Throughout this chapter, is a non-empty subset of and is a function.

Continuous Functions

The function is continuous at if for any given there exists such that if and then . If is not continuous at then we say that is discontinuous at . The function is continuous on if is continuous at every point in .
Suppose that is a cluster point of and is continuous at . Then from the definition of continuity, exists and equal to . If is not a cluster point of then there exists such that and continuity of at is immediate. In either case, we see that is continuous at if and only if The following is then immediate.
The function is continuous at if and only if for every sequence in converging to , converges to :
Notice that here is allowed to take on the value . The following is immediate.
The function is discontinuous at if and only if there exists a sequence in converging to but does not converge to .
If is a polynomial function then for every . Thus, is continuous everywhere. If is another polynomial function and then Hence, is continuous at every where is non-zero.
Determine the points of continuity of
Suppose that . Then . Hence, is continuous at . Consider now . The sequence converges to but does not converge. Hence, does not exist. Thus, even though is well-defined, is discontinuous at .
The following function was considered by Peter Dirichlet in 1829: Prove that is discontinuous everywhere.
Let be irrational and let . Then for all , there exists (by the Density theorem) and therefore . Hence, is discontinuous at . A similar argument shows that is discontinuous . Alternatively, if then there exists a sequence of irrational numbers converging to . Now and , and this proves that is discontinuous at . A similar arguments holds for irrational.
Let and define as The graph of is shown in Figure 5.1. Prove that is continuous at every irrational number in and is discontinuous at every rational number in .
Let with . There exists a sequence of irrational numbers in converging to . Hence, while . This shows that is discontinuous at . Now let be irrational and let be arbitrary. Let be such that . In the interval , there are only a finite number of rationals with , otherwise we can create a sequence with , all the rationals distinct and thus necessarily is unbounded. Hence, there exists such that the interval contains only rational numbers with . Hence, if then and therefore . On the other hand, if is irrational then . This proves that is continuous at .
figures/thomae-function.svg
Thomae's function is continuous at each irrational and discontinuous at each rational
Suppose that has a limit at but is not defined at . We can extend the definition of by defining Now, , and thus is continuous at . Hence, functions that are not defined at a particular point but have a limit at can be extended to a function that is continuous at . Points of discontinuity of this type are called removal singularities. On the other hand, the function is not defined at and has not limit at , and therefore cannot be extended at to a continuous function.

Exercises

Let Prove that is continuous at .
Let Prove that is discontinuous at .
This is an interesting exercise.
  1. Suppose that is continuous on and that for every rational number . Prove that in fact for all .
  2. Let be continuous functions on such that for every rational number . Prove that in fact for all . Hint: Part (a) will be useful here.
Suppose that is a continuous function such that for every . Prove that in fact for every .

Combinations of Continuous Functions

Not surprisingly, the set of continuous functions is closed under the basic operation of arithmetic.
Let be continuous functions at and let . Then
  1. , , , and are continuous at .
  2. If is continuous at and for all then is continuous at .
Let be arbitrary. By continuity of and at , there exists such that for all such that , and there exists such that for all such that . Let . Then for such that we have that This proves that is continuous at . A similar proof holds for . Consider now the function . If then for all and continuity is trivial. So assume that . Let be arbitrary. Then there exists such that if , , then . Therefore, for , , we have that We now prove continuity of . Let be any sequence in converging to . Then converges to by continuity of at , and converges to by continuity of at . Hence the sequence converges to . Hence, for every sequence converging to , converges to . This shows that is continuous at .
Let be continuous functions on and let . Then
  1. , , , and are continuous on .
  2. If is continuous on and for all then is continuous on .
Prove that is continuous on .
Let be arbitrary. Let . If then .
All polynomials are continuous everywhere.
Rational functions , with on , are continuous on .
If is continuous then is continuous, where is arbitrary.
Let be arbitrary. Then there exists such that for all . Therefore, if then and therefore
To prove continuity of and we use the following facts. For all , and , and for all
Prove that and are continuous everywhere.
We have that Hence given we choose . The proof that is continuous follows from the fact that and Lemma 5.2.6.
The functions , , , and are continuous on their domain.
Prove that is continuous on .
For , we must consider . Given let . Then if and then . This shows that is continuous at . Now suppose that . Then Hence, given , suppose that . Then .
Prove that is continuous everywhere.
Follows from the inequality .
The last theorem of this section is concerned with the composition of continuous functions.
Let and let be continuous functions and suppose that . Then the composite function is continuous.
Let be given. Let and let . Then there exists such that if then . Now since is continuous at , there exists such that if then . Therefore, if then and therefore . This proves that is continuous at . Since is arbitrary, is continuous on .
If is continuous then is continuous. If for all then is continuous.

