Ekonomi dan Keuangan Indonesia Vol 39, No.

3, 1991

Proof of the Brouwer Fixed-Point Theorem:

A Simple-Calculus Approach

Irsan Azhary Saleh

ABSTRAK

Kendatipun ieorema titik-tetap Brouwer merupakan landasan penting untuk

memahami model-model keseimbangan umum yang relatif telah dikenal luas,
namun konsep dan pembuktian dari teorema yang bersangkutan ini kurang
mendapat perhatian atau hampir tidak pernah dianalisa sebeiumnya di Indone-
sia. Tulisan ini bertujuan untuk membuktikan teorema titik tetap Brouwer
dengan menggunakan pendekatan kalkulus, suatu metode pembuktian yang
relatif sangat sederhana jika dibandingkan dengan metode-metode lain yang
secara konvenstonal telah sering digunakan, yakni antara lain misalnya: teori
homologi, bentuk-bentuk diferensial, argumen kombinatorial, serta topologi
geometris.

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1. I N T R O D U C T I O N

The Brouwer fixed-point theorem is o n e o f t h e m o s t i m p o r t a n t results i n

m o d e r n m a t h e m a t i c s . I t is easy t o state b u t h a r d t o prove. T h e s t a t e m e n t is
easy enough t o b e understood b y a n y o n e , even b y someone w h o cannot a d d
o r s u b s t r a c t . T h i s i s i n essence w h a t t h e B r o u w e r t h e o r e m says i n e v e r y d a y
t e r m s : Think of a person is sitting down with a cup of coffee. Gently and
continuously he or she swtrls the coffee about in the cup. He or she then puts
the cup down, and lets the motion subside. When the coffee is still, Brouwer
says there is ai least one point in the coffee that has returned to the exact
spot in the cup where it was when the person first sat down. R e g a r d l e s s o f i t s
simplicity i nthis everyday terms, however, the proof o f the B r o u w e r t h e o r e m
has been usually difficult t h a t i t has 'been t a u g h t o n l y i n g r a d u a t e courses o n
topology.
T h e Brouwer theorem has m a n y applications i n various mathe-
m a t i c a l disciplines. I n m a t h e m a t i c a l analysis, as a n example, i t is a n
essential tool i n the theory o f o r d i n a r y differential equations. I nits extension
by Schauder and Leray, the fixed-point theorem is used t o establish previous-
ly unattainable results i n the theory o f nonlinear partial differential equations
and integral equations, Browder (1967), Brezis and B r o w d e r (1975). I n mathe-
matical economics, as another example, i n i t s p r i m i t i v e application t h e
B r o u w e r t h e o r e m is used t o prove t h eexistence o fa n e q u i l i b r i u m i n a pure
exchange economy. A l t h o u g h this type o f a n economy is very simplistic and
unrealistic, t h e existence p r o o f contains t h e essential features o f a r g u m e n t s
for existence i n m o r e general e q u i l i b r i u m models. O n e o f t h e f a m o u s
interesting applications of the Brouwer theorem outside o f topology isa proof
o f t h e m i n i m a x t h e o r e m o f g a m e t h e o r y g i v e n b y v o n N e u m a n n i n 1 9 2 8 (see
Nikaido, 1970, Chapter 7).

It should be noted that i n terms o f t h e last t w o examples t h e

Brouwer fixed-point t h e o r e m , as i t w a s o r i g i n a l l y stated i n I 9 I 0 a n d
c o m m o n l y proved, is a pure existence t h e o r e m . T h e t h e o r e m , however, was
later put i na m o r e useful f o r m . Extensions i nthis direction were i n i t i a t e d b y
v o n N e u m a n n (1938) i nconnection w i t h general economic e q u i l i b r i u m m o d e l ,
w h i c h i s o f t e n c o n s i d e r e d a s t h e first s o p h i s t i c a t e d a p p l i c a t i o n o f t h e B r o u w e r
fixed-point theorem t o a n economic problem. S o m e w h a t later, K a k u t a n i
( I 9 4 I ) g e n e r a l i z e d t h e B r o u w e r t h e o r e m t o correspondences, w h i c h n o t o n l y
a l l o w s n u m e r o u s a p p l i c a t i o n s i n e c o n o m i c t h e o r y a n d i t s r e l a t e d fields b u t
also h a s s t i m u l a t e d further extensions b y authors, such as: Eilenberg a n d
M o n t g o m e r y (1946) w o r k i n g o n m u l t i v a l u e d t r a n s f o r m a t i o n w h i c h relies o n
algebraic topological notions; Nash (1950) p r o v i n g the existence o f equilibria
for games where t h e players' preferences a r e representable b y c o n t i n u o u s
quasi-concave u t i l i t i e s a n d t h e s t r a t e g y sets a r e s i m p l e x e s ; D e b r e u ( 1 9 5 2 )
p r o v i n g t h e existence o f e q u i l i b r i u m f o r abstract economics; A r r o w a n d
Debreu (1954) p r o v i n g the existence o f W a l r a s i a n e q u i l i b r i u m o f a n economy;
Moore (1968) replacing t h e t e r m semi-continuity w i t h hemi-continuity i n

