Searching continuous function is a powerful method that is similar to computer algorithms. Let us start a relatively simple proposition.
Let be a continuous function. Then is bounded. That is, there exists some such that for any ,
Proof: Suppose that is NOT bounded. It means that we have a sequence such that . By the Bolzano-Weierstrass Theorem, we have a convergent subsequence tending to some (here we actually use the fact that the interval is closed, the function is continuous on any point of the interval and of course, it is not bounded). Since is continuous is convergent. On the other hand, , so is unbounded, in contradiction with Proposition 2.1.2.
OK, we know that continuous functions on the interval have upper bounds. So there is a Least Upper Bound of the set . 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.
Let be a continuous function. Then attains its supremum (that is, it has a maximal value).
Proof: We need to show, that there exists such that for any . We know by the Least Upper Bound Principle that the supremum exists, where . We do not know yet, whether this is “taken”, that is there exists some for which . We need to search for this by our Bolzano-Weierstrass Machine. We know that there exists a sequence such that , indeed is the supremal value. We could stop immediately, if would tend to some . Unfortunately, it is not guaranteed. Fire up the Bolzano-Weierstrass Machine!! There exists a subsequence tending to some !!! Also, still tends to . Hence 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.
Let be a continuous function. Suppose that for some , . Then there exists such that .
Proof: [FIRST PROOF] Let be the set of all such that . This set is certainly not empty, so it has a least upper bound . We will show that Fix any number . We will show that
(4.1) |
Since (4.1) holds for any , must be equal to . By continuity, there exists such that if , then
Since is a supremum, there exists some number (this means that ) such that that is : . This shows that , that is .
On the other hand, if we pick any number such that , then since . Also, . This shows that , that is . Hence the inequality follows.
Proof: [SECOND PROOF] We proceed similarly to a very simple computer algorithm. Let , . Pick , the midpoint of the interval . If , then let and . If , then let and . So,
Now, we want to find in between and , and the interval is half as long as the original interval . Now we consider and play the same game to obtain such that Continuing the algorithm we obtain the intervals such that . Clearly, is a Cauchy-sequence, so it converges to some . Since we know that . Also, so . Therefore .