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Analysis

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Analysis

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is a study of open and close sets in a space. In our case the space is R. Our goal

is to find relations between these ideas and examine the properties. These ideas

will be implemented soon in continuity chapter, where some results from calculus

can be extended through the notion of topology.

3.1

TYPE OF POINTS ON R

by N ( x, ) and is defined as follows:

N ( x, ) y :| y x | .

Since

y x y x x y x ,

illustrated in the following figure.

x

Figure 3.1 :

x , x .

This can be

Neighborhood N x ; of x .

Note: On the occasion where the point x itself is excluded from the

neighborhood set, that is x , x \ x , we say that this set is a deleted

neighborhood of x .

Let be a set of . A point x is said to be an interior point of , if there

exist an neighborhood of x such that N x ; .

'

Let be a set of . A point x is said to be a limit point of , if for each

0 there exists y N x ; such that y x .

Let be a set of . A point x is said to be an isolated point of , if x

and x is not a limit point of . That is, there exists 0 such that

N x ; x .

Definition 3.1.5 : (Boundary Point) [ A ]

Let be a set of . A point x is said to be a boundary point of , if every

neighborhood of x contains at least one point of and also at least one

point that does not belong to .

Examples 3.1.1: For each of the following set find the interior points, limit points,

isolated points and boundary points.

(i)

0 ,1

0 ,1

' 0 ,1

Isolated points of

0 ,1

(ii)

12 , 7 9 ,10

12 , 7

A' [12,7]

12 , 7 , 9 ,10

(iii)

: n N

n

;

isolated points of .

' 0 ;

{0}

2

0 ,1 Q

(iv)

' 0 ,1

Isolated points of

0 ,1

3.2

'

belongs to the set . That is .

Definition 3.2.2: Set of is said to be open if every point of is also an

o

interior point of . That is = .

Examples:

(i)

(ii)

(iii)

The empty set is closed since it contains all of its limit points (there

are none). This set is also open.

The open interval a, b is open since every point x of an open

interval a, b is an interior point. So as other open interval like

a , , , a and , , they are all open sets of .

The closed interval a , b is closed since points that are already in

other closed interval [a , ), (, a] both are closed sets of .

'

'

(iv)

(v)

The set of real line is closed since it contains all its limit points,

namely every point. is also open since every point of is an

interior point.

(vi)

and are the only examples of sets that are both open and

closed.

(vii)

definitely fails to be open. Every point on the real line, both rational and

irrational, is a limit point of Q , but the set fails to contain any irrational.

Then Q is not closed. Therefore Q is not open and not closed.

Let be any set of real numbers and let denote the set of all limit points of

. Then the set

'

'

Examples :

(ii)

(a, b) a , b

[a, b] a , b

(iii)

(iv)

NN

Q

(i)

Each of this is an easy observation since we know what the limit points of these

sets.

Theorem 3.2.1 : Let . If x , then for each 0, N x ; consists

infinitely many elements of .

'

element of . Define r min x y1 , x y2 ,...., x yn

1, 2 , ...., n

, where y x , for all

l

y5

y2

y3

y1

ood of x, N ( x, r )

then r 0 and N x ; r

consists infinitely many elements of . The following corollaries are the

consequences of Theorem 3.2.1

'

Corollary 3.2.2 : Every finite set of is closed.

4

C

0 , N x ; consists an element of C that is different from x , that is, x is

C

is closed.

C

C

implies that x is not a limit point of .

C

and this

C

C

C

C C

closed.

Theorem 3.2.3 :

(i)

Then

is open.

a A

(ii)

is open.

k 1

Proof:

(i)

A

is an open set, then this implies that there exists 0 such that

N x ; G . Since G G , then N x ; G . It follows

A

and therefore

is open.

(ii)

k 1

N x ; N x ; k Gk ,

n

k 1

. Therefore

k 1

is open.

k 1

Morgans laws.

Corollary 3.2.4:

(i)

Let

is

a A

closed.

(ii)

is closed.

k 1

n

n

C

C

Recall: G G & Gk Gk .

A

A

k 1

k 1

Both Theorem 3.2.3 (ii) & corollary 3.2.4 (ii) mentioned about finite intersection

and finite unions. To illustrate the importance of a finite collection for each part of

the above theorem & corollary, we have the following example.

Example :

(i)

(ii)

1

1

Let Gk ( ,1 , k Z . Then each Gk is open but

k

k

and this is not an open set.