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 Proof of the Brouwer Fixed-Point Theorem: A Simple-Calculus Approach

referring t o correspondences, w h i c h helps t o a v o i d confusion w i t h semi-conti-

n u i t y o f r e a l - v a l u e d f u n c t i o n s ; a n d , e v e n f u r t h e r , less t h a n t w o d e c a d e s a g o .
Scarf (1973) w h o h a s developed a remarkable a l g o r i t h m that c a neasily be
implemented o n computers t o give a m e t h o d o f approximating a fixed-point
for a c o n t i n u o u s m a p p i n g o f a price vector i n t o itself. T h i s f i x e d - p o i n t algo-
r i t h m , for practical purposes a n d policy analysis, has c o n t r i b u t e d significantly
in solving complex and computable general e q u i l i b r i u m models. C o m p a r a b l e
to o r i n point o f Scarf a l g o r i t h m a r e ,a m o n g others, works d u e t o K u h n
(1969), M a c K i n n o n (in Karamardian, 1977), and T o d d (1980). |

I n Indonesia i t seems t o be evident that, for the last few years, there
has been a g r o w i n g interest i n the m e t h o d s o f general e q u i l i b r i u m analysis, i n
particular w i t h regard t o the topics o f c o m p u t a b l e general e q u i l i b r i u m m o d e l .
Such a n interest is relevant t o the current tendency o f globalization a t almost
a n y level o fthe e c o n o m y , because v i a general e q u i l i b r i u m approach one can
explore h o w t o solve complex models w h i c h simulate m a n y o f t h e s i m u l -
taneous interdependencies w h i c h exist i n a n e c o n o m y . O fcourse, there a r e
m a n y situations i n which t h e theoretically a n d computationally simpler
methods o f partial equilibrium analysis areappropriate. However, there a r e
c e r t a i n p r o b l e m s w h e r e t h e i n c o m e a n d o t h e r - p r i c e effects o p e r a t e t o s h i f t t h e
supply a n d d e m a n d curves used i n p a r t i a l e q u i l i b r i u m analysis a n d where
these feedback effects are t h e c e n t r a l f e a t u r e o f interest. E x a m p l e s o f t h i s a r e
the f o r m a t i o n o f a tariff customs u n i o n o r a change i nthe tax o n one m a j o r
production input such as capital. I n this type o f problem, a general equi-
l i b r i u m m o d e l i s a p p r o p r i a t e because w e a r e i n t e r e s t e d i n w h a t effects t h e
policy change w i l l have o n m a n y different m a r k e t s and because w h a t happens
i n o t h e r m a r k e t s c r u c i a l l y affects a n y o n e m a r k e t o f interest. F u r t h e r m o r e , i t
i s a c h a r a c t e r i s t i c o f s u c h p o l i c y c h a n g e s t h a t t h e y a r e not marginal s o t h a t
linear a p p r o x i m a t i o n (as i n economies w i t h leontief technologies) is a poor
w a y t ospecify relevant d e m a n d a n d s u p p l y functions, C o r n w a l l ( 1 9 8 4 ) .

W e a r e now already aware that Brouwer fixed point theorem (and

understanding i t s proof) is a basic m a t h e m a t i c a l tool used i n s h o w i n g t h e
existence o f s o l u t i o n concepts i n g a m e theory a n deconomics, especially i n
regard t o general equilibrium analysis. Unfortunately, the exposition o n this,
a t least i n Indonesia, seems t o be q u i t e l i m i t e d a n d rather a b a n d o n e d .
T h e r e f o r e , a s t h e t i t l e r e f l e c t s , t h e p u r p o s e o f t h i s p a p e r i s t o g i v e a relative
nonrigorous note f o r u n d e r s t a n d i n g t h e p r o o f o f t h e B r o u w e r f i x e d - p o i n t
t h e o r e m . W h i l e there a r e m a n y excellent readings available o n t h etopic w e
are discussing a b o u t , m o s t o ft h e m a r e inaccessible t o a t y p i c a l w e l l - t r a i n e d
e c o n o m i s t . G e n e r a l l y speaking, t h e reason, w h y proofs o f t h e B r o u w e r f i x e d -
p o i n t t h e o r e m h a v e been difficult because they have used c o m b i n a t o r i a l argu-
ments, differential forms, homology theory, o r geometric topology. T h a t is
w h y , i n this paper, we are t a k i n g a s o m e w h a t significantly different direction;
all w eneed t o n o w is j u s t calculus, plus a supporting tool o f analysis called
c o n t r a c t i o n - m a p p i n g principle w h i c h is going t o b e discussed i n Section I I . I n
Section I I I , w e c a n then proceed w i t h t h e f o r m a l p r o o f o f t h e B r o u w e r

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t h e o r e m . J o h n M i l n o r (1978) deserves t h e full credit for h i si n i t i a t i n g w o r k o n

using calculus f o r t h e proof o f t h e theorem. T h e bulk o f Section I I I is, i n
essence, a recast o f M i l n o r ' s a r t i c l e w h i c h i s o n l y f o u r pages l o n g ! S o , w h a t
the author is t r y i n g t o d o is t o rewrite o u t Milnor's original article i n great
d e t a i l a n d , h o p e f u l l y , i n m u c h less r i g o r o u s f a s h i o n .

I I . C O N T R A C T I O N S MAPPING P R I N C I P L E

F i x e d - p o i n t t h e o r e m i s a o n e t h a t refers t o a n e q u a t i o n

x = /(x). (1)

Usually, t h e t h e o r e m gives conditions f o r t h e existence o f a s o l u t i o n . T h e

function / m a y be t h o u g h t o f as a m a p p i n g . T h e n a s o l u t i o n x is a p o i n t
t h a t t h e m a p p i n g l e a v e s fixed. T h e r e a r e m a n y v a r i e t i e s o f fixed p o i n t
theorems. S o m e gives conditions f o r uniqueness o r m u l t i p l i c i t y o f solutions.
Some fixed-point theorems are constructive; most a r e n o t . T h e B r o u w e r
t h e o r e m i s n o t . I t j u s t t e l l s u s a s o l u t i o n e x i s t s ; i t i s u p t o u s t o find i t .

