∗

Analysis and Topology

Zhiyuan Bai
Compiled on July 11, 2021

This document serves as a set of revision materials for the Cambridge Math-
ematical Tripos Part IB course Analysis and Topology in Michaelmas 2019.
However, despite its primary focus, readers should note that it is NOT a verba-
tim recall of the lectures, since the author might have made further amendments
in the content. Therefore, there should always be provisions for errors and typos
while this material is being used.

Contents
1 Uniform Convergence 1

2 Uniform Continuity 6

3 Metric Space 7

4 Completeness 14

5 Topological Spaces 17

6 Connectedness 24

7 Compactness 27

8 Differentiation 31

1 Uniform Convergence
Definition 1.1. A complex sequence xn is said to converge to a complex number
x if ∀ > 0, ∃N ∈ N such that ∀n > N , |x − xn | < .

Definition 1.2. Let S be a set and let fn : S → C be a sequence of functions.

Let f : S → C be a function. We say fn → f pointwise if for any x, fn (x) →
f (x). In other words, ∀x ∈ S, ∀ > 0, ∃N ∈ N, ∀n > N , |f (x) − fn (x)| < .
Example 1.1. Let S be the closed interval [0, 1] and fn (x) = xn , then fn → f
pointwise where (
1, if x = 1
f (x) =
0, otherwise
∗ Based on the lectures under the same name taught by Prof. A. Zsák in Michaelmas 2019.

1
 Note that in this example, despite the fact that all of fn are continuous,
even smooth, the resulting limit f needs not be continuous.
Here is another example:
Example 1.2. Let S = R≥0 and let fn (x) = x2 e−nx , then fn → 0 pointwise,
since
x2 x2 x2 x
0 ≤ |fn (x)| = = 2 2 n3 x 3
≤ = →0
enx 1 + nx + n 2x + 6 ··· nx n
as n → ∞.
There is another form of convergence, called uniform convergence, which is
defined as follows:
Definition 1.3. Let S be a set and let fn : S → C be a sequence of functions.
Let f : S → C be a function. We say fn → f uniformly if ∀ > 0, ∃N ∈ N, ∀n >
N, ∀x ∈ S, |f (x) − fn (x)| < .
Note that the only difference between pointwise and uniform convergence is
that the large integer N does not depend on x if the convergence is uniform.
Note also that uniform convergence implies pointwise convergence, but not the
other way around. Although it does not seem to be such a great difference in
definition, in practice, it makes all the difference in the world.
Proposition 1.1. The sequence in the first example, i.e. fn : [0, 1] → R with
fn (x) = xn , does not converge uniformly.

p We can take for example  = 1/2. Then for any n ∈ N, we can take
Proof.
x = n 2/3, so that we have

2 1
|fn (x) − f (x)| = |fn (x)| = >
3 2
So the claimed N does not exist. Therefore the sequence fn does not converge
uniformly.
Proposition 1.2. The sequence in the second example, i.e. fn = R≥0 → R
where fn (x) = x2 e−nx , converges absolutely.
Proof. Note that

x2 x2 x2 2
0 ≤ fn (x) = nx
= n 2 x 2 ≤ 2 2
= 2
e 1 + nx + 2 + · · · n x /2 n
p
Therefore for any  > 0, we can take N = d 2/e, so for any x ≥ 0, n > N , we
ahve
2 2 2
|f (x) − fn (x)| = |fn (x)| = fn (x) ≤ < 2 ≤ p =
n2 N ( 2/)2

So fn → 0 uniformly.
In fact, although continuous functions may not converge pointwise to a con-
tinuous function, they do converge uniformly to one.

2
Theorem 1.3. Let S ⊂ C be open. Suppose that fn : S → C is a sequence of
continuous functions. If fn → f uniformly, then f is continuous as well.
Informal sketch. Idea: Transfer the nice property of fn to f . Choose large
enough N such that fn − f is arbitratily small for all n > N . We can always
choose x0 close to x where fn (x) close to f (x). Then just use triangle inequality.
”3- proof”
Proof. ∀ > 0, we can choose large enough N such that sup |fn − f | < /3 We
can choose δ > 0 such that |x − x0 | < δ =⇒ |fn (x) − fn (x0 )| < /3.

|f (x) − f (x0 )| ≤ |f (x) − fn (x)| + |f (x0 ) − fn (x0 )| + |fn (x) − fn (x0 )| < 3 =
3
As desired.
Remark. 1. We can use this theorem to show that xn as in the previous example
does not converge uniformly.
2. It is not true that differentiability is preserved under unform convergence.
Theorem 1.4. Let fn : [a, b] → R be all Riemann integrable. Then if it con-
verges uniformly, its limit is also Riemann integrable. Furthermore,
Z b Z b
lim fn (x) dx = lim fn (x) dx
a n→∞ n→∞ a

Recall that a function is Riemann integerable if and only if the upper and
lower sums of f on the interval can be arbitratily close.
Proof. Firstly f is bounded. Since fn are bounded, we can just choose large
enough n such that |fn − f | < 1 and |fn | < M , then |f | ≤ |f − fn | + |fn | <
 + M < M + 1 so f is bounded.
For  > 0 choose N such that sup |fn − f | < /(3(b − a)) for any n > N .
Since fn is integrable, there is some disection D of the interval [a, b] such that
UD (fn ) − LD (fn ) < /3. We have
X
|LD (f ) − LD (fn )| = inf f (x) − inf fn (x) (xi+1 − xi ) < /3
x∈[xi ,xi+1 ] x∈[xi ,xi+1 ]
(xi )∈D

Similarly |UD (f ) − UD (fn )| < /3. So

|UD (f ) − LD (f )| ≤ |UD (f ) − UD (fn )|

+ |LD (fn ) − LD (f )| + |UD (fn ) − LD (fn )|
< 3/3 = 

This shows that f is integrable. Finally, we have

Z b Z b
f (x) − fn (x) dx ≤ sup |f (x) − fn (x)| dx < /3 < 
a a

which completes the proof.

Remark. 1. For uniform convergence, we can swap the integral and the limit.
2. If fn → f uniformly and that all fn is bounded, then f is bounded.

3
Corollary 1.5. For uniform convergence, we can swap infinite sums and in-
tegral. That is, if fn : [a, b] → R is a sequence of integrable functions whose
partial sum converges uniformly to some function f , then f is integrable and
Z b ∞ Z
X b
f (x) dx = fn (x) dx
a n=1 a

Proof. Let
n
X
Fn (x) = fk (x)
k=1

so Fn are integrable and Fn → f uniformly. Then we can just apply the pre-
ceding theorem.
Theorem 1.6. Let fn : [a, b] → R be continuously differentable on [a, b]. As-
sume that the sequence of partial sums of fn0 at every point converges uniformly,
and that there is an c ∈ [a, b] such that
∞
X
fn (c)
n=1

converges, then the sequence of partial sums of fn converges uniformly. Fur-

thermore, the limit f is continuously differentiable and
∞
X
f 0 (x) = fn0 (x)
n=1

Sketch of proof. Let

n
X ∞
X
Fn (x) = fk (x), g(x) = fn0 (x)
k=1 n=1

So we want to find a particular solution to the differential equation f 0 = g, and

show that Fn converges unformly to it. So basically we want to do
Z x ∞
X ∞
X
f (x) = g(t) dt + fn (c) = lim Fn (x) = fn (x)
c n→∞
n=1 n=1

rigorously and it would be done.

Proof. Let
∞
X
g(x) = fn0 (x)
n=1

g is continuous and hence Riemann integrable on [a, b]. Define f : [a, b] → R by

Z x
f (x) = g(t) dt + λ
c

where
∞
X
λ= fn (c)
n=1

4
By FTC, f is differentiable and f 0 (x) = g(x). Since g is continuous, f ∈
C 1 ([a, b]). It remains to show that the series sum of fn (x) converges uniformly
to f (x). Let Fn (x) be the partial sum of the series, then by estimating its
difference with f and the fact that the partial sum of derivatives of fn converges
uniformly (use FTC again), we can show that Fn → fn uniformly. [Write details
later]
Definition 1.4. Let fn be a sequence of scalar function on a set S. We say fn
is uniformly Cauchy on S if ∀ > 0, ∃N ∈ N, ∀x ∈ X, ∀n, m > N ,

|fn (x) − fm (x)| < 

Theorem 1.7 (General Principle of Uniform Convergence). A sequence of uni-

formly Cauchy scalar functions fn on S converges uniformly.
Proof. Firstly, we shall find a pointwise limit f of fn . The existence of f is
immediate since fn (x) is always Cauchy (hence converges) with x fixed.
Then we shall show that this convergence is uniform. Choose any  > 0, ∃N ∈
N, ∀x ∈ X, ∀n, m > N, |fn (x) − fm (x)| < /2. Now we fix x ∈ S, n > N , since
fn → f pointwise, we can choose m > N with |fm (x) − f (x)| < /2, then

|f (x) − fn (x)| ≤ |f (x) − fm (x)| + |fm (x) − fn (x)| < 2/2 < 

So fn → f uniformly.
So what we did is to fix the x and the n, then let that m tend to infinity,
then we can use the pointwise convergence to give the result. This is how we
get pass the dependence of N on x in the pointwise convergence result.
Corollary 1.8. Let fn be a sequence of scalar functions on S, let
∞
X
Mn
n=1

be convergent with Mn ≥ 0.
If sup |fn | ≤ Mn for any n, then
∞
X
fn
n=1

converges uniformly.
Proof. Let Fn be the partial sum of fn , Fn is uniformly Cauchy due to the
convergence of the series of Mn . Essentially, ∀ > 0, ∃N ∈ N, ∀n, m > N ,
m
X
Mk < 
k=n+1

so
m
X
|fn (x)| < 
k=n+1

Therefore it is unifomly Cauchy, so it converges uniformly.

5
 Now we consider the power series
∞
X
an (z − a)n
n=0

(an )∞
0 be a sequence of complex number. Let R be the radius of convergence.
Now on the disk |z − a| < R, we consider
∞
X
f (z) = an (z − a)n
n=0

The question is: is the convergence uniform?

Example 1.3. Consider
∞
X 1
f (z) = zn =
n=0
1−z

where R = 1. It does not converge uniformly. Indeed, the N th partial sum is

bounded by N + 1 but 1/(1 − z) is unbounded.
Theorem 1.9. For any r with 0 < r < R, the series converges uniformly on
D(a, r).
Proof. For w ∈ C such that r < |w − a| < R, there is an M such that |an (w −
a)n | < M for some M > 0 and any n. We have |z − a|/|w − a| < 1 for any
z ∈ D( a, r), hence by taking Mn = M (r/|w − a|)n shows the result.
The derivative of a power series (we can prove that it is complex differen-
tiable, and we can do it term-by-term) has the same radius of convergence.
Remark. If we fix w ∈ D(a, R), we can choose r such that |w − a| < r < R. Fix
any δ > 0 such that |w − a| + δ < r, then D(w, δ) ⊂ D(a, r), so
∞
X
an (z − a)n
n=0

converges uniformly on D(w, δ). We say it is locally uniformly on D(a, R).

2 Uniform Continuity
Let U ∈ C and f a scalar function on U . We know what continuity means in
the sense of metric space.
Definition 2.1. We say f is uniformly continuous on U if for any  > 0, ∃δ >
0, ∀x, y ∈ U , |x − y| < δ =⇒ |f (x) − f (y)| < δ.
Note that the difference between uniform convergence and our initial form
of convergence is that the value of δ does not depend on the point x.

6
Example 2.1. The standard example that a function is continuous but not
uniformly continuous is that f (x) = x2 on R. To see why, observe that we take
 = 1, then choose any δ > 0,

(x + δ/2)2 − x2 = δx + δ 2 /4

We can just choose x > 1/δ and the value would exceed 1.
Theorem 2.1. Let f be a scalar function defined on a closed interval [a, b],
then if f is continuous then it is uniformly continuous.
Proof. (Heine-Borel Theorem gives compactness of the interval which provides
a direct proof.)
Assume that it is not the case, so

∃ > 0, ∀δ > 0, ∃x, y ∈ [a, b], |x − y| < δ ∧ |f (x) − f (y)| > 

Choose such a ‘bad’ , consider δn = 1/n and choose xn , yn accordingly.

