Recurrences solved by substitution

Use a given substitution to turn a recurrence into a linear second-order relation, solve it and return to the original sequence.

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Enlarged diagram

Some recurrences are not linear: they multiply terms, raise them to powers or square them. You cannot apply the characteristic equation to uₙ = uₙ₋₁³/uₙ₋₂² directly. A well-chosen substitution, which the question will give you, turns such a relation into a linear one. This lesson shows how to transform the relation and its starting values, solve the linear recurrence, and return to the original sequence without losing a sign or a domain condition. It assumes the method for linear second-order recurrences from linear recurrence relations.

A substitution reveals a linear relation

The substitution undoes whatever makes the relation non-linear:

The relation involvesTypical substitutionWhat it does
Products, quotients and powers of terms
vₙ = ln uₙ (or log ₂uₙ)
Turns products into sums and powers into multiples
Squares of terms
wₙ = uₙ²
Removes the squares
Reciprocals or fractions of terms
vₙ = 1/uₙ
Clears the fractions

The method always has the same three stages:

  1. Rewrite the whole relation in the new variable, and transform the starting values with the same substitution.
  2. Solve the linear relation with its characteristic equation.
  3. Return to uₙ, using any sign or domain condition given in the question.

The second stage uses the results for vₙ = pvₙ₋₁ + qvₙ₋₂. Its characteristic equation is λ² = pλ + q, and

vₙ = { Aαⁿ + Bβⁿ if the roots α ≠ β are real,; (A + Bn)αⁿ if there is a repeated root α.

The constants A and B come from the transformed starting values v₀ and v₁.

Worked example 1

A recurrence of powers

The positive sequence uₙ satisfies uₙ = uₙ₋₁³/uₙ₋₂² for n ≥ 2, with u₀ = 2 and u₁ = 4. Using the substitution vₙ = ln uₙ, find uₙ in terms of n.

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  1. Rewrite the relation in v

    Method

    Take natural logarithms of both sides.

    Reason

    Logarithms turn the powers 3 and 2 into coefficients. Every uₙ is positive, so every logarithm is defined.

    Working

    Answer

    ln uₙ = 3 ln uₙ₋₁-2 ln uₙ₋₂,; vₙ = 3vₙ₋₁-2vₙ₋₂,

    with v₀ = ln 2 and v₁ = ln 4 = 2 ln 2.

  2. Solve the linear relation

    Method

    Solve λ²-3λ + 2 = 0.

    Reason

    The roots are distinct, so vₙ = A(1)ⁿ + B(2)ⁿ.

    Working

    Answer

    (λ-1)(λ-2) = 0,; vₙ = A + B 2ⁿ.

    From v₀ and v₁: A + B = ln 2 and A + 2B = 2 ln 2, so B = ln 2 and A = 0. Hence vₙ = 2ⁿ ln 2.

  3. Return to u

    Working

    Answer

    uₙ = e^vₙ = e^(2ⁿ ln 2); = 2^2ⁿ.

Fractions: use reciprocals

Guided practice 1

A fraction of terms

About 8 min

The sequence uₙ satisfies

uₙ = uₙ₋₁uₙ₋₂/(2uₙ₋₂-uₙ₋₁), n ≥ 2,

with u₀ = 1 and u₁ = 1/2. Use the substitution vₙ = 1/uₙ to find uₙ, and describe its behaviour as n → ∞.

Try this before viewing the solution

Hint 1

Divide first

Take the reciprocal of both sides and split the resulting fraction into two terms. Each term should contain only one of uₙ₋₁ and uₙ₋₂.

Hint 2

A repeated root

The characteristic equation is a perfect square, so use the general solution (A + Bn)αⁿ.

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  1. Take reciprocals

    Method

    Invert both sides and split the fraction.

    Reason

    Each piece then contains a single reciprocal, which is a v term.

    Working

    Answer

    1/uₙ = (2uₙ₋₂-uₙ₋₁)/(uₙ₋₁uₙ₋₂) = 2/uₙ₋₁-1/uₙ₋₂,; vₙ = 2vₙ₋₁-vₙ₋₂,

    with v₀ = 1 and v₁ = 2.

  2. Solve with a repeated root

    Method

    λ²-2λ + 1 = (λ-1)² = 0 has the repeated root 1.

    Reason

    A repeated root needs the factor A + Bn; A · 1ⁿ + B · 1ⁿ would have only one free constant.

