MATH 2400 LECTURE NOTES: CONTINUITY AND LIMITS

PETE L. CLARK

Contents 1. Introduction to Calculus 1.1. Some derivatives without formal limits 2. Some derivatives without a careful denition of limits 3. Limits in Terms of Continuity 4. Continuity Done Right 4.1. The formal deninition of continuity 4.2. Basic properties of continuous functions 5. Limits Done Right 5.1. The Formal Denition of a Limit 5.2. Basic Properties of Limits 5.3. The Squeeze Theorem and the Switching Theorem 5.4. Variations on the Limit Concept References 1 1 3 5 7 7 8 11 11 12 13 16 18

1. Introduction to Calculus 1.1. Some derivatives without formal limits. We have seen that in order to dene the derivative f of a function f : R R we need to understand the notion of a limit of a function at a point. It turns out that giving a mathematically rigorous and workable denition of a limit is hard really hard. Let us begin with a quick historical survey of this problem. It is generally agreed that calculus was invented (discovered?) independently by Isaac Newton and Gottfried Wilhelm von Leibniz, roughly in the 1670s. Leibniz was the rst to publish on calculus, in 1685. However Newton probably could have published his work on calculus before Leibniz, but held it back for various reasons.1 As usual, saying calculus was discovered by Newton and Leibniz is an oversimplication. Computations of areas and volumes which we can now recognize as using calculus concepts go back to ancient Egypt, if not earlier. The Greek mathematicians Eudoxus (408-355 BCE) and Archimedes (287-212 BCE) developed the method of exhaustion, a limiting process which anticipates integral calculus. Also Chinese and Indian mathematicians made signicant achievements. Even in
1I highly recommend James Gleicks biography of Newton. If I wanted to distill hundreds of pages of information about his personality into one word, the word I would choose is...weirdo. 1

PETE L. CLARK

modern Europe Newton and Leibniz were not functioning in an intellectual vacuum. They were responding to and continuing earlier work by Pierre de Fermat (on tangent lines, for instance) and John Wallis, Isaac Barrow and James Gregory. But this should not be surprising: all scientic and intellectual work builds on work of others. The point is that the accomplishments of Newton and Leibniz were signicant enough so that after their eorts calculus existed as a systematic body of work, whereas before them it did not. How did Newton and Leibniz construe the fundamental concept, namely that of a limit? In fact both of their eorts were far from satisfactory, indeed far from making good sense. Newtons limiting concept was based on a notion of uxions, which is so obscure that we need not say anything about it here. Leibniz, by his nature a philosopher and writer as well as a mathematician, at least addressed the diculties less obscurely and came up with the notion of an innitesimal quantity. This is, roughly, a quantity which is not zero but vanishingly small, i.e., smaller than any ordinary positive number. The concept of innitesimals has been taken up by mathematicians since Leibniz, in ways that we had better not even try to explain here. But for instance one has a denition of an innitesimal element x of an ordered eld K , which is an ele1 ment x which is positive but smaller than n for all n Z+ . It is easy to see that an ordered eld admits innitesimal elements i it does not satisfy the Archimedean axiom, whereas as we have seen the real numbers R do satisfy the Archimedean axiom. So at best Lebiniz was advocating a limiting process based on a completely dierent idea of real numbers than the one we have been setting up here. And at worst, Lebinizs writing on innitesimals seems like equivocation: at dierent stages of a calculation the same quantity is at one point vanishingly small and at another point not. Leibnizs calculus of infnitesimals required, among other things, some goodwill: if you used innitesimals the way he did in his calculations then at the end you would get a sensible (in fact, correct, by modern standards) answer. But if you wanted to make trouble and ask why innitesimals could not be manipulated in other ways which swiftly led to contradictions, it was all too easy to do so. In fact the calculus of Newton and Leibniz had a famous early critic, Bishop (George) Berkeley. In 1734 he published The Analyst, subtitledA DISCOURSE Addressed to an Indel MATHEMATICIAN. WHEREIN It is examined whether the Object, Principles, and Inferences of the modern Analysis are more distinctly conceived, or more evidently deduced, than Religious Mysteries and Points of Faith. In a still famous phrase, Berkeley described uxions as the ghosts of departed quantities. I havent read Berkeleys text, but from what I am told it displays a remarkable amount of mathematical sophistication and most of its criticisms are essentially valid! So if the mid 17th century is the birth of systematic calculus it is not the birth of a satisfactory treatment of the limiting concept. When did this come? In fact more than 150 years later! The modern denition of limits via inequalities was given by Bolzano in 1817 (but not widely read), in a somewhat imprecise form by Cauchy in

MATH 2400 LECTURE NOTES: CONTINUITY AND LIMITS

his inuential 1821 text, and then nally in the modern form by Weierstrass around 1850. 2. Some derivatives without a careful definition of limits Example 2.1: Let f (x) = mx + b be a linear function. Then f has the following property: for any x1 = x2 , secant line between the two points (x1 , f (x1 )) and (x2 , f (x2 )) is the line y = f (x). Indeed, the slope of the secant line is f (x2 ) f (x1 ) mx2 + b (mx1 + b) m(x2 x1 ) = = = m. x2 x1 x2 x1 x2 x1 Thus the secant line has slope m and passes through the point (x1 , f (x1 )), as does the linear function f . But there is a unique line passing through a given point with a given slope, so that the secant line must be y = mx + b. Using this, it is now not at all dicult to compute the derivative of a linear function...assuming an innocuous fact about limits. Example 2.2: Let f (x) = mx + b. Then f (x + h) f (x) mh = lim m(x + h) + b (mx + b)h = lim = lim m. h0 h0 h h0 h The above computation is no surprise, since we already saw that the slope of any secant line to a linear function y = mx + b is just m. So now we need to evaluate the limiting slope of the secant lines. But surely if the slope of every secant line is m, the desires limiting slope is also m, and thus f (x) = m (constant function). Let us record the fact about limits we used. f (x) = lim
h0

