Difference equations – examples

Example 4. Find the solution of the difference equation.

1
a) un+1 = un + 1, u0 = 1
2
b) un+ 2 − 3un+1 + 2un = − 1, u0 = 1, u1 = 2
11 1
c) un+1 − un + un−1 − un−2 = 0, u0 = 0, u1 = 1, u2 = 2
6 6
1 1 1
d ) 6un+ 4 − 5un+ 2 + un = 0 , u0 = 0, u1 = , u2 = , u3 =
2 2 2 2

SOLUTIONS

We will use the following notations: un - general solution, vn - general solution of the
homogeneous equation, v * - particular solution of the non-homogeneous equation.

Example 4. a) This is a nonlinear homogeneous equation of the first order. We represent it in a

standard form

1
un +1 − un = 1 .
2

1
Its corresponding homogeneous equation is: un+1 − un = 0 . Firstly we solve this homogeneous
2
1 1
equation. We write down its characteristic equation: z − = 0 . Obviously it has a root z = . Then
2 2
n
⎛1⎞
the general solution of the homogeneous equation has the form vn = C1 ⎜ ⎟ .
⎝2⎠
Then we need to find at least one particular solution of the given non-homogeneous
equation. As its right hand side is a constant, we are looking for a particular solution in the form:
1
v* = d , where d is a constant. We have d − d = 1 , from where d = 2 , i.e. one particular solution
2
is v = 2 . By properties 3 and 4 the general solution of the equation is a sum of the solutions of the
* 0 0

homogeneous equation plus a particular solution, or the general solution of our equation is:

n
⎛1⎞
un = C1 ⎜ ⎟ + 2 .
⎝2⎠

For n = 0 from the given initial condition u0 = 1 , by substituting it in the general solution we obtain
C1 = −1 . The particular solution of the problem for the assigned initial condition that we were
n
⎛1⎞
looking for is: un = 2 − ⎜ ⎟ , which is the answer to the given problem.
⎝2⎠
b) The equation is linearly non-homogeneous of the second order. As in the previous example,
firstly we are looking for the general solution of the homogeneous equation.

un+ 2 − 3un+1 + 2un = 0 .

The characteristic equation z 2 − 3z + 2 = 0 has simple roots z1 = 1, z2 = 2 . Therefore the general

solution of the homogeneous equation is vn = C1 + C2 2n . Now we are looking for at least one
particular solution of the non-homogeneous equation. As its right hand side is -1, i.e. a constant,
first of all we try a particular solution in the form v* = d . By substitution we obtain 0 = 0 . Next we
undertake the procedure in the form v* = d .n . This time we get the equation
d ( n + 2) − 3d ( n + 1) + 2dn = −1 . After equating in front of the same monomials we find d = 1 , i.e.
we have a particular solution v* = n . In accordance with properties 30 and 40, the general solution of
the non-homogeneous equation is represented in the form: un = vn + v* , i.e.

un = C1 + C2 2n + n .

By substitution under the assigned initial conditions we obtain the following system for C1 , C 2 :

C1 + C2 = 1
.
C1 + 2C2 = 1

Its solutions are C1 = 1, C2 = 0 . Therefore the solution of the problem is un = 1 + n .

c) The equation is linearly homogeneous of the third order. Its characteristic equation is
11 1
z3 − z 2 + z − = 0 .
6 6

By using Horner’s method, by expansion, through the Mathematica system or in another way we
1 1
find its roots z1 = 1, z2 = , z3 = , which are simple. Therefore the general solution of the given
2 3
equation has the form:
n n
⎛1⎞ ⎛1⎞
vn = C1 + C2 ⎜ ⎟ + C3 ⎜ ⎟ .
⎝2⎠ ⎝3⎠

By substitution of the assigned initial conditions for n = 0,1, 2 we get the following system for
determining the constants C1, C 2 , C3 :

C1 + C2 + C3 = 0

1 1
C1 + C2 + C3 = 1 .
2 3
1 1
C1 + C2 + C3 = 2
4 9
 7 9
Its solution is: C1 = , C2 = − 8, C3 = .
2 2

n n
⎛1⎞ 9 ⎛1⎞ 7
Answer: un = −8 ⎜ ⎟ + ⎜ ⎟ + .
⎝2⎠ 2 ⎝ 3⎠ 2

Note. We submit the corresponding calculations by means of the system Mathematica:

H∗ Example 4c − difference equations∗L

z =.
SolveBz3 − 0, zF
11 2 1
z +z−
6 6

::z → >, :z → >, 8z → 1<>

1 1
3 2

Clear@c1, c2, c3D

SolveB:c1 + c2 + c3
1 1 1 1
0, c1 + c2 + c3 1, c1 + c2 + c3 2
2 3 4 9
>, 8c1, c2, c3<F

::c1 → , c2 → − 8, c3 → >>
7 9
2 2

d) The equation is homogeneous. Its characteristic equation is the biquadratic equation

1 1 1 1
6 z 4 − 5 z 2 + 1 = 0 , which has four simple roots z1 = , z2 = − , z3 = , z4 = − . Then the
2 2 3 3
general solution of the difference equation has the form:

n n n n
⎛ 1 ⎞ ⎛ 1 ⎞ ⎛ 1 ⎞ ⎛ 1 ⎞
un = C1 ⎜ ⎟ + C2 ⎜ − ⎟ + C3 ⎜ ⎟ + C4 ⎜− ⎟ .
⎝ 2⎠ ⎝ 2⎠ ⎝ 3⎠ ⎝ 3⎠

Hence for n = 0,1, 2, 3 and from the given initial conditions we obtain the system with respect of the
constants C1, C2 , C3 , C4 :

C1 + C2 + C3 + C4 = 0
1 1 1 1 1
C1 − C2 + C3 − C4 =
2 2 3 3 2
1 1 1 1 1 .
C1 + C2 + C3 + C4 =
2 2 3 3 2
1 1 1 1 1
C1 − C2 + C3 − C4 = .
2 2 2 2 3 3 3 3 2 2

3 3
Its solutions are: C1 = 2, C2 = 1, C3 = − , C4 = − .
2 2
 n n n n
⎛ 1 ⎞ ⎛ 1 ⎞ 3⎛ 1 ⎞ 3 ⎛ 1 ⎞
Answer: un = 2 ⎜ ⎟ +⎜− ⎟ − ⎜ ⎟ − ⎜− ⎟ .
⎝ 2⎠ ⎝ 2⎠ 2 ⎝ 3⎠ 2 ⎝ 3⎠

Note. We submit the corresponding calculations for solving the system by means of Mathematica:

H∗ Example 4d − difference equations∗L

SolveB:c1 + c2 + c3 + c4 0,
1 1 1 1 1
c1 − c2 + c3 − c4 ,
2 2 3 3 2
1 1 1 1 1
c1 + c2 + c3 + c4 ,
2 2 3 3 2
>, 8c1, c2, c3, c4<F
1 1 1 1 1
c1 − c2 + c3 − c4
2 2 2 2 3 3 3 3 2 2

::c1 → 2, c2 → 1, c3 → − , c4 → − >>
3 3
2 2

Author: Snezhana Gocheva-Ilieva

Plovdiv University
snow@uni-plovdiv.bg