This is the corrected exercise set for sequences in MATH 141, Calculus 2, at McGill University, section 11.1 of Stewart. It opens the last third of the course: before series can be summed, their terms and their partial sums are sequences, and every convergence argument of the following chapters leans on the limits proved here. It covers the limit of a sequence, L'Hôpital's rule through a function of a real variable, the squeeze theorem, geometric sequences and the growth ladder up to n!, the limit (1+nx)n→ex, the Monotone Sequence Theorem and recursive sequences. Every number is exact and chosen to be done by hand, and each solution names the theorem it uses, because a limit given without its justification earns almost nothing.
By the end of the set you can find a general term and its limit (Exercise 1), pass through f(x) to use L'Hôpital legitimately (Exercise 2), squeeze a sequence between two bounds with the same limit (Exercise 3), prove that n!10n→0 although its first terms climb (Exercise 4), resolve a form 1∞ with the logarithm (Exercise 5), and prove convergence with the Monotone Sequence Theorem before computing any limit (Exercises 6 and 7). Two applications close the set: compound interest climbing to continuous compounding, 1000e0.06 dollars after a year at 6% (Exercise 9), and Heron's method for 5 with a guaranteed error (Exercise 10).
The thread running through the whole set: the limit of a sequence is decided by its TAIL, never by its first terms, and every shortcut needs its permit before it is used. L'Hôpital's rule needs a function of a real variable, so the write-up goes through f(x). The squeeze theorem needs two bounds with the SAME limit. A form 1∞ is not 1: take the logarithm. And the equation L=f(L) of a recursion lists candidates only once the limit is known to exist, bounded and monotone, by the Monotone Sequence Theorem.
The traps named in the solutions: differentiating an with respect to n, concluding from the divergence of f(x) that f(n) diverges, answering ∞−∞=0, invoking ∣an∣→L with L=0, trusting the first terms of n!10n, answering 1 to a form 1∞, giving the limit of lnan instead of an, taking the lower bound of a decreasing sequence for its limit, and solving L=f(L) before proving that the limit exists. Exercise 8 turns five of them into statements to correct.
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•If limx→∞f(x)=L and f(n)=an, then an→L. The converse is false. If an→L and g is continuous at L, then g(an)→g(L).
•Squeeze: bn≤an≤cn with bn→L and cn→L gives an→L. And ∣an∣→0⟺an→0.
•rn→0 if ∣r∣<1, rn→1 if r=1, and {rn} diverges otherwise.
•n1/n→1, a1/n→1 for a>0, (1+nx)n→ex. Growth: lnn≪np≪bn≪n!≪nn (p>0, b>1).
•Monotone Sequence Theorem: bounded and monotone implies convergent. Monotone by an+1−an, by anan+1, or by f′(x).
•Recursion an+1=f(an): bounds and monotonicity by induction, then L=f(L) with f continuous, then reject the candidates the bounds exclude.
Part A: the basics (/50)
Exercise 1: Reading a sequence: its formula, its tail, its limit
A sequence {an} is a function whose inputs are the positive integers only. It converges to L when the terms an get as close to L as we like for ALL n large enough: the limit is a statement about the TAIL of the sequence, and no finite number of terms can decide it.
Three tools are enough for this exercise: divide by the dominant power of n; the theorem if ∣an∣→0 then an→0; and the fact that a sequence converging to L has ALL its subsequences converging to L. The figure shows the first terms of cn=(−1)nn+1n, even ranks in blue, odd ranks in orange.
a) Find a formula for the general term an, starting at n=1, of the sequence {53,−254,1255,−6256,31257,…}, then find its limit.
b) Find limn→∞5n2+2n3n2−n+4 and limn→∞9n2+n2n+1.
c) Prove that cn=(−1)nn+1n diverges, using its even and odd terms.
d) Does dn=n(−1)n converge? Explain why the argument that works here fails in c).
e) A student writes: n2+3n−n→∞−∞=0. Find the correct limit.
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Answers
a)an=(−1)n+15nn+2, and an→0
b)53 and 32
c)c2k→1 and c2k+1→−1: two different limits, so {cn} diverges.
d)∣dn∣=n1→0, so dn→0; in c) ∣cn∣→1=0 and the theorem says nothing.
e)n2+3n−n→23
a)
Read the pattern in three layers. The signs alternate and the first term is positive: (−1)n+1. The numerators 3,4,5,6,7 are n+2. The denominators 5,25,125,625,3125 are 5n. So an=(−1)n+15nn+2; check with n=4: (−1)5⋅6256=−6256, as listed. For the limit, the sign prevents any direct computation, so pass to the absolute value: ∣an∣=5nn+2. With f(x)=5xx+2, of the form ∞∞, L'Hôpital's rule gives limx→∞5xln51=0, and since f(n)=∣an∣, ∣an∣→0. By the theorem, an→0. Writing (−1)n with the wrong starting sign costs the formula mark: always test the formula on the first two listed terms.
