PROBLEM SET 06 - Solving recurrence relations.
Consider a linear homogeneous recurrence relation
an = c1 an−1 + c2 an−2 , (1)
where c1 , c2 are real numbers with c1 6= 0. Let r1 , r2 be the roots of the characteristic equation
r2 − c1 r − c2 = 0.
If r1 6= r2 , then all the solutions of (1) are of the form
an = α1 r1n + α2 r2n ,
where α1 , α2 are constants, while for r1 = r2 the solutions of (1) are of the form
an = α1 r1n + α2 nr1n .
Similarly, for a linear homogeneous recurrence relation
an = c1 an−1 + c2 an−2 + c3 an−3 , (2)
with c1 6= 0 and three roots r1 , r2 , r3 of the characteristic equation
r3 − c1 r2 − c2 r − c3 = 0,
if all the roots are distinct then the solutions of (2) are of the form
an = α1 r1n + α2 r2n + α3 r3n ,
if r1 = r2 6= r3 , then the solutions of (2) are of the form
an = α1 r1n + α2 nr1n + α3 r3n ,
while for r1 = r2 = r3 , the solutions of (2) are given by
an = α1 r1n + α2 nr1n + α3 n2 r1n .
Next, consider a linear nonhomogeneous recurrence relation
an = c1 an−1 + c2 an−2 + · · · + ck an−k + f (n), (3)
(1)
and let an be a solution of the linear homogeneous recurrence relation
an = c1 an−1 + c2 an−2 + · · · + ck an−k . (4)
(1) (2) (2)
Then, the solution of (3) is of the form an = an + an . In some cases we can guess the form of an :
(2)
• if f (n) is a polynomial od degree d and 1 is not a root of the characteristic equation of (4), then an a polynomial
of degree d,
(2)
• if f (n) is a polynomial od degree d and 1 is a root of the characteristic equation of (4) of rank k, then an a
polynomial of degree d + k,
(2)
• if f (n) = Cβ n and β is not a root of the characteristic equation of (4), then an = Aβ n ,
(2)
• if f (n) = Cβ n and β is a root of the characteristic equation of (4) of rank k, then an = Ank β n .
1 Linear homogeneous recurrence relations
Exercise 1.1. Find the solutions of the following recurrence relations.
a. an = 5an−1 − 6an−2 for n 2, a0 = 1, a1 = 0
b. an = 4an−1 − 4an−2 for n 2, a0 = 6, a1 = 8
c. an = −4an−1 − 4an−2 for n 2, a0 = 0, a1 = 1
d. an = 4an−2 for n 2, a0 = 0, a1 = 4
e. an = an−1 + 6an−2 for n 2, a0 = 3, a1 = 6
f. an = −6an−1 − 9an−2 for n 2, a0 = 3, a1 = −3
Exercise 1.2. Find the solution to an = 2an−1 + an−2 − 2an−3 for n = 3, 4, 5, . . ., with a0 = 3, a1 = 6, and a2 = 0.
Exercise 1.3. Find the solution to an = 7an−2 + 6an−3 for n = 3, 4, 5, . . ., with a0 = 9, a1 = 10, and a2 = 32.
Exercise 1.4. Find the solution to an = 2an−1 + 5an−2 − 6an−3 for n = 3, 4, 5, . . ., with a0 = 7, a1 = −4, and a2 = 8.
1
2 Linear nonhomogeneous recurrence relations
Exercise 2.1. Find the solutions of the following recurrence relations.
a. an = an−1 + 7n, a0 = 0;
b. an = −6an−1 − 9an−2 + 3, a0 = 0, a1 = 1;
c. an = 4an−1 − 4an−2 + 2n , a0 = 2, a1 = 2;
d. an+1 = 2an − 1, a0 = 3;
e. an = an−1 + n3 , a0 = 0.
3 Solving complex recurrence relations
Exercise 3.1. Find the solutions of the following recurrence relations.
a. a2n = 2a2n−1 + 1, n 1, a0 = 2 assuming that an 0, for all n;
b. a2n = 2an−1 , n 1, a0 = 4, assuming that an > 0, for all n;
1−n
c. an = n an−1 + n1 2n , n 1, a0 = 3456;
d. an = nan−1 + n!, n 1, a0 = 2.
2
4 Hints and solutions
Ex. 1.1 a. an = 3 · 2n − 2 · 3n
b. an = 2n+1 (3 − n)
c. an = n(−2)n−1
d. an = 2n − (−2)n
e. an = 12 n 3
5 · 3 + 5 · (−2)
n
n
f. an = (3 − 2n)(−3)
Ex. 1.2 an = −2n − 2 · (−1)n + 6
Ex. 1.3 an = (−3)n + 5 · 2n + 3
Ex. 1.4 an = 3 · (−2)n − 3n + 5
Ex. 2.1 a. an = 27 (n2 + n)
1 3 3
b. an = (−3)n − 12 n − 16 + 16
n
c. an = (2 − n)2
d. an = 2n+1 + 1
e. an = 41 n4 + 12 n3 + 14 n2
√
Ex. 3.1 a. an = 5 · 2n − 1
1 n
b. an = 2 · 2( 2 )
2n−1
22n −1
c. a2n−1 = 2(2 +1)
3(2n−1) , a2n = 3n , n 1
d. an = n · n!