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๐Ÿ” Solving Linear Recurrence Relations with Constant Coefficients

๐Ÿ” Solving Linear Recurrence Relations with Constant Coefficients

๐Ÿงฉ Problem Statement

Solve the recurrence:

$$ a_n - 8a_{n-1} + 16a_{n-2} = 0 \quad \text{with} \quad a_0 = 4,\quad a_1 = 16 $$

Step 1: Form the Characteristic Equation

Assume a solution of the form $a_n = r^n$. Substituting into the recurrence:

$$ r^n - 8r^{n-1} + 16r^{n-2} = 0 \Rightarrow r^{n-2}(r^2 - 8r + 16) = 0 $$

Characteristic equation:

$$ r^2 - 8r + 16 = 0 \Rightarrow (r - 4)^2 = 0 \Rightarrow r = 4 \quad \text{(double root)} $$

Step 2: General Solution Form

For a repeated root $r$ of multiplicity 2, the general solution is:

$$ a_n = (C_1 + C_2n) \cdot r^n \Rightarrow a_n = (C_1 + C_2n) \cdot 4^n $$

This form ensures linear independence of the two solutions $4^n$ and $n \cdot 4^n$.


Step 3: Apply Initial Conditions

  • $a_0 = (C_1 + C_2 \cdot 0) \cdot 4^0 = C_1 = 4$
  • $a_1 = (C_1 + C_2 \cdot 1) \cdot 4^1 = (4 + C_2) \cdot 4 = 16 \Rightarrow C_2 = 0$

โœ… Final Closed-Form Solution

$$ \boxed{a_n = 4 \cdot 4^n} $$

๐Ÿ” Why Assume $a_n = r^n$?

  • The recurrence is a linear operator with constant coefficients.
  • Exponential sequences $r^n$ are eigenfunctions of this operator.
  • Plugging $r^n$ into the recurrence yields a characteristic polynomial.
  • Roots of this polynomial correspond to basis solutions of the recurrence.

๐Ÿง  Why the General Solution Includes $n \cdot r^n$

  • Repeated roots require generalized eigenfunctions for linear independence.
  • For multiplicity $m$, the solution includes terms like $n^k \cdot r^n$ for $k = 0, 1, \dots, m-1$.
  • This mirrors the Jordan block structure in linear algebra and differential equations.

๐Ÿ“ Summary Table

ConceptExplanation
Characteristic EquationConverts recurrence into algebraic form
Exponential Ansatz $r^n$Natural eigenfunctions of constant-coefficient operators
Repeated RootsRequire polynomial correction for independence
General Solution$a_n = \sum P_i(n) \cdot r_i^n$, where $P_i(n)$ is a polynomial

๐Ÿงฎ Analogy: Linear Algebra Perspective

Let $L$ be the recurrence operator:

$$ L(a_n) = a_n - c_1 a_{n-1} - \dots - c_k a_{n-k} $$

We solve $L(a_n) = 0$. The null space of $L$ is spanned by exponential sequences $r^n$, extended by $n^k r^n$ for repeated roots.

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