Carter 4 Difference Equations INTRODUCTION Inthis chapter, we shall discuss basic concepts of difference equation, homogeneous and non-homoge- neous linear difference equation with constant coefficient. 4,4, DIFFERENCE EQUATIONS ‘An equation which contain independent variable, dependent variable and the successive differences of the dependent variable is called the difference equation. Examples (1) Your = Bons + 990 O (2) (EE +6E+9)y,=2" be. Yur +OYoar + Ye =? @) (3+38+2)y,=1 oF Aty,+ Bay, + 29,21 or int ~ 2Ye01 + Ja) + Wines ~ Ia) + 29eE or Voor + You = 1 134 4.2. ORDER OF DIFFERENCE EQUATION ‘The order ofthe difference equation is the difference between the largest and smallest arguments occur- ting in the difference equation divided by the unit of argument, ‘Thus, the order of the difference equation Largest argument ~ Smallest argument Unit of argument ‘The order of the difference equation ¥,.3 - 7% = 5 is (n+2)-0 1 =2, 119120 ADVANCED MATHEMATICS: 4.3. DEGREE OF DIFFERENCE EQUATION The highest degree of y,s in the difference equation is clled the degre ofthe difference equation Example The order and degre of, +4y,,+4y,= 2%are #* 2 = Zand 1 respectively. Example 2 The order and degree of Yous +392,2 + 3yous +Jp = Oare 232" 5 3 and 2 respectively. 4.4. SOLUTION OF DIFFERENCE EQUATION ‘Any function which satisfies the given difference equation is called the solution of the difference equa- tion. A solution in which the number of arbitrary constants is equal to the order of the difference equation is called general solution of the difference equation. A solution which is obtained from the general solution by assigning particular values is called particular solution. 4.5. FORMATION OF DIFFERENCE EQUATION Example 1. Itrite the difference equation Ay, + A*y, + Ay, + Solution. We have Ay,= ¥,.1-Jy = 0 in the subscript notation 84" Jort~ Yon * Yo NY, = You Baa + Wort Sa Putting in given difference equation (yan ~ Bynun + Byun — Ye) + (Far — 29m + Ja) + Voss — Jad + a= 0 Ys 22 Bn =O or E’y,~ 2Ey, + 2Ey,=0 or (B-2E +2By,=0. Example 2. Form the difference equation from the equation y = Ax? ~ Bx. Solution. We have Ay= A(Ax' ~ Bd) = Aas ~ BAr = A((r+ DP =) ~ BAC + 1) =a} Ay=AQx+I)-B Aty= A (AQx+ 1)~ B) = AA xs 1) - BS = A2(x+ 1) + 1- (2x4) or andDIFFERENCE EQUATIONS: 121 Aty=2A i) i Vn By (i As zaty 1 Putin (9, weget Bx 5 Aty(@x+1)-ay or Be + (2r+ Ia y= ay Putting these values in given equation, we get y-[tey]e -[Ferenaty-ay] x =[f#-fern]styeay 2 ty=[-Fafatys 2x ay or (8 + aty- xrays 2y=0 oF Nae — Bnet + Ie) 24 Vor ~ Ja) +2902 0 or (2 + yg - A + Andy, + OE + See Dy, 20 Ams. Example 3. Form by y, = A2* + B(- 2? a difference equation by eliminating the constants A and B. 136 Solution. We have —_y, = A2" + B{-2)* > Jy~ AM BE 2)" Jn = 2A2*=2B-2)" => y, BAR" 4 DBL 2)" Voor = 4A2" + ABI 2)" = Ynz > AAR" ~ ABI 2)" Eliminate A and B. we get Yet! Jon ~2 2] "0 or y,2-4y,= 0. Ans. Jun —4 -4 4.6. LINEAR DIFFERENCE EQUATION AA difference equation in which J, J.1. Jp ~~ OCcuE tothe first degree only and are not multiplied together fs called the linear difference equation. ‘A linear difference equations of order kis FSiee* Who + MY bgect tome + Ye = Ria) 4.) If R(x) = O then the equation (4.1) is called the linear homogeneous difference equation other- ‘ise itis called non-homogencous difference equation.122 ADVANCED MATHEMATICS. 