[proofplan]
We work in the affine chart $Z \neq 0$, where the curve is the real locus $y^2=f(x)$, and then account for the single point at infinity $O$. The sign pattern of the cubic determines the set of real $x$-coordinates over which real points exist. Over each such interval the real locus is obtained from the two continuous graphs $y=\pm\sqrt{f(x)}$, with the graphs meeting exactly at roots of $f$. In the one-root case those graphs form one connected affine branch whose projective closure contains $O$; in the three-root case they form one bounded oval and one unbounded branch, and the missing interval between them separates the two components.
[/proofplan]
[step:Describe the affine real locus from the sign of the cubic]
Let $A$ denote the affine real locus, namely $A=\{(x,y) \in \mathbb{R}^2 : y^2 = f(x)\}$. Let $\iota: \mathbb{R}^2 \to \mathbb{P}^2(\mathbb{R})$ be the affine chart map into the [real projective plane](/page/Projective%20Plane) given by $\iota(x,y)=[x:y:1]$. This map identifies $A$ homeomorphically with $E(\mathbb{R}) \setminus \{O\}$, because substituting $Z=1$ gives precisely $y^2=x^3+ax+b$, while $Z=0$ in the projective equation gives $X^3=0$, hence the only point at infinity is $[0:1:0]=O$.
Define the derivative polynomial $f': \mathbb{R} \to \mathbb{R}$ by $f'(x)=3x^2+a$. Since $E(\mathbb{R})$ is nonsingular, the polynomial $f$ has no repeated real root: if $f(r)=0$ and $f'(r)=0$, then the affine defining function $F: \mathbb{R}^2 \to \mathbb{R}$, $F(x,y)=y^2-f(x)$, would satisfy $F(r,0)=0$ and have gradient $\nabla F(r,0)=(-f'(r),2\cdot 0)=(0,0)$, so $(r,0)$ would be a singular affine point of the equation $y^2=f(x)$. Thus, in the three-root case the roots are distinct.
For any interval $I \subset \mathbb{R}$ on which $f(x)\geq 0$, define the upper graph map $\gamma_{I,+}: I \to \mathbb{R}^2$ by $\gamma_{I,+}(x)=(x,\sqrt{f(x)})$, and define the lower graph map $\gamma_{I,-}: I \to \mathbb{R}^2$ by $\gamma_{I,-}(x)=(x,-\sqrt{f(x)})$.
Both maps are continuous because $f$ is continuous and the square-root map is continuous on $[0,\infty)$. Moreover, every point of $A$ lies on one of these graphs over a point $x$ with $f(x)\geq 0$.
[guided]
The projective curve has one affine chart that contains all points except possibly points with $Z=0$. We therefore first isolate exactly what happens in that chart. Define
\begin{align*}
A = \{(x,y) \in \mathbb{R}^2 : y^2 = f(x)\}.
\end{align*}
Let $\iota: \mathbb{R}^2 \to \mathbb{P}^2(\mathbb{R})$ be the standard affine chart embedding into the [real projective plane](/page/Projective%20Plane) given by $\iota(x,y)=[x:y:1]$. On the cubic, substituting $Z=1$ into
\begin{align*}
Y^2Z = X^3 + aXZ^2 + bZ^3
\end{align*}
gives exactly
\begin{align*}
y^2 = x^3 + ax + b = f(x).
\end{align*}
Thus $\iota$ identifies $A$ with the part of $E(\mathbb{R})$ lying in the chart $Z\neq 0$.
Now we check the points with $Z=0$. If $[X:Y:0] \in E(\mathbb{R})$, then the projective equation becomes
\begin{align*}
0 = X^3.
\end{align*}
Hence $X=0$, and the point is $[0:Y:0]$ with $Y\neq 0$. In real projective space all such points equal $[0:1:0]$, so the only point outside the affine chart is $O=[0:1:0]$.
The real affine equation $y^2=f(x)$ has solutions over exactly those $x$ for which $f(x)\geq 0$. For such $x$, the two possible $y$-values are $\sqrt{f(x)}$ and $-\sqrt{f(x)}$. Therefore, on every interval $I$ where $f\geq 0$, the corresponding part of the curve is the union of the two continuous graphs of the maps $\gamma_{I,+}: I \to \mathbb{R}^2$, $\gamma_{I,+}(x)=(x,\sqrt{f(x)})$, and $\gamma_{I,-}: I \to \mathbb{R}^2$, $\gamma_{I,-}(x)=(x,-\sqrt{f(x)})$.
