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SECOND ORDER

RATIONAL DIFFERENCE

EQUATIONS

With Open Problems and Conjectures

CHAPMAN & HALL/CRC

DYNAMICS of

SECOND ORDER

RATIONAL DIFFERENCE

EQUATIONS

M. R. S. Kulenovi´c

G. Ladas

Boca Raton London New York Washington, D.C.

With Open Problems and Conjectures

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International Standard Book Number 1-58488-275-1

Library of Congress Card Number 20010370

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

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Library of Congress Cataloging-in-Publication Data

Kulenovi´ c, M.R.S. (Mustafa R.S.)

Dynamics of second order rational difference equations : with

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

p. cm.

Includes bibliographical references and index.

ISBN 1-58488-275-1

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

II. Title.

QA431 .K84 2001

515

′

.625—dc21 20010370

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

Contents

Preface ix

Acknowledgements xi

Introduction and Classiﬁcation of Equation Types 1

1 Preliminary Results 5

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2.7 Convergence to Period-Two Solutions When

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

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

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

3 (1, 1)-Type Equations 47

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

3.2 The Case α = γ = A = B = 0 : x

n+1

=

βx

n

Cx

n−1

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

3.3 The Case α = β = A = C = 0 : x

n+1

=

γx

n−1

Bx

n

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

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

v

vi Contents

4 (1, 2)-Type Equations 53

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

4.2 The Case β = γ = C = 0 : x

n+1

=

α

A+Bx

n

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

4.3 The Case β = γ = A = 0 : x

n+1

=

α

Bx

n

+Cx

n−1

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

4.4 The Case α = γ = B = 0 : x

n+1

=

βx

n

A+Cx

n−1

- Pielou’s Equation . . . . . . 57

4.5 The Case α = γ = A = 0 : x

n+1

=

βx

n

Bx

n

+Cx

n−1

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

4.6 The Case α = β = C = 0 : x

n+1

=

γx

n−1

A+Bx

n

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

4.7 The Case α = β = A = 0 : x

n+1

=

γx

n−1

Bx

n

+Cx

n−1

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

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

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

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

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

5 (2, 1)-Type Equations 69

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

5.2 The Case γ = A = B = 0 : x

n+1

=

α+βx

n

Cx

n−1

- Lyness’ Equation . . . . . . . 70

5.3 The Case β = A = C = 0 : x

n+1

=

α+γx

n−1

Bx

n

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

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

6 (2, 2)-Type Equations 77

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

6.2 The Case γ = C = 0 : x

n+1

=

α+βx

n

A+Bx

n

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

6.3 The Case γ = B = 0 : x

n+1

=

α+βx

n

A+Cx

n−1

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

6.4 The Case γ = A = 0 : x

n+1

=

α+βx

n

Bx

n

+Cx

n−1

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

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

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

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

6.5 The Case β = C = 0 : x

n+1

=

α+γx

n−1

A+Bx

n

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

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

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

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

6.6 The Case β = A = 0 : x

n+1

=

α+γx

n−1

Bx

n

+Cx

n−1

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

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

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

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

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

6.7 The Case α = C = 0 : x

n+1

=

βx

n

+γx

n−1

A+Bx

n

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

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

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

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

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

Contents vii

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

6.8 The Case α = B = 0 : x

n+1

=

βx

n

+γx

n−1

A+Cx

n−1

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

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

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

6.9 The Case α = A = 0 : x

n+1

=

βx

n

+γx

n−1

Bx

n

+Cx

n−1

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

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

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

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

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

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

7 (1, 3)-Type Equations 131

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

7.2 The Case β = γ = 0 : x

n+1

=

α

A+Bx

n

+Cx

n−1

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

7.3 The Case α = γ = 0 : x

n+1

=

βx

n

A+Bx

n

+Cx

n−1

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

7.4 The Case α = β = 0 : x

n+1

=

γx

n−1

A+Bx

n

+Cx

n−1

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

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

8 (3, 1)-Type Equations 137

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

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

9 (2, 3)-Type Equations 141

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

9.2 The Case γ = 0 : x

n+1

=

α+βx

n

A+Bx

n

+Cx

n−1

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

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

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

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

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

9.3 The Case β = 0 : x

n+1

=

α+γx

n−1

A+Bx

n

+Cx

n−1

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

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

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

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

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

9.3.5 Semicycle Analysis When pr = q +

q

2

r

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

9.4 The Case α = 0 : x

n+1

=

βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

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

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

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

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

viii Contents

10 (3, 2)-Type Equations 167

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

10.2 The Case C = 0 : x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

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

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

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

10.3 The Case B = 0 : x

n+1

=

α+βx

n

+γx

n−1

A+Cx

n−1

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

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

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

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

10.4 The Case A = 0 : x

n+1

=

α+βx

n

+γx

n−1

Bx

n

+Cx

n−1

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

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

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

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

11 The (3, 3)-Type Equation x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

183

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

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

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

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

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

A Global Attractivity for Higher Order Equations 201

Bibliography 211

Index 217

Preface

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

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

equations of the form

x

n+1

=

α + βx

n

+ γx

n−1

A +Bx

n

+Cx

n−1

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

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

−1

and x

0

are nonneg-

ative real numbers.

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

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

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

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

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

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

applications.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

various types of equations which comprise Eq(1).

Every chapter in this monograph contains several open problems and conjectures

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

ix

Acknowledgements

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

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

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

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

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

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

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

useful suggestions which helped to improve the exposition.

xi

To

Senada and Theodora

Introduction and Classiﬁcation of

Equation Types

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

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

equations of the form

x

n+1

=

α + βx

n

+ γx

n−1

A + Bx

n

+ Cx

n−1

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

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

ditions x

−1

and x

0

are arbitrary nonnegative real numbers such that

A + Bx

n

+ Cx

n−1

> 0 for all n ≥ 0.

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

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

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

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

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

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

applications.

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

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

several Open Problems and Conjectures which we believe will stimulate further

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

generalizations.

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

1. The Riccati diﬀerence equation when

γ = C = 0.

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

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

1

2 Introduction and Classiﬁcation

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

set F of all initial conditions x

0

∈ R through which the equation

x

n+1

=

α + βx

n

A + Bx

n

(2)

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

n

} of Eq(2) exists for all n ≥ 0,

if and only if x

0

/ ∈ F.

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

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

Section 1.6 for some results in this regard.

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

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

some light into this very diﬃcult problem.

An example of such a problem is the following:

Open Problem Find all initial points (x

−1

, x

0

) ∈ R×R through which the equa-

tion

x

n+1

= −1 +

x

n−1

x

n

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

2. Pielou’s discrete delay logistic model when

α = γ = B = 0.

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

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

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

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

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

x

n+1

= α + βx

n−1

e

−x

n

, n = 0, 1, . . .

and the rational equation

x

n+1

=

α + αx

n

+ βx

n−1

1 + x

n

, n = 0, 1, . . . .

See [24] and Sections 2.7 and 10.2.

3. Lyness’ equation when

γ = A = B = 0.

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

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

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

Introduction and Classiﬁcation 3

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

that every positive solution of the diﬀerence equation

x

n+1

=

α + x

n

x

n−1

, n = 0, 1, . . .

where α ∈ (0, ∞), is bounded.

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

whose dynamics have not been thoroughly established yet.

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

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

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

in the numerator and l positive parameters in the denominator.

For example the following equations

x

n+1

=

x

n

x

n−1

, n = 0, 1, . . .

x

n+1

=

α + βx

n

γ + x

n−1

, n = 0, 1, . . .

x

n+1

=

1 + x

n

x

n−1

, n = 0, 1, . . .

x

n+1

=

βx

n

+ γx

n−1

A + Bx

n

+ Cx

n−1

, n = 0, 1, . . .

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

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

9 equations of type (1, 1)

9 equations of type (1, 2)

9 equations of type (2, 1)

9 equations of type (2, 2)

3 equations of type (1, 3)

3 equations of type (3, 1)

3 equations of type (2, 3)

3 equations of type (3, 2)

1 equation of type (3, 3).

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

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

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

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

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

challenge for further investigation.

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

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

Research Problems and Conjectures related to this equation and its functional

generalization.

Chapter 1

Preliminary Results

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

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

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

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

and [68].

1.1 Deﬁnitions of Stability and Linearized Stability

Analysis

Let I be some interval of real numbers and let

f : I ×I →I

be a continuously diﬀerentiable function.

Then for every set of initial conditions x

0

, x

−1

∈ I, the diﬀerence equation

x

n+1

= f(x

n

, x

n−1

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

has a unique solution {x

n

}

∞

n=−1

.

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

x = f(x, x);

that is,

x

n

= x for n ≥ 0

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

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

5

6 Chapter 1. Preliminary Results

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

exists δ > 0 such that for all x

0

, x

−1

∈ I with |x

0

−x| +|x

−1

−x| < δ,

we have

|x

n

−x| < ε for all n ≥ −1.

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

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

0

, x

−1

∈ I with |x

0

−x| +

|x

−1

−x| < γ,

we have

lim

n→∞

x

n

= x.

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

0

, x

−1

∈ I

we have

lim

n→∞

x

n

= x.

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

locally stable and a global attractor.

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

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

such that for all x

0

, x

−1

∈ I with 0 < |x

0

−x| +|x

−1

−x| < r, there exists N ≥ 1

such that

|x

N

−x| ≥ r.

Clearly a source is an unstable equilibrium.

Let

p =

∂f

∂u

(x, x) and q =

∂f

∂v

(x, x)

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

Then the equation

y

n+1

= py

n

+ qy

n−1

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

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

Theorem 1.1.1 (Linearized Stability)

(a) If both roots of the quadratic equation

λ

2

−pλ −q = 0 (1.3)

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

asymptotically stable.

1.2. The Stable Manifold Theorem in the Plane 7

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

equilibrium x of Eq(1.1) is unstable.

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

unit disk |λ| < 1, is

|p| < 1 −q < 2. (1.4)

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

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

greater than one is

|q| > 1 and |p| < |1 −q| .

In this case x is a repeller.

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

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

p

2

+ 4q > 0 and |p| > |1 −q| .

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

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

equal to one is

|p| = |1 −q|

or

q = −1 and |p| ≤ 2.

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

Deﬁnition 1.1.2 (a) A solution {x

n

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

if

x

n+p

= x

n

for all n ≥ −1. (1.5)

(b) A solution {x

n

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

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

(1.5) holds.

1.2 The Stable Manifold Theorem in the Plane

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

inverse.

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

J

T

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

8 Chapter 1. Preliminary Results

Let v

s

be an eigenvector corresponding to s and let v

u

be an eigenvector correspond-

ing to u.

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

(under iteration by T)

p, T(p), T

2

(p), . . .

converge to p.

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

orbits (under iteration by the inverse of T)

p, T

−1

(p), T

−2

(p), . . .

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

p. Furthermore, the vectors v

s

and v

u

are tangent to S and U at p, respectively.

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

Set

u

n

= x

n−1

and v

n

= x

n

for n ≥ 0.

Then

u

n+1

= x

n

and v

n+1

= f(v

n

, u

n

) for n ≥ 0

and so

T

u

v

=

v

f(v, u)

.

Therefore the eigenvalues of the Jacobian J

T

x

x

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

are the roots of Eq(1.3).

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

investigation of the rational diﬀerence equation

x

n+1

=

α + βx

n

+ γx

n−1

A + Bx

n

+ Cx

n−1

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

is as follows:

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

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

. . . φ, ψ, φ, ψ, . . . (1.7)

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

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

6.9.

1.3. Global Asymptotic Stability of the Zero Equilibrium 9

1.3 Global Asymptotic Stability of the Zero Equi-

librium

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

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

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

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

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

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

x

n+1

= f

0

(x

n

, x

n−1

)x

n

+ f

1

(x

n

, x

n−1

)x

n−1

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

with nonnegative initial conditions and

f

0

, f

1

∈ C[[0, ∞) ×[0, ∞), [0, 1)].

Assume that the following hypotheses hold:

(i) f

0

and f

1

are non-increasing in each of their arguments;

(ii) f

0

(x, x) > 0 for all x ≥ 0;

(iii) f

0

(x, y) + f

1

(x, y) < 1 for all x, y ∈ (0, ∞).

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

1.4 Global Attractivity of the Positive Equilibrium

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

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

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

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

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

diﬀerence equations of orders greater than one.

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

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

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

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

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

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

satisﬁes the negative feedback condition:

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

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

10 Chapter 1. Preliminary Results

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

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

the equation that we are investigating in this monograph.

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

(i) f ∈ C[(0, ∞) ×(0, ∞), (0, ∞)];

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

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

(iv) The equation

x

n+1

= x

n

f(x

n

, x

n−1

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

has a unique positive equilibrium x.

Then x is globally asymptotically stable.

Theorem 1.4.3 ([27]) Assume

(i) f ∈ C[[0, ∞) ×[0, ∞), (0, ∞)];

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

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

(iv) f(x, y) < f(y, x) ⇐⇒x > y;

(v) The equation

x

n+1

= x

n−1

f(x

n−1

, x

n

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

has a unique positive equilibrium x.

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

The next result is known as the stability trichotomy result:

Theorem 1.4.4 ([46]) Assume

f ∈ C

1

[[0, ∞) ×[0, ∞), [0, ∞)]

is such that

x

∂f

∂x

+ y

∂f

∂y

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

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

holds for all solutions of Eq(1.1):

(i) lim

n→∞

x

n

= ∞ for all (x

−1

, x

0

) = (0, 0) .

(ii) lim

n→∞

x

n

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

(iii) lim

n→∞

x

n

= x ∈ (0, ∞) for all (x

−1

, x

0

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

librium of Eq(1.1).

1.4. Global Attractivity of the Positive Equilibrium 11

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

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

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

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

nondecreasing in the other.

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

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

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

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

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

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

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

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

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

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

f : [a, b] ×[a, b] →[a, b]

is a continuous function satisfying the following properties:

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

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

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

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

then m = M.

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

verges to x.

Proof. Set

m

0

= a and M

0

= b

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

M

i

= f(M

i−1

, m

i−1

) and m

i

= f(m

i−1

, M

i−1

).

Now observe that for each i ≥ 0,

m

0

≤ m

1

≤ . . . ≤ m

i

≤ . . . ≤ M

i

≤ . . . ≤ M

1

≤ M

0

and

m

i

≤ x

k

≤ M

i

for k ≥ 2i + 1.

Set

m = lim

i→∞

m

i

and M = lim

i→∞

M

i

.

12 Chapter 1. Preliminary Results

Then

M ≥ limsup

i→∞

x

i

≥ liminf

i→∞

x

i

≥ m (1.12)

and by the continuity of f,

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

Therefore in view of (b),

m = M

from which the result follows. 2

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

f : [a, b] ×[a, b] →[a, b]

is a continuous function satisfying the following properties:

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

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

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

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

to x.

Proof. Set

m

0

= a and M

0

= b

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

M

i

= f(m

i−1

, M

i−1

) and m

i

= f(M

i−1

, m

i−1

).

Now observe that for each i ≥ 0,

m

0

≤ m

1

≤ . . . ≤ m

i

≤ . . . ≤ M

i

≤ . . . ≤ M

1

≤ M

0

,

and

m

i

≤ x

k

≤ M

i

for k ≥ 2i + 1.

Set

m = lim

i→∞

m

i

and M = lim

i→∞

M

i

.

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

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

In view of (b),

m = M

from which the result follows. 2

1.4. Global Attractivity of the Positive Equilibrium 13

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

f : [a, b] ×[a, b] →[a, b]

is a continuous function satisfying the following properties:

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

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

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

then m = M.

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

verges to x.

Proof. Set

m

0

= a and M

0

= b

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

M

i

= f(m

i−1

, m

i−1

) and m

i

= f(M

i−1

, M

i−1

).

Now observe that for each i ≥ 0,

m

0

≤ m

1

≤ . . . ≤ m

i

≤ . . . ≤ M

i

≤ . . . ≤ M

1

≤ M

0

,

and

m

i

≤ x

k

≤ M

i

for k ≥ 2i + 1.

Set

m = lim

i→∞

m

i

and M = lim

i→∞

M

i

.

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

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

In view of (b),

m = M = x

from which the result follows. 2

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

f : [a, b] ×[a, b] →[a, b]

is a continuous function satisfying the following properties:

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

(b) The equation

f(x, x) = x,

has a unique positive solution.

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

verges to x.

14 Chapter 1. Preliminary Results

Proof. Set

m

0

= a and M

0

= b

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

M

i

= f(M

i−1

, M

i−1

) and m

i

= f(m

i−1

, m

i−1

).

Now observe that for each i ≥ 0,

m

0

≤ m

1

≤ . . . ≤ m

i

≤ . . . ≤ M

i

≤ . . . ≤ M

1

≤ M

0

,

and

m

i

≤ x

k

≤ M

i

for k ≥ 2i + 1.

Set

m = lim

i→∞

m

i

and M = lim

i→∞

M

i

.

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

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

In view of (b),

m = M = x,

from which the result follows. 2

1.5 Limiting Solutions

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

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

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

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

will use them in this monograph.

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

integer. Assume that {x

n

}

∞

n=−1

is a solution of Eq(1.1) such that

A ≤ x

n

≤ B for all n ≥ −1,

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

n

}

∞

n=−1

(For example L is the

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

we will show that there exists a solution {L

n

}

∞

n=−k

of the diﬀerence equation

x

n+1

= f(x

n

, x

n−1

), n ≥ −k + 1, . . . (1.13)

1.5. Limiting Solutions 15

such that

L

0

= L

and for every N ≥ −k, the term L

N

is a limit point of the solution {x

n

}

∞

n=−1

.

The solution {L

n

}

∞

n=−k

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

solution {x

n

}

∞

n=−1

of Eq(1.1).

Karakostas takes k = ∞and calls the solution {L

n

}

∞

n=−∞

a full limiting sequence

of the diﬀerence equation

x

n+1

= f(x

n

, x

n−1

), (1.14)

associated with the solution {x

n

}

∞

n=−1

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

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

n

}

∞

n=−k

.

Clearly there exists a subsequence {x

n

i

}

∞

i=1

of {x

n

}

∞

n=−1

such that

lim

i→∞

x

n

i

= L.

Next the subsequence {x

n

i

−1

}

∞

i=1

of {x

n

}

∞

n=−1

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

further subsequence {x

n

i

j

}

∞

j=1

which converges to some limit which we call L

−1

. There-

fore,

lim

i→∞

x

n

i

j

= L and lim

i→∞

x

n

i

j

−1

= L

−1

.

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

numbers L

−2

, L

−3

, . . . , L

−k

and a subsequence {x

n

j

}

∞

n=−1

such that

lim

j→∞

x

n

j

= L

lim

j→∞

x

n

j

−1

= L

−1

. . .

lim

j→∞

x

n

j

−k

= L

−k

.

Let {

n

}

∞

n=−k

be the solution of Eq(1.13) with

−k

= L

−k

and

−k+1

= L

−k+1

.

Then clearly,

−k+2

= f(

−k+1

,

−k

) = f(L

−k+1

, L

−k

)

= lim

j→∞

f(x

n

j

−k+1

, x

n

j

−k

) = lim

j→∞

x

n

j

−k+2

= L

−k+2

.

It follows by induction that the sequence

L

−k

, L

−k+1

, . . . , L

−1

, L

0

= L =

0

, L

1

=

1

, . . .

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

n

}

∞

n=−1

.

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

way we will use it in this monograph:

16 Chapter 1. Preliminary Results

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

be a positive integer. Suppose that {x

n

}

∞

n=−1

is a bounded solution of Eq(1.1) with limit

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

n

}

∞

n=−k

and {S

n

}

∞

n=−k

with the following properties:

I

0

= I, S

0

= S

and

I

n

, S

n

∈ [I, S] for n ≥ −k.

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

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

ν+1

, J], and let

{x

n

}

∞

n=−ν

be a bounded solution of the diﬀerence equation

x

n+1

= f(x

n

, x

n−1

, . . . , x

n−ν

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

with

I = liminf

n→∞

x

n

, S = limsup

n→∞

x

n

and with I, S ∈ J.

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

{I

n

}

∞

n=−∞

and {S

n

}

∞

n=−∞

of the diﬀerence equation

x

n+1

= f(x

n

, x

n−1

, . . . , x

n−ν

) (1.16)

which satisfy the equation for all n ∈ Z, with

I

0

= I, S

0

= S, I

n

, S

n

∈ [I, S] for all n ∈ Z

and such that for every N ∈ Z, I

N

and S

N

are limit points of {x

n

}

∞

n=−ν

.

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

r

n

} and {x

l

n

} of the

solution {x

n

}

∞

n=−ν

such that the following are true:

lim

n→∞

x

r

n

+N

= I

N

and lim

n→∞

x

l

n

+N

= S

N

for every N ≥ m.

The solutions {I

n

}

∞

n=−∞

and {S

n

}

∞

n=−∞

of the diﬀerence equation (1.16) are called

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

n

}

∞

n=−k

of Eq(1.15).

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

x

n+1

=

k

i=0

A

i

x

n−i

, n = 0, 1, . . .

which by the change of variables x

n

=

1

y

n

reduce to rational diﬀerence equations of the

form

y

n+1

=

1

k

i=0

A

i

y

n−i

, n = 0, 1, . . . .

1.6. The Riccati Equation 17

1.6 The Riccati Equation

A diﬀerence equation of the form

x

n+1

=

α + βx

n

A + Bx

n

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

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

0

are real numbers is called a

Riccati diﬀerence equation.

To avoid degenerate cases, we will assume that

B = 0 and αB −βA = 0. (1.18)

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

reduces to

x

n+1

=

βA

B

+ βx

n

A + Bx

n

=

β

B

for all n ≥ 0.

The set of initial conditions x

0

∈ R through which the denominator A+Bx

n

in Eq(1.17)

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

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

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

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

−1

, x

0

are

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

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

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

solutions of Eq(1.17) when x

0

/ ∈ F.

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

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

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

two solution. Then

β + A = 0. (1.19)

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

x

0

=

β

B

(1.20)

is periodic with period two.

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

β + A = 0. (1.21)

18 Chapter 1. Preliminary Results

Now observe that the change of variable

x

n

=

β + A

B

w

n

−

A

B

for n ≥ 0 (1.22)

transforms Eq(1.17) into the diﬀerence equation

w

n+1

= 1 −

R

w

n

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

where

R =

βA −αB

(β + A)

2

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

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

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

y = g(w) = 1 −

R

w

then we note that the two asymptotes

x = −

A

B

and y =

β

B

of the function

y = f(x) =

α + βx

A + Bx

have now been reduced to the two asymptotes

w = 0 and y = 1

of the function

y = 1 −

R

w

.

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

f

(x) =

βA −αB

(A + Bx)

2

.

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

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

the change of variables (1.22).

From Eq(1.23) it follows that when

R <

1

4

1.6. The Riccati Equation 19

Eq(1.23) has the two equilibrium points w

−

and w

+

with

w

−

=

1 −

√

1 −4R

2

<

1 +

√

1 −4R

2

= w

+

and

|w

−

| < w

+

.

Also

w

−

< 0 if R < 0

and

w

−

> 0 if R ∈ (0,

1

4

).

When

R =

1

4

,

Eq(1.23) has exactly one equilibrium point namely,

w =

1

2

.

Finally, when

R >

1

4

,

Eq(1.23) has no equilibrium points.

Now observe that the change of variables

w

n

=

y

n+1

y

n

for n = 0, 1, . . .

with

y

0

= 1 and y

1

= w

0

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

y

n+2

−y

n+1

+ Ry

n

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

which can be solved explicitly.

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

n

}

∞

n=0

vanishes.

The next two theorems deal with the cases R <

1

4

and R =

1

4

, respectively, where

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

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

20 Chapter 1. Preliminary Results

Theorem 1.6.2 Assume

R <

1

4

.

Then

w

−

=

1 −

√

1 −4R

2

and w

+

=

1 +

√

1 −4R

2

are the only equilibrium points of Eq(1.23).

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

f

n

=

w

n−1

+

−w

n−1

−

w

n

+

−w

n

−

w

+

w

−

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

When w

0

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

w

n

=

(w

0

−w

−

)w

n+1

+

−(w

+

−w

0

)w

n+1

−

(w

0

−w

−

)w

n

+

−(w

+

−w

0

)w

n

−

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

It is now clear from Theorem 1.6.2 that

lim

n→∞

f

n

= w

−

,

and

f

n

< w

−

if R > 0

while

(f

n

−w

−

)(f

n+1

−w

−

) < 0 if R < 0.

The equilibrium w

+

is a global attractor as long as

w

0

/ ∈ F ∪ {w

−

}

and the equilibrium w

−

is a repeller.

Theorem 1.6.3 Assume

R =

1

4

.

Then

w =

1

2

is the only equilibrium point of Eq(1.23).

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

f

n

=

n −1

2n

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

1.6. The Riccati Equation 21

which converges to the equilibrium from the left.

When w

0

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

w

n

=

1 + (2w

0

−1)(n + 1)

2 + 2(2w

0

−1)n

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

From Theorem 1.6.3 it follows that the equilibrium w =

1

2

of Eq(1.23) is a global

attractor for all solutions with w

0

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

from the right and a source from the left.

Finally consider the case

R >

1

4

.

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

λ

±

=

1

2

±i

√

4R −1

2

with

|λ

±

| =

√

R.

Let

φ ∈ (0,

π

2

)

be such that

cos φ =

1

2

√

R

and sin φ =

√

4R −1

2

√

R

.

Then

y

n

= R

n

2

(C

1

cos(nφ) + C

2

sin(nφ)), n = 0, 1, . . .

with

C

1

= y

0

= 1

and

√

R(C

1

cos φ + C

2

sin φ) = y

1

= w

0

.

It follows that

C

1

= 1 and C

2

=

2w

0

−1

√

4R −1

.

Hence

w

n

=

√

R

√

4R −1 cos(n + 1)φ + (2w

0

−1) sin(n + 1)φ

√

4R −1 cos(nφ) + (2w

0

−1) sin(nφ)

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

22 Chapter 1. Preliminary Results

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

w

0

=

1

2

−

√

4R −1

2

cot(nφ) for n = 1, 2, . . . .

The following theorem summarizes the above discussion.

Theorem 1.6.4 Assume that

R >

1

4

and let φ ∈ (0,

π

2

) be such that

cos φ =

1

2

√

R

and sin φ =

√

4R −1

2

√

R

.

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

f

n

=

1

2

−

√

4R −1

2

cot(nφ) for n = 1, 2, . . . . (1.30)

When w

0

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

Clearly when R >

1

4

the character of the solution {w

n

} and the forbidden set F

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

π

2

) is a rational multiple of π.

Let θ ∈ (−

π

2

,

π

2

) be such that

cos θ =

√

4R −1

r

and sin θ =

2x

0

−1

r

where

r =

(4R −1)

2

+ (2x

0

−1)

2

.

Then we obtain,

w

n

=

√

R

cos(nφ + φ −θ)

cos(nφ −θ)

=

√

R

cos(nφ −θ) cos φ −sin(nφ −θ) sin φ

cos(nφ −θ)

=

√

R(cos φ −sin φtan(nφ −θ))

and so

w

n

=

1

2

−

√

4R −1

2

tan(nφ −θ), n = 0, 1, . . . (1.31)

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

1

4

, can now be easily

revealed.

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

φ =

k

N

π ∈ (0,

π

2

) (1.32)

1.6. The Riccati Equation 23

for some

k, N ∈ {1, 2, . . .} with 2k < N.

Then

w

N

=

1

2

−

√

4R −1

2

tan(kπ −θ) =

1

2

−

√

4R −1

2

tan(−θ) = w

0

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

Equivalently assume that

A =

1

4 cos

2

φ

with φ =

k

N

π

where

k, N ∈ {1, 2, . . .} and 2k < N,

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

The following theorem summarizes the above discussion.

Theorem 1.6.5 Assume that

φ =

k

p

π ∈ (0,

π

2

)

where k and p are positive comprimes and suppose that

cos φ =

1

2

√

R

and sin φ =

√

4R −1

2

√

R

,

or equivalently

4Rcos

2

(

k

p

π) = 1.

Then every solution of Eq(1.23) with

w

0

=

sin(n

k

p

π) −

√

4R −1 cos(n

k

p

π)

2 sin(n

k

p

π)

for n = 1, 2, . . . , p −1

is periodic with period p.

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

following result is true:

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

of π. Then the following statements are true:

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

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

0

/ ∈ F is dense in R.

24 Chapter 1. Preliminary Results

Proof. Statement (i) is true because,

w

k

= w

l

if and only if

tan(kφ −θ) = tan(lφ −θ)

if and only if for some integer N

kφ −θ −(lφ −θ) = Nπ

if and only if

(k −l)φ = Nπ

that is,

φ is a rational multiple of π.

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

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

(nφ −θ)(mod π) for n = 0, 1, . . .

are dense in the interval (−

π

2

,

π

2

). 2

1.7 Semicycle Analysis

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

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

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

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

some general diﬀerence equations of the form

x

n+1

= f(x

n

, x

n−1

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

under appropriate hypotheses on the function f.

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

Eq(1.33) relative to an equilibrium point x.

A positive semicycle of a solution {x

n

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

{x

l

, x

l+1

, . . . , x

m

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

and such that

either l = −1, or l > −1 and x

l−1

< x

and

either m = ∞, or m < ∞ and x

m+1

< x.

1.7. Semicycle Analysis 25

A negative semicycle of a solution {x

n

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

{x

l

, x

l+1

, . . . , x

m

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

that

either l = −1, or l > −1 and x

l−1

≥ x

and

either m = ∞, or m < ∞ and x

m+1

≥ x.

Deﬁnition 1.7.1 (Oscillation)

(a) A sequence {x

n

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

x

n

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

sequence is called nonoscillatory. A sequence {x

n

} is called strictly oscillatory

if for every n

0

≥ 0, there exist n

1

, n

2

≥ n

0

such that x

n

1

x

n

2

< 0.

(b) A sequence {x

n

} is said to oscillate about x if the sequence x

n

− x oscillates.

The sequence {x

n

} is called strictly oscillatory about x if the sequence x

n

−x

is strictly oscillatory.

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

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

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

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

x.

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

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

Proof. Let {x

n

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

exists N ≥ 0 such that either

x

N−1

< x ≤ x

N

or

x

N−1

≥ x > x

N

.

We will assume that

x

N−1

< x ≤ x

N

.

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

of f(x, y) we have

x

N+1

= f(x

N

, x

N−1

) < f(x, x) = x

and

x

N+2

= f(x

N+1

, x

N

) > f(x, x) = x.

Thus

x

N+1

< x < x

N+2

26 Chapter 1. Preliminary Results

and the proof follows by induction. 2

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

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

ing in both arguments.

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

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

Proof. Assume that {x

n

} is an oscillatory solution with two consecutive terms x

N−1

and x

N

in a positive semicycle

x

N−1

≥ x and x

N

≥ x

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

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

obtain:

x

N+1

= f(x

N

, x

N−1

) < f(x, x) = x

which completes the proof. 2

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

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

ing in both arguments.

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

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

Proof. Assume that {x

n

} is an oscillatory solution with two consecutive terms x

N−1

and x

N

in a positive semicycle

x

N−1

≥ x and x

N

≥ x,

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

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

obtain:

x

N+1

= f(x

N

, x

N−1

) > f(x, x) = x

which shows that the next term x

N+1

also belongs to the positive semicycle. It follows by

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

is a contradiction. 2

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

in y.

1.7. Semicycle Analysis 27

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

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

x.

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

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

has semicycles of length at least two.

Furthermore, if we assume that

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

and

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

then {x

n

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

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

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

semicycle has three terms.

Proof. Assume that {x

n

} is an oscillatory solution with two consecutive terms x

N−1

and x

N

such that

x

N−1

< x ≤ x

N

.

Then by using the increasing character of f we obtain

x

N+1

= f(x

N

, x

N−1

) > f(x, x) = x

which shows that the next term x

N+1

also belongs to the positive semicycle. The proof

in the case

x

N−1

≥ x > x

N

,

is similar and is omitted.

Now also assume that {x

n

} is an oscillatory solution with two consecutive terms

x

N−1

and x

N

such that

x

N−1

> x

N

≥ x and x

N−2

< x.

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

x

N+1

= f(x

N

, x

N−1

) < f(x

N

, x

N

) = x

which shows that the positive semicycle has length two. If

x

N

> x

N−1

> x

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

x

N+1

= f(x

N

, x

N−1

) > f(x

N

, x

N

) = x

28 Chapter 1. Preliminary Results

and by using Condition (1.35) we ﬁnd

x

N+1

= f(x

N

, x

N−1

) < x

N

and the proof is complete.

2

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

(1.35), we assume

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

then Eq(1.33) has monotonic solutions.

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

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

x.

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

and (1.36).

Then if x

0

> x

−1

> x, the corresponding solution is increasing.

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

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

then if x

0

< x

−1

< x, the corresponding solution is decreasing.

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

0

> x

−1

> x. Then

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

x

1

= f(x

0

, x

−1

) > f(x

−1

, x

−1

) = x.

In view of Condition (1.36) we get

x

1

= f(x

0

, x

−1

) > x

0

.

and the proof follows by induction.

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

Chapter 2

Local Stability, Semicycles,

Periodicity, and Invariant Intervals

2.1 Equilibrium Points

Here we investigate the equilibrium points of the general equation

x

n+1

=

α +βx

n

+γx

n−1

A +Bx

n

+Cx

n−1

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

where

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

and where the initial conditions x

−1

and x

0

are arbitrary nonnegative real numbers such

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

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

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

x =

α + (β +γ)x

A + (B +C)x

(2.3)

or equivalently

(B +C)x

2

−(β + γ −A)x −α = 0. (2.4)

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

α = 0 and A > 0. (2.5)

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

if and only if

β +γ > A.

29

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

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

x =

β +γ −A

B +C

. (2.6)

When

α = 0 and A = 0

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

x =

β +γ

B +C

. (2.7)

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

Finally when

α > 0

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

x =

β +γ −A +

(β + γ −A)

2

+ 4α(B + C)

2(B +C)

(2.8)

of the quadratic equation (2.4).

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

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

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

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

the Riccati equation

x

n+1

=

α +βx

n

A +Bx

n

, n = 0, 1, . . . ,

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

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

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

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

Eq(2.1).

2.2 Stability of the Zero Equilibrium

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

Set

f(u, v) =

α +βu + γv

A +Bu + Cv

and observe that

f

u

(u, v) =

(βA −αB) + (βC −γB)v

(A +Bu +Cv)

2

(2.9)

2.2. Stability of the Zero Equilibrium 31

and

f

v

(u, v) =

(γA −αC) −(βC −γB)u

(A +Bu +Cv)

2

. (2.10)

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

with Eq(2.1) about the equilibrium point x is

z

n+1

−pz

n

−qz

n−1

= 0

where

p = f

u

(x, x) and q = f

v

(x, x).

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

1.1.1.

For the zero equilibrium of Eq(2.1) we have

p =

β

A

and q =

γ

A

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

is

z

n+1

−

β

A

z

n

−

γ

A

z

n−1

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

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

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

of these two theorems we obtain the following global result:

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

x

n+1

=

βx

n

+γx

n−1

A +Bx

n

+Cx

n−1

, n = 0, 1, . . .

is globally asymptotically stable when

β + γ ≤ A

and is unstable when

β +γ > A.

Furthermore the zero equilibrium point is

a sink when A > β +γ

a saddle point when A < β +γ < A + 2β

a repeller when β +γ > A + 2β.

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

2.3 Local Stability of the Positive Equilibrium

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

α = 0 and β +γ > A

or

α > 0.

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

is given by (2.8). By using the identity

(B +C)x

2

= (β + γ −A)x +α,

we see that

p = f

u

(x, x) =

(βA −αB) + (βC −γB)x

(A + (B +C)x)

2

=

(βA −αB) + (βC −γB)x

A

2

+ α(B +C) + (B +C)(A +β + γ)x

and

q = f

v

(x, x) =

(γA −αC) −(βC −γB)x

(A + (B +C)x)

2

=

(γA −αC) −(βC −γB)x

A

2

+α(B +C) + (B +C)(A +β +γ)x

.

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

following:

|p| < 1 −q (2.11)

and

q > −1. (2.12)

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

¸

A +β + γ + 2

βC −γB

B + C

¸

x > −α −

A

2

+ (βA −αB) −(γA −αC)

B +C

(2.13)

(A +β +γ)x > −α −

A

2

−(βA −αB) −(γA −αC)

B + C

(2.14)

¸

A +β + γ −

βC −γB

B +C

¸

x > −α −

A

2

+ (γA −αC)

B +C

. (2.15)

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

procedure:

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

of the form

x > ρ

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

and/or

x < σ

for some ρ, σ ∈ [0, ∞).

Now if we set

F(u) = (B +C)u

2

−(β +γ −A)u −α,

it is clear that

F(x) = 0

and that

x > ρ if and only if F(ρ) < 0

while

x < σ if and only if F(σ) > 0.

2.4 When is Every Solution Periodic with the Same

Period?

The following four special examples of Eq(2.1)

x

n+1

=

1

x

n

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

x

n+1

=

1

x

n−1

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

x

n+1

=

1 +x

n

x

n−1

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

x

n+1

=

x

n

x

n−1

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

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

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

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

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

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

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

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

(i) Assume C > 0. Then A = B = γ = 0.

(ii) Assume C = 0. Then γ(α +β) = 0.

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

Proof. Consider the solution with

x

−1

= 1 and x

0

∈ (0, ∞).

Then clearly

x

0

= x

p

and x

p−1

= x

−1

= 1

and so from Eq(2.1)

x

p

=

α +β + γx

p−2

A + B +Cx

p−2

= x

0

.

Hence

(A +B)x

0

+ (Cx

0

−γ)x

p−2

= α +β. (2.20)

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

A = B = 0. (2.21)

Otherwise A +B > 0 and by choosing

x

0

> max

α +β

A +B

,

γ

C

¸

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

claim that also

γ = 0. (2.22)

Otherwise γ > 0 and by choosing

x

0

< min

α +β

A +B

,

γ

C

¸

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

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

γ(α +β) > 0.

Then by choosing x

0

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

The proof is complete. 2

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

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

x

n

= λy

n

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

2.5. Existence of Prime Period-Two Solutions 35

2.5 Existence of Prime Period-Two Solutions

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

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

[50].)

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

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

vention.

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

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

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

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

Assume that

. . . , φ, ψ, φ, ψ, . . .

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

φ =

α +βψ +γφ

A +Bψ + Cφ

and

ψ =

α + βφ +γψ

A +Bφ +Cψ

from which we ﬁnd that

C(φ +ψ) = γ −β −A (2.23)

and when

C > 0 (2.24)

we also ﬁnd that

(B −C)φψ =

αC +β(γ −β −A)

C

. (2.25)

One can show that when

C = 0 and B > 0 (2.26)

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

γ = β + A. (2.27)

Furthermore when (2.26) and (2.27) hold

. . . , φ, ψ, φ, ψ, . . .

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

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

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

or equivalently

φ >

β

B

, φ =

β +

√

β

2

+ αB

B

, and ψ =

α + βφ

−β +Bφ

. (2.28)

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

. . . , φ, ψ, φ, ψ, . . . .

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

be satisﬁed:

B = C, α = β = 0, and φψ = 0; (2.29)

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

B > C, α + β > 0, and φψ > 0. (2.31)

When (2.29) holds, the two cycle is

. . . , 0,

γ −A

C

, 0,

γ −A

C

, . . . .

When (2.30) holds, the two cycle is

. . . , φ,

γ −A

C

−φ, φ,

γ −A

C

−φ, . . . with 0 ≤ φ <

γ −A

C

.

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

of the quadratic equation

t

2

−

γ −β −A

C

t +

αC +β(γ −β −A)

C(B −C)

= 0

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

That is,

α <

(γ −β −A)[B(γ −β −A) −C(γ + 3β −A)]

4C

2

. (2.32)

2.6 Local Asymptotic Stability of a Two Cycle

Let

. . . , φ, ψ, φ, ψ, . . .

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

Set

u

n

= x

n−1

and v

n

= x

n

for n = 0, 1, . . .

2.6. Local Asymptotic Stability of a Two Cycle 37

and write Eq(2.1) in the equivalent form:

u

n+1

= v

n

v

n+1

=

α+βv

n

+γu

n

A+Bv

n

+Cu

n

, n = 0, 1, . . . .

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

T

u

v

=

v

βv+γu+α

Bv+Cu+A

.

Then

φ

ψ

**is a ﬁxed point of T
**

2

, the second iterate of T. Furthermore

T

2

u

v

=

g(u, v)

h(u, v)

where

g(u, v) =

α +βv + γu

A + Bv +Cu

and h(u, v) =

α +β

α+βv+γu

A+Bv+Cu

+γv

A +B

α+βv+γu

A+Bv+Cu

+ Cv

.

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

J

T

2, evaluated at

φ

ψ

**lie inside the unit disk.
**

By deﬁnition

J

T

2

φ

ψ

=

¸

¸

∂g

∂u

(φ, ψ)

∂g

∂v

(φ, ψ)

∂h

∂u

(φ, ψ)

∂h

∂v

(φ, ψ)

¸

.

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

φ =

α +βψ + γφ

A +Bψ +Cφ

and ψ =

α +βφ + γψ

A + Bφ +Cψ

we ﬁnd the following identities:

∂g

∂u

(φ, ψ) =

(γA −αC) + (γB −βC)ψ

(A +Bψ +Cφ)

2

,

∂g

∂v

(φ, ψ) =

(βA −αB) −(γB −βC)φ

(A +Bψ +Cφ)

2

,

∂h

∂u

(φ, ψ) =

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

(A +Bφ +Cψ)

2

(A + Bψ +Cφ)

2

,

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

∂h

∂v

(φ, ψ) =

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

(A + Bφ +Cψ)

2

(A +Bψ + Cφ)

2

+

(γA −αC) + (γB −βC)φ

(A +Bφ + Cψ)

2

.

Set

S =

∂g

∂u

(φ, ψ) +

∂h

∂v

(φ, ψ)

and

D =

∂g

∂u

(φ, ψ)

∂h

∂v

(φ, ψ) −

∂g

∂v

(φ, ψ)

∂h

∂u

(φ, ψ).

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

T

2

φ

ψ

**lie inside the
**

unit disk |λ| < 1, if and only if

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

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

Deﬁnition 2.6.1 (Basin of Attraction of a Two Cycle)

Let

. . . , φ, ψ, φ, ψ, . . .

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

initial conditions (x

−1

, x

0

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

cycle.

2.7 Convergence to Period-Two Solutions When

C = 0

In this section we consider the equation

x

n+1

=

α +βx

n

+γx

n−1

A +Bx

n

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

where

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

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

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

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

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

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

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

complete character of solutions of Eq(2.33).)

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

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

follows by straightforward computations.

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

n

}

∞

n=−1

be a solution of Eq(2.33).

Set

J

n

= α +β(x

n−1

+x

n

) −Bx

n−1

x

n

for n ≥ 0. (2.34)

Then the following statements are true:

(a)

J

n+1

=

β +A

A +Bx

n

J

n

for n ≥ 0.

In particular, the sign of the quantity J

n

is constant along each solution.

(b)

x

n+1

−x

n−1

=

J

n

A +Bx

n

for n ≥ 0.

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

of Eq(2.33):

(i)

x

n+1

−x

n−1

= 0 for all n ≥ 0;

(ii)

x

n+1

−x

n−1

< 0 for all n ≥ 0;

(iii)

x

n+1

−x

n−1

> 0 for all n ≥ 0.

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

0

= 0. In this case, the solution {x

n

} is

periodic with period-two.

Statement (ii) holds if and only if J

0

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

{x

2n

}

∞

n=0

and {x

2n−1

}

∞

n=0

of the solution {x

n

}

∞

n=0

are both decreasing to ﬁnite limits and

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

Finally (iii) holds, if and only if J

0

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

{x

2n

}

∞

n=0

and {x

2n−1

}

∞

n=0

of the solution {x

n

}

∞

n=0

are both increasing and so if we can

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

Now observe that

x

n+1

−x

n−1

=

β +A

A +Bx

n

(x

n

−x

n−2

) for n ≥ 1

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

and so

x

n+1

−x

n−1

= (x

1

−x

−1

)

n

¸

k=1

β +A

A + Bx

k

. (2.35)

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

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

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

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

∞. Then there exists N ≥ 0 such that

ρ =

A +β

A + Bx

2N+1

A +β

A +Bx

2N

< 1.

Clearly for all n > N,

A +β

A +Bx

2n+1

A + β

A +Bx

2n

<

A + β

A +Bx

2N+1

A +β

A +Bx

2N

= ρ.

Set

K = |x

2N

−x

2N−2

|.

Then

|x

2N+2

−x

2N

| =

A + β

A +Bx

2N+1

A +β

A +Bx

2N

|x

2N

−x

2N−2

| < Kρ

|x

2N+4

−x

2N+2

| =

A + β

A + Bx

2N+3

A + β

A + Bx

2N+2

|x

2N+2

−x

2N

| < Kρ

2

and by induction

|x

2N+2m

−x

2N+2(m−1)

| < Kρ

m

for m = 1, 2, . . . .

But then

x

2N+2m

≤ |x

2N+2m

−x

2N+2m−2

| +. . . +|x

2N+2

−x

2N

| +x

2N

≤ K

m

¸

i=1

ρ

i

+x

2N

<

Kρ

1 −ρ

+x

2N

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

In summary we have established the following result.

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

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

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

. . . , φ, ψ, φ, ψ, . . .

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

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

2.8. Invariant Intervals 41

2.8 Invariant Intervals

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

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

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

x

n+1

= f(x

n

, x

n−1

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

if x

N−1

, x

N

∈ I for some N ≥ 0, then x

n

∈ I for every n > N.

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

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

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

f

x

(x, y) =

L +My

(A +Bx + Cy)

2

and f

y

(x, y) =

N −Mx

(A +Bx + Cy)

2

,

where

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

The following table gives the signs of f

x

and f

y

in all possible nondegenerate cases.

Case L M N Signs of derivatives f

x

and f

y

1 + + +

f

x

> 0

f

y

> 0 if x <

N

M

; f

y

< 0 if x >

N

M

2 + + 0 f

x

> 0 and f

y

< 0

3 + + − f

x

> 0 and f

y

< 0

4 + 0 + f

x

> 0 and f

y

> 0

5 + 0 0 f

x

> 0 and f

y

= 0

6 + − +

f

x

> 0 if y < −

L

M

; f

x

< 0 if y > −

L

M

f

y

> 0

7 0 + 0 f

x

> 0 and f

y

< 0

8 0 + − f

x

> 0 and f

y

< 0

9 0 − + f

x

< 0 and f

y

> 0

10 0 − 0 f

x

< 0 and f

y

> 0

11 − + −

f

x

> 0 if y > −

L

M

; f

x

< 0 if y < −

L

M

f

y

< 0

12 − 0 0 f

x

< 0 and f

y

= 0

13 − 0 − f

x

< 0 and f

y

< 0

14 − − + f

x

< 0 and f

y

> 0

15 − − 0 f

x

< 0 and f

y

> 0

16 − − −

f

x

< 0

f

y

> 0 if x >

N

M

; f

y

< 0 if x <

N

M

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

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

Case Invariant intervals

1

[0,

N

M

] if

αM+(β+γ)N

AM+(B+C)N

<

N

M

[

N

M

,

(β−A)M−CN+

√

((β−A)M−NC)

2

+4BM(αM+γN)

2BM

] if

αM+(β+γ)N

AM+(B+C)N

>

N

M

and B > 0

[

N

M

,

αM+γN

(A−β)M+CN

] if B = 0 and (A−β)M +CN > 0

2

[0,

β−A+

√

(β−A)

2

+4Bα

2B

] if B > 0

[0,

α

A−β

] if B = 0, α > 0 and A > β

3

[0,

β−A+

√

(β−A)

2

+4Bα

2B

] if B > 0

[0,

α

A−β

] if B = 0, α > 0 and A > β

4 [0,

β+γ−A+

√

(β+γ−A)

2

+4α(B+C)

2(B+C)

] if B +C > 0

5

[

α

A

,

β−A+

√

(β−A)

2

+4αB

2B

] if B > 0

[

α

A

,

α

A−β

] if B = 0 and A > β

6

[0, −

L

M

] if

αM−(β+γ)L

AM−(B+C)L

< −

L

M

[−

L

M

,

(A−γ)M−BL+

√

((A−γ)M−BL)

2

+4CM(αM−βL)

−2CM

] if C = 0 and

βMK+αM−γL

BMK+AM−CL

> −

L

M

[−

L

M

,

βL−αM

(γ−A)M+BL

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

7

[

γ

C

,

β

B

] if B > 0

[

γ

C

,

γ

2

C(γ−β)

] if B = 0 and β < γ

8

[0,

β

B

] if B = 0

[

γ

C

,

αC+γ

2

γ−βC

] if B = 0 and γ > βC

9

[0,

γ

C

] if C > 0

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

10

[

β

B

,

γ

C

] if C > 0

[

β

B

,

β

2

B(β−γ)

] if C = 0 and β > γ

11

[

αM−L(β+γ)

AM−L(B+C)

, −

L

M

] if

αM−L(β+γ)

AM−L(B+C)

< −

L

M

[−

L

M

,

(β−A)M+LC+

√

((β−A)M+LC)

2

+4BM(αM−γL)

2BM

] if

αM−βL+γMK

AM−BL+CMK

> −

L

M

12

[

α(A+β)

A

2

+Bα

,

α

A

] if A > 0

[

β

B

,

β

B

+

α

β

] if A = 0 and β > 0

13

[0,

α

A

] if A > 0

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

α+(β+γ)k

B+C

≤ kK ≤

α+(β+γ)K

B+C

14

[0,

γ

C

] if C > 0

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

15

[0,

γ

C

] if C > 0

[

β

B

,

αB+β

2

B(β−γ)

] if A = 0 and β > γ

16

[

αM+(β+γ)N

AM+(B+C)N

,

N

M

] if

αM+(β+γ)N

AM+(B+C)N

<

N

M

[

N

M

,

(γ−A)M−BN+

√

((γ−A)M−BN)

2

+4BM(αM+βN)

2CM

] if

αM+βK+γNM

AM+BK+CNM

>

N

M

2.9. Open Problems and Conjectures 43

2.9 Open Problems and Conjectures

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

same period?

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

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

Open Problem 2.9.1 Assume that f ∈ C

1

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

positive solution of the equation

x

n+1

= f(x

n

, x

n−1

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

is periodic with period p ≥ 2.

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

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

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

periodic solution with period p ≥ 2 ?

Open Problem 2.9.2 Let f ∈ C

1

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

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

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

the case p = 2.

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

of Eq(2.1) with

α, β, γ, A, B, C ∈ [0, ∞)

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

p ∈ {2, 4, 5, 6}?

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

itive solution of each of the following three equations

x

n+1

= 1 +

x

n−1

x

n

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

x

n+1

=

1 +x

n−1

1 + x

n

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

x

n+1

=

x

n

+ 2x

n−1

1 + x

n

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

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

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

. . . , φ, ψ, φ, ψ, . . . . (2.41)

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

−1

and x

0

.

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

termine all initial conditions (x

−1

, x

0

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

n

}

∞

n=−1

converges to the period-two solution (2.41).

Conjecture 2.9.1 Assume

α, β, γ, A, B, C ∈ (0, ∞).

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

Open Problem 2.9.5 Assume

α, β, γ, A, B ∈ (0, ∞) and γ > β +A.

Determine the set of initial conditions x

−1

and x

0

for which the solution {x

n

}

∞

n=−1

of

Eq(2.33) is bounded.

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

Conjecture 2.9.2 Assume

α, β, γ, A, B, C ∈ (0, ∞)

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

asymptotically stable.

Conjecture 2.9.3 Assume

α, β, γ, A, B, C ∈ (0, ∞)

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

librium of Eq(2.1) is a saddle point.

2.9. Open Problems and Conjectures 45

Open Problem 2.9.6 Assume

α, β, γ, A, B, C ∈ [0, ∞).

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

positive solution of Eq(2.1) is bounded.

Conjecture 2.9.4 Assume that

α, β, γ, A, B, C ∈ [0, ∞).

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

non-equilibrium solutions.

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

conditions on f for every solution of the diﬀerence equation

x

n+1

=

f(x

n

)

x

n−1

, n = 0, 1, . . .

to be bounded.

(See Section 5.2).

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

conditions on f for every positive solution of the equation

x

n+1

= 1 +

f(x

n−1

)

x

n

, n = 0, 1, . . .

to converge to a period-two solution.

(See Section 4.7).

Open Problem 2.9.9 Extend Theorem 2.7.1 to third order diﬀerence equations

x

n+1

=

α + βx

n

+ γx

n−1

+δx

n−2

A +Bx

n−1

+ Dx

n−2

, n = 0, 1, . . .

with nonnegative parameters and nonnegative initial conditions such that

γ = β +δ +A.

What additional conditions should the parameters satisfy?

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

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

ference equations

x

n+1

= f(x

n

, x

n−1

, x

n−2

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

For the equation

λ

3

+aλ

2

+ bλ +c = 0

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

|a +c| < 1 +b

|a −3c| < 3 −b

b +c

2

< 1 +ac

.

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

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

Extend these results to fourth order diﬀerence equation

x

n+1

= f(x

n

, x

n−1

, x

n−2

, x

n−3

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

Chapter 3

(1, 1)-Type Equations

3.1 Introduction

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

x

n+1

=

α

A

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

x

n+1

=

α

Bx

n

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

x

n+1

=

α

Cx

n−1

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

x

n+1

=

βx

n

A

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

x

n+1

=

β

B

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

x

n+1

=

βx

n

Cx

n−1

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

47

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

x

n+1

=

γx

n−1

A

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

x

n+1

=

γx

n−1

Bx

n

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

and

x

n+1

=

γ

C

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

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

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

always positive.

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

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

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

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

3.2 The Case α = γ = A = B = 0 : x

n+1

=

βx

n

Cx

n−1

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

x

n

=

β

C

y

n

reduces to the equation

y

n+1

=

y

n

y

n−1

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

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

Indeed the solution with initial conditions y

−1

and y

0

is the six-cycle:

y

−1

, y

0

,

y

0

y

−1

,

1

y

−1

,

1

y

0

,

y

−1

y

0

, . . . .

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

solution of Eq(3.10) has prime period six.

3.3. The Case α = β = A = C = 0 : x

n+1

=

γx

n−1

Bx

n

49

3.3 The Case α = β = A = C = 0 : x

n+1

=

γx

n−1

Bx

n

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

x

n

=

γ

B

e

y

n

reduces to the linear equation

y

n+1

+ y

n

−y

n−1

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

The general solution of Eq(3.11) is

y

n

= C

1

−1 +

√

5

2

n

+ C

2

−1 −

√

5

2

n

, n = 0, 1, . . .

from which the behavior of solutions is easily derived.

3.4 Open Problems and Conjectures

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

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

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

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

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

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

Eq(3.2) is of the form

x

n+1

= f(x

n

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

where

f ∈ C[(0, ∞), (0, ∞)], (3.13)

while Eq(3.6) is of the form

x

n+1

= f(x

n

, x

n−1

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

where

f ∈ C[(0, ∞) ×(0, ∞), (0, ∞)]. (3.15)

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

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

following open problems.

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

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

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

is periodic with period k.

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

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

is periodic with period k. In particular address the cases

k = 4, 5, 6.

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

α, β, γ ∈ (−∞, ∞).

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

tion

x

n+1

= α|x

n

| + βx

n−1

+ γ, n = 0, 1, . . .

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

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

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

Conjecture 3.4.1 Let f ∈ C

1

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

lution of the diﬀerence equation

x

n+1

=

f(x

n

)

x

n−1

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

is periodic with prime period six. Show that

f(x) = x.

Conjecture 3.4.2 Let f ∈ C

1

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

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

f(x) = 1 + x.

3.4. Open Problems and Conjectures 51

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

such that every positive nontrivial solution of the equation

x

n+1

=

f(x

n

)

x

n−1

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

is periodic with prime period three.

Open Problem 3.4.5 Let {p

n

}

∞

n=0

be a sequence of nonzero real numbers. In each of

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

diﬀerence equation

x

n+1

=

p

n

x

n

x

n−1

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

(i) {p

n

}

∞

n=0

converges to a ﬁnite limit;

(ii) {p

n

}

∞

n=0

converges to ±∞;

(iii) {p

n

}

∞

n=0

is periodic with prime period k ≥ 2.

Chapter 4

(1, 2)-Type Equations

4.1 Introduction

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

x

n+1

=

α

A + Bx

n

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

x

n+1

=

α

A + Cx

n−1

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

x

n+1

=

α

Bx

n

+ Cx

n−1

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

x

n+1

=

βx

n

A + Bx

n

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

x

n+1

=

βx

n

A + Cx

n−1

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

x

n+1

=

βx

n

Bx

n

+ Cx

n−1

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

53

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

x

n+1

=

γx

n−1

A + Bx

n

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

x

n+1

=

γx

n−1

A + Cx

n−1

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

and

x

n+1

=

γx

n−1

Bx

n

+ Cx

n−1

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

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

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

always positive.

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

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

tially Riccati equations. Indeed if {x

n

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

{x

2n−1

} and {x

2n

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

n

}

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

2n−1

} and {x

2n

} satisfy the Riccati

equation

y

n+1

=

γy

n

A + Cy

n

n = 0, 1, . . . .

It is also interesting to note that the change of variables

x

n

=

1

y

n

reduces the Riccati equation (4.4) to the linear equation

y

n+1

=

A

β

y

n

+

B

β

, n = 0, 1, . . .

from which the global behavior of solutions is easily derived.

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

this chapter.

4.2 The Case β = γ = C = 0 : x

n+1

=

α

A+Bx

n

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

x

n

=

A

B

y

n

4.3. The Case β = γ = A = 0 : x

n+1

=

α

Bx

n

+Cx

n−1

55

reduces to the Riccati equation

y

n+1

=

p

1 + y

n

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

where

p =

αB

A

2

.

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

R = −p < 0

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

Theorem 4.2.1 The positive equilibrium

y =

−1 +

√

1 + 4p

2

of Eq(4.10) is globally asymptotically stable.

4.3 The Case β = γ = A = 0 : x

n+1

=

α

Bx

n

+Cx

n−1

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

x

n

=

√

α

y

n

(4.11)

is transformed to the diﬀerence equation

y

n+1

=

B

y

n

+

C

y

n−1

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

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

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

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

its equilibrium

√

B + C.

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

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

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

solution {y

n

}

∞

n=−1

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

limsup

n→∞

y

n

= ∞ and liminf

n→∞

y

n

= 0.

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

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

y

i

> y

n

> y

j

for all n ∈ {−1, . . . , j −1}.

Hence

y

j

=

B

y

j−1

+

C

y

j−2

>

B + C

y

i

and

y

i

=

B

y

i−1

+

C

y

i−2

≤

B + C

y

j

.

That is ,

B + C < y

i

y

j

≤ B + C

which is impossible. 2

Theorem 4.3.2 The equilibrium y =

√

B + C of Eq(4.12) is globally asymptotically

stable.

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

√

B + C is

z

n+1

= −

B

B + C

z

n

−

C

B + C

z

n−1

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

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

C.

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

this end, let {y

n

}

∞

n=−1

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

n

}

∞

n=−1

is

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

m ≤ y

n

≤ M for n ≥ −1.

Let

I = liminf

n→∞

y

n

and S = limsup

n→∞

y

n

.

We will show that

I = S.

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

n

}

∞

n=−3

and {S

n

}

∞

n=−3

of the diﬀerence equation

y

n+1

=

B

y

n

+

C

y

n−1

, n = −3, −2, . . .

with the following properties:

I

0

= I, S

0

= S

4.4. The Case α = γ = B = 0 : x

n+1

=

βx

n

A+Cx

n−1

- Pielou’s Equation 57

and

I

n

, S

n

∈ [I, S] for n ≥ −3.

Then

S =

B

S

−1

+

C

S

−2

≤

B + C

I

and

I =

B

I

−1

+

C

I

−2

≥

B + C

S

.

Hence

B + C = SI.

Thus

B

S

−1

+

C

S

−2

= S =

B + C

I

=

B

I

+

C

I

from which it follows that

S

−1

= S

−2

= I. (4.14)

Therefore

B

S

+

C

S

= I = S

−1

=

B

S

−2

+

C

S

−3

from which it follows that

S = S

−2

. (4.15)

From (4.14) and (4.15) we conclude that

S = I

and the proof is complete. 2

4.4 The Case α = γ = B = 0 : x

n+1

=

βx

n

A+Cx

n−1

- Pielou’s

Equation

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

x

n

=

A

C

y

n

,

reduces to Pielou’s diﬀerence equation

y

n+1

=

py

n

1 + y

n−1

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

where

p =

β

A

.

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

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

discrete analogue of the delay logistic equation

dN

dt

= rN(t)

1 −

N(t −τ)

P

, t ≥ 0

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

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

When

p ≤ 1,

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

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

So the interesting case for Eq(4.16) is when

p > 1. (4.17)

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

unique positive equilibrium

y = p −1,

which is locally asymptotically stable.

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

asymptotically stable.

We summarize the above discussion in the following theorem.

Theorem 4.4.1 (a) Assume

p ≤ 1.

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

(b) Assume y

0

∈ (0, ∞) and

p > 1.

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

4.5 The Case α = γ = A = 0 : x

n+1

=

βx

n

Bx

n

+Cx

n−1

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

x

n

=

β

B + Cy

n

,

reduces to the diﬀerence equation

y

n+1

=

p + y

n

p + y

n−1

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

4.6. The Case α = β = C = 0 : x

n+1

=

γx

n−1

A+Bx

n

59

where

p =

B

C

.

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

its equilibrium one is globally asymptotically stable .

4.6 The Case α = β = C = 0 : x

n+1

=

γx

n−1

A+Bx

n

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

x

n

=

γ

B

y

n

,

reduces to the diﬀerence equation

y

n+1

=

y

n−1

p + y

n

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

where

p =

A

γ

∈ (0, ∞).

Eq(4.19) was investigated in [28].

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

Theorem 1.1.1.

Lemma 4.6.1 (a) Assume

p > 1.

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

(b) Assume

p < 1.

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

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

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

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

semicycles of length one.

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

y

n+1

<

1

p

y

n−1

for n ≥ 0

and so when

p > 1

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

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

when

p = 1,

y

n+1

< y

n−1

for n ≥ 0

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

. . . , φ, ψ, φ, ψ, . . . .

Furthermore we can see that

φψ = 0

but whether there exists solutions with

φ = ψ = 0

remains an open question.

Finally when

p < 1

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

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

identity

y

n+1

−y

n−1

=

(1 −p) −y

n

p + y

n

y

n−1

, n = 0, 1, . . .

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

converge monotonically one to ∞ and the other to 0.

4.7 The Case α = β = A = 0 : x

n+1

=

γx

n−1

Bx

n

+Cx

n−1

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

x

n

=

γ

By

n

reduces to the diﬀerence equation

y

n+1

= p +

y

n−1

y

n

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

where

p =

C

B

∈ (0, ∞).

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

are true:

4.7. The Case α = β = A = 0 : x

n+1

=

γx

n−1

Bx

n

+Cx

n−1

61

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

bounded;

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

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

stable.

We now proceed to establish the above results.

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

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

z

n+1

+

1

p + 1

z

n

−

1

p + 1

z

n−1

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

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

result:

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

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

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

ward arguments and Theorem 1.7.1.

Theorem 4.7.2 (a) Let {y

n

}

∞

n=−1

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

two semicycles. Then {y

n

}

∞

n=−1

is oscillatory. Moreover, with the possible excep-

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

(b) Let {y

n

}

∞

n=−1

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

{y

n

}

∞

n=−1

converges monotonically to y = p + 1.

4.7.1 The Case p < 1

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

following result is true.

Theorem 4.7.3 Let p < 1, and let {y

n

}

∞

n=−1

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

y

−1

≤ 1 and y

0

≥

1

1−p

. Then the following statements are true:

1. lim

n→∞

y

2n

= ∞.

2. lim

n→∞

y

2n+1

= p.

Proof. Note that

1

1−p

> p + 1, and so y

0

> p + 1. It suﬃces to show that

y

1

∈ (p, 1] and y

2

≥ p + y

0

and use induction to complete the proof.

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

Indeed y

1

= p +

y

1

y

0

> p. Also,

y

1

= p +

y

−1

y

0

≤ p +

1

y

0

≤ 1,

and so y

1

∈ (p, 1]. Hence y

2

= p +

y

0

y

1

≥ p + y

0

. 2

4.7.2 The Case p = 1

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

also Section 2.5.

Theorem 4.7.4 Let p = 1, and let {y

n

}

∞

n=−1

be a solution of Eq(4.20). Then the

following statements are true.

(a) Suppose {y

n

}

∞

n=−1

consists of a single semicycle. Then {y

n

}

∞

n=−1

converges mono-

tonically to y = 2.

(b) Suppose {y

n

}

∞

n=−1

consists of at least two semicycles. Then {y

n

}

∞

n=−1

converges to

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

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

4.7.3 The Case p > 1

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

stable. The following result will be useful.

Lemma 4.7.1 Let p > 1, and let {y

n

}

∞

n=−1

be a solution of Eq(4.20). Then

p +

p −1

p

≤ liminf

n→∞

y

n

≤ limsup

n→∞

y

n

≤

p

2

p −1

.

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

{y

n

}

∞

n=−1

has length one, that p < y

n

for all n ≥ −1, and that p < y

0

< p + 1 < y

−1

.

We shall ﬁrst show that limsup

n→∞

y

n

≤

p

2

p−1

. Note that for n ≥ 0,

y

2n+1

< p +

y

2n−1

p

.

So as every solution of the diﬀerence equation

y

m+1

= p +

1

p

y

m

, m = 0, 1, . . .

4.7. The Case α = β = A = 0 : x

n+1

=

γx

n−1

Bx

n

+Cx

n−1

63

converges to

p

2

p−1

, it follows that limsup

n→∞

y

n

≤

p

2

p−1

.

We shall next show that p +

p−1

p

≤ liminf

n→∞

y

n

. Let > 0. There clearly exists

N ≥ 0 such that for all n ≥ N,

y

2n−1

<

p

2

+

p −1

.

Let n ≥ N. Then

y

2n

= p +

y

2n−2

y

2n−1

> p + p

p −1

p

2

+

=

p

3

+ p + p(p −1)

p

2

+

.

So as is arbitrary, we have

liminf

n→∞

y

n

≥

p

3

+ p(p −1)

p

2

= p +

p −1

p

.

2

We are now ready for the following result.

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

stable.

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

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

n

}

∞

n=−1

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

show that

lim

n→∞

y

n

= p + 1.

For x, y ∈ (0, ∞), set

f(x, y) = p +

y

x

.

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

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

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

a = p and b =

p

2

+

p −1

.

Note that

f

p

2

+

p −1

, p

= p + p

p −1

p

2

+

> p

and

f

p,

p

2

+

p −1

=

p

3

+ p

p

2

−p

=

p

2

+

p −1

.

Hence

p < f(x, y) <

p

2

+

p −1

for all x, y ∈

p,

p

2

+

p −1

.

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

Finally note that by Lemma 4.7.1,

p < p +

p −1

p

≤ liminf

n→∞

y

n

≤ limsup

n→∞

y

n

≤

p

2

p −1

<

p

2

+

p −1

and so by Theorem 1.4.6,

lim

n→∞

y

n

= p + 1.

2

4.8 Open Problems and Conjectures

Conjecture 4.8.1 Consider the diﬀerence equation

x

n+1

=

A

x

n−k

+

B

x

n−l

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

where

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

and where the initial conditions x

−l

, . . . , x

0

are arbitrary positive real numbers.

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

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

uniquely determined from the characteristic roots of the linearized equation

λ

l+1

+

A

A + B

λ

l−k

+

B

A + B

= 0.

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

Open Problem 4.8.1 Let

. . . , φ

1

, φ

2

, . . . , φ

p

, . . .

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

conditions x

−l

, . . . , x

0

such that {x

n

}

∞

n=−l

converges to this periodic solution.

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

(a) Find all initial conditions y

−1

, y

0

with

y

−1

y

0

< 0

for which the equation

y

n+1

=

A

y

n

+

B

y

n−1

, (4.23)

is well deﬁned for all n ≥ 0.

(b) Assume that the initial conditions y

−1

, y

0

are such that y

−1

y

0

< 0 and such that

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

{y

n

}. Is it bounded? Does lim

n→∞

y

n

exist? When does {y

n

} converge to a two cycle?

4.8. Open Problems and Conjectures 65

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

verges to zero.

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

y

−1

, y

0

∈ (0, ∞)

for which the solution {y

n

}

∞

n=−1

of Eq(4.19) is bounded.

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

−1

, y

0

) ∈ R × R

through which the equation

y

n+1

=

y

n−1

1 + y

n

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

of {y

n

}

∞

n=−1

.

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

n

}

∞

n=−1

which remains

above the equilibrium for all n ≥ −1.

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

−1

, y

0

∈

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

(b) Let y

−1

, y

0

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

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

nature of the solution {y

n

}

∞

n=−1

of Eq(4.20).

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

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

−1

, x

0

) ∈ R ×R

through which the equation

x

n+1

= −1 +

x

n−1

x

n

(4.24)

is well deﬁned for all n ≥ 0.

Conjecture 4.8.4 Assume that (x

−1

, x

0

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

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

n

}

∞

n=−1

is a three cycle.

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

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

ditions on f for every positive solution of the equation

x

n+1

=

f(x

n

)

x

n

+ x

n−1

, n = 0, 1, . . .

to be bounded.

Open Problem 4.8.8 Let a, a

i

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

totic stability of the equilibrium points of the diﬀerence equation

x

n+1

=

x

n

a + a

0

x

n

+ . . . + a

k

x

n−k

, n = 0, 1, . . .

with positive initial conditions.

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

the population model

J

n+1

= J

n−1

e

r−(J

n

+J

n−1

)

, n = 0, 1, . . .

converges to a period-two solution.

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

sume

α ∈ (1, ∞) and k ∈ {0, 1, . . .}.

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

x

n+1

=

αx

n

1 + x

n−k

, n = 0, 1, . . .

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

α −1

α

< 2 cos

kπ

2k + 1

.

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

−1

, x

0

∈ (0, ∞) does the se-

quence deﬁned by

x

n+1

= 1 +

x

n−1

x

n

, n = 0, 1, . . .

converges to two?

4.8. Open Problems and Conjectures 67

(See also Section 4.7)

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

y

n+1

= y

n−1

e

−y

n

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

with nonnegative initial conditions.

One can easily see that every solution {y

n

}

∞

n=−1

of Eq(4.25) converges to a period-two

solution

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

More precisely, each of the subsequences {y

2n

}

∞

n=0

and {y

2n+1

}

∞

n=−1

is decreasing and

[ lim

n→∞

y

2n

][ lim

n→∞

y

2n+1

] = 0.

