Difference between continuity and uniform continuity

[Yunjia]

I noticed that uniform continuity is defined regardless of the choice of the value of independent variable, reflecting a function's property on an interval. However, if on a continuous interval, the function is continuous on every point. It seems that the function on that interval must be uniformly continuous. Is this correct? Is there a counterexample for the statement?

 

[jbunniii]

What you said is almost true. If, on a closed, bounded interval, a function is continuous at every point, then the function is uniformly continuous on that interval.

Counterexample on a non-closed interval: $f(x) = 1/x$ on the interval $(0,1)$.

Counterexample on a closed but unbounded interval: $f(x) = x^2$ on the interval $[0,\infty)$.

 

[Svein]

What you said is almost true. If, on a closed, bounded interval, a function is continuous at every point, then the function is uniformly continuous on that interval.

Even more general: If a function is continuous at every point in a compact set, it is uniformly continuous on that set.
The proof is simple: Let the compact set be K and take an ε>0. Since the function is continuous at every point x in the set, there is a δ_x for every x∈K such that |f(w)-f(x)|<ε for every w in <x-δ_x, x+δ_x>. Let O_x=<x-δ_x, x+δ_x>, then K is contained in \bigcup_{x\in K}O_{x}. Since K is compact, it is contained in the union of a finite number of the O_x, say \bigcup_{n=1}^{N}O_{n}. Take δ to be the minimum of the δ_n and |f(w)-f(x)|<ε whenever |w-x|<δ.

 

[jbunniii]

And here's the proof that a closed, bounded interval is compact, so you can apply Svein's proof.

Let $[a,b]$ be a closed, bounded interval, and let $\mathcal{U}$ be any collection of open sets which covers $[a,b]$. Let $S$ be the set of all $x \in [a,b]$ such that $[a,x]$ can be covered by finitely many of the sets in $\mathcal{U}$. Clearly $a \in S$. This means that $S$ is nonempty and is bounded above (by $b$), so it has a supremum, call it $c$. Since $c \in [a,b]$, it is contained in some $U_c \in \mathcal{U}$, hence there is some interval $(c - \epsilon, c + \epsilon)$ contained in $U_c$. Since only finitely many sets from $\mathcal{U}$ are needed to cover $[a,c - \epsilon/2]$, those sets along with $U_c$ form a finite cover of $[a,c+\epsilon/2]$. This shows that $c \in S$ and moreover, that $c$ cannot be less than $b$. Therefore $c=b$, so all of $[a,b]$ can be covered by finitely many sets in $\mathcal{U}$.

 

[Svein]

And here's the proof that a closed, bounded interval is compact, so you can apply Svein's proof.

Excellent! And, of course, since one closed and bounded interval is compact, the union of a finite number of closed and bounded intervals is again compact.

 

[jbunniii]

Even more general: If a function is continuous at every point in a compact set, it is uniformly continuous on that set.
The proof is simple: Let the compact set be K and take an ε>0. Since the function is continuous at every point x in the set, there is a δ_x for every x∈K such that |f(w)-f(x)|<ε for every w in <x-δ_x, x+δ_x>. Let O_x=<x-δ_x, x+δ_x>, then K is contained in \bigcup_{x\in K}O_{x}. Since K is compact, it is contained in the union of a finite number of the O_x, say \bigcup_{n=1}^{N}O_{n}. Take δ to be the minimum of the δ_n and |f(w)-f(x)|<ε whenever |w-x|<δ.

I don't think this will work if $w$ and $x$ are not contained in the same $O_n$. I think you need to take $O_x = (x - \delta_x/2, x + \delta_x/2)$ and $\delta$ to be $\min\{\delta_n/2\}$ in order to ensure that $|w-x| < \delta$ implies $|f(w) - f(x)| < \epsilon$.

 

[Svein]

I don't think this will work if ww and xx are not contained in the same OnO_n. I think you need to take Ox=(x−δx/2,x+δx/2)O_x = (x - \delta_x/2, x + \delta_x/2) and δ\delta to be min{δn/2}\min\{\delta_n/2\} in order to ensure that |w−x|<δ|w-x| < \delta implies |f(w)−f(x)|<ϵ|f(w) - f(x)| < \epsilon.

Possibly. I need to think about that. The crux of the matter is that there is a finite number of intervals that cover K, which means that the minimum of the (finite number of) δ's exist and is greater than 0.

 

[HallsofIvy]

Here is the fundamental difference between "continuous" and "uniformly continuous":

A function is said to be continuous at a point, x= a, if and only if, given any \epsilon&gt; 0 there exist \delta&gt; 0 such that if |x- a|&lt; \delta then |f(x)- f(a)|&lt;\epsilon.

A function is said to be continuous on a set, A, if and only if, given any \epsilon&gt; 0 there exist \delta&gt; 0 such that if |x- a|&lt; \delta then |f(x)- f(a)|&lt;\epsilon for all a in set A.

That is, a function is uniformly continuous on a set A if and only if it is continuous at every point in A and, given \epsilon&gt; 0 the same \delta can be used for ever point in A.

