Alexandre Magueresse
◀\blacktriangleleft Back to notes

Method of small steps

Proposition Let z∈Rz \in \mathbb{ R} and h>0h > 0. Suppose f∈C0((z−h,z+h),R)f \in C^{0}(\left( z - h, z + h\right), \mathbb{ R}) is such that ff has a series expansion around zz of the shape

f(z+x)=z+x−αx∣x∣p+βx∣x∣p+q+o(∣x∣p+q+1), f(z + x) = z + x - \alpha x \left| x\right|^{p} + \beta x \left| x\right|^{p + q} + o(\left| x\right|^{p + q + 1}),

where α,β,p,q>0\alpha, \beta, p, q > 0. Provided x0∈Rx_{0} \in \mathbb{ R} is close to zz, the sequence defined by xk+1=f(xk)x_{k+1} = f(x_{k}) converges to zz and

∣xn−z∣={1(αpn)1/p+βp(p−q)(αp)(p+q+1)/p1n1+q/p+o(1n1+q/p)if q<p,1(αpn)1/p−α2(p+1)−2β2(αp)2+1/pln⁡nn1+1/p+o(ln⁡nn1+1/p)if q=p,1(αpn)1/p−α2(p+1)2(αp)2+1/pln⁡nn1+1/p+o(ln⁡nn1+1/p)if q>p. \left| x_{n} - z\right| = \left\{\begin{array}{ll} \displaystyle \frac{1}{(\alpha p n)^{1/p}} + \frac{\beta p}{(p - q) (\alpha p)^{(p + q + 1)/p}} \frac{1}{n^{1+q/p}} + o\left(\frac{1}{n^{1+q/p}}\right) & \text{if } q < p, \\ \displaystyle \frac{1}{(\alpha p n)^{1/p}} - \frac{\alpha^{2} (p + 1) - 2 \beta}{2 (\alpha p)^{2 + 1/p}} \frac{\ln n}{n^{1 + 1/p}} + o\left(\frac{\ln n}{n^{1 + 1/p}}\right) & \text{if } q = p, \\ \displaystyle \frac{1}{(\alpha p n)^{1/p}} - \frac{\alpha^{2} (p + 1)}{2 (\alpha p)^{2 + 1/p}} \frac{\ln n}{n^{1 + 1/p}} + o\left(\frac{\ln n}{n^{1 + 1/p}}\right) & \text{if } q > p. \end{array}\right.

The result for the case q=pq = p is subject to α2(p+1)≠2β\alpha^{2} (p + 1) \neq 2 \beta.

Proof Let x0∈Rx_{0} \in \mathbb{ R} and introduce the sequence yk=xk−zy_{k} = x_{k} - z. Then (yk)(y_{k}) satisfies the recursion

yk+1=f(z+yk)−z=g(yk), y_{k+1} = f(z + y_{k}) - z = g(y_{k}),

where we have introduced g∈C0((−h,h),R)g \in C^{0}(\left( -h, h\right), \mathbb{ R}) defined by g(x)=f(z+x)−zg(x) = f(z + x) - z.

Step 1: Good definition and convergence of (yk)(y_{k})

Since gg is only defined on (−h,h)\left( -h, h\right), we need to show that the sequence (yk)(y_{k}) is well-defined; that is, under appropriate assumptions on x0x_{0}, the iterates (yk)(y_{k}) remain in (a subset of) (−h,h)\left( -h, h\right).

We first observe that the series expansion of ff around zz is equivalent to the series expansion of gg around 00 given by

g(x)=x−αx∣x∣p+βx∣x∣p+q+o(∣x∣p+q+1). g(x) = x - \alpha x \left| x\right|^{p} + \beta x \left| x\right|^{p + q} + o(\left| x\right|^{p + q + 1}).

