A.3 Delta, Epsilon, & Formal Limit Definition

On the preceding screen we used the Pancake Story to introduce 𝜖 (the Greek letter 'epsilon'), which refers to the 'error,' or tolerance, in the output of a process, and 𝛿 (the lower-case Green letter 'delta'), which refers to the difference in input values. We then began working toward the formal limit definition by referencing these quantities in our working conceptual definition:

The limit of the function 𝑓(𝑥) as 𝑥 approaches 𝑎, written lim𝑥𝑎𝑓(𝑥)=𝐿 is a number 𝐿 (if one exists)
such that 𝑓(𝑥) is as close to____within ±𝜖 of 𝐿 as we want

whenever 𝑥 is sufficiently close to________within ±𝛿 of 𝑎.

On this screen we will extend these ideas to develop the formal definition of the limit.

Note: Many introductory Calculus courses do not discuss epsilon, delta, and the formal definition of the limit. If that's the case for your class, you can skip this screen and simply proceed to the next. Our working conceptual definition of the limit will certainly suffice! But if you'd like to learn the formal definition and see how closely it adheres to our working conceptual definition, along with how we actually prove that a limit exists, please continue on here:

Revisiting lim𝑥2𝑥24𝑥2

Let's use our refined definition of "limit," with 𝜖 and 𝛿 in mind, to revisit the limit as 𝑥 2 of the function we examined at the start of this section, 𝑓(𝑥) =𝑥24𝑥2.

Graph of the function we've used for our limits introduction: f(x) = (x^2 - 4)/(x - 2), which is a line with a hole at the point (2, 4). As we saw when we first examined this function, we can get as close to the output value of 𝑓(𝑥) =4 as we'd like by being sufficiently close to the input value 𝑥 =2, information that we capture with the limit statement lim𝑥2𝑓(𝑥)𝑥24𝑥2=4 We think about this mathematical statement in words as

"We can get as close to 𝑓(𝑥) = 4 as we'd like by being sufficiently close to x = 2."

Using the language and symbols we introduced on the preceding screen, we can say now that for this function,
  • focusing on the output, "as close to" in the phrase "as close to 𝑓(𝑥) =4 as we'd like" refers to the error, or tolerance, which we're denoting by 𝜖, while
  • focusing on the input, "sufficiently close" in the phrase "sufficiently close to x = 2" refers to 𝛿.

That is, if someone says to you,

First, I will give you a value for 𝜖. (Perhaps, for instance, you are told 𝜖 =0.5.)

Then you need to tell me how close (𝛿) your input value needs to be to 𝑥 =2 such that for any input value x

2𝛿<𝑥<2+𝛿

the function's output value 𝑓(𝑥) will be within ±𝜖 of 4:

4𝜖<𝑓(𝑥)<4+𝜖

Notice that the requirement on the last line is an open interval: the function's output must lie in the range (4 𝜖, 4 +𝜖), and the endpoints are not included. We'll discuss why we exclude the endpoints later.

In the following activity, we'll use the same linked-graphs we did in the Pancake Story to investigate this limit, and use that to build the formal definition of the limit.

Activity 1: Delta-Epsilon Graphs for lim𝑥2𝑥24𝑥2

The following linked-graphs illustrate the meaning of epsilon (𝜖) and delta (𝛿), just as we did on the preceding screen for the Pancake Story:

  • The upper graph focuses on the function's output near 𝑥 =2, and shows the maximum and minimum allowable output values of the function, 4 ±𝜖, for a particular value of 𝜖 (initially 𝜖 =1).
  • The lower graph focuses on the proposed input range, as determined by the slider for 𝛿 beneath that graph, so we can easily see which values of 𝛿 meet our criterion and which do not.

PART I (like Day 1 of the Pancake Story): 𝜖 =1

We arbitrarily set 𝛿 =1.8 below to start you off.

You can see below that with this value of 𝛿, some input values in the range 2 𝛿 <𝑥 <2 +𝛿 have output values 𝑓(𝑥) that fall outside the allowable range 4 𝜖 <𝑓(𝑥) <4 +𝜖 for 𝜖 =1.

For instance, let's consider just the single value 𝑥 =0.5, which is certainly within the range 2 1.8 <𝑥 <2 +1.8. The function's corresponding output value 𝑓(0.5) =2.5 is less than the allowable smallest value 4 𝜖 =3. The fact that even just this single value of x in the input-range 2 ±𝛿 for 𝛿 =1.8 does not meet the requirements for 𝜖 =1 leads us to the conclusion that this value of 𝛿 is not acceptable. Of course there are many other values of x in this input range that also do not work, as well as many that do. The point is that all values of x in the entire range must work; otherwise the 𝛿 is unacceptable.

