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Topos Uranos

Limit of functions of a real variable

Summary

This lesson turns into a precise definition the idea that the values of a function approach a number when the variable approaches a point. It shows why the intuitive idea is not enough, introduces accumulation points, which indicate where it makes sense to ask about a limit, and states the epsilon-delta definition, which reads as a challenge and its response. It writes the definition and its negation as quantified statements, and proves that the limit, if it exists, is unique, that it depends only on the values near the point, and that it forces the function to remain bounded and to keep its sign near that point. The problems construct the delta for polynomial functions, roots and quotients, prove that certain limits do not exist, and find the largest delta that responds to a given epsilon.

Learning objectives

  1. Explain the idea of the limit of a function at a point and distinguish it from the value of the function at that point.
  2. State the epsilon-delta definition of limit, justify the requirement that the point be an accumulation point of the domain, and write the definition and its negation with quantifiers.
  3. Prove from the definition the value of the limit of simple algebraic functions, constructing a delta for each epsilon.
  4. Prove the uniqueness of the limit and its local properties, and apply the negation of the definition to prove that a limit does not exist.

The idea of limit

Algebra and geometry study the value a function takes at each point; calculus also studies what happens to its values when the variable approaches a point, even if the function is not defined at that point. The need is an old one. The slope of the line through two points of a curve is computed with a difference quotient; the slope of the tangent line ought to be the value of that quotient when the two points merge, but then the quotient is 00\frac{0}{0}, which is not a number. Likewise, the average velocity of a moving body is the quotient of the distance traveled by the time elapsed, and the velocity at an instant is what that quotient comes to be when the elapsed time shrinks to nothing. In both cases one asks about the values of a function near a point where it is not defined.

A simple example shows the situation. The following function is not defined at x=1x = 1, because its denominator vanishes there; nevertheless, its values at points near 11 are close to 22:

f(x)=x2−1x−1,f(0.9)=1.9,f(0.99)=1.99,f(1.01)=2.01,f(1.1)=2.1f(x) = \frac{x^2 - 1}{x - 1}, \qquad f(0.9) = 1.9, \quad f(0.99) = 1.99, \quad f(1.01) = 2.01, \quad f(1.1) = 2.1

The reason is that, for x≠1x \neq 1, the numerator factors as (x−1)(x+1)(x - 1)(x + 1) and the quotient equals x+1x + 1; the graph of ff is the line y=x+1y = x + 1 with a hole at the point (1,2)(1, 2). We then say that the limit of ff as xx tends to 11 is 22, and we write:

lim⁡x→1x2−1x−1=2\lim_{x \to 1} \frac{x^2 - 1}{x - 1} = 2

However, the phrase “the values approach 22” does not work as a definition, for two reasons. The first is that approaching is not enough: when xx goes from 0.90.9 to 0.990.99, the value of ff also approaches 33, because 1.991.99 is closer to 33 than 1.91.9 is, and yet 33 is not the limit. What sets 22 apart is that the values of ff come as close as we like to it, and not merely closer than before. The second reason is that a table examines finitely many points, and a function may behave differently between them: the function sin⁡(πx)\sin\left(\frac{\pi}{x}\right) takes the value 00 at x=0.1x = 0.1, at x=0.01x = 0.01 and at every point of the form 1n\frac{1}{n}, and yet it has no limit at 00, because between those points it oscillates between −1-1 and 11; proposed problem 3 proves this for sin⁡(1x)\sin\left(\frac{1}{x}\right), with the same argument. If this is so, the definition must speak of all nearby points at once and fix with numbers what “as close as we like” means. The tools for this are the absolute value, which measures distances, and the triangle inequality, studied in the lesson on the real line.

Accumulation points

Before defining the limit, we must specify at which points it makes sense to ask about it. The point aa need not belong to the domain of the function, as the example above shows; but there must be points of the domain as close to aa as we like, since otherwise there would be no values of the function to observe.

DefinitionAccumulation point

Let AA be a set of real numbers. A real number aa is an accumulation point of AA if every open interval centered at aa contains some element of AA other than aa:

(∀δ>0)(∃x∈A)(0<∣x−a∣<δ)(\forall \delta > 0)(\exists x \in A)(0 < \abs{x - a} < \delta)

An element of AA that is not an accumulation point of AA is called an isolated point of AA.

For example, 11 is an accumulation point of R∖{1}\mathbb{R} \setminus \{1\}, the domain of the function in the example, although it does not belong to it. Every point of the closed interval [0,1]\icc{0}{1} is an accumulation point of the open interval (0,1)\ioo{0}{1}, the endpoints included. The number 00 is an accumulation point of the set of the numbers 1n\frac{1}{n} with nn a natural number, because, by the Archimedean property, for every δ>0\delta > 0 there is a natural number nn with 1n<δ\frac{1}{n} < \delta. On the other hand, the set N\mathbb{N} has no accumulation points: the interval with center aa and radius 12\frac{1}{2} contains at most one natural number mm; if m=am = a, it contains no natural number other than aa, and if m≠am \neq a, the interval of radius ∣m−a∣\abs{m - a} no longer contains any. The condition 0<∣x−a∣0 < \abs{x - a} is essential; without it, every element of AA would be an accumulation point of AA, because each interval centered at aa contains aa itself.

The definition of limit

With these notions the definition can be given. The phrase “f(x)f(x) is as close to LL as we like” is translated as follows: for each distance ε>0\varepsilon > 0, however small, the values of ff lie at a distance less than ε\varepsilon from LL whenever xx is sufficiently close to aa, that is, at less than a certain distance δ>0\delta > 0, without being equal to aa.

