A Quasi-Periodic Sequence

 

Consider the series defined by the recurrence

 

 

with the initial values A(0) = 1, A(1) = 1, A(2) = 1, A(3) = 2, and A(4) = 3.  The values of this sequence up to A(22) are tabulated below:

 

              j          A(j)                       j          A(j)

             ---   ----------------               ----   ---------------

              0                  1                 12              22833

              1                  1                 13             165713

              2                  1                 14            1249441

              3                  2                 15            9434290

              4                  3                 16           68570323

              5                  5                 17         1013908933

              6                 11                 18        11548470571

              7                 37                 19       142844426789

              8                 83                 20      2279343327171

              9                274                 21     57760865728994

             10               1217                 22    979023970244321

             11               6161

 

The recurrence can also be applied in reverse, and since it is formally symmetrical in both directions, we have A(-j) = A(j).  Also, the terms of the sequence clearly increase at a rate that is roughly proportional to  for some constant q.  Indeed it's easy to verify that

 

 

is a solution of the recurrence (1) for any coefficients C, a, and b, provided q is any root of

 

 

This is just Perrin's polynomial in q4, and the positive real root is q4 = 1.324717957..., so one possible value of q is 1.0728298...  To match the initial values of the sequence we set a = b = 0, so a rough estimate for A(j) is .  With j = 20 this gives (1.63)1012, which is the same order of magnitude as the actual value of (2.27)1012.

 

Unfortunately, the non-linearity of the recurrence prevents us from linearly combining solutions, i.e., we can't simply add quadradic powers of the characteristic roots to give a better fit.  An alternative approach is to notice that the A terms also satisfies the relation

 

 

where p = 2 if j is even and p = 3 if j is odd.  This suggests that a more uniform sequence would be given if we could modify the alternate terms of A slightly so that a single recurrence of the form (3) applies to all the terms.  Suppose we define the sequence

 

 

where Q is some fixed constant.  Then we can substitute a or a/Q into equation (3) as appropriate for even j to give

 

 

Likewise we can substitute into (3) appropriately for odd j, and then multiply through by Q2, to give

 

The two relations are identical if we choose the constant Q such that 2/Q2 = 3Q2, which implies that Q4 = 2/3.  With this Q the initial values of the a sequence are

 

 

and the sequence satisfies the recurrence

 

 

Again we note that a(-j) = a(j), just as with the A sequence itself.  Now in order to arrive at a less rapidly growing sequence, we consider the sequence defined by

 

with the initial values

 

 

Dividing equation (4) by a(j)2, we see that it can be expressed in terms of the b( ) sequence elements as follows

 

 

Incidentally, although the b sequence satisfies this third-order recurrence with the irrational coefficient, it's not difficult to show that it also satisfies the following fourth-order recurrence with purely rational coefficients

 

 

This same recurrence arises when considering the analogous sequences without the Q factors, because each term contains both odd and even indices.  We discuss this further at the end of this article.

 

The terms of the a sequence can be expressed in terms of the b sequence by means of a "telescoping" identity.  For example

 

 

Since a(0) = 1 and a(1) = Q, this can be written as

 

 

In general we have

                    

For numerical purposes it is sometimes preferable to take the natural log of both sides, giving the summation

 

 

Letting B denote the asymptotic geometric mean of the terms of the b sequence, we can numerically determine the value B = 1.154022794...  Using this value we can define the normalized sequence

 

 

This sequence is normalized in the sense that the asymptotic geometric mean of the c terms is 1.  We can now expressing the elements of the a sequence as follows:

 

 

where

 

Since the values of Q and B are known, we need only compute the function f(n), which is a product of c terms, to find the value of a(n).  Examining the terms of the c sequence, we find that they are cyclical, with a period of roughly 7/2 = 3.5.  This is apparent if we plot every 7th point, giving a very low-frequency curve.  By plotting every kth point for increasing values of k, we find that an even better "resonance" occurs when we plot every 123rd point, from which we infer that 123/35=3.514 is a better rational approximation to the period.  Going further, we find that by plotting every 1237th value of q(i) we get an extremely low-frequency signal, so we infer that 1237/352=3.514204... is an even better rational approximation of the period.  In this way we arrive at an estimate of T = 3.5142040524... for the actual period.  A plot of these terms versus the indices modulo T is shown below.

 

 

 

It might seem that the function f(n) should be bounded, since the asymptotic geometric mean of the c sequence terms is unity.  However, the c terms do not occur uniformly in any given product f(n), so the asymptotic geometric mean does not necessarily apply.  Also, we are not taking the nth root of the cumulative product.  As a result, we find that it's necessary to normalize f(n) by a factor of the form Rn, where R is found numerically to equal approximately R = 1.18885806....  A plot of f(n)/Rn versus n (mod T) is shown below.

