I want to know if the following statements can be proven/disproven.
$1.$If $A,B \subset \mathbb{R}^n$ are connected, then $A \cap B$ are connected.
True. There are two possibilities:
- $A\cap B=\emptyset$: then $A\cap B$ is connected.
- $A\cap B\neq\emptyset$: then $A\cup B$ is connected, because if $f\colon A\cup B\longrightarrow\{0,1\}$ (with $\{0,1\}$ endowed with the discrete topology) is continuous then, if $p\in A\cap B$, $f(A)=\bigl\{f(p)\bigr\}=f(B)$, and therefore $f$ is constant.
$2.$ If $A,B \subset \mathbb{R}^n$ are convex, then $A \cap B$ is convex too.
True. Let $X\in A\cap B$ and $Y\in A\cap B$ which implies that $X\in A$ and $Y\in A$. Since $A$ is convex, line $XY$ lies within $A$. By similar argument line $AB$ lies within $X$. Hence line $XY$ lies within $A\cap B$.
$3.$ If $A,B \subset \mathbb{R}^n$ is connected and $A \cap B \neq \emptyset$, then $A \cup B$ is connected too.
True. Let $A = [0,1]$ and $B = (1,2)$. Then $A \cap \overline{B} = \{1\} \neq \emptyset$. However, $A \cap B = \emptyset$. So, $A \cap \overline{B} \neq \emptyset$ does not imply $A \cap B \neq \emptyset$.
$4.$ If $A,B \subset \mathbb{R}^n$ is convex and $A \cap B \neq \emptyset$, then $A \cup B$ is convex.
I think this is false. I thought of $A = \{\mathbb{R^n}, \emptyset \}$ and $B = \{\mathbb{R^n}\}$, but I don't think that's a counterexample.
$1$ is false. You have shown that if $A \cap B \neq \emptyset$ and $A$ and $B$ are connected, then $A \cup B$ is connected: this does not mean that $A \cap B$ is connected at all. Indeed, there are a great many counterexamples, and not even pathological ones: sticking to $\mathbb{R}^2$, take $A$ to be the unit circle minus $(0,1)$ and take $B$ to be the unit circle minus $(1,0)$. Both are clearly connected, but $A \cap B$ is the unit circle minus 2 points, which is disconnected.
$2$ is true.
$3$ is true by the proof you gave in $1$. What you've given here doesn't work, and I'm not really sure what you were trying to do with it.
$4$ is false, but I have no idea what your countexample is even supposed to mean: neither of those is a subset of $\mathbb{R}^n$. For a counterexample (again sticking with $n = 2$), consider the closed unit disks centred on $(0,0)$ and $(1,0)$: both are clearly convex, and the intersection contains $\left(\frac{1}{2},0\right)$, but the union contains both $(0,1)$ and $(1,1)$, but not $\left(\frac{1}{2},1\right)$, which lies on the line between them.