General solution is:
$a_n=A+Bn+C*2^n+\frac{n}{3}*2^{n-1}$
Can you give me some tips on solving this?
Any help would be appreciated.
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for what stands $B_n$? – Dr. Sonnhard Graubner Jul 02 '16 at 15:35
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I don't know, probably its a mistake. It should be $Bn$. I'll edit it. – user3104311 Jul 02 '16 at 15:45
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So you want to find a recurrent relation with this general solution, that's the goal? – pjs36 Jul 02 '16 at 17:41
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That's right mister. – user3104311 Jul 02 '16 at 17:52
3 Answers
The answer given by @user84413 is slightly simpler than the initial relationship but still has two non constant coefficients.
It is possible to get a third order constant coefficients affine recurrence relationship (relationship (6) below) generating sequence $(a_n)$.
Here is a method for obtaining it.
Consider the two following auxiliary sequences:
$$b_n:=a_{n+1}-a_n=B+C 2^n+\dfrac{1}{6}(n+2)2^n \ \ \ (1)$$
thus,
$$c_n:=b_n-B \ \ \ (2)$$
is of the form $c_n=(D+En)2^n \ \ \ (*)$.
Thus sequence $c_n$ is governed by the following second order recurrence relationship
$$c_{n+2}=4c_{n+1}-4c_n \ \ \ \ (3) $$
Remark 1: (3) is a direct consequence of (*) by combining particular relationships :
$$\begin{cases} c_{n+2} & = & (D+En+2E)2^{n+2}\\ c_{n+1} & = & (D+En+E)2^{n+1}\\ c_{n} & = & (D+En)2^n \end{cases}$$
Remark 2: Relationship (3) is not at all unexpected: it is connected to results governing the characteristic equation of second order linear recurrences having a double root (see for example here).
Remark 3: We have not yet taken initial conditions into account. This will be done in a last step.
Plugging in relationship (2) into (3), one gets:
$$b_{n+3}=4b_{n+2}-4b_{n+1} + B\ \ \ \ (4) $$
Using (1), (4) gives:
$$a_{n+3}-a_{n+2}=4(a_{n+2}-a_{n+1})-4(a_{n+1}-a_{n}) + B\ \ \ \ (5) $$
yielding final recurrence relationship:
$$\displaystyle\color{red}{a_{n+3}=5a_{n+2}-8a_{n+1}+4a_{n} + B}\ \ \ \ (6) $$
with initial values
$$\begin{cases}a_1 & = & A+B+2C+1/3\\a_2 & = & A+2B+4C+4/3\\ a_3 & = & A+3B+8C+4\end{cases}$$
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I had made a computation error at the end, in formula (6) : I have replaced $3a_{n+2}$ by $5a_{n+2}$. – Jean Marie Jul 03 '16 at 16:39
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I have thought it more logical to begin by index 1 instead of index 0, thus, I have changed the last set of formulas (initial values from $a_1$ to $a_3$ instead of $a_0$ to $a_2$). – Jean Marie Jul 03 '16 at 17:04
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1To get a recursion relation with no parameter, note that (6) actually means that $$e_n=a_{n+3}-5a_{n+2}+8a_{n+1}-4a_{n}$$ is constant and retranslate the relation $$c_{n+1}=c_n$$ in terms of the sequence $(a_n)$. This provides a linear function of $(a_{n+4},a_{n+3},a_{n+2},a_{n+1},a_n)$, identically zero, namely, $$a_{n+4}=6a_{n+3}-13a_{n+2}+12a_{n+1}-4a_n.$$ – Did Jul 03 '16 at 17:18
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@Did, the characteristic polynomial associated with your recurrence relationship, namely: $x^4-6x^3+13x^2-12x+4$ can be factorized thus $(x-1)^2(x-2)^2$. This is very interesting because factor $(x-1)^2$ accounts for $A1^n+Bn1^n$ and factor $(x-2)^2$ for $C2^n+\dfrac{1}{6}n2^n$ – Jean Marie Jul 03 '16 at 18:43
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If you have the recurrence relation
$\displaystyle\color{green}{ a_{n+1}=2a_n+k+ln+\frac{1}{3}(2^n)}$ where $l\ne0$,
then the general solution will be of the form
$a_n=C(2^n)+A+Bn+\frac{1}{3}(n2^{n-1})$,
where the first term comes from the solution to the homogeneous recurrence relation,
the next two terms correspond to the terms $k+ln$, and the last term corresponds to $\frac{1}{3}(2^n)$.
