Difference Equations

and

Recursive Relations

1876-1900

Difference Equations and Recursive Relations index History Topics Index

Difference equations and recursive relations were first studied extensively by the ancient Greek mathematicians.
The major contributors to the theory of difference equations and recursive relations during the period of 1876-1900 were: Hermite, Christoffel, Routh, Laguerre, Lucas, Gegenbauer, Poincare, Markov, Chebychev and Peano.


Charles Hermite is known for introducing Hermite equations:

y" - 2xy' + 2ny = 0

where n is a constant, not necessarily an integer.  Hermite functions is the solutions of an equation related to Hermite's equations.  By the method of solution in series, the general solution of Hermite's equation is

y(x) = c1y1(x) + c2y2(x)

where c1 and c2 are arbitraty constants and the functions y1(x) and y2(x) are defined by the equations

y1(x) = 1 - 2 n/2! x2 + 22n(n-2)/4! x4 23n(n-2)(n-4)/6! x6 + ...

y2(x) = x [ 1 - 2 (n-1)/3! x2 + 22(n-1)(n-3)/5! x4  + ...].

In solutions of the Hermite equation, when n is a positive integer; it then has a polynomial solution.
If n is an even integer n, we take

c1=(-1)1/2n n!/(1/2n)!     (c2=0)

to obtain the solution:

y=Hn(x)

where

with (a)r=a(a+1)... (a+r-1).  On the other hand, if n is an odd integer, we take

c1=0,   c2=(-1)1/2n-1/2n!/[(1/2n-1/2)!]2

to obtain the same solution.  The polynomial Hn(x) is called the Hermite polynomial of degree n.
The Hermite polynomial is






From this defintion it can be deduced that





and satisfies the recurrence relations

2nHn-1(x)=H'n(x),

2xHn(x)=2nHn-1(x)+Hn+1(x)



Elwin Christoffel is known for contributing continued fractions.  Continued fractoins is an expression of a number r of the form:

If r is a rational number this expansion terminates. If r is an irrational number this expansion never terminates.

VisitChristoffel Number


Edmond Laguerre is known for contributing the Laguerre equation and polynomials.  The Laguerre equation is the name given to the differential equation:
xy" + (1+x)y' + ny = 0

where n is a constant but not necessarily an integer.  In the special case in which the parameter v occurring in the Laguerre equation is a positive integer n, the solution y1(x) reduces t the polynomial

so that the polynomial




is a solution of

xy'+(1-x)y'+ny=0

The polynomial Ln(x) is called the Laguerre polynomial of degree n.  The first five are:

L0(x) = 1,
L1(x) = 1 - x,
L2(x) = 2 - 4x + x2,
L3(x) = 6 - 18x + 9x2- x3,
L4(x) = 24 - 96x + 72x2 +16x3 + x4

The formula of Rodrigue's type is

Ln(x) = (ex) dn / dxn (xne-x)

The L(x) satisfy the recurrence relations

Ln+1(x) + (x-2n-1)Ln(x) + n2Ln-1(x) = 0,

L'n(x) - nL'n-1(x) + nLn-1(x) = 0



Francois Lucas is known for contributing Tower of Hanoi and Lucas' numbers.  Tower of Hanoi puzzle is stated in terms of three pegs and several disks of different sizes.  What is the least number of moves, one disk at a time, necessary to move n disks from one peg to another, all three pegs can be used, and no disk may be placed on top of a smaller disk.
The Lucas sequence is 2,1,3,4,7,11,18,...  Each term beginning with three is the sum of the two immediately preceding terms.  Same as Fibonacci sequence with different first two terms, they are intimately related to each other by hundreds of identities.

If you like to view the Tower of Hanoi click here.



Leopold Gegenbauer is known for introducing Gegenbauer polynomials.  The Gegenbauer polynomial Cnn(z), with n a positive integer, is defined by the expansion
,

It has the series expansion

Cnn(z) = G (n+2n)/n!G (2n) 2F1 (-n, n+2n; n+1/2; 1/2-1/2z).

The Gegenbauer polynomials satisfy this differential equation

(1-z2)w" - (1+2n)zw' + n(n+2n)w = 0



Jules Henri Poincare is known for contributing Poincare sections.  Start with

x = x(t) and y = y(t)

x' = f(x,y) and y' = g(x,y).

For differential equations of the type under consideration, it is easy to implement the method of Poincare sections.  In general, the difficulty  is to find a suitable surface which the orbit must pierce repeatedly; for a periodically driven system the phase plane provides such a surface.  It is pierced once, and once only, for each value of the time, allowing us to record the positions at a convenient sequence of times.

Phase of section - Given an initial time t0, the corresponding phase of section is given by

,    mod 2p,

meaning that f0 is reduced by an integer multiple of 2p so as to lie in the range x in [0,2p].
Poincare sections-Given a phase of section f0, the orbit of the map

(x0,y0)  therefore  (x1,y1) therefore . . .  (xk,yk) . . .

generating by sampling positions in the phase plane at the sequence of times

t=t0

therefore

. . .

therefore

. . .

is a Poincare section of the corresponding orbit of the differential equation.

Visit  Poincare Recurrence Theorem



Andrei Markovis known for his contribution of discovering Markov chainsMarkovgained fame after 1900 when he used the theory of continued fractions to explain the probability theory.  Markov later proved the central limit theory.  Markov chains are sequences of variables that are determined by the term proceding them.  The common analogy is a person walking.  A person goes for a walk and never returns to his past position.

Pafnuty Chebychev is known for contributing two kinds of polynomials generally described as Chebychev polynomials.  Chebychev polynmials of the first kind are defined by the relation

Tn(x)=cos(n cos-1 x),   x in [-1,1],

which, on putting x=cosq, q in [0, p], is seen to be equivalent to the relation

Tn(cos q)=cos nq,  q in [0, p].

Chebychev polynomials of the second kind are defined by the equation

Un(cos q) = sin (n+1)q / sinq, cos q =x,     x in [-1,1].

The two kinds of the polynomials are connected by means of the relations

Tn(x) = Un(x)-xUn+1(x)

(1-x2)Un-1(x) = xTn(x)-Tn+1(x)

The Chebychev polynomial of the first kind of degree n satisfies the differential equation

(1-x)d2y/dx2 - x(dy/dx) + n2y = 0

and that of the second kind satisfies the equation

(1-x)d2y/dx2 - 3x(dy/dx) + n(n+2)y = 0

The relation

zn+1(x) = 2x zn(x) - zn-1(x)

connects three consecutive Chebychev polynomials, where zn is either Tn(x) or Un(x).  If primes denote differentialtion with respect to x, then
 
 

                [n/2]
Tn(x) =(n/2)  S  (-1)m (n-m-1)!/(m! (n-2m)!) (2x)n-2m 
                 m=0

 
           [n/2]
Un(x) = S  (-1)m (n-m)!/(m!(n-2m)!) (2x)n-2m 
           sm=0


Giuseppe Peano is famous for his major contribution of the Peano's Space Filling Curve. Peano's original construction was entirely analytic-there were no drawings to assist anybody's intuition.  Start with a basic staple like shape, and all the rest of the curves are created sequentially one from another using the same algorithm.  This process will never end.  For this very reason none of the curves thus obtained ever fills the square.  The space is filled with the continuous curve.

If you would like to view an example of Peano's Space Filling Curve click here.


Article by: Angela Esposito