By Bolzano-Wiestrass, there is a subsequence xkm of xn that converges to some
x as x → ∞. Note that since the interval is closed x ∈ [a, b]. Then, |ykm − x| ≤
|xkm − x| + |xkm − ykm | < k1m +  for any  > 0. so ykm → x.
Since f is continuous at x, there is some δ such that for every y ∈ [a, b], |x−y| <
δ =⇒ |f (x) − f (y)| < /2. There is some N such that m > N =⇒ |xkm − x| <
δ, |ykm − x| < δ. So  < |f (xkm ) − f (ykn )| ≤ |f (xkm ) − f (x)| + |f (x) − f (ykm )| <
2/2 =  This is a contradiction.
It follows that a continuous function on a closed interval is integrable.

3 Metric Space
Definition 3.1. Let M be an arbitrary set, a metric on M is a function d :
M × M → R≥0 such that the following properties hold:
1. ∀x, y ∈ M, d(x, y) = 0 ⇐⇒ x = y.
2. ∀x, y ∈ M, d(x, y) = d(y, x).
3. ∀x, y, z ∈ M, d(x, y) + d(y, z) ≥ d(z, x).
The couple (M, d) is called a metric space.
Example 3.1. 1. Let M be R or C, and d(x, y) = |x − y| is called the usual
metric on those sets.
2. Take M = Rn or Cn , then
p
d((x1 , . . . , xn ), (y1 , . . . , yn )) = |x1 − y1 |2 + . . . + |xn − yn |2

. This is called the `2 metric.

3. Take the same M , then we can also have the `1 metric where

d((x1 , . . . , xn ), (y1 , . . . , yn )) = |x1 − y1 | + . . . + |xn − yn |

4. Also the same M , we have the `∞ metric where

d((x1 , x2 , . . . , xn ), (y1 , y2 , . . . , yn )) = max |xi − yi |

i

7
5. We can have the `p metric for p ≥ 1 where
p
d((x1 , . . . , xn ), (y1 , . . . , yn )) = p |x1 − y1 |p + . . . + |xn − yn |p
6. Let S be a set and M = `∞ S be the set of bounded scalar function on S.
The metric we can take is the uniform metric d(f, g) = supS |f − g|, which is
well-defined since f, g are bounded.
7. Let M be any set, then define
(
1, if x = y
d(x, y) =
0, otherwise
This is called the discrete metric and the space (M, d) the discrete metric space.
8. Let G be a group that is generated by a symmetric set S. Define d(x, y) be
the least integer n ≥ 0 such that n is the least number of generators to get from
X to y.
This develops to the discipline called geometric group theory.
9. Suppose G is a connected (finite) graph, then we can define the distance
between two vertices x, y to be the length of the shortest path from x to y.
10. Riemannian metric in geometry.
11. Take M to be the integers and we fix a prime p. We can define the p-adic
metric dp (x, y) to be 0 if x = y and kx − ykp = p−n where n is the greatest
power of p in the prime factorisation of |x − y|. It is obvious that it is a metric.
The metric space (Z, dp ) is called the p-adic integers.
12. Let M be the set of all functions from N to PR, that is, the set of all sequences.
∞
So for x = (xn ), y = (yn ), we define d(x, y) = n=0 2−n min{1, |xn − yn |}.
As in before, we can construct new objects from old.
Definition 3.2. Let (M, d) be a metric space and N ⊆ M , then (N, d|N ×N )
is a metric space and is called the metric subspace of (M, d). Sometimes we
denote (N, d|N ×N ) by (N, d).
Example 3.2. C[0, 1] be the set of real continuous functions on the unit interval
having the uniform metric is a subspace of l∞ [0, 1].
Note that there are other metrics on C[0, 1], for example
Z 1
d(f, g) = |f (x) − g(x)| dx
0
2
We also have the L metric
s
Z 1
d(f, g) = |f (x) − g(x)| dx
0

Note that the L∞ metric is the uniform metric.

Definition 3.3. Let (M, d), (N, d0 ) be two metric spaces, we can define the
metric product space by taking the underlying set M × N and the metric
dp ((m1 , n1 ), (m2 , n2 )) = (d(m1 , m2 )p + d0 (n1 , n2 )p )1/p
for some p ≥ 1 or
d∞ ((m1 , n1 ), (m2 , n2 )) = max({d(m1 , m2 ), d0 (n1 , n2 )})
We can generalize it to any finite product of metric space.

8
 We need to generalize to topological spaces to have the notion of a quotient
space in a metric/topological space.
We can introduce (uniform) convergence again in any metric spaces. We work
in a metric space (M, d). 1
Definition 3.4. Given a sequence xn in M and a point x ∈ M , we say xn → x
as n → ∞ if for any  > 0, ∃N ∈ N, ∀n > N, d(xn , x) < .
Conversely, if such an x exists for a sequence xn , we say xn is convergent.
Lemma 3.1. Assume xn → x and xn → y, then x = y.
Proof. Assume for the sake of contradiction that it is not the case. We let
 = d(x, y), we have a large enough N ∈ N such that n ∈ N =⇒ d(xn , x) <
/2, d(xn , y) < /2, so

 = d(x, y) ≤ d(x, xn ) + d(y, yn ) < 2/2 = 

A contradiction.
Now we can introduce the concept of limit.
Definition 3.5. Let (xn ) be a convergent sequence which converges to x, we
write
lim xn = x
n→∞

Example 3.3. 1. In R, C, this is the usual notion of convergence.

2. Take the integers under the 2-adic metric, 2n → 0 as n → ∞.
3. A sequence which is eventually constant converges to that constant. Obvi-
ously the converse is false in general, but true in discrete metric spaces.
4. Choose a nonempty set S, then functions that converge under the (induced)
uniform metric on `∞ S converges uniformly as functions. This sometimes can
work even on functions ∈ / `∞ S, for example take S = R, then fn (x) = x + 1/n
converges uniformly to the identity function.
5. Consider the space RN , the set of all sequences on R with the metric
∞
X
d((xn ), (yn )) = 2−n min {1, |xn − yn |}
n=1

(n)
then we can show that a sequence of sequences (xk ) (where each n gives a
sequence) converges to a sequence (xk ) if and only if for each i, x( n)i → xi .
In fact, if we fix a set S, is there always a metric d on RS such that fn → f
under the metric d if fn → f pointwise on S? The answer is no, as we will need
topological tools for it.
6. Consider C[0, 1] under the uniform metric. Surely the function defined by
fn = xn do not converge, but if we equip C[0, 1] with a different metric, for
example the L1 metric, that is,
Z 1
d(f, g) = |f (x) − g(x)| dx
0

In this case, the sequence fn does converge to 0.

7. Let (M, d), (M 0 , d0 ) be two metric spaces, we consider the metric product
1 When d is understood, we do not usually state explicitly our metric d

9
space M ⊕p M 0 = (M × M 0 , dp ). Then (xn , yn ) → (x, y) if and only if xn →
x, yn → y.
8. Consider the metric subspace N ⊂ M . If a sequence xn converge to x in N ,
then xn → x in M . The converse is not true since we can take N = M \ {x} if
xn → x.
Definition 3.6. Let (M, d), (M 0 , d0 ) be two metric spaces and f : M → M 0 be
a function. We say f is continuous at a ∈ M if
∀ > 0, ∃δ > 0, ∀b ∈ M, d(a, b) < δ =⇒ d0 (f (a), f (b)) < 
If f is continuous at every a ∈ N ⊆ M , then we say f is continuous on N .
Note that if f is continuous on M , it is continuous on any N ⊆ M . The
converse, however, is not true.
Example 3.4. We can take both metric spaces to be R, then consider the
function (
1, if x 6= 0
f (x) =
0, otherwise
Then f is continuous on N = R \ {0} but not on M = R.
Proposition 3.2. f is continuous at a if any only if for any sequence xn → a,
we have f (xn ) → f (a).
Proof. If f is continuous at a, then ∀ > 0, we can find some δ > 0 such
that d(a, b) < δ =⇒ d0 (f (a), f (b)) < . Now, find any xn → a, we can
find N ∈ N, ∀n > N, d(a, xn ) < δ, but with the same N , ∀n > N , we have
d0 (f (a), f (xn )) <  by the above. So f (xn ) → f (a).
Conversely, if xn → a =⇒ f (xn ) → f (a) but f is not continuous at a, then we
can find  > 0 such that ∀δ > 0, there is some x ∈ M such that d(x, a) <  but
d0 (f (x), f (a)) > . We may set δn = 1/n and we can obtain the corresponding
xn . Now xn → a but f (xn ) 6→ f (a). This is a contradiction.
The following two corollaries are then obvious.
Corollary 3.3. Let f and g be continuous scalar functions, then f + g, f × g
and f /g (providing that ∀x, g(x) 6= 0) are all continuous.
Corollary 3.4. If f : M → M 0 , g : M 0 → M 00 are both continuous, then g ◦ f
is continuous.
One can also prove them using  − δ, which is not hard either.
Example 3.5. 1. Constant, identity (equipping the same metric) and inclusion
(in the sense of metric subspace) functions are continuous.
2. Real and complex polynomials are continuous.
3. The metric function itself is continuous (in fact Lipschitz) with respect to
the dp metric on M × M .
Definition 3.7. A function (M, d) → (M 0 , d0 ) is Lipschitz continuous if there
is some C ≥ 0 such that
∀x, y ∈ M, d0 (f (x), f (y)) ≤ Cd(x, y)
we sometimes call f to be C-Lipschitz.

10
Proposition 3.5. A Lipschitz function is uniformly continuous.
Proof. Trivial.

Definition 3.8. A map g : (N, d) → (N 0 , d0 ) is isometric if

∀x, y ∈ N, d0 (g(x), g(y)) = d(x, y)

Note that an isometric function is 1-Lipschitz. It also implies injective.

We continue with examples.

Example 3.6. 4. Let M, M 0 be metric spaces, fixing y ∈ M 0 , f : M → M ⊕p M 0
by f (x) = (x, y 0 ) is isometric, hence also (1-)Lipschitz.
5. Let (M, d), (M 0 , d0 ) be metric spaces. Consider q : M ⊕p M 0 → M, q 0 :
M ⊕p M 0 → M 0 be the projection functions. Both of these functions are 1-
Lipschitz. We can easily extend it to a finite product of metric spaces.
Now we go on to talk about the topology of metric spaces. We start with
two observations. Firstly, in a product metric space M ⊕p M 0 , convergence does
not depend on the value of p. Secondly, continuity depends on the convergent
sequences.

Definition 3.9. We fix a metric space (M, d), for x ∈ M and r ≥ 0, the open
ball Dr (x) is the set {y ∈ M : d(x, y) < r}.
So xn → x if and only if ∀ > 0, ∃N ∈ N, n > N =⇒ xn ∈ D (x). And
f : M → M 0 is continuous at a ∈ M if and only if ∀ > 0, ∃δ > 0, ∀x ∈ M, x ∈
Dδ (a) =⇒ f (x) ∈ D (f (a)).

Definition 3.10. On (M, d), for x ∈ M and r ≥ 0, the closed ball Br (x) is the
set {y ∈ M : d(x, y) ≤ r}.
Example 3.7. 1. When M is the real numbers, then an open ball is an open
interval and closed ball is an closed interval.
2. In R2 , B1 (0, 0) is the unit disk with boundary in d2 , and an slanted square
in d1 , and a big square in d∞ .
3. If M is discrete, D1 (x) = {x}, B1 (x) = M .
Note that Bs (x) ⊂ Dr (x) ⊂ Br (x) for any s < r.
Definition 3.11. A subset U ⊂ M with x ∈ U is called a neighbourhood of x
(in M ) if there exists some r > 0 with Dr (x) ⊂ U .

It does not matter if we take the closed ball instead.

Definition 3.12. Given U ⊂ M , we say U is open if ∀x ∈ U, ∃r > 0, Dr (x) ⊂ U .
So U is open if and only if U is a neightbourhood of x for any x ∈ U .

Lemma 3.6. Open balls are open.

Proof. Immediate from definition but let us write the proof anyways.
Consider Dr (x), then for any y ∈ Dr (x), since d(x, y) < r, if z ∈ Dr−d(x,y) (y),
then d(x, z) ≤ d(y, z) + d(x, y) < r =⇒ Dr−d(x,y) (y) ⊂ Dr (x).

