − p)(q − pq − 3p − 1).5 that a period-two solution exists if and only if p < 1.

y) = is decreasing in both arguments. r + px + y qx + y (b) Clearly the function f (x. p−q and (10. r q−p r . and p < q. p−q q (c) 1.1 Invariant Intervals Here we present some results about invariant intervals for Eq(10.4. (b) p qr . y) ≤ f (a.21). Lemma 10. (a) It is easy to see that when p = q the function f (x.26) when p > q and p2 − pq < r. a) = ≤ b.4. p > q. q2 when p > q and when p < q < p + r. b] when p = q a and b are positive numbers such that r + (p + 1)a ≤ (q + 1)ab ≤ r + (p + 1)b.10. Hence a≤ r + (p + 1)b r + (p + 1)a = f (b. y) is decreasing in both arguments when y < qr is increasing in x and decreasing in y for y ≥ p−q . (q + 1)b (q + 1)a qr . q2 p2 − pq > r.21) possesses the following invariant intervals: (a) [a. . The Case A = 0 : xn+1 = α+βxn +γxn−1 Bxn +Cxn−1 177 10. q p−q qr p .1 Eq(10.1 q−p Proof.4. when q > p + r. b) ≤ f (x. First assume that p > q and p2 −pq q2 and it < r. We consider the cases where p = q.

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

4.4.2 Convergence of Solutions Here we obtain some convergence results for Eq(10.5. and r <1 q−p 2 10. 2 . Proof. and that Condition (10. The proof is an immediate consequence of Lemma 10. b]. The proof is an immediate consequence of Lemma 10.10.4. Theorem 10. q2 and that either p≤1 or p > 1 and (q − 1)[(p − 1)2 (q − 1) − 4q(1 − p − qr)] ≤ 0.4. 2 Theorem 10.1 and Theorem 1. q2 Then every solution of Eq(10.2 Assume that p > q.22) with initial p qr .22) with initial conditions in the invariant interval converges to the equilibrium y.1 and Theorem 1.4. where 0 < a < b satisfy (10.26) converges to the equilibrium y. p−q q Proof.4.4.3 Assume that p < q. qr p .22) with initial conditions in the invariant interval r .1 and Theorem 1. r < p2 −pq . Then every solution of Eq(10. q−p Proof.4. The Case A = 0 : xn+1 = The inequalities α+βxn +γxn−1 Bxn +Cxn−1 179 (p + r)(q − p) + r r ≥ q(q − p) + r q−p follow from the inequality q > p + r.25) is not satisﬁed.4. q−p converges to the equilibrium y. p + r < q. The proof is an immediate consequence of Lemma 10.22) with initial conditions r in the invariant interval 1. 1 converges to the equilibrium y.1 (a) Assume that p = q.22) with initial conditions in the invariant interval [a.4.7. Then every solution of Eq(10. Then every solution of Eq(10.4. (c) Assume that p < q < p+r. Then every solution of Eq(10.6.22). 2 Theorem 10. (b) Assume that p > q and r > p2 −pq . q p−q conditions in the invariant interval converges to the equilibrium y.

Conjecture 10. φ.1 We know that every solution {yn }n=−1 of Eq(10.180 Chapter 10. (a) Determine the set of initial conditions y−1 and y0 for which φ = ψ.5. y0 ) ∈ B. . (10. if and only if r = 1 + q. φ.2 Assume r > q + 1.4) converges to a not necessarily prime period-two solution .27) is a prime period-two solution of Eq(10.27). . and for these initial points investigate the long-term behavior of the corresponding solution: 1 + xn + xn−1 xn+1 = (10.5.1 Every positive solution of Eq(10. y0 ) ∈ (0. Investigate the asymptotic behavior of {yn }n=−1 . Determine the set of initial conditions y−1 and y0 for which {yn }∞ n=−1 converges to (10. (a) Find the set B of all initial conditions (y−1 .30) xn+1 = xn + xn−1 Extend and generalize. ψ.5. (3. . .27) (b) Assume (10.5 Open Problems and Conjectures ∞ Open Problem 10. 2)-Type Equations 10. ∞) such that the ∞ solutions {yn }n=−1 of Eq(10.5.3 For each of the equations listed below. x0 ) ∈ R × R through which the equation is well deﬁned for all n ≥ 0. . (10. . ∞ (b) Let (y−1 . determine the set G of all initial conditions (x−1 . Open Problem 10.29) 1 + xn−1 1 + xn + xn−1 .28) 1 + xn 1 + xn + xn−1 xn+1 = (10.4) are bounded. Open Problem 10.4). ∞) × (0.21) converges to the positive equilibrium of the equation. . ψ.

