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You are on page 1of 19

In this
hapter we state and prove the
ontra
tion mapping theorem, whi
h is one

of the simplest and most useful methods for the
onstru
tion of solutions of linear

and nonlinear equations. We also present a number of appli
ations of the theorem.

Denition 3.1 Let (X; d) be a metri spa e. A mapping T : X ! X is a on-

tra tion mapping, or ontra tion, if there exists a onstant , with 0 < 1, su h

that

d(T (x); T (y )) d(x; y) (3.1)

for all x; y 2 X .

Thus, a
ontra
tion maps points
loser together. In parti
ular, for every x 2 X ,

and any r > 0, all points y in the ball Br (x), are mapped into a ball Bs (T x), with

x Tx

61

62 The Contra
tion Mapping Theorem

s < r. This is illustrated in Figure 3.1. Sometimes a map satisfying (3.1) with
= 1

is also
alled a
ontra
tion, and then a map satisfying (3.1) with
< 1 is
alled

a stri
t
ontra
tion. It follows from (3.1) that a
ontra
tion mapping is uniformly

ontinuous.

If T : X ! X , then a point x 2 X su
h that

T (x) =x (3.2)

is
alled a xed point of T . The
ontra
tion mapping theorem states that a stri
t

ontra
tion on a
omplete metri
spa
e has a unique xed point. The
ontra
tion

mapping theorem is only one example of what are more generally
alled xed-point

theorems. There are xed-point theorems for maps satisfying (3.1) with
= 1,

and even for arbitrary
ontinuous maps on
ertain metri
spa
es. For example,

the S
hauder xed point theorem states that a
ontinuous mapping on a
onvex,

ompa
t subset of a Bana
h spa
e has a xed point. The proof is topologi
al in

nature (see Kantorovi
h and Akilov [27℄), and we will not dis
uss su
h xed point

theorems in this book.

In general, the
ondition that
is stri
tly less than one is needed for the unique-

ness and the existen
e of a xed point. For example, if X = f0; 1g is the dis
rete

metri
spa
e with metri
determined by d(0; 1) = 1, then the map T dened by

T (0) = 1, T (1) = 0 satises (3.1) with
= 1, but T does not have any xed points.

On the other hand, the identity map on any metri
spa
e satises (3.1) with
= 1,

and every point is a xed point.

It is worth noting that (3.2), and hen
e its solutions, do not depend on the

metri
d. Thus, if we
an nd any metri
on X su
h that X is
omplete and T is a

ontra
tion on X , then we obtain the existen
e and uniqueness of a xed point. It

may happen that X is not
omplete in any of the metri
s for whi
h one
an prove

that T is a
ontra
tion. This
an be an indi
ation that the solution of the xed

point problem does not belong to X , but to a larger spa
e, namely the
ompletion

of X with respe
t to a suitable metri
d.

on a omplete metri spa e (X; d), then there is exa tly one solution x 2 X of (3.2).

Proof. The proof is
onstru
tive, meaning that we will expli
itly
onstru
t a

sequen
e
onverging to the xed point. Let x0 be any point in X . We dene a

sequen
e (xn ) in X by

xn+1 = T xn for n 0:

To simplify the notation, we often omit the parentheses around the argument of a

map. We denote the nth iterate of T by T n , so that xn = T n x0 .

Fixed points of dynami
al systems 63

and the triangle inequality, we have

d(xn ; xm ) = d(T n x0 ; T m x0 )

m d(T n m x0 ; x0 )

m d(T n m x0 ; T n m 1x0 ) + d(T n m 1 x0 ; T n m 2x0 )

+ + d(T x0 ; x0 )℄

" #

nX

m 1

m k

d(x1 ; x0 )

"

k =0 #

1

X

m

k

d(x1 ; x0 )

k =0

m

1

d(x1 ; x0 );

whi
h implies that (xn ) is Cau
hy. Sin
e X is
omplete, (xn )
onverges to a limit

x 2 X . The fa
t that the limit x is a xed point of T follows from the
ontinuity

of T :

Tx = T lim

n!1 xn = nlim

!1 T xn = nlim

!1 xn+1 = x:

Finally, if x and y are two xed points, then

A dynami al system des ribes the evolution in time of the state of some system.

