Difference Equation

LECTURE 7:Finite Differences and Difference Equation
Lawal G.S
University of Ibadan
gslawal@hotmail.com
May 6, 2021
Lawal G.S (Department of Mathematics) MAT 241 May 6, 2021 1 / 37

Overview
1 Finite Differences
2 Difference Equation

Finite Differences
Finite Differences:
Suppose the function y = f (x) has the values y0 , y1 , y2 , ..., yn for the
equally spaced x = x0 , x0 + h, x0 + 2h, ..., x0 + nh. If y = f (x) be any
function then the value of the independent variable 0 x 0 is called argument
and the corresponding value of dependent variable 0 y 0 is called entry.
Forward Differences:
The differences y1 − y0 , y2 − y1 , ..., yn − yn−1 , are called the first forward
differences of the function y = f (x) and we denote these differences by
∆y0 , ∆y1 , ..., ∆yn , respectively,where ∆ is called the descending or forward
difference operator.
In general, the First forward difference is defined by
∆yn = yn+1 − yn
The differences of the first forward difference are called the second
forward differences and denoted by ∆2 y0 , ∆2 y1 , etc.
Finite Differences
Continuation of Forward difference...

Therefore, we have
∆2 y0 = ∆[y1 − y0 ] = ∆y1 − ∆y0

= (y2 − y1 ) − (y1 − y0 )
= y2 − 2y1 + y0

Finite Differences
Backward Differences:
The differences y1 − y0 , y2 − y1 , ..., yn − yn−1 , are called the first
backward differences of the function y = f (x) and we denote these
differences by ∇y1 , ∇y2 , ..., ∇yn , respectively,where ∇ is called the
ascending or Backward difference operator.
In general, the First Backward difference is defined by
∇yn = yn − yn−1
The differences of the first forward difference are called the second
forward differences and denoted by ∇2 y2 , ∇2 y3 , etc.
∇2 y2 = ∇(y2 − y1 ) = ∇y2 − ∇y1

= (y2 − y1 ) − (y1 − y0 ) = y2 − 2y1 + y0

Finite Differences
Continuation of Backward difference...

We have
∇2 yn = ∇yn − ∇yn−1
Again the differences of the second backward differences are called the
Third backward differences and are denoted by ∇3 y3 , ∇3 y4 etc. In
general, the r th backward difference is given by
∇r yn = ∇r −1 yn − ∇r −1 yn−1

Finite Differences
Central Differences:
The differences y1 − y0 = δy 1 , y2 − y1 = δy 3 , ..., yn − yn−1 = δyn+ 1 , are
2 2 2
called the Central differences of the function y = f (x) and δ is called
central difference operator.
Similarly,
δy 3 − δy 1 = δ 2 y1
2 2
δy 5 − δy 3 = δ 2 y2
2 2
and
δ 2 y2 − δ 2 y1 = δ 3 y 3
2
and so on.

Finite Differences

Finite Differences
Shift Operator, E
Shift Operator, E
The Shift(Increment) operator is defined as ;
Eyn = yn+1
E 2 yn = yn+2
.. ..
.=.
E r yn = yn+r
The Inverse Shift operator, E −1 is defined as
E −1 yn = yn−1

Finite Differences
Relations between the operators

(i) From the definition of Finite differences,
∆yn = yn+1 − yn
= Eyn − yn
∆yn = (E − 1)yn
∆=E −1
E =∆+1
(ii) Also we have
∇yn = yn − yn−1 = yn − E −1 yn
∇yn = (1 − E n )yn
∇ = 1 − E −1
E −1 = 1 − ∇

Finite Differences
Relations between the operators...

