Darboux's Theorem

A derivative keeps the intermediate value property even when discontinuous. Watch a wildly oscillating derivative step on every level.

A derivative cannot jump across values. To get from one value to another it must pass through everything between. Even a discontinuous derivative obeys this rule.

For example, a 🌑️ thermometer sliding from βˆ’1Β° to 1Β° passes through every temperature between. A derivative likewise never jumps over an intermediate value.

fβ€²(x)=2xsin⁑(1/x)βˆ’cos⁑(1/x),Β fβ€²(0)=0f'(x) = 2x\sin(1/x) - \cos(1/x),\ f'(0) = 0
fβ€²(a)<c<fβ€²(b)β‡’βˆƒβ€‰ΞΎβˆˆ(a,b):Β fβ€²(ΞΎ)=cf'(a) < c < f'(b) \Rightarrow \exists\, \xi \in (a,b):\ f'(\xi) = c

Part of these learning paths

Examples & Exercises

Prove Darboux's theorem: if ff is differentiable on [a,b][a,b], then fβ€²f' takes every value between fβ€²(a)f'(a) and fβ€²(b)f'(b). (Hint: use the Extreme Value Theorem scene and Fermat's interior-extremum lemma.)

g(x)=f(x)βˆ’cx,gβ€²(a)<0<gβ€²(b)Β βŸΉΒ βˆƒβ€‰x0∈(a,b):Β gβ€²(x0)=0g(x) = f(x) - cx,\qquad g'(a) < 0 < g'(b)\ \Longrightarrow\ \exists\, x_0 \in (a,b):\ g'(x_0) = 0
gβ€²(x0)=0 ⟹ fβ€²(x0)=cg'(x_0) = 0\ \Longrightarrow\ f'(x_0) = c
Zoom 70 (window [Β±0.004][\pm 0.004]), test level y=0.4y = 0.4: the discontinuous fβ€²f' meets the horizontal line 704 times in this window (at grid resolution) β€” the Darboux property in action.
Show proof
  1. First Fermat's lemma: if gg has a local max (or min) at an interior point x0∈(a,b)x_0 \in (a,b) and gβ€²(x0)g'(x_0) exists, then gβ€²(x0)=0g'(x_0) = 0.

    For a local min, g(x0+h)βˆ’g(x0)hβ‰₯0\frac{g(x_0+h)-g(x_0)}{h} \geq 0 for small h>0h > 0 and ≀0\leq 0 for h<0h < 0; the two-sided limit defining the derivative is forced to 0.

    A local max is the same with signs flipped.

  2. Assume fβ€²(a)<fβ€²(b)f'(a) < f'(b) (apply the argument to βˆ’f-f if >>; the equal case is trivial).

    Fix cc between them and put g(x)=f(x)βˆ’cxg(x) = f(x) - cx: then gg is differentiable, hence continuous, on [a,b][a,b], and gβ€²(x)=fβ€²(x)βˆ’cg'(x) = f'(x) - c gives gβ€²(a)<0<gβ€²(b)g'(a) < 0 < g'(b).

    By the Extreme Value Theorem (the EVT scene), gg attains its minimum at some x0∈[a,b]x_0 \in [a,b].

  3. The point x0x_0 is interior: since gβ€²(a)<0g'(a) < 0, g(a+h)βˆ’g(a)hβ†’gβ€²(a)<0\frac{g(a+h)-g(a)}{h} \to g'(a) < 0, so g(a+h)<g(a)g(a+h) < g(a) for small h>0h > 0 β€” aa is not the minimizer.

    Likewise gβ€²(b)>0g'(b) > 0 gives g(bβˆ’h)<g(b)g(b-h) < g(b) for small h>0h > 0 β€” bb is not the minimizer either.

    Hence x0∈(a,b)x_0 \in (a,b).

  4. Applying Fermat's lemma at the interior minimizer x0x_0 gives gβ€²(x0)=0g'(x_0) = 0, hence fβ€²(x0)=cf'(x_0) = c. Since cc was arbitrary between fβ€²(a)f'(a) and fβ€²(b)f'(b), fβ€²f' has the intermediate value property β€” even though it may be discontinuous.

Prove that f(x)=x2sin⁑(1/x)f(x) = x^2\sin(1/x) (xβ‰ 0x \neq 0), f(0)=0f(0) = 0 is differentiable everywhere, but its derivative fβ€²f' is discontinuous at 00. (Get fβ€²(0)f'(0) from the definition and fβ€²(x)f'(x) for xβ‰ 0x \neq 0 by the product and chain rules.)

