Brouwer fixed-point theorem

Brouwer's fixed-point theorem is a fixed-point theorem in topology, named after L. E. J. Brouwer. It states that for any continuous function \(f\) mapping a nonempty compact convex set to itself, there is a point \(x_0\) such that \(f(x_0)=x_0\). The simplest forms of Brouwer's theorem are for continuous functions \(f\) from a closed interval \(I\) in the real numbers to itself or from a closed disk \(D\) to itself. A more general form than the latter is for continuous functions from a nonempty convex compact subset \(K\) of Euclidean space to itself.

Among hundreds of fixed-point theorems, Brouwer's is particularly well known, due in part to its use across numerous fields of mathematics. In its original field, this result is one of the key theorems characterizing the topology of Euclidean spaces, along with the Jordan curve theorem, the hairy ball theorem, the invariance of dimension and the Borsuk-Ulam theorem. This gives it a place among the fundamental theorems of topology. The theorem is also used for proving deep results about differential equations and is covered in most introductory courses on differential geometry. It appears in unlikely fields such as game theory. In economics, Brouwer's fixed-point theorem and its extension, the Kakutani fixed-point theorem, play a central role in the proof of existence of general equilibrium in market economies as developed in the 1950s by economics Nobel prize winners Kenneth Arrow and Gérard Debreu.

The theorem was first studied in view of work on differential equations by the French mathematicians around Henri Poincaré and Charles Émile Picard. Proving results such as the Poincaré-Bendixson theorem requires the use of topological methods. This work at the end of the 19th century opened into several successive versions of the theorem. The case of differentiable mappings of the n-dimensional closed ball was first proved in 1910 by Jacques Hadamard and the general case for continuous mappings by Brouwer in 1911.

The theorem has several formulations, depending on the context in which it is used and its degree of generalization. The simplest is sometimes given as follows:

In the plane

Every continuous function from a closed disk to itself has at least one fixed point.

This can be generalized to an arbitrary finite dimension:

In Euclidean space

Every continuous function from a closed ball of a Euclidean space into itself has a fixed point.

A slightly more general version is as follows:

Convex compact set

Every continuous function from a nonempty convex compact subset K of a Euclidean space to K itself has a fixed point.

An even more general form is better known under a different name:

Schauder fixed point theorem

Every continuous function from a nonempty convex compact subset K of a Banach space to K itself has a fixed point.

The theorem holds only for functions that are endomorphisms (functions that have the same set as the domain and codomain) and for nonempty sets that are compact (thus, in particular, bounded and closed) and convex (or homeomorphic to convex). The following examples show why the pre-conditions are important.

Consider the function

\(f(x) = x+1,\)

which is a continuous function from \(\mathbb{R}\) to itself. As it shifts every point to the right, it cannot have a fixed point. The space \(\mathbb{R}\) is convex and closed, but not bounded.

Consider the function

\(f(x) = \frac{x+1}{2},\)

which is a continuous function from the open interval \((-1,1)\) to itself. Since the point \(x=1\) is not part of the interval, there is no point in the domain such that \(f(x) = x\). The set \((-1,1)\) is convex and bounded, but not closed. On the other hand, the function \(f\) does have a fixed point in the closed interval \([-1,1]\), namely \(x=1\). The closed interval \([-1,1]\) is compact, the open interval \((-1,1)\) is not.

Convexity is not strictly necessary for Brouwer's fixed-point theorem. Because the properties involved (continuity, being a fixed point) are invariant under homeomorphisms, Brouwer's fixed-point theorem is equivalent to forms in which the domain is required to be a closed unit ball \(D^n\). For the same reason it holds for every set that is homeomorphic to a closed ball (and therefore also closed, bounded, connected, without holes, etc.).

The following example shows that Brouwer's fixed-point theorem does not work for domains with holes. Consider the function \(f(x)=-x\), which is a continuous function from the unit circle to itself. Since \(-x\neq x\) holds for any point of the unit circle, \(f\) has no fixed point. The analogous example works for the \(n\)-dimensional sphere (or any symmetric domain that does not contain the origin). The unit circle is closed and bounded, but it has a hole (and so it is not convex). The function \(f\) does have a fixed point for the unit disc, since it takes the origin to itself.