(iii) We have
E ∇yn = Eyn − yn−1 = E (yn − Eyn−1 )

= yn+1 − yn
E ∇yn = ∆yn
E∇ = ∆
(iv) We have the following
∇E = ∆
E ∇ = ∇E = ∆
1 1
−
δ = (E 2 − E 2 )

Difference Equation
Difference Equation
Definition 3.1.1
An equation which contains independent variable, dependent variable and
successive differences of the dependent variable is called the difference
equation.
Examples 3.1.2
1 yn+2 − 6yn+1 + 9yn = 0
2 (E 2 + 6E + 9)yn = 2n i.e yn+2 + 6yn+1 + 9yn = 2n
3 (∆2 + 3∆ + 2)yn = 1 or ∆2 yn + 3∆yn + 2yn = 1
or (yn+2 − 2yn+1 + yn ) + 3(yn+1 − yn ) + 2yn = 1
or yn+2 + yn+1 = 1

Difference Equation
Order of a difference equation:

Definition 3.1.3
The order of the difference equation is the difference between the largest
and smallest arguments occurring in the difference equation divided by the
unit of argument.
Thus, the order of the difference equation is
largest argument - smallest argument
=
unit of argument
Example 3.1.4
The order of the difference equation yn+2 − 7yn = 5 is
(n + 2) − n
=2
1

Difference Equation
Definition 3.1.5
Degree of a difference equation

The highest degree of yn0 s in the difference equation is called the Degree
of the difference equation.
Example i:
n+2−n
The order and degree of yn+2 + 4yn+1 + 4yn = 2n are = 2 and 1
1
respectively.
Example ii:
2 n+3−n
The order and degree of yn+3 + 3yn+2 + 3yn+1 + yn = 0 are =3
1
and 2 respectively.

Difference Equation
Definition 3.1.6
Solution of Difference Equation

Any function which satisfies the given difference equation is called the
solution of the difference equation.
General solution of the difference equation

A solution in which the number of arbitrary constants is equal to the order
of the difference equation is called the general solution of the difference
equation.
Particular solution
A solution which can be obtained from the general solution by assigning
particular values is called particular solution.

Difference Equation
Formation of difference equation:

Example I: Write the difference equation ∆3 yn + ∆2 yn + ∆yn + yn = 0 in
the subscript notation.
Solution:
∆yn = yn+1 − yn
∆2 yn = yn+2 − 2yn+1 + yn
∆3 yn = yn+3 − 3yn+2 + 3yn+1 − yn

substituting these into the given difference equation, we obtain
(yn+3 − 3yn+2 + 3yn+1 − yn ) + (yn+2 − 2yn+1 + yn ) + (yn+1 − yn ) + yn = 0
yn+3 − 2yn+2 + 2yn+1 = 0

Difference Equation
Example II: Form a difference equation from

yn = A2n + B(−2)n
Solution:
yn = A2n + B(−2)n =⇒ yn − A2n − B(−2)n = 0
yn+1 = A2n+1 + B(−2)n+1 =⇒ yn+1 − 2A2n + 2B(−2)n = 0
yn+2 = A2n+2 + B(−2)n+2 =⇒ yn+2 − 4A2n − 4B(−2)n = 0

Eliminating A and B, we obtain,
yn+2 − 4yn = 0

Difference Equation
Definitions :
Linear Difference Equation

A difference equation in which yn , yn+1 , yn+2 , ..., occur to the first degree
only and not multiplied together is called the Linear difference equation.
A linear difference equation of order k is an equation of the form
a0 yn+k + a1 yn+k−1 + a2 yn+k−2 + ... + ak yn = R(n) 1.1.6
If R(n) = 0, then the equation 1.1.6 is called linear homogeneous

difference equation, otherwise it is called non-homogeneous difference
equation.

Difference Equation
Homogeneous Linear Difference Equation with constant

coefficient
The equation of the form
(a0 E k + a1 E k−1 + a2 E k−2 + ... + an−1 E + an I )yn = 0
or
φ(E )yn = 0
where a0 , a1 , ..., an are all constants is known as homogeneous linear
difference equation with constant coefficient.
Let yn = mn be the solution of the difference equation, then we have
a0 mn+k + a1 mn+k−1 + ... + an mn = 0
=⇒ (a0 mk + a1 mk−1 + ... + an )mn = 0 3.1.7

which shows that mn is the solution of 3.1.7 if m satisfies
a0 mk + a1 mk−1 + ... + an = 0 3.1.8
Difference Equation
Continuation...
Equation 3.1.8 is known as the auxiliary equation. This equation has
k-roots m1 , m2 , m3 , ..., mk .Some cases may arise;
Case I: When the roots are real and distinct
If m1 , m2 , m3 , ..., mk are real and distinct roots of auxiliary equation
(3.1.8), then the solution is
yn = c1 (m1 )n + c2 (m2 )n + ... + ck (mk )n
Case II: When some of the roots are equal

