SCNC1111

Scientific Method and Reasoning

Part II a: Quantitative Reasoning: Mathematics
Lecture 6
Difference Equations
26th, 30th September 2014
3rd October 2014
Dr. Rachel Lui

Rabbits

kunoshima
The hundreds of rabbits found on the island today
are thought to be descendants of eight rabbits
released by schoolchildren in 1971.

Problem of the Rabbits

Leonardo Bonacci (c. 1170 c. 1250) known as
Fibonacci, and also Leonardo of Pisa introduced the
famous Problem of the Rabbits in his masterpiece,
the Liber Abaci (The book of Calculation or The Book
of the Abacus).

Leonardo Fibonacci (1170-1250)

Source: Wikimedia Commons
4

Problem of the Rabbits

Initially there is a pair of baby rabbits one of each
gender.
Each month, a couple of baby rabbits will mature.
A couple of adult rabbits will produce a couple of
baby rabbits.
Assume that the rabbits will never die. What is the
total number of rabbit pairs after one year?

Problem of the Rabbits

Number of pairs Number of pairs
of baby Rabbits of mature rabbits

Total number of
pairs of rabbits

Start

Jan 1

After 1 month

Feb 1

After 2 months

Mar 1

After 3 months

Apr 1

After 4 months

May 1

After 5 months

Jun 1

After 6 months

Jul 1

13

After 7 months

Aug 1

13

21

After 8 months

Sept 1

13

21

34

After 9 months

Oct 1

21

34

55

After 10 months

Nov 1

34

55

89

After 11 months

Dec 1

55

89

144

After 1 year

Jan 1

89

144

233
6

Problem of the Rabbits

Starting from the rst month, the number of rabbit
pairs is:
1, 1, 2, 3, 5, 8, 13, 21, . . .
This pattern is the Fibonacci sequence, named after
Fibonacci.
Note, however, the Fibonacci sequence have been
known in India at least 500 years earlier.

Source: Wikimedia Commons

7

Notation
We use 0 to denote the number of pairs of rabbits
at the start.
We use 1 to denote the number of pairs of rabbits
after 1 month.
We use 2 to denote the number of pairs of rabbits
after 2 months.
.
We use to denote the number of pairs of rabbits
after months.

Problem of rabbits
It turns out that we have
+2 = +1 + ( 1), 1 = 2 = 1
Note: we may also write the equation as
= 1 + 2 ( 3).

Fibonacci Rabbits
Reason for the equation = 1 + 2
Recall that in month 2 , there are 2 pairs of rabbits.
In month 1 , all the 2 pairs of rabbits of the previous
month will still be there, and they are all adults now. Any
additional pairs of rabbits must be babies, produces by those
adult rabbits of the previous month. Altogether there are
1 pairs of rabbits.
In month , all the 1 pairs of rabbits of the previous month
will still be there. The additional rabbits are babies produced
by the 2 adult pairs of the previous month, which means
there are 2 pairs of baby rabbits, resulting in a total of
= 1 + 2 pairs of rabbits.
10

Radioactive Decay
A half-life of a radioactive
element is the time required for
half of the atoms to decay.
The half-life of radioactive
elements varies greatly.

Light emission caused by radioactive decay

Source: About.com

Uranium-238 has a half-life of 4.5 billion years, making it a

candidate to measure the age of planets or even the universe.
Carbon-14 has a half-life of 5,730 years, and is frequently used to
date ancient organic matters.
Polonium-214 has an extremely short half-life, about 160
microseconds, and it only appears as an immediate product of a
series of radioactive decays.
11

Decay of Radium-226
The half-life of radium-226 is 1,600 years. If the current
amount of radium-226 is 0 , then
after one half-life, there will be only
1 = 0.50 left.
after two half-lives (i.e. 3,200 years), there will be just
2 = 0.51 .
after three half-lives (i.e. 4,800 years), there will be just
3 = 0.52 .

In general, the amount of radium-226 after half-lives

satises the dierence equation
= 0.5 1

12

My breakfast

13

Half Life of Caffeine

The half-life of caffeine the time required for the
body to eliminate one-half of the total amount of
caffeine in your body.
In healthy adults, caffeine's half-life is roughly 37
hours.
Assume one drinks coffee at 9 a.m. and the half life
of caffeine to be 6 hours, how much caffeine will be
left in his or her body at 3 p.m.? What about 9 p.m.?
Can you formulate this scenario?

