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PAIGE BRIGHT: Let's just
go ahead and get started.

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So as a recap of what we've
been up to, the first day,

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we talked about what a
metric space is and went

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through a ton of examples, which
was mostly what that day was

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supposed to be for.

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The next day, we went through
some of the general theory,

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which was helpful, I believe.

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But it's really short, all
things considered, right?

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It's just a single lecture of
most of what real analysis took

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up for us, right-- what
are sequences, what are

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Cauchy sequences, et cetera.

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That's what the beauty
of metric spaces

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is to cover now,
because because we

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have done all of that
work in real analysis,

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now we can simply state
and prove the theorems

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that we know and love
for metric spaces

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because they're very,
very much analogous.

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The one thing that
wasn't analogous,

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though, was compact
metric spaces.

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If you've never seen
compact metric spaces,

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that's totally fair because
if you only studied it--

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if you only studied real
analysis on Euclidean space,

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they're just closed
and bounded sets.

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And those you can define
without compactness.

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But there's clearly a ton
of important statements

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you can make about compactness.

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We had the four-part
huge theorem last time,

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where we showed that
topologically compact is

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the same as sequentially
compact, which

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was the same as totally
bounded and Cauchy complete,

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and another property with the
finite intersection property.

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But the main thing
I want to talk

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about today is
complete metric spaces

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because there's a ton can
say about metric spaces

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once you know that
they're complete.

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In particular, I want to talk
about two specific examples--

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one, the Banach
fixed point theorem,

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which is a very useful theorem
for differential equations.

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But secondly, I'm going to
then talk about completions

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of metric spaces, which
show up all of the time.

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So, yeah, let's go
ahead and jump right in.

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So to motivate the conversation
of the Banach fixed point

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theorem, I'm going to start
by introducing what are

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known as Lipschitz functions--

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Lipschitz.

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So a Lipschitz function
is one that is continuous.

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It's pretty nice.

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It's a function f such that--

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it's a function f
from a metric space

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x to y such that there exists
a K in the real numbers

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such that the distance
between the image points,

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f of x, f of y, is bounded by
K times the distance between x

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and y.

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Now, let's think to
ourselves what values of k

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are actually interesting
here for a moment.

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One, if k is negative,
then positive definiteness

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tells us that everything
is just 0, which

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is particularly nice, right?

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But if it's positive,
then we have

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to do a little bit more work.

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But, yeah, this is the
definition of Lipschitz,

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or K-Lipschitz, which
is that there exists

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a K such that the distance
between the image points

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is less than or equal
to K times the distance

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of the original points.

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All right.

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So I claim that
this is continuous,

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or functions like
this are continuous.

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And that fact is not
too hard to show.

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So proposition-- "Lipschitz
implies continuous.

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The proof of this is not
too bad because we're

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going to let epsilon
be bigger than 0.

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And we want to
choose a delta such

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that the distance
between the image points

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is less than epsilon, where
the distance between these two

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points is less than delta.

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But we can choose delta to
be equal to epsilon over K,

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where K is the specific constant
that works for our Lipschitz

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function.

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So then what we'll have is that
the distance between the image

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points, f of x, f of y, will be
less than or equal to K times

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the distance between x and y.

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But this, under
assumption, is going

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to be less than K times delta,
which is equal to epsilon.

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So this shows that the distance
between points in the image

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gets arbitrarily small once you
choose a small enough region

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around x.

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So this implies continuous.

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But, in fact, it implies
a little bit more

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than continuous.

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Does anyone know what it
implies, the stronger thing?

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Totally fair if
not-- it's something

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you might not have seen before.

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Yeah, it's uniform continuity.

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So, in fact, Lipschitz
implies uniform continuity

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because it doesn't
depend on x at all.

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It only depends
on f and epsilon.

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So that's our next
section of discussion.

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I'm going to redefine what
uniform continuity means

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for metric spaces.

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But most of the theory
will still hold up.

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So definition,
uniform continuity--

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a function f from metric
space x to metric space y

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is uniformly continuous if,
for all epsilon bigger than 0,

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there exists a delta
bigger than 0 such

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that if the distance between
two points x and y in x

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is less than delta, then the
distance between the image

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points in y, f of x, f of
y, is less than epsilon.

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And the key difference
between this definition

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and the definition of continuity
is that this delta does not

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depend on the point x.

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The definition of continuity
is that for every x,

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there exists this statement.

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OK.

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So let's prove some
nice statements

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about uniform
continuity, including

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but not limited to how it
is affected by compactness.

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So proposition-- suppose f
is a function from x to y

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continuous, and x is compact.

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Then what we can show
is that, in fact,

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f is uniformly continuous,
which is something

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that we should
expect, that we had

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continuity on bounded intervals
implying uniform continuity--

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so let's keep going--
uniform continuity

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on the open interval.

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So then, f is
uniformly continuous.

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The proof of this, I think,
is particularly interesting

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because it's going to introduce
something that we talked

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about a few lectures ago--

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or reintroduce something.

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We're going to use the
little big number lemma.

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So proof-- first
we're going to start

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by covering our metric
space x by a bunch of balls,

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just like we would
do if we're doing

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a proof using compactness.

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So for all c in x, there
exists a delta perhaps

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depending on c, which I'll note
was delta c, bigger than 0,

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such that the distance between
x and c is less than delta c.

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Let epsilon be bigger
than 0, I should say.

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So then this implies that the
distance between the image

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points is less than epsilon.

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So here epsilon is going to be
fixed throughout this proof.

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In fact, while I'm
at it, I'm going

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to say that this is
less than epsilon over 2

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because we're going to use
the triangle inequality later

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on in this proof.

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So what we know, then, is that
these balls of radius delta c

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are going to cover our set
x because we're just taking

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a ball centered at every point.

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So the balls of radius
delta c around c cover x.

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So what we know is by the
Lesbegue number lemma, which

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was true for sequentially
compact spaces,

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but we know that sequentially
compact is the same as

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topologically compact.

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So by the Lesbegue lemma,
there exists a delta bigger

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than 0 such that for
all x in x, there

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exists a c in x such that the
ball of radius delta around x

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is fully contained in the ball
of radius delta c around c.

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Now, does this make
sense to everyone?

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I know that this
was a huge statement

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with a bunch of quantifiers.

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But this is what the
Lesbegue numbers lemma says.

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We are covering our set
x, this compact set x,

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with these balls.

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And we can choose a delta
such that for any point in x,

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I can squeeze this
ball of radius delta

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into one of these sets
in our open cover.

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That's what the Lesbegue
number lemma says.

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Now, why is this so helpful?

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Because we know that to do--

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then we know that if the
distance between x and y

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is less than delta,
then, in fact,

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y is already in the
ball of radius delta

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c, which lets us know that
the distance between the image

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point of f of y and f of c
is less than epsilon over 2.

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And so now we can directly
imply the triangle inequality,

00:10:16.450 --> 00:10:18.670 align:middle line:84%
where here we'll have
that the distance in y

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between f of x and f of y--

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when the distance between
x and y is less than delta,

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then this distance is less
than the distance between--

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or sorry - equal to the
distance between f of x and f

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of c plus the distance
between f of c and f of y.

00:10:45.870 --> 00:10:49.260 align:middle line:84%
But both of these are
less than epsilon over 2.

00:10:49.260 --> 00:10:52.770 align:middle line:90%


00:10:52.770 --> 00:10:56.370 align:middle line:84%
So this delta, remember, from
the Lesbegue number lemma,

00:10:56.370 --> 00:10:57.900 align:middle line:90%
does not depend on x.

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So we've proven
uniform continuity.

00:11:01.500 --> 00:11:03.420 align:middle line:90%
Everyone follow?

00:11:03.420 --> 00:11:04.380 align:middle line:90%
Cool.

00:11:04.380 --> 00:11:07.320 align:middle line:84%
I think that this is a
very interesting statement.

00:11:07.320 --> 00:11:11.160 align:middle line:84%
And let's look at an example of
how we can actually use this.

00:11:11.160 --> 00:11:14.940 align:middle line:84%
It's going to be a very
powerful application.

00:11:14.940 --> 00:11:16.410 align:middle line:84%
Specifically, it's
an application

00:11:16.410 --> 00:11:19.650 align:middle line:84%
to integral operators,
which the name of it

00:11:19.650 --> 00:11:22.420 align:middle line:84%
will become apparent by
the proposition itself.

00:11:22.420 --> 00:11:28.380 align:middle line:84%
So proposition-- let f be a
function from the interval a,

00:11:28.380 --> 00:11:36.820 align:middle line:90%
b cross c, d to R continuous.

00:11:36.820 --> 00:11:38.460 align:middle line:84%
So, in fact, what
we know right now

00:11:38.460 --> 00:11:40.835 align:middle line:84%
is that this implies that
it's uniformly continuous,

00:11:40.835 --> 00:11:41.460 align:middle line:90%
which is great.

00:11:41.460 --> 00:11:43.300 align:middle line:90%
That would be helpful.

00:11:43.300 --> 00:11:45.630 align:middle line:84%
But two, what we're
going to look at

00:11:45.630 --> 00:11:51.180 align:middle line:84%
is the function g of y being
equal to the integral from a

00:11:51.180 --> 00:11:55.440 align:middle line:90%
to b of f of x, y dx.

00:11:55.440 --> 00:11:59.250 align:middle line:84%
So, in other words, we're
considering the function g of y

00:11:59.250 --> 00:12:02.680 align:middle line:84%
where I plug in y
into this integral.

00:12:02.680 --> 00:12:06.130 align:middle line:84%
And now what I claim is
that this function g--

00:12:06.130 --> 00:12:10.130 align:middle line:84%
so consider g such
that this is true.

00:12:10.130 --> 00:12:15.020 align:middle line:90%
I claim that g is continuous.

00:12:15.020 --> 00:12:17.360 align:middle line:84%
And the proof of this is
going to be relatively short

00:12:17.360 --> 00:12:19.790 align:middle line:84%
because we're going to
use uniform continuity

00:12:19.790 --> 00:12:21.463 align:middle line:90%
for the integral.

00:12:21.463 --> 00:12:23.880 align:middle line:84%
Now, if you haven't seen this
before, it is very powerful.

00:12:23.880 --> 00:12:25.700 align:middle line:90%
It's a powerful statement.

00:12:25.700 --> 00:12:27.620 align:middle line:84%
And I'll say what
the real analysis

00:12:27.620 --> 00:12:30.150 align:middle line:84%
statement is that we're
using in just a moment.

00:12:30.150 --> 00:12:33.500 align:middle line:84%
But let's just go
through the proof.

00:12:33.500 --> 00:12:48.950 align:middle line:84%
Let yn be a sequence in cd
such that yn converges to y.

00:12:48.950 --> 00:12:53.240 align:middle line:84%
To show continuity by our second
lecture on the general theory,

00:12:53.240 --> 00:12:59.882 align:middle line:90%
we want to show that g of xy--

00:12:59.882 --> 00:13:05.030 align:middle line:84%
sorry, yn-- goes
to g of y as n goes

00:13:05.030 --> 00:13:08.810 align:middle line:84%
to infinity because this will
imply that g is continuous,

00:13:08.810 --> 00:13:09.380 align:middle line:90%
right?

00:13:09.380 --> 00:13:11.172 align:middle line:84%
This goes with our
statement of continuity,

00:13:11.172 --> 00:13:14.210 align:middle line:84%
otherwise known as
sequential continuity.

00:13:14.210 --> 00:13:15.710 align:middle line:84%
The proof of this
is not going to be

00:13:15.710 --> 00:13:18.335 align:middle line:84%
so bad because we're just going
to write out what the limit is.

00:13:18.335 --> 00:13:24.950 align:middle line:84%
We're going to have the limit as
n goes to infinity of g of yn.

00:13:24.950 --> 00:13:27.080 align:middle line:84%
Well, this is the
limit as n goes

00:13:27.080 --> 00:13:35.960 align:middle line:84%
to infinity of the integral a to
b, f of x yn dx by definition.

00:13:35.960 --> 00:13:38.960 align:middle line:84%
But by uniform continuity,
for real analysis,

00:13:38.960 --> 00:13:42.387 align:middle line:84%
we know that we can swap the
limit and the integral, right?

00:13:42.387 --> 00:13:43.970 align:middle line:84%
Has everyone seen
this theorem before?

00:13:43.970 --> 00:13:45.560 align:middle line:90%
It's very, very useful.

00:13:45.560 --> 00:13:49.760 align:middle line:84%
If you need to relearn it, I
would highly suggest doing so.

00:13:49.760 --> 00:13:54.710 align:middle line:84%
But it's one that is mostly
used with Lesbegue integration.

00:13:54.710 --> 00:13:59.550 align:middle line:84%
Or, specifically, the lemma
uses Riemannian integration,

00:13:59.550 --> 00:14:01.310 align:middle line:84%
which makes it kind
of annoying to prove.

00:14:01.310 --> 00:14:02.910 align:middle line:90%
So I will not do so here.

00:14:02.910 --> 00:14:05.570 align:middle line:84%
But the point is that we can
switch these two limits as n

00:14:05.570 --> 00:14:08.108 align:middle line:90%
goes to infinity of f of x, yn.

00:14:08.108 --> 00:14:11.600 align:middle line:90%


00:14:11.600 --> 00:14:13.580 align:middle line:84%
But by the fact that
f is continuous,

00:14:13.580 --> 00:14:17.780 align:middle line:84%
we know that this is going
to converge to f of x, y.

00:14:17.780 --> 00:14:20.330 align:middle line:84%
So this is integral
from a to b of f

00:14:20.330 --> 00:14:24.830 align:middle line:90%
of x, y dx, which is g of y.

00:14:24.830 --> 00:14:26.050 align:middle line:90%
So we're done with the proof.

00:14:26.050 --> 00:14:29.910 align:middle line:90%


00:14:29.910 --> 00:14:31.080 align:middle line:90%
It was a very simple proof.

00:14:31.080 --> 00:14:32.910 align:middle line:84%
But we highlighted
the importance

00:14:32.910 --> 00:14:34.290 align:middle line:90%
of uniform continuity.

00:14:34.290 --> 00:14:37.500 align:middle line:84%
We can simply state that we
can swap the limits using

00:14:37.500 --> 00:14:38.610 align:middle line:90%
uniform continuity.

00:14:38.610 --> 00:14:41.490 align:middle line:90%
And then our job is nearly done.

00:14:41.490 --> 00:14:43.170 align:middle line:84%
But this integral
operator is, in fact,

00:14:43.170 --> 00:14:46.030 align:middle line:84%
going to come up a
little bit later today.

00:14:46.030 --> 00:14:49.080 align:middle line:84%
There's one on the face of it
that is pretty straightforward

00:14:49.080 --> 00:14:53.470 align:middle line:84%
but has very useful applications
to differential equations.

00:14:53.470 --> 00:14:54.960 align:middle line:90%
All right.

