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MathGroup Archive 2001

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Re: Simultaneous difference equation

  • To: mathgroup at smc.vnet.net
  • Subject: [mg30612] Re: Simultaneous difference equation
  • From: "Allan Hayes" <hay at haystack.demon.co.uk>
  • Date: Fri, 31 Aug 2001 04:09:37 -0400 (EDT)
  • References: <9mkt9m$1vn$1@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

Shusaku,

<<DiscreteMath`RSolve`


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[t],y[t]},t]

Gives an answer - after a long wait.

--
Allan
---------------------
Allan Hayes
Mathematica Training and Consulting
Leicester UK
www.haystack.demon.co.uk
hay at haystack.demon.co.uk
Voice: +44 (0)116 271 4198
Fax: +44 (0)870 164 0565

"Shusaku Yamamoto" <shusaku.yamamoto at buseco.monash.edu.au> wrote in message
news:9mkt9m$1vn$1 at smc.vnet.net...
> 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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