14

Bacteria Growth
Consider the question:
If in every minute, 75% bacteria reproduce but 20% bacteria
die, how can we formulate this problem mathematically?
To formulate the problem, first let denote the bacteria
population at time . Here is measured in numbers (of
bacteria), and is measured in minutes.
If stands for the current bacteria population, then the total
population in the next minute should be
+1 = + 0.75 0.2
= 1.55 .
The constant factor 1.55 in the above equation is the growth
rate of the bacteria.
15

Population Control
To control the population of
predators, the local government may
issue license to kill a number of
predators each year.
In Oregon, USA, totally 777 cougars
are allowed to be hunted each year.
Suppose the natural growth rate of
Cougars
Source: Wikimedia Commons
cougars is 1.7 per year. Then we
have
+1 = 1.7 777
where is the number of cougars in Oregon at year .

16

What you have learned

Until now
1. you should be able to formulate a scenario

In case you dont understand, you are strongly

advised to find anyone in the teaching team. You can
also make a good use of the discussion forum. Your
fellows would be happy to help.

17

What is a difference equation?

Denition
Let 1 , 2 , 3 , be a sequence of numbers. A
recurrence relation or dierence equation is an
equation in which each further term is dened as a
function of the preceding terms.
Examples
= 1 + 2 (Fibonacci)
+1 = 0.5 (Radioactive decay)
+1 = 1.55 (Bacterial growth)
+1 = 1.7 777 (Population Control)
18

Solution to a difference equation

What is the meaning of solving the following
algebraic equation
3 2 = 7
where is an unknown?

19

Solution to a difference equation

Solve +1 2 = 0.
Prove that = 2 is a solution of +1 2 = 0.
Is it the only solution?

We call any of the

= 3 2
= 4 2
1
5

= 2 etc.

the particular solution of +1 2 = 0.

We call = 2 , where is an arbitrary
constant, the general solution.
20

Take-home exercises
Prove that = + is a solution of
+1 2 2 = 1
where is a constant.
2

Prove that = 1 is a solution to the difference

equation
( + 1)+1 + = 2 3.

21

Exercises
Prove that +1 1 = 0 has two particular
solutions = (1) and = 1.
Let 1 and 2 be two arbitrary constants. Prove that
1 (1) + 2 1 is also a solution to +1 1 =
0.
We call 1 (1) + 2 1 a linear combination of
(1) and 1.

22

What you have learned

Until now
1. you should be able to formulate a scenario
2. you should understand what a particular solution and a
general solution mean.

In case you dont understand, you are strongly

advised to find anyone in the teaching team. You can
also make a good use of the discussion forum. Your
fellows would be happy to help.

23

Initial Conditions
With dierent initial values, the same dierence
equation will give dierent sequences:
a) = 31 + 4 with 1 = 1 gives 1, 7, 25, 79, ...
= 31 + 4 with 1 = 0 gives 0, 4, 16, 52, ...

b) = 1 + 2 with 1 = 2 = 1 gives 1, 1, 2, 3,
5, 8,
= 1 + 2 with 1 = 1, 2 = 0 gives 1, 0, 1,
1, 2, 3, 5,

24

Initial conditions
The initial conditions or initial values for a dierence
equation is an assignment of values to the rst terms
of the sequence, so that we can deduce other terms
using the dierence equation.

25

Initial conditions
The difference equation +2 4+1 + 4 = 0
has the solution = 2 (1 + 2 ) for any
constants 1 and 2 .
Proof: +2 4+1 + 4 = 2+2 1 + 2 + 2
4 2+1 1 + 2 + 1
+4 2 1 + 2
=0
For every pair of values of the constants 1 and 2 ,
we found that there infinitely many solutions to
+2 4+1 + 4 = 0. Therefore, you are given
an initial conditions of the difference equations.
26

Example
Solve +2 4+1 + 4 = 0 with initial
conditions 0 = 1 and 1 = 6.
We know that = 2 (1 + 2 ) is a solution to the
difference equation.
Substituting = 0 and k = 1, we get 0 = 1 and
1 = 2(1 + 2 ).
Hence 1 = 1 and 2 1 + 2 = 6, which implies
2 = 2.
Therefore = 2 (1 + 2) is a particular solution.

27

Exercise
We know that = 2 is the general solution to
+1 2 = 0. Find a solution of the difference
equation satisfying the initial condition 0 = 3.

28

What you have learned

Until now
1. you should be able to formulate a scenario
2. you should understand what a particular solution and a
general solution mean.
3. you should know what initial condition is and why it is
important.

29

Order of a difference equation

A rst order dierence equation is a recurrence
relation of the form
= (, 1 )
Example: = 31 + 4 is a rst order dierence

equation.

