CHAPTER 1

Analysis

1. Metric spaces
1.1. Distance. Let E be a set. A metric (or distance) d on E is a map
d : E × E → R+ satisfying:
1) ∀x, y ∈ E : d(x, y) = 0 ⇔ x = y.
2) ∀x, y ∈ E : d(x, y) = d(y, x).(symmetry)
3) ∀x, y, z ∈ E : d(x, y) ≤ d(x, z) + d(z, y). (Triangle inequality)
A set E endowed with a metric d is called a metric space.
Example 1.1.1.
(1) The discrete metric d on E is defined by ∀x, y ∈ E : d(x, y) = 0 if x = y,
otherwise d(x, y) = 1.
(2) On R, d(x, y) := |x − y| is a metric, referred to as the usual metric.
(3) (Euclidian metric)p For x = (x1 , x2 ) and y = (y1 , y2 ) in R2 , the euclidian
distance d(x, y) is (x1 − y1 )2 + (x2 − y2 )2 .
(4) (Manhattan metric) For x = (x1 , x2 ) and y = (y1 , y2 ) in R2 , let d(x, y) be
defined as d(x, y) := |x1 − y1 | + |x2 − y2 |. d is a metric on R2 sometimes
called the Manhattan metric.
(5) If k.k is a norm on a real vector space F (i.e. k.k : F → R+ satisfying
1) ∀x ∈ F : kxk = 0 ⇔ x = 0.
2) ∀x ∈ F, ∀α ∈ R : kα · xk = |α| · kxk.
3) ∀x, y ∈ F : kx + yk ≤ kxk + kyk.)
then d(x, y) := kx − yk is a distance on F .
(6) On the vector space Rk , one often consider the following norms:
Pk qP
k 2 k
kxk1 := i=1 |xi |; kxk2 := i=1 xi and kxk∞ := maxi=1 |xi |.

In case k = 2, the metrics associated with k.k1 and k.k2 are respectivly the
Manhattan and the Euclidian metric.
(7) A function f : E → R is bounded if kf k∞ := sup{|f (x)| : x ∈ E} < ∞.
Prove that the set B(E) of bounded functions on E is a vector space and
that k.k∞ is a norm on B(E).

1.2. Balls, Open and closed sets, Neighborhoods. In a metric space

(E, d) the open ball B(x, ) with center x ∈ E and radius  ∈ R+ is defined as
B(x, ) := {y ∈ E : d(x, y) < }.
A subset A of E is a neighborhood of x ∈ E if there exists  > 0 such that
B(x, ) ⊂ A. In particular ∅ is an open set.
A subset A of E is an open set iif it is a neighborhood of all its points: ∀x ∈
A : ∃ > 0 : B(x, ) ⊂ A.
1
2 1. ANALYSIS

A subset A is closed iif Ac is an open set, where Ac denotes the complementary

of A in E: Ac := E − A.

Exercise 1.2.1.
(1) Draw the open ball B(0, 1) when d is the Euclidian metric on R2 . Same
exercise when d is the Manhattan metric.
(2) If d is the discrete metric on E and x ∈ E, what are the neighborhoods of
x.
(3) Is X := {(x, 0) : x ∈ R} an open or a closed set of R2 endowed with the
Euclidian metric? Find a set that is neither open nor closed in R2 .
(4) In a metric space (E, d) prove that E (resp ∅ ) is simultaneously open and
closed.
(5) In a metric space (E, d), prove that B(x, ) is an open set.
(6) Let {Ai , i ∈ I} be a family of open sets in a metric space. Prove that
∪i∈I Ai is still an open set. Assuming that I is a finite set, prove that
∩i∈I Ai is also open. Note that ∩i∈I Ai may fail to be an open set when
I is not finite. Find a counter example for this. What can be said about
the union and the intersection of a family of closed sets.

The interior A◦ of a set A is defined as the union of the open subsets of A. As

it follows from the last exercise, A◦ is an open subset of A. Clearly A is an open
set iif A◦ = A
In the same way, the closure Cl(A) is defined as the intersection of the closed
sets that contains A. Obviously: A◦ ⊂ A ⊂ Cl(A) = ((Ac )◦ )c . Furthermore A is
closed iif A = Cl(A).
Two metrics d and d0 on a set E are topologically equivalent if both metric
spaces (E, d) and (E, d0 ) have the same open sets.

Exercise 1.2.2.
d(x,y)
(1) If (E, d) is a metric space, prove that d0 (x, y) := 1+d(x,y) is a metric on
0
E equivalent to d that is bounded: ∀x, y ∈ E : d (x, y) ≤ 1.
(2) Let d and d0 be two proportionally equivalent metrics on E (i.e. with the
property that ∃α, β > 0 : ∀x, y ∈ E : αd(x, y) ≤ d0 (x, y) ≤ βd(x, y).)
Prove that d and d0 are topologically equivalent.

1.3. Convergent sequences. A sequence {xn }n∈N in E is a map x. : N → E.

A sequence {x0k }k∈N is a sub-sequence of {xn }n∈N if there exists a strictly increasing
map n. : N → N such that for all k ∈ N : x0k := xnk .
The sequence {xn }n∈N penetrates a set A if ∃N : ∀n ≥ N : xn ∈ A. Clearly if
{xn }n∈N penetrates a set A, so does any sub-sequence of {xn }n∈N .
The sequence {xn }n∈N is converging to a ∈ E if it penetrates all the neighbor-
hoods of a. In this case, a is called the limit of {xn }n∈N and we write a = limn→∞ xn
n→∞
or xn −→ a.
Clearly, if {xn }n∈N is converging to a, then it penetrates all the balls B(a, )
with  > 0. In other words: ∀ > 0 : ∃N : ∀n ≥ N : d(a, xn ) < . This later
condition is thus necessary to have the convergence of {xn }n∈N to a. It is also
sufficient, since if V is a neighborhood of a, there exists a ball B(a, ) ⊂ V with
 > 0. Since B(a, ) is penetrated by {xn }n∈N , so is V .
 1. METRIC SPACES 3

Theorem 1.3.1.
1) In a metric space (E, d), a sequence {xn }n∈N has at most one limit.
2) All the subsequences of a converging sequence {xn }n∈N converge to the same
limit.
Proof: 1) If {xn }n∈N converges to a and b, then, ∀ > 0, it penetrates B(a, ) and
B(b, ). Therefore, there is an N such that xN ∈ B(a, )∩B(b, ). As a consequence:
d(a, b) ≤ d(a, xN ) + d(b, xN ) ≤ 2. Since this holds for all  > 0 it must be the case
that d(a, b) = 0 or equivalently that a = b.
2) If {xn }n∈N converges to a, it penetrates all the neighborhoods of a, and so
does any sub-sequence {x0n }n∈N of {xn }n∈N . Therefore {x0n }n∈N also converges to
a.

Exercise 1.3.2.
1
(1) Prove that the sequence {xn }n∈N defined by xn = n+1 converges to 0 in
R for the metric d(x, y) = |x − y|.
(2) Analyze the convergence of the same sequence for the discrete metric on
R. More generally, characterize the convergent sequences for the discrete
metric.
(3) A point a is called an accumulation point of a sequence {xn }n∈N if there
is a subsequence {x0n }n∈N of {xn }n∈N converging to a.
Prove that if b is not an accumulation point of {xn }n∈N , then there exists
an open ball B(b, ) (with  > 0) such that {n ∈ N : xn ∈ B(b, )} is
a finite set (i.e. the sequence {xn }n∈N penetrates the complementary of
B(b, ).
In R with the usual metric, find a sequence {xn }n∈N having no accumu-
lation point. Find a non converging sequence {yn }n∈N having a single
accumulation point.
If the sequence {xn }n∈N is bounded from above in R, give the definition
of lim sup xn . Prove that lim sup xn is an accumulation point of the se-
quence.

