Professional Documents
Culture Documents
Reg ID 150072
MS-17, IAA
Difference Equation :
In mathematics, a recurrence relation / difference equation is an equation that
recursively defines a sequence or multidimensional array of values, once one or more
initial terms are given: each further term of the sequence or array is defined as a
function of the preceding terms.
The term difference equation sometimes (and for the purposes of this article) refers to
a specific type of recurrence relation. However, "difference equation" is frequently used
to refer to any recurrence relation.
Classification:
A dierence equation is said linear when each term of the sequence is dened as a
linear function of the preceding terms and non linear otherwise.
The order of a linear recurrence relation is the number of preceeding terms required by
the denition. Thus, the relation x n = 2xn2 is of order two because at least two
preceeding terms to compute any term xn (whether they are both used or not). The
general form of a linear recurrence relation of order p is as follows:
Xn = an1Xn1 + an2Xn2 + ... + anpXnp + a0
If the coecients ai does not depend on n, then the recurrence relation is said to have
constant coecients. In addition, if a0 = 0, the recurrence relation is said to be
homogeneous. Solving a dierence equation means to nd an explicit relation between
Xn and the initial conditions. The method to solve a dierence equation depends on the
type of equation we have.
yn+1 = yn + d (1st order)
yn+1 = A yn (1st order)
yn+2 = yn+1 + yn (2nd order)
Other examples of linear dierence equations are
yn+2 + 4yn+1 3yn = n2 (2nd order)
yn+1 + yn = n 3n (1st order)
The key point is that for a dierence equation to be classied as linear the terms of the
sequence {yn} arise only to power 1 or, more precisely, the highest subscript term is
obtainable as a linear combination of the lower ones. All the examples cited above are
consequently linear. Note carefully that the term n2 in one example does not imply nonlinearity since linearity is determined by the y n terms.
Examples of non-linear dierence equations are
yn+1 = pyn + y 2 n+1 + 2 yn
3 yn+1 cos(yn+1) = yn
The ve linear equations listed above also have constant coecients; for example:
yn+2 + 4yn+1 3yn = n2 has the constant coecients 1, 4, 3. The (linear) dierence
equation n yn+2 yn+1 + yn = 0 has one variable coecient viz n and so is not classied
as a constant coecient dierence equation.
Linear Constant Coefficients Difference Equation (LCCDE)
An order d linear homogeneous recurrence relation with constant coefficients is
an equation of the form
where
x is the
input
,
signal, y is the
the
constants
and
When the coefficients are real numbers, as in the above example, the filter is said to be
real. Otherwise, it may be complex.
Notice that a filter of the form of Eq. (5.1) can use ``past'' output samples (such as
) in the calculation of the ``present'' output
samples is called feedback. Any filter having one or more feedback paths (
called recursive.
) is
When used for discrete-time physical modeling, the difference equation may be referred
to as an explicit finite difference scheme.
Showing that a recursive filter is LTI is easy by considering its impulse-response
representation. For example, the recursive filter
Canonical Forms
In mathematics and computer science, a canonical, normal, or standard form of a
mathematical object is a standard way of presenting that object as a mathematical
expression. The distinction between "canonical" and "normal" forms varies by subfield.
In most fields, a canonical form specifies a unique representation for every object, while
a normal form simply specifies its form, without the requirement of uniqueness.
Canonical form can also mean a differential form that is defined in a natural (canonical)
way.
Partial Differential Equation
A second order linear PDE in two independent variables (x,y) can be written as
A(x,y)2u /x2+ B(x,y)2u /xy+ C(x,y)2u/y2+ D(x,y)u /x+ E(x,y)u /y+ F(x,y) u = G(x,y)
the same in short form can be written as
A(x,y) uxx + B(x,y) uxy + C(x,y) uyy + D(x,y) ux + E(x,y) uy + F(x,y) u = G(x,y)
where the subscript(s) represents the partial dierentiation with respect to the given
index (indices). Inspired by the classication of the quadratic equations as elliptic,
parabolic and hyperbolic, the second order PDE is also classied as elliptic, parabolic or
hyperbolic, at any point (x,y), depending on the value of the discriminant.
B2 4 AC
which is less than, equal to or greater than zero, respectively. Observe that the
coecients of second order partial derivatives only decide the classication. Three well
known examples for Poisson equation (Elliptic), one-dimensional unsteady diusion
equation (Parabolic) and one-dimensional wave equation (Hyperbolic) are given by
2u /x2+2u /xy= f(x,y) (Elliptic)
u /t= K22u/ x2(Parabolic)
2u /t2= a22u/ x2(Hyperbolic)
For hyperbolic equations, there exist two real directions, called characteristic directions
given by
dy/dx=B +(B2 4AC )/2A and
dy/dx=B (B2 4AC )/2A
Along these directions the partial dierential equation takes a simple form called Normal
or Canonical form. These curves are called characteristic curves.
Consider the hyperbolic equation 2u/ t2= a22u/ x2 for which the characteristic curves
can be obtained using
dx/dt=(4a2)/ 2
and
dx/dt= (4a2)/ 2
xat = C1 and x + at = C2
Therefore, the characteristic curves for are given by = x + at and = xat
Transforming in to and , using
/x=1 , / x=1 , /t= a, /t= a
Results in 2u / given equation. In general, the normal form of any hyperbolic
equation is
u = (,,u,u,u) or u u = (,,u,u,u)
Since for the parabolic equations, B24AC = 0, therefore, there exists only one real
characteristic direction (curve) given by
dy/dx=B/2A
Along the curves parabolic equations, in general, take the form
u = (,,u,u,u) or u = (,,u,u,u)
Finally, since B2 4AC < 0 for elliptic equations, there are no real characteristics for
these equations and hence the normal form for these equations will remain as
u + u = (,,u,u,u)
Solving Difference Equation
There are three main method for solving differential equations, these are:
(a) find complimentary & particular parts of solution
(b) sequential procedure
(c) z transform
We will focus on z-transform method only.
with initial condition y0 = 1. Now we take z-transform on both side and it results in
following equation
z Y(z)zy0 3Y(z) =4z/(z1)