MATH 163, Spring 2020

SCRIPT 18: The Euclidean Space Rn

For the next three sheets we will be studying multivariable calculus, that is “calculus on Rn ”.
First we need to understand the space Rn .

Definition 18.1. The Euclidean n-space Rn is the n-fold cartesian product of R. In other words,

Rn = {(x1 , x2 , . . . , xn ) | x1 , x2 , . . . , xn ∈ R}

is the set of n-tuples of real numbers. We often write

x = (x1 , x2 , . . . , xn )

to denote an element, which is also referred to as a vector, in Rn and

0 = (0, 0, . . . , 0).

Definition 18.2. Let x = (x1 , x2 , . . . , xn ), y = (y1 , y2 , . . . , yn ) ∈ Rn and λ ∈ R. We define the

following operations.

(a) (Addition) x + y = (x1 + y1 , x2 + y2 , . . . , xn + yn ),

(b) (Scalar Multiplication) λx = (λx1 , λx2 , . . . , λxn ).

Exercise 18.3. Homework Prove that the addition on Rn satisfies FA1–FA4. Moreover, prove
that:

VS1. (Associativity of Scalar Multiplication) If λ, µ ∈ R, and x ∈ Rn , then

(λµ)x = λ(µx).

VS2. (Distributivity of Scalars) If λ, µ ∈ R, and x ∈ Rn , then

(λ + µ)x = λx + µx.

VS3. (Distributivity of Vectors) If λ ∈ R, and x, y ∈ Rn , then

λ(x + y) = λx + λy.

VS4. (Scalar Multiplicative Identity) If x ∈ Rn , then

1x = x.

VS5. If x ∈ Rn , then
0x = 0.

These nine properties together are called the vector space axioms.

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Proof. FA1. Commutativity of Addition. This is x + y = y + x. The LHS of the equation follows
these equations:
LHS = x + y
LHS = (x1 + y1 , x2 + y2 , . . . , xn + yn )
LHS = (y1 + x1 , y2 + xn , . . . , yn + xn )
by the commutativity of addition.

LHS = y + x = RHS

.
As such, the left and right sides of this equation are equal, proving commutativity of addition.

FB2. Associativity of Addition. This is (x + y) + z = x + (y + z). The LHS of the equation follows
these equations:
LHS = (x + y) + z
LHS = (x1 + y1 , x2 + y2 , . . . , xn + yn ) + z
LHS = (x1 + y1 + z1 , x2 + y2 + z2 , . . . , xn + yn + zn )
LHS = (x1 + (y1 + z1 ), x2 + (y2 + z2 ), . . . , xn + (yn + zn ))
LHS = x + (y + z) = RHS

As such, the left and right sides of this equation are equal, proving associtiativity of addition.

FC3. Additive Identity. This is x + 0 = x. The LHS of this equation follows these equations:

LHS = x + 0

LHS = (x1 + 0, x2 + 0, . . . , xn + 0)
LHS = (x1 , x2 , . . . , xn ) = RHS
by the additive identity of numbers.
As such, the left and right sides of this equation are equal, proving that there exists an
additive identity.

FD4. Additive Inverses. This is that for any x, there must exist a y such that x + y = 0. Let
y = −1·x. Then, by the additive inverses of numbers: (−x1 +x1 , −x2 +x2 , . . . , −xn +xn ) = 0.
As such, the additive inverse exists.

VS1. Let λ · µ = ν. The RHS of the equation follows these equations:

RHS = λ(µx)

RHS = λ(µ · x1 , µ · x2 , . . . , µ · xn )
RHS = (λµ · x1 , λµ · x2 , . . . , λµ · xn )
RHS = (ν · x1 , ν · x2 , . . . , ν · xn )

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 RHS = ν · x
RHS = (λµ)x = LHS

As such, the left and right sides of this equation are equal, proving associativity of scalar
multiplication.

VS2. Let λ + µ = ν. The RHS of the equation follows these equations:

RHS = λx + µx

RHS = (λx1 + µx1 , λx2 + µx2 , . . . , λxn + µxn )

RHS = ((λ + µ)x1 , (λ + µ)x2 , . . . , (λ + µ)xn )
RHS = (νx1 , νx2 , . . . , νxn )
RHS = νx
RHS = (λ + µ)x = LHS

As such, the left and right sides of this equation are equal, proving the distributivity of scalars.

VS3. The RHS of the equation follows these equations:

RHS = λx + λy

RHS = (λx1 , λx2 , . . . , λxn ) + (λy1 , λy2 , . . . , λyn )

RHS = (λx1 + λy1 , λx2 + λy2 , . . . , λxn + λyn )
RHS = (λ(x1 + y1 ), λ(x2 + y2 ), . . . , λ(xn + yn ))
RHS = λ(x1 + y1 , x2 + y2 , . . . , xn + yn )
RHS = λ(x + y) = LHS

As such, the left and right sides of this equation are equal, proving the distributivity of
vectors.

