검색
Article Search

JMB Journal of Microbiolog and Biotechnology

OPEN ACCESS eISSN 0454-8124
pISSN 1225-6951
QR Code

Article

Kyungpook Mathematical Journal 2017; 57(2): 251-263

Published online June 23, 2017

Copyright © Kyungpook Mathematical Journal.

Dynamical Behavior of a Third-Order Difference Equation with Arbitrary Powers

Gümüs1
Raafat Abo-Zeid2
Özkan Öcalan3

Department of Mathematics, Faculty of Science and Arts, Bülent Ecevit University, 67100, Zonguldak, Turkey1
Department of Basic Sciences, The Egyptian Academy for Engineering and Advanced Technology, Cairo, Egypt2
Department of Mathematics, Faculty of Science and Arts, Akdeniz University, Antalya, Turkey3

Received: December 19, 2016; Accepted: May 4, 2017

The aim of this paper is to investigate the dynamical behavior of the difference equation xn+1=αxnβ+γxn-1pxn-2q,n=0,1,,

where the parameters α, β, γ, p, q are non-negative numbers and the initial values x−2,x−1, x0 are positive numbers. Also, some numerical examples are given to verify our theoretical results.

Keywords: equilibrium point, global stability, periodicity, boundedness, solution

In the last twenty years, many papers appeared focusing on the investigation of the qualitative analysis of solutions of difference equations (see [2, 3, 4, 7, 8, 9, 14, 15, 17, 22] and the references cited therein). Applications of difference equations have appeared in many areas such as population dynamics, ecology, economics, probability theory, genetics, psychology, physics, engineering, sociology, statistical problems, stochastic time series, number theory, electrical networks, neural networks, queuing problems and so on. Namely, the theory of difference equations gets a central position in applicable analysis. Hence, it is very valuable to study the dynamical behavior of solutions of non-linear rational difference equations.

In our opinion, it is of a great importance to investigate not only non-linear difference equations, but also those equations which contain powers of arbitrary positive numbers (see [3, 4, 6, 7, 11, 13, 21, 23]).

The purpose of this paper is to study the local asymptotic stability of equilibria, the periodic nature and the global behavior of solutions of the following fractional difference equation

xn+1=αxnβ+γxn-1pxn-2q,n

where the parameters α, β, γ, p, q are non-negative numbers and the initial values x−2, x−1, x0 are positive numbers such that the denominator is always positive.

In [7], El-Owaidy et al. investigated the global behavior of the following rational recursive sequence

xn+1=αxn-1β+γxn-2p,n

with non-negative parameters and non-negative initial values.

By generalizing the results of El-Owaidy et al. [7], Chen et al. [6] studied the dynamical behavior of the following rational difference equation

xn+1=αxn-kβ+γxn-lp,n

where k, l ∈ ℕ, the parameters are positive real numbers and the initial values x−max{k,l}, …,x−1, x0 ∈ (0,∞).

Ahmed in [3, 4] investigated the global asymptotic behavior and the periodic character of the difference equations

xn+1=αxn-1β+γxnpxn-2q,n

and

xn+1=αxn-1β+γi=lkxn-2ipi,n

where the parameters are non-negative real numbers and the initial values are non-negative real numbers.

In [10], Erdogan et al. investigated the dynamical behavior of positive solutions of the following higher order difference equation

xn+1=αxn-1β+γk=1txn-2kk=1txn-2k,n

where the parameters are non-negative real numbers and the initial values are non-negative real numbers.

In [16], Karatas investigated the global behavior of the equilibria of the following difference equation

xn+1=Axn-mB+Ci=02k+1xn-i,n

where the parameters are non-negative real numbers and the initial values are non-negative real numbers.

If some parameters of Eq.(1.1) are zero, then special cases emerge. If α = 0, we have the trivial case. If β = 0, Eq.(1.1) is reduced to a linear difference equation by the change of variables xn= eyn. If γ = 0, Eq.(1.1) is reduced to a linear first order difference equation.

Note that Eq.(1.1) can be reduced to the following fractional difference equation

yn+1=ryn1+yn-1pyn-2q,n

by the change of variables xn=(βγ)1p+qyn with r=αβ. So, we shall study Eq.(1.2).

For the sake of completeness and the readers convenience, we are including some basic results (one can see [1, 5, 12, 18, 19, 20] and the references cited therein).

Let I be an interval of real numbers and let f: I × I × II be a continuously differentiable function. Then for any condition x−2, x−1, x0 I, the difference equation

xn+1=f(xn,xn-1,xn-2),n

has a unique positive solution {xn}n=-2.

