Linear Difference Equations

Prepared by
CL Phua
Finite Mathematics & Its Applications, 10/e by
Goldstein/Schneider/Siegel Copyright
2010 Pearson Education, Inc.
Linear Difference Equation
An equation of the form
y
n
= ay
n - 1
+ b
where a, b and y
0
are specified real numbers is
called a difference equation.
The starting value, y
0
, is called the initial value.
Finite Mathematics & Its Applications, 10/e by
Goldstein/Schneider/Siegel Copyright
2010 Pearson Education, Inc.
Example Difference Equation
Suppose a savings account contains $40 and
earns 6% interest, compounded annually. At the
end of each year a $3 withdrawal is made.
Determine the difference equation that describes
how to compute each year's balance from the
previous year's balance.
Finite Mathematics & Its Applications, 10/e by
Goldstein/Schneider/Siegel Copyright
2010 Pearson Education, Inc.
Example Difference Equation (2)
The balance for the next year equals the previous
year's balance plus the interest earned on the
previous year's balance minus the withdrawal.
y
n
= y
n - 1
+ .06y
n - 1
- 3 = 1.06y
n - 1
- 3.
Balance + Interest for year - Withdrawal
y
0
= $40 (.06)40 $3
y
1
= 39.40 (.06)39.40 3
y
2
= 38.76 (.06)38.76 3
Example
+1 = +10 +1
Example
Are all linear equations
Non-linear equations
Note: the presence of the term n
2
does not make the equation non-linear, since n is
the independent variable.
Exercise
(i) Linear, (ii) Linear, (iii) Non-linear, (iv) Linear, (v) Non-linear
Exercise
(i) 2
nd
order, (ii) 2
nd
order, (iii) 3
rd
order, (iv) 1
st
order, (v) 2
nd
order
Exercise
(i) inhomogeneous, (ii) homogeneous, (iii) Non linear, (iv) homogeneous,
(v) Non linear
For each of the following equations (a)-(c); (i) state the
order of the equation, (ii) state whether each equation is
linear or non-linear, (iii) state whether it is
homogeneous or inhomogeneous.
a. 3 +

=
1

[1
st
order; linear; inhomogeneous]

b.
2
4

3
=
2

[2
nd
order; non-linear]

c.
2
+
1
+

=
2

[2
nd
order; linear; inhomogeneous]
Exercise
Solving
First-Order Difference Equations
Example 1

Find the general solutions of the following difference equations:

For homogenoues eq.
+1
5

= 0 (1)

proportional to

= A

(2) where A is a constant

(2)(1)

A
+1
5A

= 0
A

( 5) =0

=0 [is not acceptable], or = 5.

Hence

= A 5

(Complementary solution)


Example 1continue

To find the particular solution of

We assume:

= + (3) where B and C are constants.

(3)(1)
+ 1 + 5 + = 8 10
4 + 4 = 8 10

Thus;
4 = 8
= 2

4 = 10
= 2

= 2 +2 (particular solution)

The general solution is

= A 5

2 + 2
(A can be determined is the initial condition is given)


Example 2

Find the general solutions of the following difference equations:

For homogenoues eq.
+1
+

= 0 (1)

proportional to

= A

(2) where A is a constant

(2)(1)

A
+1
+ A

= 0
A

( +1) =0

=0 [is not acceptable], or = -1.

Hence

= A (1)

(Complementary solution)


Example 2continue

To find the particular solution of

We assume:

= 2

(3) where B and C are constants.

(3)(1)
2
+
+ 2

= 2

(2 +1) = 2

Thus;
3 = 1
= 1/3

=
1
3
2

(particular solution)

The general solution is

= A (1)

+
1
3
2

(A can be determined is the initial condition is given)


Second order Linear Difference
Equation
Example 1
Example 2
If c is non-zero, the solution of (9.3) is again complementary + particular solution.