ϵ − δ Definition of Limit and Continuity

1. f is continuous at x0 ∈ [a, b] iff limx−→x0 f (x) = f (x0 ).

This definition says two things

ˆ limx−→x0 f (x) exists

ˆ The value of the limit equals f (x0 ), the value of the function f evaluated at 0.

Continuity fails if at least one of these two conditions fails: if the limit at x0 does not exist
or, if it does exist, it is different from f (x0 ) (see figures 1 and 2.)

2. ϵ − δ definition

ˆ Limit at x0 exists:

(∀ϵ > 0)(∃δ > 0)(0 < |x − x0 | < δ =⇒ |f (x) − f (x0 )| < ϵ).

ˆ Continuity at x0 :

(∀ϵ > 0)(∃δ > 0)(|x − x0 | < δ =⇒ |f (x) − f (x0 )| < ϵ).

This definition says that the value of f (x) can be made to be as close as we wish to the value
of f (x0 ), if x is “close enough” to x0

Motivation for the ϵ − δ proofs

1
 
3. Prove that if |x − 3| < 10 , then x2 − x − 6 < 0.51
1
Proof First, we need an estimate on x. How large can x be? Notice that |x − 3| < 10 , implies
1 1 1 1 29 31
− 10 < x − 3 < 10 . It follows that 3 − 10 < x < 10 + 3. Thus 10 < x < 10 (this x is positive
and so x = |x|. Now we derive the desired estimate.
 2 
x − x − 6 = |(x − 3)(x + 2)|
= |x − 3| |x + 2|
| {z }
1
< |x + 2| Why ?
10
1
< (|x| + 2) triangular inequality
10  
1  31 
< + 2 
10  10 
1 51
=
10 10
51
=
100
= 0.51,

as desired.
1
4. If |x + 1| < 10 , prove that |x3 + 1| < 0.331. (Hint: factor out x3 + 1 so that one factor is
x + 1. Use the assumption to get an estimate on x. Mimic the proof of the previous exercise.
  
5. Let δ be any number such that 0 < δ < 1. If |x − 3| < δ, prove that x2 − x − 6 < 6δ.
Proof An estimate on |x|. Since |x − 3| < δ, −δ < x − 3 < δ, and so 3 − δ < x < 3 + δ. Since
0 < δ < 1, 2 < x < 4, and so |x| < 4. Now we prove the desired estimate
 2 
x − x − 6 = |(x − 3)(x + 2)|
= |x − 3| |x + 2|
| {z }
< δ|x + 2| Why ?
< δ (|x| + 2) triangular inequality
< δ |4 + 2|
= 6δ,
as desired.
6. Let f (x) = x2 + 4x.
a) Find δ > 0 such that
1
|f (x) − 5| < (0 < |x − 1| < δ) .
10
Proof First we estimate x. Keep in mind, WE choose δ. So, as a first step, and before
making the final choice on the value of δ, we choose 0 < δ < 1. This helps pin down the value
of x as we see next: 0 < |x − 1| < δ, implies 0 < |x| < 2. So, |x + 5| < |x| + 5 < 7. Now we
estimate |f (x) − 5|.
|f (x) − 5| = |x2 + 4x − 5|
= |(x + 5)(x − 1)|
= |x − 1| |x + 5|
| {z }
< δ|x + 5|
< 7δ.
1 1
Thus, if we want |f (x) − 5| to be less than 10 , then it is sufficient to make 7δ < 10 . Solving
1
for δ yields δ < 70 .
1
Remember, we put two restrictions on δ. The first one was δ < 1. The second one δ < 70 .
So, we take the minimum of these two values (because we want both inequalities to hold),
1
which is 70 , in this case.
Note here that we got the following result.
|x − 1| < 1/70 =⇒ |f (x) − f (1)| < 1/10.

1 − 1/70 < x < 1 + 1/70 =⇒ |f (x) − 5| < 1/10.

69/70 < x < 71/70 =⇒ 5 − 1/10 < f (x) < 5 + 1/10.
This simply says that if the value of f (x) at 1 is 5, then we can keep the values of f (x) close to
5 (within 1/10 of 5, or in the interval (4.9, 5.1)), provided that x is close enough to 1 (within
1/70 of 1, or in the interval (69/70, 71/70)).
The next question generalizes this result. It says that, not only can we keep f (x) within 1/10
of f (1) = 5, but also we can keep it as close to 5 as we wish (this is what we mean by f (x)
is within ϵ of f (1) = 5)
1
b) Replace 10 with ϵ and answer the same question.
 √
7. Show that f (x) = x is continuous on [c, ∞), where c > 0.
Proof. Let a be any number in [c, ∞). We follow the hint in Problem 11, Section 3.1.
√ √
Starting backward, we estimate |f (x) − f (a)| = | x − a|, for |x − a| < δ.
√ √
|f (x) − f (a)| = | x − a|
 
