Uniform continuity

ˆ f (x) is uniformly continuous on a set S iff

(∀ϵ > 0)(∃δ > 0)(∀x)(∀y)((|x − y| < δ =⇒ |f (x) − f (y)| < ϵ) .

Comments

– this says δ does not depend on where x and y are in the set S. The picture below
illustrates how the same δ in the rightmost location yields values outside the ϵ-band (the
red part of the graph is sticking out of the ϵ-box), and so the graph is not uniformly
continuous.

– The function f (x) = x is a simple example of a uniformly continuous function. No

matter where x and y are on the x-axis, if the run is the same, the rise must be the same
because the graph of f (x) is a line.
– The function f (x) = x from R to R shows that a uniformly continuous function does
not have to be bounded.

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 Here is a major result

ˆ Theorem f (x) is continuous on [a, b] (a closed and bounded interval) =⇒ f (x) is uniformly
continuous on [a, b].

Solved Problems– Uniform continuity

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1. Prove that f (x) = x is uniformly continuous on [2, ∞).
Proof we proceed like we do in the case of continuity: Estimate |f (x) − f (y)|.
 
1 1
|f (x) − f (y)| =  − 
x y
 
y − x
=  
xy 
 
x − y 
<   (x > 2 and y > 2 imply xy > 4 or 1/xy < 1/4) (1)
4 

What we want to show is

(∀ϵ > 0)(∃δ > 0)(∀x)(∀y)((|x − y| < δ =⇒ |1/x − 1/y| < ϵ) .

Fix ϵ > 0. Choose δ < 4ϵ. If |x − y| < δ, then

 
1 1
|f (x) − f (y)| =  − 

x y
 
x − y 
<   (from (1) )
4 
δ
< (becuase of our choice of δ)
4
4ϵ
<
4
= ϵ
√
2. Show that f (x) = x is uniformly continuous on [0, ∞).

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 Proof First, let’s assume that x may be in [0, 1] but y ∈ [1, ∞) and show f (x) is uniformly
continuous on [0, ∞). To do that, estimate |f (x) − f (y)|, as usual.
√ √ 
|f (x) − f (y)| =  x − y 
√
 x − √y  √x + √y 
 
= √ √
x+ y
|x − y|
= √ √
x+ y
√ √
< |x − y| ( y ≥ 1 imply x + y ≥ 1) (2)
√ √ 
Thus, given ϵ > 0, choose δ1 < ϵ. Now for |x − y| < δ1 ,  x − y  < |x − y| < δ1 < ϵ (by
| {z }
(2)).
√
Now we prove that f (x) = x is uniformly continuous on [0, 1]. But this follows easily
from the theorem: f (x) is continuous on [a, b] (a closed and bounded interval) =⇒ f (x) is
uniformly
√ continuous on [a, b]. Thus here exists δ2 such that, for all x, y in [0, 1], |x − y| <
√ 
δ2 , =⇒  x − y  < ϵ.
√ √
To complete the proof, choose δ = min(δ1 , δ2 ). This ensures that, if |x − y| < δ, | x − y| < ϵ
for x, and y in [0, ∞) and for x and y in [0, 1].
3. Prove that f (x) = x2 is uniformly continuous on [1, 2], using the definition.
 
Proof As we have been doing, let’s estimate |f (x) − f (y)| = x2 − y 2 , for x, y in [1, 2]. Fix
ϵ > 0 and choose δ < ϵ/4. Let |x − y| < δ
|f (x) − f (y)| = x2 − y 2 
 

