Prove that $$S=\{(x_1,x_2,...,x_{n+1})\in \mathbb{R}^{n+1}:x_1^{2}+x_2^{2}+...+x_{n+1}^2=1\}$$ is connected in $\mathbb{R}^{n+1}$
Definition:- Let $U \subset \mathbb{R}^{n+1}$. If for every pair of points $p$ & $q$ on $U$ , there is continuous function $\alpha:[a,b] \to U$ such that $\alpha (a)=p$ and $\alpha (b)=q$ then $U$ is called connected set in $\mathbb{R}^{n+1}$.
Please help me to prove this.
Let $p$ and $q$ be arbitrary points on $S$. Write $p=(p_1,p_2,\ldots, p_n)$ and $q=(q_1,q_2,\ldots, q_n)$. So $\sum_{i=1}^n p^2_i = \sum_{i=1}^n q^2_i = 1$.
Let $\alpha: [0,1] \mapsto \mathbb{R}^n$ be the following function:
$\alpha(t) = y(t)$, where $y(t)$ is defined $y_i(t) = \sqrt{tq^2_i + (1-t)p^2_i}$ for each $i=1,\ldots, n$. As $\sum_i y^2_i(t)$ is 1 for all such $t \in [0,1]$, it follows that $\alpha$ is indeed a function from $[0,1]$ to $S$. Furthermore, $\alpha$ is clearly continuous. Finally, $\alpha(0) = p$ while $\alpha(1) = q$.