Notes on Fixed Point Theorems
4 Basic Definitions
In this section of the notes we will consider some of the basic fixed point theorems of analysis, the Brouwer and Kakutani theorems and their extensions to infinite dimensional spaces. We will finish with the remarkable result of Caristi in complete metric spaces.
A fixed point of a map is a point in its domain which satisfies the equation F (x) = x. It is clear that, for such a point to exist, the domain and range must have common points. We point out two things, first, that the problem of existence of fixed points is equivalent to the problem of the solution of equations of the form f(x) = 0. Indeed, given such an equation, we can add the variable x to each side to obtain the equation F (x) = f(x) + x = x so that x is a fixed point of F if and only if it is a zero of f. Conversely, if we wish to solve the fixted point problem, then if f(x) = F (x) − x then x is a fixed point of F if and only if f(x) = 0.
Secondly, we wish to show that the existence of fixed points of continuous real-valued maps defined on a subset of the real line, is reduced to a question of signs by the intermediate value theorem. Indeed, suppose that F is a continuous mapping of [a, b] into [a, b]. If either F (a) = a or F (b) = b then we have a fixed point. Suppose, then, that neither are true and consider the function f(x) = F (x) − x. Then f(a) = F (a) − a > 0 while f(b) = F (b) − b < 0. Moreover, if F is continuous, so is f. Therefore the intermediate value theorem of calculus implies that there is a point such that 0 = f(x) = F (x) − x and this x ∈ (a, b) is a fixed point of F .
The situation is much more complicated if we move from R to higher dimensional spaces. We are going to look and these more general settings in the following.
Perhaps the fixed point theorem best known to students in an advanced calculus class is the Banach-Caccioppoli. As the reader is undoubtedly aware, this familiar theorem is intimately related to the convergence of iterative methods, and, as such, has been the object of much research since its original introduction.
If f is a mapping of a set K into itself, f : K −→ K, then K is referred to as a self- mapping. In the case of self-mappings, we say that a point x ∈ K is a fixed point of f provided f(x) = x.
We can now state two definitions for such maps.
1 Definition 4.1 Let K be a subset of a normed linear space. A self-mapping, f, of K is called a contracting map provided, for all x, y ∈ K,
kf(x) − f(y)k ≤ α kx − yk , where 0 < α < 1 .
Definition 4.2 A self-mapping f of a subset K of a normed linear space is called a non-expansive mapping provided, for all x, y ∈ K,
kf(x) − f(y)k ≤ kx − yk .
The first result we consider is the principle of contraction mappings:
Theorem 4.3 (Banach, Caccioppoli) Let K be a closed subset of a Banach space X and T : K −→ K a contraction mapping on K. Then T has one and only one fixed point x ∈ K. Moreover, if xo ∈ K is arbitrary, then the sequence {xn+1 := T xn | n = 1, 2, 3, ···} converges to x and
αn kx − x k kx − x k ≤ 1 o , n (1 − α) where 0 < α < 1 is the contraction constant.
Proof: (1) (Uniqueness) Assume that x and y are both fixed points of T , i.e.,
kx − yk ≤ α kx − yk , and so (1 − α) kx − yk ≤ 0 which implies that x = y. This shows that the fixed point must be unique if there is any one at all.
(2) (Existence) We will construct the fixed point. Let xo ∈ K be arbitrary and consider ∞ the sequence {xn}n=1 defined above. Then we have
n kxn+1 − xnk ≤ α kxn − xn+1k ≤ · · · ≤ α kx1 − xok , n = 0, 1, 2, ···
∞ Using this inequality, we will show that the sequence {xn}n=0 is a Cauchy sequence. Indeed
2 kxm − xnk ≤ kxm − xm−1k + kxm−1 − xm−2k + ··· + kxn+1 − xnk
m−1 m−2 n ≤ [α + α + ··· + α ] kx1 − xok
n m−n−1 = α [1 + α + ··· α ] kx1 − xok αn[1 − αm−n] αn = kx − x k ≤ kx − x k . 1 − α 1 o 1 − α 1 o
Thus the sequence forms a Cauchy sequence and there exists an x ∈ X such that lim xn = n→∞ x. Since K is closed, x ∈ K. Since T is continuous and k · k is continuous (the latter
because kxk − kxn − xk ≤ kxnk ≤ kxn − xk + kxk), it follows that
0 = lim kxm+1 − T xmk = k lim [xm+1 − T xm]k = kx − T xk , m→∞ m→∞ which implies T x = x. 2
Definition 4.4 A topological space R is said to have the fixed point property provided for every continuous mapping T : R → R, there exists a p ∈ R such that T (p) = p.
