Is there a $C^{2}$-function $f:\mathbb{R}\to\mathbb{R}$ that is bounded and such that $f'(x)$ is unbounded, but $f''(x)$ is bounded again?
For example, $f(x)=\sin(x^2)$ is bounded and has unbounded derivative $f'(x)$, but its second derivative is also unbounded.
edit:
Thanks for the great answer.
The reason I came up with this question, was the following:
I'd like to find a bounded continuous function $f:\mathbb{R}\to\mathbb{R}$
such that
$\int_{-\infty}^{+\infty}\frac{1}{\sqrt{2\pi t}}e^{-(y-x)^2/2t}f(y)dy -f(x)=\frac{1}{\sqrt{2\pi}}\int_{-\infty}^{+\infty} e^{-y^2/2}(f(x+\sqrt{t}y)-f(x))dy$
does NOT uniformly converge to $0$ for $t\to 0+$. Any help would be much appreciated.
Best Answer
No, this can't occur. Suppose $f'(x)$ were unbounded but $|f''(x)| < M$ for some $M$. Then for any $N$ you could find some $x_n$ with $|f'(x_n)| > N$. By the mean value theorem for any $y \neq x_n$ one has $$|f'(y) - f'(x_n)| < M|y - x_n|$$ So if $y$ is such that $|y - x_n| < {N \over 2M}$ then $$|f'(y)- f'(x_n)| < M {N \over 2M} = {N \over 2}$$ Since $|f'(x_n)| > N$, this would mean $|f'(y)| > {N \over 2}$, and furthermore by continuity of $f'$, one necessarily has that $f'(y)$ has the same sign as $f'(x_n)$. So integrating one has $$\left|f\left(x_n + {N \over 2M}\right) - f(x_n)\right| = \left|\int_{x_n}^{x_n + {N \over 2M}} f'(y)\,dy\,\right|$$ $$> \left|\int_{x_n}^{x_n + {N \over 2M}} {N \over 2}\,dy\,\right|= {N^2 \over 4M}$$ By the triangle inequality, $|f(x_n + {N \over 2M}) - f(x_n)| \leq |f(x_n + {N \over 2M})| +|f(x_n)|$. So by the above equation, at least one of $|f(x_n + {N \over 2M})|$ and $|f(x_n)|$ is greater than ${N^2 \over 8M}$. You can do this for any $N$, so $f(x)$ must be unbounded.