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Question: Let $a_n$ be a sequence of real numbers with the initial condition $a_0 = 0$ and the recurrence rela...

Let ana_n be a sequence of real numbers with the initial condition a0=0a_0 = 0 and the recurrence relation an+1=an+1+an2a_{n+1} = a_n + \sqrt{1 + a_n^2}.

Find the value of the limit: limn(an2n)\lim_{n \to \infty} (\frac{a_n}{2^n})

Answer

2π\frac{2}{\pi}

Explanation

Solution

The problem asks us to find the limit of the sequence an2n\frac{a_n}{2^n} as nn \to \infty, given the initial condition a0=0a_0 = 0 and the recurrence relation an+1=an+1+an2a_{n+1} = a_n + \sqrt{1 + a_n^2}.

1. Transform the recurrence relation using a trigonometric substitution:

Let an=tanθna_n = \tan \theta_n. Since a0=0a_0 = 0, a1=1a_1 = 1, and all subsequent terms will be positive, we can assume θn[0,π/2)\theta_n \in [0, \pi/2). Substitute an=tanθna_n = \tan \theta_n into the recurrence relation: an+1=tanθn+1+tan2θna_{n+1} = \tan \theta_n + \sqrt{1 + \tan^2 \theta_n} Since 1+tan2θn=sec2θn1 + \tan^2 \theta_n = \sec^2 \theta_n and θn[0,π/2)\theta_n \in [0, \pi/2), secθn>0\sec \theta_n > 0. So, 1+tan2θn=secθn\sqrt{1 + \tan^2 \theta_n} = \sec \theta_n. an+1=tanθn+secθna_{n+1} = \tan \theta_n + \sec \theta_n an+1=sinθncosθn+1cosθn=1+sinθncosθna_{n+1} = \frac{\sin \theta_n}{\cos \theta_n} + \frac{1}{\cos \theta_n} = \frac{1 + \sin \theta_n}{\cos \theta_n}

Now, we use trigonometric identities involving half-angles: 1+sinθn=1+cos(π2θn)=2cos2(π4θn2)1 + \sin \theta_n = 1 + \cos(\frac{\pi}{2} - \theta_n) = 2 \cos^2(\frac{\pi}{4} - \frac{\theta_n}{2}) cosθn=sin(π2θn)=2sin(π4θn2)cos(π4θn2)\cos \theta_n = \sin(\frac{\pi}{2} - \theta_n) = 2 \sin(\frac{\pi}{4} - \frac{\theta_n}{2}) \cos(\frac{\pi}{4} - \frac{\theta_n}{2}) Substitute these into the expression for an+1a_{n+1}: an+1=2cos2(π4θn2)2sin(π4θn2)cos(π4θn2)=cot(π4θn2)a_{n+1} = \frac{2 \cos^2(\frac{\pi}{4} - \frac{\theta_n}{2})}{2 \sin(\frac{\pi}{4} - \frac{\theta_n}{2}) \cos(\frac{\pi}{4} - \frac{\theta_n}{2})} = \cot(\frac{\pi}{4} - \frac{\theta_n}{2}) Using the identity cotx=tan(π2x)\cot x = \tan(\frac{\pi}{2} - x): an+1=tan(π2(π4θn2))=tan(π4+θn2)a_{n+1} = \tan\left(\frac{\pi}{2} - \left(\frac{\pi}{4} - \frac{\theta_n}{2}\right)\right) = \tan\left(\frac{\pi}{4} + \frac{\theta_n}{2}\right)

Since an+1=tanθn+1a_{n+1} = \tan \theta_{n+1}, we have the recurrence relation for θn\theta_n: θn+1=π4+θn2\theta_{n+1} = \frac{\pi}{4} + \frac{\theta_n}{2}

2. Solve the linear recurrence relation for θn\theta_n:

This is a linear recurrence relation of the form xn+1=A+Bxnx_{n+1} = A + B x_n. The fixed point θ\theta^* is found by setting θ=π4+θ2\theta^* = \frac{\pi}{4} + \frac{\theta^*}{2}, which gives θ2=π4\frac{\theta^*}{2} = \frac{\pi}{4}, so θ=π2\theta^* = \frac{\pi}{2}. The general solution is θn=θ+(θ0θ)Bn\theta_n = \theta^* + (\theta_0 - \theta^*) B^n. We have a0=0a_0 = 0, so tanθ0=0\tan \theta_0 = 0. We choose θ0=0\theta_0 = 0. Substitute the values: θn=π2+(0π2)(12)n=π2π2n+1\theta_n = \frac{\pi}{2} + (0 - \frac{\pi}{2}) \left(\frac{1}{2}\right)^n = \frac{\pi}{2} - \frac{\pi}{2^{n+1}}

3. Express ana_n in terms of nn:

Now substitute θn\theta_n back into an=tanθna_n = \tan \theta_n: an=tan(π2π2n+1)a_n = \tan\left(\frac{\pi}{2} - \frac{\pi}{2^{n+1}}\right) Using the identity tan(π2x)=cotx\tan(\frac{\pi}{2} - x) = \cot x: an=cot(π2n+1)a_n = \cot\left(\frac{\pi}{2^{n+1}}\right)

4. Evaluate the limit:

We need to find limn(an2n)\lim_{n \to \infty} \left(\frac{a_n}{2^n}\right). Substitute the expression for ana_n: limn(cot(π2n+1)2n)\lim_{n \to \infty} \left(\frac{\cot\left(\frac{\pi}{2^{n+1}}\right)}{2^n}\right) Let xn=π2n+1x_n = \frac{\pi}{2^{n+1}}. As nn \to \infty, xn0x_n \to 0. The term 2n2^n can be expressed in terms of xnx_n: 2n+1=πxn    2n=12πxn=π2xn2^{n+1} = \frac{\pi}{x_n} \implies 2^n = \frac{1}{2} \cdot \frac{\pi}{x_n} = \frac{\pi}{2x_n}. Substitute this into the limit expression: limn(cotxnπ2xn)=limn(2xncotxnπ)\lim_{n \to \infty} \left(\frac{\cot x_n}{\frac{\pi}{2x_n}}\right) = \lim_{n \to \infty} \left(\frac{2x_n \cot x_n}{\pi}\right) This can be rewritten as: 2πlimn(xncotxn)=2πlimxn0(xntanxn)\frac{2}{\pi} \lim_{n \to \infty} \left(x_n \cot x_n\right) = \frac{2}{\pi} \lim_{x_n \to 0} \left(\frac{x_n}{\tan x_n}\right) We know the standard limit limx0tanxx=1\lim_{x \to 0} \frac{\tan x}{x} = 1. Therefore, limx0xtanx=1\lim_{x \to 0} \frac{x}{\tan x} = 1. So, the limit is: 2π1=2π\frac{2}{\pi} \cdot 1 = \frac{2}{\pi}