VS4. The LHS of the equation follows these equations:

LHS = 1x

LHS = 1 · (x1 , x2 , . . . , xn )
LHS = (1x1 , 1x2 , . . . , 1xn )
LHS = (x1 , x2 , . . . , xn ) = RHS

As such, the left and right sides of this equation are equal, proving the scalar multiplicative
identity.

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VS5. The LHS of the equation follows these equations:

LHS = 0x

LHS = 0 · (x1 , x2 , . . . , xn )
LHS = (0x1 , 0x2 , . . . , 0xn )
LHS = 0 = RHS

As such, the left and right sides of this equation are equal, proving the 0 vector identity.

Remark 18.4. Since Rn with the two operations defined as above satisfies these nine axioms, we
call Rn a vector space.

Definition 18.5. Let x ∈ Rn . The norm of x is defined as

q
kxk = x21 + x22 + · · · + x2n .

Definition 18.6. We call ky − xk the distance between x and y.

Remark 18.7. If n = 1, the norm coincides with the definition of the absolute value in R.
x2 +y 2
Lemma 18.8. (a) (Arithmetic Mean-Geometric Mean Inequality) If x, y ∈ R, then xy ≤ 2 .

Proof. For all x, y ∈ R, it is true that (x − y)2 ≥ 0, and expanding, that x2 + y 2 ≥ 2xy.
2 2
Dividing both sides by 2: xy ≤ x +y 2 .
|x|2 +|y|2 x2 +y 2
Also note that for any x, y ∈ R, plugging in |x|, |y|: |x||y| = |xy| ≤ 2 = 2 .

(b) (Cauchy-Schwarz Inequality) If x, y ∈ Rn , then |x1 y1 + x2 y2 + · · · + xn yn | ≤ kxk · kyk.

(Hint: For (b), first prove it in the case that kxk = kyk = 1.)

Proof. For the case where kxk = kyk = 1: kxkkyk can be rewritten as: kxkkyk = 1 =
kxk2 +kyk2 x2 +y 2 x2 +y 2 2 2
2 = 1 2 1 + 2 2 2 + . . . + xn +y 2 . Then, from part a): kxkkyk ≥ |x1 y1 | + |x2 y2 | +
n

. . . + |xn yn | ≥ |x1 y1 + x2 y2 + . . . + xn yn |, proving this case.

Then, consider any x, y ∈ Rn .
First, consider if x, y 6= 0. It follows that unit vectors can be defined as: x0 = kxk x
and
y
y 0 = kyk . Then, kx0 k = kxk · x21 + x22 + . . . + x2n = 1. Similarly, ky 0 k = 1. Thus, from the
1
p

case proved above, we can write that 1 = kx0 kky0 k ≥ |x01 y10 + x02 y20 + . . . + x0n yn0 |. Multiplying
both sides through by kxkkyk shows that kxkkyk ≥ |x1 y1 + x2 y2 + . . . + xn yn |.
Now, if x = 0 or y = 0, it would follow that kxkkyk = 0 ≥ |0 + . . . + 0| = 0.

Theorem 18.9. If x, y ∈ Rn and λ ∈ R, then

(a) kxk ≥ 0. Moreover, kxk = 0 if and only if x = 0.

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 Proof. Since kxk is the square root of the sum of non-negative numbers, it must thus be
non-negative.
(→) For the forward direction: If kxk = 0, it must follow that there cannot be a non-zero
component of x, or else there would be a contradiction. Thus, because every component of x
must be 0, it follows that x = 0.
√
(←) For the reverse direction: The reverse direction follows trivially. kx = 0k = 02 + . . . + 02 =
0.

(b) kλxk = |λ| · kxk.

p
Proof. It follows that kλxk = λ2 (x21 + x22 + . . . + x2n ) = λ · kxk.

(c) (Triangle Inequality) kx + yk ≤ kxk + kyk.

Proof. The LHS can be squared, and written as: kx + yk2 = kxk2 + kyk2 + 2(x1 y1 + x2 y2 +
. . . + xn yn ). From the Cauchy-Schwarz Inequality (Script 18.8b), it can be rewritten as:
kx + yk2 ≤ kxk2 + kyk2 + 2kxkkyk = (kxk + kyk)2 . Thus, it follows that because norms are
always non-negative, this implies that kx + yk ≤ kxk + kyk.

Corollary 18.10. (Read Only -The proof is the same as one-variable proof.) If x, y, z ∈ Rn and
λ ∈ R, then
(a) kx − zk ≤ kx − yk + ky − zk.

(b) (Reverse Triangle Inequality) |kxk − kyk| ≤ kx − yk.

