Let $F$ be a bounded subset of $\mathbb{R}^2$. Impose a $\delta-grid$ on $F$. (Squares of length and height $\delta$). Prove that any subset $U$ of diameter at most $\delta$ is contained in $3^2$ cubes.
How do I prove this? I drew a picture. I note that each cube has diameter at most $\delta\sqrt(2)$. So a set of diameter $\leq \delta$. How do I formally prove this?
General observations: (1) A circle of diameter $\leq \delta$ can be placed within exactly 1 $\delta-$ cube.
(2) When I draw intervals in $\mathbb{R}^1$, it seems reasonably clear that the worst case scenario is that the set is in 3 intervals. However I am not sure how to prove it. It seems to me that it should it be at most $2^n$ (which is still fine).
(3) If I take each cube that contains the set of diameter less than or equal to $\delta$, then geometrically, it is clear that it can be in at most $3^n$ cubes.
My proof sketch consists of breaking it into cases, if the set is already in a cube then we are done. If the set is contained more than $3^n$ cubes then since each cube has diameter $\sqrt{n}\delta$, then the diameter of the set would would be greater than or equal to $\sqrt{n}\delta3^n$, a contradiction.
You may assume $\delta=1$. Let $U\subset{\mathbb R}^2$ have diameter $\leq1$. Define $$a:=\inf_{(x,y)\in U}x,\qquad b:=\sup_{(x,y)\in U}x,\qquad c:=\inf_{(x,y)\in U}y,\qquad d:=\sup_{(x,y)\in U}y\ .$$ Then $U\subset[a,b]\times[c,d]$. Now $$0\leq b-a\leq1,\qquad 0\leq d-c\leq1\ .$$ Under these circumstances it is clear that $[a,b]\times[c,d]$ can hit at most $3\cdot3$ unit squares.
I think that the claimed inequality can be improved from $3^2=9$ to a smaller number of grid squares.