If $\lim_{x\to x_0}f(x)=L$
I Informally the idea of limit is that as $x$ approaches $x_0$, the value that $f(x)$ approaches is its limit at $x_0$.
II The $\epsilon$-$\delta$ definition states that- $\forall \epsilon$, $\exists \delta$, such that:
$0<|x-x_0|<\delta\Rightarrow|f(x)-L|<\epsilon$. For any value of $\epsilon$ if I can provide a $\delta$, then $L$ is the limit of $f(x)$ at $x_0$.
In other words for any distance from $L$, that has been provided, I have to find a distance, from $x_0$, such that for all the values of $x$ closer to $x_0$, their respective $f(x)$s are closer to $L$.
In many of the calculus related videos that I watch, the informal definition (The approach definition) is used to prove theorems, and other things. Right now I'm only dealing with single variable calculus, so I can imagine for a 2D graph how values of $f(x)$ can approach $L$, as $x$ approaches $x_0$. But what about in a multi-variable setting.
So how does the $\epsilon$-$\delta$ definition explain the 'approach' idea, and how is the 'approach' idea of limit always true?
I've also read a statement that $\epsilon$-$\delta$ does not actually define the limit, but is instead just a way to prove a limit is true or false?
This is one statement in a proof I saw: If $\lim_{h\to 0} \frac{f(x+h)-f(x)}{h}=f'(x)$, assuming $\frac{f(x+h)-f(x)}{h} = f'(x) + \sigma(h)$, where $\sigma(h)$ is a 'junk term' that approaches $0$ as $h$ approaches $0$. The proof was based on this assumption.
Mathematically when I apply limit on both sides I get $\lim_{h \to 0} \sigma(h)=0$. But I'm still skeptical if this (assuming function equal to limit + 'junk') can be done for any case.
Well, nothing is actually "moving".
But as you take values of $x$es that are "very near" $a$ then resulting values of $f(x)$es will in response be "very near" $L$. And if you restrict or range of $x$es by much narrower and restrict you $x$es to be closer to $a$ that will result in the range of $f(x)$ values to be closer to $L$.
So $\lim_{x\to a} f(x) = L$ means for whatever target range we desire to hone in toward $f(x)\to L$ we'd like... that is to say if we want all of our $f(x)$ outputs to all be within $L' < f(x) < L''$ for values of $L'$ and $L''$ as close to $L$ as we practically like. We can find cooresponding $a', a''$ so that whenever we choose $a' < x < a''$ then the result will be that $f(x)$ will be $L' < f(x) < L''$.
So how do we express that analytically?
Our target is that we want $L', L''$ to arbitrarily as close as a value of $\epsilon$ within $L$. That is for example, if we want $L',L''$ to be within one-hundred billionth of a unit of $L$ that is $\epsilon = $ one-hundredth billion of a unit and our goal is that the $x$ we pick (that will be somewhere near but not equal to $a$) will result in $L - \epsilon = L -\frac 1{100000000000} < f(x) < L + \frac 1{100000000000} = L + \epsilon$.
Or in other word $|f(x) - L| < \epsilon$.
That's our target goal. And we want to achieve that be picking $x$ close to $a$.
That is to say.... If $\lim_{x\to a} f(x) = L$ that says we can, by restricting our choices of $x$ to be very very very close to $a$ have the result that $|f(x)-L| < \epsilon$ and no matter how small we choose $\epsilon$ we can always reach this goal be pick $x$ closer and closer to $a$.
How close?
Well for every target distance of $\epsilon$ that we want $f(x)$ to be within $L$. there is $\delta$ that will be a sufficient requirement so that if $a' = a-\delta$ and $a'' = a+ \delta$ where $\delta$ that by choosing $x$ so that $a' = a-\delta < x <a+\delta < a''$ that guarantees that $L-\epsilon < f(x) < L + \epsilon$.
Now what if we can't guarantee that result? Well... then we failed in our attempt of assuring we can hone in on $f(x)\to L$ by choosing $x\to a$. If we fail we fail and we can't do it. But to say that can force $f(x)$ to be close to $L$ by forcing $x$ to be close to $a$ means precisely:
That is what a $\delta$-$\epsilon$ construction means.
......
Maybe a practical example:
Suppose want to show that $\lim_{x\to 2} x^2 = 4$.
So we want to show we can get $x^2$ close to $4$ but picking $x$ close to $2$.
How close?
Well we can get $x^2$ within $5$ units of $4$, That is $-1=4-5 < x^2 < 4+5 = 9$ by choosing $x$ within $1$ unit of $2$. That is if $1=2-1 < x < 2+1 = 3$ then $1^2 < x^2 < 9$ and we are within the target range.
Well, that's not very close. Let's try to get closer. Let try to get $x^2$ withing $1$ unit. That is we want $3= 4- 1 < x^2 < 4+ 1$. And we can do that be taking $x$ closer to $2$.
How close? Well if $x$ is within $\frac 14$ unit of $2$ then $1\frac 45 < x < 2\frac 15$ and $3 < 3.24=(1\frac 45)^2 < x^2 <(2\frac 15)^2 = 4.84 < 5$ and we are within range.
Still can we get closer?
Let's see if we can get $x^2$ within an $\epsilon = \frac 1{100,000,000,000}$ of $4$ That is can we get $3.99999999999 < x^2 < 4.000000000001$? by get $x$ close to $2$?
How close.
Well, if we choose $\delta = \frac 2{1,000,000,000,000}$ then $2- \delta = 1.999999999998 < x < 2.000000000002=2+\delta$ will result in $3.999999999992000000000004 < x^2 < 4.000000000008000000000004$ and that is within our desired range.
So, so far, for every target goal of getting $x^2$ within some small $\epsilon$ of $4$ we've succeeding but taking $x$ within some some $\delta$ of $2$.
Can we do that for any $\epsilon$?
For any $\epsilon$ will we always be able to find a $\delta$ so that taking $x$ within $\delta$ of $2$ will guarantee that $x^2$ will be within $\epsilon$ of $4$?
Well.... gosh.... I sure hope so...... I mean.... I'm putting my reputation out there by claiming as $x\to 2$ we have $x^2 \to 4$. I'd better be able to back that up.... so.... gosh, I'd better be able to claim that.... (guess I'm not going to sleep very well tonight if I can't....)