Wednesday, July 19, 2017

real analysis - Show that xn is convergent and monotone



Question: For c>0, consider the quadratic equation
x2xc=0,x>0.
Define the sequence {xn} recersively by fixing x1>0 and then, if n is an index for which xn has been defined, defining
xn+1=c+xn.

Prove that the sequence {xn} converges monotonically to the solution of the above equation.



My uncompleted solution: General speaking, the sequence {xn+1} is a subsequence of {xn}. Hence, if lim, then \lim_{n \to \infty} x_{n+1} = x_s as well. So, from sum and productproperties of convergent sequences,
(finally) it follows that x_s=\sqrt{c+x_s} which is equivalent to the mentioned quadratic equation for x>0. To show that {\{x_n}\} is monotone, it is enough to show that it is bounded, since {\{x_n}\} is convergent. But I don't know how to show that {\{x_n}\} is bounded.



Thank you in advance for a clear guidance/solution.



EDIT : (by considering first two comments to this question, so) The question is, show that {\{x_n}\} is 1- convergent, and, 2- monotone.


Answer



Let f(x)=\sqrt{c+x}, x>0. There is a unique fixed point x^* such that f(x^*)=x^*. x^* is in fact the positive solution of x^2-x-c=0. The sequence x_n is defined by x_{n+1}=f(x_n).




If $0

If $x^*x>x^*. From this it is easy to show that if x_1>x^* then x_n is decreasing and bounded below by x^*. This implies that x_n converges and the limit is x^*$.



If x_1=x^*, then x_n=x^* for all n.


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