Fact 1. For any constant function f (x) = C , the limit of f (x) as x approaches a is equal to C . Example 2.3: Let f (x) = x2 . Then f (x + h) f (x) (x + h)2 x2 = lim h0 h0 h h x2 + 2xh + h2 x2 h(2x + h) = lim = lim = lim 2x + h. h0 h0 h0 h h Now Leibniz would argue as follows: in computing the limit, we want to take h innitesimally close to 0. Thus 2x + h is innitesimally close to 2x, and so in the limit the value is 2x. Thus f (x) = 2x. But these are just words. A simpler and equally accurate description of what we )f (x) until we have done is as follows: we simplied the dierence quotient f (x+hh got an expression in which it made good sense to plug in h = 0, and then we plugged in h = 0. If you wanted to give a freshman calculus student practical instructions on how to compute derivatives of reasonably simple functions directly from the denition, I think you couldnt do much better than this! f (x) = lim Example 2.4: f (x) = x3 . Then f (x) = lim f (x + h) f (x) (x + h)3 x3 x3 + 3x2 h + 3xh2 + h3 x3 = lim = lim h0 h0 h0 h h h

PETE L. CLARK

h(3x2 + 3xh + h2 ) = lim 3x2 + 3xh + h2 . h0 h0 h Again we have simplied to the point where we know what the answer should be: we may now plug in h = 0, getting = lim f (x) = 3x2 . Example 2.5: For n Z+ , let f (x) = xn . Then (x + h)n xn f (x + h) f (x) = lim h0 h0 h h n (n) ni i x h xn = lim i=0 i h0 h n (n) ni ii ( ) ( ) n ( ) h i=1 i x h n n1 n ni i2 n n1 lim = lim x +h x h = x = nxn1 . h0 h0 1 h i 1 i=2 f (x) = lim At this point we have seen many examples of a very pleasant algebraic phenomenon. Namely, for y = f (x) a polynomial function, when we compute the dierence )f (x) we nd that the numerator, say G(h) = f (x + h) f (x), quotient f (x+hh always has h as a factor: thus we can write it as G(h) = hg (h), where g (h) is another polynomial in h. This is exactly what we need in order to compute the derivative, because when this happens we get f (x + h) f (x) hg (h) = lim = lim g (h) = g (0). h0 h0 h h Can we guarantee that this factorization f (x + h) f (x) = G(h) = hg (h) always takes place? Indeed we can! By the Root-Factor Theorem, we may factor out h = h 0 from the polynomial G(h) i 0 is a root, i.e., G(0) = 0. But indeed G(0) = f (x + 0) f (x) = f (x) f (x) = 0. Thus some simple polynomial algebra ensures that we will be able to compute the derivative of any polynomial function, provided we assume the following fact. f (x) = lim
h0

Fact 2. For any polynomial function g ,

ha

lim g (h) = g (a).

(This generalizes our rst fact above, since constant functions are polynomials.) On the other hand, dierentiating even polynomial functions directly from the denition is somewhat tedious. Perhaps we can establish some general rules to streamline the process? For instance, suppose we know the derivative of some function f : what can we say about the derivative of cf (x), where c is some real number? Lets see: ( ) f (x + h) f (x) cf (x + h) cf (x) = lim c . lim h0 h0 h h If we suppose that limxa cf (x) = c limxa f (x), then we can complete this computation: the derivative of cf (x) is cf (x). Let us again record what we have assumed about limits. Fact 3. If limxa f (x) = L, then limxa cf (x) = cL.

MATH 2400 LECTURE NOTES: CONTINUITY AND LIMITS

This tells for instance that the derivative of 17x10 is 17(10x9 ) = 170x9 . More generally, this tells us that the derivative of the general monomial cxn is cnxn1 . Now what about sums? Let f and g be two functions, and suppose we know the derivatives of f and g . Then the derivative of f + g is f (x + h) + g (x + h) f (x) g (x) f (x + h) f (x) g (x + h) g (x) lim = lim + . h0 h0 h h h If we assume that the limit of a sum is the sum of limits, we may complete this calculation and get that (f + g ) = f + g . Again, lets record what weve used. Fact 4. If limxa f (x) = L and limxa g (x) = M , then limx (f + g )(x) = L + M . Exercise2 2.6: Show by mathematical induction that if f1 , . . . , fn are functions with . derivatives f1 , . . . , fn , then (f1 + . . . + fn ) = f1 + . . . + fn Putting these facts together, we get an expression for the derivative of any polynomial function: if f (x) = an xn + . . . + a1 x + a0 , then f (x) = nan xn1 + . . . + a1 . In particular the derivative of a degree n polynomial is a polynomial of degree n 1 (and the derivative of a constant polynomial is the zero polynomial). 3. Limits in Terms of Continuity We have been dancing around two fundmaental issues in our provisional treatment of derivatives. The rst is, of course, the notion of the limit of a function at a point. The second, just as important, is that of continuity at a point. In freshman calculus it is traditional to dene continuity in terms of limits. A true fact which is not often mentioned is that this works just as well the other way around: treating the concept of a continuous function as known, one can dene limits in terms of it. Since I think most people have at least some vague notion of what a continuous function is it is, very roughly that the graph y = f (x) is a nice, unbroken curve and my experience tells me that many students have no intuition whatsoever for limits, it may be of some value to perform this exercise of dening limits in terms of continuity. First, let f : R R be a function. For any x R, f may or may not be continuous at x. We say that f is simply continuous if it is continuous at x for every x R. (The concept of continuity also makes sense for functions whose domain is a proper subset of R, but lets nt address this for now.) Let us state some basic and useful properties of continuous functions. (We cannot prove them until we give a denition of continuous function, of course, which will be done soon enough.) Fact 5. a) Every constant function is continuous at every c R. b) The identity function I (x) = x is continuous at every c R. c) If f and g are both continuous at x = c, then f + g and f g are continuous at
2All exercises in these notes are informal and optional.

