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Questions tagged [difference-equations]

Difference equations, including linear and nonlinear equations, discrete version of topics in analysis, partial difference equations, oscillation theory, periodic solutions, almost periodic solutions, bifurcation theory, stability theory.

2
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3answers
300 views

Does this deceptively simple nonlinear recurrence relation have a closed form solution?

Given the base case $a_0 = 1$, does $a_n = a_{n-1} + \frac{1}{\left\lfloor{a_{n-1}}\right \rfloor}$ have a closed form solution? The sequence itself is divergent and simply goes {$1, 2, 2+\frac{1}{2}, ...
1
vote
0answers
76 views

General solution for first-order difference equation

I have the following first-order difference equation $$y_{t} = \frac{x_{t}}{1-\rho L} + \epsilon_{t}$$ where $L$ denotes the backshift operator, i.e., $L(x_{t}) = x_{t-1}$. I can obtain a solution ...
1
vote
1answer
239 views

On difference identities and $[K:F]$

Let $(K,\sigma)$ be a difference field of characteristic $0$, i.e. equiped with field morphism $\sigma:K\rightarrow K$. Assume that $K$ satisfy a non-trivial univariate difference polynomial identity $...
1
vote
0answers
15 views

How to change difference equation time steps when rearranging?

I am using difference equations to solve SDOF systems. I have the system $$m\ddot{y_i}+c\dot{y_i} + ky_i = x_i$$ Using the difference equation results for the derivatives, I am meant to end up with ...
5
votes
1answer
254 views

A strange two-variable recursion

In some work I was doing with a colleague the following function of two natural number variables, defined by a recursion, came up and we have no clue how to solve it. Any suggestions or improvements ...
6
votes
0answers
270 views

Hrushovski's proof of the Manin-Mumford Conjecture

For my master's thesis, I am studying Hrushovski's model-theoretic proof of the Manin-Mumford Conjecture. Among the references I have used are the following: Lecture notes 'Model Theory of Difference ...
2
votes
3answers
194 views

Difference equation and formal series

For a given formal series $g(x)=\sum_{k=0}^\infty g_k x^k$ I would like to find a formal series $f(x)=\sum_{k=0}^\infty f_k x^k$ such that they satisfy the difference equation $$ f(x+1)-f(x)=g(x). $$ ...
6
votes
2answers
310 views

Combinatorial Identity with Connection Coefficients and Falling Factorial $\langle i x\rangle_n$

Let $j, k ,n$ be nonnegative integers such that $0 \leq j, k \leq n \leq k +j $. Pick integer $m$ such that $0 \leq m \leq k + j - n$. Let $\langle x \rangle_m$ denote the falling factorial $x(x-1)\...
2
votes
1answer
131 views

A problem from linear algebra and difference equations

Let $A$ be a linear second-order difference operator acting on the space of complex sequences as $$(Af)_{n}=f_{n-1}+a_{n}f_{n}+f_{n+1}, \quad n\in\mathbb{Z},$$ where $a_{n}\in\mathbb{C}$. Further, let ...
1
vote
0answers
86 views

Bounds for Discrete Poisson Kernel of a Square

I am having difficulty in proving the lower bound of the discrete Poisson kernel of a square denoted as $H$ described below. It is stated in Gregory F. Lawler's Randomm Walk and the Heat Equation as ...
1
vote
1answer
135 views

boundedness of a nonlinear recursive sequence

Consider a real sequence $(x_k)$ for $k=0,1,2,\dots,N$ as $x_0=1$ and for $k>0$ $$ x_k=x_{k-1}+\frac{\gamma}{N}x_{k-1}^2,\qquad (\gamma>0).$$ I wonder to show that the sequence is bounded as $N\...
2
votes
0answers
235 views

A two variable recurrence relation with conditionals

I have arrived at the combinatorial problem of enumerating certain types of ballot paths. This has led to analyzing the sequence defined by the following recurrence $$ f(n,m) = \begin{cases} f(n, \...
9
votes
3answers
315 views

