RuG

List of Theorems
Difference and Differential equations

By Richard Hornstra
November 28, 2013

Contents
1 Difference Equations

2 Differential equations

Literature
G.K. Immink, Difference and Differential equations

Difference Equations
1.1
y(n + 1) = f (y(n)),

nN

(1.1)

Lemma 1. (Lemma 1.1.11) The sequence y is an asymptotically stable, neutrally stable, or unstable solution of the equation
y(n + k) = f (n, y(n), y(n + 1), . . . , y(n + k 1)) ,

nN

iff the null sequence is, respectively, an asymptotically stable, neutrally stable,
or unstable solution of the equation
z(n + k) = g (n, z(n), z(n + 1), . . . , z(n + k 1)) :=
f (n, z(n) + y (n), . . . , z(n + k 1) + y (n + k 1)) y (n + k),

nN

1.2
Theorem 1. (Theorem 1.2.5) Suppose c C is a fixed point of f and f is
differentiable at c.
1. If |f 0 (c)| < 1, then y c is a (locally) asymptotically stable solution of
(1.1).
2. If |f 0 (c)| > 1, then y c is an unstable solution of (1.1).

Theorem 2. (Theorem 1.2.8) Let g be a continuous function on a (real or
g(x)
= 0, and let
complex) neighbourhood of 0, with property that limx0
x
a C. If |a| < 1, the null solution of the equation
y(n + 1) = ay(n) + g(y(n))

(1.2)

is asymptotically stable. If |a| > 1, the null solution of this equation is unstable.

Theorem 3. (Theorem 1.2.11) Let c C be a fixed point of f p for some
positive integer p and suppose that f p is differentiable at c.
1. If f is continuous at f k1 (c) for k = 1, . . . , p 1, and |(f p )0 (c)| < 1, then
the (periodic) solution y of (1.1) with initial value c is (locally) asymptotically stable.
2. If |(f p )0 (c)| > 1, then the (periodic) solution y of (1.1) with initial value
c is unstable.

2

1.3
y(n + k) + ak1 (n)y(n + k 1) + + a0 (n)y(n) = 0,

nN

(1.3)

Theorem 4. (Theorem 1.3.2) The (real- or complex valued) solutions of the

kth order homogeneous linear difference equation (1.3) form a k-dimensional
linear space (over R or C, respectively). 
Theorem 5. (Theorem 1.3.5) k solutions y1 , . . . yk of the kth order homogeneous linear difference equation (1.3) constitute a basis of the solution space if
and only if Cy1 ,...,yk (n) 6= 0 for some n N 

Ly(n) :=

k
X

aj (n)y(n + j) = b(n),

nN

(1.4)

j=0

Theorem 6. (Theorem 1.3.7) Let y0 be a particular solution of the inhomogeneous linear difference equation (1.4) Every solution of (1.4) can be written
as the sum of y0 and a solution of the homogeneous equation. Conversely, any
sequence that can be written as the sum of y0 and a solution of the homogeneous
equation is a solution of (1.4). 

y(n + k) + ak1 (n)y(n + k 1) + + a0 (n)y(n) = b(n),

nN

(1.5)

Theorem 7. (Theorem 1.3.14) All solutions of the linear difference equation

(1.5) are neutrally stable, globally asymptotically stable, or unstable, if
and only if the null solution of the homogeneous is neutrally stable, asymptotically stable, or unstable, respectively. 