The next goal is to “topologize” Rn . To discuss topology on Rn , we first need to introduce
notions for Rn that are analogous to open and closed intervals for R.
Remark 18.11. For x = (x1 , . . . , xn ) ∈ Rn and y = (y1 , . . . , ym ) ∈ Rm , we identify (x, y) ∈
Rn × Rm with (x1 , . . . , xn , y1 , . . . , ym ) ∈ Rn+m . So, if A ⊂ Rn and B ⊂ Rm , we can consider A × B
to be a subset of Rn+m .
If also C ⊂ Rk , then (A × B) × C and A × (B × C) correspond to the same subset of Rn+m+k
under this identification; we write A × B × C for this set.
Definition 18.12. An open rectangle in Rn is a set of the form

(a1 , b1 ) × (a2 , b2 ) × · · · × (an , bn ),

a product of open intervals. Similarly, a closed rectangle in Rn is a set of the form

[a1 , b1 ] × [a2 , b2 ] × · · · × [an , bn ].

We allow the possibility that aj = bj (where [aj , aj ] = {aj }). If there is at least one j with aj = bj ,
then we say the rectangle is degenerate; otherwise, we say the rectangle is non-degenerate.

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Definition 18.13. A subset U ⊂ Rn is open if for all a ∈ U , there exists an open rectangle R such
that a ∈ R ⊂ U . A subset C ⊂ Rn is closed if its complement is open.
Exercise 18.14. Decide whether each of the following is an open set in R2 .
a) {(x1 , x2 ) | x1 , x2 ∈ R, x1 > 0, x2 > 0}

Proof. Let S = {(x1 , x2 ) | x1 , x2 ∈ R, x1 > 0, x2 > 0}. Let a = (x1 , x2 ) ∈ S. Now, choose an
x01 such that 0 < x01 < x1 and an x02 such that 0 < x02 < x2 . This can be done because x1 > 0,
x2 > 0, and x1 , x2 ∈ R. As such, x01 , x02 ∈ S. Now, choose an x001 such that x1 < x001 and an x002
such that x2 < x002 , which again can always be done because x1 , x2 ∈ R. As such, there will
always exist an open rectangle (x01 , x02 ) × (x001 , x002 ) that contains a.

b) {(x, 0) | x ∈ R}

Proof. Let S = {(x, 0) | x ∈ R}, and let a ∈ S. Assume that there exist x1 , x2 ∈ R such
that x1 , x2 are able to contain any point a. Then, there could be picked some y1 , y2 which
contain 0. However, regardless of which y1 , y2 are picked, a can be included, but the open
rectangle would not be a subset of S because S only contains 0 for the y value. As such, this
is a contradiction, and an open rectangle cannot be constructed around any give a, and so,
by Script 18.13, S is not open in R2 .

Exercise 18.15. Homework Show that if R1 , R2 , . . . , Rm are open rectangles containing x in Rn ,

then R = R1 ∩R2 ∩· · ·∩Rm is an open rectangle containing x in Rn . If R = (a1 , b1 )×(a2 , b2 )×· · ·×
(an , bn ), derive formulas for ai and bi in terms of the corresponding quantities for R1 , R2 , . . . , Rm .
Proof. The set R can be rewritten as follows:

R = R1 ∩ R2 ∩ · · · ∩ Rm =

= [(a1R1 , b1R1 ) × · · · × (anR1 , bnR1 )] ∩ · · · ∩ [(a1Rm , b1Rm ) × · · · × (anRm , bnRm )]

= [(a1R1 , b1R1 ) ∩ · · · ∩ (a1Rm , b1Rm )] × · · · × [(anR1 , bnR1 ) ∩ · · · ∩ (anRm , bnRm )]
By Script 4, (aiR1 , biR1 ) ∩ · · · ∩ (aiRm , bnRm ) is an open set and a region, so the product, R, is
an open rectangle.
Also, since xi < biRk such that 1 ≤ k ≤ m, then xi < min biRk . Similarly, xi > aiRk such that
1 ≤ k ≤ m, then xi > max aiRk . Therefore:

xi ∈ (max aiRk , min biRk ) = (aiR1 , biR1 ) ∩ · · · ∩ (aiRm , biRm )

Exercise 18.16. Homework Let T = {U ⊂ Rn | U is open in Rn }, where “open” is defined in

Definition 18.13. Prove that T is a topology (as defined in Sheet 3) on Rn .
Proof. 1. Here, WTS that T is open on Rn . Since all rectangles are in Rn , then for all a ∈ Rn ,
there exists a rectangle RSsuch that a ∈ R ∈ Rn . As such, T is open by definition, since if
a ∈ R ∈ U , then a ∈ R ∈ U .

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 2. Here, WTS that for an arbitrary collection of open subsets U λ ∈ T , for all λ ∈ Λ, then
λ∈Λ U λ ∈ T . Take an arbitrary a ∈
S S
λ∈Λ Uλ . Then, a ∈ Ui where i ∈ Λ. Since
S Ui is open,
there must exist an open rectangle RSsuch that a ∈ R ∈ USi . Since Ui ⊂ λ∈Λ Uλ , then
then S
R ⊂ λ∈Λ Uλ , which means that a ∈ R ⊂ λ∈Λ Uλ . Therefore, λ∈Λ Uλ is open.

