Riemann’s example of function f for which exists for all x, but is not differentiable when x is a rational number with even denominator.

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Transcript Riemann’s example of function f for which exists for all x, but is not differentiable when x is a rational number with even denominator.

Riemann’s example of function

f

for which exists for all

x

, but is not differentiable when

x

is a rational number with even denominator.

Riemann’s example of function

f

for which exists for all

x

, but is not differentiable when

x

is a rational number with even denominator.

What does a derivative look like? Can we find a function that can’t be a derivative but which can be integrated?

Does a derivative have to be continuous?

If

F

is differentiable at

x

=

a,

can

F '

(

x

) be discontinuous at

x

=

a

?

If

F

is differentiable at

x

=

a,

can

F '

(

x

) be discontinuous at

x

=

a

?

Yes!

   

x

2 0,

x x

 0,  0.

F

'

   

x

2 0, 

2

x

  

x x

 0,  0.

x

0.

F

'

   

x

2 0, 

2

x

  

F

   lim

h

 0   

F h

 

h

2 lim

h

 0 lim

h

 0

h h

   0 .

x x

 0,  0.

x

0.

F

'

   

x

2 0, 

2

x

  

F

   lim

h

 0   

F h

 

h

2 lim

h

 0 lim

h

 0

h h

   0 .

x x

 0,  0.

x

0.

lim

x

 0

F

'

F

    does not exist, but does exist (and equals 0).

How discontinuous can a derivative be? Can it have jump discontinuities where the limits from left and right exist, but are not equal?

How discontinuous can a derivative be? Can it have jump discontinuities where the limits from left and right exist, but are not equal?

No!

If lim

x

c

f

'   and lim

x

c

f

'   exist, then they must be equal and they must equal

f

'   .

Mean Value Theorem:

f

'

f

'   lim

x

c

 lim

x

c

   

x x

    

c c

 lim

x

c

f

'   ,  lim

x

c

f

'   ,

x

k

c c

k

x

If lim

x

c

f

'   and lim

x

c

f

'   exist, then they must be equal and they must equal

f

'   .

Mean Value Theorem:

f

'

f

'   lim

x

c

 lim

x

c

   

x x

    

c c

 lim

x

c

f

'   ,  lim

x

c

f

'   ,

x

k

c c

k

x

The derivative of a function cannot have any jump discontinuities!

Bernhard Riemann (1852, 1867)

On the representation of a function as a trigonometric series

a b

 

dx

 

x i

x i

 1 

Bernhard Riemann (1852, 1867)

On the representation of a function as a trigonometric series

a b

 

dx

 

x i

x i

 1  Key to convergence: on each interval, look at the

variation

of the function

V i

 sup

x

 [

x i

 1 ,

x i

]    inf

x

 [

x i

 1 ,

x i

]

Bernhard Riemann (1852, 1867)

On the representation of a function as a trigonometric series

a b

 

dx

 

x i

x i

 1  Key to convergence: on each interval, look at the

variation

of the function

V i

 sup

x

 [

x i

 1 ,

x i

]    inf

x

 [

x i

 1 ,

x i

]    small as we wish by taking sufficiently small intervals.

Any continuous function is integrable: Can make

V i

as small as we want by taking sufficiently small intervals: 

V i

x i

x i

 1   

b

a

 

x i

x i

 1  

b

 

a

b

a

   .

Bernhard Riemann (1852, 1867)

On the representation of a function as a trigonometric series

Riemann gave an example of a function that has a jump discontinuity in

every

subinterval of [0,1], but which can be integrated over the interval [0,1].

Riemann’s function:      

n

 1

n

2 

x

  nearest integer  , when this is  1 2, 0, when distance to nearest integer is 1 2 –2 –1 1

n

2 has

n

jumps of size 2

n

2 between 0 and 1 2

    2 8

b

2

Riemann’s function:     

n

 1

n

2     2 8

b

2 The key to the integrability is that given any positive number, no matter how small, there are only a finite number of places where is jump is larger than that number.

Riemann’s function:     

n

 1

n

2     2 8

b

2 The key to the integrability is that given any positive number, no matter how small, there are only a finite number of places where is jump is larger than that number.

Conclusion :     0

x dt

exists and is well - defined for all

x

, but

F

is

not

differentiable at any rational number with an even denominator.