11
Proposition 3.7. In a metric space M , the followings are equivalent:
1. xn → x.
2. For any neighbourhood U of x, there is some N ∈ N, ∀n > N, xn ∈ U .
3. For any open set U containing x, there is some N ∈ N, ∀n > N, xn ∈ U .
Proof. 1 =⇒ 2: ∃r > 0, Dr (x) ⊂ U , so we can choose an N ∈ N, ∀n >
N, d(xn , x) < r =⇒ xn ∈ U .
2 =⇒ 3: Immediate by the preceding lemma.
3 =⇒ 1: Given  > 0, take U = D (x), then two statement becomes identical.

Proposition 3.8. Given function f : M → M 0 , then:

(A) For a ∈ M , the followings are equivalent:
1. f continuous at a.
2. For any neighbourhood V of f (a), there is a neighbourhood U of a such that
f (U ) ⊂ V .
3. For any neighbourhood V of f (a), f −1 (V ) is a neighbourhood of a.
(B) The followings are equivalent:
1. f is continuous.
2. The pre-image of any open set is open.

Proof. Part (A):

1 =⇒ 2: Given any neighbourhood V of f (a), there is some r such that
Dr (f (a)) ⊂ V . Since f is continuous at a, there is δ > 0 with f (Dδ (a)) ⊂
Dr (f (a)) ⊂ V . So U = Dδ (a) works.
2 =⇒ 3: Trivial since there is some neighbourhood U containing a with
f (U ) ⊂ V =⇒ U ⊂ f −1 (V ) so it is a neighbourhood of a.
3 =⇒ 1: Given  > 0, f −1 (D (f (a))) contains some open ball Dδ (a) for some
δ > 0, so it’s done.
Part (B):
1 =⇒ 2: Given V open in M 0 , for x ∈ f −1 (V ), we have f (x) ∈ V , so V is a
neighbourhood of f (x). Since f is continuous, by (A), there is an neighbourhood
of x containing in it.
2 =⇒ 1: We shall show that it is continuous at every point. Given  > 0, a ∈
M , the ball D (f (a)) is open in M 0 , so f −1 (D (f (a))) is open, so there is some
δ with Dδ (a) ⊂ f −1 (D (f (a))), so we are done.
Definition 3.13. The topology of a metric space the collection of open subsets
of it.

Proposition 3.9. In a metric space M , we have the following:

1. ∅, M are open. S
2. If {Ui }i∈I are open, then i∈I Ui is open.
3. If U, V ⊂ M are open, then U ∩ V is open.
Proof. 1 is trivial.
For 2, given x in the union, then there is a j ∈ I such that x ∈ Uj , but then
there is some open ball U 3 x such that U ⊂ Uj , then U is a subset of that
union. So this union is open.
Regarding 3, given x ∈ U ∩ V , then there are U , V > 0 such that DU (x) ⊂
U, DV (x) ⊂ V , so the ball Dmin{U ,V } (x) ⊂ U ∩ V .

12
Definition 3.14. A subset A ⊂ M is closed if whenever xn → x in M for some
sequece (xn ) ∈ A, then x ∈ A.

Example 3.8. 1. Closed balls are closed.

2. So in R, any closed interval is closed. Also R itself is both open and closed.
[0, 1) is neither open nor closed.
Lemma 3.10. A subset A ⊂ M is closed if and only if M \ A is open.
Proof. If A is closed but M \ A is not open, so there is some x ∈ M \ A
such that Dr (x) is not contained in M \ A for all r > 0. Hence for each
 > 0, ∃x ∈ M, x ∈ D (x). Taking an = x1/n gives a contradiction.
If A is not closed but M \ A is open. So we can find (an ) ∈ A such that
an → a ∈ / A, so there is some  > 0 such that D (a) ⊂ M \ A, but this is a
contradiction since an ∈
/ M \ A for any n but it can go -close to a.

Example 3.9. If (N, d) is discrete, then every subset of N is both open and
closed.
Definition 3.15. Two metrics on a set are equivalent if they give the same
topology.

Note that it is equivalent to say that the teo metrics have the same conver-
gence sequences since they help identify the closed sets. It also means that they
have the same continuous functions, both to and from, any other spaces. Note
that the two metrics induce the same topology if and only if the identity maps
from both spaces are continuous.
Definition 3.16. A map g : M → M 0 is called a homeomorphism if it is a
bijection and both g and g −1 are continuous.
We say g is an isometry if it is bijective and it is isometric.
We say M and M 0 are homeomorphic if there is a homeomorphism between
them. And M , M 0 be isometric if there is an isometry between them.
Remark. 1. Continuous bijections may not be a homeomorphism. Take g : R →
R where the domain is equipped with discrete metric and the codomain with
the usual metric.
2. A surjective isometric function is an isometry.
Example 3.10. 1. (0, 1), (0, ∞) are homeomorphic. Take x 7→ 1/x.
2. R2 and C are isometric.

Definition 3.17. Two metrics d, d0 on M are uniformly equivalent if and only

if both the identity functions id : (M, d) → (M, d0 ), id : (M, d0 ) → (M, d) are
uniformly continuous.
We say d, d0 are Lipschitz equivalent if and only if both the identity functions
are Lipschitz.

Example 3.11. 1. On M × M 0 , d1 , d2 , d∞ are Lipschitz equivalent.

2. (non-example) On C[0, 1] the uniform metric is not equivalent to the L1
metric since they do not have the same convergent sequences.

13
4 Completeness
Definition 4.1. A metric space is called complete if every Cauchy sequence
converges.
Definition 4.2. A subset A ⊂ M where M is a metric space is called bounded
if there is some r > 0 and z ∈ M such that A ⊂ Br (z).
Lemma 4.1. Convergent =⇒ Cauchy =⇒ Bounded.
Proof. Suppose xn → x, then ∀ > 0, we can find some N ∈ N such that
∀n > N, d(x, xn ) < /2, then ∀n, m > N ,

d(xm , xn ) ≤ d(xm , x) + d(xn , x) < 2/2 = 

Assume that (xn ) is Cauchy, we need that {xn : n ∈ N} is contained in some

ball. We know that there is some N ∈ N, ∀n, m > N, d(xn , xm ) < . We can take
 = 1, so {xn : n ∈ N, n > N } ⊂ B1 (xN ). Since (xn )n<N is finite, it is contained
in some ball B. In particular, we can take the ball Bmax{1,d(xN ,xi ):i≤N } (xN )
contains the sequence.
Remark. Bounded does not imply Cauchy and Cauchy does not imply Conver-
gent.
Definition 4.3. A metric space M is complete if every Cauchy sequence con-
verges.
Proposition 4.2. If M, M 0 are complete, so is M ⊕p M 0 .
Proof. Let (an ) be Cauchy in the product, then say that ai = (xi , x0i ), then for
all m, n ∈ N, max{d(xm , xn ), d(x0m , x0n )} ≤ dp (am , an ), so (xn ), (x0n ) are both
Cauchy. Since both M, M 0 are complete, ∃x ∈ M, x0 ∈ M 0 , xn → x, x0n → x0 .
Hence an → (x, x0 ).
Example 4.1. Rn , Cn are complete (in Euclidean metric) for any n.
There is another very important example:

Theorem 4.3. Let S be a non-empty set, then `∞ S is complete under the

uniform metric.
Proof. Theorem 1.7 shows that a uniformly Cauchy sequence of functions does
converge to some scalar function on S. To see it is bounded, choose n ∈ N such
that d(fn , f ) < 1, then since there is some C ≥ 0 such that sup |fn | ≤ C, we
have |f | ≤ |f − fn | + |fn | < C + 1 so it is bounded as well.
Proposition 4.4. Let N ⊂ M be a metric subspace.
1. If N is complete, then N is closed in M .
2. If N is closed and M is complete, so is N .
So a metric subspace of a complete space is complete if and only if it is
closed.

14
Proof. 1. If N is complete, let (xn ) be a sequence in N such that xn → x in M ,
but this means that (xn ) is Cauchy by Lemma 4.1, therefore it is convergent in
N due to completeness, hence x ∈ N due to uniqueness of limit in metric space.
2. Choose any Cauchy sequence (xn ) in N , we know that (xn ) → x for some
x ∈ M due to completeness of M , but since N is closed, x ∈ N as well, so N is
complete.
Theorem 4.5. Let M be a metric space, then the space of bounded continuous
scalar functions in M , Cb (M ) is complete in the uniform metric.
Proof. Cb (M ) is a metric subspace of `∞ (M ) which is complete. But uniform
limit of continuous functions to a continuous function, so Cb (M ) is closed.
To spell out the proof, fix x ∈ M,  > 0, we can choose N such that D(fn , f ) <
/3 where D is the uniform metric. Fix any n ≥ N , then since fn is continuous,
∃δ > 0, d(x, y) <  =⇒ |fn (x) − fn (y)| < /3. Hence d(x, y) < δ =⇒
|f (x) − f (y)| ≤ |f (x) − fn (x)| + |f (y) − fn (y)| + |fn (x) − fn (y)| < 3/3 = .
Fix some S 6= ∅, a metric space (N, d0 ). Let `∞ (S, N ) be the space of
bounded functions S → N . Then we can define the uniform metric on `∞ (S, N )
defined by D(f, g) = supx∈S d0 (f (x), g(x)).
Now given a metric space (M, d), let Cb (M, N ) be the set fo bounded continuous
functions M → N , then we have
Theorem 4.6. Let S, M, N be as above, assuming that N is complete, then
`∞ (S, N ) is complete under uniform metric, and since Cb (M, N ) is closed in
`∞ (M, N ) hence complete.
Proof. Analogous to the case where M = R or C.
Example 4.2. 1. For any closed and bounded interval [a, b] ∈ R, then con-
tinuous functions on [a, b] are the continuous and bounded functions on [a, b] is
complete under the uniform metric.
Definition 4.4. A map f : M → M 0 is a contraction mapping if f is L-Lipschitz
with L < 1.
Theorem 4.7 (Contraction Mapping Theorem, aka Banach Fixed Point Theo-
rem). If f is a contraction mapping in a nonempty complete metric space, then
f has an unique fixed point.
Note that it is important for the condition listed to be satisfied.
Example 4.3. 1. If we remove the completeness criterion, f : R \ {0} → R \ {0}
defined by f (x) = x/2, then f is a contraction but do not have fixed point.
2. If we remove L < 1, f : R → R by f (x) = x + 1 is 1-Lipschitz but do not
have any fixed point.
3. f (x) = x + 1/x, [1, ∞)
Proof. Fix x0 ∈ M , then define a sequence xn by xn+1 = f (xn ), so xn =
f n (x0 ). We shall show that this sequence is Cauchy. For n ≥ 2, d(xn , xn−1 ) ≤
Ld(xn−1 , xn−2 ) ≤ Ln−1 d(x1 , x0 ) inductively. For m > n,
d(xm , xn ) ≤ d(xn , xn+1 ) + · · · + d(xm−1 , xm )
≤ (Lm−1 + Lm−2 + · · · + Ln )d(x1 , x0 )
Ln
≤ d(x1 , x0 )
1−L

15
The last term, which only depends on the smaller term n, can be as small as we
want when n is large enough, so the sequence is Cauchy.
Hence there is a limit x of the sequence xn since M , but since f is continuous,
f (xn ) → f (x), but f (xn ) = xn+1 , so by uniqueness of limits, f (x) = x.
Suppose f (x) = x and f (y) = y, then if x 6= y, |x − y| = |f (x) − f (y)| ≤
L|x − y| < |x − y| which is a contradiction.
Note that xn → x exponentially fast, so it can also be applied to numerical
analysis to find an approximated solution of the fixed point.
An application of the contraction mapping theorem is to analyze the existence
and uniqueness of the solution of an initial value problem.
Example 4.4. The IVP f 0 (t) = f (t2 ), f (0) = y0 on C[0, 1/2] is what we are
interested in. Assume that f has a solution, then immediately f is continuously
differentiable. By FTC,
Z t
f (t) = f (0) + f (x2 ) dx
0

Let M = C[0, 1/2], which is nonempty and complete, then consider the mapping
Rt
T : M → M defined by (T g)(t) = y0 + 0 g(x2 ) dx T is trivially well-defined
since x ∈ [0, 1/2] =⇒ x2 ∈ [0, 1/4] ⊂ [0, 1/2] and that g(x2 ) is continuous in x.
Also by FTC, (T g)0 = g, so T g is continuously differentiable hence continuous.
Now f solves the IVP iff f is a fixed point of T . Also we can check that T is a
contraction. Indeed, take g, h ∈ M, then
Z t
|T g(t) − T h(t)| = g(x2 ) − h(x2 ) dx
0
Z t
≤ |g(x2 ) − h(x2 )| dx ≤ tD(g, h) ≤ D(g, h)/2
0

So it is a contraction mapping, hence by Theorem 4.7 a unique fixed point exists.

