Module 18

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Linear Difference Equations

"A nice distinction"


In [1] is shown:
The linear difference equation [2,3,4,5,6]
(1)
where
(2)
(3)
and the starting terms are
(4)

approaches for a solution, which turns out to be a fraction
(5)
where A and B are determined by
(6)
thus
(7)
(8)
The numerator is a linear function of the starting terms , but also of the coefficients ;
The denominator is independend of the starting values and a linear function of the coefficients .
Since the coefficients form a complete system (eq. (2)) of reciprocals of powers of two (eq. (3)), the linear difference equation (1) can be rewritten as a Huffman-nested mean expression [1].

As an example, the term
(9)
can be rewritten as a mean expression
(10)
where
(11)

Thus the computation of can be considered as an iterated structured process of mean value computations (for details see [1]).

For our current example, we find that
(12)
In contrast to this, the difference equation
(1)
with the coefficients
(13)
and the starting terms

(see [7])
(4)
exhibits a completely different behaviour. Here we find that
(14)
However, for the difference quotient of approaches an irrational number:
(15)
independent of the starting terms in eq. (4) (excluding the trivial case ).

This computation of a root can be extended to arbitrary numbers :
For , the difference equation
(16)
yields in analogy to eq. (15)
(17)

Task 18.1

Give a derivation of the equations (5) and (6).

Task 18.2

Develop a simple algorithm (A1) to rearrange the right side of the difference equation (1) into a Huffman-nested mean expression under the conditions given by eq. (2) and eq. (3) (ref. to the transformation of eq. (9) into eq. (10), and [8,9]).

Task 18.3

By the use of experiments, investigate the convergence behaviour of the difference equation (9) for a range of representative starting terms, and discuss the results.

Task 18.4

Verify eq. (15) and (17).

Task 18.5

By the use of experiments, investigate the convergence behaviour of the difference equation for a range of representative values of and as well as for different starting terms.
For which configuration does the difference quotient exhibits the best convergence to the limit eq. (17)?


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