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November 1, 2009

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Functions on Subsets of Rn

If we do things right the topic of limits, continuity and differentiability can be done in a general context and all the different formulations for: - real valued functions of one variable, real valued functions of several variables, and multi-valued functions of several variables - become simply examples of the general case. Further the ideas can be extended to more general esoteric spaces. First some set theory. When we refer to Rn we speak of a generalization of every-day 3-space. Analytically, Rn consists of the set of all n-tuples of real numbers . Such an n-tuple is written as x = (x1 , x2 , x3 · · · , xn ). We denote the fact that x is in the set Rn by writing x ∈ Rn .

A notion of distance between arbitrary points can be deﬁned on the set Rn by simply extending our usual deﬁnition. That is, given x ∈ Rn and y ∈ Rn , where x = (x1 , x2 , x3 · · · , xn ) and y = (y1 , y2 , y3 · · · , yn ), deﬁne the distance between x and y as 3 41

d(x, y) = (x1 − y1 )2 + (x2 − y2 )2 + · · · (xn − y n )2

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Given this notion of distance, it is not hard to prove that the various properties that we associate with distance between points in R2 or R3 carry over to the general setting of Rn . These can be summarized as follows: Given arbitrary x, y, and z in Rn 1. d(x, y) = d(y, x) 2. d(x, z) ≤ d(x, y) + d(y, z) 3. d(x, y) = 0 if and only if x = y

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δ) and x ∈ D then f (x) ∈ B f (a). then Î f(x) − f(a) Î< ‘ 2 . In other words. Observe that this deﬁnition can be rewritten by translating what it means for x to be in 1 2 B(a. f (A) = {f (x) ∈ Rm : x ∈ A} We are now in position to speak of what it means for a function f : D → Rm to be continuous and what it means for f to have a limit. 1.ball B(x. δ). ‘ .Using this notion of distance it is now possible to easily generalize the concept of an open interval in R. the collection of all points f (x) ∈ Rm as x ranges through all points in A is written as f (A).simply the points interior to some circle .all the points interior to some sphere. y) < r} Notationally it is useful when talking about limits to have a notation for a ball B(x. written A ⊂ D. such 1 2 that if x ∈ B(a. Just as f (x) denotes the point of Rm associated with the given point x ∈ D. Letting the symbol ∀ stand for the words for every and the symbol ∃ stand for the words there exists.and and open ball in R3 . the 1 2 function f is said to be continuous at a point a ∈ D provided for every ball B f (a). r). r) with the center point x removed.that is. Reversing the usual order in which limits are spoken of ﬁrst and then later continuity. δ) . ‘ of radius ‘ centered at f (a) there is a ball B(a. We denote this set as B 0 (x. we wish to focus on functions f : D → Rm . we give the deﬁnition of continuity ﬁrst Deﬁnition 1 Let D ⊂ Rn be a subset of Rn and let f : D → Rm be a function. and open disk in R2 . where we allow the possibility that A = D. such that if Î x − a Î< δ and x ∈ D. First some notation. where δ depends on choice of ‘. ‘ . limx→a f (x). r)of radius r and and center x ∈ Rn by B(x. r) = {y ∈ Rn : d(x.1 Limits and Continuity In order to talk of limits and continuity in this general setting. if A is a subset of D. as a point x approaches a ﬁxed point a. Accordingly we deﬁne the open n. the expression is: ∀‘ ∃δ. we ﬁrst need to expand the analysis of functions to the situation where the function in consideration has domain some subset D of Rn and has range another high-dimensional space Rm . and what it means for f (a) to be in B f (a).

say limx→(0. ∀‘ ∃δ.0) f x) = L. such that if Î x − a Î< δ and x ∈ D then Î f(x) − f(a) Î< ‘ In considering the problem of calculating a limit. This is made in precise by simply allowing the possibility that x is never equal to a in the above deﬁnition. δ) for B(a. limx→a f (x) = L. then Î f(x) − L Î< ‘ Figure 1: ∀‘ ∃δ. one is tempted 3 1 2 . In this case we say. such that if 0 <Î x − a Î< δ and x ∈ D. In particular there is the following formal deﬁnition. This in turn is done by substituting B 0 (a. δ) and L for f (a).Should the function not be continuous at a if may still happen that the functional values f (x) get closer and closer to some ﬁxed point L as x gets closer and closer to a. in the usual way.

