Section X.1

Topological Dynamics

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Problem X.1.1

Suppose that for a function f:N→Nf: \mathbb {N} \rightarrow \mathbb {N}, the inequality f(n+1)>f(f(n))f(n+1)>f(f(n)) holds for every n∈Nn \in \mathbb {N}. Prove that f(n)=nf(n)=n for every n∈Nn \in \mathbb {N}.

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Problem X.1.2

Does there exist a continuous function f:R→Rf: \mathbb {R} \rightarrow \mathbb {R} satisfying the equation f∘f=Ff \circ f=F in the following cases:

?
(a)

F(x)=−xF(x)=-x;

(b)

F(x)=exF(x)=e^{x};

(c)

F(x)=x2−2F(x)=x^{2}-2 ?

Problem X.1.3

Let us denote by IdX\mathrm{Id}_{X} (or simply Id) the identity map of a set XX onto itself (i.e., Id⁡(x)=x\operatorname {Id}(x)=x for every xx in XX). A map h:X→Xh: X \rightarrow X will be called an involution if h∘h=IdXh \circ h=\mathrm{Id}_{X}.

Let f(x)=x+1,g(x)=x−1(x∈R)f(x)=x+1, g(x)=x-1(x \in \mathbb {R}). Find two involutions hh and kk such that the relations h∘k=f,k∘h=gh \circ k=f, k \circ h=g hold.

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Problem X.1.4

Let us denote by IdX\mathrm{Id}_{X} (or simply Id) the identity map of a set XX onto itself (i.e., Id⁡(x)=x\operatorname {Id}(x)=x for every xx in XX). A map h:X→Xh: X \rightarrow X will be called an involution if h∘h=IdXh \circ h=\mathrm{Id}_{X}.

Prove that every bijection of a set onto itself is the composition of two involutions.

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Problem X.1.5

A map h:X→Xh: X \rightarrow X is called an involution if h∘h=IdXh \circ h=\mathrm{Id}_{X}, where IdX\mathrm{Id}_{X} is the identity map of XX. A fixed point of a map ff is a point xx in its domain of definition such that f(x)=xf(x)=x.

Prove that a continuous map f:Δ→Rf: \Delta \rightarrow \mathbb {R}, where Δ\Delta is some interval, has a fixed point in each of the following cases:

?
(a)

Δ=[a,b],f(Δ)⊂Δ\Delta =\left[a, b\right], f(\Delta ) \subset \Delta;

(b)

Δ=[a,b],f(Δ)⊃Δ\Delta =\left[a, b\right], f(\Delta ) \supset \Delta;

(c)

Δ=⟨a,b⟩,f\Delta =\langle a, b\rangle , f is an involution.

Problem X.1.6

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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Problem X.1.7

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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Problem X.1.8

A fixed point of a map ff is a point xx in its domain of definition such that f(x)=xf(x)=x.

Prove that a finite group of affine transformations of the plane has a fixed point (common to all transformations of the group).

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Problem X.1.9

Maps f:Δ1→Δ1f: \Delta_{1} \rightarrow \Delta_{1} and g:Δ2→Δ2g: \Delta_{2} \rightarrow \Delta_{2} (Δ1,Δ2\Delta_{1}, \Delta_{2} being intervals on the line) are called topologically conjugate if there exists a continuous bijection (homeomorphism) h:Δ2→Δ1h: \Delta_{2} \rightarrow \Delta_{1} such that f=h∘g∘h−1f=h \circ g \circ h^{-1} (i.e., h∘g=f∘hh \circ g=f \circ h). In this case we write f∼gf \sim g and call hh the conjugating map. It is assumed that the maps are continuous, defined on intervals, and map them into themselves.

Prove that the relation of topological conjugacy is an equivalence relation, i.e.

?
(a)

f∼ff \sim f;

(b)

f∼gf \sim g if and only if g∼fg \sim f;

(c)

if f1∼f2,f2∼f3f_{1} \sim f_{2}, f_{2} \sim f_{3}, then f1∼f3f_{1} \sim f_{3}.

Problem X.1.10

Maps f:Δ1→Δ1f: \Delta_{1} \rightarrow \Delta_{1} and g:Δ2→Δ2g: \Delta_{2} \rightarrow \Delta_{2} (Δ1,Δ2\Delta_{1}, \Delta_{2} being intervals on the line) are called topologically conjugate if there exists a continuous bijection (homeomorphism) h:Δ2→Δ1h: \Delta_{2} \rightarrow \Delta_{1} such that f=h∘g∘h−1f=h \circ g \circ h^{-1} (i.e., h∘g=f∘hh \circ g=f \circ h). In this case we write f∼gf \sim g and call hh the conjugating map. It is assumed that the maps are continuous, defined on intervals, and map them into themselves.

Prove that topologically conjugate maps simultaneously possess or fail to possess the following properties:

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(a)

injectivity;

(b)

monotonicity of a definite type;

(c)

one-sided boundedness (without specifying its type);

(d)

boundedness.

Problem X.1.11

Maps f:Δ1→Δ1f: \Delta_{1} \rightarrow \Delta_{1} and g:Δ2→Δ2g: \Delta_{2} \rightarrow \Delta_{2} (Δ1,Δ2\Delta_{1}, \Delta_{2} being intervals on the line) are called topologically conjugate if there exists a continuous bijection (homeomorphism) h:Δ2→Δ1h: \Delta_{2} \rightarrow \Delta_{1} such that f=h∘g∘h−1f=h \circ g \circ h^{-1} (i.e., h∘g=f∘hh \circ g=f \circ h). In this case we write f∼gf \sim g and call hh the conjugating map. It is assumed that the maps are continuous, defined on intervals, and map them into themselves.

