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Title: | Explicit and Compact Representations for the One-Sided Green’s Function and the Solution of Linear Difference Equations with Variable Coefficients |
Authors: | Paraskevopoulos, A Karanasos, M |
Keywords: | Green’s function;linear difference equation;variable coefficients;linear recurrence;compact representation;Hessenberg matrix;Hessenbergian;fundamental set;ARMA models |
Issue Date: | 16-Sep-2021 |
Publisher: | Cornell University |
Citation: | Paraskevopoulos, A. and Karanasos, M. (2021) 'Explicit and Compact Representations for the One-Sided Green’s Function and the Solution of Linear Difference Equations with Variable Coefficients', arXiv preprint, arXiv:1906.07130v2 [math.FA], pp. 1 - 33. doi: 10.48550/arXiv.1906.07130. |
Abstract: | Leibniz' combinatorial formula for determinants is modified to establish a condensed and easily handled compact representation for Hessenbergians, referred to here as Leibnizian representation. Alongside, the elements of a fundamental solution set associated with linear difference equations with variable coefficients of order p are explicitly represented by p banded Hessenbergian solutions, built up solely of the variable coefficients. This yields banded Hessenbergian representations for the elements both of the product of companion matrices and of the determinant ratio formula of the one-sided Green's function (Green's function for short). Combining the above results, the elements of the foregoing notions are endowed with compact representations formulated here by Leibnizian and nested sum representations. We show that the elements of the fundamental solution set can be expressed in terms of the first banded Hessenbergian fundamental solution, called principal determinant function. We also show that the Green's function coincides with the principal determinant function, when both functions are restricted to a fairly large domain. These results yield, an explicit and compact representation of the Green's function restriction along with an explicit and compact solution representation of the previously stated type of difference equations in terms of the variable coefficients, the initial conditions and the forcing term. The equivalence of the Green's function solution representation and the well known single determinant solution representation is derived from first principles. Algorithms and automated software are employed to illustrate the main results of this paper. |
Description: | MSC: 0.5-0.8, 15A99, 39A06, 65Q10, 68R05. The article archived on this institutional repository is a preprint available at arXiv:1906.07130v2 [math.FA], https://arxiv.org/abs/1906.07130 . It has not been certified by peer review. MSC classes: 0.5-0.8, 15A99, 39A06, 65Q10, 68R05. |
URI: | https://bura.brunel.ac.uk/handle/2438/30575 |
DOI: | https://doi.org/10.48550/arXiv.1906.07130 |
Appears in Collections: | Dept of Economics and Finance Research Papers |
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