2.10 Monotone and Inverse functions

Definition 2.10.1. Let \(A\subseteq \mathbb {R}\). We say that a function \(f:\, A\longrightarrow \mathbb {R}\) is increasing on \(A\) if whenever \(x_1,\, x_2\in A\) and \(x_1 < x_2\) then \(f(x_1) \leq f(x_2)\). The function is strictly increasing on \(A\) if whenever \(x_1,\, x_2\in A\) and \(x_1 < x_2\) then \(f(x_1) < f(x_2)\).

Definition 2.10.2. Let \(A\subseteq \mathbb {R}\). We say that a function \(f:\, A\longrightarrow \mathbb {R}\) is decreasing on \(A\) if whenever \(x_1,\, x_2 \in A\) and \(x_1 < x_2\) then \(f(x_1) \geq f(x_2)\). The function is strictly decreasing on \(A\) if whenever \(x_1,\, x_2\in A\) and \(x_1 < x_2\) then \(f(x_1) > f(x_2)\).

Definition 2.10.3. A function which is either increasing or decreasing on \(A\) is said to be monotone on \(A\).

The function is strictly monotone on \(A\) if it is either strictly increasing or strictly decreasing on \(A\).

Theorem 2.10.4. Let \(I\subseteq \mathbb {R}\) be an interval and let \(f:\, I \longrightarrow \mathbb {R}\) be increasing on \(I\). Suppose that \(C\in I\) is not an end pint of \(I\). Then

(i).
\(\displaystyle {\lim _{x\rightarrow c^-}f = \sup \big \{f(x):\, x\in I\, , \, x<c\big \}}\)
(ii).
\(\displaystyle {\lim _{x\rightarrow c^+}f = \inf \big \{f(x):\, x\in I\, , \, x>c\big \}}\)

Proof. We first note that if \(x\in I\) and \(x<c\) then \(f(x) \leq f(c)\). Thus the set \(\big \{f(x):\, x\in I\, ,\, x < c\big \}\) is bounded above by \(f(c)\) and is non-empty since \(c\) is not an end point of \(I\). Hence supremum exists for the set \(\big \{f(x):\, x\in I\,,\, x < c\big \}\). Let this supremum be \(L\). If \(\varepsilon > 0\) is given then \(L- \varepsilon \) is not an upper bound of this set. Hence there exists \(y_{\varepsilon }\in I,\, y_{\varepsilon } < c\) such that \(L - \varepsilon < f(y_{\varepsilon }) \leq L\). Since \(f\) is increasing, we deduce that if \(\delta (\varepsilon ) = c- y_{\varepsilon }\) and if \(0 < c - y < \delta (\varepsilon )\) then \(y_{\varepsilon } < y < c\) so that \(L-\varepsilon < f(y_{\varepsilon }) \leq f(y) \leq L\). Therefore \(\begin {vmatrix} f(y) - L\\ \end {vmatrix} < \varepsilon \) whenever \(0 < c - y < \delta (\varepsilon )\). Since \(\varepsilon > 0\) is arbitrary, we conclude that \(\displaystyle {\lim _{x\rightarrow c^-}f = \sup \big \{f(x):\, x\in I\, , \, x<c\big \}}\).

Prove (ii) in a similar way.

Corollary 2.10.5. Let \(I\subseteq \mathbb {R}\) be an interval and let \(f:\, I \longrightarrow \mathbb {R}\) be increasing on \(I\). Suppose that \(c\in I\) is not an endpoint of \(I\), then the following statements are equivalent:

1.
\(f\) is continuous at \(c\).
2.
\(\displaystyle {\lim _{x\rightarrow c^-} f = f(c) = \lim _{x\rightarrow ^+} f}\)
3.
\(\displaystyle {\sup \big \{f(x):\, x\in I\, , \, x<c\big \} = f(c) = \inf \big \{f(x):\, x\in I\, , \, x>c\big \}}\)

Let \(I\) be an interval and \(f:\, I\longrightarrow \mathbb {R}\) be an increasing function. If \(a\) is the left endpoint of \(I\), then \(f\) is continuous at \(a\) if and only if \(\, f(a) = \big \{ f(x):\, x\in I\, ,\, a< x\big \}\), that is, if and only if \(f(a) = \displaystyle {\lim _{x\rightarrow a^+} \, f}\). Similarly for the right endpoint.

Proof. By the theorem the one-sided limits \[L^{-} = \lim _{x\rightarrow c^{-}}f(x) = \sup _{x<c}f(x),\qquad L^{+} = \lim _{x\rightarrow c^{+}}f(x) = \inf _{x>c}f(x)\] both exist, and monotonicity gives \(L^{-}\leq f(c)\leq L^{+}\). The function is continuous at \(c\) precisely when both one-sided limits equal \(f(c)\), that is when \(L^{-}=L^{+}\), and the jump at \(c\) is \(L^{+}-L^{-}\geq 0\). □

Definition 2.10.6. Suppose that \(I\) is an interval and \(f:\, I\longrightarrow \mathbb {R}\) is an increasing function on \(I\) and \(c\in I\) is not an end point of \(I\). We define the jump of \(f\) at \(c\) to be \[J_f(c) = \lim _{x\rightarrow c^+}\, f - \lim _{x\rightarrow c^-}\, f\] Thus \(\, J_f(c) = \inf \big \{f(x):\, x\in I\, ,\, x>c\big \} - \sup \big \{f(x):\, x\in I\, , \, x < \big \}\).

