8.3  Bounded Functions and Their Suprema

Number Systems proved that R is a complete ordered field (Number Systems: From N to R, Theorem 5.5.2). By the definition of completeness (Number Systems: From N to R, Definition 5.5.1), every non-empty set of real numbers that is bounded above has a supremum. A supremum is a least upper bound, as in Sets and Functions (Sets and Functions, Definition 5.3.5). A real function f:D→R hands us such sets, one for each A⊆D: the set f(A) of its values on A. This section asks when f(A) is bounded, names its supremum and infimum, and fixes one method for computing them: bound every value, then find a witness. It then gives rules for comparing suprema without computing them, measures the spread of values, and shows that non-constant polynomials are unbounded on R.

8.3.1. A least upper bound that is never reached

Let f(x)=x/(1+x) on [0,∞). A few values: f(0)=0,f(1)=12,f(9)=910,f(99)=99100. Every value is below 1, since x<1+x and 1+x>0. The values creep toward 1 and never reach it.

“Its maximum is 1” is false: a maximum is a value, and 1 is not a value of f. “Its least upper bound is 1” is true, and proving it takes two halves. First, 1 bounds every value. Second, no number below 1 bounds every value. The first half is one line. The second half is the real work, and the epsilon test below turns it into a search for a single point.

8.3.2. The infimum and the epsilon test

Suprema come with a mirror image. Sets and Functions defined the infimum of a set as its greatest lower bound (Sets and Functions, Definition 5.3.5), but completeness speaks only of suprema. Reflection in 0 turns one into the other. For A⊆R, write −A:={−a:a∈A}, the image of A under x↦−x (Sets and Functions, Example (Reflections, scalings and sums as images)).

A small case first. Let A={1,2,3}, so −A={−1,−2,−3}. The lower bound 1 of A becomes the upper bound −1 of −A. The supremum of −A is −1, and infA=1=−(−1).

Number Systems set part (b) of the next proposition as an exercise (Number Systems: From N to R, Exercise (B1)). We prove it here so that later sections can cite it.

Proposition 8.3.1 (Infimum by Reflection)

Let A⊆R.

  • (a) A real number l is a lower bound of A if and only if −l is an upper bound of −A.
  • (b) If A is non-empty and bounded below, then A has an infimum, and infA=−sup(−A).

Proof.

  • (a) For a∈A, l≤a holds if and only if −a≤−l, by Number Systems: From N to R, Proposition 2.4.3 (a) together with the case of equality. The elements of −A are exactly the numbers −a with a∈A, so l≤a for every a∈A if and only if b≤−l for every b∈−A.

  • (b) Let l be a lower bound of A. By (a), −l is an upper bound of −A, and −A is non-empty because A is. Since R is complete (Number Systems: From N to R, Theorem 5.5.2), s:=sup(−A) exists. By (a), applied to −s, the number −s is a lower bound of A, since −(−s)=s is an upper bound of −A. Let l′ be any lower bound of A. Then −l′ is an upper bound of −A by (a). A supremum is at most every upper bound, (S2), so s≤−l′, that is, l′≤−s. So −s is the greatest lower bound of A.

Uses: Sets and Functions, Definition 5.3.5 (S2: least upper bound).

Every statement about suprema thus has a twin about infima, obtained by reflection.

The second half of “least upper bound” says that nothing smaller is an upper bound. In R “smaller” can be measured by a positive gap ε, and “not an upper bound” means that some element sticks out above. That gives a test with an explicit witness.

Here is the test on a small case. Take A=[0,1) and the upper bound s=1. For the gap ε=1/10, the element 0.95 of A lies above 1−1/10=0.9. For ε=1/100, the element 0.995 lies above 0.99. Every gap, however small, has such an element.

Proposition 8.3.2 (The Epsilon Test for a Supremum)

Let A⊆R be non-empty and let s be an upper bound of A. Then s=supA if and only if, for every ε>0, there exists a∈A with a>s−ε. In symbols: ∀ε>0  ∃a∈A  a>s−ε. Likewise, if i is a lower bound of A, then i=infA if and only if for every ε>0 there exists a∈A with a<i+ε.

Proof. (⇒) Let s=supA and ε>0. Then s−ε<s. If s−ε were an upper bound of A, the least-upper-bound property (S2) would give s≤s−ε, which is false. So some a∈A fails a≤s−ε; by totality of the order (Number Systems: From N to R, Proposition 2.4.3 (i)), a>s−ε.

(⇐) Assume the condition, and let u be an upper bound of A. Suppose u<s, and put ε:=s−u>0. The condition gives a∈A with a>s−ε=u, against u being an upper bound. So s≤u by totality. Hence s is an upper bound, (S1), and is at most every upper bound, (S2): it is the supremum.