Dynami al systems arise as models in many dierent dis iplines, in luding physi s,

hemistry, engineering, biology, and e onomi s. They also arise as an auxiliary tool

for solving other problems in mathemati s, and the properties of dynami al systems

are of intrinsi mathemati al interest.

A dynami al system is dened by a state spa e X , whose elements des ribe the

dierent states the system an be in, and a pres ription that relates the state xt 2 X

at time t to the state at a previous time. We all a dynami al system ontinuous

or dis rete, depending on whether the time variable is ontinuous or dis rete. For

a ontinuous dynami al system, the time t belongs to an interval in R, and the

dynami s of the system is typi ally des ribed by an ODE of the form

x_ = f (x); (3.3)

64 The Contra
tion Mapping Theorem

where the dot denotes a time derivative, and f is a ve
tor eld on X . There is little

loss of generality in assuming this form of equation. For example, a se
ond order,

nonautonomous ODE

y = g (t; y; y_ )

may be written as a rst order, autonomous system of the form (3.3) for the state

variable x = (s; y; v ), where s = t and v = y_ , with

s_ = 1; y_ = v; v_ = g (s; y; v ):

For a dis
rete dynami
al system, we may take time t = n to be an integer, and

the dynami
s is dened by a map T : X ! X that relates the state xn+1 at time

t = n + 1 to the state xn at time t = n,

xn+1 = T xn : (3.4)

If T is not invertible, then the dynami
s is dened only forward in time, while if T is

invertible, then the dynami
s is dened both ba
kward and forward in time. A xed

point of the map T
orreponds to an equilibrium state of the dis
rete dynami
al

system. If the state spa
e is a
omplete metri
spa
e and T is a
ontra
tion, then

the
ontra
tion mapping theorem implies that there is a unique equilibrium state,

and that the system approa
hes this state as time tends to innity starting from

any initial state. In this
ase, we say that the xed point is globally asymptoti
ally

stable.

One of the simplest, and most famous, dis
rete dynami
al systems is the logisti

equation of population dynami
s,

xn+1 = 4xn (1 xn ) ; (3.5)

where 0 1 is a parameter, and xn 2 [0; 1℄. This equation is of the form (3.4)

where T : [0; 1℄ ! [0; 1℄ is dened by

Tx = 4x(1 x):

See Figure 3.2 for a plot of x 7! T x, for three dierent values of . We may

interpret xn as the population of the nth generation of a reprodu
ing spe
ies. The

linear equation xn+1 = 4xn des
ribes the exponential growth (if 4 > 1) or de
ay

(if 4 < 1) of a population with
onstant birth or death rate. The nonlinearity in

(3.5) provides a simple model for a spe
ies in whi
h the ee
ts of over
rowding lead

to a de
line in the birth rate as the population in
reases.

The logisti
equation shows that the iterates of even very simple nonlinear maps

an have amazingly
omplex behavior. Analyzing the full behavior of the logisti

map is beyond the s
ope of the elementary appli
ation of the
ontra
tion mapping

theorem we give here.

When 0 1=4, the point 0 is the only xed point of T in [0; 1℄, and T

is a
ontra
tion on [0; 1℄. The proof of the
ontra
tion mapping theorem therefore

Fixed points of dynami
al systems 65

0.9

0.8

0.7

0.6

0.5 µ=1

0.4 µ=.5

0.3

0.2

µ=.2

0.1

0

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

Fig. 3.2 The logisti
map for three dierent values of the parameter . For = 0:2, 0 is the only

xed point and it is stable. For = 0:5, 0 is an unstable xed point and there is a nonzero, stable,

xed point. For = 1, the two xed points are unstable and more
omplex (and more interesting)

asymptoti
behavior of the dynami
al system o
urs.

implies that T n x0 ! 0 for an arbitrary initial population x0 2 [0; 1℄, meaning that

the population dies out. When 1=4 < 1, there is a se
ond xed point at

x = (4 1)=4. The appearan
e of a new xed point as the parameter varies

is an example of a bifur
ation of xed points. As in
reases further, there is an

innite sequen
e of more
ompli
ated bifur
ations, leading to
haoti
dynami
s for

0:89 : : :.

