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perfect_radio
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#1
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fire and steel

Let a_0=1, a_{k+1}=a_k+\frac{1}{a_k}, \forall k \in \mathbb{N}_0.

a) Prove that \lim_{k \to \infty} a_k=\infty. (there are at least three methods to prove this)

(the part in which i'm more interested) b) Find some good bounds for a_k (actually two of the solutions i know use some weak lower / upper bound for a_k - let's see if you can do better)
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PostPosted: Fri Sep 16, 2005 11:24 am  Back to top 
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Kent Merryfield
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#2
Here's the cheapest answer to part a): This sequence is clearly increasing, hence it either converges or tends to infinity. If it converges to a limit x, then x satisfies the equation x+\frac1x=x. Since that has no real solution, convergence is not possible; thus \lim_{k\to\infty}a_k=\infty.

Not very satisfying, is it? In particular, this proof leaves us absolutely no insight for part b) - yes, the sequence goes to infinity, but we don't know how fast.

For a different intuitive approach, consider this:
a_{k+1}-a_k=\frac1{a_k}
is a difference equation that approximates (by the Euler method of approximation) the differential equation
y'=\frac1y.
This differential equation is readily solved by separation of variables; the solutions are y=\sqrt{2x+C}. Hence we should look for estimates that say that for large k,\,a_k behaves asymptotically like \sqrt{2k}.

That's not very rigorous, so far. I invite others to sharpen it.

PostPosted: Fri Sep 16, 2005 12:30 pm  Back to top 
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Kent Merryfield
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#3
Here's another step in the process, albeit still a long ways from a complete answer.

Suppose a_k=\sqrt{2k+b_k}.

In other words, define b_k=a_k^2-2k.

Algebraic manipulation of the recursive formula gives us

b_{k+1}=b_k+\frac1{a_k^2}, or b_{k+1}=b_k+\frac1{b_k+2k}.

This is another strictly increasing sequence. Hence we have the following lower bound:

For k>2,\,a_k>\sqrt{2k}.

I believe that b_k\to\infty, at a rate that is nearly logarithmic. Nailing that down would sharpen our estimates.

PostPosted: Fri Sep 16, 2005 1:11 pm  Back to top 
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perfect_radio
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#4
Kent Merryfield wrote:
For a different intuitive approach, consider this:
a_{k+1}-a_k=\frac1{a_k}
is a difference equation that approximates (by the Euler method of approximation) the differential equation
y'=\frac1y.


i have a question about differential equations (separation method)

i searched on the net, and here's how i've understood it:

(1) \frac{dy}{dx}=\frac{1}{y}

(2) y dy = 1 dx

(3) \int y dy = \int 1 dx

(4) \frac12 y^2 = x+c

(5) y = \sqrt{2x+2c}

why are the steps (2) and (3) valid operations? i'm new to calculus, so forgive me if it's a dumb question

as for the original problem, your attempts are welcome
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PostPosted: Fri Sep 16, 2005 2:11 pm  Back to top 
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Kent Merryfield
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#5
perfect_radio wrote:
why are the steps (2) and (3) valid operations?

You may not like it, but the attitude I usually take in teaching it is this: just play along - let the notation be what it wants to be. There is a very big theorem that we can call on in the end. (My running joke is that it's the only theorem in an entire semester of a differential equations course, and everything else is a corollary.) That theorem is the existence-uniqueness theorem for differential equations.

What does that - in particular, the uniqueness - get us? Suppose that by some method - some structured guess, some symbolic manipulation (even if the notation for that manipulation leaves you a little queasy) - we find a family of solutions. If these are indeed solutions (which can be checked easily enough) and if we can solve for all possible initial conditions, then we have found all solutions.

In your solution, there is one side note on the step from (4) to (5). The quadratic equation in (4) does have two different possible roots for y. However, in our case, we have the additional information that the initial condition is going to have y>0. Since the differential equation isn't valid or well-formed for y=0, the solutions are not going to cross the axis and will always have y>0.

(As for the fact that you wrote y=\sqrt{2x+2c} and I wrote y=\sqrt{2x+c} : twice an arbitrary constant is just some other arbitrary constant.)

--

A numerical fiddle related to my previous post: running it out past k=1000, it looks like b_k\approx \frac12\ln(ck), where c is a constant a little bit bigger than \frac12.

PostPosted: Fri Sep 16, 2005 2:42 pm  Back to top 
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Ravi B
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#6
Yes, by using your previous recurrence, we can show that b_k - \frac{1}{2} \ln k approaches a constant.

By the way, at the very beginning, it helps to square the original recurrence:
a_{k+1}^2 = a_k^2 + \frac{1}{a_k^2} + 2 \, .
If we let s_k = a_k^2, we get the nice recurrence
s_{k + 1} = s_k + 2 + \frac{1}{s_k} \, .
That's a quick way to see that s_k \sim 2k.