00:14:54.960 --> 00:14:58.040 align:middle line:84%
So now we're turning
back to the definition

00:14:58.040 --> 00:14:59.630 align:middle line:90%
of Lipschitz functions.

00:14:59.630 --> 00:15:01.995 align:middle line:84%
I'm going to define what
a contraction is, which

00:15:01.995 --> 00:15:03.870 align:middle line:84%
is going to lead us to
the Banach fixed point

00:15:03.870 --> 00:15:08.040 align:middle line:84%
theorem, which is our main
goal of this first section.

00:15:08.040 --> 00:15:09.660 align:middle line:90%
OK.

00:15:09.660 --> 00:15:19.860 align:middle line:84%
Definition, contraction-- a
function f from a metric space

00:15:19.860 --> 00:15:30.630 align:middle line:84%
x to itself is a
contraction if it

00:15:30.630 --> 00:15:39.210 align:middle line:84%
is k-Lipschitz for
k between 0 and 1,

00:15:39.210 --> 00:15:42.740 align:middle line:84%
for k bigger than or equal
to 0 and less than 1.

00:15:42.740 --> 00:15:49.760 align:middle line:84%
In other words, the distance
between two points f of x and f

00:15:49.760 --> 00:15:54.590 align:middle line:84%
of y is less than or equal
to k times the distance

00:15:54.590 --> 00:15:59.930 align:middle line:84%
in x of x to y, where here k,
small k, is between 0 and 1.

00:15:59.930 --> 00:16:01.910 align:middle line:84%
Now, why is this
called a contraction?

00:16:01.910 --> 00:16:06.930 align:middle line:84%
Well, we can just sort of draw
a picture of what's happening.

00:16:06.930 --> 00:16:10.920 align:middle line:84%
If this is my metric space x,
and this is my initial points x

00:16:10.920 --> 00:16:16.410 align:middle line:84%
and y, I know that the distance
between the images of them

00:16:16.410 --> 00:16:20.340 align:middle line:84%
must be less than k times
the distance from x to y.

00:16:20.340 --> 00:16:25.500 align:middle line:84%
So if this is the distance
from x to y, then for k

00:16:25.500 --> 00:16:29.970 align:middle line:84%
really small, this will be the
distance between f of x and f

00:16:29.970 --> 00:16:31.920 align:middle line:90%
of y.

00:16:31.920 --> 00:16:33.570 align:middle line:84%
And we can continue
applying this

00:16:33.570 --> 00:16:35.050 align:middle line:90%
over and over and over again.

00:16:35.050 --> 00:16:36.240 align:middle line:90%
So what is this--

00:16:36.240 --> 00:16:39.333 align:middle line:84%
what do you think will
actually happen in the end?

00:16:39.333 --> 00:16:41.750 align:middle line:84%
Well, these points are going
to get really close together.

00:16:41.750 --> 00:16:44.590 align:middle line:84%
So our question is, does
there exist a point such

00:16:44.590 --> 00:16:47.800 align:middle line:84%
that its image is the
same as its initial value?

00:16:47.800 --> 00:16:50.470 align:middle line:84%
And I'll state that more
explicitly in a moment.

00:16:50.470 --> 00:16:53.665 align:middle line:84%
Specifically, we want to know
if there exists a fixed point.

00:16:53.665 --> 00:16:56.197 align:middle line:90%


00:16:56.197 --> 00:16:58.655 align:middle line:84%
I should have probably drawn
that bigger, but that's fine--

00:16:58.655 --> 00:16:59.780 align:middle line:90%
a fixed point.

00:16:59.780 --> 00:17:04.400 align:middle line:90%


00:17:04.400 --> 00:17:08.450 align:middle line:84%
If f is, again, a
function from x to itself,

00:17:08.450 --> 00:17:19.066 align:middle line:84%
x is a fixed point
if f of x equals x.

00:17:19.066 --> 00:17:22.640 align:middle line:90%


00:17:22.640 --> 00:17:23.970 align:middle line:90%
All right.

00:17:23.970 --> 00:17:26.339 align:middle line:84%
So our claim for the
Banach fixed point theorem,

00:17:26.339 --> 00:17:29.490 align:middle line:84%
as you can probably guess from
this image that I've drawn,

00:17:29.490 --> 00:17:32.910 align:middle line:84%
is going to be that when I
have a contraction on a Cauchy

00:17:32.910 --> 00:17:35.640 align:middle line:84%
complete metric space,
there is, in fact, going

00:17:35.640 --> 00:17:37.638 align:middle line:90%
to be a fixed point.

00:17:37.638 --> 00:17:39.180 align:middle line:84%
And let me write
that out explicitly.

00:17:39.180 --> 00:17:41.388 align:middle line:84%
Actually, this is more of
a theorem-- sorry, theorem.

00:17:41.388 --> 00:17:43.690 align:middle line:90%


00:17:43.690 --> 00:17:45.440 align:middle line:84%
It's called the Banach
fixed point theorem

00:17:45.440 --> 00:17:50.840 align:middle line:84%
but also sometimes called the
contraction mapping theorem--

00:17:50.840 --> 00:17:54.860 align:middle line:84%
so whichever name
you prefer to use.

00:17:54.860 --> 00:17:57.320 align:middle line:84%
I usually use
contraction fixed point--

00:17:57.320 --> 00:17:59.570 align:middle line:84%
sorry, contraction mapping
theorem in the notes

00:17:59.570 --> 00:18:03.170 align:middle line:84%
just because it's
slightly shorter.

00:18:03.170 --> 00:18:26.070 align:middle line:84%
So let x be a Cauchy
complete metric space and f--

00:18:26.070 --> 00:18:26.670 align:middle line:90%
oh, sorry.

00:18:26.670 --> 00:18:28.800 align:middle line:84%
It also needs to be
nonempty-- because otherwise,

00:18:28.800 --> 00:18:33.630 align:middle line:84%
if it's empty, then what does
having a fixed point even mean?

00:18:33.630 --> 00:18:37.380 align:middle line:84%
How can a point be fixed if
there is no points in x?--

00:18:37.380 --> 00:18:42.570 align:middle line:84%
and then that f be a map
from x to x, a contraction.

00:18:42.570 --> 00:18:46.830 align:middle line:90%


00:18:46.830 --> 00:18:50.520 align:middle line:84%
Then the claim is that
there exists a fixed point.

00:18:50.520 --> 00:18:54.600 align:middle line:90%


00:18:54.600 --> 00:18:57.620 align:middle line:84%
In fact, it's
going to be unique,

00:18:57.620 --> 00:18:59.180 align:middle line:84%
which will be an
interesting part

00:18:59.180 --> 00:19:03.000 align:middle line:84%
of this proof, an interesting
yet short part of this proof.

00:19:03.000 --> 00:19:05.100 align:middle line:84%
Now let's restate
what we already just

00:19:05.100 --> 00:19:08.130 align:middle line:84%
so that we can make sure that
we're all on the same page.

00:19:08.130 --> 00:19:10.740 align:middle line:84%
We know that by
definition, a contraction

00:19:10.740 --> 00:19:12.480 align:middle line:90%
is a k-Lipschitz map.

00:19:12.480 --> 00:19:15.150 align:middle line:84%
And as we've shown
already up above,

00:19:15.150 --> 00:19:17.580 align:middle line:84%
Lipschitz functions are
uniformly continuous.

00:19:17.580 --> 00:19:19.320 align:middle line:84%
Are we going to use
this in our proof?

00:19:19.320 --> 00:19:20.640 align:middle line:90%
Not explicitly.

00:19:20.640 --> 00:19:22.620 align:middle line:84%
But it is helpful to
just keep in mind,

00:19:22.620 --> 00:19:24.420 align:middle line:84%
like, what are we
actually doing here?

00:19:24.420 --> 00:19:26.820 align:middle line:84%
We have a continuous
map that just so happens

00:19:26.820 --> 00:19:28.740 align:middle line:84%
to be a contraction,
and we're going

00:19:28.740 --> 00:19:31.480 align:middle line:84%
to show that there
exists a fixed point.

00:19:31.480 --> 00:19:32.200 align:middle line:90%
All right.

00:19:32.200 --> 00:19:34.930 align:middle line:84%
The proof of this
is relatively short.

00:19:34.930 --> 00:19:38.980 align:middle line:84%
We're going to utilize
Cauchy completeness.

00:19:38.980 --> 00:19:43.030 align:middle line:84%
That's the main thing that we're
going to utilize in this proof.

00:19:43.030 --> 00:19:45.580 align:middle line:84%
We want to construct
a function, or we

00:19:45.580 --> 00:19:46.960 align:middle line:84%
want to construct
a sequence that

00:19:46.960 --> 00:19:49.540 align:middle line:84%
is Cauchy complete and
therefore will have a limit.

00:19:49.540 --> 00:19:52.030 align:middle line:84%
And that limit will
be the fixed point.

00:19:52.030 --> 00:19:55.870 align:middle line:84%
And to do so, we're
just going to pick--

00:19:55.870 --> 00:20:05.070 align:middle line:84%
oh, proof-- pick
arbitrary x0 big X.

00:20:05.070 --> 00:20:07.230 align:middle line:84%
And this is where we
use that it's nonempty.

00:20:07.230 --> 00:20:10.770 align:middle line:84%
The fact that we can pick any
x0 X has to do with the fact

00:20:10.770 --> 00:20:11.730 align:middle line:90%
that it's nonempty.

00:20:11.730 --> 00:20:15.700 align:middle line:84%
The fact that it's nonempty is
relatively a small moot point.

00:20:15.700 --> 00:20:20.220 align:middle line:84%
But I do want to iterate that
this assumption is necessary.

00:20:20.220 --> 00:20:26.610 align:middle line:84%
And then what we're going
to do is define xn plus 1

00:20:26.610 --> 00:20:28.660 align:middle line:90%
to be f of xn.

00:20:28.660 --> 00:20:38.870 align:middle line:84%
So our sequence will be x0, f
of x0, f of f of x0, and so on.

00:20:38.870 --> 00:20:40.760 align:middle line:84%
This is going to
be our sequence.

00:20:40.760 --> 00:20:42.980 align:middle line:84%
And our hope is that this
is going to converge,

00:20:42.980 --> 00:20:45.590 align:middle line:84%
i.e., hopefully,
it will be Cauchy.

00:20:45.590 --> 00:20:47.990 align:middle line:84%
And the proof of this is
pretty straightforward.

00:20:47.990 --> 00:20:53.060 align:middle line:84%
Well, we'll note that
the distance between xi

00:20:53.060 --> 00:20:55.700 align:middle line:90%
plus 1 and xi--

00:20:55.700 --> 00:20:57.660 align:middle line:90%
what can we state about this?

00:20:57.660 --> 00:21:00.290 align:middle line:84%
Well, firstly, we can plug in
what the definitions of them

00:21:00.290 --> 00:21:01.490 align:middle line:90%
are.

00:21:01.490 --> 00:21:05.210 align:middle line:84%
This is the distance
between f of xi

00:21:05.210 --> 00:21:08.510 align:middle line:84%
and the distance
between f of xi minus 1.

00:21:08.510 --> 00:21:12.080 align:middle line:90%


00:21:12.080 --> 00:21:13.940 align:middle line:84%
And what we know is
by the fact that it's

00:21:13.940 --> 00:21:18.500 align:middle line:84%
a contraction is that this
is less than or equal to k

00:21:18.500 --> 00:21:24.800 align:middle line:84%
times the distance
of xi to xi minus 1.

00:21:24.800 --> 00:21:26.810 align:middle line:84%
And I can continue
reiterating this

00:21:26.810 --> 00:21:30.380 align:middle line:84%
over and over and over again,
where here I'll get less than

00:21:30.380 --> 00:21:35.300 align:middle line:84%
or equal to k to the i
of the distance from--

00:21:35.300 --> 00:21:36.500 align:middle line:90%
i or xi?

00:21:36.500 --> 00:21:43.220 align:middle line:84%
Yeah, i-- distance
from x1 to x0.

00:21:43.220 --> 00:21:45.190 align:middle line:90%
Everyone follow?

00:21:45.190 --> 00:21:47.430 align:middle line:84%
And we're going to
use this to consider--

00:21:47.430 --> 00:21:49.470 align:middle line:84%
to show that our sequence
is in fact Cauchy,

00:21:49.470 --> 00:21:53.700 align:middle line:84%
we're going to look at the
distance between xn and xm.

00:21:53.700 --> 00:21:58.390 align:middle line:90%
So I'll do that here.

00:21:58.390 --> 00:22:03.450 align:middle line:84%
We're considering the
distance from xn to xm,

00:22:03.450 --> 00:22:05.640 align:middle line:84%
and we want to imply
this simple fact

00:22:05.640 --> 00:22:08.730 align:middle line:84%
between the distances between
two nearby points, two neighbor

00:22:08.730 --> 00:22:09.660 align:middle line:90%
points.

00:22:09.660 --> 00:22:11.160 align:middle line:84%
Well, to do that,
we can just look

00:22:11.160 --> 00:22:13.750 align:middle line:90%
at the triangle inequality.

00:22:13.750 --> 00:22:16.920 align:middle line:84%
We can write this as less
than or equal to the distance

00:22:16.920 --> 00:22:26.090 align:middle line:84%
from xi plus 1 to xi, where
i goes from n to m minus 1.

00:22:26.090 --> 00:22:28.940 align:middle line:84%
Does everyone see
how I did this step?

00:22:28.940 --> 00:22:31.130 align:middle line:84%
You can expand it out to
see that it is precisely

00:22:31.130 --> 00:22:32.370 align:middle line:90%
the triangle inequality.

00:22:32.370 --> 00:22:34.490 align:middle line:84%
This is less than or equal
to the distance from x

00:22:34.490 --> 00:22:38.090 align:middle line:84%
to xn plus 1, xn plus 1
to xn plus 2, so on and so

00:22:38.090 --> 00:22:39.560 align:middle line:90%
forth until we get to m.

00:22:39.560 --> 00:22:41.510 align:middle line:84%
And here I'm assuming
that m is bigger than n

00:22:41.510 --> 00:22:44.490 align:middle line:84%
because it doesn't
particularly matter.

00:22:44.490 --> 00:22:45.090 align:middle line:90%
OK.

00:22:45.090 --> 00:22:48.690 align:middle line:84%
Well, then, this is less
than or equal to the sum of k

00:22:48.690 --> 00:22:54.780 align:middle line:84%
to the i times the distance
from x1 to x0, which is great.

00:22:54.780 --> 00:22:58.590 align:middle line:84%
Notice already that this
distance is just fixed.

00:22:58.590 --> 00:23:01.100 align:middle line:90%
It doesn't depend on i at all.

00:23:01.100 --> 00:23:05.390 align:middle line:84%
But now we want to figure out
how we deal with the sum from n

00:23:05.390 --> 00:23:06.440 align:middle line:90%
to mx1.

