8 Completeness

We recall the definition of a Cauchy sequence. Let (X, d) be a given metric

space and let (xn ) be a sequence of points of X. Then (xn ) (xn ) is a Cauchy
sequence if for every ε > 0 there exists N ∈ N such that

d(xn , xm ) < ε for all n, m ≥ N .

Properties of Cauchy sequences are summarized in the following propositions

Proposition 8.1. (i) If (xn ) is a Cauchy sequence, then (xn ) is bounded.

(ii) If (xn ) is convergent, then (xn ) is a Cauchy sequence.

(iii) If (xn ) is Cauchy and it contains a convergent subsequence, then (xn )

converges.

A Cauchy sequence need not converge. For example, consider the sequence
(1/n) in the metric space ((0, 1), | · |). Clearly, the sequence is Cauchy in
(0, 1) but does not converge to any point of the interval.

Definition 8.2. A metric space (X, d) is called complete if every Cauchy

sequence (xn ) in X converges to some point of X. A subset A of X is called
complete if A as a metric subspace of (X, d) is complete, that is, if every
Cauchy sequence (xn ) in A converges to a point in A.

By the above example, not every metric space is complete; (0, 1) with the
standard metric is not complete.

Theorem 8.3. The space R with the standard metric is complete.

Theorem 8.3 is a consequence of the Bolzano-Weierstrass theorem and

Propositions 8.1
Recall that if (Xi , di ), 1 ≤ i ≤ m, are metric spaces and X = X1 × . . . × Xn ,
then
d(x, y) = max dj (xi , yi )
1≤j≤n

where x = (x1 , . . . , xn ), y = (y1 , . . . , yn ) ∈ X, defines a metric on X. The

pair (X, d) is called the product of (Xi , di ).

Theorem 8.4. If (Xi , di ) are complete metric spaces for i = 1, . . . , m, then

the product (X, d) is a complete metric space.

49
Proof. Let xn = (x1n , . . . , xm
n ) and (xn ) be a Cauchy sequence in (X, d). Then
for a given ε > 0 there exists k such that d(xn , xm ) < ε for all n, m ≥ k.
Since
dj (xjn , xjm ) ≤ d(xn , xm ) < ε,
it follows that {xjn } is Cauchy in (Xj , dj ) for j = 1, . . . m. Since (Xj , dj ) is
complete, for j = 1, . . . , m there exists xj ∈ Xj such that xjn → xj . Then
setting x = (x1 , . . . , xm ), we see, in view of the above definition of d, that
xn → x in X. 

Since
n
!1/2
X
max{|x1 − y1 | , . . . , |xn − yn |} ≤ |xi − yi |2
i=1
√
≤ n max{|x1 − y1 | , . . . , |xn − yn |},
it follows from Theorem 8.3 and Proposition 8.4 that Rn with the Euclidean
metric is complete.
Example 8.5. Denote by ℓ1 the set of all real sequences (xk ) satisfying
P∞
k=1 |xk | <
∞. Then ℓ1 is a vector space if addition and multiplication by a number are defined
as follows,
(xn ) + (yn ) = (xn + yn ), α(xn ) = (αxn ).
If x = (xk ) ∈ ℓ1 , then
∞
X
kxk = k(xk )k := |xk |
k=1
P∞
defines a norm on ℓ1 and d(x, y) = kx − yk = |xk − yk | defines a distance on
k=1
ℓ1 . We claim that (ℓ1 , d) is a complete metric space.
(n)
Indeed, let (Xn ) ⊂ ℓ1 be a Cauchy sequence. Then with Xn (xk ) we have
 ∞ 
 X 
 (n) (m)   (n) (m) 
xk − xk  ≤ xl − xl  = kXn − Xm k .
l=1

(n)
Hence for every k ≥ 1, the sequence (xk ) is Cauchy in R and since R with
(n)
the standard metric is complete, the sequence (xk ) converges to some xk . Set
X = (xk ). We suspect that X is the limit in ℓ1 of the sequence (Xn ). To see
this we first show that X ∈ ℓ1 . Since (Xn ) is Cauchy in ℓ1 , there is K such that
kXn − Xm k < 1 for all n, m ≥ K. In particular,
N   ∞  ∞ 
 X 
X  (n)  X  (n) (K)   (K) 
xk  ≤ xk − xk  + xk 
k=1 k=1 k=1
≤ kXn − XK k + kXK k < 1 + kXK k

50
for every N ≥ 1. Fixing N and taking limit as n → ∞ we get
N
X
|xk | ≤ 1 + kXK k
k=1

and taking limit as N → ∞ we get

∞
X
|xk | ≤ 1 + kXK k .
k=1

So, X ∈ ℓ1 . Next we show that kXn − Xk → 0 as n → ∞. Given ε > 0, there is

K such that kXn − Xm k < 1 for all n, m ≥ K. Consequently, for every N ≥ 1 we
have
N  
X  (n) (m) 
xk − xk  ≤ kXn − Xm k < ε, for all n, m ≥ K.
k=1

With n > K and N fixed, we let m → ∞ to find that

N  
X  (n)
xk − xk  ≤ ε.

k=1

Since this is true for every N ,

∞  
X  (n)
kXn − Xk = xk − xk  ≤ ε

k=1

for n > K. Hence d(Xn , X) → 0 and since X ∈ ℓ1 , the space ℓ1 is complete.

