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Jeff Calder
December 12, 2014
In the nineteenth century, many mathematicians held the belief that a continuous function
must be differentiable at a large set of points. In 1872, Karl Weierstrass shocked the mathematical world by giving the first published example of a continuous function that is nowhere
differentiable. His function is given by
W (x) =
an cos(bn x).
n=0
(1)
n
X
ak cos(bk x).
k=0
n
X
k=0
If ab < 1, then we can again use the Weierstrass M-test to show that (Wn0 ) converges uniformly
to a continuous function on R. In this case we can actually prove that W is differentiable
and Wn0 W 0 uniformly. Therefore, at the very least we need ab 1 for W to be nondifferentiable. In 1916, Godfrey Hardy showed that ab 1 is sufficient for the nowhere
1
2
1.5
1.8
1
1.6
0.5
1.4
0
0.5
1.2
1
1
1.5
2
1
0.5
0.5
0.8
0.1
0.05
(a)
0.05
0.1
(b)
Figure 1: The Weierstrass function W (x) for a = 0.5 and b = 3. Notice that W appears the
same on the two different scales shown in (a) and (b).
differentiability of W . The more restrictive condition ab > 1 + 32 present in Weierstrasss
proof is an artifact of the techniques he used. Hardy also relaxed the integral assumption on
b, and allowed b to be any real number greater than 1.
Figure 1 shows a plot of the Weierstrass function for a = 0.5 and b = 3 on two different
scales. Notice the similar repeating patterns on each scale. If we were to continue zooming
in on W , we would continue seeing the same patterns. The Weierstrass function is an early
example of a fractal, which has repeating patterns at every scale.
Before giving the proof, we recall a few facts that will be useful in the proof. Let x, y R,
and suppose x > y. Then by the fundamental theorem of calculus
Z x
Z x
cos(x) cos(y) =
sin(t) dt
1 dt = x y,
y
and
1 dt = (x y).
cos(x) cos(y)
y
Therefore
| cos(x) cos(y)| |x y|.
The argument is similar when y x, so we deduce
| cos(x) cos(y)| |x y| for all x, y R.
(2)
Consider cos(n + x) for an integer n and x R. If n is even, then since cosine is 2-periodic,
cos(n + x) = cos(x). If n is odd, then n + 1 is even and
cos(n + x) = cos((n + 1) + x ) = cos(x ) = cos(x).
Draw a graph of cos(x) if the last equality is unclear. Therefore we obtain
cos(n + x) = (1)n cos(x) for all x R.
We now give the proof of Theorem 1.
2
(3)
Proof. Let x0 R and let m N. Let us round bm x0 to the nearest integer, and call this
integer km . Therefore
1
1
bm x0 km bm x0 + .
(4)
2
2
Let us also set
km + 1
.
(5)
xm =
bm
By (4) we see that
bm x0 12 + 1
bm x0
>
= x0 ,
xm
bm
bm
and
bm x0 + 12 + 1
3
= x0 + m .
xm
m
b
2b
Combining these equations we have
x0 < xm x0 +
3
.
2bm
(6)
X
n=0
an cos(bn xm )
an cos(bn x0 )
n=0
an (cos(bn xm ) cos(bn x0 ))
n=0
= A + B,
where
A=
m1
X
(7)
an (cos(bn xm ) cos(bn x0 )) ,
(8)
an (cos(bn xm ) cos(bn x0 )) .
(9)
n=0
and
B=
X
n=m
m1
X
a |cos(b xm ) cos(b x0 )|
n=0
m1
X
n n
a b (xm x0 ) = (xm x0 )
n=0
m1
X
(ab)n .
n=0
1 (ab)m
(ab)m 1
(ab)m
= (xm x0 )
(xm x0 ).
1 ab
ab 1
ab 1
(10)
2. The second step is to find a lower bound for |B|. By the definition of xm (5)
km + 1
n
n
cos(b xm ) = cos b
= cos(bnm (km + 1)).
bm
For n m, bnm (km + 1) is an integer, and hence
nm (k +1)
nm km +1
m
= (1)km +1 = (1)km ,
cos(bn xm ) = (1)b
= (1)b
(11)
nm
nm k
m
(12)
where, as before, we used the fact that bnm is odd. We now insert (11) and (12) into (9) to
obtain
X
B=
an (1)km (1)km cos(bnm zm )
n=m
= (1)km
an 1 + cos(bnm zm ) .
n=m
Notice that an > 0 and 1 + cos(bnm zm ) 0. It follows that all the terms in the sum above
are non-negative, and therefore
|B| =
an 1 + cos(bnm zm ) am (1 + cos(zm )) .
n=m
3
2bm ,
and thus
2bm
(xm x0 ) 1.
3
2(ab)m
(xm x0 ).
3
(13)
This is the desired lower bound on |B|, and completes part 2 of the proof.
3. We now combine the bounds (10) and (13) to complete the proof. Notice by (10), (13)
and the reverse triangle inequality that
2(ab)m
(ab)m
m 2
|A + B| |B| |A|
(xm x0 )
(xm x0 ) = (ab)
(xm x0 ).
3
ab 1
3 ab 1
4
3 ab 1
(xm x0 ).
(14)
We would like this difference quotient to tend to in absolute value as m . For this we
need ab > 1 and
2
> 0.
3 ab 1
Rearranging this for ab we see that we need
3
ab > + 1,
2
which is exactly the hypothesis (1). Therefore
W (xm ) W (x0 )
= +,
lim
m
xm x0
and xm x0 as m . This shows that W is not differentiable at x0 .
With slight modifications to the proof, we can also show that
lim
xx0
W (x) W (x0 )
x x0
does not exist as a real number or . This rules out the possibility of the Weierstrass
function having a vertical tangent line, or an infinite derivative anywhere.