I f i t i s t r u e t h a t e q u a t i o n ( 1 ) i s a fixed-point e q u a t i o n , o n e c a n t h e n
i n f e r t h a t every e q u a t i o n i s a fixed p o i n t e q u a t i o n . T h e r e a s o n i s s i m p l e .
Suppose this equation is given: ^ ( x ) = 0. T h e n w ec a n w r i t e t h e fixed-point
equation

x = x + g(x) (2)

or, i f w e prefer,

X = x-83s(x).

I n g e n e r a l w e c a n w r i t e t h e e q u a t i o n ^ ( x ) = 0 cis t h e fixed-point equation

x = x + (j>[g{x)] / (3)

p r o v i d e d t h a t <j)[g] = 0 i f f g = 0. S o w h e n w e t a l k g e n e r a l l y a b o u t fixed-
p o i n t e q u a t i o n s , w e a r e t a l k i n g a b o u t all e q u a t i o n s .

The contraction mapping principle i s a n e x c e p t i o n a m o n g fixed-point

theorems: i t is constructive. W e c a nuse t h e m e t h o d o fproof t o construct a
s o l u t i o n . T h e m e t h o d i s c a l l e d t h e method of successive approximations.

In i t selementary f o r m , t h e contraction m a p p i n g t h e o r e m says this:

L e t M b e a closed s e t o f real n u m b e r s , a n d suppose t h e f u n c t i o n / m a p s M
i n t o itself. F i n a l l y , suppose / is a contraction m a p p i n g :

\fia)-fm<&\a-b\, (4)

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 Proof of the. Brouwer Fixed-Point Theorem: A Simple-Calculus Approach

where 0 <6 <1. C o n c l u s i o n : T h e m a p p i n g / h a s a u n i q u e f i x e d p o i n t i n A f .

Uniqueness is easy t o prove. I f there were t w o fixed points, a a n d 6,
then the contraction property implies

|a-6| = |/(a)-/(6)|<%-6|. (5)

T h e n a - 6 = 0 because 0 < ^ < 1 .

T o prove t h e existence o f a fixed point, w e w i l l use a n iterative
s c h e m e . S t a r t w i t h a n y XQ i n M, a n d c o m p u t e t h e s u c c e s s i v e a p p r o x i m a t i o n s

^n + i = / K ) ( n= 0,l,2,...). (6)

W e w i l l prove t h a t t h e sequence converges.

T h a t w i l l s u f f i c e . I f x^-x x, t h e n t h e l i m i t x m u s t l i e i n M b e c a u s e a l l
t h e x „ l i e i n AI a n d M i s closed {M c o n t a i n s a l l i t s l i m i t p o i n t s ) . N e x t , ( 4 )
implies

\f{xj-f{x)\<e\x„-x\, (7)

s o x^-x X i m p l i e s / ( x „ ) - + / ( x ) . N o w ( 6 ) y i e l d s t h e f i x e d - p o i n t equation
x = /(x).

T o p r o v e t h a t x„ c o n v e r g e s , w e s u b s t r a c t f r o m e q u a t i o n ( 6 ) t h e s a m e
equation w i t h n replaced b y n —1:

(8)

The contraction property implies

K +l - ^ n \ < ^ K - ^ n - l \ (n= l,2,...).

T h e n |x„ ^ ^ - x „ | < e2|x„ _ j - x „ _ 2I, e t c . A t l a s t , w e g e t

K +i-^„l<^"K-*ol (n=l,2,...). (9)

F o r all q> p t h i s i m p l i e s

q - l q - l

J2 (*„ + l - * n )
n = p

< | x i - X o | ( e P + eP + i - t - . . . + ^ 9 - i ) (10)

< Ixj-Xo|5IP(l-0)-^0 as p-Hoo.

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Since — X p -» 0 f o r 9 > p -» o o , the sequence converges, a n d s o we

have constructed a fixed point.

m. A CALCULUS PROOF OF T H E BROUWER

FIXED POINT THEOREM

B r o u w e r ' s t h e o r e m s a y s t h i s : Let f ( x ) be any continuous function that maps

the ball | x | < 1 into itself. Then there is a fixed-point, x , which is mapped
into itself, x = f ( x ) .

W e w i l l u s e t h e t e r m unit ball f o r t h e n - d i m e n s i o n a l s o l i d c o m p r i s i n g
all points x whose coordinates satisfy

xl + - + x l < l .

(In o t h e r words, [xj^ < 1, w h e r e x - x = | x | ^ = Y^xJ). W e w i l l call t h i s b a l l

B".
T h e s u r f a c e o f B" i s t h e sphere S"'^ c o m p r i s i n g a l l p o i n t s x w h o s e
coordinates satisfy

x l + ... + x l = l .

T h u s , i n 3 - d i m e n s i o n a l space is the 2-dimensional sphere that bounds the

u n i t b a l l B^.
. I f n = 1, t h eu n i t ball is t h eline segment — 1 < x < 1. I f / ( x ) m a p s
B^ i n t o i t s e l f , w e g e t F i g u r e 1 . E a c h p o i n t x g o e s t o a p o i n t / ( x ) . D r a w a n
a r r o w f r o m x t o/ ( x ) ; the a r r o w has l e n g t h zero i f x is fixed p o i n t .

