Closed Real Interval is Compact/Topological Space

Proof
Let $\UU$ be any open cover of $\closedint a b$.

Let:
 * $G = \set {x \in \R: x \ge a, \closedint a x \text{ is covered by a finite subset of } \UU}$

Let points in $G$ be classified as $\text{good}$ (for $\UU$).

Thus if $z$ is $\text{good}$, then $\closedint a z$ has that finite subcover that is to be demonstrated for the whole of $\closedint a b$.

The aim therefore is to show that $b$ is $\text{good}$.

Let $x$ be $\text{good}$, and $a \le y \le x$.

We have that $\closedint a y \subseteq \closedint a x$.

Thus $\closedint a y$ can be covered with any finite subset of $\UU$ that covers $\closedint a x$.

As $x$ be $\text{good}$, at least one such subset is known to exist.

Thus, by definition, $y$ is $\text{good}$.

Now we show that $G \ne \O$.

At the same time we show that $G \supseteq \hointr a {a + \delta}$ for some $\delta > 0$.

As $\UU$ covers $\closedint a x$, it follows that $a$ must belong to some $U \in \UU$.

So, let $U \in \UU$ be some open set such that $a \in U$.

Since $U$ is open, $\hointr a {a + \delta} \subseteq U$ for some $\delta > 0$.

Hence $\closedint a x \subseteq U$ for all $x \in \hointr a {a + \delta}$.

It follows that all these $x$ are $\text{good}$.

So $G \ne \O$, and:
 * $(1): \quad G \supseteq \hointr a {a + \delta}$ for some $\delta > 0$

Now the non-empty set $G$ is either bounded above or it is not.

Suppose $G$ is not bounded above.

Then there is some $c$ which is $\text{good}$ such that $c > b$.

From our initial observation that if $x$ is $\text{good}$, and $a \le y \le x$, then $y$ is $\text{good}$, it follows that $b$ is $\text{good}$, and hence the result.

Now suppose $G$ is bounded above.

By the Continuum Property, $G$ admits a supremum in $\R$.

So let $g = \sup G$.

Suppose that $g > b$.

As $g$ is the least upper bound for $G$, there exists some $c$ which is $\text{good}$ such that $c > b$.

Again, from our initial observation, it follows that $b$ is $\text{good}$, and hence the result.

that $g \le b$.

From $(1)$ above:
 * $\hointr a {a + \delta} \subseteq G$ for some $\delta > 0$

and so $g > a$.

Since $g \in \closedint a b$, $g$ must belong to some $U_0 \in \UU$.

Since $U_0$ is open, there exists some open $\epsilon$-ball $\map {B_\epsilon} g$ of $g$ such that $U_0 \supseteq \map {B_\epsilon} g$.

Since $g > a$, we can arrange that $\epsilon < g - a$.

As $g$ is the least upper bound, there must be a $\text{good}$ $c$ such that $c > g - \epsilon$.

This means $\closedint a c$ is covered by a finite subset of $\UU$, say $\set {U_1, U_2, \ldots, U_r}$.

Then $\closedint a {g + \dfrac \epsilon 2}$ is covered by $\set {U_1, U_2, \ldots, U_r, U_0}$.

So $g + \dfrac \epsilon 2$ is $\text{good}$, contradicting the fact that $g$ is an upper bound for $G$.

This contradiction implies that $g > b$, and hence $b \in G$.

Since $\UU$ was arbitrary, we conclude that every open cover of $\closedint a b$ has a finite subcover.

This satisfies the topological definition of compact, thus the proof is complete.