A second order dierence equation is a recurrence

relation of the form
= , 1 , 2
Example: = 1 + 2

30

Examples
Difference equations

Order?
2
= 1
+ 3

= 32
+2 + 5+1 7 = 2
+2 + 5+1 = 2
+2 7 = 2
3+2 + 2+1 6 = 0
4 +3 3 +2 + 2 +1 = 1
Suppose a sequence of numbers 1 , 2 , 3 , is given.
= 1 1 + 2 2 + 3
31

Linear or non-linear?
Denition
A -th order linear dierence equation is a dierence
equation of the form
= 1 1 + 2 2 + + + +1
where 1 , 2 , , , +1 are constants.

32

Classification of difference equations

Difference equations

Order?

Linear or nonlinear?

+1 3 + 1 =

2nd order

Linear

+1 = 2

1st order

Non-linear

+4 = 2

4th order

Linear

+1 = 0.25 2

1st order

Non-linear

+3 = cos

3rd order

Non-linear

+2 + 3 1 +1
=0
+1

2nd order

Linear

33

Homogeneous or non-homogeneous?
Denition
A -th order homogeneous dierence equation is a
dierence equation of the form
= 1 1 + 2 2 + +
where 1 , 2 , , are constants.
It is homogeneous because the RHS does not have terms
involving (not even a nonzero constant term).

34

Exercises
Difference equations

Order?

Linear or nonlinear?

Homogeneous or
nonhomogeneous?

= 1
where is a constant

1st order

Linear

Homogeneous

= 2 1

1st order

Linear

Homogeneous

+1 = 1.7

1st order

Linear

Homogeneous

= 1

1st order

Linear

Homogeneous

+1 = 1.7 777

1st order

Linear

Nonhomogeneous

= 1

1st order

Non-linear

Homogeneous

35

Exercises
Difference equations

Order

Linear or non-linear

Homogeneous or
non-homogeneous

= 1 + 2
= 1 + 52 + 33
= 52
+ 4 2 = 0
+3 7+1 + 6 = 0

36

Classifications
Why do we need to classify all these equations?
Help you to find the right way to solve.

37

What you have learned

Until now
1. you should be able to formulate a scenario
2. you should understand what a particular solution and a
general solution mean.
3. you should know what initial condition is and why it is
important.
4. you should be able to classify different types of
difference equations.

38

Solving first order homogeneous linear difference equations

Consider the general form of a first order

homogeneous linear difference equation
+1 = 1.55 (bacterial growth)
What if I want to find the population when = 24 ?

39

Bacteria Growth
If 0 denotes the initial value of at time = 0, then we have
= 1.551

= 1.55 1.552
= 1.552 2
= 1.552 1.553
= 1.553 3
=

= 1.55 0
this dierence equation has a closed form solution =
1.55 0 .
40

Decay of Radium-226
In general, the amount of radium-226 after
half-lives satises the dierence equation
= 0.5 1
It has a closed form formula = 0.5 0
In general, the closed form solution to = 1 is
= 0 .

41

What you have learned

Until now
1. you should be able to formulate a scenario
2. you should understand what a particular solution and a
general solution mean.
3. you should know what initial condition is and why it is
important.
4. you should be able to classify different types of
difference equations.
5. you should be able to solve the first order linear
homogeneous difference equation.

42

Solving higher order homogeneous linear difference equations

Consider the general form of a k-th order

homogeneous linear difference equation
+ + 1 +1 + + 1 +1 + = 0 (*)
where 1 , 2 ,, are known numbers.
For example,
+3 6+2 + 3+1 + 2 = 0
Step 1: To find the general solution to (*), we build
the characteristic equation
+ 1 1 + + 1 + = 0.
43

Characteristic Equations
Denition
For a homogeneous linear dierence equation
= 1 1 + 2 2 + + 1 +1 + ,
its characteristic polynomial equation is defined as
the following equation with as variable:
= 1 1 + 2 2 + + 1 + .
Note: the characteristic equation can be rewritten as
1 1 2 2 = 0
44

Characteristic Equations
Examples
Difference equation

Characteristic equation

= 1.55 1

= 1.55

= 1 + 2

2 = + 1

= 1 + 52 + 33

3 = 2 + 5 + 3

= 52

2 = 5

+ 4 2 = 0

2 + 4 = 0

+3 7+1 + 6 = 0

3 7 + 6 = 0
45

Procedure of Finding Closed Form Solution of

Homogeneous Linear Difference Equations
Step 2: factorize the characteristic equation into linear factors

1
2
1
2

=0
where 1 , , are the distinct roots of the equation.
Note: Because the characteristic polynomial equation has
degree , we will have 1 + 2 + + = .