 x−a 
= √ √ 
x + a
δ
< √ √ why ?
x+ a
δ
< √ √ because x and a are > c
c+ c
δ
= √ (1)
2 c
√
If (1) is to be less than ϵ, then solving the inequality for δ, we get δ < 2 cϵ. Now here is how
the proof goes.
√
Fix ϵ > 0. Let δ < 2 cϵ. For |x − a| < δ,
√ √
|f (x) − f (a)| = | x − a|
 
 x−a 
= √  √  multiply and divide by the conjugate
x + a
δ
< √ √
x+ a
δ
< √ √ because x and a are > c (2)
c+ c
δ
= √
2 c
√ 1
< 2 cϵ √
2 c
= ϵ

done!

ˆ Question: Why can’t we repeat the same argument for the whole domain [0, ∞)? Where
does the above proof break down?
ˆ Answer: If c = 0, then the denominator in (2) would be 0, and so the proof breaks down.
ˆ Question: How can we get around this snag and solve part (b) in Problem 11, Section
3.1?
ˆ Answer: Let c = 0. Apply the definition of continuity at c = 0.

(∀ϵ > 0)(∃δ > 0)(|x − 0| < δ =⇒ |f (x) − f (0)| < ϵ),

or √ √ 
(∀ϵ > 0)(∃δ > 0)(|x − 0| < δ =⇒  x − 0 < ϵ),

√ 
(∀ϵ > 0)(∃δ > 0)(|x| < δ =⇒  x < ϵ)
√
Can you finish this by choosing δ such that, for a fixed ϵ > 0, |x| < δ =⇒ x < ϵ?
8. Comment From the exercises above, in plain English, continuity of f at a point means this:
Say the value of f at 1 is 6, i.e, f (1) = 6. Then we can keep the values of f (x) very close to 6
when x is very close to 1. This cannot be done for discontinuous functions at 1. Now replace
1 and 6 with any value you wish to get the continuity at any point.

An important Result: What happens in the interval around a continuity point

9. i Let f (x) = x3 and c = 0.1. Find an interval (a, b) containing c such that f (x) > 0 for
all x ∈ (a, b).
Proof The interval (a, b) can be found by inspection easily: Just take the interval
(0.01, 0.19). c = 0.1 is the midpoint of that interval. Also, f (0.01) = 0.000001 > 0, and
so f (x) = x3 > 0.000001 > 0 for every x in (0.1, 0.19). However, we’ll use the definition
of continuity to find the interval (a, b). This will help us to generalize the problem to
arbitrary continuous functions f (x) and arbitrary points c at which f is continuous.

(∀ϵ > 0)(∃δ > 0)(|x − 0.1| < δ =⇒ x3 − 0.001 < ϵ).
 

Starting backward,  3 
x − 0.001 < ϵ,
implies
−ϵ < x3 − 0.001 < ϵ.
It follows
−ϵ + 0.001 < x3 < ϵ + 0.001.
What value of ϵ will ensure that f (x) = x3 > 0? Since −ϵ + 0.001 < x3 , simply take
ϵ < 0.001.
Thus Fix 0 < ϵ < 0.001. By the definition of continuity, there is a δ such that |x−0.1| < δ
implies |f (x)−0.13 | = |x3 −0.001| < ϵ < 0.001. This implies −ϵ+0.001 < x3 < ϵ+0.001.
It follows that x3 > 0 on the interval |x − 0.1| < δ.
ii Let f (x) = x3 . Let f (c) > 0 for some c. Find an interval (a, b) containing c such that
f (x) > 0 for all x ∈ (a, b).
iii Let f (x) be any continuous function and f (c) > 0 for some c. Find an interval (a, b)
containing c such that f (x) > 0 for all x ∈ (a, b).
A detailed example of ϵ − δ proofs.
ˆ Let f (x) = x2 , and x0 = 2. How close should x be to x0 = 2 in order for the distance
from f (x) to be within 0.1 of f (2) = 4?
If x = 2.2 (x within 0.2 of x0 = 2), then f (2.2) = 2.22 = 4.84 is not within 0.1 of
f (2) = 4. Similarly, if x = 2.1 (x within 0.1 of x0 = 2) , then f (x) = 2.12 = 4.41 is still
not within 0.1 of f (2) = 4. So x needs to be closer to x0 = 2 than that. How close?

