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Note on some representations of general solutions to homogeneous linear difference equations

Abstract

It is known that every solution to the second-order difference equation x(n) = x(n-1) + x(n-2) = 0, n >= 2, can be written in the following form x(n) = x(0)f(n-1) + x(1)f(n), where fn is the Fibonacci sequence. Here we find all the homogeneous linear difference equations with constant coefficients of any order whose general solution have a representation of a related form. We also present an interesting elementary procedure for finding a representation of general solution to any homogeneous linear difference equation with constant coefficients in terms of the coefficients of the equation, initial values, and an extension of the Fibonacci sequence. This is done for the case when all the roots of the characteristic polynomial associated with the equation are mutually different, and then it is shown that such obtained representation also holds in other cases. It is also shown that during application of the procedure the extension of the Fibonacci sequence appears naturally.

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Note on some representations of general solutions to homogeneous linear difference equations

Author: Stevič, Stevo; Iričanin, Bratislav; Kosmala, Witold; Šmarda, Zdeněk
Publisher: Springer Nature
Year: 2020
DOI: 10.1186/s13662-020-02944-y
Source: https://dspace.vut.cz/bitstreams/eb77f445-87c3-4aeb-83e4-8ac477c394a7/download
S e i´
ce al.Ad ances in Diffe ence Equa ions (2020) 2020:486
h ps://doi.o g/10.1186/s13662-020-02944-y
RESEARCH Open Access
No e on some ep esen a ions o gene al
solu ions o homogeneous linea di e ence
equa ions
S e o S e i´
c1,2,3*, B a isla I iˇ
canin4,5, Wi old Kosmala6and Zdenˇ
ek Šma da3
*Co espondence: [email p o ec ed]
1Ma hema ical Ins i u e o he
Se bian Academy o Sciences, Knez
Mihailo a 36/III, 11000 Beog ad,
Se bia
2Depa men o Medical Resea ch,
China Medical Uni e si y Hospi al,
China Medical Uni e si y, Taichung
40402, Taiwan, Republic o China
Full lis o au ho in o ma ion is
a ailable a he end o he a icle
Abs ac
I is known ha e e y solu ion o he second-o de diffe ence equa ion
xn=xn–1 +xn–2 =0,n≥2, can be w i en in he ollowing o m xn=x0 n–1 +x1 n,whe e
nis he Fibonacci sequence. He e we find all he homogeneous linea diffe ence
equa ions wi h cons an coefficien s o any o de whose gene al solu ion ha e a
ep esen a ion o a ela ed o m. We also p esen an in e es ing elemen a y
p ocedu e o finding a ep esen a ion o gene al solu ion o any homogeneous
linea diffe ence equa ion wi h cons an coefficien s in e ms o he coefficien s o he
equa ion, ini ial alues, and an ex ension o he Fibonacci sequence. This is done o
he case when all he oo s o he cha ac e is ic polynomial associa ed wi h he
equa ion a e mu ually diffe en , and hen i is shown ha such ob ained
ep esen a ion also holds in o he cases. I is also shown ha du ing applica ion o he
p ocedu e he ex ension o he Fibonacci sequence appea s na u ally.
MSC: 39A10
Keywo ds: Homogeneous linea diffe ence equa ion wi h cons an coefficien s;
Gene al solu ion; Rep esen a ion o solu ions; Fibonacci sequence
1 In oduc ion
Le Ndeno e he se o all posi i e in ege s, N0=N∪{0},andZbe he se o all in ege s.
I p,q∈Za e such ha p≤q, henweuse heno a ionj=p,q o he exp ession j=
p,p+1,...,q.
The e has been some in e es in diffe ence equa ions and hei applica ions o a long
ime (see, e.g., [1–37] and he e e ences he ein). Since he ime o de Moi e i has been
known ha he homogeneous linea diffe ence equa ions wi h cons an coefficien s a e
sol able (see [6–8], see also [4,9]). Fo some la e p esen a ions o he heo y, see, e.g.,
[5,10,11,13,14,17,18]. Fo some ecen esul s on sol abili y, in a ian s, and hei ap-
plica ions, see, e.g., [2,3,19–22,24–36] and he ela ed e e ences he ein.
F om a o mula by de Moi e o sol ing homogeneous linea diffe ence equa ions o
second o de [7,8], gene al solu ion o he ollowing equa ion is specially ob ained:
xn–xn–1 –xn–2 =0, n≥2. (1)
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The Fibonacci sequence ( n)n≥0is he solu ion o equa ion (1)wi hx0=0andx1=1
( hesolu ioncan be explici ly oundinD.Be noulli’spape [4],aswellas heme hod ha
is usually used in sol ing homogeneous linea diffe ence equa ions wi h cons an coe -
ficien s nowadays). The sequence has been in es iga ed o se e al cen u ies, and he e
a e a lo o p ope ies and ela ions which a e sa isfied by he sequence (see, o example,
[1,12,16,37]). The sequence is usuallydefined on No N0,bu i iseasy osee ha i can
be defined on any se o in ege s o he o m n≥n0,whe en0∈Zisfixed,aswellason
he whole Z(see also he end o his sec ion).
An in e es ing ac ela ed o he Fibonacci sequence is ha e e y solu ion o equa ion
(1) can be w i en in he ollowing o m:
xn=x0 n–1 +x1 n,n∈N0.(2)
The e a e se e al ways o p o e (2). One o he ways is by using known heo y. I is well
known ha gene al solu ion o he equa ion
Lk,
a(xn):=xn–a1xn–1 –···–akxn–k=0, n∈N0,(3)
whe e k∈N,
a=(a1,...,ak), aj∈R,j=1,k,andak=0,isak-dimensional linea space
[5,10,11,13,14,17,18]. Le Sol(Lk,
a):={(xn)n≥–k:Lk,
a(xn)≡0}( he space o all solu ions
o equa ion (3)). I is also known ha he e is a na u al linea isomo phism Ikbe ween
he k-dimensional eal ec o space Rkand he space Sol(Lk,
a). Namely, i (
ej)k
j=1 ⊂Rkis
hecanonical basis o Rk,i.e.,
ej=(0,...,0,1,0,...,0),j=1,k, whe e 1is he j hcoo dina e
in he ec o , and ˜
x(
)=(xn(
))n≥–k∈Sol(Lk,
a) is he solu ion co esponding o he ec o

