Suppose $I$ is an open interval and $f:I\rightarrow\mathbb{R}$ is a differential function. We can say $f$ is uniformly diferentiable if for every $\epsilon> 0$ there exists $\delta> 0$ such that
$x,y\in I$ and $0\lt|x-y|<\delta \Rightarrow \Big| \frac{f(x)-f(y)}{x-y}-f'(x) \Big|\lt\epsilon$
I would like to prove that, if and only if $f'$ is uniformly continuous, then $f$ is uniformly differentiable.
Best Answer
Abishanka proved that
(1) $f(x)$ uniformly differentiable implies $f'(x)$ is uniformly continuous
but not that
(2) $f'(x)$ is uniformly continuous implies $f(x)$ uniformly differentiable
Let's prove 2. From the uniform continuity of $f'(x)$, we have a $\delta > 0$ such that for every $x$ and $y$,
$|f'(y) - f'(x)| < \epsilon$ if $|y - x| < \delta$
Note that from the mean value theorem, we have, for any $x$
$\frac{f(x+h) - f(x)}{h} = f'(\tilde{x})$
for $\tilde{x}$ in between $x$ and $x+h$. Then, for any $x$ and $h < \delta$, $|\tilde{x} - x| < \delta$, and so
$\left| \frac{ f(x+h) - f(x) }{ h } - f'(x)\right| = |f'(\tilde{x}) - f'(x)| < \epsilon$
which proves the result.