Chapter 3 – Limit and Continuity

Subject: Real Analysis (Mathematics) Level: M.Sc.

Source: Syyed Gul Shah (Chairman, Department of Mathematics, US Sargodha)
Collected & Composed by: Atiq ur Rehman (mathcity@gmail.com), http://www.mathcity.org

v Limit of the function

Suppose
(i) ( X , d X ) and (Y , dY ) be two metric spaces
(ii) E ⊂ X
(iii) f : E → Y i.e. f maps E into Y .
(iv) p is the limit point of E .
We write f ( x ) → q as x → p or lim f ( x ) = q , if there is a point q with the
x→ p

following property;
For every ε > 0 , there exists a δ > 0 such that dY ( f ( x), q ) < ε for all points
x ∈ E for which d X ( x, p ) < δ .
If X and Y are replaced by a real line, complex plane or by Euclidean space ¡ k ,
then the distances d X and dY are replaced by absolute values or by appropriate
norms. q
Note: i) It is to be noted that p ∈ X but that p need not a point of E in the above
definition ( p is a limit point of E which may or may not belong to E .)
ii) Even if p ∈ E , we may have f ( p ) ≠ lim f ( x) . q
x→ p

v Example
2x
lim =2
x →∞ 1 + x

2x 2x − 2 − 2x −2 2
We have −2 = = <
x −1 1+ x 1+ x x
2
Now if ε > 0 is given we can find δ = so that
ε
2x
− 2 < ε whenever x > δ . q
1+ x
v Example
x2 − 1
Consider the function f ( x ) = .
x −1
It is to be noted that f is not defined at x = 1 but if x ≠ 1 and is very close to 1 or
less then f ( x) equals to 2. q
v Definitions
i) Let X and Y be subsets of ¡ , a function f : X → Y is said to tend to limit l
as x → ∞ , if for a real number ε > 0 however small, ∃ a positive number δ which
depends upon ε such that distance
f ( x ) − l < ε when x > δ and we write lim f ( x) = l .
x →∞
ii) f is said to tend to a right limit l as x → c if for ε > 0 , ∃ δ > 0 such that
f ( x ) − l < ε whenever x ∈ G and 0 < x < c + δ .
And we write f (c + ) = lim f ( x) = l
x →c +
iii) f is said to tend to a left limit l as x → c if for ε > 0 , ∃ a δ > 0 such that
f ( x ) − l < ε whenever x ∈ G and 0 < c − δ < x < c .
And we write f (c −) = lim f ( x ) = l . q
x →c −
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v Theorem
Suppose
(i) ( X , d x ) and (Y , d y ) be two metric spaces
(ii) E ⊂ X
(iii) f : E → Y i.e. f maps E into Y .
(iv) p is the limit point of E .
Then lim f ( x) = q iff lim f ( pn ) = q for every sequence { pn } in E such that
x→ p n→∞

pn ≠ p , lim pn = p .
n→∞

Proof
Suppose lim f ( x) = q holds.
x→ p

Choose { pn } in E such that pn ≠ p , lim pn = p , we are to show that

n→∞
lim f ( pn ) = q
n→∞
Then there exists a δ > 0 such that
d y ( f ( x), q ) < ε if x ∈ E and 0 < d x ( x, p ) < δ ………. (i)
Also ∃ a positive integer n0 such that n > n0
⇒ d x ( pn , p ) < δ ………….. (ii)
from (i) and (ii), we have for n > n0
d y ( f ( pn ), q ) < ε
Which shows that limit of the sequence
lim f ( pn ) = q
n→∞
Conversely, suppose that lim f ( pn ) = q is false.
n→∞
Then ∃ some ε > 0 such that for every δ > 0 , there is a point x ∈ E for which
d y ( f ( x), q ) ≥ ε but 0 < d x ( x, p ) < δ .
1
In particular, taking δ n = , n = 1,2,3,......
n
We find a sequence in E satisfied pn ≠ p , lim pn = p for which lim f ( pn ) = q
n→∞ n→∞
is false. q
v Example
1
lim sin does not exist.
x →∞ x
1
Suppose that lim sin exists and take it to be l, then there exist a positive real
x →∞ x
number δ such that
1
sin − l < 1 when 0 < x − 0 < δ (we take ε = 1 > 0 here)
x
We can find a positive integer n such that
2 2 2
< δ then < δ and <δ
nπ (4n + 1)π (4n + 3)π
It thus follows
(4n + 1)π
sin −l < 1 ⇒ 1− l < 1
2
(4n + 3)π
and sin − l < 1 ⇒ − 1 − l < 1 or 1 + l < 1
2
 3
So that
2 = 1+ l +1− l ≤ 1+ l + 1− l < 1+1 ⇒ 2 < 2
This is impossible; hence limit of the function does not exist. q
Alternative:
2
Consider xn = then lim xn = 0
(2n − 1)π x →∞

