Classification of discontinuities

Continuous functions are of utmost importance in mathematics, functions and applications. However, not all functions are continuous. If a function is not continuous at a limit point (also called "accumulation point" or "cluster point") of its domain, one says that it has a discontinuity there. The set of all points of discontinuity of a function may be a discrete set, a dense set, or even the entire domain of the function.

The oscillation of a function at a point quantifies these discontinuities as follows:

• in a removable discontinuity, the distance that the value of the function is off by is the oscillation;
• in a jump discontinuity, the size of the jump is the oscillation (assuming that the value at the point lies between these limits of the two sides);
• in an essential discontinuity, oscillation measures the failure of a limit to exist.

A special case is if the function diverges to infinity or minus infinity, in which case the oscillation is not defined (in the extended real numbers, this is a removable discontinuity).

For each of the following, consider a real valued function ${\displaystyle f}$ of a real variable ${\displaystyle x,}$ defined in a neighborhood of the point ${\displaystyle x_{0}}$ at which ${\displaystyle f}$ is discontinuous.

Removable discontinuity

Consider the piecewise function $${\displaystyle f(x)={\begin{cases}x^{2}&{\text{ for }}x<1\\0&{\text{ for }}x=1\\2-x&{\text{ for }}x>1\end{cases}}}$$

The point ${\displaystyle x_{0}=1}$ is a removable discontinuity. For this kind of discontinuity:

The one-sided limit from the negative direction: $${\displaystyle L^{-}=\lim _{x\to x_{0}^{-}}f(x)}$$ and the one-sided limit from the positive direction: $${\displaystyle L^{+}=\lim _{x\to x_{0}^{+}}f(x)}$$ at ${\displaystyle x_{0}}$ both exist, are finite, and are equal to ${\displaystyle L=L^{-}=L^{+}.}$ In other words, since the two one-sided limits exist and are equal, the limit ${\displaystyle L}$ of ${\displaystyle f(x)}$ as ${\displaystyle x}$ approaches ${\displaystyle x_{0}}$ exists and is equal to this same value. If the actual value of ${\displaystyle f\left(x_{0}\right)}$ is not equal to ${\displaystyle L,}$ then ${\displaystyle x_{0}}$ is called a removable discontinuity. This discontinuity can be removed to make ${\displaystyle f}$ continuous at ${\displaystyle x_{0},}$ or more precisely, the function $${\displaystyle g(x)={\begin{cases}f(x)&x\neq x_{0}\\L&x=x_{0}\end{cases}}}$$ is continuous at ${\displaystyle x=x_{0}.}$

The term removable discontinuity is sometimes broadened to include a removable singularity, in which the limits in both directions exist and are equal, while the function is undefined at the point ${\displaystyle x_{0}.}$^[a] This use is an abuse of terminology because continuity and discontinuity of a function are concepts defined only for points in the function's domain.

Jump discontinuity

Consider the function $${\displaystyle f(x)={\begin{cases}x^{2}&{\mbox{ for }}x<1\\0{\text{ (or possibly undefined)}}&{\mbox{ for }}x=1\\2-(x-1)^{2}&{\mbox{ for }}x>1\end{cases}}}$$

Then, the point ${\displaystyle x_{0}=1}$ is a jump discontinuity.

In this case, a single limit does not exist because the one-sided limits, ${\displaystyle L^{-}}$ and ${\displaystyle L^{+}}$ exist and are finite, but are not equal: since, ${\displaystyle L^{-}\neq L^{+},}$ the limit ${\displaystyle L}$ does not exist. Then, ${\displaystyle x_{0}}$ is called a jump discontinuity, step discontinuity, or discontinuity of the first kind. For this type of discontinuity, the function ${\displaystyle f}$ may have any value at ${\displaystyle x_{0}.}$

Essential discontinuity

For an essential discontinuity, at least one of the two one-sided limits does not exist in ${\displaystyle \mathbb {R} }$. (Notice that one or both one-sided limits can be ${\displaystyle \pm \infty }$).

Consider the function $${\displaystyle f(x)={\begin{cases}\sin {\frac {5}{x-1}}&{\text{ for }}x<1\\0&{\text{ for }}x=1\\{\frac {1}{x-1}}&{\text{ for }}x>1.\end{cases}}}$$

Then, the point ${\displaystyle x_{0}=1}$ is an essential discontinuity.

In this example, both ${\displaystyle L^{-}}$ and ${\displaystyle L^{+}}$ do not exist in ${\displaystyle \mathbb {R} }$, thus satisfying the condition of essential discontinuity. So ${\displaystyle x_{0}}$ is an essential discontinuity, infinite discontinuity, or discontinuity of the second kind. (This is distinct from an essential singularity, which is often used when studying functions of complex variables).