(10.32) (10. 1 + yn−1 rn + pn yn + yn−1 . .5.33). is locally asymptotically stable. . q. qn yn + yn−1 n = 0. the equilibrium y is a saddle point. 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 .5. p = lim pn . and {rn }∞ are period-two sen=0 n=0 n=0 quences of nonnegative real numbers. . 1 + yn pn + qn yn + rn yn−1 .22) (a) Local stability of the positive equilibrium implies global stability. (d) The period-two solution of Eq(10. when it exists.22) has no prime period-two solutions the equilibrium y is globally asymptotically stable. n→∞ q = n→∞ qn .22) possesses a period-two solution.22). lim lim and r = n→∞ rn . 1. ∞).5. . and {rn }n=0 are convergent sen=0 n=0 quences of nonnegative real numbers with ﬁnite limits. 1. . .10. Then the following statements are true for Eq(10.5 Assume that {pn }∞ . 181 (b) When Eq(10. . {qn }∞ . ∞ Open Problem 10. 1.2 Assume that p. . Open Problems and Conjectures Conjecture 10. n = 0. (c) When Eq(10.4 Assume that {pn }∞ . .5.31)-(10. Investigate the global character of all positive solutions of Eqs(10.33) Open Problem 10. {qn }∞ . r ∈ (0. .31) yn+1 = yn+1 = n = 0. . but not globally. (10. Extend and generalize.

r ∈ [0.35) (10.}. . . (10. 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 . q. 3. . 2)-Type Equations p. . ∞) and k ∈ {2.5. .36) . . . (3.6 Assume that Chapter 10. . 1 + yn p + qyn + ryn−k . . 1.182 Open Problem 10. n = 0. 1 + yn−k p + qyn + ryn−1 . qyn + yn−k n = 0. . 1. . . . n = 0. 1.34) (10.

2) . . The linearized equation about x is (see Section 2. A + Bxn + Cxn−1 n = 0.1) Please recall our classiﬁcation convention in which all coeﬃcients of this equation are now assumed to be positive and the initial conditions nonnegative. 11. .1) has a unique equilibrium which is the positive solution of the quadratic equation That is. x= β+γ−A+ (A − β − γ)2 + 4α(B + C) 2(B + C) .1 Linearized Stability Analysis (B + C)x2 − (β + γ − A)x − α = 0. . 3)-type equation xn+1 = α + βxn + γxn−1 . This equation has not been investigated yet.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. . . − z 2 + α(B + C) + (B + C)(A + β + γ)x n−1 A A2 183 n = 0. . (11. Eq(11. and the convergence of solutions in certain regions of initial conditions. invariant intervals. . (11.3) zn+1 − (βA − Bα) + (βC − Bγ)x zn + α(B + C) + (B + C)(A + β + γ)x (γA − Cα) − (βC − γB)x = 0. . 1. 1. Here we make some simple observations about linearized stability.

then clearly fx = M = βC − γB. is discussed in Section 2. 2 (A + Bx + Cy) (A + Bx + Cy)2 Recall that an interval I is an invariant interval for Eq(11. (11. yN .2 Invariant Intervals Here we obtain several invariant intervals for Eq(11. and α < (γ − β − A)[B(γ − β − A) − C(γ + 3β − A)] .5. Eq(11.14).4. ψ.6.1). y) = is increasing or decreasing in x and y.31) and (2. φ. Conditions (2. yN +1 ∈ I then for some integer N ≥ 0.1) has a prime period-two solution . when (11. B > C. that is.184 Chapter 11. see Section 2. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 The equilibrium x is locally asymptotically stable if Conditions (2. . . (2. φ. φ.5-1.13). ψ.1) by testing whether the hypotheses of one of the four Theorems 1.4) The local asymptotic stability of the two cycle 11.3). (11. . .4. These intervals are derived by analyzing the intervals where the function f (x. φ. γ > β+A. if. ψ. yn ∈ I . . . If we set L = βA − αB. C C(B − C) . . and N = γA − αC α + βx + γy A + Bx + Cy L + My N − My and fy = . . 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. . .8 are satisﬁed.32) are satisﬁed.3) 4C 2 Furthermore.1) if whenever. Once we have an invariant interval for Eq(11. The (3. .15) are satisﬁed. and (2. for n ≥ N. .1) then we may be able to obtain a convergence result for the solutions of Eq(11. ψ.

