On convergence of a fixed point iteration

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I'm stating the problem that I'm stuck with, along with the progress that I've made.



Problem : The iteration defined by $x_k+1=frac12left(x_k^2+cright)$, where $0<c<1$,
has two fixed points $xi_1$ and $xi_2$, where $0 < xi_1 < 1 < xi_2$ . Show that
$$x_k+1-xi_1=frac12left(x_k+xi_1right)left(x_k-xi_1right), ,,k=0,1,2,dots$$
and deduce that $lim_k to inftyx_k=xi_1$ if $0 leq x_0<xi_2$. How does the
iteration behave for other values of $x_0$?




I have progressed in the following way :



The fixed point iteration is given by
beginequationtag1
x_k+1=frac12(x_k^2+c)
endequation



If $xi_1$ is a fixed point, then
beginequationtag2
xi_1=frac12(xi_1^2+c)
endequation



$(1)-(2)$ gives, for $k=0,1,2,dots$,
beginalign*
x_k+1-xi_1&=frac12(x_k^2+c)-frac12(xi_1^2+c)\
&=frac12left(x_k^2-xi_1^2right)\
&=frac12left(x_k+xi_1right)left(x_k-xi_1right)
endalign*



Now,
beginalign*
x_k+1-xi_1&=frac12left(x_k+xi_1right)left(x_k-xi_1right)\
&=frac12left(x_k+xi_1right)frac12left(x_k-1+xi_1right)left(x_k-1-xi_1right)\
&=left(frac12right)^2 left(x_k+xi_1right)left(x_k-1+xi_1right)left(x_k-1-xi_1right)\
&=left(frac12right)^3 left(x_k+xi_1right)left(x_k-1+xi_1right)left(x_k-2+xi_1right)left(x_k-2-xi_1right)\
&dots dots dots dots dots dots\
&=left(frac12right)^k+1 left(x_0-xi_1right) prodlimits_i=0^k left(x_i+xi_1right)
endalign*



How can I ensure that this quantity goes to $0$ as $k to infty$? Can I show that $x_i+xi_1$ will eventually be $<2$? Also, what happens to the situation when $x_0 notin [0,xi_2)$? Any help would be much appreciated. Thank you.







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    up vote
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    favorite
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    I'm stating the problem that I'm stuck with, along with the progress that I've made.



    Problem : The iteration defined by $x_k+1=frac12left(x_k^2+cright)$, where $0<c<1$,
    has two fixed points $xi_1$ and $xi_2$, where $0 < xi_1 < 1 < xi_2$ . Show that
    $$x_k+1-xi_1=frac12left(x_k+xi_1right)left(x_k-xi_1right), ,,k=0,1,2,dots$$
    and deduce that $lim_k to inftyx_k=xi_1$ if $0 leq x_0<xi_2$. How does the
    iteration behave for other values of $x_0$?




    I have progressed in the following way :



    The fixed point iteration is given by
    beginequationtag1
    x_k+1=frac12(x_k^2+c)
    endequation



    If $xi_1$ is a fixed point, then
    beginequationtag2
    xi_1=frac12(xi_1^2+c)
    endequation



    $(1)-(2)$ gives, for $k=0,1,2,dots$,
    beginalign*
    x_k+1-xi_1&=frac12(x_k^2+c)-frac12(xi_1^2+c)\
    &=frac12left(x_k^2-xi_1^2right)\
    &=frac12left(x_k+xi_1right)left(x_k-xi_1right)
    endalign*



    Now,
    beginalign*
    x_k+1-xi_1&=frac12left(x_k+xi_1right)left(x_k-xi_1right)\
    &=frac12left(x_k+xi_1right)frac12left(x_k-1+xi_1right)left(x_k-1-xi_1right)\
    &=left(frac12right)^2 left(x_k+xi_1right)left(x_k-1+xi_1right)left(x_k-1-xi_1right)\
    &=left(frac12right)^3 left(x_k+xi_1right)left(x_k-1+xi_1right)left(x_k-2+xi_1right)left(x_k-2-xi_1right)\
    &dots dots dots dots dots dots\
    &=left(frac12right)^k+1 left(x_0-xi_1right) prodlimits_i=0^k left(x_i+xi_1right)
    endalign*



    How can I ensure that this quantity goes to $0$ as $k to infty$? Can I show that $x_i+xi_1$ will eventually be $<2$? Also, what happens to the situation when $x_0 notin [0,xi_2)$? Any help would be much appreciated. Thank you.