Theorem 1.3.3. A set G is closed iif it contains the limit a of all the converging
sequences {xn }n∈N with values in G.
Proof: Necessary condition: Let {xn }n∈N be a sequence with values in the closed
set G converging to a. If a were not in G, then a ∈ Gc which is by definition an
open set. Gc is thus a neighborhood of a, and as such Gc must be penetrated by
{xn }n∈N . This contradicts the fact the {xn }n∈N takes its values in G.
Sufficient condition: Assume that G contains the limit a of all the converging
sequences {xn }n∈N with values in G and let b ∈ Gc . If, for all n, there were a point
xn ∈ G ∩ B(b, n1 ), the sequence {xn }n∈N with values in G would converge to b, and
b would thus belong to G, which is impossible since b ∈ Gc . Therefore, there exists
an n such that G ∩ B(b, n1 ) = ∅. This is equivalent to B(b, n1 ) ⊂ Gc . Gc is thus a
neighborhood of b. Since this holds for all b in Gc , Gc results to be an open set and
G is thus closed.

A point a is adherent to a set A if any neighborhood of a has a non empty

intersection with A. The adherence A of a set A is the set of all adherent point
4 1. ANALYSIS

to A. Clearly A ⊂ A. A set A is dense in a metric space (E, d) iif E = A. A

metric space is separable iif it contains a countable dense subset. R with the usual
metric is a separable space since Q is dense in R. R with the discrete metric is not
separable.
Theorem 1.3.4.
1) Cl(A) = A.
2) A = A.
c
Proof: 1) We first prove that A ⊂ Cl(A) or equivalently that Cl(A)c ⊂ A . Indeed,
if a ∈ Cl(A)c , then Cl(A)c is an open set that contains a. Since A ⊂ Cl(A), Cl(A)c
is thus a neighborhood of a that has an empty intersection with A. This indicates
c
that a 6∈ A and thus a ∈ A .
c
Conversely, if a ∈ A , then there exists a neighborhood V of a that does not
meet A. There exists therefore an open set O such that a ∈ O ⊂ V (O could be
taken to be an open ball). Since O has an empty intersection with A, we have
A ⊂ Oc . Since Oc is a closed set that contains A, we have Cl(A) ⊂ Oc . Since
c
x ∈ O, we thus infer that x 6∈ Cl(A). Therefore A ⊂ Cl(A)c and thus Cl(A) ⊂ A.

2) With claim 1), we get A = Cl(Cl(A)) = Cl(A) = A.

Exercise 1.3.5.
(1) Prove that in a metric space, a point a ∈ A iif there exists a A valued
sequence converging to a.

1.4. Continuity. Let (E, dE ) and (F, dF ) be two metric spaces. A function
f : E → F is continuous at a point x ∈ E iif for all sequence {xn }n∈N in E
converging to x, the sequence {f (xn )}n∈N converges to f (x) in F .
The function f is continuous if it is continuous at any point x ∈ E.
The reciprocal image f −1 (A) by f of a set A ⊂ F is define as f −1 (A) := {x ∈
E : f (x) ∈ A}.
Theorem 1.4.1. The following claims are equivalent:
1) f : E → F is continuous at a point x ∈ E.
2) ∀ > 0 : ∃δ > 0 : ∀y ∈ E : dE (x, y) < δ =⇒ dF (f (x), f (y)) < .
3) The reciprocal image f −1 (V ) of any neighborhood V of f (x) is a neighborhood
of x.
Proof: 1) =⇒ 2): If 2) does not hold, there exists  > 0 such that for all δ > 0,
there exists yδ such that dE (x, yδ ) < δ and dF (f (x), f (yδ )) ≥ . The sequence
{y n1 }n∈N converges then to x but the sequence {f (y n1 )}n∈N does not penetrate the
ball B(f (x), ) and so, does not converge to f (x). Therefore claim 1) does not hold
either. So, if claim 1) holds, claim 2) must be satisfied.
2) =⇒ 3): If V is a neighborhood of f (x), it contains a ball B(f (x), )
for  > 0. Claim 2) indicates then that there is a δ > 0 such that for all y ∈
B(x, δ) : f (y) ∈ B(f (x), ) ⊂ V . Therefore B(x, δ) ⊂ f −1 (V ). f −1 (V ) is thus a
neighborhood of x.
3) =⇒ 1): Assume that xn → x. According to claim 3), for all neighborhood
V of f (x), f −1(V ) is a neighborhood of x. The sequence {xn }n∈N must then
penetrate f −1(V ). Therefore {f (xn )}n∈N penetrates V . Since this holds for all
neighborhood V of f (x), we conclude that f (xn ) → f (x).
 1. METRIC SPACES 5

Theorem 1.4.2. The following claims are equivalent:

1) f : E → F is continuous.
2) For all open set O in F , f −1 (O) is an open set in E.
3) For all closed set C in F , f −1 (C) is a closed set in E.
Proof: 1) =⇒ 2) If f is continuous, if O is an open set in F , and if x ∈ f −1 (O),
then f (x) ∈ O. O is thus a neighborhood of f (x). and 3) in the last theorem
indicates that f −1 (O) is a neighborhood of x. Since this holds for all x in f −1 (O),
the set f −1 (O) must be open.
2) =⇒ 1): Let x be a point in E. If V is a neighborhood of f (x), there exists
an  > 0 such that O := B(f (x), ) ⊂ V . O is an open set that contains f (x) and
thus, according to claim 2), f −1 (O) is an open set that contains x. f −1 (O) is thus a
neighborhood of x that is contained in f −1 (V ): f −1 (V ) is thus also a neighborhood
of x. Since this holds for all neighborhood V of f (x), we conclude with claim 3) in
last theorem that f is continuous at x. The point x being arbitrary in E, f is thus
continuous on E.
The equivalence 2) ⇔ 3) is obvious since f −1 (Oc ) = f −1 (O)c .

Theorem 1.4.3. If f : (E, dE ) → (F, dF ) is continuous at x ∈ E, if g :

(F, dF ) → (G, dG ) is continuous at f (x), then the function h : F → G : y →
h(y) := g(f (y)) is continuous at x.
Exercise 1.4.4.
(1) Prove the last theorem.
(2) A function f : (E, dE ) → (F, dF ) is Lipschitz with coefficient α iif ∀x, y ∈
E : dF (f (x), f (y)) ≤ α · dE (x, y). Prove that a Lipschitz function is
continuous.
(3) Let a be a point of a metric space (E,d) and let g : E → R be defined
by g(x) := d(a, x). Prove that g is Lipschitz with coefficient 1 when R
is endowed with the usual metric. Conclude that B[a, ] := {y ∈ E :
d(a, y) ≤ } is a closed set. Prove that B[a, ] = B(a, ), when  > 0.
(4) Let A be a non empty set in a metric space (E,d) and let gA : E → R
be defined by gA (x) := inf a∈A d(a, x). Prove that gA is Lipschitz with
coefficient 1 when R is endowed with the usual metric. Prove that A =
{x ∈ E : gA (x) = 0}.
(5) Prove that the following maps are continuous:
g1 : (R2 , k.k∞ ) → (R, |.|) : (x, y) → g1 (x, y) := x + y
g2 : (R2 , k.k∞ ) → (R, |.|) : (x, y) → g2 (x, y) := x − y
g3 : (R2 , k.k∞ ) → (R, |.|) : (x, y) → g3 (x, y) := x · y
With theoem 3.2.3, conclude that the sum, the difference and the product
of two continuous functions are still continuous functions.

1.5. Subspaces and Product of metric spaces.

Exercise 1.5.1. (subspaces)
(1) Let E be a subset of a metric space (F, dF ). The restriction dE of dF at
E × E is defined as dE : E × E → R+ : (x, y) → dE (x, y) := dF (x, y).
(E, dE ) is clearly a metric space. If a ∈ E, we may define the open balls
BF (a, ) and BE (a, ) with center a and radius  in the metric spaces
6 1. ANALYSIS

(F, dF ) and (E, dE ). We clearly have BE (a, ) = BF (a, ) ∩ E. Prove that

O is an open set of (E, dE ) iif there is an open set O0 of (F, dF ) such that
O = O0 ∩ E.
(2) Prove that G is an closed set of (E, dE ) iif there is an closed set G0 of
(F, dF ) such that G = G0 ∩ E.
(3) Find an example of an E-valued sequence {xn }n∈N converging in (F, dF )
that is not converging in (E, dE ).
Let (E i , di )i=1,...,m be a family of metric spaces. The cartesian product E :=
E 1 × · · · × E m can be endowed with the following metric d: if x := (x1 , . . . , xm ) ∈ E
and y := (y 1 , . . . , y m ) ∈ E, d(x, y) := maxi=1,...,m di (xi , y i ). The space (E, d) will
be referred to as the product space. Notice that if Rk is considered as the product
of k copies of R with the usual topology, the corresponding metric d coincides with
the metric induced by the norm k.k∞ .
We will denote pri the projection
pri : E → E i : x := (x1 , . . . , xm ) → pri (x) := xi .

