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In the context of Banach spaces, the Closed Graph Theorem and the Open Mapping Theorem are equivalent. It seems that usually one proves the Open Mapping Theorem using the Baire Category Theorem, and then, from this theorem, proves the Closed Graph Theorem.

I was wondering about a more direct approach to the Closed Graph Theorem. What I want to show, possibly using the Baire Category Theorem, but without the Closed Graph Theorem or any of its equivalent theorems, that if $T: X \to Y$ is not continuous, then, there is a convergent sequence $x_n \rightarrow x$ such that $T x_n \rightarrow y \neq Tx$. Of course, $X$ and $Y$ are Banach Spaces.

Because $T$ is not bounded, I know that there is a sequence $a_n$ of unitary vectors such that $T a_n \rightarrow \infty$. Now, taking $b_n = \frac{a_n}{\|T a_n\|}$, we have that $b_n \rightarrow 0$, and $\|T b_n\| = 1$.

I wonder, if there is a simple argument for constructing a $x_n \rightarrow x$, based on $a_n$ or $b_n$, such that $T x_n$ is a Cauchy Sequence, but such that $\|T x_n\|$ is "far from" $\|T x\|$.

Of course, $x_n$'s construction would have to use the fact that $X$ is complete. For example, $x$ could be the limit of an absolutely convergent sequence, pretty much in the same fashion as the construction in the proof of the Open Mapping Theorem.

  • What does it mean for two theorems to be equivalent? – joriki Apr 27 '12 at 14:47
  • @joriki: of course, it means that the first theorem is true if, and only if, the second is. – Siminore Apr 27 '12 at 14:50
  • @Siminore: Sorry, that makes no sense to me. A theorem is true because it was proved to be true; otherwise it wouldn't be a theorem. What does it mean to say "if it's true"? – joriki Apr 27 '12 at 14:56
  • @joriki: I didn't really think of this. I guess it is a categorical statement. I am not sure, but I guess that if in a certain category of spaces (in this case, Banach spaces) you can derive one from the other and vice-versa, then they are equivalent in this category. But I don't really know. I guess you can just ignore this first sentence on my post. :-) Or maybe, try to explain to me what I meant! ;-) – André Caldas Apr 27 '12 at 14:57
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    @joriki: I understand what you mean. You are totally right. I myself, would love if someone could explain to me what I MEANT by two theorems being equivalent. :-) However, what I really want to know is that if you can prove a theorem without using the other. Of course, "without the other" is not a well-defined mathematical term, so I guess people will have to appeal to the human inside them in order to answer the question properly. (by the way, your comments are disappearing...) – André Caldas Apr 27 '12 at 15:02
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    @André: I'm thinking that perhaps you mean something like this: In proving the theorems, you can use the axioms of the theory (in this case, the axiomatic properties of Banach spaces). If you can then prove each theorem form the other without making further use of the axioms, i.e. treating the word "Banach space" as a black box, you could call them equivalent, in the sense that the both encapsulate exactly the same information about Banach spaces. Yes, sorry about the disappearing comment; it was worded a bit too categorically so I deleted and rephrased it. – joriki Apr 27 '12 at 15:06
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    @AndréCaldas: I usually see two theorems called "equivalent" if there is a proof of each from the other that is substantially shorter than all known proofs which don't assume the other. I seem to recall a discussion of this on MO, but can't find it. – Alex Becker Apr 27 '12 at 15:07
  • I think it's clear as human beings, not as strictly logical creatures, what is meant by two theorems being equivalent in specific instances. Trying to find a direct proof of the Closed Graph Theorem without essentially invoking the Open Mapping Theorem along the way is a request that makes sense, even if I can't formalize (or, rather, care to formalize), what "without essentially invoking" means. – KCd Apr 27 '12 at 15:29
  • Sorry to make such an offtopic comment: I had exactly 1234 points!!! Then someone upvoted! I didn't even have time to enjoy the figure! :-( Why did you do that!? Now it is 1239... – André Caldas Apr 27 '12 at 15:35
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    You can, if you want to, try to formalize equivalence of theorems by saying that two theorems are equivalent if each can be proved from the other over some (specified) very weak base theory, much weaker than needed to prove either theorem from scratch. This is what reverse mathematics is all about. Also, I unupvoted: hope you're happy. – Chris Eagle Apr 27 '12 at 15:55
  • @ChrisEagle: I think joriki put it very well when he said "without making further use of the axioms". I guess this "weak base" is something like "without making further use of SOME axioms". Like, for example, in the context of normed spaces. I like joriki's comment very much. About the "unupvote"... https://duckduckgo.com/?q=ambivalence I hope you can make 9999 soon. ;-) – André Caldas Apr 27 '12 at 16:26
  • Charles Swartz have published a proof of closed graph theorem in the paper The closed graph theorem without category. The proof is also described in Chapter 7 of his book Infinite matrices and the gliding hump – Martin Sleziak Jul 28 '14 at 07:35