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      2





      I'm stating the problem that I'm stuck with, along with the progress that I've made.



      Problem : The iteration defined by $x_k+1=frac12left(x_k^2+cright)$, where $0<c<1$,
      has two fixed points $xi_1$ and $xi_2$, where $0 < xi_1 < 1 < xi_2$ . Show that
      $$x_k+1-xi_1=frac12left(x_k+xi_1right)left(x_k-xi_1right), ,,k=0,1,2,dots$$
      and deduce that $lim_k to inftyx_k=xi_1$ if $0 leq x_0<xi_2$. How does the
      iteration behave for other values of $x_0$?




      I have progressed in the following way :



      The fixed point iteration is given by
      beginequationtag1
      x_k+1=frac12(x_k^2+c)
      endequation



      If $xi_1$ is a fixed point, then
      beginequationtag2
      xi_1=frac12(xi_1^2+c)
      endequation



      $(1)-(2)$ gives, for $k=0,1,2,dots$,
      beginalign*
      x_k+1-xi_1&=frac12(x_k^2+c)-frac12(xi_1^2+c)\
      &=frac12left(x_k^2-xi_1^2right)\
      &=frac12left(x_k+xi_1right)left(x_k-xi_1right)
      endalign*



      Now,
      beginalign*
      x_k+1-xi_1&=frac12left(x_k+xi_1right)left(x_k-xi_1right)\
      &=frac12left(x_k+xi_1right)frac12left(x_k-1+xi_1right)left(x_k-1-xi_1right)\
      &=left(frac12right)^2 left(x_k+xi_1right)left(x_k-1+xi_1right)left(x_k-1-xi_1right)\
      &=left(frac12right)^3 left(x_k+xi_1right)left(x_k-1+xi_1right)left(x_k-2+xi_1right)left(x_k-2-xi_1right)\
      &dots dots dots dots dots dots\
      &=left(frac12right)^k+1 left(x_0-xi_1right) prodlimits_i=0^k left(x_i+xi_1right)
      endalign*



      How can I ensure that this quantity goes to $0$ as $k to infty$? Can I show that $x_i+xi_1$ will eventually be $<2$? Also, what happens to the situation when $x_0 notin [0,xi_2)$? Any help would be much appreciated. Thank you.







      share|cite|improve this question












      I'm stating the problem that I'm stuck with, along with the progress that I've made.



      Problem : The iteration defined by $x_k+1=frac12left(x_k^2+cright)$, where $0<c<1$,
      has two fixed points $xi_1$ and $xi_2$, where $0 < xi_1 < 1 < xi_2$ . Show that
      $$x_k+1-xi_1=frac12left(x_k+xi_1right)left(x_k-xi_1right), ,,k=0,1,2,dots$$
      and deduce that $lim_k to inftyx_k=xi_1$ if $0 leq x_0<xi_2$. How does the
      iteration behave for other values of $x_0$?




      I have progressed in the following way :



      The fixed point iteration is given by
      beginequationtag1
      x_k+1=frac12(x_k^2+c)
      endequation



      If $xi_1$ is a fixed point, then
      beginequationtag2
      xi_1=frac12(xi_1^2+c)
      endequation



      $(1)-(2)$ gives, for $k=0,1,2,dots$,
      beginalign*
      x_k+1-xi_1&=frac12(x_k^2+c)-frac12(xi_1^2+c)\
      &=frac12left(x_k^2-xi_1^2right)\
      &=frac12left(x_k+xi_1right)left(x_k-xi_1right)
      endalign*



      Now,
      beginalign*
      x_k+1-xi_1&=frac12left(x_k+xi_1right)left(x_k-xi_1right)\
      &=frac12left(x_k+xi_1right)frac12left(x_k-1+xi_1right)left(x_k-1-xi_1right)\
      &=left(frac12right)^2 left(x_k+xi_1right)left(x_k-1+xi_1right)left(x_k-1-xi_1right)\
      &=left(frac12right)^3 left(x_k+xi_1right)left(x_k-1+xi_1right)left(x_k-2+xi_1right)left(x_k-2-xi_1right)\
      &dots dots dots dots dots dots\
      &=left(frac12right)^k+1 left(x_0-xi_1right) prodlimits_i=0^k left(x_i+xi_1right)
      endalign*



      How can I ensure that this quantity goes to $0$ as $k to infty$? Can I show that $x_i+xi_1$ will eventually be $<2$? Also, what happens to the situation when $x_0 notin [0,xi_2)$? Any help would be much appreciated. Thank you.