b)
Divide numerator and denominator by n2, the dominant power: 5+n23−n1+n24→53, since n1→0 and n21→0. For the second, the dominant power under the root is n2, so divide by n=n2, legitimate because n>0: 9+n12+n1→92=32. The trap is to divide the numerator by n and the root by n as well, giving n9n2+n: the n goes inside the root as n2.
c)
The even terms are c2k=2k+12k→1 and the odd terms are c2k+1=−2k+22k+1→−1 as k→∞, which is exactly what the figure shows: two clouds of dots settling on the two dashed lines. If {cn} converged to some L, every subsequence would converge to the same L, so we would have L=1 and L=−1 at once. Contradiction: {cn} diverges. Note that the sequence is bounded, ∣cn∣<1: bounded is not enough to converge.
d)
∣dn∣=n1→0, so dn→0 by the theorem: the sign alternates, but the terms are crushed toward 0 from both sides. In c), ∣cn∣=n+1n→1, and the theorem does not apply, because it is a statement about the limit 0 ONLY. From ∣an∣→1 one can conclude nothing: 1,1,1,… converges to 1, while cn diverges. Invoking the absolute value theorem with a limit other than 0 is a lost mark on every paper that does it.
e)
∞−∞ is an indeterminate form, not 0: both terms grow, and the question is which one grows faster, by how much. Multiply by the conjugate: n2+3n−n=n2+3n+n(n2+3n)−n2=n2+3n+n3n. Divide by n: 1+n3+13→1+13=23. Sanity check with n=100: 10300≈101.49, and 101.49−100=1.49, close to 1.5. The difference of two quantities that tend to infinity can tend to any number, to infinity, or to nothing at all.
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Exercise 2: From n to x: when L'Hôpital is allowed, and when the converse fails
The bridge between sequences and MATH 140: if limx→∞f(x)=L and f(n)=an for every integer n, then limn→∞an=L. L'Hôpital's rule, which needs a derivative, applies to f, a function of a REAL variable; a sequence is only defined at the integers and has no derivative. The write-up therefore always passes through f(x). A second theorem does the rest: if an→L and g is continuous at L, then g(an)→g(L).
The figure shows f(x)=xlnx and the terms an=nlnn sitting on its graph for n≤40.
a) Looking at the figure, can you guess liman? Compute it, with a write-up that passes through f(x).
b) Find limn→∞enn2.
c) Find limn→∞n1/n and limn→∞(n2+1)1/n.
d) Find limn→∞nsin(n1) and limn→∞n2(1−cosn1).
e) A student argues: f(x)=sin(πx) has no limit as x→∞, so an=sin(πn) diverges. Decide, and state exactly which direction of the theorem is true.
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Answers
a)The graph does not show it; limnlnn=0.
b)0
c)1 and 1
d)1 and 21
e)False: sin(πn)=0 for every n, so an→0. Only if f(x)→L then f(n)→L holds.
a)
The figure does NOT give the answer: the dots rise to about 0.74 near n=7 and are still above 0.5 at n=40, so the first forty terms suggest nothing close to 0. The tail decides, and the tail needs a computation. Let f(x)=xlnx for x≥1. As x→∞ this is of the form ∞∞, and f is differentiable, so L'Hôpital's rule applies: limx→∞1/(2x)1/x=limx→∞x2=0. Since an=f(n) for every n, liman=0. The expected write-up has exactly these three moves: define f, apply the rule to f, come back to an by the theorem. Writing limnlnn=lim1/(2n)1/n differentiates with respect to an integer, and a marker takes the method mark away for it.
b)
f(x)=exx2 is of the form ∞∞. L'Hôpital once: ex2x, still ∞∞; twice: ex2→0. Hence enn2→0. Each application must be announced with its form: the rule is only licensed while the form is still ∞∞ or 00, and a student who applies it once more to ex2 obtains ex0, a correct number by luck and a wrong method.
c)
A variable exponent calls for the logarithm. Let cn=n1/n, so lncn=nlnn. With f(x)=xlnx, L'Hôpital gives 11/x→0, so lncn→0. The exponential is continuous at 0, so cn=elncn→e0=1. The last sentence is the one students forget: finding lncn→0 and answering 0 gives the limit of the LOGARITHM, not of the sequence. For (n2+1)1/n, the logarithm is nln(n2+1); L'Hôpital on xln(x2+1) gives x2+12x→0, so the limit is again e0=1. The base tends to infinity, the exponent tends to 0: this form ∞0 is indeterminate, and here the exponent wins.
d)
nsinn1 is of the form ∞⋅0. Rewrite it as a quotient with t=x1, so t→0+ as x→∞: xsinx1=tsint→1, the limit of MATH 140 (or L'Hôpital: 1cost→1). So nsinn1→1. For the second, the same substitution gives t21−cost, of the form 00; L'Hôpital gives 2tsint→21. So n2(1−cosn1)→21. The substitution t=x1 turns a limit at infinity into a limit at 0, where the standard limits live.
e)
The claim is FALSE. For every integer n, sin(πn)=0, so {an} is the constant sequence 0,0,0,… and converges to 0. The function sin(πx) does oscillate between −1 and 1 forever, but the integers land exactly on its zeros. The theorem goes in ONE direction: if f(x)→L then f(n)→L. The converse is false, so the divergence of f proves nothing about the sequence. In practice: when f(x) has a limit, use it; when it has none, go back to the sequence itself.
