Question: find a general solution of homogeneous linear difference equation of the 2nd order with constant coefficients. How to solve it? Thank you. (pictures below)

task:
enter image source here

this should be solution:
enter image source here

Thank you!

1 Answer
May 18, 2018

# a_n = 4^n(An+b) #

Explanation:

We seek a solution to the Linear difference equation:

# a_(n+2) -8_(n+1) + 16a_n = 0 # ..... [A]

This is a Second Order Homogeneous linear difference equations, and is solved in a similar way to a second order linear differential equations with constant coefficients, by forming the Auxiliary Equation, which is the polynomial equation with the coefficients of the difference terms:

So, the associated Auxiliary equation is:

# m^2-8m+16 = 0#

# :. (m-4)^2 = 0 #

And so we have the solutions:

# m = +-4 # (repeated real root)

The roots of the auxiliary equation determine parts of the solution, which if linearly independent then the superposition of the solutions form the full general solution.

  • Real distinct roots #m=alpha,beta, ...# will yield independent solutions of the form #a_alpha=Aalpha^n#, #a_beta=Bbeta^n#, ...
  • Real repeated roots #m=alpha#, will yield a solution of the form # a_n=(An+B)alpha^n# where the polynomial has the same degree as the repeat.
  • Complex roots (which must occur as conjugate pairs) #m=R(costheta+isintheta)# will yield solutions of the form # a_n=R^n(Acost theta n+Bsin theta n)#

Thus the General Solution of the homogeneous equation [A] is:

# a_n = 4^n(An+b) \ \ \ \ # QED