As mentioned in the post What is the solution of $\cos x=x$, one can obtain the solution by this interesting procedure: start with a 0 on a calculator and keep pressing the cosine button. The sequence of displayed numbers will stabilize pretty quickly and that gives the solution. My question is: why in the first place is this sequence convergent? I can tell from the graph of $y=\cos x$ and $y=x$ but I would like to see an analytical proof.
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Possible duplicate: http://math.stackexchange.com/questions/46934/what-is-the-solution-of-cosx-x?lq=1 – Atvin Jun 08 '15 at 12:30
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@Atvin: No, that question asks for the value of the fixpoint. This one asks for proof that iterating the function will converge towards the fixpoint. That is two different things. – hmakholm left over Monica Jun 08 '15 at 12:31
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1See http://en.wikipedia.org/wiki/Fixed_point_%28mathematics%29#Attractive_fixed_points and http://en.wikipedia.org/wiki/Banach_fixed-point_theorem – nabla Jun 08 '15 at 12:31
2 Answers
There's a general theory of function iteration which (among other things) states that if $f$ has a fixpoint $f(x)=x$ with $|f'(x)|<1$, then iterating the function in a neighborhood of the fixpoint will converge towards it.
Since the derivative of the cosine is always less than $1$ except at a few particular points that we can quickly see are not fixpoints, if follows that its fixpoint (which it is also easy to see it must have) must be attractive.

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Let this sequence be $\{x_n\}_n^\infty$. It is easy to see that $|x_n|\leq 1$. In the following we need the well-known fact that $|\sin x|\leq |x|$.
Claim: $|x_{n+1}-x_{n+2}|<c|x_n-x_{n+1}|$ for some positive $c<1$.
Proof: \begin{align*} |\cos x_n-\cos(\cos x_n)|&=\left|2\sin \frac{x_n+\cos x_n}{2}\sin\frac{\cos x_n-x_n}{2}\right|\\ &\leq \left|\sin\frac{x_n+\cos x_n}{2}\right|\cdot|x_n-\cos x_n|\\ &\leq \sin 1\cdot|x_n-\cos x_n| \end{align*}
Using the claim, we can show that the sequence is Cauchy and hence convergent.
\begin{align*} |x_n-x_m|&\leq |x_n-x_{n+1}|+\cdots+|x_{m-1}-x_m|\\ &\leq (c^{n-1}+\cdots+c^{m-2})|x_1-x_2|\\ &<\frac{c^{n-1}}{1-c}|x_1-x_2| \end{align*} The latter can be made arbitrarily small if $n, m$ are sufficiently large.

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