Prove that topologically conjugate maps have

?
(a)

the same number of intervals of monotonicity;

(b)

the same number of fixed points.

Problem X.1.12

Maps f:Δ1→Δ1f: \Delta_{1} \rightarrow \Delta_{1} and g:Δ2→Δ2g: \Delta_{2} \rightarrow \Delta_{2} (Δ1,Δ2\Delta_{1}, \Delta_{2} being intervals on the line) are called topologically conjugate if there exists a continuous bijection (homeomorphism) h:Δ2→Δ1h: \Delta_{2} \rightarrow \Delta_{1} such that f=h∘g∘h−1f=h \circ g \circ h^{-1} (i.e., h∘g=f∘hh \circ g=f \circ h). In this case we write f∼gf \sim g and call hh the conjugating map. It is assumed that the maps are continuous, defined on intervals, and map them into themselves.

Prove that if f∼gf \sim g, then the intervals on which the inequality f(x)>xf(x)>x holds are carried by the conjugating map hh into intervals on which (depending on the character of the monotonicity of hh) the same or the opposite strict inequality holds for the map gg. Prove that if the maps ff and gg are defined on R\mathbb {R} and one of them is odd, then the conjugating bijection hh can be chosen to be increasing.

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Problem X.1.13

Maps f:Δ1→Δ1f: \Delta_{1} \rightarrow \Delta_{1} and g:Δ2→Δ2g: \Delta_{2} \rightarrow \Delta_{2} (Δ1,Δ2\Delta_{1}, \Delta_{2} being intervals on the line) are called topologically conjugate if there exists a continuous bijection (homeomorphism) h:Δ2→Δ1h: \Delta_{2} \rightarrow \Delta_{1} such that f=h∘g∘h−1f=h \circ g \circ h^{-1} (i.e., h∘g=f∘hh \circ g=f \circ h). In this case we write f∼gf \sim g and call hh the conjugating map.

Determine whether the maps ff and gg defined on R\mathbb {R} are topologically conjugate in the following cases:

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(a)

f(x)=x2−af(x)=x^{2}-a, g(x)=1−ax2(a≠0);g(x)=1-a x^{2} \quad (a \neq 0) ;

(b)

f(x)=cos⁡xf(x)=\cos x, g(x)=sin⁡xg(x)=\sin x;

(c)

f(x)=cos⁡xf(x)=\cos x, g(x)=−cos⁡xg(x)=-\cos x;

(d)

f(x)=sin⁡xf(x)=\sin x, g(x)=−sin⁡xg(x)=-\sin x;

(e)

f(x)=x+sin⁡xf(x)=x+\sin x, g(x)=x+cos⁡xg(x)=x+\cos x.

Problem X.1.14

Maps f:Δ1→Δ1f: \Delta_{1} \rightarrow \Delta_{1} and g:Δ2→Δ2g: \Delta_{2} \rightarrow \Delta_{2} (Δ1,Δ2\Delta_{1}, \Delta_{2} being intervals on the line) are called topologically conjugate if there exists a continuous bijection (homeomorphism) h:Δ2→Δ1h: \Delta_{2} \rightarrow \Delta_{1} such that f=h∘g∘h−1f=h \circ g \circ h^{-1} (i.e., h∘g=f∘hh \circ g=f \circ h). In this case we write f∼gf \sim g and call hh the conjugating map.

Let α>0,α≠1,fα(x)=xα,gα(x)=x−α(x>0)\alpha >0, \alpha \neq 1, f_{\alpha }(x)=x^{\alpha }, g_{\alpha }(x)=x^{-\alpha }(x>0). For which α\alpha and β\beta are the functions topologically conjugate

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(a)

fαf_{\alpha } and fβf_{\beta };

(b)

gαg_{\alpha } and gβg_{\beta };

(c)

fαf_{\alpha } and gβg_{\beta } ?

Problem X.1.15

Maps f:Δ1→Δ1f: \Delta_{1} \rightarrow \Delta_{1} and g:Δ2→Δ2g: \Delta_{2} \rightarrow \Delta_{2} (Δ1,Δ2\Delta_{1}, \Delta_{2} being intervals on the line) are called topologically conjugate if there exists a continuous bijection (homeomorphism) h:Δ2→Δ1h: \Delta_{2} \rightarrow \Delta_{1} such that f=h∘g∘h−1f=h \circ g \circ h^{-1} (i.e., h∘g=f∘hh \circ g=f \circ h). In this case we write f∼gf \sim g and call hh the conjugating map.

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(a)

Let f(x)=x2,g(x)=x2+ax+b(x∈R)f(x)=x^{2}, g(x)=x^{2}+a x+b(x \in \mathbb {R}). Describe the set of pairs (a,b)(a, b) for which f∼gf \sim g.

(b)

For which a∈Ra \in \mathbb {R} can one find b∈Rb \in \mathbb {R} such that the maps f(x)=1−ax2f(x)=1-a x^{2} and g(x)=bx(1−x)(x∈R)g(x)=b x(1-x)(x \in \mathbb {R}) are topologically conjugate? Describe the set BB of all numbers bb that arise in this way.

