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The least upper bound property of the real numbers (lub) can be used to prove the intermediate value theorem (IVT) as well as the Bolzano-Weierstrass theorem (BWT).

I've been trying to prove the IVT without the lub property, nor the Archimedean property, using the BWT as an axiom. The sketch of my proof goes as follows:

Lemma: If $u$ is a bounded sequence of reals such that $u_{n+1}-u_n \xrightarrow[n \to +\infty]{} 0$ then the set of accumulation points of $u$ is an interval.

I do not give a proof of this fact as it can be found elsewhere and in more general forms,e.g. in

Proof attempt: Given a function $f$ that is continuous on an interval I, take $(a,b)\in I^2$ s.t. $a<b$ and $f(a)\leqslant 0 \leqslant f(b)$:

  1. There exists a sequence $(x_n)_{n \in \mathbb{N} }$ dense in $[a,b]$ such that $x_{n+1}-x_n \xrightarrow[n \to +\infty]{} 0$. For instance $$x_n=a+(b-a)\sum_{k=0}^{n}\left(-\frac{1}{2}\right)^{\left\lfloor{\log_2(k+1)}\right\rfloor}$$ where $\lfloor \log_2(x)\rfloor$ can be defined without the lub for all integers $x$ as the biggest integer $n$ such that $2^n \leqslant x$. The above expression is essentially just a closed form for a sequence that "bounces" between $a$ and $b$ with increasingly smaller steps (halved at each turn). The subsequences $(x_{2^{2n+2}-2})_{n\in \mathbb{N}}$ and $(x_{2^{2n+1}-2})_{n\in \mathbb{N}}$ converge (are constant) to $a$ and $b$ respectively, so the lemma applies.

EDIT As pointed out in the comments, showing that the step sizes go to $0$ requires some care to avoid using the Archimedean property. It can be shown that $\forall n \in \mathbb{N}, 0 \leqslant 2^{-n}\leqslant 1$. This sequence is bounded thus has a convergent subsequence $(2^{-\varphi{(n)}})$. Let $l$ be its limit and assume for the sake of contradiction that $l>0$. Notice there exists a sequence $(m_n)$ of nonzero natural numbers such that $\forall n \in \mathbb{N}, 2^{-\varphi{(n+1)}} = 2^{-{m_n}} 2^{-\varphi{(n)}}$. Since $(2^{-\varphi{(n+1)}})$ also converges to $l>0$, $(2^{-{m_n}})$ must converge to $1$ which means $m_n = 0$ for large enough $n$. However $\varphi$ can be chosen strictly increasing, a contradiction. Therefore $l=0$ so we can take $(2^{-\varphi{(n)}})$ as a sequence of step sizes. It seems there's no expression in terms of common functions like the one above because $\varphi$ was not constructed but merely assumed to exist. However we can construct a fitting $(x_n)$ sequence by induction from the sequence above.

  1. It can be shown using the BWT that $f$ is uniformly continuous over $[a,b]$ (Heine's Theorem).

  2. Using uniform continuity, one can show that the sequence $(f(x_n))_{n\in \mathbb{N}}$ satisfies the hypotheses of the lemma.

  3. $f(a)$ and $f(b)$ belong to the set of accumulation points of $(f(x_n))_{n\in \mathbb{N}}$ since $(x_n)_{n\in \mathbb{N}}$ is dense in $[a,b]$ and $f$ is continuous.

  4. Therefore $[f(a),f(b)]$ is included in this set, so $0$ is an accumulation point of the above sequence. Apply BW once more to extract a convergent subsequence of the (bounded) sequence whose image goes to $0$. Its limit is a real number $l \in [a,b] $ s.t. $f(l)=0 \square$.

Questions:

  1. Is my proof correct ?
  2. Does it use the least upper bound theorem/property or the Archimedean property in disguise ?
  3. Are there simpler/shorter direct proofs of BWT=>IVT ?

Context: I'm currently an engineering college student taking the equivalent of a calculus/real analysis class (more rigorous than a standard calculus course but we didn't construct the reals etc.).

