Darboux theorem (analysis)

In mathematics, Darboux’s theorem is a theorem in real analysis, named after Jean Gaston Darboux. It states that every function that results from the differentiation of another function has the intermediate value property: the image of an interval is also an interval.

When ƒ is continuously differentiable (ƒ in C1([a,b])), this is a consequence of the intermediate value theorem. But even when ƒ′ is not continuous, Darboux’s theorem places a severe restriction on what it can be.

1 Darboux’s theorem

Let {\displaystyle I}I be a closed interval, {\displaystyle f\colon I\to \mathbb {R} }f\colon I\to \mathbb{R} be a real-valued differentiable function. Then {\displaystyle f’}f’ has the intermediate value property: If {\displaystyle a}a and {\displaystyle b}b are points in {\displaystyle I}I with {\displaystyle a<b}a<b, then for every {\displaystyle y}y between {\displaystyle f’(a)}f’(a) and {\displaystyle f’(b)}f’(b), there exists an {\displaystyle x}x in {\displaystyle [a,b]}[a,b] such that {\displaystyle f’(x)=y}f’(x)=y.[1][2][3]

2 Proofs

Proof 1. The first proof is based on the extreme value theorem.

If {\displaystyle y}y equals {\displaystyle f’(a)}f’(a) or {\displaystyle f’(b)}f’(b), then setting {\displaystyle x}x equal to {\displaystyle a}a or {\displaystyle b}b, respectively, gives the desired result. Now assume that {\displaystyle y}y is strictly between {\displaystyle f’(a)}f’(a) and {\displaystyle f’(b)}f’(b), and in particular that {\displaystyle f’(a)>y>f’(b)}f’(a)>y>f’(b). Let {\displaystyle \varphi \colon I\to \mathbb {R} }{\displaystyle \varphi \colon I\to \mathbb {R} } such that {\displaystyle \varphi (t)=f(t)-yt}{\displaystyle \varphi (t)=f(t)-yt}. If it is the case that {\displaystyle f’(a)<y<f’(b)}{\displaystyle f’(a)<y<f’(b)} we adjust our below proof, instead asserting that {\displaystyle \varphi }\varphi has its minimum on {\displaystyle [a,b]}[a,b].

Since {\displaystyle \varphi }\varphi is continuous on the closed interval {\displaystyle [a,b]}[a,b], the maximum value of {\displaystyle \varphi }\varphi on {\displaystyle [a,b]}[a,b] is attained at some point in {\displaystyle [a,b]}[a,b], according to the extreme value theorem.

Because {\displaystyle \varphi ‘(a)=f’(a)-y>0}{\displaystyle \varphi ‘(a)=f’(a)-y>0}, we know {\displaystyle \varphi }\varphi cannot attain its maximum value at {\displaystyle a}a. (If it did, then {\displaystyle (\varphi (t)-\varphi (a))/(t-a)\leq 0}{\displaystyle (\varphi (t)-\varphi (a))/(t-a)\leq 0} for all {\displaystyle t\in (a,b]}{\displaystyle t\in (a,b]}, which implies {\displaystyle \varphi '(a)\leq 0}{\displaystyle \varphi '(a)\leq 0}.)

Likewise, because {\displaystyle \varphi ‘(b)=f’(b)-y<0}{\displaystyle \varphi ‘(b)=f’(b)-y<0}, we know {\displaystyle \varphi }\varphi cannot attain its maximum value at {\displaystyle b}b.

Therefore, {\displaystyle \varphi }\varphi must attain its maximum value at some point {\displaystyle x\in (a,b)}x\in (a,b). Hence, by Fermat’s theorem, {\displaystyle \varphi ‘(x)=0}{\displaystyle \varphi ‘(x)=0}, i.e. {\displaystyle f’(x)=y}f’(x)=y.

