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mathematical analysis Analysis is the branch of mathematics dealing with continuous functions, limit (mathematics), limits, and related theories, such as Derivative, differentiation, Integral, integration, measure (mathematics), measure, infinite sequences, series ( ...
, semicontinuity (or semi-continuity) is a property of extended real-valued functions that is weaker than continuity. An extended real-valued function f is upper (respectively, lower) semicontinuous at a point x_0 if, roughly speaking, the function values for arguments near x_0 are not much higher (respectively, lower) than f\left(x_0\right). Briefly, a function on a domain X is lower semi-continuous if its epigraph \ is closed in X\times\R, and upper semi-continuous if -f is lower semi-continuous. A function is continuous if and only if it is both upper and lower semicontinuous. If we take a continuous function and increase its value at a certain point x_0 to f\left(x_0\right) + c for some c>0, then the result is upper semicontinuous; if we decrease its value to f\left(x_0\right) - c then the result is lower semicontinuous. The notion of upper and lower semicontinuous function was first introduced and studied by René Baire in his thesis in 1899.


Definitions

Assume throughout that X is a
topological space In mathematics, a topological space is, roughly speaking, a Geometry, geometrical space in which Closeness (mathematics), closeness is defined but cannot necessarily be measured by a numeric Distance (mathematics), distance. More specifically, a to ...
and f:X\to\overline is a function with values in the extended real numbers \overline=\R \cup \ = \infty,\infty/math>.


Upper semicontinuity

A function f:X\to\overline is called upper semicontinuous at a point x_0 \in X if for every real y > f\left(x_0\right) there exists a
neighborhood A neighbourhood (Commonwealth English) or neighborhood (American English) is a geographically localized community within a larger town, city, suburb or rural area, sometimes consisting of a single street and the buildings lining it. Neigh ...
U of x_0 such that f(x) for all x\in U.Stromberg, p. 132, Exercise 4 Equivalently, f is upper semicontinuous at x_0 if and only if \limsup_ f(x) \leq f(x_0) where lim sup is the
limit superior In mathematics, the limit inferior and limit superior of a sequence can be thought of as limiting (that is, eventual and extreme) bounds on the sequence. They can be thought of in a similar fashion for a function (see limit of a function). For ...
of the function f at the point x_0. If X is a
metric space In mathematics, a metric space is a Set (mathematics), set together with a notion of ''distance'' between its Element (mathematics), elements, usually called point (geometry), points. The distance is measured by a function (mathematics), functi ...
with distance function d and f(x_0)\in\R, this can also be restated using an \varepsilon-\delta formulation, similar to the definition of
continuous function In mathematics, a continuous function is a function such that a small variation of the argument induces a small variation of the value of the function. This implies there are no abrupt changes in value, known as '' discontinuities''. More preci ...
. Namely, for each \varepsilon>0 there is a \delta>0 such that f(x) whenever d(x,x_0)<\delta. A function f:X\to\overline is called upper semicontinuous if it satisfies any of the following equivalent conditions: :(1) The function is upper semicontinuous at every point of its domain. :(2) For each y\in\R, the set f^(
open Open or OPEN may refer to: Music * Open (band), Australian pop/rock band * The Open (band), English indie rock band * ''Open'' (Blues Image album), 1969 * ''Open'' (Gerd Dudek, Buschi Niebergall, and Edward Vesala album), 1979 * ''Open'' (Go ...
in X, where [ -\infty ,y)=\. :(3) For each y\in\R, the y-superlevel set f^([y, \infty)) = \ is closed in X. :(4) The hypograph (mathematics), hypograph \ is closed in X\times\R. :(5) The function f is continuous when the
codomain In mathematics, a codomain, counter-domain, or set of destination of a function is a set into which all of the output of the function is constrained to fall. It is the set in the notation . The term '' range'' is sometimes ambiguously used to ...
\overline is given the left order topology. This is just a restatement of condition (2) since the left order topology is generated by all the intervals neighborhood A neighbourhood (Commonwealth English) or neighborhood (American English) is a geographically localized community within a larger town, city, suburb or rural area, sometimes consisting of a single street and the buildings lining it. Neigh ...
U of x_0 such that f(x)>y for all x\in U. Equivalently, f is lower semicontinuous at x_0 if and only if \liminf_ f(x) \ge f(x_0) where \liminf is the limit inferior (topological space)">limit inferior of the function f at point x_0. If X is a
metric space In mathematics, a metric space is a Set (mathematics), set together with a notion of ''distance'' between its Element (mathematics), elements, usually called point (geometry), points. The distance is measured by a function (mathematics), functi ...
with distance function d and f(x_0)\in\R, this can also be restated as follows: For each \varepsilon>0 there is a \delta>0 such that f(x)>f(x_0)-\varepsilon whenever d(x,x_0)<\delta. A function f:X\to\overline is called lower semicontinuous if it satisfies any of the following equivalent conditions: :(1) The function is lower semicontinuous at every point of its domain. :(2) For each y\in\R, the set f^((y,\infty ])=\ is open (topology), open in X, where (y,\infty ]=\. :(3) For each y\in\R, the y-sublevel set f^((-\infty, y]) = \ is closed in X. :(4) The epigraph \ is closed in X\times\R. :(5) The function f is continuous when the
codomain In mathematics, a codomain, counter-domain, or set of destination of a function is a set into which all of the output of the function is constrained to fall. It is the set in the notation . The term '' range'' is sometimes ambiguously used to ...
\overline is given the right order topology. This is just a restatement of condition (2) since the right order topology is generated by all the intervals (y,\infty ] .