 1
But { f ( xn )} i.e. sin  is an oscillatory sequence
 xn 
 1
i.e. {1, −1,1, −1,..........} therefore sin  diverges.
 xn 
1
Hence we conclude that lim sin does not exit. q
x →∞ x
v Example
Consider the function
 x ; x <1
f ( x) = 
 2 + ( x − 1) ; x ≥1
2

We show that lim f ( x) does not exist.

x→1

1
To prove this take xn = 1 − , then lim xn = 1 and lim f ( xn ) = 1
n x →∞ n→∞

1
But if we take xn = 1 + then xn → 1 as n → ∞
n
2
 1 
and lim f ( xn ) = lim 2 + 1 + − 1 = 2
x →∞ x→∞
 n 
This show that { f ( xn )} does not tend to a same limit as for all sequences { Sn }
such that xn → 1 .
Hence this limit does not exist. q
v Example
Consider the function f :[0,1] → ¡ defined as
0 if x is rational
f ( x) = 
1 if x is irratioanl
Show that lim f ( x) where p ∈ [0,1] does not exist.
x→ p

Solution
Let lim f ( x ) = q , if given ε > 0 we can find δ > 0 such that
x→ p

f ( x ) − q < ε whenever x − p < δ .

Consider the irrational (r − s, r + s ) ⊂ [0,1] such that r is rational and s is
irrational.
Then f (r ) = 0 & f (s ) = 1
Suppose lim f ( x ) = q then
x→ p

f (s ) = 1
⇒ 1 = f (s) − q + q
= ( f (s ) − q + q − 0
= f (s ) − q + q − f (r ) Q 0 = f (r )
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≤ f ( s) − q + f (r ) − q < ε + ε
i.e. 1 < ε + ε
1 1 1
⇒ 1< + if ε =
4 4 4
Which is absurd.
Hence the limit of the function does not exist. q
v Exercise
1
lim x sin =0
x →0 x
We have
1
x sin − 0 < ε where ε > 0 is a pre-assigned positive number.
x
1
⇒ x sin < ε
x
1
⇒ x sin < ε
x
1
⇒ x <ε Q sin ≤1
x
⇒ x−0 <ε =δ
1
It shows that lim x sin = 0 .
x →0 x
1
Same the case for function for f ( x ) = x cos
x
1
Also we can derived the result that lim x 2 sin = 0. q
x →0 x
v Theorem
If lim f ( x) exists then it is unique.
x→c

Proof
Suppose lim f ( x) is not unique.
x→c
Take lim f ( x) = l1 and lim f ( x ) = l2 where l1 ≠ l2 .
x →c x →c
⇒ ∃ real numbers δ1 and δ 2 such that
f ( x ) − l1 < ε whenever x − c < δ1
& f ( x ) − l2 < ε whenever x − c < δ2
Now l1 − l2 = ( f ( x) − l1 ) − ( f ( x) − l2 )
≤ f ( x ) − l1 + f ( x) − l2
< ε + ε whenever x − c < min(δ1 ,δ 2 )
⇒ l1 = l2 q

…………………
 5
v Theorem
Suppose that a real valued function f is defined on an open interval G except
possibly at c ∈ G . Then lim f ( x) = l if and only if for every positive real number
x→c

