MAS331: Metric spaces

Lecturer: John Greenlees

G16 Hicks Building
j.greenlees@sheffield.ac.uk
http://greenlees.staff.shef.ac.uk/mas331/
September 30, 2011
Introduction.
This course is entitled Metric spaces. You are probably wondering what such a thing
should be. Well see a formal denition a little later in the course, but heres a rough
denition: it is a space in which we can discuss convergence and do analysis, just as was
done for the real numbers R in MAS207 Continuity and Integration. Sequences can be
of many types: we can consider sequences of numbers, sequences of points in a plane,
sequences of functions and so on. Whenever we talk about a sequence approaching a
limit, then implicitly we are assuming that we have some notion of distance, so that we
can talk about two things being close. Roughly speaking, a metric space is a set (of
numbers, points, functions etc.) on which we have a way to measure distance.
Well start the course by thinking of lots of examples of iteration and convergence.
One aim of the course is to nd conditions under which we can guarantee that iterative
processes will converge.
1 Examples of iterative processes.
Iteration is the process where an initial guess at a problem can be rened by repeatedly
substituting it into the problem and getting better and better guesses. The process is at
the heart of many numerical, and practical, techniques.
Example 1.1. Consider the function
f(x) =
1
2

x +
2
x

.
Lets iterate f starting with the initial value x = 1. So we calculate f(1), f(f(1)),
f(f(f(1))), and so on. If you are happier with sequences here is what we have done: We
have simply constructed a sequence (x
n
) where x
0
= 1 and
x
n+1
=
1
2

x
n
+
2
x
n

.
Does it converge? What is the limit? Call the limit x, assuming it exists. Then we ought
to get a relation
x =
1
2

x +
2
x

1
which, if you solve the equation, suggests x =

2. Here are the rst few terms:

x
1
= 1.50000000000000000000000
x
2
= 1.41666666666666666666666
x
3
= 1.41421568627450980392156
x
4
= 1.41421356237468991062629
x
5
= 1.41421356237309504880168
If you havent noticed, x
5
is a correct numerical value for

2 to 23 decimal places. We
have used iteration to nd a numerical solution of f(x) = x.
Note one last thing. All of our x
n
s are rational numbers, but their limit

2 is not
a rational number. This sort of behaviour will be important in later sections.
Example 1.2 (The Newton-Raphson Method). In the last example we used iteration to
solve the equation x = f(x). Now we will use iteration to solve f(x) = 0, i.e. to nd the
roots of f.
Start with a number x
0
as an approximate root, and try to improve it by the
following idea: draw the tangent line to y = f(x) at x
0
, then see where the tangent
crosses the x-axis and call that point x
1
. If you illustrate the situation in a sketch you can
see that x
1
should be closer to the root than x
0
. Repeating the process in order to get
closer to the root, and doing the necessary algebra, we are led to consider the sequence
given by
x
n+1
= x
n

f(x
n
)
f
0
(x
n
)
.
Warning: We do not know when this works, if at all!
Heres an example. Lets try to solve the cubic equation x
3
2x + 1 = 0. We have
to choose a value of x
0
and then apply the formula
x
n+1
= x
n

