Tuesday, 22 February 2011

real analysis - Can a continuous, nowhere differentiable function have specified "shape" at every point?

I'm a bit embarrassed to admit that:



a) This is a rather unmotivated question.



b) I can't remember whether or not I've asked this before, but searching doesn't seem to turn anything up so ...



Consider some "shape" function $phi: mathbf{R} to mathbf{R}$. Then given some function $f: mathbf{R} to mathbf{R}$, one can ask whether the "difference quotient",



$lim_{yto x} frac{f(y)-f(x)}{phi(y-x)}$,



exists at various points $x$. Letting $phi(x) = x$ corresponds to taking normal derivatives, and intuitively when the limit exists this means that near $x$, the function $f$ "looks like" $phi$ does near 0.



However, if the ratio $phi(x)/x$ is not bounded above or away from 0 as $xto 0$ (I'm mostly thinking of the case when it is neither, so that $phi$ is "wildly oscillating" in some sense), then anywhere the above limit exists and is nonzero, the function $f$ is necessarily non-differentiable.



My question: If $phi$ is some wildly oscillating function as described above (pick your favorite), can there be an $f$ for which this limit exists everywhere?



(Edit: I suppose I really want $phi$ and $f$ to be continuous functions.)

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