DefinitionLimit of a function at a point

Let ff be a real function defined on a set AA of real numbers, aa an accumulation point of AA and LL a real number. We say that LL is the limit of ff as xx tends to aa, and we write lim⁡x→af(x)=L\lim_{x \to a} f(x) = L, if for every ε>0\varepsilon > 0 there exists a δ>0\delta > 0 such that every xx in AA that satisfies 0<∣x−a∣<δ0 < \abs{x - a} < \delta also satisfies ∣f(x)−L∣<ε\abs{f(x) - L} < \varepsilon:

lim⁡x→af(x)=L↔(∀ε>0)(∃δ>0)(∀x∈A)(0<∣x−a∣<δ→∣f(x)−L∣<ε)\lim_{x \to a} f(x) = L \leftrightarrow (\forall \varepsilon > 0)(\exists \delta > 0)(\forall x \in A)\left(0 < \abs{x - a} < \delta \rightarrow \abs{f(x) - L} < \varepsilon\right)

Geometrically, the condition ∣f(x)−L∣<ε\abs{f(x) - L} < \varepsilon says that the point (x,f(x))(x, f(x)) of the graph lies in the horizontal band between the lines y=L−εy = L - \varepsilon and y=L+εy = L + \varepsilon; the condition 0<∣x−a∣<δ0 < \abs{x - a} < \delta says that xx lies in the interval with center aa and radius δ\delta, without being its center. The definition can be read as a game between two players: the first proposes an ε\varepsilon, the radius of a band around LL, as narrow as they wish; the second must respond with a δ\delta such that the portion of the graph lying over the punctured interval of radius δ\delta stays inside the band. The limit is LL if the second player can respond to every challenge.

ExampleThe challenge and the response

The function gg equals x2x^2 at every x≠1x \neq 1, and at x=1x = 1 it is assigned, on purpose, a value that does not fit with the others: g(1)=52g(1) = \frac{5}{2}. We see how to respond to two challenges for the limit L=1L = 1 at the point a=1a = 1.

Proof

  1. (∀x≠1)(g(x)=x2),g(1)=52(\forall x \neq 1)\left(g(x) = x^2\right), \qquad g(1) = \frac{5}{2}

    The function is defined on the whole line. Near 11, its values are close to 11, except the value at x=1x = 1, which stands apart.

  2. ∣g(x)−1∣<45↔15<g(x)<95\abs{g(x) - 1} < \frac{4}{5} \leftrightarrow \frac{1}{5} < g(x) < \frac{9}{5}

    First challenge: ε=45\varepsilon = \frac{4}{5}. The values of gg must stay in the band that goes from 15\frac{1}{5} to 95\frac{9}{5}.

  3. δ=min⁡(1−15,95−1)=95−1\delta = \min\left(1 - \sqrt{\frac{1}{5}}, \sqrt{\frac{9}{5}} - 1\right) = \resaltar{\sqrt{\frac{9}{5}} - 1}

    For the positive xx other than 11, the condition is equivalent to xx lying between 15\sqrt{\frac{1}{5}} and 95\sqrt{\frac{9}{5}}. The interval is not symmetric about 11: the right endpoint is closer. We respond with the smaller of the two distances.

  4. 0<∣x−1∣<δ→∣g(x)−1∣<450 < \abs{x - 1} < \delta \rightarrow \abs{g(x) - 1} < \frac{4}{5}

    Every xx whose distance from 11 is less than δ\delta, without being 11, satisfies the condition: the portion of the graph over the punctured interval stays in the band. The point (1,g(1))(1, g(1)) lies outside the band, but that does not matter, because the definition excludes x=1x = 1.

  5. ε=25→δ=75−1\varepsilon = \frac{2}{5} \rightarrow \delta = \resaltar{\sqrt{\frac{7}{5}} - 1}

    A more demanding challenge, ε=25\varepsilon = \frac{2}{5}, requires a smaller response. In general, for 0<ε<10 < \varepsilon < 1 the response δ=1+ε−1\delta = \sqrt{1 + \varepsilon} - 1 works, and it becomes as small as we like when ε\varepsilon does: δ\delta depends on ε\varepsilon.

The example shows three features of the definition worth keeping in mind. First, δ\delta depends on ε\varepsilon, and in general also on the point aa; if a δ\delta responds to a challenge, any smaller positive number also responds, so it suffices to find one, and the largest is not needed. Second, the value of the function at aa, if it exists, plays no role: the condition 0<∣x−a∣0 < \abs{x - a} excludes it, and that is why the limit of gg at 11 is 11 even though g(1)g(1) equals 52\frac{5}{2}. Third, only the points xx of the domain count; the others are not examined.

ExampleA linear function

We prove that lim⁡x→2(3x−1)=5\lim_{x \to 2} (3x - 1) = 5. Given ε>0\varepsilon > 0, we must ensure that ∣(3x−1)−5∣<ε\abs{(3x - 1) - 5} < \varepsilon. The expression simplifies and shows its relation to ∣x−2∣\abs{x - 2}:

∣(3x−1)−5∣=∣3x−6∣=3∣x−2∣\abs{(3x - 1) - 5} = \abs{3x - 6} = 3\abs{x - 2}

It therefore suffices that 3∣x−2∣<ε3\abs{x - 2} < \varepsilon, that is, that ∣x−2∣<ε3\abs{x - 2} < \frac{\varepsilon}{3}. We respond with δ=ε3\delta = \frac{\varepsilon}{3}: if 0<∣x−2∣<ε30 < \abs{x - 2} < \frac{\varepsilon}{3}, then ∣(3x−1)−5∣<3⋅ε3=ε\abs{(3x - 1) - 5} < 3 \cdot \frac{\varepsilon}{3} = \varepsilon. Likewise, for a constant function cc any δ\delta responds, because ∣c−c∣=0<ε\abs{c - c} = 0 < \varepsilon; and for the identity function δ=ε\delta = \varepsilon responds, because the required condition, ∣x−a∣<ε\abs{x - a} < \varepsilon, is the same as the one assumed. Therefore:

lim⁡x→ac=c,lim⁡x→ax=a\lim_{x \to a} c = c, \qquad \lim_{x \to a} x = a

The method of the example is the general one: we write ∣f(x)−L∣\abs{f(x) - L} so that the factor ∣x−a∣\abs{x - a} appears, and we bound the rest. When the rest is not a constant, we bound it by restricting δ\delta in advance to a fixed value, for example δ≤1\delta \leq 1; this is the technique of the following example.