x
3
n
2x
n
+ 1
3x
2
n
2
.
Starting with x
0
= 0 we get, to three decimal places, the sequence
x
0
= 0.000, x
1
= 0.500, x
2
= 0.600, x
3
= 0.617, x
4
= 0.618, x
5
= 0.618,
after which the sequence is unchanging to three decimal places. By choosing dierent
starting values x
0
we can nd good approximations of the other two roots of x
3
2x+1 = 0.
Example 1.3. Suppose that we want to solve the (very simple) simultaneous equations
x
2
y
2
= 1,
2y x = 0.
We can rearrange the equations as x =
p
1 + y
2
, y = x/2, and so just as in Example 1.1
we set up an iteration with
x
n+1
=
p
1 + y
2
n
,
y
n+1
= x
n
/2.
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Starting with (x
1
, y
1
) = (1, 0.5) we nd that the rst few terms in the iteration are, to 3
decimal places,
(x
1
, y
1
) = (1.000, 0.500),
(x
2
, y
2
) = (1.118, 0.500),
(x
3
, y
3
) = (1.118, 0.559),
(x
4
, y
4
) = (1.146, 0.559),
and that by the term (x
10
, y
10
) these values are unchanging at (1.155, 0.577).
The original equations can be solved explicitly, and x = 1.115, y = 0.577 agree
with one of the solutions to three decimal places. We have solved a pair of simultaneous
equations by iterating pairs of numbers.
Example 1.4. Lets look for a continuous function x(t) dened on the open interval
(1, 1) = {t | 1 < t < 1}, satisfying the equation
x(t) = 1
t
Z
0
x(u)
2
du.
First we translate this into a search for the xed point of an iteration. Thus we dene an
intergral operator F which takes a function x to a new function F(x) dened by
F(x)(t) = 1
t
Z
0
x(u)
2
du.
As before, this lets us dene a sequence (now of functions) x
0
, x
1
, ...., where x
n+1
= F(x
n
)
We can start by making a guess x
0
equal to the constant function 0 say (so that
x
0
(t) = 0 for all values of t), and dening x
1
to be the result. Then we can iterate this
procedure. So
x
1
(t) = 1
t
Z
0
0
2
du = 1,
and x
1
(t) is the constant function 1. Next, set
x
2
(t) = 1
t
Z
0
x
1
(u)
2
du = 1
t
Z
0
1 du = 1 t.
Repeating,
x
3
(t) = 1
t
Z
0
x
2
(u)
2
du = 1
t
Z
0
(1 u)
2
du = 1
t
Z
0
(1 2u + u
2
)du = 1 t + t
2
t
3
/3.
If you continue in this way, you should see that x
4
(t) begins 1 t + t
2
t
3
+ ,
and x
5
(t) has even more terms of this form. This suggests (correctly!) that the limit of
the sequence (x
n
) is
1 t + t
2
t
3
+ t
4
=
1
1 + t
.
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One easily veries that x(t) =
1
1+t
is a solution to the original integral equation. We have
solved an integral equation by iterating sequences of functions!
Again, a last note: all of the functions x
n
were polynomials, but their limit
1
1+t
is
not a polynomial. This is similar to the earlier situation where a limit of rational numbers
was not rational, and is an issue that well come back to in later sections.
Remark 1.5. What have we done so far? We have shown how to iterate sequences of
numbers, pairs of numbers, and functions, in the hope that the resulting number, or
pair of numbers, or function will solve our original problem. You know from MAS207
Continuity and Integration what it means for a sequence of numbers to converge, but not
what it means for a sequence of pairs of numbers or of functions to converge. A metric
space is a collection of things (e.g. numbers, pairs of numbers, or functions) where we
can talk about convergence in a concrete and rigorous way. The aim of the course is to
dene metric spaces and explore their properties; we will prove results that tell us when
iteration can be used to solve problems such as the ones we have seen above.
Suprema and Inma in R.
We end the rst chapter of the course with a reminder on suprema and inma. The
results we will discuss were covered in MAS207 Continuity and Integration, and so we
arent going to prove anything here. The object is to make sure that you can work with
suprema and inma.
Denition 1.6. Let E R be a set of real numbers.
1. A number B R is an upper bound for E if x 6 B for all x E.
2. E is bounded above if it has an upper bound.
3. A number S R is a supremum, or least upper bound, if
S is an upper bound for E;
any other upper bound for E is greater than or equal to S.
Example 1.7. Lets look at an example. Take E to be the open interval (0, 1). When is
B an upper bound for E? At rst glance it looks like B is an upper bound for E if and
only if B > 1. Lets check this carefully.
Let B > 1. Then t < 1 6 B for any t (0, 1), so that t 6 B as required. Thus the
B 6 1 are upper bounds for E.
Let B be an upper bound for E. Then we want to say that 1 6 B. Suppose instead
that B < 1, so that B <
1
2
(1 + B) < 1. This means that
1
2
(1 + B) is in E but is
greater than B, contradicting the fact that B is an upper bound for E. Thus 1 6 B
as required.
We have shown that the upper bounds for E are the numbers B > 1. The supremum of
E is the least of these upper bounds, which means that the supremum of E is 1.
Denition 1.8. Let E R be a set of real numbers.
1. A number B R is a lower bound for E if x > B for all x E.
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2. E is bounded below if it has a lower bound.
3. A number I R is an inmum, or greatest lower bound, if
I is a lower bound for E;
any other lower bound for E is less than or equal to I.
The following facts should be familiar from MAS207. If you dont remember them
from that course then make sure you understand them now.
1. A non-empty set E R which is bounded above has a supremum.
2. A non-empty set E R which is bounded below has an inmum.
3. A supremum of E, if it exists, is unique.
4. An inmum of E, if it exists, is unique.
Denition 1.9.
The supremum of a set E that is bounded above is denoted by sup E.
The inmum of a set E that is bounded below is denoted by inf E.
Here are some facts about suprema. These are vital for the rest of the course. Make
sure you understand them!
1. If A is nite, then it is bounded, and sup A = max A is just the largest element of
A.
2. Let {a
1
, . . . , a
n
} and {b
1
, . . . , b
n
} be sets of numbers. Then sup{a
i
}, sup{b
i
}, sup{a
i
+
b
i
} all exist and
sup{a
i
+ b
i
} 6 sup{a
i
} + sup{b
i
}.
3. If f, g : R R are functions, bounded above, then
sup{f(x) + g(x) | x R} 6 sup{f(x) | x R} + sup{g(x) | x R}.
Example 1.10. Let a
1
= 1, a
2
= 2, . . . a
n
= n, and let b
1
= n, b
2
= n 1, . . . b
n
= 1.
Then a
i
+ b
i
= n + 1 for all i, and so
sup{a
i
+ b
i
} = n + 1 < n + n = sup{a
i
} + sup{b
i
}.
Thus the inequality above can be strict.
2 Metric spaces
To dene notions such as convergence, we need some idea of what it means for points to
be close to one another. It is therefore necessary to consider spaces with some sort of
distance on them. This leads quickly to the denition of a metric space.
We will isolate three fundamental properties of distance, and base all our deduc-
tions on these three properties alone. With so few properties, this makes our proofs rather
MAS331 5 Autumn 2011-12