Chapter 5: Sequences & Discrete Difference Equa6ons

Similar documents
1. Introduc9on 2. Bivariate Data 3. Linear Analysis of Data

Example 3.3 Moving-average filter

(5.5) Multistep Methods

Sequence. A list of numbers written in a definite order.

Discrete Difference Equations

CSCE 222 Discrete Structures for Computing. Dr. Hyunyoung Lee

MA/CS 109 Lecture 7. Back To Exponen:al Growth Popula:on Models

Exponen'al growth and differen'al equa'ons

Sec$on Summary. Sequences. Recurrence Relations. Summations. Ex: Geometric Progression, Arithmetic Progression. Ex: Fibonacci Sequence

Regression Part II. One- factor ANOVA Another dummy variable coding scheme Contrasts Mul?ple comparisons Interac?ons

(Infinite) Series Series a n = a 1 + a 2 + a a n +...

Lecture 10: Powers of Matrices, Difference Equations

1 Implicit Differentiation

Series. Definition. a 1 + a 2 + a 3 + is called an infinite series or just series. Denoted by. n=1

CS 237: Probability in Computing

Power series and Taylor series

Unit 6 Sequences. Mrs. Valen+ne CCM3

Matrix models for the black hole informa4on paradox

Exponen'al growth Limi'ng factors Environmental resistance Carrying capacity logis'c growth curve

Regression. Estimation of the linear function (straight line) describing the linear component of the joint relationship between two variables X and Y.

Sequences and Summations

Tangent lines, cont d. Linear approxima5on and Newton s Method

Section 9.8. First let s get some practice with determining the interval of convergence of power series.

Unit 7 Exponential Functions. Mrs. Valen+ne Math III

Bioelectrical Circuits: Lecture 9

Functions, Graphs, Equations and Inequalities

12 Sequences and Recurrences

Power Series. Part 1. J. Gonzalez-Zugasti, University of Massachusetts - Lowell

Problem 1: (3 points) Recall that the dot product of two vectors in R 3 is

Systems of Linear Equations and Inequalities

Sequences and Summations. CS/APMA 202 Rosen section 3.2 Aaron Bloomfield

a j x j. j=0 The number R (possibly infinite) which Theorem 1 guarantees is called the radius of convergence of the power series.

Smith Chart The quarter-wave transformer

Two common difficul:es with HW 2: Problem 1c: v = r n ˆr

Physics 6A Lab Experiment 6

CS1800: Sequences & Sums. Professor Kevin Gold

4. The Negative Binomial Distribution

The integral test and estimates of sums

Regression and Covariance

Differential Equations. Lectures INF2320 p. 1/64

Review of Power Series

Least Squares Parameter Es.ma.on

5.9 Representations of Functions as a Power Series

Physics 6A Lab Experiment 6

Classical Mechanics Lecture 16

MA/CS 109 Lecture 4. Coun3ng, Coun3ng Cleverly, And Func3ons

Some Review and Hypothesis Tes4ng. Friday, March 15, 13

Chapter 11 - Sequences and Series

Math 192r, Problem Set #3: Solutions

Math 324 Summer 2012 Elementary Number Theory Notes on Mathematical Induction

Math 180A. Lecture 16 Friday May 7 th. Expectation. Recall the three main probability density functions so far (1) Uniform (2) Exponential.

From differen+al equa+ons to trigonometric func+ons. Introducing sine and cosine

CSE446: Linear Regression Regulariza5on Bias / Variance Tradeoff Winter 2015

L6: Regression II. JJ Chen. July 2, 2015

1 Implicit Differentiation

The Derivative of a Function

We begin exploring Euler s method by looking at direction fields. Consider the direction field below.

2.2 Separable Equations

Chapter 6. Orthogonality

Time Series 2. Robert Almgren. Sept. 21, 2009

Sequences and infinite series

Every subset of {1, 2,...,n 1} can be extended to a subset of {1, 2, 3,...,n} by either adding or not adding the element n.

Definition: A "system" of equations is a set or collection of equations that you deal with all together at once.

6. Evolu)on, Co- evolu)on (and Ar)ficial Life) Part 1

Contents. UNIT 1 Descriptive Statistics 1. vii. Preface Summary of Goals for This Text

This exam is closed book and closed notes. (You will have access to a copy of the Table of Common Distributions given in the back of the text.

