Order Topology on Convex Subset is Subspace Topology
Theorem
Let $\struct {S, \preceq,\tau}$ be a linearly ordered space.
Let $A \subseteq S$ be a convex set in $S$.
Let $\upsilon$ be the order topology on $A$.
Let $\tau'$ be the $\tau$-relative subspace topology on $A$.
Then $\upsilon = \tau'$.
Proof
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By the definition of the order topology, the sets of open rays in $\struct {S, \preceq}$ and $\struct {A, \preceq}$ form sub-bases for $\tau$ and $\upsilon$, respectively.
By Sub-Basis for Topological Subspace, we need only show that the set of open rays in $\struct {S, \preceq}$ induces a subbase for $\upsilon$.
Specifically, we will show that each open ray in $A$ is the intersection of $A$ with an open ray in $S$, and we will show that the intersection of any open ray in $S$ with $A$ is either an open ray in $A$, the empty set, or $A$.
From Strict Lower Closure is Dual to Strict Upper Closure and duality principle, we need to show this only for the upward-pointing rays.
For each $p \in S$, let $p^{\succ S}$ be the strict upper closure of $p$ in $S$.
For each $p \in A$, let $p^{\succ A}$ be the strict upper closure of $p$ in $A$.
Let $p \in A$.
Then by Strict Upper Closure in Restricted Ordering:
- $p^{\succ A} = A \cap p^{\succ S}$
Let $q \in S$.
If $q \in A$, then $A \cap q^{\succ S} = q^{\succ A}$, so $A \cap q^{\succ S}$ is an open ray in $A$.
Suppose instead that $q \notin A$.
If $A \cap q^{\succ S} = \O$, the proof is complete.
Otherwise, $A \cap q^{\succ S}$ must have some element $x$.
Aiming for a contradiction, suppose there is a $y \in A \setminus \paren {A \cap q^{\succ S} } = A \cap q^{\preceq S}$.
Then since $q \notin A$, it follows that $y \prec q$.
Thus $y \prec q \prec x$, $y, x \in A$, and $q \notin A$, contradicting the fact that $A$ is convex.
Thus $A \cap q^{\succ S} = A$.
$\blacksquare$