Applications of Differential and

Difference Equations

Dr. Nikunja Bihari Barik

Ph.D (IIT BBS)
Assistant Professor
Vellore Institute of Technology

Andhra Pradesh
Syllabus MAT1002

ADDE (MAT1002) Dr. Nikunja 2/7

Difference Equations

In many real life problems can be model over the time.

ADDE (MAT1002) Dr. Nikunja 3/7

Difference Equations

In many real life problems can be model over the time.

One can think of time as a continuous variable i.e. Differential equation.

ADDE (MAT1002) Dr. Nikunja 3/7

Difference Equations

In many real life problems can be model over the time.

One can think of time as a continuous variable i.e. Differential equation.
One can think of time as a discrete variable i.e. Difference equation.

ADDE (MAT1002) Dr. Nikunja 3/7

Difference Equations

In many real life problems can be model over the time.

One can think of time as a continuous variable i.e. Differential equation.
One can think of time as a discrete variable i.e. Difference equation.

Definition (Difference Equations)

Difference equation is the relation between the differences of an unknown
functions.

ADDE (MAT1002) Dr. Nikunja 3/7

Difference Equations

In many real life problems can be model over the time.

One can think of time as a continuous variable i.e. Differential equation.
One can think of time as a discrete variable i.e. Difference equation.

Definition (Difference Equations)

Difference equation is the relation between the differences of an unknown
functions.

yn+1 + yn = 0

ADDE (MAT1002) Dr. Nikunja 3/7

Difference Equations

In many real life problems can be model over the time.

One can think of time as a continuous variable i.e. Differential equation.
One can think of time as a discrete variable i.e. Difference equation.

Definition (Difference Equations)

Difference equation is the relation between the differences of an unknown
functions.

yn+1 + yn = 0 yn+2 + 3yn+1 + 2yn = n

ADDE (MAT1002) Dr. Nikunja 3/7

Difference Equations

In many real life problems can be model over the time.

One can think of time as a continuous variable i.e. Differential equation.
One can think of time as a discrete variable i.e. Difference equation.

Definition (Difference Equations)

Difference equation is the relation between the differences of an unknown
functions.

yn+1 + yn = 0 yn+2 + 3yn+1 + 2yn = n

Order of Difference equation
Order of difference equation is the difference between the largest and the
smallest arguments involved in the difference equation, divided by the unit
of interval.

ADDE (MAT1002) Dr. Nikunja 3/7

Difference Equations

In many real life problems can be model over the time.

One can think of time as a continuous variable i.e. Differential equation.
One can think of time as a discrete variable i.e. Difference equation.

Definition (Difference Equations)

Difference equation is the relation between the differences of an unknown
functions.

yn+1 + yn = 0 yn+2 + 3yn+1 + 2yn = n

Order of Difference equation
Order of difference equation is the difference between the largest and the
smallest arguments involved in the difference equation, divided by the unit
of interval.
Degree of Difference equation
The degree of a difference equation is defined to be the highest power of y.
ADDE (MAT1002) Dr. Nikunja 3/7
Solution of Difference Equations

The general form of a first order linear difference equation is

x(n + 1) + a(n)x(n) = f (n), n ∈ N0 .
Here a(n), f (n) are given sequences.
If f (n) = 0, ∀n, then the equation is homogeneous.

ADDE (MAT1002) Dr. Nikunja 4/7

Solution of Difference Equations

The general form of a first order linear difference equation is

x(n + 1) + a(n)x(n) = f (n), n ∈ N0 .
Here a(n), f (n) are given sequences.
If f (n) = 0, ∀n, then the equation is homogeneous.

Definition
A solution of a difference equation is any function which satisfies the given
equation.

ADDE (MAT1002) Dr. Nikunja 4/7

Solution of Difference Equations

The general form of a first order linear difference equation is

x(n + 1) + a(n)x(n) = f (n), n ∈ N0 .
Here a(n), f (n) are given sequences.
If f (n) = 0, ∀n, then the equation is homogeneous.

Definition
A solution of a difference equation is any function which satisfies the given
equation.
The general solution of a difference equation is defined as the solution
which involves as many arbitrary constants as the order of the difference
equation.

ADDE (MAT1002) Dr. Nikunja 4/7

Solution of Difference Equations

The general form of a first order linear difference equation is

x(n + 1) + a(n)x(n) = f (n), n ∈ N0 .
Here a(n), f (n) are given sequences.
If f (n) = 0, ∀n, then the equation is homogeneous.

Definition
A solution of a difference equation is any function which satisfies the given
equation.
The general solution of a difference equation is defined as the solution
which involves as many arbitrary constants as the order of the difference
equation.
The particular solution is a solution obtained from the general solution by
assigning particular values to periodic constants.