Exercise 3: The squeeze theorem: two bounds with the same limit
Squeeze theorem for sequences: if bn≤an≤cn for all n beyond some rank, and bn→L and cn→L with the SAME L, then an→L. The theorem is useless without that last condition, and most of the work is in choosing bounds that achieve it.
The figure shows an=n2+cosn for n≤20, between the curves y=x1 and y=x3.
a) Prove that n2+cosn→0.
b) Prove that nnn!→0. Hint: write the quotient as a product of n fractions.
c) Find limn→∞(2n+7n)1/n.
d) Let ⌊t⌋ be the greatest integer ≤t. Find limn→∞n⌊n⌋.
e) Two students write: since −1≤(−1)nn+1n≤1, the squeeze theorem shows the sequence converges; since 0≤nsin2n≤1, its limit is between 0 and 1. Correct both, then find limnsin2n.
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Answers
a)n1≤an≤n3, both bounds →0: an→0
b)0<nnn!≤n1: the limit is 0
c)7≤(2n+7n)1/n≤21/n⋅7: the limit is 7
d)1−n1<n⌊n⌋≤1: the limit is 1
e)Bounds −1 and 1 do not share a limit: no conclusion. 0≤nsin2n≤n1 gives 0.
a)
Since −1≤cosn≤1, we have 1≤2+cosn≤3, and dividing by n>0 keeps the inequalities: n1≤n2+cosn≤n3. Both bounds tend to 0, so by the squeeze theorem n2+cosn→0. The figure shows the whole mechanism: the dots wander because cosn does, but they are trapped in a funnel whose two walls both go to 0. Never try to compute limcosn: it does not exist, and the squeeze theorem is exactly the tool that avoids needing it.
b)
nnn!=n⋅n⋅n⋯n1⋅2⋅3⋯n=n1⋅n2⋅n3⋯nn. Each of the fractions n2,…,nn lies in (0,1], so their product is at most 1, and 0<nnn!≤n1. Both bounds tend to 0: nnn!→0. L'Hôpital is powerless here, since n! is not a function of a real variable in MATH 141; writing the quotient as a product is THE gesture for factorials.
c)
Factor out the dominant term: 2n+7n lies between 7n and 7n+7n=2⋅7n. Taking n-th roots, which preserves inequalities between positive numbers: 7≤(2n+7n)1/n≤21/n⋅7. Now 21/n=e(ln2)/n→e0=1, so the upper bound tends to 7, as does the lower bound. The limit is 7. The smaller base disappears completely: the n-th root of a sum of exponentials tends to the LARGEST base.
d)
By definition, n−1<⌊n⌋≤n. Dividing by n>0: 1−n1<n⌊n⌋≤1. Both bounds tend to 1, so the limit is 1. The floor function jumps, and its sequence is not monotone (8⌊8⌋=82≈0.71 while 9⌊9⌋=1), but the jumps shrink relative to n, and the squeeze sees only that.
e)
In the first argument the bounds are −1 and 1: they converge to two DIFFERENT limits, and the squeeze theorem then says nothing, which is just as well since that sequence diverges (Exercise 1 c). The second argument draws a conclusion the theorem does not contain: the squeeze gives a limit only when both bounds share it, and it never says that a limit exists and lies between two bounds. Choose better bounds instead: 0≤sin2n≤1 gives 0≤nsin2n≤n1, and both tend to 0, so nsin2n→0. The rule to remember: a bound that does not tend to the target is not a bound, it is a waste of a line.
Exercise 4: Geometric sequences and the growth ladder: the tail decides
The geometric sequence {rn} converges exactly when −1<r≤1: to 0 if ∣r∣<1, to 1 if r=1. For r>1 it tends to ∞, and for r≤−1 it oscillates and diverges. Beyond it, the growth ladder orders the classic sequences: lnn≪np≪bn≪n!≪nn for p>0 and b>1, where un≪vn means vnun→0.