Finite realization of irrational transfer functions

In the field of digital signal processing, linear time-invariant systems play a distinguished role. These are the systems for which there exists an impulse response, a function $h:\mathbb{Z}\to\...
1
vote
1answer
399 views

Integer Polynomial solutions to functional equation

Recently I came across a functional equation which always has a polynomial with integer coefficients solution. Let $$ L_n(x)=(2 x+1)^2f(x+1)-4x(x+n+1)f(x)-((2 n+1)!!)^2\prod_{i=1}^n(x+i). $$ Problem: ...
2
votes
1answer
108 views

how to solve this equation? [closed]

$Q=-{\frac {q \left( {{\rm e}^{{\it nb}\,{\it nv}\,\theta\,{\it Td}}}-1 \right) }{1-{{\rm e}^{\theta\,{\it Td}}}} \left( 1-{{\rm e}^{{\frac { Q\theta\,{\it Td}}{p}}}} \right) \left( 1-{{\rm e}^{{\...
3
votes
0answers
91 views

Deriving Milne's predictor of order four from extrapolation polynomial [closed]

I am trying to derive the following Milne's predictor formula of order four for the differential equation $\frac{dy}{dx}=f(x,y)$ from an extrapolation polynomial of degree four. $$y_{n+1} = y_{n-3}+\...
2
votes
1answer
66 views

Sum of difference equation involving hypergeometric functions 1F0

I'm trying to prove the sum of a sequence given by $a_{n+1} = \frac{nb-x}{(n+1)b} a_n$ with $a_1 = 1$. This gives the solution $a_n = \frac{(-x/b)_n}{n!}$. When trying to work out what this sums to, ...
5
votes
2answers
349 views

closed form solution of the following iterative equation?

is it possible to obtain a closed-form solution w.r.t. ${P_j:\forall j}$ (or in terms of special functions) for the following equations: $\alpha P_0=P_1$, $\alpha<1$ $\alpha P_j=P_{j+1}+P_{j+2}+\...
2
votes
0answers
82 views

Geometric unfolding of a difference equation

Does anyone know a link to the (superb) slides of a talk given by Zeeman in 1996, I think (with same title as this question)? It used to be at www.math.utsa.edu/ecz/gu.html .
5
votes
1answer
313 views

Derivative in terms of finite differences

Consider expanding the differentiation operator in terms of the forward difference operator as $f' = \log(1 + \Delta)f = \displaystyle \sum_{n = 1}^{\infty} \frac{(-1)^{n + 1}\Delta^n f}{n}$. For some ...
0
votes
1answer
83 views

Solving the difference equation $h(\vec x)\cdot A(\vec x)=\sum_{i=1}^m A(\vec x - \vec e_i)$

I am trying to solve the following difference equation: $$h(x_1,x_2,x_3,x_4) \cdot A(x_1,x_2,x_3,x_4)=A(x_1-1,x_2,x_3,x_4)+A(x_1,x_2-1,x_3,x_4)+A(x_1,x_2,x_3-1,x_4)+A(x_1,x_2,x_3,x_4-1)$$ with ...
1
vote
0answers
26 views

Bifurcations in flows on 2-dimensional torus

I am doing research on bifurcations which appear in flows on the 2-dimensional torus, in particular on such which do not appear in flows on $\mathbb{R}^2$. Can anyone provide some references on ...
5
votes
1answer
339 views

for which values of $\theta$ does this equation $x_{n+1}=\cos(\theta)x^2_{n}-\sin(\theta)x^2_{n-1}$ have bounded solutions?

