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SOLUTION OF FINITE DIFFERENCE EQUATION

INTRODUCTION
An equation which expresses a relation between the independent variable, the
dependent variable and the successive differences of the dependent variable is
called a difference equation.
Example:   + 5 + 6 = 

 4  + 5 + 6 = sin  + 2

Using the relation, =  1, = ( 1) ,

and so  = ( 1) =  

  = ( 1)  =  2 + 

Hence :   + 5 + 6 =  can be written as


 2 +  + 5(  ) + 6 = 2

i.e  + 3 +  = 2 or (  + 3 + 2) = 2

Linear Difference of Higher Order Difference Equation


A general linear difference equation of higher order is of the form
a0yx+n + a1yx+n-1 + .. + anyn = (x)

(1)

or (a0En + a1En-1+.+ an-1E + an)yx = (x)

(2)

i.e f(E)yx = (x)

(3)

The solution of (3) is the sum of Complementary Function and Particular Integral.
i.e. yx = Complementary Function + Particular Integral

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text]

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Method of finding Complementary Functions


Consider the equation f(E) = 0

(1)

Form auxiliary equation by replacing E by a in eqn.(1), we get f(a) = 0

(2)

Find the roots of eqn.(2). Let it be a1, a2,..., an


Now three cases arise.
CASE 1. Let all the roots of eqn. (2) be real and distinct.
Then .  =   +   + +   
(3)

CASE 2. Let a1 = a2 = a, and the a=other roots a3,a4, ... , an are real and distinct.
Then .  = ( +  )  + 

 + +   

(4)

CASE 3. Let a1 = + i, a2 = - i, a3,a4, ... , an are real and distinct.

Then .  =
where

 (
 cos #

+  sin # ) + 

 + +    ,

(5)

= $%  + &  , # = '( ) ,.
+
*

Methods of Finding Particular Integral


The particular integral is defined by -. . =
CASE 1. Let 2( ) =   .

Then -. . =

/()
0(3)

, 45 5() 0.

If f(a)=0, then -. . =

39

(1(3)

=
:

 (:)
;!

/()
0(1)

 (; ,

(7)

where (;) = ( 1)( 2. . . = ( 1)>.


CASE 2. Let 2( ) = sin % .

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text]

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Then -. . =

?@A +
0(1)

0(1)

= B


C DE9 (C FDE9

39

G 0(1)

G

CASE 3. . Let 2( ) = sin % .

Then -. . =

?@ALM? +
0(1)

= B


0(1)

39

 0(1)

I9

0(1)

H ,  = J G+ , K = J (G+

C DE9 C FDE9
I9

0(1)

(8)

H ,  = J G+ , K = J (G+

(9)

CASE 4. Let 2( )KJ  NOPOQ4P O5 RJS JJ 


Then -. . =

/()

0()

= T1 S()V( 2( )

(10)

Expand T1 S()V( as a series of ascending powers of and operate on (x)


1) Solve :  5  + 6 = 0
Solution:

T  5 + 6V = 0

The auxillary equation is.


(Q 5Q + 6) = 0

(Q 1)(Q 2) = 0
m= 3,2
CF =  3 +  2

 =  3 +  2

2 : WOPXJ  + 7 + 8 = 0


Solution:

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text]

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Given equation can be written as T  + 7 + 8V = 0


The auxillary equation is
(Q + 7Q + 8) = 0

The roots are : m = B


CF =  )

(\\ (\(\
,



(\\
,


+  )

(\(\
,


3) Find particular integral of 


12 + 16 = 2 + 4
Solution:
9
1 ^ (1_

-. =

9

= ^ (()_
9
`(a_

=
..ie

-. =

 (c)
!

=
-. =

a9

(()


1 ^ (1_

=
-.

. 2(

. 2(

a9

a ^ ((a)_

= -. + -. =

9
b

(()


a9

a9

. 2( +


LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text]

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PROBLEMS PART B
1) Solve u x + 2u x = cos x
u x + 2 u x = cos x
= E 1
n = ( E 1) n
u x = ( E 1)u x = Eu x u x
2 = ( E 1) 2 u x = ( E 2 2 E + 1) u x = E 2 u x 2 Eu x + u x
u x +1 u x + u x + 2 2u x +1 + u x = cos x
u x + 2 u x +1 = cos x
E2

E
= cos x
ux

( E 2 E )u x = 0 a 2 a = 0 a (a 1) = 0 a = 0,1
CF = C1 (1) x
PI =

( x)
F (E)

cos x
E2 E

= real part of
= real part of

= real part of

= real part of

=real part of

=real part of

C D9

1 c (1

, Replace E by a=J G

C D9
c

=C D > (=C D >


C D9
C cD (=C D >
C D9

C cD (=C D >

C FcD (C FD
C FcD (C FD

C D9 =C FcD (C FD >

(C cD (C D )(C FcD (C FD )

C D(9Fc) (C D(9Fe)
((C D C D )

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text]

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LM? (()(fgh
( LM? 