For the infimum, apply the supremum statement to −A and the upper bound −i (Proposition 8.3.1 (a)). By the proof of Proposition 8.3.1 (b), i=infA if and only if −i=sup(−A); and −a>−i−ε if and only if a<i+ε.

The element a is a witness for ε. It may depend on ε, and it usually does: a smaller ε asks for an element closer to the top.

Quick check. Is 0.99 the supremum of [0,1)? Use the test.

Solution. No, and the test does not even apply: it is stated for an upper bound s, and 0.99 is not one, since 0.995∈[0,1) and 0.995>0.99. The supremum is 1: it bounds [0,1), and for ε>0 the element max(0,1−ε/2) of [0,1) exceeds 1−ε.

8.3.3. Bounded functions and their suprema

A real function (Definition 8.1.1) on D has a set of values on each A⊆D, and the words of the previous subsection apply to that set.

A small case first. Let f(x)=x2 and A=[−1,2]. For x∈A, |x|≤2, so f(x)≤4; and f(x)≥0. One number, 4, lies above every value on A, and 0 lies below every value.

A function is bounded on A when its values on A stay inside a fixed window. That is, some fixed interval contains every value on A.

Definition 8.3.1 (Bounded Function)

Let f:D→R and A⊆D. The function f is bounded above on A if the set f(A)={f(x):x∈A} (Sets and Functions, Definition 2.5.1) is bounded above: there exists M∈R with f(x)≤M for every x∈A. It is bounded below on A if f(A) is bounded below, and bounded on A if there exists M∈R with |f(x)|≤M for every x∈A. When A=D, “on D” may be dropped.

In words: one number M, chosen before x, works for all x∈A. By Number Systems: From N to R, Proposition 4.1.3 (d), |f(x)|≤M says −M≤f(x)≤M, so a bounded function is bounded above and below. Conversely, if L≤f(x)≤U on A, then M:=max(|L|,|U|) gives f(x)≤|U|≤M and −f(x)≤−L≤|L|≤M, so |f(x)|≤M. The two meanings of “bounded” agree.

Examples. The function x/(1+x) from the start of the section is bounded on [0,∞), with 0≤f(x)<1. A constant function c is bounded on every A, by |c|. The function 1/x on (0,1] is bounded below by 0 but not above: given M, the point x:=1/(|M|+1) lies in (0,1] and 1/x=|M|+1>M. Change only the set to [1,2] and the same formula is bounded, with 1/2≤1/x≤1 (Number Systems: From N to R, Proposition 4.1.2 (c)). Boundedness belongs to the pair (f,A), not to the formula.

Before the next definition, one more small case. On A={0,1,2} the function x2 takes the values 0,1,4. The least upper bound of these values is 4, and it is a value, at x=2. The greatest lower bound is 0, at x=0.

Definition 8.3.2 (Supremum and Infimum of a Function)

Let f:D→R and let A⊆D be non-empty. If f is bounded above on A, the supremum of f on A is supAf:=supf(A), also written supx∈Af(x). If f is bounded below on A, its infimum on A is infAf:=inff(A). The supremum is attained if supAf∈f(A), that is, supAf=f(x0) for some x0∈A; it is then the maximum of f on A, written maxAf. Likewise an attained infimum is the minimum minAf.

Both exist under the stated hypotheses: f(A) is non-empty because A is, so completeness gives supf(A), and Proposition 8.3.1 (b) gives inff(A). The set A must be non-empty, since every real number bounds the empty set and no least one exists. An attained supremum f(x0) is an upper bound of f(A) that lies in f(A), so it is the largest value. Conversely, a largest value f(x0) is an upper bound, and every upper bound is at least f(x0). So it is the supremum.

Warning. The supremum need not be a value. A proof that starts “let x0 be the point where f reaches supAf” has assumed that the supremum is attained. For x/(1+x) on [0,∞) no such point exists. The supremum also depends on A: sup[0,1]x2=1 and sup[0,2]x2=4.

The two halves we used for x/(1+x) at the start of the section now become a general method.

Example (Method: bound every value, then find a witness)

How it goes. To prove supAf=M for a non-empty A and a candidate M∈R:

  • (≤) Bound every value. Let x∈A be arbitrary and prove f(x)≤M.
  • (≥) Find a witness. Let ε>0 be arbitrary and produce x∈A, depending on ε, with f(x)>M−ε.

The first half shows that f is bounded above on A and that M is an upper bound of f(A); then M=supAf by Proposition 8.3.2. For an infimum, reverse the inequalities: f(x)≥m for every x∈A, and for each ε>0 some x with f(x)<m+ε.

