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If $$\lim_{x \to 0} \frac{f(x)}{x^N} = 0,$$ does that automatically ensure that $f$ has an $N^\text{th}$ derivative at $0$? Noting that that would require an $(N-1)^\text{st}$ derivative in an interval around $0$, it seems unlikely to me that this implication is true, but I also can't find a counterexample.

Note that the corresponding question for a more general Taylor polynomial would be: does $$\lim_{\Delta x \to 0} \frac{f(x_0+\Delta x)-g(x_0 + \Delta x)}{(\Delta x)^N} = 0,$$ with $g$ a degree $N$ polynomial, force $f$ to be $N$ times differentiable at $x_0$ with Taylor polynomial $g(x)$? This question is equivalent by an appropriate substitution.

Note that the statement is true for $N=1$, and can be considered true for $N=0$ if you define $0$ times differentiable at a point as continuous at that point. So a counterexample would have to be constructed for $N \ge 2$.

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Your question is related to a concept known as the Peano derivative.

Definition. For an open set $U\subset\mathbb{R}$ we say $f:U\to\mathbb{R}$ is $n$ times Peano differentiable at $a\in U$ if there exist $f_m(a)\in\mathbb{R}$ for all $m\leq n$ such that

$$\lim_{x\to a}\frac{f(x)-\sum_{m\leq n}\frac{f_m(a)}{m!}(x-a)^m}{(x-a)^n}=0$$

Example. A classic example is $f(x)=x^{n+1}\sin(x^{-n})$ for $n\in\mathbb{N}$ and $f(0)=0$.

It is an easy exercise that $f$ is $n$ times Peano differentiable at zero, by picking $f_m(0)=0$ for all $m\leq n$. For in that case,

$$\lim_{x\to0}\frac{x^{n+1}\sin(x^{-n})}{x^n}=\lim_{x\to0}x\sin(x^{-n})=0$$

But is $f$ differentiable up to degree $n$ at zero? Note the first derivative is $$f'(x)=(n+1)x^n\sin(x^{-n})-n\cos(x^{-n})$$ for $x\neq0$ and $f'(0)=0$. But this function is not even continuous at zero, so $f$ has no derivative of degree two or higher there.

History. The concept does date back to Peano, though many have forgotten it. See section 2.5, "Peano, de La Valleé Poussin and Generalized Derivatives" by Jean Mawhin in Giuseppe Peano between Mathematics and Logic, edited by Fulvia Skof.

  • I don't have the reference ready to hand, but Spivak broaches this phenomenon in one of the exercises in my edition of Calculus. That's where I first discovered the subtlety. – symplectomorphic May 19 '20 at 05:34
  • Ah, yes, here's the reference: the discussion of the subtlety is at the bottom of page 413 in Chapter 20 ("Approximation by Polynomial Functions") of the third edition. Spivak gives the example $f(x)=x^{n+1}$ for irrationals and zero otherwise. Problem 21, the last problem in the chapter, gives an example like mine. – symplectomorphic May 19 '20 at 05:42
  • Fantastic answer, thanks! I'll be sure to check out the Spivak reference. – Dustan Levenstein May 19 '20 at 13:12
  • great answer. @DustanLevenstein: take a look at https://math.stackexchange.com/a/3277470/568204 for the example by Spivak, in case you don't have a copy on hand (and see the references therein if you're interested in slightly similar questions) – peek-a-boo May 19 '20 at 16:54
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    @peek-a-boo: Thanks! Nice to see I’m not the only one on whom that passage in Spivak made an impression. I find the historical development fascinating. – symplectomorphic May 19 '20 at 17:40
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This is a bizarre way of doing it, so I'm hoping someone has a more instructive solution.

Define $f$ to be an even function on $(-1, 1)$ with $f(x) = x^n$ on $\left[\frac{1}{2^{n+1}}, \frac{1}{2^n}\right)$ and $f(0) = 0$.

Then, for any $N$, we have $\lim_{x\rightarrow 0} \frac{f(x)}{x^N} = 0$, but $f'$ can't exist on a neighborhood of zero, since $f$ is discontinuous on $\{\frac{1}{2^n}: n \in \mathbb{N}\}$.

Josh Keneda
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The problem can be solved by going to the basics.

The given limit condition is essentially an information about the behavior of the function $f$ in neighborhood of $0$ and thus is a local information. It can not be used to infer anything about the local behavior of function at some other point.

If we are also given that $f(0)=0$ then we can infer the continuity and differentiability of $f$ at $0$. But one can't in general infer anything about $f$ at other points (not even continuity let alone differentiability). The question of higher derivatives at $0$ does not arise because it requires the existence of derivatives in a neighborhood of $0$ and not at just $0$.

While studying analysis/calculus one should not in general assume more than what is available as standard result and things which can be proved using them. Unfortunately calculus is one subject where people assume many things without thinking through. An example: If derivative is positive on some interval then function is strictly increasing on that interval (True); people also assume the converse: If a differentiable function is strictly increasing on an interval then derivative is positive on that interval (False).

  • Nice comment about locality, but probably the most charitable interpretation of Dustan's question is whether the condition entails differentiability at zero even with strong global regularity assumptions, say $f$ being infinitely differentiable everywhere else. (The example in my answer shows that even in that case the condition is not enough.) – symplectomorphic May 20 '20 at 18:46