View Full Version : How to solve recurrence relation ???
jjosephh
May8-10, 08:32 AM
The Example is ;
Solve the recurrence relation a n + 2a n-1 + 2a n-2 = 0 where n ≥ 2 and a 0 = 1 a 1 = 3
a n = nth order
a n-1 = (n-1)th order.
a n-2 = (n-2)th order.
I've started the solving ;
a n = r^n
so
the equation will be ;
r^n + 2r^(n-1) + 2r^(n-2)
r^2 + 2r + 2 = 0
I could'nt do anything after find the roots ?
What should i do ?
Thanks for helping.
tiny-tim
May8-10, 10:08 AM
Hi jjosephh! Welcome to PF! :smile:
(try using the X2 and X2 tags just above the Reply box :wink:)
I could'nt do anything after find the roots ?
If your characteristic equation, r2 + 2r + 2 = 0, has roots p and q,
then the general soultion will be linear combinations of solutions to the equations
an = pan-1 and an = qan-1 :smile:
jjosephh
May8-10, 10:21 AM
The problem is ;
Solve the recurrence relation a n + 2a(n-1) + 2a(n-2) = 0 where n ≥ 2 and a0 = 1 a 1 = 3
I said;
a n = rn
and found this equation ;
r2 + 2r +2 = 0
I have to find r1 and r2 to write ;
K1r12 + K2r22 = a n
I know a0 and a 1 so i can find K1 and K2
But i have problem with roots :)
CRGreathouse
May8-10, 10:26 AM
Use the quadratic formula. You'll have two complex roots (conjugates, naturally).
jjosephh
May8-10, 11:19 AM
I found
r1 = -1 -i
r2 = -1 +i
an = K1 r1n + K2 r2n
I'm trying to find K1 and K2
a0 = 1 => K1 + K2 = 1
a1 = 3 => K1(-1-i) + K2(-1+i) = 3
Can you help me to find K1 and K2
tiny-tim
May8-10, 11:25 AM
Hi jjosephh! :wink:
a0 = 1 => K1 + K2 = 1
a1 = 3 => K1(-1-i) + K2(-1+i) = 3
Can you help me to find K1 and K2
From the first equation, K2 = 1 - K1, so put that in the second equation, and that gives you an equation for K1. :smile:
jjosephh
May8-10, 11:46 AM
Thank you for all helps
I have another question ;
Solve the recurrence relation
an+2 - 6an+1 + 9an = 3*2n + 7*3n
where n>=0 and a0 = 1 a1 = 4
I think there are two path to solve this problem.
First path is find homogenous solution and the second is particular solution
So ;
In homog. solution i found r1 and r2 are both equal to 3.If roots are equal what should i do ? Or the roots are correct ?
Thanks for all advices .
tiny-tim
May8-10, 01:45 PM
In homog. solution i found r1 and r2 are both equal to 3.If roots are equal what should i do ?
The two independent solutions are an = 3n and an = n3n :smile:
Gigasoft
May8-10, 06:39 PM
When you have multiple roots, you must multiply the term with a polynomial. For double roots, the polynomial is n+1, and for triple roots, it's \frac{\left(n+1\right)\left(n+2\right)}2, etc.
We extend the definition of a to the negative domain, and let a_n=0 for n<0. Then we find the value of a_{n+2}-6a_{n+1}+9a_n for n<0.
a_1-6a_0+9a_{-1}=-2
a_0-6a_{-1}+9a_{-2}=1
a_{n+2}-6a_{n+1}+9a_n=0 for n<-2.
Then the equation becomes:
a_{n+2}-6a_{n+1}+9a_n=H\left[n\right]\left(3\cdot 2^n+7\cdot 3^n\right)-2\delta\left[n+2\right]+\delta\left[n+1\right], where H is the unit step function.
