Real AnalysisLimits of Functions and Continuity

Uniform Continuity

f is uniformly continuous on S when one δ works for every point of S at once; continuous functions on [a, b] are, but 1/x on (0, 1) is not.

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In the proof that $x^{2}$ is continuous, the $\delta$ depended on the point $a$: the steeper the graph, the smaller $\delta$ had to be. Uniform continuity asks for one $\delta$ that works everywhere at once. On a closed, bounded interval it comes for free, by the same Bolzano–Weierstrass argument that proves the extreme value theorem, and it is the key to proving that continuous functions can be integrated.

Key idea

$f$ is uniformly continuous on $S$ when for every $\varepsilon > 0$ there is a $\delta > 0$ such that $|f(x) - f(y)| < \varepsilon$ for all $x, y \in S$ with $|x - y| < \delta$. Theorem: a continuous function on a closed, bounded interval is uniformly continuous. $\frac{1}{x}$ on $(0, 1)$ and $x^{2}$ on $\mathbb{R}$ are continuous but not uniformly continuous.

Why it works

Compare the quantifiers. Continuity: for every $a$ and every $\varepsilon$ there is a $\delta$ (which may depend on $a$). Uniform: for every $\varepsilon$ there is a $\delta$ that works for every $a$. For $\frac{1}{x}$ near $0$, the points $x = \delta$ and $y = \frac{\delta}{2}$ are within $\delta$, yet $\left|\frac{1}{x} - \frac{1}{y}\right| = \frac{1}{\delta}$, which is large: no single $\delta$ handles $\varepsilon = 1$. On $[a, b]$, a failure would produce pairs $x_n, y_n$ with $|x_n - y_n| \to 0$ but $|f(x_n) - f(y_n)| \ge \varepsilon$; Bolzano–Weierstrass gives subsequences converging to a common point $c$, and continuity at $c$ then forces $f(x_{n_k}) - f(y_{n_k}) \to 0$, a contradiction.
Uniform mode for $x^{2}$ on $[0, 3]$: drag the point along the interval. The purple strip shows the best δ at each point; the smallest of them is the one δ that works everywhere.

Worked examples

Worked example: A line is the easy case

For $f(x) = \frac{3}{2}x + 7$ on $\mathbb{R}$ and $\varepsilon = 0.1$, find the largest uniform $\delta$.
  1. $|f(x) - f(y)| = \frac{3}{2}|x - y|$, the same at every point.

Answer: $\delta = \frac{0.1}{3/2} = \frac{1}{15}$.

Worked example: The square on a closed interval

For $f(x) = x^{2}$ on $[0, 2]$ and $\varepsilon = 0.1$, find the largest uniform $\delta$.
  1. For $y = x + t$ with $0 < t < \delta$: $y^{2} - x^{2} = t(2x + t)$, largest when $y = 2$: $t(4 - t)$.
  2. As $t \to \delta$ this approaches $\delta(4 - \delta)$, so we need $\delta(4 - \delta) \le 0.1$, that is, $(2 - \delta)^{2} \ge 3.9$.

Answer: $\delta = 2 - \sqrt{3.9} \approx 0.0252$, set by the steep end of the interval.

Worked example: Steep but still uniform

For $\sqrt{x}$ on $[0, \infty)$ and $\varepsilon = 0.1$, find the largest uniform $\delta$.
  1. $|\sqrt{x} - \sqrt{y}| \le \sqrt{|x - y|}$, with equality when one point is $0$.

Answer: $\delta = 0.01$: we need $\sqrt{\delta} \le 0.1$.

Common mistake

Calling a point-dependent δ uniform. "$\delta = \frac{\varepsilon}{2|a| + 1}$ works for $x^{2}$" is a perfectly good continuity proof at each $a$, but on $\mathbb{R}$ these $\delta$'s shrink to $0$ as $|a|$ grows, so no single one works. Ask: does my δ mention the point? If its smallest value over the set is $0$, the function is not uniformly continuous there.

Practice

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Sources and further reading

  • Jiří Lebl, Basic Analysis I: Introduction to Real Analysis, section 3.4 (uniform continuity)
  • MIT OpenCourseWare 18.100A Real Analysis, lecture notes on uniform continuity
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