BIT108 Discrete Mathematics
School of Information and
Communication Technology
Recurrence Relations
Lecturer : Mr Kok Chye Hock
(
[email protected])
Readings
Johnsonbaugh
Chapter 7: Recurrence Relations
7.1 Introduction
7.2 Solving Recurrence Relations
Definition
A recurrence relation for the sequence a0, a1, …
is an equation that relates an to its
predecessors a0, a1, ……an-1. In order for
recurrence relation to define a sequence, a
“start-up” value or values must be given. These
start-up values are called initial conditions.
Examples
Example 1:
a0 , a1 , a2 , a3 , a4 , …
Sequence: 2, 6, 18, 54, 162, …
Recurrence relation: an = 3an-1 n 1
Initial Conditions: a0 = 2
Example 2:
a1 , a2 , a3 , a4 , a5 , …
Sequence: 2, 6, 18, 54, 162, …
Recurrence relation: an = 3an-1 n 2
Initial Conditions: a1 = 2
Examples
Example 3:
a1 , a2 , a3 , a4 , a5 , …
Sequence: 5, 8, 11, 14, 17, …
Recurrence relation: an = an-1 + 3 n 2
Initial Conditions: a1 = 5
Example 4:
f1, f2, f3, f4, f5, …
Sequence: 1, 2, 3, 5, 8, …
Recurrence relation: fn = fn-1 + fn-2 n 3
Initial Conditions: f1 = 1
f2 = 2
Recurrence Relations?
1. an = an-1 + 4 11. fn = (fn-1)2
2. an = 2•3n-1 12. fn = (fn-1)2 + 2
3. an = 5•2n-1 + 3•2n-2 13. fn = 2fn-1
4. an = 3an-1 + 4nan-2 14. fn = fn-3 + 2fn-2
5. an = 3an-1 15. fn = 2fn-1 + n
6. an = 3an-1 + 5 16. fn = 2nfn-1
7. xn = 2xn-1 – 3xn-2 17. fn = 4fn-4 + 8fn-3
8. xn = 3xn-1 + 7xn-2 18. an = an-1 + 2an-2
9. xn = 7xn-1 – 6xn-2 19. an = 3(-1)n + 5(2)n
10. xn = xn-4 20. an = 3an-1 – 2an-2
Linear Homogeneous Recurrence Relations with
Constant Coefficients
A linear homogeneous recurrence relations of degree k with
constant coefficients is a recurrence relation of the form:
an = c1an-1 + c2an-2 + c3an-3 + … + ckan-k
where c1, c2, c3, c4, …ck are real numbers
Examples
The followings are examples of linear homogenous
recurrence relation with constant coefficients
pn = (1.11)pn-1 (degree one)
fn = fn-1 + fn-2 (degree two)
The followings are examples of NOT being linear
homogenous recurrence relation with constant
coefficients
an = an-1 + (an-2)2 : not linear – quadratic recurrence
relation
hn = 2hn-1 + 1 : contains non-homogenous term
Bn = nBn-1 : coefficient is not constant
Linear Homogeneous Recurrence Relations with
Constant Coefficients
1. an = an-1 + 4 11. fn = (fn-1)2
2. 12. fn = (fn-1)2 + 2
3. 13.
4. an = 3an-1 + 4nan-2 14. fn = fn-3 + 2fn-2
5. an = 3an-1 15. fn = 2fn-1 + n
6. an = 3an-1 + 5 16. fn = 2nfn-1
7. xn = 2xn-1 – 3xn-2 17. fn = 4fn-4 + 8fn-3
8. 18. an = an-1 + 2an-2
9. xn = 7xn-1 – 6xn-2 19.
10. xn = 5xn-4 20. an = 3an-1 – 2an-2
Linear Homogeneous Recurrence Relations with
Constant Coefficients: Answer
1. an = an-1 + 4 11. fn = (fn-1)2
2. 12. fn = (fn-1)2 + 2
3. 13.