Definition 2.1

An equilibrium point of Eq.(2.1) is a point χ̄ that satisfies

x¯=f(x¯,x¯,x¯).

The point χ̄ is also said to a fixed point of the function f.

Definition 2.2

Let χ̄ be a positive equilibrium of (2.1).

  • χ̄ is stable if for every ɛ > 0, there is δ > 0 such that for every positive solution {xn}n=-2 of (2.1) with i=-20xi-x¯<δ, |xn| < ɛ, holds for n ∈ ℕ.

  • χ̄ is locally asymptotically stable if is stable and there is γ > 0 such that lim xn= holds for every positive solution {xn}n=-2 of (2.1) with i=-20xi-x¯<γ.

  • χ̄ is a global attractor if lim xn= χ̄ holds for every positive solution {xn}n=-2 of (2.1).

  • is globally asymptotically stable if is both stable and global attractor.

Definition 2.3

The linearized equation of (2.1) about the equilibrium point χ̄ is

yn+1=ζ0yn+ζ1yn-1+ζ2yn-2,n

where

ζ0=fxn(x¯,x¯,x¯),ζ1=fxn-1(x¯,x¯,x¯),ζ2=fxn-2(x¯,x¯,x¯).

The characteristic equation of (2.2) is

F(λ)=λ3-ζ0λ2-ζ1λ-ζ2=0.

The following result, known as the Linearized Stability Theorem, is very useful in determining the local stability character of the equilibrium point χ̄ of equation (2.1).

Theorem 2.4. (The Linearized Stability Theorem)

Assume that the function F is a continuously differentiable function defined on some open neighborhood of an equilibrium point χ̄. Then, the following statements are true:

  • If all roots of (2.3) have absolute value less than one, then the equilibrium point χ̄ of (2.1) is locally asymptotically stable.

  • If at least one of the roots of (2.3) has absolute value greater than one, then the equilibrium point χ̄ of (2.1) is unstable. Also, the equilibrium point χ̄of (2.1) is called a saddle point if (2.3) has roots both inside and outside the unit disk.

Theorem 2.5

Assume that α2, α1, and α0are real numbers. Then, a necessary and sufficient condition for all roots of the equation

λ3+α2λ2+α1λ+α0=0

to lie inside the unit disk is

α2+α0<1+α1,α2-3α0<3-α1andα02+α1-α0α2<1.

In this section we prove our main results.

Theorem 3.1

We have the following cases for the equilibrium points of Eq.(1.2).

  • 0 = 0 is always the equilibrium point of Eq.(1.2).

  • Ifr > 1, then Eq.(1.2)has the positive equilibrium y¯1=(r-1)1p+q.

  • Ifr < 1 and 1p+qis an even positive integer, then Eq.(1.2)has the positive equilibrium y¯2=(r-1)1p+qwhich is always in the interval (0, 1).

Proof

The proof is easily obtained from the definition of equilibrium point.

In the following theorems, we investigate the local asymptotic behavior of the equilibria and the global behavior of solutions of Eq.(1.2) with r, p, q > 0 and positive initial conditions.

Theorem 3.2

For Eq.(1.2), we have the following results.

  • Ifr < 1, then the zero equilibrium point is locally asymptotically stable.

  • Ifr > 1, then the zero equilibrium point is locally unstable.

  • Ifr = 1, then the zero equilibrium point is non-hyperbolic point.

  • Assume thatr > 1 and let q<rr-1(-12+125-4p(r-1r)). Then the positive equilibrium point y¯1=(r-1)1p+qis locally asymptotically stable if either

    qp

    or

    p<q<p+2rr-1.

  • Assume thatr ∈ (0, 1) such that 1p+qis an even positive integer. Then the positive equilibrium point y¯2=(r-1)1p+qis unstable.

Proof

The linearized equation associated with Eq.(1.2) about zero equilibrium has the form

zn+1-rzn=0,   n=0,1,

The characteristic equation of (3.3) about the zero equilibrium is

λ3-rλ2=0.

So, the proof of (i), (ii) and (iii) follows immediately from Linearized Stability Theorem.

For the proof (iv) suppose that r > 1, then the linearized equation associated with Eq.(1.2) about y¯1=(r-1)1p+q is

zn+1-zn+p(r-1)rzn-1+q(r-1)rzn-2=0,   n=0,1,

The associated characteristic equation about the equilibrium y¯1=(r-1)1p+q is

λ3-λ2+p(r-1)rλ+q(r-1)r=0.

