Unit DIFFERENCE MOTIVATION: beet Different: independent variable #(time) or space vari equations arise while modeling phy: mW EQUATIONS re 19 £ | phenomena in which the ables # (x,y,z) or both are continuous. Difference equations are the discrete analogues of differential equations. For example i) in_an experiment we may take measurements on some physical Variable say temperature at equally spaced time intervals. ii We may be interested in the population growth of a certain species at discrete tilne intervals or iii) We may like to approximate differential equations by writing them in difference form, Infact difference equations are essential for systems with discrete or digital data. Mathematical formulation for two simple problems: Example 1: (Population growth model) suppose a certain population of a species is growing at the rate of 5% per year. If xpis the initial population of the species and x, the population after » years, the governing difference equation for the problem is 100 kx, where k= 1+ 00: 1.05 This is a first order difference equation. It can be easily solved: 2 xpohxy, x2 =hx, =H xy nak" Xo Thus, ifx, = 100, then after 10 years the species,population will be x yp = (1.05)" (100) = 162.9 A general miethod for solving such differen .ce equations may new be explained. Consider the same equation x, =X, withk = 1.05. We assume x,, = a" Substituting into the given equation, we get a"ika" => a=k Scanned with CamScannerExample 2: (Newton's law of cooling) suppose we are interested in modeling the change in temperature of a body (or substance) placed in an environment held at some constant temperature. If Ty represents the initial temperature of the body, 7, the constant temperature of the surroundings, and 7, the temperature of the object after munits of time, then the change in temperature over one unit time is given by Ty ~T, =-K(T, - 5), = 0, where A is a constant depending on the substance. The physical argument while writing this equation is the fairly reasonable assumption that the change in temperature over a fixed unit of time is proportional to the difference between the temperature of the object and the ambient temperature. The solution for such an equation may be obtained as in example I. Example 3: Write the differential equation =-0y, y(0)=1 in the finite difference form, and find the grid length Ax so that the finite difference form is, gontp Solution: The exact solution is y=e7!* which tends to zero see Sent difference form of the equation is Yui—yi Ts That is y,,, + (10ae-Dy, =0 Lety, =a’, we get a’! +(10Ac 1)! If\- 10.Ax|>1, “Thus, the solution satisfying the condition (0 1 leading to wrong result (instability). Therefore, | — 1Ax| <1, that Va increases wit sa Neste <1. Therefore, 10Ax $ 2 implies that Ax < 0.2. Av may be chosen as 0.01 to obtain fairly accurate results. ‘Thus, we have seen that the difference equations can be seen as discrete analogue of differential equations. The discrete index m replaces the continuous independent variable ¢ (or x) of differential equations. Many of the analytical methods developed for differential equations (Method of undetermined coefficients, Method of variation of en Scanned with CamScannerLecture 20 Particular solutions - Method of undetermined coefficients: Particular solutions of non homogeneous difference equation ayn,2 + ner +n =Sn may sometimes be obtained by the method of undetermined coefficients in the same fashion as that followed in differential equations. Case 1: f,is a polynomial in ‘The appropriate guess for a particular solution is a general polynomial g, of the same order on the RHS. If the guessed solution is already a solution of the homogeneous equation then we have to modify the guessed solution by multiplying by an additional factor 2. (Thus, the guessed solution could bemg,,) Example 1: Yqs2 ~5Vns1 + 6In =? +L ‘Solution: Solution of the homogeneous equation (complementary function) is Jno = 2112)" +6213)". Let Dap =An? + Bat Substitute into the given equation, Ain + 2) + Bln + 2)+C~ 5|4(n + 1) B( + 1) + Cl 6(an? + Bat Cjan? nti Comparing the coefficients of different powers ofm, we get The complete solution of the problem is 5 Yn =e,(2)" +e,(3)" what + ane Example 2: Yn41~2¥n + Yn-1 = 8 Solution: Complementary function yy. =A+ Ba The particular solution cannot be assumed as a constant or as a first power of. We may Scanned with CamScanner“ Substitute into the given equation, yet CW 1! 200? 6 nN = Cd ‘the yeneral solution ¥, AS Basan? Case 2: The forcing function fy, =r scample 3! Yury ¥ Inst ~ y= B(- 2)" Solutton: Complementary function is Je = A(2)" + BE 3)" Lect Yay = WC 2)" Substitute into the given equation (2)? 0-2)! = 6k(- y =8(-2)" => k ‘ThE complete solution is yy Aley ome 326-2) Example 4 Yaya Yust ~6y, = 10(2)" Complementary function is Yne = A(2)" + BC 3)" Solution: ‘on of the homogencous equation. Therefore, assum The forcing function is a soluti Vp hn (2y" ¢ Substitute into the given equation An aay"? k(t 2)" - 6h n(2)" = 10(2)" > ‘The complete solution is ya dey! + BE 3! a2)" sample $1 Yqag ~ 3)xa #2 282" Solution: Complementary function is J'x¢ = A(t) re Scanned with CamScannerWe may be it 'y be tempted to write y,, =(4x+3)Q)° But (2)*is clearly a solution of the homogeneous s equi Guation. Therefore, we may guess that the particular solution could be of Yap = (40+ (2) Substitute into the given equation 2 x7(4A-644 2A) + x(164+4B- 124-684 2B)+16A+8B-64-6B Comparing the coefficients of powers of, we get A= and B= 4 al The complete solution is Ve = A+ BQ) + OG +3) Method of variation of parameters: Consider the equation Vina tnt +80 = Sn A particular solution can be obtained (as in differential equations) by the variation of parameters technique provided that the two linearly independent solutions 1, and of re known. Then, we seek a ‘on of the the corresponding homogeneos: ei form @ Vn = Ally + Ban tH, and #, are determined such that the given non homogeneous equation is 7, 3 i i ‘1 a satisfy the satistied (for derivation see appendix). Kean be shown that x, and B, satisfy | equations ant Bui ~ s the wronskin of uy, and where Wy = W(tn "a net Scanned with CamScanner