Hemicontinuity Explained

In mathematics, upper hemicontinuity and lower hemicontinuity are extensions of the notions of upper and lower semicontinuity of single-valued functions to set-valued functions. A set-valued function that is both upper and lower hemicontinuous is said to be continuous in an analogy to the property of the same name for single-valued functions.

To explain both notions, consider a sequence a of points in a domain, and a sequence b of points in the range. We say that b corresponds to a if each point in b is contained in the image of the corresponding point in a.

Examples

The image on the right shows a function that is not lower hemicontinuous at x. To see this, let a be a sequence that converges to x from the left. The image of x is a vertical line that contains some point (x,y). But every sequence b that corresponds to a is contained in the bottom horizontal line, so it cannot converge to y. In contrast, the function is upper hemicontinuous everywhere. For example, considering any sequence a that converges to x from the left or from the right, and any corresponding sequence b, the limit of b is contained in the vertical line that is the image of the limit of a.

The image on the left shows a function that is not upper hemicontinuous at x. To see this, let a be a sequence that converges to x from the right. The image of a contains vertical lines, so there exists a corresponding sequence b in which all elements are bounded away from f(x). The image of the limit of a contains a single point f(x), so it does not contain the limit of b. In contrast, that function is lower hemicontinuous everywhere. For example, for any sequence a that converges to x, from the left or from the right, f(x) contains a single point, and there exists a corresponding sequence b that converges to f(x).

Definitions

Upper hemicontinuity

A set-valued function

\Gamma:A\rightrightarrowsB

is said to be upper hemicontinuous at a point

a\inA

if, for every open

V\subsetB

with

\Gamma(a)\subsetV,

there exists a neighbourhood

U

of

a

such that for all

x\inU,

\Gamma(x)

is a subset of

V.

Lower hemicontinuity

A set-valued function

\Gamma:A\rightrightarrowsB

is said to be lower hemicontinuous at the point

a\inA

if for every open set

V

intersecting

\Gamma(a),

there exists a neighbourhood

U

of

a

such that

\Gamma(x)

intersects

V

for all

x\inU.

(Here

V

S

means nonempty intersection

V\capS\varnothing

).

Continuity

If a set-valued function is both upper hemicontinuous and lower hemicontinuous, it is said to be continuous.

Properties

Upper hemicontinuity

Sequential characterization

As an example, look at the image at the right, and consider sequence a in the domain that converges to x (either from the left or from the right). Then, any sequence b that satisfies the requirements converges to some point in f(x).

Closed graph theorem

The graph of a set-valued function

\Gamma:A\rightrightarrowsB

is the set defined by

Gr(\Gamma)=\{(a,b)\inA x B:b\in\Gamma(a)\}.

The graph of

\Gamma

is the set of all

a\inA

such that

\Gamma(a)

is not empty.

Lower hemicontinuity

Open graph theorem

A set-valued function

\Gamma:A\toB

is said to have if the set

\Gamma-1(b)=\{a\inA:b\in\Gamma(a)\}

is open in

A

for every

b\inB.

If

\Gamma

values are all open sets in

B,

then

\Gamma

is said to have .

If

\Gamma

has an open graph

\operatorname{Gr}(\Gamma),

then

\Gamma

has open upper and lower sections and if

\Gamma

has open lower sections then it is lower hemicontinuous.[1]

Operations Preserving Hemicontinuity

Set-theoretic, algebraic and topological operations on set-valued functions (like union, composition, sum, convex hull, closure) usually preserve the type of continuity. But this should be taken with appropriate care since, for example, there exists a pair of lower hemicontinuous set-valued functions whose intersection is not lower hemicontinuous. This can be fixed upon strengthening continuity properties: if one of those lower hemicontinuous multifunctions has open graph then their intersection is again lower hemicontinuous.

Function Selections

Crucial to set-valued analysis (in view of applications) are the investigation of single-valued selections and approximations to set-valued functions. Typically lower hemicontinuous set-valued functions admit single-valued selections (Michael selection theorem, Bressan–Colombo directionally continuous selection theorem, Fryszkowski decomposable map selection). Likewise, upper hemicontinuous maps admit approximations (e.g. Ancel–Granas–Górniewicz–Kryszewski theorem).

Other concepts of continuity

The upper and lower hemicontinuity might be viewed as usual continuity:

(For the notion of hyperspace compare also power set and function space).

Using lower and upper Hausdorff uniformity we can also define the so-called upper and lower semicontinuous maps in the sense of Hausdorff (also known as metrically lower / upper semicontinuous maps).

References

Notes and References

  1. Zhou. J.X.. On the Existence of Equilibrium for Abstract Economies. Journal of Mathematical Analysis and Applications. August 1995. 193. 3. 839–858. 10.1006/jmaa.1995.1271. free.