This graph description is the main reduction: the topology of $E(\mathbb{R})$ is now controlled by the sign pattern of the cubic $f$ and by how these two graphs meet at roots of $f$.
[/guided]
[/step]
[step:Connect the projective curve in the one-root case]
Assume $f$ has exactly one real root, and denote it by $r \in \mathbb{R}$. Since $f$ is a monic cubic, its sign is negative on $(-\infty,r)$ and positive on $(r,\infty)$; also $f(r)=0$. Hence
\begin{align*}
A
=
\gamma_{[r,\infty),+}([r,\infty))
\cup
\gamma_{[r,\infty),-}([r,\infty)).
\end{align*}
The interval $[r,\infty)$ is [connected](/page/Connected%20Set), so both graph images are connected. They intersect at the point $(r,0)$ because $\sqrt{f(r)}=0$. Therefore $A$ is connected as the union of two connected subsets with nonempty intersection.
It remains to account for $O$. Define two maps $\Gamma_+: [r,\infty) \to E(\mathbb{R})$ and $\Gamma_-: [r,\infty) \to E(\mathbb{R})$ by $\Gamma_+(x)=[x:\sqrt{f(x)}:1]$ and $\Gamma_-(x)=[x:-\sqrt{f(x)}:1]$.
For $x>r$, divide the homogeneous coordinates by $\sqrt{f(x)}$ in the first map and by $-\sqrt{f(x)}$ in the second map. Since
\begin{align*}
\frac{f(x)}{x^3} \to 1 \quad \text{as } x\to\infty,
\end{align*}
we have
\begin{align*}
\frac{\sqrt{f(x)}}{x^{3/2}} \to 1 \quad \text{as } x\to\infty.
\end{align*}
Therefore
\begin{align*}
[x:\sqrt{f(x)}:1]
&=
\left[\frac{x}{\sqrt{f(x)}}:1:\frac{1}{\sqrt{f(x)}}\right]
\longrightarrow [0:1:0].
\end{align*}
Similarly,
\begin{align*}
[x:-\sqrt{f(x)}:1]
&=
\left[-\frac{x}{\sqrt{f(x)}}:1:-\frac{1}{\sqrt{f(x)}}\right]
\longrightarrow [0:1:0].
\end{align*}
Thus $O$ lies in the closure of $\iota(A)$ inside $E(\mathbb{R})$. Since $A$ is connected and $\iota$ is a homeomorphism onto its image, $\iota(A)$ is connected. The convergence above shows that $O \in \overline{\iota(A)}$, where the [closure](/page/Closure) is taken inside $E(\mathbb{R})$. Hence
\begin{align*}
\iota(A)\cup\{O\} \subset \overline{\iota(A)}.
\end{align*}
We now use the following elementary closure property of connected spaces. If $C$ is a connected subset of a [topological space](/page/Topological%20Space) $X$ and $C\subset B\subset \overline{C}$, then $B$ is connected. To prove this, suppose $B=U\cup V$ is a separation of $B$ by nonempty disjoint relative-open sets. Since $C$ is connected, $C$ lies in one of them, say $U$. Then $V$ is a nonempty relative-open subset of $B$ disjoint from $C$, so for some [open set](/page/Open%20Set) $W\subset X$ one has $V=B\cap W$ and $W\cap C=\varnothing$. But $V\subset B\subset\overline{C}$, contradicting that every open neighbourhood of a point of $\overline{C}$ meets $C$. Therefore every subset lying between a connected set and its closure is connected. Since
\begin{align*}
E(\mathbb{R})=\iota(A)\cup\{O\},
\end{align*}
the space $E(\mathbb{R})$ is connected.
[/step]
[step:Separate the bounded oval and the unbounded branch in the three-root case]
Assume $f$ has three distinct real roots $r_1<r_2<r_3$. Since $f$ is monic and the roots are simple, its sign is negative on $(-\infty,r_1)$, positive on $(r_1,r_2)$, negative on $(r_2,r_3)$, and positive on $(r_3,\infty)$.
Therefore the affine real locus is the disjoint union
\begin{align*}
A = A_{\mathrm{oval}} \cup A_{\infty},
\end{align*}
where
\begin{align*}
A_{\mathrm{oval}}
&=
\gamma_{[r_1,r_2],+}([r_1,r_2])
\cup
\gamma_{[r_1,r_2],-}([r_1,r_2]).
