TOPOLOGICAL PROPERTIES OF Rm Open sets of real numbers

Very roughly speaking, a set U of real numbers is said to be an open set if around every point of U there is some room to move in both the direction of increasing real numbers and decreasing real numbers without leaving the set U . The formal denition is as follows:
1

Denition [Open set of real numbers] A set U R is an open set (or is open) if for every y U there is some = (y ) > 0 such that (y , y + ) U .

We write

= (y ) in this denition to emphasise that

can, and will, generally, depend on y : that is, y is given and we then nd a suitable .

Example The open interval U = (1, 2) is open. To see this, let y U . Then y is between 1 and 2. Provided we take to be no more than the smaller

of y 1 > 0 and 2 y > 0, then (y , y + ) U.

A similar argument shows that any open interval (a, b) is open (which is a relief, since we refer to it as an open interval!).

Note that the size of

that will work in the above

example depends on y here. For example, if y = 1/2 U , we can take = 1/2, and

(y , y + ) = (1, 2) = U U.

But Then

= 1/2 will not work if we take y = 5/4 U .

(y , y + ) = (3/4, 7/4) U.

Example The interval U = (1, 2] is not open, because if we take x = 2 then no matter how small is, the interval (2 , 2 + ) contains numbers greater than 2 and hence does not lie entirely in U = (1, 2].

(Note that, although there is an open interval in U around every other point of U , the fact that this fails to hold for the single point 2 is enough to show that U is not open: to be open, we would need the condition to hold for every point of U .)

It should not be thought that all open sets are open intervals: although every open interval is open, there are many other types of open set. For example, the set (1, 2) (3, 4) is open, but it is not an open interval.

Collections of sets

Suppose that S is some set and I is some nonempty (indexing) set such that for each i I , we have a set Ai S . Thus, {Ai : i I } is a collection, or family, of sets. The intersection and union of the sets in the family are easily dened:

Ai = {x : x Ai for all i I }
iI

and Ai = {x : x Ai for at least one i Ai} .

iI

We have the De Morgan laws of complementation: S\

I

Ai =
I

(S \ Ai),

S\
I

Ai =
I

(S \ Ai).

Whats the point here? Well, we could imagine having a set Ai for each positive integer i. But we could have even more sets: one for each i in some interval of real numbers, for example.

Example Suppose that for each i (1, ), Ai = (1/i, 2]. Then

iI

Ai = (0, 2].

Theorem The union of any collection of open sets is again an open set.

Proof. Let I be an indexing set, and for each i I , let Ai be an open set. Let A = iI Ai. We want to prove that A is open. Take x0 A. Then there exists i0 I such that x0 Ai0 . Since Ai0 is open, there exists that (x0 , x0 + ) Ai0 A. > 0 such

Closed sets of real numbers

We also have the notion of closed sets. But before dening what this means, we need to clear up one source of potential confusion. By analogy with the use of the words open and closed in everyday language, we might think that a given set of real numbers must be either open or closed, and that if it is not open, it is closed.

This, unfortunately, will not be the case: as we shall see, sets can be open but not closed, closed but not open, both open and closed, or neither open nor closed!

Here is the formal denition of a closed set:

Denition A set C R is a closed set (or is closed) if whenever (xn) is a convergent sequence and xn C for all n, then the limit of the sequence, lim xn, is in C .

So a set C is closed if for any convergent sequence of members of C , the limit of the sequence is in C .

This is a tricky denition to work with, but as we shall see shortly, there is another way of describing closed sets.

Example The interval C = [0, 1] is closed. To see this, suppose that (xn) is any sequence in C , converging to a limit L. Then for each n, xn C , so 0 xn 1. Now, it follows from this that 0 L 1, so L C , and hence C is closed.

Example The interval C = (0, 1] is not closed. Consider the sequence (xn) where xn = 1/n. For all n, xn C . The sequence converges to 0, but 0 is not in C . So C is not closed.

