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.
79
questions
1
vote
0
answers
50
views
Pontryagin's maximum principle for discrete systems: reference request for general case [closed]
I am reading the articles:
Optimal control for systems described by difference systems, Hubert Halkin, Advances in Control Systems, Vol 1, Academic Press, New York-London, 1964, Pages 173-196, ...
- 111
0
votes
0
answers
80
views
Renormalization group in condensed physics and field theory
Renormalization group in field theory is differenct from the one in condensed physics in that the former satisfies a differential equation, but the latter does not.
Does Renormalization group in ...
- 3,000
0
votes
0
answers
51
views
How to solve with FEM a semilinear elliptic equation?
I searched in many books regarding FEM how to solve semilinear elliptic equation, but I did not find too many things. They mostly treat linear and simple problems. For example in P.Ciarlet-The finite ...
- 1,330
0
votes
0
answers
70
views
Urn model and recursion
We have an urn with $n$ white balls. In each iteration we pick a ball at random. If it's white, we paint it red and return it to the urn. If it's already red, we discard it. We lose the game if (after ...
- 298
4
votes
1
answer
278
views
Double q-analog of Pochhammer
Has the function
$$(z;q_1,q_2)_\infty := \prod_{n_1,n_2=0}^\infty (1-z \, q_1^{n_1} q_2^{n_2}), \quad |q_1|,|q_2|<1$$
been studied in the math literature? For example, does it obey any difference ...
- 533
9
votes
2
answers
358
views
Change of variable formulas in discrete calculus?
Crossposted from MSE.
In discrete calculus one defines the $h$-difference operator $$\Delta_h[f(x)] = f(x+h) - f(x)$$
and we often define $\Delta = \Delta_1.$ We can similarly define the indefinite ...
- 113
2
votes
0
answers
49
views
Coefficient growth upper bound of a recurrence relation
Consider the recurrence relation one can obtain from the radial Schrödinger equation for the hydrogen atom, where $\psi(r)=\sum_{n=0}^{\infty} a_nr^n$:
$$(n+3)(n+2)a_{n+2}+2a_{n+1}=2|E|a_n, n\geq0$$
...
- 121
5
votes
1
answer
213
views
Polynomial solutions to a difference equation
This question may look unmotivated, but is connected with continued fractions for $\pi^2$.
Let $n$ be a nonnegative integer, and consider the difference equation
$$(x+2n+4)(x+n+1)P(x+1)-(x-1)(x+n-1)P(...
- 11.7k
0
votes
1
answer
151
views
Solutions of complex linear difference equations
I'm wondering what the solutions of complex linear difference equations like
\begin{equation}
f(z+\eta_1)+f(z+\eta_2)+\ldots+f(z+\eta_n)=0,\ \ \ \eta_1 \cdots\eta_n \in \mathbf{C}
\end{equation}
look ...
- 3
4
votes
2
answers
429
views
What is the inverse of a triangular matrix whose nonzero elements are binomial coefficients? What is the closed-form solution to a recursive relation?
Let
\begin{equation*}
\begin{split}
M_m
&=\begin{pmatrix}
-\binom{1}{0} & \binom{2}{0} &-\binom{3}{0} &\dotsm & (-1)^{m-1}\binom{m-1}{0} & (-1)^m\binom{m}{0}\\
0 & \binom{2}...
- 838
2
votes
0
answers
41
views
What are the limits of what the theory of time-scale calculus can capture?
Time-scale calculus [0], also called calculus on measure chains (introduced in this widely cited article 1 and also here [2]) unified the concept of derivative of a functions $\mathbb{R}\rightarrow\...
- 419
1
vote
0
answers
130
views
Time-scale calculus (an similar approaches - measure chains) on more general "time" sets
Time-scale calculus [0], also called calculus on measure chains (introduced in this widely cited article [1] and also here [2]) unified the concept of derivative of a functions $\mathbb{R}\rightarrow\...
- 419
2
votes
1
answer
296
views
Difference equation satisfied by discrete harmonic functions on square lattice
A function $f:\mathbb Z^2 \rightarrow \mathbb R$ is said to be discrete harmonic if it satisfies the discrete Laplacian equation
$$
\Delta f(m,n) = f(m+1,n)+f(m-1,n)+f(m,n+1)+f(m,n-1)-4f(m,n) = 0~.
$$
...
- 283
1
vote
0
answers
42
views
Help with a surface of delay differential equations
This question is difficult for me to phrase, as it's very much outside of my mathematical purview. This is a question which intersects directly with my research, but as I work predominantly in ...
- 388
2
votes
1
answer
54
views
High order difference operator applied to 1/u
I need a formula for $\Delta^k \frac 1 u$, where $u(x)$ is a strictly positive function, $\Delta^k$ is the difference operator defined recursively as $\Delta^k=\Delta^1 \Delta^{k-1}$ and $\Delta^1 u(x)...