The famous Brouwer fixed point theorem states: The closed unit sphere of Rn has the fixed point property. Here is an example of another such set.
2 Definition 4.5 The Hilbert cube in ` is the set of all points of the form {ξ1, ξ2,...} such that 0 ≤ ξn ≤ 1/n.
We note, first, that the Hilbert cube is compact. Indeed, since `2 is a metric space, (n) ∞ it suffices to show that it is sequentially compact. To this end, suppose {ξ }n=1 is a sequence in `2. We know that a closed bounded set in Rn is compact. So for any N we (n) ∞ (n) ∞ may select a subsequence of {ξ }n=1, which we again denote by {ξ }n=1, whose first (i) (i) N coordinates converge, i.e., ξ1 → ξ1 , ξ2 → ξ2 and so on. Then, given any ε > 0 there is a positive integer M such that, if ξ(M) = (ξ1, ξ2, . . . , ξM , 0, 0,...) then the first M P (n) 2 M coordinates converge and there is an n1 such that if n > n1, (ξi − ξi ) < ε/2 and i=1 ∞ P (n) 2 an n2 such that (ξi ) < ε/2 if n > n2. Hence, if n > max{n1, n2} we have i=M+1
M ∞ (n) X (n) 2 X (n) 2 kξ(M) − ξ k = (ξi − ξi ) + (ξi ) < ε . i=1 i=M+1
3 We conclude that lim ξ(M) = lim ξ(n) , and so the Hilbert cube is sequentially com- M→∞ n→∞ pact.
The Hilbert cube affords us another example of a set which has the fixed point property, but in order to establish that fact, we need to use the Brouwer theorem.
Proposition 4.6 The Hilbert cube has the fixed point property.
Proof: Denote the Hilbert cube in `2 by C and let T : C → C be continuous. Let
Pn : C → C be the map defined by
Pn[(ξ1, ξ2, . . . , ξn, ξn+1,...)] = (ξ1, . . . , ξn, 0, 0,...) .
n The set Cn = Pn(C) is clearly homeomorphic to the closed unit sphere in R . Since the mapping Pn ◦ T : Cn → Cn is continuous, the Brouwer theorem guarantees that there is a fixed point yn ∈ Cn ⊂ C and
v u ∞ u X 1 kyn − T (yn)k = kPn(T yn) − T (yn)k ≤ t . i2 i=n+1
∞ Since C is compact, the sequence {yn}n=1 has a convergent subsequence. If yo is the limit of this subsequence, then by continuity of the norm and the function T ,
0 = lim kyn − T (yn )k = k lim yn − T ( lim yn )k = kyo − T (yo)k . k→∞ k k k→∞ k k→∞ k
Hence yo is a fixed point of T . 2
5 Combinatorial Background
In this section we give a “bare-bones” approach to the necessary facts about simplexes and simplicial subdivisions which will be necessar for our future work. It is important to understand, that the combinatorial methods introduced here have inspired a number of numerical methods for the approximate computation of fixed points in various contexts.
We begin with a familiar definition.
Definition 5.1 A subset C of a vector space V is said to be convex provided x, y ∈ C, and 0 ≤ λ ≤ 1 implies that (1 − λ)x + λy ∈ C.
4 It is easy to check that if {Cα}α∈A is a family of convex sets, then ∪α∈ACα is also convex.
In the following, we will assume that the vector space V is a topological vector space.
Definition 5.2 The closed convex hull of a set S ⊂ V is the intersection of all closed sets containg S.
We note that a set always has a closed convex hull since V is itself a closed set containg S. We have the following characterization of the closed convex hull of a finite set:
Theorem 5.3 If S consists of the finite set {x0, x1, . . . , xn} then the closed convex hull of S is
n n X X {y ∈ V | y = λi xi , λi ≥ 0 , λi = 1} i=0 i=0
n P Proof: The set is obviously closed. To show S is convex, let z = µi xi. Then any point i=0 on the line segment joining y with z has the form
n X p = (1 − ν) y + ν z [(1 − ν) λi + ν µi] xi . i=0
Since ν, (1 − ν), λi, and µi are all non-negative, the coefficients in this last expression are all positive. Moreover
n n n X X X [1 − ν] λi + ν µi = (1 − ν) λi + ν µi = (1 − ν) + ν = 1 . i=0 i=0 i=0 Hence the set in question is convex.
