TITLE: Does there exist a sequence $\{a_n\}_{n\ge1}$ with $a_n < a_{n+1}+a_{n^2}$ such that $\sum_{n=1}^{\infty}a_n$ converges?
QUESTION [25 upvotes]: Does there exist a sequence $\{a_n\}_{n\ge1}$ with $a_n < a_{n+1}+a_{n^2}$ such that $\sum_{n=1}^{\infty}a_n$ converges?
Does there exist a sequence with the same property but with each term positive?

REPLY [3 votes]: Suppose such a positive sequence $\{a_n\}_{n \in \mathbb{N}}$ exists. 
Then by repeated application of the property $a_n < a_{n+1}+a_{n^2}$ on each term appearing starting from $a_2$, gives: $a_2 < a_3 + a_4 < a_4 + a_5 + a_9 +a_{16} < \ldots $ and so on. 
Let, $\{S_k\}_{k\ge 1}$ be the resulting sequence of subscripts formed by such repeated applications. So, $S_1=\{2\},S_2=\{3,4\},S_3=\{4,5,9,16\},\ldots$ and so on.
The idea is to show that these $S_k$'s have no repeating elements, so that $\sum\limits_{n=1}^{\infty} a_n$ must diverge, because any tail of the series must be greater than $a_2 > 0$. 
Now, Choose the smallest $l$, where a repetition happens in $S_l$. Then the repeating element must be of the form $m^2$, for some $m \in \mathbb{N}$, which comes from $m \in S_{l-1}$ and $m^2-1 \in S_{l-1}$. 
But, then $m^2-1 \in S_{l-1} \implies m^2-2 \in S_{l-2} \implies \ldots \implies m^2-2m+2 \in S_{l-2m +2}$ 
since, none of $m^2-1,m^2-2,\ldots,m^2-2m+2$ are perfect squares. Thus we must have $l > 2m-2$.
Also, $m \in S_{l-1} \implies m > l-1$.
Which is absurd as $m$ is greater than $2$.
(Q.E.D.)