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So a problem for my class I am asked to find the big-$O$ estimate (up to 3 terms) of the solutions to $\cot x = x$. We label the solutions to this equation in increasing order $0<x_1<x_2<\cdots$ and we wish to find the expansion of $x_n$ as $n \rightarrow\infty$.

I've computed the expansion $$\cot x = x^{-1} - \frac{1}{3}x - \frac{1}{45}x^3 + O(x^5)$$

I observe graphically that for integer $m\ge0$ there exists exactly one solution between $m\pi$ and $(m+1/2)\pi$ ($x_{m+1}$ by the previous labelling). So we know that the leading order of $x_n$ should be $(n-1)\pi$. I'm not sure where to proceed from here. I tried iterating $x$ in the series expansion, but the increasing powers of $x$ gives larger errors with each iteration.

Marcy
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  • Have you checked the conditions for convergence of that series? I don't think the series converges for any positive solution other than $x_1.$ You could construct a new series for each greater solution, or solve $\cot x = x + n\pi$ and then translate that solution to the right. – David K Oct 21 '22 at 19:41

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You already find the first term $n\pi$ for $x_n$ (with $0=x_0<x_1<...$). So, let's denote $x_n=n\pi+y_n$ with $y_n=\mathcal{o}(n)$ and $0<y_n<\frac{\pi}{2}$.

$$\begin{align} &\Longrightarrow \cot(y_n)=n\pi+y_n \xrightarrow{n\to+\infty}+\infty \\ &\Longrightarrow y_n \xrightarrow{n\to+\infty} 0 \end{align}$$

So $y_n=\mathcal{o}(1)$ and we can compute the series expansion of $\cot(y_n)$ when $y_n \to 0$, we have

$$\begin{align} n\pi+y_n=\cot(y_n) = \frac{1}{y_n}+\mathcal{O}(y_n) &\Longleftrightarrow n\pi = \frac{1}{y_n}+\mathcal{O}(y_n)\\ &\Longleftrightarrow y_n = \frac{1}{n\pi + \mathcal{O}(y_n)}\\\ &\Longleftrightarrow y_n = \frac{1}{n\pi } \left(1 + \mathcal{O}(\frac{y_n}{n}) \right)\\\ &\Longleftrightarrow y_n = \frac{1}{\pi}\cdot\frac{1}{n}+\mathcal{o}\left(\frac{1}{n} \right)\\ \end{align}$$

We obtain then the second term $\frac{1}{\pi}\cdot\frac{1}{n}$.

Let's denote $x_n=n\pi+ \frac{1}{\pi}\cdot\frac{1}{n}+z_n$ with $z_n=\mathcal{o}\left(\frac{1}{n} \right)$. We have

$$\begin{align} n\pi+\frac{1}{\pi}\cdot\frac{1}{n}+z_n &=\cot\left(\frac{1}{\pi}\cdot\frac{1}{n}+z_n \right) \\&=\frac{1}{\frac{1}{\pi}\cdot\frac{1}{n}+z_n} -\frac{1}{3}\left( \frac{1}{\pi}\cdot\frac{1}{n}+z_n \right)+\mathcal{o}\left( \frac{1}{n} \right)\\ &=\pi n \left(1+ \pi n z_n \right)^{-1}-\frac{1}{3}\left( \frac{1}{\pi}\cdot\frac{1}{n}+z_n \right)+\mathcal{o}\left( \frac{1}{n} \right)\\ &=\pi n \left(1- \pi n z_n +\mathcal{o}(n^2z_n^2) \right)-\frac{1}{3\pi}\cdot\frac{1}{n}+\mathcal{o}\left( \frac{1}{n} \right)\\ &=\pi n - \pi^2 n^2 z_n +\mathcal{o}(n^2z_n)-\frac{1}{3\pi}\cdot\frac{1}{n}+\mathcal{o}\left( \frac{1}{n} \right)\tag{1}\\ \end{align}$$ Then $$\begin{align} (1) &\Longleftrightarrow \frac{4}{3\pi}\cdot\frac{1}{n} = -\pi^2 n^2 z_n++\mathcal{o}(n^2z_n)+\mathcal{o}\left( \frac{1}{n} \right)\\ &\Longleftrightarrow z_n = -\frac{4}{3\pi^3}\cdot\frac{1}{n^3} +\mathcal{o}\left( \frac{1}{n^3} \right)\\\ \end{align}$$

