TITLE: An epsilon-delta proof of a limit # !b2 Problem: Give an epsilon-delta proof for the existence of the limit, > ; 2 2 x - y lim ------- (x, y) -> (0, 0) x + y # !b3 Solution: > f := (x,y) -> (x^2-y^2)/(x+y): # First notice that if the limit exists it must be the value obtained when we compute it along any path aproaching (0,0). So let us take the simple path y=x as x->0. We have, > ; 2 2 x - x lim ------- = 0 x -> 0 x + x # We conclude that the only candidate for the limit is 0. For the limit to be zero we must show that, !c0 for any epsilon > 0 there is delta > 0 such that !c0 when 0 < |(x,y)-(0,0)| < delta we have |f(x,y)-0| < epsilon # in order to show this we factorize the numerator of f(x,y) as, > factor(x^2-y^2); (x - y) (x + y) # and then for all (x,y) different from (0,0) we have > 'f(x,y)' = simplify(f(x,y)); f(x, y) = x - y # At this point we can be certain that the limit exists and that it is in fact 0. We could see it, that is, if we accept the fact that (x-y) is a continuous function at (0,0). But to show that (x-y) is continuous you need to show the existence of the limit so the complete argument is circular. There is no way but to use the epsilon-delta proof. One more point: If we use the theorem !c0 (limit of a sum) = (sum of the limits) the epsilon-delta proof would be much easier... but why making it easy if we can make it more complicated? By the way the real practical value of the epsilon-delta definition is that it allows to show theorems like the one above. OK back to the proof. We need to show that, !c0 |f(x,y)-0| < u(delta) = (some function of delta) and then find a delta such that !c0 u(delta) < epsilon if u() is increasing with inverse v() then v() is also increasing and by applying v on both sides of the inequality we obtain, !c0 delta < v(epsilon) and we are DONE! That's the usual plan for epsilon-delta proofs. That's at least the theory. Now back to the dirty specifics of the real (mathematical) world > ; 2 2 1/2 |f(x,y)-0| = |x-y| < |x|+|y| < (2 (x + y )) = sqrt(2) delta # Ok the last inequality needs a justification. Here it is: # !b3 Lemma: For all (x,y) we have, > ; 2 2 1/2 |x|+|y| < (2 (x + y )) # the <'s are really less or equal in this page (OK?). # !b4 Proof: # here is the trick, > ; 2 2 2 0 < (| x | - | y |) = | x | - 2 | x | | y | + | y | # from where we deduce that > ; 2 2 2 | x y | < | x | + | y | # Put this on the ONE hand. On the OTHER hand put > ; 2 2 2 (| x | + | y |) = | x | + 2 | x y | + | y | # and use the stuff you got on the ONE hand to show that > ; 2 2 2 (| x | + | y |) < 2 (| x | + | y | ) # Finally use the fact that sqrt() is an increasing function and take sqrt() on both sides of this last inequality and we are done with the Lemma! # With the Lemma under the belt we do the final epsilon-delta hunky punky (i.e. invert the u to get the v... remember?) and get: > ; epsilon delta < ------- sqrt(2) # Yippiiii.... !b2 Mom, I know how to do epsilon-delta proofs!!! >