Proving solution to recurrence equation using induction

In summary, a recurrence equation is a mathematical equation that defines a sequence of numbers in terms of previous terms in the sequence, while induction is a proof technique that uses the principle of mathematical induction to prove statements for all natural numbers. To prove a solution to a recurrence equation using induction, the key steps are establishing the base case, assuming the solution holds for a general case, using the assumption to prove the solution for the next case, and concluding that the solution holds for all natural numbers. Common mistakes to avoid when using induction to prove solutions to recurrence equations include forgetting to establish the base case, using the wrong assumption for the general case, not properly showing how the assumption leads to the solution for the next case, and assuming the solution holds for
  • #1
ATroelstein
15
0
Hello, I have the following recurrence equation

$$T(n)=aT(n-1)+bn$$

Using substitution, I have solved it to the following form

$$T(n)=a^{n-1}+b \sum_{i=2}^{n}ia^{n-i}$$

Now I am trying to prove my solution is correct using induction, but I'm a bit lost. Any advice on how to conduct this proof would be appreciated. Thank you.
 
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  • #2
ATroelstein said:
Hello, I have the following recurrence equation

$$T(n)=aT(n-1)+bn$$

Using substitution, I have solved it to the following form

$$T(n)=a^{n-1}+b \sum_{i=2}^{n}ia^{n-i}$$

Now I am trying to prove my solution is correct using induction, but I'm a bit lost. Any advice on how to conduct this proof would be appreciated. Thank you.

First, where did you specify that \(T_1=1\) ?

To prove that \[T_n=a^{n-1}T_1+b\sum_{i=2}^n i \;a^{n-i}\ \ \ ...(1)\] Start by showing that the recurrence holds for \(T_2\). Now plug the general term in \((1)\) above and show that it can be written: \[T_{n+1}=a^{(n+1)-1}T_1+b\sum_{i=2}^{n+1} i \;a^{(n+1)-i}\ \ \ ...(2)\]Then that the base case holds and \((1) \Rightarrow (2)\) together prove by induction that \((1)\) is the solution to your recurrence.

You might find this easier to do if you replace the summation by its sum, but it can be done without this.

CB
 
  • #3
Thanks for the explanation. I have a much better understanding of how to conduct the proof now. I have an additional question now though. In order to turn the summation into the sum, what technique should I be using?
 
  • #4
ATroelstein said:
Thanks for the explanation. I have a much better understanding of how to conduct the proof now. I have an additional question now though. In order to turn the summation into the sum, what technique should I be using?

There are a number of approaches, the one I find easiest to remember is:
\[\sum_{k=2}^n k\; a^{n-k}=a^{n-1}\sum_{k=2}^n k\;a^{-k+1}\]

Now we focus on the final summation and put \(x=1/a\), which gives:
\[\sum_{k=2}^n k\;a^{-k+1}=\sum_{k=2}^n k\;x^{k-1}=\left(\sum_{k=1}^n k\;x^{k-1}\right)-x\]
but:
\[\sum_{k=1}^n k\;x^{k-1}=\frac{d}{dx}\sum_{k=0}^n x^k=\frac{d}{dx}\left(\frac{1-x^{n+1}}{1-x}\right)\]

CB
 
  • #5
ATroelstein said:
Hello, I have the following recurrence equation

$$T(n)=aT(n-1)+bn$$

Using substitution, I have solved it to the following form

$$T(n)=a^{n-1}+b \sum_{i=2}^{n}ia^{n-i}$$

Now I am trying to prove my solution is correct using > > induction, < <
but I'm a bit lost. Any advice on how to conduct this proof
would be appreciated. Thank you.

CaptainBlack said:
but:
\[\sum_{k=1}^n k\;x^{k-1}=\frac{d}{dx}\sum_{k=0}^n x^k=\frac{d}{dx}\left(\frac{1-x^{n+1}}{1-x}\right)\]
I wouldn't think that any calculus would be used in this intended induction
problem, as induction and summations have been taught in college algebra
and/or pre-calculus courses, but not taking derivatives.
 
Last edited:
  • #6
checkittwice said:
I wouldn't think that any calculus would be used in this intended induction
problem, as induction and summations have been taught in college algebra
and/or pre-calculus courses, but not taking derivatives.

I did say it was the method that I found esiest to remember not that it was the only method. A non-calculus method follows (probably with errors):

\[\begin{aligned}S_n(x)= \sum_{k=1}^n k\;x^{k-1}&=\left(1+x+x^2+...+n^{n-1} \right)+\left( x+2x^2+...+(n-1)x^{n-1}\right) \\ &=\frac{1-x^n}{1-x}+x \left(1+2x+...+(n-1)x^{n-2} \right)\\ &= \frac{1-x^n}{1-x}+x \left( \sum_{k=1}^n k\;x^{k-1} - nx^{n-1} \right)\\&= \frac{1-x^n}{1-x}+x \left( S_n(x) - nx^{n-1} \right)\end{aligned} \]

Then its just algebra.

CB
 
  • #7
ATroelstein said:
Hello, I have the following recurrence equation

$$T(n)=aT(n-1)+bn$$

Using substitution, I have solved it to the following form

$$T(n)=a^{n-1}+b \sum_{i=2}^{n}ia^{n-i}$$

Now I am trying to prove my solution is correct using induction, but I'm a bit lost. Any advice on how to conduct this proof would be appreciated. Thank you.

Let's write the difference equation as...

$\displaystyle T_{n+1}=a\ T_{n} + b\ (n+1)$ (1)

As explained in http://www.mathhelpboards.com/threads/426-Difference-equation-tutorial-draft-of-part-I the solution is given by...

$\displaystyle T_{n}= a^{n}\ (\frac{T_{0}}{a} + \frac{2\ b}{a^{2}} + \frac {3\ b}{a^{3}} + ... + \frac{n\ b}{a^{n}})= T_{0}\ a^{n-1} + b\ \sum_{k=2}^{n} k\ a^{n-k}$ (2)

Kind regards

$\chi$ $\sigma$
 

FAQ: Proving solution to recurrence equation using induction

What is a recurrence equation?

A recurrence equation is a mathematical equation that defines a sequence of numbers in terms of previous terms in the sequence. It is often used to model phenomena that occur in a recursive manner.

What is induction?

Induction is a mathematical proof technique that uses the principle of mathematical induction. It is used to prove that a statement holds for all natural numbers by showing that it holds for the first natural number and then showing that if it holds for a given natural number, it also holds for the next natural number.

How is induction used to prove solutions to recurrence equations?

To prove a solution to a recurrence equation using induction, we first show that the solution holds for the base case (usually n = 0 or n = 1). Then, we assume that the solution holds for a general case (usually n = k) and use this assumption to prove that the solution also holds for the next case (n = k+1). By showing that the solution holds for the base case and that if it holds for a given case it also holds for the next case, we can conclude that the solution holds for all natural numbers.

What are the key steps in proving a solution to a recurrence equation using induction?

The key steps in proving a solution to a recurrence equation using induction are: 1. Establishing the base case 2. Assuming the solution holds for a general case 3. Using the assumption to prove that the solution also holds for the next case 4. Concluding that the solution holds for all natural numbers.

What are some common mistakes to avoid when using induction to prove solutions to recurrence equations?

Some common mistakes to avoid when using induction to prove solutions to recurrence equations are: - Forgetting to establish the base case - Using the wrong assumption for the general case - Not properly showing how the assumption leads to the solution for the next case - Assuming the solution holds for all natural numbers without properly proving it.

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