One can write g(x)=xℓ(x)g(x) = x \ell(x) and x−g(x)=αx∣x∣pm(x)x - g(x) = \alpha x \left| x\right|^{p} m(x) where ℓ,m:(−h,h)→R\ell, m: \left( -h, h\right) \to \mathbb{ R} tend to 11 when x→0x \to 0. In particular, there exists δ∈(0,h)\delta \in \left( 0, h\right) such that ℓ\ell and mm are positive in [−δ,δ]\left[ -\delta, \delta\right]. We now separate two cases:

In both cases, (yk)(y_{k}) converges to 00 provided that y0∈[−δ,δ]y_{0} \in \left[ -\delta, \delta\right]; that is x0∈[z−δ,z+δ]x_{0} \in \left[ z - \delta, z + \delta\right]. Since xk=z+ykx_{k} = z + y_{k}, the existence of (yk)(y_{k}) implies that of (xk)(x_{k}), and we also have xk∈[z−δ,z+δ]x_{k} \in \left[ z - \delta, z + \delta\right], and (xk)(x_{k}) converges to zz.

Step 2: Equivalent of (yk)(y_{k})

Let λ∈R\lambda \in \mathbb{ R} and define uk=∣yk+1∣λ−∣yk∣λu_{k} = \left| y_{k+1}\right|^{\lambda} - \left| y_{k}\right|^{\lambda} for all k≥1k \geq 1. Since yk+1y_{k+1} and yky_{k} have the same sign (by step 1), we compute

uk=∣yk−αyk∣yk∣p+βyk∣yk∣p+q+o(∣yk∣p+q+1)∣λ−∣yk∣λ=∣yk∣λ((1−α∣yk∣p+β∣yk∣p+q+o(∣yk∣p+q))λ−1)=∣yk∣λ(−λα∣yk∣p+λβ∣yk∣p+q+λ(λ−1)2α2∣yk∣2p+o(∣yk∣p+min⁡(p,q))). \begin{align*} u_{k} &= \left| y_{k} - \alpha y_{k} \left| y_{k}\right|^{p} + \beta y_{k} \left| y_{k}\right|^{p + q} + o(\left| y_{k}\right|^{p + q + 1})\right|^{\lambda} - \left| y_{k}\right|^{\lambda} \\ &= \left| y_{k}\right|^{\lambda} \left(\left(1 - \alpha \left| y_{k}\right|^{p} + \beta \left| y_{k}\right|^{p + q} + o(\left| y_{k}\right|^{p + q})\right)^{\lambda} - 1\right) \\ &= \left| y_{k}\right|^{\lambda} \left(- \lambda \alpha \left| y_{k}\right|^{p} + \lambda \beta \left| y_{k}\right|^{p + q} + \frac{\lambda (\lambda - 1)}{2} \alpha^{2} \left| y_{k}\right|^{2 p} + o(\left| y_{k}\right|^{p + \min(p, q)})\right). \end{align*}

Since (yk)(y_{k}) tends to 00 and min⁡(p,q)>0\min(p, q) > 0, choosing λ=−p\lambda = -p makes uku_{k} converge to −λα=αp-\lambda \alpha = \alpha p. By Cesàro's lemma (see this note), we infer that ∣yk∣−p∼αpk\left| y_{k}\right|^{-p} \sim \alpha p k.

Step 3: Expansion of (yk)(y_{k})

We rewrite (5) when λ=−p\lambda = -p and depending on the value of qq:

uk=αp+Cp,q∣yk∣min⁡(p,q)(1+o(1)),Cp,q={−βpif q<p,α2p(p+1)2−βpif q=p,α2p(p+1)2if q>p. u_{k} = \alpha p + C_{p, q} \left| y_{k}\right|^{\min(p, q)}(1 + o(1)), \qquad C_{p, q} = \left\{\begin{array}{ll} \displaystyle - \beta p & \text{if } q < p, \\ \displaystyle \alpha^{2} \frac{p (p + 1)}{2} - \beta p & \text{if } q = p, \\ \displaystyle \alpha^{2} \frac{p (p + 1)}{2} & \text{if } q > p. \end{array}\right.

The equality for the case q=pq = p is only true when Cp,p≠0C_{p, p} \neq 0, that is when α2(p+1)≠2β\alpha^{2} (p + 1) \neq 2 \beta. Summing (uk)(u_{k}) between k=1k = 1 and k=n−1k = n - 1 for some n≥1n \geq 1, we obtain

∣yn∣−p−∣y1∣−p=αpn+Cp,q∑k=1n−1∣yk∣min⁡(p,q)(1+o(1)). \left| y_{n}\right|^{-p} - \left| y_{1}\right|^{-p} = \alpha p n + C_{p, q} \sum_{k = 1}^{n - 1} \left| y_{k}\right|^{\min(p, q)} (1 + o(1)).