A formal generalization of Brouwer's fixed-point theorem for "hole-free" domains can be derived from the Lefschetz fixed-point theorem.

The theorem has several "real world" illustrations. Here are some examples.

1. Take two sheets of graph paper of equal size with coordinate systems on them, lay one flat on the table and crumple up (without ripping or tearing) the other one and place it, in any fashion, on top of the first so that the crumpled paper does not reach outside the flat one. There will then be at least one point of the crumpled sheet that lies directly above its corresponding point (i.e. the point with the same coordinates) of the flat sheet. This is a consequence of the n = 2 case of Brouwer's theorem applied to the continuous map that assigns to the coordinates of every point of the crumpled sheet the coordinates of the point of the flat sheet immediately beneath it.
2. Take an ordinary map of a country, and suppose that that map is laid out on a table inside that country. There will always be a "You are Here" point on the map which represents that same point in the country.
3. In three dimensions a consequence of the Brouwer fixed-point theorem is that, no matter how much you stir a cocktail in a glass (or think about milk shake), when the liquid has come to rest, some point in the liquid will end up in exactly the same place in the glass as before you took any action, assuming that the final position of each point is a continuous function of its original position, that the liquid after stirring is contained within the space originally taken up by it, and that the glass (and stirred surface shape) maintain a convex volume. Ordering a cocktail shaken, not stirred defeats the convexity condition ("shaking" being defined as a dynamic series of non-convex inertial containment states in the vacant headspace under a lid). In that case, the theorem would not apply, and thus all points of the liquid disposition are potentially displaced from the original state.

The theorem is supposed to have originated from Brouwer's observation of a cup of gourmet coffee. If one stirs to dissolve a lump of sugar, it appears there is always a point without motion. He drew the conclusion that at any moment, there is a point on the surface that is not moving. The fixed point is not necessarily the point that seems to be motionless, since the centre of the turbulence moves a little bit. The result is not intuitive, since the original fixed point may become mobile when another fixed point appears.

Brouwer is said to have added: "I can formulate this splendid result different, I take a horizontal sheet, and another identical one which I crumple, flatten and place on the other. Then a point of the crumpled sheet is in the same place as on the other sheet." Brouwer "flattens" his sheet as with a flat iron, without removing the folds and wrinkles. Unlike the coffee cup example, the crumpled paper example also demonstrates that more than one fixed point may exist. This distinguishes Brouwer's result from other fixed-point theorems, such as Stefan Banach's, that guarantee uniqueness.

In one dimension, the result is intuitive and easy to prove. The continuous function f is defined on a closed interval [a, b] and takes values in the same interval. Saying that this function has a fixed point amounts to saying that its graph (dark green in the figure on the right) intersects that of the function defined on the same interval [a, b] which maps x to x (light green).

Intuitively, any continuous line from the left edge of the square to the right edge must necessarily intersect the green diagonal. To prove this, consider the function g which maps x to f(x) − x. It is ≥ 0 on a and ≤ 0 on b. By the intermediate value theorem, g has a zero in [a, b]; this zero is a fixed point.

Brouwer is said to have expressed this as follows: "Instead of examining a surface, we will prove the theorem about a piece of string. Let us begin with the string in an unfolded state, then refold it. Let us flatten the refolded string. Again a point of the string has not changed its position with respect to its original position on the unfolded string."

The Brouwer fixed point theorem was one of the early achievements of algebraic topology, and is the basis of more general fixed point theorems which are important in functional analysis. The case n = 3 first was proved by Piers Bohl in 1904 (published in Journal für die reine und angewandte Mathematik). It was later proved by L. E. J. Brouwer in 1909. Jacques Hadamard proved the general case in 1910, and Brouwer found a different proof in the same year. Since these early proofs were all non-constructive indirect proofs, they ran contrary to Brouwer's intuitionist ideals. Although the existence of a fixed point is not constructive in the sense of constructivism in mathematics, methods to approximate fixed points guaranteed by Brouwer's theorem are now known.