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      asked Aug 26 at 8:38









      Debz

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          Hints. You have to find those fixed points, given $x_k+1=f(x_k)=frac12left(x^2_k+cright)$, where $f(x)=frac12left(x^2+cright)$ of course, fixed points $f(xi)=xi$ are those satisfying $xi^2-2xi+c=0$ or $xi_1=1-sqrt1-c$ and $xi_2=1+sqrt1-c$.




          One thing to observe is that $f'(x)=x geq0, forall xgeq0$ so the function is ascending. As a result
          $$0leq x_0<xi_2 Rightarrow 0leq x_1=f(x_0) leq f(xi_2)=xi_2$$
          and by induction
          $$0leq x_k leq xi_2, forall k$$
          which makes $(x_k)$ a bounded sequence when $x_0 in left[0,xi_2right)$.




          Another thing to observer is that



          • $f(x)geq x iff x in left[0, 1-sqrt1-cright] cup left[1+sqrt1-c,inftyright)$

          • $f(x)< x iff x in left(1-sqrt1-c,1+sqrt1-cright)$

          As a result:



          • $x_0 in left[0, 1-sqrt1-cright] Rightarrow x_1=f(x_0)geq x_0$ and by induction $x_k+1geq x_k$, making $(x_k)$ increasing and bounded, thus it has a limit.

          • $x_0 in left[1+sqrt1-c,inftyright) Rightarrow x_1=f(x_0)geq x_0$ and by induction $x_k+1geq x_k$, making $(x_k)$ increasing, but it's not bounded anymore.

          • $x_0 in left(1-sqrt1-c,1+sqrt1-cright) Rightarrow x_1=f(x_0)leq x_0$ and by induction $x_k+1leq x_k$, making $(x_k)$ decreasing and bounded, thus it has a limit.





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            down vote













            Hint. Note that $0<xi_1 = 1 - sqrt1-c<1<xi_2 = 1 + sqrt1-c$. Show by induction that



            i) if $x_0in [0,xi_1)$ then $x_k<x_k+1<xi_1$.



            ii) if $x_0in (xi_1,xi_2)$ then $xi_1<x_k+1<x_k$.



            iii) if $x_0in (xi_2,+infty)$ then $xi_2<x_k<x_k+1$.



            Then recall that a monotone bounded sequence has a finite limit and any finite limit $L$ of the recurrence $x_k+1=frac12left(x_k^2+cright)$ satisfies the equation $L=frac12left(L^2+cright)$ that is $Linxi_1,xi_2$.






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              2 Answers
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              accepted










              Hints. You have to find those fixed points, given $x_k+1=f(x_k)=frac12left(x^2_k+cright)$, where $f(x)=frac12left(x^2+cright)$ of course, fixed points $f(xi)=xi$ are those satisfying $xi^2-2xi+c=0$ or $xi_1=1-sqrt1-c$ and $xi_2=1+sqrt1-c$.




              One thing to observe is that $f'(x)=x geq0, forall xgeq0$ so the function is ascending. As a result
              $$0leq x_0<xi_2 Rightarrow 0leq x_1=f(x_0) leq f(xi_2)=xi_2$$
              and by induction
              $$0leq x_k leq xi_2, forall k$$
              which makes $(x_k)$ a bounded sequence when $x_0 in left[0,xi_2right)$.




              Another thing to observer is that



              • $f(x)geq x iff x in left[0, 1-sqrt1-cright] cup left[1+sqrt1-c,inftyright)$

              • $f(x)< x iff x in left(1-sqrt1-c,1+sqrt1-cright)$

              As a result:



              • $x_0 in left[0, 1-sqrt1-cright] Rightarrow x_1=f(x_0)geq x_0$ and by induction $x_k+1geq x_k$, making $(x_k)$ increasing and bounded, thus it has a limit.

              • $x_0 in left[1+sqrt1-c,inftyright) Rightarrow x_1=f(x_0)geq x_0$ and by induction $x_k+1geq x_k$, making $(x_k)$ increasing, but it's not bounded anymore.