Supposing that ${\displaystyle f}$ is a function defined on an interval ${\displaystyle I\subseteq \mathbb {R} ,}$ we will denote by ${\displaystyle D}$ the set of all discontinuities of ${\displaystyle f}$ on ${\displaystyle I.}$ By ${\displaystyle R}$ we will mean the set of all ${\displaystyle x_{0}\in I}$ such that ${\displaystyle f}$ has a removable discontinuity at ${\displaystyle x_{0}.}$ Analogously by ${\displaystyle J}$ we denote the set constituted by all ${\displaystyle x_{0}\in I}$ such that ${\displaystyle f}$ has a jump discontinuity at ${\displaystyle x_{0}.}$ The set of all ${\displaystyle x_{0}\in I}$ such that ${\displaystyle f}$ has an essential discontinuity at ${\displaystyle x_{0}}$ will be denoted by ${\displaystyle E.}$ Of course then ${\displaystyle D=R\cup J\cup E.}$

The two following properties of the set ${\displaystyle D}$ are relevant in the literature.

• The set of ${\displaystyle D}$ is an ${\displaystyle F_{\sigma }}$ set. The set of points at which a function is continuous is always a ${\displaystyle G_{\delta }}$ set (see^[2]).
• If on the interval ${\displaystyle I,}$ ${\displaystyle f}$ is monotone then ${\displaystyle D}$ is at most countable and ${\displaystyle D=J.}$ This is Froda's theorem.

Tom Apostol^[3] follows partially the classification above by considering only removable and jump discontinuities. His objective is to study the discontinuities of monotone functions, mainly to prove Froda’s theorem. With the same purpose, Walter Rudin^[4] and Karl R. Stromberg^[5] study also removable and jump discontinuities by using different terminologies. However, furtherly, both authors state that ${\displaystyle R\cup J}$ is always a countable set (see^[6][7]).

The term essential discontinuity has evidence of use in mathematical context as early as 1889.^[8] However, the earliest use of the term alongside a mathematical definition seems to have been given in the work by John Klippert.^[9] Therein, Klippert also classified essential discontinuities themselves by subdividing the set ${\displaystyle E}$ into the three following sets:

$${\displaystyle E_{1}=\left\{x_{0}\in I:\lim _{x\to x_{0}^{-}}f(x){\text{ and }}\lim _{x\to x_{0}^{+}}f(x){\text{ do not exist in }}\mathbb {R} \right\},}$$ $${\displaystyle E_{2}=\left\{x_{0}\in I:\ \lim _{x\to x_{0}^{-}}f(x){\text{ exists in }}\mathbb {R} {\text{ and }}\lim _{x\to x_{0}^{+}}f(x){\text{ does not exist in }}\mathbb {R} \right\},}$$ $${\displaystyle E_{3}=\left\{x_{0}\in I:\ \lim _{x\to x_{0}^{-}}f(x){\text{ does not exist in }}\mathbb {R} {\text{ and }}\lim _{x\to x_{0}^{+}}f(x){\text{ exists in }}\mathbb {R} \right\}.}$$

Of course ${\displaystyle E=E_{1}\cup E_{2}\cup E_{3}.}$ Whenever ${\displaystyle x_{0}\in E_{1},}$ ${\displaystyle x_{0}}$ is called an essential discontinuity of first kind. Any ${\displaystyle x_{0}\in E_{2}\cup E_{3}}$ is said an essential discontinuity of second kind. Hence he enlarges the set ${\displaystyle R\cup J}$ without losing its characteristic of being countable, by stating the following:

• The set ${\displaystyle R\cup J\cup E_{2}\cup E_{3}}$ is countable.

When ${\displaystyle I=[a,b]}$ and ${\displaystyle f}$ is a bounded function, it is well-known of the importance of the set ${\displaystyle D}$ in the regard of the Riemann integrability of ${\displaystyle f.}$ In fact, Lebesgue's Theorem (also named Lebesgue-Vitali) theorem) states that ${\displaystyle f}$ is Riemann integrable on ${\displaystyle I=[a,b]}$ if and only if ${\displaystyle D}$ is a set with Lebesgue's measure zero.

In this theorem seems that all type of discontinuities have the same weight on the obstruction that a bounded function ${\displaystyle f}$ be Riemann integrable on ${\displaystyle [a,b].}$ Since countable sets are sets of Lebesgue's measure zero and a countable union of sets with Lebesgue's measure zero is still a set of Lebesgue's mesure zero, we are seeing now that this is not the case. In fact, the discontinuities in the set ${\displaystyle R\cup J\cup E_{2}\cup E_{3}}$ are absolutely neutral in the regard of the Riemann integrability of ${\displaystyle f.}$ The main discontinuities for that purpose are the essential discontinuities of first kind and consequently the Lebesgue-Vitali theorem can be rewritten as follows:

• A bounded function, ${\displaystyle f,}$ is Riemann integrable on ${\displaystyle [a,b]}$ if and only if the correspondent set ${\displaystyle E_{1}}$ of all essential discontinuities of first kind of ${\displaystyle f}$ has Lebesgue's measure zero.