(c)

Prove that the maps gg and g~:[0,1]→[0,1],g(x)=2g~(x)==3x(1−x)\widetilde{g}:\left[0,1\right] \rightarrow [0,1], g(x)=2 \widetilde{g}(x)= =3 x(1-x), are not topologically conjugate.

(d)

For which a∈Ra \in \mathbb {R} and which interval Δ=[p,q]⊂R\Delta =\left[p, q\right] \subset \mathbb {R} is the map f:Δ→Δ,f(x)=1−ax2f: \Delta \rightarrow \Delta , f(x)=1-a x^{2}, topologically conjugate to the map g:[0,1]→[0,1]g:\left[0,1\right] \rightarrow [0,1] of the form g(x)=bx(1−x)g(x)=b x(1-x)?

Problem X.1.16

Maps f:Δ1→Δ1f: \Delta_{1} \rightarrow \Delta_{1} and g:Δ2→Δ2g: \Delta_{2} \rightarrow \Delta_{2} (Δ1,Δ2\Delta_{1}, \Delta_{2} being intervals on the line) are called topologically conjugate if there exists a continuous bijection (homeomorphism) h:Δ2→Δ1h: \Delta_{2} \rightarrow \Delta_{1} such that f=h∘g∘h−1f=h \circ g \circ h^{-1} (i.e., h∘g=f∘hh \circ g=f \circ h). In this case we write f∼gf \sim g and call hh the conjugating map.

Prove the topological conjugacy of the continuous maps f,g:[−1,1]→[−1,1]f, g:\left[-1,1\right] \rightarrow [-1,1], given as follows:

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(a)

f(x)=1−2∣x∣,g(x)=1−2x2(x∈[−1,1])f(x)=1-2\left|x\right|, g(x)=1-2 x^{2} \quad (x \in [-1,1]);

(b)

f=fn(n∈N)f=f_{n}(n \in \mathbb {N}) is the ``sawtooth'' map taking values (−1)k+n(-1)^{k+n} at the points −1+2kn,0⩽k⩽n-1+\frac{2 k}{n}, 0 \leqslant k \leqslant n, and linear on the intervals between them (Fig. 14), and g=Tng=T_{n} is the nn-th Chebyshev polynomial, defined by the equality Tn(x)=cos⁡(narccos⁡x)T_{n}(x)=\cos (n \arccos x) (see Problem I.2.20 and Fig. 15);

Fig. 14Fig. 14

Fig. 15Fig. 15

(c)

prove that the functions from part a) are conjugate as maps from R\mathbb {R} to R\mathbb {R}.

Problem X.1.17

Maps f:Δ1→Δ1f: \Delta_{1} \rightarrow \Delta_{1} and g:Δ2→Δ2g: \Delta_{2} \rightarrow \Delta_{2} (Δ1,Δ2\Delta_{1}, \Delta_{2} being intervals on the line) are called topologically conjugate if there exists a continuous bijection (homeomorphism) h:Δ2→Δ1h: \Delta_{2} \rightarrow \Delta_{1} such that f=h∘g∘h−1f=h \circ g \circ h^{-1} (i.e., h∘g=f∘hh \circ g=f \circ h). In this case we write f∼gf \sim g and call hh the conjugating map.

Let f:[a1,b1]→[a1,b1],g:[a2,b2]→[a2,b2]f:\left[a_{1}, b_{1}\right] \rightarrow \left[a_{1}, b_{1}\right], g:\left[a_{2}, b_{2}\right] \rightarrow \left[a_{2}, b_{2}\right] be homeomorphisms of intervals having no fixed interior points. Prove that f∼gf \sim g. Verify that the statement remains valid if the closed intervals are replaced by open intervals.

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Problem X.1.18

Maps f:Δ1→Δ1f: \Delta_{1} \rightarrow \Delta_{1} and g:Δ2→Δ2g: \Delta_{2} \rightarrow \Delta_{2} (Δ1,Δ2\Delta_{1}, \Delta_{2} being intervals on the line) are called topologically conjugate if there exists a continuous bijection (homeomorphism) h:Δ2→Δ1h: \Delta_{2} \rightarrow \Delta_{1} such that f=h∘g∘h−1f=h \circ g \circ h^{-1} (i.e., h∘g=f∘hh \circ g=f \circ h). In this case we write f∼gf \sim g and call hh the conjugating map.

Classify, up to topological conjugacy, the homeomorphisms of an interval onto itself having a finite set of fixed points, among which are the endpoints of the interval.

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Problem X.1.19

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

?
(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.

Problem X.1.20

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 ).

Problem X.1.21

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}

Problem X.1.22

We call a fixed point x∗x^{*} of the map ff attracting if for all x0x_{0} taken from some neighborhood of the point x∗x^{*}, the sequence xn=fn(x0)x_{n}=f^{n}\left(x_{0}\right) converges to the point x∗x^{*}. If for some neighborhood UU of the fixed point x∗x^{*} and an arbitrary point x0∈U,x0≠x∗x_{0} \in U, x_{0} \neq x^{*}, there is an index nn such that xn∉Ux_{n} \notin U, then the point x∗x^{*} is called repelling.