We know We want
f on A≠∅; a candidate M (≤) ∀x∈A  f(x)≤M; (≥) ∀ε>0 ∃x∈A  f(x)>M−ε

When to use it. Whenever a supremum or infimum is to be computed. An inequality supAf≤M needs only the first half, since the supremum is the least upper bound; an equality needs both.

Common mistakes. Proving only (≤) shows that M is an upper bound, not that it is the least one. A witness for one ε, such as 1/10, is not enough: the second half needs a witness for every ε. A witness for f must not be paired with a different witness for g, as if f(x)+g(y) were a value of f+g. Exercise B4 shows where that mistake leads.

8.3.4. Two worked examples

The first example returns to x/(1+x). Its witness has to move with ε.

Example (A supremum that is not attained)

Let f(x)=x/(1+x) on A=[0,∞). Prove that supAf=1 and that it is not attained. Find infAf.

Idea (Scratch work). The bounding half: x/(1+x)≤1 means x≤1+x, after multiplying by 1+x>0, and that holds, even strictly.

The witness half is the gap. Given ε>0, we want x≥0 with x1+x>1−ε. For ε≥1 the right side is at most 0 and any x>0 works. For 0<ε<1, work backwards: multiply by 1+x, collect x: x>(1−ε)(1+x)⟺εx>1−ε⟺x>1ε−1. So x:=1/ε is a clean choice, a little larger than needed. Does it also cover ε≥1? At x=1/ε the value is 1/(1+ε), and 1/(1+ε)>1−ε means 1>(1−ε)(1+ε)=1−ε2, true for every ε>0. One choice, no cases; the restriction ε<1 was needed only while solving backwards.

We know We want
x∈[0,∞) x/(1+x)≤1
ε>0 some x≥0 with x/(1+x)>1−ε
x:=1/ε, value 1/(1+ε) 1/(1+ε)>1−ε, i.e. 1>1−ε2: the gap is closed

The proof runs forwards: bound, then choose x from ε, then check.

Solution. Bound every value. Let x≥0. Then 1+x>0 and x<1+x; multiplying by 1/(1+x)>0 (Number Systems: From N to R, Proposition 3.2.2 (a), Number Systems: From N to R, Proposition 2.4.3 (c)) gives f(x)<1.

Find a witness. Let ε>0 and put x:=1/ε, which lies in A. Then f(x)=1/ε1+1/ε=11+ε. Since (1−ε)(1+ε)=1−ε2<1 and 1+ε>0, dividing by 1+ε gives 1−ε<1/(1+ε)=f(x).

By the method of Example (Method: bound every value, then find a witness), supAf=1. It is not attained, because f(x)<1 for every x∈A.

For the infimum, f(x)≥0 for x≥0, as a quotient of x≥0 by 1+x>0, and f(0)=0. So infAf=0, attained: minAf=0.

Quick check. For ε=2, which x does the proof choose, and is its value above 1−ε?

Solution. x=1/2, with f(1/2)=(1/2)/(3/2)=1/3, and 1/3>−1=1−ε. The proof needs no separate case for large ε.

In the second example the candidate is a value, and the witness half costs nothing.

Example (A supremum that is attained)

Find sup and inf of g(x)=x(1−x) on [0,1].

Solution. Completing the square, x(1−x)=14−(x−12)2.

Bound every value. Since (x−12)2≥0, g(x)≤14 for every x.

Find a witness. g(1/2)=1/4, and 14>14−ε for every ε>0. So x=1/2 is a witness for every ε at once.

Hence sup[0,1]g=1/4, attained at 1/2: it is max[0,1]g. For the infimum, on [0,1] both x≥0 and 1−x≥0, so g(x)≥0, and g(0)=0: min[0,1]g=0.

An attained value is its own witness, which is why the witness in the second solution does not depend on ε.

Quick check. Find sup and inf of x2 on (−1,2), and of 1Q:R→{0,1} (Sets and Functions, Definition 2.3.2) on [0,1]. Which are attained?

Solution. For x2: the values on (−1,2) form [0,4), so sup=4, not attained (x2=4 needs x=±2), and inf=0, attained at 0.

For 1Q: sup=1, attained at any rational point such as 0, and inf=0, attained at any irrational point of [0,1]. One is 2/2, with 2 from Number Systems: From N to R, Proposition 6.1.4: it lies in [0,1] since 0≤2≤2. First, 2 is irrational. If 2=q∈Q, then q2=2 in R. The copy of Q in R respects products and is injective (Number Systems: From N to R, Theorem 4.2.2), so q2=2 would hold in Q. That is impossible, since no rational number has square 2 (Number Systems: From N to R, Theorem 3.3.1). Then 2/2 is irrational too: 2/2=q∈Q would make 2=2q rational.