Theorem 1.5.2.
1) A sequence {xn }n∈N is converging to a in (E, d) iif, for all i, the sequence
{pri (xn )}n∈N is converging to pri (a) in (E i , di ).
2) A function f : (F, dF ) → (E, d) is continuous iif, for all i, the function f i : F →
E i : y → f i (y) := pri (f (y)) is continuous.
Exercise 1.5.3.
(1) Prove the last theorem.
(2) Let (F, dF ) be a metric space, and let E be the product (F × F ) endowed
with the metric d as above. Prove that h : E → R : (x, y) → h(x, y) :=
dF (x, y) is Lipschitz from (E, d) to R with the usual metric. Prove that
if f, g are continuous maps from (G, dG ) to (F, dF ), then the set A :=
{x ∈ G : f (x) = g(x)} is a closed set. (Hint: consider s : G → R : x →
dF (f (x), g(x)). Prove that s is continuous and express A in terms of s.)

Exercise 1.5.4. (Topology)

(1) The notion of pointwise convergence for functions that will be introduced
in a later section can not be described as the convergence in a metric space.
The aim of this exercise is to define notion of convergence in a broader
context than metric spaces.
Let E be a set of point. A family O of subsets of E is called a topology if
a) ∅ and E are in O.
b) Any (infinite) union of elements in O is still in O.
c) Any finite intersection of elements in O is still in O.
The space (E, O) is then called a topological space. Prove that the family
U of opens sets in a metric space (E, d) is a topology on E.
(2) In a topological space (E, O), O will thus be interpreted as the class of
open sets. Closed sets are thus defined as the complementary of an open
set. A neighborhood V of a point x ∈ E is a subset V of E such that there
exists O ∈ O satisfying x ∈ O ⊂ V . With this definition, prove that a
subset U of E belongs to O iif it is a neighborhood of all of its points.
 2. COMPLETENESS 7

(3) With the above definition of neighborhood, the notion of converging se-
quence in a topological space (E, O) is the same as in a metric space. The
notions of interior, closure and adherence of a subset A of E are also
defined in the same way.
On R define O1 as the class of all subsets of R and O2 := {∅, R}. O1 and
O2 are two topologies on R. What are the convergent sequences for these
topologies?
If A := [0, 1[ find A◦ Cl(A) and A for both topologies.

2. Completeness
2.1. Complete spaces. A Cauchy sequence in a metric space (E, d) is a se-
quence {xn }n∈N such that ∀η > 0 : ∃N : ∀k, l ≥ N : d(xk , xl ) < η.
Theorem 2.1.1. A convergent sequence is a Cauchy sequence.
Proof: Let {xn }n∈N be a sequence converging to a. For all η > 0, the number
 := η/2 is strictly positive. According to the definition of a convergent sequence,
there exists thus a N such that ∀n ≥ N : d(xn , a) < . Therefore, ∀k, l ≥ N , we
have with the Triangle inequality: d(xk , xl ) ≤ d(xk , a) + d(xl , a) <  +  ≤ η.

Exercise 2.1.2.
(1) Prove that if a Cauchy sequence has an accumulation point a (see exercise
1.3.2-(3)), it converges to a.
(2) A sequence {xn }n∈N in a metric space (E, d) is bounded if it is valued in
a ball B(a, r) of finite radius r. Prove that a Cauchy sequence is bounded.
As shows the following example, there are non converging Cauchy sequences:
Consider E := R − {0} as a subspace of R with the usual metric d. The sequence
1
{ n+1 }n∈N is a sequence valued in E. As as sequence in (R, d) it converges to 0. It
is thus a Cauchy sequence. However, as a sequence in (E, dE ), it has no limit in E
and is thus not converging.
A metric space (E, d) is complete iif it has the property that all Cauchy sequence
in (E, d) is converging.
Theorem 2.1.3. R with the usual metric is a complete space.
Proof: First observe that a Cauchy sequence {xn }n∈N in R is bounded.
In the axiomatic defining R, the completeness axiom states that any set A in
R bounded from above has a supremum (least upper bound): sup(A). This axiom
allows the definition of lim sup xn for any bounded from above sequence {xn }n∈N .
As seen in exercise 1.3.2-(3); lim sup xn is an accumulation point of the sequence.
With exercise 2.1.2-(1), we conclude that {xn }n∈N converges to lim sup xn .

Theorem 2.1.4. The product (E, d) space of finitely many complete metric
spaces (E 1 , d1 ), . . . , (E k , dk ) is a complete space.
Proof: Let {xn }n∈N be a Cauchy sequence in E. It results from the definition of the
product metric d that di (pri (xk ), pri (xl )) ≤ d(xk , xl ). Since {xn }n∈N is a Cauchy
sequence, we infer that, ∀i, {pri (xn )}n∈N is a Cauchy sequence in (E i , di ). Since
this space is complete, the sequence {pri (xn )}n∈N has thus a limit ai in E i . Let a
8 1. ANALYSIS

be the point a = (a1 , . . . , ak ) ∈ E. Since, ∀i, {pri (xn )}n∈N converges to pri (a) = ai ,
we conclude with theorem 1.5.2-1) that {xn }n∈N is converging in (E, d) to a.

A Banach space is a complete normed vector space. Since (Rk , k.k∞ ) is the
product space of k copies of the complete metric space (R, |.|), the previous theorem
indicates that (Rk , k.k∞ ) is complete and thus
Theorem 2.1.5. (Rk , k.k∞ ) is a Banach space.
Theorem 2.1.6. (B(E), k.k∞ ) (see example 1.1.1-(7)) is a Banach space.
Proof: Let {fn }n∈N be a Cauchy sequence in (B(E), k.k∞ ). Since, ∀x ∈ E, ∀k, l,
|fk (x) − fl (x)| ≤ kfk − fl k∞ , we get that ∀x ∈ E, {fn (x)}n∈N is a Cauchy Sequence
in the complete space (R, |.|). The sequence {fn (x)}n∈N is thus converging to a
limit that will be denoted f (x).
For all  > 0, there exists N such that:∀k, l ≥ N : kfk − fl k∞ ≤ . Therefore
∀k, l ≥ N, ∀x ∈ E, |fk (x) − fl (x)| ≤ . Since f (x) = liml→∞ fl (x), we also get that
∀k ≥ N : ∀x ∈ E : |fk (x) − f (x)| ≤ . Therefore ∀k ≥ N : kfk − fl k∞ ≤ .

Theorem 2.1.7. If F is a closed set in a complete metric space (E, d), then
the subspace (F, d) is also complete.
Proof: Let {xn }n∈N be a Cauchy sequence in F . It is in particular a Cauchy
sequence in the complete space (E, d) and has thus a limit a in E. Since a is the
limit of a sequence {xn }n∈N valued in the closed set F , a must thus belong to F ,
and the sequence {xn }n∈N is thus converging in (F, d).

If (E, d) is a metric space, we will denote C(E) the space of continuous functions
from (E, d) to (R, |.|). It results from exercise 1.4.4-(5) that C(E) is a vector space.
We also set Cb (E) := C(E) ∩ B(E): Cb (E) is the space of bounded continuous
functions on E.
Theorem 2.1.8. (Cb (E), k.k∞ ) is a Banach space.
Proof: According to the previous theorem, we just have to prove that Cb (E) is
a closed set in (B(E), k.k∞ ). With theorem 1.3.3, we just have to prove that the
limit f in (B(E), k.k∞ ) of any sequence {fn }n∈N in Cb (E) is continuous.
Let x be a point of E and let  be strictly positive. Since {fn }n∈N converges
to f , we get: ∃N : ∀n ≥ N : kf − fn k∞ ≤ /3.
Since fN is continuous at x, there exists a δ > 0 such that
∀y ∈ B(x, δ) : |fN (x) − fN (y)| ≤ /3.
Therefore ∀y ∈ B(x, δ) :
|f (x)−f (y)| ≤ |f (x)−fN (x)|+|fN (x)−fN (y)|+|fN (y)−f (y)| ≤ /3+/3+/3 = .
Since  > 0 is arbitrary in the above reasoning, we have proved that ∀ > 0 : ∃δ >
0 : ∀y ∈ B(x, δ) : |f (x) − f (y)| ≤ . and f is thus continuous at x. Since x is
arbitrary in E, we conclude as announced that f is continuous.

