Brouwer and his fixed point theorem


The Brouwer fixed-point theorem is one of my favourite mathematical theorems. It is named after the Dutch mathematician Luitzen Egbertus Jan Brouwer (above right). Brouwer is also known for his work in Intuitionism. I have mentioned the Brouwer fixed-point theorem before.

The theorem states that any continuous function f on a compact convex set (and specifically, on a disc in the plane) will have at least one fixed point – that is, there will be at least one point p such that f(p) = p. The picture below is intended to illustrate the theorem; it is explained further down.

In the case of a disc, the theorem can be proved by contradiction. Assume that f(p) ≠ p for every point p. Then the pair of f(p) and p always defines a continuous mapping g from p to the boundary of the disc, as illustrated above (left). However, such a continuous mapping is impossible (for complex reasons, but in simple terms, because it creates a hole, which continuous mappings cannot do).

So what about that picture? It shows a continuous function f from the disc to itself, combining an irregular rotation about the centre (rotating least towards the east of the disc) with a “folding” operation that leaves the centre and boundary untouched. The picture below shows a cross-section of the folding in action. The shades of blue in the picture above show how far each point p is from f(p), with lighter colours representing smaller values. Arrows show the action of the function on 6 randomly chosen points. There are two fixed points, marked with black dots: the centre and one other point where the folding and the irregular rotation cancel each other out.

The three-dimensional version of the theorem tells us that, when I stir my morning cup of coffee, at least one speck of liquid will wind up exactly where it started.

All about fixed points

In mathematics, a fixed point of a function f is a value x such that f(x) = x. For example, Wolfram notes that cos(0.7390851332) = 0.7390851332. There need not be such a fixed point, of course, but it is interesting when there is.

Unique fixed points

The Banach fixed-point theorem applies to complete metric spaces – sets where there is a concept of distance and where convergent sequences have a limit.

If f is a function that shrinks things – if, say, the distance between f(x) and f(y) is at most 50%, or 90%, or 99.99999% of the distance between x and y – then the function f will not only have a fixed point, but that fixed point will be unique.

Intuitively, this is clear. You apply the function f to the whole set an infinite number of times, and everything shrinks down to a single point satisfying f(x) = x.

Comic 688 by xkcd, with the fixed point highlighted in pink

It follows that if you stand inside a country, city, or home holding (horizontally) a map of that country, city, or home, then exactly one point in the country, city, or home is exactly underneath the corresponding point on the map. More usefully, this theorem has been used to assign meaning to recursive type expressions in computer science.

Iterated function systems

Iterated function systems are one way of defining fractals. An iterated function system is a family of functions, each of which shrinks things (i.e. is contractive). This family of functions defines a Hutchinson operator on sets of points, and that operator is in turn contractive for a certain definition of distance between sets (see Hutchinson, 1981).

Consequently, that operator has a unique “fixed point,” which is in fact a set of points, like the famous Barnsley fern. The set of points can be (approximately) generated by an iterative process (see code example here):

Least fixed points

As another example of fixed points in action, the Kleene fixed-point theorem assigns meaning to recursively defined computer programs, like these:

  • x = x, a circular definition which is satisfied by infinitely many things, defines x = ⊥, the least defined of all those things
  • z = 0 ⊙ (1 + z), where “” means putting a number in front of a list, defines the infinite list z = 0, 1, 2, 3, 4, 5, …
  • g = function (x) { if (x = 0) then 1 else x * g(x − 1) }, defines g to be the factorial function

Computer programs are modelled by Scott-continuous functions on a partial order where ⊥ is the least element (⊥ means “no information” and is the meaning of any computer program stuck in an infinite loop). Scott-continuous functions may have more than one fixed point, but they have a unique least fixed point, which is the limit of the sequence ⊥ ⊑ f(⊥) ⊑ f(f(⊥)) ⊑ …

This sequence corresponds to what actually happens when the computer attempts to execute recursive definitions like the three in red above.

Brouwer’s fixed point theorem

Even more interesting is Brouwer’s fixed-point theorem. Any continuous function mapping a compact convex set to itself has at least one fixed point.

This is hard to prove in general, though easy to see in the case that the set is simply the interval [0, 1]. We have f(0) − 0 ≥ 0 and f(1) − 1 ≤ 0, so that f(x) − x = 0 for at least one x in the range 0 to 1:

An implication is that, when I stir my cup of coffee, at least one speck of liquid winds up exactly where it started.

Fixed points and dynamics

If the function f represents a state transition function, then a fixed point corresponds to a state that remains the same over time. For example, the logistic mapx (1 − x) has fixed points 0 and 0.75. However, these are both unstable – if you start out close to them, repeated application of the function takes you further away:

  • 0.000001, 0.000004, 0.000016, 0.000064, 0.000256, 0.001024, 0.00409, 0.016295, 0.064117, 0.240023, 0.729649, 0.789046, 0.66581, 0.890028, 0.391511, 0.952921, 0.179452, 0.588995, 0.96832, 0.122706, 0.430598, …
  • 0.749999, 0.750002, 0.749996, 0.750008, 0.749984, 0.750032, 0.749936, 0.750128, 0.749744, 0.750512, 0.748975, 0.752045, 0.745893, 0.758147, 0.733441, 0.782021, 0.681856, 0.867713, 0.459147, 0.993324, 0.026525, …

On the other hand, the logistic map 2.5 x (1 − x) has a stable fixed point (an attractor) at 0.6. Starting at, say, 0.5, repeatedly applying the function gets you closer and closer to 0.6:

  • 0.5, 0.625, 0.585938, 0.606537, 0.596625, 0.601659, 0.599164, 0.600416, 0.599791, 0.600104, 0.599948, 0.600026, 0.599987, 0.600007, 0.599997, 0.600002, 0.599999, 0.6, 0.6, 0.6, 0.6, …

Fixed points are everywhere! Not only that, but the concept is a fruitful one in a diverse collection of fields. For more on fixed points, see this book (available electronically here).

L.E.J. Brouwer, fifty years later

Luitzen Egbertus Jan Brouwer (27 February 1881 – 2 December 1966) was a Dutch mathematician who founded intuitionism and made important contributions to topology, such as his fixed-point theorem, which states that every continuous function f mapping a compact convex set into itself has a fixed point a [i.e. f(a) = a]. A consequence of the theorem is when a crumpled sheet of paper is placed on top of (and within the boundaries of) a copy of itself, at least one point on the top sheet lies over the corresponding point on the bottom sheet.

Brouwer had a huge impact on mathematics and logic in the Netherlands, influencing people such as Arend Heyting (student), Dirk van Dalen (grandstudent), and Henk Barendregt (great-grandstudent).

The Dutch Royal Mathematical Society (Koninlijk Wiskundig Genootschap) is organising a special event marking 50 years since Brouwer’s death. The event is on 9 December in the Amsterdam Science Park. It looks to be an interesting event. Details here.