PostPosted: Fri Sep 16, 2005 4:43 pm  Back to top 
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perfect_radio
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#7
Ravi B wrote:
Yes, by using your previous recurrence, we can show that b_k - \frac{1}{2} \ln k approaches a constant.


how did you show that? first of all, why doesn't b_k - \frac12 \ln k \to \infty? (i get some very ugly relations Blush )
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PostPosted: Sat Sep 17, 2005 3:05 am  Back to top 
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Ravi B
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#8
Inspired by Kent's recurrence for b_k, let's define a simpler recurrence
c_{k + 1} = c_k + \frac{1}{2k+1} \, ,
with c_0 = 1. That recurrence has solution
c_k = 1 + \sum_{i = 0}^{k-1} \frac{1}{2i+1} \, .
From results about the harmonic series, it is known that c_k - \frac{1}{2} \ln k approaches a constant (involving Euler's constant).

By comparing the recurrences for b_k and c_k, we see that b_k \le c_k. Let's examine the difference d_k = c_k - b_k. By subtracting the recurrences for b_k and c_k, we get the recurrence
\begin{eqnarray*}
d_{k+1} 
  & = & d_k + \frac{1}{2k+1} - \frac{1}{2k + b_k} \\
  & = & d_k + \frac{b_k - 1}{...
From that recurrence, we see that d_k is an increasing sequence. By summing up, we get the equation
d_k = \sum_{i = 0}^{k-1} \frac{b_i - 1}{(2i+1)(2i + b_i)} \, .
Because 1 \le b_i \le c_i = O(\ln i), we get
d_k = \sum_{i = 0}^{k-1} \frac{O(\ln i)}{(2i+1)^2} = O(1) \, .
In other words, d_k is bounded. A bounded, increasing sequence must approach a limiting constant. That's what we wanted to show.

PostPosted: Sat Sep 17, 2005 1:09 pm  Back to top 
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perfect_radio
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#9
Ravi B wrote:
c_k = 1 + \sum_{i = 0}^{k-1} \frac{1}{2i+1} \, .
From results about the harmonic series, it is known that c_k - \frac{1}{2} \ln k approaches a constant (involving Euler's constant).


how do you prove it?

i have a found a result which was similar to yours (but not the same), and the constant was called Euler-Mascheroni. i don't how to prove that either
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PostPosted: Mon Sep 19, 2005 1:08 am  Back to top 
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Ravi B
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#10
Define the usual harmonic series
H_n = \sum_{i = 1}^n \frac{1}{i} \, .
It is known that H_n - \ln n approaches a constant, the Euler (or Euler-Mascheroni) constant. You can prove that result by comparing the harmonic series to the integral
\int_1^n \frac{1}{x} \, dx  = \ln n \, .
I'm not going to give a proof here; it's a classical result.

Anyway, we can express the sum of odd reciprocals in terms of harmonic numbers:
\sum_{i=0}^{k - 1} \frac{1}{2i+1} = H_{2k} - \frac{1}{2} H_k \, .
So from the estimate on harmonic numbers, we get the estimate for our sum.

PostPosted: Mon Sep 19, 2005 3:55 am  Back to top 
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perfect_radio
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#11
I am really dumb... I knew this result, \ln (n+1) < H_{n}< 1+\ln n, and also how to prove it (considering some rectangles + integrals).

I have found that on the net that the existence of the constant can also be proven in the same way. (actually it gave the same hint as Ravi B + a nice drawing).

So, draw the graph of x \mapsto \frac{1}{x}. Also draw the "big" and "small" rectangles coresponding to every pair \{n,n+1\}. Let D_{i} be the "difference" rectangles between the big and the small ones. Then we have \sum_{i=1}^{n}\frac{1}{i(i+1)}= \sum_{i=1}^{n}\left( \frac{1}{i}-\frac{1}{i+1}\right) = 1-\frac{1}{n+1}, so \textrm{Area of all }D_{i}\textrm{ rectangles}= \sum_{i=1}^{\infty}\frac{1}{i(i+1)}= 1.

Consider the sets F_{i} formed by the D_{i} rectangles and the graph of x \mapsto \frac{1}{x} (the lower side). Thus, \sum_{i=1}^{n}F_{i}= 1+\ln n-H_{n}. This sum increases at each step, and is bounded by 1, thus, it is convergent...

i know the presentation is not the most fortunate, but, did I got it right?
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Last edited by perfect_radio on Mon Aug 07, 2006 6:56 am; edited 1 time in total 
PostPosted: Mon Sep 19, 2005 9:34 am  Back to top 
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alon
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#12
Kent Merryfield wrote:
Here's the cheapest answer to part a): This sequence is clearly increasing, hence it either converges or tends to infinity. If it converges to a limit x, then x satisfies the equation x+\frac1x=x. Since that has no real solution, convergence is not possible; thus \lim_{k\to\infty}a_k=\infty.

Not very satisfying, is it? In particular, this proof leaves us absolutely no insight for part b) - yes, the sequence goes to infinity, but we don't know how fast.

i believe the ratio test is much more convinient, not sure if it's cheaper though.
Embarassed
btw, im new here, seems like a good maths community.

PostPosted: Mon Sep 19, 2005 11:08 pm  Back to top 
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Ravi B
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#13
perfect_radio wrote:
i know the presentation is not the most fortunate, but, did I got it right?
Yes, your method is fine.

PostPosted: Thu Sep 22, 2005 7:00 am  Back to top 
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