Example: intersection of compact sets which is NOT compact

SD123
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Homework Statement


Let S = {(a,b) : 0 < a < b < 1 } Union {R} be a base for a topology. Find subsets M_1 and M_2 which are compact in this topology but whose intersection is not compact.

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The Attempt at a Solution


I'm not even sure what it means for an element of S to be compact, so I haven't been able to make any attempt at a solution.
 
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I assume you're working on the real line, right?

Do you know the meaning of the terms 'open set', 'cover' and ' finite subcover'?
I don't mean to be condescending; just to know.
 
I assume it is the real line, and so the topological space will be (R,S).

Yes I do know what open set/cover/finite sub cover mean
 
The most general definition is that a subset S is compact iff (def.) every cover of S by open sets has a finite subcover. There are more specialized results, e.g., for R^n, compactness is equivalent to being closed and bounded,and, for metric spaces you have, e.g., every sequence has a convergent subsequence, but the first one covers all cases.
 
Prove $$\int\limits_0^{\sqrt2/4}\frac{1}{\sqrt{x-x^2}}\arcsin\sqrt{\frac{(x-1)\left(x-1+x\sqrt{9-16x}\right)}{1-2x}} \, \mathrm dx = \frac{\pi^2}{8}.$$ Let $$I = \int\limits_0^{\sqrt 2 / 4}\frac{1}{\sqrt{x-x^2}}\arcsin\sqrt{\frac{(x-1)\left(x-1+x\sqrt{9-16x}\right)}{1-2x}} \, \mathrm dx. \tag{1}$$ The representation integral of ##\arcsin## is $$\arcsin u = \int\limits_{0}^{1} \frac{\mathrm dt}{\sqrt{1-t^2}}, \qquad 0 \leqslant u \leqslant 1.$$ Plugging identity above into ##(1)## with ##u...
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