Classification of discontinuities

Continuous functions are of utmost importance in mathematics, functions and applications. However, not all functions are continuous. If a function is not continuous at a point in its domain, one says that it has a discontinuity there. The set of all points of discontinuity of a function may be a discrete set, a dense set, or even the entire domain of the function.

The oscillation of a function at a point quantifies these discontinuities as follows:

  • in a removable discontinuity, the distance that the value of the function is off by is the oscillation;
  • in a jump discontinuity, the size of the jump is the oscillation (assuming that the value at the point lies between these limits of the two sides);
  • in an essential discontinuity, oscillation measures the failure of a limit to exist; the limit is constant.

A special case is if the function diverges to infinity or minus infinity, in which case the oscillation

is not defined (in the extended real numbers, this is a removable discontinuity).

Classification

For each of the following, consider a real valued function of a real variable defined in a neighborhood of the point at which is discontinuous.

Removable discontinuity

The function in example 1, a removable discontinuity

Consider the piecewise function

The point is a removable discontinuity. For this kind of discontinuity:

The one-sided limit from the negative direction:

and the one-sided limit from the positive direction:

at both exist, are finite, and are equal to In other words, since the two one-sided limits exist and are equal, the limit of as approaches exists and is equal to this same value. If the actual value of is not equal to then is called a removable discontinuity. This discontinuity can be removed to make continuous at or more precisely, the function

is continuous at

The term removable discontinuity is sometimes broadened to include a removable singularity, in which the limits in both directions exist and are equal, while the function is undefined at the point [lower-alpha 1] This use is an abuse of terminology because continuity and discontinuity of a function are concepts defined only for points in the function's domain.

Jump discontinuity

The function in example 2, a jump discontinuity

Consider the function

Then, the point is a jump discontinuity.

In this case, a single limit does not exist because the one-sided limits, and exist and are finite, but are not equal: since, the limit does not exist. Then, is called a jump discontinuity, step discontinuity, or discontinuity of the first kind. For this type of discontinuity, the function may have any value at

Essential discontinuity

The function in example 3, an essential discontinuity

For an essential discontinuity, at least one of the two one-sided limits does not exist in . (Notice that one or both one-sided limits can be ).

Consider the function

Then, the point is an essential discontinuity.

In this example, both and do not exist in , thus satisfying the condition of essential discontinuity. So is an essential discontinuity, infinite discontinuity, or discontinuity of the second kind. (This is distinct from an essential singularity, which is often used when studying functions of complex variables).

Supposing that is a function defined on an interval we will denote by the set of all discontinuities of on By we will mean the set of all such that has a removable discontinuity at Analogously by we denote the set constituted by all such that has a jump discontinuity at The set of all such that has an essential discontinuity at will be denoted by Of course then

Counting discontinuities of a function

The two following properties of the set are relevant in the literature.

  • If on the interval is monotone then is at most countable and This is Froda's theorem.

Tom Apostol[3] follows partially the classification above by considering only removable and jump discontinuities. His objective is to study the discontinuities of monotone functions, mainly to prove Froda’s theorem. With the same purpose, Walter Rudin[4] and Karl R. Stromberg[5] study also removable and jump discontinuities by using different terminologies. However, furtherly, both authors state that is always a countable set (see[6][7]).

The term essential discontinuity has evidence of use in mathematical context as early as 1889.[8] However, the earliest use of the term alongside a mathematical definition seems to have been given in the work by John Klippert.[9] Therein, Klippert also classified essential discontinuities themselves by subdividing the set into the three following sets:

Of course Whenever is called an essential discontinuity of first kind. Any is said an essential discontinuity of second kind. Hence he enlarges the set without losing its characteristic of being countable, by stating the following:

  • The set is countable.

Rewriting Lebesgue's Theorem

When and is a bounded function, it is well-known of the importance of the set in the regard of the Riemann integrability of In fact, Lebesgue's Theorem (also named Lebesgue-Vitali) theorem) states that is Riemann integrable on if and only if is a set with Lebesgue's measure zero.

In this theorem seems that all type of discontinuities have the same weight on the obstruction that a bounded function be Riemann integrable on Since countable sets are sets of Lebesgue's measure zero and a countable union of sets with Lebesgue's measure zero is still a set of Lebesgue's mesure zero, we are seeing now that this is not the case. In fact, the discontinuities in the set are absolutely neutral in the regard of the Riemann integrability of The main discontinuities for that purpose are the essential discontinuities of first kind and consequently the Lebesgue-Vitali theorem can be rewritten as follows:

  • A bounded function, is Riemann integrable on if and only if the correspondent set of all essential discontinuities of first kind of has Lebesgue's measure zero.

The case where correspond to the following well-known classical complementary situations of Riemann integrability of a bounded function :

  • If has right-hand limit at each point of then is Riemann integrable on (see[10])
  • If has left-hand limit at each point of then is Riemann integrable on
  • If is a regulated function on then is Riemann integrable on

Examples

Thomae's function is discontinuous at every non-zero rational point, but continuous at every irrational point. One easily sees that those discontinuities are all removable. By the first paragraph, there does not exist a function that is continuous at every rational point, but discontinuous at every irrational point.