As a se
ond appli
ation of the
ontra
tion mapping theorem, we
onsider the

solution of an equation f (x) = 0. One way to obtain a solution is to re
ast the

equation in the form of a xed point equation x = T x, and then
onstru
t approx-

imations xn starting from an initial guess x0 by the iteration s
heme

xn+1 = T xn :

In other words, we are attempting to nd the solution as the time-asymptoti
state

of an asso
iated dis
rete dynami
al system whi
h has the solution as a stable xed

point. Similar ideas apply in other
ontexts. For example, we may attempt to
on-

stru
t the solution of an ellipti
PDE as the time-asymptoti
state of an asso
iated

paraboli
PDE.

There are many ways to rewrite an equation f (x) = 0 as a xed point problem,

some of whi
h will work better than others. Ideally, we would like to rewrite the

equation as a xed point equation in whi
h T is a
ontra
tion on the whole spa
e,

66 The Contra
tion Mapping Theorem

or at least a
ontra
tion on some set that
ontains the solution we seek.

To provide a simple illustration of these ideas, we prove the
onvergen
e of an

p

algorithm to
ompute square roots. If a > 0, then x = a is the positive solution

of the equation

x2 a = 0:

1 a

x+x =

:

2 x

The asso iated iteration s heme is then

1 a

xn+1 = x + ;

2 n xn

orresponding to a map T : (0; 1) ! (0; 1) given by

1 a

Tx x+ = : (3.6)

2 x

p

Clearly, x = a is a xed point of T . Moreover, given an approximation xn of a,

p

the average of xn and a=xn should be a better approximation provided that xn is

not too small, so it is reasonable to expe t that the sequen e pof approximations

obtained by iteration of the xed point equation onverges to a. We will prove

that this is indeed true by nding an interval on whi h T is a ontra tion with

respe t to the usual absolute value metri on R.

First, let us see whether T ontra ts at all. For x1 ; x2 > 0, we estimate that

1 a 1 a

jT x1 T x2 j =

2 x +

1 x 2

x2 +

x2

1

1 a

=

2 1

x x

j

x1 x2 :j

1 2

It follows that T ontra ts distan es when 3x1 x2 > a. To satisfy this ondition, we

need to ex lude arguments x that are too small. Therefore, we onsider the a tion

of T on an interval of the form [b; 1) with b > 0. This is a omplete metri spa e

be ause [b; 1) is a losed subset of R and R is omplete.

In order to make a good hoi e for b we rst observe that

Tx =

pa + (x pa)2 pa (3.7)

2x

p

for all x > 0. Therefore, the restri
tion of T to [ a; 1) is well-dened, sin
e

T [

pa; 1) [pa; 1);

p

and T is a
ontra
tion on [ a; 1) with
= 1=2. It follows that for any x0 a,

p

p

the sequen
e xn = T n x0
onverges to a as n ! 1. Moreover, as shown in the

Integral equations 67

n

1 jT x0 x0 j

1 a

2n 1

x x0 :

0

p p

If 0 < x0 < a, then x1 > a, and subsequent iterates remain in [ a; 1), so the

p

iterates onverge for any starting guess x0 2 (0; 1).

Newton's method for the solution of a nonlinear system of equations, dis ussed

in Se tion 13.5, an also be formulated as a xed point iteration.

A linear Fredholm integral equation of the se ond kind for an unknown fun tion

f : [a; b℄ ! R is an equation of the form

Z b

f (x) k (x; y )f (y ) dy = g (x); (3.8)

a

where k : [a; b℄ [a; b℄ !R and g : [a; b℄ !R are given fun
tions. A Fredholm

integral equation of the rst kind is an equation of the form

Z b

k (x; y )f (y ) dy = g (x):

a

The integral equation (3.8) may be written as a xed point equation T f = f , where

the map T is dened by

Z b

T f (x) = g (x) + k (x; y )f (y ) dy: (3.9)

a

that

(Z )

b

sup jk(x; y)j dy < 1; (3.10)

a x b a

fun tion f : [a; b℄ ! R that satises (3.8).

Proof. We prove this result by showing that, when (3.10) is satised, the map T

is a
ontra
tion on the normed spa
e C ([a; b℄) with the uniform norm k k1 .