(a) Find all initial points y

−1

, y

0

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

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

Eq(4.25).

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

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

−1

and y

0

of the solution.

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

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

−1

, y

0

∈ (0, ∞) such that the solutions

{y

n

}

∞

n=−1

of Eq(4.20) are bounded.

(b) Let y

−1

, y

0

∈ B. Investigate the asymptotic behavior of {y

n

}

∞

n=−1

.

Open Problem 4.8.12 Let {p

n

}

∞

n=0

be a convergent sequence of nonnegative real num-

bers with a ﬁnite limit,

p = lim

n→∞

p

n

.

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

each of the following diﬀerence equations:

y

n+1

=

p

n

y

n

+

1

y

n−1

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

y

n+1

=

p

n

y

n

1 + y

n−1

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

68 Chapter 4. (1, 2)-Type Equations

y

n+1

=

p

n

+ y

n

p

n

+ y

n−1

, n = 0, 1, . . . (4.28)

y

n+1

=

y

n−1

p

n

+ y

n

, n = 0, 1, . . . (4.29)

y

n+1

= p

n

+

y

n−1

y

n

, n = 0, 1, . . . . (4.30)

Open Problem 4.8.13 Let {p

n

}

∞

n=0

be a periodic sequence of nonnegative real numbers

with period k ≥ 2. Investigate the global character of all positive solutions of each of

Eqs(4.26) - (4.30).

Open Problem 4.8.14 For each of the following diﬀerence equations determine the

“good” set G ⊂ R × R of all initial conditions (y

−1

, y

0

) ∈ R × R through which the

equation is well deﬁned for all n ≥ 0. Then for every (y

−1

, y

0

) ∈ G, investigate the long

term behavior of the solution {y

n

}

∞

n=−1

:

y

n+1

=

y

n

1 −y

n−1

, (4.31)

y

n+1

=

1 + y

n

1 −y

n−1

, (4.32)

y

n+1

=

y

n−1

1 −y

n

, (4.33)

y

n+1

= −1 +

y

n−1

y

n

. (4.34)

For those equations from the above list for which you were successful, extend your result

by introducing arbitrary real parameters in the equation.

Chapter 5

(2, 1)-Type Equations

5.1 Introduction

Eq(1) contains the following nine equations of the (2, 1)-type:

x

n+1

=

α + βx

n

A

, n = 0, 1, . . . (5.1)

x

n+1

=

α + βx

n

Bx

n

, n = 0, 1, . . . (5.2)

x

n+1

=

α + βx

n

Cx

n−1

, n = 0, 1, . . . (5.3)

x

n+1

=

α + γx

n−1

A

, n = 0, 1, . . . (5.4)

x

n+1

=

α + γx

n−1

Bx

n

, n = 0, 1, . . . (5.5)

x

n+1

=

α + γx

n−1

Cx

n−1

, n = 0, 1, . . . (5.6)

69

70 Chapter 5. (2, 1)-Type Equations

x

n+1

=

βx

n

+ γx

n−1

A

, n = 0, 1, . . . (5.7)

x

n+1

=

βx

n

+ γx

n−1

Bx

n

, n = 0, 1, . . . (5.8)

and

x

n+1

=

βx

n

+ γx

n−1

Cx

n−1

, n = 0, 1, . . . . (5.9)

Please recall our classiﬁcation convention in which all parameters that appear in these

equations are positive, the initial conditions are nonnegative, and the denominators are

always positive.

Of these nine equations, Eqs(5.1), (5.4) and (5.7) are linear. Eq(5.2) is a Riccati

equation and Eq(5.6) is essentially like Eq(5.2).

The change of variables

x

n

=

γ

B

y

n

,

reduces Eq(5.8) to Eq(4.20) with p =

β

γ

, which was investigated in Section 4.7.

Finally the change of variables

x

n

=

γ

C

+

β

C

y

n

,

reduces Eq(5.9) to Eq(4.18) with p =

γ

β

, which was investigated in Section 4.5.

Therefore there remain Eqs(5.3) and (5.5), which will be investigated in the next two

sections.

5.2 The Case γ = A = B = 0 : x

n+1

=

α+βx

n

Cx

n−1

- Lyness’

Equation

This is the (2, 1)-type Eq(5.3) which by the change of variables reduces to the equation

y

n+1

=

p + y

n

y

n−1

, n = 0, 1, . . . (5.10)

5.2. The Case γ = A = B = 0 : x

n+1

=

α+βx

n

Cx

n−1

- Lyness’ Equation 71

where

p =

αC

β

2

.

The special case of Eq(5.10) where

p = 1

was discovered by Lyness in 1942 while he was working on a problem in Number Theory.

(See ([42], p. 131) for the history of the problem.) In this special case, the equation

becomes

y

n+1

=

1 + y

n

y

n−1

, n = 0, 1, . . . (5.11)

every solution of which is periodic with period ﬁve. Indeed the solution of Eq(5.11) with

initial conditions y

−1

and y

0

is the ﬁve-cycle:

y

−1

, y

0

,

1 + y

0

y

−1

,

1 + y

−1

+ y

0

y

−1

y

0

,

1 + y

−1

y

0

, . . . .

Eq(5.10) possesses the invariant

I

n

= (p + y

n−1

+ y

n

)

1 +

1

y

n−1

1 +

1

y

n

= constant (5.12)

from which it follows that every solution of Eq(5.10) is bounded from above and from

below by positive constants.

It was shown in [30] that no nontrivial solution of Eq(5.10) has a limit.

It was also shown in [44] by using KAM theory that the positive equilibrium y of

Eq(5.10) is stable but not asymptotically stable. This result was also established in [49]

by using a Lyapunov function.

Concerning the semicycles of solutions of Eq(5.10) the following result was established

in [43]:

Theorem 5.2.1 Assume that p > 0. Then the following statements about the positive

solutions of Eq(5.10) are true:

(a) The absolute extreme in a semicycle occurs in the ﬁrst or in the second term.

(b) Every nontrivial semicycle, after the ﬁrst one, contains at least two and at most

three terms.

There is substantial literature on Lyness’ Equation. See [11], [42], [43], [57]-[59], [71],

and [72] and the references cited therein.

72 Chapter 5. (2, 1)-Type Equations

5.3 The Case β = A = C = 0 : x

n+1

=

α+γx

n−1

Bx

n

This is the (2, 1)-type Eq(5.5) which by the change of variables

x

n

=

γ

B

y

n

reduces to the equation

y

n+1

=

p + y

n−1

y

n

, n = 0, 1, . . . (5.13)

where

p =

αB

γ

2

.

Eq(5.13) was investigated in [28].

By the linearized stability Theorem 1.1.1 one can see that the unique equilibrium

point

y =

1 +

√

1 + 4p

2

of Eq(5.13) is a saddle point.

By Theorem 1.7.1 one can see that except possibly for the ﬁrst semicycle, every

oscillatory solution of Eq(5.13) has semicycles of length one.

Concerning the nonoscillatory solutions of Eq(5.13) one can easily see that every

nonoscillatory solution of Eq(5.13) converges monotonically to the equilibrium y.

The global character of solutions of Eq(5.13) is a consequence of the identity

y

n+1

−y

n−1

=

y

n−1

−y

n−2

y

n

for n ≥ 1.

From this it follows that a solution of Eq(5.13) either approaches the positive equilibrium

y monotonically or it oscillates about y with semicycles of length one in such a way that

{y

2n

} and {y

2n+1

} converge monotonically one to zero and other to ∞.

5.4 Open Problems and Conjectures

By using the invariant (5.12), one can easily see that every solution of Lyness’ Eq(5.10)

is bounded from above and from below by positive numbers. To this day we have not

found a proof for the boundedness of solutions of Eq(5.10) without using essentially the

invariant.

Open Problem 5.4.1 Show that every solution of Lyness’ Eq(5.10) is bounded without

using the invariant (5.12).

5.4. Open Problems and Conjectures 73

Open Problem 5.4.2 Assume that f ∈ C[(0, ∞), (0, ∞)]. Obtain necessary and suﬃ-

cient conditions in terms of f so that every positive solution of the diﬀerence equation

x

n+1

=

f(x

n

)

x

n−1

, n = 0, 1, . . . (5.14)

is bounded.

What is it that makes Lyness’ equation possess an invariant? What type of diﬀerence

equations possess an invariant? Along these lines, we oﬀer the following open problems

and conjectures.

Open Problem 5.4.3 Assume that f ∈ C[(0, ∞), (0, ∞)]. Obtain necessary and suﬃ-

cient conditions in terms of f so that the diﬀerence equation (5.14) possesses a (non-

trivial) invariant.

Conjecture 5.4.1 Assume that f ∈ C[(0, ∞), (0, ∞)] and that the diﬀerence equation

(5.14) possesses a unique positive equilibrium point x and a nontrivial invariant. Show

that the linearized equation of Eq(5.14) about x does not have both eigenvalues in |λ| < 1

and does not have both eigenvalues in |λ| > 1.

When we allow the initial conditions to be real numbers the equation

y

n+1

=

p + y

n

y

n−1

(5.15)

may not even be well deﬁned for all n ≥ 0. To illustrate, we oﬀer the following open

problems and conjectures.

Open Problem 5.4.4 (See [26].) Assume p ∈ (−∞, ∞). Determine the set G of all

initial conditions y

−1

, y

0

∈ (−∞, ∞) through which Eq(5.15) is well deﬁned for all n ≥ 0.

Conjecture 5.4.2 Let G be the set of initial conditions deﬁned in the Open problem

5.4.4. Show that the subset of G through which the solutions of Eq(5.15) are unbounded

is a set of measure zero.

74 Chapter 5. (2, 1)-Type Equations

Conjecture 5.4.3 Assume p ∈ (−∞, ∞). Show that the set of points (y

−1

, y

0

) ∈

(−∞, ∞) × (−∞, ∞) through which Eq(5.15) is not well deﬁned for all n ≥ 0, is a

set of points without interior.

Open Problem 5.4.5 Determine all positive integers k with the property that every

positive solution of the equation

y

n+1

=

1 + . . . + y

n−k

y

n−k−1

, n = 0, 1, . . .

is periodic.

Conjecture 5.4.4 Show that every positive solution of the equation

y

n+1

=

y

n

y

n−1

+

y

n−4

y

n−3

, n = 0, 1, . . .

converges to a period-six solution.

Conjecture 5.4.5 (See [20]) Show that every positive solution of the equation

y

n+1

=

1

y

n

y

n−1

+

1

y

n−3

y

n−4

, n = 0, 1, . . .

converges to a period-three solution.

Conjecture 5.4.6 Show that the equation

y

n+1

=

1 + y

n−1

y

n

, n = 0, 1, . . .

has a nontrivial positive solution which decreases monotonically to the equilibrium of the

equation.

Open Problem 5.4.6 Find the set G of all initial points (y

−1

, y

0

) ∈ R × R through

which the equation

y

n+1

=

1 + y

n−1

y

n

is well deﬁned for all n ≥ 0. Determine the periodic character and the asymptotic

behavior of all solutions with (y

−1

, y

0

) ∈ G.

5.4. Open Problems and Conjectures 75

Conjecture 5.4.7 (May’s Host Parasitoid Model; see [59]) Assume α > 1. Show

that every positive solution of May’s Host Parasitoid Model

x

n+1

=

αx

2

n

(1 + x

n

)x

n−1

, n = 0, 1, . . .

is bounded.

Conjecture 5.4.8 (The Gingerbreadman Map; see [59]) Let A ∈ (0, ∞). Show that

every positive solution of the equation

x

n+1

=

max{x

2

n

, A}

x

n

x

n−1

, n = 0, 1, . . . (5.16)

is bounded.

Note that the change of variables

x

n

=

A

1+y

n

2

if A > 1

e

y

n

2

if A = 1

A

−1+y

n

2

if A < 1

reduces Eq(5.16) to

y

n+1

= |y

n

| −y

n−1

+ δ, n = 0, 1, . . . (5.17)

where

δ =

1 if A < 1

0 if A = 1

−1 if A > 1.

When δ = 1, Eq(5.17) is called the Gingerbreadman Map and was investigated

by Devaney [17].

Chapter 6

(2, 2)-Type Equations

6.1 Introduction

Eq(1) contains the following nine equations of the (2, 2)-type:

x

n+1

=

α + βx

n

A + Bx

n

, n = 0, 1, . . . (6.1)

x

n+1

=

α + βx

n

A + Cx

n−1

, n = 0, 1, . . . (6.2)

x

n+1

=

α + βx

n

Bx

n

+ Cx

n−1

, n = 0, 1, . . . (6.3)

x

n+1

=

α + γx

n−1

A + Bx

n

, n = 0, 1, . . . (6.4)

x

n+1

=

α + γx

n−1

A + Cx

n−1

, n = 0, 1, . . . (6.5)

x

n+1

=

α + γx

n−1

Bx

n

+ Cx

n−1

, n = 0, 1, . . . (6.6)

77

78 Chapter 6. (2, 2)-Type Equations

x

n+1

=

βx

n

+ γx

n−1

A + Bx

n

, n = 0, 1, . . . (6.7)

x

n+1

=

βx

n

+ γx

n−1

A + Cx

n−1

, n = 0, 1, . . . (6.8)

x

n+1

=

βx

n

+ γx

n−1

Bx

n

+ Cx

n−1

, n = 0, 1, . . . . (6.9)

Please recall our classiﬁcation convention in which all parameters that appear in these

equations are positive, the initial conditions are nonnegative, and the denominators are

always positive.

Eq(6.5) is essentially similar to Eq(6.1). In fact if {x

n

}

∞

n=−1

is a positive solution of

Eq(6.5) then {x

2n

}

∞

n=0

and {x

2n−1

}

∞

n=0

are both solutions of the Riccati equations

z

n+1

=

α + γz

n

A + Cz

n

, n = 0, 1, . . .

with

z

n

= x

2n

for n ≥ 0

and

z

n+1

=

α + γz

n

A + Cz

n

, n = −1, 0, . . .

with

z

n

= x

2n+1

for n ≥ −1,

respectively.

Therefore we will omit any further discussion of Eq(6.5).

6.2 The Case γ = C = 0 : x

n+1

=

α+βx

n

A+Bx

n

- Riccati

Equation

This is the (2, 2)-type Eq(6.1) which is in fact a Riccati equation. See Section 1.6.

To avoid a degenerate situation we will assume that

αB −βA = 0.

6.3. The Case γ = B = 0 : x

n+1

=

α+βx

n

A+Cx

n−1

79

The Riccati number associated with this equation is

R =

βA −αB

(β + A)

2

and clearly

R <

1

4

.

Now the following result is a consequence of Theorem 1.6.2:

Theorem 6.2.1 The positive equilibrium of Eq(6.1) is globally asymptotically stable.

6.3 The Case γ = B = 0 : x

n+1

=

α+βx

n

A+Cx

n−1

This is the (2, 2)-type Eq(6.2) which by the change of variables

x

n

=

A

C

y

n

reduces to the equation

y

n+1

=

p + qy

n

1 + y

n−1

, n = 0, 1, . . . (6.10)

where

p =

αC

A

2

and q =

β

A

.

(Eq(6.10) was investigated in [42] and [43]. See also [36].)

Eq(6.10) has the unique positive equilibrium y given by

y =

q −1 +

(q −1)

2

+ 4p

2

.

By applying the linearized stability Theorem 1.1.1 we obtain the following result.

Lemma 6.3.1 The equilibrium y of Eq(6.10) is locally asymptotically stable for all val-

ues of the parameters p and q.

Eq(6.10) is a very simple looking equation for which it has long been conjectured

that its equilibrium is globally asymptotically stable. To this day, the conjecture has

not been proven or refuted.

The main results known about Eq(6.10) are the following:

Theorem 6.3.1 Every solution of Eq(6.10) is bounded from above and from below by

positive constants.

80 Chapter 6. (2, 2)-Type Equations

Proof. Let {y

n

} be a solution of Eq(6.10). Clearly, if the solution is bounded from

above by a constant M, then

y

n+1

≥

p

1 + M

and so it is also bounded from below. Now assume for the sake of contradiction that the

solution is not bounded from above. Then there exists a subsequence {y

1+n

k

}

∞

k=0

such

that

lim

k→∞

n

k

= ∞, lim

k→∞

y

1+n

k

= ∞, and y

1+n

k

= max{y

n

: n ≤ n

k

} for k ≥ 0.

From (6.10) we see that

y

n+1

< qy

n

+ p for n ≥ 0

and so

lim

k→∞

y

n

k

= lim

k→∞

y

n

k

−1

= ∞.

Hence, for suﬃciently large k,

0 ≤ y

1+n

k

−y

n

k

=

p + [(q −1) −y

n

k

−1

]y

n

k

1 + y

n

k

−1

< 0

which is a contradiction and the proof is complete. 2

The oscillatory character of solutions for Eq(6.10) is described by the following result:

Theorem 6.3.2 Let {y

n

}

∞

n=−1

be a nontrivial solution of Eq(6.10). Then the following

statements are true:

(i) Every semicycle, except perhaps for the ﬁrst one, has at least two terms.

(ii) The extreme in each semicycle occurs at either the ﬁrst term or the second. Fur-

thermore after the ﬁrst, the remaining terms in a positive semicycle are strictly

decreasing and in a negative semicycle are strictly increasing.

(iii) In any two consecutive semicycles, their extrema cannot be consecutive terms.

(iv) Assume

q ≤ p.

Then, except possibly for the ﬁrst semicycle, every semicycle contains two or three

terms. Furthermore, in every semicycle, there is at most one term which follows

the extreme.

Proof. We present the proofs for positive semicycles only. The proofs for negative

semicycles are similar and will be omitted.

6.3. The Case γ = B = 0 : x

n+1

=

α+βx

n

A+Cx

n−1

81

(i) Assume that for some N ≥ 0,

y

N−1

< y and y

N

≥ y.

Then

y

N+1

=

p + qy

N

1 + y

N−1

>

p + qy

1 + y

= y.

(ii) Assume that for some N ≥ 0, the ﬁrst two terms in a positive semicycle are y

N

and y

N+1

. Then

y

N

≥ y, y

N+1

> y

and

y

N+2

y

N+1

=

1

y

N+1

p + qy

N+1

1 + y

N

=

p

y

N+1

+ q

1 + y

N

<

p

y

+ q

1 + y

= 1.

(iii) We consider the case where a negative semicycle is followed by a positive one. The

opposite case is similar and will be omitted. So assume that for some N ≥ 0 the

last two terms in a negative semicycle are y

N−1

and y

N

with

y

N−1

≥ y

N

.

Then

y

N+1

=

p + qy

N

1 + y

N−1

<

p + qy

N+1

1 + y

N

= y

N+2

.

(iv) Assume that for some N ≥ 0, the terms y

N

, y

N+1

, and y

N+2

are all in a positive

semicycle. Then

y

N+3

=

p + qy

N+2

1 + y

N+1

<

p + qy

N+1

1 + y

N+1

<

p + qy

1 + y

= y.

2

Theorem 6.3.3 The positive equilibrium of Eq(6.10) is globally asymptotically stable if

one of the following two conditions holds:

(i)

q < 1;

(ii)

q ≥ 1

and

either p ≤ q or q < p ≤ 2(q + 1).

82 Chapter 6. (2, 2)-Type Equations

Proof.

(i) In view of Lemma 6.3.1, it remains to show that every solution {y

n

}

∞

n=−1

of Eq(6.10)

tends to y as n →∞. To this end, let

i = liminf

n→∞

y

n

and s = limsup

n→∞

y

n

which by Theorem 6.3.1 exist and are positive numbers. Then Eq(6.10) yields

i ≥

p + qi

1 + s

and s ≤

p + qs

1 + i

.

Hence

p + (q −1)i ≤ is ≤ p + (q −1)s

and so because q < 1,

i ≥ s

from which the result follows.

(ii) The proof when

p < q

follows by applying Theorem 1.4.2. This result was ﬁrst established in [43].

For the proof when

1 ≤ q ≤ p ≤ 2(q + 1)

see ([42], Theorem 3.4.3 (f), p. 71).

2

6.4 The Case γ = A = 0 : x

n+1

=

α+βx

n

Bx

n

+Cx

n−1

This is the (2, 2)-type Eq(6.3) which by the change of variables

x

n

=

β

B

y

n

reduces to the diﬀerence equation

y

n+1

=

y

n

+ p

y

n

+ qy

n−1

, n = 0, 1, . . . (6.11)

where

p =

αB

β

2

and q =

C

B

.

Eq(6.11) was investigated in [15].

The following result is a consequence of the linearized stability Theorem 1.1.1.

6.4. The Case γ = A = 0 : x

n+1

=

α+βx

n

Bx

n

+Cx

n−1

83

Theorem 6.4.1 The unique positive equilibrium point

y =

1 +

1 + 4p(q + 1)

2(q + 1)

of Eq(6.11) is locally asymptotically stable for all values of the parameters p and q.

6.4.1 Invariant Intervals

The following result establishes that the interval I with end points 1 and

p

q

is an invari-

ant interval for Eq(6.11) in the sense that if, for some k ≥ 0, two consecutive values

y

k−1

and y

k

of a solution lie in I, then y

m

∈ I for all m > k.

Lemma 6.4.1 Let {y

n

}

∞

n=−1

be a solution of Eq(6.11). Then the following statements

are true:

(a) Assume p < q and suppose that for some k ≥ 0,

y

k−1

, y

k

∈

¸

p

q

, 1

¸

.

Then

y

n

∈

¸

p

q

, 1

¸

for all n > k.

(b) Assume p > q and suppose that for some k ≥ 0,

y

k−1

, y

k

∈

¸

1,

p

q

¸

.

Then

y

n

∈

¸

1,

p

q

¸

for all n > k.

Proof.

(a) The basic ingredient behind the proof is the fact that when u, v ∈ [

p

q

, ∞), the

function

f(u, v) =

u + p

u + qv

is increasing in u and decreasing in v. Indeed,

y

k+1

=

y

k

+ p

y

k

+ qy

k−1

≤

y

k

+ p

y

k

+ q

p

q

= 1,

y

k+1

=

y

k

+ p

y

k

+ qy

k−1

≥

p

q

+ p

p

q

+ q

>

p

q

and the proof follows by induction.

(b) The proof is similar and will be omitted. 2

84 Chapter 6. (2, 2)-Type Equations

6.4.2 Semicycle Analysis

Let {y

n

}

∞

n=−1

be a solution of Eq(6.11). Then observe that the following identities are

true:

y

n+1

−1 = q

p

q

−y

n−1

y

n

+ qy

n−1

for n ≥ 0, (6.12)

y

n+1

−

p

q

=

(q −p) + pq(1 −y

n−1

)

q(y

n

+ qy

n−1

)

for n ≥ 0, (6.13)

and

y

n

−y

n+4

=

(y

n

−1)[qy

n

y

n+3

+ y

n+1

y

n+3

] + qy

n+1

(y

n

−

p

q

)

q(p + y

n+1

) + y

n+3

(y

n+1

+ qy

n

)

for n ≥ 0. (6.14)

First we will analyze the semicycles of the solution {y

n

}

∞

n=−1

under the assumption

that

p > q. (6.15)

The following result is a direct consequence of (6.12)-(6.15):

Lemma 6.4.2 Assume that (6.15) holds and let {y

n

}

∞

n=−1

be a solution of Eq(6.11).

Then the following statements are true:

(i) If for some N ≥ 0, y

N−1

<

p

q

, then y

N+1

> 1;

(ii) If for some N ≥ 0, y

N−1

=

p

q

, then y

N+1

= 1;

(iii) If for some N ≥ 0, y

N−1

>

p

q

, then y

N+1

< 1;

(iv) If for some N ≥ 0, y

N−1

≥ 1, then y

N+1

<

p

q

;

(v) If for some N ≥ 0, y

N−1

≤ 1, then y

N+1

> 1;

(vi) If for some N ≥ 0, y

N

≥

p

q

, then y

N+4

< y

N

;

(vii) If for some N ≥ 0, y

N

≤ 1, then y

N+4

> y

N

;

(viii) If for some N ≥ 0, 1 ≤ y

N−1

≤

p

q

, then 1 ≤ y

N+1

≤

p

q

;

(ix) If for some N ≥ 0, 1 ≤ y

N−1

, y

N

≤

p

q

, then y

n

∈ [1,

p

q

] for n ≥ N. That is [1,

p

q

] is

an invariant interval for Eq(6.11);

(x)

1 < y <

p

q

.

6.4. The Case γ = A = 0 : x

n+1

=

α+βx

n

Bx

n

+Cx

n−1

85

The next result, which is a consequence of Theorem 1.7.2, states that when (6.15)

holds, every nontrivial and oscillatory solution of Eq(6.11), which lies in the interval

[1,

p

q

], oscillates about the equilibrium y with semicycles of length one or two.

Theorem 6.4.2 Assume that Eq(6.11) holds. Then every nontrivial and oscillatory

solution of Eq(6.11) which lies in the interval [1,

p

q

], oscillates about y with semicycles

of length one or two.

Next we will analyze the semicycles of the solutions {y

n

}

∞

n=−1

under the assumption

that

q = p. (6.16)

In this case, Eq(6.11) reduces to

y

n+1

=

y

n

+ p

y

n

+ py

n−1

, n = 0, 1, . . . (6.17)

with the unique equilibrium point

y = 1.

Also identities (6.12)-(6.14) reduce to

y

n+1

−1 = p

1 −y

n−1

y

n

+ py

n−1

for n ≥ 0 (6.18)

and

y

n

−y

n+4

= (y

n

−1)

py

n+1

+ py

n

y

n+3

+ y

n+1

y

n+3

p(p + y

n+1

) + y

n+3

(y

n+1

+ py

n

)

for n ≥ 0. (6.19)

and so the following results follow immediately:

Lemma 6.4.3 Let {y

n

}

∞

n=−1

be a solution of Eq(6.17). Then the following statements

are true:

(i) If for some N ≥ 0, y

N−1

< 1, then y

N+1

> 1;

(ii) If for some N ≥ 0, y

N−1

= 1, then y

N+1

= 1;

(iii) If for some N ≥ 0, y

N−1

> 1, then y

N+1

< 1;

(iv) If for some N ≥ 0, y

N

< 1, then y

N

< y

N+4

< 1;

(v) If for some N ≥ 0, y

N

> 1, then y

N

> y

N+4

> 1.

Corollary 6.4.1 Let {y

n

}

∞

n=−1

be a nontrivial solution of Eq(6.17). Then {y

n

}

∞

n=−1

oscillates about the equilibrium 1 and, except possibly for the ﬁrst semicycle, the following

are true:

86 Chapter 6. (2, 2)-Type Equations

(i) If y

−1

= 1 or y

0

= 1, then the positive semicycle has length three and the negative

semicycle has length one.

(ii) If (1 −y

−1

)(1 −y

0

) = 0, then every semicycle has length two.

Finally we will analyze the semicycles of the solutions {y

n

}

∞

n=−1

under the assumption

that

p < q. (6.20)

The following result is a direct consequence of (6.12)-(6.14) and (6.20).

Lemma 6.4.4 Assume that (6.20) holds and let {y

n

}

∞

n=−1

be a solution of Eq(6.11).

Then the following statements are true:

(i) If for some N ≥ 0, y

N−1

<

p

q

, then y

N+1

> 1;

(ii) If for some N ≥ 0, y

N−1

=

p

q

, then y

N+1

= 1;

(iii) If for some N ≥ 0, y

N−1

>

p

q

, then y

N+1

< 1;

(iv) If for some N ≥ 0, y

N−1

≤ 1, then y

N+1

>

p

q

;

(v) If for some N ≥ 0, y

N−1

≤

p

q

, then y

N+1

>

p

q

;

(vi) If for some N ≥ 0, y

N

≥ 1, then y

N+4

< y

N

;

(vii) If for some N ≥ 0, y

N

≤

p

q

, then y

N+4

> y

N

;

(viii) If for some N ≥ 0,

p

q

≤ y

N−1

≤ 1, then

p

q

≤ y

N+1

≤ 1;

(ix) If for some N ≥ 0,

p

q

≤ y

N−1

, y

N

≤ 1, then y

n

∈ [

p

q

, 1] for n ≥ N. That is, [

p

q

, 1] is

an invariant interval for Eq(6.11);

(x)

p

q

< y < 1.

The next result, which is a consequence of Theorem 1.7.4, states that when (6.20)

holds, every nontrivial and oscillatory solution of Eq(6.11) which lies in the interval

[

p

q

, 1], after the ﬁrst semicycle, oscillates with semicycles of length at least two.

Theorem 6.4.3 Assume that (6.20) holds. Then every nontrivial and oscillatory solu-

tion of Eq(6.11) which lies in the interval [

p

q

, 1], after the ﬁrst semicycle, oscillates with

semicycles of length at least two.

6.4. The Case γ = A = 0 : x

n+1

=

α+βx

n

Bx

n

+Cx

n−1

87

How do solutions which do not eventually lie in the invariant interval behave?

First assume that

p > q

and let {y

n

}

∞

n=−1

be a solution which does not eventually lie in the interval I = [1,

p

q

].

Then one can see that the solution oscillates relative to the interval [1,

p

q

], essentially in

one of the following two ways:

(i) Two consecutive terms in (

p

q

, ∞) are followed by two consecutive terms in (0, 1),

are followed by two consecutive terms in (

p

q

, ∞), and so on. The solution never visits

the interval (1,

p

q

).

(ii) There exists exactly one term in (

p

q

, ∞), which is followed by exactly one term in

(1,

p

q

), which is followed by exactly one term in (0, 1), which is followed by exactly one

term in (1,

p

q

), which is followed by exactly one term in (

p

q

, ∞), and so on. The solution

visits consecutively the intervals

. . . ,

p

q

, ∞

,

1,

p

q

, (0, 1),

1,

p

q

,

p

q

, ∞

, . . .

in this order with one term per interval.

The situation is essentially the same relative to the interval [

p

q

, 1] when

p < q.

6.4.3 Global Stability and Boundedness

Our goal in this section is to establish the following result:

Theorem 6.4.4 (a) The equilibrium y of Eq(6.11) is globally asymptotically stable

when

q ≤ 1 + 4p. (6.21)

(b) Assume that

q > 1 + 4p.

Then every solution of Eq(6.11) lies eventually in the interval

p

q

, 1

.

Proof.

(a) We have already shown that the equilibrium y is locally asymptotically stable so

it remains to be shown that y is a global attractor of every solution {y

n

}

∞

n=−1

of

Eq(6.11).

Case 1 Assume p = q. It follows from (6.19) that each of the four subsequences

{y

4n+i

}

∞

n=0

for i = 1, 2, 3, 4

88 Chapter 6. (2, 2)-Type Equations

is either identically equal to one or else it is strictly monotonically convergent. Set

L

i

= lim

n→∞

y

4n+i

for i = 1, 2, 3, 4.

Thus clearly

. . . , L

1

, L

2

, L

3

, L

4

, . . . (6.22)

is a periodic solution of Eq(6.11) with period four. By applying (6.19) to the

solution (6.22) we see that

L

i

= 1 for i = 1, 2, 3, 4

and so

lim

n→∞

y

n

= 1.

Case 2 Assume p = q. First, we assume that p > q.

Recall from Lemma 6.4.2 that [1,

p

q

] is an invariant interval. In this interval the

function

f(u, v) =

u + p

u + qv

is decreasing in both variables and so it follows by applying Theorem 1.4.7 that

every solution of Eq(6.11) with two consecutive values in [1,

p

q

] converges to y. By

using an argument similar to that in the case p = q, we can see that if a solution is

not eventually in [1,

p

q

], it converges to a periodic solution with period-four which

is not the equilibrium. By applying (6.14) to this period four solution we obtain a

contradiction and so every solution of Eq(6.11) must lie eventually in [1,

p

q

].

Hence for every solution {y

n

}

∞

n=−1

of Eq(6.11)

lim

n→∞

y

n

= y

and the proof is complete.

Now, assume that p < q.

As in Case 2 we can see that every solution of Eq(6.11) must eventually lie in the

interval [

p

q

, 1]. In this interval the function

f(u, v) =

u + p

u + qv

is increasing in u and decreasing in v. Under the assumption that q ≤ 1 + 4p,

Theorem 1.4.5 applies and so every solution of Eq(6.11) converges to y.

(b) The proof follows from the discussion in part (a).

2

6.5. The Case β = C = 0 : x

n+1

=

α+γx

n−1

A+Bx

n

89

6.5 The Case β = C = 0 : x

n+1

=

α+γx

n−1

A+Bx

n

This is the (2, 2)-type Eq(6.4) which by the change of variables

x

n

=

A

B

y

n

reduces to the diﬀerence equation

y

n+1

=

p + qy

n−1

1 + y

n

, n = 0, 1, . . . (6.23)

where

p =

αB

A

2

and q =

γ

A

.

(Eq(6.23) was investigated in [28].)

The only equilibrium point of Eq(6.23) is

y =

q −1 +

(q −1)

2

+ 4p

2

and by applying the linearized stability Theorem 1.1.1 we obtain the following result:

Theorem 6.5.1 The equilibrium y of Eq(6.23) is locally asymptotically stable when

q < 1,

and is an unstable saddle point when

q > 1.

Concerning prime period-two solutions, the following result is a consequence of the

results in Section 2.7.

Theorem 6.5.2 (a) Eq(6.23) has a prime period-two solution

. . . , φ, ψ, φ, ψ, . . . (6.24)

if and only if

q = 1. (6.25)

(b) Assume (6.25) holds. Then the values φ and ψ of all prime period-two solutions

(6.24) are given by

{φ, ψ ∈ (0, ∞) : φψ = p}.

(c) Assume that (6.25) holds. Then every solution of Eq(6.23) converges to a period

two solution.

90 Chapter 6. (2, 2)-Type Equations

6.5.1 Semicycle Analysis

Our results on the semicycles of solutions for Eq(6.23) are as follows:

Theorem 6.5.3 Let {y

n

} be a nontrivial solution of Eq(6.23) and let y denote the

unique positive equilibrium of Eq(6.23). Then the following statements are true:

(a) After the ﬁrst semicycle, an oscillatory solution {y

n

} of Eq(6.23) oscillates about

the equilibrium y with semicycles of length one.

(b) Assume p ≥ q. Then every nonoscillatory solution of Eq(6.23) converges mono-

tonically to the equilibrium y.

Proof. (a) This follows immediately from Theorem 1.7.1

(b) Let {y

n

} be a nonoscillatory solution of Eq(6.23). We will assume that there exists

a positive integer K such that y

n−1

≥ y for every n ≥ K. The case where y

n−1

< y for

n ≥ K is similar and will be omitted. It is suﬃcient to show that {y

n

} is a decreasing

sequence for n ≥ K. So assume for the sake of contradiction that for some n

0

≥ K,

y

n

0

> y

n

0

−1

.

Clearly, the condition p ≥ q implies that the function

f(x) =

p + qx

1 + x

is decreasing. Then

y

n

0

+1

=

p + qy

n

0

−1

1 + y

n

0

= f(y

n

0

, y

n

0

−1

) < f(y

n

0

, y

n

0

) < f(y, y) = y,

which is impossible. 2

6.5.2 The Case q < 1

The main result in this section is the following:

Theorem 6.5.4 Assume that

q < 1.

Then the positive equilibrium of Eq(6.23) is globally asymptotically stable.

Proof. Clearly

y

n+1

=

p + qy

n−1

1 + y

n

< p + qy

n−1

, n ≥ 0. (6.26)

Set

M =

p

1 −q

+ ,

6.5. The Case β = C = 0 : x

n+1

=

α+γx

n−1

A+Bx

n

91

where is some positive number.

From Eq(6.26) and Eq(6.23), it now follows that every solution of Eq(6.23) lies

eventually in the interval [0, M].

Set

f(x, y) =

p + qy

1 + x

, a = 0, and b =

p

1 −q

+ .

Then clearly,

a ≤ f(x, y) ≤ b,

for all (x, y) ∈ [a, b] ×[a, b]. By applying Theorem 1.4.6 it follows that y is a global at-

tractor of all solutions of Eq(6.23). The local stability of y was established in Theorem

6.5.1. The proof is complete. 2

6.5.3 The Case q > 1

In this case we will show that there exist solutions that have two subsequences, one of

which is monotonically approaching 0 and the other is monotonically approaching ∞.

In fact this is true for every solution {y

n

}

∞

n=−1

whose initial conditions are such that the

following inequalities are true:

y

−1

< q −1 and y

0

> q −1 +

p

q −1

.

To this end observe that

y

1

=

p + qy

−1

1 + y

0

<

p + q(q −1)

1 + y

0

< q −1

and

y

2

=

p + qy

0

1 + y

1

>

p + qy

0

q

= y

0

+

p

q

and by induction,

y

2n−1

< q −1 and y

2n

> y

0

+ n

p

q

for n ≥ 1.

Hence

lim

n→∞

y

2n

= ∞

and

lim

n→∞

y

2n+1

= lim

n→∞

p + qy

2n−1

1 + y

2n

= 0

and the proof is complete.

92 Chapter 6. (2, 2)-Type Equations

6.6 The Case β = A = 0 : x

n+1

=

α+γx

n−1

Bx

n

+Cx

n−1

This is the (2, 2)-type Eq(6.6) which by the change of variables

x

n

=

γ

C

y

n

reduces to the diﬀerence equation

y

n+1

=

p + y

n−1

qy

n

+ y

n−1

, n = 0, 1, . . . (6.27)

where

p =

αC

γ

2

and q =

B

C

.

(Eq(6.27) was investigated in [45].)

Eq(6.27) has the unique positive equilibrium

y =

1 +

1 + 4p(1 + q)

2(1 + q)

.

The linearized equation associated with Eq(6.27) about y is

z

n+1

+

q

1 + q

z

n

−

qy −p

(y + p)(1 + q)

z

n−1

= 0, n = 0, 1, . . . . (6.28)

By employing Theorem 1.1.1 we see that y is locally asymptotically stable when

(q −1)y < 2p (6.29)

and unstable (a saddle point) when

(q −1)y > 2p. (6.30)

Clearly the equilibrium y is the positive solution of the quadratic equation

(1 + q)y

2

−y −p = 0.

If we now set

F(u) = (1 + q)u

2

−u −p,

it is easy to see that (6.29) is satisﬁed if and only if either

q ≤ 1

or

q > 1 and F

2p

q −1

> 0.

6.6. The Case β = A = 0 : x

n+1

=

α+γx

n−1

Bx

n

+Cx

n−1

93

Similarly (6.30) is satisﬁed if and only if

q > 1 and F

2p

q −1

< 0.

The following result is now a consequence of the above discussion and some simple

calculations:

Theorem 6.6.1 The equilibrium y of Eq(6.27) is locally asymptotically stable when

q < 1 + 4p (6.31)

and unstable, and more precisely a saddle point equilibrium, when

q > 1 + 4p. (6.32)

6.6.1 Existence and Local Stability of Period-Two Cycles

Let

. . . , φ, ψ, φ, ψ, . . .

be a period-two cycle of Eq(6.27). Then

φ =

p + φ

qψ + φ

and ψ =

p + ψ

qφ + ψ

.

It now follows after some calculations that the following result is true:

Theorem 6.6.2 Eq(6.27) has a prime period-two solution

. . . , φ, ψ, φ, ψ, . . .

if and only if

q > 1 + 4p.

Furthermore when (6.32) holds, the period-two solution is “unique” and the values of φ

and ψ are the positive roots of the quadratic equation

t

2

−t +

p

q −1

= 0.

94 Chapter 6. (2, 2)-Type Equations

To investigate the local stability of the two cycle

. . . , φ, ψ, φ, ψ, . . .

we set

u

n

= y

n−1

and v

n

= y

n

, for n = 0, 1, . . .

and write Eq(6.27) in the equivalent form:

u

n+1

= v

n

v

n+1

=

p+u

n

qv

n

+u

n

, n = 0, 1, . . . .

Let T be the function on (0, ∞) ×(0, ∞) deﬁned by:

T

u

v

=

v

p+u

qv+u

.

Then

φ

ψ

**is a ﬁxed point of T
**

2

, the second iterate of T. By a simple calculation we ﬁnd that

T

2

u

v

=

g(u, v)

h(u, v)

where

g(u, v) =

p + u

qv + u

and h(u, v) =

p + v

qg(u, v) + v

.

Clearly the two cycle is locally asymptotically stable when the eigenvalues of the

Jacobian matrix J

T

2, evaluated at

φ

ψ

**lie inside the unit disk.
**

We have

J

T

2

φ

ψ

=

¸

¸

∂g

∂u

(φ, ψ)

∂g

∂v

(φ, ψ)

∂h

∂u

(φ, ψ)

∂h

∂v

(φ, ψ)

¸

where,

∂g

∂u

(φ, ψ) =

qψ −p

(qψ + φ)

2

,

∂g

∂v

(φ, ψ) = −

(p + φ)q

(qψ + φ)

2

,

6.6. The Case β = A = 0 : x

n+1

=

α+γx

n−1

Bx

n

+Cx

n−1

95

∂h

∂u

(φ, ψ) = −

q(p + ψ)(qψ −p)

(qφ + ψ)

2

(qψ + φ)

2

,

∂h

∂v

(φ, ψ) =

q

2

(p + φ)(p + ψ)

(qφ + ψ)

2

(qψ + φ)

2

+

qφ −p

(qφ + ψ)

2

.

Set

S =

∂g

∂u

(φ, ψ) +

∂h

∂v

(φ, ψ)

and

D =

∂g

∂u

(φ, ψ)

∂h

∂v

(φ, ψ) −

∂g

∂v

(φ, ψ)

∂h

∂u

(φ, ψ).

Then it follows from Theorem 1.1.1 that both eigenvalues of J

T

2

φ

ψ

**lie inside the
**

unit disk |λ| < 1, if and only if

|S| < 1 +D < 2. (6.33)

Inequality (6.33) is equivalent to the following three inequalities:

S < 1 +D (6.34)

−1 −D < S (6.35)

D < 1. (6.36)

First we will establish Inequality (6.34).

To this end observe that (6.34) is equivalent to

(qψ −p)(qφ + ψ)

2

+ (qφ −p)(qψ + φ)

2

+ q

2

(p + ψ)(p + φ) −(qψ −p)(qφ −p)

< (qψ + φ)

2

(qφ + ψ)

2

which is true if and only if

p

q −1

(q

3

+ 2q

2

−4qp + 2q

2

p + 2p −3q) + q −p + q

2

p

2

+ qp −p

2

< (qψ + φ)

2

(qφ + ψ)

2

which is true if and only if

−q

3

p + 7q

2

p −8qp

2

+ 4q

2

p

2

+ 4p

2

−7qp + 2q

2

−q + p −q

3

< 0

which is true if and only if

−(p + 1)(q −1)(q −

p

p + 1

)[q −(1 + 4p)] < 0

which is true because q > 1 + 4p.

96 Chapter 6. (2, 2)-Type Equations

Next we will establish Inequality (6.35). Observe that (6.35) is equivalent to

−(qψ + φ)

2

(qφ + ψ)

2

< (qψ −p)(qφ + ψ)

2

+ (qφ −p)

2

(qψ + φ)

2

+ q

2

(p + ψ)(p + φ) + (qψ −p)(qφ −p)

which is true if and only if

−(qψ + φ)

2

(qφ + ψ)

2

<

p

q −1

(q

3

+ 4q

2

−4qp + 2q

2

p + 2p −3q) −p + q

2

p

2

which is true if and only if

q

2

+ 2pq + 2p

2

q

2

−p

2

+ qp

2

−q

3

−3q

3

p −2q

3

p

2

−p < 0

which is true if and only if

p

2

(−2q

3

+ 2q

2

+ q −1) + p(−3q

3

+ 2q −1) −q

3

+ q

2

< 0

which is true because q > 1.

Finally, we establish Inequality (6.36). Observe that (6.36) is true if and only if

(qψ −p)(qφ −p) < (qψ + φ)

2

(qφ + ψ)

2

which is true if and only if

p

q −1

[q

2

−(q −1)(q −p)] < (pq −p + q)

2

which is true if and only if

q(pq −p + q)(pq −2p + q −1) > 0

which is true because q > 1 + 4p.

6.6.2 Invariant Intervals

Here we show that the interval I with end points one and

p

q

is an invariant interval for

Eq(6.27). More precisely we show that the values of any solution {y

n

}

∞

n=−1

of Eq(6.27)

either remain forever outside the interval I or the solution is eventually trapped into I.

Theorem 6.6.3 Let {y

n

}

∞

n=−1

be a solution of Eq(6.27). Then the following statements

are true.

(a) Assume that p ≤ q and that for some N ≥ 0,

p

q

≤ y

N

≤ 1.

Then

p

q

≤ y

n

≤ 1 for all n ≥ N.

6.6. The Case β = A = 0 : x

n+1

=

α+γx

n−1

Bx

n

+Cx

n−1

97

(b) Assume that p ≥ q and that for some N ≥ 0,

1 ≤ y

N

≤

p

q

.

Then

1 ≤ y

n

≤

p

q

for all n ≥ N.

Proof.

(a) Indeed we have

y

N+1

=

p + y

N−1

qy

N

+ y

N−1

≤

p + y

N−1

p + y

N−1

= 1

and

y

N+1

=

p + y

N−1

qy

N

+ y

N−1

=

p + y

N−1

q

p

(py

N

+

p

q

y

N−1

)

≥

p

q

p + y

N−1

p + y

N−1

=

p

q

and the proof follows by induction.

(b) Clearly,

y

N+1

=

p + y

N−1

qy

N

+ y

N−1

≥

p + y

N−1

p + y

N−1

= 1

and

y

N+1

=

p + y

N−1

qy

N

+ y

N−1

=

p

q

p + y

N−1

py

N

+

p

q

y

N−1

≤

p

q

p + y

N−1

p + y

N−1

=

p

q

and the proof follows by induction.

2

6.6.3 Semicycle Analysis

Here we present a thorough semicycle analysis of the solutions of Eq(6.27) relative to

the equilibrium y and relative to the end points of the invariant interval of Eq(6.27).

Let {y

n

}

∞

n=−1

be a solution of Eq(6.27). Then observe that the following identities

are true:

y

n+1

−1 = q

p

q

−y

n

qy

n

+ y

n−1

for n ≥ 0, (6.37)

y

n+1

−

p

q

=

qy

n−1

(1 −

p

q

) + pq(1 −y

n

)

q(qy

n

+ y

n−1

)

for n ≥ 0, (6.38)

y

n

−y

n+2

=

qy

n−1

(y

n

−

p

q

) + (y

n

−1)(y

n−1

y

n

+ qy

2

n

)

q(p + y

n−1

) + y

n

(qy

n

+ y

n−1

)

for n ≥ 0. (6.39)

98 Chapter 6. (2, 2)-Type Equations

When

p = q

that is for the diﬀerence equation

y

n+1

=

p + y

n−1

py

n

+ y

n−1

, n = 0, 1, . . . (6.40)

the above identities reduce to the following:

y

n+1

−1 = p

1 −y

n

py

n

+ y

n−1

for n ≥ 0 (6.41)

and

y

n

−y

n+2

= (y

n

−1)

py

n−1

+ y

n−1

y

n

+ py

2

n

p(p + y

n−1

) + y

n

(py

n

+ y

n−1

)

for n ≥ 0. (6.42)

The following three lemmas are now direct consequences of (6.37)-(6.42).

Lemma 6.6.1 Assume that

p > q

and let {y

n

}

∞

n=−1

be a solution of Eq(6.27). Then the following statements are true:

(i) If for some N ≥ 0, y

N

<

p

q

, then y

N+1

> 1;

(ii) If for some N ≥ 0, y

N

=

p

q

, then y

N+1

= 1;

(iii) If for some N ≥ 0, y

N

>

p

q

, then y

N+1

< 1;

(iv) If for some N ≥ 0, y

N

≥ 1, then y

N+1

<

p

q

;

(v) If for some N ≥ 0, y

N

≥

p

q

, then y

N+2

< y

N

;

(vi) If for some N ≥ 0, y

N

≤ 1, then y

N+2

> y

N

;

(vii) If for some N ≥ 0, y

N

≤

p

q

, then y

n

∈ [1,

p

q

] for n ≥ N. In particular [1,

p

q

] is an

invariant interval for Eq(6.27);

(viii)

1 < y <

p

q

.

Lemma 6.6.2 Assume that

p = q

and let {y

n

}

∞

n=−1

be a solution of Eq(6.27). Then the following statements are true:

(i) If for some N ≥ 0, y

N

< 1, then y

N+1

> 1;

6.6. The Case β = A = 0 : x

n+1

=

α+γx

n−1

Bx

n

+Cx

n−1

99

(ii) If for some N ≥ 0, y

N

= 1, then y

N+1

= 1;

(iii) If for some N ≥ 0, y

N

> 1, then y

N+1

< 1;

(iv) If for some N ≥ 0, y

N

< 1, then y

N

< y

N+2

< 1;

(v) If for some N ≥ 0, y

N

> 1, then y

N

> y

N+2

> 1.

Lemma 6.6.3 Assume that

p < q

and let {y

n

}

∞

n=−1

be a solution of Eq(6.27). Then the following statements are true:

(i) If for some N ≥ 0, y

N

<

p

q

, then y

N+1

> 1;

(ii) If for some N ≥ 0, y

N

=

p

q

, then y

N+1

= 1;

(iii) If for some N ≥ 0, y

N

>

p

q

, then y

N+1

< 1;

(iv) If for some N ≥ 0, y

N

≤ 1, then y

N+1

>

p

q

;

(v) If for some N ≥ 0, y

N

≤

p

q

, then y

N+1

≥ 1;

(vi) If for some N ≥ 0, y

N

≥ 1, then y

N+2

< y

N

;

(vii) If for some N ≥ 0, y

N

≤

p

q

, then y

N+2

> y

N

;

(viii) If for some N ≥ 0, y

N

≤ 1, then y

n

∈ [

p

q

, 1] for n ≥ N. In particular [

p

q

, 1] is an

invariant interval for Eq(6.27);

(ix)

p

q

< y < 1.

Note that the function

f(u, v) =

p + v

qu + v

is always decreasing in u but in v it is decreasing when u <

p

q

and increasing when u >

p

q

.

The following result is now a consequence of Theorems 1.7.1 and 1.7.2 and Lemmas

6.6.1-6.6.3:

100 Chapter 6. (2, 2)-Type Equations

Theorem 6.6.4 Let {y

n

}

∞

n=−1

be a solution of Eq(6.27). Let I be the closed interval

with end points 1 and

p

q

and let J and K be the intervals which are disjoint from I and

such that

I ∪ J ∪ K = (0, ∞).

Then either all the even terms of the solution lie in J and all odd terms lie in K, or

vice-versa, or for some N ≥ 0,

y

n

∈ I for n ≥ N. (6.43)

When (6.43) holds, except for the length of the ﬁrst semicycle of the solution, if

p < q

the length is one, while if

p > q

the length is at most two.

6.6.4 Global Behavior of Solutions

Recall that Eq(6.27) has a unique equilibrium y which is locally stable when (6.31) holds.

When (6.32) holds, and only then, Eq(6.27) has a “unique” prime period-two solution

. . . , φ, ψ, φ, ψ, . . . (6.44)

with

φ + ψ = 1 and φψ =

p

q −1

. (6.45)

Also recall that a solution {y

n

}

∞

n=−1

of Eq(6.27) either eventually enters the interval I

with end points 1 and

p

q

and remains there, or stays forever outside I.

Now when

q ≤ 1 + 4p

there are no period-two solutions and so the solutions must eventually enter and remain

in I and, in view of Theorems 1.4.6 and 1.4.7, must converge to y.

On the other hand when (6.32) holds, any solution which remains forever outside the

interval I = [

p

q

, 1] must converge to the two cycle (6.44)-(6.45). But this two cycle lies

inside the interval I. Hence, when (6.32) holds, every solution of Eq(6.27) eventually

enters and remains in the interval I.

The character of these solutions remains an open question.

The above observations are summarized in the following theorem:

Theorem 6.6.5 (a) Assume

q ≤ 1 + 4p. (6.46)

Then the equilibrium y of Eq(6.27) is global attractor.

6.7. The Case α = C = 0 : x

n+1

=

βx

n

+γx

n−1

A+Bx

n

101

(b) Assume

q > 1 + 4p.

Then every solution of Eq(6.27) eventually enters and remains in the interval [

p

q

, 1].

6.7 The Case α = C = 0 : x

n+1

=

βx

n

+γx

n−1

A+Bx

n

This is the (2, 2)-type equation Eq(6.7) which by the change of variables

x

n

=

A

B

y

n

reduces to the diﬀerence equation

y

n+1

=

py

n

+ qy

n−1

1 + y

n

, n = 0, 1, . . . (6.47)

where

p =

β

A

and q =

γ

A

.

(Eq(6.47) was investigated in [52].)

The equilibrium points of Eq(6.47) are the solutions of the equation

y =

py + qy

1 + y

.

So y = 0 is always an equilibrium point, and when

p + q > 1,

y = p + q −1 is the only positive equilibrium point of Eq(6.47).

The following result follows from Theorem 1.3.1 and the linearized stability Theorem

1.1.1:

Theorem 6.7.1 (a) Assume

p + q ≤ 1.

Then the zero equilibrium of Eq(6.47) is globally asymptotically stable.

(b) Assume

p + q > 1.

Then the zero equilibrium of Eq(6.47) is unstable. More precisely it is a saddle

point when

1 −p < q < 1 + p

and a repeller when

q > 1 + p.

102 Chapter 6. (2, 2)-Type Equations

(c) Assume

1 −p < q < 1 + p.

Then the positive equilibrium y = p + q − 1 of Eq(6.47) is locally asymptotically

stable.

(d) Assume

q > 1 + p.

Then the positive equilibrium y = p+q −1 of Eq(6.47) is an unstable saddle point.

Concerning prime period-two solutions it follows from Sections 2.5 that the following

result is true:

Theorem 6.7.2 Eq(6.47) has a prime period-two solution

. . . , φ, ψ, φ, ψ, . . .

if and only if

q = 1 + p. (6.48)

Furthermore when (6.48) holds, the values of φ and ψ of all prime period-two solutions

are given by:

{φ, ψ ∈ (p, ∞) : ψ =

pφ

φ −p

= 2p}.

6.7.1 Invariant Intervals

The main result here is the following theorem about Eq(6.47) with q = 1. The case

q = 1 (6.49)

is treated in Section 6.7.3.

Theorem 6.7.3 (a) Assume that

q < 1. (6.50)

Then every solution of Eq(6.47) eventually enters the interval (0,

p

q

]. Furthermore,

(0,

p

q

] is an invariant interval for Eq(6.47). That is, every solution of Eq(6.47)

with initial conditions in (0,

p

q

], remains in this interval.

(b) Assume that

q > 1. (6.51)

Then every solution of Eq(6.47) eventually enters the interval [

p

q

, ∞). Further-

more, [

p

q

, ∞) is an invariant interval for Eq(6.47).

6.7. The Case α = C = 0 : x

n+1

=

βx

n

+γx

n−1

A+Bx

n

103

The proof of the above theorem is an elementary consequence of the following lemma,

whose proof is straightforward and will be omitted.

Lemma 6.7.1 (a) Assume that (6.50) holds. Then for any k, m ∈ N,

y

k

≤

p

q

=⇒y

k+2

≤ p <

p

q

and

y

k+2

≥

p

q

m

=⇒y

k

>

p

q

m+1

> p.

(b) Assume that (6.51) holds. Then for any k, m ∈ N,

y

k

≥

p

q

=⇒y

k+2

≥ p >

p

q

and

y

k+2

≤

p

q

m

=⇒y

k

>

p

q

m+1

> p.

6.7.2 Semicycle Analysis of Solutions When q ≤ 1

Here we discuss the behavior of the semicycles of solutions of Eq(6.47) when

p + q > 1 and q ≤ 1.

Hereafter, y refers to the positive equilibrium p + q −1 of Eq(6.47).

Let f : [0, ∞) ×[0, ∞) →[0, ∞) denote the function

f(x, y) =

px + qy

1 + x

.

Then f satisﬁes the negative feedback condition; that is,

(x −x)(f(x, x) −x) < 0 for x ∈ (0, ∞) −{x}.

Consider the function g : [0, ∞) →[0, ∞) deﬁned by

g(x) =

(p + q)x

1 + x

.

Observe that g(y) = y and that g increases on [0, ∞).

Theorem 6.7.4 Suppose

p + q > 1 and q ≤ 1.

Let {y

n

}

∞

n=−1

be a positive solution of Eq(6.47). Then the following statements are true

for every n ≥ 0:

104 Chapter 6. (2, 2)-Type Equations

(a) If y ≤ y

n−1

, y

n

, then y ≤ y

n+1

≤ max{y

n−1

, y

n

}.

(b) If y

n−1

, y

n

≤ y, then min{y

n−1

, y

n

} ≤ y

n+1

< y.

(c) If y

n−1

< y ≤ y

n

, then y

n−1

< y

n+1

< y

n

.

(d) If y

n

< y ≤ y

n−1

, then y

n

< y

n+1

< y

n−1

.

(e) If y < y

k

<

y

2−q

, for every k ≥ −1, then {y

n

} decreases to the equilibrium y.

Proof.

(a) Suppose y ≤ y

n−1

, y

n

. Then

y

n+1

=

py

n

+ qy

n−1

1 + y

n

≤

(p + q) max{y

n−1

, y

n

}

1 + y

= max{y

n−1

, y

n

}.

Since the function

px + qx

1 + x

,

is increasing for y <

p

q

, which is equivalent to q ≤ 1, we obtain

y

n+1

=

py

n

+ qy

n−1

1 + y

n

≥

py

n

+ qy

1 + y

n

≥ g(y) = y.

Observe that all inequalities are strict if we assume that y

n−1

> y or y

n

> y.

(b) Suppose y

n−1

, y

n

≤ y. Then in view of the previous case

y

n+1

=

py

n

+ qy

n−1

1 + y

n

≤

py

n

+ qy

1 + y

n

< g(y) = y

and

y

n+1

=

py

n

+ qy

n−1

1 + y

n

≥

(p + q) min{y

n−1

, y

n

}

1 + y

= min{y

n−1

, y

n

}.

Observe that all inequalities are strict if we assume that y

n−1

< y or y

n

< y.

(c) Suppose y

n−1

< y ≤ y

n

. Then

y

n+1

=

py

n

+ qy

n−1

1 + y

n

<

(p + q)y

n

1 + y

n

=

(1 + y)y

n

1 + y

n

< y

n

.

Since q ≤ 1 and y

n−1

< y,

p −qy

n−1

> p −qy = (1 −q)(p + q) ≥ 0.

Thus

px+qy

n−1

1+x

increases in x and so

y

n+1

=

py

n

+ qy

n−1

1 + y

n

>

py

n−1

+ qy

n−1

1 + y

n−1

= g(y

n−1

) > y

n−1

.

The last inequality follows from the negative feedback property.

6.7. The Case α = C = 0 : x

n+1

=

βx

n

+γx

n−1

A+Bx

n

105

(d) Suppose y

n

< y ≤ y

n−1

. Then

y

n+1

=

py

n

+ qy

n−1

1 + y

n

>

py

n

+ qy

n

1 + y

n

= g(y

n

) > y

n

by the negative feedback property.

To see that y

n+1

< y

n−1

, we must consider two cases:

Case 1. Suppose p −qy

n−1

≥ 0. Then

px+qy

n−1

1+x

increases in x and so

y

n+1

=

py

n

+ qy

n−1

1 + y

n

≤

py

n−1

+ qy

n−1

1 + y

n−1

< y

n−1

.

The last inequality follows from the negative feedback property.

Case 2. Suppose p −qy

n−1

< 0. Then

y

n+1

=

py

n

+ qy

n−1

1 + y

n

<

qy

n−1

(y

n

+ 1)

1 + y

n

≤ y

n−1

.

(e) Observe that

y

n+1

=

py

n

+ qy

n−1

1 + y

n

> y = p + q −1

and so

y

n−1

≥ qy

n−1

> y + (q −1)y

n

> y

n

from which the result follows.

2

6.7.3 Semicycle Analysis and Global Attractivity When q = 1

Here we discuss the behavior of the solutions of Eq(6.47) when

q = 1.

Here the positive equilibrium of Eq(6.47) is

y = p.

Theorem 6.7.5 Suppose that q = 1 and let y

−1

+ y

0

> 0. Then the equilibrium y of

Eq(6.47) is globally asymptotically stable. More precisely the following statements are

true.

(a) Assume y

−1

≥ p and y

0

≥ p. Then y

n

≥ p for all n > 0 and

lim

n→∞

y

n

= p. (6.52)

(b) Assume y

−1

≤ p and y

0

≤ p. Then y

n

≤ p for all n > 0 and (6.52) holds.

(c) Assume either y

−1

< p < y

0

or y

−1

> p > y

0

. Then {y

n

}

∞

n=−1

oscillates about the

equilibrium p with semicycles of length one and (6.52) holds.

106 Chapter 6. (2, 2)-Type Equations

Proof. (a) The case where y

−1

= y

0

= p is trivial. We will assume that y

−1

≥ p and

y

0

> p. The case y

−1

> p and y

0

≥ p is similar and will be omitted. Then

y

1

=

py

0

+ y

−1

1 + y

0

≥

py

0

+ p

1 + y

0

= p,

and

y

2

=

py

1

+ y

0

1 + y

1

>

py

1

+ p

1 + y

1

= p.

It follows by induction that y

n

≥ p for all n > 0. Furthermore, y

−1

≥ p implies that

py

0

+ y

−1

≤ y

−1

y

0

+ y

−1

and so

y

1

=

py

0

+ y

−1

1 + y

0

≤

y

−1

y

0

+ y

−1

1 + y

0

= y

−1

.

Similarly, we can show that y

2

< y

0

and by induction

y

−1

≥ y

1

≥ y

3

≥ . . . ≥ p

and

y

0

> y

2

> y

4

> . . . > p.

Thus, there exist m ≥ p and M ≥ p such that

lim

k→∞

y

2k+1

= m and lim

k→∞

y

2k

= M.

As Eq(6.47) has no period-two solutions when q = 1, it follows that m = M = p and

the proof of part (a) is complete.

It is interesting to note that

y

−1

= p ⇒y

2k+1

= p for k ≥ 0 and y

0

= p ⇒y

2k

= p for k ≥ 0.

(b) The proof of (b) is similar to the proof of (a) and will be omitted.

(c) Assume y

−1

< p < y

0

. The proof when y

0

< p < y

−1

is similar and will be

omitted.

y

1

=

py

0

+ y

−1

1 + y

0

<

py

0

+ p

1 + y

0

= p,

and

y

2

=

py

1

+ y

0

1 + y

1

>

py

1

+ p

1 + y

1

= p.

It follows by induction that the solution oscillates about p with semicycles of length one.

Next, we claim that the subsequence {y

2k+1

}

∞

k=−1

is increasing, and so convergent. In

fact, since y

−1

+ py

0

> y

−1

+ y

−1

y

0

then

y

1

=

py

0

+ y

−1

1 + y

0

> y

−1

6.7. The Case α = C = 0 : x

n+1

=

βx

n

+γx

n−1

A+Bx

n

107

and the claim follows by induction. In a similar way we can show that the subsequence

{y

2k

}

∞

k=0

is decreasing, and so convergent. Thus, there exist m ≤ p and M ≥ p such

that

lim

k→∞

y

2k+1

= m and lim

k→∞

y

2k

= M

and as in (a), m = M. 2

6.7.4 Global Attractivity When q < 1

Here we consider the case where

1 −p < q < 1,

and we show that the equilibrium point y = p + q −1 of Eq(6.47) is global attractor of

all positive solutions of Eq(6.47).

Theorem 6.7.6 Assume

1 −p < q < 1.

Then every positive solution of Eq(6.47) converges to the positive equilibrium y.

Proof. Observe that the consistency condition y ≤

p

q

is equivalent to the condition

q ≤ 1. By Theorem 6.7.3 (a) we may assume that the initial conditions y

−1

and y

0

lie

in the interval I = (0,

p

q

]. Now clearly the function

f(x, y) =

px + qy

1 + x

satisﬁes the hypotheses of Theorem 1.4.5 in the interval I from which the result follows.

2

6.7.5 Long-term Behavior of Solutions When q > 1

Here we discuss the behavior of the solutions of Eq(6.47) when

q > 1

which is equivalent to

y >

p

q

.

In this case, every positive solution of Eq(6.47) lies eventually in the interval [p, ∞).

Concerning the long-term behavior of solutions of Eq(6.47) we may assume, without

loss of generality, that

y

−1

, y

0

∈ [p, ∞).

108 Chapter 6. (2, 2)-Type Equations

Then the change of variable

y

n

= u

n

+ p,

transforms Eq(6.47) to the equation

u

n+1

=

p(q −1) + qu

n−1

1 + p + u

n

(6.53)

where u

n

≥ 0 for n ≥ 0.

The character of solutions of Eq(6.53) was investigated in Section 6.5. By apply-

ing the results of Section 6.5 to Eq(6.53), we obtain the following theorems about the

solutions of Eq(6.47) when q > 1:

Theorem 6.7.7 After the ﬁrst semicycle, an oscillatory solution of Eq(6.47) oscillates

about the positive equilibrium y with semicycles of length one.

Theorem 6.7.8 (a) Assume

q = 1 + p.

Then every solution of Eq(6.47) converges to a period-two solution.

(b) Assume

1 < q < 1 + p.

Then every positive solution of Eq(6.47) converges to the positive equilibrium of

Eq(6.47).

(c) Assume

q > 1 + p.

Then Eq(6.47) has unbounded solutions.

6.8. The Case α = B = 0 : x

n+1

=

βx

n

+γx

n−1

A+Cx

n−1

109

6.8 The Case α = B = 0 : x

n+1

=

βx

n

+γx

n−1

A+Cx

n−1

This is the (2, 2)-type Eq(6.8) which by the change of variables

x

n

=

γ

C

y

n

reduces to the diﬀerence equation

y

n+1

=

py

n

+ y

n−1

q + y

n−1

, n = 0, 1, . . . (6.54)

where

p =

β

γ

and q =

A

γ

.

(Eq(6.54) was investigated in [53].)

The equilibrium points of Eq(6.54) are the solutions of the equation

y =

py + y

q + y

.

So y = 0 is always an equilibrium point of Eq(6.54) and when

p + 1 > q,

Eq(6.54) also possesses the unique positive equilibrium y = p + 1 −q.

The following result follows from Theorems 1.1.1 and 1.3.1.

Theorem 6.8.1 (a) Assume

p + 1 ≤ q.

Then the zero equilibrium of Eq(6.54) is globally asymptotically stable.

(b) Assume

p + 1 > q. (6.55)

Then the zero equilibrium of Eq(6.54) is unstable and the positive equilibrium

y = p + 1 − q of Eq(6.54) is locally asymptotically stable. Furthermore the zero

equilibrium is a saddle point when

1 −p < q < 1 + p

and a repeller when

q < 1 −p.

In the remainder of this section we will investigate the character of the positive

equilibrium of Eq(6.54) and so we will assume without further mention that (6.55) holds.

Our goal is to show that when (6.55) holds and y

−1

+ y

0

> 0, the positive equilibrium

y = p + 1 −q of Eq(6.54) is globally asymptotically stable.

110 Chapter 6. (2, 2)-Type Equations

6.8.1 Invariant Intervals and Semicycle Analysis

Let {y

n

}

∞

n=−1

be a positive solution of Eq(6.54). Then the following identities are easily

established:

y

n+1

−1 = p

y

n

−

q

p

q + y

n−1

for n ≥ 0, (6.56)

y

n+1

−

q

p

=

p

2

[y

n

−

q

p

2

] + (p −q)y

n−1

p(q + y

n−1

)

for n ≥ 0, (6.57)

and

y

n+1

−y

n

=

(p −q)y

n

+ (1 −y

n

)y

n−1

q + y

n−1

for n ≥ 0. (6.58)

Note that the positive equilibrium

y = p + 1 −q

of Eq(6.54) is such that:

y is

< 1 if p < q < p + 1

= 1 if p = q

> 1 if p > q.

When

p = q

that is for the diﬀerence equation

y

n+1

=

py

n

+ y

n−1

p + y

n−1

, n = 0, 1, . . . (6.59)

the identities (6.56)-(6.58) reduce to the following:

y

n+1

−1 = (y

n

−1)

p

p + y

n−1

for n ≥ 0 (6.60)

and

y

n+1

−y

n

= (1 −y

n

)

y

n−1

p + y

n−1

for n ≥ 0. (6.61)

The following three lemmas are now direct consequences of the above identities.

Lemma 6.8.1 Assume that

p < q (6.62)

and let {y

n

}

∞

n=−1

be a positive solution of Eq(6.54). Then the following statements are

true:

6.8. The Case α = B = 0 : x

n+1

=

βx

n

+γx

n−1

A+Cx

n−1

111

(i) If for some N ≥ 0, y

N

<

q

p

, then y

N+1

< 1;

(ii) If for some N ≥ 0, y

N

=

q

p

, then y

N+1

= 1;

(iii) If for some N ≥ 0, y

N

>

q

p

, then y

N+1

> 1;

(iv) If for some N ≥ 0, y

N

>

q

p

2

, then y

N+1

<

q

p

;

(v) If for some N ≥ 0, y

N

≤ 1, then y

N+1

< 1;

(vi) If for some N ≥ 0, y

N

≥ 1, then y

N+1

< y

N

.

Lemma 6.8.2 Assume that

p = q (6.63)

and let {y

n

}

∞

n=−1

be a positive solution of Eq(6.54). Then the following statements are

true:

(i) If y

0

< 1, then for n ≥ 0, y

n

< 1 and the solution is strictly increasing;

(ii) If y

0

= 1, then y

n

= 1 for n ≥ 0;

(iii) If y

0

> 1, then for n ≥ 0, y

n

> 1 and the solution is strictly decreasing.

Lemma 6.8.3 Assume that

p > q (6.64)

and let {y

n

}

∞

n=−1

be a positive solution of Eq(6.54). Then the following statements are

true:

(i) If for some N ≥ 0, y

N

<

q

p

, then y

N+1

< 1;

(ii) If for some N ≥ 0, y

N

=

q

p

, then y

N+1

= 1;

(iii) If for some N ≥ 0, y

N

>

q

p

, then y

N+1

> 1;

(iv) If for some N ≥ 0, y

N

>

q

p

2

, then y

N+1

>

q

p

;

(v) If for some N ≥ 0, y

N

≤ 1, then y

N+1

> y

N

;

(vi) If for some N ≥ 0, y

N

≥ 1, then y

N+1

>

q

p

and y

N+2

> 1.

