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Let $f$ be a function with a bounded derivative in $R$.

Meaning that there exists $M >0 $ , in a way that $|f'(x)|\le M$ to all $x$.

Also, let $(a_n)$ be the sequence defined as: $a_1 = 1, a_{n+1} = f(a_n)$ for every $n \in N$.

  1. Prove that $|a_{n+1} -a_n| \le M\cdot |a_n -a_{n-1}|$ for every $n$
  2. Prove that $(a_n)$ is convergent when $M=\frac{1}{2}$
  3. Show by giving an example, that when $M=1$, it is possible that $(a_n)$ is divergent

My idea:

  1. for every $n$, if $a_n = a_{n+1}$, than the statement is trivial. for every $n$ where $a_n \neq a_{n+1}$: $f$ is continuous over $R$, therefore it is continuous over the bounded interval $[a_n, a_{n+1}]$. According to Lagrange's mean value theorem, there exists $c\in (a_n, a_{n+1})$, in a way that: $$M \geq |f'(c)|=|\frac{f(a_{n})-f(a_{n-1})}{a_{n}-a_{n-1}}| = \frac{|f(a_{n})-f(a_{n-1})|}{|a_{n}-a_{n-1}|} = \frac{|a_{n+1}-a_n|}{|a_n-a_{n-1}|} \implies M\cdot|a_n -a_{n-1}|\geq |a_{n+1}|-|a_n|$$

  2. Knowing that $M=\frac{1}{2}$, I get that for every $n$, $|a_{n+1} -a_n| \le \frac{1}{2}\cdot |a_n -a_{n-1}|$. Now, let $(t_n)$ be the sequence defined like this: $t_n = a_n-a_{n-1}$. I get that: $0 \leq \frac{|t_{n+1}|}{|t_n|}\leq \frac{1}{2}$, therefore, $\lim_{n\to\infty}t_n=0$. I'm stuck now. Is this a good direction?

  3. I'm thinking maybe $f(x) = \sin x$ but don't know how to prove it

I need help with tasks 2,3

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    2. You may find googling 'contraction mapping theorem' helpful. 3. Take $a_n=n$.2017-02-27

1 Answers 1

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  1. seems ok!

  2. If $|a_{n+1}-a_n|\leq\frac{1}{2}|a_{n}-a_{n-1}|$, then $|a_{n+m}-a_{n+m-1}|\leq(\frac{1}{2})^m|a_{n}-a_{n-1}|$, and thus for all (arbitrarily large) $m$ we have that $|a_{n+m}-a_n|\leq |a_{n+m}-a_{n+m-1}|+\dots+|a_{n+1}-a_{n}|\leq ((\frac{1}{2})^m+\dots+\frac{1}{2})|a_{n}-a_{n-1}|$, and the last term is obviously no more than $|a_{n}-a_{n-1}|\leq (\frac{1}{2})^{n-1}|a_1-a_0|$, which converges to $0$ for $n\to\infty$. Then, $a_n$ is bounded, and thus (by Bolzano-Weirstrass's Theorem) must have a subsequence converging to some $a$; and the whole $a_n$ must then converge to $a$, since for any arbitrarily small $\epsilon>0$ there exists some $m$ such that $|a_m-a|\leq \epsilon$ and $|a_n -a_m|\leq \epsilon$ for all $n>m$, so that $|a_n-a|\leq 2\epsilon$ for all $n>m$.

  3. just take $a_{n+1}=a_n+1$.

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    I understand the first part, but didn't understand how $|a_{n+m}-a_n|\leq ((\frac{1}{2})^m+\dots+\frac{1}{2})|a_{n}-a_{n-1}|$.2017-02-27
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    @S.Peter Maybe it's clearer now?2017-02-27
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    Yes I understand now, thanks2017-02-27
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    @S.Peter do not forget to "accept" the answer if you think it's ok. Accepting not only rewards the poster (me!) but more importantly helps other people browsing the site know that it's an answer that worked for you.2017-02-28