ExampleA square

We prove that lim⁡x→3x2=9\lim_{x \to 3} x^2 = 9. Let ε>0\varepsilon > 0.

Proof

  1. ∣x2−9∣=∣x−3∣⋅∣x+3∣\abs{x^2 - 9} = \abs{x - 3} \cdot \dato{f}{\abs{x + 3}}

    We factor the difference of squares; the factor ∣x−3∣\abs{x - 3} appears, which will be made small, multiplied by a factor that depends on xx.

  2. ∣x−3∣<1→5<x+3<7→∣x+3∣<7\abs{x - 3} < 1 \rightarrow 5 < x + 3 < 7 \rightarrow \dato{c}{\abs{x + 3} < 7}

    If we require ∣x−3∣<1\abs{x - 3} < 1, then xx lies between 22 and 44, and the second factor is bounded by 77.

  3. δ=min⁡(1,ε7)\delta = \min\left(1, \frac{\varepsilon}{7}\right)

    With that restriction, it suffices in addition that 7∣x−3∣<ε7\abs{x - 3} < \varepsilon. We choose δ\delta as the smaller of the two numbers, so that both conditions hold.

  4. ∣x2−9∣=∣x−3∣∣x+3∣<ε7⋅7=ε\abs{x^2 - 9} = \abs{x - 3}\abs{x + 3} < \frac{\varepsilon}{7} \cdot 7 = \resaltar{\varepsilon}

    If 0<∣x−3∣<δ0 < \abs{x - 3} < \delta, then ∣x−3∣<1\abs{x - 3} < 1 and ∣x−3∣<ε7\abs{x - 3} < \frac{\varepsilon}{7}; the required inequality follows.

The limit from the beginning of the lesson is proved in the same way, with an observation that will be used often: since the definition does not examine the point aa, we may simplify the expression of ff at the points other than aa. For x≠1x \neq 1, the quotient x2−1x−1\frac{x^2 - 1}{x - 1} equals x+1x + 1, and then ∣f(x)−2∣=∣x−1∣\abs{f(x) - 2} = \abs{x - 1}; δ=ε\delta = \varepsilon responds. Canceling the factor x−1x - 1 is legitimate precisely because xx never equals 11 in the definition.

The definition as a quantified statement

The definition of limit is a statement with three alternating quantifiers: for every ε\varepsilon, there exists δ\delta, for every xx. Its logical structure is that of the statements studied by predicate logic, and knowing how to handle it is half the work with limits. Two consequences follow from it.

The first is that the order of the quantifiers matters. In the definition, δ\delta is chosen after ε\varepsilon is known, and that is why it may depend on it. If we wrote first (∃δ>0)(\exists \delta > 0) and then (∀ε>0)(\forall \varepsilon > 0), one and the same δ\delta would have to work for all ε\varepsilon at once, which is a much stronger claim, one that proposed problem 4 asks you to characterize.

The second is that the negation of the definition is obtained with the rules for negating quantifiers: the negation of “for every” is “there exists some... that does not”, and that of “there exists” is “for every... not”. This yields what it means for LL not to be the limit.

PropositionNegation of the definition of limit

Let ff be a function defined on AA, aa an accumulation point of AA and LL a real number. The number LL is not the limit of ff as xx tends to aa if and only if there exists an ε>0\varepsilon > 0 such that, for every δ>0\delta > 0, there is some xx in AA with 0<∣x−a∣<δ0 < \abs{x - a} < \delta and ∣f(x)−L∣≥ε\abs{f(x) - L} \geq \varepsilon. The negation is moved inward, quantifier by quantifier, until it reaches the implication.

Proof

  1. ¬(∀ε>0)(∃δ>0)(∀x∈A)(0<∣x−a∣<δ→∣f(x)−L∣<ε)\neg (\forall \varepsilon > 0)(\exists \delta > 0)(\forall x \in A)\left(0 < \abs{x - a} < \delta \rightarrow \abs{f(x) - L} < \varepsilon\right)

    We negate the whole definition.

  2. (∃ε>0)¬(∃δ>0)(∀x∈A)(0<∣x−a∣<δ→∣f(x)−L∣<ε)(\exists \varepsilon > 0) \resaltar{\neg} (\exists \delta > 0)(\forall x \in A)\left(0 < \abs{x - a} < \delta \rightarrow \abs{f(x) - L} < \varepsilon\right)

    The negation of a universal statement is the existence of a case in which it fails.

  3. (∃ε>0)(∀δ>0)¬(∀x∈A)(0<∣x−a∣<δ→∣f(x)−L∣<ε)(\exists \varepsilon > 0)(\forall \delta > 0) \resaltar{\neg} (\forall x \in A)\left(0 < \abs{x - a} < \delta \rightarrow \abs{f(x) - L} < \varepsilon\right)

    The negation of an existential statement is that all cases fail.

  4. (∃ε>0)(∀δ>0)(∃x∈A)¬(0<∣x−a∣<δ→∣f(x)−L∣<ε)(\exists \varepsilon > 0)(\forall \delta > 0)(\exists x \in A) \resaltar{\neg} \left(0 < \abs{x - a} < \delta \rightarrow \abs{f(x) - L} < \varepsilon\right)

    We negate a universal statement again.

