Linear difference equations and invariant subsets of linear mappings
Let \(E\) be a real Banach space and \(V\subset E\) a closed convex cone such that \(V\cap-V=\{0\}\) and consider the linear iterative functional equation \(f^n(x)=\sum_{l=0}^{n-1} a_l f^l(x)\) for \(x\in V\). Let \(W(t)=t^n-\sum_{l=0}^{n-1} a_l t^l\) be the characteristic polynomial of this equation. Under the hypotheses that the polynomial \(W\) has a unique simple root \(r\in{\mathbb R}_+\) and the absolute values of the other roots are greater than \(r\), the author proves that the above equation admits the solution \(f=rx\), for \(x\in V\). This leads to new results on the maximal invariant subspace for continuous operators which is applied to the theory of linear difference and iterative equations. Secondly, the paper investigates set-valued stability of the previous results under the assumption that the equation is satisfied approximately and asking if this solution is near a solution to a nonperturbed equation. A key proposition is the change of an \(n\)th order difference equation into a system of \(n\) linear equations of the first order, very much like one does for an ordinary differential equation of order \(n\), a procedure which involves a companion matrix whose characteristic polynomial is the above polynomial \(W\).
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