∈Rk( he se o ini ial alues), hen o e e y 
=k
j=1 j
ej∈Rkwe ha e
˜
x(
)=Ik(
)=Ikk

j=1 j
ej=k

j=1 jIk(
ej)= k

j=1 j˜
x(
ej). (4)
I k=2, henequa ion(3)becomes
xn–a1xn–1 –a2xn–2 =0, n∈N0,(5)
whe e a2=0,andweha e
e1=(1,0) and 
e2=(0,1). Since
–1 =1, 0=0 and 1=1, (6)
we see ha he solu ion o equa ion (1) co esponding o he ec o 
e1is ( n–1)n∈N0,while
he one co esponding o he ec o 
e2is ( n)n∈N0.Sincee e y
∈R2has he o m 
=
1
e1+ 2
e2, by using he ela ions in (4), we ha e
xn(
)n∈N0=I2(
)= 1I2(
e1)+ 2I2(
e2)= 1( n–1)n∈N0+ 2( n)n∈N0.(7)
F om (7)wi hn=0andn= 1, i ollows espec i ely ha x0(
)= 1 –1 + 2 0and
x1(
)= 1 0+ 2 1, om which along wi h (6) i ollows ha 1=x0(
)and 2=x1(
).
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Hence
xn(
)=x0(
) n–1 +x1(
) n,n∈N0,(8)
which is a known heo e ical way how ela ion (2)isob ained.
Rema k 1Rela ion(2) can bealso ob ainedinaqui esimpleelemen a ywaybyusing he
de Moi e o mula (see, e.g., [30]).
Rep esen a ion o mula (2) sugges s he ollowing na u al and in e es ing ques ion.
Ques ion Which homogeneous linea diffe ence equa ions wi h cons an coefficien s
ha e he gene al solu ion ep esen a ion o mula o he o m in (2)?
Some ecen ep esen a ions o gene al solu ions o some sol able diffe ence equa ions
and sys ems can be ound, e.g., in [26–31,33–36].
He e we gi e an answe o he ques ion. Beside his we also explain an in e es ing el-
emen a y p ocedu e o finding a ep esen a ion o gene al solu ion o equa ion (3)in
e ms o he coefficien s a1,a2,...,ak, ini ial alues x0,x1,...,xk–1, and an ex ension o he
Fibonaccisequence.The ep esen a ionandsomede ailsshouldbe olklo e,bu hewhole
p ocedu e leading o i could be new and is in e es ing.
Be o e we s a e and p o e he main esul s in his no e, ecall ha since ak=0,e e y
solu ion o equa ion (3) can be defined o all nega i e alues o indices n,byusing he
ollowing ob ious consequence o he equa ion:
xn–k=xn–k–1
j=1 ajxn–j
ak.
Fo example, o n=–1,wege
x–(k+1) =x–1 –k–1
j=1 ajx–(j+1)
ak,
( his is, o example, used o ge he alue o –1 in (6)).
2 Main esul s
Thissec ion o mula esandp o es hemain esul sin hispape .Fi s ,wegi ean answe
o he abo e ques ion.
2.1 Answe o he ques ion
Now we u n o he abo e ques ion when k=2,a1∈R,anda2= 0, ha is, o find all a1
and a2such ha he ollowing ep esen a ion holds:
xn(
)=x0(
)yn–1(
0)+x1(
)yn(
0), n∈N0,(9)
o some 
0∈R2and o e e y solu ion o equa ion (5), as well as o he co esponding
ques ion o he case o equa ion (3) o a bi a y k∈N {1}.
The ollowing heo em gi es an answe o he ques ion.
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Theo em 1 Conside equa ion (3)wi h n≥k≥2, aj∈R,j=1,k,and ak=0.Then he e
is a ec o 
0=( 1
0,..., k
0)∈Rkand ˜
y(
0)∈Sol(Lk,