We mentioned that closed is not the opposite of open, but the following result linking open sets and closed sets is very useful.

Theorem A set C of real numbers is closed if and only if its complement R \ C is open.

Proof Because this is an if and only if result, there are two things to prove here: rst, that if C is closed then R \ C is open; secondly, that if R \ C is open then C is closed.

Suppose, rst, that C is closed and consider its complement U = R \ C . We want to show U is open. Suppose it isnt. Then there is some y U such that for no > 0 do we have (y , y + ) U . In other > 0, the interval (y , y + ) does not

words, for all

lie entirely within U = R \ C and hence must contain points of C .

For any positive integer n, lets take

= 1/n. Then

there is some xn (y 1/n, y + 1/n) such that xn C . Because |xn y | < 1/n, we have that xn y as n . So here we have a sequence (xn) in C such that lim xn = y C . But this cannot happen since C is closed. So whats gone wrong? Well, we supposed that R \ C was not open, and this supposition must therefore be wrong. So R \ C is open.

Next, suppose that R \ C is open. To prove that C is closed, we need to show that the limit of any convergent sequence of points of C is in C . So suppose (xn) is a convergent sequence, with xn C , and L = lim xn. We need to show L C .

Suppose this isnt so. Then L is in the open set

R \ C , so there is some

> 0 such that

(L , L + ) R \ C . Now, because xn L, there is some N such that for n > N , |xn L| < , that is xn (L , L + ). But then for n > N , xn R \ C . This is a contradiction to the fact that xn C . So we have gone wrong in assuming that L is not in C . Therefore it is in C , and C is closed.

This theorem is an extremely useful characterisation of closed sets. In fact, we could, if we had wanted, have taken the denition of a closed set to be a set C whose complement R \ C is open, and many texts do this.

Example Consider again the set C = [0, 1]. We can show it is closed by considering its complement. For,

R \ C = R \ [0, 1] = (, 0) (1, ),
and this is open because it is the union of two open sets. So, since the complement of C is open, C is closed.

Week 8 Lectures

Assignment for next week

Attempt Exercises 5.3*, 5.4*, 5.5*, 5.6, 5.7* and 5.9.

Hand in the starred ones.

Open and closed subsets of Rm Open balls For m > 1, the counterpart in Rm to the open interval in R is the open ball. Denition [Open Ball] For x Rm and open ball of radius around x is > 0, the

B (x) = {y : x y < } . This is the set of y whose distance from x is less than .

Example When m = 1, B (x) is exactly the open interval (x , x + ). Example In R2 the open ball B (x) is the region enclosed by a circle of radius centred at x. Note that the points on this circle do not lie in B (x). (Just like the points x (x , x + ).) and x + do not lie in

The denition of open set

We have already investigated the notion of open sets of real numbers. All the ideas and results extend to

Rk .
Denition A subset U of Rn is open if for any y U , there is = (y) > 0 such that B (y) U.

This is just a generalisation of the denition of an open set in R: Denition A subset U of R is open if for any y U , there is = (y) > 0 such that (y , y + ) U.

Informally, a set is open if, from any point of the set, we can move some positive distance in any direction without going outside the set.

It can easily be shown that any open ball is an open set.

Theorem. For any x Rn and r > 0, the open ball Br (x) is an open set.

Proof. The proof is very easy. Take a point

y Br (x); we need to nd
B (y) Br (x). Let have

> 0 such that

= r x y > 0. Then for each z B (y), we

zx

= <

zy+yx zy + yx
+ x y = r x y + x y = r.

So z Br (x), and so B (y) Br (x).

But there are other types of open set. Just as for open sets in R, the union of any collection of open subsets of Rn is again open. Theorem The union of any collection of open sets is again an open set.

Proof. Let I be an indexing set, and for each i I , let Ai be an open set. Let A = iI Ai. We want to prove that A is open. Take x0 A. Then there exists i0 I such that

x0 Ai0 . Since Ai0 is open, there exists

that B (x0) Ai0 A.