 

 

Remarkably, this conforms almost exactly to a pure (shifted and scaled) cosine function, with the frequency w = 2p/T = 1.78793...  Thus, letting d denote the scale factor, we can represent the function very closely by

 

 

Substituting this expression for f(n) into (6), letting s denote B1/2, and noting that QR = s, we arrive at

 

 

This automatically gives a(0) = 1, and in order to have a(1) = Q we must set

 

 

Although (7) is just approximate, it matches the true values very closely.  For example, the true value of a(8) is 83, and equation (7) gives 83.00157...  The true value of a(20) is (2.27934)1012, and the value given by equation (7) is (2.27928)1012.  The deviations can be examined, and higher-order correction terms can be added to (7) to give better and better representations.  It's natural to try substituting the expression (7) for a(n) back into the recurrence (4) to see how closely it approaches being an exact solution.  This yields the approximate equality

 

 

where

 

and we have set  and .  The expression (7) would be an exact solution of (4) if  s  was a root of

 

 

for all indices n.  At first this does not look very promising, because the individual coefficients Cj(n) are not constants, nor are they in constant proportion to each other, making it unlikely that any single value of x satisfies this equation for all n.  However, remarkably, it is very nearly the case that this equation is satisfied by x = s for all n.  The figure below shows the relevant root as a function of n (mod T).

 

 

A more conventional approach to solving recurrence (4) (suggested by Noam Elkies) is to fit the terms to an infinite series of the form

 

 

for constants C, a, u, and q.  This can be seen as a generalization of (2).  To match the given initial values of a(n) we must have

 

C = 0.95768989959...  a = 0.788912868537...

u = 0.114194204160...  q = 0.02208942811...

 

Combining the summation terms with indices +j and -j, this can also be written as

 

 

where r = ln(u).  To give a good value of a(20) we must include up to the 7th order term in this sequence. 

 

In the preceding discussion we focused on the b sequence, which has irrational terms due to the alternating factors of Q.  This led to a recurrence (5) with the irrational coefficient P.  An alternative approach would be to confine ourselves entirely to rational numbers, and focus on the sequence

 

 

with the initial values g(0) = 2 and g(1) = 3/2.   This sequence satisfies the recurrence

 

 

In terms of this sequence we can express the ratios of consecutive terms of the A sequence as follows

 

 

Therefore, if all the values of g( ) were equal to a single fixed value g, we would have A(j) asymptotic to .  Consequently, the asymptotic geometric mean of the values of the g( ) sequence is the same as B2 from the preceding discussion.  We can use this fact as an alternate way of evaluating B.

 

Now, the values of the g( ) sequence oscillate around a fixed cycle but with an irrational period, so they never actually repeat, but we can determine the orbit of the cycle.  To visualize the cycle, note that for any given pair [g(j),g(j+1)] the recurrence (8) enables us to compute the "next" pair, i.e., [g(j+1),g(j+2)], and we can regard these pairs as coordinates [x,y] of points on the plane.  The figure below shows the orbit of all such points.

 

 

Naturally this locus includes the points (1,1), (1,2), and (2,1), and is symmetrical about the x = y line, because the recurrence is symmetrical forwards and backwards.  We can fit the first several points and find that the locus is a simple closed curve given exactly by the equation

 

 

which can also be written in the form

 

 

This can be studied as an elliptic curve, and the g( ) sequence terms are rational points on this curve.  Asymptotically, the iterates are uniformly distributed over this curve, so in principle we could evaluate the geometric mean of the points of this curve.  For example, we could integrate the logarithm of x (or y) over this curve.  Numerically we find the geometric mean is approximately g = 1.331768502.... , which as expected is equal to B2.

 

Solving (9) for y as a function of x gives a quadratic with the discriminant

 

 

Therefore, D(g(j)) must be a rational square for all j.  In fact, if g(j) = u/v for integers u and v, then there is an integer  m  such that

 

 

Hence the recurrence (8) generates infinitely many solutions of this Diophantine equation. Beginning with g(0) = 2/1 and g(1) = 3/2 we get the solutions

 

 

Another sequence is generated by reversing the sign on the right hand side of (1).  This gives the recurrence

 

 

Taking the initial values 1, 1, 1, 2, 1 gives the integer sequence

 

 

Incidentally, the A(n) sequence, formed by the convolution of successive terms, is quite similar to the sequence of coefficients for the power series solution of the equation

 

 

See the note on Series Solution of Non-Linear Equation.

 

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