a)such ha
yj(
0)= j+1
0,j=0,k–1,
and ha
xn(
)=x0(
)yn–1(
0)+x1(
)yn(
0)+···+xk–1(
)yn+k–2(
0) (10)
o e e y n ∈N0, ec o 
∈Rk,and solu ion ˜
x(
) o equa ion (3)i and only i k =2,a2=1,
and 
0=( 1
0, 2
0)=(0,1).
P oo Assume ha ep esen a ion (10) holds. Then o n=0weha e
x0(
)=x0(
)y–1(
0)+x1(
)y0(
0)+···+xk–1(
)yk–2(
0) (11)
o e e y 
∈Rk, i.e., he iden i y
y–1(
0)–1x0+y0(
0)x1+···+yk–2(
0)xk–1 ≡0 (12)
mus hold o e e y (x0,x1,...,xk–1)∈Rk, om which i ollows ha
y–1(
0)=1, yj(
0)=0, j=0,k–2. (13)
F om his and using he ac ha ˜
y(
0)∈Sol(Lk,
a), we ge
yk–1(
0)= k

j=1 ajyk–1–j(
0)=ak. (14)
Fo n=1weha e
x1(
)=x0(
)y0(
0)+x1(
)y1(
0)+···+xk–2(
)yk–2(
0)+xk–1(
)yk–1(
0) (15)
o e e y 
∈Rk.F om(13)–(15), i ollows ha he iden i y
x1–akxk–1 ≡0 (16)
mus hold o e e y x1,xk–1 ∈R,whichisonlypossiblei k=2andak=a2=1, omwhich
along wi h (13)and(14) i ollows ha 0=y0(
0)= 1
0and 1=y1(
0)= 2
0.
Now assume ha k=2,a2=1and
0=(0,1). Then (3)becomes
xn–a1xn–1 –xn–2 =0, n≥2. (17)
An easy compu a ion shows ha
yn(
0)=λn
1–λn
2
λ1–λ2=λn
1–λn
2
a2
1+4, (18)
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whe e
λ1=a1+a2
1+4
2and λ2=a1–a2
1+4
2.
On he o he hand, by calcula ing he solu ion o (17) wi h ini ial alues x0(
)= 1and
x1(
)= 2,using(18) and Vie e’s o mulas, we ob ain
xn(
)=(x0(
)λ2–x1(
))λn
1+(x1(
)–x0(
)λ1)λn
2
λ2–λ1
=–x0(
)λ1λ2λn–1
1–λn–1
2
λ1–λ2+x1(
)λn
1–λn
2
λ1–λ2
=x0(
)yn–1(
0)+x1(
)yn(
0) (19)
o e e y 
=( 1, 2)=(x0(
),x1(
)), showing ha ep esen a ion (10)holdsin hiscase,as
desi ed. 
2.2 A ep esen a ion o gene al solu ion o equa ion (3)
Theo em 1shows ha o he case k= 2 he solu ion o equa ion (3) sa is ying he ini ial
condi ionsx0=0andx1=1 iso some ep esen a ionimpo ance o hegene alsolu ion
o he diffe ence equa ion.
I is in e es ing o find he solu ion o equa ion (3) which na u ally gene alizes he Fi-
bonacci sequence and a he same ime plays he co esponding ole in ep esen a ion o
gene al solu ion o he equa ion. He e we p esen an analysis which na u ally leads o he
solu ion. The analysis will show ha he solu ion sa isfies he ini ial condi ions
xj=0, j=0,k–2,
xk–1 =1. (20)
The solu ion can be ound also by using some o he me hods, bu ou aim is o ge i in a
di ec and elemen a y way, ha is, wi hou using any non-elemen a y heo em.
Togi eananswe o hep oblem,weusehe e he p ocedu ewhichsome eade smigh
ha e seen a he in linea algeb a (in finding n h powe s o ma ices) han in dealing wi h
eal o complex numbe s. This ime we will apply i o he n h powe s o numbe s.
Since he oo s
λ1,2 =1±√5
2
o he cha ac e is ic polynomial
P2(λ)=λ2–λ–1
associa ed wi h diffe ence equa ion (1) a e diffe en , he e we assume ha he ze os λj,
j=1,k, o he cha ac e is ic polynomial
Pk(λ)=λk–k

