Properties of continuous functions

10/23/2014

In this lecture, we explore the properties of of continuous functions de-

fined on closed intervals. Let f (x) be a continuous function defined on the
closed interval [a, b].
Definition 1 A function f (x) defined on the closed interval [a, b] is called
a continuous function if for any w ∈ (a, b), we have

lim f (x) = f (w), (1)

x→w

and

lim f (x) = f (a), (2)

x→a+
lim f (x) = f (b). (3)
x→b−

Example A.
1. sin x, cos x, x2 + 2x + 3, ln x, ex , |x − 0.5| are continuous functions
defined on the closed interval [1, 2].

2. (
2 if x = 0,
f (x) =
x if 0 < x ≤ 1.
is not a continuous function defined on [0,1].

3. 
2 if x = 0,
f (x) = 1
 if 0 < x ≤ 1.
x
is not a continuous function defined on [0,1].

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 4. 
2 if x = 0,
f (x) =
 sin( 1 ) if 0 < x ≤ 1.
x
is not a continuous function defined on [0,1].

Question A.

1. Are functions mentioned in A.1 are differentiable in (1, 2) ?

2. For functions mentioned in A.2, A.3, A.4, is it possible to redefine f (0)

so that f (x) can become a continuous function defined on [0, 1] ?

Definition 2 For a function f defined on a domain D ⊂ R, we say that

f (a) = M (f (b) = m) is a global maximum of f if

f (x) ≤ M, for all x ∈ D

(f (x) ≥ m, for all x ∈ D).

In this case, we call a (b) is a maximum(minimum) point of f .

Definition 3 For a function f defined on a domain D ⊂ R, we say that

f (a) = M (f (b) = m) is a local maximum of f if

f (x) ≤ M, for all x ∈ D ∩ [a − , a + ]

(f (x) ≥ m, for all x ∈ D ∩ [a − , a + ]),

for some  > 0. In this case, we call a (b) is a local maximum(minimum)
point of f .

Example B. Find global maximum and global minimum for each f in

Example A.

Theorem 4 Suppose f is a continuous function defined on a finite interval

D = [d1 , d2 ]. Then f attains its maximum (minimum) at certain point
a ∈ D (b ∈ D).

Question B. For each maximum point a of the function f defined in

Example A, if f is differentiable at x = a, calculate f 0 (a).

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Theorem 5 (Fermat’s theorem) Suppose the continuous function f attains
a local maximum (local minimum) at a (b). If f is differentiable at a(b),
thenf 0 (a) = 0 (f 0 (b) = 0).

The proof of Fermat’s theorem

Since f (a) is a local maximum, we may assume f (a) ≥ f (x) for all
x ∈ (a − , a + ), where  is some positive number. Hence,

f (x) − f (a) ≤ 0, for all x ∈ (a − , a + ). (4)

Therefore,

f (x) − f (a)
≤ 0, for all x ∈ (a, a + ), (5)
x−a
f (x) − f (a)
≥ 0, for all x ∈ (a − , a). (6)
x−a
Taking the limit of (5) and (6) respectively, we obtain

f (x) − f (a)
lim ≤ 0, (7)
x→a+ x−a
f (x) − f (a)
lim ≥ 0. (8)
x→a − x−a
Since f 0 (a) exists, we have

f (x) − f (a) f (x) − f (a)

lim = lim = f 0 (a). (9)
x→a+ x−a x→a− x−a
Combining (7), (8) and (9), we see that f 0 (a) = 0. This completes the proof
of Fermat’s theorem.

Theorem 6 (Rolle’s theorem) If a function f (x) is continuous on a closed

interval [a, b], differentiable on the open interval (a, b), and f (a) = f (b),
then there exists a c ∈ (a, b) such that

f 0 (c) = 0.

Proof of Rolle’s theorem.

If f (x) ≡ f (a) is a constant function, then f 0 (c) = 0 for all c ∈ (a, b).
If f (x) is not a constant function, then f (x) must either have a maximum
greater than f (a) or a minimum smaller than f (a). By Fermat’s theorem,
at this extremum point c 6= a, b, we have f 0 (c) = 0.

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Theorem 7 (Mean value theorem) If a function f (x) is continuous on a
closed interval [a, b], differentiable on the open interval (a, b), then there
exists a c ∈ (a, b) such that
f (b) − f (a)
f 0 (c) = .
b−a
The proof of the mean value theorem. Define
f (b) − f (a)
g(x) = f (x) − (x − a) − f (a).
b−a
Then g(x) is continuous on a closed interval [a, b], differentiable on the open
interval (a, b) and g(a) = 0 = g(b). By Rolle’s theorem, there exists a
c ∈ (a, b) such that g 0 (c) = 0. We notice that
f (b) − f (a)
0 = g 0 (c) = f 0 (c) − .
b−a
This completes the proof of the mean value theorem.

