We use the Bolzano-Weierstrass theorem: every bounded real sequence has a convergent subsequence. If were unbounded on , there would be with . The Bolzano-Weierstrass theorem gives a subsequence , and the closed interval contains . Since is a continuous function, , contradicting . Thus is bounded.
Let . By the definition of the supremum, choose with . Again the Bolzano-Weierstrass theorem gives . Continuity yields . Applying the same argument to gives a point where attains its infimum. Therefore both the supremum and the infimum are attained. This proves the extreme value theorem for a closed bounded interval.
Away from integer multiples of , the function is a composition of continuous functions. At zero, the bound gives by the squeeze theorem. This is oscillation multiplied by a vanishing amplitude.
Fix and set and . Then , , and
So is discontinuous at every nonzero integer multiple of . Its set of continuity points is
On , for , while . With as above, . Consequently the supremum is and is not attained. This illustrates that supremum can fail to be attained at an oscillatory endpoint.
On , set . It lies strictly inside the interval, and , so . Choose . On ,
On , is a continuous function, so the extreme value theorem gives a maximum there, at least . It exceeds every value on the discarded interval. Therefore does attain its supremum on . This is the interior-value criterion for an attained maximum.
Figure 1.
Oscillatory function near pi: an unattained left supremum and a right interior value above the endpoint envelope
.
For a partition , write and for the upper Darboux sum and lower Darboux sum. The Riemann integrability criterion for bounded is that for every some partition satisfies . Thus if the gaps for tend to zero, the Riemann integrability criterion immediately proves that is Riemann integrable.
Conversely, suppose is Riemann integrable, and choose a fixed partition with . Let be the number of its interior division points and choose with . Call a cell of bad when its interior contains a division point of . There are at most bad cells, and their total length is at most .
Every other cell lies in a single cell of , so its oscillation is no larger than that of the containing cell. Summing the contributions of these good cells gives at most , while each bad cell has oscillation at most . Therefore the finite bad-cell estimate for Darboux sums gives
For large enough , the right-hand side is less than . This proves the uniform-mesh Darboux criterion
This argument does not assume that the partitions are nested; in general they are not.
For the composition, takes values in . Since is continuously differentiable, the extreme value theorem bounds both and on that interval. In particular, let . The mean value theorem states that a function continuous on the interval between and differentiable in its interior satisfies for some intermediate . Hence
On each partition cell, this bounds the oscillation of by times the oscillation of , whether or not the local extrema are attained. It follows that
The composition is bounded, so the proved uniform-mesh Darboux criterion applies. Thus is Riemann integrable. The reusable fact is Lipschitz composition preserves Riemann integrability; continuous differentiability supplies the required bound on the range of .
First prove nowhere monotonicity of Brownian motion. On a fixed interval with rational endpoints and , the increments over its equal subdivision are independent centered normal random variables. If the Brownian motion path were nondecreasing, all these increments would be nonnegative, an event with probability . Letting gives probability zero. The same argument excludes nonincreasing paths. A countable union over rational intervals shows that, almost surely, no nontrivial interval supports a monotone function restriction of the path, since every such interval contains one with rational endpoints.
Work on this event and on the event of continuous paths. Inside any open interval , choose two separated smaller intervals, the first to the left of the second. The first contains with , because its restriction is not nonincreasing. The second contains with , because its restriction is not nondecreasing. Thus , all in .
By the extreme value theorem, the path attains its maximum on . This value exceeds , since it is at least , and exceeds , since it is at least . A maximizing time therefore lies in and is a local maximum of Brownian motion. Every open interval in the half-line contains a positive-time interval of this kind. Consequently the set of local maxima of Brownian motion is dense in almost surely.
The closure is closed and bounded in , hence compact by the Heine-Borel theorem. It is nonempty. The extreme value theorem therefore gives a point of the closure at which the continuous function attains its maximum. The closure, rather than the open domain, is essential.
The Bolzano-Weierstrass theorem states that every bounded sequence of real numbers has a convergent subsequence. We first use it to show that a continuous function on is bounded above. Otherwise, choose with . A convergent subsequence exists, with because the interval is closed. Continuity would give , contradicting .
Let , which is finite. By the definition of supremum, there are with . Another application of the Bolzano-Weierstrass theorem gives a subsequence . By continuity,
Thus the supremum is actually attained:
This proves the maximum part of the extreme value theorem from sequential compactness rather than assuming it.
Now suppose on . Applying the mean value theorem to shows that is strictly decreasing. At a local maximum of a differentiable function, the left difference quotients are nonnegative and the right difference quotients are nonpositive; existence of the derivative forces . A strictly decreasing function has at most one zero. Therefore
If that zero exists, is positive to its left and negative to its right, so the local maximum is also a global maximum.
For the uniform bound by , define
Its derivative is , so is strictly decreasing by the mean value theorem. Comparing with gives
Because , this makes negative at sufficiently large positive and positive at sufficiently large negative . The function is continuous, since it is differentiable; the intermediate value theorem supplies a zero between such points. Its strict decrease makes this zero unique. Again using the mean value theorem for , the derivative signs imply that increases up to and decreases after :
This illustrates uniform negative curvature and global maximization.