4. an = 3an-1 + 4nan-2 14. fn = fn-3 + 2fn-2
5. an = 3an-1 15. fn = 2fn-1 + n
6. an = 3an-1 + 5 16. fn = 2nfn-1
7. xn = 2xn-1 – 3xn-2 17. fn = 4fn-4 + 8fn-3
8. 18. an = an-1 + 2an-2
9. xn = 7xn-1 – 6xn-2 19.
10. xn = 5xn-4 20. an = 3an-1 – 2an-2
Solving Recurrence Relations
To solve a recurrence relation involving the sequence a0, a1,
a2, . . . is to find an explicit formula for the general term an.
Solving Recurrence Relation
Example 1:
a0 , a1 , a2 , a3 , a4 , …
Sequence: 2, 6, 18, 54, 162, …
Recurrence relation: an = 3an-1 n 1
Initial Conditions: a0 = 2
an = 3an-1
= 3(3an-2) = 3kan-k
= 32an-2 :
= 32(3an-3) = 3nan-n (Let k = n, to get the last term)
= 33an-3 = 3na0
: = 2(3n) n0
Solving Recurrence Relation
Example 1:
a0 , a1 , a2 , a3 , a4 , …
Sequence: 2, 6, 18, 54, 162, …
Recurrence relation: an = 3an-1 n 1
Initial Conditions: a0 = 2
Let an = rn, an-1 = rn-1, an = A(r)n
an = 3an-1 an = A(3)n
rn = 3(rn-1) Using initial condition, a0 = 2.
Divide both side by rn -1 a0 = A(3)0 = 2
rn = 3(rn-1) A=2
rn-1 rn-1
r1 = 3 an = 2(3n) n0
Solving Recurrence Relation
Example 2:
a1 , a2 , a3 , a4 , a5 , …
Sequence: 2, 6, 18, 54, 162, …
Recurrence relation: an = 3an-1 n 2
Initial Conditions: a1 = 2
an = 3an-1
= 3(3an-2) = 3kan-k
= 32an-2 :
= 32(3an-3) = 3n-1an-(n-1) (Let k = n-1, to get the last term)
= 33an-3 = 3n-1a1
: = 2(3n-1) n1
Solving Recurrence Relation
Example 2:
a1 , a2 , a3 , a4 , a5 , …
Sequence: 2, 6, 18, 54, 162, …
Recurrence relation: an = 3an-1 n 2
Initial Conditions: a1 = 2
Let an = rn, an-1 = rn-1, an = A(r)n
an = 3an-1 an = A(3)n
rn = 3(rn-1) Using initial condition, a1 = 2.
Divide both side by rn -1 a1 = A(3)1 = 2
rn = 3(rn-1) A=
rn-1 rn-1 an = (3n)
r1 = 3 an = 2(3n-1) n1
Solving Linear Homogeneous Recurrence Relations with
Constant Coefficients (Degree 2)
Theorem 1:
Let c1 and c2 be real numbers. Suppose
r2 – c1r – c2 = 0 has 2 distinct roots r1 and r2
then the solution is
an = A(r1)n + B(r2)n
where A and B are constants.
Example
Find the solution of the recurrence relation
an = an-1 + 2an-2 with a0 = 2 and a1 = 7, n ≥ 2
Solution:
Step 1:
Substitute rn = an, rn-1 = an-1, rn-2 = an-2 in
an = an-1+2an-2
rn = rn-1 + 2rn-2
rn – rn-1 – 2rn-2 = 0
Example (cont’d)
Step 2:
Divide by rn-2 and solve for r.
r2 – r – 2 = 0
(r +1)(r-2)=0
r = -1, r = 2
Step 3:
Using the formula an = A(r1)n + B(r2)n
an = A (-1)n + B (2)n
Example (cont’d)
Step 4:
Find A and B with the given initial conditions
a0 = 2 and a1 = 7:
a0 = 2= A(-1)0 + B(2)0
2 = A+B
a1 = 7 = A(-1)1 + B(2)1
7 = -A + 2B
A = -1, B=3
Final Answer : an = (-1) (-1)n + (3)(2)n
= (-1)n+1 + (3)(2)n
,n ≥ 0
Theorem 2:
Let c1 and c2 be real numbers.