Let’s work backward. In order to be within 0.1 of 4, f (x) needs to satisfy

3.9 ≤ f (x) ≤ 4.1
This implies
3.9 ≤ x2 ≤ 4.1
√ √
x > 0, 3.9 ≤√x ≤ 4.1. What is δ here ? Answer: about 0.024 or less (just
or, since √
subtract 3.9 − 2 and 4.1 − 2).

Say x is within 0.03 of 2. Then, f (2.03) − 4 = 2.032 − 4 = 0.1209. That is not within
ϵ = 0.1 of f (2) = 4.
ˆ You can try this for ϵ = 0.001 or any other small number instead of 0.1. But you cannot
keep doing this for ALL numbers. Thus we need a more general way to prove that the
function f (x) = x2 is as close as wish to f (2) = 4 for all x close enough to x0 = 2. Here
is how
ˆ Show f (x) = x2 is continuous at x0 = 2, using ϵ − δ proof.
We need to show

(∀ϵ > 0)(∃δ > 0)(|x − 2| < δ =⇒ |f (x) − f (2)| < ϵ),
or
(∀ϵ > 0)(∃δ > 0)(|x − 2| < δ =⇒ x2 − 22  < ϵ).
 

We need to ensure that f (x) = x2 is within ϵ of f (2) = 22 = 4 for some δ > 0 (this is
exactly what we did above for ϵ = 0.1
We mimic the previous steps replacing 0.1 with ϵ. We want to estimate the difference
|f (x) − f (2)| and make it smaller than ϵ for |x − 2| < δ:

|f (x) − f (2)| = |x2 − 22 |

= |(x − 2)(x + 2)|
= |x − 2||x + 2|
< δ|x + 2| (Why)? (3)
< ϵ (This is what we need to prove)
ϵ
for some δ, where |x−2| < δ. So for which δ, do we have δ|x+2| < ϵ? Answer: δ < |x+2| .
Not quite done yet! This δ is dependent on x. So if x = 2, we get some δ. If x = 2.01,
we get a different δ. In the definition, however, it says |x − a| < δ, which means for any
x within δ of a, which means δ works for all x in that vicinity of 2.
Here is the standard way for the estimate
If we choose δ < 1 first, then this forces x to be 1 < x < 3 and so |x + 2| > |1 + 2| = 3
1
because |x−2| < δ by assumption. This implies that |x+2| ϵ
< 13 . It follows that |x+2| < 3ϵ .
Now to make (1) less than ϵ as desired, choose δ < 3ϵ. Here is how the proof looks like
now. Choose δ < min(1, ϵ/3), and estimate the distance |f (x) − f (2)|, for |x − 2| < δ:

|f (x) − f (2)| = |x2 − 22 |

= |(x − 2)(x + 2)|
= |x − 2||x + 2|
< δ|x + 2|
ϵ
< |x + 2| why? (4)
3
ϵ
< 3 why?
3
= ϵ. (5)

Done!

Now we repeat the proof with x = a instead of x = 2

ˆ Show f (x) = x2 is continuous at x0 = a, using ϵ − δ proof.
We need to show

(∀ϵ > 0)(∃δ > 0)(|x − a| < δ =⇒ x2 − a2  < ϵ).

 
We need to ensure that f (x) = x2 is within ϵ of f (a) = a2 .
We start backward. We want to estimate the difference |f (x)−f (a)| and make it smaller
than ϵ for |x − a| < δ:

|f (x) − f (a)| = |x2 − a2 |

= |(x − a)(x + a)|
= |x − a||x + a|
< δ|x + a| (Why)? (6)
< ϵ (This is what we need to prove) (7)

for some δ, where |x − a| < δ. So for which δ, do we have δ|x + a| < ϵ?

ϵ
Answer: δ < |x+a| . As explained above for the case a = 2 , this δ is dependent on x,
and in the definition, it should be the same for any x within δ of a.
Again, repeating the same argument for the case a = 2, we first choose δ < 1 (WE are
choosing δ). This means |x − a| < 1 or −1 < x − a < 1 and so −1 + a < x < 1 + a. By
the triangular inequality, x| < 1 + |a|. Thus |x + a| ≤ ||x| + |a|| = |x| + |a| < 1 + 2|a|.
So in order to prove (5), we take δ < min(1, 1 + 2|a|). We write the proof now:

ϵ
Choose δ < 1 AND δ < 1+2|a| , and estimate the distance |f (x) − f (a)|:

|f (x) − f (a)| = |x2 − a2 |

= |(x − a)(x + a)|
= |x − a||x + a|
< δ|x + a| (Why)? (8)
< δ (|x| + |a|) Why ? (9)
< δ (1 + 2|a|) why ? (10)
ϵ
< (1 + 2|a|) why? (11)
1 + 2|a|
< ϵ

Done!