If two roots are equal, i.e m1 = m2 , then the solution is
yn = (c1 + c2 n)(m1 )n + c3 (m3 )n + ... + ck (mk )n

Difference Equation
Continuation...
If three roots are equal, i.e m1 = m2 = m3 , then the solution is
yn = (c1 + c2 n + c3 n2 )(m1 )n + c4 (m4 )n + ... + ck (mk )n
If k-roots are equal, i.e m1 = m2 = m3 = ... = mk , then the solution is
yn = [c1 + c2 n + c3 n2 + c4 n3 + ... + ck nk−1 ](m1 )n

Difference Equation
Continuation...
Case III: When the roots are complex number

If complex roots occur then they must be complex conjugate. i.e If
(α + iβ) is the root, then (α − iβ) is also a root where α and β are real.
Then the solution is
yn = c1 (α + iβ)n + c2 (α − iβ)n
which can be written as
yn = γ n (A1 cos nθ + A2 sin nθ)

β
p
where γ = α2 + β 2 , A1 = c1 + c2 , A2 = i(c1 − c2 and θ = arctan α .

Difference Equation
Example I:
Solve the difference equation yn+2 − 2yn+1 − 8yn = 0
Solution:
This equation can also be written as
(E 2 − 2E − 8)yn = 0
Let yn = mn , then
yn+2 − 2yn+1 − 8yn = mn+2 − 2mn+1 − 8mn = 0
m2 − 2m − 8 = 0 =⇒ (m − 4)(m + 2) = 0
m = 4 and m = 2. Hence
yn = c1 (4)n + c2 (−2)n

Difference Equation
Example II:
Solve the difference equation yn+3 + yn+2 − 8yn+1 − 12yn = 0

Solution:
The given difference equation can be written as
(E 3 + E 2 − 8E − 12)yn = 0
Let yn = mn , then the auxiliary equation becomes
m3 + m2 − 8m − 12 = 0
The roots are m = −2, −2, 3

Hence the solution is
yn = (c1 + c2 n)(−2)n + c3 3n

Difference Equation
Example III:
Solve the difference equation yn+2 + 16yn = 0
Solution:
(E 2 + 16)yn = 0
Let yn = mn , then the auxiliary equation becomes
m2 + 16 = 0
The roots are m = ±4i

Hence the solution is
yn = (c1 (4i)n + c2 (−4i)n
yn = 4n {c1 (i)n + c2 (−i)n }

Difference Equation
Continuation...
π n π n

n π π
= 4 c1 cos + i sin + c2 cos − i sin
2 2 2 2

nπ nπ nπ nπ
= 4n c1 cos + i sin + c2 cos − i sin
2 2 2 2

n nπ nπ
= 4 (c1 + c2 ) cos + i(c1 − c2 ) sin
2 2

n nπ nπ
= 4 A cos + B sin
2 2

Difference Equation
Non-homogeneous linear difference equation with constant

coefficient
The equation of the form
(a0 E k + a1 E k−1 + a2 E k−2 + ... + an−1 E + an I )yn = R(n) 3.1.9
or
φ(E )yn = R(n)
where a0 , a1 , ..., an are all constants is known as non-homogeneous linear
difference equation with constant coefficient.
The general solution of (3.1.9) consist of two parts, the complementary
function and the particular integral.
The complementary function is the general solution of the homogeneous
1
equation of (3.1.9) and the Particular Integral = R(n)
φ(E )

Difference Equation
Rules for obtaining the Particular Integral
Case I:R(n) = an
1 n 1 n
P.I = a = a
φ(E ) φ(a)
provided φ(a) 6= 0
If φ(a) = 0, then for the equation
(E − a)k yn = an ; k is a positive integer.
1 n(n − 1)(n − 2)...(n − (k − 1)) n−k n

P.I = k
an = a = Ck an−k
(E − a) k!
When k = 1
1
P.I = an = nan−1
E −a

Difference Equation
Continuation...
When k = 2,
1 n n(n − 1)an−2
P.I = a =
(E − a)2 2!
Case II: When R(n) = sin an or cos an

