Past exam of the mathematics course of the University of Cambridge / 2011 / ia / Paper 2 / 1A (Differential Equations)

Substitution of $y_n={\lambda }^n$ into the linear recurrence relation gives ${\lambda }^{n}p(\lambda )=0$. Since $\lambda \ne 0$, division by ${\lambda }^n$ proves the sequence is a solution exactly when $p(\lambda )=0$.

For a nonzero triple root of a polynomial $\mu$, the repeated characteristic root of a linear recurrence rule gives the three independent solutions ${\mu }^n,n{\mu }^n,n^2{\mu }^n$. One way to see the polynomial factors is to write $y_n={\mu }^n{z}_n$: the recurrence becomes the third forward difference operator applied to $z_n$ equal to zero, so $z_n$ is a quadratic polynomial. ThusThese three constants give arbitrary initial values $y_0,y_1,y_2$, hence the full third-order solution. If $\mu =0$, the recurrence instead reduces to $y_{n+3}=0$: the first three values are arbitrary and every subsequent value is zero. The nonzero-root formula must not be used to discard those initial values.

Eliminate the free constant by comparing consecutive values:Therefore an appropriate inhomogeneous linear recurrence isIts homogeneous part has solution $a{2}^n$, and $-n$ is a particular solution. A first-order linear recurrence relation has one arbitrary initial value, so this gives exactly the desired general solution.