The indicator function of the rationals, also known as the Dirichlet function, is discontinuous everywhere. These discontinuities are all essential of the first kind too.

Consider now the ternary Cantor set and its indicator (or characteristic) function

One way to construct the Cantor set is given by where the sets are obtained by recurrence according to

In view of the discontinuities of the function let's assume a point

Therefore there exists a set used in the formulation of , which does not contain That is, belongs to one of the open intervals which were removed in the construction of This way, has a neighbourhood with no points of (In another way, the same conclusion follows taking into account that is a closed set and so its complementary with respect to is open). Therefore only assumes the value zero in some neighbourhood of Hence is continuous at

This means that the set of all discontinuities of on the interval is a subset of Since is an uncountable set with null Lebesgue measure, also is a null Lebesgue measure set and so in the regard of Lebesgue-Vitali theorem is a Riemann integrable function.

More precisely one has In fact, since is a nonwhere dense set, if then no neighbourhood of can be contained in This way, any neighbourhood of contains points of and points which are not of In terms of the function this means that both and do not exist. That is, where by as before, we denote the set of all essential discontinuities of first kind of the function Clearly

Discontinuities of derivatives

Let now an open interval and the derivative of a function, , differentiable on . That is, for every .

It is well-known that according to Darboux's Theorem the derivative function has the restriction of satisfying the intermediate value property.

can of course be continuous on the interval . Recall that any continuous function, by Bolzano's Theorem, satisfies the intermediate value property.

On the other hand, the intermediate value property does not prevent from having discontinuities on the interval . But Darboux's Theorem has an immediate consequence on the type of discontinuities that can have. In fact, if is a point of discontinuity of , then necessarily is an essential discontinuity of .[11]

This means in particular that the following two situations cannot occur:

  1. is a removable discontinuity of .
  2. is a jump discontinuity of .

Furtherly, two other situations have to be excluded (see John Klippert[12]):

Observe that whenever one of the conditions (i), (ii), (iii), or (iv) is fulfilled for some one can conclude that fails to possess an antiderivative, , on the interval .

On the other hand, a new type of discontinuity with respect to any function can be introduced: an essential discontinuity, , of the function , is said to be a fundamental essential discontinuity of if

and

Therefore if is a discontinuity of a derivative function , then necessarily is a fundamental essential discontinuity of .

Notice also that when and is a bounded function, as in the assumptions of Lebesgue's Theorem, we have for all :

and

Therefore any essential discontinuity of is a fundamental one.

See also

  • Removable singularity – Undefined point on a holomorphic function which can be made regular
  • Mathematical singularity – Point where a function, a curve or another mathematical object does not behave regularly
  • Extension by continuity – topological space in which a point and a closed set are, if disjoint, separable by neighborhoods
  • Smoothness – Number of derivatives of a function (mathematics)
    • Geometric continuity – Number of derivatives of a function (mathematics)
    • Parametric continuity – Number of derivatives of a function (mathematics)

Notes

  1. See, for example, the last sentence in the definition given at Mathwords.[1]

References

  1. "Mathwords: Removable Discontinuity".
  2. Stromberg, Karl R. (2015). An Introduction to Classical Real Analysis. American Mathematical Society. pp. 120. Ex. 3 (c). ISBN 978-1-4704-2544-9.
  3. Apostol, Tom (1974). Mathematical Analysis (second ed.). Addison and Wesley. pp. 92, sec. 4.22, sec. 4.23 and Ex. 4.63. ISBN 0-201-00288-4.
  4. Walter, Rudin (1976). Principles of Mathematical Analysis (third ed.). McGraw-Hill. pp. 94, Def. 4.26, Thms. 4.29 and 4.30. ISBN 0-07-085613-3.
  5. Stromberg, Karl R. Op. cit. pp. 128, Def. 3.87, Thm. 3.90.
  6. Walter, Rudin. Op. cit. pp. 100, Ex. 17.
  7. Stromberg, Karl R. Op. cit. pp. 131, Ex. 3.
  8. Whitney, William Dwight (1889). The Century Dictionary: An Encyclopedic Lexicon of the English Language. Vol. 2. London and New York: T. Fisher Unwin and The Century Company. p. 1652. ISBN 9781334153952. Archived from the original on 2008-12-16. An essential discontinuity is a discontinuity in which the value of the function becomes entirely indeterminable.
  9. Klippert, John (February 1989). "Advanced Advanced Calculus: Counting the Discontinuities of a Real-Valued Function with Interval Domain". Mathematics Magazine. 62: 43–48. doi:10.1080/0025570X.1989.11977410 via JSTOR.
  10. Metzler, R. C. (1971). "On Riemann Integrability". American Mathematical Monthly. 78 (10): 1129–1131. doi:10.1080/00029890.1971.11992961.
  11. Rudin, Walter. Op.cit. pp. 109, Corollary.
  12. Klippert, John (2000). "On a discontinuity of a derivative". International Journal of Mathematical Education in Science and Technology. 31:S2: 282–287.

Sources

  • Malik, S.C.; Arora, Savita (1992). Mathematical Analysis (2nd ed.). New York: Wiley. ISBN 0-470-21858-4.
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