ε , there is δ > 0 such that f (t ) − f (s ) < ε whenever s & t are in

{x : x − c < δ }.
Proof
Suppose lim f ( x) = l
x→c
∴ for every ε > 0 , ∃ δ > 0 such that
1
f ( s) − l < ε whenever 0 < s − c < δ
2
1
& f (t ) − l < ε whenever 0 < t − c < δ
2
⇒ f ( s ) − f (t ) ≤ f ( s ) − l + f (t ) − l
ε ε
< + whenever s − c < δ & t − c < δ
2 2
f (t ) − f ( s ) < ε whenever s & t are in { x : x − c < δ } .
Conversely, suppose that the given condition holds.
Let { xn } be a sequence of distinct elements of G such that xn → c as n → ∞ .
Then for δ > 0 ∃ a natural number n0 such that
xn − l < δ and xm − l < δ ∀ m, n > n0 .
And for ε > 0
f ( xn ) − f ( xm ) < ε whenever m, n > n0
⇒ { f ( xn )} is a Cauchy sequence and therefore it is convergent. q

v Theorem (Sandwiching Theorem)

Suppose that f , g and h are functions defined on an open interval G except
possibly at c ∈ G . Let f ≤ h ≤ g on G .
If lim f ( x ) = lim g ( x) = l , then lim h( x ) = l .
x →c x→c x →c

Proof
For ε > 0 ∃ δ 1 ,δ 2 > 0 such that
f ( x ) − l < ε whenever 0 < x − c < δ1
& g ( x) − l < ε whenever 0 < x − c < δ 2
⇒ l − ε < f ( x) < l + ε for 0 < x − c < δ1
& l − ε < g ( x) < l + ε for 0 < x − c < δ2
⇒ l − ε < f ( x ) ≤ h( x ) ≤ g ( x) < l + ε
⇒ l − ε < h( x ) < l + ε for 0 < x − c < min(δ 1 , δ 2 )
⇒ lim h( x) = l q
x →c

……………………….
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v Theorem
Let (i) ( X , d ) , (Y , d y ) be two metric spaces.
(ii) E ⊂ X
(iii) p is a limit point of E .
(iv) f : E → Y .
(v) g : E → Y
and lim f ( x ) = A and lim g ( x) = B then
x→ p x→ p

i- lim ( f ( x) ± g ( x) ) = A ± B
x→ p

ii- lim( fg )( x) = AB
x→ p

 f ( x)  A
iii- lim  = provided B ≠ 0 .

x → p g ( x)
 B
Proof
Do yourself q

v Continuity
Suppose
i) ( X , d X ) , (Y , dY ) are two metric spaces
ii) E ⊂ X
iii) p ∈ E
iv) f : E → Y
Then f is said to be continuous at p if for every ε > 0 ∃ a δ > 0 such that
dY ( f ( x), f ( p) ) < ε for all points x ∈ E for which d X ( x, p ) < δ .

Note:
(i) If f is continuous at every point of E . Then f is said to be continuous on E .
(ii) It is to be noted that f has to be defined at p iff lim f ( x) = f ( p ) . q
x→ p

v Examples
f ( x) = x 2 is continuous ∀ x ∈ ¡ .
Here f ( x) = x 2 , Take p ∈ ¡
Then f ( x) − f ( p) < ε
⇒ x2 − p 2 < ε
⇒ ( x − p)( x + p) < ε
⇒ x− p < ε =δ
Q p is arbitrary real number
∴ the function f ( x) is continuous ∀ real numbers. q

………………………..
 7
v Theorem
Let
i) X ,Y , Z be metric spaces
ii) E ⊂ X
iii) f : E → Y , g : f ( E ) → Z and h : E → Z defined by h( x ) = g ( f ( x) )
If f is continuous at p ∈ E and if g is continuous at the point f ( p) , then h is
continuous at p.
Proof
h

