Darboux's Theorem

Derivatives have the intermediate value property even when discontinuous — f′(x)=2xsin⁡(1/x)−cos⁡(1/x)f'(x) = 2x\sin(1/x) - \cos(1/x) oscillates wildly near 0 yet steps on every level. Jump discontinuities are impossible in a derivative.

f′(x)=2xsin⁡(1/x)−cos⁡(1/x), f′(0)=0f'(x) = 2x\sin(1/x) - \cos(1/x),\ f'(0) = 0
f′(a)<c<f′(b)⇒∃ ξ∈(a,b): f′(ξ)=cf'(a) < c < f'(b) \Rightarrow \exists\, \xi \in (a,b):\ f'(\xi) = c

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Examples & Exercises

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

g(x)=f(x)−cx,g′(a)<0<g′(b) ⟹ ∃ x0∈(a,b): g′(x0)=0g(x) = f(x) - cx,\qquad g'(a) < 0 < g'(b)\ \Longrightarrow\ \exists\, x_0 \in (a,b):\ g'(x_0) = 0
g′(x0)=0 ⟹ f′(x0)=cg'(x_0) = 0\ \Longrightarrow\ f'(x_0) = c
Zoom 70 (window [±0.004][\pm 0.004]), test level y=0.4y = 0.4: the discontinuous f′f' meets the horizontal line 704 times in this window (at grid resolution) — 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 g′(x0)g'(x_0) exists, then g′(x0)=0g'(x_0) = 0. For a local min, g(x0+h)−g(x0)h≥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 f′(a)<f′(b)f'(a) < f'(b) (apply the argument to −f-f if >>; the equal case is trivial). Fix cc between them and put g(x)=f(x)−cxg(x) = f(x) - cx: then gg is differentiable, hence continuous, on [a,b][a,b], and g′(x)=f′(x)−cg'(x) = f'(x) - c gives g′(a)<0<g′(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 g′(a)<0g'(a) < 0, g(a+h)−g(a)h→g′(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 — aa is not the minimizer. Likewise g′(b)>0g'(b) > 0 gives g(b−h)<g(b)g(b-h) < g(b) for small h>0h > 0 — 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 g′(x0)=0g'(x_0) = 0, hence f′(x0)=cf'(x_0) = c. Since cc was arbitrary between f′(a)f'(a) and f′(b)f'(b), f′f' has the intermediate value property — even though it may be discontinuous.

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

f′(0)=lim⁡h→0f(h)−f(0)h=lim⁡h→0hsin⁡(1/h)=0f'(0) = \lim_{h \to 0} \frac{f(h)-f(0)}{h} = \lim_{h \to 0} h\sin(1/h) = 0
f′(x)=2xsin⁡(1/x)−cos⁡(1/x)(x≠0)f'(x) = 2x\sin(1/x) - \cos(1/x) \quad (x \neq 0)
ak=12kπ: f′(ak)=−1,bk=1(2k+1)π: f′(bk)=1(ak,bk→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 [±0.0005][\pm 0.0005]), y=0y = 0: no amount of zooming calms the −cos⁡(1/x)-\cos(1/x) oscillation — 1579 crossings of f′f' with the level in this window (at grid resolution).
Show proof
  1. Get f′(0)f'(0) from the definition: f(h)−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)∣≤∣h∣|h\sin(1/h)| \leq |h|, so the squeeze theorem gives the limit 00. The numbers agree: ≈−0.00506\approx -0.00506 at h=0.01h = 0.01 and ≈−3.5×10−7\approx -3.5 \times 10^{-7} at h=10−6h = 10^{-6}. Hence f′(0)=0f'(0) = 0.
  2. For x≠0x \neq 0, the product and chain rules give f′(x)=2xsin⁡(1/x)+x2cos⁡(1/x)⋅(−1/x2)=2xsin⁡(1/x)−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⁡x→0f′(x)\lim_{x \to 0} f'(x) does not exist. On ak=12kπ→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 f′(ak)=−1f'(a_k) = -1; on bk=1(2k+1)π→0b_k = \frac{1}{(2k+1)\pi} \to 0 we have sin⁡(1/bk)=0\sin(1/b_k) = 0 and cos⁡(1/bk)=−1\cos(1/b_k) = -1, so f′(bk)=1f'(b_k) = 1 (e.g. exactly −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 −1-1 and 11 — a contradiction.
  4. Since f′(0)=0f'(0) = 0 but lim⁡x→0f′(x)\lim_{x \to 0} f'(x) does not exist, f′f' is discontinuous at 00 — the derivative of a differentiable function need not be continuous. Yet by Darboux's theorem (problem 1), this discontinuous f′f' 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 x≥0x \geq 0) as its derivative.

F′=H,F′(−1)=0<12<1=F′(1) →Darboux ∃ ξ∈(−1,1): F′(ξ)=12∉{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 [±0.5][\pm 0.5]), y=0.5y = 0.5: even the wildly oscillating f′f' passes this level 46 times (at grid resolution) — 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=−1a = -1, b=1b = 1: then F′(−1)=H(−1)=0F'(-1) = H(-1) = 0 and F′(1)=H(1)=1F'(1) = H(1) = 1. Since 0<12<10 < \frac{1}{2} < 1, Darboux's theorem (problem 1) gives some ξ∈(−1,1)\xi \in (-1,1) with F′(ξ)=12F'(\xi) = \frac{1}{2}.
  2. But HH takes only the values 00 and 11, so F′(ξ)=H(ξ)=12F'(\xi) = H(\xi) = \frac{1}{2} is impossible — 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 — which a step function never does. A derivative's discontinuities can only be essential oscillation, like the −cos⁡(1/x)-\cos(1/x) of problem 2.

9. Differentiation