Continuity and Differentiability: Kai-Chieh Chen October 2nd, 2014
Continuity and Differentiability: Kai-Chieh Chen October 2nd, 2014
Kai-Chieh Chen
October 2nd, 2014
Abstract
The difference between continuity and differentiability is a critical issue. If you
haven’t thought it carefully before, I would suggest you try to think some examples
to convince yourself that they are not really quite the same concept. These are some
notes what I will try to cover these days. Some proofs here will need some theorem in
Chp. 4. However, don’t be afraid of this since if you have examples in your mind to
cover the most essential idea, then it will be fine. A proof is no more than trying to
translate the key ideas into mathematical language.
Example 2. [0, 1], (2, 3), R are intervals. [0, 1] ∪ (2, 3) is not an interval.
Example 3. [0, 1], R are closed intervals. (2, 3) is not a closed interval.
Example 4. (2, 3), R are open intervals. [1, 2] is not an open interval.
Example 5. Does there exist any interval neither open nor closed?
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• f (a) exists.
When a is an endpoint of I, then the definition above should replace lim f (x) by one-sided
x→a
limit lim+ f (x) or lim− f (x).
x→a x→a
√
Example 6. Under this definition, x is continuous at 0.
Remark 8. Use δ − argument, we can show f 0 (a) exists if and only if both f−0 (a) and f+0 (a)
exist and they have the same value.
Remark 9. Don’t use the word ”semicontinuous.” It is reserved for other situation.
Remark 10. The reason why we can consider only continuity at the endpoints of interval but
not differentiability is due to the following proposition.
Proposition 11. Consider f (x) is defined on both intervals with one common endpoint b,
e.g. [a, b] and [b, c]. If f (x) is continuous at b when f (x) is considered only defined on each
interval, then f (x) is continuous at b. However, if f (x) is semi-differentiable at b when f (x)
is considered only defined on each interval, then f (x) is NOT necessarily differentiable at b.
Proof. f (x) is continuous at b when considered define on [a, b] iff lim− f (x) = f (b). Similarly,
x→b
f (x) is continuous at b when considered define on [b, c] iff lim+ f (x) = f (b). And the fact
x→b
that lim f (x) = f (b) iff lim− f (x) = lim+ f (x) = f (b) gives us the desired result.
x→b x→b x→b
However, f (x) is semi-differentiable at b when considered define on [a, b] iff f−0 (b) exists.
Similarly, f (x) is semi-differentiable at b when considered define on [b, c] iff f+0 (b) exists.
And in order to show f 0 (b) exists, we need f−0 (b) = f+0 (b), but it is not necessarily true. For
example, see [1] Sec 2.8, exercise 56.
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2 Class C k and Classification
Example 12. [[x]] is a discontinuous function with ”jump discontinuity.”
Example 13. sin( x1 ) is a discontinuous function without jump discontinuity.
x if x is irrational
Example 14. f (x) = is function only continuous at a point 0 and
0 if x is rational
discontinuous everywhere outside 0.
Example 15. |x| is a continuous function but not differentiable at 0.
x sin( x1 ) if x 6= 0
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Example 16. f (x) = is a continuous, differentiable function. But its
0 if x = 0
derivative is NOT continuous at 0.
Proof. Because x2 , sin(x), x1 are continuous, and product or composite of continuous functions
is still continous, f (x) is continuous ouside 0. And lim x2 sin( x1 ) = 0 = f (0), hence f (x)
x→0
is continuous everywhere. It is differentiable since for x 6= 0, (x2 sin( x1 ))0 = 2x sin( x1 ) −
x2 sin( x1 )−0
cos( x1 ). And it is differentiable at 0 since lim x
= lim x sin( x1 ) = 0. However,
x→0 x→0
lim 2x sin( x1 ) − cos( x1 ) DNE.
x→0
Remark 17. (Hard! Just need to know this fact.) If f (x) is differentiable (in general sense),
that is, we allow f 0 (x) to be ±∞, and lim f 0 (x) exists (in general sense), then lim f 0 (x) =
x→a x→a
f 0 (a), that is, the derivative is continuous at a (in general sense)! This remark tells you the
derivative doesn’t allow jump discontinuity.
Proof. Use δ − argument and MVT.
So, the classification of all the functions are as follows:
The examples above give us the reason why each set is a proper subset of the bigger one.
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f (a−h)−f (a) f (a+h)−f (a) f (a+h)−f (a−h)
Proof. Slope of L1 is −h
; slope of L2 is h
; slope of L3 is (a+h)−(a−h)
. And
the average will be
f (a−h)−f (a) f (a+h)−f (a) −f (a−h)+f (a) f (a+h)−f (a)
−h
+ h h
+ h f (a + h) − f (a − h)
= =
2 2 2h
Theorem 20 (MVT). Suppose f is a continuous function on the closed interval [a, b] and
differentiable on (a, b). Then, there is a number c in (a, b) such that f 0 (c) = f (b)−f
b−a
(a)
.
Proof. [1], Sec 4.2.
Remark 21. The proposition above gives you the sense why MVT should be correct. To
compute the derivative, you can take the secant line only passing through neighborhood
points and take the limit. And MVT tells you more: when you consider such secant line
passing through two points, it is actually the deravitive at some points between them.
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Proposition 24. Suppose f is continuous at least in a neighborhood of a, and f is differ-
entiable except at a. If both limits lim |f 0 (x)|, lim | f (x)−f
x−a
(a)
| exist in general sense, then they
x→a x→a
get the same value.
References
[1] James Stewart, Single Variable Calculus Early Transcendentals, Seventh Edition