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Contraction Mapping Principle

B.Sc MathematicsMetric SpacesđŸŸĸ Free Lesson

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Contraction Mapping Principle

Definition

Banach Fixed Point Theorem

Proof Outline

  1. Cauchy sequence: , so converges, making Cauchy
  2. Convergence: Complete space
  3. Fixed point:
  4. Uniqueness: If , then , so

Example

Solve :

Let . Then on .

Starting from : , , ,

Applications to Differential Equations

Applications to Linear Systems

Convergence Rate

Linear convergence: error decreases by factor each step.

Generalizations

Applications

Banach's Lemma

This Neumann series converges and gives the inverse.

Error Bounds

IterationUpper Bound

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