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# MATH2408/3408 Computational Methods and Differential Equations with Applications20142015

## Discrete Dynamical System

MATH2408/3408
Computational Methods and Differential
Equations with Applications
20142015

## Linear Difference Equations

Solutions of Homogeneous Equations
Stability
Iterations and Equilibria

Difference Equations

Equilibria
Stability

## Dr. WONG Chi Wing

Department of Mathematics, HKU

Order of Convergence
Solving Equations and Newtons Method
Bisection Method

## A dynamical system is a system that changes over time. If the

time is measured in discrete units (e.g. days), the system is
called a discrete dynamical system.

## Example 1 (Discrete Exponential Growth)

Bacteria reproduce through binary fission. Suppose that
bacteria divide every 15 minutes.
If Nk is the number of bacteria presented after 15k minutes,
then
Nk +1 = 2Nk , k = 0, 1, 2, 3, . . .

## Thus, a discrete dynamical system is essentially a sequence of

numbers
{a1 , a2 , a3 , . . .} or in short {an }.
A dynamical system can be defined explicitly

## where N0 is the initial population of bacteria.

It follows that

e.g. an = (1 + r ) a0 ;
n

or recursively

N1 = 2N0 , N2 = 2N1 = 22 N0 , . . . , Nk = 2k N0 , . . .

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## A dynamical system is density dependent if the ratio net

reproduction rate depends on Nt :

## A linear fitness function may take the form

Nt+1
= f (Nt )
Nt

and hence

f (N) = R

R1
N
K

where R > 1

R1
Nk Nk .
K
This model is coined the discrete logistic model and was
proposed by a Belgian mathematician PierreFranois Verhulst
(1836). He didnt explain his choice of the word logistique but
this word was referred to the art of calculation in the 19th
century France.

## We may make further assumptions on fitness functions.

1. When N is small, f is essentially a constant R > 1.
2. f (N) decreases as N increases.

## 3. There is a threshold population size K , named carrying

capacity, so that f (K ) = 1.

Nk +1 = R

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If we set

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## A nonlinear fitness function is f (N) =

, then the
1 + R1
K N
discrete dynamical system is given recursively by

R1
Nk ,
RK
then we obtain the dimensionless discrete logistic model
xk =

xk +1 = Rxk (1 xk ).

Nk +1 =

(1)

RKNk
.
K + (R 1)Nk

(2)

## Though the relation looks complicated, one can indeed define

the system explicitly

## In spite of its simplicity, no explicit form of (1) is known except

for R = 2 and R = 4.

1
1
1
1
1
= k
+ .
Nk R N0 K
K

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## Let V be the set of all infinite sequences of scalars. It is an

infinite dimensional vector space under the usual operations:

(Ex)k = xk +1

## We shall frequently encountered the following geometric

sequence: for any scalar , we define

and so u( )k =

u( ) = ,

,...,

for all k .

## Its easy to see that E is a linear mapping.In addition, if we

denote the composition E E = E 2 and E i+1 = E E i , then

, . . .

E i xk = xi+k .

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operator

## By a linear difference operator L, we mean a linear combination

of powers of E over the scalar field:

p(E) = ci E i .

L = ci E i

i=0

form.

i=0

Example 2

p(E)x = 0

## is called a homogeneous difference equation and the

polynomial p(z) is called the characteristic equation of the
difference equation.

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## Recall that L = p(E) is a linear mapping. Thus, the set of

solutions of the difference equation is simply the kernel of L and
hence is a vector subspace of V . As a result,

## Lets continue with the difference equation

xk +2 3xk +1 + 2xk = 0

{u(1) + u(2) ,

## whose characteristic equation is p(z) = z 2 3z + 2.

Lets try a solution of the form u(r ):

## (p(E)(u(r )))k = r k +2 3r k +1 + 2r k = 0 for all k

Theorem 3

r r 3r + 2 = r (r 1)(r 2) = 0.
k

F} ker L.

## If is a zero of p(z), then u( ) is a solution of the

homogeneous difference equation Lx = p(E)x = 0. In addition,
if p has only nonzero simple roots { 1 , . . . , n }, then every
solution is a linear combination of u( 1 ), . . . , u( n ).

## It follows that r = 0, r = 1 or r = 2: and thus u(0), u(1) and u(2)

are solutions of the difference equation.
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Example 4

## Solve the linear difference equation

s( ) = {s1 ( ), s2 ( ), . . .} ,

## we define its derivative to be the sequence of the derivative of

the terms:
d
s( ) = s(1) ( ) = s1 ( ), s2 ( ), . . . .
d

s(l+1) ( ) =
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d l+1
d (l)
s( ) =
s ( ).
l+1
d
d
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## For example, take s( ) = u( ), then

u (0) ( ) = ,
u

(1)

( ) = 1, 2 , 3

,...,
2

, . . .

