Past exam of the mathematics course of the University of Cambridge / 2020 / ii / Paper 4 / 22I (Linear Analysis)

A family $\mathcal{S}\subseteq C(K)$ is equicontinuous if for every $x\in K$ and $\epsilon >0$ there is a neighborhood $U$ of $x$ such thatfor every $y\in U$ and every $f\in \mathcal{S}$. The Arzela-Ascoli theorem says that, for a compact Hausdorff space $K$, a subset of $C(K)$ has compact closure in the uniform norm if and only if it is equicontinuous and pointwise bounded. On compact $K$, equicontinuity and pointwise boundedness together imply uniform boundedness.

For necessity, a compact closure is totally bounded. Given $\epsilon >0$, choose a finite $\epsilon /3$-net $f_1,\dots ,f_m$. The finitely many continuous functions $f_j$ are simultaneously continuous near each point, and comparison with a nearby $f_j$ proves equicontinuity of the whole family. Evaluation at any fixed point is a continuous map $C(K)\to \mathbb{R}$ or $\mathbb{C}$, so compactness also gives pointwise boundedness.

Conversely, equicontinuity gives, around each $x\in K$, a neighborhood on which every $f\in \mathcal{S}$ oscillates by less than $\epsilon /3$. Compactness supplies a finite such cover with selected points $x_1,\dots ,x_m$. Pointwise boundedness makes the set of vectorsa bounded subset of a finite-dimensional normed vector space, so it has a finite $\epsilon /3$-net. Choose one function of $\mathcal{S}$ for every nonempty cell of this net. If two functions have evaluation vectors in the same cell, then comparison at a selected $x_j$ and the two oscillation bounds show that their uniform distance is less than $\epsilon$. Thus $\mathcal{S}$ is totally bounded. Since $C(K)$ is a Banach space, its closure is complete; a complete totally bounded metric space is compact, proving the theorem.

Write $C(K)={\bigcup }_{n\ge 1}{\mathcal{S}}_n$ with every ${\mathcal{S}}_n$ equicontinuous. Its closure $E_n=\overline{{\mathcal{S}}_n}$ is still equicontinuous, because uniform limits preserve the same oscillation inequalities. The Baire category theorem applied to the Banach space $C(K)$ shows that some $E_n$ has nonempty interior. Hence there are $f_0\in C(K)$ and $r>0$ such that the open ball $B(f_0,r)$ lies in $E_n$.

Fix $x\in K$. Equicontinuity of $E_n$ gives a neighborhood $U$ of $x$ on which every member of $E_n$ changes by less than $r/4$. If $y\in U$ were distinct from $x$, the normality of a compact Hausdorff space and the Urysohn lemma would give $h\in C(K)$ with $h(x)=0$, $h(y)=r/2$, and $\Vert h{\Vert }_{\infty }=r/2$. Both $f_0$ and $f_0+h$ belong to $E_n$, yeta contradiction. Thus $U=\{x\}$, so every point is isolated and $K$ is a discrete space. A compact discrete space is finite, since its cover by singleton open sets has a finite subcover.

Set $y_k(0)=x_0$ and let $M={\sup }_{z\in {\mathbb{R}}^n}\Vert F(z)\Vert <\infty$. On the first interval, $y_k$ is the known constant $x_0$, so the integral equation defines $x_k$. Its endpoint value then defines the constant $y_k$ on the next interval, and induction over the $k$ subintervals defines the pair on all of $[0,1]$. An integral of the bounded, piecewise constant function $F\circ y_k$ is continuous, so every $x_k$ is continuous. In fact,so the approximations are uniformly Lipschitz continuous.

The preceding estimate makes $(x_k)$ equicontinuous, andmakes it uniformly bounded. The Arzela-Ascoli theorem therefore supplies a subsequence converging uniformly to a continuous function $x:[0,1]\to {\mathbb{R}}^n$. On every mesh interval,including an endpoint by using the adjacent interval. Consequently $y_k\to x$ uniformly along the same subsequence.

All $x_k(t)$ and $y_k(t)$ lie in one compact ball. The restriction of the continuous vector field $F$ to that ball is uniformly continuous, so $F\circ y_k\to F\circ x$ uniformly. Passing to the limit in the defining equation givesThe fundamental theorem of calculus now makes $x$ differentiable and yields $x^{\prime }(t)=F(x(t))$. This proves the required special case of the Peano existence theorem; uniqueness need not hold because $F$ was assumed continuous but not locally Lipschitz continuous.