The case where ${\displaystyle E_{1}=\varnothing }$ correspond to the following well-known classical complementary situations of Riemann integrability of a bounded function ${\displaystyle f:[a,b]\to \mathbb {R} }$:

• If ${\displaystyle f}$ has right-hand limit at each point of ${\displaystyle [a,b[}$ then ${\displaystyle f}$ is Riemann integrable on ${\displaystyle [a,b]}$ (see^[10])
• If ${\displaystyle f}$ has left-hand limit at each point of ${\displaystyle ]a,b]}$ then ${\displaystyle f}$ is Riemann integrable on ${\displaystyle [a,b].}$
• If ${\displaystyle f}$ is a regulated function on ${\displaystyle [a,b]}$ then ${\displaystyle f}$ is Riemann integrable on ${\displaystyle [a,b].}$

Let ${\displaystyle I\subseteq \mathbb {R} }$ an open interval, let ${\displaystyle F:I\to \mathbb {R} }$ be differentiable on ${\displaystyle I,}$ and let ${\displaystyle f:I\to \mathbb {R} }$ be the derivative of ${\displaystyle F.}$ That is, ${\displaystyle F'(x)=f(x)}$ for every ${\displaystyle x\in I}$. According to Darboux's theorem, the derivative function ${\displaystyle f:I\to \mathbb {R} }$ satisfies the intermediate value property. The function ${\displaystyle f}$ can, of course, be continuous on the interval ${\displaystyle I,}$ in which case Bolzano's Theorem also applies. Recall that Bolzano's Theorem asserts that every continuous function satisfies the intermediate value property. On the other hand, the converse is false: Darboux's Theorem does not assume ${\displaystyle f}$ to be continuous and the intermediate value property does not imply ${\displaystyle f}$ is continuous on ${\displaystyle I.}$

Darboux's Theorem does, however, have an immediate consequence on the type of discontinuities that ${\displaystyle f}$ can have. In fact, if ${\displaystyle x_{0}\in I}$ is a point of discontinuity of ${\displaystyle f}$, then necessarily ${\displaystyle x_{0}}$ is an essential discontinuity of ${\displaystyle f}$.^[11] This means in particular that the following two situations cannot occur:

Furthermore, two other situations have to be excluded (see John Klippert^[12]):

Observe that whenever one of the conditions (i), (ii), (iii), or (iv) is fulfilled for some ${\displaystyle x_{0}\in I}$ one can conclude that ${\displaystyle f}$ fails to possess an antiderivative, ${\displaystyle F}$, on the interval ${\displaystyle I}$.

On the other hand, a new type of discontinuity with respect to any function ${\displaystyle f:I\to \mathbb {R} }$ can be introduced: an essential discontinuity, ${\displaystyle x_{0}\in I}$, of the function ${\displaystyle f}$, is said to be a fundamental essential discontinuity of ${\displaystyle f}$ if

$${\displaystyle \lim _{x\to x_{0}^{-}}f(x)\neq \pm \infty }$$ and $${\displaystyle \lim _{x\to x_{0}^{+}}f(x)\neq \pm \infty .}$$

Therefore if ${\displaystyle x_{0}\in I}$ is a discontinuity of a derivative function ${\displaystyle f:I\to \mathbb {R} }$, then necessarily ${\displaystyle x_{0}}$ is a fundamental essential discontinuity of ${\displaystyle f}$.

Notice also that when ${\displaystyle I=[a,b]}$ and ${\displaystyle f:I\to \mathbb {R} }$ is a bounded function, as in the assumptions of Lebesgue's Theorem, we have for all ${\displaystyle x_{0}\in (a,b)}$: $${\displaystyle \lim _{x\to x_{0}^{\pm }}f(x)\neq \pm \infty ,}$$ $${\displaystyle \lim _{x\to a^{+}}f(x)\neq \pm \infty ,}$$ and $${\displaystyle \lim _{x\to b^{-}}f(x)\neq \pm \infty .}$$ Therefore any essential discontinuity of ${\displaystyle f}$ is a fundamental one.

• Removable singularity – Undefined point on a holomorphic function which can be made regular
• Mathematical singularity – Point where a function, a curve or another mathematical object does not behave regularlyPages displaying short descriptions of redirect targets
• Extension by continuity – Property of topological space
• Smoothness – Number of derivatives of a function (mathematics)
  • Geometric continuity – Number of derivatives of a function (mathematics)Pages displaying short descriptions of redirect targets
  • Parametric continuity – Number of derivatives of a function (mathematics)Pages displaying short descriptions of redirect targets