The figure shows an=n!10n for n≤30. Its first terms are anything but small.
a) Decide the behaviour of (−43)n, (45)n, (−1)n and (−45)n.
b) Find limn→∞3n−42n+3n+1 and limn→∞5n+1+3n5n−4n+2.
c) For an=n!10n, compute anan+1 and explain the shape of the figure. Then prove that an→0 by squeezing an under a geometric sequence.
d) Prove the two rungs 2nn3→0 and n!2n→0.
e) Find limn→∞1.01nn100, although a1000 is a number with more than 295 digits.
c)anan+1=n+110; for n≥10, 0<an≤a10(1110)n−10→0
d)L'Hôpital three times on 2xx3; 0<n!2n≤2(32)n−2
e)0
a)
−43<1, so (−43)n→0: the sign alternates, the size shrinks. 45>1, so (45)n→∞. (−1)n takes the values −1,1,−1,…: its even and odd terms have different limits, so it diverges. (−45)n diverges too, since (−45)n→∞ while the sign alternates: it tends neither to ∞ nor to −∞, and the correct word is diverges, not tends to infinity. The case r=−1 is the one students misplace: it is inside [−1,1] and yet the sequence diverges.
b)
Divide by the dominant exponential, the one with the largest base. In the first, it is 3n: 1−3n4(32)n+3→1−00+3=3, because 3n+1=3⋅3n. In the second, it is 5n: numerator 5n−16⋅4n, denominator 5⋅5n+3n, so 5+(53)n1−16(54)n→51. The shifted exponents 3n+1 and 4n+2 are only constants in disguise, 3⋅3n and 16⋅4n: rewrite them BEFORE dividing.
c)
anan+1=(n+1)!10n+1⋅10nn!=n+110. This quotient is larger than 1 for n≤8, equal to 1 for n=9 and smaller than 1 for n≥10: the sequence climbs until a9=a10=9!109, larger than 2700, then decreases, which is the hump of the figure. For n≥10, every new factor k10 with k≥11 is at most 1110, so 0<an≤a10(1110)n−10. Since 1110<1, the upper bound tends to 0, and so does an by the squeeze theorem. Looking at the first nine terms and concluding that the sequence tends to infinity is the error the figure is designed to provoke: the tail decides.
d)
With f(x)=2xx3, of the form ∞∞, L'Hôpital three times gives 2xln23x2, 2x(ln2)26x, then 2x(ln2)36→0, so 2nn3→0. For n!2n the method of c) applies: n!2n=12⋅22⋅32⋯n2≤2⋅1⋅(32)n−2 for n≥2, and (32)n−2→0. The two rungs of the ladder need two different tools: L'Hôpital for a power against an exponential, a product and a squeeze as soon as a factorial appears.
e)
Take the logarithm: lnan=100lnn−nln1.01=n(n100lnn−ln1.01). By Exercise 2, nlnn→0, so the bracket tends to −ln1.01, a NEGATIVE number since 1.01>1, and lnan→−∞. Hence an=elnan→0. The terms are enormous for a very long time: a1000=1.01100010300 and 1.011000=e1000ln1.01<e10<310<105, because ln1.01<0.01 (the graph of ln(1+u) lies below its tangent line y=u), so a1000>10295. Yet the exponential wins in the end. Any exponential with base b>1, however close to 1, beats any power of n.
Exercise 5: The limit (1 + x/n)^n, and why 1 to the power infinity is not 1
The sequence (1+nx)n has a base that tends to 1 and an exponent that tends to ∞. The form 1∞ is INDETERMINATE: base and exponent move at the same time, and the limit depends on the race between them. The only safe gesture is to take the logarithm first.
The figure shows xn=(1+n1)n in blue and dn=(1+n1)n+1 in orange, on either side of the line y=e. You may admit that {xn} is strictly increasing and {dn} strictly decreasing.
a) Prove that for every real number x, (1+nx)n→ex.
b) Find the limits of (1−n3)n, (1+n2)5n and (n+1n)n.
c) A student writes: 1+n1→1 and 1n=1, so (1+n1)n→1. Refute this with the three sequences (1+n21)n, (1+n1)n and (1+n1)n2.
d) Find lim(1−n21)n in two ways: by a factorization, then by the logarithm.
e) Prove that dn→e as well, and deduce that 2<e<3 from x1 and d5, without a calculator.
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Answers
a)lnan=1/nln(1+x/n)→x, so an→ex
b)e−3, e10, e−1
c)1, e and ∞: the form 1∞ decides nothing.
d)1
e)dn=xn(1+n1)→e; 2=x1<e<d5=1562546656<3
a)
For x=0 the sequence is constant, equal to 1=e0. Otherwise, for n>∣x∣ the base is positive and lnan=nln(1+nx), of the form ∞⋅0. Pass to a real variable with t=n1: consider g(t)=tln(1+xt) as t→0+, of the form 00. L'Hôpital: 1x/(1+xt)→x. So lnan→x, and since the exponential is continuous, an=elnan→ex. Every word of that chain is needed: the logarithm turns the variable exponent into a product, the substitution turns the product into a quotient, and continuity brings the answer back from the logarithm.
b)
(1−n3)n is a) with x=−3: e−3. Next, (1+n2)5n=[(1+n2)n]5→(e2)5=e10, by continuity of y↦y5. Finally (n+1n)n=(1+n1)n1→e1. The exponent must be matched to the denominator inside the bracket before a) is quoted: (1+n2)5n is not e2 and not e5, and flipping the fraction in the third turns an unfamiliar form into a known one.
