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A function differentiable on [0,1] whose derivative is unbounded, hence not Riemann integrable

Statement refuted

False claim: if G:[0,1]→R is differentiable at every point of [0,1] (The derivative f′(c)=lim⁡x→cf(x)−f(c)x−c of f:A→R at a point c∈A that is a limit point of A, and differentiability on a set), then G′ is Riemann integrable on [0,1] (so that ∫01G′=G(1)−G(0) makes sense).

The claim is false. Put

ϕ(t)  :=  t2(1−t)2(t∈R),

a polynomial with ϕ(0)=ϕ(1)=0 and ϕ′(0)=ϕ′(1)=0, and for n∈N set

αn:=1ι(n+2),hn:=1ι(n+2)4,cn:=1ι(n+2)2,βn:=αn+hn,In:=[αn,βn]

(The canonical natural ι(n)=n⋅1F of a field, Integer powers am). The intervals In are pairwise disjoint and lie in (0,1], and

G:[0,1]→R,G(x)  :=  {cn ϕ ⁣(x−αnhn)x∈In for some n,0otherwise

is differentiable at every point of [0,1], while

G′ ⁣(αn+14hn)  =  316 ι(n+2)2,

so G′ is unbounded on [0,1] and therefore has no Darboux sums at all (For bounded f on [a,b] and a partition P: the infimum mi and supremum Mi of f on the i-th subinterval, and the lower and upper Darboux sums L(f,P)=∑imiΔi and U(f,P)=∑iMiΔi) and is not Riemann integrable.

The construction is entirely polynomial, and deliberately so. The classical witness is x2sin⁡(1/x2); the trigonometric functions are built on a later page of this library, so a bump glued from a single quartic is used instead. Only one bump is nonzero near any point of (0,1], so no series converges anywhere in the argument and no limit function is formed.

Facts & Assumptions

Given: The polynomial ϕ(t)=t2(1−t)2, the numbers αn,hn,cn,βn and intervals In above, the function G above, and a real ε>0.

[L3]

ι(n+2)≥2>1, ι is increasing on N, ι(m)<ι(n) for m<n, and for every real w there is a natural n with w<ι(n+2); also ι(n)k≥ι(n) for k≥1 when ι(n)≥1 (The canonical natural ι(n)=n⋅1F of a field, Canonical naturals are positive and strictly increasing, Every complete ordered field is Archimedean, For every ε>0 in a complete ordered field there is a natural n≥1 with 1/n<ε, Monotonicity of x↦xn and of n↦an, claims 3 and 4).

[L8]
[L9]

Ordered-field arithmetic: t(1−t)≤1/4 for every real t, since (t−1/2)2≥0; a positive real has a positive inverse; multiplying an inequality by a positive real preserves it; the order is total and transitive (Ordered field, Complete ordered field (least-upper-bound property), Monotonicity of x↦xn and of n↦an, claim 1).

[L10]

If H is differentiable at every point of [p,q] with H′ integrable there, then ∫pqH′=H(q)−H(p) (The second fundamental theorem: if G is differentiable on [a,b] with G′=f and f is integrable, then ∫abf=G(b)−G(a)).

Counterexample

technique · direct
1.1L1L9

By [L1], ϕ is differentiable everywhere with ϕ′(t)=2t(1−t)2−2t2(1−t)=2t(1−t)(1−2t); in particular ϕ(0)=ϕ(1)=0 and ϕ′(0)=ϕ′(1)=0, and ϕ′(1/4)=2⋅14⋅34⋅12=316.

1.2L9

For t∈[0,1], 0≤ϕ(t)=(t(1−t))2≤(1/4)2=1/16, by [L9].

1.3givenL3L9

Each αn,hn,cn is a positive real, hn≤αn and cn≤αn because ι(n+2)>1, and αn≤1/2; so In⊆(0,1], since βn=αn+hn≤2αn≤1.

2.1step 1.3L3L9

The In are pairwise disjoint. For n≥1, αn−1−αn=1/(ι(n+1)ι(n+2)) while hn=1/ι(n+2)4, and ι(n+2)4>ι(n+1)ι(n+2) because ι(n+2)3≥2 ι(n+2)>ι(n+1) by [L3]; so βn<αn−1. Since (αn) is strictly decreasing, m<n gives βn<αn−1≤αm, and In lies strictly below Im.

2.2step 1.1L1L2construct

For each n define the polynomial Φn(y):=cn ϕ((y−αn)/hn) on R. By [L1] and [L2] it is differentiable everywhere with Φn′(y)=(cn/hn) ϕ′((y−αn)/hn), and Φn(αn)=Φn(βn)=0, Φn′(αn)=Φn′(βn)=0 by step 1.1.

2.3step 1.3L3L9choose

Differentiability at a point of (0,1] outside every In. Let x∈(0,1] with x∉Im for every m. By [L3] fix N with 2/x<ι(N+2), so 2/ι(N+2)<x; for m≥N, βm≤2αm=2/ι(m+2)≤2/ι(N+2)<x by step 1.3 and [L3].

3.1step 2.1given

So G is a well-defined function on [0,1], no x lying in two of the In.

3.2step 2.1L3

Gaps around the endpoints. For each n, (βn+1,αn) meets no Im: for m≤n one has αm≥αn by step 2.1, and for m≥n+1 one has βm≤βn+1, again by step 2.1. Likewise (βn,αn−1) meets no Im for n≥1, and (β0,1] meets none.