  5. (∃ε>0)(∀δ>0)(∃x∈A)(0<∣x−a∣<δ∧∣f(x)−L∣≥ε)(\exists \varepsilon > 0)(\forall \delta > 0)(\exists x \in A)\left(0 < \abs{x - a} < \delta \wedge \resaltar{\abs{f(x) - L} \geq \varepsilon}\right)

    An implication is false if and only if its antecedent is true and its consequent false; and the negation of ∣f(x)−L∣<ε\abs{f(x) - L} < \varepsilon is ∣f(x)−L∣≥ε\abs{f(x) - L} \geq \varepsilon, by trichotomy.

In terms of the game, LL is not the limit if the first player has a challenge to which no response works: however small the proposed δ\delta, there is a point of the punctured interval whose value leaves the band. To prove that a function has no limit at aa, one must show that no real number LL is its limit, as is done in solved problem 4.

Fundamental properties

The notation lim⁡x→af(x)=L\lim_{x \to a} f(x) = L speaks of the limit, as if it were a single number. That requires a proof: that two different numbers cannot both satisfy the definition. This is where the requirement that aa be an accumulation point of the domain comes in. If it were not, there would exist a δ0>0\delta_0 > 0 such that no xx of the domain would satisfy 0<∣x−a∣<δ00 < \abs{x - a} < \delta_0; by always responding with that δ0\delta_0, the implication in the definition would be true for every LL, because its antecedent would never hold, and every number would be a limit.

TheoremUniqueness of the limit

Let ff be a function defined on AA and aa an accumulation point of AA. If lim⁡x→af(x)=L\lim_{x \to a} f(x) = L and lim⁡x→af(x)=L′\lim_{x \to a} f(x) = L', then L=L′L = L'. We argue by contradiction: we suppose that the limits are different, for example L<L′L < L', and we choose an ε\varepsilon so small that the bands of radius ε\varepsilon around LL and around L′L' do not touch.

Proof

  1. ε=L′−L2>0\dato{e}{\varepsilon = \frac{L' - L}{2} > 0}

    Suppose L<L′L < L', and let ε\varepsilon be half the distance between them; it is positive.

  2. 0<∣x−a∣<δ1→∣f(x)−L∣<ε,0<∣x−a∣<δ2→∣f(x)−L′∣<ε0 < \abs{x - a} < \delta_1 \rightarrow \abs{f(x) - L} < \varepsilon, \qquad 0 < \abs{x - a} < \delta_2 \rightarrow \abs{f(x) - L'} < \varepsilon

    The bands of radius ε\varepsilon around LL and around L′L' have no common points, and we apply the definition to each limit with that ε\varepsilon: we obtain two responses, δ1\delta_1 and δ2\delta_2, which in general are different.

  3. δ=min⁡(δ1,δ2),(∃x∈A)(0<∣x−a∣<δ)\delta = \min(\delta_1, \delta_2), \quad (\exists x \in A)\left(0 < \abs{x - a} < \delta\right)

    For both conditions to hold at once, we take the smaller of the two radii. Since aa is an accumulation point of AA, the punctured interval of radius δ\delta contains some xx of the domain.

  4. ∣f(x)−L∣<ε∧∣f(x)−L′∣<ε\dato{d}{\abs{f(x) - L} < \varepsilon \wedge \abs{f(x) - L'} < \varepsilon}

    For that xx both inequalities hold: the value f(x)f(x) would lie in both bands at once.

  5. L′−L≤∣L′−f(x)∣+∣f(x)−L∣<2ε=L′−LL' - L \leq \abs{L' - f(x)} + \abs{f(x) - L} < 2\varepsilon = \resaltar{L' - L}

    By the triangle inequality, the distance between LL and L′L' would be less than 2ε2\varepsilon, which is precisely that distance: a contradiction. Therefore L<L′L < L' cannot hold; likewise, L′<LL' < L cannot hold, and by trichotomy, L=L′L = L'.

The following lemma formalizes the observation that allowed us to simplify the quotient x2−1x−1\frac{x^2 - 1}{x - 1}: the limit at aa depends only on the values of the function near aa, and not on the value it takes at aa nor on those far from it.

LemmaThe limit depends only on nearby values

Let ff and gg be functions defined on AA, aa an accumulation point of AA, and r>0r > 0 such that f(x)=g(x)f(x) = g(x) for every xx in AA with 0<∣x−a∣<r0 < \abs{x - a} < r. If lim⁡x→af(x)=L\lim_{x \to a} f(x) = L, then lim⁡x→ag(x)=L\lim_{x \to a} g(x) = L. It suffices to take the response that works for ff and, if necessary, to reduce it to rr.

Proof

  1. 0<∣x−a∣<δ1→∣f(x)−L∣<ε\dato{f}{0 < \abs{x - a} < \delta_1 \rightarrow \abs{f(x) - L} < \varepsilon}

    Let ε>0\varepsilon > 0. By hypothesis, there exists a response δ1\delta_1 for ff.

  2. δ=min⁡(δ1,r)\delta = \min(\delta_1, r)

    We take the smaller of that response and the radius within which the functions coincide.

  3. ∣g(x)−L∣=∣f(x)−L∣<ε\abs{g(x) - L} = \abs{\resaltar{f(x)} - L} < \varepsilon

    If xx is in AA and 0<∣x−a∣<δ0 < \abs{x - a} < \delta, then g(x)=f(x)g(x) = f(x), because δ≤r\delta \leq r, and f(x)f(x) lies in the band, because δ≤δ1\delta \leq \delta_1.

The following two properties say that the limit imposes conditions on the function near the point. The first forces it to remain bounded; the second, to have the sign of the limit when the latter is not zero. Both are obtained by applying the definition with an ε\varepsilon chosen in advance, and they will be the tools for proving the product and quotient rules in the lesson on the algebra of limits.

