Related papers: Nonautonomous Riccati difference equation with rea…
This short note aims to answer one of the open problems raised by F. Balibrea and A. Cascales in \cite{bc}. In particular, the forbidden set of the nonlinear difference equation $x_{n+1} = x_n x_{n-k}/(ax_{n-k+1} +x_n x_{n-k+1} x_{n-k})$,…
In this paper it is dealt with the following system of difference equations x_{n+1}=((a_{n})/(x_{n}))+((b_{n})/(y_{n})), y_{n+1}=((c_{n})/(x_{n}))+((d_{n})/(y_{n})), n in N_0, where the initial values x_0,y_0 are positive real numbers and…
Solutions to the random Fibonacci recurrence x_{n+1}=x_{n} + or - Bx_{n-1} decrease (increase) exponentially, x_{n} = exp(lambda n), for sufficiently small (large) B. In the limits B --> 0 and B --> infinity, we expand the Lyapunov exponent…
We obtain the solution of the fourth order difference equation $$ x_{n+1}=\frac{ \alpha x_{n-3}}{A+B x_{n-1}x_{n-3}}$$ with the initial conditions; $x_{-3}=d,$ $x_{-2}=c,$ $x_{-1}=b,$ and $x_{0}=a$ are arbitrary nonzero real numbers,…
We describe the sequences {x_n}_n given by the non-autonomous second order Lyness difference equations x_{n+2}=(a_n+x_{n+1})/x_n, where {a_n}_n is either a 2-periodic or a 3-periodic sequence of positive values and the initial conditions…
In this paper, using properties of Ramanujan sums and of the discrete Fourier transform of arithmetic functions, we give an explicit formula for the number of solutions of the linear congruence $a_1x_1+\cdots +a_kx_k\equiv b \pmod{n}$, with…
We consider the stochastically perturbed cubic difference equation with variable coefficients \[ x_{n+1}=x_n(1-h_nx_n^2)+\rho_{n+1}\xi_{n+1}, \quad n\in \mathbb N,\quad x_0\in \mathbb R. \] Here $(\xi_n)_{n\in \mathbb N}$ is a sequence of…
Our aim in this paper is to deal with the dynamics of following higher order difference equation x_{n+1}=A+B((x_{n-m})/(x_{n}^2)) where A,B>0, and initial values are positive, and m={1,2,...}. Furthermore, we discuss the periodicity,…
We study the $T$-periodic solutions of the real Riccati differential equation $x' = x^2 + \gamma(t),$ where $x=x(t)$ and $\gamma$ is a $T$-periodic function. Our goal is to define a real-valued discriminant $\Delta_{\gamma}$ that determines…
In this study, we investigate the form of solutions, stability character and asymptotic behavior of the following rational difference equation x_{n+1}=({\gamma}/(x_{n}(x_{n-1}+{\alpha})+\b{eta})), n=0,1,..., where the inital values x_{-1}…
This paper proposes a reduction technique for the generalised Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a study on the generalised discrete algebraic Riccati equation. In…
We obtain explicit formulas for the solutions of the system of second-order difference equations of the form $x_{n+ 1} = \frac{x_n y_{n-1}}{y_n (a_n + b_n x_n y_{n - 1})}, \quad y_{n+1} = \frac{x_{n - 1} y_n}{x_n (c_n+d_n x_{n-1} y_n)}$,…
In this article we address the issue of uniqueness for differential and algebraic operator Riccati equations, under a distinctive set of assumptions on their unbounded coefficients. The class of boundary control systems characterized by…
In this paper we discuss how to decompose the constrained generalized discrete-time algebraic Riccati equation arising in optimal control and optimal filtering problems into two parts corresponding to an additive decomposition X=X0+D of…
We study a difference Riccati equation $\Phi(x) + \rho(x)/\Phi(x-\omega) = v(x)$ with $1-$periodic continuos coefficients. Using continued fraction theory we investigate a problem of existence of continuos solutions for this equation. It is…
An indefinite stochastic Riccati Equation is a matrix-valued, highly nonlinear backward stochastic differential equation together with an algebraic, matrix positive definiteness constraint. We introduce a new approach to solve a class of…
Discrete algebraic Riccati equations and their fixed points are well understood and arise in a variety of applications, however, the time-varying equations have not yet been fully explored in the literature. In this article we provide a…
Comparison of approximate solutions that were obtained by using different asymptotic methods of solutions of difference equations with the exact solution is presented. Results show that for the studied equation the method of transformation…
In this paper, we are interested in analyzing the dynamics of the fourth-order difference equation $x_{n+4} = \max\{x_{n+3},x_{n+2},x_{n+1},0\}-x_n$, with arbitrary real initial conditions. We fully determine the accumulation point sets of…
We study the following kth order rational difference equation assuming nonnegative parameters and nonnegative initial conditions $$x_{n}=\frac{\alpha+\sum_{i=1}^{k}\beta_{i}x_{n-i}} {A+\sum_{j=1}^{k}B_{j}x_{n-j}},\quad n\in\mathbb{N}.$$ We…