112 Chapter 6. (2, 2)-Type Equations

6.8.2 Global Stability of the Positive Equilibrium

When (6.62) holds, it follows from Lemma 6.8.1 that if a solution {y

n

}

∞

n=−1

is such that

y

n

≥ 1 for all n ≥ 0

then the solution decreases and its limit lies in the interval [1, ∞). This is impossible

because y < 1. Hence, by Lemma 6.8.1, every positive solution of Eq(6.54) eventually

enters and remains in the interval (0, 1). Now in the interval (0, 1) the function

f(u, v) =

pu + v

q + v

is increasing in both arguments and by Theorem 1.4.8, y is a global attractor.

When (6.63) holds, it follows from Lemma 6.8.2 that every solution of Eq(6.54)

converges to the equilibrium y = 1.

Next, assume that (6.64) holds. Here it is clear from Lemma 6.8.3 that every solu-

tion of Eq(6.54) eventually enters and remains in the interval (1, ∞). Without loss of

generality we will assume that

y

n

> 1 for n ≥ −1.

Set

y

n

= 1 + (q + 1)u

n

for n ≥ −1.

Then we can see that {u

n

}

∞

n=−1

satisﬁes the diﬀerence equation

u

n+1

=

p−q

(q+1)

2

+

p

q+1

u

n

1 + u

n−1

, n = 0, 1, . . . (6.65)

with positive parameters and positive initial conditions. This (2, 2)-type equation was

investigated in Section 6.3 where we established in Theorem 6.3.3 that every solution

converges to its positive equilibrium

u =

p −q

q + 1

.

From the above observations and in view of Theorem 6.8.1 we have the following

result:

Theorem 6.8.2 Assume that p + 1 > q and that y

−1

+ y

0

> 0. Then the positive

equilibrium y = p + 1 −q of Eq(6.54) is globally asymptotically stable.

6.9. The Case α = A = 0 : x

n+1

=

βx

n

+γx

n−1

Bx

n

+Cx

n−1

113

6.9 The Case α = A = 0 : x

n+1

=

βx

n

+γx

n−1

Bx

n

+Cx

n−1

This is the (2, 2)-type Eq(6.9) which by the change of variables

x

n

=

γ

C

y

n

reduces to the equation

y

n+1

=

py

n

+ y

n−1

qy

n

+ y

n−1

, n = 0, 1, . . . (6.66)

where

p =

β

γ

and q =

B

C

.

To avoid a degenerate situation we will also assume that

p = q.

(Eq(6.66) was investigated in [54].)

The only equilibrium point of Eq(6.66) is

y =

p + 1

q + 1

and the linearized equation of Eq(6.66) about y is

z

n+1

−

p −q

(p + 1)(q + 1)

z

n

+

p −q

(p + 1)(q + 1)

z

n−1

= 0, n = 0, 1, . . . .

By applying the linearized stability Theorem 1.1.1 we obtain the following result:

Theorem 6.9.1 (a) Assume that

p > q.

Then the positive equilibrium of Eq(6.66) is locally asymptotically stable.

(b) Assume that

p < q.

Then the positive equilibrium of Eq(6.66) is locally asymptotically stable when

q < pq + 1 + 3p (6.67)

and is unstable (and more precisely a saddle point equilibrium) when

q > pq + 1 + 3p. (6.68)

114 Chapter 6. (2, 2)-Type Equations

6.9.1 Existence of a Two Cycle

It follows from Section 2.5 that when p > q, Eq(6.66) has no prime period-two solutions.

On the other hand when

p < q

and

q > pq + 1 + 3p,

Eq(6.66) possesses a unique prime period-two solution:

. . . , φ, ψ, φ, ψ, . . . (6.69)

where the values of φ and ψ are the (positive and distinct) solutions of the quadratic

equation

t

2

−(1 −p)t +

p(1 −p)

q −1

= 0. (6.70)

In order to investigate the stability nature of this prime period-two solution, we set

u

n

= y

n−1

and v

n

= y

n

for n = 0, 1, . . .

and write Eq(6.66) in the equivalent form:

u

n+1

= v

n

v

n+1

=

pv

n

+u

n

qv

n

+u

n

, n = 0, 1, . . . .

Let T be the function on (0, ∞) ×(0, ∞) deﬁned by:

T

u

v

=

v

pv+u

qv+u

.

Then

φ

ψ

**is a ﬁxed point of T
**

2

, the second iterate of T. One can see that

T

2

u

v

=

g(u, v)

h(u, v)

where

g(u, v) =

pv + u

qv + u

and h(u, v) =

p

pv+u

qv+u

+ v

q

pv+u

qv+u

+ v

.

The prime period-two solution (6.69) is asymptotically stable if the eigenvalues of the

Jacobian matrix J

T

2, evaluated at

φ

ψ

**lie inside the unit disk. One can see that
**

J

T

2

φ

ψ

=

¸

¸

¸

−

(p−q)ψ

(qψ+φ)

2

(p−q)φ

(qψ+φ)

2

−

(p−q)

2

ψ

2

(qψ+φ)

2

(qφ+ψ)

2

(p−q)φ

(qφ+ψ)

2

(p−q)ψ

(qψ+φ)

2

−1

¸

.

6.9. The Case α = A = 0 : x

n+1

=

βx

n

+γx

n−1

Bx

n

+Cx

n−1

115

Set

P =

p −q

(qψ + φ)

2

and Q =

p −q

(qφ + ψ)

2

.

Then

J

T

2

φ

ψ

=

−Pψ Pφ

−PQψ

2

PQφψ −Qφ

**and its characteristic equation is
**

λ

2

+ (Pψ + Qφ −PQφψ)λ + PQφψ = 0.

By applying Theorem 1.1.1 (c), it follows that both eigenvalues of

J

T

2

φ

ψ

**lie inside the unit disk if and only if
**

|Pψ + Qφ −PQφψ| < 1 + PQφψ < 2

or equivalently if and only if the following three inequalities hold:

Pψ + Qφ + 1 > 0 (6.71)

Pψ + Qφ < 1 + 2PQφψ (6.72)

and

PQφψ < 1. (6.73)

Observe that

φ > 0, ψ > 0, P < 0 and Q < 0

and so Inequality (6.72) is always true.

Next we will establish Inequality (6.71). We will use the fact that

φ + ψ = 1 −p, φψ =

p(1 −p)

q −1

φ =

pψ + φ

qψ + φ

and ψ =

pφ + ψ

qφ + ψ

.

Inequality (6.71) is equivalent to

(p −q)ψ

(qψ + φ)

2

+

(p −q)φ

(qφ + ψ)

2

+ 1 > 0

which is true if and only if

(q −p)[(qφ + ψ)

2

ψ + (qψ + φ)

2

φ] < (qψ + φ)

2

(qφ + ψ)

2

116 Chapter 6. (2, 2)-Type Equations

if and only if

(q −p)[(qφ + ψ)(pφ + ψ) + (qψ + φ)(pψ + φ)] < [(qφ + ψ)(qψ + φ)]

2

. (6.74)

Now observe that the lefthand side of (6.74) is

I = (q −p)[(qp + 1)(φ

2

+ ψ

2

) + 2(p + q)φψ]

= (q −p)[(qp + 1)(φ + ψ)

2

−2φψ(qp + 1 −p −q)]

= (q −p)[(qp + 1)(1 −p)

2

−2

p(1 −p)

q −1

(p −1)(q −1)]

= (q −p)(1 −p)

2

(qp + 1 + 2p).

The righthand side of (6.74) is

II = [(qψ + φ)(qφ + ψ)]

2

= [(q

2

+ 1)ψφ + q(φ

2

+ ψ

2

)]

2

= [q(φ + ψ)

2

+ (q −1)

2

φψ]

2

= [q(1 −p)

2

+ (q −1)p(1 −p)]

2

= (1 −p)

2

(q −p)

2

.

Hence, Inequality (6.71) is true if and only if (6.68) holds.

Finally, Inequality (6.73) is equivalent to

(p −q)

2

φψ < (qψ + φ)

2

(qφ + ψ)

2

which is true if and only if

(q −p)

φψ < (qψ + φ)(qφ + ψ)

if and only if

(q −p)

φψ < (q

2

+ 1)φψ + q(φ

2

+ ψ

2

)

if and only if

(q −p)

φψ < (q

2

+ 1)φψ + q[(φ + ψ)

2

−2φψ]

if and only if

(q −p)

φψ < (q −1)

2

φψ + q(φ + ψ)

2

if and only if

(q −p)

φψ < (q −1)

2

p(1 −p)

q −1

+ q(1 −p)

2

if and only if

(q −p)

φψ < (1 −p)(q −p)

6.9. The Case α = A = 0 : x

n+1

=

βx

n

+γx

n−1

Bx

n

+Cx

n−1

117

if and only if

p(1 −p)

q −1

< (1 −p)

2

if and only if q > pq + 1 which is clearly true.

In summary, the following result is true about the local stability of the prime period-

two solution (6.69) of Eq(6.66):

Theorem 6.9.2 Assume that Condition (6.68) holds. Then Eq(6.66) posseses the prime

period-two solution

. . . , φ, ψ, φ, ψ, . . .

where φ and ψ are the two positive and distinct roots of the quadratic Eq(6.70). Fur-

thermore this prime period-two solution is locally asymptotically stable.

6.9.2 Semicycle Analysis

In this section, we present a semicycle analysis of the solutions of Eq(6.66).

Theorem 6.9.3 Let {y

n

} be a nontrivial solution of Eq(6.66). Then the following state-

ments are true:

(a) Assume p > q. Then {y

n

} oscillates about the equilibrium y with semicycles of

length two or three, except possibly for the ﬁrst semicycle which may have length one.

The extreme in each semicycle occurs in the ﬁrst term if the semicycle has two terms

and in the second term if the semicycle has three terms.

(b) Assume p < q. Then either {y

n

} oscillates about the equilibrium y with semicycles

of length one, after the ﬁrst semicycle, or {y

n

} converges monotonically to y.

Proof. (a) The proof follows from Theorem 1.7.4 by observing that the condition p > q

implies that the function

f(x, y) =

px + y

qx + y

is increasing in x and decreasing in y. This function also satisﬁes Condition (1.35).

(b) The proof follows from Theorem 1.7.1 by observing that when p < q, the function

f(x, y) is increasing in y and decreasing in x. 2

6.9.3 Global Stability Analysis When p < q

The main result in this section is the following

Theorem 6.9.4 Assume that

p < q

and (6.67) holds. Then the positive equilibrium y of Eq(6.66) is globally asymptotically

stable.

118 Chapter 6. (2, 2)-Type Equations

Proof. Set

f(x, y) =

px + y

qx + y

,

and note that f(x, y) is decreasing in x for each ﬁxed y, and increasing in y for each

ﬁxed x. Also clearly,

p

q

≤ f(x, y) ≤ 1 for all x, y > 0.

Finally in view of (6.67), Eq(6.66) has no prime period-two solution. Now the conclusion

of Theorem 6.9.4 follows as a consequence of Theorem 1.4.6 and the fact that y is locally

asymptotically stable. 2

The method employed in the proof of Theorem 1.4.6 can also be used to establish

that certain solutions of Eq(6.66) converge to the two cycle (6.69) when instead of (6.67),

(6.68) holds.

Theorem 6.9.5 Assume that (6.68) holds. Let φ, ψ, φ, ψ, . . ., with φ < ψ, denote the

two cycle of Eq(6.66). Assume that for some solution {y

n

}

∞

n=−1

of Eq(6.66) and for

some index N ≥ −1,

y

N

≥ ψ and y

N+1

≤ φ. (6.75)

Then this solution converges to the two cycle φ, ψ, φ, ψ, . . ..

Proof. Assume that (6.75) holds. Set

f(x, y) =

px + y

qx + y

.

Then clearly,

y

N+2

= f(y

N+1

, y

N

) ≥ f(φ, ψ) = ψ,

y

N+3

= f(y

N+2

, y

N+1

) ≤ f(ψ, φ) = φ

and in general

y

N+2k

≥ ψ and y

N+2k+1

≤ φ for k = 0, 1, . . . .

Now as in the proof of Theorem 1.4.6

limsup

n→∞

y

n

= ψ and liminf

n→∞

y

n

= φ

from which we conclude that

lim

k→∞

y

N+2k

= ψ and lim

k→∞

y

N+2k+1

= φ.

2

Next we want to ﬁnd more cases where the conclusion of the last theorem holds. We

consider ﬁrst the case where eventually consecutive terms y

i

, y

i+1

lie between m and M.

6.9. The Case α = A = 0 : x

n+1

=

βx

n

+γx

n−1

Bx

n

+Cx

n−1

119

Lemma 6.9.1 Suppose that for some i ≥ 0,

m ≤ y

i

, y

i+1

≤ M.

Then y

k

∈ [m, M] for every k > i.

Proof. Using the monotonic character of the function f we have

m = f(M, m) ≤ f(y

i+1

, y

i

) = y

i+2

≤ f(m, M) = M,

and the result follows by induction. 2

If we never get two successive terms in the interval [m, M] and if we never get two

successive terms outside of the interval [m, M] (that is, for every i, either y

i

> M and

y

i+1

< m or y

i

< m and y

i+1

> M), then we have one of the following four cases:

(A) y

2n

> M and M ≥ y

2n+1

> m for every n;

(B) y

2n+1

> M and M ≥ y

2n

> m for every n;

(C) y

2n

< m and m ≤ y

2n+1

< M for every n;

(D) y

2n+1

< m and m ≤ y

2n

< M for every n.

Lemma 6.9.2 In all cases (A)-(D) the corresponding solution {y

n

} converges to the

two cycle

. . . φ, ψ, φ, ψ, . . . .

Proof. Since the proofs are similar for all cases we will give the details in case (A). By

our earlier observation we have that M ≥ limsup

i→∞

y

i

, and so

M ≥ limsup

n→∞

y

2n

≥ liminf

n→∞

y

2n

≥ M.

Hence lim

n→∞

y

2n

= M. From Eq(6.66) we have

y

2n+1

=

y

2n

−y

2n

y

2n+2

qy

2n+2

−p

.

and so

lim

n→∞

y

2n+1

=

M −M

2

qM −p

.

On the other hand by solving the equation

M = f(m, M) =

pm + M

qm + M

for m we ﬁnd

m =

M −M

2

qM −p

.

Thus, lim

n→∞

y

2n+1

= m and the proof is complete. 2

Since the case in which the solution lies outside of the interval [m, M] is answered by

Theorem 6.9.5, we are left with the case in which the solution lies eventually in [m, M].

120 Chapter 6. (2, 2)-Type Equations

Lemma 6.9.3 Suppose M ≥ y

i+2

≥ y

i

≥ y ≥ y

i+1

≥ y

i+3

≥ m and not both y

i+2

and

y

i+3

are equal to y. Then {y

n

} converges to the two cycle

. . . φ, ψ, φ, ψ, . . . .

Proof. Here we have

y

i+4

= f(y

i+3

, y

i+2

) ≥ f(y

i+1

, y

i

) = y

i+2

and

y

i+5

= f(y

i+4

, y

i+3

) ≤ f(y

i+2

, y

i+1

) = y

i+3

.

Induction on i then establishes the monotonicity of the two sequences. Thus, the se-

quence {y

i+2k

} is non decreasing and bounded above by M, and the sequence {y

i+2k+1

}

is a non increasing sequence and bounded below by m. Therefore, both subsequences

converge and their limits form a two cycle. In view of the uniqueness of the two cycle

and the fact that at least one of y

i

, y

i+1

is diﬀerent from y, the proof is complete.The

case M ≥ y

i+3

≥ y

i+1

≥ y ≥ y

i

≥ y

i+2

≥ m is handled in a similar way. 2

Using a similar technique one can prove that if

M ≥ y

i

≥ y

i+2

≥ y ≥ y

i+3

≥ y

i+1

≥ m

or

M ≥ y

i+1

≥ y

i+3

≥ y ≥ y

i+2

≥ y

i

≥ m

we would get convergence to y , but this situation cannot occur, as the following results

show. Let us consider the ﬁrst case. The second case can be handled in a similar way.

In this case we need to know more about the condition y

i+2

= f(y

i+1

, y

i

) ≤ y

i

, so we are

led to the general equation

f(x, y) = y. (6.76)

It makes sense to consider this equation only for y ∈ (

p

q

, 1), in which case Eq(6.76) has a

unique positive solution for x, which of course depends on y. We denote this value by y

.

Thus f(y

, y) = y. The correspondence between y and y

**has the following properties:
**

Lemma 6.9.4 (1) f(x, y) > y if and only if x < y

.

(2) x > y if and only if x

< y

.

(3) For y < y < M, f(y, y

) < y

and y > y

, and for m < y < y, f(y, y

) > y

and y

> y.

Proof.

6.9. The Case α = A = 0 : x

n+1

=

βx

n

+γx

n−1

Bx

n

+Cx

n−1

121

(1) Since f is decreasing in the ﬁrst variable and f(y

, y) = y, x < y

**if and only if
**

f(x, y) > f(y

, y) = y.

(2) Solving f(y

, y) = y for y

gives

y

= g(y) =

y −y

2

qy −p

.

Computing the derivative of g we get

g

(y) = −

p −2y + qy

2

(p −qy)

2

.

The discriminant of the numerator is 4p

2

− 4pq = 4p(p − q) < 0, so the roots of

the numerator are not real. For y ∈ (

p

q

, 1), g

(y) < 0, so y

**is decreasing function
**

of y.

(3) Eliminating y

from the equations y = f(y

, y) and y

= f(y, y

) we get

x −x

2

qx −p

=

px +

x−x

2

qx−p

qx +

x−x

2

qx−p

.

Simplifying this equation we get a fourth degree polynomial equation with roots

0, y, m, M. Thus each of these roots is simple and so f(y, y

)−y

changes sign as y

passes each of these values. Clearly as y approaches

p

q

y

approaches ∞. However

p

q

< f(y, y

) < 1. Thus for y < m, f(y, y

) < y

. Hence

m < y < y ⇒f(y, y

) > y

,

y < y < M ⇒f(y, y

) < y

,

M < y <⇒f(y, y

) > y

.

By (1) then, for m < y < y, y < y

, and for y < y < M, y > y

.

2

Now we will use this result to prove the following:

Lemma 6.9.5 Assume that for some i,

M ≥ y

i

≥ y

i+2

≥ y ≥ y

i+1

≥ m.

Then y

i+3

≤ y

i+1

with equality only in the case of a two cycle.

122 Chapter 6. (2, 2)-Type Equations

Proof. To show y

i+3

= f(y

i+2

, y

i+1

) ≤ y

i+1

, we must show y

i+2

≥ y

i+1

.

Since y

i+2

= f(y

i+1

, y

i

) ≤ y

i

, we have y

i+1

≥ y

i

. Thus by (2) of the previous lemma

y

i

≥ y

i+1

, and by (3) y

i

≥ y

i

. Thus y

i

≥ y

i+1

. Since f is increasing in the second

argument and y

i

≥ y

i+1

we get

y

i+2

= f(y

i+1

, y

i

) ≥ f(y

i+1

, y

i+1

).

By (3) of the previous lemma, since m ≤ y

i+1

≤ y, f(y

i+1

, y

i+1

) ≥ y

i+1

. Thus y

i+2

≥ y

i+1

,

as required. To get equality we must have y

i+1

= y

i

or equivalently y

i+2

= y

i

, as well as

y

i+3

= y

i+1

. Thus equality occurs only in the case of a two cycle. 2

The case

m ≤ y

i

≤ y

i+2

≤ y ≤ y

i+1

≤ M

is similar.

We also obtain the following lemma:

Lemma 6.9.6 Unless {y

n

} is a period-two solution, there is no i such that either

M ≥ y

i

≥ y

i+2

≥ . . . ≥ y ≥ y

i+1

≥ y

i+3

≥ . . . ≥ m,

or

M ≥ . . . ≥ y

i+2

≥ y

i

≥ y ≥ . . . ≥ y

i+3

≥ y

i+1

≥ . . . ≥ m.

Proof. We will consider the ﬁrst case; the second case is similar. Since {y

i+2k+1

} is a

bounded monotonic sequence it has a limit c. The value c will be one value in a two

cycle, so either c = y or c = m. If c = y, then y

i+2n+1

= y for all n, and solving for y

i+2n

we see y

i+2n

= y also. But then y

i

= y

i+1

= y, and our solution is a two cycle.. If c = m,

solving for lim

n→∞

y

i+2n

gives lim

n→∞

y

i+2n

= M. This can only happen if y

i+2n

= M

for all n, in which case y

i+2n+1

= m for all n, which also gives a two cycle. 2

The above sequence of lemmas leads to the following result:

Theorem 6.9.6 Assume that

p < q,

and that Eq(6.66) possesses the two-cycle solution (6.69). Then every oscillatory solution

of Eq(6.66) converges to this two cycle.

Remark. Since some of the oscillatory solutions of Eq(6.66) are generated by initial

values {y

−1

, y

0

} that are on opposite sides of the equilibrium y, it follows by Theorem

6.9.6 that all such pairs belong to the stable manifold of the two cycle.

6.10. Open Problems and Conjectures 123

6.9.4 Global Stability Analysis When p > q

Here we have the following result:

Theorem 6.9.7 Assume that

p > q

and

p ≤ pq + 1 + 3q. (6.77)

Then the positive equilibrium y of Eq(6.66) is globally asymptotically stable.

Proof. We will employ Theorem 1.4.5. To this end, set

f(x, y) =

px + y

qx + y

,

and observe that when p > q, the function f(x, y) is increasing in x for each ﬁxed y, and

is decreasing in y for each ﬁxed x. Also

1 ≤ f(x, y) ≤

p

q

for all x, y > 0.

Finally observe that when (6.77) holds, the only solution of the system

M =

pM + m

qM + m

, m =

pm + M

qm + M

,

is

m = M.

Now the result is a consequence of Theorem 1.4.5. 2

6.10 Open Problems and Conjectures

Open Problem 6.10.1 (See [64]) Assume that

a, b, c, d ∈ R.

(a) Investigate the forbidden set F of the diﬀerence equation

x

n+1

=

ax

n

+ bx

n−1

cx

n

+ dx

n−1

x

n

, n = 0, 1, . . . .

(b) For every point (x

−1

, x

0

) / ∈ F, investigate the asymptotic behavior and the periodic

nature of the solution {x

n

}

∞

n=−1

.

124 Chapter 6. (2, 2)-Type Equations

(See Section 1.6.)

Open Problem 6.10.2 Assume that

α

n

, β

n

, A

n

, B

n

∈ R for n = 0, 1, . . .

are convergent sequences of real numbers with ﬁnite limits. Investigate the forbidden set

and the asymptotic character of solutions of the nonautonomous Riccati equation

x

n+1

=

α

n

+ β

n

x

n

A

n

+ B

n

x

n

, n = 0, 1, . . . .

(See Section 1.6 for the autonomous case.)

Conjecture 6.10.1 Assume

p, q ∈ (0, ∞).

Show that every positive solution of Eq(6.10) has a ﬁnite limit.

(Note that by Theorem 6.3.3, we need only to conﬁrm this conjecture for p > 2(q +1)

and q ≥ 1. See also [36].)

Conjecture 6.10.2 Assume that

p, q ∈ (0, ∞).

Show that every positive solution of Eq(6.11) has a ﬁnite limit.

(Note that by Theorem 6.4.4, this conjecture has been conﬁrmed for q ≤ 1 + 4p.)

Conjecture 6.10.3 Assume p ∈ (0, ∞). Show that the equation

y

n+1

=

p + y

n−1

1 + y

n

, n = 0, 1, . . .

has a positive and monotonically decreasing solution.

(Note that by Theorem 6.5.2, every positive solution converges to a, not necessarily

prime, period-two solution.)

6.10. Open Problems and Conjectures 125

Conjecture 6.10.4 Assume that

p, q ∈ (0, ∞).

Show that every positive solution of Eq(6.27) either converges to a ﬁnite limit or to a

two cycle.

(See Section 6.6.)

Open Problem 6.10.3 Assume that

p, q ∈ (0, ∞)

and

q > 1 + 4p.

Find the basin of attraction of the period-two solution of Eq(6.27).

Open Problem 6.10.4 Assume that

p, q ∈ (0, ∞)

and

q > pq + 1 + 3p.

Find the basin of attraction of the period-two solution of Eq(6.66).

Conjecture 6.10.5 Assume

p > q.

Show that every positive solution of Eq(6.66) has a ﬁnite limit.

(Note that by Theorem 6.9.7, this conjecture has been conﬁrmed for p ≤ pq +1+3q.)

Open Problem 6.10.5 Find the set of all initial conditions (y

−1

, y

0

) ∈ R×R through

which the solution of the equation

y

n+1

=

y

n

+ y

n−1

1 + y

n

is well deﬁned and converges to 1, as n →∞.

126 Chapter 6. (2, 2)-Type Equations

Open Problem 6.10.6 Find the set of all initial conditions (y

−1

, y

0

) ∈ R×R through

which the solution of the equation

y

n+1

=

y

n

+ y

n−1

1 + y

n−1

is well deﬁned and converges to 1, as n →∞.

Open Problem 6.10.7 For each of the following diﬀerence equations determine the

“good” set G ⊂ R×R of initial conditions (y

−1

, y

0

) ∈ R×R through which the equation

is well deﬁned for all n ≥ 0.Then for every (y

−1

, y

0

) ∈ G, investigate the long-term

behavior of the solution {y

n

}

∞

n=−1

:

y

n+1

=

1 −y

n

1 −y

n−1

(6.78)

y

n+1

=

y

n

−1

y

n

−y

n−1

(6.79)

y

n+1

=

1 −y

n−1

1 −y

n

(6.80)

y

n+1

=

1 −y

n−1

y

n

−y

n−1

(6.81)

y

n+1

=

y

n

−y

n−1

y

n

−1

(6.82)

y

n+1

=

y

n

−y

n−1

1 −y

n−1

(6.83)

y

n+1

=

y

n

+ y

n−1

y

n

−y

n−1

. (6.84)

For those equations from the above list for which you were successful, extend your

result by introducing arbitrary real parameters in the equation.

Open Problem 6.10.8 Assume

α, β, γ, A, B, C ∈ (0, ∞).

Investigate the asymptotic behavior and the periodic nature of solutions of the diﬀerence

equation

x

n+1

=

αx

n

+ βx

n−1

+ γx

n−2

Ax

n

+ Bx

n−1

+ Cx

n−2

, n = 0, 1, . . . .

Extend and generalize.

6.10. Open Problems and Conjectures 127

Open Problem 6.10.9 Assume that {p

n

}

∞

n=0

and {q

n

}

∞

n=0

are convergent sequences of

nonnegative real numbers with ﬁnite limits,

p = lim

n→∞

p

n

and q = lim

n→∞

q

n

.

Investigate the asymptotic behavior and the periodic nature of all positive solutions of

each of the following eight diﬀerence equations:

y

n+1

=

p

n

+ y

n

q

n

+ y

n

, n = 0, 1, . . . (6.85)

y

n+1

=

p

n

+ q

n

y

n

1 + y

n−1

, n = 0, 1, . . . (6.86)

y

n+1

=

y

n

+ p

n

y

n

+ q

n

y

n−1

, n = 0, 1, . . . (6.87)

y

n+1

=

p

n

+ q

n

y

n−1

1 + y

n

, n = 0, 1, . . . (6.88)

y

n+1

=

p

n

+ y

n−1

q

n

y

n

+ y

n−1

, n = 0, 1, . . . (6.89)

y

n+1

=

p

n

y

n

+ q

n

y

n−1

1 + y

n

, n = 0, 1, . . . (6.90)

y

n+1

=

p

n

y

n

+ y

n−1

q

n

+ y

n−1

, n = 0, 1, . . . (6.91)

y

n+1

=

p

n

y

n

+ y

n−1

q

n

y

n

+ y

n−1

, n = 0, 1, . . . . (6.92)

Open Problem 6.10.10 Assume that {p

n

}

∞

n=0

and {q

n

}

∞

n=0

are period-two sequences

of nonnegative real numbers. Investigate the global character of all positive solutions of

Eqs(6.85)-(6.92). Extend and generalize.

Open Problem 6.10.11 Assume q ∈ (1, ∞).

(a) Find the set B of all initial conditions (y

−1

, y

0

) ∈ (0, ∞) × (0, ∞) such that the

solutions {y

n

}

∞

n=−1

of Eq(6.23) are bounded.

(b) Let (y

−1

, y

0

) ∈ B. Investigate the asymptotic behavior of {y

n

}

∞

n=−1

.

128 Chapter 6. (2, 2)-Type Equations

Open Problem 6.10.12 Assume q ∈ (1, ∞).

(a) Find the set B of all initial conditions (y

−1

, y

0

) ∈ (0, ∞) × (0, ∞) such that the

solutions {y

n

}

∞

n=−1

of Eq(6.47) are bounded.

(b) Let (y

−1

, y

0

) ∈ B. Investigate the asymptotic behavior of {y

n

}

∞

n=−1

.

Open Problem 6.10.13 (A Plant-Herbivore System; See [9], [3], and [2]) Assume

α ∈ (1, ∞), β ∈ (0, ∞), and γ ∈ (0, 1) with α + β > 1 +

β

γ

.

Obtain conditions for the global asymptotic stability of the positive equilibrium of the

system

x

n+1

=

αx

n

βx

n

+e

y

n

y

n+1

= γ(x

n

+ 1)y

n

, n = 0, 1, . . . . (6.93)

Conjecture 6.10.6 Assume x

0

, y

0

∈ (0, ∞) and that

α ∈ (2, 3), β = 1 and γ =

1

2

.

Show that the positive equilibrium of System (6.93) is globally asymptotically stable.

Open Problem 6.10.14 (Discrete Epidemic Models; See [14].) Let A ∈ (0, ∞).

(a) Determine the set G of initial conditions (y

−1

, y

0

) ∈ (0, ∞) ×(0, ∞) through which

the solutions {x

n

}

∞

n=−1

of the diﬀerence equation

x

n+1

= (1 −x

n

−x

n−1

)(1 −e

−Ax

n

), n = 0, 1, . . . (6.94)

are nonnegative.

(b) Let (x

−1

, x

0

) ∈ G. Investigate the boundedness character, the periodic nature, and

the asymptotic behavior of the solution {x

n

}

∞

n=−1

of Eq(6.94).

(c) Extend and generalize.

6.10. Open Problems and Conjectures 129

Open Problem 6.10.15 (The Flour Beetle Model; See [48]). Assume

a ∈ (0, 1), b ∈ (0, ∞), and c

1

, c

2

∈ [0, ∞) with c

1

+ c

2

> 0.

Obtain necessary and suﬃcient conditions for the global asymptotic stability of the Flour

Beetle Model:

x

n+1

= ax

n

+ bx

n−2

e

−c

1

x

n

−c

2

x

n−2

, n = 0, 1, . . .

with positive initial conditions.

Open Problem 6.10.16 (A Population Model) Assume

α ∈ (0, 1) and β ∈ (1, ∞).

Investigate the global character of all positive solutions of the system

x

n+1

= αx

n

e

−y

n

+ β

y

n+1

= αx

n

(1 −e

−y

n

)

, n = 0, 1, . . . .

which may be viewed as a population model.

Open Problem 6.10.17 Assume that

p, q ∈ [0, ∞) and k ∈ {2, 3, . . .}.

Investigate the global behavior of all positive solutions of each of the following diﬀerence

equations:

y

n+1

=

p + qy

n

1 + y

n−k

, n = 0, 1, . . . (6.95)

y

n+1

=

y

n

+ p

y

n

+ qy

n−k

, n = 0, 1, . . . (6.96)

y

n+1

=

p + qy

n−k

1 + y

n

, n = 0, 1, . . . (6.97)

y

n+1

=

p + y

n−k

qy

n

+ y

n−k

, n = 0, 1, . . . (6.98)

y

n+1

=

y

n

+ py

n−k

y

n

+ q

, n = 0, 1, . . . (6.99)

y

n+1

=

py

n

+ y

n−k

q + y

n−k

, n = 0, 1, . . . (6.100)

y

n+1

=

py

n

+ y

n−k

qy

n

+ y

n−k

, n = 0, 1, . . . . (6.101)

130 Chapter 6. (2, 2)-Type Equations

Open Problem 6.10.18 Obtain a general result for an equation of the form

y

n+1

= f(y

n

, y

n−1

), n = 0, 1, . . .

which extends and uniﬁes the global asymptotic stability results for Eqs(6.11) and (6.27).

Open Problem 6.10.19 Assume that every positive solution of an equation of the form

x

n+1

= f(x

n

, x

n−1

), n = 0, 1, . . . (6.102)

converges to a period-two solution. Obtain necessary and suﬃcient conditions on f so

that every positive solution of the equation

x

n+1

= f(x

n−2

, x

n−1

), n = 0, 1, . . . (6.103)

also converges to a period-two solution.

Extend and generalize.

Open Problem 6.10.20 Assume that Eq(6.102) has a two cycle which is locally asymp-

totically stable. Obtain necessary and suﬃcient conditions on f so that the same two

cycle is a locally asymptotically stable solution of Eq(6.103).

Chapter 7

(1, 3)-Type Equations

7.1 Introduction

Eq(1) contains the following three equations of the (1, 3)-type:

x

n+1

=

α

A +Bx

n

+Cx

n−1

, n = 0, 1, . . . (7.1)

x

n+1

=

βx

n

A +Bx

n

+Cx

n−1

, n = 0, 1, . . . (7.2)

and

x

n+1

=

γx

n−1

A +Bx

n

+Cx

n−1

, n = 0, 1, . . . . (7.3)

Please recall our classiﬁcation convention in which all the parameters in the above

(1, 3)-type equations are positive and that the initial conditions are nonnegative.

7.2 The Case β = γ = 0 : x

n+1

=

α

A+Bx

n

+Cx

n−1

This is the (1, 3)-type Eq.(7.1) which by the change of variables

x

n

=

α

A

y

n

reduces to the diﬀerence equation

y

n+1

=

1

1 +py

n

+qy

n−1

, n = 0, 1, . . . (7.4)

where

p =

αB

A

2

and q =

αC

A

2

.

131

132 Chapter 7. (1, 3)-Type Equations

One can easily see that the positive equilibrium of Eq(7.4) is locally asymptotically stable

for all values of the parameters and that Eq(7.4) has no prime period two solutions.

The following result is now a straightforward consequence of either the stability

trichotomy Theorem 1.4.4, or Theorem 1.4.7 in the interval [0, 1].

Theorem 7.2.1 The positive equilibrium of Eq(7.4) is globally asymptotically stable.

7.3 The Case α = γ = 0 : x

n+1

=

βx

n

A+Bx

n

+Cx

n−1

This is the (1, 3)-type Eq(7.2) which by the change of variables

x

n

=

A

C

y

n

reduces to the diﬀerence equation

y

n+1

=

y

n

1 +py

n

+qy

n−1

, n = 0, 1, . . . (7.5)

where

p =

β

A

and q =

B

C

.

Eq(7.5) always has zero as an equilibrium point and when

p > 1

it also has the unique positive equilibrium point

y =

p −1

q + 1

.

The following result is a straightforward consequence of Theorem 1.3.1.

Theorem 7.3.1 Assume

p ≤ 1.

Then the zero equilibrium of Eq(7.5) is globally asymptotically stable.

The following result is a straightforward consequence of Theorem 1.4.2. It also follows

by applying Theorem 1.4.5 in the interval [0,

p

q

].

Theorem 7.3.2 Assume that y

−1

, y

0

∈ (0, ∞) and

p > 1.

Then the positive equilibrium of Eq(7.5) is globally asymptotically stable.

7.4. The Case α = β = 0 : x

n+1

=

γx

n−1

A+Bx

n

+Cx

n−1

133

7.4 The Case α = β = 0 : x

n+1

=

γx

n−1

A+Bx

n

+Cx

n−1

This is the (1, 3)-type Eq(7.3) which by the change of variables

x

n

=

γ

C

y

n

reduces to the equation

y

n+1

=

y

n−1

p +qy

n

+y

n−1

, n = 0, 1, . . . (7.6)

where

p =

A

γ

and q =

B

C

.

Eq(7.6) always has the zero equilibrium and when

p < 1

it also has the unique positive equilibrium

y =

1 −p

1 +q

.

The subsequent result is a straightforward application of Theorems 1.1.1 and 1.3.1.

Theorem 7.4.1 (a) The zero equilibrium of Eq(7.6) is globally asymptotically stable

when

p ≥ 1

and is unstable (a repeller) when

p < 1.

(b) Assume that p < 1. Then the positive equilibrium of Eq(7.6) is locally asymptot-

ically stable when

q < 1

and is unstable (a saddle point) when

q > 1.

Concerning prime period-two solutions one can see that Eq(7.6) has a prime period-

two solution

. . . , φ, ψ, φ, ψ, . . .

if and only if

p < 1.

134 Chapter 7. (1, 3)-Type Equations

Furthermore when

p < 1 and q = 1

the only prime period-two solution is

. . . , 0, 1 −p, 0, 1 −p, . . . .

On the other hand, when

p < 1 and q = 1

all prime period-two solutions of Eq(7.6) are given by

. . . , φ, 1 −p −φ, φ, 1 −p −φ, . . .

with

0 ≤ φ ≤ 1 −p and φ =

1 −p

2

.

Theorem 7.4.2 Assume that

p < 1 and q > 1. (7.7)

Then the period-two solution

. . . , 0, 1 −p, 0, 1 −p, . . . (7.8)

of Eq(7.6) is locally asymptotically stable.

Proof. It follows from Section 2.6 that here

J

T

2

0

1 −p

=

1

p+q(1−p)

0

−

q(1−p)

p+q(1−p)

p

and in view of (7.7) both eigenvalues of J

T

2

0

1 −p

**lie in the disk |λ| < 1. Therefore
**

the prime period-two solution (7.8) is locally asymptotically stable. 2

7.5 Open Problems and Conjectures

Conjecture 7.5.1 Assume

p, q ∈ (0, 1).

Show that every positive solution of Eq(7.6) has a ﬁnite limit.

7.5. Open Problems and Conjectures 135

Conjecture 7.5.2 Assume

p < 1 and q ≥ 1.

Show that every positive solution of Eq(7.6) converges to a, not necessarily prime, period-

two solution.

Open Problem 7.5.1 Assume

p ∈ (0, 1) and q ∈ (1, ∞).

Find the basin of attraction of the two cycle

. . . , 0, 1 −p, 0, 1 −p, . . .

of Eq(7.6).

Open Problem 7.5.2 Investigate the asymptotic character and the periodic nature of

all positive solutions of the diﬀerence equation

x

n+1

=

x

n−2

1 +px

n

+qx

n−1

+x

n−2

, n = 0, 1, . . .

where

p, q ∈ [0, ∞).

Extend and generalize.

Open Problem 7.5.3 For each of the equations given below, ﬁnd the set G of all points

(x

−1

, x

0

) ∈ R ×R through which the equation is well deﬁned for all n ≥ 0:

x

n+1

=

1

1 +x

n

+x

n−1

(7.9)

x

n+1

=

x

n

1 +x

n

+x

n−1

(7.10)

x

n+1

=

x

n−1

1 +x

n

+x

n−1

. (7.11)

Now for each of the equations (7.9)-(7.11), let (x

−1

, x

0

) ∈ G be an initial point

through which the corresponding equation is well deﬁned for all n ≥ 0, and investigate

the long term-behavior of the solution {x

n

}

∞

n=−1

.

136 Chapter 7. (1, 3)-Type Equations

Open Problem 7.5.4 Assume that {p

n

}

∞

n=0

and {q

n

}

∞

n=0

are convergent sequences of

nonnegative real numbers with ﬁnite limits,

p = lim

n→∞

p

n

and q = lim

n→∞

q

n

.

Investigate the asymptotic behavior and the periodic nature of all positive solutions of

each of the following three diﬀerence equations:

y

n+1

=

1

1 +p

n

y

n

+q

n

y

n−1

, n = 0, 1, . . . (7.12)

y

n+1

=

y

n

1 +p

n

y

n

+q

n

y

n−1

, n = 0, 1, . . . (7.13)

y

n+1

=

y

n−1

p

n

+q

n

y

n

+y

n−1

, n = 0, 1, . . . . (7.14)

Open Problem 7.5.5 Assume that {p

n

}

∞

n=0

and {q

n

}

∞

n=0

are period-two sequences of

nonnegative real numbers. Investigate the global character of all positive solutions of

Eqs(7.12)-(7.14). Extend and generalize.

Chapter 8

(3, 1)-Type Equations

8.1 Introduction

Eq(1) contains the following three equations of the (1, 3)-type:

x

n+1

=

α +βx

n

+γx

n−1

A

, n = 0, 1, . . . (8.1)

x

n+1

=

α +βx

n

+γx

n−1

Bx

n

, n = 0, 1, . . . (8.2)

and

x

n+1

=

α +βx

n

+γx

n−1

Cx

n−1

, n = 0, 1, . . . . (8.3)

Please recall our classiﬁcation convention in which all parameters that appear in these

equations are positive, the initial conditions are nonnegative, and the denominators are

always positive.

Eq(8.1) is a linear diﬀerence equation and can be solved explicitly.

Eq(8.2) by the change of the variables

x

n

= y

n

+

β

B

,

is reduced to a (2, 2)-type equation of the form of Eq(6.4) (see Section 6.5), namely,

y

n+1

=

(α +

βγ

B

) +γy

n−1

β +By

n

, n = 0, 1, . . . .

Eq(8.3) by the change of the variables

x

n

= y

n

+

γ

C

,

137

138 Chapter 8. (3, 1)-Type Equations

is reduced to a (2, 2)-type equation of the form of Eq(6.2) (see Section 6.3) namely,

y

n+1

=

(α +

βγ

C

) +βy

n

γ +Cy

n−1

, n = 0, 1, . . . .

Hence there is nothing else remaining to do about these equations other than to pose

some Open Problems and Conjectures.

8.2 Open Problems and Conjectures

Open Problem 8.2.1 Assume γ > β. Determine the set of initial conditions (x

−1

, x

0

) ∈

(0, ∞) ×(0, ∞) through which the solutions of Eq(8.2) are bounded.

Open Problem 8.2.2 (a) Assume γ = β and let

. . . , φ, ψ, φ, ψ, . . . (8.4)

be a period-two solution of Eq(8.2). Determine the basin of attraction of (8.4).

(b) Let {x

n

}

∞

n=−1

be a positive solution of Eq(8.2) which converges to (8.4). Determine

the values of φ and ψ in terms of the initial conditions x

−1

and x

0

.

Conjecture 8.2.1 Show that every positive solution of Eq(8.3) converges to the positive

equilibrium of the equation.

Open Problem 8.2.3 Determine the set G of all initial points (x

−1

, x

0

) ∈ R × R

through which the equation

x

n+1

=

1 +x

n

+x

n−1

x

n

is well deﬁned for all n and for these initial points determine the long-term behavior of

the solutions {x

n

}

∞

n=−1

.

Open Problem 8.2.4 Determine the set G of all initial points (x

−1

, x

0

) ∈ R × R

through which the equation

x

n+1

=

1 +x

n

+x

n−1

x

n−1

is well deﬁned for all n and for these initial points determine the long-term behavior of

the solutions {x

n

}

∞

n=−1

.

8.2. Open Problems and Conjectures 139

Open Problem 8.2.5 Assume that {p

n

}

∞

n=0

and {q

n

}

∞

n=0

are convergent sequences of

nonnegative real numbers with ﬁnite limits,

p = lim

n→∞

p

n

and q = lim

n→∞

q

n

.

Investigate the asymptotic behavior and the periodic nature of all positive solutions of

each of the following two diﬀerence equations:

y

n+1

=

p

n

+x

n

+x

n−1

q

n

x

n

, n = 0, 1, . . . (8.5)

y

n+1

=

p

n

+x

n

+x

n−1

q

n

x

n−1

, n = 0, 1, . . . . (8.6)

Open Problem 8.2.6 Assume that {p

n

}

∞

n=0

and {q

n

}

∞

n=0

are period-two sequences of

nonnegative real numbers. Investigate the global character of all positive solutions of

Eqs(8.5) and (8.6). Extend and generalize.

Chapter 9

(2, 3)-Type Equations

9.1 Introduction

Eq(1) contains the following three equations of the (2, 3)-type:

x

n+1

=

α + βx

n

A + Bx

n

+ Cx

n−1

, n = 0, 1, . . . (9.1)

x

n+1

=

α + γx

n−1

A + Bx

n

+ Cx

n−1

, n = 0, 1, . . . (9.2)

and

x

n+1

=

βx

n

+ γx

n−1

A + Bx

n

+ Cx

n−1

, n = 0, 1, . . . . (9.3)

Please recall our classiﬁcation convention in which all the parameters in the above

(2, 3)-type equations are positive and the initial conditions are nonnegative.

9.2 The Case γ = 0 : x

n+1

=

α+βx

n

A+Bx

n

+Cx

n−1

This is the (2, 3)-type Eq(9.1) which by the change of variables

x

n

=

A

B

y

n

reduces to the diﬀerence equation

y

n+1

=

p + qy

n

1 + y

n

+ ry

n−1

, n = 0, 1, . . . (9.4)

where

p =

αB

A

2

, q =

β

A

, and r =

C

B

.

141

142 Chapter 9. (2, 3)-Type Equations

(Eq(9.4) was investigated in [51].)

Here we make some simple observations about linearized stability, invariant intervals,

and the convergence of solutions in certain regions of initial conditions.

Eq(9.4) has a unique equilibrium y which is positive and is given by

y =

q −1 +

(q −1)

2

+ 4p(r + 1)

2(r + 1)

.

By employing the linearized stability Theorem 1.1.1, we obtain the following result:

Theorem 9.2.1 The equilibrium y of Eq(9.4) is locally asymptotically stable for all

values of the parameters p, q and r.

9.2.1 Boundedness of Solutions

We will prove that all solutions of Eq(9.4) are bounded.

Theorem 9.2.2 Every solution of Eq(9.4) is bounded from above and from below by

positive constants.

Proof. Let {y

n

} be a solution of Eq(9.4). Clearly, if the solution is bounded from above

by a constant M, then

y

n+1

≥

p

1 + (1 + r)M

and so it is also bounded from below. Now assume for the sake of contradiction that the

solution is not bounded from above. Then there exists a subsequence {y

1+n

k

}

∞

k=0

such

that

lim

k→∞

n

k

= ∞, lim

k→∞

y

1+n

k

= ∞, and y

1+n

k

= max{y

n

: n ≤ n

k

} for k ≥ 0.

From (9.4) we see that

y

n+1

< qy

n

+ p for n ≥ 0

and so

lim

k→∞

y

n

k

= lim

k→∞

y

n

k

−1

= ∞.

Hence for suﬃciently large k,

0 < y

1+n

k

−y

n

k

=

p + [(q −1) −y

n

k

−ry

n

k

−1

]y

n

k

1 + y

n

k

+ ry

n

k

−1

< 0

which is a contradiction and the proof is complete. 2

The above proof has an advantage that extends to several equations of the form

of Eq(9.1) with nonnegative parameters. The boundedness of solutions of the special

9.2. The Case γ = 0 : x

n+1

=

α+βx

n

A+Bx

n

+Cx

n−1

143

equation (9.4) with positive parameters immediately follows from the observation that

if

M = max{1, p, q}

then

y

n+1

≤

M + My

n

1 + y

n

= M for n ≥ 0.

9.2.2 Invariant Intervals

The following result, which can be established by direct calculation, gives a list of in-

variant intervals for Eq(9.4). Recall that I is an invariant interval, if whenever,

y

N

, y

N+1

∈ I for some integer N ≥ 0,

then

y

n

∈ I for n ≥ N.

Lemma 9.2.1 Eq(9.4) possesses the following invariant intervals:

(a)

0,

q −1 +

(q −1)

2

+ 4p

2

¸

¸

, when p ≤ q;

(b)

¸

p −q

qr

, q

¸

, when q < p < q(rq + 1);

(c)

¸

q,

p −q

qr

¸

, when p > q(rq + 1).

Proof.

(a) Set

g(x) =

p + qx

1 + x

and b =

q −1 +

(q −1)

2

+ 4p

2

and observe that g is an increasing function and g(b) ≤ b. Using Eq(9.4) we see

that when y

k−1

, y

k

∈ [0, b], then

y

k+1

=

p + qy

k

1 + y

k

+ ry

k−1

≤

p + qy

k

1 + y

k

= g(y

k

) ≤ g(b) ≤ b.

The proof follows by induction.

144 Chapter 9. (2, 3)-Type Equations

(b) It is clear that the function

f(x, y) =

p + qx

1 + x + ry

is increasing in x for y >

p−q

qr

. Using Eq(9.4) we see that when y

k−1

, y

k

∈

p−q

qr

, q

,

then

y

k+1

=

p + qy

k

1 + y

k

+ ry

k−1

= f(y

k

, y

k−1

) ≤ f

q,

p −q

qr

= q.

Also by using the condition p < q(rq + 1) we obtain

y

k+1

=

p + qy

k

1 + y

k

+ ry

k−1

= f(y

k

, y

k−1

) ≥ f

p −q

qr

, q

=

q(pr + p −q)

(rq)

2

+ rq + p −q

>

p −q

qr

.

The proof follows by the induction.

(c) It is clear that the function

f(x, y) =

p + qx

1 + x + ry

is decreasing in x for y <

p−q

qr

. Using Eq(9.4) we see that when y

k−1

, y

k

∈

q,

p−q

qr

,

then

y

k+1

=

p + qy

k

1 + y

k

+ ry

k−1

= f(y

k

, y

k−1

) ≥ f

p −q

qr

,

p −q

qr

= q.

Also by using the condition p > q(rq + 1) we obtain

y

k+1

=

p + qy

k

1 + y

k

+ ry

k−1

= f(y

k

, y

k−1

) ≤ f(q, q) =

p + q

2

1 + (r + 1)q

<

p −q

qr

.

The proof follows by induction.

2

9.2.3 Semicycle Analysis

Let {y

n

}

∞

n=−1

be a solution of Eq(9.4). Then the following identitites are true for n ≥ 0:

y

n+1

−q =

qr(

p−q

qr

−y

n−1

)

1 + y

n

+ ry

n−1

, (9.5)

y

n+1

−

p −q

qr

=

qr

q −

p−q

qr

y

n

+ qr

y

n−1

−

p−q

qr

+ pr(q −y

n−1

)

qr(1 + y

n

+ ry

n−1

)

, (9.6)

y

n

−y

n+4

=

9.2. The Case γ = 0 : x

n+1

=

α+βx

n

A+Bx

n

+Cx

n−1

145

qr

y

n

−

p−q

qr

y

n+1

+ (y

n

−q)(y

n+1

y

n+3

+ y

n+3

+ y

n+1

+ ry

n

y

n+3

) + y

n

+ ry

2

n

−p

(1 + y

n+3

)(1 + y

n+1

+ ry

n

) + r(p + qy

n+1

)

,

(9.7)

y

n+1

−y =

(y −q)(y −y

n

) + yr(y −y

n−1

)

1 + y

n

+ ry

n−1

. (9.8)

The proofs of the following two lemmas are straightforward consequences of the Identities

(9.5)- (9.8) and will be omitted.

Lemma 9.2.2 Assume

p > q(qr + 1)

and let {y

n

}

∞

n=−1

be a solution of Eq(9.4). Then the following statements are true:

(i) If for some N ≥ 0, y

N

>

p−q

qr

, then y

N+2

< q;

(ii) If for some N ≥ 0, y

N

=

p−q

qr

, then y

N+2

= q;

(iii) If for some N ≥ 0, y

N

<

p−q

qr

, then y

N+2

> q;

(iv) If for some N ≥ 0, q < y

N

<

p−q

qr

, then q < y

N+2

<

p−q

qr

;

(v) If for some N ≥ 0, y ≥ y

N−1

and y ≥ y

N

, then y

N+1

≥ y;

(vi) If for some N ≥ 0, y < y

N−1

and y < y

N

, then y

N+1

< y;

(vii) q < y <

p−q

qr

.

Lemma 9.2.3 Assume

q < p < q(qr + 1)

and let {y

n

}

∞

n=−1

be a solution of Eq(9.4). Then the following statements are true:

(i) If for some N ≥ 0, y

N

<

p−q

qr

, then y

N+2

> q;

(ii) If for some N ≥ 0, y

N

=

p−q

qr

, then y

N+2

= q;

(iii) If for some N ≥ 0, y

N

>

p−q

qr

, then y

N+2

< q;

(iv) If for some N ≥ 0, y

N

>

p−q

qr

and y

N

< q then q > y

N+2

>

p−q

qr

;

(v)

p−q

qr

< y < q.

146 Chapter 9. (2, 3)-Type Equations

Lemma 9.2.4 Assume

p = q(qr + 1)

and let {y

n

}

∞

n=−1

be a solution of Eq(9.4). Then

y

n+1

−q =

qr

1 + y

n

+ ry

n−1

(q −y

n−1

). (9.9)

Furthermore when qr < 1, then

lim

n→∞

y

n

= y. (9.10)

Proof. Identity (9.9) follows by straightforward computation. The limit (9.10) is a

consequence of the fact that in this case qr ∈ (0, ∞) and Eq(9.4) has no period-two

solution. 2

Here we present a semicycle analysis of the solutions of Eq(9.4) when p = q(1 +rq).

In this case Eq(9.4) becomes

y

n+1

=

q + rq

2

+ qy

n

1 + y

n

+ ry

n−1

, n = 0, 1, . . .

and the only equilibrium point is y = q.

Theorem 9.2.3 Suppose that p = q + rq

2

and let {y

n

}

∞

n=−1

be a nontrivial solution of

Eq(9.4). Then this solution is oscillatory and the sum of the lengths of two consecutive

semicycles, excluding the ﬁrst, is equal to four. More precisely, the following statements

are true for all k ≥ 0:

(i)

y

−1

> q and y

0

≤ q =⇒y

4k−1

> q, y

4k

≤ 1, y

4k+1

< q, and y

4k+2

≥ q;

(ii)

y

−1

< q and y

0

≥ q =⇒y

4k−1

< q, y

4k

≥ 1, y

4k+1

> q, and y

4k+2

≤ q;

(iii)

y

−1

> q and y

0

≥ q =⇒y

4k−1

> q, y

4k

≥ 1, y

4k+1

< q, and y

4k+2

≤ q;

(iv)

y

−1

< q and y

0

≤ q =⇒y

4k−1

< q, y

4k

≤ 1, y

4k+1

> q, and y

4k+2

≥ q.

Proof. The proof follows from identity (9.5). 2

9.2. The Case γ = 0 : x

n+1

=

α+βx

n

A+Bx

n

+Cx

n−1

147

9.2.4 Global Asymptotic Stability

The following lemma establishes that when p = q(qr + 1), every solution of Eq(9.4)

is eventually trapped into one of the three invariant intervals of Eq(9.4) described in

Lemma 9.2.1. More precisely, the following is true:

Lemma 9.2.5 Let I denote the interval which is deﬁned as follows:

I =

[0,

q−1+

√

(q−1)

2

+4p

2

] if p ≤ q;

[

p−q

qr

, q] if q < p < q(qr + 1);

[q,

p−q

qr

] if p > q(qr + 1).

Then every solution of Eq(9.4) lies eventually in I.

Proof. Let {y

n

}

∞

n=−1

be a solution of Eq(9.4). First assume that

p ≤ q.

Then clearly, y ∈ I. Set

b =

q −1 +

(q −1)

2

+ 4p

2

and observe that

y

n+1

−b =

(q −p)(y

n

−b) −r(p + qb)y

n−1

(1 + y

n

+ ry

n−1

)(1 + b)

, n ≥ 0.

Hence, if for some N, y

N

≤ b, then y

N+1

< b. Now assume for the sake of contradiction

that

y

n

> b for n > 0.

Then y

n

> y for n ≥ 0 and so

lim

n→∞

y

n

= y ∈ I

which is a contradiction.

Next assume that

q < p < q(qr + 1)

and, for the sake of contradiction, also assume that the solution {y

n

}

∞

n=−1

is not even-

tually in the interval I. Then by Lemma 9.2.3, there exists N > 0 such that one of the

following three cases holds:

(i) y

N

> q, y

N+1

> q, and y

N+2

<

p−q

qr

;

(ii) y

N

> q, y

N+1

<

p−q

qr

, and y

N+2

<

p−q

qr

;

148 Chapter 9. (2, 3)-Type Equations

(iii) y

N

> q,

p−q

qr

≤ y

N+1

≤ q, and y

N+2

<

p−q

qr

.

Also observe that

if y

N

≥ q, then y

N

+ ry

2

N

−p > 0

and

if y

N

≤

p−q

qr

, then y

N

+ ry

2

N

−p < 0.

The desired contradiction is now obtained by using the Identity (9.7) from which it

follows that for j ∈ {0, 1, 2, 3}, each subsequence {y

n+4k+j

}

∞

k=0

with all its terms outside

the interval I converges monotonically and enters in the interval I.

The proof when

p > q(qr + 1)

is similar and will be omitted. 2

By using the monotonic character of the function

f(x, y) =

p + qx

1 + x + ry

in each of the intervals in Lemma 9.2.1, together with the appropriate convergence

Theorems 1.4.7 and 1.4.5, we can obtain some global asymptotic stability results for the

solutions of Eq(9.4). For example, the following results are true for Eq(9.4):

Theorem 9.2.4 (a) Assume that either

p ≥ q + q

2

r,

or

p <

q

1 + r

.

Then the equilibrium y of Eq(9.4) is globally asymptotically stable.

(b) Assume that either

p ≤ q

or

q < p < q + q

2

r

and that one of the following conditions is also satisﬁed:

(i) q ≤ 1;

(ii) r ≤ 1;

(iii) r > 1 and (q −1)

2

(r −1) ≤ 4p.

Then the equilibrium y of Eq(9.4) is globally asymptotically stable.

Proof.

9.3. The Case β = 0 : x

n+1

=

α+γx

n−1

A+Bx

n

+Cx

n−1

149

(a) The proof follows from Lemmas 9.2.1 and 9.2.4 and Theorems 1.4.7 and 1.4.2.

(b) In view of Lemma 9.2.1 we see that when y

−1

, y

0

∈

¸

0,

q−1+

√

(q−1)

2

+4p

2

, then y

n

∈

¸

0,

q−1+

√

(q−1)

2

+4p

2

**for all n ≥ 0. It is easy to check that y ∈
**

¸

0,

q−1+

√

(q−1)

2

+4p

2

**and that in the interval
**

¸

0,

q−1+

√

(q−1)

2

+4p

2

**, the function f increases in x and
**

decreases in y.

We will employ Theorem 1.4.5 and so it remains to be shown that if

m = f(m, M) and M = f(M, m)

then M = m. This system has the form

m =

p + qm

1 + m + rM

and M =

p + qM

1 + M + rm

.

Hence (M −m)(1 −q + M + m) = 0. Now if m + M = q −1, then M = m. For

instance, this is the case if Condition (i) is satisﬁed. If m + M = q − 1 then m

and M satisfy the equation

(r −1)m

2

+ (r −1)(1 −q)m + p = 0.

Clearly now if Condition (ii) or (iii) is satisﬁed, m = M from which the result

follows.

The proof when q < p < q + q

2

r holds follows from Lemma 9.2.1 and Theorem

1.4.5.

2

9.3 The Case β = 0 : x

n+1

=

α+γx

n−1

A+Bx

n

+Cx

n−1

This is the (2, 3)-type Eq(9.2) which by the change of variables

x

n

=

A

B

y

n

reduces to the diﬀerence equation

y

n+1

=

p + qy

n−1

1 + y

n

+ ry

n−1

, n = 0, 1, . . . (9.11)

where

p =

αB

A

2

, q =

γ

A

, and r =

C

B

.

150 Chapter 9. (2, 3)-Type Equations

This equation has not been investigated yet. Here we make some simple observations

about linearized stability, invariant intervals, and the convergence of solutions in certain

regions of initial conditions.

Eq(9.11) has a unique equilibrium y which is positive and is given by

y =

q −1 +

(q −1)

2

+ 4p(r + 1)

2(r + 1)

.

By employing the linearized stability Theorem 1.1.1 we obtain the following result.

Theorem 9.3.1 (a) The equilibrium y of Eq(9.11) is locally asymptotically stable when

either

q ≤ 1

or

q > 1 and (r −1)(q −1)

2

+ 4pr

2

> 0.

(b) The equilibrium y of Eq(9.11) is unstable, and more precisely a saddle point,

when

q > 1 and (r −1)(q −1)

2

+ 4pr

2

< 0. (9.12)

9.3.1 Existence and Local Stability of Period-Two Cycles

Let

. . . , φ, ψ, φ, ψ, . . .

be a period-two cycle of Eq(9.11). Then

φ =

p + qφ

1 + ψ + rφ

and ψ =

p + qψ

1 + φ + rψ

.

It now follows after some calculation that the following result is true.

Lemma 9.3.1 Eq(9.11) has a prime period-two solution

. . . , φ, ψ, φ, ψ, . . .

if and only if (9.12) holds.

Furthermore when (9.12) holds, the period-two solution is “unique” and the values

of φ and ψ are the positive roots of the quadratic equation

t

2

−

q −1

r

t +

p

1 −r

= 0.

9.3. The Case β = 0 : x

n+1

=

α+γx

n−1

A+Bx

n

+Cx

n−1

151

To investigate the local stability of the two cycle

. . . , φ, ψ, φ, ψ, . . .

we set

u

n

= y

n−1

and v

n

= y

n

, for n = 0, 1, . . .

and write Eq(9.11) in the equivalent form:

u

n+1

= v

n

v

n+1

=

p+qu

n

1+v

n

+ru

n

, n = 0, 1, . . . .

Let T be the function on (0, ∞) ×(0, ∞) deﬁned by:

T

u

v

=

v

p+qu

1+v+ru

.

Then

φ

ψ

**is a ﬁxed point of T
**

2

, the second iterate of T. By a simple calculation we ﬁnd that

T

2

u

v

=

g(u, v)

h(u, v)

where

g(u, v) =

p + qu

1 + v + ru

and h(u, v) =

p + qv

1 + g(u, v) + rv

.

Clearly the two cycle is locally asymptotically stable when the eigenvalues of the

Jacobian matrix J

T

2, evaluated at

φ

ψ

**, lie inside the unit disk.
**

We have

J

T

2

φ

ψ

=

¸

¸

∂g

∂u

(φ, ψ)

∂g

∂v

(φ, ψ)

∂h

∂u

(φ, ψ)

∂h

∂v

(φ, ψ)

¸

,

where

∂g

∂u

(φ, ψ) =

q −pr + qψ

(1 + ψ + rφ)

2

,

∂g

∂v

(φ, ψ) =

−p −qφ

(1 + ψ + rφ)

2

,

152 Chapter 9. (2, 3)-Type Equations

∂h

∂u

(φ, ψ) =

(p + qψ)(pr −q −qψ)

(1 + ψ + rφ)

2

(1 + φ + rψ)

2

,

∂h

∂v

(φ, ψ) =

(p + qψ)(p + qφ)

(1 + ψ + rφ)

2

(1 + φ + rψ)

2

+

q −pr + qφ

(1 + φ + rψ)

2

.

Set

S =

∂g

∂u

(φ, ψ) +

∂h

∂v

(φ, ψ)

and

D =

∂g

∂u

(φ, ψ)

∂h

∂v

(φ, ψ) −

∂g

∂v

(φ, ψ)

∂h

∂u

(φ, ψ).

Then it follows from Theorem 1.1.1 that both eigenvalues of J

T

2

φ

ψ

**lie inside the
**

unit disk |λ| < 1, if and only if

|S| < 1 +D < 2. (9.13)

Inequality (9.13) is equivalent to the following three inequalities:

D < 1 (9.14)

S < 1 +D (9.15)

−1 −D < S. (9.16)

First we will establish Inequality (9.14). This inequality is equivalent to

(q −pr + qφ) (q −pr + qψ) −(1 + ψ + rφ)

2

(1 + φ + rψ)

2

< 0.

Observe that,

(q −pr + qφ) (q −pr + qψ) = (q −pr)

2

+ q(q −pr)(φ + ψ) + q

2

φψ =

=

−2q

2

r + q

2

r

2

+ 3qpr

2

−2qpr

3

−p

2

r

3

+ p

2

r

4

−q

3

+ rq

3

+ q

2

−pr

2

q

2

−qpr

r (−1 + r)

and that

(1 + ψ + rφ)

2

(1 + φ + rψ)

2

=

1 + φ + rψ + ψ + ψφ + rψ

2

+ rφ + φ

2

r + r

2

φψ

2

=

−pr

2

+ qr + pr −q + q

2

r

2

.

Thus

9.3. The Case β = 0 : x

n+1

=

α+γx

n−1

A+Bx

n

+Cx

n−1

153

(q −pr + qφ) (q −pr + qψ) −(1 + ψ + rφ)

2

(1 + φ + rψ)

2

=

−pr

3

q

2

+ 2q

2

r −q

2

r

2

−q

2

+ 3p

2

r

3

−2p

2

r

4

−3rq

3

+ 3qpr

3

−5qpr

2

r

2

(1 −r)

+

2qpr + 4pr

2

q

2

+ 2q

3

+ q

4

r −p

2

r

2

−2prq

2

−q

4

+ r

2

q

3

r

2

(1 −r)

=

(2r

2

p −rp + q −q

2

−qr + q

2

r) (−r

2

p + rp −q + q

2

+ qr)

r

2

(1 −r)

.

Note that

−r

2

p + rp −q + q

2

+ qr = rp(1 −r) + q(q −1) + qr > 0.

Also by using Condition (9.12) we see that

(r −1)(q −1)

2

+ 4pr

2

= q

2

r −2qr + r −q

2

+ 2q −1 + 4r

2

p < 0

and so

2r

2

p −rp + q −q

2

−qr + q

2

r < 2r

2

p −rp + q −qr + 2qr −r −2q + 1 −4r

2

p

= −2r

2

p −rp −q + qr −r + 1 = −2r

2

p −rp + (r −1) (q −1) < 0

from which the result follows.

Next we turn to Inequality (9.15). This inequality is equivalent to

(q −pr + qψ)(1 + φ + rψ)

2

+ (p + qψ)(p + qφ) + (q −pr + qφ)(1 + ψ + rφ)

2

−(q −pr + qφ) (q −pr + qψ) −(1 + ψ + rφ)

2

(1 + φ + rψ)

2

< 0.

After some lengthy calculation one can see that this inequality is a consequence of

Condition (9.12).

Finally Inequality (9.16) is equivalent to

(q −pr + qψ)(1 + φ + rψ)

2

+ (p + qψ)(p + qφ) + (q −pr + qφ)(1 + ψ + rφ)

2

+(q −pr + qφ) (q −pr + qψ) + (1 + ψ + rφ)

2

(1 + φ + rψ)

2

> 0.

After some lengthy calculation one can see that this inequality is also a consequence

of Condition (9.12).

In summary, we have established the following result:

154 Chapter 9. (2, 3)-Type Equations

Theorem 9.3.2 Eq(9.11) has a unique prime period-two solution

. . . , φ, ψ, φ, ψ, . . .

if and only if (9.12) holds.

Furthermore when (9.12) holds, this period-two solution is locally asymptotically sta-

ble.

9.3.2 Invariant Intervals

The following result, which can be established by direct calculation, gives a list of in-

variant intervals for Eq(9.11).

Lemma 9.3.2 Eq(9.11) possesses the following invariant intervals:

(a)

0,

q −1 +

(q −1)

2

+ 4pr

2r

¸

¸

when pr ≤ q;

(b)

¸

pr −q

q

,

q

r

¸

when 1 < q < pr < q +

q

2

r

−

q

r

;

(c)

¸

q

r

,

pr −q

q

¸

when pr ≥ q +

q

2

r

.

Proof.

(a) Set

g(x) =

p + qx

1 + rx

and b =

q −1 +

(q −1)

2

+ 4pr

2r

and observe that g is an increasing function and g(b) ≤ b. Using Eq(9.11) we see

that when y

k−1

, y

k

∈ [0, b], then

y

k+1

=

p + qy

k−1

1 + y

k

+ qy

k−1

≤

p + qy

k−1

1 + ry

k−1

= g(y

k−1

) ≤ g(b) ≤ b.

The proof follows by induction.

9.3. The Case β = 0 : x

n+1

=

α+γx

n−1

A+Bx

n

+Cx

n−1

155

(b) It is clear that the function

f(x, y) =

p + qy

1 + x + ry

is increasing in y for x >

pr−q

q

. Using Eq(9.11) we see that when y

k−1

, y

k

∈

pr−q

q

,

q

r

,

then

y

k+1

=

p + qy

k−1

1 + y

k

+ ry

k−1

= f(y

k

, y

k−1

) ≥ f

q

r

,

pr −q

q

≥

pr −q

q

.

Now by using the monotonic character of the function f(x, y) and the condition

q < pr < q +

q

2

r

we obtain

y

k+1

=

p + qy

k−1

1 + y

k

+ ry

k−1

= f(y

k

, y

k−1

) ≤ f

pr −q

q

,

q

r

=

q

r

.

The proof follows by induction.

(c) It is clear that the function

f(x, y) =

p + qy

1 + x + ry

is decreasing in y for x <

pr−q

q

. Using Eq(9.11) we see that when y

k−1

, y

k

∈

q

r

,

pr−q

q

, then

y

k+1

=

p + qy

k−1

1 + y

k

+ qy

k−1

= f(y

k

, y

k−1

) ≥ f

pr −q

q

,

pr −q

q

=

q

r

.

By using the fact that f(x, y) is decreasing in both arguments and the condition

pr > q +

q

r

2

we obtain

y

k+1

=

p + qy

k−1

1 + y

k

+ qy

k−1

= f(y

k

, y

k−1

) ≤ f

q

r

,

q

r

=

pr + q

2

r + (r + 1)q

<

pr −q

q

.

The proof follows by induction.

2

156 Chapter 9. (2, 3)-Type Equations

9.3.3 Convergence of Solutions

By using the monotonic character of the function

f(x, y) =

p + qy

1 + x + ry

in each of the intervals in Lemma 9.3.2, together with the appropriate convergence

theorem (from among Theorems 1.4.5-1.4.8) we can obtain some convergence results for

the solutions with initial conditions in the invariant intervals. For example, the following

results are true for Eq(9.11):

Theorem 9.3.3 Assume that

pr ≤ q

and that one of the following conditions is also satisﬁed:

(i) q ≤ 1;

(ii) r ≥ 1;

(iii) r < 1 and (r −1)(q −1)

2

+ 4pr

2

≥ 0.

Then every solution of Eq(9.11) with initial conditions in the invariant interval

0,

q −1 +

(q −1)

2

+ 4pr

2r

¸

¸

converges to the equilibrium y.