2 Open and Closed Sets Recall from one-variable calculus that when taking the derivative of a function. then that common value is in fact the limit.lim(x. If the function were deﬁned on a closed interval [a.to search for the limit value by looking at various paths that x might take as it approaches the origin (0.0) f (x. 1. 0) . x)) and then try and conclude that should they all have the same value.0)→(0. Exercise 2 Check out the following example x2 y .lim(0.0) f (x.x)→(0. x→c+ x−c lim but this is kind of messy. Consequently. 1 1 2 2 1 2 • along a diagonal .axis . it is easier to consider functions of several variables 4 . y) .y)→(0. we assumed nearly always that we were to take derivatives of a function f at a point c that belonged to an open interfal. 0) along the path of the parabola y = x2 . (x.0) x4 + 2y 2 lim What happens if you compute each of the 3 limits above? What happens if you consider x = (x. b] it is possible to consider a right-derivative at c = a if one were to consider right limits f (x) − f (c) . For instance one could look at paths: • along the x. This of course was so that the deﬁnition of the limit deﬁning the derivative f (x) − f (c) x→c x−c lim would make sense. And.y)→(0. when considering functions of more than one variable. 0) and then conclude that should the limit values be the same for a few of these paths. the limit then has this common value. • along the y-axis . y) approaching (0.0) f (0.lim(x. it becomes very messy.

in other words B(x.as deﬁned on an open set where and open set is may be considered an extension of the notion of an open interval. δ) such that B(y. F is closed provided Exercise 5 Prove that every ball B(x. Please note that in the notation f −1 (B) we do not assume that f possesses an inverse. r) there must be a ball B(y. δ) centered at x no matter how small. Deﬁnition 4 A subset F of Rm is said to be a closed set if each boundary point of F belongs to F. A point x ∈ Rm is said to be a boundary point of D provided that for every ball B(x. Then we know that ||z − y|| < δ < r − ||y − x|. According to the deﬁnition of an open set to show B(x. x ∈ bd(F ) ⇒ x ∈ F Proof. In other words. Given a subset B ⊂ Rn in the range of f we deﬁne f −1 (B) to be all the elements of all elements x ∈ D such that f (x) ∈ B .where a point lives . The interior of D is denoted as int(D) and the collection of all boundary points of D is denoted bd(D) In light of all this. there are points both in D contained the ball and points not in D contained in the ball. δ) is also in B(x. given a function f : D → Rm we have said that if A ⊂ Rm then f (A) is the collection of all points f (x) such that x ∈ A. By the triangle inequality we then have ||z − x|| < ||y − x|| + ||z − y|| < ||y − x|| + r − ||y − x|| = r 5 . We can also extend it in another way. In particular we say that a function f : D → Rn deﬁned on an open subset of Rm is continuous on D provided f is continuous at each point of D Focusing once more on notation regarding functions. Choose δ < r − ||y − x||. we extend the deﬁnition of continuity at a point to the notion of continuity on a subset. If z ∈ B(y. r) is an open set we must show that for every y ∈ B(x. We have thus extended the notion of function to the notion of a function deﬁned on subsets .whether in R or Rn . δ) ⊂ B(x. please observe that from now on I will drop the convention of representing points in high dimensional spaces with bold face type . Thus given an arbitrary function f : D → Rn we have now deﬁned a new function that is deﬁned on all subsets B of Rn . n > 1 will be determined by context or mentioned explicitly. δ) ⊂ D. Deﬁnition 3 A subset D of Rm is said to be an open set if for every x ∈ D. r) . The deﬁnition is as follows. r) ⊂ Rm is an open set. r). there is an ball B(x.that is we must show that every point z ∈ B(y. As a typographical note. the interior of D is considered to be the collection of all points x such that there is a ball centered at x that is contained in D. Given an arbitrary subset D ⊂ Rm . δ) that is a subset of D . δ).