i=1 aiλk–i(21)

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associa ed wi h equa ion (3) a e mu ually diffe en , ha is, λi=λj,i=j, o i,j∈
{1,2,...,k}.
In his case, gene al solu ion o equa ion (3) has he ollowing o m:
xn=k

j=1 cjλn
j,n∈N0, (22)
( he esul essen ially known o D. Be noulli ye , [4]).
No e ha
λk
j=k

i=1 aiλk–i
j(23)
o each j∈{1,2,...,k}.
By mul iplying equali y (23)byλj, hen usingagain he equali y andsomesimplecalcu-
la ions, we ha e
λk+1
j=k

i=1 aiλk–i+1
j=a1λk
j+k

i=2 aiλk–i+1
j
=a1k

i=1 aiλk–i
j+k–1

i=1 ai+1λk–i
j
=a1akλ0
j+k–1

i=1 (a1ai+ai+1)λk–i
j
=k

i=1 a(1)
k+1λk–i
j, (24)
whe e
a(i)
k+1 :=a1ai+ai+1,i=1,k–1, a(i)
k+1 :=a1ak. (25)
Hence, he quan i y λk+1
jhas he same ype o ep esen a ion as λk
j, bu wi h diffe en
coefficien s, which a e gi en by he ela ions in (25).
Assume ha we ha e p o ed
λn
j=k

i=1 a(i)
nλk–i
j(26)
o some n≥k+1.
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Then, as abo e, by mul iplying ela ion (26)byλj, sui able g ouping o summands, and
applica ion o equali y (23), a e some simple calcula ions, i ollows ha
λn+1
j=k

i=1 a(i)
nλk–i+1
j=a(1)
nλk
j+k

i=2 a(i)
nλk–i+1
j
=a(1)
nk

i=1 aiλk–i
j+k–1

i=1 a(i+1)
nλk–i
j
=aka(1)
nλ0
j+k–1

i=1 aia(1)
n+a(i+1)
nλk–i
j
=k

i=1 a(i)
n+1λk–i
j, (27)
whe e
a(i)
n+1 :=aia(1)
n+a(i+1)
n,i=1,k–1,
a(k)
n+1 :=aka(1)
n.(28)
F om he ela ionsin(23),(28),and heme hodo ma hema icalinduc ion,i ollows ha
ela ion(26)holds o e e yn≥k,whe e hesequences(a(i)
n)n≥0,i=1,k,sa is y hesys em
o diffe ence equa ions (28) and he ini ial condi ions
a(i)
k=ai,i=1,k.
To define he sequences (a(i)
n), i=1,k, o e e yn∈N0, we should choose he ini ial
alues in he ollowing na u al way:
λn
j=k

i=1 a(i)
nλk–i
j
o n=0,k–1,so ha
a(i)
n=0, i=k–n,a(i)
n=1, i=k–n. (29)
F om (28)weha e
a(1)
n=a1a(1)
n–1 +a(2)
n–1
=a1a(1)
n–1 +a2a(1)
n–2 +a(3)
n–2
···
=a1a(1)
n–1 +a2a(1)
n–2 +···+aka(1)
n–k(30)
o n≥k,while om(29)weha e
a(1)
n=0, n=0,k–2, a(1)
k–1 =1. (31)
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Hence, he sequence (a(1)
n)n∈N0is he solu ion o diffe ence equa ion (3) sa is ying ini ial
condi ions (20), and his is one o he ways how he solu ion appea s na u ally.
F om he ela ions in (28)wealsoha e
a(i)
n=aia(1)
n–1 +a(i+1)
n–1
=aia(1)
n–1 +ai+1a(1)
n–2 +a(i+2)
n–2
···
=aia(1)
n–1 +ai+1a(1)
n–2 +···+aka(1)
n–k+i–1
=k