≥ > βC − γB A B C γA−αC Then 0. B+C βC − γB α β+γ Then A . A is an invariant interval for Eq(11.1) and in this interval the function f (x. A is an invariant interval for Eq(11. < < < B C A βC − γB α Then 0. (vii) Assume that α β γ = > . B+C is an invariant interval for Eq(11.2. C 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. Invariant Intervals Lemma 11.2.1) and in this interval the function f (x. (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. (ii) Assume that β γ α > > B C A and γ N ≤ . y) is decreasing in both variables. (vi) Assume that β γ α γA − αC . (v) Assume that α β γ γA − αC > . βC−γB is an invariant interval for Eq(11. y) is increasing in both variables. y) is increasing in both variables. .1 (i) Assume that β α γ = > . y) is decreasing in both variables. B is an invariant interval for Eq(11. C B A β α Then B .1) and in this interval the function f (x. A B C α Then 0. A is an invariant interval for Eq(11.11. (iv) Assume that β α γ = < . y) is increasing in both variables. C M α γ Then A .1) and in this interval the function f (x. C B A 185 α β Then A . y) is decreasing in both variables.

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

for every x. Thus assuming B+C ≤ − M . y) ≤ f (0. u) ≥ β+γ β = . α = f (0.2. In β+γ L L addition. A M γ β α (vi) The condition A > C > B is equivalent to M < 0. γ β α (iv) The condition C = B < A is equivalent to M = 0 and L < 0. α L ≤− . A . L < 0. 0) = L for all x. this function α N N is decreasing in y for x < M . 0) = . B+C . ≤ f (x. In addition. y) ≤ f (0. Thus. Invariant Intervals 187 γ β α (iii) The condition C > B > A is equivalent to M < 0 and L > 0. − M .11. which in turn imply that N < 0. we obtain 0 ≤ f (x. 0) = α for all x. for every y. y) ≤ f A for all x. A . in this case the function f is decreasing in y. for every y. α . Thus. u) is decreasing and consequently f (u. Thus. in this case the function f is decreasing in x. we obtain 0 ≤ f (x. which in turn imply that N > 0. Thus assuming A ≤ − M . y ∈ 0. Thus. which imply that N < 0. y ∈ 0. In addition. we obtain. α L L this function is decreasing in x for y < − M . in this case the function f is decreasing in both variables for all values of x and y and α α β α ≤f . A B+C β+γ β+γ . Thus assuming A ≤ M . B+C B β γ α (v) The condition A > B > C is equivalent to M > 0 and L < 0. 0) ≤ f (x. and N < 0. in this case the function f is increasing in y. y ∈ α β+γ . this function is increasing in x for y < − M . B+C B+C ≤ β+γ . 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.

. 0 ≤ f (x. 0 ≤ f (x.0 = . A A β γ α (viii) The condition B > A > C is equivalent to M > 0. which in turn imply that N > 0.0 = . β β . and N < 0. v) ≤ = lim f (0. y ∈ 0. C γ β α (x) The condition B < A ≤ C is equivalent to M < 0. Using this we obtain. in this case the function f is decreasing in x and increasing in y for all values of x and y. Thus. y) ≤ f 0. C v→∞ for all v. Thus. A . which in turn imply that N < 0. Using this we obtain. Here we use the fact that the function f (0. y) ≤ f α for all x. y) < f β for all x. y) < f 0. and N ≥ 0. 0 ≤ f (x. L < 0. in this case the function f is increasing in x and decreasing in y for all values of x and y. in this case the function f is increasing in x and decreasing in y for all values of x and y. α α . γ C ≤ γ . γ C = γ . y ∈ 0. C . v) is increasing in v when N > 0 and so γ f (0. γ for all x. L > 0. Using this we obtain. y ∈ 0. in this case the function f is increasing in x and decreasing in y for all values of x and y. 0 ≤ f (x. Thus. The (3.188 Chapter 11. y ∈ 0. Thus. B B β γ α (ix) The condition A = B < C is equivalent to M < 0 and L = 0. B . 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. 2 The next table summarizes more complicated invariant intervals with the signs of the partial derivatives fx and fy . C . v). C γ for all x. Using this we obtain.