68 The Contra
tion Mapping Theorem

From Theorem 2.4, the spa
e C ([a; b℄) is
omplete. Moreover, T is a
ontra
tion

sin
e, for any f1 ; f2 2 C ([a; b℄), we have

Z

b

kT f1 T f2 k1 = sup k (x; y )(f1 (y )

f2 (y )) dy

axb a

Z b

sup j

k (x; y ) f1 (y ) jj j

f2 (y ) dy

a x b a

(Z )

b

kf1 f2 k1 sup jk(x; y)j dy

a x b a

kf1 f2 k1 ;

where

(Z )

b

= sup jk(x; y)j dy < 1:

a x b a

The result then follows from the
ontra
tion mapping theorem.

From the proof of the
ontra
tion mapping theorem, we
an obtain the xed

point f as a limit,

= lim n

(3.11)

f

n !1 T f0 ;

for any f0 2 C ([a; b℄). It is interesting to reinterpret this limit as a series. We dene

a map K : C ([a; b℄) ! C ([a; b℄) by

Z b

Kf = k (x; y )f (y ) dy:

a

The map K is
alled a Fredholm integral operator, and the fun
tion k is
alled the

kernel of K . Equation (3.8) may be written as

(I K )f = g; (3.12)

where I is the identity map, meaning that If = f . The
ontra
tion mapping T is

given by T f = g + Kf , whi
h implies that

T n f0 = g + K (g + : : : + K (g + Kf0 ))

= g + Kg + : : : + K n g + K n+1 f0 :

1

X

f = K n g:

n =0

Boundary value problems for dierential equations 69

1

1 = X K n:

(I K) (3.13)

n=0

This series is
alled the Neumann series. The use of the partial sums of this series

to approximate the inverse is
alled the Born approximation . Expli
itly, we have

I + K + K 2 + : : : f (x)

Z b Z bZ b

= f (x) + k (x; y )f (y ) dy + k (x; y )k (y; z )f (z ) dydz + : : : :

a a a

1

(1 x) 1 = X xn for jxj < 1:

n=0

to a suitable operator norm when kK k < 1 (see Exer ise 5.17). This explains why

we do not need a ondition on g ; equation (3.10) is a ondition that ensures I K

is invertible, and this only involves k .

Consider a opper rod or pipe that is wrapped with imperfe t insulation. We use

the temperature outside the rod as the zero point of our temperature s ale. We

denote the spatial oordinate along the rod by x, nondimensionalized so that the

length of the rod is one, and time by t. The temperature u(x; t) of the rod then

satises the following linear PDE,

ut = uxx q (x)u; (3.14)

where the subs ripts denote partial derivatives,

u 2u

ut = ; uxx = :

t x2

The lateral heat loss is proportional to the oeÆ ient fun tion q (x) and the temper-

ature dieren e u between the rod and the outside. If the rod is perfe tly insulated,

then q = 0 and (3.14) is the one-dimensional heat or diusion equation.

Equation (3.14) does not uniquely determine u, and it has to be supplemented

by an initial ondition

u(x; 0) = u0 (x) for 0 < x < 1

that spe ies the initial temperature u0 (x) of the rod, and boundary onditions at

the ends of the rod. We suppose that the ends x = 0 and x = 1 of the rod are kept

70 The Contra tion Mapping Theorem

u(0; t) = T0 ; u(1; t) = T1 for all t > 0:

As t ! 1, the system \forgets" its initial state and approa hes an equilibrium

state u = u(x), whi h satises the following boundary value problem (BVP) for an

ODE:

u00 (x) + q (x)u(x) = 0; 0 < x < 1; (3.15)

u(0) = T0 ; u(1) = T1 : (3.16)

If q is a onstant fun tion, then (3.15) is easy to solve expli itly; but if q (x) is not

onstant, expli it integration is in general impossible. We will use the ontra tion

mapping theorem to show that there is a unique solution of this BVP when q is not

too large.

First, we repla e the nonhomogeneous boundary onditions (3.16) by the orre-

sponding homogeneous onditions. To do this, we write u as

u(x) = v (x) + up (x);

where v is a new unknown fun tion and up is a fun tion that satises the nonho-

mogeneous boundary onditions. A onvenient hoi e for up is the linear fun tion

up (x) = T0 + (T1 T0 ) x: (3.17)

The fun tion v then satises

v 00

+ q (x)v (x) = f (x); (3.18)

v (0) = 0; v (1) = 0; (3.19)

where f = qup . The transfer of nonhomogeneous terms between the boundary

onditions and the dierential equation is a ommon pro edure in the analysis of

linear boundary value problems. The boundary value problem (3.18){(3.19) is an

example of a Sturm-Liouville problem, whi h we will study in Chapter 10. We will

use the following proposition to reformulate this boundary value problem as a xed

point problem for a Fredholm integral operator.