,...,k

k 1

Theorem 5
, . . .

u (2) ( ) = 0, 2, 6 , . . . , k (k 1)

E

d
u( ) = E , (
d

= (

) ,(

) ,(

E k u (l) ( ) =

) . . .
3

) ,(

k 2

## Let p(z) be a polynomial with nonzero constant term. If is a

zero of p(z) with multiplicity , then u( ), u (1) ( ), . . . , u (1) ( )
are linearly independent solutions of the difference equation
p(E)x = 0.
If we set U to be the span of these sequences and if
1 , . . . , m are the distinct zeros of p, then

, . . . .

) , . . . =

ker p(E) = U

d
[Eu( )] ;
d

dl
E k u( ).
d l

++U

j.

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Theorem 7

## Suppose that xn+1 = axn + b for some constants a 1 and b.

Then
b
b
xn = x0
an +
.
(3)
1a
1a

Example 6
Consider the difference equation
4xk +3 + 7xk +2 + 2xk +1 xk = 0

Example 8

1
K + (R 1)Nk 1
1
R1
=
=

+
.
Nk +1
RKNk
R Nk
RK

1
Nk

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1
1 1
1
k + .
N0 K R
K

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Stability

Stability

Definition 9

Theorem 13

xn M for all n.

## Let p(z) be a polynomial with nonzero constant term. The

following are equivalent.

Example 10

## (ii) Every zero of p satisfies 1, and satisfies the strict

inequality whenever is a multiple root.

Definition 11

Example 14

## We say that a linear difference equation is stable if all of its

solutions are bounded.

## The difference equation in Example 6 unstable although all the

zeros of the characteristic equation lie in the unit disk. However,
1 is a multiple root.

Example 12
The difference equation in Example 4 is unstable as u(2) is an
unbounded solution.
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Equilibria

Equilibria

Definition 15

xn+1 = F (xn )

## where F is a continuous function. An effective way to trace the long term

behavior of {xn } is the Cobweb Diagram.

x = F (x ).

Procedure

Example 16

with R = 2.

## 2. Plot (x0 , 0), move vertically until

hitting y = F (x) at (x0 , F (x0 )); and
then move horizontally until hitting
y = x at (F (x0 ), F (x0 )).

## 3. Move vertically until hitting y = F (x)

at (F (x0 ), F 2 (x0 )); and then move
horizontally until hitting y = x at
(F 2 (x0 ), F 2 (x0 )).

(4)

x = 2x (1 x )
x (1 2x ) = 0.

x2 = 12.

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## If x0 = x is an equilibrium of F , then the dynamical system defined by

xk +1 = F (xk ) is x0 = x1 = x2 = = x .

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## Iterations and Equilibria

Equilibria

Equilibria

Optional
Theorem 17 (Existence and Uniqueness of Equilibrium I)

Definition 19 (Contraction)

## Let F [a, b] [a, b] be continuous. Then F has a equilibrium.

Further, this equilibrium is unique if

(0, 1) such that

Corollary 18

## Let F [a, b] [a, b] be continuous. If F differentiable and

F (x) < 1 on (a, b), then F has a unique equilibrium.
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## Let C R be closed. If F C C be a contraction, then F has

a unique equilibrium.
Indeed, the equilibrium is the limit of the sequence generated
by iteration, xn+1 = f (xn ).

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Stability

Stability

Definition 21

## Let x be an equilibrium of the function F , and xn+1 = F (xn ).

We say that
1. it is stable if for any " > 0, there is
x0 x <

Definition 22

## Let F be a differentiable function and x be its equilibrium. We

say that x is a hyperbolic if F (x ) 1.

n

## Let x be a hyperbolic equilibrium of a differentiable function F .

Suppose that F is continuous at x . Then

## 2. it is unstable if it is NOT stable, i.e., there is "0 > 0 such that

for any > 0, xn x "0 for some x0 (x , x + ) and
n N;
3. it is asymptotically stable if it is stable and there is
such that
x0 x <

lim xn = x .

## 1. x is asymptotically stable if F (x ) < 1;

2. x is unstable if F (x ) > 1.

>0

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## Iterations and Equilibria

Stability

Order of Convergence

Example 24
In this subsection, we shall study how fast a sequence
generated by iteration (i.e. xn+1 = F (xn )) converges to an
asymptotically stable equilibrium x provided that x0 is close to
x .

## Consider the dimensionless discrete logistic equation (1)

xk +1 = F (xn ) where F (x) = Rx(1 x), x [0, 1] and 1 < R 4.