Suppose r2 – c1r – c2 = 0 has only one root r,
then the solution is
an = A(r)n + Bn(r)n
where A and B are constants
Example
Find the solution of the recurrence relation
xn – 6xn-1 + 9xn-2 = 0 with x0 =1 and x1 = -9, n ≥ 2.
Solution:
Step 1:
Substitute rn = xn, rn-1 = xn-1, rn-2 = xn-2 in
xn – 6xn-1 + 9xn-2 = 0
rn – 6rn-1 + 9rn-2 = 0
Example (cont’d)
Step 2:
Divide by rn-2 and solve for r.
r2 – 6r + 9 = 0
(r – 3)(r – 3) = 0
r=3
Step 3:
Using the formula an = A(r)n + Bn(r)n
an = A(3)n + Bn(3)n
Example (cont’d)
Step 4:
Find A and B with the given initial conditions
x0 = 1 and x1 = -9:
x0 = 1 = A(3)0 + B(0)(3)0
1=A
a1 = -9 = 1(3)1 + B(1)(3)1
-9 = 3 + 3B
A= 1, B = -4
Final Answer : an = (1)(3)n + (-4)n(3)n
= (3)n – 4n(3)n ,n
≥0
Linear Non Homogeneous Recurrence Relations
with Constant Coefficients
A linear non homogeneous recurrence relations of degree k
with constant coefficients is a recurrence relation of the form:
an = c1an-1 + c2an-2 + c3an-3 + … + ckan-k + F(n)
where c1, c2, c3, c4, …ck are real numbers and F(n) is a function
not identically zero depending only on n.
Examples:
an = an-1 + 2n
an = 5an-2 + 7
an = 3an-1 + n3n
Solving Linear Non Homogeneous Recurrence Relations with Constant
Coefficients
Theorem 3:
If the recurrence relation is
an = c1an-1 + c2an-2 + c3an-3 + ………….ckan-k + F(n)
then the solution is
an(p) + an(h) where
an(p) - is the solution for the non-homogeneous (F(n))
an(h) - is the solution for the homogeneous
In this course we will look into two different types of F(n), namely
(a)polynomial in n of degree one; (b) constant value
Linear Non Homogeneous Recurrence
Relations
Given the recurrence relation:
an = c1an-1 + c2an-2 + c3an-3 + ………….ckan-k + F(n)
a) Polynomial in n of degree one
If F(n) = xn + y where x and y are real numbers
then the solution is an+d
b) Constant value
If F(n) = b where b is a real number then the
solution is a constant C
Case (a)
Find all the solution of the recurrence relation of
an = 3an-1 + 2n with n 2,
and the initial condition a1 = 3
1.Find an(h)
an = 3an-1
Substitute rn = an, rn-1 = an-1 in an = 3an-1
rn – 3rn-1 =0
Divide by rn-1
r–3=0
r=3
an(h) = A(3)n
Case (a)
2. Find an(p)
F(n) = 2n which is polynomial in n of
degree one
Solution is to use cn+d (linear function)
an(p) = cn + d --------------- (1)
an-1(p) = c(n-1) + d --------------- (2)
Substitute (1) and (2) in an = 3an-1 + 2n
cn + d = 3[c(n-1) + d] + 2n
cn + d = 3c(n-1) + 3d + 2n
cn + d = 3cn – 3c + 3d + 2n
cn + d = (3c + 2)n – 3c + 3d
Case (a)
Comparing coefficient of n and the constant
on both sides, we obtained:
c = 3c + 2 d = -3c + 3d
-2c = 2 -2d = -3c
c = -1 -2d = -3(-1)
-2d = 3
d = -3/2
an(p) = -n + (-3/2)
3 3
Thus an = A(3) + -n
n
+ 2= A(3) – n –
n
2
Case (a)
3 3
Thus an = A(3) + -n +
n
2
= A(3) – n –
n
2
3. Find A with the given initial conditions a1 =
3
3 2
3
11
a n = A(3) n
– n – 2
6a1 = 3 = A(3)(1) – 1 –
11 3
A= 6 2
