Characteristic equation for recurrence equation

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Discussion Overview

The discussion revolves around the characteristic equation for recurrence relations, particularly in the context of discrete mathematics. Participants explore the relationship between second-order ordinary differential equations (ODEs) and their discrete counterparts, specifically focusing on the formulation of difference equations and their solutions.

Discussion Character

  • Exploratory
  • Technical explanation
  • Mathematical reasoning

Main Points Raised

  • One participant describes the characteristic equation for a second-order linear homogeneous ODE as Ax^2 + Bx + C = 0 and its solution form f(x) = a exp(u x) + b exp(v x), where u and v are the roots of the characteristic equation.
  • The same participant queries the equivalent "differential" equation in the discrete domain that corresponds to the given characteristic equation and solution form.
  • Another participant proposes the difference equation Af(n+2) + Bf(n+1) + Cf(n) = 0 as a candidate for the discrete analog.
  • A subsequent post suggests that the difference equation could also be expressed as Af(n-2) + Bf(n-1) + Cf(n) = 0, prompting a discussion on its equivalence.
  • One participant elaborates on the proposed difference equation by substituting m = n - 2 and deriving the characteristic equation from a solution of the form f(n) = a^m, leading to a quadratic equation Ca^2 + Ba + A = 0.
  • This participant notes that the general solution to the difference equation can vary based on the nature of the roots of the characteristic equation, mentioning cases of real roots, double roots, and complex roots.

Areas of Agreement / Disagreement

Participants present multiple competing views regarding the formulation of the difference equation and its relationship to the characteristic equation. The discussion remains unresolved as to the definitive form of the "differential" equation in the discrete domain.

Contextual Notes

The discussion includes assumptions about the nature of the solutions and the conditions under which the characteristic equations apply. There is also a lack of consensus on the most appropriate form of the difference equation.

Bruno Tolentino
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An ODE of second order with constants coefficients, linear and homogeneous: Af''(x) + Bf'(x) +Cf(x) = 0 has how caractherisc equation this equation here: Ax^2 + Bx +C = 0 and has how solution this equation here: f(x) = a \exp(u x) + b \exp(v x) 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: f(n) = a u^n + b v^n Caractherisc equation: Ax^2 + Bx +C = 0 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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Af(n+2) + Bf(n+1) + Cf(n) = 0
 
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pasmith said:
Af(n+2) + Bf(n+1) + Cf(n) = 0
Thank you very much!

...

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

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