Theorem 4.8 (Lindelof-Picard Theorem). Let a < b, R > 0 be real numbers
and y0 ∈ Rn . Suppose φ : [a, b] × BR (y0 ) → Rn is continuous and we have some
K > 0 such that ∀x, y ∈ BR (y0 ), ∀t ∈ [a, b], kφ(t, x) − φ(t, y)k ≤ Kkx − yk. Then
∃ > 0, ∀t0 ∈ [a, b], the IVP

f 0 (t) = φ(t, f (t)), f (t0 ) = y0

has a unique solution in [t0 − , t0 + ] ∩ [a, b].

Proof. Since [a, b] × BR (y0 ) is closed and bounded, |φ| is bounded above by
some C > 0. Let  = min{R/C, 1/(2K)}. We want to solve the IVP on
[c, d] = [t0 − , t0 + ] ∩ [a, b].
The metric space M = C([c, d], BR (y0 )) is nonempty and complete, so a natural
thought is to reduce the IVP to a fixed-point problem on which we can use
Theorem 4.7.
Consider the mapping T : M → M given by
Z t
(T g)(t) = y0 + φ(x, g(x)) dx
0

16
By FTC, T g is C 1 ((T g)0 (t) = φ(t, g(t))), in particular continuous, whenever g
is continuous. In addition, T g takes values in BR (y0 ) since
Z t Z t
k(T g)(t) − y0 k = φ(x, g(x)) dx ≤ kφ(x, g(x))k dx ≤ C ≤ R
t0 t0

So indeed T is a well-defined function M → M . It is also a contraction mapping:

For g, h ∈ M ,
Z t
kT g(t) − T h(t)k = φ(s, g(s)) − φ(s, h(s)) ds
t0
Z t
≤ kφ(s, g(s)) − φ(s, h(s))k ds
t0
≤ KD(g, h) ≤ D(g, h)/2

for any t ∈ R by the Lipschitz condition we assumed.

Note that g ∈ M solves the IVP iff it is a fixed point of T , so we are done by
Theorem 4.7.

Remark. 1. In general, however, you cannot extend the solution guaranteed

above to a global solution. But in our previous example we can extend the
solution to [0, 1).
2. Also, we can apply the theorem to solve higher order equations by considering
the vector of derivatives.
3. If f : [a, b] → Rn can be written as (f1 , f2 , . . . , fn ), so f 0 = (f10 , f20 , . . . fn0 )
assuming each component is differentiable. Similarly, the integral of a vector
valued function is the vector of the integrals of the components, given that they
exist. So we can do everything by components.
4. The reason that the integral of the norm is at least the norm of the integral
is Cauchy-Schwarz.
5. We can show that a continuous function on a closed bounded set in Rn is
bounded by Bolzano-Weierstrass.

5 Topological Spaces
Definition 5.1. Consider a set X. A topology τ is a collection of subsets of X
such that the following axioms hold:
1. ∅, X ∈ τ . S
2. ∀i ∈ I, Ui ∈ τ =⇒ i∈I Ui ∈ τ .
3. U, V ∈ τ =⇒ U ∩ V ∈ τ .
A topological space is a pair (X, τ ) where X is a set and τ is a topology on X.

Note that the third axiom can be extended to any finite set of elements of
τ.
Members of τ are called open sets of X.
Example 5.1. For any metric space, we can induce the metric topology by
Proposition 3.9. For example, the Euclidean distance on Rn induce the usual
topology on Rn .

17
Definition 5.2. A topological space X (or the topology of X) is called metriz-
able if it can be induced by some metric on X.

In the case where the topology is metrizable, any other metric that is equiv-
alent to the previous metric gives the same topology.
Example 5.2. The indiscrete topology on a set X is {∅, X}.
Definition 5.3. Give topologies τ1 , τ2 on X, we say τ1 is coarser than τ2 or τ2
is finer than τ1 if τ1 ⊂ τ2 .

We know that the indiscrete topology is coarser than any topology on X. It

is then immediate that if |X| ≥ 2, then the indiscrete topology is not metrizable.
Indeed, suppose x, y ∈ X, the open ball Dd(x,y) (x), then it contains x but not y
and is open under the metric topology under d, so d cannot induce the indiscrete
topology on X.

Example 5.3. The discrete topology on a set X is τ = 2X . This is metrizable.

Indeed, it can be induced by the discrete metric. It is also the finest topology
on X.
Example 5.4. The cofinite topology on a set X consists of all subsets of X
whose complement is finite and the empty set. When X is finite, this topology
is just the discrete topology. If it is infinite, it is not metrizable. Fix x 6= y ∈ X,
whenever there is open sets U, V such that x ∈ U, y ∈ V , we know that X\(U ∩V )
is finite, thus U ∩ V is not empty, but it would mean that the topological space
that is not Hausdorff (which we will define below), but any metric space is (also
below), so it is not metrizable.

Definition 5.4. A topological space X is called Hausdorff if any two distinct

elements x, y in X, there are open sets U, V such that x ∈ U, y ∈ V and
U ∩ V = ∅.
Proposition 5.1. Any metric space is Hausdorff.

Proof. Consider U = Dd(x,y)/2 (x), V = Dd(x,y)/2 (y), they obviously contain x, y

respectively and have empty intersection due to triangle inequality.
Definition 5.5. A subset of X is called closed if its complement is open.
This coincides with the definition of closed sets in a metric space by Lemma
3.10.

Proposition 5.2. 1. ∅, X are closed T

2. If Ai is closed for all i ∈ I, then i∈I Ai is closed.
3. If A, B are closed, then A ∪ B is closed.
Proof. Trivial.

Again the last one can be generalized to any finite indices.

Example 5.5. In cofinite topology, a subset is closed if and only if it is finite.
Definition 5.6. For a topological space X, x ∈ X and U ⊂ X. We say U is a
neighbourhood of x if ∃V ⊂ X open such that x ∈ V ⊂ U .

18
 Note again that in a metric space, this reduced to our previous definition.
The proof of this is trivial.

Proposition 5.3. Let U ⊂ X, then U is open if and only if every x ∈ U has a

neighbourhood contained in U .
Proof. Completely trivial.
Definition 5.7. A sequence (xn ) ∈ X converges to some x ∈ X, or xn → x, if
for any neighbourhood V of x, ∃N ∈ N, ∀n > N, xn ∈ V .

This again and again coincides with previous definition in metric spaces by
Proposition 3.7.
Example 5.6. In a indiscrete space, any sequence converge to any element.
Theorem 5.4. In a Hausdorff space, limits are unique.

Proof. If xn → x and xn → y but x 6= y, then there are disjoint open sets

U, V containing x, y respectively. But then there is some N1 ∈ N, ∀n > N, xn ∈
U , and there is also some N2 ∈ N, ∀n > N, xn ∈ V , but then for any n >
max{N1 , N2 }, xn ∈ U ∩ V = ∅, contradicion.

Remark. In a metric space, A is closed if and only if whenever xn converges in

the metric space, then its limit is in A. The =⇒ part is true in all topological
space, but not necessarily ⇐= .
Definition 5.8. Let X be a topological space and A ⊂ X, x ∈ X. x is called an
accumulation point (aka limit point/cluster point) of A if for any neighbourhood
U of x, (A \ {x}) ∩ U 6= ∅.
The derived set A0 of A is the set of all accumulation points of A.
Example 5.7. In R, suppose A = [0, 1) ∪ {2}, then A0 = [0, 1]. Also Q0 = R,
and Z0 = ∅.
Proposition 5.5. Let X be a topological space and A ⊂ X, then A is closed if
and only if A0 ⊂ A.
Proof. If A is closed, then U = X \ A is open, so for any x ∈ X \ A, U is a
neighborhood of x but U ∩ A = ∅, so every accumulation points of A are inside
of A.
/ A0 , so there is a neighbourhood U of x
Conversely, given x ∈ X \ A, then x ∈
with U ∩ A = ∅, so x ∈ U ⊂ X \ A, so X \ A is open, hence A is closed.
Definition 5.9. Let A be a subset of a topological space X, then the interior
of A, int A or A◦ is defined by
[
int A = U
U ⊂A, U open

The closure, cl A or Ā, is defined by

\
cl A = F
A⊂F , F closed

19
 Note that A◦ ⊂ A ⊂ Ā, and A◦ = A if and only if A is open, Ā = A if and
only if A is closed.

Proposition 5.6.

A◦ = {x ∈ X : A is a neighbourhood of x}
Ā = {x ∈ X : ∀U ⊂ X such that U is a neighbourhood of x, U ∩ A = ∅}
= A ∪ A0

Proof. Exercise.
Example 5.8. In R, [0, 1) ∪ {2} = [0, 1] ∪ {2}, ([0, 1) ∪ {2})◦ = (0, 1), Q̄ =
R, Q◦ = ∅ = Z◦ , Z̄ = Z.
Remark. Convergent sequences determine the metric topology, since x ∈ Ā ⇐⇒
∃(xn ) ∈ A, xn → x. Again we have the ⇐= direction for all topological spaces
but not necessarily for the =⇒ direction.
Definition 5.10. Let X be a topological space and A ⊂ X. We say A is dense
if Ā = X.
We say X is separable if there is a countable dense set in X.
Definition 5.11. 1. Rn is separable since Q̄n = Rn .
2. (non-example) An uncountable set in the discrete topology is not seperable.

As usual we can try to construct new spaces from old.

Definition 5.12. Let (X, τ ) be a topological space and Y ⊂ X. The subspace
(or relative) topology on Y is the collection {U ∩ Y : U ∈ τ }. This is also called
the topology on Y induced by τ .
One can check that this is indeed a topology.

Example 5.9. Let X = R, Y = [0, 2], then U = (1, 2] is open in Y since

U = Y ∩ (1, 3). Note that U is not open in X.
Remark. 1. If Z ⊂ Y ⊂ X, then the topology on Z induced by the topology on
X is the topology on Z induced by the topology on Y which is induced by the
topology on X. So the subspace of a subspace is a subspace.
2. If N ⊂ M where N, M are metric spaces, then the metric on N induced
by the metric on M induces the metric topology on N induced by the metric
topology on M .
Proposition 5.7. Let Y be the subspace of a topological space X.
1. A ⊂ Y is closed in Y if and only if there is closed set B ⊂ X such that
B ∩ Y = A.
2. ∀A ⊂ Y, ĀY = Y ∩ ĀX .
Remark. The analogy of 2 on interiors does not always work. Take X = R, Y =
{0}.

Proof. Trivial.

20
Definition 5.13. A base for a topological space (X, τ ) is a family B ⊂ τ such
that ∀U ∈ τ, ∃C ⊂ B such that
[
U= B
B∈C

In other words, the topology τ consists of the arbitrary unions of some family
of open sets which is a subset of B. So a base determines topology.
Example 5.10. 1. The set of all open intervals is a base of the usual topology
on R. In general, the collection of all open balls in a metric space is a base for
the metric topology on it.
However, what we want to do is not to construct B from τ , but the other
way around.
LemmaS5.8. let X be a set and B ⊂ 2X . Assume that
1. X = B∈B B.
2. ∀B1 , B2 ∈ B, ∀x ∈ B1 ∩ B2 , ∃B ∈ B, x ∈ B ⊂ B1 ∩ B2 .
Then there is an unique topology on X that is generated by the base B.
Proof. We must have the topology
( )
[
τ= B:C ⊂B
B∈C

It is immediate that τ is a topology on X. Indeed, ∅, X ∈ τ and it is closed

under arbitrary union. For intersection, consider
[ [
U1 = B, U2 = B
B∈C1 B∈C2

Given x ∈ U1 ∩ U2 , so ∃B1 ∈ C1 , B2 ∈ C2 , so there is some Bx ∈ B such that

x ∈ Bx ⊂ B1 ∩ B2 ⊂ U1 ∩ U2 , thus
[
U1 ∩ U2 = Bx
x∈U1 ∩U2

By definition B is a base for τ .