1.4
We consider a system of k first order, homogeneous, linear difference equations,
in the form of the vectorial equation:
y(n + 1) = A(n)y(n)

(1.6)

Theorem 8. (Theorem 1.4.6) The solutions of the vectorial difference equation

(1.6) form a k- dimensional linear space. A collection of k solutions y1 , . . . , yk
is a basis of the solution space if and only if det(y1 (n), . . . , yk (n)) (i.e. the
determinant of the matrix with column vectors y1 (n), . . . , yk (n)) does not vanish
identically (i.e. is nonzero for at least one value of n). 
Next, we consider the inhomogeneous, first order vectorial difference equation
y(n + 1) = A(n)y(n) + b(n),

nN

(1.7)
3

Theorem 9. (Theorem 1.4.7) Every solution of the inhomogeneous, linear, vectorial difference equation (1.7) can be written as the sum of a fixed (particular)
solution y0 and a solution of the homogeneous equation (1.6). Conversely, every
sequence of vectors that can be written as the sum of a solution of (1.7) and a
solution of the homogeneous equation is again a solution of (1.7). 
Theorem 10. (Theorem 1.4.8) All solutions of the linear vectorial difference
equation (1.7) are neutrally stable, globally asymptotically stable, or unstable,
if and only if the null solution of the homogeneous vectorial equation (1.6) is
neutrally stable asymptotically stable, or unstable, respectively. 

y(n + 1) = Ay(n),

A Rkxk

(1.8)

Theorem 11. (Theorem 1.4.13) Let A Rkxk and suppose A has an eigenvalue
with nonzero imaginary part and eigenvector v. Then the sequences y1
and y2 defined by
y1 (n) = Re n v

and yn (n) = Im n v

are linearly independent solutions of (1.8). 

y(n + 1) = Ay(n) + b(n),

A Rkxk

(1.9)

Theorem 12. (Theorem 1.4.17) The solutions of (1.9) are stable if the following condtions hold:
1. r (A) 1, where
r (A) = max{|| : (A)}
And the spectrum (A) of A is the collection of all eigenvalues of A.
2. the algebraic and geometric multiplicities of every eigenvalue of A such
that || = 1 are equal.
In all other cases the solutions are unstable. The solutions of (1.9) are globally
asymptotically stable if and only if r (A) < 1. 
s
denote the linear subspace of Ck
Theorem 13. (Theorem 1.4.18) Let EA
spanned by all generalized eigenvectors of A, corresponding to eigenvalues
with the property that || < 1. Then:
S
1. EA
is the stable set of the fixed point 0 of the linear map f : x 7 Ax.

2. If y and y are solutions of the system (1.9), then limn y(n)y (n) = 0
s
if and only if y(0) y (0) EA
.

4

1.5
y(n + 1) = f (y(n)),

nN

(1.10)

The following theorem is a generalization of Theorem 1 (1.2.5):

Theorem 14. (Theorem 1.5.2) Let c Ck be a fixed point of f and suppose
f is differentiable at c. Let A := Df (c) (the Jacobian of f at c).
1. If r (A) < 1, then y c is an asymptotically stable equilibrium solution of (1.10).
2. If r (A) > 1, then y c is an unstable equilibrium solution of (1.10)

In the case that c = 0, similarly to Theorem 2 (1.2.8), Theorem 14 can be stated
as follows.
Theorem 15. (Theorem 1.5.3) Let A be a constant k k matrix and g a kdimensional vector function, continous at 0 (the origin of Rk or Ck ), with the
property that, for some (hence for any!) vectornorm k.k
lim

x0

kg(x)k
=0
kxk

If r (A) < 1, then the null solution of the system of first order difference equations
y(n + 1) = Ay(n) + g(y(n)),

nN

(1.11)

is asymptotically stable. If, on the other hand, r (A) > 1, then the null
solution of (1.11) is unstable 
Theorem 16. (Theorem 1.5.8) Let f be a continuous vector function on Rk or
Ck , with fixed point x0 . Suppose there exists a neighbourhood U of x0 and a
continuous function V : U 7 R with the property that V (x0 ) = 0 and V (x) > 0
for all x U \{x0 }
If V (f (x)) V (x) for all x U such that f (x) U , then x0 is a stable
equilibrium point.
If V (f (x)) < V (x) for all x U \{x0 } such that f (x) U , then x0 is an
asymptotically stable equilibrium point.
If V (f (x)) > V (x) for all x U \{x0 } such that f (x) U , then x0 is an
unstable equilibrium point

