Indian Institute of Technology Kanpur

Department of Mathematics and Statistics

Lecture 3: Notes on several variables calculus
Semester: 2024-2025 (II)
By
Dr. Bidyut Sanki

Contents

1. Subsets of Euclidean spaces 2

2. Heine-Borel Theorem 3
3. Tube Lemma 4

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1. Subsets of Euclidean spaces

1.0.1. Rectangle.

(1) R = [a1 , b1 ] × · · · × [an , bn ] ⊂ Rn is a closed rectangle in Rn .

(2) R0 = (a1 , b1 ) × · · · × (an , bn ) ⊂ Rn is an open rectangle in Rn .

1.0.2. Open and closed sets.

(1) A set U ⊂ Rn is open if for each x ∈ U there is an open rectangle R0

containing x such that
R0 ⊂ U.
More precisely, if there are i > 0, for i = 1, . . . , n, such that
(x1 − 1 , x1 + 1 ) × · · · × (xn − n , xn + n ) ⊂ U.
This is equivalent to (Ex.) the following: if there exists an  > 0 such that
(x1 − , x1 + ) × · · · × (xn − , xn + ) ⊂ U.
(2) A set B ⊂ Rn is closed if its complement Rn \ B is open in Rn .

Exercise 1. Show that

(1) An arbitrary union of open sets is open.

(2) Intersection of two (hence finitely many) open sets is open.
(3) Arbitrary intersection of open sets is not necessarily open.
(4) If U ⊂ Rn and V ⊂ Rm are open sets then
U × V ⊂ Rn+m = Rn × Rm
is an open set.
(5) Let W ⊂ Rn × Rm = Rn+m is open and (x, y) ∈ W . Show that there are
open sets x ∈ U ⊂ Rn and y ∈ V ⊂ Rm such that U × V ⊂ W.

Exercise 2. For x0 ∈ Rn , define open ball

Br (x0 ) = {x ∈ Rn : |x − x0 | < r}.
(i) Show that the definition of open and closed sets given above is equivalent to the
following definition: A subset Ω ⊂ Rn is called open (in Rn ) if for any x0 ∈ Ω there
exists r > 0 such that Br (x0 ) ⊂ Ω. A subset Ω ⊂ Rn is called closed (in Rn ) if
Rn − Ω is open.
(ii) Prove that an open ball is an open set.
(iii) Which of the following is open or closed?
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(1) {(x, y) ∈ R2 | x > y}

(2) {(x, y) ∈ R2 | |x| + |y| < 1}
(3) {(x, y) ∈ R2 | 3x2 + 2y 2 = 5}
(4) {(x, y, z) ∈ R3 | x > 0, y > 0, z > 0}
(5) {(x, y) ∈ R2 | x2 + y 2 ≤ 1}

Open cover.
Given a subset A ⊂ Rn .

(1) Open cover: A collection O = {Uα ⊂ Rn }α∈Λ of open sets is called an open
cover of A if
[
A⊂ Uα .
α∈Λ
(2) Sub-cover: Let O be an open cover of A and O0 ⊂ O is a sub-collection of O
such that O0 is also an open cover of A. Then we say that O0 is a sub-cover
of A.
(3) Finite sub-cover: If O0 is a sub-cover of O covering A and finite, then O0 is
a finite sub-cover.

Definition 1 (Compact set). A set A is called compact if every open cover O of A

admits a finite sub-cover.

Example 1. Let K be a finite subset of Rn . Then it is straightforward to see that

K is compact.

Exercise 3. Let A ⊂ Rn be a compact set and B ⊂ Rn be a closed subset. Show

that: if B ⊂ A, then B is also compact.

2. Heine-Borel Theorem

Theorem 1. The closed interval [a, b] is compact.

Proof. Let O be an arbitrary open cover of [a, b]. We show that O admits a finite
subcover.
We define
A = {x|a ≤ x ≤ b and [a, x] is covered by finitely many sets in O}.
It is straightforward to see that A 6= φ as a ∈ A. Furthermore, by the construction,
A is bounded above by b. Hence, A has a least upper bound. Let α be the least
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upper bound of the set A.

