Relations With The Extension Problem
Let X be a metric space, S a subset of X, and a continuous function. When can f be extended to a continuous function on all of X?
If S is closed in X, the answer is given by the Tietze extension theorem: always. So it is necessary and sufficient to extend f to the closure of S in X: that is, we may assume without loss of generality that S is dense in X, and this has the further pleasant consequence that if the extension exists, it is unique.
Let us suppose moreover that X is complete, so that X is the completion of S. Then a continuous function extends to all of X if and only if f is Cauchy-continuous, i. e., the image under f of a Cauchy sequence remains Cauchy. (In general, Cauchy continuity is necessary and sufficient for extension of f to the completion of X, so is a priori stronger than extendability to X.)
It is easy to see that every uniformly continuous function is Cauchy-continuous and thus extends to X. The converse does not hold, since the function is, as seen above, not uniformly continuous, but it is continuous and thus -- since R is complete -- Cauchy continuous. In general, for functions defined on unbounded spaces like R, uniform continuity is a rather strong condition. It is desirable to have a weaker condition from which to deduce extendability.
For example, suppose a > 1 is a real number. At the precalculus level, the function can be given a precise definition only for rational values of x (assuming the existence of qth roots of positive real numbers, an application of the Intermediate Value Theorem). One would like to extend f to a function defined on all of R. The identity
shows that f is not uniformly continuous on all of Q; however for any bounded interval I the restriction of f to is uniformly continuous, hence Cauchy-continuous, hence f extends to a continuous function on I. But since this holds for every I, there is then a unique extension of f to a continuous function on all of R.
More generally, a continuous function whose restriction to every bounded subset of S is uniformly continuous is extendable to X, and the converse holds if X is locally compact.
A typical application of the extendability of a uniform continuous function is the proof of the inverse Fourier transformation formula. We first prove that the formula is true for test functions, there are densely many of them. We then extend the inverse map to the whole space using the fact that linear map is continuous; thus, uniformly continuous.
Read more about this topic: Uniform Continuity
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