Eidgenössische Technische Hochschule Zürich

Analysis II: Several Variables

Lecture Notes — Spring Semester 2024

Joaquim Serra

March 1, 2024
Chapter 8.0

Preface
This notes are the continuation of ’Analysis I: One variable’ and follow the same format
and general spirit.
Originally crafted in German for the academic year 2016/2017 by Manfred Einsiedler
and Andreas Wieser, they were designed for the Analysis I and II courses in the Interdis-
ciplinary Natural Sciences, Physics, and Mathematics Bachelor programs. In the academic
year 2019/2020, a substantial revision was undertaken by Peter Jossen.

For the academic year 2023/2024, Joaquim Serra has developed this English version. It
diers from the German original in several aspects: reorganization and alternative proofs of
some materials, rewriting and expansion in certain areas, and a more concise presentation in
others. This version strictly aligns with the material presented in class, oering a streamlined
educational experience.

The courses Analysis I/II and Linear Algebra I/II are fundamental to the mathematics
curriculum at ETH and other universities worldwide. They lay the groundwork upon which
most future studies in mathematics and physics are built.

Throughout Analysis I/II, we will delve into various aspects of dierential and integral
calculus. Although some topics might be familiar from high school, our approach requires
minimal prior knowledge beyond an intuitive understanding of variables and basic algebraic
skills. Contrary to high-school methods, our lectures emphasize the development of mathemat-
ical theory over algorithmic practice. Understanding and exploring topics such as dierential
equations and multidimensional integral theorems is our primary goal. However, students are
encouraged to engage with numerous exercises from these notes and other resources to deepen
their understanding and prociency in these new mathematical concepts.

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Contents

9 Metric spaces 2
9.1 Basics of Metric Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
9.1.1 The Euclidean space Rn . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
9.1.2 Denition of metric Space . . . . . . . . . . . . . . . . . . . . . . . . . . 5
9.1.3 Sequences, limits, and completeness . . . . . . . . . . . . . . . . . . . . 7
9.1.4 *The Reals as the Completion of Rationals (extra material; cf. Grund-
strukturen) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
9.2 Topology of Metric Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . 14
9.2.1 Open and closed sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
9.2.2 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
9.2.3 Banach’s Fixed-Point Theorem . . . . . . . . . . . . . . . . . . . . . . . 19
9.2.4 Compactness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
9.2.5 Compactness and continuity . . . . . . . . . . . . . . . . . . . . . . . . . 26
9.2.6 Connectedness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28

1
Chapter 9

Metric spaces

In Analysis I, we focused primarily on functions that operate between real numbers, R to R.

Consequently, we deeply explored the real number line, R, and its properties.
Now, in Analysis II, we expand our scope to functions that map from Rn to Rm , where n
and m are positive integers. In this context, we start by delving into the properties of R n (or
Rm , as we can use them interchangeably since n and m are arbitrary).
We’ll discover that Rn follows the axioms of a metric space when equipped with the stan-
dard Euclidean distance, which we’ll dene later. This means that Rn is a metric space.
Understanding this concept is vital because it lays the foundation for many fundamental def-
initions and results we want to establish for Rn and can be extended to a broader range of
metric spaces.
Additionally, this will allow us to revisit (and review) the crucial concept of convergence,
which we have seen in Analysis I for R, within the broader context of metric spaces. We’ll
emphasize the essential properties of metric spaces and their topology, particularly focusing
on compactness.
Furthermore, we’ll introduce and explore standard results related to normed vector spaces.
As we will see, these spaces are more general than Euclidean space Rn , but they possess a
higher degree of structure (i.e., more axioms) than metric spaces.

2
 Chapter 9.1

9.1 Basics of Metric Spaces

In this class, our primary focus will be on Rn , but we’ll nd that certain denitions and proofs
become clearer when viewed within the broader context of metric spaces, which have fewer
axioms.
However, when we’re dealing with a general metric space X, it often helps to initially
visualize it as our familiar 2-dimensional or 3-dimensional spaces, R2 or R3 . This approach
can simplify the intuitive understanding of various arguments. If an argument relies on only
a limited set of fundamental properties of R3 (excluding aspects like angles and vector space
structure), it may be applicable to general metric spaces as well.

9.1.1 The Euclidean space Rn

For some integer n ≥ 1, we denote by Rn the set of all ordered n-tuples of real numbers. A
general element x ∈ Rn is thus of the form x = (x1 ,    , xn ), where the xi ’s are real numbers.
 
(Even more rigorously Rn := x : 1,    , n → R )
Rn is a vector space over the eld of real numbers with the coordinate-wise addition and
multiplication by a scalar. Rigorously, given x, y ∈ Rn and λ ∈ R we have
1
x + y := (x1 + y1 ,    , xn + yn ), λx := (λx1 ,    , λxn )

Definition 9.1: Euclidean Structure of Rn

Given x, y ∈ Rn we dene the standard scalar product of x and y as

x · y = ⟨x, y⟩ := x i yi ,
1≤i≤n

the Euclidean norm of x as

 
∥x∥ := x2i ,
1≤i≤n

and the Euclidean distance of x and y as

 
d(x, y) := ∥x − y∥ = (xi − yi )2 
1≤i≤n

We key property of the Euclidean distance that we want to abstract is

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 Chapter 9.1

Proposition 9.2: Triangle Inequality in Rn

For all x, y, z ∈ Rn
∥x − z∥ ≤ ∥x − y∥ + ∥y − z∥

Equivalently, for all x, y ∈ Rn , ∥x + y∥ ≤ ∥x∥ + ∥y∥ .

Proof. To prove the equivalence of the two statements consider a = x − y and b = y − z so

that a + b = x − z.
We will see later a more general proof that applies to all inner product spaces (see Corollary
??), based on the Cauchy-Schwarz inequality (see Proposition ??). Lets us give here a hands-
on argument.
Pick two points in Rn , x = (x1 ,    xn ) and y = (y1 ,    , yn ) we would like to show


n 1/2  
n 1/2  
n 1/2
2 2
(xi + yi ) ≤ xi + yi2 ,
i=1 i=1 i=1

1 Taking squares, this is equivalent to

n
 n
 
n 1/2  
n 1/2 n

x2i + 2xi yi + yi2 ≤ x2i + 2 x2i x2i + yi2 ,
i=1 i=1 i=1 i=1 i=1

and, canceling terms, to

n
 
n 1/2  
n 1/2
xi yi ≤ x2i yi2  (9.1)
i=1 i=1 i=1

Therefore, the Proposition will follow if we can establish the validity of (9.1), or (squaring
it) of:
 n  
n  n n

x i yi xj yj = xi x j yi yj ≤ x2i yj2 
i=1 j=1 i,j=1 i,j=1

But this last inequality is easily established summing over all pairs i, j ∈ 1,    , n the
inequalities
2xi xj yi yj ≤ x2i yj2 + x2i yj2 ⇔ (xi yj − xj yi )2 ≥ 0;
 
and observing that ni,j=1 x2i yj2 = ni,j=1 x2j yi2 .

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 Chapter 9.1

9.1.2 Denition of metric Space

Definition 9.3: Metric space

A metric space (X, d) is a nonempty set X together with a nonnegative function
d : X × X → [0, ∞), called the distance (or metric) on X, which satises:

(1) For all x, y ∈ X, d(x, y) = 0 if and only if x = y (Deniteness).

(2) For all x, y ∈ X, d(x, y) = d(y, x) (Symmetry).

(3) For all x, y, z ∈ X, d(x, z) ≤ d(x, y) + d(y, z) (Triangle inequality).

9.4. — A metric d on a set X assigns to each pair of points their distance. In this
interpretation, the deniteness condition states that the only point at zero distance from a
given point x ∈ X is x itself. The symmetry condition states that the distance from x ∈ X to
y ∈ X is the same as from y to x. Interpreting the distance between two points as the length
of a shortest path from one point to the other, the triangle inequality states that the length
of a shortest path from x to y is at most the length of a path one takes by rst going to y
and then from there to z.

