I have read a simple article about open sets and compactness: https://www.math3ma.com/blog/open-sets-are-everything
Basically, it says that when we change the way we define open sets on a space, we can also influence its compactness this way. E.g. $\mathbb{R}$ with open sets defined the usual way is noncompact. But when open sets are defined as complements of finite sets, $\mathbb{R}$ becomes compact with this topology.
I still cannot grasp this idea. Since compactness and openness of sets are needed for some mathematical concepts, how can we simply decide that "open set" is something different? Do we always arbitrary expect the open sets to be defined the obvious way, if not stating otherwise? And are there even any restriction on how we CAN define the open sets to make it okay for performing calculus on the space etc?
There's a misunderstanding: neither compactness nor openness is a property of a set. In fact given a set $X$ we define what subsets are open (they have to obey topology axioms) on that set. If you see someone stating that, say "$(0,1)$ is open in $\mathbb{R}$" then he is implicitly assuming the Euclidean topology on $\mathbb{R}$. You always start with topology (meaning the collection of all open subsets on a given set).
Now compactness is a property of a particular topology. So you first start with open sets and then you can conclude whether the space is compact or not. If we change open subset then other properties (compactness, connectedness, etc.) may change as well.
Also we can do whatever we want in maths. We defined what "open sets", or more precisely "topology", means. And then given a set $X$ we can consider different topologies on that set. We can create them however we want, there's nothing that can stop us. And then we can analyze properties of such spaces like compactness.
For example $\mathbb{R}$ can be given multiple different topologies:
and so on, and so on, in fact infinitely many. We then ask what properties each of these spaces has? Is it compact? Connected? Etc. For example 1. is connected but not compact, 2. is neither compact not connected, 3. is compact and connected, and so is 4.
For a given (logically valid) combination of topological properties, you will probably find a topology on $\mathbb{R}$ which satisfies them.
In some cases yes. For example consider the set of all real numbers $\mathbb{R}$. Typically when topology is not explicitly defined then the Euclidean topology is assumed.
Analogously $\mathbb{R}^n$ (and its subsets), is typically considered with the product topology (respectively subspace topology) based on the Euclidean $\mathbb{R}$. Unless explicitly stated otherwise.
But when dealing with non standard sets, some general $X$, then it is expected from the author to clearly state what topology he is considering. Otherwise it may lead to confusion.
That's the other way around. We don't start with calculus and then define open subsets. We start with open subsets and slowly build entire calculus machinery. For example convergence is meaningless without open subsets (I mean it can be defined via metric/norm but these are equivalent). And convergence is necessary for derivative definition. Not only that, but we also need subtraction and division, and it would be good if those were to behave nicely (i.e. continuous). Other properties of the Euclidean $\mathbb{R}$ are also of great importance for the calculus, e.g. local compactness, completeness of the Euclidean metric, path connectedness, etc.
On the other hand general topology is not enough to perform differential calculus. Differential calculus is based on $\mathbb{R}$ with the standard Euclidean topology. It can be performed on other spaces ($\mathbb{R}^n$, manifolds, Banach spaces, etc.) but all of those are heavily related to the standard $\mathbb{R}$. There's simply something very special about $\mathbb{R}$ (with the Euclidean topology) making it a very rich and useful structure.
Of course this is not 100% accurate. Some abstract forms of calculus (e.g. derivations) can be done without $\mathbb{R}$ and on other nontopological (e.g. purely algebraic) structures, but lets just assume that these are not mainstream maths. There are also other approaches, e.g. p-adic analysis, see this post: Can we define a derivative on the $p$-adic numbers?
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