Recurrence relation and closed formula I have the following problem: I must find the closed formu

Edith Mayer

Edith Mayer

Answered question

2022-05-13

Recurrence relation and closed formula
I have the following problem:
I must find the closed formula for
a n = b n + λ 1 a n 1 + λ 2 a n 2
where b n = Γ ( n + d ) Γ ( d ) Γ ( n + 1 ) , d R ..
I don't have any experience in recurrence relations or discrete math, I'm trying to find some book recommendations to study this. I know that recurrences like
a n = λ 1 a n 1 + λ 2 a n 2
have closed formulas, but I'm stuck with the b n term.
In a more general way, I'm searching a closed formula for a relation like
a n = b n + i = 1 p λ i a n i .
If any condition is not clear, please tell me so I can adjust it. Thanks!

Answer & Explanation

Abigailf91er

Abigailf91er

Beginner2022-05-14Added 13 answers

Step 1
The way people generally solve problems of this type is through using generating functions. The seminal reference for this is Wilf's Generatingfunctionology.
The basic idea is you turn the series an you are looking for into a power series in an ancillary variable and look for a relation involving that power series.
In this particular case, the easiest way of doing that probably will work: Define F ( x ) = a n x n . Define G ( x ) = b n x n . Multiply your recurrence relation by x n and sum, be careful about the n = 0 and n = 1 terms.
We then have n = 2 a n x n = n = 2 b n x n + λ 1 n = 2 a n 1 x n + λ 2 n = 2 a n 2 x n ,
or F ( x ) a 0 a 1 x = ( G ( x ) b 0 b 1 x ) + λ 1 x ( F ( x ) a 0 ) + λ 2 x 2 F ( x ) .
Step 2
Grouping terms gives
( 1 λ 1 x λ 2 x 2 ) F ( x ) = G ( x ) + ( a 0 b 0 ) + ( a 1 λ 1 a 0 b 1 ) x
or F ( x ) = ( G ( x ) + ( a 0 b 0 ) + ( a 1 λ 1 a 0 b 1 ) x ) / ( 1 λ 1 x λ 2 x 2 ) ..
You can then use standard tricks to turn 1 / ( 1 α x β x 2 ) into C / ( 1 + γ x ) + D / ( 1 + δ x ), and turn those into power series in x.
All of this will eventually give you the coefficients of F-- the a n -- in terms of sums of coefficients of G-- the b n -- and some other terms.
Now, I'm not going to work out the exact answers for you. If I'm not mistaken, G turns into a particular hypergeometric function. You are unlikely to get a "closed form" for the a n , but you can certainly say something about their asymptotic behavior as n gets large.
spazzter08dyk2n

spazzter08dyk2n

Beginner2022-05-15Added 1 answers

Step 1
For a n = λ a n 1 + μ a n 2 the solution is given by a n = 2 n [ c 1 r 1 n + c 2 r 2 n ] with r 1 = λ λ 2 + 4 μ and r 2 = λ + λ 2 + 4 μ and r 1 = λ λ 2 + 4 μ and r 2 = λ + λ 2 + 4 μ
Step 2
Now, after looking at the results for the first integer values of d, I conjecture that the solution of
a n = λ a n 1 + μ a n 2 + Γ ( n + d ) Γ ( d ) Γ ( n + 1 )
a n = 2 n [ c 1 r 1 n + c 2 r 2 n ] Γ ( n + d + 2 ) μ ( r 2 r 1 ) Γ ( d ) Γ ( n + 3 ) ×
[ r 2 2 F 1 ( 1 , n + d + 2 ; n + 3 ; 2 r 1 ) r 1 2 F 1 ( 1 , n + d + 2 ; n + 3 ; 2 r 2 ) ]

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