I would like to investigate the global behavior of the following equation : $$x_{n+1}=Ax^2_{n}-Bx^2_{n-1}$$ where $A(\theta)= \cos(\theta)$ and $B(\theta) =\sin(\theta)$ are nonnegative parameters ...
2
votes
0answers
72 views

Discrete “difference” equations that involve changes in both shift and scale

A standard use of the Z-transform ($F(z) = \sum_n (f[n] \cdot z^{-n} )$) is to understand the effect of a difference equation on a signal. For instance: $y[n] = x[n] + y[n-1]$ $Y(z) = X(z) + Y(z) \...
7
votes
2answers
918 views

Boundedness of solutions of a difference equation

Is there someone who can show me how I can prove this conjecture? Or at least show me how to do the first implication ? Conjecture: Assume $\alpha,\beta, \lambda \in [0,\infty)$. Then every ...
0
votes
0answers
188 views

Help solving a recurrence relation

For solving a related probability problem, I need to solve the following recurrence relation:- $q(r,b,L)=\frac{b}{r+b}q(r,b-1,L)+\sum_{k=1}^{L}\frac{r}{r+b}\times\cdots \times \frac{r-(k-1)}{r+b-(k-1)...
0
votes
0answers
86 views

Rational dynamical system with nonnegative paramaters

let $A$ be a rational system of the form :$\begin{cases} x_{n+1}=\frac{\alpha_{1}}{y_{n}} \\ y_{n+1}=\frac{\alpha_{2}}{z_{n}} \\ z_{n+1}=\frac{\alpha_{3+}+\beta_{3}x_{n}+\sigma_{3}y_{n}+\lambda_{3}z_{...
2
votes
1answer
179 views

a second order difference equation related to a real polynomials which seems to have only real roots

I am seeking solutions to the following difference equation: $$2c_k-c_{k-1}-c_{k+1}=\ln(k+A)-\ln(k+B)$$ where $A>B>0$. This equation is related to a real polynomial (see here) which I want to ...
0
votes
1answer
217 views

Generic way to solve f(x+1) - f(x) = g(x) when g(x) is given [closed]

All I have been looking around for a general way to solve the problem of $f(x+1) - f(x) = g(x)$, where $g(x)$ is given. Has this problem been studied before? If there does not exist such a general ...
2
votes
1answer
268 views

Non-linear 1st order difference equation

I have been trying to solve the following difference equation for some time now : $$u^3(n+1) = a - b\cdot u^2(n) + u^3(n), \qquad a \ne 0 \ne b$$ I have tried various substitutions, simplifications ...
2
votes
2answers
240 views

Resource on Infinite Systems of Difference Equations

I have asked this question previously at Math.stackexchange, but it seems to receive little attention there. In my efforts (somewhere on the boundary of discrete mathematics and theoretical computer ...
3
votes
0answers
417 views

Differential Equations vs Difference Equations

My question is: Is there a duality between a solution of an ODE,PDE,SDE or integral equations with their analog counterpart in the discrete domain? I mean if I know a solution to the difference ...
1
vote
1answer
224 views

Vortex equations on cylinder

Solutions to the vortex equations for a closed Riemann surface are well known (moduli space is a symmetric power). What do we know about solutions on surfaces with boundary or non compact surfaces? In ...
3
votes
1answer
434 views

nonlinear delay differential equation

Consider the delay differential equation: $ y_x(x) = \sqrt{y(x-\bar{x})} $ where $y$ is the unknown function of $x$, and where $\bar{x}$ is a fixed parameter. This equation does not seem to have a ...
3
votes
2answers
455 views

delay differential equation

I'm looking for exact solutions, if such exist, for the following non-linear delay differential equation (DDE): $ y_x(x) = A y(x-1)^a $ where $ 0 < a < 1 $ and $ A > 0 $ are given constants....
11
votes
1answer
509 views

Is exponent of discrete-analytic function also discrete-analytic?

Lets define a discrete analytic function such a function that is equal to its Newton series: $$f(x) = \sum_{k=0}^\infty \binom{x}k \Delta^k f\left (0\right)$$ Is function $g(x)=e^{f(x)}$ also ...
1
vote
4answers
1k views

What are other applications of difference equations in other branches of mathematics ?

