Solve Recurrence Relation with Lambert W-function

In summary, the person writing the software is having trouble transforming a recurrence relation to an explicit function. They mention special cases where the limit is 0 or infinity and provide some equations to solve for specific values of k. They also provide a range for the constant k and some sample values for the function. They ask if anyone sees a trend in the values.
  • #1
spiceman
3
0
Dear forum people,

for a nonlinear software I am writing I am having a hard time to transform a
recurrence relation to an explicit function. Maybe someone can help me along the right lines...

The recurrence relation is of the form (an exponential type function)

y[n+1] = y[n] + k * log(1 + (y[n]/k))

Now I know that simple linear recurrence functions like y[n+1] = y[n] + y[n] transform to explicit functions like y = 2^(n-1), but the tricky part is the log(1+...).
I have a feeling that the Lambert W-function could be a solution to the series
log(1+log(1+log(...))), but I am stuck at the moment. Even Mathematica fails on this problem with its function 'Rsolve'. Does anybody have an idea?
BTW, n is positive integer > 0 and y[n] > 0.

Greets and thanks in advance!
 
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  • #2
What is the range for the constant k?
 
  • #3
There are some special cases:

- if k = 0 you will have the limit of k * log (1+y(n)/k) = 0 therefore y(n+1) = y(n)
- if k -> infinity you will have k * log(1+y(n)/k)) = log((1+y(n)/k)^k) = log(e^y(n)) = y(n) and therefore y(n+1) = 2*y(n)
 
  • #4
Let
1 + y/k = s{i]

so y = k * s - 1

Can we solve

k*s[i+1] - 1 = k*s - 1 + k log(s)

s[i+1] - s = log( s )
 
  • #5
[tex] s[n] =\sum_{i=2}^{i=n} \log(s[i-1]) [/tex]

One thought is [tex] s[n] = \log((n-1)!) [/tex]
 
  • #6
I forgot to mention that k is a constant > 0.
Usually something like 0.5.

Greets.
 
  • #7
Using y[0] = 1 and k = 1 the recurrence function will give
the following first 50 values:

1.000000 1.693147 2.683858 3.987818 5.594817 7.481101 9.618941
11.981580 14.545112 17.288858 20.195150 23.248922 26.437294 29.749198
33.175062 36.706558 40.336392 44.058135 47.866089 51.755172 55.720834
59.758976 63.865890 68.038212 72.272873 76.567063 80.918206 85.323927
89.782034 94.290495 98.847425 103.451069 108.099787 112.792050 117.526423 122.301559 127.116192 131.969130 136.859247 141.785480 146.746823 151.742323 156.771076 161.832221 166.924941 172.048458 177.202030 182.384948 187.596535 192.836145

Does anyone see a trend?
 

1. What is the Lambert W-function?

The Lambert W-function, also known as the omega function, is a mathematical function that is the inverse of the function f(x) = xe^x. It is denoted by W(x) and is useful in solving various types of equations, including recurrence relations.

2. How is the Lambert W-function used to solve recurrence relations?

The Lambert W-function can be used to solve recurrence relations by transforming the relation into a polynomial equation and then using the W-function to find the roots of the equation. These roots can then be used to find the general solution of the recurrence relation.

3. Are there any limitations to using the Lambert W-function to solve recurrence relations?

Yes, there are some limitations to using the Lambert W-function. It can only be used for solving certain types of recurrence relations, such as linear or first-order recurrences. In addition, the recurrence relation must have a closed-form solution in order for the W-function to be applicable.

4. Can the Lambert W-function be used for any other applications besides solving recurrence relations?

Yes, the Lambert W-function has many other applications in mathematics, physics, and engineering. It is used in areas such as control theory, population dynamics, and finance to model various systems and phenomena.

5. Is there a specific method for solving recurrence relations with the Lambert W-function?

Yes, there is a general method for solving recurrence relations with the Lambert W-function. This involves transforming the recurrence relation into a polynomial equation, finding the roots using the W-function, and then using these roots to find the general solution of the recurrence relation.

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