4.7, HOMOGENEOUS LINEAR DIFFERENCE EQUATION WITH CONSTANT COEFFICIENT ‘An equation of the form (ay +a +t aDy, 20 wn.2) or o(By,= 0 Where ay aj, now a ate all constants, is known as homogeneous linear difference equation with constant coefficient Let y, = nr be the solution of the difference equation (4.2), then we have ages amt age oO = Cant! + at +o. +a.) = 0 (4.3) which show that mis the solution of (4.3) if m satisfies am + am +_..+a,=0 4d) Equation (4.4) fs known as auxiliary equation. This equation has A roots which we take 1, hyo, Here some cases arise. on Case L When roots are all real and distinct _m are real and distinct roots of auxiliary equation (4.4) then the solution is + elm)". Im, m, Case IL. When some of the roots are equal If two roots be equal Le. m, = m, then the solution is y, = (¢, + ct) (am)* + cylin)" + em)". If three roots be equal e., m, = 2, = m,, then the solution is Yen (64 Gms GAD (mm)* + em, If kroots be equal £e, m= Mm, = i... = m,, then the solution is Vo™ ley + Gg Git +.+ Gy (am). Case IIL. When the roots are complex number We know that if complex roots occur then they must be conjugate complex number Le, if (c+ iB) is the root then (c.~ 8) is also a root where ct and fare real. Then the solution is + em)" Jo (a+ B+ Glae- BY which can be written as Jy7 12 (A, C08 18+ A, sin 18) where ye fatep and A= G+ GA,=AG-q) 0 = tar! (Va). ‘Case TV, When some of the complex roots are equal Let the root (ca + i 8) becomes twice then the solution.DIFFERENCE EQUATIONS 123 Jo ® UA, + Ape) cos 20 + (Ay + Agi sin 18] where ye fa +p and 6 = tan (Bre. NON-HOMOGENEOUS LINEAR DIFFERENCE EQUATION WITH CON- STANT COEFFICIENT ‘The equation of the form (yet aE ol 5) + a,Dy,= Ra) or where ag. a. ay with constant coefficient. “The general solution of ‘Complementary function isthe general solution of the homoge 1 and partic = A. of (4.5) and particular integral = > Rod Rules for Obtaining the Particular Integral 1 rhe particular in AL) = i RX). The part tegral (PL) = <5 Ro Case 1 When R(x) = 4, ave all constants is known as non-homogeneous linear difference equation 138 (4.5) consists of two parts, complementary function and particular integral neous equation 4e., left hand side 1 1 ak v= # provided ofa) 0 PL wo * ry # provided o(a) + £6 (a) = 0, then for the equation (E= a) y, = af: kis positive integer. w(t (=D) yet phe be at MO Man Bd Ea a Particular case: When £= 1 pret Pear! E-a When k= 2 1 2 PL = + a= hn Mat® (=a Case Il. When A(x) = sin anor cos an 1 -_ oe ar eC124 ADVANCED MATHEMATICS Lf yee “alas