Proof. In view of Lemma 9.3.2 we see that when y

−1

, y

0

∈

¸

0,

q−1+

√

(q−1)

2

+4pr

2r

, then

y

n

∈

¸

0,

q−1+

√

(q−1)

2

+4pr

2r

**for all n ≥ 0. It is easy to check that y ∈
**

¸

0,

q−1+

√

(q−1)

2

+4pr

2r

**and that in the interval
**

¸

0,

q−1+

√

(q−1)

2

+4pr

2r

**the function f decreases in x and increases
**

in y. The result now follows by employing Theorem 1.4.6.

2

Theorem 9.3.4 (a) Assume that 1 < q < pr < q+

q

2

r

−

q

r

and that one of the following

conditions is also satisﬁed:

(i) r ≥ 1;

(ii) r < 1 and (r −1)(q −1)

2

+ 4pr

2

≥ 0.

9.3. The Case β = 0 : x

n+1

=

α+γx

n−1

A+Bx

n

+Cx

n−1

157

Then every solution of Eq(9.11) with initial conditions in the invariant interval

¸

pr −q

q

,

q

r

¸

converges to the equilibrium y.

(b) Assume that pr > q +

q

2

r

. Then every solution of Eq(9.11) with initial conditions

in the invariant interval

¸

q

r

,

pr −q

q

¸

converges to the equilibrium y.

Proof.

(a) In view of Lemma 9.3.2 we conclude that y

n

∈

pr−q

q

,

q

r

**for all n ≥ 0. It is easy to
**

check that y ∈

pr−q

q

,

q

r

**and that the function f(x, y) decreases in x and increases
**

in y. The result now follows by employing Theorem 1.4.6.

(b) In view of Lemma 9.3.2 we conclude that y

n

∈

q

r

,

pr−q

q

**for all n ≥ 0. It is easy to
**

check that y ∈

q

r

,

pr−q

q

and that in the interval

q

r

,

pr−q

q

**the function f decreases
**

in both x and in y. The result now follows by employing Theorem 1.4.7.

2

9.3.4 Global Stability

By applying Theorem 1.4.3 to Eq(9.11), we obtain the following global asymptotic sta-

bility result.

Theorem 9.3.5 Assume

r ≥ 1 and pr ≤ q.

Then the positive equilibrium of Eq(9.11) is globally asymptotically stable.

9.3.5 Semicycle Analysis When pr = q +

q

2

r

Here we present a semicycle analysis of the solutions of Eq(9.11) when pr = q +

q

2

r

. In

this case Eq(9.11) becomes

y

n+1

=

qr + q

2

+ qr

2

y

n−1

r

2

+ r

2

y

n

+ r

3

y

n−1

, n = 0, 1, . . .

and the only positive equilibrium is y =

q

r

.

158 Chapter 9. (2, 3)-Type Equations

Theorem 9.3.6 Suppose that pr = q +

q

2

r

and let {y

n

}

∞

n=−1

be a nontrivial solution of

Eq(9.11). Then after the ﬁrst semicycle, the solution oscillates about the equilibrium y

with semicycles of length one.

Proof. The proof follows from the relation

y

n+1

−

q

r

= (

q

r

−y

n

)

qr

2

r

3

(1 + y

n

+ ry

n−1

)

.

2

9.4 The Case α = 0 : x

n+1

=

βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

This is the (2, 3)-type Eq(9.3) which by the change of variables

x

n

=

γ

C

y

n

,

reduces to the diﬀerence equation

y

n+1

=

py

n

+ y

n−1

r + qy

n

+ y

n−1

, n = 0, 1, . . . (9.17)

where

p =

β

γ

, q =

B

C

, and r =

A

γ

.

This equation has not been investigated yet. Here we make some simple observations

about linearized stability, invariant intervals, and the convergence of solutions in certain

regions of initial conditions.

The equilibrium points of Eq(9.17) are the nonnegative solutions of the equation

y =

(p + 1)y

r + (1 + q)y

.

Hence zero is always an equilibrium point and when

p + 1 > r, (9.18)

Eq(9.17) also possesses the unique positive equilibrium

y =

p + 1 −r

q + 1

.

The following theorem is a consequence of Theorem 1.1.1 and Theorem 1.3.1.

9.4. The Case α = 0 : x

n+1

=

βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

159

Theorem 9.4.1 (a) Assume that

p + 1 ≤ r.

Then the zero equilibrium of Eq(9.17) is globally asymptotically stable.

(b) Assume that

p + 1 > r.

Then the zero equilibrium of Eq(9.17) is unstable. Furthermore the zero equilibrium

is a saddle point when

1 −p < r < 1 + p

and a repeller when

r < 1 −p.

The linearized equation associated with Eq(9.17) about its positive equilibrium y is

z

n+1

−

p −q + qr

(p + 1)(q + 1)

z

n

−

q −p + r

(p + 1)(q + 1)

z

n−1

= 0, n = 0, 1, . . . .

The following result is a consequence of Theorem 1.1.1.

Theorem 9.4.2 Assume that (9.18) holds. Then the positive equilibrium of Eq(9.17)

is locally asymptotically stable when

q + r < 3p + 1 + qr + pq, (9.19)

and unstable (a saddle point) when

q + r > 3p + 1 + qr + pq. (9.20)

Concerning prime period-two solutions for Eq(9.17), it follows from Section 2.5 that the

following result is true.

Theorem 9.4.3 Eq(9.17) has a prime period-two solution

. . . φ, ψ, φ, ψ, . . .

if and only if (9.20) holds. Furthermore when (9.20) holds there is a unique period-two

solution and the values of φ and ψ are the positive roots of the quadratic equation

t

2

−(1 −p −r)t +

p(1 −p −r)

q −1

= 0.

160 Chapter 9. (2, 3)-Type Equations

9.4.1 Invariant Intervals

The following result, which can be established by direct calculation, gives a list of in-

variant intervals for Eq(9.17).

Lemma 9.4.1 Eq(9.17) possesses the following invariant intervals:

(a)

¸

0,

p + q −r

q + 1

¸

when p = q

2

and q

2

+ q > r

and

[0, K] when p = q

2

and q

2

+ q ≤ r,

where K > 0 is an arbitrary number;

(b)

¸

0,

qr

p −q

2

¸

when q

2

< p ≤ q

2

+ r and p + q > r,

[0, K] when q

2

< p ≤ q

2

+ r and p + q ≤ r,

where K > 0 is an arbitrary number

and

¸

qr

p −q

2

, K

1

¸

when p > q

2

+ r

where

K

1

=

(q −r)(p −q

2

) −qr +

((r −q)(p −q

2

) + qr)

2

+ 4q

3

r(p −q

2

)

2q(p −q

2

)

;

(c)

¸

0,

pr

q

2

−p

¸

when q

2

−qr ≤ p < q

2

and p + q > r,

[0, K] when q

2

−qr ≤ p < q

2

and p + q ≤ r,

where K > 0 is an arbitrary number

and

¸

pr

q

2

−p

, K

2

¸

when q

2

> p + qr,

where

K

2

=

(q −r)(q

2

−p) +

((q −r)(q

2

−p))

2

+ 4p

3

qr

2

2pqr

.

9.4. The Case α = 0 : x

n+1

=

βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

161

Proof.

(a) It is easy to see that when p = q

2

the function

f(x, y) =

px + qy

r + qx + y

is increasing in both arguments. Therefore for any K > 0,

0 ≤ f(x, y) ≤ f(K, K).

Now observe that the inequality f(K, K) ≤ K is equivalent to q

2

+q−r ≤ (q+1)K.

When q

2

+q ≤ r, this inequality is satisﬁed for any K > 0, while when q

2

+q > r

the inequality is true when

K ≥

p + q −r

q + 1

.

(b) It is clear that the function f(x, y) is increasing in both arguments for x <

qr

p−q

2

,

and it is increasing in x and decreasing in y for x ≥

qr

p−q

2

.

First assume that q

2

< p ≤ q

2

+ r .

Hence for y

k−1

, y

k

∈

0,

qr

p−q

2

we obtain

y

k+1

= f(y

k

, y

k−1

) ≤ f(K, K) = (p + q)K

1

r + (q + 1)K

≤ K,

where we set K =

qr

p−q

2

. The last inequality is always satisﬁed when p +q ≤ r and

when p + q > r, it is satisﬁed under the condition r + q

2

> p.

Second assume that p > q

2

+ r.

Then for y

k−1

, y

k

∈

qr

p−q

2

, K

1

**we can see that
**

f

qr

p −q

2

, K

1

≤ y

k+1

= f(y

k

, y

k−1

) ≤ f(K

1

,

qr

p −q

2

) ≤ K

1

.

(c) It is clear that the function f(x, y) is increasing in both arguments for y <

pr

q

2

−p

,

and it is increasing in y and decreasing in x for y ≥

pr

q

2

−p

.

First assume that q

2

−qr ≤ p < q

2

.

Then one can see that for y

k−1

, y

k

∈

0,

pr

q

2

−p

we obtain

y

k+1

= f(y

k

, y

k−1

) ≤ f(K, K) = (p + q)K

1

r + (q + 1)K

≤ K,

with K =

pr

q

2

−p

.

Second assume that p < q

2

−qr. Then for y

k−1

, y

k

∈

pr

q

2

−p

, K

2

**one can see that
**

f

pr

q

2

−p

, K

2

≤ y

k+1

= f(y

k

, y

k−1

) ≤ f

K

2

,

pr

q

2

−p

≤ K

2

.

2

162 Chapter 9. (2, 3)-Type Equations

9.4.2 Convergence of Solutions

By using the monotonic character of the function

f(x, y) =

px + qy

r + qx + y

in each of the intervals in Lemma 9.4.1, together with the appropriate convergence

theorem (from among Theorems 1.4.5-1.4.8), we can obtain some convergence results

for the solutions with initial conditions in the invariant intervals. For example, the

following results are true for Eq(9.17):

Theorem 9.4.4 (a) Assume that p = q

2

and q

2

+ q > r. Then every solution of

Eq(9.17) with initial conditions in the invariant interval

¸

0,

q

2

+ q −r

q + 1

¸

converges to the equilibrium y.

Assume that p = q

2

and q

2

+ q ≤ r. Then every solution of Eq(9.17) with initial

conditions in the interval [0, K], for any K > 0, converges to the equilibrium y.

(b) Assume that q

2

+r ≥ p > q

2

and p +q > r. Then every solution of Eq(9.17) with

initial conditions in the invariant interval

¸

0,

qr

p −q

2

¸

converges to the equilibrium y.

Assume that q

2

+r ≥ p > q

2

and p +q ≤ r. Then every solution of Eq(9.17) with

initial conditions in the interval [0, K], for any K > 0, converges to the equilibrium

y.

(c) Assume that q

2

−qr ≥ p < q

2

and p +q > r. Then every solution of Eq(9.17) with

initial conditions in the invariant interval

¸

0,

pr

q

2

−p

¸

converges to the equilibrium y.

Assume that q

2

−qr ≤ p < q

2

and p +q ≤ r. Then every solution of Eq(9.17) with

initial conditions in the interval [0, K], for any K > 0, converges to the equilibrium

y.

Proof. The proof is an immediate consequence of Lemma 9.4.1 and Theorem 1.4.8.

2

9.5. Open Problems and Conjectures 163

Theorem 9.4.5 Assume that

p > q

2

+ r

and that one of the following conditions is also satisﬁed:

(i) p ≤ q + r;

(ii) q ≥ 1;

(iii) q < 1 and p ≤

3q

2

+q−qr+r

1−q

.

Then every solution of Eq(9.11) with initial conditions in the invariant interval

qr

p−q

2

, K

1

**converges to the equilibrium y.
**

Proof. The proof is a consequence of Lemma 9.4.1 and Theorem 1.4.5.

2

Theorem 9.4.6 Assume that q

2

> p + qr and that Condition (9.20) is not satis-

ﬁed. Then every solution of Eq(9.11) with initial conditions in the invariant interval

qr

p−q

2

, K

2

**converges to the equilibrium y.
**

Proof. The proof is an immediate consequence of Lemma 9.4.1 and Theorem 1.4.6.

2

9.5 Open Problems and Conjectures

Conjecture 9.5.1 Assume

α, β, A, B, C ∈ (0, ∞).

Show that every positive solution of Eq(9.1) has a ﬁnite limit.

Conjecture 9.5.2 Assume

α, γ, A, B, C ∈ (0, ∞).

Show that every positive solution of Eq(9.2) is bounded.

Conjecture 9.5.3 Assume

β, γ, A, B, C ∈ (0, ∞).

Show that every positive solution of Eq(9.3) is bounded.

164 Chapter 9. (2, 3)-Type Equations

Conjecture 9.5.4 Assume

α, γ, A, B, C ∈ (0, ∞)

and suppose that Eq(9.2) has no prime period-two solutions. Show that the positive

equilibrium of Eq(9.2) is globally asymptotically stable.

Conjecture 9.5.5 Assume that x

−1

, x

0

∈ [0, ∞) with x

−1

+ x

0

> 0 and that

β, γ, A, B, C ∈ (0, ∞).

Suppose that Eq(9.3) has no prime period-two solutions. Show that the positive equilib-

rium of Eq(9.3) is globally asymptotically stable.

Open Problem 9.5.1 Determine the set G of all initial points (x

−1

, x

0

) ∈ R × R

through which the equation

x

n+1

=

x

n

+ x

n−1

1 + x

n

+ x

n−1

is well deﬁned for all n ≥ 0, and for these initial points investigate the long-term behavior

of the solutions {x

n

}

∞

n=−1

. Extend and generalize.

Open Problem 9.5.2 Determine the set G of all initial points (x

−1

, x

0

) ∈ R × R

through which the equation

x

n+1

=

1 + x

n

1 + x

n

+ x

n−1

is well deﬁned for all n ≥ 0, and for these initial points investigate the long-term behavior

of the solutions {x

n

}

∞

n=−1

. Extend and generalize.

Open Problem 9.5.3 Determine the set G of all initial points (x

−1

, x

0

) ∈ R × R

through which the equation

x

n+1

=

1 + x

n−1

1 + x

n

+ x

n−1

is well deﬁned for all n ≥ 0, and for these initial points investigate the long-term behavior

of the solutions {x

n

}

∞

n=−1

. Extend and generalize.

9.5. Open Problems and Conjectures 165

Open Problem 9.5.4 Assume that {p

n

}

∞

n=0

, {q

n

}

∞

n=0

, and {r

n

}

∞

n=0

are convergent se-

quences of nonnegative real numbers with ﬁnite limits,

p = lim

n→∞

p

n

, q = lim

n→∞

q

n

, and r = lim

n→∞

r

n

.

Investigate the asymptotic behavior and the periodic nature of all positive solutions of

each of the following three diﬀerence equations:

y

n+1

=

p

n

+ q

n

y

n

1 + y

n

+ r

n

y

n−1

, n = 0, 1, . . . (9.21)

y

n+1

=

p

n

+ q

n

y

n−1

1 + y

n

+ r

n

y

n−1

, n = 0, 1, . . . (9.22)

y

n+1

=

p

n

y

n

+ y

n−1

r

n

+ q

n

y

n

+ y

n−1

, n = 0, 1, . . . . (9.23)

Open Problem 9.5.5 Assume that {p

n

}

∞

n=0

, {q

n

}

∞

n=0

, and {r

n

}

∞

n=0

are period-two se-

quences of nonnegative real numbers. Investigate the global character of all positive

solutions of Eqs(9.21)-(9.23). Extend and generalize.

Open Problem 9.5.6 Assume that (9.12) holds. Investigate the basin of attraction of

the two cycle

. . . , φ, ψ, φ, ψ, . . .

of Eq(9.11).

Open Problem 9.5.7 Assume that (9.20) holds. Investigate the basin of attraction of

the two cycle

. . . , φ, ψ, φ, ψ, . . .

of Eq(9.17).

Conjecture 9.5.6 Assume that (9.20) holds. Show that the period-two solution

. . . , φ, ψ, φ, ψ, . . .

of Eq(9.17) is locally asymptotically stable.

166 Chapter 9. (2, 3)-Type Equations

Open Problem 9.5.8 Assume that

p, q, r ∈ [0, ∞) and k ∈ {2, 3, . . .}.

Investigate the global behavior of all positive solutions of each of the following diﬀerence

equations:

y

n+1

=

p + qy

n

1 + y

n

+ ry

n−k

, n = 0, 1, . . . (9.24)

y

n+1

=

p + qy

n−k

1 + y

n

+ ry

n−k

, n = 0, 1, . . . (9.25)

y

n+1

=

py

n

+ y

n−k

r + qy

n

+ y

n−k

, n = 0, 1, . . . . (9.26)

Chapter 10

(3, 2)-Type Equations

10.1 Introduction

Eq(1) contains the following three equations of the (3, 2)-type:

x

n+1

=

α + βx

n

+ γx

n−1

A + Bx

n

, n = 0, 1, . . . (10.1)

x

n+1

=

α + βx

n

+ γx

n−1

A + Cx

n−1

, n = 0, 1, . . . (10.2)

and

x

n+1

=

α + βx

n

+ γx

n−1

Bx

n

+ Cx

n−1

, n = 0, 1, . . . . (10.3)

Please recall our classiﬁcation convention in which all parameters that appear in these

equations are positive, the initial conditions are nonnegative, and the denominators are

always positive.

10.2 The Case C = 0 : x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

This is the (3, 2)-type Eq(10.1) which by the change of variables

x

n

=

A

B

y

n

reduces to the diﬀerence equation

y

n+1

=

p + qy

n

+ ry

n−1

1 + y

n

, n = 0, 1, . . . (10.4)

where

p =

αB

A

2

, q =

β

A

, and r =

γ

A

.

167

168 Chapter 10. (3, 2)-Type Equations

(Eq(10.4) was investigated in [29].)

The linearized equation of Eq(10.4) about its unique equilibrium

y =

q + r −1 +

(q + r −1)

2

+ 4p

2

is

z

n+1

−

q −p −ry

(1 + y)

2

z

n

−

r

1 + y

z

n−1

= 0, n = 0, 1, . . . .

By applying the linearized stability Theorem 1.1.1 we see that y is locally asymptot-

ically stable when

r < 1 + q

and is an unstable (saddle point) equilibrium when

r > 1 + q.

When

r = q + 1

Eq(10.4) possesses prime period-two solutions. See Sections 2.5 and 2.7. The main

result in this section is that the solutions of Eq(10.4) exhibit the following trichotomy

character.

Theorem 10.2.1 (a) Assume that

r = q + 1. (10.5)

Then every solution of Eq(10.4) converges to a period-two solution.

(b) Assume that

r < q + 1. (10.6)

Then the equilibrium of Eq(10.4) is globally asymptotically stable.

(c) Assume that

r > q + 1. (10.7)

Then Eq(10.4) possesses unbounded solutions.

The proof of part (a) of Theorem 10.2.1 was given, for a more general equation, in

Section 2.7. The proofs of parts (b) and (c) of Theorem 10.2.1 are given in Sections

10.2.1 and 10.2.2 below.

10.2. The Case C = 0 : x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

169

10.2.1 Proof of Part (b) of Theorem 10.2.1

Here we assume that Eq(10.6) holds and we prove that the equilibrium of Eq(10.4) is

globally asymptotically stable. We know already that when Eq(10.6) holds the equilib-

rium is locally asymptotically stable so it remains to be shown that every solution of

Eq(10.4) is attracted to the equilibrium.

Observe that

y

n+1

= q +

(p −q) + ry

n−1

1 + y

n

, n = 0, 1, . . .

and so when

p ≥ q (10.8)

we have

y

n

≥ q for n ≥ 1.

Therefore the change of variables

y

n

= q + z

n

transforms Eq(10.4) to the diﬀerence equation

z

n+1

=

(p + rq −q) + rz

n−1

(1 + q) + z

n

, n = 1, . . . (10.9)

which is of the form of the (2, 2)-type Eq(6.23) which was investigated in Section 6.5

and therefore the proof is complete when (10.8) holds.

So in the remaining part of the proof we assume that

p < q.

Now observe that the solutions of Eq(10.4) satisfy the following identity

y

n+1

−q =

r

1 + y

n

y

n−1

−

q −p

r

for n ≥ 0. (10.10)

Note that when

q =

q −p

r

that is when

p + qr −q = 0 (10.11)

the Identity (10.10) reduces to

y

n+1

−q =

r

1 + y

n

(y

n

−q) for n ≥ 0. (10.12)

Also in this case

0 < r = 1 −

p

q

< 1

170 Chapter 10. (3, 2)-Type Equations

and the equilibrium of Eq(10.4) is equal to q.

It follows from (10.12) that

|y

n+1

−q| < r|y

n+1

−q|

and so

lim

n→∞

y

n

= q

which completes the proof when (10.11) holds.

Still to be considered are cases where

p + qr −q > 0 (10.13)

and

p + qr −q < 0. (10.14)

First assume that (10.13) holds. To complete the proof in this case it is suﬃcient to

show that eventually

y

n

≥ q (10.15)

and then use the known result for Eq(10.9). To this end, note that now

q −p

r

< q

and employ (10.10). If (10.15) is not eventually true then either

y

2n

<

q −p

r

for n ≥ 0 (10.16)

or

y

2n−1

<

q −p

r

for n ≥ 0. (10.17)

This is because when

y

N−1

>

q −p

r

for some N ≥ 0,

then it follows from (10.10) that

y

N+1+2K

> q for all K ≥ 0.

We will assume that (10.16) holds. The case where (10.17) holds is similar and will be

omitted. Then we can see from (10.10) that

y

2n+2

−q =

r

1 + y

n+1

y

2n

−

q −p

r

> r

y

2n

−

q −p

r

and so

y

2n+2

> ry

2n

+ p for n ≥ 0. (10.18)

10.2. The Case C = 0 : x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

171

This is impossible when r ≥ 1, because by (10.16) the solution is bounded. On the other

hand, when r < 1, it follows from (10.16) and (10.18) that

q −p

r

> y

2n+2

> r

n+1

y

0

+ r

n

p + . . . + rp + p

and so

q −p

r

≥

p

1 −r

which contradicts (10.13) and completes the proof when (10.13) holds.

Next assume that (10.14) holds. Now we claim that every solution of Eq(10.4) lies

eventually in the interval

0,

q−p

r

**. Once we establish this result, the proof that the
**

equilibrium is a global attractor of all solutions would be a consequence of Theorem

1.4.8 and the fact that in this case the function

f(x, y) =

p + qx + ry

1 + x

is increasing in both arguments. To this end assume for the sake of contradiction that

the solution is not eventually in the interval

0,

q−p

r

**. Then one can see from (10.10) and
**

the fact that now

q <

q −p

r

,

that either

y

2n

>

q −p

r

for n ≥ 0 (10.19)

or

y

2n−1

>

q −p

r

for n ≥ 0. (10.20)

We will assume that (10.19) holds. The case where (10.20) holds is similar and will be

omitted. Then from (10.10) we see that

y

2n+2

−q =

r

1 + y

2n+1

y

2n

−

q −p

r

< r

y

2n

−

q −p

r

and so

y

2n+2

< ry

2n

+ p for n ≥ 0.

Note that in this case r < 1 and so

q −p

r

< y

2n+2

< r

n+1

y

0

+ r

n

p + . . . + rp + p

which implies that

q −p

r

≤

p

1 −r

.

This contradicts (10.14) and completes the proof of part (b) of Theorem 10.2.1.

172 Chapter 10. (3, 2)-Type Equations

10.2.2 Proof of Part (c) of Theorem 10.2.1

Here we assume that (10.7) holds and show that Eq(10.4) possesses unbounded solutions.

To this end observe that

y

n+1

= q +

p + r(y

n−1

−

q

r

)

1 + y

n

for n ≥ 0

and so when (10.7) holds the interval [q, ∞) is invariant. That is when

y

−1

, y

0

∈ [q, ∞),

then

y

n

≥ q for n ≥ 0.

Now the change of variables

y

n

= q + z

n

transforms Eq(10.4) to Eq(10.9) and the conclusion of part (c) follows from Section 6.5

for appropriate initial conditions y

−1

and y

0

. More speciﬁcally the solutions of Eq(10.4)

with initial conditions such that

q ≤ y

−1

< r −1 and y

0

> r

−1

+

p + q(r −1)

r −1 −q

have the property that the subsequences of even terms converge to ∞ while the subse-

quences of odd terms converge to q.

It should be mentioned that when (10.7) holds, the equilibrium of Eq(10.4) is a

saddle point and so by the stable manifold theorem, in addition to unbounded solu-

tions, Eq(10.4) possesses bounded solutions which in fact converge to the equilibrium of

Eq(10.4).

10.3 The Case B = 0 : x

n+1

=

α+βx

n

+γx

n−1

A+Cx

n−1

This is the (3, 2)-type Eq(10.2) which by the change of variables

x

n

=

A

C

y

n

reduces to the diﬀerence equation

y

n+1

=

p + qy

n

+ ry

n−1

1 + y

n−1

, n = 0, 1, . . . (10.21)

where

p =

αC

A

2

, q =

β

A

, and r =

γ

A

.

10.3. The Case B = 0 : x

n+1

=

α+βx

n

+γx

n−1

A+Cx

n−1

173

This equation has not been investigated yet. Here we make some simple observations

about linearized stability, invariant intervals, and convergence of solutions in certain

regions of initial conditions.

The linearized equation of Eq(10.21) about its positive equilibrium

y =

q + r −1 +

(q + r −1)

2

+ 4p

2

is

z

n+1

−

q

1 + y

z

n

+

p −r + qy

(1 + y)

2

z

n

= 0, n = 0, 1, . . . .

By applying Theorem 1.1.1 we see that y is locally asymptotically stable for all values

of the parameters p, q, and r.

10.3.1 Invariant Intervals

The following result, which can be established by direct calculation, gives a list of in-

variant intervals for Eq(10.21).

Recall that I is an invariant interval, if whenever,

y

N

, y

N+1

∈ I for some integer N ≥ 0,

then

y

n

∈ I for n ≥ N.

Lemma 10.3.1 Eq(10.21) possesses the following invariant intervals:

(a)

¸

0,

p

1 −q

¸

when q < 1 and p ≥ r;

(b)

¸

0,

r −p

q

¸

when q < 1 and p ≥ r(1 −q).

10.3.2 Global Stability When p ≥ r

Here we discuss the behavior of the solutions of Eq(10.21) when p ≥ r.

Observe that

y

n+1

= r +

(p −r) + qy

n

1 + y

n−1

, n = 0, 1, . . .

and so when

p ≥ r

174 Chapter 10. (3, 2)-Type Equations

y

n

≥ r for n ≥ 1.

Therefore the change of variables

y

n

= r + z

n

transforms Eq(10.21) to the diﬀerence equation

z

n+1

=

p + qr −r + qz

n

(1 + r) + z

n−1

, n = 1, 2, . . .

which is of the form of the (2, 2)-type Eq(6.2) which was investigated in Section 6.3.

The following result is now a consequence of the above observations and the results

in Section 6.3.

Theorem 10.3.1 Assume

p ≥ r.

Then the following statements are true.

(a) Every positive solution of Eq(10.21) is bounded.

(b) The positive equilibrium of Eq(10.21) is globally asymptotically stable if one of

the following conditions holds:

(i) q < 1;

(ii)

q ≥ 1

and

either p + qr −r ≤ q or q < p + qr −r ≤ 2(q + 1).

10.3.3 Convergence of Solutions

Here we discuss the behavior of the solutions of Eq(10.21) when p < r.

Theorem 10.3.2 (a) Assume that

q < 1 and r ≥

p

1 −q

.

Then every solution of Eq(10.21) with initial conditions in the invariant interval

¸

0,

r −p

q

¸

converges to the equilibrium y.

10.4. The Case A = 0 : x

n+1

=

α+βx

n

+γx

n−1

Bx

n

+Cx

n−1

175

(b) Suppose that either

0 ≤ q −1 < r and p < r

or

q < 1 and p < r <

p

1 −q

.

Set

K =

pq + r

2

−pr

q + r −p −q

2

.

Then every solution of Eq(10.21) with initial conditions in the invariant interval

¸

r −p

q

, K

¸

converges to the equilibrium y.

Proof.

(a) In view of Lemma 10.3.1 we see that when y

−1

, y

0

∈

0,

r−p

q

, then y

n

∈

0,

r−p

q

for all n ≥ 0. It is easy to check that y ∈

0,

r−p

q

and that in the interval

0,

r−p

q

**the function f(x, y) increases in both x and y. The result is now a consequence of
**

Theorem 1.4.8.

(b) In view of Lemma 10.3.1 we see that when y

−1

, y

0

∈

r−p

q

, K

, then y

n

∈

r−p

q

, K

for all n ≥ 0. It is easy to check that y ∈

r−p

q

, K

and that in the interval

r−p

q

, K

**the function f(x, y) increases in x and decreases in y. The result is now
**

a consequence of Theorem 1.4.5.

2

10.4 The Case A = 0 : x

n+1

=

α+βx

n

+γx

n−1

Bx

n

+Cx

n−1

This is the (3, 2)-type Eq(10.3) which by the change of variables

x

n

=

γ

C

y

n

reduces to the diﬀerence equation

y

n+1

=

r + py

n

+ y

n−1

qy

n

+ y

n−1

, n = 0, 1, . . . (10.22)

where

p =

β

γ

, q =

B

C

, and r =

αC

γ

2

.

176 Chapter 10. (3, 2)-Type Equations

This equation has not been investigated yet. Here we make some simple observations

about linearized stability, invariant intervals, and the convergence of solutions in certain

regions of initial conditions.

The linearized equation of Eq(10.22) about its positive equilibrium

y =

(1 + p) +

(1 + p)

2

+ 4r(1 + q)

2(1 + q)

is

z

n+1

−

(p −q)y −qr

(q + 1)(r + (p + 1)y)

z

n

+

(p −q)y + r

(q + 1)(r + (p + 1)y)

z

n−1

= 0, n = 0, 1, . . . .

By applying Theorem 1.1.1 we see that y is locally asymptotically stable when either

q ≤ pq + 1 + 3p (10.23)

or

q > pq + 1 + 3p and F

2r

q −pq −1 −3p

> 0

where

F(u) = (q + 1)u

2

−(p + 1)u −r.

The second condition reduces to

q > pq + 1 + 3p. (10.24)

It is interesting to note that the above condition for the local asymptotic stability of y

requires the assumption that r > 0. When r = 0, as in Section 6.9, the inequality in

(10.23) is strict and Condition (10.24) is void.

Concerning prime period-two solution, it follows from Section 2.5 that a period-two

solution exists if and only if

p < 1, q > 1 and 4r < (1 −p)(q −pq −3p −1). (10.25)

Furthermore in this case the prime period-two solution

. . . , φ, ψ, φ, ψ, . . .

is unique and the values φ and ψ are the positive roots of the quadratic equation

t

2

−(1 −p)t +

r + p(1 −p)

q −1

= 0.

10.4. The Case A = 0 : x

n+1

=

α+βx

n

+γx

n−1

Bx

n

+Cx

n−1

177

10.4.1 Invariant Intervals

Here we present some results about invariant intervals for Eq(10.21). We consider the

cases where p = q, p > q, and p < q.

Lemma 10.4.1 Eq(10.21) possesses the following invariant intervals:

(a)

[a, b] when p = q and

a and b are positive numbers such that

r + (p + 1)a ≤ (q + 1)ab ≤ r + (p + 1)b. (10.26)

(b)

¸

p

q

,

qr

p −q

¸

when p > q and

p

2

−pq

q

2

< r;

¸

qr

p −q

,

p

q

¸

when p > q and

p

2

−pq

q

2

> r.

(c)

¸

1,

r

q −p

¸

when p < q < p + r;

¸

r

q −p

, 1

¸

when q > p + r.

Proof.

(a) It is easy to see that when p = q the function

f(x, y) =

r + px + y

qx + y

is decreasing in both arguments. Hence

a ≤

r + (p + 1)b

(q + 1)b

= f(b, b) ≤ f(x, y) ≤ f(a, a) =

r + (p + 1)a

(q + 1)a

≤ b.

(b) Clearly the function f(x, y) is decreasing in both arguments when y <

qr

p−q

, and it

is increasing in x and decreasing in y for y ≥

qr

p−q

.

First assume that p > q and

p

2

−pq

q

2

< r.

178 Chapter 10. (3, 2)-Type Equations

Then for x, y ∈

p

q

,

qr

p−q

we obtain

p

q

= f

qr

p −q

,

qr

p −q

≤ f(x, y) ≤ f

p

q

,

p

q

=

qr + p(p + 1)

p(q + 1)

≤

qr

p −q

.

The inequalities

qr + p(p + 1)

p(q + 1)

≤

qr

p −q

and

p

q

<

qr

p −q

are equivalent to the inequality

p

2

−pq

q

2

< r.

Next assume that p > q and

p

2

−pq

q

2

> r.

For x, y ∈

qr

p−q

,

p

q

, we obtain

(qr + p)(p −q) + pq

2

r

q

3

r + p(p −q)

= f

qr

p −q

,

p

q

≤ f(x, y) ≤ f

p

q

,

qr

p −q

=

p

q

.

The inequalities

(qr + p)(p −q) + pq

2

r

q

3

r + p(p −q)

≥

qr

p −q

and

p

q

>

qr

p −q

follow from the inequality

p

2

−pq

q

2

> r.

(c) It is clear that the function f(x, y) is decreasing in both arguments for x <

r

q−p

,

and it is increasing in y and decreasing in x for x ≥

r

q−p

.

First, assume that p < q < p + r.

Using the decreasing character of f, we obtain

1 = f

r

q −p

,

r

q −p

≤ f(x, y) ≤ f(1, 1) =

r + p + 1

q + 1

≤

r

q −p

,

The inequalities

1 <

r

q −p

and

r + p + 1

q + 1

<

r

q −p

are equivalent to the inequality q < p + r.

Next assume that q > p + r.

Using the decreasing character of f in x and the increasing character of f in y, we

obtain

(p + r)(q −p) + r

q(q −p) + r

= f

1,

r

q −p

≤ f(x, y) ≤ f

r

p −q

, 1

= 1.

10.4. The Case A = 0 : x

n+1

=

α+βx

n

+γx

n−1

Bx

n

+Cx

n−1

179

The inequalities

(p + r)(q −p) + r

q(q −p) + r

≥

r

q −p

and

r

q −p

< 1

follow from the inequality q > p + r.

2

10.4.2 Convergence of Solutions

Here we obtain some convergence results for Eq(10.22).

Theorem 10.4.1 (a) Assume that p = q. Then every solution of Eq(10.22) with

initial conditions in the invariant interval [a, b], where 0 < a < b satisfy (10.26)

converges to the equilibrium y.

(b) Assume that p > q and r >

p

2

−pq

q

2

. Then every solution of Eq(10.22) with initial

conditions in the invariant interval

p

q

,

qr

p−q

**converges to the equilibrium y.
**

(c) Assume that p < q < p+r. Then every solution of Eq(10.22) with initial conditions

in the invariant interval

1,

r

q−p

**converges to the equilibrium y.
**

Proof. The proof is an immediate consequence of Lemma 10.4.1 and Theorem 1.4.7.

2

Theorem 10.4.2 Assume that p > q, r <

p

2

−pq

q

2

, and that either

p ≤ 1

or

p > 1 and (q −1)[(p −1)

2

(q −1) −4q(1 −p −qr)] ≤ 0.

Then every solution of Eq(10.22) with initial conditions in the invariant interval

qr

p−q

,

p

q

**converges to the equilibrium y.
**

Proof. The proof is an immediate consequence of Lemma 10.4.1 and Theorem 1.4.5.

2

Theorem 10.4.3 Assume that p < q, p +r < q, and that Condition (10.25) is not sat-

isﬁed. Then every solution of Eq(10.22) with initial conditions in the invariant interval

r

q−p

, 1

**converges to the equilibrium y.
**

Proof. The proof is an immediate consequence of Lemma 10.4.1 and Theorem 1.4.6.

2

180 Chapter 10. (3, 2)-Type Equations

10.5 Open Problems and Conjectures

Open Problem 10.5.1 We know that every solution {y

n

}

∞

n=−1

of Eq(10.4) converges

to a not necessarily prime period-two solution

. . . , φ, ψ, φ, ψ, . . . (10.27)

if and only if

r = 1 + q.

(a) Determine the set of initial conditions y

−1

and y

0

for which φ = ψ.

(b) Assume (10.27) is a prime period-two solution of Eq(10.4). Determine the set of

initial conditions y

−1

and y

0

for which {y

n

}

∞

n=−1

converges to (10.27).

Open Problem 10.5.2 Assume

r > q + 1.

(a) Find the set B of all initial conditions (y

−1

, y

0

) ∈ (0, ∞) × (0, ∞) such that the

solutions {y

n

}

∞

n=−1

of Eq(10.4) are bounded.

(b) Let (y

−1

, y

0

) ∈ B. Investigate the asymptotic behavior of {y

n

}

∞

n=−1

.

Conjecture 10.5.1 Every positive solution of Eq(10.21) converges to the positive equi-

librium of the equation.

Open Problem 10.5.3 For each of the equations listed below, determine the set G of

all initial conditions (x

−1

, x

0

) ∈ R×R through which the equation is well deﬁned for all

n ≥ 0, and for these initial points investigate the long-term behavior of the corresponding

solution:

x

n+1

=

1 + x

n

+ x

n−1

1 + x

n

(10.28)

x

n+1

=

1 + x

n

+ x

n−1

1 + x

n−1

(10.29)

x

n+1

=

1 + x

n

+ x

n−1

x

n

+ x

n−1

. (10.30)

Extend and generalize.

10.5. Open Problems and Conjectures 181

Conjecture 10.5.2 Assume that

p, q, r ∈ (0, ∞).

Then the following statements are true for Eq(10.22)

(a) Local stability of the positive equilibrium implies global stability.

(b) When Eq(10.22) has no prime period-two solutions the equilibrium y is globally

asymptotically stable.

(c) When Eq(10.22) possesses a period-two solution, the equilibrium y is a saddle

point.

(d) The period-two solution of Eq(10.22), when it exists, is locally asymptotically sta-

ble, but not globally.

Open Problem 10.5.4 Assume that {p

n

}

∞

n=0

, {q

n

}

∞

n=0

, and {r

n

}

∞

n=0

are convergent se-

quences of nonnegative real numbers with ﬁnite limits,

p = lim

n→∞

p

n

, q = lim

n→∞

q

n

, and r = lim

n→∞

r

n

.

Investigate the asymptotic behavior and the periodic nature of all positive solutions of

each of the following three diﬀerence equations:

y

n+1

=

p

n

+ q

n

y

n

+ r

n

y

n−1

1 + y

n

, n = 0, 1, . . . (10.31)

y

n+1

=

p

n

+ q

n

y

n

+ r

n

y

n−1

1 + y

n−1

, n = 0, 1, . . . (10.32)

y

n+1

=

r

n

+ p

n

y

n

+ y

n−1

q

n

y

n

+ y

n−1

, n = 0, 1, . . . . (10.33)

Open Problem 10.5.5 Assume that {p

n

}

∞

n=0

, {q

n

}

∞

n=0

, and {r

n

}

∞

n=0

are period-two se-

quences of nonnegative real numbers. Investigate the global character of all positive

solutions of Eqs(10.31)-(10.33). Extend and generalize.

182 Chapter 10. (3, 2)-Type Equations

Open Problem 10.5.6 Assume that

p, q, r ∈ [0, ∞) and k ∈ {2, 3, . . .}.

Investigate the global behavior of all positive solutions of each of the following diﬀerence

equations:

y

n+1

=

p + qy

n

+ ry

n−k

1 + y

n

, n = 0, 1, . . . (10.34)

y

n+1

=

p + qy

n

+ ry

n−k

1 + y

n−k

, n = 0, 1, . . . (10.35)

y

n+1

=

p + qy

n

+ ry

n−1

qy

n

+ y

n−k

, n = 0, 1, . . . . (10.36)

Chapter 11

The (3, 3)-Type Equation

x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

In this chapter we discuss the (3, 3)-type equation

x

n+1

=

α + βx

n

+ γx

n−1

A + Bx

n

+ Cx

n−1

, n = 0, 1, . . . . (11.1)

Please recall our classiﬁcation convention in which all coeﬃcients of this equation are

now assumed to be positive and the initial conditions nonnegative.

This equation has not been investigated yet. Here we make some simple observations

about linearized stability, invariant intervals, and the convergence of solutions in certain

regions of initial conditions.

11.1 Linearized Stability Analysis

Eq(11.1) has a unique equilibrium which is the positive solution of the quadratic equation

(B + C)x

2

−(β + γ −A)x −α = 0.

That is,

x =

β + γ −A +

(A −β −γ)

2

+ 4α(B + C)

2(B + C)

.

The linearized equation about x is (see Section 2.3)

z

n+1

−

(βA −Bα) + (βC −Bγ)x

A

2

+ α(B + C) + (B + C)(A + β + γ)x

z

n

−

(γA −Cα) −(βC −γB)x

A

2

+ α(B + C) + (B + C)(A + β + γ)x

z

n−1

= 0, n = 0, 1, . . . . (11.2)

183

184 Chapter 11. The (3, 3)-Type Equation x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

The equilibrium x is locally asymptotically stable if Conditions (2.13), (2.14), and (2.15)

are satisﬁed.

Eq(11.1) has a prime period-two solution

. . . , φ, ψ, φ, ψ, . . .

if, see Section 2.5, Conditions (2.31) and (2.32) are satisﬁed; that is,

γ > β+A, B > C, and α <

(γ −β −A)[B(γ −β −A) −C(γ + 3β −A)]

4C

2

. (11.3)

Furthermore, when (11.3), holds the values of φ and ψ are the positive roots of the

quadratic equation

t

2

+

γ −β −A

C

t +

αC + β(γ −β −A)

C(B −C)

= 0. (11.4)

The local asymptotic stability of the two cycle

. . . , φ, ψ, φ, ψ, . . .

is discussed in Section 2.6.

11.2 Invariant Intervals

Here we obtain several invariant intervals for Eq(11.1). These intervals are derived by

analyzing the intervals where the function

f(x, y) =

α + βx + γy

A + Bx + Cy

is increasing or decreasing in x and y.

If we set

L = βA −αB, M = βC −γB, and N = γA −αC

then clearly

f

x

=

L + My

(A + Bx + Cy)

2

and f

y

=

N −My

(A + Bx + Cy)

2

.

Recall that an interval I is an invariant interval for Eq(11.1) if whenever,

y

N

, y

N+1

∈ I for some integer N ≥ 0,

then

y

n

∈ I for n ≥ N.

Once we have an invariant interval for Eq(11.1) then we may be able to obtain a con-

vergence result for the solutions of Eq(11.1) by testing whether the hypotheses of one of

the four Theorems 1.4.5-1.4.8 are satisﬁed.

11.2. Invariant Intervals 185

Lemma 11.2.1 (i) Assume that

γ

C

=

β

B

>

α

A

.

Then

α

A

,

β

B

**is an invariant interval for Eq(11.1) and in this interval the function
**

f(x, y) is increasing in both variables.

(ii) Assume that

β

B

>

γ

C

>

α

A

and

γ

C

≤

N

M

.

Then

α

A

,

γ

C

**is an invariant interval for Eq(11.1) and in this interval the function
**

f(x, y) is increasing in both variables.

(iii) Assume that

γ

C

>

β

B

>

α

A

and

β + γ

B + C

≤

αB −βA

βC −γB

.

Then

α

A

,

β+γ

B+C

**is an invariant interval for Eq(11.1) and in this interval the func-
**

tion f(x, y) is increasing in both variables.

(iv) Assume that

γ

C

=

β

B

<

α

A

.

Then

β

B

,

α

A

**is an invariant interval for Eq(11.1) and in this interval the function
**

f(x, y) is decreasing in both variables.

(v) Assume that

γA −αC

βC −γB

≥

α

A

>

β

B

>

γ

C

.

Then

0,

γA−αC

βC−γB

**is an invariant interval for Eq(11.1) and in this interval the func-
**

tion f(x, y) is decreasing in both variables.

(vi) Assume that

β

B

<

γ

C

<

α

A

<

γA −αC

βC −γB

.

Then

0,

α

A

**is an invariant interval for Eq(11.1) and in this interval the function
**

f(x, y) is decreasing in both variables.

(vii) Assume that

α

A

=

β

B

>

γ

C

.

Then

0,

α

A

**is an invariant interval for Eq(11.1) and in this interval the function
**

f(x, y) is increasing in x and decreasing in y.

186 Chapter 11. The (3, 3)-Type Equation x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

(viii) Assume that

β

B

>

α

A

≥

γ

C

.

Then

0,

β

B

**is an invariant interval for Eq(11.1) and in this interval the function
**

f(x, y) is increasing in x and decreasing in y.

(ix) Assume that

α

A

=

β

B

<

γ

C

.

Then

0,

γ

C

**is an invariant interval for Eq(11.1) and in this interval the function
**

f(x, y) is increasing in y and decreasing in x.

(x) Assume that

β

B

<

α

A

≤

γ

C

.

Then

0,

γ

C

**is an invariant interval for Eq(11.1) and in this interval the function
**

f(x, y) is increasing in y and decreasing in x.

Proof.

(i) The condition

γ

C

=

β

B

>

α

A

is equivalent to M = 0 and L > 0, which in turn imply

that N > 0. Thus, in this case the function f is increasing in both variables for

all values of x and y and

α

A

= f(0, 0) ≤ f(x, y) ≤ f(

β

B

,

β

B

) ≤

β + γ

B + C

=

β

B

.

Here we used the fact that under the condition

γ

C

=

β

B

>

α

A

the function f(u, u) is increasing and consequently

f(u, u) ≤

β + γ

B + C

=

β

B

.

(ii) The condition

β

B

>

γ

C

>

α

A

is equivalent to M > 0, L > 0, and N > 0. Thus, in

this case the function f is increasing in x, for every x. In addition, this function

is increasing in y for x <

N

M

. Thus, assuming

γ

C

≤

N

M

we obtain

α

A

= f(0, 0) ≤ f(x, y) ≤ f(

N

M

,

N

M

) =

γ

C

,

for all x, y ∈

α

A

,

γ

C

.

11.2. Invariant Intervals 187

(iii) The condition

γ

C

>

β

B

>

α

A

is equivalent to M < 0 and L > 0, which in turn imply

that N > 0. Thus, in this case the function f is increasing in y, for every y. In

addition, this function is increasing in x for y < −

L

M

. Thus assuming

β+γ

B+C

≤ −

L

M

,

we obtain,

α

A

= f(0, 0) ≤ f(x, y) ≤ f

β + γ

B + C

,

β + γ

B + C

≤

β + γ

B + C

,

for all x, y ∈

α

A

,

β+γ

B+C

.

(iv) The condition

γ

C

=

β

B

<

α

A

is equivalent to M = 0 and L < 0, which in turn imply

that N < 0. Thus, in this case the function f is decreasing in both variables for

all values of x and y and

β

B

≤ f

α

A

,

α

A

≤ f(x, y) ≤ f(0, 0) =

α

A

.

Here we used the fact that under the condition

γ

C

=

β

B

<

α

A

the function f(u, u) is decreasing and consequently

f(u, u) ≥

β + γ

B + C

=

β

B

.

(v) The condition

α

A

>

β

B

>

γ

C

is equivalent to M > 0 and L < 0, which imply that

N < 0. Thus, in this case the function f is decreasing in y, for every y. In addition,

this function is decreasing in x for y < −

L

M

. Thus assuming

α

A

≤ −

L

M

, we obtain

0 ≤ f(x, y) ≤ f(0, 0) =

α

A

≤ −

L

M

,

for all x, y ∈

0, −

L

M

.

(vi) The condition

α

A

>

γ

C

>

β

B

is equivalent to M < 0, L < 0, and N < 0. Thus, in

this case the function f is decreasing in x, for every x. In addition, this function

is decreasing in y for x <

N

M

. Thus assuming

α

A

≤

N

M

, we obtain

0 ≤ f(x, y) ≤ f(0, 0) =

α

A

,

for all x, y ∈

0,

α

A

.

188 Chapter 11. The (3, 3)-Type Equation x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

(vii) The condition

α

A

=

β

B

>

γ

C

is equivalent to M > 0 and L = 0, which in turn imply

that N < 0. Thus, in this case the function f is increasing in x and decreasing in

y for all values of x and y. Using this we obtain,

0 ≤ f(x, y) ≤ f

α

A

, 0

=

α

A

,

for all x, y ∈

0,

α

A

.

(viii) The condition

β

B

>

α

A

>

γ

C

is equivalent to M > 0, L > 0, and N < 0. Thus, in

this case the function f is increasing in x and decreasing in y for all values of x

and y. Using this we obtain,

0 ≤ f(x, y) < f

β

B

, 0

=

β

B

,

for all x, y ∈

0,

β

B

.

(ix) The condition

α

A

=

β

B

<

γ

C

is equivalent to M < 0 and L = 0, which in turn imply

that N > 0. Thus, in this case the function f is decreasing in x and increasing in

y for all values of x and y. Using this we obtain,

0 ≤ f(x, y) ≤ f

0,

γ

C

=

γ

C

,

for all x, y ∈

0,

γ

C

.

(x) The condition

β

B

<

α

A

≤

γ

C

is equivalent to M < 0, L < 0, and N ≥ 0. Thus, in

this case the function f is increasing in x and decreasing in y for all values of x

and y. Using this we obtain,

0 ≤ f(x, y) < f

0,

γ

C

≤

γ

C

,

for all x, y ∈

0,

γ

C

**. Here we use the fact that the function f(0, v) is increasing in
**

v when N > 0 and so

f(0, v) ≤

γ

C

= lim

v→∞

f(0, v),

for all v.

2

The next table summarizes more complicated invariant intervals with the signs of

the partial derivatives f

x

and f

y

.

11.3. Convergence Results 189

Case Invariant intervals Signs of derivatives

1

[0,

N

M

] if

αM+(β+γ)N

AM+(B+C)N

<

N

M

[

N

M

, K

1

] if

αM+(β+γ)N

AM+(B+C)N

>

N

M

f

x

> 0

f

y

> 0 if x <

N

M

; f

y

< 0 if x >

N

M

2

[0,

β−A+

√

(β−A)

2

+4Bα

2B

]

f

x

> 0

f

y

< 0

3

[0,

β+γ−A+

√

(β+γ−A)

2

+4α(B+C)

2(B+C)

]

f

x

> 0

f

y

> 0

4

[0, −

L

M

] if

αM−(β+γ)L

AM−(B+C)L

< −

L

M

[−

L

M

, K

2

] if

βMK+αM−γL

BMK+AM−CL

> −

L

M

f

x

> 0 if y < −

L

M

; f

x

< 0 if y > −

L

M

f

y

> 0

5 [0,

β

B

]

f

x

> 0

f

y

< 0

6 [0,

γ

C

]

f

x

< 0

f

y

> 0

7

[

αM−L(β+γ)

AM−L(B+C)

, −

L

M

] if

αM−L(β+γ)

AM−L(B+C)

< −

L

M

[−

L

M

, K

3

] if

αM−βL+γMK

AM−BL+CMK

> −

L

M

f

x

> 0 if y > −

L

M

; f

x

< 0 if y < −

L

M

f

y

< 0

8 [0,

α

A

]

f

x

< 0

f

y

< 0

9

[

αM+(β+γ)N

AM+(B+C)N

,

N

M

] if

αM+(β+γ)N

AM+(B+C)N

<

N

M

[

N

M

, K

4

] if

αM+βK+γNM

AM+BK+CNM

>

N

M

f

x

< 0

f

y

> 0 if x >

N

M

; f

y

< 0 if x <

N

M

where

K

1

=

(β −A)M −CN +

((β −A)M −NC)

2

+ 4BM(αM + γN)

2BM

,

K

2

=

(A −γ)M −BL +

((A −γ)M −BL)

2

+ 4CM(αM −βL)

−2CM

,

K

3

=

(β −A)M + LC +

((β −A)M + LC)

2

+ 4BM(αM −γL)

2BM

,

K

4

=

(γ −A)M −BN +

((γ −A)M −BN)

2

+ 4BM(αM + βN)

2CM

.

11.3 Convergence Results

The following result is a consequence of Lemma 11.2.1 and Theorems 1.4.5-1.4.8.

Theorem 11.3.1 Let {x

n

} be a solution of Eq(11.1). Then in each of the following

cases

lim

n→∞

x

n

= x.

190 Chapter 11. The (3, 3)-Type Equation x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

(i)

γ

C

=

β

B

>

α

A

and x

−1

, x

0

∈

¸

α

A

,

β

B

¸

;

(ii)

β

B

>

γ

C

>

α

A

,

γ

C

≤

γA −αC

βC −γB

, and x

−1

, x

0

∈

¸

α

A

,

γ

C

;

(iii)

γ

C

>

β

B

>

α

A

,

β + γ

B + C

≤

αB −βA

βC −γB

, and x

−1

, x

0

∈

¸

α

A

,

β + γ

B + C

¸

;

(iv)

γ

C

=

β

B

<

α

A

and x

−1

, x

0

∈

¸

β

B

,

α

A

¸

;

(v)

γA −αC

βC −γB

≥

α

A

>

β

B

>

γ

C

and x

−1

, x

0

∈

¸

0,

γA −αC

βC −γB

¸

;

(vi)

β

B

<

γ

C

<

α

A

<

γA −αC

βC −γB

and x

−1

, x

0

∈

¸

0,

α

A

;

(vii) At least one of the following three conditions is not satisﬁed and x

−1

, x

0

∈

0,

α

A

:

β > γ + A,

B < C,

and

(C −B)[(C −B)(β −γ −A)

2

−4B(αB + γ(β −γ −A))] > 0,

or

α

A

=

β

B

>

γ

C

;

(viii) At least one of the following three conditions is not satisﬁed and x

−1

, x

0

∈

0,

β

B

:

β > γ + A,

B < C,

and

(C −B)[(C −B)(β −γ −A)

2

−4B(αB + γ(β −γ −A))] > 0,

or

β

B

>

α

A

≥

γ

C

;

11.3. Convergence Results 191

(ix) Condition (11.3) is not satisﬁed,

α

A

=

β

B

<

γ

C

and x

−1

, x

0

∈

¸

0,

γ

C

;

(x) Condition (11.3) is not satisﬁed,

β

B

<

α

A

≤

γ

C

and x

−1

, x

0

∈

¸

0,

γ

C

.

Proof. The proofs of statements (i-iii) follow by applying Lemma 11.2.1 (i-iii) and

Theorem 1.4.8.

The proofs of statements (iv-vi) follow by applying Lemma 11.2.1 (iv-vi) and Theo-

rem 1.4.7.

The proofs of statements (vii) and (viii) follow by applying Lemma 11.2.1 (vii) and

(viii) respectively, Theorem 1.4.5, and by observing that the only solution of the system

of equations

m = f(m, M), M = f(M, m);

that is,

m =

α + βm + γM

A + Bm + CM

, M =

α + βM + γm

A + BM + Cm

is m = M.

The proofs of statements (ix) and (x) follow by applying Lemma 11.2.1 (ix) and (x)

respectively, Theorem 1.4.6, and by observing that Eq(11.1) does not possess a prime

period-two solution.

2

11.3.1 Global Stability

Theorem 1.4.2 and linearized stability imply the following global stability result:

Theorem 11.3.2 Assume that

γ

C

< min

β

B

,

α

A

¸

.

Then the equilibrium x of Eq(11.1) is globally asymptotically stable.

By applying Theorem 1.4.3 to Eq(11.1) we obtain the following global asymptotic

result.

192 Chapter 11. The (3, 3)-Type Equation x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

Theorem 11.3.3 Assume that

B ≤ C, γB > βC, αB > βA, and γA > αC.

Then the equilibrium x of Eq(11.1) is globally asymptotically stable.

The following global stability result is a consequence of linearized stability and the

Trichotomy Theorem 1.4.4.

Theorem 11.3.4 (a) Assume that

αC ≥ γA, βA ≥ αB, and 3γB ≥ βC ≥ γB.

Then the equilibrium x of Eq(11.1) is globally asymptotically stable.

(b) Assume that

αB ≥ βA, γA ≥ αC, and 3βC ≥ γB ≥ βC.

Then the equilibrium x of Eq(11.1) is globally asymptotically stable.

11.4 Open Problems and Conjectures

Conjecture 11.4.1 Assume

α, β, γ, A, B, C ∈ (0, ∞).

Show that every positive solution of Eq(11.1) is bounded.

Conjecture 11.4.2 Assume

α, β, γ, A, B, C ∈ (0, ∞)

and that Eq(11.1) has no positive prime period-two solution. Show that every positive

solution of Eq(11.1) converges to the positive equilibrium.

Conjecture 11.4.3 Assume

α, β, γ, A, B, C ∈ (0, ∞)

and that Eq(11.1) has a positive prime period-two solution. Show that the positive equi-

librium of Eq(11.1) is a saddle point and the period-two solution is locally asymptotically

stable.

11.4. Open Problems and Conjectures 193

Conjecture 11.4.4 Assume

α, β, γ, A, B, C ∈ (0, ∞).

Show that Eq(11.1) cannot have a prime period-k solution for any k ≥ 3.

Open Problem 11.4.1 Assume {α

n

}

∞

n=0

, {β

n

}

∞

n=0

, {γ

n

}

∞

n=0

, {A

n

}

∞

n=0

, {B

n

}

∞

n=0

, {C

n

}

∞

n=0

are convergent sequences of nonnegative real numbers with ﬁnite limits. Investigate the

asymptotic behavior and the periodic nature of all positive solutions of the diﬀerence

equation

x

n+1

=

α

n

+ β

n

x

n

+ γ

n

x

n−1

A

n

+ B

n

x

n

+ C

n

x

n−1

, n = 0, 1, . . . . (11.5)

Open Problem 11.4.2 Assume that the parameters in Eq(11.5) are period-two se-

quences of positive real numbers. Investigate the asymptotic behavior and the periodic

nature of all positive solutions of Eq(11.5).

Open Problem 11.4.3 Assume that

a, A, a

i

, A

i

∈ [0, ∞) for i = 0, 1, . . . , k. (11.6)

Obtain necessary and suﬃcient conditions so that every positive solution of the equation

x

n+1

=

a + a

0

x

n

+ . . . + a

k

x

n−k

A + A

0

x

n

+ . . . + A

k

x

n−k

, n = 0, 1, . . . . (11.7)

has a ﬁnite limit.

Open Problem 11.4.4 Assume that (11.6) holds. Obtain necessary and suﬃcient con-

ditions so that every positive solution of Eq(11.7) converges to a period-two solution.

Open Problem 11.4.5 Assume that (11.6) holds. Obtain necessary and suﬃcient con-

ditions so that every positive solution of Eq(11.7) is periodic with period-k, k ≥ 2. In

particular, investigate the cases where 2 ≤ k ≤ 8.

194 Chapter 11. The (3, 3)-Type Equation x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

Open Problem 11.4.6 Let

α, β, γ, δ ∈ [0, ∞) with γ + δ > 0.

Investigate the boundedness character, the periodic nature, and the asymptotic behavior

of all positive solutions of the diﬀerence equation

x

n+1

=

αx

n

+ βx

n−1

x

n−2

γx

n

x

n−1

+ δx

n−2

, n = 0, 1, . . . .

(See [8] and [61].)

Conjecture 11.4.5 Let k ≥ 2 be a positive integer. Show that every positive solution

of the diﬀerence equation

x

n+1

=

x

n

+ . . . + x

n−k

+ x

n−k−1

x

n−k−2

x

n

x

n−1

+ x

n−2

+ . . . + x

n−k−2

, n = 0, 1, . . .

converges to 1. Extend and generalize.

(See [8], [47], and [60].)

Conjecture 11.4.6 Let

a

ij

∈ (0, ∞) for i, j ∈ {1, 2, 3}.

Show that every positive solution of the system

x

n+1

=

a

11

x

n

+

a

12

y

n

+

a

13

z

n

y

n+1

=

a

21

x

n

+

a

22

y

n

+

a

23

z

n

z

n+1

=

a

31

x

n

+

a

32

y

n

+

a

33

z

n

, n = 0, 1, . . . (11.8)

converges to a period-two solution. Extend to equations with real parameters.

(See [32] for the two dimensional case.)

Conjecture 11.4.7 Assume that

p, q ∈ [0, ∞).

11.4. Open Problems and Conjectures 195

(a) Show that every positive solution of the equation

x

n+1

=

px

n−1

+ x

n−2

q + x

n−2

, n = 0, 1, . . .

converges to a period-two solution if and only if

p = 1 + q.

(b) Show that when

p < 1 + q

every positive solution has a ﬁnite limit.

(c) Show that when

p > 1 + q

the equation possesses positive unbounded solutions.

(See [62].)

Conjecture 11.4.8 Assume that

p ∈ (0, ∞).

(a) Show that every positive solution of the equation

x

n+1

=

x

n−1

x

n−1

+ px

n−2

, n = 0, 1, . . .

converges to a period-two solution if

p ≥ 1.

(b) Show that when

p < 1

the positive equilibrium x =

1

1+p

is globally asymptotically stable.

Conjecture 11.4.9 Assume that

p, q ∈ [0, ∞).

196 Chapter 11. The (3, 3)-Type Equation x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

(a) Show that every positive solution of the equation

x

n+1

=

x

n−1

+ p

x

n−2

+ q

, n = 0, 1, . . .

converges to a period-two solution if and only if

q = 1.

(b) Show that when

q > 1

the positive equilibrium of the equation is globally asymptotically stable.

(c) Show that when

q < 1

the equation possesses positive unbounded solutions.

(See [62].)

Conjecture 11.4.10 Show that every positive solution of the equation

x

n+1

=

x

n

+ x

n−2

x

n−1

, n = 0, 1, . . .

converges to a period-four solution.

(See [62].)

Conjecture 11.4.11 Show that the diﬀerence equation

x

n+1

=

p + x

n−2

x

n

, n = 0, 1, . . .

has the following trichotomy character:

(i) When p > 1 every positive solution converges to the positive equilibrium.

(ii) When p = 1 every positive solution converges to a period-ﬁve solution.

(iii) When p < 1 there exist positive unbounded solutions.

(See [62].)

11.4. Open Problems and Conjectures 197

Conjecture 11.4.12 Show that every positive solution of the equation

x

n+1

=

1 + x

n

x

n−1

+ x

n−2

, n = 0, 1, . . .

converges to a period-six solution of the form

. . . , φ, ψ,

ψ

φ

,

1

φ

,

1

ψ

,

φ

ψ

, . . .

where

φ, ψ ∈ (0, ∞).

(See [62].)

Open Problem 11.4.7 Consider the diﬀerence equation

x

n+1

=

α + βx

n

+ γx

n−1

+ δx

n−2

A + Bx

n

+ Dx

n−2

, n = 0, 1, . . . (11.9)

with nonnegative parameters and nonnegative initial conditions such that B+D > 0 and

A + Bx

n

+ Dx

n−2

> 0 for n ≥ 0.

Then one can show that Eq(11.9) has prime period-two solutions if and only if

γ = β + δ + A. (11.10)

(a) In addition to (11.10), what other conditions are needed so that every positive

solution of Eq(11.9) converges to a period-two solution?

(b) Assume

γ < β + δ + A.

What other conditions are needed so that every positive solution of Eq(11.9) con-

verges to the positive equilibrium?

(c) Assume

γ > β + δ + A.

What other conditions are needed so that Eq(11.9) possesses unbounded solutions?

(See [6].)

198 Chapter 11. The (3, 3)-Type Equation x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

Conjecture 11.4.13 Show that every positive solution of each of the two equations

x

n+1

=

1 + x

n−1

+ x

n−2

x

n

, n = 0, 1, . . .

and

x

n+1

=

1 + x

n−1

+ x

n−2

x

n−2

, n = 0, 1, . . .

converges to a period-two solution.

(See [6].)

Conjecture 11.4.14 Show that every positive solution of the equation

x

n+1

=

1 + x

n−1

1 + x

n

+ x

n−2

, n = 0, 1, . . .

converges to a period-two solution.

(See [6].)

Conjecture 11.4.15 Show that every positive solution of the equation

x

n+1

=

x

n−2

x

n−1

+ x

n−2

+ x

n−3

, n = 0, 1, . . .

converges to a period-three solution.

Conjecture 11.4.16 Consider the diﬀerence equation

x

n+1

=

p + qx

n

+ rx

n−2

x

n−1

, n = 0, 1, . . .

where

p ∈ [0, ∞) and q, r ∈ (0, ∞).

(a) Show that when

q = r

every positive solution converges to a period-four solution.

(b) Show that when

q > r

every positive solution converges to the positive equilibrium.

11.4. Open Problems and Conjectures 199

(c) Show that when

q < r

the equation possesses positive unbounded solutions.

(See [62].)

Open Problem 11.4.8 Determine whether every positive solution of each of the fol-

lowing equations converges to a periodic solution of the corresponding equation:

(a)

x

n+1

=

x

n−2

+ x

n−3

x

n

, n = 0, 1, . . .

(b)

x

n+1

=

1 + x

n−3

1 + x

n

+ x

n−3

, n = 0, 1, . . .

(c)

x

n+1

=

1 + x

n

+ x

n−3

x

n−2

, n = 0, 1, . . .

(d)

x

n+1

=

x

n−1

x

n

+ x

n−2

+ x

n−3

, n = 0, 1, . . . .

Open Problem 11.4.9 Assume that k is a positive integer and that

A, B

0

, B

1

, . . . B

k

∈ [0, ∞) with

k

¸

i=0

B

i

> 0.

Obtain necessary and suﬃcient conditions on the parameters A and B

0

, B

1

, . . . B

k

so

that every positive solution of the diﬀerence equation

x

n+1

=

x

n−k

A + B

0

x

n

+ . . . + B

k

x

n−k

, n = 0, 1, . . .

converges to a period-(k + 1) solution of this equation.

(See [6].)

200 Chapter 11. The (3, 3)-Type Equation x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

Open Problem 11.4.10 Assume that k is a positive integer. Then we can easily see

that every nonnegative solution of the equation

x

n+1

=

x

n−k

1 + x

n

+ . . . + x

n−k+1

, n = 0, 1, . . . (11.11)

converges to a period-(k + 1) solution of the form

. . . , 0, 0, ..., 0

. .. .

k−terms

, φ, . . . (11.12)

with φ ≥ 0.

(a) Does Eq(11.11) possess a positive solution which converges to zero?

(b) Determine, in terms of the nonnegative initial conditions x

−k

, . . . , x

0

, the value of

φ in (11.12) which corresponds to the nonnegative solution {x

n

}

∞

n=−k

of Eq(11.11).

(c) Determine the set of all nonnegative initial conditions x

−k

, . . . , x

0

for which the

corresponding solution {x

n

}

∞

n=−k

of Eq(11.11) converges to a period-(k+1) solution

of the form (11.12) with a given φ ≥ 0 ?

(See [6].)

Conjecture 11.4.17 Let k be a positive integer. Show that every positive solution of

x

n+1

=

1 + x

n

+ x

n−k

x

n−k+1

, n = 0, 1, . . .

converges to a periodic solution of period 2k.

Appendix A

Global Attractivity for Higher

Order Equations

In this appendix we present some global attractivity results for higher order diﬀerence

equations which are analogous to Theorems 1.4.5-1.4.8. We state the results for third

order equations from which higher order extensions will become clear.

Let I be some interval of real numbers and let

f : I ×I ×I →I

be a continuously diﬀerentiable function.

Then for every set of initial conditions x

0

, x

−1

, x

−2

∈ I, the diﬀerence equation

x

n+1

= f(x

n

, x

n−1

, x

n−2

), n = 0, 1, . . . (A.1)

has a unique solution {x

n

}

∞

n=−2

.

As we have seen in previous chapters, very often a good strategy for obtaining global

attractivity results for Eq(A.1) is to work in the regions where the function f(x, y, z) is

monotonic in its arguments. In this regard there are eight possible scenarios depending

on whether f(x, y, z) is non decreasing in all three arguments, or non increasing in two

arguments and non decreasing in the third, or non increasing in one and non decreasing

in the other two, or non decreasing in all three.

Theorem A.0.1 Let [a, b] be an interval of real numbers and assume that

f : [a, b]

3

→[a, b]

is a continuous function satisfying the following properties:

(a) f(x, y, z) is non-decreasing in each of its arguments;

(b) The equation

f(x, x, x) = x,

has a unique solution in the interval [a, b].

Then Eq(A.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.1)

converges to x.

201

202 Appendix

Proof. Set

m

0

= a and M

0

= b

and for i = 1, 2, . . . set

M

i

= f(M

i−1

, M

i−1

, M

i−1

) and m

i

= f(m

i−1

, m

i−1

, m

i−1

).

Now observe that for each i ≥ 0,

m

0

≤ m

1

≤ . . . ≤ m

i

≤ . . . ≤ M

i

≤ . . . ≤ M

1

≤ M

0

,

and

m

i

≤ x

k

≤ M

i

for k ≥ 3i + 1.

Set

m = lim

i→∞

m

i

and M = lim

i→∞

M

i

.

Then

M ≥ limsup

i→∞

x

i

≥ liminf

i→∞

x

i

≥ m (A.2)

and by the continuity of f,

m = f(m, m, m) and M = f(M, M, M).

In view of (b),

m = M = x,

from which the result follows. 2

Theorem A.0.2 Let [a, b] be an interval of real numbers and assume that

f : [a, b]

3

→[a, b]

is a continuous function satisfying the following properties:

(a) f(x, y, z) is non-decreasing in x and y ∈ [a, b] for each z ∈ [a, b], and is non-

increasing in z ∈ [a, b] for each x and y ∈ [a, b];

(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system

m = f(m, m, M) and M = f(M, M, m)

then

m = M.

Then Eq(A.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.1) converges

to x.

Appendix 203

Proof. Set

m

0

= a and M

0

= b

and for each i = 1, 2, . . . set

M

i

= f(M

i−1

, M

i−1

, m

i−1

)

and

m

i

= f(m

i−1

, m

i−1

, M

i−1

).

Now observe that for each i ≥ 0

a = m

0

≤ m

1

≤ . . . ≤ m

i

≤ . . . M

i

≤ . . . M

1

≤ M

0

= b.

and

m

i

≤ x

k

≤ M

i

for k ≥ 3i + 1.

Set

m = lim

i→∞

m

i

and M = lim

i→∞

M

i

.

Then (A.2) holds and by the continuity of f,

m = f(m, m, M) and M = f(M, M, m).

Therefore in view of (b)

m = M

from which the result follows. 2

Theorem A.0.3 Let [a, b] be an interval of real numbers and assume that

f : [a, b]

3

→[a, b]

is a continuous function satisfying the following properties:

(a) f(x, y, z) is non-decreasing in x and z in [a, b] for each z ∈ [a, b], and is non-

increasing in y ∈ [a, b] for each x and z in [a, b];

(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system

M = f(M, m, M) and m = f(m, M, m)

then

m = M.

