Convergence of iterations of interval maps

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Find: lim⁡n→∞sin⁡sin⁡⋯sin⁡⏟n↑x\lim \limits_{n\to \infty }\underbrace{\sin \sin \cdots \sin }_{n\uparrow }x.

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In order to find an approximate solution of Kepler's equation (Уравнение Кеплера)

x−εsin⁡x=m(0<ε<1)(1) x-\varepsilon \sin x=m\quad (0<\varepsilon <1) \tag {1}

suppose

x0=m,x1=m+εsin⁡x0,…,xn=m+εsin⁡xn−1,…(successive approximation method). x_{0}=m,\quad x_{1}=m+\varepsilon \sin x_{0},\quad \ldots ,\quad x_{n}=m+\varepsilon \sin x_{n-1},\quad \ldots \quad (\text{successive approximation method}).

Prove that ξ=lim⁡n→∞xn\xi =\lim \limits_{n\to \infty }x_{n} exists, and that the number ξ\xi is the unique root of equation (1).

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The function ff is monotone, continuous on [0;1][0 ; 1], and 0⩽f(x)⩽10 \leqslant f(x) \leqslant 1 for any x∈[0;1]x \in [0 ; 1]. Prove that for any a1∈[0;1]a_{1} \in [0 ; 1] the sequence a1,an+1=f(an),n∈Na_{1}, a_{n+1} = f\left(a_{n}\right), n \in \mathbb {N}, converges to one of the solutions of the equation f(x)=xf(x) = x.

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Let the function ff be continuous on [a;b][a ; b], and let the sequence {xn}:x0∈[a;b],xn=f(xn−1),n∈N\left\{ x_{n}\right\} : x_{0} \in [a ; b], x_{n} = f\left(x_{n-1}\right), n \in \mathbb {N} (i.e., for any n∈Nf(xn−1∈[a;b])n \in \mathbb {N} \quad f\left(x_{n-1} \in [a ; b]\right)) be defined.

Prove that:

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(1)

if ff is increasing, then {xn}\left\{ x_{n}\right\} is a monotone sequence and there exists lim⁡n→∞xn=c\lim_{n \rightarrow \infty } x_{n} = c such that c=f(c)c = f(c);

(2)

if ff is decreasing, then {x2k}\left\{ x_{2 k}\right\} and {x2k−1}\left\{ x_{2 k-1}\right\} are monotone subsequences having limits. Obtain equations for these limits.

The function ff is strictly increasing, while the function gg is strictly decreasing on [a;b][a ; b], and E[f]∩E[g]≠∅\mathbb {E}\left[f\right] \cap \mathbb {E}\left[g\right] \neq \varnothing.

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(1)

Prove that the equation f(x)=g(x)f(x) = g(x) has a solution, and that it is unique.

(2)

Let x0∈[a;b]x_{0} \in [a ; b] be such that f(x0)∈E[g]f\left(x_{0}\right) \in \mathbb {E}\left[g\right], and for any n∈Nn \in \mathbb {N} the equation g(xn)=f(xn−1)g\left(x_{n}\right) = f\left(x_{n-1}\right) has a solution xnx_{n}, i.e., a sequence {xn}\left\{ x_{n}\right\} is defined. Prove that the subsequences {x2k}\left\{ x_{2 k}\right\} and {x2k−1}\left\{ x_{2 k-1}\right\} converge, each to one of the solutions of the equation g−1(f(x))=f−1(g(x))g^{-1}(f(x)) = f^{-1}(g(x)).

For the sequence {xn}\left\{ x_{n}\right\}, given recursively: x1=1/2,xn+1=f(xn),n∈Nx_{1} = 1 / 2, x_{n+1} = f\left(x_{n}\right), n \in \mathbb {N}, where

f(x)={(2−3x)/5,x<−1/6−3x,∣x∣⩽1/6−(2+3x)/5,x>1/6 f(x) = \begin{cases} (2-3 x) / 5, & x < -1 / 6 \\ -3 x, & \left|x\right| \leqslant 1 / 6 \\ -(2+3 x) / 5, & x > 1 / 6\end{cases}

find the limits of the subsequences {x2k}\left\{ x_{2 k}\right\} and {x2k−1}\left\{ x_{2 k-1}\right\}. Plot the graph of the function ff and show, in the figure, the construction of the first five terms of the sequence.