Use the slider to decrease the value of 𝛿 in order to determine which values do satisfy the condition for 𝜖 =1. This process mimics what you did in the Pancake Story, when you found the range of batter you needed to use in order to produce pancakes sized within the permitted tolerance of ±1 inch.

Further instructions will appear below once you have completed this task.

In the preceding Activity you verified (the probably obvious result) that, for each of the given 𝜖 values, you can find at least one value of 𝛿 such that for any input value x that lies in the interval 2𝛿<𝑥<2+𝛿 the function's output value 𝑓(𝑥) will be within ±𝜖 of 4: 4𝜖<𝑓(𝑥)<4+𝜖 That's what we mean when we write lim𝑥2𝑓(𝑥)=4.

You can probably imagine doing similar verifications for other values of 𝜖 we asked you try, for 𝜖 =0.000000000001, or 𝜖 =1021, or any value (greater than zero) of 𝜖 we chose.

When a limit exists

The preceding paragraph illustrates a very math-y statement:

The limit exists if such a 𝛿 exists for any value of 𝜖 >0 that we choose.

That is, whatever arbitrary value of 𝜖 we choose, be it large or small – even smaller than you can conceive – in order for the limit to exist there must be at least a single value of 𝛿 that satisfies the requirement that all output values lie within the range 𝐿 ±𝜖, where L is the limit. Considering our function above, regardless of the value of 𝜖 someone specifies, we can find (or imagine finding, anyway) a value of 𝛿 such that all values of x that lie within the range of ±𝛿 of 𝑥 =2 produce output values that lie within the range of 𝐿 ±𝜖, where 𝐿 =4.

Definition of the Limit

With our understanding of 𝜖 and 𝛿 in place, we can now state the formal definition of limits:
DEFINITION
Limit Definition

Let f be a function defined at each point on an open interval containing a, except possibly at a itself.

Then a number L is the limit of f at a if for every number 𝜖 >0, there is a number 𝛿 >0 such that if𝑎𝛿<𝑥<𝑎+𝛿, then 𝐿𝜖<𝑓(𝑥)<𝐿+𝜖. We write this limit as lim𝑥𝑎𝑓(𝑥)=𝐿.

While the formal definition may look abstract, you can see how it exactly matches our conclusion directly above for why lim𝑥2𝑥24𝑥2=4. We have 𝑎 =2, and the function is not defined for that input value, as allowed by the phrase in the first sentence, "except possibly at a itself." The rest of the definition matches the reasoning you explored in Activity 1 above: for any 𝜖 you're given, you can find an appropriate number 𝛿 that meets the requirement "there is a number 𝛿 >0 such that ...."

Looking at a graph like the one above, it's probably obvious to see (or imagine, at least) that no matter how small we choose to make 𝜖, we can find such a value for 𝛿 to satisfy the requirement that the output values fall within 4 ±𝜖. Proving that this is the case, by contrast, can be a real challenge depending on the particular function. A proof is in the box below. (You don't have to look at the proof in order to continue; we include it for completeness and in case you're interested.)

For now, let's keep our focus on epsilon, delta . . . and on the limit-value L itself. For our function above, it was pretty easy to see that the "height of the hole" in the graph is at y = 4, and so lim𝑥2𝑥24𝑥2=4. On the next screen, we'll examine a function where we can't identify the precise y-value of the hole in the graph as easily as we could here.


The Upshot

  1. Our conceptual definition of a limit is: The limit of the function 𝑓(𝑥) as 𝑥 approaches 𝑎, written lim𝑥𝑎𝑓(𝑥)=𝐿 is a number 𝐿 (if one exists) such that 𝑓(𝑥) is as close to____within ±𝜖 of 𝐿 as we want whenever 𝑥 is sufficiently close to________within ±𝛿 of 𝑎. 
  2. We have formalized this idea into the formal limit definition: Let f be a function defined at each point on an open interval containing a, except possibly at a itself. Then a number L is the limit of f at a if for every number 𝜖 >0, there is a number 𝛿 >0 such that if𝑎𝛿<𝑥<𝑎+𝛿, then 𝐿𝜖<𝑓(𝑥)<𝐿+𝜖. We write this limit as lim𝑥𝑎𝑓(𝑥)=𝐿.

This screen got rather math-y. If there are pieces that aren't clear to you, please ask on the Forum and we'll do our best to clarify — and modify what's above to help future students. 😌

Of course we'll keep exploring these ideas on upcoming screens too, so please don't stop here. Often ideas that are initially quite abstract become familiar through use, and we'll be using these ideas a lot. So let's keep going!