Let u n </msub> and v n </msub> be two sequences defined by

hornejada1c

hornejada1c

Answered question

2022-07-13

Let u n and v n be two sequences defined by

0 < v 1 < u 1 , u n + 1 = u n 2 + v n 2 u n + v n , v n + 1 = u n + v n 2

(a) Show that u n and v n are monotonic sequences.
(b) Show that u n and v n converge to the same limit.

Answer & Explanation

trantegisis

trantegisis

Beginner2022-07-14Added 20 answers

Let’s see the relation between u n + 1 and v n + 1
Consider,
u n + 1 v n + 1
= u n 2 + v n 2 u n + v n u n + v n 2
= 2 u n 2 + 2 v n 2 ( u n 2 + v n 2 + 2 u n v n ) 2 ( u n + v n )
= u n 2 + v n 2 2 u n v n 2 ( u n + v n )
= ( u n v n ) 2 2 ( u n v n )

For n = 1
u 2 v 2 = ( u 1 v 1 ) 2 2 ( u 1 + v 1 ) > 0 (because u 1 > 0 , v 1 > 0)
u 2 > v 2

Suppose that u k + 1 > v k + 1 is true for k = n
As the numerator and denominator are both positive, we have u k + 2 v k + 2 > 0 for n = k + 1
This principle must be true for all n N

a) Look at the sequence ( v n )

Consider,
v n + 1 v n
= u n + v n 2 v n
= u n v n 2
> 0 (as u n > v n , for all n N)

Thus, the sequence is monotonically increasing
And this sequence is bounded below by 0. (by the given data)

2) Look at the second sequence
u n + 1 u n
= u n 2 + v n 2 u n + v n u n
= u n 2 + v n 2 u n 2 u n v n u n + v n
= v n ( v n u n ) ( v n + u n )

v n > 0 , n N and v n u n < 0 , n N
Thus, v n + u n > 0 , n N because 0 < v n < u n , n N
Therefore, we have u n + 1 u n < 0 , n N

Hence, this sequence is monotonically decreasing

As v n < u n , n N, we can write that v n < u 1 , ensuring that v n is bounded above, v n is increasing. By Monotone Convergence Theorem, the sequence ( v n ) is convergent.
Similarly,
u n is bounded below by 0 and u n is decreasing , we must have u n to be convergent.

Let lim n v n = m so that lim n v n + 1 = m
And lim n u n = n so that lim n u n + 1 = n
Use v n + 1 = u n + v n 2 in the equation u n + 1 = u n 2 + v n 2 u n + v n
Thus, we get
u n + 1 = u n 2 + v n 2 2 ( u n + v n ) 2
u n + 1 = u n 2 + v n 2 2 v n + 1
2 u n + 1 v n + 1 = u n 2 + v n 2
lim n ( 2 u n + 1 v n + 1 ) = lim n ( u n 2 + v n 2 )
2 n m = n 2 + m 2
n 2 + m 2 2 n m = 0
( n m ) 2 = 0
n = m

Thus, these sequences converge to the same limit

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