Unit 1 Part 1. Order of Opera*ons Factoring Frac*ons

4. Linear transformations as a vector space 17

This exam is closed book and closed notes. (You will have access to a copy of the Table of Common Distributions given in the back of the text.

Basics: Definitions and Notation. Stationarity. A More Formal Definition

CHAPTER 11. SEQUENCES AND SERIES 114. a 2 = 2 p 3 a 3 = 3 p 4 a 4 = 4 p 5 a 5 = 5 p 6. n +1. 2n p 2n +1

DYNAMICAL SYSTEMS

z-transforms 21.1 The z-transform Basics of z-transform Theory z-transforms and Difference Equations 36

Lecture 17: The Exponential and Some Related Distributions

Convergence rates in generalized Zeckendorf decomposition problems

Sequences and Summations ICS 6D. Prof. Sandy Irani

1 Solving Linear Recurrences

Sec 2.2: Infinite Limits / Vertical Asymptotes Sec 2.6: Limits At Infinity / Horizontal Asymptotes

Sec 2.2: Infinite Limits / Vertical Asymptotes Sec 2.6: Limits At Infinity / Horizontal Asymptotes

Functions. Given a function f: A B:

Before this course is over we will see the need to split up a fraction in a couple of ways, one using multiplication and the other using addition.

EECS 1028 M: Discrete Mathematics for Engineers

MATH 243E Test #3 Solutions

Properties of a Taylor Polynomial

1 A first example: detailed calculations

Before this course is over we will see the need to split up a fraction in a couple of ways, one using multiplication and the other using addition.

MAT115A-21 COMPLETE LECTURE NOTES

Sequences and the Binomial Theorem

PHYS1121 and MECHANICS

Seismicity of Northern California

14 Branching processes

Chapter 9: Forecasting

Chapter 6: Model Specification for Time Series

Worksheet Week 1 Review of Chapter 5, from Definition of integral to Substitution method

16. . Proceeding similarly, we get a 2 = 52 1 = , a 3 = 53 1 = and a 4 = 54 1 = 125

Recursion: Introduction and Correctness

Chapter 10. Regression. Understandable Statistics Ninth Edition By Brase and Brase Prepared by Yixun Shi Bloomsburg University of Pennsylvania

Math 209B Homework 2

Linear Regression and Correla/on. Correla/on and Regression Analysis. Three Ques/ons 9/14/14. Chapter 13. Dr. Richard Jerz

Linear Regression and Correla/on

Transcription:

Chapter 5: Sequences & Discrete Difference Equa6ons 2. (5.2) Limit of a Sequence 3. (5.3) Discrete Difference Equa6ons 4. (5.4) Geometric & Arithme6c Sequences 5. (5.5) Linear Difference Equa6on with Constant Coefficients (scanned notes)

Sequences Recall from Chapter 3 that bivariate data are oken displayed as ordered pairs (x 1, y 1 ), (x 2, y 2 ),, (x n, y n ) or in a table: A sequence is simply a par6cular kind of bivariate data set: Or some6mes: x x 1 x 2 x n y y 1 y 2 y n x 1 2 n y y 1 y 2 y n x 0 1 n- 1 y y 0 y 1 y n- 1

Example 5.1 Consider the following bivariate data set reflec6ng the total count of Northern Cardinals sighted in Tennessee at Christmas6me: If we think of the year data as years star6ng with 1959, then we have the following sequence:

Example 5.1 yrs start 1959 # birds 1 2 3 4 5 6 7 8 2206 2297 2650 2277 2242 2213 2567 3152 yrs start 1959 # birds 9 10 11 12 51 52 53 2186 2998 2628 3450 6896 6190 6739

Example 5.1 You may think of a sequence as simply an ordered list of numbers. That is, even though a sequence is a bivariate data set, the first member of each ordered pair is really just a placeholder: ( x 1,y 1 ), ( x 2,y 2 ), ( x 3,y 3 ),..., ( x n,y n ),... ( 1,y 1 ), ( 2,y 2 ), ( 3,y 3 ),..., ( n,y n ),... ( y 1 ) 1, ( y 2 ) 2, ( y 3 ) 3,..., ( y n ) n,... y 1, y 2, y 3,..., y n,... The n th term of the sequence.

