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Lesson 30
         First Order Difference Equations

                          Math 20


                       April 27, 2007


Announcements
   PS 12 due Wednesday, May 2
   MT III Friday, May 4 in SC Hall A
   Final Exam (tentative): Friday, May 25 at 9:15am
Problem 1




  Make cobweb diagrams of lots of different linear difference
  equations. Here are a few to get you started:

      yk+1 = −1/2yk + 1                yk +1 = 3/2yk + 1
                                       yk+1 = −yk + 1
      yk+1 = 1/2yk + 1
      yk+1 = −3/2yk + 1                yk+1 = yk + 1
Fun with applets




   http://math.bu.edu/DYSYS/applets/linear-web.html
Problem 2




  Make a conjecture: “The difference equation yk+1 = ayk + b has
  a stable equilibrium when a and b satisfy the conditions that
  ...”
Problem 2




  Make a conjecture: “The difference equation yk+1 = ayk + b has
  a stable equilibrium when a and b satisfy the conditions that
  ...”
  Fact
  The difference equation yk+1 = ayk + b has a unique
  equilibrium when a = 1. The equilibrium is stable when |a| < 1.
Problem 3


  Guess and check solutions to the following difference
  equations:

                        (ii) yk+1 = −1/2yk ,
   (i) yk+1 = 2yk ,                            (iii) yk+1 = ayk ,
                             y0 = 1/3
       y0 = 1                                        y0 = y0
Problem 3


  Guess and check solutions to the following difference
  equations:

                        (ii) yk+1 = −1/2yk ,
   (i) yk+1 = 2yk ,                            (iii) yk+1 = ayk ,
                             y0 = 1/3
       y0 = 1                                        y0 = y0

  Fact
  The general solution to the linear homoegeneous difference
  equation is yk+1 = ayk , y0 = y0 is

                            yk = a k y0
Problem 4


  (a) Find the equilibrium solution to yk+1 = −1/2yk + 1.
  (b) Find the general solution to yk+1 = −1/2yk , y0 = c.
  (c) Add the two together and choose c to solve the equation
      with initial conditions

                       yk+1 = −1/2yk + 1,   y0 = 0
Problem 4


  (a) Find the equilibrium solution to yk+1 = −1/2yk + 1.
  (b) Find the general solution to yk+1 = −1/2yk , y0 = c.
  (c) Add the two together and choose c to solve the equation
      with initial conditions

                       yk+1 = −1/2yk + 1,   y0 = 0

  Solution
  We get
                      yk = (−1/2)k (−2/3) + 2/3
Solving the inhomogenous equation


  Fact
  The linear first-order difference equation

                           yk+1 = ayk + b

  has solutions given by

                   ak y − b        b
                   
                                              if a = 1
                                 +
                           0
                             1−a   1−a
              yk =
                     y0 + kb                  if a = 1
                   
Solving the inhomogenous equation


  Fact
  The linear first-order difference equation

                            yk+1 = ayk + b

  has solutions given by

                   ak y − b        b
                   
                                                 if a = 1
                                 +
                           0
                             1−a   1−a
              yk =
                     y0 + kb                     if a = 1
                   


  This establishes our first conjecture about stability, too.
Problem 5



  Do cobweb diagrams for several members of the family of
  difference equations

                       yk+1 = ryk (1 − yk )

   (i) r = 1/2         (iii) r = 2            (v) r = 3
                       (iv) r = 5/2
   (ii) r = 1                                 (vi) r = 3.1
More fun with applets




   http://math.bu.edu/DYSYS/applets/nonlinear-web.html
Problem 6



  Given the equation yk+1 = ryk (1 − yk ), find the equilibria in
  terms of r .
Problem 6



  Given the equation yk+1 = ryk (1 − yk ), find the equilibria in
  terms of r .
  Solution
  Solving
                           y∗ = 4y∗ (1 − y∗ )
  gives
                        y∗ = 0 and y∗ = 1 − 1/r
Problem 7


  Make a conjecture about the stability of a fixed point to a
  nonlinear systems yk+1 = g(yk ) that involves g (hint: make a
  linear approximation near the equilibrium)
Problem 7


  Make a conjecture about the stability of a fixed point to a
  nonlinear systems yk+1 = g(yk ) that involves g (hint: make a
  linear approximation near the equilibrium)
  Fact
  An equilibrium solution y∗ to the equation yk+1 = g(yk ) is stable
  if
                              g (y∗ ) < 1
  and unstable if
                              g (y∗ ) > 1
Problem 8




  Can you make a conjecture about when the nonzero
  equilibrium point of the difference equation yk+1 = ryk (1 − yk ) is
  stable? Your answer should involve r .
Problem 8




  Can you make a conjecture about when the nonzero
  equilibrium point of the difference equation yk+1 = ryk (1 − yk ) is
  stable? Your answer should involve r .
  We have y∗ = 1 − 1 , and g (y∗ ) = 2 − r . So the nonzero
                     r
  equilbrium point is stable if 1 < r < 3 and unstable if r > 3.