ADDE (MAT1002) Dr. Nikunja 4/7

Solution of first order Difference Equations
Case-1: Homogeneous Difference equations

x(n + 1) = ax(n)

ADDE (MAT1002) Dr. Nikunja 5/7

Solution of first order Difference Equations
Case-1: Homogeneous Difference equations

x(n + 1) = ax(n)

Solution x(n) = an x(0)

ADDE (MAT1002) Dr. Nikunja 5/7

Solution of first order Difference Equations
Case-1: Homogeneous Difference equations

x(n + 1) = ax(n)

Solution x(n) = an x(0)

Example Solve the difference equation x(n + 1) = −x(n), x(0) = 3

ADDE (MAT1002) Dr. Nikunja 5/7

Solution of first order Difference Equations
Case-1: Homogeneous Difference equations

x(n + 1) = ax(n)

Solution x(n) = an x(0)

Example Solve the difference equation x(n + 1) = −x(n), x(0) = 3
Answer x(n) = (−1)n 3

ADDE (MAT1002) Dr. Nikunja 5/7

Solution of first order Difference Equations
Case-1: Homogeneous Difference equations

x(n + 1) = ax(n)

Solution x(n) = an x(0)

Example Solve the difference equation x(n + 1) = −x(n), x(0) = 3
Answer x(n) = (−1)n 3
Example Solve the difference equation x(n + 1) = 2x(n), x(0) = 2
Case-2: Non-homogeneous Difference equations

x(n + 1) − ax(n) = c, c 6= 0

ADDE (MAT1002) Dr. Nikunja 5/7

Solution of first order Difference Equations
Case-1: Homogeneous Difference equations

x(n + 1) = ax(n)

Solution x(n) = an x(0)

Example Solve the difference equation x(n + 1) = −x(n), x(0) = 3
Answer x(n) = (−1)n 3
Example Solve the difference equation x(n + 1) = 2x(n), x(0) = 2
Case-2: Non-homogeneous Difference equations

x(n + 1) − ax(n) = c, c 6= 0
n −1
Solution x(n) = an x(0) + c aa−1

ADDE (MAT1002) Dr. Nikunja 5/7

Solution of first order Difference Equations
Case-1: Homogeneous Difference equations

x(n + 1) = ax(n)

Solution x(n) = an x(0)

Example Solve the difference equation x(n + 1) = −x(n), x(0) = 3
Answer x(n) = (−1)n 3
Example Solve the difference equation x(n + 1) = 2x(n), x(0) = 2
Case-2: Non-homogeneous Difference equations

x(n + 1) − ax(n) = c, c 6= 0
n −1
Solution x(n) = an x(0) + c aa−1
Example Solve the difference equation x(n + 1) = −x(n) + 4, x(0) = 3

ADDE (MAT1002) Dr. Nikunja 5/7

Solution of first order Difference Equations
Case-1: Homogeneous Difference equations

x(n + 1) = ax(n)

Solution x(n) = an x(0)

Example Solve the difference equation x(n + 1) = −x(n), x(0) = 3
Answer x(n) = (−1)n 3
Example Solve the difference equation x(n + 1) = 2x(n), x(0) = 2
Case-2: Non-homogeneous Difference equations

x(n + 1) − ax(n) = c, c 6= 0
n −1
Solution x(n) = an x(0) + c aa−1
Example Solve the difference equation x(n + 1) = −x(n) + 4, x(0) = 3
Answer x(n) = (−1)n + 2

ADDE (MAT1002) Dr. Nikunja 5/7

Solution of first order Difference Equations
Case-1: Homogeneous Difference equations

x(n + 1) = ax(n)

Solution x(n) = an x(0)

Example Solve the difference equation x(n + 1) = −x(n), x(0) = 3
Answer x(n) = (−1)n 3
Example Solve the difference equation x(n + 1) = 2x(n), x(0) = 2
Case-2: Non-homogeneous Difference equations

x(n + 1) − ax(n) = c, c 6= 0
n −1
Solution x(n) = an x(0) + c aa−1
Example Solve the difference equation x(n + 1) = −x(n) + 4, x(0) = 3
Answer x(n) = (−1)n + 2
Example Solve the difference equation x(n + 1) = 2x(n) + 2, x(0) = 0
ADDE (MAT1002) Dr. Nikunja 5/7
Solution of first order Difference Equations

Qn 1, n = 0
Note: a
i=1 i =
 Qn ≥1
( i=1 ai ) an , n

ADDE (MAT1002) Dr. Nikunja 6/7

Solution of first order Difference Equations

Qn 1, n = 0
Note: a
i=1 i =
 Qn ≥1
( i=1 ai ) an , n

Theorem
Let a(n) and c(n), n ∈ N0 be real sequences. The the linear first order
difference equation x(n + 1) = a(n)x(n) + c(n) with initial condition
x(0) = y0 has the solution

Qn−1 Pn−1 Qn−1 
y(n) = k=0 a(k) y 0 + k=0 j=k+1 a(j) c(k). The solution is
unique.

ADDE (MAT1002) Dr. Nikunja 6/7

Solution of first order Difference Equations

Qn 1, n = 0
Note: a
i=1 i =
 Qn ≥1
( i=1 ai ) an , n

Theorem
Let a(n) and c(n), n ∈ N0 be real sequences. The the linear first order
difference equation x(n + 1) = a(n)x(n) + c(n) with initial condition
x(0) = y0 has the solution

Qn−1 Pn−1 Qn−1 
y(n) = k=0 a(k) y 0 + k=0 j=k+1 a(j) c(k). The solution is
unique.