Continuity on Closed Intervals

In this section we develop properties of continuous functions on closed intervals.
We say that is bounded on if there exists such that for all .
If is not bounded on then for any given there exists such that .
Consider the function defined on the interval . Let be arbitrary. Then if then . For instance, take . However, on the interval , is bounded by .
Let be a continuous function. If is a closed and bounded interval then is bounded on .
Suppose that is unbounded. Then for each there exists such that . Now the sequence is bounded since . By the Bolzano-Weierstrass theorem, has a convergent subsequence, say , whose limit satisfies . Since is continuous at then exists and equal to . This is a contradiction since implies that is unbounded.
Let be a function.
  1. The function has an absolute maximum on if there exists such that for all . We call a maximum point and the maximum value of on .
  2. The function has an absolute minimum on if there exists such that for all . We call a minimum point and the minimum value of on .
Suppose that is continuous. By Theorem 5.3.3, the range of , that is , is bounded and therefore and exist. In this case, we want to answer the question as to whether and are elements of . In other words, as to whether achieves its maximum and/or minimum value on . That is, if there exists such that for all .
The function is continuous on . However, is unbounded on and never achieves a maximum value on .
The function is continuous on , is bounded on but never reaches its maximum value on , that is, if then .
Let be a continuous function. If is a closed and bounded interval then has a maximum and minimum point on .
Let be the range of . By Theorem 5.3.3, exists; set . By the definition of the supremum, for each there exists such that . In particular, for , there exists such that . Then . The sequence is bounded and thus has a convergent subsequence, say . Let . Clearly, . Since is continuous at , we have that . Hence, is a maximum point. A similar proof establishes that has a minimum point on .
By Theorem 5.3.7, we can replace with , and with . When the interval is clear from the context, we will simply write and . The following example shows the importance of continuity in achieving a maximum/minimum.
The function defined by does not achieve a maximum value on the closed interval .
The next theorem, called the Intermediate Value Theorem, is the main result of this section, and one of the most important results in this course.
Consider the function and suppose that . If is continuous then for any such that there exists such that .
Let . The set is non-empty because . Moreover, is clearly bounded above. Let . By the definition of the supremum, there exists a sequence in such that . Since it follows that . By definition of , and since is continuous at we have that , and thus . Now let be such that and . Then converges to and because . Therefore, since we have that . Therefore, and this proves that . This shows also that .
The Intermediate Value Theorem has applications in finding points where a function is zero.
Let be a function and suppose that . If is continuous then there exists such that .
A hiker begins his climb at 7:00 am on a marked trail and arrives at the summit at 7:00 pm. The next day, the hiker begins his trek down the mountain at 7:00 am, takes the same trail down as he did going up, and arrives at the base at 7:00 pm. Use the Intermediate Value Theorem to show that there is a point on the path that the hiker crossed at exactly the same time of day on both days.
Let be the distance traveled along the trail on the way up the mountain after units of time, and let be the distance remaining to travel along the trail on the way down the mountain after units of time. Both and are defined on the same time interval, say if is measured in hours. If is the length of the trail, then , , and . Let . Then and . Hence, there exists such that . In other words, , and therefore is the time of day when the hiker is at exactly the same point on the trail.
Prove by the Intermediate Value Theorem that has a root in the interval .
The function is continuous on . We have that and . Therefore, there exists such that , i.e., has a zero in the interval .
The next results says, roughly, that continuous functions preserve closed and bounded intervals. In the following theorem, we use the short-hand notation for the range of under .
If is continuous then .
Since achieves its maximum and minimum value on , there exists such that for all . Hence, . Assume for simplicity that . Then . Let be such that . Then by the Intermediate Value Theorem, there exists such that . Hence, , and this shows that . Therefore, .
It is worth noting that the previous theorem does not say that .