00:23:06.440 --> 00:23:09.120 align:middle line:84%
And to do so, we can
apply a pretty nice trick,

00:23:09.120 --> 00:23:11.780 align:middle line:90%
which is just multiply by kn.

00:23:11.780 --> 00:23:14.540 align:middle line:84%
This will be less
than or equal to kn--

00:23:14.540 --> 00:23:18.080 align:middle line:84%
and I'll pull out
the distance x1, x0--

00:23:18.080 --> 00:23:24.215 align:middle line:84%
of the sum from i equals
0 to m minus 1 minus n--

00:23:24.215 --> 00:23:25.370 align:middle line:90%
right, minus n?

00:23:25.370 --> 00:23:28.010 align:middle line:90%
Yeah-- of k to the i.

00:23:28.010 --> 00:23:30.290 align:middle line:84%
So here I'm just multiplying
by k to the n such

00:23:30.290 --> 00:23:34.980 align:middle line:84%
that when I plug it back in,
I get the same exact sequence.

00:23:34.980 --> 00:23:37.840 align:middle line:90%
And so what can we do?

00:23:37.840 --> 00:23:40.220 align:middle line:84%
This is then just
a geometric series.

00:23:40.220 --> 00:23:42.880 align:middle line:84%
This is less than or
equal to k to the n times

00:23:42.880 --> 00:23:46.930 align:middle line:84%
the distance from x1
to x0 of the sum from i

00:23:46.930 --> 00:23:51.790 align:middle line:84%
equals 0 to infinity
of ki, which is simply

00:23:51.790 --> 00:23:57.190 align:middle line:84%
k to the n over 1 minus k of
the distance from x1 to x0,

00:23:57.190 --> 00:24:00.640 align:middle line:84%
where here I'm applying the
geometric series formula

00:24:00.640 --> 00:24:03.000 align:middle line:90%
to this geometric series.

00:24:03.000 --> 00:24:06.970 align:middle line:84%
And now we're going
to use the fact that--

00:24:06.970 --> 00:24:09.880 align:middle line:84%
now we're going to use the
fact that k is less than 1.

00:24:09.880 --> 00:24:13.240 align:middle line:84%
Or, specifically, it's
between 0 and 1, right?

00:24:13.240 --> 00:24:14.830 align:middle line:90%
I can choose n large enough--

00:24:14.830 --> 00:24:18.930 align:middle line:90%


00:24:18.930 --> 00:24:29.400 align:middle line:84%
large enough so that this
term is less than epsilon.

00:24:29.400 --> 00:24:32.220 align:middle line:84%
I'm not going to state
explicitly what this n is.

00:24:32.220 --> 00:24:34.200 align:middle line:84%
You can figure this
out independently.

00:24:34.200 --> 00:24:37.590 align:middle line:84%
But we know that one minus
exist, because k to the n

00:24:37.590 --> 00:24:39.480 align:middle line:90%
is going to be going to 0.

00:24:39.480 --> 00:24:42.060 align:middle line:90%
So does this complete our proof?

00:24:42.060 --> 00:24:42.745 align:middle line:90%
Not fully.

00:24:42.745 --> 00:24:44.370 align:middle line:84%
We have that this is
a Cauchy sequence.

00:24:44.370 --> 00:24:45.600 align:middle line:90%
So we know it converges.

00:24:45.600 --> 00:24:48.510 align:middle line:84%
We need to, one, show that
the point it converges to

00:24:48.510 --> 00:24:52.310 align:middle line:84%
is our fixed point, and
two, show it's unique.

00:24:52.310 --> 00:24:53.750 align:middle line:90%
So let's go ahead and do that.

00:24:53.750 --> 00:25:23.040 align:middle line:90%


00:25:23.040 --> 00:25:23.540 align:middle line:90%
OK.

00:25:23.540 --> 00:25:26.360 align:middle line:84%
So we want to show that this
is, in fact, our limit point.

00:25:26.360 --> 00:25:27.890 align:middle line:90%
And to do so--

00:25:27.890 --> 00:25:32.290 align:middle line:84%
or specifically,
first I'll state

00:25:32.290 --> 00:25:42.650 align:middle line:84%
we know there exists an x and
X such that xn converges to x.

00:25:42.650 --> 00:25:43.590 align:middle line:90%
How do we know this?

00:25:43.590 --> 00:25:45.350 align:middle line:90%
Because it's Cauchy complete.

00:25:45.350 --> 00:25:46.565 align:middle line:90%
I'll reiterate this point.

00:25:46.565 --> 00:25:48.440 align:middle line:84%
When you're going through
proofs of theorems,

00:25:48.440 --> 00:25:50.190 align:middle line:84%
it's important to
double-check that you're

00:25:50.190 --> 00:25:52.070 align:middle line:84%
using the statements
of your theorem

00:25:52.070 --> 00:25:55.990 align:middle line:84%
in every possible-- at
least once in your proof,

00:25:55.990 --> 00:25:58.700 align:middle line:84%
or at least the implications
of your statements.

00:25:58.700 --> 00:26:00.550 align:middle line:84%
So we know that there
exists an x such

00:26:00.550 --> 00:26:03.620 align:middle line:84%
that xn converges to X
by Cauchy completeness.

00:26:03.620 --> 00:26:07.180 align:middle line:84%
And we want to show that
x is its own fixed point.

00:26:07.180 --> 00:26:08.240 align:middle line:90%
But how do we do that?

00:26:08.240 --> 00:26:15.460 align:middle line:84%
Well, x is the limit as n
goes to infinity of f of xn.

00:26:15.460 --> 00:26:18.160 align:middle line:84%
This is how we literally defined
what the fixed point was.

00:26:18.160 --> 00:26:20.780 align:middle line:84%
Or this is how we
defined our sequence.

00:26:20.780 --> 00:26:23.660 align:middle line:90%
So what can we do?

00:26:23.660 --> 00:26:26.020 align:middle line:84%
We can imply the fact
that f is continuous

00:26:26.020 --> 00:26:27.430 align:middle line:90%
because it's Lipschitz.

00:26:27.430 --> 00:26:31.150 align:middle line:84%
So this is the same
as f of the limit as n

00:26:31.150 --> 00:26:35.710 align:middle line:84%
goes to infinity of
xn, which is f of x.

00:26:35.710 --> 00:26:38.053 align:middle line:84%
So we've shown that
it's a fixed point.

00:26:38.053 --> 00:26:39.220 align:middle line:90%
It's not too bad of a proof.

00:26:39.220 --> 00:26:41.540 align:middle line:84%
But it does utilize the
fact that it's continuous.

00:26:41.540 --> 00:26:44.560 align:middle line:84%
So that's why I talked
about that earlier.

00:26:44.560 --> 00:26:48.490 align:middle line:84%
Secondly, we want to show that
this fixed point is, in fact,

00:26:48.490 --> 00:26:49.120 align:middle line:90%
unique.

00:26:49.120 --> 00:26:51.400 align:middle line:84%
And the way to do so
is very similar to what

00:26:51.400 --> 00:26:53.060 align:middle line:90%
we've done before.

00:26:53.060 --> 00:27:06.060 align:middle line:84%
So, two, let y be an x such
that y is equal to f of y.

00:27:06.060 --> 00:27:07.270 align:middle line:90%
Then what will we do?

00:27:07.270 --> 00:27:10.740 align:middle line:84%
Well, we will have that
the distance from x to y

00:27:10.740 --> 00:27:17.040 align:middle line:84%
will be equal to the distance
from x to f of x, f of y.

00:27:17.040 --> 00:27:20.460 align:middle line:84%
And then we can apply the fact
that it's a contraction, right?

00:27:20.460 --> 00:27:25.110 align:middle line:84%
This will be less than
or equal to k times

00:27:25.110 --> 00:27:30.240 align:middle line:84%
the distance from f--
sorry, of f x to y.

00:27:30.240 --> 00:27:31.710 align:middle line:90%
And we can move this term over.

00:27:31.710 --> 00:27:37.310 align:middle line:84%
This will be 1 minus k times
the distance from x to y.

00:27:37.310 --> 00:27:40.260 align:middle line:90%
It's less than or equal to 0.

00:27:40.260 --> 00:27:42.160 align:middle line:90%
Now, what does this tell us?

00:27:42.160 --> 00:27:45.150 align:middle line:84%
Well, 1 minus k is going
to be nonzero, right?

00:27:45.150 --> 00:27:47.370 align:middle line:90%
k is between 0 and 1.

00:27:47.370 --> 00:27:48.840 align:middle line:90%
And it doesn't include 1.

00:27:48.840 --> 00:27:51.510 align:middle line:84%
So what this tells us is then
that the distance between x

00:27:51.510 --> 00:27:56.560 align:middle line:84%
and y is 0, which, by
our metric space theory,

00:27:56.560 --> 00:28:00.570 align:middle line:90%
implies that x equals 5.

00:28:00.570 --> 00:28:03.300 align:middle line:84%
Now, I'm going to quote
the book Lebl for a moment

00:28:03.300 --> 00:28:05.940 align:middle line:84%
here because I think that
he states it very well.

00:28:05.940 --> 00:28:08.250 align:middle line:84%
"Not only does
this proof tell us

00:28:08.250 --> 00:28:10.620 align:middle line:84%
that there exists a fixed
point, but this proof

00:28:10.620 --> 00:28:11.370 align:middle line:90%
is constructive."

00:28:11.370 --> 00:28:13.980 align:middle line:84%
It tells you how to find
the fixed point itself.

00:28:13.980 --> 00:28:16.290 align:middle line:84%
You just reiterate the process
of applying the function

00:28:16.290 --> 00:28:19.608 align:middle line:84%
to itself over and over
and over again, which,

00:28:19.608 --> 00:28:21.150 align:middle line:84%
if you're in the
math lecture series,

00:28:21.150 --> 00:28:23.025 align:middle line:84%
is something that
Professor Staffilani talked

00:28:23.025 --> 00:28:26.880 align:middle line:84%
about in the conversation of
the nonlinear Schwartz equation.

00:28:26.880 --> 00:28:30.510 align:middle line:84%
I think it's very
interesting and, in fact,

00:28:30.510 --> 00:28:35.850 align:middle line:84%
has something to do with
differential operators.

00:28:35.850 --> 00:28:38.910 align:middle line:84%
So, to that point, I'm going to
go through a proposition that

00:28:38.910 --> 00:28:43.860 align:middle line:84%
is very directly tied to
differential operators,

00:28:43.860 --> 00:28:46.180 align:middle line:90%
or differential equations.

00:28:46.180 --> 00:28:56.720 align:middle line:84%
So an example-- let lambda
be in the real numbers and f

00:28:56.720 --> 00:29:00.110 align:middle line:90%
and g be continuous on a to b.

00:29:00.110 --> 00:29:04.410 align:middle line:90%


00:29:04.410 --> 00:29:06.360 align:middle line:84%
I'm going to define
one more function.

00:29:06.360 --> 00:29:12.920 align:middle line:84%
I'm going to let k be continuous
on the interval a, b cross a,

00:29:12.920 --> 00:29:13.420 align:middle line:90%
b.

00:29:13.420 --> 00:29:17.770 align:middle line:84%
So k here is going to
depend on two parameters

00:29:17.770 --> 00:29:18.430 align:middle line:90%
OK.

00:29:18.430 --> 00:29:21.520 align:middle line:84%
So then my question
is, for which

00:29:21.520 --> 00:29:33.940 align:middle line:84%
lambda is Tf of x equal to
g of x plus the integral

00:29:33.940 --> 00:29:40.780 align:middle line:84%
from a to b of k
x, y f of x dx--

00:29:40.780 --> 00:29:45.230 align:middle line:84%
for which lambda--
sorry, lambda--

00:29:45.230 --> 00:29:46.550 align:middle line:90%
is this a contraction?

00:29:46.550 --> 00:29:51.770 align:middle line:90%


00:29:51.770 --> 00:29:53.160 align:middle line:90%
I know it's a long statement.

00:29:53.160 --> 00:29:55.070 align:middle line:84%
And I know I haven't
largely motivated it.

00:29:55.070 --> 00:29:57.140 align:middle line:84%
And I'll get to why
the motivation is

00:29:57.140 --> 00:29:58.460 align:middle line:90%
at the end of the proof.

00:29:58.460 --> 00:30:00.840 align:middle line:84%
But let's think about
this for a moment.

00:30:00.840 --> 00:30:03.320 align:middle line:84%
I have this integral operator
where what it's doing

00:30:03.320 --> 00:30:05.810 align:middle line:84%
is it's taking in a
function f and spitting out

00:30:05.810 --> 00:30:08.390 align:middle line:84%
g of x plus lambda
times f applied

00:30:08.390 --> 00:30:10.610 align:middle line:90%
to this integral operator.

00:30:10.610 --> 00:30:15.710 align:middle line:84%
This is pretty directly applied
to differential equations.

00:30:15.710 --> 00:30:17.390 align:middle line:84%
The second thing
I want to know is

00:30:17.390 --> 00:30:20.640 align:middle line:84%
that in order for it to be a
contraction, by definition,

00:30:20.640 --> 00:30:24.570 align:middle line:84%
it has to be a map from
the set to itself, right?

00:30:24.570 --> 00:30:26.622 align:middle line:84%
A contraction is a
map from x to itself.

00:30:26.622 --> 00:30:28.080 align:middle line:84%
So the first question
we should ask

00:30:28.080 --> 00:30:31.950 align:middle line:84%
ourselves is that if it takes
in a function that's continuous,

00:30:31.950 --> 00:30:35.260 align:middle line:84%
does it spit out something
that's continuous?

00:30:35.260 --> 00:30:36.790 align:middle line:90%
The answer will be yes.

00:30:36.790 --> 00:30:38.510 align:middle line:90%
How do we see that?

00:30:38.510 --> 00:30:40.010 align:middle line:90%
Well, g of x is continuous.

00:30:40.010 --> 00:30:41.380 align:middle line:90%
So we know that that's all good.

00:30:41.380 --> 00:30:44.560 align:middle line:84%
But secondly, we've already
shown that the integral from a

00:30:44.560 --> 00:30:47.680 align:middle line:84%
to b of a continuous function
is going to be continuous

00:30:47.680 --> 00:30:50.370 align:middle line:90%
when I plug in the parameter y.

00:30:50.370 --> 00:30:51.550 align:middle line:90%
That was our--

00:30:51.550 --> 00:30:54.940 align:middle line:90%
I think I might have erased it.

00:30:54.940 --> 00:30:55.900 align:middle line:90%
Yeah, I did.

00:30:55.900 --> 00:30:58.593 align:middle line:90%


00:30:58.593 --> 00:31:00.010 align:middle line:84%
But that was one
of our statements

00:31:00.010 --> 00:31:02.668 align:middle line:84%
was that this is, in fact,
going to be continuous.

00:31:02.668 --> 00:31:04.960 align:middle line:84%
So we know that this is a
map from continuous functions

00:31:04.960 --> 00:31:06.387 align:middle line:90%
to itself.

