Banach's fixed-point theorem: Difference between revisions
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=== | === Solution of a linear ordinary differential equation === | ||
Let | Let | ||
:<math> y'+ly = g</math> | :<math> y'+ly = g</math> | ||
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and to show that the iteration | and to show that the iteration | ||
:<math> F(f_n)(x) = c+\int_{x_0}^x g(t) -l(t)f_n(t) \,\mathrm{d}t</math> | :<math> F(f_n)(x) = c+\int_{x_0}^x g(t) -l(t)f_n(t) \,\mathrm{d}t</math> | ||
is contracting if we reduce the interval to [''x''< | is contracting if we reduce the interval to [''x''<sub>0</sub>-ε,''x''<sub>0</sub>+ε] with ε < 1/max |l| on [''a'',''b'']. | ||
Gluing together solutions we obtained for the smaller intervals, we can construct a unique solution on the whole interval [''a'',''b'']. Using the vector valued version of the theorem, we can also prove the existence and uniqueness of solutions of ''d''th order linear ODEs. The statement in the nonlinear case is a local one as long as the implicit ODE | Gluing together solutions we obtained for the smaller intervals, we can construct a unique solution on the whole interval [''a'',''b'']. Using the vector valued version of the theorem, we can also prove the existence and uniqueness of solutions of ''d''th order linear ODEs. The statement in the nonlinear case is a local one as long as the implicit ODE | ||
:<math> F(y^{(d)},y^{(d-1)},\dots,y) = 0</math> | :<math> F(y^{(d)},y^{(d-1)},\dots,y) = 0</math> | ||
is continuous in all ''y''s and ''F'' has a partial derivative bounded away from 0 with respect to the highest order ''y''<sup>(''d'')</sup>. | is continuous in all ''y''s and ''F'' has a partial derivative bounded away from 0 with respect to the highest order ''y''<sup>(''d'')</sup>. | ||
=== Uniqueness of self-similar fractals === | === Uniqueness of self-similar fractals === |
Revision as of 06:38, 16 January 2012
In the area of metric spaces a category of Mathematics, the Banach's fixed-point theorem states that a contracting map in a complete metric space has a unique fixed-point.
Proof
Given a contracting map, i.e. f:X→X with a constant c<1 such that
we consider the sequences x0 ∈ X and xn+1 = f(xn) which are Cauchy sequences, because for m ≤ n we have
- .
If we can ensure that Cauchy sequences converge (the completeness condition), then we have a fixed point.
Uniqueness follows, because for two fixed points x and y ∈ X we observe
which implies x=y due to the properties of the metric.
Statement
Given a complete metric space (X,ρ), i.e. a metric space in which every Cauchy sequence {xn} ⊂ X, i.e. for every ε>0, there is an N such that m, n ≥ N implies ρ(xm,xn) < ε, has a limit, i.e. a point x ∈ X such that every ε>0 has an N such that n ≥ N implies ρ(x,xn) < ε. Given further a contracting map f: X→X, i.e. there is a c < 1 such that
- ,
then there is a unique x ∈ X such that
- ,
i.e. x is a fixed-point of f.
Note that if f is not contracting, e.g. we can only assert , then there might neither be a fixed-point, e.g. the map f:R→R:x→x+1, nor if there is any fixed-point need it be unique, e.g. the map id:X→X:x→x. If the map is only weakly contracting, i.e. there might not be a fixed-point, but if there is one, then it is unique.
Applications
rth root
Heron's and Newton's formulas for computing the rth root of a positive number. Let a > 0 and r > 0 be any positive numbers. from continuity and monotonicity we know that the equation
has a unique positive solution.
In the case r=2, Heron found the iterative formula which converges for any x0 > 0 to the square root of a, because the map f:R→R:x→ (x+a/x)/2 is contracting on the interval (ε,a) with ε=2a/(a+1) which can be checked estimating the derivative of f on the interval.
For arbitrary r we consider the function g(x) = xr-a and build the iteration
- .
For the derivative we have
which vanishes at the fixed-point. Therefore there is a neighborhood of the fixed point for which the Newton iteration converges better than linear, namely quadratic, i.e. the error decreases as
for some 0<c<1.
Solution of a linear ordinary differential equation
Let
be an ordinary differential equation with continuous functions l and g on some interval [a,b]. Let further x0 ∈ [a,b] together with c ∈ R. Then the ODE with the initial condition
has locally a unique solution. The idea dating back to Picard is to use the complete metric space C1[a,b] of continuously differentiable functions on the interval, to replace the differential equation by the integral equation
and to show that the iteration
is contracting if we reduce the interval to [x0-ε,x0+ε] with ε < 1/max |l| on [a,b].
Gluing together solutions we obtained for the smaller intervals, we can construct a unique solution on the whole interval [a,b]. Using the vector valued version of the theorem, we can also prove the existence and uniqueness of solutions of dth order linear ODEs. The statement in the nonlinear case is a local one as long as the implicit ODE
is continuous in all ys and F has a partial derivative bounded away from 0 with respect to the highest order y(d).
Uniqueness of self-similar fractals
Another application is in the realm of fractals, namely an iterated function system is the union of a number of contracting maps
where the Si: X→X are all contracting. The theorem then states that in the complete metric space of compact nonempty subsets of X with the Hausdorff metric
where Sδ is the δ-parallel extension of S there is a unique compact nonempty set F ⊂ X such that S(F) = F, i.e. a fixed-set.
Literature
The theorem is standard in analysis and can thus be found in every introductory textbook about analysis.