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Comments on Formalizing proof of existence of roots of functional equation

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Formalizing proof of existence of roots of functional equation

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Hey, codidact!

I've been solving for solutions to $f^n(x)=x$ where $f(x) = 4x(1-x)$ (the r=4 case of the logistic map, yes) and $f^n(x) = f(f^{n-1}(x))$ is defined recursively. Domain and range are both $[0,1]$.

I think I'm almost there - just need some logic to clear the (apparently) last hurdle.

Since $f^n(x)$ can arise from two different values of $f^{n-1}(x)$ (symmetrical about 0.5) I began to build a sort of reverse tree where I go backwards from $f^n(x)$ to $2^n$ possible values of $x$. This implies that for any $f^n(x) = k, 0 \lt k \lt 1$ there are $2^n$ distinct $x$ available to iterate on. (The $f^n(x) = 1, 0$ cases have some number of repeated roots, but that does not matter, as I am solving for equality to $x$, and 0 is a solution and I leave it at that)

I have this inkling of an idea: since there are infinite such $k$ I should be easily able to find $2^n$ values of $k$ such that $k$ is a part of ${\{x:f^n(x)=x}\}$. But this sort of reasoning seems highly inaccurate to me.

Is this even an acceptable conjecture? Is there any way I can formalize the proof along these lines?

I'd appreciate help with tags.

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Attempted restatement of the problem (2 comments)
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All real roots are in $[0, 1)$.

If $x \le 0$ then $f(x) \le x$ with equality only at $x = 0$. By induction, for all $n \in \mathbb{N}$ and $x \le 0$ we have $f^n(x) \le x$ with equality only at $x = 0$.

If $x \ge 1$ then $f(x) \le 0$, so for all $n \in \mathbb{N}$ we have $f^n(x) \le 0 < x$.

Therefore by elimination all real roots of $f^n(x) - x$ are in the interval $[0, 1)$.

There are $2^n$ real roots for $n \ge 1$

Let $g_-(x) = \frac{1 - \sqrt{1 - x}}{2}$ and $g_+(x) = \frac{1 + \sqrt{1 - x}}{2}$. $g_-$ is a continuous bijection from $[0,1]$ to $[0, \tfrac12]$ and $g_+$ is a continuous bijection from $[0,1]$ to $[\tfrac12, 1]$. Both of them satisfy $f(g(x)) = x$.

Consider a function $h$ constructed by composing some sequence of length $n \ge 1$ where each element of the sequence is $g_-$ or $g_+$. Then $f^n(h(x)) = x$. Moreover, $h$ is a continuous bijection from $[0,1]$ to some closed interval $I_h \subset [0,1]$ which depends on the sequence used to construct it. $h(0) \ge 0$ and $h(1) \le 1$, so by Bolzano's theorem there is a fixpoint $x_h$ for which $h(x_h) = x_h$. Therefore $f^n(h(x_h)) = f^n(x_h)$, whence $f^n(x_h) = x_h$.

Finally, we note that each choice of sequence gives a different interval for the domain of $h$, and therefore for the corresponding fixpoint $x_h$. The intervals aren't quite disjoint: to complete the proof it's necessary to deal with the special case $g_-(1) = g_+(1)$, but since we've already noted that $1$ isn't a root I will hand-wave that away.

There are $2^n$ choices of sequences, so at least $2^n$ real roots in $[0, 1)$; but since $f^n(x) - x$ is a polynomial of degree $2^n$ it cannot have more than $2^n$ roots.

The key point which I think you were missing is the relevance of continuity.


To be precise, we need to case split on equality vs inequality and apply Bolzano's theorem in the case with no equality.

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Unique intervals (2 comments)
Unique intervals
zayn‭ wrote 5 months ago

Thanks a lot for the answer, sorry for the late response. I'm having a little difficulty reasoning why the intervals of domains of $h(x)$ should be unique for each sequence. Could you please explain, briefly, your reasoning for the same?

Peter Taylor‭ wrote 5 months ago

When $n=1$ the two options for $h$ are $g_-$ and $g_+$, whose domains intersect only at $[\frac12,\frac12]$. If all of the domains at level $n$ intersect only at irrelevant points then at $n+1$ each $h_n$ becomes $h_n(g_-(x))$ and $h_n(g_+(x))$, which splits the domain of $h_n$ into two parts which overlap only at a point.