Solve the recurrence relation , if n = 0 if n = 1 ): N → R a := 1 (5ап-1 — бап-2 + 4n, if n > 1)

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
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Solve the recurrence relation
if n = 0
if n = 1 ): N → R
a :=
n H{1
(5аn-1 — бап-2 + 4п, ifn > 1,
Transcribed Image Text:Solve the recurrence relation if n = 0 if n = 1 ): N → R a := n H{1 (5аn-1 — бап-2 + 4п, ifn > 1,
Suppose (a)nen is a homogeneous, linear recurrence relation of order (k + 1)
whose characteristic equation has all real roots where å,, A2.. ,A, are its distinct
roots with multiplicities m1, m2 , m, respectively (for some / e 1..k). Then
m, + m2 + + m, -k+1 and the solution to the recurrence relation has the
form
Ex:
Thm:
Topic 2.6.0: Recurrence Relations
Topic 2.6.2: Homogeneous Solutions
1)
A Geometric Progression, GP(y.r, a)
3)
The Tower of Hanoi Sequence
, if n = 0y
y= (n- Ya-z if n >
ifn =
):N-R
Suppose k eN. A sequence function of the form:
- Hn-1 + 1, ifn>
Suppose k EN and a is a homogeneous, linear recurrence relation of order (k + 1):
Def:
Def:
P(n) = Pa, (n) + Pa, (n) + + Pa, (n)
--E
. ifn= 0
, if n = 1
y is a homogenous, linear recurrence
relation or order 1.
His a non-homogenous, linear
Ifn = 0
ifn = 1
recurrence relation of order 1
:N -R
with appropriate values of the undetermined coefficients in the partial solutions.
The values of the undetermined coefficients can be found by solving the linear
system:
:N-R
. ifn=k
ifn=k
(@
n-k+1. -1. n), ifn>k
2) The Fibonacci Sequence
4) The factorial function
and A, 22, Ag+1 are all of its characteristic roots (counting multiplicity). We say that the
recurrence relation is solvable in Rif vj € 1.. (k + 1), 2, ER (that is, all characteristic
roots are real).
(P(0) = a,
P(1) =
is called a recurrence relation of order (k + 1) with initial conditions ag, a, a
. ifn = 0
. ifn =
ifn =
O = (n-: (n – D. itn > 0):N - R
If there exist ca.C..C ER and o E Fnc(N, R) such that
-N:
Suppose a homogenous, linear recurrence relation has de as a characteristic root with
multiplicity m. Then the partial solution contributed by do is the expression
Def:
(an-k, an-k+1an-1,n) = Coan-k-1 + an-k ++ Cgan-1 + (n).
Fis a homogeneous, linear recurrence
relation of order 2.
The factorial is a homogeneous, non-
linear recurrence relation of order 1.
The solution to the recurrence relation will be a = (n- p(n)) for the determined
coefficients.
P2, (n) = b1(4.)" + b,2(n)(de)" + -.+ bm(n™-1)(4,)"
then the recurrence relation is linear (otherwise it is non-linear). If (n) = 0, then the
recurrence relation is homogeneous (otherwise it is non-homogenous). If o 0, it is
called the non-homogeneous component of the recurrence relation.
Once a solution is determined, one must show that it actually solves the
recurrence relation (which may require an inductive proof).
Rmk:
We will not address non-linear recurrence relations in this course.
where b1, b2... , bm are undetermined real constants.
Rmk:
Rmk:
Ex:
From the previous examples:
Ex:
2) For F, its characteristic equation is 2? =2 + 1. This leads to two roots
Topic 2.6.1: Characteristic Equations
The order of the resulting polynomial equation will have the same order as the
recurrence relation.
1) For y, its characteristic root is the constant r (which is real). This means that
p(n) = b- (r)" for some undetermined coefficient b. We know though that a, = a
1+ V5
2
1- V5
Ex:
The general homogeneous equations and the resulting characteristic equations for
the first three recurrence relation examples given earlier are:
so
Def:
Suppose k eN and a is a linear recurrence relation of order (k + 1):
So p(n) is of the form b, (E) + b ( for undetermined coefficients b,
and bz. Examining the initial conditions gives:
ifn = 0y
. ifn = 1
1) Ya =r Yn-1
b = a
:N-R
F(0) = 0
F(1) = 1
.ifn k
lCoan-k-1 + Can-k++ Ckan-1 +9(n), ifn >k/
2) F = Fa-1+ F-2 =
2" = A"-1+ A"-2
22 =+1
Thus a = (n a(r)").
