How do we solve linear recurrence relations to find a closed form for the nth term?
Solve first- and second-order linear recurrence relations with constant coefficients and find closed-form expressions for the nth term
A focused answer to the H2 Further Mathematics outcome on linear recurrence relations. First-order and second-order constant-coefficient recurrences, the characteristic equation, repeated and complex roots, and particular solutions for non-homogeneous cases.
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What this dot point is asking
SEAB wants you to solve linear recurrence relations with constant coefficients, both first-order ( in terms of ) and second-order ( in terms of and ), and to produce a closed-form expression for as an explicit function of . The method mirrors the solution of linear differential equations: a homogeneous part plus a particular part, with constants fixed by initial conditions.
The answer
First-order linear recurrences
A first-order linear recurrence has the form with constants and .
- Homogeneous part (): gives the geometric solution .
- Particular part: if , try a constant ; substituting gives . If the constant fails, so try .
The general solution is the sum , and the single constant is fixed by the initial value.
Second-order linear recurrences and the characteristic equation
A homogeneous second-order recurrence is solved by trying . Substituting and dividing by gives the characteristic equation
The form of the general solution depends on its roots.
The three cases for the roots
- Distinct real roots : .
- Repeated real root : .
- Complex roots : .
Two constants and are fixed by two initial conditions.
Non-homogeneous second-order recurrences
If the recurrence has an extra term, , add a particular solution matching the form of (a constant for constant , a linear for linear , and so on) to the homogeneous solution, then apply the initial conditions last.
Examples in context
Example 1. Compound interest with regular deposits. A savings balance that grows by a fixed rate and receives a fixed annual deposit satisfies . Its closed form separates the compounding growth from the steady-state level the deposits sustain.
Example 2. The Fibonacci connection. The Fibonacci recurrence has characteristic equation , whose roots are the golden ratio and its conjugate; this gives Binet's closed form, a classic demonstration of the characteristic-equation method.
Try this
Q1. Write the characteristic equation of and find its roots. [2 marks]
- Cue. , factoring to , so or .
Q2. Give the general solution of a second-order recurrence whose characteristic equation has a repeated root . [1 mark]
- Cue. .
Q3. For , find the constant particular solution. [2 marks]
- Cue. Try : .
Exam-style practice questions
Practice questions written in the style of SEAB exam questions on this dot point, with worked answer explainers. The year tag is the paper they imitate, not the source.
Original6 marksA sequence is defined by with . Find a closed-form expression for in terms of .Show worked answer →
This is a first-order linear recurrence. Solve the homogeneous part , which gives for a constant .
For a particular solution, try a constant . Then , so , .
General solution: .
Apply : , so , . Hence
Markers reward the homogeneous solution , a correct constant particular solution, applying the initial condition, and a simplified closed form.
Original7 marksA sequence satisfies with and . Find in terms of .Show worked answer →
Form the characteristic equation by trying : , that is .
Factor: , so or (distinct real roots).
General solution: .
Apply the initial conditions. : . : .
From the first, . Substitute: , so .
Markers reward the characteristic equation, its roots, the general solution with two constants, solving the simultaneous equations from the initial conditions, and the final closed form.
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