Linear Difference Equation
A linear difference equation is a mathematical expression that relates a sequence of numbers to its previous values. It typically takes the form a_n = c_1 a_n-1 + c_2 a_n-2 + \ldots + c_k a_n-k + f(n) , where a_n represents the current term, c_1, c_2, \ldots, c_k are constants, and f(n) is a function of n . These equations are widely used in various fields, including economics and engineering, to model dynamic systems.
The solutions to linear difference equations can be found using methods similar to those used for linear differential equations. They can be classified as homogeneous or non-homogeneous, depending on whether the function f(n) is present. Common examples include the Fibonacci sequence and the ARIMA model in time series analysis. Understanding these equations is essential