The Solution is i =  (1) +

LM? (()(fgh
((LM? )

2) Solve yx+27yx+18yx=x(x2)2x
Solution: (E27E8)yx=(x2-x)2x

Auxiliary equation: m27m8=0


(m8)(m+1)=0

m=8, m=1
C.F=C18X+C2(1)x
P.I:
P.I= B

 (c)

jc (\j(`

P.I=2x B

k (c)

 (c)

a1 c a1(`

= 2 B

= 2 B

(REPLACE E=aE=2E)

(1)c (a1(`

= 2 B
= 2 B

H2x

 (c)

a()c (a()(`
k (c)

a(c )(a(a(`
 (c)

ac (_(`

= 2 l

 (c)

nc Fo
q
ep

(`((m

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text]

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=
=
=
=
=

9

`
9

`
9

`
9

`
9

`

P.I=

B1 (

B1 + )

c (

B1 +

)H

c (

B ()

B ( 1)
9

`

,+

()
sc
`

H ()

 (c)

(

c  (c)



B  + H

 = .  + -. .

c

H ()

 =  8 +  (1)

9

`

B 

t

+ H.


3) Solve (E - 6E + 8)  =3n + 6 5(3 )


[(E-4) (E-2)]  =3n +6 - 5(3 )

A.E: m2 - 6m + 8 = 0

The roots are m=4, m=2




P.I = (1(a)(1()[3n + 6 - 5(3 )]


= 3(1(a)(1()(n+2) - 3


=
=
=

(1(a)(1()

(5)

t(
w )

(n+2) - (()()
(1(a)(1()

(x(
)(x()

x(ax

(n+2) + (5) (3 )

(n+2) + 5(3 )

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text]

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x(ax (

= B1 +

= y1 +

xc (ax

= [1-

x(ax

= [1 +

ax

(n+2) + 5(3 )

+)

xc (ax

_x


x

] (n+2) + 5(3 )

] (n+2) + 5(3 )

= n + 2 + [(2n+1)] +
`

= n + n + +
`

_
s

[2] + 5(3 )

+ 5(13 )

=n + n + 5(13 ) +

, z (n + 2) + 5(3 )

=n + n + 5(13 ) +

_

`
s

4) Solve   2  + 5 = 2. 3 4. 7
SOLUTION:

A.E:  2 + 5 = 0
ROOTS ARE :

1+2i,1-2i

C.F = {| (}{ ~(. )| + (. )|)


TO FIND P.I:

P.I=P.I 1+P.I 2
()

P.I 1=
=

(j)

1 c (1t

Put E=aE,

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text]

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.
w

s1 c (_1t

w
`

.2

w
a

a.\ (w)

1 c (1t

P.I 2=

=
=

\w

ab

\w

.4

b

{y(x)}=C.F+P.I 1+P.I 2
=1 (1 cos(63.43) + C2 sin(63.43) )+

w
a

\w

b

5) SOLVE:

( + 2 + = . 2 )
(  + 2 + 1) = . 2

The auxillary equation is obtained by replacing E=a


 + 2 + 1 = 0

( + 1) ( + 1) = 0
a =-1,-1

To find P.I
P.I =

C.F =( +  ) (1)


.

1 c  1

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text]

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=
=
=
=
=

(1)c  (1)


a1 c  a1

a()c  a() 


a(c ) aa


a`ac  aa

ac  s

= T1 + B

s


s

B1

= B

s

ac  `

ac
s


s

HV(


s

P.I = T9 12V

s

= .  + -. .

= ( +  ) (1) +


s

T9 12V

6) Solve 2k -7k +3 =cos 2

Solution: Rewriting the given equation as: 2  -7E+3=0


Auxiliary equation: 2Q -7m+3=0
(Q 3)(2Q 1)=0
m=3,12

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text]

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complementary equation(5)= (3 )+ 12

cw
particular integral(PI)=c
c F^

= R.P of

C Dc9

1 c (\1

Replace E by J G

=(

C Dc9 =C FnD (\C FcD 


>
C nD (\C cD 
)=C FnD (\C FcD 
>

=R.P of
=
=

C Dc9 C FnD (\C FcD C Dc9 


C Dc9

C nD .C FnD (C nD .\C FcD _C nD (\C cD .C FnD as(C cD _C FnD (C FcD s

. g0 C (c9Fn)(\C (c9Fc) 
C Dc9

_(a=C cD C FcD >_=C nD C FnD >((C cD C FcD )


 fgh((a)(\ fgh(()
fgh 
_(a LM? _ LM? a( LM? 