Examples

Consider the function f,
piecewise In mathematics, a piecewise function (also called a piecewise-defined function, a hybrid function, or a function defined by cases) is a function whose domain is partitioned into several intervals ("subdomains") on which the function may be ...
defined by: f(x) = \begin -1 & \mbox x < 0,\\ 1 & \mbox x \geq 0 \end This function is upper semicontinuous at x_0 = 0, but not lower semicontinuous. The
floor function In mathematics, the floor function is the function that takes as input a real number , and gives as output the greatest integer less than or equal to , denoted or . Similarly, the ceiling function maps to the least integer greater than or eq ...
f(x) = \lfloor x \rfloor, which returns the greatest integer less than or equal to a given real number x, is everywhere upper semicontinuous. Similarly, the
ceiling function In mathematics, the floor function is the function that takes as input a real number , and gives as output the greatest integer less than or equal to , denoted or . Similarly, the ceiling function maps to the least integer greater than or eq ...
f(x) = \lceil x \rceil is lower semicontinuous. Upper and lower semicontinuity bear no relation to continuity from the left or from the right for functions of a real variable. Semicontinuity is defined in terms of an ordering in the range of the functions, not in the domain. For example the function f(x) = \begin \sin(1/x) & \mbox x \neq 0,\\ 1 & \mbox x = 0, \end is upper semicontinuous at x = 0 while the function limits from the left or right at zero do not even exist. If X = \R^n is a Euclidean space (or more generally, a metric space) and \Gamma = C( ,1 X) is the space of
curve In mathematics, a curve (also called a curved line in older texts) is an object similar to a line, but that does not have to be straight. Intuitively, a curve may be thought of as the trace left by a moving point. This is the definition that ...
s in X (with the supremum distance d_\Gamma(\alpha,\beta) = \sup\), then the length functional L : \Gamma \to , +\infty which assigns to each curve \alpha its
length Length is a measure of distance. In the International System of Quantities, length is a quantity with Dimension (physical quantity), dimension distance. In most systems of measurement a Base unit (measurement), base unit for length is chosen, ...
L(\alpha), is lower semicontinuous. As an example, consider approximating the unit square diagonal by a staircase from below. The staircase always has length 2, while the diagonal line has only length \sqrt 2.


