Problem Statement An Existence Result

Theorem
Problem Let f : R ! R be continuous on [a, b] such that f (a) · f (b)  0.
Given f : R ! R, find x such that f (x) = 0. There exists x 2 [a, b] such that f (x) = 0.

Example: f (x) = ex x 2
I Examples 3

mg m2 g
x 5 5x 4 1 = 0, s(t) = s0 k t + k2
(1 e kt/m ) =0 2

1
I p(x) = ax 2 + bx + c, p(x1 ) = p(x2 ) = 0 for
p p 0

b + b2 4ac b b2 4ac
x1 = , x2 = . -1
2a 2a
-2
0 0.5 1 1.5 2

I Even finding x such that p(x) = 0 is difficult for a f (0) = e 0

2<0 and f (2) = e2 4>0
polynomial p of degree 5. No formula as above.
f has a root on [0, 2].

An Existence Result Fixed-Point Problem

Fixed-Point Problem (FPP)

Given g : R ! R, find x such that g(x) = x.
Proof. If f (a) = 0 or f (b) = 0, nothing to prove.
Such a point x is called a fixed-point of g.
Otherwise, f (a) · f (b) < 0 implying

f (a) < 0, f (b) > 0 or f (a) > 0, f (b) < 0. Fixed-points are related to the solutions of nonlinear equations.

In either case above, f (x) = 0 9x 2 [a, b] by IVT. f (x) = 0 () x = f (x) + x

| {z }
g(x)

An approach (to solve f (x) = 0)

1. Set up g such that f (x) = 0 , g(x) = x.
2. Find fixed-points of g.

Fixed-Point Problem Fixed-Point Problem

Choice of g is not unique.
Theorem (Brouwer’s Fixed-point Thm)
Example: f (x) = x 2 2.
1. g(x) = x 2⇣ 2 +⌘x Let g : R ! R be continuous on [a, b] such that g(x) 2 [a, b]
2. g(x) = x2 2
+x for all x 2 [a, b].
⇣ 24 ⌘
3. g(x) = x 2
+x Then there exists x 2 [a, b] such that g(x) = x.
2x

3 3 Proof. Let f (x) = x g(x), and observe

2 2
f (a) = a g(a)  0 and f (b) = b g(b) 0
1 1
implying f (a) · f (b)  0.
0 0

-1 -1 By previous thm
-2 -2 f (x) = 0 9x 2 [a, b] =) g(x) = x 9x 2 [a, b].
-1.5 -1 -0.5 0 0.5 1 1.5 -1.5 -1 -0.5 0 0.5 1 1.5
An Example Simple Iteration
f (x) = ex x 2
Definition
ex x 2=0 () ex = x + 2 () x = ln(x + 2) Let g : R ! R. Given x0 2 R, the recursion

xk +1 = g(xk ), k = 0, 1, 2, . . .

is called a simple iteration (or a fixed-point iteration).

Consider g(x) = ln(x + 2).
1. g(1) = ln 3 > 1 and g(2) = ln 4 < 2
2. g 0 (x) = 1/(x + 2) > 0 8x 2 [1, 2], Suppose the sequence (xk ) by simple iteration converges with
i.e., g is monotone increasing on [1, 2]. x⇤ := limk !1 xk .

Then
Hence, g(x) 2 [ln 3, ln 4] ✓ [1, 2] 8x 2 [1, 2].
x⇤ = lim xk +1 = lim g(xk ) = g( lim xk ) = g(x⇤ ).
k !1 k !1 k !1
By Brouwer’s fixed-point thm, g(x) = x 9x 2 [1, 2]. That is x⇤ is a fixed point of g.

Examples
1. f (x) = ex x 2

g(x) = ln(x + 2), xk +1 = ln (xk + 2)

If limk !1 xk = x⇤ , then ex⇤ x⇤ 2 = 0.

2. f (x) = x 2 2

g(x) = x 2 2 + x, xk +1 = xk2 2 + xk
✓ ◆ !
x2 2 xk2 2
g(x) = + x, xk +1 = + xk
4 4
✓ ◆ !
x2 2 xk2 2
g(x) = + x, xk +1 = + xk
2x 2xk