= |(x − y)(x + y)|

= |x − y||x + y||
< δ(|x| + |y|) (3)
< δ(2 + 2) (4)
< 4δ
= 4ϵ/4
= ϵ
ˆ Question: Why can’t we extend this proof to the interval [0, ∞)? Where did we use
the fact that x, y ∈ [1, 2]? (In fact, f (x) = x2 is not uniformly continuous on [0, ∞)).
ˆ Answer Going from (3) to (4), the inequalities depend on the fact that x and y are less
than 2. So, replacing [1, 2] with [0, ∞), x and y have no upper bound, and this proof
breaks down.
ˆ Let’s show it’s not uniformly continuous on [0, ∞). Uniformly continuous means
(∀ϵ > 0)(∃δ > 0)(∀x)(∀y)((|x − y| < δ =⇒ |f (x) − f (y)| < ϵ) .
So, to show it’s not uniformly continuous, we negate the statement
(∃ϵ > 0)(∀δ > 0)(∃x)(∃y) (|x − y| < δ AND |f (x) − f (y)| ≥ ϵ) *
Choose ϵ = 1. For any δ > 0, choose n such that 1/n < δ (it’s possible to find this n,
by the Archimedean property of R) . Finally, choose xn = (n + 1/n) and yn = n. Thus
|xn − yn | = |n + 1/n − n| = 1/n < δ, AND
|f (xn ) − f (yn )| = |x2n − yn2 | = (n + 1/n)2 − n2 = n2 + 2(n)(1/n) + 1/n2 − n2 = 2 + 1/n2 .
Since 2 + 1/n2 > 1 = ϵ for n > 1, we have shown the statement (*). Done!

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 ˆ A Lipschitz function f (x) on a set D satisfies the condition
 
 f (x) − f (y) 
  ≤ M ∀x, y ∈ D.
 x−y 

Note that this definition imposes a restriction on the derivative f ′ , if it exists.

In general, uniform continuity may impose some restrictions on the rate of growth of a
function f (x). We make the following comments

Comments

ˆ As noted earlier, linear functions on R are uniformly continuous. Their rate of growth
is constant (constant slope)
ˆ Functions with bounded derivatives are uniformly continuous. This can be deduced from
the Mean Value theorem, which will explain when we study derivatives.
ˆ Lipschitz functions are uniformly continuous on their domain (Exercise in Assignment
12).
ˆ Lest we think that functions with unbounded derivatives are not uniformly continuous,
√
we recall that the function f (x) = x was shown to be uniformly continuous on [0, ∞).
Its derivative
1
f ′ (x) = √ −→ ∞ as x −→ 0,
2 x
ans so f ′ is unbounded on [0, 1].
ˆ Let f (x) be defined on B. If A ⊂ B, then f is uniformly continuous on B implies f is
uniformly continuous on A. This is obvious because if the δ in the definition of uniform
continuity works for all x, y in B, then, in particular, it works for all x, y in any subset
A of B.
ˆ If f (x) is uniformly continuous on any open interval (a, b) iff f (x) can be extended to a
continuous function on the closed interval [a, b]. For example,
x
– f (x) = ex is not uniformly continuous on (0, 1) because it cannot be extended to
a continuous function on [0, 1]. Why? Because limx−→0 f (x) does not exist, and so
the discontinuity at 0 is not removable.
– The function f (x) = x sin x1 is uniformly continuous on (0, 1) because, since limx−→0 f (x) =
0, f (x) has a removable discontinuity at 0, and so it can be extended to a continuous
function on [0, 1] by making f (0) = 0. Thus f (x) is uniformly continuous on (0, 1)
(and on [0, 1] for that matter).

4. Prove that f (x) = ex is uniformly continuous on (−∞, 3], using the definition.

5. Recall that the characteristic function of a set E is defined as


1, x is in E
χE (x) =
0, x is not in E

Let E be the set of rational numbers in [0, 1]. Show that χE is not continuous. Hint: Assume
it is and Use the IVT to get a contradiction.
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6. Show that the function f (x) = 1+x 2 from [0, ∞) to [0, ∞) has a fixed point c (this means there
exists c in [0, ∞) such that f (c) = c.) Hint: Set f (x) = x and show the resulting equation
has a solution using the the IVT.