Solution=cf+PI= (3 )+ (12) +


General

 fgh((a)(\ fgh(()
fgh 
__ LM? a(
t LM? 

 fgh((a)(\ fgh(()
fgh 
__ LM? a(
t LM? 

7) WOPXJ   8  + 12 =  sin 
Solution:

(  8 + 12) =  sin 

 ' J4'4 Ji'4O 4

Q 8Q + 12 = 0

(Q 2)(Q 6) = 0
Q = 2,6

-'4iP 4'JS P -. . =



.  = 2  + 6 

 sin 
8 + 12

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text]

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=
=
JNPJ  (),

O4RJ 4S OP

?@A
(1()(1(_)


(1()(1(_)

C Dw ( C FDw

C Dw (C FDw
G

G(1()(1(_)

 =J G >

G

y=C D

C Dw

1(>=C D 1(_>

=C FD

C FDw

1(>=C FD 1(_>

z (1)

J G

= J G y G
z
G
G
(J  2)(J  6)
(J  2)(J G  6)
Ni' J G = 

=  B(31()(31(_)H

Ni'  = + 1

=  B(3()()(3()(_)H

=  B(33()(33(_)H 


=  l
=

r

m()(
,qm(_)(
,q
c
o


1


12 )1  + , )1  + ,
2
6


 +  (
 +  ( ()
=
m1
q m1
q 
12
2
6
K J NR4S


 + 
 +  
 + 
 +  
=
1 +
+m
q 1 +
+m
q ()
12
2
2
6
6
K JSP'4S 4SJ NOJ

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 +   + 2
 +   + 2 ()
=
1 +
+
1 +
+

2
4
6
36
12


 +   + 2
=
1 +
+
(36 + 6 + 6 +  + 2 )()
2
4
12 36
=


 +   + 2
1 +
+
(36 + 6 + 6 +   + 2 )
432
2
4


T(4 + 2 + 2 +  + 2 )(36 + 6 + 6 +   + 2 )V
=
432 4


T(4 + 2 +  )(36 + 6 + 6 +   + 2 ) + (2 + 2 )(36 + 6 +  )V
=
1728

K OPX4S J SJ'


Ta ( + 4) + 
(8 + 18) +  (16 + 98) + (96 + 96)V
=
1728
=

K iK'i'4S  = J G J SJ',

1
J G aG ( + 4) + J G 
G (8 + 18) + J G G (16 + 98)
1728
+ J G G (96 + 96) + 144V
J (G
4Q4P P 5O
(J (G  2)(J (G  6)

JNPJ J G K J (G , 'J J SJ'

1
J (G (aG ( + 4) + J (G (
G (8 + 18) + J ( (G (16 + 98)
1728
+ J (G( G (96 + 96) + 144J (G V
JJ K iK'i'4S 4 J 1, J SJ'

1
=J ( a)G J (( a)G >( + 4) + =J ( 
)G J (( 
)G >(8 + 18)
1728 24
+ =J ( )G J (( )G >(16 + 98)
+ =J ( )G J (( )G >(96 + 96) + 144(J G J (G

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4
Tsin( + 4)( + 4) + sin( + 3)(8 + 18)
1728 4 
+ sin( + 2)(16 + 98) + sin( + 1)(96 + 96) + 144 sin V
4
Tsin( + 4)( + 4) + sin( + 3)(8 + 18)
1728
+ sin( + 2)(16 + 98) + sin( + 1)(96 + 96) + 144 sin V

 = .  + -. .

 = 2  + 6 

4
Tsin( + 4)( + 4) + sin( + 3)(8 + 18)
1728
+ sin( + 2)(16 + 98) + sin( + 1)(96 + 96) + 144 sin V

Solve

( + 2) + ( + 1) 56() = 2 ( 3)

Take E operator on LHS

(  +  56)() = 2 ( 3)
() =

2 ( 3)
  +  56

Replace E by E-2 so as to remove the exponential from the E operator.


() = 2

 3
( 2) +  2 56

Replace E by 1+ . And n squared by factorial polynomials.

() + ()
() = 2 
56

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() + ()
() = 2 (1/56)

1+( )
56 56

1

() = 2 m q 1 +
56
56 56

(

(() + () )

1


() = 2 m q (1 + )(() + () )
56
56 56
56 56

() = 2 m

(2 + 1) 2 2
1
q (=() + () >
+
56
56
56

() = 2 m

1
2 + 1
q m( 1) + 
q
56
56

() = 2 m

1
q (56 (2 + 1))
56

LECTURE NOTES FINITE DIFFERENCE EQUATION BY Dr. V.GNANARAJ[Type text]

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