c)
For un=(1+n21)n: lnun=nln(1+n21)=n1⋅n2ln(1+n21). By a) with x=1 and n2 in place of n, the second factor tends to 1, so lnun→0⋅1=0 and un→1. For (1+n1)n the limit is e by a). For wn=(1+n1)n2: lnwn=n⋅[nln(1+n1)], and the bracket tends to 1, so lnwn→∞ and wn→∞. Three sequences of the same form 1∞, three different answers: 1, e and ∞. The student's error is to let the base reach its limit while the exponent keeps growing; they move together, and only the logarithm keeps track of both.
d)
Factor: 1−n21=(1−n1)(1+n1), so (1−n21)n=(1−n1)n(1+n1)n→e−1⋅e=1, by a) twice and the product of limits. By the logarithm: nln(1−n21)=n1⋅n2ln(1−n21)→0⋅(−1)=0, so the limit is e0=1. Two methods, one answer: when they disagree, one of them has used a limit law on a form that is still indeterminate.
e)
dn=(1+n1)n(1+n1)=xn(1+n1)→e⋅1=e. Since {xn} is strictly increasing with limit e, every term is strictly below the limit: x1=2<e. Since {dn} is strictly decreasing with limit e, every term is strictly above it: e<d5=(56)6=1562546656. And 3⋅15625=46875>46656, so d5<3. Hence 2<e<3, proved with two integer multiplications. The figure shows the same thing: the two families of dots close in on e from both sides, and any pair of terms brackets it.
Part B: problems and reasoning (/50)
Exercise 6: Monotone and bounded: convergence before the limit
Monotone Sequence Theorem: every sequence that is bounded and monotone converges. An increasing sequence bounded above converges to its least upper bound, a decreasing one bounded below to its greatest lower bound. The theorem proves that a limit EXISTS without computing it, which is exactly what a recursion or a product needs, and it says nothing about WHICH number the limit is.
Monotonicity is proved in one of three ways: the sign of an+1−an, the comparison of anan+1 with 1 for positive terms, or the sign of f′(x) when an=f(n).
a) Let an=n2+4n. Compute a1, a2, a3, show with a derivative that the sequence is decreasing from n=2 on, and conclude.
b) Let bn=1⋅3⋅5⋯(2n−1)n!. Show that bnbn+1≤32 for n≥1, deduce that {bn} converges, and find its limit.
c) Give an example of a bounded sequence that diverges, a monotone sequence that diverges, and a convergent sequence that is not monotone.
d) Let pn=(1−221)(1−321)⋯(1−n21) for n≥2. Show that {pn} converges BEFORE computing anything, then prove that pn=2nn+1 and find the limit.
e) A student writes: pn is decreasing and bounded below by 0, so pn→0. Explain what is wrong, and what the theorem really gives.
Show the solution
Answers
a)51,41,133; f′(x)≤0 for x≥2; decreasing, bounded below by 0, limit 0
b)bnbn+1=2n+1n+1≤32; 0<bn≤(32)n−1, limit 0
c)(−1)n; n; n(−1)n
d)Decreasing and positive, so convergent; pn=2nn+1→21
e)The bound 0 is a lower bound, not the limit; the limit is the GREATEST lower bound, here 21.
a)
a1=51, a2=82=41, a3=133: the sequence first rises (51<41), then falls (133<41 since 12<13). With f(x)=x2+4x, the quotient rule gives f′(x)=(x2+4)2(x2+4)−2x2=(x2+4)24−x2, which is ≤0 for x≥2. So f decreases on [2,∞) and an=f(n) decreases from n=2 on. Since an>0, the tail is decreasing and bounded below, and the sequence converges; dividing by n2, an=1+4/n21/n→0. A sequence only needs to be monotone EVENTUALLY: the theorem looks at the tail, and the first term a1 changes nothing.
b)
bnbn+1=n!(n+1)!⋅1⋅3⋯(2n−1)(2n+1)1⋅3⋯(2n−1)=2n+1n+1. Now 2n+1n+1≤32 is equivalent to 3n+3≤4n+2, that is n≥1. So each term is at most 32 of the previous one: the positive sequence is decreasing, bounded below by 0, hence convergent. Better, iterating from b1=1: 0<bn≤(32)n−1, and the squeeze theorem gives bn→0. Here the quotient serves twice: it proves the monotonicity, then it squeezes the sequence under a geometric one, which finds the limit that the theorem alone could not.
c)
(−1)n is bounded by 1 and diverges: bounded is not enough. n is increasing and tends to ∞: monotone is not enough. n(−1)n converges to 0 (its absolute value n1→0) while alternating in sign, so it is not monotone: the theorem gives a SUFFICIENT condition, not a necessary one. Three examples, one per hypothesis, is the answer a marker expects to a question of this kind.