Example 5.1 So then, as an ordered list, our previous data set looks like this: (2206, 2297, 2650, 2277, 2242, 2213, 2567, 3152, 2186, 2998, 2628, 3450, 2829, 3696, 4989, 3779, 4552, 3872, 4049, 4037, 3475, 4448, 3660, 5141, 4890, 3500, 5359, 4321, 5044, 3092, 5388, 4079, 4416, 4828, 4291, 4861, 4662, 4827, 4377, 5439, 4367, 6045, 4632, 6974, 4528, 6875, 5154, 6631, 7051, 4882, 6896, 6190, 6739) We don t need to list the years explicitly since that informa6on is contained implicitly in the ordering of the list. We can find, for example, the number of cardinals seen in 1969 by finding the 11 th term of the above sequence since 1969 is the 11 th year star6ng with 1959. (2628) Although this list is ordered, technically speaking, however, this list is not a sequence since it has only 53 terms. A sequence should have infinitely many terms.

Example 5.1 Let s pretend for the moment that this (ordered) list does go on indefinitely. Can you tell what the 125 th term is? No. Since these are actual data measurements, there is no way to know in advance how many cardinals will be seen 2083. If we build a model for this data, however, we would have a formula to determine the forecasted number of cardinals seen in year 2083. This number would be the 125 th term of a different sequence- namely, the sequence determined by the model. Let s use the skills from Unit 1 to find a least squares regression for this data.

Example 5.1 Using our MATLAB program, we have: Eqn for LSR : N t = 77t +2266 ρ = 0.86 The regression line accounts for 74.15% of the variance in the data.

Example 5.1 That is, we have a formula that determines a sequence. The number of cardinals N t seen at Christmas6me t years elapsed beginning in 1959 is forecast to be given by: N t = 77t + 2266 Again, this is not the sequence of the data but, rather, a LSR for the data. Interpola6ng for t=11, we get N(11)=3113. No6ce this is different from our 11 th data point, 2628. But equipped with a formula that determines our sequence, we can extrapolate to find to the 125 th term of our sequence: N 125 = 77 125 + 2266 =11891 To reinforce prior work: some6mes it is reasonable to assume a popula6on is growing exponen6ally, so let s rescale our data and see what we get:

Example 5.1 Eqn for LSR : ln( N t ) = 0.019t + 7.813 ρ = 0.87 N t = 2472( 1.0190) t The regression line accounts for 75.23% of the variance in the data.

Example 5.1 Once again, we have a formula that determines a sequence. The number of cardinals N t seen at Christmas6me t years elapsed beginning in 1959 is forecast to be given by: N t = 2471 1.019 ( ) t Again, this is not the sequence of the data but, rather, a LSR for the data. Interpola6ng for t=11, we get N(11)=3039. No6ce this is different from our 11 th data point, 2628. But equipped with a formula that determines our sequence, we can extrapolate to find to the 125 th term of our sequence: N 125 = 2471 ( 1.019) 125 = 25980

Example 5.2 Consider the sequence given by the formula: Find the first 5 terms of this sequence. Solu6on: a n = f ( n) = ( 1) n a 1 = f ( 1) = ( 1) 1 2 1 1+1 = 1 2n n +1 a 4 = f ( 4) = ( 1) 4 2 4 4 +1 = 8 5 a 2 = f ( 2) = ( 1) 2 2 2 2 +1 = 4 3 a 5 = f 5 ( ) = 1 ( ) 5 2 5 5 +1 = 10 6 = 5 3 a 3 = f ( 3) = ( 1) 3 2 3 3 +1 = 6 4 = 3 2

3. (5.3) Discrete Difference Equa6ons The formula in the previous example is an explicit formula in the following sense- if you want to know the 125 th term of the sequence, you simply plug in 125 for n: a 125 = f ( 125) = ( 1) 125 2 125 125 +1 = 250 126 More common, however, when building models, we work with a recurrence formula or recurrence rela6on. For example, consider a popula6on that doubles each year. If we let x n represent the size of the popula6on at 6me step n, then we can model how this popula6on changes from one 6me step to the next by the equa6on: x n +1 = 2x n

3. (5.3) Discrete Difference Equa6ons How is this different? Well, let s consider how we would find the popula6on size aker 125 6me steps: x n +1 = 2x n x 125 = 2x 124 x 125 = 2( 2x 123 ) x 125 = 2( 2( 2x 122 )) So, in some sense, to find the 125 th term, we need to know all of the previous terms. This is very different from the previous example. x 125 =?