Merely requiring does not force existence. Take
Then and , but is strictly increasing, approaches as , and never equals . The answer to the final question is no, even for a function bounded above:
The stronger uniform curvature assumption prevents this behaviour. Here at the end where the supremum is approached, so no uniform negative bound of that kind is available.
Set . Then
The extreme value theorem gives a minimum of on . If it occurs in , the two-sided difference quotient gives . If it occurs at , either or a negative right derivative contradicts minimality; the endpoint is analogous. Hence some satisfies
This proves the Darboux theorem for derivatives in the stated case without assuming that is continuous.
Because a differentiable function is continuous, define
The fundamental theorem of calculus gives . At the endpoints,
while
Applying the result just proved to yields with
Let the nonconstant polynomial have degree and leading coefficient . If is odd, its limits at and have opposite signs, so the intermediate value theorem shows that its image is . If is even and , it tends to at both ends. Outside a sufficiently large compact interval it exceeds , while on that interval the extreme value theorem gives a global minimum . Continuity and the intermediate value theorem then give image . For , applying this argument to gives . These are exactly the three possible images.
Two norms are equivalent norms when constants satisfy
for every .
For , the reverse triangle inequality gives
by the Cauchy-Schwarz inequality. Hence is Lipschitz continuous, and therefore continuous.
On the compact Euclidean unit sphere, is positive and continuous, so the extreme value theorem gives . Homogeneity then yields
Thus every norm on a finite-dimensional vector space is equivalent to the Euclidean norm; comparing two such bounds proves any two norms on are Lipschitz equivalent.
Let be the finite-dimensional vector space of real polynomials of degree at most . For fixed ,
is a norm: if it vanishes, the polynomial vanishes on an interval and hence is the zero polynomial. Also
is a norm on . By finite-dimensional equivalence of norms, there is , depending only on and , such that . Therefore
The extreme value theorem supplies at which the last supremum is attained, and hence
Let be the finite, nonempty set of available routes for source-sink pair , and write for a route flow. The link-route incidence matrix has when route uses link , and zero otherwise. The source-sink route incidence matrix has when . Thus gives link throughputs and gives aggregate source-sink flows. A route's delay is
A Wardrop equilibrium uses only routes of minimum delay for their source-sink pair:
An infinitesimal user cannot improve its delay by changing route.
For fixed , the feasible route flows form a nonempty compact convex set: for each , and . Define the Beckmann potential
It is continuous, so the extreme value theorem gives a minimizer. Since every is strictly increasing, is a strictly convex function of . Its route-flow gradient is .
If an occupied route has greater delay than another route , moving a small amount of flow from to gives a negative directional derivative, contradicting minimality. Conversely, at a Wardrop equilibrium, for any feasible ,
The first-order condition for convex optimization therefore proves optimality. Consequently
If two minimizers had different , their midpoint would give a strictly smaller Beckmann potential. Thus the equilibrium link throughputs are unique. The route flows need not be unique, since need not be a strictly convex function of .
For a concrete example, take two successive stages of parallel links: in the first stage and in the second, with one source-sink pair and four routes . Put on every link and total flow . All allocations
have the same link throughputs and every route has delay two. These distinct allocations are all Wardrop equilibria.
For elastic demand, use the standard physical convention that and is finite, continuous, and strictly decreasing. Set and , and define the inverse demand function on . It is continuous and strictly decreasing, with and as . Choose any reference value and set
Each summand of is a strictly convex function. The reference values only add a constant to the objective. In the usual case , one may use a lower limit zero whenever the improper integral is finite; that integrability is not guaranteed merely by continuity of .
Minimize over the compact feasible set , , interpreting the objective at by its one-sided limit, which can be . This extension is sequentially lower semicontinuous, and an interior-demand feasible point has finite value, so a minimizer exists. It cannot have : adding a small amount on any route for has bounded marginal link cost, whereas its marginal demand benefit tends to infinity. Thus .
For , the route-flow partial derivative is . The first-order conditions for convex optimization give
If , reducing any occupied route cannot improve the objective only if that route has zero delay; nonnegative link delays then give . Therefore the conditions in every case are
Conversely these conditions give the nonnegative directional derivative for every feasible competitor and hence minimize the convex function . Allowing explicitly yields the stated form with and , with inverse-demand endpoint conventions understood. In particular, is defined on its demand range, rather than evaluating outside that range.
Strict convexity in the pair proves that the equilibrium aggregate source-sink flows and link throughputs are unique. Individual route flows may still be nonunique. Nonnegative, finite demand, nonnegative delays, finite route sets, and a usable route for each source-sink pair are the implicit modeling assumptions needed for the existence assertions.
Let with the supremum norm. By equivalence of norms in finite dimensions, there is such that whenever . Hence
so . This upgrades convergence on fixed polynomials to operator norm convergence on the fixed space.