Exercise 9.5. — Prove using induction over the number of points that N ≥ 3 that if d
1 satises the triangle inequality then:

N
 −1
d(x1 , xN ) ≤ d(xi , xi+1 )
i=1

9.6. — When there is no possible confusion, we will often say “Let X be a metric space...”,
leaving the distance function unspecied. This is a shorter version of the more precise sentence
“Let (X, d) be a metric space...”.
Furthermore, we may refer to the set X as a space and the elements of X as points.
This is because we have in mind that X is some sort of geometric space, like a subset of the
plane or the surface of a sphere. In this setting, “spaces” and “points” will be synonymous
with “sets” and “elements”.

9.7. — Notice that the Euclidean space (Rn , d), with d(x, y) := ∥x − y∥, is a metric space.
In particular R, equipped with the absolute value distance x − y is a metric space.

Exercise 9.8. — Let (X, d) be a metric space and let ϕ : [0, ∞) → [0, ∞) a function which
is concave, increasing, ϕ(0) = 0, and not identically zero. Show that (X, ϕ ◦ d) is again a
√ t
metric space. For example one can take ϕ(t) = t, ϕ(t) = arctan t or ϕ(t) = 1+t . Notice that
the last two choices always give bounded distances.

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 Chapter 9.1

Example 9.9. — When X ⊂ R, we can take the standard metric d dened by

d(x, y) = x − y for all x, y ∈ X

Example 9.10. — Let X be a set, and d : X × X → R dened by


1 if x ̸= y
d(x, y) =
0 if x = y

for x, y ∈ X. Then, (X, d) is a metric space. Indeed, d is denite and symmetric by denition.
Furthermore, d satises the triangle inequality: Let x, y, z be points in X. If d(x, z) = 0, then
d(x, z) ≤ d(x, y) + d(y, z) is trivially satised. If d(x, z) = 1, then x ̸= z, and y is at least
dierent from one point in x, z, so the triangle inequality also holds. This metric d is called
the discrete metric on the set X.

Example 9.11. — Let X = R2 , and dene the Manhattan metric on X by

dNY (x, y) = x1 − y1  + x2 − y2 

where we put x = (x1 , x2 ) and y = (y1 , y2 ). It can be veried (exercise) that dNY satises all
1 axioms of a metric. The reason why dNY is called the Manhattan metric is that in grid-like
places such as Manhattan, one can reach from (x1 , x2 ) to (y1 , y2 ) in the following way: rst
move ‘horizontaly’ (i.e., with constant second coordinate from x = (x1 , x2 ) to (y1 , x2 ) and
then ‘vertically’ (with constant rst coordinate) from (y1 , x2 ) to y = (y1 , y2 ), or vice versa:
x = (x1 , x2 ) to (x1 , y2 ), and then to y = (y1 , y2 ). Since all streets in Manhattan run either
from west to east or from north to south, dNY measures the relevant distance between two
points.

Exercise 9.12. — Let X be the set of all continuous real-valued functions dened on
[0, 1] ⊂ R. For f, g ∈ X set
 1
d1 (f, g) := maxf (x) − g(x)  x ∈ [0, 1] and d2 (f, g) := f (x) − g(x)dx
0

Show that (X, d1 ) and (X, d2 ) are metric spaces.

Example 9.13. — If (X, d) is a metric space and X0 ⊂ X is some subset then X0 inherits
an structure of metric space from X. Indeed, one can easily verify that (X 0 , d0 ), where d0 the
restriction of d to X0 × X0 ⊂ X × X is a metric space.
For a more concrete instance of this take X = R3 with the Euclidean distance d and let
 
X0 be the sphere x ∈ R3  x21 + x22 + x23 = R2 , for some R > 0. Then for any pair of points

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 Chapter 9.1

x, y in the sphere we have

 
d0 (x, y) = (x1 − y1 )2 + (x2 − y2 )2 + (x3 − y3 )2 = (x − y) · (x − y)
 
= x · x + y · y − 2x · y = 2R2 − 2x · y

An arguably more natural metric d1 on the sphere X0 can be dene measuring the length
of the geodesic arc joining x and y. One can see that this metric is given by:
 
x·y
d1 (x, y) = R arccos ∈ [0, πR]
R2

9.1.3 Sequences, limits, and completeness

The denition of sequence in a set was given in Analysis I. We recall it next:

Definition 9.14: Sequences in a set

Let X be a set, a sequence in X is a function x : N → X. The image x(n) of n ∈ N

is also denoted as xn and referred to as the n-th term of x.
Instead of x : N → X, one often writes (xn )n∈N , (xn )n≥0 , or (xn )∞
n=0 .

We introduce the following vocabulary, which is useful if used precisely.

1 Definition 9.15: “Eventually”

Let (xn )n≥0 ⊂ X be a sequence and let P : X → true , false be a property that an
element in X might have or not. Then one says that “xn satises P eventually” there
exist N ∈ N such that P(xn ) is true for all n ≥ N . In other words, if P(xn ) holds true
along the sequence with only nitely many exceptions.

Definition 9.16: Convergent sequence

Let (X, d) be a metric space, x ∈ X and (xn )n∈N be a sequence in X. We say that
(xn )n∈N converges to x, or that x is the limit of the sequence (xn )n∈N , if

lim d(xn , x) = 0
n

In other words, for any  > 0 eventually d(xn , x) < .

9.17. — When the metric space (X, d) is clear from the context, we may write lim n xn = x
or even xn → x to express that (xn )n∈N converges to x.

Exercise 9.18. — In the setting of Exercise 9.8, show that a sequence converges in (X, d)
if and only if it converges in (X, ϕ ◦ d).

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 Chapter 9.2

Lemma 9.19: Uniqueness of the limit

In a metric space, a convergent sequence has only one limit.

n=0 , we
Proof. Let (X, d) be a metric space and let A, B ∈ X be limits of some sequence (xn )∞
mean to show that A = B. Take  > 0, then, we can nd NA , NB ∈ N such that d(xn , A) < 2ε
1
for all n ≥ NA , and d(xn , B) < 2ε for all n ≥ NB . Then, for N := maxNA , NB , we have
that
 
d(A, B) ≤ d(A, xN ) + d(xN , B) < + = ,
2 2
where we used the triangular inequality. Since  > 0 was arbitrary, it follows that d(A, B) = 0,
and thus A = B because of the denitness of d.

We recall the notions of subsequences and accumulation points

Definition 9.20: Subsequence

Let (xn )∞n=0 be a sequence in a set X.

A subsequence of (xn )∞ n=0 is a sequence of the form (xf (k) )k=0 , where f : N → N is a
∞

strictly increasing function. It is standard to denote subsequences by

(xnk )k∈N , (xnk )k≥0 , (xnk )∞

k=0 (i.e., nk := f (k))

Definition 9.21: Accumulation points

Let (X, d) be a metric space.

• Given Y ⊂ X, we say that that x ∈ X is an accumulation point of Y if there

exists a sequence (yn )n≥0 ⊂ Y converging to x.

2 • Given a sequence (xn )n≥0 in X, we say that x is an accumulation point of the

sequence if there if some of subsequence convergences to x.

Lemma 9.22: Accumulations points of a converging sequence

Let (xn )n∈N be a sequence in a metric space X, and let x ∈ X. (xn )n∈N converges to x
if and only if every subsequence of (xn )n∈N converges to x.
In other words: a sequence in a metric space is convergent if and only if it has a unique
accumulation point.

Proof. We rst prove the “only if” part. Let (xf (n) )n∈N be a subsequence, i.e., f : N → N is
some strictly increasing map. Given  > 0 there is N such that d(xn , x) <  for all n ≥ N .
Hence, d(xf (n) , x) <  for all n ≥ N , as f (n) ≥ n.
We now prove the “if” part we can simply use that (xn )n≥0 is a subsequence (ie, f (n) = n)
and hence it converges to x.

