Denote by $\Sigma$ the collection of all $(S, \succeq)$ wher $S \subset \mathbb{R}$ is compact and $\succeq$ is an arbitrary total order on $S$.
Does there exist a function $f: \mathbb{R} \to \mathbb{R}$ such that for all $(S, \succeq) \in \Sigma$ there exists a compact interval $I$ with the properties that
- $f(I) = S$
- $x \geq y$ implies $f(x) \succeq f(y)$ for all $x,y \in I$?
If so, how regular can we take $f$ to be? The motivation is that basically, I am trying to construct the analogue of a normal sequence but on $\mathbb{R}$ instead of $\mathbb{N}$.
EDIT: As Brian M. Scott points out, this is not possible if the orderings have no greatest and least elements. However, since adding this assumption doesn't go against the intuition of generalizing normal sequences, I am still interested in the answer if we restrict the various total orders to have minimal and maximal elements.
Thanks in advance.
If I understand correctly what you’re asking, the answer is no. Let $\preceq$ be a linear order on $[0,1]$ having no last element; no compact subset of $\Bbb R$ can be mapped onto $[0,1]$ in such a way that $f(x)\preceq f(y)$ whenever $x\le y$, because every compact subset of $\Bbb R$ has a last element with respect to the usual order. That is, if $I$ is a compact subset of $\Bbb R$, let $u=\max I$, and let $x\in[0,1]$ be such that $f(u)\prec x$; then $x\notin\operatorname{ran}f$, so $f[I]\ne[0,1]$.
Added: Restricting the linear orders to those with first and last elements doesn’t help. Well-order $[0,1]=\{y_\xi:\xi<2^\omega+1\}$. Now let $I$ be any compact interval, say $[a,b]$, and let $f:I\to[0,1]$ be an order-preserving surjection. Clearly $f(b)=y_{2^\omega}$ is the last element of in the well-ordering of $[0,1]$. Let $\langle x_n:n\in\omega\rangle$ be a strictly increasing sequence in $[a,b]$ converging to $b$. Then $\langle f(x_n):n\in\omega\rangle$ is an increasing sequence in the well-ordering of $[0,1]$, and it has a supremum, say $y_\alpha$. Then $y_\alpha<2^\omega$, since $\operatorname{cf}2^\omega>\omega$, and no $y_\beta$ such that $\alpha<\beta<2^\omega$ is in the range of $f$.
Actually, this requires a bit of modification if $f$ is not required to be strictly order-preserving (i.e., a bijection). In that case let $B=f^{-1}[\{y_{2^\omega}\}]$; $B$ must be of the form $(c,b]$ or $[c,b]$ for some $c\in I$. If $B=[c,b]$, replace $b$ by $c$ in the previous paragraph. If $B=(c,b]$, note that nothing between $f(c)$ and $f(b)$ is in the range of $f$.