What are some of interesting results that arise from using difference equations in number theory , Combinatorics or any other field ?
3
votes
0answers
138 views

Are there existing resources on modular-esque recurrence relations?

Does anyone know where I would be able to get information on analyzing a class of polynomial recurrence relations of a form like this? $\begin{align*} f_{n,k}(x) & =a(x)f_{n-1,k}(x)+b(x)f_{n-2,k}(...
12
votes
1answer
780 views

Why is there no formula for partial sums of some simple series?

I'm pretty sure that the sequences like $F_n=\sum_{k=1}^n \frac 1k$ are not traces of elementary functions on positive integers (take any reasonable definition of "elementary" you want, just make sure ...
3
votes
1answer
313 views

Difference equation $A(n,x)=p(x)A(n-1,x-1)+q(x)A(n-1,x)$

I asked this question on MSE, but didn't get enough information. If it is a violation of some norms, let me know, I'll delete it. I'm having problem solving this difference equation. Initially I ...
1
vote
1answer
266 views

Extension of polynomial functions

Let $P$ be an interval in $\mathbf{R}$, $n \in \mathbf{N}$. Assume that a function $f: P \rightarrow \mathbf{R}$ satisfies $\Delta^{n+1}_h f(x)=0$ for every $x \in P$ and every $h>0$ such that $x+(...
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votes
0answers
1k views

Are these two functions equal?

The question here is sparked by the discussion inside this question about indefinite sum(antidifference) of tan(x). A proposed solution was a function $$f_1(x)=ix-\psi _{e^{2 i}}^{(0)}\left(x+\frac{\...
2
votes
2answers
746 views

Discrete-analytic functions

I do not know if such concept already exists but lets consider functions which are equal to its Newton series. We know that functions which are equal to their Taylor series are called analytic, so ...
6
votes
2answers
187 views

Is there a solution/approximation for the non-linear difference equation $c_n = c_{n-1}+c_{\lceil \alpha n \rceil}$, where $0 < \alpha < 1$?

Is there a solution/approximation for the non-linear difference equation $c_n = c_{n-1}+c_{\lceil \alpha n \rceil}$, where $0 < \alpha < 1$?
13
votes
4answers
2k views

Shannon's communication paper and finite differences

In Shannon's 1948 paper "A Mathematical Theory of Communication", early on he derives the equation $$N(t)=N(t-t_1)+N(t-t_2)+\ldots+N(t-t_n).$$ He then says "according to a well-known result in finite ...
7
votes
1answer
449 views

Smooth and analytic structures on low dimensional euclidian spaces

So it is relatively easy to show that there exists only one smooth structure on the real line $\mathbb{R}$. So here are 2 natural questions: Q1: Up to equivalence, is there only one real analytic ...
5
votes
0answers
324 views

When does a triangle of numbers have a zero row sum?

Suppose we have a triangle of numbers defined by the recurrence relation $$\left| n \atop k \right| = f(n,k) \left| n-1 \atop k \right| +g(n,k) \left| n-1 \atop k-1 \right| + [n=k=0],$$ for some ...
0
votes
0answers
253 views

A second order non-linear difference equations

I am trying to explicitly solve [ if possible and if the solution exists ] a second order non-linear difference equation of the form : $ a _ {n+2} ^2 + a_{n} ^2 + K = \lambda a_{n+1} $, where K ...
6
votes
4answers
2k views

Laplace's summation formula

I recently came across the following formula, which is apparently known as Laplace's summation formula: $$\int_a^b f(x) dx = \sum_{k=a}^{b-1} f(k) + \frac{1}{2} \left(f(b) - f(a)\right) - \frac{1}{...
2
votes
0answers
391 views

Can any antidifference (indefinite sum) of a function be expressed in elementary functions and generalized polygamma function if its integral can be expressed in elementary functions?

If the integral or multiplicative integral of a function can be expressed with elementary functions, does it mean its indefinite sum (antidifference) or indefinite product respectively can be ...