I'm currently working through some exercises in Amann & Escher's Analysis, where I'm asked to prove the following proposition for a set-valued function:
The following hold for the set-valued functions induced from $f$
$A_\alpha \subseteq X, \alpha \in A \Rightarrow f\left( \bigcup_{\alpha \in A} A_\alpha \right) = \bigcup_{\alpha \in A} f(A_\alpha)$
And the definition of Set-Valued Function is
Let $ f : X \to Y $ be a function. Then, using the above definitions, we have two "induced" set valued functions, $f : \mathcal{P}(X) \to \mathcal{P}(Y), \quad A \mapsto f(A) \quad \text{and} \quad f^{-1} : \mathcal{P}(Y) \to \mathcal{P}(X), \quad B \mapsto f^{-1}(B). $ Using the same symbol $f$ for two different functions leads to no confusion since the intent is always clear from context.
$\mathcal{P}$ is Power Set. Now I have a counterexample $$ X = \{1, 2\}, Y=\{1, 2\}, \quad F:X\rightarrow Y $$ Then the power set of $X$ and $Y$ is $$ P(Y)=P(X) = \{\emptyset, \{1\}, \{2\}, \{1,2\}\}. $$ Then we can define a set-valued function $$ f: P(X) \to P(Y) $$ such that: $$ f(\{1\}) = \{1\}, \quad f(\{2\}) = \{2\}, \quad f(\emptyset) = \emptyset, \quad f(\{1,2\}) = \emptyset. $$
Let $$ A_1 = \emptyset, \quad A_2 = \{1\}, \quad A_3 = \{2\}, \quad A_4 = \{1, 2\}. $$
Then $$ f(A_1 \cup A_2 \cup A_3 \cup A_4) = f(\{1,2\}) = \emptyset, $$ but $$ f(A_1) \cup f(A_2) \cup f(A_3) \cup f(A_4)=\emptyset \cup \{1\} \cup \{2\} \cup \emptyset= \{1,2\}. $$ In this case, $f\left( \bigcup_{\alpha \in A} A_\alpha \right) = \bigcup_{\alpha \in A} f(A_\alpha)$ does not hold. I don't know whether the mistake is in the book, or there's something wrong with my example, or whether some stronger condition is needed for this so-called 'union-preserving property' to hold.