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Let $f:\mathbb R\to\mathbb R$ be:

  1. smooth, i.e., infinitely differentiable, and
  2. odd, i.e., $f(x)=-f(-x)$ for all $x$.

Let $g:\mathbb R\to\mathbb R$ be defined as

$$g(x):=\left\{ \matrix{f(x)/x, & x\neq 0 \\ \lim_{x\to 0} f(x)/x, & x=0} \right.$$

Must $g$ be smooth? In fact, is $g$ necessarily well defined at $x=0$?


This is not a HW problem, by the way. I am have been working on a different problem and just realized I have been assuming the above fact without proof. I am aware of some theorems in complex analysis that make this true for complex-analytic functions, but I also know that real analysis isn't always so clean.

WillG
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5 Answers5

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$g$ will always be well defined at $0$ because:

$$g(0) = \lim_{x\to 0} \frac{f(x)}{x} = \lim_{x\to 0} \frac{f(x)-0}{x-0} \equiv f'(0)$$

by the definition of the derivative. One can even prove via repeated use of quotient rule and induction that by this definition,

$$g^{(n)}(0) = \frac{f^{(n+1)}(0)}{(n+1)}$$

which is well defined because $f$ is smooth.

Ninad Munshi
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  • I agree with the first part, but can you be more explicit in part 2? For example, I'm trying to compute $g'(0)$, and have the following: $g'(0)=\lim_{x\to 0}\frac{g(x)-g(0)}{x}=\lim_{x\to 0}\frac{\frac{f(x)}{x}-f'(0)}{x}$. Now what? – WillG Sep 10 '19 at 05:12
  • Also, to be smooth, $g^{(n)}(0)$ needs not only to exist, but also to equal $\lim_{x\to 0}g^{(n)}(x)$. Maybe I'm missing something obvious, but I can't tell if you've shown that or not. – WillG Sep 10 '19 at 05:20
  • @WillG it's a very horrible proof (quotient rule n times!) and I'd rather not write it up. Since the formula makes $g$ $n$-times differentiable, the $n-1$ derivative of $g$ had to be continuous. There is also a possibility that there is a nicer proof but I can't think of one. – Ninad Munshi Sep 10 '19 at 05:39
  • @WillG for the second derivative case though, rationalize and use L'Hopital, you'll get the answer ($f''(0)/2$) immediately. – Ninad Munshi Sep 10 '19 at 05:41
  • Ok, thanks that helps. I'm going to give it a shot via product rule, since we can write $(d/dx)^n((1/x)(f(x)))=\sum_{k=0}^n \frac{n!}{(n-i)!}\frac{(-1)^i}{x^{i+1}}f^{(n-i)}(x)$, which might do the trick. – WillG Sep 10 '19 at 06:10
  • The denominator of your expression for $g^{(n)}(0)$ should actually be $n+1$, not $(n+1)!$. Still working through the details... – WillG Sep 10 '19 at 15:58
  • @WillG I think you're right. I made a mistake in my earlier computation that made me conclude that one L'Hopital was not enough, so I took it $n$ times. Thank you for the catch, I will fix the post. – Ninad Munshi Sep 10 '19 at 16:39
  • It's not actually necessary to use the quotient rule: Taylor's theorem will give you the result much more easily. See my answer for details. –  Sep 10 '19 at 18:03
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Assume that $f:\mathbb{R}\to\mathbb{R}$ is smooth and $f(0) = 0$. If we define $g$ as in OP's construction, then $g$ is well-defined and the following representation holds for all $x \in \mathbb{R}$.

$$ g(x) = \int_{0}^{1} f'(xt) \, \mathrm{d}t. $$

Then it is easy to prove that Leibniz integral rule is applicable here, showing that $g$ is indefinitely differentiable and

$$ g^{(n)}(x) = \int_{0}^{1} \frac{\partial^n}{\partial x^n} f'(xt) \, \mathrm{d}t = \int_{0}^{1} t^n f^{(n+1)}(xt) \, \mathrm{d}t. $$

In particular, we immediately find that $g^{(n)}(0) = \int_{0}^{1} t^n f^{(n+1)}(0) \, \mathrm{d}t = \frac{f^{(n+1)}(0)}{n+1}$.

