Banach fixed-point theorem (contraction mapping principle)

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An accurate map of California is spread out flat on a table in Evans Hall, in Berkeley. Prove that there is exactly one point on the map lying directly over the point it represents.

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Define a sequence of positive numbers as follows. Let x0>0x_0 > 0 be any positive number, and let xn+1=(1+xn)−1x_{n+1} = (1+x_n)^{-1}. Prove that this sequence converges, and find its limit.

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Let KK be a continuous function on the unit square 0≤x,y≤10 \leq x, y \leq 1 satisfying ∣K(x,y)∣<1\left|K(x,y)\right| < 1 for all xx and yy. Show that there is a continuous function f(x)f(x) on [0,1][0,1] such that we have

f(x)+∫01K(x,y)f(y) dy=ex2. f(x) + \int _0^1 K(x,y) f(y) \, dy = e^{x^2}.

Can there be more than one such function ff?

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Let gg be a continuous real valued function on [0,1][0,1]. Prove that there exists a continuous real valued function ff on [0,1][0,1] satisfying the equation

f(x)−∫0xf(x−t)e−t2 dt=g(x). f(x) - \int _0^x f(x-t) e^{-t^2} \, dt = g(x).
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Show there is a unique continuous real valued function f:[0,1]→Rf : [0,1] \to \mathbb {R} such that

f(x)=sin⁡x+∫01f(y)ex+y+1 dy. f(x) = \sin x + \int _0^1 \frac{f(y)}{e^{x+y+1}} \, dy.
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Let (M,d)(M,d) be a nonempty complete metric space. Let SS map MM into MM, and write S2S^2 for S∘SS \circ S; that is, S2(x)=S(S(x))S^2(x) = S(S(x)). Suppose that S2S^2 is a strict contraction; that is, there is a constant λ<1\lambda < 1 such that for all points x,y∈Mx, y \in M, d(S2(x),S2(y))≤λd(x,y)d(S^2(x), S^2(y)) \leq \lambda d(x,y). Show that SS has a unique fixed point in MM.

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Let the function f:R→Rf: \mathbb {R} \rightarrow \mathbb {R} be differentiable on R\mathbb {R} and satisfy sup⁡t∈R∣f′(t)∣⩽q<1\sup_{t \in \mathbb {R}}\left|f^{\prime }(t)\right| \leqslant q < 1. Prove that the equation f(t)=tf(t) = t has a unique solution on R\mathbb {R}.

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Using the contraction mapping theorem, compute the limit of the sequence of continued fractions: 2;2+122 ; 2+\frac{1}{2}; 2+12+12;…2+\frac{1}{2+\frac{1}{2}} ; \ldots

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Let the function f:R→Rf: \mathbb {R} \rightarrow \mathbb {R} be differentiable on R\mathbb {R} and satisfy inf⁡t∈R∣f′(t)∣⩾q>1\inf_{t \in \mathbb {R}}\left|f^{\prime }(t)\right| \geqslant q > 1. Prove that the equation f(t)=tf(t) = t has a unique solution on R\mathbb {R}.

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Prove that the equation x(t)=t+εx(tα)x(t) = t+\varepsilon x\left(t^{\alpha }\right), where ∣ε∣<1,α>0\left|\varepsilon \right| < 1, \alpha > 0, has a unique solution in the space C[0,1]C[0,1].

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Prove that the mapping A:C[0,1]→C[0,1],Ax(t)=λ∫0tx(s)ds+1A: C[0,1] \rightarrow C[0,1], A x(t) = \lambda \int_{0}^{t} x(s) d s+1, is a contraction for ∣λ∣<1\left|\lambda \right| < 1, and find its fixed point.

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Let, in a complete metric space XX, the mapping ff be continuous and let some power fp=f∘f∘…∘f⏟pf^{p} = \underbrace{f \circ f \circ \ldots \circ f}_{p} of the mapping ff be a contraction: ρ(fp(x),fp(y))⩽qρ(x,y)\rho \left(f^{p}(x), f^{p}(y)\right) \leqslant q \rho (x, y), where q<1,x,y∈Xq < 1, x, y \in X. Prove that the mapping ff has a unique fixed point in XX: f(x)=xf(x) = x.