> 0 such

It is also true that the intersection of a nite number of open sets is open.

Theorem Let k be a positive integer, and let A1, A2, . . . , Ak be open sets in Rn. Then the intersection A = k i=1Ai is also open.

Proof. Let x A; then x Ai for i = 1, 2, . . . , k. Since each of the Ai is open, for each i = 1, 2, . . . , k, we can nd i > 0 such that B i (x) Ai. Let = min{ i : i = 1, 2, . . . , k} > 0. Then

B (x) B i (x) Ai for each i = 1, 2, . . . , k. So B (x) A.

However, it is not true that the intersection of an arbitrary collection of open sets is open.

For an example, take Ai = (1/i, 1/i) for each i N. Then each Ai is an open interval and hence an open set in R, but A = i=1Ai = {0}, and this is not an open set in R. (Check!)

Closed sets in Rm Just as for subsets of R, we can dene the notion of a closed subset of Rm. Denition A set C Rm is a closed set (or is closed) if whenever (xn) is a convergent sequence and xn C for all n, then the limit of the sequence, lim xn, is in C .

So a set C is closed if for any convergent sequence of members of C , the limit of the sequence is in C .

As for the case m = 1 investigated above, we have the following result, the proof of which is similar to the one given earlier. Theorem A set C Rm is closed if and only if its complement Rm \ C is open.

Proof Because this is an if and only if result, there are two things to prove here: rst, that if C is closed then Rm \ C is open; secondly, that if Rm \ C is open then C is closed.

Suppose, rst, that C is closed and consider its complement U = Rm \ C . We want to show U is open. Suppose it isnt. Then there is some y U such that for no > 0 do we have B (y) U . In > 0, the ball B (y) does not lie

other words, for all

entirely within U = Rm \ C and hence must contain points of C .

For any positive integer n, let us take

= 1/n. Then

there is some xn B1/n(y) such that xn C . Because xn y < 1/n, we have that xn y as n . So here we have a sequence (xn) in C such that lim xn = y C . But this cannot happen since C is closed. So whats gone wrong? Well, we supposed that Rm \ C was not open, and this supposition must therefore be wrong. So Rm \ C is open.

Next, suppose that Rm \ C is open. To prove that C is closed, we need to show that the limit of any convergent sequence of points of C is in C . So suppose (xn) is a convergent sequence, with xn C , and L = lim xn. We need to show L C .

Suppose this isnt so. Then L is in the open set

Rm \ C , so there is some

> 0 such that

B (L) Rm \ C . Now, because xn L, there is some N such that for n > N , xn L < , that is

xn B (L). But then for n > N , xn Rm \ C . This is

a contradiction to the fact that xn C . So we have gone wrong in assuming that L is not in C . Therefore it is in C , and C is closed.

As in the case of R, this theorem is an extremely useful characterisation of closed sets. Again, we could have taken the denition of a closed set to be a set C whose complement Rm \ C is open, and many texts do this.

Theorem The intersection of any collection of closed sets is again a closed set.

The proof of this result is Exercise 5.5*.

Theorem Let k be a positive integer. For i = 1, 2, . . . , k, let Ai be a closed set in Rn. Then the
n. union A = k A is a closed set in R i=1 i

Proof. For i = 1, . . . , k, let Bi = Rn \ Ai. Then Bi is open for i = 1, 2, . . . , k, so B = k i=1Bi is also open. But
n\ k (Rn \ A ) = Rn\ k B = Rn\B, A = k A = R i i=1 i i=1 i i=1

and is therefore closed.

Continuity and open balls

The denition of continuity of a function f : Rn Rm at a Rn can also, straightforwardly, be phrased in terms of open balls. Theorem The function f : Rn Rm is continuous at

a Rn if given any open ball B (f (a)), there exists

> 0 such that f (B (a)) B (f (a)) .