Example Solve the difference equation x(n + 1) = 2x(n) + n, x(0) = 5

ADDE (MAT1002) Dr. Nikunja 6/7

Solution of first order Difference Equations

Qn 1, n = 0
Note: a
i=1 i =
 Qn ≥1
( i=1 ai ) an , n

Theorem
Let a(n) and c(n), n ∈ N0 be real sequences. The the linear first order
difference equation x(n + 1) = a(n)x(n) + c(n) with initial condition
x(0) = y0 has the solution

Qn−1 Pn−1 Qn−1 
y(n) = k=0 a(k) y 0 + k=0 j=k+1 a(j) c(k). The solution is
unique.

Example Solve the difference equation x(n + 1) = 2x(n) + n, x(0) = 5

Answer x(n) = 5.2n + n−1 n−1−k
P
k=0 k.2

ADDE (MAT1002) Dr. Nikunja 6/7

Solution of first order Difference Equations

Qn 1, n = 0
Note: a
i=1 i =
 Qn ≥1
( i=1 ai ) an , n

Theorem
Let a(n) and c(n), n ∈ N0 be real sequences. The the linear first order
difference equation x(n + 1) = a(n)x(n) + c(n) with initial condition
x(0) = y0 has the solution

Qn−1 Pn−1 Qn−1 
y(n) = k=0 a(k) y 0 + k=0 j=k+1 a(j) c(k). The solution is
unique.

Example Solve the difference equation x(n + 1) = 2x(n) + n, x(0) = 5

Answer x(n) = 5.2n + n−1 n−1−k
P
k=0 k.2
Example Solve the difference equation x(n + 1) = (n − 4)x(n), x(0) = 1
and plot it.

ADDE (MAT1002) Dr. Nikunja 6/7

Solution of first order Difference Equations

Qn 1, n = 0
Note: a
i=1 i =
 Qn ≥1
( i=1 ai ) an , n

Theorem
Let a(n) and c(n), n ∈ N0 be real sequences. The the linear first order
difference equation x(n + 1) = a(n)x(n) + c(n) with initial condition
x(0) = y0 has the solution

Qn−1 Pn−1 Qn−1 
y(n) = k=0 a(k) y 0 + k=0 j=k+1 a(j) c(k). The solution is
unique.

Example Solve the difference equation x(n + 1) = 2x(n) + n, x(0) = 5

Answer x(n) = 5.2n + n−1 n−1−k
P
k=0 k.2
Example Solve the difference equation x(n + 1) = (n − 4)x(n), x(0) = 1
and plot it.
Answer x(n) = n−1k=0 (k − 4)
Q

ADDE (MAT1002) Dr. Nikunja 6/7

 Solution of first order Difference Equations



1, n = 0


−4, n = 1







12, n = 2

x(n) =



−24, n = 3


24, n = 4







0, n ≥ 5

ADDE (MAT1002) Dr. Nikunja 7/7

 Solution of first order Difference Equations



1, n = 0


−4, n = 1







12, n = 2

x(n) =



−24, n = 3


24, n = 4







0, n ≥ 5

ADDE (MAT1002) Dr. Nikunja 7/7

 Solution of first order Difference Equations



1, n = 0


−4, n = 1







12, n = 2

x(n) =



−24, n = 3


24, n = 4







0, n ≥ 5
n−4
Example Solve the difference equation x(n + 1) = (n+1) x(n), x(0) = 1.

ADDE (MAT1002) Dr. Nikunja 7/7

 Solution of first order Difference Equations



1, n = 0


−4, n = 1







12, n = 2

x(n) =



−24, n = 3


24, n = 4







0, n ≥ 5
n−4
Example Solve the difference equation x(n + 1) = (n+1) x(n), x(0) = 1.
Example An amount of USD 10,000 is deposited in a bank account with
an annual interest rate of 4%. Determine the balance of the account after
15 years.

ADDE (MAT1002) Dr. Nikunja 7/7

 Solution of first order Difference Equations



1, n = 0


−4, n = 1







12, n = 2

x(n) =



−24, n = 3


24, n = 4







0, n ≥ 5
n−4
Example Solve the difference equation x(n + 1) = (n+1) x(n), x(0) = 1.
Example An amount of USD 10,000 is deposited in a bank account with
an annual interest rate of 4%. Determine the balance of the account after
15 years.
Answer x(n + 1) = 1.04x(n), x(0) = 10, 000

ADDE (MAT1002) Dr. Nikunja 7/7

 Solution of first order Difference Equations



1, n = 0


−4, n = 1







12, n = 2

x(n) =



−24, n = 3


24, n = 4







0, n ≥ 5
n−4
Example Solve the difference equation x(n + 1) = (n+1) x(n), x(0) = 1.
Example An amount of USD 10,000 is deposited in a bank account with
an annual interest rate of 4%. Determine the balance of the account after
15 years.
Answer x(n + 1) = 1.04x(n), x(0) = 10, 000
The solution is x(n) = (1.04)n 10, 000, b(15) = 18, 009.44
ADDE (MAT1002) Dr. Nikunja 7/7