1 Uniformly Continuity

Let f : D → R be a function and D is a subset of R. Then we say f is uniformly continuous on D if for any
given  > 0, we can find δ > 0 depending only on  so that

|f (x) − f (y)| < , whenever |x − y| < δ, x, y ∈ D.

Hence a function is not uniformly continuous if we can find  > 0 and two sequences (xn ), (yn ) so that
|xn − yn | < 1/n but |f (xn ) − f (yn )| ≥ .

Example 1.1. Let f : R → R be f (x) = sin x. Since for each x, y ∈ R,

| sin(x) − sin(y)| ≤ |x − y|

by mean value theorem, then f is uniformly continuous.

Proposition 1.1. If f : D → R is uniformly continuous, then it is continuous on D.

Proof. The proof is based on the definition of uniformly continuity of f .

Example 1.2. Not every continuous functions on D is uniformly continuous: Let D = (0, 1) and f : D → R
be f (x) = 1/x. Then f is not uniformly continuous.
Proof. Pick xn = 1/n and yn = 1/(n + 1) for any n ∈ N. Then |xn − yn | < 1/n and

|f (xn ) − f (yn )| = 1, for any n ∈ N.

Theorem 1.1. Let D = [a, b] be a closed bounded interval in R and f : D → R be a function. Then f is
continuous if and only if f is uniformly continuous.
Proof. We’ve already shown that a uniformly continuous function on D is indeed a continuous function on
D. Now we want to show the converse is true if D = [a, b]. Suppose f : [a, b] → R is continuous but not
uniformly continuous. Then we can find  > 0 and two sequences (xn ) and (yn ) with
1
|xn − yn | < , and |f (xn ) − f (yn )| ≥ .
n
Since both (xn ) and (yn ) are bounded sequences, then by the Bolzano-Weierstrass theorem, we can find a
subsequence (xnj ) and (ynj ) so that
1
|xnj − ynj | <
nj
and limj→∞ xnj = x, limj→∞ ynj = y for some x, y ∈ [a, b]. Then by the continuity of f , we find

|f (x) − f (y)| ≥ .

Since |xnj − ynj | ≤ 1/nj , then by taking j → ∞, we find x − y = 0 or x = y, which leads to a contradiction
that |f (x) − f (y)| ≥ .

Theorem 1.2. Let D = (a, b) and f : D → R be a uniformly continuous function. Then we can find a
continuous function f : [a, b] → R so that f D = f .

1
Proof. Since f is uniformly continuous, given  > 0, we can find δ > 0 so that for each x, y ∈ D with
|x − y| < δ, then |f (x) − f (y)| < .
a ∈ R, then we can find a sequence (xn ) in D so that xn → a. Since any convergent sequence is a Cauchy
sequence, then for the δ mentioned above, we can find N > 0 so that for any n, m ≥ N , |xn − xm | < δ. As
a consequence, for n, m ≥ N , we have
|f (xn ) − f (xm )| < .
Now we find (f (xn )) is a Cauchy sequence. Since R is complete, then we can find y so that

lim f (xn ) = y.
n→∞

Define
f (a) = lim f (xn ).
n→∞

Suppose (zn ) is another sequence which is convergent to a. Then for δ > 0, we find N > 0 so that
|zn − xn | < δ. Hence |f (zn ) − f (xn )| < . As a consequence, limn→∞ f (zn ) = limn→∞ f (xn ). Therefore
f (a) is well-defined. Similarly, f (b) is well-defined. For any x ∈ [a, b], let (xn ) be any sequence which is
convergent to x, define
f (x) = lim f (xn ).
n→∞

If x ∈ D, take xn = x for any n ∈ N, then

f (x) = lim f (xn ) = lim f (x) = f (x),

n→∞ n→∞

which proves f D = f . For any x, y ∈ D, pick (xn ) and (yn ) in D and choose N so that for any n ≥ N ,
|xn − yn | < δ and |x − y| < δ. Hence for n ≥ N , |f (xn ) − f (yn )| < . As a consequence,

|f (x) − f (y)| ≤ |f (x) − f (xn )| + |f (xn ) − f (yn )| + |f (yn ) − f (y)|.

Thus |f (x) − f (y)| <  if |x − y| < δ and x, y ∈ [a, b].