Then Eq(A.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.1) converges

to x.

204 Appendix

Proof. Set

m

0

= a and M

0

= b

and for each i = 1, 2, . . . set

M

i

= f (M

i−1

, m

i−1

, M

i−1

)

and

m

i

= f (m

i−1

, M

i−1

, m

i−1

) .

Now observe that for each i ≥ 0

a = m

0

≤ m

1

≤ . . . ≤ m

i

≤ . . . M

i

≤ . . . M

1

≤ M

0

= b.

and

m

i

≤ x

k

≤ M

i

for k ≥ 3i + 1.

Set

m = lim

i→∞

m

i

and M = lim

i→∞

M

i

.

Then (A.2) holds and by the continuity of f,

m = f (m, m, M) and M = f (M, M, m) .

Therefore in view of (b)

m = M

from which the results follows. 2

Theorem A.0.4 Let [a, b] be an interval of real numbers and assume that

f : [a, b]

3

→[a, b]

is a continuous function satisfying the following properties:

(a) f(x, y, z) is non-increasing in x for each y and z ∈ [a, b] and is non-decreasing

in y and z for each x, y ∈ [a, b];

(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system

M = f(m, M, M) and m = f(M, m, m)

then

m = M.

Then Eq(A.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.1) converges

to x.

Appendix 205

Proof. Set

m

0

= a and M

0

= b

and for each i = 1, 2, . . . set

M

i

= f(m

i−1

, M

i−1

, M

i−1

)

and

m

i

= f(M

i−1

, m

i−1

, m

i−1

).

Now observe that for each i ≥ 0

m

0

≤ m

1

≤ . . . ≤ m

i

≤ . . . M

i

≤ . . . M

1

≤ M

0

= b

and

m

i

≤ x

k

≤ M

i

for k ≥ 3i + 1.

Set

m = lim

i→∞

m

i

and M = lim

i→∞

M

i

.

Then (A.2) holds and by the continuity of f,

M = f(m, M, M) and m = f(M, m, m).

Therefore in view of (b)

m = M

from which the results follows. 2

Theorem A.0.5 Let [a, b] be an interval of real numbers and assume that

f : [a, b]

3

→[a, b]

is a continuous function satisfying the following properties:

(a) f(x, y, z) is non-decreasing in x for each y and z ∈ [a, b] and is non-increasing

in y and z for each x ∈ [a, b];

(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system

M = f(M, m, m) and m = f(m, M, M)

then

m = M.

Then Eq(A.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.1) converges

to x.

206 Appendix

Proof. Set

m

0

= a and M

0

= b

and for each i = 1, 2, . . . set

M

i

= f(M

i−1

, m

i−1

, m

i−1

)

and

m

i

= f(m

i−1

, M

i−1

, M

i−1

).

Now observe that for each i ≥ 0

m

0

≤ m

1

≤ . . . ≤ m

i

≤ . . . M

i

≤ . . . M

1

≤ M

0

= b

and

m

i

≤ x

k

≤ M

i

for k ≥ 3i + 1.

Set

m = lim

i→∞

m

i

and M = lim

i→∞

M

i

.

Then (A.2) holds and by the continuity of f,

M = f(M, m, m) and m = f(m, M, M).

Therefore in view of (b)

m = M

from which the results follows. 2

Theorem A.0.6 Let [a, b] be an interval of real numbers and assume that

f : [a, b]

3

→[a, b]

is a continuous function satisfying the following properties:

(a) f(x, y, z) is non-decreasing in y for each x and z ∈ [a, b] and is non-increasing

in x and z for each y ∈ [a, b];

(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system

M = f(m, M, m) and m = f(M, m, M)

then

m = M.

Then Eq(A.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.1) converges

to x.

Appendix 207

Proof. Set

m

0

= a and M

0

= b

and for each i = 1, 2, . . . set

M

i

= f(m

i−1

, M

i−1

, m

i−1

)

and

m

i

= f(M

i−1

, m

i−1

, M

i−1

).

Now observe that for each i ≥ 0

m

0

≤ m

1

≤ . . . ≤ m

i

≤ . . . M

i

≤ . . . M

1

≤ M

0

= b

and

m

i

≤ x

k

≤ M

i

for k ≥ 3i + 1.

Set

m = lim

i→∞

m

i

and M = lim

i→∞

M

i

.

Then (A.2) holds and by the continuity of f,

M = f(m, M, m) and m = f(M, m, M).

Therefore in view of (b)

m = M

from which the results follows. 2

Theorem A.0.7 Let [a, b] be an interval of real numbers and assume that

f : [a, b]

3

→[a, b]

is a continuous function satisfying the following properties:

(a) f(x, y, z) is non-decreasing in z for each x and y in [a, b] and is non-increasing

in x and y for each z ∈ [a, b];

(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system

M = f(m, m, M) and m = f(M, M, m)

then

m = M.

Then Eq(A.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.1) converges

to x.

208 Appendix

Proof. Set

m

0

= a and M

0

= b

and for each i = 1, 2, . . . set

M

i

= f(m

i−1

, m

i−1

, M

i−1

)

and

m

i

= f(M

i−1

, M

i−1

, m

i−1

).

Now observe that for each i ≥ 0

m

0

≤ m

1

≤ . . . ≤ m

i

≤ . . . M

i

≤ . . . M

1

≤ M

0

= b

and

m

i

≤ x

k

≤ M

i

for k ≥ 3i + 1.

Set

m = lim

i→∞

m

i

and M = lim

i→∞

M

i

.

Then (A.2) holds and by the continuity of f,

M = f(m, m, M) and m = f(M, M, m).

Therefore in view of (b)

m = M

from which the results follows. 2

Theorem A.0.8 Let [a, b] be an interval of real numbers and assume that

f : [a, b]

3

→[a, b]

is a continuous function satisfying the following properties:

(a) f(x, y, z) is non-increasing in all three variables x, y, z in [a, b];

(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system

M = f(m, m, m) and m = f(M, M, M)

then

m = M.

Then Eq(A.1) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.1) converges

to x.

Appendix 209

Proof. Set

m

0

= a and M

0

= b

and for each i = 1, 2, . . . set

M

i

= f(m

i−1

, m

i−1

, m

i−1

)

and

m

i

= f(M

i−1

, M

i−1

, M

i−1

).

Now observe that for each i ≥ 0

m

0

≤ m

1

≤ . . . ≤ m

i

≤ . . . M

i

≤ . . . M

1

≤ M

0

= b

and

m

i

≤ x

k

≤ M

i

for k ≥ 3i + 1.

Set

m = lim

i→∞

m

i

and M = lim

i→∞

M

i

.

Then (A.2) holds and by the continuity of f,

M = f(m, m, m) and m = f(M, M, M).

Therefore in view of (b)

m = M

from which the results follows. 2

The above theorems can be easily extended to the general diﬀerence equation of order

p

x

n+1

= f(x

n

, x

n−1

, . . . , x

n−p+1

), n = 0, 1, . . . (A.3)

where

f : I

p

→I

is a continuous function. In this case, there are 2

p

possibilities for the function f to

be non decreasing in some arguments and non increasing in the remaining arguments.

This gives 2

p

results of the type found in Theorems A.0.1-A.0.8. Let us formulate one

of these results.

Theorem A.0.9 Let [a, b] be an interval of real numbers and assume that

f : [a, b]

p

→[a, b]

is a continuous function satisfying the following properties:

(a) f(u

1

, u

2

, . . . , u

p

) is non decreasing in the second and the third variables u

2

and

u

3

and is non increasing in all other variables.

210 Appendix

(b) If (m, M) ∈ [a, b] ×[a, b] is a solution of the system

M = f(m, M, M, m, . . . , m) and m = f(M, m, m, M, . . . , M)

then

m = M.

Then Eq(A.3) has a unique equilibrium x ∈ [a, b] and every solution of Eq(A.3) converges

to x.

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[65] Ch. G. Philos, I. K. Purnaras, and Y. G. Sﬁcas, Global attractivity in a nonlinear

diﬀerence equation, Appl. Math. Comput. 62(1994), 249-258.

[66] E. C. Pielou, An Introduction to Mathematical Ecology, John Wiley & Sons, New

York, 1965.

[67] E. C. Pielou, Population and Community Ecology, Gordon and Breach, New York,

1974.

[68] C. Robinson, Stability, Symbolic Dynamics, and Chaos, CRC Press, Boca Raton,

FL, 1995.

[69] H. Sedaghat, Existence of solutions of certain singular diﬀerence equations, J. Dif-

fer. Equations Appl. 6(5)(2000), 535-561.

[70] H. Sedaghat, Geometric stability conditions for higher order diﬀerence equations,

J. Math. Anal. Appl. 224(1998), 255-272.

216 BIBLIOGRAPHY

[71] W. S. Sizer, Some periodic solutions of the Lyness equation , Proceedings of the

Fifth International Conference on Diﬀerence Equations and Applications, January

3-7, 2000, Temuco, Chile, Gordon and Breach Science Publishers, 2001, (to appear).

[72] E. C. Zeeman, Geometric unfolding of a diﬀerence equation,

http://www.math.utsa.edu/ecz/gu.html

[73] Y. Zheng, Existence of nonperiodic solutions of the Lyness equation x

n+1

=

α+x

n

x

n−1

,

J. Math. Anal. Appl. 209(1997), 94-102.

[74] Y. Zheng, On periodic cycles of the Lyness equation, Diﬀerential Equations Dynam.

Systems 6(1998), 319-324.

[75] Y. Zheng, Periodic solutions with the same period of the recursion x

n+1

=

α+βx

n

+γx

n−1

A+Bx

n

+Cx

n−1

, Diﬀerential Equations Dynam. Systems 5(1997), 51-58.

Index

basin of attraction of a two cycle, 38

classiﬁcation of equation types, 3

convergence to period-two solutions, 38

Discrete Epidemic Models, 128

equilibrium point, 5, 29

existence of prime period-two solution,

35

existence of solutions, 2

ﬁxed point, 5

Flour Beetle Model, 129

forbidden set, 2, 17

full limiting sequence, 15

full limiting solution, 16

gingerbreadman map, 75

global asymptotic stability of the zero

equilibrium, 9, 31

global attractivity of the positive equi-

librium, 9–14

global attractor, 6

globally asymptotically stable, 6

invariant, 71

invariant interval, 41–42, 184–189

limiting solution, 15

linearized stability analysis, 5, 183

linearized stability theorem, 6

local asymptotic stability of a two cycle,

36

local stability of the positive equilibrium

, 32

local stability of the zero equilibrium, 30

locally asymptotically stable, 6

locally stable, 6

Lyness’ equation, 2, 70

May’s host parasitoid model, 75

negative feedback condition, 9

negative semicycle, 25

nonoscillatory, 25

open problems and conjectures, 43–46,

49–51, 64–68, 72–75, 123–130, 134–

136, 138–139, 163–166, 180–182,

192–200

oscillate about x, 25

oscillate about zero, 25

periodic solution, 7

periodic solutions with the same period,

33

Pielou’s discrete delay logistic model, 2,

66

Pielou’s equation, 57

Plant-herbivore system, 128

population model, 66, 129

positive equilibrium, 9

positive semicycle, 24

prime period p solution, 7

repeller, 6, 7

Riccati diﬀerence equation, 1, 17, 78

Riccati number, 18

saddle point, 7

semicycle analysis, 24–28

signum invariant, 38

sink, 7

217

218 INDEX

source, 6

stability of equilibrium, 5

stability trichotomy, 10

stable manifold, 8

stable manifold theorem in the plane, 7

strictly oscillatory, 25

table of invariant intervals, 42, 189

trichotomy character, 168

type of equation

(1, 1)-type, 47–48

(1, 2)-type, 53–54

(1, 3)-type, 131

(2, 1)-type, 69–70

(2, 2)-type, 77–78

(2, 3)-type, 141

(3, 1)-type, 137

(3, 2)-type, 167

(3, 3)-type, 183

unstable equilibrium, 6

unstable manifold, 8

**DYNAMICS of SECOND ORDER RATIONAL DIFFERENCE EQUATIONS
**

With Open Problems and Conjectures

**DYNAMICS of SECOND ORDER RATIONAL DIFFERENCE EQUATIONS
**

With Open Problems and Conjectures

M. R. S. Kulenovi´ c G. Ladas

**CHAPMAN & HALL/CRC
**

Boca Raton London New York Washington, D.C.

or by any information storage or retrieval system. Ladas. and recording.R. Difference equations—Numerical solutions. Corporate Blvd. 2000 N. Trademark Notice: Product or corporate names may be trademarks or registered trademarks. I.crcpress. but the author and the publisher cannot assume responsibility for the validity of all materials or for the consequences of their use. M. and sources are indicated. 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 . Includes bibliographical references and index.com © 2002 by Chapman & Hall/CRC No claim to original U. without prior permission in writing from the publisher. G.625—dc21 20010370 This book contains information obtained from authentic and highly regarded sources. ISBN 1-58488-275-1 1.S. G.R. Neither this book nor any part may be reproduced or transmitted in any form or by any means. The consent of CRC Press LLC does not extend to copying for general distribution. including photocopying. Visit the CRC Press Web site at www. for promotion. II. Boca Raton. c p. microﬁlming. Speciﬁc permission must be obtained in writing from CRC Press LLC for such copying.Library of Congress Cataloging-in-Publication Data Kulenovi´. Ladas. or for resale. Reasonable efforts have been made to publish reliable data and information.E.. Florida 33431.K84 2001 515′. Direct all inquiries to CRC Press LLC.W.S.S. Kulenovi´ . cm.) c Dynamics of second order rational difference equations : with open problems and conjectures / M. without intent to infringe.S. Title. A wide variety of references are listed. electronic or mechanical. and are used only for identiﬁcation and explanation. Reprinted material is quoted with permission. (Mustafa R. QA431 . for creating new works.

. . . . . . . . . . . . . . . . .2 Stability of the Zero Equilibrium . . 1)-Type Equations 3. . . . . . .4 Global Attractivity of the Positive Equilibrium . . . . .6 Local Asymptotic Stability of a Two Cycle . . . . . . . . .4 Open Problems and Conjectures . .7 Semicycle Analysis . . . . . . . . . . . . . . . . . . . . .4 When is Every Solution Periodic with the Same Period? . . . . . . . . . .1 Introduction . . . . . . .3 Global Asymptotic Stability of the Zero Equilibrium . . . . . 1. . . . 2. . . . . . . . .3 The Case α = β = A = C = 0 : xn+1 = γxn−1 . . . . . . . . . . . . . . . . . . 2.5 Limiting Solutions . . . . . . . 2. .Contents Preface Acknowledgements Introduction and Classiﬁcation of Equation Types 1 Preliminary Results 1. . . . . . . . . . . . .6 The Riccati Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2. . . . . . . . . . . . . . . . .2 The Stable Manifold Theorem in the Plane . . . . . 2. . . 2. . . . . . . . . . . . . . . . . . . . . . . . . .3 Local Stability of the Positive Equilibrium . 2. . .8 Invariant Intervals . Semicycles. . . . . . . . . . . . 1. . . . . . . . . . . . . 2. . . . . . . . . . . . . . . . 3 (1. . . . . . . . . . . . and Invariant Intervals 2. . . . . . . . . . . . . . .1 Equilibrium Points . . . . . . . . . . .7 Convergence to Period-Two Solutions When C=0 . . . . . 2 Local Stability. . . . .2 The Case α = γ = A = B = 0 : xn+1 = Cxn−1 3. . . . . . . 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 . . . . . . . . . . . . . . . . . .9 Open Problems and Conjectures . . . Bxn 3. . βxn 3. . . 1. . . . . . . . . . . . . .1 Deﬁnitions of Stability and Linearized Stability Analysis 1. . . . . . . . 1. . . . . . . . . . . . . . . . . . . . . . . Periodicity. . . . . . . . . . . . . . . . .5 Existence of Prime Period-Two Solutions . . . . . . 1. . . . . . . . . . . . . . . . . v . . . . . . . . . . . .

. . . . . . . 5. . . . . . . . . . 6. .1 Existence and Local Stability of Period-Two Cycles . . 54 α 4. . . . . . . . . . . . . . . 6. . . . . . . .3 The Case β = A = C = 0 : xn+1 = α+γxn . . . . . .3 Semicycle Analysis and Global Attractivity When q = 1 . . . . . . . . . . . . . . α+γxn−1 6. . .2 The Case γ = A = B = 0 : xn+1 = α+βxn . . . . . . . . . . . . . . . . . . . . . .1 Invariant Intervals . . . . . . . . . . . . .5.vi Contents 4 (1. . . . . . . . . .5 The Case α = γ = A = 0 : xn+1 = 4. . .7. . . . . . . . . 57 58 59 60 61 62 62 64 69 69 70 72 72 . . .1 Introduction . . . . . . . . . .3 The Case q > 1 . .1 Introduction . .4 . . .Lyness’ Equation Cxn−1 n−1 5. . . . . The Case γ = A = 0 : xn+1 = Bxα+βxn n +Cxn−1 6. . . . . . . . . . . 82 83 84 87 89 90 90 91 92 93 96 97 100 101 102 103 105 107 . . . . . . . . . . . . 6.6. . . .5. . . .6. . .7. . . . . . . 4. . . . . . . . . . . . 5 (2. .3 Semicycle Analysis . . . . . . . . . . . . . .6. . . .7. . 6. . . . . . . 6. .4 Global Attractivity When q < 1 . . . . . 55 4. . . . . . . . 77 α+βx 6. . . . 4. . . . .1 Invariant Intervals .6 The Case α = β = C = 0 : xn+1 = 4. . . . . . . . . . . . . . . . . . . . . . . . . . . .7. . . . . . . . . 53 α 4. .4. . . . . . . . . . βxn A+Cxn−1 βxn Bxn +Cxn−1 γxn−1 . . . . . 4. . . .4 The Case α = γ = B = 0 : xn+1 = 4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79 6. . . . . . . 2)-Type Equations 77 6. . . . . . . . . . . . .7. . . . .3 The Case β = γ = A = 0 : xn+1 = Bxn +Cxn−1 . .4. . . . . . . . . . . . .4 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5 The Case β = C = 0 : xn+1 = α+γxn−1 . . . . . .7. . . . . . . . . .1 Introduction . . . . . . . . . . . 6. . . . . . . . . . . . . . . . .2 Semicycle Analysis . . . . 1)-Type Equations 5. . . . . . . . . . . . 6 (2.Riccati Equation . . . . . . . . . . .8 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . . . .3 The Case γ = B = 0 : xn+1 = A+Cxn−1 . . . 2)-Type Equations 53 4. . n 6. . . . n +γx 6. . . . . . . .7. . . . . . . . . . . .2 Invariant Intervals . . . . . . . . . . . . . . . .6 The Case β = A = 0 : xn+1 = Bxn +Cxn−1 . . . .3 Global Stability and Boundedness . . . . . . . . . . . . . . . . . . .2 Semicycle Analysis of Solutions When q ≤ 1 . 6. . . . . . . . .3 The Case p > 1 .7 The Case α = C = 0 : xn+1 = βxA+Bxn−1 . A+Bxn 6. . . . . . . . . . . . . . . . 6. . . . . . .2 The Case p = 1 . . . . 6. . . . . . A+Bxn γxn−1 Bxn +Cxn−1 Pielou’s Equation . . . . . . . . 78 n α+βxn 6. . . . .2 The Case β = γ = C = 0 : xn+1 = A+Bxn . . . . . . . . . . . . . . . . . . . . .4 Global Behavior of Solutions . . . . . . . . . .1 Semicycle Analysis . . . . .1 The Case p < 1 .5. . . . . . . . . . .4. .6. . . Bx 5. . . . . . . . . . . . . . . . . . . . . .2 The Case γ = C = 0 : xn+1 = A+Bxn . . . . . 6. . . 6. . . .2 The Case q < 1 . . 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7 The Case α = β = A = 0 : xn+1 = 4. . . . . . . . . . . . . . .

. . . . . 131 +Cx 7. . . . . . . . . . . . . . . . . .4 Global Stability Analysis When p > q . . .2 Invariant Intervals . . . . . . . . . . . . . . βxn 9. . . .1 Introduction . . . . . . . . . . . . . . . .8 The Case α = B = 0 : xn+1 = βxn +γxn−1 . . . n +Cxn−1 9.1 Introduction . . . . . . . . . . . . . . . . . . . . . .2 The Case β = γ = 0 : xn+1 = A+Bxnα n−1 . . . .1 Existence of a Two Cycle . . . . . . . . . . . . . . . . .3. . . . . . . . . . . . . . . . . . . .3 Semicycle Analysis . . . α+βxn 9. . . . 9. . . . . . . . . . . .4. . .2.3 Global Stability Analysis When p < q . . . . 6. .Contents 6. . . . . . . .1 Invariant Intervals and Semicycle Analysis . . . . . . . . .3. . . . . . . . . . . . 3)-Type Equations 131 7. .1 Boundedness of Solutions . . . . . . . . .2. βxn +γx 6. . .10 Open Problems and Conjectures .5 Semicycle Analysis When pr = q + qr . .9. . . . . . . . 9. . . . . . . . . . . 132 n +Cx γx 7.7. . . . . . . . . . . . . . . . .8. . . . . . . . . . . . . . . . .3. 9. . . . . . .1 Invariant Intervals . . . . . . . . . . . . . . .9. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4. . . . . . . 6. 138 9 (2. . . .3 The Case β = 0 : xn+1 = A+Bxn +Cxn−1 . 1)-Type Equations 137 8. . .9 The Case α = A = 0 : xn+1 = Bxn +Cxn−1 . . . . . . . . . .5 Open Problems and Conjectures . . . . . . . 141 141 141 142 143 144 147 149 150 154 156 157 157 158 160 162 163 . . 9. . . .2 Global Stability of the Positive Equilibrium . . . . . . . .4 Global Stability . . . . . . . . . . . . . A+Cxn−1 6. . 134 8 (3. . . . . . . . . . 137 8.2. . . . . . . . . . . . . . . 131 7. . .2. . . . . . . . . . . . . . . . . 3)-Type Equations 9. . . . . . . . . . . . . . . . . . . . . . . .9. .2 Semicycle Analysis .5 Open Problems and Conjectures . . . .3. . . . . . 9. . . . . . vii 107 109 110 112 113 114 117 117 123 123 7 (1. . . . . . . . .2 Invariant Intervals . . . . . . . . . . . . . . α+γxn−1 9. . . .4 The Case α = 0 : xn+1 = A+Bx+γxn−1 . . . .4 The Case α = β = 0 : xn+1 = A+Bxnn−1 n−1 . . . . . 133 +Cx 7. . . .3 Convergence of Solutions . . . . . . . . . . . . . . . . . 9. . . . .2 Convergence of Solutions . . . . . . . . . . . . . .3. . . . . . 9. . . . . . . 6. .5 Long-term Behavior of Solutions When q > 1 6. . . . . . . .2 The Case γ = 0 : xn+1 = A+Bxn +Cxn−1 . . . . . . . . . . . . . . . . . . . . . . . . . .2 Open Problems and Conjectures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9. 6. . . . . . . n−1 6. . . 2 9. . . . .4 Global Asymptotic Stability . . . . . . . . . .9. . 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .8. . . . 9.1 Existence and Local Stability of Period-Two Cycles 9. . . . . . . . . . . . . . . .3 The Case α = γ = 0 : xn+1 = A+Bxβxn n−1 . . . . . . . . . . . . . . .1 Introduction . . . . . . . . . . . .

. . . . . . . . . . . . . . . . . . A+Cxn−1 10. . . . . . . . . . .2 Global Stability When p ≥ r . . . . . . . . .1 10. . . . . . . . . . . . . . . . . . . . .1 Introduction . . . . . . . .5 Open Problems and Conjectures . . . . Bxn 10. . . . . . . . . . . .1 Invariant Intervals . . 11. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .viii 10 (3. . . . . . . . . . . . . . .2. . . . . . . . . . . .3. . . . . . . . . .2 11. . . .2. . . . . . . . . . 2)-Type Equations 10.3. .3 Convergence of Solutions . A Global Attractivity for Higher Order Equations Bibliography Index . . . . . . . . . . . . . . . . . . . . . . .4.2 Convergence of Solutions . . . . . . . . 10. . . .2. . . . . . . . . . . . . . . . . . . . .4 Open Problems and Conjectures . . . 11. . . . . . .1 11. . . .2 Proof of Part (c) of Theorem 10. Convergence Results . . . . . . .1 Global Stability .3. . . . . . . . . .1 10. . . . . . . α+βx (3. . . . . . . . . .3 The Case B = 0 : xn+1 = α+βxn +γxn−1 . . . . . Invariant Intervals . . . . . . . . . . . . . . . . . . . . 11 The 11. . . . . . . . . . . . . . A+Bxn 10. . 10. 10. . . . . . . . . . . . . . . . .2. . . . . . . . . . . . . .1 Proof of Part (b) of Theorem 10. . .3. . .1 Invariant Intervals . . 3)-Type Equation xn+1 = A+Bxn +γxn−1 n +Cxn−1 Linearized Stability Analysis . . . . . . . n +γxn−1 10. . . .3 Contents 167 167 167 169 172 172 173 173 174 175 177 179 180 183 183 184 189 191 192 201 211 217 . . . . . . . . . . . . . . . . . . . . . . . . 10. . . . . . . .4 The Case A = 0 : xn+1 = α+βx+Cxn−1 . . . . .2 The Case C = 0 : xn+1 = α+βxn +γxn−1 . . . . . . . . . . . . . .4. . . . . 10. . . .

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. A. γ. ix . at the end of this monograph. C and the initial conditions x−1 and x0 are nonnegative real numbers. In an appendix. 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. a large number of equations whose dynamics have not been thoroughly understood yet and remain a great challenge for further investigation. β. . 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 Chapter 2 we present some general results about periodic solutions and invariant intervals of Eq(1). as special cases. 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. . . the global stability. In this sense. 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.Preface In this monograph. B. we present some global attractivity results for higher order diﬀerence equations which may be useful for extensions and generalizations. 1. It is an amazing fact that Eq(1) contains. Chapter 1 contains some basic deﬁnitions and some general results which are used throughout the book. we present the known results and derive several new ones on the boundedness. Every chapter in this monograph contains several open problems and conjectures related to the particular equation which is investigated and its generalizations. 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). and the periodicity of solutions of all rational diﬀerence equations of the form xn+1 = α + βxn + γxn−1 . (1) where the parameters α. A + Bxn + Cxn−1 n = 0.

.

N. Clark. Sizer and to our graduate students A. S. Briden. Hoag. Camouzis. Kent. A. Martins. K. Amleh. S. I. J. C. Rodrigues. E. and W. W. Gibbons. DeVault. Grove. E. Driver. M. C. C. W. C. Radin. Janowski. D. E. A. L. Cunningham. P. xi . L. W. We are thankful to Professors R. J. M. R.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. Valicenti. Predescu. Prokup. and K. H. Wilkinson for their enthusiastic participation and useful suggestions which helped to improve the exposition. Merino. T. El-Metwally. Schultz. Teixeira. Feuer. Kosmala. O. M. C. F. McGrath. S.

.

To Senada and Theodora .

.

Eq(1) includes among others the following well known classes of equations: 1. . (1) where the parameters α. To this end we pose several Open Problems and Conjectures which we believe will stimulate further interest towards a complete understanding of the dynamics of Eq(1) and its functional generalizations.Introduction and Classiﬁcation of Equation Types In this monograph. β. the global stability. C are nonnegative real numbers and the initial conditions x−1 and x0 are arbitrary nonnegative real numbers such that A + Bxn + Cxn−1 > 0 for all n ≥ 0. This equation is studied in many textbooks on diﬀerence equations.6 where. The Riccati diﬀerence equation when γ = C = 0. 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. etc. A. [21]. such as [1]. [42]. a large number of equations whose dynamics have not been thoroughly established yet. 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. It is an amazing fact that Eq(1) contains as special cases. B. in addition to the basic description of the solutions 1 . . [41]. γ. A + Bxn + Cxn−1 n = 0. and the periodicity of solutions of all rational diﬀerence equations of the form xn+1 = α + βxn + γxn−1 . 1. . See Section 1.

and Section 5. 75). See [13]. The problem of existence of solutions for diﬀerence equations is of paramount importance but so far has been systematically neglected. . [69]. An example of such a problem is the following: Open Problem Find all initial points (x−1 . 3. See [42]. Hence the solution {xn } of Eq(2) exists for all n ≥ 0. 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. [66]. Pielou’s discrete delay logistic model when α = γ = B = 0. See [13]. [55]. and the rational equation xn+1 = α + αxn + βxn−1 . 1 + xn n = 0. See [24] and Sections 2. [44].2. .6 for some results in this regard. [32]. [67]. 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. p. This is a fascinating equation with many interesting extensions and generalizations. 1. n = 0. we introduce the forbidden set of the equation. it is interesting to note the similarities of the dynamics of the population model xn+1 = α + βxn−1 e−xn . / if and only if x0 ∈ F.2 Introduction and Classiﬁcation of the Riccati equation. [57].7 and 10. and Section 4. . . [49]. Lyness’ equation when γ = A = B = 0.2. x0 ) ∈ R × R through which the equation xn−1 xn+1 = −1 + xn is well deﬁned for all n ≥ 0. . For example. 2. and Section 1. [18]. A characteristic feature of this equation is that it possesses an invariant which can be used to understand the character of its . 1.4. . . See ([42]. 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.

. . . 3). We will say that a special case of Eq(1) is of (k. n = 0. n = 0.Introduction and Classiﬁcation 3 solutions. 1. or linear. . [15]. . (2. 2) 1 equation of type (3. 2) 3 equations of type (1. xn+1 = xn−1 βxn + γxn−1 . However to this day. [43]. For convenience we classify all the special cases of Eq(1) as follows. ∞). that every positive solution of the diﬀerence equation α + xn . is bounded. n = 0. Eq(1) contains 49 equations as follows: 9 equations of type (1. The remaining 28 are quite interesting nonlinear diﬀerence equations. For example the following equations xn . many special cases of Eq(1) are not thoroughly understood yet and remain a great challenge for further investigation. 1. 1. or of the Riccati type. (2. . n = 0. xn+1 = xn−1 where α ∈ (0. . 1). and (2. 3) respectively. It is an amazing fact that Eq(1) contains. See [7]. 3) 3 equations of type (3. 3}. . 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. Some of them have been recently investigated and have led to the development of some general theory about diﬀerence equations. . . . xn+1 = xn−1 α + βxn xn+1 = . Of these 49 equations. . 2). Let k and l be positive integers from the set {1. and to bring to their attention several Open Research Problems and Conjectures related to this equation and its functional generalization. γ + xn−1 1 + xn . 1) 3 equations of type (2. Our goal in this monograph is to familiarize readers with the recent techniques and results related to Eq(1) and its extensions. . a large number of equations whose dynamics have not been thoroughly established yet. 3) 3 equations of type (3. for example. . Without the use of this invariant we are still unable to show. 2) 9 equations of type (2. n = 0. 1). 1) 9 equations of type (1. [45] and [52]-[54]. as special cases. xn+1 = A + Bxn + Cxn−1 are of types (1. 1) 9 equations of type (2. . . 2. [29]. 21 are either trivial. 1. 1. [42]. In this sense. [28].

.

[21]. [63]. .1. . 1. [4]. The reader may just glance at the results in this chapter and return for the details when they are needed in the sequel. [22].1 Let x be an equilibrium point of Eq(1. 5 . 1. [34]. x is a ﬁxed point of f . . the diﬀerence equation xn+1 = f (xn .1) has a unique solution {xn }∞ . n=−1 A point x ∈ I is called an equilibrium point of Eq(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]. or equivalently. x−1 ∈ I. Deﬁnition 1. xn = x for n ≥ 0 is a solution of Eq(1.1). that is.1) if x = f (x. Then for every set of initial conditions x0 . and [68]. xn−1 ). n = 0. (1. [41].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). [16]. [33]. x).

we have n→∞ lim xn = x. x−1 ∈ I with |x0 − x| + |x−1 − x| < δ.1) is called locally asymptotically stable if it is locally stable. and if there exists γ > 0 such that for all x0 .6 Chapter 1.1 (Linearized Stability) (a) If both roots of the quadratic equation λ2 − pλ − q = 0 (1. .1) is called a global attractor if for every x0 .1) about the equilibrium point x.1). (ii) The equilibrium x of Eq(1. v) evaluated at the equilibrium x of Eq(1. (v) The equilibrium x of Eq(1. or a repeller.3) Let lie in the open unit disk |λ| < 1.1. Preliminary Results (i) The equilibrium x of Eq(1. (vi) The equilibrium x of Eq(1.1) is called a source. ∂f ∂f (x. x−1 ∈ I with |x0 − x| + |x−1 − x| < γ. . x−1 ∈ I with 0 < |x0 − x| + |x−1 − x| < r. . there exists δ > 0 such that for all x0 . then the equilibrium x of Eq(1. if there exists r > 0 such that for all x0 .1) is called unstable if it is not stable. 1. we have |xn − x| < ε for all n ≥ −1. x) ∂u ∂v denote the partial derivatives of f (u. (1.1) is called globally asymptotically stable if it is locally stable and a global attractor. (iii) The equilibrium x of Eq(1. x) and q = (x. . x−1 ∈ I we have lim xn = x. there exists N ≥ 1 such that |xN − x| ≥ r. n = 0. Then the equation yn+1 = pyn + qyn−1 . Theorem 1.2) p= is called the linearized equation associated with Eq(1.1) is locally asymptotically stable.1) is called locally stable if for every ε > 0. n→∞ (iv) The equilibrium x of Eq(1. Clearly a source is an unstable equilibrium.

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).

8 and 1.9. Set m0 = a and M0 = b and for i = 1.5 ([54]) Let [a. 2. and f (x. ≤ Mi ≤ . In this regard there are four possible scenarios depending on whether f (x. (b) If (m.1) is to work in the regions where the function f (x.4. m) = M. y) is non-increasing in x and nondecreasing in y. M ) ∈ [a. Theorem 1. m0 ≤ m1 ≤ . Proof. which describes the extension of these results to higher order diﬀerence equations. See also the Appendix. or nonincreasing in one and nondecreasing in the other.4 and 6. b] → [a. set Mi = f (Mi−1 . . Then Eq(1. y) is monotonic in its arguments. Theorems 1.) The ﬁrst theorem deals with the case where the function f (x.1) converges to x.4. .8 where these theorems are utilized. mi−1 ) and mi = f (mi−1 . .1. ≤ mi ≤ . Now observe that for each i ≥ 0. b] be an interval of real numbers and assume that f : [a. i→∞ and M = lim Mi . y) is non-decreasing in x and non-increasing in y and the second theorem deals with the case where the function f (x. ≤ M1 ≤ M0 and Set mi ≤ xk ≤ Mi m = lim mi i→∞ for k ≥ 2i + 1. See Sections 6. (See Section 6. y) is nondecreasing in both arguments. at the end of this monograph. . b] and every solution of Eq(1. y) is nonincreasing in y ∈ [a. . b]. b] for each y ∈ [a. . .1) has a unique equilibrium x ∈ [a. then m = M . 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. . y). or nonincreasing in both arguments. b] × [a. b].7 below are new and deal with the remaining two cases relative to the monotonic character of f (x. . . b] for each x ∈ [a. y) is non-decreasing in x ∈ [a.4. b] is a solution of the system f (m.4. b] × [a. M ) = m and f (M. Mi−1 ). b] is a continuous function satisfying the following properties: (a) f (x. Global Attractivity of the Positive Equilibrium 11 Very often the best strategy for obtaining global attractivity results for Eq(1.

6 ([54]) Let [a. . . mi−1 ). b]. i→∞ and M = lim Mi . . ≤ M1 ≤ M0 . Therefore in view of (b). . m) and M = f (m. Mi−1 ) and mi = f (Mi−1 . y) is non-increasing in x ∈ [a. . b] for each y ∈ [a. m = f (M. b]. ≤ mi ≤ .1) has a unique equilibrium x ∈ [a. Then clearly (1.12 Then Chapter 1. In view of (b). y) is nondecreasing in y ∈ [a. m=M from which the result follows. Preliminary Results M ≥ lim sup xi ≥ lim inf xi ≥ m i→∞ i→∞ (1. b] × [a. .1) has no solutions of prime period two in [a.12) and by the continuity of f . . b] → [a. 2. Set m0 = a and M0 = b and for i = 1. m). 2 Theorem 1. b] and every solution of Eq(1. (b) The diﬀerence equation Eq(1. ≤ Mi ≤ . M ). Now observe that for each i ≥ 0. Then Eq(1. 2 . b]. and Set mi ≤ xk ≤ Mi m = lim mi i→∞ for k ≥ 2i + 1. and f (x. .1) converges to x. b] is a continuous function satisfying the following properties: (a) f (x. Proof. m = f (m.12) holds and by the continuity of f . . m=M from which the result follows. b] be an interval of real numbers and assume that f : [a. set Mi = f (mi−1 . b] for each x ∈ [a.4. M ) and M = f (M. m0 ≤ m1 ≤ .

M ) = m.1) converges to x. Then Eq(1. b] → [a. Then Eq(1. mi−1 ) and mi = f (Mi−1 .8 Let [a. b] × [a. M ) and M = f (m. . ≤ Mi ≤ . ≤ mi ≤ . b] × [a. b] × [a. b] is a solution of the system f (m. b] be an interval of real numbers and assume that f : [a. has a unique positive solution. b] is a continuous function satisfying the following properties: (a) f (x. x) = x. .4. and Set mi ≤ xk ≤ Mi m = lim mi i→∞ for k ≥ 2i + 1. . Now observe that for each i ≥ 0. set Mi = f (mi−1 .4. . Global Attractivity of the Positive Equilibrium Theorem 1. y) is non-decreasing in each of its arguments. 2 Theorem 1. Mi−1 ). b] be an interval of real numbers and assume that f : [a. (b) If (m.1) has a unique equilibrium x ∈ [a. b] → [a.12) holds and by the continuity of f .7 Let [a. . b] is a continuous function satisfying the following properties: (a) f (x. m = f (M.4. . ≤ M1 ≤ M0 . 13 then m = M . (b) The equation f (x. . Proof. m) = M and f (M. y) is non-increasing in each of its arguments. Then clearly (1. b] and every solution of Eq(1. . . In view of (b). m).1) has a unique equilibrium x ∈ [a. b] and every solution of Eq(1.1) converges to x. Set m0 = a and M0 = b and for i = 1. . 2.1. m0 ≤ m1 ≤ . m=M =x from which the result follows. i→∞ and M = lim Mi . M ) ∈ [a.

.1) such that A ≤ xn ≤ B for all n ≥ −1. Mi−1 ) and mi = f (mi−1 . J].13) . xn−1 ). Now observe that for each i ≥ 0. ≤ M1 ≤ M0 . Assume that {xn }∞ n=−1 is a solution of Eq(1. 2 1. m = M = x. ≤ Mi ≤ . M ). Preliminary Results m0 = a and M0 = b and for i = 1. . . ∞ we will show that there exists a solution {Ln }n=−k of the diﬀerence equation xn+1 = f (xn . ≤ mi ≤ . In this section we ﬁrst give a self-contained version of limiting solutions the way we will use them in this monograph. (1. Then clearly the inequality (1.12) is satisﬁed and by the continuity of f . m) and M = f (M. Now with the above hypotheses. . m = f (m.14 Proof. f ∈ C[J × J. In view of (b). m0 ≤ m1 ≤ . . Set Chapter 1. B ∈ J. from which the result follows. . and mi ≤ xk ≤ Mi Set m = lim mi i→∞ for k ≥ 2i + 1. Let L be a limit point of the solution {xn }∞ n=−1 (For example L is the limit superior S or the limit inferior I of the solution).5 Limiting Solutions The concept of limiting solutions was introduced by Karakostas [37] (see also [40]) and is a useful tool in establishing that under certain conditions a solution of a diﬀerence equation which is bounded from above and from below has a limit. . . where A. i→∞ and M = lim Mi . . . 2. and let k ≥ 1 be a positive integer. . set Mi = f (Mi−1 . mi−1 ). . n ≥ −k + 1. Let J be some interval of real numbers.

the term LN is a limit point of the solution {xn }∞ . . B] and so it has a ∞ further subsequence {xnij }j=1 which converges to some limit which we call L−1 . .1).) ∞ We now proceed to show the existence of a limiting solution {Ln }n=−k ..13) and every term of this sequence is a limit point of the solution {xn }∞ .13) associated with the The solution {Ln }∞ n=−k solution {xn }∞ n=−1 of Eq(1. lim xnij = L and lim xnij −1 = L−1 .2 below. −k+2 j→∞ = L−k and −k+1 = L−k+1 . L−1 . .. . −k Let { n }∞ n=−k be the solution of Eq(1. Karakostas takes k = ∞ and calls the solution {Ln }∞ n=−∞ a full limiting sequence of the diﬀerence equation xn+1 = f (xn . . . It follows by induction that the sequence L−k . L−k+1 .5. (See Theorem 1. . n=−1 is called a limiting solution of Eq(1. . . n=−1 The following result. xn−1 ).1. L1 = 1. L0 = L = 0 .1). Clearly there exists a subsequence {xni }∞ of {xn }∞ i=1 n=−1 such that i→∞ lim xni = L. j→∞ lim xnj −k = L−k . is stated in the way we will use it in this monograph: . . Limiting Solutions such that L0 = L 15 and for every N ≥ −k. satisﬁes Eq(1. −k ) = f (L−k+1 .5.13) with Then clearly. which is a consequence of the above discussion. = f( −k+1 . L−3 . Therefore. ∞ Next the subsequence {xni −1 }i=1 of {xn }∞ n=−1 also lies in interval [A.14) associated with the solution {xn }∞ n=−1 of Eq(1. i→∞ i→∞ Continuing in this way and by considering further and further subsequences we obtain ∞ numbers L−2 . L−k and a subsequence {xnj }n=−1 such that j→∞ lim xnj = L j→∞ lim xnj −1 = L−1 . xnj −k ) = lim xnj −k+2 = L−k+2 . . L−k ) j→∞ = lim f (xnj −k+1 . (1.

13) has two solutions {In }∞ n=−k with the following properties: and {Sn }∞ n=−k I0 = I. Preliminary Results Theorem 1. there exist two subsequences {xrn } and {xln } of the solution {xn }∞ n=−ν such that the following are true: n→∞ (1. n = 0. with I. .2 ([37]) Let J be some interval of real numbers. ∞ The solutions {In }∞ n=−∞ and {Sn }n=−∞ of the diﬀerence equation (1. .16 Chapter 1. 1.1) with limit inferior I and limit superior S. . S0 = S. . .16) associated with the solution {xn }∞ n=−k of Eq(1. with I = lim inf xn . J]. (1. yn+1 = k i=0 Ai yn−i . . . . . See [23] and [25] for an application of Theorem 1.2 to diﬀerence equations of the form xn+1 = Ai .16) lim xrn +N = IN and n→∞ lim xln +N = SN for every N ≥ m. n=−ν Furthermore for every m ≤ −ν. Sn ∈ [I.5. S] for all n ∈ Z and such that for every N ∈ Z.}. . xn−ν ) which satisfy the equation for all n ∈ Z.5. f ∈ C[J ν+1 . IN and SN are limit points of {xn }∞ . . xn−1 . which by the change of variables xn = y1 reduce to rational diﬀerence equations of the n form 1 . as developed by Karakostas. 1. . .5. xn−ν ). S0 = S We now state the complete version of full limiting sequences. . . . S ∈ J. . Let Z denote the set of all integers {. with I0 = I.16) are called full limiting solutions of Eq(1. i=0 xn−i k n = 0. Theorem 1. S] for n ≥ −k. . . Sn ∈ [I. xn−1 .15). . In . Then there exist two solutions ∞ {In }∞ n=−∞ and {Sn }n=−∞ of the diﬀerence equation xn+1 = f (xn . and let {xn }∞ n=−ν be a bounded solution of the diﬀerence equation xn+1 = f (xn . 1. −1. Suppose that {xn }∞ n=−1 is a bounded solution of Eq(1. and In . n→∞ S = lim sup xn n→∞ n = 0. .1 Let J be some interval of real numbers. and let k ≥ 1 be a positive integer. S ∈ J.15) and with I. 0. f ∈ C[J × J. J]. . Then Eq(1. . . 1.

we will assume that B = 0 and αB − βA = 0. in addition to (1. It should be mentioned here that there is practically nothing known about the forbidden set of Eq(1) (when the parameters α. Furthermore when (1.and short-term behavior of / solutions of Eq(1. (1.17) reduces to βA + βxn β xn+1 = B = for all n ≥ 0.17) will become zero for some value of n ≥ 0 is called the forbidden set F of Eq(1. The Riccati Equation 17 1. we will assume that β + A = 0. Then (1. β.21) β B (1. A + Bxn A diﬀerence equation of the form xn+1 = n = 0.) The other goal we have is to describe in detail the long. One of our goals in this section is to determine the forbidden set F of Eq(1. A. (See also [13] and [69].1 Assume that (1.18). C and the initial conditions x−1 .17).17) where the parameters α.17) with x0 = is periodic with period two. x0 are all real numbers) other than the material presented here. B. (1. .19) β + A = 0.18) holds and that Eq(1.17). The proof is straightforward and will be omitted.19) holds every solution of Eq(1.17) is a linear equation and when αB − βA = 0. Eq(1.6. (1. γ. .17) possesses a prime periodtwo solution.18) Indeed when B = 0. Eq(1.1. β.17) regarding period-two solutions.17) when x0 ∈ F. A. A + Bxn B The set of initial conditions x0 ∈ R through which the denominator A+Bxn in Eq(1. .20) . 1. B and the initial condition x0 are real numbers is called a Riccati diﬀerence equation. To avoid degenerate cases. The ﬁrst result in this section addresses a very special case of Eq(1. which is extracted from [32].6. Theorem 1. In the sequel.6 The Riccati Equation α + βxn .

From Eq(1. w Also note that the signum of R is equal to the signum of the derivative y =1− f (x) = βA − αB . It is interesting to note that the four parameters of Eq(1.17) into the diﬀerence equation wn+1 = 1 − where R= R . .17) have been reduced to the single parameter R of Eq(1.17). (1. Preliminary Results for n ≥ 0 (1. .23). (A + Bx)2 of the function For the remainder of this section we focus on Eq(1.23) and present its forbidden set F and the character of its solutions. 1.22) transforms Eq(1.23) βA − αB (β + A)2 is a nonzero real number.17) through the change of variables (1.22).18 Now observe that the change of variable xn = β+A A wn − B B Chapter 1. Similar results can be obtained for Eq(1. If we set y = g(w) = 1 − then we note that the two asymptotes x=− of the function A B and y = β B R w α + βx A + Bx have now been reduced to the two asymptotes y = f (x) = w = 0 and y = 1 R . wn n = 0. .23) it follows that when R< 1 4 . called the Riccati number of Eq(1.

.23).24) are the equilibrium points of Eq(1. ). 1.23) has exactly one equilibrium point namely.23) has the two equilibrium points w− and w+ with w− = and |w− | < w+ . 1.24) are real numbers.1. . 4 Eq(1. 1 w= .23) has no equilibrium points. Also w− < 0 if R < 0 and 1 w− > 0 if R ∈ (0.23) to the second order linear diﬀerence equation yn+2 − yn+1 + Ryn = 0. 2 Finally. Note that in these two cases the characteristic roots of Eq(1.6. The forbidden set of Eq(1. respectively. which can be solved explicitly. 4 1− √ √ 1 − 4R 1 + 1 − 4R < = w+ 2 2 19 When Eq(1. 4 1 R= . . Now observe that the change of variables wn = with y0 = 1 and y1 = w0 reduces Eq(1. .24) yn+1 yn for n = 0. 1 The next two theorems deal with the cases R < 1 and R = 4 . n = 0.23) is clearly the set of points where the sequence {yn }∞ n=0 vanishes. . The Riccati Equation Eq(1. (1. when 1 R> . . where 4 the characteristic roots of Eq(1. .

Preliminary Results √ √ 1 − 4R 1 + 1 − 4R w− = and w+ = 2 2 are the only equilibrium points of Eq(1. 2. .3 Assume Then w= 1 R= . (1. wn = n n (w0 − w− )w+ − (w+ − w0 )w− n = 1. The forbidden set F of Eq(1. 4 1 2 is the only equilibrium point of Eq(1. .20 Theorem 1. if R > 0 and fn < w− while (fn − w− )(fn+1 − w− ) < 0 if R < 0. .23) is the sequence of points fn = n−1 2n for n = 1.23) is the sequence of points fn = n−1 n−1 w+ − w− w+ w− n n w+ − w− for n = 1. the solution of Eq(1.26) It is now clear from Theorem 1.23).25) When w0 ∈ F. 4 1− Chapter 1.23).23) is given by / n+1 n+1 (w0 − w− )w+ − (w+ − w0 )w− . . . . (1.27) . 2.6. The equilibrium w+ is a global attractor as long as w0 ∈ F ∪ {w− } / and the equilibrium w− is a repeller. . The forbidden set F of Eq(1. . . .2 Assume Then 1 R< .6. . . (1.6.2 that n→∞ lim fn = w− . 2. Theorem 1.

24) in this case are √ 4R − 1 1 λ± = ± i 2 2 with |λ± | = Let be such that 1 cos φ = √ 2 R Then with C1 = y0 = 1 and It follows that √ R(C1 cos φ + C2 sin φ) = y1 = w0 . more precisely. 1. R 4R − 1 cos(nφ) + (2w0 − 1) sin(nφ) . . 1. Hence wn = √ √ 4R − 1 cos(n + 1)φ + (2w0 − 1) sin(n + 1)φ √ .28) From Theorem 1. yn = R 2 (C1 cos(nφ) + C2 sin(nφ)). The Riccati Equation 21 which converges to the equilibrium from the left. . ) 2 and √ 4R − 1 √ sin φ = .23) is a global 2 / attractor for all solutions with w0 ∈ F but is locally unstable. it is a sink from the right and a source from the left. 1. .3 it follows that the equilibrium w = 1 of Eq(1. . 4R − 1 n = 0. π φ ∈ (0.1. . . (1.23) is given by / wn = 1 + (2w0 − 1)(n + 1) 2 + 2(2w0 − 1)n for n = 0. the solution of Eq(1. .6. 2w0 − 1 C1 = 1 and C2 = √ . 2 R n = 0. 1 R> . When w0 ∈ F. . . (1.6. .29) n Finally consider the case √ R. 4 The characteristic roots of Eq(1.

29). when R > 1 . π ) be such that 2 2 √ 4R − 1 2x0 − 1 and sin θ = cos θ = r r where r= Then we obtain. / (1.32) . w0 = − 2 2 The following theorem summarizes the above discussion.6. φ= π k π ∈ (0. . 2. 1. 2. . For example.23) is the sequence of points √ 1 4R − 1 fn = − cot(nφ) for n = 1. ) N 2 (1. . . 2 n = 0. and so √ cos(nφ + φ − θ) √ cos(nφ − θ) cos φ − sin(nφ − θ) sin φ R = R cos(nφ − θ) cos(nφ − θ) √ = R (cos φ − sin φ tan(nφ − θ)) 1 wn = − 2 √ 4R − 1 tan(nφ − θ).4 Assume that R> and let φ ∈ (0. . assume φ is a rational multiple of π. . π ) be such that 2 1 cos φ = √ 2 R and 1 4 √ 4R − 1 √ sin φ = .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 ∈ (0.23). Preliminary Results as long as the denominator is diﬀerent from zero.31) from which the character of the solutions of Eq(1. Theorem 1. π ) is a rational multiple of π. (1. that is.22 Chapter 1. . 2 Let θ ∈ (− π . 2 R Then the forbidden set F of Eq(1. can now be easily 4 revealed. the solution of Eq(1. wn = (4R − 1)2 + (2x0 − 1)2 . that is. . . √ 4R − 1 1 cot(nφ) for n = 1. . . 2 2 When w0 ∈ F.23) is given by (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. then the following result is true: Theorem 1. ) p 2 1 4 cos2 φ with φ = k π N Then where k and p are positive comprimes and suppose that √ 4R − 1 1 √ cos φ = √ and sin φ = . N ∈ {1. / for n = 1.23) is periodic with period N .5 Assume that φ= k π π ∈ (0. p Then every solution of Eq(1. Equivalently assume that A= where k. Theorem 1.23) with √ sin(n k π) − 4R − 1 cos(n k π) p p w0 = k 2 sin(n p π) is periodic with period p. When the number φ in Theorem 1. . . .6.6 Assume that the number φ in Theorem 1.5 is not a rational multiple of π. p − 1 .} and 2k < N.23) with w0 ∈ F is dense in R.23) is periodic with period N . 2.6. . . . . . 2. 2 R 2 R or equivalently k 4R cos2 ( π) = 1. (ii) The set of limit points of a solution of Eq(1.1. The following theorem summarizes the above discussion.6. .} with 2k < N. Then the following statements are true: (i) No solution of Eq(1. .6.5 is not a rational multiple of π. The Riccati Equation 23 for some k. then every solution of Eq(1. N ∈ {1. 2.6.23) is periodic.

33) under appropriate hypotheses on the function f . . with l ≥ −1 and m ≤ ∞ and such that either l = −1. all greater than or equal to the equilibrium 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. we present some results about the semicycle character of solutions of some general diﬀerence equations of the form xn+1 = f (xn . 1. xn−1 ). . xl+1 . φ is a rational multiple of π. .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. A positive semicycle of a solution {xn } of Eq(1. wk = wl if and only if Chapter 1. 1. Statement (i) is true because. In this section. . π ). are dense in the interval (− π . or m < ∞ and xm+1 < x. . or l > −1 and xl−1 < x and either m = ∞.24 Proof. 2 2 2 1. n = 0. First we give the deﬁnitions for the positive and negative semicycle of a solution of Eq(1. .33) relative to an equilibrium point x. xm }. . then the values (nφ − θ)(mod π) for n = 0. .23) and the fact that when φ is not a rational multiple of π. (1.1) consists of a “string” of terms {xl . The proof of statement (ii) is a consequence of the form of the solution of Eq(1.

every solution of Eq(1. . (See Section 6. (0.33) consists of a “string” of terms {xl . x) = x.1 ([28]) Assume that f ∈ C[(0. ∞)] is such that: f (x. xN ) > f (x. We will assume that xN −1 < x ≤ xN . and f (x. ∞). xN −1 ) < f (x. . Deﬁnition 1. Then except possibly for the ﬁrst semicycle. Thus xN +1 < x < xN +2 or m < ∞ and xm+1 ≥ x.) Theorem 1.1.1 (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. xl+1 . with l ≥ −1 and m ≤ ∞ and such that either l = −1. Then by using the monotonic character of f (x. all less than the equilibrium x. . y) we have xN +1 = f (xN . Let x be a positive equilibrium of Eq(1.33). y) is decreasing in x for each ﬁxed y. n2 ≥ n0 such that xn1 xn2 < 0.7. ∞) × (0. 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. or l > −1 and xl−1 ≥ x and either m = ∞. Proof. .7. (b) A sequence {xn } is said to oscillate about x if the sequence xn − x oscillates. xm }.5. All other cases are similar and will be omitted. A sequence {xn } is called strictly oscillatory if for every n0 ≥ 0. Then there exists N ≥ 0 such that either xN −1 < x ≤ xN or xN −1 ≥ x > xN . The ﬁrst result was established in [28] while we were working on a special case of the equation we are investigating in this monograph. Otherwise the sequence is called nonoscillatory.7. y) is increasing in y for each ﬁxed x.33) has semicycles of length one. . there exist n1 .33) with at least two semicycles. Semicycle Analysis 25 A negative semicycle of a solution {xn } of Eq(1. x) = x and xN +2 = f (xN +1 .

Proof. 2 The next result applies when the function f (x. Proof. Let x be a positive equilibrium of Eq(1. xN −1 ) > f (x.3 Assume that f ∈ C[(0.2 Assume that f ∈ C[(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. ∞). 2 . with at least one of the inequalities being strict.33). (0. Let x be a positive equilibrium of Eq(1. ∞). y) is decreasing in both arguments.33). ∞)] and that f (x. The proof in the case of negative semicycle is similar and is omitted. Theorem 1. The next result applies when the function f is increasing in both arguments. x) = x which completes the proof. Preliminary Results 2 The next result applies when the function f is decreasing in both arguments.33) has semicycles of length one.26 and the proof follows by induction. Then every oscillatory solution of Eq(1.7. y) is increasing in both arguments. ∞)] and that f (x. y) is increasing in x and decreasing in y. It follows by induction that all future terms of this solution belong to this positive semicycle. ∞) × (0.33) has semicycles of length at most two.7. every oscillatory solution 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. Then by using the decreasing character of f we obtain: xN +1 = f (xN . which is a contradiction. ∞) × (0. Then by using the increasing character of f we obtain: xN +1 = f (xN . (0. xN −1 ) < f (x. Chapter 1. Then except possibly for the ﬁrst semicycle. Theorem 1. Assume that {xn } is an oscillatory solution with two consecutive terms xN −1 and xN in a positive semicycle xN −1 ≥ x and xN ≥ x with at least one of the inequalities being strict.

Then by using the increasing character of f we obtain xN +1 = f (xN . except possibly for the ﬁrst semicycle. The proof in the case xN −1 ≥ x > xN .34) . if we assume that f (u. Assume that {xn } is an oscillatory solution with two consecutive terms xN −1 and xN such that xN −1 < x ≤ xN . The extreme in each semicycle occurs in the ﬁrst term if the semicycle has two terms.1. and in the second term if the semicycle has three terms. y) < x for every x > y > x (1. xN −1 ) < f (xN . except possibly for the ﬁrst semicycle which may have length one. y) is increasing in x for each ﬁxed y. y) is decreasing in y for each ﬁxed 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.33).34) we obtain xN +1 = f (xN . If xN > xN −1 > x then by using the increasing character of f and Condition (1. Let x be a positive equilibrium of Eq(1. u) = x for every u and f (x.33) has semicycles of length at least two. xN ) = x (1. xN −1 ) > f (xN . ∞) × (0. and f (x. Semicycle Analysis 27 Theorem 1. every oscillatory solution of Eq(1. Then.34) we obtain: xN +1 = f (xN . xN ) = x which shows that the positive semicycle has length two. is similar and is omitted. Furthermore. xN −1 ) > f (x. Proof.35) then {xn } oscillates about the equilibrium x with semicycles of length two or three. x) = x which shows that the next term xN +1 also belongs to the positive semicycle.4 Assume that f ∈ C[(0. Then by using the increasing character of f and Condition (1. (0.7.7. ∞)] is such that: f (x.

33) has monotonic solutions. ∞). ∞) × (0. If. the corresponding solution is increasing. y) > x for every x > y > x. and f (x. x−1 ) = x. and the proof follows by induction.34). In view of Condition (1. Proof. instead of Condition (1. then Eq(1.35) we ﬁnd Chapter 1. Let x be a positive equilibrium of Eq(1.36). we obtain x1 = f (x0 . First. the corresponding solution is decreasing. Assume that f satisﬁes Conditions (1. Then by the monotonic character of f and (1. The proof of the remaining case is similar and will be omitted. Preliminary Results xN +1 = f (xN .35). xN −1 ) < xN and the proof is complete. (0. Theorem 1. we assume (1.34) and (1. and f (x.33). 2 Condition (1. x−1 ) > f (x−1 . y) < x for every x < y < x then if x0 < x−1 < x. f satisﬁes Condition (1. 2 (1. If.37) .36) is satisﬁed and that x0 > x−1 > x.34) is not enough to guarantee the above result. on the other hand.36) we get x1 = f (x0 . ∞)] is such that: f (x. Then if x0 > x−1 > x. y) is decreasing in y for each ﬁxed x.36) f (x.28 and by using Condition (1.5 Assume that f ∈ C[(0. y) is increasing in x for each ﬁxed y.34). assume that Condition (1.7. x−1 ) > x0 .

5) (2. ∞) (2. Semicycles.1).1) if and only if α = 0 and A > 0. C ∈ [0.Chapter 2 Local Stability.1) is well deﬁned for all n ≥ 0. B.4) α + (β + γ)x A + (B + C)x (2. ∞) with α + β + γ.3) n = 0. and Invariant Intervals 2. In view of the above restriction on the initial conditions of Eq(2. .1) When (2.1) are the nonnegative solutions of the equation x= or equivalently (B + C)x2 − (β + γ − A)x − α = 0.2) and where the initial conditions x−1 and x0 are arbitrary nonnegative real numbers such that the right hand side of Eq(2. Periodicity. . A + Bxn + Cxn−1 Here we investigate the equilibrium points of the general equation xn+1 = where α. (2. 1.5) holds. β.1) has a positive equilibrium if and only if β + γ > A. A. Zero is an equilibrium point of Eq(2. γ. Eq(2. in addition to the zero equilibrium . . B + C ∈ (0. the equilibrium points of Eq(2.1 Equilibrium Points α + βxn + γxn−1 . (2. 29 .

Set α + βu + γv f (u. then x is unique. 2. [18].1) is positive and is given by x= β+γ .9) . .1) is the positive solution x= β+γ−A+ (β + γ − A)2 + 4α(B + C) 2(B + C) (2. when α = 0.2).3) and (2.1).8). (See [13]. B+C (2. . B+C (2. it satisﬁes Eqs(2. [32]. Finally when α>0 the only equilibrium point of Eq(2.1) is unique and is given by x= When α = 0 and A = 0 the only equilibrium point of Eq(2. Local Stability.1) when the initial conditions and the coeﬃcients of the equation are real numbers is of great mathematical importance and. it is interesting to observe that when Eq(2.2 Stability of the Zero Equilibrium Here we investigate the stability of the zero equilibrium of Eq(2.4) would also be an equilibrium worth investigating.6 about the Riccati equation α + βxn xn+1 = . except for our presentation in Section 1. the quantity β + γ is positive.4). The problem of investigating Eq(2. A + Bxn there is very little known. This observation simpliﬁes the investigation of the local stability of the positive equilibrium of Eq(2.1).1) has a positive equilibrium x.) In summary.30 Chapter 2. Periodicity. v) = (A + Bu + Cv)2 (2.8) of the quadratic equation (2. and [69] for some results in this regard. n = 0. and it is given by (2. v) = A + Bu + Cv and observe that (βA − αB) + (βC − γB)v fu (u.6) Note that in view of Condition (2. . . and Invariant Intervals In fact in this case the positive equilibrium of Eq(2.4). If we had allowed negative initial conditions then the negative solution of Eq(2. 1. Semicycles.7) β+γ−A .

3.1) about the zero equilibrium point is β γ zn+1 − zn − zn−1 = 0. Stability of the Zero Equilibrium and fv (u.1).1) about the equilibrium point x is zn+1 − pzn − qzn−1 = 0 where p = fu (x. .2.1). As a consequence of these two theorems we obtain the following global result: Theorem 2. x) and q = fv (x. then the linearized equation associated with Eq(2. x). . in addition to the local stability Theorem 1. 1. (A + Bu + Cv)2 31 (2. The local stability character of x is now described by the linearized stability Theorem 1. . is globally asymptotically stable when β+γ ≤A and is unstable when β + γ > A. A A For the stability of the zero equilibrium of Eq(2. n = 0. A + Bxn + Cxn−1 n = 0.10) If x denotes an equilibrium point of Eq(2.1. . we have the luxury of the global stability Theorem 1. .1. For the zero equilibrium of Eq(2. v) = (γA − αC) − (βC − γB)u . 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.2. Then the zero equilibrium point of the equation xn+1 = βxn + γxn−1 .1.2.1) we have p= β A and q = γ A and so the linearized equation associated with Eq(2.1.1. . .1 Assume that A > 0. . 1.

3) and (2. 2 (A + (B + C)x) A + α(B + C) + (B + C)(A + β + γ)x (βA − αB) + (βC − γB)x (βA − αB) + (βC − γB)x = 2 2 (A + (B + C)x) A + α(B + C) + (B + C)(A + β + γ)x Hence the conditions for the local asymptotic stability of x are (see Theorem 1.4). and it is given by (2.11) and q > −1.1.12) (A + β + γ)x > −α − (2.15) A2 + (γA − αC) βC − γB x > −α − . Local Stability. we see that p = fu (x.13)-(2.11) and (2. are equivalent to some inequalities of the form x>ρ . By using the identity (B + C)x2 = (β + γ − A)x + α.15). In these cases the positive equilibrium x is unique. x) = (γA − αC) − (βC − γB)x (γA − αC) − (βC − γB)x = 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 (2.14) (2.1) has a positive equilibrium when either or α > 0. Periodicity.3 Local Stability of the Positive Equilibrium α = 0 and β + γ > A As we mentioned in Section 2. x) = and q = fv (x. Semicycles.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 (2.1) the following: |p| < 1 − q (2.1. and Invariant Intervals 2. Inequalities (2. it satisﬁes Eqs(2.32 Chapter 2.8). Eq(2.13) (2.

(ii) Assume C = 0. Then the following statements are true: (i) Assume C > 0. The following result characterizes all possible special cases of equations of the form of Eq(2. 1.17) (2.4. .16) (2. [73]. When is Every Solution Periodic with the Same Period? and/or x<σ for some ρ. n = 0. Now if we set F (u) = (B + C)u2 − (β + γ − A)u − α. and [74]. 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. 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 A = B = γ = 0. ∞). . xn−1 xn . . . . .4 When is Every Solution Periodic with the Same Period? 1 .2. . 33 2.19) 1 + xn .18) (2. Then γ(α + β) = 0.4. . n = 0. The following four special examples of Eq(2. .1 Let p ≥ 2 be a positive integer and assume that every positive solution of Eq(2. n = 0.) Theorem 2. 1. 5. and 6 respectively. .1) xn+1 = xn+1 = xn+1 = xn+1 n = 0. 1. 1.1) is periodic with period p. . . (See also [75].1) with the property that every solution of the equation is periodic with the same period. 4. (2. σ ∈ [0.

. 3.20) is impossible.19) .1 Let p ∈ {2.20) is impossible. for the sake of contradiction. Then by choosing x0 suﬃciently small. Assume that every positive solution of Eq(2. (ii) Assume C = 0 and.21) holds.22) Otherwise γ > 0 and by choosing x0 < min α+β γ .34 Chapter 2.1) xp = Hence (A + B)x0 + (Cx0 − γ)xp−2 = α + β. Periodicity. 5. Hence (2. 6}. we see that (2.1) is periodic with period p. Thus (2. 2 Corollary 2. ∞). Otherwise A + B > 0 and by choosing x0 > max α+β γ . (2. Consider the solution with x−1 = 1 and x0 ∈ (0. A+B C we see that (2.21) we now claim that also γ = 0. Local Stability.20) α + β + γxp−2 = x0 . Then we claim that A = B = 0. A+B C (2. A + B + Cxp−2 and xp−1 = x−1 = 1 we see that (2.21) (2.1) reduces to one of the equations (2. and Invariant Intervals Proof. Semicycles. 4. Then up to a change of variables of the form xn = λyn Eq(2. assume that γ(α + β) > 0.22) holds . In addition to (2. Then clearly x0 = xp and so from Eq(2.4.20) is impossible.16)-(2. (i) Assume that C > 0. The proof is complete.

Assume that .26) αC + β(γ − β − A) . .23) α + βψ + γφ A + Bψ + Cφ α + βφ + γψ A + Bφ + Cψ . ψ.5 Existence of Prime Period-Two Solutions In this section we give necessary and suﬃcient conditions for Eq(2. ψ. . .) Furthermore we are interested in conditions under which every solution of Eq(2. . ψ ∈ [0. Furthermore when (2.26) and (2. ψ.2. . Convention Throughout this book when we say that “every solution of a certain diﬀerence equation converges to a periodic solution with period p” we mean that every solution converges to a.1) has a prime period-two solution if and only if γ = β + A. . not necessarily prime. (See [50]. ψ. . . . φ.1) to have a prime period-two solution and we exhibit all prime period-two solutions of the equation. . . φ. is a prime period-two solution of Eq(2. solution with period p and furthermore the set of solutions of the equation with prime period p is nonempty. φ.1) converges to a period-two solution in a nontrivial way according to the following convention.27) (2.1).27) hold . φ.25) (2. Then φ= and ψ= from which we ﬁnd that C(φ + ψ) = γ − β − A and when C>0 we also ﬁnd that (B − C)φψ = One can show that when C = 0 and B > 0 Eq(2. is a prime period-two solution of Eq(2. .1) if and only if α + β(φ + ψ) = Bφψ with φ.5. C (2.24) (2. Existence of Prime Period-Two Solutions 35 2. ∞) and φ = ψ (2.

. φ.23) and (2. When (2. .1) possesses a prime period-two solution . φ. . . Set un = xn−1 and vn = xn for n = 0.30) (2.. α = β = 0. . Semicycles. C C Finally when (2. ψ. .31) γ > β + A and When (2. C γ−A γ−A . . . α = β = 0. ψ. the two cycle is . 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. and φψ ≥ 0. (2. (2.25) that one of the following three conditions must be satisﬁed: B = C. . . . Periodicity. α + β > 0. B and ψ = α + βφ .31) holds. φ. . . φ. 1. and Invariant Intervals or equivalently β φ> . . . − φ. (γ − β − A)[B(γ − β − A) − C(γ + 3β − A)] α< .32) 4C 2 2. . C C with 0 ≤ φ < γ−A . . .24) holds and that Eq(2.36 Chapter 2. . ψ.30) holds.28) Next assume that (2. . and φψ = 0. Then it follows from (2. φ. . 0. . That is. 0. . −β + Bφ (2. . .. .29) (2. γ−A γ−A − φ. the two cycle is .6 Let Local Asymptotic Stability of a Two Cycle . B > C. . φ. and φψ > 0.. ψ.1). B φ= β+ √ β 2 + αB . Local Stability. be a two cycle of the diﬀerence equation (2. B = C.29) holds. .

ψ) ∂v (φ. Furthermore T2 where g(u. the second iterate of T . ∂u (A + Bφ + Cψ)2 (A + Bψ + Cφ)2 .6. ψ) ∂u φ = JT 2 . . ∂v (A + Bψ + Cφ)2 [(βA − αB) − (γB − βC)ψ][(γA − αC) + (γB − βC)ψ] ∂h (φ.1) in the equivalent form: un+1 = vn α+βv vn+1 = A+Bvn +γun . φ ψ is a ﬁxed point of T 2 .2. v) = α + βv + γu A + Bv + Cu and h(u. evaluated at ψ By deﬁnition ∂g ∂g (φ. v) α+βv+γu α + β A+Bv+Cu + γv α+βv+γu A + B A+Bv+Cu + Cv . JT 2 . ψ ∂h ∂h (φ. ∞) × [0. n +Cun Let T be the function on [0. v) h(u. ∂u (A + Bψ + Cφ)2 ∂g (βA − αB) − (γB − βC)φ (φ. ψ) ∂u we ﬁnd the following identities: (γA − αC) + (γB − βC)ψ ∂g (φ. n = 0. 1. ψ) ∂v (φ. . Local Asymptotic Stability of a Two Cycle and write Eq(2. . ∞) deﬁned by: T Then u v = v βv+γu+α Bv+Cu+A 37 . 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) = u v = g(u. ψ) = . ψ) = . .