PETE L. CLARK

x = c. 1 d) If f is continuous at x = c and f (c) = 0, then f is continuous at x = c. e) If f is continuous at x = c and g is continuous at x = f (c), then g f is continuous at x = c. From this relatively small number of facts many other facts follow. For instance, since polynomials are built up out of the identity function and the constant functions by repeated addition and multiplication, it follows that all polynomials are continuous at every c R. Similarly, every rational function f g is continuous at every c in its domain, i.e., at all points c such that g (c) = 0. We now wish to dene the limit of a function f at a point c R. Here it is crucial to remark that c need not be in the domain of f . Rather what we need is that f is dened on some deleted interval Ic, about c: that is, there is some > 0 such that all points in (c , c + ) except possibly at c, f is dened. To see that we really need to set things up this way, consider the basic limit dening the derivative: f (x) = lim f (x + h) f (x) . h

h0

Here x is xed and we are thinking of the dierence quotient as a function of h. Note though that this function is not dened at h = 0: the denominator is equal to zero. In fact what we are trying to when dierentiating is to nd the most reasonable extension of the right hand side to a function which is dened at 0. This brings us to the following denition. Let f be a real-valued function dened on some subset D of R such that (c , c) (c, c + ) is contained in D. Let L be a real number. Then limxc f (x) = L if the function f with domain (c , c + ) and dened as f (x) = f (x), x = c, f (c) = L, is continuous at c. Thus the limit L of a function as x c is a value that if we plug the hole in the graph of the function y = f (x) by setting f (c) = L, we get a graph which is continuous just think nicely behaved, for now at x = c. Note that an immediate consequence of the denition is that if f (x) is itself continuous at x = c, then it is already dened at c and limxc f (x) = f (c). Thus the limit of a continuous function at a point is simply the value of the function at that point. This is very important! In fact, we can now give a better account of what we have been doing when we )f (x) which is dened compute f (x). We start with the dierence quotient f (x+hh for all suciently small h but not for h = 0. Then we manipulate / simplify the dierence quotient until we recognize it as being equal, for all h = 0, to some new function g (h) which is continuous at zero. (For instance, when f (x) = x2 , that new function was g (h) = 2x + h.) Then the limiting value is obtained simply by plugging in h = 0, i.e., it is g (0).

MATH 2400 LECTURE NOTES: CONTINUITY AND LIMITS

4. Continuity Done Right 4.1. The formal deninition of continuity. Let D R and f : D R be a function. For c R we say f is continuous at c if for all > 0 there exists > 0 such that (c , c + ) D and for all x with |x c| < , |f (x) f (c)| < . Morover we say that f is continuous if it is continuous at c for all c in its domain D. The bit about the domain D is traditionally left a bit more implicit, but since we are trying to be precise we may as well be completely precise. The condition is equivalent to requiring that there be some > 0 such that f is dened on (c , c + ) and that for all > 0, whenever we speak of > 0 we always take it as implicit that . In general, mathematical statements become more complex and harder to parse the more alternating quantiers they have: i.e., statements of the form There exists x such that P (x) or For all x, P (x) have a simple logical structure (if P (x) is itself something reasonably simple, of course). Statements of the form For all x, there exists y such that P (x, y ) and There exists x such that for all y , P (x, y ) are a bit more complex; the untrained mind must stop to remind itself that they are not logically equivalent: e.g. if x and y are real numbers and P (x, y ) is x > y then the rst statement is true for every real number, there exists a greatest real number and the second statement is false there is no real number which is greater than every eal number. Now the - denition of continuity has three alternating quantiers : for all, then there exists, then for all. Such complicated statements take practice even to understand. Let us rst talk about the geometric meaning of the statement: the inequality |f (x) f (c)| < means f (c) < f (x) < f (c) + : that is, it determines a horizontal strip centered at the horizontal line y = f (c) of width 2. Similarly, the inequality |x c| < means c < x < c + , so determines a vertical strip centered at the vertical line x = c of width 2 . Thus the statement is saying something about approximating both the y -values and the x-values of the function. Now let us talk about the logical meaning of the statement and the sequence of quantiers. We may think of it as a game: the rst player chooses any > 0 and thereby lays down a horizontal strip bounded above and below by the lines f (c) + and f (c) . The second player chooses a > 0. Moreover, the second player wins if by restricting to x values lying between the vertical lines c and c + , the graph of the function is trapped between the two vertical lines f (c) ; otherwise the rst player wins. Now the assertion that f is continuous at x = c is equivalent to the fact that the second player has a winning strategy: in other words, it is possible for her to win no matter which > 0 the rst player names. Example 4.1: Constant functins f (x) = C are continuous. ...