Theorem 17. (Theorem 1.5.11) Let f be a continuous vector function on Rk or
Ck , with fixed point x0 . Suppose there exists a positive invariant neighbourhood
U of x0 , such that, for every x U , the sequence {f n (x)}
n=0 is bounded and all
its accumulation points belong to U , and a continuous function V : U 7 R with
the property that V (x0 ) = 0, V (x) > 0 and V (f (x)) < V (x) for all x U \{x0 }.
Then U is contained in the basin of attraction of x0 . 
5

1.6
We consider a kth order, linear difference equation:
y(n + k) + ak1 y(n + k 1) + + a0 y(n) + b(n) = 0

0
0

u(n + 1) =
.
.
a0

0
1 . .
0
0
0 1 .
0

.
. . .
.
u(n)
+

.
. . .
.
b(n)
. . . ak1

(1.12)

(1.13)

Theorem 18. (Theorem 1.6.1) The eigenvalues of the companion matrix A

(i.e. the k k matrix in (1.13)) of the kth order, linear difference equation
(1.12) are the solutions of the characteristic equation
k + ak1 k1 + + a0 = 0

Theorem 19. (Theorem 1.6.2) Suppose that the characteristic equation of
(1.12) has r solutions, j , each with multiplicity kj , j {1, . . . , r}. Then the
solution space of the homogeneous equation associated with (1.12) has a
basis formed by the sequences
n
kj 1 n
{nj }
j }n=0 ,
n=0 , {nj }n=0 . . . , {n

j = 1, . . . , r


Theorem 20. (Theorem 1.6.7) Suppose that the characteristic equation of
(1.12) has r solutions, j , each with multiplicity kj , j {1, . . . , r}. The solutions
of (1.12) are asymptotically stable if and only if |j | < 1 for all j. The
solutions are stable if |j | 1 for all j and, in addition, for all values of j such
that |j | = 1. In all other cases the solutions are unstable 

Differential equations
2.1

Consider the homogeneous linear differential equation

y0 = f y

(2.1)

and consider its corresponding inhomogeneous linear differential equation

y 0 = f y + g,

g 6 0

(2.2)
6

Theorem 21. (Theorem 2.1.13) Let y0 be a particular solution of the inhomogeneous linear differential equation (2.2).
1. Every solution of (2.2) can be written as a sum of y0 and a solution of the
homogeneous equation (2.1).
2. Conversely, any function that can be written as the sum of y0 and a
solution of the homogeneous equation is a solution of (2.2).


2.2
Theorem 22. (Theorem 2.2.4. Existence and uniqueness of solutions)
Let D Ck , y0 D and f : [t0 , )D Ck be continuous on a neighbourhood
of (t0 , y0 ). Then there exists a positive number and a C 1 -function y : (t0
, t0 + ) Ck such that y 0 (t) = f (t, y(t)) and y(t0 ) = y0 . Moreover, if f is C 1
on a neighbourhood of (t0 , y0 ), then this solution is unique. 

y 0 (t) = Ay(t),

eA :=

A Rkk

(2.3)

X
An
n!
n=0

Theorem 23. (Theorem 2.2.8)

1. The general solution of the vectorial ODE (2.3) has the form
{y(t) = etA c},

c Ck

2. The solution of the initial value problem

y 0 (t) = Ay(t),

y(t0 ) = y0

Where y0 Ck , is
y(t) = e(tt0 )A y0

Theorem 24. (Theorem 2.2.9) The solutions of the k-dimensional vectorial
ODE (2.3) form a k-dimensional linear space. The vector functions yi , i =
1, . . . , k, defined by
yi (t) = etA ci ,

c i Ck

constitute a basis of the solution space if and only if the vectors c1 , . . . , ck

constitute a basis of Ck . 
7

Theorem 25. (Theorem 2.2.14) Suppose A Rkk has an eigenvalue with

nonzero imaginary part and eigenvector v. Then the functions y1 and y2
defined by
y1 (t) = Re et v

and

y2 (t) = Im et v

are linearly independent solutions of (2.3). 