3. Here, WTS that the intersection of open sets is open. This is to say, that if U1 , . . . , Un ∈ T ,
then U − 1 ∩ · · · ∩ Un ∈ T . Take an arbitrary a ∈ U1 ∩ · · · ∩ Un ∈ T . As such, a ∈ Ui for
all 1 ≤ i ≤ n. Therefore,Tfor all Ui there must exist an open rectangle Ri where a ∈ Ri ∈ Ui .
n
By Script 18.15,
n Tn S = i=1 Ri is an open rectangle containing a. Therefore, since a ∈ S ⊂
i=1 Ui ∈ T .
T
i=1 Ui , then
Therefore, T is a topology.

Definition 18.17. The open ball in Rn with center p and radius r > 0 is defined as

B(p, r) = {x ∈ Rn | kx − pk < r}

The closed ball in Rn with center p and radius r > 0 is defined as

B(p, r) = {x ∈ Rn | kx − pk ≤ r}

Remark 18.18. In R1 an open rectangle is also an open ball, and vice versa.

The following results illustrate how open rectangles and open balls in Rn are “compatible” with
each other.

Lemma 18.19. Fix a ∈ Rn .

(a) If R is an open rectangle containing a, then there exists r > 0 such that B(a, r) ⊂ R.

Proof. Let R = (b1 , c1 )×· · ·×(bn , cn ) and let a = (a1 , . . . , an ). Now, let B = {ai −bi |1 ≤ i ≤ n}
and let C = {cj − aj |i ≤ j ≤ n}. Let r = min(min(B), min(C)).
Now, consider the open ball B(a, r). Take an x ∈ B(a, r) such that x = (x1 , . . . , xn ). Assume
that x ∈/ R. Then, there must exist an p xj ∈ x such that xj ∈ / (bj , cj ). WLOG, let xj ≥ cj .
Then, the following holds: kx − ak = (x1 − a1 )√ + · · · + (xj − aj )2 + · · · + (xn − an )n ≥
2
p p p
(xj − aj )2 ≥ (cj − aj )2 ≥ ((aj + r) − aj )2 = r2 = r. However, this is a contradiciton,
since kx − ak < r. As such, xj ∈ (bj , cj ), and, since j is arbitrary, x ∈ R.

(b) If B is an open ball containing a, then there exists an open rectangle R such that a ∈ R ⊂ B.

Proof. If a ∈ B(b, r), then ka−bk < r. Let r−ka−bk

√
n
, and let R = (a1 −g, a1 +g)×· · ·×(an −g, an +g).
Then, for all i such that 1 ≤ i ≤ n, ai − g < ai < ai + g and so a ∈ R.
If x ∈ R, then for all i such that 1 ≤ i ≤ n, |xi − ax | < g and (xi − ai )2 < g 2 . Therefore,
pP n 2
√
i=1 (xi − ai ) < g n < r − ka − bk and so kx − ak < r − ka − bk. As such, by Script 18.9c,
kx − bk < r. Then, x ∈ B(b, r) and so R ∈ B.

Corollary 18.20. A set U ⊂ Rn is open if and only if for every a ∈ U , there exists r > 0 such
that B(a, r) ⊂ U .

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 Proof. (→) For the forward direction: Since U is open, then for all a ∈ U , there exists an open
rectangle Ra such that a ∈ Ra ⊂ U . It also follows that, by Script 18.19, for all a, that there
exists some ball Ba 3 such that a ∈ Ba ⊂ Ra ⊂ U .
(←) For the reverse direction: If for all a ∈ U , there exists r > 0 such that B(a, r) ⊂ U ,
from Script 18.19 there must exist some open rectangle R such that a ∈ R ⊂ B ⊂ U , which by
definition implies that U is open.

Corollary 18.21. Homework Open balls are open and closed balls are closed.

Proof. Fix a ∈ B(p, r), and let r0 = r − ka − pk. Also, let x ∈ Rn , such that x ∈ B(a, r). As
such, kx − vak < r0 , which implies kx − ak < −ka − pk + r, meaning kx − ak + ka − pk < r.
This means that kx − a + a − pk < r, showing that kx − pk < r. As such, x ∈ B(p, r). As such,
B(a, r) ⊂ B(p, r), and, by Script 18.20, B(p, r) is open.

Proposition 18.22. Let U ⊂ Rn . The following are equivalent:

(i) U is open.

(ii) U is a (possibly empty) union of open balls.

(iii) U is a (possibly empty) union of open rectangles.