- 8,775
0
votes
1
answer
112
views
Unique zero solution to a difference equation via Laplace transform
We want to prove that
the unique solution to the following difference equation is the null one:
$$
au(x)+b\mathbf{1}_{(0,\frac{1}{2})}(x)u(x+\frac{1}{2})+c\mathbf{1}_{(\frac{1%
}{2},1)}(x)u(x-\frac{1}{...
- 545
1
vote
0
answers
298
views
Eigenvalues of an (almost) pentadiagonal symmetric Toeplitz matrix
I am looking for analytic expressions for the eigenvalues of matrices of the form
$$A = \begin{bmatrix}
6 & -4 & 1 & 0 & 0 & 0 & 0 \\
-4 & 6 & -4 & 1 & 0 &...
- 41
1
vote
0
answers
182
views
Uniform lower bound for the distance between terms of a linear recurrence sequence
Let $(u_k)_{k=0}^\infty$ be a non-degenerate linear recurrence sequence of algebraic numbers. Denote by $\alpha_1,\dots,\alpha_m$ its characteristic roots, and suppose that $\alpha := \underset{i}{\...
- 11
1
vote
0
answers
31
views
Prove monotonicity of a system of difference equations
I have the following system of difference equations. Fix any $(\alpha,K,p)\in\mathbb R_+\times\mathbb R_+\times (0,1)$. Let $u_0=1, \nu_0=0$. The sequence $(a_t,w_t,\nu_t,u_t)_{t\geq 1}$ is defined as ...
- 339
2
votes
0
answers
87
views
Rational zeta series and differential-difference equations
In an earlier question, I mentioned I was looking for generalizations of $$\sum_{n=k+2}^{\infty} \binom{n-1}{k} (\zeta(n) -1) =1. \qquad \qquad (1) $$
A variation of the above identity arises by ...
- 4,575
-1
votes
1
answer
154
views
Is this recurrent sequence decreasing?
Let $S_n$ be defined as $\frac{1}{n}\sum_{t=1}^{t=n} [px_t^2 - (p+q)x_t]$ where $x_t = 1-(1-p-q)^t$. We want to find the conditions on $p$ and $q$ such that $S_n$ is monotonically decreasing for all $...
0
votes
1
answer
451
views
How to solve this conditional recurrence relation?(two variable and conditions)
I am trying to solve the following recurrence relation
$4 \leq n \;\; \; \; \; \;$ and $\; \; \; \; 2\leq i \leq \lfloor{\frac{n}{2}}\rfloor$
$F(2i,n)=$
$\begin{cases}
\frac{1}{2(2i)-5}F(2i-2,...
- 3
2
votes
0
answers
102
views
discrete Fourier transform for composition of differential operators on a grid
This question pertains to stability analysis of finite difference methods using the discrete Fourier transform.
Suppose I have a convection diffusion equation of the form:
(1) $\hspace{.5in}u_t + \...
- 121
2
votes
3
answers
504
views
Does this deceptively simple nonlinear recurrence relation have a closed form solution?
Given the base case $a_0 = 1$, does $a_n = a_{n-1} + \frac{1}{\left\lfloor{a_{n-1}}\right \rfloor}$ have a closed form solution? The sequence itself is divergent and simply goes {$1, 2, 2+\frac{1}{2}, ...
- 387
1
vote
0
answers
99
views
General solution for first-order difference equation
I have the following first-order difference equation
$$y_{t} = \frac{x_{t}}{1-\rho L} + \epsilon_{t}$$
where $L$ denotes the backshift operator, i.e., $L(x_{t}) = x_{t-1}$. I can obtain a solution ...
- 111
1
vote
1
answer
250
views
On difference identities and $[K:F]$
Let $(K,\sigma)$ be a difference field of characteristic $0$, i.e. equiped with field morphism $\sigma:K\rightarrow K$. Assume that $K$ satisfy a non-trivial univariate difference polynomial identity $...
- 1,555
1
vote
0
answers
34
views
How to change difference equation time steps when rearranging?
I am using difference equations to solve SDOF systems.
I have the system $$m\ddot{y_i}+c\dot{y_i} + ky_i = x_i$$
Using the difference equation results for the derivatives,
I am meant to end up with
...
- 11
5
votes
1
answer
1k
views
A strange two-variable recursion
In some work I was doing with a colleague the following function of two natural number variables, defined by a recursion, came up and we have no clue how to solve it. Any suggestions or improvements ...
- 37.4k
6
votes
0
answers
372
views
Hrushovski's proof of the Manin-Mumford Conjecture
For my master's thesis, I am studying Hrushovski's model-theoretic proof of the Manin-Mumford Conjecture. Among the references I have used are the following:
Lecture notes 'Model Theory of Difference ...
