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Conference rusure::math

Title:Mathematics at DEC
Moderator:RUSURE::EDP
Created:Mon Feb 03 1986
Last Modified:Fri Jun 06 1997
Last Successful Update:Fri Jun 06 1997
Number of topics:2083
Total number of notes:14613

1958.0. "Need closed form solution for simple recurrence" by EVMS::HALLYB (Anything you can do, you can do better) Wed Apr 05 1995 16:46

    		 7 - 5x[n]
    let	x[n+1] = ---------	for 0 < x[0] < 1
    		     8
    
    The sequence x[n] converges to ... what? Is there a closed form for
    the limit in the general case where 7, 5 and 8 are replaced by a,b,c?
    I've obviously been away from school a lonnnnggg time.
    
      John
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1958.1RTL::GILBERTWed Apr 05 1995 17:3518
    Let x[n+1] = a/c - x[n]*b/c.
    
    If the series converges to x[inf], then
    
        x[inf] = a/c - x[inf]*b/c, and so
    	x[inf] = a/(b + c).
    
    Define delta by x[n] = a/(b + c) + delta.  Then
    
    	x[n+1] = a/c - x[n]*b/c = a/(b+c) - delta*b/c
    
    If |b/c| < 1, then the series converges, for any starting x[0].
    
    We have the closed form solution:
    
    	x[n] = a/(b + c) + (x[0]-a/(b+c))*(-b/c)^n
    
    BTW, for (a,b,c) = (7,5,8), x[inf] = 7/(5+8) = 7/13.
1958.2SolutionFLOYD::YODERMFYWed Apr 05 1995 17:468
If b+c=0, x[n] = x[0]+an/c
Otherwise
                         n
  x[n] = a/(b+c) + (-b/c) (x[0] - a/(b+c))

The easy way to get to this is to note that if K=a/(b+c), then
cK + bK - a = 0; subtract this from cx[n+1] + bx[n] - a = 0 to get
a recurrence in x'[n] = x[n] - K.