According to Theorem (2.2) and (3.6), we have α2 = −1, α1=p(r-1)r and α0=q(r-1)r.

If q p, then we have

-1+q(r-1r)<1+p(r-1r).

Otherwise, if

q<p+2rr-1,

then

q(r-1r)<p(r-1r)+2.

This implies that

-1+q(r-1r)<1+p(r-1r).

Therefore, in all cases

α2+α0<1+α1.

As q<rr-1(-12+125-4p(r-1r)), we get the following two results: Firstly: Multiplying both sides by r-1r, we get

q(r-1r)+12<125-4p(r-1r).

That is,

q2(r-1r)2+q(r-1r)+14<14(5-4p(r-1r).

Then,

q2(r-1r)2+p(r-1r)+q(r-1r)<1.

Therefore,

α02+α1-α0α2<1.

Secondly: As α1<1-α02-α0, we get

1+3q(r-1r)+p(r-1r)<1+3q(r-1r)+1-q(r-1r)-q2(r-1r)2=2+2q(r-1r)-q2(r-1r)2.

Note that

2q(r-1r)-q2(r-1r)2<1.

Otherwise, (q(r-1r)-1)0, which is either a contradiction or contradicts the given assumption. Then, we have that

1+3q(r-1r)+p(r-1r)<3.

This implies that

1+3q(r-1r)<3-p(r-1r).

Therefore,

α2+α0<3-α1.

Applying Theorem (2.2), we get the result. This completes the proof (iv).

For the proof (v) we assume that r < 1, then the linearized equation associated with Eq.(1.2) about y¯2=(r-1)1p+q is

tn+1-tn+p(r-1)rtn-1+q(r-1)rtn-2=0,   n=0,1,.

Therefore, the characteristic equation about the equilibrium 2 is

λ2-λ2+p(r-1)rλ+q(r-1)r=0.

If we set the function as follows;

g(λ)=λ3-λ2+p(r-1)rλ+q(r-1)r,

then, it is clear that

g(1)=(p+q)(r-1)r<0

and

limλg(λ)=.

So, g(λ) has a root in the interval (1,∞). This completes the proof.

Theorem 3.3

Every solution of Eq.(1.2) is bounded.

Proof

Let {yn}n=-2 be a solution of Eq.(1.2). For the sake of contradiction, assume that the solution is not bounded from above. Then, there exists a subsequence {ynm+1}m=0 such that

limnnm=,   limnynm+1=

and

ynm+1=max{yn:nnm},   for all m0.

From Eq.(1.2) we have

ynm+1=rynm1+ynm-1pynm-2q   as   m.

So, we obtain ynm → ∞. Similarly, we can obtain ynm−1 → ∞ and ynm−2 → ∞ as m → ∞. Hence, for sufficiently large m

0ynm+1-ynm=ynm(r-1-ynm-1pynm-2q)1+ynm-1pynm-2q<0,

which is a contradiction. This completes the proof.

Theorem 3.4

Assume that r > 1. Then the following statements are true:

  • Let {yn}n=-2be a solution of Eq.(1.2)such that for somen0 ∈ ℕ, either

    yn>y¯1=r-1p+q         for         n>n0

    or

    yn<y¯1=r-1p+q         for         n>n0.

    Then, fornn0 + 2, the sequence {yn} is monotonic and

    limnyn=y¯1.

  • Let {yn}n=-2be a non-oscillatory solution of Eq.(1.2)and consider the positive equilibrium ȳ1. Then, the extreme in each semicycle about ȳ1occurs at either the second term or the third.

Proof

Assume that for some n > n0

yn>y¯1=r-1p+q

holds. That is, for n n0 + 2 we have

yn+1=ryn1+yn-1pyn-2q<ryn1+y¯1p+q=yn.

Hence, we obtain that {yn} is monotonic for n n0 + 2. Let limn→∞yn= l.

For the sake of contradiction, assume that l > 1. Then, we obtain

l(1+lp+q)=rl,

from which we see that l=r-1p+q which contradicts the fact that 1 is the only positive equilibrium point.

The other case is similar and will be omitted. (ii) We prove only in case of positive semicycles. The proof for negative semicycles are similar and will be omitted. Assume that for some N ≥ 0, the first three terms in a positive smicycle are yN, yN+1 and yN+2. Then

yNy¯1,         yN+1>y¯1         yN+2>y¯1

and

YN+3=ryN+21+yN+1pyNq<ryN+21+y¯1p+q=yN+2,YN+4=ryN+31+yN+2pyN+1q<ryN+31+y¯1p+q=yN+3,

as desired.

