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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.

Generated by Claude Opus 4.811 min answer

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  1. What this dot point is asking
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What this dot point is asking

SEAB wants you to solve linear recurrence relations with constant coefficients, both first-order (un+1u_{n+1} in terms of unu_n) and second-order (un+2u_{n+2} in terms of un+1u_{n+1} and unu_n), and to produce a closed-form expression for unu_n as an explicit function of nn. 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 un+1=aun+bu_{n+1} = a\,u_n + b with constants aa and bb.

  • Homogeneous part (b=0b = 0): un+1=aunu_{n+1} = a\,u_n gives the geometric solution un(h)=Aanu_n^{(h)} = A\,a^{n}.
  • Particular part: if a1a \neq 1, try a constant un(p)=cu_n^{(p)} = c; substituting gives c=b1ac = \dfrac{b}{1-a}. If a=1a = 1 the constant fails, so try un(p)=cnu_n^{(p)} = cn.

The general solution is the sum un=un(h)+un(p)u_n = u_n^{(h)} + u_n^{(p)}, and the single constant AA is fixed by the initial value.

Second-order linear recurrences and the characteristic equation

A homogeneous second-order recurrence un+2=pun+1+qunu_{n+2} = p\,u_{n+1} + q\,u_n is solved by trying un=λnu_n = \lambda^n. Substituting and dividing by λn\lambda^n gives the characteristic equation

λ2=pλ+qλ2pλq=0.\lambda^2 = p\lambda + q \quad\Longleftrightarrow\quad \lambda^2 - p\lambda - q = 0.

The form of the general solution depends on its roots.

The three cases for the roots

  • Distinct real roots λ1λ2\lambda_1 \neq \lambda_2:   un=Aλ1n+Bλ2n\;u_n = A\,\lambda_1^{n} + B\,\lambda_2^{n}.
  • Repeated real root λ\lambda:   un=(A+Bn)λn\;u_n = (A + Bn)\,\lambda^{n}.
  • Complex roots λ=re±iθ\lambda = r\mathrm{e}^{\pm i\theta}:   un=rn(Acosnθ+Bsinnθ)\;u_n = r^{n}\left(A\cos n\theta + B\sin n\theta\right).

Two constants AA and BB are fixed by two initial conditions.

Non-homogeneous second-order recurrences

If the recurrence has an extra term, un+2=pun+1+qun+f(n)u_{n+2} = p\,u_{n+1} + q\,u_n + f(n), add a particular solution matching the form of f(n)f(n) (a constant for constant ff, a linear cn+dcn + d for linear ff, 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 un+1=aun+bu_{n+1} = a\,u_n + b. Its closed form un=Aan+b1au_n = A a^n + \tfrac{b}{1-a} separates the compounding growth from the steady-state level the deposits sustain.

Example 2. The Fibonacci connection. The Fibonacci recurrence un+2=un+1+unu_{n+2} = u_{n+1} + u_n has characteristic equation λ2λ1=0\lambda^2 - \lambda - 1 = 0, 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 un+2=un+1+6unu_{n+2} = u_{n+1} + 6u_n and find its roots. [2 marks]

  • Cue. λ2λ6=0\lambda^2 - \lambda - 6 = 0, factoring to (λ3)(λ+2)=0(\lambda - 3)(\lambda + 2) = 0, so λ=3\lambda = 3 or λ=2\lambda = -2.

Q2. Give the general solution of a second-order recurrence whose characteristic equation has a repeated root λ=5\lambda = 5. [1 mark]

  • Cue. un=(A+Bn)5nu_n = (A + Bn)\,5^{n}.

Q3. For un+1=2un+6u_{n+1} = 2u_n + 6, find the constant particular solution. [2 marks]

  • Cue. Try un=cu_n = c: c=2c+6c=6c = 2c + 6 \Rightarrow c = -6.

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 un+1=3un+4u_{n+1} = 3u_n + 4 with u1=2u_1 = 2. Find a closed-form expression for unu_n in terms of nn.
Show worked answer →

This is a first-order linear recurrence. Solve the homogeneous part un+1=3unu_{n+1} = 3u_n, which gives un(h)=A3nu_n^{(h)} = A\,3^{n} for a constant AA.

For a particular solution, try a constant un(p)=cu_n^{(p)} = c. Then c=3c+4c = 3c + 4, so 2c=4-2c = 4, c=2c = -2.

General solution: un=A3n2u_n = A\,3^{n} - 2.

Apply u1=2u_1 = 2: 2=3A22 = 3A - 2, so 3A=43A = 4, A=43A = \tfrac{4}{3}. Hence

un=433n2=43n12.u_n = \tfrac{4}{3}\cdot 3^{n} - 2 = 4\cdot 3^{n-1} - 2.

Markers reward the homogeneous solution A3nA\,3^n, a correct constant particular solution, applying the initial condition, and a simplified closed form.

Original7 marksA sequence satisfies un+2=5un+16unu_{n+2} = 5u_{n+1} - 6u_n with u0=1u_0 = 1 and u1=0u_1 = 0. Find unu_n in terms of nn.
Show worked answer →

Form the characteristic equation by trying un=λnu_n = \lambda^n: λ2=5λ6\lambda^2 = 5\lambda - 6, that is λ25λ+6=0\lambda^2 - 5\lambda + 6 = 0.

Factor: (λ2)(λ3)=0(\lambda - 2)(\lambda - 3) = 0, so λ=2\lambda = 2 or λ=3\lambda = 3 (distinct real roots).

General solution: un=A2n+B3nu_n = A\,2^{n} + B\,3^{n}.

Apply the initial conditions. u0=1u_0 = 1: A+B=1A + B = 1. u1=0u_1 = 0: 2A+3B=02A + 3B = 0.

From the first, A=1BA = 1 - B. Substitute: 2(1B)+3B=02+B=0B=22(1-B) + 3B = 0 \Rightarrow 2 + B = 0 \Rightarrow B = -2, so A=3A = 3.

un=32n23n.u_n = 3\cdot 2^{n} - 2\cdot 3^{n}.

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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