PETE L. CLARK

Example 4.2: The identity function I (x) = x is continuous. ... Example 4.3: Linear functions f (x) = mx + b are continuous. ... Example 4.4: f (x) = x2 is continuous. ... 4.2. Basic properties of continuous functions. Lemma 6. (Upper and Lower Bounds for Continuous Functions) Let f be continuous at x = c. a) For any > 0, there exists > 0 such that |x c| < implies |f (x)| |f (c)| + . b) Suppose f (c) = 0. Then for any (0, 1), there exists > 0 such that |x c| < implies |f (x)| |f (c)|. Proof. a) For any > 0, there exists > 0 such that |x c| < implies |f (x) f (c)| < . By the Reverse Triangle Inequality, |f (x)| |f (c)| ||f (x)| f (c)| |f (x) f (c)| < , so |f (x)| |f (c)| + . 1 b) We will prove the result for = 2 , leaving the general case as an extra credit c)| problem. There exists > 0 such that |x c| < implies |f (x) f (c)| < |f ( 2 . Again the Reverse Triangle Inequality implies |f (c)| |f (c)| |f (x)| ||f (x)| f (c)|| |f (x) f (c)| < , 2 or |f (c)| |f (c)| |f (x)| > |f (c)| = . 2 2 Theorem 7. Let f and g be functions and c R. a) If f is continuous at c and A R, then Af is continuous at c. b) If f and g are both continuous at c then f + g is continuous at c. c) If f and g are both continuous at c then f g is continuous at c. d) If f and g are both continuous at c and g (c) = 0, then f g is continuous at c. e) If f is continuous at c and g is continuous at f (c) then g f is continuous at c. Proof. For each part we work out the idea of the proof rst and then translate it into a formal - argument. a) Fix > 0. We must show that there exists > 0 such that |x c| < implies |Af (x) Af (c)| < . but |Af (x) Af (c)| = |A||f (x) f (c)|. Moreover, precisely because f is continuous at c we may make the quantity |f (x) f (c) as small as we like by taking x suciently close to c. A quantity which we can make as small as we like times a constant can still be made as small as we like! Now formally: we may assume A = 0 for othewise Af is the constantly zero function, which we have already proved is continuous. For any > 0, since f is continuous at x = c there exists > 0 such that |x c| < implies |f (x) f (c)| < |A| . (Note what is being done here: by continuity, we can make |f (x) f (c)| less

MATH 2400 LECTURE NOTES: CONTINUITY AND LIMITS

than any positive number we choose. It is convenient for us to make it smaller than |A| , where is a previously given positive number.) Then |x c| < implies |Af (x) Af (c)| = |A||f (x) f (c)| < |A| = . |A|

b) Fix > 0. We must show that there exists > 0 such that |x c| < implies |f (x) + g (x) (f (c) + g (c))| < . Now |f (x)+g (x)(f (c)+g (c))| = |(f (x)f (c))+(g (x)g (c))| |f (x)f (c)|+|g (x)g (c)|. This is good: since f and g are both continuous at c, we can make each of |f (x) f (c)| and |g (x) g (c)| as small as we like by taking x suciently close to c. The sum of two quantities which can each be made as small as we like can be made as small as we like! Now formally: choose 1 > 0 such that |x c| < 1 implies |f (x) f (c)| < 2 . Choose 2 > 0 such that |x c| < 2 implies |g (x) g (c)| < 2 . Let = min(1 , 2 ). Then |x c| < implies |x c| < 1 and |x c| < 2 , so |f (x) + g (x) (f (c) + g (c))| |f (x) f (c)| + |g (x) g (c)| < + = . 2 2 c) Fix > 0. We must show that there exists > 0 such that |x c| < implies |f (x)g (x) f (c)g (c)| < . The situation here is somewhat perplexing: clearly we need to use the continuity of f and g at c, and to do this it stands to reason that we should be estimating |f (x)g (x) f (c)g (c)| in terms of |f (x) f (c)| and |g (x) g (c)|, but unfortunately we do not yet see these latter two expressions. So we force them to appear by adding and subtracting f (x)g (c): |f (x)g (x) f (c)g (c)| = |f (x)g (x) f (x)g (c) + f (x)g (c) f (c)g (c)| |f (x)||g (x) g (c)| + |g (c)||f (x) f (c)|. This is much better: now |g (c)||f (x) f (c)| is a constant times something which can be made arbitrarily small, so it can be made arbitarily small. Moreover in the term |f (x)||g (x) g (c)| we can make |g (x) g (c)| arbitarily small by taking x suciently close to c, and as this happens, by continuity of f , |f (x)| gets arbitrarily close to |f (c)|: thus |f (x)| is not constant but still bounded, and something which is bounded times something which can be made arbitarily small can be made arbitrarily small! Now formally: Using Lemma 6a) and taking = 1, there exists 1 > 0 such that |x c| < 1 implies |f (x)| |f (c)| + 1. There exists 2 > 0 such that |x c| < 2 implies |g (x) g (c)| < 2(|f (c )|+1) . Finally, there exists 3 > 0 such that |x c| < 3 implies |f (x) f (c)| < 2|g(c)| . (Here we are assuming that g (c) = 0. If g (c) = 0 then we simply dont have the second term in our expression and the argument is similar but easier.) Taking = min 1 , 2 , 3 , for |x c| < then |x c| is less than 1 , 2 and 3 so |f (x)g (x) f (c)g (c)| |f (x)||g (x) g (c)| + |g (c)||f (x) f (c)| < (|f (c)| + 1) + |g (c)| = + = . 2(|f (c)| + 1) 2|g (c)| 2 2