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Your recurrence solution shows 2 roots, $r_1 = 1$ and $r_2 = 2$, each with multiplicity $2$. So the characteristic equation of the linear recurrence is
$$(x - r_1)^2~(x - r_2)^2 = x^4 - 6x^3 + 13x^2 - 12x + 4$$
So a simple linear recurrence that will have this as a solution is :
$$H(n) = S_{n + 4} - 6~S_{n + 3} + 13~S_{n + 2} - 12~S_{n + 1} + 4~S_{n + 0} = 0 \tag{T1}$$
Now a nonhomogenous equation is an equation of the form:
$$\text{Linear Terms } = \text{ Self Linear Terms} \tag{T2}$$
Self linear terms are terms $f_1(n),~f_2(n),~\dots$ such that $f_1(n+1) + f_2(n+1) + \dots$ can be written as a linear combination of $f_1(n),~f_2(n),~\dots$. Linear terms are just terms that are of the form $\sum_{k = 0}^m~A_k~S_{n + k}$.
There several possible equations of the form of (T2) that characterize a sequence equivalent to (T1). But the linear terms of each of them will evenly divide the characteristic equation of (T1) (this is easy to prove if you presume the cancellation technique in (T4), but maybe not so easy to prove without that assumption). So, the candidate characteristics equations of the linear parts are:
$$(x - 1)^{k_1}~(x - 2)^{k_2} \tag{T3}$$
Where $k_1$ is $0$, $1$, or $2$, same restrictions on $k_2$. That leaves $9$ possible linear parts:
$$\begin{array} {rl|l} & & \text{Characteric equation} \\ \hline S_{n + 1} - S_{n} &= \text{Self Linear Terms} & (x - 1) \\ S_{n + 1} - 2~S_{n} &= \text{Self Linear Terms} & (x - 2) \\ \vdots \\ S_{n + 3} - 4~S_{n + 2} + 5~S_{n + 1} - 2~S_{n} &= \text{Self Linear Terms} & (x - 1)^2(x - 2) \\ \vdots \\ \end{array}$$
Now that limits our possible recursions, but it still remains to determine which ones can actually yield (T1). For a given equation above, calling the linear part $F(n)$ and the self linear part $G(n)$, it can be turned into (T1) if it can be solved for some $A$:
$$A_0~F(n + 0) + A_1~F(n + 1) + \dots + A_k~F(n + k) = H(n) \tag{T4}$$ $$A_0~G(n + 0) + A_1~G(n + 1) + \dots + A_k~G(n + k) = 0 \tag{T5}$$
Taking, for example, $F(n) = S_{n + 1} - S_{n}$, we can solve to find:
$$-4~F(n) + 8~F(n + 1) - 5~F(n + 2) + 1~F(n + 3) = H(n)$$
And choosing any self linear terms that makes (T5) true will work, for example, $G(n) = 2^n$ works nicely, giving overall:
$$S_{n + 1} - S_{n} = 2^n \tag{T6}$$
The problem with the (T6) is that it might not give enough initial conditions to specify the sequence intended by the initial conditions that weren't but could have been specified by the original recursion solution. But that's ok, there are 8 more choices, including (T1) itself. Here is it worked out again with a different option:
$$F(n) = S_{n + 3} - 4~S_{n + 2} + 5~S_{n + 1} - 2~S_{n}$$ $$-2~F(n) + 1~F(n + 1) = H(n)$$ $$G(n) = 2^n \implies -2~G(n + 1) + G(n) = 0$$
$$S_{n + 3} - 4~S_{n + 2} + 5~S_{n + 1} - 2~S_{n} = 2^n \tag{T7}$$
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