A continuous function is one that respects limits, sending nearby inputs to nearby outputs and convergent sequences to convergent sequences. The notion turns the static completeness of the real numbers into theorems about functions, three of which are the working tools of calculus, the intermediate value theorem, the extreme value theorem, and uniform continuity. This post proves them from the least upper bound axiom and the Bolzano-Weierstrass theorem alone, so it builds only on the previous post and underlies all of differential and integral calculus [1], [2].
#Limits of functions
Let be defined on a full punctured neighbourhood for some , so that is a limit point of , possibly not in it. The limit of at is , written , when for every there is a such that implies .
The definition mirrors the definition of a sequence limit, with the index going to infinity replaced by the input approaching . In fact the two notions are equivalent.
if and only if for every sequence with .
Suppose and with . Given , take from the definition and then with for , which holds since . For these , , so , proving . Conversely, suppose the limit fails. Then some admits no working , so for each the choice fails, giving a point with yet ; such an exists because is a limit point of . Then with but , contradicting the sequential hypothesis.
The sequential characterisation transports every limit law for sequences to functions at one stroke. Sums, products, and quotients of functions with limits have the expected limits, because the corresponding sequences do.
#Continuity
A function is continuous at when , that is when for every there is a with implying . It is continuous on a set when it is continuous at each point.
By Theorem 2 applied with , continuity at gives for every with . A general sequence splits into terms with , where exactly, and terms with , which converge to by the punctured statement, so interleaving the two gives with no restriction; conversely the unrestricted criterion contains the punctured one. Hence continuity at is exactly the statement that whenever , so a continuous function commutes with limits, . Sums, products, quotients with nonzero denominator, and compositions of continuous functions are continuous, each by the matching sequence law. Polynomials are continuous everywhere, and the elementary functions are continuous on their domains.
#The intermediate value theorem
Continuity forbids a function from skipping a value as it moves between two heights. The proof is the first place the least upper bound axiom acts on a function.
If is continuous on and lies between and , then for some .
Assume , the other case following by negating . Let , which is nonempty since and bounded above by , so exists by the least upper bound axiom. Choosing with , possible because is not an upper bound of , gives a sequence in with , and since each continuity gives . If , then since we have , so . By continuity there is a with on , so any point with lies in , contradicting . Hence , and .
The theorem is the reason a continuous function on an interval has an interval as its image, and it is the existence principle behind root-finding, since a continuous function changing sign on must vanish in between.
#The extreme value theorem
On a closed bounded interval a continuous function not only stays bounded but reaches its bounds. Here Bolzano-Weierstrass does the work.
A function continuous on is bounded and attains a maximum and a minimum.
For boundedness, suppose is unbounded above. Then there are with . The sequence is bounded, so by the Bolzano-Weierstrass theorem a subsequence , and continuity gives , a finite number, contradicting . So is bounded above, and bounded below by the same argument on . Let , finite by boundedness, and take with . A convergent subsequence has , so the supremum is attained. The minimum is the maximum of .
Boundedness fails on an open interval, where runs off to infinity on , and the identity function attains neither bound on , so the theorem genuinely needs the interval closed and bounded, the two halves of compactness on the line.
#Uniform continuity
Continuity allows the tolerance to depend on the point. Uniform continuity demands a single that works everywhere, and on a closed bounded interval continuity already delivers it.
A function is uniformly continuous on a set when for every there is a single such that implies for all in the set.
A function continuous on is uniformly continuous there.
Suppose not. Then some resists every , so for each the choice fails, giving points with but . By Bolzano-Weierstrass a subsequence , and since the matched subsequence too. Continuity gives and , so , contradicting the gap .
Uniform continuity is the strength a function needs for the Riemann integral and for interchange of limits, since it controls oscillation by a length rather than by location. The calculus of a single real variable thus rests on completeness. The next step generalises continuity to metric spaces, where compactness replaces the closed bounded interval and the same proofs run with sequences exchanged for nets of points.