1 1 e ian − e −ian
P.I = sin an =
φ(E ) φ(E ) 2i

1 1 ia n 1 −ia n
= (e ) − (e )
2i φ(E ) φ(E )

1 1 1
= e ian − e −ian
2i ia
φ(e ) φ(e −ia )
provided φ(e ia ) 6= 0 and φ(e −ia ) 6= 0
Difference Equation
Case III: When R(n) = nk

1 k 1
P.I = n = nk
φ(E ) φ(1 + ∆)
since E = 1 + ∆.
= [φ(1 + ∆)]−1 nk
Expansion of φ(1 + ∆)]−1 in the ascending powers of ∆ by the Binomial
theorem as far as the term in ∆k , and distributing it into each term of
the expansion.

Difference Equation
Example I:
Solve the difference equation yn+2 − 4yn+1 + 3yn = 5.4n
(E 2 − 4E + 3)yn = 5.4n
Solving the homogeneous equation yn+2 − 4yn+1 + 3yn = 0 , we obtain a
complementary solution
yn = c1 + c2 (3)n
To determine the Particular integral P.I, we have
1 1 5.4n
P.I = 5.4n = 5. 2 4n =
φ(E ) 4 − 4(4) + 3 3
Hence the general solution is

5
yn = c1 + c2 (3)n + 4n
3

Difference Equation
Example II:
Solve the difference equation yn+2 − 3yn+1 + 2yn = 6.2n

(E 2 − 3E + 2)yn = 6.2n
Solving the homogeneous equation yn+2 − 3yn+1 + 2yn = 0, we obtain a

complementary solution
c1 + c2 (2)n
To determine the particular integral, P.I, we have
1 1
P.I = 6.2n = 6. 2 2n
φ(E ) E − 3(E ) + 2
but φ(2) = 0, therefore we have

Difference Equation
Continuation...
1 1 1
= 6. .2n = 6. .2n = 6. .2n
(E − 1)(E − 2) (2 − 1)(E − 2) (E − 2)
= 6.n2n−1 = 3n2n
yn = c1 + c2 (2)n + 3n2n

Difference Equation
Example III:
Solve the difference equation yn+2 − 6yn+1 + 8yn = 3n2 + 2
(E 2 − 6E + 8)yn = 3n2 + 2
Ṫhe complementary solution is
yn = c1 2n + c2 4n
The particular solution is

1 1
P.I = (3n2 + 2) = (3n2 + 2)
E2 − 6E + 8 2
(1 + ∆) − 6(1 + ∆) + 8
1
= (3n2 + 2)
1 + 2∆ + ∆2 − 6 − 6∆ + 8
Difference Equation
Continuation...
1 1 1
= (3n2 + 2) = 2
2 (3n + 2)
∆2 − 4∆ + 3 3 (1 − 4∆−∆
)
3
−1
4∆ − ∆2

1
= 1− (3n2 + 2)
3 3
4∆ − ∆2 (4∆ − ∆2 )2

1
= 1+ + + ... (3n2 + 2)
3 3 9
8 44
= n2 + n +
3 9
8 44
y n = c 1 2n + c 2 4n + n 2 + n +
3 9

Difference Equation
Tutorial Questions
Solve the following difference equations

1 (E 2 − 2E − 8)yn = 0
2 2yn+2 − 5yn+1 + 2yn = 0
3 yn+2 − 4yn+1 + 3yn = 4n
4 yn+2 − 4yn = 5.3n
5 2yn+2 − 5yn+1 + 2yn = 0, y0 = 0, y1 = 1
6 yn+2 − 4yn+1 + 4yn = 2n
7 yn+2 − 4yn = n2 + n + 1

Difference Equation
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LECTURE 7:Finite Differences and Difference Equation

Lawal G.S (Department of Mathematics) MAT 241 May 6, 2021 1 / 37

Lawal G.S (Department of Mathematics) MAT 241 May 6, 2021 2 / 37

Continuation of Forward difference...

