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Jump discontinuities only cause trouble is you try to differentiate the function at the jump. It is possible to get around even with this difficulty by considering  as , with and defining its derivative to be 2d(x), .

This object d(x) is called a "delta function". So defined, it is not really a function, since it is 0 except at x = 0, where it is infinite.It is called a "distribution" and is occasionally useful.

Physically it corresponds to density function of a point in one dimension.