1 d) Since f g = f g , in light of part c) it will suce to show that if g is continuous 1 is continuous at c. Fix > 0. We must show that there at c and g (c) = 0 then g

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PETE L. CLARK

exists > 0 such that |x c| < implies 1 1 | < . | g (x) g (c) Now 1 1 |g (c) g (x)| |g (x) g (c)| | |= = . g (x) g (c) |g (x)||g (c)| |g (x)||g (c)| Since g is continuous at x = c, we can make the numerator |g (x) g (c)| as small as we like by taking x suciently close to c. This will make the entire fraction as small as we like provided the denominator is not also getting arbitrarily small as x approaches c. But indeed, since g is continuous at c and g (c) = 0, the denominator is approaching |g (c)|2 = 0. Thus again we have a quantity which we can make arbitarily small times a bounded quantity, so it can be made arbitrarily small! Now formally: We apply Lemma 6b) with = 1 2 : there exists 1 > 0 such that |x c| < 1 implies |g (c)| |g (x)| 2 and thus also ( ) c)|2 Also there exists 2 > 0 such that |x c| < 2 implies |g (x) g (c)| < |g(2 . Taking = min(1 , 2 , |x c| < implies ( ) ( ) 1 1 1 2 |g (c)|2 | |= |g (x) g (c)| < = . g (x) g (c) |g (x)||g (c)| |g (c)|2 2 e) Fix > 0. Since g (y ) is continuous at y = f (c), there exists > 0 such that |y f (c)| < implies |g (y ) g (f (c))| < . Moreover, since f is continuous at c, there exists > 0 such that |x c| < implies |f (x) f (c)| < . Thus, if |x c| < , |f (x) f (c)| = |y f (c)| < and hence |g (f (x)) g (f (c))| = |g (y ) g (f (c))| < . Corollary 8. All rational functions are continuous. Proof. Since rational functions are built out of constant functions and the identity by repeated addition, multiplication and division, this follows immediately from Theorem 7. Other elementary functions: unfortunately if we try to go beyond rational functions to other elementary functions familiar from precalculus, we run into the issue that we have not yet given complete, satisfactory denitions of these functions! For instance, take even the relatively innocuous f (x) = x. We want this function to have domain [0, ), but this uses the special property of R that every non-negative number has a square root: we havent proved this yet! If > 0is irrational we have not given any denition of the power function x . Similarly we do not yet have rigorous denitions of ax for a > 1, log x, sin x and cos x, so we are poorly placed to rigorously prove their continuity. However (following Spivak) in order so as not to drastically limit the supply of functions to appear in our examples and exercises, we will proceed for now on the assumption that all the above elementary functions are continuous. We hasten to make two remarks: 1 2 . |g (x)||g (c)| |g (c)|2

MATH 2400 LECTURE NOTES: CONTINUITY AND LIMITS

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Remark 4.5: This assumption can be justied! That is, all the elementary functions above are indeed continuous at every point of their domain (with the small proviso that for power functions like x we will need to give a separate denition of continuity at an endpoint of an interval, coming up soon). And in fact we will prove this later in the course...much later. Remark 4.6: We will not use the continuity of the elementary functions as an assumption in any of our main results (but only in results and examples explicitly involving elementary functions; e.g. we will use the assumed continuity of the sine function to dierentiate it). Thus it will be clear that we are not arguing circularly when we nally prove the continuity of these functions. 5. Limits Done Right 5.1. The Formal Denition of a Limit. In order to formally dene limits, it is convenient to have the notion of a deleted interval Ic, about a point c, namely a set of real numbers of the form 0 < |x c| < for some > 0. Thus Ic consists of (c , c) together with the points (c, c + ), or more colloquially it contains all points suciently close to c but not equal to c. Now comes the denition. For real numbers c and L and a function f : D R R, we say limxc f (x) = L if for every > 0 there exists > 0 such that for all x in the deleted interval Ic, i.e., for all x with 0 < |x c| < f is dened at x and |f (x) L| < . Among all the many problems of limits, perhaps the following is the most basic and important. Theorem 9. The limit at a point is unique (if it exists at all): that is, if L and M are two numbers such that limxc f (x) = L and limxc f (x) = M , then L = M . Proof. Seeking a contradiction, we suppose L = M ; it is no loss of generality to suppose that L < M (otherwise switch L and M ) and we do so. Now we take = M L in the denition of limit: since limxc f (x) = L, there exists 1 > 0 such that 2 L 0 < |x c| < 1 implies |f (x) L| < M 2 ; and similarly, since limxc f (x) = M , L there exists 2 > 0 such that 0 < |x c| < 2 implies |f (x) M | < M 2 . Taking = min(1 , 2 , then, as usual, for 0 < |x c| < we get both inequalities: M L |f (x) L| < 2 M L . |f (x) M | < 2 However these inequalities are contradictory! Before we go further we urge the reader to draw a picture to see that the vertical strips dened by the two inequalities above are disjoint : they have no points in common. Let us now check L +L L , f (x) < L + M 2 = M2 . On the other this formally: since |f (x) L| < M 2 M L M +L M L hand, since |f (x) M | < 2 , f (x) > M 2 = 2 . Clearly there is not a single value of x such that f (x) is at the same time greater than and less than