Properties

Unless specified otherwise, all functions below are from a
topological space In mathematics, a topological space is, roughly speaking, a Geometry, geometrical space in which Closeness (mathematics), closeness is defined but cannot necessarily be measured by a numeric Distance (mathematics), distance. More specifically, a to ...
X to the extended real numbers \overline= \infty,\infty ''Several of the results hold for semicontinuity at a specific point, but for brevity they are only stated for semicontinuity over the whole domain.'' * A function f:X\to\overline is continuous if and only if it is both upper and lower semicontinuous. * The
characteristic function In mathematics, the term "characteristic function" can refer to any of several distinct concepts: * The indicator function of a subset, that is the function \mathbf_A\colon X \to \, which for a given subset ''A'' of ''X'', has value 1 at points ...
or
indicator function In mathematics, an indicator function or a characteristic function of a subset of a set is a function that maps elements of the subset to one, and all other elements to zero. That is, if is a subset of some set , then the indicator functio ...
of a set A\subset X (defined by \mathbf_A(x)=1 if x\in A and 0 if x\notin A) is upper semicontinuous if and only if A is a
closed set In geometry, topology, and related branches of mathematics, a closed set is a Set (mathematics), set whose complement (set theory), complement is an open set. In a topological space, a closed set can be defined as a set which contains all its lim ...
. It is lower semicontinuous if and only if A is an
open set In mathematics, an open set is a generalization of an Interval (mathematics)#Definitions_and_terminology, open interval in the real line. In a metric space (a Set (mathematics), set with a metric (mathematics), distance defined between every two ...
. * In the field of
convex analysis Convex analysis is the branch of mathematics devoted to the study of properties of convex functions and convex sets, often with applications in convex optimization, convex minimization, a subdomain of optimization (mathematics), optimization theor ...
, the
characteristic function In mathematics, the term "characteristic function" can refer to any of several distinct concepts: * The indicator function of a subset, that is the function \mathbf_A\colon X \to \, which for a given subset ''A'' of ''X'', has value 1 at points ...
of a set A \subset X is defined differently, as \chi_(x)=0 if x\in A and \chi_A(x) = \infty if x\notin A. With that definition, the characteristic function of any is lower semicontinuous, and the characteristic function of any is upper semicontinuous.


Binary operations on semicontinuous functions

Let f,g : X \to \overline. * If f and g are lower semicontinuous, then the sum f+g is lower semicontinuous (provided the sum is well-defined, i.e., f(x)+g(x) is not the
indeterminate form Indeterminate form is a mathematical expression that can obtain any value depending on circumstances. In calculus, it is usually possible to compute the limit of the sum, difference, product, quotient or power of two functions by taking the corres ...
-\infty+\infty). The same holds for upper semicontinuous functions. * If f and g are lower semicontinuous and non-negative, then the product function f g is lower semicontinuous. The corresponding result holds for upper semicontinuous functions. * The function f is lower semicontinuous if and only if -f is upper semicontinuous. * If f and g are upper semicontinuous and f is non-decreasing, then the
composition Composition or Compositions may refer to: Arts and literature *Composition (dance), practice and teaching of choreography * Composition (language), in literature and rhetoric, producing a work in spoken tradition and written discourse, to include ...
f \circ g is upper semicontinuous. On the other hand, if f is not non-decreasing, then f \circ g may not be upper semicontinuous. For example take f : \R \to \R defined as f(x)=-x. Then f is continuous and f \circ g = -g, which is not upper semicontinuous unless g is continuous. * If f and g are lower semicontinuous, their (pointwise) maximum and minimum (defined by x \mapsto \max\ and x \mapsto \min\) are also lower semicontinuous. Consequently, the set of all lower semicontinuous functions from X to \overline (or to \R) forms a lattice. The corresponding statements also hold for upper semicontinuous functions.