C ] αM −L(β+γ) αM −L(β+γ) L L [ AM −L(B+C) .4. − M ] if AM −L(B+C) < − M αM −βL+γM L L [− M . − 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. Convergence Results 189 Case 1 2 3 4 5 6 7 8 9 Invariant intervals αM +(β+γ)N N [0. [0.3.3 Convergence Results The following result is a consequence of Lemma 11.11. fy < 0 if x < M αM +(β+γ)N αM +(β+γ)N N [ AM +(B+C)N . B ] γ [0. . 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. 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 . M ] if AM +(B+C)N < αM +βK+γN N N [ M .1 and Theorems 1.3. . K3 ] if AM −BL+CMK > − M K α [0.4. M ] if AM +(B+C)N < N [ M . . n→∞ .1). Theorem 11. fx < 0 if y < − M fy < 0 fx < 0 fy < 0 fx < 0 N N fy > 0 if x > 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 .8.2.5-1.1 Let {xn } be a solution of Eq(11. K2 ] if BM K+AM −γL > − M −CL β+γ−A+ β [0. K1 ] β−A+ Signs of derivatives N M [0. A ] √ L L fx > 0 if y < − M . fx < 0 if y > − M fy > 0 fx > 0 fy < 0 fx < 0 fy > 0 L L fx > 0 if y > − M .

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

1 (vii) and (viii) respectively. . The proofs of statements (vii) and (viii) follow by applying Lemma 11. x0 ∈ 0. C 191 Proof.2.2.4. γ . M = f (M.2 Assume that γ β α < min .3.1 (ix) and (x) respectively. α γ β < ≤ B A C and x−1 .1 (iv-vi) and Theorem 1.3 to Eq(11.6.1 Global Stability Theorem 1.8. By applying Theorem 1.3.5.4.1) does not possess a prime period-two solution. Theorem 1. The proofs of statements (i-iii) follow by applying Lemma 11.4.3) is not satisﬁed. The proofs of statements (iv-vi) follow by applying Lemma 11.2.3) is not satisﬁed. M ). m= α + βm + γM .4.4.11. The proofs of statements (ix) and (x) follow by applying Lemma 11.2. and by observing that Eq(11. C and x−1 . C B A Then the equilibrium x of Eq(11. that is.4. 2 11.2 and linearized stability imply the following global stability result: Theorem 11. x0 ∈ 0.7. Theorem 1. and by observing that the only solution of the system of equations m = f (m. Convergence Results (ix) Condition (11. A + Bm + CM M= α + βM + γm A + BM + Cm is m = M .1 (i-iii) and Theorem 1.1) we obtain the following global asymptotic result. . m). γ .3.1) is globally asymptotically stable. β γ α = < A B C (x) Condition (11.

∞).192 Chapter 11. .1 Assume Show that every positive solution of Eq(11. C ∈ (0. αB > βA. γ. B. and 3γB ≥ βC ≥ γB. ∞) and that Eq(11. B.3 Assume α. A. Then the equilibrium x of Eq(11.4. The following global stability result is a consequence of linearized stability and the Trichotomy Theorem 1.1) is globally asymptotically stable.4 Open Problems and Conjectures α. Show that every positive solution of Eq(11. and γA > αC. β. βA ≥ αB. Then the equilibrium x of Eq(11.2 Assume α. Conjecture 11.1) has a positive prime period-two solution.4. (b) Assume that αB ≥ βA. Conjecture 11. ∞) and that Eq(11. B. β.4. γ. Then the equilibrium x of Eq(11. A. γA ≥ αC.4.1) is globally asymptotically stable. 11. Theorem 11.1) is bounded. and 3βC ≥ γB ≥ βC. The (3.1) is globally asymptotically stable. Conjecture 11.1) converges to the positive equilibrium.3 Assume that B ≤ C.4.3. C ∈ (0. Show that the positive equilibrium of Eq(11.3. γ. C ∈ (0.1) is a saddle point and the period-two solution is locally asymptotically stable.1) has no positive prime period-two solution. β.4 (a) Assume that αC ≥ γA. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Theorem 11. γB > βC. A.

