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My guess is that all derivatives ought to be continuous but perhaps there's some obscure example of a function for which this is not the case. Is there any theorem that answers this perhaps?

David
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  • @David: Not sure why all the downvotes. The likely guesses are (i) The question is ambiguous (particularly given the "complex-analysis" tag), or (ii) The question has been asked (and answered) many times before. Given your comments on carmichael561's answer, I've voted to close as a duplicate, and suggest you remove the "complex-analysis" tag. If you did mean to ask about holomorphic functions (for which the answer is different), however, it would be best at this stage to ask another question. – Andrew D. Hwang Jan 16 '17 at 17:01

2 Answers2

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The standard counterexample is $f(x)=x^2\sin(\frac{1}{x})$ for $x\neq 0$, with $f(0)=0$.

This function is everywhere differentiable, with $f^{\prime}(x)=2x\sin(\frac{1}{x})-\cos(\frac{1}{x})$ if $x\neq 0$ and $f^{\prime}(0)=0$. However, $f^{\prime}$ is not continuous at zero because $\lim_{x\to0}\cos(\frac{1}{x})$ does not exist.

While $f^{\prime}$ need not be continuous, it does satisfy the intermediate value property. This is known as Darboux's theorem.

carmichael561
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The classic family of examples to all questions of this kind is $f_{\alpha}(x)=|x|^\alpha\sin\frac{1}{x}$ for $x\in \mathbb{R}\backslash\{0\}$ and $f_{\alpha}(0)=0$. You choose $\alpha>0$ to ensure that $f$ satifies the properties you want such as $f$ thrice differentiable but the third derivative is not bounded (on any closed interval containing $0$) or continuous or whatever.

user58269
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