a5 AJ ge Nt 2H ole") oe , oe cosanet | lem Similarly PL wo ats abae } Provided 9 (e% # 0 and 6 (e) #0. (Case TIT. When R(rd = a a 1 sats a1 a5" “wee Betsal =lod+ ara First, we expand [6(1 + A)|*! in ascending power of A by the Binomial theorem as far as the term in At, then express in the factorial notation and distribute it each term of the expansion. Case IV. When An) = 2° Fln), where F(n) being a polynomial in 1, 1 Ayer PLe ow eb Fu). SOLVED EXAMPLES Example 1. Solve the difference equation y,,.~ 2y,,, ~ 8, = 0. Solution. The given equation can be written as (E-2E-8) y,=0 The auxiliary equation fs m? ~ 2m-8 = 0 The roots are m=~ 2, 4 Hence, the solution is y,= ¢(-2)"+ ¢4% Ans. Example 2 Solve the difference equation y,,5~2y,,4~ 5¥,, + = 0. Solution. The given difference equation can be written as (B-2E-5E+6)y,=0 ‘The auxiliary equation ism ~ 2m? -5m+6=0 The roots are m= 1,-2.3 Hence. the solution is y= ¢(1)* + ¢(- 2)" + 63%. Ans. Example 3 Solve y,,3 + Yoez~ Nines ~ 12¥q= 0 Solution. The given difference equation can be written as (E+ B-8E- 12), ‘The auxiliary equation ism? + n? ~8m~ 12 = 0 13!DIFFERENCE EQUATIONS 125 ‘The roots are m= - 2. -2,3 Hence, the solution sy, = (c+ €nN(-2)"+ 63°. Ans. Example 4. Solve the difference equation 9y._,~ 6y,,, +¥, = 0. Solution. The given difference equation can be written as (OE -GE+ ty, =0 ‘The auxiliary equation is Qu? -6m+1=0 14 The roots are m= >. > he roots are m= 3. 5 Hence, the solution Is_y, = (¢, + G1) (3): 3 Example 5. Salve y,,, + I6y,= 0. Solution. The given difference equation can be written as (E+ 16)y,=0 The auxiliary equation is af + 16 = 0 ‘The roots are m= + 4 Hence, the solution is_y,= ¢,(40"+ ¢,(- 40" Joe A G(+ Qed {s(om$esng) os (omg-ving)] 1 fa (cS +1808) + (cs we {lg + cor +164 -6)sn 140 a0) Acos + Bsin = [cos + a 71 Example 6 Solve y,_,-4y,,, + 13y, = 0. Solution. The given difference equation can be written as (E-4E+ IDy,= 0 ‘The auxiliary equation is nm? -4m+13=0 4+ JI6-9R13 _ 4+ 67 * 2 sore The roots are m Let 2+3i=r(cosG+isin®) => r= (:9" and 0 = tn? (3) ‘Therefore solution is (13) {¢, cos 16+ 6 sin 16) where = tan (3)126 ADVANCED MATHEMATICS. Example 7. Solve y,,»~ Yo. + Jq = Ogiven that yy = 1, y,= 14 3 > ‘Solution. The given difference equation can be written as (£* ~ E+ 1) y, ‘The auxiliary equation is m?- m+ 1=0 1s Jit 14 Cee The roots are 2 Hence the solution is nr6(E4) (4 x xy" 5 x) 6 (oo stand) 5 (ox -1an3) ea) ree wes (co 5 +n 8) cS ssn) “oan m (G4) SF + HG, -G) sin rd m = Acos = + Bsin = Jam Acos F + Bsin pees But yy=1 and y,= z i 1=Acos0+BsinO = A=1 143 x x J = Acos F + Bsin S us st dig f = Bel Put A= Land B= 1 in (), we get y= c08 = + sin, Jor 05 F + sin Example & Solve the difference equation y,,»~2y,,, + 5y,= 2.3 =4. 