00:31:06.387 --> 00:31:08.470 align:middle line:84%
And that's what makes this
question so interesting

00:31:08.470 --> 00:31:11.170 align:middle line:84%
because now we're looking
at specific functions.

00:31:11.170 --> 00:31:14.140 align:middle line:84%
We're not looking at the
distance between x and y.

00:31:14.140 --> 00:31:18.250 align:middle line:84%
We're looking at the distance
between functions f and g.

00:31:18.250 --> 00:31:20.350 align:middle line:90%
I want to reiterate this point.

00:31:20.350 --> 00:31:22.870 align:middle line:84%
Metric spaces give
us the ability

00:31:22.870 --> 00:31:25.295 align:middle line:84%
to view functions
as single points.

00:31:25.295 --> 00:31:27.295 align:middle line:84%
There are things that we
can manipulate and plug

00:31:27.295 --> 00:31:29.740 align:middle line:84%
in and figure out the
distances between.

00:31:29.740 --> 00:31:31.330 align:middle line:84%
Now we're no longer
viewing functions

00:31:31.330 --> 00:31:33.970 align:middle line:84%
as things that take in
inputs and spit out outputs,

00:31:33.970 --> 00:31:35.740 align:middle line:84%
but rather things that
we can manipulate.

00:31:35.740 --> 00:31:39.040 align:middle line:84%
And this viewpoint-- deeply
influential for all parts

00:31:39.040 --> 00:31:41.660 align:middle line:90%
of mathematics moving forward.

00:31:41.660 --> 00:31:43.210 align:middle line:90%
But the question still stands.

00:31:43.210 --> 00:31:45.940 align:middle line:84%
For which lambda is
this a contraction?

00:31:45.940 --> 00:31:48.220 align:middle line:84%
Well, to go about
proving for which

00:31:48.220 --> 00:31:50.290 align:middle line:84%
lambda it's a
contraction, let's look

00:31:50.290 --> 00:31:56.470 align:middle line:84%
at the distance
between Tf of f1 of x

00:31:56.470 --> 00:32:01.600 align:middle line:84%
and Tf2 of x, where, again,
what I'm changing here is f.

00:32:01.600 --> 00:32:03.370 align:middle line:90%
It's not x that we're changing.

00:32:03.370 --> 00:32:05.120 align:middle line:90%
It's f.

00:32:05.120 --> 00:32:06.280 align:middle line:90%
All right?

00:32:06.280 --> 00:32:08.630 align:middle line:84%
Well, then this is
equal to, by definition,

00:32:08.630 --> 00:32:10.400 align:middle line:84%
the difference of
these two functions.

00:32:10.400 --> 00:32:17.470 align:middle line:84%
So this will be the integral
from a to b k x, y f1 of x.

00:32:17.470 --> 00:32:19.570 align:middle line:84%
And while I'm at it, I'm
going to combine this

00:32:19.570 --> 00:32:21.400 align:middle line:84%
with f2 of x just
because I'm running out

00:32:21.400 --> 00:32:24.190 align:middle line:90%
of room on this board.

00:32:24.190 --> 00:32:26.410 align:middle line:84%
So it's going to be
the integral of k

00:32:26.410 --> 00:32:29.950 align:middle line:84%
applied to f1 minus the
integral of k applied to f2.

00:32:29.950 --> 00:32:32.920 align:middle line:90%
And we want to make this small.

00:32:32.920 --> 00:32:34.370 align:middle line:90%
How do we do that?

00:32:34.370 --> 00:32:38.000 align:middle line:84%
Well, firstly, let's note
one very useful fact,

00:32:38.000 --> 00:32:41.770 align:middle line:84%
which is that k is a continuous
function on a bounded interval,

00:32:41.770 --> 00:32:45.140 align:middle line:84%
or on a bounded
interval across itself.

00:32:45.140 --> 00:32:49.832 align:middle line:84%
So this tells us is that,
in fact, k is bounded.

00:32:49.832 --> 00:32:51.290 align:middle line:84%
Why don't we want
to apply the fact

00:32:51.290 --> 00:32:53.852 align:middle line:84%
that the difference between
f1 and f2 is bounded?

00:32:53.852 --> 00:32:55.310 align:middle line:84%
Well, because we
want to write this

00:32:55.310 --> 00:32:57.650 align:middle line:84%
in terms of the distance
between f1 and f2.

00:32:57.650 --> 00:33:00.480 align:middle line:90%
So we don't want to do that.

00:33:00.480 --> 00:33:01.607 align:middle line:90%
So how do we do that?

00:33:01.607 --> 00:33:03.440 align:middle line:84%
Well, first we apply
the triangle inequality

00:33:03.440 --> 00:33:04.650 align:middle line:90%
to this integral.

00:33:04.650 --> 00:33:06.860 align:middle line:84%
So this is less
than or equal to b

00:33:06.860 --> 00:33:16.280 align:middle line:84%
of k of x, y times f1
of x minus f2 of x.

00:33:16.280 --> 00:33:19.550 align:middle line:84%
And now we want to get
in somehow the distance,

00:33:19.550 --> 00:33:22.220 align:middle line:84%
or the metric, on the
continuous functions.

00:33:22.220 --> 00:33:27.390 align:middle line:84%
To do so, I can just move
in the supremum here.

00:33:27.390 --> 00:33:29.910 align:middle line:84%
I know that this integral
will be less than

00:33:29.910 --> 00:33:34.320 align:middle line:84%
or equal to the term k of
x, y times the supremum

00:33:34.320 --> 00:33:38.120 align:middle line:84%
of the distance between
f of 1 minus f of 2.

00:33:38.120 --> 00:33:42.790 align:middle line:84%
So then this will be left equal
to an integral from a to b k x,

00:33:42.790 --> 00:33:56.300 align:middle line:84%
y times the supremum over x
of f1 of x minus f2 of x dx.

00:33:56.300 --> 00:33:57.410 align:middle line:90%
All right?

00:33:57.410 --> 00:34:01.440 align:middle line:84%
So how are we going
to actually use this?

00:34:01.440 --> 00:34:05.190 align:middle line:84%
Well, notice right now
this is just a constant.

00:34:05.190 --> 00:34:07.270 align:middle line:90%
So we can pull this term out.

00:34:07.270 --> 00:34:07.770 align:middle line:90%
Oh, sorry.

00:34:07.770 --> 00:34:11.219 align:middle line:84%
I should have had a lambda
here this entire time--

00:34:11.219 --> 00:34:16.359 align:middle line:90%
lambda, lambda, lambda.

00:34:16.359 --> 00:34:16.859 align:middle line:90%
OK.

00:34:16.859 --> 00:34:19.699 align:middle line:90%


00:34:19.699 --> 00:34:22.699 align:middle line:84%
So this term is a
con-- this term is just

00:34:22.699 --> 00:34:24.770 align:middle line:90%
the distance between f1 and f2.

00:34:24.770 --> 00:34:26.330 align:middle line:90%
How do we bound this term?

00:34:26.330 --> 00:34:28.460 align:middle line:84%
Well, we're going to use
the fact that k of x, y

00:34:28.460 --> 00:34:31.989 align:middle line:84%
is bounded because it's
continuous on a compact set.

00:34:31.989 --> 00:34:34.389 align:middle line:84%
So suppose that
it's bounded by c

00:34:34.389 --> 00:34:37.460 align:middle line:90%
where c is just a real number.

00:34:37.460 --> 00:34:39.969 align:middle line:90%
Then what we'll have--

00:34:39.969 --> 00:34:43.150 align:middle line:84%
doo-doo-doo-- is
that the distance

00:34:43.150 --> 00:34:49.060 align:middle line:84%
between T of f1 minus T of f2
is less than or equal to lambda

00:34:49.060 --> 00:34:57.070 align:middle line:84%
times the distance in c0
of f1 to f2 times integral

00:34:57.070 --> 00:35:04.870 align:middle line:90%
from a to b of k x, y dx.

00:35:04.870 --> 00:35:07.360 align:middle line:84%
But, again, this is less
than some constant c.

00:35:07.360 --> 00:35:12.720 align:middle line:84%
So I can write this as c
times the interval a to b--

00:35:12.720 --> 00:35:16.030 align:middle line:90%
so b minus a.

00:35:16.030 --> 00:35:18.840 align:middle line:90%
Everyone see how I did that?

00:35:18.840 --> 00:35:23.120 align:middle line:84%
So for which lambda is this
going to be a contraction?

00:35:23.120 --> 00:35:28.940 align:middle line:84%
Well, there will be the lambda
such that lambda is less than 1

00:35:28.940 --> 00:35:32.960 align:middle line:90%
over c times b minus a, right?

00:35:32.960 --> 00:35:36.860 align:middle line:84%
Because once this is less
than 1 over c times b minus a,

00:35:36.860 --> 00:35:40.430 align:middle line:84%
then this suddenly
states that the distance

00:35:40.430 --> 00:35:42.050 align:middle line:90%
between f1 and f2--

00:35:42.050 --> 00:35:44.150 align:middle line:84%
i.e., the supremum
of that distance,

00:35:44.150 --> 00:35:46.640 align:middle line:84%
will be less than or
equal to a constant that's

00:35:46.640 --> 00:35:50.960 align:middle line:84%
less than 1 times the
distance between f1 and f2.

00:35:50.960 --> 00:35:53.600 align:middle line:90%
So this is now a contraction.

00:35:53.600 --> 00:35:54.980 align:middle line:90%
Why is this so helpful?

00:35:54.980 --> 00:35:57.482 align:middle line:90%
Why did we do this?

00:35:57.482 --> 00:35:59.870 align:middle line:84%
This is the one part
of today's lecture

00:35:59.870 --> 00:36:02.540 align:middle line:84%
that I was having a hard
time motivating specifically,

00:36:02.540 --> 00:36:04.010 align:middle line:90%
or figuring out how to state.

00:36:04.010 --> 00:36:05.400 align:middle line:90%
Why did we do this?

00:36:05.400 --> 00:36:09.100 align:middle line:84%
Well, it's deeply important
for differential equations

00:36:09.100 --> 00:36:10.900 align:middle line:84%
on the first hand,
which I'll just

00:36:10.900 --> 00:36:12.910 align:middle line:84%
state without
argument because that

00:36:12.910 --> 00:36:18.010 align:middle line:84%
would require a study of
partial differential equations.

00:36:18.010 --> 00:36:21.100 align:middle line:84%
But the second
thing I want to know

00:36:21.100 --> 00:36:28.320 align:middle line:84%
is that then notice that by
the Banach fixed point theorem,

00:36:28.320 --> 00:36:32.460 align:middle line:84%
there exists a function f
such that it's a fixed point.

00:36:32.460 --> 00:36:35.340 align:middle line:84%
Not only that, but we
know that it's unique.

00:36:35.340 --> 00:36:38.050 align:middle line:90%
What does this actually tell us?

00:36:38.050 --> 00:36:43.170 align:middle line:84%
This tells us that there exists
an f for lambda less than 1

00:36:43.170 --> 00:36:47.100 align:middle line:84%
over c times b
minus a such that T

00:36:47.100 --> 00:36:51.750 align:middle line:84%
of f, which is equal
to g of x plus lambda

00:36:51.750 --> 00:36:59.370 align:middle line:84%
integral a to b
k x, y f of x dx.

00:36:59.370 --> 00:37:02.970 align:middle line:84%
This tells us that Tf
is, in fact, equal to f.

00:37:02.970 --> 00:37:06.750 align:middle line:90%


00:37:06.750 --> 00:37:09.450 align:middle line:84%
We know this by the Banach fixed
point thorem, where here we're

00:37:09.450 --> 00:37:12.430 align:middle line:84%
using the fact that continuous
functions are Cauchy complete.

00:37:12.430 --> 00:37:14.038 align:middle line:84%
This was on your
second problem set,

00:37:14.038 --> 00:37:15.330 align:middle line:90%
which is why I had y'all do it.

00:37:15.330 --> 00:37:18.380 align:middle line:90%


00:37:18.380 --> 00:37:24.340 align:middle line:84%
So we know that f of x is equal
to this right-hand side, which,

00:37:24.340 --> 00:37:27.400 align:middle line:90%
if you differentiate it or--

00:37:27.400 --> 00:37:28.550 align:middle line:90%
I'll make a smaller mark--

00:37:28.550 --> 00:37:29.050 align:middle line:90%
remark.

00:37:29.050 --> 00:37:33.360 align:middle line:90%


00:37:33.360 --> 00:37:37.710 align:middle line:84%
If g is, in fact,
differentiable-- so c1 a to b--

00:37:37.710 --> 00:37:39.832 align:middle line:90%
what does this tell us?

00:37:39.832 --> 00:37:41.790 align:middle line:84%
Well, now, all of a
sudden, I can differentiate

00:37:41.790 --> 00:37:43.050 align:middle line:90%
the right-hand side.

00:37:43.050 --> 00:37:47.250 align:middle line:84%
I'll get that f of x, or
the derivative of f of x,

00:37:47.250 --> 00:37:48.930 align:middle line:90%
is equal to--

00:37:48.930 --> 00:37:50.430 align:middle line:90%
how do I want to say this?

00:37:50.430 --> 00:37:51.780 align:middle line:90%
Let me be more careful.

00:37:51.780 --> 00:37:54.780 align:middle line:84%
One, we know that
there exists an f that

00:37:54.780 --> 00:37:58.140 align:middle line:84%
is continuous such
that this is true.

00:37:58.140 --> 00:37:59.880 align:middle line:84%
If g is, in fact,
differentiable,

00:37:59.880 --> 00:38:01.470 align:middle line:84%
you can think of
it as a constant.

00:38:01.470 --> 00:38:04.920 align:middle line:84%
If g is differentiable, then
f must be differentiable,

00:38:04.920 --> 00:38:07.170 align:middle line:84%
because then it's a
differentiable function

00:38:07.170 --> 00:38:08.670 align:middle line:84%
plus something
that's differentiable

00:38:08.670 --> 00:38:10.360 align:middle line:90%
because it's an integral.

00:38:10.360 --> 00:38:14.260 align:middle line:84%
So this tells us
that, in fact, f

00:38:14.260 --> 00:38:19.530 align:middle line:84%
is in c1, which is important in
differential equations, right?

00:38:19.530 --> 00:38:22.260 align:middle line:84%
This tells us a way to
prove that there exists

00:38:22.260 --> 00:38:24.780 align:middle line:84%
a unique solution to the
differential equation that

00:38:24.780 --> 00:38:27.010 align:middle line:90%
defines this integral operator.

00:38:27.010 --> 00:38:29.280 align:middle line:84%
Now, of course, not every
differential equation

00:38:29.280 --> 00:38:31.590 align:middle line:84%
will result in an integral
operator like this.

00:38:31.590 --> 00:38:35.730 align:middle line:84%
But a huge class of them can't
be, which is very important.

