To show that for a continuous function f(x) in a closed interval, there exists a small value "a" such that f(x+a) - f(x) < e for any arbitrary x, the definition of continuity can be applied. Specifically, if x_0 is in the interval, continuity implies that for any ε > 0, a δ > 0 exists such that |f(x) - f(x_0)| < ε when |x - x_0| < δ. This means "a" can be chosen as δ, ensuring the condition holds. The discussion also touches on uniform continuity, which simplifies the proof, and references the Heine-Cantor theorem, confirming that continuity and uniform continuity are equivalent in compact domains like closed intervals. The thread concludes with a clarification that the original question was misunderstood, leading to a resolution regarding Riemann sums converging to the same limit for continuous functions.