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 Chapter 9.2

9.23. — A stronger version of the previous Lemma that is useful in some contexts asserts
the following: a sequence (xn )n∈N in a metric space converges to x if and only if every
partial sequence (xf (n) )n∈N (f increasing) has a sub-subsequence (xg(f (n)) )n∈N (g increasing)
converging to x.
While the proof of the “only if” part is similar (g(f (n) ≥ n) the “if” part is less trivial than
in the previous lemma. One can argue by contraposition: If xn does not converge to x then
we want to nd a subsequence such that we cannot extract a sub-subsequence converging to
x.
To do so we start by the negation of “xn converges to x. Recall:

xn → x ⇔ ∀ > 0 ∃N ∈ N ∀n ≥ N d(xn , x) < 

The negation of this is:

∃ > 0 ∀N ∈ N ∃n ≥ N d(xn , x) ≥ 

In other words, the set of n ∈ N  d(xn , x) ≥  and hence there is an increasing sequence
(nk )k≥0 such that d(xnk , x) ≥ . Notice that any sub-subsequence will still remain at distance
≥  from x and hence will not converge to x.
2 This stronger version can be used, for example, to prove that a continuous function f :
[0, 1] → R has a unique minimum point if and only if all sequences (xn )n≥0 ⊂ [0, 1] such that
f (xn ) → min[0,1] converge to the same limit point.

Lemma 9.24: Convergence in Rn

A sequence in Rn converges (in the Euclidean distance) if and only if it converges
coordinate-wise.

Proof. Let xk k∈N ⊂ Rn be a sequence. For j = 1,    , n, we denote with xk,j the j-th
component of the vector xk .
Assume that xk → x ∈ Rn . By denition, given  > 0 and any j, it holds


n 1/2
xk,j − zj  ≤ (xk,i − zi )2 = ∥xk − x∥ ≤  eventually in k.
i=1

This proves that, for each j = 1,    , n, xk,j → xj when k → ∞ (as sequences of real numbers,
with the standard absolute value distance).
Assume now that for each j = 1,    , d it holds

xk,j → xj as k → ∞,

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 Chapter 9.2

for some numbers zj ∈ R. We prove that xk → x in Rd where z := (z1 ,    , zd ). Given  > 0,

for each j ∈ 1,    , d, there exists an Nj ∈ N such that


xk,j − xj  < for all k ≥ Nj 
n

This means that

n
 1/2 √ 
(xk,i − xi )2 ≤ n <  for all k ≥ maxN1 ,    , Nj ,
n
i=1

which proves that xk → x with respect to the Euclidean distance.

We introduce the concept of completeness for metric spaces. This concept does not
conict with the notion of completeness that we gave for R. We will soon show that R, as
well as C, is complete as a metric space. In contrast, the metric space Q is not complete.

Definition 9.25: Cauchy sequence

n=0 in a metric space (X, d) is a Cauchy sequence if, for every  > 0,
A sequence (xn )∞
there exists N ∈ N such that d(xm , xn ) <  for all pair of integers m, n with n ≥ N
and m ≥ N .
2

Exercise 9.26. — Prove the following elementary facts about Cauchy sequences in a metric
space (X, d):

• A Cauchy sequence is bounded (meaning that d(xn , x0 ) ⊂ R is a bounded set)

• Every convergent sequence is a Cauchy sequence.

• A Cauchy sequence converges if and only if it has a converging subsequence.

Definition 9.27: Complete metric space

A metric space (X, d) is called complete if every Cauchy sequence in (X, d) converges.

Example 9.28. — The interval (0, 1) ⊂ R, endowed with the standard distance d(x, y) =
x − y, is not complete. However, N ⊂ R is complete, as well as [0, ∞).

Exercise 9.29. — Show that Q, with the distance inherited from the standard distance
on R, is not a complete metric space.

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 Chapter 9.2

Exercise 9.30. — Show that the space X of all bounded sequences (xn )n≥0 of real numbers,
equipped with the distance
 
d (xn )n≥0 ), (yn )n≥0 = sup xn − yn 
n≥0

is complete. Show also that the subspace X0 of sequences with limit 0 is not complete.

Theorem 9.31: Completeness of Rn

For all n ≥ 1, Rn (with the Euclidean distance) is complete. In particular, R and C
are complete.

Proof. Similar to the proof Lemma 9.24, a sequence (xk ) in Rn is a Cauchy if and only if xk,j ,
j = 1,    , n are Cauchy (in R). It then follows from Theorem 2.124

9.32. — Completion of metric space (extra material) Let (X, d) be a metric space. We
write CX for the set of all Cauchy sequences in X and dene an equivalence relation on CX by

(xn )∞ ∞
n=0 ∼ (yn )n=0 ⇐⇒ lim d(xn , yn ) = 0
n→∞

The quotient set X = CX ∼ , equipped with the metric d given by

2
d([(xn )∞ ∞
n=0 ], [(yn )n=0 ]) = lim d(xn , yn ),
n→∞

is called the completion of (X, d). The injection ι : X → X, mapping x ∈ X to the class of
the constant sequence with value x, is called the canonical embedding. For all x, y ∈ X,
we have
d(x, y) = d(ι(x), ι(y)),

which implies that ι is injective.

Exercise 9.33. — Show that the objects introduced in 9.32 are well-dened. In particular,
verify that d is indeed a metric on X.

Exercise 9.34. — As the name suggests, the completion (X, d) of a metric space is com-
plete, meaning that every Cauchy sequence in X converges. A sequence in X is essentially a
sequence of sequences, i.e.,
[(xm,n )∞ ∞
n=0 ]m=0 

Show that [(xn,n )∞

n=0 ] is a limit of this sequence.

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 Chapter 9.2

Exercise 9.35. — Let (X, d) be a metric space with completion (X, d). Let (Y, dY ) be a
complete metric space, and let f : X → Y be a function such that

d(x, y) = dY (f (x), f (y))

for all x, y ∈ X. Show that there exists a unique function f : X → Y such that f = f ◦ ιX
and
d(x, y) = dY (f (x), f (y))

for all x, y ∈ X. This can be interpreted as: “X is the smallest complete metric space
containing X.”

9.1.4 *The Reals as the Completion of Rationals (extra material; cf. Grund-
strukturen)
In the rst semester, we dened R as any complete ordered eld, postulating its existence
(Denitions 2.18 and 2.19).The idea of completion of metric spaces allows one to easily con-
struct a model of R. This constructions shows, in particular, the existence of a complete
ordered eld. One can also prove with a bit of patience (although it is not hard to do so) that
actually there is only one model of R, in the sense that any two complete ordered elds must
2 be isomorphic.
The completion of Q serves as a model for a eld of real numbers. First, note that the
construction of the completion of Q does not necessarily require a eld of real numbers (as
the target space for the standard metric on Q). The set of all Cauchy sequences C in Q is the
n=0 such that
set of all sequences of rational numbers (qn )∞

∀k ∈ N ∃N ∈ N : m, n ≥ N =⇒ qn − qm  < 2−k 

The set CQ is a vector space over Q with component-wise operations, and

 
N = (qn )∞
n=0 ∈ C  lim qn = 0
n→∞

is a linear subspace. The equivalence relation (pn − qn )∞

n=0 ∈ N in 9.32 translates to (pn −
qn )n=0 ∈ N . We dene the set R as the quotient
∞

R = C∼ = CN

in the sense of linear algebra. Thus, R is a vector space over Q. We denote the injective linear
map ι : Q → R by the canonical embedding, which assigns to q ∈ Q the class of the constant
sequence with value q. From now on, elements of R are called real numbers, and we consider
Q as a subset of R via the canonical embedding ι.