G

k 1

0 ,1

k

k

k 1

Theorem 3.2.4 : Every nonempty open set of real numbers can be expressed as

a countable union of disjoint open interval.

Notes : G is open G Sa with a countable set, S a an open interval for

a A

chapter states that every bounded sequence has a convergent subsequence. A

more general statement of this result is the following :

Theorem 3.2.5 : Every bounded infinite set of real numbers has a limit points.

Proof : Let be bounded infinite set of real numbers. Let a1 be any element in

. Since is infinite, then there exist a2 A \ a1 . Repeating this process, we

then have for n N , there exist an \ a1 , a2 , ..., an 1. Then an : n N is a

sequence contained in with a j a , j .

The sequence an is bounded because is bounded and an A . Then

according to Theorem 2.3.3 (Bolzano-Weierstrass for sequence), an has a

subsequence ank that converge. Now assume that lim ank x .

Next we are going to show that x is the limit point of . For any 0 , lim ank x

k

ank x .

Then ank N x ;

y

ank if ank x

ank 1 if ank x

x is the limit point of .

3.3

COMPACT SETS

Compact sets play an important role in analysis. Although the definition will seem

foreign at first, with time and practice its usefulness should be appreciated.

Before we define a compact set, we need to introduce the concept of an open

cover.

Definition 3.3.1 : Let A and be an index set. collection

G : is an open cover of , if each set in is open and is

contained in the union of all the sets in , that is

G ,

The open cover has a finite subcover if is contained in the union of a finite

number of sets in . That is, the open cover has a finite subcover if there exist

n

1

G

the notation straight. The set is a collection of open sets and the set is a

subset of , that is, each of the open set that belongs to also belongs to .

The union of all the elements of is an open set that contains . If it is possible

to find a finite number of sets in whose union contains , then has a finite

subcover. There are many possible open covers for any given set of real

numbers. For the interval 0 ,1 , all of the following collections are open covers.

Examples :

(i)

1

3

1

3

n , n : n N ; each set

n 13 , n 13

is open and

N n 1 ,n 1 .

3

3

n 1

1 13 1 2 3 2

2 13

2 23 3

(ii)

3 13

3 23 4

4 13

12 , 12, 14 , 34 , 13 , 2 .

0 ,1 .

0 ,1 12 , 12 14 , 34 13 , 2.

, 1 12 , 12, 13 , 2 . Since

0 ,1 12 , 12 13 , 2 and

for 0 ,1 .

For

2

0 ,1 12 , 12 14 , 34 . Then

0 ,1 .

(iii)

A collection

0 ,1 ,

0 ,1 13 ,1 14 , 12 ... 1n , 1n2

or

0 ,1

, 1 n 2 . If

n 3

set in will no longer cover 0 ,1 . Say we dropped the interval

14 , 12 from , then the union of the remaining set in will not cover

finite sub collections of , for which the union of them cover the set

0 ,1 . Therefore, the open cover for 0 ,1 does not have any finite

sub cover.

Definition 3.3.2 : is a compact set if every open cover for has a finite

subcover.

The example (iii) shows that the open interval (0,1 )is not compact. Any finite set

in is a compact set. Let a1 , a2 , ..., an be a finite set and be an open

cover for . Then for any an , there exists Gk such that ak Gk . Thus

n

k 1

Proof :

there is a finite subcover 0 . Assume 0 nk , nk : k 1, 2 , ..., m and

nk , nk M , M

m

k 1

Proof : Theorem 3.3.1 implies that . We will now show that is open.

C

Let x , then x but x . For each a , denote Va N x ; ra and

C

a

Wa

Va

Va

and

Wa , a .

there

are

finitely

many

terms

such

that

a1 , a2 , a3 , ..., an

Wa1 Wa2 Wa3 ... Wan .

W Wa1 Wa2 ... Wan

Denote

and

V Va1 Va2 ... Van . Then x V , V is open, W and V W . These

C

closed.

10

set is compact if and only if it is closed and bounded.

Proof: Since every compact set is closed and bounded, it remains to be shown

that every closed and bounded set of real numbers is compact.