Definition 5.14. A topological space is called second-countable if it has a
countable base.
Example 5.11. The set of all open balls of rational radii and centres is a
countable base for Rn . So Rn is seond-countable.
Definition 5.15. A map f : (X, τ ) → (Y, ρ) is continuous if V ∈ ρ =⇒
f −1 (V ) ∈ τ .
This extends our previous defintion of continuity in metric space by Propo-
sition 3.8.
Proposition 5.9. Let f : X → Y be a map between topological spaces, then
1. f is continuous if and only if the preimage of any closed set is closed.
2. If B is a base for Y , then f is continuous if and only if for all B ∈ B,
f −1 (B) is open in X.
3. Composition of continous functions is continuous.

21
Proof. Trivial.
Example 5.12. Constant, identity and inclusion are always continuous. Hence
the restriction of a continuous map is continuous.
Definition 5.16. Let f : X → Y be a map between topological spaces, then we
say f is a homeomorphism if f is a bijection and both f, f −1 are continuous. We
say X, Y are homeomorphic, or X ∼ = Y , if there is a homeomorphism between
them.
Definition 5.17. f is a open map if for every U open in X, f (U ) is open in
Y . So f is a homeomorphism if and only if f is a continuous open bijection.
Definition 5.18. A property P of topological spaces is called a topological
property if it is preserved under homeomorphisms.
Definition 5.19. Let (X, τ ), (Y, ρ) be topological spaces and let

B = {U × V : U ∈ τ, V ∈ ρ}

Then X × Y ∈ B and U1 × V1 ∩ U2 × V2 = (U1 ∩ U2 ) × (V1 × V2 ) ∈ B. Thus

there is an unique topology on X × Y with base B. This is called the product
topology.
So a set W in the product topological space is open if and only if ∀(x, y) ∈
W, ∃U ∈ τ, V ∈ ρ, x ∈ U × V ⊂ W .
Example 5.13. R2 in the usual topology is homeomorphic to R × R in the
product topology. In general, the topology induced by the (p-)product metric is
the product topology of metric topologies. So products of metrizable topologies
are metrizable.
Proposition 5.10. Consider πX : X × Y → X, πY : X × Y → Y be the
projections. Then πX , πY are continuous and if Z is a topological space, and
f : Z → X × Y is continuous if and only if πX ◦ f, πY ◦ f are both continuous.
Note that f (z) = (πX ◦ f (z), πY ◦ f (z)).
−1
Proof. Given an open set U ⊂ X, πX (U ) = U × Y , which is open in X × Y , so
πX is continuous. Similarly, πY is continuous.
Given such an f , if f is continuous, then both of πX ◦ f, πY ◦ f are continuous
since composition of continuous functions is continuous. Conversely, if both of
πX ◦ f, πY ◦ f are continuous, then it is enough to check that any member of
the base U × V ⊂ X × Y has an open preimage. Indeed,

f −1 (U × V ) = f −1 (U × Y ) ∩ f −1 (X × V )
−1
= f −1 (πX (U )) ∩ f −1 (πY−1 (V ))
= (πX ◦ f )−1 (U ) ∩ (πY ◦ f )−1 (V )

which is open by assumption.

It is trivial to extend all the above to finite products. It is interesting to
know that (X × Y ) × Z ∼ = X × (Y × Z), and X × Y ∼ = Y × X. Now we turns
to quotient topology.

22
Definition 5.20. Start with a topological space (X, τ ) and let R be an equiv-
alence relation on X. We let X/R be the set of equivalence classes (the “quo-
tient set”). Let q : X → X/R be the quotient map sending x 7→ [x] where
[x] = {y ∈ X : yRx} is the equivalence class containing x. The quotient topol-
ogy on X/R is the family

τR = {V ⊂ X/R : q −1 (V ) ∈ τ }

Proposition 5.11. the quotient topology is indeed a topology.

Proof. q −1 (X/R) = X, q −1 (∅) = ∅, so ∅, X ∈ τR .
!
[ [
−1
∀(Vi )i∈I ∈ τR , q Vi = q −1 (Vi )
i∈I i∈I

which is open.

∀U, V ∈ τR , q −1 (U ∩ V ) = q −1 (U ) ∩ q −1 (V )

which is also open.

Remark. 1. Note that q is surjective and continuous under τR .
2. For x ∈ X, t ∈ X/R, x ∈ t ⇐⇒ q(x) = t, hence
[
∀V ⊂ X/R, q −1 (V ) = {x ∈ X : q(x) ∈ V } = {x ∈ X : ∃t ∈ V, q(x) = t} = t
t∈V

Example 5.14. Q ≤ R as (additive) groups, so R/Q gives a equivalence rela-

tion. So we can induce a quotient topology on R/Q, which immediately we can
find to be the indiscrete topology which is not metrizable, which is why we do
not do quotients in metric spaces.
Consider q : X → X/R the quotient map and any map f : X → Y such that
xRy =⇒ f (x) = f (y), then there is a map f˜ : X/R → Y such that f˜ ◦ q = f .
That is, the following diagram commutes.
f
X Y
q
f˜
X/R

If f is surjective, so is f˜. Also, if f (x) = f (y) ⇐⇒ xRy, then f˜ is injective.

Proposition 5.12. Let X, Y be topological spaces, R an equivalence relation
on X, q : X → X/R the quotient map, f : X → Y some map with xRy =⇒
f (x) = f (y), then let f˜ be as above, then
1. If f is continuous so is f˜.
2. If f is an open map so is f˜.
Proof. 1. Let V be open in Y , then f −1 (V ) is open in X, so q −1 (f˜−1 (V )) =
f −1 (V ) is open, so f˜−1 (V ) is open, hence f˜ is continuous.
2. Given open V ∈ X, U = q −1 (V ) is open in X, and V = q(U ), so f˜(V ) = f (U )
which is open.

23
Corollary 5.13. If f (x) = f (y) ⇐⇒ xRy, f is surjective, continuous and
open, then f˜ is a homeomorphism.

Remark. Work “upstairs”!

Example 5.15. Take R/Z where the equivalence relation is as if they are
additive groups. R/Z ∼ = S 1 = {z ∈ C : |z| = 1}. Indeed, consider the map
f (t) = e 2πit
, then the induced f˜ is a homeomorphism by the preceding corollary.
If f is not open, then there is some open U ∈ R such that f (U ) is not open.
∃(zn ) ∈ S 1 \ f (U ) such that zn → z, then due to surjectivity we know that
there is some x ∈ U such that f (x) = z and (xn ) ∈ [x − 1/2, x + 1/2] such that
f (xn ) = zn and we know that xn ∈ / U , but xn has a convergent subsequence
(xkn ) → y ∈ R \ U which is closed, so due to continuity we must have f (x) =
f (y) =⇒ x − y ∈ Z =⇒ x = y ∈ / U , which is a contradiction.

6 Connectedness
An interval I in R has the defining property that ∀x, y, z, x < y < z, then
x, z ∈ I =⇒ y ∈ I. We know that a real continuous function maps intervals
to intervals due to the intermediate value theorem. But it may not work if the
(restricted) domain is not an interval.

Definition 6.1. A topological space X is disconnected if there are open U, V ⊂

X such that U 6= ∅ and V 6= ∅ partitions X, that is U ∩ V = ∅ and U ∪ V = X.
In this case, we say U, V disconnect x.
A topological space X is connected if it is not disconnected.

Lemma 6.1. The image of continuous function on connected space is connected.

Proof. Suppose f : X → Y is continuous. Note that if we consider f as
f : X → Im f then it is still continuous. Then if U, V disconnect Im f , then
f −1 (U ), f −1 (V ) disconnect X.
Theorem 6.2. For a topological space X, the followings are equivalent:
1. X is connected.
2. If f : X → R is continuous, then f (X) is an interval.
3. Every continous function f : X → D, where D is discrete and |D| ≥ 2, is
constant. 2
Proof. 1 =⇒ 2: Obvious due to the preceding lemma and the trivial fact that
an open set in R is connected if and only if it is an interval.
2 =⇒ 3: Immediate, also from the preceding lemma.
3 =⇒ 1: We shall prove the contrapositive. Suppose that U, V disconnects X,
then choose d, e ∈ D with d 6= e, then the function f defined by
(
d, if x ∈ U
f (x) =
e, otherwise, that is if x ∈ V

is continuous but is not constant, contradiction.

2 Most of the time we take D = Z

24
Example 6.1. 1. ∅ and singletons are connected.
2. Any indiscrete topological space is connected.
3. The cofinite topology on an infinite set is connected.
4. The discrete topology is disconnected if it is not a singleton.
Lemma 6.3. A subspace Y ⊂ X is disconnected if and only if there are open
sets U, V ∈ X such that U ∩ Y 6= ∅, V ∩ Y 6= ∅, U ∩ V ∩ Y = ∅, Y ⊂ U ∪ V .
Proof. Trivial.
Proposition 6.4. Let Y be a connected subspace of X, then Ȳ is connected.
Proof. Assume not, then by the preceding lemma, there exists open sets U, V
in X such that U ∩ Ȳ 6= ∅, V ∩ Ȳ 6= ∅, U ∩ V ∩ Ȳ = ∅, Ȳ ⊂ U ∪ V . It follows
that U ∩ V ∩ Y = ∅, Y ⊂ U ∪ V , so we must have, WLOG, U ∩ Y = ∅, then
Y ⊂ X \ U =⇒ Ȳ ⊂ X \ U =⇒ Ȳ ∩ U = ∅, contradiction.
Remark. 1. Alternatively, we can use the third part of Theorem 6.2. 2. In fact,
for any Z with Y ⊂ Z ⊂ Ȳ is connected since the closure of Z is Ȳ .
Alternative proof of Lemma 6.1. Let f : X → Y be continuous, for convenience
we can just assume f is surjective using the same argument as the original proof,
then consider any continuous g : Y → Z, then g ◦ f is continuous hence constant
since f is connected, but f is surjective, so g is constant, then it is done by
Theorem 6.2.
Remark. 1. Connectedness is a topological property.
2. If f : X → Y is continuous and A ⊂ X and A is connected, then f (A) is
connected.
Corollary 6.5. If X is connected and R an equivalence relation on X, then
X/R is connected.
Proof. The quotient map is continuous and surjective.
Example 6.2. let Y = {(x, sin(1/x)) : x > 0} ⊂ R2 is connected since it is
the image of f (x) = (x, sin(1/x)), which is continuous since its components are
connected, over R>0 .
By Proposition 6.4, Ȳ = Y ∪ ({0} × [−1, 1]) is also connected. This is called the
Topologist’s Sine Wave.
Lemma 6.6. Let A be a family of connected subset of a topological space X
such that ∀A, B ∈ A , A ∩ B = ∅, then A∈A A is connected.
S
S
Proof. Suppose f : A∈A A → Z is connected, then f |A is continuous for any
A ∈ A , thus it is constant, say it is nAS
, then ∀A, B ∈ A , then nA = nB since
A ∩ B 6= ∅. Thus f is constant, hence A∈A A is connected.
Proposition 6.7. If X, Y are connected, so is X × Y .
Proof. Observe that ∀x ∈ X, {x}×Y ∼ = Y is connected and ∀y ∈ Y, X ×{y} ∼
=X
is connected as well, so since (x, y) ∈ ({x} × Y ) ∩ (X × {y}) 6= ∅, by the
preceding lemma Ax,y = ({x} × Y ) ∪ (X ×S{y}) is connected. Now obviously
(x, y 0 ) ∈ Ax,y ∩ Ax0 ,y0 6= ∅, so X × Y = x∈X,y∈Y Ax,y is connected by the
preceding lemma.