8.3.5. Rules for suprema of functions

Suprema are compared more often than they are computed. Each comparison below, except (e), which is reflection, is one or both halves of the method.

A small case first. On A={1,2} let f take the values f(1)=1, f(2)=3, and let g take g(1)=2, g(2)=2. Then supf=3 and supg=2. The sum f+g takes the values 3 and 5, so sup(f+g)=5=3+2. The function 2f takes 2 and 6, so sup(2f)=6=2⋅3.

Theorem 8.3.3 (Rules for Suprema of Functions)

Let f,g:D→R, let A⊆D be non-empty, let f and g be bounded above on A, and let c∈R. All suprema are on A, and f+g, cf, |f| are as in Definition 8.1.2.

  • (a) If f(x)≤g(x) for every x∈A, then supf≤supg.
  • (b) sup(f+g)≤supf+supg.
  • (c) sup(f+c)=supf+c.
  • (d) If c≥0, then sup(cf)=csupf.
  • (e) If f is bounded below on A, then −f is bounded above on A and sup(−f)=−inff.
  • (f) If B⊆A is non-empty, then supBf≤supAf.
  • (g) If f and g are bounded (above and below) on A, then |supf−supg|≤sup|f−g|.

Idea. Parts (a), (b) and (f) are inequalities between suprema, so only the bounding half is needed: the right side bounds every value of the left side, and the left supremum is the least such bound. Parts (c) and (d) are equalities and take both halves; (d) treats c=0 apart, since a witness for cf comes from ε/c. Part (e) is Proposition 8.3.1 applied to the set of values. Part (g) uses that f lies between g shifted down and g shifted up by the constant sup|f−g|.

Proof. Write Sf:=supAf and Sg:=supAg.

  • (a) For x∈A, f(x)≤g(x)≤Sg. So Sg is an upper bound of f(A). A supremum is at most every upper bound, (S2), so Sf≤Sg.

  • (b) Bound every value. For x∈A, f(x)≤Sf and g(x)≤Sg. Adding the two inequalities, f(x)+g(x)≤Sf+Sg. So f+g is bounded above on A, and Sf+Sg is an upper bound of (f+g)(A). Least upper bound. The supremum is at most every upper bound, so sup(f+g)≤Sf+Sg.

  • (c) For x∈A, f(x)+c≤Sf+c. For ε>0, Proposition 8.3.2 gives x∈A with f(x)>Sf−ε, so f(x)+c>(Sf+c)−ε. By the method, sup(f+c)=Sf+c.

  • (d) If c=0, then cf is the constant 0 on the non-empty set A, so sup(cf)=0=0⋅Sf. Let c>0. Bound every value. For x∈A, f(x)≤Sf, so cf(x)≤cSf (Number Systems: From N to R, Proposition 2.4.3 (c), with equality allowed). Find a witness. Let ε>0. Then ε/c>0, and Proposition 8.3.2 gives x∈A with f(x)>Sf−ε/c; multiplying by c>0, cf(x)>cSf−ε. By the method, sup(cf)=cSf.

  • (e) Let l be a lower bound of f(A). Then −f(x)≤−l for x∈A, so −f is bounded above. The set of values of −f on A is −f(A), so sup(−f)=sup(−f(A))=−inff(A)=−inff by Proposition 8.3.1 (b).

  • (f) f(B)⊆f(A), so Sf is an upper bound of f(B), and f(B) is non-empty. Hence f is bounded above on B, and supBf≤Sf, since a supremum is at most every upper bound.

  • (g) If |f(x)|≤M and |g(x)|≤N on A, then |f(x)−g(x)|≤M+N by the triangle inequality (Number Systems: From N to R, Proposition 4.1.3 (e)), so d:=sup|f−g| exists. For x∈A, f(x)=g(x)+(f(x)−g(x))≤g(x)+|f(x)−g(x)|≤g(x)+d, since a number is at most its absolute value. By (a) and then (c), Sf≤sup(g+d)=Sg+d. Swapping f and g, and using |g−f|=|f−g|, gives Sg≤Sf+d. So −d≤Sf−Sg≤d, which is |Sf−Sg|≤d.

Uses: Sets and Functions, Definition 5.3.5 (S2: least upper bound); Number Systems: From N to R, Proposition 2.4.3 (b) (adding inequalities); Number Systems: From N to R, Proposition 4.1.3 (b) (|g−f|=|f−g|), (c) (t≤|t|), (d) (|t|≤d as two inequalities).