2.2. Contraction and fixed points. A contraction f on a metric space

(E, d) is a map f : E → E that satisfy for some α < 1: ∀x, y ∈ E : d(f (x), f (y)) ≤
α · d(x, y).
A point x∗ ∈ E is called a fixed point for a map f : E → E iif x∗ = f (x∗ ).
 2. COMPLETENESS 9

Theorem 2.2.1. A contraction f on a complete metric space has a unique fixed

point x∗ . Furthermore, ∀x0 ∈ E, the sequence obtained recursively by the formula
xn+1 := f (xn ) converges to x∗ :
αn
∀n : d(x∗ , xn ) ≤ d(x0 , f (x0 )).
1−α
Proof: For a given x0 , let us consider the corresponding sequence {xn }n∈N . Since
(1) d(xn+1 , xn ) ≤ α · d(xn , xn−1 ) ≤ · · · ≤ αn · d(x1 , x0 ),
we get with the triangle inequality ∀n, m, m ≥ n :
d(xm , xn ) ≤ d(xm , xm−1 ) + d(xm−1 , xm−2 ) + · · · + d(xn+1 , xn )
(2) ≤ d(x1 , x0 ) · (αm−1 + αm−2 + · · · αn )
αn
≤ d(x1 , x0 ) · 1−α

Since αn → 0, we get at once that {xn }n∈N is a Cauchy sequence. Since (E, d)
is complete, this sequence converges thus to a limit x∗ . Since inequality (2) holds
αn
for all m > n, we get letting m go to ∞: d(x∗ , xn ) ≤ d(x1 , x0 ) · 1−α as announced.
We next prove that x∗ is a fixed point for f : inequality (1) indicates that
limn→∞ d(f (xn ), xn ) = 0. Since f is continuous, this limit is just d(f (x∗ ), x∗ ).
Therefore f (x∗ ) = x∗ as announced.
Let y be a fixed point. We prove now that it must coincide with x∗ . Indeed,
we have then d(x∗ , y) = d(f (x∗ ), f (y)) ≤ α · d(x∗ , y). Since d(x∗ , y) ≥ 0 and α < 1,
this inequality can only be satisfied if d(x∗ , y) = 0, which entails x∗ = y.

The previous theorem is quite powerful. It is used for instance to prove that
differential equation have a solution: Let F : R → R be a Lipschitz function with
Lipschitz constant α. Let y0 ∈ R. The next exercise aim to prove the existence of
a continuous solution y to the following differential problem:
d

∀t > 0 : dt y(t) = F (y(t))
y(0) = y0

Exercise 2.2.2.
(1) For a function f : [0, ∞[→ R, define []f [] as []f [] := sup{|e−2αt f (t)| : t ∈
[0, ∞[}. Let V be the set of continuous function f : [0, ∞[→ R satisfying
[]f [] < ∞. Prove that (V, [].[]) is a Banach space.
(2) For f ∈ V let us define the function T (f ) : [0, ∞[→ R by
Z t
∀t ∈ [0, ∞[: T (f )(t) := y0 + F (f (s))ds.
0
Prove that T (0) ∈ V.
Using the fact that F is α-Lipschitz and the definition of [].[], prove that
2αt
∀f, g ∈ V, ∀t ∈ [0, ∞[: |T (f )(t) − T (g)(t)| ≤ e 2 []f − g[]. Conclude that
∀f ∈ V : T (f ) ∈ V. Prove that T is a contraction on V
(3) Prove that the fixed point of T is the unique solution of the above differ-
ential problem.
10 1. ANALYSIS

2.3. Uniform continuity. Let (E, dE ) and (F, dF ) be two metric spaces. As
it results from the definition of continuity, if {xn }n∈N is a converging sequence in
(E, dE ), the image {f (xn )}n∈N of this sequence by a continuous function f : E → F
is still convergent. It is thus a natural question to rise wether the image of a Cauchy
sequence by a continuous function is still a Cauchy sequence. The answer is no as
indicates the following example: The function f : (]0, 1], |.|) → (R, |.|) : x → f (x) :=
sin( x1 ) is continuous and the sequence { n+1
1
}n∈N is clearly a Cauchy sequence. Its
image by f is the sequence {sin(n + 1)}n∈N that keeps oscillating between − 1 and
1 and is thus neither convergent nor a Cauchy sequence.
To preserve the Cauchy property, the function f must satisfy a stronger re-
quirement than continuity: uniform continuity.
A function f : (E, dE ) → (F, dF ) is uniformly continuous iif ∀ > 0 : ∃δ > 0 :
∀x, y ∈ E : dE (x, y) ≤ δ =⇒ dF (f (x), f (y)) < .
It is useful to compare this definition with that of continuity: The function
f is continuous iif ∀x ∈ E, ∀ > 0 : ∃δ > 0 : ∀y ∈ E : dE (x, y) ≤ δ =⇒
dF (f (x), f (y)) < . In the definition of continuity, the δ that is claimed to exist
depends on  and x. In the definition of uniform continuity however, δ only depends
on : it is a “uniform” δ, the same for all x. Observe that a uniformly continuous
function is in particular continuous.
Exercise 2.3.1.
(1) Prove that a Lipschitz function f : (E, dE ) → (F, dF ) is uniformly contin-
uous.
(2) Prove that the image of a Cauchy sequence by a uniformly continuous
function is afresh a Cauchy sequence.
Theorem 2.3.2. Let A be a subset of a metric space (E, d) and the A be its
adherence. If f is a uniformly continuous function from the subspace (A, d) to
a complete metric space (F, dF ), then there exists a unique continuous function
f : (A, d) → (F, dF ) such that ∀x ∈ A : f (x) = f (x).
f is called the extension by continuity of f . It is furthermore uniformly continuous.
Proof: Let us first prove the uniqueness of such an extension: If g and h are
two continuous function from A to F that coincide with f on A, then the set
Q := {x ∈ A|g(x) = h(x)} contains A. Q is a closed set in (A, d) as it results from
exercise 1.5.3-(2). Therefore A ⊂ Q, and thus g and h coincide on A.
Let us next prove the existence of such an extension: Let a be a point of
A. According to exercise 1.3.5, there exists a A-valued sequence {xn }n∈N that
converges to a. It is in particular a Cauchy sequence, and so is its image by
f . Since (F, dF ) is a complete space, we conclude that {f (xn )}n∈N is convergent.
Now, observe that if {yn }n∈N is another A-valued sequence that converges to a, then
limn→∞ f (xn ) = limn→∞ f (yn ). Indeed, the sequence {xn }n∈N defined by z2n :=
xn and z2n+1 := yn is still a sequence converging to a. Therefore {f (zn )}n∈N is
converging, and all its subsequences— in particular {f (xn )}n∈N and {f (yn )}n∈N —
have the same limit.
Let us then denote f (a) the common limit of the image by f of the A-valued
sequences converging to a.
We now argue that f coincide with f on A. Indeed, if a ∈ A, the constant
sequence {xn }n∈N , where ∀n : xn := a, is A-valued and converges to a. Therefore
f (a) = limn→∞ f (xn ) = f (a).
 2. COMPLETENESS 11

We now prove that f is uniformly continuous: Let  be a strictly positive

number. Since f is uniformly continuous, there exists δ > 0 such that ∀x, y ∈ A
satisfying d(x, y) < δ, we have dF (f (x), f (y)) < .
Let then a, a0 be two points of A satisfying d(a, a0 ) < δ. Let {xn }n∈N and
{xn }n∈N be two A-valued sequences converging respectively to a and a0 . Since
0

limn→∞ d(xn , x0 n) = d(a, a0 ) < δ, we infer that there exists N such that ∀n ≥ N :
d(xn , x0 n) < δ. Therefore ∀n ≥ N : dF (f (xn ), f (x0n )) ≤ . Since {f (xn )}n∈N and
{f (x0n )}n∈N converge respectively to f (a) and f (a0 ), we conclude that
dF (f (a), f (a0 )) = lim dF (f (xn ), f (x0n )) ≤ .
n→∞
We thus have proved that
∀ > 0 : ∃δ > 0 : ∀a, a0 ∈ A : d(a, a0 ) < δ =⇒ dF (f (a), f (a0 )) ≤ 
f is thus uniformly continuous, as announced.