25
Definition 6.2. Let X be a topological space, we define an equivalence relation
R by xRy if and only if there is a connected U ⊂ X such that x, y ∈ U . One
can check that this is an equivalence relation by Lemma 6.6, and the partition
of X by R is called the connected components of X.
Let Cx be the equivalence class containing x.
Proposition 6.8. Connected components are nonempty and are maximal (wrt
inclusion) connected subset of X, also they are closed.
Proof. Let C be a connected component, so it is the equivalence class of some
x, so C = Cx , so C is nonempty since it contains X. So given y ∈ C, ∃Ay 3 x, y
such that U is connected. Ay ∈ C by definition of the S relation. Now ∀y, z ∈
C, x ∈ Ay ∩ Az 6= ∅, therefore by Lemma6.6, hence C = y∈C Ay is connected.
If C ⊂ D and D is connected, then ∀y ∈ D, x, y ∈ D, thus since D is connected
y ∈ C, so D ⊂ C =⇒ C = D.
Hence since C̄ is connected and contains C, by maximality C = C̄, therefore C
is closed.
Definition 6.3. A topological space X is called path-connected if ∀x, y ∈
X, ∃γ : [0, 1] → X continuous, γ(0) = x, γ(1) = y.
Theorem 6.9. Any path-connected space is connected.
Proof. Suppose not, then X is path-connected but not connected, so there are
open U, V disconnects X. Then fixing x ∈ U, y ∈ V , there exists a continu-
ous γ : [0, 1] → X such that γ(0) = x, γ(1) = y. Thus γ −1 (U ), γ −1 (V ) are
nonempty, open, and partitions [0, 1], thus [0, 1] is disconnected by them, which
is a contradiction.
The converse, however, is not true.
Example 6.3. Take the Topologist’s Sine Wave, X = {(x, sin(1/x)) : x >
0} ∪ ({0} × [−1, 1]). We have already shown it is connected. But it is not path-
connected. Indeed, pick points (0, 0), (1, sin(1)) ∈ X. Assume that γ : [0, 1] →
X is continuous and γ(0) = (0, 0) = x, γ(1) = (1, sin(1)) = y. Let γ1 , γ2 be the
components of γ, which are continuous. For γ1 (t) > 0, then [0, γ1 (t)] ⊂ γ1 ([0, t])
by IVT, so ∃n ∈ N, (2πn)−1 , (2πn + π/2)−1 ∈ (0, γ1 (t)) ⊂ γ1 ([0, t]). So there is
some a, b with γ1 (a) = (2πn)−1 , γ1 (b) = (2πn+π/2)−1 , hence γ2 (a) = 0, γ2 (b) =
1, so we can thus find a sequence 1 > t1 > t2 > · · · > 0 with
(
1, if n is even
γ2 (tn ) =
0, otherwise

So tn converges but γ2 (tn ) does not. This is a contradiction.

Lemma 6.10 (Gluing Lemma). Let f : X → Y be a function between topological
spaces. If X = A ∪ B where A, B are closed and f |A , f |B are continuous, then
f is continuous.
Proof. Given closed V in Y ,

f −1 (V ) = (f −1 (V ) ∩ A) ∪ (f −1 (V ) ∩ B) = (f |A )−1 (V ) ∪ (f |B )−1 (V )

which is closed since A, B are closed. Hence f is continuous.

26
Corollary 6.11. Let X be a topological space. Define the relation R by xRy if
and only if there is a continuous γ : [0, 1] → X such that γ(0) = x, γ(1) = y.
Then this is an equivalence relation.

Proof. Trivial.
Theorem 6.12. Let U ⊂ Rn be open, then U is connected if and only if U is
path-connected.
Proof. It suffice to show every open connected subset of Rn is path-connected.
WLOG U 6= ∅, fix x0 ∈ U , let V be the path-connected component containing
x0 . We shall show that V, U \ V are both open, so by assumption V = U , thus
the proof will be done.
V open: Since U is open, for any x ∈ U , there is r > 0 such that Dr (x) ∈ U .
But any ball is path connected, so ∀x ∈ V, ∃rx > 0, Drx (x) ∈ V , so V is open.
U \ V open: Fix by the same proof as above, any path-connected components
in V is open, so since U \ V is the union of some of them (the ones except V ),
it is open.
Example 6.4. For n ≥ 2, Rn is not homeomorphic to R. Assume f : Rn → R
is a homeomorphism. Fix x ∈ Rn , and let y = f (x), then f |Rn \{x} is still a
homeomorphism to R \ {y}. But then Rn \ {x} is connected by the preceding
theorem, but R \ {y} is not, contradiction.

7 Compactness
Recall that a continuous, real-valued function on a closed bounded interval is
bounded and attains its bound. The question is, for which topological space X
is it true that every continuous real functions is bounded.
Example 7.1. 1. For finite X, every function X → R is bounded.
2. If Sfor all continuous f : X → R, ∃n ∈ N, ∃A1 , A2 , . . . , An ⊂ X such that
X = i Ai and f is bounded on each Ai , then f is bounded on X.

Note that given continuous f : X → R, for x ∈ X, Ux = f −1 ((f (x) −

1, f (x) + 1)) is open and f is bounded there. So if there is some finite subset of
{Ux : x ∈ X} that still covers X, then f must be bounded.
Definition 7.1. An open cover of a topological space X is a family of open
sets U = {Ui }i∈I in X such that X = i∈I Ui .
S
A subcover of U is a subset V ⊂ U that is also an open cover of X. V is called
a finite subcover if it is finite.
X is compact if every open cover of X has a finite subcover.
Theorem 7.1. If X 6= ∅ is compact and f : X → R is continuous, then f is
bounded and attains its bound.

Proof. By continuity of f and compactness of X, there is a finite subset of

{f −1 ((f (x) − 1, f (x) + 1)) : x ∈ X} that covers X, which means that f is
bounded on any set in a finite family, so f is bounded in the union of that
family, which is X. To show that f attains its bound, let m = {f (x) : x ∈ X}
which exists since X 6= ∅ and f is bounded. Suppose that there is not an x

27
with f (x) = m, so for any x ∈ X, f (x) > m so ∃mx such that f (x) > mx > m.
Let Ux = f −1 ((mx , ∞)) which is open and contains x, and inf Ux f ≥ mx > x.
Note that the family of all Ux is an open cover of X, so there is a finite subcover
{Ux }x∈F , so ∀y ∈ X, f (y) ≥ minx∈F mx > m, contradiction.
Note that for a subspace Y ⊂ X, Y is compact iff whenever U is a family
of open set in X whose union contains Y , there is a finite subset V ⊂ U such
that the union of elements in V contains Y .

Theorem 7.2. [0, 1] is compact.

Proof. Let U be a set of open sets in R thar contains [0, 1], assume that there
does not exist finite subcover that contains [0, 1], then if 0 ≤ a < b ≤ 1 and
[a, b] cannot be covered by any finite V ⊂ U , then let C = (a + b)/2, then one
of [a, c], [c, b] cannot be covered by finite V ⊂ U .
Therefore, inductively we can find intervals In = [an , bn ] such that

I0 = [0, 1], In+1 ⊂ In , |bn − an | = 1/2n

thus an → x, bn = an + (bn − an ) → x for some x ∈ [0, 1]. Now there is U ⊂ U

such that x ∈ U , but then there is some  with (x − , x + ) ⊂ U , therefore for
sufficiently large n, In ⊂ U , which is a contradiction.
Proposition 7.3. Let X be a topological space and Y ⊂ X a subspace, then
1. If X is compact and Y is closed in X, then Y is compact.
2. If X is Hausdorff and Y is compact, then Y is closed.
Proof. 1. Let U covers Y , then U ∪ {X \ Y } is an open cover of X. Since X
is compact, there is a finite subcover V ⊂ U ∪ {X \ Y } that covers X, hence
V \ {X \ Y } ⊂ U is finite and covers Y .
2. We want to show that its complement is open. Indeed, for any x ∈ X \ Y ,
and for any y ∈ Y , there are disjoint Uy , Vy such that x ∈ Uy , y ∈ Vy , then
{Vy }y∈Y
S is an open cover of Y , thus there is some finite set F ⊂ Y such that
Y ⊂ y∈F Vy , so U = ∩y∈F Uy is open, and by definition it is disjoint from Y ,
hence x ∈ U ⊂ X \ Y , which shows that X \ Y is open.

Proposition 7.4. If X is compact and f : X → Y is continuous, then f (X) is

compact.
Proof. For any open {Ui }i∈I that covers f (X), {f −1 (Ui )}i∈I is an open cover
of X, therefore there is some finite F ⊂ I such that {f −1 (Ui )}i∈F covers X,
hence {Ui }i∈F covers f (X).
Remark. 1. Compactness is a topological property.
2. Let f : X → Y and A ⊂ X. Suppose A is compact, then f (A) is compact.
Example 7.2. For a < b, [a, b] = f ([0, 1]) where f (x) = (b − a)x + a which is
continuous, thus every closed bounded interval is compact.

Corollary 7.5. If X is compact and R is an equivalence relation on X, then

X/R is compact.
Proof. The quotient map is continuous and surjective.

28
Theorem 7.6 (Topological Inverse Function Theorem). If f : X → Y is a
continuous bijection and X is compact and Y is Hausdorff, then f is a homeo-
morphism.

Proof. It suffices to check that f is an open map, which, since f is a bijection,

is equivalent to say that f is a closed map.
Fix any closed V ⊂ X, then V is compact since X is compact, thus f (V ) is
compact since f is continuous, therefore f (V ) is closed since Y is hausfdorff.
The result follows.

Example 7.3. Consider f : R → S 1 by f (t) = e2πit induces a continuous

bijection f˜ : R/Z → S 1 . Now R/Z = q([0, 1]) (where q is the quotient map)
is compact and S 1 is Hausdorff since it is a metric space, therefore f˜ is a
homeomorphism.
3
Theorem 7.7 (Tychonorff’s Theorem on Finite Products ). Finite products
of compact spaces are compact.
Proof. It suffices to show in the case where the product consists of 2 components.
Assume X, Y are compact and let U cover X × Y . Fix x ∈ X, then for any
y ∈ Y there is some Wy ∈ U with x, y ∈ Wy , so there is some Uy open in X
and Vy open in Y such S that (x, y) ∈ Uy × Vy ⊂SWy . By compactness, there is a
finite FY ⊂ Y with y∈FS Y
Vy = Y . Let Tx = y∈FY Uy is open and contains x
and note that Tx × Y ⊂ y∈FY Wy . But then {Tx }x∈X covers X, so there is a
finite FX ⊂ X such that {Tx }x∈FX covers X, hence
[ [ [
X ×Y ⊂ Tx × Y = Wy
x∈FX x∈FX y∈FY

The last term is the required finite subcover.

Theorem 7.8 (Heine-Borel Theorem). A subset K ⊂ Rn is compact if and
only if it is closed and bounded.

Proof. If K is compact, note that f : Rn → R by x 7→ kxk, thus it is bounded.

K is also closed by Proposition 7.3.
Conversely, if K is closed and bounded, there is some M > 0 such that K ⊂
[−M, M ]n which is compact by Theorem 7.2 and 7.7. Since K is closed in
[−M, M ]n , it is compact by Proposition 7.3.

Definition 7.2. Given an open set U ⊂ Rn , a sequence of functions fk : U → R

converges locally uniformly on U to some function f : U → R if ∀x ∈ U, ∃r >
0, Dr (x) ⊂ U and fk → f uniformly on Dr (x).
Thus this happens if and only if fn → f uniformly on any compact subset
of U .