              • $x_0 in left(1-sqrt1-c,1+sqrt1-cright) Rightarrow x_1=f(x_0)leq x_0$ and by induction $x_k+1leq x_k$, making $(x_k)$ decreasing and bounded, thus it has a limit.





              share|cite|improve this answer


























                up vote
                2
                down vote



                accepted










                Hints. You have to find those fixed points, given $x_k+1=f(x_k)=frac12left(x^2_k+cright)$, where $f(x)=frac12left(x^2+cright)$ of course, fixed points $f(xi)=xi$ are those satisfying $xi^2-2xi+c=0$ or $xi_1=1-sqrt1-c$ and $xi_2=1+sqrt1-c$.




                One thing to observe is that $f'(x)=x geq0, forall xgeq0$ so the function is ascending. As a result
                $$0leq x_0<xi_2 Rightarrow 0leq x_1=f(x_0) leq f(xi_2)=xi_2$$
                and by induction
                $$0leq x_k leq xi_2, forall k$$
                which makes $(x_k)$ a bounded sequence when $x_0 in left[0,xi_2right)$.




                Another thing to observer is that



                • $f(x)geq x iff x in left[0, 1-sqrt1-cright] cup left[1+sqrt1-c,inftyright)$

                • $f(x)< x iff x in left(1-sqrt1-c,1+sqrt1-cright)$

                As a result:



                • $x_0 in left[0, 1-sqrt1-cright] Rightarrow x_1=f(x_0)geq x_0$ and by induction $x_k+1geq x_k$, making $(x_k)$ increasing and bounded, thus it has a limit.

                • $x_0 in left[1+sqrt1-c,inftyright) Rightarrow x_1=f(x_0)geq x_0$ and by induction $x_k+1geq x_k$, making $(x_k)$ increasing, but it's not bounded anymore.

                • $x_0 in left(1-sqrt1-c,1+sqrt1-cright) Rightarrow x_1=f(x_0)leq x_0$ and by induction $x_k+1leq x_k$, making $(x_k)$ decreasing and bounded, thus it has a limit.





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                  up vote
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                  accepted







                  up vote
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                  down vote



                  accepted






                  Hints. You have to find those fixed points, given $x_k+1=f(x_k)=frac12left(x^2_k+cright)$, where $f(x)=frac12left(x^2+cright)$ of course, fixed points $f(xi)=xi$ are those satisfying $xi^2-2xi+c=0$ or $xi_1=1-sqrt1-c$ and $xi_2=1+sqrt1-c$.




                  One thing to observe is that $f'(x)=x geq0, forall xgeq0$ so the function is ascending. As a result
                  $$0leq x_0<xi_2 Rightarrow 0leq x_1=f(x_0) leq f(xi_2)=xi_2$$
                  and by induction
                  $$0leq x_k leq xi_2, forall k$$
                  which makes $(x_k)$ a bounded sequence when $x_0 in left[0,xi_2right)$.




                  Another thing to observer is that



                  • $f(x)geq x iff x in left[0, 1-sqrt1-cright] cup left[1+sqrt1-c,inftyright)$

                  • $f(x)< x iff x in left(1-sqrt1-c,1+sqrt1-cright)$

                  As a result:



                  • $x_0 in left[0, 1-sqrt1-cright] Rightarrow x_1=f(x_0)geq x_0$ and by induction $x_k+1geq x_k$, making $(x_k)$ increasing and bounded, thus it has a limit.

                  • $x_0 in left[1+sqrt1-c,inftyright) Rightarrow x_1=f(x_0)geq x_0$ and by induction $x_k+1geq x_k$, making $(x_k)$ increasing, but it's not bounded anymore.

                  • $x_0 in left(1-sqrt1-c,1+sqrt1-cright) Rightarrow x_1=f(x_0)leq x_0$ and by induction $x_k+1leq x_k$, making $(x_k)$ decreasing and bounded, thus it has a limit.





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                  Hints. You have to find those fixed points, given $x_k+1=f(x_k)=frac12left(x^2_k+cright)$, where $f(x)=frac12left(x^2+cright)$ of course, fixed points $f(xi)=xi$ are those satisfying $xi^2-2xi+c=0$ or $xi_1=1-sqrt1-c$ and $xi_2=1+sqrt1-c$.




                  One thing to observe is that $f'(x)=x geq0, forall xgeq0$ so the function is ascending. As a result
                  $$0leq x_0<xi_2 Rightarrow 0leq x_1=f(x_0) leq f(xi_2)=xi_2$$
                  and by induction
                  $$0leq x_k leq xi_2, forall k$$
                  which makes $(x_k)$ a bounded sequence when $x_0 in left[0,xi_2right)$.