00:38:35.730 --> 00:38:37.680 align:middle line:84%
If you're interested
in this question,

00:38:37.680 --> 00:38:43.140 align:middle line:84%
I would highly suggest
looking at section 7.6.2

00:38:43.140 --> 00:38:46.230 align:middle line:84%
on Picard iteration
in Lebl's book.

00:38:46.230 --> 00:38:48.300 align:middle line:90%
It's a very useful book to have.

00:38:48.300 --> 00:38:51.180 align:middle line:84%
Or it's a very useful
section to read into.

00:38:51.180 --> 00:38:53.580 align:middle line:84%
It just uses an
application that I

00:38:53.580 --> 00:38:55.900 align:middle line:84%
think will take up
the rest of our time.

00:38:55.900 --> 00:38:59.280 align:middle line:84%
And I want to talk about
completions of metric spaces.

00:38:59.280 --> 00:39:01.920 align:middle line:84%
So any questions
before I move on?

00:39:01.920 --> 00:39:07.280 align:middle line:90%


00:39:07.280 --> 00:39:09.670 align:middle line:90%
Totally fair.

00:39:09.670 --> 00:39:12.500 align:middle line:90%
OK, so next section--

00:39:12.500 --> 00:39:14.280 align:middle line:90%
ah how do i put it?

00:39:14.280 --> 00:39:17.100 align:middle line:84%
- 2 completions
of metric spaces.

00:39:17.100 --> 00:39:26.600 align:middle line:90%


00:39:26.600 --> 00:39:29.070 align:middle line:84%
Has anyone heard of
this before, completion

00:39:29.070 --> 00:39:32.060 align:middle line:90%
of the metric spaces?

00:39:32.060 --> 00:39:35.300 align:middle line:84%
Well, one way to motivate
completions of metric spaces

00:39:35.300 --> 00:39:39.290 align:middle line:84%
is through an example that
you all have already seen.

00:39:39.290 --> 00:39:52.927 align:middle line:84%
Example-- the real numbers are
a completion of the rationals.

00:39:52.927 --> 00:39:55.260 align:middle line:84%
So remember how we started
our journey in real analysis,

00:39:55.260 --> 00:39:55.870 align:middle line:90%
right?

00:39:55.870 --> 00:39:58.380 align:middle line:84%
We started by looking
at rational numbers.

00:39:58.380 --> 00:40:00.540 align:middle line:84%
We stated things
like they're a field,

00:40:00.540 --> 00:40:04.680 align:middle line:84%
and we stated things like there
aren't every real number--

00:40:04.680 --> 00:40:07.560 align:middle line:84%
or, sorry, every real number
is not a rational one, right?

00:40:07.560 --> 00:40:10.600 align:middle line:84%
The square root of
2 is an example.

00:40:10.600 --> 00:40:12.000 align:middle line:90%
And then we said, well, hold on.

00:40:12.000 --> 00:40:15.090 align:middle line:84%
Let's just throw in the
square root of 2, right?

00:40:15.090 --> 00:40:18.300 align:middle line:84%
We completed the rationals by
filling in all of the holes.

00:40:18.300 --> 00:40:22.560 align:middle line:84%
And doing so, this method,
is known as a completion.

00:40:22.560 --> 00:40:24.450 align:middle line:84%
Now, there's a few ways
you might have seen

00:40:24.450 --> 00:40:25.800 align:middle line:90%
this for the rational numbers.

00:40:25.800 --> 00:40:27.660 align:middle line:90%
And I'll state them right now.

00:40:27.660 --> 00:40:32.280 align:middle line:84%
One, you might have seen a
proof of it using Dedekind cuts.

00:40:32.280 --> 00:40:35.850 align:middle line:84%
This is how Rudin uses it
in his book, Baby Rudin,

00:40:35.850 --> 00:40:36.795 align:middle line:90%
Dedekind cuts.

00:40:36.795 --> 00:40:39.643 align:middle line:90%


00:40:39.643 --> 00:40:41.560 align:middle line:84%
If you're interested in
how this method works,

00:40:41.560 --> 00:40:44.380 align:middle line:84%
it's in his Appendix 1
of his first chapter.

00:40:44.380 --> 00:40:46.060 align:middle line:90%
This one is not super used.

00:40:46.060 --> 00:40:47.740 align:middle line:84%
It's sort of difficult
to get around.

00:40:47.740 --> 00:40:50.710 align:middle line:84%
But you could have
viewed it this way.

00:40:50.710 --> 00:40:52.853 align:middle line:84%
Two, you also could
have viewed it

00:40:52.853 --> 00:40:54.520 align:middle line:84%
by using the least
upper bound property.

00:40:54.520 --> 00:41:03.140 align:middle line:90%


00:41:03.140 --> 00:41:06.985 align:middle line:84%
Has anyone seen
this method before?

00:41:06.985 --> 00:41:07.860 align:middle line:90%
Totally fair if not--

00:41:07.860 --> 00:41:11.810 align:middle line:84%
I'll simply state
what it is if not.

00:41:11.810 --> 00:41:14.990 align:middle line:84%
For this method, what we do
is we define the real numbers

00:41:14.990 --> 00:41:16.790 align:middle line:84%
as the smallest
set that contains

00:41:16.790 --> 00:41:20.180 align:middle line:84%
the rational numbers such
that every bounded set,

00:41:20.180 --> 00:41:23.560 align:middle line:90%
its upper bound is in the set.

00:41:23.560 --> 00:41:24.730 align:middle line:90%
Great.

00:41:24.730 --> 00:41:26.440 align:middle line:90%
Does this make sense verbally?

00:41:26.440 --> 00:41:28.420 align:middle line:84%
I can also write it
up more explicitly.

00:41:28.420 --> 00:41:32.320 align:middle line:84%
But this is another way
you might have seen it.

00:41:32.320 --> 00:41:43.320 align:middle line:84%
Three, you might have learned
it using equivalence classes

00:41:43.320 --> 00:41:44.880 align:middle line:90%
of Cauchy sequences.

00:41:44.880 --> 00:41:49.720 align:middle line:90%


00:41:49.720 --> 00:41:52.010 align:middle line:90%
Did anyone see it this way?

00:41:52.010 --> 00:41:54.740 align:middle line:84%
Or, in fact, let me just ask,
what ways have y'all seen it,

00:41:54.740 --> 00:41:57.330 align:middle line:90%
the completion of the rationals?

00:41:57.330 --> 00:41:59.470 align:middle line:84%
The second one, the least
upper bound property?

00:41:59.470 --> 00:42:01.101 align:middle line:90%
What about you?

00:42:01.101 --> 00:42:02.360 align:middle line:90%
It's really fair.

00:42:02.360 --> 00:42:03.440 align:middle line:90%
It was a while ago.

00:42:03.440 --> 00:42:05.015 align:middle line:90%
[INAUDIBLE student question]

00:42:05.015 --> 00:42:06.640 align:middle line:84%
Oh, interesting--
the equivalence class

00:42:06.640 --> 00:42:07.960 align:middle line:90%
has the Cauchy sequences.

00:42:07.960 --> 00:42:12.047 align:middle line:84%
Well, it was at least a full
semester ago, if not longer.

00:42:12.047 --> 00:42:13.630 align:middle line:84%
But the third one
is the one I'm going

00:42:13.630 --> 00:42:16.038 align:middle line:90%
to iterate on today, all right?

00:42:16.038 --> 00:42:18.580 align:middle line:84%
Where, today, we're looking at
Cauchy complete metric spaces,

00:42:18.580 --> 00:42:20.890 align:middle line:84%
it makes sense to look
at Cauchy sequences

00:42:20.890 --> 00:42:22.430 align:middle line:90%
as our starting point.

00:42:22.430 --> 00:42:27.180 align:middle line:84%
But the equivalence classes
is not too bad to motivate.

00:42:27.180 --> 00:42:37.510 align:middle line:84%
The idea is we say a Cauchy
sequence am is equivalent--

00:42:37.510 --> 00:42:43.310 align:middle line:84%
or I'll use this
sym, note symbol.

00:42:43.310 --> 00:42:45.820 align:middle line:84%
So here an and bn
are Cauchy sequences.

00:42:45.820 --> 00:42:50.200 align:middle line:84%
I'm going to say that they're
equivalent if the distance

00:42:50.200 --> 00:42:56.982 align:middle line:84%
between an and bn goes to
0 as n goes to infinity.

00:42:56.982 --> 00:42:58.690 align:middle line:84%
This is how we define
equivalence classes

00:42:58.690 --> 00:43:00.250 align:middle line:90%
of Cauchy sequences.

00:43:00.250 --> 00:43:03.370 align:middle line:84%
What this let us do is define
all of our limit points

00:43:03.370 --> 00:43:04.420 align:middle line:90%
to be the same.

00:43:04.420 --> 00:43:08.660 align:middle line:84%
The issue-- let me
say this differently.

00:43:08.660 --> 00:43:11.810 align:middle line:84%
The idea is we want to take
sequences of rational numbers

00:43:11.810 --> 00:43:13.878 align:middle line:84%
that will converge to
the real numbers we want.

00:43:13.878 --> 00:43:15.920 align:middle line:84%
We want them to converge
to the square root of 2.

00:43:15.920 --> 00:43:18.110 align:middle line:84%
We want them to converge
to the square root of 3,

00:43:18.110 --> 00:43:19.550 align:middle line:90%
things like this.

00:43:19.550 --> 00:43:22.740 align:middle line:84%
The issue is we don't want
to overdefine our space.

00:43:22.740 --> 00:43:24.980 align:middle line:84%
We don't want multiple
sequences to go--

00:43:24.980 --> 00:43:28.700 align:middle line:84%
or we don't want multiple
square roots of 2.

00:43:28.700 --> 00:43:30.770 align:middle line:90%
We only want one specific one.

00:43:30.770 --> 00:43:33.080 align:middle line:84%
If we use equivalence
classes, let's just

00:43:33.080 --> 00:43:35.880 align:middle line:84%
define the limit points
as being the same.

00:43:35.880 --> 00:43:39.060 align:middle line:90%
So this is what lets us do it.

00:43:39.060 --> 00:43:41.280 align:middle line:84%
We have equivalence
classes of real number--

00:43:41.280 --> 00:43:44.100 align:middle line:90%
of rational numbers.

00:43:44.100 --> 00:43:49.280 align:middle line:84%
And then what we
say is that R is

00:43:49.280 --> 00:43:52.880 align:middle line:90%
the set of equivalence classes.

00:43:52.880 --> 00:44:00.540 align:middle line:90%


00:44:00.540 --> 00:44:02.520 align:middle line:84%
The notion of an
equivalence relationship,

00:44:02.520 --> 00:44:04.120 align:middle line:90%
I've put on the lecture notes.

00:44:04.120 --> 00:44:05.910 align:middle line:84%
So I would highly suggest
looking at that on Wikipedia

00:44:05.910 --> 00:44:07.160 align:middle line:90%
if you haven't seen it before.

00:44:07.160 --> 00:44:08.850 align:middle line:84%
But the fact that
this is true, you

00:44:08.850 --> 00:44:11.910 align:middle line:84%
can simply write out and
prove the fact that this

00:44:11.910 --> 00:44:15.270 align:middle line:90%
is an equivalence relation.

00:44:15.270 --> 00:44:18.330 align:middle line:84%
In fact, I'll just state what
the three properties are now,

00:44:18.330 --> 00:44:20.683 align:middle line:84%
the three properties
you would have to show,

00:44:20.683 --> 00:44:23.100 align:middle line:84%
because there are ones that,
at least on the face of them,

00:44:23.100 --> 00:44:25.140 align:middle line:84%
we should be able to think
through a little bit.

00:44:25.140 --> 00:44:31.520 align:middle line:90%


00:44:31.520 --> 00:44:32.390 align:middle line:90%
Doo-doo-doo.

00:44:32.390 --> 00:44:38.312 align:middle line:90%


00:44:38.312 --> 00:44:38.812 align:middle line:90%
OK.

00:44:38.812 --> 00:44:43.260 align:middle line:90%


00:44:43.260 --> 00:44:47.033 align:middle line:84%
So we have this set of
equivalence classes.

00:44:47.033 --> 00:44:48.950 align:middle line:84%
What we want to show is
that this is, in fact,

00:44:48.950 --> 00:44:50.240 align:middle line:90%
an equivalence relationship.

00:44:50.240 --> 00:44:54.280 align:middle line:84%
So we want to show first
that the sequence an, if this

00:44:54.280 --> 00:44:57.550 align:middle line:84%
is Cauchy, this is
equivalent to an.

00:44:57.550 --> 00:44:59.540 align:middle line:84%
But how do we know
that this is true?

00:44:59.540 --> 00:45:07.200 align:middle line:84%
Well, it's simply by the
fact that an minus an

00:45:07.200 --> 00:45:08.910 align:middle line:90%
equals 0 for every single n.

00:45:08.910 --> 00:45:12.090 align:middle line:84%
So it's definitely
going to tend to 0.

00:45:12.090 --> 00:45:21.360 align:middle line:84%
Secondly, you want to show
that if an is equivalent to bn,

00:45:21.360 --> 00:45:27.030 align:middle line:84%
this is true if and only
if bn is equivalent to an.

00:45:27.030 --> 00:45:28.660 align:middle line:90%
Why is this going to be true?

00:45:28.660 --> 00:45:31.120 align:middle line:84%
Well, we know that absolute
values are symmetric.

00:45:31.120 --> 00:45:33.560 align:middle line:84%
So we can just
swap those around.

00:45:33.560 --> 00:45:35.650 align:middle line:90%
All good on that front.

00:45:35.650 --> 00:45:40.750 align:middle line:84%
And three, we want
to show that if an

00:45:40.750 --> 00:45:53.840 align:middle line:84%
is equivalent to bn and bn
is equivalent to cn, then

00:45:53.840 --> 00:45:55.035 align:middle line:90%
an is equivalent to cn.

00:45:55.035 --> 00:45:59.650 align:middle line:90%


00:45:59.650 --> 00:46:01.480 align:middle line:90%
This last one, I'll iterate on.

00:46:01.480 --> 00:46:04.660 align:middle line:90%
I'll expand upon this.

00:46:04.660 --> 00:46:05.570 align:middle line:90%
How do we do that?

00:46:05.570 --> 00:46:09.093 align:middle line:84%
Well, we look at the
distance from an to cn,

00:46:09.093 --> 00:46:10.510 align:middle line:84%
and we know that
this is less than

00:46:10.510 --> 00:46:15.655 align:middle line:84%
or equal to the distance from an
to bn plus the distance from bn

00:46:15.655 --> 00:46:16.960 align:middle line:90%
to cn.

00:46:16.960 --> 00:46:19.540 align:middle line:84%
And we can make both of
these terms arbitrarily small

00:46:19.540 --> 00:46:22.690 align:middle line:84%
because the distances
between the points goes to 0.

00:46:22.690 --> 00:46:26.210 align:middle line:84%
So then this is
less than epsilon,

00:46:26.210 --> 00:46:29.860 align:middle line:84%
which tells us that this
is going to converge to 0.