Final Answer : an = (3)n – n – ,n1
Case (b)
Find all the solutions for an = 5an-1 + 7 with n 1
and the initial condition a0 = 1
1. Find an(h)
an = 5an-1 --------------------- (1)
Substitute rn = an, rn-1 = an-1 in (1)
rn – 5rn-1 =0
Divide by rn-1
r–5=0
r=5
an(h) = A(5)n
Case (b)
2. Find an(p)
F(n) = 7
Solution is to use C
an(p) = C --------------- (1)
an-1(p) = C --------------- (2)
Substitute (1) and (2) in an = 5an-1 + 7
C = 5C + 7
7 -4C =7
4C =
7
an(p)4 = 7 7
Thus an = A(5) + ( 4) = A(5)n –
n 4
Case (b)
7 7
Thus an = A(5) +n
( 4) = A(5) –
n
4
3. Find A with the given initial conditions a0=1
7
an = A(5)n4–
7
a0 = 11
1= A(5)0 4–
A =4 7
11
Final Answer: an = 4 (5)n – 4 ,n0
Application
Jill is saving for her retirement. In the month of
January every year she deposits RM500 in a
superannuation fund. If the fund grows at the
rate of 10% per annum, how much will Jill have
in the month of December of the 30th year.
Solution:
(Let the amount be denoted in terms RM1000)
a1 = 0.5
a2 = 1.1a1 + 0.5
a3 = 1.1a2 + 0.5
:
:
an = 1.1an-1+ 0.5
Application (cont’d)
1. Find the recurrence relation.
an = 1.1an-1+ 0.5
2. Find an(h)
an (h) = 1.1an-1 ----- (1)
Substitute rn = an, rn-1 = an-1 in (1)
rn – 1.1rn-1 =0
Divide by rn-1
r – 1.1 = 0
r = 1.1
an(h) = A(1.1)n
Application (cont’d)
3. Find an(p)
F(n) = 0.5
Solution is to use C
an(p) = C --------------- (1)
an-1(p) = C --------------- (2)
Substitute (1) and (2) in an = 1.1an-1 + 0.5
C = 1.1C + 0.5
-0.1C = 0.5
C = -5
an(p) = -5
Application (cont’d)
Thus an = an(h) + an(p) = A(1.1)n - 5
4. Find A with the given initial conditions
a1 = 0.5
an = A(1.1)n - 5
a1 = 0.5 = A(1.1)1 – 5
A=5
Final Answer: an = 5 (1.1)n – 5
Application (cont’d)
5. To calculate the amount in the month of
December of the 30 year
In the beginning of the 31st year Jill will
have
a31 = 5(1.1)31 – 5
= 90.972
This means Jill will have 90.972 * 1000 =
RM90972.
Subtracting her last deposit of RM500 Jill
will
have RM90472 at the end of the 30th year.
Solve the following recurrence relation
a =4an-1-4an-2 for n ≥ 2, a0=0, a1=1
n
Find all the solutions of the recurrence relations
a =2an-1+3n+1
n
Findall the solutions of the recurrence relation of the
above with initial condition a0=5
Exercise
Exercise: Assume that the population of the
world in 2002 is 6.2 billion and is growing at the
rate of 1.3% a year.
Set up a recurrence relation for the population of
the world n years after 2002.
Find an explicit formula for the population of the
world n years after 2002.
What will the population of the world be in 2014?
Recurrence Relations: Answer
1. an = an-1 + 4 11. fn = (fn-1)2
2. 12. fn = (fn-1)2 + 2
3. 13.
4. an = 3an-1 + 4nan-2 14. fn = fn-3 + 2fn-2
5. an = 3an-1 15. fn = 2fn-1 + n
6. an = 3an-1 + 5 16. fn = 2nfn-1
7. xn = 2xn-1 – 3xn-2 17. fn = 4fn-4 + 8fn-3
8. 18. an = an-1 + 2an-2
9. xn = 7xn-1 – 6xn-2 19.
10. xn = 5xn-4 20. an = 3an-1 – 2an-2