                  Another thing to observer is that



                  • $f(x)geq x iff x in left[0, 1-sqrt1-cright] cup left[1+sqrt1-c,inftyright)$

                  • $f(x)< x iff x in left(1-sqrt1-c,1+sqrt1-cright)$

                  As a result:



                  • $x_0 in left[0, 1-sqrt1-cright] Rightarrow x_1=f(x_0)geq x_0$ and by induction $x_k+1geq x_k$, making $(x_k)$ increasing and bounded, thus it has a limit.

                  • $x_0 in left[1+sqrt1-c,inftyright) Rightarrow x_1=f(x_0)geq x_0$ and by induction $x_k+1geq x_k$, making $(x_k)$ increasing, but it's not bounded anymore.

                  • $x_0 in left(1-sqrt1-c,1+sqrt1-cright) Rightarrow x_1=f(x_0)leq x_0$ and by induction $x_k+1leq x_k$, making $(x_k)$ decreasing and bounded, thus it has a limit.






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                  edited Aug 26 at 9:42

























                  answered Aug 26 at 9:34









                  rtybase

                  9,04221433




                  9,04221433




















                      up vote
                      1
                      down vote













                      Hint. Note that $0<xi_1 = 1 - sqrt1-c<1<xi_2 = 1 + sqrt1-c$. Show by induction that



                      i) if $x_0in [0,xi_1)$ then $x_k<x_k+1<xi_1$.



                      ii) if $x_0in (xi_1,xi_2)$ then $xi_1<x_k+1<x_k$.



                      iii) if $x_0in (xi_2,+infty)$ then $xi_2<x_k<x_k+1$.



                      Then recall that a monotone bounded sequence has a finite limit and any finite limit $L$ of the recurrence $x_k+1=frac12left(x_k^2+cright)$ satisfies the equation $L=frac12left(L^2+cright)$ that is $Linxi_1,xi_2$.






                      share|cite|improve this answer
























                        up vote
                        1
                        down vote













                        Hint. Note that $0<xi_1 = 1 - sqrt1-c<1<xi_2 = 1 + sqrt1-c$. Show by induction that



                        i) if $x_0in [0,xi_1)$ then $x_k<x_k+1<xi_1$.



                        ii) if $x_0in (xi_1,xi_2)$ then $xi_1<x_k+1<x_k$.



                        iii) if $x_0in (xi_2,+infty)$ then $xi_2<x_k<x_k+1$.



                        Then recall that a monotone bounded sequence has a finite limit and any finite limit $L$ of the recurrence $x_k+1=frac12left(x_k^2+cright)$ satisfies the equation $L=frac12left(L^2+cright)$ that is $Linxi_1,xi_2$.






                        share|cite|improve this answer






















                          up vote
                          1
                          down vote










                          up vote
                          1
                          down vote









                          Hint. Note that $0<xi_1 = 1 - sqrt1-c<1<xi_2 = 1 + sqrt1-c$. Show by induction that



                          i) if $x_0in [0,xi_1)$ then $x_k<x_k+1<xi_1$.



                          ii) if $x_0in (xi_1,xi_2)$ then $xi_1<x_k+1<x_k$.



                          iii) if $x_0in (xi_2,+infty)$ then $xi_2<x_k<x_k+1$.



                          Then recall that a monotone bounded sequence has a finite limit and any finite limit $L$ of the recurrence $x_k+1=frac12left(x_k^2+cright)$ satisfies the equation $L=frac12left(L^2+cright)$ that is $Linxi_1,xi_2$.






                          share|cite|improve this answer












                          Hint. Note that $0<xi_1 = 1 - sqrt1-c<1<xi_2 = 1 + sqrt1-c$. Show by induction that



                          i) if $x_0in [0,xi_1)$ then $x_k<x_k+1<xi_1$.



                          ii) if $x_0in (xi_1,xi_2)$ then $xi_1<x_k+1<x_k$.



                          iii) if $x_0in (xi_2,+infty)$ then $xi_2<x_k<x_k+1$.



                          Then recall that a monotone bounded sequence has a finite limit and any finite limit $L$ of the recurrence $x_k+1=frac12left(x_k^2+cright)$ satisfies the equation $L=frac12left(L^2+cright)$ that is $Linxi_1,xi_2$.







                          share|cite|improve this answer












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                          answered Aug 26 at 9:32









                          Robert Z

                          85.2k1055123




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