f g
x f(x) h(x) = g(f(x))
p
f(p)
h(p) = g(f(p))
E f g
Y Z
X

h
Q g is continuous at f ( p)
∴ for every ε > 0 , ∃ a δ > 0 such that
d Z ( g ( y ), g ( f ( p ) ) ) < ε whenever dY ( y , f ( p) ) < δ1 ……….. (i)
Q f is continuous at p ∈ E
∴ ∃ a δ > 0 such that
dY ( f ( x ), f ( p) ) < δ 1 whenever d X ( x, p ) < δ ………… (ii)
Combining (i ) and (ii ) , we have
d Z ( g ( y ), g ( f ( p ) ) ) < ε whenever d X ( x, p ) < δ
⇒ d Z ( h( x), h( p) ) < ε whenever d X ( x, p ) < δ
which shows that the function h is continuous at p . q
v Example
(i) f ( x ) = (1 − x 2 ) is continuous ∀ x ∈ ¡ and g ( x) = x is continuous
∀ x ∈ [0, ∞ ] , then g ( f ( x) ) = 1 − x 2 is continuous x ∈ ( −1,1) .

{
(ii) Let g ( x) = sin x and f ( x) = x − π , x ≤ 0
x +π , x > 0
Then g ( f ( x) ) = − sin x ∀ x
Then the function g ( f ( x) ) is continuous at x = 0 , although f is discontinuous
at x = 0 . q
v Theorem
Let f be defined on X . If f is continuous at c ∈ X then ∃ a number δ > 0
such that f is bounded on the open interval (c − δ , c + δ ) .
Proof
Since f is continuous at c ∈ X .
Therefore for a real number ε > 0, ∃ a real number δ > 0 such that
f ( x ) − f (c) < ε whenever x ∈ X and x − c < δ .
⇒ f ( x ) = f ( x ) − f (c ) + f (c )
8
≤ f ( x ) − f (c ) − f (c )
< ε + f (c) whenever x − c < δ .
It shows that f is bounded on the open interval ]c − δ , c + δ [ . q
v Theorem
Suppose f is continuous on [ a, b] . If f (c ) > 0 for some c ∈ [ a, b ] then there
exist an open interval G ⊂ [ a, b] such that f ( x ) > 0 ∀ x ∈ G .
Proof
1
Take ε = f (c )
2
Q f is continuous on [ a, b]
∴ f ( x) − f (c) < ε whenever x − c < δ , x ∈ [ a, b]
Take G = { x ∈ [ a, b ] : x − c < δ }
⇒ f ( x ) = f ( x ) − f (c ) + f (c )
≤ f ( x ) − f (c ) + f (c )
< ε + f (c) whenever x − c < δ
For x ∈ G , we have
f ( x ) = f ( c ) − ( f (c ) − f ( x ) ) ≥ f (c ) − f (c ) − f ( x )
1
≥ f (c ) − f ( x ) − f (c ) > f ( c ) − f ( c )
2
1
⇒ f ( x ) > f (c ) > 0 q
2
v Example
Define a function f by
 x cos x ; x ≠ o
f ( x) = 
 0 ; x=0
This function is continuous at x = 0 because
f ( x ) − f (0) = x cos x ≤ x ( Q cos x ≤ 1 )
Which shows that for ε > 0 , we can find δ > 0 such that
f ( x ) − f (0) < ε whenever 0 < x − c < δ = ε q

v Example
f ( x) = x is continuous on [ 0,∞ [ .
Let c be an arbitrary point such that 0 < c < ∞
For ε > 0 , we have
x−c x−c
f ( x ) − f (c ) = x − c = <
x+ c c
x−c
⇒ f ( x) − f (c) < ε whenever <ε
c
i.e. x − c < c ε = δ
⇒ f is continuous for x = c .
Q c is an arbitrary point lying in [0,∞ [
∴ f ( x) = x is continuous on [0,∞ [ q
………………………..
 9
v Example
Consider the function f defined on ¡ such that
 1 , x is rational
f ( x) = 
 −1 , x is irrational
This function is discontinuous every where but f ( x) is continuous on ¡ . q