d)
Each factor 1−k21 lies in (0,1), so pn+1=pn(1−(n+1)21)<pn, and pn>0 as a product of positive numbers: {pn} is decreasing and bounded below by 0, so it converges, before any computation. To find the limit, factor: 1−k21=kk−1⋅kk+1. Then pn=(21⋅32⋯nn−1)(23⋅34⋯nn+1)=n1⋅2n+1, each product collapsing to its extreme terms. So pn=2nn+1, which checks for n=2: 43=1−41, and for n=3: 43⋅98=32=64. The limit is 21.
e)
The theorem says that a decreasing sequence bounded below converges to its GREATEST lower bound, which is in general not the bound you happened to find. Here 0 is a lower bound, but so is every number up to 21, since pn=21+2n1>21; the greatest one is 21, and the figure of the solution shows the dots stopping there, far above 0. What the student may write is: {pn} converges to some L≥0. The value of L comes from another argument, here the closed form of d). The same error in the other direction, increasing and bounded above by 5 so the limit is 5, is refuted by 3−n1.
Exercise 7: A recursive sequence: existence first, then L = f(L)
A sequence defined by recursion, an+1=f(an), is solved in a fixed order. First prove that the limit EXISTS, usually by showing by induction that the sequence is bounded and monotone. Only then let n→∞ in the recursion: since an+1→L as well, and f is continuous, L=f(L). That equation gives CANDIDATES, and the bounds proved at the first step choose among them.
Here a1=1 and an+1=6+an. The figure is the cobweb diagram of the recursion: from a1, go up to the curve y=6+x to read a2, across to the line y=x to carry a2 back to the horizontal axis, and so on.
a) Compute a2 and a3. Prove by induction that 1≤an<3 for every n.
b) Prove that {an} is increasing, using an+12−an2.
c) Conclude that {an} converges, and find its limit, justifying every step and rejecting any wrong candidate.
d) Same recursion, new start: a1=10. What changes in a) and b), and what is the limit?
e) Two warnings. For b1=1 and bn+1=2bn+1, a student solves L=2L+1 and answers −1. For cn+1=cn2, the equation L=L2 gives 0 or 1. Find what really happens, for c1=21 and for c1=2.
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Answers
a)a2=7, a3=6+7; 1≤an<3 by induction
b)an+12−an2=(3−an)(2+an)>0
c)Increasing and bounded above, so convergent; L=6+L gives L=3 (L=−2 rejected).
d)an>3 and decreasing; the limit is still 3.
e)bn=2n−1→∞; cn→0 from 21, cn→∞ from 2.
a)
a2=6+1=7 and a3=6+7. Induction on P(n): 1≤an<3. Base: a1=1, and 1≤1<3. Step: assume 1≤an<3; then 7≤6+an<9, and since the square root is increasing, 7≤an+1<3, and 7>1. So P(n+1) holds, and P(n) holds for every n≥1. The upper bound 3 is not guessed: it is the point where the curve meets the line y=x on the figure, and the inductive step works precisely because 6+3=3.
b)
an+12−an2=(6+an)−an2=−(an2−an−6)=−(an−3)(an+2)=(3−an)(2+an). By a), 3−an>0 and 2+an>0, so an+12>an2, and since both terms are positive, an+1>an. The sequence is increasing. The factorization is the heart of the question: its two factors are the two candidates of c), and their signs are decided by the bounds of a).
c)
By a) and b), {an} is increasing and bounded above by 3, so by the Monotone Sequence Theorem it converges to some L, with 1≤L≤3. As n→∞, an+1→L too, and x↦6+x is continuous, so L=6+L. Squaring, L2−L−6=0, that is (L−3)(L+2)=0: the candidates are 3 and −2. Since L≥1, L=−2 is rejected (it does not even satisfy L=6+L, as a square root is never negative). So an→3. The order of the three steps is the whole method: existence, then the equation, then the choice.
d)
Now a2=16=4 and a3=10. The same induction shows an>3 for all n: if an>3 then 6+an>9 and an+1>3. The identity of b) then gives an+12−an2=(3−an)(2+an)<0, so the sequence is DECREASING and bounded below by 3. It converges, the same equation gives the same candidates, and the limit is 3 again. On the cobweb the staircase now comes down from the right. The bound and the direction of monotonicity depend on the start; the candidates do not.
e)
For bn: b2=3, b3=7, b4=15, and by induction bn=2n−1, since 2(2n−1)+1=2n+1−1. So bn→∞. The equation L=2L+1 had a solution, −1, but the recursion has no finite limit at all: solving L=f(L) BEFORE proving existence gave an answer that is not even positive, although every term is. For cn: from c1=21, cn=(21)2n−1→0; from c1=2, cn=22n−1→∞. The candidates 0 and 1 are the only POSSIBLE finite limits, and whether one is reached depends on the start. The equation lists candidates; it never proves that a limit exists.
Exercise 8: Five statements to correct
Each statement below was written by a student on a MATH 141 assignment, and each is false. Say what is wrong, give a counterexample, and write the correct statement.
a) If an=f(n) and liman=L, then limx→∞f(x)=L.
b) Every bounded sequence converges.
c) If ∣an∣→L, then an→L or an→−L.
d) If an+1−an→0, then {an} converges.
e) If an→0, then anbn→0 for any sequence {bn}.