1 Answers1

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Zabreiko's lemma (from P. P. Zabreiko, A theorem for semiadditive functionals, Functional analysis and its applications 3 (1), 1969, 70–72) is not as well known as it deserves to be and I think it fits the bill to some extent, so let me state that result first:

Lemma (Zabreiko, 1969) Let $X$ be a Banach space and let $p: X \to [0,\infty)$ be a seminorm. If for all absolutely convergent series $\sum_{n=0}^\infty x_n$ in $X$ we have $$ p\left(\sum_{n=0}^\infty x_n\right) \leq \sum_{n=0}^\infty p(x_n) \in [0,\infty] $$ then $p$ is continuous. That is to say, there exists a constant $C \geq 0$ such that $p(x) \leq C\|x\|$ for all $x \in X$.

Assuming this lemma, let $T: X \to Y$ be a discontinuous linear map between Banach spaces, consider the seminorm $p(x) = \|Tx\|$ and observe that there must exist an absolutely summable sequence $(x_n)_{n=0}^\infty$ and $\varepsilon \gt 0$ such that $$ p\left(\sum_{n=0}^\infty x_n\right) \geq \sum_{n=0}^\infty p(x_n) + \varepsilon. $$ Since the left hand side is finite, both $a_{N} = \sum_{n=1}^N x_n$ and $b_N = Ta_N$ are Cauchy sequences with limits $a$ and $b$, respectively. We have $\|b_N\| \leq \|T(a)\| - \varepsilon$, so $\|T(a) - b_N\| \geq \varepsilon$ for all $N$ and thus $\|T(a) - b\| \geq \varepsilon$. In other words $(a_N,T(a_N)) \to (a,b)$ but $b \neq T(a)$, so the graph of $T$ is not closed.


Of course, I should make the disclaimer that Zabreiko's lemma is actually stronger than the usual consequences of the Baire category theorem in basic functional analysis and thus it does not answer the question as asked. As you mention in your question, as soon as the closed graph theorem is established, the inverse mapping theorem and the open mapping theorem follow easily, as I also explain in this thread. Moreover, the uniform boundedness principle is a straightforward consequence, too:

Exercises:

Use Zabreiko's lemma to prove:

  1. the uniform boundedness principle;
    Hint: set $p(x) = \sup_{n \in \mathbb{N}} \|T_n x\|$.
  2. the inverse mapping theorem.
    Hint: set $p(x) = \|T^{-1}x\|$.

The proof of Zabreiko's lemma is very similar to the usual proof by Banach–Schauder of the open mapping theorem:

Proof. Let $A_n = \{x \in X\,:\,p(x) \leq n\}$ and $F_n = \overline{A_n}$. Note that $A_n$ and $F_n$ are symmetric and convex because $p$ is a seminorm. We have $X = \bigcup_{n=1}^\infty F_n$ and Baire's theorem implies that there is $N$ such that the interior of $F_N$ is nonempty.

Therefore there are $x_0 \in X$ and $R \gt 0$ such that $B_R(x_0) \subset F_N$. By symmetry of $F_N$ we have $B_{R}(-x_0) = -B_{R}(x_0) \subset F_n$, too. If $\|x\| \lt R$ then $x+x_0 \in B_{R}(x_0)$ and $x-x_0 \in B_{R}(-x_0)$, so $x \pm x_0 \in F_{N}$. By convexity of $F_N$ it follows that $$ x = \frac{1}{2}(x-x_0) + \frac{1}{2}(x+x_0) \in F_N, $$ so $B_R(0) \subset F_N$.

Our goal is to establish that $$ \begin{equation}\tag{$\ast$} B_{R}(0) \subset A_N \end{equation} $$ because then for $x \neq 0$ we have with $\lambda = \frac{R}{\|x\|(1+\varepsilon)}$ that $\lambda x \in B_{R}(0) \subset A_N$, so $p(\lambda x) \leq N$ and thus $p(x) \leq \frac{N(1+\varepsilon)}{R} \|x\|$, as desired.

