Thanks to visit codestin.com
Credit goes to www.scribd.com

0% found this document useful (0 votes)
15 views10 pages

Nowhere Differentiable Functions-Kesavan

The document discusses the existence of continuous functions on the interval [0, 1] that are nowhere differentiable, utilizing the Baire category theorem to demonstrate their prevalence. It provides historical context and examples of such functions, including those by Weierstrass and others, while also outlining a method to construct these functions without explicitly defining them. The article emphasizes the significance of Baire's theorem in functional analysis and its implications for the study of continuous functions.

Uploaded by

Brijesh Mishra
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
15 views10 pages

Nowhere Differentiable Functions-Kesavan

The document discusses the existence of continuous functions on the interval [0, 1] that are nowhere differentiable, utilizing the Baire category theorem to demonstrate their prevalence. It provides historical context and examples of such functions, including those by Weierstrass and others, while also outlining a method to construct these functions without explicitly defining them. The article emphasizes the significance of Baire's theorem in functional analysis and its implications for the study of continuous functions.

Uploaded by

Brijesh Mishra
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 10

Continuous functions that are nowhere

differentiable

S. Kesavan
The Institute of Mathematical Sciences,
CIT Campus, Taramani,
Chennai - 600113.
e-mail: kesh @imsc.res.in

Abstract

It is shown that the existence of continuous functions on the interval [0, 1] that
are nowhere differentiable can be deduced from the Baire category theorem.
This approach also shows that there is a preponderance of such functions.

1
1 Introduction
The French mathematician Hermite, in a letter written to Stieltjes, dated
May 20, 1893, wrote ‘I turn away with fear and horror from the lamentable
plague of continuous functions which do not have derivatives ...’(cf. Pinkus [6]).
The earliest universally acknowledged explicit example of a continuous func-
tion which is nowhere differentiable is due to Weierstrass (1872) given by

X
an cos(bn πx)
n=0

where ab > 1 + 32 π. It is also said that Bolzano constructed such an example


(in the 1830s), which was not published. Since then a number of variants
of Weierstrass’ example have appeared in the literature. Here are some of
them.

• ∞
X 1
n
sin(3n x).
n=0
2

• (cf. Hardy [3])



X 1
2
sin(n2 πx).
n=1
n

• (cf. Rudin [7]) Define



x, 0 ≤ x ≤ 1,
ϕ(x) =
2 − x, 1 ≤ x ≤ 2

and extend it to all of R by setting ϕ(x + 2) = ϕ(x). Then the function


defined by the series
∞  n
X 3
ϕ(4n x)
n=0
4
is again continuous and nowhere differentiable.

In the above three examples, the series are clearly uniformly convergent by
the Weierstrass M-test and so the sum defines a continuous function. One
has to show that it is nowhere differentiable.

2
Another type of example is constructed as follows. Consider the space
C[0, 1] (the space of continuous functions on [0, 1]) with the usual norm topol-
ogy generated by the norm

kf k∞ = max |f (x)|.
x∈[0,1]

Let
X = {f ∈ C[0, 1] | f (0) = 0, f (1) = 1}.
Then it is a closed subset of C[0, 1] and is hence a complete metric space in
its own right. For f ∈ X, define
 3

 4
f (3x), 0 ≤ x ≤ 31 ,



1
T (f )(x) = 4
+ 12 f (2 − 3x), 31 ≤ x ≤ 32 ,




 1 3
4
+ 4 f (3x − 2), 32 ≤ x ≤ 1.

Then it can be shown that T maps X into itself and that


3
kT (f ) − T (g)k∞ ≤ kf − gk∞ .
4
Hence, by the contraction mapping theorem, there exists h ∈ X such that
T (h) = h. It can be shown then that h is nowhere differentiable.
The aim of the present article is to show the existence of continuous but
nowhere differentiable functions, without exhibiting one. The proof, follow-
ing the ideas of Banach [1] and Mazurkiewicz [5], uses the Baire category
theorem which can be stated as follows.

Theorem 1.1 (Baire)Let X be a complete metric space. If {Un }∞


n=1 is a
sequence of open and dense sets in X, then

∩∞
n=1 Un

is also dense in X. 

Equivalently, a complete metric space cannot be the countable union of a


family of closed and nowhere dense sets. In technical parlance, a complete
metric space is said to be of the ‘second category’ (the first category being
topological spaces which are countable unions of closed and nowhere dense

3
sets), and hence the word ‘category’ in the name of the theorem. For a
proof, see any text on functional analysis (for instance, see Ciarlet [2] or
Kesavan [4]).
Baire’s theorem is the corner stone of the famous trinity of theorems in
functional analysis, viz. the uniform boundedness principle, the open map-
ping theorem and the closed graph theorem. As a consequence of the uniform
boundedness principle, we can show that for a large class of continuous func-
tions, the Fourier series diverges on a large set of points (see, for instance,
Kesavan [4]).
We will use Baire’s theorem to prove the existence of nowhere differen-
tiable functions in C[0, 1]. This approach also shows that the class of such
functions is quite large. Our presentation is an adaptation of that found in
Ciarlet [2].