Sangchul Lee
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5

I accepted Ninad Munshi's answer because it's correct and led me to the full proof, but I will put the full proof here for posterity:

Combining the formulas $$\left( \frac{d}{dx}\right)^k\left(\frac{1}{x}\right)=\frac{(-1)^k k!}{x^{k+1}}$$ and $$\left( \frac{d}{dx}\right)^n \big( p(x)q(x) \big)=\sum_{k=0}^n \frac{n!}{k!(n-k)!}p^{(k)}(x)q^{(n-k)}(x),$$

We have, for $x\neq 0$:

$\begin{align} \\g^{(n)}(x) &\equiv \left( \frac{d}{dx}\right)^n \left( \frac{1}{x}\cdot f(x)\right) \\ \\ \\ &= \sum_{k=0}^n \frac{n!}{k!(n-k)!}\cdot \frac{(-1)^k k!}{x^{k+1}} f^{(n-k)}(x) \\\\\\ &= \frac{1}{x^{n+1}}\sum_{k=0}^n \frac{n!}{(n-k)!}\cdot (-1)^k \cdot x^{n-k} f^{(n-k)}(x).\\ \\ \end{align}$

Now assume the formula $g^{(n)}(0)=\frac{f^{(n+1)}(0)}{n+1}$ holds for some $n$, and we hope to then show that it holds for $n+1$. By definition of the derivative, we have:

$\begin{align} \\ g^{(n+1)}(0) &= \lim_{x\to 0}\frac{g^{(n)}(x)-g^{(n)}(0)}{x-0} \\\\\\ &= \lim_{x\to 0}\frac{\left(\sum_{k=0}^n \frac{n!}{(n-k)!}\cdot (-1)^k \cdot x^{n-k} f^{(n-k)}(x) \right)-x^{n+1}\frac{f^{(n+1)}(0)}{n+1}}{x^{n+2}} \\\\ \end{align}$

The only term in the numerator without a factor of $x$ in front is the term with $f^{(0)}(x)$, which must also vanish as $x\to 0$ because $f$ is odd, so we are justified in using L'Hopital's rule. When we do, the sum telescopes, leaving only:

$\begin{align} \\ g^{(n+1)}(0) &= \lim_{x\to 0}\frac{x^n f^{(n+1)}(x)-x^n f^{(n+1)}(0)}{(n+2)x^{n+1}} \\\\\\ &= \lim_{x\to 0}\frac{f^{(n+1)}(x)-f^{(n+1)}(0)}{(n+2)x}\\\\ \end{align}$

And then one more application of L'Hopital's rule shows the formula holds for $n+1$. Ninad's post already clearly shows the formula indeed holds for $n=0$, so we are done. Interestingly, we only needed to assume that $f$ is smooth and $f(0)=0$, not that $f$ is odd.

WillG
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    Thank you for the full proof! I also found myself using this for a problem without actually proving it, then realizing I needed it. I feel like this should be more well-known/classical, this is the only proof I was able to find! :-) – Juan Carlos Ortiz Jan 23 '20 at 21:38
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Are purely real functions with purely real arguments not just a subset of the complex functions? If a theorem holds for the complex functions I see no reason it cannot hold for the real. Let $f:\mathbb{C}\rightarrow\mathbb{C}$ be a function from the complex to the complex on which your theorem $X$ applies. Because $X$ applies, certain properties of $f$ hold true. Now suppose you restricted the domain to just the reals, since that is all you care about, $f:\mathbb{R}\rightarrow\mathbb{C}$. Does theorem $X$ fall apart now when it previously held for all of $\mathbb{C}$, and if so why? Now suppose that by some happy coincidence, over this restricted domain, $\mathrm{Ran}(f)=\mathbb{R}\subset\mathbb{C}$. Thus your function now is in fact $f:\mathbb{R}\rightarrow\mathbb{R}$. Am I supposed to believe that theorem $X$ does not apply?


I observe that, suppose, if $f(0)\ne 0$ be some finite real value, then, being smooth and continuous, $\lim f(x)\not\rightarrow 0$ also. The expression $f(0)/0$ is undefined, and in the case of the limit, $\lim f(x)/x$, it will be divergent. This would imply a discontinuity at $x=0$ in the $g(x)$ function. Would it not? Making it non-smooth.

It would seem that a counter example to your assertion would be to find a smooth, odd $f(x)$ such that $f(0)\ne 0$. But no such odd function exists that is smooth, because, intuitively, $f(+\epsilon)>0$ and $f(-\epsilon)=-f(+\epsilon)<0$ but $f(0)\ne 0$. We have, for any $f(0)=c>0$, for example, there would exist a neighborhood around $c$ whose preimage would be around 0. But for a sufficiently small neighborhood around c, $f(x)$ remains positive, despite the fact that $f(-\delta)=-f(\delta)$. This would only make sense if contradicting $f(0)\ne 0$.

Of course this isnt a proof, just an observation I ran with.