12 M +L 2 ,

PETE L. CLARK

let alone a deleted interval around c of such values of x, so we have reached a contradiction. Therefore L = M . We have now given a formal denition of continuity at a point and also a formal denition of limits at a point. Previously though we argued that each of limits and continuity can be dened in terms of the other, so we are now in an overdetermined situation. We should therefore check the compatibility of our denitions. Theorem 10. Let f : D R R, and let c R. a) f is continuous at x = c if and only if f is dened at c and limxc f (x) = f (c). b) limxc f (x) = L i f is dened in some deleted interval Ic, around x and, dening f on (c , c + ) by f (x) = f (x), x = c, f (c) = L makes f continuous at x = c. Proof. All the pedagogical advantage here comes from working through this yourself rather than reading my proof, so I leave it to you. 5.2. Basic Properties of Limits. Most of the basic properties of continuity discussed above have analogues for limits. We state the facts in the following result. Theorem 11. Let f and g be two functions dened in a deleted interval Ic, of a point c. We suppose that limxc f (x) = L and limxc g (x) = M . a) For any constant A, limxc Af (x) = AL. b) We have limxc f (x) + g (x) = L + M . c) We have limxc f (x)g (x) = LM . (x) L d) If M = 0, then limxc f g (x) = M . We leave the proof to the reader. It is possible to prove any/all of these facts in one of two ways: (i) by rephrasing the denition of limit in terms of continuity and appealing to Theorem 7 above, or (ii) adapting the proofs of Theorem 7 to the current context. Now what about limits of composite functions? The natural analogue of Theorem 7e) above would be the following: If limxc f (x) = L and limxL g (x) = M , then limxc g (f (x)) = M . Unfortunately the above statement is not always true! Example 5.1: Let f (x) = 0 (constant function). Let g (x) be equal to 1 for x = 0 and g (0) = 0. Take c = 0. Then limx0 f (x) = 0 and limx0 g (x) = 1, but for all x R, g (f (x)) = g (0) = 0, so limx0 g (f (x)) = 0. This result can be repaired by requiring the continuity of the outside function g (x). Indeed the proof of the following result is almost identical to that of Theorem 7e) above in which f is also continuous at c: in fact, it shows that the continuity of the inside function f was not really used. Theorem 12. Let f, g be functions with limxc f (x) = L and g continuous at L. Then limxc g (f (x)) = g (L).

MATH 2400 LECTURE NOTES: CONTINUITY AND LIMITS

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Proof. Fix > 0. Since limyf (c) g (y ) = g (L), there exists > 0 such that |y f (c)| < implies |g (y ) g (L)| < . Since limxc f (x) = L, there exists > 0 such that 0 < |x c| < implies |y L| = |f (x) L| < and thus |g (f (x)) g (L)| = |g (y ) g (L)| < . One may rephrase Theorem 12 as: if g is continuous and limxc f (x) exists, then
xc

lim g (f (x)) = g ( lim f (x)).

xc

In other words, one can pull a limit through a continuous function. In this form the result is actually a standard one in freshman calculus. It happens that one can say exactly when the above statement about limits of composite funtions holds. I dont plan on mentioning this in class and you neednt keep it in mind or even read it, but I recently learned that this question has a rather simple answer so I might as well record it here so I dont forget it myself. Theorem 13. (Marjanovi c [MaKa09]) Suppose limxc f (x) = L and limxL g (x) = M . The following are equivalent: (i) limxc g (f (x)) = M . (ii) At least one of the following holds: a) g is continuous at L. b) There exists > 0 such that for all 0 < |x c| < , f (x) = L. Proof. (i) = (ii): We will argue by contradiction: suppose that neither a) nor b) holds; we will show that limxc g (f (x)) = M . Indeed, since b) dooes not hold, for every > 0 there exists x with 0 < |x c| < such that f (x) = L. For such x we have g (f (x)) = g (L). But since a) does not hold, g is not continuous at L, i.e., M = g (L). Thus g (f (x)) = g (L) = M . Taking = |g (L) M | this shows that there is no > 0 such that 0 < |x c| < implies |g (f (x)) M | < , so limxc g (f (x)) = M . (ii) = (i). The case in which a) holds i.e., g is continuous at L is precisely Theorem 12. So it suces to assume that b) holds: there exists some > 0 such that 0 < |x c| < implies f (x) = L. Now x > 0; since limxL g (x) = M , there exists > 0 such that 0 < |y L| < implies |g (y ) M | < . Similarly (and familiarly), since limxc f (x) = L, there exists 1 > 0 such that 0 < |x c| < 1 implies |f (x) L| < . Here is the point: for 0 < |x c| < 1 , we have |f (x) L| < . If in addition 0 < |f (x) L| < , then we may conclude that |g (f (x)) M | < . So our only concern is that pehaps f (x) = L for some c with 0 < |x c| < 1 , and this is exactly what the additional hypothesis b) allows us to rule out: if we take = min(1 , ) then 0 < |x c| < implies 0 < |f (x) L| < and thus |g (f (x)) M | < . Remark 5.2: The nice expository article [MaKa09] gives some applications of the implication (ii)b) = (i) of Theorem 13 involving making an inverse change of variables to evaluate a limit. Perhaps we may revisit this point towards the end of the course when we talk about inverse functions. 5.3. The Squeeze Theorem and the Switching Theorem. Theorem 14. (Squeeze Theorem) Let m(x), f (x) and M (x) be dened on some deleted interval I = (c , c + ) {c} about x = c. We suppose that: (i) For all x I , m(x) f (x) M (x), and

14

PETE L. CLARK

(ii) limxc m(x) = limxc M (x) = L. Then limxc f (x) = L. Proof. Fix > 0. There exists 1 > 0 such that 0 < |x c| < 1 implies |m(x) L| < and 2 > 0 such that 0 < |x c| < 2 implies |M (x) L| < . Let = min(1 , 2 ). Then 0 < |x c| < implies f (x) M (x) < L + and f (x) m(x) > L , so L < f (x) < L + , or equivalently |f (x) L| < .
1 Example 5.3: For 0, dene f : R R by f (x) = x sin( x ), x = 0 and f (0) = 0. By our assumption about the continuity of sign and our results on continuity of rational functions and compositions of continuous functions, f is continuous at all x = 0. We claim that f is continuous at x = 0 i > 0. . . .

