I wanted to find the closed form of the recursion: $$a_n = \frac{1}{n+1} + \frac{n-1}{n+1} a_{n-1}$$ where $a_0 = 0$.
So far, my progress has been to multiply both sides by $\frac{n(n+1)}{2}$ which gives $$\frac{n(n+1)}{2} a_n = \frac{n}{2} + \frac{n(n-1)}{2} a_{n-1}.$$
Now, if we let $b_n = \frac{n(n+1)}{2} a_n$, the recursion becomes: $$b_n = \frac{n}{2} + b_{n-1}.$$
How do I continue on from here? I feel like I have to figure out a closed form for $b_n$ and use that to compute $a_n$, but I can't seem to figure out a way to do so.
Any help would be greatly appreciated.
One can easily see that $a_0=0, a_n=\frac{1}{2}$ for $n\ge 1$ is the solution. However, the OP seems to be interested in general methods which could help solve this recurrence.
(In the following let's assume we are solving it for $n>0$ and with $a_1$ given, otherwise there won't be much more to add than what we've seen so far.)
There is one general observation that might help solve it: it is a linear (though not a homogenous) recurrence. This means that any solution $a_n$ of it will be possible to express as one particular solution (e.g. $b_n=\frac{1}{2}$) plus a solution of the corresponding homogenous recurrence ($c_n=\frac{n-1}{n+1}c_{n-1}$).
The last one is a telescoping recurrence: $c_n=\frac{n-1}{n+1}c_{n-1}=\frac{(n-1)(n-2)}{(n+1)n}c_{n-2}=\ldots=\frac{(n-1)(n-2)\cdots 1}{(n+1)n(n-1)\cdots 3}c_1=\frac{2}{(n+1)n}c_1$ - as all the other factors in the numerator and the denominator will cancel out. Thus, the solution for $a_n$ is: $$a_n=b_n+c_n=\frac{1}{2}+\frac{2}{(n+1)n}(a_1-\frac{1}{2})$$