Problem: Let $x_1, x_2, \cdots, x_n$ ($n\ge 2$) be reals. Find upper bounds for $$\frac{x_1}{1+x_1^2} + \frac{x_2}{1 + x_1^2 + x_2^2} + \cdots + \frac{x_n}{1 + x_1^2 + x_2^2 + \cdots + x_n^2}. $$ There is also the following Ji Chen's estimation (mentioned in the link below): $$\frac{x_1}{1+x_1^2}+\frac{x_2}{1+x_1^2+x_2^2}+\dotsb+\frac{x_n}{1+x_1^2+x_2^2+\dotsb+x_n^2}<\sqrt{n}-\dfrac{\ln{n}}{2\sqrt{n}}.\tag{1}$$
This is the follow up of Prove that $\frac{a}{1+a^2}+\frac{b}{1+a^2+b^2}+\frac{c}{1+a^2+b^2+c^2}+\frac{d}{1+a^2+b^2+c^2+d^2}\leq\frac{3}{2}$.
Question: How to prove the bound (1)? Can we obtain better upper bounds?
Any comments and solutions are welcome and appreciated.
Edit(2022/02/22): The problem can be rephrased as follows:
Let $c_1 = 1/2$ and $c_{k + 1} = g(c_k), k \ge 1$ where
$$g(c) = \frac18\sqrt{-2c^4 + 40c^2 + 16 + 2c(c^2 + 8)\sqrt{c^2 + 8}}.$$ Find the upper bounds of $c_n$.
Some bounds:
- IMO ShortList 2001, algebra problem 3, see: https://artofproblemsolving.com/community/c6h17449p119163 $$\frac{x_1}{1+x_1^2}+\frac{x_2}{1+x_1^2+x_2^2}+\dotsb+\frac{x_n}{1+x_1^2+x_2^2+\dotsb+x_n^2}<\sqrt{n}. \tag{2}$$ zhaobin@AoPS gave a very nice proof for (2): \begin{align*} &\mathrm{LHS}^2\\ \le\ & n\left(\frac{x_1^2}{(1+x_1^2)^2}+\frac{x_2^2}{(1+x_1^2+x_2^2)^2}+\dotsb+\frac{x_n^2}{(1+x_1^2+x_2^2+\dotsb+x_n^2)^2}\right)\\ \le\ & n\Big(\frac{x_1^2}{1\cdot (1+x_1^2)}+\frac{x_2^2}{(1+x_1^2)(1+x_1^2+x_2^2)}+ \frac{x_3^2}{(1+x_1^2+x_2^2)(1+x_1^2+x_2^2+x_3^2)}\dotsb\Big)\\ \le\ & n\Big(1 - \frac{1}{1+x_1^2} + \frac{1}{1+x_1^2} - \frac{1}{1+x_1^2+x_2^2} + \frac{1}{1+x_1^2+x_2^2} - \frac{1}{1+x_1^2+x_2^2+x_3^2}\cdots\Big)\\ \le\ & n\left(1 - \frac{1}{1+x_1^2+x_2^2 + \cdots + x_n^2}\right)\\ <\ & n. \end{align*}
My attempt:
I found the following relation: Let $y_k = \frac{x_{k+1}}{\sqrt{1+x_1^2}}, k = 1, 2, \cdots, n-1$ and we have $$\sum_{m=1}^n \frac{x_m}{1 + \sum_{k=1}^m x_k^2} = \frac{x_1}{1 + x_1^2} + \left(\sum_{m=1}^{n-1} \frac{y_m}{1 + \sum_{k=1}^m y_k^2}\right)\frac{1}{\sqrt{1+x_1^2}}.$$ By this, if we have $\sum_{m=1}^{n-1} \frac{x_m}{1 + \sum_{k=1}^m x_k^2} \le F(n-1)$ on $\mathbb{R}^{n-1}$ for some function $F(\cdot)$, then we have $\sum_{m=1}^n \frac{x_m}{1 + \sum_{k=1}^m x_k^2} \le g(F(n-1))$ on $\mathbb{R}^n$ where $$g(c) \triangleq \max_{x\in \mathbb{R}} \frac{x}{1+x^2} + c \frac{1}{\sqrt{1+x^2}}.$$ Remark: $g(c)$ admits a closed form: $$g(c) = f\left(\sqrt{\tfrac{2}{c^2 + 2 + c\sqrt{c^2 + 8}}},\ c\right) = \frac{\sqrt{\frac{2}{c\, \sqrt{c^2 + 8} + c^2 + 2}}}{1 + \frac{2}{c\, \sqrt{c^2 + 8} + c^2 + 2}} + \frac{c}{\sqrt{1 + \frac{2}{c\, \sqrt{c^2 + 8} + c^2 + 2}}}$$ where $f(x, y) = \frac{x}{1+x^2} + \frac{y}{\sqrt{1+x^2}}$.