This last theorem is quite important in mathematics. Here are two examples
of application:
Example 2.3.3.
(1) How is the function 2x defined on R? An integer power of a number has
an easy definition in terms of repeated product of that number. So 2x
is well defined for x ∈ Z. This definition can be extended to x ∈ Q as
follows: if x = nk , 2x is the unique number y such that y n = 2k . So 2x is
well defined as a function from Q to R. The function 2x : R → R is then
defined as the extention by continuity of the previous one.
(2) The definition of the Riemann integral is another example of extension
Rb
by continuity: The integral a f (x)dx is first defined on the space of step
Rb
functions f . The map f → a f (x)dx is then proved to be uniformly
continuous with respect to the uniform norm. This allows to extend the
definition of the integral to the adherence of the set of step functions.

2.4. Cauchy completion.

Theorem 2.4.1. Any metric space (E, d) is a dense subspace of a complete
metric space (F, d). The space (F, d) is referred to as the Cauchy completion of
(E, d).
Proof: Let a0 be a point in E. For a ∈ E, let us define ga : E → R : x → d(a, x)
and ha := ga −ga0 . ga and ha are thus continuous functions. The triangle inequality
indicates that ∀x ∈ E : d(x, a) ≤ d(x, b) + d(a, b) and d(x, b) ≤ d(x, a) + d(a, b).
This leads to |d(x, a) − d(x, b)| ≤ d(a, b), and thus ∀x ∈ E : |ga (x) − gb (x)| ≤ d(a, b).
Since when x = b, |ga (x) − gb (x)| = d(a, b), we conclude that d(a, b) = kga − gb k∞ .
In particular, with b = a0 , we conclude that ha ∈ Cb (E).
Let us then consider the map H : E → Cb (E) : a → H(a) := ha . H is in fact
isometric between (E, d) and (Cb (E), k.k∞ ). Indeed: ∀a, b ∈ E : kH(a) − H(b)k∞ =
kha − hb k∞ = kga − gb k∞ = d(a, b).
Let K denote K := {H(a) : a ∈ E}. Since H is isometric, it is a one to one
map between E and K: If a, b ∈ E are such that H(a) = H(b), then d(a, b) =
kH(a) − H(b)k∞ = 0 and thus a = b. Therefore (E, d) can be identified with
(K, k.k∞ ).
12 1. ANALYSIS

Let K be the adherence of K in Cb (E). As a closed subspace of the complete

space (Cb (E), k.k∞ ), (K, k.k∞ ) is itself a complete space (theorem 2.1.7). The
space (E, d) identified with (K, k.k∞ ) is thus a dense subspace of the complete
space (K, k.k∞ ), and the theorem is proved.

Exercise 2.4.2. The space L1 ([0, 1])

R1
(1) On C([0, 1]) define k.k1 by kf k1 := 0 |f (x)|dx. Prove that k.k1 is a norm
on C([0, 1]).
(2) Prove that (C([0, 1]), k.k1 ) is not a complete space.
R1
(3) Prove that the map I : C([0, 1]) → R : f → I(f ) := 0 f (x)dx is uniformly
continuous from (C([0, 1]), k.k1 ) to (R, |.|).
(4) Let (L1 ([0, 1]), k.k1 ) denote the completion of (C([0, 1]), k.k1 ). Prove that
the map I can be extended by continuity to (L1 ([0, 1]), k.k1 ). This define
the Lebesgue integral on L1 ([0, 1]).
Remark: The space L1 ([0, 1]) is introduced above in an abstract way, but
any element in L1 ([0, 1]) can be identified with an (equivalence class) of
measurable functions since from any Cauchy sequence of continuous func-
tion, one can extract a subsequence that converges pointwise on a set of
Lebesgue measure 1.

3. Compactness
3.1. Compact precompact and sequentially compact sets. A subset K
of a metric space (E, d) is compact iif any open covering of K (i.e. a family {Oi }i∈I
of open sets such that K ⊂ ∪i∈I Oi ) contains a finite subcovering (i.e. a finite set
J ⊂ I such that K ⊂ ∪i∈J Oi ).
Exercise 3.1.1.
(1) Prove that K is compact iif for all family {Fi }i∈I of closed sets such that
∩i∈I Fi ∩K = ∅ there is a finite sub-family J ⊂ I such that ∩i∈J Fi ∩K = ∅.
A subset K of E is sequentially compact iif all K-valued sequence has an accu-
mulation point in K.
Theorem 3.1.2. In a metric space (E, d), a compact set is sequentially com-
pact.
Proof: Let K be a compact set and let {xn }n∈N be a K-valued sequence. We
want to prove that {xn }n∈N has an accumulation point in K. Assume on the
contrary that no point x in K is an accumulation point of {xn }n∈N . Then, according
to exercise 1.3.2-(3), ∀x ∈ K, there exists (x) > 0 and N (x) ∈ N such that
∀n > N (x) : xn 6∈ B(x, (x)). Since x ∈ B(x, (x)), we get that K ⊂ ∪x∈K B(b, ).
Therefore {B(b, )}x∈K is an open covering of K. There exists thus a finite set
J ∈ K such that K ⊂ ∪x∈J B(b, ). But this is impossible: Indeed, if we set
M := max{N (x), x ∈ J}, then M < ∞ and ∀n > M : xn 6∈ ∪x∈J B(x, (x)) ⊃ K,
which contradicts the fact that {xn }n∈N is K-valued.

Theorem 3.1.3. If K is a sequentially compact set in a metric space (E, d),

then the metric subspace (K, d) is complete.
 3. COMPACTNESS 13

Proof: Any Cauchy sequence in (K, d) has an accumulation point in K. It is

therefore converging to this accumulation point according to exercise 2.1.2-(1).

A subset K of a metric space (E, d) is precompact iif, for all  > 0, K has a
finite covering by open balls of radius . (i.e. ∀ > 0 : ∃N ∈ N : ∃x1 , . . . , xN ∈ E :
K ⊂ ∪N i=1 B(xi , ). )

Exercise 3.1.4.
(1) Prove that K is precompact iif ∀ > 0 : ∃N ∈ N : ∃x1 , . . . , xN ∈ K : K ⊂
∪N
i=1 B(xi , ).
In other words, the centers of the balls can be chosen in K itself.
(2) Prove that [0, 1] is a precompact set of (R, |.|)
Theorem 3.1.5. A sequentially compact set is precompact
Proof: Let indeed K be a sequentially compact set. Would there be no finite
covering of K by open balls of radius  > 0, we could construct recursively a
sequence {xn }n∈N as follows. Pick x0 ∈ K. Once x0 , . . . , xn have been chosen,
observe that K − ∪nj=0 B(xj , ) is a non empty set. Select then xn+1 in this set.
Clearly ∀m 6= n : d(xn , xm ) ≥ . Therefore, the sequence {xn }n∈N could’nt have a
converging sub-sequence, which would contradict the sequential compactness of K.

Theorem 3.1.6. Let f be continuous function from a compact set K to R.

Then the set {f (x) : x ∈ K} is bounded and f reaches its supremum and infimum
on K: ∃a∗ , a∗ ∈ K : f (a∗ ) = sup{f (x) : x ∈ K} and f (a∗ ) = inf{f (x) : x ∈ K}.
Proof: Let us first prove that the set {f (x) : x ∈ K} is bounded from above. If it
were not the case, then for all n ∈ N, there would exist xn ∈ K such that f (xn ) ≥ n.
But the sequence {xn }n∈N would contain a convergent subsequence {x0n }n∈N with
limit x in K. Due to the continuity of f at x, the sequence {f (x0n )}n∈N would
thus converge to f (x). This is a contradiction since {f (x0n )}n∈N is an unbounded
sequence. Therefore {f (x) : x ∈ K} must be bounded from above. Let then
α denote the least upper bound of this set: α := sup{f (x) : x ∈ K}. Then
∀n ∈ N : α − n1 is not an upper bound of this set: ∃xn ∈ K : α ≥ f (xn ) > α − n1 .
The sequence {f (xn )}n∈N converges thus to α. Since K is compact the sequence
{xn }n∈N contains a convergent subsequence {x0n }n∈N with limit a∗ in K. Due to
the continuity of f at a∗ , the sequence {f (x0n )}n∈N would thus converge to f (a∗ ).
Since {f (x0n )}n∈N is a subsequence of a sequence {f (xn )}n∈N that converges to α,
we also have that limn→∞ f (x0n ) = α and thus α = f (a∗ ). The prove is similar for
the infimum.