To see this, recall that f is continuous at a if, given > 0, there exists > 0 such that the condition

x a < implies f (x) f (a) < .

But the condition x a < is equivalent to

x B (a), and the condition f (x) f (a) <

equivalent to f (x) B (f (a)).

is

Thus x B (a) implies that f (x) B (f (a)), i.e. the image f (B (a)) B (f (a)).

Continuity in terms of open sets

We have a simple characterisation of continuity (on the whole of Rn). To state this succinctly, we need a new notation. Suppose that f : Rn Rm, and that B Rm. Then we denote by f 1(B ) the subset {x Rn : f (x) B } of Rn consisting of all points which f maps into B .

The use of the notation f 1 should not be taken as meaning that the inverse function f 1 of f exists: the same symbol is used here, but it means something dierent. (In particular, f 1 as dened here is not a mapping from Rm to Rn but is, instead, a mapping from all subsets of Rm to subsets of Rn.)

Theorem Suppose f : Rn Rm. Then f is continuous if and only if for all open subsets U of

Rm, f 1(U ) is an open subset of Rn.

Let us prove this result. Since it is an if and only if statement, there are two things to prove.

Assume rst that f is continuous. This means that, for each point a Rn, f is continuous at a. Take an open set U in Rm: we want to show that f 1(U ) is an open subset of Rn. This means that, for any

a f 1(U ), there exists > 0 such that

B (a) f 1(U ).

Take a f 1(U ). Then f (a) U . Since U is open, there exists > 0 such that B (f (a)) U .

Taking this value

in the denition of continuity, we

nd > 0 such that f (B (a)) B (f (a)) U . Thus for every point y B (a), f (y) gets mapped into B (f (a)), and thus into U . But this means exactly that B (a) f 1(U ), so this does the job.

Conversely, suppose that, for all open subsets U of

Rm, f 1(U ) is an open subset of Rn.

Take any point a Rn; we want to show that f is continuous at a.

In other words, we want to show that, given any > 0, and thus any open ball B (f (a)), there exists > 0 such that f (B (a)) B (f (a)) .

Take

> 0, and note that B (f (a)) is open in Rm.

Then, by assumption, inverse image f 1(B (f (a))) is an open subset of Rn. Since f (a) B (f (a)), a f 1(B (f (a))). Since f 1(B (f (a))) is open, there exists > 0 such that B (a) f 1(B (f (a))). But this means that f (B (a)) B (f (a)), as required.

Here is an alternative characterisation of continuity. Theorem Suppose f : Rn Rm. Then f is continuous if and only if for all closed subsets C of

Rm, f 1(C ) is a closed subset of Rn.

Proof. We already know that f is continuous if and only if, for all open subsets U of Rm, f 1(U ) is an open subset of Rn. Suppose f is continuous. Let C be a closed set in

Rm. Then U = Rm \ C is open. By the above,

f 1(U ) is open, which implies that Rn \ f 1(U ) is closed. But Rn = f 1(U ) f 1(C ), so f 1(C ) = Rn \ f 1(U ), and is thus closed.

Here we have used the following fact: if U1, U2 are two subsets of Rm, then f 1(U1 U2) = f 1(U1) f 1(U2).

We have used it with U1 = C and U2 = U = Rm \ C . Then

Rn = f 1(Rm) = f 1(C (Rm\C )) = f 1(C )f 1(Rm\C ).

Conversely, suppose that, for all closed subsets C of

Rm, f 1(C ) is a closed subset of Rn. Take an open

set U in Rm; then C = Rm \ U is closed. By assumption, f 1(C ) is also closed, and so f 1(U ) = Rn \ f 1(C ) is open. Since U was an arbitrary open set, f must be continuous.

Theorem. Suppose that (Ui : i I ) is a collection of subsets of Rm, and suppose that f : Rn Rm is a function. Then f 1 (iI Ui) = iI f 1(Ui).

