grandes-ecoles 2015 QI.A.1

grandes-ecoles · France · centrale-maths1__psi Sequences and series, recurrence and convergence Monotonicity and boundedness analysis
We consider a function $f$ of class $\mathcal{C}^2$ on $[0,1]$ taking values in $[0,1]$ such that $f'$ and $f''$ take non-negative values. We assume $f(1)=1$, $f'(0)<1$ and $f''(1)>0$. We consider the recurrent sequence $(u_n)_{n\in\mathbb{N}}$ defined by $u_0=0$ and, for all $n\in\mathbb{N}$, $u_{n+1}=f(u_n)$.
Show that the sequence $(u_n)_{n\in\mathbb{N}}$ is increasing, then that it is convergent. We denote its limit by $l$.
We consider a function $f$ of class $\mathcal{C}^2$ on $[0,1]$ taking values in $[0,1]$ such that $f'$ and $f''$ take non-negative values. We assume $f(1)=1$, $f'(0)<1$ and $f''(1)>0$. We consider the recurrent sequence $(u_n)_{n\in\mathbb{N}}$ defined by $u_0=0$ and, for all $n\in\mathbb{N}$, $u_{n+1}=f(u_n)$.

Show that the sequence $(u_n)_{n\in\mathbb{N}}$ is increasing, then that it is convergent. We denote its limit by $l$.