Theorem 3.1.7. Let K be a subset of a metric space (E, d). Then the following
claims are equivalent:
(1) K is a compact set.
(2) K is a sequentially compact set.
(3) K is precompact and the subspace (K, d) is complete.
Proof: (1) =⇒ (2) was poven in theorem 3.1.2. Theorems 3.1.3 and 3.1.5 indicate
that (2) =⇒ (3).
A: Let us now prove that (3) =⇒ (2). Let K satisfy (3). For all m ≥ 1
there exists a finite covering Cm := {B1m , . . . , BN
m
m
} of K by open balls of radius
14 1. ANALYSIS

1
m+1 . Let then {x0n }n∈N be a K-valued sequence. We will prove that it has an
accumulation point in K.
To do so, we will extract recursively subsequences of {x0n }n∈N . Once selected
the subsequence {xm−1 n }n∈N , the subsequence {xm n }n∈N is selected as follows: Since
m−1
∀n : xn belongs to K, there must exists at least one ball Bjmm in Cm that is
visited infinitely many times by {xm−1 n }n∈N . In other words Am := {n ∈ N : n >
0 and xm−1n ∈ B m
jm } is not a finite set. Let then nm (k) denotes the k-th smallest
m−1
element in Am . We then define xm k := xnm (k) .
Next define ym := x0 . We claim that {yn }n∈N is a subsequence of {x0n }n∈N :
m
m−1 m−2
indeed ym := xm 0
0 = xnm (0) = xnm−1 (nm (0)) = · · · = xn(m) , where n(m) :=
n1 (n2 (· · · (nm (0)) · · · )). So, we just have to prove that n(m) is strictly increasing
in m. Observing that nm+1 (0) > 0 since 0 6∈ Am+1 , and that k → nq (k) is strictly
increasing, we get successively: nm (nm+1 (0)) > nm (0), nm−1 (nm (nm+1 (0))) >
nm−1 (nm (0)), · · · and thus
n(m + 1) = n1 (n2 (· · · (nm (nm+1 (0))) · · · )) > n1 (n2 (· · · (nm (0)) · · · )) = n(m).
n(m) is thus strictly increasing in m.
We next claim that {yn }n∈N is a Cauchy sequence in (K, d). Indeed, for all
 > 0, there exists N such that N2+1 < . For all n, m ≥ N , yn and ym are elements
of the subsequence {xN N
k }k∈N . Therefore, they both belong to the ball BjN of radius
1 2
N +1 . We infer therefore that d(ym , yn ) ≤ N +1 <  and {yn }n∈N is, as announced,
a Cauchy sequence in (K, d).
Since (K, d) is complete, we conclude that {yn }n∈N converges to a point y in
K which is thus an accumulation point of {x0n }n∈N .
B: We next prove that (2) =⇒ (1): Let K satisfy (2). Possibly by replacing d
d
by the topologically equivalent distance δ := 1+d , we may assume without loss of
generality that d is a bounded metric on E.
Let {Oi }i∈I be an open covering of K. We must prove that it contains a finite
subcovering.
For all i ∈ I, we may assume that E 6= Oi , otherwise {Oi } would be the
required finite subcovering. We may thus define gi : E → R : x → gi (x) :=
inf{d(x, a) : a 6∈ Oi } which is a finite Lipschitz function with constant 1 as it
follows from exercise 1.4.4-(4). Since Oi is open, this exercise also indicates that
Oi = {x ∈ E : gi (x) > 0}.
Let us then define g(x) := supi∈I gi (x) (since d is bounded, g(x) is a finite
number). g is also a Lipschitz function with constant 1: Indeed, ∀x, y ∈ E : ∀ >
0 : ∃i ∈ I : g(x) ≤ gi (x) +  ≤ gi (y) + d(x, y) +  ≤ g(y) + d(x, y) + . Since this holds
for all  > 0, we get: ∀x, y ∈ E : g(x) ≤ g(y) + d(x, y). Interchanging x and y, we
obtain ∀x, y ∈ E : g(y) ≤ g(x) + d(x, y), and so: ∀x, y ∈ E : |g(x) − g(y)| ≤ d(x, y).

Let next α denote α := inf{g(x) : x ∈ K}. It results from theorem 3.1.6 there
exists a∗ ∈ K such that g(a∗ ) = α. But {Oi }i∈I is a covering of K. Therefore,
there exists i ∈ I such that a∗ ∈ Oi . So α = g(a∗ ) ≥ gi (a∗ ) > 0.
Since (2) ⇒ (3), K is precompact. According to exercise 3.1.4-(1), there exists
thus a finite covering {B(x1 , α2 ), · · · , B(xN , α2 )} of K by balls of radius α2 such that
x1 , . . . , xN ∈ K.
From the definition of α, we get thus ∀k : g(xk ) ≥ α > α2 , and from the
definition of g, we thus conclude that ∀k : ∃ik ∈ I : gik (xk ) > α2 . So, since gik is
 3. COMPACTNESS 15

Lipschitz of constant 1, we get ∀x ∈ B(xk , α2 ):

α α
gik (x) ≥ gik (xk ) − d(x, xk ) >− = 0.
2 2
Therefore, ∀k : B(xk , α2 ) ⊂ Oik . Since {B(x1 , α2 ), · · · , B(xN , α2 )} covers K, so
does {Oi1 , . . . , OiN } and we thus have found a finite subcovering in {Oi }i∈I , as
announced.

3.2. Properties of compact sets.

Theorem 3.2.1. Let f be a continuous map from (E, dE ) to (F, dF ). If K is
a compact set in (E, dE ) then f (K) is a compact set in (F, dF ).
Proof: If {Oi }i∈I is an open covering of f (K), then {f −1 (Oi )}i∈I is a family of
open set in (E, d) as it follows from theorem 1.4.2. It is an open covering of K
since ∀x ∈ K there exists i ∈ I such that f (x) ∈ Oi and thus x ∈ f −1 (Oi ). Since
K is compact, there exists a finite set J ⊂ I such that K ⊂ ∪i∈J f −1 (Oi ). Since
f (f −1 (Oi )) ⊂ Oi , we conclude that f (K) ⊂ ∪i∈J Oi and {Oi }i∈J is thus a finite
subcovering of K.

Theorem 3.2.2. If K in a compact set in a metric space (E, d), then K is a

closed bounded set.
Proof: Let us first prove that K is a closed set. According to theorem 1.3.3,
we just have to prove that the limit in (E, d) of a K-valued converging sequence
{xn }n∈N necessarily belongs to K. Since K is compact, the sequence {xn }n∈N has
an accumulation point b ∈ K. Since this sequence is further converging, we clearly
have b = limn→∞ xn ∈ K as announced.
We next prove that K is bounded, i.e. contained in an open ball with finite
radius. Let a be a point in E, and as in exercise 1.4.4-(3), let us consider the
Lipschitz function g : x → g(x) := d(a, x). From theorem 3.1.6, the set g(K) is
bounded from above: ∃M : ∀x ∈ K : g(x) ≤ M < M + 1. This implies that
K ⊂ B(a, M + 1).

Theorem 3.2.3. In a metric space (E, d), a closed subset A of a compact set
K is a compact set.
Proof: Let C := {Oi }i∈I be an open covering of A. Clearly C 0 := C ∪ {Ac } is an
open covering of K. C 0 contains thus a finite covering of K. There exists thus a
finite set J ⊂ I such that K ⊂ ∪i∈J Oi ∪Ac . Since A ⊂ K, we get then A ⊂ ∪i∈J Oi .
So {Oi }i∈I is the required finite subcovering of A.