∆2 y0 = ∆[y1 − y0 ] = ∆y1 − ∆y0

Lawal G.S (Department of Mathematics) MAT 241 May 6, 2021 4 / 37

∇2 y2 = ∇(y2 − y1 ) = ∇y2 − ∇y1

Lawal G.S (Department of Mathematics) MAT 241 May 6, 2021 5 / 37

Continuation of Backward difference...

Lawal G.S (Department of Mathematics) MAT 241 May 6, 2021 6 / 37

Lawal G.S (Department of Mathematics) MAT 241 May 6, 2021 7 / 37

Lawal G.S (Department of Mathematics) MAT 241 May 6, 2021 8 / 37

The Inverse Shift operator, E −1 is defined as

Lawal G.S (Department of Mathematics) MAT 241 May 6, 2021 9 / 37

Relations between the operators

(ii) Also we have

Lawal G.S (Department of Mathematics) MAT 241 May 6, 2021 10 / 37

Relations between the operators...

E ∇yn = Eyn − yn−1 = E (yn − Eyn−1 )

(iv) We have the following

Lawal G.S (Department of Mathematics) MAT 241 May 6, 2021 11 / 37

Lawal G.S (Department of Mathematics) MAT 241 May 6, 2021 12 / 37

Order of a difference equation:

Lawal G.S (Department of Mathematics) MAT 241 May 6, 2021 13 / 37

Degree of a difference equation

Lawal G.S (Department of Mathematics) MAT 241 May 6, 2021 14 / 37

Solution of Difference Equation

General solution of the difference equation

Lawal G.S (Department of Mathematics) MAT 241 May 6, 2021 15 / 37

Formation of difference equation:

∆3 yn = yn+3 − 3yn+2 + 3yn+1 − yn

(yn+3 − 3yn+2 + 3yn+1 − yn ) + (yn+2 − 2yn+1 + yn ) + (yn+1 − yn ) + yn = 0

yn+3 − 2yn+2 + 2yn+1 = 0

Example II: Form a difference equation from

yn+1 = A2n+1 + B(−2)n+1 =⇒ yn+1 − 2A2n + 2B(−2)n = 0

yn+2 = A2n+2 + B(−2)n+2 =⇒ yn+2 − 4A2n − 4B(−2)n = 0

Lawal G.S (Department of Mathematics) MAT 241 May 6, 2021 17 / 37

Linear Difference Equation

a0 yn+k + a1 yn+k−1 + a2 yn+k−2 + ... + ak yn = R(n) 1.1.6

If R(n) = 0, then the equation 1.1.6 is called linear homogeneous

Lawal G.S (Department of Mathematics) MAT 241 May 6, 2021 18 / 37

Homogeneous Linear Difference Equation with constant

=⇒ (a0 mk + a1 mk−1 + ... + an )mn = 0 3.1.7

yn = c1 (m1 )n + c2 (m2 )n + ... + ck (mk )n

Case II: When some of the roots are equal

yn = (c1 + c2 n)(m1 )n + c3 (m3 )n + ... + ck (mk )n

Lawal G.S (Department of Mathematics) MAT 241 May 6, 2021 20 / 37

If three roots are equal, i.e m1 = m2 = m3 , then the solution is

yn = (c1 + c2 n + c3 n2 )(m1 )n + c4 (m4 )n + ... + ck (mk )n

If k-roots are equal, i.e m1 = m2 = m3 = ... = mk , then the solution is

yn = [c1 + c2 n + c3 n2 + c4 n3 + ... + ck nk−1 ](m1 )n

Lawal G.S (Department of Mathematics) MAT 241 May 6, 2021 21 / 37

Case III: When the roots are complex number

which can be written as

yn = γ n (A1 cos nθ + A2 sin nθ)

Lawal G.S (Department of Mathematics) MAT 241 May 6, 2021 22 / 37

yn+2 − 2yn+1 − 8yn = mn+2 − 2mn+1 − 8mn = 0

Lawal G.S (Department of Mathematics) MAT 241 May 6, 2021 23 / 37

Solve the difference equation yn+3 + yn+2 − 8yn+1 − 12yn = 0

Let yn = mn , then the auxiliary equation becomes

The roots are m = −2, −2, 3

Lawal G.S (Department of Mathematics) MAT 241 May 6, 2021 24 / 37

Let yn = mn , then the auxiliary equation becomes