Consider g∈C1[0,1]. We say that g is nowhere convex (concave, resp.) on [0,1] if there is no open interval I⊆[0,1] on which g is convex (concave, resp.) Is it possible to find a function g which satisfies:
Q1.(strong verison) g is C2[0,1] and g is nowhere convex and nowhere concave on [0,1]?
Q2.(weak version) g is twice differentiable on (0,1) and g is nowhere convex and nowhere concave on [0,1]?
I suspect that the answer to Q1 is no, and that the answer to Q2 is yes, but I am not exactly sure how to prove it. The question may be related to questions about sets of zeros of the first (or, equivalently, the second) derivative of g. By Whitney's Theorem, we can find C∞-function whose first (or equivalently, second) derivative vanishes exactly on any given compact subset of [0,1].
https://mathoverflow.net/questions/179445/non-zero-smooth-functions-vanishing-on-a-cantor-set
There are examples which show that g′ can be zero on the set Q∩[0,1],
Set of zeroes of the derivative of a pathological function
so the elementary sufficient condition g″ for strict convexity does not apply in our case because every open interval contains at least one rational point. This however, in my view, does not discount the possibility that g is (not necessarily strictly) convex in such intervals (g'' can occasionally be zero, and g still can be convex). Also, Darboux property of g'':
Is intermediate value property equivalent to Darboux property?
or existence of nowhere monotone continuous function g' may be related to the answer:
the point here being that a point of strict inflection of g is exactly the point of strict local extremum of g',
Does there exist a continuous function from [0,1] to R that has uncountably many local maxima?
but I am not sure whether we can use the same argument if we consider general inflection point of g (i.e., non-strict local extremum of g').
Answer
Q1: The answer is no. If g''(a)>0 for some a\in [0,1], then g''>0 in a neighborhood of a by the continuity of g''. Hence g is strictly convex in that neighborhood. Similarly, if g''(a)<0 for some a\in [0,1], then g is strictly concave in that neighborhood. We're left with the case f''\equiv 0. But this implies f(x) = ax +b on [0,1], hence f is both convex and concave everywhere on [0,1].
Added later, in answer to the comment: It's actually possible for a C^2 function to have uncountably many inflection points. Suppose K\subset [0,1] is uncountable, compact, and has no interior (the Cantor set is an example). Define
f(x)=\begin{cases}d(x,K)\sin (1/d(x,K)),&x\notin K\\ 0,& x\in K\end{cases} Then f is continuous, and f takes on positive and negative values on any interval containing a point of K. Define
g(x)=\int_0^x\int_0^t f(s)\,ds\,dt.
Then g\in C^2[0,1] and g''=f. It follows that every point of K is an inflection point of g.
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