The following MSE post is related and can be used to show BWT=>IVT indirectly through the lub property, but I didn't find any direct proof: Prove the least upper bound property using Bolzano Weierstrass theorem

  • What's your definition of $\log_2(x)$? –  Feb 16 '24 at 03:58
  • @jwhite In fact, I only use $\lfloor \log_2 (x)\rfloor$ which can be defined as the biggest integer $n$ such that $2^n \leqslant x$. – François Mortier Feb 16 '24 at 08:17
  • Doesn't this definition use the Archimedean property, which uses the lub property? Without it, how do we know that there doesn't exist $x\in \mathbb{R}$ such that $2^n \leqslant x$ for all integers $n$? –  Feb 16 '24 at 10:41
  • @jwhite That would imply \mathbb{N} is bounded. – François Mortier Feb 16 '24 at 10:58
  • I know. The Archimedean property is exactly the property that $\mathbb{N}$ is not bounded, and the typical way to prove that $\mathbb{N}$ is not bounded uses the lub property. So if you want your proof not to use the lub property, you have to make sure you're not using it indirectly. How would you prove that $\mathbb{N}$ is not bounded without the lub property? –  Feb 16 '24 at 11:31
  • @jwhite Good point. However I only use this function on integers, and it follows from the Peano axioms which I allow myself to use that $\mathbb{N}$ has no largest element. Besides, one could give an algorithmic way to define the sequence which might be more natural: take steps of length $l$ from b to a with $l$ commensurate to $b-a$, turn right and take steps of length $\frac{l}{2}$ until you arrive at $b$ again, etc. Each time you are guaranteed to hit $a$ or $b$ because of the definition of $l$. – François Mortier Feb 16 '24 at 11:55
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    In order to conclude that this results in a sequence $(x_n){n=1}^\infty$ such that $\lim_n x{n+1}-x_n=0$, you must use that the step sizes $l, l/2,l/3,\ldots$ tend to zero. This is again a use of the Arhchimedean property, which runs into the same issue. –  Feb 16 '24 at 12:07
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    @jwhite Right again. If one can assume that $((\frac{1}{2})^n)_{n\in \mathbb{N}}$ is bounded without proof (at least without lub/ Archimedean property) then BW indicates that there's a converging subsequence that goes to some real $l$ such that $l=(\frac{1}{2})^m l$ for some nonzero natural $m$, therefore $l=0$. This defines a sequence of step sizes that do go to $0$ and we redefine $(x_n)$ from there. – François Mortier Feb 16 '24 at 12:36
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    Very nice. By the way, I only saw that this was happening because I wrote my own proof and realized I was also using the Archimedean property. –  Feb 16 '24 at 12:46
  • As said in my comment to the accepted answer, I would argue that one of the very simplest limit equations, namely $\lim_{n \to \infty} \frac{1}{n}=0$, is actually equivalent to the Archimedean property. And the proof of equivalence is nothing more than (1) applying the definition of the limit to this particular limit equation, (2) reading the Archimedean property, and (3) observing that the two statements are almost exactly the same, after the tiniest bit of inequality logic. – Lee Mosher Mar 26 '24 at 17:31
  • @LeeMosher: And of course, you are right. Then I do not really see how to answer this question without invoking the Archimedean property. (To be fair, this also looks like a not-too-interesting academic exercise to me, but this is in the eye of the beholder of course). The following might be more interesting: assume the intermediate value theorem holds, meaning that every continuous function that takes both positive and negative values must vanish somewhere. Does it follow that $1/n\to 0$? Just a curiosity – Giuseppe Negro Mar 26 '24 at 18:16
  • @Lee Mosher That's more or less what I observed as well when thinking about this problem. Isn't the workaround OK though ? – François Mortier Mar 26 '24 at 19:31
  • Well, my comment is more restrictive, it's just about whether the OP's stated goal of proving the IVT and BWT without the Archimedean Property is sound. – Lee Mosher Mar 27 '24 at 12:41
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    The whole mathematical program of limits of sequences is more-or-less an extension of the Archimedean Property. Regarding the LUB property, I'm less sure. My very vague understanding (based on this wikipedia entry, I'm embarrassed to admit) is that there is a context in which the Archimedean property holds but the LUB property does not. – Lee Mosher Mar 27 '24 at 12:48

1 Answers1

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Answers:

  1. This seems OK.
  2. You are relying only on compactness (Bolzano--Weierstrass), which by the way is the property you routinely use in analysis, more than the least upper bound.
  3. I think your method is creative, but overtly complicated. More down-to-earth, you could use the bisection method to prove the intermediate value theorem from Bolzano--Weierstrass. Your function satisfies $f(0)<0, f(1)>0$. What is the value of $f(1/2)$? Zero? END. Positive? Consider $f(1/4)$ and restart. Negative? Consider $f(3/4)$ and restart. Either you find a zero in finite time or you construct an infinite sequence in $[0, 1]$, which by compactness has a limit point, and that limit point is a zero of $f$.

