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Generating Functions, Z-Transforms, Laplace Transforms and the Solution of Linear Differential and Difference Equations

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Abstract

Laplace transforms provide one of the means for solving homogeneous and inhomogeneous differential equations. Generating functions provide the corresponding transform for difference equations. A z-transform, also called a Laurent transform, is a generating function in which the variable \(\omega \) is replaced by \(z=1/\omega \).

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Notes

  1. 1.

    See Weixlbaumer [42] for a mathematical analysis about the state of the art concerning the search for solutions of linear difference equations. Algorithms are presented for finding polynomial, rational, hypergeometric and d’Alembertian solutions.

  2. 2.

    For \(d_{1} =0\) we have \(\beta _{1}= -\frac{c_{1}}{\Delta }+ \frac{1}{2}\left( \frac{c_{0}}{d_{0}}-\frac{c_{2}}{d_{2}}\right) , \quad \beta _{2}= \frac{c_{1}}{\Delta }+ \frac{1}{2}\left( \frac{c_{0}}{d_{0}}-\frac{c_{2}}{d_{2}}\right) \).

  3. 3.

    As noted in Appendix A of [22], Eqs. (13)–(15) in [13] are incorrect.

  4. 4.

    The alternate transformation, \(t=\frac{s}{s-1}\), leads to functions which follow from those obtained from \(t=\frac{s-1}{s}\) using Kummer’s transformation [36, Sect. 13.2(vii), Eq. 13.2.39].

  5. 5.

    We note that, in terms of the difference operator \(\Delta \) defined in Chap. 1, the difference equation for w(x) can be written in the form \((\gamma _{2}+x+1)\Delta ^{2}w(x-1) + (2-\beta _{1})\Delta w(x-1)+zw(x)=0\), corresponding to the confluent hypergeometric function F5t given in Appendix I.

  6. 6.

    If \(a=0,-1,-2\ldots \), then from [36, Sect. 13.2(i), Eq. 13.2.4], \(\frac{\Gamma (c-a+x)}{\Gamma (c+x)}{_{1}F_{1}}(a;c+x;z) = (-1)^{a}U(a;c+x;z)\); hence \(y_{1}(x) = (-1)^{a}y_{2}(x)\).

  7. 7.

    If \(\frac{d_{0}}{c_{2}}<0\) we can choose \(\lambda = - \text {sgn}\left( \frac{c_{1}}{c_{2}}\right) \sqrt{-\frac{d_{0}}{c_{2}}}\) so that \(z>0\).

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Correspondence to Leonard C. Maximon .

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Maximon, L.C. (2016). Generating Functions, Z-Transforms, Laplace Transforms and the Solution of Linear Differential and Difference Equations. In: Differential and Difference Equations. Springer, Cham. https://doi.org/10.1007/978-3-319-29736-1_7

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