A subspace of a complete metric space may not be complete. For example,
R with the standard metric is complete but (0, 1) equipped with the same
metric is not complete.
Proposition 8.6. If (X, d) is a complete metric space and Y is a closed
subspace of X, then (Y, d) is complete.
Proof. Let (xn ) be a Cauchy sequence of points in Y . Then (xn ) also satisfies the
Cauchy condition in X, and since (X, d) is complete, there exists x ∈ X such that
xn → x. But Y is also closed, so x ∈ Y showing that Y is complete. 

Proposition 8.7. If (X, d) is a metric space, Y ⊂ X and (Y, d) is complete,

then Y is closed.
Proof. Let (xn ) be a sequence of points in Y such that xn → x. We have to show
that x ∈ Y . Since (xn ) converges in X, it satisfies the Cauchy condition in X and
so, it also satisfies the Cauchy condition in Y . Since (Y, d) is complete, it converges
to some point in Y , say to y ∈ Y . Since any sequence can have at most one limit,
x = y. So x ∈ Y and Y is closed. 

51
Let (X, d) and (Y, ρ) be metric spaces. A function f : X → Y is said
to be bounded if the image f (X) is contained in a bounded subset of Y .
Denote by B(X, Y ) the set of all functions f : X → Y which are bounded
and by Cb (X, Y ) the space of bounded continuous function f : X → Y . If
Y = R, we simply write B(X) and Cb (X) instead of B(X, Y ) and Cb (X, R),
respectively. We have Cb (X, Y ) ⊂ B(X, Y ). For f, g ∈ B(X, Y ), we set

D(f, g) := sup{ρ(f (x), g(x)) | x ∈ X},

where ρ denotes the metric on Y . The metric on Cb (X, Y ) is defined in the

same way.

Theorem 8.8. Suppose that (Y, ρ) is a complete metric space. Then the
spaces B(X, Y ) and (Cb (X, Y ), D) are complete.
Proof. The verification that D is a metric is left as an exercise. It suffices to show
that B(X, Y ) is a complete and that Cb (X, Y ) is a closed subset of B(X, Y ). Let
{fn } be a Cauchy sequence in B(X, Y ). Then (fn (x)) is a Cauchy sequence in (Y, ρ)
for every x ∈ X. Since, by assumption, (Y, ρ) is complete, the sequence (fn (x))
converges in Y . Define f (x) = limn→∞ fn (x). Given ε > 0, there is N such that

ρ(fn (x), fm (x)) < ε for n, m ≥ N .

Fix n ≥ N and let m tend to ∞. Since the function z → ρ(fn (x), z) is continuous,
it follows that
ρ(fn (x), f (x)) ≤ ε for n ≥ N (1)
which implies that
D(fn , f ) ≤ ε for n ≥ N .
It remains to show that f is bounded. Since fN is bounded, there are y ∈ Y and
r > 0 such that fN (X) ⊂ Br (y). From (1) and the triangle inequality, we obtain
ρ(f (x), y) ≤ ρ(f (x), fN (x)) + ρ(fN (x), y) < ε + r showing that f (X) ⊂ Br+ε (y)
and that f is bounded. Hence the space (B(X, Y ), D) is complete as claimed. Next
we shall show that Cb (X, Y ) is a closed subset of B(X, Y ). Take any sequence
(fn ) ⊂ Cb (X, Y ) such that D(fn , f ) → 0 as n → ∞. We have to show that f is
continuous. Fix x0 ∈ X and let ε > 0. Then there is N ∈ N such that

D(fn , f ) < ε/3 for all n ≥ N .

In particular, in view of definition of D,

ρ(fN (x), f (x)) < ε/3 for all n ≥ N .

Since fN is continuous at x0 , there is δ > 0 such that

ρ(fN (x), fN (x0 )) < ε/3 for all x satisfying d(x0 , x) < δ.

52
Hence, if d(x0 , x) < δ, then
ρ(f (x), f (x0 )) ≤ ρ(f (x), fN (x)) + ρ(fN (x), fN (x0 )) + ρ(f (x)0 , fN (x0 ))
≤ 2D(fN , f ) + ρ(fN (x), fN (x0 )) < 2(ε/2) + ε/3 = ε.
This means that f is continuous at x0 and since x0 was an arbitrary point, f is
continuous, i.e., f ∈ Cb (X, Y ) as claimed. 