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 Chapter 9.2

We dene a product on R by component-wise multiplication. That is, for elements x =

n=0 ] and y = [(qn )n=0 ], we dene
[(pn )∞ ∞

x · y = [(pn qn )∞
n=0 ]

It can be veried that this gives a well-dened commutative operation on R, satisfying the
distributive law with respect to addition, and compatible with the multiplication of rational
numbers via the canonical embedding. In particular, 1R = ι(1) = [(1)∞ n=0 ] is the multiplicative
identity in R. If x = [(qn )n=0 ] is non-zero, then (qn )n=0 is a Cauchy sequence in Q that does
∞ ∞

not converge to zero. Therefore, qn ̸= 0 for all but nitely many n ∈ N. The class of the
sequence (pn )∞n=0 given by 
1 if qn = 0
pn =
q −1 otherwise
m

serves as a multiplicative inverse for x. This shows that R is a eld with the given operations.
We use the usual order relation on Q to construct an order relation on R. For elements
n=0 ] and y = [(qn )n=0 ] in R, we declare
x = [(pn )∞ ∞

x≤y

if there exists a sequence (rn )∞ n=0 ∈ N such that pn − rn ≤ qn for all n ∈ N. It is left to

2 the diligent reader to verify that this indeed denes a well-dened order relation on R that
is compatible with the eld structure on R. Thus, R is equipped with the structure of an
ordered eld.
It remains to show that the ordered eld R is complete in the sense of Denition 2.198.It
is easy to see that R satises the Archimedean Principle: Let x = [(qn )∞ n=0 ] ∈ R be positive.
Then, (qn )∞n=0 is not a null sequence. Thus, there exists a k ∈ N such that qn  > 2
−k for

innitely many n ∈ N. However, (qn )∞ n=0 is also a Cauchy sequence, so there exists N ∈ N
such that m, n ≥ N =⇒ qn − qm  < 2−k−1 . This shows that qn  > 2−k−1 and even
qn > 2−k−1 for all but nitely many n ∈ N, since x > 0. This demonstrates ι(2−k−1 ) ≤ x, or
simply 2−k−1 ≤ x as we consider Q as a subset of R. Thus, the Archimedean Principle holds,
as stated in Corollary 2.66. Now, let X, Y ⊂ R be non-empty subsets such that x ≤ y for all
x ∈ X and y ∈ Y . We want to nd a real number z = [(rn )∞ n=0 ] ∈ R between X and Y . To
do this, we rst choose arbitrary a0 , b0 ∈ Q such that [a0 , b0 ]  X ̸= ∅ and [a0 , b0 ]  Y ̸= ∅,
and set r0 = 12 (a0 + b0 ). If x ≤ r0 ≤ Y for all x ∈ X and y ∈ Y , we set z = r0 and we are
done. Otherwise, we dene a1 and b1 as

a = r and b = b if [a0 , r0 ]  X ̸= ∅ and [a0 , r0 ]  Y ̸= ∅
1 0 1 0
a = a and b = r if [r , b ]  X ̸= ∅ and [r , b ]  Y ̸= ∅
1 0 1 0 0 0 0 0

and set r1 = 12 (a1 + b1 ). By continuing this process, we either nd an rn such that x ≤ rn ≤ Y
for all x ∈ X and y ∈ Y , and we set z = rn , or we obtain sequences (an )∞ n=0 , (bn )n=0 , and
∞

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 Chapter 9.2

n=0 with bn − an  ≤ 2

(rn )∞ −n a − b  and
0 0

[an , bn ]  X ̸= ∅ and [an , bn ]  Y ̸= ∅

n=0 , (bn )n=0 , and (rn )n=0 are all Cauchy

As the diligent reader can verify, this implies that (an )∞ ∞ ∞

sequences, and the real number

z = [(an )∞ ∞ ∞
n=0 ] = [(rn )n=0 ] = [(bn )n=0 ]

satises the inequalities x ≤ z ≤ y for all x ∈ X and y ∈ Y .

2
9.2 Topology of Metric Spaces

9.2.1 Open and closed sets

Definition 9.36: Open balls

Let (X, d) be a metric space, x ∈ X, and r > 0 a real number. In this context, we write

B(x, r) := y ∈ X  d(x, y) < r

and refer to the set B(x, r) as the open ball with center x and radius r.

Definition 9.37: Open and Closed sets

Let (X, d) be a metric space:
• A subset E ⊂ X is called open if, for every x ∈ E, there exists r > 0 such that
B(x, r) ⊂ E.

• The collection of all open sets, Td = U ⊂ X  U open, is called the topology

generated by d.

• A subset E ⊂ X is called closed if X \ E is open.

3
9.38. — In particular, ∅ and X are always both open and closed. In general, a subset U
needs not to be neither open nor closed.
It is not true in general that the only “clopen” sets in a space are the empty set ∅ and the
space itself X. A set is termed “clopen” if it is both open and closed. For illustration, take the
space X = (0, 1)  (2, 3), equipped with the standard metric from R. Here, the intervals (0, 1)
and (2, 3) are clopen: they are open and closed in X. This example underscores the presence
of other clopen sets beyond just ∅ and X. The signicance of clopen sets will become more
apparent in our discussions on connectedness. As we will see, connected spaces are precisely
characterized by the absence of nontrivial (neither empty nor the whole space) clopen sets.

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 Chapter 9.2

9.39. — Consider the set X = [0, 2], equipped with the standard metric inherited from
R. In this context, the subset [0, 1) is open within X (an exercise worth verifying). However,
when considered as subset of the whole R, [0, 1) is neither open nor closed. This example
illustrates that statements regarding the openness of a set like [0, 1) require clarity about the
ambient space (X, d) being considered. In practice, though, such nuances are often glossed
over when the context is clear, and delving into these subtleties is usually unnecessary for
typical discussions.

Exercise 9.40. — Let (X, d) be a metric space. Show that

• The open ball B(x, r) is an open set.

• Every nite subset of X is closed.

Proposition 9.41: Arbitrary unions and Finite intersections


Let (Ui )i∈I be any family of open subsets of X, then i∈I Ui is also open. If I is a nite

set, also i∈I Ui is open.

Proof. Set

U= Ui
i∈I
3 and let x ∈ U . Then there exists i ∈ I with x ∈ Ui , and since Ui is open, there exists an
 > 0 such that B(x, ) ⊂ Ui , implying B(x, ) ⊂ U . Thus, U is open. Finally, let (Ui )i∈I be
a nite family of open subsets of X. Set

U= Ui
i∈I

and let x ∈ U . Then x ∈ Ui for all i ∈ I, and for each i ∈ I, there exists i > 0 such that
B(x, i ) ⊂ Ui . For  := mini  i ∈ I, we have  > 0 and B(x, ) ⊂ Ui for all i ∈ I. Thus,
B(x, ) ⊂ U , completing the proof.

Proposition 9.42: Arbitrary intersections and Finite unions


Let (Ai )i∈I be any family of closed subsets of X, then i∈I Ai is also closed. If I is a

nite set, also i∈I Ai is closed.

Proof. Apply Proposition 9.41 to the (open) complements of the closed sets.

Example 9.43. — The intersection of innitely many open sets may not be open. Take
for example R with the standard metric. The intersection of the family of open sets

(−1n, 1n)  n ∈ N

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 Chapter 9.2

gives 0, which is not open. Taking complements you obtain an example where an innite
union of closed sets is not closed.

Definition 9.44: Interior, closure, and boundary

Let X be a metric space and E ⊂ X. We dene


• the interior E ◦ := U ⊂ E  U is open, which is the largest open set con-
tained in E.

• the closure E := A ⊃ E  A is closed, which is the smallest closed set con-
taining E.

• the (topological) boundary ∂E := E \ E ◦ .

Exercise 9.45. — Using Proposition 9.41, prove that E ◦ is always open while E and ∂E
are always closed.

Exercise 9.46. — For balls B(x, r) prove that B(x, r) = y ∈ X  d(x, y) ≤ r and deduce
∂B(x, r) = y ∈ X  d(x, y) = r.

Lemma 9.47: Open and Closed trough sequences

3
Let (X, d) be a metric space.

(1) A subset U ⊂ X is open if and only if, for every convergent sequence in X with a
limit in U , the sequence eventually lies in U .

(2) A subset A ⊂ X is closed if and only if, for every convergent sequence (xn )∞
n=0 in
X with xn ∈ A for all n ∈ N, the limit also lies in A. In other words, if and only
if A coincides with the set of all its accumulation points.

