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Thursday, October 2, 2014

Fixed Point Analysis and Partial Differential Equations

MathJax TeX Test Page Suppose f:2 is continous and globally Lipschitz in its second coordinate, i.e. there exists some m such that for all x,y1,y2 |f(x,y1)f(x,y2)|m·|y1y2| Further suppose h>0 such that for the aforementioned m we observe mh<1. Then when c[0,h] is the space of continuous functions [0,h] under the maximum absolute difference metric d, and y0 is fixed, show that the operator T:c[0,h]c[0,h] T(φ)(x)=y0+x0f(t,φ(t))dt is well defined and has a unique fixed point.

Proof: Note that by the fundamental theorem of calculus, T(φ) is continuous on [0,h] so that T is indeed well defined. Since c[0,h] is a complete metric space, by Banach's theorem it suffices to show that T is a contracting map to ensure existence and uniqueness of a fixed point. Observe the inequalities given φ1,φ2c[0,h]: d(T(φ1),T(φ2))=max \max_{x∈[0,h]} |∫_0^x \! f(t,φ_1(t)) - f(t,φ_2(t))~\mathrm{d}t| ≤ \max_{x∈[0,h]} ∫_0^x \! |f(t,φ_1(t)) - f(t,φ_2(t))|~\mathrm{d}t≤ \max_{x∈[0,h]} m·∫_0^x \! |φ_1(t)-φ_2(t)|~\mathrm{d}t ≤ mh·\max_{x∈[0,h]} |φ_1(x)-φ_2(x)| = mh·d(φ_1,φ_2) so that T is a contracting map of factor no larger than mh < 1.

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