Theorem 8 (Generalized mean value theorem) If functions g(x), h(x) are

continuous on a closed interval [a, b], differentiable on the open interval
(a, b), and h0 (x) 6= 0 for all x ∈ (a, b), then there exists a c ∈ (a, b) such that

g(b) − g(a) g 0 (c)

= 0 . (10)
h(b) − h(a) h (c)

Proof of the generalized mean value theorem.

Since h0 (x) 6= 0, h(x1 ) 6= h(x2 ) if x1 , x2 ∈ [a, b] with x1 6= x2 . (Why ?)
Consider
g(b) − g(a)
f (x) = g(x) − (h(x) − h(a)) − g(a),
h(b) − h(a)
for x ∈ [a, b]. It is easy to see that f (x) is continuous on a closed interval
[a, b], differentiable on the open interval (a, b), and f (a) = f (b) = 0. (Check
!) By Rolle’s theorem, there exists a point c ∈ (a, b) such that
g(b) − g(a) 0
0 = f 0 (c) = g 0 (c) − h (c),
h(b) − h(a)
which implies
g(b) − g(a) g 0 (c)
= 0 .
h(b) − h(a) h (c)
This completes the proof of the theorem.

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Theorem 9 (Taylor expansion theorem) Suppose f ∈ C n+1 (a, b). Let c ∈
(a, b) and
1 00 1
pn (x) = f (c) + f 0 (c)(x − c) + f (c)(x − c)2 + · · · + f (n) (c)(x − c)n .
2! n!
Then, for each x ∈ (a, b) there exists ξ between x and c such that
f (n+1)
f (x) = p(x) + (ξ)(x − c)n+1 . (11)
(n + 1)!
Proof of Taylor expansion theorem. Let g(x) = f (x) − p(x) and
h(x) = (x − c)n+1 . It is readily seen that
g(c) = g 0 (c) = · · · = g (k) (c) = · · · = g (n) (c) = 0,
and
h(c) = h0 (c) = · · · = h(k) (c) = · · · = h(n) (c) = 0.
By the generalized mean value theorem, we see that
g(x) g(x) − g(c) g 0 (x1 )
= = 0 , (12)
h(x) h(x) − h(c) h (x1 )
for some x1 in between c and x. Notice also, by he generalized mean value
theorem again,
g 0 (x1 ) g 0 (x1 ) − g 0 (c) g 00 (x2 )
= = , (13)
h0 (x1 ) h0 (x1 ) − h0 (c) h00 (x2 )
for some x2 in between c and x1 . Inductively, we have
g(x) g 0 (x1 ) g 00 (x2 ) g (n) (xn ) g (n) (xn ) − g (n) (c)
= 0 = 00 = · · · = (n) = (n)
h(x) h (x1 ) h (x2 ) h (xn ) h (xn ) − h(n) (c)
g (n+1) (ξ) f (n+1) (ξ)
= = .
h(n+1) (ξ) (n + 1)!
Hence,
f (n+1) (ξ) f (n+1) (ξ)
f (x) − p(x) = g(x) = h(x) = (x − c)(n+1) .
(n + 1)! (n + 1)!
This completes the proof of Taylor expansion theorem.

Corollary 10 Suppose that the function f (x) is continuous on a closed in-

terval [a, b], differentiable on the open interval (a, b) such that f 0 (x) ≥ 0
(f 0 (x) > 0 ) for all x ∈ (a, b), then f (x) is nondecreasing (strictly increas-
ing) on the interval [a, b].

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Proof of the corollary First, we suppose that f 0 (x) ≥ 0 for all x ∈
(a, b). For a ≤ x1 ≤ x2 ≤ b, by the mean value theorem, there exits a
c ∈ (x1 , x2 ) such that

f (x2 ) − f (x1 ) = f 0 (c)(x2 − x1 ) ≥ 0,

since x2 − x1 > 0 and f 0 (c) ≥ 0. This implies as long as a ≤ x1 ≤ x2 ≤ b,

we always have
f (x2 ) ≥ f (x1 ).
This implies that f (x) is nondecreasing on the interval [a, b].
Second, in case f 0 (x) > 0 for all x ∈ (a, b), we see that f 0 (c) > 0. We
then deduce that

f (x2 ) − f (x1 ) = f 0 (c)(x2 − x1 ) > 0,

which indicates that f (x2 ) > f (x1 ) as long as a ≤ x1 ≤ x2 ≤ b. Hence, f (x)

is strictly increasing in [a, b].