• >- • >- •<——•

-1 / ( - I ) /<!) 1

Figure 1

S u p p o s e t h e r e w e r e n o fixed p o i n t . T h e n t h e a r r o w a t — 1 w o u l d
p o i n t t o t h e right; t h e a r r o w a t + 1 w o u l d p o i n t t o t h e left. L e t x m o v e
continuously from — 1 t o + 1 , a n d watch t h e arrow from x t o / ( x ) .
S o m e w h e r e between — 1 a n d + 1 the a r r o w has t o flip f r o m r i g h t t o the left.
T h i s is impossible i f the a r r o w is continuous a n d n o w h e r e zero.

In analytical terms, t h e a r r o w .is represented b y t h e difference

/ ( x ) — X. T h i s f u n c t i o n is p o s i t i v e a t x = — 1; i t is n e g a t i v e a t x = + 1 . Since

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 Proof of the Brouwer Fixed-Point Theorem: A Simple-Calculus Approach

f(x) — X i s c o n t i n u o u s , i t m u s t e q u a l z e r o a t s o m e i n t e r m e d i a t e p o i n t c . T h e n
/ ( c ) = 0, and c is the required fixed point.
I f n = 2, w e g e t F i g u r e 2 . E a c h p o i n t x goes t o a n o t h e r p o i n t f ( x ) i n t h e b a l l
B^. D r a w t h e a r r o w f r o m e a c h j j o i n t x t o i t s i m a g e f ( x ) . O n t h e b o u n d a r y
all the arrows point i n w a r d . B r o u w e r ' s t h e o r e m says some a r r o w i n the ball
has l e n g t h zero.

Notice t h a t w e need t h e hypothesis o f c o n t i n u i t y . O t h e r w i s e , w e

c o u l d l e t f ( x ) b e , s a y , a r o t a t i o n t h r o u g h 90°; t h a t w o u l d l e a v e t h e c e n t e r
fixed, so w e c o u l d agree t o m a p t h e center x = 0 i n t o s o m e o t h e r p o i n t
f ( 0 ) ^ 0 . T h e n f ( x ) w o u l d b e a d i s c o n t i n u o u s f u n c t i o n w i t h n o fixed p o i n t .

Figure 2

Already f o rn = 2 t h e B r o u w e r t h e o r e m is s o m e w h a t difficult. F o r
n > 2, a l l proofs h a v e been d i f f i c u l t , o r t h e y r e q u i r e d a d v a n c e d specialized
preparation. B u t now w ehave the astonishing proof b y John Milnor (1978),
w h i c h d e p e n d s o n t h i s f a c t : the function ( 1 - t - t ^ ) " ^ ^ is not a polynomial if n
is an odd integer.
W h y should that have anything t o d o w i t h t h e Brouwer's fixed-point
t h e o r e m ? T o a n s w e r t h i s , w e b e g i n w i t h a p u z z l e : in n dimensions, construct
a continuous field of unit tangents to the sphere 5 " ' ^ .
F o r n = 2 the s o l u t i o n is easy. L o o k a t F i g u r e 3 . A t each p o i n t u o n
w e c o n s t r u c t t h e t a n g e n t v ( u ) = ( — U2,u^). T h e n

|y| = 1 a n d v•u = 0.

F o r n = 3 w eh a v e 3-space, a s i n t h e real w o r l d . R e g a r d t h e e a r t h a s
t h e u n i t b a l l . C a n w e p u t a c o n t i n u o u s d i r e c t i o n field o n t h e s u r f a c e ? O n e
will bet w e cannot. T h i n k about it; w e are bound t o have trouble a tt h e
n o r t h p o l e o r s o m e w h e r e else.

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Figure 3

H o w about n = 4? N o w we cannot visualize the p r o b l e m , b u t w e can

e a s i l y s o l v e i t . I f w e u s e t h e t r i c k w e u s e d f o r n = 2 , first o n « j , « 2 then
o n U3, U4, w e get t h e u n i t t a n g e n t s

v(u) = ( - U 2 , " i ; -«4'"3)- .

C l e a r l y t h i s t r i c k w o r k s f o r a l l e v e n n . W e g e t t h i s c o n t i n u o u s field o f
tangents:

•v(u) = ( - U 2 , " i ; «„-i)- (11)

B u t i f n i s o d d , t h e hairy-ball theorem s a y s t h e r e i s n o s o l u t i o n :

T h e o r e m 1 . If n ts odd, then there is no continuous field of non-zero tangents

to the unit sphere 5 " " ^ .

P R O O F . F o r | u | - 1 , l e t v ( u ) b e a field o f u n i t tangents:

U-V(u)=:0, |v(u)| = l f o r H = : l .

F o r t h e m o m e n t , a s s u m e t h a t v ( u ) is c o n t i n u o u s l y d i f f e r e n t i a b l e .

Let A be the spherical shell (or annulus)

A:\<r<l (12)-

where r = |x|. T h e shell A surrounds t h eu n i t sphere. W e n o w extend t h e

d e f i n i t i o n o f v t o t h e s h e l l A. F o r | u | = 1 d e f i n e

v(ru) = rv(u) (\<r <%). (13)

T h i s d e f i n i t i o n m a k e s v ( x ) c o n t i n u o u s l y d i f f e r e n t i a b l e i n A, w i t h

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 Proof of the Brouwer Fixed-Point Theorem: A Simple-Calculus Approach

X •v(x) = 0 a n d l v ( x ) | = | x | = r.