We immediately have the following results:
- The maximum of $\sum_{m=1}^n \frac{x_m}{1 + \sum_{k=1}^m x_k^2}$ is given by $$\underbrace{g\circ g \circ \cdots \circ g}_{n-1} \left(\frac{1}{2}\right).$$
Indeed, denote the maximum of $\sum_{m=1}^n \frac{x_m}{1 + \sum_{k=1}^m x_k^2}$ by $M(n)$, and we have $M(n) = g(M(n-1))$. Also, $M(1)$ is equal to the maximum of $\frac{x_1}{1+x_1^2}$ which is $1/2$. The desired result follows.
- A upper bound for $\sum_{m=1}^n \frac{x_m}{1 + \sum_{k=1}^m x_k^2}$ is $\sqrt{n}$.
We use mathematical induction. When $n=1$, it is true. Assume $\sum_{m=1}^n \frac{x_m}{1 + \sum_{k=1}^m x_k^2} < \sqrt{n}$. We need to prove that $g(\sqrt{n}) < \sqrt{n+1}$. It is true.
Similarly, we can obtain $\sum_{m=1}^n \frac{x_m}{1 + \sum_{k=1}^m x_k^2} \le \sqrt{n} - \frac{1}{2\sqrt{n}}$.
However, this does not work for $\sum_{m=1}^n \frac{x_m}{1 + \sum_{k=1}^m x_k^2} < \sqrt{n}-\frac{\ln{n}}{2\sqrt{n}}$ since $g(\sqrt{n}-\frac{\ln{n}}{2\sqrt{n}}) < \sqrt{n+1}-\frac{\ln{n+1}}{2\sqrt{n+1}}$ is not true.


Structure and systematics are well known to Mathematics.
So start of with a simple infinite sequence. Start with 1 constant.
The problem is then
$\sum_{k=1}^{n}\frac{x_{k}}{1+\sum_{l=1}^{l}x_{l}^{l}}$
I hope there is an agreement to this.
This is equal to
$-1+EulerGamma+PolyGamma(0,2+n)$
in full generality. I wrote for better identification purpose the trivial names in full. $n$ is still free. $n$ is a natural integer as assumed.
A short plot and all the given arguments are gone:
The upper bound of the problem is matched for all n bigger than 0.
As mentioned at the start this can be done for all reals
$\sum_{k=1}^{n}\frac{a}{1+\sum_{l=1}^{l}a_{k}^{2}}=$
$\frac{-PolyGamma(0,1+\frac{1}{a^2})+-PolyGamma(0,1+\frac{1}{a^2}+n)}{a}$
That are infinitely many examples following the first one.
The complications arise to small values of $a$ and in the definition problems of the PolyGamma function.
Constant sequences do not seem too impressive but give a nice introduction to the so general problem.
The next steps are, to do this for the most important sequences.
$\sum_{k=1}^{n}\frac{\frac{1}{k}}{1+\sum_{l=1}^{l}(\frac{1}{k})^{2}}=$
$-1+EulerGamma+PolyGamma(0,2+n)$
So the same as our starting point.
Look at an example of a divergent sequence for example the integers itself:
$\sum_{k=1}^{n}\frac{k}{1+\sum_{l=1}^{l}k^{2}}=$
The result can not be given in a closed form. It has complicated rootsums. I took a screen in a famous CAS for an idea:
So this is seemingly the basis for all possible finite sequences that can be invented and done into the sum of quotients of the sequence at the summation index divided by one plus the finite sum over the sequence up to the summation index.
Zoom into the critical region compared to the function of the problem is
So limits and borders are that of PolyGamma functions. This works fine because of the definition of the PolyGamma functions. I personally have several problems open. First I can not find another source for this definition of the PolyGamma function. There might be more correction to the $\sqrt(n)$ upper border/limit. I did work out that. The artifact vanishes for more plot points. There are many more sequences that can be tried and stay conform. This can be extended into the complexes and follow still the PolyGamma function. PolyGamma is defined in well known formula collection like Abramovitch, Stegun, and CAS.