Asymptotic expansion of $u_{n + 1} = \frac12 \arctan(u_n)$

asymptoticslimitsreal-analysissequences-and-seriestrigonometry

(I'm aware of Asymptotic expansion of $v_n = 2^nu_n$ where $u_{n+1} = \dfrac{1}{2}\arctan(u_n)$ but it has no answers…)

Let be $u_0 \in \mathbb{R}$ and the sequence $(u_n)_n$ defined by: $u_{n + 1} = \frac12 \arctan(u_n)$.

I define also: $v_n = 2^n u_n$, so I can show that: $\lim (u_n)_n = 0$ (by studying $x \mapsto \frac12 \arctan(x)$), thus, I can show that $(v_n)_n$ is monotone and converges because it is bound.

Now, I conclude: $u_n \sim \dfrac{l}{2^n}$, I'd like to determine $l$ more precisely.

Here is what I tried, I suspect $l$ to be something like $f(\pi)$ for some $f$ :

  • push the asymptotic expansion of $\arctan$ to the 2nd order and reinject it ;
  • use $\arctan(u_n) + \arctan(1/u_n) = \dfrac{\pi}{2}$ ;
  • use series techniques to look for $\sum v_{n + 1} – v_n$, maybe conclude using Cesaro summation

Best Answer

The iteration has the form $$u_{n+1}=a_1u_n+a_3u_n^3+...$$ As usual in such situations (See the answer in Convergence of $\sqrt{n}x_{n}$ where $x_{n+1} = \sin(x_{n})$ with citation of de Bruijn: "Asymptotic Methods ..."), one can try a Bernoulli-like approach and examine the dynamics of $u_n^{-2}$. There one finds $$ \frac1{u_{n+1}^2}=\frac4{u_n^2(1-\frac13u_n^2+\frac15u_n^4\mp...)^2} =\frac4{u_n^2}+\frac83-\frac4{15}u_n^2+O(u_n^4)\tag1 $$ Thus for a first approximation use $$x_{n+1}=4x_n+\frac83\iff x_{n+1}+\frac89=4(x_n+\frac89)$$ so that $$u_n^{-2}\sim x_n=4^n(x_0+\frac89)-\frac89.\tag2$$

This gives as first approximation $$ u_n\sim \frac{2^{-n}u_0}{\sqrt{1+\frac89u_0^2(1-4^{-n})}}.\tag3 $$


For the next term use $v_n=(u_n^{-2}+\frac89)^{-1}$ and express (1) in terms of $v_n$ $$ \frac1{v_{n+1}}=\frac4{v_n}-\frac4{15}\frac{v_n}{1-\frac89v_n}+O(v_n^2) \tag4 $$ so that $$ \frac1{v_{n+1}}-\frac{4}{15^2}v_{n+1}=\frac4{v_n}-\frac1{15} v_n - \frac{1}{15^2}v_n+O(v_n^2)=4\left(\frac1{v_{n}}-\frac{4}{15^2}v_{n}\right)+O(v_n^2) \tag5 $$ and consequently $$ \frac1{v_{n}}-\frac{4}{15^2}v_{n}=4^n\left(\frac1{v_{0}}-\frac{4}{15^2}v_{0}+O(v_0^2)\right) \tag6 $$ As $\frac1v-\frac{4}{15^2}v=\frac1v(1-\frac4{15^2}v^2)$, leaving out the second term adds an error $O(v_n^2)$ which is a small fraction of $O(v_0^2)$. Thus $$ \frac1{u_n^2}+\frac89=\frac1{v_n}=4^n\left(\frac1{v_{0}}-\frac{4}{15^2}v_{0}+O(v_0^2)\right)=4^n\left(\frac1{u_0^2}+\frac89-\frac{4}{15^2}\frac{u_0^2}{1+\frac89u_0^2}+O(u_0^4)\right)\tag7 $$ so that the improved approximation is $$ u_n=\frac{2^{-n}u_0}{\sqrt{1+\frac89u_0^2(1-4^{-n})-\frac{4}{25}\frac{u_0^4}{9+8u_0^2}+O(u_0^6)}} \tag8 $$

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