Semi-continuity

Suppose ${\displaystyle X}$ is a topological space, ${\displaystyle x_{0}}$ is a point in ${\displaystyle X}$ and ${\displaystyle f:X\to \mathbb {R} \cup \{-\infty ,\infty \}}$ is an extended real-valued function.

The function ${\displaystyle f}$ is said to be upper semi-continuous at ${\displaystyle x_{0}}$ if for every ${\displaystyle \epsilon >0}$ there exists a neighborhood ${\displaystyle U}$ of ${\displaystyle x_{0}}$ such that ${\displaystyle f(x)\leq f\left(x_{0}\right)+\epsilon }$ for all ${\displaystyle x\in U}$ when ${\displaystyle f\left(x_{0}\right)>-\infty ,}$ and ${\displaystyle f(x)}$ tends to ${\displaystyle -\infty }$ as ${\displaystyle x}$ tends towards ${\displaystyle x_{0}}$ when ${\displaystyle f\left(x_{0}\right)=-\infty .}$

For the particular case of a metric space, this can be expressed as

${\displaystyle \limsup _{x\to x_{0}}f(x)\leq f\left(x_{0}\right)}$

where lim sup is the limit superior (of the function ${\displaystyle f}$ at point ${\displaystyle x_{0}}$). (For non-metric spaces, an equivalent definition using nets may be stated.)

The function ${\displaystyle f}$ is called upper semi-continuous if it is upper semi-continuous at every point of its domain.

The function ${\displaystyle f:X\to \mathbb {R} \cup \{-\infty ,\infty \}}$ is said to be lower semi-continuous at ${\displaystyle x_{0}}$ if for every ${\displaystyle \epsilon >0}$ there exists a neighborhood ${\displaystyle U}$ of ${\displaystyle x_{0}}$ such that ${\displaystyle f(x)\geq f\left(x_{0}\right)-\epsilon }$ for all ${\displaystyle x}$ in ${\displaystyle U}$ when ${\displaystyle f\left(x_{0}\right)<+\infty }$, and ${\displaystyle f(x)}$ tends to ${\displaystyle +\infty }$ as ${\displaystyle x}$ tends towards ${\displaystyle x_{0}}$ when ${\displaystyle f\left(x_{0}\right)=+\infty }$.

Equivalently, in the case of a metric space, this can be expressed as

${\displaystyle \liminf _{x\to x_{0}}f(x)\geq f\left(x_{0}\right)}$

where ${\displaystyle \liminf }$ is the limit inferior of the function ${\displaystyle f}$ at point ${\displaystyle x_{0}.}$

The function ${\displaystyle f}$ is called lower semi-continuous if it is lower semi-continuous at every point of its domain.

Lower level sets are also called sublevel sets or trenches.[1]

An upper semi-continuous function. The solid blue dot indicates ${\displaystyle f\left(x_{0}\right).}$

Consider the function ${\displaystyle f,}$ piecewise defined by:

${\displaystyle f(x)={\begin{cases}-1&{\mbox{if }}x<0,\\1&{\mbox{if }}x\geq 0\end{cases}}}$

This function is upper semi-continuous at ${\displaystyle x_{0}=0,}$ but not lower semi-continuous.

A lower semi-continuous function. The solid blue dot indicates ${\displaystyle f\left(x_{0}\right).}$

The indicator function of a closed set is upper semi-continuous, whereas the indicator function of an open set is lower semi-continuous. The floor function ${\displaystyle f(x)=\lfloor x\rfloor }$, which returns the greatest integer less than or equal to a given real number ${\displaystyle x,}$ is everywhere upper semi-continuous. Similarly, the ceiling function ${\displaystyle f(x)=\lceil x\rceil }$ is lower semi-continuous.

A function may be upper or lower semi-continuous without being either left or right continuous. For example, the function

${\displaystyle f(x)={\begin{cases}1&{\mbox{if }}x<1,\\2&{\mbox{if }}x=1,\\1/2&{\mbox{if }}x>1,\end{cases}}}$

is upper semi-continuous at ${\displaystyle x=1,}$, since its value there is higher than its value in its neighborhood. However, it is neither left nor right continuous: The limit from the left is equal to 1 and the limit from the right is equal to 1/2, both of which are different from the function value of 2. If ${\displaystyle f}$ is modified e.g. by setting ${\displaystyle f(1)=0}$ then it is lower semi-continuous

Similarly the function

${\displaystyle f(x)={\begin{cases}\sin(1/x)&{\mbox{if }}x\neq 0,\\1&{\mbox{if }}x=0,\end{cases}}}$

is upper semi-continuous at ${\displaystyle x=0}$ while the function limits from the left or right at zero do not even exist.

If ${\displaystyle X=\mathbb {R} ^{n}}$ is a Euclidean space (or more generally, a metric space) and ${\displaystyle \Gamma =C([0,1],X)}$ is the space of curves in ${\displaystyle X}$ (with the supremum distance ${\displaystyle d_{\Gamma }(\alpha ,\beta )=\sup _{t}\ d_{X}(\alpha (t),\beta (t)),}$ then the length functional ${\displaystyle L:\Gamma \to [0,+\infty ],}$ which assigns to each curve ${\displaystyle \alpha }$ its length ${\displaystyle L(\alpha ),}$ is lower semicontinuous.