N o w let < be a s m a l l real constant, a n d define the m a p p i n g

XH^x-(-tv(x) (xGA). (14)

T h i s m a p s A i n t o s o m e s e t A^. ( C a n w e g u e s s w h a t A^ i s ? L o o k a t F i g u r e 4 ) .
W e have t o show that the m a p p i n g (14) is one-to-one. Since v ( x ) is
continuously differentiable, there is some constant A > 0 for w h i c h

|v(x)-v(y)|<A|x-y| (15)

f o r e v e r y c o u p l e o f p o i n t s x a n d y i n A. N o w s u p p o s e x a n d y m a p i n t o t h e
same point:

X + < v ( x ) = y -1- t v ( y )

then

| x - y | = |<| | v ( y ) - v ( x ) | < l t | A|x-y|.

T h i s i m p l i e s x = y i f |<| < 1 / A . T h u s , f o r s m a l l \t\ t h e m a p p i n g i s o n e - t o - o n e .

X + fv(x)

Figure 4

N o w w e w i l l s h o w t h a t t h e i m a g e A^ i s j u s t a n o t h e r a n n u l u s . I f
| x | = r, t h e n t h e i m a g e h a s l e n g t h

|x+tv(x)| =r(l+t2)l/2, (16)

s i n c e x a n d v ( x ) a r e o r t h o g o n a l v e c t o r s o f l e n g t h r. T h i s i d e n t i t y s h o w s t h a t
t h e s p h e r e o r r a d i u s j- m a p s into t h e s p h e r e o f r a d i u s r ( l + t^)^^^.
N o w w e n e e d t o s h o w t h a t t h e first s p h e r e m a p s onto t h e second,

225
 Saleh

w h i c h m e a n s t h a t every p o i n t i n t h e s e c o n d s p h e r e i s t h e i m a g e o f s o m e p o i n t
i n t h e first s p h e r e . I n o t h e r w o r d s , w e n e e d t o p r o v e t h a t t h e f o l l o w i n g
equation must have a solution:

x+tv(x)=x, (17)

where

i < |x| < I a n d | x | = ( 1 + < 2 ) l / 2 |^|_

• H e r e x i s g i v e n , a n d w e m u s t find x .

First suppose |x| = 1. W r i t e t h e equation i nt h e f o r m

x = x-tv(x). (18)

W e w i l l use t h e c o n t r a c t i o n - m a p p i n g principle discusssed i n t h e previous

section. T h e function o n t h e right m a p s t h eshell A i n t o itself i f | t | < |, f o r
then

|tv(x)|<||v(x)|=ir<l(l<r<|)

and so

i^|xi-i<|x-Mx)|<|£|+i = i . "

I f a l s o |<| < 1 / A , t h e n

IMx)-My)l<l<l-A-|x-y|

a n d s o t h e f u n c t i o n x — t v ( x ) i s a c o n t r a c t i n g m a p p i n g o n A. T h i s m a p p i n g
h a s a fixed p o i n t , w h i c h s o l v e s t h e e q u a t i o n ( 1 8 ) i f | x | = 1 .

I f | x | 7^ 1 , d e f i n e t h e u n i t v e c t o r x ^ = x / | x | . T h e n w e c a n s o l v e t h i s
equation forx^:

x l - P < v ( x l ) = x>.

If w e multiply this equation b y |x|, w e get t h e required solution x = |x|x^.

N o w w e h a v e c o m p l e t e d a p r o o f t h a t , f o r s m a l l t, t h e f u n c t i o n

f(x) = x - h t v ( x ) (19)

m a p s t o shell A one-to-one onto t h e shell

.4,: i ( l + t 2 ) l / 2 < ^ < 3 p ^ ^ 2 ) l / 2

226
 Proof of the Brouwer Fixed-Point Theorem: A Simple-Calculus Approach

W h a t i s t h e v o l u m e | . 4 j | ? I n n d i m e n s i o n s , s i n c e A^ i s g e o m e t r i c a l l y
s i m i l a r t o A, w e h a v e

\A,\ = il + t^)"/^\A\, (20)

where t h e constant \A\ i s t h e v o l u m e o f n - d i m e n s i o n a l s h e l l | < r < | . F o r

instance, i f n = 3,

1-41 = H ( | f

B u t suppose w e use calculus. T h e f u n c t i o n f ( x ) maps A one-to-one

onto A j . Therefore,

det (21)

if the Jacobian determinant is positive.

N o w the d e f i n i t i o n (19) gives

(22)

w h e r e 6- — dxjdx^ = 1 o r 0 . T h u s t h e j a c o b i a n m a t r i . x ( 2 2 ) t e n d s t o 1 a s
t -* 0 , a n d s o t h e d e t e r m i n a n t t e n d s t o 1 .

A s a f u n c t i o n o f t h e p a r a m e t e r t, e a c h c o m p o n e n t ( 2 2 ) i s a l i n e a r
function. Therefore, the Jacobian determinant issome p o l y n o m i a l

det

I f w e integrate over x , w e get a n o t h e r polynomial:

(23)

w h e r e 6^1. i s t h e i n t e g r a l o f a j . ( x ) o v e r t h e a n n u l u s A.

