In an interview somebody asked me the following question but I failed to give the answer.
Suppose that f is a real valued function such that its second derivative is discontinuous. Can you give some example?
Answer
The answers so far give differentiable functions that fail to have a second derivative at some point. If you want to second derivative to exist everywhere and be discontinous somewhere, you can use the following function:
f(x)=∫x0t2sin(1t) dt
Its first derivative is x↦x2sin(1x), which is differentiable everywhere, and while its derivative (and hence the second derivative of f) is defined everywhere, it is discontinuous at 0. Therefore, f, f′ and f″ are defined everywhere, and f″ is discontinuous at 0.
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