Rule (b) bounds the supremum of a sum, and rule (g) says that two functions close at every point have close suprema.

Warning. Rule (b) is an inequality, and it can be strict. On [0,1] let f(x)=x and g(x)=1−x. Then supf=supg=1, while f+g is the constant 1, so sup(f+g)=1<2. The two suprema are reached at different points, 1 and 0.

Quick check. Which half of the method does rule (f) use, and why is the other half not needed?

Solution. Only (≤), bounding every value: every value of f on B is a value on A, so supAf bounds f(B), and the least upper bound of f(B) is at most it. No witness is needed because the claim is an inequality, not an equality.

8.3.6. How far apart can two values be?

For a bounded function, the largest gap between two of its values measures how much the function varies on A. The obvious guess is “the top minus the bottom”, and the next result confirms it, with the top and bottom read as supremum and infimum.

A small case first. On A={1,2,3} let f take the values 1,4,2. The gaps |f(x)−f(y)| are 0,1,2,3, and the largest is 3=4−1, the largest value minus the smallest.

Proposition 8.3.4 (The Spread of Values)

Let A be non-empty and let f:D→R be bounded (above and below) on A⊆D. Then sup{|f(x)−f(y)|:x,y∈A}=supAf−infAf.

Try it first (ten minutes): which two points make |f(x)−f(y)| almost supAf−infAf?

Idea. The natural attempt takes x where f is largest and y where it is smallest. That attempt fails at once: neither point need exist, as x/(1+x) on [0,∞) showed. What does exist, for each ε>0, is a point x with f(x) within ε/2 of the supremum and a point y with f(y) within ε/2 of the infimum (Proposition 8.3.2). Their gap falls short of supAf−infAf by less than ε/2+ε/2=ε. The bounding half needs two inequalities, one for each sign of f(x)−f(y).

Before reading on: why ε/2, and not ε?

Proof. Let S:=supAf and I:=infAf, which exist by Definition 8.3.2, and let T:={|f(x)−f(y)|:x,y∈A}, a non-empty set.

Bound every value. Let x,y∈A. Then I≤f(x)≤S and I≤f(y)≤S, so f(x)−f(y)≤S−I and f(y)−f(x)≤S−I. Thus −(S−I)≤f(x)−f(y)≤S−I, and |f(x)−f(y)|≤S−I by Number Systems: From N to R, Proposition 4.1.3 (d). So S−I is an upper bound of T.

Find a witness. Let ε>0. Then ε/2>0. By Proposition 8.3.2 there are x∈A with f(x)>S−ε/2 and y∈A with f(y)<I+ε/2. A number is at most its absolute value, so |f(x)−f(y)|≥f(x)−f(y)>(S−ε2)−(I+ε2)=(S−I)−ε. By Proposition 8.3.2, supT=S−I.

With ε in place of each ε/2, the last display would end in (S−I)−2ε, and the test asks for −ε; any two positive tolerances adding up to ε would do. The proof never used a point where f is largest. The result holds for x/(1+x) on [0,∞), where the spread is 1−0=1 and is not attained.

8.3.7. Polynomials are unbounded

On a set like [0,1] many functions are bounded. On all of R, no polynomial function of degree at least 1 is. Chapter 7 proved how fast a complex polynomial grows (Lemma 7.6.1), and a real polynomial is a complex one whose coefficients happen to be real. Nothing new has to be estimated.

A small case first. Let p(x)=x2−3x. Then p(10)=70 and p(100)=9700. Once |x| is large, the top term x2 outweighs the rest, and the values grow without limit.

Example (Polynomials of positive degree are unbounded)

Let p=∑j=0dajxj∈R[x] with d=deg⁡p≥1, and put K:=|a0|+⋯+|ad−1|,R:=max{1,2K|ad|}. Show:

  • (a) |p(x)|≥12|ad||x| for every real x with |x|≥R;
  • (b) every real root of p lies in (−R,R);
  • (c) the polynomial function of p on R (Definition 8.1.3) is not bounded.

Solution. Regard p as an element of C[x], with coefficients aj∈R⊆C (Proposition 3.1.1). The inclusion respects sums and products. So, for real x, the value of p at x computed in C is the real number p(x). The modulus of a real number is its absolute value (Proposition 3.2.1). So the numbers K and R above are the A and R of Lemma 7.6.1, with n=d.

  • (a) For real x with |x|≥R, the lemma gives |p(x)|≥12|ad||x|d≥12|ad||x|.