δ)) ⊂ B(f (x)‘). We use the deﬁnition that F is closed if and only if Bd(F ) ⊂ F. There are two parts to this problem. 2. And. Proof. So F contains all its boundary points. r) is an open set Exercise 6 Given an arbitrary subset A ⊂ Rn . F a closed set ⇒ Rn − F is open To show Rn − F open choose an arbitrary point x ∈ Rn − F and show that there exists a ball B(x. Second. δ). δ)∩Rn −F is empty. δ) ⊂ Rn − F. assuming Rn − F is open prove F is closed. deﬁne the compliment of A in Rm to be the set Rm − A of all elements x ∈ Rn that are not in A. Hence F is a closed set. Rn \ F an open set ⇒ F is closed Let x ∈ Bd(F ).Thus ||z − x|| < r so that z ∈ B(x. However. 1. since x ∈ F in particular x ∈ Bd(F ). assuming F is closed prove Rn − F is open. Figure 2: Proving B(x. δ)∩F is empty or B(x. Thus there is no δ > 0 with the property that B(x. / / This means that there is some δ such that either B(x. δ) such that B(x. Exercise 8 Given a function f : D → Rn where D ⊂ Rm is open prove that f is continuous on D provided for every open set V ⊂ Rn . Thus Rn − F is an open set. δ) ∩ Rn − F is also non-empty. Exercise 7 If D were an open set. However the later situation can not happen since x ∈ Rn − F . Solution For every ‘ > 0 there exists δ > 0 such that f (B(x. x ∈ Bd(F ) if and only if for every δ > 0 the ball of radius δ and center x intersects F in a nonempty set and intersects Rm − F in a non-empty set. Thus there exists δ > 0 such that B(x. First. 6 . Then for every δ > 0 there is y ∈ F ∩ B(x. r). Prove that a set F is closed if and only if Rn − F is open. That is ∀δ > 0 ∃y ∈ F such that B(x. Thus x ∈ F . δ) ∩ F is non-empty and B(x. how could the deﬁnition of continuity of a function f : D → Rn at a point a ∈ D be simpliﬁed. Thus x ∈ Rn − F since Rn − F is assumed to / be an open set. f −1 (V ) is an open subset of Rm . δ) ⊂ Rn −F . δ) ⊂ Rn − F .

To show that f −1 (V ) is open choose x ∈ f −1 (V ). then f is continuous at each point x ∈ D. δ) ⊂ D and f (B(x. ‘. Look now at f (x). δ) ⊂ f −1 B(f (x). Let f : X → Y be a function. y. δ) with f (b) = xÕ that we would then have |xÕ − x|. In other words. By the continuity of f there now is δ > 0 such that B(x. δ)) ⊂ B(f (x). z). This means that to each x ∈ X there is an associated unique (one and only one) element y = f (x) in Y . ‘) ⊂ V . 1 2 1 2 • The function f is said to be injective provided for every x1 ∈ X and x2 ∈ X. And from general principles regarding functions it follows that B(x. That is: if it is true that for every open set V ⊂ Rn . if x1 ”= x2 then f (x1 ) ”= f (x2 ). 7 . Suppose f is continuous on D and let V be and open subset of Rn . Some General Principles of Functions Let X and Y be two sets. ‘) ⊂ f −1 (V ). y Õ . Since x ∈ f −1 (V ). then A ⊂ f −1 f (A) 1 1 2 2 Exercise 9 Prove that the projection function prx : R3 → R deﬁned by prx : (x. δ) ⊂ f −1 (V ). it follows that f (x) ∈ V. Exercise 8 a Now try to prove the converse of the above. f associates distinct elements of Y with distinct elements ofX . We would need to prove that for arbitrary b = (xÕ . δ) ⊂ f −1 f B(x. ‘) = (x − ‘. Lets try choosing δ = ‘. x + ‘).Proof. y. then f f −1 (B) ⊂ B • If A ⊂ X . For arbitrary an arbitrary point a = (x. • If B ⊂ Y. • The function f is said to be surjective if for every y ∈ Y there exists x ∈ X such that f (x) = y. Since V is open there exists ‘ > 0 such that B(f (x). We need to ﬁnd δ > 0 such that B(x. z) ‘→ x onto the ﬁrst coordinate is a continuous function on R3 Proof. it is necessary to show that for every ‘ > 0 that there is a δ > 0 such that f (B(a. But this follows since |x − xÕ | < Ò (xÕ − x)2 + (y Õ − y)2 + (z Õ − z)2 < δ = ‘. it follows that f −1 (V ) is open in Rm . δ)) ⊂ B(x. ‘) ⊂ V. z Õ ) ∈ B(b.