Definition 7.3. A topological space X is sequentially compact if and only if

every sequence in X has a convergent subsequence.
Example 7.4. Any closed bounded subset of Rn is sequentially compact by
Bolzano-Weierstrass.
3 It works for arbitrary products, but that case is much much harder

29
Definition 7.4. Fix a metric space (M, d). For  > 0 and F ⊂ M . We say F
is an -net for M if ∀x ∈ M, ∃y ∈ F, d(x, y) ≤ . That is,
[
M= B (y)
y∈F

We say M is totally bounded if for any  > 0, there is a finite -net for M .
Note that any compact space is totally bounded, but the converse is not true
by taking [0, 1), but the only thing missing here is completeness.
Theorem 7.9. The followings are equivalent for a metric space M :
(1) M is compact.
(2) M is sequentially compact.
(3) M is totally bounded and complete.
Proof. 1 =⇒ 2: Let (xn ) beTa sequence in M , so for n ∈ N, let An = {xk : k >
n}. It suffices to show that n∈N Ān is nonempty. Assume not, then
[
M \ Ān = M
n∈N

Each
S M \ Ān is open, so by compactness of M there is some N ∈ N such that
n≤N M \ Ān = M . But {An } is decreasing, so necessarily M \ ĀN = M =⇒
ĀN = ∅, contradiction.
2 =⇒ 3: M is complete since a Cauchy sequence with convergent subsequence
is convergent. To see it is totally bounded, assume it is not, then there is some
 > 0 such that every -net is infinite. PickSany x1 ∈ M , and once we have
n
already picked x1 , . . . , xn , we pick xn+1 ∈
/ k=1 B (xk ). This is valid since
otherwise M would have a finite -net. But (xn ) cannot possibly have any
Cauchy subsequence, so it has no converging subsequence.
3 =⇒ 1: Assume M is not compact, so there is an open cover U without any
finite subcover. We say A ⊂ M is “bad” ifSthere is no finite subcover of A in
n
U . So M is bad but ∅ is not. Note if A = i=1 Bi is bad, then there is some i
such that Bi is bad.
Next, we want to show that if A is bad and  > 0, then ∃B ⊂ A such that B is
bad and diam B = supx,y∈B d(x, y) < . Indeed, since M is bounded, we have a
finite /2-net F , that is,
[ [
B/2 (x) = M =⇒ (B/2 (x) ∩ A) = A
x∈F x∈F

But this would mean that there is some x ∈ F such that B/2 (x) ∩ A is bad, and
by triangle inequality its diameter is less than . Using this we can construct a
sequence M ⊃ A1 ⊃ A2 ⊃ · · · such that An is bad for any n and diam A < 1/n.
Picking xn ∈ An gives a Cauchy sequence (xn ) which converges to some x ∈ M
by completeness. There is some U ∈ U that contains x, and it necessarily
covers An when n is large enough. Contradiction.
Remark. 1. We have a new proof of Bolzano-Weierstrass now! We also have a
new proof of Theorem 7.7 for metric spaces.
2. Sadly, the equivalence of sequentially compactness and compactness fails in
both directions in general topological spaces.

30
8 Differentiation
Definition 8.1. Fix m, n ∈ N, let L(Rm , Rn ) be the set of linear maps to
Rm to Rn . Note that this space is isomorphic to Rmn , both algebraically and
topologically, as we have the metric
v v
uXm Xn um
uX
∀T ∈ L(Rm , Rn ), kT k = t
u
|Tij |2 = t kT ei k2
i=1 j=1 i=1

Lemma 8.1. (a) Given a linear map T , for every x ∈ Rm , we have ∀x ∈

Rm , kT xk ≤ kT kkxk. So T is Lipschitz hence continuous.
(b) For S ∈ L(Rm , Rn ), T ∈ L(Rn , Rp ), kT Sk ≤ kT kkSk.
P
Proof. (a) If x = i xi ei , then
v v
Xm Xm um um
uX uX
kT xk = xi T ei ≤ |xi |kT ei k ≤ t 2
|xi | t kT ei k2 = kxkkT k
i=1 i=1 i=1 i=1

(b) We have
v v
um um
uX uX
kT Sk = t 2
kT Sei k ≤ t kT k2 kSei k2 = kT kkSk
i=1 i=1

As desired.
Recall that a function f : R → R is differentiable at a if limh→0 (f (a + h) −
f (a))/h exists. So let (h) = (f (a + h) − f (a))/h − f 0 (a), then f (a + h) =
f (a) + f 0 (a)h + (h)h and  → 0 as h → 0. We can think of this as (0) = 0
and  is continuous at 0. So we want to use it to define differentiation in higher
dimensions.
Definition 8.2. Given m, n ∈ N and an open set U ⊂ Rm , a function f :
U → Rn and a ∈ U . We say f is differentiable at a if there is a linear map
T : Rm → Rn and a function  : {h ∈ Rm : a + h ∈ U } → Rn such that

f (a + h) = f (a) + T (h) + (h)khk

where  → 0 as h → 0. (Or (0) = 0 and  is continuous ar 0).

Remark.
(
0, if h = 0
(h) =
(f (a + h) − f (a) − T (h))/khk, if h 6= 0 and a + h ∈ U

Since U is open, ∃r > 0, Dr (a) ⊂ U , so Dr (a) ⊂ Dom . Note also that our
condition on  is also equivalent to say (h)khk = o(khk) as h → 0.
Next, we observe that T (if it exists) is unique. Indeed, if both T, S satisfies
our condition, then (S(h) − T (h))/khk → 0 as h → 0, so by choosing h = x/n
for n ∈ N we have S = T .

31
Definition 8.3. This unique T is called the derivative of f at a, denoted by
f 0 (a) or Df (a) or Df |a , so

f (a + h) = f (a) + f 0 (a)(h) + o(khk)

Definition 8.4. We say f is differentiable at U if it is differentiable at a for

every a ∈ U . So the derivative of f on U is the map f 0 : U → L(Rm , Rn ).
Remark. When m = 1, T is a linear map R → Rn , so ∀x ∈ R, T (x) = xv where
v = T (1) (this in fact gives us a natural correspondence L(R, Rn ) ∼ = Rn , T 7→
n
T (1)). Hence for open U ⊂ R, f : U → R , a ∈ U , to say f is differentiable at a
is to say there is some v ∈ Rn with f (a + h) = f (a) + hv + o(h). In other words,
the linear map f 0 (a) takes the form h 7→ hv.
Example 8.1. 1. Every constant function is differentiable as we can take
f 0 (a) ≡ 0 ∈ L(Rm , Rn ).
2. Every linear map f is differentiable by taking f 0 (a) = f ∈ L(Rm , Rn ). for
every a.
3. Any bilinear map f : Rm × Rn → Rp is differentiable. Indeed, we have

f ((a, b) + (h, k)) = f (a + b, h + k) = f (a, b) + f (a, k) + f (h, b) + f (h, k)

Note that f (a, k) + f (h, b) is linear in (h, k), therefore it remains to check
f (h, k) = o(khk). Indeed,
 
Xm n
X
kf (h, k)k = f  hi ei , kj ej 
i=1 j=1
X
≤ |hi ||kj |kf (ei , ej )k
i,j
X
≤ k(h, k)k2 kf (ei , ej )k
i,j

= O(k(h, k)k2 ) = o(k(h, k)k)

4. Take f : Rn → R by f (x) = kxk2 , so

f (a + h) = ka + hk2 = kak2 + 2ha, hi + khk2 = f (a) + 2ha, hi + o(khk)

That is, f 0 (a)(h) = 2ha, hi.

5. Let Mn ∼ = L(Rn , Rn ) be the collection of all n × n real matrices. Consider
f : Mn → Mn , A 7→ A2 which has

f (A + H) = A2 + AH + HA + H 2 = f (A) + AH + HA + o(kHk)

due to Lemma 8.1. So f 0 (A)(H) = AH + HA.

Proposition 8.2. Differentiability implies continuity.
Proof. Write f (a + h) = f (a) + f 0 (a)(h) + (h)khk where (0) = 0 and  is
continuous at 0. f 0 (a) is continuous by Lemma 8.1 (which implies every linear
map is continuous), so the RHS is continuous in h, therefore h 7→ f (a + h) is
continuous at h = 0, hence f is continuous at a.

32
Proposition 8.3 (Chain Rule). Consider open U ∈ Rm , V ∈ Rn and functions
f : U → Rn , g : V → Rm and f (U ) ⊂ V . If f is differentiable at a and
g is differentiable at f (a), then g ◦ f is differentiable at a and (g ◦ f )0 (a) =
g 0 (f (a)) ◦ f 0 (a).
Proof. Let b = f (a) and S = f 0 (a), T = g 0 (b), then
(
f (a + h) = f (a) + S(h) + (h)khk
g(b + k) = g(b) + T (k) + δ(k)kkk

Where (0) = 0, δ(0) = 0 and both of them are continuous at 0. So

(g ◦ f )(a) = g(b + S(h) + (h)khk)
Let k(h) = S(h) + (h)khk, so it equals
g(b) + T (k) + δ(k)kkk = (g ◦ f )(a) + T ◦ S(h)
+ khkT (δ(h)) + δ(k(h))kS(h) + δ(h)khkk
Due to continuity of , δ are continuous at 0, khkT (δ(h)) = o(khk) and T ((0)) =
0, so this term is fine.
Also, δ(k(0)) = 0 and δ ◦ k is continuous at 0. In addition,
kS(h) + δ(h)khkk kS(h)k + k(h)kkhk
0≤ ≤ ≤ kSk + khk
khk khk
by Lemma 8.1. So
δ(k(h))kS(h) + δ(h)khkk
lim = 0 =⇒ δ(k(h))kS(h) + δ(h)khkk = o(khk)
h→0 khk
Hence g ◦ f is differentiable and its derivative is T ◦ S = g 0 (b) ◦ f 0 (a) = g 0 (f (a)) ◦
f 0 (a).
Proposition 8.4. f : U → Rn (U ∈ Rm is open) is differentiable if and only if
each components fj = πj ◦ f is differentiable at a. Also,
n
X
f 0 (a)(h) = fj0 (a)(h)e0j
j=1

Proof. Note that πj (x) = hx, e0j i

is linear hence differentiable, thus by chain rule
the =⇒ direction is done. For ⇐= , we have for every j,
fj (a + h) = fj (a) + f 0 (a)(h) + j (h)khk
So
n
X
f (a + h) = fj (a + h)e0j
j=1
n
X
= (fj (a) + f 0 (a)(h) + j (h)khk)e0j
j=1
   
Xn Xn
= f (a) +  fj0 (a)(h)e0j  +  j (h)e0j  khk
j=1 j=1

33
 Pn 0
Since (h) = j=1 j (h)ej has (0) = 0 and is continuous at 0, hence the
result.
Proposition 8.5. Let f, g : U → Rn where U ⊂ Rm is open and φ : U → R is
differentiable at a ∈ U , then so are f + g and φf : x 7→ φ(x)f (x), and

(f + g)0 (a) = f 0 (a) + g 0 (a)

(φf )0 (a)(h) = φ0 (a)(h)f (a) + φ(a)f 0 (a)(h)

Proof. We have
f (a + h) = f (a) + f 0 (a)(h) + (h)khk
g(a + h) = g(a) + g 0 (a)(h) + δ(h)khk
φ(a + h) = φ(a) + φ0 (a)(h) + η(h)khk
Hence

(f + g)(a + h) = (f + g)(a) + (f 0 (a) + g 0 (a))(h) + ((h) + δ(h))khk

We can do the same thing for products as well which will provide a proof, but we
shall give a different proof. Let F : U → R × Rn = Rn+1 by f (x) = (φ(x), f (x))
and G : R × Rn → Rn by (a, x) 7→ ax. F is differentiable by Proposition 8.4
and G is differentiable since it is bilinear, therefore φf = G ◦ F is differentiable
and we can obtain the form of the derivative from the chain rule which is the
formula as claimed.
Definition 8.5. Let U ⊂ Rm be open and f : U → Rn . Fix a ∈ U and a
direction (nonzero vector) u ∈ Rm \ {0}. The limit

f (a + tu) − f (a)
lim
t→0 t
if exists, is called the directional derivative of f at a to direction u and is denoted
by Du f (a).
Remark. 1. f (a + tu) = f (a) + tDu f (a) + o(t).
2. Let γ(t) = a + tu, then (f ◦ γ)0 (0) = Du f (0).
In the special case where u = ei , we write Di f (a) to denote Dei f (a) and it
is called the ith partial derivative of f at a.
Proposition 8.6. If f is differentiable at a, then all Du f (a) exists and we have
Du f (a) = f 0 (a)(u), so for h = i hi ei , we have
P

X
f 0 (a)(h) = hi Di f (a)
i

Proof. We have
f (a + h) = f (a) + f 0 (a)(h) + (h)khk
Then
f (a + tu) − f (a) ktk
= f 0 (a)(u) + (tu) → f 0 (a)(u)
t t
As t → 0. The rest follows.