 

[Svein]

I don't think this will work if ww and xx are not contained in the same OnO_n. I think you need to take Ox=(x−δx/2,x+δx/2)O_x = (x - \delta_x/2, x + \delta_x/2) and δ\delta to be min{δn/2}\min\{\delta_n/2\} in order to ensure that |w−x|<δ|w-x| < \delta implies |f(w)−f(x)|<ϵ|f(w) - f(x)| < \epsilon.

Agree. I was sloppy and overlooked the simple fact that that the length of the interval O_x is 2⋅δ_x.

 

[Yunjia]

Here is the fundamental difference between "continuous" and "uniformly continuous":

A function is said to be continuous at a point, x= a, if and only if, given any \epsilon&gt; 0 there exist \delta&gt; 0 such that if |x- a|&lt; \delta then |f(x)- f(a)|&lt;\epsilon.

A function is said to be continuous on a set, A, if and only if, given any \epsilon&gt; 0 there exist \delta&gt; 0 such that if |x- a|&lt; \delta then |f(x)- f(a)|&lt;\epsilon for all a in set A.

That is, a function is uniformly continuous on a set A if and only if it is continuous at every point in A and, given \epsilon&gt; 0 the same \delta can be used for ever point in A.

The defition of uniformly continuous is perplexing for me. Is it possible for you to illustrate it with a proof about a function which is not uniformly continuous but continuous on a set so that I can compare the two? Thank you.

 

[Svein]

The defition of uniformly continuous is perplexing for me. Is it possible for you to illustrate it with a proof about a function which is not uniformly continuous but continuous on a set so that I can compare the two? Thank you.

OK. Take the function f(x)=\frac{1}{x} on the open interval <0, 1>. It is continuous (and even differentiable) on that interval, but not uniformly continuous.

 

[Svein]

I don't think this will work if $w$ and $x$ are not contained in the same $O_n$. I think you need to take $O_x = (x - \delta_x/2, x + \delta_x/2)$ and $\delta$ to be $\min\{\delta_n/2\}$ in order to ensure that $|w-x| < \delta$ implies $|f(w) - f(x)| < \epsilon$.

After using pencil an paper for a bit, I came to the conclusion that I should have used ε/2 and δ/2. But - I recall a proof in "Complex analysis in several variables" that ended up in "... less than 10000ε, which is small when ε is small".

 

[HallsofIvy]

The defition of uniformly continuous is perplexing for me. Is it possible for you to illustrate it with a proof about a function which is not uniformly continuous but continuous on a set so that I can compare the two? Thank you.

First note an important point about "uniform continuity" and "continuity" you may have overlooked: we define "continuous" at a single point and then say that a function is "continuous on set A" if and only if it is continuous at every point on A. We define "uniformly continuous" only on a set, not at a single points of a set.

A function is uniformly continuous on any closed set on which it is continuous and so on any set contained in a closed set on which it is continuous.
To give an example of a function that is continuous but not uniformly continuous, we need to look at f(x)= 1/x on the set (0, 1).

To show that it is continuous on (0, 1), let a be a point in (0, 1) and look at |f(x)- f(a)|= |1/x- 1/a|= |a/ax- x/ax|= |(a- x)/ax|= |x- a|/ax&lt; \epsilon.
We need to find a number, \delta&gt; 0 such that if |x- a|&lt; \delta, then |f(x)- f(a)|&gt; \epsilon. We already have |x- a| ax\epsilon so we need an upper bound on ax. If we start by requiring that \delta&lt; a/2 then |x- a|&lt; \delta&lt; a/2 so that -a/2&lt; x- a&lt; a/2or a/2&amp;amp;lt; x&amp;amp;lt; 3a/2 so an upper bound on ax is 3a^2/2. If |x- a|&amp;amp;lt; a/2 &lt;b&gt;and&lt;/b&gt; |x- a|&amp;amp;lt; 3a/2 then |f(x)- f(a)|&amp;amp;lt; |x- a|/ax&amp;amp;lt; |x- a|/(3a^2/2)= 2|x- a|/3a^2 which will be less than \epsilon as long as |x- a|&amp;amp;lt; 3a^2\epsilon/2&lt;br /&gt; &lt;br /&gt; So we can take \delta to be the &lt;b&gt;smaller&lt;/b&gt; of a/2 and 3a^2/\epsilon. Therefore, 1/x is continuous at any point a in (0, 1) so continuous on (0, 1).&lt;br /&gt; &lt;br /&gt; Now the point is that this \delta depends on a. It is a decreasing function of a and will go to 0 as a goes to 0. That&amp;#039;s fine for &amp;quot;&lt;i&gt;continuity&lt;/i&gt;&amp;quot; but for &lt;i&gt;uniform continuity&lt;/i&gt; we must be able to use the &lt;b&gt;same&lt;/b&gt; \delta&amp;amp;gt; 0 for a given \epsilon no matter what the &amp;quot;a&amp;quot; is and we cannot do that. If the problem were to prove uniform continuity on the set [p, 1), which is contained in the closed set [p, 1], we could use, for any a in that set, the \delta that we get for a= p, the smallest x value in the set. But with (0, 1), the smallest \delta is 0 which we &lt;b&gt;cannot&lt;/b&gt; use since we must have \delta&amp;amp;gt; 0.