We have established ∣yk∣−p∼αpk\left| y_{k}\right|^{-p} \sim \alpha p k in the previous step, so ∣yk∣min⁡(p,q)∼(αpk)−min⁡(1,q/p)\left| y_{k}\right|^{\min(p, q)} \sim (\alpha p k)^{-\min(1, q/p)}. Since the series of term k−min⁡(1,q/p)k^{-\min(1, q/p)} diverges, we can use the equivalence of the partial sums to infer

∑k=1n−1∣yk∣min⁡(p,q)∼(αp)−min⁡(1,q/p)∑k=1n−1k−min⁡(1,q/p)∼{(αp)−q/pn1−q/p1−q/pif q<p,(αp)−1ln⁡nif p≤q \sum_{k = 1}^{n - 1} \left| y_{k}\right|^{\min(p, q)} \sim (\alpha p)^{-\min(1, q/p)} \sum_{k = 1}^{n - 1} k^{-\min(1, q/p)} \sim \left\{\begin{array}{ll} \displaystyle (\alpha p)^{-q/p} \frac{n^{1 - q/p}}{1 - q/p} & \text{if } q < p, \\ \displaystyle (\alpha p)^{-1} \ln n & \text{if } p \leq q \end{array}\right.

Plugging this equivalent in (7), and carefully raising to the power −1/p-1/p, we conclude

∣xn−z∣={1(αpn)1/p+βp(p−q)(αp)(p+q+1)/p1n1+q/p+o(1n1+q/p)if q<p,1(αpn)1/p−α2(p+1)−2β2(αp)2+1/pln⁡nn1+1/p+o(ln⁡nn1+1/p)if q=p,1(αpn)1/p−α2(p+1)2(αp)2+1/pln⁡nn1+1/p+o(ln⁡nn1+1/p)if q>p. \left| x_{n} - z\right| = \left\{\begin{array}{ll} \displaystyle \frac{1}{(\alpha p n)^{1/p}} + \frac{\beta p}{(p - q) (\alpha p)^{(p + q + 1)/p}} \frac{1}{n^{1+q/p}} + o\left(\frac{1}{n^{1+q/p}}\right) & \text{if } q < p, \\ \displaystyle \frac{1}{(\alpha p n)^{1/p}} - \frac{\alpha^{2} (p + 1) - 2 \beta}{2 (\alpha p)^{2 + 1/p}} \frac{\ln n}{n^{1 + 1/p}} + o\left(\frac{\ln n}{n^{1 + 1/p}}\right) & \text{if } q = p, \\ \displaystyle \frac{1}{(\alpha p n)^{1/p}} - \frac{\alpha^{2} (p + 1)}{2 (\alpha p)^{2 + 1/p}} \frac{\ln n}{n^{1 + 1/p}} + o\left(\frac{\ln n}{n^{1 + 1/p}}\right) & \text{if } q > p. \end{array}\right. ■\blacksquare

Example

Let u0∈Ru_{0} \in \mathbb{ R} and define (uk)(u_{k}) via

uk+1=sin⁡(uk). u_{k+1} = \sin(u_{k}).

Since sin⁡(x)=x−13!x3+15!x5+o(x5)\sin(x) = x - \frac{1}{3!} x^{3} + \frac{1}{5!} x^{5} + o(x^{5}), we can apply the result above with z=0z = 0, α=1/6\alpha = 1/6, β=1/120\beta = 1/120, p=2p = 2 and q=2q = 2. We then have

∣un∣=3n(1−3ln⁡n10n)+o(ln⁡nnn).\left| u_{n}\right| = \sqrt{\frac{3}{n}} \left(1 - \frac{3 \ln n}{10 n}\right) + o\left(\frac{\ln n}{n \sqrt{n}}\right).

In this case, 00 is the only fixed point of sin⁡\sin and sin⁡\sin is bounded, so this estimate is valid for all initialisations.

◀\blacktriangleleft Back to notes
CC BY-SA 4.0 Alexandre Magueresse. Last modified: March 04, 2026.
Website built with Franklin.jl and the Julia programming language.