Notes/Discrete Structures/Recurrence relations.md

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A recurrence relation is an equation that defines a sequence based on its earlier terms, along with initial values.

  • The recurrence relation a_n = a_{n-1} + 4 with initial condition a_1 = 3 defines the sequence: 3, 7, 11, 15, \ldots.

Techniques for Finding Explicit Formulas

  1. Backtracking involves repeatedly substituting the recurrence relation into itself until a pattern emerges.

    • For the recurrence relation a_n = a_{n-1} + 4, we repeatedly substitute:

      • a_n = a_{n-1} + 4
      • a_n = (a_{n-2} + 4) + 4 = a_{n-2} + 2 \cdot 4
      • a_n = ((a_{n-3} + 4) + 4) + 4 = a_{n-3} + 3 \cdot 4
      • \ldots
      • a_n = a_{n-(n-1)} + (n-1) \cdot 4 = a_1 + (n-1) \cdot 4 = 3 + (n-1) \cdot 4
    • So, the explicit formula for the sequence is:

      
      a_n = 3 + (n-1) \cdot 4
      
  2. Characteristic Equation applies to linear homogeneous recurrence relations.

    • A LHR relation of degree k is of the form:

      
      s_n = a_1 s_{n-1} + a_2 s_{n-2} + \ldots + a_k s_{n-k},
      

      where a_i \in \mathbb{R} are constants. 1

    • The characteristic equation is:

      
      x^k - a_1 x^{k-1} - a_2 x^{k-2} - \ldots - a_k = 0
      
    • The roots of the characteristic equation determine the explicit formula for the sequence.


Solving Linear Homogeneous Recurrence Relations of Degree 2

For s_n = a s_{n-1} + b s_{n-2}, the characteristic equation is x^2 - ax - b = 0. Let r_1 and r_2 be the roots:

  1. In case of distinct roots (r_1 \neq r_2):

    • The general solution is:
      
      s_n = c_1 r_1^n + c_2 r_2^n,
      
      where c_1 and c_2 are constants determined by initial conditions.
  2. In case of repeated roots (r_1 = r_2 = r):

    • The general solution is:
      
      s_n = r^n (c_1 + c_2 n),
      
      where c_1 and c_2 are constants determined by initial conditions. 2

Example - Fibonacci Sequence

The Fibonacci sequence is defined as:


f_n = 
\begin{cases}
0, & \text{if } n = 0, \\
1, & \text{if } n = 1, \\
f_{n-1} + f_{n-2}, & \text{if } n \geq 2.
\end{cases}
  • The characteristic equation is:

    
    x^2 - x - 1 = 0
    
  • The roots are:

    
    r_1 = \frac{1 + \sqrt{5}}{2}, \quad r_2 = \frac{1 - \sqrt{5}}{2}.
    
  • Since r_1 \neq r_2, the explicit formula is:

    
    f_n = c_1 r_1^n + c_2 r_2^n.
    
  • Using the initial conditions:

    • f_0 = 0 = c_1 + c_2
    • f_1 = 1 = c_1 \left(\frac{1 + \sqrt{5}}{2}\right) + c_2 \left(\frac{1 - \sqrt{5}}{2}\right)
  • Solving this system, we get:

    
    c_1 = \frac{1}{\sqrt{5}}, \quad c_2 = -\frac{1}{\sqrt{5}}.
    
  • Therefore, the explicit formula for the Fibonacci sequence is:

    
    f_n = \frac{1}{\sqrt{5}} \left(\frac{1 + \sqrt{5}}{2}\right)^n - \frac{1}{\sqrt{5}} \left(\frac{1 - \sqrt{5}}{2}\right)^n.
    

Verifying Explicit Formulas

The correctness of an explicit formula for a recurrence relation can be proven using strong mathematical induction. For example, the explicit Fibonacci formula is verified by Induction.

Footnotes


  1. Linear homogeneous recurrence relations are equations where each term is a combination of earlier terms, with no added constants. ↩︎

  2. Repeated roots in a characteristic equation require modifying the solution to include a term that grows linearly with n. ↩︎