Let x∗x^{*} be a fixed point of the map ff, and suppose ff is differentiable at x∗x^{*}. Prove that

?
(a)

if ∣f′(x∗)∣<1\left|f^{\prime }\left(x^{*}\right)\right|<1, then x∗x^{*} is attracting;

(b)

if ∣f′(x∗)∣>1\left|f^{\prime }\left(x^{*}\right)\right|>1, then x∗x^{*} is repelling;

(c)

show by examples that a fixed point may be neither attracting nor repelling.

Problem X.1.23

For which values of the parameter aa and for which x0∈Rx_{0} \in \mathbb {R} does the sequence of iterates xn=fn(x0)x_{n}=f^{n}\left(x_{0}\right) converge, if

?
(a)

f(x)=1+axf(x)=1+a x;

(b)

f(x)=1−a∣x∣(a>0)f(x)=1-a\left|x\right|(a>0);

(c)

f(x)=1−ax2(a>0)f(x)=1-a x^{2}(a>0);

(d)

f(x)=ax(a>0)f(x)=a^{x}(a>0).

Problem X.1.24

Let φ\varphi be a differentiable function defined on an interval Δ\Delta, and NφN_{\varphi } the map defined at those points x∈Δx \in \Delta where φ′(x)≠0\varphi^{\prime }(x) \neq 0 by Nφ(x)=x−φ(x)/φ′(x)N_{\varphi }(x)=x-\varphi (x) / \varphi^{\prime }(x). The fixed points of NφN_{\varphi } coincide with the roots of φ\varphi. We say that Newton's iterative process with initial point x0x_{0} converges to cc if xk=Nφk(x0)→cx_{k}=N_{\varphi }^{k}\left(x_{0}\right) \rightarrow c.

Let φ∈C2(Δ),c∈Δ,φ(c)=0,∣φ′(x)∣>m>0\varphi \in C^{2}(\Delta ), c \in \Delta , \varphi (c)=0,\left|\varphi^{\prime }(x)\right|>m>0 for x∈Δx \in \Delta. Prove that if the point x0x_{0} is sufficiently close to cc, then

?
(a)

Newton's iterative process, started at x0x_{0}, converges to cc;

(b)

"superconvergence" holds: ∣xk−c∣⩽Mq2k\left|x_{k}-c\right| \leqslant M q^{2^{k}}, where M>0M>0, 0<q<1,k∈N0<q<1, k \in \mathbb {N} (cf. problem II.3.10).

Problem X.1.25

Let φ\varphi be a differentiable function defined on an interval Δ\Delta, and NφN_{\varphi } the map defined at those points x∈Δx \in \Delta where φ′(x)≠0\varphi^{\prime }(x) \neq 0 by Nφ(x)=x−φ(x)/φ′(x)N_{\varphi }(x)=x-\varphi (x) / \varphi^{\prime }(x). The fixed points of NφN_{\varphi } coincide with the roots of φ\varphi. We say that Newton's iterative process with initial point x0x_{0} converges to cc if xk=Nφk(x0)→cx_{k}=N_{\varphi }^{k}\left(x_{0}\right) \rightarrow c.

Prove that if φ∈C(n)(Δ),c∈Δ,φ(c)=φ′(c)=…==φ(n−1)(c)=0,φ(n)(c)≠0\varphi \in C^{(n)}(\Delta ), c \in \Delta , \varphi (c)=\varphi^{\prime }(c)=\ldots = =\varphi^{(n-1)}(c)=0, \varphi^{(n)}(c) \neq 0, then for initial points x0x_{0} sufficiently close to cc, Newton's iterative process converges to cc, and moreover ∣xk−c∣⩽Mqk(M>0,0<q<1)\left|x_{k}-c\right| \leqslant M q^{k}(M>0,0<q<1).

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Problem X.1.26

Let φ\varphi be a differentiable function defined on an interval Δ\Delta, and NφN_{\varphi } the map defined at those points x∈Δx \in \Delta where φ′(x)≠0\varphi^{\prime }(x) \neq 0 by Nφ(x)=x−φ(x)/φ′(x)N_{\varphi }(x)=x-\varphi (x) / \varphi^{\prime }(x). The fixed points of NφN_{\varphi } coincide with the roots of φ\varphi. We say that Newton's iterative process with initial point x0x_{0} converges to cc if xk=Nφk(x0)→cx_{k}=N_{\varphi }^{k}\left(x_{0}\right) \rightarrow c.

Let φ∈C2([a,b])\varphi \in C^{2}(\left[a, b\right]) be a function such that φφ′′>0\varphi \varphi^{\prime \prime }>0 on (a,b)(a, b) and φ(a)=φ′′(b)=0\varphi (a)=\varphi^{\prime \prime }(b)=0 (or φ(b)=φ′′(a)=0\varphi (b)=\varphi^{\prime \prime }(a)=0). Verify that for any initial point from [a,b]\left[a, b\right], Newton's iterative process converges to a root of φ\varphi.

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Problem X.1.27

Let φ\varphi be a differentiable function defined on an interval Δ\Delta, and NφN_{\varphi } the map defined at those points x∈Δx \in \Delta where φ′(x)≠0\varphi^{\prime }(x) \neq 0 by Nφ(x)=x−φ(x)/φ′(x)N_{\varphi }(x)=x-\varphi (x) / \varphi^{\prime }(x). We say that Newton's iterative process with initial point x0x_{0} converges to cc if xk=Nφk(x0)→cx_{k}=N_{\varphi }^{k}\left(x_{0}\right) \rightarrow c.