Assume that is closed and bounded. We are going to show that is

compact using contradiction. Now assume that is not compact. Then there

exists an open covering G for that does not have any finite sub

covering. Since is bounded, then there exist an interval a, b such that

a, b .

ab

ab

Now we divide the interval a, b into halves and get a ,

and

,b .

ba

any finite subcover from . Observe that the length of I 1 is

. Divide I 1 into

2

2 halves, then one of the intervals which is denoted as I 2 with I 2 cannot be

covered by any finite subcover from . By repeating this process, we will obtain a

sequence of closed intervals I n : n that have the following properties :(i)

(ii)

I1 I 2 I 3 ...,

For each n , I n cannot be covered by any finite subcover from

.

(iii)

The length I n is

ba

for each n .

2n

Since I n is closed for each n and from (i), then by the Nested Interval

I

n 1

n 1

ba

For any 0 , there exists N such that

. Then by (iii), this implies

2N

that I N N x ; . By (ii), it implies that I n has infinitely many elements for

each n , particularly I N . It follows that N x ;

11

ba

r . Together

2m

and

Im N x;r

with

property

(iii),

it

follows

that

subsequence that converges to a point in .

Proof: Suppose is a compact set. By the Heine Borel Theorem, the set

is closed and bounded. Let a n be a sequence in . Since is bounded, the

sequence a n is bounded. By the Bolzano-Weierstrass Theorem, this sequence

has a convergent subsequence a nk . Let a be the limit of this subsequence.

Since is closed, it contains all its limit points. It follows that a . Hence,

every sequence in has a subsequence that converges to a point in .

Note: A set with the property that every sequence in has a subsequence

that converges to a point in is sometimes said to be sequentially compact.

Examples :

(i)

(ii)

n

is compact because it is

i 1

(iii)

(iv)

An open interval a, b is not compact, since it is not closed.

The interval a , is not compact because it is not bounded.

nonempty open sets U,V such that

(i)

(ii)

(iii)

U & V

U & V are disjoints.

U V

12

Note :

(i)

(ii)

(iii)

above conditions.

The set U and V is sometimes called a separation of A .

A set of real numbers is said to be connected if there exists no

separation of the set.

interval.

Examples :

For a, b with a b , the intervals a , b , a , b , a , b , a , , , a and the

set a are all connected sets. An example of a set which is disconnected is

5, 0 2 , 9 .

Empty set and sets containing only one point are trivial examples of connected

sets.

3.4

CANTOR SET

Now we present an interesting set which we call cantor set. Construct a nested

sequence n of closed sets as follows. Begin with the closed interval 0 ,1 and

remove the open middle third of this interval. That is, remove the interval 13 , 2 3

from 0 ,1 . This leaves two closed intervals : call the union of these two intervals

1 . Next, remove the open middle third of each of the two intervals in 1 . Let 2

be the union of the four remaining closed intervals. In general, to obtain the set

n 1 from the set n , remove the open middle third from each of the intervals in

n the first three sets in this sequence are :-

1 0 , 13 2 3 ,1

2 0 , 19 2 9 , 3 9 6 9 , 7 9 8 9 ,1

3 0 , 1 27 2 27 , 3 27 6 27 , 7 27 8 27 , 9 27 1827 , 19 27 20 27 , 2127 24 27 , 2527 26 27 ,1

13

The set n is the union of 2n disjoint closed intervals, each with length 3 n . The

n 1

closed interval for each n N then n is a closed set, then from corollary 3.2.4

n 1

Observe that the length of the first subinterval that was dropped from the interval

1

2

. Then the next total subinterval being removed from 1 is 2 and the

3

3

n

2

total length of intervals being removed from the set n is n 1 . Then the total

3

[0,1] is

1 2

2n

... n 1 ...,

3 32

3

n

1 2

that is the series having the sum equal to 1. However this is actually

3 n 0 3

the length of the original interval [0,1] . Then if is assumed to have a length,

then the length would have been 0. That this shows that the Cantor set is an

empty set? The answer is NO. The Cantor set contains all the end points of the

intervals that were removed and also other points. Infact, the Cantor set is

uncountable.

3.5

METRIC SPACE

Earlier, we introduced the metric structure of real line via the concept of

absolute value. For x, y , we called

d x, y x y

the distance between x and y . We identified four properties that the distance

function d possesses :(i)

(ii)

(iii)

d x , y 0 if and only if x y .

d x, y d y , x .

14

(iv)

All of the work we did connected with the limit concept and convergence rested

ultimately on these four properties of d . The Euclidean distance of Euclidean

spaces n between points x and y is defined as

d x, y x y ,

obeyed the same properties.