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Answers
a)False: sin(πn)→0 while sin(πx) has no limit. True the other way round.
b)False: (−1)n. True for a bounded AND monotone sequence.
c)False: ∣(−1)n∣→1 yet (−1)n diverges. True when L=0.
d)False: n+1−n→0 but n→∞.
e)False: n1⋅n2=n→∞. True when {bn} is bounded.
a)
FALSE. Take f(x)=sin(πx): an=sin(πn)=0 for every integer n, so an→0, while sin(πx) oscillates between −1 and 1 and has no limit. The sequence only samples f at the integers, and the samples can miss everything f does in between. Correct statement: if limx→∞f(x)=L, then liman=L. The theorem is the tool that licenses L'Hôpital on sequences, and it works in that direction only.
b)
FALSE. (−1)n is bounded by 1, and its even terms tend to 1 while its odd terms tend to −1, so it diverges. Correct statement: every bounded MONOTONE sequence converges (Monotone Sequence Theorem). The converse half is true: every convergent sequence is bounded, so an unbounded sequence always diverges.
c)
FALSE. an=(−1)n has ∣an∣=1→1, but an converges neither to 1 nor to −1: it keeps jumping between the two. Knowing the size of the terms does not fix their sign. Correct statement: ∣an∣→0 if and only if an→0, because −∣an∣≤an≤∣an∣ and the squeeze theorem applies when both bounds tend to 0, and to 0 only.
d)
FALSE. an=n: an+1−an=n+1−n=n+1+n1→0, by the conjugate, yet n→∞. The steps shrink, but not fast enough to stop the climb; lnn is another example, with ln(n+1)−lnn=ln(1+n1)→0. Correct statement: if {an} converges, then an+1−an→0; the implication does not reverse.
e)
FALSE. an=n1→0 and bn=n2 give anbn=n→∞; with bn=5n the product is the constant 5. The form 0⋅∞ is indeterminate. Correct statement: if an→0 and {bn} is BOUNDED, say ∣bn∣≤M, then anbn→0, since 0≤∣anbn∣≤M∣an∣→0. This is the argument that settles ncosn in one line.
Exercise 9: Compound interest: the sequence that climbs to continuous compounding
A deposit of 1000 dollars earns interest at the annual rate of 6%. If the interest is compounded n times a year, each period adds n0.06 of the balance, and after one year the balance is An=1000(1+n0.06)n dollars. Banks advertise monthly, daily, even continuous compounding: is more always better, and by how much?
The figure shows An−1060, the interest earned beyond the simple 60 dollars, for n=1 to 12. No calculator: every value must be exact or bracketed by exact numbers.
a) Compute A1, A2 and A4 exactly (to the cent for A4).
b) Prove that An→1000e0.06 as n→∞, the balance under continuous compounding.
c) Prove that {An} is increasing, by studying g(x)=xln(1+xr) for x>0 and a fixed rate r>0.
d) Prove that (1+nr)n≤er for every n, and deduce that 1061.36<1000e0.06<1063.83. Hint: e−u≥1−u.
e) Show that after t years of compounding n times a year, the balance 1000(1+nr)nt tends to 1000ert. Under continuous compounding at 6%, how long does it take to double the deposit? Use ln2≈0.69.
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Answers
a)A1=1060, A2=1060.90, A4=1061.36 dollars
b)An=1000(1+n0.06)n→1000e0.06
c)g′(x)=h(u)=ln(1+u)−1+uu>0 with u=xr: {An} increases.
e)[(1+nr)n]t→ert; doubling time 0.06ln2=350ln2≈11.5 years
a)
A1=1000×1.06=1060. A2=1000×1.032=1000×1.0609=1060.90. A4=1000×1.0154: first 1.0152=1.030225, then 1.0302252=1.061363550625, so A4=1061.363550625, that is 1061.36 dollars to the cent. Squaring twice is the hand method for a fourth power, and it is how the no-calculator rule is met. On the figure these are the first, second and fourth dots: 0, 0.90 and 1.36 dollars above 1060.
b)
By the limit (1+nx)n→ex of Exercise 5, with x=0.06, and by the product of a limit by the constant 1000: An→1000e0.06. Continuous compounding is not a new formula to memorize, it is the LIMIT of the sequence of compounding schemes. The exact answer is 1000e0.06 dollars; how large that is, d) settles without a calculator.
c)
lnAn=ln1000+g(n) with g(x)=xln(1+xr) and r=0.06. By the product and chain rules, g′(x)=ln(1+xr)+x⋅1+r/x−r/x2=ln(1+u)−1+uu, with u=xr>0. Let h(u)=ln(1+u)−1+uu. Then h(0)=0 and h′(u)=1+u1−(1+u)21=(1+u)2u>0 for u>0, so h(u)>0 for u>0. Hence g′(x)>0, g is increasing, and so is An=1000eg(n). More frequent compounding always pays more: the figure's dots do climb, and now it is proved for EVERY n, not only for the twelve drawn.