00:46:29.860 --> 00:46:33.850 align:middle line:84%
This is less than epsilon for
all epsilon bigger than 0.

00:46:33.850 --> 00:46:39.120 align:middle line:84%
There exists an n such
that this is true.

00:46:39.120 --> 00:46:40.490 align:middle line:90%
OK.

00:46:40.490 --> 00:46:44.660 align:middle line:84%
So this tells us that, in fact,
the distance between an and cn

00:46:44.660 --> 00:46:46.550 align:middle line:90%
are going to tend to 0.

00:46:46.550 --> 00:46:48.980 align:middle line:84%
And notice that all of the
things I've stated so far,

00:46:48.980 --> 00:46:50.990 align:middle line:84%
everything in this
equivalence relationship,

00:46:50.990 --> 00:46:53.360 align:middle line:90%
only uses the metric, right?

00:46:53.360 --> 00:46:56.970 align:middle line:84%
Here we're just using the metric
defined by absolute values.

00:46:56.970 --> 00:46:58.400 align:middle line:84%
But you can picture
replacing this

00:46:58.400 --> 00:47:03.590 align:middle line:84%
with any metric you
care to use, which

00:47:03.590 --> 00:47:05.750 align:middle line:84%
is why we can view
completions of metric spaces

00:47:05.750 --> 00:47:08.120 align:middle line:90%
as a whole topic for today.

00:47:08.120 --> 00:47:22.830 align:middle line:84%
So notice we have the
same equivalence classes

00:47:22.830 --> 00:47:24.600 align:middle line:90%
notion for metric spaces.

00:47:24.600 --> 00:47:35.110 align:middle line:90%


00:47:35.110 --> 00:47:36.530 align:middle line:90%
Why is this helpful?

00:47:36.530 --> 00:47:39.670 align:middle line:84%
Well I'll give one short
example, at least verbally,

00:47:39.670 --> 00:47:43.420 align:middle line:84%
which is this metric is
not the only one that can

00:47:43.420 --> 00:47:45.250 align:middle line:90%
exist on the rational numbers.

00:47:45.250 --> 00:47:48.410 align:middle line:84%
We can impose it with a bunch of
other metrics if you wanted to

00:47:48.410 --> 00:47:52.540 align:middle line:84%
and then look at the
equivalence classes of that.

00:47:52.540 --> 00:47:55.540 align:middle line:84%
And that leads to what is
known as p-adic numbers.

00:47:55.540 --> 00:47:57.940 align:middle line:84%
I wish I had more time
to talk about that today,

00:47:57.940 --> 00:48:01.430 align:middle line:84%
but it's one of the examples
that shows up in number theory.

00:48:01.430 --> 00:48:04.450 align:middle line:84%
So I'll leave that
for you to look at.

00:48:04.450 --> 00:48:07.570 align:middle line:84%
But how do we add in
these limit points?

00:48:07.570 --> 00:48:09.160 align:middle line:84%
That's the whole
question, right?

00:48:09.160 --> 00:48:11.930 align:middle line:90%


00:48:11.930 --> 00:48:13.820 align:middle line:84%
Well, there's a
theorem that tells us

00:48:13.820 --> 00:48:16.152 align:middle line:90%
that we can simply do so.

00:48:16.152 --> 00:48:17.735 align:middle line:84%
And let me state
what that theorem is.

00:48:17.735 --> 00:48:21.080 align:middle line:90%


00:48:21.080 --> 00:48:24.860 align:middle line:84%
This theorem, I'll just
write as completions

00:48:24.860 --> 00:48:28.710 align:middle line:84%
because it's what tells us
that there exists a completion.

00:48:28.710 --> 00:48:30.880 align:middle line:90%
OK.

00:48:30.880 --> 00:48:36.120 align:middle line:90%
Let M, d be a metric space.

00:48:36.120 --> 00:48:40.208 align:middle line:90%


00:48:40.208 --> 00:48:42.250 align:middle line:84%
And it doesn't need to be
Cauchy complete, right?

00:48:42.250 --> 00:48:43.875 align:middle line:84%
The idea is that we
want to complete it

00:48:43.875 --> 00:48:46.750 align:middle line:90%
so that it is Cauchy complete.

00:48:46.750 --> 00:48:56.530 align:middle line:84%
Then there exists an
M bar such that, one,

00:48:56.530 --> 00:49:02.450 align:middle line:90%
M is a subset of M bar; two--

00:49:02.450 --> 00:49:06.820 align:middle line:84%
doo-doo-doo-- the
distance on M bar--

00:49:06.820 --> 00:49:09.325 align:middle line:84%
I should note that
this is a metric space.

00:49:09.325 --> 00:49:12.580 align:middle line:90%


00:49:12.580 --> 00:49:16.900 align:middle line:84%
And I'll call the metric
on it d bar for simplicity.

00:49:16.900 --> 00:49:24.140 align:middle line:84%
The distance on M bar restricts
to the regular distance on M.

00:49:24.140 --> 00:49:27.020 align:middle line:84%
So what this tells you is that
we have the subspace metric

00:49:27.020 --> 00:49:28.340 align:middle line:90%
on our space, right?

00:49:28.340 --> 00:49:30.110 align:middle line:84%
The distance between
two points and M

00:49:30.110 --> 00:49:34.820 align:middle line:84%
is going to stay the same
in this new metric d bar.

00:49:34.820 --> 00:49:40.755 align:middle line:84%
And three, M bar
is Cauchy complete.

00:49:40.755 --> 00:49:47.720 align:middle line:90%


00:49:47.720 --> 00:50:01.790 align:middle line:84%
And, finally, four,
the closure of M

00:50:01.790 --> 00:50:05.360 align:middle line:84%
is M bar, which is where
this notation comes from.

00:50:05.360 --> 00:50:07.370 align:middle line:84%
If you've ever seen the
definition of closure

00:50:07.370 --> 00:50:12.890 align:middle line:84%
before in a topology book or
in Lebl's book, it's M bar.

00:50:12.890 --> 00:50:17.150 align:middle line:84%
Does everyone remember what
the definition of closure is?

00:50:17.150 --> 00:50:21.260 align:middle line:84%
It's the smallest closed set
that contains your smaller set.

00:50:21.260 --> 00:50:24.500 align:middle line:84%
So the smallest closed set that
contains M is, in fact, M bar.

00:50:24.500 --> 00:50:29.650 align:middle line:90%


00:50:29.650 --> 00:50:32.290 align:middle line:84%
You can think of it as just
including all the boundary

00:50:32.290 --> 00:50:33.490 align:middle line:90%
points as the main thing.

00:50:33.490 --> 00:50:37.820 align:middle line:90%
Doo-doo-doo

00:50:37.820 --> 00:50:40.160 align:middle line:84%
The reason why that's the
right notion to consider

00:50:40.160 --> 00:50:42.830 align:middle line:84%
is because we know that
closed sets contain

00:50:42.830 --> 00:50:45.630 align:middle line:90%
all of your limit points.

00:50:45.630 --> 00:50:49.020 align:middle line:84%
Specifically, the issue are
the ones at the boundary.

00:50:49.020 --> 00:50:53.550 align:middle line:84%
But if you add those points
in, then we're all good.

00:50:53.550 --> 00:50:55.530 align:middle line:84%
Before we go into
this proof, however, I

00:50:55.530 --> 00:50:57.960 align:middle line:84%
need to simply state
one small lemma.

00:50:57.960 --> 00:51:00.900 align:middle line:90%


00:51:00.900 --> 00:51:02.650 align:middle line:84%
I won't go through the
proof, because it's

00:51:02.650 --> 00:51:04.317 align:middle line:84%
very similar to what's
on your homework,

00:51:04.317 --> 00:51:06.190 align:middle line:84%
but I'll definitely
talk through it, which

00:51:06.190 --> 00:51:17.950 align:middle line:84%
is the set C at lower
infinity of M, which

00:51:17.950 --> 00:51:26.680 align:middle line:84%
is the set of functions
f, which are continuous,

00:51:26.680 --> 00:51:32.180 align:middle line:84%
with the supremum of m
and M of f of m bounded--

00:51:32.180 --> 00:51:35.500 align:middle line:90%
so this is less than infinity--

00:51:35.500 --> 00:51:36.385 align:middle line:90%
as a metric space.

00:51:36.385 --> 00:51:41.940 align:middle line:90%


00:51:41.940 --> 00:51:46.910 align:middle line:84%
So what this is is the set of
continuous bounded functions.

00:51:46.910 --> 00:51:49.790 align:middle line:84%
And denoted it's c
infinity of M. Notice

00:51:49.790 --> 00:51:52.280 align:middle line:84%
it's in the small part
because it's not smooth.

00:51:52.280 --> 00:51:54.690 align:middle line:90%
Smooth goes in the upper part.

00:51:54.690 --> 00:51:59.450 align:middle line:84%
So this is a metric space,
specifically with metric given

00:51:59.450 --> 00:52:04.070 align:middle line:84%
by the supremum or
distance d infinity--

00:52:04.070 --> 00:52:10.295 align:middle line:84%
or always d upper infinity
of f to g equal to--

00:52:10.295 --> 00:52:13.170 align:middle line:90%


00:52:13.170 --> 00:52:16.410 align:middle line:90%
no, I'll use lower infinity--

00:52:16.410 --> 00:52:21.480 align:middle line:84%
the supremum of m
and M of the distance

00:52:21.480 --> 00:52:26.060 align:middle line:90%
between f of x minus g of x.

00:52:26.060 --> 00:52:26.840 align:middle line:90%
Oh, sorry.

00:52:26.840 --> 00:52:27.770 align:middle line:90%
These should be m's.

00:52:27.770 --> 00:52:30.400 align:middle line:90%


00:52:30.400 --> 00:52:33.550 align:middle line:84%
Firstly, I should ask how do we
know that this supremum exists

00:52:33.550 --> 00:52:36.000 align:middle line:90%
and is finite.

00:52:36.000 --> 00:52:36.500 align:middle line:90%
Anyone?

00:52:36.500 --> 00:52:41.437 align:middle line:90%


00:52:41.437 --> 00:52:42.770 align:middle line:90%
I'll let y'all think through it.

00:52:42.770 --> 00:52:49.300 align:middle line:90%


00:52:49.300 --> 00:52:53.250 align:middle line:84%
Here we want to use the fact
that f and g are bounded.

00:52:53.250 --> 00:52:56.885 align:middle line:84%
So does that immediately imply
that the supremum is bounded?

00:52:56.885 --> 00:53:00.720 align:middle line:90%


00:53:00.720 --> 00:53:01.320 align:middle line:90%
Yeah.

00:53:01.320 --> 00:53:02.220 align:middle line:90%
The answer is yes.

00:53:02.220 --> 00:53:04.920 align:middle line:84%
You can just apply the
triangle inequality, right?

00:53:04.920 --> 00:53:06.955 align:middle line:84%
The absolute value of
f of m minus g of m

00:53:06.955 --> 00:53:08.580 align:middle line:84%
is less than or equal
to absolute value

00:53:08.580 --> 00:53:10.800 align:middle line:90%
f plus absolute value g.

00:53:10.800 --> 00:53:12.517 align:middle line:84%
And we can take the
supremum of that,

00:53:12.517 --> 00:53:14.350 align:middle line:84%
and that will have to
be less than infinity.

00:53:14.350 --> 00:53:16.140 align:middle line:84%
So this supremum
definitely exists,

00:53:16.140 --> 00:53:18.330 align:middle line:84%
and it's finite,
which is helpful.

00:53:18.330 --> 00:53:22.560 align:middle line:84%
We want to be able to say
metrics must be finite,

00:53:22.560 --> 00:53:25.860 align:middle line:84%
unless you're looking at some
weird version of a metric.

00:53:25.860 --> 00:53:28.080 align:middle line:84%
So we know that this
is, in fact, a metric.

00:53:28.080 --> 00:53:30.930 align:middle line:84%
The proof of this is just using
the same proof of supremums

00:53:30.930 --> 00:53:32.670 align:middle line:84%
that we did for
continuous functions

00:53:32.670 --> 00:53:34.140 align:middle line:90%
on a bounded interval.

00:53:34.140 --> 00:53:37.740 align:middle line:84%
The only difference is instead
of the extreme value theorem,

00:53:37.740 --> 00:53:39.487 align:middle line:90%
we used boundedness, right?

00:53:39.487 --> 00:53:41.070 align:middle line:84%
That's the main
difference, because we

00:53:41.070 --> 00:53:42.840 align:middle line:90%
don't know that it's compact.

00:53:42.840 --> 00:53:45.990 align:middle line:84%
So we don't know that there
exists an extreme value.

00:53:45.990 --> 00:53:47.410 align:middle line:84%
But we do know
that it's bounded.

00:53:47.410 --> 00:53:50.480 align:middle line:84%
So that's all we needed from
the extreme value theorem.

00:53:50.480 --> 00:53:54.360 align:middle line:84%
So that shows that this
is, in fact, a metric.

00:53:54.360 --> 00:53:57.430 align:middle line:84%
What's the next thing that we
might want to say about this?

00:53:57.430 --> 00:54:08.215 align:middle line:84%
Well, in fact, C infinity
of M is Cauchy complete.

00:54:08.215 --> 00:54:14.830 align:middle line:90%


00:54:14.830 --> 00:54:16.720 align:middle line:84%
The proof of this
is just the same

00:54:16.720 --> 00:54:18.100 align:middle line:90%
as it was on your homework.

00:54:18.100 --> 00:54:21.650 align:middle line:84%
You take a Cauchy
sequence of functions.

00:54:21.650 --> 00:54:24.100 align:middle line:84%
So the function such that the
distance between two points

00:54:24.100 --> 00:54:26.310 align:middle line:90%
gets small.

00:54:26.310 --> 00:54:29.640 align:middle line:84%
And then what we know is we can
take the limit points of them

00:54:29.640 --> 00:54:30.750 align:middle line:90%
by continuity.

00:54:30.750 --> 00:54:33.390 align:middle line:84%
And then you have to show
that, in fact, the limit

00:54:33.390 --> 00:54:34.320 align:middle line:90%
point is bounded.

00:54:34.320 --> 00:54:36.300 align:middle line:84%
But the proof of this
is nearly exactly

00:54:36.300 --> 00:54:38.560 align:middle line:84%
the same as your
second problem set.

00:54:38.560 --> 00:54:40.860 align:middle line:84%
So unless anyone wants me
to work through the details

00:54:40.860 --> 00:54:44.243 align:middle line:84%
right here, I would highly
suggest doing it yourself.

00:54:44.243 --> 00:54:45.660 align:middle line:84%
But I think it's
the sort of thing

00:54:45.660 --> 00:54:47.670 align:middle line:84%
that, because you've all
done the problem set,

00:54:47.670 --> 00:54:50.660 align:middle line:84%
you can believe me
that this is true.

00:54:50.660 --> 00:54:52.410 align:middle line:90%
All right.

