Define . Solving the system is equivalent to finding a fixed point of . The mean value theorem implies . In the specified metric,
Each coordinate difference occurs exactly twice. This metric makes a nonempty complete metric space, because a Cauchy sequence in it is Cauchy in each real coordinate, and coordinate convergence implies convergence in the sum metric. Thus is a contraction mapping with constant .
There is exactly one solution for every choice of , by the contraction mapping theorem. Iteration of from any starting vector also constructs it.
Here a formal group means a one-dimensional commutative formal group law. Over a ring , it is a formal power series satisfying
In particular, terms of total degree at least . A formal inverse with is obtained recursively. An isomorphism of formal group laws from to is a series with invertible linear coefficient and
Its compositional inverse exists over by coefficient recursion.
For , all these series converge on ; the operations preserve that set and make it the group . Use the uniformizer and normalize the valuation by , and write .
We explicitly construct its formal logarithm. Define
Then put
This is a formal series over with linear coefficient . Differentiating associativity in its last variable at gives
It follows that the -derivative of is , the same as that of . Evaluating at therefore proves
The differential is the invariant differential of a formal group law.
Choose an integer . In degree , the coefficient of has valuation at least . Thus the scaled series
has
Here , and the coefficient valuations tend to infinity. Consequently with a convergent integral power series on . Such a series is -Lipschitz. For any , the equation is equivalent to , a strict contraction, to which the contraction mapping theorem applies on the complete ring . It has exactly one solution.
The deep logarithm subgroup of a formal group is obtained as follows. The formal group exponential is the formal compositional inverse of , obtained recursively; equivalently it solves , with . The preceding contraction, applied to the scaled series, constructs its convergent inverse on and agrees with that formal inverse. This supplies the required convergence sketch for as well as a bijectivity proof for the logarithm.
The integral formal law and inverse preserve , so this is a subgroup. The logarithm identity and bijectivity give
Reduction of the formal law modulo has kernel . Its underlying image set is , which has size , where . Thus this subgroup has finite index, explicitly .
A contraction mapping satisfies for all , with one fixed . The contraction mapping theorem states that such a map on a nonempty complete metric space has a unique fixed point and that every sequence of iterates converges to it.
Choose and put . Iteration gives , so for ,
Thus the iterates form a Cauchy sequence and converge by completeness to . The Lipschitz bound gives continuity of , hence . Two fixed points satisfy , forcing equality of the points. Passing also gives the usual geometric error estimate. For , convergence occurs after one application.
If is a contraction mapping, let be its unique fixed point. The commutation identity gives , so uniqueness implies . Any fixed point of is a fixed point of , giving uniqueness, without even assuming continuous. On the complete discrete metric space , the map , has constant second iterate but is not a contraction: .
For the specified function, on because it starts at zero and has derivative . Therefore maps the complete half-line into itself. Its derivative satisfies
The mean value theorem therefore makes it a contraction of constant at most . Hence
A Runge-Kutta method advances through stages
The Butcher tableau records , normally with . Linear absolute stability tests the amplification of a linear decay mode; nonlinear B-stability compares distances between two solutions of a dissipative vector field. Both describe propagation of perturbations, but they impose different conditions.
For the Dahlquist test equation, elimination of stages gives
The linear stability domain consists of for which the step is defined and . Poles or singular stage systems must be excluded, even if an output formula has a formal cancellation. For a scalar test equation, the proof is : the powers are bounded exactly when . For , the update is . If is a normal matrix, unitary diagonalization of a normal matrix makes the operator norm equal to the largest scalar amplification modulus. For a diagonalizable matrix, powers are bounded by the condition number of the eigenvector matrix times the maximal scalar power. These constants must remain uniform for mesh-dependent systems. A defective unit-modulus eigenvalue can instead produce a growing Jordan block; the scalar spectral test alone does not control a general matrix.
An A-stable method accepts the entire closed left half-plane. The Explicit Euler method has and a disk of stability , so it is not A-stable. No nonconstant polynomial stability function can be A-stable, since it is unbounded on the negative real axis; this excludes all consistent explicit Runge-Kutta methods. The Backward Euler method has , and when , proving A-stability. It is also L-stable, because for large left-half-plane .
The implicit midpoint rule and the trapezoidal rule have the same scalar stability function,
The identity proves A-stability. On the imaginary axis their amplification has unit modulus, and along the negative real axis it tends to . Thus neither is L-stable; very stiff decay can persist as alternating numerical values. In contrast, the two-stage Radau IIA method has , with the explicit nonnegative modulus-gap proof in question 1, and is L-stable. This illustrates why L-stability matters beyond A-stability for a stiff differential equation.