PropositionLocal boundedness and preservation of sign

Let ff be a function defined on AA, aa an accumulation point of AA, and lim⁡x→af(x)=L\lim_{x \to a} f(x) = L. Then there exists a δ>0\delta > 0 such that, for every xx in AA with 0<∣x−a∣<δ0 < \abs{x - a} < \delta, we have ∣f(x)∣<∣L∣+1\abs{f(x)} < \abs{L} + 1. If moreover L≠0L \neq 0, there exists a δ>0\delta > 0 such that, for those same xx, f(x)f(x) has the sign of LL and ∣f(x)∣>∣L∣2\abs{f(x)} > \frac{\abs{L}}{2}. Each claim is the definition applied to a specific challenge: ε=1\varepsilon = 1 for the first and ε=∣L∣2\varepsilon = \frac{\abs{L}}{2} for the second.

Proof

  1. 0<∣x−a∣<δ→∣f(x)−L∣<10 < \abs{x - a} < \delta \rightarrow \dato{u}{\abs{f(x) - L} < 1}

    With ε=1\varepsilon = 1, the definition gives a δ\delta such that the values of ff differ from LL by less than 11.

  2. ∣f(x)∣≤∣f(x)−L∣+∣L∣<∣L∣+1\abs{f(x)} \leq \abs{f(x) - L} + \abs{L} < \resaltar{\abs{L} + 1}

    By the triangle inequality, the absolute value of f(x)f(x) does not exceed that of LL plus that distance.

  3. L−∣L∣2<f(x)<L+∣L∣2\dato{m}{L - \frac{\abs{L}}{2} < f(x) < L + \frac{\abs{L}}{2}}

    If L≠0L \neq 0, with ε=∣L∣2\varepsilon = \frac{\abs{L}}{2}, which is positive, the definition gives another δ\delta, and f(x)f(x) lies in the interval with center LL and radius ∣L∣2\frac{\abs{L}}{2}.

  4. L>0→f(x)>L2>0,L<0→f(x)<L2<0L > 0 \rightarrow f(x) > \resaltar{\frac{L}{2}} > 0, \qquad L < 0 \rightarrow f(x) < \resaltar{\frac{L}{2}} < 0

    If L>0L > 0, the left endpoint is L2\frac{L}{2}, which is positive; if L<0L < 0, the right endpoint is L2\frac{L}{2}, which is negative. In both cases, f(x)f(x) has the sign of LL and is farther from 00 than ∣L∣2\frac{\abs{L}}{2}.

With the definition one can prove the value of any limit, but the work grows with the complexity of the function. The lesson on the algebra of limits proves, starting from this one, the rules for the sum, the product, the quotient, powers and roots, which make it possible to compute most limits without going back each time to look for a δ\delta.

Solved problems

The problems increase in difficulty: the first three construct δ\delta for a polynomial, a root and a quotient, each with its own way of bounding the factor that accompanies ∣x−a∣\abs{x - a}; the fourth uses the negation of the definition to prove that a limit does not exist; and the last finds the largest δ\delta that responds to a given challenge.

Solved problem 1A quadratic polynomial

Prove from the definition that lim⁡x→2(x2+x)=6\lim_{x \to 2} (x^2 + x) = 6.

Solution

  1. ∣(x2+x)−6∣=∣x−2∣⋅∣x+3∣\abs{(x^2 + x) - 6} = \abs{x - 2} \cdot \dato{f}{\abs{x + 3}}

    Let ε>0\varepsilon > 0. Since 22 is a root of the polynomial x2+x−6x^2 + x - 6, the latter has the factor x−2x - 2.

  2. ∣x−2∣<1→4<x+3<6→∣x+3∣<6\abs{x - 2} < 1 \rightarrow 4 < x + 3 < 6 \rightarrow \dato{c}{\abs{x + 3} < 6}

    We restrict the radius to 11 in advance: then xx lies between 11 and 33, and the second factor is bounded.

  3. δ=min⁡(1,ε6)\delta = \min\left(1, \frac{\varepsilon}{6}\right)

    With that restriction it suffices that 6∣x−2∣<ε6\abs{x - 2} < \varepsilon; we choose the smaller of the two radii.

  4. ∣(x2+x)−6∣=∣x−2∣∣x+3∣<ε6⋅6=ε\abs{(x^2 + x) - 6} = \abs{x - 2}\abs{x + 3} < \frac{\varepsilon}{6} \cdot 6 = \resaltar{\varepsilon}

    If 0<∣x−2∣<δ0 < \abs{x - 2} < \delta, both conditions hold, and the required inequality follows.

Solved problem 2A square root

Prove from the definition that lim⁡x→4x=2\lim_{x \to 4} \sqrt{x} = 2, where the function is defined on [0,∞)\ico{0}{\infty}.

Solution

  1. x−2=(x−2)(x+2)x+2=x−4x+2\sqrt{x} - 2 = \frac{(\sqrt{x} - 2)(\sqrt{x} + 2)}{\sqrt{x} + 2} = \dato{q}{\frac{x - 4}{\sqrt{x} + 2}}

    Let ε>0\varepsilon > 0. To make x−4x - 4 appear, we multiply and divide by the conjugate expression, x+2\sqrt{x} + 2, which is positive.

  2. ∣x−2∣=∣x−4∣x+2≤∣x−4∣2\abs{\sqrt{x} - 2} = \frac{\abs{x - 4}}{\sqrt{x} + 2} \leq \dato{c}{\frac{\abs{x - 4}}{2}}

    The denominator is at least 22, because x≥0\sqrt{x} \geq 0; this time there is no need to restrict the radius, because the bound holds on the whole domain.