    Working

    Answer

    vₙ = A + Bn. Then v₀ = A = 1 and v₁ = A + B = 2, so B = 1 and vₙ = n + 1.

  3. Return to u and describe the behaviour

    Working

    Answer

    uₙ = 1/(n + 1),

    so u₉ = 0.1. As n → ∞, uₙ → 0 through positive values, decreasing at every step.

Squares: return with the correct sign

Squaring loses the sign of a term. After solving for wₙ = uₙ², the question must tell you which square root to take, usually by saying that the sequence is positive. Transform the starting values too: if u₁ = 2, then w₁ = 4, not 2.

Spot the mistake 1

The starting values were not squared

About 6 min

The positive sequence uₙ satisfies uₙ² = 5uₙ₋₁²-6uₙ₋₂² with u₀ = 1 and u₁ = 2. A student writes wₙ = uₙ², so that wₙ = 5wₙ₋₁-6wₙ₋₂ with w₀ = 1 and w₁ = 2. This gives wₙ = 2ⁿ and uₙ = 2^(n/2). Find the error and the correct uₙ.

Write your answer, then compare it with the solution

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  1. Transform the starting values

    Method

    Use w₀ = u₀² = 1 and w₁ = u₁² = 4.

    Reason

    The relation and its starting values describe the same sequence wₙ, so both need the substitution.

    Working

    Answer

    λ²-5λ + 6 = 0 has roots 2 and 3, so wₙ = A 2ⁿ + B 3ⁿ. Then A + B = 1 and 2A + 3B = 4, giving B = 2 and A = -1:

    wₙ = 2 · 3ⁿ-2ⁿ,; uₙ = square root of (2 · 3ⁿ-2ⁿ),

    taking the positive root because the sequence is positive.

Check your understanding 1

A recurrence in squares

The positive sequence uₙ satisfies uₙ² = uₙ₋₁² + 2uₙ₋₂² with u₀ = u₁ = 1. Use wₙ = uₙ² to find uₙ.

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The relation becomes wₙ = wₙ₋₁ + 2wₙ₋₂ with w₀ = w₁ = 1. The roots of λ²-λ-2 = 0 are 2 and -1, so wₙ = A 2ⁿ + B(-1)ⁿ, with

A + B = 1,; 2A-B = 1,

giving A = 2/3 and B = 1/3. Since uₙ > 0,

uₙ = square root of ((2ⁿ⁺¹ + (-1)ⁿ)/3).

Check: w₂ = 1 + 2 = 3, and the formula gives (8 + 1)/3 = 3.

Common mistakes

  • Transforming the relation but not the starting values.
  • Taking logarithms when some terms could be zero or negative. The logarithm substitution needs every uₙ > 0.
  • Using Aαⁿ + Bαⁿ for a repeated root, which leaves only one free constant.
  • Stopping at vₙ or wₙ instead of returning to uₙ.
  • Taking ± square roots, or the wrong sign, when the question has said the sequence is positive.
  • Not checking the final formula against u₀, u₁ and one term generated by the original relation.

Before you move on

Try it yourself 1

Each term the geometric mean of the last two

Minimal support

A positive sequence has u₀ = 1, u₁ = 8 and uₙ = square root of uₙ₋₁uₙ₋₂ for n ≥ 2. Using the substitution vₙ = log ₂uₙ, find uₙ in terms of n. Hence find u₄ and the limit of uₙ as n → ∞.

Try this before viewing the solution

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  1. Rewrite in v

    Method

    Take log ₂ of both sides.

    Reason

    The square root of a product becomes half the sum of the logarithms.

    Working

    Answer

    vₙ = (1/2)vₙ₋₁ + (1/2)vₙ₋₂, v₀ = 0, v₁ = 3.
  2. Solve the linear relation

    Method

    Solve 2λ²-λ-1 = (2λ + 1)(λ-1) = 0.

    Reason

    The roots 1 and -1/2 are distinct.

    Working

    Answer

    vₙ = A + B(-1/2)ⁿ, with A + B = 0 and A-(1/2)B = 3. So B = -2, A = 2 and

    vₙ = 2-2(-1/2)ⁿ.
  3. Return to u and find the limit

    Working

    Answer

    uₙ = 2^(2-2(-1/2)ⁿ),; u₄ = 2^(2-1/8) = 2^(1.875) ≈ 3.67.

    As n → ∞, (-1/2)ⁿ → 0, so vₙ → 2 and uₙ → 2² = 4.

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