Semi-algebraic sets and real analytic functions are fundamental concepts in Real Algebraic Geometry and Real Analysis, respectively. These concepts interact in the study of Differential Equations, where the real analytic solution to a differential equation is known to enter or exit a semi-algebraic set in a predicable way. Motivated to enhance the capability to reason about differential equations in the Prototype Verification System (PVS), a formalization of multivariate polynomials, semi-algebraic sets, and real analytic functions is developed. The favorable way that a real analytic function enters and exits a semi-algebraic set is proven. It is further shown that if the function is assumed to be smooth, a slightly weaker assumption than real analytic, these favorable interactions with semi-algebraic sets may fail.