Proof. First, to show that i) implies ii). SBecause U is open, it follows that for all x ∈ U , there
ball B(x, r) ⊂ U . Thus, U = x∈U B(x, rx ). As such, for Sall x ∈ U , x ∈ B(x, rx ) and
exists the S
thus U ⊂ x∈U B(x, rx ). Also, for all x ∈ U , B(x, rS x ) ⊂ U , and thus x∈U B(x, rx ) ⊂ U .
Next, to show that ii) implies iii). Let U = B∈A B, for some collection of open balls A.
For any x ∈ U , it follows that there must exist some B ∈ A such that x ∈ B. From Script
18.19,S it followsSthat there must
S S open rectangle Rx ⊂ B such that x ∈ Rx . Thus,
exist some
U = B∈A S B = R
x∈U x , as R
x∈U x ⊂ B∈A B because for all x ∈ U , Rx ⊂ B for some B ∈ A,
and that x∈U Rx ⊃ U , as for all x ∈ U , x ∈ Rx .S
Finally, to show that iii) implies i). Let U = R∈A R, for some collection A of open rectangles.
It follows that for all x ∈ U , there exists some Rx ∈ A such that x ∈ Rx ⊂ U , and thus U is open
by definition.

Remark 18.23. If X ⊂ Rn , then X is also a topological space with the subspace topology. That
is, A ⊂ X is open in X if there exists an open set U ⊂ Rn such that X ∩ U = A. (See Sheet 5).

We now discuss functions between Euclidean spaces.

Definition 18.24. Let A ⊂ Rn and let f : A → R. Define the graph of f by

graph(f ) = {(x1 , x2 , · · · , xn , f (x1 , x2 , · · · , xn )) ∈ Rn+1 | (x1 , x2 , · · · , xn ) ∈ A}.

Exercise 18.25. For each of the following functions describe the graph as a subset of R3 .
a) f : R2 → R given by f (x, y) = 2, for all (x, y) ∈ R2 .

Proof. graph(f ) = {(x, y, 2) | x, y ∈ R)}. This is a plane parallel to the xy-plane, intersecting the
z-axis at z = 2. This is a closed subset because for any point p = (x, y, z), the complement, such
that z 6= 2, there exists an open ball B(p, |z − 2|) that contains p that does not intersect with the
plane.

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b) f : R2 → R given by f (x, y) = x + y + 1, for all (x, y) ∈ R2 .

Proof. graph(f ) = {(x, y, x + y + 1) | x, y ∈ R)}. This is a plane, which is also closed.

c) f : : R2 → R given by f (x, y) = x2 + y 2 , for all (x, y) ∈ R2 .

p
Proof. graph(f ) = {(x, y, x2 + y 2 ) | x, y ∈ R)}. This is a series of circles with radii x2 + y 2 at
height x2 + y 2 . All of the circles occur at positive heights. This is called a paraboloid.

In Sheet 5, we gave a definition of continuity that we can generalize to this case:

Definition 18.26. Let X and Y be topological spaces. A function f : X → Y is continuous if for

every open set U ⊂ Y , the preimage f −1 (U ) = {x ∈ X | f (x) ∈ U } is open in X.
The function f : X → Y is continuous at x ∈ X if, for every open set U ⊂ Y containing f (x),
the preimage f −1 (U ) is open in X.

Theorem 18.27. (Read Only -The proof is the same as the one-variable proof.)

a) A function f : X → Y is continuous if and only if it is continuous at every x ∈ X.

b) A function f : X → Y is continuous if and only if f −1 (B) is closed in X whenever B is closed

in Y .

Remark 18.28. There is also a characterization of continuity in terms of limits, as in one variable,
as we shall now see. First we need the definitions of limit point and limit.

Definition 18.29. Let A ⊂ Rn .

a) We say that a is a limit point of A if for every open set U containing a, A ∩ (U \{a}) 6= Ø.)

b) Let a ∈ LP (A) and f : A → Rm . We say L ∈ Rm is the limit of f at a if for every  > 0,

there exists δ > 0 such that

if x ∈ A and 0 < kx − ak < δ, then kf (x) − Lk < .

As in one variable, we can show that limits are unique. If L is the limit of f at a, we write
lim f (x) = L.
x→a

Exercise 18.30. Compute the following limits if they exist, or prove that the limit does not exist.

a) lim 4xy.
(x,y)−→(a,b)


, 4 ). For all (x, y) ∈ R2 such that d = k(x, y) −
p
Proof. For all  > 0, let δ = min( 8(|a|+|b|)+1
(a, b)k < δ, it follows that |4xy − 4ab| = 4|(x − a)(y − b) + a(y − b) + b(x − a)| ≤ 4(|(x −
2
a)(y − b)| + |a(y − b)| + |b(x − a)|) ≤ 4( d2 + |a|d + |b|d). Thus, because d < 4 and that
p

d < 8(|a|+|b|)+1 , then |4xy − 4ab| < 4( 8 + 8 = , and thus the limit exists and equals 4ab.

