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  • Recurrence relation


    In mathematics, a recurrence relation is an equation according to which the {\displaystyle n}nth term of a sequence of numbers is equal to some combination of the previous terms. Often, only {\displaystyle k}k previous terms of the sequence appear in the equation, for a parameter {\displaystyle k}k that is independent of {\displaystyle n}n; this number {\displaystyle k}k is called the order of the relation. If the values of the first {\displaystyle k}k numbers in the sequence have been given, the rest of the sequence can be calculated by repeatedly applying the equation.

    In linear recurrences, the nth term is equated to a linear function of the {\displaystyle k}k previous terms. A famous example is the recurrence for the Fibonacci numbers,

    {\displaystyle F_{n}=F_{n-1}+F_{n-2}}{\displaystyle F_{n}=F_{n-1}+F_{n-2}}
    where the order {\displaystyle k}k is two and the linear function merely adds the two previous terms. This example is a linear recurrence with constant coefficients, because the coefficients of the linear function (1 and 1) are constants that do not depend on {\displaystyle n}n. For these recurrences, one can express the general term of the sequence as a closed-form expression of {\displaystyle n}n. As well, linear recurrences with polynomial coefficients depending on {\displaystyle n}n are also important, because many common elementary and special functions have a Taylor series whose coefficients satisfy such a recurrence relation (see holonomic function).
    Solving a recurrence relation means obtaining a closed-form solution: a non-recursive function of {\displaystyle n}n.

    The concept of a recurrence relation can be extended to multidimensional arrays, that is, indexed families that are indexed by tuples of natural numbers.

    Contents

    • 1 Definition
    • 2 Examples
      • 2.1 Factorial
      • 2.2 Logistic map
      • 2.3 Fibonacci numbers
      • 2.4 Binomial coefficients
    • 3 Difference operator and difference equations
      • 3.1 From sequences to grids
    • 4 Solving
      • 4.1 Solving linear recurrence relations with constant coefficients
      • 4.2 Solving first-order non-homogeneous recurrence relations with variable coefficients
      • 4.3 Solving general homogeneous linear recurrence relations
      • 4.4 Solving first-order rational difference equations
    • 5 Stability
      • 5.1 Stability of linear higher-order recurrences
      • 5.2 Stability of linear first-order matrix recurrences
      • 5.3 Stability of nonlinear first-order recurrences
    • 6 Relationship to differential equations
    • 7 Applications
      • 7.1 Mathematical biology
      • 7.2 Computer science
      • 7.3 Digital signal processing
      • 7.4 Economics
    • 8 See also

    1 Definition

    2 Examples

    2.1 Factorial

    2.2 Logistic map

    2.3 Fibonacci numbers

    2.4 Binomial coefficients

    3 Difference operator and difference equations

    3.1 From sequences to grids

    4 Solving

    4.1 Solving linear recurrence relations with constant coefficients

    4.2 Solving first-order non-homogeneous recurrence relations with variable coefficients

    4.3 Solving general homogeneous linear recurrence relations

    4.4 Solving first-order rational difference equations

    5 Stability

    5.1 Stability of linear higher-order recurrences

    5.2 Stability of linear first-order matrix recurrences

    5.3 Stability of nonlinear first-order recurrences

    6 Relationship to differential equations

    7 Applications

    7.1 Mathematical biology

    7.2 Computer science

    7.3 Digital signal processing

    7.4 Economics

    8 See also

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  • 原文地址:https://blog.csdn.net/qq_66485519/article/details/128123039
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