. Show that Eq(11.1 Assume {αn }n=0 . Open Problem 11. {Cn }∞ n=0 n=0 n=0 n=0 are convergent sequences of nonnegative real numbers with ﬁnite limits. (11.11.7) converges to a period-two solution. Obtain necessary and suﬃcient conditions so that every positive solution of Eq(11.6) holds.4. k ≥ 2. . Investigate the asymptotic behavior and the periodic nature of all positive solutions of the diﬀerence equation αn + βn xn + γn xn−1 . Open Problems and Conjectures Conjecture 11. Investigate the asymptotic behavior and the periodic nature of all positive solutions of Eq(11.4. . .7) is periodic with period-k.4.5 Assume that (11. {An }n=0 . In particular. γ. n = 0.4. . + ak xn−k . investigate the cases where 2 ≤ k ≤ 8. ∞) for i = 0. A. A + A0 xn + .6) holds. .6) Obtain necessary and suﬃcient conditions so that every positive solution of the equation xn+1 = has a ﬁnite limit. C ∈ (0.3 Assume that a. .4. . . . .4. n = 0. {γn }∞ .1) cannot have a prime period-k solution for any k ≥ 3. {Bn }∞ . . ai . 1. 1. ∞).2 Assume that the parameters in Eq(11. Open Problem 11. 1. . A. {βn }∞ . .4. 193 ∞ ∞ Open Problem 11. Obtain necessary and suﬃcient conditions so that every positive solution of Eq(11.7) Open Problem 11. β.4 Assume α.5) are period-two sequences of positive real numbers. . a + a0 xn + . B. + Ak xn−k (11.5) An + Bn xn + Cn xn−1 Open Problem 11. . Ai ∈ [0.4 Assume that (11.5). xn+1 = (11. k. .

The (3. (See [8]. Extend to equations with real parameters. 2. + xn−k + xn−k−1 xn−k−2 .5 Let k ≥ 2 be a positive integer.) Conjecture 11.194 Chapter 11. δ ∈ [0.) Conjecture 11. q ∈ [0.6 Let α. n = 0. Investigate the boundedness character. 1. n = 0. γxn xn−1 + δxn−2 Conjecture 11. . 1. . ∞) for i.8) converges to a period-two solution. n = 0. and [60]. γ.) αxn + βxn−1 xn−2 . . [47]. β.7 Assume that p.4. . .4.6 Let aij ∈ (0. + xn−k−2 converges to 1. j ∈ {1. (11. and the asymptotic behavior of all positive solutions of the diﬀerence equation xn+1 = (See [8] and [61].4. 1. ∞). . 3}. . . Show that every positive solution of the diﬀerence equation xn+1 = xn + . . 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 .4. Extend and generalize. . 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Open Problem 11. xn xn−1 + xn−2 + . . . ∞) with γ + δ > 0. the periodic nature. . . . (See [32] for the two dimensional case.

8 Assume that p ∈ (0. . (c) Show that when p>1+q the equation possesses positive unbounded solutions. (b) Show that when p<1+q every positive solution has a ﬁnite limit.) Conjecture 11. ∞). (a) Show that every positive solution of the equation xn+1 = xn−1 . 1. Open Problems and Conjectures (a) Show that every positive solution of the equation xn+1 = pxn−1 + xn−2 .11. converges to a period-two solution if p ≥ 1.9 Assume that p. (b) Show that when p<1 the positive equilibrium x = 1 1+p is globally asymptotically stable.4.4. . . . q + xn−2 n = 0. q ∈ [0. 195 converges to a period-two solution if and only if p = 1 + q. ∞). xn−1 + pxn−2 n = 0. 1.4. (See [62]. . . . Conjecture 11.

