Fixed point iterations for real functions - depending on $f'(x)$?

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Let $f$ be a differentiable real function. In many situations a solution of $f(x)=x$ can be found as limit of the recurrent sequence determined by some initial value and the recurrence $x_{n+1}=f(x_n)$.

To list only a few examples:

Of course, it can happen that the iterations do not converge. Examples of such functions are $1/x$ and $x^2$.

Fixed point iterations can be illustrated nicely with cobweb plots. The plots corresponding to functions I mentioned above are shown below. More similar illustration can be found here or elsewhere.

From the pictures it seems that the local behavior of $f'(x)$ might be enough to describe the behavior of the iterated sequence. (Whether it converges or not, whether the convergence is monotone, etc.) At least in the case that $|f'(x)|\ne1$ in some interval around the solution.

  • What can be said about the sequence given by $x_{n+1}=f(x_n)$ if we have information about the values of $f'(x)$ close to the fixed point of $f$?
  • Are there some references with proofs, related results, and so on.?

Illustration of Babylonian method for $f(x)=\frac12(x+\frac2x)$.

Iterations of f(x)=(x+2/x)/2

Illustration for iterations of $f(x)=1+\frac1x$

Iterations of f(x)=1+1/x

Iterations of $f(x)=\sqrt x$

Iteratrions of sqrt(x)

Iterations of $f(x)=\frac1x$

Iterations of f(x)=1/x

Iterations of $f(x)=x^2$

Iterations of f(x)=x^2

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There are 2 best solutions below

0
On

Here are some links to the scripts of two lectures dealing with complex dynamics written by Walter Bergweiler:

http://analysis.math.uni-kiel.de/vorlesungen/kompdyn1.12/Dynamik1.pdf (german/basics)

http://analysis.math.uni-kiel.de/vorlesungen/compdyn2.16/ComplexDynamics2.pdf (english/advanced)

I hope it helps you :)

0
On

See the article on recurrence relations / difference equations here:

https://en.wikipedia.org/wiki/Recurrence_relation#Stability_of_nonlinear_first-order_recurrences

You will find the results/proofs you are interested in in any introductory textbook on difference equations.