E X A M P L E . I f n = 2 let

/ \ 1 \
f(x) = +1

227
Saleh

T h e Jacobian d e t e r m i n a n t equals

1 -t
= l-b<2.
t 1

Integrating over x for T < X < |, w e compute

| A , | = | A | ( l + <2)

w h e r e | A | = 7r[(|)2-(1)2] = 2Tr.
I n g e n e r a l f o r m u l a ( 2 3 ) s a y s | A f | i s p o l y n o m i a l i n t. B u t f o r m u l a ( 2 0 )
s a y s j A j l i s a c o n s t a n t t i m e s ( 1 + t2]n/2 T h e s e c o n c l u s i o n s a r e i n c o n s i s t e n t i f
n i s o d d . T h u s , w e h a v e p r o v e d t h a t f o r o d d n t h e s p h e r e 5 " ' ^ h a s n o field o f
u n i t t a n g e n t s v(x) i f v(x) i s c o n t i n u o u s l y d i f f e r e n t i a b l e .
Finally, w ehave t oremove the assumption of differentiability.
L e t v ( x ) b e a n y continuous field o f n o n - z e r o t a n g e n t s t o 5 " " ^ . U s i n g
v ( x ) , w e w i l l c o n s t r u c t a d i f f e r e n t i a b l e t a n g e n t field w ( x ) . F i r s t e x t e n d t h e
d e f i n i t i o n o f v ( x ) t o t h e w h o l e space b y the f o r m u l a

v(ru) = rv(u) ( 0 < r < oo. |u| = 1).

Now c o n s i d e r v(x) i n t h e closed n - d i m e n s i o n a l c u b e

C: - l < X i < l (i=l,...,n).

U s i n g t h e W e i e r s t r a s s a p p r o x i m a t i o n t h e o r e m i n t h e c u b e C, w e c a n a p p r o x i -
m a t e e a c h c o m p o n e n t v-{x^,..., x„) b y s o m e p o l y n o m i a l p , ( X j , . . . , x^), a n d w e
c a n m a k e t h i s a p p r o x i m a t i o n a s g o o d a s w e l i k e i n t h e w h o l e c u b e C. S i n c e
t h e cube C includes t h e u n i t sphere, w e c a n m a k e p so close t o v t h a t

p-(p-u)u760 for |u| = l . (24)

( N o t e t h a t t h i s e x p r e s s i o n s t e n d s t o v a s p - » v . R e m e m b e r , v 76 0 f o r | u { = 1 ) .
If p = p(u), t h e vectors (24) constitute a n infinitely differentiable
n o n - z e r o t a n g e n t field w ( u ) o n t h e u n i t s p h e r e . I f w e r e q u i r e u n i t t a n g e n t s ,
j u s t f o r m w/|w|. N o w o u r p r o o f f o r d i f f e r e n t i a b l e t a n g e n t s g i v e s t h e f u l l
r e s u l t : there can be continuous field of non-zero tangents to 5 " " ^ if n is odd.
T h a t proves t h e hairy-ball theorem. Hopefully, t h edetails d i d n o t
m a k e u s l o s e t r a c k o f t h e i d e a , w h i c h w a s t h i s : T h e f u n c t i o n x -|- t v ( x ) m a p s
the annulus .4 o n t o the annulus

A , = (l+<2)i/2^,

228
 Proof of the Brouwer Fixed-Point Theorem: A Simple-Ctilculus Approach

because x • v = 0 . T h e v o l u m e o f A j i nn d i m e n s i o n s is

|AJ = (H-<2)"/2|^|.

B u t c a l c u l u s s a y s | A J i s a polynomial i n t. T h e r e f o r e n i s e v e n .

Now we can prove the Brouwer fixed-point theorem.

T h i s i s t h e idea: Suppose t h e B r o u w e r t h e o r e m i s false i n n d i m e n -

s i o n s . T h e n w e w i l l c o n s t r u c t a field o f n o n - z e r o v e c t o r n s i n t h e B a l l B" t h a t
a r e normal t o s p h e r e S"'^. W e w i l l t h e n r e g a r d t h e b a l l B " a s t h e e q u a t o r i a l
disk inside t h ehigher-dimensional B""*"^. B y stereographic projections f r o m
t h e n o r t h a n d t h e s o u t h p o l e s , w e c o n s t r u c t a c o n t i n u o u s field o f t a n g e n t s t o
the sphere 5 " . B u t w e k n o w this is impossible i fn is even. B u t B r o u w e r ' s
theorem for n dimensions implies Brouwer's theorem for n — 1 dimensions, as
w e w e w i l l see. T h i s p r o v e s B r o u w e r ' s t h e o r e m f o r a l l n , e v e n o r o d d . ^

Theorem 2. Let f ( x ) map the unit ball B" continuously into itself. Then there
is a fixed point x = f ( x ) .

P R O O F . S u p p o s e f(x) h a s n o fixed p o i n t . L e t |x| < 1 ; l e t y = ffx), a n d f o r m

a l l t h e v e c t o r s z = x — y. T h e n z ^ 0 , a n d o n t h e u n i t s p h e r e t h e v e c t o r s z
point outward:

x-z = X-(x-y) = 1 - x - y > 0 if |x| = 1 . (25)

Why? Because

0 < |x-y|2 = |x|2-Hy|2_2x-y< - 2 x - y .

W e w i l l n o w c o n s t r u c t a field o f v e c t o r s w t h a t a r e c o n t i n u o u s a n d non-zero
i n B " , w i t h w(x) = x i f | x | = 1 . D e f i n e

w = x - A y (y = l(x)) (26)

w h e r e A is the scalar

A = i ^ ^ i ^ . (27)
1 - x - y

The denominator is non-zero, b y (25), and so w ( x ) is a continuous function o f

X in B".