00:54:52.410 --> 00:54:55.730 align:middle line:84%
So how are you going
to use this fact?

00:54:55.730 --> 00:54:58.190 align:middle line:84%
Well, the fact that
this is Cauchy complete

00:54:58.190 --> 00:54:59.550 align:middle line:90%
is super helpful for us.

00:54:59.550 --> 00:55:01.760 align:middle line:84%
We want to somehow
view our metric space

00:55:01.760 --> 00:55:08.680 align:middle line:84%
M as a subset of C infinity
of M. Now, how do we do that?

00:55:08.680 --> 00:55:12.700 align:middle line:84%
So I'm going to prove
this theorem now.

00:55:12.700 --> 00:55:17.150 align:middle line:84%
The way that we do that is
we simply map points to--

00:55:17.150 --> 00:55:23.490 align:middle line:84%
we simply map points in our
metric space to a function.

00:55:23.490 --> 00:55:40.650 align:middle line:84%
So fix m prime M arbitrary and
define the map from M and m.

00:55:40.650 --> 00:55:44.040 align:middle line:84%
We're going to map this to
the function g of m which

00:55:44.040 --> 00:55:47.430 align:middle line:84%
is defined pointewise at
p as the distance of p

00:55:47.430 --> 00:55:54.940 align:middle line:84%
to m minus the distance
from p to m prime.

00:55:54.940 --> 00:55:57.440 align:middle line:90%
So-- oh, sorry--

00:55:57.440 --> 00:55:59.270 align:middle line:90%
yeah.

00:55:59.270 --> 00:56:02.840 align:middle line:84%
So fix sum m prime and
M, which is arbitrary.

00:56:02.840 --> 00:56:05.810 align:middle line:84%
And we're defining the map from
our point in a metric space

00:56:05.810 --> 00:56:07.790 align:middle line:90%
to a continuous function.

00:56:07.790 --> 00:56:09.740 align:middle line:84%
How do we know
this is continuous?

00:56:09.740 --> 00:56:13.200 align:middle line:84%
Well, firstly, you can show
that a metric is continuous,

00:56:13.200 --> 00:56:15.350 align:middle line:84%
which is what we did on
our second day, right?

00:56:15.350 --> 00:56:21.950 align:middle line:84%
We had that the distance
between xn and y

00:56:21.950 --> 00:56:25.610 align:middle line:90%
goes to the distance of x and y.

00:56:25.610 --> 00:56:33.710 align:middle line:84%
And, in fact, distance of x
and ym converges to d x, y.

00:56:33.710 --> 00:56:36.620 align:middle line:84%
So we have already
briefly, in loose terms,

00:56:36.620 --> 00:56:40.290 align:middle line:90%
shown continuity of a metric.

00:56:40.290 --> 00:56:42.172 align:middle line:84%
But how do we show
that this is bounded?

00:56:42.172 --> 00:56:44.630 align:middle line:84%
Well, the fact that this is
bounded has to do with the fact

00:56:44.630 --> 00:56:48.050 align:middle line:84%
that both of these metrics
are less than infinity, right?

00:56:48.050 --> 00:56:51.000 align:middle line:84%
That's by definition
of the metric.

00:56:51.000 --> 00:56:53.520 align:middle line:84%
So we're never going to get
something that's nonfinite.

00:56:53.520 --> 00:56:57.300 align:middle line:84%
So this tells us that we
can take the supremum of it.

00:56:57.300 --> 00:57:02.800 align:middle line:84%
So we now have a way
to view our metric M

00:57:02.800 --> 00:57:09.930 align:middle line:84%
as a subset of C infinity
of M because you've

00:57:09.930 --> 00:57:12.710 align:middle line:84%
mapped it to a continuous
and bounded function.

00:57:12.710 --> 00:57:16.310 align:middle line:84%
Now, our goal is simply to take
the closure of this subset.

00:57:16.310 --> 00:57:20.390 align:middle line:84%
But to do so, we need to clarify
what we mean by this, quotation

00:57:20.390 --> 00:57:23.100 align:middle line:90%
mark, "subset," right?

00:57:23.100 --> 00:57:28.240 align:middle line:84%
What I mean by this is
notice that gm of p--

00:57:28.240 --> 00:57:31.480 align:middle line:90%


00:57:31.480 --> 00:57:33.480 align:middle line:90%
how do I want to say this?

00:57:33.480 --> 00:57:39.600 align:middle line:84%
Notice, then, that the
distance from m1 to m2,

00:57:39.600 --> 00:57:44.940 align:middle line:84%
this is, in fact, equal
to the supremum of m

00:57:44.940 --> 00:57:53.580 align:middle line:84%
and M of the distance between
gm1 of p minus gm2 of p,

00:57:53.580 --> 00:57:55.710 align:middle line:90%
because you can simply plug in--

00:57:55.710 --> 00:58:01.110 align:middle line:84%
oh, sorry this should
be supremum over p--

00:58:01.110 --> 00:58:03.420 align:middle line:84%
because you can simply
plug in m1 and m2

00:58:03.420 --> 00:58:04.830 align:middle line:90%
and take their difference.

00:58:04.830 --> 00:58:08.440 align:middle line:84%
And then you just want the
maximum distance between them.

00:58:08.440 --> 00:58:11.310 align:middle line:84%
And notice that this is
precisely the same metric

00:58:11.310 --> 00:58:14.680 align:middle line:90%
as is on our C infinity space.

00:58:14.680 --> 00:58:18.480 align:middle line:84%
So this is equal to the
distance to infinity

00:58:18.480 --> 00:58:23.640 align:middle line:90%
between gm1 and gm2.

00:58:23.640 --> 00:58:26.220 align:middle line:84%
What this tells us
is that this map--

00:58:26.220 --> 00:58:30.790 align:middle line:84%
this map that goes
from m to gm--

00:58:30.790 --> 00:58:38.418 align:middle line:84%
is an isometry, which means that
it just preserves distances.

00:58:38.418 --> 00:58:40.210 align:middle line:84%
The distance between
two points is the same

00:58:40.210 --> 00:58:42.100 align:middle line:84%
as the distance
between two functions

00:58:42.100 --> 00:58:43.690 align:middle line:90%
in this different space.

00:58:43.690 --> 00:58:46.180 align:middle line:84%
And, in fact, not only
is it an isometry.

00:58:46.180 --> 00:58:48.040 align:middle line:84%
It's going to be
bijective, right?

00:58:48.040 --> 00:58:50.440 align:middle line:84%
For each m, there
exists a unique gm

00:58:50.440 --> 00:58:53.240 align:middle line:90%
defined as this distance.

00:58:53.240 --> 00:58:59.380 align:middle line:84%
So this tells us that we really
can view m as a subset of C

00:58:59.380 --> 00:59:01.570 align:middle line:84%
infinity because we're
just viewing it as a subset

00:59:01.570 --> 00:59:04.730 align:middle line:84%
such that distances
are preserved.

00:59:04.730 --> 00:59:08.710 align:middle line:84%
Does everyone get why
this fact is true?

00:59:08.710 --> 00:59:09.610 align:middle line:90%
OK.

00:59:09.610 --> 00:59:12.840 align:middle line:90%
So move over to the next board.

00:59:12.840 --> 00:59:17.320 align:middle line:84%
The proof from here is
pretty straightforward.

00:59:17.320 --> 00:59:20.700 align:middle line:84%
We have a subset of our metric
space inside of a Cauchy

00:59:20.700 --> 00:59:21.630 align:middle line:90%
complete metric space.

00:59:21.630 --> 00:59:24.390 align:middle line:90%


00:59:24.390 --> 00:59:26.680 align:middle line:90%
Doo-doo-doo.

00:59:26.680 --> 00:59:32.557 align:middle line:84%
So what we have is that M is
a subset of C infinity of M.

00:59:32.557 --> 00:59:34.640 align:middle line:84%
And notice that this is
complete, infinite, Cauchy

00:59:34.640 --> 00:59:35.140 align:middle line:90%
complete.

00:59:35.140 --> 00:59:40.710 align:middle line:90%


00:59:40.710 --> 00:59:42.360 align:middle line:84%
So it contains all
of its limit points.

00:59:42.360 --> 00:59:47.350 align:middle line:84%
And secondly, we can just
take the closure of M.

00:59:47.350 --> 00:59:52.000 align:middle line:84%
So let M bar be equal to
C infinity-- oh, sorry,

00:59:52.000 --> 00:59:54.340 align:middle line:90%
not C infinity--

00:59:54.340 --> 01:00:05.650 align:middle line:84%
be the closure of M
in C infinity of M.

01:00:05.650 --> 01:00:10.425 align:middle line:84%
So is this the
completion that we want?

01:00:10.425 --> 01:00:12.550 align:middle line:84%
Well, to show that it's
the completion that we want

01:00:12.550 --> 01:00:13.900 align:middle line:90%
is not too bad.

01:00:13.900 --> 01:00:16.462 align:middle line:84%
You just have to check
each of these properties.

01:00:16.462 --> 01:00:18.670 align:middle line:84%
I'll say that again in case
it was a little bit loud.

01:00:18.670 --> 01:00:20.950 align:middle line:84%
We just have to check
these four properties.

01:00:20.950 --> 01:00:23.170 align:middle line:84%
Well, one, we know
that M is definitely

01:00:23.170 --> 01:00:24.700 align:middle line:90%
a subset of its closure.

01:00:24.700 --> 01:00:26.980 align:middle line:90%
That's by definition.

01:00:26.980 --> 01:00:30.640 align:middle line:84%
And, in fact, it
also satisfies four.

01:00:30.640 --> 01:00:32.760 align:middle line:84%
Secondly, we know the
distances are preserved

01:00:32.760 --> 01:00:35.460 align:middle line:84%
because the distances are
preserved on the infinity of M

01:00:35.460 --> 01:00:37.080 align:middle line:90%
when we take the closure.

01:00:37.080 --> 01:00:38.688 align:middle line:90%
That's by the subspace metric.

01:00:38.688 --> 01:00:40.980 align:middle line:84%
The last thing you want to
check is that, in fact, this

01:00:40.980 --> 01:00:42.660 align:middle line:90%
is Cauchy complete.

01:00:42.660 --> 01:00:44.580 align:middle line:84%
But that fact
follows from the fact

01:00:44.580 --> 01:00:48.300 align:middle line:84%
that it's a closed subset
of a Cauchy complete space.

01:00:48.300 --> 01:00:54.410 align:middle line:90%
Recall the closed subs--

01:00:54.410 --> 01:01:13.270 align:middle line:84%
or a closed subset of a
Cauchy complete metric space

01:01:13.270 --> 01:01:14.095 align:middle line:90%
is Cauchy complete.

01:01:14.095 --> 01:01:22.360 align:middle line:90%


01:01:22.360 --> 01:01:23.870 align:middle line:90%
How do I check this?

01:01:23.870 --> 01:01:26.585 align:middle line:84%
Well, take any Cauchy
sequence in your space.

01:01:26.585 --> 01:01:28.960 align:middle line:84%
We know that it has to converge
to something because it's

01:01:28.960 --> 01:01:30.410 align:middle line:90%
in a Cauchy complete space.

01:01:30.410 --> 01:01:36.010 align:middle line:84%
But that thing it converges to
has to be in your closed subset

01:01:36.010 --> 01:01:37.300 align:middle line:90%
because it's closed.

01:01:37.300 --> 01:01:39.420 align:middle line:84%
So it contains all
of its limit points.

01:01:39.420 --> 01:01:41.170 align:middle line:84%
So what this tells us
is that every Cauchy

01:01:41.170 --> 01:01:44.380 align:middle line:84%
sequence in our closed subset
converges in our closed subset.

01:01:44.380 --> 01:01:48.160 align:middle line:84%
So this implies that
it's Cauchy complete.

01:01:48.160 --> 01:01:50.590 align:middle line:84%
So then we're
basically done, right?

01:01:50.590 --> 01:01:55.190 align:middle line:84%
M bar is a subset of C infinity
of M. But by this isometry,

01:01:55.190 --> 01:01:57.760 align:middle line:84%
we can map it back to
just the metric space.

01:01:57.760 --> 01:01:59.260 align:middle line:90%
So the proof is then done.

01:01:59.260 --> 01:02:04.910 align:middle line:90%


01:02:04.910 --> 01:02:07.610 align:middle line:90%
So why is this so helpful?

01:02:07.610 --> 01:02:09.610 align:middle line:84%
I've already given the
example of the rationals.

01:02:09.610 --> 01:02:11.735 align:middle line:84%
The rationals are a completion
of the real numbers.

01:02:11.735 --> 01:02:13.810 align:middle line:84%
But that's one that we've
already known, right?

01:02:13.810 --> 01:02:16.030 align:middle line:84%
That that's one
that has been known

01:02:16.030 --> 01:02:21.160 align:middle line:84%
for quite some time in
our real analysis studies.

01:02:21.160 --> 01:02:24.730 align:middle line:84%
But there's quite a few more
examples that we can consider.

01:02:24.730 --> 01:02:28.510 align:middle line:84%
These examples show up,
for instance, in 18.102,

01:02:28.510 --> 01:02:30.950 align:middle line:90%
in very, very important ways.

01:02:30.950 --> 01:02:36.155 align:middle line:84%
So example-- consider
normed spaces.

01:02:36.155 --> 01:02:39.590 align:middle line:90%


01:02:39.590 --> 01:02:42.350 align:middle line:84%
These are vector spaces
with a norm put on them.

01:02:42.350 --> 01:02:45.670 align:middle line:84%
Recall this from
our third lecture.

01:02:45.670 --> 01:02:47.140 align:middle line:84%
What if this isn't
Cauchy complete?

01:02:47.140 --> 01:02:49.515 align:middle line:84%
We want Cauchy completeness
for a number of our theorems,

01:02:49.515 --> 01:02:51.910 align:middle line:84%
and it's very
important that we do.

01:02:51.910 --> 01:02:54.790 align:middle line:84%
Well, we can just take
the closure of them

01:02:54.790 --> 01:02:56.650 align:middle line:90%
and end up with--

01:02:56.650 --> 01:02:58.180 align:middle line:90%
or the completion of them--

01:02:58.180 --> 01:03:02.200 align:middle line:84%
and end up with what are
known as Banach spaces.

01:03:02.200 --> 01:03:05.380 align:middle line:84%
And Banach space
theory is literally

01:03:05.380 --> 01:03:08.360 align:middle line:90%
the majority of 18.102.

01:03:08.360 --> 01:03:10.070 align:middle line:84%
In fact, we could
do slightly more

01:03:10.070 --> 01:03:13.340 align:middle line:84%
if you've heard of this
from perhaps 18.06.

01:03:13.340 --> 01:03:17.412 align:middle line:84%
You can complete
inner product spaces,

01:03:17.412 --> 01:03:18.495 align:middle line:90%
which I won't define here.

