Pointwise convergence conjecture for recurrence-defined functions

Let {Fn}\{F_n\}, {Gn}\{G_n\} and {Hn}\{H_n\} be sequences of real functions on {1,,n}\{1,\ldots,n\} satisfying

Fn(k)=Gn(k)+Hn(k)Fn(k+1),Fn(n)=μ.F_n(k)=G_n(k)+H_n(k)F_n(k+1),\qquad F_n(n)=\mu.

Define gn(x):=nGn(nx)g_n(x):=nG_n(\lfloor nx\rfloor) and hn(x):=n(1Hn(nx))h_n(x):=n(1-H_n(\lfloor nx\rfloor)) on [0,1][0,1], and suppose that they converge pointwise on (0,1)(0,1) to continuous functions gg and hh. Suppose also that the differential equation

y(x)=g(x)+h(x)y(x)y'(x)=-g(x)+h(x)y(x)

admits a solution on (0,1](0,1] only for the final condition y(1)=Θy(1)=\Theta. Pointwise convergence conjecture. Then Fn(nx)F_n(\lfloor nx\rfloor) converges pointwise on (0,1)(0,1) to a function fC1(0,1]f\in\mathcal{C}^1(0,1] satisfying

f(x)=g(x)+h(x)f(x)for x(0,1),f(1)=Θ.f'(x)=-g(x)+h(x)f(x)\quad\text{for }x\in(0,1),\qquad f(1)=\Theta.

The conjecture seeks sufficient conditions for pointwise, rather than uniform, convergence of functions associated with recurrence relations when the limiting differential equation determines the endpoint value. The source provides no resolution, so the claim remains open.

Sources & referencesView supporting material

Primary source

L. Bayón, P. Fortuny, J. M. Grau, A. M. Oller-Marcén and M. M. Ruiz, “A new method for computing asymptotic results in optimal stopping problems”, arXiv:2205.08495 (2022).

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