  • (b) If |x|≥R, then |x|≥1 and ad≠0, so (a) gives |p(x)|≥12|ad|>0, and x is not a root. So every real root has |x|<R, that is, −R<x<R (Number Systems: From N to R, Proposition 4.1.3 (d)).

  • (c) Let M∈R and put x:=R+2|M|/|ad|. Then x≥R>0, so |x|=x≥R, and (a) gives |p(x)|≥12|ad|x=12|ad|R+|M|>|M|≥M, since 12|ad|R>0. So no M satisfies |p(x)|≤M for every x∈R.

The growth bound says where roots can be, not that one exists: x2+1 has no real root. That a real polynomial of odd degree has a real root came from factoring, in Chapter 7 (Corollary 7.6.11), and (b) now adds that such a root lies in (−R,R). For example x3−4x+1 has K=5 and R=10, so its roots lie in (−10,10).

Quick check. Is x3−100x bounded on [−20,20]? On R?

Solution. On [−20,20], yes: |x3−100x|≤|x|3+100|x|≤8000+2000=10000, by the triangle inequality and |x|≤20. On R, no, by Example (Polynomials of positive degree are unbounded) (c). Boundedness depends on the set, as it did for 1/x on (0,1] and on [1,2].

8.3.8. Suprema over a product

A function of two variables can be bounded in two stages: first over one variable with the other frozen, then over the other. The order of the stages does not matter. Here A and B are any sets, not necessarily of numbers, and supA×Bf means supf(A×B), the supremum of the set of values, as in Definition 8.3.2; likewise for the inner suprema.

A small case first. Let A=B={1,2}, and write the values of f as a table with rows a=1,2 and columns b=1,2: the first row is 1,5 and the second is 3,2. The row tops are 5 and 3, and the larger is 5. The column tops are 3 and 5, and the larger is again 5, the largest entry.

Proposition 8.3.5 (Iterated Suprema)

Let A and B be non-empty sets and let f:A×B→R be bounded above. Then supA×Bf=supa∈Asupb∈Bf(a,b)=supb∈Bsupa∈Af(a,b).

In words: to find the top of a table of numbers, take the top of each row and then the top of those, or the same with columns.

Second readingSuprema over a product

Proof. Let S:=supA×Bf, which exists since A×B is non-empty. For fixed a∈A, every f(a,b) is a value of f, so f(a,b)≤S for every b∈B. Hence b↦f(a,b) is bounded above on the non-empty B. A supremum is at most every upper bound, (S2), so φ(a):=supb∈Bf(a,b)≤S. So φ is bounded above on A by S, and supAφ≤S for the same reason.

Conversely, for (a,b)∈A×B, f(a,b)≤φ(a)≤supAφ. So supAφ is an upper bound of the values of f, and S≤supAφ. Hence S=supAφ, the first equality. Exchanging the roles of A and B gives the second.

If B={b0} is a singleton, the inner supremum is f(a,b0), and the statement says only that supA×{b0}f=supa∈Af(a,b0): the same set of values, written twice. The hypothesis that A and B are non-empty cannot be dropped, since an empty factor makes A×B empty and leaves nothing to take the supremum of.

Remark (Looking ahead). Integration, Series, and Function Spaces, Chapter 2, calls the number supAf−infAf of Proposition 8.3.4 the oscillation of f on A, and measures integrability with it.

8.3.9. Exercises

A. Check your understanding

Exercise (A1)

Parts (a)–(c) are about the proof of Proposition 8.3.4. Parts (d)–(f) are true or false: give a reason or a counterexample (here A is non-empty and f bounded on A).

  • (a) Run the statement on f(x)=x2 on A=[−1,2): find supAf, infAf and the supremum of |f(x)−f(y)|. Is that supremum attained?
  • (b) Which line of the proof uses that f is bounded below on A?
  • (c) State the idea of the proof in two sentences.
  • (d) supAf∈f(A).
  • (e) infAf≤supAf.
  • (f) supA|f|=max(|supAf|,|infAf|).

Solution.

  • (a) The values of x2 on [−1,2) form [0,4), so supAf=4 and infAf=0, and the supremum of |f(x)−f(y)| is 4−0=4. It is not attained: both values lie in [0,4), so |f(x)−f(y)|<4, and equality would need f(x)=4, that is, x=±2, neither of which lies in A.

  • (b) The opening sentence, first: I=infAf exists only because f is bounded below on A (Proposition 8.3.1 (b)). It is then used in the choice of y with f(y)<I+ε/2. The infimum version of Proposition 8.3.2 then gives y. (The bounding half also uses I≤f(y).)

  • (c) A largest and a smallest value need not exist, so take points whose values are within ε/2 of the supremum and of the infimum. Their gap is within ε of supAf−infAf, which also bounds every gap.

