Let X and Y be metric spaces, and letf be a function from X to Y. Then f is Cauchy-continuous if and only if, given any Cauchy sequence in X, the sequence, f is a Cauchy sequence in Y.
Properties
Every uniformly continuous function is also Cauchy-continuous. Conversely, if the domain X is totally bounded, then every Cauchy-continuous function is uniformly continuous. More generally, even if X is not totally bounded, a function on X is Cauchy-continuous if and only if it is uniformly continuous on every totally bounded subset of X. Every Cauchy-continuous function is continuous. Conversely, if the domain X is complete, then every continuous function is Cauchy-continuous. More generally, even if X is not complete, as long as Y is complete, then any Cauchy-continuous function from X to Y can be extended to a continuous function defined on the Cauchy completion of X; this extension is necessarily unique. Combining these facts, if X is compact, then continuous maps, Cauchy-continuous maps, and uniformly continuous maps on X are all the same.
Examples and non-examples
Since the real lineR is complete, the Cauchy-continuous functions on R are the same as the continuous ones. On the subspaceQ of rational numbers, however, matters are different. For example, define a two-valued function so that f is 0 when x2 is less than 2 but 1 when x2 is greater than 2. This function is continuous on Q but not Cauchy-continuous, since it cannot be extended continuously to R. On the other hand, any uniformly continuous function on Q must be Cauchy-continuous. For a non-uniform example on Q, let f be 2x; this is not uniformly continuous, but it is Cauchy-continuous. A Cauchy sequence in Y can be identified with a Cauchy-continuous function from to Y, defined by f = yn. If Y is complete, then this can be extended to ; f will be the limit of the Cauchy sequence.
Generalizations
Cauchy continuity makes sense in situations more general than metric spaces, but then one must move from sequences to nets. The definition above applies, as long as the Cauchy sequence is replaced with an arbitrary Cauchy net. Equivalently, a function f is Cauchy-continuous if and only if, given any Cauchy filterF on X, then f is a Cauchy filter base on Y. This definition agrees with the above on metric spaces, but it also works for uniform spaces and, most generally, for Cauchy spaces. Any directed setA may be made into a Cauchy space. Then given any spaceY, the Cauchy nets in Y indexed by A are the same as the Cauchy-continuous functions from A to Y. If Y is complete, then the extension of the function to A ∪ will give the value of the limit of the net.