Conclusion: $$x_n = n\pi+\frac{1}{\pi}\cdot\frac{1}{n}-\frac{4}{3\pi^3}\cdot\frac{1}{n^3} +\mathcal{o}\left( \frac{1}{n^3} \right)$$

NN2
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It is better to consider that you look for the zeros of function $$f(x)=\cos(x)-x\sin(x)$$ which shows that the solutions are closer and closer to $n\pi$.

Expanding as a series around $x=n \pi$ gives $$f(x)=(-1)^n+(-1)^n \sum_{k=1}^\infty \frac{(k+1) \cos \left(\frac{\pi k}{2}\right)-\pi n \sin \left(\frac{\pi k}{2}\right)}{k!} (x-n\pi)^k$$ Truncate to some order and use series reversion to obtain $$x_n=n\pi+\frac{1}{\pi n}-\frac{4}{3 \pi ^3 n^3}+\frac{53}{15 \pi ^5 n^5}-\frac{1226}{105 \pi ^7 n^7}+O\left(\frac{1}{n^9}\right)$$

If you use the above truncated series $$f(x_n)=(-1)^n \frac{13597}{315 \pi ^8 n^8}+O\left(\frac{1}{n^{10}}\right)$$ which is not much as soon as $n\geq 2$.

  • Why the reversed serie is the solution? – NN2 Oct 26 '22 at 08:24
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    @NN2. Even if the value of the function is not important, I think that it gives some indication about how close is the function to the $x$ axis. Don't you agree ? Cheers :-) – Claude Leibovici Oct 26 '22 at 08:39
  • I think if the reversed serie is the solution (it seems to be the case), this method can be used to solve a class of problem (e.g. studying the behavior of $x_{n+1} = \sin(x_n)$ or estimating the solution of $x=\sin(x)$,...). I'll look at your solution tonight. Thank you! – NN2 Oct 26 '22 at 09:19
  • @NN2. I do this a lot. Search for my user name + series reversion : 296 entries ! It is more than useful. – Claude Leibovici Oct 26 '22 at 09:39
  • Sorry but I think your method does not work, at least for the problem: study the behavior of $x_{n+1}=\sin(x_n)$. The result is $x_n = \frac{\sqrt{3}}{\sqrt{n}} +\mathcal{o}\left( \frac{1}{\sqrt{n}} \right)$ (as in https://math.stackexchange.com/a/3788684/195378 ). However, the serie inversion of $x-\sin(x)$ is $$6^\frac{1}{3} x^\frac{1}{3} +\frac{x}{10} + \mathcal{O}\left( x^\frac{4}{3} \right)$$ (I use Mathematica with the command InverseSeries[Series[x - Sin[x], {x, 0, 5}]] ) – NN2 Oct 27 '22 at 19:33
  • @NN2. We are not speaking about the same things since I speak about equations and you speak about reccurence. – Claude Leibovici Oct 28 '22 at 02:59
  • @NN2. Do it for $x-\cos(x)$ expanded around $x=\frac \pi 4$. You should get $$\frac{\pi }{4}+\left(2-\sqrt{2}\right) z+\left(7-5 \sqrt{2}\right) z^2+\left(50-\frac{106 \sqrt{2}}{3}\right) z^3+\left(\frac{1277}{3}-301 \sqrt{2}\right) z^4+O(z^5)$$ where $z=\frac{1}{4} \left(2 \sqrt{2}-\pi \right)$. This gives $x=0.7390851495$ which shows an absolute error of $1.63\times 10^{-8}$. – Claude Leibovici Oct 28 '22 at 03:18
  • Interesting. But how and why we know that we should exapand the function $x=\cos(x)$ around $x =\frac{\pi}{4}$ for the solution? – NN2 Oct 28 '22 at 20:48