Now, our goal is to show that α = b and α ∈ A.
Assume α < b.
As α ∈ [a, b] and O is an open cover of [a, b], there exists Uα such that α ∈ Uα .
Now, Uα is an open set containing α implies there exists  > 0 such that (α−, α+
) ⊂ Uα . Therefore, it follows that there exist x, y ∈ Uα such that a < x < α < y.
Thus [a, x] admits a finite sub cover of O and this implies that [a, y] admits a finite
sub-cover. Therefore, y ∈ A which contradicts that α is the least upper bound of A.
Using similar argument, we conclude that α ∈ A. 

Exercise 4. Let B ⊂ Rm be compact and x ∈ Rn . Show that {x} × B ⊂ Rn+m is

compact.

3. Tube Lemma

Theorem 2 (Tube Lemma). If B ⊂ Rm is compact and O is an open cover of

{x} × B ⊂ Rn+m , then there is an open set U ⊂ Rn containing x such that U × B
is covered by a finite number of sets in O.

Definition 2. U × B is called a tube about {x} × B.

Proof of Theorem 2. It is given that O is an open cover of {x} × B. Therefore, it

follows that for (x, y) ∈ {x} × B, there exists an element in O, denoted by Wy , such
that (x, y) ∈ Wy . Since, Wy ⊂ Rn+m is an open set, we have (x, y) ∈ Uy × Vy ⊂ Wy ,
where x ∈ Uy and y ∈ Vy are open sets in Rn and Rm respectively.
Consider, such a collection
A = {Uy × Vy | y ∈ B}.
Then A is an open cover of {x} × B. The set {x} × B is compact and hence A
admits a finite sub-cover. Suppose
A0 = {Uy1 × Vy1 , . . . , Uyk × Vyk } ⊂ A
is a finite sub-cover of A covering {x} × B.
Consider the corresponding finite subset of O as
O0 = {Wy1 , . . . , Wyk },
with the property that Uyi × Vyi ⊂ Wyi , for i = 1, . . . , k.
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We define
k
\
U= Uyi .
i=1
Then O0 is a finite sub-cover of U × B. 

Exercise 5. Show that tube lemma is not true if B is not compact.

Corollary 3.1. (1) If A and B are compact, then A × B is also compact.

(2) A1 × A2 × · · · × Ak is compact if Ai is compact for each i ∈ {1, 2, . . . , k}.
(3) Closed rectangles in Rn are compact.

Proof. (1) Suppose O is an open cover of A × B. Then for each x ∈ A, O is an

open cover of {x} × B.
Now, by Theorem 2, O admits a finite sub-cover of Ux × B, where x ∈ Ux ⊂
Rn an open set.
Consider the collection A = {Ux | x ∈ A}. As A is compact, the open
cover A admits a finite sub-cover {Ux1 , . . . , Uxk }.
Since finitely many sets of O cover each of Uxi × B, i = 1, . . . , k, finitely
many sets in O covers A × B.
(2) Define Ai , for i = 1, . . . , k, inductively as described below:
• For i = 1, we consider A1 = A1 .
• For i ≥ 2 and i ≤ k, we define Ai = Ai−1 × Ai .
By the hypothesis A1 is compact.
By induction and the previous proof in item (1), it follows that Ai is compact.
In particular, Ak = A1 × A2 × · · · × Ak is compact.
(3) Let R = [a1 , b1 ] × · · · × [an , bn ] ⊂ Rn be a closed rectangle. To show that R
is compact.
Note that the Heine-Borel Theorem (see Theorem ??) implies that each
closed interval [ai , bi ] is compact.
Now, item (2) in the above implies that
R = [a1 , b1 ] × · · · × [an , bn ]
is compact.

Definition 3. If a function f : X → Y between metric spaces X and Y is called
a closed map (open map respectively) if for every closed subset (open subset respec-
tively) U of X, we have the image f (U ) is closed (open respectively) in Y .
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Exercise 6. Let A ⊂ Rn . Show that A is compact if and only if A is closed and

bounded.

Exercise 7. Suppose X and Y are two metric spaces and π : X × Y → X be defined

by π(x, y) = x.

(1) Show that π is open map.

(2) If Y is compact, then show that π is a closed map.
(3) If Y is not compact then π is not necessarily a closed map.
(4) Can you have an example of a non-compact metric space Y , such that π :
X × Y → X is a closed map?