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A convex function on an open interval is differentiable except at at most countably many points
Statement
If is convex on an open interval, then the set of points at which is not differentiable is at most countable.
Facts & Assumptions
Given: A convex on an open interval.
A convex function on an open interval has finite left and right derivatives everywhere, and for they satisfy the ordered one-sided-derivative chain (A convex function on an open interval has finite left and right derivatives everywhere, with for ).
The discontinuity set of a monotone real function on an interval is at most countable (Froda's theorem: the set of discontinuities of a monotone function on an interval is at most countable, the injection into being built from one fixed enumeration of the rationals by least index, so no choice principle is used).
A convex real function is continuous throughout an open interval on which it is convex (A convex real function is Lipschitz on every closed bounded subinterval of the interior of its domain, hence continuous throughout the interior).
Proof
Put . The order chain in [L1] gives whenever , so is nondecreasing.
For , [L1] gives . Conversely, if , [L1] gives . Letting , continuity from [L3] gives ; then letting gives . Since , nondifferentiability of at makes discontinuous there.
Froda's theorem makes the discontinuity set of at most countable, and step 1.2 places every nondifferentiability point of in that set.
Depends on
- A convex function on an open interval has finite left and right derivatives everywhere, with $f'_-(u)\le f'_+(u)\le (f(v)-f(u))/(v-u)\le f'_-(v)\le f'_+(v)$ for $u<v$
- A convex real function is Lipschitz on every closed bounded subinterval of the interior of its domain, hence continuous throughout the interior
- Froda's theorem: the set of discontinuities of a monotone function on an interval is at most countable, the injection into $\mathbb{N}$ being built from one fixed enumeration of the rationals by least index, so no choice principle is used
- Nondecreasing, increasing (strictly increasing), nonincreasing, decreasing, monotone and strictly monotone real functions on a subset of $\mathbb{R}$, with the dictionary to monotone sequences
Used by
Nothing in the library uses this result yet.
Dependency tree · next 3 levels
Direct dependencies and their dependencies through the next three levels: 81 results over 17 levels. An arrow runs from a result to what uses it, and this result sits at the bottom with a heavier outline. Click the chart to enlarge it.
Sources
- R. Gardner, Convex Functions, Notes 6.6 (standard reference, not scraped)