MHB VulcaBlack's Inhomogeneous Linear Recurrence Q&A

  • Thread starter Thread starter MarkFL
  • Start date Start date
  • Tags Tags
    Linear Recurrence
MarkFL
Gold Member
MHB
Messages
13,284
Reaction score
12
Here is the question:

Given the following recurrence relation, guess a closed-form solution:?

Given the following recurrence relation, guess a closed-form solution:
relation: P(n) = { 0 if n = 0
3*P(n-1) + 3n if n>0}

2. prove by induction

please help

I have posted a link there to this topic so the OP can see my work.
 
Mathematics news on Phys.org
Hello VulcaBlack,

We are given the following inhomogeneous linear recurrence:

$$P_{n}=3P_{n-1}+3n$$ where $$P_0=0$$

If we are to "guess" a solution, we may look at the first several terms:

$$P_0=0=\frac{3^{0+2}-6\cdot0-9}{4}$$

$$P_1=3\cdot0+3\cdot1=3=\frac{3^{1+2}-6\cdot1-9}{4}$$

$$P_2=3\cdot3+3\cdot2=15=\frac{3^{2+2}-6\cdot2-9}{4}$$

$$P_3=3\cdot15+3\cdot3=54=\frac{3^{3+2}-6\cdot3-9}{4}$$

Thus, we may hypothesize that:

$$P_{n}=\frac{3^{n+2}-6n-9}{4}$$

We have already demonstrated the base case, and a few successive cases to be true, so let's now state the induction hypothesis $P_k$:

$$P_{k}=\frac{3^{k+2}-6k-9}{4}$$

Now, the recurrence relation tells us:

$$P_{k+1}=3P_{k}+3(k+1)$$

Using the induction hypothesis, this becomes:

$$P_{k+1}=3\left(\frac{3^{k+2}-6k-9}{4} \right)+3(k+1)$$

$$P_{k+1}=\frac{3^{k+3}-18k-27+12(k+1)}{4}$$

$$P_{k+1}=\frac{3^{(k+1)+2}-6(k+1)-9}{4}$$

We have derived $P_{k+1}$ from $P_{k}$ thereby completing the proof by induction.
 
I wish to demonstrate also two techniques for deriving the solution which requires neither guessing, nor proof by induction.

One way to derive a solution is through a technique called symbolic differencing, in which we may transform the recurrence into a homogenous one, and use the characteristic roots to obtain the closed form, and then use the initial values to determine the parameters. Let's begin with the given recurrence:

(1) $$P_{n}=3P_{n-1}+3n$$ where $$P_0=0$$

We may also write the recurrence as:

(2) $$P_{n+1}=3P_{n}+3(n+1)$$

Subtracting (1) from (2), we obtain:

(3) $$P_{n+1}=4P_{n}-3P_{n-1}+3$$

(4) $$P_{n+2}=4P_{n+1}-3P_{n}+3$$

Subtracting (3) from (4), we obtain:

$$P_{n+2}=5P_{n+1}-7P_{m}+3P_{n-1}$$

Now we have a homogeneous recurrence, whose associated characteristic equation is:

$$r^3-5r^2+7r-3=(r-3)(r-1)^2=0$$

Based on the roots and their multiplicities, we may give the closed form as:

$$P_n=k_1+k_2n+k_3\cdot3^n$$

Using the initial values, we may write:

$$P_0=k_1+k_3=0$$

$$P_1=k_1+k_2+3k_3=3$$

$$P_2=k_1+2k_2+9k_3=15$$

Solving this system, we find:

$$k_1=-\frac{9}{4},\,k_2=-\frac{3}{2},\,k_3=\frac{9}{4}$$

Hence, we have:

$$P_n=-\frac{9}{4}-\frac{3}{2}n+\frac{9}{4}\cdot3^n=\frac{3^{n+2}-6n-9}{4}$$

Another way to solve the recurrence is to use the method of undetermined coefficients. We first solve the associated homogeneous recurrence:

$$P_{n}-3P_{n-1}=0$$

which has the characteristic equation:

$$r-3=0$$

Thus, a general solution to the homogeneous equation is:

$$h_{n}=c_13^n$$

Now, since the inhomogeneous term in the original recurrence is $$3n$$, we seek a particular solution of the form:

$$p_{n}=An+B$$

where the parameters $A$ and $B$ are to be determined. Substituting this expression for $P_n$ into the original recurrence, we obtain:

$$(An+B)-3(A(n-1)+B)=3n$$

$$An+B-3(An-A+B)=3n$$

$$An+B-3An+3A-3B=3n$$

$$-2An+(3A-2B)=3n+0$$

Equating coefficients, we find:

$$-2A=3\,\therefore\,A=-\frac{3}{2}$$

$$3A-2B=0\,\therefore\,B=-\frac{9}{4}$$

And so we have:

$$p_{n}=-\frac{3}{2}n-\frac{9}{4}$$

Now, by the principle of superposition, we have:

$$P_n=h_n+p_n=c_13^n-\frac{3}{2}n-\frac{9}{4}$$

Now we may determine the parameter $c_1$ from the given initial value:

$$P_0=c_1-\frac{9}{4}=0\,\therefore\,c_1=\frac{9}{4}$$

And we now have the solution satisfying the recurrence as:

$$P_n=\frac{9}{4}3^n-\frac{3}{2}n-\frac{9}{4}=\frac{3^{n+2}-6n-9}{4}$$
 
Insights auto threads is broken atm, so I'm manually creating these for new Insight articles. In Dirac’s Principles of Quantum Mechanics published in 1930 he introduced a “convenient notation” he referred to as a “delta function” which he treated as a continuum analog to the discrete Kronecker delta. The Kronecker delta is simply the indexed components of the identity operator in matrix algebra Source: https://www.physicsforums.com/insights/what-exactly-is-diracs-delta-function/ by...
Fermat's Last Theorem has long been one of the most famous mathematical problems, and is now one of the most famous theorems. It simply states that the equation $$ a^n+b^n=c^n $$ has no solutions with positive integers if ##n>2.## It was named after Pierre de Fermat (1607-1665). The problem itself stems from the book Arithmetica by Diophantus of Alexandria. It gained popularity because Fermat noted in his copy "Cubum autem in duos cubos, aut quadratoquadratum in duos quadratoquadratos, et...
I'm interested to know whether the equation $$1 = 2 - \frac{1}{2 - \frac{1}{2 - \cdots}}$$ is true or not. It can be shown easily that if the continued fraction converges, it cannot converge to anything else than 1. It seems that if the continued fraction converges, the convergence is very slow. The apparent slowness of the convergence makes it difficult to estimate the presence of true convergence numerically. At the moment I don't know whether this converges or not.
Back
Top