TheoremBase

Differentiable Functions Are Continuous

A function on an open subset of RnR^n that is differentiable at a point is continuous there; quantitatively, near the point its increments are bounded by the operator norm of the derivative matrix (or the norm of the gradient) plus one, times the length of the step.

Statement

In the setting of Multivariable Calculus: Notation, let nn, mm and UU be as in Multivariable Calculus: Notation (ii), with continuity as in Multivariable Calculus: Notation (iii), and let a∈Ua\in U.

Continuity. If f:U→Rmf:U\to\mathbb{R}^{m} or f:U→Rf:U\to\mathbb{R} is differentiable at aa, then ff is continuous at aa.

Increment bound. If f:U→Rmf:U\to\mathbb{R}^{m} is differentiable at aa with derivative matrix AA, there is a real number δ>0\delta>0 such that every h∈Rnh\in\mathbb{R}^{n} with ∥h∥<δ\lVert h\rVert<\delta satisfies a+h∈Ua+h\in U and

∥f(a+h)−f(a)∥≤(∥A∥+1)∥h∥.\lVert f(a+h)-f(a)\rVert\le\bigl(\lVert A\rVert+1\bigr)\lVert h\rVert.

Increment bound, real-valued. If f:U→Rf:U\to\mathbb{R} is differentiable at aa with derivative vector ww, there is a real number δ>0\delta>0 such that every h∈Rnh\in\mathbb{R}^{n} with ∥h∥<δ\lVert h\rVert<\delta satisfies a+h∈Ua+h\in U and

∣f(a+h)−f(a)∣≤(∥w∥+1)∥h∥.|f(a+h)-f(a)|\le\bigl(\lVert w\rVert+1\bigr)\lVert h\rVert.

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