Volterra
Volterra
Volterra
existsafunction,F(x),
whosederivative,F'(x),
existsandisboundedforall
x,butthederivative,F'(x),
cannotbeintegrated.
TheFundamentalTheoremofCalculus:
F' x
1.Ifthen f x
2.Iffdoesnothaveajumpdiscontinuity
atx,then d
dx
f t
IfFisdifferentiableatx=a,can
F'(x)bediscontinuousatx=a?
IfFisdifferentiableatx=a,can
F'(x)bediscontinuousatx=a?
Yes!
F x
F x
F' x
F x
F' x
F' 0
F x
F' x
F' 0
lim
x
CantorsSet
FirstdescribedbyH.J.S.Smith,1875
CantorsSet
FirstdescribedbyH.J.S.Smith,1875
ThenbyVitoVolterra,1881
CantorsSet
FirstdescribedbyH.J.S.Smith,1875
ThenbyVitoVolterra,1881
AndfinallybyGeorgCantor,
1883
CantorsSet
0 1/3 2/3 1
Remove[1/3,2/3]
CantorsSet
Remove[1/3,2/3]
Remove[1/9,2/9]and[7/9,8/9]
CantorsSet
Remove[1/3,2/3]
Remove[1/9,2/9]and[7/9,8/9]
Remove[1/27,2/27],[7/27,8/27],[19/27,20/27],and
[25/27,26/27],andsoonWhatsleft?
CantorsSet
1 L
Whatslefthas
measure0.
1 2 2 2 2 3
=1 1+ + + +L
3 3 3 3
1 1
=1 =11=0.
2
3 1 3
CreateanewsetliketheCantorsetexcept
thefirstmiddlepieceonlyhaslength1/4
eachofthenexttwomiddlepiecesonlyhavelength1/16
thenextfourpieceseachhavelength1/64,etc.
Theamountlefthassize 1 L
1 2 2 2 2 3
=1 1+ + + +L
4 4 4 4
1 1 1
=1 =
1
4 1 2 2
WellcallthissetSVC(forSmithVolterraCantor).
Ithassomesurprisingcharacteristics:
1.SVCcontainsnointervalsnomatterhowsmalla
subintervalof[0,1]wetake,therewillbepointsinthat
subintervalthatarenotinSVC.SVCisnowheredense.
WellcallthissetSVC(forSmithVolterraCantor).
Ithassomesurprisingcharacteristics:
1.SVCcontainsnointervalsnomatterhowsmalla
subintervalof[0,1]wetake,therewillbepointsinthat
subintervalthatarenotinSVC.SVCisnowheredense.
2.Givenanycollectionofsubintervalsof[0,1],whose
unioncontainsSVC,thesumofthelengthsofthese
intervalsisatleast1/2.
Volterrasconstruction:
Startwiththefunction F x
Restricttotheinterval[0,1/8],exceptfindthelargestvalueof
xonthisintervalatwhichF'(x)=0,andkeepFconstantfrom
thisvalueallthewaytox=1/8.
Volterrasconstruction:
Totherightofx=1/8,takethemirrorimageofthis
function:for1/8<x<1/4,andoutsideof[0,1/4],define
f1 x
thisfunctiontobe0.Callthisfunction.
Volterrasconstruction:
f1 x isadifferentiablefunctionforallvaluesofx,but
lim
x
Nowweslidethisfunctionoversothattheportionthat
isnotidentically0isintheinterval[3/8,5/8],that
middlepieceoflength1/4takenoutoftheSVCset.
Wefollowthesameproceduretocreateanew
f2 x
function,,thatoccupiestheinterval[0,1/16]
andis0outsidethisinterval.
f2 x
Weslideonecopyofintoeachinterval
oflength1/16thatwasremovedfromtheSVC
set.
Volterrasfunction,V(x),iswhatweobtaininthelimitas
wedothisforeveryintervalremovedfromtheSVCset.
Ithasthefollowingproperties:
1.Visdifferentiableateveryvalueofx,andits
derivativeisbounded(belowby1.013andaboveby
1.023).
Volterrasfunction,V(x),iswhatweobtaininthelimitas
wedothisforeveryintervalremovedfromtheSVCset.
Ithasthefollowingproperties:
1.Visdifferentiableateveryvalueofx,andits
derivativeisbounded(belowby1.013andaboveby
1.023).
2.Ifaisaleftorrightendpointofoneoftheremoved
intervals,thenthederivativeofVataexists(andequals
0),butwecanfindpointsarbitrarilyclosetoawherethe
derivativeis+1,andpointsarbitrarilyclosetoawhere
thederivativeis1.
Nomatterhowwepartition[0,1],thepiecesthat
containendpointsofremovedintervalsmusthave
lengthsthatadduptoatleast1/2.
ThepiecesonwhichthevariationofV'isatleast2
musthavelengthsthatadduptoatleast1/2.
Recall:
Vi
Integralexistsifandonlyifcanbemadeas
smallaswewishbytakingsufficientlysmallintervals.
Vi
Conclusion:VolterrasfunctionVcanbe
differentiatedandhasaboundedderivative,butits
derivative,V',cannotbeintegrated:
d
V x
dx