  • (d) False: Example (A supremum that is not attained).

  • (e) True: pick any x∈A, possible since A≠∅; then infAf≤f(x)≤supAf.

  • (f) True. Write S=supAf, I=infAf, m=max(|S|,|I|). Bound every value: I≤f(x)≤S gives f(x)≤|S|≤m and −f(x)≤−I≤|I|≤m, so |f(x)|≤m. Find a witness, for ε>0. If S≥0 and m=|S|=S, take x with f(x)>S−ε; then |f(x)|≥f(x)>m−ε. If I≤0 and m=|I|=−I, take x with f(x)<I+ε; then |f(x)|≥−f(x)>m−ε. No other case occurs: S<0 forces I≤S<0, so m=|I|=−I; and I>0 forces S≥I>0, so m=|S|=S.

B. Practice

Exercise (B1)

Let A be non-empty and f,g bounded below on A. Here is a proof that infA(f+g)≥infAf+infAg, with its last step left out.

For each x∈A, f(x)≥infAf and g(x)≥infAg, so f(x)+g(x)≥infAf+infAg.

Say which method this is, then complete it.

Solution. The method is the bounding half of Example (Method: bound every value, then find a witness), mirrored for an infimum, followed by “the infimum is the greatest lower bound”. The displayed line shows that infAf+infAg is a lower bound of (f+g)(A); in particular f+g is bounded below on A, so infA(f+g) exists (Definition 8.3.2). The infimum is greater than or equal to every lower bound (Sets and Functions, Definition 5.3.5), so infA(f+g)≥infAf+infAg.

Exercise (B2: Prove or disprove)

Let A be non-empty and f,g bounded on A. Prove or disprove each statement; all suprema and infima are on A.

  • (a) sup(f+g)=supf+supg.
  • (b) supmax(f,g)=max(supf,supg).
  • (c) If f(x)>0 and g(x)>0 for every x∈A, then sup(fg)=supf⋅supg.
  • (d) supf=−inf(−f).

Solution.

  • (a) False. On [0,1], f(x)=x and g(x)=1−x give sup(f+g)=1 and supf+supg=2, as in the warning after Theorem 8.3.3.

  • (b) True. Let m:=max(supf,supg). Bound every value: max(f(x),g(x)) is f(x)≤supf≤m or g(x)≤supg≤m. So supmax(f,g)≤m. Other half: f≤max(f,g) and g≤max(f,g) on A, so rule (a) of Theorem 8.3.3 gives supf≤supmax(f,g) and supg≤supmax(f,g), hence m≤supmax(f,g).

  • (c) False. On (0,1) let f(x)=x and g(x)=1−x, both positive. Then supf=supg=1, but fg=x(1−x)≤1/4 by Example (A supremum that is attained), with sup(fg)=1/4 attained at 1/2∈(0,1). So 1/4≠1.

  • (d) True. −f is bounded (above and below) on A, and rule (e) of Theorem 8.3.3 applied to −f gives sup(−(−f))=−inf(−f), that is, supf=−inf(−f).

Exercise (B3)

Find sup and inf of h(x)=x/(x2+1) on R, and say whether each is attained. Hence |h(x)|≤12 for every real x.

Hint: compare h(x) with 12 over a common denominator.

Solution. For every real x, x2+1>0, and 12−xx2+1=x2−2x+12(x2+1)=(x−1)22(x2+1)≥0,xx2+1+12=(x+1)22(x2+1)≥0. So −12≤h(x)≤12 for every x: every value is bounded. Witnesses: h(1)=12 and h(−1)=−12 are values, each its own witness for every ε. Hence supRh=12=maxRh and infRh=−12=minRh, both attained. The two-sided bound is |h(x)|≤12 by Number Systems: From N to R, Proposition 4.1.3 (d).

Exercise (B4: Find the error)

Here is an argument for “supA(f+g)=supAf+supAg for f,g bounded above on a non-empty A.”

  • (i) The inequality ≤ is rule (b) of Theorem 8.3.3.
  • (ii) For ≥, let ε>0. Choose x∈A with f(x)>supf−ε/2 and y∈A with g(y)>supg−ε/2.
  • (iii) Then f(x)+g(y)>supf+supg−ε.
  • (iv) So supf+supg passes the epsilon test for the values of f+g, and equality holds.

Is the conclusion true? Which line fails, and why?

Solution. The conclusion is false: Exercise (B2: Prove or disprove) (a) gives f(x)=x, g(x)=1−x on [0,1], with 1≠2.

