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1996 | Buch

An Introduction to Difference Equations

verfasst von: Saber N. Elaydi

Verlag: Springer New York

Buchreihe : Undergraduate Texts in Mathematics

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Über dieses Buch

This book grew out of lecture notes I used in a course on difference equations that I taught at Trinity University for the past five years. The classes were largely pop­ ulated by juniors and seniors majoring in Mathematics, Engineering, Chemistry, Computer Science, and Physics. This book is intended to be used as a textbook for a course on difference equations at the level of both advanced undergraduate and beginning graduate. It may also be used as a supplement for engineering courses on discrete systems and control theory. The main prerequisites for most of the material in this book are calculus and linear algebra. However, some topics in later chapters may require some rudiments of advanced calculus. Since many of the chapters in the book are independent, the instructor has great flexibility in choosing topics for the first one-semester course. A diagram showing the interdependence of the chapters in the book appears following the preface. This book presents the current state of affairs in many areas such as stability, Z-transform, asymptoticity, oscillations and control theory. However, this book is by no means encyclopedic and does not contain many important topics, such as Numerical Analysis, Combinatorics, Special functions and orthogonal polyno­ mials, boundary value problems, partial difference equations, chaos theory, and fractals. The nonselection of these topics is dictated not only by the limitations imposed by the elementary nature of this book, but also by the research interest (or lack thereof) of the author.

Inhaltsverzeichnis

Frontmatter
1. Dynamics of First Order Difference Equations
Abstract
Difference equations usually describe the evolution of certain phenomena over the course of time. For example, if a certain population has discrete generations, the size of the n + 1st generation x(n + 1) is a function of the nth generation x(n).
Saber N. Elaydi
2. Linear Difference Equations of Higher Order
Abstract
In this chapter we examine linear difference equations of high order, namely, those involving a single dependent variable1. Those equations arise in almost every field of scientific inquiry, from population dynamics (the study of a single species) to economics (the study of a single commodity) to physics (the study of the motion of a single body). We will be acquainted with some of these applications in this chapter. We start this chapter by introducing some rudiments of difference calculus which are essential in the study of linear equations.
Saber N. Elaydi
3. Systems of Difference Equations
Abstract
In the last chapter, we concerned ourselves with linear difference equations, namely, those equations with only one independent and one dependent variable. Since not every situation that we will encounter will be this facile, we must be prepared to deal with systems of more than one dependent variable.
Saber N. Elaydi
4. Stability Theory
Abstract
In Chapter 1, we studied the stability properties of first order difference equations. In this chapter, we will develop the theory for k-dimensional systems of first order difference equations. As shown in Chapter 3, this study includes difference equations of any order. Here, we are interested in the qualitative behavior of solutions without actually computing them. Realizing that most of the problems that arise in practice are nonlinear and mostly unsolvable, this investigation is of vital importance to scientists, engineers, and applied mathematicians.
Saber N. Elaydi
5. The Z-Transform Method
Abstract
In the last four chapters, we used the so-called time domain analysis. In this approach we investigate the difference equations as it is, that is without transforming it into another doman. We either find solutions of the difference equations or provide information about their qualitative behavior.
Saber N. Elaydi
6. Control Theory
Abstract
In the last three decades, control theory has gained importance as a discipline for engineers, mathematicians, scientists, and other researchers. Examples of control problems include landing a vehicle on the moon, controlling the economy of a nation, manufacturing robots, controlling the spread of an epidemic, etc. Though a plethora of other books discuss continuous control theory [1, 2, 3], we will present here an introduction to discrete control theory.
Saber N. Elaydi
7. Asymptotic Behavior of Difference Equations
Abstract
In Chapters 4 and 5 we were mainly interested in stability questions. In other words, we wanted to know whether solutions of a difference equation converge to zero or to an equilibrium point. In asymptotic theory, we are concerned rather with obtaining asymptotic formulae for the manner in which solutions tend to zero or a constant. We begin this chapter by introduding the reader to the tools of the trade.
Saber N. Elaydi
8. Oscillation Theory
Abstract
In previous chapters we were mainly interested in the asymptotic behavior of solutions of difference equations both scalar and nonscalar. In this chapter we will go beyond the question of stability and asymptoticity. Of particular interest is to know whether a solution x(n) oscillates around an equilibrium point x*, regardless of its asymptotic behavior. Since we may assume without loss of generality that x* = 0, the question that we will address here is whether solutions oscillate around zero or whether solutions are eventually positive or eventually negative.
Saber N. Elaydi
Backmatter
Metadaten
Titel
An Introduction to Difference Equations
verfasst von
Saber N. Elaydi
Copyright-Jahr
1996
Verlag
Springer New York
Electronic ISBN
978-1-4757-9168-6
Print ISBN
978-1-4757-9170-9
DOI
https://doi.org/10.1007/978-1-4757-9168-6