Are Continuous Functions Always Differentiable?

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Are continuous functions always differentiable? Are there any examples in dimension $n > 1$?

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No. Weierstraß gave in 1872 the first published example of a continuous function that's nowhere differentiable.

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For a nice simple example of an everywhere continuous, nowhere differentiable function it's hard to beat this example of John McCarthy.

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No, consider the example of $f(x) = |x|$. This function is continuous but not differentiable at $x = 0$.

There are even more bizare functions that are not differentiable everywhere, yet still continuous. This class of functions lead to the development of the study of fractals.

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The Wiener process is a continuous everwhere, but differentiable nowhere function (quite an impressive beast by the way...)

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An interesting fact is that most (i.e. a co-meager set of) continuous functions are nowhere differentiable. The proof is a consequence of the Baire Category theorem and can be found (as an exercise) in Kechris' Classical Descriptive Set Theory or Royden's Real Analysis.