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Re: Simultaneous difference equation
*To*: mathgroup at smc.vnet.net
*Subject*: [mg30607] Re: [mg30600] Simultaneous difference equation
*From*: BobHanlon at aol.com
*Date*: Fri, 31 Aug 2001 04:09:32 -0400 (EDT)
*Sender*: owner-wri-mathgroup at wolfram.com
In a message dated 2001/8/30 4:19:39 AM,
shusaku.yamamoto at buseco.monash.edu.au writes:
>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?
>
There is an entry in the Master Index for difference equations which refers
to a standard add-on package.
Needs["DiscreteMath`RSolve`"];
Using specific coefficients
{{a11, a12, a13, a14},
{a21, a22, a23, a24}} =
{{1, 2, 1, 1},
{1, 1, 2, 1}};
and specifying the initial conditions
RSolve[
{a11*x[t]+a12*y[t] == a13*x[t-1]+a14*y[t-1]+k1,
a21*x[t]+a22*y[t] == a23*x[t-1]+a24*y[t-1]+k2,
x[0] == y[0] == 0}, {x[t], y[t]}, t]
%//FullSimplify
Bob Hanlon
Chantilly, VA USA
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