Proof. Let x f 1 (iI Ui). By denition, f (x) iI Ui, so there exists i0 such that f (x) Ui0 . Thus x f 1(Ui0 ), which implies that

x iI f 1(Ui).
Thus we have shown that f 1 (iI Ui) iI f 1(Ui).

Conversely, suppose that x iI f 1(Ui); then there exists i0 such that x f 1(Ui0 ), and so f (x) Ui0 . Thus f (x) iI Ui, and this implies that

x f 1 (iI Ui).
Thus we have shown that iI f 1(Ui) f 1 (iI Ui) .

Compactness

Compact sets

The idea of a compact set is extremely important in analysis. There are a number of ways of dening what we mean by a compact set. The rst (and main) approach we take is through what is sometimes called sequential compactness.

Denition [compact subset of Rm] A subset C of

Rm is said to be compact if any sequence (xn),

where xn C for all n, has a subsequence converging to a point of C .

Characterising compact subsets of Rm Recall the Bolzano-Weierstrass theorem:

Theorem [Bolzano-Weierstrass Theorem] Every bounded sequence (xn) in Rm has a convergent subsequence.

Consider a closed bounded interval [a, b] of real numbers (where a < b). Suppose that (xn) is a sequence of real numbers each belonging to [a, b]. The Bolzano-Weierstrass theorem tells us that this has a convergent subsequence. Since each member of the subsequence is between a and b, so too is L. So we have established:

Theorem Any closed bounded interval of real numbers is compact.

But what exactly are the compact subsets of R, and, more generally, Rm? The following characterisation, known as the Heine-Borel Theorem, is very useful. Theorem [Heine-Borel Theorem] A subset C of Rm is compact if and only if it is both closed and bounded.

For example, the subset [1, 2] [3, 6] of R is compact, but [1, 2) is not.

Some texts dene compactness by saying that a set is compact if and only if it is closed and bounded. This is a reasonable approach when dealing with Rm, but the denition of compactness we have given is substantially more general. It can apply (as we shall see) to metric spaces other than Rm.

Proof of Heine-Borel Theorem.

Conside the rst half of the theorem. Namely, we want to prove that, if C is compact, then it must be closed and bounded.

Suppose that C is compact. Let us show it is closed. That is, we need to prove that, for every sequence

xn of elements of C such that xn is convergent, the

limit x = limn xn lies in C .

By compactness, such a sequence xn has a subsequence xnk such that x = limk xnk is contained in C .

However, xn converges to x, and thus so also do all its subsequences. Thus x = x lies in C . So C is closed.

Let us now show that C is bounded. Suppose for a contradiction it is not bounded.

Then, for each n, there is some xn C with

xn > n.
We show that the sequence xn has no convergent subsequence, contradicting the compactness of C . Suppose that xnk is a subsequence and that xnk x as k . Then there is some N such that for all k N , xnk x 1. Hence, for all k N ,

xnk = xnk x + x xnk x + x < 1 + x .

But also

xnk > nk k ,

as k .

This is a contradiction, and so we conclude that C is indeed bounded.

Conversely, assume that C is a closed and bounded subset of Rm. We want to show C is compact. Take a sequence (xn) such that xn C for each n. We want to show that there is a subsequence (xnk ) of (xn) such that (xnk ) converges to an element of C.

Since C is bounded, (xn) is bounded. By Bolzano-Weierstrasss Theorem, there is indeed a convergent subsequence (xnk ) of (xn). Since each xnk C and since C is closed, the limit limk xnk lies in C as required.

Theorem. Let C and D be compact sets in Rn. Then the union C D is a compact subset of Rn.

Take a sequence (xn) C D. We must show xn has a subsequence converging to an element of C D.

Note that at least one of the following must happen:

1. Innitely many members of (xn) lie in C ;

2. Innitely many members of (xn) lie in D.

Without loss of generality, assume that innitely many members of (xn) are in C . Consider the subsequence of these members, (xn)nI , for some I N. This is a sequence of vectors in the compact set C , so has a subsequence (xn)nJ (J I ), such that (xn)nJ converges to some x C . (xn)nJ is therefore a subsequence of (xn) that converges to an element of C D.

