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The problem is:

Show that if the characteristic equation:

$\alpha^r-c_1\alpha^{r-1}-c_2\alpha^{r-2}-...-c_r=0$

has a root $\alpha_*$ of multiplicity $3$, then $n^{j}\alpha^n_*$ for $j =0,1,2$ are solutions of:. $a_n=c_1\alpha^{n-1}+c_2\alpha^{n-2}+...+c_r\alpha^{n-r}$

I'm not sure how to go about this; I merely learned in class that this is how you handle cases with a repeated root to the characteristic equation (my linear algebra is not at the level to understand how we arrived at this stuff anyway, my prof. handwaved it). How do I show this?

1 Answers1

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We have the recurrence relation: \begin{align} a_n-c_1a_{n-1}-...-c_ra_{n-r}=0 \tag1\end{align} Define the polynomial $f$ as: \begin{align} f(x)=x^n-\sum\limits_{k=1}^{r}c_kx^{n-k} \end{align} Note that $f(\alpha_*)=0$ because: \begin{align} f(\alpha_*)=\alpha_*^{n-r}(\alpha_*^r-c_1\alpha_*^{r-1}-...-c_r )=\alpha_*^{n-r}\cdot0=0\end{align} In fact we know that the multiplicity is 3, so we can factorise the polynomial $f$ by the factor theorem as: \begin{align} f(x)=(x-\alpha_*)^3g(x) ,\end{align} where $g(x)$ is a polynomial.

We must show that $a_n=n\alpha_*^n$ and $a_n=n^2\alpha_*^n$ are also solutions of the homogeneous recurrence equation $(1)$

We show that $\alpha_*$ is a root of $f'(x)$, because: \begin{align} \alpha_*f'(\alpha_*)=\alpha_*\left(n\alpha_*^{n-1}-\sum\limits_{k=1}^{r}c_k(n-k)\alpha_*^{n-k-1}\right)=n\alpha_*^{n}-\sum\limits_{k=1}^{r}c_k(n-k)\alpha_*^{n-k}\end{align} If we show that the last thing equals zero then it is a solution of the equation $(1)$.

Let us compute $f'(x)$: \begin{align} f'(x)=3(x-\alpha_*)^2g(x)+(x-\alpha_*)^3g'(x) \end{align} So: \begin{align} \alpha_*f'(\alpha_*)=\alpha_*\left(3(\alpha_*-\alpha_*)^2g(\alpha_*)+(\alpha_*-\alpha_*)^3g'(\alpha_*) \right)=0\end{align} We have shown that $a_n=n\alpha_*^n$ is a solution.

I think you know now what you need to show to prove that $a_n=n^2\alpha_*^n$ is a solution. You just need to do something similar as above. If you really don't know how to proceed a hint is given in the box below.

Show that $\alpha_*$ is a root of $f''(x) $

Shashi
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