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Does there exist an incomplete metric space in which the contraction mapping principle holds?

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Construct an example of a complete metric space XX and a mapping f:X→Xf: X \rightarrow X such that ρ(f(x),f(y))<ρ(x,y)\rho (f(x), f(y)) < \rho (x, y), but ff has no fixed point.

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Let (M,d)(M,d) be a nonempty complete metric space. Let SS map MM into MM, and write S2S^{2} for S∘SS \circ S, that is, S2(x)=S(S(x))S^{2}(x) = S(S(x)). Suppose that S2S^{2} is a strict contraction, that is, there is a constant λ<1\lambda < 1 such that for all points x,y∈Mx, y \in M, d(S2(x),S2(y))≤λd(x,y)d(S^{2}(x), S^{2}(y)) \leq \lambda d(x,y). Show that SS has a unique fixed point in MM.

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Let KK be a continuous function on the unit square 0≤x,y≤10 \leq x, y \leq 1 satisfying ∣K(x,y)∣≤1\left|K(x,y)\right| \leq 1 for all xx and yy. Show that there is a continuous function f(x)f(x) on [0,1][0,1] such that we have

f(x)+∫01K(x,y)f(y) dy=ex2. f(x) + \int _{0}^{1} K(x,y) f(y) \, dy = e^{x^{2}}.

Can there be more than one such function ff?

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(a)

Show that the mapping I:C[0,1]→C[0,1]I : C[0,1] \to C[0,1]

(If)(x)=ex+12∫0x2f(t) dt (If)(x) = e^x + \frac{1}{2} \int _0^{x^2} f(t) \, dt

is a contracting mapping on C[0,1]C[0,1], with the supremum norm.

(b)

Show that there exists one and only one smooth function ff on [0,1][0,1] satisfying the conditions:

ddxf(x)=ex+xf(x2), \frac{d}{dx} f(x) = e^x + xf(x^2), f(0)=1. f(0) = 1.

Let AA be the quincunx matrix given in equation (12.7) and let d=(1,0)d = (1,0). Then f(K)=A−1(K)∪A−1(K+d)f(K) = A^{-1}(K) \cup A^{-1}(K+d) maps H(R2)\mathcal{H}\left(\mathbb {R}^{2}\right) into itself, and it can be shown that ff is contractive with respect to the metric given in Exercise 12.5. This implies that ff has a unique fixed point QQ, and given any set K0∈H(R2)K_{0} \in \mathcal{H}\left(\mathbb {R}^{2}\right) the iteration Kn+1=f(Kn)K_{n+1} = f\left(K_{n}\right) converges to QQ. Use this to plot the twin dragon QQ (take K0={0}K_{0} = \left\{ 0\right\}).

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The function ff, defined on R\mathbb {R}, satisfies the Lipschitz condition: there exists k>0k > 0 such that for any x1,x2∈Rx_{1}, x_{2} \in \mathbb {R} the inequality holds

∣f(x1)−f(x2)∣⩽k∣x1−x2∣. \left|f\left(x_{1}\right)-f\left(x_{2}\right)\right| \leqslant k\left|x_{1}-x_{2}\right|.

Prove that if k<1k < 1, then there exists a solution of the equation f(x)=xf(x) = x, and it is the only one.

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Prove the stated assertion. A contraction mapping f:X→Xf: X \rightarrow X is uniformly continuous on XX.

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Prove the stated assertion. A contraction mapping ff of a complete metric space into itself has a unique fixed point, i.e., a point such that f(x)=xf(x) = x.

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Prove the stated assertion. If some power of a mapping of a complete metric space into itself is a contraction mapping, then the mapping itself has a unique fixed point.