EDIT In comments, I have been asked how I can prove the very last statement of point 3., i.e. "that limit point is a zero of $f$". Let me answer that. We have actually constructed two sequences of points in $[0, 1]$; one is $(x_n^-)$, at which $f(x_n^-)<0$, the other is $(x_n^+)$, at which $f(x_n^+)>0$. By compactness, we may choose subsequences in such a way that both sequences converge, and by construction, they must converge to the same limit point $x\in[0, 1]$; $$ x_n^-\to x, \quad x_n^+\to x.$$ By the first limit, $f(x)\le 0$. By the second limit, $f(x)\ge 0$. The only possibility is $f(x)=0$.

Comment 1. This is not different in spirit from the construction of the original post. Only the method used to choose points is different. Rather than "bounce through $[0, 1]$" (citing the original question), the bisection method chooses points based on the sign of $f$. It seems to me a more rational way of choosing points. Presumably it is also more efficient in practice.

Comment 2. However, if we want efficiency, both the bisection method and the method of this question fall short of superior ones, such as Newton's method. I suspect that all superior methods do rely on higher assumptions on $f$, though, such as differentiability.

  • Thanks for answering. How do you show that the limit point is a zero of $f$ using your sequence definition though ? Don't you need nested intervals ? By the way, I realized my method is essentially like bisection (splitting [0,1] into halves recursively) – François Mortier Feb 16 '24 at 11:18
  • I suppose you are right: you are also partitioning $[0,1]$, but the method by which you choose your nodes is different. I find that the bisection method is more natural and efficient, but this is more personal taste than an actual mathematical statement. Concerning your other question: by construction, at the limit point $x$ you must have both $f(x)\ge 0$ and $f(x)\le 0$. The only possibility is $f(x)=0$. – Giuseppe Negro Feb 16 '24 at 18:03
  • What I meant is that I didn't get why the two sequences would converge to the same limit point. I had to formalize the construction of your two sequences, but I think I got it now: Choose $x_0^{+}=a$ and $x_0^{-}=b$ ($0$ and $1$ in your particular example).Then for $n \in \mathbb{N}$,let $(x_{n+1}^-,x_{n+1}^+)=(\frac{x_n^-+x_n^+}{2},x_n^+)$ if $f(\frac{x_n^-+x_n^+}{2},x_n^+)\leqslant 0$, $(x_n^-,(\frac{x_n^-+x_n^+}{2}))$ otherwise. Then $(x_n^+)$ and $(x_n⁻)$ are bounded so there exists a relabeling such that both converge (BW) to a priori different limits $l^-$ and $l^+$. – François Mortier Feb 19 '24 at 15:43
  • However by the same "trick" that I used to adress the problem raised by @jwhite (it turned out just a little more complicated than what I wrote in the comment), we can get $l⁻=l⁺$. Is that how you saw it ? (In the comment above I meant to type $f\left(\frac{x_n^-+x_n^+}{2}\right)$ but it's too late to edit) – François Mortier Feb 19 '24 at 15:45
  • @FrançoisMortier: I am not entirely sure about the "trick" you used to address that. Let me write here how I would do it. The distance between $x_n^-$ and $x_n^+$ tends to zero. Indeed, by construction, $\lvert x_n^- - x_n^+\rvert = \frac{b-a}{2^n}\to 0$. – Giuseppe Negro Feb 19 '24 at 17:53
  • It is obviously true that $(\frac{1}{2})^n \to 0$ but to my knowledge, the direct proof is based on the Archimedean property, thus on a completeness axiom other than BW (like the lub property) as user jwhite pointed out (and the point of the exercise was to use BW only). – François Mortier Feb 19 '24 at 18:14
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    Oh God, that's true, I use the Archimedean property to prove $2^{-n}\to 0$. To be fair, it seems to me this is an extremely mild use of the property, so I would not spend much more time with this. In any case, I see you found an alternative solution to that, which is great! – Giuseppe Negro Feb 19 '24 at 18:29
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    I don't think it's an extremely mild case. I would argue that the even simpler convergence statement $1/n \to 0$ is actually equivalent to the Archimedean property. – Lee Mosher Mar 26 '24 at 17:29