3. (5.3) Discrete Difference Equa6ons Fibonacci Sequence A famous example of a sequence generated by a recurrence rela6on is the Fibonacci sequence. Consider a popula6on of rabbits. If we let x 0 =1 and x 1 =1, then the popula6on size of the n th genera6on of rabbits can be modeled by the recurrence rela6on: x n +1 = x n + x n 1 Let s generate some terms of the associated sequence: x 2 = x 1 + x 0 =1+1= 2 x 3 = x 2 + x 1 = 2 +1= 3 x 4 = x 3 + x 2 = 3+ 2 = 5 We have: 1,1,2,3,5,8,13,21,? 34,55,89,144, x 5 = x 4 + x 3 = 5 + 3 = 8 x 6 = x 5 + x 4 = 8 + 5 =13 x 7 = x 6 + x 5 =13 + 8 = 21

3. (5.3) Discrete Difference Equa6ons Difference Equa6ons In general, suppose we have a quan6ty- like a popula6on- whose value at 6me step n+1 depends on the values at each of the previous 6me steps. That is, x n +1 = f ( x n, x n 1,, x 0 ) An equa6on that can be wrinen in this form is called a difference equa,on. If the value at step n+1 depends only on the value at the previous step, that is, if: x n +1 = f ( x n ) example : x n +1 = 2x n then it s a first order difference equa,on. If the value at step n+1 depends on the values at the two previous steps, that is, if: x n +1 = f ( x n,x n 1 ) example : x n +1 = x n + x n 1 then it s a second order difference equa,on.

3. (5.3) Discrete Difference Equa6ons As men6oned above, to find, say, the 125 th term, we would need to know all of the previous terms: x n +1 = 2x n x 125 = 2x 124 x 125 = 2( 2x 123 ) x 125 =? Unless, that is, we can find an explicit formula for the n th term that does not depend on any of the previous terms. In other words, we d like to replace our recurrence formula with an explicit one: x n +1 = f ( x n ) x n = f ( n)

3. (5.3) Discrete Difference Equa6ons Example 5.4 A popula6on of doves increases by 3% each year. Let x n be the size of the popula6on at year n. Then: ( ) x n +1 = f x n = x n + 0.03x n =1.03x n Let x 0 be the ini6al popula6on size. Then we have: x 1 =1.03x 0 x 2 =1.03x 1 =1.03( 1.03x 0 ) =1.03 2 x 0 x 3 =1.03x 2 =1.03 1.03 2 x 0 ( ) =1.03 3 x 0 x n =1.03 n x 0

4. (5.4) Geometric & Arithme6c Sequences Geometric Sequences The example we just looked at was an example of a geometric sequence. A geometric sequence is a sequence with the form: a, ar, ar 2, ar 3,, ar n, where a and r are numbers. No6ce that this sequence is generated by the form of that generic term. And the generic term, in this case, was found by solving the first order difference equa6on: a n +1 = r a n, where a 0 = a a 1 = r a 0 = r a a 2 = r a 1 = r r a a n = r n a 0 = ar n ( ) = r 2 a

4. (5.4) Geometric & Arithme6c Sequences Example 5.5 (Wild Hares) A popula6on of wild hares increases by 13% each year. Currently, there are 200 hares. If x n is the number of hares in the popula6on at the end of year n, find: (a) the difference equa6on rela6ng x n+1 to x n Solu6on: Since the popula6on increases by 13% each year, the difference equa6on is: x n +1 =1.13x n (b) the general solu6on to the difference equa6on found in part a. Solu6on: x n =1.13 n x 0 =1.13 n 200 ( ) (c) the number of hares in the popula6on at the end of six years from now. Solu6on: x 6 =1.13 6 200 ( ) 416 Thus, at the end of year six there are approximately 416 hares.

4. (5.4) Geometric & Arithme6c Sequences Arithme6c Sequences Another common sequence is an arithme6c sequence. An arithme,c sequence is a sequence with the form: a, a + d, a + 2d, a + 3d,, a + nd, where a and d are numbers. No6ce that this sequence is generated by the form of that generic term. And the generic term, in this case, is found by solving the first order difference equa6on: a n +1 = a n + d, where a 0 = a a 1 = a 0 + d = a + d a 2 = a 1 + d = a + d a n = a + nd ( ) + d = a + 2d

Homework Chapter 5: 5.2, 5.3, 5.5, 5.8, 5.9 Some answers: 5.5 (a) x n+1 =1.1x n (b) x n =50(1.1) n 5.8 (a) x n =800(1.1) n + 200 (b) no (c) 68 5.9 (a) 5 (b) ex6nc6on