Example 5.4: The function f dened above is dierentiable at x = 0 i > 1. . . .

x Example 5.5: limx0 sin x = 1. Solution: This will be a 17th century solution to the problem: i.e., we will assume that the trigonometric functions are continuous and use geometric reasoning, including properties of angles and arclength. (Nevertheless, this solution seems a lot better than not giving any proof at all until much later in the course...)

Consider the unit circle and the point on it Px = (cos x, sin x). There is a right triangle T1 with vertices (0, 0), (cos x, 0), Px . This right triangle is contained in the circular sector determined by all points on or inside the unit circle with angle between 0 and x. In turn this circular sector is contained in a second right triangle T2 , with vertices (0, 0), (1, 0), (1, tan x). Now let us write down the inequalities expressing the fact that since T1 is contained in the circular sector which is contained in T2 , the area of T1 is less than or equal to the area of the circular sector, which is less than or equal to the area of T2 . The area of T1 is (one half the base times the height) 1 2 cos x sin x. The area of x the circular sector is 2x times the area of the unit circle, or 2x = 2 . The area 1 1 sin x of T2 is 2 tan x = 2 cos x . This gives us the inequalities 1 1 1 sin x cos x sin x x , 2 2 2 cos x or equivalently, for x = 0, 1 x . sin x cos x Taking reciprocals this inequality is equivalent to 1 sin x cos x. cos x x Now we may apply the Squeeze Theorem: since cos x is continuous at 0 and takes the value 1 = 0 there, we have 1 = lim cos x = 1. lim x0 x0 cos x cos x

MATH 2400 LECTURE NOTES: CONTINUITY AND LIMITS

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Therefore the Squeeze Theorem implies sin x (1) lim = 1. x0 x

x Example 5.6: We will evaluate limx0 1cos = 0. The idea is to use trigonometric x identities to reduce this limit to an expression involving the limit (1). Here goes: ( ) 1 cos x 1 cos x 1 + cos x cos2 x 1 sin2 x lim = lim = lim = lim x0 x0 x0 x(1 + cos x) x0 x(1 + cos x) x x 1 + cos x ( )( ) sin x sin x 0 = lim ) = 0. lim =1( x0 x x0 1 + cos x 2

Of course we also have limx0 (2)

x0

cos x1 x

= limx0

1cos x x

= 0 = 0. In summary:

lim

1 cos x cos x 1 = lim = 0. x0 x x

Before doing the next two examples we remind the reader of the composite angle formulas from trigonometry: for any real numbers x, y , sin(x + y ) = sin x cos y + cos x sin y, cos(x + y ) = cos x cos y sin x sin y. Example 5.7: If f (x) = sin x, then we claim f (x) = cos x. Indeed f (x + h) f (x) sin(x + h) sin x sin x cos h + cos x sin h sin x f (x) = lim = lim = lim h0 h0 h0 h h h ( ) ( ) 1 cos h sin h = sin x lim + cos x lim = ( sin x) 0 + (cos x) 1 = cos x. h0 h0 h h Example 5.8: If f (x) = cos x, then we claim f (x) = sin x. Indeed f (x + h) f (x) cos(x + h) cos x = lim = h0 h h cos x cos h sin x sin h cos x lim h0 h ( ) ( ) 1 cos h sin h = cos x lim sin x lim = ( cos x) 0+( sin x) 1 = sin x. h0 h0 h h f (x) = lim
h0

Theorem 15. (Switching Theorem) Consider three functions f, g1 , g2 dened on some deleted interval Ic, of x = c. We suppose that: (i) limxc g1 (x) = limxc g2 (x) = L. (ii) For all x with 0 < |x c| < , either f (x) = g1 (x) or f (x) = g2 (x). Then limxc f (x) = L. Proof. Fix > 0. Let 1 > 0 be such that 0 < |x c| < 1 implies |g1 (x) L| < , let 2 > 0 be such that 0 < |x c| < 2 implies |g2 (x) L| < , and let = min(1 , 2 ). Let x be such that 0 < |x c| < . Then either f (x) = g1 (x), in which case |f (x) L| = |g1 (x) L| < , or f (x) = g2 (x), in which case |f (x) L| = |g2 (x) L| < . Either way, |f (x) L| < !