## Solving F (x) = x, there are two equilibria x1 = 0 and x2 = (R 1)R.

Note that F (x) = R(1 2x). Hence

Definition 25

p 1 such that
en+1
lim
= C > 0,
n en p

## In view of Theorem 23,

x1 is always unstable;

3 < R 4.

x
2

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## Solving Equations and Newtons Method

Order of Convergence

## To have an idea on the meaning of the order of convergence of

an iteration, lets assume C 1 for simplicity. Then for large n,
If en = 110, then

## Newtons Algorithm (solving f (x) = 0)

en+1 en p .

input x0 , N, , ;
fx f (x0 )
if fx < " then stop
for i = 1 to N do
x1 x0 fxf (x0 ); fx f (x1 );
if x1 x0 < or fx < " then stop
x0 x1
end do
output i, x1 , fx

## p = 1 or linear convergence: en+1 110;

p = 2 or quadratic convergence: en+1 1100;
p = 3 or cubic convergence: en+1 11000.

Theorem 26

## Let F be a sufficiently smooth function and be an equilibrium.

Then the order of convergence of the scheme xi+1 = F (xi ) (to
) is p N if (and only if)
dF
d 2F
d p1 F
() =
()
=

=
() = 0 and
dx
dx 2
dx p1

d pF
() 0.
dx p

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## The Newtons method is an example of onepoint iteration

xi+1 = F (xi ) where F (x) = x

## Note that if f () 0, then

F () =

F () =

Example 27

f (x)
.
f (x)

1
Use the Newtons method to find the a zero of f (x) = x 2 x 1 x+1
in (1, 2) with x0 = 1 within 100 steps. Continue the procedure until
either f (x) or absolute difference between two successive
approximations is less than 0.001.

f () = 0.

Solution.

f ()f ()
= 0.
f ()2

n
0
1
2
3
4

## It follows that is an asymptotically stable equilibrium and the order

of convergence is at least two.

## Indeed it is exactly two when f is thrice differentiable and f () 0 as

F () =

f ()
0.
f ()

xn
1.0000
2.2000
1.8205
1.7702
1.7693

f (xn )
-1.5000
1.3275
0.1391
0.0024

f (xn )
1.2500
3.4977
2.7666
2.6707

xn+1 xn
N/A
1.2
0.3795
0.0503
0.0009

Solution is 1.7693.
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convergence.

## The situation is even worse if the zero of f is not an asymptotically

stable equilibrium of F .

Example 28
To solve f (x) = cos x in (0, 4), the Newton iteration function is

Example 29

## which obviously has a zero at x = 0.

Note that
1
f (x) =
2 x

Consider

cos x
F (x) = x
= x + cot x.
sin x

F (x ) = cot2 x = 0 x is stable.

## However, if we choose x0 = 3, which is close to x , the

Newtons method yields

## 4.01525, 4.85266, 4.71146, 4.71239, 4.71239 32!

f (x) =

if 0 x 1,
if 1 x < 0
if x 0

f (x)
= x.
f (x)
As long as x0 0, xn = (1)n x0 and {xn } is never convergent to x .
and hence the Newton iteration function is F (x) = x
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Bisection Method

Bisection Method

## Theorem 30 (Existence of Zero)

Let f be continuous on [a, b]. If f (a)f (b) < 0, then f (c) = 0 for
some c (a, b).

Example 31
Lets find the zero of f (x) = cos x in (0, 4) by the bisection method (cf
Example 28). We shall be content if either f (c) or bn an is less than
0.0001.

## Bisection Algorithm (solving f (x) = 0)

input a, b, f , N, , ;
fa f (a); fb f (b); e b a;
if fa fb 0 then stop
for i = 1 to N do
e e2; c a + e; fc f (c)
if e < or fc < " then stop
if fa fc < 0 then
b c; fb fc
else a c; fa fc
end if
end do
output i, c, fc, e

n
0
1
2

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## MATH2408/3408 Computational Methods and Differential Equations with Applications20142015

Solving Equations and Newtons Method
Bisection Method

## While the bisection method always yields a solution (as long as

one can locate the initial interval), it converges very slowly.

## Theorem 32 (Convergence of Bisection Method)

Let f be continuous and
[a0 , b0 ] [a1 , b1 ] [a2 , b2 ]

## be the nested sequence of intervals generated by the bisection

method. Then
1. both {an } and {bn } are convergent;
2. for any n, bn an (b0 a0 )2n ;
3. limn an = limn bn = r ;

cn
2
1
1.5

bn
4
2
2

f (an )
+
+
+

f (cn )
+
+

f (bn )
+
-

bn an
2
1
.5

f (cn )
.41615
.54030
.07074

1.57031
1.57031

1.57129
1.57080

1.57227
1.57129

+
+

.00098
.00049

.00049
.00000

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4. f (r ) = 0.

an
0
0
1

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