Proof. Let U ⊂ X be an open subset of X, and let (xn )∞ n=0 be a sequence in X with a limit x
in U . Then, there exists  > 0 such that B(x, ) ⊂ U , and since (xn )∞ n=0 converges to x, there
exists an N ∈ N such that xn ∈ B(x, ) for all n ≥ N . Conversely, let V ⊂ X be a non-open
subset. Then there exists a point x ∈ V such that B(x, ) \ V ̸= ∅ for every  > 0. For each
n ∈ N, we can nd xn ∈ B(x, 2−n ) \ V . The sequence (xn )∞ n=0 in X \ V converges to x ∈ V ,
and satises xn ∈  V for every n ∈ N. This completes the proof of the rst statement.
Let A ⊂ X be closed, and let (xn )∞ n=0 be a convergent sequence in X with xn ∈ A for all
n ∈ N. Let x be the limit of the sequence (xn )∞ n=0 . Then, U = X \ A is open and cannot
contain the limit x of (xn )n=0 , as otherwise almost all elements of the sequence (xn )∞
∞
n=0 would
have to lie in U . Therefore, the limit x belongs to A. Finally, suppose A ⊂ X is not closed.
Then U = X \ A is not open, and according to the previous argument, there exists a sequence
n=0 in A = X \ U with a limit x ∈ U .
(xn )∞

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 Chapter 9.2

Exercise 9.48. — Let (X, d) be a complete metric space and E ⊂ X a closed subset.
Show that E is complete as well.

Proposition 9.49: Topological notion of convergence

Let (X, d) be a metric space a sequence (xn )n≥0 converges to x if and only if for all U
open containing x, xn eventually lies in U .

Proof. Notice that we can rewrite the denition of convergence as follows: x n → x if and only
if for all  > 0, xn eventually lies in B(x, ). Now, if U is any open set containing x then
by denition of open set there exists  > 0 such that B(x, ) ⊂ U and hence xn → x implies
that xn eventually lies in U , establishing the “only if” direction. For the “if” we just that for
given ϵ > 0 we can take U = B(x, ) (open balls are open) and hence xn eventually lies in
B(x, ).

Corollary 9.50: Distances with same convergent sequences

Let X be a set endowed with two dierent distances d1 and d2 . Then (X, d1 ) and (X, d2 )
have the same convergent sequences if and only if the topologies generated by d1 and d2
coincide.

Proof. By Corollary 9.49 the notion of convergent sequence only depends on the collection of
3
open sets. That is, it only depends on the distance through the topology it generate. Hence
distances generating the same open sets have the same convergent sequences. This proves the
“if” part of the statement.
We prove the “only if” part. Suppose that a set U ⊂ X is open with respect to d1 , but not
with respect to d2 . This means that there is x ∈ U such that we can nd

xk ∈ Bd2 (x, 2−k )  (X \ U ) ̸= ∅ for all k ≥ 0

By construction, the sequence xk  is the convergent with respect to d2 and then also with
respect to d1 (they have the same convergent sequences by assumption). By Proposition 9.49
(U is open in d1 !) we discover that xk ∈ U eventually, which contradicts how we constructed
xk .

Exercise 9.51. — Let (X, d) be a metric space, and A ⊂ X a subset.

(i) Assume X is complete and A is closed. Show that the subspace A is also complete.

(ii) Assume A is complete. Show that A ⊂ X is closed.

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 Chapter 9.2

9.2.2 Continuity
We now aim to generalize the concept of continuity to functions dened between metric
spaces.

Definition 9.52: Continuity

Let (X, dX ) and (Y, dY ) be metric spaces, and let f : X → Y be a function. We say
that f is continuous if one of the following equivalent conditions hold:

(1) We say f is ε − δ continuous if, for all x ∈ X and  > 0, there exists a  > 0
3
such that if dX (x, x′ ) < , x′ ∈ X =⇒ dY (f (x), f (x′ )) < . In other words,
f (B(x, )) ⊂ B(f (y), ).

(2) We say f is sequentially continuous if, for every convergent sequence (x n )n in

X with limit x = lim xn , the sequence (f (xn ))n converges in Y , with f (x) =
n→∞
lim f (xn ).
n→∞

(3) We say f is topologically continuous if, for every open subset U ⊂ Y , the
preimage f −1 (U ) = x ∈ X  f (x) ∈ U  is open in X.

Proposition 9.53: The three faces of Continuity

Let X and Y be metric spaces, and let f : X → Y be a function. The following
conditions are equivalent:
(1) The function f is  −  continuous.

(2) The function f is sequentially continuous.

(3) The function f is topologically continuous.

Proof. (1) =⇒ (2): Let (xn )∞ n=0 be a convergent sequence in X with limit x ∈ X, and let
 > 0. There exists a  > 0 such that f (x′ ) ∈ B(f (x), ) for all x′ ∈ B(x, ). Since (xn )∞ n=0
4 converges to x, there exists an N ∈ N such that xn ∈ B(x, ) for all n ≥ N . In particular, for
n ≥ N , f (xn ) ∈ B(f (x), ). Since  > 0 was arbitrary, it follows that lim f (xn ) = f (x), and
n→∞
thus f is sequentially continuous as claimed.
¬(3) =⇒ ¬(2): Assume f is not topologically continuous. Then exists U ⊂ Y open such
that f −1 (U ) is not open. Therefore, there is x ∈ f −1 (U ) and a sequence (xn )n≥0 ⊂ X \f −1 (U )
with xn → x. Then f (x) ∈ U and f (xn ) ∈ Y \ U for all n, but U is open this gives that f (xn )
cannot converge to f (x). In other words, we have found a sequence such that xn → x, but
f (xn ) does not converge to f (x).
(3) =⇒ (1): Let x ∈ X and  > 0. The preimage f −1 (B(f (x), )) contains the point x
and is open by assumption, as B(f (x), ) ⊂ Y is open. Thus, there exists a  > 0 such that
B(x, ) ⊂ f −1 (B(f (x), )). Therefore, f is --continuous as claimed.

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 Chapter 9.2

Definition 9.54: Uniform and Lipchitz continuity

Let (X, dX ) and (Y, dY ) be metric spaces. We say that f : X → Y is

• Uniformly continuous if for every  > 0 there is  > 0 such that

dY (f (x), f (x′ )) <  whenever dX (x, x′ ) < .

• Lipschitz continuous if there is a constant L > 0 such that

dY (f (x), f (x′ )) ≤ L dX (x, x′ ) for all x, y ∈ X

The constant L is called Lipschitz constant of f

Example 9.55. — In any metric space (X, d) for any given x0 ∈ X the function f (x) =
d(x, x0 ) is Lipchitz (with constant 1). Indeed, the triangle inequality (using also symmetry)
yields:
−d(x, x′ ) ≤ d(x, x0 ) − d(x′ , x0 ) ≤ d(x, x′ )

Exercise 9.56. — Let (X, d) be a metric space, and let E ⊂ X be a non-empty subset.
4
For x ∈ X, dene
fE (x) = infd(x, z)  z ∈ E

Show that the function fE : X → R is 1-Lipschitz continuous, and that E ⊂ X is closed if

and only if E = x ∈ X  fE (x) = 0.

Exercise 9.57. — Let (X, dX ) and (Y, dY ) be metric spaces. Assume that Y is complete.
Show that if E ⊂ X and f : E → Y is a uniformly continuous function dened on a subset
then there is a unique continuous extension f¯: Ē → Y , which is also uniformly continuous.

9.2.3 Banach’s Fixed-Point Theorem

Fixed-point theorems investigate when a mapping f : X → X possess a xed point, i.e.,
a point x ∈ X for which f (x) = x. They can be rather powerful tools to prove existence
theorems.
We prove in this section Banach’s Fixed-Point Theorem, which will be used later to prove
the Implicit Function Theorem ?? and the existence of solutions to ODEs.

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 Chapter 9.2

Theorem 9.58: Banach’s Fixed-Point Theorem

Let (X, d) be a complete metric space and let T : X → X be a Lipschitz map with
Lipschitz constant λ < 1. In other words, assume that for some λ ∈ (0, 1) it holds

d(T (x), T (x′ )) ≤ λ d(x, x′ ) for all x, x′ ∈ X

Then, there exists a unique element a ∈ X such that T (a) = a.

The function T is a Lipschitz contraction. A point x ∈ X with T (x) = x is called a

xed point of the mapping T , and the theorem states that a Lipschitz contraction has a
unique xed point, provided the ambient space is complete (as in Denition 9.27).

