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I have been pondering the question of whether the formal definition of limit captures well our intuitive notion of it now for the past few days, with no headway at all. Perhaps I could find some resolutions here.

It is well known that if for every $\epsilon>0$ there is some $\delta>0$ such that whenever $|x-x_0|<\delta$ then $|f(x)-L|<\epsilon$ then we say that $\lim_{x\to x_0}f(x)=L.$

My question concerns whether this definition captures the intuitive idea of $f(x)$ approaching $L$ as $x$ approaches $x_0.$ Precisely,

(i) Although it is not explicit in the formal definition that $\delta$ is arbitrary, but can it be shown that whenever $\delta$ exists according to the definition then it is arbitrary? In particular can it be shown that there is no lower (positive) bound on $\delta$ for every $\epsilon>0$?

(ii) Apart from this, can it be shown that $\epsilon$ becomes arbitrarily small as $\delta$ becomes arbitrarily small (obviously, this depends upon the truth of the claim in (i) above)? That is, is the dependence of $\delta$ on $\epsilon$ (or vice versa) such that $\epsilon\to 0$ as $\delta\to 0,$ for want of a better way of stating this? In fact, this would seem to be the original problem the former definition was designed to rectify, namely to make these intuitions of "arbitrarily getting near to" precise. In that case, has this been accomplished if it is not explicit from the definition that it accurately captures the intuition? Or, despite being able to frame the question otherwise, can it indeed be shown that the tendency of $\delta$ to $0$ forces $\epsilon$ to $0$? Otherwise what shall we say?

Many thanks.

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  • $\begingroup$ May I suggest the wonderful series of video by 3blue1brown on Essence of calculus? The 7-th one is about limits, but I recommend the whole series from its beginning. $\endgroup$ Commented Dec 28, 2020 at 17:42

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The answer to your question is that Yes, it captures the intuitive understanding of $f(x)\to L$ if $x\to x_0$ (except that technically one requires $0<|x-x_0|<\delta$ rather than $|x-x_0|<\delta$ unless you’re expecting $f$ to be possibly continuous at $x_0$); however, for the enumerated questions (which probably you seek answers to better understand your main question),

(i) No, $\delta$ is not arbitrary but the supremum of all possible values of $\delta$ is dependent on $\epsilon$; the statement “such that whenever $0<|x-x_0|<\delta$” simply means that $|x-x_0|$ can be arbitrarily smaller than $\delta$——and I suppose this is what you mean when you ask “... $\delta$ is arbitrary?” The very construct of the definition does not demand any lower positive bound on $\delta$——in fact, the infimum or all possible values of $\delta$ is $0$ itself.

(ii) No, one does not need to show that $\epsilon$ becomes arbitrarily small as $\delta$ becomes arbitrarily small, and it can be to the contrary even in some case. To better see this, take the function $$f(x)= \left\lbrace \begin{array}{ll} 0&\mbox{if $x\ne 0$}\\ 1&\mbox{if $x=0$} \end{array} \right. $$ It is immediately clear that “for every $\epsilon>0$ and any $\delta>0$, we have that $|f(x)-0|<\epsilon$ whenever $0<|x-0|<\delta$”; thus, by the definition, we have that $\lim_{x\to 0}f(x)=0$. Clearly, in this particular case, any positively-valued $\delta$ (as a function of $\epsilon$) works——that is, for each $\epsilon$, the supremum of all ‘satisfiable’ values of $\delta$ is $\infty$; thus, if you take $\delta:=2^{-\epsilon}$ say, then obviously $\epsilon\to\infty$ as $\delta\to 0$.

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  • $\begingroup$ I think my main question is the one labelled (i). Thanks for your response, but I might not have phrased the question well. The force of the definition is that for any $\epsilon>0$ no matter how small we can find some $\delta=\delta(\epsilon)$ so that the inequality in $\epsilon$ is satisfied whenever the one in $\delta$ is. Now my question is, clearly, $\epsilon$ is assumed to be approaching $0$ here. But $\delta$ is not, as our intuition suggests it to be since we want to capture the idea that $x\to x_0.$ Can this in fact be shown from the definition itself? $\endgroup$
    – Allawonder
    Commented Dec 28, 2020 at 22:37
  • $\begingroup$ Our intuition is not to suggest that $\delta\to 0$; rather, our intuition is that $x\to x_0$, which is captured by the expression $0<|x-x_0|<\delta$——to wit, $|x-x_0|$ can be arbitrarily small as we please as long as the “arbitrariness” is no more than $\delta$. $\endgroup$
    – Jack L.
    Commented Dec 28, 2020 at 22:51
  • $\begingroup$ OK. Then in that way of thinking of it I suppose my question is: Can we show that $|x-x_0|$ is in fact arbitrarily small as $\epsilon$ becomes arbitrarily small? This possibility is only left open by the formal definition, but yet our intuition requires it always. Can it be shown to always be true? $\endgroup$
    – Allawonder
    Commented Dec 30, 2020 at 2:55
  • $\begingroup$ As long as $\delta$ exists, then $|x-x_0|$ can be arbitrarily small; it is for that reason that the language of the definition says that there exists $\delta>0$ .... You can think of it as saying $|x-x_0|$ takes arbitrarily any value between $0$ and $\delta$, hence it can take any value arbitrarily close to $0$. If no such $\delta$ existed for some $\epsilon$, that would be equivalent to saying that $|x-x_0|$ does not exist too. $$ \,.$$ Finally, as I explained with my example in the answer above, we don’t need to show that $|x-x_0|\to 0 $ is arbitrarily as $\epsilon\to 0$. $\endgroup$
    – Jack L.
    Commented Dec 30, 2020 at 6:57
  • $\begingroup$ Perhaps let's forget about $\epsilon$'s and $\delta$'s and whatnots for now. Suppose we have successfully bounded a quantity $Q$ such that $$0<Q<M,$$ are you saying that we can guarantee that $Q\to 0$ even if we do not force $M$ to be arbitrarily small? $\endgroup$
    – Allawonder
    Commented Dec 31, 2020 at 9:55

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