46

Closed Form Solution of Homogeneous Linear

Difference Equations
Find the closed form solution of +2 = 3+1 2 .
Step 1:
2 = 3 2
2 3 + 2 = 0
Step 2:
1 2 =0
Step 3: suppose and are the two roots of the
characteristic equation 2 = 0.
a) If then the closed form should be 1 + 2 for
some constants 1 , 2 .
b) If = then the closed form should be 1 + 2
for some 1 , 2 .
47

Closed Form Solution of Homogeneous Linear

Difference Equations
Example
Find the closed form solution of +2 = 3+1 2 .
Step 1:
2 = 3 2
2 3 + 2 = 0
Step 2:
1 2 =0
= 1 or = 2
Step 3:
= 1 (1) +2 (2)
Step 4 : We can find 1 and 2 if the initial conditions
are given.

48

Double Root Example

Example
Consider = 21 2 with initial conditions
1 = 2, 2 = 1.
The characteristic equation is 2 2 + 1 = 0, which has a
double root 1. Thus the general closed form is
= 1 + 1 , or = + .
From initial conditions 1 = 2, 2 = 1, we get
2 = + ,
1 = + 2.
Solution of this pair of equations is = 3, = 1.
Substitute these into the general closed form = + ,
we obtain = 3 .
49

Closed Form of the Fibonacci Sequence

Example
Solve = 1 + 2 , 1 = 2 = 1
Step 1: The characteristic equation 2 1 = 0
1+ 5 1 5
,
.
2
2

1+ 5
1 5
+
2
2

Step 2: two distinct roots

Step 3: =

Step 4: From initial conditions 1 = 2 = 1 we get

(substitute = 1: ) 1 = 1 =
(substitute = 2:) 1 = 2 =

1+ 5
2
1+ 5
2

Solving the two equations above, we obtain =

Hence =

1
5

1+ 5
2

1 5
2

1 5
2

1 5
2

1
,
5

1
5

.
50

Closed Form of the Fibonacci Sequence

=

1
5

1+ 5
2

1 5
2

is called the Binets

formula, named after Jacques Binet (1786-1856), although it

is known to Abraham de Moivre (1667-1754) a century earlier.

Binets formula is a closed form for the Fibonacci sequence.

51

Take-home exercises
The closed form of = 1 + 2 with 1 =
2 = 1 is =

1
5

1+ 5
2

1 5
2

The closed form of = 1 + 2 with

1 = 1, 2 = 3 is =

1+ 5
2

1 5
2

The closed form of = 1 + 2 with

1 = 5 + 2, 2 = 5 + 6 is = 3
1 5
2

1+ 5
2

.
52

A Non-homogeneous Equation

Consider the difference equation = 1 + , where , are constants and

.
This is not a homogeneous equation (although it is still linear).
For the case 0 and 1, we can work out the solution like this:
= 1 +
1
= 1 +

= 1 +

1 1
+

= 1 +
1
1

Now define = + 1 for all . Then the above becomes = 1 , which has
closed form solution = 0 .

This gives closed from solution of as + 1 = 0 + 1 , i.e., =

0 + 1 1.
53

Example
Recall the example of the cougars in
Oregon, USA: Each year 777 cougars
are allowed to be hunted, and
suppose the natural growth rate of
cougars is 1.7 per year. Then we
have
Cougars
Source: Wikimedia Commons

+1 = 1.7 777
where is the number of cougars in Oregon at year .

54

A Non-homogeneous Equation
Consider the difference equation = 1 + , where ,
are constants and .

This gives closed from solution =

0 +
1

.
1

+1 = 1.7 777 (cougars)

=?
=?
We obtain closed form solution:
= 1.7 (0 1110) + 1110
55

Take-home exercises
a) The closed form of = 31 + 4 with 1 = 1 is
= 3 2

b) The closed form of = 31 + 4 with 1 = 0 is

= 2(31 ) 2

56

A Non-homogeneous Equation
In the previous slide, we found the closed form of
the difference equation
= 1 +
where 0 and 1.
Question: what if 0 and = 1?
Answer: Your exercise!

57

Summary
Real world examples of difference equations
Bacteria growth
Animal population
Radioactive decay

Fibonacci sequence
General difference equations
Linear homogeneous difference equations
Characteristic equation
Finding closed form solution

Solving = 1 +
58

Exercises
Problem 1 Find the rst seven terms of the difference
2

equation = 1 + 7 + 11 , 1 = 1
Problem 2 Find the closed form of for the difference
equation = 31 22 , 1 = 2 = 2.
Problem 3 Find the closed form of for the difference
3
3
equation 3 = 1
+ 2
, 1 = 2 = 1
Problem 4 Find the closed form of for the difference
equation = 31 43 , 0 = 2, 1 = 1, 2 = 15

59