34
Remark. 1. Assume f is differentiable at a, then the matrix of f 0 (a) is exactly
represented by (f 0 (a))ji = Di fj (a) = (∂fj /∂xi )(a). This is called the Jacobian
of f at a, denoted by Jf (a).
2. If all partial derivatives exists, so does Du fj (a), ∀j, and we have Du fj (a) =
πj (Du f (a)). So Du πj = πj Du .
3. The converse of the proposition fails in general.
Theorem 8.7. Suppose f : U → Rn where U ⊂ Rm is open. Assume ∃r >
0, Dr (a) ∈ U and Di f exists in Dr (a) and is continuous at a for all i, then f
is differentiable at a.
Proof. WLOG n = 1 by Proposition 8.4 and the second remark above. We shall
prove the case m = 2. The general case is similar.
Let a = (a1 , a2 ) and consider h = (h1 , h2 ) ∈ Dr (0). Certainly we want the
derivative to equal h1 D1 f (a1 , a2 ) + h2 D2 f (a1 , a2 ), so we will try to prove

f (a1 + h1 , a2 + h2 ) − f (a1 , a2 ) − h1 D1 f (a1 , a2 ) − h2 D2 f (a1 , a2 ) = o(khk)

Note that we can write it out in two parts

f (a1 + h1 , a2 + h2 ) − f (a1 + h1 , a2 ) − h2 D2 f (a1 , a2 )

+ f (a1 + h1 , a2 ) − f (a1 , a2 ) − h1 D1 f (a1 , a2 )

We have f (a1 + h1 , a2 ) − f (a1 , a2 ) − h1 D1 f (a1 , a2 ) = o(h1 ) = o(khk) as h → 0.

As for the first part, let φ(t) = f (a1 + h1 , a2 + t) for t ∈ [−|h2 |, |h2 |], so we have

f (a1 +h1 , a2 +h2 )−f (a1 +h1 , a2 )−h2 D2 f (a1 , a2 ) = φ(h2 )−φ(0)−h2 D2 f (a1 , a2 )

Note that φ is continuous and is differentiable in (−|h2 |, |h2 |). Indeed we have
φ0 (t) = D2 f (a1 + h2 , a2 + t). By MVT, there is some θ(h1 , h2 ) ∈ (0, 1) such that
φ(h2 ) − φ(0) = φ0 (θh2 )h2 . Hence

φ(h2 ) − φ(0) − h2 D2 f (a1 , a2 ) = h2 (D2 f (a1 + h1 , a2 + θh2 ) − D2 f (a1 , a2 ))

= o(h2 ) = o(khk)

as h → 0. So the theorem is proved.

Theorem 8.8 (Mean Value Inequality). Consider an open U ⊂ Rm and a
function f : U → Rn . Assume f is differentiable on U and we are given a, b ∈ U
such that [a, b] = {(1 − t)a + tb : t ∈ [0, 1]} ⊂ U . Suppose there is some M > 0
with ∀z ∈ [a, b], kf 0 (z)k ≤ M , then

kf (b) − f (a)k ≤ M kb − ak

Proof. Let v = f (b) − f (a). Consider φ : [0, 1] → R defined by φ(t) = hf ((1 −

t)a + tb), vi. Then φ(1) − φ(0) = kf (b) − f (a)k2 and φ is differentiable with
φ0 (t) = hf 0 ((1−t)a+tb)(b−a), vi. By MVT, ∃θ ∈ (0, 1) with φ(1)−φ(0) = φ0 (θ),
so we have

kf (b) − f (a)k2 = hf (b) − f (a), f (b) − f (a)i = φ(1) − φ(0) = φ0 (θ)

= hf 0 ((1 − θ)a + θb)(b − a), vi ≤ kf 0 ((1 − θ)a + θb)(b − a)kkvk
≤ kf 0 ((1 − θ)a + θb)kkb − akkvk ≤ M kb − akkf (b) − f (a)k

The theorem follows.

35
Corollary 8.9. Let U ⊂ Rm be open and connected, and f : U → Rn be
differentiable such that f 0 ≡ 0, then f is constant.

Proof. It is locally constant by the preceding theorem. It is then globally con-

stant by connectedness.
Remark. Suppose we have open U ⊂ Rm , V ⊂ Rn and f : U → V is a bijection
such that f is differentiable at a ∈ U and f −1 at f (a) ∈ V . Let S = f 0 (a), T =
(f −1 )0 (f (a)), then ST = In and T S = Im . rank(In ) = rank(ST ) = rank(T S) =
rank(Im ), hence n = m.
Theorem 8.10 (Inverse Function Theorem). We have an open set U ⊂ Rn , a
C 1 (continuously differentiable) function f : U → Rn and a point a ∈ U such
that f 0 (a) is invertible, then there exists open set V ⊂ U, W ⊂ Rn open such
that a ∈ V, f (a) ∈ W, f |V : V → W is a bijection with a C 1 inverse g : W → V
and ∀y ∈ W, g 0 (y) = (f 0 (g(y)))−1 .
Proof. Step 1: We can actually assume WLOG that a = f (a) = 0 and f 0 (a) = I.
This is because we can consider h : U − a = {x − a : x ∈ U } → Rn by
h(x) = (f 0 (a))−1 (f (x + a) − f (a)).
Now we can fix r > 0 such that Dr (0) ⊂ U and ∀x ∈ Dr (0), kf 0 (x) − Ik ≤ 1/2
by continuity.
Step 2: ∀x, y ∈ Dr (0), kf (x) − f (y)k ≥ kx − yk/2, so f is injective. To prove
this, consider h(x) = x − f (x) which has kh0 (x)k = kI − f 0 (x)k ≤ 1/2 for any
x ∈ Dr (0). So kh(x) − h(y)k ≤ kx − yk/2 by Theorem 8.8, in other words,

kx − yk
≥ kh(x) − h(y)k ≥ kx − yk − kf (x) − f (y)k
2
which leads to the desired inequality.
Step 3: For 0 < s < r/2, Ds (0) ⊂ f (B2s (0)) ⊂ f (Dr (0)). Fix y ∈ Ds (0) and
consider h : B2s (0) → Rn by x 7→ y − f (x) + x. We have h0 (x) = −f 0 (x) + I, so
∀x ∈ B2s (0), kh0 (x)k ≤ 1/2. h is then 1/2-Lipschitz by Theorem 8.8. For any
x ∈ B2s (0), kh(x)k = kh(x) − h(0) + yk ≤ kxk/2 + kyk ≤ 2s, so h(B2s (0)) ⊂
B2s (0). By Theorem 4.7 there is some x ∈ B2r (0) such that h(x) = x, which
means that y = f (x).
Step 4: Fix 0 < s < r/2, then let W = Ds (0) and V = f −1 (Ds (0)) ∩ Dr (0), so
V is open and f (V ) = W by step 3 and f is injective by step 2, so f |V : V → W
is a bijection. The inequality in step 2 also implies that the inverse f −1 = g :
W → V is 1/2-Lipschitz, hence continuous.
If g is differentiable, then we have I = (f ◦ g)0 (y) for any y, hence g 0 (y) =
(f 0 (g(y)))−1 by Chain Rule. We want to show that g has this as derivative.
Indeed, fix b ∈ W and a = g(b), T = f 0 (a), we have f (a + h) = f (a) + T (h) +
(h)khk. Fix δ > 0 such that Dδ (b) ∈ W and k ∈ Dδ (0), by setting h =
h(k) = g(b + k) − g(b) we have k = f (a + h) − f (a) = T (h) + (h)khk, so
h = T −1 (k) − T −1 ((h))khk, thus

g(b + k) = g(b) + h = g(b) + T −1 (k) − T −1 ((h))khk = g(b) + T −1 (k) + o(kkk)

Hence g is differentiable at b with derivative T −1 = (f 0 (g(b)))−1 which is con-

tinuous.

36
Definition 8.6. Let U ⊂ Rm be open and f : U → Rn . Suppose a ∈ U , then
f is twice differentiable at a if there is some open V with a ∈ V ⊂ U such that
f is differentiable in V and the derivative f 0 : V → L(Rm , Rn ) is differentiable.
f 00 (a) = (f 0 )0 (a) is called the second derivative of f .
So we have f 00 ∈ L(Rm , L(Rm , Rn )) where we have

f 0 (a + h) = f 0 (a) + f 00 (a)(h) + (h)khk

where  → 0 as h → 0. Note that (h) ∈ L(Rm , Rn ). So f 0 (a + h)(k) =

f 0 (a)(k) + f 00 (a)(h)(k) + (h)(k)khk for each fixed k ∈ Rm . Note also that
L(Rm , L(Rm , Rn )) ∼ = Bil(Rm × Rm , Rn ) by the natural correspondence T 7→ B
with B(h, k) = T (h)(k). So we can think of the second derivative at a as a
bilinear map Rm × Rm → Rn .
In summary, f is twice differentiable at a if and only if there is a bilinear map
B : Rm × Rm → Rn such that for any k ∈ Rm we have

f 0 (a + h)(k) = f 0 (a)(k) + B(h, k) + o(khk)

Example 8.2. For f : Mn → Mn by A 7→ A3 . It is differentiable and

f 0 (A)(H) = HA2 + AHA + A2 H. Then to find second derivative by

f 0 (A + H)(K) = K(A + H)2 + (A + H)K(A + H) + (A + H)2 K

= f 0 (A)(K)
+ KAH + KHA + AKH + HKA + AHK + HAK
+ o(kHk2 )

So the seond derivative is the bilinear map f 00 (A) = B(H, K) = KAH +KHA+
AKH + HKA + AHK + HAK.
Assume that f has second derivative at a under the usual setup, then

f 0 (a + h)(k) = f 0 (a)(k) + f 00 (a)(h, k) + o(khk)

So fix u, v ∈ Rm \ {0}, by putting k = v we have

Dv f (x + h) = Dv f (a) + f 00 (a)(h, v) + o(khk)

So Dv f is differentiable, therefore we can write

Du Dv f (a) = f 00 (a)(u, v)

Theorem 8.11. Let U ⊂ Rm be open and f : U → Rn be second differentiable

on U with f 00 continuous at a for some a ∈ U , then f 00 (a) is a symmetric form,
that is, for any 0 6= u, v ∈ Rm , Du Dv f (a) = Dv Du f (a).
Proof. WLOG n = 1 since (fj )00 = (f 00 )j . Define

φ(s, t) = f (a + su + tv) − f (a + su) − (f (a + tv) − f (a))

= f (a + su + tv) − f (a + tv) − (f (a + su) − f (a))

Consider Ψ(x) = f (a + xu + tv) − f (a + xu), so φ(s, t) = Ψ(s) − Ψ(0) = sΨ0 (αs)

where α = α(s, t) ∈ (0, 1) by mean value theorem. Expanding gives φ(s, t) =

37
s(Du f (a + αsu + tv) − Du f (a + αsu)). Consider ψ(y) = Du f (a + αsu + yv), so
φ(s, t) = s(ψ(t) − ψ(0)) = stψ 0 (βt), β = β(s, t) ∈ (0, 1). In other words,

φ(s, t)
= Dv Du f (a + αsu + βtv)
st
= f 00 (a + αsu + βtv)(v, u) → f 00 (a)(v, u)

by the continuity of f 00 at a. Repeat the process in the other order to get

φ(s, t)
→ f 00 (a)(u, v)
st
So they are equal.
Suppose we have U ⊂ Rm open and f : U → R, we say f has a local
maximum at a ∈ U if ∃r > 0, ∀b ∈ Dr (a), f (b) ≤ f (a). We can similarly define
local minima.
Definition 8.7. We say f has a stationary point at a if f is differentiable at a
and f 0 (a) = 0.
It is immediate that f has stationary points at each local maximum and
minimum.
Theorem 8.12. Let U ⊂ Rm be open and f : U → R be twice differentiable
in U and suppose f 0 (a) = 0 and f 00 is continuous at a. If the symmetric form
f 00 is positive definite at a, then f has a local minimum at a; if it is negative
definite at a, then f has a local maximum at a.

Proof. It is a non-examinable fact that

f (a + h) = f (a) + f 0 (a)(h) + (1/2)f 00 (a)(h, h) + (h)khk2

for some  such that  → 0 as khk → 0.

Recall that f 00 (a) is orthogonally diagonalizable as a real symmetric form, i.e.
there is an orthonormal basis {uk } for Rm such that
(
00 0, if i 6= j
f (ui , uj ) =
λi , if i = j

Assume that f 00 is positive definite, then λi = f 00 (a)(ui , ui ) > P

0 for all i, hence
µ = min{λi : 1 ≤ i ≤ m} > 0. Therefore we have, for any h = i hi ui ∈ Rm ,
X X X
f 00 (a)(h, h) = hi hj f 00 (a)(ui , uj ) = h2i λi ≥ µ h2i = µkhk2
i,j i i

Hence f (a + h) − f (a) ≥ µkhk2 /4 ≥ 0 whenever khk is small enough so that

k(h)k ≤ µ/4. This means that f has a local minimum at a. The negative
definite case is analogous.

38