已知数列$\{a_n\}$满足$a_0=\dfrac 12$,$a_n=a_{n-1}+\dfrac 1{n^2}a_{n-1}^2$($n\in\mathcal N^*$),求证:$\dfrac{n+1}{n+2}<a_n<n$($n\in\mathcal N^*$).
证明 先用数学归纳法证明$0<a_n<n$($n\in\mathcal N^*$).
当$n=1$时,有$a_1=\dfrac 34$符合题意.
假设当$n=k$时命题成立,即$0<a_k<k$($k\in\mathcal N^*$),则当$n=k+1$时,有$$a_{k+1}=a_k+\dfrac{a_{k}^2}{(k+1)^2}<k+\dfrac{k^2}{(k+1)^2}<k+1,$$因此当$n=k+1$时命题依然成立.
综上所述,$0<a_n<n$($n\in\mathcal N^*$).
接下来,考虑到$$\dfrac{1}{a_n}=\dfrac{n^2}{a_{n-1}(n^2+a_{n-1})}=\dfrac{1}{a_{n-1}}-\dfrac{1}{n^2+a_{n-1}},$$因此\[\begin{split} \dfrac{1}{a_0}-\dfrac{1}{a_n}&=\dfrac 1{1^2+a_0}+\dfrac 1{2^2+a_1}+\cdots +\dfrac{1}{n^2+a_{n-1}} \\ &>\dfrac{1}{1^2+1}+\dfrac{1}{2^2+2}+\cdots +\dfrac{1}{n^2+n}\\ &=\left(1-\dfrac 12\right)+\left(\dfrac 12-\dfrac 13\right)+\cdots +\left(\dfrac{1}{n}-\dfrac{1}{n+1}\right) \\ & =1-\dfrac{1}{n+1},\end{split} \]即$$2-\dfrac{1}{a_n}>1-\dfrac{1}{n+1},$$整理即得$$a_n>\dfrac{n+1}{n+2},n\in\mathcal N^*.$$
这样我们就证明了$\dfrac{n+1}{n+2}<a_n<n$($n\in\mathcal N^*$).
注 其中用到了重要的“裂项”变形:$\dfrac{\lambda }{n(n+\lambda)}=\dfrac{1}{n}-\dfrac{1}{n+\lambda}$.左边不等式也可以通过数学归纳法证明.