At the end of the 19th century, the old problem of the stability of the solar system returned into the focus of the mathematical community. Its solution required new methods. As noted by Henri Poincaré, who worked on the three-body problem, there is no hope to find an exact solution: "Nothing is more proper to give us an idea of the hardness of the three-body problem, and generally of all problems of Dynamics where there is no uniform integral and the Bohlin series diverge." He also noted that the search for an approximate solution is no more efficient: "the more we seek to obtain precise approximations, the more the result will diverge towards an increasing imprecision".

He studied a question analogous to that of the surface movement in a cup of coffee. What can we say, in general, about the trajectories on a surface animated by a constant flow? Poincaré discovered that the answer can be found in what we now call the topological properties in the area containing the trajectory. If this area is compact, i.e. both closed and bounded, then the trajectory either becomes stationary, or it approaches a limit cycle. Poincaré went further; if the area is of the same kind as a disk, as is the case for the cup of coffee, there must necessarily be a fixed point. This fixed point is invariant under all functions which associate to each point of the original surface its position after a short time interval t. If the area is a circular band, or if it is not closed, then this is not necessarily the case.

To understand differential equations better, a new branch of mathematics was born. Poincaré called it analysis situs. The French Encyclopædia Universalis defines it as the branch which "treats the properties of an object that are invariant if it is deformed in any continuous way, without tearing". In 1886, Poincaré proved a result that is equivalent to Brouwer's fixed-point theorem, although the connection with the subject of this article was not yet apparent. A little later, he developed one of the fundamental tools for better understanding the analysis situs, now known as the fundamental group or sometimes the Poincaré group. This method can be used for a very compact proof of the theorem under discussion.

Poincaré's method was analogous to that of Émile Picard, a contemporary mathematician who generalized the Cauchy-Lipschitz theorem. Picard's approach is based on a result that would later be formalised by another fixed-point theorem, named after Banach. Instead of the topological properties of the domain, this theorem uses the fact that the function in question is a contraction.

At the dawn of the 20th century, the interest in analysis situs did not stay unnoticed. However, the necessity of a theorem equivalent to the one discussed in this article was not yet evident. Piers Bohl, a Latvian mathematician, applied topological methods to the study of differential equations. In 1904 he proved the three-dimensional case of the theorem, but his publication was not noticed.

It was Brouwer, finally, who gave the theorem its first patent of nobility. His goals were different from those of Poincaré. This mathematician was inspired by the foundations of mathematics, especially mathematical logic and topology. His initial interest lay in an attempt to solve Hilbert's fifth problem. In 1909, during a voyage to Paris, he met Henri Poincaré, Jacques Hadamard, and Émile Borel. The ensuing discussions convinced Brouwer of the importance of a better understanding of Euclidean spaces, and were the origin of a fruitful exchange of letters with Hadamard. For the next four years, he concentrated on the proof of certain great theorems on this question. In 1912 he proved the hairy ball theorem for the two-dimensional sphere, as well as the fact that every continuous map from the two-dimensional ball to itself has a fixed point. These two results in themselves were not really new. As Hadamard observed, Poincaré had shown a theorem equivalent to the hairy ball theorem. The revolutionary aspect of Brouwer's approach was his systematic use of recently developed tools such as homotopy, the underlying concept of the Poincaré group. In the following year, Hadamard generalised the theorem under discussion to an arbitrary finite dimension, but he employed different methods. Hans Freudenthal comments on the respective roles as follows: "Compared to Brouwer's revolutionary methods, those of Hadamard were very traditional, but Hadamard's participation in the birth of Brouwer's ideas resembles that of a midwife more than that of a mere spectator."