- 61
2
votes
3
answers
227
views
Difference equation and formal series
For a given formal series $g(x)=\sum_{k=0}^\infty g_k x^k$ I would like to find a formal series $f(x)=\sum_{k=0}^\infty f_k x^k$ such that they satisfy the difference equation
$$
f(x+1)-f(x)=g(x).
$$
...
- 1,343
7
votes
2
answers
531
views
Combinatorial Identity with Connection Coefficients and Falling Factorial $\langle i x\rangle_n$
Let $j, k ,n$ be nonnegative integers such that $0 \leq j, k \leq n \leq k +j $. Pick integer $m$ such that $0 \leq m \leq k + j - n$.
Let $\langle x \rangle_m$ denote the falling factorial $x(x-1)\...
- 1,047
2
votes
1
answer
152
views
A problem from linear algebra and difference equations
Let $A$ be a linear second-order difference operator acting on the space of complex sequences as
$$(Af)_{n}=f_{n-1}+a_{n}f_{n}+f_{n+1}, \quad n\in\mathbb{Z},$$
where $a_{n}\in\mathbb{C}$. Further, let ...
- 2,188
1
vote
0
answers
227
views
Bounds for Discrete Poisson Kernel of a Square
I am having difficulty in proving the lower bound of the discrete Poisson kernel of a square denoted as $H$ described below. It is stated in Gregory F. Lawler's Randomm Walk and the Heat Equation as ...
- 2,169
1
vote
1
answer
176
views
boundedness of a nonlinear recursive sequence
Consider a real sequence $(x_k)$ for $k=0,1,2,\dots,N$ as $x_0=1$ and for $k>0$
$$ x_k=x_{k-1}+\frac{\gamma}{N}x_{k-1}^2,\qquad (\gamma>0).$$
I wonder to show that the sequence is bounded as $N\...
- 105
2
votes
0
answers
383
views
A two variable recurrence relation with conditionals
I have arrived at the combinatorial problem of enumerating certain types of ballot paths. This has led to analyzing the sequence defined by the following recurrence
$$
f(n,m) = \begin{cases} f(n, \...
- 305
9
votes
3
answers
620
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\...
- 8,403
1
vote
1
answer
431
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:
...
- 2,153
2
votes
1
answer
116
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}^{{\...
- 21
3
votes
0
answers
163
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. $$y_{n+1} = y_{n-3}+\...
- 131
2
votes
1
answer
92
views
Sum of difference equation involving hypergeometric functions 1F0
I'm trying to prove the sum of a sequence given by
$a_{n+1} = \frac{nb-x}{(n+1)b} a_n$
with $a_1 = 1$. This gives the solution $a_n = \frac{(-x/b)_n}{n!}$. When trying to work out what this sums to, ...
- 45
5
votes
2
answers
509
views
closed form solution of the following iterative equation?
is it possible to obtain a closed-form solution w.r.t. ${P_j:\forall j}$ (or in terms of special functions) for the following equations:
$\alpha P_0=P_1$, $\alpha<1$
$\alpha P_j=P_{j+1}+P_{j+2}+\...
2
votes
0
answers
112
views
Geometric unfolding of a difference equation
Does anyone know a link to the (superb) slides of a talk given by Zeeman in 1996, I think (with same title as this question)? It used to be at www.math.utsa.edu/ecz/gu.html .
- 21
5
votes
1
answer
465
views
Derivative in terms of finite differences
Consider expanding the differentiation operator in terms of the forward difference operator as $f' = \log(1 + \Delta)f = \displaystyle \sum_{n = 1}^{\infty} \frac{(-1)^{n + 1}\Delta^n f}{n}$. For some ...
- 5,652
0
votes
1
answer
93
views
Solving the difference equation $h(\vec x)\cdot A(\vec x)=\sum_{i=1}^m A(\vec x - \vec e_i)$
I am trying to solve the following difference equation:
$$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)$$
with ...
- 1
1
vote
0
answers
36
views
Bifurcations in flows on 2-dimensional torus
I am doing research on bifurcations which appear in flows on the
2-dimensional torus, in particular on such which do not appear in flows
on $\mathbb{R}^2$.
Can anyone provide some references on ...
- 615
6
votes
1
answer
394
views
for which values of $\theta$ does this equation $x_{n+1}=\cos(\theta)x^2_{n}-\sin(\theta)x^2_{n-1}$ have bounded solutions?
I would like to investigate the global behavior of the following equation :
$$x_{n+1}=Ax^2_{n}-Bx^2_{n-1}$$
where $A(\theta)= \cos(\theta)$ and $B(\theta) =\sin(\theta)$ are nonnegative parameters ...
- 293
2
votes
0
answers
91
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) \...
- 4,525
7
votes
2
answers
1k
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 ...
- 83
0
votes
0
answers
241
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)...
- 285
0
votes
0
answers
124
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_{...
- 83