For the rest of the chapter, let’s specialize to functions \(\mathbb{R}\to\mathbb{R}\text{;}\) the nitty gritty of extending the theorems in we state here to higher-dimensional normed spaces is more properly the subject of a second course in real analysis (such as MATH 3610).
If the function \(f':x\mapsto f'(x)\) is continuous, then we call \(f\) continuously differentiable. The set of all continuously differentiable functions with domain \(A\) is denoted \(\mathcal{C}^1(A)\text{.}\)
Consider the function \(g:\mathbb{R}\to\mathbb{R}\) given by \(g(x)=\begin{cases} x\sin\left(\frac{1}{x}\right)& \text{ if }x\neq 0\\0&\text{ if }x=0\end{cases}\text{.}\) Then \(g\) is continuous everywhere but not differentiable at \(x=0\text{.}\)
Consider the function \(h:\mathbb{R}\to \mathbb{R}\) given by \(h(x)=\begin{cases}x^2\sin\left(\frac{1}{x}\right)& \text{ if }x\neq 0\\0&\text{ if }x=0\end{cases}\text{.}\) Then \(h\) is differentiable everywhere but \(\displaystyle\lim_{x\to 0}h'(x)\) does not exist, so \(h\notin\mathcal{C}^1(\mathbb{R})\text{.}\)
Let \(f:\mathbb{R}\to\mathbb{R}\) be a differentiable function and \(a,b\in \mathbb{R}\text{.}\) If \(z\) is any number between \(f'(a)\) and \(f'(b)\text{,}\) then there is \(c\in [a,b]\) with \(f'(c)=z\text{.}\)
So we might say that Bolzano’s Intermediate Value Theorem says that continuous functions are Darboux and Darboux’s Theorem says that derivatives are Darboux.
It’s not hard to expand Example 6.3.4 to get a function which has a second derivative which fails to be continuous, a function which has a third derivative which fails to be continuous, etc. So we have the following tower of sets of functions:
\begin{align*}
\mathcal{C}^0(A)&=\left\{f\middle\vert f\text{ is continuous on }A\right\}\\
\mathcal{D}(A)&=\left\{f\middle\vert f\text{ is differentiable on }A\right\}\\
\mathcal{C}^1(A)&=\left\{f\middle\vert f\text{ is differentiable on }A\text{ and }f'\text{ is continuous on } A\right\}\\
\mathcal{D}^2(A)&=\left\{f\middle\vert f'\text{ is differentiable on }A\right\}\\
\mathcal{C}^2(A)&=\left\{f\middle\vert f'\text{ is differentiable on }A\text{ and }f''\text{ is continuous on } A\right\}\\
&\vdots
\end{align*}
Using Example 6.3.4 as a template, show each inclusion in this tower is strict. That is, for each inclusion come up with a function which lies in the larger set but not in the smaller one.