How to Solve Difference Equations? — A Complete Video Tutorial

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Difference Equations , aka. Recurrence Relations, are very similar to differential equations, but unlikely, they are defined in discrete domains (e.g. discrete time or space).

In this video tutorial, the general form of linear difference equations and recurrence relations is discussed and solution approach, using eigenfunctions and eigenvalues is represented. Some examples, including Fibonacci Series, are investigated in the video tutorial, as well. The case of multiple (non-distinct) roots of characteristic equation is also considered. Finally, the non-homogeneous difference equations are discussed, by providing the concept of general and particular solutions.

After completing this tutorial, you will Learn:
General form of ordinary linear difference equations
How to solve homogeneous linear difference equations
How to solve non-homogeneous linear difference equations
Solving difference equations with repeated roots in characteristic equation

Who this course is for:
Math Students
Computer Science Students
Engineering Students
Anyone interested in mathematics
Requirements
Basic Mathematics

Instructor: Mostapha Kalami Heris

00:00 Theory of solving difference equations
1:11 How to generate terms in a sequence using a difference equation
11:28 How to solve difference equations in MATLAB
06:43 An example of difference equation (Fibonacci Sequence)
29:45 An example of difference equation (non-homogeneous term and repeated roots)
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It's the best video about difference equations i have found, thank You :)

maciejbarna
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But how to solve the very first equation [ x_n = x_(n-1) + 1 ] from the general method of solving discussed in this video?

JayendraNBandyopadhyay
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such a beautiful subject! Thanks for teaching it so clearly! I really liked the MATLAB parts too.

matthewjames
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Is there any solution of difference equations with variable coefficients?

hammadsirhindi
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Please explicitly mention that S is none other than the forward shift operator right before delving into maths

sumitbhowmick
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Hello,
Could you tell me how I can download the Powerpoint document of the video?
Thanks!

authmaneterki
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19:47 still in pain, ... can u explain retalius, why this becoming C2S² => C2NS²

swty-donut
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thanks for sharing this! Great content.

sueton