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Prove the stated assertion. If the function f(t)f(t) is continuous on the segment [a;b][a ; b], the function K(t;s)K(t ; s) is continuous on the square Q=[a;b]×[a;b],c=max⁡Q∣K(t;s)∣,λQ = [a ; b] \times [a ; b], c = \max_{Q}\left|K(t ; s)\right|, \lambda is some number, and then:

A(x)=λ∫atK(t;s)x(s)ds+f(t) A(x) = \lambda \int _{a}^{t} K(t ; s) x(s) d s+f(t)
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(1)

the mapping AA maps the space C[a;b]C[a ; b] (see problem 31) into itself;

(2)

for any functions x1∈C[a;b],x2∈C[a;b]x_{1} \in C[a ; b], x_{2} \in C[a ; b] and any t∈[a;b]t \in [a ; b] the inequality

∣An(x1)(t)−An(x2)(t)∣⩽λ2cn(b−a)nn!max⁡[a;b]∣x1(t)−x2(t)∣ \left|A^{n}\left(x_{1}\right)(t)-A^{n}\left(x_{2}\right)(t)\right| \leqslant \frac{\lambda ^{2} c^{n}(b-a)^{n}}{n !} \max _{[a ; b]}\left|x_{1}(t)-x_{2}(t)\right|

holds.

Prove the stated assertion. The mapping A(x)A(x) of the preceding problem, of the space C[a;b]C[a ; b] into itself, has a unique fixed point, i.e., the equation

x(t)=λ∫atK(t;s)s(s)ds+f(t) x(t) = \lambda \int _{a}^{t} K(t ; s) s(s) d s+f(t)

has, for any λ\lambda, a unique continuous solution.

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Give an example of a mapping ff of a complete metric space XX into itself for which, for any two points x∈Xx \in X, y∈Xy \in X, the condition ρ(f(x);f(y))⩽ρ(x;y)\rho (f(x) ; f(y)) \leqslant \rho (x ; y) holds, but which has no fixed point.

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In solving the equation x=1x+ax=\frac{1}{x}+a (aa a positive parameter) by the iteration method, a recurrent sequence xn=1xn−1+a,x0>0x_{n}=\frac{1}{x_{n-1}}+a, x_{0}>0 arises. Prove that the limit l=lim⁡xnl=\lim x_{n} exists, and find the asymptotics of the differences xn−lx_{n}-l.

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Prove Banach Fixed-point Theorem (Theorem 2.3.21).

Theorem 2.3.21 (Banach Fixed-point Theorem): A contraction on a metric space has exactly one fixed point, i.e., the point xx such that f(x)=xf(x)=x.

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Does a mapping of a metric space XX into itself that is Lipschitz with Lipschitz constant less than 1 necessarily have a fixed-point?

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Does a mapping of a complete metric space into itself that is Lipschitz with Lipschitz constant 1 necessarily have a fixed-point?

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In Euclidean space Rn\mathbb {R}^{n} consider the closed unit ball B={x∈Rn∣∥x∥≤1}B = \left\{ x \in \mathbb {R}^{n} \mid \left\| x\right\| \leq 1\right\}. Let ff map BB into BB and be Lipschitz with Lipschitz constant 1. Without using the Brouwer Fixed-Point Theorem, show that ff has a fixed-point.

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Let XX be a complete metric space containing the point x0x_{0} and let rr be a positive real number. Define K={x in X∣ρ(x,x0)≤r}K = \left\{ x \text{ in } X \mid \rho \left(x, x_{0}\right) \leq r\right\}. Suppose that the mapping T:K→XT: K \rightarrow X is Lipschitz with Lipschitz constant cc. Suppose also that cr+ρ(T(x0),x0)≤rc r+\rho \left(T\left(x_{0}\right), x_{0}\right) \leq r. Prove that T(K)⊆KT(K) \subseteq K and that T:K→XT: K \rightarrow X has a fixed-point.

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Use the Banach Contraction Principle to prove Lemma 1.

Lemma 1: Let EE be a Banach space and the operator C∈L(E)C \in \mathcal{L}(E) have ∥C∥<1\left\| C\right\| < 1. Then Id⁡−C\operatorname {Id} - C is invertible and ∥(Id⁡−C)−1∥≤(1−∥C∥)−1\left\| (\operatorname {Id} - C)^{-1}\right\| \leq (1 - \left\| C\right\| )^{-1}.

