[Math] Understanding epsilon delta continuity definition

continuityepsilon-delta

I am trying to understand the epsilon delta definition of continuity but every example I look at they seem do do something I don't agree with. Example. Show that $f(x) = x^{2} – 2$ is continuous at some point $x = x_{0}$.

Now $\forall \epsilon>0, \exists \delta>0, \text{ s.t. } |x – x_{0}| < \delta \implies |(x^{2}-2)-(x_{0}^{2}-2)|<\epsilon$

Now notice $$\begin{align}|(x^{2}-2)-(x_{0}^{2}-2)| &= |x^{2}-x^{2}_{0}|\\ &= |x^{2} – 2xx_{0} + x_{0}^{2} – 2x_{0}^{2} + 2xx_{0}| \\ &= |(x-x_{0})^{2} + 2x_{0}(x – x_{0})|<\epsilon\end{align}$$

I understand and agree with all of the above, now the step that seems a bit off to me:

$$\le |(x – x_{0})|^{2} + |2x_{0}(x-x_{0})| < \epsilon$$ by the triangle inequality. But we don't know this is less than epsilon since we now have something that is greater than what we actually know is less than epsilon, this comes up time and time again in many proofs and I can't get my head around why we say this is still less than epsilon.

Best Answer

I'm assuming your true concern is understanding $\epsilon$,$\delta$-proofs. We first go over the definition of continuity at a point, then give an example.

The Definition

Let $f$ be a function from some subset of $\mathbb{R}$, call it $D$ for domain, to another subset of $\mathbb{R}$, call it $C$ for codomain. That is,$$f:D\subseteq\mathbb{R}\to C\subseteq\mathbb{R}$$ Let $a$ be an arbitrary element of the domain. That is, $$a\in D$$ $f$ is continuous at $a$ if for each $\epsilon>0$, there exists $\delta>0$ such that for each $x\in D$, if $|x-a|<\delta$, then $|f(x)-f(a)|<\epsilon$.

An Example

Let $f:[3,\infty)\to \mathbb{R}$ be defined by $$f(x)=\sqrt{2x-6}$$ for every $x\in[3,\infty)$. (It is important to define the function explicitly; that is, the domain is relevant for this proof.)

$f$ is continuous at $4$.

Proof. To prove $f$ is continuous at $4$, we will show that for each $\epsilon>0$, there exists $\delta>0$ such that for each $x\in[3,\infty)$, if $|x-4|<\delta$, then $|f(x)-f(4)|<\epsilon$.

Let $\epsilon>0$ be arbitrary. Notice for each $x\in[3,\infty)$, $$|f(x)-f(4)|=\sqrt{2}|\sqrt{x-3}-1|=\sqrt{2}\left|\frac{x-4}{\left(\sqrt{x-3}\right)+1}\right|<\sqrt{2}|x-4|\tag{1}$$ Define $\delta\overset{\text{def}}{=}\dfrac{\epsilon}{\sqrt{2}}$. It is important to understand why we defined $\delta$ this way (in relation to $\epsilon$). Anyway, we continue with the proof. For each $x\in[3,\infty)$, if $|x-4|<\delta$, then $$|f(x)-f(4)|\overset{(1)}{<}\sqrt{2}|x-4|<\sqrt{2}\cdot\delta=\epsilon$$ Recall $\epsilon>0$ was arbitrary. Therefore for each $\epsilon>0$, there exists $\delta>0$ (namely $\epsilon/\sqrt{2}$), such that for each $x\in[3,\infty)$, if $|x-4|<\delta$, then $|f(x)-f(4)|<\epsilon$. Therefore $f$ is continuous at $4$.$\square$

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