d)
Let k(u)=u−ln(1+u): k(0)=0 and k′(u)=1−1+u1=1+uu≥0 for u≥0, so ln(1+u)≤u. With u=nr: nln(1+nr)≤r, so (1+nr)n≤er. The sequence {An} is increasing and bounded above by 1000e0.06: the Monotone Sequence Theorem confirms that it converges, and b) says to what. Brackets: since the sequence increases strictly to its limit, 1000e0.06>A4>1061.36. For an upper bound, e−u≥1−u (same method, the difference has derivative 1−e−u≥0) gives e−0.06≥0.94, so e0.06≤0.941 and 1000e0.06≤0.941000<1063.83, since 0.94×1063.83=1000.0002. By these brackets, continuous compounding pays at most 1063.83−1061.36=2.47 dollars more than quarterly compounding: a bank advertising daily compounding as better than continuous is wrong, and one selling continuous compounding as a large gain is exaggerating.
e)
(1+nr)nt=[(1+nr)n]t, and y↦yt is continuous at er>0, so the balance tends to 1000(er)t=1000ert. Doubling under continuous compounding: 1000e0.06t=2000, so e0.06t=2 and t=0.06ln2=350ln2 years, the exact answer. With ln2≈0.69, t≈0.060.69=11.5 years. This is the rule of 70 used in finance: a rate of r percent doubles money in about r70 years, because 100ln2≈69.
Exercise 10: A final exam question: computing the square root of 5 with a guaranteed error
Heron's method, used for two thousand years and still in the square root routine of many processors, computes 5 with the recursion xn+1=21(xn+xn5): if xn is too large, xn5 is too small, and their average is a better guess. Start from x1=1.
This is the shape of a long final exam question: first terms, a bound, monotonicity, the limit, then a guaranteed error, every step justified and without a calculator.
a) Compute x2, x3 and x4 as fractions.
b) Show that xn>0 for all n, and that xn+1−5=2xn(xn−5)2. Deduce that xn≥5 for every n≥2.
c) Prove that {xn} is decreasing from n=2 on.
d) Conclude that {xn} converges and find its limit, rejecting any wrong candidate.
e) Let en=xn−5. Prove that en+1<4en2 for n≥2 and that e2<1. Deduce a bound on e4 and on e6, and say how accurate x4=2147 is guaranteed to be.
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Answers
a)x2=3, x3=37, x4=2147
b)xn+1−5=2xn(xn−5)2≥0, so xn≥5 for n≥2
c)xn+1−xn=2xn5−xn2≤0 for n≥2
d)Decreasing and bounded below by 5; L=21(L+L5) gives L=5 (−5 rejected).
e)e4<641, e6<2301<10−9; 2147 is within 641 of 5 (in fact within 0.003).
a)
x2=21(1+5)=3. x3=21(3+35)=21⋅314=37. x4=21(37+715)=21⋅2149+45=2147. As decimals, 3, 2.33, 2.238: the start x1=1 is far below 5, the first step overshoots, and from then on the terms come down. The figure of the solution shows that path on the cobweb diagram.
b)
By induction, if xn>0 then xn+1 is half a sum of two positive numbers, so xn+1>0; and x1=1>0. Next, put everything over 2xn: xn+1−5=2xnxn2+5−25xn=2xn(xn−5)2. A square over a positive number is ≥0, so xn+1≥5 for every n≥1, that is xn≥5 for every n≥2. The bound starts at n=2, not n=1, and saying so is part of the answer: x1=1<5.
c)
xn+1−xn=21(xn5−xn)=2xn5−xn2. For n≥2, xn≥5 gives xn2≥5, so the numerator is ≤0 while the denominator is positive: xn+1≤xn. The sequence is decreasing from n=2 on. The bound of b) is exactly what decides the sign here: prove the bound first, the monotonicity follows.
d)
From n=2 on, {xn} is decreasing and bounded below by 5, so it converges to some L≥5, by the Monotone Sequence Theorem applied to the tail. Since L=0, the function x↦21(x+x5) is continuous at L, and letting n→∞ in the recursion gives L=21(L+L5), so 2L2=L2+5 and L2=5. The candidates are ±5; L≥5>0 rejects −5. Hence xn→5. Starting from x1=−1 would have produced −5: the candidates come from the equation, the choice comes from the bounds.
e)
By b), en+1=2xnen2. For n≥2, xn≥5>2 (since 5>4), so 2xn>4 and en+1<4en2. Also e2=3−5<1, since 5>2. Then e3<41, e4<4(1/4)2=641, e5<4(1/64)2=2141 and e6<4(2−14)2=2301<10−9, since 230=1073741824. So x4=2147 is within 641 of 5, guaranteed, and x6 is within 10−9. The true error of x4 is even smaller, about 0.002, because the bound e2<1 was generous. Each step roughly doubles the number of correct digits: this quadratic convergence is why the method is still used.
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