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Problem 1.5.22 from Rudin W. "Principles of Mathematical Analysis" [Rud76]More problems in Chapter 1.5 "Differentiation"

Suppose ff is a real function on (−∞,∞)(-\infty , \infty ). Call xx a fixed point of ff if f(x)=xf(x) = x.

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(a)

If ff is differentiable and f′(t)≠1f^{\prime }(t) \neq 1 for every real tt, prove that ff has at most one fixed point.

(b)

Show that the function ff defined by

f(t)=t+(1+et)−1 f(t) = t+\left(1+e^{t}\right)^{-1}

has no fixed point, although 0<f′(t)<10 < f^{\prime }(t) < 1 for all real tt.

(c)

However, if there is a constant A<1A < 1 such that ∣f′(t)∣≤A\left|f^{\prime }(t)\right| \leq A for all real tt, prove that a fixed point xx of ff exists, and that x=lim⁡xnx = \lim x_{n}, where x1x_{1} is an arbitrary real number and

xn+1=f(xn) x_{n+1} = f\left(x_{n}\right)

for n=1,2,3,…n = 1,2,3, \ldots

(d)

Show that the process described in (c) can be visualized by the zig-zag path

(x1,x2)→(x2,x2)→(x2,x3)→(x3,x3)→(x3,x4)→⋯ \left(x_{1}, x_{2}\right) \rightarrow \left(x_{2}, x_{2}\right) \rightarrow \left(x_{2}, x_{3}\right) \rightarrow \left(x_{3}, x_{3}\right) \rightarrow \left(x_{3}, x_{4}\right) \rightarrow \cdots

Let X=(X,d)X = (X, d) be a complete metric space and T:X→XT: X \rightarrow X a contraction, i.e., there exists M∈[0,1)M \in [0,1) such that d(Tx,Ty)≤Md(x,y)d(Tx, Ty) \leq M d(x, y) for all x,y∈Xx, y \in X. Theorem 6.11 (the Banach contraction mapping principle) states that there exists a unique point x∈Xx \in X with Tx=xTx = x; its proof chooses any x0∈Xx_{0} \in X and puts x1=Tx0x_{1} = T x_{0}, x2=Tx1=T2x0x_{2} = T x_{1} = T^{2} x_{0}, and so on, xn=Tnx0x_{n} = T^{n} x_{0}.

Give an inductive proof of the inequality d(xn+1,xn)≤Mnd(x1,x0)d\left(x_{n+1}, x_{n}\right) \leq M^{n} d\left(x_{1}, x_{0}\right), n=1,2,…n=1,2, \ldots, and thereby complete the proof of the contraction mapping theorem.

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Consider the function f:R→Rf: \mathbb {R} \rightarrow \mathbb {R} given by

f(x)={x+e−x2 if x≥0e32 if x<0. f(x)= \begin{cases} x+e^{\frac{-x}{2}} & \text{ if } x \geq 0 \\ e^{\frac{3}{2}} & \text{ if } x<0.\end{cases}

Show that ∣f(x)−f(y)∣<∣x−y∣\left|f(x)-f(y)\right|<\left|x-y\right| for all xx and yy, yet ff has no fixed point. Does this contradict the contraction mapping principle? Explain.

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Let (X,d)(X, d) be a compact metric space, and f:X→Xf : X \to X continuous. x∈Xx \in X is called a fixed point of ff if f(x)=xf(x) = x. ff is called a contraction if there is a number a<1a < 1 such that d(f(x),f(y))≤a d(x,y)d(f(x), f(y)) \leq a \, d(x, y) for all x,y∈Xx, y \in X. Show that a contraction has a unique fixed point. This result is known as the contraction mapping principle and plays a key role in analysis.

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Remark.
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Consider ∩nfn(X)\cap_n f^n(X), where fnf^n denotes the nn-fold composition of ff with itself, and use the finite intersection property from the previous exercise.

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