3.8. LIPSCHITZ CONTINUITY AND CONTRACTION MAPS 75

Proof: Pick x0 ∈ X and consider the sequence of the iterates of the map f given byx0, f (x0) , f 2 (x0) , · · · . We argue that this is a Cauchy sequence. For m < n, it follows fromthe triangle inequality,

d ( f m (x0) , f n (x0))≤n−1

∑k=m

d(

f k+1 (x0) , f k (x0))≤

∑k=m

rkd ( f (x0) ,x0)

The reason for this last is as follows.

d(

f 2 (x0) , f (x0))≤ rd ( f (x0) ,x0)

d(

f 3 (x0) , f 2 (x0))≤ rd

(f 2 (x0) , f (x0)

)≤ r2d ( f (x0) ,x0)

and so forth. Therefore, by the triangle inequality,

d ( f m (x0) , f n (x0)) ≤n−1

∑k=m

d(

f k+1 (x0) , f k (x0))

≤∞

∑k=m

rkd ( f (x0) ,x0)≤ d ( f (x0) ,x0)rm

1− r(3.1)

which shows that this is indeed a Cauchy sequence. Therefore, there exists x such thatlimn→∞ f n (x0) = x. By continuity, f (x) = f (limn→∞ f n (x0)) = limn→∞ f n+1 (x0) = x.

Also note that, letting m = 0 in 3.1, this estimate yields

d (x0, f n (x0))≤d (x0, f (x0))

1− r

Now d (x0,x)≤ d (x0, f n (x0))+d ( f n (x0) ,x) and so

d (x0,x)−d ( f n (x0) ,x)≤d (x0, f (x0))

1− r

Letting n→∞, it follows that d (x0,x)≤ d(x0, f (x0))1−r because limn→∞ d ( f n (x0) ,x)= d (x,x)=

0 by Lemma 3.2.6.It only remains to verify that there is only one fixed point. Suppose then that x,x′ are

two. Thend(x,x′)= d

(f (x) , f

(x′))≤ rd

(x′,x)

and so d (x,x′) = 0 because r < 1. ■The above is the usual formulation of this important theorem, but we actually proved a

better result.

Corollary 3.8.3 Let B be a closed subset of the complete metric space (X ,d) and letf : B→ X be a contraction map

d ( f (x) , f (x̂))≤ rd (x, x̂) , r < 1.

Also suppose there exists x0 ∈ B such that the sequence of iterates { f n (x0)}∞

n=1 remains inB. Then f has a unique fixed point in B which is the limit of the sequence of iterates. Thisis a point x ∈ B such that f (x) = x. In the case that B = B(x0,δ ), the sequence of iteratessatisfies the inequality

d ( f n (x0) ,x0)≤d (x0, f (x0))

1− r

and so it will remain in B if d(x0, f (x0))1−r < δ .

3.8. LIPSCHITZ CONTINUITY AND CONTRACTION MAPS 75Proof: Pick x9 € X and consider the sequence of the iterates of the mapf given byxo, f (xo) .f? (xo) ,-+: . We argue that this is a Cauchy sequence. For m <n, it follows fromthe triangle inequality,d(f" (x0) .f "(ao Ba (ea) J (aa)) < V Aa(F0)-%0The reason for this last is as follows.d (f? (xo) .f (x0) < rd (f (x0) x0)d (f° (xo) .f? (x0) < rd (f? (x0) .f (x0) < 1° (f (x0) ,x0)and so forth. Therefore, by the triangle inequality,p» va(r “1 (x9) .f*(x0))< y rd (f (x0) x0) <4 (f (x0) .x0) — (3.1)k=mIAd(f™ (x0) f" (x0))which shows that this is indeed a Cauchy sequence. Therefore, there exists x such thatlimy 4. f” (xo) =x. By continuity, f (x) =f (limps. f” (xo)) = limp soo f”*! (x9) = x.Also note that, letting m = 0 in 3.1, this estimate yieldsA (xo.f" (xp) < e-Leo)Now d (x0,x) < d (xo, f” (xo)) +d (f” (xo) ,x) and sod (xo, f (x0)l-rd (x0,x) —d (f” (xo) x) <Letting n — ©9, it follows that d (xo,x) < deo-L00) hecause limp sod (f" (x0) ,x) =d (x, x) =0 by Lemma 3.2.6.It only remains to verify that there is only one fixed point. Suppose then that x,x’ aretwo. Thend (x,x’) =d (Ff (x) Lf (2’)) <rd (x’,x)and so d (x,x’) = 0 because r < 1.The above is the usual formulation of this important theorem, but we actually proved abetter result.Corollary 3.8.3 Let B be a closed subset of the complete metric space (X,d) and letf:B—-X be acontraction mapd(f (x), f (8)) <rd(x,&),r< 1.Also suppose there exists x9 € B such that the sequence of iterates { f" (xo)};,_, remains inB. Then f has a unique fixed point in B which is the limit of the sequence of iterates. Thisis a point x € B such that f (x) =x. In the case that B = B(xo, 5), the sequence of iteratessatisfies the inequalityd (xo, f (x0))l-—rd(f” (x0) x0) <dtxo, f0)) < §.and so it will remain in B if =