\end{align*}
Also define
\begin{align*}
A_{\infty}
&=
\gamma_{[r_3,\infty),+}([r_3,\infty))
\cup
\gamma_{[r_3,\infty),-}([r_3,\infty)).
\end{align*}
The set $A_{\mathrm{oval}}$ is connected because it is the union of two connected graph images over $[r_1,r_2]$, and these two graph images meet at both endpoints $(r_1,0)$ and $(r_2,0)$. It is bounded because $x\in [r_1,r_2]$ and $|y|=\sqrt{f(x)}$ is bounded on the [compact](/page/Compact%20Space) interval $[r_1,r_2]$.
In the topological sense, $A_{\mathrm{oval}}$ is a simple closed curve. Define $h:[0,2]\to A_{\mathrm{oval}}$ by
\begin{align*}
h(t)=(r_1+t(r_2-r_1),\sqrt{f(r_1+t(r_2-r_1))}) \quad \text{for } 0\leq t\leq 1,
\end{align*}
and
\begin{align*}
h(t)=(r_1+(2-t)(r_2-r_1),-\sqrt{f(r_1+(2-t)(r_2-r_1))}) \quad \text{for } 1\leq t\leq 2.
\end{align*}
Let $S^1$ denote the quotient of $[0,2]$ obtained by identifying $0$ and $2$. The two formulas agree at $t=1$, and $h(0)=h(2)=(r_1,0)$. Moreover $h$ is injective on $[0,2)$, since the upper and lower graphs intersect only where $f(x)=0$, namely at $x=r_1$ and $x=r_2$ on this interval. Hence $h$ descends to a continuous bijection $\tilde h:S^1\to A_{\mathrm{oval}}$. Since $S^1$ is compact and $\mathbb{R}^2$ is Hausdorff, $\tilde h$ is a homeomorphism onto its image.
The set $A_{\infty}$ is connected because the two graph images over $[r_3,\infty)$ meet at $(r_3,0)$. As in the one-root case, both ends of $\iota(A_{\infty})$ converge to $O$ in $\mathbb{P}^2(\mathbb{R})$, so $O \in \overline{\iota(A_{\infty})}$, where the closure is taken inside $E(\mathbb{R})$. Since $\iota(A_{\infty})$ is connected and
\begin{align*}
\iota(A_{\infty})\subset \iota(A_{\infty})\cup\{O\}\subset \overline{\iota(A_{\infty})},
\end{align*}
the closure property of connected sets proved above implies that
\begin{align*}
C_{\infty}:=\iota(A_{\infty})\cup\{O\}
\end{align*}
is connected. Also define
\begin{align*}
C_{\mathrm{oval}}:=\iota(A_{\mathrm{oval}}).
\end{align*}
Then $C_{\mathrm{oval}}$ is connected and bounded in the affine chart.
[guided]
Now the cubic has three simple real roots $r_1<r_2<r_3$. Because the leading coefficient of $f$ is positive and each root is simple, the sign flips at each root. Thus $f$ is negative on $(-\infty,r_1)$, positive on $(r_1,r_2)$, negative on $(r_2,r_3)$, and positive on $(r_3,\infty)$. The equation $y^2=f(x)$ has real solutions exactly where $f(x)\geq 0$. Therefore real affine points occur precisely over the compact interval $[r_1,r_2]$ and the ray $[r_3,\infty)$.
Define
\begin{align*}
A_{\mathrm{oval}}
&=
\gamma_{[r_1,r_2],+}([r_1,r_2])
\cup
\gamma_{[r_1,r_2],-}([r_1,r_2]),
\end{align*}
and
\begin{align*}
A_{\infty}
=
\gamma_{[r_3,\infty),+}([r_3,\infty))
\cup
\gamma_{[r_3,\infty),-}([r_3,\infty)).
\end{align*}
These sets are disjoint because their $x$-coordinates lie in disjoint subsets $[r_1,r_2]$ and $[r_3,\infty)$. They exhaust $A$ because there are no real points over the intervals where $f<0$.
The set $A_{\mathrm{oval}}$ is connected: the upper and lower graphs over $[r_1,r_2]$ are connected images of the connected interval $[r_1,r_2]$, and they meet at both endpoints since
\begin{align*}
\sqrt{f(r_1)}=\sqrt{f(r_2)}=0.
\end{align*}
It is bounded because the $x$-coordinate lies in the bounded interval $[r_1,r_2]$, and the $y$-coordinate satisfies $|y|=\sqrt{f(x)}$, which is bounded on $[r_1,r_2]$ by continuity of $f$ on a compact interval.