Proposition 3.4 Let f : [0; 1℄ ! R be a
ontinuous fun
tion. The unique solution

v of the boundary value problem

v 00

= f; (3.20)

v (0) = 0; v (1) = 0; (3.21)

is given by

Z 1

v (x) = g (x; y )f (y ) dy;

0

Boundary value problems for dierential equations 71

where

x(1 y) if 0 x y 1,

g (x; y ) = (3.22)

y (1 x) if 0 y x 1.

Proof. Integrating (3.20) twi
e, we obtain that

Z xZ y

v (x) = f (s) ds dy + C1 x + C2 ;

0 1

where C1 and C2 are two real
onstants to be determined later. Integration by parts

of the integral with respe
t to y in this equation gives

Z y x Z x

v (x) = y f (s) ds + yf (y ) dy + C1 x + C2

1 0 0

Z 1 Z x

= x f (y ) dy + yf (y ) dy + C1 x + C2 :

x 0

We determine C1 and C2 from (3.21), whi
h implies that

Z 1

C1 = yf (y ) dy; C2 = 0:

0

It follows that

Z x Z 1

v (x) = y (1 x)f (y ) dy + x(1 y )f (y ) dy;

0 x

The fun tion g (x; y ) onstru ted in this proposition is alled the Green's fun tion

of the dierential operator A = d2 =dx2 in (3.20) with the Diri hlet boundary

onditions (3.21). The inverse of the dierential operator A is an integral operator

whose kernel is the Green's fun tion. We will study Green's fun tions in greater

detail in Chapter 10.

Repla ing f by qv + f in Proposition 3.4, we may rewrite (3.18) as an integral

equation for v ,

Z 1 Z 1

v (x) = g (x; y )q (y )v (y ) dy + g (x; y )f (y ) dy:

0 0

This equation has the form

(I K )v = h;

where the integral operator K and the right-hand side h are given by:

Z 1

Kv (x) = g (x; y )q (y )v (y ) dy;

0

Z 1

h(x) = g (x; y )q (y )up (y ) dy: (3.23)

0

72 The Contra tion Mapping Theorem

Z 1

sup jg(x; y)q(y)j dy < 1; (3.24)

0x1 0

where g (x; y ) is dened in (3.22), then the boundary value problem (3.15){(3.16)

has a unique solution.

Z 1

sup jg(x; y)q(y)j dy 18 kqk1:

0x1 0

Thus, there is a unique solution of (3.15){(3.16) for any ontinuous q with kq k1 <

8. Existen e or uniqueness may break down when kq k1 is suÆ iently large. For

example, if q = n2 2 , where n = 1; 2; 3; : : :, then the BVP

u00 n2 2 u = 0;

u(0) = 0; u(1) = 0;

onstant, and no solution may exist in the ase of nonzero boundary onditions.

Sin e 2 > 8, this result is onsistent with Theorem 3.5.

The nonuniqueness breaks down only if q is negative. This is not physi ally

realisti in the heat ow problem, where it would orrespond to the ow of heat

from old to hot, but the same equation arises in many other problems with negative

oeÆ ient fun tions q .

If q (x) > 0 in 0 < x < 1, we may prove uniqueness by a simple maximum

prin iple argument. Suppose that u00 + q (x)u = 0 and u(0) = u(1) = 0. Sin e u is

ontinuous, it attains its maximum and minimum on the interval [0; 1℄. If u attains

its maximum at an interior point, then u00 0 at that point, so u = u00 =q 0.

Sin e u = 0 at the endpoints, we on lude that

max u(x) 0:

0x1

Similarly, at an interior minimum, we have u00 0, so u 0, and therefore

min

0x1

u(x) 0:

It follows that u = 0, so the solution of the boundary value problem is unique.

Generalizations of this maximum prin
iple argument apply to s
alar ellipti
partial

dierential equations, su
h as Lapla
e's equation.