+ b2
Check:
Then the general homogeneous equation is:
b + bz =0
3) H, = 2- Hn-1
2" - 21-1
2- 2
p(0)
(n €N) (P(n) =r•p(n – 1))
bz - -b
b, V5 = 1
an = Coan-k-1 +can-k + + Cgan-1-
= a(r)
= a(1)
P(n + 1)
- a(r)"+1
= (r) · a(r)"
Def:
If 2o is a root of the characteristic equation, it is called a characteristic root of the
recurrence relation. If 2, has a multiplicity higher than 1, it is called a repeated
This leads to b; =and b2 = -
%3D
Replacing each instance of a, with a-(n-k-1) gives rise to the corresponding
characteristic equation for the recurrence relation:
root.
= a
We will focus only on recurrence relations whose roots are real.
p(0) = Yo
Vn €Z*, (Y = P(n))
Hence, Vn E N, F(n) = ()-
Rmk:
(which still needs to be checked).
Thm:
Consider the non-homogeneous, linear recurrence relation:
Given a non-homogeneous linear recurrence relation a with non-homogeneous
component o, if o is of the form in the left column, then the push solution is of the
form in the right column (in the same row) with the indicated undetermined
coefficients.
Ex:
Ex (cont.): This leads to B, = -.B,=. Examining the initial conditions gives:
Topic 2.6.3: Non-Homogeneous Solutions
, ifn =
B(2) = 1
B = (n-e-1 +n– 1, ifn > 2): (2.) -R
Suppose k €Nand a is a non-homogeneous, linear recurrence relation of order
(k + 1):
Def:
(C, Ag.Az.Az, - are given constants while K, Bg, Bq, B2, --. are undetermined
constants)
Its characteristic equation is à = 1 (which clearly has exactly one root) and has a
solution form p(n) = b for some constant b. Since the non-homogeneous
component is p(n) = n- 1, then the push solution is of the form (n) = B,n +
B, where B, and Bị are an undetermined constants. The constant term is the same
format as the general solution so we need to multiply (n) by the least power of n
for which there is no longer a part in the general solution form. This means that
V(n) - Bon + B,n? will be the push solution and the solution is of the form
1+b=1
ifn= 0
.ifn=1
--E
(n)
(n)
b= 0.
:N-R
.ifn=k
C, a constant
K (an undetermined constant)
Hence B(n) = n² -n for n 22.
Coan-k-1+ cam-k ++ Can-1 + (n).
ifn>k
A,n
B,(n) + B_0
B(n) = b+ Bon + B,n?.
A (n™) for m EN
C(t)" for t €Z
Am(n™)(t)" for m eN, t €Z
Bo + B, (n) + -- + Bm(n™)
The previous example arises from the "handshaking problem." The function
B counts how many handshakes are necessary for a group of n people to have
shaken hands with each other person exactly once. This could have also been
solved by realizing that the answer is the same as determining how many subsets
of size 2 can be formed from a set of size n.
Rmk:
We say that y: N - Ris a push solution to the recurrence relation if it is a solution
to the relation but does not include a part that is a solution to the corresponding
homogeneous linear recurrence relation. If p: N+ R is the undetermined solution to
the general homogeneous relation then p(n) + p(n) is the specific solution to the
non-homogeneous relation.
K(m)"
Substituting (n) = Bạn + Bạn? into the recurrence relation gives:
(t)"(B, + B, (n) + -…· + B„(n™))
(n) = v(n – 1) + n - 1
(B,n + B,n) = (B,(n – 1) + B, (n –- 1)2) + n – 1
Bon + B,n = Bon - B, + B,n? - 2B,n + B, +n-1
0 = (1- 28, )n + (B, – B, – 1).
Rmk:
The push solution can be solved through the recurrence relation by eliminating
undetermined coefficients.
Suppose v(S) = n. v(P:(5)) = C(n.2) = "le=1)7= B(n).
Rmk:
The task then is to find the push solution and use the general solution from the
corresponding homogeneous relation.
1
Ex:
Ex (cont): This means that H(n) = b(2)" - 1 for some b. We examine the initial condition
We saw that Hwas a non-homogeneous recurrence relation with non-
homogeneous component (n) = 1. The single characteristic root was 2. So the
general solution has the form:
H(1) -1
p(n) = b(2)".
b(2) -1-1
2b -1=1
Since o is a constant, then the push solution will also be a constant, K. This is not a
part of the general solution so we do not need to adjust y.
2b = 2
So the solution has the form
b = 1
H(n) = b(2)" + K
Hence, H(n) = (2)" –1.