Lines (i)–(iii) are correct. Line (iv) fails: the epsilon test needs an element of the set of values (f+g)(A)={f(z)+g(z):z∈A}, and f(x)+g(y) with x≠y is not of that form. In the counterexample, x=1 and y=0 (each a witness for every ε) give f(1)+g(0)=2, while every value of f+g is 1. This is the mistake of pairing a witness for f with a different witness for g, listed in Example (Method: bound every value, then find a witness).

C. Going deeper

Exercise (C1: Chapter check: the supremum of a square)

Let A be non-empty and let f:D→R be bounded on A⊆D, with f(x)≥0 for every x∈A. Prove that supAf2=(supAf)2.

Solution (Hint 1). Use both halves of Example (Method: bound every value, then find a witness), with s:=supAf.

Solution (Hint 2). For the witness, aim at f(x)>s−δ and expand (s−δ)2; then choose δ from ε and s.

Solution. Let s:=supAf. Since A≠∅ and f≥0 on A, s≥f(x)≥0 for any x∈A.

Bound every value. For x∈A, 0≤f(x)≤s, so f(x)2≤s2 by Number Systems: From N to R, Proposition 4.1.2 (d), applied with both factors equal. So f2 is bounded above on A by s2.

Find a witness. Let ε>0. If s=0, then f(x)=0 on A, so f2 is the constant 0 and any x∈A has f(x)2=0>s2−ε. Let s>0 and put δ:=ε/(2s)>0, chosen from ε and s. By Proposition 8.3.2 there is x∈A with f(x)>s−δ.

Case s−δ≥0. Then 0≤s−δ<f(x), so (s−δ)2<f(x)2 by Number Systems: From N to R, Proposition 2.4.3 (g), and (s−δ)2=s2−2sδ+δ2=s2−ε+δ2>s2−ε. So f(x)2>s2−ε.

Case s−δ<0. Then s<δ=ε/(2s), so s2<ε/2, and s2−ε<−ε/2<0≤f(x)2.

In every case f(x)2>s2−ε. By the method, supAf2=s2.

The hypothesis f≥0 is needed: f(x)=x on [−2,1] has supf=1, but supf2=4.

What a complete answer needs. (10 points)

  • 2: names s=supAf and states both halves as the goal (every f(x)2≤s2; for every ε>0 some f(x)2>s2−ε).
  • 3: proves the bounding half, naming the nonnegativity of f(x) (and of s) as what allows squaring the inequality.
  • 3: chooses the witness tolerance from ε (and s) before taking the witness, and verifies f(x)2>s2−ε.
  • 2: handles the cases the choice leaves open (s=0, and s−δ<0 or its equivalent in another route).

A route that writes f(x)2−s2=(f(x)−s)(f(x)+s) and bounds |f(x)+s|≤2s earns the same points for the same steps. A route that bounds s by supAf2, using the least-upper-bound property and squaring non-negative numbers (Number Systems: From N to R, Proposition 2.4.3 (g)), earns the 3 + 2 points of the witness bullets for those steps.

Slips that lose the step (0 points for it): squaring an inequality between numbers that may be negative; a witness that does not depend on ε; dividing by s without treating s=0.

Exercise (C2)

Let a<b, L≥0, and let f:[a,b]→R satisfy |f(x)−f(y)|≤L|x−y| for all x,y∈[a,b]. Here is the first half of a proof that f is bounded and supf−inff≤L(b−a), all suprema on [a,b].

For x∈[a,b], |f(x)|≤|f(a)|+|f(x)−f(a)|≤|f(a)|+L(x−a)≤|f(a)|+L(b−a), so f is bounded. By Proposition 8.3.4, supf−inff=sup{|f(x)−f(y)|:x,y∈[a,b]}, so it suffices to bound this supremum.

Say which method this is, then complete it.

Solution. The method is the bounding half of Example (Method: bound every value, then find a witness), followed by “the supremum is the least upper bound”.

Bound every value. Let x,y∈[a,b]. Both lie between a and b, so −(b−a)≤x−y≤b−a, that is, |x−y|≤b−a (Number Systems: From N to R, Proposition 4.1.3 (d)). Since L≥0, |f(x)−f(y)|≤L|x−y|≤L(b−a). So L(b−a) is an upper bound of {|f(x)−f(y)|:x,y∈[a,b]}, and its supremum is at most L(b−a), since a supremum is at most every upper bound, (S2). Hence supf−inff≤L(b−a).

(The first half used the triangle inequality, Number Systems: From N to R, Proposition 4.1.3 (e), and 0≤x−a≤b−a.) The bound can be an equality: f(x)=Lx has supf−inff=Lb−La.