Let $x_n$ and $y_n$ be integer sequences determined by $$x_n + y_n \sqrt{2} = (1+\sqrt{2})^n \ \ \ \mbox{ for } \ n= 1, 2, 3, \ldots. $$
Then how to show that
(a) $x_{n+1} = y_{n+1} + y_n$, $\ \ \ \ \ $ $y_{n+1} = x_n + y_n$.
(b) $y_{n+1} = y_{n+1}^2 + y_n^2$.
(c) $y_{n+2} = 2y_{n+1} + y_n$. How to derive a similar formula for $x_{n+2}$?
(d) $x_{2n+1} = 2x_{n+1} x_n + (-1)^{n+1}$.
(e) How to derive general formulas for $x_n$ and $y_n$?
I was hoping to use induction or to be able to relate two terms of either sequences in some way but haven't had much success either way.
I wonder which area of mathematics this result belongs to!
And, I would be really grateful for a reference to some good book that deals with such matters.
The numbers defined by $x_{n} + y_{n} \, \sqrt{2} = (1+\sqrt{2})^{n}$ are called Pell and Pell-Lucas numbers.
As stated by the proposer question B should be $y_{2n+1} = y_{n+1}^{2} + y_{n}^{2}$ as will be shown.
1) From $x_{n} + y_{n} \sqrt{2} = (1+\sqrt{2})^{n}$ it is seen that \begin{align} x_{n+1} + y_{n+1} \sqrt{2} &= (1+\sqrt{2})^{n+1} = (1+\sqrt{2}) \cdot (x_{n} + y_{n} \sqrt{2}) \\ &= (x_{n} + 2 y_{n}) + (x_{n} + y_{n}) \sqrt{2} \end{align} which upon equating the coefficients the results become \begin{align} x_{n+1} &= x_{n} + 2 y_{n} \\ y_{n+1} &= x_{n} + y_{n}. \end{align} Notice that $x_{n}$ can also be seen in the form $x_{n+1} = y_{n+1} + y_{n}$.
2) difference equations: Let $n \to n+1$ in $y_{n+1} = x_{n} + y_{n}$ to obtain $y_{n+2} = y_{n+1} + x_{n+1}$. Now using the relation for $x_{n+1}$ this becomes $y_{n+2} = 2 y_{n+1} + y_{n}$. For the $x_{n}$ equation consider the following: \begin{align} x_{n+2} &= y_{n+2} + y_{n+1} = x_{n+1} + 2 y_{n+1} \\ &= x_{n+1} + 2 x_{n} + 2 y_{n} = x_{n+1} + 2 x_{n} + x_{n+1} - x_{n} \\ &= 2 x_{n+1} + x_{n}. \end{align}
3) explicit values: It can be determined that the same form remains when $\sqrt{2} \to - \sqrt{2}$ which leads to \begin{align} x_{n} + y_{n} \sqrt{2} &= (1+\sqrt{2})^{n} = a^{n} \\ x_{n} - y_{n} \sqrt{2} &= (1-\sqrt{2})^{n} = b^{n}. \end{align} Adding and subtracting these relations it is evident that \begin{align} x_{n} &= \frac{a^{n} + b^{n}}{2} \\ y_{n} &= \frac{a^{n} - b^{n}}{2 \sqrt{2}}. \end{align}
4) value of $y_{n+1}^{2} + y_{n}^{2}$: \begin{align} y_{n+1}^{2} + y_{n}^{2} &= \frac{1}{8} \left[ (a^{n+1} - b^{n+1})^{2} + (a^{n} - b^{n})^{2} \right] \\ &= \frac{1}{8} \left[ 2(2+\sqrt{2}) \, a^{2n} + 2 (2 - \sqrt{2}) \, b^{2n} \right] \\ &= \frac{a^{2n+1} - b^{2n+1}}{2 \sqrt{2}} \\ &= y_{2n+1}. \end{align}
5) $x_{2n+1}$ equation. \begin{align} 2 x_{n+1} x_{n} &= \frac{1}{2} \, (a^{n+1} + b^{n+1})(a^{n} + b^{n}) \\ &= \frac{1}{2} ( a^{2n+1} + b^{2n+1}) + \frac{1}{2} (ab)^{n} (a+b) \\ &= x_{2n+1} + (-1)^{n} \end{align} which can be seen in the form $x_{2n+1} = 2 x_{n+1} x_{n} - (-1)^{n}$.