Engineering Mathematics: Recurrence Relations

Jul 5, 2024

Engineering Mathematics: Recurrence Relations

Introduction

  • Presenter: राजेंद्र पुरोहित
  • Focus: Recurrence Relations and Difference Equations
  • Target Audience: Engineering Mathematics, B.Sc. students

Key Concepts

Recurrence Relation

  • Defined as a relationship where a term is written in relation to its previous terms.
  • Example:
    • Recursive sequence: a1, a2, a3, ..., a(n-1), an
    • Recurrence relation: an = 2an-1

Fibonacci Sequence

  • Each term is the sum of its previous two terms.
  • Example: 1, 1, 2, 3, 5, 8, ...
  • Recurrence relation: an = a(n-1) + a(n-2)

Difference Equation

  • An equation derived from a recurrence relation.
  • Similarity to differential equations but requires different solving techniques.

Order of Recurrence Relation

  • Determined by the highest term index difference.
  • Example: In an = an-1 + an-2, the order is 2.

Linear Recurrence Relation

  • Linearity condition: No term should be a product of other terms (e.g., squared terms).
  • Differentiation between linear and non-linear by terms.

Constant Coefficient Linear Recurrence Relations

  • Defined by constant coefficients in the relation.
  • Solving method involves converting to an auxiliary equation.

Solving Techniques

Auxiliary Equation Method

  • Convert recurrence relation into an auxiliary equation.
  • Find roots: Real, distinct, and repeated roots determine the solution form.
  • Example:
    • Equation: a(n+3) + 2a(n-1) = 0
    • Auxiliary equation: x² + 3x + 2 = 0

Solution Forms

  • Real, Distinct Roots: Write general solution as combination of terms raised to power n.
  • Repeated Roots: Involve multiplying by n to account for repetition.
  • Complex Roots: Use polar form and trigonometric identities.

Coefficient Extraction

  • Extract constants (p, q, r) to solve specific forms.
  • Steps: Plug values, solve equations, find auxiliary function coefficients.

Special Cases

  • Functions of n: Deal with special forms like n², a^n, etc.
  • General form: Use specified solutions as templates.

Examples and Problems

Example 1

  • Recurrence Relation: an + 3a(n-1) + 2a(n-2) = n² + n + 1
  • Solution Process:
    • Find auxiliary equation roots.
    • Solve for specific form p(n), q(n), and r(n).

Example 2

  • Equation: a(n+1) + 5a(n) + 6a(n-1) = 2^n
  • Steps:
    • Identify the form of p(n).
    • Solve auxiliary equation: x² + 5x + 6 = 0
    • Compare coefficients, find p, q.

Complex Roots Example

  • Using Euler's formula: Apply polar coordinates, find magnitude and angle.
  • Example Relation: a(n+1) + 4a(n) + 4a(n-1) = n3^n

Final Solutions

  • Combination of Complementary Function (CF) and Particular Integral (PI).
  • General Formula: CF + PI

Conclusion

  • Recurrence relations connect terms in a sequence using relations to previous terms.
  • Solving involves finding auxiliary equations and applying appropriate methods based on root types.
  • Constant coefficients simplify the process, while special forms and complex numbers introduce variety.

Note: Practice solving provided problems to reinforce understanding. Follow provided methods step-by-step to achieve accuracy.