Theorem 3.5

Assume that r < 1, then the zero equilibrium point of Eq.(1.2)is globally asymptotically stable.

Proof

We know by Theorem 3.2 that, the zero equilibrium point of Eq.(1.2) is locally asymptotically stable. Hence, it suffices to show that limnyn=0

for any positive solution {yn}n=-2 of Eq.(1.2). Let {yn}n=-2 be a positive solution of Eq.(1.2). Then we have for all n ≥ 0.

0<yn+1=ryn1+yn-1pyn-2q<ryn.

By induction we obtain

yn<rny0.

For r < 1, we get

lim yn=0.

This completes the proof.

Theorem 3.6

If p + 2 ≥ q, then Eq.(1.2)has no prime period-2 solutions. If q > p + 2 and r>q-pq-p-2, then Eq.(1.2)has prime period-2 solutions.

Proof

Assume that a prime two periodic solution exists in the following form

,x,y,x,y,

of Eq.(1.2). From Eq.(1.2), we get the following equalities:

x=ry1+xpyq         and         y=rx1+ypxq.

That is,

ry-x=xp+1yq         and         rx-y=xqyp+1.

This implies that

(xy)p+1-q=ry-xrx-y.

Now if we set λ=xy, then we get

r-λ=λp+1-q(rλ-1).

As λp+1−q > 0 always, we obtain the relation 1r<λ<r. We consider the following cases:

Case 1

p + 2 ≥ q. We shall show that Eq.(3.7) has no positive real roots except for λ = 1. If p + 2 − q = 0, then from Eq.(3.7) we get λ = 1. Now suppose that p + 2 −q > 0. It is clear that λ = 1 is a root of Eq.(3.1). Consider the function

h(λ)=rλp+2-q-λp+1-q+λ-r.

The derivative of the function h is

(p+2-q)rλp+1-q-(p+1-q)λp-q+1.

For all values of λ ≥ 0, we have

(p+1-q)λp-q(rλ-1)+rλp+1-q+1>0.

That is, h is an increasing function. Therefore, λ = 1 is the unique zero of the function h.

Case 2

p + 2 −q < 0. From Eq.(3.7) we get

λq-p-rλq-p-1+rλ-1=0.

Let

g(λ)=λq-p-rλq-p-1+rλ-1=0.

Using simple analysis, if r>q-pq-p-2, then the function g has a zero λ0 other than λ = 1.

Now, by a simple calculation, x and y satisfy the relation

x2-y2=xqyp+2-xp+2yq.

If we set x−2 = x0 = x and x−1 = y. Then

x1=rx1+ypxq=rx1+(x2y2-1+xp+2yq-2)=ry2x(1+xpyq)=y

and

x2=ry1+xpyq=rx1+(y2x2-1+xq-2yp+2)=rx2y(1+xqyp)=x.

This completes the proof.

In this section, we will give some interesting numerical examples in order to verify the theoretical results of this paper.

Example 4.1

Figure 1 shows that if r = 1.09 and p = q = 1, then the solution {yn}n=-2 of Eq.(1.2) with initial conditions y−2 = 2, y−1 = 1.8, y0 = 1 converges (increasingly) to y¯1=1.09-1=0.3.

Example 4.2

Figure 2 shows that if r = 1.1, p = 0.25 and q = 0.25, then the solution {yn}n=-2 of Eq.(1.2) with initial conditions y−2 = 2, y−1 = 0.8 and y0 = 1 converges (decreasingly) to 1 = (0.1)2 = 0.01.

Example 4.3

Figure 3 shows that if r = 1.8, p = 2 and q = 0.25, then the solution {yn}n=-2 of Eq.(1.2) with initial conditions y−2 = 2, y−1 = 0.8 and y0 = 1 oscillates about the equilibrium point y¯1=(0.8)12.25=0.905.

Example 4.4

Figure 4 shows that if r = 0.32, p = 0.01 and q=0.49(1p+q=2), then the equilibrium point y¯2=(0.32-1)10.50.46 of Eq.(1.2) is unstable.

Example 4.5

Figure 5 shows that if r = 3.5 and p = 1 and q=4(r=3.5>q-pq-p-2=3, then the solution {yn}n=-2 of Eq.(1.2) with initial conditions y−2 = (12)1/5, y−1 = 0.5(12)1/5, y0 = (12)1/5 is a period-2 solution.

