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MathGroup Archive 2001

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Simultaneous difference equation

  • To: mathgroup at smc.vnet.net
  • Subject: [mg30600] Simultaneous difference equation
  • From: Shusaku Yamamoto <shusaku.yamamoto at buseco.monash.edu.au>
  • Date: Thu, 30 Aug 2001 03:51:55 -0400 (EDT)
  • Organization: Monash University
  • Sender: owner-wri-mathgroup at wolfram.com

Hello, I have just started using (or more appropriately trying to use)
Mathematica. As you expect, I have a problem. I would like to know
Mathematica code for solving simultaneous difference eqation; for
example:

a_11*x(t)+a_12*y(t)=a_13*x(t-1)+a_14*y(t-1)+k_1
a_21* x(t)+a_22*y(t)=a_23*x(t-1)+a_24*y(t-1)+k_2

Or, in matrix notation,

A_1*Y(t)=A_2*Y(t-1)+K

t denotes time t, and t-1 is one period before time t.

I have go through help menu in Mathematica. Yet, I could not get reached
to the topic of difference equation. If you know the code (or what to be
typed), could you reply this message? 

Thank you very much in advance.


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