fluidistic
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Homework Statement
I must understand the proof that if F:[a,b] \to [a,b] and F is contractive then there exist a unique x \in [a,b] such that F(x)=x.
Homework Equations
Definition of a contractive function: F is contractive over [a,b] if and only if there exist \lambda such that 0<\lambda <1 and |F(y)-F(x)| \leq \lambda |y-x| \forall x and y \in [a,b]. That's from my memory.
The Attempt at a Solution
I'm almost done understanding the existence (I already have the uniqueness proof and I understand it).
I'm stuck at understanding the latest part.
Here is the -watered down- proof:
Let x_{n+1}=F(x_n) for n \geq 1.
\exists \lambda \in (0,1) such that |x_n-x_{n+1}|=|F(x_{n+1})-F(x_{n+2})| \leq \lambda |x_{n+1}-x_{n+2}| \leq ... \leq \lambda ^{n-1} |x_1-x_0|.
I can take x_n=x_0+S_n where S_n=\sum _{j=1}^{\infty } (x_j-x_{j-1}).
If \{ S_n \} converges, then so do \{ x_n \}.
But \{ S_n \} does converge, since it's lesser than |x_1-x_0|\sum _{j=0} \lambda ^{j-1} which is convergent.
Thus \lim _{n \to \infty} x_n=x.
Now I must show that x=F(x).
x=\lim _{n \to \infty} x_n=\lim _{n \to \infty} F(x_{n-1})=F(\lim _{n \to \infty} x_{n-1}) =F(x). Thus x=F(x). Notice here that the proof used the fact that F is continuous without ever demonstrating it. So it seems that if F is contractive over an interval, it is continuous.
Now the proof wants to show that x \in [a,b].
And here comes the part that doesn't make any sense to me.
"Furthermore, since x\in [a,b], it follows that x_n \in [a,b] \forall n, for F([a,b]) is included in [a,b].
Since [a,b] is closed in \mathbb{R}, F is continuous and \lim _{n \to \infty} x_n =x, it follows that x\in [a,b]."
My problem is:
The first line assumes what it wants to prove and I don't see the point of the comment that follows.
For the second line, I do not understand the implication. Is there any theorem that justifies the implication? It's not at all intuitive to me.
I'd like an explanation on how to end the proof. I mean, how to show that x \in [a,b].
Thanks in advance.