Proof. First, we show uniqueness of a putative xed point. Let a ∈ X and b ∈ X be xed
points of T . Then,
d(a, a′ ) = d(T (a), T (a′ )) ≤ λd(a, a′ ),

which, since λ < 1, implies d(a, a′ ) = 0 and thus a = a′ .

We turn to prove the existence of a xed point. Choose any x0 ∈ X and dene a sequence
n=0 recursively by xn+1 = T (xn ), for n ≥ 0. We claim that the sequence (xn )n=0 is a
(xn )∞ ∞

Cauchy sequence. Iterating the contractivity assumption we nd that, for all integers p ≥ 0,

d(xn+1 , xn ) = d(T (xn ), T (xn−1 )) ≤ λ d(xn , xn−1 )

4
≤ λ2 d(xn−1 , xn−2 )(x0 )) ≤    ≤ λn d(x1 , x0 )

Pick now any integers m ≥ n ≥ N , then using this observation and the triangular inequality
we nd
m−1
 ∞

p λN
d(xm , xn ) ≤ λ d(x1 , x0 ) ≤ d(x1 , x0 ) λp = d(x0 , x1 )
p=n
1−λ
p≥N

We crucially used that λ < 1 to sum the geometric series. Now given any  > 0 we can nd
λN
some N so large that 1−λ d(x0 , x1 ) < , thus proving that (xn )∞
n=0 is Cauchy (this estimate is
uniform in n, m as long as they are larger than N !).
Now we use the completeness assumption to infer that xn → a for some a ∈ X. Since T is
continuous, we have

T (a) = lim T (xn ) = lim xn+1 = lim xn = a

n→∞ n→∞ n→∞

which shows that a is a xed point of T .

9.59. — We remark that the proof is constructive and in concrete situation can be imple-
mented in a an algorithm to nd approximate xed points.

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 Chapter 9.2

Exercise 9.60. — Find examples for:

(1) A Lipschitz contraction T : X → X on a non-complete metric space X that has no xed

point.

(2) A complete metric space (X, d) and an isometry (i.e., a mapping T : X → X with
d(T (x1 ), T (x2 )) = d(x1 , x2 )) that has no xed point

9.2.4 Compactness
A closed and bounded interval of the real line is is called a compact interval, as we saw
in Analysis I. We proved some fundamental properties of continuous functions on compact
intervals: boundedness, existence of maxima and minima, and uniform continuity. We intend
to investigate these and other properties in the broader context of metric spaces. We start
giving a general denition of compactness that works in metric spaces.
Let us immediately clarify a possible source of confusion.

4 Achtung! 9.61: Closed & Bounded VS Compact

• In a general metric space, it is not necessarily true that a closed and bounded
set is compact.

• Nevertheless when considering Rn with its Euclidean structure, which is the main
focus of this course, it will turn out that a closed and bounded set is indeed
compact, and viceversa.

Interlude: “Cover”
Let E ⊂ X and let U = Ui i∈I be a family of subsets of X, where I is some set of
indices. We say that U covers E if
 
E⊂ U= Ui 
i∈I

Any family V ⊂ U that still covers X is called a subcover of U .

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 Chapter 9.2

Definition 9.62: Compactness

Let (X, d) be a metric space. A subset K ⊂ X is called compact if one of the following
equivalent conditions hold:

(1) K is sequentially compact: every sequence (xn )n∈N in K has a subsequence that
is convergent in K.
4
(2) K is topologically compact: every family of open sets Ui i∈I that cover K, has
a nite subcover.

(3) K is complete (i.e., every Cauchy sequence contained in K has a limit in K) and
totally bounded: for every r > 0, there exist nitely many x1 ,    , xn ∈ K such
that the balls B(x1 , r),    , B(xn , r) cover K.

9.63. — The denition of topological compactness does not explicitly use the distance
function d, but it is formulated only in terms of the collection of open sets (i.e., the topology).
For this reason it is called “topological”.

9.64. — The Bolzano-Weierstrass Theorem ensures that a closed and bounded interval of
R is sequentially compact.

Example 9.65. — Q  [0, 2], endowed with the standard distance, is not topologically
compact. Consider the covering
√ 
Q  [0, 2] = (Q  [0, 2))  (Q  (p, 2])
√
p∈Q, p> 2

5 √
Any nite subcover will miss some rationals > 2.

Exercise 9.66. — Let X be a metric space. Show that if X is totally bounded, then it is
bounded, i.e., supx,x′ ∈X d(x, x′ ) < +∞.

Example 9.67. — The half-open interval X = (0, 1] ⊂ R is not compact. Indeed, the open
cover U = (2−n , 1]  n ∈ N has no nite subcover.

The main result of this section is Theorem 9.69, which shows that the denition of compact
metric space is indeed well-posed.

Exercise 9.68. — Show that a totally bounded metric space is bounded, and nd an
example of a bounded metric space that is not totally bounded.

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 Chapter 9.2

Theorem 9.69: The three faces of Compactness

Let (X, d) be a metric space and K ⊂ X a subset, the following statements are equiva-
lent:

(1) K is sequentially compact.

(2) K is topologically compact.

(3) K is totally bounded and complete (in the sense of Cauchy sequences).

We will prove that (1) =⇒ (2) =⇒ (3) =⇒ (1).

Proof that (1) =⇒ (2). We start with a preliminary observation. Consider the function
 
r(x) := min 1, supr > 0 : B(x, r) ⊂ U for some U ∈ U  ,

dened for all x ∈ K.

Notice that r(x) > 0 since U is open cover. For each x ∈ K we choose — once and for all
— some U (x) ∈ U which is almost optimal in the sense that B(x, r(x)2) ⊂ U (x).
Let us now proceed with the construction of our nite subcover. Pick any U 0 ∈ U . If
K ⊂ U0 then we are done, otherwise there is some x1 ∈ K \U0 . In this case we set U1 := U (x1 ).
Now we check if X ⊂ U0  U1 , in which case we have found our nite subcover. If not,
5 there is some x2 ∈ X \ (U0  U1 ) and we set U2 := U (x2 ).
Now we check again if K ⊂ U0  U1  U2 , in which case we have found our nite subcover.
If not, there is some x3 ∈ K \ (U0  U1  U2 ) and we set U3 := U (x3 ).
If this procedure stops at a certain point, it means that we have found our nite open
subcover. So let’s assume that it is goes on indenitely, and nd a contradiction. We obtain
a sequence (xn )n∈N with the property that

 U0      Un for all m > n ≥ 0

xm ∈

By assumption (1), we have xnk → z (as k → ∞) for a suitable subsequence. On the other
hand, for each k ≥ 0 we have z ∈  Unk (the complement of a open set is closed, that is
 B(xnk ) , r(xnk )2) Combining this information
sequentially closed), and in particular z ∈
with xnk → z, we nd r(xnk ) → 0 and in particular

r(xnk ) ) = supr > 0 : B(xnk , r) ⊂ U for some U ∈ U  ∈ (0, 1)

This is a contradiction as r(z) > 0, so for k large enough we would have

B(xnk , 100r(xnk )) ⊂ B(z, r(z)2) ⊂ U (z) ∈ U ,

which, by denition of r(xnk ), implies 100r(xf (n) ) ≤ r(xf (n) ), impossible.

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 Chapter 9.2

In order to prove (2) =⇒ (3) we single out a rephrasing of (2) which is useful to keep in
mind.

Lemma 9.70: Nesting Principle

For any metric space (X, d), K ⊂ X is topologically compact if and only if has the
following property. For every collection A = Ai i∈I of closed subsets of X, it holds:

If every intersection of nitely many sets in A has a non-empty intersection

with K, then :
 
K A=K Ai is nonempty.
i∈I

Proof of Lemma 9.70. Assume X is compact, and let A be a collection of closed subsets of X
with an empty intersection. The collection of complements U = X \ A  A ∈ A is then an
open cover of X, and there exists a nite subcover X = U1  · · ·  Un of it. Set Ai = X \ Ui .
Then A1  · · ·  An ̸= ∅. Thus, X satises the Nesting Principle.
Now, assume X satises the Nesting Principle, and show that X is compact. Let U be an
open cover of X. Then A = X \ U  U ∈ U  is a collection of closed subsets with an empty
intersection. According to the Nesting Principle, there exist A1 ,    , An ∈ A with an empty
5
intersection. Set Ui = X \ Ai . Then X = U1  · · ·  Un is a nite subcover. Since the cover U
was arbitrary, this shows that X is compact.