33) converges to a period-two solution.2) to obtain conditions on α. Periodicity. The basin of attraction of this two cycle is the set B of all initial conditions (x−1 . ψ) + (φ. Semicycles. every solution converges to a (not necessarily prime) period-two solution and n = 0. ψ) − (φ.6.7. and 7. Deﬁnition 2. ψ.9. be a two cycle of Eq(2. ψ).1 (c) that both eigenvalues of JT 2 unit disk |λ| < 1. γ. .7 Convergence to Period-Two Solutions When C=0 α + βxn + γxn−1 . ψ) (φ. 1. A and B so that every solution of Eq(2.1) converges to the two cycle. and 10. A + B ∈ (0. . x0 ) through which the solution of Eq(2. ∞) with α + β + γ. ψ) ∂u ∂v ∂h ∂g ∂h ∂g (φ. β. . ψ. 6. ψ) = ∂v (A + Bφ + Cψ)2 (A + Bψ + Cφ)2 (γA − αC) + (γB − βC)φ . γ.1. That is.5. . φ. and Invariant Intervals [(βA − αB) − (γB − βC)ψ][(βA − αB) − (γB − βC)φ] ∂h (φ.7.6. + (A + Bφ + Cψ)2 Set S= and D= ∂h ∂g (φ. β.1 (Basin of Attraction of a Two Cycle) Let . (2. φ. . Local Stability. . . ∂u ∂v ∂v ∂u φ ψ lie inside the Then it follows from Theorem 1. ψ) (φ. A.38 Chapter 2. A + Bxn In this section we consider the equation xn+1 = where α. See Sections 6. . 6. if and only if |S| < 1 + D and D < 1. 2.1). 6.33) .4 for some applications. . ∞) and nonnegative initial conditions and obtain a signum invariant for its solutions which will be used in the sequel (See Sections 4. B ∈ [0.

7.33). (See also Section 10.7.) Now before we see that when B > 0 every solution of Eq(2. (iii) xn+1 − xn−1 > 0 for all n ≥ 0. the sign of the quantity Jn is constant along each solution.33): (i) xn+1 − xn−1 = 0 for all n ≥ 0. ∞ Lemma 2. In this case.27) holds.33). the proof of which follows by straightforward computations.2 where we present the complete character of solutions of Eq(2. Jn+1 = (b) xn+1 − xn−1 = Jn A + Bxn for n ≥ 0. Clearly (i) holds. the solution would converge to a period-two solution. In particular. one and only one of the following three statements is true for each solution of Eq(2. we need the following result.27) holds. Statement (ii) holds if and only if J0 < 0 and β +A > 0. A + Bxn In particular. the solution {xn } is periodic with period-two. Finally (iii) holds. Now observe that xn+1 − xn−1 = β+A (xn − xn−2 ) for n ≥ 1 A + Bxn . if and only if. Convergence to Period-Two Solutions When C=0 39 there exist prime period-two solutions. Set (2. 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. Then the following statements are true: (a) β+A Jn for n ≥ 0. In this case the subsequences ∞ {x2n }∞ and {x2n−1 }∞ of the solution {xn }n=0 are both increasing and so if we can n=0 n=0 show that they are bounded. (β + A)J0 = 0. (ii) xn+1 − xn−1 < 0 for all n ≥ 0. if and only if J0 > 0 and β + A > 0.33) converges to a periodtwo solution if and only if (2.1 Assume that (2.2.34) Jn = α + β(xn−1 + xn ) − Bxn−1 xn for n ≥ 0. and let {xn }n=−1 be a solution of Eq(2.

27) holds every solution of Eq(2.33) converges to a period-two solution. A + Bx2n+1 A + Bx2n A + Bx2N +1 A + Bx2N Set Then K = |x2N − x2N −2 |. (b) When (2. .1 Assume B > 0.35) to show that the subsequences of even and odd terms of the solution are bounded. Theorem 2. . In summary we have established the following result. A + Bx2N +1 A + Bx2N A+β A+β |x2N − x2N −2 | < Kρ A + Bx2N +1 A + Bx2N A+β A+β |x2N +2 − x2N | < Kρ2 |x2N +4 − x2N +2 | = A + Bx2N +3 A + Bx2N +2 and by induction |x2N +2m − x2N +2(m−1) | < Kρm But then x2N +2m ≤ |x2N +2m − x2N +2m−2 | + . A + Bxk k=1 (2. .7. . ψ. for the sake of contradiction. + |x2N +2 − x2N | + x2N m for m = 1. Semicycles. of Eq(2. . ψ. . φ. Then the following statements hold: (a) Eq(2.33) has a prime period-two solution if and only if (2. .40 and so Chapter 2.27) holds all prime period-two solutions . that the subsequence of even terms increases to ∞. |x2N +2 − x2N | = A+β A+β < 1. . . To this end assume.28). Then there exists N ≥ 0 such that ρ= Clearly for all n > N .27) holds. Periodicity. 2. A+β A+β A+β A+β < = ρ. φ. .33) are given by (2. . Kρ + x2N 1−ρ .35) We will now employ (2. (c) When (2. . Local Stability. and Invariant Intervals n xn+1 − xn−1 = (x1 − x−1 ) β+A . 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. We will give the details for the subsequence of even terms.

8. and N = γA − αC.9) and (2. fy < 0 if x < M L + My (A + Bx + Cy)2 and fy (x.1). 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. 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.36) if xN −1 . The following table gives the signs of fx and fy in all possible nondegenerate cases. . 1. y) = where L = βA − αB. y) = N − Mx . 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 . Invariant Intervals 41 2. fx < 0 if y > − M fy > 0 fx > 0 and fy < 0 fx > 0 and fy < 0 fx < 0 and fy > 0 fx < 0 and fy > 0 L L fx > 0 if y > − M .36) are determined from the intervals where the function f (x. 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 . Signs of derivatives fx and fy fx > 0 N N fy > 0 if x < M . . Invariant intervals for Eq(2. (2.1) the partial derivatives are given by (2. . y) is monotonic in its arguments. In other words I is an invariant interval for the diﬀerence equation xn+1 = f (xn .2.10) and are fx (x. For Eq(2. (A + Bx + Cy)2 − + − − − − − − Using this table. . then xn ∈ I for every n > N .8 Invariant Intervals An invariant interval for Eq(2. xN ∈ I for some N ≥ 0. n = 0.

αC+γ ] if B = 0 and γ > βC γ−βC γ [0.42 Chapter 2. A ] if A > 0 A2 +Bα β β [ B . C ] if C > 0 [k. A−β ] if B = 0 and A > β L [0. C(γ−β) ] if B = 0 and β < γ βM K+αM L if C = 0 and BM K+AM −γL > − M −CL and −(βM + BL)K ≥ αM + AL β [0. ] if AM +(B+C)N > 2BM αM +γN N [ M . K] if A = 0 where k and K satisfy α+(β+γ)k ≤ kK ≤ α+(β+γ)K B+C B+C γ [0. B + α ] if A = 0 and β > 0 β α [0. C ] if C > 0 β β2 [ B . A−β ] if B = 0. L [− M . C ] if C > 0 [k. A ] if A > 0 [k. ] if B > 0 2B α [0. K] if C = 0 where k and K satisfy α + βk + (γ − A)K ≤ BkK ≤ α + βK − Ak β γ [ B . − M ] if L [− M . (γ − A)M + BL > 0 N M and B > 0 6 7 8 9 10 11 12 13 14 15 16 γ β [ C . and Invariant Intervals Case 1 2 3 4 5 Invariant intervals αM +(β+γ)N N N [0. ] if 2CM αM +βK+γN M AM +BK+CN M > N M . α > 0 and A > β √ β−A+ (β−A)2 +4Bα [0. (A−β)M +CN ] if B = 0 and (A − β)M + CN > 0 √ β−A+ (β−A)2 +4Bα [0. Semicycles. Local Stability. 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. α > 0 and A > β √ β+γ−A+ (β+γ−A)2 +4α(B+C) [0. ] if B > 0 2B α [0. ] if B > 0 2B α α [ A . B(β−γ) ] if C = 0 and β > γ αM −L(β+γ) αM −L(β+γ) L L [ AM −L(B+C) . B ] if B = 0 2 γ [ C . B ] if B > 0 γ γ2 [ C . B(β−γ) ] if A = 0 and β > γ αM +(β+γ)N N αM +(β+γ)N N [ AM +(B+C)N . Periodicity. M ] if AM +(B+C)N < M √ 2 αM +(β+γ)N N (β−A)M −CN + ((β−A)M −N C) +4BM (αM +γN ) [M . ] if AM −BL+CMK > − M 2BM K α [ α(A+β) . C ] if C > 0 β αB+β 2 [ B . M ] if AM +(B+C)N < M √ 2 N (γ−A)M −BN + ((γ−A)M −BN ) +4BM (αM +βN ) [M . A−β ] if B = 0. ] if B + C > 0 √ 2(B+C) 2 +4αB α β−A+ (β−A) [A. K] if C = 0 where k and K satisfy α + βk + (γ − A)K ≤ BkK ≤ α + βK − Ak γ [0. − M ] if AM −L(B+C) < − M √ 2 αM −βL+γM L (β−A)M +LC+ ((β−A)M +LC) +4BM (αM −γL) L [− M .

7. Find necessary and suﬃcient conditions so that every nonnegative solution of the diﬀerence equation (2. ∞).4 It is known (see Sections 2. every solution is periodic with period p ≥ 2. .3 Let p ≥ 2 be an integer and assume that every positive solution of Eq(2.9. . γ. Open Problem 2.39) (2. . 4.38) (2.9.5. ∞). 5. Is it true that p ∈ {2. β. 1 + xn xn + 2xn−1 .1 Assume that f ∈ C 1 [(0. (2.37) converges to a periodic solution with period p. . 1.40) 1 + xn−1 .37) is periodic with period p ≥ 2. . = 1 + xn . n = 0. ∞) × [0. 6}? Open Problem 2. if and only if every root of the characteristic equation is a pth root of unity. xn−1 ). In particular address the case p = 2.1) with α. 1.9. xn n = 0. and 6. 1.9.7. A. (0. . [0. 1. C ∈ [0.37) has the property that every one of its solutions is also periodic with the same period p? What is it that makes every positive solution of a diﬀerence equation converge to a periodic solution with period p ≥ 2 ? Open Problem 2. 4.2.9 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.7) that every positive solution of each of the following three equations xn+1 = 1 + xn+1 = xn+1 xn−1 . . . Is it true that the linearized equation about a positive equilibrium point of Eq(2. n = 0. n = 0.9. ∞)] and let p ≥ 2 be an integer. Open Problems and Conjectures 43 2. (2. . ∞)] is such that every positive solution of the equation xn+1 = f (xn . . ∞) converges to a solution with period p . ∞) × (0. . . 6. Open Problem 2.2 Let f ∈ C 1 [[0. B.

33) is bounded. (2. .44 Chapter 2. A. . φ.9.3 Assume α.1 Assume α. B.7. Semicycles.5 Assume α. and Invariant Intervals converges to a solution with (not necessarily prime) period-two: . Conversely.2. B. Show that every positive solution of Eq(2. 6. C ∈ (0. B. ∞) and that Eq(2. A. . ∞) for which the solution {xn }∞ n=−1 converges to the period-two solution (2. B ∈ (0. ∞) and that Eq(2. ∞) × (0. γ. . determine all initial conditions (x−1 .41) In each case. Conjecture 2. .39) or Eq(2. (See Sections 2. A. Local Stability.41). determine φ and ψ in terms of the initial conditions x−1 and x0 . A. Periodicity.1) has a positive prime period-two solution. x0 ) ∈ (0.1) is bounded.1) has no period-two solution.) Conjecture 2. β.9. ψ. and 10. Show that the positive equilibrium is globally asymptotically stable. Open Problem 2. 4. ∞).9. Determine the set of initial conditions x−1 and x0 for which the solution {xn }∞ n=−1 of Eq(2.1) is a saddle point. γ. C ∈ (0. γ. ψ. β.41) is a period-two solution of Eq(2. β.9. . ∞) and γ > β + A. . Show that the positive equilibrium of Eq(2. 6. if (2.7.7. γ.40).2 Assume α. C ∈ (0. Conjecture 2. β.5.38) or Eq(2. . φ.

8 Assume f ∈ C[(0.1 to third order diﬀerence equations xn+1 = α + βxn + γxn−1 + δxn−2 .9. β. 1. . A.7.9. with nonnegative parameters and nonnegative initial conditions such that γ = β + δ + A.4 Assume that α.9. γ.1) is bounded. A + Bxn−1 + Dxn−2 n = 0.2.9 Extend Theorem 2. β. ∞)].9. A. Show that Eq(2.9. (See Section 5. ∞). ∞). .7 Assume f ∈ C[(0. . ∞). Conjecture 2. .6 Assume α.1) cannot have a positive prime two cycle which attracts all positive non-equilibrium solutions. Open Problem 2. Obtain necessary and suﬃcient conditions on f for every solution of the diﬀerence equation xn+1 = to be bounded. xn n = 0. . . ∞).2). 45 Obtain necessary and suﬃcient conditions in terms of the coeﬃcients so that every positive solution of Eq(2. Open Problem 2. (0. Open Problem 2. . C ∈ [0. Open Problems and Conjectures Open Problem 2. 1. γ. f (xn ) . . (0. . B.9. (See Section 4. C ∈ [0.7). 1. Obtain necessary and suﬃcient conditions on f for every positive solution of the equation xn+1 = 1 + to converge to a period-two solution. ∞)]. What additional conditions should the parameters satisfy? . f (xn−1 ) . xn−1 n = 0. B.

9.42) to be a repeller. or nonhyperbolic? Extend these results to fourth order diﬀerence equation xn+1 = f (xn . . . n = 0. .10 Extend the linearized stability Theorem 1. or a saddle point. xn−3 ). and Invariant Intervals Open Problem 2. n = 0. (2. xn−2 . Periodicity. xn−2 ). . 1. .1 to third order difference equations xn+1 = f (xn . . But how about necessary and suﬃcient conditions for the equilibrium of Eq(2. Local Stability. Semicycles. xn−1 . .1. . xn−1 .46 Chapter 2. . 1.42) For the equation λ3 + aλ2 + bλ + c = 0 one can see that all roots lie inside the unit disk |λ| < 1 if and only if |a + c| < 1 + b |a − 3c| < 3 − b b + c2 < 1 + ac .

1. 1)-Type Equations 3. . Bxn n = 0. A Eq(1) contains the following nine equations of the (1. . (3. B n = 0. . . . . . . (3. . .6) . . .1) xn+1 = α . (3. (3. .4) xn+1 = β . A n = 0. Cxn−1 47 n = 0. . . (3.5) xn+1 = βxn . 1. 1. Cxn−1 n = 0. .Chapter 3 (1.1 Introduction α .3) xn+1 = βxn . (3. 1. 1)-type: xn+1 = n = 0. . 1. 1. .2) xn+1 = α .

. 1. and (3. (3. Bxn n = 0. every other solution of Eq(3.9) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. Eqs(3.5). Of these nine equations. . yn−1 n = 0. . 1)-Type Equations xn+1 = γxn−1 .6) and (3. .7) xn+1 = and γxn−1 . . . . . Eqs (3. y0 1 1 y−1 . A n = 0. .10) has prime period six.10) It is easy to see that every positive solution of Eq(3.7) are linear diﬀerence equation.2) is periodic with period two and every solution of Eq(3. 1. . . C n = 0.1). the initial conditions are nonnegative.4) and (3. y−1 y−1 y0 y0 It is interesting to note that except for the equilibrium solution y = 1. Indeed the solution with initial conditions y−1 and y0 is the six-cycle: y−1 .48 Chapter 3. 1. are treated in the next two sections.4) is periodic with period four. 1)-type Eq(3.8). ..6) which by the change of variables xn = reduces to the equation yn+1 = yn . The remaining two equations. 1.. . namely. .. (3. Every solution of Eq(3.8) xn+1 = γ . .9) are trivial. (3. 3. Eqs(3. (3. . .2 The Case α = γ = A = B = 0 : xn+1 = β yn C βxn Cxn−1 This is the (1. . (1. (3. . and the denominators are always positive.10) is periodic with period six. y0 .

. The general solution of Eq(3. 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(3.6). The Case α = β = A = C = 0 : xn+1 = γxn−1 Bxn 49 γxn−1 Bxn 3.8) which by the change of variables xn = reduces to the linear equation yn+1 + yn − yn−1 = 0. Eq(3. . . where f ∈ C[(0. while Eq(3. respectively.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. which possess the property that every positive nontrivial solution of each of these two equations is periodic with the same prime period. n = 0.4 Open Problems and Conjectures Of the nine equations in this chapter we would like to single out the two nonlinear equations.2) and (3. ∞). ∞)]. .14) (3.7) is periodic with period two but this is a linear equation. . .3. Eq(3. (3. namely two and six.3 The Case α = β = A = C = 0 : xn+1 = γ yn e B This is the (1.2) is of the form xn+1 = f (xn ). 1.12) . (0. ∞) × (0. 1. 3. 1. (0. 1)-type Eq(3. ∞). where f ∈ C[(0. (3.2). xn−1 ). from which the behavior of solutions is easily derived.11) + C2 −1 − 2 √ 5 n . .6) is of the form xn+1 = f (xn . Also every solution of Eq(3. . .11) is yn = C1 −1 + 2 √ 5 n n = 0.13) n = 0.3. (3. n = 0. . . (3. . ∞)]. .

Open Problem 3. 1)-Type Equations Open Problem 3.4.4. . 7. Obtain necessary and suﬃcient conditions on α. Obtain necessary and suﬃcient conditions on f so that every positive solution of Eq(3. β. 8.16) is periodic with prime period six. k = 5. [0.4.15) holds. . Show that f (x) = x. γ ∈ (−∞. [0.13) holds. . Obtain necessary and suﬃcient conditions on f so that every positive solution of Eq(3. n = 0. ∞)] be such that every positive nontrivial solution of the diﬀerence equation xn+1 = f (xn ) . [17].1 Let f ∈ C 1 [[0. xn−1 n = 0.1 Let k ≥ 2 be a positive integer and assume that (3. 6.12) is periodic with period k. 1. In particular address the cases: (See [10]. (3. . 6.2 Let k ≥ 2 be a positive integer and assume that (3.14) is periodic with period k. 9.16) is periodic with prime period ﬁve.2 Let f ∈ C 1 [[0. . with real initial conditions is periodic with period k. β.4. ∞).50 Chapter 3. Conjecture 3.) Conjecture 3. γ so that every solution of the equation xn+1 = α |xn | + βxn−1 + γ. . Show that f (x) = 1 + x. ∞)] be such that every positive nontrivial solution of the diﬀerence equation (3. .3 Let k be a positive integer and assume that α. Open Problem 3. 1. 5. and [59]. ∞).4. In particular address the cases k = 4. (1. ∞).

In each of n=0 the following cases investigate the asymptotic behavior of all positive solutions of the diﬀerence equation pn x n xn+1 = .18) xn−1 ∞ (i) {pn }n=0 converges to a ﬁnite limit. . . f (xn ) . n=0 .17) Open Problem 3. . n = 0. . (3.4. 1. Open Problems and Conjectures 51 Open Problem 3. n=0 (iii) {pn }∞ is periodic with prime period k ≥ 2.4. (3. ∞). . . 1.4 Obtain necessary and suﬃcient conditions on f ∈ C[[0. [0. ∞)] such that every positive nontrivial solution of the equation xn+1 = is periodic with prime period three. .3. (ii) {pn }∞ converges to ±∞.4. xn−1 n = 0.5 Let {pn }∞ be a sequence of nonzero real numbers.

.

2)-type: xn+1 = n = 0. Bxn + Cxn−1 n = 0. . . . (4. (4. A + Cxn−1 n = 0. 2)-Type Equations 4. . 1. . .6) .4) xn+1 = βxn .2) xn+1 = α . 1. . Bxn + Cxn−1 53 n = 0. (4. A + Cxn−1 n = 0. . 1.5) xn+1 = βxn . . . (4. . . 1. . (4. A + Bxn Eq(1) contains the following nine equations of the (1.1) xn+1 = α . . . (4.1 Introduction α . . 1.3) xn+1 = βxn . 1. .Chapter 4 (1. . A + Bxn n = 0.

2)-Type Equations xn+1 = γxn−1 . .8).1). and the denominators are always positive.4) are Riccati-type diﬀerence equations. Indeed if {xn } is a solution of Eq(4. Also Eqs(4. (4. 1. . . Similarly.1) and (4. (4.9) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. Eqs(4. .8) will not be discussed any further in this chapter. (See Section 1. (1. 4. In view of the above.54 Chapter 4. and (4. β β n = 0. A + Bxn n = 0. A + Cxn−1 n = 0. .1) which by the change of variables xn = . 2)-type Eq(4. 1. if {xn } is a solution of Eq(4. . . . (4. . . 1.4).4) to the linear equation yn+1 = A B yn + . .2) and (4. 1. . .7) xn+1 = and xn+1 = γxn−1 . namely Eqs(4. then the subsequences {x2n−1 } and {x2n } satisfy the Riccati equation γyn n = 0.8) γxn−1 .2).2 The Case β = γ = C = 0 : xn+1 = A yn B α A+Bxn This is the (1. . Two of these equations. then the subsequences {x2n−1 } and {x2n } satisfy the Riccati equation of the form of Eq(4. the initial conditions are nonnegative. .8) are essentially Riccati equations. Bxn + Cxn−1 n = 0.2). 1. . .6 in the Preliminary Results). yn+1 = A + Cyn It is also interesting to note that the change of variables xn = 1 yn reduces the Riccati equation (4. from which the global behavior of solutions is easily derived. (4.

) We will ﬁrst show that every solution of Eq(4. (4. n→∞ . 1. A2 The Riccati number associated with this equation (see Section 1. Proof. .12) is bounded from above then it is also bounded from below and vice-versa.1 The positive equilibrium y= −1 + √ 2 1 + 4p of Eq(4. .4. (See also [12]. . So if the theorem is false there should exist a ∞ solution {yn }n=−1 which is neither bounded from above nor from below. Theorem 4.3. yn yn−1 n = 0. .12) is bounded and persists.3) which by the change of variables √ α xn = yn is transformed to the diﬀerence equation yn+1 = C B + .6.1 Every solution of Eq(4.12) is bounded and then we will use the method of “limiting solutions” to show that every solution of Eq(4. Theorem 4.11) (4. 1 + yn p= n = 0.3.3 The Case β = γ = A = 0 : xn+1 = α Bxn +Cxn−1 This is the (1. (4.12) was investigated in [65].2. The Case β = γ = A = 0 : xn+1 = reduces to the Riccati equation yn+1 = where α Bxn +Cxn−1 55 p .6) is R = −p < 0 and so the following result is a consequence of Theorem 1.10) is globally asymptotically stable. . .2.10) αB . 4.12) Eq(4. It is easy to see that if a solution of Eq(4. 1. That is. .12) converges to √ its equilibrium B + C. 2)-type Eq(4. lim sup yn = ∞ and n→∞ lim inf yn = 0.

. .12) is globally asymptotically √ B + C is (4. j − 1}. 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. let {yn }∞ n=−1 be a solution of Eq(4. y is locally asymptotically stable for all positive values of B and C. B + C < yi yj ≤ B + C which is impossible. S0 = S B C + . . It remains to be shown that y is a global attractor of all solutions of Eq(4.12). Theorem 4. The linearized equation of Eq(4.56 Chapter 4. . . .1 . −2. yn yn−1 n = −3.2 The equilibrium y = stable. To ∞ this end. . . B C B+C + > yj−1 yj−2 yi C B+C B + ≤ .13) for all n ∈ {−1. .1. (1. yi−1 yi−2 yj Proof. B+C B+C n = 0. n→∞ for n ≥ −1.12). 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 . . By the theory of limiting solutions (see Section 1.3. {yn }n=−1 is bounded and persists.12) about the equilibrium y = zn+1 = − B C zn − zn−1 .5) there exist two solutions {In }∞ n=−3 and {Sn }∞ n=−3 of the diﬀerence equation yn+1 = with the following properties: I0 = I. .3. and S = lim sup yn . 2 √ B + C of Eq(4. and by Theorem 1. Then by Theorem 4. 1.1. .

15) we conclude that S=I and the proof is complete.15) 2 4. I−1 I−2 S B + C = SI.4.Pielou’s This is the (1. . and I= Hence Thus B C B+C B C + =S= = + S−1 S−2 I I I from which it follows that S−1 = S−2 = I. 1.14) and (4. (4. C βxn A+Cxn−1 . . . S= B C B+C + ≤ S−1 S−2 I C B+C B + ≥ . Sn ∈ [I. (4.4.5) which by the change of variables xn = reduces to Pielou’s diﬀerence equation yn+1 = where p= pyn . S] for n ≥ −3. From (4. The Case α = γ = B = 0 : xn+1 = and Then βxn A+Cxn−1 . Therefore B C B C + = I = S−1 = + S S S−2 S−3 S = S−2 .4 The Case α = γ = B = 0 : xn+1 = Equation A yn .16) . A n = 0. 1 + yn−1 β .Pielou’s Equation 57 In . 2)-type Eq(4.14) from which it follows that (4.

58 Chapter 4. .22) and ([67].16) that every positive solution converges to 0.18) . 2)-type Eq(4.16) is when p > 1. it follows from Eq(4. (4. Then the zero equilibrium of Eq(4.6) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = p + yn . . So the interesting case for Eq(4. Theorem 4. 4.5 The Case α = γ = A = 0 : xn+1 = β . (b) Assume y0 ∈ (0. (See also ([42].16) is globally asymptotically stable. x is globally asymptotically stable. Then the positive equilibrium y = p − 1 of Eq(4. (1. p.16) is unstable and Eq(4. We summarize the above discussion in the following theorem. 1.1 (a) Assume p ≤ 1.16) possesses the unique positive equilibrium y = p − 1.2. 2)-Type Equations This equation was proposed by Pielou in her books ([66]. ∞) and p > 1. p + yn−1 n = 0. In fact by employing Theorem 1. . (4. which is locally asymptotically stable.75). it follows that when (4. t≥0 dt P which is a prototype of modelling the dynamics of single-species.16) was investigated in [55]. B + Cyn βxn Bxn +Cxn−1 This is the (1. Furthermore. 0 is locally asymptotically stable when p ≤ 1 and unstable when p > 1.79) as a discrete analogue of the delay logistic equation dN N (t − τ ) = rN (t) 1 − .) When p ≤ 1.17) holds.17) In this case the zero equilibrium of Eq(4. p.4.4.16) is globally asymptotically stable. Eq(4. p.

p + yn n = 0. every solution of Eq(4. 0 is a repeller and y = 1 − p is a saddle point equilibrium. C Eq(4. Then 0 and y = 1 − p are the only equilibrium points of Eq(4. It follows directly from Eq(4.19) and they are both unstable.1.7. except possibly for the ﬁrst semicycle.19) (see also Section 2. γ Eq(4. 1. The following local result is a straightforward application of the linearized stability Theorem 1. B γxn−1 A+Bxn This is the (1.1.1. 2)-type Eq(4.1 (e). Lemma 4.19) is a consequence of Theorem 1.5) that 1 yn+1 < yn−1 p and so when p>1 for n ≥ 0 . .4.19) A ∈ (0.19) was investigated in [28].19) and it is locally asymptotically stable.1 (a) Assume p > 1.18) was investigated in ([42] Corollary 3.4. Then 0 is the only equilibrium point of Eq(4. p.7) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= yn−1 . . The oscillatory character of the solutions of Eq(4.6 The Case α = β = C = 0 : xn+1 = γ yn .19) has semicycles of length one. (4. (b) Assume p < 1. That is. p= 4. . In fact. The Case α = β = C = 0 : xn+1 = where γxn−1 A+Bxn 59 B . ∞).6. 73) where it was shown that its equilibrium one is globally asymptotically stable .6.

19) is globally asymptotically stable. . 1. It follows from the identity (1 − p) − yn yn−1 . n = 0. . . 1. φ.20) C ∈ (0. yn+1 < yn−1 for n ≥ 0 and so every positive solution of Eq(4. ψ. ψ. φ. .60 Chapter 4. ∞). On the other hand when p = 1. . B This equation was investigated in [7] where it was shown that the following statements are true: p= . .19) converges to a period-two solution . 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 Equations the zero equilibrium of Eq(4. . . 2)-type Eq(4. . (1. 4. (4. . . yn n = 0. yn+1 − yn−1 = p + yn that every oscillatory solution is such that the subsequences of even and odd terms converge monotonically one to ∞ and the other to 0. . . Furthermore we can see that φψ = 0 but whether there exists solutions with φ=ψ=0 remains an open question.7 The Case α = β = A = 0 : xn+1 = γ Byn γxn−1 Bxn +Cxn−1 This is the (1.9) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = p + where yn−1 .

20) converges to a period-two solution. Then {yn }∞ n=−1 is oscillatory.7.20) which are unbounded. ∞ (b) Let {yn }n=−1 be a solution of Eq(4. . 1.20) such that 0 < 1 y−1 ≤ 1 and y0 ≥ 1−p .7. The linearized equation of Eq(4.20) is y = p + 1.21) As a simple consequence of the linearized stability Theorem 1. Clearly the only equilibrium point of Eq(4. . and let {yn }∞ n=−1 be a solution of Eq(4.20) is locally asymptotically stable when p > 1 and is an unstable saddle point when p < 1.7.7.1 The equilibrium point y = p + 1 of Eq(4. and so y0 > p + 1.4.7. (4. Then {yn }∞ n=−1 converges monotonically to y = p + 1.7. It suﬃces to show that y1 ∈ (p. (ii) When p = 1.20) which consists of at least two semicycles.1 we obtain the following result: Theorem 4. with the possible exception of the ﬁrst semicycle. n→∞ y2n+1 = p. the equilibrium y = p + 1 of Eq(4. Theorem 4. every solution of Eq(4.1.20) about the equilibrium point y = p + 1 is zn+1 + 1 1 zn − zn−1 = 0. Note that 1 1−p > p + 1. Moreover. .20) which consists of a single semicycle. p+1 p+1 n = 0.2 (a) Let {yn }∞ n=−1 be a solution of Eq(4. n→∞ lim 2. lim y2n = ∞. Theorem 4.1. 4. We now proceed to establish the above results. 1] and y2 ≥ p + y0 and use induction to complete the proof. .20) is globally asymptotically stable. every semicycle has length one. In fact the following result is true. 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. (iii) When p > 1.1 The Case p < 1 Here we show that there exist solutions of Eq(4.3 Let p < 1. Then the following statements are true: 1. Proof. .20) to be bounded. The next result about semicycles is an immediate consequence of some straightforward arguments and Theorem 1.

20) converges to a period-two solution if and only if p = 1. p m = 0.20). and let {yn }∞ n=−1 be a solution of Eq(4.20) is globally asymptotically stable.5. Then the following statements are true. n→∞ p p−1 n→∞ Proof. Also. Theorem 4. .20). See also Section 2.20). .7.1 and some straightforward arguments.62 Indeed y1 = p + y1 y0 Chapter 4. . (1. It follows from Theorem 4.3 The Case p > 1 Here we show that the equilibrium point y = p + 1 of Eq(4. y2n+1 < p + So as every solution of the diﬀerence equation 1 ym+1 = p + ym . ∞ (b) Suppose {yn }∞ n=−1 consists of at least two semicycles. y2n−1 . Hence y2 = p + y0 y1 ≥ p + y0 . p2 We shall ﬁrst show that lim supn→∞ yn ≤ p−1 . (c) Every solution of Eq(4. y1 = p + y−1 1 ≤p+ ≤ 1. y0 y0 2 and so y1 ∈ (p.7. 1. and that p < y0 < p + 1 < y−1 .1 Let p > 1. 1]. p . The following result will be useful.4 Let p = 1.7.7. Then p+ p2 p−1 ≤ lim inf yn ≤ lim sup yn ≤ .7. Lemma 4. Then {yn }∞ n=−1 converges monotonically to y = 2. 2)-Type Equations > p. Note that for n ≥ 0. that p < yn for all n ≥ −1. 4. 4.2 The Case p = 1 The following result follows from Lemma 2.2 that we may assume that every semicycle of {yn }∞ n=−1 has length one. ∞ (a) Suppose {yn }n=−1 consists of a single semicycle. Then {yn }n=−1 converges to a prime period-two solution of Eq(4. and let {yn }∞ n=−1 be a solution of Eq(4.7.

Then > 0. p−1 f p. ∞) for each x ∈ (0. It suﬃces to show that lim yn = p + 1. y) < for all x. y) = p + . and f is increasing in y ∈ (0.7.1 that y = p + 1 is a locally asymptotically stable equilibrium point of Eq(4. . ∞). p2 + y2n−1 < .7. Let p N ≥ 0 such that for all n ≥ N . it follows that lim supn→∞ yn ≤ p−1 . we have p−1 p3 + p(p − 1) =p+ . ∞) × (0. x Then f ∈ C[(0. p2 − p p−1 p2 + . There clearly exists y2n = p + So as p−1 p3 + p + p(p − 1) y2n−2 >p+p 2 = . p−1 For x.5 Let p > 1. ∞)] .7. and set a = p and b = Note that f and p2 + . n→∞ y f (x.20). (0. f is decreasing in x ∈ (0. ∞). We shall next show that p + p−1 ≤ lim inf n→∞ yn .20). ∞) for each y ∈ (0. Then the equilibrium y = p + 1 is globally asymptotically stable. So let {yn }∞ n=−1 be a solution of Eq(4. y ∈ (0. lim inf yn ≥ 2 n→∞ p p 2 We are now ready for the following result. ∞). ∞). y ∈ p. We know by Theorem 4. p−1 Let n ≥ N .p = p + p 2 p−1 p + p2 + p−1 p2 + p−1 = p2 + p3 + p = .4. set p−1 p2 + >p . Recall that by Theorem 4.20) with prime period two.7. Let > 0. there exist no solutions of Eq(4.4. Hence p < f (x. Theorem 4. y2n−1 p + p2 + is arbitrary. The Case α = β = A = 0 : xn+1 = 2 γxn−1 Bxn +Cxn−1 2 63 p p converges to p−1 . Proof.

B ∈ (0. .8.1 Let . . . . is well deﬁned for all n ≥ 0. y0 with y−1 y0 < 0 for which the equation yn+1 = B A .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]. Show that every solution of Eq(4. ∞) and k. (b) Assume that the initial conditions y−1 .8. . and [61].8 Open Problems and Conjectures xn+1 = A xn−k + B . . . n=−l Open Problem 4. x0 are arbitrary positive real numbers.1 Consider the diﬀerence equation where and where the initial conditions x−l . . .) Open Problem 4. φ2 .22). . B ∈ (0. l ∈ {0. x0 such that {xn }∞ converges to this periodic solution. p−1 p2 + p2 ≤ lim inf yn ≤ lim sup yn ≤ < n→∞ p p−1 p−1 n→∞ n→∞ lim yn = p + 1. y0 are such that y−1 y0 < 0 and such that Eq(4. . [23]. .4. . . .64 Finally note that by Lemma 4.2 (see [18]) Assume that A. (4.6. [60]. be a given prime period p solution of Eq(4. A+B A+B A. xn−l n = 0.22) Conjecture 4. ∞).} with k < l. (a) Find all initial conditions y−1 . Determine the set of all positive initial conditions x−l .7. 1. . 1.22) converges. . + yn yn−1 (4. Investigate the global behavior of the solution {yn }.8. . 2)-Type Equations and so by Theorem 1. (1. φ1 . . . Is it bounded? Does limn→∞ yn exist? When does {yn } converge to a two cycle? . [25]. 2 4. . p<p+ Chapter 4.23) is well deﬁned for all n ≥ 0. . .23) A B λl−k + = 0. . φp .

8. for these initial points. Open Problems and Conjectures 65 Conjecture 4. Determine all initial conditions y−1 .8.8.8.2 Assume that p = 1. and the periodic ∞ nature of the solution {yn }n=−1 of Eq(4.19) is bounded. the asymptotic behavior. ∞) ∞ for which the solution {yn }n=−1 of Eq(4. Open Problem 4.3 Show that Eq(4.8. Open Problem 4. .5 (a) Assume p ∈ (0. x0 ) ∈ R × R is such that the equation (4.6 (See [13]) Find the set G of all initial points (x−1 .19) has a solution which converges to zero.4 Assume that (x−1 . ∞).4 Determine the set G of all initial conditions (y−1 .24) xn is well deﬁned for all n ≥ 0. Open Problem 4. Open Problem 4. y0 ∈ (0. y0 ∈ R such that the equation (4. For such an initial point. y0 ∈ R be such that Eq(4.4. Conjecture 4.8.20) is well deﬁned for all n ≥ 0.8.24) is well deﬁned for all n ≥ 0 and bounded.20). investigate the global character ∞ of {yn }n=−1 . Show that {xn }∞ n=−1 is a three cycle. Show that Eq(4. investigate the boundedness. (b) Let y−1 .8. y0 ) ∈ R × R through which the equation yn−1 yn+1 = 1 + yn is well deﬁned for all n ≥ 0 and.20) is well deﬁned for all n ≥ 0. (c) Discuss (a) and (b) when p < 0. Conjecture 4.3 Assume that p < 1. Determine the set of initial conditions y−1 . x0 ) ∈ R × R through which the equation xn−1 xn+1 = −1 + (4.20) possesses a solution {yn }∞ n=−1 which remains above the equilibrium for all n ≥ −1.

xn + xn−1 n = 0. .8. ai ∈ (0. .8 Let a. . . Obtain necessary and suﬃcient conditions on f for every positive solution of the equation xn+1 = to be bounded. . . + ak xn−k n = 0. . and [67]. 1. (0.9 (See [5]) For which initial values x−1 .8. 1. . . 1. Show that every positive solution of the population model Jn+1 = Jn−1 er−(Jn +Jn−1 ) .7 Let f ∈ C[(0.8. . with positive initial conditions. Conjecture 4. n = 0. (1. 1. ∞). n = 0.66 Chapter 4. with positive initial conditions is globally asymptotically stable if and only if kπ α−1 . . . .) Assume α ∈ (1. [66].5 (See [27]) Assume r ∈ (0.}. 2)-Type Equations Open Problem 4. . a + a0 xn + . ∞).6 (Pielou’s Discrete Logistic Model. Show that the positive equilibrium of Pielou’s discrete logistic model xn+1 = αxn . xn+1 = 1 + xn converges to two? . Investigate the global asymptotic stability of the equilibrium points of the diﬀerence equation xn+1 = xn . 1. k. converges to a period-two solution. . ∞) for i = 0. 1 + xn−k n = 0.8. 1.8. . < 2 cos α 2k + 1 Open Problem 4. . . Open Problem 4. x0 ∈ (0. . . f (xn ) . ∞) does the sequence deﬁned by xn−1 . . . . ∞)]. ∞) and k ∈ {0. . see [55]. Conjecture 4.

yn yn−1 pn yn . . ∞) such that the solutions {yn }∞ n=−1 of Eq(4. ∞ More precisely. . 67 (4. 0. ∞) through which the solutions of Eq(4. n = 0.7) Open Problem 4. 1. n = 0. .8.25) converges to a period-two solution . . Open Problems and Conjectures (See also Section 4. lim p = n→∞ pn . ∞ One can easily see that every solution {yn }n=−1 of Eq(4. each of the subsequences {y2n }∞ and {y2n+1 }n=−1 is decreasing and n=0 lim [n→∞ y2n ][n→∞ y2n+1 ] = 0. ﬁnd the basin of attraction of the equilibrium of Eq(4. . .10 (See [31]) Consider the diﬀerence equation yn+1 = yn−1 e−yn . . lim (a) Find all initial points y−1 . y0 ∈ (0. 1.27) .8.12 Let {pn }∞ be a convergent sequence of nonnegative real numn=0 bers with a ﬁnite limit.26) (4. (4.11 Assume p ∈ (0.25). (b) Determine the limits of the subsequences of even and odd terms of every solution of Eq(4. . Investigate the asymptotic behavior and the periodic nature of all positive solutions of each of the following diﬀerence equations: yn+1 = yn+1 = 1 pn + .8.20) are bounded. . Investigate the asymptotic behavior of {yn }n=−1 . 1 + yn−1 n = 0. 0. .8.25). In other words. (a) Find the set B of all initial conditions y−1 . . 1. . y0 ∈ B. y0 ∈ [0. 1). . .4. Open Problem 4. . .25) converge to zero. . in terms of the initial conditions y−1 and y0 of the solution. ∞ (b) Let y−1 . Open Problem 4. .25) with nonnegative initial conditions.

. 1 − yn (4.14 For each of the following diﬀerence equations determine the “good” set G ⊂ R × R of all initial conditions (y−1 .28) (4.29) (4. yn For those equations from the above list for which you were successful. investigate the long term behavior of the solution {yn }∞ n=−1 : yn+1 = yn .34) yn+1 = yn+1 = −1 + yn−1 . n = 0. 1.26) .30) yn+1 = yn+1 = pn + Open Problem 4.13 Let {pn }∞ be a periodic sequence of nonnegative real numbers n=0 with period k ≥ 2. . 1 − yn−1 1 + yn . Investigate the global character of all positive solutions of each of Eqs(4.31) yn+1 = (4. pn + yn yn−1 . . (4. .32) (4. . . . y0 ) ∈ R × R through which the equation is well deﬁned for all n ≥ 0.8.68 pn + yn . 1. (1. . .8. .30). 1. y0 ) ∈ G. yn Chapter 4. extend your result by introducing arbitrary real parameters in the equation. Open Problem 4.(4. 1 − yn−1 yn−1 . pn + yn−1 yn−1 . 2)-Type Equations yn+1 = n = 0. n = 0. Then for every (y−1 .33) (4. .

1. . 1.2) xn+1 = α + βxn .1 Introduction α + βxn . . .5) xn+1 = α + γxn−1 . Bxn n = 0. (5. (5. . 1. 1. Cxn−1 n = 0. . .Chapter 5 (2. . 1)-type: xn+1 = n = 0. . (5. . (5. 1. Cxn−1 69 n = 0. (5. 1)-Type Equations 5.3) xn+1 = α + γxn−1 . A n = 0. .1) xn+1 = α + βxn . Bxn n = 0.4) xn+1 = α + γxn−1 . . (5.6) . . . . . . . . A Eq(1) contains the following nine equations of the (2. 1.

3) and (5. . (5. which was investigated in Section 4. 1)-type Eq(5.18) with p = β .2 The Case γ = A = B = 0 : xn+1 = Equation p + yn . which was investigated in Section 4.8) to Eq(4. 1. (5.7) are linear. the initial conditions are nonnegative.Lyness’ This is the (2. . 1. and the denominators are always positive. yn−1 α+βxn Cxn−1 . Bxn n = 0. Of these nine equations. . . . .2).3) which by the change of variables reduces to the equation yn+1 = n = 0. (5. . C C γ reduces Eq(5. Eqs(5. (2. (5. γ Finally the change of variables xn = γ β + yn . A n = 0. . (5.70 Chapter 5.2) is a Riccati equation and Eq(5.7. Therefore there remain Eqs(5. 1. . 1)-Type Equations xn+1 = βxn + γxn−1 . .7) xn+1 = and xn+1 = βxn + γxn−1 . 1.1). Eq(5. . Cxn−1 n = 0.9) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. .5. B reduces Eq(5.9) to Eq(4.6) is essentially like Eq(5.10) . which will be investigated in the next two sections.20) with p = β .5).4) and (5.8) βxn + γxn−1 . . The change of variables γ xn = yn . 5.

Concerning the semicycles of solutions of Eq(5. . (See ([42]. y0 . See [11].5. after the ﬁrst one. 1. . . y−1 y−1 y0 y0 Eq(5. It was also shown in [44] by using KAM theory that the positive equilibrium y of Eq(5.11) yn−1 every solution of which is periodic with period ﬁve.12) from which it follows that every solution of Eq(5.10) is bounded from above and from below by positive constants. This result was also established in [49] by using a Lyapunov function. p.11) with initial conditions y−1 and y0 is the ﬁve-cycle: y−1 . (b) Every nontrivial semicycle. n = 0.10) where αC .10) is stable but not asymptotically stable. [71]. 131) for the history of the problem.2. Then the following statements about the positive solutions of Eq(5.2. [43]. and [72] and the references cited therein. The Case γ = A = B = 0 : xn+1 = where α+βxn Cxn−1 .10) the following result was established in [43]: Theorem 5. There is substantial literature on Lyness’ Equation. (5. β2 p=1 was discovered by Lyness in 1942 while he was working on a problem in Number Theory. Indeed the solution of Eq(5.1 Assume that p > 0.10) possesses the invariant In = (p + yn−1 + yn ) 1 + 1 yn−1 1+ 1 yn = constant (5. . [57]-[59]... the equation becomes 1 + yn yn+1 = . 1 + y0 1 + y−1 + y0 1 + y−1 .Lyness’ Equation 71 p= The special case of Eq(5.) In this special case. . It was shown in [30] that no nontrivial solution of Eq(5. [42].10) are true: (a) The absolute extreme in a semicycle occurs in the ﬁrst or in the second term. contains at least two and at most three terms.10) has a limit. .. .

yn (5. γ2 Eq(5. .10) is bounded from above and from below by positive numbers. . Concerning the nonoscillatory solutions of Eq(5.3 The Case β = A = C = 0 : xn+1 = γ yn B n = 0.1 Show that every solution of Lyness’ Eq(5.1 one can see that except possibly for the ﬁrst semicycle.7. 1)-Type Equations 5.1 one can see that the unique equilibrium point √ 1 + 1 + 4p y= 2 of Eq(5. To this day we have not found a proof for the boundedness of solutions of Eq(5.12). .13) was investigated in [28].13) either approaches the positive equilibrium y monotonically or it oscillates about y with semicycles of length one in such a way that {y2n } and {y2n+1 } converge monotonically one to zero and other to ∞. 1)-type Eq(5.72 Chapter 5.13) is a consequence of the identity yn+1 − yn−1 = yn−1 − yn−2 yn for n ≥ 1. The global character of solutions of Eq(5.13) converges monotonically to the equilibrium y.13) is a saddle point. every oscillatory solution of Eq(5. 1. 5.13) has semicycles of length one.13) αB . By the linearized stability Theorem 1. α+γxn−1 Bxn This is the (2. .5) which by the change of variables xn = reduces to the equation yn+1 = where p= p + yn−1 . Open Problem 5. (2.10) is bounded without using the invariant (5. By Theorem 1.13) one can easily see that every nonoscillatory solution of Eq(5.10) without using essentially the invariant. From this it follows that a solution of Eq(5.1. one can easily see that every solution of Lyness’ Eq(5.4.12).4 Open Problems and Conjectures By using the invariant (5.

∞)] and that the diﬀerence equation (5. Open Problem 5.) Assume p ∈ (−∞.14) about x does not have both eigenvalues in |λ| < 1 and does not have both eigenvalues in |λ| > 1.4 (See [26].2 Assume that f ∈ C[(0.4. Conjecture 5.15) is well deﬁned for all n ≥ 0. 1. ∞). To illustrate. y0 ∈ (−∞.14) possesses a (nontrivial) invariant.4. Determine the set G of all initial conditions y−1 . Open Problems and Conjectures 73 Open Problem 5. xn−1 n = 0.4. we oﬀer the following open problems and conjectures.14) Open Problem 5. . ∞). Conjecture 5. ∞) through which Eq(5. (0.15) may not even be well deﬁned for all n ≥ 0.14) possesses a unique positive equilibrium point x and a nontrivial invariant. What is it that makes Lyness’ equation possess an invariant? What type of diﬀerence equations possess an invariant? Along these lines. ∞). When we allow the initial conditions to be real numbers the equation yn+1 = p + yn yn−1 (5. (0. Obtain necessary and suﬃcient conditions in terms of f so that every positive solution of the diﬀerence equation xn+1 = is bounded. ∞).1 Assume that f ∈ C[(0.4.4.3 Assume that f ∈ C[(0.2 Let G be the set of initial conditions deﬁned in the Open problem 5. ∞)].4.5. Show that the subset of G through which the solutions of Eq(5. Show that the linearized equation of Eq(5. we oﬀer the following open problems and conjectures. f (xn ) . . . Obtain necessary and suﬃcient conditions in terms of f so that the diﬀerence equation (5. ∞)].4.4. (5. (0. .15) are unbounded is a set of measure zero.

74 Chapter 5.4 Show that every positive solution of the equation yn+1 = converges to a period-six solution. yn n = 0. . y0 ) ∈ (−∞. . Open Problem 5.5 Determine all positive integers k with the property that every positive solution of the equation yn+1 = is periodic.15) is not well deﬁned for all n ≥ 0. converges to a period-three solution.5 (See [20]) Show that every positive solution of the equation yn+1 = 1 1 . 1. ∞).3 Assume p ∈ (−∞.4. yn−1 yn−3 n = 0.4.4. ∞) × (−∞. Show that the set of points (y−1 . Conjecture 5. (2. . Conjecture 5.4. 1. 1. 1)-Type Equations Conjecture 5. has a nontrivial positive solution which decreases monotonically to the equilibrium of the equation.4. yn yn−4 + . . y0 ) ∈ R × R through which the equation 1 + yn−1 yn+1 = yn is well deﬁned for all n ≥ 0. . Conjecture 5. . y0 ) ∈ G. + yn yn−1 yn−3 yn−4 n = 0. 1.6 Show that the equation yn+1 = 1 + yn−1 . . Open Problem 5. Determine the periodic character and the asymptotic behavior of all solutions with (y−1 . + yn−k . . . . ∞) through which Eq(5. yn−k−1 n = 0. 1 + .6 Find the set G of all initial points (y−1 . is a set of points without interior. . . . . .4.

see [59]) Let A ∈ (0. . .4. 1. xn xn−1 n = 0. . Conjecture 5. 1. .16) to where xn = −1+yn 2 if A > 1 if A = 1 if A < 1 n = 0. .8 (The Gingerbreadman Map.5. (5. 2 αxn . see [59]) Assume α > 1. ∞). Show that every positive solution of May’s Host Parasitoid Model xn+1 = is bounded.4.17) yn+1 = |yn | − yn−1 + δ. (1 + xn )xn−1 n = 0. . .7 (May’s Host Parasitoid Model. (5.16) A A 1+yn 2 reduces Eq(5. 1 if A < 1 if A = 1 δ= 0 −1 if A > 1. 1. A} n . .4. Eq(5. . Open Problems and Conjectures 75 Conjecture 5.17) is called the Gingerbreadman Map and was investigated by Devaney [17]. When δ = 1. Note that the change of variables n e y2 max{x2 . . Show that every positive solution of the equation xn+1 = is bounded.

.

1. . . (6.1 Introduction α + βxn . . Bxn + Cxn−1 n = 0. . (6. . . 2)-Type Equations 6. . .2) xn+1 = α + βxn . . .5) xn+1 = α + γxn−1 . . (6. A + Cxn−1 n = 0. (6. 1. . (6. 2)-type: xn+1 = n = 0. .1) xn+1 = α + βxn .Chapter 6 (2. .3) xn+1 = α + γxn−1 . . . A + Cxn−1 n = 0. A + Bxn n = 0.6) .4) xn+1 = α + γxn−1 . 1. 1. 1. (6. . 1. Bxn + Cxn−1 77 n = 0. . A + Bxn Eq(1) contains the following nine equations of the (2.

α + γzn . . 2)-Type Equations xn+1 = βxn + γxn−1 . . 1. .78 Chapter 6. . .Riccati This is the (2. .1) which is in fact a Riccati equation. 0. In fact if {xn }∞ n=−1 is a positive solution of ∞ ∞ Eq(6. . Eq(6. 1. . A + Czn n = 0. .1). 1. 1. the initial conditions are nonnegative. (6. A + Bxn n = 0. 6. . . (2.5) is essentially similar to Eq(6.2 The Case γ = C = 0 : Equation xn+1 = α+βxn A+Bxn . Therefore we will omit any further discussion of Eq(6. . A + Czn for n ≥ 0 n = −1. and the denominators are always positive. 2)-type Eq(6.5). . (6.8) xn+1 = βxn + γxn−1 . . A + Cxn−1 n = 0. for n ≥ −1.5) then {x2n }n=0 and {x2n−1 }n=0 are both solutions of the Riccati equations zn+1 = with zn = x2n and zn+1 = with zn = x2n+1 respectively.7) xn+1 = βxn + γxn−1 . To avoid a degenerate situation we will assume that αB − βA = 0.6. (6. Bxn + Cxn−1 n = 0. . .9) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. . α + γzn . See Section 1.

10) αC β and q = . 2 A A (Eq(6. .10) is locally asymptotically stable for all values of the parameters p and q.1) is globally asymptotically stable. To this day.10) is bounded from above and from below by positive constants. .1.1 The positive equilibrium of Eq(6.10) are the following: Theorem 6. (6.3.3 The Case γ = B = 0 : xn+1 = A yn C α+βxn A+Cxn−1 This is the (2.) Eq(6. .1 we obtain the following result.10) has the unique positive equilibrium y given by p= y= q−1+ (q − 1)2 + 4p 2 .10) was investigated in [42] and [43]. 4 Now the following result is a consequence of Theorem 1.10) is a very simple looking equation for which it has long been conjectured that its equilibrium is globally asymptotically stable. 6.3. 2)-type Eq(6.2: Theorem 6.2) which by the change of variables xn = reduces to the equation yn+1 = where p + qyn . The main results known about Eq(6.6.6. . 1. 1 + yn−1 n = 0.1 The equilibrium y of Eq(6. the conjecture has not been proven or refuted. See also [36]. The Case γ = B = 0 : xn+1 = α+βxn A+Cxn−1 79 The Riccati number associated with this equation is R= and clearly βA − αB (β + A)2 1 R< . Eq(6.3. By applying the linearized stability Theorem 1.1 Every solution of Eq(6. Lemma 6.2.

We present the proofs for positive semicycles only. Furthermore after the ﬁrst. except perhaps for the ﬁrst one. except possibly for the ﬁrst semicycle.2 Let {yn }n=−1 be a nontrivial solution of Eq(6. there is at most one term which follows the extreme. Now assume for the sake of contradiction that the solution is not bounded from above. (iv) Assume q ≤ p. (iii) In any two consecutive semicycles.10). in every semicycle. From (6. (ii) The extreme in each semicycle occurs at either the ﬁrst term or the second. Clearly. 0 ≤ y1+nk − ynk = p + [(q − 1) − ynk −1 ]ynk <0 1 + ynk −1 2 which is a contradiction and the proof is complete. .10) is described by the following result: ∞ Theorem 6. k→∞ Hence. Proof. every semicycle contains two or three terms. their extrema cannot be consecutive terms. The oscillatory character of solutions for Eq(6.80 Chapter 6. then p yn+1 ≥ 1+M and so it is also bounded from below. (2. Let {yn } be a solution of Eq(6. Then there exists a subsequence {y1+nk }∞ such k=0 that k→∞ lim nk = ∞. k→∞ lim y1+nk = ∞. Furthermore. The proofs for negative semicycles are similar and will be omitted. has at least two terms.10) we see that yn+1 < qyn + p for n ≥ 0 and so k→∞ lim ynk = lim ynk −1 = ∞. Then the following statements are true: (i) Every semicycle. the remaining terms in a positive semicycle are strictly decreasing and in a negative semicycle are strictly increasing. for suﬃciently large k. if the solution is bounded from above by a constant M . 2)-Type Equations Proof.10). and y1+nk = max{yn : n ≤ nk } for k ≥ 0. Then.3.

< < 1 + yN +1 1 + yN +1 1+y 2 Theorem 6.3.3 The positive equilibrium of Eq(6. Then yN +1 = p + qyN p + qyN +1 < = yN +2 . and yN +2 are all in a positive semicycle. yN +1 > y and p p +q +q yN +2 1 p + qyN +1 yN +1 = = < y = 1. . Then yN +3 = p + qyN +2 p + qyN +1 p + qy = y.3. 1 + yN −1 1 + yN (iv) Assume that for some N ≥ 0. the ﬁrst two terms in a positive semicycle are yN and yN +1 .6. The opposite case is similar and will be omitted. yN +1 . the terms yN . (ii) q≥1 and either p ≤ q or q < p ≤ 2(q + 1). The Case γ = B = 0 : xn+1 = (i) Assume that for some N ≥ 0. Then yN ≥ y. p + qyN p + qy = y.10) is globally asymptotically stable if one of the following two conditions holds: (i) q < 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. > 1 + yN −1 1+y (ii) Assume that for some N ≥ 0. α+βxn A+Cxn−1 81 yN −1 < y Then yN +1 = and yN ≥ y. So assume that for some N ≥ 0 the last two terms in a negative semicycle are yN −1 and yN with yN −1 ≥ yN .

p.2.11) was investigated in [15]. Then Eq(6. C .1. . 1+i from which the result follows.82 Proof.3.1.10) n=−1 tends to y as n → ∞. (2.10) yields i≥ Hence and so because q < 1. p + (q − 1)i ≤ is ≤ p + (q − 1)s i≥s p + qi 1+s and s ≤ p + qs . .11) and q = Eq(6.4. it remains to show that every solution {yn }∞ of Eq(6. 1 ≤ q ≤ p ≤ 2(q + 1) 2 6.3 (f). B (6. 71).1.3. yn + qyn−1 αB β2 n = 0. 2)-Type Equations (i) In view of Lemma 6.4 The Case γ = A = 0 : xn+1 = β yn B α+βxn Bxn +Cxn−1 This is the (2.4. let i = lim inf yn n→∞ and s = lim sup yn n→∞ which by Theorem 6. 2)-type Eq(6. . The following result is a consequence of the linearized stability Theorem 1. This result was ﬁrst established in [43]. To this end.1 exist and are positive numbers. (ii) The proof when p<q follows by applying Theorem 1. . 1. Chapter 6. Theorem 3.3) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= yn + p . For the proof when see ([42].

yk ∈ Then yn ∈ p . Then yn ∈ 1. Indeed. yk−1 . 6.4. p q p . The Case γ = A = 0 : xn+1 = α+βxn Bxn +Cxn−1 83 Theorem 6. yk + qyk−1 yk + q p q yk+1 yk + p = ≥ yk + qyk−1 p q p q +p +q > p q 2 and the proof follows by induction.11).1 . (a) The basic ingredient behind the proof is the fact that when u. (b) Assume p > q and suppose that for some k ≥ 0. yk + p yk + p yk+1 = ≤ = 1. q for all n > k. (b) The proof is similar and will be omitted. two consecutive values yk−1 and yk of a solution lie in I. q for all n > k.4. Proof.4. then ym ∈ I for all m > k.6. ∞).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. Then the following statements are true: (a) Assume p < q and suppose that for some k ≥ 0.11) is locally asymptotically stable for all values of the parameters p and q.1 q p . yk ∈ 1. for some k ≥ 0. yk−1 . . the q function u+p f (u.4.1 Let {yn }∞ n=−1 be a solution of Eq(6. v) = u + qv is increasing in u and decreasing in v.11) in the sense that if.1 The unique positive equilibrium point y= 1+ 1 + 4p(q + 1) 2(q + 1) of Eq(6. v ∈ [ p . 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)

.

v) = u + qv is decreasing in both variables and so it follows by applying Theorem 1. 2 .19) to the solution (6.22) is a periodic solution of Eq(6. As in Case 2 we can see that every solution of Eq(6.22) we see that Li = 1 for i = 1. 3. L1 . (b) The proof follows from the discussion in part (a). L4 . 1]. 4.5 applies and so every solution of Eq(6.7 that every solution of Eq(6. . p ]. . p ]. Case 2 Assume p = q.14) to this period four solution we obtain a contradiction and so every solution of Eq(6.4. 2)-Type Equations is either identically equal to one or else it is strictly monotonically convergent. . (6. 3. In this interval the function q f (u.2 that [1. Under the assumption that q ≤ 1 + 4p. In this interval the q function u+p f (u. q Hence for every solution {yn }∞ n=−1 of Eq(6. . we assume that p > q. By applying (6. lim yn = 1. L2 .11) converges to y.11) with period four. First.4. Set Li = n→∞ y4n+i lim Thus clearly . By applying (6. 4 and so n→∞ for i = 1. .11) with two consecutive values in [1. assume that p < q. (2. By q using an argument similar to that in the case p = q. Now. Theorem 1. we can see that if a solution is not eventually in [1.11) must eventually lie in the interval [ p . p ] converges to y.11) must lie eventually in [1. p ] is an invariant interval.11) n→∞ lim yn = y and the proof is complete.4.88 Chapter 6. 2. v) = u+p u + qv is increasing in u and decreasing in v. . it converges to a periodic solution with period-four which q is not the equilibrium. Recall from Lemma 6. 2. L3 .

if and only if q = 1. . φ. Concerning prime period-two solutions. The Case β = C = 0 : xn+1 = α+γxn−1 A+Bxn 89 α+γxn−1 A+Bxn 6.6.) The only equilibrium point of Eq(6. . the following result is a consequence of the results in Section 2.5.1 we obtain the following result: Theorem 6. Then the values φ and ψ of all prime period-two solutions (6. ∞) : φψ = p}.5.23) is y= q−1+ (q − 1)2 + 4p 2 and by applying the linearized stability Theorem 1. . .7.24) are given by {φ.23) converges to a period two solution.1 The equilibrium y of Eq(6. (6. γ .5.25) holds. Theorem 6. .23) has a prime period-two solution .4) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + qyn−1 .1. Then every solution of Eq(6. φ.24) . (6. (c) Assume that (6. ψ. . A (6.23) was investigated in [28].25) (b) Assume (6. . 1 + yn αB A2 n = 0. .23) and q = (Eq(6.23) is locally asymptotically stable when q < 1.2 (a) Eq(6. ψ. 1.25) holds.5 The Case β = C = 0 : xn+1 = A yn B This is the (2. ψ ∈ (0. . 2)-type Eq(6. and is an unstable saddle point when q > 1.

(a) This follows immediately from Theorem 1.23) are as follows: Theorem 6.4 Assume that q < 1. Then every nonoscillatory solution of Eq(6.7. 1 + yn p + . yn0 > yn0 −1 . Then yn0 +1 = which is impossible. Then the following statements are true: (a) After the ﬁrst semicycle. The case where yn−1 < y for n ≥ K is similar and will be omitted. So assume for the sake of contradiction that for some n0 ≥ K. the condition p ≥ q implies that the function f (x) = is decreasing. yn0 ) < f (y.5.23) and let y denote the unique positive equilibrium of Eq(6.5.5.23) converges monotonically to the equilibrium y.2 The Case q < 1 The main result in this section is the following: Theorem 6.3 Let {yn } be a nontrivial solution of Eq(6. (2. 1−q n ≥ 0.26) . Clearly. Proof. Proof. Clearly yn+1 = Set M= p + qyn−1 < p + qyn−1 . yn0 −1 ) < f (yn0 . an oscillatory solution {yn } of Eq(6.23) is globally asymptotically stable.5. It is suﬃcient to show that {yn } is a decreasing sequence for n ≥ K.23). 2)-Type Equations 6. Then the positive equilibrium of Eq(6.1 (b) Let {yn } be a nonoscillatory solution of Eq(6.23). We will assume that there exists a positive integer K such that yn−1 ≥ y for every n ≥ K. (b) Assume p ≥ q. 1 + yn0 2 p + qx 1+x 6. p + qyn0 −1 = f (yn0 .90 Chapter 6. (6.1 Semicycle Analysis Our results on the semicycles of solutions for Eq(6. y) = y.23) oscillates about the equilibrium y with semicycles of length one.

and b = + .5. The Case β = C = 0 : xn+1 = α+γxn−1 A+Bxn 91 where is some positive number. lim y2n = ∞ p + qy2n−1 =0 1 + y2n and lim y2n+1 = lim n→∞ n→∞ and the proof is complete. The local stability of y was established in Theorem 6. From Eq(6.26) and Eq(6. . 1+x 1−q Then clearly. it now follows that every solution of Eq(6. In fact this is true for every solution {yn }∞ n=−1 whose initial conditions are such that the following inequalities are true: y−1 < q − 1 and y0 > q − 1 + To this end observe that y1 = and y2 = and by induction.6. By applying Theorem 1. M ]. y) ∈ [a.23). b].5.3 The Case q > 1 In this case we will show that there exist solutions that have two subsequences. for all (x. y) ≤ b. 2 6.4.23) lies eventually in the interval [0. 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. b] × [a. a ≤ f (x. 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(6.1. Set p + qy p f (x.5. a = 0. y2n−1 < q − 1 and y2n > y0 + n Hence n→∞ p .23). The proof is complete. y) = .

27) and q = (Eq(6. The linearized equation associated with Eq(6. If we now set it is easy to see that (6.28) By employing Theorem 1.92 Chapter 6. .27) has the unique positive equilibrium y= 1+ 1 + 4p(1 + q) 2(1 + q) . 2)-type Eq(6.) Eq(6.6 The Case β = A = 0 : xn+1 = γ yn C α+γxn−1 Bxn +Cxn−1 This is the (2. .29) .29) is satisﬁed if and only if either q≤1 or q > 1 and F 2p q−1 > 0.27) was investigated in [45].1. (6. . 2)-Type Equations 6.27) about y is zn+1 + q qy − p zn − zn−1 = 0.1 we see that y is locally asymptotically stable when (q − 1)y < 2p and unstable (a saddle point) when (q − 1)y > 2p. . (6. C (6. 1+q (y + p)(1 + q) n = 0. 1. (2. .6) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + yn−1 .30) (6. qyn + yn−1 αC γ2 n = 0. 1. F (u) = (1 + q)u2 − u − p. . . Clearly the equilibrium y is the positive solution of the quadratic equation (1 + q)y 2 − y − p = 0. B .

The Case β = A = 0 : xn+1 = α+γxn−1 Bxn +Cxn−1 93 Similarly (6. .6. φ. . ψ. .6. . . φ.32) holds. when q > 1 + 4p. Then φ= p+φ qψ + φ and ψ = p+ψ .27) is locally asymptotically stable when q < 1 + 4p and unstable. .6. .6. be a period-two cycle of Eq(6.6. ψ.32) (6.2 Eq(6. ψ.1 The equilibrium y of Eq(6.1 Let Existence and Local Stability of Period-Two Cycles . . (6. The following result is now a consequence of the above discussion and some simple calculations: Theorem 6. the period-two solution is “unique” and the values of φ and ψ are the positive roots of the quadratic equation t2 − t + p = 0. φ. φ.27) has a prime period-two solution . ψ. . qφ + ψ It now follows after some calculations that the following result is true: Theorem 6.30) is satisﬁed if and only if q > 1 and F 2p q−1 < 0. and more precisely a saddle point equilibrium. .31) 6.27). q−1 . . . if and only if q > 1 + 4p. Furthermore when (6.

v) h(u. φ ψ is a ﬁxed point of T 2 . n = 0. 1. ψ) ∂u ∂v where. . ψ) = − . ψ. qg(u. ∂u (qψ + φ)2 ∂g (p + φ)q (φ. φ. v) + v and h(u. . φ.27) in the equivalent form: un+1 = vn vn+1 = p+un qvn +un .94 To investigate the local stability of the two cycle . v) p+v . ∞) deﬁned by: T Then u v = v p+u qv+u . . . . 2)-Type Equations for n = 0. evaluated at ψ We have ∂g ∂g (φ. . . . ψ. . and write Eq(6. ψ) = . Jacobian matrix JT 2 . ψ) ∂h (φ. . 1. Let T be the function on (0. we set un = yn−1 and vn = yn . (2. ψ) ∂u φ JT 2 = ψ ∂h (φ. ∞) × (0. ∂g qψ − p (φ. . v) = Clearly the two cycle is locally asymptotically stable when the eigenvalues of the φ lie inside the unit disk. ψ) ∂v (φ. . ∂v (qψ + φ)2 . Chapter 6. . v) = p+u qv + u u v = g(u. By a simple calculation we ﬁnd that T2 where g(u. the second iterate of T .

ψ) ∂u ∂v ∂g ∂h ∂h ∂g (φ.33) (6.34). ψ).35) (6. ψ) + (φ.1 that both eigenvalues of JT 2 unit disk |λ| < 1. ψ) (φ.33) is equivalent to the following three inequalities: S <1+D −1 − D < S D < 1. ψ) (φ.1. ψ) = − .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. + 2 (qψ + φ)2 ∂v (qφ + ψ) (qφ + ψ)2 Set S= and D= ∂h ∂g (φ. p )[q − (1 + 4p)] < 0 p+1 . The Case β = A = 0 : xn+1 = α+γxn−1 Bxn +Cxn−1 95 q(p + ψ)(qψ − p) ∂h (φ. ∂u ∂v ∂v ∂u φ ψ lie inside the Then it follows from Theorem 1.34) is equivalent to (6.6. if and only if |S| < 1 + D < 2. ψ) = . First we will establish Inequality (6. To this end observe that (6.34) (6.6. Inequality (6. ∂u (qφ + ψ)2 (qψ + φ)2 ∂h q 2 (p + φ)(p + ψ) qφ − p (φ. ψ) − (φ.

27).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.96 Chapter 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. Observe that (6. q . p ≤ yN ≤ 1.6.2 Invariant Intervals Here we show that the interval I with end points one and p is an invariant interval for q Eq(6.27) either remain forever outside the interval I or the solution is eventually trapped into I. 2)-Type Equations Next we will establish Inequality (6. (a) Assume that p ≤ q and that for some N ≥ 0. Observe that (6.36).35). Finally. More precisely we show that the values of any solution {yn }∞ n=−1 of Eq(6. 6. Then the following statements are true.3 Let {yn }∞ n=−1 be a solution of Eq(6. we establish Inequality (6. Theorem 6.27). (2.6. q Then p ≤ yn ≤ 1 for all n ≥ N.

