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difference equation

   Also found in: Wikipedia 0.26 sec.

difference equation

Equation involving differences between successive values of a function of a discrete variable (i.e., one defined for a sequence of values that differ by the same amount, usually 1). A function of such a variable is a rule for assigning values in sequence to it. For example, f(x + 1) = xf(x) is a difference equation. Methods developed for solving such equations have much in common with methods for solving linear differential equations, which difference equations are often used to approximate.


difference equation - A relation between consecutive elements of a sequence. The first difference is

D u(n) = u(n+1) - u(n)

where u(n) is the nth element of sequence u. The second difference is

D2 u(n) = D (D u(n)) = (u(n+2) - u(n+1)) - (u(n+1) - u(n)) = u(n+2) - 2u(n+1) + u(n)

And so on. A recurrence relation such as

u(n+2) + a u(n+1) + b u(n) = 0

can be converted to a difference equation (in this case, a second order linear difference equation):

D2 u(n) + p D u(n) + q u(n) = 0

and vice versa. a, b, p, q are constants.

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L, the forecast values using difference equation forms and then compute E([S.
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Sylvania, OH) is undergoing a major expansion with the launch of five new Journals, including Applied Mathematics Research eXpress with an issue in late 2003, and Advances in Difference Equations, EURASIP Journal on Wireless Communications and Networking, International Mathematics Research Surveys and Fixed Point Theory and Applications with issues in early 2004.
 
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