Exercises

Let be any function. Show that if achieves its maximum at then achieves its minimum at .
Let and be continuous functions on . Suppose that and . Prove that for at least one in .
Let be a continuous function and suppose that for all . Show that there exists such that . Hint: Consider the function on the interval .
Let be a continuous function. Prove that if for all then is a constant function. Hint: You will need the Density Theorem and the Intermediate Value Theorem.

Uniform Continuity

In the definition of continuity of at , the will in general not only depend on but also on . In other words, given two points and fixed , the minimum and needed for and in the definition of continuity are generally going to be different. To see this, consider the continuous function . Then it is straightforward to verify that if then if and only if Let and , and let . Then implies that if and only . On the other hand, implies that if and only if . The reason that a smaller delta is needed at is that the slope of at is larger than that at . On the other hand, consider the function . For any it holds that Hence, given any we can set and then implies that . The punchline is that will work for any . These motivating examples lead to the following definition.
The function is said to be uniformly continuous on if for each there exists such that for all satisfying it holds that .
Let be any non-zero constant. Show that is uniformly continuous on .
We have that . Hence, for any we let , and thus if then .
Prove that is uniformly continuous.
We have that Hence, for let and if then .
Show that is uniformly continuous on .
We have that Now, implies that and therefore It follows that . Hence, given we let , and if then .
The following is a simple consequence of the definition of uniform continuity.
Let be a function. The following are equivalent:
  1. The function is not uniformly continuous on .
  2. There exists such that for every there exists such that but .
  3. There exists and two sequences and such that and .
Let and let . Let and let . Then . Now . Hence, if then . This proves that is not uniformly continuous on .
Let be a continuous function with domain . If is continuous on then is uniformly continuous on .
We prove the contrapositive, that is, we will prove that if is not uniformly continuous on then is not continuous on . Suppose then that is not uniformly continuous on . Then there exists such that for , there exists such that but . Clearly, . Now, since , by the Bolzano-Weierstrass theorem there is a subsequence of that converges to a point . Now, and therefore also . Hence, both and are sequences in converging to but . Hence and do not converge to the same limit and thus is not continuous at . This completes the proof.
The following example shows that boundedness of a function does not imply uniform continuity.
Show that is not uniformly continuous on .
Consider and . Clearly . On the other hand
The reason that is not uniformly continuous is that is increasing rapidly on arbitrarily small intervals. Explicitly, it does not satisfy the following property.
A function is called a Lipschitz function on if there exists a constant such that for all .
Suppose that is Lipschitz with Lipschitz constant . Then for all we have that Hence, the secant line through the points and has slope no larger than in magnitude. Hence, a Lipschitz function has a constraint on how quickly it can change (measured by ) relative to the change in its inputs (measured by ).
Since , is a Lipschitz function on with constant .
If , the function is Lipschitz on with constant . When , is clearly Lipschitz with arbitrary constant .
If is a Lipschitz function on then is uniformly continuous on .
By assumption, for all for some constant . Let be arbitrary and let . Then if then . Hence, is uniformly continuous on .
The following example shows that a uniformly continuous function is not necessarily Lipschitzian.
Consider the function defined on . Since is continuous, is uniformly continuous on . To show that is not Lipschitzian on , let and consider the inequality for some . If then if and only if if and only if . If , it holds that , and thus no such can exist. Thus, is not Lipschitzian on .

Exercises

Let and let be uniformly continuous functions on . Prove that is uniformly continuous on
Let and let be Lipschitz functions on . Prove that is a Lipschitz function on .
Give an example of a function that is uniformly continuous on but is not bounded on .
Prove that is not uniformly continuous on .
Give an example of distinct functions and that are uniformly continuous on but is not uniformly continuous on . Prove that your resulting function is indeed not uniformly continuous.
A function is said to be -periodic on if there exists a number such that for all . Prove that a -periodic continuous function on is bounded and uniformly continuous on . Hint: First consider on the interval .