O n the sphere |x| w e have A= 0, and so w = x. T h i s says w ( x ) is t h e

o u t w a r d u n i t n o r m a l a t the surface p o i n t x . j

It r e m a i n s t o s h o w w /: 0 inside t h e b a l l . I f w = 0 , m u l t i p l y t h e equa-
t i o n ( 2 6 ) b y t h e d e n o m i n a t o r o f t h e f r a c t i o n A. T h i s gives t h e e q u a t i o n

229
Saleh

0 = ( l - x - y ) x - ( l - x - x ) y . (28)

But w = 0 says x = Ay, w h i c h gives

(x • y ) x = A2(y - y ) y - ( x • x ) y .

N o w ( 2 8 ) b e c o m e s 0 = — x + y , w h i c h we h a v e r u l e d o u t . T h e r e f o r e w y^ 0 i n
t h e b a l l B".

Now regard B " as t h e equatorial disk inside t h e ball B""*"^. Using

the vectors w i n t h e disk B " , w e will construct a field o f tangents t o t h e
sphere 5 " , w h i c h is the boundary o f B""*"^.

First w e will w o r k o n the southern hemisphere. L o o k a t Figure 5. W e

are l o o k i n g a t a side v i e w o f t h e b a l l B " " * " ^ . O u r eyes a r e a t t h e level o f t h e
equator, so t h eequatorial disk B " looks t o u s like a line segment. F r o m t h e
n o r t h p o l e , N, w e p r o j e c t e a c h p o i n t x i n t h e d i s k o n t o a p o i n t u i n t h e
southern hemisphere. W e aregoing t o construct a tangent v a t t h e point u .

Figure 5

All this n-dimensional visualizing c a n be w r i t t e n as formulas i n w h a t

follows:

I f X h a s t h e c o o r d i n a t e s x^,...,x^ i nn dimensions, then

x=(xi,...,x„,0) - (29)

in n + I dimensions. T h e n o r t h pole is

N = (0,...,0,I). (30)

T h e p o i n t x lies o n t h e l i n e s e g m e n t b e t w e e n N a n d t h e stereographic
projection u i n t h e southern hemisphere. Therefore, f o r some 6 = ^ ( x )
between 0 a n d I , w e have

230
 Proof of the Brouwer Fixed-Point Theorem: A Simple-CEdcnlus Approach

x = { l + 9)fi + 9u. (31)

T h e coordinates satisfy these equations:

x- = 9u- ( i = !,...,«) (32)

G i v e n t h e Z;, w e c a n s o l v e f o r t h e tt,- a n d 9. F i r s t , w e w r i t e

u, = xJ9 ( i =!,...,«); u„^^ = {9-\)l9. (33)

Since |u| = 1 o n the sphere 5 " , we require

t = 1

M u l t i p l y i n g b y 9'^, w e find 9'^ = |x|2 -|- - 1)2, a n d s o

-|(|xP + l). (34)

Note that 9 I n e q u a t i o n ( 3 1 ) , t h i s s a y s x i s c l o s e r t o u t h a n t o N. B u t
t h a t i s c l e a r f r o m figure 5 .

N o w w e a r e g o i n g t o c o n s t r u c t a t a n g e n t v a t t h e p o i n t u . yVe h a v e
p r o j e c t e d a p o i n t x i n t h e e q u a t o r i a l d i s k B" o n t o t h e p o i n t u i n t h e s o u t h e r n
hcdf o f 5 " . W e w i l l n o w use t h e v e c t o r w ( x ) d e f i n e d i n ( 2 6 ) , s a t i s f y i n g

wGB", W76O, w = x i f |x| = I . (35)

If |x| < I , we can construct a small line segment

x(<) = x - b t w ( x ) ( 0 < t < I ) . (36)

I f w e p r o j e c t t h i s s e g m e n t s t e r e o g r a p h i c a l l y f r o m N, w e g e t a s m a l l a r c

u(t) = u(x + <w(x)) (0 < t < I ) (37)

I f w e r e g a r d t as t i m e , t h e p o i n t x ( t ) h a s v e l o c i t y w ( x ) i n t h e d i s k B". The
p r o j e c t i o n u(t) t h e n h a s t h e v e l o c i t y

v = ^ u ( t ) f o r t = 0. (38)
T h e vector v is tangent t o S " a t the point u. T h a t follows b y differen
t i a t i n g t h e i d e n t i t y u{t) • u ( < ) = I .

231
Saleh

T o show V ^ 0, w e w r i t e t h e projection identity (31) as a function o f

time:

x(t) = i l - 9 { t ) ) f i + eit)u(t) ( 0 < t < l ) . (39)

I f w e t a k e d e r i v a t i v e s a t t = 0, w e g e t

w = -9'li-\-9'ii + 9v.

Then

v = ri[w+ &'(N-u)]. (40)

I f 9' - 0, t h e n v / 0 b e c a u s e w 76 0 ; i f 0' 76 0 , t h e n v 76 0 b e c a u s e

^„ + i = ^ " ' [ 0 + m - « „ + i ) ] 9 ^ 0 , (41)

since ^ j = 0 a n d u„ ^ j < 0 .
W e h a v e s h o w n v 7^ 0 a n d v • u = 0 i f u , , ^ j < 0 . N o w l e t u a p p r o a c h
the equator u , ^ ^ j = 0 . According t o t h e projection identity (31), this
happens i f

9-*l, |x|-»l, x-u-»0.