For sufficiently large , , and a Neumann series gives
Thus the inverse Bernstein approximation on a fixed-degree polynomial space satisfies . By the extreme value theorem, strict positivity on the compact interval gives . Eventually , and consequently
Applying pointwise convergence to the varying polynomials without this finite-dimensional operator argument would not justify the conclusion.
For part (a), fix and consider the line segment
The convex set contains this entire segment. For
we have and
If , then for all sufficiently small positive , contradicting the hypothesis on . Thus
For part (b), is compact, and the product of the coordinates is a continuous function. The extreme value theorem therefore supplies maximizing that product. Assume every and apply part (a) to the convex set
It contains , and maximality of makes every coordinate product at most one. Hence
If is another maximizer, its coordinates are positive and . The arithmetic-geometric mean inequality gives
while the displayed inequality gives the reverse bound. Equality in the arithmetic-geometric mean inequality forces every . Therefore the maximizer is unique.
The set is compact because is closed and bounded, and the product
is continuous. By the extreme value theorem, has a maximizer. Since meets the interior of the nonnegative orthant , some feasible product is positive, so every maximizer lies in .
On , maximizing is equivalent to maximizing
The Hessian of is
which is negative definite. Thus is a strictly concave function, and it has at most one maximizer on the convex set . Denote this unique point by .
For any , the line segment
lies in . Since is maximal at , its right derivative there is nonpositive:
Therefore
This is the supporting inequality for the product maximizer on a compact convex subset of the positive orthant.
Suppose now that is invariant under cyclic coordinate permutation. That permutation preserves the product, so uniqueness forces it to fix . Hence
for some . More explicitly,
Indeed, cyclic symmetry averaging puts the diagonal point with coordinate equal to the mean of any back in , while the preceding inequality with gives .
Finally, given , define
This set is nonempty, closed, convex and bounded, and it contains . By the arithmetic-geometric mean inequality,
Equality holds only when all are equal and their sum is , namely only at . Thus this has
Let be continuous. If it were unbounded, one could choose with . The Bolzano-Weierstrass theorem gives a subsequence , but continuity would then give , contradicting unboundedness.
Now let . Choose with . A convergent subsequence and continuity give at its limit. Applying the same argument to shows that the infimum is attained. This proves the extreme value theorem on a closed bounded interval.
The function
is continuous and bounded, but attains neither its infimum nor its supremum . For the second example, enumerate the rationals in as and set
Every nondegenerate interval contains infinitely many rational numbers, hence some with arbitrarily large ; therefore is unbounded on every such interval.
For the running extrema, compactness lets us write
The function is uniformly continuous on . Given , choose such that whenever . If and , every new value with is at most . Since ,
Interchanging handles the other order. Applying this argument to proves continuity of as well.
Finally fix and put . For each positive integer , there must be some with . Otherwise, for some the continuous function would satisfy on the interval . By the intermediate value theorem, would have a constant sign there. The values
would then increase or decrease by at least at every step, contradicting boundedness of . Thus and
Rolle theorem: if is continuous on , differentiable on , and , then for some . Indeed, the extreme value theorem gives a maximum and minimum. If both occur only at the endpoints then is constant; otherwise an interior extremum satisfies by comparing the two-sided difference quotients.
Mean value theorem: if is continuous on and differentiable on , then some satisfies
Apply Rolle's theorem to
which has .
Set
The triangle inequality makes Lipschitz continuous and hence a continuous function. Since is an isometric embedding,
so as . The function is therefore coercive, and the extreme value theorem on a sufficiently large compact interval gives a minimizing parameter.
Suppose both minimize , put and , and let
The restriction of between the two parameters is a geodesic from to . Let be its midpoint. In the geodesic triangle with vertices , the thin geodesic triangle condition gives a point on one of the other two sides with . By symmetry suppose . Then
so
But lies on and is a closest point, so . Therefore , which is stronger than the required
This is the closest point on a geodesic line in a hyperbolic metric space estimate.
For , the triangle inequality and the Cauchy-Schwarz inequality give
Thus is a continuous function. The unit sphere in the finite-dimensional Euclidean normed vector space is compact. Moreover, implies that the polynomial vanishes identically, so every coefficient is zero. Hence is strictly positive on the unit sphere. By the extreme value theorem, it has a positive minimum
The supremum norm is homogeneous. For ,
It follows directly that whenever .
Write each polynomial of degree at most as and define
This is a continuous function, and the reverse triangle inequality together with part (a) gives
Consequently is a coercive function. Choose so large that outside the closed Euclidean ball of radius . That ball is compact, so the extreme value theorem supplies a minimizer there. Then is a best uniform approximation to among polynomials of degree at most .
The extreme value theorem requires continuity on the entire closed interval. A bounded function can have values tending to an endpoint envelope without ever reaching that envelope, while its defined endpoint value is smaller. To prove nonattainment, establish a strict pointwise upper bound and construct a sequence approaching that bound. An oscillatory factor can supply the approaching sequence by selecting phases where it equals .