2.3
y 0 (t) = f (t, y(t)),

t [t0 , )

(2.4)

Where f is an Rk or Ck - valued function, defined on a set of the form [t0 , )D,

with D Rk or D Ck .
If f is an affine (vector) function of y, then (2.4) takes the form of a linear
system of first order ODEs, or a linear, vectorial ODE:
y 0 (t) = A(t)y(t) + b(t),

t [t0 , )

(2.5)

Where A and b are a k k matrix function and a k-dimensional vector function

on [t0 , ), respectively.
Theorem 26. (Theorem 2.3.2) All solutions of the linear, vectorial ODE
(2.5) are neutrally stable, globally asymptotically stable, or unstable, if and
only if the null solution of the homogeneous equation is neutrally stable,
asymptotically stable, or unstable respectively. 
Consider
y 0 (t) = Ay(t),

t [0, )

(2.6)

Where A is a constant (i.e. with constant coefficients) k k matrix.

Theorem 27. (Theorem 2.3.3) The null solution of equation (2.6) is asymptotically stable if and only if the real parts of all eigenvalues of A are negative.
The null solution is stable if A has no eigenvalues with positive real part, and,
in addition, the algebraic and geometric multiplicities of every purely imaginary
eigenvalue (i.e. with real part = 0) are equal. In all other cases, the null solution
is unstable 
Theorem 28. (Theorem 2.3.5) Suppose that the matrix A has a dominant
negative diagonal, i.e.:
1. A has a dominant diagonal:
X
|Aii |,

for i = 1, . . . , k

j6=i

2. Aii < 0 for i = 1, . . . , k.

Then the null solution of equation (2.6) is asymptotically stable. 

y 0 (t) = f (y(t)),

t [0, )

(2.7)

Theorem 29. (Theorem 2.3.6) Let c Ck be a zero of f and suppose that

f is differentiable at c (sufficient condition: all first order partial derivatives of
f exist and are continuous on a neighbourhood of c). Let A := Df (c). The
solution of y c of equation (2.7) is (locally) asymptotically stable if all
eigenvalues of A have negative real parts. If at least one eigenvalue of A has a
positive real part, then the solution y c is unstable. 
Theorem 30. (Theorem 2.3.7) Let A be a constant k k matrix and g a kdimensional vector function, continuous at 0 (the origin of Rk or Ck ), with the
property that, for some (hence for any) given vectornorm k.k,
lim

y0

kg(y)k
=0
kyk

If all eigenvalues of A have negative real parts, then the null solution of the
equation
y 0 (t) = Ay(t) + g(y(t)),

t [0, )

is asymptotically stable. If, on the other hand, A has at least one eigenvalue
with positive real part, then the null solution is unstable. 
Theorem 31. (Theorem 2.3.10 Let f be a differentiable function from Rk to
Rk , vanishing at x0 . Suppose there exists a neighbourhood U of x0 and a C 1 function V : U R, with the property that V (xo ) = 0 and V (x) > 0 for all
x U \{x0 }.
V
(x)fj (x) 0 for all x U , then
xj
y x0 is a stable equilibrium solution of (2.7).

1. If V (x) := DV (x)f (x) =

Pk

j=1

2. If V (x) < 0 for all x U \{x0 }, then x0 is an asymptotically stable

equilibrium solution. Moreover, any solution y of (2.7), with the property
that there exists r > 0 such that, for all t [0, ), y(t) B(x0 , r) U ,
converges to x0 as t .
3. If V (x) > 0 for all x U \{x0 }, then x0 is an unstable equilibrium solution.