Optimization of semicontinuous functions

* The (pointwise)
supremum In mathematics, the infimum (abbreviated inf; : infima) of a subset S of a partially ordered set P is the greatest element in P that is less than or equal to each element of S, if such an element exists. If the infimum of S exists, it is unique, ...
of an arbitrary family (f_i)_ of lower semicontinuous functions f_i:X\to\overline (defined by f(x)=\sup\) is lower semicontinuous. :In particular, the limit of a
monotone increasing In mathematics, a monotonic function (or monotone function) is a function between ordered sets that preserves or reverses the given order. This concept first arose in calculus, and was later generalized to the more abstract setting of ord ...
sequence f_1\le f_2\le f_3\le\cdots of continuous functions is lower semicontinuous. (The Theorem of Baire below provides a partial converse.) The limit function will only be lower semicontinuous in general, not continuous. An example is given by the functions f_n(x)=1-(1-x)^n defined for x\in ,1/math> for n=1,2,\ldots. :Likewise, the
infimum In mathematics, the infimum (abbreviated inf; : infima) of a subset S of a partially ordered set P is the greatest element in P that is less than or equal to each element of S, if such an element exists. If the infimum of S exists, it is unique ...
of an arbitrary family of upper semicontinuous functions is upper semicontinuous. And the limit of a monotone decreasing sequence of continuous functions is upper semicontinuous. * If C is a
compact space In mathematics, specifically general topology, compactness is a property that seeks to generalize the notion of a closed and bounded subset of Euclidean space. The idea is that a compact space has no "punctures" or "missing endpoints", i.e., i ...
(for instance a closed bounded interval , b/math>) and f : C \to \overline is upper semicontinuous, then f attains a maximum on C. If f is lower semicontinuous on C, it attains a minimum on C. :(''Proof for the upper semicontinuous case'': By condition (5) in the definition, f is continuous when \overline is given the left order topology. So its image f(C) is compact in that topology. And the compact sets in that topology are exactly the sets with a maximum. For an alternative proof, see the article on the
extreme value theorem In calculus, the extreme value theorem states that if a real-valued function f is continuous on the closed and bounded interval ,b/math>, then f must attain a maximum and a minimum, each at least once. That is, there exist numbers c and ...
.)


Other properties

* (Theorem of Baire)The result was proved by René Baire in 1904 for real-valued function defined on \R. It was extended to metric spaces by Hans Hahn in 1917, and Hing Tong showed in 1952 that the most general class of spaces where the theorem holds is the class of perfectly normal spaces. (See Engelking, Exercise 1.7.15(c), p. 62 for details and specific references.) Let X be a
metric space In mathematics, a metric space is a Set (mathematics), set together with a notion of ''distance'' between its Element (mathematics), elements, usually called point (geometry), points. The distance is measured by a function (mathematics), functi ...
. Every lower semicontinuous function f:X\to\overline is the limit of a point-wise increasing sequence of extended real-valued continuous functions on X. In particular, there exists a sequence \ of continuous functions f_i : X \to \overline\R such that :f_i(x) \leq f_(x) \quad \forall x \in X,\ \forall i = 0, 1, 2, \dots and :\lim_ f_i(x) = f(x) \quad \forall x \in X. :If f does not take the value -\infty, the continuous functions can be taken to be real-valued. :Additionally, every upper semicontinuous function f:X\to\overline is the limit of a monotone decreasing sequence of extended real-valued continuous functions on X; if f does not take the value \infty, the continuous functions can be taken to be real-valued. * Any upper semicontinuous function f : X \to \N on an arbitrary topological space X is locally constant on some dense open subset of X. * If the topological space X is sequential, then f : X \to \mathbb is upper semi-continuous if and only if it is sequentially upper semi-continuous, that is, if for any x \in X and any sequence (x_n)_n \subset X that converges towards x, there holds \limsup_ f(x_n) \leqslant f(x). Equivalently, in a sequential space, f is upper semicontinuous if and only if its superlevel sets \ are sequentially closed for all y \in \mathbb. In general, upper semicontinuous functions are sequentially upper semicontinuous, but the converse may be false.