For nonlinear problems, assume a real or complex Euclidean inner product and the dissipativity hypothesis
for all relevant states at each common time. Exact solutions satisfy
A B-stable Runge-Kutta method reproduces this nonexpansion of distances whenever its stages exist. Put , , and . Then . Expansion of the output squared norm, followed by substituting in its linear terms, proves the Runge-Kutta contractivity identity
If and is a positive semidefinite matrix, the first sum is nonpositive by dissipativity, and the second is nonnegative: expand each coordinate of the stage vectors to express it as a sum of nonnegative quadratic forms. These are exactly the conditions for algebraic stability of a Runge-Kutta method. Hence algebraic stability implies B-stability. Applying B-stability to the linear dissipative problem , or its two-dimensional real form, also proves A-stability whenever stages are well defined.
The Backward Euler method has , hence ; the implicit midpoint rule has , , hence . Both are algebraically stable and B-stable. For the two-stage Radau IIA method,
a positive semidefinite matrix, while both weights are positive. It therefore combines third-order accuracy, B-stability, and L-stability. The distinction between stability and solvability is essential: for Lipschitz continuous , the stage map is a contraction when , so the contraction mapping theorem proves small-step unique solvability. The preceding algebraic stability proof is an estimate for existing stages; it is not a theorem asserting stage existence for arbitrary step sizes and domains.
Linear A-stability is insufficient for nonlinear B-stability. The trapezoidal rule fails B-stability, even though its scalar stability function is identical to that of the B-stable implicit midpoint rule. Its Runge-Kutta method coefficients are
Failure of this sufficient algebraic stability test alone would not prove failure of B-stability. An actual counterexample does: take and . Dissipativity follows from
The unique step map obeys , because the left-hand side is strictly increasing and onto. At , , and implicit differentiation gives
Nearby initial states expand in distance. This proves a true nonlinear failure rather than merely failure of a coefficient criterion.
Finally, stability of a numerical method on finite intervals connects these contractivity properties to accuracy. If a one-step map is nonexpansive and its exact one-step defect has norm at most , then the error satisfies , hence for . A Lipschitz step bound gives the same order using the discrete Gronwall inequality. For a stiff differential equation, the value of B-stability is that the propagation estimate need not grow with a large negative dissipative rate. The accuracy constant still needs appropriate smoothness and uniform derivative bounds; stability alone does not establish a mesh-uniform error order.
A function is differentiable at if there is a linear map such that
The map , which is unique, is the derivative .
Expanding in a matrix increment gives
Therefore is differentiable everywhere and
The inverse function theorem states that if is continuously differentiable near and is invertible, then restricts to a bijection between neighbourhoods of and ; its local inverse is continuously differentiable, with derivative
In the normalized case and , continuity of gives a closed ball on which
For small , define . The mean value inequality makes a contraction mapping with constant . If , then
so maps the ball into itself. The contraction mapping theorem gives a unique fixed point , and the fixed-point equation is precisely . Moreover,
so . Thus is a continuous local inverse.
For the polynomial map in the question,
The derivative is invertible, so the inverse function theorem supplies some and a continuously differentiable such that
There can be no inverse on all of , because
so is not injective.
The preceding estimate gives constants such that, whenever ,
Choose so that , and then choose so that . If , the closed ball is mapped into itself.
For , factor the cubic gradient nonlinearity as
The same Sobolev embedding theorem and the Holder inequality imply
The elliptic estimate therefore yields
Shrinking further makes , so is a contraction mapping of the closed ball. This ball is complete because is a Banach space. The contraction mapping theorem gives a fixed point , and its defining equation is
Thus the nonlinear elliptic boundary value problem has a solution for sufficiently small .
A map between metric spaces is a contraction mapping if some satisfies for all .
The Banach fixed-point theorem states that a contraction from a nonempty complete metric space to itself has a unique fixed point. Indeed, for ,
so the geometric-series estimate makes Cauchy. Completeness gives a limit , continuity gives , and
proves uniqueness.
Every solution of lies in . The cosine maps this complete interval into itself and, by the mean value theorem, has Lipschitz constant at most there. It therefore has exactly one real fixed point.
The mean value inequality says that on a convex domain, a uniform derivative bound implies . Equip with the maximum norm and take
For , elementary cosine bounds give
so . The maximum absolute row sum of
is at most . The mean value inequality makes a contraction on the complete set , so it has a fixed point.
