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Exercise 1503Calculus › Single-variable calculus › SequencesL3Added 2 Nov 2026

Speed of convergence

#speed of convergence#fixed point#mean value theorem

Statement

Let un→ℓu_n\to\ell with un≠ℓu_n\ne\ell for all nn, and suppose vn=∣un+1−ℓun−ℓ∣→av_n=\left|\dfrac{u_{n+1}-\ell}{u_n-\ell}\right|\to a.

  1. Show that a≤1a\le1.
  2. Give examples with a=1a=1 (slow), 0<a<10<a<1 (geometric) and a=0a=0 (fast).
  3. If un+1=f(un)u_{n+1}=f(u_n) with ff of class C1\mathcal C^1 and f(ℓ)=ℓf(\ell)=\ell, show that a=∣f′(ℓ)∣a=|f'(\ell)|.
Hint

For part 1, if a>1a>1 the distance to ℓ\ell would eventually increase geometrically. For part 3, apply the mean value theorem to f(un)−f(ℓ)f(u_n)-f(\ell).

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Solution

1. If a>1a>1, choose ρ∈(1,a)\rho\in(1,a). For large nn, vn>ρv_n>\rho, so ∣un+1−ℓ∣>ρ∣un−ℓ∣|u_{n+1}-\ell|>\rho|u_n-\ell|, and ∣un−ℓ∣|u_n-\ell| grows like ρn\rho^n, contradicting un→ℓu_n\to\ell. So a≤1a\le1.

2.
- Slow: un=1nu_n=\frac1n, ℓ=0\ell=0, vn=nn+1→1v_n=\frac n{n+1}\to1.
- Geometric: un=qnu_n=q^n with 0<q<10<q<1, vn=qv_n=q.
- Fast: un=2−2nu_n=2^{-2^n}, vn=2−2n→0v_n=2^{-2^n}\to0 (since un+1=un2u_{n+1}=u_n^2).

3. By the mean value theorem there is ξn\xi_n between unu_n and ℓ\ell with
un+1−ℓ=f(un)−f(ℓ)=f′(ξn)(un−ℓ).u_{n+1}-\ell=f(u_n)-f(\ell)=f'(\xi_n)(u_n-\ell).
Since ξn→ℓ\xi_n\to\ell and f′f' is continuous, vn=∣f′(ξn)∣→∣f′(ℓ)∣v_n=|f'(\xi_n)|\to|f'(\ell)|.

Interpretation. f′(ℓ)=0f'(\ell)=0 gives fast (superlinear) convergence, as in Newton's method; 0<∣f′(ℓ)∣<10<|f'(\ell)|<1 gives geometric convergence; ∣f′(ℓ)∣=1|f'(\ell)|=1 gives slow convergence (for instance un+1=sin⁡unu_{n+1}=\sin u_n tends to 00 like 3/n\sqrt{3/n}).