Let PP be a polynomial having only simple real roots. Prove that if x0x_{0} is an inflection point of PP (i.e. P′′(x0)=0P^{\prime \prime }\left(x_{0}\right)=0), then Newton's iterative process, started at the point x0x_{0}, converges to a root of PP. In a similar way, by varying the inflection points, one can find all the roots except the minimal and maximal ones.

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Problem X.1.28

The set {xn=fn(x0)∣n∈N}\left\{ x_{n}=f^{n}\left(x_{0}\right) \mid n \in \mathbb {N}\right\} is called the trajectory of the point x0x_{0}. If the trajectory is finite, then there exists n∈Nn \in \mathbb {N} such that the points x0,x1,…,xn−1x_{0}, x_{1}, \ldots , x_{n-1} are pairwise distinct, while xn=x0,xn+1=x1,…x_{n}=x_{0}, x_{n+1}=x_{1}, \ldots; in this case x0x_{0} is called a periodic point, the number nn its period, and the tuple (x0,…,xn−1)\left(x_{0}, \ldots , x_{n-1}\right) an nn-cycle.

Let (x0∗,x1∗,…,xn−1∗)−n\left(x_{0}^{*}, x_{1}^{*}, \ldots , x_{n-1}^{*}\right)-n-cycle of the map ff be given. Prove that

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(a)

if ∣(fn)′(x0∗)∣<1\left|\left(f^{n}\right)^{\prime }\left(x_{0}^{*}\right)\right|<1, then for x0x_{0} taken from some neighborhood of x0∗x_{0}^{*}, the relation

fmn+k(x0)⟶m→∞xk∗,k=0,…,n−1; f^{m n+k}\left(x_{0}\right) \underset {m \rightarrow \infty }{\longrightarrow } x_{k}^{*}, \quad k=0, \ldots , n-1 ;

holds;

(b)

if ∣(fn)′(x0∗)∣>1\left|\left(f^{n}\right)^{\prime }\left(x_{0}^{*}\right)\right|>1, then for some ε>0\varepsilon >0 and any x0∈(x0∗−ε,x0∗+ε),x0≠x0∗\quad x_{0} \in \left(x_{0}^{*}-\varepsilon , x_{0}^{*}+\varepsilon \right), \quad x_{0} \neq x_{0}^{*}, there is an index mm such that ∣fm(x0)−xk∗∣⩾ε\left|f^{m}\left(x_{0}\right)-x_{k}^{*}\right| \geqslant \varepsilon for all k=0,…,n−1k=0, \ldots , n-1.

Problem X.1.29

Let ff be a continuous map of a segment Δ\Delta into itself, and let I0,I1,…I_{0}, I_{1}, \ldots be a finite or infinite sequence of segments, with I0⊂Δ,In+1⊂f(In)I_{0} \subset \Delta , I_{n+1} \subset f\left(I_{n}\right) for every n⩾0n \geqslant 0. Prove that

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(a)

there exists a sequence of segments K0⊃K1⊃K2⊃⊃K3⊃…,K0⊂I0K_{0} \supset K_{1} \supset K_{2} \supset \supset K_{3} \supset \ldots , K_{0} \subset I_{0}, such that fn(Kn)=In(n⩾0)f^{n}\left(K_{n}\right)=I_{n}(n \geqslant 0);

(b)

there exists a point x∈Δx \in \Delta for which xn=fn(x)∈Inx_{n}=f^{n}(x) \in I_{n} for every nn.

Problem X.1.30

The set {xn=fn(x0)∣n∈N}\left\{ x_{n}=f^{n}\left(x_{0}\right) \mid n \in \mathbb {N}\right\} is called the trajectory of the point x0x_{0}. If the trajectory is finite, then there exists n∈Nn \in \mathbb {N} such that the points x0,x1,…,xn−1x_{0}, x_{1}, \ldots , x_{n-1} are pairwise distinct, while xn=x0,xn+1=x1,…x_{n}=x_{0}, x_{n+1}=x_{1}, \ldots; in this case x0x_{0} is called a periodic point, the number nn its period, and the tuple (x0,…,xn−1)\left(x_{0}, \ldots , x_{n-1}\right) an nn-cycle.

Prove that if a continuous map of a segment into itself has a 4-cycle, then it also has a 2-cycle.

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Problem X.1.31

The set {xn=fn(x0)∣n∈N}\left\{ x_{n}=f^{n}\left(x_{0}\right) \mid n \in \mathbb {N}\right\} is called the trajectory of the point x0x_{0}. If the trajectory is finite, then there exists n∈Nn \in \mathbb {N} such that the points x0,x1,…,xn−1x_{0}, x_{1}, \ldots , x_{n-1} are pairwise distinct, while xn=x0,xn+1=x1,…x_{n}=x_{0}, x_{n+1}=x_{1}, \ldots; in this case x0x_{0} is called a periodic point, the number nn its period, and the tuple (x0,…,xn−1)\left(x_{0}, \ldots , x_{n-1}\right) an nn-cycle.

Let f:Δ→Δf: \Delta \rightarrow \Delta be a continuous map of a segment into itself. Prove that the following statements are equivalent:

  1. there exists a point a∈Δa \in \Delta such that the points b=f(a),c=f2(a)b=f(a), c=f^{2}(a), d=f3(a)d=f^{3}(a) satisfy the inequalities d⩽a<b<cd \leqslant a<b<c or c<b<a⩽dc<b<a \leqslant d;

  2. in Δ\Delta there exists a point having period three;

  3. for any m∈Nm \in \mathbb {N}, in Δ\Delta there exists a point having period mm.