v Theorem
A mapping of a metric space X into a metric space Y is continuous on X iff
f −1 (V ) is open in X for every open set V in Y .
Proof
Suppose f is continuous on X and V is open in Y .
We are to show that f −1 (V ) is open in X i.e. every point of f −1 (V ) is an
interior point of f −1 (V ) .
Let p ∈ X and f ( p ) ∈V
Q V is open
∴ ∃ ε > 0 such that y ∈V if dY ( y, f ( p) ) < ε …….. (i)
Q f is continuous at p
∴ ∃ δ > 0 such that dY ( f ( x), f ( p) ) < ε when d X ( x, p ) < δ ……… (ii)
From (i) and (ii), we conclude that
x ∈ f −1 (V ) as soon as d X ( x, p ) < δ
Which shows that f −1 (V ) is open in X .
Conversely, suppose f −1 (V ) is open in X for every open set V in Y .
We are to prove that f is continuous for this.
Fix p ∈ X and ε > 0 .
Let V be the set of all y ∈ Y such that dY ( y, f ( p) ) < ε
V is open, f −1 (V ) is open
⇒ ∃ δ > 0 such that x ∈ f −1 (V ) as soon as d X ( x, p ) < δ .
But if x ∈ f −1 (V ) then f ( x ) ∈V so that dY ( f ( x ), f ( y ) ) < ε
Which proves that f is continuous. q
Note
The above theorem can also be stated as a mapping f : X → Y is continuous iff
f −1 (C ) is closed in X for every closed set C in Y . q

v Theorem
Let f1 , f 2 , f3 ,...., f k be real valued functions on a metric space X and f be a
mapping from X on to ¡ k defined by
f ( x ) = ( f1 ( x), f2 ( x ), f3 ( x),....., f k ( x) ) , x ∈ X
then f is continuous on X if and only if f1, f 2 , f 3 ,....., f k are continuous on X .
Proof
Let us suppose that the function f is continuous on X , we are to show that
f1 , f 2 , f3 ,......, f k are continuous on X .
(
If p ∈ X , then d ¡k f ( x), f ( p ) < ε ) whenever d X ( x, p ) < δ
⇒ f ( x) − f ( p ) < ε whenever x− p < δ
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⇒ f1 ( x) − f1 ( p), f1 ( x) − f1 ( p),...... f k ( x) − f k ( p) < ε whenever x− p < δ
1
⇒ ( f1 ( x) − f1 ( p ) ) , ( f 2 ( x) − f 2 ( p ) ) ,......, ( f k ( x) − f k ( p ) )  < ε
2 2 2 2
 
whenever x − p < δ
1
 k 2
2
i.e. ⇒ ∑ ( f i ( x) − f i ( p ) )  < ε whenever x − p < δ
 i =1 
⇒ f1 ( x) − f1 ( p) < ε whenever x − p < δ
f 2 ( x) − f 2 ( p) < ε whenever x − p < δ
……………………
……………………
……………………
f k ( x) − fk ( x ) < ε whenever x − p < δ
⇒ all the functions f1, f 2 , f 3 ,....., f k are continuous at p .
Q p is arbitrary point of x , therefore f1, f 2 , f 3 ,....., f k are continuous on X .
Conversely, suppose that the function f1, f 2 , f 3 ,....., f k are continuous on X , we
are to show that f is continuous on X .
For p ∈ X and given ε i > 0 , i = 1,2,.....k ∃ δ i > 0 , i = 1,2,...., k
Such that
f1 ( x) − f1 ( p) < ε1 whenever x − p < δ1
f 2 ( x) − f2 ( p) < ε 2 whenever x − p < δ2
……………………
……………………
……………………
f k ( x) − f k ( x) < ε k whenever x − p < δk
Take δ = min (δ 1, δ 2 ,δ 3 ,...., δ k ) then
fi ( x) − fi ( p) < ε i whenever x− p < δ

( )2
1 1
⇒ ( f1 ( x) − f1 ( p ) ) + ( f 2 ( x) − f 2 ( p ) ) + .... + ( f k ( x) − f k ( p ) ) 
2
< ε12 + ε 22 + .... + ε k2
2 2 2
 
1
i.e. ⇒ ( f1 ( x) − f1 ( p ) ) + ( f 2 ( x) − f 2 ( p ) ) + ..... + ( f k ( x) − f k ( p ) )  < ε
2 2 2 2
 
whenever x − p < δ

(ε ) 2= ε
1
where 2
1 + ε 22 + ..... + ε k2
(
Then d ¡k f ( x), f ( p ) < ε ) whenever d X ( x, p ) < δ
⇒ f ( x) is continuous at p .
Q p is an arbitrary point therefore we conclude that f is continuous on X . q

