Brouwer Fixed Point Theorem

One idiosyncratic interest of mine is mathematical economics. I was looking through Volume 2 of the Handbook of Mathematical Economics when I spotted a paper by Scarf called “The Computation of Equilibrium Prices: An Exposition”. The real subject of the paper is an incredibly clear exposition of how to find fixed points of maps of the unit n-cube to itself. The Brouwer Fixed Point Theorem promises that at least one fixed point exists. I knew that there was a combinatorial approach based on Sperner’s lemma, but it had always struck me as rather technical. Not so; Scarf gives a straightforward algorithm for finding the fixed point. Sperner’s lemma is just the result that dictates that the algorithm terminates.

The proof is stated for an n-simplex, which is the n-dimensional analogue of a triangle. The algorithm works by cutting up the simplex into smaller simplices, and identifying which of the smaller simplices contains a fixed point. It then repeats, trapping the fixed point in smaller and smaller simplices until it eventually converges. What’s interesting is that the test for whether a particular simplex contains a fixed point is fantastically crude; it amounts to just checking a simple condition on the map at the vertices. (The condition is not satisfied for every simplex containing a fixed point, and in fact the algorithm will miss some fixed points. At least one fixed point will satisfy the condition, though.)

The article does everything from scratch. Brouwer’s theorem is derived as a consequence of the algorithm. It is simple enough that it could easily be included in an undergraduate analysis textbook. The whole article is so simple that it makes me wonder if there is an elementary combinatorial subject lurking under the intimidating algebra of modern-day homology theory. An interesting test case is if a constructive version of the Lefschetz fixed point theorem. (Lefschetz’ original proof was apparently combinatorial, but extremely difficult to follow. I doubt it was constructive.)

Here is two artists’ take on the Brouwer fixed point theorem.

Update. Commenter Mio spotted this elementary introduction to the topic on Herb Scarf’s web page. Poking around some more, I found the original article I mentioned above here.