% vim: tw=50 % 25/10/2022 11AM \noindent Now we can move on to the main theorem on completeness: \begin{flashcard} \begin{definition*} Let $(X, d)$ be a metric space and $f : X \to X$. We say $f$ is a \emph{contraction} \cloze{if $\exists \lambda \in [0, 1)$ such that for all $x, y \in X$, \[ d(f(x), f(y)) \le \lambda d(x, y) \] } \end{definition*} \end{flashcard} \begin{flashcard}[contraction-mapping-theorem] \begin{theorem}[Contraction mapping theorem] \cloze{ Let $(X, d)$ be a \cloze{complete}, \cloze{non-empty} metric space and $f : X \to X$ a \fcemph{contraction}. Then $f$ has a \fcemph{unique} fixed point. } \end{theorem} \end{flashcard} \begin{hiddenflashcard} \begin{theorem}[Contraction mapping theorem] Let $(X, d)$ be a complete, non-empty metric space and $f : X \to X$ a contraction. Then $f$ has a unique fixed point. \end{theorem} \begin{proof} \cloze{ Pick $x_0$ in $X$. Define $x_{n + 1} = f(x)$. Show that $x_n$ is Cauchy, hence $x_n \to x$. By continuity of $f$, $f(x_n) = x_{n + 1} \to x$, so $f(x) = x$. } \end{proof} \end{hiddenflashcard} \begin{proof} Let $\lambda \in [0, 1)$ satisfy \[ \forall x, y \in X \quad d(f(x), f(y)) \le \lambda d(x, y) \] Let $x_0 \in X$. Recursively define $x_n = f(x_{n - 1})$ for $n \ge 1$. Let $\Delta = d(x_), x_1)$. Then, by induction, $d(x_n, x_{n + 1}) \le \lambda^n \Delta$ for all $n$. Now suppose $N \le m < n$. Then \begin{align*} d(x_m, x_n) &\le \sum_{i = m}^{n - 1} d(x_i, x_{i + 1}) \\ &\le \sum_{i = m}^{n - 1} \lambda^i \Delta \\ &\le \sum_{i = N}^\infty \lambda^i \Delta \\ &= \frac{\lambda^N \Delta}{1 - \lambda} \\ &\to 0 \end{align*} as $N \to \infty$. So for all $\eps > 0$, there exists $N$ such that for all $m, n \ge N$, $d(x_m, x_n) < \eps$. (we take $N$ such that $\frac{\lambda^N \Delta}{1 - \lambda} < \eps$). Thus $(x_n)$ is Cauchy, so by completeness it converges, say $x_n \to x \in X$. But also $x_n = f(x_{n - 1}) \to f(x)$ because $f$ is continuous. So by uniqueness of limits, $f(x) = x$. \myskip Suppose also $f(y) = y$ for some $y \in X$. Then \[ d(x, y) = d(f(x), f(y)) \le \lambda d(x, y) \] with $\lambda < 1$. So $d(x, y) = 0$, i.e. $x = y$. \end{proof} \begin{remark*} \begin{enumerate}[(1)] \item Why is $f$ continuous? We have, for all $x, y \in X$, $d(f(x), f(y)) \le d(x, y)$. So for all $\eps > 0$, $d(x, y) < \eps \implies d(f(x), f(y)) < \eps$. (so we can take $\delta = \eps$ in the definition of continuity). In particular this shows that $f$ is uniformly continuous. \item We have proved more than claimed. Not only does $f$ have a unique fixed point, but start from \emph{any} point of the space and repeatedly apply $f$ then the resulting sequence converges to the fixed point. In fact, the speed of convergence is exponential. \end{enumerate} \end{remark*} \subsubsection*{Application} Example. Suppose we want to numerically approximate the solution to $\cos x = x$. Any root must lie in $[-1, 1]$. Consider the metric space $X = [-1, 1]$ with the usual metric. $X$ is a closed subset of complete space $\RR$ so $X$ is complete. Obviously $X$ is non-empty. \myskip Think of $\cos : [-1, 1] \to [-1, 1]$. Suppose $x, y \in [-1, 1]$. Then using MVT, there is $z \in [x, y]$ \begin{align*} |\cos x - \cos y| &= |x - y||\cos' z| \\ &= |x - y||-\sin z| \\ &\le |x - y| \sin 1 \end{align*} But $0 \le \sin 1 < 1$ so $\cos$ is a contraction of $[-1, 1]$. So by Contraction mapping theorem, $\cos$ has a unique fixed point in $[-1, 1]$. That is $\cos x = x$ has a unique solution. How do we find it numerically? Use remark 2. Calculate $\cos$ iterated many times to 0 say, and we have rapid (exponential) convergence to the root. \myskip Two major applications of contraction mapping theorem later. \subsection{Sequential compactness} Recall Bolzano Weierstrass for $\RR^n$ says a bounded sequence in $\RR^n$ has a convergent subsequence. \begin{flashcard} \begin{definition*} Let $(X, d)$ be a metric space. We say $X$ is \emph{bounded} if\cloze{ \[ \exists M \in \RR ~ \forall x, y \in X \quad d(x, y) \le M \]} \end{definition*} \end{flashcard} \begin{remark*} Easy to check by triangle inequality that $X$ bounded is equivalent to $X = \emptyset$ or $\exists M \in \RR, \exists x \in X$ such that $\forall y \in X, d(x, y) \le M$. \end{remark*} \noindent So definition agrees with earlier definition for subsets of $\RR^n$. \myskip Recall: Let $(X, d)$ be a metric space and $Y \subset X$. We say $Y$ is \emph{closed} in $X$ if whenever $(x_n)$ is a sequence in $Y$ with, in $X$, $x_n \to x \in X$ then actually $x \in Y$. \begin{flashcard} \begin{definition*} A metric space is \emph{sequentially compact} if \cloze{every sequence has a convergent subsequence.} \end{definition*} \end{flashcard} \noindent Bolzano Weierstrass for $\RR^n$ is essentially the following: \begin{theorem} Let $X \subset \RR^n$ with the Euclidean metric. Then $X$ is sequentially compact if and only if $X$ is closed and bounded. \end{theorem} \begin{proof} \begin{enumerate}[(1)] \item[$\Leftarrow$] Suppose $X$ is closed and bounded. Let $(x_n)$ be a sequence in $X$. Then $(x_n)$ be a sequence in $X$. Then $(x_n)$ is a bounded sequence in $\RR^n$ so by Bolzano Weierstrass, in $\RR^n$, $x_{n_j} \to x$ for some $x \in \RR^n$ and some subsequence $(x_{n_j})$ of $(x_n)$. As $X$ is closed, $x \in X$. Hence the subsequence $(x_{n_j})$ converges in $X$. So $X$ is sequentially compact. \item[$\Rightarrow$] Suppose $X$ is not closed. Then we can find a sequence $(x_n)$ in $X$ such that in $\RR^n$, $x_n \to x \in \RR^n$ with $x \not\in X$. Now any subsequence $x_{n_j} \to x$ in $\RR^n$. But $x \not\in X$ so by uniqueness of limits $(x_{n_j})$ does not converge in $X$. So $X$ is not sequentially compact. Suppose instead $X$ is not bounded. Then can find a sequence $(x_n)$ in $X$ with for all $n$, $\|x\| \ge n$, i.e. $\|x_n\| \to \infty$ as $n \to \infty$. Suppose we have a subsequence $x_{n_j} \to x \in X$. Then $\|x_{n_j}\| \to \|x\|$ but $\|x_{n_j}\| \to \infty$, contradiction. So, again, $X$ is not sequentially compact. \end{enumerate} \end{proof}