Tuesday, 28 February 2017

real analysis - Continuous function with continuous one-sided derivative



Simple example of the absolute value function x|x| on R shows that it is possible for a continuous function to posses both the right-hand and the left-hand side derivatives and still not being differentiable on R.



I was wondering if it is possible to assume something about one of the one-hand side derivatives to obtain differentiability.




The obvious came to my mind:




Is it true that if a continuous function fC(R) has left-hand-side derivative f that is continuous on R, then the function f is differentiable?



Answer



Yes.



The keystone is:




Lemma. Let f:[a,b]R be continuous and assume that f+(x) exists and is >0 for all x[a,b). Then f is strictly increasing.



Assume otherwise, i.e. f(a)f(b).
We recursively define a map g:Ord[a,b) such that g and fg are strictly inreasing. Since the class Ord of ordinals is a proper class and g is injective, we arrive at a contradiction, thus showing the claim.




  • Let g(0)=a.

  • For a successor α=β+1 assume we have already defined g(β). For sufficently small positive h we have that $g(\beta)0.Pickonesuchhandletg(\alpha)=g(\beta)+h$.

  • If α is a limit ordinal, assume g(β) is defined for all β<α. Let x=sup. A priori only x\le b, but we need $xf(g(0))=f(a)=f(b). Therefore x



\square



Corollary 1. (something like a one-sided Rolle theorem) Let f\colon [a,b]\to\mathbb R be continuous with f(a)=f(b). Assume f_+ exists and is continuos in [a,b). Then f'_+(x)=0 for some x\in[a,b).



Proof. Assume otherwise. Then either f_+(x)>0 for all x or f_+(x)<0 for all x. In the first case the lemma applies and gives us a contradiction to f(a)=f(b); in the other case, we consider -f instead of f. \square



Corollary 2. (something like a one-sided IVT) Let f\colon [a,b]\to\mathbb R be continuous. Assume f_+ exists and is continuos in [a,b). Then f'_+(x)=\frac{f(b)-f(a)}{b-a} for some x\in[a,b).




Proof. Apply the previous corollary to f(x)-\frac{f(b)-f(a)}{b-a}x. \square



By symmetry, we have



Corollary 3. Let f\colon [a,b]\to\mathbb R be continuous. Assume f_- exists and is continuos in (a,b]. Then f'_-(x)=\frac{f(b)-f(a)}{b-a} for some x\in(a,b]. \square



Theorem. Let f\in C(\mathbb R) be a function with f'_- continuous on \mathbb R.
Then f\in C^1(\mathbb R).



Proof.

Consider aribtrary a\in \mathbb R.
Let \epsilon>0 be given.
Then by continuity of f'_-, for some \delta>0 we have |f'_-(x)-f'_-(a)|<\epsilon for all x\in(a,a+\delta).
Thus for $0

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