• the funtion f /g : D → R deﬁned by f /g : x ‘→ f (x)/g(x) is continuous at each point x ∈ D for which g(x) ”= 0 Now consider the case of compositions. • the function cf : D → Rm deﬁned by cf : x ‘→ cf (x) is continuous on D. 0) onto the xy-plane is a continuous function on R3 Exercise 11 Let f : D → Rm be a function continuous on an open set D.3 Functions Let f : D → R be a function deﬁned on an open subset D of Rm . and let B ⊂ Rn be a subset of Rn with the property that f (D) ⊂ B. ‘). δ) ⊂ B f|A (x). • the function f · g : D → R deﬁned by f · g : x ‘→ f (x)g(x) is continuous on D. and the proofs carry over with virtually no change. Proof. The limit theorems and statements regarding continuity of f are phrased identically as in one-variable calculus. Let A ⊂ D be an open subset of D. That is suppose f : D → Rn is a function deﬁned on a subset D of Rm . y. Thus there are the following results Theorem 13 Let f : D → Rm and g : D → Rm be vector-valued continuous functions deﬁned on an open subset D of Rm and let c ∈ R be a constant Then: • the function f + g : D → Rm deﬁned by f + g : x ‘→ f (x) + g(x) is continuous on D. z) ‘→ (x. Let f|A : A → D be the restriction of f to A deﬁned by f|A (x) = f (x).Exercise 10 Prove that the projection function prxy : R3 → R2 deﬁned by prxy : (x. Theorem 14 Let f : D → R and g : D → R be real-valued continuous functions deﬁned on an opens subset D of Rm . y. Let x ∈ A. Since f is continuous at x we know there exists such a δ since f (x) = f|A (x) for every x ∈ A Exercise 12 Using Deﬁnition 1 can the words open be removed from the previous exercise resulting in a true statement? 1. Next consider a function g : B → Rp be a function from the set B ⊂ Rn to 8 . According to exercise 1 it sufﬁces to show that for every ‘ > 0 there exists 7 a δ > 0 such that f|A (B(x. Prove that f|A is continuous on A.

Theorem 15 In the context of the preceding paragraph. 1 2 9 . δ) ⊂ B g(f (x). We must show that there exists δ > 0 1 2 1 2 such that g f B(x. ρ). Let3 ∈ D and 4 x choose arbitrary ‘ > 0. ‘ Since g is continuous at y = f (x) there is ρ > 0 such that 1 2 1 g B(f (x). Accordingly we consider coordinate functions and write 1 2 f = f1 . · · · . if f is continuous at x ∈ D and g is continuous at f (x). and there is the following theorem. Proof. f3 (x). δ)) ⊂ g B(f (x). f3 . then g ◦ f is continuous at x. there is δ > 0 such that f (B(x. f2 . We can then consider the composition g ◦ f : D → Rp deﬁned by g ◦ f : x ‘→ g(f (x)). ρ) ⊂ B g(f (x). ‘ . Since f is continuous at x. Applying g to each side of this line and combining with the previous gives: 2 g f (B(x. ‘ 3 4 3 4 1 2 Notation: When speaking of a function f : Rm → Rn is convenient to represent f in terms of what occurs in each of the coordinates of Rn . and f (x) = f1 (x). ρ ⊂ B g(f (x).the third p-dimensional space Rp . f2 (x). fn (x) . Exercise 16 Prove the preceding theorem. δ)) ⊂ B(f (x). · · · fn .

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