fβ€²(0)=lim⁑hβ†’0f(h)βˆ’f(0)h=lim⁑hβ†’0hsin⁑(1/h)=0f'(0) = \lim_{h \to 0} \frac{f(h)-f(0)}{h} = \lim_{h \to 0} h\sin(1/h) = 0
fβ€²(x)=2xsin⁑(1/x)βˆ’cos⁑(1/x)(xβ‰ 0)f'(x) = 2x\sin(1/x) - \cos(1/x) \quad (x \neq 0)
ak=12kΟ€:Β fβ€²(ak)=βˆ’1,bk=1(2k+1)Ο€:Β fβ€²(bk)=1(ak,bkβ†’0)a_k = \frac{1}{2k\pi}:\ f'(a_k) = -1, \qquad b_k = \frac{1}{(2k+1)\pi}:\ f'(b_k) = 1 \quad (a_k, b_k \to 0)
Zoom 100 (window [Β±0.0005][\pm 0.0005]), y=0y = 0: no amount of zooming calms the βˆ’cos⁑(1/x)-\cos(1/x) oscillation β€” 1579 crossings of fβ€²f' with the level in this window (at grid resolution).
Show proof
  1. Get fβ€²(0)f'(0) from the definition: f(h)βˆ’f(0)h=h2sin⁑(1/h)h=hsin⁑(1/h)\frac{f(h)-f(0)}{h} = \frac{h^2\sin(1/h)}{h} = h\sin(1/h), and ∣hsin⁑(1/h)βˆ£β‰€βˆ£h∣|h\sin(1/h)| \leq |h|, so the squeeze theorem gives the limit 00.

    The numbers agree: β‰ˆβˆ’0.00506\approx -0.00506 at h=0.01h = 0.01 and β‰ˆβˆ’3.5Γ—10βˆ’7\approx -3.5 \times 10^{-7} at h=10βˆ’6h = 10^{-6}.

    Hence fβ€²(0)=0f'(0) = 0.

  2. For xβ‰ 0x \neq 0, the product and chain rules give fβ€²(x)=2xsin⁑(1/x)+x2cos⁑(1/x)β‹…(βˆ’1/x2)=2xsin⁑(1/x)βˆ’cos⁑(1/x)f'(x) = 2x\sin(1/x) + x^2\cos(1/x)\cdot(-1/x^2) = 2x\sin(1/x) - \cos(1/x). So ff is differentiable at every point, including 00.

  3. But lim⁑xβ†’0fβ€²(x)\lim_{x \to 0} f'(x) does not exist.

    On ak=12kΟ€β†’0a_k = \frac{1}{2k\pi} \to 0 we have sin⁑(1/ak)=0\sin(1/a_k) = 0 and cos⁑(1/ak)=1\cos(1/a_k) = 1, so fβ€²(ak)=βˆ’1f'(a_k) = -1; on bk=1(2k+1)Ο€β†’0b_k = \frac{1}{(2k+1)\pi} \to 0 we have sin⁑(1/bk)=0\sin(1/b_k) = 0 and cos⁑(1/bk)=βˆ’1\cos(1/b_k) = -1, so fβ€²(bk)=1f'(b_k) = 1 (e.g. exactly βˆ’1.000000-1.000000 and 1.0000001.000000 for k=5,10,20k = 5, 10, 20).

    If the limit existed it would have to be both βˆ’1-1 and 11 β€” a contradiction.

  4. Since fβ€²(0)=0f'(0) = 0 but lim⁑xβ†’0fβ€²(x)\lim_{x \to 0} f'(x) does not exist, fβ€²f' is discontinuous at 00 β€” the derivative of a differentiable function need not be continuous. Yet by Darboux's theorem (problem 1), this discontinuous fβ€²f' still has the intermediate value property.

Prove as a corollary of Darboux's theorem: no function can have the Heaviside step function HH (00 for x<0x < 0, 11 for xβ‰₯0x \geq 0) as its derivative.

Fβ€²=H,Fβ€²(βˆ’1)=0<12<1=Fβ€²(1)Β β†’DarbouxΒ βˆƒβ€‰ΞΎβˆˆ(βˆ’1,1):Β Fβ€²(ΞΎ)=12βˆ‰{0,1} ⇒⇐F' = H,\quad F'(-1) = 0 < \tfrac12 < 1 = F'(1)\ \xrightarrow{\text{Darboux}}\ \exists\, \xi \in (-1,1):\ F'(\xi) = \tfrac12 \notin \{0,1\}\ \Rightarrow\Leftarrow
Zoom 0 (window [Β±0.5][\pm 0.5]), y=0.5y = 0.5: even the wildly oscillating fβ€²f' passes this level 46 times (at grid resolution) β€” a derivative's discontinuity can only be oscillation, never a jump.
Show proof
  1. Suppose some FF, differentiable on all of R\mathbb{R}, had HH as its derivative.

    Take a=βˆ’1a = -1, b=1b = 1: then Fβ€²(βˆ’1)=H(βˆ’1)=0F'(-1) = H(-1) = 0 and Fβ€²(1)=H(1)=1F'(1) = H(1) = 1.

    Since 0<12<10 < \frac{1}{2} < 1, Darboux's theorem (problem 1) gives some ξ∈(βˆ’1,1)\xi \in (-1,1) with Fβ€²(ΞΎ)=12F'(\xi) = \frac{1}{2}.

  2. But HH takes only the values 00 and 11, so Fβ€²(ΞΎ)=H(ΞΎ)=12F'(\xi) = H(\xi) = \frac{1}{2} is impossible β€” a contradiction. Hence no function has HH as its derivative.

  3. In general: a derivative cannot have a jump discontinuity.

    At a point where the one-sided limits exist but differ, Darboux forces the derivative to take the values strictly between them β€” which a step function never does.

    A derivative's discontinuities can only be essential oscillation, like the βˆ’cos⁑(1/x)-\cos(1/x) of problem 2.

10. Differentiation