Considering the following definition of continuity (there is nothing unusual yet here):
$$\forall \varepsilon > 0\ \exists \delta > 0\ \text{s.t. } 0 < |x - x_0| < \delta \implies |f(x) - f(x_0)| < \varepsilon $$
I always thought $\delta$, $\epsilon$ $\rightarrow$ 0.
However I was told today (and my assignment wash downgraded accordingly) that $\delta$ and $\epsilon$ are not necessary infinitesimally small numbers.
Can someone please share an insight into this idea and provide a detailed explanation on how I can show that a piece wise continuous function contains discontinuities without resorting to infinitesimally small $\delta$ and $\epsilon$ in the above continuity definition.
I am really struggling with this new removal of restriction on $\delta$ and $\epsilon$, so a really detailed explanation would be much appreciated.
The point is that $\epsilon$ can be made arbitrarily small and this definition encapsulates that. But it still has to be a number.
So if a function is discontinuous at a point $x$, then you can find an $\epsilon>0$ for which there is no $\delta>0$ that makes $|f(x)-f(x_0)|<\epsilon$ for all $|x-x_0|<\delta$. Consider for example the piecewise function $f(x)=0$ for $x\leq 0$ and $f(x)=1$ for $x>0$. There's clearly a discontinuity at 0 and it can be captured as follows: $f(0)=0$, and $|f(x)-f(0)|=|f(x)-0|$. For any $\delta>0$, the inequality $|x-0|<\delta$ is satisfied by $x=\delta/2$ (say), and $|f(\delta/2)-f(0)|=|1-0|=1$. So if you pick $\epsilon=1/2$, you will never find a $\delta>0$ such that $|f(x)-f(0)|<\epsilon$ whenever $|x-x_0|<\delta$. On the other hand, notice that $x=-\delta/2$ gives $|f(-\delta/2)-f(0)|=0$. So think of continuity as the ability to probe how much the function changes in very small neighborhoods around the point you are interested in. Continuity is scale invariant: no matter how much you zoom into the point that your function is continuous at, it will still look continuous. This is the "arbitrarily small" idea at work.