Characteristic equation for recurrence equation

In summary, a characteristic equation for a recurrence equation is an algebraic equation that relates the coefficients of the recurrence equation to its roots. By finding the roots of the characteristic equation, we can determine the general solution to the recurrence equation. This equation can be used for both linear and non-linear recurrence equations, and is found by rewriting the recurrence equation in terms of its previous terms and solving for the coefficients. The roots of the characteristic equation determine the behavior of the recurrence equation and the type of solution that will be obtained. The number of distinct roots also corresponds to the number of initial conditions needed to solve the recurrence equation.
  • #1
Bruno Tolentino
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0
An ODE of second order with constants coefficients, linear and homogeneous: [tex] Af''(x) + Bf'(x) +Cf(x) = 0 [/tex] has how caractherisc equation this equation here: [tex] Ax^2 + Bx +C = 0 [/tex] and has how solution this equation here: [tex] f(x) = a \exp(u x) + b \exp(v x)[/tex] where u and v are the solutions (roots) of the characteristic equation and a and b are arbitrary constants.

Very well, until here, no problems!

But, in domain of discrete math, exist an analog equation for each equation above.

Solution equation: [tex] f(n) = a u^n + b v^n[/tex] Caractherisc equation: [tex] Ax^2 + Bx +C = 0 [/tex] Differential equation: ?

I don't know what's the "differential" equation in discrete domain whose solution and characteristic equation are the two equations above. This my question!

Thanks!
 
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  • #2
[tex]Af(n+2) + Bf(n+1) + Cf(n) = 0[/tex]
 
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  • #3
pasmith said:
[tex]Af(n+2) + Bf(n+1) + Cf(n) = 0[/tex]
Thank you very much!

...

Can be too this diference equation: [tex]Af(n-2) + Bf(n-1) + Cf(n) = 0[/tex] ?
 
  • #4
Essentially the same thing. Let m= n- 2 and the difference equation becomes Af(m)+ Bf(m+1)+ Cf(m+ 2)= 0. Now 'look for' a solution of the form [itex]f(n)= a^m[/itex]. [itex]f(m+1)= a^{m+1}= a(a^m)[/itex] and [itex]f(m+2)= a^{m+2}= a^2(a^m)[/itex]. Putting those into the equation, it becomes [itex]A(a^m)+ Ba(a^m)+ Ca^2(a^m)= 0[/itex]. Dividing through by [itex]a^m[/itex] gives the "characteristic equation" [itex]Ca^2+ Ba+ A= 0[/itex], a quadratic equation which will, in general, have two real roots, [itex]a_1[/itex] and [itex]a_2[/itex]. In that case the general solution to the difference equation is [itex]f(n)= C_1a_1^m+ C_2a_2^m= C_1a_1^{n+2}+ C_2a^{-n-2}[/itex]. If the characteristic equation has a "double root" or two complex roots, the general solution is more complicated but similar.
 

1. What is a characteristic equation for a recurrence equation?

A characteristic equation for a recurrence equation is an algebraic equation that relates the coefficients of the recurrence equation to its roots. It is used to find a general solution to the recurrence equation.

2. How is a characteristic equation related to the solution of a recurrence equation?

The roots of the characteristic equation correspond to the solutions of the recurrence equation. By finding the roots of the characteristic equation, we can determine the general solution to the recurrence equation.

3. Can the characteristic equation be used for all types of recurrence equations?

Yes, the characteristic equation can be used for both linear and non-linear recurrence equations. However, for non-linear recurrence equations, the characteristic equation will be a non-linear equation.

4. How do you find the characteristic equation for a given recurrence equation?

To find the characteristic equation, we first need to rewrite the recurrence equation in terms of its previous terms. Then, we can set the equation equal to zero and solve for the coefficients. The resulting equation will be the characteristic equation.

5. What is the significance of the roots of the characteristic equation?

The roots of the characteristic equation determine the behavior of the recurrence equation. If the roots are real and distinct, the general solution will be a linear combination of exponential functions. If the roots are complex, the general solution will involve sine and cosine functions. Additionally, the number of distinct roots corresponds to the number of initial conditions needed to solve the recurrence equation.

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