l=i
ala(1)
n–l+i–1 (32)
o n≥k.
Employing ela ion (32)in(26), we ob ain he ollowing ep esen a ion o he sequence
(λn
j)n∈N0in e mso hepowe sλl
j,l=0,k–1,coefficien so equa ion(3),and hesequence
(a(1)
n)n∈N0:
λn
j=k

i=1
λk–i
j
k

l=i
ala(1)
n–l+i–1,n∈N0. (33)
By changing he o de o summa ion in o mula (33) and using a change o a iables o
indices, we ha e
λn
j=k

i=1
λk–i
j
k

l=i
ala(1)
n–l+i–1 =k

l=1
l

i=1
λk–i
jala(1)
n–l+i–1
=k

s=1 a(1)
n–s
k–s+1

=1
λk–
ja +s–1. (34)
Employing(34)in(22),i ollows ha hegene alsolu ion oequa ion(3)in hecasewhen
all he oo s λj,j=1,k, o he cha ac e is ic polynomial associa ed wi h he equa ion a e
mu ually diffe en has he ollowing ep esen a ion:
xn=k

j=1 cj
k

s=1 a(1)
n–s
k–s+1

=1
λk–
ja +s–1,n∈N0. (35)
By changing he o de o summa ion in (35), we ha e
xn=k

s=1 a(1)
n–s
k–s+1

=1 a +s–1
k

j=1 cjλk–
j,n∈N0. (36)
Now no e ha
k

j=1 cjλk–
j=xk– (37)
(see (22)).
S e i´
ce al.Ad ances in Diffe ence Equa ions (2020) 2020:486 Page 9 o 13
Combining (36)and(37), we ha e
xn=k

s=1 a(1)
n–s
k–s+1

=1 a +s–1xk– ,n∈N0. (38)
Byusing hechange o a iables j=k– , ela ion(38)canbew i enin he ollowingway:
xn=k

s=1 a(1)
n–s
k–1

j=s–1ak–j+s–1xj,n∈N0, (39)
which is a o mula o gene al solu ion o equa ion (3)in e mso he oo sλj,j=1,k,o
he cha ac e is ic polynomial associa ed wi h he equa ion, coefficien s o he equa ion,
and he sequence a(1)
n.
By changing he o de o summa ion in o mula (39), we ge
xn=k–1

j=0 xj
j

i=0 ak–j+ia(1)
n–i–1,n∈N0, (40)
o in he de eloped o m, he ollowing nice o mula:
xn=x0aka(1)
n–1+x1ak–1a(1)
n–1 +aka(1)
n–2+···+xk–1a1a(1)
n–1 +···+aka(1)
n–k
o n∈N0.
F om heabo econside a ionwesee ha weha egi enanin e es ingelemen a yp oo
o he ollowing heo em, which should be olklo e.
Theo em2 Conside equa ion (3)wi h n≥k≥2, aj∈R,j=1,k,ak=0.Assume ha he
ze os λj,j=1,k,o he cha ac e is ic polynomial associa ed wi h he equa ion a e mu u-
ally diffe en .I (a(1)
n)n∈N0is he solu ion o he equa ion sa is ying he ini ial condi ions in
(20), hen gene al solu ion o he equa ion can be w i en in he o m (39), aswellasin he
equi alen o m (40).
Rema k 2 In he case when all he ze os λj,j=1,k, o he cha ac e is ic polynomial asso-
cia ed wi h equa ion (3) a e mu ually diffe en , hen he solu ion (a(1)
n)n∈N0in Theo em 2
has he ollowing nice closed o m o mula:
a(1)
n=k

j=1
λn
j
i=j(λj–λi)=k

j=1
λn
j
P
k(λj),n∈N0. (41)
Fo mula (41) ollows om he ollowing ela ions:
k

j=1
λl
j
P
k(λj)=0
o l=0,k–2,and
k

j=1
λk–1
j
P
k(λj)=1,