Initial value problems for dierential equations 73

The ontra tion mapping theorem may be used to prove the existen e and unique-

ness of solutions of the initial value problem for ordinary dierential equations. We

onsider a rst-order system of ODEs for a fun tion u(t) that takes values in Rn ,

u_ (t)= f (t; u(t)) ; (3.25)

u(t0 ) = u0 : (3.26)

The fun tion f (t; u) also takes values in Rn , and is assumed to be a ontinuous

fun tion of t and a Lips hitz ontinuous fun tion of u on a suitable domain. The

initial value problem (3.25){(3.26) an be reformulated as an integral equation,

Z t

u(t) = u0 + f (s; u(s)) ds: (3.27)

t0

tinuously dierentiable solution of (3.25){(3.26). Equation (3.27) may be written

as a xed point equation

u = Tu (3.28)

for the map T dened by

Z t

T u(t) = u0 + f (s; u(s)) ds: (3.29)

t0

spa e of ontinuous fun tions. The simplest su h ondition is given in the following

denition.

that f (t; u) is a globally Lips hitz ontinuous fun tion of u uniformly in t if there is

a onstant C > 0 su h that

kf (t; u) k C ku

f (t; v ) v k for all u; v 2 Rn and all t 2 I: (3.30)

is a point in the interior of I . If f (t; u), is a ontinuous fun tion of (t; u) and a

globally Lips hitz ontinuous fun tion of u, uniformly in t, on I Rn , then there is

a unique ontinuously dierentiable fun tion u : I ! Rn that satises (3.25).

Proof. We will show that T is a
ontra
tion on the spa
e of
ontinuous fun
tions

dened on a time interval t0 t t0 + Æ , for suÆ
iently small Æ . Suppose that

u; v : [t0 ; t0 + Æ ℄ ! Rn are two
ontinuous fun
tions. Then, from (3.29) and (3.30),

74 The Contra
tion Mapping Theorem

we estimate

kT u Tv k1 = sup kT u(t) k

T v (t)

+

t0 t t0 Æ

Z t

= sup
f (s; u(s)) f (s; v (s)) ds

t0 tt0 +Æ t0

Z t

sup k

f (s; u(s)) k

f (s; v (s)) ds

+

t0 t t0 Æ t0

Z t

sup k

C u(s) k

v (s) ds

+

t0 t t0 Æ t0

CÆ u k v k1 :

It follows that if Æ < 1=C , then T is a
ontra
tion on C ([t0 ; t0 + Æ ℄). Therefore,

there is a unique solution u : [t0 ; t0 + Æ ℄ ! Rn . The argument holds for any t0 2 I ,

and by
overing I with overlapping intervals of length less than 1=C , we see that

(3.25) has a unique
ontinuous solution dened on all of I . The same proof applies

for times t0 Æ < t < t0 .

We may have I = R in this theorem, in whi
h
ase the solution exists globally.

Example 3.8 Linear ODEs with
ontinuous
oeÆ
ients have unique global solu-

tions. Sin
e higher order ODEs may be redu
ed to rst-order systems, it is suÆ
ient

to
onsider a rst-order linear system of the form

u_ (t)

= A(t)u(t) + b(t);

u(0) = u0 ;

matrix norm | see the dis ussion in Se tion 5.2 below) and b : R ! Rn is a

ontinuous ve tor-valued fun tion. For any bounded interval I R, there exists a

onstant C su h that

Therefore,

kA(t)u A(t)v k C ku k

v ;

for all u; v 2 Rn and t 2 I , so the hypotheses of Theorem 3.7 are satised, and we

have a unique
ontinuous solution on I . Sin
e I is an arbitrary interval, we
on
lude

that there is a unique
ontinuous solution for all t 2 R.

The appli
ations of Theorem 3.7 are not limited to linear ODEs.

Initial value problems for dierential equations 75

p

= a(t)2 + u(t)2 ;

u_ (t)

u(0) = u0 ;

p

f (t; u) = a(t)2 + u2 :

This fun tion is globally Lips hitz, with

jf (t; u) f (t; v ) j ju v j for all t; u; v; 2 R ;

sin e

p p a2 2 2 2

a2 + u2

a2 + v 2 =

p 2+ u 2 pa 2+ v 2

a +u + a +v

ju vj p 2 ju2j + p

jv j

a + u + a2 + v 2

ju v : j

Theorem 3.7 implies that there is a unique global solution of this ODE.