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v Theorem
Suppose f is continuous on [ a, b]
i) If f (a ) < 0 and f (b ) > 0 then there is a point c , a < c < b such that f (c ) = 0 .
ii) If f (a ) > 0 and f (b ) < 0 , then there is a point c , a < c < b such that f (c ) = 0 .
Proof
i) Bisect [ a, b] then f must satisfy the given condition on at least one of the
sub-interval so obtained. Denote this interval by [ a2 , b2 ]
If f satisfies the condition on both sub-interval then choose the right hand one
[ a2 , b2 ] .
It is obvious that a ≤ a2 ≤ b2 ≤ b . By repeated bisection we can find nested
intervals {I n } , I n+1 ⊆ I n , I n = [ an , bn ] so that f satisfies the given condition on
[ an , bn ] , n = 1,2,.......
And a = a1 ≤ a2 ≤ a3 ≤ ..... ≤ an ≤ bn ≤ ..... ≤ b2 ≤ b1 = b
n
1
Where bn − an =   ( b − a )
2

II
n
Then n contain one and only one point. Let that point be c such that
i =1
f (c ) = 0
If f (c ) ≠ 0 , let f (c ) > 0 then there is a subinterval [ am , bm ] such that am < bm < c
Which can not happen. Hence f (c ) = 0
ii) Do yourself as above q
v Example
Show that x 3 − 2 x 2 − 3 x + 1 = 0 has a solution c∈ [ −1,1]
Solution
Let f ( x) = x 3 − 2 x 2 − 3x + 1
Q f ( x) is polynomial
∴ it is continuous everywhere. (for being a polynomial continuous everywhere)
Now f (−1) = (−1)3 − 2(−1)2 − 3(−1) + 1
= −1 − 2 + 3 + 1 = 1 > 0
f (1) = (1)3 − 2(1)2 − 3(1) + 1
= 1 − 2 − 3 + 1 = −3 < 0
Therefore there is a point c∈ [ −1,1] such that f (c ) = 0
i.e. c is the root of the equation. q
v Theorem (The intermediate value theorem)
Suppose f is continuous on [ a, b] and f (a ) ≠ f (b ) , then given a number λ that
lies between f (a ) and f (b) , ∃ a point c , a < c < b with f (c) = λ .
Proof
Let f (a ) < f (b) and f (a ) < λ < f (b) .
Suppose g ( x) = f ( x ) − λ
Then g (a ) = f (a ) − λ < 0 and g (b) = f (b) − λ > 0
⇒ ∃ a point c between a and b such that g (c) = 0
⇒ f (c ) − λ = 0 ⇒ f (c ) = λ
If f (a ) > f (b) then take g ( x) = λ − f ( x) to obtain the required result. q
12
v Theorem
Suppose f is continuous on [ a, b] , then f is bounded on [ a, b]
(Continuity implies boundedness)
Proof
Suppose that f is not bounded on [ a, b] ,
We can, therefore, find a sequence { xn } in the interval [ a, b] such that
f ( xn ) > n for all n ≥ 1 .
⇒ { f ( xn )} diverges.
But a ≤ xn ≤ b ; n ≥ 1
⇒ ∃ a subsequence { x } such that { x } converges to λ .
nk nk