Proof 2. The second proof is based on combining the mean value theorem and the intermediate value theorem.[1][2]

Define {\displaystyle c={\frac {1}{2}}(a+b)}{\displaystyle c={\frac {1}{2}}(a+b)}. For {\displaystyle a\leq t\leq c,}{\displaystyle a\leq t\leq c,} define {\displaystyle \alpha (t)=a}{\displaystyle \alpha (t)=a} and {\displaystyle \beta (t)=2t-a}{\displaystyle \beta (t)=2t-a}. And for {\displaystyle c\leq t\leq b,}{\displaystyle c\leq t\leq b,} define {\displaystyle \alpha (t)=2t-b}{\displaystyle \alpha (t)=2t-b} and {\displaystyle \beta (t)=b}{\displaystyle \beta (t)=b}.

Thus, for {\displaystyle t\in (a,b)}{\displaystyle t\in (a,b)} we have {\displaystyle a\leq \alpha (t)<\beta (t)\leq b}{\displaystyle a\leq \alpha (t)<\beta (t)\leq b}. Now, define {\displaystyle g(t)={\frac {(f\circ \beta )(t)-(f\circ \alpha )(t)}{\beta (t)-\alpha (t)}}}{\displaystyle g(t)={\frac {(f\circ \beta )(t)-(f\circ \alpha )(t)}{\beta (t)-\alpha (t)}}} with {\displaystyle a<t<b}{\displaystyle a<t<b}. {\displaystyle ,g}{\displaystyle ,g} is continuous in {\displaystyle (a,b)}(a,b).

Furthermore, {\displaystyle g(t)\rightarrow {f}‘(a)}{\displaystyle g(t)\rightarrow {f}’(a)} when {\displaystyle t\rightarrow a}{\displaystyle t\rightarrow a} and {\displaystyle g(t)\rightarrow {f}‘(b)}{\displaystyle g(t)\rightarrow {f}’(b)} when {\displaystyle t\rightarrow b}{\displaystyle t\rightarrow b}; therefore, from the Intermediate Value Theorem, if {\displaystyle y\in ({f}‘(a),{f}’(b))}{\displaystyle y\in ({f}‘(a),{f}’(b))} then, there exists {\displaystyle t_{0}\in (a,b)}{\displaystyle t_{0}\in (a,b)} such that {\displaystyle g(t_{0})=y}{\displaystyle g(t_{0})=y}. Let’s fix {\displaystyle t_{0}}t_{0}.

From the Mean Value Theorem, there exists a point {\displaystyle x\in (\alpha (t_{0}),\beta (t_{0}))}{\displaystyle x\in (\alpha (t_{0}),\beta (t_{0}))} such that {\displaystyle {f}‘(x)=g(t_{0})}{\displaystyle {f}’(x)=g(t_{0})}. Hence, {\displaystyle {f}‘(x)=y}{\displaystyle {f}’(x)=y}.

3 Darboux function

A Darboux function is a real-valued function ƒ which has the “intermediate value property”: for any two values a and b in the domain of ƒ, and any y between ƒ(a) and ƒ(b), there is some c between a and b with ƒ© = y.[4] By the intermediate value theorem, every continuous function on a real interval is a Darboux function. Darboux’s contribution was to show that there are discontinuous Darboux functions.

Every discontinuity of a Darboux function is essential, that is, at any point of discontinuity, at least one of the left hand and right hand limits does not exist.

An example of a Darboux function that is discontinuous at one point is the topologist’s sine curve function:

{\displaystyle x\mapsto {\begin{cases}\sin(1/x)&{\text{for }}x\neq 0,\0&{\text{for }}x=0.\end{cases}}}{\displaystyle x\mapsto {\begin{cases}\sin(1/x)&{\text{for }}x\neq 0,\0&{\text{for }}x=0.\end{cases}}}
By Darboux’s theorem, the derivative of any differentiable function is a Darboux function. In particular, the derivative of the function {\displaystyle x\mapsto x^{2}\sin(1/x)}x\mapsto x^{2}\sin(1/x) is a Darboux function even though it is not continuous at one point.

An example of a Darboux function that is nowhere continuous is the Conway base 13 function.

Darboux functions are a quite general class of functions. It turns out that any real-valued function ƒ on the real line can be written as the sum of two Darboux functions.[5] This implies in particular that the class of Darboux functions is not closed under addition.

A strongly Darboux function is one for which the image of every (non-empty) open interval is the whole real line. The Conway base 13 function is again an example.[4]