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0),
1
Ensi@) = —[e™* —x En(o)].
n
1.16 Use Euler's Method to obtain a difference equation that approximates the fol-
lowing logistic differential equation
x(t) = ax(t)\(1— x),
where a is a constant.
1.17
(a) For the 3x + 1 problem discussed in Example 1.8, try a couple of different
Starting values to check that they eventually reach the alternating sequence 1, 2,
1, 2,--+. (Warning: some starting values, such as x9 = 31, require a lot of
calculation!)
(b) Write a computer or calculator program to compute the solution sequence for a
given initial value. Have the program stop when it reaches the value x, = 1 and
report how many iterations were needed.This page intentionally left blankChapter 2
The Difference Calculus
2.1 The Difference Operator
In Chapter 3, we will begin a systematic study of difference equations. Many of the
calculations involved in solving and analyzing these equations can be simplified by
use of the difference calculus, a collection of mathematical tools quite similar to the
differential calculus.
The present chapter briefly surveys the most important aspects of the difference
calculus. It is not essential to memorize all the formulas presented here, but it is
useful to have an overview of the available techniques and to observe the differences
and similarities between the difference and the differential calculus.
Just as the differential operator plays the central role in the differential calculus,
the difference operator is the basic component of calculations involving finite differ-
ences.
Definition 2.1. Let y(t) be a function of a real or complex variable t. The “differ-
ence operator” A is defined by
Ay) = yt +) —yO-
For the most part, we will take the domain of y to be a set of consecutive integers
such as the natural numbers N = (1,2, 3,-+-}. However, sometimes it is useful to
choose a continuous set of ¢ values such as the interval [0, 00) or the complex plane
as the domain.
The step size of one unit used in the definition is not really a restriction. Consider
a difference operation with a step size h > O—say, z(s +h) —z(s). Let y(t) = c(th).
Then
2(s +h) — z(s) = 2(th +h) — z(th)
=yt +) —-y)
= Ay(t).
(See also Example 1.7.)
Occasionally we will apply the difference operator to a function of two or more
variables. In this case, a subscript will be used to indicate which variable is to be
shifted by one unit. For example,
A,te” = (t+ le" — te” =e",
1314 CHAPTER 2. THE DIFFERENCE CALCULUS
while
Ante" = te"t! — te" = te"(e— 1).
Higher order differences are defined by composing the difference operator with
itself. The second order difference is
Ay) = AYO)
= AQE+D- yO)
= (y(t +2) — y+) - OC +D - yO)
= y(t+2)-2yt +) + yO).
The following formula for the n' order difference is readily verified by induction:
-1
Aty(t) = y(t-+n) — nyt +n 1) + me yen —2)
te + (-D" VO) (2.1)
= Devr(n)v« +n-b.
k=O
An elementary operator that is often used in conjunction with the difference op-
erator is the shift operator.
Definition 2.2. The “shift operator” E is defined by
Ey(t) = y+).
If denotes the identity operator—that is, /y(t) = y(t)—then we have
A=E-I.
In fact, Eq. (2.1) is similar to the Binomial Theorem from algebra:
A"y() =(E-D" yo)
= (Renter
n
= ({)enbe +n-k.
=0
These calculations can be verified just as in algebra since the composition of the
operators I and E has the same properties as the multiplication of numbers. In much
the same way, we have
By) = x ()) arty().
The fundamental properties of A are given in the following theorem.2.1. THE DIFFERENCE OPERATOR 15
Theorem 2.1
(a) A™(A"y(t)) = A”*" y(t) for all positive integers m and n.
(b) AGM + 2@)) = Ay(t) + Az(t).
(©) A(Cy(t)) = CAy(t) if C is a constant.
@ AG@z(1) = yOAz(t) + Ez(Ay@.
() — Wo Byltv=yiDAzw)
© ARB) = oR
Proof. Consider the product rule (4).
A(y(z()) = y+ Dale + YD) — yz)
=yt+Delt+)) -—y@ze¢+D)
+ yOzE +) — yOz2)
= Ay(NEz) + yA).
‘The other parts are also straightforward. .
The formulas in Theorem 2.1 closely resemble the sum rule, the product rule, and
the quotient rule from the differential calculus. However, note the appearance of the
shift operator in parts (d) and (e).
In addition to the general formulas for computing differences, we will need a
collection of formulas for differences of particular functions. Here is a list for some
basic functions.
Theorem 2.2. Let a be a constant. Then
(a) Aat = (a—1)a'.
(b) Asinat = 2sin $ cosa(t + }).
(c) Acosat = —2sin$ sina(r + 4).
(d@) Alogat =log(1 + 4).
(©) Alogl(t) = logt.
(Here log represents any logarithm of the positive number ¢.)
Proof. We leave the verification of parts (a)-(d) as exercises. For part (e),
Alog I(t) = log P(t + 1) — log P()
re+)
Tq)
=logr (see Example 1.6). .
= log16 CHAPTER 2. THE DIFFERENCE CALCULUS
It is readily verified that all the formulas in Theorem 2.2 remain valid if a constant
“shift” is introduced in the t variable. For example,
Aatt* = (a — 1ya't*,
Now the formulas in Theorems 2.1 and 2.2 can be used in combination to find the
differences of more complicated expressions. However, it may be just as easy (or
easier!) to use the definition directly.
Example 2.1. Compute A sect.
First, we use Theorem 2.1(e) and Theorem 2.2(c):
Asecrt =A
cos mt
__ ost)(A1) ~ (I)(A cost)
~ cost cos x(t + 1)
_ 2sin F sin x(t + 4)
cos mt cos m(t + 1)
_ Asin xt cos ¥ + cost sin F)
© cosst(cos st cos — sinzt sin)
2cos xt
= TT = ~2 see mt.
(cos 1)(— cos)
The definition of A can be used to obtain the same result more quickly:
Asecmt = secm(t +1) — secmt
_ 1 1
~ cosx(t-+1) cosmt
_ 1 1
~ cosmrcosx —sinztsinn cost
nt 1
~