Problem
Let $f(x)$ satisfy that $f(1)=1$ and $f'(x)=\dfrac{1}{x^2+f^2(x)}$. Prove that $\lim\limits_{x \to +\infty}f(x)$ exists and is less than $1+\dfrac{\pi}{4}.$
Proof
Since $f'(x)=\dfrac{1}{x^2+f'(x)}>0$, $f(x)$ is strictly increasing. Thus, $f(x)>f(1)=1$ holds for all $x>1$, and $\lim\limits_{x \to +\infty}f(x)$ equals either the positive infinity or some finite value.
Notice that, $\forall x>1:$ \begin{align*} f(x)-f(1)&=\int_1^x f'(t){\rm d}t=\int_1^x \frac{1}{t^2+f^2(t)}{\rm d}t<\int_1^x\frac{1}{t^2+1}{\rm d}t=\arctan x-\frac{\pi}{4}. \end{align*} Therefore $$f(x)<\arctan x-\frac{\pi}{4}+1<\frac{\pi}{2}-\frac{\pi}{4}+1=1+\frac{\pi}{4},$$ which implies that $f(x)$ is bounded upward. Thus,$\lim\limits_{x \to +\infty}f(x)$ exists. Take the limits as $x \to +\infty$, we have $\lim\limits_{x \to +\infty}f(x)\leq 1+\dfrac{\pi}{4}.$ Can we cancel the equality mark here? In another word, can we obtain $\lim\limits_{x \to +\infty}f(x)<1+\dfrac{\pi}{4}$?