8.0.1 Banach Fixed Point Theorem

Definition 8.9. Let (X, d) be a metric space. A map f : X → X is called
a contraction if there is constant c ∈ (0, 1) such that
d(f (x), f (y)) ≤ cd(x, y)
for all x, y ∈ X.
Theorem 8.10 (Banach Fixed Point Theorem). Let (X, d) be a com-
plete metric space and f : X → X a contraction. Then there exists exactly
one point u ∈ X such that f (u) = u. Moreover, for every x ∈ X, the
sequence (f n (x)) converges to u.
Proof. Claim: If a, b ∈ X, then
1
d(a, b) ≤ [d(a, f (a)) + d(b, f (b))]. (2)
1−c
Indeed,
d(a, b) ≤ d(a, f (a)) + d(f (a), f (b)) + d(f (b), b)
≤ d(a, f (a)) + cd(a, b)) + d(f (b), b)
from which we conclude (2) Using (2), the map f can have at most one fixed point
since if f (a) = a and f (b) = b, then the right side of (2) is equal to 0 implying
that d(a, b) = 0. To prove existence of a fixed point, take any x ∈ X. Since f is
a contraction with the constant c, the n-fold composition f n is a contraction with
the constant cn . Using this and (2) with a = f n (x) and b = f n (b), and noticing
that f (a) = f n+1 (x) = f n (f (x)), f (b) = f m (f (x)), we conclude
1 
d(f n (x), f m (x)) = d(a, b) ≤ d(a, f (a)) + d(b), b)]
1−c
1 
= d(f n (x)f n (f (x))) + d(f m (x), f m (f (x))]
1−c
cn + cm
≤ d(x, f (x))
1−c
This implies that the sequence (f n (x)) is Cauchy In view of the completeness of X,
there is u such that f n (x) → u. In view of the continuity of f , f (f n (x)) converges
to f (u). On the other hand f (f n (x)) = f n+1 (x) converges to u and so, f (u) = u
as required. 

53
8.0.2 Application of Banach Fixed Point Theorem
Here is an application of the Banach fixed point theorem to the local exis-
tence of solutions of ordinary differential equations.

Theorem 8.11 (Picard’s Theorem). Let U be an open subset of R2 and

let f : U → R be a continuous function which satisfies the Lipschitz condition
with respect to the second variable, that is,

|f (x, y1 ) − f (x, y2 )| ≤ α|y1 − y2 |

for all (x, y1 ), (x, y2 ) ∈ U , and some α > 0. Then for a given (x0 , y0 ) ∈ U
there is δ > 0 so that the differential equation

y ′ (x) = f (x, y(x))

has a unique solution y : [x0 − δ, x0 + δ] → R such that y(x0 ) = y0 .

Proof. Note that it is enough to show that there are δ > 0 and a unique function
y : [x0 − δ, x0 + δ] → R such that
Z x
y(x) = y0 + f (t, y(t))dt.
x0

Fix (x0 , y0 ) ∈ U . Then we find δ > 0 and b > 0 such that if I = [x0 − δ, x0 + δ]
and J = [y0 − b, y0 + b], then I × J ⊂ U . Since f is continuous and I × J is closed
and bounded, f is bounded on I × J. That is, |f (x, y)| ≤ M for some M and all
(x, y) ∈ U . Replacing δ by a smaller number we may assume that αδ < 1 and
αM < b. Denote by X the set of all continuous functions g : I → J. The set X
with the metric ρ(g, h) = sup{|g(x) − h(x)|, x ∈ I} is a complete metric space. For
g ∈ X, let Z x
(T g)(x) = y0 + f (t, g(t))dt.
x0

Then T g : I → R is continuous since if x1 , x2 ∈ I and x2 > x1 , then

Z x2  Z x2
 
|(T g)(x2 ) − (T g)(x1 )| = 
 f (t, g(t))dt ≤ |f (t, g(t))| dt ≤ M |x2 − x1 | .
x1 x1

For x0 ≤ x ≤ x0 + δ,
Z
 x  Z
 x
|(T g)(x) − y0 | =  f (t, g(t))dt ≤ |f (t, g(t))|dt ≤ M |x − x0 | < M δ < b
x0 x0

The same inequality holds for x0 − δ ≤ x ≤ x0 , and so T g ∈ X for any g ∈ X.

Since f is Lipschitz with respect to the second variable, we obtain for g, h ∈ X and

54
x ∈ [x0 , x0 + δ],
Z x 
 
|(T g)(x) − (T h)(x)| = 
 [f (t, g(t)) − f (t, h(t))] dt
x
Z x0
≤ |f (t, g(t)) − f (t, h(t))| dt
x0
≤ α|x − x0 |d(g, h) < αδd(g, h).

Similarly, |(T g)(x) − (T h)(x)| ≤ α|x − x0 |d(g, h) < αδd(g, h) for x ∈ [x0 − δ, x0 ].
Since αδ < 1, T is a contraction and in view of Banach’s fixed point theorem there
exists a unique continuous function y : I → J such that
Z x
y(x) = (T y)(x) = y0 + f (t, y(t))dt.
x0

55