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Remark.
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The implication b) ⇒ c) and problem 1.30 are special cases of A.N. Sharkovsky's theorem [Sh]. Let f:Δ→Δf: \Delta \rightarrow \Delta be a continuous map (Δ=[a,b])(\Delta =\left[a, b\right]). Consider the natural numbers ordered as follows:

1,2,4,8,…,2n,…,…,2m⋅7,2m⋅5,2m⋅3,…,2⋅7,2⋅5,2⋅3,…,7,5,3. 1,2,4,8, \ldots , 2^{n}, \ldots , \ldots , 2^{m} \cdot 7,2^{m} \cdot 5,2^{m} \cdot 3, \ldots , 2 \cdot 7,2 \cdot 5,2 \cdot 3, \ldots , 7,5,3 .

If pp stands to the left of qq in this sequence and ff has a qq-cycle, then ff also has a pp-cycle.

Problem X.1.32

The set {xn=fn(x0)∣n∈N}\left\{ x_{n}=f^{n}\left(x_{0}\right) \mid n \in \mathbb {N}\right\} is called the trajectory of the point x0x_{0}. If the trajectory is finite, then there exists n∈Nn \in \mathbb {N} such that the points x0,x1,…,xn−1x_{0}, x_{1}, \ldots , x_{n-1} are pairwise distinct, while xn=x0,xn+1=x1,…x_{n}=x_{0}, x_{n+1}=x_{1}, \ldots; in this case x0x_{0} is called a periodic point, the number nn its period, and the tuple (x0,…,xn−1)\left(x_{0}, \ldots , x_{n-1}\right) an nn-cycle.

Prove that for n⩾2n \geqslant 2 the Chebyshev polynomial TnT_{n} (see problems I.2.20 and 1.16 b)), defined on [−1,1]\left[-1,1\right], has cycles of arbitrary order.

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Problem X.1.33

A fixed point x∗x^{*} of a map ff is called attracting if for all x0x_{0} from some neighborhood of x∗x^{*} the sequence xn=fn(x0)x_{n}=f^{n}\left(x_{0}\right) converges to x∗x^{*}, and repelling if for some neighborhood UU of it and every point x0∈Ux_{0} \in U, x0≠x∗x_{0} \neq x^{*}, there is an index nn such that xn∉Ux_{n} \notin U. If the points x0,x1,…,xn−1x_{0}, x_{1}, \ldots , x_{n-1}, where xk=fk(x0)x_{k}=f^{k}\left(x_{0}\right), are pairwise distinct while xn=x0x_{n}=x_{0}, then the tuple (x0,…,xn−1)\left(x_{0}, \ldots , x_{n-1}\right) is called an nn-cycle and nn the period of x0x_{0}; the nn-cycle is called attracting if x0x_{0} is an attracting fixed point of fnf^{n}, and repelling if x0x_{0} is a repelling fixed point of fnf^{n}.

Find the values of the parameter aa for which the map f(x)=1−a∣x∣(x∈R)f(x)=1-a\left|x\right|(x \in \mathbb {R}) has

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(a)

a 2-cycle;

(b)

a 4-cycle;

(c)

a 3-cycle,

and determine when these cycles are attracting.

Problem X.1.34

A fixed point x∗x^{*} of a map ff is called attracting if for all x0x_{0} from some neighborhood of x∗x^{*} the sequence xn=fn(x0)x_{n}=f^{n}\left(x_{0}\right) converges to x∗x^{*}, and repelling if for some neighborhood UU of it and every point x0∈Ux_{0} \in U, x0≠x∗x_{0} \neq x^{*}, there is an index nn such that xn∉Ux_{n} \notin U. If the points x0,x1,…,xn−1x_{0}, x_{1}, \ldots , x_{n-1}, where xk=fk(x0)x_{k}=f^{k}\left(x_{0}\right), are pairwise distinct while xn=x0x_{n}=x_{0}, then the tuple (x0,…,xn−1)\left(x_{0}, \ldots , x_{n-1}\right) is called an nn-cycle and nn the period of x0x_{0}; the nn-cycle is called attracting if x0x_{0} is an attracting fixed point of fnf^{n}, and repelling if x0x_{0} is a repelling fixed point of fnf^{n}.

Let a>0,f(x)=1−ax2(x∈R)a>0, f(x)=1-a x^{2}(x \in \mathbb {R}). Determine for which values of the parameter aa an attracting fixed point and an attracting 2-cycle exist. Find the "birth moments" of the 2-, 4- and 3-cycles (i.e., the lower bounds on the values of aa for which these cycles exist).

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Problem X.1.35

A fixed point x∗x^{*} of a map ff is called attracting if for all x0x_{0} from some neighborhood of x∗x^{*} the sequence xn=fn(x0)x_{n}=f^{n}\left(x_{0}\right) converges to x∗x^{*}, and repelling if for some neighborhood UU of it and every point x0∈Ux_{0} \in U, x0≠x∗x_{0} \neq x^{*}, there is an index nn such that xn∉Ux_{n} \notin U. If the points x0,x1,…,xn−1x_{0}, x_{1}, \ldots , x_{n-1}, where xk=fk(x0)x_{k}=f^{k}\left(x_{0}\right), are pairwise distinct while xn=x0x_{n}=x_{0}, then the tuple (x0,…,xn−1)\left(x_{0}, \ldots , x_{n-1}\right) is called an nn-cycle and nn the period of x0x_{0}; the nn-cycle is called attracting if x0x_{0} is an attracting fixed point of fnf^{n}, and repelling if x0x_{0} is a repelling fixed point of fnf^{n}.