Proof of $(\ast)$. Suppose $\|x\| \lt R$ and choose $r$ such that $\|x\| \lt r \lt R$. Fix $0 \lt q \lt 1-\frac{r}{R}$, so $\frac{1}{1-q} \frac{r}{R} \lt 1$. Then $y = \frac{R}{r}x \in B_{R}(0) \subset F_N = \overline{A_N}$, so there is $y_{0} \in A_N$ such that $\|y-y_0\| \lt qR$, so $q^{-1}(y-y_0) \in B_R$. Now choose $y_1 \in A_N$ with $\|q^{-1}(y-y_0) - y_1\| \lt q R$, so $\|(y-y_0 - qy_1)\| \lt q^2 R$. By induction we obtain a sequence $(y_k)_{k=0}^\infty \subset A_N$ such that $$ \left\| y - \sum_{k=0}^n q^k y_k\right\| \lt q^n R \quad \text{for all }n \geq 0, $$ hence $y = \sum_{k=0}^\infty q^k y_k$. Observe that by construction $\|y_n\| \leq R + qR$ for all $n$, so the series $y = \sum_{k=0}^\infty q^k y_k$ is absolutely convergent. But then the countable subadditivity hypothesis on $p$ implies that $$ p(y) = p\left(\sum_{k=0}^\infty q^k y_k\right) \leq \sum_{k=0}^\infty q^k p(y_k) \leq \frac{1}{1-q} N $$ and thus $p(x) \leq \frac{r}{R} \frac{1}{1-q} N \lt N$ which means $x \in A_N$, as we wanted.


Added: A version of this answer appeared on the Mathematics Community Blog. Thanks to Norbert and others for their efforts.

t.b.
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    Thank you very much for your time, t.b.! Your answer looks really interesting. I will study it on Friday. – André Caldas May 02 '12 at 03:03
  • @André: There's no hurry, of course -- and I still owe you another answer, I know... I've spent some time trying to set up a gliding hump argument, similar to what Sokal is doing in his elementary proof of the uniform boundedness principle, but with no luck, so far. – t.b. May 02 '12 at 03:45
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    A similar approach is used in "Functional Analysis: an introduction" by Eidelman, Milman, Tsolomitis: http://books.google.it/books?id=bzUgKyoaQocC&lpg=PP1&hl=it&pg=PA129#v=onepage&q&f=false

    The authors employ the notion of "perfect convexity" and a theorem by Livshic, which states that for perfectly convex sets the two notions of algebraic interior (or centrum) and topological interior coincide. Zabreiko's lemma is a corollary of this: http://books.google.it/books?id=bzUgKyoaQocC&lpg=PP1&hl=it&pg=PA129#v=onepage&q&f=false

    – Giuseppe Negro May 02 '12 at 17:57
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    Of course, owing to the principe de la conservation de l'emmerdement (I hope I have written that right!), use of Baire's lemma is not avoided. Indeed, Livshic's theorem depends heavily on it. – Giuseppe Negro May 02 '12 at 18:00
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    @Giuseppe: Thanks a lot for this. Never heard of that principle, but there certainly is some truth to it... I still hope to find a gliding hump argument, but this involves some emmerdement, too :) – t.b. May 02 '12 at 18:02
  • You're welcome!!! I am very glad that helped. I learned of that approach last year during a set of lectures given by prof. Milman and prof. Eidelman at the summer school SMI, Perugia. – Giuseppe Negro May 02 '12 at 18:10
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    @t.b.: Can you make precise what exactly you mean by "stronger than the usual consequences of the Baire category theorem"? – mlbaker Oct 06 '12 at 22:07
  • @mlbaker: I mean that the other standard consequences the open mapping theorem, the closed graph theorem and the uniform boundedness principle follow quite quickly from Zabreiko's lemma, as I tried to indicate in the exercises. The question asked for something "but without the Closed Graph Theorem or any of its equivalent theorems" that's why I mentioned it as being something of a cheat. – t.b. Nov 29 '12 at 14:30
  • @AndréCaldas: Maybe you're interested in having a look at the proof of the closed graph theorem (Theorem 5.20 on page 166) in Kato's Perturbation theory. It doesn't quite follow your idea but gives a direct proof of it from Baire. – t.b. Nov 29 '12 at 14:33
  • @t.b.: I would like to ask your comments in the following question math.stackexchange.com/questions/482684/… Thank you for your kind help – blindman Sep 04 '13 at 04:52
  • Sorry, I may be off: but in the statement of Zabreiko's Lemma, shouldn't the hypothesis be "if for all convergent series..." rather than "if for all absolutely convergent series ..." (this is the version I've seen and also the version in Zabreiko's paper)? If not, can you comment please on why $\sum_{k=1}^\infty q^k y_k$ is absolutely convergent? – David Mitra Jun 21 '14 at 19:14
  • @David Mitra: I wondered the same. You can choose the $y_k$ so that $y_k \in B_R (0)$ (because you are approximating elements of $B_R (0)$. Then the claim follows, because of $q \in (0,1)$. – PhoemueX Jun 21 '14 at 21:45
  • @PhoemueX Ah, thanks. So this is a nice strengthening of the Lemma! – David Mitra Jun 21 '14 at 22:19
  • Does anyone know what might have inspired the construction used to produce this sequence $(y_n)$ in the proof? Can this construction be expressed on its own as a lemma, perhaps phrased for use in even more general circumstances? – Thomas Winckelman Dec 20 '20 at 04:55