The jump of \(f\) at the left endpoint \(a\) of \(I\) such that \(a\in I\) is given by \(\, J_f(a) = \displaystyle {\lim _{x\rightarrow a^+}\, f - f(a)}\,\) and that of the right endpoint \(b\in I\) is given by \(\, J_f(b) = \displaystyle {f(b) - \lim _{x\rightarrow b^-}\, f}\,\)

Theorem 2.10.7. Let \(I\subseteq \mathbb {R}\) be an interval and let \(f:\, I\longrightarrow \mathbb {R}\) be increasing on \(I\). If \(c\in I\), then \(f\) is continuous at \(c\) if and only if \(J_f(c) = 0\).

Recall that a function \(f:\, I\longrightarrow \mathbb {R}\) has an inverse function if and only if \(f\) is injective: that is \(x,\, y\in I\) and \(x\neq y\) implies that \(f(x) \neq f(y)\). We note that a strictly monotone function is injective ans so has an inverse.

Proof. Let \(c\in I\) and suppose first that \(c\) is not the right endpoint. The set \(\left \{f(x) : x\in I,\ x>c\right \}\) is bounded below by \(f(c)\), since \(f\) is increasing, so it has an infimum; call it \(L\). For \(\varepsilon >0\) there is \(x_1>c\) in \(I\) with \(f(x_1)<L+\varepsilon \), and then for every \(x\) with \(c<x<x_1\) monotonicity gives \[L \leq f(x) \leq f(x_1) < L+\varepsilon .\] Taking \(\delta = x_1-c\) shows \(\lim _{x\rightarrow c^{+}}f(x) = L\). The left-hand limit is the supremum of \(\left \{f(x):x<c\right \}\) by the same argument reversed. □

Remark. A monotone function therefore has one-sided limits everywhere, so its only possible discontinuities are jumps — the two one-sided limits exist but differ. Since each jump contains a distinct rational, a monotone function has at most countably many discontinuities. That is a strong conclusion from a weak hypothesis, and it is why monotonicity is worth checking for.

Theorem 2.10.8 (Continuous Inverse Theorem). Let \(I\subseteq \mathbb {R}\) be an interval and let \(f:\, I\longrightarrow \mathbb {R}\) be strictly monotone and continuous on \(I\). Then the function \(g\) inverse of \(f\) is strictly monotone and continuous on \(J = f(I)\).

Proof. We consider the case \(f\) is strictly increasing. Since \(f\) is continuous and \(I\) is an interval, the preservation of interval theorem imply that \(J = f(I)\) is an interval. Moreover since \(f\) is strictly increasing on \(I\), it is injective on \(I\); therefore, the function \(g:\, J\longrightarrow \mathbb {R}\) inverse to \(f\) exists. We claim that \(g\) is strictly increasing. To see this, suppose that \(y_1,\, y_2\in J\) with \(y_1 < y_2\), then \(y_1 = f(x_1)\) and \(y_2 = f(x_2)\) for some \(x_1\, ,\, x_2\in I\). We must have \(x_1 <x_2\), otherwise \(x_1\geq x_2\) which implies that \(y_1 = f(x_1) \geq f(x_2)=y_2\). i.e \(y_1 \geq y_2\) which is a contradiction since \(y_1 < y_2\) by assumption. Therefore \(g(y_1) = x_1 < x_2 = g(y_2)\). i.e \(g(y_1) < g(y_2)\) showing that \(g\) is increasing. Proving the claim.
Since \(y_1\) and \(y_2\) are arbitrary elements of \(J\) with \(y_1 < y_2\), we conclude that \(g\) is strictly increasing on \(J\). The fact that \(g\) is continuous on \(J\) is a consequence of the fact that \(g(I) = I\) is an interval. Indeed, \(c\in J\), then the jump of \(g\) at \(c\) is nonzero so that \(\displaystyle {\lim _{y\rightarrow c^-}\, g < \lim _{y\rightarrow c^+}\, g}\).
If we chose any number \(x\neq g(c)\) with \(\displaystyle {\lim _{y\rightarrow c^-}\, g < x < \lim _{y\rightarrow c^+}\, g}\,\) then \(x\) has the property that \(x\neq g(y)\) for any \(y\in J\). Hence \(x\not \in I\) contradicting \(I\) being an interval. Therefore we conclude that \(g\) is continuous on \(J\).

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