Compact Sets and Continuous Functions

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Lecture 2: Compact Sets and Continuous Functions

2.1 Topological Preliminaries
What does it mean for a function to be continuous? An elementary calculus course would define: and Definition 1: Let limit as x approaches a if for every , one has be a function. Let and , there is a such that for every . This is expressed as . The function with has

Definition 2:The function f is said to be continuous at

if

On the other hand, in a first topology course, one might define: Definition 3: A topological space is a pair (X, ) where X is a set and (called the open sets of the topological space) such that 1. The Union of any number of open sets is an open set. 2. The Intersection of a finite number of open set is an open set and. 3. Both X and the empty set are open. As an abbreviation, we speak of the topological space X when we don't need to refer to its complement is open. Exercise 1: If (X, ) is a topological space and , then (A, space. We say that this is the topology induced on A by the topology on X. Definition 4: A function is an open subset of X. Definition 5:An open rectangle for all i and is defined to be a subset of , i.e. There are real numbers of the form and . A set is closed if is a collection of subsets of X

) is also a topological

of topological spaces is continuous if for every open subset

of

where

In the case of and for any subset

, we can define a topology by saying that a subset which is entirely contained in of

of

is open if every point .

is contained in an open rectangle

. We call this the usual topology of

, the induced topology is called the usual topology of

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Exercise 2: Make a reasonable definition of closed rectangle. Prove that open rectangles are open sets and closed rectangles are closed sets. Exercise 3: Instead of rectangles, we could have used open balls. Show that the resulting topology would be the same. We are now ready for: Proposition 1: With the usual topology on equivalent. Proof: This is easy if you did Exercise 3. and , the two notions of continuous function are

2.2 Compact Sets

The most important theorem in one variable calculus is: Theorem 1: (Mean Value Theorem) If , then there is at least one differentiable on (where ) is continuous on satisfying and

The principal ingredient of the proof of this theorem is: Theorem 2: (Extreme Value Theorem) Every continuous function least one absolute minimum and at least one absolute maximum. (where has at

Usually, in an elementary calculus course, one proves the Mean Value Theorem, but not the Extreme Value Theorem -- the second result is usually taken to be intuitively obvious. Actually, this is a rather subtle and difficult result. To begin with, let us note that in fact, the Extreme Value Theorem holds when the interval is replaced with a closed and bounded subset of the real numbers, where bounded is defined as: Definition 6: A subset of is said to be bounded if it is contained ins ome open rectangle.

Exercise 4: Find counterexamples to Theorem 2 if you either just assume that the interval is not closed or that it is not bounded. Definition 7: A cover for a subset of a topological space X is simply any collection of subsets of X whose union contains . The cover is called open (respectively finite) if the subsets are all open (respectively are finite in number). Definition 8: A subset A of a topological space X is said to be compact if every open cover of A contains a finite subcover (i.e. a finite subset of the cover is itself a cover). Proposition 2: If Proof: If is continuous and , then is compact, then so is .

is an open cover of

is an open cover of A (Why?). Since , where the are all in . Now,

is compact,

has a finite subcover, say

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one can verify that

form a finite cover of , if

. is compact, then is both closed and bounded. of is compact if and

Exercise 5: With the usual topology on

Theorem 5: (Heine-Borel Theorem) With the usual topology on only if it both closed and bounded.

, a subset

Note: The Extreme Value Theorem follows: If is continuous, then is the image of a compact set and so is compact by Proposition 2. So, it is both closed and bounded by Exercise 5. In (which exists by the completeness property of the real particular, the least upper bound of (Why?). So, has an absolute maximum. numbers) is in The Heine-Borel Theorem can be proved in at least two ways. The first method proceeds by building up larger and larger sets which are known to be compact. One starts with Lemma 1 below and then uses Lemma 2 to inductively conclude that any closed rectangle is compact. Finally, Lemma 3 completes the proof. Lemma 1: A closed interval Proof: Let be an open cover of is compact. (assumed non-empty). The set of all such that

contains a finite subcover of is bounded. So it has a least upper bound, say . Let contain and hence an open interval containing . Choose in this open interval. Then and so there is a finite subcover of . But then is a finite subcover of for any contrary to the choice of . Lemma 2: If Proof: Suppose cover of open rectangle open cover of rectangle and are compact, then so is . If , . is compact. Further, is also an open

is an open cover of

and so this set has a finite subcover containing and contained in some one of the and so admits of an open subcover where , it follows that and

. For every , there is an ; the set of these is rectangles is an of the same set. Each . is 's

are open rectangles. Letting

is actually a finite open cover of

, we can do the construction of the last paragraph. The set of all the for all the For each an open cover of and so it admits of a finite subcover . But then the set of all the associated with all the 's is a finite subcover of . is compact.

Lemma 3: If every rectangle is compact, then every closed and bounded subset of

Proof: If is closed and bounded, then it is contained in a closed rectangle . If is an open cover of , then adding the complement of in to the cover gives an open cover of . Since is compact, there is a finite subcover. But then after possibly removing the complement of in , we get a finite subcover of . The second proof of the Heine-Borel Theorem proceeds by binary search. We will prove it in the case an interval and leave the generalization to a rectangle as an exercise.

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Proof:(Heine-Borel, case where ) Suppose the result is false. Then there is an open cover of without a finite subcover. Let's look for smaller intervals with the same property with respect to this must not have a finite subcover (Otherwise, the fixed cover. Clearly, either the left or the right half of union of the subcovers for each half would give a subcover for the whole interval.) We can now apply the same reasoning to a half that does not have a finite subcover, etc. This gives a sequence of intervals

where

for every and such that each subinterval does not admit of a finite

subcover of . Clearly, one has . Let be the least upper bound of the set of these . Then is in and so there is a set in with . It is now easy to see that contains almost , which is a contradiction. all the intervals Exercise 6: Generalize the above proof to show that every closed rectangle in is compact.

2.3 The Mean Value Theorem

Definition 9: The derivative of the function exists. Proposition 3: With as in the definition, suppose that the derivative of maximum or local minimum of , then the derivative of at is zero. Proof:Suppose, for example, that containing approaches . But then for is a local maximum of , i.e. at exists. If is a local is whenever it

for all

in an open interval

in this interval with

, one has in the interval with

and so the limit as , one has

from the right must be non-positive. By taking and so the limit as approaches

from the left must be non-negative. If the limit exists,

then these two must be equal, and so the derivative is zero. The proof in case of a local minimum is analogous. Proposition 4: (Rolle's Theorem) If and , then for some is continuous on , one has . and differentiable on

Proof: If the result is false, then Proposition 3 says that there is no local maximum or local minimum in . On the other hand, the Extreme Value Theorem says that there is at least one absolute maximum and at least one absolute minimum; so both must be at the endpoints. But, then the function must be constant in the entire interval. This is a contradiction. We can now prove: Corollary 1: (Mean Value Theorem) If and are both real valued functions continuous on and and if the graphs of and intersect at and , then there is at least one differentiable on satisfying . .

Proof: Apply Rolle's Theorem to the function

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Note: Theorem 1 is the special case where

is the straight line from

to

Corollary 2: (Taylor's Theorem with Remainder) Let and . Then for all continuous on

and its first n derivatives be , one has:

for some

Proof: Consider the function:

where the constant A is chosen so that rule:

. The derivative can be calculated using the product

Using Rolle's Theorem, we know that there is a for.

satisfying

; this is the

we are looking

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