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A continuous strongly monotone map of finite-dimensional space is bijective

Statement

Let d≥1, κ>0, and let H:Rd→Rd be continuous. Suppose

⟨H(x)−H(y),x−y⟩≥κ∥x−y∥22(x,y∈Rd).

Then H is bijective. Its inverse satisfies

∥H−1(u)−H−1(v)∥2≤κ−1∥u−v∥2(u,v∈Rd).

Facts & Assumptions

Given: d≥1, a continuous map H:Rd→Rd, a constant κ>0, and the strong-monotonicity inequality in the Statement. The inner product and norm are those of Rd.

[F1]

The Euclidean inner product ⟨x,y⟩=∑k<nxkyk on Rn: ⟨x,y⟩ is the Euclidean inner product on Rd, and ∥x∥2=⟨x,x⟩.

[F3]

Brouwer fixed point theorem: every continuous map from the closed unit ball in Rd to itself has a fixed point.

[A1]

The strong-monotonicity inequality in the Statement holds for every pair x,y∈Rd, and κ>0.

Proof

1.1A1F1F2choosealgebra

Fix b∈Rd and put F(x)=H(x)−b. Applying [A1] with y=0 and using [F2] gives ⟨F(x),x⟩=⟨H(x)−H(0),x⟩+⟨H(0)−b,x⟩≥κ∥x∥22−∥H(0)−b∥2∥x∥2. Choose R>∥H(0)−b∥2/κ; then ⟨F(x),x⟩>0 whenever ∥x∥2=R.

1.2F1F3construct

Let PR(v)=v when ∥v∥2≤R, and PR(v)=Rv/∥v∥2 when ∥v∥2>R. The two formulas agree on the sphere, so PR is continuous and maps Rd into the closed ball B‾R. Thus T(x)=PR(x−F(x)) is a continuous self-map of B‾R; rescaling by x↦x/R and applying [F3] gives a fixed point x=T(x).

2.1step 1.1step 1.2algebra

If ∥x∥2<R, the radial projection PR can equal x only when its input equals x, hence x−F(x)=x and F(x)=0. If ∥x∥2=R, the equality PR(x−F(x))=x implies x−F(x)=αx for some α≥1; therefore ⟨F(x),x⟩=(1−α)R2≤0, contradicting step 1.1. So the fixed point is interior and H(x)=b. Since b was arbitrary, H is onto.

3.1A1F1F2step 2.1algebra∎

If H(x)=H(y), [A1] gives 0≥κ∥x−y∥22, hence x=y; thus H is one-to-one. For u=H(x) and v=H(y), [A1] and [F2] give κ∥x−y∥22≤∥u−v∥2∥x−y∥2. Dividing when x≠y, with equality of inverse values when x=y, proves the inverse bound and completes bijectivity.

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Sources