Semicontinuity of set-valued functions

For
set-valued function A set-valued function, also called a correspondence or set-valued relation, is a mathematical function that maps elements from one set, the domain of the function, to subsets of another set. Set-valued functions are used in a variety of mathe ...
s, several concepts of semicontinuity have been defined, namely ''upper'', ''lower'', ''outer'', and ''inner'' semicontinuity, as well as ''upper'' and ''lower
hemicontinuity In mathematics, upper hemicontinuity and lower hemicontinuity are extensions of the notions of semicontinuity, upper and lower semicontinuity of single-valued function (mathematics), functions to Set-valued function, set-valued functions. A set-v ...
''. A set-valued function F from a set A to a set B is written F : A \rightrightarrows B. For each x \in A, the function F defines a set F(x) \subset B. The
preimage In mathematics, for a function f: X \to Y, the image of an input value x is the single output value produced by f when passed x. The preimage of an output value y is the set of input values that produce y. More generally, evaluating f at each ...
of a set S \subset B under F is defined as F^(S) :=\. That is, F^(S) is the set that contains every point x in A such that F(x) is not disjoint from S.


Upper and lower semicontinuity

A set-valued map F: \mathbb^m \rightrightarrows \mathbb^n is ''upper semicontinuous'' at x \in \mathbb^m if for every open set U \subset \mathbb^n such that F(x) \subset U, there exists a neighborhood V of x such that F(V) \subset U. A set-valued map F: \mathbb^m \rightrightarrows \mathbb^n is ''lower semicontinuous'' at x \in \mathbb^m if for every open set U \subset \mathbb^n such that x \in F^(U), there exists a neighborhood V of x such that V \subset F^(U). Upper and lower set-valued semicontinuity are also defined more generally for a set-valued maps between topological spaces by replacing \mathbb^m and \mathbb^n in the above definitions with arbitrary topological spaces. Note, that there is not a direct correspondence between single-valued lower and upper semicontinuity and set-valued lower and upper semicontinuouty. An upper semicontinuous single-valued function is not necessarily upper semicontinuous when considered as a set-valued map. For example, the function f : \mathbb \to \mathbb defined by f(x) = \begin -1 & \mbox x < 0,\\ 1 & \mbox x \geq 0 \end is upper semicontinuous in the single-valued sense but the set-valued map x \mapsto F(x) := \ is not upper semicontinuous in the set-valued sense.


Inner and outer semicontinuity

A set-valued function F: \mathbb^m \rightrightarrows \mathbb^n is called ''inner semicontinuous'' at x if for every y \in F(x) and every convergent sequence (x_i) in \mathbb^m such that x_i \to x, there exists a sequence (y_i) in \mathbb^n such that y_i \to y and y_i \in F\left(x_i\right) for all sufficiently large i \in \mathbb.In particular, there exists i_0 \geq 0 such that y_i \in F(x_i) for every natural number i \geq i_0,. The necessisty of only considering the tail of y_i comes from the fact that for small values of i, the set F(x_i) may be empty. A set-valued function F: \mathbb^m \rightrightarrows \mathbb^n is called ''outer semicontinuous'' at x if for every convergence sequence (x_i) in \mathbb^m such that x_i \to x and every convergent sequence (y_i) in \mathbb^n such that y_i \in F(x_i) for each i\in\mathbb, the sequence (y_i) converges to a point in F(x) (that is, \lim _ y_i \in F(x)).


See also

* * * * *


Notes


References


Bibliography

* * * * * * * * * {{DEFAULTSORT:Semi-Continuity Theory of continuous functions Mathematical analysis Variational analysis