With these facts in mind, we shall base our definition of metric space on a metric

that possesses these properties.

Definition 3.5.1: Let be any nonempty set . A function d : is called

a metric if it satisfies the following four properties.

1.

2.

3.

4.

d x , y 0 for all x, y .

d x , y 0 if and only if x y .

d x , y d y , x for all x, y .

d x , y d x , z d z , y for all x , y , z .

Property (1) simply asserts that the distance between two points in , d is

nonnegative, while property (2) guarantees that the distance between distinct

points is positive. Property (3) is a symmetry condition; the distance between

points should not depend on the order points appear. Finally, property (4) is the

triangle inequality. This property, as you may imagine, will be very important in

the discussion of metric spaces.

Example 3.5.1: On the real number , the function d x , y x y is a metric

since it is our model on which we based the definition. For a collection of

interesting examples we can consider any subset . The metric is the same.

Example 3.5.2:

(i)

(ii)

, the set of natural numbers.

(iii)

; k 1, 2 , 3 ,

k

(Discrete Space)

d x , y 1 , if x y , d x , x 0 . Then d is a metric on .

15

Example 3.5.3:

2 x x1 , x2 : x1 , x2 .

Let

y y1 , y2 define d 2 x , y

For

x x1 , x2

and

x1 y1 2 x2 y2 2 .

You will recognize that this is the usual way in elementary geometry

that distances in the plane are computed and can readily verify that

d 2 is indeed a metric on 2 .

Example 3.5.4:

Let x x x x

n

x1 , x2 ,, xn : xi , i 1, 2 ,, n

For x x1 , x2 ,, xn and y y1 , y2 ,, yn

Define d n x , y

y1

x

2

y2

xn y n

Definition 3.5.2: A metric space is an ordered pair , d , where X is a non

empty set and d is a metric on X.

The function d , which gives the distance between two points in , is known as a

metric.

Exercises : Which of the following functions defined for pairs of numbers x and

y are metric on ?

(i)

(iii)

satisfy the TI)

d x , y min 1, x y . (Yes)

(iv)

d x, y

(ii)

x y

. (Yes)

1 x y

There are many familiar examples of metric spaces. To list some of these, we will

adopt the following notation for some specific sets. (The sequences mentioned

below are assumed to be sequences of real numbers.)

16

c 0 is the set of all sequences that converge to 0.

c 00 is the set of all sequences that have a finite number of nonzero terms.

1 is the set of all sequences ai for which

a

i 1

converges.

All of the following sets, along with the given distance function, are metric

spaces. The verification of the four properties of a metric space will be left to the

reader. It should be noted that properties (1), (2) and (3) are trivial in every case.

In proving the triangle inequality for the metric space p ,d 2 , we might need to

use the Minkowski Inequality.

2.

Q ,d1 where d1 x , y

,d1 where d1 x , y

3.

1.

x y .

x y .

p

,d1 where d1 x , y xi yi .

i 1

5.

6.

C a, b , d ,

4.

7.

8.

9.

,d 2

, d

2

2

p

where d 2 x , y xi yi .

i 1

where d x , y max x y

where d x, y sup

: 1 i p .

x(t ) y(t ) : t a , b .

c0 , d , where d x, y sup xi yi : 1 i .

c00, d , where d x, y sup xi yi : 1 i .

b

i 1

x y

i

: 1 i .

0 , if x y;

12. ,d0 , where is any set and d 0 x, y

1, if x y.

stated otherwise, the symbol , d will represent a fixed but arbitrary metric

space. In order for a theorem concerning metric space to be valid, it must be true

for every metric space. In this regard, the reader should keep Example (12),

which is known as the discrete metric space, in mind, as it can be a source of

counterexamples.

17

a) Let and let r 0 . The open ball centered at with radius r is

defined by d , r x : d x , r .

b) Let . The set is bounded in , d if there exist x and 0

such that d x , .

Definition 3.5.4: Let

a) The sequence

xn

0 there exists a

b) The sequence xn converges or is convergent if there exists a point

x such that xn converges to x .

c) The sequence xn is a Cauchy sequence if for each 0 there exists

a positive integer such that d xn , xm for all m, n .

d) Let

pn

sequence

x is a subsequence of x .

n

pn

xn

sequence.

Theorem 3.5.2: If

xn

: n

is bounded and

xn

, d .

If

xn

is a Cauchy

, d ,

converges, then xn converges.

then

xn

in , d converges to a point in .