2 Approximation by smooth functions


A celebrated theorem of Weierstrass states that any continuous function on
[0, 1] can be uniformly approximated by polynomials. To make this presenta-
tion as self-contained as possible, we will prove a slightly weaker result which
is enough for our purposes, viz. that any continuous function on [0, 1] can be
uniformly approximated by smooth functions.
Consider the function
(
− 1
ρ(x) = e 1−|x|2 , if |x| < 1,
0, if |x| ≥ 1.
It is not difficult to see that this defines a C ∞ function on R whose support is
the closed ball centered at the origin and with unit radius. For ε > 0, define
x
−1
ρε (x) = (kε) ρ
ε
where

Z 1Z
k = ρ(x) dx = ρ(x) dx.
−∞ −1
Then, it is easy to see that ρε is also C ∞ and its support is the closed ball
centered at the origin with radius ε. Further
Z ∞ Z ε
ρε (x) dx = ρε (x) dx = 1.
−∞ −ε

4
Recall that if f and g are continuous real-valued functions defined on R,
with one of them having compact support, the convolution product f ∗ g
defined by
Z ∞ Z ∞
(f ∗ g)(x) = f (x − y)g(y) dy = g(x − y)f (y) dy
−∞ −∞

is well defined and is a continuous function. Further, if one of them is in


C k (R), then f ∗ g ∈ C k (R) for any 1 ≤ k ≤ ∞. If supp(F ) denotes the
support of a function F , then

supp(f ∗ g) ⊂ supp(f ) + supp(g)

where, for subsets A and B of R, we define

A + B = {x + y | x ∈ A, y ∈ B}.

Proposition 2.1 Let f : R → R be a continuous function with compact


support. Then ρε ∗ f converges uniformly to f as ε → 0.
Proof: Let K be the support of f . Then K is a compact subset of R.
Without loss of generality, we can assume 0 < ε < 1 so that ρε ∗ f is a C ∞
function with support contained in the fixed compact set

{x ∈ R | |x| ≤ 1} + K.

Clearly f is uniformly continuous and so, given η > 0, there exists δ > 0
such that |f (x) − f (y)| < η whenever |x − y| < δ. Now, since the integral of
ρε is unity, we can write
Z ε
(ρε ∗ f )(x) − f (x) = (f (x − y) − f (x))ρε (y) dy.
−ε

Thus, if ε < δ then


Z ε
|(ρε ∗ f )(x) − f (x)| ≤ |f (x − y) − f (x)|ρε (y) dy ≤ η
−ε

for all x and this completes the proof. 


Corollary 2.1 Let f ∈ C[0, 1]. Then f can be uniformly approximated by
smooth functions.

5
Proof: Given f ∈ C[0, 1], we can extend it to a continuous function with
compact support in R. For example, define


 0, if x < −1 or if x > 2,
(x + 1)f (0), if x ∈ [−1, 0],

fe(x) =

 f (x), if x ∈ [0, 1],
(2 − x)f (1), if x ∈ [1, 2].

−1 0 1 2

Now fe can be uniformly approximated by smooth functions in R and so their


restrictions to [0, 1] will approximate f uniformly on [0, 1]. 
Proposition 2.2 Let f ∈ C[0, 1]. Let ε > 0 and n, a positive integer, be
given. Then there exists a piecewise linear continuous function g, defined on
[0, 1] such that kf − gk∞ < ε and such that |g 0 (t)| > n at all points where the
derivative exists.
Proof: In view of the corollary above, we can assume that f is a smooth
function defined on [0, 1].
Step 1. Since f is smooth, f 0 is bounded in [0, 1]. Let |f 0 (x)| ≤ M for all
x ∈ [0, 1]. Since f is continuous on [0, 1], it is uniformly continuous and so
there exists δ > 0 such that, whenever |x − y| < δ, we have |f (x) − f (y)| < 4ε .
Now, choose h > 0 such that
 
ε
h < min δ, .
2(M + n)
Step 2. Now choose a partition

P : 0 = t0 < t1 < · · · < tk = 1

such that
max (ti+1 − ti ) ≤ h.
0≤i≤k−1

6
Let g : [0, 1] → R be a piecewise linear and continuous function, defined on
each sub-interval [ti , ti+1 ], 0 ≤ i ≤ k − 1, as follows:
g(ti ) = f (ti ) + (−1)i 4ε ,

g(ti+1 ) = f (ti+1 ) + (−1)i+1 4ε ,


ti+1 −t t−ti
g(t) = ti+1 −ti
g(ti ) + ti+1 −ti
g(ti+1 ), ti < t < ti+1 .
The function g is differentiable except at the points {t1 , · · · , tk−1 }.

