0.

1 Practical Guide - Sequences of real numbers

Convergence test 1 The sequence (x
n
)
n1
is convergent to the number L R if
a sequence a
n
0 such that [x
n
L[ _ a
n
for all n _ 1.
Major problems:
i) how do we know L =? , ii) how do we nd a sequence a
n
0 as required ?
Hint. i) try a "wise" guess or an "educated" guess.
ii) use well known inequalities
iii) replace n = t R , then consider the function f(t) = x
t
L and use techniques for function limits (namely
lHospital rule)
to prove that lim
t!+1
(x
t
L) = 0 or directly compute lim
t!+1
x
t
= L
Fundamental sequence test The sequence (x
n
)
n1
is fundamental if
a sequence a
n
0 such that [x
n+p
x
n
[ _ a
n
for all p _ 1 and all n _ 1
Major problem:
how do we nd the sequence a
n
0 as required ?
Hint.
i) try a "wise" guess or an "educated" gues and use well known inequalities
ii) replace p = t R , then consider the function f(t) = x
n+t
x
n
and use the rst derivative [f(t)]
0
to nd a
maximum for the function f(t).
That maximum could be a
n
as required.
Theorem. Any convergent sequence is also a fundamental sequence.
Remarks.
1. The sequence dened as x
n
=

1 +
1
n

n
for all n _ 1 is a fundamental sequence (of rational numbers).
2. No rational number can be the limit of the sequence (x
n
)
n1
as dened.
( the proof is not elementary)
3. Not every fundamental sequence is convergent (has a limit) in Q .
Theorem.
The set of real numbers R is the least (totally ordered eld) with the property
- contains the rational numbers Q , and
"every fundamental sequence is convergent" (has a limit in R)
Remark. This description of the real numbers R is equivalent to
The set of real numbers R is the smallest (totally ordered eld) with the property
- contains the rational numbers Q , and
"Any sequence that is bounded and monotonous (increasing or decreasing) is convergent in R" (has a limit in
R)
Consequence.
Convergence test 2 If a sequence of real numbers is bounded and monotonous (increasing or decreasing) then
it is convergent in R
Approximation of real numbers. Let (x
n
)
n1
be a fundamental sequence as above
[x
n+p
x
n
[ _ a
n
for all p _ 1 and a
n
0
Therefore (x
n
)
n1
is convergent to some number L R . L = lim
n!1
x
n
Take the limit as p
lim
p!1
[x
n+p
x
n
[ _ a
n
=

lim
p!1
x
n+p
x
n

_ a
n
=[L x
n
[ _ a
n
for all n _ 1
Now approximate the number L with kexact decimal digits, that is nd some other real number A
which is "close enough" to L , namely
[AL[ <
1
10
k
1
Since a
n
0 , there is some n
0
such that
a
n
<
1
10
k
for all n _ n
0
(*)
Consequently any x
n
for n _ n
0
is good enough as "A" , to approximate L, that is
[L x
n
[ _ a
n
<
1
10
k
Question:
how do we nd the rank n
0
to satisfy (*) ?
Answer: for "school" problems (*) it is usually a simple inequality.
If the sequence (a
n
)
n1
is decreasing, then write a (simple) computer program to nd the rst value for n _ 1
for which a
n
<
1
10
k
. Just check the inequality (*) step by step, for n = 1 , n = 2 , .... until you get a
n
<
1
10
k
. The
last value tested for n is the rank n
0
you are looking for.
Lemma (Stolz) If b
n
+ and is strictly increasing, then
lim
n!1
a
n+1
a
n
b
n+1
b
n
= L = lim
n!1
a
n
b
n
= L
Consequence 1
a
n
L = lim
n!1
a
1
+ a
2
+ ::: + a
n
n
= L
Consequence 2
a
n
> 0 and a
n
L = lim
n!1
n
_
a
1
a
2
::: a
n
= L
Consequence 3
a
n
> 0 and lim
n!1
a
n+1
a
n
L = lim
n!1
n
_
a
n
= L
2
Contraction principle If f : X X , X is a complete metric space and f is a contraction on X, then f has
a unique xed point, that is
unique x X such that f(x) = x
For real numbers ( X = R ) we get the following version
Contraction principle for R If f : [a; b] [a; b] and f is a contraction on [a; b], then f has a unique xed
point, that is
unique y [a; b] such that f(y) = y
and for any choice of x
0
[a; b] the sequence (x
n
)
n0
dened as
x
n+1
= f(x
n
) , n _ 0
for all n _ 0 is convergent to y and
[y x
n
[ _ C
n
[x
0
x
1
[
1 C
Application to approximation of some solutions of some equations.
Let E(x) = 0 denote an equation.
Step1 Prove the equation has at least one solution in R .
Step2 Find an interval [a; b] in which there is only one solution for the equation, say y [a; b]
Step3 Rewrite equivalently the equation as f(x) = x and nd a suitable interval [; ] _ [a; b] such that
i) f : [; ] [; ]
ii) f is a contraction on [; ] with some C (0; 1) as contraction constant,
then by contraction principle, for any choice of x
0
[; ] the sequence dened by
x
n+1
= f(x
n
) for all n _ 0
is convergent to some y and it is possible to approximate y as follows
[y x
n
[ _ C
n
[x
0
x
1
[
1 C
Major problem: the choice of the function f to satify the requirements.
Remark 1 A contraction f : I J , (where I R is an interval) is also continous on I.
Remark 2 If f : I J is a derivable function on I and has a bounded derivative, that is

f
0
(x)

_ C < 1 for all x I

then f is a contraction on I and C is a contraction constant.
Hint.
Step 1. Try to rewrite equivalently the equation as f(x) = x and use the rst derivative to check if f could be
a contraction and on which interval, say [; ]
Step 2. Adjust the interval [; ] (if possible) such that f : [; ] [; ]
3