Example 4.6

Figure 6 shows that if r = 2.5 and p = 1 and q=4(r=2.5<q-pq-p-2=3, then the solution {yn}n=-2 of Eq.(1.2) with initial conditions y−2 = (12)1/5, y−1 = 0.5(12)1/5, y0 = (12)1/5 is not a periodic solution.

Fig. 1. yn+1=1.09yn1+yn-1yn-2
Fig. 2. yn+1=1.1yn1+yn-10.25yn-20.25
Fig. 3. yn+1=1.8yn1+yn-12yn-20.25
Fig. 4. yn+1=0.32yn1+yn-10.01yn-20.49
Fig. 5. yn+1=3.5yn1+yn-1yn-24
Fig. 6. yn+1=2.5yn1+yn-1yn-24
  1. Agarwal, RP (1992). Difference Equations and Inequalities. Monographs and Textbooks in Pure and Applied Mathematics. New York: Marcel Dekker, Inc
  2. Abo Zeid, R (2012). Global attractivity of a higher-order difference equation. Discrete Dyn Nat Soc, 11.
  3. Ahmed, AM (2009). On the dynamics of the recursive sequence . J Pure Appl Math Adv Appl. 1, 215-223.
  4. Ahmed, AM (2011). On the dynamics of a higher-order rational difference equation. Discrete Dyn Nat Soc, 8.
  5. Camouzis, E, and Ladas, G (2008). Dynamics of third-order rational difference equations with open problems and conjectures. Advances in Discrete Mathematics and Applications. Boca Raton, FL: Chapman & Hall/CRC
  6. Chen, D, Li, X, and Wang, Y (2009). Dynamics for nonlinear difference equation . Adv Difference Equ, 13.
  7. El-Owaidy, HM, Ahmed, AM, and Youssef, AM (2005). The dynamics of the recursive sequence ). Appl Math Lett. 18, 1013-1018.
    CrossRef
  8. Elsayed, EM (2015). New method to obtain periodic solutions of period two and three of a rational difference equation. Nonlinear Dynam. 79, 241-250.
    CrossRef
  9. Elsayed, EM (2011). Solution and attractivity for a rational recursive sequence. Discrete Dyn Nat Soc, 17.
  10. Erdogan, ME, Cinar, C, and Yalcinkaya, I (2011). On the dynamics of the recursive sequence . Math Comput Modelling. 54, 1481-1485.
    CrossRef
  11. Erdogan, ME, and Cinar, C (2013). On the dynamics of the recursive sequence . Fasc Math. 50, 59-66.
  12. Grove, EA, and Ladas, G (2005). Periodicities in nonlinear difference equations. Advances in Discrete Mathematics and Applications. Boca Raton, FL: Chapman & Hall/CRC
  13. Gumus, M (2013). The periodicity of positive solutions of the nonlinear difference equation . Discrete Dyn Nat Soc, 3.
  14. Hamza, AE, and Khalaf-Allah, R (2008). On the recursive sequence . Comput Math Appl. 56, 1726-1731.
    CrossRef
  15. Karakostas, G (1993). Convergence of a difference equation via the full limiting sequences method. Differential Equations Dynam Systems. 1, 289-294.
  16. Karatas, R (2010). Global behavior of a higher order difference equation. Comput Math Appl. 60, 830-839.
    CrossRef
  17. Kruse, N, and Nesemann, T (1999). Global asymptotic stability in some discrete dynamical systems. J Math Anal Appl. 253, 151-158.
    CrossRef
  18. Kocić, V, and Ladas, G (1993). Global behavior of nonlinear difference equations of higher order with applications. Mathematics and its Applications. Dordrecht: Kluwer Academic Publishers Group
  19. Kulenović, MRS, and Ladas, G (2002). Dynamics of second order rational difference equations. Boca Raton, FL: Chapman & Hall/CRC
  20. Levy, H, and Lessman, F (1992). Finite Difference Equations. New York: Dover Publications, Inc
  21. Ocalan, O, Ogünmez, H, and Gumus, M (2014). Global behavior test for a nonlinear difference equation with a period-two coefficient. Dyn Contin Discrete Impuls Syst Ser A Math Anal. 21, 307-316.
  22. Sedaghat, H (2003). Nonlinear difference equations. Theory with applications to social science models. Mathematical Modelling: Theory and Applications. Dordrecht: Kluwer Academic Publishers
  23. Yalcinkaya, I, and Cinar, C (2009). On the dynamics of the difference equation . Fasc Math. 42, 141-148.