Bilinear Recursion - 1

Calculus Level 3

A sequence is defined recursively by

x n + 1 = 6 x n + 35 4 x n + 10 x_{n+1} = \dfrac{ 6 x_{n} + 35 }{ 4 x_{n} + 10 }

where x 0 = 10 x_0 = 10 .

What is lim n x n \displaystyle \lim_{n \to \infty} x_n ?

Bonus: If x 0 x_0 were equal to 20 20 , would that change the limit?

3 2 \dfrac{3}{2} 7 2 - \dfrac{7}{2} 7 2 \dfrac{7}{2} 5 2 \dfrac{5}{2} The limit does not exist

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3 solutions

Hosam Hajjir
Nov 11, 2020

We have,

x n + 1 = f ( x n ) = 6 x n + 35 4 x n + 10 x_{n+1} = f(x_n) = \dfrac{ 6 x_n + 35 }{ 4 x_n + 10 }

Setting x n + 1 = x n = x x_{n+1} = x_{n} = x , results in the quadratic equation x ( 4 x + 10 ) = 6 x + 35 x (4x + 10) = 6x + 35 , which after re-arranging, becomes,

4 x 2 + 4 x 35 = 0 4 x^2 + 4 x - 35 = 0

which factors into ( 2 x 5 ) ( 2 x + 7 ) = 0 (2 x - 5 )(2 x + 7 ) = 0 , so the possible limits are 5 2 \dfrac{5}{2} and 7 2 - \dfrac{7}{2} . To determine which is the limit, we find the derivative of the recursion function f ( x ) f (x) ,

f ( x ) = 80 ( 4 x + 10 ) 2 f'(x) = \dfrac{ -80}{(4 x + 10)^2 }

It is easy to check that f ( 5 2 ) < 1 | f(\dfrac{5}{2}) | \lt 1 , and that f ( 7 2 ) > 1 | f(\dfrac{-7}{2} ) | \gt 1 , therefore, the limit is 5 2 \dfrac{5}{2} .

We have to prove that x n x_n converges before we can set x n + 1 = x n x_{n+1} = x_n .

Chew-Seong Cheong - 7 months ago

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How do you prove that ? I'd like to see your solution.

Hosam Hajjir - 7 months ago

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I don't know. But we need to do that. I was trying to find a solution.

Chew-Seong Cheong - 7 months ago

Your treatment of this as an iterated function system with a single stable fixed point is enough to show x n x_n converges, as long as x 0 x_0 is not the other fixed point; note that the equation 6 x + 35 4 x + 10 = 7 2 \frac{6x+35}{4x+10}=-\frac72 only has one root.

I've put up an explicit form for x n x_n in my solution.

Chris Lewis - 7 months ago

x n > 0 x_n>0 means 4 x n + 10 > 0 4x_n+10>0 and 6 x n + 35 > 0 6x_n+35>0 Which means if x n > 0 x_n>0 then 4 x n + 10 6 x n + 35 > 0 \frac{4x_n+10}{6x_n+35} > 0 which means x n + 1 > 0 x_{n+1}>0 . By induction x n x_n is always positive. So -7/2 can't be the limit.

Halim Amran - 6 months, 1 week ago

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Yes, but what if x 0 x_0 is negative ?

Hosam Hajjir - 6 months, 1 week ago

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I'm not sure. We only need to prove that for some integer i i , x i > 0 x_i>0 using the previous logic for all n > i n>i , x n > 0 x_n>0 . Or we can use your method. (Which I still can't quite fathom btw. For example, why did we find the derivative?)

Halim Amran - 6 months, 1 week ago

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@Halim Amran There's a theorem about this. I am just using it. The theorem says that is if x n + 1 = f ( x n ) x_{n+1} = f(x_n) and a number a a exists such that a = f ( a ) a = f(a) , then x = a x=a is a stable fixed point if f ( a ) < 1 | f'(a) | < 1 , and is unstable if f ( a ) > 1 | f'(a) | > 1 .

