Local Stability of Period Two Cycles of Second Order Rational Difference Equation
Abstract
We consider the second order rational difference equation xn+1 = (α + βxn + γxn−1)/(A + Bxn + Cxn−1), n = 0,1,2,…, where the parameters α, β, γ, A, B, C are positive real numbers, and the initial conditions x−1, x0 are nonnegative real numbers. We give a necessary and sufficient condition for the equation to have a prime period-two solution. We show that the period-two solution of the equation is locally asymptotically stable. In particular, we solve Conjecture 5.201.2 proposed by Camouzis and Ladas in their book (2008) which appeared previously in Conjecture 11.4.3 in Kulenović and Ladas monograph (2002).
1. Introduction
Difference equations proved to be effective in modelling and analysing discrete dynamical systems that arise in signal processing, populations dynamics, health sciences, economics, and so forth. They also arise naturally in studying iterative numerical schemes. Furthermore, they appear when solving differential equations using series solution methods or studying them qualitatively using, for example, Poincaré maps. For an introduction to the general theory of difference equations, we refer the readers to Agarwal [1], Elaydi [2], and Kelley and Peterson [3].
Conjecture 1.1. Show that the period-two solution of (1.2) is locally asymptotically stable.
It is worth mentioning that the aforementioned conjecture appeared previously in Conjecture 11.4.3 in the Kulenović and Ladas monograph [26].
That being said, the remainder of this paper is organized as follows. In the next section, we present some definitions and results that are needed in the sections to follow. Next, using elementary mathematics and nontrivial combinations of ideas, we establish our main results in Section 3. Our main results provide positive confirmation of Conjecture 1.1. Finally, we conclude in Section 4 with suggestions for future research.
2. Preliminaries
For the sake of self-containment and convenience, we recall the following definitions and results from [26].
Definition 2.1. Let be an equilibrium solution of (2.1).
- (i)
is called locally stable if for every ϵ > 0, there exists δ > 0 such that for all x0, x−1 ∈ I, with , we have
(2.3) - (ii)
is called locally asymptotically stable if it is locally stable, and if there exists γ > 0, such that for all x0, x−1 ∈ I, with , we have
(2.4) - (iii)
is called a global attractor if for every x0, x−1 ∈ I, we have
(2.5) - (iv)
is called globally asymptotically stable if it is locally stable and a global attractor.
- (v)
is called unstable if it is not stable.
- (vi)
is called a source, or a repeller, if there exists r > 0 such that for all x0, x−1 ∈ I, with , there exists N ≥ 1 such that
(2.6)Clearly a source is an unstable equilibrium.
Definition 2.2. Let
Definition 2.3. A solution {xn} of (2.1) is said to be periodic with period P if
A solution {xn} of (2.1) is said to be periodic with prime period P, or a P-cycle if it is periodic with period P and P is the least positive integer for which (2.9) holds.
Theorem 2.4 (Linearized stability). (a) If both roots of the quadratic equation
- (b)
If at least one of the roots of (2.10) has absolute value greater than one, then the equilibrium of (2.1) is unstable.
- (c)
A necessary and sufficient condition for both roots of (2.10) to lie in the open unit disk |λ | < 1 is
(2.11) -
In this case, the locally asymptotically stable equilibrium is also called a sink.
- (d)
A necessary and sufficient condition for both roots of (2.10) to have absolute value greater than one is
(2.12) -
In this case, is a repeller.
- (e)
A necessary and sufficient condition for one root of (2.10) to have absolute value greater than one and for the other to have absolute value less than one is
(2.13) -
In this case, the unstable equilibrium is called a saddle point.
- (f)
A necessary and sufficient condition for a root of (2.10) to have absolute value equal to one is
(2.14) -
or
(2.15) -
In this case, the equilibrium is called a nonhyperbolic point.
3. Main Result
In this section, we give a necessary and sufficient condition for (1.4) to have a prime period-two solution. We show that the period-two solution of (1.4) is locally asymptotically stable.
Lemma 3.1. (a) When
- (b)
When
(3.5) -
Equation (1.4) has prime period-two solution,
(3.6) -
if and only if
(3.7) -
where Φ and Ψ are the positive and distinct solutions of the quadratic equation
(3.8)
Proof. (a) Suppose p + z ≥ 1 and assume, for the sake of contradiction, there exist distinct positive real numbers Φ and Ψ such that
-
is a prime period-two solution of (1.4). Then, Φ and Ψ satisfy
(3.10) -
Furthermore,
(3.11)(3.12) -
Subtracting (3.11) from (3.12), we have
(3.13) -
But, p + z ≥ 1 implies that Φ + Ψ ≤ 0 which contradicts the hypothesis that Φ and Ψ are distinct positive real numbers.
- (b)
Now, suppose p + z < 1, and let Φ and Ψ be two positive real numbers such that
(3.14) -
is a prime period-two solution of (1.4). Thus, Φ and Ψ satisfy
(3.15)(3.16) -
Moreover,
(3.17)(3.18) -
Subtracting (3.17) from (3.18), we have
(3.19) -
Furthermore, adding (3.17) to (3.18), we have
(3.20) -
Hence, Φ and Ψ > 0 satisfy the quadratic equation
(3.21) -
In other words, Φ and Ψ are given by
(3.22)
Theorem 3.2. Suppose (1.4) has a prime period-two solution. Then, the period-two solution is locally asymptotically stable.
Proof. To start off, we first vectorize (1.4) by introducing the following change of variables:
Now Φ and Ψ generate a period-two solution of (1.4) if and only if
The prime period-two solution of (1.4) is asymptotically stable if the eigenvalues of the Jacobian matrix , evaluated at lie inside the unit disk. But,
To this end, without loss of generality, assume that 0 < Φ < Ψ. Then, by (3.15),
With that in mind, it is clear that
By (3.19),
4. Conclusion
Without dispute, the existence of a periodic solution or an equilibrium solution does not imply its local stability. As such, it is natural to ask about the class of difference equations which afford the ELAS property, that is, the existence of a periodic solution implies its local asymptotic stability. In particular, one may want to investigate the class of bilinear difference equations (1.1) and completely characterize those equations enjoying the ELAS property.