Theorem 3.2.4. Let (E i , di )i=1,...,m be a family of metric spaces and, for all
i, let Ki be a compact subset of Ei . Then the set K := K1 × · · · Km is compact in
the product space (E, d) introduced in section 1.5.
Proof: Let {xn }n∈N be a K-valued sequence. The sequence {pr1 (xn )}n∈N is thus
K1 -valued. Since K1 is compact, there exists a subsequence {x1n }n∈N of {xn }n∈N
such that {pr1 (x1n )}n∈N converges to x1 ∈ K1 .
The sequence {pr2 (x1n )}n∈N is K2 -valued, there exists thus a subsequence {x2n }n∈N
of {x1n }n∈N such that {pr2 (x2n )}n∈N converges to x2 ∈ E2 .
16 1. ANALYSIS

Repeating this procedure m times, we finally obtain a subsequence {xm n }n∈N

such that ∀i, {pri (xm
n )} n∈N converges to xi
. This indicates that {xm
n }n∈N converges
in the product space (E, d) to x = (x1 , · · · , xm ) ∈ K. The sequence {xn }n∈N has
thus an accumulation point x in K as we wanted to prove.

Exercise 3.2.5.
(1) Theorem 3.2.2 indicates that, in any metric space, compact sets are closed
and bounded. The next theorem states that in (Rn , k.k∞ ), any closed and
bounded set is compact. The aim of this exercise is to prove that in other
metric space, there are bounded closed sets that are not compact.
Let fn be defined as

1 if x ≥ n
fn : R → R : x → fn (x) :=
0 otherwise
Let A be the set A := {fn : n ∈ N}. It is clearly a bounded subset of
(B(R), k.k∞ ). Observe that if n 6= m, then kfn − fm k∞ = 1. Conclude
therefore that a A-valued Cauchy sequence must be constant after some
rank (i.e. it must penetrate a singleton {f } ⊂ A.) Use this fact to prove
that A is closed and not compact.

Theorem 3.2.6. In (Rn , k.k∞ ), a set K is compact iif it is bounded and closed.
Proof: Theorem 3.2.2 indicates that a compact set is necessarily bounded and
closed. We next prove that this is also a sufficient condition for compactness: Let
then K be a closed bounded set in (Rn , k.k∞ ). Since K is bounded, it is contains in
a closed ball B[a, r]. We just have to prove that the set B[a, r] is compact. Indeed,
theorem 3.2.3 indicates that a closed subset of a compact set is itself compact. Since
(Rn , k.k∞ ) is the product space of n copies of (R, |.|), and
B[a, r] = [a1 − r, a1 + r] × · · · × [an − r, an + r],
we just have to prove that bounded closed intervals are compact in (R, |.|) to get
with theorem 3.2.4 the compactness of B[a, r].
Since a bounded closed interval I can always be covered by finitely many open
intervals of length 2 > 0 (which are the open balls of radius ), I is clearly a
precompact set. As a closed subset of the complete space (R, |.|), (I, |.|) is itself a
complete space according to theorem 2.1.7. We thus conclude with theorem 3.1.7
that I is compact in (R, |.|).

One important feature of compact sets is that a ”local property” on this set is
often a ”uniform property”. The next theorem is an illustration of this.
Theorem 3.2.7. Let K be a compact set in (E, d). Then a continuous function
f : (K, d) → (F, dF ) is uniformly continuous.
Proof: Let f be a continuous function on a compact set K. For a given  > 0, for
all x ∈ K, there exists δ(x) > 0 such that

(3) ∀y ∈ B(x, δ(x)) : dF (f (x), f (y)) ≤ .
3
Let us then consider the open covering {B(x, δ(x)
3 )}x∈K of K. There exists thus a
δ(x)
finite set J ⊂ K such that K ⊂ ∪x∈J B(x, 3 ). Let δ denote δ := minx∈J δ(x).
 4. CONNECTED SETS 17

Then η := δ
3 > 0. For all x, y ∈ K such that d(x, y) ≤ η there exists x0 , y 0 ∈ J such
0 0
that x ∈ B(x0 , δ(x3 ) ) and y ∈ B(y 0 , δ(y3 ) ). With (3), we have thus dF (f (x), f (x0 )) ≤
 0 
3 and dF (f (y), f (y )) ≤ 3 .
Next, the triangle identity gives us
δ(x0 ) + δ + δ(y 0 )
d(x0 , y 0 ) ≤ d(x0 , x) + d(x, y) + d(y, y 0 ) ≤ ≤ max(δ(x0 ), δ(y 0 )).
3
Therefore either x0 ∈ B(y 0 , δ(y 0 )) or y 0 ∈ B(x0 , δ(x0 )). In any case, with inequality
(3), we get: dF (f (x0 ), f (y 0 )) ≤ 3 .
So we have proved that ∀ > 0 : ∃η > 0 : ∀x, y ∈ K such that d(x, y) ≤ η, we
have:
++
dF (f (x), f (y)) ≤ dF (f (x), f (x0 ))+dF (f (x0 ), f (y 0 ))+dF (f (y 0 ), f (y)) ≤ = .
3
f is thus uniformly continuous on K.

Theorem 3.2.8. Let f be a continuous one-to-one map from a compact (E, dE )

to (F, dF ). Then the inverse map of f is continuous from (F, dF ) to (E, dE )
Proof: Let g denote the inverse map of f : for all x ∈ E, we have thus g(f (x)) = x.
To prove that g is continuous, we just have to prove that for all closed set C in
(E, dE ), the set g −1 (C) is closed in (F, dF ) (see theorem 1.4.2).
But g −1 (C) = {y ∈ F : g(y) ∈ C} = {f (x) : x ∈ C} = f (C). Next, C is a
compact set as a closed subset of the compact set E (see theorem 3.2.3). Therefore
g −1 (C) = f (C) is also compact (theorem 3.2.1) and thus closed (theorem 3.2.2), as
required.

4. Connected sets
4.1. Basic definitions. Let E1 , E2 be two non-empty disjoint closed sets in
a metric space (E, d) such that E = E1 ∪ E2 . Since E1 , E2 are also open sets,
a sequence in E will converge iif it penetrates one of these sets Ei and if the
corresponding Ei -valued subsequence converges in (Ei , d).
In the same way, a function f : (E, d) → (F, dF ) will be continuous iif the
restrictions fi of f on Ei are continuous from (Ei , d) to (F, dF ).
Therefore, analyzing the properties of the space (E, d) comes essentially to
analyzing the properties of its two pieces (E1 , d), (E2 , d).
A space (E, d) that can not be separated in two such pieces is called connected.
More precisely, a metric space (E, d) is connected iif the only sets that are both
open and closed in (E, d) are E and ∅.
Theorem 4.1.1. ([0, 1], |.|) is a connected space.
Proof: Assume that [0, 1] = E1 ∪ E2 where E1 , E2 are two non-empty disjoint
closed sets in ([0, 1], |.|). We will prove that this leads to a contradiction: Indeed,
the point 1 must then belong to one of the Ei ’s— say 1 ∈ E2 . Define then α as
α := sup E1 . Since E1 is closed, we get α ∈ E1 . Since E1 and E2 are disjoint, we
get thus that α 6∈ E2 and thus α < 1. It also follows the definition of α that no
point x > α belongs to E1 , and thus ]α, 1] ⊂ E2 . Since E2 is closed, α must then
belong to E2 . This is the contradiction: α ∈ E1 ∩ E2 , and E1 and E2 can therefore
not be disjoint.
18 1. ANALYSIS

A subset A in a metric space (E, d) is connected iif the subspace (A, d) is

connected.
Theorem 4.1.2. A subset A in a metric space (E, d) is connected iif for all
closed sets F1 , F2 in (E, d), A ⊂ F1 ∪F2 and A∩F1 ∩F2 = ∅ imply either A∩F1 = ∅
or A ∩ F2 = ∅.
Proof: Indeed, if A is connected and if F1 , F2 are closed sets in (E, d) such that
A ⊂ F1 ∪ F2 and A ∩ F1 ∩ F2 = ∅, then Ei := A ∩ Fi , i = 1, 2 are closed disjoint
set in (A, d) such that A = E1 ∪ E2 . Therefore Ei must either be A or ∅. Since E1
and E2 are further disjoint, one of these sets must be empty.
Conversely, if A satisfies the above property, and if E1 , E2 are disjoint closed
sets in (A, d) such that A = E1 ∪ E2 , there exist two closed sets F1 , F2 in (E, d)
such that Ei = A ∩ Fi . Clearly A ⊂ F1 ∪ F2 and A ∩ F1 ∩ F2 = E1 ∩ E2 = ∅.
Therefore E1 or E2 must be empty. A is thus connected since it can not be equal
to the union of two disjoint non empty closed set in (A, d).