  • The reason WillG was so hesitant to jump to the conclusion is because complex differentiable functions are very different beasts from real differentiable functions, and it would not be correct to say that a purely real function of a real argument is a "subset" of the complex version. For one thing, all complex differentiable functions are analytic, which is not something that can be said of real smooth functions. Having analyticity would have made this proof a whole lot smoother (pun intended). There are even theorems that are true in the complex case that are not true in the real case. – Ninad Munshi Sep 10 '19 at 04:00
  • Thanks. I do need to review my complex analysis. – SquishyRhode Sep 10 '19 at 04:02
  • The main think is that there are some functions defined on R that are differentiable, but when extended to C they are not differentiable. As an example, |x| is differentiable away from 0, but I’m pretty sure |z| is not. – Ovi Sep 10 '19 at 16:52
  • Perhaps so, Ovi, but being that $|x|$ is not differentiable at 0 makes it a very particular case and cannot be described as "smooth"; it is not differentiable in its whole domain. If a function is smooth, as is premised in the question, then consider the complex case of that smooth function. Do the nay-Sayers reasoning still apply? Im genuinely curious as I havent looked it up yet. Clearly complex functions are treated differently in general, but if it is also smooth then what are the consequences? And if we restrict our discussion to real-domain, real-ranged subset of those functions... – SquishyRhode Sep 11 '19 at 02:03
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First, let's notice that the problem is equivalent to $g^{(n)}(0)$ being defined for every $n \geq 0$, since this shows that $g$ is differentiable to all orders, and hence has continuous derivatives of all orders.

So, we only need to prove $g^{(n)}(0)$ exists. This is not too hard if we use Taylor's theorem.


For $x \neq 0$ and for some $n \geq 0$ $$g(x) = \frac{f(x)}{x} = \frac{f(0) + xf'(0) + \frac{1}{2}x^2f''(0) + \cdots + \frac{1}{n!}x^nf^{(n)}(0) + \frac{1}{(n+1)!}x^{n+1}f^{(n)}(0) + x^{n+1}R_n(x)}{x}$$$$ = f'(0) + \frac{1}{2}xf''(0) + \frac{1}{n!}x^{n-1}f^{(n)}(0) + \frac{1}{(n+1)!}x^{n}f^{(n)}(0) + x^{n}R_n(x)$$ where $R_n(x)$ is some smooth function with $R_n(0) = 0$. But, this is exactly the Maclaurin expansion of $g(x)$, so the derivatives of $g$ must be $$g^{(n)}(0) = \frac{1}{n+1}f^{(n+1)}(0).$$

This can be shown by induction. Certainly, $g(0) = g^{(0)}(0) = f'(0)$ (by taking $x \to 0$ in the above equation). Now, suppose the result holds true for $n$. Then, $$g^{(n)}(x) = \frac{d^n}{dx^n} \left(f'(0) + \frac{1}{2}xf''(0) + \cdots \frac{x^n}{(n+1)!}f^{(n+1)}(0)+ \frac{1}{(n+2)!}x^{n+1}f^{(n+2)}(0) + x^{n+1}R_{n+1}(x)\right)$$ $$= \frac{1}{n+1}f^{(n+1)}(0) + \frac{x}{n+2}f^{(n+2)}(0) + \frac{d^{n}}{dx^n}\left(x^{n+1}R_{n+1}(x)\right)$$ Now, $$\frac{d^n}{dx^n}\left(x^{n+1}R_{n+1}(x)\right) = (n+1)!x R_{n+1}(x) + O(x^2)$$ so, $$g^{(n+1)}(0) = \lim_{x \to 0} \frac{g^{(n)}(x) - g^{(n)}(0)}{x} = \lim_{x \to 0}\frac{1}{n+2}f^{(n+2)}(0) + R_{n+1}(x) + O(x) = f^{(n+2)}(0)$$

using the fact that $R_{n+1}(0) = 0$.

  • Unfortunately this assumes $f$ is analytic, and I did say the proof was easy in that case in my reply to Nicholas. I didn't want to make that assumption to see if it was true in the smooth case. – Ninad Munshi Sep 10 '19 at 18:06
  • Agreed, smoothness is a weaker condition than analyticity. – WillG Sep 10 '19 at 18:08
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    @NinadMunshi Taylor's theorem only requires that $f$ be $n$ times continuously differentiable, not that it be analytic. My argument does not require analyticity. –  Sep 10 '19 at 18:16
  • I think it might for $g$ at least, because you rely on the linear independence of the polynomials to set their coefficients equal, but can we say that to be true if the remainder is some arbitrary continuous function times the last polynomial? Maybe it's true by taking Taylor's theorem to one more term, but I am not confident. – Ninad Munshi Sep 10 '19 at 18:27
  • @NinadMunshi You're right about that. However, if we add the additional hypotheses that $R_n$ is a smooth function (which is true, since it can be written as the different of the smooth function $f(x)$ and some polynomial), then we can just take the derivative directly. See my edit –  Sep 10 '19 at 19:04