3.3step 2.3L8L9choose

The finitely many closed intervals I0,…,IN−1 do not contain x, so each of the positive reals ∣x−αm∣ and ∣x−βm∣ for m<N, together with x−2/ι(N+2), forms a nonempty finite set of positive reals; let ρ be its least element, which is positive by [L8].

4.1step 3.1step 2.2L9

G agrees with Φn on In and with the zero function off ⋃mIm; in particular G(αn)=G(βn)=0 and G≥0 everywhere.

5.1step 2.2step 4.1L5L6L8

Differentiability at an interior point of a bump. Let x∈(αn,βn). The difference quotients of G and of Φn at x agree on the punctured neighbourhood 0<∣y−x∣<min⁡{x−αn, βn−x} inside [0,1], so by [L5] and step 2.2, G is differentiable at x with G′(x)=Φn′(x).

5.2step 2.2step 4.1step 3.2L4L5L6

Differentiability at a left endpoint αn. On the right, G agrees with Φn on [αn,βn] and G(αn)=Φn(αn), so the right-hand limit of the difference quotient is Φn′(αn)=0 by [L5] and step 2.2. On the left, G vanishes on (βn+1,αn] by step 3.2 and step 4.1, so the quotient is identically 0 there and its left-hand limit is 0. By [L4], G′(αn)=0.

5.3step 2.2step 4.1step 3.2L4L5L6

Differentiability at a right endpoint βn. Symmetrically: on the left G agrees with Φn, giving limit Φn′(βn)=0; on the right G vanishes on [βn,αn−1) when n≥1 and on [β0,1] when n=0, by step 3.2, giving limit 0. By [L4], G′(βn)=0.

5.4step 2.3step 3.3step 4.1L5L6

Then G vanishes on (x−ρ,x+ρ)∩[0,1], so its difference quotient at x is identically 0 there and G′(x)=0 by [L5] and [L6].

5.5step 1.2step 4.1L9

Differentiability at 0. For y∈(0,1]: if y∉⋃mIm then G(y)/y=0; and if y∈Im then 0≤G(y)≤cm/16 by step 1.2 and step 4.1 and y≥αm, so 0≤G(y)/y≤cm/(16 αm)=1/(16 ι(m+2)).

6.1step 5.5L3L9choose

Given ε>0, fix by [L3] a natural N with 1/ε<ι(N+2) and put δ:=αN>0. If 0<y<δ and y∈Im then αm≤y<αN, so ι(N+2)<ι(m+2) by [L3], and step 5.5 gives ∣G(y)/y∣≤1/(16 ι(m+2))<ε; otherwise G(y)/y=0.

6.2step 1.1step 2.2step 5.1L3L9

G′ is unbounded. Put un:=αn+hn/4, an interior point of In; by step 5.1 and step 2.2, G′(un)=(cn/hn)ϕ′(1/4)=ι(n+2)2⋅316, using cn/hn=ι(n+2)4/ι(n+2)2=ι(n+2)2. Given a real M≥0, [L3] supplies n with 163M<ι(n+2)≤ι(n+2)2, so G′(un)>M.

7.1step 6.1L6

So the difference quotient of G at 0, which is y↦G(y)/y on (0,1], tends to 0; hence G is differentiable at 0 with G′(0)=0 by [L6].

8.1step 5.1step 5.2step 5.3step 5.4step 7.1L9

By steps 5.1, 5.2, 5.3, 5.4 and 7.1, G is differentiable at every point of [0,1]: every x is either 0, or an interior point of some In, or an endpoint of some In, or a point of (0,1] outside every In.

9.1step 8.1step 6.2L7L10∎

Hence G′ is a function on [0,1] that is not bounded, so it has no Darboux sums and is not Riemann integrable on [0,1] by [L7]; the claim is false, and ∫01G′ is an undefined symbol, so [L10] gives nothing here.

Remarks

  • Only one bump is active near any point of (0,1], and that is what makes every step finite. The intervals In accumulate only at 0, so a point of (0,1] has a neighbourhood meeting at most one of them (steps 3.2 and 3.3), and the only place where infinitely many bumps are seen at once is the origin, where step 5.5 controls all of them by a single estimate. No series is summed anywhere.

  • The two exponents are what the construction turns on. Differentiability at 0 needs cn/αn→0, and unboundedness of G′ needs cn/hn→∞; with αn=1/ι(n+2) the choices cn=αn2 and hn=αn4 give cn/αn=αn→0 and cn/hn=αn−2→∞. Any pair of exponents with the same two properties would do; these are verified explicitly in steps 6.1 and 6.2 because the construction is only as good as those two inequalities.

  • What this refutes and what it does not. It refutes the claim that every derivative is Riemann integrable, hence the naive reading of The second fundamental theorem: if G is differentiable on [a,b] with G′=f and f is integrable, then ∫abf=G(b)−G(a) with its integrability hypothesis deleted. It says nothing about whether G′ has a primitive — it does, namely G — and nothing about the sharp class of functions for which ∫abG′=G(b)−G(a) holds, whose later Lebesgue-integral formulation is proved under Countable Choice and Dependent Choice in Fundamental theorem of calculus for absolutely continuous functions ↗.

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