(ii) When p = 1 every positive solution converges to a period-ﬁve solution.) . 1. . . xn n = 0.11 Show that the diﬀerence equation xn+1 = p + xn−2 . . . .) Conjecture 11. (iii) When p < 1 there exist positive unbounded solutions. (See [62]. converges to a period-four solution. (See [62]. (See [62]. . converges to a period-two solution if and only if q = 1. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 (a) Show that every positive solution of the equation xn+1 = xn−1 + p .4.) Conjecture 11. 1. xn−2 + q n = 0. . xn−1 n = 0. (c) Show that when q<1 the equation possesses positive unbounded solutions. has the following trichotomy character: (i) When p > 1 every positive solution converges to the positive equilibrium. The (3. . 1.196 Chapter 11.4. .10 Show that every positive solution of the equation xn+1 = xn + xn−2 . (b) Show that when q>1 the positive equilibrium of the equation is globally asymptotically stable.

12 Show that every positive solution of the equation xn+1 = 1 + xn . Open Problems and Conjectures Conjecture 11. . .9) converges to the positive equilibrium? (c) Assume γ > β + δ + A. 1. . ψ.) ψ 1 1 φ . Then one can show that Eq(11.9) with nonnegative parameters and nonnegative initial conditions such that B + D > 0 and A + Bxn + Dxn−2 > 0 for n ≥ 0..4. n = 0. .9) converges to a period-two solution? (b) Assume γ < β + δ + A.10)..7 Consider the diﬀerence equation xn+1 = α + βxn + γxn−1 + δxn−2 . What other conditions are needed so that every positive solution of Eq(11. (11.9) has prime period-two solutions if and only if γ = β + δ + A. A + Bxn + Dxn−2 (11. 197 converges to a period-six solution of the form . what other conditions are needed so that every positive solution of Eq(11.10) (a) In addition to (11.9) possesses unbounded solutions? (See [6].4.4.11. .) . φ. . . . xn−1 + xn−2 n = 0. ∞). . (See [62]. where φ. 1. What other conditions are needed so that Eq(11.. . ψ ∈ (0. . . φ φ ψ ψ Open Problem 11.

1. (a) Show that when q=r every positive solution converges to a period-four solution. xn−2 n = 0. 1. . . 1. 1 + xn + xn−2 n = 0. . . xn 1 + xn−1 + xn−2 . . 1. .13 Show that every positive solution of each of the two equations xn+1 = and xn+1 = 1 + xn−1 + xn−2 . p + qxn + rxn−2 .15 Show that every positive solution of the equation xn+1 = xn−2 . converges to a period-two solution. The (3. (b) Show that when q>r every positive solution converges to the positive equilibrium. r ∈ (0.4. . (See [6].) Conjecture 11. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Conjecture 11. n = 0. .198 Chapter 11. . xn−1 n = 0. . . Conjecture 11. 1. xn−1 + xn−2 + xn−3 n = 0. . .14 Show that every positive solution of the equation xn+1 = 1 + xn−1 . . .4.4.) Conjecture 11. converges to a period-three solution. (See [6]. ∞) and q. converges to a period-two solution. ∞).4. .16 Consider the diﬀerence equation xn+1 = where p ∈ [0.

. xn n = 0. xn + xn−2 + xn−3 n = 0. .4. . xn−1 . xn−2 n = 0. . . Bk ∈ [0. 1.4. Obtain necessary and suﬃcient conditions on the parameters A and B0 . B1 . . A + B0 xn + . Bk so that every positive solution of the diﬀerence equation xn+1 = xn−k . . . xn−2 + xn−3 . 1. . . . Open Problems and Conjectures (c) Show that when q<r the equation possesses positive unbounded solutions. 1. . (See [6]. ∞) with i=0 Bi > 0. B1 . 1 + xn−3 . . . + Bk xn−k n = 0. . converges to a period-(k + 1) solution of this equation. Open Problem 11. . .) . . . . 1.) 199 Open Problem 11. 1 + xn + xn−3 n = 0. .11. B0 . . (See [62].8 Determine whether every positive solution of each of the following equations converges to a periodic solution of the corresponding equation: (a) xn+1 = (b) xn+1 = (c) xn+1 = (d) xn+1 = 1 + xn + xn−3 . . 1.9 Assume that k is a positive integer and that k A. .4.

