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Solving Difference Equations and Recurrence Relations
Rating: 4.2 out of 5(34 ratings)
2,502 students

Solving Difference Equations and Recurrence Relations

A Complete Video Tutorial
Last updated 12/2019
English
English [Auto],

What you'll learn

  • General form of ordinary linear difference equations
  • How to solve homogeneous linear difference equations
  • How to solve non-homogeneous linear difference equations
  • Solving difference equations with repeated roots in characteristic equation

Course content

1 section8 lectures35m total length
  • Introduction2:49

    Explore how difference equations in a discrete domain mirror differential equations, solving recurrence relations with initial conditions to obtain general solutions like x_n = n + C and resulting sequences.

  • Solving a General Second-Order Difference Equation3:52

    Solve linear second-order difference equations using a characteristic equation, express solutions as a linear combination of s1^n and s2^n, and determine constants from x0 and x1.

  • The Fibonacci Series as a Difference Equation4:46

    Solve the fibonacci sequence as a difference equation and derive its closed-form solution from the characteristic equation. Use initial conditions to determine constants and verify the result with MATLAB.

  • More on Fibonacci Series and Golden Ratio4:30

    explore the fibonacci sequence through its characteristic equation roots, derive the closed form, and prove that the ratio f_n over f_{n-1} tends to the golden ratio.

  • General Form of the Solution for a Difference Equation2:07

    Solve linear difference equations via the characteristic equation, find roots to form a general solution as a linear combination of basis sequences, and add a particular solution for non-homogeneous cases.

  • Repeated Roots in Characteristic Equation3:26

    Learn to solve difference equations with repeated roots via the characteristic equation. Form the general solution (C1 + C2 n) r^n and determine constants from initial conditions.

  • How to Solve Non-Homogeneous Difference Equations8:00

    solve non-homogeneous difference equations by deriving a polynomial particular solution and a homogeneous solution, yielding x_n = C 2^n + x_p(n) with x_p(n) = -n-2; determine C from initial condition.

  • Non-Homogeneous Difference Equations with Repeated Roots6:15

    Explore non-homogeneous difference equations with repeated roots, deriving general and particular solutions via characteristic equations. Apply initial conditions to determine constants.

Requirements

  • Basic Mathematics

Description

Difference Equations , aka. Recurrence Relations, are very similar to differential equations, but unlikely, they are defined in discrete domains (e.g. discrete time or space). In this video tutorial, the general form of linear difference equations and recurrence relations is discussed and solution approach, using eigenfunctions and eigenvalues is represented. Some examples, including Fibonacci Series, are investigated in the video tutorial, as well. The case of multiple (non-distinct) roots of characteristic equation is also considered. Finally, the non-homogeneous difference equations are discussed, by providing the concept of general and particular solutions.

Who this course is for:

  • Math Students
  • Computer Science Students
  • Engineering Students
  • Anyone interested in mathematics