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Jiemai Wu∗
10 March 2021
1 Continuity
We all know what a continuous function looks like and what a discontinuous function looks
like, but can we articulate their signature features in general definition that works for multi-variate
functions whose domain and target space could be multidimensional subsets of Rn ?
1
Because f (x) = 2x for all x ∈ R, f (xn ) = 2xn for all n. Therefore,
This proves that f is continuous at x0 . Because the choice of x0 was arbitrary, f is continuous
on the entire domain R.
Proof. Proving that f is not continuous on its entire domain is equivalent to proving the following
statement (remember the swan exercise for quantifiers?)
There exists some x0 ∈ R such that there is a sequence {xn }∞n=1 in R that converges to x0 , but
∞
the sequence { f (xn )}n=1 does not converge to f (x0 ).
Let’s find such an example.
Let x0 = 0, so f (x0 ) = −1.
Let xn = n1 for n = 1, 2, 3, ... Then,
lim xn = 0 = x0 .
n→∞
Let {cn }∞
n=1 be a convergent sequence of real numbers with
lim cn = c.
n→∞
lim cn xn + yn = cx + y.
n→∞
Theorem 1. Let f and g be functions from Rk to Rm . Suppose that f and g are continuous at v.
Then, f + g and f − g are both continuous at v.
(This is Theorem 13.4 of Simon-Blume.)
2
Proof. Let {vn }∞ n=1 be a converging sequence whose limit is v. By continuity, f (vn ) converges to
f (v) and g (vn ) converges to g(v).
Using the notations and results of Fact 1:
(1) Show that f + g is continuous.
If we let cn = 1 for all n, xn = f (vn ), and yn = g (vn ) then
lim ( f + g) (vn ) = lim [ f (vn ) + g (vn )] by definition of f + g
n→∞ n→∞
= lim f (vn ) + lim g (vn ) by Fact 1
n→∞ n→∞
= f (v) + g(v) by continuity of f and g
= ( f + g) (v) by definition of f + g
This proves that f + g is continuous at v.
(2) Show that f − g is continuous.
If we let cn = −1 for all n, xn = g (vn ), and yn = f (vn ) then
lim ( f − g) (vn ) = lim [ f (vn ) − g (vn )] by definition of f − g
n→∞ n→∞
= lim f (vn ) − lim g (vn ) by Fact 1
n→∞ n→∞
= f (v) − g(v) by continuity of f and g
= ( f − g) (v) by definition of f − g
This proves that f − g is continuous at v.
2 Differentiation
Is every continuous function differentiable? The answer is no. In other words, continuity is ne-
cessary but not sufficient for differentiability. Below is an example that is continuous but not
differentiable. In general, if a continuous function has a “kink”, then its slope is not defined at the
kink and, therefore, its derivative does not exist at the kink.
3
0
Definition 2. A function is differentiable at x = a if it is continuous at a and its derivative f
0
exists at a. If its derivative f (x) is itself a continuous function, then we say that f is continuously
differentiable.
Notation: C0 , C1 , C2 , ......
A function f is C0 on domain D if it is continuous at every point of D.
0
A function f is C1 on domain D if its first derivative f exists and is continuous at every point
of D.
0 00
A function f is C2 on domain D if its first and second derivatives f , f exist and are con-
tinuous at every point of D.
0 00
A function f is Ck on domain D if its first k derivatives f , f , ..., f (k) all exist and are
continuous at every point of D.
A function f is C∞ or “smooth” on domain D if its derivative f (n) exits for all positive
integers n at every point of D.
Remark 1. In economics, we prefer to work with models whose functions are at least C2 .
0 00
For example, if f (x) = GDP in year x, then f represents the growth of the GDP, and f
represents the change in the growth of the GDP.
2.1 Group activity: Can you make your high school math teacher proud?
0
Let f be a well-defined function with a proper domain and target space. Evaluate f (x) at x = 2.
Your answer should be a number.
1.
f (x) = x7 9x2 − 1 + 4x3
2.
11x3 − 1
f (x) =
x
3.
2 −6x−6
f (x) = 6e6x
4.
3x + 3
f (x) = ln
x3
Answer:
0
1. f (x) = 7x6 9x2 − 1 + x7 · 18x + 12x2 . This is equal to 20336 when x = 2.
4
0 3
2. f (x) = 33x − 11xx2−1 . This is equal to 117
4 = 44.25 when x = 2.
0 6x2 −6x−6
3. f (x) = 6(12x − 6)e . This is equal to 108e6 ≈ 43570.3 when x = 2.
0 x3
· −3x−4 (3x + 3) + 3x−3 . This is equal to − 67 ≈ −1.16667 when x = 2.
4. f (x) = 3x+3
If you are struggling with some of these questions, please review the “math prerequisite”
page on Canvas: https://canvas.sydney.edu.au/courses/31039/pages/math-prerequisites
If you are still struggling, please post your question on Ed.
ex − 1 ex
lim = lim = 1.
x→0 x x→0 1
ln x 1/x
lim = lim = 0.
x→∞ x x→∞ 1
5
3.1 Bounded sets and compact sets: definitions
Definition 3. A set S in Rn is bounded if there exists a finite number B such that |x| ≤ B for all
x ∈ S.
In other words, a set S in Rn is bounded if S can be contained in some ball in Rn with a finite
radius.
is unbounded.
Example 5. [0, 1]2 = [0, 1] × [0, 1] is compact. (0, 1)2 = (0, 1) × (0, 1) is not compact because it is
not closed. [0, ∞) is not compact because it is not bounded.
1. D is bounded but not closed, f is continuous, and f does not have a finite “highest value” on
D.
2. D is closed but not bounded, f is continuous, and f does not have a finite “highest value” on
D.
3. D is closed and bounded, f is discontinuous, and f does not have a finite “highest value” on
D.
2. D = R and f (x) = x.
3. D = [−1, 1] and (
1−x when x ∈ (0, 1)
f (x) =
−1 when x ∈ [−1, 0]