The solution of finite-difference equations

Extract

In every textbook which deals with second order linear finite-difference equations, methods will be found for solving such equations when the coefficients are constants. In the author’s experience it is unknown for textbooks to treat second order linear difference equations with variable coefficients. Yet such equations certainly occur in practical applications. It is the present intention to remedy this defect in the literature. It will be seen that, by the methods discussed here, we can always reduce the solution of a linear second order difference equation to that of a first order equation.