Check:
for undetermined coefficients b and K. Substituting (n) = K into the recurrence
relation we get:
(nE N) (H(n) = 2 - H(n – 1) + 1)
H(n + 1)
= (2)*+1-1
= 2(2") – 2+1
= 2(2" - 1) + 1
= 2- H(n) +1
H(n) = 2 - H(n – 1) +1
H(1)
(n) = 2 - p(n – 1) +1
= (2) -1
=2-1
= 1
(K) = 2(K) +1
= He
H(0) = H.
K = -1
Transcribed Image Text:Suppose (a)nen is a homogeneous, linear recurrence relation of order (k + 1) whose characteristic equation has all real roots where å,, A2.. ,A, are its distinct roots with multiplicities m1, m2 , m, respectively (for some / e 1..k). Then m, + m2 + + m, -k+1 and the solution to the recurrence relation has the form Ex: Thm: Topic 2.6.0: Recurrence Relations Topic 2.6.2: Homogeneous Solutions 1) A Geometric Progression, GP(y.r, a) 3) The Tower of Hanoi Sequence , if n = 0y y= (n- Ya-z if n > ifn = ):N-R Suppose k eN. A sequence function of the form: - Hn-1 + 1, ifn> Suppose k EN and a is a homogeneous, linear recurrence relation of order (k + 1): Def: Def: P(n) = Pa, (n) + Pa, (n) + + Pa, (n) --E . ifn= 0 , if n = 1 y is a homogenous, linear recurrence relation or order 1. His a non-homogenous, linear Ifn = 0 ifn = 1 recurrence relation of order 1 :N -R with appropriate values of the undetermined coefficients in the partial solutions. The values of the undetermined coefficients can be found by solving the linear system: :N-R . ifn=k ifn=k (@ n-k+1. -1. n), ifn>k 2) The Fibonacci Sequence 4) The factorial function and A, 22, Ag+1 are all of its characteristic roots (counting multiplicity). We say that the recurrence relation is solvable in Rif vj € 1.. (k + 1), 2, ER (that is, all characteristic roots are real). (P(0) = a, P(1) = is called a recurrence relation of order (k + 1) with initial conditions ag, a, a . ifn = 0 . ifn = ifn = O = (n-: (n – D. itn > 0):N - R If there exist ca.C..C ER and o E Fnc(N, R) such that -N: Suppose a homogenous, linear recurrence relation has de as a characteristic root with multiplicity m. Then the partial solution contributed by do is the expression Def: (an-k, an-k+1an-1,n) = Coan-k-1 + an-k ++ Cgan-1 + (n). Fis a homogeneous, linear recurrence relation of order 2. The factorial is a homogeneous, non- linear recurrence relation of order 1. The solution to the recurrence relation will be a = (n- p(n)) for the determined coefficients. P2, (n) = b1(4.)" + b,2(n)(de)" + -.+ bm(n™-1)(4,)" then the recurrence relation is linear (otherwise it is non-linear). If (n) = 0, then the recurrence relation is homogeneous (otherwise it is non-homogenous). If o 0, it is called the non-homogeneous component of the recurrence relation. Once a solution is determined, one must show that it actually solves the recurrence relation (which may require an inductive proof). Rmk: We will not address non-linear recurrence relations in this course. where b1, b2... , bm are undetermined real constants. Rmk: Rmk: Ex: From the previous examples: Ex: 2) For F, its characteristic equation is 2? =2 + 1. This leads to two roots Topic 2.6.1: Characteristic Equations The order of the resulting polynomial equation will have the same order as the recurrence relation. 1) For y, its characteristic root is the constant r (which is real). This means that p(n) = b- (r)" for some undetermined coefficient b. We know though that a, = a 1+ V5 2 1- V5 Ex: The general homogeneous equations and the resulting characteristic equations for the first three recurrence relation examples given earlier are: so Def: Suppose k eN and a is a linear recurrence relation of order (k + 1): So p(n) is of the form b, (E) + b ( for undetermined coefficients b, and bz. Examining the initial conditions gives: ifn = 0y . ifn = 1 1) Ya =r Yn-1 b = a :N-R F(0) = 0 F(1) = 1 .ifn k lCoan-k-1 + Can-k++ Ckan-1 +9(n), ifn >k/ 2) F = Fa-1+ F-2 = 2" = A"-1+ A"-2 22 =+1 Thus a = (n a(r)"). + b2 Check: Then the general homogeneous equation is: b + bz =0 3) H, = 2- Hn-1 2" - 21-1 2- 2 p(0) (n €N) (P(n) =r•p(n – 1)) bz - -b b, V5 = 1 an = Coan-k-1 +can-k + + Cgan-1- = a(r) = a(1) P(n + 1) - a(r)"+1 = (r) · a(r)" Def: If 2o is a root of the characteristic equation, it