Numerical Analysis, 1/e

11

Difference Equations

11.0 INTRODUCTION

Difference equations may be considered as the discrete analogue of differential equations. Discrete functions occur in many physical and engineering problems. So, difference equations are the natural choice for dealing with discrete situations.

Basic concepts of difference equations are similar to differential equations.

Definition 11.1: Difference equation

A difference equation is an equation involving an independent variable x, dependent variable y_x and the successive differences of yx or successive values yx, yx₊₁, yx₊₂ ...

1. Example (1)
2. are difference equations.

Since , every difference equation ...