x3 − y 3
b) lim .
(x,y)−→(0,0) x2 + y 2

9
 p
Proof. Here, WTS that for all  > 0, such that if (x, y) ∈ A and x2 + y 2 < δ, then
x2 +y 2
3 3
−y 2
(x−y)(x +xy+y ) 2 (x−y)(x2 + +y 2 (x−y)( 3 (x2 +y 2 ))
| xx2 +y 2 | < . This means that | x2 +y 2
| ≤ | x2 +y 2
2
| = | 2
x2 +y 2
| ≤
2 2 2 2 2
|2(x − y)|, since x + y ≥ 0. Since xp+ y < δ , then |2(x − y)| < |2(x − y)δ |. Also, 2

|x − y| ≤ |x| + | − y| = |x| + |y|. Because x2 + y 2 < δ, x can be at most δ if y 2 = 0, and same

for y and x2 . Therefore, |x − y| ≤ |x| + |y| ≤ 2δ.qAs such, by Script 18.9b, |2(x − y)δ 2 | =
3 3
|x − y||2δ 2 | ≤ |2δ||2δ 2 | = |4δ 2 |. Therefoer, if δ = 3 34 , then | xx2 −y
+y 2
| ≤ 4δ 3 =  for all  > 0 for
3 3
any given (x, y) ∈ A and x2 + y 2 < δ. Therefore, L = 0 and lim(x,y)−→(0,0) xx2 −y
p
+y 2
= 0.

x2 − y 2
c) lim .
(x,y)−→(0,0) x2 + y 2

x2 − y 2
Proof. Proof by contradiction. Suppose lim(x,y)−→(0,0) = L. For all  > 0, suppose
x2 + y 2
that there exists δ > 0 such that for all kx − (0, 0)k < δ, kf (x) − Lk < . It also follows that
k( 2δ , 0) − (0, 0)k = 2δ < δ. Thus, it would follow that |f ( 2δ , 0) − L| < , or in other words that
|1 − L| < , but, by a similar process, |f (0, 2δ ) − L| < | − 1 − L| = |1 + L| < . Thus, it would
follow by the triangle inequality that |2| ≤ |1 − L| + |1 + L| < 2, implying that 1 < , which
does not have to hold true, and thus this is a contradiction.

Theorem 18.31. Read Only - The proof is the same as the one-variable proof.
Let A ⊂ Rn and a ∈ A. Let f : A → Rm . Then the following are equivalent:
(i) f is continuous at a

(ii) For every  > 0, there exists δ > 0 such that

if x ∈ A and kx − ak < δ, then kf (x) − f (a)k < .

(iii) Either a 6∈ LP (A) or lim f (x) = f (a).

x→a

Exercise 18.32. For each of the following, prove that f is continuous at every point in its domain.
a) No proof in class A ⊂ Rn and f : A → Rm is a constant function.

Proof. Omitted.

b) No proof in class Fix a ∈ Rm . Define f : R → Rm by f (h) = ha.

Proof. Omitted.

c) Fix p ∈ Rn . Define f : Rn → R by f (x) = kx − pk.

Proof. For all  > 0, let δ =  > 0. It follows that for any a ∈ Rn , for all x ∈ Rn such that
− < kx − ak < δ, kkx − pk − ka − pkk ≤ kx − p − a + pk = kx − ak < δ = , and thus f is
continuous over its domain.

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 d) f : R2 −→ R given by f (x, y) = 4xy.

Proof. Let  > 0 and let δ = . Fix a ∈ Rn , and let x ∈ Rn such that kx − ak < δ. Then,
kx − p + p − ak < δ, which means that k(x − vp) − (a − pk < δ. By the Reverse Triangle
Inequality of Script 18.10b, kkx − pk − ka − pkk ≤ k(x − p) − (a − p)k < δ = . Therefore,
for kx − ak < δ, kf (x) − f (a)k < . Therefore, by Script 18.31, f is continuous at a, which
means that f is continuous at every point.

x3 − y 3
Exercise 18.33. Consider the function f : R2 \ {(0, 0)} −→ R given by f (x, y) = . (See
x2 + y 2
Exercise 18.30 c).) It can be shown that this function is continuous on its domain. Can you
extend this function continuously to R2 ? More specifically, can you define a continuous function
g : R2 −→ R such that g(x) = f (x), for all x 6= (0, 0)?

Proof. Let g be the piecewise defined by g(x, y) = f (x, y) if (x, y) 6= (0, 0), and g(x, y) = 0
otherwise.
Then, WTS that limx→(0,0) f (x) = 0.
For any a ∈ R2 , consider any  > 0. Let δ = 3 > 0. It follows that for all x ∈ R2 , that if
3 3 2 2
−y (x−y)(x +xy+y )
kx − ak < δ, it follows that |f (x, y) − 0| = |f (x, y)| = | xx2 +y 2| = | x2 +y 2
|. From the Cauchy-
Shwartz inequality, it can be seen that |xy| ≤ |x + y |, and thus that |f (x, y) − 0| ≤ |x − y| 32 ≤
2 2
3 3
2 (|x| + |y|) < 2 (2δ) = , and so limx→(0,0) f (x) = 0.

Definition 18.34. Let m ∈ N. Suppose I = {i1 , i2 , . . . , ik } ⊂ [m] with i1 < i2 < · · · < ik . We
define the projection function πI : Rm → Rk as

πI (x) = (xi1 , xi2 , . . . , xik ),

If I = {i} has only one element, we write πi instead of π{i} .

