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Proof of The Maximum of Two Upper Semicontinuous Functions

lemmalem:max-semicontinuous-2026a
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Β· 3,909 chars Β· 9 deps Β· depth 7 Reason: First publication of the proof: the maximum takes the lesser of the two moduli and attains one of the two values, and the minimum case follows by negation.

The maximum takes the lesser of the two moduli of upper semicontinuity, and equals one of the two values at every point. The statement for minima of lower semicontinuous functions follows by negation.

Proof

Conventions. Elementary order facts are those of Elementary Order Arithmetic in an Ordered Field, whose claim 1 is the compatibility of the strict order with addition; the non-strict law is an axiom of the ordered field R\mathbb{R}, whose order ≀\le is a total order, so that its reflexivity, antisymmetry, transitivity and totality are axioms of that definition.

Proof of claim 1. Let a,b∈Ra,b\in\mathbb{R}; recall that βˆ’(βˆ’a)=a-(-a)=a by the additive inverse axioms of the ordered field R\mathbb{R}, and that by claim 4 of Elementary Order Arithmetic in an Ordered Field the inequality a≀ba\le b holds if and only if βˆ’bβ‰€βˆ’a-b\le-a.

Suppose first that a≀ba\le b, so that min⁑{a,b}=a\min\{a,b\}=a by the definition of the minimum. If βˆ’aβ‰€βˆ’b-a\le-b, then b≀ab\le a by claim 4, hence a=ba=b by antisymmetry, and max⁑{βˆ’a,βˆ’b}=βˆ’b=βˆ’a\max\{-a,-b\}=-b=-a by the definition of the maximum, so βˆ’max⁑{βˆ’a,βˆ’b}=a-\max\{-a,-b\}=a. If instead βˆ’aβ‰€βˆ’b-a\le-b fails, then max⁑{βˆ’a,βˆ’b}=βˆ’a\max\{-a,-b\}=-a, so again βˆ’max⁑{βˆ’a,βˆ’b}=a-\max\{-a,-b\}=a. In both cases min⁑{a,b}=βˆ’max⁑{βˆ’a,βˆ’b}\min\{a,b\}=-\max\{-a,-b\}.

Suppose now that a≀ba\le b fails, so that min⁑{a,b}=b\min\{a,b\}=b. By totality b≀ab\le a, hence βˆ’aβ‰€βˆ’b-a\le-b by claim 4, so max⁑{βˆ’a,βˆ’b}=βˆ’b\max\{-a,-b\}=-b and βˆ’max⁑{βˆ’a,βˆ’b}=b=min⁑{a,b}-\max\{-a,-b\}=b=\min\{a,b\}. This proves the identity, and applying it at each y∈Ay\in A to the pair u(y),v(y)u(y),v(y) gives u∧v=βˆ’((βˆ’u)∨(βˆ’v))u\wedge v=-\bigl((-u)\vee(-v)\bigr).

Proof of claim 2. Let Ρ∈R\varepsilon\in\mathbb{R} be positive. By upper semicontinuity of uu at xx relative to AA there is a positive Ξ΄u\delta_{u} such that every y∈Ay\in A with d(x,y)<Ξ΄ud(x,y)<\delta_{u} satisfies u(y)<u(x)+Ξ΅u(y)<u(x)+\varepsilon, and likewise a positive Ξ΄v\delta_{v} for vv. By claim 9 of Elementary Order Arithmetic in an Ordered Field there is δ∈R\delta\in\mathbb{R} with δ≀δu\delta\le\delta_{u}, δ≀δv\delta\le\delta_{v} and Ξ΄=Ξ΄u\delta=\delta_{u} or Ξ΄=Ξ΄v\delta=\delta_{v}; in either case Ξ΄\delta is positive.

Let y∈Ay\in A satisfy d(x,y)<Ξ΄d(x,y)<\delta. By the mixed transitivity of claim 2 of Elementary Order Arithmetic in an Ordered Field we get d(x,y)<Ξ΄ud(x,y)<\delta_{u} and d(x,y)<Ξ΄vd(x,y)<\delta_{v}, hence u(y)<u(x)+Ξ΅u(y)<u(x)+\varepsilon and v(y)<v(x)+Ξ΅v(y)<v(x)+\varepsilon. By claim 1 of Elementary Properties of the Maximum of Two Elements we have u(x)≀(u∨v)(x)u(x)\le(u\vee v)(x) and v(x)≀(u∨v)(x)v(x)\le(u\vee v)(x); adding Ξ΅\varepsilon to both sides, which preserves ≀\le by the compatibility axiom of the ordered field R\mathbb{R}, gives

u(x)+Ρ≀(u∨v)(x)+Ξ΅,v(x)+Ρ≀(u∨v)(x)+Ξ΅.u(x)+\varepsilon\le(u\vee v)(x)+\varepsilon,\qquad v(x)+\varepsilon\le(u\vee v)(x)+\varepsilon .

By the mixed transitivity of claim 2 we conclude u(y)<(u∨v)(x)+Ρu(y)<(u\vee v)(x)+\varepsilon and v(y)<(u∨v)(x)+Ρv(y)<(u\vee v)(x)+\varepsilon. By claim 2 of Elementary Properties of the Maximum of Two Elements the value (u∨v)(y)(u\vee v)(y) equals u(y)u(y) or v(y)v(y), so in either case

(u∨v)(y)<(u∨v)(x)+Ρ.(u\vee v)(y)<(u\vee v)(x)+\varepsilon .

As Ρ\varepsilon was an arbitrary positive real, u∨vu\vee v is upper semicontinuous at xx relative to AA. If uu and vv are upper semicontinuous on AA, applying this at every point of AA shows that u∨vu\vee v is upper semicontinuous on AA.

Proof of claim 3. Assume uu and vv are lower semicontinuous at xx relative to AA. By claim 1 of Negation, Restriction, and Separated Differences of Semicontinuous Functions the functions βˆ’u-u and βˆ’v-v are upper semicontinuous at xx relative to AA, so (βˆ’u)∨(βˆ’v)(-u)\vee(-v) is upper semicontinuous at xx relative to AA by claim 2 above, and therefore βˆ’((βˆ’u)∨(βˆ’v))-\bigl((-u)\vee(-v)\bigr) is lower semicontinuous at xx relative to AA, again by claim 1 of Negation, Restriction, and Separated Differences of Semicontinuous Functions. By claim 1 this function is u∧vu\wedge v. The statement on AA follows by applying this at every point of AA. β– \blacksquare

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