The global Lips
hitz
ondition (3.30) plays two roles in Theorem 3.7. First, it

ensures uniqueness, whi
h may fail if f is only a
ontinuous fun
tion of u. Se
ond,

it implies that f does not grow faster than a linear fun
tion of u as kuk ! 1. This

is what guarantees global existen
e. If f is a nonlinear fun
tion, su
h as f (u) = u2

in Example 2.22, that satises a lo
al Lips
hitz
ondition but not a global Lips
hitz

ondition, then \blow-up" may o
ur, so that the solution exists only lo
ally.

The above proof may be modied to provide a lo
al existen
e result.

I = ft 2 R j jt t0 j Tg

is an interval in R, and

B R (u0 ) = fu 2 Rn j ku u0k Rg

is the losed ball of radius R > 0 entered at u0 2 Rn . Suppose that f (t; u) is

ontinuous on I B R (u0 ) and Lips hitz ontinuous with respe t to u uniformly in

t. Let

M = sup kf (t; u)k j t 2 I and u 2 B R (u0 ) < 1:

Then the initial value problem

u_ = f (u); u(t0 ) = u0

76 The Contra tion Mapping Theorem

interval jt t0 j < Æ , where Æ = min (T; R=M ).

where

Z t

T u(t) = u0 + f (s; u(s)) ds:

t0

X = u : [t0 ; t0 + ℄ ! B R (u0 ) j u is ontinuous ;

kuk1 = sup ku(t)k:

jt t0 j

We will show that T maps X into X, and is a ontra tion when is suÆ iently

small.

First, if u 2 X , then

Z t

kT u(t) u0 k=

f (s; u(s)) ds

M < R:

t0

Hen
e T u 2 X so that T : X ! X.

Se
ond, we estimate

Z t

kT u Tv k1 = sup

[f (s; u(s)) f (s; v (s))℄ ds

jt t0 j t0

C u k v k1 ;

where C is a Lips
hitz
onstant for f . Hen
e if we
hoose = 1=(2C ) then T is a

ontra
tion on X and it has a unique xed point.

Sin
e depends only on the Lips
hitz
onstant of f and on the distan
e R of

the initial data from the boundary of B R (u0 ), repeated appli
ation of this result

gives a unique lo
al solution dened for jt t0 j < Æ .

A signi
ant feature of this result is that if f (t; u) is
ontinuous for all t 2 R,

then the existen
e time Æ only depends on the norm of u. Thus, the only way in

whi
h the solution of an ODE
an fail to exist, assuming that the ve
tor eld f is

Lips
hitz
ontinuous on any ball, is if ku(t)k be
omes unbounded. There are many

fun
tions that are bounded and
ontinuous on an open interval whi
h
annot be

extended
ontinuously to R; for example, u(t) = sin(1=t) is bounded and
ontinuous

on ( 1; 0) but has no
ontinuous extension to ( 1; 0℄. This kind of behavior

annot happen for solutions of ODEs with
ontinuous right-hand sides, be
ause the

derivative of the solution
annot be
ome large unless the solution itself be
omes

Initial value problems for dierential equations 77

large. If we
an prove that for every T > 0 any lo
al solution satises an a priori

estimate of the form

ku(t)k R for jtj T ;

then the lo
al existen
e theorem implies that the lo
al solution
an be extended to

the interval ( T; T ), and hen
e to a global solution.

u_ = rV (u); (3.31)

where V : Rn ! R is a smooth real-valued fun tion of u, and r denotes the gradient

with respe t to u. The omponent form of this equation is

V

u_ i = :

ui

follows from (3.31) and the hain rule that

V_ (u) = rV (u) u_ = krV (u)k2 0:

Thus, if V0 = V (u(0)), we have

V (u(t)) V0 for t > 0

for any lo al solution. Therefore, if the set fu 2 Rn j V (u) V0 g is bounded (whi h

is the ase, for example, if V (u) ! 1 as kuk ! 1), then the solution of the initial

value problem for (3.31) exists for all t > 0. The fun tion V is an example of a

Liapunov fun tion .