This bounded component is an oval in the topological sense of a simple closed curve. To see this, parametrize the upper graph from left to right and the lower graph from right to left. Define $h:[0,2]\to A_{\mathrm{oval}}$ by
\begin{align*}
h(t)=(r_1+t(r_2-r_1),\sqrt{f(r_1+t(r_2-r_1))}) \quad \text{for } 0\leq t\leq 1,
\end{align*}
and
\begin{align*}
h(t)=(r_1+(2-t)(r_2-r_1),-\sqrt{f(r_1+(2-t)(r_2-r_1))}) \quad \text{for } 1\leq t\leq 2.
\end{align*}
The two definitions agree at $t=1$ because both give $(r_2,0)$, and $h(0)=h(2)=(r_1,0)$. Let $S^1$ denote the quotient of $[0,2]$ obtained by identifying $0$ and $2$. The only intersections between the upper and lower graphs occur at the roots $r_1$ and $r_2$, so $h$ is injective on $[0,2)$. Thus $h$ factors through the quotient that identifies $0$ and $2$, giving a continuous bijection $\tilde h:S^1\to A_{\mathrm{oval}}$. Since $S^1$ is compact and $\mathbb{R}^2$ is Hausdorff, this continuous bijection is a homeomorphism onto its image. Therefore $A_{\mathrm{oval}}$, and hence $C_{\mathrm{oval}}$, is a bounded affine oval.
The set $A_{\infty}$ is also connected: the two graphs over $[r_3,\infty)$ meet at $(r_3,0)$. This branch is unbounded in the affine chart, and its two ends approach the same projective point $O$. Indeed, for $x>r_3$,
\begin{align*}
\frac{f(x)}{x^3} \to 1 \quad \text{as } x\to\infty.
\end{align*}
Hence
\begin{align*}
[x:\sqrt{f(x)}:1]
&=
\left[\frac{x}{\sqrt{f(x)}}:1:\frac{1}{\sqrt{f(x)}}\right]
\longrightarrow [0:1:0].
\end{align*}
Similarly,
\begin{align*}
[x:-\sqrt{f(x)}:1]
&=
\left[-\frac{x}{\sqrt{f(x)}}:1:-\frac{1}{\sqrt{f(x)}}\right]
\longrightarrow [0:1:0].
\end{align*}
Hence $O \in \overline{\iota(A_{\infty})}$, where the closure is taken inside $E(\mathbb{R})$. The set $\iota(A_{\infty})$ is connected because $A_{\infty}$ is connected and $\iota$ is a homeomorphism onto its image. We now use the same closure property used in the one-root case: if $C$ is connected and $C\subset B\subset \overline{C}$, then $B$ is connected. Applying this with $C=\iota(A_{\infty})$ and $B=\iota(A_{\infty})\cup\{O\}$ shows that adjoining $O$ preserves connectedness. We therefore set
\begin{align*}
C_{\infty}:=\iota(A_{\infty})\cup\{O\}.
\end{align*}
Define also
\begin{align*}
C_{\mathrm{oval}}:=\iota(A_{\mathrm{oval}}).
\end{align*}
Both sets are connected.
[/guided]
[/step]
[step:Show that no additional connection appears in projective space]
We prove that $C_{\mathrm{oval}}$ and $C_{\infty}$ are distinct [connected components](/page/Connected%20Component) of $E(\mathbb{R})$. Let $V_{\mathrm{oval}} \subset \mathbb{P}^2(\mathbb{R})$ be the affine-chart open set
\begin{align*}
V_{\mathrm{oval}}=\{[X:Y:Z]\in \mathbb{P}^2(\mathbb{R}) : Z\neq 0 \text{ and } X/Z<r_3\}.
\end{align*}
Let $q: \{[X:Y:Z]\in \mathbb{P}^2(\mathbb{R}) : Z\neq 0\}\to \mathbb{R}$ denote the affine coordinate function defined by
\begin{align*}
q([X:Y:Z])=\frac{X}{Z}.
\end{align*}
The set $V_{\mathrm{oval}}$ is open because it is the preimage of $(-\infty,r_3)$ under the continuous map $q$ on the open chart $Z\neq 0$. The sign pattern gives no real affine points with $r_2<x<r_3$, and the only projective point with $Z=0$ is $O$. Therefore
\begin{align*}
E(\mathbb{R})\cap V_{\mathrm{oval}}=C_{\mathrm{oval}}.
\end{align*}
Thus $C_{\mathrm{oval}}$ is open in the relative topology of $E(\mathbb{R})$.
