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I am trying to understand the connection between derivatives, the intermediate value property (IVP) and jump discontinuities.

In class we proved that if $f$ is a differentiable function on the interval $[a, b]$ such that $f'(a)f'(b) < 0$, then there exists a point $c \in (a, b)$ such that $f'(c) = 0$. we used this to prove darboux's theorem - under the same hypotheses as before, if i pick $\alpha$ between $f'(a)$ and $f'(b)$ then there exists $c \in (a, b)$ such that $f'(c) = \alpha$. this is the intermediate value property for derivatives.

Based on this result, it should follow that derivatives cannot have jump discontinuties. however, the IVP is not enough to claim a function does not have jump discontinuities - see: \begin{cases} 2 & 0 \leq x\leq 2 \\ -x+4 & 2 < x < 3 \\ 2 & x \geq 3 \end{cases} which satisfies IVP in $[0, 4]$ but has a jump discontinuity at $x = 3$. (Note: as was pointed out in the comments this might've been a bit ambiguous - here I specifically refer to the function $f(x)$ and not to its derivative)

my question is:

  • why does the IVP imply no jump discontinuities specifically for derivatives (and not in general, as in: why can't i make such a counterexample for derivatives)?

The only answer i could come up with is that in the general case, a function may satisfy the IVP in a "large enough" interval and not in a "smaller" interval - in the example i've made, the IVP is satisfied in $[0, 4]$ but not in $[2.5, 4]$ for instance. but if i'm working with a function which is differentiable on $[a, b]$, then it should also be differentiable on $[c, d] \subseteq [a, b]$, thus it should satisfy the IVP on any subinterval. i'm not sure this explanation satisfies me, though.

if my answer to the above question is correct, then the follow-up question is: are there any mistakes in this proof that $f$ satisfies the IVP in any subinterval $\implies$ $f$ has no jump discontinuities?

Suppose that $f$ has a jump discontinuity at $x_0$. Let $\lim_{x \rightarrow x_0^-} f(x) = L^-$ and $\lim_{x \rightarrow x_0^+} f(x) = L^+$ and suppose $L^- < L^+$. Then, for any $\epsilon_1$, $\epsilon_2$ there exists a left (right) neighborhood of $x_0$ where $|f(x) - L^-| < \epsilon_1$ ($|f(x) - L^+| < \epsilon_2$). Let $\alpha \in (L^-, L^+)\setminus{f(x_0)}$, and set $\epsilon_1 = \alpha - L^-$, $\epsilon_2 = L^+ - \alpha$. Then for all $x \in (x_0 - \delta_1, x_0)$ and $x \in (x_0, x_0 + \delta_2)$ we have $2L^- - \alpha < f(x) < \alpha$ and $\alpha < f(x) < 2L^+ + \alpha$. Setting $\delta = \min(\delta_1, \delta_2)$ yields $f(x) \neq \alpha$ for all $x \in (x_0 - \delta, x_0 + \delta)$, $x \neq x_0$. Since $f(x_0) \neq \alpha$, we have a contradiction.

thanks for your time!! i'm sure i have either been long winded or ambiguous in some of this question so i will apologise in advance. i am also aware the proof itself is very badly written, i'd appreciate any tips on that...

vagrant
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    You probably mean $f'(a) f'(b) < 0$ in the second paragraph. – Martin R Jul 02 '24 at 15:46
  • fixed. apologies! – vagrant Jul 02 '24 at 15:46
  • And yes, the important point is that derivatives have the IVP on any interval. – Martin R Jul 02 '24 at 15:48
  • I don't understand the claim "which satisfies IVP in $[0,4]$". How do I pick an $\alpha$ between $f'(2)$ and $f'(x>2)$ or pick an $\alpha$ between $f'(x < 3)$ and $f'(3)$? (And of course, the truly difficult, an $\alpha$ between $f'(2)$ and $f'(3)$?...) – Eric Towers Jul 02 '24 at 15:52
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    What do you call a "jump discontinuity"? A derivative can be discontinuous! cf https://math.stackexchange.com/questions/292275/discontinuous-derivative for instance – G. Fougeron Jul 02 '24 at 15:55
  • re: Eric Towers - good point, will fix in the main post but that was just meant to be an example of a function which (itself, not the derivative) satisfies the IVP but also exhibits a jump discontinuity

    re: G. Fougeron - i'm aware derivatives can be discontinuous. i'm just referring to how you would prove that they specifically have no jump discontinuities, i.e. discontinuities where the left and right hand limit at a point $x_0$ are finite but not equal to each other

    – vagrant Jul 02 '24 at 15:55
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    I guess you meant "f has right and left limits everywhere" by "no jump discontinuity". right? This is not true of derivatives in general, see the link I gave in the previous comment as a counterexample – G. Fougeron Jul 02 '24 at 15:57
  • @vagrant. Ok, got it. Beware, because as I said, the limits might not even exist. Also, check out this bad boy : https://en.wikipedia.org/wiki/Volterra%27s_function – G. Fougeron Jul 02 '24 at 16:01
  • re: G. Fougeron - interesting! one thing i'm curious about now is, do any functions with discontinuous derivatives generate functions similar to volterra's, or is it limited to $x^2sin(1/x)$? thanks for the replies by the way. very much appreciated – vagrant Jul 02 '24 at 16:08
  • The example you give is not an example of a function that has the IVP. You have $f(2.8)=1.2$ and $f(3)=2$, but no function value in between is say $1.5$. Functions that fulfill the IVP for just one or a few pairs of points are IMO not really interesting. The special thing about continous functions and derivates is that, if they exists in an interval, they have it for each pair of points in that interval. – Ingix Jul 02 '24 at 16:30
  • @vagrant : Not quite sure exactly what you're asking when you say "similar to volterra". What I can say is any discontinuous derivative will be very pathological precisely because of the theorem you're asking about. Maybe have a look at https://en.wikipedia.org/wiki/Darboux%27s_theorem_%28analysis%29 too, I found it quite enlightening. – G. Fougeron Jul 03 '24 at 10:44

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If $f$ is everywhere differentiable on the interval $(a,b)$, then any discontinuities of $f'$ must be of the oscillatory type. That is, if the right limit $f'(x+):=\lim_{t\to x, t>x}f'(t)$ and the left limit $f'(x-):=\lim_{t\to x, t<x}f'(t)$ both exist for a certain $x\in (a,b)$, then $f'(x+)=f'(x-)=f'(x)$. For example, if $f'(x+)<f'(x-)$, choose $\epsilon=[f'(x-)-f'(x+)]/3>0$. Then there is a $\delta>0$ so small that if $x-\delta<t<x$ then $|f'(t)-f'(x-)|<\epsilon$; and also if $x<t<x+\delta$ then $|f'(t)-f'(x+)|<\epsilon$. Thus, no real number in the interval $(x-\delta,x+\delta)$ (with the possible exception of $x$) takes values in $(f(x+)+\epsilon,f(x-)-\epsilon)$, in violation of the Intermediate Value Property of $f'$. The other ways in which $f'(x+), f'(x-), f'(x)$ could differ are handled similarly.

John Dawkins
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