Proof that (2) =⇒ (3). We rst prove that X is totally bounded. Pick any r > 0, consider the
open covering U := B(x, r) : x ∈ X and extract a nite subcover B(x1 , r),    , B(xN , r).
Now we prove that X must be complete, hence we pick a Cauchy sequence (x n )n∈N and
show that it has a limit point. For each k ≥ 0 there is n(k) so large that

n, m ≥ n(k) =⇒ d(xn , xm ) < 2−k 

For each k, consider the closed balls Ak := B(xn(k) , 2−k ); any nite intersection of them is
nonempty, indeed for every k1 ,    , kN one has that xm ∈ Ak1      AkN , provided m ≥
maxk1 ,    , kN . Hence we can apply the Nesting Principle (see Lemma 9.70) and nd some

z ∈ k≥0 Ak . We claim that xn → z. Indeed if m ≥ n(k) it holds

d(xm , z) ≤ d(xm , xn(k) ) + d(xn(k) , z) ≤ 21−k ,

and 21−k is arbitrarily small.

Before continuing the proof we need an auxiliary Lemma.

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 Chapter 9.2

Lemma 9.71: Diagonal Argument

Let N ⊃ N0 ⊃ N1 ⊃ N2 ⊃    be a an innite family of nested sets. Assume further that
each Nk has innite many elements. Then there exists f : N → N strictly increasing
such that f (k) ∈ Nk for all k ≥ 0.

Proof of Lemma 9.71. Set f (0) equal to an arbitrary element of N0 . Then set inductively
f (k) := minm ∈ Nk : m > f (k − 1), this set is non-empty because each Nk is innite.

Proof that (3) =⇒ (1). We pick any sequence (xn )n∈N and show that admits a Cauchy sub-
sequence, by completeness, this will prove (1).
By assumption, we can cover K by a nite number of balls of radius 1; it follows that
(xn )n∈N will fall innitely many times (at least) one of these balls. Let this ball be B(z1 , 1)
for some z1 ∈ X. Accordingly, we dene the set of indices N0 := j ∈ N : xj ∈ B(z1 , 1),
which is innite.
Now we proceed to do same thing to the restricted sequence (xn )n∈N0 , but we shorten the
5 radius of from 1 to 1/2. Accordingly, we nd a ball B(z2 , 12) such that the set N1 := j ∈
N0 : xj ∈ B(z2 , 12) is innite.
We proceed inductively, halving the radius each time, and construct a descending family
of innite sets N ⊃ N0 ⊃ N1 ⊃ N2 ⊃    with the property that

∀k ≥ 0, ∃zk ∈ X, j ∈ Nk =⇒ d(zk , xj ) < 2−k 

We apply to these sets Lemma 9.71 and nd f : N → N strictly increasing such that f (k) ∈ Nk
for all k ≥ 0. Then, the subsequence (xf (k) )k∈N is Cauchy: for n, m ≥ k it holds

f (n) ∈ Nn , f (m) ∈ Nm =⇒ f (n), f (m) ∈ Nk

=⇒ xf (n) , xf (m) ∈ B(zk , 2−k ) =⇒ d(xf (n) , xf (m) ) < 21−k 

We conclude the chain of implications thus proving Theorem 9.69.

Let us next give some simple consequences of the three faces of compactness result.

Corollary 9.72: Closed in Compact is Compact

Let X be a metric space and K ⊂ X a compact subset. Every A ⊂ K closed subset
then A is also compact.
6
Proof. We check that E is sequentially compact: take any sequence (xn )n∈N ⊂ E, by com-
pactness of X, it has a converging subsequence xf (n) → x, for some x ∈ X. Since E is closed
it contains its accumulation points, so in fact x ∈ E.

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 Chapter 9.2

Corollary 9.73: Compact is always Closed

In a metric space, every compact subset is closed.

Proof. Take any sequence in E which is convergent to some x ∈ X. By compactness a suitable

subsequence is converging to some x′ ∈ E, by uniqueness of the limit x = x′ , so E is closed
(see (2) in Lemma 9.47).

We also easily get the following version of the Heine Borel theorem in the Euclidean space
Rn .In its statement, a set E ⊂ Rn is called bounded if there there exist N ∈ N such that
E ⊂ [−2N , 2N ]n (prove that this is equivalent to sup d(x, x′ )  (x, x′ ) ∈ E × E < ∞).

Theorem 9.74: Compact subsets of Rn (Heine-Borel)

A subset K ⊂ Rn is compact if and only if it is closed and bounded.

Proof. If K is compact, then it is closed by Corollary 9.73; and bounded, because it is totally
bounded.
To show the converse, we show that K is complete and totally bounded. Since Rn is
complete and K is closed, then K is complete as well (see Exercise 9.51).
On the other hand, by assumption K is bounded so there exist N ∈ N such that K ⊂
′ √
[−2N , 2N ]n . Given r > 0, take some large integer N ′ ∈ N large so that such that 2−N < r n.
6
Then the union of the balls Br (x) with x running in the nite grid
 ′

2−N y  y = (y1 ,    yn ) ∈ Zn with − 2N ≤ yi ≤ 2N

covers K, proving that it is totally bounded.

Example 9.75. — We stress that the Heine-Borel Theorem fails for general metric spaces:
take R with the bounded distance d(x, y) := arctan x − y (see Exercise 9.8). Then in this
metric space the set N would be closed and bounded, but it is trivial to construct sequences
that do not converge.

Exercise 9.76. — Show that an open set U ⊂ Rn is complete if and only if U = Rn .

9.2.5 Compactness and continuity

Theorem 9.77: Continuous image of compact is compact

Let X and Y be metric spaces, let f : X → Y be a continuous function, and let K ⊂ X
be a compact subset. Then, f (K) is a compact subset of Y .

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 Chapter 9.2

Proof. We will give two proofs. The rst one employs sequential compactness. Suppose that
(yn )n≥0 is a sequence of points in f (K). Then yn = f (xn ) for some (xn )n≥0 . Since K is
compact there is a convergent subsequence xnk → x ∈ K. But then since f is continuous
ynk → y = f (x) ∈ f (K).
The second one employs instead topological compactness. Let U be an open cover of f (A).
For each U ∈ U , the set f −1 (U ) ⊂ X is open due to the continuity of f . The collection
f −1 (U )  U ∈ U  is an open cover of A. Since A is compact, there exist U1 ,    , Un ∈ U such
that f −1 (Ui )  1 ≤ i ≤ n is a cover of K. This implies that Ui  1 ≤ i ≤ n is a cover of
f (K), and since U was arbitrary, it shows that f (K) is compact.

Proposition 9.78: Continuous in a Compact is Uniformly Continuous

Let (X, dX ) and (Y, dY ) be metric spaces, and f : X → Y a continuous function. If X
is compact, then f is uniformly continuous.

Proof. Let  > 0. Due to the continuity of f , for each x ∈ X, there exists x > 0 such
that f (B(x, x )) ⊂ B(f (x), 2ε ). The collection B(x, 12 x )  x ∈ X forms an open cover of
X. Since X is compact by assumption, there exists a nite subcover of this collection. This
implies the existence of x1 ,    , xn ∈ X such that

X = B(x1 , 12 x1 )  · · ·  B(xn , 12 xn )

6
Let  = 12 minx1 ,    , xn . For x, x′ ∈ X with dX (x, x′ ) < , there exists k such that
x ∈ B(xk , 12 xk ). This implies x′ ∈ B(xk , xk ), leading to

 
dY (f (x), f (x′ )) ≤ dY (f (x), f (xk )) + dY (f (xk ), f (x′ )) ≤ + = ,
2 2

which completes the proof.

Corollary 9.79: Weierstrass

Let X a metric space, f : X → R be a continuous function, and K ⊂ X a compact
subset. Then, f admits a maximum point, i.e., there exist x̄ ∈ X such that f (x̄) =
supK f = sup f (x)  x ∈ K. An analogous statement holds for the minimum. In
particular, f must be bounded.

