DIFFERENCE EQUATIONS FOR SCIENTISTS AND ENGINEERING Interdisciplinary Difference Equations TTTThhhhiiiissss ppppaaaaggggeeee iiiinnnntttteeeennnnttttiiiioooonnnnaaaallllllllyyyy lllleeeefffftttt bbbbllllaaaannnnkkkk DIFFERENCE EQUATIONS FOR SCIENTISTS AND ENGINEERING Interdisciplinary Difference Equations Michael A Radin Rochester Institute of Technology, USA World Scientific NEW JERSEY • LONDON • SINGAPORE • BEIJING • SHANGHAI • HONG KONG • TAIPEI • CHENNAI • TOKYO Published by World Scientific Publishing Co. Pte. Ltd. 5 Toh Tuck Link, Singapore 596224 USA office: 27 Warren Street, Suite 401-402, Hackensack, NJ 07601 UK office: 57 Shelton Street, Covent Garden, London WC2H 9HE Library of Congress Cataloging-in-Publication Data Names: Radin, Michael A. (Michael Alexander), author. Title: Difference equations for scientists and engineering : interdisciplinary difference equations / Michael A. Radin (Rochester Institute of Technology, USA). Description: New Jersey : World Scientific, 2019. | Includes bibliographical references. Identifiers: LCCN 2019008183| ISBN 9789811203855 (hard cover : alk. paper) | ISBN 9789811202964 (pbk : alk. paper) Subjects: LCSH: Difference equations. | Differential equations, Linear. | Nonlinear difference equations. Classification: LCC QA431 .R3255 2019 | DDC 515/.625--dc23 LC record available at https://lccn.loc.gov/2019008183 British Library Cataloguing-in-Publication Data A catalogue record for this book is available from the British Library. Copyright © 2019 by World Scientific Publishing Co. Pte. Ltd. All rights reserved. This book, or parts thereof, may not be reproduced in any form or by any means, electronic or mechanical, including photocopying, recording or any information storage and retrieval system now known or to be invented, without written permission from the publisher. For photocopying of material in this volume, please pay a copying fee through the Copyright Clearance Center, Inc., 222 Rosewood Drive, Danvers, MA 01923, USA. In this case permission to photocopy is not required from the publisher. For any available supplementary material, please visit https://www.worldscientific.com/worldscibooks/10.1142/11349#t=suppl Desk Editor: Liu Yumeng Typeset by Stallion Press Email: [email protected] Printed in Singapore PREFACE Learning about structures and their details is essential for development and enhancement of our intuitions, analytical skills and deducting reason- ing skills. For instance, it is pertinent to decipher specific patterns when studying weather systems, when learning to play a musical instrument, when studying a foreign language, when learning computer program- ming, when studying transportation routes and schedules, when analyz- ing engineering structures, when studying behaviors and other similar applications. The aim of this interdisciplinary book is to capture and recognize the emergence of patterns when obtaining an explicit solution to determine the monotonic properties and periodic patterns. We will progressively expand our instincts with repetitive style examples that will inductively guide us to developing theorems and deeper mastery of convergence nature of solutions, oscillatory character of solutions and periodic traits of solutions by addressing the following questions: • Is the solution monotonically increasing or monotonically decreasing? • Does the solution approach the limit from above or from below? • Is the solution oscillatory? • What is the period of the given cycle? An even ordered or an odd ordered period? • The existence and uniqueness of periodic cycles? Are periodic cycles unique or is every solution periodic? • Are all the terms of the cycle positive or negative, and do they alternate? • When do eventually periodic solutions arise and why? I invite you to the discovery voyage in deciphering monotonic, oscillatory, periodic and chaotic behavior of solutions of first order, second order and v vi Difference Equations for Scientists and Engineering higher order difference equations. We will study the monotonic properties andperiodictraitsoflineardifferenceequations,rationaldifferenceequations in exponential form, piecewise difference equations and max-type difference equations, and discuss various applications in population dynamics, bio- logical sciences, signal processing, economics and neural networking. Our plan is to develop inductive intuition that will help us recognize specific structuresofpatternsofmonotonicproperties,periodiccyclesandeventually periodic cycles and to develop theorems after numerous repetitive types of examples. The intents are to widen our inductive reasoning skills and to develop techniques such as proof by induction, proof by contradiction and how additional fundamentals such as Number Theory, Combinatorics, Abstract Algebra and analyzing computer observations will blend in as pieces of the puzzle to address deeper research questions and welcome the interdisciplinary research atmosphere. The aim is to enhance efficiency in fast speed computing when we write computer programs that decipher the patterns of the periodic cycles and the transient terms inductively that will lead to new unanswered questions to pioneers. AUTHOR INTRODUCTION Michael A. Radin earned his Ph.D. at the University of Rhode Island in 2001 andis currently anassociate professor of mathematics at theRochester Institute of Technology. Michael started his journey analyzing difference equationswithperiodicandeventuallyperiodicsolutionsaspartofhisPh.D. thesis and has several publications on boundedness and periodic nature of solutions of rational difference equations, max-type difference equations and piecewise difference equations. Michael published several papers together with his Master’s students and undergraduate students at RIT and has publications with students and colleagues from Riga Technical University, University of Latvia and several other European Universities. Michael also has publications in applied mathematics related topics such as Neural Networking, Modelling Extinct Civilizations and Modelling Human Emotions. Michael organized numerous sessions on difference equa- tions and applications at the annual American Mathematical Society meetings. Recently Michael published four manuscripts on international pedagogy and has been invited as a keynote speaker at several international and interdisciplinary conferences. Michael taught courses and conducted seminars on these related topics during his spring 2009 sabbatical at the Aegean University in Greece and during his spring 2016 sabbatical at Riga Technical University and at the University of Latvia. During his spare time Michael spends time outdoors and is an avid landscape photographer. In addition, Michael is an active poet and has several published poemsin the Le Mot Juste. Spendingtime outdoors and active landscapephotography widensandexpandsMichael’s understandings of nature’s patterns and cadences. vii TTTThhhhiiiissss ppppaaaaggggeeee iiiinnnntttteeeennnnttttiiiioooonnnnaaaallllllllyyyy lllleeeefffftttt bbbbllllaaaannnnkkkk CONTENTS Preface v Author Introduction vii 1. Introduction 1 1.1 Recursive Sequences . . . . . . . . . . . . . . . . . . . . . . 3 1.2 Order of a Difference Equation and Explicit Solution . . . 6 1.3 Equilibrium Points . . . . . . . . . . . . . . . . . . . . . . . 12 1.4 Convergent Sequences (Solutions) . . . . . . . . . . . . . . 15 1.5 Periodic Sequences (Solutions) . . . . . . . . . . . . . . . . 19 1.6 Complex Numbers and Periodic Cycles . . . . . . . . . . . 22 1.7 Specific Patterns of Periodic Cycles . . . . . . . . . . . . . 24 1.8 Eventually Constant Sequences (Solutions) . . . . . . . . . 26 1.9 Eventually Periodic Sequences (Solutions) . . . . . . . . . . 27 1.10 Additional Examples of Periodic and Eventually Periodic Solutions . . . . . . . . . . . . . . . . . . . . . . . 29 1.11 Divergent (Unbounded) Sequences (Solutions) . . . . . . . 31 1.12 Chapter 1 Exercises . . . . . . . . . . . . . . . . . . . . . . 33 2. First Order Linear Difference Equations 41 2.1 Homogeneous First Order Linear Difference Equations . . . 42 2.2 Nonhomogeneous First Order Linear Difference Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49 2.3 Non-autonomous First Order Linear Difference Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53 ix