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The range of the function ff, defined on [a;b][a ; b], is contained in [a;b][a ; b]. For any x,y∈[a;b],x≠yx, y \in [a ; b], x \neq y, the inequality holds

∣f(x)−f(y)∣<∣x−y∣ \left|f(x)-f(y)\right| < \left|x-y\right|
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(1)

Prove that the equation f(x)=xf(x) = x has a solution cc, and that it is the only one.

(2)

Let x0∈[a;b],xn=f(xn−1),n∈Nx_{0} \in [a ; b], x_{n} = f\left(x_{n-1}\right), n \in \mathbb {N}. Prove that: a) the sequence {∣xn−c∣}\left\{ \left|x_{n}-c\right|\right\} is decreasing and has a limit lim⁡n→∞∣xn−c∣=Δ\lim_{n \rightarrow \infty }\left|x_{n}-c\right| = \Delta б) there exists a subsequence {xnk}\left\{ x_{n_{k}}\right\} converging to dd, equal either to c+Δc+\Delta or to c−Δc-\Delta; в) ∣f(d)−c∣=Δ\left|f(d)-c\right| = \Delta and Δ=0\Delta = 0, i.e., lim⁡n→∞xn=c\lim_{n \rightarrow \infty } x_{n} = c.

For a sequence given recursively, prove that a limit exists and find it:

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(1)

x1∈R,xn+1=sin⁡xn,n∈Nx_{1} \in \mathbb {R}, x_{n+1} = \sin x_{n}, n \in \mathbb {N}

(2)

x1=0,xn+1=xn−sin⁡xn+1/2,n∈Nx_{1} = 0, x_{n+1} = x_{n}-\sin x_{n}+1 / 2, n \in \mathbb {N};

(3)

x1=π/2,xn+1=xn+cos⁡xn−1/2,n∈Nx_{1} = \pi / 2, x_{n+1} = x_{n}+\cos x_{n}-1 / 2, n \in \mathbb {N};

(4)

x1∈R,xn+1=arctg⁡xn,n∈Nx_{1} \in \mathbb {R}, x_{n+1} = \operatorname {arctg} x_{n}, n \in \mathbb {N}

(5)

x1=0,xn+1=xn−arctg⁡xn+π/4,n∈Nx_{1} = 0, x_{n+1} = x_{n}-\operatorname {arctg} x_{n}+\pi / 4, n \in \mathbb {N};

(6)

x1=2,xn+1=1+ln⁡xn,n∈Nx_{1} = 2, x_{n+1} = 1+\ln x_{n}, n \in \mathbb {N}.

Determine for which values:

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(1)

a>0a > 0 the equation x=axx = a^{x} has a solution;

(2)

of aa the iterative sequence x0=a,xn=axn−1,n∈Nx_{0} = a, x_{n} = a^{x_{n-1}}, n \in \mathbb {N}, converges.

Prove that the sequence {xn}\left\{ x_{n}\right\}, such that

x1=2,xn+1=xn4+15xn,n∈N: x_{1} = 2, \quad x_{n+1} = \frac{x_{n}^{4}+1}{5 x_{n}}, \quad n \in \mathbb {N}:
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(1)

is bounded below by the number 1/51 / 5;

(2)

is bounded above by the number 2.

In solving the equation x=1x+ax=\frac{1}{x}+a (aa a positive parameter) by the iteration method, a recurrent sequence xn=1xn−1+a,x0>0x_{n}=\frac{1}{x_{n-1}}+a, x_{0}>0 arises. Prove that the limit l=lim⁡xnl=\lim x_{n} exists, and find the asymptotics of the differences xn−lx_{n}-l.

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(a)

Let f∈C([a,b])f \in C(\left[a, b\right]), with f(x)∈[a,b]f(x) \in [a, b] for all x∈[a,b]x \in [a, b]. Prove that the sequence {xn}\left\{ x_{n}\right\}, where x1∈[a,b],xn+1=1n(f(x1)+…+f(xn))x_{1} \in [a, b], x_{n+1}= \frac{1}{n}\left(f\left(x_{1}\right)+\ldots +f\left(x_{n}\right)\right), converges, and its limit x∗x^{*} is a fixed point of the function ff (i.e., f(x∗)=x∗f\left(x^{*}\right)=x^{*}).