01:03:18.495 --> 01:03:21.820 align:middle line:90%


01:03:21.820 --> 01:03:23.950 align:middle line:84%
But I'll simply note that
the completion of them

01:03:23.950 --> 01:03:25.135 align:middle line:90%
are known as Hilbert spaces.

01:03:25.135 --> 01:03:35.240 align:middle line:90%


01:03:35.240 --> 01:03:37.100 align:middle line:90%
And these are just names, right?

01:03:37.100 --> 01:03:39.615 align:middle line:84%
These are just names that
aren't necessarily too

01:03:39.615 --> 01:03:40.740 align:middle line:90%
important to you right now.

01:03:40.740 --> 01:03:43.310 align:middle line:84%
But I think that they're super
cool because they show up

01:03:43.310 --> 01:03:44.510 align:middle line:90%
in 18.102.

01:03:44.510 --> 01:03:47.030 align:middle line:84%
But perhaps an example that
would be more interesting right

01:03:47.030 --> 01:03:52.070 align:middle line:84%
now is how we end up with
integrable functions, right?

01:03:52.070 --> 01:04:00.520 align:middle line:84%
Recall Riemann integrable
functions have a ton of holes--

01:04:00.520 --> 01:04:04.360 align:middle line:90%


01:04:04.360 --> 01:04:09.100 align:middle line:90%
"has a ton of holes."

01:04:09.100 --> 01:04:12.170 align:middle line:90%


01:04:12.170 --> 01:04:13.810 align:middle line:84%
So, for instance,
an example of this

01:04:13.810 --> 01:04:18.880 align:middle line:84%
would be to take the indicator
function on rationals, where

01:04:18.880 --> 01:04:22.600 align:middle line:84%
the indicator function
at the point x is 1

01:04:22.600 --> 01:04:26.830 align:middle line:84%
where x is in the
rationals and 0 otherwise,

01:04:26.830 --> 01:04:30.463 align:middle line:90%
i.e., if it's irrational.

01:04:30.463 --> 01:04:31.880 align:middle line:84%
How do you integrate
this function

01:04:31.880 --> 01:04:33.590 align:middle line:90%
using Riemann integration?

01:04:33.590 --> 01:04:35.330 align:middle line:90%
The answer is that you can't.

01:04:35.330 --> 01:04:36.380 align:middle line:90%
It doesn't quite work.

01:04:36.380 --> 01:04:39.860 align:middle line:84%
Somehow, this should
both have an integral 0

01:04:39.860 --> 01:04:42.050 align:middle line:84%
because most terms
are irrational,

01:04:42.050 --> 01:04:43.747 align:middle line:84%
but it should also
have an integral 1

01:04:43.747 --> 01:04:45.080 align:middle line:90%
because most terms are rational.

01:04:45.080 --> 01:04:47.270 align:middle line:90%
It's a huge issue, right?

01:04:47.270 --> 01:04:49.880 align:middle line:84%
Riemann integration
has a ton of flaws,

01:04:49.880 --> 01:04:52.160 align:middle line:90%
this just being one of them.

01:04:52.160 --> 01:04:55.400 align:middle line:84%
But, in fact, I
can complete them.

01:04:55.400 --> 01:04:57.720 align:middle line:84%
I can complete Riemann
integrable functions.

01:04:57.720 --> 01:05:02.300 align:middle line:84%
So, specifically,
we can consider

01:05:02.300 --> 01:05:04.130 align:middle line:90%
compactly supported functions.

01:05:04.130 --> 01:05:08.120 align:middle line:90%


01:05:08.120 --> 01:05:20.010 align:middle line:84%
So, specifically, consider C
C0 functions on, let's say,

01:05:20.010 --> 01:05:21.883 align:middle line:90%
a metric space--

01:05:21.883 --> 01:05:22.800 align:middle line:90%
what do I want to say?

01:05:22.800 --> 01:05:25.560 align:middle line:90%
I'll say the metric space x.

01:05:25.560 --> 01:05:27.570 align:middle line:90%
No, I'll just say on R.

01:05:27.570 --> 01:05:30.180 align:middle line:84%
So this is a set of
compactly supported functions

01:05:30.180 --> 01:05:33.872 align:middle line:84%
on the real numbers
that are continuous.

01:05:33.872 --> 01:05:36.330 align:middle line:84%
We've already talked about this
before on our third lecture

01:05:36.330 --> 01:05:38.310 align:middle line:84%
when we were talking
about integration.

01:05:38.310 --> 01:05:40.230 align:middle line:84%
Here what's so
nice about this set

01:05:40.230 --> 01:05:41.760 align:middle line:84%
is that the integral
of a function

01:05:41.760 --> 01:05:46.320 align:middle line:90%
f in the space over R--

01:05:46.320 --> 01:05:49.710 align:middle line:84%
the integral of f of x dx
will be less than infinity

01:05:49.710 --> 01:05:53.120 align:middle line:84%
because I know that the terms
have to eventually go to 0.

01:05:53.120 --> 01:05:56.670 align:middle line:84%
But, in fact, this gives
us a metric on our space.

01:05:56.670 --> 01:05:59.600 align:middle line:84%
I can take absolute
values of f of x.

01:05:59.600 --> 01:06:05.360 align:middle line:84%
And then this is suddenly our
L1 metric from day one, right?

01:06:05.360 --> 01:06:09.760 align:middle line:84%
Our L1 metric was such
that the distance--

01:06:09.760 --> 01:06:12.640 align:middle line:90%
I think I called it I1--

01:06:12.640 --> 01:06:16.360 align:middle line:84%
I1 of f, g is equal
to the integral

01:06:16.360 --> 01:06:24.730 align:middle line:84%
over R of f of x minus g of
x dx, where it's called L1

01:06:24.730 --> 01:06:27.384 align:middle line:84%
because it's raised to the first
power, then raised to the 1

01:06:27.384 --> 01:06:30.230 align:middle line:90%
over 1 power.

01:06:30.230 --> 01:06:34.150 align:middle line:84%
So this is our metric
on the set of compactly

01:06:34.150 --> 01:06:35.560 align:middle line:90%
supported functions.

01:06:35.560 --> 01:06:39.130 align:middle line:84%
I can simply complete the subset
of the compactly supported

01:06:39.130 --> 01:06:43.180 align:middle line:84%
functions under this metric
because, again, our definition

01:06:43.180 --> 01:06:46.450 align:middle line:84%
of completion depends on
what metric we're choosing.

01:06:46.450 --> 01:06:49.390 align:middle line:84%
Right here, our metric has
to restrict to the metric

01:06:49.390 --> 01:06:52.090 align:middle line:90%
on our original metric space.

01:06:52.090 --> 01:06:54.060 align:middle line:84%
So if I change this
metric, it's going

01:06:54.060 --> 01:06:56.160 align:middle line:84%
to change what the
completion looks like.

01:06:56.160 --> 01:07:01.350 align:middle line:84%
In our case, what we
would end up with--

01:07:01.350 --> 01:07:04.100 align:middle line:84%
so, in other words,
the completion

01:07:04.100 --> 01:07:09.150 align:middle line:84%
of the metric space
C0 C of R with respect

01:07:09.150 --> 01:07:13.410 align:middle line:84%
to the I1 metric,
what this will give us

01:07:13.410 --> 01:07:15.480 align:middle line:90%
is the set of LP functions--

01:07:15.480 --> 01:07:17.370 align:middle line:90%
or L1 functions, sorry--

01:07:17.370 --> 01:07:21.750 align:middle line:84%
on R, which are simply
the set of functions

01:07:21.750 --> 01:07:22.800 align:middle line:90%
that have integral 1.

01:07:22.800 --> 01:07:29.715 align:middle line:84%
So this is functions f such
that the integral of f is 1.

01:07:29.715 --> 01:07:32.640 align:middle line:90%


01:07:32.640 --> 01:07:35.310 align:middle line:84%
Now, here, our functions can
look quite a bit weirder.

01:07:35.310 --> 01:07:37.780 align:middle line:84%
They don't have to be
Riemann integrable anymore.

01:07:37.780 --> 01:07:39.780 align:middle line:84%
They can be Lesbegue
integrable, which

01:07:39.780 --> 01:07:42.030 align:middle line:90%
is what this L stands for.

01:07:42.030 --> 01:07:48.940 align:middle line:84%
This integral is then known
as the Lesbegue integral.

01:07:48.940 --> 01:07:52.290 align:middle line:90%


01:07:52.290 --> 01:07:54.570 align:middle line:90%
And this is used all the time.

01:07:54.570 --> 01:07:56.197 align:middle line:90%
This is-- oh, sorry.

01:07:56.197 --> 01:07:57.030 align:middle line:90%
This shouldn't be 1.

01:07:57.030 --> 01:08:00.160 align:middle line:84%
This should be
less than infinity.

01:08:00.160 --> 01:08:01.808 align:middle line:84%
This is used all
the time, right?

01:08:01.808 --> 01:08:03.850 align:middle line:84%
Because we want to be able
to integrate functions

01:08:03.850 --> 01:08:06.550 align:middle line:90%
that actually integrate well.

01:08:06.550 --> 01:08:09.520 align:middle line:84%
And Riemann integrable
functions are not it.

01:08:09.520 --> 01:08:12.370 align:middle line:90%
They have a ton of holes, right?

01:08:12.370 --> 01:08:14.660 align:middle line:84%
In fact, we can generalize
this quite a bit more.

01:08:14.660 --> 01:08:17.229 align:middle line:84%
Remember on that
first day that I

01:08:17.229 --> 01:08:20.560 align:middle line:84%
defined Ip, which is the
integral of the distance

01:08:20.560 --> 01:08:23.620 align:middle line:84%
between them to the pth power,
all of which raised to the 1

01:08:23.620 --> 01:08:24.250 align:middle line:90%
over p.

01:08:24.250 --> 01:08:26.790 align:middle line:90%


01:08:26.790 --> 01:08:30.029 align:middle line:84%
If I consider completing the
metric of continuous functions

01:08:30.029 --> 01:08:33.390 align:middle line:84%
under Ip, then what
I'll end up with

01:08:33.390 --> 01:08:36.630 align:middle line:84%
are Lp functions, where
all of a sudden this

01:08:36.630 --> 01:08:39.160 align:middle line:90%
is raised to the pth power.

01:08:39.160 --> 01:08:41.970 align:middle line:84%
So this is the space
of Lp functions--

01:08:41.970 --> 01:08:44.950 align:middle line:90%
deeply, deeply important.

01:08:44.950 --> 01:08:46.920 align:middle line:90%
This also shows up in 18.102.

01:08:46.920 --> 01:08:50.539 align:middle line:84%
But it's perhaps slightly easier
to see why it's so important.

01:08:50.539 --> 01:08:53.210 align:middle line:90%


01:08:53.210 --> 01:08:56.100 align:middle line:84%
So I'll note one
more thing, I think,

01:08:56.100 --> 01:08:58.100 align:middle line:84%
and then that will
mostly be it, which

01:08:58.100 --> 01:09:02.770 align:middle line:84%
is recall that this set was,
in fact, a normed space, right?

01:09:02.770 --> 01:09:06.109 align:middle line:84%
I can define this
distance as a norm.

01:09:06.109 --> 01:09:10.160 align:middle line:84%
What this tells us is that the
Lp spaces are Cauchy complete,

01:09:10.160 --> 01:09:11.870 align:middle line:84%
right, because
they're Banach spaces.

01:09:11.870 --> 01:09:15.350 align:middle line:84%
They are completion
of a normed space.

01:09:15.350 --> 01:09:18.319 align:middle line:84%
Now, this doesn't say that we've
said all the things that there

01:09:18.319 --> 01:09:20.090 align:middle line:90%
are to say about Lp functions.

01:09:20.090 --> 01:09:22.580 align:middle line:84%
There's still questions like,
what theorems about limits

01:09:22.580 --> 01:09:23.149 align:middle line:90%
do we have?

01:09:23.149 --> 01:09:26.270 align:middle line:84%
What theorems about
approximations do we have?

01:09:26.270 --> 01:09:28.790 align:middle line:84%
But this does give
us a useful intuition

01:09:28.790 --> 01:09:30.950 align:middle line:90%
behind what's happening.

01:09:30.950 --> 01:09:34.880 align:middle line:84%
All that's happening is we're
looking at equivalence classes

01:09:34.880 --> 01:09:37.365 align:middle line:90%
of Cauchy sequences.

01:09:37.365 --> 01:09:38.990 align:middle line:84%
It makes a lot of
sense to do this when

01:09:38.990 --> 01:09:42.399 align:middle line:90%
it comes to the real numbers.

01:09:42.399 --> 01:09:44.580 align:middle line:84%
But it might be weirder to
think about with respect

01:09:44.580 --> 01:09:48.479 align:middle line:84%
to functions or with respect
to topologies and weird things

01:09:48.479 --> 01:09:49.720 align:middle line:90%
like that.

01:09:49.720 --> 01:09:53.340 align:middle line:84%
So, yeah, I'll just leave
y'all with that thought is

01:09:53.340 --> 01:09:57.510 align:middle line:84%
equivalence classes of Cauchy
sequences is a useful intuition

01:09:57.510 --> 01:09:59.730 align:middle line:90%
behind all of these things.

01:09:59.730 --> 01:10:01.560 align:middle line:84%
I should note that
this is the Lp metric.

01:10:01.560 --> 01:10:02.850 align:middle line:90%
I forgot to change that one.

01:10:02.850 --> 01:10:04.710 align:middle line:90%
OK.

01:10:04.710 --> 01:10:08.315 align:middle line:84%
Is there anything
else I want to say?

01:10:08.315 --> 01:10:10.038 align:middle line:90%
I think that's it.

01:10:10.038 --> 01:10:11.830 align:middle line:84%
Yeah, so unless you
all have any questions,

01:10:11.830 --> 01:10:15.720 align:middle line:84%
then we can end
today slightly early.

01:10:15.720 --> 01:10:17.850 align:middle line:90%
But, yeah, this was very neat.

01:10:17.850 --> 01:10:20.160 align:middle line:84%
Next time, I'm going to
talk about more applications

01:10:20.160 --> 01:10:25.720 align:middle line:90%
to 18.101, 102, 103, 152.

01:10:25.720 --> 01:10:27.220 align:middle line:84%
There's a ton of
applications of all

01:10:27.220 --> 01:10:30.090 align:middle line:84%
of this material to this
later class-- oh, 901,

01:10:30.090 --> 01:10:32.190 align:middle line:84%
if you're planning
to take 18.901.

01:10:32.190 --> 01:10:33.780 align:middle line:84%
There's a ton of
applications of what

01:10:33.780 --> 01:10:36.630 align:middle line:84%
we've talked about in this class
so far to these later classes.

01:10:36.630 --> 01:10:39.040 align:middle line:84%
And I'm going to bring up
how that actually works.

01:10:39.040 --> 01:10:42.110 align:middle line:90%
So see y'all next time.

01:10:42.110 --> 01:10:48.000 align:middle line:90%