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Lesson30 First Order Difference Equations Slides

  • 1. Lesson 30 First Order Difference Equations Math 20 April 27, 2007 Announcements PS 12 due Wednesday, May 2 MT III Friday, May 4 in SC Hall A Final Exam (tentative): Friday, May 25 at 9:15am
  • 2. Problem 1 Make cobweb diagrams of lots of different linear difference equations. Here are a few to get you started: yk+1 = −1/2yk + 1 yk +1 = 3/2yk + 1 yk+1 = −yk + 1 yk+1 = 1/2yk + 1 yk+1 = −3/2yk + 1 yk+1 = yk + 1
  • 3. Fun with applets http://math.bu.edu/DYSYS/applets/linear-web.html
  • 4. Problem 2 Make a conjecture: “The difference equation yk+1 = ayk + b has a stable equilibrium when a and b satisfy the conditions that ...”
  • 5. Problem 2 Make a conjecture: “The difference equation yk+1 = ayk + b has a stable equilibrium when a and b satisfy the conditions that ...” Fact The difference equation yk+1 = ayk + b has a unique equilibrium when a = 1. The equilibrium is stable when |a| < 1.
  • 6. Problem 3 Guess and check solutions to the following difference equations: (ii) yk+1 = −1/2yk , (i) yk+1 = 2yk , (iii) yk+1 = ayk , y0 = 1/3 y0 = 1 y0 = y0
  • 7. Problem 3 Guess and check solutions to the following difference equations: (ii) yk+1 = −1/2yk , (i) yk+1 = 2yk , (iii) yk+1 = ayk , y0 = 1/3 y0 = 1 y0 = y0 Fact The general solution to the linear homoegeneous difference equation is yk+1 = ayk , y0 = y0 is yk = a k y0
  • 8. Problem 4 (a) Find the equilibrium solution to yk+1 = −1/2yk + 1. (b) Find the general solution to yk+1 = −1/2yk , y0 = c. (c) Add the two together and choose c to solve the equation with initial conditions yk+1 = −1/2yk + 1, y0 = 0
  • 9. Problem 4 (a) Find the equilibrium solution to yk+1 = −1/2yk + 1. (b) Find the general solution to yk+1 = −1/2yk , y0 = c. (c) Add the two together and choose c to solve the equation with initial conditions yk+1 = −1/2yk + 1, y0 = 0 Solution We get yk = (−1/2)k (−2/3) + 2/3
  • 10. Solving the inhomogenous equation Fact The linear first-order difference equation yk+1 = ayk + b has solutions given by ak y − b b  if a = 1 + 0 1−a 1−a yk = y0 + kb if a = 1 
  • 11. Solving the inhomogenous equation Fact The linear first-order difference equation yk+1 = ayk + b has solutions given by ak y − b b  if a = 1 + 0 1−a 1−a yk = y0 + kb if a = 1  This establishes our first conjecture about stability, too.
  • 12. Problem 5 Do cobweb diagrams for several members of the family of difference equations yk+1 = ryk (1 − yk ) (i) r = 1/2 (iii) r = 2 (v) r = 3 (iv) r = 5/2 (ii) r = 1 (vi) r = 3.1
  • 13. More fun with applets http://math.bu.edu/DYSYS/applets/nonlinear-web.html
  • 14. Problem 6 Given the equation yk+1 = ryk (1 − yk ), find the equilibria in terms of r .
  • 15. Problem 6 Given the equation yk+1 = ryk (1 − yk ), find the equilibria in terms of r . Solution Solving y∗ = 4y∗ (1 − y∗ ) gives y∗ = 0 and y∗ = 1 − 1/r
  • 16. Problem 7 Make a conjecture about the stability of a fixed point to a nonlinear systems yk+1 = g(yk ) that involves g (hint: make a linear approximation near the equilibrium)
  • 17. Problem 7 Make a conjecture about the stability of a fixed point to a nonlinear systems yk+1 = g(yk ) that involves g (hint: make a linear approximation near the equilibrium) Fact An equilibrium solution y∗ to the equation yk+1 = g(yk ) is stable if g (y∗ ) < 1 and unstable if g (y∗ ) > 1
  • 18. Problem 8 Can you make a conjecture about when the nonzero equilibrium point of the difference equation yk+1 = ryk (1 − yk ) is stable? Your answer should involve r .
  • 19. Problem 8 Can you make a conjecture about when the nonzero equilibrium point of the difference equation yk+1 = ryk (1 − yk ) is stable? Your answer should involve r . We have y∗ = 1 − 1 , and g (y∗ ) = 2 − r . So the nonzero r equilbrium point is stable if 1 < r < 3 and unstable if r > 3.