(b)

Does an analogous statement hold in the two-dimensional case, when instead of a function continuous on an interval we consider a continuous map of some convex compact set in the plane (for example, a disk) into itself?

Let f∈C([a,b])f \in C(\left[a, b\right]), with f(x)∈[a,b]f(x) \in [a, b] for all x∈[a,b]x \in [a, b]. Consider a sequence {xn}\left\{ x_{n}\right\} such that x1∈[a,b]x_{1} \in [a, b] and xn+1=(1−cn)xn+cnf(xn),cn∈(0,1)x_{n+1}= \left(1-c_{n}\right) x_{n}+c_{n} f\left(x_{n}\right), c_{n} \in (0,1) for all n∈Nn \in \mathbb {N}.

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(a)

Prove that if cn→0c_{n} \rightarrow 0, then the limit x∗=lim⁡xnx^{*}=\lim x_{n} exists. Can the condition cn→0c_{n} \rightarrow 0 be dropped?

(b)

If cn→0c_{n} \rightarrow 0 and ∑cn=+∞\sum c_{n}=+\infty, then x∗x^{*} is a fixed point of the function ff. Can the condition ∑cn=+∞\sum c_{n}=+\infty be dropped?

A fixed point of a map ff is a point xx in its domain of definition such that f(x)=xf(x)=x. Let a function f∈C([a,b])f \in C(\left[a, b\right]) be increasing, f([a,b])⊂[a,b]f(\left[a, b\right]) \subset [a, b]. Prove that for every x0∈[a,b]x_{0} \in [a, b] the sequence xn=f(xn−1)x_{n}=f\left(x_{n-1}\right) (n∈Nn \in \mathbb {N}) converges to a fixed point. Does this hold if ff is a decreasing function?

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A fixed point of a map ff is a point xx in its domain of definition such that f(x)=xf(x)=x. Let f∈C(R)f \in C(\mathbb {R}). For x0∈Rx_{0} \in \mathbb {R}, set x1=f(x0),xk=f(xk−1)(k∈N)x_{1}=f\left(x_{0}\right), x_{k}=f\left(x_{k-1}\right) (k \in \mathbb {N}). Prove that if for some x0∈Rx_{0} \in \mathbb {R} the sequence {1n∑0⩽k<nf(xk)}\left\{ \frac{1}{n} \sum_{0 \leqslant k<n} f\left(x_{k}\right)\right\} is bounded, then ff has a fixed point. Does this hold for continuous maps f:C→Cf: \mathbb {C} \rightarrow \mathbb {C}?

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Let ff be a map of an interval Δ⊂R\Delta \subset \mathbb {R} into itself, f0(x)=xf^{0}(x)=x, f1(x)=f(x)f^{1}(x)=f(x), fn(x)=f(fn−1(x))f^{n}(x)=f\left(f^{n-1}(x)\right) for n>1n>1. We say that the method of successive approximations with initial point x0∈Δx_{0} \in \Delta converges if the limit lim⁡xn\lim x_{n} exists, where xn=fn(x0)x_{n}=f^{n}\left(x_{0}\right).

Let the function f∈C([a,b])f \in C(\left[a, b\right]) be increasing. Prove that the method of successive approximations converges for any initial point x0∈[a,b]x_{0} \in [a, b], if

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(a)

f(x)<xf(x)<x for x>a,f(a)=ax>a, f(a)=a;

(b)

f(x)>xf(x)>x for x<b,f(b)=bx<b, f(b)=b.

Let ff be a map of an interval Δ⊂R\Delta \subset \mathbb {R} into itself, f0(x)=xf^{0}(x)=x, f1(x)=f(x)f^{1}(x)=f(x), fn(x)=f(fn−1(x))f^{n}(x)=f\left(f^{n-1}(x)\right) for n>1n>1. We say that the method of successive approximations with initial point x0∈Δx_{0} \in \Delta converges if the limit lim⁡xn\lim x_{n} exists, where xn=fn(x0)x_{n}=f^{n}\left(x_{0}\right).

