Limits and Continuity/Extreme and Intermediate Value Theorems

Lesson 4.3958 words

Extreme and Intermediate Value Theorems

On a closed bounded interval a continuous function attains an absolute maximum and minimum (the extreme value theorem, compactness preserved by continuity) and takes every value between its endpoint values (the intermediate value theorem, connectedness preserved). Both proofs run through Bolzano–Weierstrass and bisection, and yield root-finding, existence of k-th roots, and fixed-point theorems.

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Continuity at a point is a local condition. On a closed bounded interval it yields two global theorems that ordinary calculus uses without proof: a continuous function on attains a highest and a lowest value, and it takes every height between its endpoint values. Both rest on the same property of (it is compact: closed and bounded at once), and both are proved from Bolzano–Weierstrass.

Boundedness

One proof template recurs below: build a sequence with a wanted property, then use Bolzano–Weierstrass to make it converge, with closedness returning the limit to the interval.

The extreme value theorem

On a closed bounded interval a continuous graph reaches a highest point at c and a lowest at d; both x-locations lie inside the interval.

Each hypothesis is necessary; dropping any one makes the conclusion fail.

FailureExampleWhat breaks
Interval unbounded on no Bolzano–Weierstrass; no max or min
Interval not closed on limit of subsequence escapes the domain
not continuous (), on continuity fails at ; no max

Stated topologically, the theorem is one line: the continuous image of a compact set is compact, hence closed and bounded, hence contains its own supremum and infimum.

The intermediate value theorem

The second theorem says a continuous function skips no values between its endpoint heights. The proof rests on a bisection lemma that doubles as a numerical algorithm.

Bisection brackets a root: at each step the half whose endpoints still straddle zero is kept, and the nested brackets shrink to the crossing point c.
For any target height y between the endpoint values, the graph must cross the level line y = target, giving a point c with f(c) = y.

Stated topologically, IVT is that the continuous image of a connected set is connected: is an interval, and an interval containing and contains everything between. Sharpening the boundedness lemma and IVT together yields that the direct image is itself a closed bounded interval (or a single point).

Applications

Bisection as an algorithm

The proof of the sign-change lemma is a root-finder. It converges for any continuous function, needs only sign evaluations, and reaches any target precision in finitely many steps.

Algorithm:Bisect(f,a,b,τ)\textsc{Bisect}(f, a, b, \tau) — bracket a root of a continuous ff with f(a)f(b)<0f(a)\,f(b) < 0
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    while ba>τb - a > \tau do
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    m(a+b)/2m \gets (a + b) / 2
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    if f(m)=0f(m) = 0 then
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    return mm
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    else if f(a)f(m)<0f(a) \cdot f(m) < 0 then
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    bmb \gets m
    root lies in the left half
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    else
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    ama \gets m
    root lies in the right half
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    end if
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    end while
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    return (a+b)/2(a + b) / 2

Faster methods exist, Newton's among them, but bisection's guarantee is unconditional once a sign change is found.

Existence proofs

  • Odd-degree polynomials have a real root. A monic odd-degree polynomial satisfies as and as , so is positive at some large and negative at some large ; IVT gives a root in .
  • -th roots exist. For and , the polynomial is negative at and positive far enough right, so IVT gives an with .
  • Fixed points. Any continuous has a fixed point: apply IVT to , which is at and at .
An odd-degree monic polynomial runs from below the axis at large negative inputs to above it at large positive inputs, so it must cross zero somewhere between: a guaranteed real root.

Two of these existence facts are worth spelling out as concrete computations.

A continuous self-map of an interval must meet the diagonal y = x: the graph starts on or above it and ends on or below it, so it crosses, and the crossing is a fixed point.

The intermediate value property does not, by itself, imply continuity: extended by at the origin has the IVT property while being discontinuous there. A stronger condition, a single that works uniformly across the whole interval, is what a continuous function on automatically satisfies: uniform continuity.

Footnotes

  1. Lebl, Basic Analysis I, §3.3 — Lemma 3.3.1 (a continuous function on a closed bounded interval is bounded).
  2. Lebl, Basic Analysis I, §3.3 — Theorem 3.3.2 (minimum–maximum / extreme value theorem) and the examples showing the hypotheses are needed.
  3. Lebl, Basic Analysis I, §3.3 — Lemma 3.3.7, Theorem 3.3.8 (Bolzano's intermediate value theorem), Proposition 3.3.10, and Corollary 3.3.13. 2

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