Lecture Notes in Differential Equations - Bruce E. Shapiro

Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro

bruce.shapiro.com
from bruce.shapiro.com More from this publisher
21.04.2015 Views

222 LESSON 26. GENERAL EXISTENCE THEORY* Proof. Use induction. For n = 1, the formula gives which is true. ‖T y − y‖ ≤ 1 − K ‖T y − y‖ = ‖T y − y‖ (26.24) 1 − K For n > 1 suppose that equation 26.23 holds. Then ‖T n+1 y − y‖ = ‖T n+1 y − T n y + T n y − y‖ (26.25) ≤ ‖T n+1 y − T n y‖ + ‖T n y − y‖ (triangle ineqality) (26.26) ≤ ‖T n+1 y − T n y‖ + 1 − Kn ‖T y − y‖ (by (26.23)) (26.27) 1 − K = ‖T n T y − T n y‖ + 1 − Kn ‖T y − y‖ (26.28) 1 − K ≤ K n ‖T y − y‖ + 1 − Kn ‖T y − y‖ (because T is a contraction) 1 − K (26.29) = (1 − K)Kn + (1 − K n ) ‖T y − y‖ (26.30) 1 − K = 1 − Kn+1 ‖T y − y‖ (26.31) 1 − K which proves the conjecture for n + 1. Definition 26.9. Let V be a vector space let T be an operator on V. Then we say y is a fixed point of T if T y = y. Note that in the vector space of functions, since the vectors are functions, the fixed point is a function. Theorem 26.10. Contraction Mapping Theorem 1 Let T be a contraction on a normed vector space V . Then T has a unique fixed point u ∈ V such that T u = u. Furthermore, any sequence of vectors v 1 , v 2 , . . . defined by v k = T v k−1 converges to the unique fixed point T u = u. We denote this by v k → u. Proof. 2 Let ɛ > 0 be given and let v ∈ V. 1 The contraction mapping theorem is sometimes called the Banach Fixed Point Theorem. 2 The proof follows “Proof of Banach Fixed Point Theorem,” Encyclopedia of Mathematics (Volume 2, 54A20:2034), PlanetMath.org.

223 Since K n /(1 − K) → 0 as n → ∞ (because T is a contraction, K < 1), given any v ∈ V, it is possible to choose an integer N such that K n ‖T v − v‖ 1 − K for all n > N. Pick any such integer N. < ɛ (26.32) Choose any two integers m ≥ n ≥ N, and define the sequence ⎫ v 0 = v v 1 = T v v 2 = T v 1 ⎪⎬ Then since T is a contraction, From Lemma 26.8 we have . v n = T v n−1 . ⎪⎭ (26.33) ‖v m − v n ‖ = ‖T m v − T n v‖ (26.34) = ‖T n T m−n v − T n v‖ (26.35) ≤ K n ‖T m−n v − v‖ (26.36) ‖v m − v n ‖ ≤ K n 1 − Km−n ‖T v − v‖ 1 − K (26.37) = Kn − K m ‖T v − v‖ 1 − K (26.38) ≤ Kn ‖T v − v‖ < ɛ (26.39) 1 − K Therefore v n is a Cauchy sequence, and every Cauchy sequence on a complete normed vector space converges. Hence v n → u for some u ∈ V. Either u is a fixed point of T or it is not a fixed point of T . Suppose that u is not a fixed point of T . Then T u ≠ u and hence there exists some δ > 0 such that ‖T u − u‖ > δ (26.40) On the other hand, because v n → u, there exists an integer N such that for all n > N, ‖v n − u‖ < δ/2 (26.41)

223<br />

S<strong>in</strong>ce K n /(1 − K) → 0 as n → ∞ (because T is a contraction, K < 1),<br />

given any v ∈ V, it is possible to choose an <strong>in</strong>teger N such that<br />

K n ‖T v − v‖<br />

1 − K<br />

for all n > N. Pick any such <strong>in</strong>teger N.<br />

< ɛ (26.32)<br />

Choose any two <strong>in</strong>tegers m ≥ n ≥ N, and def<strong>in</strong>e the sequence<br />

⎫<br />

v 0 = v<br />

v 1 = T v<br />

v 2 = T v 1<br />

⎪⎬<br />

Then s<strong>in</strong>ce T is a contraction,<br />

From Lemma 26.8 we have<br />

.<br />

v n = T v n−1<br />

.<br />

⎪⎭<br />

(26.33)<br />

‖v m − v n ‖ = ‖T m v − T n v‖ (26.34)<br />

= ‖T n T m−n v − T n v‖ (26.35)<br />

≤ K n ‖T m−n v − v‖ (26.36)<br />

‖v m − v n ‖ ≤ K n 1 − Km−n<br />

‖T v − v‖<br />

1 − K<br />

(26.37)<br />

= Kn − K m<br />

‖T v − v‖<br />

1 − K<br />

(26.38)<br />

≤<br />

Kn<br />

‖T v − v‖ < ɛ (26.39)<br />

1 − K<br />

Therefore v n is a Cauchy sequence, and every Cauchy sequence on a complete<br />

normed vector space converges. Hence v n → u for some u ∈ V.<br />

Either u is a fixed po<strong>in</strong>t of T or it is not a fixed po<strong>in</strong>t of T .<br />

Suppose that u is not a fixed po<strong>in</strong>t of T . Then T u ≠ u and hence there<br />

exists some δ > 0 such that<br />

‖T u − u‖ > δ (26.40)<br />

On the other hand, because v n → u, there exists an <strong>in</strong>teger N such that<br />

for all n > N,<br />

‖v n − u‖ < δ/2 (26.41)

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!