Step 3. For t ∈ [ti , ti+1 ], 0 ≤ i ≤ k − 1, we have


ti+1 − t t − ti
g(t) − f (t) = (g(ti ) − f (t)) + (g(ti+1 ) − f (t))
ti+1 − ti ti+1 − ti
so that
ε
|g(t) − f (t)| ≤ |f (ti ) − f (t)| + |f (ti+1 ) − f (t)| + < ε
2
since |t − ti | and |t − ti+1 | are both less than, or equal to h < δ. Thus, it
follows that kf − gk∞ < ε.
Step 4. For any t ∈ (ti , ti+1 ), 0 ≤ i ≤ k − 1, we have
f (ti+1 ) − f (ti ) + (−1)i+1 2ε (−1)i+1 2ε
g 0 (t) = = f 0 (ξi ) +
ti+1 − ti ti+1 − ti
where ξi ∈ (ti , ti+1 ). Thus, by our choice of h, we have
(−1)i+1 ε
|g 0 (t)| = ti+1 −ti
2
+ f 0 (ξi )
≥ 2(ti+1ε −ti ) − |f 0 (ξi )|
ε
≥ 2h −M
> n
which completes the proof. 

7
3 The main result
Proposition 3.1 Let f ∈ C[0, 1] be differentiable at some point a ∈ [0, 1].
Then, there exists a positive integer N such that

f (a + h) − f (a)
sup ≤ N.
h6=0 h

Proof: Since f is differentiable at a ∈ [0, 1], there exists h0 > 0 such that
for all 0 < |h| ≤ h0 , we have

f (a + h) − f (a)
− f 0 (a) ≤ 1.
h

Thus, for all 0 < |h| ≤ h0 , we have

f (a + h) − f (a)
≤ 1 + |f 0 (a)|.
h

If |h| ≥ h0 , then trivially

f (a + h) − f (a) 2kf k∞
≤ .
h h0

Thus we only need to take


 
2kf k∞
0
N ≥ max 1 + |f (a)|, .
h0

Let us now define, for each positive integer n,


 
f (a + h) − f (a)
An = f ∈ C[0, 1] | sup ≤ n for some a ∈ [0, 1] .
h6=0 h

Proposition 3.2 For each positive integer n, the set An is closed in C[0, 1].

Proof: Let {fk } be a sequence in An such that fk → f in C[0, 1]. Then,


there exists a sequence {ak } in [0, 1] such that, for each k,

fk (ak + h) − fk (ak )
sup ≤ n.
h6=0 h

8
Let {akl } be a convergent subsequence, converging to a ∈ [0, 1].
Let h 6= 0 be given. Choose hkl such that akl + hkl = a + h.Thus the
sequence {hkl } converges to h 6= 0 and so we may assume, without loss of
generality, that it is a sequence of non-zero real numbers. Now
|f (a + h) − fkl (akl + hkl )| = |(f − fkl )(a + h)| ≤ kf − fkl k∞ .
Also
|f (a)−fkl (akl )| ≤ |f (a)−f (akl )|+|f (akl )−fkl (akl )| ≤ |f (a)−f (akl )|+kf −fkl k∞ .
By the continuity of f and the convergence of {fkl } to f , we then deduce
that
f (a + h) − f (a) fkl (akl + hkl ) − fkl (akl )
= lim ≤n
h l→∞ hkl
which shows that f ∈ An as well, which completes the proof. 
Proposition 3.3 For each positive integer n, the set An has empty interior.
Proof: Given ε > 0, a positive integer n and a function f ∈ An , let g be
constructed as in the proof of Proposition 2.2. Then it is clear that the ball
centered at f and of radius ε in C[0, 1] contains g and that g 6∈ An . This
completes the proof. 
We can now prove the main theorem.
Theorem 3.1 There exist continuous functions on the interval [0, 1] which
are nowhere differentiable. In fact the collection of all such functions forms
a dense subset of C[0, 1].
Proof: By Baire’s theorem and the two preceding propositions, it follows
that
C[0, 1] 6= ∪∞
n=1 An .

From the definition of the sets An and from Proposition 3.1, it follows that
every function in
C[0, 1]\ ∪∞ ∞
n=1 An = ∩n=1 (C[0, 1]\An )

is nowhere differentiable and also that this set is dense, since it is the count-
able intersection of open dense sets. 
In particular, it follows that every continuous function on [0, 1], irrespec-
tive of its smoothness, is the uniform limit of functions that are nowhere
differentiable!

9
References
[1] Banach, S. Über die baire’sche Kategorie gewisser Funktionen mengen,
Studia Math., 3, pp. 174-179, 1931.

[2] Ciarlet, P. G. Linear and Nonlinear Functional Analysis with Applica-


tions, SIAM, 2013.

[3] Hardy, G. H. Weierstrass’ non-differentiable function, Trans. Amer.


Math. Soc., 17, 1916, pp.301-325.

[4] Kesavan, S. Functional Analysis, TRIM Series No. 52, Hindustan Book
Agency, 2009.

[5] Mazurkiewicz, S. Sur les fonctions non dérivables, Studia Math., 3, pp.
92-94, 1931.

[6] Pinkus, A. Weierstrass and approximation theory, J. Approx. Th., 107,


2000, pp.1 - 66.

[7] Rudin, W. Principles of Mathematical Analysis, McGraw-Hill, Second


Edition, International Student Edition, 1964.

10

You might also like