Hosam Hajjir - 6 months, 1 week ago
Chris Lewis
Nov 12, 2020

The neatest way to answer this question is @Hosam Hajjir 's solution. However, we can actually solve the recurrence with some substitutions.

Anticipating the result, let y n = x n 5 2 y_n=x_n-\frac52 . The recurrence then becomes y n + 1 = 5 5 + y n 1 , y 0 = 15 2 y_{n+1}=\frac{5}{5+y_n}-1,\;\;\;y_0=\frac{15}{2} Now let z n = 1 y n z_n=\frac{1}{y_n} , and substitute again to get z n + 1 = 1 5 z n , z 0 = 2 15 z_{n+1}=-1-5z_n,\;\;\;z_0=\frac{2}{15}

This is just a linear recurrence, with solution z n = ( 5 ) n ( z 0 + 1 6 ) 1 6 z_n=(-5)^n \left(z_0+\frac16 \right) - \frac16

Clearly this tends to infinity as n n tends to infinity; so y n 0 y_n \to 0 and x n 5 2 x_n \to \boxed{\frac52} .

An explicit form for x n x_n is x n = 5 2 6 9 ( 5 ) n 1 + 1 x_n= \frac52 - \frac{6}{9\cdot (-5)^{n-1} + 1}

which again shows that x n x_n converges to 5 2 \frac52 .

Thank you @Chris Lewis for your solution. However, I think you need to review some or all of the equations in your solution.

Hosam Hajjir - 7 months ago

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Could you be more specific? I've checked and these seem to work. (I've now seen your second question which also gets an exact form - the results are the same, just written differently)

Chris Lewis - 7 months ago

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Sorry, my bad, your equations are correct.

Hosam Hajjir - 7 months ago

So I've been doing part two for DAYS substituting nonsense. From where did u get the idea of substituting y n = x n 5 / 2 y_n=x_n-5/2 ?

Halim Amran - 6 months, 1 week ago
Chew-Seong Cheong
Nov 12, 2020

The approach used by @Hosam Hajjir , is assuming that x n x_n converges when n n \to \infty . Strictly, we have to prove that x n x_n converges before we can use the approach. The proof comes from the part 2 of this problem. It is given in the part 2 that x n x_n can be expressed as:

x n = a + b λ n c λ n d x_n = \frac {a+b\lambda^n}{c\lambda^n-d}

where a a , b b , c c , and d d are positive integers and λ \lambda a negative integer. Then we have

lim n x n = lim n a + b λ n c λ n d = a λ n + b c d λ n for λ > 1 = b c \begin{aligned} \lim_{n \to \infty} x_n & = \lim_{n \to \infty} \frac {a+b \lambda^n}{c\lambda^n - d} \\ & = \frac {\frac a{\lambda^n}+b}{c-\frac d{\lambda^n}} & \small \blue{\text{for }|\lambda|>1} \\ & = \frac bc \end{aligned}

So x n x_n converges if λ > 1 |\lambda| > 1 . It is founded that λ = 5 \lambda = -5 , therefore x n x_n as n n \to \infty . Let the limit be L L , then

x n = 4 x n + 35 4 x n + 10 lim n x n = lim n 4 x n + 35 4 x n + 10 L = 6 L + 35 4 L + 10 4 L 2 + 10 L = 6 L + 35 4 L 2 + 4 L 35 = 0 ( 2 L 5 ) ( 2 L + 7 ) = 0 Since x n > 0 n 0 , L > 0 L = 5 2 \begin{aligned} x_n & = \frac {4x_n+35}{4x_n+10} \\ \lim_{n \to \infty} x_n & = \lim_{n \to \infty} \frac {4x_n+35}{4x_n+10} \\ L & = \frac {6L+35}{4L+10} \\ 4L^2 + 10L & = 6L + 35 \\ 4L^2 + 4L - 35 & = 0 \\ (2L-5)(2L+7) & = 0 & \small \blue{\text{Since }x_n > 0 \ \forall n \ge 0, \ L >0} \\ \implies L & = \boxed{\frac 52} \end{aligned}

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