A similar argument, or induction on k, can be used to prove the following generalisation.

Theorem. Let k N and let A1, A2, . . . , Ak be compact sets in Rn. Then the union A = k i=1Ai is a compact subset of Rn.

However, it is not true that the union of an arbitrary collection of compact sets is also compact.

For example, consider Ai = [0, i] for each i N. Then each Ai is a closed and bounded interval in R, and hence compact. However, iNAi = R+ is unbounded and hence not compact.

For another example, let Ai = [1/i, 1] for each i N. Then each Ai is a closed and bounded set in R, and hence compact. However, iNAi = (0, 1] is not closed and hence not compact.

Continuous functions on compact sets

The following result is useful. Earlier we mentioned that a continuous real function on a closed interval [a, b] of the real numbers is bounded on the interval and attains its maximum and minimum. That result can be seen as a special case of the following one.

Theorem Suppose that f : Rn Rm is continuous and that C Rn is compact. Then the image of C under f , f (C ) = {f (x) : x C } is a compact subset of Rm.

Proof. We want to show that f (C ) = {f (x) : x C } is compact in Rm. In other words, we need to show that, for any sequence (yn) in f (C ), (yn) has a subsequence converging to some element of f (C ). For each n, since yn f (C ), there exists xn C such that yn = f (xn). Consider the sequence (xn) in C . Since C is compact, there is a subsequence (xnk ) of (xn) converging to a limit x C .

We show that ynk = f (xnk ) f (x) as k . Let > 0. By continuity of f , there exists > 0 such provided x y < .

that f (x) f (y) <

Since xnk converges to x there exists an N such that whenever nk k > N , xnk x < . Then, as long as nk k > N , f (xnk ) f (x) < . Since > 0 was arbitrary, f (xnk ) f (x) as k .

In particular, when n = 1 we have the following corollary.

Theorem Suppose that C is a compact subset of

Rm and that the function f : Rm R is continuous

on C . Then f is bounded on C and it achieves its maximum and minimum. In other words, the set {f (x) : x C } is bounded and has a maximum and a minimum: i.e., there are x1, x2 C such that f (x1) = max{f (x) : x C } and f (x2) = min{f (x) : x C }.

Proof. The previous theorem implies that f (C ) = {f (x) : x C } is compact.

Hence, by the Heine-Borel Theorem, it must be bounded and closed.

We now use the fact that f (C ) is bounded and closed to prove that it achieves its maximum and minimum.

Let M = sup f (C ) = sup{f (x) : x C }, and let m = inf f (C ) = inf {f (x) : x C }. Since f (C ) is bounded, these are nite real numbers.

By denition of sup and inf, for each n N, there exist yn f (C ) and yn f (C ) such that M 1/n < yn M and m + 1/n > yn m.

Then yn M and yn m as n . Since f (C ) is closed, M f (C ) and m f (C ). But then there exists x1, x2 C such that f (x1) = M and f (x2) = m.

Worked example. Prove that the subset C = {x : x = (x, y )T R2, x 2, x + y 0} is closed, stating clearly any results that you use.

We have C = C1 C2, where C1 = {x : x = (x, y )T R2, x 2} and C2 = {x : x = (x, y )T R2, x + y 0}. Since the intersection of any nite collection of closed sets is closed, it is enough to show that both C1 and C2 are closed.

Now, a set is closed if and only if its complement is open, so it is enough to show that the complements
c and C c are both open. C1 2

We have
c = {x : x = (x, y )T R2, x > 2}, C1 c then B c , so C c is and if x = (x, y )T C1 ( x ) C x 2 1 1 open.

Similarly,
c = {x : x = (x, y )T R2, x + y < 0}, C2 c then B c , so C c and if x = (x, y )T C2 ( x ) C (x+ y ) 2 2 is open.