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I am trying to solve a nonlinear recursive relation that reads \begin{equation} \frac{1}{f(n+1)} = \frac{1}{f(n)+A} + B, \quad \text{for} \quad n=1,2,\ldots \end{equation} where $A$ and $B$ are two positive constants. Is it possible to solve these exactly and/or approximately (eg, for large $n$) and obtain a form for $f(n)$, assuming $f(1)$ is known?

Any input would be appreciated as I know very little about recursive equations.

Saïd M
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2 Answers2

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You can write it in the following way:

$$u_{n+1}=\frac{u_n+A}{Bu_n+C} \ \text{with} \ C:=AB+1$$

This kind of recurrence is called a homographic sequence, and there are standard ways to express its general term ; see for example here explaining the connection with geometric or arithmetic sequences. In your case, the "fixed point equation" is given by the quadratic:

$$Bx^2+ABx-A=0$$

has always 2 real roots because $\Delta=(AB)^2+4AB >0$.

A matrix treatment is also possible: see this old answer of mine here.

Jean Marie
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$$\frac 1 {f_{n+1}}=\frac 1 {f_n+a}+b\implies f_{n+1}=\frac{f_n+a } {b\,f_n+(1+ab) }=\frac{\frac 1bf_n+\frac ab } {f_n+\frac{1+ab}b }$$

Let $m=\frac 1b$, $x=\frac ab$, $y=\frac{1+ab}b$ to make $$f_{n+1}=\frac {m\,f_n+x}{f_n+y }$$ and have a look to my answer to this question where all steps are detailed.