Let $B=\{x\in\mathbb{R}^n|\Vert x\Vert_2<1\}$. How can I show rigorously the boundary of it is $S=\partial B=\{x\in\mathbb{R}^n|\Vert x\Vert_2=1\}$ and the closure is $D=\text{cl} (B)=\{x\in\mathbb{R}^n|\Vert x\Vert_2\leqslant1\}$?
My idea is to consider the norm function $h:\mathbb{R}^n\to\mathbb{R}$ which is continuous: $\text{cl}(h^{-1}[(-\infty,1)])\subseteq h^{-1}[\text{cl}((-\infty,1))]=h^{-1}[(-\infty,1]]$. But the other direction is not true in general. So how can we show it?
Suppose that $\|z\|\leqslant1$ (since there's only one norm here, I will use $\|\cdot\|$ instead of $\|\cdot\|_2$). Given $\varepsilon>0$, let $y=\left(1-\frac\varepsilon2\right)z$. Then $\|y\|=1-\frac\varepsilon2<1$ and $\|z-y\|=\frac\varepsilon2<\varepsilon$. This proves that$$z\in\overline{\{x\in\mathbb{R}^n\,|\,\|x\|<1\}}.$$
On the other hand, if $\|z\|>1$, then it follows from the triangle inequality that$$\{y\in\mathbb{R}^n\,|\,\|y-z\|<\|z\|-1\}\cap\{x\in\mathbb{R}^n\,|\,\|x\|<1\}=\emptyset.$$Therefore, $z\notin\overline{\{x\in\mathbb{R}^n\,|\,\|x\|<1\}}$. So, I've proved that$$\overline{\{x\in\mathbb{R}^n\,|\,\|x\|<1\}}=\{x\in\mathbb{R}^n\,|\,\|x\|\leqslant1\}.$$
Since $\{x\in\mathbb{R}^n\,|\,\|x\|<1\}$ is an open set, it is equal to its interior. And since the boundary of $\{x\in\mathbb{R}^n\,|\,\|x\|<1\}$ is its closure minus its interior, the boundary is equal to $\{x\in\mathbb{R}^n\,|\,\|x\|=1\}$.