⇒ { f ( x )}
nk also converges to λ .
⇒ { f ( xn )} converges to λ .
Which is contradiction
Hence our supposition is wrong. q
v Uniform continuity
Let f be a mapping of a metric space X into a metric space Y . We say that f
is uniformly continuous on X if for every ε > 0 there exists δ > 0 such that
dY ( f ( p), f (q) ) < ε ∀ p, q ∈ X for which d x ( p, q ) < δ
The uniform continuity is a property of a function on a set i.e. it is a global
property but continuity can be defined at a single point i.e. it is a local property.
Uniform continuity of a function at a point has no meaning.
If f is continuous on X then it is possible to find for each ε > 0 and for each
point p of X , a number δ > 0 such that dY ( f ( x), f ( p) ) < ε whenever
d X ( x, p ) < δ . Then number δ depends upon ε and on p in this case but if f is
uniformly continuous on X then it is possible for each ε > 0 to find one number
δ > 0 which will do for all point p of X .
It is evident that every uniformly continuous function is continuous.
To emphasize a difference between continuity and uniform continuity on set S ,
we consider the following examples. q
v Example
Let S be a half open interval 0 < x ≤ 1 and let f be defined for each x in S by
the formula f ( x) = x 2 . It is uniformly continuous on S . To prove this observe that
we have
f ( x) − f ( y) = x 2 − y 2
= x− y x+ y
< 2 x− y
If x − y < δ then f ( x ) − f ( y ) < 2δ = ε
ε
Hence if ε is given we need only to take δ = to guarantee that
2
f ( x ) − f ( y ) < ε for every pair x, y with x − y < δ
Thus f is uniformly continuous on the set S . q
 13
v Example
f ( x) = x n , n ≥ 0 is uniformly continuous of [0,1]
Solution
For any two values x1, x2 in [0,1] we have
x1n − x2n = ( x1 − x2 ) ( x1n−1 + x1n−2 x2 + x1n−3 x22 + ..... + x2n−1 )
≤ n x1 − x2
ε
Given ε > 0 , we can find δ = independent of x1 and x2 such that
n
ε
x12 − x22 < n x1 − x2 < ε whenever x1, x2 ∈ [0,1] and x1 − x2 < δ =
n
Hence the function f is uniformly continuous on [0,1] . q

v Example
Let S be the half open interval 0 < x ≤ 1 and let a function f be defined for each
1
x in S by the formula f ( x ) = . This function is continuous on the set S ,
x
however we shall prove that this function is not uniformly continuous on S .
Solution
Let suppose ε = 10 and suppose we can find a δ , 0 < δ < 1 , to satisfy the
condition of the definition.
δ
Taking x = δ , y = , we obtain
11
10δ
x− y = < δ
11
and
1 11 10
f ( x) − f ( y) = − = > 10
δ δ δ
Hence for these two points we have f ( x ) − f ( y ) > 10 (always)
Which contradict the definition of uniform continuity.
Hence the given function being continuous on a set S is not uniformly
continuous on S . q
v Example
1
f ( x ) = sin ; x ≠ 0 . is not uniformly continuous on 0 < x ≤ 1 i.e (0,1].
x
Proof
Suppose that f is uniformly continuous on the given interval then for ε = 1 ,
there is δ > 0 such that
f ( x1 ) − f ( x2 ) < 1 whenever x1 − x2 < δ
1 1
Take x1 = and x2 = , n ≥1.
( n − 2 )π
1
3 ( n − 12 )π
2
So that x1 − x2 < δ =
3 ( n − 12 )π
But f ( x1 ) − f ( x2 ) = sin ( n − 12 )π − sin 3 ( n − 12 )π = 2 >1
Which contradict the assumption.
Hence f is not uniformly continuous on the interval. q
14
v Example
Prove that f ( x) = x is uniformly continuous on [0,1] .
Solution
Suppose ε = 1 and suppose we can find δ , 0 < δ < 1 to satisfy the condition of
the definition.
δ2
Taking x = δ , y =
2

4
δ2 3δ 2
Then x − y = δ − 2
= <δ
4 4
δ2
And f ( x) − f ( y) = δ −
2

4
δ δ
= δ− = < 1=ε
2 2
Hence f is uniformly continuous on [0,1] . q

v Theorem
If f is continuous on a closed and bounded interval [ a, b] , then f is uniformly
continuous on [ a, b] .
Proof
Suppose that f is not uniformly continuous on [ a, b] then ∃ a real number
ε > 0 such that for every real number δ > 0 .
We can find a pair u , v satisfying
u − v < δ but f (u ) − f (v) ≥ ε > 0
1
If δ = , n = 1,2,3,....
n
We can determine two sequence {un } and {vn } such that
1
u n − vn < but f (un ) − f (vn ) ≥ ε
n
Q a ≤ un ≤ b ∀ n = 1,2,3.......
∴ there is a subsequence {u } which converges to some number
nk u0 in [ a, b]
⇒ for some λ > 0 , we can find an integer n0 such that
unk − u0 < λ ∀ n ≥ n0
1
⇒ vnk − u0 ≤ vnk − unk + unk − u0 < +λ
n
{ }
⇒ vnk also converges to u0 .
⇒ { f ( u )} and { f ( v )} converge to f (u ) .
nk nk 0