The indicator function of any open set is lower semicontinuous. The indicator function of a closed set is upper semicontinuous. However, in convex analysis, the term "indicator function" often refers to the characteristic function, and the characteristic function of any closed set is lower semicontinuous, and the characteristic function of any open set is upper semicontinuous.

Let ${\displaystyle (X,\mu )}$ be a measure space and let ${\displaystyle L^{+}(X,\mu )}$ denote the set of positive measurable functions endowed with the topology of convergence in measure with respect to ${\displaystyle \mu }$. Then by Fatou's lemma the integral, seen as an operator from ${\displaystyle L^{+}(X,\mu )}$ to ${\displaystyle [-\infty ,+\infty ]}$ is lower semi-continuous.

If ${\displaystyle f}$ and ${\displaystyle g}$ are two real-valued functions which are both upper semi-continuous at ${\displaystyle x_{0},}$ then so is ${\displaystyle f+g.}$ If both functions are non-negative, then the product function ${\displaystyle fg}$ will also be upper semi-continuous at ${\displaystyle x_{0}.}$ The same holds for functions lower semi-continuous at ${\displaystyle x_{0}.}$[3]

The composition ${\displaystyle f\circ g}$ of upper semi-continuous functions ${\displaystyle f}$ and ${\displaystyle g}$ is not necessarily upper semi-continuous, but if ${\displaystyle f}$ is also non-decreasing, then ${\displaystyle f\circ g}$ is upper semi-continuous.[4]

Multiplying a positive upper semi-continuous function with a negative number turns it into a lower semi-continuous function.

Suppose ${\displaystyle f_{i}:X\to [-\infty ,\infty ]}$ is a lower semi-continuous function for every index ${\displaystyle i}$ in a nonempty set ${\displaystyle I,}$ and define ${\displaystyle f}$ as pointwise supremum; that is,

${\displaystyle f(x)=\sup _{i\in I}f_{i}(x)}$ for every ${\displaystyle x\in X.}$

Then ${\displaystyle f}$ is lower semi-continuous.[5][2] Even if all the ${\displaystyle f_{i}}$ are continuous, ${\displaystyle f}$ need not be continuous; indeed, every lower semi-continuous function on a uniform space (e.g. a metric space) arises as the supremum of a sequence of continuous functions. Likewise, the pointwise infimum of an arbitrary collection of upper semicontinuous functions is upper semicontinuous.

Suppose ${\displaystyle f_{i}:X\to \mathbb {R} }$ are non-negative lower semi-continuous functions indexed by ${\displaystyle i\in I\neq \varnothing }$ such that ${\displaystyle g(x):=\sum _{i\in I}f_{i}(x):=\sup \left\{\sum _{i\in F}f_{i}(x)~:~F\subseteq I{\text{ is finite }}\right\}<\infty }$ for every ${\displaystyle x\in X.}$ Then ${\displaystyle g:X\to \mathbb {R} }$ is lower semicontinuous.[2] If in addition every ${\displaystyle f_{i}}$ is continuous, then ${\displaystyle g}$ is necessarily continuous.[2]

The maximum and minimum of finitely many upper semicontinuous functions is upper semicontinuous, and the same holds true of lower semicontinuous functions.

If ${\displaystyle C}$ is a compact space (for instance a closed, bounded interval ${\displaystyle [a,b]}$) and ${\displaystyle f:C\to [-\infty ,\infty )}$ is upper semi-continuous, then ${\displaystyle f}$ has a maximum on ${\displaystyle C.}$ The analogous statement for (–∞,∞]-valued lower semi-continuous functions and minima is also true. (See the article on the extreme value theorem for a proof.)

Any upper semicontinuous function ${\displaystyle f:X\to \mathbb {N} }$ on an arbitrary topological space ${\displaystyle X}$ is locally constant on some dense open subset of ${\displaystyle X.}$

• Continuous function – Mathematical function with no sudden changes in value
• Directional continuity
• Semicontinuous multivalued function

• Benesova, B.; Kruzik, M. (2017). "Weak Lower Semicontinuity of Integral Functionals and Applications". SIAM Review. 59 (4): 703–766. arXiv:1601.00390. doi:10.1137/16M1060947.
• Bourbaki, Nicolas (1998). Elements of Mathematics: General Topology, 1–4. Springer. ISBN 0-201-00636-7.
• Bourbaki, Nicolas (1998). Elements of Mathematics: General Topology, 5–10. Springer. ISBN 3-540-64563-2.
• Gelbaum, Bernard R.; Olmsted, John M.H. (2003). Counterexamples in analysis. Dover Publications. ISBN 0-486-42875-3.
• Hyers, Donald H.; Isac, George; Rassias, Themistocles M. (1997). Topics in nonlinear analysis & applications. World Scientific. ISBN 981-02-2534-2.