Theorem 4.1.3. If A is a connected set in the metric space (E, d), A is also
connected.
Proof: Let E1 , E2 be two closed sets in (E, d) satisfying A ⊂ E1 ∪ E2 and A ∩ E1 ∩
E2 = ∅. Then A ⊂ E1 ∪ E2 and A ∩ E1 ∩ E2 = ∅. Since A is connected, this implies
that A ∩ Ei = ∅ for i = 1 or 2. Assume that A ∩ E2 = ∅, then A ⊂ E1 . Since E1 is
closed, we thus also have A ⊂ E1 , and thus A ∩ E2 = ∅. A is thus connected, since,
for any pair of closed sets E1 , E2 satisfying A ⊂ E1 ∪ E2 and A ∩ E1 ∩ E2 = ∅,
either A ∩ E1 = ∅ or A ∩ E2 = ∅.

Theorem 4.1.4. The image of a connected set A by a continuous function is

a connected set.
Proof: Let f : (E, d) → (F, dF ) be a continuous function and let A be a connected
set in (E, d). Then f (A) is connected in (F, dF ). Indeed, if G1 , G2 are two closed
sets in (F, df ) satisfying f (A) ⊂ G1 ∪ G2 and f (A) ∩ G1 ∩ G2 = ∅, then A ⊂
f −1 (G1 ∪ G2 ) = f −1 (G1 ) ∪ f −1 (G2 ) and f −1 (G1 ) ∩ f −1 (G2 ) = ∅. Since f is
continuous, f −1 (G1 ) and f −1 (G2 ) are closed sets. Since A is connected, we thus
infer that either f −1 (G1 ) = ∅ or f −1 (G2 ) = ∅. Therefore either G1 ∩ f (A) = ∅ or
G2 ∩ f (A) = ∅, and f (A) is thus connected.

4.2. Path-connected sets. A path joining two points a, b in a metric space

(E, d) is a continuous function f : ([0, 1], |.|) → (E, d) such that a = f (0) and
b = f (1).
A metric space (E, d) is path connected iif all pair (a, b) of points in E can be
joined by a path. A subset A of (E, d) is path connected iif the subspace (A, d) is
path connected.
Theorem 4.2.1. A path connected space (E, d) is connected.
Proof: Indeed, if E1 , E2 are non empty closed sets in (E, d) satisfying E = E1 ∪
E2 , there are two points e1 ∈ E1 and e2 ∈ E2 that can be joined by a path
f . f ([0, 1]) is thus a connected set. Furthermore f ([0, 1]) ⊂ E1 ∪ E2 and, for
i = 1, 2: ei ∈ f ([0, 1]) ∩ Ei 6= ∅. Therefore, since f ([0, 1]) is connected, we infer
 4. CONNECTED SETS 19

that f ([0, 1]) ∩ E1 ∩ E2 6= ∅, and thus E1 ∩ E2 6= ∅. So E can not be written as the

union of two non empty disjoint closed sets, and (E, d) is thus connected.

The next theorem indicates that the connected sets in (R, |.|) are the intervals
(open, closed, semi open, bounded or unbounded)
Theorem 4.2.2. If A is a connected set in (R, |.|) that contains x and y, with
x < y then [x, y] ⊂ A.
In particular, in (R, |.|), A is connected iif A is path-connected.
Proof: Let z ∈]x, y[, and assume that z 6∈ A. Then E1 :=]−∞, z] and E2 := [z, ∞[
are closed sets that satisfy A ⊂ E1 ∪E2 and A∩E1 ∩E2 = ∅. However x ∈ A∩E1 6= ∅
and y ∈ A ∩ E2 6= ∅. A could therefore not be connected. Therefore z must belong
to A. In other words: ]x, y[⊂ A. Since x, y ∈ A, this also implies [x, y] ⊂ A as
announced.
We next prove the second claim. According to the previous theorem, we just
have to prove that a connected set A is path-connected. But this follows from the
previous claim since if x, y ∈ A, the continuous function f : [0, 1] → R : t → f (t) :=
tx + (1 − t)y is an [x, y]-valued path joining x and y. f is thus also A-valued.

In general metric spaces however there are connected sets that are not path-
connected.
Exercise 4.2.3.
(1) Let I := {(0, y) : y ∈ [−1, 1]}, J := {(x, sin( x1 )) : x > 0} and A := I ∪ J.
a) Prove that I and J are connected.
b) Prove that I ⊂ J.
c) Prove that A is connected. (Hint: Let E1 , E2 be two closed sets in
(R2 , k.k∞ ) satisfying A ⊂ E1 ∪ E2 , A ∩ E1 ∩ E2 = ∅, A ∩ E1 6= ∅ and
A ∩ E2 6= ∅. Using a), prove J must then be included in one of the Ei ,
i = 1, 2—say E1 . With b) conclude that I ⊂ E1 and thus A ⊂ E1 . Find
then a contradiction.)
e) Prove that there is no path joining (0, 0) and (1, sin(1)). (Hint: let
f (t) := (f1 (t), f2 (t)) be such a path. Let α := sup{t ∈ [0, 1] : f (t) ∈ I}.
Prove that f (α) ∈ I and that ∀t > α : f (t) ∈ J. Let {βn }n∈N be a
decreasing sequence in ]0, 1] that converges to 0 and such that {sin( β1n }n∈N
does not converge. Prove that there exists a decreasing sequence {tn }n∈N
that converges to α such that f1 (tn ) = βn , for all n. Conclude that f2 can
not be continuous at α.
Theorem 4.2.4. Let f be a continuous function from a connected space (E, d)
to (R, |.|). If there exist a, b ∈ E such that f (a) > 0 and f (b) < 0 then there exists
c ∈ E such that f (c) = 0.
Proof: f (E) is a connected set according to theorem 4.1.4. According to theorem
4.2.2, 0 ∈ [f (a), f (b)] ⊂ f (E). Therefore, there exists c ∈ E such that f (c) = 0.

4.3. Connected component. Let x be a point in a metric space (E, d).

The connected component of x, denoted connect(x) is defined as the union of all
connected sets A that contains x. Notice that {x} is a connected set that contains
x, so that the above definition always makes sense.
20 1. ANALYSIS

Theorem 4.3.1. For all x ∈ E, connect(x) is a closed connected set.

Proof: Set K := connex(x). If E1 , E2 are two closed sets such that K ⊂ E1 ∪ E2
and K ∩ E1 ∩ E2 = ∅, then x belongs to E1 or E2 . Assume that x ∈ E1 . Let next
A be a connected set that contains x. Since A ⊂ K, we also have A ⊂ E1 ∪ E2 and
A ∩ E1 ∩ E2 = ∅. Therefore either A ∩ E1 = ∅ or A ∩ E2 = ∅. Since x ∈ A ∩ E1 , we
thus conclude that A ∩ E2 = ∅, and thus A ⊂ E1 . Since this last inclusion holds for
all connected set A that contains x, it also holds for their union K and so K ⊂ E1 .
This also implies that K ∩ E2 = ∅. K is thus connected, as announced.
Finally, since K is also a connected set that contains x, as it results from
theorem 4.1.3, we get K ⊂ connect(x) = K, and thus K is closed.

Theorem 4.3.2. Let x and y be two points of (E, d).

Then either connect(x) = connect(y) or connect(x) ∩ connect(y) = ∅. In other
words, the connected components form a partition of E.
Proof: Indeed, assume that connect(x) ∩ connect(y) 6= ∅. Then there exists z ∈
connect(x) ∩ connect(y). In particular connect(x) is a connected set that contains
z. Therefore x ∈ connect(x) ⊂ connect(z). Therefore connect(z) is a connected set
that contains x, and so connect(z) ⊂ connect(x). Hence connect(x) = connect(z).
A similar argument indicates that connect(y) = connect(z), and thus connect(x) =
connect(y) as announced.