∞ Pn P Finally, we need only show that if y = i=0 λi xi with λi ≥ 0 and λi = 0, then y is i=0 in every convex set containing xo, x1, . . . , xn. The proof is by induction on r for the sets xo, x1, . . . xr.
Any convex set containing xo, x1 must contain all points of the form y = λoxo +λ1, x1 λ1 = (1 − λo). So the result holds for r = 1. Now assume that the result is true for r = n − 1. Consider the point
5 n n−1 n−1 X X X y = λi xi = λi xi + λn xn λi = 1 − λn . i=0 i=0 i=1 Then we can write
"n−1 # X λi y = λ x + (1 − λ ) x . n n n 1 − λ i i=0 o
n−1 P Now z = (λi/(1 − λn) xi is a convex combination of r = n − 1 points, so by induction i=0 hypothesis belings to every convex set containing {x0, x1, . . . , xn−1}. Hence the result. 2
N Definition 5.4 The points x0, x1, . . . xn , n ≤ N ∈ R are said to be in general position if the vectors (x1 − x0), (x2 − x0),..., (xn − x0) are linearly independent.
To show that the point x0 does not play any particular role in the definition, we check that if the set of vectors (x1 − x0),..., (xn − x0) are linearly independent, then so are the vectors (x1 −xi),..., (xi−1 −xi), (xi+1 −xi) ..., (xn −xi) are likewise linearly independent. Indeed,
X X αj (xj − xi) = [αj (xj − x0) − αj(xi − x0)] , j6=i j6=i and since the vectors (xk − x0), k = 1, . . . , n, are linearly independent the equation
X [αj (xj − x0) − αj(xi − x0)] = 0 j6=i implies α0 = ... = αn−1 = 0. 2
We now assume that the points x0, x1, . . . , xn are in general position and consider the matrix whose columns are the n ≤ N linearly independent vectors xi − x0 , i = 1, . . . , n. We denote this matrix by ∆(xi). Since the points are in general position this matrix has maximal rank.
N We will find it useful to consider sets of more than N points in R , say {x0, x1, . . . , xs}
Definition 5.5 The set of points {x0, x1, . . . , xs} is said to be in general position provided any N + 1 of them is in general position in the sense of the preceeding definition.
6 Theorem 5.6 If the point of the set {x0, x1, . . . , xs} are in general position then there exists and ε > 0 such that ρ(xi, yi) < ε for all i = 1, 2, . . . , s implies that the set of points {y0, y1, . . . , ys} is in general position.
Proof: Since {x0, x1, . . . , xs} is in general position the matrix ∆(xi) of every set of N + 1 points is of rank N and hence each of these matrices has at least one N th-order determi- nant. Since the determinant is a continuous function of the components of each point, there exists an εk > 0 such that ρ(xk, yk) < εk implies that each matrix ∆(yi) has rank N. This can be done for each k = 1, . . . , n and so, by choosing ε = min{ε1, ε2, . . . , εn} k the points of the set {y0, y1, . . . , yn} will be in general position. 2
Theorem 5.7 Any N + 1 points {x0, x1, . . . , xN } can be brought into general position by an arbitrarily small displacement.
N Proof: Let e0 be the zero vector in R and let e1,..., eN be the standard unit vectors. These N + 1 points are in general position. Now consider the vectors
yi(t) = (1 − t) xi + t ei , 0 ≤ t ≤ 1 , i = 1, 2,...,N.
For t = 1, we have ∆(yi(1)) = ∆(ei) and hence ∆(yi(1)) is of rank N. The determinants | ∆(yi(t)) | are polynomials in t and, since they do not vanish identically by the Funda- mental Theorem of Algebra, we have that, for small values of t, say tˆ < ε, | ∆(yi(tˆ)) |= 6 0. Therefore, the points {y0(tˆ), y1(tˆ), . . . , yN (tˆ)} are in general position. 2
Theorem 5.8 Any finite system of points {x0, x1, . . . , xs} can be brought into general poisition by and arbitrarily small displacement.