[step:Prove that the interval $[0,1]$ has no separation]
We first record the elementary connectedness fact needed for the proof. By a separation of $[0,1]$ we mean a pair of subsets $U,V\subset[0,1]$ such that $U$ and $V$ are nonempty, open in the [subspace topology](/page/Subspace%20Topology) on $[0,1]$, disjoint, and satisfy $U\cup V=[0,1]$.
[claim:The interval $[0,1]$ admits no separation]
There is no separation of $[0,1]$.
[/claim]
[proof]
Assume, toward a contradiction, that $U,V\subset[0,1]$ form a separation of $[0,1]$. Since $0\in[0,1]=U\cup V$, after interchanging the names of $U$ and $V$ if necessary, assume $0\in U$.
Define the set \begin{align*}S=\{t\in[0,1]:[0,t]\subset U\}.\end{align*} The set $S$ is nonempty because $0\in U$, so $0\in S$. It is bounded above by $1$, so the least upper bound property of $\mathbb{R}$ gives a number $a=\sup S\in[0,1]$.
We claim that $a\in U$. Suppose instead that $a\in V$. Since $V$ is open in the subspace topology on $[0,1]$, there exists $\varepsilon>0$ such that \begin{align*}(a-\varepsilon,a+\varepsilon)\cap[0,1]\subset V.\end{align*} Because $a=\sup S$, there exists $s\in S$ with $a-\varepsilon/2<s\le a$, unless $a=0$. If $a=0$, then $0\in U\cap V$, contradicting $U\cap V=\varnothing$. Thus we may take such an $s$. Since $s\in S$, we have $[0,s]\subset U$, so $s\in U$. But $s\in(a-\varepsilon,a+\varepsilon)\cap[0,1]\subset V$, contradicting $U\cap V=\varnothing$. Therefore $a\in U$.
Since $U$ is open in the subspace topology on $[0,1]$, there exists $\delta>0$ such that \begin{align*}(a-\delta,a+\delta)\cap[0,1]\subset U.\end{align*} Assume first that $a<1$. Define $r\in[0,1]$ by \begin{align*}r=a+\frac{1}{2}\min\{\delta,1-a\}.\end{align*} Then $a<r<1$ and $r<a+\delta$. Since $a=\sup S$ and $a-\delta<a$, the number $a-\delta$ is not an upper bound for $S$. Hence there exists $s\in S$ such that \begin{align*}a-\delta<s\leq a.\end{align*} By the definition of $S$, the inclusion $[0,s]\subset U$ holds. If $q\in[0,r]$, then either $q\leq s$, in which case $q\in U$, or $s<q\leq r$, in which case
\begin{align*}
a-\delta<s<q\leq r<a+\delta,
\end{align*}
so $q\in(a-\delta,a+\delta)\cap[0,1]\subset U$. Therefore $[0,r]\subset U$, so $r\in S$. This contradicts that $a$ is an upper bound for $S$. Hence $a=1$.
It remains to prove that $U=[0,1]$ without assuming the conclusion. We already know $1=a\in U$. Let $t\in[0,1)$ be arbitrary. Since $a=\sup S=1$ and $t<1$, the number $t$ is not an upper bound for $S$. Hence there exists $s\in S$ such that $t<s\leq1$. By the definition of $S$, $[0,s]\subset U$, and therefore $t\in U$. Thus every $t\in[0,1)$ belongs to $U$, and $1\in U$, so $[0,1]\subset U$. Hence $U=[0,1]$, contradicting that $V$ is nonempty. Therefore no separation of $[0,1]$ exists.
[/proof]
[/step]