Prove if S is Open and Closed it must be Rn

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The main question:
Let S be a subset in Rn which is both open and closed. If S is non-empty, prove that S= Rn. I am allowed to assume Rn is convex.

Things I've considered and worked with:
The compliment of Rn is an empty set which has no boundaries and therefore neither does Rn. Therefore there exists NO points P such that the delta neighborhood of P is located within Rn and its compliment. This means it is open, because any d-nbhd within Rn is a subset of Rn, and it is closed because all of the boundaries of Rn are within the set. Therefore Rn is both open and closed.

Thats where I am stuck. And also, I am not sure If all of that is valid logic.

The second question I had, as I have two questions remaining on my assignment after working on it for 10 hours today and yesterday another 10, and becoming quite desperate for help is:

"Let f(x,y) be defined on the square -1 <= x <= 1, -1<=y<=1 as follows: f(x,y) = 1 for all (x,y) where Abs(x^3) <y < x^2 and f(x,y) = 0 otherwise. Show that f(x,y) approaches 0 as (x,y) approach zero on any straight line through the origin. Determine if the lim (x,y) -> 0 exists."
 
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I'm not buying your proof. It's way too vague. It's great you can assume R^n is convex, because it is. And it's not hard to prove. But if you assume it is, then if S is nonempty then there is a point x in S. If S is not equal to R^n then there is a point in y in complement(S). Define the continuous map f:R->R^n by f(t)=t*x+(1-t)*y. The set of all t such that f(t) is an element of S is a closed and open set of R, right? Why aren't there any such nontrivial subsets of R? In other words, why is R connected?
 
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This is my first assignment ever with topological proofs, so bear with me.

first, what is the map you defined , and why did you define it? Is that to say that any subset within S must also be open and closed?

secondly, I've never encountered the idea of being "connected" before. I took the time to research it a bit, but don't understand the relevance (simply because I lack the knowledge, not to say it IS irrelevant)

I'm now working with this idea - If S does not Equal R^n, then there exists a point y in R^n - S. This implies the compliment also has boundaries. If the compliment has boundaries, then at least one boundary point must either belong to S or compliment(S) but not both. By definition, a set is open if and only if it's compliment is closed so by this fact, either S is not closed, which contradicts the original information, or S is not open, by virtue of the fact that it's compliment is not closed.
 
When you say "This implies the compliment also has boundaries." nothing implies any such thing. Saying it does is basically assuming what you want to prove. A set doesn't HAVE to have boundary. I would suggest you start with the case n=1, i.e. R^n=R. And here's an instructive example. Let A=R-{0} (R with the origin removed) with the usual topology. Let S={x:x>0}. Then A-S={x:x<0}. S and A-S are open, clearly, but they are also CLOSED in A. Not closed in R, clearly, but they are closed in A. Can you show this? Now why can't R be split up like I split up A? This is the gist of what connectedness is about.
 
There are two things I don't understand about this problem. First, when finding the nth root of a number, there should in theory be n solutions. However, the formula produces n+1 roots. Here is how. The first root is simply ##\left(r\right)^{\left(\frac{1}{n}\right)}##. Then you multiply this first root by n additional expressions given by the formula, as you go through k=0,1,...n-1. So you end up with n+1 roots, which cannot be correct. Let me illustrate what I mean. For this...
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