Friday, 10 June 2016

real analysis - Evaluating the limit of a sequence given by recurrence relation a1=sqrt2, an+1=sqrt2+an. Is my solution correct?





Problem



The sequence (an)n=1 is given by recurrence relation:





  • a1=2,

  • an+1=2+an.



Evaluate the limit limnan.



Solution




  • Show that the sequence (an)n=1 is monotonic. The statement V(n):an<an+1


    holds for n=1, that is 2<2+2. Let us assume the statement holds for n and show that V(n)V(n+1). We have that an<an+1.
    Adding 2 to both sides and taking square roots, we have that 2+an<2+an+1,
    that is an+1<an+2 by definition.

  • Find bounds for an. The statement W(n):0<an<2
    holds for n=1, that is 0<2<2. Let us assume the statement holds for n and show that W(n)W(n+1). We have that 0<an<2.
    Adding two and taking square roots, we have that 0<2<2+an<4=2.

  • The limit limnan exists, because (an)n=1 is a bounded monotonic sequence. Let A=limnan.

  • Therefore the limit limnan+1 exists as well and limnan+1=A. (For (nk)k=1=(2,3,4,), we have that (ank)k=1 is a subsequence of (an)n=1, from which the statement follows.)

  • We have that an+1=f(an). That means that A=limnan=limnf(an)=f(limnan)=f(A)=2+A. Solving the equation A=2+A, we get A=1A=2.

  • Putting it all together, we get that A=2, because the terms of the sequence are increasing and a1>0.



Is my solution correct?


Answer




Looks great. Here is a fun trick I've seen to answer this question.



Using the half angle formula, notice the following:



cos(π4)=122cos(π8)=12(1+122)=122+2cos(π16)=12(1+122+2)=122+2+2cos(π2n+1)=122+2+2+n times=12an



Now let n approach infinity.


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