is called a characteristic root of the recurrence relation. If 2, has a multiplicity higher than 1, it is called a repeated This leads to b; =and b2 = - %3D Replacing each instance of a, with a-(n-k-1) gives rise to the corresponding characteristic equation for the recurrence relation: root. = a We will focus only on recurrence relations whose roots are real. p(0) = Yo Vn €Z*, (Y = P(n)) Hence, Vn E N, F(n) = ()- Rmk: (which still needs to be checked). Thm: Consider the non-homogeneous, linear recurrence relation: Given a non-homogeneous linear recurrence relation a with non-homogeneous component o, if o is of the form in the left column, then the push solution is of the form in the right column (in the same row) with the indicated undetermined coefficients. Ex: Ex (cont.): This leads to B, = -.B,=. Examining the initial conditions gives: Topic 2.6.3: Non-Homogeneous Solutions , ifn = B(2) = 1 B = (n-e-1 +n– 1, ifn > 2): (2.) -R Suppose k €Nand a is a non-homogeneous, linear recurrence relation of order (k + 1): Def: (C, Ag.Az.Az, - are given constants while K, Bg, Bq, B2, --. are undetermined constants) Its characteristic equation is à = 1 (which clearly has exactly one root) and has a solution form p(n) = b for some constant b. Since the non-homogeneous component is p(n) = n- 1, then the push solution is of the form (n) = B,n + B, where B, and Bị are an undetermined constants. The constant term is the same format as the general solution so we need to multiply (n) by the least power of n for which there is no longer a part in the general solution form. This means that V(n) - Bon + B,n? will be the push solution and the solution is of the form 1+b=1 ifn= 0 .ifn=1 --E (n) (n) b= 0. :N-R .ifn=k C, a constant K (an undetermined constant) Hence B(n) = n² -n for n 22. Coan-k-1+ cam-k ++ Can-1 + (n). ifn>k A,n B,(n) + B_0 B(n) = b+ Bon + B,n?. A (n™) for m EN C(t)" for t €Z Am(n™)(t)" for m eN, t €Z Bo + B, (n) + -- + Bm(n™) The previous example arises from the "handshaking problem." The function B counts how many handshakes are necessary for a group of n people to have shaken hands with each other person exactly once. This could have also been solved by realizing that the answer is the same as determining how many subsets of size 2 can be formed from a set of size n. Rmk: We say that y: N - Ris a push solution to the recurrence relation if it is a solution to the relation but does not include a part that is a solution to the corresponding homogeneous linear recurrence relation. If p: N+ R is the undetermined solution to the general homogeneous relation then p(n) + p(n) is the specific solution to the non-homogeneous relation. K(m)" Substituting (n) = Bạn + Bạn? into the recurrence relation gives: (t)"(B, + B, (n) + -…· + B„(n™)) (n) = v(n – 1) + n - 1 (B,n + B,n) = (B,(n – 1) + B, (n –- 1)2) + n – 1 Bon + B,n = Bon - B, + B,n? - 2B,n + B, +n-1 0 = (1- 28, )n + (B, – B, – 1). Rmk: The push solution can be solved through the recurrence relation by eliminating undetermined coefficients. Suppose v(S) = n. v(P:(5)) = C(n.2) = "le=1)7= B(n). Rmk: The task then is to find the push solution and use the general solution from the corresponding homogeneous relation. 1 Ex: Ex (cont): This means that H(n) = b(2)" - 1 for some b. We examine the initial condition We saw that Hwas a non-homogeneous recurrence relation with non- homogeneous component (n) = 1. The single characteristic root was 2. So the general solution has the form: H(1) -1 p(n) = b(2)". b(2) -1-1 2b -1=1 Since o is a constant, then the push solution will also be a constant, K. This is not a part of the general solution so we do not need to adjust y. 2b = 2 So the solution has the form b = 1 H(n) = b(2)" + K Hence, H(n) = (2)" –1. Check: for undetermined coefficients b and K. Substituting (n) = K into the recurrence relation we get: (nE N) (H(n) = 2 - H(n – 1) + 1) H(n + 1) = (2)*+1-1 = 2(2") – 2+1 = 2(2" - 1) + 1 = 2- H(n) +1 H(n) = 2 - H(n – 1) +1 H(1) (n) = 2 - p(n – 1) +1 = (2) -1 =2-1 = 1 (K) = 2(K) +1 = He H(0) = H. K = -1
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