The set $A_{\mathrm{oval}}$ is compact because it is the union of two continuous images of the compact interval $[r_1,r_2]$. Hence $C_{\mathrm{oval}}=\iota(A_{\mathrm{oval}})$ is compact in $\mathbb{P}^2(\mathbb{R})$. Since $\mathbb{P}^2(\mathbb{R})$ is [Hausdorff](/page/Hausdorff%20Space), compact subsets are closed, so $C_{\mathrm{oval}}$ is closed in $E(\mathbb{R})$. Consequently
\begin{align*}
C_{\infty}=E(\mathbb{R})\setminus C_{\mathrm{oval}}
\end{align*}
is open in the relative topology of $E(\mathbb{R})$.
The sets $C_{\mathrm{oval}}$ and $C_{\infty}$ are disjoint, nonempty, connected, and their union is all of $E(\mathbb{R})$:
\begin{align*}
E(\mathbb{R}) = C_{\mathrm{oval}} \cup C_{\infty}.
\end{align*}
Because they are complementary relative-open sets, no [connected set](/page/Connected%20Set) in $E(\mathbb{R})$ can meet both: such intersections would form a separation. Consequently $E(\mathbb{R})$ has exactly two connected components: the bounded affine oval $C_{\mathrm{oval}}$ and the component $C_{\infty}$ containing $O$.
[guided]
We must still rule out a projective connection between the bounded oval and the unbounded branch. The point at infinity $O$ is attached only to the unbounded branch, but we need a topological separation argument to make this precise.
First isolate the oval by an open affine condition. Define
\begin{align*}
V_{\mathrm{oval}}=\{[X:Y:Z]\in \mathbb{P}^2(\mathbb{R}) : Z\neq 0 \text{ and } X/Z<r_3\}.
\end{align*}
This set is open: the chart $Z\neq 0$ is open in $\mathbb{P}^2(\mathbb{R})$, and on that chart the coordinate function $q: \{[X:Y:Z]\in \mathbb{P}^2(\mathbb{R}) : Z\neq 0\}\to \mathbb{R}$ defined by
\begin{align*}
q([X:Y:Z])=\frac{X}{Z}
\end{align*}
is continuous, so $V_{\mathrm{oval}}$ is the preimage of the open interval $(-\infty,r_3)$. Intersecting with the curve gives exactly the oval. Indeed, the affine real points occur only over $[r_1,r_2]$ and $[r_3,\infty)$, there are no points over $(r_2,r_3)$, and the unique point with $Z=0$ is $O$, which is not in $V_{\mathrm{oval}}$. Therefore
\begin{align*}
E(\mathbb{R})\cap V_{\mathrm{oval}}=C_{\mathrm{oval}}.
\end{align*}
Thus $C_{\mathrm{oval}}$ is open in the relative topology of $E(\mathbb{R})$.
Now we prove that the other piece is also relatively open without using the false claim that the set $\{Z=0\}\cup\{Z\neq 0, X/Z>r_2\}$ is open in projective space. The compactness of the oval gives the correct argument. The interval $[r_1,r_2]$ is compact, and the two graph maps $\gamma_{[r_1,r_2],+}$ and $\gamma_{[r_1,r_2],-}$ are continuous, so $A_{\mathrm{oval}}$ is compact as a finite union of compact images. The map $\iota$ is continuous, hence
\begin{align*}
C_{\mathrm{oval}}=\iota(A_{\mathrm{oval}})
\end{align*}
is compact in $\mathbb{P}^2(\mathbb{R})$. Since $\mathbb{P}^2(\mathbb{R})$ is [Hausdorff](/page/Hausdorff%20Space), compact subsets are closed; therefore $C_{\mathrm{oval}}$ is closed in $E(\mathbb{R})$. Its complement
\begin{align*}
C_{\infty}=E(\mathbb{R})\setminus C_{\mathrm{oval}}
\end{align*}
is consequently open in the relative topology of $E(\mathbb{R})$.
We have written $E(\mathbb{R})$ as the disjoint union of two nonempty connected relative-open sets:
\begin{align*}
E(\mathbb{R}) = C_{\mathrm{oval}} \cup C_{\infty}.
\end{align*}
A connected subset of $E(\mathbb{R})$ cannot meet both pieces, because its intersections with these two disjoint relative-open sets would form a separation. Hence these two connected sets are exactly the connected components. The first is the bounded affine oval, and the second contains $O$.
[/guided]
[/step]