  3. δ=2ε\delta = 2\varepsilon

    It therefore suffices that ∣x−4∣2<ε\frac{\abs{x - 4}}{2} < \varepsilon.

  4. ∣x−2∣≤∣x−4∣2<2ε2=ε\abs{\sqrt{x} - 2} \leq \frac{\abs{x - 4}}{2} < \frac{2\varepsilon}{2} = \resaltar{\varepsilon}

    If x≥0x \geq 0 and 0<∣x−4∣<2ε0 < \abs{x - 4} < 2\varepsilon, we obtain the required inequality. Only the points xx of the domain are examined: the negative ones, where the root is not defined, do not count, even though they are close to 44 if ε\varepsilon is large.

Solved problem 3A quotient

Prove from the definition that lim⁡x→31x=13\lim_{x \to 3} \frac{1}{x} = \frac{1}{3}, where the function is defined on R∖{0}\mathbb{R} \setminus \{0\}.

Solution

  1. ∣1x−13∣=∣3−x3x∣=∣x−3∣3∣x∣\abs{\frac{1}{x} - \frac{1}{3}} = \abs{\frac{3 - x}{3x}} = \frac{\abs{x - 3}}{\dato{d}{3\abs{x}}}

    Let ε>0\varepsilon > 0. We bring the difference to a common denominator.

  2. ∣x−3∣<1→x>2→3∣x∣>6\abs{x - 3} < 1 \rightarrow x > 2 \rightarrow \dato{c}{3\abs{x} > 6}

    Now the factor that accompanies ∣x−3∣\abs{x - 3} is in the denominator, and we must prevent the latter from approaching 00. If ∣x−3∣<1\abs{x - 3} < 1, then x>2x > 2, and the denominator is greater than 66.

  3. δ=min⁡(1,6ε)\delta = \min(1, 6\varepsilon)

    With that restriction, the quotient is less than ∣x−3∣6\frac{\abs{x - 3}}{6}, and it suffices that this quantity be less than ε\varepsilon.

  4. ∣1x−13∣<∣x−3∣6<6ε6=ε\abs{\frac{1}{x} - \frac{1}{3}} < \frac{\abs{x - 3}}{6} < \frac{6\varepsilon}{6} = \resaltar{\varepsilon}

    If 0<∣x−3∣<δ0 < \abs{x - 3} < \delta, both conditions hold. Without the prior restriction the method would fail: near x=0x = 0 the quotient grows without bound.

Solved problem 4A function that jumps

The sign function, defined on R∖{0}\mathbb{R} \setminus \{0\}, equals 11 on the positive numbers and −1-1 on the negative ones. Prove that it has no limit as xx tends to 00.

s(x)=x∣x∣s(x) = \frac{x}{\abs{x}}

Solution

  1. (∀L)(∃ε>0)(∀δ>0)(∃x)(0<∣x∣<δ∧∣s(x)−L∣≥ε)(\forall L)(\exists \varepsilon > 0)(\forall \delta > 0)(\exists x)\left(0 < \abs{x} < \delta \wedge \abs{s(x) - L} \geq \varepsilon\right)

    The point 00 is an accumulation point of the domain. We must prove that no real number LL is the limit; by the negation of the definition, it suffices to find, for each LL, a challenge to which no δ\delta responds. We propose ε=1\varepsilon = 1 for all LL.

  2. s(δ2)=1,s(−δ2)=−1s\left(\frac{\delta}{2}\right) = 1, \qquad s\left(-\frac{\delta}{2}\right) = -1

    Let δ>0\delta > 0 be arbitrary. The punctured interval of radius δ\delta contains a positive number and a negative number, at which the function equals 11 and −1-1.

  3. 2=∣1−(−1)∣≤∣1−L∣+∣L−(−1)∣2 = \abs{1 - (-1)} \leq \abs{1 - L} + \abs{L - (-1)}

    The distance between 11 and −1-1 is 22; by the triangle inequality, the distances from LL to those two values add up to at least 22.

  4. ∣s(δ2)−L∣≥1∨∣s(−δ2)−L∣≥1\abs{s\left(\frac{\delta}{2}\right) - L} \geq 1 \vee \abs{s\left(-\frac{\delta}{2}\right) - L} \geq 1

    It follows that one of the two distances is at least 11: if both were less than 11, their sum would be less than 22.

  5. ¬(∃L)(lim⁡x→0s(x)=L)\neg (\exists L)\left(\lim_{x \to 0} s(x) = L\right)

    Thus, for each LL, the challenge ε=1\varepsilon = 1 has no response: no band of width 22 contains both values 11 and −1-1 when its edges are excluded. The function has no limit at 00.

Solved problem 5The largest delta

For the function f(x)=x2f(x) = x^2 at the point a=1a = 1, with L=1L = 1 and the challenge ε=12\varepsilon = \frac{1}{2}, determine the largest δ\delta that responds to the challenge.

Solution

  1. ∣x2−1∣<12↔12<x2<32\abs{x^2 - 1} < \frac{1}{2} \leftrightarrow \frac{1}{2} < x^2 < \frac{3}{2}

    The condition ∣x2−1∣<12\abs{x^2 - 1} < \frac{1}{2} means that x2x^2 lies between 12\frac{1}{2} and 32\frac{3}{2}.

  2. 12<x<32\sqrt{\frac{1}{2}} < x < \sqrt{\frac{3}{2}}

    Near 11, the points xx are positive, and the condition is equivalent to xx lying between the square roots of the endpoints.

  3. 1−12≈0.293,32−1≈0.2251 - \sqrt{\frac{1}{2}} \approx 0.293, \qquad \sqrt{\frac{3}{2}} - 1 \approx 0.225

    The distances from 11 to the endpoints are different: the parabola rises faster to the right of 11, and the right endpoint is closer.