Corollary 11 Suppose that the function f (x) is continuous on a closed in-

terval [a, b], differentiable on the open interval (a, b) such that f 0 (x) ≤ 0
(f 0 (x) < 0 ) for all x ∈ (a, b), then f (x) is nonincreasing (strictly decreas-
ing) on the interval [a, b].

Definition 12 (Critical Point) Suppose that the function f (x) is continu-

ous on a closed interval [a, b] and piecewise differentiable on the open interval
(a, b). A point ξ is called a critical point of f if one of the following condition
holds.
1. ξ = a, or ξ = b.

2. f 0 (ξ) = 0.

3. f 0 (ξ) does not exist.

Theorem 13 Suppose that the function f (x) is continuous on a closed in-

terval [a, b], differentiable on the open interval (a, b). Then the maximum
(minimum) point of f (x) must be a critical point of f (x).

Example C.
(1) Let f (x) = x3 + 3x2 + 3x, find the maximum and the minimum of f (x)
over the closed interval [-1,4].

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(2) Let f (x) = sin x + cos x, find the maximum value of f (x) over the
interval [0, 2π].

(3) Let f (x1 , x2 , x3 ) = 2x1 +3x2 +x3 . Suppose x1 , x2 , x3 > 0 and x1 x2 x3 =

1. Find the minimum value of f (x).
x2 +2x−6
(4) Let f (x) = x2 +x+1
. Find the maximum and minimum values of f (x)
over R.
Example D. Let f (x) = x4 , g(x) = cos x + 2
1
(1) Let h1 (x) = f (g(x)) and h2 (x) = g(f (x)). Find h01 (π) and h02 (π 4 ).

(2) Let h3 (x) = f (x)g(x). Calculate h03 (π).

(3) Let h4 (x) = 1

g(x) . Find h04 (π).

f (x)
(4) Let h5 (x) = g(x) . Find h05 (π).

(5) Let h6 (x) = ln(g(x)). Find h06 (π).

(6) Let h7 (x) = xx , for x > 0. Find h07 (x) for x > 0.

(7) Let h8 (x) = tan x for 0 ≤ x < π

2 . Calculate h08 (x) for 0 ≤ x < π2 .

(8) Let Γ1 be the graph of the ellipse defined by the equation

x2 y 2
+ 2 = 1,
32 4
and Γ2 be the graph of the straight line defined by the equation
2x + y = 10.
The distance between Γ1 and Γ2 is defined as
n  o
d(Γ1 , Γ2 ) = inf |P − Q|P ∈ Γ1 and Q ∈ Γ2 .


Find the distant between Γ1 and Γ2 .

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 (9) Calculate limx→0+ x ln x.

Remark 14 Let A be a subset of R. If b ∈ R satisfies

(1) b ≤ a for any a ∈ A, and

(2) if c ≤ a for any a ∈ A, then b ≥ c.

We call b the infimum of A (or the greatest lower bound of A) and denote
it by inf A. On the contrary, if d ∈ R satisfies

(1) d ≥ a for any a ∈ A, and

(2) if c ≥ a for any a ∈ A, then d ≤ c.

We call b the supremum of A (or the least upper bound of A) and denote it
by sup A.

Least upper bound axiom (Dedekind completeness of real

number )
Any non-empty set of real numbers that has an upper bound must have
a least upper bound in real numbers.

Remark 15 By the least upper bound axiom, we see that any bounded non-
decreasing/nonincreasing sequence has a limit.

Question C.
2 2 2
a1 + a2 + an +
(1) Let a1 = 1.1, a2 = 2 a1 , a3 = 2 a2 , · · · , an+1 = 2 an , · · · . Prove
that (i) bk := a2k+1 is an increasing sequence and ck := a2k is a de-
creasing sequence where k = 1, 2, 3, · · · . (ii) Moreover, bn < cm for
any m, n ∈ N. (iii) Find the limit of the sequence {an }∞n=1 .

1 1 1
(2) Let an = n+1 + n+2 + ··· + 2n , find limn→∞ an .

(3) Let f (x) = ex . Calculate f 0 (x).

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(4) Let bn = 1 + 12 + 13 + · · · + n1 . Prove that for any positive number M ,
there exists a positive integer m such that bn > M for n > m. Hence,
limn→∞ bn = ∞ (the limit does not exist).

(5) Find pn (x) (the n−th order Taylor polynomial) for (i) ex at 0 (take
c = 0 in Theorem 9.), (ii) ln(1 + x) at 0, (iii) cos x at 0, (iv) sin x at 0.