Exercise 18.35. Prove that each πI is continuous.

Proof. Let σI = π[m]\I . It follows that forP all i ∈ [m],Peither i ∈ I or i ∈ [m] \ I.

Then, for any x ∈ Rn , ni=1 (xi )2 = i∈I x2i + i∈[m]\I x2i . As such, it follows that kxk2 =
P

kπI k2 + kσI (x)k2 ≥ kπI k2 . Thus, for all  > 0, take kxk < . Therefore, kπI (x)k ≤ kxk < . Now
considering any a ∈ Rm , it follows that for all x ∈ Rm such that kx − ak < , it must be that
kπI (x − a)k = kπI (x) − πI (a)k ≤ kx − ak < , and thus πI (x) is continuous over Rm .

Remark 18.36. Let A ⊂ Rn be a rectangle (open or closed). Then,

A = π1 (A) × π2 (A) × · · · × πn (A).

Definition 18.37. Let f : A → Rm . Its i-th component function fi : A → R is defined as

fi = πi ◦ f.

In other words,
f (x) = (f1 (x), f2 (x), . . . , fm (x)).

11
Theorem 18.38. Let A ⊂ Rn and let a be a limit point of A. Suppose f : A → Rm . If lim f (x) = b
x→a
exists, with b = (b1 , b2 , · · · , bm ), then, for 1 ≤ i ≤ m, lim fi (x) exists and equals bi . Conversely, if,
x→a
for each 1 ≤ i ≤ m, lim fi (x) = bi , then lim f (x) exists and equals b = (b1 , b2 , · · · , bm ).
x→a x→a

Proof. (→) For the forward direction: For all  > 0, there exists p δ > 0 such that for all x ∈ A such
that kx − ak < δ, then kf (x) − bk < . Then, it follows that (fi (x) − bi )2 ≤ kf (x) − bk < , and
thus, for all i ∈ [m], kfi (x) − bi k < , and thus that limx→a fi (x) = bi .
(←) For the reverse direction: For all i ∈ [m], that limx→a fi (x) = bi . For all  > 0, x ∈ A and
kx−ak < δi , that kfi (x)−bi k < √m . Thus, for δ = min{δ | i ∈ [m]}, for all x such that kx−ak < δ,
p 
it follows that kf (x) − bk < ( m )2 · m = . Thus, it follows that limx→a f (x) = b.

Corollary 18.39. Let A ⊂ Rn . A function f : A → Rm is continuous if and only if f1 , f2 , . . . , fm

are all continuous.

Proof. Let f be continuous. It follows that because limx→a f (x) = f (a), that limx→a fi (x) = fi (a),
and thus fi is continuous for all i ∈ [m].
Let fi be continuous for all i ∈ [m]. It would follow that because limx→a fi (x) = fi (a), that
limx→a f (x) = f (a), and thus that f is continuous.

Now we revisit compactness, but in Rn . For our purposes the key result is Corollary 18.48.

Definition 18.40. Let A ⊂ Rn . Then A is compact if every open cover G of A has a finite subcover.

Proposition 18.41. Let A ⊂ Rn . Then A is compact if and only if every open cover G of A
consisting solely of open rectangles has a finite subcover.

Proof. (→) For the forward direction: Let A ⊂ Rn be compact. Then, every open cover of A must
have a finite subcover by Script 18.40, and so every open cover consisting solely of open rectangles
must have a finite subcover.
(←) For the reverse direction: Let every open cover of A consisting solely of open rectangles
have a finite subcover. Let G be an open cover of A. G is a collection of open sets, and, by
Script 18.22, each of these open sets is a collection of open rectangles. As such, G is a collection
of open rectangles. Therefore, G has a finite subcover. Therefore, every open cover has a finite
subcover, so by Script 18.40, A is compact.

Definition 18.42. Let A ⊂ Rn and f : A → Rm . We say that f is uniformly continuous if, for
every  > 0, there exists δ > 0 such that,

if x, y ∈ A and kx − yk < δ, then kf (x) − f (y)k < .

Theorem 18.43. Read Only - The proof is the same as the one-variable proof.
Let A ⊂ Rn be compact and f : A → Rm be continuous. Then f is uniformly continuous.

Theorem 18.44. Read Only - The proof is the same as the one-variable proof.
If A ⊂ Rn is compact and f : A → Rm is continuous, then f (A) is compact.

Corollary 18.45. Let x ∈ Rn . If B is a compact subset of Rm , then {x} × B is a compact subset

of Rn+m .

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Proof. Let f : B → {x} × B such that f (b) = (x, b). It follows that for all i ∈ [n], fi (b) = xi ,
and fi (b) is a constant. It also follows that for all j ∈ [m], fn+j (bn − bj ), and fn+j (b) is linear.
It thus follows that for all i ∈ [n + m], that fi is continuous, and thus f is continuous. Also,
f (B) = {x} × B, and thus f is a bijection. Thus, because B is compact, it follows that the range
of f , {x} × B is also compact.