  4. δ=32−1=6−22\delta = \sqrt{\frac{3}{2}} - 1 = \resaltar{\frac{\sqrt{6} - 2}{2}}

    The interval with center 11 and radius δ\delta must fit inside the interval found; its radius cannot exceed the smaller of the two distances, which responds to the challenge.

  5. 0<32−1<δ′,∣(32)2−1∣=120 < \sqrt{\frac{3}{2}} - 1 < \delta', \qquad \abs{\left(\sqrt{\frac{3}{2}}\right)^2 - 1} = \frac{1}{2}

    No larger radius works: if δ′>δ\delta' > \delta, the distance from the point x=32x = \sqrt{\frac{3}{2}} to 11 is less than δ′\delta', and there the distance from x2x^2 to 11 is exactly 12\frac{1}{2}, which is not less than ε\varepsilon.

Proposed problems

The problems increase in difficulty: the first two repeat, with other polynomials, the technique of restricting the radius; the third applies the negation of the definition to a function that oscillates; the fourth examines what happens if the order of the quantifiers is reversed; and the last studies a function that has a limit at only one point. Each one has a hint, which is best opened only after you have attempted the problem.

Proposed problem 1Another quadratic polynomial

Prove from the definition that lim⁡x→−1(2x2−3x)=5\lim_{x \to -1} (2x^2 - 3x) = 5.

Hint

Factor 2x2−3x−52x^2 - 3x - 5: it has the root −1-1. Restrict the radius to 11 and bound the other factor on the interval that goes from −2-2 to 00.

Answer

Since 2x2−3x−5=(x+1)(2x−5)2x^2 - 3x - 5 = (x + 1)(2x - 5) and, if ∣x+1∣<1\abs{x + 1} < 1, then ∣2x−5∣<9\abs{2x - 5} < 9, a valid response is:

δ=min⁡(1,ε9)\delta = \min\left(1, \frac{\varepsilon}{9}\right)
Proposed problem 2A cube

Prove from the definition that lim⁡x→1x3=1\lim_{x \to 1} x^3 = 1.

Hint

Use the factorization of the difference of cubes, x3−1=(x−1)(x2+x+1)x^3 - 1 = (x - 1)(x^2 + x + 1), and bound the second factor when xx lies between 00 and 22.

Answer

If ∣x−1∣<1\abs{x - 1} < 1, then 0<x2+x+1<70 < x^2 + x + 1 < 7, so a valid response is:

δ=min⁡(1,ε7)\delta = \min\left(1, \frac{\varepsilon}{7}\right)
Proposed problem 3A function that oscillates

Prove that the function sin⁡(1x)\sin\left(\frac{1}{x}\right), defined on R∖{0}\mathbb{R} \setminus \{0\}, has no limit as xx tends to 00.

Hint

Follow the method of solved problem 4. In every punctured interval centered at 00 there are points where the function equals 11 and points where it equals −1-1: look for xx of the form 1π2+2nπ\frac{1}{\frac{\pi}{2} + 2n\pi} and 13π2+2nπ\frac{1}{\frac{3\pi}{2} + 2n\pi}, with nn a sufficiently large natural number.

Answer

For each LL, no δ\delta responds to the challenge ε=1\varepsilon = 1, because for large nn the distance from each of the following two points to 00 is less than δ\delta, and at them the function equals 11 and −1-1:

xn=1π2+2nπ,yn=13π2+2nπx_n = \frac{1}{\frac{\pi}{2} + 2n\pi}, \qquad y_n = \frac{1}{\frac{3\pi}{2} + 2n\pi}
Worked solution

Solution

  1. 0<13π2+2nπ<1π2+2nπ<12nπ<δ0 < \frac{1}{\frac{3\pi}{2} + 2n\pi} < \frac{1}{\frac{\pi}{2} + 2n\pi} < \frac{1}{2n\pi} < \resaltar{\delta}

    Let LL be a real number and δ>0\delta > 0. By the Archimedean property there exists a natural number nn with 2nπ>1δ2n\pi > \frac{1}{\delta}; then the following two points are positive and less than δ\delta.

  2. sin⁡(π2+2nπ)=1,sin⁡(3π2+2nπ)=−1\sin\left(\frac{\pi}{2} + 2n\pi\right) = 1, \qquad \sin\left(\frac{3\pi}{2} + 2n\pi\right) = -1

    At the first, 1x\frac{1}{x} is an angle whose sine is 11; at the second, one whose sine is −1-1.

  3. ∣1−L∣+∣L+1∣≥2→∣1−L∣≥1∨∣−1−L∣≥1\abs{1 - L} + \abs{L + 1} \geq 2 \rightarrow \abs{1 - L} \geq 1 \vee \abs{-1 - L} \geq 1

    As in solved problem 4, the distances from LL to 11 and to −1-1 add up to at least 22, and one of them is at least 11. The challenge ε=1\varepsilon = 1 has no response, for any LL.

Proposed problem 4The order of the quantifiers

Let ff be a function defined on AA, aa an accumulation point of AA and LL a real number. Prove that the following statement, which results from the definition of limit by interchanging the first two quantifiers, holds if and only if ff takes the value LL at all the points of AA in some punctured interval centered at aa. Does the function x2x^2 satisfy it at a=3a = 3 with L=9L = 9?

(∃δ>0)(∀ε>0)(∀x∈A)(0<∣x−a∣<δ→∣f(x)−L∣<ε)(\exists \delta > 0)(\forall \varepsilon > 0)(\forall x \in A)\left(0 < \abs{x - a} < \delta \rightarrow \abs{f(x) - L} < \varepsilon\right)
Hint

If a nonnegative number is less than every ε>0\varepsilon > 0, it is 00: otherwise, it would itself be an ε\varepsilon that it is not less than.

