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Compactness of equi-Lipschitz curves with values in a compact Euclidean set

Statement

Let d≥1, T>0, and let C⊆Rd be nonempty, compact, and closed. Let M≥0. If uj:[0,T]→C satisfies ∥uj(t)−uj(s)∥2≤M∣t−s∣(j≥1, s,t∈[0,T]), then some subsequence converges uniformly to a map u:[0,T]→C with the same Lipschitz bound.

Facts & Assumptions

Given: The set C, interval [0,T], constant M, and sequence of maps in the Statement. Compactness has its open-cover meaning; the Lipschitz inequality is displayed in the Statement.

[F1]

Heine-Borel in Rn: with the Euclidean metric a subset of Rn is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line: every compact subset of Rd is bounded; Every complete ordered field is Archimedean: the natural numbers are cofinal in R, so a bounded set is contained in a box [−R,R]d for some integer R≥1.

[F3]

Convergence of a sequence in a metric space: xk→x iff d(xk,x)→0 in R: if a sequence converges to x, then it is eventually in every open ball centered at x.

[F4]

The reals are complete: every Cauchy sequence of real numbers converges in R.

[F5]

The well-ordering principle and The recursion theorem: every nonempty subset of N has a least element, and a uniquely specified recursive sequence on N exists.

[F6]

Integer part: for every real x there is exactly one integer m with m≤x<m+1: for each real a there is an integer m with m≤a<m+1.

[F8]

Cauchy-Schwarz ∣⟨x,y⟩∣≤∥x∥2∥y∥2 with its equality case, the triangle inequality for ∥⋅∥2, the parallelogram law and polarisation: ∥x∥22=∑k<dxk2, each coordinate satisfies ∣xk∣≤∥x∥2, and the Euclidean norm satisfies the triangle inequality.

[F9]

The principle of mathematical induction: every finite initial segment {0,…,N} of N is finite.

Proof

1.1F1F6F8F9givenchoose

By [F1], choose an integer R≥1 with C⊆[−R,R]d. For each natural r≥1, let Γr={kT/2r:0≤k≤2r} and put Kr=(R+1)2r. Let Gr consist of the lattice points whose coordinates are mk2−r with integers −Kr≤mk≤Kr. Each coordinate index set is finite: its nonnegative and negative parts are copies of finite natural initial segments, which are finite by [F9]; induction on the finite number d of coordinates shows their Cartesian product Gr is finite. To verify its covering radius, fix x∈[−R,R]d. For each k<d, [F6] applied to 2rxk gives an integer mk with mk≤2rxk<mk+1. Thus mk≤R2r≤Kr and mk>−R2r−1≥−(R+1)2r=−Kr, using 1≤2r for r≥1 (from the power recursion and induction). The corresponding lattice point g has ∣xk−gk∣<2−r in every coordinate, so [F8] gives ∥x−g∥22=∑k<d∣xk−gk∣2<d2−2r and hence ∥x−g∥2<δr:=d 2−r. Assign each value uj(t) at each t∈Γr to the first lattice point within δr in a fixed ordering of Gr. This gives one of finitely many patterns.

2.1step 1.1F5givenchoose

Starting from the positive index set I0={j∈N:j≥1}, partition each infinite index set Ir−1 by the finitely many patterns at resolution r. At least one class is infinite; choose the first such pattern in the fixed finite ordering and let Ir be its infinite class. Then Ir⊆Ir−1.

3.1step 2.1F5F9choose

Set n0=1∈I0. For r≥1, recursively choose nr to be the least member of Ir greater than nr−1. The infinite set Ir is unbounded: if it were contained in some finite initial segment {0,…,N}, that segment would be finite by [F9], contradicting that Ir is infinite. Hence {n∈Ir:n>nr−1} is nonempty, and [F5] supplies its least member. For every fixed r, all nk with k≥r belong to Ir, so the maps with those indices have the same resolution-r pattern.

4.1step 3.1F7F8givenchoosealgebra

For k,l≥r and t∈[0,T], choose s∈Γr with ∣t−s∣≤T/2r. At each lattice time, the common pattern assigns both values to the same lattice point, so the triangle inequality [F8] gives ∥unk(s)−unl(s)∥2≤2δr. Using the Lipschitz bounds and the triangle inequality again, ∥unk(t)−unl(t)∥2≤∥unk(t)−unk(s)∥2+∥unk(s)−unl(s)∥2+∥unl(s)−unl(t)∥2≤2MT/2r+2δr. By [F7], the right side tends to zero as r→∞, uniformly in t, so (unk) is uniformly Cauchy.

5.1F2F3F4F7F8step 4.1given∎

At each t, step 4.1 and [F8] make every coordinate sequence unk(t)j Cauchy; [F4] therefore gives a pointwise limit u(t)∈Rd. Given ε>0, choose r so ρr:=2MT/2r+2δr<ε, using [F7]. For every k≥r, step 4.1 gives ∑j<d∣unk(t)j−unl(t)j∣2≤ρr2 for all l≥r and all t. Passing to the coordinatewise limit in this finite sum yields ∑j<d∣unk(t)j−u(t)j∣2≤ρr2, hence ∥unk(t)−u(t)∥2≤ρr<ε, uniformly in t. Thus the subsequence converges uniformly. If u(t)∉C, openness of the complement [F2] gives a ball about u(t) disjoint from C, while convergence [F3] puts unk(t) in that ball eventually, a contradiction. Thus u(t)∈C. For fixed s,t, coordinatewise convergence at those two points gives ∑j<d∣u(t)j−u(s)j∣2=lim⁡k∑j<d∣unk(t)j−unk(s)j∣2≤M2∣t−s∣2; taking nonnegative square roots yields ∥u(t)−u(s)∥2≤M∣t−s∣.

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