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4.4 The Big Search

Searching continuous function is a powerful method that is similar to computer algorithms. Let us start a relatively simple proposition.

Proposition 4.4.1 (Continuous functions on the intervals are bounded)

Let f:[0,1]R be a continuous function. Then f is bounded. That is, there exists some M>0 such that for any x[0,1], |f(x)|M.

Proof:  Suppose that f is NOT bounded. It means that we have a sequence {xn}n=1[0,1] such that |f(xn)|n. By the Bolzano-Weierstrass Theorem, we have a convergent subsequence {xnk}n=1 tending to some x[0,1] (here we actually use the fact that the interval is closed, the function f(x)=1/x is continuous on any point of the interval (0,1) and of course, it is not bounded). Since f is continuous {f(xnk)}k=1 is convergent. On the other hand, |f(xnk)|nk, so {f(xnk)}k=1 is unbounded, in contradiction with Proposition 2.1.2.

OK, we know that continuous functions on the interval [0,1] have upper bounds. So there is a Least Upper Bound of the set S={f(x),x[0,1]. Remember the story of the least upper bound. It is sometimes a maximum, sometimes not. In the case of the values of a continuous function it is always a maximum.

Proposition 4.4.2

Let f:[0,1]R be a continuous function. Then f attains its supremum (that is, it has a maximal value).

Proof:  We need to show, that there exists y[0,1] such that for any x[0,1] |f(x)||f(y)|. We know by the Least Upper Bound Principle that the supremum s=sup(S) exists, where S={f(x)x[0,1]}. We do not know yet, whether this s is “taken”, that is there exists some x for which f(x)=s. We need to search for this x by our Bolzano-Weierstrass Machine. We know that there exists a sequence {xn}n=1[0,1] such that limnf(xn)=s, indeed s is the supremal value. We could stop immediately, if {xn}n=1 would tend to some x[0,1]. Unfortunately, it is not guaranteed. Fire up the Bolzano-Weierstrass Machine!! There exists a subsequence {xnk}n=1 tending to some x!!! Also, {f(xnk)}n=1} still tends to s. Hence f(x)=s by continuity.

The following theorem is extremely important and you can actually see how the search goes!! Because of the importance of this theorem, we actually give two proofs for it.

Theorem 4.4.1 (The Intermediate Value Theorem)

Let f:RR be a continuous function. Suppose that for some x<y, f(x)=acb=f(y). Then there exists xsy such that f(t)=c.

Proof:  [FIRST PROOF] Let S be the set of all z[x,y] such that f(z)c. This set is certainly not empty, so it has a least upper bound sy. We will show that f(s)=c. Fix any number ε>0. We will show that

f(s)-εcf(s)+ε (4.1)

Since (4.1) holds for any ε>0, f(s) must be equal to c. By continuity, there exists δ>0 such that if |t-s|<δ, then

f(t)-εf(s)f(t)+ε.

Since s is a supremum, there exists some number t1S (this means that f(t1)c ) such that s-t1<δ that is : f(s)<f(t1)+ε. This shows that f(s)c+ε, that is f(s)-εc.

On the other hand, if we pick any number t2 such that s<t2<s+δ, then f(t2)>c since t2S. Also, f(t2)-f(s)<ε. This shows that c-εf(s), that is cf(s)+ε. Hence the inequality (3.3.2) follows.

Proof:  [SECOND PROOF] We proceed similarly to a very simple computer algorithm. Let x1=x, y1=y. Pick z1=x1+y12, the midpoint of the interval [x1,y1]. If f(z1)<c, then let x2=z1 and y2=y1. If f(z1)c, then let x2=x1 and y2=z1. So,

f(x2)cf(y2)

Now, we want to find s in between x2 and y2, and the interval [x2,y2] is half as long as the original interval [x1,y1]. Now we consider z2=x2+y22 and play the same game to obtain x3y3 such that f(x3)cf(y3) Continuing the algorithm we obtain the intervals [xn,yn] such that f(xn)cf(yn). Clearly, x1,y1,x2,y2,x3,y3, is a Cauchy-sequence, so it converges to some s. Since xns we know that f(s)c. Also, yns so f(s)c. Therefore f(s)=c.