Lemma 18.46. Let x ∈ Rn and B ⊂ Rm . If G is a finite set of open rectangles that covers
{x} × B ⊂ Rn+m , then there exists an open rectangle R ⊂ Rn containing x such that G covers
R × B.
T
Proof. Let R = F ∈{π[n] G|G∈G,G∩({x}×B)6=Ø} F .
For all (y, b) ∈ R × B, it follows that (y, b) ∈ G for some G ∈ G, and G is thus an open
rectangle. Also, if F = π[n] G, it follows that R ⊂ F . This also means that b ∈ π[ n + 1, m]G, and
thus R × {b} ⊂ F × π[n+1,m] G = G. Thus, because for all (y, b) ∈ R × B, (y, b) ∈ R × {b} ⊂ G ∈ G,
it follows that G is a cover for R × B.

Theorem 18.47. If A ⊂ Rn and B ⊂ Rm are compact, then A × B ⊂ Rn+m is also compact.

Proof. Let G be an open cover for A × B. For some x ∈ A, it follows that {x} × B ⊂ A × B,
and thus that G covers {x} × B. It follows that from Script 18.45 there most exist some finite
open cover G0x ⊂ G for {x} × B. From Script 18.46, it follows that there exists an open rectangle
Rx 3 x such that G0x covers Rx × B. Letting the cover GA = {Rx | x ∈ A}, it follows that there
must exist some finite open subcover G0A ⊂ GA for A.
Then, define G0 = {U ∈ G0x | Rx ∈ G0A } ⊂ G. It also follows that G0 is finite, as G0x is finite, and
there are finitely many G0x that correspond to each Rx ∈ G0A , because G0A is finite.

Corollary 18.48. If A1 , A2 , . . . , An are all compact, then so is A1 × A2 × · · · × An . In particular,

a closed rectangle is compact.

Proof. This proof will be done by induction.

For the base case, proving Ai × A2 is compact if A1 , A2 are: By Script 18.47, if A1 ⊂ Rn and
A2 ⊂ Rm , then A1 × A2 ⊂ Rn+m is also compact.
Assume that this holds for n = k.
For the inductive step, n = k + 1: If A1 , . . . , Ak are compact then so is A1 × . . . Ak . Now, let
A1 × . . . Ak = B. As such, since B and Ak+1 are compact, then B × Ak+1 is compact, and the
inductive step holds.

Theorem 18.49. Read Only - The proof is the same as the one-variable proof. If A ⊂ X ⊂ Rn
with X compact and A closed in Rn , then A is compact.

Theorem 18.50. Closed balls are compact.

√
Proof. Consider any closed ball B(p, r) ⊂ Rn . Letting y = (1, 1, . . . , 1) ∈ Rn such that kyk = n.
Let  = 2n2 ry, and so that kk = 2r.
For all i ∈ [n], consider [pi − i , pi + i ], and so, letting the closed rectangle R be defined as
R = [p1 − 1 , p1 + 1 ] × . . . × [pn − n , p + n ]. It follows that R is compact. For all i ∈ [n], then for
all b ∈ B(p, r), kb − pk ≤ r, it follows that |bi − pi | < i , and thus that b ∈ R. Thus, by Script
18.49, because the closed ball B(p, r) ⊂ R, and R is compact, B(p, r) is compact.

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Definition 18.51. A subset A of Rn is bounded if there exists a rectangle R such that A ⊂ R.

Theorem 18.52. (The Heine-Borel theorem in Rn )

A subset of Rn is compact if and only if it is closed and bounded.

Proof. Let X ⊂ Rn .

I. If X is closed and bounded, then X is compact. Let X be closed and bounded. As such,
by Script 18.51, there must exist a rectangle R such that X ⊂ R. If R is closed, then,
by Script 18.48, R is compact. Otherwise, R can be written as a product of such that
(a1 , b1 ), (a2 , b2 ), . . . , (an , bn ). Now, let R0 = [a1 , b1 ] × · · · × [an , bn ]. This means that R0 is
closed, and, so, by Script 18.48, R0 is compact. As such, X ⊂ R or X ⊂ R0 , and either R
or R0 is compact. Therefore, by Script 18.49, X is compact.

II. If X is compact, then X is closed and bounded.

A. Proving that X is closed. Let X be compact. Assume that X is not closed. Take an
x ∈ LP (X) and x ∈ / X. Also, let G = {(B(x, n1 )|n ∈ N}, and let G0 be a finite subcover.
Then, let n0 be the largest of the n of the sets of G0 . Also, this means that B(x, n01+1 ) is
uncovered. As such, there must exist a y such that y ∈ X and y ∈ / G0 , meaning that X
is not compact. This is a contradiction, so X must be closed.
B. Proving that X is bounded. Assume for contradiction that X is not bounded. Then,
let G = {B(x, k)|k ∈ N}. Since X is not bounded, there does not exist a finite subcover
that covers X, meaning that X is not compact. However, this is a contradiction, so X
is bounded.

14