Answer

Once the δ\delta of the statement is fixed, each xx in the punctured interval satisfies ∣f(x)−L∣<ε\abs{f(x) - L} < \varepsilon for every ε>0\varepsilon > 0, hence f(x)=Lf(x) = L; the converse is immediate. The function x2x^2 does not satisfy it at 33, although its limit there is 99, because it is not constant on any interval:

(3+δ2)2≠9\left(3 + \frac{\delta}{2}\right)^2 \neq 9
Worked solution

Solution

  1. (∀ε>0)(∣f(x)−L∣<ε)\dato{t}{(\forall \varepsilon > 0)\left(\abs{f(x) - L} < \varepsilon\right)}

    Suppose the statement holds, and let δ\delta be the radius it asserts. Take an xx in AA with 0<∣x−a∣<δ0 < \abs{x - a} < \delta; the inequality holds for every positive ε\varepsilon.

  2. ∣f(x)−L∣<∣f(x)−L∣→⊥,f(x)=L\abs{f(x) - L} < \abs{f(x) - L} \rightarrow \bot, \qquad \resaltar{f(x) = L}

    If ∣f(x)−L∣\abs{f(x) - L} were positive, we could take ε=∣f(x)−L∣\varepsilon = \abs{f(x) - L}, and the inequality would say that a number is less than itself. Therefore it is 00, and f(x)=Lf(x) = L.

  3. 0<∣x−a∣<δ→∣f(x)−L∣=0<ε0 < \abs{x - a} < \delta \rightarrow \abs{f(x) - L} = 0 < \varepsilon

    Conversely, if ff takes the value LL at the points of AA in a punctured interval of radius δ\delta, that same δ\delta works for every ε\varepsilon, because the distance is 00.

  4. 0<∣x−3∣<6→x2≠90 < \abs{x - 3} < 6 \rightarrow x^2 \neq 9

    The function x2x^2 does not take the value 99 at any point other than 33 near it, so it does not satisfy the statement, although it satisfies the definition of limit. The reversed statement is not another way of saying the same thing, but a much stronger claim.

Proposed problem 5A limit at only one point

The following function equals xx at the rationals and 00 at the irrationals. Prove that its limit at 00 is 00, and that it has no limit at any point a≠0a \neq 0.

h(x)={xx∈Q0x∉Qh(x) = \begin{cases} x & x \in \mathbb{Q} \\ 0 & x \notin \mathbb{Q} \end{cases}
Hint

At 00, observe that ∣h(x)∣≤∣x∣\abs{h(x)} \leq \abs{x} in all cases. At a≠0a \neq 0, propose the challenge ε=∣a∣3\varepsilon = \frac{\abs{a}}{3} and use the fact that every interval contains rationals and irrationals, as was proved in the lesson on the real line: a nearby irrational forces LL to be close to 00, and a nearby rational forces it to be close to aa.

Answer

At 00, δ=ε\delta = \varepsilon responds. At a≠0a \neq 0, if LL were the limit, an irrational yy and a rational xx of the punctured interval of radius min⁡(δ,∣a∣3)\min\left(\delta, \frac{\abs{a}}{3}\right) would give at once the following two inequalities, which are incompatible:

∣L∣<∣a∣3,∣L∣>∣x∣−∣a∣3>∣a∣3\abs{L} < \frac{\abs{a}}{3}, \qquad \abs{L} > \abs{x} - \frac{\abs{a}}{3} > \frac{\abs{a}}{3}
Worked solution

Solution

  1. 0<∣x∣<ε→∣h(x)−0∣≤∣x∣<ε0 < \abs{x} < \varepsilon \rightarrow \abs{h(x) - 0} \leq \abs{x} < \varepsilon

    At 00: at the rationals ∣h(x)∣=∣x∣\abs{h(x)} = \abs{x}, and at the irrationals ∣h(x)∣=0\abs{h(x)} = 0; in both cases, the distance from h(x)h(x) to 00 does not exceed that from xx to 00, and δ=ε\delta = \varepsilon responds.

  2. δ′=min⁡(δ,∣a∣3)\delta' = \min\left(\delta, \frac{\abs{a}}{3}\right)

    Let a≠0a \neq 0 and suppose that LL is the limit at aa. With ε=∣a∣3\varepsilon = \frac{\abs{a}}{3} there is a δ\delta that responds, and we reduce it, if necessary, to ∣a∣3\frac{\abs{a}}{3}.

  3. ∣0−L∣<∣a∣3→∣L∣<∣a∣3\abs{0 - L} < \frac{\abs{a}}{3} \rightarrow \dato{i}{\abs{L} < \frac{\abs{a}}{3}}

    In the punctured interval of radius δ′\delta' there is an irrational yy, at which hh equals 00: the limit lies close to 00.

  4. ∣x−L∣<∣a∣3,∣x∣>∣a∣−∣a∣3=2∣a∣3\abs{x - L} < \frac{\abs{a}}{3}, \qquad \dato{r}{\abs{x} > \abs{a} - \frac{\abs{a}}{3} = \frac{2\abs{a}}{3}}

    There is also a rational xx, at which hh equals xx. Since the distance from xx to aa is less than ∣a∣3\frac{\abs{a}}{3}, its absolute value is greater than 2∣a∣3\frac{2\abs{a}}{3}.

  5. ∣L∣≥∣x∣−∣x−L∣>2∣a∣3−∣a∣3=∣a∣3\abs{L} \geq \abs{x} - \abs{x - L} > \frac{2\abs{a}}{3} - \frac{\abs{a}}{3} = \resaltar{\frac{\abs{a}}{3}}

    By the triangle inequality, ∣L∣\abs{L} would be at once less than and greater than ∣a∣3\frac{\abs{a}}{3}: a contradiction. There is no limit at aa.