Let f(x)=bx(1−x)(x∈[0,1]),0<b⩽4f(x)=b x(1-x)(x \in [0,1]), 0<b \leqslant 4. Find the lower bound of the values of the parameter bb for which ff has

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(a)

an attracting 2-cycle;

(b)

a repelling 2-cycle;

(c)

a 4-cycle;

(d)

a 3-cycle.

Problem X.1.36

The set {xn=fn(x0)∣n∈N}\left\{ x_{n}=f^{n}\left(x_{0}\right) \mid n \in \mathbb {N}\right\} is called the trajectory of the point x0x_{0}. If the trajectory is finite, then there exists n∈Nn \in \mathbb {N} such that the points x0,x1,…,xn−1x_{0}, x_{1}, \ldots , x_{n-1} are pairwise distinct, while xn=x0,xn+1=x1,…x_{n}=x_{0}, x_{n+1}=x_{1}, \ldots; in this case x0x_{0} is called a periodic point, the number nn its period, and the tuple (x0,…,xn−1)\left(x_{0}, \ldots , x_{n-1}\right) an nn-cycle.

Let x0∈(0,1)x_{0} \in (0,1) be a fixed point of a continuous map f:[0,1]→[0,1]f:\left[0,1\right] \rightarrow [0,1]. Prove that if the one-sided derivatives f±′(x0)f_{ \pm }^{\prime }\left(x_{0}\right) are negative and f+′(x0)f−′(x0)>1f_{+}^{\prime }\left(x_{0}\right) f_{-}^{\prime }\left(x_{0}\right)>1, then ff has a 2-cycle. In particular, a 2-cycle exists if f′(x0)<−1f^{\prime }\left(x_{0}\right)<-1.

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Problem X.1.37

The set {xn=fn(x0)∣n∈N}\left\{ x_{n}=f^{n}\left(x_{0}\right) \mid n \in \mathbb {N}\right\} is called the trajectory of the point x0x_{0}. If the trajectory is finite, then there exists n∈Nn \in \mathbb {N} such that the points x0,x1,…,xn−1x_{0}, x_{1}, \ldots , x_{n-1} are pairwise distinct, while xn=x0,xn+1=x1,…x_{n}=x_{0}, x_{n+1}=x_{1}, \ldots; in this case x0x_{0} is called a periodic point, the number nn its period, and the tuple (x0,…,xn−1)\left(x_{0}, \ldots , x_{n-1}\right) an nn-cycle.

Let gg be a piecewise smooth map of the interval [0,1]\left[0,1\right] into itself. Prove that if ∣g′(x)∣⩾a>1\left|g^{\prime }(x)\right| \geqslant a>1 at all points where the derivative exists, then gg has a 2n2^{n}-cycle for every n∈Nn \in \mathbb {N}. Show by an example that this fails if the smoothness of the map is violated on a countable set of points.

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Problem X.1.38

We consider maps ff of an interval Δ=[a,b]\Delta =\left[a, b\right] into itself such that f∈C3(Δ)f \in C^{3}(\Delta ) and the Schwarzian derivative SfS f (see Problems VII.2.25, VII.2.26 and the definition preceding them) is negative at those points xx that are not critical points of ff (i.e., where f′(x)≠0f^{\prime }(x) \neq 0). We denote the class of such maps by the symbol S(Δ)S(\Delta ). If the points x0,x1,…,xn−1x_{0}, x_{1}, \ldots , x_{n-1}, where xk=fk(x0)x_{k}=f^{k}\left(x_{0}\right), are pairwise distinct while xn=x0x_{n}=x_{0}, then the tuple (x0,…,xn−1)\left(x_{0}, \ldots , x_{n-1}\right) is called an nn-cycle.

Let f∈S(Δ)f \in S(\Delta ) and let the set of critical points of ff be finite. Prove that for every n∈Nn \in \mathbb {N} the transformation ff can have only finitely many nn-cycles.

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Problem X.1.39

We consider maps ff of an interval Δ=[a,b]\Delta =\left[a, b\right] into itself such that f∈C3(Δ)f \in C^{3}(\Delta ) and the Schwarzian derivative SfS f (see Problems VII.2.25, VII.2.26 and the definition preceding them) is negative at those points xx that are not critical points of ff (i.e., where f′(x)≠0f^{\prime }(x) \neq 0). We denote the class of such maps by the symbol S(Δ)S(\Delta ).

Let f∈S(Δ),g=fn(n⩾1),x<y<zf \in S(\Delta ), g=f^{n}(n \geqslant 1), x<y<z be consecutive fixed points of the map gg. Prove that if the interval [x,y]\left[x, y\right] contains no critical points of gg, then g′(y)>1g^{\prime }(y)>1.