Most systems of ODEs annot be written as a gradient system for any potential

V (u). If f is a smooth ve tor eld on Rn , then f = rV if and only if its

omponents fi satisfy the integrability onditions that arise from the equality of

mixed partial derivatives of V ,

fi fj

= :

uj ui

spa e (see Chapter 13), a number of PDEs, su h as the heat equation, an also be

interpreted as gradient ows.

the form

q_ = rp H; p_ = rq H; (3.32)

78 The Contra tion Mapping Theorem

The hain rule implies that

_

H = rq H q_ + rp H p_ = 0;

(3.32) exist globally in time.

3.6 Referen
es

General referen
es for this
hapter are Simmons [50℄ and Marsden and Homan [37℄.

For more about the logisti
map and
haoti
dynami
al systems, see Devaney [8℄,

Gu
kenheimer and Holmes [18℄, and S
hroeder [51℄. Hirs
h and Smale [21℄ dis
usses

gradient
ows.

Exer ise 3.1 Show that T : R ! R dened by

tan 1 x

T (x) = +x

2

has no xed point, and

jT (x) j j

T (y ) < x y j for all x 6= y 2 R :

Why doesn't this example ontradi t the ontra tion mapping theorem?

Exer
ise 3.2 (a) Show that for any y > 0, the
onvergen
e of T n y to x is

p

in fa
t faster

pxjthan exponential. Start from (3.7) to obtain a good estimate

for jT y .

(b) Take y = 1 and p x = 2. Find a good estimate of how large n needs to be

for T 1 and 2 to have identi
al rst d digits. For example, how many

n

p

iterations of the map T are suÆ
ient to
ompute the rst 63 digits of 2?

Exer
ise 3.3 The se
ant method for solving an equation f (x) = 0, where f : R !

R, is a variant of Newton's method. Starting with two initial points x0 , x1 , we

ompute a sequen
e of iterates (xn ) by:

xn+1 = xn f (xn )

xn xn 1 for n = 1; 2; 3; : : :

f (xn ) f (xn 1)

Formulate and prove a
onvergen
e theorem for the se
ant method with f (x) =

x2 2.

Exer
ises 79

Exer
ise 3.4 If T satises (3.1) for
< 1, show that we
an estimate the distan
e

of the xed point x from the initial point x0 of the xed point iteration by

1

d(x; x0 ) d(x ; x ):

1
1 0

Exer
ise 3.5 An n n matrix A is said to be diagonally dominant if for ea
h row

the sum of the absolute values of the o-diagonal terms is less than the absolute

value of the diagonal term. We write A = D L U where D is diagonal, L is

lower triangular, and U is upper triangular. If A is diagonally dominant, show that

kL + U k1 < kDk1 ;

where the 1-norm kk1 of a matrix is dened in (5.9). Use the
ontra
tion mapping

theorem to prove that if A is diagonally dominant, then A is invertible and that the

following iteration s
hemes
onverge to a solution of the equation Ax = b:

xn+1 = D 1 (L + U ) xn + D 1 b; (3.33)

1

xn+1 = (D L) U xn + (D L) b:

1 (3.34)

What
an you say about the rates of
onvergen
e?

Su
h iterative s
hemes provide an eÆ
ient way to
ompute numeri
al solutions

of large, sparse linear systems. The iteration (3.33) is
alled Ja
obi's method, and

(3.34) is
alled the Gauss-Seidel method.

Exer
ise 3.6 The following integral equation for f : [ a; a℄ ! R arises in a model

of the motion of gas parti
les on a line:

Z a

1 1

f (x) =1+

1 + (x y )2

f (y ) dy for a x a:

a

Prove that this equation has a unique bounded,
ontinuous solution for every 0 <

a < 1. Prove that the solution is nonnegative. What
an you say if a = 1?

Exer
ise 3.7 Prove that there is a unique solution of the following nonlinear BVP

when the
onstant is suÆ
iently small,

u00 + sin u = f (x);

u(0) = 0; u(1) = 0:

Here, f : [0; 1℄ ! R is a given
ontinuous fun
tion. Write out the rst few iterates

of a uniformly
onvergent sequen
e of approximations, beginning with u0 = 0.

Hint. Reformulate the problem as a nonlinear integral equation.

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