A Cauchy sequence in a metric space satisfies: for every there is such that whenever . A complete metric space is one in which every Cauchy sequence converges to a point of the space.
Every Cauchy sequence is bounded. Choose such that for , and put
Then every term lies in the ball .
Now suppose is complete and is a decreasing sequence of nonempty closed sets with . Choose . Given , choose with . For , both points lie in , so . Completeness gives . For each fixed , the tail lies in the closed set , hence . Therefore
Conversely, assume the nested-set property and let be Cauchy. Define
These sets are nonempty, closed, and decreasing. The Cauchy property implies ; taking a closure does not change the diameter. Choose . Since ,
Thus every Cauchy sequence converges and is complete. This proves the Cantor intersection theorem characterization.
The contraction mapping theorem states that a contraction of a nonempty complete metric space has a unique fixed point.
For each , the map is a contraction with the common constant , so it has a unique fixed point . This defines the required unique function. Fix . The fixed-point identities and the triangle inequality give
Consequently
The numerator tends to zero as by the assumed continuity for the fixed point . Hence is continuous, an instance of continuous dependence of the fixed point of a uniform contraction.
There is a sign issue in the printed problem. Part (c) constructs the inverse of , whereas the second equation printed in part (e) contains . The latter operator is invertible with homogeneous Dirichlet data only when is not a Dirichlet Laplacian eigenvalue. Thus the assertion as printed needs this nonresonance hypothesis; with a minus sign it follows directly from parts (c) and (d).
Under either the intended minus sign or the stated nonresonance condition, let and be the bounded Dirichlet solution operators for the two linear equations. Choose and work with . Since is a Sobolev algebra,
Define
Elliptic regularity gives, on a ball of radius ,
and the difference estimate has Lipschitz constant at most . Choose small and then so that . The contraction mapping theorem gives a solution for . Repeated elliptic regularity and smoothness of bootstrap the solution to .
Write the nonlinearity as
In one dimension, the Sobolev embedding theorem gives . Hence
Thus is locally Lipschitz.
On define
On a ball of radius , unitarity gives
Choose and then small enough that the first bound preserves the ball and . The contraction mapping theorem gives a unique fixed point. Precisely, the local mild solution is
For general energy data , this solution need not be differentiable in . If , standard semilinear evolution theory and the smoothness of give a local classical solution.
The blow-up alternative for a semilinear evolution equation says that the solution continues while its norm stays finite, but global existence does not hold for every datum. Spatially constant solutions obey
For sufficiently large with , the solution grows until and blows up in finite time. These constant functions are periodic and belong to every Sobolev space, so they provide finite-time blow-up examples for the original equation.
A map is a contraction if there is a constant such that
for every .
The contraction mapping theorem states that a contraction of a nonempty complete metric space has a unique fixed point, and that the iterates from every starting point converge to it. To prove this, choose and put . Then
so, for ,
Thus is Cauchy and converges, by completeness, to some . A contraction is continuous, so
If is another fixed point, then
forcing .
For the Newton map
one has and
On the given neighbourhood,
Since , choose a closed interval centred at and contained in so small that there. Then
so and is a contraction on the complete interval . The local contraction proof for Newton iteration therefore shows that is the unique fixed point of on .
By the contraction mapping theorem, the contraction has a unique fixed point . The identity says exactly that is the weak solution of the linear initial boundary value problem whose forcing is . Consequently satisfies
with the prescribed initial and homogeneous Dirichlet data. Thus a sufficiently small gives a local weak solution of the semilinear wave equation, as summarized by the local weak solution by contraction for a semilinear wave equation.
A contraction satisfies for some . Starting from , define . The geometric bound on successive distances makes Cauchy, so completeness gives a limit . Continuity of gives . If , then , hence . This is the contraction mapping theorem.
If is a contraction, it has a unique fixed point . Since , the point is also fixed by , so uniqueness gives . Every fixed point of is fixed by , so it too must equal . Thus has exactly one fixed point.
For a vector field uniformly Lipschitz continuous in the state with constant , the stage fixed-point map of an implicit Runge-Kutta method is a contraction in the maximum stage norm if . The contraction mapping theorem then gives unique stages. This is a sufficient small-step condition; a dissipative vector field may permit solvability for larger steps. An algebraic stability or B-stability estimate compares existing stage solutions and should not be mistaken for an unqualified stage-existence theorem.