6. Let {yn }∞ n=−1 be a solution of Eq(6.27).38) (6.3 Semicycle Analysis Here we present a thorough semicycle analysis of the solutions of Eq(6. (b) Clearly. The Case β = A = 0 : xn+1 = α+γxn−1 Bxn +Cxn−1 97 (b) Assume that p ≥ q and that for some N ≥ 0. for n ≥ 0.37) yn+1 − 1 = q q qyn + yn−1 qyn−1 (1 − p ) + pq(1 − yn ) p q yn+1 − = q q(qyn + yn−1 ) yn − yn+2 = q(p + yn−1 ) + yn (qyn + yn−1 ) for n ≥ 0.6. p + yN −1 p + yN −1 ≥ = q qyN + yN −1 (pyN + p yN −1 ) p q and the proof follows by induction.39) 2 qyn−1 (yn − p ) + (yn − 1)(yn−1 yn + qyn ) q . yN +1 = and yN +1 = p + yN −1 p + yN −1 =1 ≥ qyN + yN −1 p + yN −1 p q p + yN −1 ≤ pyN + p yN −1 q p q p p + yN −1 = p + yN −1 q 2 p + yN −1 = qyN + yN −1 and the proof follows by induction.6. (a) Indeed we have yN +1 = and yN +1 = p + yN −1 p + yN −1 ≤ =1 qyN + yN −1 p + yN −1 p q p + yN −1 p = p + yN −1 q p q for all n ≥ N. p 1 ≤ yN ≤ . (6. q Then 1 ≤ yn ≤ Proof. (6.27) relative to the equilibrium y and relative to the end points of the invariant interval of Eq(6. Then observe that the following identities are true: p − yn for n ≥ 0. 6.27).

then yN +1 = 1. . q (v) If for some N ≥ 0.41) 2 pyn−1 + yn−1 yn + pyn p(p + yn−1 ) + yn (pyn + yn−1 ) (6. yN ≤ p .6. (6. (2. then yN +1 > 1. yN > p .27). q (iii) If for some N ≥ 0. . pyn + yn−1 Chapter 6. q Lemma 6. q (vi) If for some N ≥ 0. then yN +1 < p . then yN +2 > yN . yN ≤ 1. q (ii) If for some N ≥ 0.6.27). then yn ∈ [1. (viii) p 1<y< . p ] for n ≥ N . Then the following statements are true: (i) If for some N ≥ 0. then yN +2 < yN . In particular [1.1 Assume that p>q and let {yn }∞ n=−1 be a solution of Eq(6. 2)-Type Equations n = 0.40) the above identities reduce to the following: yn+1 − 1 = p and yn − yn+2 = (yn − 1) 1 − yn pyn + yn−1 for n ≥ 0 for n ≥ 0. yN ≥ p . Then the following statements are true: (i) If for some N ≥ 0. yN ≥ 1. Lemma 6. yN < 1. yN = p . q (iv) If for some N ≥ 0. . then yN +1 > 1. 1.98 When p=q that is for the diﬀerence equation yn+1 = p + yn−1 . then yN +1 < 1.42).42) The following three lemmas are now direct consequences of (6. p ] is an q q q invariant interval for Eq(6.27). (vii) If for some N ≥ 0.2 Assume that p=q ∞ and let {yn }n=−1 be a solution of Eq(6. (6. . yN < p .37)-(6.

(v) If for some N ≥ 0. q (ii) If for some N ≥ 0. then yN +1 > p . 1] is an q q invariant interval for Eq(6. q (vi) If for some N ≥ 0.6. (ix) p < y < 1. yN > 1. yN < p . yN > 1. v) = p+v qu + v is always decreasing in u but in v it is decreasing when u < p and increasing when u > p . then yN +1 = 1. then yN < yN +2 < 1. then yN +2 > yN . then yN +2 < yN .3: . yN ≤ p . yN = p . The Case β = A = 0 : xn+1 = α+γxn−1 Bxn +Cxn−1 99 (ii) If for some N ≥ 0. yN < 1. yN ≤ 1. then yN > yN +2 > 1.27).7.2 and Lemmas 6. (vii) If for some N ≥ 0.6. q (v) If for some N ≥ 0.1 and 1.6.7. In particular [ p . then yn ∈ [ p . yN ≤ 1. (iv) If for some N ≥ 0. (iii) If for some N ≥ 0. Then the following statements are true: (i) If for some N ≥ 0. q Note that the function f (u. then yN +1 < 1.3 Assume that p<q ∞ and let {yn }n=−1 be a solution of Eq(6. then yN +1 > 1. q q The following result is now a consequence of Theorems 1. q (iv) If for some N ≥ 0. yN ≥ 1. yN = 1. 1] for n ≥ N . q (viii) If for some N ≥ 0.6. then yN +1 ≥ 1.1-6. Lemma 6. yN > p .27). q (iii) If for some N ≥ 0. yN ≤ p .6. then yN +1 = 1. then yN +1 < 1.

. when (6. When (6. (6. q−1 (6.6.43) holds.27) is global attractor.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 = (0.32) holds. .100 Chapter 6.27) has a “unique” prime period-two solution .27). . . On the other hand when (6.4 Let {yn }∞ n=−1 be a solution of Eq(6.32) holds. φ. The above observations are summarized in the following theorem: Theorem 6. p<q the length is one.43) 6.44)-(6. 1] must converge to the two cycle (6. except for the length of the ﬁrst semicycle of the solution.6 and 1. The character of these solutions remains an open question.44) (6. and only then.45). in view of Theorems 1. q Now when q ≤ 1 + 4p Then the equilibrium y of Eq(6. φ. . Hence.27) eventually enters and remains in the interval I. . Eq(6. must converge to y.4 Global Behavior of Solutions Recall that Eq(6.7. while if p>q the length is at most two.4. When (6.31) holds.4. ψ. any solution which remains forever outside the interval I = [ p . (6. or stays forever outside I. or vice-versa.32) holds.6. (2. ψ. 2)-Type Equations Then either all the even terms of the solution lie in J and all odd terms lie in K. with φ + ψ = 1 and φψ = p .45) there are no period-two solutions and so the solutions must eventually enter and remain in I and.46) Also recall that a solution {yn }∞ n=−1 of Eq(6. if Theorem 6. But this two cycle lies q inside the interval I. every solution of Eq(6. .5 (a) Assume q ≤ 1 + 4p. or for some N ≥ 0.27) either eventually enters the interval I with end points 1 and p and remains there. ∞).27) has a unique equilibrium y which is locally stable when (6. yn ∈ I for n ≥ N.

7) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where pyn + qyn−1 . Then the zero equilibrium of Eq(6.7. .6. More precisely it is a saddle point when 1−p<q <1+p and a repeller when q > 1 + p. (6.47) was investigated in [52].1 and the linearized stability Theorem 1. 1 + yn n = 0. The Case α = C = 0 : xn+1 = (b) Assume βxn +γxn−1 A+Bxn 101 q > 1 + 4p.47) is unstable.1: Theorem 6. (b) Assume p + q > 1. A A (Eq(6. .1. The following result follows from Theorem 1.47). 2)-type equation Eq(6. Then every solution of Eq(6. 1].47) β γ and q = .7 The Case α = C = 0 : xn+1 = A yn B βxn +γxn−1 A+Bxn This is the (2.47) is globally asymptotically stable.1 (a) Assume p + q ≤ 1.47) are the solutions of the equation p= y= py + qy .) The equilibrium points of Eq(6. .7. Then the zero equilibrium of Eq(6. 1+y So y = 0 is always an equilibrium point. y = p + q − 1 is the only positive equilibrium point of Eq(6. 1. . and when p + q > 1.27) eventually enters and remains in the interval [ p .3. q 6.

[ p . Then the positive equilibrium y = p + q − 1 of Eq(6.48) holds. Theorem 6.5 that the following result is true: Theorem 6.7. The case is treated in Section 6. ∞). .3 (a) Assume that q < 1. ∞) : ψ = = 2p}.49) The main result here is the following theorem about Eq(6. (d) Assume q > 1 + p. every solution of Eq(6.3. φ. p ].47). q (0.51) Then every solution of Eq(6. . (6. φ−p 6. p ] is an invariant interval for Eq(6.47). remains in this interval. That is. p ].47) eventually enters the interval [ p . .2 Eq(6. q (b) Assume that q > 1. .47) is an unstable saddle point.47) eventually enters the interval (0. ψ. . Then the positive equilibrium y = p + q − 1 of Eq(6. ∞) is an invariant interval for Eq(6.7. if and only if q = 1 + p. (2. the values of φ and ψ of all prime period-two solutions are given by: pφ {φ.1 Invariant Intervals q=1 (6.7. ψ.47) is locally asymptotically stable. Furthermore.47) q with initial conditions in (0. ψ ∈ (p.102 (c) Assume Chapter 6. φ.48) Furthermore when (6. q . Concerning prime period-two solutions it follows from Sections 2.47) has a prime period-two solution .7. (6. 2)-Type Equations 1 − p < q < 1 + p.47) with q = 1.50) Then every solution of Eq(6. (6. . Furtherq more.

. Theorem 6. m q q (b) Assume that (6. ∞) × [0.7. Consider the function g : [0. ∞). y) = px + qy . that is. 1+x Observe that g(y) = y and that g increases on [0.47) when p + q > 1 and q ≤ 1. 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. Hereafter.2 Here we discuss the behavior of the semicycles of solutions of Eq(6. whose proof is straightforward and will be omitted. Then for any k. qm q 6.47). Then the following statements are true for every n ≥ 0: p + q > 1 and q ≤ 1.50) holds. ∞) − {x}.7.1 (a) Assume that (6. 1+x Semicycle Analysis of Solutions When q ≤ 1 Then f satisﬁes the negative feedback condition. m ∈ N. ∞) → [0. ∞) → [0.7. ∞) denote the function f (x. Let f : [0. Lemma 6. (x − x)(f (x. yk ≥ and yk+2 ≤ p p =⇒ yk+2 ≥ p > q q p p =⇒ yk > m+1 > p. y refers to the positive equilibrium p + q − 1 of Eq(6.51) holds.6. yk ≤ and yk+2 ≥ p p =⇒ yk+2 ≤ p < q q p p =⇒ yk > m+1 > p. Then for any k. x) − x) < 0 for x ∈ (0.4 Suppose Let {yn }∞ n=−1 be a positive solution of Eq(6.7.47). ∞) deﬁned by g(x) = (p + q)x . m ∈ N.

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 Since q ≤ 1 and yn−1 < y. yn . yn } ≤ yn+1 < y. (e) If y < yk < Proof. yn } pyn + qyn−1 ≤ = max{yn−1 . 1 + yn 1+y Observe that all inequalities are strict if we assume that yn−1 < y or yn < y. . yn ≤ y. Thus px+qyn−1 1+x p − qyn−1 > p − qy = (1 − q)(p + q) ≥ 0. Then yn+1 = pyn + qyn−1 (p + q)yn (1 + y)yn < = < yn . 2)-Type Equations then then then then y ≤ yn+1 ≤ max{yn−1 . yn < yn+1 < yn−1 . increases in x and so pyn + qyn−1 pyn−1 + qyn−1 > = g(yn−1 ) > yn−1 . which is equivalent to q ≤ 1. 2−q Chapter 6. (a) Suppose y ≤ yn−1 . (b) If yn−1 . yn }. yn }. 1 + yn 1 + yn−1 yn+1 = The last inequality follows from the negative feedback property. yn ≤ y. yn+1 = (c) Suppose yn−1 < y ≤ yn . we obtain q yn+1 = pyn + qyn−1 pyn + qy ≥ ≥ g(y) = y. 1 + yn 1+y px + qx . 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 . (p + q) max{yn−1 .104 (a) If y ≤ yn−1 . for every k ≥ −1. (b) Suppose yn−1 . min{yn−1 . Then yn+1 = y . (2. 1+x is increasing for y < p . then {yn } decreases to the equilibrium y. yn } pyn + qyn−1 ≥ = min{yn−1 . yn }. (c) If yn−1 < y ≤ yn . yn−1 < yn+1 < yn . (d) If yn < y ≤ yn−1 . yn .

we must consider two cases: Case 1. (a) Assume y−1 ≥ p and y0 ≥ p. Then the equilibrium y of Eq(6. Then yn+1 = (e) Observe that yn+1 = and so from which the result follows. Then yn ≥ p for all n > 0 and n→∞ lim yn = p. Suppose p − qyn−1 < 0.7.6. Here we discuss the behavior of the solutions of Eq(6. (c) Assume either y−1 < p < y0 or y−1 > p > y0 .52) (b) Assume y−1 ≤ p and y0 ≤ p. Then px+qyn−1 increases in x and so 1+x yn+1 = pyn−1 + qyn−1 pyn + qyn−1 ≤ < yn−1 . 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. Case 2.52) holds. 1 + yn 1 + yn−1 The last inequality follows from the negative feedback property.3 Semicycle Analysis and Global Attractivity When q = 1 q = 1.52) holds. (6.47) is y = p. Theorem 6. The Case α = C = 0 : xn+1 = (d) Suppose yn < y ≤ yn−1 . Suppose p − qyn−1 ≥ 0. To see that yn+1 < yn−1 .7. More precisely the following statements are true. Then {yn }∞ n=−1 oscillates about the equilibrium p with semicycles of length one and (6.47) when Here the positive equilibrium of Eq(6.47) is globally asymptotically stable.7. 1 + yn 1 + yn pyn + qyn−1 >y =p+q−1 1 + yn 6. Then yn ≤ p for all n > 0 and (6. .5 Suppose that q = 1 and let y−1 + y0 > 0. yn−1 ≥ qyn−1 > y + (q − 1)yn > yn 2 pyn + qyn−1 qyn−1 (yn + 1) < ≤ yn−1 .

(b) The proof of (b) is similar to the proof of (a) and will be omitted.47) has no period-two solutions when q = 1. since y−1 + py0 > y−1 + y−1 y0 then y1 = py0 + y−1 > y−1 1 + y0 . ≥ p and y0 > y2 > y4 > . 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 and py1 + p py1 + y0 > = p. As Eq(6. . . 1 + y0 1 + y0 Similarly. Thus. . The proof when y0 < p < y−1 is similar and will be omitted. we claim that the subsequence {y2k+1 }∞ k=−1 is increasing. 1 + y1 1 + y1 It follows by induction that yn ≥ p for all n > 0. The case y−1 > p and y0 ≥ p is similar and will be omitted. we can show that y2 < y0 and by induction y1 = y−1 ≥ y1 ≥ y3 ≥ . 2)-Type Equations Proof. (2.106 Chapter 6. . > p. (c) Assume y−1 < p < y0 . Furthermore. py0 + y−1 py0 + p y1 = < = p. Next. Then y1 = and py0 + p py0 + y−1 ≥ = p. y2 = 1 + y1 1 + y1 It follows by induction that the solution oscillates about p with semicycles of length one. there exist m ≥ p and M ≥ p such that k→∞ lim y2k+1 = m and k→∞ lim y2k = M. We will assume that y−1 ≥ p and y0 > p. y−1 ≥ p implies that y2 = py0 + y−1 ≤ y−1 y0 + y−1 and so y−1 y0 + y−1 py0 + y−1 ≤ = y−1 . and so convergent. (a) The case where y−1 = y0 = p is trivial. it follows that m = M = p and the proof of part (a) is complete. In fact. 1 + y0 1 + y0 py1 + y0 py1 + p > = p.

Proof. Concerning the long-term behavior of solutions of Eq(6.47) we may assume. Here we consider the case where and we show that the equilibrium point y = p + q − 1 of Eq(6. without loss of generality. ∞). 2 6.5 Long-term Behavior of Solutions When q > 1 q>1 Here we discuss the behavior of the solutions of Eq(6. q In this case. y0 ∈ [p. Thus.3 (a) we may assume that the initial conditions y−1 and y0 lie in the interval I = (0.4 Global Attractivity When q < 1 1 − p < q < 1. By Theorem 6.47). 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) is global attractor of all positive solutions of Eq(6.47) when which is equivalent to p y> . that y−1 .7. Then every positive solution of Eq(6. every positive solution of Eq(6. .47) converges to the positive equilibrium y. Observe that the consistency condition y ≤ p is equivalent to the condition q q ≤ 1.4.6. y) = px + qy 1+x satisﬁes the hypotheses of Theorem 1.7. and so convergent. The Case α = C = 0 : xn+1 = βxn +γxn−1 A+Bxn 107 and the claim follows by induction. ∞).47) lies eventually in the interval [p. p ]. 2 6. Now clearly the function q f (x.5 in the interval I from which the result follows.7.7. In a similar way we can show that the subsequence {y2k }∞ is decreasing.6 Assume 1 − p < q < 1. m = M .7. Theorem 6.

Theorem 6.47) to the equation un+1 = Chapter 6. Then Eq(6.53). Then every positive solution of Eq(6. Then every solution of Eq(6. an oscillatory solution of Eq(6.53) was investigated in Section 6. (2. By applying the results of Section 6.7. we obtain the following theorems about the solutions of Eq(6.8 (a) Assume q = 1 + p.5 to Eq(6.47) oscillates about the positive equilibrium y with semicycles of length one.47) converges to the positive equilibrium of Eq(6. 2)-Type Equations p(q − 1) + qun−1 1 + p + un (6.7. (b) Assume 1 < q < 1 + p. (c) Assume q > 1 + p.47).47) has unbounded solutions.7 After the ﬁrst semicycle.108 Then the change of variable yn = un + p.47) converges to a period-two solution.47) when q > 1: Theorem 6.53) where un ≥ 0 for n ≥ 0. .5. The character of solutions of Eq(6. transforms Eq(6.

γ (6.54) is unstable and the positive equilibrium y = p + 1 − q of Eq(6.54) was investigated in [53].55) holds. the positive equilibrium y = p + 1 − q of Eq(6.54) is globally asymptotically stable.8) which by the change of variables reduces to the diﬀerence equation yn+1 = where p= pyn + yn−1 . q+y So y = 0 is always an equilibrium point of Eq(6. 1. Our goal is to show that when (6. (b) Assume p + 1 > q.8.) The equilibrium points of Eq(6.54) and q = (Eq(6. Eq(6.55) holds and y−1 + y0 > 0. In the remainder of this section we will investigate the character of the positive equilibrium of Eq(6.55) Then the zero equilibrium of Eq(6. .54) are the solutions of the equation y= py + y . A .54) and when p + 1 > q. Theorem 6. q + yn−1 β γ n = 0.1. .3.1. .54) is locally asymptotically stable.54) and so we will assume without further mention that (6.1 (a) Assume p + 1 ≤ q.1 and 1. (6. Then the zero equilibrium of Eq(6.6.54) also possesses the unique positive equilibrium y = p + 1 − q.8 The Case α = B = 0 : xn+1 = xn = γ yn C This is the (2.8. The following result follows from Theorems 1.54) is globally asymptotically stable. 2)-type Eq(6. . The Case α = B = 0 : xn+1 = βxn +γxn−1 A+Cxn−1 109 βxn +γxn−1 A+Cxn−1 6. Furthermore the zero equilibrium is a saddle point when 1−p<q <1+p and a repeller when q < 1 − p.

Lemma 6. 1.61) The following three lemmas are now direct consequences of the above identities.8.57) and yn+1 − yn = (p − q)yn + (1 − yn )yn−1 q + yn−1 (6. (6.8.58) Note that the positive equilibrium y =p+1−q of Eq(6. .56)-(6. . (6. 2)-Type Equations 6. . p + yn−1 n = 0. (6.60) (6.58) reduce to the following: yn+1 − 1 = (yn − 1) and yn+1 − yn = (1 − yn ) p p + yn−1 yn−1 p + yn−1 for n ≥ 0 for n ≥ 0. (6. for n ≥ 0.110 Chapter 6.54).62) and let {yn }∞ n=−1 be a positive solution of Eq(6. Then the following statements are true: .59) the identities (6. (2.56) q + yn−1 q p2 [yn − p ] + (p − q)yn−1 q yn+1 − = p p(q + yn−1 ) 2 for n ≥ 0. When p=q that is for the diﬀerence equation yn+1 = pyn + yn−1 .1 Invariant Intervals and Semicycle Analysis Let {yn }∞ n=−1 be a positive solution of Eq(6.54) is such that: < 1 if p < q < p + 1 y is = 1 if p = q > 1 if p > q.1 Assume that p<q (6.54). Then the following identities are easily established: q yn − p yn+1 − 1 = p for n ≥ 0.

then yN +1 > q p and yN +2 > 1. (vi) If for some N ≥ 0.2 Assume that p=q (6. yN ≥ 1.54). Lemma 6. q (ii) If for some N ≥ 0. yN < p . The Case α = B = 0 : xn+1 = βxn +γxn−1 A+Cxn−1 111 q (i) If for some N ≥ 0. (vi) If for some N ≥ 0.8. then yN +1 < 1. then yN +1 > 1.3 Assume that p>q (6. (iii) If y0 > 1. then for n ≥ 0. yN > p .6. (v) 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 < 1. p q then yN +1 < p . q (ii) If for some N ≥ 0. then yN +1 = 1. p q then yN +1 > p . (iv) If for some N ≥ 0.8. (iv) If for some N ≥ 0. (ii) If y0 = 1. Then the following statements are true: (i) If y0 < 1.8. yn < 1 and the solution is strictly increasing. then yN +1 = 1. Lemma 6. yN > q 2 . yN = p . yN < p . yN > q 2 . then yn = 1 for n ≥ 0. then yN +1 > 1. q (iii) If for some N ≥ 0. Then the following statements are true: q (i) If for some N ≥ 0. . yN ≤ 1.54). q (iii) If for some N ≥ 0. yN > p . then yN +1 > yN . then yN +1 < yN . then yN +1 < 1.63) and let {yn }∞ n=−1 be a positive solution of Eq(6. yN = p . yN ≥ 1. yn > 1 and the solution is strictly decreasing. then for n ≥ 0.

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 . ∞).2 that every solution of Eq(6.8. (2.8.54) eventually enters and remains in the interval (1. 2)-type equation was investigated in Section 6. This is impossible because y < 1.3 where we established in Theorem 6. 2)-Type Equations 6. by Lemma 6.8. v) = pu + v q+v is increasing in both arguments and by Theorem 1. q+1 From the above observations and in view of Theorem 6.54) eventually enters and remains in the interval (0.8.2 Assume that p + 1 > q and that y−1 + y0 > 0.8.65) with positive parameters and positive initial conditions.4. .8. Set yn = 1 + (q + 1)un for n ≥ −1. y is a global attractor.2 Global Stability of the Positive Equilibrium When (6.8. it follows from Lemma 6. . 1).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. Then the positive equilibrium y = p + 1 − q of Eq(6.3. When (6. (6. every positive solution of Eq(6. This (2. Here it is clear from Lemma 6. .54) converges to the equilibrium y = 1. Now in the interval (0.112 Chapter 6. n = 0. .62) holds.54) is globally asymptotically stable. Hence.3 that every solution of Eq(6.1 we have the following result: Theorem 6. 1) the function f (u.63) holds. 1. assume that (6.64) holds. Next. ∞).8.1. Without loss of generality we will assume that yn > 1 for n ≥ −1.3 that every solution converges to its positive equilibrium u= p−q .

66) is locally asymptotically stable. .66) about y is zn+1 − p−q p−q zn + zn−1 = 0. .9.66) B β and q = . By applying the linearized stability Theorem 1.1 we obtain the following result: Theorem 6. 1. .68) (6.9 The Case α = A = 0 : xn+1 = γ yn C This is the (2.9.) The only equilibrium point of Eq(6. (b) Assume that p < q. qyn + yn−1 n = 0. The Case α = A = 0 : xn+1 = βxn +γxn−1 Bxn +Cxn−1 113 βxn +γxn−1 Bxn +Cxn−1 6. . (6. (p + 1)(q + 1) (p + 1)(q + 1) n = 0. . (Eq(6.1 (a) Assume that p > q. 2)-type Eq(6.66) was investigated in [54]. γ C To avoid a degenerate situation we will also assume that p= p = q.1. .67) .66) is locally asymptotically stable when q < pq + 1 + 3p and is unstable (and more precisely a saddle point equilibrium) when q > pq + 1 + 3p. 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 . Then the positive equilibrium of Eq(6.6. .66) is y= p+1 q+1 and the linearized equation of Eq(6. (6.

66) possesses a unique prime period-two solution: . we set un = yn−1 and vn = yn for n = 0.70) t2 − (1 − p)t + = 0. ∞) deﬁned by: T Then u v = φ ψ u v g(u. The prime period-two solution (6. φ. 1. . (2. .69) where the values of φ and ψ are the (positive and distinct) solutions of the quadratic equation p(1 − p) (6. 1. . 2)-Type Equations 6. ψ. v) h(u. Eq(6. . On the other hand when p<q and q > pq + 1 + 3p. Eq(6. n = 0. φ.9. the second iterate of T . .5 that when p > q.114 Chapter 6. . One can see that ψ JT 2 φ ψ = (p−q)ψ − (qψ+φ)2 (p−q) ψ − (qψ+φ)2 (qφ+ψ)2 2 2 (p−q)φ (qψ+φ)2 (p−q)φ (qφ+ψ)2 (p−q)ψ (qψ+φ)2 −1 . v) p pv+u + v qv+u q pv+u + v qv+u v pv+u qv+u . is a ﬁxed point of T 2 . . . One can see that T2 where pv + u g(u. qv Let T be the function on (0. ψ. . and write Eq(6. .66) has no prime period-two solutions. .69) is asymptotically stable if the eigenvalues of the φ Jacobian matrix JT 2 . . v) = = .66) in the equivalent form: un+1 = vn n +un vn+1 = pvn +un . ∞) × (0. q−1 In order to investigate the stability nature of this prime period-two solution. v) = qv + u and h(u. (6. . .1 Existence of a Two Cycle It follows from Section 2. evaluated at lie inside the unit disk.

(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 (6.71) (6.1. We will use the fact that φ + ψ = 1 − p.72) φ ψ and ψ = Inequality (6. By applying Theorem 1. P < 0 and Q < 0 and so Inequality (6.71) is equivalent to (p − q)φ (p − q)ψ + +1>0 (qψ + φ)2 (qφ + ψ)2 which is true if and only if (q − p)[(qφ + ψ)2 ψ + (qψ + φ)2 φ] < (qψ + φ)2 (qφ + ψ)2 . The Case α = A = 0 : xn+1 = Set P = Then JT 2 βxn +γxn−1 Bxn +Cxn−1 115 p−q .71). Observe that φ > 0.6.73) (6.1 (c).72) is always true. φ= pψ + φ qψ + φ φψ = p(1 − p) q−1 pφ + ψ .9. it follows that both eigenvalues of JT 2 lie inside the unit disk if and only if |P ψ + Qφ − P Qφψ| < 1 + P Qφψ < 2 or equivalently if and only if the following three inequalities hold: P ψ + Qφ + 1 > 0 P ψ + Qφ < 1 + 2P Qφψ and P Qφψ < 1. ψ > 0. qφ + ψ (6.

116 if and only if Chapter 6. Now observe that the lefthand side of (6. (2. Inequality (6.74) = (q − p)(1 − p)2 (qp + 1 + 2p).73) is equivalent to (p − q)2 φψ < (qψ + φ)2 (qφ + ψ)2 which is true if and only if (q − p) φψ < (qψ + φ)(qφ + ψ) if and only if if and only if if and only if if and only if (q − p) φψ < (q 2 + 1)φψ + q(φ2 + ψ 2 ) (q − p) φψ < (q 2 + 1)φψ + q[(φ + ψ)2 − 2φψ] (q − p) φψ < (q − 1)2 φψ + q(φ + ψ)2 (q − p) φψ < (q − 1)2 if and only if p(1 − p) + q(1 − p)2 q−1 = (1 − p)2 (q − p)2 .74) is 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 (6.74) is p(1 − p) (p − 1)(q − 1)] q−1 (6.71) is true if and only if (6. 2)-Type Equations (q − p)[(qφ + ψ)(pφ + ψ) + (qψ + φ)(pψ + φ)] < [(qφ + ψ)(qψ + φ)]2 . Finally. = [q(φ + ψ)2 + (q − 1)2 φψ]2 (q − p) φψ < (1 − p)(q − p) .68) holds. Inequality (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.

3 Global Stability Analysis When p < q The main result in this section is the following Theorem 6. y) = qx + y is increasing in x and decreasing in y. ψ. φ. .66): Theorem 6. .70). 6.9. In summary. 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.66). 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. Then the positive equilibrium y of Eq(6. (a) The proof follows from Theorem 1. Then {yn } oscillates about the equilibrium y with semicycles of length two or three.66) is globally asymptotically stable. Then the following statements are true: (a) Assume p > q. except possibly for the ﬁrst semicycle which may have length one. 6. Then Eq(6. we present a semicycle analysis of the solutions of Eq(6. . ψ.9.6.9. (b) Assume p < q. .9. Furthermore this prime period-two solution is locally asymptotically stable.4 Assume that p<q and (6. or {yn } converges monotonically to y.1 by observing that when p < q.7. This function also satisﬁes Condition (1.68) holds. after the ﬁrst semicycle. Then either {yn } oscillates about the equilibrium y with semicycles of length one.7.2 Assume that Condition (6. Proof.4 by observing that the condition p > q implies that the function px + y f (x. φ.67) holds.66). . the following result is true about the local stability of the prime periodtwo solution (6.9. where φ and ψ are the two positive and distinct roots of the quadratic Eq(6. .3 Let {yn } be a nontrivial solution of Eq(6.35).9. y) is increasing in y and decreasing in x. (b) The proof follows from Theorem 1.66) posseses the prime period-two solution . .69) of Eq(6.2 Semicycle Analysis In this section. the function 2 f (x. Theorem 6.

118 Proof. (6..68) holds.4. ψ.66). and lim inf yn = φ n→∞ Now as in the proof of Theorem 1. . .69) when instead of (6. 2 Next we want to ﬁnd more cases where the conclusion of the last theorem holds. yN +2 = f (yN +1 . Let φ. .4.4 follows as a consequence of Theorem 1. y) = px + y . ψ. ψ. . (2. qx + y Chapter 6.75) yN ≥ ψ and yN +1 ≤ φ. φ. We consider ﬁrst the case where eventually consecutive terms yi . 2 The method employed in the proof of Theorem 1.66) has no prime period-two solution. φ) = φ and in general yN +2k ≥ ψ and yN +2k+1 ≤ φ for k = 0.6 lim sup yn = ψ n→∞ px + y . 2)-Type Equations and note that f (x. Assume that for some solution {yn }∞ n=−1 of Eq(6. y > 0. (6. q Finally in view of (6.. qx + y from which we conclude that limk→∞ yN +2k = ψ and limk→∞ yN +2k+1 = φ. ψ.75) holds. . yN ) ≥ f (φ.9.4.6 can also be used to establish that certain solutions of Eq(6.6 and the fact that y is locally asymptotically stable.5 Assume that (6. . Then this solution converges to the two cycle φ. .68) holds. with φ < ψ. ψ) = ψ. and increasing in y for each ﬁxed x. Theorem 6. Proof. yi+1 lie between m and M . . y) is decreasing in x for each ﬁxed y. denote the two cycle of Eq(6. φ. Eq(6. Also clearly. p ≤ f (x.66) converge to the two cycle (6. Now the conclusion of Theorem 6. yN +3 = f (yN +2 .67). Set f (x.66) and for some index N ≥ −1. .67). Set f (x. 1. . . Assume that (6. y) ≤ 1 for all x. y) = Then clearly.9. yN +1 ) ≤ f (ψ.

M ] for every k > i. The Case α = A = 0 : xn+1 = βxn +γxn−1 Bxn +Cxn−1 119 Lemma 6. Since the proofs are similar for all cases we will give the details in case (A). Using the monotonic character of the function f we have m = f (M. Proof. Hence limn→∞ y2n = M . yi ) = yi+2 ≤ f (m.2 In all cases (A)-(D) the corresponding solution {yn } converges to the two cycle . By our earlier observation we have that M ≥ lim supi→∞ yi .5. and so M ≥ lim supn→∞ y2n ≥ lim inf n→∞ y2n ≥ M.9. we are left with the case in which the solution lies eventually in [m.9. m= 2 Since the case in which the solution lies outside of the interval [m. M ] is answered by Theorem 6. n→∞ qM − p On the other hand by solving the equation M = f (m.9. 2 If we never get two successive terms in the interval [m. . . M ) = M.9. (D) y2n+1 < m and m ≤ y2n < M for every n. φ. (B) y2n+1 > M and M ≥ y2n > m for every n. (C) y2n < m and m ≤ y2n+1 < M for every n.1 Suppose that for some i ≥ 0. M ) = pm + M qm + M for m we ﬁnd Thus. Lemma 6. ψ. M ] and if we never get two successive terms outside of the interval [m. limn→∞ y2n+1 M − M2 . Proof. for every i. either yi > M and yi+1 < m or yi < m and yi+1 > M ). yi+1 ≤ M.66) we have y2n+1 = and so y2n − y2n y2n+2 . ψ. . M ]. Then yk ∈ [m. m ≤ yi . M ] (that is. and the result follows by induction. m) ≤ f (yi+1 . . then we have one of the following four cases: (A) y2n > M and M ≥ y2n+1 > m for every n. qy2n+2 − p M − M2 lim y2n+1 = . . φ. .6. . From Eq(6. qM − p = m and the proof is complete.

y) = y. φ. f (y. (6.4 (1) f (x.120 Chapter 6. yi+3 ) ≤ f (yi+2 . 1). y) > y if and only if x < y . Proof.76) has a q unique positive solution for x. so we are led to the general equation f (x. yi+1 ) = yi+3 . . ψ. φ. . as the following results show. Induction on i then establishes the monotonicity of the two sequences.3 Suppose M ≥ yi+2 ≥ yi ≥ y ≥ yi+1 ≥ yi+3 ≥ m and not both yi+2 and yi+3 are equal to y.9.The case M ≥ yi+3 ≥ yi+1 ≥ y ≥ yi ≥ yi+2 ≥ m is handled in a similar way. f (y. the proof is complete. Thus f (y . y ) > y and y > y. . We denote this value by y . y ) < y and y > y . (2) x > y if and only if x < y . yi+1 is diﬀerent from y. . (2. y) = y. . Then {yn } converges to the two cycle . Proof. yi ) = yi+2 and yi+5 = f (yi+4 . and for m < y < y. The correspondence between y and y has the following properties: Lemma 6. 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 yi . in which case Eq(6. yi+2 ) ≥ f (yi+1 . In this case we need to know more about the condition yi+2 = f (yi+1 . (3) For y < y < M. Thus.76) It makes sense to consider this equation only for y ∈ ( p . the sequence {yi+2k } is non decreasing and bounded above by M . ψ. and the sequence {yi+2k+1 } is a non increasing sequence and bounded below by m. 2)-Type Equations Lemma 6. Therefore. Let us consider the ﬁrst case.9. yi ) ≤ yi . . The second case can be handled in a similar way. Here we have yi+4 = f (yi+3 . which of course depends on y. 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 . . but this situation cannot occur.

Then yi+3 ≤ yi+1 with equality only in the case of a two cycle. y) > f (y .6. y) = y. Hence q m < y < y ⇒ f (y. y ) > y . y < y < M ⇒ f (y. y) = y. for m < y < y. Thus each of these roots is simple and so f (y. . Thus for y < m. and for y < y < M. y) = y for y gives y = g(y) = Computing the derivative of g we get g (y) = − p − 2y + qy 2 . qy − p The discriminant of the numerator is 4p2 − 4pq = 4p(p − q) < 0. so the roots of the numerator are not real. g (y) < 0. y ) < 1. By (1) then.9. 2 Now we will use this result to prove the following: Lemma 6. y ) we get px + x − x2 = qx − p qx + x−x2 qx−p x−x2 qx−p . For y ∈ ( p . The Case α = A = 0 : xn+1 = βxn +γxn−1 Bxn +Cxn−1 121 (1) Since f is decreasing in the ﬁrst variable and f (y . y>y . y ) − y changes sign as y passes each of these values. Simplifying this equation we get a fourth degree polynomial equation with roots 0. (3) Eliminating y from the equations y = f (y . (2) Solving f (y . However q p < f (y. y ) < y . y) and y = f (y. so y is decreasing function q of y. M < y <⇒ f (y. y ) < y . y. y ) > y . (p − qy)2 y − y2 . M ≥ yi ≥ yi+2 ≥ y ≥ yi+1 ≥ m.5 Assume that for some i. Clearly as y approaches p y approaches ∞. f (y.9. x < y if and only if f (x. M . y < y . m. 1).

f (yi+1 . We will consider the ﬁrst case. yi+1 ). . . This can only happen if yi+2n = M 2 for all n. To show yi+3 = f (yi+2 .9. Thus yi ≥ yi+1 .. yi+1 ) ≤ yi+1 . so either c = y or c = m.6 Assume that p < q. If c = m.6 Unless {yn } is a period-two solution. since m ≤ yi+1 ≤ y. ≥ m. . ≥ yi+3 ≥ yi+1 ≥ .9. ≥ m. Proof. To get equality we must have yi+1 = yi or equivalently yi+2 = yi . we must show yi+2 ≥ yi+1 . there is no i such that either M ≥ yi ≥ yi+2 ≥ . as required. . . ≥ y ≥ yi+1 ≥ yi+3 ≥ . . as well as 2 yi+3 = yi+1 . and that Eq(6. Thus by (2) of the previous lemma yi ≥ yi+1 . it follows by Theorem 6.69). But then yi = yi+1 = y. We also obtain the following lemma: Lemma 6. and by (3) yi ≥ yi . solving for limn→∞ yi+2n gives limn→∞ yi+2n = M . Remark. By (3) of the previous lemma. Then every oscillatory solution of Eq(6. yi ) ≥ f (yi+1 .66) converges to this two cycle. Thus yi+2 ≥ yi+1 . y0 } that are on opposite sides of the equilibrium y. .66) are generated by initial values {y−1 . .9.66) possesses the two-cycle solution (6. If c = y. Since yi+2 = f (yi+1 . . which also gives a two cycle. (2. we have yi+1 ≥ yi . then yi+2n+1 = y for all n. . and our solution is a two cycle. yi ) ≤ yi . and solving for yi+2n we see yi+2n = y also.122 Chapter 6. ≥ yi+2 ≥ yi ≥ y ≥ . The above sequence of lemmas leads to the following result: Theorem 6. 2)-Type Equations Proof. Since some of the oscillatory solutions of Eq(6. the second case is similar. Thus equality occurs only in the case of a two cycle. . Since f is increasing in the second argument and yi ≥ yi+1 we get yi+2 = f (yi+1 . The value c will be one value in a two cycle. yi+1 ) ≥ yi+1 .6 that all such pairs belong to the stable manifold of the two cycle. in which case yi+2n+1 = m for all n. or M ≥ . The case m ≤ yi ≤ yi+2 ≤ y ≤ yi+1 ≤ M is similar. Since {yi+2k+1 } is a bounded monotonic sequence it has a limit c.

4.77) and observe that when p > q. Proof. . c. qM + m m= pm + M . . b.5. investigate the asymptotic behavior and the periodic ∞ nature of the solution {xn }n=−1 .4.10. y) ≤ p q for all x. . . To this end. We will employ Theorem 1. / (b) For every point (x−1 . Finally observe that when (6.9. Open Problem 6. y > 0. Open Problems and Conjectures 123 6.77) holds.10. set f (x.1 (See [64]) Assume that (a) Investigate the forbidden set F of the diﬀerence equation xn+1 = axn + bxn−1 xn . the function f (x.10 Open Problems and Conjectures a. 1. y) is increasing in x for each ﬁxed y.66) is globally asymptotically stable. qm + M 6.5. y) = px + y .4 Global Stability Analysis When p > q Here we have the following result: Theorem 6. Also 1 ≤ f (x. x0 ) ∈ F.7 Assume that p>q and p ≤ pq + 1 + 3q. 2 pM + m .9.6. cxn + dxn−1 n = 0. Now the result is a consequence of Theorem 1. Then the positive equilibrium y of Eq(6. the only solution of the system M= is m = M. and is decreasing in y for each ﬁxed x. . qx + y (6. d ∈ R.

. q ∈ (0. 1 + yn n = 0. not necessarily prime.3 Assume p ∈ (0. this conjecture has been conﬁrmed for q ≤ 1 + 4p. . .) .4.) Chapter 6. (Note that by Theorem 6. An + Bn xn n = 0.3. (Note that by Theorem 6.11) has a ﬁnite limit.124 (See Section 1. ∞). are convergent sequences of real numbers with ﬁnite limits. every positive solution converges to a. .6.) Conjecture 6. Show that every positive solution of Eq(6. See also [36]. 1. period-two solution. . Bn ∈ R for n = 0. Show that the equation yn+1 = p + yn−1 . Show that every positive solution of Eq(6. ∞). we need only to conﬁrm this conjecture for p > 2(q +1) and q ≥ 1.2. (Note that by Theorem 6.10) has a ﬁnite limit. (2.2 Assume that p.) Conjecture 6. ∞). (See Section 1. An .3. q ∈ (0.10. . 2)-Type Equations Open Problem 6.10. Investigate the forbidden set and the asymptotic character of solutions of the nonautonomous Riccati equation xn+1 = αn + βn xn .4. 1.2 Assume that αn .10.5. 1. . βn . . has a positive and monotonically decreasing solution.1 Assume p.) Conjecture 6.6 for the autonomous case.10. . .

5 Find the set of all initial conditions (y−1 .27).10.10. Open Problems and Conjectures Conjecture 6. ∞) and q > pq + 1 + 3p. . Open Problem 6. ∞).10.9.6.66). y0 ) ∈ R × R through which the solution of the equation yn+1 = yn + yn−1 1 + yn is well deﬁned and converges to 1. as n → ∞. ∞) and q > 1 + 4p. Show that every positive solution of Eq(6.7. this conjecture has been conﬁrmed for p ≤ pq + 1 + 3q.4 Assume that p.6.10. 125 Show that every positive solution of Eq(6.10. Find the basin of attraction of the period-two solution of Eq(6. (Note that by Theorem 6.66) has a ﬁnite limit.5 Assume p > q.27) either converges to a ﬁnite limit or to a two cycle. Find the basin of attraction of the period-two solution of Eq(6.10. q ∈ (0.) Open Problem 6.3 Assume that p. q ∈ (0. q ∈ (0.4 Assume that p.) Open Problem 6. (See Section 6. Conjecture 6.

(2. 1. .6 Find the set of all initial conditions (y−1 .78) (6.82) (6. B.81) (6. y0 ) ∈ G. A. . . . xn+1 = Axn + Bxn−1 + Cxn−2 Extend and generalize.80) (6. n = 0. 2)-Type Equations Open Problem 6.84) yn − yn−1 For those equations from the above list for which you were successful. Open Problem 6.126 Chapter 6.10. ∞).Then for every (y−1 .79) (6. investigate the long-term behavior of the solution {yn }∞ : n=−1 yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = 1 − yn 1 − yn−1 yn − 1 yn − yn−1 1 − yn−1 1 − yn (6. C ∈ (0.10.7 For each of the following diﬀerence equations determine the “good” set G ⊂ R × R of initial conditions (y−1 . as n → ∞. γ.8 Assume α.83) yn − yn−1 yn − 1 yn − yn−1 1 − yn−1 1 − yn−1 yn − yn−1 yn + yn−1 . β. Investigate the asymptotic behavior and the periodic nature of solutions of the diﬀerence equation αxn + βxn−1 + γxn−2 . .10. extend your result by introducing arbitrary real parameters in the equation. (6. y0 ) ∈ R × R through which the solution of the equation yn+1 = yn + yn−1 1 + yn−1 is well deﬁned and converges to 1. y0 ) ∈ R × R through which the equation is well deﬁned for all n ≥ 0. Open Problem 6.

(a) Find the set B of all initial conditions (y−1 . (b) Let (y−1 .23) are bounded.90) (6. n = 0.85) (6. 1. Extend and generalize. 1.11 Assume q ∈ (1. Open Problems and Conjectures 127 ∞ Open Problem 6. (6. 1. 1.85)-(6. .92) pn + qn yn .10. . Investigate the asymptotic behavior and the periodic nature of all positive solutions of each of the following eight diﬀerence equations: yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = pn + yn .10. yn + qn yn−1 pn + qn yn−1 . . qn yn + yn−1 pn yn + qn yn−1 .91) (6. .10. . . n = 0. . . .9 Assume that {pn }n=0 and {qn }∞ are convergent sequences of n=0 nonnegative real numbers with ﬁnite limits. . 1 + yn pn + yn−1 .10 Assume that {pn }∞ and {qn }∞ are period-two sequences n=0 n=0 of nonnegative real numbers. n=−1 . . 1. qn + yn n = 0. 1 + yn−1 yn + pn . . .88) (6. . n = 0. n = 0.10. . Investigate the global character of all positive solutions of Eqs(6.89) (6. Open Problem 6. . ∞) × (0. Investigate the asymptotic behavior of {yn }∞ . qn yn + yn−1 yn+1 = yn+1 = Open Problem 6. .92). . n = 0. y0 ) ∈ (0. . 1. qn + yn−1 pn yn + yn−1 . . 1. ∞) such that the solutions {yn }∞ n=−1 of Eq(6. ∞). 1. .86) (6. .87) (6.6. . 1 + yn pn yn + yn−1 . p = n→∞ pn lim lim and q = n→∞ qn . y0 ) ∈ B. n = 0. n = 0. . .

the periodic nature.94). See [14]. 3). and the asymptotic behavior of the solution {xn }∞ n=−1 of Eq(6. 1. Open Problem 6. (2.10.10. 2)-Type Equations (a) Find the set B of all initial conditions (y−1 . ∞) such that the solutions {yn }∞ n=−1 of Eq(6. . (a) Determine the set G of initial conditions (y−1 . .93) Conjecture 6. 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 . See [9]. [3]. n = 0. (b) Let (x−1 . ∞).10.93) is globally asymptotically stable.94) . (6. 1 β = 1 and γ = . y0 ) ∈ B. x0 ) ∈ G.) Let A ∈ (0.10. 1. y0 ) ∈ (0. (c) Extend and generalize. . β ∈ (0. ∞).6 Assume x0 . y0 ∈ (0.13 (A Plant-Herbivore System. are nonnegative. ∞) and that α ∈ (2. 1) with α + β > 1 + β . y0 ) ∈ (0. ∞). and γ ∈ (0. n = 0. and [2]) Assume α ∈ (1. Open Problem 6. Chapter 6. (6. ∞ (b) Let (y−1 . .47) are bounded. .14 (Discrete Epidemic Models. .128 Open Problem 6.12 Assume q ∈ (1. 2 Show that the positive equilibrium of System (6. Investigate the asymptotic behavior of {yn }n=−1 . ∞) through which the solutions {xn }∞ n=−1 of the diﬀerence equation xn+1 = (1 − xn − xn−1 )(1 − e−Axn ). ∞) × (0. . ∞). ∞) × (0. Investigate the boundedness character.

n = 0. . q + yn−k pyn + yn−k . .96) (6. 1. . c2 ∈ [0. qyn + yn−k n = 0. 1. 1. 1. n = 0. 3. . . n = 0. Investigate the global behavior of all positive solutions of each of the following diﬀerence equations: p + qyn yn+1 = . . . . . (6. ) which may be viewed as a population model. (6. qyn + yn−k yn + pyn−k . 1). . . n = 0.10. .98) (6. Open Problems and Conjectures Open Problem 6. . 1. 1 + yn p + yn−k . with positive initial conditions.10. . yn + qyn−k p + qyn−k . ∞) with c1 + c2 > 0. See [48]).97) (6. . . Investigate the global character of all positive solutions of the system . n = 0. . and c1 . . Open Problem 6. yn + q pyn + yn−k . Assume a ∈ (0. . 1.101) . . .10.95) 1 + yn−k yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = yn+1 = yn + p .10. n = 0. 1. .17 Assume that p. q ∈ [0. ∞) and k ∈ {2.}.16 (A Population Model) Assume α ∈ (0. b ∈ (0.99) (6. ∞).15 (The Flour Beetle Model. . . Open Problem 6. ∞). 1. . n = 0. . . . 129 Obtain necessary and suﬃcient conditions for the global asymptotic stability of the Flour Beetle Model: xn+1 = axn + bxn−2 e−c1 xn −c2 xn−2 . .6. 1) and xn+1 = αxn e−yn + β yn+1 = αxn (1 − e −yn β ∈ (1.100) (6. . . 1. n = 0. .

2)-Type Equations Open Problem 6. Extend and generalize. . xn−1 ). . . . . (6. (6.102) has a two cycle which is locally asymptotically stable. 1. (2. Obtain necessary and suﬃcient conditions on f so that every positive solution of the equation xn+1 = f (xn−2 .103) Open Problem 6.19 Assume that every positive solution of an equation of the form xn+1 = f (xn . Obtain necessary and suﬃcient conditions on f so that the same two cycle is a locally asymptotically stable solution of Eq(6. n = 0. also converges to a period-two solution. n = 0.10.11) and (6. . . yn−1 ).10.20 Assume that Eq(6. Open Problem 6. . 1. 1. which extends and uniﬁes the global asymptotic stability results for Eqs(6.18 Obtain a general result for an equation of the form yn+1 = f (yn . xn−1 ). n = 0.102) converges to a period-two solution. .10. .27).130 Chapter 6.103).

. 3)-type Eq.2) Eq(1) contains the following three equations of the (1. . A + Bxn + Cxn−1 n = 0. 1. A + Bxn + Cxn−1 βxn .1 Introduction xn+1 = xn+1 = and xn+1 = γxn−1 . 1 + pyn + qyn−1 αB A2 and q = 131 n = 0. . (7.4) αC . . 3)-Type Equations 7.1) (7.3) α . . .1) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= 1 .2 The Case β = γ = 0 : xn+1 = α yn A α A+Bxn +Cxn−1 This is the (1. 3)-type equations are positive and that the initial conditions are nonnegative. 1. n = 0. . 7. . . . A2 . 3)-type: Please recall our classiﬁcation convention in which all the parameters in the above (1. (7. .(7. A + Bxn + Cxn−1 n = 0. 1.Chapter 7 (1. . . (7. 1.

q Theorem 7. 7. 3)-type Eq(7. p ].4.2) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where yn . The following result is now a straightforward consequence of either the stability trichotomy Theorem 1. Theorem 7.4) is globally asymptotically stable.4.4) has no prime period two solutions. It also follows by applying Theorem 1.5 in the interval [0. Then the zero equilibrium of Eq(7. 1. y0 ∈ (0.3. 1]. 3)-Type Equations One can easily see that the positive equilibrium of Eq(7. The following result is a straightforward consequence of Theorem 1. Theorem 7. 1 + pyn + qyn−1 p= n = 0. (7.2 Assume that y−1 .3.7 in the interval [0.5) β B and q = .2.5) always has zero as an equilibrium point and when p>1 it also has the unique positive equilibrium point y= p−1 .5) is globally asymptotically stable.4.5) is globally asymptotically stable.4.3. . q+1 The following result is a straightforward consequence of Theorem 1.3 The Case α = γ = 0 : xn+1 = A yn C βxn A+Bxn +Cxn−1 This is the (1. or Theorem 1. .4) is locally asymptotically stable for all values of the parameters and that Eq(7. .4. (1.132 Chapter 7.2.1. A C Eq(7. . Then the positive equilibrium of Eq(7. ∞) and p > 1.1 The positive equilibrium of Eq(7.1 Assume p ≤ 1.

(b) Assume that p < 1.1 and 1.1. .1. .7. ψ. φ. . . B .6) has a prime periodtwo solution .3. . p + qyn + yn−1 A γ n = 0. if and only if p < 1.6) is locally asymptotically stable when q<1 and is unstable (a saddle point) when q > 1. The Case α = β = 0 : xn+1 = γxn−1 A+Bxn +Cxn−1 133 γxn−1 A+Bxn +Cxn−1 7. 3)-type Eq(7.6) is globally asymptotically stable when p≥1 and is unstable (a repeller) when p < 1.4.3) which by the change of variables xn = reduces to the equation yn+1 = where p= yn−1 .4.6) and q = Eq(7. Then the positive equilibrium of Eq(7. Concerning prime period-two solutions one can see that Eq(7. φ. . . Theorem 7. 1.6) always has the zero equilibrium and when p<1 it also has the unique positive equilibrium y= 1−p . C (7. . ψ. 1+q The subsequent result is a straightforward application of Theorems 1.1 (a) The zero equilibrium of Eq(7. . .4 The Case α = β = 0 : xn+1 = γ yn C This is the (1.

7) both eigenvalues of JT 2 7. On the other hand. . . 1 − p − φ. . Conjecture 7.8) is locally asymptotically stable. 0. φ. 1 − p.8) 0 p 0 lie in the disk |λ| < 1. φ.5. Proof. (1.6) is locally asymptotically stable.134 Furthermore when Chapter 7. 2 and in view of (7. 0. 3)-Type Equations p < 1 and q = 1 the only prime period-two solution is . . 2 and q > 1. of Eq(7. q ∈ (0. . . 1). with 0 ≤ φ ≤ 1 − p and φ = Theorem 7.7) (7.1 Assume Show that every positive solution of Eq(7. . 0. 1 − p. .2 Assume that p<1 Then the period-two solution . 1 − p − φ. .6) are given by .4.6 that here JT 2 0 1−p = 1 p+q(1−p) q(1−p) − p+q(1−p) 1−p . Therefore 1−p the prime period-two solution (7. . . 0. . . . 1 − p. .5 Open Problems and Conjectures p. .6) has a ﬁnite limit. (7. It follows from Section 2. . . 1 − p. . when p < 1 and q = 1 all prime period-two solutions of Eq(7. .

. x0 ) ∈ G be an initial point through which the corresponding equation is well deﬁned for all n ≥ 0. not necessarily prime.11). of Eq(7.9) (7.6).7.5. 1 − p. Find the basin of attraction of the two cycle .3 For each of the equations given below. periodtwo solution. ∞). Open Problem 7. 0. 0. xn−2 . 1) and q ∈ (1.5. . Extend and generalize. .2 Assume p < 1 and q ≥ 1. Open Problems and Conjectures Conjecture 7. q ∈ [0. ∞). Open Problem 7. 1 + xn + xn−1 (7. Open Problem 7. 1 − p. and investigate ∞ the long term-behavior of the solution {xn }n=−1 . 135 Show that every positive solution of Eq(7. .6) converges to a. .5.11) Now for each of the equations (7.9)-(7. . ﬁnd the set G of all points (x−1 . . let (x−1 .5. . . 1 + pxn + qxn−1 + xn−2 n = 0.1 Assume p ∈ (0. 1. 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 .5.2 Investigate the asymptotic character and the periodic nature of all positive solutions of the diﬀerence equation xn+1 = where p.10) (7. .

136 Chapter 7.14) Open Problem 7. Extend and generalize. p = lim pn n→∞ and q = n→∞ qn .12)-(7.13) (7. . (7. .5 Assume that {pn }∞ and {qn }∞ are period-two sequences of n=0 n=0 nonnegative real numbers.5. . 1 + pn yn + qn yn−1 yn−1 . lim Investigate the asymptotic behavior and the periodic nature of all positive solutions of each of the following three diﬀerence equations: yn+1 = yn+1 = yn+1 = 1 . . n = 0. (1.4 Assume that {pn }∞ and {qn }∞ are convergent sequences of n=0 n=0 nonnegative real numbers with ﬁnite limits. . pn + qn yn + yn−1 n = 0. 1. . . 1 + pn yn + qn yn−1 yn .14). . . . Investigate the global character of all positive solutions of Eqs(7. . n = 0.12) (7. 1. 1.5. 3)-Type Equations Open Problem 7.

1) (8. .3) by the change of the variables xn = yn + 137 γ .Chapter 8 (3. 1.1) is a linear diﬀerence equation and can be solved explicitly. (8. Cxn−1 n = 0. 1. Eq(8. the initial conditions are nonnegative. . 2)-type equation of the form of Eq(6. . . . Bxn Eq(1) contains the following three equations of the (1. . C . β + Byn n = 0. . Eq(8.4) (see Section 6.1 Introduction α + βxn + γxn−1 . yn+1 = (α + βγ ) + γyn−1 B . 1. n = 0.2) by the change of the variables xn = yn + β .2) Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. 1)-Type Equations 8. Eq(8. . 1. . . . . and the denominators are always positive. . A α + βxn + γxn−1 .3) n = 0. namely. (8. 3)-type: xn+1 = xn+1 = and xn+1 = α + βxn + γxn−1 .5). . B is reduced to a (2.

1 Show that every positive solution of Eq(8. Open Problem 8. x0 ) ∈ (0. .3) converges to the positive equilibrium of the equation. Open Problem 8. Conjecture 8.2. Hence there is nothing else remaining to do about these equations other than to pose some Open Problems and Conjectures. 2)-type equation of the form of Eq(6. Determine the basin of attraction of (8.3 Determine the set G of all initial points (x−1 . n=−1 Open Problem 8. ψ. . ∞) through which the solutions of Eq(8. . φ. . .4) be a period-two solution of Eq(8. φ. .2) are bounded.2) (see Section 6.2.2). ψ. 8.2 (a) Assume γ = β and let . 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 }∞ . ∞) × (0.2. (8.2. .4 Determine the set G of all initial points (x−1 .4). .138 Chapter 8. . yn+1 (α + βγ ) + βyn C . (b) Let {xn }∞ n=−1 be a positive solution of Eq(8.1 Assume γ > β.2) which converges to (8.3) namely.2 Open Problems and Conjectures Open Problem 8. Determine the set of initial conditions (x−1 . x0 ) ∈ R × R through which the equation 1 + xn + xn−1 xn+1 = xn is well deﬁned for all n and for these initial points determine the long-term behavior of the solutions {xn }∞ .2. 1)-Type Equations is reduced to a (2. (3. = γ + Cyn−1 n = 0. 1. n=−1 .4). Determine the values of φ and ψ in terms of the initial conditions x−1 and x0 . .

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.

4). 2 Here we present a semicycle analysis of the solutions of Eq(9.4 Assume p = q(qr + 1) and let {yn }∞ n=−1 be a solution of Eq(9. . y4k ≤ 1. Proof.10) Proof. Then yn+1 − q = Furthermore when qr < 1. 3)-Type Equations qr (q − yn−1 ).146 Lemma 9. y4k+1 > q. . y4k+1 < q. y4k ≥ 1. excluding the ﬁrst. y4k ≥ 1. and y4k+2 ≤ q. More precisely. and the only equilibrium point is y = q. ∞) and Eq(9. the following statements are true for all k ≥ 0: (i) y−1 > q and y0 ≤ q =⇒ y4k−1 > q.4) when p = q(1 + rq). and y4k+2 ≥ q. In this case Eq(9. Theorem 9. (9.2. and y4k+2 ≤ q. (2. 1 + yn + ryn−1 n = 0. 1. is equal to four.9) follows by straightforward computation. (iv) y−1 < q and y0 ≤ q =⇒ y4k−1 < q.3 Suppose that p = q + rq 2 and let {yn }∞ n=−1 be a nontrivial solution of Eq(9.10) is a consequence of the fact that in this case qr ∈ (0. y4k+1 > q. (ii) y−1 < q and y0 ≥ q =⇒ y4k−1 < q. then n→∞ Chapter 9.4) becomes yn+1 = q + rq 2 + qyn . Then this solution is oscillatory and the sum of the lengths of two consecutive semicycles.9) (9. and y4k+2 ≥ q. Identity (9. y4k+1 < q. 2 .4).2.4) has no period-two solution. 1 + yn + ryn−1 lim yn = y. y4k ≤ 1. The limit (9. The proof follows from identity (9.5). . (iii) y−1 > q and y0 ≥ q =⇒ y4k−1 > q.

(ii) yN > q.3.4) described in Lemma 9. for the sake of contradiction.2. q] qr [q. y ∈ I. The Case γ = 0 : xn+1 = α+βxn A+Bxn +Cxn−1 147 9. q−1+ (q−1) +4p ] if p ≤ q. Then every solution of Eq(9.2. Set b= and observe that yn+1 − b = (q − p)(yn − b) − r(p + qb)yn−1 . First assume that p ≤ q.2.5 Let I denote the interval which is deﬁned as follows: √ 2 [0. qr and yN +2 < . Now assume for the sake of contradiction that yn > b for n > 0. Then by Lemma 9. q−1+ (q − 1)2 + 4p 2 Hence. yN ≤ b.4) lies eventually in I. Then yn > y for n ≥ 0 and so which is a contradiction. Let {yn }n=−1 be a solution of Eq(9.1. ∞ Proof. yN +1 > q.9. p > q(qr + 1). then yN +1 < b. there exists N > 0 such that one of the following three cases holds: (i) yN > q. qr p−q . every solution of Eq(9. 2 I= [ p−q . also assume that the solution {yn }∞ n=−1 is not eventually in the interval I. p−q ] qr if if q < p < q(qr + 1). qr n→∞ lim yn = y ∈ I and yN +2 < p−q .4 Global Asymptotic Stability The following lemma establishes that when p = q(qr + 1).2. More precisely. if for some N .2. yN +1 < p−q . Then clearly. Next assume that q < p < q(qr + 1) and.4) is eventually trapped into one of the three invariant intervals of Eq(9. the following is true: Lemma 9. (1 + yn + ryn−1 )(1 + b) n ≥ 0.4).

each subsequence {yn+4k+j }∞ with all its terms outside k=0 the interval I converges monotonically and enters in the interval I. . The proof when p > q(qr + 1) is similar and will be omitted. or q . (b) Assume that either (iii) r > 1 (ii) r ≤ 1.5. Then the equilibrium y of Eq(9. 1+r Then the equilibrium y of Eq(9. (2.4): Theorem 9. Proof.7 and 1. p−q qr Chapter 9.7) from which it follows that for j ∈ {0.4. For example.4. 2. p< p≤q or q < p < q + q2r and that one of the following conditions is also satisﬁed: (i) q ≤ 1. qr Also observe that 2 if yN ≥ q. then yN + ryN − p < 0.2. and (q − 1)2 (r − 1) ≤ 4p. qr The desired contradiction is now obtained by using the Identity (9. and yN +2 < p−q . then yN + ryN − p > 0 and 2 if yN ≤ p−q . the following results are true for Eq(9. By using the monotonic character of the function f (x.4). we can obtain some global asymptotic stability results for the solutions of Eq(9. 1. together with the appropriate convergence Theorems 1. 3)-Type Equations ≤ yN +1 ≤ q. 3}. y) = p + qx 1 + x + ry 2 in each of the intervals in Lemma 9.4) is globally asymptotically stable.4) is globally asymptotically stable.1.148 (iii) yN > q.2.4 (a) Assume that either p ≥ q + q 2 r.

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 = .2. then M = m. M ) and M = f (M.2. then yn ∈ 2 √ √ q−1+ (q−1)2 +4p q−1+ (q−1)2 +4p for all n ≥ 0. m) then M = m. . 2 2 √ 2 +4p q−1+ (q−1) . y0 ∈ 0.2. m = M from which the result follows.4.11) A yn B αB .2) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + qyn−1 . For instance. We will employ Theorem 1.1 we see that when y−1 . this is the case if Condition (i) is satisﬁed. Now if m + M = q − 1.2.1 and Theorem 1. Clearly now if Condition (ii) or (iii) is satisﬁed. the function f increases in x and and that in the interval 0.4.3. √ q−1+ (q−1)2 +4p (b) In view of Lemma 9. It is easy to check that y ∈ 0. This system has the form m= p + qm 1 + m + rM and M = p + qM .7 and 1. .4 and Theorems 1.5.2. 1. The proof when q < p < q + q 2 r holds follows from Lemma 9. 1 + M + rm Hence (M − m)(1 − q + M + m) = 0. 2 9. 3)-type Eq(9. . 1 + yn + ryn−1 q= γ .5 and so it remains to be shown that if m = f (m.3 The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 This is the (2. 2 decreases in y.4. C .1 and 9. A n = 0.9. B (9. The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 149 (a) The proof follows from Lemmas 9. 0. .

φ. (b) The equilibrium y of Eq(9. φ. ψ. 1 + φ + rψ It now follows after some calculation that the following result is true.3.150 Chapter 9. . invariant intervals.12) holds. .11). .12) holds.1 (a) The equilibrium y of Eq(9. Eq(9. (9. ψ. be a period-two cycle of Eq(9. . Furthermore when (9.1. 3)-Type Equations This equation has not been investigated yet. Here we make some simple observations about linearized stability. ψ. .3. .1 we obtain the following result.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) . if and only if (9.11) is locally asymptotically stable when either q≤1 or q > 1 and (r − 1)(q − 1)2 + 4pr2 > 0. . Lemma 9. . . (2. when q > 1 and (r − 1)(q − 1)2 + 4pr2 < 0. By employing the linearized stability Theorem 1. ψ. the period-two solution is “unique” and the values of φ and ψ are the positive roots of the quadratic equation t2 − p q−1 = 0. Theorem 9.3. and more precisely a saddle point.1 Eq(9. . φ. . φ.1 Let Existence and Local Stability of Period-Two Cycles . and the convergence of solutions in certain regions of initial conditions. .12) 9.11) is unstable.11) has a prime period-two solution . t+ r 1−r . Then φ= p + qφ 1 + ψ + rφ and ψ = p + qψ .

φ ψ is a ﬁxed point of T 2 . ψ) ∂u φ = JT 2 .11) in the equivalent form: un+1 = vn vn+1 = p+qun 1+vn +run . . v) h(u. we set un = yn−1 and vn = yn . ψ) = ∂u (1 + ψ + rφ)2 ∂g −p − qφ (φ. . .3. Jacobian matrix JT 2 . φ. v) p + qv . and write Eq(9. . ψ) ∂v (φ. the second iterate of T . v) = Clearly the two cycle is locally asymptotically stable when the eigenvalues of the φ . ψ. ∞) × (0. v) + rv and h(u. n = 0. . 1 + g(u. lie inside the unit disk. ψ) = . Let T be the function on (0. ψ) ∂v (φ. By a simple calculation we ﬁnd that T2 where g(u. v) = p + qu 1 + v + ru u v = g(u. . . (φ. φ. . . 1. . for n = 0. ∂v (1 + ψ + rφ)2 . ψ ∂h ∂h (φ. . 1. . ψ) ∂u where ∂g q − pr + qψ . The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 151 To investigate the local stability of the two cycle . .9. ∞) deﬁned by: T Then u v = v p+qu 1+v+ru . evaluated at ψ We have ∂g ∂g (φ. ψ.

∂u (1 + ψ + rφ)2 (1 + φ + rψ)2 ∂h (p + qψ)(p + qφ) q − pr + qφ (φ. ψ) − (φ. ψ) ∂u ∂v ∂h ∂g ∂h ∂g (φ.14). if and only if |S| < 1 + D < 2.13) is equivalent to the following three inequalities: D<1 S <1+D −1 − D < S. This inequality is equivalent to (q − pr + qφ) (q − pr + qψ) − (1 + ψ + rφ)2 (1 + φ + rψ)2 < 0.1 that both eigenvalues of JT 2 unit disk |λ| < 1.14) (9. ψ) + (φ.16) First we will establish Inequality (9.1. ψ) (φ. Observe that.13) (9. 2 (1 + φ + rψ)2 ∂v (1 + ψ + rφ) (1 + φ + rψ)2 Set S= and D= ∂h ∂g (φ. ψ) (φ. ψ).15) (9. ψ) = + . (q − pr + qφ) (q − pr + qψ) = (q − pr)2 + q(q − pr)(φ + ψ) + q 2 φψ = = −2q 2 r + q 2 r2 + 3qpr2 − 2qpr3 − p2 r3 + p2 r4 − q 3 + rq 3 + q 2 − pr2 q 2 − qpr r (−1 + r) (1 + ψ + rφ)2 (1 + φ + rψ)2 = 1 + φ + rψ + ψ + ψφ + rψ 2 + rφ + φ2 r + r2 φψ = −pr2 + qr + pr − q + q 2 r 2 2 and that . Inequality (9. (2. 3)-Type Equations ∂h (p + qψ)(pr − q − qψ) (φ. (9. ψ) = .152 Chapter 9. Thus . ∂u ∂v ∂v ∂u φ ψ lie inside the Then it follows from Theorem 1.

12).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 > 0.12).12) we see that (r − 1)(q − 1)2 + 4pr2 = q 2 r − 2qr + r − q 2 + 2q − 1 + 4r2 p < 0 and so 2r2 p − rp + q − q 2 − qr + q 2 r < 2r2 p − rp + q − qr + 2qr − r − 2q + 1 − 4r2 p = −2r2 p − rp − q + qr − r + 1 = −2r2 p − rp + (r − 1) (q − 1) < 0 from which the result follows. After some lengthy calculation one can see that this inequality is also a consequence of Condition (9. we have established the following result: . Next we turn to Inequality (9. After some lengthy calculation one can see that this inequality is a consequence of Condition (9.3. In summary. r2 (1 − r) −r2 p + rp − q + q 2 + qr = rp(1 − r) + q(q − 1) + qr > 0. Also by using Condition (9. This inequality is equivalent to (q − pr + qψ)(1 + φ + rψ)2 + (p + qψ)(p + qφ) + (q − pr + qφ)(1 + ψ + rφ)2 − (q − pr + qφ) (q − pr + qψ) − (1 + ψ + rφ)2 (1 + φ + rψ)2 < 0.9. 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) = .15). Finally Inequality (9.

3. 9. . r q when pr ≥ q + q2 . 3)-Type Equations Theorem 9.2 Eq(9. yk ∈ [0. . ψ. .12) holds. if and only if (9. r when 1 < q < pr < q + q2 q − .3.11) has a unique prime period-two solution . then yk+1 = p + qyk−1 p + qyk−1 ≤ = g(yk−1 ) ≤ g(b) ≤ b. (a) Set g(x) = p + qx 1 + rx and b = q−1+ (q − 1)2 + 4pr 2r and observe that g is an increasing function and g(b) ≤ b. φ. 1 + yk + qyk−1 1 + ryk−1 The proof follows by induction. Using Eq(9. which can be established by direct calculation. Lemma 9. .154 Chapter 9. Furthermore when (9. . gives a list of invariant intervals for Eq(9. (2. φ. ψ. b].2 Invariant Intervals The following result. q−1+ (q − 1)2 + 4pr 2r when pr ≤ q. r r Proof.11). q r (c) q pr − q .2 Eq(9.11) possesses the following invariant intervals: (a) 0. this period-two solution is locally asymptotically stable.3.12) holds.11) we see that when yk−1 . (b) pr − q q . . .

r By using the fact that f (x. y) and the condition 2 q < pr < q + qr we obtain yk+1 = p + qyk−1 = f (yk .r q is increasing in y for x > pr−q .9. y) = p + qy 1 + x + ry pr−q q . Using Eq(9. r The proof follows by induction. q q q = .3. (c) It is clear that the function f (x. ≥ yk+1 = 1 + yk + ryk−1 r q q .11) we see that when yk−1 . . y) = is decreasing in y for x < q pr−q .11) we see that when yk−1 . yk−1 ) ≤ f . yk ∈ q then q pr − q p + qyk−1 pr − q = f (yk . yk−1 ) ≥ f 1 + yk + qyk−1 pr − q pr − q . then yk+1 = Using Eq(9. q p + qy 1 + x + ry . y) is decreasing in both arguments and the condition pr > q + rq2 we obtain yk+1 = q q p + qyk−1 = f (yk . q r q = . yk ∈ p + qyk−1 = f (yk . yk−1 ) ≥ f . Now by using the monotonic character of the function f (x. 2 . The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 155 (b) It is clear that the function f (x. < r + (r + 1)q q The proof follows by induction. q r pr−q . yk−1 ) ≤ f 1 + yk + ryk−1 pr − q q . 1 + yk + qyk−1 r r = pr + q 2 pr − q .

