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How to solve this coupled recurrence eqation?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg40435] How to solve this coupled recurrence eqation?
  • From: Peter W <pewei at algonet.se>
  • Date: Sat, 5 Apr 2003 04:00:05 -0500 (EST)
  • Sender: owner-wri-mathgroup at wolfram.com

    I tried RSolve on this system of  coupled recurence equations with
not so good result, maybe there are some tricks?

eqs = {
      r[1][p + 1] ==  0.3628 r[1][p] + 0.1360 r[3][p] + 0.59648  r[4][p]
+  2.4838  r[5][p] + 5.4 r[6][p],
      r[2][p + 1] ==  0.2763  r[1][p] + 0.3332 r[2][p] + 0.0529 r[3][p]
+ 0.23196 r[4][p] +  0.96592  r[5][p] + 2.1  r[6][p],
      r[3][p + 1] == 0.0607  r[1][p] + 0.3124  r[2][p] + 0.3937
r[3][p],
      r[4][p + 1] == 0.0542  r[2][p] + 0.266 r[3][p] + 0.4150  r[4][p],
      r[5][p + 1] == 0.0402  r[3][p] + 0.225  r[4][p] + 0.2778  r[5][p],

      r[6][p + 1] == 0.05957  r[4][p] + 0.1631  r[5][p]
};

start values e.g.:
{
  r[1][0] ==800,
  r[2][0] == 200,
  r[3][0] == 500,
  r[4][0] ==1200,
  r[5][0] ==400,
  r[6][0] == 400}

This is what I plugged into RSolve (I tried startvalues: numerical, as
undetermined constants (as below),  and no staringvalues at all).
RSolve seems to determine the system "  RowReduce::"luc": "Result for
RowReduce of badly conditioned matrix " " etc....

sol = RSolve[Flatten[Join[eqs, {
          r[1][0] == c1,
          r[2][0] == c2,
          r[3][0] == c3,
          r[4][0] == c4,
          r[5][0] == c5,
          r[6][0] == c6}]], {r[1], r[2], r[3], r[4], r[5], r[6]}, p]


With no starting values I got some result that not seem to agree with
step by step calculation of the system.
The reason I look for closed solution is that I want to estabish the
symptotic behavior for the system for different numerical coefs. in eqs.

Best regards Peter W



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