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

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

b] for each z ∈ [a. Mi−1 ) and mi = f (mi−1 . and mi ≤ xk ≤ Mi Set m = lim mi i→∞ Appendix for k ≥ 3i + 1. m) and M = f (M. m) then m = M. In view of (b). b]. m. Now observe that for each i ≥ 0.0.1) has a unique equilibrium x ∈ [a. . b] for each x and y ∈ [a. Then Eq(A. . set Mi = f (Mi−1 . . (A. . M. b].1) converges to x. and is nonincreasing in z ∈ [a. M ) ∈ [a. m. y. from which the result follows. b] is a solution of the system m = f (m. . b] × [a. .2) Then M ≥ lim sup xi ≥ lim inf xi ≥ m i→∞ i→∞ and by the continuity of f . . mi−1 . M ) and M = f (M. b]3 → [a.202 Proof. . m = M = x. b] and every solution of Eq(A. ≤ mi ≤ . ≤ M1 ≤ M0 . . M. b] be an interval of real numbers and assume that f : [a. i→∞ and M = lim Mi . mi−1 ). 2 Theorem A. .2 Let [a. z) is non-decreasing in x and y ∈ [a. M ). (b) If (m. m = f (m. Set m0 = a and M0 = b and for i = 1. m0 ≤ m1 ≤ . b] is a continuous function satisfying the following properties: (a) f (x. ≤ Mi ≤ . 2. Mi−1 .

Now observe that for each i ≥ 0 a = m0 ≤ m1 ≤ . M ) ∈ [a. ≤ mi ≤ . 2. m) then m = M. . . Then (A. Mi ≤ . b] is a solution of the system M = f (M. set Mi = f (Mi−1 . y. m = f (m.1) has a unique equilibrium x ∈ [a. M ) and M = f (M. M. m. m. b] be an interval of real numbers and assume that f : [a. Set m0 = a and M0 = b and for each i = 1.1) converges to x. b]. M ) and m = f (m. m). b] × [a.Appendix Proof. b]. b] is a continuous function satisfying the following properties: (a) f (x. (b) If (m. b] for each x and z in [a. . . 2 Theorem A. b] and every solution of Eq(A.2) holds and by the continuity of f .3 Let [a. Then Eq(A. . . mi−1 . Mi−1 ). . b] for each z ∈ [a. mi−1 ) and mi = f (mi−1 . . . M. b]3 → [a.0. Therefore in view of (b) m=M from which the result follows. z) is non-decreasing in x and z in [a. and is nonincreasing in y ∈ [a. i→∞ and M = lim Mi . and mi ≤ xk ≤ Mi Set m = lim mi i→∞ 203 for k ≥ 3i + 1. M1 ≤ M0 = b. Mi−1 . .

1) converges to x. . . b] × [a. M1 ≤ M0 = b. Then (A. M ) Therefore in view of (b) m=M from which the results follows. Set m0 = a and M0 = b and for each i = 1. M. b]. b] be an interval of real numbers and assume that f : [a. . Now observe that for each i ≥ 0 a = m0 ≤ m1 ≤ . 2 and M = f (M. m) .1) has a unique equilibrium x ∈ [a. . (b) If (m. b] and is non-decreasing in y and z for each x. . Mi−1 ) and mi = f (mi−1 . Mi−1 . mi−1 . y.0. m. b] is a solution of the system M = f (m. z) is non-increasing in x for each y and z ∈ [a. Mi ≤ . . Then Eq(A. . b]3 → [a. .2) holds and by the continuity of f . M ) and m = f (M. 2. ≤ mi ≤ . m.4 Let [a. . . M ) ∈ [a. Theorem A. and mi ≤ xk ≤ Mi Set m = lim mi i→∞ Appendix for k ≥ 3i + 1.204 Proof. M. i→∞ and M = lim Mi . mi−1 ) . m) then m = M. m = f (m. y ∈ [a. b] is a continuous function satisfying the following properties: (a) f (x. set Mi = f (Mi−1 . b] and every solution of Eq(A.

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

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

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

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

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

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

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

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

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- Discrete Dynamical Systems
- NA16205.pdf
- Delay
- Paul C. Bressloff- Traveling waves and pulses in a one-dimensional network of excitable integrate-and-fire neurons
- BroadbandChaos Gauthier
- Aircraft Stability and Control
- Sliding Mode Controller Design for The Global Chaos Synchronization of Rucklidge Chaotic Systems
- Non-Solvable Ordinary Differential Equations With Applications, by Linfan Mao
- 0207707

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