156 Chapter 9. 2 Theorem 9. 3)-Type Equations 9.6.3. q−1+ (q − 1)2 + 4pr 2r converges to the equilibrium y. y) = in each of the intervals in Lemma 9. for all n ≥ 0.2. together with the appropriate convergence theorem (from among Theorems 1.11) with initial conditions in the invariant interval 0. It is easy to check that y ∈ 0. (ii) r ≥ 1. In view of Lemma 9. 2 q−1+ √ (q−1)2 +4pr (ii) r < 1 and (r − 1)(q − 1)2 + 4pr2 ≥ 0.2 we see that when y−1 .3 Assume that pr ≤ q and that one of the following conditions is also satisﬁed: (i) q ≤ 1. (2.3. the following results are true for Eq(9.4 (a) Assume that 1 < q < pr < q+ qr − q and that one of the following r conditions is also satisﬁed: (i) r ≥ 1.4. y0 ∈ 0.11): Theorem 9. 2r 2r √ q−1+ (q−1)2 +4pr and that in the interval 0. the function f decreases in x and increases 2r in y. The result now follows by employing Theorem 1.8) we can obtain some convergence results for the solutions with initial conditions in the invariant intervals.4.5-1.3 Convergence of Solutions p + qy 1 + x + ry By using the monotonic character of the function f (x. . Then every solution of Eq(9. .3.4.3. For example. (iii) r < 1 and (r − 1)(q − 1)2 + 4pr2 ≥ 0. then Proof. 2r √ √ q−1+ (q−1)2 +4pr q−1+ (q−1)2 +4pr yn ∈ 0.3.

In and the only positive equilibrium is y = q .11) with initial conditions in the invariant interval q pr − q .11) is globally asymptotically stable. pr−q and that in the r q in both x and in y. we obtain the following global asymptotic stability result.4 Global Stability By applying Theorem 1.7.11) when pr = q + this case Eq(9. 1.11).6.3.3. q2 r q2 . . It is easy to 9. q r interval q . The result now follows by employing Theorem 1.11) with initial conditions in the invariant interval pr − q q .5 Semicycle Analysis When pr = q + Here we present a semicycle analysis of the solutions of Eq(9.11) becomes yn+1 = qr + q 2 + qr2 yn−1 . the function f decreases check that y ∈ q . Theorem 9.3.9.3.r q pr−q q . It is easy to (b) In view of Lemma 9. y) decreases in x and increases in y.5 Assume r ≥ 1 and pr ≤ q. .4.3. q r converges to the equilibrium y. (a) In view of Lemma 9. (b) Assume that pr > q + qr .r q 2 check that y ∈ and that the function f (x.2 we conclude that yn ∈ for all n ≥ 0. 2 q pr−q .4. pr−q r q for all n ≥ 0. r 9.3 to Eq(9. Proof. r .3. The Case β = 0 : xn+1 = α+γxn−1 A+Bxn +Cxn−1 157 Then every solution of Eq(9. r2 + r2 yn + r3 yn−1 n = 0. The result now follows by employing Theorem 1. . Then the positive equilibrium of Eq(9. r q converges to the equilibrium y.4. Then every solution of Eq(9.2 we conclude that yn ∈ pr−q q .

γ q= B .1 and Theorem 1. r r r (1 + yn + ryn−1 ) 2 9. The equilibrium points of Eq(9.17) also possesses the unique positive equilibrium y= p+1−r .17) are the nonnegative solutions of the equation y= (p + 1)y . r + qyn + yn−1 β . and the convergence of solutions in certain regions of initial conditions. q+1 (9.6 Suppose that pr = q + qr and let {yn }∞ n=−1 be a nontrivial solution of Eq(9. . . Eq(9.158 2 Chapter 9.18) The following theorem is a consequence of Theorem 1. γ This equation has not been investigated yet. (9.1. Here we make some simple observations about linearized stability.11). 3)-Type Equations Theorem 9.3. . C n = 0. r + (1 + q)y Hence zero is always an equilibrium point and when p + 1 > r.3) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= pyn + yn−1 . 1. . C and r = A .17) γ yn .3. 3)-type Eq(9. Then after the ﬁrst semicycle. the solution oscillates about the equilibrium y with semicycles of length one. Proof.1. The proof follows from the relation yn+1 − q q qr2 = ( − yn ) 3 .4 The Case α = 0 : xn+1 = βxn +γxn−1 A+Bxn +Cxn−1 This is the (2. (2. invariant intervals.

1. φ.1 βxn +γxn−1 A+Bxn +Cxn−1 159 (a) Assume that p + 1 ≤ r. and unstable (a saddle point) when q + r > 3p + 1 + qr + pq. The following result is a consequence of Theorem 1. . Furthermore the zero equilibrium is a saddle point when 1−p<r <1+p and a repeller when r < 1 − p.18) holds. ψ. . 1. The linearized equation associated with Eq(9.3 Eq(9. . if and only if (9. .4. .4. . .17) is globally asymptotically stable.4.9.20) holds. Theorem 9.2 Assume that (9. (p + 1)(q + 1) (p + 1)(q + 1) n = 0. (b) Assume that p + 1 > r.20) (9. Furthermore when (9. Then the zero equilibrium of 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. ψ.19) Concerning prime period-two solutions for Eq(9.17) about its positive equilibrium y is zn+1 − p − q + qr q−p+r zn − zn−1 = 0. .1.4.17) has a prime period-two solution .5 that the following result is true. it follows from Section 2. Theorem 9. q−1 . . Then the zero equilibrium of Eq(9.17) is locally asymptotically stable when q + r < 3p + 1 + qr + pq.17). (9. φ. Then the positive equilibrium of Eq(9.17) is unstable. The Case α = 0 : xn+1 = Theorem 9.

and q 2 + q ≤ r. and [0. when q 2 − qr ≤ p < q 2 and p + q > r.160 Chapter 9.17). where K > 0 is an arbitrary number and pr . K1 p − q2 K1 = (c) 0. q2 where K2 = when q 2 > p + qr. when p > q 2 + r where ((r − q)(p − q 2 ) + qr)2 + 4q 3 r(p − q 2 ) 2q(p − q 2 ) . 3)-Type Equations 9. K] when q 2 < p ≤ q 2 + r and p + q ≤ r. q2 pr −p (q − r)(p − q 2 ) − qr + [0. p+q−r q+1 when p = q 2 and q 2 + q > r where K > 0 is an arbitrary number and qr . (2. (b) 0. qr p − q2 when q 2 < p ≤ q 2 + r and p + q > r. K2 −p [0.17) possesses the following invariant intervals: (a) 0. Lemma 9. K] when q 2 − qr ≤ p < q 2 and p + q ≤ r.1 Invariant Intervals The following result.4. which can be established by direct calculation. gives a list of invariant intervals for Eq(9. ((q − r)(q 2 − p))2 + 4p3 qr2 2pqr (q − r)(q 2 − p) + .4. K] when p = q 2 where K > 0 is an arbitrary number. .1 Eq(9.

r + (q + 1)K qr where we set K = p−q2 . yk−1 ) ≤ f (K. y) is increasing in both arguments for y < and it is increasing in y and decreasing in x for y ≥ q2pr . K2 ≤ yk+1 = f (yk . p−q2 we obtain qr . q+1 (b) It is clear that the function f (x. K1 p−q 2 we can see that qr qr . y) is increasing in both arguments for x < qr and it is increasing in x and decreasing in y for x ≥ p−q2 . q 2 −p (c) It is clear that the function f (x. yk ∈ f qr . y) = r + qx + y is increasing in both arguments. 2 pr pr . qr Hence for yk−1 . K) = (p + q)K with K = pr . βxn +γxn−1 A+Bxn +Cxn−1 161 (a) It is easy to see that when p = q 2 the function px + qy f (x. ) ≤ K1 . yk−1 ) ≤ f K2 .4. When q 2 + q ≤ r. −p Then one can see that for yk−1 . while when q 2 + q > r the inequality is true when p+q−r K≥ . K2 q 2 −p Second assume that p < q 2 − qr.9. yk−1 ) ≤ f (K1 . it is satisﬁed under the condition r + q 2 > p. K) = (p + q)K Second assume that p > q 2 + r. 1 ≤ K. 2 q2 − p q −p . Therefore for any K > 0. yk+1 = f (yk . yk−1 ) ≤ f (K. Then for yk−1 . q 2 −p First assume that q 2 − qr ≤ p < q 2 . p−q 2 0 ≤ f (x. 2 p−q p − q2 pr . this inequality is satisﬁed for any K > 0. K1 ≤ yk+1 = f (yk . q2pr we obtain −p yk+1 = f (yk . y) ≤ f (K. yk ∈ 0. yk ∈ f one can see that ≤ K2 . K). The last inequality is always satisﬁed when p + q ≤ r and when p + q > r. 1 ≤ K. r + (q + 1)K pr . Then for yk−1 . The Case α = 0 : xn+1 = Proof. First assume that q 2 < p ≤ q 2 + r . Now observe that the inequality f (K. K) ≤ K is equivalent to q 2 +q−r ≤ (q+1)K. yk ∈ 0.

y) = in each of the intervals in Lemma 9. the following results are true for Eq(9. K]. converges to the equilibrium y.4.4. converges to the equilibrium y.162 Chapter 9.17) with initial conditions in the interval [0. Assume that p = q 2 and q 2 + q ≤ r. Then every solution of Eq(9.8.5-1. together with the appropriate convergence theorem (from among Theorems 1. Assume that q 2 + r ≥ p > q 2 and p + q ≤ r.1. converges to the equilibrium y. (b) Assume that q 2 + r ≥ p > q 2 and p + q > r. (2.4. for any K > 0. K]. converges to the equilibrium y. Then every solution of Eq(9. For example. Then every solution of Eq(9. converges to the equilibrium y. for any K > 0. Then every solution of Eq(9. The proof is an immediate consequence of Lemma 9.8).4.17) with initial conditions in the interval [0.4.17) with initial conditions in the invariant interval 0.17) with initial conditions in the invariant interval 0. (c) Assume that q 2 − qr ≥ p < q 2 and p + q > r.2 Convergence of Solutions px + qy r + qx + y By using the monotonic character of the function f (x. Proof. Then every solution of Eq(9.4.17): Theorem 9. 3)-Type Equations 9. K]. 2 q2 pr −p qr p − q2 q2 + q − r q+1 . Assume that q 2 − qr ≤ p < q 2 and p + q ≤ r.4 (a) Assume that p = q 2 and q 2 + q > r.17) with initial conditions in the invariant interval 0. Then every solution of Eq(9. we can obtain some convergence results for the solutions with initial conditions in the invariant intervals.4. for any K > 0.17) with initial conditions in the interval [0. converges to the equilibrium y.1 and Theorem 1.

4.1 and Theorem 1. . 2 9.2) is bounded. Show that every positive solution of Eq(9.5.6. C ∈ (0.5.11) with initial conditions in the invariant interval qr .20) is not satisﬁed.11) with initial conditions in the invariant interval converges to the equilibrium y. Conjecture 9. Conjecture 9. β. B. The proof is an immediate consequence of Lemma 9. p−q 2 Proof.5. K2 converges to the equilibrium y. ∞). (iii) q < 1 qr .9. K1 p−q 2 3q 2 +q−qr+r .6 Assume that q 2 > p + qr and that Condition (9. C ∈ (0. γ.3 Assume β. B. Then every solution of Eq(9. γ.4.5.3) is bounded. A. A. Conjecture 9.1 Assume Show that every positive solution of Eq(9.5 Assume that p > q2 + r and that one of the following conditions is also satisﬁed: (i) p ≤ q + r. (ii) q ≥ 1.4. A. The proof is a consequence of Lemma 9.2 Assume α.5 Open Problems and Conjectures α.1 and Theorem 1. Open Problems and Conjectures Theorem 9.5. C ∈ (0. Proof. ∞). Show that every positive solution of Eq(9.4. B. 1−q 163 and p ≤ Then every solution of Eq(9.4. 2 Theorem 9.1) has a ﬁnite limit.4. ∞).

C ∈ (0.1 Determine the set G of all initial points (x−1 .5.2) is globally asymptotically stable. Show that the positive equilibrium of Eq(9. x0 ) ∈ R × R through which the equation xn + xn−1 xn+1 = 1 + xn + xn−1 is well deﬁned for all n ≥ 0.5. Open Problem 9. x0 ) ∈ R × R through which the equation 1 + xn xn+1 = 1 + xn + xn−1 is well deﬁned for all n ≥ 0. n=−1 Open Problem 9. Extend and generalize. B. Extend and generalize. n=−1 Open Problem 9. γ. 3)-Type Equations α. Extend and generalize.164 Conjecture 9. γ. n=−1 . C ∈ (0. ∞). A.2 Determine the set G of all initial points (x−1 . Show that the positive equilibrium of Eq(9.5. (2.2) has no prime period-two solutions.4 Assume Chapter 9. B. Suppose that Eq(9. x0 ) ∈ R × R through which the equation 1 + xn−1 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 }∞ . ∞) and suppose that Eq(9.5. and for these initial points investigate the long-term behavior of the solutions {xn }∞ .3) is globally asymptotically stable. x0 ∈ [0.3) has no prime period-two solutions. ∞) with x−1 + x0 > 0 and that β. Conjecture 9.5.3 Determine the set G of all initial points (x−1 . and for these initial points investigate the long-term behavior of the solutions {xn }∞ .5 Assume that x−1 . A.

ψ. . . . .5.4 Assume that {pn }∞ . Investigate the basin of attraction of the two cycle . Open Problem 9. 1 + yn + rn yn−1 n = 0.5. {qn }∞ . . . φ.6 Assume that (9. φ.5. n = 0. .17).5 Assume that {pn }∞ . . 1. ψ.5. .17) is locally asymptotically stable. and {rn }∞ are period-two sen=0 n=0 quences of nonnegative real numbers.6 Assume that (9. φ. {qn }n=0 . 1 + yn + rn yn−1 pn + qn yn−1 .9.7 Assume that (9. . . Extend and generalize. Show that the period-two solution . .22) (9. of Eq(9. Open Problem 9.21)-(9. Conjecture 9. p = lim pn . . Investigate the global character of all positive solutions of Eqs(9. φ.21) (9. φ. lim and r = n→∞ rn . ψ.5. (9. . . n→∞ q = n→∞ qn . .5.20) holds. . Open Problems and Conjectures 165 Open Problem 9.23) pn yn + yn−1 . . ψ. φ. ψ. .11). Investigate the basin of attraction of the two cycle . and {rn }∞ are convergent sen=0 n=0 n=0 quences of nonnegative real numbers with ﬁnite limits. ψ. . . of Eq(9. rn + qn yn + yn−1 ∞ Open Problem 9. . . lim Investigate the asymptotic behavior and the periodic nature of all positive solutions of each of the following three diﬀerence equations: yn+1 = yn+1 = yn+1 = pn + qn yn . of Eq(9. . . . 1. . 1. .20) holds. n = 0.23). .12) holds.

. . 1. 3)-Type Equations k ∈ {2. 1 + yn + ryn−k yn+1 = yn+1 = p + qyn−k . .}. 1 + yn + ryn−k pyn + yn−k .25) (9.5. 3. . . .166 Open Problem 9. r ∈ [0. ∞) and Chapter 9. . . q. (2. n = 0. Investigate the global behavior of all positive solutions of each of the following diﬀerence equations: p + qyn (9. r + qyn + yn−k n = 0.8 Assume that p. n = 0.24) yn+1 = . . 1. . 1. (9. . .26) . .

. A + Bxn α + βxn + γxn−1 . n = 0.1) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + qyn + ryn−1 . (10.4) and r = 167 . . A2 q= β . . A n = 0.1) (10. . 2)-type Eq(10.2) 10. . 1. . . 1 + yn αB . A (10. . 1. A + Cxn−1 Eq(1) contains the following three equations of the (3. γ .1 Introduction α + βxn + γxn−1 . xn+1 = n = 0. . and the denominators are always positive.3) Bxn + Cxn−1 Please recall our classiﬁcation convention in which all parameters that appear in these equations are positive. (10. the initial conditions are nonnegative. 2)-Type Equations 10. n = 0. . . 1.Chapter 10 (3. . 2)-type: xn+1 = xn+1 = and α + βxn + γxn−1 . .2 The Case C = 0 : xn+1 = A yn B α+βxn +γxn−1 A+Bxn This is the (3. 1.

The proofs of parts (b) and (c) of Theorem 10. Then the equilibrium of Eq(10.4) exhibit the following trichotomy character.6) (10. (b) Assume that r < q + 1.2.5) .1 (a) Assume that r = q + 1.4) possesses prime period-two solutions.4) converges to a period-two solution.2.7.4) was investigated in [29]. .1 are given in Sections 10.5 and 2. (c) Assume that r > q + 1. When r =q+1 Eq(10. By applying the linearized stability Theorem 1.4) is globally asymptotically stable. .4) possesses unbounded solutions. Then Eq(10.2. . for a more general equation. (10.2 below.1 and 10.4) about its unique equilibrium y= is zn+1 − q+r−1+ (q + r − 1)2 + 4p 2 q − p − ry r zn − zn−1 = 0.2. .168 Chapter 10.7) (10. Then every solution of Eq(10. See Sections 2. The proof of part (a) of Theorem 10.) The linearized equation of Eq(10. 2 (1 + y) 1+y n = 0.7. 1. 2)-Type Equations (Eq(10. The main result in this section is that the solutions of Eq(10. (3. in Section 2.2.1 was given. Theorem 10.1 we see that y is locally asymptotically stable when r <1+q and is an unstable (saddle point) equilibrium when r > 1 + q.1.

1 Proof of Part (b) of Theorem 10.2.10) reduces to yn+1 − q = Also in this case 0<r =1− r (yn − q) for n ≥ 0.4) satisfy the following identity yn+1 − q = Note that when q= that is when p + qr − q = 0 the Identity (10. . So in the remaining part of the proof we assume that p < q. .8) holds. (10.8) which is of the form of the (2.10.4) is globally asymptotically stable.2. We know already that when Eq(10.11) q−p r yn−1 − 1 + yn r q−p r for n ≥ 0.1 Here we assume that Eq(10.12) (10. n = 0.6) holds the equilibrium is locally asymptotically stable so it remains to be shown that every solution of Eq(10.4) to the diﬀerence equation zn+1 = (p + rq − q) + rzn−1 . The Case C = 0 : xn+1 = α+βxn +γxn−1 A+Bxn 169 10. (1 + q) + zn n = 1. (10.10) .9) for n ≥ 1.2. Observe that (p − q) + ryn−1 yn+1 = q + .23) which was investigated in Section 6. (10. 1 + yn p <1 q (10. .6) holds and we prove that the equilibrium of Eq(10.4) is attracted to the equilibrium. 1. 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. . . .5 and therefore the proof is complete when (10.

Still to be considered are cases where p + qr − q > 0 and p + qr − q < 0.11) holds. We will assume that (10. To this end.13) (10.10) that y2n+2 − q = and so y2n+2 > ry2n + p for n ≥ 0.9). It follows from (10.16) (10.16) holds.10) that yN +1+2K > q for all K ≥ 0.10).17) q−p r for some N ≥ 0. Then we can see from (10.13) holds. (10.15) is not eventually true then either y2n < or y2n−1 < This is because when yN −1 > then it follows from (10. q−p r q−p r for n ≥ 0 for n ≥ 0. The case where (10.14) First assume that (10.15) yn ≥ q and then use the known result for Eq(10. note that now q−p <q r and employ (10.12) that Chapter 10. If (10. 2)-Type Equations |yn+1 − q| < r|yn+1 − q| and so n→∞ lim yn = q which completes the proof when (10. (3. (10. To complete the proof in this case it is suﬃcient to show that eventually (10.17) holds is similar and will be omitted. (10.170 and the equilibrium of Eq(10.18) q−p q−p r y2n − > r y2n − 1 + yn+1 r r .4) is equal to q.

Note that in this case r < 1 and so q−p < y2n+2 < rn+1 y0 + rn p + . when r < 1.2. q−p .10) we see that y2n+2 − q = and so y2n+2 < ry2n + p for n ≥ 0. it follows from (10. + rp + p r which implies that p q−p ≤ . On the other hand.19) holds.13) and completes the proof when (10. r that either q−p y2n > for n ≥ 0 (10.20) r We will assume that (10. .16) and (10. the proof that the r equilibrium is a global attractor of all solutions would be a consequence of Theorem 1.10. y2n−1 > (10. . Next assume that (10.16) the solution is bounded.8 and the fact that in this case the function f (x. .1. .10) and r the fact that now q−p q< . q−p .18) that q−p > y2n+2 > rn+1 y0 + rn p + . + rp + p r and so p q−p ≥ r 1−r which contradicts (10.4) lies eventually in the interval 0.2.14) and completes the proof of part (b) of Theorem 10.20) holds is similar and will be omitted. The Case C = 0 : xn+1 = α+βxn +γxn−1 A+Bxn 171 This is impossible when r ≥ 1. Then one can see from (10. q−p r q−p < r y2n − y2n − 1 + y2n+1 r r .4. To this end assume for the sake of contradiction that the solution is not eventually in the interval 0. Now we claim that every solution of Eq(10.14) holds. because by (10. y) = p + qx + ry 1+x is increasing in both arguments. Once we establish this result.19) r or q−p for n ≥ 0. The case where (10.13) holds. Then from (10. r 1−r This contradicts (10.

2)-Type Equations 10. (3. .4) to Eq(10.2.1 Here we assume that (10. then yn ≥ q Now the change of variables yn = q + zn transforms Eq(10. Eq(10. To this end observe that yn+1 = q + q p + r(yn−1 − r ) 1 + yn for n ≥ 0 and so when (10. . the equilibrium of Eq(10. 2)-type Eq(10. .7) holds the interval [q. ∞) is invariant.4) possesses unbounded solutions.5 for appropriate initial conditions y−1 and y0 .172 Chapter 10. A2 and r = .2.4).7) holds and show that Eq(10. A (10.2 Proof of Part (c) of Theorem 10.4) with initial conditions such that q ≤ y−1 < r − 1 and y0 > r−1 + p + q(r − 1) r−1−q for n ≥ 0.21) αC .9) and the conclusion of part (c) follows from Section 6. 1.2) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= p + qyn + ryn−1 . That is when y−1 . 1 + yn−1 q= β . in addition to unbounded solutions. 10.4) is a saddle point and so by the stable manifold theorem. More speciﬁcally the solutions of Eq(10.4) possesses bounded solutions which in fact converge to the equilibrium of Eq(10. ∞).3 The Case B = 0 : xn+1 = A yn C α+βxn +γxn−1 A+Cxn−1 This is the (3. have the property that the subsequences of even terms converge to ∞ while the subsequences of odd terms converge to q. It should be mentioned that when (10.7) holds. y0 ∈ [q. A n = 0. γ .

21).1. if whenever. Here we make some simple observations about linearized stability. 10. zn + 1+y (1 + y)2 n = 0. . q. yN +1 ∈ I then yn ∈ I for n ≥ N. yn+1 = r + 1 + yn−1 and so when p≥r Global Stability When p ≥ r . . (b) 0.3.1 Invariant Intervals The following result. .2 Here we discuss the behavior of the solutions of Eq(10. and r. Recall that I is an invariant interval.10.1 Eq(10. p 1−q when q < 1 and p ≥ r.3. 10. The linearized equation of Eq(10. 1.1 we see that y is locally asymptotically stable for all values of the parameters p.3. Lemma 10.21) possesses the following invariant intervals: (a) 0.21) about its positive equilibrium y= is zn+1 − q+r−1+ (q + r − 1)2 + 4p 2 q p − r + qy zn = 0. 1. which can be established by direct calculation. invariant intervals. and convergence of solutions in certain regions of initial conditions.21) when p ≥ r. . . .3. yN . n = 0. r−p q when q < 1 and p ≥ r(1 − q). The Case B = 0 : xn+1 = α+βxn +γxn−1 A+Cxn−1 173 This equation has not been investigated yet. Observe that (p − r) + qyn . By applying Theorem 1. gives a list of invariant intervals for Eq(10. . for some integer N ≥ 0.

r−p q . (b) The positive equilibrium of Eq(10. 2. .3. . (a) Every positive solution of Eq(10.2) which was investigated in Section 6.174 yn ≥ r Therefore the change of variables yn = r + zn transforms Eq(10.21) to the diﬀerence equation zn+1 = p + qr − r + qzn .3. (ii) q≥1 and either p + qr − r ≤ q or q < p + qr − r ≤ 2(q + 1). Theorem 10.3.1 Assume p ≥ r. (3.3 Convergence of Solutions Here we discuss the behavior of the solutions of Eq(10. 2)-Type Equations for n ≥ 1. (1 + r) + zn−1 Chapter 10. converges to the equilibrium y.21) is bounded. 2)-type Eq(6. which is of the form of the (2. The following result is now a consequence of the above observations and the results in Section 6. Theorem 10. . n = 1. 1−q Then every solution of Eq(10.21) with initial conditions in the invariant interval 0. 10.2 (a) Assume that q < 1 and r ≥ p . Then the following statements are true.3.21) when p < r.21) is globally asymptotically stable if one of the following conditions holds: (i) q < 1.3.

1.1 we see that when y−1 . γ and r = . 1−q and p < r < Then every solution of Eq(10. αC .10. y) increases in x and decreases in y. y0 ∈ for all n ≥ 0.K q and that in the interval . 2)-type Eq(10.8.22) β . . r−p . 2 10.3) which by the change of variables xn = reduces to the diﬀerence equation yn+1 = where p= r + pyn + yn−1 . γ2 (10. then yn ∈ r−p .K q pq + r2 − pr . It is easy to check that y ∈ r−p .21) with initial conditions in the invariant interval r−p .3. It is easy to check that y ∈ 0. 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. r−p . r−p q q for all n ≥ 0.4.3. (a) In view of Lemma 10. .5. K= q + r − p − q2 (b) In view of Lemma 10. r−p q q the function f (x.1 we see that when y−1 . Proof.K q r−p .K q converges to the equilibrium y. C n = 0.4 The Case A = 0 : xn+1 = γ yn C α+βxn +γxn−1 Bxn +Cxn−1 This is the (3. The result is now a consequence of Theorem 1.4. then yn ∈ 0. qyn + yn−1 q= B . r−p and that in the interval 0.K q the function f (x. . y) increases in both x and y. The result is now a consequence of Theorem 1. y0 ∈ 0.

(3. . .23) 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. .1. (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. φ.176 Chapter 10. . (10. it follows from Section 2. 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. . the inequality in (10. ψ.22) about its positive equilibrium y= is zn+1 − (p − q)y − qr (p − q)y + r zn + zn−1 = 0. Here we make some simple observations about linearized stability. . 1. . invariant intervals. . The linearized equation of Eq(10. φ. as in Section 6.24) is void. Concerning prime period-two solution.24) 2r q − pq − 1 − 3p >0 (10.25) Furthermore in this case the prime period-two solution . The second condition reduces to q > pq + 1 + 3p. q > 1 and 4r < (1 − p)(q − pq − 3p − 1).9. q−1 . (1 + p) + (1 + p)2 + 4r(1 + q) 2(1 + q) By applying Theorem 1. . and the convergence of solutions in certain regions of initial conditions. .5 that a period-two solution exists if and only if p < 1. (q + 1)(r + (p + 1)y) (q + 1)(r + (p + 1)y) n = 0.23) is strict and Condition (10. ψ. 2)-Type Equations This equation has not been investigated yet.

(q + 1)b (q + 1)a qr . Lemma 10.1 Eq(10.21). y) is decreasing in both arguments when y < qr is increasing in x and decreasing in y for y ≥ p−q . p−q q (c) 1.4. (b) p qr . p−q and (10. r + px + y qx + y (b) Clearly the function f (x. (a) It is easy to see that when p = q the function f (x.10. y) ≤ f (a.4. First assume that p > q and p2 −pq q2 and it < r.1 Invariant Intervals Here we present some results about invariant intervals for Eq(10.26) when p > q and p2 − pq < r.1 q−p Proof. r 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. . We consider the cases where p = q. q p−q qr p . y) = is decreasing in both arguments. when q > p + r.21) possesses the following invariant intervals: (a) [a. and p < q. a) = ≤ b. q2 when p > q and when p < q < p + r. Hence a≤ r + (p + 1)b r + (p + 1)a = f (b. p > q.4. q2 p2 − pq > r. b) ≤ f (x. The Case A = 0 : xn+1 = α+βxn +γxn−1 Bxn +Cxn−1 177 10.

q p−q Chapter 10. we obtain qr p . (3. r .178 Then for x. p−q p−q The inequalities qr + p(p + 1) qr ≤ p(q + 1) p−q are equivalent to the inequality Next assume that p > q and For x. q+1 q−p r+p+1 r r < and q−p q+1 q−p are equivalent to the inequality q < p + r. y ∈ qr p . p−q q p2 −pq q2 and p qr < q p−q < r. . p(q + 1) p−q qr qr . 2)-Type Equations we obtain ≤ f (x. q q = qr qr + p(p + 1) ≤ . q(q − p) + r q−p ≤ f (x. 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. assume that p < q < p + r. y) ≤ f (1. y ∈ p =f q p qr . First. q−p (c) It is clear that the function f (x. y) ≤ f p p . we obtain r (p + r)(q − p) + r = f 1. p2 −pq q2 > r. y) is decreasing in both arguments for x < r and it is increasing in y and decreasing in x for x ≥ q−p . 1) = r+p+1 r ≤ . q−p q−p 1< ≤ f (x. y) ≤ f p qr . we obtain 1=f The inequalities r r . Next assume that q > p + r. 1 = 1. p−q . Using the decreasing character of f in x and the increasing character of f in y. q p−q p = . Using the decreasing character of f . p−q q ≤ f (x. y) ≤ f r .

5.4.7.1 and Theorem 1. Then every solution of Eq(10.1 and Theorem 1.1 and Theorem 1. Then every solution of Eq(10. The proof is an immediate consequence of Lemma 10.22) with initial conditions in the invariant interval converges to the equilibrium y.2 Assume that p > q.22) with initial p qr .22).4. and r <1 q−p 2 10. The proof is an immediate consequence of Lemma 10. Then every solution of Eq(10. 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. where 0 < a < b satisfy (10.4.4.4.1 (a) Assume that p = q. and that Condition (10. Then every solution of Eq(10. 2 . 2 Theorem 10.6.4. 1 converges to the equilibrium y.3 Assume that p < q.26) converges to the equilibrium y.4.22) with initial conditions in the invariant interval r . q2 Then every solution of Eq(10.22) with initial conditions in the invariant interval [a. Proof. (c) Assume that p < q < p+r. q p−q conditions in the invariant interval converges to the equilibrium y.4.4. q2 and that either p≤1 or p > 1 and (q − 1)[(p − 1)2 (q − 1) − 4q(1 − p − qr)] ≤ 0.25) is not satisﬁed. (b) Assume that p > q and r > p2 −pq .10. p + r < q. q−p converges to the equilibrium y. qr p . 2 Theorem 10.4. b]. q−p Proof.22) with initial conditions r in the invariant interval 1.2 Convergence of Solutions Here we obtain some convergence results for Eq(10.4. p−q q Proof. Theorem 10. The proof is an immediate consequence of Lemma 10. r < p2 −pq .

ψ. Investigate the asymptotic behavior of {yn }n=−1 . φ. (a) Determine the set of initial conditions y−1 and y0 for which φ = ψ.27) (b) Assume (10.5. if and only if r = 1 + q. y0 ) ∈ B. .5. y0 ) ∈ (0.180 Chapter 10. φ. x0 ) ∈ R × R through which the equation is well deﬁned for all n ≥ 0. ∞) such that the ∞ solutions {yn }n=−1 of Eq(10. Open Problem 10. . (10.5.29) 1 + xn−1 1 + xn + xn−1 . (a) Find the set B of all initial conditions (y−1 . ψ.1 Every positive solution of Eq(10. . (10.1 We know that every solution {yn }n=−1 of Eq(10. . Open Problem 10. .21) converges to the positive equilibrium of the equation.5 Open Problems and Conjectures ∞ Open Problem 10. Conjecture 10.3 For each of the equations listed below.4) converges to a not necessarily prime period-two solution . (3. Determine the set of initial conditions y−1 and y0 for which {yn }∞ n=−1 converges to (10.30) xn+1 = xn + xn−1 Extend and generalize.2 Assume r > q + 1. ∞) × (0.27). determine the set G of all initial conditions (x−1 . ∞ (b) Let (y−1 .5. .27) is a prime period-two solution of Eq(10.28) 1 + xn 1 + xn + xn−1 xn+1 = (10.4) are bounded. .4). 2)-Type Equations 10. and for these initial points investigate the long-term behavior of the corresponding solution: 1 + xn + xn−1 xn+1 = (10.

. lim lim and r = n→∞ rn .10.22) has no prime period-two solutions the equilibrium y is globally asymptotically stable. when it exists. 1 + yn−1 rn + pn yn + yn−1 .5 Assume that {pn }∞ .5. Then the following statements are true for Eq(10.31) yn+1 = yn+1 = n = 0. ∞ Open Problem 10. Extend and generalize.2 Assume that p. ∞). (10. . 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 . . (10. Open Problems and Conjectures Conjecture 10. {qn }∞ . and {rn }∞ are period-two sen=0 n=0 n=0 quences of nonnegative real numbers. 1. {qn }∞ . . .33). (d) The period-two solution of Eq(10.33) Open Problem 10. Investigate the global character of all positive solutions of Eqs(10.22).22) (a) Local stability of the positive equilibrium implies global stability. and {rn }n=0 are convergent sen=0 n=0 quences of nonnegative real numbers with ﬁnite limits.4 Assume that {pn }∞ . p = lim pn . . 1. but not globally. n = 0. r ∈ (0. qn yn + yn−1 n = 0. 181 (b) When Eq(10. . is locally asymptotically stable.31)-(10. (c) When Eq(10. q. 1. n→∞ q = n→∞ qn . .32) (10. 1 + yn pn + qn yn + rn yn−1 . .5.22) possesses a period-two solution.5. the equilibrium y is a saddle point. .5. .

(3. . .35) (10.6 Assume that Chapter 10. 3. n = 0.36) . . . .34) (10. r ∈ [0.5. Investigate the global behavior of all positive solutions of each of the following diﬀerence equations: yn+1 = yn+1 = yn+1 = p + qyn + ryn−k . 1 + yn−k p + qyn + ryn−1 . ∞) and k ∈ {2. 1. . qyn + yn−k n = 0. q. 1. . 2)-Type Equations p. .}. . . . .182 Open Problem 10. n = 0. 1. (10. 1 + yn p + qyn + ryn−k . .

1. This equation has not been investigated yet. x= β+γ−A+ (A − β − γ)2 + 4α(B + C) 2(B + C) . . . 3)-Type Equation α+βx xn+1 = A+Bxn+γxn−1 n+Cx n−1 In this chapter we discuss the (3.Chapter 11 The (3. . . 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. . The linearized equation about x is (see Section 2. invariant intervals. (11. Here we make some simple observations about linearized stability. . 3)-type equation xn+1 = α + βxn + γxn−1 .3) zn+1 − (βA − Bα) + (βC − Bγ)x zn + α(B + C) + (B + C)(A + β + γ)x (γA − Cα) − (βC − γB)x = 0. (11.1) has a unique equilibrium which is the positive solution of the quadratic equation That is. A + Bxn + Cxn−1 n = 0. Eq(11. − z 2 + α(B + C) + (B + C)(A + β + γ)x n−1 A A2 183 n = 0.1 Linearized Stability Analysis (B + C)x2 − (β + γ − A)x − α = 0.2) . . . and the convergence of solutions in certain regions of initial conditions.

B > C.4) The local asymptotic stability of the two cycle 11. y) = is increasing or decreasing in x and y. ψ.4. . is discussed in Section 2.4.15) are satisﬁed. . ψ. then clearly fx = M = βC − γB. φ. (11.14).31) and (2. that is. . (2. yN . Conditions (2. (11.13). The (3.1).184 Chapter 11. . Once we have an invariant interval for Eq(11.3) 4C 2 Furthermore.1) if whenever. γ > β+A.5. ψ. C C(B − C) . .1) by testing whether the hypotheses of one of the four Theorems 1. and N = γA − αC α + βx + γy A + Bx + Cy L + My N − My and fy = . φ. when (11. φ.1) has a prime period-two solution . if. ψ.5-1. and α < (γ − β − A)[B(γ − β − A) − C(γ + 3β − A)] . . see Section 2.3). and (2. If we set L = βA − αB.32) are satisﬁed.8 are satisﬁed. .1) then we may be able to obtain a convergence result for the solutions of Eq(11. yN +1 ∈ I then for some integer N ≥ 0. . . 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 The equilibrium x is locally asymptotically stable if Conditions (2.6. . for n ≥ N. holds the values of φ and ψ are the positive roots of the quadratic equation t2 + γ−β−A αC + β(γ − β − A) t+ = 0. 2 (A + Bx + Cy) (A + Bx + Cy)2 Recall that an interval I is an invariant interval for Eq(11. . . Eq(11. yn ∈ I .2 Invariant Intervals Here we obtain several invariant intervals for Eq(11. φ. These intervals are derived by analyzing the intervals where the function f (x.

1) and in this interval the function f (x.2. y) is increasing in x and decreasing in y. (ii) Assume that β γ α > > B C A and γ N ≤ . y) is increasing in both variables.1) and in this interval the function f (x.1) and in this interval the function f (x.11. A is an invariant interval for Eq(11. B is an invariant interval for Eq(11.1) and in this interval the function f (x. B+C is an invariant interval for Eq(11. A is an invariant interval for Eq(11.1) and in this interval the function f (x. (iv) Assume that β α γ = < . < < < B C A βC − γB α Then 0. y) is increasing in both variables. y) is increasing in both variables. . A is an invariant interval for Eq(11. (vii) Assume that α β γ = > .1) and in this interval the function f (x. C M α γ Then A . ≥ > βC − γB A B C γA−αC Then 0. (iii) Assume that β α γ > > C B A and β+γ αB − βA ≤ . C B A 185 α β Then A .1 (i) Assume that β α γ = > . y) is decreasing in both variables. C B A β α Then B . Invariant Intervals Lemma 11. y) is decreasing in both variables.1) and in this interval the function f (x.2. A B C α Then 0. C is an invariant interval for Eq(11. y) is decreasing in both variables. (v) Assume that α β γ γA − αC > . (vi) Assume that β γ α γA − αC . βC−γB is an invariant interval for Eq(11. B+C βC − γB α β+γ Then A .

A M M C for all x. Thus. C is an invariant interval for Eq(11. L > 0.1) and in this interval the function f (x. Thus. B A C γ Then 0. and N > 0. assuming C ≤ M we obtain N N γ α = f (0. 0) ≤ f (x.1) and in this interval the function f (x. B is an invariant interval for Eq(11. (ix) Assume that α β γ = < . y) is increasing in y and decreasing in x. Proof. u) is increasing and consequently f (u. (x) Assume that β α γ < ≤ . y) is increasing in y and decreasing in x. for every x. in this case the function f is increasing in x. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 β α γ > ≥ . u) ≤ β β+γ = . A B C γ Then 0. which in turn imply that N > 0. Thus. γ β α (i) The condition C = B > A is equivalent to M = 0 and L > 0. in this case the function f is increasing in both variables for all values of x and y and α β+γ β β β = .186 (viii) Assume that Chapter 11. . y) ≤ f ( . = f (0. B A C β Then 0. A C . this function γ N N is increasing in y for x < M .1) and in this interval the function f (x. ) ≤ A B B B+C B Here we used the fact that under the condition γ β α = > C B A the function f (u. C is an invariant interval for Eq(11. y) ≤ f ( . The (3. In addition. y) is increasing in x and decreasing in y. B+C B γ β α (ii) The condition B > C > A is equivalent to M > 0. y ∈ α γ . 0) ≤ f (x. ) = .

y) ≤ f (0. 0) = α for all x. B+C B+C ≤ β+γ . this function α N N is decreasing in y for x < M . B+C B β γ α (v) The condition A > B > C is equivalent to M > 0 and L < 0. A . B+C . Thus. in this case the function f is decreasing in y. y) ≤ f (0. this function is increasing in x for y < − M . − M . for every x. α L ≤− . y) ≤ f (0. Thus assuming B+C ≤ − M . we obtain. L < 0. Thus. y) ≤ f A for all x. 0) = . A . we obtain 0 ≤ f (x. in this case the function f is decreasing in x. and N < 0. A M γ β α (vi) The condition A > C > B is equivalent to M < 0. which in turn imply that N > 0. Thus. α L L this function is decreasing in x for y < − M . u) is decreasing and consequently f (u. which in turn imply that N < 0. in this case the function f is increasing in y. Invariant Intervals 187 γ β α (iii) The condition C > B > A is equivalent to M < 0 and L > 0. In addition. which imply that N < 0. u) ≥ β+γ β = . 0) ≤ f (x. 0) = L for all x. A B+C β+γ β+γ . α = f (0. for every y. Thus assuming A ≤ − 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 . γ β α (iv) The condition C = B < A is equivalent to M = 0 and L < 0. α . B A A A Here we used the fact that under the condition β α γ = < C B A the function f (u. y ∈ 0. Thus assuming A ≤ M . ≤ f (x. Thus. In addition. we obtain 0 ≤ f (x. In β+γ L L addition. y ∈ 0.11. y ∈ α β+γ .2. for every y.

0 ≤ f (x. . Using this we obtain. y) ≤ f α for all x. C γ β α (x) The condition B < A ≤ C is equivalent to M < 0. in this case the function f is increasing in x and decreasing in y for all values of x and y. 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 = 0.0 = . C . and N < 0. L < 0. L > 0. y) ≤ f 0. y ∈ 0. C v→∞ for all v. y ∈ 0. v). in this case the function f is decreasing in x and increasing in y for all values of x and y. The (3. Thus. Here we use the fact that the function f (0. which in turn imply that N > 0. Using this we obtain. Using this we obtain. Using this we obtain. C γ for all x.188 Chapter 11. 2 The next table summarizes more complicated invariant intervals with the signs of the partial derivatives fx and fy . Thus.0 = . Thus. in this case the function f is increasing in x and decreasing in y for all values of x and y. y) < f β for all x. y ∈ 0. A . 0 ≤ f (x. which in turn imply that N < 0. y ∈ 0. β β . γ C = γ . v) ≤ = lim f (0. γ C ≤ γ . in this case the function f is increasing in x and decreasing in y for all values of x and y. Thus. B B β γ α (ix) The condition A = B < C is equivalent to M < 0 and L = 0. γ for all x. C . y) < f 0. 0 ≤ f (x. B . A A β γ α (viii) The condition B > A > C is equivalent to M > 0. and N ≥ 0. α α . 0 ≤ f (x. v) is increasing in v when N > 0 and so γ f (0.

− M ] if AM −(B+C)L < − M βM K+αM L L [− M . B ] γ [0.3 Convergence Results The following result is a consequence of Lemma 11. [0. A ] √ L L fx > 0 if y < − M . Theorem 11. M ] if AM +(B+C)N < N [ M . . K3 ] if AM −BL+CMK > − M K α [0. K1 ] β−A+ Signs of derivatives N M [0. M ] if AM +(B+C)N < αM +βK+γN N N [ M . fy < 0 if x < M αM +(β+γ)N αM +(β+γ)N N [ AM +(B+C)N . K2 ] if BM K+AM −γL > − M −CL β+γ−A+ β [0.5-1. Convergence Results 189 Case 1 2 3 4 5 6 7 8 9 Invariant intervals αM +(β+γ)N N [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 .3.2. .8. fx < 0 if y > − M fy > 0 fx > 0 fy < 0 fx < 0 fy > 0 L L fx > 0 if y > − M . Then in each of the following cases lim xn = x. fx < 0 if y < − M fy < 0 fx < 0 fy < 0 fx < 0 N N fy > 0 if x > M . − M ] if AM −L(B+C) < − M αM −βL+γM L L [− M . fy < 0 if x > N M (β−A)2 +4Bα ] 2B (β+γ−A)2 +4α(B+C) ] 2(B+C) αM −(β+γ)L L L [0.3.1 Let {xn } be a solution of Eq(11.4. ((γ − A)M − BN )2 + 4BM (αM + βN ) 11.11.4. 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 . .1 and Theorems 1.1). C ] αM −L(β+γ) αM −L(β+γ) L L [ AM −L(B+C) . n→∞ .

and or (C − B)[(C − B)(β − γ − A)2 − 4B(αB + γ(β − γ − A))] > 0. 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 > > . A : β > γ + A. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 γ β α = > C B A (ii) β γ α > > . α (vii) At least one of the following three conditions is not satisﬁed and x−1 . x0 ∈ 0. β α γ > ≥ . and or (C − B)[(C − B)(β − γ − A)2 − 4B(αB + γ(β − γ − A))] > 0. x0 ∈ 0. . x0 ∈ 0. A C α β+γ . The (3. x0 ∈ 0.190 (i) Chapter 11. . . A B+C γ γA − αC ≤ . x0 ∈ β α . x0 ∈ α β . B < C. B < C. C βC − γB and x−1 . x0 ∈ αB − βA β+γ ≤ . γA − αC . C B A (iv) γ β α = < C B A (v) and x−1 . β γ α = > . x0 ∈ α β γ γA − αC ≥ > > βC − γB A B C (vi) and x−1 . . B+C βC − γB and x−1 . βC − γB α . B : β > γ + A. A B α γ . A B C β (viii) At least one of the following three conditions is not satisﬁed and x−1 . B A C .

2 11. C and x−1 . α γ β < ≤ B A C and x−1 .1 Global Stability Theorem 1.8.4.4. and by observing that the only solution of the system of equations m = f (m.3) is not satisﬁed. By applying Theorem 1.3.5. C B A Then the equilibrium x of Eq(11.3.1 (vii) and (viii) respectively.2. x0 ∈ 0. m= α + βm + γM .2. The proofs of statements (iv-vi) follow by applying Lemma 11.4.1 (i-iii) and Theorem 1.2 and linearized stability imply the following global stability result: Theorem 11. γ . and by observing that Eq(11. The proofs of statements (i-iii) follow by applying Lemma 11. γ . Convergence Results (ix) Condition (11. .1 (ix) and (x) respectively.7.4.11. Theorem 1. M = f (M.4.3 to Eq(11. β γ α = < A B C (x) Condition (11.3.2 Assume that γ β α < min . x0 ∈ 0.2. A + Bm + CM M= α + βM + γm A + BM + Cm is m = M . .1) does not possess a prime period-two solution.1 (iv-vi) and Theorem 1.4. C 191 Proof. The proofs of statements (vii) and (viii) follow by applying Lemma 11.3) is not satisﬁed. m). M ).1) is globally asymptotically stable. The proofs of statements (ix) and (x) follow by applying Lemma 11. that is.2. Theorem 1.1) we obtain the following global asymptotic result.6.

4 Open Problems and Conjectures α. γ. Conjecture 11. Then the equilibrium x of Eq(11. Then the equilibrium x of Eq(11.3. and 3γB ≥ βC ≥ γB. β. B. γ.3 Assume α.1) converges to the positive equilibrium. A.1) is globally asymptotically stable.1) is bounded. γB > βC. The (3. Then the equilibrium x of Eq(11. ∞). 11. Show that the positive equilibrium of Eq(11.2 Assume α. γ. A.1) has a positive prime period-two solution. γA ≥ αC. β.4. αB > βA.1) has no positive prime period-two solution. C ∈ (0.1) is globally asymptotically stable.1 Assume Show that every positive solution of Eq(11. C ∈ (0. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Theorem 11. (b) Assume that αB ≥ βA. Theorem 11.4. ∞) and that Eq(11.192 Chapter 11. Conjecture 11. A.3.4 (a) Assume that αC ≥ γA.1) is a saddle point and the period-two solution is locally asymptotically stable.1) is globally asymptotically stable. Conjecture 11. Show that every positive solution of Eq(11. B. and γA > αC. and 3βC ≥ γB ≥ βC.4. . B. ∞) and that Eq(11. β. C ∈ (0.4.3 Assume that B ≤ C. The following global stability result is a consequence of linearized stability and the Trichotomy Theorem 1. βA ≥ αB.4.

6) holds.2 Assume that the parameters in Eq(11. ai . .4 Assume that (11. {Bn }∞ . n = 0.5). ∞).7) is periodic with period-k. 193 ∞ ∞ Open Problem 11. . 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 11.4. .6) Obtain necessary and suﬃcient conditions so that every positive solution of the equation xn+1 = has a ﬁnite limit. 1. . . Show that Eq(11. Investigate the asymptotic behavior and the periodic nature of all positive solutions of Eq(11.4. (11.7) Open Problem 11. B. ∞) for i = 0.5 Assume that (11.3 Assume that a.4. Obtain necessary and suﬃcient conditions so that every positive solution of Eq(11. {An }n=0 .6) holds. {γn }∞ . . investigate the cases where 2 ≤ k ≤ 8. Open Problem 11. 1.4. + Ak xn−k (11. A + A0 xn + . . k ≥ 2. . A.5) are period-two sequences of positive real numbers. + ak xn−k .1) cannot have a prime period-k solution for any k ≥ 3. {βn }∞ .11. γ. . .4.7) converges to a period-two solution. a + a0 xn + . β. Obtain necessary and suﬃcient conditions so that every positive solution of Eq(11. . .4. .4. C ∈ (0. k.1 Assume {αn }n=0 . xn+1 = (11. . {Cn }∞ n=0 n=0 n=0 n=0 are convergent sequences of nonnegative real numbers with ﬁnite limits. . A. Ai ∈ [0.4 Assume α. . n = 0. . In particular.5) An + Bn xn + Cn xn−1 Open Problem 11. Open Problem 11. 1.

) Conjecture 11. .) Conjecture 11. and the asymptotic behavior of all positive solutions of the diﬀerence equation xn+1 = (See [8] and [61]. . . (See [32] for the two dimensional case.8) converges to a period-two solution. γ.4. n = 0. (See [8]. + xn−k + xn−k−1 xn−k−2 . 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 . n = 0.194 Chapter 11. xn xn−1 + xn−2 + . Show that every positive solution of the diﬀerence equation xn+1 = xn + . . . .4. q ∈ [0. β.7 Assume that p. [47]. ∞) for i. 1. 1. δ ∈ [0. ∞) with γ + δ > 0. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Open Problem 11. ∞). n = 0. . . . and [60].5 Let k ≥ 2 be a positive integer. The (3. . 3}. j ∈ {1. . Extend and generalize. . . Extend to equations with real parameters.) αxn + βxn−1 xn−2 . . Investigate the boundedness character. the periodic nature.4. 1.6 Let α. 2.6 Let aij ∈ (0.4. (11. . γxn xn−1 + δxn−2 Conjecture 11. + xn−k−2 converges to 1.

Open Problems and Conjectures (a) Show that every positive solution of the equation xn+1 = pxn−1 + xn−2 . Conjecture 11. .) Conjecture 11. . ∞).4. . converges to a period-two solution if p ≥ 1.11. . (b) Show that when p<1+q every positive solution has a ﬁnite limit. q ∈ [0. (See [62]. . (b) Show that when p<1 the positive equilibrium x = 1 1+p is globally asymptotically stable.4. 1. (c) Show that when p>1+q the equation possesses positive unbounded solutions. . (a) Show that every positive solution of the equation xn+1 = xn−1 . xn−1 + pxn−2 n = 0.4.8 Assume that p ∈ (0. 1.9 Assume that p. q + xn−2 n = 0. . ∞). 195 converges to a period-two solution if and only if p = 1 + q.

.) . . 1.11 Show that the diﬀerence equation xn+1 = p + xn−2 .10 Show that every positive solution of the equation xn+1 = xn + xn−2 . . (See [62]. . . xn−2 + q n = 0. (c) Show that when q<1 the equation possesses positive unbounded solutions. . .) Conjecture 11. xn n = 0. 1. . The (3. has the following trichotomy character: (i) When p > 1 every positive solution converges to the positive equilibrium. (iii) When p < 1 there exist positive unbounded solutions. 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 . . 1. (ii) When p = 1 every positive solution converges to a period-ﬁve solution.4. converges to a period-two solution if and only if q = 1. converges to a period-four solution.4.) Conjecture 11. (b) Show that when q>1 the positive equilibrium of the equation is globally asymptotically stable. (See [62].196 Chapter 11. (See [62]. xn−1 n = 0.

9) has prime period-two solutions if and only if γ = β + δ + A.9) converges to the positive equilibrium? (c) Assume γ > β + δ + A.9) converges to a period-two solution? (b) Assume γ < β + δ + A. . φ φ ψ ψ Open Problem 11. Then one can show that Eq(11. . .. ∞).11. ψ ∈ (0. . (11. . (See [62]. . What other conditions are needed so that every positive solution of Eq(11. φ. 1.10).7 Consider the diﬀerence equation xn+1 = α + βxn + γxn−1 + δxn−2 . n = 0.) ψ 1 1 φ .4.. . 1. ψ. . Open Problems and Conjectures Conjecture 11.9) with nonnegative parameters and nonnegative initial conditions such that B + D > 0 and A + Bxn + Dxn−2 > 0 for n ≥ 0. .4. .4. where φ. A + Bxn + Dxn−2 (11. . What other conditions are needed so that Eq(11.10) (a) In addition to (11. what other conditions are needed so that every positive solution of Eq(11.9) possesses unbounded solutions? (See [6].12 Show that every positive solution of the equation xn+1 = 1 + xn . 197 converges to a period-six solution of the form .) . . xn−1 + xn−2 n = 0..

4. . . xn−1 + xn−2 + xn−3 n = 0.15 Show that every positive solution of the equation xn+1 = xn−2 . 1. .14 Show that every positive solution of the equation xn+1 = 1 + xn−1 . . .13 Show that every positive solution of each of the two equations xn+1 = and xn+1 = 1 + xn−1 + xn−2 . . . . Conjecture 11. 1. n = 0. xn−2 n = 0. xn−1 n = 0. (b) Show that when q>r every positive solution converges to the positive equilibrium. 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Conjecture 11. 1. . ∞). . (See [6]. . ∞) and q. . xn 1 + xn−1 + xn−2 .16 Consider the diﬀerence equation xn+1 = where p ∈ [0.198 Chapter 11. . converges to a period-three solution. converges to a period-two solution. 1 + xn + xn−2 n = 0.) Conjecture 11. . . 1.4. The (3. converges to a period-two solution. r ∈ (0.) Conjecture 11. p + qxn + rxn−2 .4. (See [6]. 1. (a) Show that when q=r every positive solution converges to a period-four solution. .4.

. . . . B1 .11. Open Problems and Conjectures (c) Show that when q<r the equation possesses positive unbounded solutions. 1 + xn + xn−3 n = 0.9 Assume that k is a positive integer and that k A. 1. Open Problem 11. xn + xn−2 + xn−3 n = 0. . A + B0 xn + . Bk ∈ [0.) 199 Open Problem 11.4. 1 + xn−3 . B0 . 1. 1. . . . + Bk xn−k n = 0.4. . .) . converges to a period-(k + 1) solution of this equation. B1 . . 1. . 1. . . xn−1 . xn n = 0. . Obtain necessary and suﬃcient conditions on the parameters A and B0 . xn−2 n = 0. . .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 . . (See [62]. xn−2 + xn−3 . . . . ∞) with i=0 Bi > 0. . . . (See [6]. Bk so that every positive solution of the diﬀerence equation xn+1 = xn−k .4.

. φ.10 Assume that k is a positive integer. . . . 1 + xn + .4. converges to a periodic solution of period 2k. k−terms (11. 1. .17 Let k be a positive integer.. x0 for which the ∞ corresponding solution {xn }n=−k of Eq(11. . x0 . . 0.12) with a given φ ≥ 0 ? (See [6].11) converges to a period-(k + 1) solution of the form . . . .11) converges to a period-(k+1) solution of the form (11. . The (3.200 Chapter 11.. 0. . 3)-Type Equation xn+1 = α+βxn +γxn−1 A+Bxn +Cxn−1 Open Problem 11. + xn−k+1 n = 0. (a) Does Eq(11.4. . . .12) which corresponds to the nonnegative solution {xn }∞ n=−k of Eq(11. 0. . .) Conjecture 11.11) possess a positive solution which converges to zero? (b) Determine.12) with φ ≥ 0. the value of φ in (11. Show that every positive solution of xn+1 = 1 + xn + xn−k . Then we can easily see that every nonnegative solution of the equation xn+1 = xn−k . . xn−k+1 n = 0. 1. . (11. (c) Determine the set of all nonnegative initial conditions x−k . . . . .. .11). in terms of the nonnegative initial conditions x−k .

b] and every solution of Eq(A. or non increasing in one and non decreasing in the other two. has a unique solution in the interval [a. xn−1 . y. Theorem A. Let I be some interval of real numbers and let f :I ×I ×I →I be a continuously diﬀerentiable function. (b) The equation f (x.1 Let [a. xn−2 ). x−2 ∈ I. 201 . b]3 → [a.4. x) = x. n = 0. Then for every set of initial conditions x0 .1) is to work in the regions where the function f (x. the diﬀerence equation xn+1 = f (xn . Then Eq(A. b] be an interval of real numbers and assume that f : [a. z) is non-decreasing in each of its arguments. In this regard there are eight possible scenarios depending on whether f (x.0. . or non decreasing in all three.8. x. very often a good strategy for obtaining global attractivity results for Eq(A. (A.1) has a unique equilibrium x ∈ [a. b]. .4. 1. b] is a continuous function satisfying the following properties: (a) f (x.5-1. or non increasing in two arguments and non decreasing in the third.1) ∞ has a unique solution {xn }n=−2 . z) is non decreasing in all three arguments. As we have seen in previous chapters. y. y. .1) converges to x. We state the results for third order equations from which higher order extensions will become clear.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. z) is monotonic in its arguments. x−1 .

b]. m. from which the result follows. . ≤ Mi ≤ . (b) If (m. . . m) then m = M.1) has a unique equilibrium x ∈ [a. M. b] for each x and y ∈ [a. Mi−1 . Now observe that for each i ≥ 0. ≤ M1 ≤ M0 . M. 2. b] is a solution of the system m = f (m. m0 ≤ m1 ≤ . Mi−1 ) and mi = f (mi−1 . ≤ mi ≤ . b]3 → [a. y. b] and every solution of Eq(A.0. m = f (m. mi−1 . 2 Theorem A. m = M = x. M ). M ) and M = f (M. b] × [a. m. and mi ≤ xk ≤ Mi Set m = lim mi i→∞ Appendix for k ≥ 3i + 1. b] for each z ∈ [a. i→∞ and M = lim Mi . m) and M = f (M. . Then Eq(A.1) converges to x. and is nonincreasing in z ∈ [a. M ) ∈ [a. mi−1 ).2 Let [a. . (A.2) Then M ≥ lim sup xi ≥ lim inf xi ≥ m i→∞ i→∞ and by the continuity of f . . Set m0 = a and M0 = b and for i = 1.202 Proof. . . In view of (b). b] be an interval of real numbers and assume that f : [a. b]. . z) is non-decreasing in x and y ∈ [a. b] is a continuous function satisfying the following properties: (a) f (x. . set Mi = f (Mi−1 .

. . ≤ mi ≤ .2) holds and by the continuity of f . i→∞ and M = lim Mi . Set m0 = a and M0 = b and for each i = 1. z) is non-decreasing in x and z in [a.1) has a unique equilibrium x ∈ [a. 2 Theorem A. M ) and m = f (m. M. m. . b] × [a. m. . b] be an interval of real numbers and assume that f : [a. M ) and M = f (M. m = f (m. and mi ≤ xk ≤ Mi Set m = lim mi i→∞ 203 for k ≥ 3i + 1. mi−1 . M.0. . 2. b] is a continuous function satisfying the following properties: (a) f (x. Mi−1 ). M ) ∈ [a. b] for each z ∈ [a. y. Therefore in view of (b) m=M from which the result follows. and is nonincreasing in y ∈ [a. Now observe that for each i ≥ 0 a = m0 ≤ m1 ≤ . b] is a solution of the system M = f (M. b] for each x and z in [a. Mi−1 . . M1 ≤ M0 = b. . b] and every solution of Eq(A. Then Eq(A. b]. (b) If (m. .Appendix Proof. Then (A. set Mi = f (Mi−1 .1) converges to x. mi−1 ) and mi = f (mi−1 . Mi ≤ .3 Let [a. b]. . . m) then m = M. b]3 → [a. m).

Then Eq(A. m. . Mi ≤ . M1 ≤ M0 = b. M. m = f (m. b] is a solution of the system M = f (m. .2) holds and by the continuity of f . Theorem A. mi−1 . . . (b) If (m. Now observe that for each i ≥ 0 a = m0 ≤ m1 ≤ . . M ) Therefore in view of (b) m=M from which the results follows. b] × [a. b] and every solution of Eq(A. M.4 Let [a. . Mi−1 ) and mi = f (mi−1 . ≤ mi ≤ . z) is non-increasing in x for each y and z ∈ [a. m) . set Mi = f (Mi−1 . b]3 → [a.0. M ) ∈ [a. m) then m = M. Set m0 = a and M0 = b and for each i = 1.1) has a unique equilibrium x ∈ [a. . y. .1) converges to x. y ∈ [a. m. mi−1 ) . Then (A. b]. b] and is non-decreasing in y and z for each x. . 2. b] is a continuous function satisfying the following properties: (a) f (x. 2 and M = f (M. . and mi ≤ xk ≤ Mi Set m = lim mi i→∞ Appendix for k ≥ 3i + 1.204 Proof. b] be an interval of real numbers and assume that f : [a. Mi−1 . M ) and m = f (M. i→∞ and M = lim Mi .

b] × [a. b] is a solution of the system M = f (M. set Mi = f (mi−1 . M. m. Therefore in view of (b) m=M from which the results follows. z) is non-decreasing in x for each y and z ∈ [a. .5 Let [a. . M ) ∈ [a. b] and is non-increasing in y and z for each x ∈ [a. . b] and every solution of Eq(A. Mi ≤ . M ) and m = f (M. . 2 Theorem A. (b) If (m. M. mi−1 ). . . b]3 → [a. i→∞ and M = lim Mi . .1) has a unique equilibrium x ∈ [a. M ) then m = M. M1 ≤ M0 = b and mi ≤ xk ≤ Mi Set m = lim mi i→∞ 205 for k ≥ 3i + 1. 2. b]. Now observe that for each i ≥ 0 m0 ≤ m1 ≤ . m) and m = f (m. Then Eq(A. Set m0 = a and M0 = b and for each i = 1. . b] be an interval of real numbers and assume that f : [a. . b] is a continuous function satisfying the following properties: (a) f (x. . m. m). mi−1 . ≤ mi ≤ .0. Mi−1 ) and mi = f (Mi−1 .1) converges to x. M = f (m.2) holds and by the continuity of f . Then (A.Appendix Proof. y. Mi−1 .

. b] and every solution of Eq(A. set Mi = f (Mi−1 .6 Let [a. M. 2 Theorem A. . . y. b] × [a. M ) then m = M. Therefore in view of (b) m=M from which the results follows. mi−1 . . . mi−1 ) and mi = f (mi−1 . b] and is non-increasing in x and z for each y ∈ [a.1) converges to x. Mi−1 ). . Now observe that for each i ≥ 0 m0 ≤ m1 ≤ .0. b]3 → [a. m) and m = f (m. (b) If (m.2) holds and by the continuity of f . m. . m) and m = f (M. M. z) is non-decreasing in y for each x and z ∈ [a. 2. Mi−1 . Then (A. Set m0 = a and M0 = b and for each i = 1. ≤ mi ≤ . .206 Proof. M ). b] is a continuous function satisfying the following properties: (a) f (x. b] is a solution of the system M = f (m. . b] be an interval of real numbers and assume that f : [a. Mi ≤ . i→∞ and M = lim Mi . M ) ∈ [a. Then Eq(A. M = f (M. . b].1) has a unique equilibrium x ∈ [a. M1 ≤ M0 = b and mi ≤ xk ≤ Mi Set m = lim mi i→∞ Appendix for k ≥ 3i + 1. m.

. Mi−1 ).Appendix Proof. M ) and m = f (M. mi−1 ) and mi = f (Mi−1 . (b) If (m. b] and every solution of Eq(A. . Mi ≤ .1) converges to x. . z) is non-decreasing in z for each x and y in [a. . m.2) holds and by the continuity of f . Therefore in view of (b) m=M from which the results follows. M = f (m. . . b] is a solution of the system M = f (m. . . Set m0 = a and M0 = b and for each i = 1. 2 Theorem A. Then (A.1) has a unique equilibrium x ∈ [a. Mi−1 . b] × [a. m. b] is a continuous function satisfying the following properties: (a) f (x. ≤ mi ≤ . . M. i→∞ and M = lim Mi . Then Eq(A. M1 ≤ M0 = b and mi ≤ xk ≤ Mi Set m = lim mi i→∞ 207 for k ≥ 3i + 1. M ) ∈ [a. b].0. set Mi = f (mi−1 . M. 2.7 Let [a. m) then m = M. Now observe that for each i ≥ 0 m0 ≤ m1 ≤ . mi−1 . b]3 → [a. y. . m) and m = f (M. b] be an interval of real numbers and assume that f : [a. M ). b] and is non-increasing in x and y for each z ∈ [a.

Set m0 = a and M0 = b and for each i = 1. b] is a continuous function satisfying the following properties: (a) f (x. M ) ∈ [a. y. . Now observe that for each i ≥ 0 m0 ≤ m1 ≤ . . m). M ) then m = M. b] be an interval of real numbers and assume that f : [a.208 Proof. . ≤ mi ≤ . M1 ≤ M0 = b and mi ≤ xk ≤ Mi Set m = lim mi i→∞ Appendix for k ≥ 3i + 1. M. m) and m = f (M. b]3 → [a. M. Mi ≤ . mi−1 ). b] × [a. b] is a solution of the system M = f (m. (b) If (m. b]. M ) and m = f (M. m. Then Eq(A. . m.0.8 Let [a. 2 Theorem A. z in [a.2) holds and by the continuity of f . Therefore in view of (b) m=M from which the results follows.1) has a unique equilibrium x ∈ [a. . mi−1 . set Mi = f (mi−1 . Mi−1 . . M = f (m. 2. z) is non-increasing in all three variables x.1) converges to x. . . Then (A. . y. . b] and every solution of Eq(A. Mi−1 ) and mi = f (Mi−1 . i→∞ and M = lim Mi .

up ) is non decreasing in the second and the third variables u2 and u3 and is non increasing in all other variables. 2. b]p → [a. M. set Mi = f (mi−1 . . Mi−1 ). Therefore in view of (b) m=M from which the results follows.3) 2 The above theorems can be easily extended to the general diﬀerence equation of order . This gives 2p results of the type found in Theorems A. . i→∞ and M = lim Mi . In this case. . 1. u2 . . . Theorem A. b] be an interval of real numbers and assume that f : [a. b] is a continuous function satisfying the following properties: (a) f (u1 . . xn−1 . Mi−1 . mi−1 . xn−p+1 ). where is a continuous function.2) holds and by the continuity of f . . .0. .9 Let [a. . . M1 ≤ M0 = b and m i ≤ x k ≤ Mi Set m = lim mi i→∞ 209 for k ≥ 3i + 1. M = f (m. (A. m) and m = f (M. Now observe that for each i ≥ 0 m0 ≤ m1 ≤ .8. there are 2p possibilities for the function f to be non decreasing in some arguments and non increasing in the remaining arguments.Appendix Proof. Mi ≤ . . .0. ≤ mi ≤ . . . M ). . . . f : Ip → I n = 0. p xn+1 = f (xn . Set m0 = a and M0 = b and for each i = 1. Then (A.1-A. m. . mi−1 ) and mi = f (Mi−1 .0. Let us formulate one of these results. .

M ) then m = M.3) converges to x. . Appendix Then Eq(A. . . m) and m = f (M. . M ) ∈ [a.210 (b) If (m. M. b] is a solution of the system M = f (m. M. M. .3) has a unique equilibrium x ∈ [a. b] × [a. m. b] and every solution of Eq(A. . . . m. . m.

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75 global asymptotic stability of the zero equilibrium. 70 May’s host parasitoid model. 9. 134– 136. 7 . 2. 9 negative semicycle. 43–46. 5. 25 oscillate about zero. 49–51. 17 full limiting sequence. 66 Pielou’s equation. 15 full limiting solution. 5 Flour Beetle Model. 123–130. 163–166. 9 positive semicycle. 38 Discrete Epidemic Models. 15 linearized stability analysis. 75 negative feedback condition. 6 local asymptotic stability of a two cycle. 24–28 signum invariant. 2 ﬁxed point. 6. 129 forbidden set. 25 nonoscillatory. 78 Riccati number. 33 Pielou’s discrete delay logistic model. 6 locally stable. 25 open problems and conjectures. 16 gingerbreadman map. 6 Lyness’ equation. 66. 1. 72–75. 128 population model. 38 classiﬁcation of equation types. 3 convergence to period-two solutions. 41–42. 17. 2. 6 globally asymptotically stable. 183 linearized stability theorem. 29 existence of prime period-two solution. 2. 36 local stability of the positive equilibrium . 38 sink. 9–14 global attractor. 180–182. 7 semicycle analysis. 64–68. 32 local stability of the zero equilibrium. 24 prime period p solution. 35 existence of solutions. 7 Riccati diﬀerence equation.Index basin of attraction of a two cycle. 7 repeller. 129 positive equilibrium. 128 equilibrium point. 25 periodic solution. 184–189 limiting solution. 31 global attractivity of the positive equilibrium. 138–139. 30 217 locally asymptotically stable. 5. 18 saddle point. 57 Plant-herbivore system. 7 periodic solutions with the same period. 192–200 oscillate about x. 71 invariant interval. 6 invariant.

189 trichotomy character. 137 (3. 8 INDEX . 2)-type. 3)-type. 183 unstable equilibrium. 10 stable manifold. 6 unstable manifold. 131 (2. 141 (3. 1)-type. 69–70 (2. 6 stability of equilibrium. 25 table of invariant intervals. 1)-type. 42. 7 strictly oscillatory. 8 stable manifold theorem in the plane. 53–54 (1. 5 stability trichotomy. 1)-type. 3)-type.218 source. 77–78 (2. 47–48 (1. 2)-type. 3)-type. 2)-type. 167 (3. 168 type of equation (1.

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