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PETE L. CLARK

Example 5.9: Let f (x) be dened as x for rational x and x for irrational x. We may apply the Switching Theorem to show that f is continuous at 0. Indeed, put g1 (x) = x and g2 (x) = x. Then limx0 g1 (x) = limx0 g2 (x) = 0 and for all x, f (x) = g1 (x) or f (x) = g2 (x). So by the Switching Theorem, f (0) = 0 = limx0 f (x). Remark 5.10: The previous example shows that a function may be very strangely behaved and still be continuous at a point. It is thus worth emphasizing that we are not really interested in functions which are continuous at certain points, but rather at functions which are continuous at every point of their domain. Such functions have many pleasant properties that we will prove later on in the course. Remark 5.11: The Switching Theorem is not a standard result. That is to say, I came up with it myself, inspired by the homework problem asking for a function which is continuous at a single point. Although I do not claim it is in the same league as the venerated Squeeze Theorem, I do plan to use it later on to give a proof of the Chain Rule which is (I think) simpler than the one Spivak gives. 5.4. Variations on the Limit Concept. Finally we consider three variations on the limit concept: one-sided limits, innite limits, and limits at innity. There is nothing really novel going on here, but we need to be sure that we can adapt our - formalism to the variant notions of limit that apply in calculus. By way of introducing the rst variant, consider the function f (x) = x. We have said earlier that we are assuming for now that this function is continuous on its entire domain. But that statement glossed over a technicality which we now address. Namely, the domain of f is [0, ). So f cannot be continuous at 0 according to the denition that we gave because it is not dened on any open interval containing zero. Instead it is dened, for instance, on an interval of the form [0, ) for > 0: i.e., this contains all points suciently close to 0 but greater than or equal to zero. A similar phenomenon arises when we consider the function f (x) = x(1 x), which has natural domain [0, 1]. The function is dened at 1 but not in any open interval containing 1: only intervals of the form (1 , 1]. This brings us to our denition. We say that a function f : D R is right continuous at x = c if for every > 0 there exists > 0 such that f is dened on [c, c + ) and x [c, c + ) = |f (x) f (c)| < . Similarly, we say that a function f : D R is left continuous at x = c if for every > 0 there exists > 0 such that f is dened on (c , c] and x (c , c] = |f (x) f (c)| < . Finally we make the following denition: let I R be any interval and let f : I R be a function. We say that a is a left endpoint of I if a I and there is no x I with x < a; similarly we say b is a right endpoint of I if b I and there is no x I with x > b. An interval I has at most one endpoint and at most one endpoint; all four possibilities of having / not having left / right endpoints are of course possible. Let us say c I is an interior point if it is not a left endpoint or

MATH 2400 LECTURE NOTES: CONTINUITY AND LIMITS

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a right endpoint. Now we say that f : I R is continuous if: f is continuous at c for each interior point c I , If I has a left endpoint a, then f is right continuous at a, and If I had a right endpoint b, then f is left continuous at b. Example: f (x) = x is right continuous at x = 0.

As above, it is necessary to require left/right continuity when discussing behavior at right/left endpoints of an interval. On the other hand one may still discuss left/right continuity at interior points of an interval, and it is sometimes helpful to do so. Example: Let f (x) = x be the greatest integer function. Then f is continuous at c for all c R \ Z, whereas for any c Z, f is right continuous but not left continuous at c. This example suggests the following simple result. Proposition 16. For a function f : D R R and c D, the following are equivalent: (i) f is left continuous at c and right continuous at c. (ii) f is continuous at c. We leave the proof to the reader. In a similar way we can dene one-sided limits at a point c. We say limxc f (x) = L and read this as the limit as x approaches the left of f (x) is L if for all > 0 there exists > 0 such that for all c < x < c + , |f (x) L| < . We say limxc+ f (x) = L and read this as the limit as x approaches the right of f (x) is L if for all > 0, there exists > 0 such that for all c < x < c, |f (x) L| < . c from x with c from x with

Proposition 17. For a function f : D R R and c D, the following are equivalent: (i) The left hand and right hand limits at c exist and are equal. (ii) limxc f (x) exists. Again we leave the proof to the reader. Example: Let f (x) = x be the greatest integer function, and let n Z. Then limxn f (x) = n 1 and limxn+ f (x) = n, so f is not continuous at n. There is some terminology here not essential, but sometimes useful. If for a function f and c R, the left and right hand limits at c both exist but are unequal, we say that f has a jump discontinuity at c. If the left and right hand limts at c both exist and are equal i.e., if limxc f (x) = L exists but still f (x) is not continuous c (this can happen if either f (c) = L or, more plausibly, if c is not in

18

PETE L. CLARK

the domain of f ) we say that f has a removable discontinuity at c. This terminology comes from our earlier observation that if we (re)dene f at c to be the limiting value L then f becomes continuous at c. One sometimes calls a discontinuity which is either removable or a jump discontinuity a simple discontinuity: i.e., this is the case whenever both one-sided limits exist at c but f is not continuous at c.
1 Innite limits: Consider limx0 x 2 . This limit does not exist: indeed, if it did, then there would be some deleted interval I0, on which f is bounded, whereas just the opposite is happening: the closer x is to 0, the larger f (x) becomes. In freshman calculus we would say limx0 f (x) = . And we still want to say that, but in order to know what we mean when we say this we want to give an - style denition of this. Here it is:

We say limxc f (x) = if for all M R, there exists > 0 such that 0 < |x c| < = f (x) > M . Geometrically, this is similar to the - denition of limit, but instead of picking two horizontal lines arbitrarily close to y = L, we pick one horizontal line which is arbitrarily large and require that on some small deleted interval the graph of y = f (x) always lie above that line. Similarly: We say limxc f (x) = if for all m R, there exists > 0 such that 0 < |x c| < implies f (x) < m.
1 Example: Let us indeed prove that limx0 x Fix M R. We need to 2 = . 1 nd such that 0 < |x| < implies x2 > M . It is no loss of generality to assume 1 1 , so we may take = 1 . M > 0 (why?). Then x 2 > M |x| < M M

References
[MaKa09] M.M. Marjanovi c and Z. Kadelburg, Limits ite functions. The Teaching of Mathematics, XII http://elib.mi.sanu.ac.rs/files/journals/tm/22/tm1211.pdf of compos(2009), 16.