Brouwer's approach yielded its fruits, and in 1910 he also found a proof that was valid for any finite dimension, as well as other key theorems such as the invariance of dimension. In the context of this work, Brouwer also generalized the Jordan curve theorem to arbitrary dimension and established the properties connected with the degree of a continuous mapping. This branch of mathematics, originally envisioned by Poincaré and developed by Brouwer, changed its name. In the 1930s, analysis situs became algebraic topology.

The theorem proved its worth in more than one way. During the 20th century numerous fixed-point theorems were developed, and even a branch of mathematics called fixed-point theory. Brouwer's theorem is probably the most important. It is also among the foundational theorems on the topology of topological manifolds and is often used to prove other important results such as the Jordan curve theorem.

Besides the fixed-point theorems for more or less contracting functions, there are many that have emerged directly or indirectly from the result under discussion. A continuous map from a closed ball of Euclidean space to its boundary cannot be the identity on the boundary. Similarly, the Borsuk-Ulam theorem says that a continuous map from the n-dimensional sphere to R has a pair of antipodal points that are mapped to the same point. In the finite-dimensional case, the Lefschetz fixed-point theorem provided from 1926 a method for counting fixed points. In 1930, Brouwer's fixed-point theorem was generalized to Banach spaces. This generalization is known as Schauder's fixed-point theorem, a result generalized further by S. Kakutani to set-valued functions. One also meets the theorem and its variants outside topology. It can be used to prove the Hartman-Grobman theorem, which describes the qualitative behaviour of certain differential equations near certain equilibria. Similarly, Brouwer's theorem is used for the proof of the Central Limit Theorem. The theorem can also be found in existence proofs for the solutions of certain partial differential equations.

Other areas are also touched. In game theory, John Nash used the theorem to prove that in the game of Hex there is a winning strategy for white. In economics, P. Bich explains that certain generalizations of the theorem show that its use is helpful for certain classical problems in game theory and generally for equilibria (Hotelling's law), financial equilibria and incomplete markets.

Brouwer's celebrity is not exclusively due to his topological work. The proofs of his great topological theorems are not constructive, and Brouwer's dissatisfaction with this is partly what led him to articulate the idea of constructivity. He became the originator and zealous defender of a way of formalising mathematics that is known as intuitionism, which at the time made a stand against set theory. Brouwer disavowed his original proof of the fixed-point theorem.

Brouwer's original 1911 proof relied on the notion of the degree of a continuous mapping, stemming from ideas in differential topology. Several modern accounts of the proof can be found in the literature, notably Milnor (1965).

Let \(K=\overline{B(0)}\) denote the closed unit ball in \(\mathbb R^n\) centered at the origin. Suppose for simplicity that \(f:K\to K\) is continuously differentiable. A regular value of \(f\) is a point \(p\in B(0)\) such that the Jacobian of \(f\) is non-singular at every point of the preimage of \(p\). In particular, by the inverse function theorem, every point of the preimage of \(f\) lies in \(B(0)\) (the interior of \(K\)). The degree of \(f\) at a regular value \(p\in B(0)\) is defined as the sum of the signs of the Jacobian determinant of \(f\) over the preimages of \(p\) under \(f\):

\(\operatorname{deg}_p(f) = \sum_{x\in f^{-1}(p)} \operatorname{sign}\,\det (df_x).\)

The degree is, roughly speaking, the number of "sheets" of the preimage f lying over a small open set around p, with sheets counted oppositely if they are oppositely oriented. This is thus a generalization of winding number to higher dimensions.

The degree satisfies the property of homotopy invariance: let \(f\) and \(g\) be two continuously differentiable functions, and \(H_t(x)=tf+(1-t)g\) for \(0\le t\le 1\). Suppose that the point \(p\) is a regular value of \(H_t\) for all t. Then \(\deg_p f = \deg_p g\).

If there is no fixed point of the boundary of \(K\), then the function

\(g(x)=\frac{x-f(x)}{\sup_{y\in K}\left|y-f(y)\right|}\)

is well-defined, and

\(H(t,x) = \frac{x-tf(x)}{\sup_{y\in K}\left|y-tf(y)\right|}\)

Condensed: the full section is in Wikipedia.