A second order recurrence relation is defined by un+1 = (un+un1)/2; that is, each new term is the mean of the previous two terms.
For example, when u1=2 and u2=5, we generate the following sequence:
2, 5, 3.5, 4.25, 3.875, ... .
Find the limit of the sequence for different starting values.
Consider the following diagram.
By the definition of the sequence, the next term, uk+1 will lie between the two previous terms, uk and uk1. Thus, as this process continues, each iteration will reduce the upper and lower bounds, demonstrating that the sequence converges towards a value.
Let the distance between the first and second term be defined as one unit, so that, from the first term u1, the terms follow the following series:
S = 1 1/2 + 1/4 1/8 + ...
2S = 2 1 + 1/2 1/4 + 1/8 ...
3S = 2 S = 2/3
That is, the sequence converges towards a value, L, which is 2/3 above the first term: L = u1+2(u2u1)/3 = (u1+2u2)/3.
If u1 u2 then the sequence follows the series:
S = -1 + 1/2 1/4 + ...
2S = -2 + 1 1/2 + 1/4 ...
3S = -2 S = -2/3
And we get the same limit, L = u12(u1u2)/3 = (u1+u2)/3.
What about the third order recurrence relation: un+1 = (un+un1+un2)/3 ?
Investigate the k th order recurrence relation.