Solving Difference Equations and Recurrence Relations

Difference Equations , aka. Recurrence Relations, are very similar to differential equations, but unlikely, they are defined in discrete domains (e.g. discrete time or space). In this video tutorial, the general form of linear difference equations and recurrence relations is discussed and solution approach, using eigenfunctions and eigenvalues is represented. Some examples, including Fibonacci Series, are investigated in the video tutorial, as well. The case of multiple (non-distinct) roots of characteristic equation is also considered. Finally, the non-homogeneous difference equations are discussed, by providing the concept of general and particular solutions.