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Section1.2Epsilon-Delta Definition of a Limit

This section introduces the formal definition of a limit. Many refer to this as “the epsilon–delta,” definition, referring to the letters \(\varepsilon\) and \(\delta\) of the Greek alphabet.

Before we give the actual definition, let's consider a few informal ways of describing a limit. Given a function \(y=f(x)\) and an \(x\)-value, \(c\text{,}\) we say that “the limit of the function \(f\text{,}\) as \(x\) approaches \(c\text{,}\) is a value \(L\)”:

1

if “\(y\) tends to \(L\)” as “\(x\) tends to \(c\text{.}\)”

2

if “\(y\) approaches \(L\)” as “\(x\) approaches \(c\text{.}\)”

3

if “\(y\) is near \(L\)” whenever “\(x\) is near \(c\text{.}\)”

The problem with these definitions is that the words “tends,” “approach,” and especially “near” are not exact. In what way does the variable \(x\) tend to, or approach, \(c\text{?}\) How near do \(x\) and \(y\) have to be to \(c\) and \(L\text{,}\) respectively?

The definition we describe in this section comes from formalizing 3. A quick restatement gets us closer to what we want:

3′

If \(x\) is within a certain tolerance level of \(c\text{,}\) then the corresponding value \(y=f(x)\) is within a certain tolerance level of \(L\text{.}\)

The traditional notation for the \(x\)-tolerance is the lowercase Greek letter delta, or \(\delta\text{,}\) and the \(y\)-tolerance is denoted by lowercase epsilon, or \(\varepsilon\text{.}\) One more rephrasing of 3′ nearly gets us to the actual definition:

3″

If \(x\) is within \(\delta\) units of \(c\text{,}\) then the corresponding value of \(y\) is within \(\varepsilon\) units of \(L\text{.}\)

We can write “\(x\) is within \(\delta\) units of \(c\)” mathematically as \begin{equation*} \abs{x-c} \lt \delta\text{,} \end{equation*} which is equivalent to \begin{equation*} c-\delta \lt x \lt c+\delta\text{.} \end{equation*}

Letting the symbol “\(\implies\)” represent the word “implies,” we can rewrite 3″ as \begin{equation*} \abs{x - c} \lt \delta \implies \abs{y - L} \lt \varepsilon \end{equation*} or \begin{equation*} c - \delta \lt x \lt c + \delta \implies L - \varepsilon \lt y \lt L + \varepsilon. \end{equation*}

The point is that \(\delta\) and \(\varepsilon\text{,}\) being tolerances, can be any positive (but typically small) values satisfying this implication. Finally, we have the formal definition of the limit with the notation seen in the previous section.

Definition1.2.1The Limit of a Function \(f\)

Let \(I\) be an open interval containing \(c\text{,}\) and let \(f\) be a function defined on \(I\text{,}\) except possibly at \(c\text{.}\) The statement that the limit of \(f(x)\text{,}\) as \(x\) approaches \(c\text{,}\) is \(L\) is denoted by \begin{equation*} \lim_{x\to c} f(x) = L\text{,} \end{equation*} and means that given any \(\varepsilon > 0\text{,}\) there exists \(\delta > 0\) such that for all \(x\in I\text{,}\) \(x \neq c\text{,}\) if \(\abs{x - c} \lt \delta\text{,}\) then \(\abs{f(x) - L} \lt \varepsilon\text{.}\)

Mathematicians often enjoy writing ideas without using any words. Here is the wordless definition of the limit: \begin{gather*} \lim_{x\to c} f(x) = L\\ \iff\\ \forall \, \varepsilon > 0, \exists \, \delta > 0 \text{ s.t. }0\lt \abs{x - c} \lt \delta \implies \abs{f(x) - L} \lt \varepsilon\text{.} \end{gather*}

Note the order in which \(\varepsilon\) and \(\delta\) are given. In the definition, the \(y\)-tolerance \(\varepsilon\) is given first and then the limit will exist if we can find an \(x\)-tolerance \(\delta\) that works.

An example will help us understand this definition. Note that the explanation is long, but it will take one through all steps necessary to understand the ideas.

Example1.2.2Evaluating a limit using the definition

Show that \(\lim\limits_{x\to 4} \sqrt{x} = 2\text{.}\)

Solution

The previous example was a little long in that we sampled a few specific cases of \(\varepsilon\) before handling the general case. Normally this is not done. The previous example is also a bit unsatisfying in that \(\sqrt{4}=2\text{;}\) why work so hard to prove something so obvious? Many \(\varepsilon\)–\(\delta\) proofs are long and difficult to do. In this section, we will focus on examples where the answer is, frankly, obvious, because the non-obvious examples are even harder. In the next section we will learn some theorems that allow us to evaluate limits analytically, that is, without using the \(\varepsilon\)–\(\delta\) definition.

Example1.2.4Evaluating a limit using the definition

Show that \(\lim\limits_{x\to 2} x^2 = 4\text{.}\)

Solution

Make note of the general pattern exhibited in these last two examples. In some sense, each starts out “backwards.” That is, while we want to

  1. start with \(\abs{x-c}\lt \delta\) and conclude that

  2. \(\abs{f(x)-L}\lt \varepsilon\text{,}\)

we actually start by doing what is essentially some “scratch-work” first:

  1. assume \(\abs{f(x)-L}\lt \varepsilon\text{,}\) then perform some algebraic manipulations to give an inequality of the form

  2. \(\abs{x-c}\lt\) something.

When we have properly done this, the something on the “greater than” side of the inequality becomes our \(\delta\text{.}\) We can refer to this as the “scratch-work” phase of our proof. Once we have \(\delta\text{,}\) we can formally start the actual proof with \(\abs{x-c}\lt \delta\) and use algebraic manipulations to conclude that \(\abs{f(x)-L}\lt \varepsilon\text{,}\) usually by using the same steps of our “scratch-work” in reverse order.

We highlight this process in the following example.

Example1.2.6Evaluating a limit using the definition

Prove that \(\lim\limits_{x\to 1}x^3-2x = -1\text{.}\)

Solution

We illustrate evaluating limits once more.

Example1.2.7Evaluating a limit using the definition

Prove that \(\lim\limits_{x\to 0} e^x = 1\text{.}\)

Solution

We note that we could actually show that \(\lim\limits_{x\to c} e^x = e^c\) for any constant \(c\text{.}\) We do this by factoring out \(e^c\) from both sides, leaving us to show \(\lim\limits_{x\to c} e^{x-c} = 1\) instead. By using the substitution \(u=x-c\text{,}\) this reduces to showing \(\lim\limits_{u\to 0} e^u = 1\) which we just did in the last example. As an added benefit, this shows that in fact the function \(f(x)=e^x\) is continuous at all values of \(x\text{,}\) an important concept we will define in Section 1.5.

This formal definition of the limit is not an easy concept grasp. Our examples are actually “easy” examples, using “simple” functions like polynomials, square–roots and exponentials. It is very difficult to prove, using the techniques given above, that \(\lim\limits_{x\to 0}(\sin(x) )/x = 1\text{,}\) as we approximated in Section 1.1.

There is hope. Section 1.3 shows how one can evaluate complicated limits using certain basic limits as building blocks. While limits are an incredibly important part of calculus (and hence much of higher mathematics), rarely are limits evaluated using the definition. Rather, the techniques of Section 1.3 are employed.

Subsection1.2.1Exercises

In the following exercises, prove the given limit using an \(\varepsilon\)-\(\delta\) proof.