Consequently, f ( u ) − f ( v ) < ε whenever

nk nk unk − vnk < ε
Which contradict our supposition.
Hence we conclude that f is uniformly continuous on [ a, b] . q

…………………………….
 15
v Theorem
Let f and g be two continuous mappings from a metric space X into ¡ k , then
the mappings f + g and f ⋅ g are also continuous on X .
i.e. the sum and product of two continuous vector valued function are also
continuous.
Proof
i) Q f & g are continuous on X .
∴ by the definition of continuity, we have for a point p ∈ X .
ε
f ( x) − f ( p ) < whenever x − p < δ 1
2
ε
and g ( x) − g ( p) < whenever x − p < δ2
2
Now consider
f ( x) + g ( x) − f ( x) − g ( p )
= f ( x ) − f ( p ) + g ( x) − g ( p )
≤ f ( x) − f ( p ) + g ( x) − g ( p)
ε ε
+ = ε whenever x − p < δ where δ = min (δ 1, δ 2 )
<
2 2
which shows that the vector valued function f + g is continuous at x = p and
hence on X .
k
ii) f ⋅g = ∑ f ⋅g
i =1
i i

= f1g1 + f 2 g 2 + f 3 g 3 + ..... + f k g k
Q the function f and g are continuous on X
∴ their components f i and g i are continuous on X . q

v Question
Suppose f is a real valued function define on ¡ which satisfies
lim [ f ( x + h) − f ( x − h)] = 0 ∀ x ∈ ¡
h→0
Does this imply that the function f is continuous on ¡ .
Solution
Q lim [ f ( x + h) − f ( x − h) ] = 0 ∀ x∈¡
h→0
⇒ lim f ( x + h) = lim f ( x − h)
h→0 h→0
⇒ f ( x + 0) = f ( x − 0) ∀ x ∈ ¡
Also it is given that f ( x) = f ( x + 0) = f ( x − 0)
It means f is continuous on x ∈ ¡ . q

……………………………
16
v Discontinuities
If x is a point in the domain of definition of the function f at which f is not
continuous, we say that f is discontinuous at x or that f has a discontinuity at
x.
If the function f is defined on an interval, the discontinuity is divided into two
types
1. Let f be defined on ( a, b ) . If f is discontinuous at a point x and if f ( x+ ) and
f ( x−) exist then f is said to have a discontinuity of first kind or a simple
discontinuity at x .
2. Otherwise the discontinuity is said to be second kind.
For simple discontinuity
i. either f ( x +) ≠ f ( x −) [ f ( x) is immaterial]
ii. or f ( x + ) = f ( x −) ≠ f ( x) q

v Example
1 , x is rational
i) Define f ( x) = 
0 , x is irrational
The function f has discontinuity of second kind on every point x because
neither f ( x+ ) nor f ( x−) exists. q

 x , x is rational
ii) Define f ( x) = 
 0 , x is irrational
Then f is continuous at x = 0 and has a discontinuity of the second kind at
every other point. q
 x+2 (−3 < x < −2)
iii) Define f ( x ) =  − x − 2 (−2 < x < 0)
 x+2 (0 < x < 1)

The function has simple discontinuity at x = 0 and it is continuous at every other
point of the interval (−3,1) q

 1
sin , x≠0
iv) Define f ( x ) =  x
 0 , x=0

Q neither f (0+ ) nor f (0−) exists, therefore the function f has discontinuity
of second kind.
f is continuous at every point except x = 0 . q

References: (1) Lectures (2003-04)

Prof. Syyed Gull Shah
Chairman, Department of Mathematics.
University of Sargodha, Sargodha.
(2) Book
Principles of Mathematical Analysis
Walter Rudin (McGraw-Hill, Inc.)

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