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Problem X.1.40

We consider maps ff of an interval Δ=[a,b]\Delta =\left[a, b\right] into itself such that f∈C3(Δ)f \in C^{3}(\Delta ) and the Schwarzian derivative SfS f (see Problems VII.2.25, VII.2.26 and the definition preceding them) is negative at those points xx that are not critical points of ff (i.e., where f′(x)≠0f^{\prime }(x) \neq 0). We denote the class of such maps by the symbol S(Δ)S(\Delta ). A fixed point x∗x^{*} of a map ff is called attracting if for all x0x_{0} from some neighborhood of x∗x^{*} the sequence xn=fn(x0)x_{n}=f^{n}\left(x_{0}\right) converges to x∗x^{*}. If the points x0,x1,…,xn−1x_{0}, x_{1}, \ldots , x_{n-1}, where xk=fk(x0)x_{k}=f^{k}\left(x_{0}\right), are pairwise distinct while xn=x0x_{n}=x_{0}, then the tuple (x0,…,xn−1)\left(x_{0}, \ldots , x_{n-1}\right) is called an nn-cycle; the nn-cycle is called attracting if x0x_{0} is an attracting fixed point of fnf^{n}. The set {xn=fn(x0)∣n∈N}\left\{ x_{n}=f^{n}\left(x_{0}\right) \mid n \in \mathbb {N}\right\} is called the trajectory of the point x0x_{0}.

Let the map f∈S(Δ)f \in S(\Delta ) have a unique critical point c∈(a,b)c \in (a, b). Prove that every attracting cycle of the map ff attracts the trajectory of one of the points a,c,ba, c, b, and consequently ff can have at most three attracting cycles.

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Problem X.1.41

A fixed point x∗x^{*} of a map ff is called attracting if for all x0x_{0} from some neighborhood of x∗x^{*} the sequence xn=fn(x0)x_{n}=f^{n}\left(x_{0}\right) converges to x∗x^{*}, and repelling if for some neighborhood UU of it and every point x0∈Ux_{0} \in U, x0≠x∗x_{0} \neq x^{*}, there is an index nn such that xn∉Ux_{n} \notin U. If the points x0,x1,…,xn−1x_{0}, x_{1}, \ldots , x_{n-1}, where xk=fk(x0)x_{k}=f^{k}\left(x_{0}\right), are pairwise distinct while xn=x0x_{n}=x_{0}, then the tuple (x0,…,xn−1)\left(x_{0}, \ldots , x_{n-1}\right) is called an nn-cycle and nn the period of x0x_{0}; the nn-cycle is called attracting if x0x_{0} is an attracting fixed point of fnf^{n}, and repelling if x0x_{0} is a repelling fixed point of fnf^{n}.

Prove that a map of the form f(x)=1−ax2(x∈R)f(x)=1-a x^{2}(x \in \mathbb {R}), for a⩽2a \leqslant 2, cannot have more than one attracting cycle, while for a=2a=2 it has an nn-cycle for every n∈Nn \in \mathbb {N}, but none of them is attracting.

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Problem X.1.42

The set {xn=fn(x0)∣n∈N}\left\{ x_{n}=f^{n}\left(x_{0}\right) \mid n \in \mathbb {N}\right\} is called the trajectory of the point x0x_{0}. If the trajectory is finite, then there exists n∈Nn \in \mathbb {N} such that the points x0,x1,…,xn−1x_{0}, x_{1}, \ldots , x_{n-1} are pairwise distinct, while xn=x0,xn+1=x1,…x_{n}=x_{0}, x_{n+1}=x_{1}, \ldots; in this case x0x_{0} is called a periodic point, the number nn its period, and the tuple (x0,…,xn−1)\left(x_{0}, \ldots , x_{n-1}\right) an nn-cycle.

Let φ\varphi be a continuous map of the circle into itself having a fixed point and a 3-cycle.

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(a)

Prove that φ\varphi also has nn-cycles for all n>3n>3.

(b)

Must φ\varphi have a 2-cycle?

Problem X.1.43

Let ff be a continuous increasing function on the line satisfying the condition f(x+1)=f(x)+1f(x+1)=f(x)+1. Prove that

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(a)

the map z=e2πix↦φ(z)=e2πif(x)z=e^{2 \pi i x} \mapsto \varphi (z)=e^{2 \pi i f(x)} defines a homeomorphism of the circle S1={z∣∣z∣=1}S^{1}=\left\{ z \mid \left|z\right|=1\right\}, preserving the cyclic order of any three points, and that an arbitrary orientation-preserving homeomorphism of the circle can be defined in this way;

(b)

if the limit lim⁡n→∞fn(x)n=α\lim_{n \rightarrow \infty } \frac{f^{n}(x)}{n}=\alpha exists for some x0∈Rx_{0} \in \mathbb {R}, then it also exists for every x∈Rx \in \mathbb {R};

(c)

if the map φm\varphi^{m} has a fixed point for some m∈Nm \in \mathbb {N}, then the limit α\alpha exists and is a rational number;

(d)

if no power of φ\varphi has a fixed point, then the limit α\alpha exists and is an irrational number;

(e)

if two distinct functions f1f_{1} and f2f_{2} define the same homeomorphism φ\varphi, then the corresponding limits α1\alpha_{1} and α2\alpha_{2} differ by an integer.

The number α mod 1\alpha \bmod 1 defined in this way for an arbitrary orientation-preserving homeomorphism φ:S1→S1\varphi : S^{1} \rightarrow S^{1} is called the rotation number of this homeomorphism. This notion was introduced by H. Poincare.