Proof that $g(x):= \sup_{t\in[a,x]}f(t)$ is continuous

calculusreal-analysis

Let $f:(a,b) \rightarrow \Bbb R$ be continous. Let $g:(a,b) \rightarrow \Bbb R$ be defined by $$g(x):= \sup_{t\in[a,x]}f(t)$$

Show $g$ is also continuous.

Can someone quickly explain how this function is defined? I have trouble understanding it.

Best Answer

Hints: assuming the OP means $[a,b]$, (because the claim is false as stated (see comment below):

Let $x_0\in [a,b].$

If $\epsilon>0,$ then there is a $\delta>0$ such that $|x-x_0|<\delta\Rightarrow |f(x)-f(x_0)|<\frac{\epsilon}{2}.$ It follows that if $x_0<x,\ $ and $|x-x_0|<\delta,$

$f(x)<f(x_0)+\frac{\epsilon}{2}$

and therefore, using the definition of the supremum,

$g(x)\le f(x_0)+\frac{\epsilon}{2}\le g(x_0)+\frac{\epsilon}{2}\Rightarrow g(x)-g(x_0)<\epsilon.$

Similarly, if $x<x_0$ and $|x-x_0|<\delta,$ then $f(x_0)<f(x)+\frac{\epsilon}{2}$ and so

$g(x_0)<g(x)+\epsilon.$