T h e n f o r m u l a (30) gives, i n the l i m i t ,

v = [ w + ^'(N-x)] (42)

as u a p p r o a c h e s a p o i n t x o n t h e e q u a t o r . B u t t h e n w = x , b y ( 3 5 ) ; a n d

0 ' = ^ i ( l + x . x ) = w . x = l ,

by (34) and (35). Therefore,

v = [ x + N - x ] = N i f «„ + i = 0 . (43)

T h i s completes t h e definition o f v as a non-zero field o f tangents t o the closed

southern hemisphere i n S " . A t t h e equator t h e tangents v are unit vectors
pointing straight u p .

A s a function o f u , t h e vector v is continuous. W h y ? A l l t h e

f u n c t i o n s 9,9', w , a n d u a r e c o n t i n u o u s f u n c t i o n s o f x , a s w e h a v e s e e n . T h e n
( 4 0 ) s a y s v i s a c o n t i n u o u s f u n c t i o n o f x , s i n c e 9 >^. B u t ( 3 2 ) g i v e s x a s a
continuous function o f u. A n d so v is a continuous function o f u .

W h a t w e have done so far? First, w e assumed t h e B r o u w e r theorem

232
 Proof of the Brouwer Fixed-Point Theorem: A Simple-Ceilculus Approach

f a l s e f o r b a l l B". W e t h e n r e g a r d e d B " a s t h e e q u a t o r i a l d i s k i n B " + V B y

s t e r e o g r a p h i c p r o j e c t i o n f r o m t h e north p o l e , w e c o n s t r u c t e d a c o n t i n u o u s
field o f n o n - z e r o t a n g e n t s t o t h e lower h a l f o f 5 " . F o r u o n t h e e q u a t o r t h e
tangent v ( u ) equals a u n i t vector p o i n t i n g straight u p ( v = N ) .

W e u s e d t h e north p o l e a n d p r o j e c t e d down. S u p p o s e w e h a d u s e d t h e
south p o l e a n d p r o j e c t e d up. W h a t w e h a v e g o t ? B y s y m m e t r y , w e w o u l d
h a v e g o t a c o n t i n u o u s field o f n o n - z e r o t a n g e n t s t o t h e upper h a l f o f 5 " ; c a l l
these tangents v"*'(u). B y s y m m e t r y , for u o n the equator the tangent V*" (u)
e q u a l s a u n i t v e c t o r p o i n t i n g s t r a i g h t down ( v = S). L o o k a t F i g u r e 6 a n d
compare i tt oFigure 5.

A s w e c a n see, v m a k e s a p e r f e c t m i s m a t c h w i t h v o n t h e e q u a t o r :

v +(u)= -v(u) for «„^i = 0(|u| = l ) . (44)

T h a t i s j u s t w h a t w e d o n o t w a n t . W h a t w e w a n t i s a c o n t i n u o u s field o f
tangents o n t h ewhole sphere 5 " : t h elimits f r o m above and below have t o
m a t c h o n the equator.

northern
h a l f o f S"i

Figure 6

B u t w e c a n g e t t h a t . W e h a v e d e f i n e d v(u) i n t h e l o w e r h e m i s p h e r e .
W e c a n d e f i n e v(u) i n t h e t t p p e r h e m i s p h e r e a s f o l l o w s :

v ( u ) = - v + (u) f o r u„ + i > 0 .

T h i s turns the mismatch (44) into a match, and now w ehave a continuous
field o f n o n - z e r o t a n g e n t s o n t h e w h o l e s p h e r e S".

B u t t h e hairy-ball t h e o r e m says t h a t is impossible i f n = 2, 4, 6,

Therefore, t h eB r o u w e r fi.xed-point theorem m u s t be true for t h eball B " i f
n = 2,4,6, • I

W h a t about, n = 1, 3 , 5, ? T h e n the hairy-ball theorem is n o help.

O n the c o n t r a r y , i f n = 1, 3, 5, , t h e n 5 " d o e s h a v e a c o n t i n u o u s field o f

233
Saleh

t a n g e n t s . I n w h a t f o l l o w s w e c o u l d see t h a t t h e B r o u w e r ' s t h e o r e m i s t r u e f o r
a l l n, e i t h e r e v e n o r o d d .
L e t n = 1, 3 , 5, L e t f ( x ) m a p B" c o n t i n u o u s l y i n t o i t s e l f ; w e
want a fixed-point x = f ( x ) . F o r y i n B " ^ d e f i n e t h e f u n c t i o n

g ( y ) = (/i(x),...,/„(x),o)

w h e r e w e s e t y- = x- f o r j = \,...,n. T h e f u n c t i o n g ( y ) first v e r t i c a l l y
p r o j e c t s y o n t o t h e p o i n t x i n t h e e q u a t o r i a l d i s k j/„ q. j = 0 , t h e n a p p l i e s t h e
m a p p i n g f f r o m the disk i n t o itself.
T h e f u n c t i o n g ( y ) m a p s B " ^ c o n t i n u o u s l y i n t o itself. B y w h a t w e
h a v e p r o v e d , g ( y ) m u s t h a v e a fixed p o i n t i f n - | - 1 = 2 , 4 , 6 , T h e fixed
p o i n t satisfies y = g ( y ) , w h i c h says

2'j = ^ j = W (j=L...,n); 2/„ + i = 0 .

Thus t h e Brouwer's theorem forB " ^ implies t h e Brouwer's theorem for

B " , a n d s o t h e p r o o f is d o n e .

2.34
 Proof of the._Brouwer Fixed-Point Theorem: A Simple-Calculus Approach

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