Banach Fixed-Point Theorem

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Theorem

Let $\struct {M, d}$ be a complete metric space.

Let $f: M \to M$ be a contraction.

That is, there exists $q \in \hointr 0 1$ such that for all $x, y \in M$:

$\map d {\map f x, \map f y} \le q \, \map d {x, y}$


Then there exists a unique fixed point of $f$.


Proof

Uniqueness

Let $f$ have two fixed points $p_1, p_2 \in M$.

It is to be proved that $p_1 = p_2$.


\(\ds \map d {p_1, p_2}\) \(=\) \(\ds \map d {\map f {p_1}, \map f {p_2} }\) Definition of Fixed Point
\(\ds \) \(\le\) \(\ds q \, \map d {p_1, p_2}\) Definition of Contraction Mapping (Metric Space)
\(\ds \leadsto \ \ \) \(\ds \paren {1 - q} \map d {p_1, p_2}\) \(\le\) \(\ds 0\) subtracting $q \, \map d {p_1, p_2}$ from both sides


Then from $\paren {1 - q} > 0$ and $\map d {p_1, p_2} \ge 0$:

$\map d {p_1, p_2} = 0$


From Metric Space Axiom $(\text M 4)$:

$p_1 = p_2$


Existence

The fixed point $p$ will be found from an arbitrary member $a_0$ of $M$ by iteration.

The plan is to obtain $\ds p = \lim_{n \mathop \to \infty} a_n$ with definition $a_{n + 1} = \map f {a_n}$.

The sequence of iterates converges in complete metric space $M$ because it is a Cauchy sequence in $M$, as is proved in the following.


Induction on $n$ applies to obtain the contractive estimate:

$\map d {a_{n + 1}, a_n} \le q^n \map d {a_1, a_0}$

Induction details $n = 1$:

\(\ds \map d {a_2, a_1}\) \(=\) \(\ds \map d {\map f {a_1}, \map f {a_0} }\) Definition of $\sequence {a_n}$
\(\ds \) \(\le\) \(\ds q \, \map d {a_1, a_0}\) Definition of Contraction Mapping (Metric Space)


Assume the contractive estimate for $n = k$.

Induction details for $n = k + 1$:

\(\ds \map d {a_{k + 2}, a_{k + 1} }\) \(=\) \(\ds \map d {\map f {a_{k + 1} }, \map f {a_k} }\)
\(\ds \) \(\le\) \(\ds q \, \map d {a_{k + 1}, a_k}\) Definition of Contraction Mapping (Metric Space)
\(\ds \) \(\le\) \(\ds q \, q^k \, \map d {a_1, a_0}\) Induction hypothesis applied. Induction complete.


Next it is to be proved that $\sequence {a_n}$ is a Cauchy sequence in $M$ by showing that $\ds \lim_{m \mathop \to \infty} \map d {a_{n + m}, a_n} = 0$ for $n$ large.

\(\ds \map d {a_{n + m}, a_n}\) \(\le\) \(\ds \sum_{j \mathop = n}^{n + m - 1} \map d {a_{j + 1}, a_j}\) Metric Space Axiom $(\text M 2)$: Triangle Inequality and telescoping sum ideas
\(\ds \) \(\le\) \(\ds \sum_{j \mathop = n}^{n + m - 1} q^j \, \map d {a_1, a_0}\) Apply the contractive estimate.
\(\ds \) \(\le\) \(\ds q^n \paren {\dfrac {1 - q^m} {1 - q} } \, \map d {a_1, a_0}\) Sum of Geometric Sequence on right hand side


We have that:

$\ds \lim_{n \mathop \to \infty} q^n = 0$

and:

$\dfrac {1 - q^m} {1 - q} \le \dfrac 1 {1 - q}$


Then $\sequence {\map d {a_{n + m}, a_n} }$ has limit zero at $m = \infty$ for large $n$.

Sequence $\sequence{a_n}$ is a Cauchy sequence convergent to some $p$ in $M$.

Then:

\(\ds \map d {\map f p, p}\) \(\le\) \(\ds \map d {\map f p, \map f {a_n} } + \map d {\map f {a_n}, p}\) Metric Space Axiom $(\text M 2)$: Triangle Inequality
\(\ds \) \(\le\) \(\ds q \, \map d {p, a_n} + \map d {a_{n + 1}, p}\) Definition of Contraction Mapping (Metric Space), and $a_{n + 1} = \map f {a_n}$

The right hand side has limit zero at $n = \infty$.

Then:

$\map d {\map f p, p} = 0$

Then by Metric Space Axiom $(\text M 4)$:

$\map f p = p$

$\blacksquare$


Also known as

The Banach Fixed-Point Theorem is also known as:

the Contraction Mapping Theorem
the Contraction Theorem
the Banach Contraction Principle
the Banach Contraction Theorem
the Contraction Lemma.


Source of Name

This entry was named for Stefan Banach.


Historical Note

The Banach Fixed-Point Theorem was proved by Stefan Banach in $1922$.


Sources