The Z-transform of this equation is:
A\left(z\right)=\frac{\frac 3{1-2z^{-1}}+\frac 7{1-3z^{-1}}-2z^2+z}{\left(z^2-6z+9\right)}=\frac{\frac 3{1-2z^{-1}}+\frac 7{1-3z^{-1}}-2z^2+z}{\left(z-3\right)^2}=\frac{3\left(1-3z^{-1}\right)+7\left(1-2z^{-1}\right)+\left(z-2z^2\right)\left(1-5z^{-1}+6z^{-2}\right)}{\left(1-2z^{-1}\right)\left(1-3z^{-1}\right)\left(z-3\right)^2}=
\frac{z^2-6z+1+17z^{-1}}{\left(1-2z^{-1}\right)\left(1-3z^{-1}\right)\left(z-3\right)^2}=
\frac{z^4-6z^3+z^2+17z}{\left(z-2\right)\left(z-3\right)^3}
We can write this as:
A\left(z\right)=\frac P{z-2}+\frac {Qz^2+Rz+S}{\left(z-3\right)^3}
Then:
P\left(z-3\right)^3+\left(Qz^2+Rz+S\right)\left(z-2\right)=P\left(z^3-9z^2+27z-27\right)+Q\left(z^3-2z^2\right)+R\left(z^2-2z\right)+S\left(z-2\right)=z^4-6z^3+z^2+17z
We can try solving it in this way:
P+Q=0
-9P-2Q+R=0
27P-2R+S=0
-27P-2S=z^4-6z^3+z^2+17z
This has the following solution:
P=-z^4+6z^3-z^2-17z
Q=z^4-6z^3+z^2+17z
R=-7z^4+42z^3-7z^2-119z
S=13z^4-78z^3+13z^2-221z
The inverse Z-transform of \frac{-z^4+6z^3-z^2-17z}{z-2}+\frac {13z^6-85z^5+56z^4+208z^3-118z^2+17z}{\left(z-3\right)^3} is:
2^n\left(-8H\left[n+3\right]+24H\left[n+2\right]-2H\left[n+1\right]-17H\left[n\right]\right)+
\frac{3^n}2\left(351H\left[n+3\right]\left(n+4\right)\left(n+5\right)-765H\left[n+2\right]\left(n+3\right)\left(n+4\right)+168H\left[n+1\right]\left(n+2\right)\left(n+3\right)+
208H\left[n\right]\left(n+1\right)\left(n+2\right)-\frac{118}3H\left[n-1\right]\left n\left(n+1\right)+\frac{17}9H\left[n-2\right]\left(n-1\right)n\right)
So, that's your function, if my calculations are correct. If not, just follow this general method and you should get the correct answer. It can be simplified further by ignoring the H's and adding all the terms containing n.
tiny-tim
May9-10, 03:37 AM
(just got up :zzz:
)
The Z-transform of this equation is
Z-transform ??
jjosephh, ignore this very complicated method and just do it the way you were going to! :smile:
Gigasoft
May9-10, 12:05 PM
Yeah, I don't know if there's a simpler way to solve this, but remember that when you take into account the right hand side, the equation has four roots, three of which are 3 and one that is 2. So, the solution must have the form:
a_n=A2^n+(B+Cn+Dn^2)3^n
jjosephh
May27-10, 07:01 AM
Hello again,
an+2 - 6an+1 + 9an = 3*2n + 7*3n
what about the particular solution ?
should be f(n) = B12n + B23n
tiny-tim
May27-10, 07:34 AM
Hello again,
an+2 - 6an+1 + 9an = 3*2n + 7*3n
what about the particular solution ?
should be f(n) = B12n + B23n
Hello again jjosephh! :smile:
I assume that you've got B1 but you've found the same method doesn't work for B2 ? :redface:
Start by trying the same trick that you're using for the ("= 0") general solution. :wink:
jjosephh
May27-10, 07:50 AM
you mean ;
f(n) = B1(2n + 3n)
??
tiny-tim
May27-10, 08:09 AM
what about the particular solution ?
should be f(n) = B12n + B23n
you mean ;
f(n) = B1(2n + 3n)
??
No
go back to B12n + B23n
what did you get for B1 ?
jjosephh
May27-10, 08:19 AM
B1 = 3
B2 = -7/9
and the solution is ;
(I got before hom. solution A1= -11/9 A2 = 4/3)
an = -11/9*2n + 4/3*3n +3*2n -7/93n
jjosephh
May27-10, 08:21 AM
by the way a(0) = 1and a(1)=4
n>=2
tiny-tim
May27-10, 08:28 AM
(I got before hom. solution A1= -11/9 A2 = 4/3)
an = -11/9*2n + 4/3*3n +3*2n -7/93n
I'm confused
how did you get that homogeneous solution from an+2 - 6an+1 + 9an ? :confused:
(and I get your B1, but not your B2)
jjosephh
May27-10, 08:42 AM
r1,r2 = 3
so the solution must be
an+2 = rn
an+2 = A1*r1n + A2*n*r2n
an+2 = A1*31n + A2*n*32n
I think i need help :)
tiny-tim
May27-10, 08:52 AM
he he :biggrin:
No, if two roots of the characteristic equation are the same, you use Arn + Bnrn (three roots the same, + Cn2rn and so on
)
in this case, (A + Bn)3n :smile:
(and that should help you with the particular solution :wink:)
jjosephh
May27-10, 12:17 PM
I could'nt calculate the particular solution
I said
F(n) = B1*2n + B2*3n
and after the equation
B1 = 3
But there is no B2..
what should be f(n) ?
could you help me please ..
jjosephh
May27-10, 01:12 PM
if
f(n) = A*2^n + (B+Cn+Dn^2)*3^n
A = 3
18D + 9Cn = 7
so what can i do ... ??
tiny-tim
May27-10, 05:23 PM
if
f(n) = A*2^n + (B+Cn+Dn^2)*3^n
A = 3
18D + 9Cn = 7
so what can i do ... ??
Hi jjosephh! :smile:
I get just 18D = 7
(but 18D + 9Cn = 7 would mean that 9C = 0, since it has to be true for any n :wink:)
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