Definition 3.5.6: Let , d be a metric space, let , and let x .

a) The point x is an isolated point of if there exists r 0 such that

d x , r x .

b) The point x is an interior point of if there exists r 0 such that

d x , r .

c) The point x is a limit point of if for each r 0 , the set d x , r

contains a point of other than x .

d) The point x is a boundary point of if for each r 0 , the ball d x , r

contains at least one point of and one point of \ .

e) The set is open in , d if each point of is an interior point of .

18

g) The closure of , E E E .

h) A set E X is dense in X if E X .

'

point x is a limit point of the set if and only if there exists a sequence of points

in \ x that converges to x .

Theorem 3.5.4: Let , d be a metric space and let .

a) The set is open in , d if and only if \ is closed in , d .

b) The set is closed in , d if and only if \ is open in , d .

Theorem 3.5.5: Let , d be a metric space.

a) The union of any collection of open sets in , d is open in , d and

the intersection of any finite collection of open sets in , d is open in

, d .

b) The intersection of any collection of closed sets in , d is closed in

, d and the union of any finite collection of closed sets in , d is

closed in , d .

Definition 3.5.7: Let , d be a metric space and let .

a)

b)

c)

d)

The set denoted as ' , is the set of all limit points of .

The closure of , denoted , is the set ' .

The boundary of , denoted , is the set of all boundary points of .

and are closed in , d , and the set is open in , d .

Definition 3.5.8: Let , d be a metric space and let .

a) A collection G of subsets of is an open cover of if each set in G is

open in , d and is contained in the union of all the sets in G . An

open cover G of has a finite subcover if is contained in the union

of a finite number of the sets in G .

19

subcover.

c) The metric space , d is compact if is compact in , d .

Theorem 3.5.7: Let , d be a metric space.

a) If is compact in , d , then is closed in , d and bounded in

, d .

b) If is compact in , d and is closed in , d , then is

compact in , d .

c) An arbitrary intersection of sets that are compact in , d is compact in

, d .

d) A finite union of sets that are compact in , d is compact in , d .

Theorem 3.5.8: Let , d be a metric space. If n is a nested sequence of

nonempty compact sets in , d , then the set

is nonempty.

n 1

sequentially compact in , d if each sequence in has a subsequence that

converges to a point in .

Definition 3.5.11: Let , d be a metric space and let . The set is

totally bounded in , d if for each 0 there is a finite subset xi : 1 i n

n

of such that d xi , .

i 1

in , d if and only if it is sequentially compact in , d .

Theorem 3.5.9: Let be a set in a metric space , d . The set is compact

in , d if and only if , d is complete and is totally bounded in , d .

if it is closed in p ,d 2 and bounded in p ,d 2 .

if and only

20

a) A separation of is a pair of nonempty, disjoint open sets U and V

such that U V .

b) The metric space , d is connected if there exists no separation of .

c) A set is connected in , d if the metric space , d is

connected.

Theorem 3.5.11: Let , d be a metric space and suppose that the sets U and

V are a separation of . If is connected in , d , then either U or

V .

Theorem 3.5.12: Let

, d . If

,d

that are connected in , d . If

F , Then F

f F

is connected , d .

f F

a) A function f : is continuous at xo if for each 0 there exists

0 such that f ( x) p f ( x0 ), for all x d x0 , .

b) A function f : is continuous on if it is continuous at each point of

.

c) A function f : is uniformly continuous on if for each 0

there exists 0 such that p f ( x1 ), f ( x2 ) for all x1 , x2 that satisfy

d x1 , x2 .

Theorem 3.5.15: Let , d and , p be metric spaces, let f : , and let

x0 . The function f is continuous at x0 if and only if the sequence f ( xn )

converges to f ( x0 ) for each sequence xn in that converges to x0 .

Theorem 3.5.16: Let , d and , p be metric spaces and let f : .

The following statements are equivalent :

1. The function f is continuous on .

3. For each set closed in , p , x : f ( x) is closed in , d .

4. For each set G open in , p , x : f ( x) G is open in , d .

21

continuous. If is compact in , d , then f ( ) is compact in , p .

Theorem 3.5.18: Let , d be a compact metric space, let , p be a metric

space, and let f : . If f is continuous on , then f is uniformly

continuous on .

Theorem 3.5.19: Let , d and , p be metric spaces and let f : be

continuous. If is connected in , d , then f () is connected in , p .

22

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