Prove the convergence of the method of successive approximations for any starting point x0∈Δx_{0} \in \Delta and find lim⁡xn\lim x_{n} for the following maps ff:

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(a)

f(x)=arctg⁡x,Δ=Rf(x)=\operatorname {arctg} x, \quad \Delta =\mathbb {R};

(b)

f(x)=x+2,Δ=[−2,+∞)f(x)=\sqrt{x+2}, \quad \Delta =[-2,+\infty );

(c)

f(x)=12x−1,Δ=Rf(x)=\frac{1}{2} x-1, \quad \Delta =\mathbb {R};

(d)

f(x)=x(x2+3)3x2+1,Δ=Rf(x)=\frac{x\left(x^{2}+3\right)}{3 x^{2}+1}, \quad \Delta =\mathbb {R};

(e)

f(x)=12(x+1x),Δ=(0,+∞)f(x)=\frac{1}{2}\left(x+\frac{1}{x}\right), \quad \Delta =(0,+\infty );

(f)

f(x)=2πarcsin⁡2xx2+1,Δ=(0,+∞)f(x)=\frac{2}{\pi } \arcsin \frac{2 x}{x^{2}+1}, \quad \Delta =(0,+\infty );

(g)

f(x)=42+x,Δ=[0,+∞)f(x)=\frac{4}{2+x}, \quad \Delta =[0,+\infty ).

Let ff be a map of an interval Δ⊂R\Delta \subset \mathbb {R} into itself, f0(x)=xf^{0}(x)=x, f1(x)=f(x)f^{1}(x)=f(x), fn(x)=f(fn−1(x))f^{n}(x)=f\left(f^{n-1}(x)\right) for n>1n>1. We say that the method of successive approximations with initial point x0∈Δx_{0} \in \Delta converges if the limit lim⁡xn\lim x_{n} exists, where xn=fn(x0)x_{n}=f^{n}\left(x_{0}\right).

Determine for which starting points x0x_{0} in the domain of definition of the map ff the method of successive approximations converges, and find lim⁡xn\lim x_{n}, if

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(a)

f(x)=x+sin⁡xf(x)=x+\sin x;

(b)

f(x)=x(x−1)f(x)=x(x-1);

(c)

f(x)=1+ax2(0<a⩽14);f(x)=1+a x^{2} \left(0<a \leqslant \frac{1}{4}\right) ;

(d)

f(x)=1−ax2(0<a⩽34);f(x)=1-a x^{2} \left(0<a \leqslant \frac{3}{4}\right) ;

(e)

f(x)=x2+c(∣c∣⩽14);f(x)=x^{2}+c \left(\left|c\right| \leqslant \frac{1}{4}\right) ;

(f)

f(x)=x2+(1−2c)x+c2(c∈R)f(x)=x^{2}+(1-2 c) x+c^{2}(c \in \mathbb {R});

(g)

f(x)={14−3x, for x≠4313, for x=43f(x)=\begin{cases} \frac{1}{4-3 x}, & \text{ for } x \neq \frac{4}{3} \\ \frac{1}{3}, & \text{ for } x=\frac{4}{3} \end{cases};

(h)

f(x)={2x33x2−1, if ∣x∣≠13,±1, if x=±13.f(x)=\begin{cases} \frac{2 x^{3}}{3 x^{2}-1}, & \text{ if }\left|x\right| \neq \frac{1}{\sqrt{3}}, \\ \pm 1, & \text{ if } x= \pm \frac{1}{\sqrt{3}} . \end{cases}

The function ff defined by

f(x)=x3+13 f(x) = \frac{x^{3}+1}{3}

has three fixed points, say α,β,γ\alpha , \beta , \gamma, where

−2<α<−1,0<β<1,1<γ<2. -2 < \alpha < -1, \quad 0 < \beta < 1, \quad 1 < \gamma < 2.

For arbitrarily chosen x1x_{1}, define {xn}\left\{ x_{n}\right\} by setting xn+1=f(xn)x_{n+1} = f\left(x_{n}\right).

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(a)

If x1<αx_{1} < \alpha, prove that xn→−∞x_{n} \rightarrow -\infty as n→∞n \rightarrow \infty.

(b)

If α<x1<γ\alpha < x_{1} < \gamma, prove that xn→βx_{n} \rightarrow \beta as n→∞n \rightarrow \infty.

(c)

If γ<x1\gamma < x_{1}, prove that xn→+∞x_{n} \rightarrow +\infty as n→∞n \rightarrow \infty.

Thus β\beta can be located by this method, but α\alpha and γ\gamma cannot.

References

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