Proof. f (K) ⊂ R is compact by Theorem 9.77 and nonempty, so sup f (K) ∈ f (K), any
element x̄ ∈ f −1 (sup f (X)) works.
The fact that sup f (K) ∈ f (K) is readily proved: by denition of supremum there is a
sequence (sn ) ⊂ f (K) such that sn → sup f (K), but then sup f (K) ∈ f (K), since f (K) is
closed and so it contains its accumulation points.

Version: March 1, 2024. 27

 Chapter 9.2

9.2.6 Connectedness

Definition 9.80: Connectenedess

Let X be a metric space. A nonempty subset E ⊆ X is called disconnected if there
exist two disjoint open sets U1 and U2 such that E Ui ̸= ∅ for i = 1, 2 and E ⊂ U1 U2 .
Conversely, E is called connected if, for any pair open sets U1 and U2 such that
E  Ui ̸= ∅ for i = 1, 2 and E ⊂ U1  U2 it is required that U1  U2 is not empty.
A subset F ⊂ E is called a connected component of E if F is non-empty, connected,
and every G ⊂ E such that F ⊊ G we G is disconnected.

Exercise 9.81. — Let X be a metric space, and let E1 and E2 be connected subsets. If the
intersection E1  E2 is non-empty, then the union E1  E2 is connected. Can you generalize
this property to arbitrary unions? Use this property to dene the connected component of a
point as the union of all connected sets that contain the point.

Proposition 9.82: Connected subsets of R

A non-empty subset E ⊂ R is connected in R if and only if X is an interval.

Proof. Assume E ⊂ R is not an interval. Then there exist real numbers x1 < y < x2 with
x1 , x2 ∈ X and y ∈
 X. Then the two disjoint open subset
6
U1 = (−∞, y) and U2 = (y, ∞)

cover E, so E is not connected.

To prove the opposite implication we also argue by contraposition. Suppose that E is
disconnected and let U1 , U2 disjoint open sets, both intersecting E, such that E ⊂ U1  U2 .
Choose x1 ∈ E  U1 and x2 ∈ E  U2 . Without loss of generality, assume x1 < x2 .
Now let us dene
t∗ := supt ≥ x1 : [x1 , t] ⊂ U1 , (9.2)

since x2 ∈ U2 we have t∗ ∈ [x1 , x2 ). On the one hand t∗ is the supremum (and hence the
limit) of points in R \ U2 , a closed set, and hence t∗ ∈ R \ U2
On the other hand let us show that t∗ ∈  U1 . If t∗ ∈ U1 then t∗ < x2 and, since U1 is open,
we could enlarge a bit t∗ while still satisfying (9.2). This violates the very denition of t∗ in
(9.2).
Therefore we have found two points x1 ,x2 in E and third point t∗ ∈ (x1 , x2 ) with t∗ ∈
R \ (U1  U2 ) ⊂ R \ E. Hence, E cannot be an interval.

Proposition 9.83: continuous image of connected

Let X and Y be metric spaces, and let f : X → Y be continuous. If E ⊂ X is connected,
then the image f (E) is a connected subspace of Y .

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 Chapter 9.2

Proof. Suppose f (E) is disconnected. There there exists two nonempty, disjoint, open sets
U1 , U2 of Y such that f (E) is covered by U1  U2 . But then f −1 (U1 ) and f −1 (U2 ) are two
nonempty disjoint open sets covering E, contradicting its connectedness.

Corollary 9.84: Intermediate Value Theorem

Let I ⊂ R be an interval, f : I → R a continuous function, and a, b ∈ I. For every
y ∈ R between f (a) and f (b), there exists an x ∈ I between a and b such that f (x) = y.

Proof. Without loss of generality, we can assume a < b. Appling Propositions 9.82 and 9.83
f ([a, b]) is connected. But then, using again Proposition 9.82, f ([a, b]) ⊂ R must be an
interval. As f (a), f (b) ∈ f ([a, b]), all values between f (a) and f (b) lie in f ([a, b]).

Exercise 9.85. — Show the following generalization of the Intermediate Value Theorem:
Let X be a connected topological space, and f : X → R be a continuous function. Let
a, b ∈ X. Then, for every y ∈ R between f (a) and f (b), there exists x ∈ X such that
f (x) = y.

Interlude: Paths and Curves

Let X be a metric space. A path or curve in X is a continuous function  : [0, 1] → X.
We call (0) the starting point and (1) the ending point. We also say that  is a
6
path from (0) to (1). A path  with (0) = (1) is called closed path or a loop.
If s : [a, b] → [0, 1] is a bijective continuous function with continuous inverse we say that
 ◦ s is a re-parametrization of . Furthermore, exactly one of the following happens

• either, s(a) = 0, s(b) = 1, then we say that s is orientation-preserving,

• or, s(a) = 1, s(b) = 0, then we say that s is orientation-reversing.

Definition 9.86:
Let X be a metric space. We call E ⊂ X path-connected if, for every two points
x, y ∈ E, there exists a path  : [0, 1] → E from x = (0) to y = (1).

Lemma 9.87:
Let X be a metric space. If E ⊂ X is path-connected then it is connected.

Proof. Suppose that E is disconnected topological, Then there exist non-empty, disjoint, open
sets U1 and U2 such that E ⊂ U1  U2 and U1  U2 = X. Let x1 ∈ U1 and x2 ∈ U2 . If X
were path-connected, there would exist a path  : [0, 1] → E from x1 to x2 . However, this
implies that V1 =  −1 (U1 ) and V2 =  −1 (U2 ) are non-empty, disjoint open subsets of [0, 1]
with V1  V2 ⊃ [0, 1]; a contradiction since [0, 1] is connected.

Version: March 1, 2024. 29

Chapter 9.2

Exercise 9.88. — Sketch the subset E ⊂ R2 given by

E = 0 × [−1, 1]  (t, sin( 1t ))  t > 0

and show that E is connected but not path-connected.

Proposition 9.89:
Let U ⊂ Rn be an open subset. Then U is path-connected if and only if U is connected.

Proof. If U is path-connected, then U is also connected according to Lemma 9.87. Now,

assume U is connected, non-empty, and x0 ∈ U is a xed point. We dene the set

G = x ∈ U  there exists a path in U from x0 to x

and want to show that G = U . Since U is connected and G is non-empty, it suces to show
that both G and U \ G are open.
Let x ∈ G and  : [0, 1] → U be a path from x0 to x. Since U is open, there exists r > 0
such that B(x, r) ⊂ U . For any y ∈ B(x, r), the straight path t → (1 − t)x + ty, connecting x
and y, lies in U . Concatenating these paths yields the path

(2t) if 0 ≤ t ≤ 12
t →
(2 − 2t)x + (2t − 1)y if 1 < t ≤ 1
2

from x0 to y. Thus, y ∈ G, and since y was arbitrary, we have B(x, r) ⊂ G. This shows that
G is open. Using a similar argument, we can show that U \ G is open. If x ∈ U \ G and r > 0
with B(x, r) ⊂ U , then all points in B(x, r) are not in G. If y ∈ G  B(x, r), a concatenation
of paths as above would connect x to x0 . Therefore, B(x, r) ⊂ U \ G, and U \ G is open.
Thus, G is closed.

Corollary 9.90: Rn and its balls are connected

For all n ≥ 1 and r > 0, the metric space Rn (with the standard distance) and the
subsets B(x, r) and B(x, r) of Rn are connected.

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Index

Cauchy sequence, 10
closed, 14
closure, 16
compact, 21
complete, 10
completion, 11
connected component, 28
contraction, 20
converges, 7

discrete metric, 6
distance, 5

xed point, 20

interior, 16

limit, 7
Lipschitz constant, 19
Lipschitz continuous, 19

Manhattan metric, 6
metric, 5
metric space, 5

open, 14

points, 5

sequence, 7
space, 5
standard metric, 6
subsequence, 8

term, 7
topological boundary, 16
topology, 14

uniformly continuous, 19

31
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