Pompeiu derivative

In mathematical analysis, a Pompeiu derivative is a real-valued function of one real variable that is the derivative of an everywhere differentiable function and that vanishes in a dense set. In particular, a Pompeiu derivative is discontinuous at any point where it is not 0. Whether non-identically zero such functions may exist was a problem that arose in the context of early-1900s research on functional differentiability and integrability. The question was affirmatively answered by Dimitrie Pompeiu by constructing an explicit example; these functions are therefore named after him.

Pompeiu's construction

Pompeiu's construction is described here. Let ³√x denote the real cube root of the real number x. Let {q_j}_j∈ℕ be an enumeration of the rational numbers in the unit interval [0, 1]. Let {a_j}_j∈ℕ be positive real numbers with ∑_j a_j < ∞. Define g: [0, 1] → ℝ by

${\displaystyle g(x):=a_{0}+\sum _{j=1}^{\infty }\,a_{j}{\sqrt[{3}]{x-q_{j}}}.}$

For any x in [0, 1], each term of the series is less than or equal to a_j in absolute value, so the series uniformly converges to a continuous, strictly increasing function g(x), by the Weierstrass M-test. Moreover, it turns out that the function g is differentiable, with

${\displaystyle g^{\prime }(x):={\frac {1}{3}}\sum _{j=1}^{\infty }{\frac {a_{j}}{\sqrt[{3}]{(x-q_{j})^{2}}}}>0,}$

at any point where the sum is finite; also, at all other points, in particular, at any of the q_j, one has g′(x) := +∞. Since the image of g is a closed bounded interval with left endpoint

${\displaystyle g(0)=a_{0}-\sum _{j=1}^{\infty }\,a_{j}{\sqrt[{3}]{q_{j}}},}$

up to the choice of a₀, we can assume g(0) = 0 and up to the choice of a multiplicative factor we can assume that g maps the interval [0, 1] onto itself. Since g is strictly increasing it is injective, and hence a homeomorphism; and by the theorem of differentiation of the inverse function, its inverse f := g⁻¹ has a finite derivative at any point, which vanishes at least at the points {g(q_j)}_j∈ℕ. These form a dense subset of [0, 1] (actually, it vanishes in many other points; see below).

Properties

• It is known that the zero-set of a derivative of any everywhere differentiable function is a G_δ subset of the real line. By definition, for any Pompeiu function this set is a dense G_δ set, therefore by the Baire category theorem it is a residual set. In particular, it possesses uncountably many points.
• A linear combination af(x) + bg(x) of Pompeiu functions is a derivative, and vanishes on the set { f = 0} ∩ {g = 0}, which is a dense G_δ set by the Baire category theorem. Thus, Pompeiu functions form a vector space of functions.
• A limit function of a uniformly convergent sequence of Pompeiu derivatives is a Pompeiu derivative. Indeed, it is a derivative, due to the theorem of limit under the sign of derivative. Moreover, it vanishes in the intersection of the zero sets of the functions of the sequence: since these are dense G_δ sets, the zero set of the limit function is also dense.
• As a consequence, the class E of all bounded Pompeiu derivatives on an interval [a, b] is a closed linear subspace of the Banach space of all bounded functions under the uniform distance (hence, it is a Banach space).
• Pompeiu's above construction of a positive function is a rather peculiar example of a Pompeiu's function: a theorem of Weil states that generically a Pompeiu derivative assumes both positive and negative values in dense sets, in the precise meaning that such functions constitute a residual set of the Banach space E.

References

• Pompeiu, Dimitrie (1907). "Sur les fonctions dérivées". Mathematische Annalen (in French). 63 (3): 326–332. doi:10.1007/BF01449201. MR 1511410.
• Andrew M. Bruckner, "Differentiation of real functions"; CRM Monograph series, Montreal (1994).