Section 14.2

The Banach Contraction Principle and Picard's Theorem

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Problem 14.15

Let pp be a polynomial. Show that p:R→Rp: \mathbb {R} \rightarrow \mathbb {R} is Lipschitz if and only if the degree of pp is less than 2.

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Problem 14.16

Fix α>0\alpha > 0, define f(x)=αx(1−x)f(x) = \alpha x(1-x) for xx in [0,1][0,1].

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(i)

For what values of α\alpha is f([0,1])⊆[0,1]f([0,1]) \subseteq [0,1] ?

(ii)

For what values of α\alpha is f([0,1])⊆[0,1]f([0,1]) \subseteq [0,1] and f:[0,1]→[0,1]f:[0,1] \rightarrow [0,1] a contraction?

Problem 14.17

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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Problem 14.18

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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Problem 14.19

Let XX be a compact metric space and TT a mapping from XX into itself such that

ρ(T(u),T(v))<ρ(u,v) for all u,v∈X,u≠v. \rho (T(u), T(v)) < \rho (u, v) \text{ for all } u, v \in X, u \neq v .

Show that TT has a unique fixed-point.

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Problem 14.20

Define f(x)=π/2+x−arctan⁡xf(x) = \pi / 2+x-\arctan x for all real numbers xx. Show that

∣f(u)−f(v)∣<∣u−v∣ for all u,v∈R,u≠v.  \left|f(u)-f(v)\right| < \left|u-v\right| \text{ for all } u, v \in \mathbb {R}, u \neq v \text{. }

Show that ff does not have a fixed-point. Does this contradict the preceding problem?

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Problem 14.21

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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Problem 14.22

Suppose that the mapping f:Rn→Rnf: \mathbb {R}^{n} \rightarrow \mathbb {R}^{n} is a contraction. Define g(x)=x−f(x)g(x) = x-f(x) for all xx in Rn\mathbb {R}^{n}. Show that the mapping g:Rn→Rng: \mathbb {R}^{n} \rightarrow \mathbb {R}^{n} is both one-to-one and onto. Also show that gg and its inverse are continuous.

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Problem 14.23

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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Problem 14.24

Show that if the function g:R2→Rg: \mathbb {R}^{2} \rightarrow \mathbb {R} has continuous first-order partial derivatives, then for each point (x0,y0)\left(x_{0}, y_{0}\right) in R2\mathbb {R}^{2} there is a neighborhood O\mathcal{O} of (x0,y0x_{0}, y_{0}) on which the Lipschitz assumption (7) holds.

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Problem 14.25

In case the function g:O→Rg: \mathcal{O} \rightarrow \mathbb {R} has the form g(x,y)=h(x)+byg(x, y) = h(x)+b y, where the function h:R→Rh: \mathbb {R} \rightarrow \mathbb {R} is continuous, prove that the following is an explicit formula for the solution of (5):

f(x)=eb(x−x0)y0+∫x0xeb(x−t)h(t)dt for all x in I f(x) = e^{b\left(x-x_{0}\right)} y_{0}+\int _{x_{0}}^{x} e^{b(x-t)} h(t) d t \text{ for all } x \text{ in } I
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Problem 14.26

Consider the differential equation

f′(x)=3[f(x)]2/3 for all x∈Rf(0)=0 \begin{aligned} f^{\prime }(x) & = 3[f(x)]^{2 / 3} \text{ for all } x \in \mathbb {R} \\ f(0) & = 0 \end{aligned}

Show that the function f:R→Rf: \mathbb {R} \rightarrow \mathbb {R} that is identically 0 is a solution and the function f:R→Rf: \mathbb {R} \rightarrow \mathbb {R} defined by f(x)=0f(x) = 0, if x<0x < 0 and f(x)=x3f(x) = x^{3}, if x≥0x \geq 0, is also a solution. Does this contradict the Picard Existence Theorem?

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Problem 14.27

For a positive number ϵ\epsilon, consider the differential equation

f′(x)=(1/ϵ)[1+(f(x))2] for all x∈Rf(0)=0 \begin{aligned} f^{\prime }(x) & = (1 / \epsilon )\left[1+(f(x))^{2}\right] \text{ for all } x \in \mathbb {R} \\ f(0) & = 0 \end{aligned}

Show that on the interval I=(−ϵ(π/2),ϵ(π/2))I = (-\epsilon (\pi / 2), \epsilon (\pi / 2)) there is a unique solution of this differential equation that is defined by f(x)=tan⁡(x/ϵ)f(x) = \tan (x / \epsilon ) and there is no solution in an interval strictly containing II.

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Problem 14.28

Let II be an open interval in R\mathbb {R} and suppose that the function h:I→Rh: I \rightarrow \mathbb {R} has the property that there are points x1<x2x_{1} < x_{2} in II and a number cc such that h(x1)<c<h(x2)h\left(x_{1}\right) < c < h\left(x_{2}\right) but cc does not belong to h(I)h(I). Prove that there is no solution to the differential equation (5) by arguing that if f:I→Rf: I \rightarrow \mathbb {R} is a solution, then the continuous function f(x)−cxf(x)-c x fails to attain a minimum value on the interval [x1,x2]\left[x_{1}, x_{2}\right].

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Problem 14.29

Use the preceding exercise to prove that if II is an open interval in R\mathbb {R} and the function f:I→Rf: I \rightarrow \mathbb {R} is differentiable, then the image of the derivative f′:I→Rf^{\prime }: I \rightarrow \mathbb {R} is an interval.

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Problem 14.30

State and prove a form of the Picard Existence Theorem for systems of differential equations in the following context: O\mathcal{O} is an open subset of R×Rn,g:O→Rn\mathbb {R} \times \mathbb {R}^{n}, \mathbf{g}: \mathcal{O} \rightarrow \mathbb {R}^{n} is continuous, the point (x0,y0x_{0}, \mathbf{y}_{0}) is in O\mathcal{O}, and the system of differential equations is

f′(x)=g(x,f(x)) for all x∈If(x0)=y0. \begin{aligned} & \mathbf{f}^{\prime }(x) = \mathbf{g}(x, \mathbf{f}(x)) \text{ for all } x \in I \\ & \mathbf{f}\left(x_{0}\right) = \mathbf{y}_{0} . \end{aligned}
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