5.2 Continuity and differentiability

Differentiability makes precise the notion of a ‘smooth’ graph. If a function is differentiable, so that its graph is smooth, then it is reasonable to expect that the graph should not have any breaks. In other words, any differentiable function should be continuous. This is indeed the case for all the examples of differentiable functions we saw in Section 5.1 and we now show it is true in general.

Theorem 5.20.

Let II\subseteq\mathbb{R} be an open interval and suppose f:If\colon I\to\mathbb{R} is differentiable at aIa\in I. Then ff is continuous at aa.

By the contrapositive of Theorem 5.20, if ff is not continuous, then ff is not differentiable. We illustrate this in Figure 5.7, which shows the failure of differentiability in the presence of a jump discontinuity.

Figure 5.7: An illustration of Theorem 5.20. The function is not continuous at 0. For h>0h>0, we see that the secant line through (0,f(0))(0,f(0)) and (h,f(h))(h,f(h)) has steeper and steeper gradient as hh gets small. We can use this to show ff is not differentiable at 0.

To prove Theorem 5.20, we introduce the following useful lemma, which is essentially a mild reformulation of the definition of the derivative.

Lemma 5.21.

Let II\subseteq\mathbb{R} be an open interval and f:If\colon I\to\mathbb{R} be differentiable at aa. Then

(5.9) (5.9) F:I;F(x):={f(x)f(a)xaif xI{a},f(a)if x=aF\colon I\to\mathbb{R};\qquad F(x):=\begin{cases}\displaystyle\frac{f(x)-f(a)}% {x-a}&\text{if $x\in I\setminus\{a\}$,}\\ f^{\prime}(a)&\text{if $x=a$}\end{cases}

is continuous at aa and satisfies f(x)=F(x)(xa)+f(a)f(x)=F(x)(x-a)+f(a) for all xIx\in I.

Exercise 5.22.

Give an interpretation of the definition of FF from (5.9): in particular, for xIx\in I, what does the value F(x)F(x) measure? Illustrate your interpretation with a figure.

Proof.

Since ff is differentiable at aa, using the formulation of the definition of the derivative from Remark 5.3, it follows that

limxaF(x)=limxaf(x)f(a)xa=f(a)=F(a).\lim_{x\to a}F(x)=\lim_{x\to a}\frac{f(x)-f(a)}{x-a}=f^{\prime}(a)=F(a).

Thus, by definition, FF is continuous at aa.

Moreover, the equation f(x)=F(x)(xa)+f(a)f(x)=F(x)(x-a)+f(a) is satisfied for all xIx\in I. When x=ax=a it reduces to f(a)=f(a)f(a)=f(a) which is trivially true. For xax\neq a the equation is simply a rearranged form of the definition of FF in that case. ∎

Exercise 5.23.

Compare Lemma 5.21 to our discussion of the function sinc\mathrm{sinc} from Example 4.44. How are they related?

Proof (of Theorem 5.20).

By Lemma 5.21, there exists a function F:IF\colon I\to\mathbb{R} which is continuous at aa with F(a)=f(a)F(a)=f^{\prime}(a) and satisfies

f(x)=F(x)(xa)+f(a)for all xI.f(x)=F(x)(x-a)+f(a)\qquad\text{for all $x\in I$.}

By the limit laws, it follows that

limxaf(x)=limxaF(x)(xa)+f(a)=F(a)0+f(a)=f(a).\lim_{x\to a}f(x)=\lim_{x\to a}F(x)(x-a)+f(a)=F(a)\cdot 0+f(a)=f(a).

Thus, by definition ff is continuous at aa. ∎

It is important to note that the converse of Theorem 5.20 does not hold. That is, not every continuous function is differentiable. Indeed, we have already seen multiple examples of continuous functions which fail to be differentiable, such as the function f(x):=|x|f(x):=|x| from Example 5.7.