7 ‘Solution. The given difference equation can be written as (E-2E+ 5)y,=2.3°- 4.7 ‘The auxiliary equation ism? 2m+5=0 The roots are ae ES sles Let 1+2i=r(cos6+isin@) = r= JS and 6 =tan!2 ‘Therefore complementary solution is = (5) (c, cos 26 + ¢, sin 18) where @ = tan! 2 141DIFFERENCE EQUATIONS 127 “The particular solution is given by 1 PL= = E-2E+5 2.3°=4.7" Hence solution is yy = (5) {¢, cos 18+ «sin 0) + E3= Example 9, Solve the difference equation (E* - 3E~ d)y, = 3. Solution. The auxiliary equation of given difference equation is m*~3m~4=0 The roots are m= ~ 1, + 4. ‘Therefore complementary solution isc, (~ 1)* + ¢, 4. ‘The particular solution is given by Phe Bo3E4 Hence solutions y= CE +PL=¢(- + 6,4" 3% Ans Example 10. Solve the difference equation 142 yln+ 2) ~3y(n+ V) + 2y(n) = 6.2 or Veer ~ Yaes + 2, = 6.2. Solution. The given difference equation can be written as (E~3E+ 2yy,= 6.2" The auxiliary equation isa? -3m+2=0 The roots are m= 1, 2. ‘Therefore the complementary solution is ¢,(1)* + ¢(2)% ‘The particular solution is given by 1 _ 7 - PL. = e—3Eya 8? le A) = 0) ——!_g 9, __! _¢ wag 2 * (E=E=2) °° * @—(E= 2°" *" (E=2) 36.02"! = 32” Hence solution is CE +P Jp2 GA G24 402% Ans.128 ADVANCED MATHEMATICS : Ls 6.2" ‘Alice "ho Braga 1 “Sarge! Iv F@)=0] =6.2—,—! _ jag. _ OO" EF 3242 AE = 6E+2 © 1 +62 yay aoasayee 2 1 " 6.27 ___!__ 12; Oa Wisma a)-00 ase! Ue 48 +24 1 A(+2a) © » 1 a3. Us 2ayt 1=3.2"5 (1+ 2aytd 1 1=3.2°5 (1-0+0..) =3.2 + (1-204 48". PL=3.2%n Example 11. Solve y,,» + ay, = cas an Solution. The given difference equation can be written as (2 + #)y,= cos an 143 ‘The auxiliary equation is n? + a" = 0 The roots are m= = ia. “Therefore the complementary solution is Glia? + (= tad” = a G+ GED 0 {o(co rn +4(on3-1sn3)} wefan) om +0 {lg +e )eos E+ He, ~4)sin Z} wo {Aces E+ Bs “The particular solution is givDIFFERENCE EQUATIONS 129 ~i[ernageenegieen) 2 ta (+e) ea = 1 2cos.a(n=2)+ a'2cos an _ cos An-2)+ a cos.an "2 Weta cos2a+a" 1+2a cos2a+a* “Fi + PL 144 Hence solution cos an =2) + a? 1+2@ cos2a+ a" + Real pat of Ze (cos an isin an = Real pat of ety = Real pat of + (e49" 1 = Real part of GF etteat Nera ited ghee lta (+e cos a (n= 2) + isin a(n=2) +a? (cos an+ isin an) 1+2a' cos2ata" Real part of 7 ad = Real part of = Real part of cos an— 2) + a* cos an+ i(sin a(n-2) +a" sin an) = Real part of ete = £08.a(n~2) +a" cos an 1+ 2a cos tata le 12, Solve y,,,~ 2cosay,,, + J, = cos an ‘Solution. The given difference equation can be written as (E-2cos a E+ Vy, = cosa n130 ADVANCED MATHEMATICS. The auxiliary equation is a? = 2 cos m+ 1=0 cosa 2 ‘The roots are m= = (cos a+ jsina) ‘Therefore complementary solution is 6G, (cos a+ isin a)? + ¢, (cos a isin a)” = 6, (cos am + isin om) + €, (cos met ~ fin 2x2) = (6, + G) cos m+ Ae, ~ G) sin me = Acos m+ Bsin mt ‘The particular solution is given by 1 Pls tenaesi 1 B22) E+ 145 1 . 