Prove that $\sqrt{x}$ is continuous on its domain $[0, \infty).$

We need to prove that for any point $a \in (0, \infty)$, for every $\varepsilon>0$ there exists a $\delta > 0$ such that $$|x-a|<\delta\implies|\sqrt{x}-\sqrt{a}|<\varepsilon.$$

So, to find a $\delta$, we turn to the inequality $|\sqrt{x}-\sqrt{a}|<\varepsilon.$ Since we want an expression involving $|x-a|$, multiply by the conjugate to remove the square roots. $$|\sqrt{x}-\sqrt{a}|<\varepsilon\implies|\sqrt{x}-\sqrt{a}|\cdot|\sqrt{x}+\sqrt{a}|<\varepsilon\cdot|\sqrt{x}+\sqrt{a}|$$ $$|x-a|<\varepsilon\cdot |\sqrt{x}+\sqrt{a}|. \tag{1}$$

Now, if you require that $|x-a|<1$, then it follows that $x-a<1$, so $a - 1<x<a+1$, and therefore that $\sqrt{x}<\sqrt{a+1}.$ Therefore, $\sqrt{x}+\sqrt{a}<\sqrt{a+1}+\sqrt{a},$ which combined with $(1)$ tells us that $$|x-a|<\varepsilon(\sqrt{a+1}+\sqrt{a}).$$

So, let $\delta = \mathrm{min}(1,\ \varepsilon(\sqrt{a+1}+\sqrt{a}))$. This proves that $f(x) = \sqrt{x}$ is continuous on $(0, \infty)$. $\square$

Formal Proof:

Let $\epsilon > 0$, $a = 0$. Choose $\delta = \epsilon^2$. Then $\left |x \right| < \delta$ implies $\left | \sqrt{x} \right | < \epsilon$, as desired.

Let $\epsilon > 0$, $a \in (0,\infty)$. Choose $\delta = \sqrt{a}\epsilon$. Then $\left |x - a \right | < \delta$ implies $\left | \sqrt{x} - \sqrt{a} \right | < \frac{\delta}{\left | \sqrt{x} + \sqrt{a} \right |} \leq \epsilon$, as desired.

Thus $f$ is continuous at $x = a$ for all $a \in [0, \infty)$.

Explanation:

The first part is more obvious in its design. We would like to arrive at the form $\left | \sqrt{x} \right | < \epsilon$, so we notice we may square both sides to reach $\left | x \right | < \epsilon^2$, meaning we may choose $\delta = \epsilon^2$, as these steps may be undone.

For the second part, we would like to arrive at the form $\left | \sqrt{x} - \sqrt{a} \right | < \epsilon$ from $\left |x - a\right| < \delta$. We note $x - a = (\sqrt{x} - \sqrt{a})(\sqrt{x}+\sqrt{a})$, so whatever $\delta$ we choose, we will arrive at $\left | \sqrt{x} - \sqrt{a} \right | < \frac{\delta}{\left | \sqrt{x} + \sqrt{a} \right |}$, and we wish this to be less than or equal to $\epsilon$. We cannot choose $\delta$ immediately because our expression still depends on $x$, but we may easily remedy this. Noting that $\sqrt{a} \neq 0$, $\left | \sqrt{x} + \sqrt{a} \right | \geq \left | \sqrt{a} \right |$, meaning $\frac{\delta}{\left | \sqrt{x} + \sqrt{a} \right |} \leq \frac{\delta}{\left | \sqrt{a} \right |}$. This means $\delta = \sqrt{a}\epsilon$ is a good choice, as it is only in terms of the given point $a$ and $\epsilon$.

The proof was split into two cases, $a = 0$ and $a > 0$, because $a = 0$ is rather easy to prove, and the proof of the second part would have been problematic if $a$ were allowed to be $0$.