calculus - $sqrt{c+sqrt{c+sqrt{c+cdots}}}$, or the limit of the sequence $x_{n+1} = sqrt{c+x_n}$

(Fitzpatrick Advanced Calculus 2e, Sec. 2.4 #12)

For $c \gt 0$, consider the quadratic equation $x^2 - x - c = 0, x > 0$.

Define the sequence $\{x_n\}$ recursively by fixing $|x_1| \lt c$ and then, if $n$ is an index for which $x_n$ has been defined, defining

$$x_{n+1} = \sqrt{c+x_n}$$

Prove that the sequence $\{x_n\}$ converges monotonically to the solution of the above equation.

Note: The answers below might assume $x_1 \gt 0$, but they still work, as we have $x_3 \gt 0$.

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and here: List of abstract duplicates.

Answer

Assuming that you know that a monotone, bounded sequence converges, you want to do two things. First, show that $\langle x_n:n\in\mathbb{Z}^+\rangle$ is monotone and bounded, and then show that its limit is the positive root of $x^2-x-c=0$.

If $c=x_1=1$, $x_2=\sqrt2>x_1$, while if $c=1$ and $x_1=2$, $x_2=\sqrt3

The positive root of the quadratic is $\frac12(1+\sqrt{1+4c})$, which I’ll denote by $r$. If $x_n\to r$, as claimed, and does so monotonically, it must be the case that the sequence increases monotonically if $x_1decreases monotonically if $x_1>r$. In the examples in the last paragraph, $r=\frac12(1+\sqrt5)\approx 1.618$, so they behave as predicted.

This suggests that your first step should be to show that if $x_nr$, $x_n>x_{n+1}>r$; that would be enough to show that $\langle x_n:n\in\mathbb{Z}^+\rangle$ is both monotone and bounded and hence that it has a limit.

Suppose that $0\le x_nx_n^2$, and therefore $x_{n+1}>x_n$. Is it possible that $x_{n+1}\ge r$? That would require that $x_{n+1}^2-x_{n+1}-c\ge 0$ (why?) and hence that $$x_{n+1}^2\ge x_{n+1}+c>x_n+c=x_{n+1}^2\;,$$ which is clearly impossible. Thus, if $0\le x_nr$ to you.

Once this is done, you still have to show that the limit of the sequence really is $r$. Let $f(x)=\sqrt{c+x}$; clearly $f$ is continuous, so if the sequence converges to $L$, we have $$L=\lim_{n\to\infty}x_n=\lim_{n\to\infty}x_{n+1}=\lim_{n\to\infty}f(x_n)=f(L)\;,$$ and from there it’s trivial to check that $L=r$.

Added: Note that although the problem gave us $x_1>0$, this isn’t actually necessary: all that’s needed is that $x_1\ge -c$, so that $x_2$ is defined, since $x_2=\sqrt{c+x_1}\ge 0$ automatically.