1 “Hert * Cisne (E- 1 1 mye t omye “wales y G "} 1 sina 1 yet 2 et {alert = atemyrt} = A (eee etn) ‘asin ( a "Tape Maina Da =e Hence solution Jpn CK + PL Jn™ Acos m+ Bsin m+DIFFERENCE EQUATIONS 131 Example 13. Solve 8¥,3~ 850 +32" ssin(). ‘Solution. The given difference equation can be written as GE-GE+ ty,=5sin (2) ‘The auxiliary equation is Ba - Gm+ 1 = 0 a 2 The roots are ay ‘Therefore complementary solution is ¢ { iy +4 (Gy ‘The particular solution is given by 1 am nh» saree s(F) —— SE -GEFI oo (#)-4)) ‘peo 24 8E -GE+1 ~ Sf pp te ge 2i|8E -6Es1 | BE 6E+1 146 5 1 sf__t tAyo ay Ta a ] wale (= 60(cos% + 1sin 3) + (7+ 60 (con $— isin F T+ GH7= 6) jenebe peers 60) (cos + ts132 ADVANCED MATHEMATICS 1 a om m =1]-7 TE soi am ye sl cos J Usin F + Gieos F —Osin +7 cos = tin 4 64e05 E+ 60] 2 2 2 1 m 2) "1 [cos ™— asin =-—{-MMisin— cos —} = —{6 cos —— 7 sin —| xt Misingy ties al in| 2 7 Example 14. Salve the difference equation Yoo Yoo + Yq = St? + 2. Solution. The given difference equation can be written as (E-GE+ 8)y,= 31 +2 ‘The auxiliary equation is m?-6m+8=0 ‘The roots are m= 2,4 ‘Therefore the complementary solution is ¢,2"+ ¢4" ‘The particular solution is given by PL= 1 ; 1 (nt +2) = Gi Froee "yay cearanee 147 = 1 a + 2) Tr2ay a -6-6A+8 ay ny =| (ant +2) 3 Be +2)= (Sn? +2) —— “raa+ dana? (4a-a)* 3 9 Lagat 4 an” a2) « Mont D)-6 | 166 3 at 440! + 2)4¢ Se 84 1 48 = Fido 43ar 24 Bas 2s ate ge ton) (Bef + 304 + 2) Hence solution y, = CF. + Pl. = 6,2" + GA? +a? + 2 aDIFFERENCE EQUATIONS 133, Example 15. Solve the diflerence equation Jue Yq ee += 1. Solution. The given difference equation can be written as (EB -A)y,= + n-1 The auxiliary equation ism? -4=0 The roots are m= 2,-2 “Therefore the complementary solution is c(2)" + e,(- 2)" The Coren and i tn 2 - zi naa +n-1) -at 1 Fema te) 148 Ju +22!" -1) [eo Pe net P6241) 2 Hence solutionee Solve the following homogeneous difference equations (E-2E-8)y,=0 2 2y, 2 - 5¥_ + 2y,2 0 An+ 2) + las 1) - 56 An) #0 4 (A-2)7(A-5)y 20 (A?=5A4 4) 90 © Yass +¥me2 ~ Jen ~Ja=O 4Yesz + 25y,=0 B ¥nee~ Mons + 6¥ne2 — Aner + In =O Yor + 2Yar1 t 4¥n= 0 10. ¥a.2 ~2¥os +5), = 0 Solve the difference equation 'y,,» —4y,,1 + 4, = 0 and find the particular solution satisfying the initial conditions y, = 1 and y, = 3 Solve 2yoq2 —5¥ne1 +23, = 0 with y, #0, y= 1 Solve the following non-homogeneous difference equations Yor? ~ Mort + Ye= 4". 14. ase An 25-30 ‘Your + Jn= 5.2" with yy = 1. y= 0 16. n+ 2)-3An4 1) +2An) @ 4" You ~MYann + 4Yn= 2" 18. Yous — Vays + 12), = €08 0 “Yosr - I6y, = cos (72) 20. Ynez + Ye = 4.00820 Yur + @y,=sin an 22 Vasa t Vugy HYge ened ANSWERS . Vo= G(+2)" +e (-4)" 2 x =4(3) +q (2)" fin) = c7)* + e- 8)" AL y,2 (c+ Gil 3° 4 66 Y= 2" + 65* 6 yal + qal-Nt+G 5\ am ma v0(3} [ascos + gsin =] 2 (4 Gn ey + ealvin)* y= 2? (-2 in(-3)} 10. y, = 5* (¢, cos 20 + & sin 16) where @ = tan! 2 y,2 2% 00 (-4) a+qsin(-4) 0 ¥,0 5 (c, 0s 0 + 6,8 arn ay 201Y 2ine Fo= le, td 2 and y,= (n+ 2/2" 1Zy,=E(F) + q2rand y,= - £(4) +2 Jeng regret IA y, = 0,2" 4 e(- 2)" = 9" ; 4 J_= cos + 2 16. An) = ¢, + G2" + 5 4"DIFFERENCE EQUATIONS 135 17. y,= (c, + Gn)2"+ wha 1) 2° 1B y,= 63" GA + Te (18 cos 2 T7sin sin a (n= 2) 4a" sin an (e cos om 2. (acs FrasmZ)s 14 22 cos2a+a 22. 9,06 c05(2} rsa 2H) 030-00) 150